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(xii) Market Discount The primary difference between OID and market discount is that purchase of a security at its original purchase versus the secondary market, respectively Generally, if a debt instrument has declined in value from the time when it was originally issued (other than as a result of principal payments), a purchaser of the bond will acquire it with market discount A holder of a market discount may choose between two methods of recognizing accrued market discount Market discount accrues under a ratable method, in proportion to the payment of principal, unless a constant interest method is elected The primary difference between market discount and OID is that the borrower is not required to include accrued market discount in taxable income currently, but may elect to do so Instead, the market discount rules require borrowers to recognize accrued market discount only on receipt of the proceeds of a disposition or a principal payment is made (x) FUTURES, FORWARDS, OPTIONS, SWAPS, AND SIMILAR FINANCIAL INSTRUMENTS Futures, forwards, swaps, and options and other nancial instruments with similar characteristics (collectively, derivatives) have become important nancial management tools for banks The complexity and volume of derivatives and derivatives trading has increased signi cantly in recent years Institutions continue to enhance risk management systems to enable them to monitor the risks involved Bank regulatory agencies continue to encourage institutions to upgrade policies and procedures, risk measurement and reporting systems, and independent oversight and internal control processes Senior management has increased its knowledge of the derivative products and how risks are monitored Derivatives are receiving considerable attention primarily due to the underlying volatility in the markets, relatively large size of the transactions, and the potential for signi cant earnings uctuations Derivatives have many similar risk characteristics as other credit products, such as credit risk, market risk, legal risk, and control risk The speci c risks in a derivatives portfolio are often dif cult to identify due to the complexity of the transactions For example, two or more basic risks are often used in combination, which may be further complicated by the fact that economic interaction between various positions within an institution (on- and off-balance sheet) may be dif cult to assess Underlying cash ows for derivatives are often referenced to such items as rates, indexes (which measure changes in speci c markets), value of underlying positions in nancial instruments, in equity instruments, in foreign currencies, commodities, or other derivatives Derivatives can generally be described as either forward-based or option-based, or combinations of the two A forward-based contract (futures, forwards, and swap contracts) obligates one party to buy and a counterparty to sell an underlying nancial instrument, foreign currency, or commodity at a future date at an agreed-upon price An option-based derivative (options, interest rate caps, and interest rate oors) are one-sided in that if the right is exercised, only the holder can have a favorable outcome and the writer can have only an unfavorable outcome Most derivatives are generally combinations of these two types of contracts Derivatives traded through an organized exchange typically have standardized contracts, such as futures and certain options, and the risk characteristics are more related to market risk than to credit risk Alternatively, derivatives traded over-the-counter are customized to meet certain objectives or needs and often vary in structure, such as swaps and forward contracts Customized derivative products traded privately typically present a greater degree of credit risk and liquidity risk, depending on the counterparty s nancial strength, value of the collateral, if any, and the liquidity of the speci c instrument The complexity of derivative instruments is largely the result of the pricing mechanisms, exibility and options features, and value calculation formulas In addition, derivatives can be structured to be more sensitive to general price movements than the cash market instruments from which their value is derived The types of derivatives products available varies considerably; however, the following is a brief description of the basic types of contracts.

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