2010

N

2009

N

2008

N

Total Interest Rate Derivatives Exposure (Notional amount)

Hedging

88,149.97

23

87,425.58

26

82,795.45

25

Trading

872,616.20

19

780,150.44

21

1,489,976.29

19

Likely impact of 1% change in interest rate (PV01 × 100)

Hedging

3189.00

23

1258.62

26

1504.76

25

Trading

834.87

19

322.64

21

331.06

19

Maximum likely impact of 1% change in interest rate (PV01 × 100)

Hedging

1768.23

23

−355.54

26

96.41

25

Trading

929.43

19

789.73

21

535.41

19

Minimum likely impact of 1% change in interest rate (PV01 × 100)

Hedging

2089.17

23

−778.79

26

−572.16

25

Trading

328.25

19

85.54

21

87.08

19