D – Information Required by Industry Guide 3

Selected Statistical Information

The tables below set forth selected statistical information regarding the Group's banking operations extracted from the Financial Statements. Unless otherwise indicated, average balances for the years ended 31 December 2006, 31 December 2005 and 31 December 2004 are calculated from monthly data. The distinction between domestic and foreign is generally based on the booking location. For loans, this method is not significantly different from an analysis based on the domicile of the borrower.

Average Balances and Interest Rates

The following table sets forth average interest-earning assets and average interest-bearing liabilities, along with the average rates, for the years ended 31 December 2006, 2005 and 2004.

	31.12.06			31.12.05			31.12.04
CHF million, except where indicated	Average balance	Interest	Average rate (%)	Average balance	Interest	Average rate (%)	Average balance	Interest	Average rate (%)
Assets
Due from banks
Domestic	10,800	587	5.4	15,467	270	1.7	12,463	154	1.2
Foreign	29,814	1,490	5.0	25,497	1,334	5.2	23,843	397	1.7
Cash collateral on securities borrowed and reverse repurchase agreements
Domestic	27,147	1,333	4.9	33,012	1,079	3.3	17,969	457	2.5
Foreign	926,575	38,393	4.1	776,972	22,283	2.9	701,817	10,242	1.5
Trading portfolio assets
Domestic	17,976	651	3.6	15,545	457	2.9	10,122	336	3.3
Foreign taxable	707,432	31,433	4.4	580,763	23,619	4.1	513,922	18,908	3.7
Foreign non-taxable	4,438	127	2.9	3,390	58	1.7	2,309	27	1.2
Foreign total	711,870	31,560	4.4	584,153	23,677	4.1	516,231	18,935	3.7
Financial assets designated at fair value
Domestic	42	0		616	0		196	0
Foreign	2,325	70	3.0	691	26	3.8	0	0
Loans
Domestic	181,186	5,784	3.2	174,299	5,424	3.1	168,456	5,308	3.2
Foreign	106,491	6,284	5.9	91,290	3,531	3.9	68,393	2,126	3.1
Financial investments available-for-sale
Domestic	4,126	28	0.7	1,036	3	0.3	1,132	17	1.5
Foreign taxable	3,171	100	3.2	3,546	83	2.3	3,000	21	0.7
Foreign non-taxable	0	0		0	0		0	0
Foreign total	3,171	100	3.2	3,546	83	2.3	3,000	21	0.7
Total interest-earning assets	2,021,523	86,280	4.3	1,722,124	58,167	3.4	1,523,622	37,993	2.5
Net interest on swaps		1,121			1,119			1,235
Interest income and average interest-earning assets	2,021,523	87,401	4.3	1,722,124	59,286	3.4	1,523,622	39,228	2.6
Non-interest-earning assets
Positive replacement values	320,596			319,698			246,952
Fixed assets	7,445			9,308			8,808
Other	66,362			55,178			53,140
Total average assets	2,415,926			2,106,308			1,832,522

Liabilities and Equity
Due to banks
Domestic	46,544	1,583	3.4	35,713	897	2.5	31,129	385	1.2
Foreign	108,885	5,261	4.8	92,431	3,321	3.6	96,335	1,582	1.6
Cash collateral on securities lent and repurchase agreements
Domestic	46,224	1,589	3.4	40,772	881	2.2	33,846	489	1.4
Foreign	751,617	32,432	4.3	647,998	19,599	3.0	606,623	9,417	1.6
Trading portfolio liabilities
Domestic	4,408	283	6.4	3,632	145	4.0	3,717	180	4.8
Foreign	202,263	14,250	7.0	173,394	10,591	6.1	161,286	7,813	4.8
Financial liabilities designated at fair value
Domestic	1,864	58	3.1	638	5	0.8	85	1	1.2
Foreign	127,458	4,699	3.7	86,688	2,385	2.8	49,234	1,167	2.4
Due to customers
Domestic demand deposits	70,981	534	0.8	67,987	292	0.4	67,005	167	0.2
Domestic savings deposits	86,631	392	0.5	86,373	404	0.5	84,112	414	0.5
Domestic time deposits	28,876	639	2.2	24,245	386	1.6	19,052	250	1.3
Domestic total	186,488	1,565	0.8	178,605	1,082	0.6	170,169	831	0.5
Foreign ¹	315,917	11,500	3.6	249,561	5,906	2.4	200,664	2,785	1.4
Short-term debt
Domestic	1,973	115	5.8	1,584	20	1.3	246	0
Foreign	110,418	4,939	4.4	96,767	2,905	3.0	79,902	1,338	1.7
Long-term debt
Domestic	3,957	82	2.1	4,250	117	2.8	10,358	168	1.6
Foreign	57,899	2,524	4.4	43,035	1,904	4.4	28,259	1,328	4.7
Total interest-bearing liabilities	1,965,915	80,880	4.1	1,655,068	49,758	3.0	1,471,853	27,484	1.9
Non-interest-bearing liabilities
Negative replacement values	320,766			335,992			260,629
Other	76,270			70,654			60,844
Total liabilities	2,362,951			2,061,714			1,793,326
Total equity	52,975			44,594			39,196
Total average liabilities and equity	2,415,926			2,106,308			1,832,522
Net interest income		6,521			9,528			11,744
Net yield on interest-earning assets			0.3			0.6			0.8
1 Due to customers in foreign offices consists mainly of time deposits.

The percentage of total average interest-earning assets attributable to foreign activities was 88% for 2006 (86% for 2005 and 86% for 2004). The percentage of total average interest-bearing liabilities attributable to foreign activities was 85% for 2006 (84% for 2005 and 83% for 2004). All assets and liabilities are translated into CHF at uniform month-end rates. Interest income and expense are translated at monthly average rates.

Average rates earned and paid on assets and liabilities can change from period to period based on the changes in interest rates in general, but are also affected by changes in the currency mix included in the assets and liabilities. This is especially true for foreign assets and liabilities. Tax-exempt income is not recorded on a tax-equivalent basis. For all three years presented, tax-exempt income