Commission Implementing Regulation (EU) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 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) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 October 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2017 market data. That information was published on 6 October 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 30 September until 30 December 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 30 September 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 9 November 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– 0,356 %0,664 %– 0,366 %– 0,077 %– 0,502 %0,391 %2– 0,266 %0,911 %– 0,276 %0,301 %– 0,285 %0,647 %3– 0,140 %1,066 %– 0,150 %0,436 %– 0,065 %0,936 %40,004 %1,178 %– 0,006 %0,872 %0,153 %1,249 %50,157 %1,266 %0,147 %1,135 %0,359 %1,579 %60,294 %1,327 %0,284 %1,604 %0,567 %1,884 %70,436 %1,389 %0,426 %1,962 %0,754 %2,141 %80,573 %1,430 %0,563 %2,228 %0,918 %2,338 %90,706 %1,478 %0,696 %2,435 %1,070 %2,478 %100,828 %1,534 %0,817 %2,601 %1,197 %2,591 %110,936 %1,562 %0,926 %2,774 %1,354 %2,688 %121,033 %1,575 %1,023 %2,951 %1,526 %2,772 %131,121 %1,589 %1,111 %3,122 %1,695 %2,847 %141,197 %1,609 %1,187 %3,280 %1,853 %2,913 %151,259 %1,641 %1,248 %3,419 %1,997 %2,973 %161,305 %1,683 %1,295 %3,535 %2,127 %3,027 %171,344 %1,734 %1,333 %3,632 %2,244 %3,077 %181,380 %1,790 %1,370 %3,713 %2,350 %3,122 %191,419 %1,850 %1,409 %3,781 %2,445 %3,164 %201,463 %1,910 %1,453 %3,839 %2,532 %3,203 %211,514 %1,971 %1,504 %3,888 %2,610 %3,239 %221,570 %2,032 %1,560 %3,929 %2,681 %3,272 %231,630 %2,092 %1,620 %3,964 %2,747 %3,304 %241,690 %2,151 %1,681 %3,995 %2,807 %3,333 %251,752 %2,208 %1,743 %4,021 %2,862 %3,361 %261,813 %2,263 %1,804 %4,043 %2,913 %3,387 %271,874 %2,316 %1,865 %4,062 %2,961 %3,412 %281,934 %2,368 %1,925 %4,079 %3,005 %3,435 %291,992 %2,417 %1,983 %4,093 %3,046 %3,457 %302,048 %2,465 %2,040 %4,105 %3,084 %3,478 %312,103 %2,511 %2,095 %4,116 %3,120 %3,498 %322,156 %2,555 %2,149 %4,125 %3,153 %3,516 %332,208 %2,597 %2,200 %4,133 %3,185 %3,534 %342,257 %2,638 %2,250 %4,140 %3,215 %3,551 %352,305 %2,677 %2,298 %4,147 %3,243 %3,568 %362,351 %2,714 %2,344 %4,152 %3,269 %3,583 %372,395 %2,750 %2,388 %4,157 %3,294 %3,598 %382,437 %2,784 %2,431 %4,161 %3,318 %3,612 %392,478 %2,817 %2,472 %4,165 %3,340 %3,626 %402,518 %2,849 %2,511 %4,168 %3,362 %3,639 %412,555 %2,879 %2,549 %4,171 %3,382 %3,651 %422,592 %2,908 %2,586 %4,173 %3,402 %3,663 %432,627 %2,937 %2,621 %4,175 %3,420 %3,675 %442,660 %2,964 %2,654 %4,177 %3,438 %3,686 %452,693 %2,990 %2,687 %4,179 %3,455 %3,696 %462,724 %3,015 %2,718 %4,180 %3,471 %3,707 %

472,754 %3,039 %2,748 %4,182 %3,486 %3,716 %482,783 %3,062 %2,777 %4,183 %3,501 %3,726 %492,811 %3,084 %2,805 %4,184 %3,515 %3,735 %502,837 %3,106 %2,832 %4,185 %3,529 %3,744 %512,863 %3,126 %2,858 %4,186 %3,542 %3,752 %522,888 %3,146 %2,883 %4,187 %3,555 %3,761 %532,912 %3,166 %2,907 %4,187 %3,567 %3,768 %542,936 %3,184 %2,931 %4,188 %3,579 %3,776 %552,958 %3,202 %2,953 %4,188 %3,590 %3,784 %562,980 %3,220 %2,975 %4,189 %3,601 %3,791 %573,001 %3,237 %2,996 %4,189 %3,611 %3,798 %583,021 %3,253 %3,017 %4,190 %3,621 %3,804 %593,041 %3,269 %3,036 %4,190 %3,631 %3,811 %603,060 %3,284 %3,055 %4,191 %3,640 %3,817 %613,078 %3,299 %3,074 %4,191 %3,650 %3,823 %623,096 %3,313 %3,092 %4,191 %3,658 %3,829 %633,113 %3,327 %3,109 %4,191 %3,667 %3,835 %643,130 %3,341 %3,126 %4,192 %3,675 %3,840 %653,147 %3,354 %3,142 %4,192 %3,683 %3,846 %663,162 %3,366 %3,158 %4,192 %3,691 %3,851 %673,178 %3,379 %3,174 %4,192 %3,699 %3,856 %683,193 %3,391 %3,189 %4,193 %3,706 %3,861 %693,207 %3,402 %3,203 %4,193 %3,713 %3,866 %703,221 %3,414 %3,217 %4,193 %3,720 %3,871 %713,235 %3,425 %3,231 %4,193 %3,727 %3,875 %723,248 %3,435 %3,244 %4,193 %3,734 %3,880 %733,261 %3,446 %3,257 %4,193 %3,740 %3,884 %743,274 %3,456 %3,270 %4,193 %3,746 %3,888 %753,286 %3,466 %3,282 %4,194 %3,752 %3,892 %763,298 %3,475 %3,294 %4,194 %3,758 %3,896 %773,310 %3,485 %3,306 %4,194 %3,764 %3,900 %783,321 %3,494 %3,318 %4,194 %3,769 %3,904 %793,332 %3,503 %3,329 %4,194 %3,775 %3,908 %803,343 %3,511 %3,339 %4,194 %3,780 %3,911 %813,353 %3,520 %3,350 %4,194 %3,785 %3,915 %823,364 %3,528 %3,360 %4,194 %3,790 %3,918 %833,374 %3,536 %3,370 %4,194 %3,795 %3,922 %843,383 %3,544 %3,380 %4,194 %3,800 %3,925 %853,393 %3,552 %3,390 %4,194 %3,805 %3,928 %863,402 %3,559 %3,399 %4,194 %3,809 %3,931 %873,411 %3,566 %3,408 %4,195 %3,814 %3,934 %883,420 %3,574 %3,417 %4,195 %3,818 %3,937 %893,429 %3,581 %3,426 %4,195 %3,822 %3,940 %903,438 %3,587 %3,435 %4,195 %3,827 %3,943 %913,446 %3,594 %3,443 %4,195 %3,831 %3,946 %923,454 %3,601 %3,451 %4,195 %3,835 %3,949 %933,462 %3,607 %3,459 %4,195 %3,839 %3,952 %943,470 %3,613 %3,467 %4,195 %3,843 %3,954 %953,478 %3,620 %3,475 %4,195 %3,846 %3,957 %963,485 %3,626 %3,482 %4,195 %3,850 %3,959 % 973,492 %3,632 %3,490 %4,195 %3,854 %3,962 %983,500 %3,637 %3,497 %4,195 %3,857 %3,964 %993,507 %3,643 %3,504 %4,195 %3,861 %3,967 %1003,514 %3,649 %3,511 %4,195 %3,864 %3,969 %1013,520 %3,654 %3,518 %4,195 %3,867 %3,971 %1023,527 %3,659 %3,524 %4,195 %3,871 %3,973 %1033,534 %3,665 %3,531 %4,195 %3,874 %3,976 %1043,540 %3,670 %3,537 %4,196 %3,877 %3,978 %1053,546 %3,675 %3,544 %4,196 %3,880 %3,980 %1063,552 %3,680 %3,550 %4,196 %3,883 %3,982 %1073,558 %3,685 %3,556 %4,196 %3,886 %3,984 %1083,564 %3,689 %3,562 %4,196 %3,889 %3,986 %1093,570 %3,694 %3,568 %4,196 %3,892 %3,988 %1103,576 %3,699 %3,573 %4,196 %3,894 %3,990 %1113,581 %3,703 %3,579 %4,196 %3,897 %3,992 %1123,587 %3,707 %3,585 %4,196 %3,900 %3,994 %1133,592 %3,712 %3,590 %4,196 %3,903 %3,995 %1143,598 %3,716 %3,595 %4,196 %3,905 %3,997 %1153,603 %3,720 %3,601 %4,196 %3,908 %3,999 %1163,608 %3,724 %3,606 %4,196 %3,910 %4,001 %1173,613 %3,728 %3,611 %4,196 %3,913 %4,002 %1183,618 %3,732 %3,616 %4,196 %3,915 %4,004 %1193,623 %3,736 %3,621 %4,196 %3,918 %4,006 %1203,628 %3,740 %3,625 %4,196 %3,920 %4,007 %1213,632 %3,744 %3,630 %4,196 %3,922 %4,009 %1223,637 %3,748 %3,635 %4,196 %3,924 %4,010 %1233,642 %3,751 %3,639 %4,196 %3,927 %4,012 %1243,646 %3,755 %3,644 %4,196 %3,929 %4,014 %1253,650 %3,759 %3,648 %4,196 %3,931 %4,015 %1263,655 %3,762 %3,653 %4,196 %3,933 %4,016 %1273,659 %3,766 %3,657 %4,196 %3,935 %4,018 %1283,663 %3,769 %3,661 %4,196 %3,937 %4,019 %1293,667 %3,772 %3,665 %4,196 %3,939 %4,021 %1303,672 %3,776 %3,670 %4,196 %3,941 %4,022 %1313,676 %3,779 %3,674 %4,196 %3,943 %4,023 %1323,680 %3,782 %3,678 %4,196 %3,945 %4,025 %1333,683 %3,785 %3,681 %4,196 %3,947 %4,026 %1343,687 %3,788 %3,685 %4,197 %3,949 %4,027 %1353,691 %3,791 %3,689 %4,197 %3,951 %4,029 %1363,695 %3,794 %3,693 %4,197 %3,953 %4,030 %1373,699 %3,797 %3,697 %4,197 %3,955 %4,031 %1383,702 %3,800 %3,700 %4,197 %3,956 %4,032 %1393,706 %3,803 %3,704 %4,197 %3,958 %4,034 %1403,709 %3,806 %3,707 %4,197 %3,960 %4,035 %1413,713 %3,809 %3,711 %4,197 %3,962 %4,036 %1423,716 %3,811 %3,714 %4,197 %3,963 %4,037 %1433,720 %3,814 %3,718 %4,197 %3,965 %4,038 %1443,723 %3,817 %3,721 %4,197 %3,967 %4,039 %1453,726 %3,819 %3,724 %4,197 %3,968 %4,040 %1463,729 %3,822 %3,728 %4,197 %3,970 %4,042 %

1473,733 %3,825 %3,731 %4,197 %3,971 %4,043 %1483,736 %3,827 %3,734 %4,197 %3,973 %4,044 %1493,739 %3,830 %3,737 %4,197 %3,974 %4,045 %1503,742 %3,832 %3,740 %4,197 %3,976 %4,046 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,406 %0,512 %1,441 %1,342 %4,412 %0,780 %2– 0,316 %0,678 %1,845 %1,616 %4,680 %0,981 %3– 0,190 %0,798 %2,230 %2,012 %5,000 %1,122 %4– 0,046 %0,890 %2,609 %2,341 %5,063 %1,265 %50,107 %0,976 %2,974 %2,617 %5,023 %1,398 %60,244 %1,054 %3,305 %2,810 %5,000 %1,522 %70,385 %1,124 %3,581 %2,965 %5,028 %1,631 %80,523 %1,191 %3,799 %3,088 %5,070 %1,726 %90,655 %1,253 %3,996 %3,207 %5,097 %1,810 %100,776 %1,310 %4,158 %3,252 %5,110 %1,879 %110,885 %1,361 %4,283 %3,280 %5,113 %1,949 %120,982 %1,405 %4,378 %3,308 %5,109 %2,020 %131,070 %1,432 %4,450 %3,335 %5,100 %2,092 %141,146 %1,465 %4,505 %3,361 %5,088 %2,163 %151,207 %1,502 %4,546 %3,387 %5,074 %2,231 %161,253 %1,512 %4,578 %3,411 %5,057 %2,298 %171,291 %1,527 %4,601 %3,435 %5,040 %2,362 %181,328 %1,539 %4,618 %3,458 %5,022 %2,423 %191,366 %1,548 %4,629 %3,480 %5,003 %2,482 %201,411 %1,565 %4,637 %3,501 %4,985 %2,538 %211,463 %1,575 %4,641 %3,521 %4,966 %2,591 %221,520 %1,576 %4,643 %3,541 %4,948 %2,642 %231,580 %1,573 %4,643 %3,559 %4,930 %2,691 %241,642 %1,569 %4,641 %3,577 %4,912 %2,737 %251,704 %1,565 %4,638 %3,594 %4,894 %2,781 %261,767 %1,562 %4,633 %3,611 %4,877 %2,823 %271,829 %1,561 %4,628 %3,626 %4,860 %2,864 %281,890 %1,558 %4,623 %3,641 %4,844 %2,902 %291,949 %1,554 %4,616 %3,656 %4,829 %2,938 %302,007 %1,547 %4,610 %3,670 %4,814 %2,973 %312,063 %1,538 %4,603 %3,683 %4,799 %3,006 %322,117 %1,527 %4,596 %3,696 %4,785 %3,038 %332,169 %1,516 %4,589 %3,708 %4,771 %3,068 %342,220 %1,505 %4,582 %3,720 %4,758 %3,097 %352,268 %1,496 %4,575 %3,731 %4,745 %3,125 %362,315 %1,488 %4,568 %3,742 %4,733 %3,151 %372,360 %1,482 %4,561 %3,752 %4,721 %3,177 %382,404 %1,475 %4,554 %3,762 %4,709 %3,201 %392,445 %1,468 %4,547 %3,772 %4,698 %3,224 %402,485 %1,460 %4,541 %3,781 %4,687 %3,246 %412,524 %1,450 %4,534 %3,790 %4,677 %3,268 %422,561 %1,439 %4,528 %3,799 %4,667 %3,288 % 432,597 %1,428 %4,521 %3,807 %4,657 %3,308 %442,631 %1,417 %4,515 %3,815 %4,648 %3,327 %452,664 %1,406 %4,509 %3,823 %4,639 %3,345 %462,696 %1,396 %4,504 %3,830 %4,630 %3,363 %472,726 %1,389 %4,498 %3,837 %4,622 %3,380 %482,756 %1,385 %4,493 %3,844 %4,614 %3,396 %492,784 %1,387 %4,487 %3,851 %4,606 %3,412 %502,811 %1,394 %4,482 %3,857 %4,598 %3,427 %512,838 %1,407 %4,477 %3,864 %4,591 %3,442 %522,863 %1,425 %4,472 %3,870 %4,584 %3,456 %532,888 %1,447 %4,468 %3,876 %4,577 %3,469 %542,911 %1,473 %4,463 %3,881 %4,570 %3,482 %552,934 %1,501 %4,459 %3,887 %4,564 %3,495 %562,957 %1,530 %4,454 %3,892 %4,558 %3,507 %572,978 %1,561 %4,450 %3,897 %4,552 %3,519 %582,999 %1,593 %4,446 %3,902 %4,546 %3,531 %593,019 %1,625 %4,442 %3,907 %4,540 %3,542 %603,038 %1,658 %4,438 %3,912 %4,535 %3,553 %613,057 %1,691 %4,434 %3,916 %4,529 %3,563 %623,075 %1,723 %4,431 %3,921 %4,524 %3,573 %633,093 %1,756 %4,427 %3,925 %4,519 %3,583 %643,110 %1,789 %4,424 %3,929 %4,514 %3,592 %653,126 %1,821 %4,420 %3,933 %4,510 %3,602 %663,142 %1,852 %4,417 %3,937 %4,505 %3,611 %673,158 %1,884 %4,414 %3,941 %4,500 %3,619 %683,173 %1,914 %4,411 %3,945 %4,496 %3,628 %693,188 %1,945 %4,408 %3,948 %4,492 %3,636 %703,202 %1,974 %4,405 %3,952 %4,488 %3,644 %713,216 %2,004 %4,402 %3,955 %4,484 %3,652 %723,230 %2,032 %4,399 %3,959 %4,480 %3,659 %733,243 %2,060 %4,397 %3,962 %4,476 %3,666 %743,256 %2,087 %4,394 %3,965 %4,472 %3,674 %753,268 %2,114 %4,392 %3,968 %4,469 %3,681 %763,281 %2,141 %4,389 %3,971 %4,465 %3,687 %773,293 %2,166 %4,387 %3,974 %4,462 %3,694 %783,304 %2,191 %4,384 %3,977 %4,459 %3,700 %793,315 %2,216 %4,382 %3,980 %4,455 %3,707 %803,326 %2,240 %4,380 %3,983 %4,452 %3,713 %813,337 %2,264 %4,377 %3,985 %4,449 %3,719 %823,348 %2,287 %4,375 %3,988 %4,446 %3,725 %833,358 %2,309 %4,373 %3,990 %4,443 %3,730 %843,368 %2,331 %4,371 %3,993 %4,440 %3,736 %853,378 %2,353 %4,369 %3,995 %4,437 %3,741 %863,387 %2,374 %4,367 %3,998 %4,435 %3,747 %873,396 %2,394 %4,365 %4,000 %4,432 %3,752 %883,405 %2,415 %4,363 %4,002 %4,429 %3,757 %893,414 %2,434 %4,362 %4,004 %4,427 %3,762 %903,423 %2,454 %4,360 %4,006 %4,424 %3,767 %913,432 %2,473 %4,358 %4,009 %4,422 %3,772 %923,440 %2,491 %4,356 %4,011 %4,419 %3,776 %

933,448 %2,509 %4,355 %4,013 %4,417 %3,781 %943,456 %2,527 %4,353 %4,015 %4,415 %3,785 %953,464 %2,544 %4,351 %4,017 %4,412 %3,790 %963,471 %2,562 %4,350 %4,019 %4,410 %3,794 %973,479 %2,578 %4,348 %4,020 %4,408 %3,798 %983,486 %2,595 %4,347 %4,022 %4,406 %3,802 %993,493 %2,611 %4,345 %4,024 %4,404 %3,806 %1003,500 %2,626 %4,344 %4,026 %4,402 %3,810 %1013,507 %2,642 %4,342 %4,027 %4,400 %3,814 %1023,514 %2,657 %4,341 %4,029 %4,398 %3,818 %1033,521 %2,672 %4,340 %4,031 %4,396 %3,821 %1043,527 %2,686 %4,338 %4,032 %4,394 %3,825 %1053,534 %2,701 %4,337 %4,034 %4,392 %3,829 %1063,540 %2,715 %4,336 %4,036 %4,390 %3,832 %1073,546 %2,728 %4,334 %4,037 %4,389 %3,835 %1083,552 %2,742 %4,333 %4,039 %4,387 %3,839 %1093,558 %2,755 %4,332 %4,040 %4,385 %3,842 %1103,564 %2,768 %4,331 %4,042 %4,383 %3,845 %1113,570 %2,781 %4,330 %4,043 %4,382 %3,849 %1123,575 %2,794 %4,328 %4,044 %4,380 %3,852 %1133,581 %2,806 %4,327 %4,046 %4,379 %3,855 %1143,586 %2,818 %4,326 %4,047 %4,377 %3,858 %1153,591 %2,830 %4,325 %4,048 %4,375 %3,861 %1163,597 %2,842 %4,324 %4,050 %4,374 %3,864 %1173,602 %2,853 %4,323 %4,051 %4,372 %3,867 %1183,607 %2,865 %4,322 %4,052 %4,371 %3,869 %1193,612 %2,876 %4,321 %4,054 %4,370 %3,872 %1203,617 %2,887 %4,320 %4,055 %4,368 %3,875 %1213,622 %2,898 %4,319 %4,056 %4,367 %3,878 %1223,626 %2,908 %4,318 %4,057 %4,365 %3,880 %1233,631 %2,919 %4,317 %4,058 %4,364 %3,883 %1243,635 %2,929 %4,316 %4,059 %4,363 %3,885 %1253,640 %2,939 %4,315 %4,061 %4,361 %3,888 %1263,644 %2,949 %4,314 %4,062 %4,360 %3,890 %1273,649 %2,959 %4,313 %4,063 %4,359 %3,893 %1283,653 %2,968 %4,312 %4,064 %4,358 %3,895 %1293,657 %2,978 %4,311 %4,065 %4,356 %3,898 %1303,661 %2,987 %4,311 %4,066 %4,355 %3,900 %1313,666 %2,996 %4,310 %4,067 %4,354 %3,902 %1323,670 %3,006 %4,309 %4,068 %4,353 %3,904 %1333,674 %3,014 %4,308 %4,069 %4,352 %3,907 %1343,678 %3,023 %4,307 %4,070 %4,351 %3,909 %1353,681 %3,032 %4,307 %4,071 %4,349 %3,911 %1363,685 %3,040 %4,306 %4,072 %4,348 %3,913 %1373,689 %3,049 %4,305 %4,073 %4,347 %3,915 %1383,693 %3,057 %4,304 %4,074 %4,346 %3,917 %1393,696 %3,065 %4,303 %4,075 %4,345 %3,919 %1403,700 %3,073 %4,303 %4,075 %4,344 %3,921 %1413,703 %3,081 %4,302 %4,076 %4,343 %3,923 %1423,707 %3,089 %4,301 %4,077 %4,342 %3,925 % 1433,710 %3,097 %4,301 %4,078 %4,341 %3,927 %1443,714 %3,105 %4,300 %4,079 %4,340 %3,929 %1453,717 %3,112 %4,299 %4,080 %4,339 %3,931 %1463,720 %3,119 %4,299 %4,081 %4,338 %3,933 %1473,724 %3,127 %4,298 %4,081 %4,337 %3,935 %1483,727 %3,134 %4,297 %4,082 %4,336 %3,936 %1493,730 %3,141 %4,297 %4,083 %4,335 %3,938 %1503,733 %3,148 %4,296 %4,084 %4,334 %3,940 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,728 %1,795 %1,133 %1,508 %2,347 %4,550 %2– 0,635 %1,983 %1,306 %1,672 %2,601 %4,863 %3– 0,519 %2,138 %1,448 %1,776 %2,934 %5,236 %4– 0,409 %2,246 %1,597 %1,852 %3,166 %5,451 %5– 0,296 %2,381 %1,743 %1,913 %3,380 %5,614 %6– 0,181 %2,477 %1,861 %1,965 %3,568 %5,765 %7– 0,070 %2,586 %1,958 %2,018 %3,732 %5,889 %80,028 %2,668 %2,043 %2,072 %3,879 %6,043 %90,123 %2,742 %2,117 %2,125 %4,005 %6,157 %100,209 %2,813 %2,184 %2,188 %4,109 %6,196 %110,272 %2,878 %2,243 %2,236 %4,189 %6,203 %120,347 %2,937 %2,293 %2,278 %4,251 %6,194 %130,390 %2,989 %2,337 %2,322 %4,299 %6,172 %140,430 %3,034 %2,376 %2,368 %4,336 %6,143 %150,490 %3,071 %2,416 %2,411 %4,365 %6,108 %160,536 %3,099 %2,459 %2,451 %4,387 %6,069 %170,566 %3,122 %2,504 %2,486 %4,404 %6,027 %180,586 %3,141 %2,549 %2,512 %4,417 %5,984 %190,599 %3,158 %2,594 %2,529 %4,427 %5,940 %200,609 %3,175 %2,639 %2,536 %4,435 %5,895 %210,619 %3,192 %2,683 %2,533 %4,440 %5,851 %220,631 %3,207 %2,726 %2,523 %4,443 %5,808 %230,646 %3,220 %2,768 %2,510 %4,445 %5,765 %240,667 %3,229 %2,808 %2,496 %4,446 %5,723 %250,694 %3,234 %2,847 %2,484 %4,446 %5,682 %260,728 %3,234 %2,885 %2,474 %4,445 %5,643 %270,767 %3,232 %2,921 %2,467 %4,443 %5,604 %280,810 %3,229 %2,956 %2,465 %4,441 %5,567 %290,855 %3,227 %2,989 %2,467 %4,439 %5,531 %300,901 %3,228 %3,021 %2,475 %4,436 %5,497 %310,949 %3,231 %3,052 %2,488 %4,433 %5,463 %320,996 %3,238 %3,082 %2,505 %4,430 %5,431 %331,043 %3,246 %3,110 %2,526 %4,426 %5,400 %341,090 %3,256 %3,137 %2,549 %4,423 %5,370 %351,136 %3,268 %3,163 %2,573 %4,420 %5,342 %361,181 %3,280 %3,189 %2,599 %4,416 %5,314 %371,225 %3,294 %3,213 %2,626 %4,412 %5,288 %381,268 %3,307 %3,236 %2,653 %4,409 %5,262 %

391,310 %3,321 %3,258 %2,680 %4,405 %5,238 %401,351 %3,336 %3,279 %2,707 %4,402 %5,214 %411,390 %3,350 %3,300 %2,735 %4,398 %5,192 %421,428 %3,364 %3,319 %2,761 %4,395 %5,170 %431,465 %3,379 %3,338 %2,788 %4,391 %5,149 %441,500 %3,393 %3,357 %2,814 %4,388 %5,129 %451,535 %3,407 %3,374 %2,840 %4,385 %5,109 %461,568 %3,421 %3,391 %2,865 %4,382 %5,091 %471,601 %3,434 %3,407 %2,889 %4,379 %5,072 %481,632 %3,448 %3,423 %2,913 %4,375 %5,055 %491,662 %3,461 %3,438 %2,936 %4,372 %5,038 %501,691 %3,473 %3,453 %2,959 %4,370 %5,022 %511,719 %3,486 %3,467 %2,981 %4,367 %5,007 %521,746 %3,498 %3,480 %3,003 %4,364 %4,992 %531,773 %3,510 %3,493 %3,023 %4,361 %4,977 %541,798 %3,521 %3,506 %3,044 %4,359 %4,963 %551,823 %3,533 %3,518 %3,063 %4,356 %4,949 %561,846 %3,544 %3,530 %3,083 %4,354 %4,936 %571,870 %3,554 %3,542 %3,101 %4,351 %4,924 %581,892 %3,565 %3,553 %3,119 %4,349 %4,911 %591,914 %3,575 %3,563 %3,137 %4,346 %4,899 %601,935 %3,585 %3,574 %3,154 %4,344 %4,888 %611,955 %3,594 %3,584 %3,170 %4,342 %4,877 %621,975 %3,604 %3,594 %3,186 %4,340 %4,866 %631,994 %3,613 %3,603 %3,202 %4,338 %4,855 %642,012 %3,621 %3,612 %3,217 %4,336 %4,845 %652,030 %3,630 %3,621 %3,232 %4,334 %4,835 %662,048 %3,638 %3,630 %3,246 %4,332 %4,826 %672,065 %3,647 %3,638 %3,260 %4,330 %4,817 %682,081 %3,654 %3,646 %3,274 %4,328 %4,808 %692,097 %3,662 %3,654 %3,287 %4,326 %4,799 %702,113 %3,670 %3,662 %3,300 %4,324 %4,790 %712,128 %3,677 %3,670 %3,312 %4,323 %4,782 %722,143 %3,684 %3,677 %3,324 %4,321 %4,774 %732,157 %3,691 %3,684 %3,336 %4,320 %4,766 %742,171 %3,698 %3,691 %3,348 %4,318 %4,758 %752,185 %3,704 %3,698 %3,359 %4,316 %4,751 %762,198 %3,711 %3,704 %3,370 %4,315 %4,744 %772,211 %3,717 %3,711 %3,381 %4,313 %4,737 %782,223 %3,723 %3,717 %3,391 %4,312 %4,730 %792,236 %3,729 %3,723 %3,401 %4,311 %4,723 %802,248 %3,735 %3,729 %3,411 %4,309 %4,717 %812,259 %3,741 %3,735 %3,421 %4,308 %4,710 %822,271 %3,746 %3,740 %3,430 %4,307 %4,704 %832,282 %3,752 %3,746 %3,439 %4,305 %4,698 %842,293 %3,757 %3,751 %3,448 %4,304 %4,692 %852,303 %3,762 %3,756 %3,457 %4,303 %4,686 %862,314 %3,767 %3,762 %3,466 %4,302 %4,680 %872,324 %3,772 %3,767 %3,474 %4,301 %4,675 %882,334 %3,777 %3,772 %3,482 %4,299 %4,670 % 892,343 %3,782 %3,776 %3,490 %4,298 %4,664 %902,353 %3,786 %3,781 %3,498 %4,297 %4,659 %912,362 %3,791 %3,786 %3,506 %4,296 %4,654 %922,371 %3,795 %3,790 %3,513 %4,295 %4,649 %932,380 %3,800 %3,795 %3,521 %4,294 %4,644 %942,389 %3,804 %3,799 %3,528 %4,293 %4,640 %952,397 %3,808 %3,803 %3,535 %4,292 %4,635 %962,406 %3,812 %3,807 %3,542 %4,291 %4,630 %972,414 %3,816 %3,811 %3,549 %4,290 %4,626 %982,422 %3,820 %3,815 %3,555 %4,289 %4,622 %992,430 %3,824 %3,819 %3,562 %4,288 %4,617 %1002,437 %3,828 %3,823 %3,568 %4,288 %4,613 %1012,445 %3,831 %3,827 %3,574 %4,287 %4,609 %1022,452 %3,835 %3,830 %3,580 %4,286 %4,605 %1032,459 %3,838 %3,834 %3,586 %4,285 %4,601 %1042,467 %3,842 %3,837 %3,592 %4,284 %4,597 %1052,474 %3,845 %3,841 %3,598 %4,283 %4,593 %1062,480 %3,849 %3,844 %3,604 %4,283 %4,590 %1072,487 %3,852 %3,847 %3,609 %4,282 %4,586 %1082,494 %3,855 %3,851 %3,615 %4,281 %4,582 %1092,500 %3,858 %3,854 %3,620 %4,280 %4,579 %1102,506 %3,861 %3,857 %3,625 %4,280 %4,576 %1112,513 %3,864 %3,860 %3,631 %4,279 %4,572 %1122,519 %3,867 %3,863 %3,636 %4,278 %4,569 %1132,525 %3,870 %3,866 %3,641 %4,278 %4,566 %1142,531 %3,873 %3,869 %3,646 %4,277 %4,562 %1152,536 %3,876 %3,872 %3,650 %4,276 %4,559 %1162,542 %3,879 %3,875 %3,655 %4,276 %4,556 %1172,548 %3,882 %3,878 %3,660 %4,275 %4,553 %1182,553 %3,884 %3,880 %3,664 %4,274 %4,550 %1192,559 %3,887 %3,883 %3,669 %4,274 %4,547 %1202,564 %3,890 %3,886 %3,673 %4,273 %4,544 %1212,569 %3,892 %3,888 %3,678 %4,272 %4,541 %1222,574 %3,895 %3,891 %3,682 %4,272 %4,539 %1232,579 %3,897 %3,893 %3,686 %4,271 %4,536 %1242,584 %3,900 %3,896 %3,690 %4,271 %4,533 %1252,589 %3,902 %3,898 %3,694 %4,270 %4,530 %1262,594 %3,904 %3,901 %3,698 %4,270 %4,528 %1272,599 %3,907 %3,903 %3,702 %4,269 %4,525 %1282,604 %3,909 %3,905 %3,706 %4,268 %4,523 %1292,608 %3,911 %3,907 %3,710 %4,268 %4,520 %1302,613 %3,913 %3,910 %3,714 %4,267 %4,518 %1312,617 %3,916 %3,912 %3,717 %4,267 %4,515 %1322,622 %3,918 %3,914 %3,721 %4,266 %4,513 %1332,626 %3,920 %3,916 %3,725 %4,266 %4,510 %1342,630 %3,922 %3,918 %3,728 %4,265 %4,508 %1352,635 %3,924 %3,920 %3,732 %4,265 %4,506 %1362,639 %3,926 %3,923 %3,735 %4,264 %4,504 %1372,643 %3,928 %3,925 %3,738 %4,264 %4,501 %1382,647 %3,930 %3,927 %3,742 %4,263 %4,499 %

1392,651 %3,932 %3,929 %3,745 %4,263 %4,497 %1402,655 %3,934 %3,930 %3,748 %4,263 %4,495 %1412,659 %3,936 %3,932 %3,751 %4,262 %4,493 %1422,662 %3,938 %3,934 %3,755 %4,262 %4,491 %1432,666 %3,939 %3,936 %3,758 %4,261 %4,489 %1442,670 %3,941 %3,938 %3,761 %4,261 %4,487 %1452,673 %3,943 %3,940 %3,764 %4,260 %4,485 %1462,677 %3,945 %3,942 %3,767 %4,260 %4,483 %1472,681 %3,946 %3,943 %3,770 %4,260 %4,481 %1482,684 %3,948 %3,945 %3,773 %4,259 %4,479 %1492,688 %3,950 %3,947 %3,775 %4,259 %4,477 %1502,691 %3,952 %3,948 %3,778 %4,258 %4,475 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand10,956 %5,867 %7,156 %0,327 %1,866 %6,657 %21,243 %5,961 %6,856 %0,423 %2,058 %6,639 %31,435 %6,069 %6,685 %0,510 %2,259 %6,763 %41,566 %6,185 %6,634 %0,592 %2,447 %6,910 %51,692 %6,296 %6,635 %0,668 %2,614 %7,116 %61,776 %6,400 %6,700 %0,751 %2,764 %7,267 %71,843 %6,475 %6,786 %0,810 %2,890 %7,445 %81,911 %6,546 %6,867 %0,876 %3,000 %7,636 %91,976 %6,602 %6,940 %0,940 %3,098 %7,784 %102,030 %6,644 %7,010 %1,003 %3,178 %7,907 %112,072 %6,667 %7,079 %1,080 %3,246 %8,017 %122,106 %6,674 %7,144 %1,167 %3,303 %8,122 %132,137 %6,669 %7,207 %1,259 %3,352 %8,230 %142,170 %6,656 %7,265 %1,353 %3,399 %8,327 %152,206 %6,636 %7,319 %1,446 %3,449 %8,401 %162,248 %6,613 %7,369 %1,538 %3,505 %8,442 %172,293 %6,587 %7,412 %1,627 %3,563 %8,456 %182,340 %6,558 %7,446 %1,713 %3,621 %8,448 %192,389 %6,528 %7,469 %1,795 %3,675 %8,423 %202,438 %6,498 %7,479 %1,875 %3,724 %8,386 %212,486 %6,467 %7,476 %1,951 %3,767 %8,338 %222,533 %6,436 %7,461 %2,023 %3,805 %8,284 %232,580 %6,405 %7,438 %2,092 %3,837 %8,225 %242,625 %6,375 %7,408 %2,158 %3,866 %8,162 %252,669 %6,345 %7,374 %2,221 %3,891 %8,096 %262,711 %6,316 %7,336 %2,280 %3,913 %8,030 %272,752 %6,288 %7,295 %2,337 %3,933 %7,963 %282,791 %6,260 %7,253 %2,391 %3,951 %7,896 %292,829 %6,233 %7,209 %2,443 %3,966 %7,830 %302,865 %6,207 %7,165 %2,492 %3,980 %7,765 %312,900 %6,182 %7,121 %2,539 %3,993 %7,702 %322,934 %6,158 %7,078 %2,584 %4,004 %7,640 %332,966 %6,135 %7,035 %2,627 %4,014 %7,579 %342,997 %6,112 %6,993 %2,668 %4,024 %7,521 % 353,027 %6,091 %6,952 %2,707 %4,032 %7,464 %363,055 %6,070 %6,911 %2,744 %4,040 %7,410 %373,082 %6,049 %6,872 %2,780 %4,047 %7,357 %383,109 %6,030 %6,834 %2,814 %4,053 %7,306 %393,134 %6,011 %6,797 %2,847 %4,059 %7,257 %403,158 %5,993 %6,762 %2,878 %4,064 %7,209 %413,181 %5,976 %6,727 %2,908 %4,069 %7,164 %423,204 %5,959 %6,694 %2,937 %4,074 %7,120 %433,225 %5,943 %6,662 %2,965 %4,078 %7,078 %443,246 %5,927 %6,631 %2,991 %4,082 %7,037 %453,266 %5,912 %6,601 %3,017 %4,085 %6,998 %463,285 %5,898 %6,572 %3,041 %4,089 %6,960 %473,303 %5,884 %6,544 %3,065 %4,092 %6,924 %483,321 %5,870 %6,517 %3,088 %4,095 %6,889 %493,338 %5,857 %6,491 %3,110 %4,098 %6,855 %503,355 %5,845 %6,466 %3,131 %4,100 %6,823 %513,371 %5,833 %6,442 %3,151 %4,103 %6,792 %523,386 %5,821 %6,418 %3,171 %4,105 %6,761 %533,401 %5,810 %6,396 %3,189 %4,107 %6,732 %543,415 %5,799 %6,374 %3,208 %4,109 %6,704 %553,429 %5,788 %6,353 %3,225 %4,111 %6,677 %563,443 %5,778 %6,333 %3,242 %4,113 %6,651 %573,456 %5,768 %6,313 %3,259 %4,115 %6,626 %583,468 %5,759 %6,294 %3,275 %4,117 %6,601 %593,480 %5,749 %6,276 %3,290 %4,118 %6,577 %603,492 %5,740 %6,258 %3,305 %4,120 %6,555 %613,504 %5,732 %6,241 %3,320 %4,121 %6,532 %623,515 %5,723 %6,224 %3,334 %4,123 %6,511 %633,525 %5,715 %6,208 %3,347 %4,124 %6,490 %643,536 %5,707 %6,192 %3,360 %4,125 %6,470 %653,546 %5,699 %6,177 %3,373 %4,127 %6,450 %663,556 %5,692 %6,162 %3,385 %4,128 %6,431 %673,565 %5,684 %6,147 %3,397 %4,129 %6,413 %683,574 %5,677 %6,134 %3,409 %4,130 %6,395 %693,583 %5,670 %6,120 %3,420 %4,131 %6,378 %703,592 %5,664 %6,107 %3,432 %4,132 %6,361 %713,601 %5,657 %6,094 %3,442 %4,133 %6,344 %723,609 %5,651 %6,082 %3,453 %4,134 %6,328 %733,617 %5,645 %6,070 %3,463 %4,135 %6,313 %743,625 %5,639 %6,058 %3,473 %4,136 %6,298 %753,632 %5,633 %6,046 %3,482 %4,137 %6,283 %763,640 %5,627 %6,035 %3,492 %4,138 %6,269 %773,647 %5,622 %6,024 %3,501 %4,139 %6,255 %783,654 %5,616 %6,014 %3,510 %4,139 %6,241 %793,661 %5,611 %6,003 %3,519 %4,140 %6,228 %803,668 %5,606 %5,993 %3,527 %4,141 %6,215 %813,674 %5,601 %5,983 %3,535 %4,142 %6,203 %823,681 %5,596 %5,974 %3,543 %4,142 %6,190 %833,687 %5,591 %5,964 %3,551 %4,143 %6,178 %843,693 %5,587 %5,955 %3,559 %4,144 %6,167 %

853,699 %5,582 %5,946 %3,566 %4,145 %6,155 %863,705 %5,578 %5,938 %3,574 %4,145 %6,144 %873,710 %5,573 %5,929 %3,581 %4,146 %6,133 %883,716 %5,569 %5,921 %3,588 %4,146 %6,123 %893,721 %5,565 %5,913 %3,595 %4,147 %6,112 %903,727 %5,561 %5,905 %3,601 %4,148 %6,102 %913,732 %5,557 %5,897 %3,608 %4,148 %6,092 %923,737 %5,553 %5,889 %3,614 %4,149 %6,082 %933,742 %5,549 %5,882 %3,621 %4,149 %6,073 %943,747 %5,546 %5,875 %3,627 %4,150 %6,063 %953,751 %5,542 %5,868 %3,633 %4,150 %6,054 %963,756 %5,538 %5,861 %3,639 %4,151 %6,045 %973,761 %5,535 %5,854 %3,645 %4,151 %6,037 %983,765 %5,531 %5,847 %3,650 %4,152 %6,028 %993,769 %5,528 %5,841 %3,656 %4,152 %6,020 %1003,774 %5,525 %5,834 %3,661 %4,153 %6,011 %1013,778 %5,522 %5,828 %3,666 %4,153 %6,003 %1023,782 %5,518 %5,822 %3,672 %4,154 %5,995 %1033,786 %5,515 %5,816 %3,677 %4,154 %5,988 %1043,790 %5,512 %5,810 %3,682 %4,155 %5,980 %1053,794 %5,509 %5,804 %3,687 %4,155 %5,973 %1063,798 %5,506 %5,798 %3,692 %4,156 %5,965 %1073,802 %5,504 %5,793 %3,696 %4,156 %5,958 %1083,805 %5,501 %5,787 %3,701 %4,156 %5,951 %1093,809 %5,498 %5,782 %3,706 %4,157 %5,944 %1103,812 %5,495 %5,776 %3,710 %4,157 %5,937 %1113,816 %5,493 %5,771 %3,714 %4,158 %5,931 %1123,819 %5,490 %5,766 %3,719 %4,158 %5,924 %1133,823 %5,487 %5,761 %3,723 %4,158 %5,918 %1143,826 %5,485 %5,756 %3,727 %4,159 %5,911 %1153,829 %5,482 %5,751 %3,731 %4,159 %5,905 %1163,832 %5,480 %5,746 %3,735 %4,159 %5,899 %1173,836 %5,478 %5,742 %3,739 %4,160 %5,893 %1183,839 %5,475 %5,737 %3,743 %4,160 %5,887 %1193,842 %5,473 %5,733 %3,747 %4,160 %5,881 %1203,845 %5,471 %5,728 %3,751 %4,161 %5,876 %1213,848 %5,468 %5,724 %3,754 %4,161 %5,870 %1223,851 %5,466 %5,720 %3,758 %4,161 %5,865 %1233,853 %5,464 %5,715 %3,762 %4,162 %5,859 %1243,856 %5,462 %5,711 %3,765 %4,162 %5,854 %1253,859 %5,460 %5,707 %3,769 %4,162 %5,849 %1263,862 %5,458 %5,703 %3,772 %4,163 %5,843 %1273,864 %5,456 %5,699 %3,775 %4,163 %5,838 %1283,867 %5,454 %5,695 %3,779 %4,163 %5,833 %1293,869 %5,452 %5,691 %3,782 %4,164 %5,828 %1303,872 %5,450 %5,687 %3,785 %4,164 %5,824 %1313,874 %5,448 %5,684 %3,788 %4,164 %5,819 %1323,877 %5,446 %5,680 %3,792 %4,164 %5,814 %1333,879 %5,444 %5,676 %3,795 %4,165 %5,809 %1343,882 %5,442 %5,673 %3,798 %4,165 %5,805 % 1353,884 %5,440 %5,669 %3,801 %4,165 %5,800 %1363,886 %5,439 %5,666 %3,804 %4,165 %5,796 %1373,889 %5,437 %5,663 %3,806 %4,166 %5,792 %1383,891 %5,435 %5,659 %3,809 %4,166 %5,787 %1393,893 %5,434 %5,656 %3,812 %4,166 %5,783 %1403,895 %5,432 %5,653 %3,815 %4,166 %5,779 %1413,898 %5,430 %5,649 %3,818 %4,167 %5,775 %1423,900 %5,429 %5,646 %3,820 %4,167 %5,771 %1433,902 %5,427 %5,643 %3,823 %4,167 %5,767 %1443,904 %5,425 %5,640 %3,825 %4,167 %5,763 %1453,906 %5,424 %5,637 %3,828 %4,168 %5,759 %1463,908 %5,422 %5,634 %3,831 %4,168 %5,755 %1473,910 %5,421 %5,631 %3,833 %4,168 %5,751 %1483,912 %5,419 %5,628 %3,836 %4,168 %5,748 %1493,914 %5,418 %5,625 %3,838 %4,168 %5,744 %1503,916 %5,416 %5,622 %3,840 %4,169 %5,740 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,469 %3,311 %3,300 %8,130 %1,081 %1,492 %27,233 %3,394 %3,368 %7,912 %1,291 %1,639 %37,860 %3,489 %3,421 %7,763 %1,464 %1,729 %48,270 %3,560 %3,480 %7,645 %1,624 %1,780 %58,544 %3,614 %3,548 %7,592 %1,762 %1,825 %68,724 %3,659 %3,612 %7,584 %1,889 %1,851 %78,852 %3,694 %3,667 %7,538 %2,006 %1,874 %88,985 %3,719 %3,712 %7,501 %2,114 %1,902 %99,100 %3,739 %3,756 %7,472 %2,210 %1,931 %109,192 %3,755 %3,804 %7,436 %2,290 %1,957 %119,239 %3,770 %3,858 %7,385 %2,356 %1,977 %129,245 %3,784 %3,913 %7,323 %2,411 %1,991 %139,221 %3,797 %3,965 %7,253 %2,459 %2,000 %149,176 %3,809 %4,015 %7,178 %2,498 %2,004 %159,114 %3,821 %4,064 %7,100 %2,527 %2,003 %169,042 %3,832 %4,114 %7,022 %2,547 %1,997 %178,961 %3,843 %4,162 %6,942 %2,561 %1,991 %188,875 %3,853 %4,207 %6,864 %2,574 %1,990 %198,786 %3,863 %4,247 %6,787 %2,589 %1,995 %208,695 %3,872 %4,281 %6,711 %2,607 %2,010 %218,603 %3,881 %4,309 %6,637 %2,631 %2,035 %228,512 %3,889 %4,332 %6,566 %2,658 %2,068 %238,421 %3,897 %4,350 %6,496 %2,687 %2,105 %248,333 %3,905 %4,364 %6,429 %2,718 %2,147 %258,246 %3,913 %4,375 %6,365 %2,751 %2,190 %268,162 %3,920 %4,384 %6,303 %2,783 %2,235 %278,080 %3,926 %4,391 %6,243 %2,816 %2,280 %288,001 %3,933 %4,395 %6,185 %2,849 %2,325 %297,924 %3,939 %4,399 %6,130 %2,881 %2,370 %307,850 %3,945 %4,401 %6,078 %2,912 %2,414 %

317,779 %3,951 %4,402 %6,027 %2,943 %2,457 %327,711 %3,957 %4,403 %5,978 %2,973 %2,499 %337,645 %3,962 %4,402 %5,932 %3,002 %2,540 %347,582 %3,968 %4,402 %5,887 %3,031 %2,580 %357,522 %3,973 %4,400 %5,845 %3,058 %2,619 %367,464 %3,977 %4,399 %5,804 %3,085 %2,656 %377,408 %3,982 %4,397 %5,764 %3,111 %2,692 %387,354 %3,987 %4,395 %5,727 %3,135 %2,727 %397,303 %3,991 %4,392 %5,691 %3,159 %2,760 %407,254 %3,995 %4,390 %5,656 %3,182 %2,793 %417,206 %3,999 %4,387 %5,623 %3,205 %2,824 %427,161 %4,003 %4,384 %5,591 %3,226 %2,854 %437,117 %4,007 %4,382 %5,560 %3,247 %2,883 %447,075 %4,011 %4,379 %5,531 %3,267 %2,911 %457,035 %4,014 %4,376 %5,502 %3,286 %2,938 %466,996 %4,018 %4,373 %5,475 %3,305 %2,964 %476,959 %4,021 %4,371 %5,449 %3,322 %2,989 %486,923 %4,024 %4,368 %5,424 %3,340 %3,013 %496,889 %4,027 %4,365 %5,399 %3,356 %3,036 %506,856 %4,030 %4,363 %5,376 %3,373 %3,058 %516,824 %4,033 %4,360 %5,353 %3,388 %3,080 %526,793 %4,036 %4,357 %5,332 %3,403 %3,101 %536,763 %4,039 %4,355 %5,311 %3,418 %3,121 %546,734 %4,042 %4,352 %5,290 %3,432 %3,140 %556,707 %4,044 %4,350 %5,271 %3,445 %3,159 %566,680 %4,047 %4,348 %5,252 %3,458 %3,177 %576,654 %4,049 %4,345 %5,234 %3,471 %3,195 %586,629 %4,052 %4,343 %5,216 %3,483 %3,212 %596,605 %4,054 %4,341 %5,199 %3,495 %3,228 %606,582 %4,056 %4,339 %5,182 %3,507 %3,244 %616,559 %4,058 %4,336 %5,166 %3,518 %3,260 %626,537 %4,061 %4,334 %5,151 %3,529 %3,275 %636,516 %4,063 %4,332 %5,136 %3,539 %3,289 %646,495 %4,065 %4,330 %5,121 %3,549 %3,303 %656,475 %4,067 %4,329 %5,107 %3,559 %3,317 %666,456 %4,069 %4,327 %5,093 %3,569 %3,330 %676,437 %4,070 %4,325 %5,080 %3,578 %3,343 %686,419 %4,072 %4,323 %5,067 %3,587 %3,355 %696,401 %4,074 %4,321 %5,055 %3,596 %3,368 %706,384 %4,076 %4,320 %5,042 %3,605 %3,379 %716,367 %4,077 %4,318 %5,030 %3,613 %3,391 %726,351 %4,079 %4,316 %5,019 %3,621 %3,402 %736,335 %4,081 %4,315 %5,008 %3,629 %3,413 %746,320 %4,082 %4,313 %4,997 %3,637 %3,423 %756,305 %4,084 %4,312 %4,986 %3,644 %3,434 %766,290 %4,085 %4,310 %4,976 %3,651 %3,444 %776,276 %4,087 %4,309 %4,966 %3,658 %3,453 %786,262 %4,088 %4,308 %4,956 %3,665 %3,463 %796,249 %4,089 %4,306 %4,946 %3,672 %3,472 %806,235 %4,091 %4,305 %4,937 %3,679 %3,481 % 816,223 %4,092 %4,304 %4,928 %3,685 %3,490 %826,210 %4,093 %4,302 %4,919 %3,691 %3,499 %836,198 %4,095 %4,301 %4,910 %3,697 %3,507 %846,186 %4,096 %4,300 %4,902 %3,703 %3,515 %856,174 %4,097 %4,299 %4,893 %3,709 %3,523 %866,163 %4,098 %4,298 %4,885 %3,715 %3,531 %876,152 %4,099 %4,297 %4,877 %3,720 %3,539 %886,141 %4,100 %4,296 %4,870 %3,726 %3,546 %896,130 %4,102 %4,294 %4,862 %3,731 %3,554 %906,120 %4,103 %4,293 %4,855 %3,736 %3,561 %916,110 %4,104 %4,292 %4,848 %3,741 %3,568 %926,100 %4,105 %4,291 %4,841 %3,746 %3,575 %936,090 %4,106 %4,290 %4,834 %3,751 %3,581 %946,081 %4,107 %4,289 %4,827 %3,756 %3,588 %956,071 %4,108 %4,288 %4,820 %3,761 %3,594 %966,062 %4,109 %4,288 %4,814 %3,765 %3,601 %976,053 %4,110 %4,287 %4,807 %3,770 %3,607 %986,045 %4,110 %4,286 %4,801 %3,774 %3,613 %996,036 %4,111 %4,285 %4,795 %3,778 %3,619 %1006,028 %4,112 %4,284 %4,789 %3,783 %3,625 %1016,019 %4,113 %4,283 %4,783 %3,787 %3,630 %1026,011 %4,114 %4,282 %4,778 %3,791 %3,636 %1036,003 %4,115 %4,282 %4,772 %3,795 %3,641 %1045,996 %4,116 %4,281 %4,766 %3,799 %3,647 %1055,988 %4,116 %4,280 %4,761 %3,802 %3,652 %1065,981 %4,117 %4,279 %4,756 %3,806 %3,657 %1075,973 %4,118 %4,279 %4,751 %3,810 %3,662 %1085,966 %4,119 %4,278 %4,745 %3,813 %3,667 %1095,959 %4,119 %4,277 %4,740 %3,817 %3,672 %1105,952 %4,120 %4,276 %4,735 %3,820 %3,677 %1115,945 %4,121 %4,276 %4,731 %3,824 %3,681 %1125,939 %4,122 %4,275 %4,726 %3,827 %3,686 %1135,932 %4,122 %4,274 %4,721 %3,831 %3,691 %1145,926 %4,123 %4,274 %4,717 %3,834 %3,695 %1155,919 %4,124 %4,273 %4,712 %3,837 %3,699 %1165,913 %4,124 %4,272 %4,708 %3,840 %3,704 %1175,907 %4,125 %4,272 %4,703 %3,843 %3,708 %1185,901 %4,126 %4,271 %4,699 %3,846 %3,712 %1195,895 %4,126 %4,271 %4,695 %3,849 %3,716 %1205,889 %4,127 %4,270 %4,691 %3,852 %3,720 %1215,883 %4,127 %4,269 %4,687 %3,855 %3,724 %1225,878 %4,128 %4,269 %4,683 %3,858 %3,728 %1235,872 %4,129 %4,268 %4,679 %3,861 %3,732 %1245,867 %4,129 %4,268 %4,675 %3,863 %3,736 %1255,862 %4,130 %4,267 %4,671 %3,866 %3,739 %1265,856 %4,130 %4,267 %4,667 %3,869 %3,743 %1275,851 %4,131 %4,266 %4,664 %3,871 %3,747 %1285,846 %4,131 %4,266 %4,660 %3,874 %3,750 %1295,841 %4,132 %4,265 %4,656 %3,876 %3,754 %1305,836 %4,132 %4,265 %4,653 %3,879 %3,757 %

1315,831 %4,133 %4,264 %4,649 %3,881 %3,760 %1325,826 %4,133 %4,264 %4,646 %3,884 %3,764 %1335,822 %4,134 %4,263 %4,643 %3,886 %3,767 %1345,817 %4,134 %4,263 %4,639 %3,888 %3,770 %1355,812 %4,135 %4,262 %4,636 %3,891 %3,773 %1365,808 %4,135 %4,262 %4,633 %3,893 %3,777 %1375,803 %4,136 %4,261 %4,630 %3,895 %3,780 %1385,799 %4,136 %4,261 %4,627 %3,897 %3,783 %1395,795 %4,137 %4,260 %4,624 %3,900 %3,786 %1405,790 %4,137 %4,260 %4,621 %3,902 %3,789 %1415,786 %4,138 %4,260 %4,618 %3,904 %3,792 %1425,782 %4,138 %4,259 %4,615 %3,906 %3,794 %1435,778 %4,139 %4,259 %4,612 %3,908 %3,797 %1445,774 %4,139 %4,258 %4,609 %3,910 %3,800 %1455,770 %4,139 %4,258 %4,606 %3,912 %3,803 %1465,766 %4,140 %4,258 %4,603 %3,914 %3,806 %1475,762 %4,140 %4,257 %4,600 %3,916 %3,808 %1485,758 %4,141 %4,257 %4,598 %3,918 %3,811 %1495,755 %4,141 %4,256 %4,595 %3,920 %3,813 %1505,751 %4,141 %4,256 %4,592 %3,922 %3,816 %Term to maturity (in years)Turkish liraUS dollarYen112,510 %1,451 %– 0,088 %211,835 %1,629 %– 0,066 %311,772 %1,749 %– 0,048 %411,478 %1,834 %– 0,020 %511,238 %1,899 %0,008 %611,034 %1,982 %0,036 %710,881 %2,044 %0,065 %810,798 %2,100 %0,095 %910,746 %2,156 %0,127 %1010,690 %2,205 %0,161 %1110,610 %2,246 %0,199 %1210,510 %2,281 %0,241 %1310,396 %2,311 %0,286 %1410,272 %2,336 %0,332 %1510,142 %2,358 %0,377 %1610,009 %2,377 %0,420 %179,874 %2,393 %0,460 %189,740 %2,407 %0,499 %199,607 %2,419 %0,536 %209,476 %2,428 %0,570 %219,349 %2,436 %0,603 %229,224 %2,442 %0,634 %239,104 %2,447 %0,662 %248,987 %2,451 %0,686 %258,875 %2,455 %0,706 % 268,766 %2,458 %0,723 %278,662 %2,461 %0,739 %288,562 %2,463 %0,755 %298,466 %2,465 %0,775 %308,374 %2,466 %0,798 %318,286 %2,468 %0,827 %328,202 %2,468 %0,860 %338,121 %2,468 %0,896 %348,044 %2,467 %0,934 %357,970 %2,465 %0,974 %367,900 %2,462 %1,014 %377,832 %2,457 %1,054 %387,767 %2,451 %1,095 %397,705 %2,444 %1,135 %407,646 %2,434 %1,175 %417,589 %2,422 %1,214 %427,534 %2,410 %1,253 %437,482 %2,398 %1,290 %447,431 %2,387 %1,327 %457,383 %2,378 %1,363 %467,337 %2,372 %1,398 %477,292 %2,367 %1,432 %487,249 %2,366 %1,465 %497,208 %2,368 %1,497 %507,168 %2,374 %1,528 %517,130 %2,383 %1,559 %527,093 %2,394 %1,588 %537,058 %2,409 %1,617 %547,023 %2,425 %1,644 %556,990 %2,442 %1,671 %566,958 %2,460 %1,697 %576,928 %2,480 %1,722 %586,898 %2,500 %1,747 %596,869 %2,520 %1,771 %606,841 %2,541 %1,794 %616,814 %2,562 %1,816 %626,788 %2,583 %1,838 %636,763 %2,603 %1,859 %646,738 %2,624 %1,879 %656,715 %2,645 %1,899 %666,692 %2,665 %1,918 %676,669 %2,685 %1,937 %686,648 %2,705 %1,955 %696,627 %2,724 %1,973 %706,606 %2,743 %1,990 %716,586 %2,762 %2,007 %726,567 %2,781 %2,024 %736,548 %2,799 %2,040 %746,530 %2,817 %2,055 %756,512 %2,834 %2,070 % 766,495 %2,851 %2,085 %776,478 %2,868 %2,099 %786,461 %2,884 %2,113 %796,445 %2,900 %2,127 %806,430 %2,916 %2,140 %816,414 %2,931 %2,153 %826,399 %2,946 %2,166 %836,385 %2,961 %2,178 %846,371 %2,975 %2,190 %856,357 %2,990 %2,202 %866,343 %3,003 %2,214 %876,330 %3,017 %2,225 %886,317 %3,030 %2,236 %896,305 %3,043 %2,247 %906,292 %3,056 %2,257 %916,280 %3,068 %2,267 %926,268 %3,080 %2,278 %936,257 %3,092 %2,287 %946,246 %3,104 %2,297 %956,234 %3,115 %2,307 %966,224 %3,126 %2,316 %976,213 %3,137 %2,325 %986,203 %3,148 %2,334 %996,192 %3,159 %2,342 %1006,183 %3,169 %2,351 %1016,173 %3,179 %2,359 %1026,163 %3,189 %2,368 %1036,154 %3,199 %2,376 %1046,145 %3,208 %2,384 %1056,136 %3,218 %2,391 %1066,127 %3,227 %2,399 %1076,118 %3,236 %2,406 %1086,109 %3,245 %2,414 %1096,101 %3,253 %2,421 %1106,093 %3,262 %2,428 %1116,085 %3,270 %2,435 %1126,077 %3,279 %2,442 %1136,069 %3,287 %2,448 %1146,061 %3,295 %2,455 %1156,054 %3,303 %2,461 %1166,046 %3,310 %2,468 %1176,039 %3,318 %2,474 %1186,032 %3,325 %2,480 %1196,025 %3,333 %2,486 %1206,018 %3,340 %2,492 %1216,011 %3,347 %2,498 %1226,005 %3,354 %2,504 %1235,998 %3,361 %2,509 %1245,992 %3,367 %2,515 %1255,985 %3,374 %2,520 %

1265,979 %3,381 %2,526 %1275,973 %3,387 %2,531 %1285,967 %3,393 %2,536 %1295,961 %3,400 %2,541 %1305,955 %3,406 %2,546 %1315,949 %3,412 %2,551 %1325,943 %3,418 %2,556 %1335,938 %3,424 %2,561 %1345,932 %3,429 %2,566 %1355,927 %3,435 %2,570 %1365,922 %3,441 %2,575 %1375,916 %3,446 %2,580 %1385,911 %3,452 %2,584 %1395,906 %3,457 %2,588 %1405,901 %3,462 %2,593 %1415,896 %3,467 %2,597 %1425,891 %3,473 %2,601 %1435,886 %3,478 %2,606 %1445,881 %3,483 %2,610 %1455,877 %3,488 %2,614 %1465,872 %3,492 %2,618 %1475,867 %3,497 %2,622 %1485,863 %3,502 %2,626 %1495,858 %3,507 %2,629 %1505,854 %3,511 %2,633 %

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 RepublicCyprusDenmark100345127120042514513014753500403505451051455565406155858560726615105708376351256094865513530104967514520Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004244182000025942531000228428430001984295400018043065000176431760001734328712017823398130180133109130182433Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1666018042141212025043181616028044201818029045222020030046232121031047252223032048262424233049282525333041029252633314 Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1271013216002451817241200350212028160045122213318005542323362000656252440210075727264123008562827432400953302743250010522727432600Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011090010201909009313009001042380900105240090010634409001074460900108844090010954109101010544091010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000310042000712043000712044000614045020515046060516047080716048013081604901908160410019091604 Duration (in years)United States102030405060708090100
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 6162147127241582121026214712724158299237234811923757882148265112023657768751029561232365775826113160128236577577712336113023657757781234611292365775779123561128236577577101336611272365775771113376112723657757712143861127236577577131439611272365775771414396112723657757715143961127236577577161439611272365775771714396112723657757718143961127236577577191439611272365775772014396112723657757721153961127236577577221539611272365775772316396112723657757724173961127236577577251739611272365775772618396112723657757727193961127236577577282039611272365775772920396112723657757730203961127236577577

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 611025521312455861230212285413324758810103143055126244585836415335812724358470051635631302425835926173766134242583583718396713624158258281739661342415825829174065132240582582101740651312405815811117416513123958158112174164130239580580131741641302385795791417416312923857957915164163129237579579161540621282375785781715406212823757857818154062128236578578191540621282365785782015406212823757857821164063129237578578221641631292375795792317416312923857957924174163129238579579251741631292385795792618416312923857957927194163129238579579282041631292385795792920416312923857957930214163129238579579 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 61621471262415821210262147126241582992372348119237578821482651120236577687510285612323657758261131591282365775777123361130236577577812346112823657757791235611272365775771013366112723657757711133761127236577577121438611272365775771314386112723657757714143961127236577577 15143961127236577577161439611272365775771714396112723657757718143961127236577577191439611272365775772014396112723657757721153961127236577577221539611272365775772316396112723657757724173961127236577577251739611272365775772618396112723657757727193961127236577577282039611272365775772920396112723657757730203961127236577577 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 61861011272063216621216281961222023166571000385101126196315656828483101126195311652695582101128195308649649681101130198306647647780101129198303644644878100127195302643643977100126192300642642107497122188296638638117195119185294635635127094117184292633633137094116183291632632146994116182291632632156993116182290631631166893115181289631631176792114180289630630186791113180288629629196690113179287628628206590112178287628628216589111177286627627226488110176285626626236387109176284625625246286108174283624624256185107173282623623266084106172281622622275883105171280621621 285782104170279620620295681103169278619619305580102168276618618 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 61102551130244586120821127531322465889913143055125244585821415335812824358468851736641312435845846183867135243584584719406813724358458481941671352425835839184167134242583583101842661332415825821118426613224158258212194366132240581581131843651312405815811418436513124058158115184365131239580580161742641302395805801717426413023958058018174264130239580580191742641302395805802018426413123958058021184265131239580580221843651312405815812318436513124058158124184365131240581581251843651312405815812619436513124058158127194365131240581581282043651312405815812920436513124058158130214365131240581581

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 61526794173287628122425671971772916321006362781031732926338344658310817729363469956786114181293635635668881171852936346347699011818729263463486889116184291632632 966891151812906316311065881131802886296291164881121782866286281263871101762856266261362861091752836246241461851071732826236231559841061722816226221658831051712796216211757821041702786206201856811031692786196191956801021682776186182055791021682766176172154791011672766176172253781001662756166162353779916527461561524527698165273614614255175981642726136132650759716327161261227497496162270612612284873951612706116112948729416026961061030477193159268609609 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 6152046126240581120925204612624058199136224711823657782047255012023557668659285512223557658161030591272355765767113361129235576576811336012823557657691134601272355765761012356012623557657611133660126235576576121337601262355765761313386012623557657614143860126235576576151438601262355765761614386012623557657617133860126235576576181338601262355765761914386012623557657620143860126235576576211538601262355765762215386012623557657623163860126235576576 24173860126235576576251738601262355765762618386012623557657627193860126235576576282038601262355765762920386012623557657630203860126235576576 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 6172557158259600122727255715825960010073827571422555968334103059131253594697511315911825259359361335621102515925927153763101249591591816386194248590590919456588247589589101845628424758858811174460832465875871216436184245586586131744618424458558514174461842435855851517446184243584584161744618424158258217174461842405815811817446184240581581191744618424058158120174461842405815812117446184240581581221744618424058158123174461842405815812417446184239580580251744618423958058026184461842385795792719446184238579579282044618423757957929204461842375785783020446184237578578 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 618810312920832266412452851001262063206611024384100125196314655850 482100125195310651714581100127195307648648680100129197305646646778991281963026436438769812419229964064097396122189297638638107295120186295636636117195119185293634634127094117183291633633136893115181290631631146791114180288629629156690112178287628628166489111177286627627176388110176284626626186287109175283625625196186108174283624624206085107173282623623216084106172281622622225983105171280621621235882104170279620620245781103169278619619255680102168277618618265579101167276617617275478100166275616616285377991652746156152952769816427361461430517597163272613613

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 61617610218129663712432597410118029463510213597510017128963084845976102171287628711558771051722846256256577710617428262362375778106175280621621855771041722796206209547610216927761861810537610116727661761711527610016627561661612527699165274615615135276981652736146141451769816427261461415507597163272613613164974961622716126121749739516127061161118487295161269610610 194772941602696106102047729416026961061021477194160268609609224771931592686096092346709315926760860824457092158267608608254569911582666076072644699115726560760727436890156265606606284367891562646056052942678915526360560530416688154263604604 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 613146721512666071232231467315226660710113314872143261602837432497414425960070053251791462585995996335381150257599599733548215125759859883254811492565975979325480147255596596103155791462545955951131557914525459559512315578144253594594133055771432525935931430547614325159259215295476142250592592162853751412495915911728527414024959059018275274140248590590192751741402485895892027517414024858958921275174140248589589222751741402485895892327517314024858958924275173139248589589252651731392485895892626517313924758958927265073139247588588282650721382475885882925507213824758858830255072138246588588 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 61032710622056112032152810722156298632529992185598164263110121755868253937104216558578641240109216558558751442111216557557851541109216557557971541108216557557107174110821655755711819431092175595591281841108216557557131020431092175585581410204210821755855815111941107216557557161118401062155565561712184010621455655618131840106215556556191419401072155565562014194110721655755721152042108216557557221521421082165575572316224210821655755724172242108216557557251723431082165575572618244510821655755727182546108216557557281925471082165575572920264810821655755730202849108216557557 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 6147628916828262312512476289168282623102734864891602786198504486691161276617711549689516227561661664969971662736156157497098167272614614848709616427161261294769951622706116111047709516126961161111467094160268610610124670931592686096091345709215826760860814456992158266607607 15446991157266607607164368901562656066061743678915626460560518426789155263605605194266881542636046042042668815426360460421416688154263604604224165881542626036032340658715326260360324406487153261602602253964861522616026022639638515226060160127386385151259601601283862841502596006002937618415025859959930366183149258599599

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 611530561352505911239219346014025459510163234064135253594841427457013925559670453049761442565975976294978146254595595734558315225859959983355821492565985989345682149257598598103659841502596006001138618515126060160112396386152261602602134064871532616026021440658715326160360315406587153262603603164064861532616026021740648615326160260218396386152260601601193963851512606016012039638515126060160121386385151260601601223863851512606016012338628515125960060024386284150259600600253762841502586006002637618314925859959927366183149257599599 283660821482575985982935608214825659759730355981147256597597 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 611329551342485891246215305613525059110223173358129247588846419366113124658770752039671342465875996224270139246588588723447214124658858882345721392465885889234672138247588588102447721382475885881125487213824758858812254973139247588588132650731392475885881426517313924758958915265173139248589589162650731392475885881726507313924758858818265073139247588588192650731392475885882026517313924758958921265173139247589589222650731392475885882326507213924758858824255072138247588588252550721382465885882625497113824658758727244971137246587587282449711372455865862924487013724558658630234870136245586586 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 6150659117028562612622536894173287629103735773981682876288604597610117128662872156180107174287628628662821111792876286287638511318128762862886385112179286628628 96385111178286627627106386111178286627627116387111177286627627126387110176285626626136387109176284625625146286108175283624624156185108174282623623166084107173281623623175984106172281622622185883105171280621621195882104171279620620205782104170278620620215681103169278619619225580102168277618618235579101167276617617245478100167275616616255377991662746156152652769916527361461427517598164272613613285075971632716136132949749616227061261230487395161270611611 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 6181961222023166571305285100126206320661107338610312719831665789148710412919931465574659010913620331665765769211214020931665865879311414221131765865889411614321031865965999511714321031865965910951191432103186596591195119143209318659659129511914220831765865813941181412073156576571493117139205314655655159111613820431265465416901141362023116526521788113135201310651651188711113420030864964919851101321983076486482084109131197305647647218310712919630464564522811061281943036446442380104126193301642642

247810312519130064164125771011231892986396392675100122188296638638277498120186295636636287297119185293634634297195117183292633633306994116182290632632 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 61622481272415821235210255113124558610153133055125244585841417345912924458570451938661332455875966214170138246587587723447214124658858882345721392475885889234672139247588588102447721382475885881124487213824758858812254972138246588588132449711372465875871424487113724558658615234870136244586586162247691352445855851722466813524358458418214668134243584584192146681342435845842021466813424358458421224668134243584584222246681342435845842322466813424358458424214668134243584584252146681342435845842621466813424258458427214668134242584584282145681342425835832921456713424258358330214567133242583583 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 619210713421332766813302931081342133276691091393110134205323664903494112137207322663756 59511414220932166266269611614421332166266279711814621532066166189611814521332066166199511814421131966066010941181422093176586581193117141207315657657129211613920531365565513901141372033126536531488113135201310651651158611113319930864964916841091311973066476471783107129196304645645188110612819430264464419801041261933016426422079103125192300641641217810212419129964064022771011231892986396392376100122188297638638247499121187296637637257398120186295636636267297119185293635635277196118184292634634287094117183291632632296993116182290631631306892115181289630630 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 6135036539247158592613562779211819831265311073819812219331165291448510312819731365476358810713420131465565569011013820731465665679111314120931565665689211414120931665765799311514120831665765710931161412073166576571193117141207316657657129411814120731665765713951191412083166576571495120142208317658658159612114320931765965916971211442103186596591798123145211319661661189912414621232066266219100125147213321663663 2010112514721432266366321101125148214322663663221011251472143226636632310012514721332266366324100124146212321662662259912314521132066166126981221442103196606602796121143209318659659289512014220831665865829941181402073156566563092117139205314655655 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 610103611623057112232110361162305711003321237107226567829421439108224565694531643110223564587641746114222563563751947116221563563851946114221562562971945111220561561107204411121956056011821441112195605601282144111219560560131022441112195605601410224511121956056015112345111219561561161123451112195615611712234511122056156118132346112220561561191424461122215625622014254711322256356321152648114223564564221626491152235645642317274911522456556524172850116224566566251728501162255665662618285111722556656627192951117226567567282029511182265675672920305211822656756730213052118227568568

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 61536995174288630125325470961752896301028355729616728562685245673981682836257135567510317028262462465777106174282623623757781061752806216218567810517328062162195678104171279620620105578103169277619619115477101167276617617125277100166274615615135176981642736146141450749616327161261215487395161270611611164771931592686096091745709215826760860818446991157265607607194368901562646066062043678915526460560521426789155263605605224166881542636046042341658715426260360324406587153261602602253964861522616026022639638515126060160127386285151259600600283762841502596006002937618314925859959930366183149257598598 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 6111413015623534969013462115131157236350692110331181341592303486899134120137162232347689764512114016823534768968961221421712393476886887123144172241346688688812214417123834668768791211441702363456866861012114416923534368568511120143167233342683683121181421652323406816811311614116322933867967914114139161227336677677 1511213615922533367467416109134156222331672672171071311542203286696691810512915121832666766719103127149215324665665201011251482143226636632199124146212320662662229712214421031966066023961201422083176586582494118140207315656656259211613920531365465426901151372033126536532789113135201310651651288711113420030864964929851101321983076486483084108130197305646646 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 611741892152954097501342218319822430441875911103188205229300418759924419020823330241875977651912102383054177587586191211240308416757757719121224030941475575581892112383054127547549187210236303411752752101872102353014097517511118520923329940774974912183207230296405746746131802052272934027437431417720222429039974074015174199221287395737737161711952182843927337331716819221428138973073018164189211277386727727191611862082743837247242015818320527138072172121155180202268377718718221521771992653737157152314917319626237071171124146170192259367708708251431671892553647057052614016418625236170270227137161183249358699699 281341581802473556966962913115517824435269369330128153175241349691691 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 612742681482626031281228436914926360410503294670141259600869430487314225859972753150781452575986156325280149256598598732538115025659759783153801472545965969305379145254595595103053781442535945941130547714425259359312305477143251593593132954761422515925921429547614225059259215295375142250591591162953751412505915911728537514125059159118295375141250591591192953751412505915912029537514225059159121295376142250591591222953751422505915912329537514225059159124295375141250591591252853751412505915912628537514124959159127285275141249590590282852741402495905902927527414024959059030275274140248590590

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 61233864144258599128022540661462606011050328446913925859986843048731432585997265335279146259600614634548315125960060073657851542606016018365885152260601601 9365985152260601601103761851522606016011138628615226160260212396386152261602602133964861522616026021439648615226160260215396486152260602602163963851512606016011739638515126060160118386385151260601601193963851512606016012039638615226060160121396486152260602602223964861522606026022339638615226060160124396385151260601601253863851512606016012638628415125960060027376284150259600600283761841502585995992936618314925859959930366083149257598598 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 611241391652453597001375212313816424335869911253123139164235353694928412314116623535169277551241431702373506916916123144172241348689689712414517324234768868881231451722393466886889122144170237345686686101221451702363456866861112214516923534468568512121145168234343684684131201441672333416836831411914316623234068168115117141163230338679679161151391612273366776771711213615822533367467418109134156222331672672191071321542203296706702010513015221832666866821103127150216324665665221011251472133226636632398123145211320661661 2496121143209318659659259411914120731565765726921161392053136546542790114137203311652652288811213520130965065029861101331993076486483084109131197305646646 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 61093511522957012382111371172315721016321540110229570841421944113229570704542250117229571596652554122230571571772856125230572572872956123230572572973055122230572572107315512223057157111832551222305715711283255121230571571131033551212305715711410335512122957157115113255121229570570161132541202295705701713325412022957057018133254120229570570191432551212295705702014335512123057157121153356122230571571221634561222315725722317345612323157257224173557123231573573251835571232325735732618355712323257357327193557123232573573282035571242325735732920355812423257357330213658124232574574 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 6135507615627061112462355077156270611102233552771472666068454365378148263604707 53655821502626036036395987156264605605736578515426060160184062891572646056059396288155263604604103457821482575985981130537714325259359312275174140248589589132449711372465875871422476913524458558515214568134242583583161944661322415825821718436513124058158118184264131239580580191742641302395805802017426413023958058021174264130239580580221742641302395805802317426413023958058024174264130239580580251742641302395805802618426413023858058027194264130238580580282041641302385795792920416413023857957930214163130238579579

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 61187202228308422763146321842002263054197601192318219822329341275398441791972222914077488205176195222290402743743617319322229039873973971701912192883937357358166188215282389731731916218521027738572772710159182207273381723723111551792032693787197191215217619926537471571513148173195261370711711141451691922583667077071514116618825436370470416138163185251359701701171351591822483566986981813215717924535369569519129154176242351692692 2012715117324034868968921124149171237346687687221221461682353436846842311914416623234068268224117141163230338679679251141391612273366776772611213615922533367467427110134156222331672672281081321542203296706702910513015221832766866830103128150216325666666 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 6192652111247588124529265211124758810223102954105245586845412345710224558770751740621052465885986184466100247588588719466593248589589817446492248589589917456695248589589101948691002485895891121507110324859059012235372104249590590132455721042495905901424557210424959059015245572104249590590162455721042485895891724557210424859059018245572104248590590192455721042485905902024557210424959059021245572104249590590222455721042505915912324557210425059159124245572104250591591252455721042505915912624557210425059159127245572104250591591282455721042495915912924557210424959059030245572104249590590 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 610313932075481215215129120554799532511822005418224261383198539687537188519753858164821891975385387592291197538538859229019753853897112289197538538107112289197538538118122389197538538128132589198539539131014268919853953914101429901985395391511163090198540540161116319019954054017121733911995405401813183491200541541191419359220054154120141937922015425422115203893201543543221521399420254354323162240942025445442417224294203544544251723449520354454426182445952035445442718254695203544544281925479520354554529202648952035455453020284995204545545 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 611152245167306307621152245167343229331152450162355173141172754159354133852193156159345106063213359159332859742435611593167108425366415929959795263867159283508105264069159266438115274070159252380126274070159252333 136274070159252293146274070159252259156274270159252252167274470159252252178274770159252252188274970159252252199275270159252252209275470159252252219275770159252252221027597015925225223102762701592522522411276470159252252251127677215925225226112770751592522522712277277159252252281227757815925225229132778811592522523013278083159252252

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 6151926491723103129272228521743492337372231571693621765472334611663611364582537621663511080692739651653378757103041661653217228930416916430460699304371164286516109314473163269444119314473163256385129304373162255337138294373162255296148294272161254262157284272161254254167284571160253253178284771160253253188275071160253253199275271160253253209285571160253253219285871161254254221028607216125425423102963721612542542411296672161254254251129687316125425426112971751612542542712297377161254254 281229768016125425429132978811612542543014298183161254254 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 611152245167306307621152245167343229231152450161355173141162754159354133752183155159345106063213359159332859742435611593167108425366315929959795263867159283508105263969159266437115274069159252380126274070159252333136274070159252293146274070159252259156274270159252252167274470159252252178274770159252252188274970159252252199275270159252252209275470159252252219275770159252252221027597015925225223102762701592522522411276470159252252251127677215925225226112770751592522522712277277159252252281227757815925225229132778811592522523013278083159252252 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 618195102125247343309127690971202423452312378931021282393581746475911021292343581354573911031282313501074673911031292293388747729210312822732372487091102130225318609 970901031322243175191066871001302203134471163859812821731038912628396126215309340136182951252153083081460829512521430730715608194124214307307165980941242133063061759809312321230530518587992122212305305195778911212113043042056789112121030330321567790120209302302225576891192083023022354758811820730130124537487117206300300255273861162052992992651728511520429729727497184114203296296284870831132022952952947698211220129429430466883111200293293 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 61419254917130530692621275117334322913722315716835617314824356116635513395926386316734610626102940661663338627113142681663177138113143701663015999113244731652845101011324574165267439111032457516425738212103145751642573341310314474163257295149314474163256261159304474163256256168304573162255255178304773162255255188305073162255255199305273162255255209305573162256256211030587416325625622103161741632562562310316374163256256 2411316674163256256251131687416325625626123171751632562562712317377163256256281231768016325625629133179821632562563014318284163256256 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 6147616891214309311525165729521734723263557079105216361176045773841112163611363559768811321735210826607991116217339879761819211821632472786080921192153086119598092121213306521105879921212123054481156789112021030338912547689119208301341135374871172073003001452738611620529829815507285115204297297164971841142032962961748708311320229529518476982112201294294194768811112002942942046678011020029329321456780110199292292224466791091982912912344657810819729129124436477107197290290254263761061962892892641627610619528828827406275105194287287283961771041932862862938607910319228528530385983102191285285

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 6101421441663053074201421441663422291311523491613551730411626531583541337 52183055158345105962203258158332859742334601583167108424356315829959694253766158282508104263968158266437115263969158251380126263969158251332136263969158251293146263969158251259156264269158251251167264469158251251177264769158251251188264969158251251199265269158251251209265469158251251219265769158251251221026596915825125123102662691582512512411266470158251251251126677215825225226112670751582522522712267277158252252281226757815825225229132678811582522523013268083158252252 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 610112346185310312120112346185348232931112451179360175841132757176359135852162960175350107562183361174336871732136601733207208423376017230360497314158171285514109344157170268442118334156169262384127324056168261336136304056168261295146304156167260261156304256166259259167304456165258258178304756164257257188305057163256256199305260163256256 209305561163257257219305763164257257221030596616425725723103062681632562562411306470163256256251130677316225525526113069751622552552712307376161254254281230757816125425429133078811612542543013308083160253253 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 61829710312724934431692809410112424635423723779210112723836817974759110212823436813925729010212723036011056729010212822834689877190101127225331743868881001272233166259668799128220313532106486991282183124581163849712721731039812618396126215308349136081941242133063071458799212221230530515577891121210303303165577901202093023021754768911920830130118537588118207300300195274871172062992992051738611620529829821517285115204297297225071841142032972972349708311320229629624486982112201295295254768811112002932932646678011019929229227456679109198291291284465781081972902902943648110719629029030426384106195289289 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 6156707710022231731642546875982213522364352677610221436717914516778104210367138755067791042083581100649688010520634489274969801062043287388476879107202311620946677910820029452810456680109199292454114466791091982913941244657810819729034413436477107197290303144263771071962892891541637610619528828816406275105194287287174061741041932872871839607310319328628619386073103192285285203860731031922852852138597210219228528522385972102191284284233758721011912842842436587110119028328325365770100190283283263556721001892822822734567599188281281283455779818728128129335480981872802803032548397186279279

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 61264047701923113135226404770193349234032540487418636217674244051771833611366524415378182352108262443558118133887772545568218032272582445568417930560992445578617828851810244558871782714451123455887177270387122244578717626933813224356861752692981421425585175268268 1520425585174267267161941548417326626617194053831722662661818405383172265265191839538217226526520183955821722652652118395882172265265221839618217226526523183963821722652652418396682171265265251739688217126426426173971821712642642717387381171264264281738768117026426429163879821702632633016388284170263263 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 6100324147304305720162514834122783119311423531720413123414035213295241536140343105262418391403298537362042140314705846234414029759294826471402805041048284914026443411493151141248377126103350140233329136113651141234290146123951140234257156134150139232232167134451138231231177144654138231231188164857138231231199165158138232232209175461139232232219185663140233233221019596514023323323102062671402332332411206469140233233251122677114023323326112269731402332332712237275141233233 281224747814123323329132576801432332333013257981144233233 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 6142566386209316318724256638620935423803415665912033681798440576794199367138954058709519835711006415971971973438917416172981963277368406072991953106189396073101194292526103960731021932864521138607310219228539312375972102191284343133758711011902833021436577010019028328315355770100189282282163456699918828128117345568981872812811833556898187280280193354679718628028020335467971862792792132546797186279279223253669618627927923325366961852782782431526695185278278253052699518427727726305172941842772772729517594183276276282950779318227527529284979921822752753027498392181274274 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 611024315417631331532142835581803512353317324066178364177741935467317836313735213951761803541088621395177177340882726465783181324729825455784180307612 926475988181289521102850639218227544811305164941832773891230526595184277340133152659518527829914315366961852782781531536696185278278163152659518427827817315265951852782781830516494184277277193051649418327627620305164941832762762129516494183276276222951649418327627623295063931832762762429506693182275275252849689318227527526284971921812742742727487392181274274282748779118027327329264779911802732733026478290179272272 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 6182329531753143172210243154176353236831025346017236617874112738641703651380512294166170355109261332447017034188571535467217032473181535477417030761391637497817028952210163851801702724491117385181170264389121738518117126434013173852811712643001417395282171264265151739528217126426416173851811712642641717385281171264264181738518117126426419173853811712642642017395582171264264211739588217126426422173861821712642642317386381171264264

2416386681170263263251637688117026326326163771801692632632715377380169262262281536768016926226229153679821682622623014368184168261261 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 6145596689211318321624862689221435824033506574100211372181945167781042103711407552708210721036211166547385110211348905756758611221033274885575871142103156289557688117210303535105577901192093034601155779012020930240012557689119208301349135475881182073013081453748711720730030015527386116206299299165172861162052982981750728511520429729718497184114203296296194970831132032962962048698311320229529521476982112201294294224768811112002932932346678011019929329324456679109198292292254465781081982912912643647710719729029027426376106196289289284162781061952882882940628110519428728730396184104193286286 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 617690971202423383331280941011242463702493380951041292413851888479951061322383841460 5819911113623937511576831021141402403609377851051161422403437748861071181452413346519871081201492423355541088109122151242335476118710912215224133441312861081211512403333611385106120150239332332148410511814823733133115821041171472363293291681102115145234328328177910111414423332632618789911214223232532519779811114123032332320759711014022932232221749510813822832132122729410713722631931923719210513522531831824699110413422331631625688910213222131531526668710113122031331327658699129218311311286384981272173103102962839612621530830830608195125214307307 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 611162246168312314425192649171350234937223156168364177649253662168363137251128406516935310876133244691703408807153546721703237278153647741703066119163749781702895191016385180170271447111638518117026338812163851811702633391316375080169263298141536497916926226415143649791682612611613354878167260260171334487716726026018123450771662592591912345277166259259 20123455771662592592113345877166259259221334617716625925923133463771662592592412346677166259259251234687716625925926123471771662592592712337378166259259281233768016625925929143379821652592593014338184165258258 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 61871011081312543493401287102108132254376254038710211113624839019184861031131402453891481587104116141245379117368810611814424436495078910811914524334778488810912014824333665898810912115024233555910871081211502413344811185106120149239332417128310511814823733036513811031161462353283281479101114144233326326157799112142231324324167597110140229322322177495108138227321321187294107137226319319197192105135224318318207091104134224317317216990103133223316316226889102132221315315236788101131220313313246587100130219312312256486991292183113112663859812821731031027628397127216309309286182951252153083082960819412421430730730598093123213306306

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 6134535936638951260734702728693116238381258137490981242363941943477931041312363921498579971091342373811184681100112138238366958784103114140238349791884105116144239332664985106118147239333564108510612014923933248511851071201492393324211285107120150239332368138610712015023933333314861081211512403333331587108122152241334334168810912315324233533517891101241542433363361890112125155244337337199111212615624533833820921131261562463393392192113127156246339339229211312615624633933923911131261562453383382491112125155244337337259011112415424333733726891101231532423353352787109122152241334334288610712115124033333329851061191492383323323083105118148237330330 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 610411341563093111204113415634623193141339150359175141415421473581352526184314634810706281945146334867731021471453187168410234914430160194102651143284512104102952143267440114103153143251382126103453143236334136113653143236294146123953143236261 156134254143236236167134454143236236178154755143236236188165057144237237199165260144237237209175561145238238219195864146239239221019596614724024023102062681472412412411216571148241241251122687314824124126112271751492422422712247377149242242281225768014924324329132578811502432433014278183150243243 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 614863699321531631912496470942163552382349647398210368180144864751012073681392548657710220635811036496779105205345894749698010620432873984869801082033116219486981110202296528104768811112012944541146678011019929339412446579108198291345134264771071962893041441627510519528828815396174104193286286163859721021912842841736587110119028328318355770100189282282193456699918828128120345568981872812812133546898187280280223254679718627927923325366961862792792431526796185278278253052709518427727726305172941832772772729507593183276276 282850779318227527529284981921812752753027488391181274274 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 6110912413015427637134432110125131155277380256931111261351612733941940411212813916527139314995113130142167271383118761141331451702713699627115135146172270363795811413514617326936266891141351471762683615681011313414717726736048911112133146176265359424121101311441742633573711310812914217226135435414105127140170259352352151031241371672573503501610012213516525434734717981191321622523453451896117130160249343343199411512815824734134120921131261562463393392190112125155244337337228811012315324233533523871081211512403333332485106119149239332332258310411714723733033026811031161462353283282780101114144233326326287899112142232325325297698111141230323323307596109139229322322

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 61169183190213335431343321781921992223454402584318119720523134343819634182198209236341435152151832002122373414341207618320121323933943297871832022132393384318088181201213240336429678 9180201213242334428577101792002132433334264961117719821224133142443112175196209239328421421131721932062363254184181416819020323332241541515165187200230319412412161621831962263164094091715918019322331240640618156177190220309402402191521741872173063993992014917118421430339639621146168181211300393393221431641782082973903902314016117420429438738724137158171201290384384251341551681982873813812613115216519528437737727128149162192281375375281251461591892783723722912214315618627636936930119141154184273366366 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 61223643661883233266223374467189362243732238467218437518404223849761813741420523405277181364112462342548018035091072444558117933375182343558217831563092344568517729753610224457861762794601122435686176269399122143568617526834913214255851742673071420415585174267272152041548417426726716204154841732672671720415484173266266182041548417326626619204154841732672672020415784174267267212041598417426726722204162841742672672320416584173267267 2420416784173266266251941708417326626626194172841732662662719407583173266266281940788317226626629184081831722652653018398386172265265 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 611832396218432332652203441641863622436321364571182375183842239497618137414195244254791823641123626455682182349909728485985183333751828496087183315630929506291183297536103051649318427946111305265951842774001230526595184277350133052659518427730814305265951842772771530516595184277277163051649418327627617305164941832762761830516494183276276193051649418327627620305164941842772772130516595184277277223051659518427727723305165941842772772430516794183277277252951709418327627626295072931832762762728507693182275275282849789218227527529274981921812742743027488491181274274 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 611191331401632853813523211813213916228438726233116131140166277400197641151321421692743981522 5115133145170273387120261151341461712723719727116136147173271364801811513514717427036367291141351471762693625701011413514817826836149011114135148178267360424121121341471772663593711311113314617626535835814110131144174264357357151081291421722613553551610612714017025935235217103124137167256350350181011221351652543473471998120133163252345345209611813116125034334321941151281582483413412292113126156245339339238911112415424333633624871091221522413343342585107120150239332332268310411814723733033027811021151452353283282879100113143233326326297798111141231324324307596110140229322322

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 61031033155312315020512351573512352317164215336417774192047152363137452122549153354108862162753153340882731930561543247298419315815430761294203361154289521104213463154272448114213464154256389126213564153246340136213864153246300146213964153246265157204263153246246167204563152245245178204863152246246188205063152246246199205363153246246 2092155641532462462110215865154247247221022616715424724723102263691552482482411226671155248248251123687315524824826122371751552482482712247378155249249281225778015624924929142579821562492493014278184156249249 3.29 South Korean won Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6130445174196314317123044517419735323663294453781903661786428445581187364137952845578218635410916314961871873408837284859851833247298335364921873066129325365941862895201026486190180273447112243568617526838812183953821722653391315375080169262299141335487816726026415123346761662592591610324575164257257179314874163256256189305073162256256199305273162255255209305573162255255219305873162255255221030607316225525523103063731622552552411306673162255255251130687316225525526113071751622552552712297377162255255281229768016225525529142979811622552553014298184162255255 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 6118219620322634844437642179194200224346441279231751901992253364322105417118719822533042416195167185197222325419127661651831952213214141029716218219321931741084781581781902173134067099155175188216309402602101511721852153053985171114716918221130139444712143165178208297390390131401611742042933863861413615717020029038338315132154167197286379379161291511641942833763761712614716119128037337318123145158188277370370191201421551852743673672011813915218227236536521115137150180269362362221131341471772663603602311013214517526435735724108129142172261355355251051271401702593523522610312413716725735035027101122135165254348348289812013316325234534529961181311612503433433094116129159248341341 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 610152654173314316920152654173353236631172958170366178641203263169364138052233769170355109264264070171341885763142721713247318934467417130761391037507617229052210113851761722724491112405278172265389121341547917226534013134254801722653001414435580172265265 1514435580172265265161443558017226526517144355801722652651814435580172265265191443558017226526520144355801722662662114435880173266266221443618017326626623144363801732662662414436680173266266251443688017326626626144371801732662662714437380173266266281443768017326626629144379821732662663014438184173266266

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 6100312133307309020161513234423013119181253561735413122112135413395241524121345106062418271203318587362030120315708846233212029859594826351202815061048283712126443511493140121248377126103342121232330136113644121218291146123947122215257156134149122215229167134451122215215177144654123216216188164957125216216199165158128217217209175461130217217219185663132218218221019596513321921923102062671352192192411206469136219219251122677113822022026112269731402202202712237276141220220281224747814222022029132576801432202203013257981144220220

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria7EuroBelgium7EuroCyprus7EuroEstonia7EuroFinland7EuroFrance7EuroGermany7EuroGreece7EuroIreland7EuroItaly7EuroLatvia7EuroLithuania7EuroLuxembourg7EuroMalta7EuroNetherlands7EuroPortugal7EuroSlovakia7EuroSlovenia7EuroSpain7Czech korunaCzech Republic3Danish kroneDenmark34ForintHungary2KronaSweden3KunaCroatia5LevBulgaria– 3Pound sterlingUnited Kingdom20Romanian leuRomania– 3ZlotyPoland12KrónaIceland7Norwegian kroneNorway18Swiss francLiechtenstein– 1Swiss francSwitzerland– 1Australian dollarAustralia10Canadian dollarCanada8US dollarUnited States34YenJapan1