[Label Linkbase]

NumberDifference TypeNameIdentifier / Value From -> Value To
ModifiedLabel Linkbaset-ss-2006-07-01-label.xml
Modified   XLink Declaration   http://www.xbrl.org/2003/role/link
00001Added      Label Link      Excluded Of which Originated And Sponsored (Hypercube) (t-ss:ExcOfwhichOriginatedAndSponsoredHypercube) -- Excluded Of which Originated And Sponsored (Hypercube) [label, en] : [link, concept-label]
ModifiedLabel Linkbasep-cm-cr-2006-07-01-label.xml
Modified   XLink Declaration   http://www.xbrl.org/2003/role/link
Modified      Label Link      Unfunded Credit Protection: Adjusted Values (G*) (p-cm-cr:SyntheticSecuritizationsCreditProtectionSecuritisedExposuresUnfundedCreditProtectionAdjustedValues) -- Unfunded Credit Protection: Adjusted Values (G*) [label, en] : [link, concept-label]
Modified         Label         Unfunded Credit Protection: Adjusted Values (G*) [label, en]
00002Modified            Value            "Unfunded Credit Protection: Adjusted Values (Ga)" -> "Unfunded Credit Protection: Adjusted Values (G*)"
Modified      Label Link      Risk Weighted Exposure Amount (p-cm-cr:RiskWeightedExposureAmounts) -- Risk Weighted Exposure Amount [label, en] : [link, concept-label]
Modified         Label         Risk Weighted Exposure Amount [label, en]
00003Modified            Value            "Risk Weighted Exposure Amounts" -> "Risk Weighted Exposure Amount"
Modified      Label Link      Total Amount Of Securitisation Exposures Originated (p-cm-cr:TotalAmountSecuritisedExposuresOriginated) -- Total Amount Of Securitisation Exposures Originated [label, en] : [link, concept-label]
Modified         Label         Total Amount Of Securitisation Exposures Originated [label, en]
00004Modified            Value            "Total Amount Of Securitised Exposures Originated" -> "Total Amount Of Securitisation Exposures Originated"
Modified      Label Link      (-) Funded Credit Protection (Cva) (p-cm-cr:FundedCreditProtection) -- (-) Funded Credit Protection (Cva) [label, en] : [link, concept-label]
Modified         Label         (-) Funded Credit Protection (Cva) [label, en]
00005Modified            Value            "(-) Funded Credit Protection (Cvam)" -> "(-) Funded Credit Protection (Cva)"
00006Added      Label Link      Overall Effect (Adjustment) due to Infringement of the Due Diligence Provisions (p-cm-cr:OverallEffectAdjustmentDueInfringementDueDiligenceProvisions) -- Overall Effect (Adjustment) due to Infringement of the Due Diligence Provisions [label, en] : [link, concept-label]
00007Added      Label Link      Adjustment to the Risk Weighted Exposure Amount due to Maturity Mismatches (p-cm-cr:AdjustmentRiskWeightedExposureAmountDueMaturityMismatches) -- Adjustment to the Risk Weighted Exposure Amount due to Maturity Mismatches [label, en] : [link, concept-label]
ModifiedLabel Linkbased-cr-2006-07-01-label.xml
Modified   XLink Declaration   http://www.xbrl.org/2003/role/link
Modified      Label Link      Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100% and other exposures subject to risk weights. (d-cr:CreditRiskIRBCreditCounterpartyCreditDeliveryFreeDeliveriesApplyingRiskWeights) -- Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100% and other exposures subject to risk weights. [label, en] : [link, concept-label]
Modified         Label         Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100% and other exposures subject to risk weights. [label, en]
00008Modified            Value            "Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100%" -> "Exposures from Free Deliveries Applying Risk Weights under the Alternative Treatment or 100% and other exposures subject to risk weights."
Modified      Label Link      Investor: Total Exposures (d-cr:CreditRiskSASecutizationInvestor) -- Investor: Total Exposures [label, en] : [link, concept-label]
Modified         Locator         label_CreditRiskSASecutizationInvestor
00009Modified            id Attribute            "label_CreditRiskSASecutizationInvestor_235" -> "label_CreditRiskSASecutizationInvestor"
Modified      Label Link      Investor: Total Exposures (d-cr:CreditRiskSASecutizationInvestor) -- Core layer [documentation, en] : [link, concept-label]
Modified         Locator         label_CreditRiskSASecutizationInvestor_2
00010Modified            id Attribute            "label_CreditRiskSASecutizationInvestor" -> "label_CreditRiskSASecutizationInvestor_2"
00011Added      Label Link      of which: originated and sponsored by entities not subject to CRD Art 122a (d-cr:CreditRiskSASecutizationOfWhichOriginatedSponsoredEntitiesNotSubjectCRD) -- of which: originated and sponsored by entities not subject to CRD Art 122a [label, en] : [link, concept-label]
00012Added      Label Link      of which: originated and sponsored by entities not subject to CRD Art 122a (d-cr:CreditRiskIRBSecuritizationInvestorOfWhichOriginatedSponsoredEntitiesNotSubjectCRD) -- of which: originated and sponsored by entities not subject to CRD Art 122a [label, en] : [link, concept-label]