Content
UniCredit Group Disclosure (Pillar III) as at 30 June 2020
• Capital instruments and TLAC eligible instruments main features template Annex 1'!A1
• Notes Notes!A1
Annex 1
Capital instruments and TLAC eligible instruments main features template (*) CAPITAL INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS
CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS CAPITAL INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS TLAC ELIGIBLE INSTRUMENTS
1 Issuer UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA HVB FUNDING TRUST II UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AUSTRIA AG UNICREDIT BANK AG UNICREDIT BANK AG UNICREDIT BANK AG UNICREDIT BANK AG UNICREDIT BANK AG UNICREDIT BANK AG ALPINE CAYMAN ISLANDS LTD. ALPINE CAYMAN ISLANDS LTD. HVB FUNDING TRUST HVB FUNDING TRUST III UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA UNICREDIT SPA
2 Unique identifier (1) IT0005239360 XS0348222802 XS0503612250 XS0504566414 XS0527624059 XS0618847775 XS0849517650 XS0986063864 XS1046224884 XS1107890847 XS1426039696 XS1539597499 XS1619015719 XS1632222565 XS1631415582 XS1739839998 XS1953271225 XS1963834251 XS1972731787 XS2055089457 XS2101558307 XS2121441856 XS2196325331 XS0102826673 XS0062981500 AT0000541719 AT0000541669 XS0122710188 XS0123313636 XS0123117292 XS0134061893 XS0136314415 XS0137905153 XS0138428684 XS0139264682 A111_SL0040 XS0140394817 XS0140907626 XS0140691865 XS0140608398 XS0140838474 XS0141069442 AT0000539481 A111_SL0050 A111_SL0053 AT0000246814 XS0104764377 XS0105174352 XS0105656267 XS0114878233 XS0119485885 XS0120851174 DE000A0DD4K8 DE000A0DYW70 US404398AA77 US404399AA50 XS1596778008 IT0005159162 IT0005164568 IT0005176398 IT0005177032 IT0005177040 IT0005185381 IT0005188831 IT0005199267 IT0005204406 XS1596778263 IT0005253098 IT0005261117 IT0005273187 XS0242890878 XS0534449623 XS0590762992 XS0620245182 XS0620233097 XS0661287507 XS0762737749 XS0795512523 XS0846655255 XS0860543452 XS0890616013 XS0957620189 XS1055446931 XS1175330007 XS1325784517 XS1374865555 XS1400179906 XS1418864010 XS1439492817 XS1508450688 XS2017471553 XS2063547041 XS1917910884 XS1935310166 XS1935281631 XS1754213947 XS2021993212 XS2104967695 XS2104968404 XS2190134184 IT0005067027 IT0005070401
2a Public or private placement Public Private Private Private Public Public Public Public Public Public Public Private Public Private Public Public Public Public Public Public Public Public Public Public Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Public Private Private Private Private Private Private Public Public Public Public Public Public Public Public Public Public Public Public Public Public Public Public Public Public Private Private Private Private Private Private Private Private Private Private Private Private Private Private Private Public Private Private Private Public Public Public Private Public Public Public Public Public Public Public Public Public
3 Governing laws of the instrument (2) Whole Instrument - Italian law (**) Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law Whole instruments - english law, subordination provisions - italian law Whole Instrument - English Law Subordinated provisions - Italian Law Whole Instrument - English Law Subordinated provisions - Italian Law english law, subordination provisions - italian law New York Law; Subordinatioon provisions - Italian Law Whole Instrument - English Law; Subordinated provisions and contractual recognition of Bail in Italian Law Whole Instrument - Italian Law Whole Instrument - Italian Law New York Law; Subordinatioon provisions - Italian Law Whole Instrument - Italian Law Italian Law Whole Instrument - Italian Law New York Law; Status of the Notes - Italian Law Waiver, Improvement Agreement and the Subordinated Note - State of New York; Declaration, Certificates and the Charter - Delaware; Silent Partnership & Partnership Interests - Delaware and German law Instrument - English Law Subordinated provisions - Austrian Law Whole Instrument - Austrian Law Whole Instrument - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Whole Instrument - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Instrument - English Law Subordinated provisions - Austrian Law Whole Instrument - Austrian Law Whole Instrument - Austrian Law Whole Instrument - Austrian Law Whole Instrument - Austrian Law Whole instrument - German law Whole instrument - German law Whole instrument - German law Whole instrument - German law Whole instrument - German law Whole instrument - German law Whole Instrument - Cayman Law, Support Agreement - English Law Subordination Provision - Austrian Law Whole Instrument - Cayman Law, Support Agreement - English Law Subordination Provision - Austrian Law Waiver, Improvement Agreement and the Subordinated Note - State of New York; Declaration, Certificates and the Charter - Delaware; Silent Partnership & Partnership Interests - Delaware and German law Waiver, Improvement Agreement and the Subordinated Note - State of New York; Declaration, Certificates and the Charter - Delaware; Silent Partnership & Partnership Interests - Delaware and German law State of New York law, except for the provisions on the Status of the Senior Notes (ranking and waivers of set-off rights) which are governed by the Italian Law. Italian Law Italian Law Italian Law Italian Law Italian Law Italian Law Italian Law Italian Law Italian Law State of New York law, except for the provisions on the Status of the Senior Notes (ranking and waivers of set-off rights) which are governed by the Italian Law. Italian Law Italian Law Italian Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law English Law Italian Law Italian Law State of New York law, except for the provisions on the Status of the Non Preferred Senior Notes (ranking /subordination and waivers of set-off rights) which are governed by the Italian Law. State of New York law, except for the provisions on the Status of the Non Preferred Senior Notes (ranking /subordination and waivers of set-off rights) which are governed by the Italian Law. State of New York law, except for the provisions on the Status of the Non Preferred Senior Notes (ranking /subordination and waivers of set-off rights) which are governed by the Italian Law. English Law, except for the provisions on the Status of the Notes (ranking /subordination and waivers of set-off rights) and on the Contractual recognition of statutory bail-in powers, which are governed by the Italian Law. Italian Law Italian Law Italian Law Italian Law Italian Law Italian Law
3a Contractual recognition of write down and conversion powers of resolution authorities YES YES YES YES YES YES YES YES YES YES YES YES YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO YES YES YES YES YES YES YES YES YES YES NO YES
Regulatory treatment
4 Transitional CRR II rules Common Equity Tier 1 (**) Tier 2 Tier 2 Tier 2 Additional Tier 1 Tier 2 Tier 2 Tier 2 Additional Tier 1 Additional Tier 1 Tier 2 Additional Tier 1 Additional Tier 1 Tier 2 Tier 2 Additional Tier 1 Tier 2 Additional Tier 1 Tier 2 Tier 2 Tier 2 Additional Tier 1 Tier 2 Additional Tier 1 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Additional Tier 1 Additional Tier 1 Additional Tier 1 Additional Tier 1
5 Post-transitional CRR II rules (3) Common Equity Tier 1 (**) Tier 2 Tier 2 Tier 2 Ineligible (***) Tier 2 Tier 2 Tier 2 Ineligible Ineligible Tier 2 Additional Tier 1 Additional Tier 1 Tier 2 Tier 2 Additional Tier 1 Tier 2 Additional Tier 1 Tier 2 Tier 2 Tier 2 Additional Tier 1 Tier 2 Ineligible (***) Ineligible Ineligible Ineligible Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Tier 2 Ineligible (***) Ineligible (***) Ineligible (***) Ineligible (***)
6 Eligible at: solo; consolidated; solo & consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Solo & Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated Consolidated
7 Instrument type Ordinary shares Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 51 and 484 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Notes - Art. 62 CRR Bond - Art. 51 CRR Bond - Art. 51 CRR Notes - Art. 62 CRR Bond - Art. 51 CRR Bond - Art. 51 CRR Notes - Art. 62 CRR Notes - Art. 62 CRR Bond - Art. 51 CRR Notes - Art. 62 CRR Bond - Art. 51 CRR Notes - Art. 62 CRR Notes - Art. 62 CRR Notes - Art. 62 CRR Bond - Art. 51 CRR Notes - Art. 62 CRR Silent Partnership Certificates - Art. 51 and 484 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Notes - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Loan - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Loan - Art. 62 CRR Loan - Art. 62 CRR Notes - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Bond - Art. 62 CRR Preferred Securities - Art. 51 and 484 CRR Preferred Securities - Art. 51 and 484 CRR Silent Partnership Certificates - Art. 51 and 484 CRR Silent Partnership Certificates - Art. 51 and 484 CRR Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Preferred Senior Non Preferred Senior Non Preferred Senior Non Preferred Senior Non Preferred Senior Non Preferred Senior Non Preferred Senior Non Preferred Senior Preferred Subordinated Subordinated
8 Amount recognised in regulatory capital or eligible liabilities (Currency in million) (4) (5) (6) 21.036 (**) 56 8 18 212 118 696 997 898 991 748 495 1,237 48 888 990 996 992 1,109 1,242 1,244 1,240 1,327 15 8 1 0 20 30 46 55 35 12 60 36 25 94 15 50 7 125 30 11 7 2 0 39 11 12 0 1 1 95 50 19 18 608 24 30 309 47 25 393 166 1,196 500 1,101 8 4 9 3 200 8 0 37 2 4 20 10 3 5 5 1 32 70 1,080 181 41 35 865 1,243 944 2,677 2,230 446 1,492 726 1,165 729 1,241 16 14
- BuyBacks - - BuyBacks - - - - - BuyBacks and amortisation - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
9 Nominal amount of instrument: original amount of currency of issuance (in million) Without nominal value 125 50 50 500 750 1,500 1,000 1,250 1,000 750 500 1,250 50 1,000 1,000 1,000 1,000 1,250 1,250 1,250 1,250 1,500 100 10,000 20 5 20 30 46 55 35 12 60 40 28 95 50 50 63 125 100 40 25 20 15 39 12 15 8 14 10 250 150 300 200 750 100 37 350 100 50 450 169 1,491 786 1,250 25 25 15 750 200 9 5 42 4 4 20 10 3 5 3,500 3 32 70 1,100 182 5,000 35 1,000 1,250 1,000 3,000 2,500 500 1,500 750 1,250 750 1,250 750 750
Nominal amount of instrument: original amount - currency of issuance N/A EUR EUR EUR EUR EUR EUR EUR USD EUR EUR EUR EUR EUR USD EUR EUR EUR USD EUR EUR EUR USD GBP JPY EUR EUR EUR EUR EUR EUR EUR EUR EUR USD USD EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR USD USD USD EUR EUR USD EUR USD USD EUR EUR EUR USD USD USD EUR SKK EUR EUR EUR EUR EUR EUR EUR EUR EUR EUR RUB EUR EUR EUR EUR EUR JPY EUR EUR EUR EUR USD USD USD EUR EUR EUR EUR EUR EUR EUR
Nominal amount of instrument: conversion of original amount in Euro (€ mln) N/A 125 50 50 500 750 1,500 1,000 908 1,000 750 500 1,250 50 893 1,000 1,000 1,000 1,108 1,250 1,250 1,250 1,326 153 72 20 5 20 30 46 55 35 12 60 45 21 95 50 50 63 125 100 40 25 20 15 39 12 15 8 14 10 250 150 294 186 703 100 37 309 100 45 404 169 1,491 786 1,172 22 22 15 20 200 9 5 42 4 4 20 10 3 5 80 3 32 70 1,100 182 41 35 1,000 1,250 1,000 2,645 2,190 438 1,500 750 1,250 750 1,250 750 750
9a Issue price N/A 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 99 100 99 99 99 100 100 99 100 100 100 100 100 100 100 100 100 100 100 79 100 100 100 100 100 100 100 99 100 100 100 85 100 100 100 100 100 100 100 100 100 100 100 92 89 89 91 93 100 100 91 100 47 84 100 100 99 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100
9b Redemption price N/A 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 142 160 185 142 148 100 100 145 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100 100
10 Accounting classification Shareholders' equity Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Shareholders' equity Shareholders' equity Liability - amortised cost Shareholders' equity Shareholders' equity Liability - amortised cost Liability - amortised cost Shareholders' equity Liability - amortised cost Shareholders' equity Liability - amortised cost Liability - amortised cost Liability - amortised cost Shareholders' equity Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost Liability - amortised cost
11 Original date of issuance N/A 3/3/08 4/21/10 4/23/10 7/21/10 4/19/11 10/31/12 10/28/13 4/3/14 9/10/14 6/3/16 12/21/16 5/22/17 6/14/17 6/19/17 12/20/17 2/20/19 3/19/19 4/2/19 9/23/19 1/15/20 2/19/20 6/30/20 10/13/99 3/12/96 10/6/00 8/1/00 1/24/01 1/25/01 1/25/01 8/20/01 10/1/01 10/30/01 11/5/01 12/5/01 12/17/01 12/27/01 12/27/01 12/27/01 12/27/01 12/27/01 12/28/01 11/30/01 10/19/01 12/3/01 2/14/96 11/26/99 12/13/99 12/21/99 8/1/00 10/23/00 12/22/00 10/28/04 2/22/05 7/15/99 10/22/99 4/12/17 3/9/16 3/16/16 5/16/16 6/10/16 5/25/16 5/31/16 6/30/16 6/30/16 8/31/16 4/12/17 5/23/17 7/19/17 7/18/17 2/6/06 8/25/10 2/7/11 6/1/11 6/1/11 10/3/11 7/2/12 6/21/12 10/26/12 1/2/13 2/15/13 8/5/13 5/30/14 1/26/15 12/2/15 3/4/16 4/22/16 5/26/16 7/12/16 10/24/16 6/25/19 10/9/19 12/4/18 1/15/19 1/15/19 1/18/18 7/3/19 1/20/20 1/20/20 6/16/20 12/16/14 1/20/15
12 Perpetual or dated Perpetual Dated Dated Dated Perpetual Dated Dated Dated Perpetual Perpetual Dated Perpetual Perpetual Dated Dated Perpetual Dated Perpetual Dated Dated Dated Perpetual Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Perpetual Perpetual Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated Dated
13 Original maturity date No Maturity 3/3/23 4/21/21 4/25/22 No Maturity 4/19/21 10/31/22 10/28/25 No Maturity No Maturity 1/3/27 No Maturity No Maturity 6/14/32 6/19/32 No Maturity 2/20/29 No Maturity 4/2/34 9/23/29 1/15/32 No Maturity 6/30/35 10/13/36 3/12/21 10/6/20 8/1/20 1/24/31 1/25/31 1/25/31 8/20/33 10/31/31 10/30/31 12/31/31 12/5/31 12/15/46 12/27/31 12/27/21 12/27/26 12/27/21 12/27/29 12/28/21 11/29/21 10/19/21 12/2/21 2/26/21 11/19/29 12/13/24 12/21/29 8/3/20 10/23/20 12/22/20 No Maturity No Maturity 6/30/31 10/22/31 4/12/27 3/9/26 3/16/23 5/16/22 6/10/26 5/25/23 5/31/23 6/30/23 6/30/23 8/31/24 4/12/22 5/23/23 7/19/23 7/18/25 2/6/26 8/25/22 7/1/21 12/1/26 12/1/26 1/3/22 1/2/23 6/21/22 10/26/22 1/2/24 2/15/23 8/5/23 7/30/21 1/26/35 12/2/25 3/4/23 4/22/27 5/26/26 7/12/21 10/24/26 6/25/25 4/9/25 12/4/23 1/14/22 1/14/22 1/18/23 7/3/25 1/20/26 1/20/30 6/16/26 2/16/22 3/20/22
14 Issuer call subject to prior Supervisory approval (7) N/A NO NO NO YES NO NO YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO YES NO NO NO NO NO NO YES YES YES YES N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A NO N/A N/A N/A N/A N/A N/A YES N/A N/A N/A N/A N/A YES YES N/A YES N/A N/A
15 Optional call date N/A - - - 7/21/20 - - 10/28/20 6/3/24 9/10/21 1/3/22 6/3/22 6/3/23 6/14/27 6/19/27 6/3/25 2/20/24 6/3/26 4/2/29 9/23/24 1/15/27 6/3/27 6/30/30 10/13/34 - - - - - - - - - - - - - - - - - - - - - 2/26/16 - - - - - - 10/28/11 3/22/12 6/30/29 10/22/29 - - - - - - - - - - - - - - - - - - - - - - - - - - - 1/26/25 - - - - - - 6/25/24 - - - - - 7/3/24 1/20/25 - 6/16/25 - -
Contingent call dates and redemption amount N/A - - - Regulatory call: 100 + accrued interest; Tax Event: at any interest payment date or reset date at principal amount + accrued interest; Additional Event: at any interest payment date or reset date at principal amount + accrued interest - Regulatory call: 100 + accrued interest; Tax Event: at principal amount + accrued interest; Regulatory call: 100 + accrued interest; Tax Event: at principal amount + accrued interest; Regulatory call: at principal amount + accrued interest; Tax Event: at principal amount + accrued interest; Additional Event: at principal amount + accrued interest Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Additional Event: Prevailing Principal Amount + any accrued interest Regulatory call: 100 + accrued interests; Tax Event: early redemption amount + accrued interests; Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Additional Event: Prevailing Principal Amount + any accrued interest Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Regulatory call: 100 + accrued interest; Tax Event: 100 + accrued interest; Regulatory call: 100 + accrued interest; Tax Event: 100 + accrued interest; Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Regulatory call: 100 + accrued interests; Tax Event: early redemption amount + accrued interests; Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Regulatory call: 100 + accrued interests; Tax Event: early redemption amount + accrued interests; Regulatory call: 100 + accrued interests; Tax Event: Early redemption amount + accrued interests; Regulatory call: 100 + accrued interest; Tax Event: Early redemption amount + accrued interests; Regulatory call: Prevailing Principal Amount + any accrued interest; Tax Event: Prevailing Principal Amount + any accrued interest; Regulatory call: 100 + accrued interest; Tax Event: 100 + accrued interest; Regulatory call: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Tax Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Additional Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount Tax Event: at principal amount + accrued interest; - - Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; - Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; Tax Event: on any interest payment date at principal amount + accrued interest; - - - - - - - Tax Event: at principal amount + accrued interest; - - Regulatory call: 100 + accrued interest ; Tax Event: at principal amount + accrued interest and unpaid dividends; Regulatory call: 100 + accrued interest ; Tax Event: at principal amount + accrued interest and unpaid dividends; Regulatory call: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Tax Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Additional Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount Regulatory call: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Tax Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount; Additional Event: Equal to the greater of (i) the Current Nominal Value plus accrued and unpaid Distributions for the then current Distribution Period and (ii) the Make Whole Amount Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest - - - - - - - - - Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest MREL / TLAC disqualification call; redemption at 100, plus accrued interest MREL / TLAC disqualification call; redemption at 100, plus accrued interest MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at Amortised Face Amount, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at Amortised Face Amount, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at Amortised Face Amount, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest Tax call; MREL / TLAC disqualification call; redemption at 100, plus accrued interest - -
16 Subsequent call dates, if applicable N/A - - - Quarterly - - NO Semi-annually Semi-annually NO Semi-annually Semi-annually NO NO Semi-annually NO Semi-annually NO NO NO Semi-annually NO Annually - - - - - - - - - - - - - - - - - - - - - Anytime after call date with notice - - - - - - Semi-annually Annually Semi-annually Semi-annually N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Coupons/dividends
17 Fixed or floating dividend/coupon Floating Fixed Fixed Fixed Fixed to floating Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed to floating Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed reset Fixed Fixed Fixed Fixed to floating Floating Floating Floating Floating Floating Fixed Floating Fixed Fixed Floating Floating Floating Fixed Floating Floating Fixed Fixed Fixed Floating Floating Fixed Fixed Floating Floating Floating Fixed to floating Fixed to floating Fixed Fixed Fixed Fixed to floating Floating Fixed Zero-coupon Fixed Fixed to floating Fixed to floating Fixed to floating Fixed to floating Fixed Fixed to floating Fixed to floating Fixed to floating Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Fixed Floating Zero-coupon Zero-coupon Fixed Fixed Fixed Fixed Fixed Floating Fixed Fixed to floating Fixed Fixed Fixed Floating Fixed Fixed to floating Fixed to floating Fixed Fixed to floating Floating Floating
18 Coupon rate and any related index N/A (**) 6,04% p.a. 5,00% p.a. 5,05% p.a. 9,375% p.a. from issue date to 21/07/2020, equivalent to MS + 6,49%; Euribor 3M + 7,49% after 21/07/2020 6,125% p.a. 6,95% p.a 5.75% p.a., after the call, 5Y Swap + 410 bps 8,00% p.a until 03/06/2024; therafter fixed every 5 years for 5Y MS + 5,18% 6.75% p.a until 10 September 2021; therafter fixed every 5 years for 5-Year Mid-Swap Rate + 610bps 4.375% p.a. from Issue Date to 02/01/2022 payable annually; 4.316% p.a. + 5 Year Mid-Swap Rate after 02/01/2022 9.25% p.a. until 3 June 2022; thereafter fixed every 5 years for 5-year Mid-Swap Rate + 930bps 6.625% p.a. until 3 June 2023; thereafter fixed every 5 years for 5-year Mid-Swap Rate + 638.7bps 4,50% p.a. from Issue Date to 14/06/2019 payable semiannually; 2,24% p.a. + Euribor 6m after 14/06/2019 5,861% p.a. from Issue Date to 19/06/2027 payable semiannually; 3,703% p.a. + 5Y US Dollar Mid Swap Rate after 19/06/2027 payable semiannually 5.375% p.a. until 3 June 2025; thereafter fixed every 5 years for 5-year Mid-Swap Rate + 492.5 bps 4.875% p.a. from Issue Date to 20/02/2024 payable annually; 4.739% p.a. + 5 Year Mid-Swap Rate after 20/02/2024 7.50% p.a. until 3 June 2026; thereafter fixed every 5 years for 5-year Mid-Swap Rate + 733.4 bps 7.296% per annum paid on a semiannual basis until the Issuer Call Date and thereafter the then 5-Year Mid-Swap Rate + 4.914%, until the Maturity Date Fixed rate of 2.000% per annum until the Issuer Call Date and thereafter the then 5-Year Mid-Swap Rate + 2.400%, until the Maturity Date Fixed rate of 2.731% per annum until the Issuer Call date and thereafter the then 5-Year Mid-Swap Rate + 2.800%, until the Maturity Date Fixed rate of 3.875% per annum until the First Reset Date (3 June 2027) and thereafter reset every 5 years to the then 5-Year Mid-Swap Rate + Margin 5.459% per annum until the Issuer Call date and thereafter the then 5-Year Constant Maturity Treasury Rate (CMT Rate) + 4.750%, until the Maturity Date, paid semi-annually 7,76% p.a. 6,30% p.a. 6,5% p.a. 7,1% payable until 31/07/2005, thereafter 1,8 x 10yJPYCMS, floor: 3,25%, cap: 8,25% Euribor 3M + 0,39% p.a. Euribor 6M + 0,3925% payable semi-annually Euribor 3M + 0,35% payable quarterly Euribor 3M + 0,52% payable quarterly Euribor 3M + 0,49% payable quarterly 5,935% p.a. Euribor 3M + 0,50% payable quarterly 6,21% p.a. USD 130.000 per month/ 5,673% p.a. Euribor 3M + 0,48% payable quarterly Euribor 3M + 0,48% payable quarterly Euribor 6M + 0,50% payable semi-annually 5,80% p.a. Euribor 6M + 0,52% payable semi-annually Euribor 6M + 0,48% payable semi-annually 6,00% p.a. 6,01% p.a. 5,51% p.a. Euribor 6M + 0,20% payable semi-annually Euribor 6M + 0,62% 2,00% p.a. from issue date to 13/12/2004; 9,00% p.a. from 13/12/2004. 5,00% p.a. Euribor 6M + 0,65% Euribor 3M + 0,70% 67% of Euro CMS 10y, with a min. of 4,85% and a max of 5,85% 1Y 6,00%, max between 8,00% and CMS euro 10y + 0,10% from 28/10/2005. Payable semi-annually 1Y 7,5% payable in arrear, max between 8,00% and euro CMS 10 y + 0,15% from second year to maturity. 8,741% p.a. 9% payable semi-annually 4.625% p.a. paid semi-annually 2% p.a. paid quarterly till March 2018 and EURIBOR 3M+0.5% till maturity EURIBOR 3M + 1.35% 2.80% p.a. paid quarterly 0% 1.8% 25/05/2018 - 2.3% 25/05/2019 - 2.7% 25/05/2020 - 3.2% 25/05/2021 - 3.7% 25/05/2022 - 4.1% 25/05/2023 3% p.a. paid quarterly till May 2019 and USD LIBOR 3M +1.03% till maturity 1.12% p.a. paid quarterly till June 2019 and EURIBOR 3M + 0.5% till maturity 2% p.a. paid quarterly till June 2018 and EURIBOR 3M + 0.7% till maturity 2.25% p.a. paid quarterly until August 2018 and EURIBOR 3M + 0.7% till maturity 3.75% p.a. paid semi-annually 4% p.a. paid quarterly till May 2019 and USD LIBOR 3M +0.73% till maturity 3% p.a. paid quarterly till July 2019 and USD LIBOR 3M +0.50% till maturity 2% p.a. paid quarterly till July 2019 and EURIBOR 3M +0.50% till maturity 4.03% p.a. 4.35% p.a. 0.5% p.a. 0.4% p.a. 0.4% p.a. 0.5% p.a. 0.4% p.a. 5.1% p.a. 4.7% p.a. 0.35% p.a. EURIBOR 3M +1.8% 0% 0% 2.36% p.a. 2.13% p.a. 2% p.a. 2.2% p.a. 1.36% p.a. paid semi-annualy EURIBOR 3M + 1.16% 2.125% p.a. 1.25% p.a. paid annually till June 2024 and EURIBOR 3M + 1.55% till maturity 0.5% p.a. paid annually 7.83% p.a. 6.572% p.a. USD LIBOR 3M + 3.9% 1% p.a. 1.625% p.a. paid annually till July 2024 and then EURIBOR 3M + 1.90% paid quarterly till maturity Fixed rate of 1.2% per annum until the Issuer Call date and thereafter a floating rated indexed to EURIBOR3M + 1.35% , until the Maturity Date 1.8% p.a. 1.25% paid annually until 16/06/2025 and then EURIBOR 3M + 1.60% p.a. paid quarterly til maturity EURIBOR 3M + 2.25% EURIBOR 3M + 2.25%
19 Existence of a dividend stopper NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO
EU-20a Fully discretionary, partially discretionary or mandatory - in terms of timing Fully discretionary (**) Mandatory Mandatory Mandatory Partially discretionary Mandatory Mandatory Mandatory Fully discretionary Fully discretionary Mandatory Fully discretionary Fully discretionary Mandatory Mandatory Fully discretionary Mandatory Fully discretionary Mandatory Mandatory Mandatory Fully discretionary Mandatory Partially discretionary Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Partially discretionary Partially discretionary Partially discretionary Partially discretionary Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory
Fully discretionary, partially discretionary or mandatory - in terms of timing - reasons for discretion - - - - No distributable profit; Prohibited by regulator; Capital Deficiency; Dividend pusher - - - Insufficient Available Distributable Items; Distributions exceeding Maximum Distributable Amount; Loss Absorption Event Insufficient Available Distributable Items;distributions exceeding Maximum Distributable Amount;Loss Absorption Event - Insufficient Available Distributable Items;Distributions exceeding Maximum Distributable Amount;Loss Absorption Event;Full discretion at the option of the issuer; Insufficient Available Distributable Items;Distributions exceeding Maximum Distributable Amount;Loss Absorption Event;Full discretion at the option of the issuer; - - Insufficient Available Distributable Items;Distributions exceeding Maximum Distributable Amount;Loss Absorption Event;Full discretion at the option of the issuer; - Insufficient Available Distributable Items;Distributions exceeding Maximum Distributable Amount;Loss Absorption Event;Full discretion at the option of the issuer; - - - Insufficient Available Distributable Items;Distributions exceeding Maximum Distributable Amount;Loss Absorption Event;Full discretion at the option of the issuer; - Capital deficiency; Dividend pusher - - - - - - - - - - - - - - - - - - - - - - - - - - - - Capital Deficiency, Regulatory prohibition; Dividend pusher Capital Deficiency, Regulatory prohibition; Dividend pusher Capital deficiency; Dividend pusher Capital deficiency; Dividend pusher Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant Not relevant
EU-20b Fully discretionary, partially discretionary or mandatory - in terms of amount Fully discretionary (**) Mandatory Mandatory Mandatory Partially discretionary Mandatory Mandatory Mandatory Fully discretionary Fully discretionary Mandatory Fully discretionary Fully discretionary Mandatory Mandatory Fully discretionary Mandatory Fully discretionary Mandatory Mandatory Mandatory Fully discretionary Mandatory Partially discretionary Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Partially discretionary Partially discretionary Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory Mandatory
21 Existence of step up or other incentive to redeem N/A NO NO NO YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO
22 Noncumulative or cumulative N/A (**) Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Cumulative Non cumulative Non cumulative Non cumulative Cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Non cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative Cumulative
23 Convertible or non-convertible (8) N/A Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible Non Convertible
24 If convertible, conversion trigger(s) N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
25 If convertible, fully or partially N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
26 If convertible, conversion rate N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
27 If convertible, mandatory or optional conversion N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
28 If convertible, specify instrument type convertible into N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
29 If convertible, specify issuer of instrument it converts into N/A - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
30 Write-down features N/A NO NO NO YES NO NO NO YES YES NO YES YES NO NO YES NO YES NO NO NO YES NO YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO
31 If write-down, write down triggers N/A - - - Capital deficiency - - - Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation - Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation - - Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation - Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation - - - Group or Issuer CET1 < 5.125% or the minimum trigger event ratio specified by the Regulation - Capital deficiency - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Capital deficiency Capital deficiency N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
32 If write-down, full or partial N/A - - - Fully or partially - - - Fully or partially Fully or partially - Fully or partially Fully or partially - - Fully or partially - Fully or partially - - - Fully or partially - Fully or partially - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Fully or partially Fully or partially N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
33 If write-down, permanent or temporary N/A N/A N/A N/A Temporary N/A N/A N/A Temporary Temporary N/A Temporary Temporary N/A N/A Temporary N/A Temporary N/A N/A N/A Temporary N/A Temporary N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A Temporary Temporary N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
34 If temporary write-down, description of write-up mechanism (9) N/A - - - Pari-passu and prorata with Core Tier 1 - - - If the Issuer or if permitted the Group records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes If the Issuer or if permitted the Group records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes - If the Issuer or if permitted the Group records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes If the Issuer records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes - - If the Issuer records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes - If the Issuer records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes - - - If the Issuer records a net profit, the Issuer may, in its full discretion and subject to the Maximum Distributable Amount, increase the Prevailing Principal Amount of each note up to a maximum of the initial principal amount on a pro-rata basis with similar AT1 notes - Each profit available is used to write-up to par - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Each profit available is used to write-up to par Each profit available is used to write-up to par N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
34a Type of subordination N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A Statutory Statutory Statutory Statutory Statutory Statutory Statutory N/A Contractual Contractual
EU-34b Ranking of the instrument in normal insolvency proceedings IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 4 IT 3 IT 3 IT 3 IT 3 IT 3 IT 3 IT 3 IT 4 IT 2 IT 2
35 Position in subordination hierarchy in liquidation (instrument type immediately senior to instrument) Additional Tier 1 Senior non preferred Senior non preferred Senior non preferred T2 and other pari passu subordinated instruments Senior non preferred Senior non preferred Senior non preferred T2 and other pari passu subordinated instruments T2 and other pari passu subordinated instruments Senior non preferred T2 and other pari passu subordinated instruments T2 and other pari passu subordinated instruments Senior non preferred Senior non preferred T2 and other pari passu subordinated instruments Senior non preferred T2 and other pari passu subordinated instruments Senior non preferred Senior non preferred Senior non preferred T2 and other pari passu subordinated instruments Senior non preferred Tier 2 Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Subordinated instruments Senior - Senior non preferred Senior - Senior non preferred Senior - Senior non preferred Senior - Senior non preferred Senior - Senior non preferred Senior - Senior non preferred Tier 2 Tier 2 Tier 2 Tier 2 Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Other deposits Senior preferred Senior preferred Senior preferred Senior preferred Senior preferred Senior preferred Senior preferred Other deposits Senior Non Preferred Senior Non Preferred
36 Non-compliant transitioned features NO (**) NO NO NO YES NO NO NO YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO YES YES YES YES NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO NO YES YES YES YES NO YES YES YES YES YES YES YES YES YES NO YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES YES NO NO NO NO NO NO NO NO NO NO YES YES
37 If yes, specify non-compliant features (**) - - - Step-up, Subsequent Calls, Not fully discretionary, Dividend pusher, Recapitalization hindering - - - Missing waiver of set-off rights Missing waiver of set-off rights - - - - - - - - - - - - - Dated instrument, Dividend pusher, Accelerated write-up, Recapitalization hindering, Not fully discretionary Missing waiver of set-off rights Missing waiver of set-off rights Missing waiver of set-off rights - - - - - - - - - - - - - - - - - - - - - - - - - Dividend Pusher, Recapitalization hindering, Repayment not subject to prior permission of the competent authority Dividend Pusher, Recapitalization hindering, Repayment not subject to prior permission of the competent authority Dated instrument, Dividend pusher, Accelerated write-up, Recapitalization hindering, Not fully discretionary Dated instrument, Dividend pusher, Accelerated write-up, Recapitalization hindering, Not fully discretionary - Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization - Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Early redemption or repurchase not subject to competent authority authorization Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Set off or netting agreement - Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments Early redemption or repurchase not subject to competent authority authorization - Holder's right to accelerate payments - - - - - - - - - - Contractual Amortisation Contractual Amortisation
37a Link to the full term and conditions of the intrument (signposting) (10) - Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes". Please refer to note 10 in sheet "Notes".
(*) 'N/A' if the information is not applicable (**) The amount includes €609 million reclassified under Additional Tier 1 Capital for €517 million and under Tier 2 for €92 million, related to the ordinary shares underlying the Usufruct contract (Cashes). With this respect, the information marked with double asterisk differ in the fields below as follows: (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021. (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021. (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021. (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021. (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021. (***) The instruments are under the grandfathering regime of CRR article 484-491, which is applicable until 31.12.2021.
• Field 3: Italian Law (ordinary shares and usufruct), Luxembourg Law (company swap agreement and Cashes)
• Field 4: Additional Tier 1
• Field 5(3): Tier 2
• Field 8: 609 millions
• Field 18: 4.9 * ((Euribor 3m + 4.50%), plus dividend adjustment equal to excess over 8% dividend yield paid on ordinary shares)
• Field 20a: Mandatory upon the occurrence of the payment conditions described in the Usufruct
• Field 20b: Mandatory upon the occurrence of the payment conditions described in the Usufruct
• Field 22: Non cumulative
• Field 36: Yes
• Field 37: Not discretionary, upon the occurrence of the payment conditions described in the Usufruct
Notes
Notes to the tables of the "Capital instruments and TLAC eligible instruments main features template":
1. Please note that ISIN Guidelines (paragraph 7) states that "banking instruments or facilities such as bank loans are outside of the scope of the ISO-6166 standard and should not be identified by ISIN codes". Hence, the present section shows an internal identification code for those instruments classified as "Loans" in order to allow the identification of the terms and conditions listed on the Group website at the link given in the Note below. 2. If not specifically indicated, governing law of subordinated provisions follows the whole instrument's. 3.The post-transitional treatment will be defined taking into account applicable regulations, including CRR provisions in force at that date. 4. In case of instruments issued by Group's subsidiaries, the value represents the computable amount of the instrument, that is the basis for the calculation of minority interests. In case of Additional Tier 1 instruments in the transitional rules, the value represents the total computable amount (including both the quota in Additional Tier 1 and the quota reclassified in Tier 2 when exceeding the grandfathering limit calculated according to regulation). 5. In case of T2 instruments issued by the Parent Company with a maturity greater than or equal to one year, the regulatory amortization (excluded from the computable amount for Own Funds purposes) is included for TLAC purposes, therefore the computable amount is the overall value. 6. In case of TLAC Eligible Instruments subject to the application of art. 72b.3, the amount reported is referred to the computable amount for TLAC purposes before the application of the cap of 2.5% of the RWA. 7.For TLAC eligible instruments, the field is filled in with "YES" if the instrument includes an issuer call contractually subject to the prior permission of the resolution authority. In case the issuer call is not contractually subject to the prior permission of the resolution authority, the field is filled in with "NO", while the field "Option call date" reports the date on which the option can be exercised. If an eligible instrument includes an issuer call not contractually subject to the prior permission of the resolution authority, then it is classified as grandfathered eligible liabilitiy." 8. All instruments are subject to the write-down and conversion powers of the resolution authority in the event of Bail-in application. 9. The write-up mechanisms described are aligned with the original Final Terms & Conditions; therefore, the classification of instruments is coherent with the regulatory framework in force at the issuance date. 10. With reference to the disclosure requirements stated under the CRR article 437, paragraph 1, letter c) ("Institutions shall disclose "the full terms and conditions of all Common Equity Tier 1, Additional Tier 1, Tier 2"), the following link https://www.unicreditgroup.eu/en/investors/funding-and-ratings/bank-capital.html reports the required information for the subordinated instruments issued in public by UniCredit group and computable in the consolidated Own Funds; the section includes also the instruments not eligible in the consolidated Own Funds but computable for TLAC purposes. In addition, with reference to the disclosure requirements stated under the CRR article 437a, paragraph 1, letter c) (Institutions that are subject to Article 92a or 92b shall disclose "the total amount of each issuance of eligible liabilities instruments"), the following link https://www.unicreditgroup.eu/en/investors/funding-and-ratings/tlac-instruments.html reports the full terms and conditions of all TLAC eligible instrument ("Senior Preferred" and "Senior non-Preferred") issued by UniCredit group.

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UniCredit S.p.A. published this content on 23 September 2020 and is solely responsible for the information contained therein. Distributed by Public, unedited and unaltered, on 23 September 2020 08:09:08 UTC