Commission Implementing Regulation (EU) 2017/309 of 23 February 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of insurance and reinsuranceText with EEA relevance.

Commission Implementing Regulation (EU) 2017/309 of 23 February 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of insurance and reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of insurance and reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2016 market data. That information was published on 9 January 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017.

1. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2016. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 23 February 2017. For the Commission The President Jean-Claude Juncker

Annex

ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years)EuroCzech korunaDanish kroneForintKronaKuna1-0,302 %0,057 %-0,312 %0,262 %-0,582 %0,743 %2-0,261 %0,135 %-0,271 %0,626 %-0,445 %1,113 %3-0,208 %0,195 %-0,218 %0,849 %-0,250 %1,564 %4-0,123 %0,307 %-0,133 %1,340 %-0,050 %2,029 %5-0,024 %0,405 %-0,034 %1,688 %0,159 %2,370 %60,092 %0,488 %0,081 %2,135 %0,362 %2,605 %70,215 %0,578 %0,205 %2,456 %0,557 %2,765 %80,341 %0,642 %0,330 %2,694 %0,735 %2,865 %90,461 %0,714 %0,451 %2,880 %0,889 %2,922 %100,571 %0,774 %0,561 %3,029 %1,026 %2,969 %110,671 %0,848 %0,660 %3,182 %1,196 %3,014 %120,760 %0,912 %0,750 %3,337 %1,379 %3,056 %130,841 %0,948 %0,830 %3,486 %1,559 %3,097 %140,908 %0,973 %0,897 %3,623 %1,725 %3,136 %150,958 %1,005 %0,948 %3,742 %1,878 %3,172 %160,993 %1,053 %0,982 %3,840 %2,015 %3,207 %171,019 %1,114 %1,009 %3,921 %2,139 %3,240 %181,046 %1,183 %1,035 %3,988 %2,250 %3,272 %191,077 %1,257 %1,066 %4,043 %2,351 %3,301 %201,117 %1,333 %1,107 %4,089 %2,442 %3,330 %211,167 %1,410 %1,157 %4,127 %2,524 %3,357 %221,226 %1,487 %1,216 %4,158 %2,600 %3,382 %231,289 %1,563 %1,279 %4,184 %2,669 %3,407 %241,355 %1,637 %1,346 %4,206 %2,732 %3,430 %251,423 %1,709 %1,414 %4,224 %2,790 %3,452 %261,492 %1,779 %1,482 %4,239 %2,844 %3,473 %271,559 %1,847 %1,550 %4,251 %2,894 %3,494 %281,626 %1,912 %1,618 %4,261 %2,940 %3,513 %291,692 %1,975 %1,683 %4,269 %2,983 %3,531 %301,756 %2,035 %1,748 %4,276 %3,024 %3,549 %311,818 %2,093 %1,810 %4,281 %3,061 %3,566 %321,878 %2,148 %1,871 %4,286 %3,097 %3,582 %331,937 %2,202 %1,929 %4,289 %3,130 %3,597 %341,993 %2,253 %1,985 %4,292 %3,161 %3,612 %352,047 %2,302 %2,040 %4,294 %3,191 %3,626 %362,099 %2,349 %2,092 %4,295 %3,219 %3,640 %372,149 %2,394 %2,143 %4,296 %3,245 %3,653 %382,198 %2,437 %2,191 %4,296 %3,270 %3,666 %392,244 %2,479 %2,238 %4,297 %3,294 %3,678 %402,289 %2,518 %2,283 %4,297 %3,317 %3,689 %412,332 %2,556 %2,326 %4,296 %3,338 %3,700 %422,373 %2,593 %2,367 %4,296 %3,358 %3,711 %432,413 %2,628 %2,407 %4,295 %3,378 %3,721 %442,451 %2,662 %2,446 %4,294 %3,397 %3,731 %452,488 %2,694 %2,483 %4,293 %3,414 %3,741 %462,524 %2,726 %2,518 %4,292 %3,431 %3,750 %

472,558 %2,756 %2,552 %4,291 %3,448 %3,759 %482,591 %2,785 %2,585 %4,290 %3,463 %3,767 %492,622 %2,813 %2,617 %4,289 %3,478 %3,775 %502,653 %2,839 %2,648 %4,288 %3,493 %3,783 %512,682 %2,865 %2,677 %4,287 %3,506 %3,791 %522,711 %2,890 %2,706 %4,286 %3,520 %3,799 %532,738 %2,914 %2,733 %4,285 %3,533 %3,806 %542,764 %2,938 %2,760 %4,283 %3,545 %3,813 %552,790 %2,960 %2,785 %4,282 %3,557 %3,819 %562,815 %2,982 %2,810 %4,281 %3,568 %3,826 %572,839 %3,003 %2,834 %4,280 %3,579 %3,832 %582,862 %3,023 %2,857 %4,279 %3,590 %3,838 %592,884 %3,043 %2,880 %4,278 %3,600 %3,844 %602,906 %3,062 %2,901 %4,277 %3,610 %3,850 %612,927 %3,080 %2,922 %4,275 %3,620 %3,856 %622,947 %3,098 %2,943 %4,274 %3,629 %3,861 %632,966 %3,115 %2,962 %4,273 %3,638 %3,866 %642,986 %3,132 %2,982 %4,272 %3,647 %3,871 %653,004 %3,148 %3,000 %4,271 %3,655 %3,876 %663,022 %3,164 %3,018 %4,270 %3,664 %3,881 %673,039 %3,179 %3,036 %4,269 %3,672 %3,886 %683,056 %3,194 %3,053 %4,268 %3,679 %3,890 %693,073 %3,209 %3,069 %4,267 %3,687 %3,895 %703,089 %3,223 %3,085 %4,267 %3,694 %3,899 %713,104 %3,236 %3,101 %4,266 %3,701 %3,903 %723,119 %3,250 %3,116 %4,265 %3,708 %3,907 %733,134 %3,263 %3,131 %4,264 %3,715 %3,911 %743,148 %3,275 %3,145 %4,263 %3,722 %3,915 %753,162 %3,287 %3,159 %4,262 %3,728 %3,919 %763,176 %3,299 %3,172 %4,261 %3,734 %3,922 %773,189 %3,311 %3,186 %4,261 %3,740 %3,926 %783,202 %3,322 %3,199 %4,260 %3,746 %3,929 %793,215 %3,333 %3,211 %4,259 %3,752 %3,933 %803,227 %3,344 %3,224 %4,258 %3,757 %3,936 %813,239 %3,355 %3,236 %4,258 %3,763 %3,939 %823,250 %3,365 %3,247 %4,257 %3,768 %3,943 %833,262 %3,375 %3,259 %4,256 %3,773 %3,946 %843,273 %3,385 %3,270 %4,256 %3,778 %3,949 %853,284 %3,394 %3,281 %4,255 %3,783 %3,952 %863,294 %3,404 %3,291 %4,254 %3,788 %3,954 %873,305 %3,413 %3,302 %4,254 %3,793 %3,957 %883,315 %3,422 %3,312 %4,253 %3,797 %3,960 %893,325 %3,430 %3,322 %4,253 %3,802 %3,963 %903,334 %3,439 %3,332 %4,252 %3,806 %3,965 %913,344 %3,447 %3,341 %4,251 %3,811 %3,968 %923,353 %3,455 %3,350 %4,251 %3,815 %3,970 %933,362 %3,463 %3,359 %4,250 %3,819 %3,973 %943,371 %3,471 %3,368 %4,250 %3,823 %3,975 %953,380 %3,479 %3,377 %4,249 %3,827 %3,978 %963,388 %3,486 %3,386 %4,249 %3,831 %3,980 % 973,397 %3,494 %3,394 %4,248 %3,835 %3,982 %983,405 %3,501 %3,402 %4,248 %3,838 %3,984 %993,413 %3,508 %3,410 %4,247 %3,842 %3,987 %1003,421 %3,515 %3,418 %4,247 %3,846 %3,989 %1013,428 %3,521 %3,426 %4,246 %3,849 %3,991 %1023,436 %3,528 %3,433 %4,246 %3,853 %3,993 %1033,443 %3,535 %3,441 %4,246 %3,856 %3,995 %1043,450 %3,541 %3,448 %4,245 %3,859 %3,997 %1053,458 %3,547 %3,455 %4,245 %3,863 %3,999 %1063,465 %3,553 %3,462 %4,244 %3,866 %4,001 %1073,471 %3,559 %3,469 %4,244 %3,869 %4,002 %1083,478 %3,565 %3,476 %4,243 %3,872 %4,004 %1093,485 %3,571 %3,482 %4,243 %3,875 %4,006 %1103,491 %3,577 %3,489 %4,243 %3,878 %4,008 %1113,498 %3,582 %3,495 %4,242 %3,881 %4,010 %1123,504 %3,588 %3,502 %4,242 %3,884 %4,011 %1133,510 %3,593 %3,508 %4,241 %3,886 %4,013 %1143,516 %3,599 %3,514 %4,241 %3,889 %4,015 %1153,522 %3,604 %3,520 %4,241 %3,892 %4,016 %1163,528 %3,609 %3,526 %4,240 %3,895 %4,018 %1173,533 %3,614 %3,531 %4,240 %3,897 %4,019 %1183,539 %3,619 %3,537 %4,240 %3,900 %4,021 %1193,545 %3,624 %3,542 %4,239 %3,902 %4,022 %1203,550 %3,629 %3,548 %4,239 %3,905 %4,024 %1213,555 %3,633 %3,553 %4,239 %3,907 %4,025 %1223,561 %3,638 %3,559 %4,238 %3,910 %4,027 %1233,566 %3,642 %3,564 %4,238 %3,912 %4,028 %1243,571 %3,647 %3,569 %4,238 %3,914 %4,030 %1253,576 %3,651 %3,574 %4,238 %3,916 %4,031 %1263,581 %3,656 %3,579 %4,237 %3,919 %4,032 %1273,586 %3,660 %3,584 %4,237 %3,921 %4,034 %1283,591 %3,664 %3,589 %4,237 %3,923 %4,035 %1293,595 %3,668 %3,593 %4,236 %3,925 %4,036 %1303,600 %3,672 %3,598 %4,236 %3,927 %4,037 %1313,605 %3,676 %3,603 %4,236 %3,929 %4,039 %1323,609 %3,680 %3,607 %4,236 %3,931 %4,040 %1333,613 %3,684 %3,612 %4,235 %3,934 %4,041 %1343,618 %3,688 %3,616 %4,235 %3,935 %4,042 %1353,622 %3,692 %3,620 %4,235 %3,937 %4,043 %1363,626 %3,696 %3,624 %4,234 %3,939 %4,045 %1373,631 %3,699 %3,629 %4,234 %3,941 %4,046 %1383,635 %3,703 %3,633 %4,234 %3,943 %4,047 %1393,639 %3,706 %3,637 %4,234 %3,945 %4,048 %1403,643 %3,710 %3,641 %4,233 %3,947 %4,049 %1413,647 %3,713 %3,645 %4,233 %3,949 %4,050 %1423,651 %3,717 %3,649 %4,233 %3,950 %4,051 %1433,654 %3,720 %3,653 %4,233 %3,952 %4,052 %1443,658 %3,724 %3,656 %4,233 %3,954 %4,053 %1453,662 %3,727 %3,660 %4,232 %3,956 %4,054 %1463,666 %3,730 %3,664 %4,232 %3,957 %4,055 %

1473,669 %3,733 %3,667 %4,232 %3,959 %4,056 %1483,673 %3,736 %3,671 %4,232 %3,960 %4,057 %1493,676 %3,740 %3,675 %4,231 %3,962 %4,058 %1503,680 %3,743 %3,678 %4,231 %3,964 %4,059 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1-0,352 %0,382 %0,971 %1,480 %4,871 %1,005 %2-0,311 %0,439 %1,404 %1,967 %4,890 %1,186 %3-0,258 %0,520 %1,831 %2,305 %4,910 %1,257 %4-0,173 %0,607 %2,227 %2,583 %4,906 %1,358 %5-0,074 %0,694 %2,589 %2,843 %4,892 %1,461 %60,041 %0,781 %2,914 %3,109 %4,880 %1,564 %70,165 %0,873 %3,171 %3,240 %4,872 %1,658 %80,290 %0,948 %3,352 %3,371 %4,865 %1,747 %90,411 %1,017 %3,496 %3,472 %4,855 %1,816 %100,520 %1,079 %3,624 %3,551 %4,843 %1,874 %110,619 %1,135 %3,728 %3,616 %4,830 %1,937 %120,709 %1,170 %3,812 %3,669 %4,816 %2,004 %130,789 %1,209 %3,879 %3,715 %4,801 %2,072 %140,856 %1,240 %3,935 %3,753 %4,786 %2,141 %150,907 %1,263 %3,981 %3,787 %4,772 %2,208 %160,941 %1,282 %4,019 %3,816 %4,757 %2,273 %170,967 %1,295 %4,050 %3,841 %4,743 %2,337 %180,993 %1,302 %4,077 %3,864 %4,729 %2,398 %191,025 %1,307 %4,100 %3,884 %4,715 %2,457 %201,065 %1,316 %4,119 %3,901 %4,702 %2,513 %211,116 %1,318 %4,135 %3,918 %4,689 %2,567 %221,175 %1,314 %4,149 %3,932 %4,677 %2,618 %231,240 %1,307 %4,161 %3,945 %4,665 %2,667 %241,307 %1,298 %4,171 %3,957 %4,653 %2,714 %251,376 %1,290 %4,180 %3,968 %4,642 %2,758 %261,446 %1,283 %4,188 %3,978 %4,631 %2,801 %271,515 %1,277 %4,194 %3,988 %4,620 %2,841 %281,583 %1,272 %4,200 %3,996 %4,610 %2,880 %291,650 %1,267 %4,205 %4,004 %4,600 %2,917 %301,715 %1,264 %4,209 %4,012 %4,591 %2,952 %311,778 %1,260 %4,212 %4,018 %4,581 %2,986 %321,839 %1,255 %4,215 %4,025 %4,573 %3,018 %331,899 %1,248 %4,218 %4,031 %4,564 %3,049 %341,956 %1,239 %4,220 %4,036 %4,556 %3,078 %352,011 %1,227 %4,222 %4,042 %4,548 %3,106 %362,064 %1,211 %4,223 %4,047 %4,540 %3,133 %372,115 %1,194 %4,225 %4,051 %4,533 %3,159 %382,165 %1,179 %4,226 %4,056 %4,526 %3,184 %392,212 %1,166 %4,227 %4,060 %4,519 %3,208 %402,257 %1,157 %4,227 %4,064 %4,512 %3,230 %412,301 %1,152 %4,228 %4,067 %4,506 %3,252 %422,343 %1,148 %4,228 %4,071 %4,499 %3,273 % 432,384 %1,144 %4,229 %4,074 %4,493 %3,293 %442,423 %1,138 %4,229 %4,077 %4,488 %3,312 %452,460 %1,129 %4,229 %4,080 %4,482 %3,331 %462,496 %1,115 %4,229 %4,083 %4,477 %3,349 %472,531 %1,100 %4,229 %4,086 %4,471 %3,366 %482,564 %1,088 %4,229 %4,088 %4,466 %3,383 %492,596 %1,081 %4,229 %4,091 %4,461 %3,398 %502,627 %1,082 %4,229 %4,093 %4,457 %3,414 %512,657 %1,091 %4,229 %4,095 %4,452 %3,429 %522,686 %1,107 %4,229 %4,098 %4,448 %3,443 %532,714 %1,129 %4,229 %4,100 %4,443 %3,457 %542,741 %1,155 %4,229 %4,102 %4,439 %3,470 %552,767 %1,184 %4,228 %4,104 %4,435 %3,483 %562,792 %1,215 %4,228 %4,106 %4,431 %3,496 %572,816 %1,249 %4,228 %4,107 %4,427 %3,508 %582,840 %1,283 %4,228 %4,109 %4,424 %3,519 %592,862 %1,319 %4,227 %4,111 %4,420 %3,531 %602,884 %1,355 %4,227 %4,112 %4,416 %3,542 %612,905 %1,391 %4,227 %4,114 %4,413 %3,552 %622,926 %1,428 %4,226 %4,115 %4,410 %3,562 %632,946 %1,464 %4,226 %4,117 %4,407 %3,572 %642,965 %1,500 %4,226 %4,118 %4,403 %3,582 %652,984 %1,536 %4,226 %4,119 %4,400 %3,591 %663,002 %1,572 %4,225 %4,121 %4,397 %3,601 %673,020 %1,607 %4,225 %4,122 %4,395 %3,609 %683,037 %1,641 %4,225 %4,123 %4,392 %3,618 %693,054 %1,675 %4,224 %4,124 %4,389 %3,626 %703,070 %1,708 %4,224 %4,125 %4,387 %3,634 %713,086 %1,741 %4,224 %4,126 %4,384 %3,642 %723,101 %1,773 %4,224 %4,128 %4,381 %3,650 %733,116 %1,804 %4,223 %4,129 %4,379 %3,657 %743,131 %1,835 %4,223 %4,130 %4,377 %3,665 %753,145 %1,865 %4,223 %4,131 %4,374 %3,672 %763,159 %1,894 %4,223 %4,132 %4,372 %3,679 %773,172 %1,923 %4,222 %4,132 %4,370 %3,685 %783,185 %1,951 %4,222 %4,133 %4,368 %3,692 %793,198 %1,979 %4,222 %4,134 %4,366 %3,698 %803,211 %2,006 %4,222 %4,135 %4,364 %3,705 %813,223 %2,032 %4,221 %4,136 %4,362 %3,711 %823,235 %2,058 %4,221 %4,137 %4,360 %3,717 %833,246 %2,083 %4,221 %4,137 %4,358 %3,722 %843,258 %2,108 %4,221 %4,138 %4,356 %3,728 %853,269 %2,132 %4,220 %4,139 %4,354 %3,734 %863,279 %2,155 %4,220 %4,140 %4,352 %3,739 %873,290 %2,178 %4,220 %4,140 %4,351 %3,744 %883,300 %2,201 %4,220 %4,141 %4,349 %3,749 %893,310 %2,223 %4,220 %4,142 %4,347 %3,755 %903,320 %2,245 %4,219 %4,142 %4,346 %3,759 %913,330 %2,266 %4,219 %4,143 %4,344 %3,764 %923,339 %2,287 %4,219 %4,144 %4,342 %3,769 %

933,348 %2,307 %4,219 %4,144 %4,341 %3,774 %943,357 %2,327 %4,219 %4,145 %4,339 %3,778 %953,366 %2,346 %4,218 %4,146 %4,338 %3,783 %963,375 %2,365 %4,218 %4,146 %4,337 %3,787 %973,383 %2,384 %4,218 %4,147 %4,335 %3,791 %983,392 %2,402 %4,218 %4,147 %4,334 %3,795 %993,400 %2,420 %4,218 %4,148 %4,332 %3,799 %1003,408 %2,438 %4,217 %4,148 %4,331 %3,803 %1013,416 %2,455 %4,217 %4,149 %4,330 %3,807 %1023,423 %2,472 %4,217 %4,149 %4,329 %3,811 %1033,431 %2,489 %4,217 %4,150 %4,327 %3,815 %1043,438 %2,505 %4,217 %4,150 %4,326 %3,819 %1053,445 %2,521 %4,217 %4,151 %4,325 %3,822 %1063,452 %2,537 %4,216 %4,151 %4,324 %3,826 %1073,459 %2,552 %4,216 %4,152 %4,323 %3,829 %1083,466 %2,567 %4,216 %4,152 %4,321 %3,833 %1093,473 %2,582 %4,216 %4,153 %4,320 %3,836 %1103,480 %2,597 %4,216 %4,153 %4,319 %3,839 %1113,486 %2,611 %4,216 %4,153 %4,318 %3,843 %1123,492 %2,625 %4,216 %4,154 %4,317 %3,846 %1133,499 %2,639 %4,215 %4,154 %4,316 %3,849 %1143,505 %2,653 %4,215 %4,155 %4,315 %3,852 %1153,511 %2,666 %4,215 %4,155 %4,314 %3,855 %1163,517 %2,679 %4,215 %4,155 %4,313 %3,858 %1173,522 %2,692 %4,215 %4,156 %4,312 %3,861 %1183,528 %2,705 %4,215 %4,156 %4,311 %3,864 %1193,534 %2,717 %4,215 %4,157 %4,310 %3,867 %1203,539 %2,729 %4,215 %4,157 %4,309 %3,869 %1213,545 %2,742 %4,214 %4,157 %4,308 %3,872 %1223,550 %2,753 %4,214 %4,158 %4,307 %3,875 %1233,555 %2,765 %4,214 %4,158 %4,307 %3,877 %1243,561 %2,777 %4,214 %4,158 %4,306 %3,880 %1253,566 %2,788 %4,214 %4,159 %4,305 %3,883 %1263,571 %2,799 %4,214 %4,159 %4,304 %3,885 %1273,576 %2,810 %4,214 %4,159 %4,303 %3,888 %1283,581 %2,821 %4,214 %4,160 %4,302 %3,890 %1293,585 %2,831 %4,214 %4,160 %4,302 %3,892 %1303,590 %2,842 %4,213 %4,160 %4,301 %3,895 %1313,595 %2,852 %4,213 %4,161 %4,300 %3,897 %1323,599 %2,862 %4,213 %4,161 %4,299 %3,899 %1333,604 %2,872 %4,213 %4,161 %4,299 %3,902 %1343,608 %2,882 %4,213 %4,162 %4,298 %3,904 %1353,613 %2,892 %4,213 %4,162 %4,297 %3,906 %1363,617 %2,901 %4,213 %4,162 %4,296 %3,908 %1373,621 %2,911 %4,213 %4,162 %4,296 %3,910 %1383,625 %2,920 %4,213 %4,163 %4,295 %3,912 %1393,629 %2,929 %4,213 %4,163 %4,294 %3,915 %1403,633 %2,938 %4,212 %4,163 %4,294 %3,917 %1413,637 %2,947 %4,212 %4,163 %4,293 %3,919 %1423,641 %2,956 %4,212 %4,164 %4,292 %3,921 % 1433,645 %2,965 %4,212 %4,164 %4,292 %3,922 %1443,649 %2,973 %4,212 %4,164 %4,291 %3,924 %1453,653 %2,982 %4,212 %4,164 %4,290 %3,926 %1463,657 %2,990 %4,212 %4,165 %4,290 %3,928 %1473,660 %2,998 %4,212 %4,165 %4,289 %3,930 %1483,664 %3,006 %4,212 %4,165 %4,289 %3,932 %1493,668 %3,014 %4,212 %4,165 %4,288 %3,934 %1503,671 %3,022 %4,212 %4,166 %4,287 %3,935 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,768 %1,897 %1,370 %0,774 %2,799 %5,636 %2-0,703 %2,037 %1,553 %0,902 %2,789 %5,677 %3-0,626 %2,180 %1,758 %1,040 %2,915 %5,925 %4-0,529 %2,322 %1,960 %1,179 %3,116 %6,049 %5-0,421 %2,440 %2,111 %1,269 %3,354 %6,106 %6-0,297 %2,549 %2,250 %1,369 %3,538 %6,218 %7-0,192 %2,635 %2,366 %1,464 %3,683 %6,331 %8-0,119 %2,716 %2,450 %1,564 %3,808 %6,445 %9-0,013 %2,787 %2,520 %1,665 %3,914 %6,569 %100,049 %2,842 %2,593 %1,786 %4,001 %6,664 %110,135 %2,899 %2,674 %1,871 %4,069 %6,719 %120,204 %2,957 %2,752 %1,941 %4,123 %6,741 %130,248 %3,011 %2,818 %2,019 %4,165 %6,741 %140,276 %3,058 %2,875 %2,097 %4,199 %6,723 %150,338 %3,097 %2,925 %2,164 %4,226 %6,694 %160,389 %3,129 %2,973 %2,213 %4,248 %6,655 %170,420 %3,155 %3,017 %2,245 %4,265 %6,610 %180,439 %3,178 %3,059 %2,264 %4,280 %6,560 %190,450 %3,198 %3,098 %2,270 %4,291 %6,508 %200,457 %3,217 %3,135 %2,265 %4,300 %6,453 %210,463 %3,237 %3,170 %2,251 %4,308 %6,398 %220,470 %3,254 %3,203 %2,233 %4,313 %6,343 %230,482 %3,268 %3,235 %2,212 %4,318 %6,287 %240,500 %3,277 %3,264 %2,193 %4,321 %6,233 %250,525 %3,281 %3,292 %2,176 %4,324 %6,179 %260,559 %3,279 %3,319 %2,163 %4,326 %6,127 %270,598 %3,274 %3,345 %2,155 %4,327 %6,076 %280,643 %3,269 %3,369 %2,153 %4,327 %6,026 %290,690 %3,264 %3,392 %2,157 %4,328 %5,978 %300,739 %3,262 %3,414 %2,167 %4,327 %5,932 %310,789 %3,263 %3,435 %2,183 %4,327 %5,887 %320,840 %3,267 %3,455 %2,204 %4,326 %5,844 %330,890 %3,274 %3,474 %2,229 %4,325 %5,802 %340,940 %3,283 %3,492 %2,257 %4,324 %5,762 %350,989 %3,293 %3,509 %2,287 %4,323 %5,724 %361,037 %3,304 %3,526 %2,318 %4,322 %5,686 %371,084 %3,316 %3,542 %2,350 %4,321 %5,651 %381,130 %3,329 %3,557 %2,383 %4,319 %5,616 %

391,175 %3,342 %3,572 %2,416 %4,318 %5,583 %401,219 %3,356 %3,586 %2,448 %4,316 %5,552 %411,261 %3,370 %3,600 %2,481 %4,314 %5,521 %421,302 %3,383 %3,613 %2,513 %4,313 %5,492 %431,341 %3,397 %3,625 %2,545 %4,311 %5,464 %441,379 %3,411 %3,637 %2,576 %4,310 %5,436 %451,416 %3,424 %3,649 %2,606 %4,308 %5,410 %461,452 %3,438 %3,660 %2,636 %4,306 %5,385 %471,487 %3,451 %3,671 %2,665 %4,305 %5,361 %481,520 %3,464 %3,681 %2,693 %4,303 %5,338 %491,552 %3,476 %3,691 %2,721 %4,302 %5,315 %501,584 %3,489 %3,701 %2,747 %4,300 %5,293 %511,614 %3,501 %3,710 %2,773 %4,299 %5,272 %521,643 %3,513 %3,719 %2,799 %4,297 %5,252 %531,671 %3,524 %3,728 %2,823 %4,296 %5,233 %541,698 %3,536 %3,736 %2,847 %4,294 %5,214 %551,725 %3,547 %3,744 %2,870 %4,293 %5,196 %561,750 %3,557 %3,752 %2,893 %4,291 %5,178 %571,775 %3,568 %3,760 %2,915 %4,290 %5,161 %581,799 %3,578 %3,767 %2,936 %4,289 %5,145 %591,822 %3,588 %3,774 %2,956 %4,287 %5,129 %601,845 %3,597 %3,781 %2,976 %4,286 %5,114 %611,866 %3,607 %3,788 %2,996 %4,285 %5,099 %621,888 %3,616 %3,794 %3,014 %4,284 %5,084 %631,908 %3,625 %3,801 %3,033 %4,282 %5,070 %641,928 %3,633 %3,807 %3,051 %4,281 %5,057 %651,947 %3,642 %3,813 %3,068 %4,280 %5,044 %661,966 %3,650 %3,818 %3,085 %4,279 %5,031 %671,984 %3,658 %3,824 %3,101 %4,278 %5,019 %682,002 %3,666 %3,829 %3,117 %4,277 %5,007 %692,019 %3,673 %3,835 %3,132 %4,276 %4,995 %702,036 %3,680 %3,840 %3,147 %4,275 %4,984 %712,052 %3,688 %3,845 %3,162 %4,274 %4,973 %722,068 %3,695 %3,850 %3,176 %4,273 %4,962 %732,083 %3,701 %3,855 %3,190 %4,272 %4,951 %742,098 %3,708 %3,859 %3,203 %4,271 %4,941 %752,113 %3,714 %3,864 %3,217 %4,270 %4,931 %762,127 %3,721 %3,868 %3,229 %4,269 %4,922 %772,141 %3,727 %3,872 %3,242 %4,268 %4,912 %782,154 %3,733 %3,876 %3,254 %4,267 %4,903 %792,167 %3,739 %3,881 %3,266 %4,267 %4,894 %802,180 %3,744 %3,884 %3,278 %4,266 %4,886 %812,193 %3,750 %3,888 %3,289 %4,265 %4,877 %822,205 %3,755 %3,892 %3,300 %4,264 %4,869 %832,217 %3,761 %3,896 %3,311 %4,263 %4,861 %842,228 %3,766 %3,899 %3,321 %4,263 %4,853 %852,240 %3,771 %3,903 %3,331 %4,262 %4,845 %862,251 %3,776 %3,906 %3,341 %4,261 %4,838 %872,262 %3,781 %3,910 %3,351 %4,261 %4,830 %882,272 %3,786 %3,913 %3,361 %4,260 %4,823 % 892,283 %3,790 %3,916 %3,370 %4,259 %4,816 %902,293 %3,795 %3,919 %3,379 %4,259 %4,809 %912,303 %3,799 %3,922 %3,388 %4,258 %4,803 %922,312 %3,804 %3,925 %3,397 %4,257 %4,796 %932,322 %3,808 %3,928 %3,406 %4,257 %4,790 %942,331 %3,812 %3,931 %3,414 %4,256 %4,783 %952,340 %3,816 %3,934 %3,422 %4,256 %4,777 %962,349 %3,820 %3,937 %3,431 %4,255 %4,771 %972,358 %3,824 %3,940 %3,438 %4,254 %4,765 %982,367 %3,828 %3,942 %3,446 %4,254 %4,759 %992,375 %3,831 %3,945 %3,454 %4,253 %4,754 %1002,383 %3,835 %3,947 %3,461 %4,253 %4,748 %1012,391 %3,839 %3,950 %3,468 %4,252 %4,743 %1022,399 %3,842 %3,952 %3,476 %4,252 %4,737 %1032,407 %3,846 %3,955 %3,483 %4,251 %4,732 %1042,414 %3,849 %3,957 %3,489 %4,251 %4,727 %1052,422 %3,852 %3,959 %3,496 %4,250 %4,722 %1062,429 %3,856 %3,962 %3,503 %4,250 %4,717 %1072,436 %3,859 %3,964 %3,509 %4,249 %4,712 %1082,443 %3,862 %3,966 %3,516 %4,249 %4,707 %1092,450 %3,865 %3,968 %3,522 %4,248 %4,703 %1102,457 %3,868 %3,970 %3,528 %4,248 %4,698 %1112,464 %3,871 %3,972 %3,534 %4,248 %4,694 %1122,470 %3,874 %3,974 %3,540 %4,247 %4,689 %1132,477 %3,877 %3,976 %3,546 %4,247 %4,685 %1142,483 %3,880 %3,978 %3,552 %4,246 %4,681 %1152,489 %3,883 %3,980 %3,557 %4,246 %4,676 %1162,495 %3,885 %3,982 %3,563 %4,246 %4,672 %1172,501 %3,888 %3,984 %3,568 %4,245 %4,668 %1182,507 %3,891 %3,986 %3,574 %4,245 %4,664 %1192,513 %3,893 %3,988 %3,579 %4,244 %4,660 %1202,519 %3,896 %3,989 %3,584 %4,244 %4,657 %1212,524 %3,898 %3,991 %3,589 %4,244 %4,653 %1222,530 %3,901 %3,993 %3,594 %4,243 %4,649 %1232,535 %3,903 %3,995 %3,599 %4,243 %4,645 %1242,541 %3,906 %3,996 %3,604 %4,243 %4,642 %1252,546 %3,908 %3,998 %3,608 %4,242 %4,638 %1262,551 %3,910 %3,999 %3,613 %4,242 %4,635 %1272,556 %3,913 %4,001 %3,618 %4,242 %4,631 %1282,561 %3,915 %4,003 %3,622 %4,241 %4,628 %1292,566 %3,917 %4,004 %3,627 %4,241 %4,625 %1302,571 %3,919 %4,006 %3,631 %4,241 %4,621 %1312,576 %3,921 %4,007 %3,636 %4,240 %4,618 %1322,581 %3,923 %4,008 %3,640 %4,240 %4,615 %1332,585 %3,926 %4,010 %3,644 %4,240 %4,612 %1342,590 %3,928 %4,011 %3,648 %4,239 %4,609 %1352,594 %3,930 %4,013 %3,652 %4,239 %4,606 %1362,599 %3,932 %4,014 %3,656 %4,239 %4,603 %1372,603 %3,934 %4,015 %3,660 %4,239 %4,600 %1382,607 %3,935 %4,017 %3,664 %4,238 %4,597 %

1392,612 %3,937 %4,018 %3,668 %4,238 %4,594 %1402,616 %3,939 %4,019 %3,672 %4,238 %4,591 %1412,620 %3,941 %4,021 %3,675 %4,238 %4,588 %1422,624 %3,943 %4,022 %3,679 %4,237 %4,586 %1432,628 %3,945 %4,023 %3,683 %4,237 %4,583 %1442,632 %3,946 %4,024 %3,686 %4,237 %4,580 %1452,636 %3,948 %4,026 %3,690 %4,236 %4,578 %1462,640 %3,950 %4,027 %3,693 %4,236 %4,575 %1472,644 %3,952 %4,028 %3,697 %4,236 %4,573 %1482,647 %3,953 %4,029 %3,700 %4,236 %4,570 %1492,651 %3,955 %4,030 %3,704 %4,235 %4,568 %1502,655 %3,957 %4,031 %3,707 %4,235 %4,565 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,276 %5,941 %6,878 %0,514 %1,935 %7,243 %21,572 %5,984 %7,121 %0,616 %2,234 %7,306 %31,840 %6,050 %7,311 %0,713 %2,495 %7,413 %42,027 %6,117 %7,461 %0,804 %2,688 %7,569 %52,174 %6,186 %7,542 %0,886 %2,850 %7,715 %62,257 %6,252 %7,644 %0,968 %2,989 %7,874 %72,321 %6,300 %7,748 %1,027 %3,100 %8,031 %82,394 %6,344 %7,829 %1,087 %3,187 %8,169 %92,460 %6,387 %7,894 %1,145 %3,262 %8,289 %102,505 %6,424 %7,955 %1,200 %3,326 %8,389 %112,525 %6,445 %8,018 %1,268 %3,391 %8,473 %122,546 %6,452 %8,082 %1,346 %3,481 %8,538 %132,584 %6,449 %8,148 %1,430 %3,606 %8,579 %142,634 %6,439 %8,214 %1,516 %3,734 %8,598 %152,686 %6,424 %8,282 %1,602 %3,835 %8,595 %162,738 %6,405 %8,352 %1,686 %3,890 %8,573 %172,787 %6,383 %8,425 %1,769 %3,909 %8,535 %182,834 %6,360 %8,494 %1,849 %3,908 %8,485 %192,878 %6,335 %8,554 %1,926 %3,896 %8,427 %202,921 %6,310 %8,600 %2,000 %3,882 %8,363 %212,961 %6,284 %8,627 %2,071 %3,872 %8,295 %223,000 %6,258 %8,632 %2,139 %3,864 %8,224 %233,037 %6,232 %8,620 %2,204 %3,860 %8,152 %243,072 %6,207 %8,592 %2,266 %3,857 %8,079 %253,106 %6,182 %8,553 %2,325 %3,857 %8,006 %263,137 %6,158 %8,506 %2,381 %3,857 %7,934 %273,168 %6,134 %8,452 %2,434 %3,859 %7,863 %283,197 %6,111 %8,393 %2,486 %3,862 %7,794 %293,225 %6,088 %8,331 %2,534 %3,865 %7,726 %303,251 %6,066 %8,266 %2,581 %3,869 %7,661 %313,276 %6,045 %8,201 %2,625 %3,874 %7,597 %323,300 %6,025 %8,135 %2,667 %3,878 %7,536 %333,323 %6,005 %8,069 %2,708 %3,883 %7,476 %343,346 %5,986 %8,004 %2,747 %3,888 %7,419 % 353,367 %5,967 %7,941 %2,783 %3,893 %7,364 %363,387 %5,949 %7,878 %2,819 %3,899 %7,310 %373,406 %5,932 %7,817 %2,853 %3,904 %7,259 %383,425 %5,916 %7,757 %2,885 %3,909 %7,210 %393,443 %5,900 %7,699 %2,916 %3,914 %7,163 %403,460 %5,884 %7,643 %2,946 %3,919 %7,117 %413,476 %5,869 %7,589 %2,974 %3,925 %7,073 %423,492 %5,855 %7,536 %3,001 %3,930 %7,031 %433,507 %5,841 %7,486 %3,027 %3,934 %6,991 %443,522 %5,828 %7,437 %3,053 %3,939 %6,952 %453,536 %5,815 %7,390 %3,077 %3,944 %6,915 %463,549 %5,803 %7,344 %3,100 %3,949 %6,879 %473,563 %5,791 %7,300 %3,122 %3,953 %6,844 %483,575 %5,779 %7,258 %3,144 %3,958 %6,811 %493,587 %5,768 %7,217 %3,165 %3,962 %6,779 %503,599 %5,757 %7,177 %3,185 %3,966 %6,748 %513,610 %5,747 %7,139 %3,204 %3,970 %6,718 %523,621 %5,737 %7,102 %3,223 %3,974 %6,689 %533,631 %5,727 %7,067 %3,240 %3,978 %6,661 %543,642 %5,718 %7,033 %3,258 %3,982 %6,634 %553,651 %5,709 %7,000 %3,275 %3,985 %6,609 %563,661 %5,700 %6,968 %3,291 %3,989 %6,584 %573,670 %5,691 %6,937 %3,306 %3,992 %6,560 %583,679 %5,683 %6,907 %3,321 %3,996 %6,536 %593,688 %5,675 %6,878 %3,336 %3,999 %6,514 %603,696 %5,667 %6,850 %3,350 %4,002 %6,492 %613,704 %5,660 %6,823 %3,364 %4,005 %6,471 %623,712 %5,652 %6,797 %3,377 %4,008 %6,450 %633,719 %5,645 %6,771 %3,390 %4,011 %6,430 %643,727 %5,638 %6,747 %3,403 %4,014 %6,411 %653,734 %5,632 %6,723 %3,415 %4,017 %6,392 %663,741 %5,625 %6,700 %3,426 %4,019 %6,374 %673,748 %5,619 %6,677 %3,438 %4,022 %6,357 %683,754 %5,613 %6,655 %3,449 %4,024 %6,340 %693,761 %5,607 %6,634 %3,460 %4,027 %6,323 %703,767 %5,601 %6,614 %3,470 %4,029 %6,307 %713,773 %5,596 %6,594 %3,480 %4,032 %6,291 %723,779 %5,590 %6,574 %3,490 %4,034 %6,276 %733,784 %5,585 %6,555 %3,500 %4,036 %6,261 %743,790 %5,580 %6,537 %3,509 %4,038 %6,247 %753,795 %5,575 %6,519 %3,519 %4,040 %6,233 %763,801 %5,570 %6,501 %3,527 %4,043 %6,219 %773,806 %5,565 %6,484 %3,536 %4,045 %6,206 %783,811 %5,560 %6,468 %3,545 %4,047 %6,193 %793,816 %5,556 %6,452 %3,553 %4,048 %6,181 %803,821 %5,551 %6,436 %3,561 %4,050 %6,168 %813,825 %5,547 %6,421 %3,569 %4,052 %6,156 %823,830 %5,543 %6,406 %3,576 %4,054 %6,145 %833,834 %5,539 %6,391 %3,584 %4,056 %6,133 %843,839 %5,535 %6,377 %3,591 %4,057 %6,122 %

853,843 %5,531 %6,363 %3,598 %4,059 %6,111 %863,847 %5,527 %6,349 %3,605 %4,061 %6,100 %873,851 %5,523 %6,336 %3,612 %4,062 %6,090 %883,855 %5,519 %6,323 %3,619 %4,064 %6,080 %893,859 %5,516 %6,310 %3,625 %4,065 %6,070 %903,863 %5,512 %6,298 %3,632 %4,067 %6,060 %913,866 %5,509 %6,286 %3,638 %4,068 %6,051 %923,870 %5,506 %6,274 %3,644 %4,070 %6,042 %933,873 %5,502 %6,262 %3,650 %4,071 %6,032 %943,877 %5,499 %6,251 %3,656 %4,072 %6,024 %953,880 %5,496 %6,240 %3,661 %4,074 %6,015 %963,884 %5,493 %6,229 %3,667 %4,075 %6,006 %973,887 %5,490 %6,218 %3,673 %4,076 %5,998 %983,890 %5,487 %6,208 %3,678 %4,078 %5,990 %993,893 %5,484 %6,198 %3,683 %4,079 %5,982 %1003,896 %5,481 %6,188 %3,688 %4,080 %5,974 %1013,899 %5,478 %6,178 %3,693 %4,081 %5,966 %1023,902 %5,476 %6,168 %3,698 %4,082 %5,959 %1033,905 %5,473 %6,159 %3,703 %4,084 %5,951 %1043,908 %5,470 %6,150 %3,708 %4,085 %5,944 %1053,911 %5,468 %6,140 %3,713 %4,086 %5,937 %1063,913 %5,465 %6,132 %3,717 %4,087 %5,930 %1073,916 %5,463 %6,123 %3,722 %4,088 %5,923 %1083,919 %5,460 %6,114 %3,726 %4,089 %5,916 %1093,921 %5,458 %6,106 %3,730 %4,090 %5,910 %1103,924 %5,456 %6,098 %3,735 %4,091 %5,903 %1113,926 %5,453 %6,089 %3,739 %4,092 %5,897 %1123,929 %5,451 %6,081 %3,743 %4,093 %5,891 %1133,931 %5,449 %6,074 %3,747 %4,094 %5,885 %1143,933 %5,447 %6,066 %3,751 %4,095 %5,879 %1153,936 %5,444 %6,058 %3,755 %4,096 %5,873 %1163,938 %5,442 %6,051 %3,759 %4,097 %5,867 %1173,940 %5,440 %6,044 %3,762 %4,098 %5,861 %1183,942 %5,438 %6,036 %3,766 %4,098 %5,856 %1193,945 %5,436 %6,029 %3,770 %4,099 %5,850 %1203,947 %5,434 %6,022 %3,773 %4,100 %5,845 %1213,949 %5,432 %6,016 %3,777 %4,101 %5,839 %1223,951 %5,430 %6,009 %3,780 %4,102 %5,834 %1233,953 %5,428 %6,002 %3,784 %4,102 %5,829 %1243,955 %5,427 %5,996 %3,787 %4,103 %5,824 %1253,957 %5,425 %5,989 %3,790 %4,104 %5,819 %1263,959 %5,423 %5,983 %3,794 %4,105 %5,814 %1273,961 %5,421 %5,977 %3,797 %4,106 %5,809 %1283,963 %5,420 %5,971 %3,800 %4,106 %5,804 %1293,964 %5,418 %5,965 %3,803 %4,107 %5,799 %1303,966 %5,416 %5,959 %3,806 %4,108 %5,795 %1313,968 %5,415 %5,953 %3,809 %4,108 %5,790 %1323,970 %5,413 %5,947 %3,812 %4,109 %5,786 %1333,971 %5,411 %5,942 %3,815 %4,110 %5,781 %1343,973 %5,410 %5,936 %3,818 %4,110 %5,777 % 1353,975 %5,408 %5,931 %3,821 %4,111 %5,773 %1363,976 %5,407 %5,925 %3,823 %4,112 %5,769 %1373,978 %5,405 %5,920 %3,826 %4,112 %5,764 %1383,980 %5,404 %5,915 %3,829 %4,113 %5,760 %1393,981 %5,402 %5,910 %3,832 %4,114 %5,756 %1403,983 %5,401 %5,905 %3,834 %4,114 %5,752 %1413,984 %5,399 %5,900 %3,837 %4,115 %5,748 %1423,986 %5,398 %5,895 %3,839 %4,116 %5,744 %1433,987 %5,397 %5,890 %3,842 %4,116 %5,741 %1443,989 %5,395 %5,885 %3,844 %4,117 %5,737 %1453,990 %5,394 %5,880 %3,847 %4,117 %5,733 %1463,992 %5,392 %5,876 %3,849 %4,118 %5,730 %1473,993 %5,391 %5,871 %3,852 %4,118 %5,726 %1483,995 %5,390 %5,866 %3,854 %4,119 %5,722 %1493,996 %5,389 %5,862 %3,856 %4,120 %5,719 %1503,997 %5,387 %5,857 %3,859 %4,120 %5,715 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won110,460 %3,065 %3,346 %10,115 %1,269 %1,364 %210,053 %3,169 %3,430 %9,440 %1,574 %1,385 %310,226 %3,309 %3,515 %9,133 %1,846 %1,431 %48,614 %3,451 %3,573 %8,906 %2,065 %1,490 %59,038 %3,542 %3,666 %8,741 %2,249 %1,545 %69,337 %3,694 %3,746 %8,594 %2,397 %1,577 %79,440 %3,857 %3,822 %8,480 %2,519 %1,607 %89,516 %3,985 %3,903 %8,388 %2,626 %1,646 %99,628 %4,081 %3,978 %8,304 %2,718 %1,684 %109,718 %4,154 %4,036 %8,216 %2,794 %1,713 %119,757 %4,210 %4,074 %8,121 %2,855 %1,731 %129,754 %4,253 %4,105 %8,018 %2,907 %1,742 %139,720 %4,286 %4,138 %7,913 %2,956 %1,749 %149,664 %4,312 %4,176 %7,806 %2,998 %1,746 %159,591 %4,333 %4,217 %7,699 %3,032 %1,728 %169,506 %4,349 %4,262 %7,593 %3,056 %1,695 %179,413 %4,361 %4,307 %7,489 %3,074 %1,658 %189,314 %4,370 %4,350 %7,387 %3,089 %1,626 %199,212 %4,377 %4,389 %7,289 %3,103 %1,605 %209,108 %4,383 %4,422 %7,193 %3,119 %1,601 %219,004 %4,386 %4,449 %7,100 %3,136 %1,614 %228,900 %4,389 %4,469 %7,011 %3,156 %1,641 %238,798 %4,390 %4,485 %6,925 %3,177 %1,677 %248,698 %4,391 %4,497 %6,843 %3,198 %1,720 %258,600 %4,391 %4,505 %6,764 %3,220 %1,768 %268,504 %4,390 %4,511 %6,688 %3,242 %1,819 %278,412 %4,389 %4,515 %6,615 %3,264 %1,871 %288,323 %4,388 %4,517 %6,546 %3,285 %1,924 %298,237 %4,386 %4,518 %6,479 %3,307 %1,977 %308,154 %4,384 %4,517 %6,416 %3,327 %2,030 %

318,074 %4,382 %4,515 %6,355 %3,348 %2,081 %327,997 %4,379 %4,513 %6,296 %3,368 %2,132 %337,924 %4,377 %4,510 %6,241 %3,387 %2,182 %347,853 %4,374 %4,507 %6,187 %3,406 %2,230 %357,785 %4,372 %4,503 %6,136 %3,424 %2,277 %367,720 %4,369 %4,499 %6,087 %3,442 %2,322 %377,657 %4,367 %4,495 %6,041 %3,459 %2,366 %387,597 %4,364 %4,490 %5,996 %3,475 %2,409 %397,540 %4,361 %4,486 %5,953 %3,491 %2,449 %407,485 %4,359 %4,481 %5,912 %3,507 %2,489 %417,432 %4,356 %4,476 %5,872 %3,521 %2,527 %427,381 %4,353 %4,472 %5,834 %3,536 %2,564 %437,333 %4,351 %4,467 %5,798 %3,550 %2,599 %447,286 %4,348 %4,462 %5,763 %3,563 %2,633 %457,241 %4,346 %4,458 %5,730 %3,576 %2,666 %467,198 %4,343 %4,453 %5,697 %3,588 %2,697 %477,156 %4,341 %4,449 %5,666 %3,601 %2,728 %487,116 %4,339 %4,445 %5,637 %3,612 %2,757 %497,078 %4,336 %4,440 %5,608 %3,623 %2,785 %507,041 %4,334 %4,436 %5,580 %3,634 %2,812 %517,005 %4,332 %4,432 %5,554 %3,645 %2,839 %526,971 %4,330 %4,428 %5,528 %3,655 %2,864 %536,938 %4,328 %4,424 %5,503 %3,665 %2,889 %546,906 %4,326 %4,421 %5,480 %3,674 %2,912 %556,875 %4,324 %4,417 %5,457 %3,684 %2,935 %566,845 %4,322 %4,413 %5,434 %3,692 %2,957 %576,816 %4,320 %4,410 %5,413 %3,701 %2,979 %586,788 %4,318 %4,406 %5,392 %3,709 %2,999 %596,761 %4,316 %4,403 %5,372 %3,717 %3,019 %606,735 %4,315 %4,400 %5,352 %3,725 %3,039 %616,710 %4,313 %4,397 %5,334 %3,733 %3,058 %626,686 %4,311 %4,394 %5,315 %3,740 %3,076 %636,662 %4,309 %4,391 %5,298 %3,747 %3,093 %646,639 %4,308 %4,388 %5,281 %3,754 %3,111 %656,617 %4,306 %4,385 %5,264 %3,761 %3,127 %666,596 %4,305 %4,382 %5,248 %3,768 %3,143 %676,575 %4,303 %4,380 %5,232 %3,774 %3,159 %686,554 %4,302 %4,377 %5,217 %3,780 %3,174 %696,535 %4,301 %4,375 %5,202 %3,786 %3,189 %706,516 %4,299 %4,372 %5,188 %3,792 %3,203 %716,497 %4,298 %4,370 %5,174 %3,798 %3,217 %726,479 %4,297 %4,368 %5,160 %3,803 %3,231 %736,461 %4,295 %4,365 %5,147 %3,809 %3,244 %746,444 %4,294 %4,363 %5,134 %3,814 %3,257 %756,427 %4,293 %4,361 %5,122 %3,819 %3,269 %766,411 %4,292 %4,359 %5,110 %3,824 %3,281 %776,395 %4,290 %4,357 %5,098 %3,829 %3,293 %786,380 %4,289 %4,355 %5,086 %3,834 %3,305 %796,365 %4,288 %4,353 %5,075 %3,838 %3,316 %806,350 %4,287 %4,351 %5,064 %3,843 %3,327 % 816,336 %4,286 %4,349 %5,053 %3,847 %3,338 %826,322 %4,285 %4,347 %5,043 %3,851 %3,348 %836,309 %4,284 %4,346 %5,033 %3,856 %3,358 %846,295 %4,283 %4,344 %5,023 %3,860 %3,368 %856,282 %4,282 %4,342 %5,013 %3,864 %3,378 %866,270 %4,281 %4,340 %5,004 %3,868 %3,388 %876,257 %4,280 %4,339 %4,994 %3,871 %3,397 %886,245 %4,279 %4,337 %4,985 %3,875 %3,406 %896,234 %4,278 %4,336 %4,976 %3,879 %3,415 %906,222 %4,278 %4,334 %4,968 %3,882 %3,424 %916,211 %4,277 %4,333 %4,959 %3,886 %3,432 %926,200 %4,276 %4,331 %4,951 %3,889 %3,440 %936,189 %4,275 %4,330 %4,943 %3,892 %3,449 %946,178 %4,274 %4,329 %4,935 %3,896 %3,457 %956,168 %4,274 %4,327 %4,927 %3,899 %3,464 %966,158 %4,273 %4,326 %4,920 %3,902 %3,472 %976,148 %4,272 %4,325 %4,912 %3,905 %3,479 %986,138 %4,271 %4,323 %4,905 %3,908 %3,487 %996,129 %4,271 %4,322 %4,898 %3,911 %3,494 %1006,119 %4,270 %4,321 %4,891 %3,914 %3,501 %1016,110 %4,269 %4,320 %4,884 %3,917 %3,508 %1026,101 %4,269 %4,318 %4,877 %3,920 %3,515 %1036,092 %4,268 %4,317 %4,871 %3,922 %3,521 %1046,084 %4,267 %4,316 %4,864 %3,925 %3,528 %1056,075 %4,267 %4,315 %4,858 %3,928 %3,534 %1066,067 %4,266 %4,314 %4,852 %3,930 %3,540 %1076,059 %4,265 %4,313 %4,845 %3,933 %3,547 %1086,051 %4,265 %4,312 %4,839 %3,935 %3,553 %1096,043 %4,264 %4,311 %4,834 %3,938 %3,558 %1106,035 %4,264 %4,310 %4,828 %3,940 %3,564 %1116,028 %4,263 %4,309 %4,822 %3,942 %3,570 %1126,020 %4,262 %4,308 %4,817 %3,945 %3,576 %1136,013 %4,262 %4,307 %4,811 %3,947 %3,581 %1146,006 %4,261 %4,306 %4,806 %3,949 %3,587 %1155,999 %4,261 %4,305 %4,800 %3,951 %3,592 %1165,992 %4,260 %4,304 %4,795 %3,953 %3,597 %1175,985 %4,260 %4,303 %4,790 %3,955 %3,602 %1185,979 %4,259 %4,302 %4,785 %3,958 %3,607 %1195,972 %4,259 %4,302 %4,780 %3,960 %3,612 %1205,966 %4,258 %4,301 %4,775 %3,962 %3,617 %1215,959 %4,258 %4,300 %4,771 %3,964 %3,622 %1225,953 %4,257 %4,299 %4,766 %3,965 %3,627 %1235,947 %4,257 %4,298 %4,761 %3,967 %3,631 %1245,941 %4,256 %4,297 %4,757 %3,969 %3,636 %1255,935 %4,256 %4,297 %4,752 %3,971 %3,640 %1265,929 %4,256 %4,296 %4,748 %3,973 %3,645 %1275,923 %4,255 %4,295 %4,744 %3,975 %3,649 %1285,918 %4,255 %4,294 %4,739 %3,976 %3,653 %1295,912 %4,254 %4,294 %4,735 %3,978 %3,658 %1305,906 %4,254 %4,293 %4,731 %3,980 %3,662 %

1315,901 %4,253 %4,292 %4,727 %3,982 %3,666 %1325,896 %4,253 %4,292 %4,723 %3,983 %3,670 %1335,891 %4,253 %4,291 %4,719 %3,985 %3,674 %1345,885 %4,252 %4,290 %4,715 %3,986 %3,678 %1355,880 %4,252 %4,290 %4,711 %3,988 %3,682 %1365,875 %4,251 %4,289 %4,708 %3,990 %3,686 %1375,870 %4,251 %4,288 %4,704 %3,991 %3,689 %1385,865 %4,251 %4,288 %4,700 %3,993 %3,693 %1395,861 %4,250 %4,287 %4,697 %3,994 %3,697 %1405,856 %4,250 %4,286 %4,693 %3,996 %3,700 %1415,851 %4,250 %4,286 %4,689 %3,997 %3,704 %1425,847 %4,249 %4,285 %4,686 %3,998 %3,707 %1435,842 %4,249 %4,285 %4,683 %4,000 %3,711 %1445,838 %4,249 %4,284 %4,679 %4,001 %3,714 %1455,833 %4,248 %4,283 %4,676 %4,003 %3,717 %1465,829 %4,248 %4,283 %4,673 %4,004 %3,721 %1475,825 %4,248 %4,282 %4,669 %4,005 %3,724 %1485,820 %4,247 %4,282 %4,666 %4,007 %3,727 %1495,816 %4,247 %4,281 %4,663 %4,008 %3,730 %1505,812 %4,247 %4,281 %4,660 %4,009 %3,733 %Term to maturity (in years)Turkish liraUS dollarYen111,155 %1,044 %-0,082 %211,232 %1,309 %-0,077 %311,440 %1,551 %-0,069 %411,392 %1,716 %-0,051 %511,399 %1,846 %-0,030 %611,292 %1,954 %-0,005 %711,177 %2,041 %0,023 %811,157 %2,115 %0,054 %911,185 %2,176 %0,087 %1011,203 %2,229 %0,121 %1111,180 %2,274 %0,159 %1211,121 %2,315 %0,202 %1311,035 %2,350 %0,249 %1410,929 %2,378 %0,299 %1510,810 %2,402 %0,348 %1610,681 %2,422 %0,396 %1710,545 %2,438 %0,441 %1810,406 %2,452 %0,484 %1910,265 %2,463 %0,522 %2010,125 %2,472 %0,557 %219,985 %2,479 %0,588 %229,848 %2,484 %0,614 %239,713 %2,488 %0,636 %249,582 %2,491 %0,654 %259,455 %2,494 %0,668 % 269,331 %2,495 %0,678 %279,212 %2,497 %0,686 %289,098 %2,498 %0,697 %298,988 %2,498 %0,711 %308,882 %2,498 %0,731 %318,780 %2,498 %0,757 %328,682 %2,497 %0,788 %338,589 %2,495 %0,823 %348,499 %2,494 %0,860 %358,414 %2,491 %0,900 %368,331 %2,489 %0,940 %378,253 %2,485 %0,981 %388,177 %2,482 %1,022 %398,105 %2,477 %1,063 %408,036 %2,472 %1,104 %417,970 %2,465 %1,144 %427,906 %2,459 %1,184 %437,845 %2,453 %1,222 %447,787 %2,448 %1,260 %457,730 %2,445 %1,297 %467,676 %2,444 %1,333 %477,625 %2,445 %1,369 %487,575 %2,448 %1,403 %497,527 %2,453 %1,436 %507,481 %2,462 %1,468 %517,436 %2,473 %1,500 %527,393 %2,486 %1,530 %537,352 %2,501 %1,560 %547,312 %2,518 %1,588 %557,274 %2,535 %1,616 %567,237 %2,554 %1,643 %577,201 %2,573 %1,669 %587,167 %2,592 %1,694 %597,133 %2,612 %1,719 %607,101 %2,632 %1,743 %617,070 %2,652 %1,766 %627,039 %2,672 %1,789 %637,010 %2,692 %1,810 %646,982 %2,711 %1,832 %656,954 %2,731 %1,852 %666,927 %2,750 %1,872 %676,902 %2,769 %1,892 %686,876 %2,788 %1,911 %696,852 %2,806 %1,929 %706,828 %2,825 %1,947 %716,805 %2,842 %1,964 %726,783 %2,860 %1,981 %736,761 %2,877 %1,998 %746,740 %2,894 %2,014 %756,719 %2,910 %2,029 % 766,699 %2,926 %2,045 %776,679 %2,942 %2,060 %786,660 %2,958 %2,074 %796,642 %2,973 %2,088 %806,623 %2,987 %2,102 %816,606 %3,002 %2,115 %826,589 %3,016 %2,129 %836,572 %3,030 %2,141 %846,555 %3,044 %2,154 %856,539 %3,057 %2,166 %866,524 %3,070 %2,178 %876,508 %3,083 %2,190 %886,493 %3,095 %2,201 %896,479 %3,107 %2,212 %906,464 %3,119 %2,223 %916,450 %3,131 %2,234 %926,437 %3,142 %2,244 %936,423 %3,154 %2,255 %946,410 %3,165 %2,265 %956,397 %3,176 %2,274 %966,385 %3,186 %2,284 %976,373 %3,196 %2,293 %986,361 %3,207 %2,303 %996,349 %3,217 %2,312 %1006,337 %3,226 %2,320 %1016,326 %3,236 %2,329 %1026,315 %3,245 %2,338 %1036,304 %3,254 %2,346 %1046,293 %3,263 %2,354 %1056,283 %3,272 %2,362 %1066,273 %3,281 %2,370 %1076,263 %3,290 %2,378 %1086,253 %3,298 %2,385 %1096,243 %3,306 %2,393 %1106,233 %3,314 %2,400 %1116,224 %3,322 %2,407 %1126,215 %3,330 %2,414 %1136,206 %3,338 %2,421 %1146,197 %3,345 %2,428 %1156,188 %3,353 %2,435 %1166,180 %3,360 %2,441 %1176,171 %3,367 %2,448 %1186,163 %3,374 %2,454 %1196,155 %3,381 %2,460 %1206,147 %3,388 %2,466 %1216,139 %3,394 %2,472 %1226,131 %3,401 %2,478 %1236,124 %3,407 %2,484 %1246,116 %3,414 %2,490 %1256,109 %3,420 %2,496 %

1266,102 %3,426 %2,501 %1276,094 %3,432 %2,507 %1286,087 %3,438 %2,512 %1296,081 %3,444 %2,517 %1306,074 %3,450 %2,523 %1316,067 %3,456 %2,528 %1326,060 %3,461 %2,533 %1336,054 %3,467 %2,538 %1346,048 %3,472 %2,543 %1356,041 %3,478 %2,548 %1366,035 %3,483 %2,552 %1376,029 %3,488 %2,557 %1386,023 %3,493 %2,562 %1396,017 %3,498 %2,566 %1406,011 %3,503 %2,571 %1416,005 %3,508 %2,575 %1426,000 %3,513 %2,580 %1435,994 %3,518 %2,584 %1445,988 %3,523 %2,588 %1455,983 %3,527 %2,593 %1465,978 %3,532 %2,597 %1475,972 %3,536 %2,601 %1485,967 %3,541 %2,605 %1495,962 %3,545 %2,609 %1505,957 %3,550 %2,613 %

Annex

ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years)AustriaBelgiumBulgariaCroatiaCzech RepublicCyprusDenmark100345128220042524613024854511403515551051556575406265959550736625115708386351356094865514520104967515511Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004314182000026142632000230428430001984305500018043166000177432760001734328812017823398130180134109130182434Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPortugal16660180282141313026046318161602805142018180300515222020031054623222203205672423230320578262424233056927252533415210292626334151 Duration (in years)RumaniaSlovakiaSloveniaSpainSwedenUnited KingdomLiechtenstein110142160002191824130003212129160004222234180005242437200006262541220007272642230008292744240009302744250001028284426000Duration (in years)NorwayAustraliaBrazilCanadaChileChinaColombia100120170112001201901930012018131400120172395001201634160012015345700120144478001201584590012016542100012013544Duration (in years)Hong KongIndiaJapanMalaysiaMexicoNew ZealandRussia1090010002090010003090010004090010015090010026090010067090010098090010013909101002010091010020Duration (in years)SingaporeSouth AfricaSouth KoreaThailandTaiwanUnited States103100402071204030613040405140405041504060516040706160408071604090816040100816040
2. Exposures to financial institutions 2.1 Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61621481292435911504262148129243591119937244912124058796648265212323858678951029571252385866546113160130238586586712346213223858658681234621302385865869123561129238586586101336621282385865861113386212823858658612143862128238586586131439621282385865861414396212823858658615143962128238586586161439621282385865861714396212823858658618143962128238586586191439621282385865862014396212823858658621153962128238586586221639621282385865862316396212823858658624163962128238586586251739621282385865862618396212823858658627193962128238586586281939621282385865862920396212823858658630203962128238586586

2.2 Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6110265213324859615122122854136250598120731431561282465949724153358129245593794516366313224559365961737661362445925927183968137244592592817396713524359159191740661332435915911017416613224259059011174165132242590590 12174165131241589589131742641312415895891416416413024058858815164163130240588588161540631292395875871715406212923958758718154062129239587587191540621292395875872015406312923958758721164063129240588588221641631302405885882316416313024058858824164164130240588588251741641302405885882618416413024058858827194164130240588588281941641302405885882920416413024058858830204164130240588588 2.3 Danish krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6162148129243591150326214812924359111993724491212395879664826511222385867895102957125238586654611316013023858658671234621322385865868123461130238586586912356112823858658610133661128238586586111337621282385865861214386212823858658613143962128238586586141439621282385865861514396212823858658616143962128238586586171439621282385865861814396212823858658619143962128238586586201439621282385865862115396212823858658622163962128238586586231639621282385865862416396212823858658625173962128238586586 2618396212823858658627193962128238586586281939621282385865862920396212823858658630203962128238586586 2.4 Forint Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61881031302113256731517282981252063206681215386103128200319667981484103128199315663805583102130199312660669682102131201309657657781102131200307655655879101128197305653653978101127194304652652107498123189300648648117296120186297645645127095118185295643643137095117184294642642146994117183293641641156994116183293641641166893116182292640640176892115181292640640186792114181291639639196691113180290638638206590113179289637637216489112178288636636226488111177288636636236387110176287635635246286109175286634634256185108174284632632265984107173283631631275883106172282630630285782105171281629629295681104170280628628305580103169279627627 2.5 Krona Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6110255213324759514972122754135249597119531431561282475949654163459130246594789 51737651332465946556183968137246594594719416913924559359381941681362455935939184167135244592592101842671342445925921118436713324359159112184366133243591591131843661322425905901418436513224259059015184365132242590590161742641312415895891717426413124158958918174264131241589589191742641312415895892017426513124158958921174265131241589589221843651322425905902318436513224259059024184365132242590590251843651322425905902618436513224259059027194365132242590590281943651322425905902920436513224259059030214365132242590590

2.6 Kuna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6153699517629163915292577299180294642122436279104176295643991466841091802966448135688711518329764567666989118188296644644769911191892956436438689011818629464264296790116183293641641106689114181291639639116489113179289637637126388111178288636636136287110176286634634146186108175285633633155984107173283631631165883106172282630630 17578210517128162962918568110417028062862819568110317028062862820558010216927962762721547910216827862662622537810116727762562523537810016727762562524527799166276624624255176981652756236232650759716427462262227497497163273621621284873961622726206202948729516127161961930477294161271619619 2.7 Lev Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 615204712824259115022520471282425911198362348120239587965472551122238585789592856124237585654610316012923758558571133611312375855858113461129237585585911346112823758558510123661127237585585111237611272375855851213376112723758558513133861127237585585141438611272375855851513386112723758558516133861127237585585171338611272375855851813386112723758558519133861127237585585201438611272375855852115386112723758558522153861127237585585231638611272375855852416386112723758558525173861127237585585261838611272375865862719386112723758658628193961127238586586 2919396112723858658630203961127238586586 2.8 Pound sterling Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 617255816126160915202725581612616091213382758144258605977493059132256604798511316011925460366261335631102536016017153763102252600600816386194251599599918456588250598598101744628424959759711164360832485965961216436083248596596131644618324759559514164461832465945941516446183245593593161644618324459259217164461832435915911816446183242590590191644618324259059020164461832435915912116446183243591591221644618324359159123164461832425905902416446183242590590251744618324158958926184461832415895892719446183241589589281944618324058858829204461832405885883020446183240588588 2.9 Romanian leu Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 618910513121232767515342861021292103246721230385102127199318665995483101127198314662816582101129197310658678680101130199308656656779100129198305653653 87698125194302650650974971231903006486481072961211882986466461171951191862966446441270941181842946426421368931161822926406401467921141812916396391565901131792896376371664891121782886366361763881101772876356351862871091762866346341961861081752856336332060851081742846326322159841071732836316312258831061722826306302357821051712816296292456811041702806286282555801031692796276272654791021682786266262753781011672776256252852771001662766246242951769916527562362330507598164274622622

2.10 Zloty Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6161771041852996471546260751021832976451240359761011732926401003459771031732896378215587810617428763568265778107176285633633757781071762836316318557710517328162962995376103170279627627105376101168278626626115276101167277625625125276100166276624624135176991652756236231451769816527562362315507598164274622622164974961632736216211748739616227262062018487395162272620620194772951612716196192047729416127161961921477294161271619619 224671941602706186182346719316027061861824457093159269617617254469921582686166162644699115826861661627436891157267615615284367901562666146142942678915626661461430416689155265613613 2.11 Norwegian krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 613146731542686161535231477315526961712273314873145264612989432507514626261080853252791482616096706335382151260608608733558315325960760783254821502586066069315481148257606606103155801472576056051131558014625660460412315579145255603603133055781442546026021430557714425460260215295476143253601601162853751422526006001727527514125159959918275274141251599599192751741402515995992027527414125159959921275274141251599599222752741402515995992326517414025059859824265174140250598598252651741402505985982626517314025059859827265173139250598598282550731392495975972925507313924959759730255072139249597597 2.12 Swiss franc Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610527108222570149321628109223571119132629101220568959428321032195677845393710621956765064124111021956756775144311221956756786154211021956756796164210921956756710717421092195675671181943110220568568129184210821856656613920431102205685681410204310921956756715101942108218566566161218401072175655651712194010721756556518131941107217565565191320411072175655652014214210821856656621152242109219567567221523421092195675672316234210921956756724162543109219567567251725441092195675672618264610921956756727192648109219567567281928491092195675672919295010921956756730202951109219567567 2.13 Australian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6147639017128563315562476390171285633124334865901622816281003448669216327962682054968961642776256806496998168276624624749719916927562362384870971652746226229477096163273621621104670951622726206201146709416127161961912467094160270618618 134570931592696176171445709215926961761715446992158268616616164368911572676156151742679015626661561518426789156266614614194166891552656136132041668915526561361321416689155265613613224166881552656136132340658815426461261224406587154264612612253964871532636116112639648615326361161127386385152262610610283762851512616096092937628415126160960930366184150260608608

2.14 Baht Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6114305613825260015442183461142256604123432340651372566039964274570141257605814530497714525860667662949781472566046047345684154260608608833558215025960760793457831502606086081036598415126160960911376286152262610610123963871532636116111340648715426461261214406588154264612612154065881542646126121640658715426461261217406487154264612612183964861532636116111938638615226261061020386386152262610610213863861522626106102238638615226261061023386385152262610610243762851512616096092537628415126160960926366184150260608608 27366183150260608608283560831492596076072935608214925960760730345982148258606606 2.15 Canadian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611328551362505991529214305713825260012213163359131249597985418366213324959680552039671352485976676214271140249597597723447314224959759782345721402495975979234672139249597597102447721392495975971124497313924959759712255073139250598598132650731402505985981426517314025059859815265173140250598598162651731402505985981726517314025059859818265173140250598598192651731402505985982026517314025059859821265173140250598598222651731402505985982326507313925059859824255073139249597597252550721392495975972625507213924959759727244972138248596596282449711382485965962924497113824859659630244871137247595595 2.16 Chilean peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6150659217328763515782526895176290638125935673991702896371015 4597710217328963783056180108176289637689662831121812906386387638511318328963763786385112180289637637963861121792896376371063871121782886366361163871111782886366361263871111772876356351362871101762866346341462871091752866346341561861081752856336331660851071742846326321759841061732836316311858831061722826306301957821051712816296292057821041712816296292156811031702806286282255801031692796276272354791021682786266262453781011672776256252553771001662766246242652779916527662462427517698165275623623285075971642746226222949749616327362162130487395162272620620 2.17 Colombian peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6180961232043186661647285100127208322670131538610312820031966610624861041302013166648685891091372053186667206911121412103196676677931141432123196676678941161432113206686689941171442113206686681095119144210320668668119511914321032066866812941191422093196676671393118141207318666666149211714020631666466415911161382053156636631689114137203313661661178811313520231266066018861111342003106586581985110133199309657657 2084109131198308656656218210713019630665465422811061281953056536532379104127193303651651247810312519230265065025761011241903006486482675100122189299647647277398121187297645645287297119185296644644297095118184294642642306994116183293641641

2.18 Hong Kong dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6162148129243591154129255113324759512343133055127246593996416346013024659481551938661342485966766214170140248596596723447314224959759782345721402495975979234672139249597597102447721392495975971124487213924959759712244972139249597597132449721382485965961424497113724859659615234870137247595595162247691362465945941721466913524559359318214668135245593593192146681352455935932021466813524559359321214669135245593593222146691352455935932321466913524559359324214668135245593593252146681352455935932621466813524559359327214668135245593593282145681342445935932920456813424459259230214568134244592592 2.19 Indian rupee Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 619210713421532967716552921071342153296771321393109135207325673106549411213720832467287059511414221032367172169511614521432267067079611714621632267067089611814521332267067099511814421132166966910941171422093196676671192117141207317665665129111513920531566366313891141372033136616611488113135201312660660158611113320031065865816841081311973086566561782107129196306654654188010512819430465265219791041261933036516512078103125192302650650217710212419130164964922761011231903006486482375100122189299647647247499121188298646646257397120186296644644267196119185295643643277095118184294642642286994117183293641641296893116182292640640306792115181291639639 2.20 Mexican peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 613563713984795939411678276911181993136611343380971221943136601084484102127198314662887587106134202315663735689109138207316664664790112140210316664664891113141209317665665992115141208318666666109211514120731766566511921161412073176656651293117141207317665665 1394118141208318666666149411914220831866666615951201432093196676671696121144210320668668179712214521132166966918981231462123226706701999124147213323671671201001251472143246726722110012514821432467267222100125147214324672672231001241472133236726722499124146213323671671259812314521232267067026971221442113216696692796121143210320668668289411914220831866666629931181412073176656653092117139206316664664 2.21 New Taiwan dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610103611823258015232110361182325801216321237109228576980421439110226574801531643112225573664641746115224572572751947117223571571861946114223571571961945112222570570107194511122156956911820451112215695691292145111221569569139224511122156956914102245111221569569151122451112215695691612224511122156956917122345112222570570181323461122225705701913244611322357157120152547114224572572211525481142245735732216264911522557357323162749116226574574241727501162265745742518285011722757557526182851117227575575

27192951118228576576281929511182285765762920295211822857657630213053119229577577 2.22 New Zealand dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 615469961772916391557255709717829264012463557297169288636100745674991702866348235567610417228563368365778107176284632632757781071762836316318567910617428263063095679105172282630630105578103170280628628115478102168278626626125277100167277625625135176991652756236231450749716327462262215487395162272620620164671941602706186181745709215926961761718446991158268616616194368901572676156152042679015626661461421426689155266614614224166881552656136132340658815426461261224406487153263612612253964861532636116112638638615226261061027376285151261609609283762841512616096092936618415026060860830366083149259608608 2.23 Rand Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611141291562373516991687211513115723835370113483117134160231350698108741191371632343506988895121140168237350698737 612214217124134969769771231441732423496976978122144171239348696696912114417023734769569510120144169235346694694111191431672343446926921211714216523234269069013116140163230340688688141141381612273376856851511113615922533568368316108133156222332680680171061311542203306786781810412915121832867667619102127149216326674674201001251472143246726722198123146212322670670229612114421032066866823951201422093196676672493118140207317665665259111613920531566366326891141372033136616612788113135202312660660288611113420031065865829851091321983086566563083108130197307655655 2.24 Real Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6117419021729841276017682184199226307421769140531892052313034217691134419120923430542176991151922112393074207687686191212241310419767767719121324131141776576581892122393074157637639188211237304414762762101872112363024127607601118621023430041075875812183208231298408756756131812062282954057537531417820322529240275075015175199222288398746746161711962192853957437431716819321528239274074018165190212279389737737 191621862092763867347342015918320627238373173121155180203269379727727221521772002663767247242314917419726337372172124146171193260370718718251431681902573677157152614016518725436471271227137162184251361709709281341591812483587067062913115617824535570370330128153176242352700700 2.25 Renminbi-yuan Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6126426814926461215842274269150264613126532845701422616091021429477314325960783453050771462596076926315180149258606606731538115125760560583052791482566046049295278145255603603102953781442546026021129537714425460260212295376143253601601132853761422526006001428537614225260060015285375142252600600162852751412526006001728527514125160060018285275141252600600192853751422526006002028537514225260060021285375142252600600222853751422526006002328537514225260060024285375142252600600252852751412515995992627527514125159959927275274141251599599

282752741412515995992927527414025159959930265174140250598598 2.26 Ringgit Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6122376414525960715912243966147261609127132743691412596071024429477314425960783753251791472606086936335483152261609609735578515526160960983557851532616096099355885152261610610103760851522626106101138628615226261061012386386153263611611133863861522636116111439638615226261061015386386152262610610163863851522626106101738638515226261061018386385152262610610193863851522626106102038638615226261061021386386152262610610223863861522626106102338638615226261061024386385152262610610253862851512616096092637628515126160960927376284151261609609283661841502606086082936618315026060860830356083149259607607 2.27 Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61123138165246360708175921221371642453597071394312213916423635570211194122141166237353701911512314317023935270075361231431722423506986987123145173243349697697 812214517224034969769791211441702383476956951012114517023734769569511121145170236346694694121211451692353456936931312014516723434469269214119144166233343691691151171411642303406896891611413916222833868668617112136159225335684684181091341572233336816811910713215522133167967920105130152219329677677211031281502173276756752210012514821432467267223981231462123226706702496121144210320668668259411914120831866666626921171392063166646642790115137204314662662288811313520231266066029861111332003106586583084109131198308656656 2.28 Singapore dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6108351162305781541211037118232580123432144011223057899642184411423057881553225011823157967764255412323258058076285612623258058086285512423258058096295512223258058010830551222325805801183155122232580580129325512223258058013932551212315795791410325512123157957915113255121231579579161232541212315795791712325412123157957918133254121231579579191332541212315795792015335512223258058021153356122232580580 221634561232335815812316345612323358158124173457123233581581251834571232345825822619355712423458258227193557124234582582281935581242345825822920355812423458258230213558124234582582 2.29 South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 613550771582726201543235517815927362112313355277149268616992436547915026661481053655831522656136716395988158266614614736588615626261061084063901582676156159406389156266614614103458831492596076071129547814425460260212265174141251599599132449721382485965961422477013624659459415214668135245593593161944661332435915911718436613224259059018174265131241589589191742651312415895892017426513124158958921174265131241589589221742651312415895892317426513124158958924174265131241589589251742651312415895892618426413124158958927194264131241589589281942641312415895892920426413124158958930204264130241589589

2.30 Turkish lira Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6118620122830942377117852184199226307421769142731811972232954137611153417819622229240875694151751952222914047527796172192222291399747747716919121928939574374381651872152833917397399161184210277387735735101581812072733837317311115417920326937972772712151175199265375723723131481721952623727207201414416919125836871671615141165188254364712712161371621852513617097091713415918224835870670618131156179245355703703191291531762423527017012012615117324035069869821123148171237347695695221211461682353456936932311814316623234269069024116141163230340688688251141381612273376856852611113615922533568368327109134156223333681681281071321542213316796792910513015221932967767730103128150217327675675 2.31 US dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6192653112248596153629265311224859612293102954106246594992412345810324759581151741631062485966736184467101249597597719466594249597597817446492249598598917456696250598598101948691002505985981121507110325059859812225372104250598598 132455721042505985981424547310425059859815245473104250598598162454731042505985981724547310425059859818245473104250598598192454731042505985982024547310425159959921245473104251599599222454731042515995992324547310425260060024245473104252600600252454731042526006002624547310425260060027245473104252600600282454731042526006002924547310425260060030245473104251600600 2.32 Yen Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6105139420855615092161293207555120332611832025509694281384200548791539188619954765564921901995475507510229219854654686122290198546546961222891995475471071323891995475471181324891995475471291526891995475471391628902005485481410162990200548548151017319020054854816121832912015495491712193391201549549181319359120155055019132036922025505502014213893203551551211522409320355255222152341942045525522316234294205553553241625439520555355325172544952055535532618264795205553553 2719264895205553553281928499520655455429192950962065545543020295196206554554 3. Other exposures 3.1 Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61115224616930729762115224616934222363116245116335416994117285416135313195219315616134410496322346016133185274243562161315706842537641612995949526386716128250610527407016126543611527407016125437912527407116125433213527407116125429214627417116125425915727447116125425416727477116125425417727507116125425418827527116125425419827547116125425420927577116125425421927607116125425422927627116125425423102765741612542542410276977161254254251127717916125425426112774801612542542712277683161254254281227808616125425429132882881612542543013288490161254254

3.2 Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6151926501733092994272228521753452251372231571703561711 47233461168355132857253863167346105669283965167333858710304167166317710893042691663005979930437216528350810931447416526743811931447416425838012830437416425733313830437316325729314729427316325626015729447216225625616728477216225525517728507116125525518828527116125525519828557116125525520928577216225525521928607216225525522929647216225625623102966741622562562410296977163256256251129717916325625626112974821632562562712297683163256256281229808616325625629132982881632562563013298591163256256 3.3 Danish krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610152246169307297620152246169342223631152450163354169941172754161353131952193156161344104862213359161331852742435611613157058425376416129959394263867161282506105274069161265436115274070161254379125274070161254332135274070161254292146274170161254259157274470161254254167274770161254254177275070161254254188275270161254254 19827547016125425420927577016125425421927607016125425422927627116125425423102765741612542542410276977161254254251127717916125425426112774801612542542712277683161254254281227808616125425429132882881612542543013288490161254254 3.4 Forint Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61829710412725134630042779299122246347226737995104130242360172647693104131237360134657492104130234352107367493104130232340875773931041302293257268719210313122732161297091104133226320522106688101131222315450116485991292193123911262849712721731134313618396126216310310146082951262163093091560829512521530930916598194124215308308175980941242143073071858799312321330730719577992122212306306205678911222123053052155779012121130430422557690120210303303235475891192093023022452748811820830130125517386117207300300265072851162062992992749718411520529829828487083114204297297 2947698511220329629630466888111202295295 3.5 Krona Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6151926501733062962262128521753412229372331581703541696482435621683531319592639641683441049610294167168331854711314269168316707811314371167300595911324473167283508101132457516626743811103245751662593811210324575165259334139314475165258294149314474164258261159304474164257257168304773163257257178305073163257257188295373163257257198295673163257257209305873164257257219306174164257257221030647416425725723103167751642582582410316977164258258251131727916425825826113175821642582582712317885164258258281231808716425825829133184891642582583013308691164258258 3.6 Kuna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61486269932163123028252667397220349228535571801062193631745458748511221836413605597789115219356108466180911182193428827618193119218327731

86081931202173106159598093122215308523105879931222133074511156789112121230539112557690120210304343135375881182093023021452738711720730030015507285116206299299164971841152052982981748708311420429729718476982113203296296194768821122022952952046688111120129529521456780111201294294224466791102002932932344657910919929229224436478108198292292254264771071972912912641637610619629029027406279105196289289283961811051952882882938608510419428728730385987103193286286 3.7 Lev Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610142145168307297420142145168342223531152450162354169841162754160353131852183055160344104862213359160330851732335611603157058324366316029859394253767160282505104263969160265435115263970160253378125263970160253331135263970160253292146264170160253259157264470160253253167264770160253253177265070160253253188265270160253253198265470160253253209265770160253253219266070160253253 22926627116025325323102665741602532532410266877160253253251126717916025325326112674801602532532712267683160253253281227808616025325329132882881602532533013288490160253253 3.8 Pound sterling Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61011234618731130102011234618734622633111245118135817204113275717835713355216296017734810616218336117633486273213660175318713832337601743026009631415817328551110934415717226844011733405617126438212632405517026333413530405516926329514630425616926226215730445616826126116730475716626026017730506016525925918830536216525825819830556516525825820930586716525825821930616916525925922930647216525925923103066741652582582410306977164258258251130717916425725726113074811632572572712307683163256256281230808616325625629123082881622562563013308490162255255 3.9 Romanian leu Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 618498105129252348303928196102126249351229637894102129241365175247592103130236365136557391103128233357108867291103129230344886771911021282273297358688910012822431861996687100129222315527106486991292203134541163859812821831239512618396126217310346135981941252153083081458799312321330730715567891122212305305165577901202103043041754768911920930330318537588118208302302195274871172073013012051738611620730030021507285116206299299224971841152052982982348708311420429729724476982113203296296254668811122022952952645678011120129429427446679110200293293284365831091992922922942648510819829129130416388107197290290 3.10 Zloty Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 615671771012243203064254697699223354231735268771032153681767451687810521236713755506780105209358109464968801062073458917496980106205329738847688010720431262094667791092022955291045678010920129445511446679109200293395

1243657810919929234613426477108198291305144263771071972912911541637610619729029016406275105195289289173961741051952882881839607410419428728719386073103193287287203860731031932872872138597310319328628622375972103193286286233758721021922852852436587110119228528525355774101191284284263556771001902842842734567999190283283283355839918928228229335485981882822823032548897188281281 3.11 Norwegian krone Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61264047711943143041226414771194350229032440497518836217414234051781843611352524415479183352107462443558118233887372545568218232272282445578418130560792445588718028851710244558881792734451123455888179272387122244578817827133913214356871772702981421425686176269269152042558517526926916194154841742682681718405384174267267181840538317326726719173956831732662662018395883173266266 2118396183173266266221839648317326626623173967831732662662417396983173266266251739738217226626626173975821722662662717387885172265265281638818717226526529163884901712652653016388792171265265 3.12 Swiss franc Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61003251483052953201626149340222031210311433521687413133514135113105241637141342104162519401413298467362242141313701837254514129758994827481412805021049305014126343211511335214224837612511365114123432913512385214223529014613415214223525715714445414023423416716475613923323317716485913923323318817516213923323319818546414023323320919576714123423421920606914123423422920627114123523523102265731412352352410236775141235235251123707814223523526112572801432342342712257682145234234281226788414623423429122781871472342343013288489148234234 3.13 Australian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61425764872103183085242576487210355232334157659220436717674405768952013661373540587095200357109164059719719934388674161729819732773484060721001963106179396073102195292525103960741031942884521138607310319328739312375972102193286344133658711021922853031436577110119128528515355770100191284284163456699918928328317335568991892822821833556898188282282193254679818828128120325467981882812812132546797188281281223253679718728128123315368971872802802431527096186280280253052739618627927926305175951852782782729517994184278278282850819418427727729285085931832772773027498793183276276 3.14 Baht Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61924305417731530592132835581813522304316324067179365175441935467317936413635213951761813551084620395177178341881726465783183326730825455785181308613926476089182291522102850639218427745011295164941852783911230526595186279342

133152669618627930114315366961872802801531536697187280280163152669618627927917315266961862792791830516595185279279192951649518527827820295164951852782782129516495185278278222951659418527827823295068941842782782428507094184277277252850739318327727726274975931832762762727497992182276276282648819218227527529264885911812752753025478792181274274 3.15 Canadian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 618222953176312302929243054177349228031025346017336117344102738651713601347511294167171351107161332447017133787071535467217132172081535477517130460591537497817128751610163851801722714441116385181172265386121738528217226533813173852821722662981417395282172266266151739528217226626616173852821722652651717385282172266266181738538217226526519173856821722652652017395882172266266211739618217226626622173964821722662662317386682172265265241638698217226526525163872811712652652616377582171264264 2715377885171264264281537808617026426429153683891702632633014368691170263263 3.16 Chilean peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6144596689213322313024762699221635923533506574100213371179045167781052113711391552708210721236211076547385111212348900755758611321233274585575871152113156279557689118211304534105577901202113044601155779012021030439912547689120210303349135375881192093023081452748811820830130115527387117207300300165172861162063003001750728511520529929918497184114205298298194870831142042972972048698311320329729721476982112202296296224668811112022952952345678011120129429424446679110200293293254365781091992922922643647810819829129127426380107197290290284162831061962902902940628610519528928930396188104194288288 3.17 Colombian peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 617590971202433393274279941011242483742465379951031302423881878478951061322393871459581991111362403771158 6831021141402413639417851051161422413467788861061181462423366549871081201492433365571087109122152243336480118710912215224233641712861081211512413353641385106120150240333333148310511814823933233215821031171472373303301680102115146236329329177910011414423432832818779911214323332632619769811114123132532520759611014023032432421739510813922932232222729410713722732132123709210513622631931924699010413422431831825678910213322331631626668710113122131431427648699129220313313286384981282183113112961839612621731031030608195125215308308 3.18 Hong Kong dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61115224616931530542419254917235223033622305716936517554825356216936413645102840661703551085613324370171342881715354672171325729815354775171308613915374978171291522101637518017227444911163851811722653901216385181171265341131537508117126430114143650801702632661514364979169263263161335487816826226217123451781682612611812345377167261261

191233567716726126120123459771672612612112346177168261261221234647716826126123123468771682612612412347079167261261251234738116726126126123375841672612612712337985167260260281233818816726026029133384901672602603013338792167260260 3.19 Indian rupee Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61861011081312553503290287101108132255376247738610111013624938918844861021131402463881462586104116141246378116168710611814424536394278810811914524434677988810812014824433765598710812115024333755710861081211502423354791184106119149240333416128210411714823833136413801021151462363293291479100114144234327327157798112142232325325167496110140230323323177395108138228322322187193106137227320320197092105135225319319206991104134224318318216890103133223317317226789102132222316316236687101131221315315246586100130220313313256385981292193123122662849712821831131127618396127217310310 286082951262163093092959819412521530830830588093124214307307 3.20 Mexican peso Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 613513653723965196153339270859211523938225203738897124236396191947692103130236395149157896108133238385118468099111137238370961782102113140239353795883104116143240334668984105118147240333569108410611914924033349011841061191492403334251284106119150240333372138510612015024033333314851071201512413343341586108121151241335335168710912215224233633617881101231532443373371889111124155245338338199011212515524633933920911131261562463403402191113126156247340340229111312615624634034023901121251562463393392490111125155245339339258911112415424433833826881091231532433373372787108122152242335335288510712015124133433429841061191492393333333083104118148238332332 3.21 New Taiwan dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610410341573113016204103415734722693141339151359172541415421483581339525184314734910646271945146335865 739224714631971583925491453026019492851144285512104103052144268441115113353144252383125113653143237335135133953144237296146134254144237262157144455144237237167164757144237237178165060144238238188175363145238238198195665145239239209195868146239239219206170147240240221022647214824124123102266751482422422410236977149242242251125727914924324326112575821502432432712267885150243243281227808715024424429132883891522442443013298691152244244 3.22 New Zealand dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61486370942173183087249647194218355232934964739921236917744486475102208368137954866781032073591097649688010620734589174969801062053297388486981108205312620948698211120429752810476882111203296455114567801112012943951244657910919929334613426477107198291305144062761061962892891539617410419428828816375972103193286286173658711011912852851835567010019028428419345569991892832832033556898189282282

2133546898188281281223254679718728128123315368971872802802430527196186279279253052749518527927926295177941852782782728507994184277277282849839318327727729274985921832762763026488894182275275 3.23 Rand Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611091231301542773723357211012413115527838325303111126135161274397192541111281391662723961495511213014216827238611886114133145171272371965711513514617227136479981141341461742703646729113134147176269362572101121341471772683614921111113314617626636042812109131144174264358374131071291421722623563561410412613917026035335315102124137167258351351169912113416525534834817971191321622523463461895116130160250344344199311412815824834134120911131261562463403402189111124155245338338228710912215324333633623861071211512413343342484106119149239333333258210411714723733133126801021151462363293292779100114144234327327287799112142232326326297597110141231324324307496109139229323323 3.24 Real Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611691841912143374333526217819320022434744226453182197206232345441201441831992102373434371537518320121323834343612246183202214240341435995718320321424034043382281812022142413384316919180202214243336430588101792012142443354285061117719921224333342643912175197210240330424424131721942072373274214211416919020423432441841815165187200231321414414161621841972283184114111715918119422431440840818156177191221311405405191531741882183084014012014917118521530539839821146168181212302395395221431651782092993923922314016217520529538938924137159172202292386386251341551691992893833832613115216619628637937927128149163193283376376281251471601902803743742912214415718727737137130119141154185275368368 3.25 Renminbi-yuan Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 61213542661893233144222364367190361236732137467218437418014213849751823721399521395277181363111162241537918034990372343548018033374882243548217831662992143558417829853610214356861772814611121425686176269401 1220425585175269351131941548517526830914194154841742682731519405484174268268161940548417426726717184053841742672671818405484174267267191940578417426726720194160841742682682119416384174268268221941668417426826823194169841742682682419407284174267267251840748417426726726184077841742672672718408087173267267281839839017326726729173986921732662663017398894173266266 3.26 Ringgit Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611731386218532531582183340641873622377320354470183375180842138497618237314035234153781833641115625445682183350905727475885184333749827486087184316629928496291184298536102950649318428046111295164951852784011230516595185278350133051659518527830914295164951852782781529516495185278278162950649418427827817295064941842782781829506494184277277192950649418427827820295164941852782782129516495185278278222951669518527827823295169941852782782429517294184278278

252850749418427727726285077931842772772728498093183276276282749839318327627629274886921822762763026488994182275275 3.27 Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6111813213916328638135082116131138162285395262331151311391662784071987411413114216927540515375115132145170274393121761151341451722733779857115135146173272365813811513514717527136468291141351471762703635791011413514917826936349711113135148178269362431121121341471772683613761311113314617626636036014110131145175265358358151071291421732633563561610512714017126135435417102124137168258351351181001221351662563493491998120133163254347347209611813116125134534521941151291592493423422291113126157247340340238911112415524533833824871091221522423363362585107120150240334334268310411814823833233227811021161462363293292879100114144234327327297798112142232326326307597110140230324324 3.28 Singapore dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 610293315631530542041135158352230331615411543651755 4191946153364136552122449154356108663152753154342882731829551543267318319315815530961494203261155292523104203463154275451115213464154258392125203764154247343136203964154247302147204264154247267157204563154247247167194863153246246178195163153246246188195463153247247198205766153247247209205968154247247219216272155248248221022657415524824823102368761552492492410237079156249249251125738115624924926112575841562502502712267985156250250281228818815725025029132885901572502503013308792157250250 3.29 South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6130445175198315305923045517519835122993294453791923631747427445582188362135652745578318735210776304961871893388747284860861853227238335365931893056089325366951882885171026486191182275445112143568617727038712184053831732673381315375081171264298141335487816926226415123347771672602601610324775165259259 17931507416525825818830537416425725719830557316325725720930587316425725721930617416425725722930647416425725723103066751642572572410306977164257257251130717916425725726113074821632572572712307784163257257281229808616325725729132983891632562563013298691163256256 3.30 Turkish lira Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6118119520222634944535632178193200223347442268831741891982243374332048417018719722433142515885166184197222326420126061641831952213224151020716118119221931841184281571781902173144077069154175187216310403601101501721852153063995161114616818121130239544812142164177208298391391131391601742042943873871413515717020029038438415131153166197287380380161281501631942843773771712514716019028137437418122144157188278371371191191411541852753683682011713915218227236636621114136149180270363363221121341471772673613612310913114417526535835824107129142172262356356251041261391702603533532610212413716725835135127100122135165255349349

289811913316325334734729961171311612513443443094115129159249342342 3.31 US dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6101527541733143043201527541733512294311729581703641747412032631693631358522337691703541079632640701713408777630427217232472688344674172307610910364976172290520101138517617227344711113952781732663891212415479173266340131342547917326630014134355791732662661513435579173266266161343557917326626617134355791732662661813435579173266266191343567917326626620134358791732672672113436179174267267221343647917426726723134367791742672672413436979174268268251343738017426826826134375821742682682713437885174268268281343818717426826829134383891742672673013438692174267267 3.32 Yen Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6100313134308298720161713334322443121020125355170441313231223531322524162612134410506251929121330852 7362233121315705837253612129859294827381212815041049304112126443411511334412224837712511364612223333013513384912221829114613415212221625815714445412321622916716475612321621617716495912721721718817516212921721719818546413121821820919576713321921921920606913521921922920627113622022023102265731392202202410236775141221221251123707814222122126112573801442212212712257683145221221281226788414622122129122781871482212213013288489148222222

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance market Volatility adjustment (in bps) EuroAustria13EuroBelgium13EuroCyprus13EuroEstonia13EuroFinland13EuroFrance13EuroGermany13EuroGreece13EuroIreland13EuroItaly13EuroLatvia13EuroLithuania13EuroLuxembourg13EuroMalta13EuroNetherlands13EuroPortugal13EuroSlovakia13EuroSlovenia13EuroSpain13Czech korunaCzech Republic1Danish kroneDenmark51ForintHungary17KronaSweden3KunaCroatia10LevBulgaria7Pound sterlingUnited Kingdom30Romanian leuRomania-2ZlotyPoland17KrónaIceland15Norwegian kroneNorway29Swiss francLiechtenstein5Swiss francSwitzerland5Australian dollarAustralia11Canadian dollarCanada8US dollarUnited States50YenJapan2