Cobdate	Mnemonic	Account	CurrencyOfRisk	Currency	DepositAmount	Haircut	CollateralValue	ReferenceCurrency	ExchangeRate	PreHaircutReferenceValue	PostHaircutReferenceValue
26/05/2026  00:00:00	BNP	C	EUR	GBP	30000000.00	4.10	28770000.00	EUR	1.156200	34686090.88	33263961.15
26/05/2026  00:00:00	BNP	F	#EMPTY	GBP	160491853.60	0.00	160491853.60	EUR	1.156200	185561167.30	185561167.30
26/05/2026  00:00:00	BNP	H	EUR	GBP	151440732.07	4.10	145231662.06	EUR	1.156200	175096233.17	167917287.61
26/05/2026  00:00:00	BNP	O001/SWP-NETBNPTRCAIXNOSA	GBP	EUR	4889450.91	3.90	4698762.32	EUR	1.000000	4889450.91	4698762.32
26/05/2026  00:00:00	BNP	O004/SWP-NETBNPUNIVERNOSA	EUR	EUR	37664006.00	0.00	37664006.00	EUR	1.000000	37664006.00	37664006.00
26/05/2026  00:00:00	BNP	O005/SWP-CBNPJPAMXGOSA	GBP	GBP	1670826.58	0.00	1670826.58	EUR	1.156200	1931814.75	1931814.75
26/05/2026  00:00:00	BNP	O006/SWP-NETBNPCDCXXXNOSA	GBP	EUR	2363232.24	3.90	2271066.18	EUR	1.000000	2363232.24	2271066.18
26/05/2026  00:00:00	BNP	O006/SWP-NETBNPCDCXXXNOSA	GBP	GBP	7854172.72	0.00	7854172.72	EUR	1.156200	9081018.29	9081018.29
26/05/2026  00:00:00	BNP	O065/SWP-NETBNPSHIN02NOSA	USD	GBP	2.02	5.10	1.92	EUR	1.156200	2.34	2.22
26/05/2026  00:00:00	BNP	O074/SWP-NETBNPCMCXXXNOSA	EUR	EUR	229601744.00	0.00	229601744.00	EUR	1.000000	229601744.00	229601744.00
26/05/2026  00:00:00	BNP	O203/SWP-NETMAYBANKBDNOSA	USD	USD	1492138.67	0.00	1492138.67	EUR	0.859920	1283118.64	1283118.64
26/05/2026  00:00:00	BNP	O229/SWP-CAMUNDIGOSA	EUR	EUR	57967990.16	0.00	57967990.16	EUR	1.000000	57967990.16	57967990.16
26/05/2026  00:00:00	BNP	O244/SWP-CBNPINVESTGOSA	EUR	EUR	129285209.08	0.00	129285209.08	EUR	1.000000	129285209.08	129285209.08
26/05/2026  00:00:00	BNP	O329/SWP-CCMCICAMGOSA	EUR	EUR	60768164.52	0.00	60768164.52	EUR	1.000000	60768164.52	60768164.52
26/05/2026  00:00:00	BNP	O329/SWP-CCMCICAMGOSA	EUR	USD	2980980.80	4.30	2852798.63	EUR	0.859920	2563402.53	2453176.22
26/05/2026  00:00:00	BNP	O350/SWP-NETBNPAXAASSNOSA	EUR	EUR	1.40	0.00	1.40	EUR	1.000000	1.40	1.40
26/05/2026  00:00:00	BNP	O642/SWP-CBLACKROCKGOSA	GBP	GBP	4224655.54	0.00	4224655.54	EUR	1.156200	4884559.53	4884559.53
26/05/2026  00:00:00	BNP	O854/SWP-NETBNPLBBWAMNOSA	EUR	EUR	46232628.96	0.00	46232628.96	EUR	1.000000	46232628.96	46232628.96
26/05/2026  00:00:00	BNP	O952/SWP-NETBNPFIRSTRNOSA	EUR	EUR	166194.49	0.00	166194.49	EUR	1.000000	166194.49	166194.49
26/05/2026  00:00:00	BNP	O952/SWP-NETBNPFIRSTRNOSA	EUR	GBP	3159769.89	4.10	3030219.32	EUR	1.156200	3653335.52	3503548.76
26/05/2026  00:00:00	BNP	O952/SWP-NETBNPFIRSTRNOSA	EUR	USD	62295417.37	4.30	59616714.42	EUR	0.859920	53569023.45	51265555.44
26/05/2026  00:00:00	BNP	P	#EMPTY	USD	50001000.00	0.00	50001000.00	EUR	0.859920	42996818.30	42996818.30
26/05/2026  00:00:00	BNP	S004/SWP-BLKMARLDITTLDISA	GBP	GBP	961000.00	0.00	961000.00	EUR	1.156200	1111111.11	1111111.11
26/05/2026  00:00:00	BNP	S014/SWP-DNCAONEXXXXXDISA	USD	EUR	5829807.45	4.10	5590785.34	EUR	1.000000	5829807.45	5590785.34
26/05/2026  00:00:00	BNP	S014/SWP-DNCAONEXXXXXDISA	USD	GBP	210750.28	5.10	200002.02	EUR	1.156200	243670.11	231242.94
26/05/2026  00:00:00	BNP	S014/SWP-DNCAONEXXXXXDISA	USD	USD	777923.05	0.00	777923.05	EUR	0.859920	668950.94	668950.94
26/05/2026  00:00:00	BNP	S015/SWP-NEDSZAJJXXXXDISA	EUR	EUR	1472372.11	0.00	1472372.11	EUR	1.000000	1472372.11	1472372.11
26/05/2026  00:00:00	BNP	S015/SWP-NEDSZAJJXXXXDISA	EUR	USD	137637211.18	4.30	131718811.10	EUR	0.859920	118356876.07	113267530.40
26/05/2026  00:00:00	BNP	S019/SWP-AXADEUTEURAGDISA	EUR	EUR	992.42	0.00	992.42	EUR	1.000000	992.42	992.42
26/05/2026  00:00:00	BNP	S022/SWP-BEASHKHHXXXXDISA	USD	GBP	2142297.51	5.10	2033040.34	EUR	1.156200	2476930.87	2350607.40
26/05/2026  00:00:00	BNP	S022/SWP-BEASHKHHXXXXDISA	USD	USD	71437349.98	0.00	71437349.98	EUR	0.859920	61430346.53	61430346.53
26/05/2026  00:00:00	BNP	S023/SWP-AGENCEFRANCADISA	EUR	EUR	102235914.26	0.00	102235914.26	EUR	1.000000	102235914.26	102235914.26
26/05/2026  00:00:00	BNP	S024/SWP-AAMKBOP7439XDISA	EUR	EUR	15377.77	0.00	15377.77	EUR	1.000000	15377.77	15377.77
26/05/2026  00:00:00	BNP	S024/SWP-AAMKBOP7439XDISA	EUR	GBP	520.18	4.10	498.85	EUR	1.156200	601.43	576.77
26/05/2026  00:00:00	BNP	S025/SWP-AAMKBOP7440XDISA	EUR	EUR	370826.91	0.00	370826.91	EUR	1.000000	370826.91	370826.91
26/05/2026  00:00:00	BNP	S029/SWP-BLKNTMAFIFTTDISA	USD	EUR	204000.00	4.10	195636.00	EUR	1.000000	204000.00	195636.00
26/05/2026  00:00:00	BNP	S030/SWP-BLKNTMAICNFTDISA	USD	EUR	2121000.00	4.10	2034039.00	EUR	1.000000	2121000.00	2034039.00
26/05/2026  00:00:00	BNP	S031/SWP-AXAGIHK51472DISA	USD	USD	11431.88	0.00	11431.88	EUR	0.859920	9830.49	9830.49
26/05/2026  00:00:00	BNP	S040/SWP-BLKUBSTTLXXXDISA	GBP	GBP	120254.62	0.00	120254.62	EUR	1.156200	139038.76	139038.76
26/05/2026  00:00:00	BNP	S044/SWP-BLKAAEURXXXXDISA	EUR	EUR	3195421.82	0.00	3195421.82	EUR	1.000000	3195421.82	3195421.82
26/05/2026  00:00:00	BNP	S044/SWP-BLKAAEURXXXXDISA	EUR	GBP	35581.79	4.10	34122.94	EUR	1.156200	41139.77	39453.04
26/05/2026  00:00:00	BNP	S052/SWP-BLKSDARCUSTXDISA	USD	EUR	19821.84	4.10	19009.14	EUR	1.000000	19821.84	19009.14
26/05/2026  00:00:00	BNP	S052/SWP-BLKSDARCUSTXDISA	USD	USD	1944821.84	0.00	1944821.84	EUR	0.859920	1672389.58	1672389.58
26/05/2026  00:00:00	BNP	S055/SWP-CINPFRP1XXXXDISA	EUR	EUR	19503946.51	0.00	19503946.51	EUR	1.000000	19503946.51	19503946.51
26/05/2026  00:00:00	BNP	S287/SWP-BANKPOLSKAKADISA	EUR	EUR	40248651.75	0.00	40248651.75	EUR	1.000000	40248651.75	40248651.75
26/05/2026  00:00:00	BNP	S386/SWP-BANQUEDELUXEDISA	USD	USD	6347548.75	0.00	6347548.75	EUR	0.859920	5458378.84	5458378.84
26/05/2026  00:00:00	BNP	S398/SWP-CMCICMCIFRPADISA	EUR	EUR	55203757.35	0.00	55203757.35	EUR	1.000000	55203757.35	55203757.35
26/05/2026  00:00:00	BNP	S400/SWP-SOCIETEDEFINDISA	EUR	EUR	223834329.64	0.00	223834329.64	EUR	1.000000	223834329.64	223834329.64
26/05/2026  00:00:00	BNP	S400/SWP-SOCIETEDEFINDISA	EUR	USD	5849492.75	4.30	5597964.56	EUR	0.859920	5030090.94	4813797.03
26/05/2026  00:00:00	BNP	S417/SWP-ALIORBANKSAXDISA	EUR	EUR	156816051.61	0.00	156816051.61	EUR	1.000000	156816051.61	156816051.61
26/05/2026  00:00:00	BNP	S492/SWP-FCEBANKPLCXXDISA	EUR	EUR	67768.48	0.00	67768.48	EUR	1.000000	67768.48	67768.48
26/05/2026  00:00:00	BNP	S533/SWP-CREDEMILISPADISA	EUR	EUR	745555.39	0.00	745555.39	EUR	1.000000	745555.39	745555.39
26/05/2026  00:00:00	BNP	S543/SWP-HYPONOEGRUPPDISA	EUR	EUR	2160000.00	0.00	2160000.00	EUR	1.000000	2160000.00	2160000.00
26/05/2026  00:00:00	BNP	S805/SWP-BANKBGZBNPSADISA	EUR	EUR	95142759.34	0.00	95142759.34	EUR	1.000000	95142759.34	95142759.34
26/05/2026  00:00:00	BNP	S847/SWP-CREDITMUTARKDISA	EUR	EUR	487899744.84	0.00	487899744.84	EUR	1.000000	487899744.84	487899744.84
26/05/2026  00:00:00	BNP	SA45/SWP-OTPBANKPLCXXDISA	EUR	EUR	163865884.91	0.00	163865884.91	EUR	1.000000	163865884.91	163865884.91
26/05/2026  00:00:00	BNP	SA53/SWP-COVENTRYBSOCDISA	GBP	GBP	66387500.00	0.00	66387500.00	EUR	1.156200	76757428.60	76757428.60
26/05/2026  00:00:00	BNP	SAB4/SWP-MOFMF65800XXDISA	EUR	EUR	2590872.95	0.00	2590872.95	EUR	1.000000	2590872.95	2590872.95
26/05/2026  00:00:00	BNP	SAB6/SWP-AXAIIRAFXXXXDISA	EUR	EUR	2908228.11	0.00	2908228.11	EUR	1.000000	2908228.11	2908228.11
26/05/2026  00:00:00	BNP	SAB7/SWP-AXAIAWFGIBXXDISA	USD	EUR	1514295.44	4.10	1452209.33	EUR	1.000000	1514295.44	1452209.33
26/05/2026  00:00:00	BNP	SAF1/SWP-LAFCLVPAXXXXDISA	USD	EUR	2472747.41	4.10	2371364.77	EUR	1.000000	2472747.41	2371364.77
26/05/2026  00:00:00	BNP	SAQ2/SWP-FMONEDERLANDDISA	EUR	EUR	9332462.77	0.00	9332462.77	EUR	1.000000	9332462.77	9332462.77
26/05/2026  00:00:00	BNP	SAV4/SWP-IPVPMAXXXXXXDISA	EUR	EUR	25015000.00	0.00	25015000.00	EUR	1.000000	25015000.00	25015000.00
26/05/2026  00:00:00	BNP	SB18/SWP-FCABANKITALYDISA	EUR	EUR	69940331.90	0.00	69940331.90	EUR	1.000000	69940331.90	69940331.90
26/05/2026  00:00:00	BNP	SBC4/SWP-BLKSGSGEBXXXDISA	EUR	EUR	2210551.65	0.00	2210551.65	EUR	1.000000	2210551.65	2210551.65
26/05/2026  00:00:00	BNP	SBL3/SWP-BLKSESGXXXXXDISA	GBP	EUR	14000.00	3.90	13454.00	EUR	1.000000	14000.00	13454.00
26/05/2026  00:00:00	BNP	SBM7/SWP-BLKUSMSTRDXXDISA	USD	USD	574667.58	0.00	574667.58	EUR	0.859920	494167.67	494167.67
26/05/2026  00:00:00	BNP	SBO4/SWP-ALPHABDBNPXXDISA	USD	EUR	198576760.56	4.10	190435113.38	EUR	1.000000	198576760.56	190435113.38
26/05/2026  00:00:00	BNP	SBO4/SWP-ALPHABDBNPXXDISA	USD	GBP	1070468.25	5.10	1015874.37	EUR	1.156200	1237678.63	1174557.02
26/05/2026  00:00:00	BNP	SBO4/SWP-ALPHABDBNPXXDISA	USD	USD	12966010.18	0.00	12966010.18	EUR	0.859920	11149720.68	11149720.68
26/05/2026  00:00:00	BNP	SBP0/SWP-FLEXINFLABNPDISA	EUR	EUR	558705.47	0.00	558705.47	EUR	1.000000	558705.47	558705.47
26/05/2026  00:00:00	BNP	SBZ6/SWP-METZCTASIXXXDISA	EUR	EUR	27111087.93	0.00	27111087.93	EUR	1.000000	27111087.93	27111087.93
26/05/2026  00:00:00	BNP	SC22/SWP-MEDIOBANCAXXDISA	EUR	EUR	15649891.58	0.00	15649891.58	EUR	1.000000	15649891.58	15649891.58
26/05/2026  00:00:00	BNP	SC52/SWP-BANCOPOPSOCXDISA	USD	EUR	1.08	4.10	1.04	EUR	1.000000	1.08	1.04
26/05/2026  00:00:00	BNP	SC52/SWP-BANCOPOPSOCXDISA	USD	USD	84616756.54	0.00	84616756.54	EUR	0.859920	72763570.85	72763570.85
26/05/2026  00:00:00	BNP	SCD0/SWP-BLKROCK32TTLDISA	GBP	GBP	94538.81	0.00	94538.81	EUR	1.156200	109306.06	109306.06
26/05/2026  00:00:00	BNP	SCG0/SWP-MADUB1TTLDISA	USD	EUR	810000.00	4.10	776790.00	EUR	1.000000	810000.00	776790.00
26/05/2026  00:00:00	BNP	SCG2/SWP-BLKRKBARBFMBDISA	USD	GBP	1278000.00	5.10	1212822.00	EUR	1.156200	1477627.47	1402268.47
26/05/2026  00:00:00	BNP	SCG4/SWP-BLKROCKXOVERDISA	USD	GBP	4564000.00	5.10	4331236.00	EUR	1.156200	5276910.63	5007788.18
26/05/2026  00:00:00	BNP	SCK3/SWP-BLKROCKSALFIDISA	GBP	EUR	277111.42	3.90	266304.07	EUR	1.000000	277111.42	266304.07
26/05/2026  00:00:00	BNP	SCL3/SWP-BLKROCKGBIFXDISA	USD	EUR	125.45	4.10	120.31	EUR	1.000000	125.45	120.31
26/05/2026  00:00:00	BNP	SCL3/SWP-BLKROCKGBIFXDISA	USD	USD	223706.76	0.00	223706.76	EUR	0.859920	192369.73	192369.73
26/05/2026  00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	EUR	1035843.51	0.00	1035843.51	EUR	1.000000	1035843.51	1035843.51
26/05/2026  00:00:00	BNP	SCL4/SWP-BLKROCKDTHSWDISA	EUR	GBP	3493984.41	4.10	3350731.05	EUR	1.156200	4039755.36	3874125.39
26/05/2026  00:00:00	BNP	SCN8/SWP-BLKGGBFXXXXXDISA	EUR	USD	1139000.00	4.30	1090023.00	EUR	0.859920	979447.93	937331.67
26/05/2026  00:00:00	BNP	SCT0/SWP-AXACORPSOLAEDISA	EUR	EUR	2000.00	0.00	2000.00	EUR	1.000000	2000.00	2000.00
26/05/2026  00:00:00	BNP	SCT0/SWP-AXACORPSOLAEDISA	EUR	USD	3000.00	4.30	2871.00	EUR	0.859920	2579.76	2468.83
26/05/2026  00:00:00	BNP	SCY4/SWP-LYXORAMGOFXXDISA	EUR	EUR	231.21	0.00	231.21	EUR	1.000000	231.21	231.21
26/05/2026  00:00:00	BNP	SDE6/SWP-AAMKF205XXXXDISA	EUR	EUR	14863987.73	0.00	14863987.73	EUR	1.000000	14863987.73	14863987.73
26/05/2026  00:00:00	BNP	SDS4/SWP-CDPCDPSPAXXXDISA	EUR	EUR	105475.17	0.00	105475.17	EUR	1.000000	105475.17	105475.17
26/05/2026  00:00:00	BNP	SDY2/SWP-BSABESBBXXXXDISA	EUR	GBP	2835.13	4.10	2718.89	EUR	1.156200	3277.99	3143.59
26/05/2026  00:00:00	BNP	SEB7/SWP-BLKBGFCMAXXXDISA	USD	EUR	528.14	4.10	506.49	EUR	1.000000	528.14	506.49
26/05/2026  00:00:00	BNP	SEB7/SWP-BLKBGFCMAXXXDISA	USD	USD	182000.00	0.00	182000.00	EUR	0.859920	156505.29	156505.29
26/05/2026  00:00:00	BNP	SEH4/SWP-BLKEDDGCRXXXDISA	EUR	EUR	15000.00	0.00	15000.00	EUR	1.000000	15000.00	15000.00
26/05/2026  00:00:00	BNP	SEN0/SWP-BLKLSFT401TTDISA	EUR	EUR	1970984.48	0.00	1970984.48	EUR	1.000000	1970984.48	1970984.48
26/05/2026  00:00:00	BNP	SEV3/SWP-BLKULDBXXXXXDISA	EUR	EUR	209523.59	0.00	209523.59	EUR	1.000000	209523.59	209523.59
26/05/2026  00:00:00	BNP	SEZ0/SWP-AAMKF770XXXXDISA	EUR	EUR	31386.32	0.00	31386.32	EUR	1.000000	31386.32	31386.32
26/05/2026  00:00:00	BNP	SEZ1/SWP-BLKIOETLDITTDISA	GBP	GBP	59662.00	0.00	59662.00	EUR	1.156200	68981.39	68981.39
26/05/2026  00:00:00	BNP	SFD3/SWP-AXAIAXAWEIPXDISA	GBP	EUR	200274.11	3.90	192463.42	EUR	1.000000	200274.11	192463.42
26/05/2026  00:00:00	BNP	SFD4/SWP-AXAIWFEIBXXXDISA	USD	EUR	1002634.33	4.10	961526.32	EUR	1.000000	1002634.33	961526.32
26/05/2026  00:00:00	BNP	SFD5/SWP-AXAIGISDBXXXDISA	USD	EUR	1504120.46	4.10	1442451.52	EUR	1.000000	1504120.46	1442451.52
26/05/2026  00:00:00	BNP	SJ15/SWP-AVIVAMA06XXXDISA	EUR	EUR	5000911.86	0.00	5000911.86	EUR	1.000000	5000911.86	5000911.86
26/05/2026  00:00:00	BNP	SJ16/SWP-AVIVAMG01XXXDISA	EUR	EUR	2007749.56	0.00	2007749.56	EUR	1.000000	2007749.56	2007749.56
26/05/2026  00:00:00	BNP	SJ17/SWP-AVIVAMT02XXXDISA	EUR	EUR	69900.68	0.00	69900.68	EUR	1.000000	69900.68	69900.68
26/05/2026  00:00:00	BNP	SJ17/SWP-AVIVAMT02XXXDISA	EUR	GBP	10896.80	4.10	10450.03	EUR	1.156200	12598.91	12082.36
26/05/2026  00:00:00	BNP	SJ19/SWP-AVIVAMZ18XXXDISA	EUR	EUR	197877.37	0.00	197877.37	EUR	1.000000	197877.37	197877.37
26/05/2026  00:00:00	BNP	SJ21/SWP-AVIVAMZ56XXXDISA	EUR	EUR	428223.12	0.00	428223.12	EUR	1.000000	428223.12	428223.12
26/05/2026  00:00:00	BNP	SO35/SWP-EMIRATESNBDXDISA	USD	USD	123092648.42	0.00	123092648.42	EUR	0.859920	105849727.77	105849727.77
26/05/2026  00:00:00	BNP	SQ54/SWP-SRLEVNVXXXXXDISA	EUR	EUR	1650000.00	0.00	1650000.00	EUR	1.000000	1650000.00	1650000.00
26/05/2026  00:00:00	BNP	SQ97/SWP-TOTALTREASXXDISA	USD	EUR	19129179.19	4.10	18344882.84	EUR	1.000000	19129179.19	18344882.84
26/05/2026  00:00:00	BNP	SQ98/SWP-TOTALCAPITXXDISA	USD	EUR	15053166.32	4.10	14435986.50	EUR	1.000000	15053166.32	14435986.50
26/05/2026  00:00:00	BNP	SR03/SWP-OKBAUSTRIAXXDISA	USD	EUR	48834006.54	4.10	46831812.27	EUR	1.000000	48834006.54	46831812.27
26/05/2026  00:00:00	BNP	ST25/SWP-AXAINSURELTDDISA	GBP	EUR	817709.06	3.90	785818.41	EUR	1.000000	817709.06	785818.41
26/05/2026  00:00:00	BNP	SV96/SWP-LAFCLVURPXX1DISA	USD	EUR	206533.71	4.10	198065.83	EUR	1.000000	206533.71	198065.83
26/05/2026  00:00:00	BNP	SW96/SWP-NBADFINMKTSXDISA	USD	USD	349869598.76	0.00	349869598.76	EUR	0.859920	300859574.13	300859574.13
26/05/2026  00:00:00	BNP	SX38/SWP-NNNATIONALENDISA	EUR	EUR	74615212.01	0.00	74615212.01	EUR	1.000000	74615212.01	74615212.01
26/05/2026  00:00:00	BNP	SX65/SWP-AXAIEAGSXXXXDISA	EUR	EUR	1318.98	0.00	1318.98	EUR	1.000000	1318.98	1318.98
26/05/2026  00:00:00	BNP	SX65/SWP-AXAIEAGSXXXXDISA	EUR	GBP	30984.69	4.10	29714.32	EUR	1.156200	35824.59	34355.78
26/05/2026  00:00:00	BNP	SY81/SWP-AVIVAMZ04XXXDISA	EUR	EUR	2781064.01	0.00	2781064.01	EUR	1.000000	2781064.01	2781064.01
26/05/2026  00:00:00	BNP	SZ58/SWP-BLKFIGOEXXXXDISA	GBP	EUR	100257.43	3.90	96347.39	EUR	1.000000	100257.43	96347.39
26/05/2026  00:00:00	BNP	SZ58/SWP-BLKFIGOEXXXXDISA	GBP	GBP	178.71	0.00	178.71	EUR	1.156200	206.63	206.63
26/05/2026  00:00:00	BNP	SZ74/SWP-AXAICRIDXXXXDISA	USD	USD	102727.00	0.00	102727.00	EUR	0.859920	88336.92	88336.92
