SMFG Notes to Consolidated Financial Statements Millions of yen 2010 Contract amount Fair value Valuation gains (losses) March 31 Total Over 1 year Listed Interest rate futures: Sold  .................................................................................................... ¥ 27,455,094 ¥ 1,429,658 ¥ (26,886) ¥ (26,886) Bought ............................................................................................... 32,231,909 1,234,295 30,344 30,344 Over-the-counter Forward rate agreements: Sold .................................................................................................... — — — — Bought ............................................................................................... 25,246,604 907,098 (340) (340) Interest rate swaps: ................................................................................. 364,973,058 264,226,831 125,966 125,966 Receivable fixed rate/payable floating rate .......................................... 168,753,817 124,132,310 4,254,072 4,254,072 Receivable floating rate/payable fixed rate .......................................... 170,326,998 122,682,985 (4,118,551) (4,118,551) Receivable floating rate/payable floating rate ...................................... 25,798,196 17,317,488 (6,016) (6,016) Interest rate swaptions: Sold .................................................................................................... 2,691,761 1,954,642 (59,016) (59,016) Bought ............................................................................................... 2,467,679 2,051,889 64,750 64,750 Caps: Sold .................................................................................................... 24,121,287 7,413,055 (13,228) (13,228) Bought ............................................................................................... 11,007,401 3,766,465 7,726 7,726 Floors: Sold ................................................................................................... 1,761,137 659,758 (18,523) (18,523) Bought ............................................................................................... 10,689,965 2,103,435 11,058 11,058 Other: Sold .................................................................................................... 732,102 342,078 (23,327) (23,327) Bought ............................................................................................... 2,526,134 1,235,256 81,184 81,184 Total  ....................................................................................................... / / ¥ 179,707 ¥ 179,707 Millions of U.S. dollars 2011 Contract amount Fair value Valuation gains (losses) March 31 Total Over 1 year Listed Interest rate futures: Sold .................................................................................................... $ 433,690 $ 25,022 $ (157) $ (157) Bought ............................................................................................... 406,397 25,122 146 146 Interest rate options: Sold .................................................................................................... 200 — (0) (0) Bought ............................................................................................... 5,060 — (0) (0) Over-the-counter Forward rate agreements: Sold .................................................................................................... — — — — Bought ............................................................................................... 234,573 3,781 (9) (9) Interest rate swaps: ................................................................................. 4,292,063 3,214,625 1,143 1,143 Receivable fixed rate/payable floating rate .......................................... 1,904,197 1,443,507 45,974 45,974 Receivable floating rate/payable fixed rate .......................................... 2,053,602 1,553,996 (44,800) (44,800) Receivable floating rate/payable floating rate ...................................... 332,578 215,436 (18) (18) Interest rate swaptions: Sold .................................................................................................... 40,792 28,230 (909) (909) Bought ............................................................................................... 35,176 24,976 870 870 Caps: Sold .................................................................................................... 251,296 70,379 (121) (121) Bought ............................................................................................... 110,389 35,910 91 91 Floors: Sold ................................................................................................... 10,613 3,355 (120) (120) Bought ............................................................................................... 102,850 101,260 90 90 Other: Sold .................................................................................................... 6,958 4,007 (169) (169) Bought ............................................................................................... 20,183 11,276 506 506 Total ....................................................................................................... / / $ 1,361 $ 1,361 Notes: 1. The above transactions are valued at fair value and the valuation gains (losses) are accounted for in the consolidated statements of income. 2. Fair value of transactions listed on exchange is calculated using the closing prices on the Tokyo Financial Exchange and others. Fair value of OTC transactions is calculated using discounted present value and option pricing models. SMFG  2011 113