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Sample Report:
2.Comprehensive report which is aggregated of #1 above |
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Long |
Short |
Gross |
P/L (Gross) |
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On Balance |
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131.18% |
87.37% |
218.54% |
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1. Credit to Governments and
Sovereigns |
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77.43% |
66.15% |
143.58% |
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AAA to AA－ |
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72.23% |
64.08% |
136.31% |
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A＋
to A－ |
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1.76% |
0.06% |
1.82% |
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BBB＋
to BBB－ |
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3.31% |
1.95% |
5.26% |
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BB＋
to B－ |
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0.14% |
0.05% |
0.19% |
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Lower than B- |
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0.00% |
0.00% |
0.00% |
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No rating |
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0.00% |
0.00% |
0.00% |
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2. Credit to
International Development Bank |
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0.00% |
0.00% |
0.00% |
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AAA to AA－ |
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0.00% |
0.00% |
0.00% |
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A＋
to BBB－ |
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0.00% |
0.00% |
0.00% |
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BB＋
to B－ |
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0.00% |
0.00% |
0.00% |
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Lower than B- |
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0.00% |
0.00% |
0.00% |
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No rating |
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0.00% |
0.00% |
0.00% |
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3. Credit to
Financial Institutions |
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2.24% |
0.84% |
3.09% |
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AAA to AA－ |
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0.38% |
0.04% |
0.42% |
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A＋
to BBB－ |
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1.57% |
0.73% |
2.30% |
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BB＋
to B－ |
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0.13% |
0.00% |
0.13% |
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Lower than B- |
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0.00% |
0.00% |
0.00% |
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No rating |
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0.17% |
0.07% |
0.24% |
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4. Credit to
Corporates |
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17.35% |
3.01% |
20.37% |
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Long-term |
Short-term |
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AAA to AA－ |
A-1/P-1 |
9.00% |
1.42% |
10.42% |
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A＋
to A－ |
A-2/P-2 |
2.72% |
0.31% |
3.03% |
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BBB＋
to BB－ |
A-3/P-3 |
2.01% |
0.88% |
2.89% |
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Lower than BB－ |
Lower than A-3/P-3 |
1.76% |
0.39% |
2.15% |
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No rating |
No rating |
1.86% |
0.02% |
1.88% |
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5. Securitized
Products |
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0.30% |
0.00% |
0.30% |
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Long-term |
Short-term |
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AAA to AA－ |
A-1/P-1 |
0.00% |
0.00% |
0.00% |
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A＋
to A－ |
A-2/P-2 |
0.00% |
0.00% |
0.00% |
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BBB＋
to BBB－ |
A-3/P-3 |
0.00% |
0.00% |
0.00% |
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BB＋
to BB－ |
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0.00% |
0.00% |
0.00% |
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Lower than BB－ |
Lower than A-3/P-3 |
0.00% |
0.00% |
0.00% |
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No rating |
No rating |
0.30% |
0.00% |
0.30% |
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6. Subordinated Bond |
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0.24% |
0.34% |
0.58% |
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7. Delinquencies over 90 days other
than items 1. to 5. |
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0.00% |
0.00% |
0.00% |
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8. Cash |
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51.55% |
3.26% |
54.81% |
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AAA to AA－ |
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51.55% |
3.26% |
54.81% |
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A＋
to A－ |
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0.00% |
0.00% |
0.00% |
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BBB＋
to B－ |
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0.00% |
0.00% |
0.00% |
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Lower than B- |
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0.00% |
0.00% |
0.00% |
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No rating |
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0.00% |
0.00% |
0.00% |
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9. Other Credits |
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0.50% |
1.02% |
1.52% |
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10. Equities |
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33.36% |
16.34% |
49.70% |
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Off Balance |
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2,628.82% |
1,789.28% |
4,418.10% |
7.00% |
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Transaction Type |
Counterparty |
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FX Related Transactions |
AAA to AA－ |
14.15% |
1.99% |
16.14% |
0.08% |
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A＋ to A－ |
73.13% |
66.41% |
139.54% |
1.00% |
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BBB＋ to B－ |
9.76% |
0.02% |
9.78% |
0.00% |
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Lower than B- |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
0.38% |
0.00% |
0.38% |
0.00% |
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Interest Rate Related
Transactions |
AAA to AA－ |
358.82% |
475.17% |
834.00% |
0.12% |
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A＋ to A－ |
689.02% |
289.49% |
978.50% |
0.38% |
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BBB＋ to B－ |
0.02% |
0.55% |
0.57% |
0.00% |
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Lower than B- |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
1,439.22% |
921.89% |
2,361.11% |
0.41% |
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Equity Related Transactions |
AAA to AA－ |
3.77% |
1.44% |
5.21% |
0.35% |
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A＋ to A－ |
13.28% |
10.94% |
24.22% |
1.50% |
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BBB＋ to B－ |
0.58% |
0.06% |
0.63% |
0.44% |
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Lower than B- |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
1.91% |
2.13% |
4.04% |
0.20% |
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Others (Commodities) |
AAA to AA－ |
0.08% |
0.00% |
0.08% |
0.01% |
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A＋ to A－ |
21.59% |
17.63% |
39.22% |
2.40% |
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BBB＋ to B－ |
0.00% |
0.02% |
0.02% |
0.03% |
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Lower than B－ |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
0.00% |
0.06% |
0.06% |
0.00% |
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Total
Return Swap |
AAA to AA－ |
0.00% |
0.00% |
0.00% |
0.00% |
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A＋ to A－ |
0.39% |
0.00% |
0.39% |
0.00% |
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BBB＋ to B－ |
0.18% |
0.00% |
0.18% |
0.00% |
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Lower than B- |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
0.00% |
0.00% |
0.00% |
0.00% |
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Other off
balance sheet transactions |
AAA to AA－ |
0.17% |
0.07% |
0.24% |
0.01% |
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A＋ to A－ |
2.32% |
1.38% |
3.71% |
0.06% |
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BBB＋ to B－ |
0.04% |
0.03% |
0.07% |
0.00% |
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Lower than B- |
0.00% |
0.00% |
0.00% |
0.00% |
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No rating |
0.00% |
0.00% |
0.00% |
0.00% |
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Grand Total |
2,760.00% |
1,876.64% |
4,636.64% |
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