content_image/114919.jpg content_image/114920.jpg content_image/114921.jpg content_image/114922.jpg
Transactions are conducted with counterparties in various geo- graphic locations and industries. Set out below is the replacement cost of contracts from customers located in the following countries based on country of ultimate risk: 

<img src='content_image/114919.jpg'>

Set out below is the replacement cost of contracts from customer in the following industries: 

<img src='content_image/114920.jpg'>

<img src='content_image/114921.jpg'>

Set out below are the maturities and weighted average interest rates paid and received on derivative contracts: 

<img src='content_image/114922.jpg'>

Rates represent the weighted average interest rates which we are contractually committed to pay/ receive until the swap matures. The floating side of substantially all Canadian $ swaps is based on the one-month or three-month Canadian BankersGLYPH<213> Acceptance Rate. For US $ swaps the floating side is generally based on the one-month, three-month or six-month London Interbank Offered Rate. 

Basis swaps are floating interest rate swaps where amounts paid and received are based on different indices or pricing periods. 

Other swaps are contracts where the fixed side is denominated in a source currency other than Canadian $ or US $. 

na — not applicable as weighted average rates are not meaningful. 

US $ amounts are presented in Canadian $ equivalents. 

