Commission Implementing Regulation (EU) 2017/812 of 15 May 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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) 2017/812 of 15 May 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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 re-insurance 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 7 April 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2017 market data. That information was published on 7 April 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 March until 29 June 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 March 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 15 May 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– 0,318 %0,197 %– 0,328 %0,116 %– 0,542 %0,379 %2– 0,230 %0,350 %– 0,240 %0,748 %– 0,375 %1,014 %3– 0,139 %0,434 %– 0,149 %0,960 %– 0,162 %1,600 %4– 0,032 %0,517 %– 0,042 %1,370 %0,039 %2,053 %50,082 %0,602 %0,072 %1,844 %0,238 %2,331 %60,205 %0,680 %0,195 %2,220 %0,427 %2,506 %70,328 %0,749 %0,318 %2,561 %0,610 %2,631 %80,452 %0,819 %0,442 %2,814 %0,773 %2,733 %90,571 %0,892 %0,561 %3,012 %0,914 %2,825 %100,677 %0,972 %0,667 %3,170 %1,032 %2,904 %110,777 %1,058 %0,767 %3,324 %1,191 %2,973 %120,871 %1,135 %0,860 %3,476 %1,370 %3,034 %130,954 %1,196 %0,944 %3,619 %1,547 %3,089 %141,024 %1,251 %1,013 %3,749 %1,714 %3,138 %151,078 %1,309 %1,067 %3,860 %1,866 %3,183 %161,116 %1,374 %1,106 %3,952 %2,004 %3,224 %171,147 %1,444 %1,136 %4,026 %2,128 %3,262 %181,177 %1,517 %1,166 %4,088 %2,240 %3,298 %191,211 %1,592 %1,200 %4,138 %2,341 %3,330 %201,252 %1,666 %1,242 %4,179 %2,433 %3,361 %211,303 %1,739 %1,292 %4,213 %2,516 %3,390 %221,360 %1,811 %1,350 %4,240 %2,591 %3,417 %231,422 %1,880 %1,412 %4,263 %2,661 %3,442 %241,486 %1,948 %1,476 %4,282 %2,724 %3,466 %251,551 %2,013 %1,542 %4,297 %2,783 %3,488 %261,616 %2,076 %1,607 %4,309 %2,837 %3,509 %271,681 %2,136 %1,673 %4,319 %2,887 %3,529 %281,745 %2,194 %1,737 %4,326 %2,934 %3,549 %291,808 %2,250 %1,800 %4,332 %2,977 %3,567 %301,869 %2,303 %1,861 %4,337 %3,018 %3,584 %311,929 %2,354 %1,921 %4,340 %3,056 %3,600 %321,986 %2,403 %1,978 %4,343 %3,091 %3,616 %332,042 %2,450 %2,034 %4,345 %3,125 %3,631 %342,095 %2,495 %2,088 %4,346 %3,156 %3,645 %352,147 %2,538 %2,140 %4,346 %3,186 %3,659 %362,197 %2,579 %2,190 %4,346 %3,214 %3,672 %372,244 %2,619 %2,238 %4,346 %3,240 %3,684 %382,291 %2,656 %2,284 %4,345 %3,265 %3,696 %392,335 %2,693 %2,328 %4,344 %3,289 %3,708 %402,377 %2,727 %2,371 %4,343 %3,312 %3,719 %412,418 %2,761 %2,412 %4,341 %3,334 %3,729 %422,458 %2,793 %2,452 %4,340 %3,354 %3,739 %432,496 %2,824 %2,490 %4,338 %3,374 %3,749 %442,532 %2,853 %2,526 %4,336 %3,392 %3,758 %452,567 %2,882 %2,562 %4,334 %3,410 %3,767 %462,601 %2,909 %2,596 %4,332 %3,427 %3,776 %

472,634 %2,935 %2,628 %4,331 %3,444 %3,784 %482,665 %2,960 %2,660 %4,329 %3,459 %3,792 %492,695 %2,985 %2,690 %4,327 %3,475 %3,800 %502,724 %3,008 %2,719 %4,325 %3,489 %3,808 %512,752 %3,031 %2,747 %4,323 %3,503 %3,815 %522,779 %3,053 %2,774 %4,321 %3,516 %3,822 %532,805 %3,074 %2,801 %4,319 %3,529 %3,829 %542,831 %3,094 %2,826 %4,318 %3,541 %3,835 %552,855 %3,114 %2,850 %4,316 %3,553 %3,842 %562,879 %3,133 %2,874 %4,314 %3,565 %3,848 %572,901 %3,151 %2,897 %4,312 %3,576 %3,854 %582,923 %3,169 %2,919 %4,311 %3,587 %3,859 %592,945 %3,186 %2,940 %4,309 %3,597 %3,865 %602,965 %3,203 %2,961 %4,307 %3,607 %3,870 %612,985 %3,219 %2,981 %4,306 %3,617 %3,876 %623,005 %3,234 %3,000 %4,304 %3,626 %3,881 %633,023 %3,250 %3,019 %4,303 %3,635 %3,886 %643,041 %3,264 %3,037 %4,301 %3,644 %3,890 %653,059 %3,279 %3,055 %4,300 %3,653 %3,895 %663,076 %3,292 %3,072 %4,298 %3,661 %3,900 %673,093 %3,306 %3,089 %4,297 %3,669 %3,904 %683,109 %3,319 %3,105 %4,295 %3,677 %3,908 %693,125 %3,331 %3,121 %4,294 %3,684 %3,912 %703,140 %3,344 %3,136 %4,293 %3,692 %3,916 %713,155 %3,356 %3,151 %4,292 %3,699 %3,920 %723,169 %3,367 %3,166 %4,290 %3,706 %3,924 %733,183 %3,379 %3,180 %4,289 %3,712 %3,928 %743,197 %3,390 %3,193 %4,288 %3,719 %3,931 %753,210 %3,400 %3,207 %4,287 %3,725 %3,935 %763,223 %3,411 %3,220 %4,286 %3,732 %3,938 %773,236 %3,421 %3,232 %4,285 %3,738 %3,942 %783,248 %3,431 %3,245 %4,284 %3,744 %3,945 %793,260 %3,441 %3,257 %4,283 %3,749 %3,948 %803,272 %3,450 %3,268 %4,281 %3,755 %3,951 %813,283 %3,459 %3,280 %4,280 %3,761 %3,954 %823,294 %3,468 %3,291 %4,280 %3,766 %3,957 %833,305 %3,477 %3,302 %4,279 %3,771 %3,960 %843,316 %3,486 %3,313 %4,278 %3,776 %3,963 %853,326 %3,494 %3,323 %4,277 %3,781 %3,966 %863,336 %3,502 %3,333 %4,276 %3,786 %3,969 %873,346 %3,510 %3,343 %4,275 %3,791 %3,971 %883,356 %3,518 %3,353 %4,274 %3,795 %3,974 %893,365 %3,526 %3,362 %4,273 %3,800 %3,976 %903,374 %3,533 %3,371 %4,273 %3,804 %3,979 %913,383 %3,540 %3,381 %4,272 %3,809 %3,981 %923,392 %3,548 %3,389 %4,271 %3,813 %3,984 %933,401 %3,555 %3,398 %4,270 %3,817 %3,986 %943,409 %3,561 %3,407 %4,269 %3,821 %3,988 %953,418 %3,568 %3,415 %4,269 %3,825 %3,990 %963,426 %3,575 %3,423 %4,268 %3,829 %3,993 % 973,434 %3,581 %3,431 %4,267 %3,833 %3,995 %983,441 %3,587 %3,439 %4,267 %3,837 %3,997 %993,449 %3,594 %3,446 %4,266 %3,840 %3,999 %1003,457 %3,600 %3,454 %4,265 %3,844 %4,001 %1013,464 %3,606 %3,461 %4,265 %3,847 %4,003 %1023,471 %3,611 %3,469 %4,264 %3,851 %4,005 %1033,478 %3,617 %3,476 %4,263 %3,854 %4,007 %1043,485 %3,623 %3,483 %4,263 %3,858 %4,008 %1053,492 %3,628 %3,489 %4,262 %3,861 %4,010 %1063,499 %3,633 %3,496 %4,262 %3,864 %4,012 %1073,505 %3,639 %3,503 %4,261 %3,867 %4,014 %1083,511 %3,644 %3,509 %4,260 %3,870 %4,016 %1093,518 %3,649 %3,515 %4,260 %3,873 %4,017 %1103,524 %3,654 %3,522 %4,259 %3,876 %4,019 %1113,530 %3,659 %3,528 %4,259 %3,879 %4,021 %1123,536 %3,664 %3,534 %4,258 %3,882 %4,022 %1133,542 %3,668 %3,540 %4,258 %3,885 %4,024 %1143,548 %3,673 %3,545 %4,257 %3,888 %4,025 %1153,553 %3,678 %3,551 %4,257 %3,890 %4,027 %1163,559 %3,682 %3,557 %4,256 %3,893 %4,028 %1173,564 %3,687 %3,562 %4,256 %3,896 %4,030 %1183,570 %3,691 %3,567 %4,255 %3,898 %4,031 %1193,575 %3,695 %3,573 %4,255 %3,901 %4,033 %1203,580 %3,699 %3,578 %4,254 %3,903 %4,034 %1213,585 %3,704 %3,583 %4,254 %3,906 %4,035 %1223,590 %3,708 %3,588 %4,254 %3,908 %4,037 %1233,595 %3,712 %3,593 %4,253 %3,910 %4,038 %1243,600 %3,716 %3,598 %4,253 %3,913 %4,039 %1253,605 %3,719 %3,603 %4,252 %3,915 %4,041 %1263,610 %3,723 %3,607 %4,252 %3,917 %4,042 %1273,614 %3,727 %3,612 %4,251 %3,919 %4,043 %1283,619 %3,731 %3,617 %4,251 %3,922 %4,044 %1293,623 %3,734 %3,621 %4,251 %3,924 %4,046 %1303,628 %3,738 %3,626 %4,250 %3,926 %4,047 %1313,632 %3,741 %3,630 %4,250 %3,928 %4,048 %1323,636 %3,745 %3,634 %4,249 %3,930 %4,049 %1333,641 %3,748 %3,639 %4,249 %3,932 %4,050 %1343,645 %3,752 %3,643 %4,249 %3,934 %4,051 %1353,649 %3,755 %3,647 %4,248 %3,936 %4,052 %1363,653 %3,758 %3,651 %4,248 %3,938 %4,053 %1373,657 %3,761 %3,655 %4,248 %3,940 %4,055 %1383,661 %3,765 %3,659 %4,247 %3,942 %4,056 %1393,665 %3,768 %3,663 %4,247 %3,944 %4,057 %1403,668 %3,771 %3,667 %4,247 %3,946 %4,058 %1413,672 %3,774 %3,670 %4,246 %3,947 %4,059 %1423,676 %3,777 %3,674 %4,246 %3,949 %4,060 %1433,680 %3,780 %3,678 %4,246 %3,951 %4,061 %1443,683 %3,783 %3,681 %4,245 %3,953 %4,062 %1453,687 %3,786 %3,685 %4,245 %3,954 %4,063 %1463,690 %3,788 %3,688 %4,245 %3,956 %4,064 %

1473,694 %3,791 %3,692 %4,244 %3,958 %4,064 %1483,697 %3,794 %3,695 %4,244 %3,959 %4,065 %1493,700 %3,797 %3,699 %4,244 %3,961 %4,066 %1503,704 %3,799 %3,702 %4,244 %3,962 %4,067 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,368 %0,364 %0,959 %1,451 %4,835 %0,900 %2– 0,280 %0,450 %1,452 %1,837 %4,840 %1,076 %3– 0,189 %0,533 %1,941 %2,198 %4,840 %1,182 %4– 0,082 %0,609 %2,389 %2,505 %4,820 %1,289 %50,032 %0,684 %2,788 %2,739 %4,796 %1,401 %60,155 %0,762 %3,126 %2,898 %4,780 %1,515 %70,278 %0,837 %3,390 %3,013 %4,774 %1,619 %80,401 %0,908 %3,581 %3,132 %4,770 %1,708 %90,520 %0,975 %3,738 %3,228 %4,764 %1,777 %100,626 %1,038 %3,877 %3,343 %4,755 %1,841 %110,726 %1,093 %3,989 %3,445 %4,745 %1,909 %120,819 %1,141 %4,077 %3,529 %4,734 %1,980 %130,902 %1,187 %4,145 %3,599 %4,723 %2,051 %140,972 %1,219 %4,200 %3,658 %4,711 %2,122 %151,026 %1,241 %4,243 %3,708 %4,699 %2,192 %161,064 %1,268 %4,278 %3,752 %4,687 %2,259 %171,095 %1,283 %4,305 %3,789 %4,675 %2,324 %181,124 %1,294 %4,327 %3,821 %4,663 %2,386 %191,158 %1,301 %4,345 %3,850 %4,652 %2,446 %201,200 %1,299 %4,358 %3,875 %4,641 %2,503 %211,251 %1,296 %4,369 %3,897 %4,630 %2,557 %221,309 %1,294 %4,377 %3,917 %4,619 %2,609 %231,372 %1,292 %4,384 %3,935 %4,609 %2,659 %241,437 %1,289 %4,388 %3,951 %4,599 %2,706 %251,504 %1,286 %4,392 %3,965 %4,589 %2,751 %261,571 %1,281 %4,394 %3,978 %4,580 %2,794 %271,637 %1,275 %4,395 %3,990 %4,571 %2,835 %281,702 %1,269 %4,395 %4,001 %4,562 %2,874 %291,766 %1,263 %4,395 %4,010 %4,554 %2,911 %301,828 %1,258 %4,394 %4,019 %4,545 %2,947 %311,888 %1,253 %4,393 %4,028 %4,537 %2,981 %321,947 %1,247 %4,391 %4,035 %4,530 %3,013 %332,003 %1,240 %4,389 %4,042 %4,522 %3,044 %342,058 %1,231 %4,387 %4,049 %4,515 %3,074 %352,111 %1,220 %4,385 %4,054 %4,508 %3,102 %362,161 %1,206 %4,383 %4,060 %4,502 %3,129 %372,210 %1,190 %4,380 %4,065 %4,495 %3,155 %382,257 %1,174 %4,378 %4,070 %4,489 %3,180 %392,302 %1,160 %4,375 %4,074 %4,483 %3,204 %402,346 %1,147 %4,372 %4,079 %4,477 %3,226 %412,387 %1,137 %4,370 %4,082 %4,471 %3,248 %422,427 %1,127 %4,367 %4,086 %4,466 %3,269 % 432,466 %1,117 %4,364 %4,089 %4,461 %3,289 %442,503 %1,107 %4,362 %4,093 %4,456 %3,309 %452,539 %1,096 %4,359 %4,096 %4,451 %3,328 %462,573 %1,083 %4,356 %4,099 %4,446 %3,345 %472,606 %1,072 %4,354 %4,101 %4,441 %3,363 %482,638 %1,064 %4,351 %4,104 %4,437 %3,379 %492,669 %1,061 %4,349 %4,106 %4,433 %3,395 %502,698 %1,066 %4,347 %4,109 %4,428 %3,411 %512,727 %1,078 %4,344 %4,111 %4,424 %3,426 %522,755 %1,096 %4,342 %4,113 %4,420 %3,440 %532,781 %1,120 %4,340 %4,115 %4,417 %3,454 %542,807 %1,147 %4,337 %4,117 %4,413 %3,467 %552,832 %1,178 %4,335 %4,118 %4,409 %3,480 %562,856 %1,210 %4,333 %4,120 %4,406 %3,493 %572,879 %1,245 %4,331 %4,122 %4,402 %3,505 %582,901 %1,280 %4,329 %4,123 %4,399 %3,517 %592,923 %1,316 %4,327 %4,125 %4,396 %3,528 %602,944 %1,353 %4,325 %4,126 %4,393 %3,539 %612,964 %1,389 %4,323 %4,128 %4,390 %3,550 %622,984 %1,426 %4,321 %4,129 %4,387 %3,560 %633,003 %1,463 %4,319 %4,130 %4,384 %3,570 %643,021 %1,499 %4,318 %4,131 %4,381 %3,580 %653,039 %1,535 %4,316 %4,133 %4,379 %3,589 %663,057 %1,571 %4,314 %4,134 %4,376 %3,598 %673,074 %1,606 %4,313 %4,135 %4,374 %3,607 %683,090 %1,640 %4,311 %4,136 %4,371 %3,616 %693,106 %1,674 %4,310 %4,137 %4,369 %3,624 %703,121 %1,708 %4,308 %4,138 %4,366 %3,632 %713,137 %1,740 %4,307 %4,139 %4,364 %3,640 %723,151 %1,772 %4,305 %4,140 %4,362 %3,648 %733,165 %1,804 %4,304 %4,141 %4,360 %3,655 %743,179 %1,834 %4,302 %4,141 %4,358 %3,663 %753,193 %1,864 %4,301 %4,142 %4,355 %3,670 %763,206 %1,894 %4,300 %4,143 %4,353 %3,677 %773,219 %1,923 %4,298 %4,144 %4,352 %3,683 %783,231 %1,951 %4,297 %4,145 %4,350 %3,690 %793,244 %1,978 %4,296 %4,145 %4,348 %3,696 %803,255 %2,005 %4,295 %4,146 %4,346 %3,703 %813,267 %2,032 %4,294 %4,147 %4,344 %3,709 %823,278 %2,058 %4,293 %4,148 %4,342 %3,715 %833,289 %2,083 %4,291 %4,148 %4,341 %3,721 %843,300 %2,107 %4,290 %4,149 %4,339 %3,726 %853,311 %2,132 %4,289 %4,149 %4,337 %3,732 %863,321 %2,155 %4,288 %4,150 %4,336 %3,737 %873,331 %2,178 %4,287 %4,151 %4,334 %3,743 %883,341 %2,201 %4,286 %4,151 %4,333 %3,748 %893,351 %2,223 %4,285 %4,152 %4,331 %3,753 %903,360 %2,245 %4,284 %4,152 %4,330 %3,758 %913,369 %2,266 %4,284 %4,153 %4,328 %3,763 %923,378 %2,286 %4,283 %4,153 %4,327 %3,767 %

933,387 %2,307 %4,282 %4,154 %4,326 %3,772 %943,396 %2,327 %4,281 %4,154 %4,324 %3,777 %953,404 %2,346 %4,280 %4,155 %4,323 %3,781 %963,412 %2,365 %4,279 %4,155 %4,322 %3,785 %973,420 %2,384 %4,278 %4,156 %4,321 %3,790 %983,428 %2,402 %4,278 %4,156 %4,319 %3,794 %993,436 %2,420 %4,277 %4,157 %4,318 %3,798 %1003,444 %2,438 %4,276 %4,157 %4,317 %3,802 %1013,451 %2,455 %4,275 %4,158 %4,316 %3,806 %1023,458 %2,472 %4,275 %4,158 %4,315 %3,810 %1033,466 %2,489 %4,274 %4,158 %4,314 %3,813 %1043,473 %2,505 %4,273 %4,159 %4,312 %3,817 %1053,480 %2,521 %4,272 %4,159 %4,311 %3,821 %1063,486 %2,537 %4,272 %4,160 %4,310 %3,824 %1073,493 %2,552 %4,271 %4,160 %4,309 %3,828 %1083,499 %2,567 %4,270 %4,160 %4,308 %3,831 %1093,506 %2,582 %4,270 %4,161 %4,307 %3,835 %1103,512 %2,597 %4,269 %4,161 %4,306 %3,838 %1113,518 %2,611 %4,269 %4,161 %4,305 %3,841 %1123,524 %2,625 %4,268 %4,162 %4,304 %3,844 %1133,530 %2,639 %4,267 %4,162 %4,304 %3,848 %1143,536 %2,653 %4,267 %4,163 %4,303 %3,851 %1153,542 %2,666 %4,266 %4,163 %4,302 %3,854 %1163,548 %2,679 %4,266 %4,163 %4,301 %3,857 %1173,553 %2,692 %4,265 %4,163 %4,300 %3,860 %1183,559 %2,705 %4,264 %4,164 %4,299 %3,862 %1193,564 %2,717 %4,264 %4,164 %4,298 %3,865 %1203,569 %2,729 %4,263 %4,164 %4,297 %3,868 %1213,574 %2,741 %4,263 %4,165 %4,297 %3,871 %1223,580 %2,753 %4,262 %4,165 %4,296 %3,874 %1233,585 %2,765 %4,262 %4,165 %4,295 %3,876 %1243,590 %2,776 %4,261 %4,166 %4,294 %3,879 %1253,594 %2,788 %4,261 %4,166 %4,294 %3,881 %1263,599 %2,799 %4,260 %4,166 %4,293 %3,884 %1273,604 %2,810 %4,260 %4,166 %4,292 %3,886 %1283,609 %2,821 %4,259 %4,167 %4,291 %3,889 %1293,613 %2,831 %4,259 %4,167 %4,291 %3,891 %1303,618 %2,842 %4,259 %4,167 %4,290 %3,894 %1313,622 %2,852 %4,258 %4,167 %4,289 %3,896 %1323,626 %2,862 %4,258 %4,168 %4,289 %3,898 %1333,631 %2,872 %4,257 %4,168 %4,288 %3,900 %1343,635 %2,882 %4,257 %4,168 %4,287 %3,903 %1353,639 %2,892 %4,256 %4,168 %4,287 %3,905 %1363,643 %2,901 %4,256 %4,169 %4,286 %3,907 %1373,647 %2,911 %4,256 %4,169 %4,285 %3,909 %1383,651 %2,920 %4,255 %4,169 %4,285 %3,911 %1393,655 %2,929 %4,255 %4,169 %4,284 %3,913 %1403,659 %2,938 %4,254 %4,170 %4,284 %3,915 %1413,663 %2,947 %4,254 %4,170 %4,283 %3,917 %1423,667 %2,956 %4,254 %4,170 %4,282 %3,919 % 1433,670 %2,964 %4,253 %4,170 %4,282 %3,921 %1443,674 %2,973 %4,253 %4,170 %4,281 %3,923 %1453,678 %2,981 %4,252 %4,171 %4,281 %3,925 %1463,681 %2,990 %4,252 %4,171 %4,280 %3,927 %1473,685 %2,998 %4,252 %4,171 %4,280 %3,929 %1483,688 %3,006 %4,251 %4,171 %4,279 %3,931 %1493,692 %3,014 %4,251 %4,171 %4,279 %3,933 %1503,695 %3,022 %4,251 %4,172 %4,278 %3,934 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,780 %1,826 %1,420 %0,779 %2,455 %5,322 %2– 0,735 %1,953 %1,557 %0,891 %2,630 %5,368 %3– 0,648 %2,088 %1,752 %1,041 %2,880 %5,486 %4– 0,545 %2,228 %1,928 %1,160 %3,112 %5,607 %5– 0,438 %2,362 %2,090 %1,265 %3,327 %5,693 %6– 0,327 %2,486 %2,218 %1,358 %3,520 %5,838 %7– 0,218 %2,584 %2,323 %1,453 %3,678 %5,950 %8– 0,121 %2,678 %2,414 %1,544 %3,798 %6,072 %9– 0,033 %2,758 %2,492 %1,631 %3,888 %6,183 %100,031 %2,833 %2,556 %1,729 %3,958 %6,257 %110,102 %2,901 %2,608 %1,820 %4,013 %6,297 %120,158 %2,963 %2,655 %1,902 %4,056 %6,312 %130,196 %3,019 %2,701 %1,976 %4,092 %6,309 %140,248 %3,067 %2,747 %2,044 %4,120 %6,292 %150,289 %3,108 %2,792 %2,104 %4,144 %6,266 %160,325 %3,142 %2,836 %2,157 %4,163 %6,233 %170,357 %3,170 %2,879 %2,202 %4,180 %6,195 %180,384 %3,196 %2,920 %2,237 %4,193 %6,154 %190,406 %3,220 %2,960 %2,260 %4,204 %6,110 %200,421 %3,243 %2,998 %2,271 %4,214 %6,065 %210,431 %3,266 %3,035 %2,271 %4,222 %6,020 %220,439 %3,288 %3,070 %2,263 %4,228 %5,974 %230,450 %3,306 %3,104 %2,251 %4,234 %5,929 %240,465 %3,319 %3,136 %2,238 %4,238 %5,884 %250,489 %3,327 %3,167 %2,227 %4,242 %5,840 %260,521 %3,329 %3,196 %2,219 %4,246 %5,797 %270,560 %3,328 %3,224 %2,214 %4,248 %5,755 %280,604 %3,325 %3,251 %2,214 %4,250 %5,715 %290,652 %3,322 %3,277 %2,219 %4,252 %5,676 %300,701 %3,322 %3,302 %2,230 %4,254 %5,637 %310,751 %3,324 %3,325 %2,247 %4,255 %5,601 %320,802 %3,329 %3,348 %2,268 %4,256 %5,565 %330,853 %3,336 %3,370 %2,293 %4,256 %5,531 %340,903 %3,345 %3,390 %2,320 %4,257 %5,498 %350,953 %3,355 %3,410 %2,349 %4,257 %5,466 %361,002 %3,365 %3,429 %2,380 %4,257 %5,436 %371,050 %3,377 %3,447 %2,411 %4,257 %5,406 %381,097 %3,389 %3,465 %2,443 %4,257 %5,378 %

391,142 %3,401 %3,482 %2,474 %4,257 %5,351 %401,186 %3,414 %3,498 %2,506 %4,256 %5,325 %411,229 %3,427 %3,513 %2,538 %4,256 %5,300 %421,270 %3,440 %3,528 %2,569 %4,256 %5,275 %431,311 %3,453 %3,543 %2,599 %4,255 %5,252 %441,349 %3,465 %3,556 %2,629 %4,255 %5,230 %451,387 %3,478 %3,570 %2,659 %4,254 %5,208 %461,423 %3,490 %3,582 %2,687 %4,254 %5,187 %471,459 %3,502 %3,595 %2,715 %4,253 %5,167 %481,492 %3,514 %3,607 %2,743 %4,253 %5,148 %491,525 %3,526 %3,618 %2,769 %4,252 %5,129 %501,557 %3,538 %3,629 %2,795 %4,251 %5,111 %511,588 %3,549 %3,640 %2,820 %4,251 %5,094 %521,617 %3,560 %3,650 %2,845 %4,250 %5,077 %531,646 %3,571 %3,660 %2,868 %4,250 %5,061 %541,674 %3,581 %3,670 %2,891 %4,249 %5,046 %551,701 %3,591 %3,679 %2,914 %4,248 %5,030 %561,727 %3,601 %3,688 %2,936 %4,248 %5,016 %571,752 %3,611 %3,697 %2,957 %4,247 %5,002 %581,776 %3,620 %3,705 %2,977 %4,247 %4,988 %591,800 %3,630 %3,713 %2,997 %4,246 %4,975 %601,822 %3,639 %3,721 %3,016 %4,245 %4,962 %611,845 %3,647 %3,729 %3,035 %4,245 %4,950 %621,866 %3,656 %3,736 %3,053 %4,244 %4,938 %631,887 %3,664 %3,744 %3,071 %4,244 %4,926 %641,907 %3,672 %3,751 %3,088 %4,243 %4,915 %651,927 %3,680 %3,757 %3,105 %4,243 %4,904 %661,946 %3,687 %3,764 %3,121 %4,242 %4,893 %671,964 %3,695 %3,770 %3,137 %4,242 %4,883 %681,982 %3,702 %3,777 %3,152 %4,241 %4,873 %692,000 %3,709 %3,783 %3,167 %4,241 %4,863 %702,017 %3,716 %3,789 %3,182 %4,240 %4,854 %712,033 %3,723 %3,794 %3,196 %4,240 %4,845 %722,049 %3,729 %3,800 %3,210 %4,239 %4,836 %732,065 %3,735 %3,805 %3,223 %4,239 %4,827 %742,080 %3,742 %3,811 %3,236 %4,238 %4,819 %752,095 %3,748 %3,816 %3,249 %4,238 %4,810 %762,109 %3,753 %3,821 %3,261 %4,237 %4,802 %772,123 %3,759 %3,826 %3,273 %4,237 %4,794 %782,137 %3,765 %3,830 %3,285 %4,236 %4,787 %792,150 %3,770 %3,835 %3,297 %4,236 %4,779 %802,163 %3,775 %3,840 %3,308 %4,235 %4,772 %812,176 %3,781 %3,844 %3,319 %4,235 %4,765 %822,188 %3,786 %3,848 %3,329 %4,235 %4,758 %832,201 %3,791 %3,852 %3,340 %4,234 %4,751 %842,212 %3,796 %3,857 %3,350 %4,234 %4,745 %852,224 %3,800 %3,861 %3,360 %4,233 %4,738 %862,235 %3,805 %3,865 %3,370 %4,233 %4,732 %872,246 %3,809 %3,868 %3,379 %4,233 %4,726 %882,257 %3,814 %3,872 %3,388 %4,232 %4,720 % 892,268 %3,818 %3,876 %3,397 %4,232 %4,714 %902,278 %3,822 %3,879 %3,406 %4,232 %4,708 %912,288 %3,826 %3,883 %3,415 %4,231 %4,703 %922,298 %3,830 %3,886 %3,423 %4,231 %4,697 %932,308 %3,834 %3,890 %3,432 %4,231 %4,692 %942,317 %3,838 %3,893 %3,440 %4,230 %4,687 %952,326 %3,842 %3,896 %3,448 %4,230 %4,682 %962,335 %3,846 %3,899 %3,456 %4,230 %4,677 %972,344 %3,849 %3,902 %3,463 %4,229 %4,672 %982,353 %3,853 %3,905 %3,471 %4,229 %4,667 %992,361 %3,857 %3,908 %3,478 %4,229 %4,662 %1002,370 %3,860 %3,911 %3,485 %4,229 %4,658 %1012,378 %3,863 %3,914 %3,492 %4,228 %4,653 %1022,386 %3,867 %3,917 %3,499 %4,228 %4,649 %1032,394 %3,870 %3,920 %3,506 %4,228 %4,644 %1042,402 %3,873 %3,922 %3,513 %4,228 %4,640 %1052,409 %3,876 %3,925 %3,519 %4,227 %4,636 %1062,417 %3,879 %3,928 %3,526 %4,227 %4,632 %1072,424 %3,882 %3,930 %3,532 %4,227 %4,628 %1082,431 %3,885 %3,933 %3,538 %4,227 %4,624 %1092,438 %3,888 %3,935 %3,544 %4,226 %4,620 %1102,445 %3,891 %3,938 %3,550 %4,226 %4,616 %1112,452 %3,894 %3,940 %3,556 %4,226 %4,612 %1122,458 %3,896 %3,942 %3,562 %4,226 %4,608 %1132,465 %3,899 %3,945 %3,567 %4,225 %4,605 %1142,471 %3,902 %3,947 %3,573 %4,225 %4,601 %1152,478 %3,904 %3,949 %3,578 %4,225 %4,598 %1162,484 %3,907 %3,951 %3,584 %4,225 %4,594 %1172,490 %3,909 %3,953 %3,589 %4,225 %4,591 %1182,496 %3,912 %3,955 %3,594 %4,224 %4,588 %1192,502 %3,914 %3,957 %3,599 %4,224 %4,584 %1202,508 %3,917 %3,959 %3,604 %4,224 %4,581 %1212,513 %3,919 %3,961 %3,609 %4,224 %4,578 %1222,519 %3,921 %3,963 %3,614 %4,224 %4,575 %1232,524 %3,923 %3,965 %3,619 %4,223 %4,572 %1242,530 %3,926 %3,967 %3,623 %4,223 %4,569 %1252,535 %3,928 %3,969 %3,628 %4,223 %4,566 %1262,541 %3,930 %3,971 %3,632 %4,223 %4,563 %1272,546 %3,932 %3,973 %3,637 %4,223 %4,560 %1282,551 %3,934 %3,974 %3,641 %4,222 %4,557 %1292,556 %3,936 %3,976 %3,646 %4,222 %4,555 %1302,561 %3,938 %3,978 %3,650 %4,222 %4,552 %1312,566 %3,940 %3,980 %3,654 %4,222 %4,549 %1322,570 %3,942 %3,981 %3,658 %4,222 %4,546 %1332,575 %3,944 %3,983 %3,662 %4,222 %4,544 %1342,580 %3,946 %3,985 %3,666 %4,221 %4,541 %1352,584 %3,948 %3,986 %3,670 %4,221 %4,539 %1362,589 %3,950 %3,988 %3,674 %4,221 %4,536 %1372,593 %3,952 %3,989 %3,678 %4,221 %4,534 %1382,598 %3,953 %3,991 %3,682 %4,221 %4,531 %

1392,602 %3,955 %3,992 %3,685 %4,221 %4,529 %1402,606 %3,957 %3,994 %3,689 %4,220 %4,527 %1412,610 %3,959 %3,995 %3,693 %4,220 %4,524 %1422,615 %3,960 %3,997 %3,696 %4,220 %4,522 %1432,619 %3,962 %3,998 %3,700 %4,220 %4,520 %1442,623 %3,964 %3,999 %3,703 %4,220 %4,518 %1452,627 %3,965 %4,001 %3,707 %4,220 %4,515 %1462,631 %3,967 %4,002 %3,710 %4,220 %4,513 %1472,634 %3,969 %4,004 %3,713 %4,220 %4,511 %1482,638 %3,970 %4,005 %3,717 %4,219 %4,509 %1492,642 %3,972 %4,006 %3,720 %4,219 %4,507 %1502,646 %3,973 %4,007 %3,723 %4,219 %4,505 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,065 %5,920 %6,999 %0,406 %1,859 %7,186 %21,349 %6,052 %7,013 %0,527 %2,106 %7,181 %31,564 %6,172 %7,027 %0,629 %2,347 %7,278 %41,751 %6,287 %7,047 %0,715 %2,556 %7,418 %51,870 %6,390 %7,084 %0,789 %2,735 %7,580 %61,969 %6,492 %7,153 %0,865 %2,894 %7,732 %72,055 %6,565 %7,224 %0,921 %3,027 %7,865 %82,127 %6,646 %7,277 %0,982 %3,139 %7,985 %92,188 %6,724 %7,324 %1,041 %3,234 %8,093 %102,237 %6,797 %7,377 %1,099 %3,309 %8,194 %112,278 %6,844 %7,441 %1,171 %3,384 %8,286 %122,313 %6,868 %7,513 %1,253 %3,462 %8,360 %132,346 %6,875 %7,586 %1,340 %3,542 %8,408 %142,379 %6,870 %7,658 %1,430 %3,619 %8,432 %152,414 %6,855 %7,727 %1,520 %3,692 %8,434 %162,454 %6,834 %7,791 %1,608 %3,758 %8,416 %172,496 %6,808 %7,847 %1,694 %3,817 %8,383 %182,539 %6,778 %7,891 %1,777 %3,871 %8,337 %192,583 %6,746 %7,922 %1,857 %3,917 %8,284 %202,627 %6,712 %7,938 %1,934 %3,958 %8,224 %212,670 %6,678 %7,936 %2,007 %3,993 %8,160 %222,712 %6,643 %7,921 %2,077 %4,022 %8,093 %232,754 %6,608 %7,894 %2,144 %4,047 %8,025 %242,794 %6,573 %7,859 %2,208 %4,069 %7,956 %252,833 %6,539 %7,818 %2,269 %4,088 %7,887 %262,871 %6,505 %7,772 %2,327 %4,104 %7,819 %272,907 %6,472 %7,723 %2,383 %4,117 %7,751 %282,942 %6,440 %7,672 %2,435 %4,129 %7,686 %292,975 %6,409 %7,619 %2,486 %4,140 %7,621 %303,008 %6,378 %7,566 %2,534 %4,148 %7,559 %313,039 %6,349 %7,513 %2,579 %4,156 %7,498 %323,069 %6,321 %7,460 %2,623 %4,163 %7,439 %333,097 %6,293 %7,407 %2,665 %4,169 %7,383 %343,125 %6,267 %7,356 %2,704 %4,174 %7,328 % 353,151 %6,241 %7,306 %2,742 %4,178 %7,275 %363,176 %6,217 %7,257 %2,779 %4,182 %7,224 %373,201 %6,193 %7,210 %2,814 %4,185 %7,175 %383,224 %6,170 %7,163 %2,847 %4,188 %7,128 %393,246 %6,148 %7,119 %2,879 %4,191 %7,083 %403,268 %6,127 %7,076 %2,909 %4,193 %7,039 %413,289 %6,106 %7,034 %2,939 %4,195 %6,998 %423,309 %6,087 %6,993 %2,967 %4,196 %6,957 %433,328 %6,068 %6,954 %2,994 %4,198 %6,919 %443,346 %6,049 %6,917 %3,020 %4,199 %6,881 %453,364 %6,032 %6,881 %3,045 %4,200 %6,845 %463,381 %6,015 %6,846 %3,069 %4,201 %6,811 %473,398 %5,998 %6,812 %3,092 %4,202 %6,778 %483,413 %5,982 %6,780 %3,114 %4,203 %6,746 %493,429 %5,967 %6,748 %3,135 %4,203 %6,715 %503,443 %5,952 %6,718 %3,156 %4,204 %6,685 %513,458 %5,938 %6,689 %3,176 %4,204 %6,657 %523,471 %5,924 %6,661 %3,195 %4,204 %6,629 %533,485 %5,911 %6,634 %3,213 %4,205 %6,603 %543,498 %5,898 %6,607 %3,231 %4,205 %6,577 %553,510 %5,886 %6,582 %3,248 %4,205 %6,552 %563,522 %5,874 %6,558 %3,265 %4,206 %6,528 %573,533 %5,862 %6,534 %3,281 %4,206 %6,505 %583,545 %5,851 %6,511 %3,296 %4,206 %6,483 %593,556 %5,840 %6,489 %3,311 %4,206 %6,461 %603,566 %5,830 %6,468 %3,326 %4,206 %6,440 %613,576 %5,820 %6,447 %3,340 %4,206 %6,420 %623,586 %5,810 %6,427 %3,354 %4,206 %6,400 %633,596 %5,800 %6,407 %3,367 %4,206 %6,381 %643,605 %5,791 %6,388 %3,380 %4,206 %6,363 %653,614 %5,782 %6,370 %3,392 %4,206 %6,345 %663,623 %5,773 %6,352 %3,404 %4,206 %6,327 %673,631 %5,765 %6,335 %3,416 %4,206 %6,311 %683,640 %5,756 %6,318 %3,428 %4,206 %6,294 %693,648 %5,748 %6,302 %3,439 %4,206 %6,278 %703,656 %5,741 %6,286 %3,449 %4,206 %6,263 %713,663 %5,733 %6,271 %3,460 %4,206 %6,248 %723,670 %5,726 %6,256 %3,470 %4,206 %6,233 %733,678 %5,718 %6,242 %3,480 %4,206 %6,219 %743,685 %5,711 %6,227 %3,490 %4,206 %6,205 %753,692 %5,705 %6,214 %3,499 %4,206 %6,192 %763,698 %5,698 %6,200 %3,508 %4,206 %6,179 %773,705 %5,692 %6,187 %3,517 %4,206 %6,166 %783,711 %5,685 %6,175 %3,526 %4,206 %6,154 %793,717 %5,679 %6,162 %3,534 %4,206 %6,141 %803,723 %5,673 %6,150 %3,543 %4,206 %6,130 %813,729 %5,667 %6,138 %3,551 %4,206 %6,118 %823,735 %5,662 %6,127 %3,559 %4,206 %6,107 %833,740 %5,656 %6,116 %3,566 %4,205 %6,096 %843,746 %5,651 %6,105 %3,574 %4,205 %6,085 %

853,751 %5,645 %6,094 %3,581 %4,205 %6,075 %863,756 %5,640 %6,084 %3,588 %4,205 %6,065 %873,761 %5,635 %6,073 %3,595 %4,205 %6,055 %883,766 %5,630 %6,063 %3,602 %4,205 %6,045 %893,771 %5,625 %6,054 %3,609 %4,205 %6,035 %903,776 %5,621 %6,044 %3,615 %4,205 %6,026 %913,781 %5,616 %6,035 %3,622 %4,205 %6,017 %923,785 %5,611 %6,026 %3,628 %4,205 %6,008 %933,790 %5,607 %6,017 %3,634 %4,205 %5,999 %943,794 %5,603 %6,008 %3,640 %4,205 %5,991 %953,798 %5,598 %6,000 %3,646 %4,205 %5,982 %963,802 %5,594 %5,991 %3,652 %4,205 %5,974 %973,806 %5,590 %5,983 %3,658 %4,205 %5,966 %983,810 %5,586 %5,975 %3,663 %4,205 %5,958 %993,814 %5,582 %5,967 %3,668 %4,205 %5,951 %1003,818 %5,578 %5,959 %3,674 %4,205 %5,943 %1013,822 %5,575 %5,952 %3,679 %4,205 %5,936 %1023,826 %5,571 %5,945 %3,684 %4,205 %5,928 %1033,829 %5,567 %5,937 %3,689 %4,205 %5,921 %1043,833 %5,564 %5,930 %3,694 %4,204 %5,914 %1053,836 %5,560 %5,923 %3,699 %4,204 %5,908 %1063,840 %5,557 %5,916 %3,703 %4,204 %5,901 %1073,843 %5,554 %5,910 %3,708 %4,204 %5,894 %1083,846 %5,550 %5,903 %3,713 %4,204 %5,888 %1093,850 %5,547 %5,897 %3,717 %4,204 %5,882 %1103,853 %5,544 %5,890 %3,721 %4,204 %5,875 %1113,856 %5,541 %5,884 %3,726 %4,204 %5,869 %1123,859 %5,538 %5,878 %3,730 %4,204 %5,863 %1133,862 %5,535 %5,872 %3,734 %4,204 %5,857 %1143,865 %5,532 %5,866 %3,738 %4,204 %5,852 %1153,868 %5,529 %5,860 %3,742 %4,204 %5,846 %1163,871 %5,526 %5,854 %3,746 %4,204 %5,840 %1173,874 %5,523 %5,849 %3,750 %4,204 %5,835 %1183,876 %5,521 %5,843 %3,754 %4,204 %5,829 %1193,879 %5,518 %5,838 %3,758 %4,204 %5,824 %1203,882 %5,515 %5,832 %3,761 %4,204 %5,819 %1213,884 %5,513 %5,827 %3,765 %4,204 %5,814 %1223,887 %5,510 %5,822 %3,768 %4,204 %5,809 %1233,889 %5,508 %5,817 %3,772 %4,204 %5,804 %1243,892 %5,505 %5,812 %3,775 %4,204 %5,799 %1253,894 %5,503 %5,807 %3,779 %4,204 %5,794 %1263,897 %5,500 %5,802 %3,782 %4,204 %5,789 %1273,899 %5,498 %5,798 %3,785 %4,204 %5,785 %1283,902 %5,496 %5,793 %3,789 %4,204 %5,780 %1293,904 %5,493 %5,788 %3,792 %4,204 %5,776 %1303,906 %5,491 %5,784 %3,795 %4,204 %5,771 %1313,908 %5,489 %5,779 %3,798 %4,204 %5,767 %1323,911 %5,487 %5,775 %3,801 %4,204 %5,762 %1333,913 %5,484 %5,771 %3,804 %4,204 %5,758 %1343,915 %5,482 %5,766 %3,807 %4,203 %5,754 % 1353,917 %5,480 %5,762 %3,810 %4,203 %5,750 %1363,919 %5,478 %5,758 %3,813 %4,203 %5,746 %1373,921 %5,476 %5,754 %3,816 %4,203 %5,742 %1383,923 %5,474 %5,750 %3,818 %4,203 %5,738 %1393,925 %5,472 %5,746 %3,821 %4,203 %5,734 %1403,927 %5,470 %5,742 %3,824 %4,203 %5,730 %1413,929 %5,468 %5,738 %3,826 %4,203 %5,726 %1423,931 %5,466 %5,734 %3,829 %4,203 %5,723 %1433,933 %5,464 %5,731 %3,832 %4,203 %5,719 %1443,935 %5,463 %5,727 %3,834 %4,203 %5,715 %1453,937 %5,461 %5,723 %3,837 %4,203 %5,712 %1463,938 %5,459 %5,720 %3,839 %4,203 %5,708 %1473,940 %5,457 %5,716 %3,842 %4,203 %5,705 %1483,942 %5,456 %5,713 %3,844 %4,203 %5,702 %1493,944 %5,454 %5,709 %3,847 %4,203 %5,698 %1503,945 %5,452 %5,706 %3,849 %4,203 %5,695 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won19,110 %3,308 %3,377 %9,575 %1,113 %1,354 %28,828 %3,391 %3,482 %8,797 %1,390 %1,426 %39,038 %3,452 %3,554 %8,418 %1,609 %1,495 %49,198 %3,530 %3,625 %8,240 %1,787 %1,554 %59,286 %3,634 %3,704 %8,112 %1,927 %1,608 %69,335 %3,788 %3,759 %8,002 %2,047 %1,649 %79,344 %3,941 %3,806 %7,906 %2,154 %1,687 %89,351 %4,062 %3,858 %7,821 %2,250 %1,727 %99,363 %4,153 %3,914 %7,739 %2,333 %1,765 %109,372 %4,222 %3,968 %7,654 %2,400 %1,796 %119,353 %4,274 %4,021 %7,565 %2,453 %1,819 %129,308 %4,314 %4,077 %7,472 %2,496 %1,833 %139,244 %4,345 %4,140 %7,377 %2,532 %1,839 %149,167 %4,368 %4,200 %7,282 %2,563 %1,839 %159,082 %4,386 %4,250 %7,188 %2,589 %1,833 %168,990 %4,400 %4,286 %7,096 %2,609 %1,824 %178,895 %4,410 %4,311 %7,006 %2,626 %1,817 %188,797 %4,418 %4,327 %6,918 %2,643 %1,815 %198,700 %4,423 %4,338 %6,834 %2,662 %1,821 %208,602 %4,427 %4,345 %6,752 %2,684 %1,837 %218,506 %4,429 %4,351 %6,673 %2,710 %1,865 %228,412 %4,430 %4,355 %6,597 %2,738 %1,900 %238,319 %4,430 %4,358 %6,524 %2,768 %1,941 %248,230 %4,429 %4,360 %6,454 %2,799 %1,986 %258,143 %4,428 %4,361 %6,386 %2,831 %2,034 %268,059 %4,426 %4,362 %6,322 %2,862 %2,082 %277,978 %4,424 %4,362 %6,260 %2,894 %2,132 %287,900 %4,421 %4,361 %6,201 %2,925 %2,181 %297,825 %4,418 %4,360 %6,145 %2,956 %2,229 %307,753 %4,416 %4,359 %6,091 %2,986 %2,277 %

317,683 %4,412 %4,358 %6,039 %3,016 %2,324 %327,617 %4,409 %4,356 %5,990 %3,044 %2,370 %337,553 %4,406 %4,355 %5,943 %3,072 %2,414 %347,492 %4,403 %4,353 %5,897 %3,099 %2,457 %357,433 %4,399 %4,351 %5,854 %3,125 %2,499 %367,377 %4,396 %4,349 %5,813 %3,150 %2,540 %377,323 %4,393 %4,347 %5,773 %3,174 %2,578 %387,272 %4,389 %4,345 %5,735 %3,197 %2,616 %397,222 %4,386 %4,342 %5,698 %3,220 %2,652 %407,175 %4,383 %4,340 %5,663 %3,241 %2,687 %417,129 %4,380 %4,338 %5,630 %3,262 %2,721 %427,086 %4,377 %4,336 %5,598 %3,283 %2,753 %437,044 %4,374 %4,334 %5,567 %3,302 %2,784 %447,003 %4,371 %4,332 %5,537 %3,321 %2,814 %456,965 %4,368 %4,330 %5,509 %3,339 %2,843 %466,927 %4,365 %4,328 %5,481 %3,357 %2,871 %476,892 %4,362 %4,326 %5,455 %3,373 %2,898 %486,857 %4,359 %4,324 %5,430 %3,390 %2,924 %496,824 %4,356 %4,322 %5,405 %3,405 %2,949 %506,792 %4,354 %4,320 %5,382 %3,421 %2,973 %516,761 %4,351 %4,318 %5,359 %3,435 %2,996 %526,732 %4,349 %4,316 %5,337 %3,449 %3,019 %536,703 %4,346 %4,314 %5,316 %3,463 %3,040 %546,675 %4,344 %4,312 %5,296 %3,476 %3,061 %556,649 %4,342 %4,310 %5,276 %3,489 %3,081 %566,623 %4,339 %4,309 %5,257 %3,501 %3,101 %576,598 %4,337 %4,307 %5,239 %3,513 %3,120 %586,574 %4,335 %4,305 %5,221 %3,525 %3,138 %596,551 %4,333 %4,304 %5,204 %3,536 %3,156 %606,529 %4,331 %4,302 %5,187 %3,547 %3,173 %616,507 %4,329 %4,301 %5,171 %3,557 %3,190 %626,486 %4,327 %4,299 %5,155 %3,568 %3,206 %636,465 %4,325 %4,298 %5,140 %3,577 %3,221 %646,446 %4,323 %4,297 %5,126 %3,587 %3,236 %656,426 %4,321 %4,295 %5,111 %3,596 %3,251 %666,408 %4,320 %4,294 %5,098 %3,605 %3,265 %676,390 %4,318 %4,292 %5,084 %3,614 %3,279 %686,372 %4,316 %4,291 %5,071 %3,623 %3,293 %696,355 %4,315 %4,290 %5,059 %3,631 %3,306 %706,339 %4,313 %4,289 %5,046 %3,639 %3,318 %716,323 %4,312 %4,288 %5,034 %3,647 %3,331 %726,307 %4,310 %4,286 %5,023 %3,654 %3,343 %736,292 %4,309 %4,285 %5,012 %3,662 %3,354 %746,277 %4,307 %4,284 %5,001 %3,669 %3,366 %756,262 %4,306 %4,283 %4,990 %3,676 %3,377 %766,248 %4,305 %4,282 %4,979 %3,683 %3,387 %776,235 %4,303 %4,281 %4,969 %3,690 %3,398 %786,221 %4,302 %4,280 %4,959 %3,696 %3,408 %796,208 %4,301 %4,279 %4,950 %3,703 %3,418 %806,196 %4,299 %4,278 %4,940 %3,709 %3,428 % 816,183 %4,298 %4,277 %4,931 %3,715 %3,437 %826,171 %4,297 %4,276 %4,922 %3,721 %3,447 %836,160 %4,296 %4,275 %4,914 %3,726 %3,456 %846,148 %4,295 %4,274 %4,905 %3,732 %3,464 %856,137 %4,294 %4,274 %4,897 %3,737 %3,473 %866,126 %4,293 %4,273 %4,889 %3,743 %3,481 %876,115 %4,292 %4,272 %4,881 %3,748 %3,490 %886,105 %4,290 %4,271 %4,873 %3,753 %3,498 %896,095 %4,289 %4,270 %4,865 %3,758 %3,506 %906,085 %4,288 %4,270 %4,858 %3,763 %3,513 %916,075 %4,288 %4,269 %4,851 %3,768 %3,521 %926,065 %4,287 %4,268 %4,844 %3,773 %3,528 %936,056 %4,286 %4,267 %4,837 %3,777 %3,535 %946,047 %4,285 %4,267 %4,830 %3,782 %3,542 %956,038 %4,284 %4,266 %4,823 %3,786 %3,549 %966,029 %4,283 %4,265 %4,817 %3,790 %3,556 %976,021 %4,282 %4,265 %4,810 %3,795 %3,563 %986,012 %4,281 %4,264 %4,804 %3,799 %3,569 %996,004 %4,280 %4,263 %4,798 %3,803 %3,576 %1005,996 %4,280 %4,263 %4,792 %3,807 %3,582 %1015,988 %4,279 %4,262 %4,786 %3,811 %3,588 %1025,980 %4,278 %4,261 %4,780 %3,814 %3,594 %1035,973 %4,277 %4,261 %4,775 %3,818 %3,600 %1045,965 %4,277 %4,260 %4,769 %3,822 %3,605 %1055,958 %4,276 %4,260 %4,764 %3,825 %3,611 %1065,951 %4,275 %4,259 %4,758 %3,829 %3,617 %1075,944 %4,275 %4,259 %4,753 %3,832 %3,622 %1085,937 %4,274 %4,258 %4,748 %3,836 %3,627 %1095,930 %4,273 %4,257 %4,743 %3,839 %3,633 %1105,923 %4,272 %4,257 %4,738 %3,842 %3,638 %1115,917 %4,272 %4,256 %4,733 %3,846 %3,643 %1125,910 %4,271 %4,256 %4,728 %3,849 %3,648 %1135,904 %4,271 %4,255 %4,724 %3,852 %3,653 %1145,898 %4,270 %4,255 %4,719 %3,855 %3,657 %1155,892 %4,269 %4,254 %4,715 %3,858 %3,662 %1165,886 %4,269 %4,254 %4,710 %3,861 %3,667 %1175,880 %4,268 %4,254 %4,706 %3,864 %3,671 %1185,874 %4,268 %4,253 %4,701 %3,867 %3,676 %1195,868 %4,267 %4,253 %4,697 %3,869 %3,680 %1205,863 %4,266 %4,252 %4,693 %3,872 %3,685 %1215,857 %4,266 %4,252 %4,689 %3,875 %3,689 %1225,852 %4,265 %4,251 %4,685 %3,878 %3,693 %1235,847 %4,265 %4,251 %4,681 %3,880 %3,697 %1245,841 %4,264 %4,251 %4,677 %3,883 %3,701 %1255,836 %4,264 %4,250 %4,673 %3,885 %3,705 %1265,831 %4,263 %4,250 %4,670 %3,888 %3,709 %1275,826 %4,263 %4,249 %4,666 %3,890 %3,713 %1285,821 %4,262 %4,249 %4,662 %3,893 %3,717 %1295,817 %4,262 %4,249 %4,659 %3,895 %3,720 %1305,812 %4,261 %4,248 %4,655 %3,897 %3,724 %

1315,807 %4,261 %4,248 %4,652 %3,900 %3,728 %1325,802 %4,260 %4,247 %4,648 %3,902 %3,731 %1335,798 %4,260 %4,247 %4,645 %3,904 %3,735 %1345,793 %4,260 %4,247 %4,641 %3,906 %3,738 %1355,789 %4,259 %4,246 %4,638 %3,909 %3,742 %1365,785 %4,259 %4,246 %4,635 %3,911 %3,745 %1375,780 %4,258 %4,246 %4,632 %3,913 %3,748 %1385,776 %4,258 %4,245 %4,629 %3,915 %3,752 %1395,772 %4,257 %4,245 %4,626 %3,917 %3,755 %1405,768 %4,257 %4,245 %4,623 %3,919 %3,758 %1415,764 %4,257 %4,244 %4,620 %3,921 %3,761 %1425,760 %4,256 %4,244 %4,617 %3,923 %3,764 %1435,756 %4,256 %4,244 %4,614 %3,925 %3,767 %1445,752 %4,255 %4,244 %4,611 %3,927 %3,770 %1455,748 %4,255 %4,243 %4,608 %3,929 %3,773 %1465,745 %4,255 %4,243 %4,605 %3,930 %3,776 %1475,741 %4,254 %4,243 %4,602 %3,932 %3,779 %1485,737 %4,254 %4,242 %4,600 %3,934 %3,782 %1495,734 %4,254 %4,242 %4,597 %3,936 %3,785 %1505,730 %4,253 %4,242 %4,594 %3,938 %3,787 %Term to maturity (in years)Turkish liraUS dollarYen112,240 %1,228 %– 0,055 %211,933 %1,465 %– 0,047 %311,714 %1,659 %– 0,036 %411,605 %1,801 %– 0,018 %511,498 %1,912 %0,006 %611,299 %2,006 %0,033 %711,078 %2,085 %0,061 %810,888 %2,152 %0,094 %910,722 %2,211 %0,129 %1010,564 %2,264 %0,166 %1110,404 %2,311 %0,207 %1210,244 %2,353 %0,251 %1310,086 %2,388 %0,299 %149,929 %2,416 %0,347 %159,776 %2,440 %0,395 %169,627 %2,461 %0,441 %179,482 %2,479 %0,485 %189,342 %2,495 %0,526 %199,207 %2,508 %0,563 %209,078 %2,519 %0,597 %218,953 %2,526 %0,627 %228,833 %2,531 %0,653 %238,718 %2,535 %0,674 %248,608 %2,538 %0,691 %258,503 %2,539 %0,704 % 268,403 %2,540 %0,712 %278,307 %2,541 %0,718 %288,215 %2,541 %0,727 %298,128 %2,541 %0,739 %308,044 %2,541 %0,757 %317,964 %2,541 %0,781 %327,888 %2,541 %0,811 %337,815 %2,540 %0,845 %347,746 %2,539 %0,881 %357,679 %2,537 %0,919 %367,616 %2,534 %0,959 %377,555 %2,530 %0,999 %387,497 %2,525 %1,040 %397,442 %2,518 %1,080 %407,388 %2,509 %1,120 %417,337 %2,499 %1,160 %427,288 %2,489 %1,199 %437,242 %2,479 %1,237 %447,197 %2,469 %1,275 %457,153 %2,462 %1,312 %467,112 %2,456 %1,347 %477,072 %2,453 %1,382 %487,034 %2,453 %1,416 %496,997 %2,455 %1,449 %506,962 %2,461 %1,481 %516,927 %2,470 %1,512 %526,895 %2,481 %1,542 %536,863 %2,495 %1,572 %546,832 %2,510 %1,600 %556,803 %2,527 %1,628 %566,774 %2,544 %1,654 %576,747 %2,563 %1,680 %586,720 %2,582 %1,705 %596,694 %2,601 %1,730 %606,670 %2,621 %1,753 %616,645 %2,641 %1,776 %626,622 %2,661 %1,799 %636,599 %2,680 %1,820 %646,578 %2,700 %1,841 %656,556 %2,720 %1,862 %666,536 %2,739 %1,882 %676,516 %2,758 %1,901 %686,496 %2,777 %1,920 %696,478 %2,795 %1,938 %706,459 %2,813 %1,956 %716,441 %2,831 %1,973 %726,424 %2,849 %1,990 %736,407 %2,866 %2,006 %746,391 %2,883 %2,022 %756,375 %2,900 %2,038 % 766,359 %2,916 %2,053 %776,344 %2,932 %2,068 %786,330 %2,947 %2,082 %796,315 %2,963 %2,096 %806,301 %2,978 %2,110 %816,288 %2,992 %2,123 %826,274 %3,006 %2,136 %836,261 %3,020 %2,149 %846,249 %3,034 %2,161 %856,236 %3,048 %2,174 %866,224 %3,061 %2,185 %876,212 %3,073 %2,197 %886,201 %3,086 %2,208 %896,189 %3,098 %2,219 %906,178 %3,110 %2,230 %916,168 %3,122 %2,241 %926,157 %3,134 %2,251 %936,147 %3,145 %2,261 %946,137 %3,156 %2,271 %956,127 %3,167 %2,281 %966,117 %3,178 %2,291 %976,107 %3,188 %2,300 %986,098 %3,198 %2,309 %996,089 %3,208 %2,318 %1006,080 %3,218 %2,327 %1016,071 %3,228 %2,335 %1026,063 %3,237 %2,344 %1036,054 %3,247 %2,352 %1046,046 %3,256 %2,360 %1056,038 %3,265 %2,368 %1066,030 %3,273 %2,376 %1076,022 %3,282 %2,384 %1086,015 %3,291 %2,391 %1096,007 %3,299 %2,399 %1106,000 %3,307 %2,406 %1115,993 %3,315 %2,413 %1125,985 %3,323 %2,420 %1135,978 %3,331 %2,427 %1145,972 %3,338 %2,434 %1155,965 %3,346 %2,440 %1165,958 %3,353 %2,447 %1175,952 %3,360 %2,453 %1185,945 %3,367 %2,459 %1195,939 %3,374 %2,466 %1205,933 %3,381 %2,472 %1215,927 %3,388 %2,478 %1225,921 %3,394 %2,484 %1235,915 %3,401 %2,489 %1245,909 %3,407 %2,495 %1255,904 %3,414 %2,501 %

1265,898 %3,420 %2,506 %1275,892 %3,426 %2,512 %1285,887 %3,432 %2,517 %1295,882 %3,438 %2,522 %1305,876 %3,444 %2,528 %1315,871 %3,450 %2,533 %1325,866 %3,455 %2,538 %1335,861 %3,461 %2,543 %1345,856 %3,466 %2,548 %1355,851 %3,472 %2,552 %1365,846 %3,477 %2,557 %1375,842 %3,482 %2,562 %1385,837 %3,487 %2,566 %1395,832 %3,493 %2,571 %1405,828 %3,498 %2,575 %1415,823 %3,503 %2,580 %1425,819 %3,507 %2,584 %1435,815 %3,512 %2,589 %1445,810 %3,517 %2,593 %1455,806 %3,522 %2,597 %1465,802 %3,526 %2,601 %1475,798 %3,531 %2,605 %1485,794 %3,535 %2,609 %1495,790 %3,540 %2,613 %1505,786 %3,544 %2,617 %

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 RepublicCyprusDenmark100345127220042524513024853511403515552051556575406265858560736625115708376351356094865514530104967515521Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004294182000026142532000230428430001984295500018043066000177432760001734328712017823398130180134109130182434Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPortugal16660180272141213025045318161602805142018180290525222020030054623212203205672423230320578262424233056927252533415310292626334152 Duration (in years)RumaniaSlovakiaSloveniaSpainSwedenUnited KingdomLiechtenstein110142160002181824130003212129160004222234180005242337200006252541220007272642230008292743240009302744250001028274426000Duration (in years)NorwayAustraliaBrazilCanadaChileChinaColombia100120170112001201901930012018130400120172395001201624160012015344700120144478001201584490012016541100012013544Duration (in years)Hong KongIndiaJapanMalaysiaMexicoNew ZealandRussia1090010002090010003090010004090010005090010026090010067090010088090010013909101002010091010020Duration (in years)SingaporeSouth AfricaSouth KoreaThailandTaiwanUnited States103100402071204030712040406140405041504060516040706160408071604090816040100916040
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 6162148128243588121126214812824358899337244912023958582148265112223858368751029571252385835836113160129238583583712346213123858358381234611302385835839123561128238583583101336611282385835831113376212823858358312143862128238583583131439621282385835831414396212823858358315143962128238583583161439621282385835831714396212823858358318143962128238583583191439621282385835832014396212823858358321153962128238583583221539621282385835832316396212823858358324173962128238583583251739621282385835832618396212823858358327193962128238583583282039621282385835832920396212823858358330203962128238583583

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 6110265213324759312212122854135249595100131430551272465918284153358129245590693516356313124459059061737661352445895897183967137243589589817396613424258858891740661332425885881017416613224258858811174165132241587587 12174165131241587587131741641312405865861417416413024058558515164163130239585585161540631292385845841715406212923858458418154062129238584584191540621292385845842015406312923958458421164063129239585585221641631302395855852317416313023958558524174163130239585585251741631302395855852618416313023958558527194164130239585585282041631302395855852920416313023958558530204163130239585585 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 616214812824258812112621481282425889923723481202395848214826511222385836875102957124237583583611316012923758358371234621312375835838123461129237583583912356112823758358310133661128237583583111337611282375835831214386112823758358313143961128237583583141439611282375835831514396112823758358316143961128237583583171439611282375835831814396112823758358319143961128237583583201439611282375835832115396112823758358322153961128237583583231639611282375835832417396112823758358325173961128237583583 2618396112823758358327193961128237583583282039611282375835832920396112823758358330203961128237583583 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 61871021292103246701219282971242053196651006386102128199318663834484102127198314659700583102130198311656656682102131200308654654780102130200306651651879101128196304650650978100127194303649649107497123189299645645117296120186296642642127095118185294640640137094117184293639639146994117183293638638156994116183292638638166893115182291637637176892115181291637637186792114180290636636196691113180289635635206590112179288634634216589112178288634634226488111177287633633236387110176286632632246286109175285631631256185108174284630630265984107173283628628275883106172282627627285782104171280626626295681103170279625625305580102169278624624 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 611025521322465921207212275413424859499031430561272465918204163459129245591687 51736641322455915916183968137245591591719416913824559059081941681362445905909184167134244589589101842671332435895891118426713324358858812184366133242588588131843661322425885881418436513224158758715184365131241587587161742641312405865861717426413124058658618174264131240586586191742641312405865862017426513124158658621184265131241587587221843651322415875872318436513224158758724184365132241587587251843651322415875872618436513224158758727194365132241587587282043651322415875872920436513224158758730214365132241587587

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 6153689517529063512242577299179293639101036279104175294640841466841091792956417065688711518329664164166989118187295641641769911191882956406408689011718529363963996789115183292638638106589114181290636636116488113179289634634126388111177287633633136287109176285631631146185108174284630630155984107173283628628165883105172281627627 17578210417128062662618568110417028062562519568010316927962562520558010216927862462421547910116827762362322537810116727762362323537710016627662262224527799165275621621255176981652746206202650759716427361961927497496163272618618284873961622726176172948729516127161661630477194160270616616 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 61520471282425881210252047128242588992362348119238584820472551121237583686592856124237583583610305912823758358371133611312375835838113361129237583583911346012723758358310123661127237583583111337611272375835831213376112723758358313133861127237583583141438611272375835831514386112723758358316133861127237583583171338611272375835831813386112723758358319143861127237583583201438611272375835832115386112723758358322153861127237583583231638611272375835832417386112723758358325173861127237583583261838611272375835832719386112723758358328203861127237583583 2920386112723758358330203861127237583583 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 617255816026160612242725581602616061003382757144257602830493059132255601694511316011925460060061335631102535985987153763102251597597816386194250596596918456588249595595101845628424859459411174460832485935931216436084247593593131644618424659259214164461842455915911516446184244590590161644618424358958917164461842425885881816446184241587587191644618424158758720164461842425885882116446184242588588221644618424258858823164461842425875872417446184241587587251744618424158658626184461842405865862719446184240586586282044618423958558529204461842395855853020446184239585585 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 618910413121132567112352861011282083236681018384101126198317662846483101126197313658710581101128196309655655680101130199307653653779100128198304650650 87698125193301647647973961221892996456451072961211872976436431171951191862956416411270941171842936396391368931161822926376371467921141802906366361565901131792896346341664891111782876336331763881101772866326321862871091762856316311961861081752846306302060851071742836296292159841071732836286282258831061722826276272357821051712816266262456811041702806256252555801031692796246242654791021682786236232753781011672776226222852771001662766216212951769916527562062030517598164274619619

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 616177103184298644124525975101182296642102435976101173291637850459771021732896347135587810517328663263265778107176284630630757781071762826286288557710417228162662695476102170279625625105376101168277623623115276100167276622622125276100166276621621135276991652756216211451769816527462062015507597164273619619164974961632726186181748739616227261861818487395161271617617194772941612706166162047729416127061661621477294160270616616 224671941602706156152346719315926961561524457092159268614614254569921582686146142644699115826761361327436890157266612612284367901562666126122942678915626561161130416688155264610610 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 613146731532686131234231477315426861410133314873145263609838432507514526160770153251791472606066066335382151259605605733558315225860460483254811492586036039325480148257603603103155801472566026021131557914625560160112315579145255600600133055781442546006001430557714325359959915295476143252598598162853751422515975971727527514125159759718275274141250596596192751741402505965962027527414025059659621275274140250596596222751741402505965962327517414025059659624265174140250595595252651731402495955952626517314024959559527265073139249595595282550731392495945942925507213924859459430255072139248594594 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 610327108222568120221528109223569985325291012195658144273210221856468153937105218564577641241110218564564751442112218564564851542110218564564971642109218564564107174210821856456411819431102195655651281842108218564564131020431092195655651410204310921956556515111941108217563563161118401072165625621712184010721656256218131840107216562562191419411072175635632014194110821756356321152042108218564564221521421092185645642316224210921856456424172242109218564564251723431082185645642618244510821856456427182546108218564564281925471082185645642920264810821856456430202849108218564564 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 614763891702846301252247638917028463010273486590161280625850448669216227862471154968961642776226226496998167275621621749709916827462062084870971652736196199477096163272618618104770951622716176171146709416127061661612467093160269615615 134570931592696156151445709215826861461415446991158267613613164368901572666126121743679015626661261218426789156265611611194266891552656116112041668915526561061021416688155264610610224166881542646106102340658815426460960924406587154263609609253964871532636086082639648615226260860827386385152261607607283862851512616076072937628415126060660630366184150260605605

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 6114305613725159712442193461141255601102132340651362556018454274570141256602708530497714525860460462949781472556016017345684153259605605833558215025860460493457831502596056051036598415126160660611386286152262608608123963871532626086081340648715326360960914406587154263609609154065881542646096091640648715326360960917406487153263609609183964861532626086081938638615226260860820386386152262608608213863861522626076072238638515226160760723386385151261607607243762851512616066062537628415126060660626376184150260606606 27366183150259605605283660831492596056052935608214925860460430355982148258603603 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 611328551362505961232214305613725159710103173358130249594836418366213224859470052039671352485945946214271140248594594723447214224859459482345721402485945949234672139248594594102447721392485945941125497313924959559512255073139249595595132650731392495955951426517314024959559515265173140249595595162651731392495955951726517313924959559518265173139249595595192651731392495955952026517314024959559521265173140249595595222651731402495955952326507313924959559524255073139249594594252550721392485945942625497213824859459427244972138248593593282449711382475935932924497113724759359330244871137247592592 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 615065921722866321264253689517528963510383577398170289634860 4597710217228863472056180108176289634634662831121812896356357638511318328963463486385112180288634634963851121792886346341063871121782886346341163871111782876336331263871111772876326321362871101762866326321462861091752856316311561861081742846306301660851071742836296291759841061732826286281858831051722816276271958821051712816276272057821041702806266262156811031702796256252255801031692796246242354791021682786236232454781011672776236232553771001662766226222652769916527562162127517698164274620620285075971642736196192949749616327261861830487395162271617617 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 618196123203317663132028510012720732266710823861031281993186648964861041302003166627495901091372053176636636911121412103186646647931141432123186646648941161432113196656659951171432113206666661095119144210320666666119511914321031966566512951191422093186646641394118141207317663663149211714020631666166115911161382043146606601689114137203313658658178811313520231165765718871111342003106566561985110132199308654654 2084109131198307653653218310713019630665265222811061281953046506502380104127193303649649247810312519230164764725761011241903006456452675100122188298644644277398121187296642642287297119185295641641297095118184293639639306994116182292638638

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 6162148129243589123729255113224659210173133055126245591842416346013024659270551938661342475935976214170139248594594723447214224859459482345721402485945949234672139248594594102447721392495945941124487213924859459412244972139248594594132449721382485935931424497113724759359315234870137246592592162247691362455915911722466913524559159118214668135244590590192146681352445905902021466813524459059021214669135245590590222146691352455905902321466913524559059024214668135244590590252146681352445905902621466813524459059027214668134244590590282145681342445905902921456813424459059030214568134244589589 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 61921071342143296741331292108134215329675109339311013520632567090549411213720832366975759511414221032366966969511614521432266866879611814621532166766789611814521332166766799511814421132066666610941171422093196646641193117141207317663663129111613920531566166113901141372033136596591488113135201311657657158611113320030965565516841091311973076536531782107129196305651651188110512819430465065019791041261933026486482078103125192301647647217710212419130064664622761011231902996456452375100122189298644644247499121188297643643257398120186296642642267296119185295641641277195118184294640640287094117183293639639296993116182292638638306892115181291637637 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 61354369396477591937135327691118199313659110938097122194312658917484102127198314659767587106134202315661661689109138207316661661791112140210316662662892114141209317663663992115141208317663663109211614120731766366311931171412073176636631293118141207317663663 13941191412083176636631495119142208318664664159612014320931966566516961211442103206656651798122145211321667667189912314621232266866819100124147213323669669201001251482143236696692110112514821432467067022100125148214324669669231001251472143236696692499124146213322668668259812314521232166766726971221442113206666662796121143210319665665289511914220831866466429931181412073176626623092117139206315661661 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 6101036117231577122521103611723157710043212371092275738314214391092255716955416431112245705886417461152235695697519471172235695698519461142225685689719451122215675671072045111221567567118204511122156656612821451112215665661310224511122156656614102245111221567567151122451112215675671611224511122156756717122345112221567567181323461122225675671914244611322256856820142547114223569569211526481142245705702216264911522557157123172749116225571571241727501162265725722517285011722657257226182851117227573573

27192951118227573573282029521182275735732920295211822857457430213052119228574574 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 61546996176290636125325570971772916371029355729716928763385345674991702856317145567610317128463063065777106175284630630757781071762826286288567810617428262762795678105172281627627105578103170279625625115478102168278624624125277100167276622622135176981652746206201450749716327361961915487395162271617617164671941602706156151745709215926861461418446991158267613613194368901572666126122042679015626661161121426789155265611611224166881552646106102340658815426460960924406587153263609609253964861532626086082638638615226260760727386285151261607607283762841512606066062936618415026060560530366183149259605605 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 61114129156237351697135621151311572383526981112311813415923135069592041201381632333496957705121140168236349695695 612214217124034969569571231441722423486946948122144171239347693693912114417023734669269210120144169235345691691111191431672343436896891211814216523234168768713116141163230339685685141141391612273376836831511113615922533568068016109133156222332678678171061311542203306756751810412915121832767367319102127149216325671671201001251472143236696692199123146212322668668229712214421032066666623951201422093186646642493118140207316662662259111613920531566066026901141372033136596592788113135202311657657288611113420031065565529851101321983086546543083108131197307652652 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 611741902162974117571395218419922630642076611403189205230302421766944419120823430442076679151922112393064197657656191212241310418764764719121224131041676276281892112383074157607609188211237304413759759101872102353024127577571118520923430041075575512183208231297407753753131812052282944047507501417820222529140174774715174199222288398743743161711962182853947407401716819321528239173773718165189212278388734734 191621862092753857317312015918320627238272872821155180203269379724724221521771992663757217212314917419626337271871824146171193259369715715251431681902563667127122614016418725336370970927137161184250360706706281341591812473577037032913115617824535470070030128153176242351697697 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 612642681492636091280227436915026461010503284570142261606868429477314325960572653150781452586046156315180149258603603731538115125760360383052791482566016019295278145255601601102953781442546006001129537714425359959912295377143253598598132953761432525985981429537614225259759715285375142251597597162853751422515975971728537514225159759718285375142251597597192853751422515975972028537514225159759721285376142251597597222853751422515975972328537514225159759724285375142251597597252853751412515975972628527514125159759727275275141251596596

282752741412505965962927527414025059659630275174140250596596 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 612238641452596051282224396614726160710513274469140259605870430477314325960572753251791472606066166345483152260606606735578515526160760783558851532616076079365985152261607607103760851522626076071138628615226260860812386386153262608608133963861532626086081439648615226260860815396386152262608608163863851522616076071738638515226160760718386385152261607607193863851522616076072038638615226260760721396386152262608608223963861522626086082338638615226260760724386385152261607607253863851512616076072637628515126160660627376284151260606606283761841502606056052936618315025960560530366083149259605605 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 6112313916524636070614042122138164245359705114131221391642363547009394123141166236352698783512414317123835169769761231441722413506966967124145173243349695695 812314517224034869469491211441702373476936931012214517023734669269211121145170236346691691121211451682353446906901312014516723434368968914119144166232342688688151171411642303406866861611413916222833868368317112136159225335681681181091341572233336786781910713215422133067667620105130152219328674674211031281502163266726722210112514821432467067023981231462123226676672496121143210319665665259411914120831766366326921171392063156616612790115137203313659659288811313520131165765729861111331993096556553084109131198307653653 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 61093511623057612382111371182325781017321540111230576843421844114230576706542250118231577598652554123231577577762856126232577577862956124232578578972955122232578578107305512223257757711831551222315775771283255122231577577131032551212315775771410325512123157757715113255121231576576161132541212305765761713325412123057657618133254121230576576191432551212315765762014335512223157757721153356122232578578 221634561232325785782317345712323357857824173457123233579579251835571232335795792618355712423357957927193557124233579579282035581242345795792920355812423458058030213658124234580580 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 613550771572726171243235517715827261810193355277149267613842436547914926561170453655831512646106106395988157265611611736588615626260760784063901582666126129406289156265611611103458831492596056051130547814425460060012265174141250596596132449721382475935931422476913624559159115214568134244590590161944661332425885881718436513224158758718184265131241587587191742641312405865862017426413124058658621174265131241586586221742651312415865862317426513124158658624174264131240586586251742641312405865862618426413124058658627194264131240586586282042641302405865862920426413024058658630214164130240586586

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 611862022283094237691458218419922630642176611923181198223294413759983417819622229240875482151751952222904037497496172193222291399745745716919121928939574174181651882152833917377379162184210278387733733101581822072733837297291115517920326937972572512151176199265375721721131481721952623717177171414416919225836871371315141166188254364710710161381621852513617077071713415918224835870470418132156179245355701701191291541762423526986982012615117424034969569521124148171237347693693221211461682353446906902311914316623234268868824116141163230339685685251141391612273376836832611213615922533568168127109134156223332678678281071321542213306766762910513015221932867467430103128150217326672672 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 6192652112247593124029265211224759310193102954106246591844412345710324659270651741631052475935986194467101248594594719466594248594594817446492249595595917456696249595595101948691002495955951121507110324959559512225372104249595595 132455721042495955951424557310425059559515245573104250595595162455731042495955951724557310424959559518245573104249595595192455731042495955952024557310425059659621245573104250596596222455731042515965962324557310425159759724245573104251597597252455731042515975972624557310425159759727245573104251597597282455731042515975972924557310425159759730245573104251596596 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 61031394208554121621512922075529963251183202547823426138419954568753718861995445816482190198544544759229219854454485922901985445449711228919854454410711228919854454411812238919954454412813258919954554513101426901995455451410142990200545545151116309020054654616111631902005465461712173391200546546181318349120154754719141935922025475472014193793202548548211520389320354954922152139942045495492316224094204550550241722429520455055025172344952055505502618244595205551551 2718254695205551551281925479520555155129202648952055515513020284996205551551 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 611152245168306307821152245168343229431162450163355173141172754160354133752193156160345105963223359160331859742435611603167108425376416029959695263867160282508105274069160265437115274070160254379126274070160254332136274070160254292146274070160254259156274270160254254167274470160254254177274770160254254188274970160254254199275270160254254209275470160254254219275770160254254221027597016025425423102762701602542542411276470160254254251127677216025425426112769751602542542712277276160254254281227757816025425429132778811602542543013278083160254254

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 6151926501733083105272228521753462316372231571703591748 472334611673571350582537631673481069692739651663348667103041671663187158930426916530160199304372165284511109314474164267440119314474164257382128304374163257334138304373163256294147294272162256260157294272162255255167284471161255255178284771161254254188285071161254254199285271161254254209285571161255255219285772162255255221029597216225525523102962721622552552411296572162255255251129677316225525526112971751622562562712297377162256256281229767916225625629132978811622552553013298083162255255 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 610152245168306307820152245168343229431152450163355173141162754160354133752193156160345105962213359160331858742435611603167108425366416029959695263867160282508105264069160265437115274070160253379126274070160253332136274070160253292146274070160253259156274270160253253167274470160253253177274770160253253188274970160253253 199275270160253253209275470160253253219275770160253253221027597016025325323102762701602532532411276470160253253251127677216025325326112769751602532532712277276160253253281227757816025325329132778811602532533013278083160253253 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 61829610312725034531002779198122245348232637994103129242361175947693103130236361136357492104129233353108467392104130231341881772921031292283257308719110313122732061497091103132226319523106688101130221315451116385981282183123921262839712721731034313618396126216309309146082951252153093091560829512521530830816598194124214307307175980931242143073071858799312321330630619577992122212305305205678911212113053052155779012121030430422557689120210303303235475881192093023022453748711820830130125527386117206300300265072851162052992992749718411420429829828487083113203297297 2947698211220229529530466883111201294294 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 61419264917230530672621285117434222883722315717035517294824356216835413375926386416834510606102941671683328607113142681673177118113143711673005989113244731662835091011324575166267438111032457516525938112103245751652583341393144751642582941493144741642572611593044741642572571683044731632562561783047731632562561883050731632562561993052731632562562093055731632572572110305874164257257221031617416425725723103163741642572572411316674164257257251131687416425725726123171751642572572712317377164257257281231768016425725729133178821642572573014318184164257257 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 61486269922153113114251667396219349233735571791062183641774458748511221836413765597789114218356109266079911172183428867618192118217326732

86081921202163096159598092121215308523105879921222133064501156789112121130539112557689120210303342135375881182083013011452738611720730030015507285115205299299164971841142042972971748708311320329629618476982112202296296194768811122022952952046688111120129429421456780110200294294224466791101992932932344657810919929229224436478108198291291254264771071972902902641637610619628928927406275105195288288283961771041942882882938607910419328728730385983103193286286 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 610142145167306307620142145167343229231152350162355173041162753159354133652183055159345105862213358159331858732334611593157098424366315929959694253766159282507104263968159265437114263969159253379126263970159253332136263970159253292146263970159253259156264270159253253167264470159253253177264770159253253188264970159253253199265270159253253209265470159253253219265770159253253 221026597015925325323102662701592532532411266470159253253251126677215925325326112669751592532532712267276159253253281226757815925325329132678811602532533013268083160253253 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 610112346186309311320112346186346232131112451181359175141132757177358135252162960176348107162183361175335867732136601743187168423376017330160296314158172284512109344157171267440117334056170264382126324055170263334136304056169262294146304156168261261156304256167261261167304456166259259178304756165258258188304957164257257199305260164257257209305461165258258219305763165258258221030596516525825823103062681642582582411306470164257257251130677216325725726113069741632562562712307276163256256281230747816225625629133078801622552553013308083161255255 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 61839810512825134731442819510212524835123553789310212824036617864759210212923536613855739010312823235811006729110312923034589477191102128227330740868891001282243176229668799128221315530106486991292203134561163849812821831139612618396126216309347135981941242143083081458799312321330630615567891121211305305165577901202103033031754768911920930230218537588118208301301195274871172073003002051738611620629929921507285115205299299224971841142042982982348708311320329729724476982112202296296254668811112012952952645678011020029429427446679109199293293284365781081982922922942648110719729129130416383107196290290 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 615670771012243193169254697699222354237235268771032153681796451677810521136713905506780105209359110364968801062073458947496980106205329739847688010720331162194667791082012955281045678010920029445511446679109199293395

1243657810819829234513436477108198291304144264771071972902901541637610619629029016406275105195288288173961741051942882881839607410419428728719386073103193286286203860731031932862862138597310319328628622375972102192286286233758721021922852852436587110119128428425365770101191284284263557721001902832832734567599189283283283455779918828228229335581981882812813032548397187280280 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 61264047701933123141226414771194350234432440497518736317704244051781843611367524415479183352108362443558118233887772545568218132272582445578418030560992445578617928851810244558881792724461123455888178271387122244578717727133813214356871762702981421425686176269269152042558517526826816194154841742672671718405384173267267181840538317326626619183953831732662662018395583173266266 2118395883173266266221839618317326626623183963831722662662417396682172266266251739688217226526526173971821722652652717387382172265265281638768117126526529163879821712642643016388184171264264 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 6100325148304305520162614934022753119311433531717413123514135113265241537141342105062417401413298517362042141313704846234414129659194826481412805031048285014126343311493052142247376126103351140234329136113652142235289146123952141235256156134150140233233167134451139232232177144654139232232188164857139232232199165158139233233209175460140233233219185663141234234221019596514123423423101962671412342342411206469141234234251122677114123423426112269731412342342712237275141234234281224747814123423429122576791422342343013257981144234234 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 61425763872103163189242576387210354237934157659120436817974405768942003661388540587095199357110064059719719834389174161729819732773684060721001963106189396073102195292526103960741031942874521138607310319328639312375972102192286344133658711021912853021436577110119128428415355770100190283283163456699918928228217345568991892822821833556898188281281193354679818728128120325467971872812812132546797187280280223253679718728028023315366961862802802431526696186279279253052699518527927926305172951852782782729517594184277277282850779418327727729284979931832762763027498392182276276 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 61924305417731431682132835581813522363316324067179366178641935467317936513815213951761803561094620395177178342887726465783182326733825455785181308615926476089182291523102850639218327745011295164941842783911230526595185279342

133152669618627930114315366961862792791531536696186280280163152669618627927917315266961862792791830516595185278278192951649518427827820295164951842782782129516494184278278222951649418427727723295064941842772772428506694183277277252850699318327627626274971931822762762727497492182275275282648779218127527529264879911812742743025478391180274274 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 618222953176311313529243054177349233731025346017236217664102738641703611364511294166171351108061332447017133787571535467217132172381535477517130460791537497817128751710163851801712704451116385181171265386121738528217226533813173852821722652971417395282172265265151739528217226526516173852821722652651717385282172265265181738528217226526519173852821722652652017395582172265265211739588217226526522173961821722652652317386382172265265241638668117126526525163868811712642642616377181171264264 2715377380170264264281537768017026326329153678811702632633014368183169263263 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 6145596689212319322124762699221535824053506574100212372181945167781052113711407552708210721136211156547385111212348904755758611321133274885575871152113156289557689118211304534105577901202103044601155779012021030339912547689119209303349135475881192083023071453748811820830130115527387117207300300165172861162062992991750728511520529829818497184114204298298194970831142032972972048698311320329629621476982112202295295224668811112012952952345678011020029429424446679110199293293254465781091992922922643647810819829129127426377107197290290284162781061962892892940628110519528828830396183104194287287 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 617590971202433393372280941011242473732516379951031302423871900478951061322393851468581991111362403761162 6831021141402413619417851051161422413447778861061181462423356539871081201492433365551087109122152243336478118710912215224233541412861081211512413343621385106120150240333333148310511814823833233215821031171472373303301680102115145235329329177910111414423432732718789911214323232632619769811114123132432420759711014023032332321749510813922832232222729410713722732032023709210513622531931924699110413422431731725678910213222231631626668710113122131431427648699129219313313286384981282183113112961839612621631031030608195125215308308 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 61115224616931231492419264917235123543622315716936517794825366216836413765112840661703541090613324469170340883715354672171324729815364775171307612916374978171289521101638518017127244811163851811712653891216385181171264340131537508017026429914153650801702632651514364979169262262161335487816826126117133448781682612611812345077167260260

191234537716726026020123455771672602602112345877167261261221234617716726126123123463771672612612412346677167260260251234687716726026026123471771672602602712337378167260260281233778016726026029143379821662602603014338284166260260 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 61871011081312543503404287101108132255376254338610211013624939019214861021131402463891484586104116141245379117468710611814424536595178810811914524434778588810812014824433765998710812115024333656010861081211502413354821185106119149240333418128310411814823833136513811021161462363293291479100114144234327327157799112142232325325167596110140230323323177395108138228321321187293106137227320320197092105135225318318206991104134224317317216890103133223316316226789102132222315315236688101131221314314246586100130220313313256485991292193123122663849812821831131127628396127216310310 286082951262153093092959819412521430830830588093124213307307 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 6134936337039451761234622718592116239382258437389981242363961949476931031302363941504578961081332383841189681100111137238368963783103114140239351795884104116143240333667984106118147240333567108510611914924033348711851061191492403334231285106120150240333370138510712015024033333314861071211512413343341586108121152241335335168710912215324233633617891101231542433373371890111124155245338338199111212515624533933920911131261562463403402191113126157246340340229111312615624634034023911121261562463393392490112125155245338338258911112415424433733726881101231532433363362787109122152242335335288610712115124133433429841061191492393333333083105118148238331331 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 610411341573093115204103415734723233141339151360175441415421483581354525184314734910726271945146335869 7310214714631971784923491453026029492651144285512104102952143268441114103153143251383126103453143237335136113653143237295146123954143237261156134254144237237167134454144237237178154755144237237188165057144238238199165260145238238209175562146239239219195864147240240221019606614724124123102062681482412412411216671149242242251122687314924224226112271751492432432712247377150243243281225768015024424429132578811512442443014278183151244244 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 61486370932163163190249647194217355238434964739921136918034486475102208368139454865781032073591105649688010520634589674969801062053297408486981108204311622948698111020429752910476882111202295455114667801102002943951244657910919929234613426477107197291304144162761061962892891539617410419428728716375972102192286286173658711011912842841835577010019028328319345669991892822822033556898188282282

2133546898188281281223254679718728028023315366971862802802431526796186279279253052709518527827826295172941842782782729507594184277277282850789318327627629274981921822762763027488392182275275 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 6110912313015427737234722110125131155278383259131111261351612733971956411212813916627239615115113130143168272386119761141331451712713719697115135146172271364801811413414617427036367291131341471762693625721011313414717726836149211111133146176266359427121091311441742643583731310712914217226235535514105126140170260353353151021241371672573513511610012113516525534834817971191321622523463461895117130160250343343199311512815824834134120911131261562463403402190111124155244338338228810912315324333633623861081211512413343342484106119149239332332258210411714723733133126811021161462363293292779101114144234327327287799112142232326326297697111141231324324307496109139229323323 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 611691841912143374333576217819320022334644226623182197206232344440201241821992102373434371554518320121323834243512306183202214240341434995718320321424033943282181812022142413374316889180201214243336429585101792012142433344285021117719921224233242643512175196210240330423423131721932072373274204201416919020323432441741715165187200230320414414161621841972273174104101715918019422431440740718156177191221311404404191531741872183074014012014917118421530439839821146168181211301395395221431651782082983913912314016217520529538838824137158172202292385385251341551691992893823822613115216619628637937927128149163193283376376281251461601902803733732912214415718727737037030119141154184274368368 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 61213642661893233266222374367190362243632237467218437518394213849761823741420522405277181364112462341537918035091172443558117933475382243558217831663292243558417729853810224356861772804631121435686176269401 1220425586175269351132041558517526830914194154851742682731519415484174267267161941548417426726717194054841742672671819415484174267267191941548417426726720194157841742672672119416084174268268221941628417426826823194165841742672672419416784174267267251940708417426726726194072841742672672718407683173267267281840788317326626629183981851732662663018398486172266266 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 611731386218532332702193340641873632440320364470183376184242138497618237414225234153781833651125625445682183350911728475985183333752828486087184316631928496291184297537102951649318428046211305165951852784011230526595185278350133051659518527830814305165951852782781530516495184278278162951649418427727717295164941842772771829516494184277277192951649418427727720295164941842782782130516495184278278223051649518427827823295165941842782782429516794184277277

252950709418427727726285072931832772772728507693183276276282749789318227627629274981921822752753026488492181275275 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 6111813313916328638136022117131138162285392266631151311401662784042003411513114216927540215415115133145170274390121661151341461722733749827116136147173272365809811513514717527136467891141351471762693635751011413514917826936249411113135148178268362427121121341471772673603731311113314617626635935914110131145175265358358151081291421732633563561610512714017126035435417103124137168258351351181001221351652553493491998120133163253346346209611813116125134434421941151291592493423422292113126157246340340238911112415424433833824871091221522423353352585107120150240333333268310411814823833133127811021161462363293292879100114144234327327297798112142232325325307597110140230323323 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 610293315631331522051135158351235531715411543651781 41920471533641376521224491533551091621527531543418847318295615432573084193158154307613942032611542905221042134631542734491142134641542563901262135641542473411362038641542473001462039641532472661572042641532472471672045631532462461782048631532462461882051631532462461992053631532472472092155641542472472110215865154248248221022616715524824823102263691552492492411226671156249249251122687315624924926122371751562492492712247378156249249281225778015625025029142579821562502503014278285157250250 3.29. South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6130445174197314316423045517519835223593294453791913641780428445582188363137452745578218735310886304961871883398817284859861843237278335365921883056109325365941882885191026486190181275446112143568617627038712184053831732663381315375080170264298141335487816826226415123347771672602601610324575165258258 179314774164258258189305074163257257199305273163256256209305573163257257219305873163257257221030607316325725723103063731632572572411306673163257257251130687316325625626113071751632562562712307377163256256281229768016325625629132978811632562563014298184163256256 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 6118119620222634944437492179193200223346442279231741901982253374322102417018719822533142516195167184197222326419127861641831952213224151031716218119321931841184981581781902173134077109154175187216310403602101501721852153063995161114716818221230239544612143164178208298391391131391611742042943873871413515717020029038438415132153167197287380380161291501631942843773771712514716019128037437418123144157188278371371191201411551852753683682011713915218227236636621115136150180270363363221121341471772673603602311013114517526535835824107129142172262355355251051261401702603533532610212413716825735135127100122135165255348348

289812013316325334634629961181311612513443443094116129159249342342 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 6101527541733133158201527541733522359311729581693651783412032631693641377522337691703551091642640701713418847631427217132473088344674171307613910364976172290521101138517617227244811114052781722653891212415479172265340131342547917226530014134355791722662661513435579172266266161343557917226526517134355791722652651813435579172265265191343557917226626620134355791732662662113435879173266266221343617917326726723134363791742672672413436679174267267251343687917426726726134371791742672672713437379174267267281343768017426726729144379821742672673014438184173267267 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 610031213430730922016151323442302311918125356173641312211223541339524152412134510606241827121331858 73620301213157098462332121298595948263512128150610482837121264435114103140121248377126103342122232330136113644122218291146123947122216257156134149123216229167134451123216216177144654123217217188164957125217217199165158128218218209175461130218218219185663132219219221019596513322022023102062671352202202411206469136220220251122677113822122126112269731402212212712237276141221221281224747814222122129122576801422212213013257981144221221

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance market Volatility adjustment (in bps) EuroAustria13EuroBelgium13EuroCyprus13EuroEstonia13EuroFinland13EuroFrance13EuroGermany13EuroGreece13EuroIreland13EuroItaly13EuroLatvia13EuroLithuania13EuroLuxembourg13EuroMalta13EuroNetherlands13EuroPortugal13EuroSlovakia13EuroSlovenia13EuroSpain13Czech korunaCzech Republic1Danish kroneDenmark45ForintHungary14KronaSweden3KunaCroatia9LevBulgaria3Pound sterlingUnited Kingdom25Romanian leuRomania– 2ZlotyPoland15KrónaIceland14Norwegian kroneNorway24Swiss francLiechtenstein1Swiss francSwitzerland1Australian dollarAustralia9Canadian dollarCanada6US dollarUnited States44YenJapan2