Basel III Disclosure (Consolidated)

INTERIM FISCAL 2017

Mitsubishi UFJ Financial Group

Table of contents Basel III Disclosure (Consolidated) SCOPE OF CONSOLIDATION

3

COMPOSITION OF EQUITY CAPITAL

5

CAPITAL ADEQUACY

19

CREDIT RISK

21

CREDIT RISK MITIGATION

38

DERIVATIVE TRANSACTIONS AND LONG SETTLEMENT TRANSACTIONS

39

SECURITIZATION EXPOSURES (Subject to calculation of credit risk-weighted assets)

40

SECURITIZATION EXPOSURES (Subject to calculation of market risk equivalent amount)

49

LIQUIDITY RISK

51

MARKET RISK

53

OPERATIONAL RISK

55

EQUITY EXPOSURES IN BANKING BOOK

55

EXPOSURES RELATING TO FUNDS

56

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB)

57

COMPOSITION OF LEVERAGE RATIO DISCLOSURE

58

CHANGES IN THE CONSOLIDATED LIQUIDITY COVERAGE RATIO FROM THE PREVIOUS QUARTER

59

EVALUATION OF THE CONSOLIDATED LIQUIDITY COVERAGE RATIO LEVEL

60

COMPOSITION OF THE TOTAL HQLA ALLOWED TO BE INCLUDED IN THE CALCULATION

60

OTHER MATTERS CONCERNING THE CONSOLIDATED LIQUIDITY COVERAGE RATIO

60

TOP RISK

61

NET OPERATING PROFITS/RISK-WEIGHTED ASSETS BY BUSINESS GROUP

62

2

Basel III Disclosure Interim Fiscal 2017

In accordance with the provisions of Article 52-25 of the Banking Law of Japan, Mitsubishi UFJ Financial Group (MUFG) adopts the “International regulatory framework” to calculate its capital adequacy ratio based on formulas contained in the standards for the consolidated capital adequacy ratio of bank holding companies (Notification of the Financial Services Agency No. 20, 2006; referred to hereinafter as the “FSA Holding Company Capital Adequacy Notification”) to assess capital adequacy in light of the assets we own on a consolidated basis. In accordance with the provisions of Article 52-25 of the Banking Law of Japan, MUFG adopts the “International regulatory framework” to calculate its consolidated liquidity coverage ratio based on the formulas contained in the standards for determining soundness in liquidity management, which are established as standards for a bank holding company to determine the soundness of management of bank holding companies and their subsidiaries and other entities, and should also be referred to in order to determine the soundness of bank management (Notification of the Financial Services Agency No. 62, 2014; referred to hereinafter as the “FSA Holding Company Liquidity Coverage Ratio Notification”). With regard to the calculation of the consolidated capital adequacy ratio, MUFG received an independent audit by Deloitte Touche Tohmatsu (DTT) LLC in accordance with “Treatment of Inspection of the Capital Ratio Calculation Framework Based on Agreed-Upon Procedures” (JICPA Industry Committee Report No. 30). With regard to part of the internal controls structure governing calculation of the consolidated capital adequacy ratio, MUFG received a report from DTT LLC, which conducted certain procedures as deemed necessary by MUFG. The procedures conducted by the independent auditor were not part of an audit of the financial statements or an audit of internal controls, and we did not receive any audit opinion with regard to our internal controls structure governing the calculation of the consolidated capital adequacy ratio or the related consolidated capital adequacy ratio.

SCOPE OF CONSOLIDATION Notes on the scope of consolidation Differences between those companies belonging to the corporate group (hereinafter, the “holding company group”) to which the calculation of consolidated capital adequacy ratio as stipulated in Article 3 of the FSA Holding Company Capital Adequacy Notification is applicable and those companies that are included in the scope of consolidation for accounting purposes

Number of consolidated subsidiaries, and names and principal businesses of major consolidated subsidiaries of the holding company group

3

Basel III Disclosure Interim Fiscal 2017

Paragraph 1 of Article 3 of the FSA Holding Company Capital Adequacy Notification states that “the provisions of Paragraph 2 of Article 5 of the Japanese regulations pertaining to consolidated financial statements shall not apply” to “financial subsidiaries” of a bank holding company. Moreover, Paragraph 2 of the said Article 3 states that “insurance-related subsidiaries” of a bank holding company “shall not be included in the scope of consolidation.” In addition, with regard to affiliated companies engaged in financial operations, the FSA Holding Company Capital Adequacy Notification states that, provided certain conditions are met, such companies “can be included in the scope of consolidation and in the calculation of the consolidated capital adequacy ratio using pro rata consolidation” (under which only those portions of the affiliated company’s assets, liabilities, income and expenditures that are attributable to the bank holding company or any consolidated subsidiaries with investments in the said affiliated company are included in the scope of consolidation). MUFG Group had no companies to which the above exception applied as of September 30, 2016, or September 30, 2017, and there were no differences between those companies belonging to the “holding company group” and those companies that are included in the “scope of consolidation for accounting purposes.” 218 companies as of September 30, 2016; 208 companies as of September 30, 2017 The Bank of Tokyo-Mitsubishi UFJ, Ltd. (banking business), Mitsubishi UFJ Trust and Banking Corporation (trust/banking business), Mitsubishi UFJ Securities Holdings Co., Ltd. (securities business), etc.

Number of affiliated companies engaged in financial operations which are subject to Article 9 of the FSA Holding Company Capital Adequacy Notification, and names, amounts of total assets and net assets shown on the balance sheet, and principal businesses of affiliated companies engaged in these financial operations Names, amounts of total assets and net assets shown on the balance sheet, and principal businesses of companies belonging to the holding company group that are not included in the scope of consolidation for accounting purposes, and of companies not belonging to the holding company group but included in the scope of consolidation for accounting purposes Outline of restrictions on transfer of funds or equity capital within the holding company group

Not applicable as of September 30, 2016 and 2017

Not applicable as of September 30, 2016 and 2017

As of September 30, 2016 and 2017, transfer of funds or capital within the MUFG Group is conducted with all due consideration given to the appropriateness of each action. We give priority in ensuring that each group company maintains sufficient capital level for legal and regulatory compliance purposes. Care is also taken to ensure that actions do not compromise sound and proper operations, while eliminating negative effects on payment capacity, liquidity or profitability.

Companies that are deficient in regulatory capital and total regulatory capital deficiencies Names of any other financial institutions, etc., classified as subsidiaries or other members of the bank holding company that are deficient in regulatory capital, and corresponding total regulatory capital deficiencies

4

Basel III Disclosure Interim Fiscal 2017

Not applicable as of September 30, 2016 and 2017

COMPOSITION OF EQUITY CAPITAL Composition of Changes in Equity Capital

Millions of yen September 30, 2016

September 30, 2017

Common Equity Tier 1 capital, beginning of period Capital and capital surplus Retained earnings Treasury stock National specific regulatory adjustments (earnings to be distributed) Subscription rights to common shares Accumulated other comprehensive income Common share capital issued by subsidiaries and held by third parties (amount allowed in group Common Equity Tier 1) Amount included in Common Equity Tier 1 capital under transitional arrangements Intangible assets Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) Deferred gains or losses on derivatives under hedge accounting Securitization gain on sale Gains and losses due to changes in own credit risk on fair valued liabilities Net defined benefit assets Investments in own shares (excluding those reported in the Net assets section) Others

13,039,875 (1,004) 377,471 (106,616) 1,676 (1,855) (465,676)

13,413,885 (98,979) 506,736 (51) 1,270 (136) 145,535

(20,609) 9,751 37,205

(11,266) 9,299 37,868

1,418 (14,856) (100) 84 (18,594) 1,291 –

(193) 16,806 (135) 1,254 (43,029) 581 –

Common Equity Tier 1 capital, end of period

12,839,463

13,979,445

Additional Tier 1 capital, beginning of period Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as equity under applicable accounting standards Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as liabilities under applicable accounting standards Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group Additional Tier 1) Eligible Tier 1 capital instruments subject to transitional arrangements Amount included in Additional Tier 1 capital under transitional arrangements Investments in own Additional Tier 1 instruments Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) Amount excluded from Additional Tier 1 capital under transitional arrangements Others

1,799,421

1,818,606

–

–

–

1,900

Additional Tier 1 capital, end of period

1,366,069

1,814,951

Tier 2 capital, beginning of period Directly issued qualifying Tier 2 instruments plus related capital surplus classified as liabilities under applicable accounting standards Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2) Eligible Tier 2 capital instruments subject to transitional arrangements General allowance for credit losses and eligible provisions included in Tier 2 Amount included in Tier 2 capital under transitional arrangements Investments in own Tier 2 instruments Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) Amount excluded from Tier 2 capital under transitional arrangements Others

3,102,522

2,843,667

287,070

387,478

(2,254) (149,749) (11,027) (12,171) 6,996

1,640 (214,384) (44,108) 39,342 658

1,373 (3,920) –

(21,424) 10,103 –

7,737 (156,994) (312,912) 78 (181) 28,921 –

(2,461) – (25,030) 1,592 15,383 4,961 –

Tier 2 capital, end of period

3,218,839

3,002,973

Total capital, end of period

17,424,372

18,797,370

5

Basel III Disclosure Interim Fiscal 2017

Composition of Capital Disclosure Millions of yen Basel III Template No.

Items

September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

Common Equity Tier 1 capital: instruments and reserves (1) 1a+2–1c–26 Directly issued qualifying common share capital plus related capital surplus and retained earnings 1a Capital and capital surplus 2 Retained earnings 1c Treasury stock 26 National specific regulatory adjustments (earnings to be distributed) Other than above 1b Subscription rights to common shares 3 Accumulated other comprehensive income and other disclosed reserves 5 Common share capital issued by subsidiaries and held by third parties (amount allowed in group Common Equity Tier 1) Total of items included in Common Equity Tier 1 capital: instruments and reserves subject to transitional arrangements Common share capital issued by subsidiaries and held by third parties (amount allowed in group Common Equity Tier 1) 6 Common Equity Tier 1 capital: instruments and reserves (A)

12,003,217 3,566,146 8,965,050 (405,538)

／ ／ ／ ／

12,606,700 3,454,620 9,785,282 (513,312)

／ ／ ／ ／

(122,440) – 6,405

／ ／ ／

(119,890) – 254

／ ／ ／

1,695,622

1,130,414

2,514,641

628,660

144,662

／

173,524

／

83,557

／

34,467

／

83,557

／

34,467

／

13,933,465

／

15,329,590

／

635,076 236,356

423,384 157,570

862,209 312,144

215,552 78,036

398,719

265,813

550,064

137,516

802

535

842

210

270,318 – 8,479

180,212 – 5,652

87,089 – 11,575

21,772 – 2,893

576 174,374

384 116,249

109 373,201

27 93,300

4,374 –

2,916 –

15,116 –

3,779 –

Common Equity Tier 1 capital: regulatory adjustments (2) 8+9 Total intangible assets (net of related tax liability, excluding those relating to mortgage servicing rights) 8 Goodwill (including those equivalent) 9 Other intangibles other than goodwill and mortgage servicing rights 10 Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) 11 Deferred gains or losses on derivatives under hedge accounting 12 Shortfall of eligible provisions to expected losses 13 Securitization gain on sale 14 Gains and losses due to changes in own credit risk on fair valued liabilities 15 Net defined benefit asset 16 Investments in own shares (excluding those reported in the Net assets section) 17 Reciprocal cross-holdings in common equity

6

Basel III Disclosure Interim Fiscal 2017

Composition of Capital Disclosure (continued) Basel III Template No.

Millions of yen

Items

18 Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above the 10% threshold) 19+20+21 Amount exceeding the 10% threshold on specified items 19 Significant investments in the common stock of financials 20 Mortgage servicing rights 21 Deferred tax assets arising from temporary differences (net of related tax liability) 22 Amount exceeding the 15% threshold on specified items 23 Significant investments in the common stock of financials 24 Mortgage servicing rights 25 Deferred tax assets arising from temporary differences (net of related tax liability) 27 Regulatory adjustments applied to Common Equity Tier 1 due to insufficient Additional Tier 1 and Tier 2 to cover deductions 28 Common Equity Tier 1 capital: regulatory adjustments (B)

September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

– – – –

– – – –

– – – –

– – – –

– – – –

– – – –

– – – –

– – – –

–

–

–

–

– 1,094,002

／ ／

– 1,350,144

／ ／

12,839,463

／

13,979,445

／

– –

／ ／

– –

／ ／

550,000

／

950,000

／

–

／

–

／

156,862

／

164,902

／

Common Equity Tier 1 capital (CET1) 29 Common Equity Tier 1 capital (CET1)

((A) – (B)) (C)

Additional Tier 1 capital: instruments (3) 31a 30 Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as equity under applicable accounting standards 31b 30 Subscription rights to Additional Tier 1 instruments 32 30 Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as liabilities under applicable accounting standards 30 Qualifying Additional Tier 1 instruments plus related capital surplus issued by special purpose vehicles and other equivalent entities 34–35 Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group Additional Tier 1)

7

Basel III Disclosure Interim Fiscal 2017

Composition of Capital Disclosure (continued) Basel III Template No.

Millions of yen

Items

33+35 Eligible Tier 1 capital instruments subject to transitional arrangements included in Additional Tier 1 capital: instruments 33 Instruments issued by bank holding companies and their special purpose vehicles 35 Instruments issued by subsidiaries (excluding bank holding companies’ special purpose vehicles) Total of items included in Additional Tier 1 capital: instruments subject to transitional arrangements Foreign currency translation adjustments 36 Additional Tier 1 capital: instruments (D)

September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

837,523

／

702,189

／

837,334

／

702,000

／

189

／

189

／

3,647 3,647 1,548,033

／ ／ ／

86,637 86,637 1,903,729

／ ／ ／

– –

– –

– –

– –

–

–

–

–

11,875

7,917

263

65

170,088 93,233

／ ／

88,515 51,001

／ ／

71,202 5,652

／ ／

34,620 2,893

／ ／

– 181,964

／ ／

– 88,778

／ ／

1,366,069

／

1,814,951

／

Additional Tier 1 capital: regulatory adjustments 37 Investments in own Additional Tier 1 instruments 38 Reciprocal cross-holdings in Additional Tier 1 instruments 39 Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above the 10% threshold) 40 Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) Total of items included in Additional Tier 1 capital: regulatory adjustments subject to transitional arrangements Goodwill (net of related tax liability) Other intangibles other than goodwill and mortgage servicing rights (net of related tax liability) Securitization gain on sale 42 Regulatory adjustments applied to Additional Tier 1 due to insufficient Tier 2 to cover deductions 43 Additional Tier 1 capital: regulatory adjustments (E) Additional Tier 1 capital 44 Additional Tier 1 capital

8

Basel III Disclosure Interim Fiscal 2017

((D) – (E)) (F)

Composition of Capital Disclosure (continued) Basel III Template No.

Items Tier 1 capital

45 Tier 1 capital

Millions of yen September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

(T1 = CET1 + AT1) (T1 = CET1 + AT1) ((C) + (F)) (G)

14,205,532

／

15,794,397

／

– –

／ ／

– –

／ ／

757,674

／

1,296,099

／

–

／

–

／

70,893

／

75,413

／

1,440,235

／

1,009,603

／

–

／

–

／

1,440,235

／

1,009,603

／

366,377 185,084 181,293

／ ／ ／

335,305 205,051 130,253

／ ／ ／

660,385

／

343,629

／

621,968

／

318,061

／

(15,397) 53,814 3,295,565

／ ／ ／

(1,094) 26,662 3,060,050

／ ／ ／

Tier 2 capital: instruments and provisions (4) 46 Directly issued qualifying Tier 2 instruments plus related capital surplus classified as equity under applicable accounting standards 46 Subscription rights to Tier 2 instruments 46 Directly issued qualifying Tier 2 instruments plus related capital surplus classified as liabilities under applicable accounting standards 46 Qualifying Tier 2 instruments plus related capital surplus issued by special purpose vehicles and other equivalent entities 48–49 Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2) 47+49 Eligible Tier 2 capital instruments subject to transitional arrangements included in Tier 2: instruments and provisions 47 Instruments issued by bank holding companies and their special purpose vehicles 49 Instruments issued by subsidiaries (excluding bank holding companies’ special purpose vehicles) 50 Total of general allowance for credit losses and eligible provisions included in Tier 2 50a Provision for general allowance for credit losses 50b Eligible provisions Total of items included in Tier 2 capital: instruments and provisions subject to transitional arrangements Amounts equivalent to 45% of unrealized gains on other securities Deferred gains or losses on derivatives under hedge accounting Amounts equivalent to 45% of land revaluation excess 51 Tier 2 capital: instruments and provisions (H) Tier 2 capital: regulatory adjustments 52 Investments in own Tier 2 instruments 53 Reciprocal cross-holdings in Tier 2 instruments

9

Basel III Disclosure Interim Fiscal 2017

4,383 –

2,922 –

7,715 –

1,928 –

Composition of Capital Disclosure (continued) Basel III Template No.

Millions of yen

Items

54 Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued common share capital of the entity (amount above the 10% threshold) 55 Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) Total of items included in Tier 2 capital: regulatory adjustments subject to transitional arrangements Goodwill (net of related tax liability, including those equivalent) Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) 57 Tier 2 capital: regulatory adjustments (I)

September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

–

–

–

–

297

198

22,316

5,579

72,045

／

27,044

／

64,337

／

27,035

／

7,708 76,726

／ ／

9 57,076

／ ／

((H) – (I)) (J)

3,218,839

／

3,002,973

／

((G) + (J)) (K)

17,424,372

／

18,797,370

／

315,627

／

198,780

／

194,611

／

102,895

／

535 116,249

／ ／

210 93,300

／ ／

3,741

／

2,139

／

490 105,206,221

／ ／

233 115,068,833

／ ／

Tier 2 capital (T2) 58 Tier 2 capital (T2) Total capital (TC = T1 + T2) 59 Total capital (TC = T1 + T2) Risk-weighted assets (5) Total of items included in risk-weighted assets subject to transitional arrangements Other intangibles other than goodwill and mortgage servicing rights (net of related tax liability) Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) Net defined benefit asset Investments in own shares (excluding those reported in the Net assets section) Significant investments in the capital banking, financial and insurance entities that are outside the scope of regulatory consolidation (net of eligible short positions) 60 Risk-weighted assets (L)

10

Basel III Disclosure Interim Fiscal 2017

Composition of Capital Disclosure (continued) Basel III Template No.

Items

Millions of yen September 30, 2016

September 30, 2017

Amounts excluded under transitional arrangements

Amounts excluded under transitional arrangements

Capital ratio (consolidated) 61 Common Equity Tier 1 capital ratio (consolidated) ((C) / (L)) 62 Tier 1 capital ratio (consolidated) ((G) / (L)) 63 Total capital ratio (consolidated) ((K) / (L))

12.20% 13.50% 16.56%

／ ／ ／

12.14% 13.72% 16.33%

／ ／ ／

Regulatory adjustments (6) 72 Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting) 73 Significant investments in the common stock of other financials that are below the thresholds for deduction (before risk weighting) 74 Mortgage servicing rights that are below the thresholds for deduction (before risk weighting) 75 Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting)

719,948

／

1,029,360

／

846,193

／

1,000,318

／

1,304

／

5,412

／

42,381

／

64,201

／

185,084

／

205,051

／

265,859

／

283,263

／

181,293

／

130,253

／

364,509

／

370,111

／

994,518

／

828,765

／

–

／

–

／

1,589,984

／

1,324,987

／

–

／

–

／

Provisions included in Tier 2 capital: instruments and provisions (7) 76 Provisions (general allowance for credit losses) 77 Cap on inclusion of provisions (general allowance for credit losses) 78 Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap) (if the amount is negative, report as “nil”) 79 Cap for inclusion of provisions in Tier 2 under internal ratings-based approach Capital instruments subject to transitional arrangements (8) 82 Current cap on AT1 instruments subject to phase out arrangements 83 Amount excluded from AT1 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”) 84 Current cap on T2 instruments subject to transitional arrangements 85 Amount excluded from T2 due to cap (excess over cap after redemptions and maturities) (if the amount is negative, report as “nil”)

Note: Capital instruments, approved by the commissioner of Japanese Financial Services Agency, subject to the provision to Paragraph 12 of Article 8 of the notification of Japanese Financial Services Agency No. 20, 2006, hereinafter referred to as the “FSA Holding Company Capital Adequacy Notification,” are excluded from the calculation of figures stipulated in Paragraph 8, 9-1, and 10-1 of Article 8 of FSA Holding Company Capital Adequacy Notification, for 10 years from March 31, 2013 to March 30, 2023. The approved amount will decrease by 20% each year from March 31, 2019. The amount approved at the end of September, 2016 is ¥1,289,304 million and the amount approved at the end of September, 2017 is ¥1,468,281 million.

11

Basel III Disclosure Interim Fiscal 2017

Explanation on reconciliation between balance sheet items and regulatory capital elements (September 30, 2016 and 2017) Notes: 1. The amounts in the “Composition of capital disclosure” are based on those before considering transitional arrangements and include “Amounts excluded under transitional arrangements” disclosed in “Composition of Capital Disclosure” as well as the amounts included in regulatory capital. In addition, items included in regulatory capital under transitional arrangements are excluded from this table. 2. As of September 30, 2016 and 2017, the regulatory scope of consolidation was the same as the accounting scope of consolidation.

1. Shareholders’ equity (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

Capital stock Capital surplus Retained earnings Treasury stock

2,141,513 1,424,633 8,965,050 (405,538)

Total shareholders’ equity

12,125,658

September 30, 2017

Remarks

2,141,513 1,313,107 9,785,282 (513,312) 12,726,591

(2) Composition of capital Millions of yen Composition of capital disclosure

September 30, 2016

September 30, 2017

Directly issued qualifying common share capital plus related capital surplus and retained earnings

Capital and capital surplus Retained earnings Treasury stock Other than above Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as equity under applicable accounting standards and its breakdown

12

Basel III Disclosure Interim Fiscal 2017

12,125,658 3,566,146 8,965,050 (405,538) –

12,726,591 3,454,620 9,785,282 (513,312) –

Remarks

Basel III Template No.

Shareholders’ equity attributable to common shares (before adjusting national specific regulatory adjustments (earnings to be distributed)) 1a 2 1c Shareholders’ equity attributable to preferred shares with a loss absorbency clause upon entering into effective bankruptcy

–

–

31a

2. Intangible fixed assets (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

Intangible fixed assets Securities Goodwill attributable to equitymethod investees

1,170,308 64,908,413

1,235,406 59,375,903

160,842

135,175

Goodwill attributable to equity-method investees

268,198

282,984

Income taxes related to intangibles other than goodwill and mortgage servicing rights

Income taxes related to above

Remarks

(2) Composition of capital Millions of yen Composition of capital disclosure

September 30, 2016

September 30, 2017

393,926

390,181

Goodwill (net of related tax liability, including those equivalent) Other intangibles other than goodwill and mortgage servicing rights (net of related tax liability) Mortgage servicing rights Amount exceeding the 10% threshold on specified items Amount exceeding the 15% threshold on specified items Mortgage servicing rights that are below the thresholds for deduction (before risk weighting)

Remarks

Basel III Template No. 8

Other intangibles other than goodwill and mortgage servicing rights (software, etc.)

9

664,533 1,304

687,580 5,412

–

–

20

–

–

24

1,304

5,412

74

3. Net defined benefit assets (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

Net defined benefit assets

424,729

681,155

Income taxes related to above

134,105

214,653

Remarks

(2) Composition of capital Millions of yen Composition of capital disclosure

September 30, 2016

September 30, 2017

290,623

466,501

Net defined benefit assets

13

Basel III Disclosure Interim Fiscal 2017

Remarks

Basel III Template No. 15

4. Deferred tax assets (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

Deferred tax assets

113,584

92,388

Deferred tax liabilities Deferred tax liabilities for land revaluation

912,909 125,212

865,944 123,487

268,198

282,984

134,105

214,653

Tax effects on other intangible fixed assets Tax effects on net defined benefit assets

Remarks

(2) Composition of capital Millions of yen Composition of capital disclosure Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability) Deferred tax assets that rely on future profitability arising from temporary differences (net of related tax liability) Amount exceeding the 10% threshold on specified items Amount exceeding the 15% threshold on specified items Deferred tax assets arising from temporary differences that are below the thresholds for deduction (before risk weighting)

14

Basel III Disclosure Interim Fiscal 2017

September 30, 2016

September 30, 2017

Remarks This item does not agree with the amount reported on the balance sheet due to offsetting of assets and liabilities This item does not agree with the amount reported on the balance sheet due to offsetting of assets and liabilities

Basel III Template No.

10

1,337

1,052

42,381

64,201

–

–

21

–

–

25

42,381

64,201

75

5. Deferred gains or losses on derivatives under hedge accounting (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

364,989

96,698

Net deferred gains (losses) on hedging instruments

Remarks

(2) Composition of capital Millions of yen Composition of capital disclosure

September 30, 2016

September 30, 2017

Deferred gains or losses on derivatives under hedge accounting 450,531

108,861

Remarks

Basel III Template No.

Excluding those items whose valuation differences arising from hedged items are recognized as “Total accumulated other comprehensive income”

11

6. Items associated with investments in the capital of financial institutions (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

24,902,251 64,908,413 104,844,873 12,193,211

18,789,047 59,375,903 108,773,485 12,648,737

21,116,570 10,658,207

14,216,919 9,776,173

Trading assets Securities Loans and bills discounted Other assets Trading liabilities Other liabilities

15

Basel III Disclosure Interim Fiscal 2017

Remarks Including trading account securities and derivatives for trading assets Including subordinated loans Including derivatives and investments in the capital Including trading account securities sold and derivatives for trading assets Including derivatives

(2) Composition of capital Millions of yen Composition of capital disclosure

September 30, 2017

14,597 7,291 – 7,305

28,539 18,895 – 9,644

16 37 52

– – – –

– – – –

17 38 53

719,948 – – –

1,029,360 – – –

18 39 54

719,948

1,029,360

72

866,481

1,028,542

–

–

19

– 19,792 496

– 328 27,895

23 40 55

846,193

1,000,318

73

Investments in own capital instruments Common equity Tier 1 capital Additional Tier 1 capital Tier 2 capital Reciprocal cross-holdings in the capital of banking, financial and insurance entities Common equity Tier 1 capital Additional Tier 1 capital Tier 2 capital Investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions, where the bank does not own more than 10% of the issued share capital (amount above 10% threshold) Common equity Tier 1 capital Additional Tier 1 capital Tier 2 capital Non-significant investments in the capital of other financials that are below the thresholds for deduction (before risk weighting) Significant investments in the capital of banking, financial and insurance entities that are outside the scope of regulatory consolidation, net of eligible short positions Amount exceeding the 10% threshold on specified items Amount exceeding the 15% threshold on specified items Additional Tier 1 capital Tier 2 capital Significant investments in the capital of financials that are below the thresholds for deduction (before risk weighting)

16

Basel III Disclosure Interim Fiscal 2017

Remarks

Basel III Template No.

September 30, 2016

7. Non-controlling interests (1) Consolidated balance sheet Millions of yen Consolidated balance sheet items

September 30, 2016

September 30, 2017

1,543,451

1,409,207

Non-controlling interests

Remarks

(2) Composition of capital Millions of yen Composition of capital disclosure Common share capital issued by subsidiaries and held by third parties (amount allowed in group CET1) Qualifying Additional Tier 1 instruments plus related capital surplus issued by special purpose vehicles and other equivalent entities Additional Tier 1 instruments issued by subsidiaries and held by third parties (amount allowed in group AT1) Qualifying Tier 2 instruments plus related capital surplus issued by special purpose vehicles and other equivalent entities Tier 2 instruments issued by subsidiaries and held by third parties (amount allowed in group Tier 2)

17

September 30, 2016

September 30, 2017

144,662

173,524

–

–

Basel III Disclosure Interim Fiscal 2017

Basel III Remarks Template No. After reflecting amounts eligible for inclusion (after Non-controlling interest adjustments) 5 After reflecting amounts eligible for inclusion (after Non-controlling interest adjustments) 30–31ab–32 After reflecting amounts eligible for inclusion (after Non-controlling interest adjustments)

156,862

164,902

34–35 After reflecting amounts eligible for inclusion (after Non-controlling interest adjustments)

–

46

– After reflecting amounts eligible for inclusion (after Non-controlling interest adjustments)

70,893

75,413

48–49

8. Other capital instruments (1) Consolidated balance sheet Consolidated balance sheet items

Millions of yen September 30, 2016

September 30, 2017

Borrowed money Bonds payable

13,856,984 8,969,625

18,070,574 10,319,688

Total

22,826,609

28,390,262

Remarks

(2) Composition of capital Composition of capital disclosure September 30, 2016 Directly issued qualifying Additional Tier 1 instruments plus related capital surplus classified as liabilities under applicable accounting standards 550,000 Directly issued qualifying Tier 2 instruments plus related capital surplus classified as liabilities under applicable accounting standards 757,674

Millions of yen September 30, 2017

Remarks

950,000

32

1,296,099

46

Description of agreements concerning methods of procuring capital Details are shown on the MUFG website (Please see http://www.mufg.jp/english/ir/basel3/)

18

Basel III Disclosure Interim Fiscal 2017

Basel III Template No.

CAPITAL ADEQUACY Capital requirements for credit risk

Billions of yen September 30, 2016

September 30, 2017

6,276.4 4,414.6

6,155.2 4,181.0

3,264.4

3,084.2

36.3 77.4 166.9 370.9 188.4 142.0 0.6 167.3 1,701.4 160.2 145.7 14.5

36.2 73.6 161.0 348.7 183.6 132.8 0.0 160.7 1,812.8 161.2 142.0 19.2

1,039.2 134.0 – 721.2 183.8

1,173.4 187.8 – 769.7 215.9

Capital requirements for exposures relating to funds

201.1

311.9

Required capital for CVA risk

438.3

363.1

Capital requirements for credit risk (excluding equity exposures under the IRB Approach and exposures relating to funds (Note 3)) IRB Approach (excluding securitization exposures) Corporate exposures (excluding specialized lending exposures subject to supervisory slotting criteria) Corporate exposures (specialized lending exposures subject to supervisory slotting criteria) Sovereign exposures Bank exposures Residential mortgage exposures Qualifying revolving retail exposures Other retail exposures Exposures related to unsettled transactions Exposures for other assets Standardized Approach (excluding securitization exposures) Securitization exposures (Note 4) Portfolios under the IRB Approach Portfolios under the Standardized Approach Capital requirements for credit risk of equity exposures under the IRB Approach Market-Based Approach (Simple Risk Weight Method) (Note 5) Market-Based Approach (Internal Models Method) (Note 5) PD/LGD Approach (Note 5) Exposures related to specific items related to components not included in survey items

Required capital for credit risk associated with exposures relating to central counterparty clearing houses Total

38.6

59.9

7,993.8

8,063.8

Notes: 1. Credit risk-weighted assets were calculated using the AIRB Approach. However, as an exemption to this approach, the Standardized Approach is used for calculations with credit risk-weighted assets at some subsidiaries in cases where the figures for such subsidiaries are expected to be minor compared with the total. The IRB Approach is planned to be applied by staggered rollout for the three companies MUFG Americas Holdings Corporation, Bank of Ayudhya Public Company Limited, and Bank of Tokyo-Mitsubishi UFJ (China), Ltd. Since the Basel Committee on Banking Supervision is currently examining comprehensive revisions to regulations on capital adequacy ratio, the timing at which these applications shall take effect shall be decided in line with the direction of new regulations. 2. Capital requirement for portfolios under the IRB Approach is calculated as “credit risk-weighted asset amount x 8% + expected losses.” In this calculation, the credit risk-weighted asset amount is multiplied by the scaling factor of 1.06. Capital requirements for portfolios under the Standardized Approach are calculated as “credit risk-weighted asset amount x 8%.” 3. Exposures to calculate the amount of credit risk-weighted assets as stipulated in Article 145 of the FSA Holding Company Capital Adequacy Notification. 4. Including amounts equivalent to the increase in equity capital resulting from a securitization exposure, as regulatory adjustments applied to equity capital. 5. Exposures to calculate the amount of credit risk-weighted assets as stipulated in Article 144 of the FSA Holding Company Capital Adequacy Notification.

19

Basel III Disclosure Interim Fiscal 2017

Capital requirements for market risk

Billions of yen September 30, 2016

September 30, 2017

44.9 28.0 11.6 5.1 0.1 –

89.7 49.6 36.1 3.9 0.0 –

Standardized Approach Interest rate risk Equity position risk Foreign exchange risk Commodity risk Options transactions Internal Models Approach

106.9

97.3

Total

151.9

187.0

Note: As for market risk, the Internal Models Approach is mainly adopted to calculate general market risk (in some cases the Standardized Approach is adopted) and the Standardized Approach is adopted to calculate specific risk. Stressed value-at-risk is included in the market risk equivalent amount based on the Internal Models Approach.

Capital requirements for operational risk

Billions of yen September 30, 2016

September 30, 2017

Advanced Measurement Approach Standardized Approach Basic Indicator Approach

387.8 – 166.9

394.4 – 180.0

Total

554.7

574.5

Note: Operational risk was calculated using the Advanced Measurement Approach and Basic Indicator Approach.

Consolidated total capital requirements Consolidated total capital requirements 8% of credit risk-weighted assets 8% of the amount included in risk-weighted assets using transitional arrangements Capital requirements for market risk Capital requirements for operational risk 8% of the amount by which the capital floor value, which is obtained by multiplying the risk-weighted asset amount as calculated according to the Former Notification (Note) by a predetermined adjustment factor, exceeds the risk-weighted asset amount as calculated according to the FSA Holding Company Capital Adequacy Notification

Billions of yen September 30, 2016

September 30, 2017

8,416.4 7,063.9 25.2 151.9 554.7

9,205.5 7,186.7 15.9 187.0 574.5

645.8

1,257.1

Note: Hereafter, this refers to Ministry of Finance (MOF) Notification No. 62, 1998, which was based on the provisions of Article 52-25 of the Banking Law of Japan.

20

Basel III Disclosure Interim Fiscal 2017

CREDIT RISK Credit exposure (By customer segment)

Trillions of yen September 30, 2016

September 30, 2017

BTMU, MUTB, MUB Corporate (Domestic) Corporate (Foreign) Americas Europe Asia Others For individuals SL, securitization, etc. Others Other subsidiaries

154.2 51.0 56.3 31.0 12.8 12.5 46.9 20.9 20.4 5.5 8.8

161.5 51.5 62.7 33.0 14.9 14.7 47.3 20.7 22.7 3.9 10.1

MUFG consolidated total

163.0

171.6

(By account) Loans Acceptances and guarantees Foreign exchange Revolving facilities (unused) Market exposure Private bonds SL, securitization, etc. Others MUFG consolidated total

Trillions of yen September 30, 2016

September 30, 2017

99.2 4.8 1.9 28.5 6.5 1.4 20.4 0.2

102.5 5.6 2.3 30.2 6.6 1.4 22.7 0.2

163.0

171.6

Notes: 1. The following abbreviations are used in the tables above: MUFG = Mitsubishi UFJ Financial Group, Inc. BTMU = The Bank of Tokyo-Mitsubishi UFJ, Ltd. MUTB = Mitsubishi UFJ Trust and Banking Corporation MUB = MUFG Union Bank, N.A. SL = Specialized Lending 2. Figures are presented on a managerial basis. Accordingly, they do not correspond to financial figures reported in the consolidated financial statements. 3. In the breakdown by customer segment, exposures extended to corporate customers by MUFG Union Bank, N.A. are included in “Americas” under “Corporate (Foreign).” 4. In the breakdown by account, exposures at Mitsubishi UFJ Securities Holdings Co., Ltd. are included in “Market exposure.”

21

Basel III Disclosure Interim Fiscal 2017

Status of credit risk-weighted assets

Billions of yen September 30, 2016

Internal Ratings Based Approach Corporate and others Corporate exposure (Excluding specialized lending allocated to slot) Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Sovereign exposure Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Financial institution exposure Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Corporate exposure (Specialized lending allocated to slot) Retail Residential mortgage Qualifying revolving retail Other retail Equity Equity exposures under the PD/LGD Approach Equity exposures subject to the Market-Based Approach (simple risk weight method) Exposures relating to funds Others Standardized Approach Transitioned to the IRB Approach Standardized Approach Securitization exposures CVA risk equivalent amount Exposures relating to central counterparty clearing houses Total

22

Basel III Disclosure Interim Fiscal 2017

EAD 252,613.3 217,624.4 91,478.6

Weighted average PD – – 2.3%

Weighted average LGD – – 32.4%

Credit RWA 58,924.7 35,879.4 32,586.4

Weighted average RW 23.3% 16.5% 35.6%

44,146.0 43,027.4 2,746.6 1,558.5 117,473.3 116,689.1 699.4 83.9 0.8 8,365.3 6,270.4 2,029.7 61.3 3.7 307.1

0.1% 0.6% 9.5% 100.0% 0.0% 0.0% 0.5% 10.6% 100.0% 0.3% 0.1% 0.3% 11.7% 100.0% –

35.5% 29.6% 25.2% 35.4% 37.2% 37.3% 32.3% 6.6% 35.4% 31.6% 32.0% 29.9% 33.2% 66.3% –

10,514.5 18,324.9 3,104.9 642.0 933.2 629.7 277.8 25.2 0.4 1,987.6 1,310.8 578.2 97.0 1.4 372.1

23.8% 42.6% 113.0% 41.2% 0.8% 0.5% 39.7% 30.0% 48.6% 23.8% 20.9% 28.5% 158.1% 38.7% 121.2%

20,945.0 13,584.1 4,829.2 2,531.5 7,188.0

2.8% 2.0% 2.3% 7.8% –

42.3% 32.4% 78.9% 25.7% –

5,448.1 3,525.4 1,196.3 726.4 10,691.9

26.0% 26.0% 24.8% 28.7% 148.7%

6,768.8

1.0%

90.0%

9,016.0

133.2%

419.1 2,362.6 4,493.3 33,108.8

– – – –

– – – –

1,675.8 2,484.1 4,421.0 21,268.7

399.8% 105.1% 98.4% 64.2%

21,661.0 11,447.7 9,846.4 7,539.7

– – – –

– – – –

15,454.6 5,814.1 1,826.8 5,479.7

71.3% 50.8% 18.6% 72.7%

4,596.6 307,705.0

– –

– –

483.5 87,983.6

10.5% 28.6%

Corresponding external credit rating (Note 3)

AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default

Status of credit risk-weighted assets (continued)

Billions of yen

September 30, 2017

Internal Ratings Based Approach Corporate and others Corporate exposure (Excluding specialized lending allocated to slot) Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Sovereign exposure Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Financial institution exposure Borrower rating 1–3 Borrower rating 4–9 Borrower rating 10–11 Borrower rating 12–15 Corporate exposure (Specialized lending allocated to slot) Retail Residential mortgage Qualifying revolving retail Other retail Equity Equity exposures under the PD/LGD Approach Equity exposures subject to the Market-Based Approach (simple risk weight method) Exposures relating to funds Others Standardized Approach Transitioned to the IRB Approach Standardized Approach Securitization exposures CVA risk equivalent amount Exposures relating to central counterparty clearing houses Total

EAD 274,298.7 238,346.5 95,819.9

Weighted average PD – – 2.1%

Weighted average LGD – – 33.2%

Credit RWA 59,849.9 34,073.2 30,877.3

Weighted average RW 21.8% 14.3% 32.2%

50,222.3 41,931.0 2,132.4 1,534.1 133,323.7 132,724.9 531.0 67.7 – 8,892.6 6,529.1 2,318.3 41.1 4.1 310.1

0.1% 0.5% 9.0% 100.0% 0.0% 0.0% 0.5% 10.6% – 0.2% 0.1% 0.2% 11.9% 100.0% –

35.8% 30.5% 24.8% 35.4% 37.8% 37.8% 30.5% 11.3% – 32.1% 32.1% 32.0% 35.2% 68.6% –

10,866.2 17,063.5 2,257.3 690.2 893.3 666.3 193.6 33.3 – 1,922.8 1,236.4 613.0 71.2 2.0 379.6

21.6% 40.7% 105.9% 45.0% 0.7% 0.5% 36.5% 49.2% – 21.6% 18.9% 26.4% 173.3% 50.7% 122.4%

20,939.3 13,568.7 4,965.2 2,405.3 7,944.2

2.5% 1.8% 2.1% 7.3% –

42.7% 32.4% 78.5% 27.2% –

5,253.4 3,364.9 1,196.9 691.5 11,969.9

25.1% 24.8% 24.1% 28.8% 150.7%

7,333.5

1.2%

90.0%

9,622.2

131.2%

610.7 2,876.8 4,191.8 38,764.3

– – – –

– – – –

2,347.6 3,826.8 4,726.4 22,661.1

384.4% 133.0% 112.8% 58.5%

24,114.6 14,649.7 10,230.7 6,555.9

– – – –

– – – –

16,058.1 6,602.9 1,835.2 4,539.5

66.6% 45.1% 17.9% 69.2%

5,346.3 335,196.2

– –

– –

749.6 89,635.4

14.0% 26.7%

Corresponding external credit rating (Note 3)

AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default AAA/Aaa~ BBB-/Baa3

BB+/Ba1~ B-/B3

CCC+/Caa1~ Default

Notes: 1. Figures for credit risk-weighted assets (RWA) are presented on a Basel III full implementation basis. Credit RWA under the transitional basis was ¥88,299.2 billion as of September 30, 2016 and ¥89,834.2 billion as of September 30, 2017. 2. The validity of risk parameters such as probability of default, or PD, loss given default, or LGD, or Exposure at Default, or EAD, are verified regularly (at least once a year) through back testing or comparative analysis with external sources. 3. The corresponding external credit ratings are presented in terms of rating symbols from S&P and Moody’s.

23

Basel III Disclosure Interim Fiscal 2017

Movement analysis of credit risk-weighted assets

Trillions of yen

Credit Risk-Weighted Assets, previous period-end (March 31, 2017)

96.7

Parameter updates Borrower ratings movements Stock price movements Foreign exchange movements Credit balance movements Others

(1.7) (1.5) +0.6 +0.0 (1.4) (3.1)

Credit Risk-Weighted Assets, current period-end (September 30, 2017)

89.6

Credit risk exposures and default/past due for more than 3 months exposures (By approach)

Billions of yen

September 30, 2016 Credit risk exposures (Note 1) Loans, etc. (Note 2)

Debt securities

OTC derivatives

Total

IRB Approach Standardized Approach

136,358.2 28,590.1

49,662.1 3,582.9

5,589.4 3,135.3

259,060.8 43,035.4

Total

164,948.3

53,245.1

8,724.8

302,096.3 Billions of yen

September 30, 2017 Credit risk exposures (Note 1) Loans, etc. (Note 2)

Debt securities

OTC derivatives

Total

IRB Approach Standardized Approach

149,717.9 32,566.2

40,930.8 4,592.7

4,605.2 2,612.1

274,962.3 50,328.0

Total

182,284.2

45,523.6

7,217.4

325,290.4

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures. 3. Regarding on balance sheet exposures to loans and debt securities, etc., and off balance sheet exposures to commitments, etc., no significant disparity was observed between the interim term-end position and the average risk positions during this period.

24

Basel III Disclosure Interim Fiscal 2017

(By geographic area)

Billions of yen September 30, 2016 Credit risk exposures (Note 1)

Default/past due for more than 3 months exposures

(Note 2)

Debt securities

OTC derivatives

Total

(Note 3)

Domestic Foreign

109,037.4 55,910.8

44,770.8 8,474.2

6,766.0 1,958.7

222,861.7 79,234.6

1,899.8 363.4

Total

164,948.3

53,245.1

8,724.8

302,096.3

2,263.2

Loans, etc.

Billions of yen September 30, 2017 Credit risk exposures (Note 1)

Default/past due for more than 3 months exposures

(Note 2)

Debt securities

OTC derivatives

Total

(Note 3)

Domestic Foreign

119,630.9 62,653.2

35,952.3 9,571.3

5,505.2 1,712.2

236,377.8 88,912.6

1,854.1 295.5

Total

182,284.2

45,523.6

7,217.4

325,290.4

2,149.7

Loans, etc.

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures. 3. Figures for exposures past due for three months or more or default exposures correspond to exposures as of the period-end where the amount of the credit risk-weighted asset is computed assuming default in cases subject to the IRB Approach, and exposures where the amount of the credit riskweighted asset is computed assuming past-due loan exposure in cases subject to the Standardized Approach. Figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 4. Geographic area refers to the locations of MUFG or our subsidiaries or the head and branch offices of our subsidiaries.

25

Basel III Disclosure Interim Fiscal 2017

(By type of industry)

Billions of yen September 30, 2016 Credit risk exposures (Note 1)

(Note 2)

Debt securities

OTC derivatives

Total

(Note 3)

22,091.9 12,336.2 1,639.2 31,325.0 12,364.8 8,125.3 5,234.1 22,286.9 18,059.1 31,485.3

742.4 214.3 31.7 1,347.1 218.1 172.0 205.7 – 46,606.3 3,707.2

895.7 438.6 19.0 4,117.9 219.1 169.0 387.1 0.0 55.5 2,422.4

27,116.7 14,233.1 1,848.0 48,578.7 12,930.1 8,747.9 6,398.3 23,119.0 106,804.6 52,319.6

786.9 291.6 27.9 16.8 62.4 88.8 79.3 424.9 0.0 484.1

164,948.3

53,245.1

8,724.8

302,096.3

2,263.2

Loans, etc. Manufacturing Wholesale and retail Construction Finance and insurance Real estate Services Transport Individuals Governments and local authorities Others Total

Default/past due for more than 3 months exposures

Billions of yen September 30, 2017 Credit risk exposures (Note 1)

(Note 2)

Debt securities

OTC derivatives

Total

(Note 3)

22,512.7 12,611.9 1,740.8 31,149.9 13,078.9 8,928.2 5,613.6 23,169.7 27,166.3 36,311.7

796.3 222.6 22.6 1,161.6 204.2 211.1 201.4 – 37,761.8 4,941.5

667.9 262.0 14.2 3,545.4 150.2 144.8 280.9 1.9 35.0 2,114.6

27,752.6 14,803.3 1,985.3 50,269.1 13,578.7 9,575.7 6,610.2 24,038.2 116,211.7 60,465.1

845.4 295.0 21.7 7.3 40.7 74.1 63.2 368.6 – 433.2

182,284.2

45,523.6

7,217.4

325,290.4

2,149.7

Loans, etc. Manufacturing Wholesale and retail Construction Finance and insurance Real estate Services Transport Individuals Governments and local authorities Others Total

Default/past due for more than 3 months exposures

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures. 3. Figures for exposures past due for three months or more or default exposures correspond to exposures as of the period-end where the amount of the credit risk-weighted asset is computed assuming default in cases subject to the IRB Approach, and exposures where the amount of the credit riskweighted asset is computed assuming past-due loan exposure in cases subject to the Standardized Approach. Figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 4. Exposures held by certain subsidiaries whose credit risk-weighted assets are considered minor relative to the overall total are included in the “Others” category.

26

Basel III Disclosure Interim Fiscal 2017

(By residual contractual maturity)

Billions of yen September 30, 2016 Credit risk exposures (Note 1) (Note 2)

Debt securities

OTC derivatives

Total

45,882.7 22,751.2 19,950.2 6,885.5 17,549.6 51,928.7

13,209.1 7,760.2 6,820.9 4,331.4 17,606.5 3,516.7

1,043.7 1,827.1 1,125.8 396.4 1,183.7 3,147.8

75,868.8 32,559.8 27,936.7 11,620.2 36,388.6 117,722.0

164,948.3

53,245.1

8,724.8

302,096.3

Loans, etc. Due in 1 year or less Due over 1 year to 3 years Due over 3 years to 5 years Due over 5 years to 7 years Due over 7 years Others (Note 3) Total

Billions of yen September 30, 2017 Credit risk exposures (Note 1) (Note 2)

Debt securities

OTC derivatives

Total

45,986.5 24,618.1 20,326.3 6,498.3 18,588.4 66,266.4

13,760.3 6,967.0 3,989.1 3,242.2 12,969.9 4,594.8

1,104.6 1,560.4 1,008.8 197.3 736.6 2,609.5

80,686.3 33,310.4 25,354.6 9,948.4 32,349.4 143,640.9

182,284.2

45,523.6

7,217.4

325,290.4

Loans, etc. Due in 1 year or less Due over 1 year to 3 years Due over 3 years to 5 years Due over 5 years to 7 years Due over 7 years Others (Note 3) Total

Notes: 1. Figures are without taking into account the effects of credit risk mitigation techniques. Furthermore, figures do not include any securitization exposures, exposures relating to funds, or exposures relating to central counterparty clearing houses. 2. Loans, etc., include loans, commitments and other non-derivative off balance sheet exposures. 3. The “Others” category includes exposures of indeterminate maturity, etc. Exposures held by certain subsidiaries whose credit risk-weighted assets are considered minor relative to the overall total are included in the “Others” category.

27

Basel III Disclosure Interim Fiscal 2017

General allowance for credit losses, specific allowance for credit losses and allowance for loans to specific foreign borrowers (Balances by geographic area)

Millions of yen September 30, 2016

General allowance for credit losses Specific allowance for credit losses Domestic Foreign Allowance for loans to specific foreign borrowers

661,320 263,608 144,836 118,772

Total

925,288

358

Change from March 31, 2016 89,631 (221,969) (201,873) (20,096) 39 (132,297)

September 30, 2017 640,604 200,646 117,576 83,070 694 841,946

(Balances by type of industry)

Change from March 31, 2017 (103,291) (12,418) 6,249 (18,668) 306 (115,404) Millions of yen

September 30, 2016 General allowance for credit losses Specific allowance for credit losses Manufacturing Wholesale and retail Construction Finance and insurance Real estate Services Transport Individuals Governments and local authorities Others Allowance for loans to specific foreign borrowers

661,320 263,608 61,031 30,639 2,253 3,780 7,411 7,875 21,931 15,270 0 113,413

Total

925,288

358

Change from March 31, 2016 89,631 (221,969) (196,786) (21,291) (1,669) (5,235) (1,386) (4,047) 2,894 (1,062) (7) 6,623 39 (132,297)

September 30, 2017 640,604 200,646 24,779 32,133 1,689 1,097 4,668 6,921 11,020 15,109 – 103,226 694 841,946

Change from March 31, 2017 (103,291) (12,418) 865 4,967 (320) (3,026) (1,446) 169 (463) 192 – (13,356) 306 (115,404)

Notes: 1. Although the specific allowance for credit losses does not include the allowance relating to any securitization exposures and exposures relating to funds, the allowance relating to these exposures is not excluded from both the general allowance for credit losses and the allowance for loans to specific foreign borrowers, owing to the fact that MUFG does not manage provisioning with respect to each asset class based on Basel III. 2. Industry classifications apply primarily to allowances related to exposures held by The Bank of Tokyo-Mitsubishi UFJ and Mitsubishi UFJ Trust and Banking (both on a non-consolidated basis). The bulk of provisions relating to exposures held by other subsidiaries is included in the “Others” category.

28

Basel III Disclosure Interim Fiscal 2017

Loan charge-offs (By type of industry)

Millions of yen FY2016 1H

FY2017 1H

Manufacturing Wholesale and retail Construction Finance and insurance Real estate Services Transport Individuals Governments and local authorities Others

5,498 3,495 279 (0) 374 1,663 84 6,007 – 19,177

1,120 3,305 115 2,988 203 357 248 8,107 – 19,418

Total

36,579

35,866

Note: Figures do not include loan charge-offs related to securitization exposures or exposures relating to funds.

29

Basel III Disclosure Interim Fiscal 2017

Balances by risk weight category of exposures under the Standardized Approach

Billions of yen

September 30, 2016

September 30, 2017

Balances

Balances for which risk weights are determined by external rating

Balances

Balances for which risk weights are determined by external rating

Risk weight: 0% Risk weight: 10% Risk weight: 20% Risk weight: 35% Risk weight: 50% Risk weight: 75% Risk weight: 100% Risk weight: 150% Risk weight: 625% Risk weight: 937.5% Risk weight: 1,250% Others (Note 3)

5,486.3 73.9 5,044.8 3,040.7 461.6 3,162.8 16,434.5 79.9 0.0 – 2.2 1.9

2,685.1 – 4,887.6 – 456.3 – 393.0 0.4 – – – –

7,636.0 88.3 5,866.1 3,917.9 476.6 3,808.4 16,886.7 84.1 0.0 – 0.0 –

3,708.9 – 5,690.8 – 466.6 – 401.4 0.1 – – – –

Total

33,789.2

8,422.6

38,764.3

10,268.0

Notes: 1. Figures are taking into account the effects of credit risk mitigation techniques. 2. Figures do not contain any securitization exposures. 3. “Others” includes investment funds leveraged by debt loans, etc., for which the weighted average risk weight was 128% as of September 30, 2016, and 0% as of September 30, 2017.

Exposures subject to the IRB Approach: specialized lending exposures subject to supervisory slotting criteria and equity exposures subject to the Market-Based Approach (simple risk weight method)

Billions of yen

September 30, 2016

September 30, 2017

Specialized lending exposures subject to supervisory slotting criteria Risk weight: 50% Risk weight: 70% Risk weight: 90% Risk weight: 95% Risk weight: 115% Risk weight: 120% Risk weight: 140% Risk weight: 250% Risk weight: 0%

307.1 29.4 128.5 20.8 1.4 22.3 14.4 37.9 52.0 –

310.1 20.8 76.2 68.5 – 31.6 59.3 7.8 45.6 –

Equity exposures subject to the Market-Based Approach (simple risk weight method) Risk weight: 300% Risk weight: 400%

419.1 95.6 323.5

610.7 228.1 382.6

30

Basel III Disclosure Interim Fiscal 2017

Exposures subject to the IRB Approach: corporate exposures

Billions of yen

September 30, 2016 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

24,287.1 13,364.4 2,239.1 176.3

45.12% 36.39% 7.31% 58.62%

4,532.2 2,706.2 203.6 32.4

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.10% 0.62% 9.51% 100.00%

35.48% 29.60% 25.24% 35.40%

– – – 32.37%

23.82% 42.59% 113.05% 41.19%

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

44,146.0 43,027.4 2,746.6 1,558.5

28,655.0 35,458.3 2,379.3 1,422.6

15,490.9 7,569.0 367.2 135.8

September 30, 2016

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Billions of yen September 30, 2017 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

27,220.3 12,696.1 369.9 282.6

41.68% 34.63% 50.58% 54.53%

4,619.5 2,390.8 199.4 82.7

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.09% 0.51% 9.01% 100.00%

35.78% 30.48% 24.78% 35.39%

– – – 32.07%

21.64% 40.69% 105.86% 44.99%

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

50,222.3 41,931.0 2,132.4 1,534.1

34,258.2 35,143.5 1,745.7 1,297.2

15,964.0 6,787.4 386.6 236.9

September 30, 2017

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Notes: 1. Figures exclude specialized lending exposures subject to supervisory slotting criteria and any exposures relating to funds. 2. Weighted average PD and weighted average LGD represent weighted average figures based on EAD. 3. RW stands for risk weight. Risk weight is calculated by dividing the amount of credit risk-weighted assets by EAD, and does not include any expected losses. Note that credit risk-weighted asset amounts are multiplied by 1.06.

31

Basel III Disclosure Interim Fiscal 2017

Exposures subject to the IRB Approach: sovereign exposures

Billions of yen

September 30, 2016 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

1,312.5 97.4 – –

53.39% 58.92% – –

11,854.4 31.5 0.7 –

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.00% 0.53% 10.65% 100.00%

37.27% 32.34% 6.58% 35.35%

– – – 31.68%

0.54% 39.72% 30.05% 48.62%

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

116,689.1 699.4 83.9 0.8

104,133.8 610.4 83.2 0.8

12,555.2 88.9 0.7 –

September 30, 2016

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Billions of yen September 30, 2017 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

1,381.2 68.1 10.7 –

50.22% 55.25% 55.25% –

27,346.1 13.3 0.6 –

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.00% 0.47% 10.56% –

37.82% 30.50% 11.26% –

– – – –

0.50% 36.47% 49.20% –

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

132,724.9 531.0 67.7 –

104,685.0 479.9 61.0 –

28,039.9 51.0 6.6 –

September 30, 2017

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

32

Basel III Disclosure Interim Fiscal 2017

Exposures subject to the IRB Approach: bank exposures

Billions of yen

September 30, 2016 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

456.6 101.4 0.0 –

47.42% 16.00% 0.00% –

2,159.2 961.4 42.2 –

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.08% 0.25% 11.69% 100.00%

32.05% 29.95% 33.21% 66.32%

– – – 63.40%

20.91% 28.49% 158.09% 38.71%

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

6,270.4 2,029.7 61.3 3.7

3,894.6 1,036.5 19.0 3.7

2,375.7 993.1 42.2 –

September 30, 2016

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Billions of yen September 30, 2017 EAD On balance sheet EAD

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

580.0 381.4 – –

49.04% 33.41% 0.00% –

2,298.6 952.1 28.0 –

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

0.07% 0.20% 11.89% 100.00%

32.09% 31.99% 35.25% 68.63%

– – – 64.80%

18.94% 26.44% 173.28% 50.72%

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

6,529.1 2,318.3 41.1 4.1

3,945.9 1,238.7 13.0 4.1

2,583.1 1,079.5 28.0 –

September 30, 2017

Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

33

Basel III Disclosure Interim Fiscal 2017

Exposures subject to the IRB Approach: equity exposures under PD/LGD Approach

Billions of yen

September 30, 2016 Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Amount of exposures

Weighted average PD

Weighted average RW

4,272.8 2,412.3 28.6 54.9

0.07% 0.22% 7.52% 100.00%

109.40% 146.66% 517.11% 1,192.50% Billions of yen

September 30, 2017 Credit rating Borrower ratings 1–3 Borrower ratings 4–9 Borrower ratings 10–11 Borrower ratings 12–15

Amount of exposures

Weighted average PD

Weighted average RW

4,620.9 2,621.0 15.2 76.2

0.07% 0.18% 8.04% 100.00%

107.98% 138.94% 531.62% 1,192.50%

Note: Figures exclude any equity exposures based on calculations where credit risk-weighted asset values are assessed using the Market-Based Approach.

34

Basel III Disclosure Interim Fiscal 2017

Exposures subject to the IRB Approach: retail exposures

Billions of yen

September 30, 2016 EAD On balance sheet EAD

Residential mortgage Non-defaulted Defaulted

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

13,671.8 13,503.4 168.4

13,533.8 13,367.5 166.3

138.0 135.8 2.1

– – –

– – –

138.0 135.8 2.1

Qualifying revolving retail Non-defaulted Defaulted

4,829.2 4,767.4 61.7

1,625.5 1,563.9 61.5

3,203.7 3,203.5 0.2

20,222.1 20,220.2 1.9

15.27% 15.27% 0.00%

115.5 115.3 0.2

Other retail (non-business) Non-defaulted Defaulted

1,312.6 1,171.7 140.9

526.6 388.5 138.1

785.9 783.1 2.7

3,728.4 3,725.7 2.7

12.01% 12.02% 0.08%

338.1 335.3 2.7

Other retail (business-related) Non-defaulted Defaulted

1,225.8 1,220.9 4.8

1,090.5 1,085.8 4.7

135.2 135.1 0.1

358.8 358.8 –

7.16% 7.16% –

109.5 109.4 0.1

September 30, 2016

Residential mortgage Non-defaulted Defaulted Qualifying revolving retail Non-defaulted Defaulted Other retail (non-business) Non-defaulted Defaulted Other retail (business-related) Non-defaulted Defaulted

35

Basel III Disclosure Interim Fiscal 2017

Number of pools

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

109 79 30

2.05% 0.83% 99.97%

32.36% 32.35% 32.55%

– – 30.82%

25.95% 25.99% 23.19%

82 63 19

2.30% 1.04% 100.00%

78.91% 78.89% 80.22%

– – 84.68%

24.77% 25.09% 0.28%

151 86 65

11.89% 1.29% 100.00%

33.01% 31.05% 49.35%

– – 49.00%

35.01% 37.90% 11.00%

48 35 13

3.39% 3.00% 100.00%

17.63% 17.47% 58.45%

– – 59.32%

21.77% 21.83% 6.17%

Exposures subject to the IRB Approach: retail exposures (continued)

Billions of yen

September 30, 2017 EAD On balance sheet EAD

Residential mortgage Non-defaulted Defaulted

Off balance sheet EAD Amount of undrawn commitments

Weighted average factor on undrawn commitments

Other off balance sheet EAD

13,644.5 13,501.9 142.5

13,531.1 13,390.2 140.9

113.3 111.7 1.6

– – –

– – –

113.3 111.7 1.6

Qualifying revolving retail Non-defaulted Defaulted

4,965.2 4,905.6 59.5

1,675.4 1,616.0 59.3

3,289.7 3,289.5 0.1

20,863.2 20,861.4 1.7

15.01% 15.01% 0.00%

158.1 157.9 0.1

Other retail (non-business) Non-defaulted Defaulted

1,288.5 1,158.5 129.9

505.6 377.7 127.8

782.8 780.8 2.0

3,681.7 3,679.2 2.4

12.79% 12.80% 0.08%

311.8 309.7 2.0

Other retail (business-related) Non-defaulted Defaulted

1,121.9 1,118.5 3.3

1,015.3 1,012.1 3.2

106.6 106.4 0.1

126.5 126.5 –

19.49% 19.49% –

81.9 81.7 0.1

September 30, 2017

Residential mortgage Non-defaulted Defaulted Qualifying revolving retail Non-defaulted Defaulted Other retail (non-business) Non-defaulted Defaulted Other retail (business-related) Non-defaulted Defaulted

Number of pools

Weighted average PD

Weighted average LGD

Weighted average EL default

Weighted average RW

108 79 29

1.83% 0.80% 99.86%

32.41% 32.41% 32.45%

– – 30.51%

24.80% 24.78% 26.43%

76 59 17

2.14% 0.95% 100.00%

78.46% 78.46% 79.10%

– – 84.03%

24.11% 24.40% 0.28%

151 90 61

11.17% 1.21% 100.00%

35.08% 33.37% 50.33%

– – 49.95%

35.19% 37.98% 10.33%

50 34 16

2.90% 2.61% 100.00%

18.02% 17.91% 52.85%

– – 53.13%

21.23% 21.26% 9.86%

Note: In cases where purchased receivables are included, the weighted average PD reflects not only the PD but also a figure for which the annual expected loss corresponding to the dilution risk is prorated.

36

Basel III Disclosure Interim Fiscal 2017

Comparison of estimated and actual losses for exposures subject to the IRB Approach

Corporate exposures FY2012 actual losses FY2012 estimated losses Initial EAD Estimated weighted average PD Estimated weighted average LGD FY2013 actual losses FY2013 estimated losses Initial EAD Estimated weighted average PD Estimated weighted average LGD FY2014 actual losses FY2014 estimated losses Initial EAD Estimated weighted average PD Estimated weighted average LGD FY2015 actual losses FY2015 estimated losses Initial EAD Estimated weighted average PD Estimated weighted average LGD FY2016 actual losses FY2016 estimated losses Initial EAD Estimated weighted average PD Estimated weighted average LGD FY2016: Discussion of the factors

108,263

Sovereign exposures

Bank exposures

Equity exposures under PD/LGD Approach

Residential mortgage exposures

Qualifying revolving retail exposures

Other retail exposures

–

121

21,068

13,823

7,377

951,689 71,463,314

25,146 88,940,300

20,163 10,391,449

5,194 672,201

206,700 14,064,062

142,764 4,788,117

157,993 4,022,364

3.91%

0.08%

0.58%

0.86%

3.52%

3.97%

9.37%

34.13%

37.94%

33.47%

90.00%

41.83%

75.17%

35.19%

–

182

76,814

(133)

Millions of yen

(139)

(1,339)

11,191

4,378

896,608 77,051,135

29,833 91,958,666

15,405 10,189,751

6,223 765,530

163,665 13,900,410

128,347 4,278,958

130,934 3,679,324

3.69%

0.09%

0.46%

0.90%

3.33%

3.91%

8.56%

31.82%

35.82%

32.05%

90.00%

35.76%

76.66%

32.61%

–

894

140,541

(148)

(4,559)

10,181

2,251

762,636 82,577,996

14,766 94,674,332

10,437 11,472,423

4,541 788,896

123,061 13,867,539

110,812 4,165,724

113,637 3,439,214

2.93%

0.04%

0.27%

0.64%

2.67%

3.62%

8.04%

31.88%

36.39%

32.95%

90.00%

33.58%

73.72%

33.12%

–

22,089

3,855

11,688

837

142,299

(222)

753,653 91,673,490

8,920 108,137,300

10,202 12,988,376

25,009 6,663,614

105,744 13,756,527

98,340 4,151,148

99,979 3,233,323

2.61%

0.02%

0.24%

0.42%

2.39%

3.16%

7.44%

31.81%

36.70%

32.49%

90.00%

32.46%

74.75%

32.80%

–

1,246

2,623

14,865

979

37,051

(142)

712,966 94,703,811

7,577 109,666,157

10,867 12,789,766

58,763 5,552,653

97,174 13,568,766

88,059 4,750,015

72,516 2,595,035

2.32%

0.02%

0.25%

1.18%

2.19%

2.40%

7.35%

32.82%

37.39%

33.35%

90.00%

32.98%

77.36%

25.69%

Actual losses on exposures were lower than initial estimated losses, reflecting repayments on defaulted exposures and other factors such as loan normalization.

Note: Actual losses include the following amounts related to defaulted exposures: write-offs against allowances, losses on the disposal of claims, debt forgiveness or loan waivers, and impairment losses on securities. Actual losses incurred by Mitsubishi UFJ Trust and Banking Corporation equal the aggregate figures for the banking account and for trust accounts for which repayment of the principal to the customers is guaranteed.

37

Basel III Disclosure Interim Fiscal 2017

CREDIT RISK MITIGATION Exposures subject to application of credit risk mitigation techniques

Billions of yen September 30, 2016

Portfolios under the AIRB Approach Corporate exposures Sovereign exposures Bank exposures Residential mortgage exposures Qualifying revolving retail exposures Other retail exposures Portfolios under the Standardized Approach

Eligible financial collateral ／ ／ ／ ／ ／ ／ ／ 9,145.8

Guarantees

Credit derivatives

6,325.5 4,911.4 805.3 275.9 – – 332.7

243.0 217.3 21.4 4.2 – – –

191.6

– Billions of yen

September 30, 2017

Portfolios under the AIRB Approach Corporate exposures Sovereign exposures Bank exposures Residential mortgage exposures Qualifying revolving retail exposures Other retail exposures Portfolios under the Standardized Approach

Eligible financial collateral ／ ／ ／ ／ ／ ／ ／ 11,003.1

Guarantees

Credit derivatives

5,971.3 4,414.7 1,127.2 129.0 – – 300.3

295.8 287.9 2.8 5.0 – – –

211.5

–

Note: Eligible financial collateral includes collateral for repo transactions but does not include deposits in our banks subject to on balance sheet netting.

38

Basel III Disclosure Interim Fiscal 2017

DERIVATIVE TRANSACTIONS AND LONG SETTLEMENT TRANSACTIONS Matters relating to counterparty credit risk

Billions of yen September 30, 2016

September 30, 2017

Aggregated gross replacement costs

11,346.2

8,496.1

Credit equivalent amounts prior to credit risk mitigation benefits due to collateral Foreign exchange and gold Interest rate Equity Precious metals (except gold) Other commodities Credit derivative Long settlement transactions Netting benefits due to close-out netting agreements (Note 2)

8,725.5 8,692.1 7,879.0 235.3 – 67.7 354.8 0.6 (8,504.2)

7,224.2 8,000.5 5,331.9 356.1 – 33.5 329.3 6.7 (6,834.1)

1,884.3 1,233.5 330.9 319.7

1,857.2 1,247.6 415.9 193.6

Credit equivalent amounts after credit risk mitigation benefits due to collateral

6,258.8

5,160.2

Notional principal amount of credit derivatives included in calculation of credit equivalent amounts Purchased credit protection through credit default swaps Purchased credit protection through total return swaps Purchased credit protection through credit options Purchased other credit protection Provided credit protection through credit default swaps Provided credit protection through total return swaps Provided credit protection through credit options Provided other credit protection

5,946.9 3,080.9 88.0 – – 2,777.8 – – –

6,026.7 3,209.4 – – – 2,817.2 – – –

797.7

859.6

Collateral held Deposits Marketable securities Others

Notional principal amount of credit derivatives used for credit risk mitigation purposes

Notes: 1. Credit equivalent amounts are calculated using the Current Exposure Method. 2. These benefits are equal to the figure obtained by subtracting credit equivalent amounts prior to credit risk mitigation benefits due to collateral from the sum of aggregated gross replacement costs and total gross add-ons.

Derivative transaction exposure

Billions of yen September 30, 2016

September 30, 2017

Derivative transactions not settled with central counterparty clearing houses

8,724.8

7,217.4

Derivative transactions settled with central counterparty clearing houses OTC derivatives Exchange traded derivatives

3,923.0 3,507.9 415.0

4,693.2 4,123.6 569.5

12,647.8

11,910.6

Total Note: Figures in the above table show exposures used in the calculation of credit risk-weighted assets.

39

Basel III Disclosure Interim Fiscal 2017

SECURITIZATION EXPOSURES (Subject to calculation of credit risk-weighted assets) Information on underlying assets

Billions of yen September 30, 2016

FY2016 1H Cumulative amount of underlying assets in default or contractually past due 3 months or more

Amount of underlying assets at period-end (Note 1) Underlying assets relating to retained securitization exposures at the end of this period

Underlying assets relating to securitization transactions during this period with no retained securitization exposures

Underlying assets relating to securitization transactions during this period with no retained securitization exposures

Losses on underlying assets incurred during this period

(Note 3)

(Note 4)

(Note 2)

Underlying assets relating to retained securitization exposures at the end of this period

946.9 946.9 – – –

– – – – –

1.4 1.4 – – –

– – – – –

0.3 0.3 – – –

– – – – –

– – – – –

– – – – –

– – – – –

– – – – –

Sponsor of asset-backed commercial paper (ABCP) program Residential mortgage Apartment loan Credit card receivables Account receivables Leasing receivables Other assets

23,085.3 38.3 – 3,020.8 9,224.1 2,141.9 8,659.9

– – – – – – –

294.5 0.0 – 26.0 250.7 6.9 10.8

406.5 0.2 – 71.5 279.6 15.0 39.9

171.3 20.0 – 23.4 59.2 6.9 61.6

Total as an originator

24,032.2

–

296.0

406.5

171.6

Traditional securitizations (asset transfer type) Residential mortgage Apartment loan Credit card receivables Other assets Synthetic securitizations Residential mortgage Apartment loan Credit card receivables Other assets

40

Basel III Disclosure Interim Fiscal 2017

Information on underlying assets (continued)

Billions of yen

September 30, 2017

FY2017 1H Cumulative amount of underlying assets in default or contractually past due 3 months or more

Amount of underlying assets at period-end (Note 1)

Underlying assets relating to retained securitization exposures at the end of this period

Underlying assets relating to securitization transactions during this period with no retained securitization exposures

Underlying assets relating to securitization transactions during this period with no retained securitization exposures

Losses on underlying assets incurred during this period

(Note 3)

(Note 4)

(Note 2)

Underlying assets relating to retained securitization exposures at the end of this period

828.6 828.6 – – –

– – – – –

1.1 1.1 – – –

– – – – –

0.1 0.1 – – –

24.7 – – – 24.7

– – – – –

– – – – –

– – – – –

– – – – –

Sponsor of asset-backed commercial paper (ABCP) program Residential mortgage Apartment loan Credit card receivables Account receivables Leasing receivables Other assets

27,560.6 34.5 – 2,888.5 11,035.6 2,509.4 11,092.4

– – – – – – –

286.9 0.0 – 10.7 245.9 12.1 17.9

438.7 0.4 – 83.9 237.0 47.7 69.5

204.8 – – 23.0 69.0 9.6 103.0

Total as an originator

28,414.0

–

288.0

438.7

204.9

Traditional securitizations (asset transfer type) Residential mortgage Apartment loan Credit card receivables Other assets Synthetic securitizations Residential mortgage Apartment loan Credit card receivables Other assets

Notes: 1. The amount of underlying assets relating to sponsor of ABCP programs includes underlying assets related to ABCP programs sponsored by multiple financial institutions, including certain consolidated subsidiaries of MUFG. 2. The amount of underlying assets refers only to those cases in which the securitization exposures associated with a securitization conducted during this period were wholly transferred to third parties. 3. Figures show cumulative totals for this period of underlying assets either in default or contractually past due 3 months or more arising from securitization transactions in cases where the securitization exposures associated with a transaction conducted during this period were wholly transferred to third parties, or where no exposure was retained at the end of this period from a securitization conducted during this period due to related maturity. 4. Losses with traditional or synthetic securitizations are based on the projected accounting losses for holding the underlying assets without conducting the relevant securitization. With regard to the sponsor of ABCP programs, since it is extremely rare for such schemes to result in losses on any related retained securitization exposure, it is difficult to obtain generally relevant information relating to losses as based on certain definitions. These figures therefore aggregate cases where actual economic losses have been recognized with cases where the loss has been valued on the same basis as the underlying defaulted assets. Losses on underlying assets relating to sponsor of ABCP programs differ from losses incurred by MUFG.

41

Basel III Disclosure Interim Fiscal 2017

Information on underlying assets (continued)

Billions of yen FY2016 1H

FY2017 1H

Cumulative amount of underlying assets securitized during the period

Recognized gains or losses in this period arising from securitization transactions

Cumulative amount of underlying assets securitized during the period

Recognized gains or losses in this period arising from securitization transactions

– – – – –

– – – – –

–

– – – – – ／

42.9

– – – – – ／

– – – –

／ ／ ／ ／

– – – 42.9

／ ／ ／ ／

Sponsor of asset-backed commercial paper (ABCP) program Residential mortgage Apartment loan Credit card receivables Account receivables Leasing receivables Other assets

69,774.2 – – 6,552.3 57,169.4 862.4 5,189.9

／ ／ ／ ／ ／ ／ ／

80,021.4 35.3 – 6,543.4 65,256.3 701.2 7,484.9

／ ／ ／ ／ ／ ／ ／

Total as an originator

69,774.2

–

80,064.3

–

Traditional securitizations (asset transfer type) Residential mortgage Apartment loan Credit card receivables Other assets Synthetic securitizations Residential mortgage Apartment loan Credit card receivables Other assets

(Amount of assets held for the purpose of securitization) There were no assets held for the purpose of securitization transactions as of September 30, 2016 and 2017.

42

Basel III Disclosure Interim Fiscal 2017

Information on securitization exposures retained (By type of underlying asset)

Billions of yen

September 30, 2016

Amount of securitization exposures subject to a risk weight of 1,250%

Amount of securitization exposures that have been deducted from Tier 1 capital (Amount equivalent to increase in capital)

(Note 2)

(Note 1)

Amount of securitization exposures Other than re-securitization exposure

Re-securitization exposure

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

Total as an originator Traditional securitizations (asset transfer type) Residential mortgage Apartment loan Credit card receivables Other assets

4,825.2

747.2

–

–

0.0

14.1

479.2 479.2 – – –

– – – – –

– – – – –

– – – – –

0.0 0.0 – – –

14.1 14.1 – – –

Synthetic securitizations Residential mortgage Apartment loan Credit card receivables Other assets

– – – – –

– – – – –

– – – – –

– – – – –

– – – – –

– – – – –

4,346.0 34.9 – 723.5 1,164.6 499.5 1,923.3

747.2 – – 293.7 389.3 41.9 22.1

– – – – – – –

– – – – – – –

– – – – – – –

4,208.1 1,321.4 52.7 124.8 2,158.8 550.2

– – – – – –

65.7 – – – 64.6 1.0

– – – – – –

12.5 – 0.7 – – 11.8

– – – – – – – ／ ／ ／ ／ ／ ／

Sponsor of asset-backed commercial paper (ABCP) program Residential mortgage Apartment loan Credit card receivables Account receivables Leasing receivables Other assets As an investor Residential mortgage Apartment loan Credit card receivables Corporate loans Other assets

43

Basel III Disclosure Interim Fiscal 2017

Information on securitization exposures retained (By type of underlying asset) (continued)

Billions of yen

September 30, 2017

Amount of securitization exposures subject to a risk weight of 1,250%

Amount of securitization exposures that have been deducted from Tier 1 capital (Amount equivalent to increase in capital)

(Note 2)

(Note 1)

Amount of securitization exposures Other than re-securitization exposure

Re-securitization exposure

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

Total as an originator Traditional securitizations (asset transfer type) Residential mortgage Apartment loan Credit card receivables Other assets

5,442.5

565.3

–

–

2.3

14.4

477.1 477.1 – – –

– – – – –

– – – – –

– – – – –

0.0 0.0 – – –

14.4 14.4 – – –

Synthetic securitizations Residential mortgage Apartment loan Credit card receivables Other assets

24.7 – – – 24.7

– – – – –

– – – – –

– – – – –

– – – – –

– – – – –

4,940.6 28.7 – 901.6 1,425.7 620.1 1,964.3

565.3 – – 197.4 310.4 21.0 36.3

– – – – – – –

– – – – – – –

2.3 – – – – – 2.3

4,216.3 1,369.7 91.6 135.3 1,991.2 628.2

– – – – – –

6.4 – 0.1 – 6.3 –

– – – – – –

14.1 – 1.4 – 0.0 12.5

– – – – – – – ／ ／ ／ ／ ／ ／

Sponsor of asset-backed commercial paper (ABCP) program Residential mortgage Apartment loan Credit card receivables Account receivables Leasing receivables Other assets As an investor Residential mortgage Apartment loan Credit card receivables Corporate loans Other assets

Notes: 1. The amount of securitization exposures that have been deducted from Tier 1 capital (amount equivalent to increase in capital) counts as common equity Tier 1 capital: regulatory adjustments as stipulated by Article 5 of the FSA Holding Company Capital Adequacy Notification, and includes any gains on disposal of the underlying assets relating to the securitization. 2. Figures listed refer to the amounts of exposures subject to a 1,250% risk weight as stipulated in Article 225 of the FSA Holding Company Capital Adequacy Notification. Securitization exposures subject to a 1,250% risk weight include cases where the credit risk-weighted assets computed using the Supervisory Formula exceed 1,250% or where a rating is lower than a certain threshold when calculating credit risk-weighted assets under the RatingsBased Approach.

(Securitization exposures subject to early amortization provisions retained) In line with the provisions of Articles 230 & 248 of the FSA Holding Company Capital Adequacy Notification, as of September 30, 2016 and 2017, there were no securitization exposures subject to early amortization treatment that are retained by external investors and are used to calculate credit risk-weighted assets.

44

Basel III Disclosure Interim Fiscal 2017

(Amount of securitization exposures retained and the associated capital requirement for these exposures broken down into a number of risk weight bands)

Billions of yen

September 30, 2016 Other than re-securitization exposure Amount of securitization exposures

Total as an originator Traditional securitizations (asset transfer type) Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% Synthetic securitizations Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% Sponsor of asset-backed commercial paper (ABCP) program Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% As an investor Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250%

45

Basel III Disclosure Interim Fiscal 2017

Capital requirement

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

4,825.2 479.2 – – 419.9 46.9 12.3 0.0

747.2 – – – – – – –

92.7 37.1 – – 27.7 5.5 3.8 0.0

5.5 – – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

4,346.0 3,893.4 117.9 209.4 110.9 14.2 –

747.2 731.9 7.5 7.2 0.4 – –

55.6 24.6 2.7 11.3 13.4 3.3 –

5.5 4.6 0.2 0.5 0.0 – –

4,208.1 4,118.6 62.7 10.3 1.8 6.0 8.4

– – – – – – –

46.5 30.2 1.6 0.7 0.2 4.6 8.9

– – – – – – –

(Amount of securitization exposures retained and the associated capital requirement for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

September 30, 2016 Re-securitization exposure Amount of securitization exposures

Capital requirement

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

– – – – – – – –

– – – – – – – –

– – – – – – – –

– – – – – – – –

Synthetic securitizations Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

– – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

Sponsor of asset-backed commercial paper (ABCP) program Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

– – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

65.7 63.5 1.1 1.0 – – –

– – – – – – –

1.3 1.0 0.0 0.1 – – –

– – – – – – –

Total as an originator Traditional securitizations (asset transfer type) Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

As an investor Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

46

Basel III Disclosure Interim Fiscal 2017

(Amount of securitization exposures retained and the associated capital requirement for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

September 30, 2017 Other than re-securitization exposure Amount of securitization exposures

Total as an originator Traditional securitizations (asset transfer type) Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% Synthetic securitizations Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% Sponsor of asset-backed commercial paper (ABCP) program Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250% As an investor Risk weight: to 20% Risk weight: over 20% to 50% Risk weight: over 50% to 100% Risk weight: over 100% to 250% Risk weight: over 250% under 1,250% Risk weight: 1,250%

47

Basel III Disclosure Interim Fiscal 2017

Capital requirement

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

5,442.5 477.1 – 66.2 368.8 35.3 6.6 0.0

565.3 – – – – – – –

90.1 32.3 – 2.5 23.3 4.2 2.1 0.0

5.4 – – – – – – –

24.7 18.7 6.0 – – – –

– – – – – – –

0.2 0.1 0.1 – – – –

– – – – – – –

4,940.6 4,552.6 173.5 84.8 122.7 4.4 2.3

565.3 556.4 8.3 0.3 0.0 – –

57.4 28.3 4.5 4.8 18.7 0.9 –

5.4 5.2 0.1 0.0 0.0 – –

4,216.3 4,091.2 50.3 58.8 – 6.2 9.7

– – – – – – –

51.0 29.6 1.5 4.6 – 4.8 10.2

– – – – – – –

(Amount of securitization exposures retained and the associated capital requirement for these exposures broken down into a number of risk weight bands) (continued)

Billions of yen

September 30, 2017 Re-securitization exposure Amount of securitization exposures

Capital requirement

On balance sheet

Off balance sheet

On balance sheet

Off balance sheet

– – – – – – – –

– – – – – – – –

– – – – – – – –

– – – – – – – –

Synthetic securitizations Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

– – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

Sponsor of asset-backed commercial paper (ABCP) program Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

– – – – – – –

– – – – – – –

– – – – – – –

– – – – – – –

6.4 5.0 1.4 – – – –

– – – – – – –

0.1 0.0 0.1 – – – –

– – – – – – –

Total as an originator Traditional securitizations (asset transfer type) Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

As an investor Risk weight: to 30% Risk weight: over 30% to 150% Risk weight: over 150% to 350% Risk weight: over 350% to 500% Risk weight: over 500% under 1,250% Risk weight: 1,250%

(Application of credit risk mitigation methods to re-securitization exposures) Not applicable as of September 30, 2016 and 2017.

48

Basel III Disclosure Interim Fiscal 2017

SECURITIZATION EXPOSURES (Subject to calculation of market risk equivalent amount) Information on underlying assets There were no securitization exposures during the first half of the fiscal year ended March 31, 2017 and as of September 30, 2016, and during the first half of the fiscal year ending March 31, 2018 and as of September 30, 2017.

(Amount of assets held for the purpose of securitization) There were no assets held for the purpose of securitization transactions as of September 30, 2016 and 2017.

Information on securitization exposures retained (By type of underlying asset) There were no assets held as an originator as of September 30, 2016 and 2017. Billions of yen September 30, 2016

As an investor Residential mortgage Apartment loan Credit card receivables Corporate loans Other assets

September 30, 2017

Amount of securitization exposures that have been Amount of deducted from securitization exposures Tier 1 capital Capital (Amount deductions related to equivalent to increase in securitization Other than capital) exposures resecuritization Resecuritization exposures exposures (Note 1) (Note 2) ／ 17.4 0.0 – ／ 0.0 0.0 – ／ 0.0 0.0 – 6.2 5.1 6.0

0.0 0.0 0.0

／ ／ ／

– – –

Amount of securitization exposures that have been Amount of deducted from securitization exposures Tier 1 capital Capital (Amount deductions related to equivalent to Other than increase in securitization resecuritization Resecuritization capital) exposures exposures exposures (Note 1) (Note 2) ／ 9.5 – – ／ 0.0 – – ／ 0.0 – – 0.3 7.3 1.8

– – –

／ ／ ／

– – –

Notes: 1. The amount of securitization exposures that have been deducted from Tier 1 capital (amount equivalent to increase in capital) counts as deductions from basic (Tier 1) items of the capital amount, as stipulated by Article 5 of the FSA Holding Company Capital Adequacy Notification, and includes any gains on disposal of the underlying assets relating to the securitization. 2. Figures listed refer to capital deductions as stipulated in Article 280-5, Paragraph 2 of the FSA Holding Company Capital Adequacy Notification.

(Securitization exposures subject to early amortization provisions as an originator) There were no securitization exposures subject to early amortization provisions as an originator as of September 30, 2016 and 2017.

49

Basel III Disclosure Interim Fiscal 2017

(Amount of securitization exposures retained and the associated capital requirement for these exposures broken down into a number of risk weight bands) There was no securitization exposure as an originator as of September 30, 2016 and 2017. Billions of yen September 30, 2016 Other than re-securitization exposure

As an investor Risk weight: to 1.6% Risk weight: over 1.6% to 4% Risk weight: over 4% to 8% Risk weight: over 8% to 20% Risk weight: over 20% under 100% Risk weight: 100%

Re-securitization exposure

Amount of securitization exposures

Capital requirement

Amount of securitization exposures

Capital requirement

17.4 17.4 0.0 0.0 0.0 0.0 0.0

0.2 0.2 0.0 0.0 0.0 0.0 0.0

– – – – – – –

– – – – – – – Billions of yen

September 30, 2017 Other than re-securitization exposure

As an investor Risk weight: to 1.6% Risk weight: over 1.6% to 4% Risk weight: over 4% to 8% Risk weight: over 8% to 20% Risk weight: over 20% under 100% Risk weight: 100%

Re-securitization exposure

Amount of securitization exposures

Capital requirement

Amount of securitization exposures

Capital requirement

9.5 9.5 0.0 0.0 0.0 0.0 0.0

0.1 0.1 0.0 0.0 0.0 0.0 0.0

– – – – – – –

– – – – – – –

(Securitization exposures subject to measurement of comprehensive risk) There were no securitization exposures subject to measurement of comprehensive risk as of September 30, 2016 and 2017.

50

Basel III Disclosure Interim Fiscal 2017

LIQUIDITY RISK Major liquid assets

Billions of yen September 30, 2016

September 30, 2017

MUFG Cash and deposits Domestic securities Japanese government bonds Municipal bonds Corporate bonds Foreign bonds Domestic equity securities Foreign equity securities Others Subtotal (Less) Assets pledged Total

MUFG BTMU

MUTB

BTMU

MUTB

57,245.0 32,093.1 26,784.3 913.9 4,394.9 25,772.7 4,787.8 144.6 5,947.8

46,489.3 24,258.5 19,841.7 725.9 3,690.9 17,758.7 3,741.9 144.9 3,615.4

9,945.1 6,442.8 5,831.8 39.9 571.0 7,717.5 926.3 0.1 1,404.3

MUSHD 1,081.0 1,509.9 1,218.9 148.1 142.9 299.0 168.4 0.0 925.2

69,634.2 28,955.2 22,875.7 1,353.3 4,726.2 21,627.3 6,189.7 246.9 7,686.2

55,780.4 23,448.9 18,099.8 1,252.8 4,096.3 13,509.4 4,523.9 136.2 4,422.4

12,628.2 3,910.2 3,678.4 0.1 231.8 7,971.5 1,101.1 111.5 2,035.9

MUSHD 1,792.7 1,713.6 1,205.0 100.5 408.1 149.4 623.2 0.0 1,223.7

125,991.0 (34,051.5)

96,008.8 (24,833.2)

26,436.0 (8,763.8)

3,983.5 (1,348.3)

134,339.5 (25,784.5)

101,821.1 (18,017.8)

27,758.4 (7,245.0)

5,502.7 (1,297.4)

91,939.5

71,175.5

17,672.1

2,635.2

108,555.0

83,803.3

20,513.4

4,205.3

Notes: 1. Investment securities in the above table comprise securities available-for-sale, securities being-held-to-maturity and trading securities that have a quoted market value. 2. Assets pledged represent securities pledged as collateral primarily for borrowings, bills sold, foreign exchange transactions, and futures transactions. 3. Figures in the above table do not represent high quality liquid assets under the Basel III regulatory regime. 4. Figures under MUFG reflect intergroup eliminations. Accordingly, these figures do not represent the sum of figures for the major operating entities. 5. The following abbreviations are used in the tables above: MUFG = Mitsubishi UFJ Financial Group, Inc. BTMU = The Bank of Tokyo-Mitsubishi UFJ, Ltd. MUTB = Mitsubishi UFJ Trust and Banking Corporation MUSHD = Mitsubishi UFJ Securities Holdings Co., Ltd.

51

Basel III Disclosure Interim Fiscal 2017

Pledged Assets Cash and due from banks Trading assets Securities Loans and bills discounted Total

Millions of yen September 30, 2016

September 30, 2017

6,568 173,343 5,252,867 6,295,467

5,071 151,563 1,217,299 14,540,321

11,728,247

15,914,255

567,000 27,639 10,832,112 18,657 801 129,116

630,362 20,999 14,751,389 8,693 10,227 11,495

Liabilities correspond to the pledged assets above Deposits Trading liabilities Borrowed money Bonds payable Other liabilities Acceptances and guarantees

In addition to the above, the following assets were pledged for foreign exchange transactions or futures transactions. Millions of yen Cash and due from banks Monetary claims bought Trading assets Securities Loans and bills discounted

September 30, 2016

September 30, 2017

4,297 606,676 166,756 7,419,503 6,339,450

7,289 – 527,715 8,958,567 6,971,559

Assets sold under repurchase agreements or loaned under securities lending transactions backed by cash pledges are as follows. Millions of yen September 30, 2016

September 30, 2017

Trading assets Securities

1,713,497 19,474,970

1,954,145 12,962,813

Total

21,188,467

14,916,958

Corresponding payables Payables under repurchase agreements Payables under securities lending transactions

12,877,468 5,294,227

9,296,690 2,455,497

52

Basel III Disclosure Interim Fiscal 2017

MARKET RISK Value-at-risk (VaR): maximum, minimum and average values by disclosure period and period-end • VaR for trading activities

Billions of yen FY2016 1H

Average Overall Interest rate Yen U.S. dollar Foreign exchange Equities Commodities Less diversification effect

19.20 20.93 13.58 10.33 10.97 1.90 0.01 (14.61)

Maximum

Minimum

30.10 28.08 21.25 12.79 16.59 4.78 0.16 –

12.96 16.83 7.99 8.63 7.99 1.03 0.00 –

FY2017 1H Sept. 30, 2016

14.38 17.64 10.85 8.81 8.73 2.51 0.00 (14.50)

Average

Maximum

Minimum

17.52 15.46 9.74 8.46 7.69 5.72 0.20 –

11.37 11.90 4.70 4.73 4.42 0.97 0.00 –

13.29 13.39 6.76 6.56 5.27 1.80 0.02 (7.19)

Sept. 30, 2017

13.85 14.38 7.11 6.33 5.14 1.05 0.00 (6.72)

Assumptions for VaR calculations: Historical simulation method Holding period: 10 business days Confidence interval: 99% Observation period: 701 business days • The maximum and minimum VaR overall and for various risk categories were taken from different days. • Figures for stressed VaR are not included.

Stressed VaR: maximum, minimum and average values by disclosure period and period-end Billions of yen FY2016 1H Stressed VaR

FY2017 1H

Average

Maximum

Minimum

Sept. 30, 2016

Average

Maximum

Minimum

Sept. 30, 2017

25.28

57.11

11.31

19.48

16.24

26.87

9.88

18.02

Assumptions for VaR calculations: Historical simulation method Holding period: 10 business days Confidence interval: 99% Stressed VaR has been measured from October 2011.

The amount of required capital related to additional risk and comprehensive risk as of the period-end, as well as the maximum, minimum and average values for the amount of required capital for additional risk and comprehensive risk during the disclosure period Not applicable in the first half of the fiscal year ended March 31, 2017 and the first half of the fiscal year ending March 31, 2018.

53

Basel III Disclosure Interim Fiscal 2017

Movement analysis of market risk-weighted assets Market risk-weighted assets increased by ¥0.2 trillion from March 31, 2017 mainly due to increases in the VaR based on the Internal Models Approach and the equity position risk. Trillions of yen Market risk-weighted assets, previous period-end (March 31, 2017)

2.13

Internal Models Approach

+0.15 VaR

+0.12

Stressed VaR

+0.02

Standardized Approach

+0.05 Interest rate risk

+0.01

Equity position risk

+0.08

Foreign exchange risk

+0.00

Others

(0.05)

Market risk-weighted assets, current period-end (September 30, 2017)

2.33

Results of market risk backtesting and explanations of any actual trading losses significantly in excess of VaR Market Risk Backtesting

Market Risk Backtesting

(Oct. 2015–Sept. 2016)

(Oct. 2016–Sept. 2017) Billions of Yen

Case of losses exceeding VaR: 0

10

12

Daily profit/loss

Daily profit/loss

12

Billions of Yen

8 6 4

Case of losses exceeding VaR: 0

10 8 6 4 2

2 0

0

-2

-2

-4

-4

-6

-6

-8

-8

- 10

- 10 - 12

- 12 0

2

4

6

8

10

VaR

12

0

2

4

6

8

10

12

Note: Actual trading losses were within the range of VaR throughout the period studied.

VaR Note: Actual trading losses were within the range of VaR throughout the period studied.

VaR and Daily Profit/Loss for Trading Activities

VaR and Daily Profit/Loss for Trading Activities

(Oct. 2015–Sept. 2016)

(Oct. 2016–Sept. 2017) Billions of Yen

12 10 8 6 4 2 0 -2 -4 -6 -8 -10 -12

Daily profit/loss

VaR shown on a negative scale Oct. 2015

Sept. 2016

Note: Actual trading losses were within the range of VaR throughout the period studied. 54 Basel III Disclosure Interim Fiscal 2017

Billions of Yen 12 10 8 6 4 2 0 -2 -4 -6 -8 -10 -12

Daily profit/loss

VaR shown on a negative scale Oct. 2016

Sept. 2017

Note: Actual trading losses were within the range of VaR throughout the period studied.

OPERATIONAL RISK Movement analysis of operational risk-weighted assets Operational risk-weighted assets increased ¥0.45 trillion from March 31, 2017, reflecting an increase of ¥0.37 trillion resulting primarily from the incorporation of data regarding external losses based on the Advanced Measurement Approach, and an increase of ¥0.07 trillion based on the Basic Indicator Approach. Trillions of yen Operational risk-weighted assets, previous period-end (March 31, 2017)

6.73

Advanced Measurement Approach

0.37 Internal Fraud

0.08

External Fraud

0.00

Employment Practices and Workplace Safety

0.21

Clients, Products, and Business Practices*

0.06

Damage to Physical Assets

0.00

Business Disruption and System Failures

0.00

Execution, Delivery and Process Management

0.01

Basic Indicator Approach

0.07

Operational risk-weighted assets, current period-end (September 30, 2017)

7.18

* Includes loss on repayment of excess interest in the consumer finance operations of Group subsidiaries.

EQUITY EXPOSURES IN BANKING BOOK Amount on consolidated balance sheet and market values

Billions of yen

September 30, 2016

Exposures to publicly traded equities (Note 1) Equity exposures other than above (Note 2) Total

September 30, 2017 Market value

Amount on consolidated balance sheet

Market value

4,769.4

4,769.4

5,818.6

5,818.6

197.7

–

221.8

–

4,967.2

–

6,040.5

–

Amount on consolidated balance sheet

Notes: 1. Figures only count Japanese and foreign equities held within securities available-for-sale with quoted market value. 2. Figures only count Japanese and foreign equities held within securities available-for-sale whose market values are not readily determinable.

Cumulative gains or losses arising from sales or write-offs of equity exposures FY2016 1H

FY2017 1H

Gains on sales

Losses on sales

Write-offs

Gains on sales

Losses on sales

Write-offs

82,635

(27,193)

(11,407)

65,790

(9,681)

(1,094)

Equity exposures

Note: Figures refer to net gains or losses on equity securities within net non-recurring gains or losses.

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Millions of yen

Basel III Disclosure Interim Fiscal 2017

Unrealized gains or losses recognized on consolidated balance sheet but not on consolidated statement of income

Billions of yen

September 30, 2016

Equity exposures

September 30, 2017

Acquisition cost

Amount on consolidated balance sheet

Unrealized gains or losses

Acquisition cost

Amount on consolidated balance sheet

Unrealized gains or losses

2,709.2

4,769.4

2,060.2

2,627.2

5,818.6

3,191.4

Note: Figures only count Japanese and foreign equities held within securities available-for-sale with quoted market value.

Unrealized gains or losses not recognized either on consolidated balance sheet or on consolidated statement of income Not applicable as of September 30, 2016 and 2017.

EXPOSURES RELATING TO FUNDS Exposures relating to funds

Billions of yen September 30, 2016

September 30, 2017

2,362.6 2,312.8

2,876.8 2,792.3

29.2

51.5

19.7

25.3

–

–

0.6 0.1

2.7 4.8

Exposures relating to funds Exposures where fund components are identifiable (look-through approach) (Note 1) Exposures not included above where equity exposures constitute majority of total value of fund components (Note 2) Exposures not included in any categories above where investment mandates of funds are known (Note 3) Exposures not included in any categories above where the internal models approach is applied (Note 4) Exposures not included in any categories above where there is a high probability of the weighted average risk weight applied to fund components being less than 400% (Note 5)

Exposures not included in any categories above (Note 5) Notes: 1. 2. 3. 4. 5.

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As stipulated in Paragraph 1 of Article 145 of the FSA Holding Company Capital Adequacy Notification. As stipulated in Paragraph 2 of Article 145 of the FSA Holding Company Capital Adequacy Notification. As stipulated in Paragraph 3 of Article 145 of the FSA Holding Company Capital Adequacy Notification. As stipulated in Paragraph 4 of Article 145 of the FSA Holding Company Capital Adequacy Notification. As stipulated in Paragraph 5 of Article 145 of the FSA Holding Company Capital Adequacy Notification.

Basel III Disclosure Interim Fiscal 2017

INTEREST RATE RISK IN THE BANKING BOOK (IRRBB) Decline in economic values estimated with interest rate shocks applied to internal risk management • VaR for non-trading activities

Billions of yen FY2016 1H

FY2017 1H

Average

Maximum

Minimum

Sept. 30, 2016

Average

Maximum

Minimum

Sept. 30, 2017

Interest rate Yen U.S. dollar Euro

458.2 318.5 261.5 92.8

528.5 345.1 289.3 114.2

377.8 281.2 221.4 68.3

385.7 282.2 223.7 76.3

306.8 243.5 150.9 56.9

330.1 253.5 174.1 95.1

270.1 233.0 116.5 28.9

309.3 239.0 150.3 64.1

Equities

222.7

240.8

185.3

230.1

256.2

271.9

204.4

204.4

Overall

510.6

564.5

441.9

450.7

404.2

440.5

363.1

381.9

Assumptions for VaR calculations: Historical simulation method Holding period: 10 business days Confidence interval: 99% Observation period: 701 business days • The maximum and minimum VaR overall and for various risk categories were taken from different days. • The equity-related risk figures do not include market risk exposure from our strategic equity portfolio.

Outlier ratio Outlier ratio

September 30, 2016

September 30, 2017

9.14%

7.26%

Assumptions for outlier ratio calculations: Measurement method: Interest rate sensitivity method Interest rate shock range: 1st and 99th percentile of observed interest changes using a one-year holding period and five-year observation period

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Basel III Disclosure Interim Fiscal 2017

COMPOSITION OF LEVERAGE RATIO DISCLOSURE Millions of yen Corresponding Corresponding line No. on line No. on Basel III Basel III disclosure disclosure template template (Table 1) Item September 30, 2016 (Table 2) On-balance sheet exposures (1) 1 On-balance sheet exposures before deducting adjustments items 246,117,128 1a 1 Total assets reported in the consolidated balance sheet 293,677,194 1b 2 The amount of assets of subsidiaries that are not included in the scope of the leverage ratio on a consolidated basis – 1c 7 The amount of assets of subsidiaries that are included in the scope of the leverage ratio on a consolidated basis (except those included in the total assets reported in the consolidated balance sheet) – 1d 3 The amount of assets that are deducted from the total assets reported in the consolidated balance sheet (except adjustment items) (47,560,066) 2 7 The amount of adjustment items pertaining to Tier 1 capital (990,939) 3 Total on-balance sheet exposures (a) 245,126,188 Exposures related to derivatives transactions (2) 4 Replacement cost associated with derivatives transactions, etc. 5,969,878 5 Add-on amount associated with derivatives transactions, etc. 5,991,695 The amount of receivables arising from providing cash margin in relation to derivatives transactions, etc. 1,876,153 6 The amount of receivables arising from providing cash margin, provided where deducted from the consolidated balance sheet pursuant to the operative accounting framework 129,634 7 The amount of deductions of receivables (out of those arising from providing cash variation margin) (783,414) 8 The amount of client-cleared trade exposures for which a bank or bank holding company acting as clearing member ／ is not obliged to make any indemnification 9 Adjusted effective notional amount of written credit derivatives 3,052,084 10 The amount of deductions from effective notional amount of written credit derivatives (2,074,802) 11 4 Total exposures related to derivative transactions (b) 14,161,228 Exposures related to repo transactions (3) 12 The amount of assets related to repo transactions, etc. 13,647,251 13 The amount of deductions from the assets above (line 12) (2,259,873) 14 The exposures for counterparty credit risk for repo transactions, etc. 1,013,770 ／ 15 The exposures for agent repo transactions 16 5 Total exposures related to repo transactions, etc. (c) 12,401,148 Exposures related to off-balance sheet transactions (4) 17 Notional amount of off-balance sheet transactions 89,665,339 18 The amount of adjustments for conversion in relation to offbalance sheet transactions (61,735,686) 19 6 Total exposures related to off-balance sheet transactions (d) 27,929,652 Leverage ratio on a consolidated basis (5) 20 The amount of capital (Tier 1 capital) (e) 14,205,532 21 8 Total exposures ((a) + (b) + (c) + (d)) (f) 299,618,217 22 Leverage ratio on a consolidated basis ((e)/(f)) 4.74%

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Basel III Disclosure Interim Fiscal 2017

September 30, 2017 260,897,892 305,468,828 –

–

(44,570,936) (1,337,253) 259,560,638 4,395,449 6,705,001 2,367,784

53,774 (693,018)

／ 2,931,693 (2,333,380) 13,427,305 19,511,380 (2,975,437) 1,020,482 ／ 17,556,424 92,807,724 (62,595,210) 30,212,514 15,794,397 320,756,883 4.92%

CHANGES IN THE CONSOLIDATED LIQUIDITY COVERAGE RATIO FROM THE PREVIOUS QUARTER The consolidated liquidity coverage ratio has remained stable over the past two years, since the Liquidity Coverage Ratio Regulations took effect at MUFG on a consolidated basis. Millions of yen, % Item High-Quality Liquid Assets (1) 1

FY2017 Q2 ／

Total high-quality liquid assets (HQLA)

Cash Outflows (2)

／

FY2017 Q1 ／

96,358,555

／ 93,062,153

Total unweighted value

Total weighted value

Total unweighted value

Total weighted value

2 3 4

Cash outflows related to unsecured retail funding Stable deposits Less stable deposits

85,953,443 18,226,014 67,721,393

7,335,296 553,056 6,782,240

84,776,772 17,681,897 67,089,270

7,255,580 536,532 6,719,048

5 6 7

92,497,094 95,431

54,291,153 23,858

92,097,914 102,786

53,613,384 25,697

8

Cash outflows related to unsecured wholesale funding Qualifying operational deposits Cash outflows related to unsecured wholesale funding other than qualifying operational deposits and debt securities Debt securities

49,387,151 4,880,144

Cash outflows related to secured funding, etc.

1,682,211

87,392,441 4,602,686 ／

48,985,001 4,602,686

9

87,521,519 4,880,144 ／ 43,740,992 3,284,282 10,033 40,446,677

12,639,991 3,284,282 10,033 9,345,676

44,611,570 3,295,858 11,275 41,304,437

13,192,614 3,295,858 11,275 9,885,481

10 Cash outflows related to derivative transactions, etc., funding programs, credit and liquidity facilities 11 Cash outflows related to derivative transactions, etc. 12 Cash outflows related to funding programs 13 Cash outflows related to credit and liquidity facilities 14 Cash outflows related to contractual funding obligations, etc. 15 Cash outflows related to contingencies 16 Total cash outflows Cash Inflows (3)

1,542,773

5,941,461

3,766,013

6,328,797

3,630,860

71,369,865 ／

862,295 80,576,959

73,355,793 ／

80,087,992

Total unweighted value

Total weighted value

Total unweighted value

Total weighted value

852,782

17 Cash inflows related to secured lending, etc.

13,061,619

1,608,478

13,829,386

1,562,615

18 Cash inflows related to collection of loans, etc.

15,804,895

10,786,951

15,656,512

10,737,268

19 Other cash inflows

6,927,565

1,936,222

5,332,766

1,775,584

20 Total cash inflows

35,794,078

14,331,651

34,818,664

14,075,467

／

／

／

／

21 Total HQLA allowed to be included in the calculation

／

96,358,555

／

93,062,153

22 Net cash outflows

／

66,245,307

／

66,012,525

23 Consolidated liquidity coverage ratio (LCR)

／

145.4

／

140.9

Consolidated Liquidity Coverage Ratio (4)

24 The number of data used to calculate the average value

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Basel III Disclosure Interim Fiscal 2017

62

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EVALUATION OF THE CONSOLIDATED LIQUIDITY COVERAGE RATIO LEVEL MUFG’s consolidated liquidity coverage ratio is well above the minimum requirement.

Minimum requirement for the consolidated liquidity coverage ratio % 2017

2018

After 2019

80.0

90.0

100.0

MUFG does not expect the outlook for the consolidated liquidity coverage ratio to diverge significantly from the current level. The actual value of the consolidated liquidity coverage ratio does not differ significantly from the initial projection.

COMPOSITION OF THE TOTAL HQLA ALLOWED TO BE INCLUDED IN THE CALCULATION There are no significant changes in the location and composition of the HQLA allowed to be included in the calculation in terms of currency, asset type and other attributes. There are no significant currency imbalances between the total HQLA allowed to be included in the calculation and the net cash outflows in major currencies (currencies for which total liabilities denominated in any given currency account for 5% or more of MUFG’s total liabilities on a consolidated basis).

OTHER MATTERS CONCERNING THE CONSOLIDATED LIQUIDITY COVERAGE RATIO 1. MUFG has adopted the Special Provisions Pertaining to Qualifying Operational Deposits under Article 28 of the FSA Holding Company Liquidity Coverage Ratio Notification. The scope of application of the Special Provisions Pertaining to Qualifying Operational Deposits and the Valuation Method for Qualifying Operational Deposits are as follows. a. Scope of application of the Special Provisions Pertaining to Qualifying Operational Deposits MUFG has applied the Special Provisions Pertaining to Qualifying Operational Deposits to certain borrowings from the trust assets (trust accounts) of pension funds and other entities, as part of its custody services. b. Valuation Method for Qualifying Operational Deposits MUFG periodically conducts a valuation of qualifying operational deposits assuming a certain amount of deposits will remain in trust accounts. 2. MUFG has not applied “the minimum required amount of additional pledged assets upon a change in fair value based on the Scenario Approach” on a consolidated basis, under Article 37 of the FSA Holding Company Liquidity Coverage Ratio Notification. 3. MUFG has included cash outflows related to small consolidated subsidiaries in other contractual cash outflows under Article 59 of the FSA Holding Company Liquidity Coverage Ratio Notification. 4. When calculating the consolidated liquidity coverage ratio (daily average value), daily data is not used for the following items, etc. a. “Cash outflows related to small consolidated subsidiaries” of MUFG Monthly or quarterly data is used. b. Qualified current assets, financial outflow, and financial inflow for some overseas offices Monthly data is used.

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Basel III Disclosure Interim Fiscal 2017

TOP RISK MUFG and its major subsidiaries control risk by taking a preventative approach of identifying the top risks and establishing the necessary countermeasures in advance. If risks do materialize, the situation is managed so as to enable a flexible response. Moreover, senior management discusses top risk to share risk awareness and develop effective countermeasures.

Major top risks Risks

Risk Scenarios* (examples)

Decline in Profitability (Including Decline in Profitability of Net Interest Income)

• Decline in profitability of net interest income due to negative interest rate policy. • Decline in overall profitability due to constraints on balance sheet size caused by regulatory factors.

Risk of Foreign Currency Liquidity

• Depletion of foreign currency liquidity or significant increase in its cost due to deterioration of market conditions.

Increase in Credit Costs

• Globally, concerns about concentration risk may be heightened against the backdrop of low interest rates globally, the influx of money due to quantitative easing, and the tendency of financial institutions to chase yields. This may push up inter-risk correlation and sensitivity in the credit portfolio to an unprecedented degree, causing an increase in credit costs.

Risk of Information Technology

• Customer information leakage and reputational damage due to cyber-attack. • Payment of compensation costs and reputational damage due to system failure.

Risk Associated with Money • Regulatory issues such as the infringement of anti-money laundering regulations or applicable Laundering or Economic Sanctions regulations related to economic sanctions could lead to legal actions such as business suspension or civil fines, and reputational damage. * The risk scenarios outlined in the above table are some of the risk scenarios discussed at the Corporate Risk Management Committee meeting in September 2017 and reported to the Board of Directors. Some of the scenarios are general ones and may not be unique to MUFG.

Concept of top risks • Risks are defined as the losses that the Company would incur as a result of each risk scenario materializing. The materiality of a risk is determined based on the impact and probability of risk occurrence (external and internal factors). • Risks that MUFG believes require priority attention over the next one year period are defined as top risks (including risk events having the potential to have a relatively high probability of occurrence. Moreover, including risks that are not only limited to the quantifiable ones, but those that could materially affect MUFG’s business in the future because of possible adverse effects on MUFG’s strategies or reputation). • The Company creates a risk map to comprehensively grasp specified top risks, and makes use of it for preventative risk management. Note: The table shown above only describes some of the risks that MUFG believes are material. Please note that other risks not identified in the above table could materially affect MUFG’s operating results. Please refer to other disclosure materials such as Securities Report, Quarterly Securities Report, Form 20-F, and Form 6-K for more details on MUFG’s and its subsidiaries’ risk information.

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Basel III Disclosure Interim Fiscal 2017

NET OPERATING PROFITS/RISK-WEIGHTED ASSETS BY BUSINESS GROUP Billions of yen Retail Banking Net operating profits (Note 1) Change from fiscal 2016 1H

124.9 20.6

Corporate Banking 173.8 (29.3)

Global Banking

Trust Assets

Global Markets

MUFG consolidated total

206.9 1.1

33.8 4.1

207.2 (39.9)

688.8 (27.4)

Risk-weighted assets (Note 2) Change from March 31, 2017

10,012.5 (303.0)

27,760.4 (2,159.6)

40,220.7 (3,264.2)

1,600.3 384.6

11,965.1 240.3

Credit risks Change from March 31, 2017

8,626.9 (304.3)

26,760.9 (2,111.3)

37,383.9 (3,401.7)

1,007.6 397.1

9,080.1 384.2

89,834.2 (7,072.1)

Market risks Change from March 31, 2017

10.4 (6.6)

162.9 (5.3)

2,212.9 (162.0)

2,338.1 202.4

429.7 (7.1)

672.1 18.1

7,181.8 447.2

Operational risks Change from March 31, 2017

1,375.2 7.9

111.7 19.5 887.8 (67.8)

5.6 (10.8) 2,831.1 148.4

115,068.8 1,082.4

Notes: 1. Managerial figures based on settlement rates. The consolidated total for MUFG includes figures from head office and others. Corporate Banking excludes overseas Japanese corporate business. 2. Risk-weighted assets by business group are managerial figures that are broken down financial accounting figures.

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Basel III Disclosure Interim Fiscal 2017