Market Risk of Trading Book at Postbank

The value-at-risk of Postbank’s trading book calculated with a 99 % confidence level and a one-day holding period amounted to zero as of March 31, 2015 and at year end 2014. Postbank’s current trading strategy does not allow any new trading activities with regard to the trading book. Therefore, Postbank’s trading book did not contain any positions as of March 31, 2015 and at year-end 2014. Nevertheless, Postbank will remain classified as a trading book institution.