Interest-Rate Risk (Value-at-risk) of the interest rate risk

Date Value-at-Risk
December 2011 1.12
January 2012 0.67
February 2012 1.03
March 2012 1.44
April 2012 1.63
May 2012 2.57
June 2012 3.12
July 2012 3.07
August 2012 2.67
September 2012 3.37
October 2012 2.17
November 2012 1.25

Value-at-Risk: Average per month, in Mio. Euro. The maximum potential Loss based on a confidence Level of 99% and a holding period of 10 days.

Date: 11/30/2012