Amount of Cash Collateral for Lending of ETFs

March 25, 2020

With regard to the Bank's lending of beneficiary interests in index-linked exchange-traded funds (hereinafter referred to as "ETFs") conducted based on the "Special Rules for Lending of ETFs" (Policy Board Decision on December 19, 2019), the amount of cash collateral the trustee shall accept as the trust property from counterparties in advance shall be calculated by multiplying market prices of ETFs to be lent by 108%.