Wholesale Banking Performance Analysis

80 79 Portfolio Composition - Credit profile ▸ 58% of commitments relate to Investment Grade equivalent clients or transactions Non- Investment (A$m) Investment Grade AAA/BBB- Non- Investment Non- Investment Default or restructure Grade BB+/BB Grade BB-/B+ Grade B+/CCC- D Leveraged Finance UK 0 181 325 198 103 Corporate UK 277 270 428 298 212 Structured Asset Finance UK 1,036 229 0 0 40 Private Lending USA 464 24 92 12 14 Total Loans & Advances 1,777 704 845 508 369 Structured Asset Management¹ 2,797 97 0 545 307 Total Commitments Total RWAS Total Provisions 4,574 801 845 1,053 676 3,000 1,210 1,694 1,602 503 1 6 50 42 224 Number of Accounts 49 19 29 23 19 Number of Close Review Accounts 0 0 6 15 19 (1) Hold to Maturity Assets All data as at 31 March 2012 Investment grades equivalent of external ratings National Australia Bank Portfolio Composition Contractual Maturity Profile - Commitments ▸ Actual commitments have decreased from September 2009 largely through repayments and decreased commitments as well as the weakening of both USD and GBP against the AUD ▸ The contractual maturity profile differs to the estimated maturity profile due to potential refinancing risks for a number of clients. The weighted average contracted maturity of the portfolio is 8.8 years 22.00 SGA committed lending 5 year maturity profile A$bn 20.00 18.00 16.00 14.00 12.00 10.00 8.00 6.00 4.00 Sep-09 Total Commitments would be A$6.0bn by Sep 2014 on a contractual basis, assuming constant FX rates Dec-09 Mar-10 Jun-10 Sep-10 Dec-10 Mar-11 Jun-11 Sep-11 Dec-11 Mar-12 Jun-12 Sep-12 Dec-12 Mar-13 Jun-13 Sep-13 Dec-13 Mar-14 Jun-14 Sep-14 -Actual -Contractual Maturity -Estimated Maturity National Australia Bank

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