8 February 2022

11:59:38

JS Bank Limited

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MARK TO MARKET PIB BONDS AS ON 04 FEB 2022

------------------------------------------------

SE- ISSUE.DATE
MATURI-RATE YTM DTM AVG.PRICE
FACE.VAL-
BOOK.VAL-
TOT.PREAMORTIZA-
AC- PRICE.AF-
BOOK.VAL.AF-
MAR- MAR- MAR- UN-
CURI- TY.DATE UE UE TION CUMALET-
TER.AMTZ
T.AMTZ KET.RATE
KET.PRICE
KET.VAL-RE-
TY.NO ED.AMOR UE ALIZED

PORT
FOLI
O :::::
AFS

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-----

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PIB 3
years

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--------

00050 18 JU 19 JU 11.82 7.53 500 100.1 3,891 3,898 -7,28 -232,0 -3,92 100.0 3,894 10.67 100.1 3,897 2,870
0-328 N 20 N 20 89 85 872 ,400,0 ,683,1 3,113 14.45 7,147 862 ,755,9 37 600 ,626,2 ,273.
20 23 00.00 13.60 .60 .12 66.48 40.00 52

00050 20 A 20 A 7.00 8.19 562 97.86 51,30 50,20 1,097 4,409 224,0 98.29 50,42 10.67 94.88 48,67 -1,75
0-344 UG 2 UG 2 00 47 14 0,000 2,901 ,098. .22 65.39 82 6,966 54 68 6,928 0,038
020 023 .00 .29 71 .68 .40 .28

00050 05 A 05 A 7.00 10.96 913 91.37 6,925 6,327 597,4 1,693 11,43 91.53 6,338 10.69 92.05 6,375 36,13
0-467 UG 2 UG 2 00 86 26 ,000,0 ,550,3 49,63 ,257. 1,372 76 ,981,7 99 95 ,120,3 8,635
021 024 00.00 66.66 3.34 66 .48 39.14 75.00 .86

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Total 10,86 10,27 591,2 1,465 7,728 10,28 10,32 37,25

of PI 7,700 6,436 63,61 ,652. ,290. 4,164 1,423 8,871
B3y ,000. ,381. 8.45 43 75 ,672. ,543. .10
ears 00 55 30 40

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---- ---- ---- ---- ----- ----- ---- ----

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PIB 5
years

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00050 12 JU 12 JU 8.00 8.52 523 98.74 103,7 102,4 1,298 4,003 561,4 99.28 102,9 10.67 96.51 100,0 -2,88
0-083 L 20 L 20 00 89 83 00,00 01,97 ,026. .22 48.42 97 63,42 43 21 83,04 0,373
18 23 0.00 3.16 84 1.58 7.70 .88

00050 15 O 15 O 7.50 11.35 1349 88.34 1,325 1,170 154,3 273,4 3,657 88.62 1,174 10.74 90.30 1,196 22,30
0-368 CT 2 CT 2 00 56 86 ,000,0 ,618,9 81,10 25.80 ,755. 47 ,276,6 08 83 ,584,9 8,319
020 025 00.00 00.00 0.00 35 55.35 75.00 .65

00050 06 M 06 M 8.50 8.09 1552 98.27 2,250 2,211 38,84 58,64 2,905 98.40 2,214 10.76 98.05 2,206 -7,93
0-446 AY 2 AY 2 10 43 35 ,000,0 ,153,7 6,250 0.17 ,093. 26 ,058,8 00 00 ,125,0 3,843
021 026 00.00 50.00 .00 05 43.05 00.00 .05

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 8 February 2022
11:59:38

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Total 3,678 3,484 194,5 336,0 7,124 3,491 3,502 11,49

of PI ,700,0 ,174,6 25,37 69.19 ,296. ,298,9 ,793,0 4,102
B5y 00.00 23.16 6.84 82 19.98 22.70 .72
ears

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PIB 1
0 yea
rs

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--------

00040 19 JU 19 JU 12.00 8.00 165 104.2 1,500 1,563 -63,72 -464. -38,17 101.7 1,525 10.51 100.6 1,509 -16,19
0-380 L 20 L 20 00 81 486 ,000. ,729. 9.41 99 3.93 037 ,555. 00 239 ,358. 6.98
12 22 00 41 48 50

00040 21 A 21 A 8.75 8.10 1537 103.9 800,0 831,7 -31,76 -63.29 -13,74 102.2 818,0 10.75 93.31 746,5 -71,50
0-829 PR 2 PR 2 00 16 707 00.00 65.59 5.59 3.89 527 21.70 83 47 17.60 4.10
016 026

00040 29 D 29 D 8.75 7.92 1789 105.5 2,500 2,637 -137,7 -112. -56,44 103.2 2,581 10.78 92.38 2,309 -271,5
0-899 EC 2 EC 2 00 96 095 ,000. ,738. 38.21 55 6.07 517 ,292. 59 89 ,722. 69.64
016 026 00 21 14 50

00050 12 JU 12 JU 8.75 11.75 2350 86.62 12,50 10,82 1,671 1,447 12,02 86.72 10,84 10.85 90.40 11,30 459,6
0-085 L 20 L 20 00 00 66 0,000 8,325 ,675. .68 3.38 28 0,348 87 01 0,012 64.12
18 28 .00 .00 00 .38 .50

00050 19 S 19 S 10.00 8.95 2784 106.4 1,200 1,276 -76,95 -51.61 -9,19 105.6 1,267 10.90 95.39 1,144 -123,0
0-232 EP 2 EP 2 00 70 125 ,000. ,950. 0.48 8.08 460 ,752. 12 13 ,695. 56.80
019 029 00 48 40 60

00050 10 D 10 D 8.00 11.47 3231 80.84 4,220 3,411 808,3 1,106 5,269 80.97 3,416 10.97 83.42 3,520 103,5
0-410 EC 2 EC 2 00 92 55 ,000,0 ,679,3 20,69 ,726. ,653. 04 ,948,9 10 43 ,505,4 56,49
020 030 00.00 08.75 1.25 83 26 62.01 60.00 7.99

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Total 4,238 3,428 809,6 1,107 5,164 3,433 3,537 103,5

of PIB ,500,0 ,817,8 82,18 ,482. ,114. ,981,9 ,515,7 33,83
10 ye 00.00 17.44 2.56 07 67 32.11 66.70 4.59
ars

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PIB 2
0 yea
rs

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--------

00040 10 JU 10 JU 10.00 10.07 857 99.49 6,600 6,566 33,15 32.06 22,91 99.84 6,589 10.69 98.56 6,505 -84,43
0-080 N 20 N 20 00 19 77 ,000. ,848. 1.15 0.85 48 ,759. 38 55 ,323. 6.70
04 24 00 85 70 00

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Page 2 of 6
 8 February 2022
11:59:38

Total 6,600 6,566 33,15 32.06 22,91 6,589 6,505 -84,43

of PIB ,000. ,848. 1.15 0.85 ,759. ,323. 6.70
20 ye 00 85 70 00
ars

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PIB 2
Years

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--------

00050 05 N 05 N 10.37 10.94 274 99.69 42,57 42,44 128,7 956,7 38,88 99.78 42,48 10.60 99.76 42,46 -12,3
0-385 OV 2 OV 2 30 84 76 1,000 2,259 40,10 55.87 2,911 89 1,142 22 00 8,829 13,20
020 022 ,000. ,892. 7.38 .72 ,804. ,600. 4.34
00 62 34 00

00050 26 A 26 A 10.37 8.77 568 99.34 2,000 1,986 13,03 57,19 1,530 99.42 1,988 10.67 99.33 1,986 -1,89
0-487 UG 2 UG 2 30 95 84 ,000,0 ,968,0 2,000 0.29 ,449. 49 ,498,4 55 00 ,600,0 8,449
021 023 00.00 00.00 .00 76 49.76 00.00 .76

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Total 44,57 44,42 141,7 1,013 40,41 44,46 44,45 -14,2

of PI 1,000 9,227 72,10 ,946. 3,361 9,641 5,429 11,65
B2Y ,000. ,892. 7.38 16 .48 ,254. ,600. 4.10
ears 00 62 10 00

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Total 63,36 61,62 1,737 3,923 60,45 61,68 61,82 137,9

of A 2,500 5,223 ,276,4 ,181. 2,974 5,676 3,667 90,71
FS ,000. ,563. 36.38 91 .57 ,538. ,255. 7.61
00 62 19 80

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PORT
FOLI
O :::::
HFT

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PIB 3
years

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--------

00050 05 A 05 A 7.00 10.97 913 91.40 500,0 457,2 42,71 203,3 456,7 91.54 457,7 10.69 92.05 460,2 2,552
0-467 UG 2 UG 2 00 09 53 00,00 88,74 1,257 21.54 44.24 91 45,48 99 95 97,50 ,013.
021 024 0.00 2.11 .89 6.35 0.00 65

Page 3 of 6
 8 February 2022
11:59:38

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Total 500,0 457,2 42,71 203,3 456,7 457,7 460,2 2,552

of PI 00,00 88,74 1,257 21.54 44.24 45,48 97,50 ,013.
B3y 0.00 2.11 .89 6.35 0.00 65
ears

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PIB 5
years

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00050 15 O 15 O 7.50 11.17 1349 0.00 250,0 222,6 27,37 49,51 165,5 89.11 222,7 10.74 90.30 225,7 2,981
0-368 CT 2 CT 2 00 66 00 00,00 23,92 6,079 9.41 43.89 58 89,46 08 83 70,75 ,285.
020 025 0.00 0.94 .06 4.83 0.00 17

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Total 250,0 222,6 27,37 49,51 165,5 222,7 225,7 2,981

of PI 00,00 23,92 6,079 9.41 43.89 89,46 70,75 ,285.
B5y 0.00 0.94 .06 4.83 0.00 17
ears

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Total 750,0 679,9 70,08 252,8 622,2 680,5 686,0 5,533

of H 00,00 12,66 7,336 40.95 88.13 34,95 68,25 ,298.
FT 0.00 3.05 .95 1.18 0.00 82

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PORT
FOLI
O :::::
HTM

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PIB 3
years

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--------

00050 19 S 19 S 9.00 8.04 227 100.7 5,752 5,798 -45,7 -411,8 -14,2 100.5 5,784 10.57 99.05 5,698 -85,6
0-230 EP 2 EP 2 00 87 959 ,900,0 ,688,0 88,08 66.85 76,80 477 ,411,2 56 85 ,736,4 74,83
019 022 00.00 87.50 7.50 7.18 80.32 46.50 3.82

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Page 4 of 6
 8 February 2022
11:59:38

Total 5,752 5,798 -45,7 -411,8 -14,2 5,784 5,698 -85,6

of PI ,900,0 ,688,0 88,08 66.85 76,80 ,411,2 ,736,4 74,83
B3y 00.00 87.50 7.50 7.18 80.32 46.50 3.82
ears

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---- ---- ---- ---- ----- ----- ---- ----

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PIB 1
0 yea
rs

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--------

00040 19 JU 19 JU 12.00 8.03 165 116.4 6,700 7,799 -1,099 -2,06 -986,5 101.6 6,813 10.51 100.6 6,741 -71,5
0-380 L 20 L 20 00 03 156 ,000,0 ,841,9 ,841,9 2,113 04,56 916 ,337,3 00 239 ,801,3 36,03
12 22 00.00 00.00 00.00 .75 2.54 37.46 00.00 7.46

00040 17 JU 17 JU 12.00 8.02 894 120.5 100,0 120,5 -20,5 -26,40 -11,9 108.6 108,6 10.69 102.7 102,7 -5,90
0-629 L 20 L 20 00 00 477 00,00 47,70 47,70 1.18 09,89 378 37,80 79 291 29,10 8,703
14 24 0.00 0.00 0.00 6.96 3.04 0.00 .04

00040 29 D 29 D 8.75 11.95 1789 83.60 200,0 167,2 32,78 29,09 9,634 88.42 176,8 10.78 92.38 184,7 7,928
0-899 EC 2 EC 2 00 00 74 00,00 14,80 5,200 3.15 ,692. 47 49,49 59 89 77,80 ,307.
016 026 0.00 0.00 .00 25 2.25 0.00 75

00050 22 A 22 A 8.22 7.88 2756 102.0 33,14 33,82 -678,5 -498,9 -62,1 101.8 33,76 10.89 100.4 33,28 -480,5
0-234 UG 2 UG 2 65 01 474 5,000 3,596 96,75 61.60 22,83 599 1,473 74 100 0,894 79,41
019 029 ,000. ,755. 5.00 7.06 ,917. ,500. 7.94
00 00 94 00

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Total 40,14 41,91 -1,766 -2,55 -1,050 40,86 40,31 -550,0

of PIB 5,000 1,201 ,201,1 8,383 ,902,6 0,298 0,202 95,85
10 ye ,000. ,155. 55.00 .38 04.31 ,550. ,700. 0.69
ars 00 00 69 00

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Total 45,89 47,70 -1,811 -2,97 -1,065 46,64 46,00 -635,7

of H 7,900 9,889 ,989,2 0,250 ,179,4 4,709 8,939 70,68
TM ,000. ,242. 42.50 .23 11.49 ,831. ,146. 4.51
00 50 01 50

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POR
TFOL
IO ::::
: SD-
PIB-H
FT

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Page 5 of 6
 8 February 2022
11:59:38

PIB 5
years

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00050 15 O 15 O 7.50 10.78 1349 0.00 925,0 833,6 91,30 166,2 553,7 90.18 834,2 10.74 90.30 835,3 1,098
0-368 CT 2 CT 2 00 94 00 00,00 99,72 0,275 85.91 40.72 96 53,46 08 83 51,77 ,309.
020 025 0.00 5.00 .00 5.72 5.00 28

Total 925,0 833,6 91,30 166,2 553,7 834,2 835,3 1,098

of PI 00,00 99,72 0,275 85.91 40.72 53,46 51,77 ,309.
B5y 0.00 5.00 .00 5.72 5.00 28
ears

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Total 925,0 833,6 91,30 166,2 553,7 834,2 835,3 1,098

of SD 00,00 99,72 0,275 85.91 40.72 53,46 51,77 ,309.
-PIB- 0.00 5.00 .00 5.72 5.00 28
HFT

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Gross 110,9 110,8 86,67 1,372 -1,003 109,8 109,3 -491,1

Total 35,40 48,72 4,805 ,058. ,550,4 45,17 54,02 48,35
0,000 5,194 .83 54 08.07 4,786 6,427 8.80
.00 .17 .10 .30

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Page 6 of 6