Intragroup exemptions from margin requirements

Nordea Bank Abp and certain of its subsidiaries disclose information on the application of exemptions from the requirement to post margin in relation to OTC derivative contracts in accordance with Article 11 of EMIR

In the tables below you will find details of the intragroup exemption in relation to:

Nordea Bank Abp

In relation to Nordea Bank Abp the following exemptions apply in relation to the following intragroup counterparties:

Name of intragroup counterparty	LEI	Type of exemption	Relation with Intragroup counterparty	The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (mEUR)
Nordea Pension, Livsforsikringsselskab A/S	7ST1IA7ZVEIQ2WQNG812	Full	Parent**	145 (as at 14 March 2024)
Nordea Kredit Realkreditaktieselskab	52990080NNXXLC14OC65	Full	Parent	5,269 (as at 31 March 2018)
Nordea Hypotek AB (publ)	5493000K2HPWIF6MFO29	Full	Parent	37,174 (as at 31 March 2018)
Nordea Mortgage Bank Plc	7437001LESKGLAEOEU84	Full	Parent	45,164 (as at 31 March 2018)
Nordea Eiendomskreditt AS	549300TTWFTM3HRP0618	Full	Parent	7,422 (as at 31 March 2018)
Nordea Livförsäkring Sverige AB	529900MUOVW4H06TQA34	Full	Parent*	2,763 (as at 31 March 2018)
Nordea Liv Norge AS	5299005TCAEGOHRI6930	Full	Parent*	1,389 (as at 31 March 2018)
Nordea Life Assurance Finland Ltd	529900K08EYX3I3MTH59	Full	Parent*	356 (as at 31 March 2018)

* Nordea Bank Abp holds 100 per cent of the share capital and voting rights of Nordea Life Assurance Finland Ltd, Nordea Liv Norge AS and Nordea Livförsäkring Sverige AB (publ), through its wholly-owned subsidiary Nordea Life Holding AB.

** Nordea Bank Abp holds 100 per cent of the share capital and voting rights of Nordea Pension, Livforsikringsselskab A/S through its wholly-owned subsidiaries Nordea Life Holding AB and Nordea Pension Holding Danmark A/S.

Nordea Kredit Realkreditaktieselskab

In relation to Nordea Kredit Realkreditaktieselskab the following exemption applies in relation to the following intragroup counterparty

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	5,269

Nordea Hypotek AB (publ)

In relation to Nordea Hypotek AB (publ) the following exemption applies in relation to the following intragroup counterparty:

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	37,174

Nordea Mortgage Bank Plc

In relation to Nordea Mortgage Bank Plc the following exemption applies in relation to the following intragroup counterparty

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	45,164

Nordea Eiendomskreditt AS

In relation to Nordea Eiendomskreditt AS the following exemption applies in relation to the following intragroup counterparty

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	7,422

Nordea Livförsäkring Sverige AB

In relation to Nordea Livförsäkring Sverige AB the following exemption applies in relation to the following intragroup counterparty

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary*
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	2,763

Nordea Liv Norge AS

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary*
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	1,389

* Nordea Bank Abp holds 100 per cent. of the share capital and voting rights of Nordea Life Assurance Finland Ltd, Nordea Liv Norge AS and Nordea Livförsäkring Sverige AB (publ), through its wholly-owned subsidiary Nordea Life Holding AB.

Nordea Life Assurance Finland Ltd

In relation to Nordea Life Assurance Finland Ltd the following exemption applies in relation to the following intragroup counterparty.

Name of intragroup counterparty	Nordea Bank Abp)
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary*
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 31 March 2018	356

Nordea Pension, Livsforsikringsselskab A/S

In relation to Nordea Pension, Livforsikringsselskab A/S the following exemption applies in relation to the following intragroup counterparty.

Name of intragroup counterparty	Nordea Bank Abp
LEI	529900ODI3047E2LIV03
Type of exemption	Full
Relationship with intragroup counterparty	Subsidiary*
The notional aggregate amount of the OTC derivative contracts for which the intragroup exemption applies (in million EUR) as at 14 March 2024	145

* Nordea Bank Abp holds 100 per cent of the share capital and voting rights of Nordea Pension, Livforsikringsselskab A/S through its wholly-owned subsidiaries Nordea Life Holding AB and Nordea Pension Holding Danmark A/S.