Exposures & Activity

Largest Position Increases/Decreases

The following charts list the reference entities with the largest increases and decreases in gross notional over the past week. This information is provided by DTCC Deriv/SERV LLC, a subsidiary of The Depository Trust & Clearing Corporation ("DTCC"). The information in these reports is displayed and can only be used by you pursuant to the Terms of Use posted on the DTCC website.

Position Increases
(table sorted by totals in gross notional)

Increases Decreases Totals
Reference Entity Gross Notional (USD EQ) Number of Contracts Gross Notional (USD EQ) Number of Contracts Gross Notional (USD EQ) Number of Contracts
RUSSIAN FEDERATION 8,583,419,463 626 6,053,125,577 318 2,530,293,886 308
CONTINENTAL AKTIENGESELLSCHAFT 6,190,596,513 278 7,302,245,003 528 (1,111,648,490) (250)
THE NEIMAN MARCUS GROUP LLC 4,726,004,647 1,374 14,500,000 0 4,711,504,647 0
REPUBLIC OF ITALY 4,677,078,035 217 3,928,575,310 71 748,502,725 146
PEOPLE'S REPUBLIC OF CHINA 4,025,493,275 808 3,195,280,050 867 830,213,225 (59)
FEDERATIVE REPUBLIC OF BRAZIL 3,920,323,952 242 2,886,379,904 134 1,033,944,048 108
REPUBLIC OF TURKEY 3,006,987,855 157 2,623,727,410 67 383,260,445 90
UNITED MEXICAN STATES 2,269,910,530 111 1,861,481,060 70 408,429,470 41
Remaining Single Names 2,242,706,109 1,688 7,062,661,515 2,947 (4,819,955,406) (1,259)
INTESA SANPAOLO SPA 2,131,303,474 144 1,583,614,620 29 547,688,854 115

Data current as of April 19, 2014

Position Decreases
(table sorted by totals in gross notional)

Increases Decreases Totals
Reference Entity Gross Notional (USD EQ) Number of Contracts Gross Notional (USD EQ) Number of Contracts Gross Notional (USD EQ) Number of Contracts
CONTINENTAL AKTIENGESELLSCHAFT 6,190,596,513 278 7,302,245,003 528 (1,111,648,490) (250)
Remaining Single Names 2,242,706,109 1,688 7,062,661,515 2,947 (4,819,955,406) (1,259)
RUSSIAN FEDERATION 8,583,419,463 626 6,053,125,577 318 2,530,293,886 308
REPUBLIC OF ITALY 4,677,078,035 217 3,928,575,310 71 748,502,725 146
PEOPLE'S REPUBLIC OF CHINA 4,025,493,275 808 3,195,280,050 867 830,213,225 (59)
FEDERATIVE REPUBLIC OF BRAZIL 3,920,323,952 242 2,886,379,904 134 1,033,944,048 108
REPUBLIC OF TURKEY 3,006,987,855 157 2,623,727,410 67 383,260,445 90
VALEO 1,974,520,826 147 2,404,789,749 242 (430,268,923) (95)
VINCI 1,774,389,739 151 2,291,176,994 285 (516,787,255) (134)
DAIMLER AG 1,884,532,350 108 2,266,464,002 227 (381,931,652) (119)

Data current as of April 19, 2014

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