ANNEX 6

DISCLOSURE ON OWN FUNDS TEMPLATES

INVESTMENT FIRMS DISCLOSURE Template number Template code Name Legislative reference OWN FUNDS 1 I CC1 COMPOSITION OF REGULATORY OWN FUNDS Art 49(1)(c) 2 I CC2 OWN FUNDS RECONCILIATION WITH AUDITED FINANCIAL STATEMENTS Art 49(1)(a) 3 I CCA OWN FUNDS MAIN FEATURES Art 49(1)(b)

Template EU IF CC1.01 - Composition of regulatory own funds (Iinvestment firms other than small and non-interconnected )

(a) (b) Amounts Source based on reference numbers/letters of the balance sheet in the audited financial statements Common Equity Tier 1 (CET1) capital: instruments and reserves 1 OWN FUNDS 2 TIER 1 CAPITAL 3 COMMON EQUITY TIER 1 CAPITAL 4 Fully paid up capital instruments 5 Share premium 6 Retained earnings 7 Accumulated other comprehensive income 8 Other reserves 9 Minority interest given recognition in CET1 capital 10 Adjustments to CET1 due to prudential filters 11 Other funds 12 (-)TOTAL DEDUCTIONS FROM COMMON EQUITY TIER 1 13 (-) Own CET1 instruments 14 (-) Direct holdings of CET1 instruments 15 (-) Indirect holdings of CET1 instruments 16 (-) Synthetic holdings of CET1 instruments 17 (-) Losses for the current financial year 18 (-) Goodwill 19 (-) Other intangible assets 20 (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities 21 (-) Qualifying holding outside the financial sector which exceeds 15% of own funds 22 (-) Total qualifying holdings in undertaking other than financial sector entities which exceeds 60% of its own funds 23 (-) CET1 instruments of financial sector entites where the institution does not have a significant investment 24 (-) CET1 instruments of financial sector entities where the institution has a significant investment 25 (-)Defined benefit pension fund assets 26 (-) Other deductions 27 CET1: Other capital elements, deductions and adjustments 28 ADDITIONAL TIER 1 CAPITAL 29 Fully paid up, directly issued capital instruments 30 Share premium 31 (-) TOTAL DEDUCTIONS FROM ADDITIONAL TIER 1 32 (-) Own AT1 instruments 33 (-) Direct holdings of AT1 instruments 34 (-) Indirect holdings of AT1 instruments 35 (-) Synthetic holdings of AT1 instruments 36 (-) AT1 instruments of financial sector entities where the institution does not have a significant investment 37 (-) AT1 instruments of financial sector entities where the institution has a significant investment 38 (-) Other deductions 39 Additional Tier 1: Other capital elements, deductions and adjustments 40 TIER 2 CAPITAL 41 Fully paid up, directly issued capital instruments 42 Share premium 43 (-) TOTAL DEDUCTIONS FROM TIER 2 44 (-) Own T2 instruments 45 (-) Direct holdings of T2 instruments 46 (-) Indirect holdings of T2 instruments 47 (-) Synthetic holdings of T2 instruments 48 (-) T2 instruments of financial sector entities where the institution does not have a significant investment 49 (-) T2 instruments of financial sector entities where the institution has a significant investment 50 Tier 2: Other capital elements, deductions and adjustments

Template EU IF CC1.02 - Composition of regulatory own funds (Small and non-interconnected investment firms)

(a) (b) Amounts Source based on reference numbers/letters of the balance sheet in the audited financial statements Common Equity Tier 1 (CET1) capital: instruments and reserves 1 OWN FUNDS 2 TIER 1 CAPITAL 3 COMMON EQUITY TIER 1 CAPITAL 4 Fully paid up capital instruments 5 Share premium 6 Retained earnings 7 Accumulated other comprehensive income 8 Other reserves 9 Adjustments to CET1 due to prudential filters 10 Other funds 11 (-)TOTAL DEDUCTIONS FROM COMMON EQUITY TIER 1 12 (-) Losses for the current financial year 13 (-) Goodwill 14 (-) Other intangible assets 15 (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities 16 (-) Qualifying holding outside the financial sector which exceeds 15% of own funds 17 (-) Total qualifying holdings in undertaking other than financial sector entities which exceeds 60% of its own funds 18 (-) Other deductions 19 CET1: Other capital elements, deductions and adjustments 20 ADDITIONAL TIER 1 CAPITAL 21 Fully paid up, directly issued capital instruments 22 Share premium 23 (-) TOTAL DEDUCTIONS FROM ADDITIONAL TIER 1 24 Additional Tier 1: Other capital elements, deductions and adjustments 25 TIER 2 CAPITAL 26 Fully paid up, directly issued capital instruments 27 Share premium 28 (-) TOTAL DEDUCTIONS FROM TIER 2 29 Tier 2: Other capital elements, deductions and adjustments

Template EU IF CC1.03 - Composition of regulatory own funds (Group capital test)

(a) (b) Amounts Source based on reference numbers/letters of the balance sheet in the audited financial statements Common Equity Tier 1 (CET1) capital: instruments and reserves 1 OWN FUNDS 2 TIER 1 CAPITAL 3 COMMON EQUITY TIER 1 CAPITAL 4 Fully paid up capital instruments 5 Share premium 6 Retained earnings 7 Previous years retained earnings 8 Profit or loss eligible 9 Accumulated other comprehensive income 10 Other reserves 11 Adjustments to CET1 due to prudential filters 12 Other funds 13 (-)TOTAL DEDUCTIONS FROM COMMON EQUITY TIER 1 14 (-) Own CET1 instruments 15 (-) Losses for the current financial year 16 (-) Goodwill 17 (-) Other intangible assets 18 (-) Deferred tax assets that rely on future profitability and do not arise from temporary differences net of associated tax liabilities 19 (-) Qualifying holding outside the financial sector which exceeds 15% of own funds 20 (-) Total qualifying holdings in undertaking other than financial sector entities which exceeds 60% of its own funds 21 (-) CET1 instruments of financial sector entites where the institution does not have a significant investment 22 (-) Defined benefit pension fund assets 23 (-) Other deductions 24 CET1: Other capital elements, deductions and adjustments 25 ADDITIONAL TIER 1 CAPITAL 26 Fully paid up, directly issued capital instruments 27 Share premium 28 (-) TOTAL DEDUCTIONS FROM ADDITIONAL TIER 1 29 (-) Own AT1 instruments 30 (-) AT1 instruments of financial sector entities where the institution does not have a significant investment 31 (-) Other deductions 32 Additional Tier 1: Other capital elements, deductions and adjustments 33 TIER 2 CAPITAL 34 Fully paid up, directly issued capital instruments 35 Share premium 36 (-) TOTAL DEDUCTIONS FROM TIER 2 37 (-) Own T2 instruments 38 (-) T2 instruments of financial sector entities where the institution does not have a significant investment 39 Tier 2: Other capital elements, deductions and adjustments

Template EU ICC2: Own funds: reconciliation of regulatory own funds to balance sheet in the audited financial statements

Flexible template.

Rows have to be reported in line with the balance sheet included in the audited financial statements of the investment firm.

Columns shall be kept fixed, unless the investment firm has the same accounting and regulatory scope of consolidation, in which case the volumes have to be entered in column (a) only.

a b c Balance sheet as in published/audited financial statements Under regulatory scope of consolidation Cross reference to EU IF CC1 As at period end As at period end Assets - Breakdown by asset classes according to the balance sheet in the published/audited financial statements 1 2 3 4 5 xxx Total Assets Liabilities - Breakdown by liability classes according to the balance sheet in the published/auditied financial statements 1 2 3 4 xxx Total Liabilities Shareholders' Equity 1 2 3 xxx Total Shareholders' equity

Template EU I CCA: Own funds: main features of own instruments issued by the firm