DODD FRANK ACT

• 1.1 What You Need to Know about Dodd Frank Act – Title VII and the Swap Dealer status of Intesa Sanpaolo

• 2.1 Documentation used to verify any U.S. nexus regarding a specific counterparty: ISDA U.S. Self-Disclosure Letter

• 3.1 General Disclosure Statement for Transactions
• 3.2 DF Pre-Trade Mid-Market Mark Methodology Disclosure
• 3.3 DF Daily Mark Methodology Disclosure
• 3.4 DF Swap Dealer Notification
• 3.5 Material Conflicts of Interest Disclosure

4.1 Interest Rate Products

• 4.1.1 Disclosure Annex for Interest Rate Transactions
• 4.1.2 IBOR Alternative Reference Rates Disclosure
• 4.1.3 IRS Material Economic terms

4.2 FX

• 4.2.1 FX Disclosure annex
• 4.2.2 FX Material Economic terms

4.3 Commodities

• 4.3.1 Commodity Derivatives Disclosure Annex
• 4.3.2 Commodities Material Economic terms

4.4 Equity Derivatives

• 4.4.1 Equity Derivatives Disclosure Annex
• 4.4.2 Equity Derivatives Material Economic terms

As internal policy applicable to trades with corporate clients and non-swap dealer counterparties, Intesa Sanpaolo requires that all equity derivative transactions are subject to an internal assessment and prior approval by the Product Governance Commission. In this case, if the business function applies for this approval, material disclosures will be provided to the client based on the applicable laws and regulations. Therefore, the products included in the Material Economic Terms are still subject to this approval process if related to corporate clients and non-swap dealer counterparties.

4.5 Credit Derivatives

• 4.5.1 Disclosure Annex for Credit Derivative Transactions
• 4.5.2 Disclosure Annex for Asset-Backed Security Derivative Transactions
• 4.5.3 Credit Derivatives Material Economic Terms

As internal policy applicable to trades with corporate clients and non-swap dealer counterparties, Intesa Sanpaolo requires that all credit derivative transactions are subject to an internal assessment and prior approval by the Product Governance Commission. In this case, if the business function applies for this approval, material disclosures will be provided to the client based on the applicable laws and regulations. Therefore, the products included in the Material Economic Terms are still subject to this approval process if related to corporate clients and non-swap dealer counterparties.