Sustainability Disclosure Topics & Metrics

Employee Diversity & Inclusion

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
Percentage of gender and racial/ethnic group representation for (1) executive management, (2) non-executive management, (3) professionals, and (4) all other employees*1	Quantitative	Percentage (%)	FN-IB-330a.1	Sustainability Data Edition P.10

1. *1The entity shall describe its policies and programs for fostering equitable employee representation across its global operations.

Incorporation of Environmental, Social, and Governance Factors in Investment Banking & Brokerage Activities

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
Revenue from (1) underwriting, (2) advisory and (3) securitisation transactions incorporating integration of environmental, social and governance (ESG) factors, by industry	Quantitative	Presentation currency	FN-IB-410a.1	Sustainability Data Edition P.19-20 Sustainability > Sustainability in Our Business > Support for Asset Building > Products offered to pursue shared value
(1) Number and (2) total value of investments and loans incorporating integration of environmental, social and governance (ESG) factors, by industry	Quantitative	Number, Presentation currency	FN-IB-410a.2	Sustainability Data Edition P.19-20 Sustainability > Sustainability in Our Business > Support for Asset Building > Products offered to pursue shared value
Description of approach to incorporation of environmental, social and governance (ESG) factors in investment banking and brokerage activities	Discussion and Analysis	n/a	FN-IB-410a.3	Sustainability > Sustainability in Our Business > Role and Social Responsibilities of the Securities Business > Responsible Action as an Institutional Investor

Business Ethics

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
Total amount of monetary losses as a result of legal proceedings associated with fraud, insider trading, anti-trust, anti-competitive behaviour, market manipulation, malpractice, or other related financial industry laws or regulations*2	Quantitative	Presentation currency	FN-IB-510a.1
Description of whistleblower policies and procedures	Discussion and Analysis	n/a	FN-IB-510a.2	Sustainability > Governance > Compliance > Compliance System > Structure and Achievements of Whistleblowing System (Corporate Ethics Hotline)

1. *2The entity shall briefly describe the nature, context, and any corrective actions taken as a result of the monetary losses.

Professional Integrity

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
(1) Number and (2) percentage of covered employees with a record of investment-related investigations, consumer-initiated complaints, private civil litigations, or other regulatory proceedings*3	Quantitative	Number, Percentage (%)	FN-IB-510b.1
Number of mediation and arbitration cases associated with professional integrity, including duty of care, by party	Quantitative	Number	FN-IB-510b.2
Total amount of monetary losses as a result of legal proceedings associated with professional integrity, including duty of care*4	Quantitative	Presentation currency	FN-IB-510b.3
Description of approach to ensuring professional integrity, including duty of care	Discussion and Analysis	n/a	FN-IB-510b.4	Sustainability > Governance > Compliance > Compliance System

1. *3The entity shall describe how it ensures that covered employees file and update FINRA and SEC forms in a timely manner.
2. *4The entity shall briefly describe the nature, context, and any corrective actions taken as a result of the monetary losses.

Systemic Risk Management

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
Global Systemically Important Bank (G-SIB) score, by category*5	Quantitative	Basis points (bps)	FN-IB-550a.1	Annual Report > Situation of Soundness in Management > Key Indicators ⟨Japanese only⟩
Description of approach to incorporation of results of mandatory and voluntary stress tests into capital adequacy planning, long-term corporate strategy, and other business activities	Discussion and Analysis	n/a	FN-IB-550a.2	Sustainability > Governance > Risk Management

1. *5The entity shall describe whether the Global Systemically Important Bank (G-SIB) score is calculated by the entity or obtained from regulatory authorities and whether the entity is required to report the underlying data to the regulators.

Employee Incentives & Risk Taking

METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
Percentage of total remuneration that is variable for Material Risk Takers (MRTs)*6	Quantitative	Percentage (%)	FN-IB-550b.1
Percentage of variable remuneration of Material Risk Takers (MRTs) to which malus or clawback provisions were applied*7	Quantitative	Percentage (%)	FN-IB-550b.2
Discussion of policies around supervision, control, and validation of traders' pricing of Level 3 assets and liabilities	Discussion and Analysis	n/a	FN-IB-550b.3

1. *6The entity shall discuss its remuneration policies for Material Risk Takers (MRTs).
2. *7The entity shall discuss whether its initial ex-ante adjustments were sufficient in risk mitigation.

Activity Metrics

ACTIVITY METRIC	CATEGORY	UNIT OF MEASURE	CODE	Applicable web page
(1) Number and (2) value of (a) underwriting, (b) advisory, and (c) securitisation transactions*8	Quantitative	Number, Presentation currency	FN-IB-000.A	Sustainability Data Edition P.25-26
(1) Number and (2) value of proprietary investments and loans by sector*9	Quantitative	Number, Presentation currency	FN-IB-000.B
(1) Number and (2) value of market making transactions in (a) fixed income, (b) equity, (c) currency, (d) derivatives, and € commodity products	Quantitative	Number, Presentation currency	FN-IB-000.C

1. *8For syndicate transactions, the entity shall include only the value for which it was accountable.
2. *9The entity shall use the Global Industry Classification Standard (GICS) for classifying investees and borrowers.