Ungleichbehandlung beim Griechen-Schnitt Februar/März 2012

Notes: The entry “not attempted” means that no consent solicitation (amendment attempt) was made to the holders. The amount in € million excludes bond holdings by the ECB, which were not exchanged. The haircut estimates with “uniform rate” are based on a 15.3% discount rate. The imputed yield curve rates used for computing the alternative “yield curve” haircut measure is discussed in in Appendix 4 below. 1/ Inquorate (and not adjourned) according to April 2 press release and April 3 "Notice of Result I-W". However, an April 11 press release suggests that a special deal with these bondholders was struck. 2/ Inquorate according to April 2 press release. Since only consents had been solicited (no exchange solicitation) this presumably means no outstanding principal was exchanged.