Commission Implementing Regulation (EU) 2018/165 of 31 January 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 2018 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) 2018/165 of 31 January 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 2018 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2017 market data. That information was published on 9 January 2018 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 2018.

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

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2017. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 31 January 2018. 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– 0,358 %0,980 %– 0,368 %0,005 %– 0,458 %0,200 %2– 0,250 %1,216 %– 0,260 %0,323 %– 0,247 %0,480 %3– 0,088 %1,352 %– 0,098 %0,531 %– 0,022 %0,752 %40,069 %1,454 %0,059 %0,845 %0,198 %1,023 %50,209 %1,526 %0,199 %1,075 %0,397 %1,356 %60,347 %1,577 %0,337 %1,392 %0,584 %1,684 %70,469 %1,622 %0,459 %1,620 %0,743 %1,958 %80,585 %1,668 %0,575 %1,789 %0,886 %2,155 %90,695 %1,716 %0,685 %1,922 %1,015 %2,278 %100,802 %1,760 %0,792 %2,059 %1,123 %2,377 %110,897 %1,804 %0,887 %2,232 %1,272 %2,466 %120,982 %1,843 %0,971 %2,424 %1,445 %2,547 %131,059 %1,877 %1,048 %2,619 %1,616 %2,620 %141,125 %1,911 %1,114 %2,804 %1,778 %2,687 %151,177 %1,949 %1,167 %2,969 %1,926 %2,749 %161,217 %1,995 %1,206 %3,109 %2,060 %2,807 %171,249 %2,045 %1,238 %3,228 %2,181 %2,860 %181,280 %2,098 %1,270 %3,329 %2,290 %2,910 %191,316 %2,152 %1,305 %3,415 %2,389 %2,956 %201,357 %2,207 %1,347 %3,489 %2,478 %3,000 %211,408 %2,262 %1,397 %3,552 %2,559 %3,041 %221,464 %2,316 %1,454 %3,608 %2,633 %3,080 %231,524 %2,368 %1,514 %3,656 %2,700 %3,116 %241,586 %2,420 %1,576 %3,698 %2,762 %3,151 %251,649 %2,470 %1,640 %3,735 %2,819 %3,183 %261,713 %2,518 %1,703 %3,767 %2,872 %3,214 %271,775 %2,564 %1,766 %3,796 %2,921 %3,243 %281,837 %2,609 %1,828 %3,822 %2,966 %3,271 %291,897 %2,652 %1,889 %3,844 %3,009 %3,297 %301,956 %2,693 %1,948 %3,865 %3,048 %3,322 %312,013 %2,733 %2,005 %3,883 %3,085 %3,346 %322,069 %2,771 %2,061 %3,899 %3,120 %3,368 %332,122 %2,808 %2,114 %3,914 %3,152 %3,390 %342,174 %2,843 %2,166 %3,927 %3,183 %3,411 %352,223 %2,877 %2,216 %3,939 %3,212 %3,430 %362,271 %2,909 %2,264 %3,950 %3,239 %3,449 %372,317 %2,940 %2,310 %3,960 %3,265 %3,467 %382,362 %2,970 %2,355 %3,970 %3,289 %3,485 % 392,404 %2,998 %2,398 %3,978 %3,313 %3,501 %402,445 %3,026 %2,439 %3,986 %3,335 %3,517 %412,485 %3,052 %2,478 %3,993 %3,356 %3,532 %422,523 %3,077 %2,516 %4,000 %3,376 %3,547 %432,559 %3,102 %2,553 %4,006 %3,395 %3,561 %442,594 %3,125 %2,588 %4,012 %3,413 %3,574 %452,628 %3,147 %2,622 %4,017 %3,431 %3,587 %462,660 %3,169 %2,655 %4,022 %3,447 %3,600 %472,692 %3,190 %2,686 %4,027 %3,463 %3,612 %482,722 %3,210 %2,717 %4,031 %3,478 %3,623 %492,751 %3,229 %2,746 %4,035 %3,493 %3,635 %502,779 %3,248 %2,774 %4,039 %3,507 %3,645 %512,806 %3,266 %2,801 %4,043 %3,521 %3,656 %522,832 %3,284 %2,827 %4,046 %3,534 %3,666 %532,857 %3,300 %2,852 %4,050 %3,546 %3,675 %542,881 %3,317 %2,877 %4,053 %3,558 %3,685 %552,905 %3,332 %2,900 %4,056 %3,570 %3,694 %562,928 %3,347 %2,923 %4,059 %3,581 %3,703 %572,949 %3,362 %2,945 %4,062 %3,592 %3,711 %582,971 %3,376 %2,966 %4,064 %3,603 %3,719 %592,991 %3,390 %2,987 %4,067 %3,613 %3,727 %603,011 %3,403 %3,007 %4,069 %3,622 %3,735 %613,030 %3,416 %3,026 %4,071 %3,632 %3,742 %623,049 %3,428 %3,045 %4,074 %3,641 %3,749 %633,067 %3,440 %3,063 %4,076 %3,650 %3,756 %643,084 %3,452 %3,080 %4,078 %3,658 %3,763 %653,101 %3,464 %3,097 %4,080 %3,667 %3,770 %663,118 %3,475 %3,114 %4,082 %3,675 %3,776 %673,134 %3,485 %3,130 %4,084 %3,683 %3,783 %683,149 %3,496 %3,146 %4,085 %3,690 %3,789 %693,164 %3,506 %3,161 %4,087 %3,698 %3,794 %703,179 %3,516 %3,175 %4,089 %3,705 %3,800 %713,193 %3,525 %3,190 %4,090 %3,712 %3,806 %723,207 %3,534 %3,204 %4,092 %3,718 %3,811 %733,221 %3,544 %3,217 %4,093 %3,725 %3,816 %743,234 %3,552 %3,230 %4,095 %3,731 %3,822 %753,247 %3,561 %3,243 %4,096 %3,738 %3,827 %763,259 %3,569 %3,256 %4,098 %3,744 %3,831 %773,271 %3,577 %3,268 %4,099 %3,750 %3,836 %783,283 %3,585 %3,280 %4,100 %3,755 %3,841 %793,295 %3,593 %3,291 %4,102 %3,761 %3,845 %803,306 %3,601 %3,303 %4,103 %3,766 %3,850 %

813,317 %3,608 %3,314 %4,104 %3,772 %3,854 %823,328 %3,615 %3,325 %4,105 %3,777 %3,858 %833,338 %3,622 %3,335 %4,106 %3,782 %3,862 %843,348 %3,629 %3,345 %4,108 %3,787 %3,866 %853,358 %3,636 %3,355 %4,109 %3,792 %3,870 %863,368 %3,642 %3,365 %4,110 %3,797 %3,874 %873,378 %3,649 %3,375 %4,111 %3,801 %3,878 %883,387 %3,655 %3,384 %4,112 %3,806 %3,881 %893,396 %3,661 %3,393 %4,113 %3,810 %3,885 %903,405 %3,667 %3,402 %4,114 %3,815 %3,888 %913,414 %3,673 %3,411 %4,115 %3,819 %3,892 %923,422 %3,679 %3,419 %4,116 %3,823 %3,895 %933,430 %3,684 %3,428 %4,117 %3,827 %3,898 %943,439 %3,690 %3,436 %4,117 %3,831 %3,902 %953,447 %3,695 %3,444 %4,118 %3,835 %3,905 %963,454 %3,700 %3,452 %4,119 %3,839 %3,908 %973,462 %3,705 %3,459 %4,120 %3,842 %3,911 %983,470 %3,710 %3,467 %4,121 %3,846 %3,914 %993,477 %3,715 %3,474 %4,122 %3,850 %3,917 %1003,484 %3,720 %3,482 %4,122 %3,853 %3,919 %1013,491 %3,725 %3,489 %4,123 %3,856 %3,922 %1023,498 %3,730 %3,496 %4,124 %3,860 %3,925 %1033,505 %3,734 %3,502 %4,125 %3,863 %3,928 %1043,512 %3,739 %3,509 %4,125 %3,866 %3,930 %1053,518 %3,743 %3,516 %4,126 %3,870 %3,933 %1063,525 %3,747 %3,522 %4,127 %3,873 %3,935 %1073,531 %3,751 %3,528 %4,127 %3,876 %3,938 %1083,537 %3,756 %3,535 %4,128 %3,879 %3,940 %1093,543 %3,760 %3,541 %4,129 %3,882 %3,943 %1103,549 %3,764 %3,547 %4,129 %3,885 %3,945 %1113,555 %3,768 %3,553 %4,130 %3,887 %3,947 %1123,561 %3,771 %3,558 %4,131 %3,890 %3,949 %1133,566 %3,775 %3,564 %4,131 %3,893 %3,952 %1143,572 %3,779 %3,569 %4,132 %3,896 %3,954 %1153,577 %3,783 %3,575 %4,133 %3,898 %3,956 %1163,583 %3,786 %3,580 %4,133 %3,901 %3,958 %1173,588 %3,790 %3,586 %4,134 %3,903 %3,960 %1183,593 %3,793 %3,591 %4,134 %3,906 %3,962 %1193,598 %3,797 %3,596 %4,135 %3,908 %3,964 %1203,603 %3,800 %3,601 %4,135 %3,911 %3,966 %1213,608 %3,803 %3,606 %4,136 %3,913 %3,968 %1223,613 %3,807 %3,611 %4,136 %3,916 %3,970 % 1233,618 %3,810 %3,615 %4,137 %3,918 %3,972 %1243,622 %3,813 %3,620 %4,137 %3,920 %3,974 %1253,627 %3,816 %3,625 %4,138 %3,922 %3,976 %1263,631 %3,819 %3,629 %4,138 %3,925 %3,977 %1273,636 %3,822 %3,634 %4,139 %3,927 %3,979 %1283,640 %3,825 %3,638 %4,139 %3,929 %3,981 %1293,645 %3,828 %3,643 %4,140 %3,931 %3,982 %1303,649 %3,831 %3,647 %4,140 %3,933 %3,984 %1313,653 %3,834 %3,651 %4,141 %3,935 %3,986 %1323,657 %3,836 %3,655 %4,141 %3,937 %3,987 %1333,661 %3,839 %3,659 %4,142 %3,939 %3,989 %1343,665 %3,842 %3,663 %4,142 %3,941 %3,991 %1353,669 %3,844 %3,667 %4,143 %3,943 %3,992 %1363,673 %3,847 %3,671 %4,143 %3,945 %3,994 %1373,677 %3,850 %3,675 %4,143 %3,947 %3,995 %1383,681 %3,852 %3,679 %4,144 %3,948 %3,997 %1393,684 %3,855 %3,683 %4,144 %3,950 %3,998 %1403,688 %3,857 %3,686 %4,145 %3,952 %4,000 %1413,692 %3,859 %3,690 %4,145 %3,954 %4,001 %1423,695 %3,862 %3,694 %4,145 %3,956 %4,002 %1433,699 %3,864 %3,697 %4,146 %3,957 %4,004 %1443,702 %3,867 %3,701 %4,146 %3,959 %4,005 %1453,706 %3,869 %3,704 %4,146 %3,961 %4,006 %1463,709 %3,871 %3,707 %4,147 %3,962 %4,008 %1473,712 %3,873 %3,711 %4,147 %3,964 %4,009 %1483,716 %3,876 %3,714 %4,148 %3,965 %4,010 %1493,719 %3,878 %3,717 %4,148 %3,967 %4,012 %1503,722 %3,880 %3,720 %4,148 %3,969 %4,013 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,408 %0,555 %2,433 %1,401 %4,667 %0,785 %2– 0,300 %0,684 %3,003 %1,655 %4,680 %1,031 %3– 0,138 %0,788 %3,381 %1,929 %4,700 %1,183 %40,019 %0,866 %3,648 %2,240 %4,722 %1,320 %50,159 %0,937 %3,856 %2,568 %4,746 %1,451 %60,296 %0,997 %4,004 %2,737 %4,773 %1,551 %70,419 %1,050 %4,110 %2,955 %4,801 %1,645 %80,534 %1,098 %4,190 %3,104 %4,823 %1,734 %90,645 %1,144 %4,266 %3,203 %4,835 %1,802 %100,751 %1,188 %4,334 %3,213 %4,839 %1,866 %

110,846 %1,226 %4,386 %3,213 %4,838 %1,934 %120,930 %1,259 %4,425 %3,220 %4,833 %2,005 %131,007 %1,285 %4,454 %3,233 %4,825 %2,076 %141,073 %1,308 %4,476 %3,249 %4,816 %2,146 %151,126 %1,330 %4,491 %3,268 %4,805 %2,215 %161,165 %1,345 %4,503 %3,288 %4,794 %2,281 %171,197 %1,358 %4,510 %3,309 %4,782 %2,346 %181,228 %1,368 %4,515 %3,330 %4,769 %2,407 %191,263 %1,375 %4,518 %3,352 %4,757 %2,466 %201,305 %1,378 %4,519 %3,373 %4,744 %2,523 %211,356 %1,379 %4,519 %3,394 %4,731 %2,577 %221,413 %1,376 %4,517 %3,415 %4,719 %2,628 %231,474 %1,373 %4,515 %3,436 %4,707 %2,677 %241,538 %1,369 %4,512 %3,455 %4,695 %2,724 %251,602 %1,365 %4,508 %3,475 %4,683 %2,768 %261,667 %1,361 %4,504 %3,493 %4,672 %2,810 %271,731 %1,356 %4,500 %3,511 %4,660 %2,851 %281,793 %1,351 %4,495 %3,529 %4,650 %2,889 %291,855 %1,346 %4,491 %3,546 %4,639 %2,926 %301,915 %1,340 %4,486 %3,562 %4,629 %2,961 %311,973 %1,333 %4,481 %3,578 %4,619 %2,995 %322,029 %1,325 %4,476 %3,593 %4,609 %3,027 %332,084 %1,316 %4,471 %3,607 %4,600 %3,057 %342,136 %1,306 %4,466 %3,621 %4,591 %3,087 %352,187 %1,295 %4,461 %3,635 %4,583 %3,115 %362,236 %1,283 %4,456 %3,648 %4,574 %3,141 %372,283 %1,271 %4,451 %3,660 %4,566 %3,167 %382,328 %1,260 %4,447 %3,673 %4,558 %3,191 %392,371 %1,250 %4,442 %3,684 %4,551 %3,215 %402,413 %1,241 %4,438 %3,695 %4,543 %3,237 %412,453 %1,235 %4,433 %3,706 %4,536 %3,259 %422,492 %1,229 %4,429 %3,717 %4,529 %3,280 %432,529 %1,222 %4,425 %3,727 %4,523 %3,300 %442,565 %1,214 %4,421 %3,736 %4,516 %3,319 %452,599 %1,203 %4,417 %3,746 %4,510 %3,337 %462,632 %1,190 %4,413 %3,755 %4,504 %3,355 %472,664 %1,178 %4,409 %3,763 %4,498 %3,372 %482,695 %1,168 %4,405 %3,772 %4,493 %3,389 %492,725 %1,164 %4,401 %3,780 %4,487 %3,404 %502,753 %1,166 %4,398 %3,788 %4,482 %3,420 %512,781 %1,177 %4,395 %3,795 %4,477 %3,434 %522,807 %1,193 %4,391 %3,803 %4,472 %3,449 % 532,833 %1,215 %4,388 %3,810 %4,467 %3,462 %542,857 %1,241 %4,385 %3,817 %4,463 %3,476 %552,881 %1,270 %4,382 %3,823 %4,458 %3,488 %562,904 %1,301 %4,379 %3,830 %4,454 %3,501 %572,927 %1,333 %4,376 %3,836 %4,450 %3,513 %582,948 %1,367 %4,373 %3,842 %4,446 %3,524 %592,969 %1,402 %4,370 %3,848 %4,442 %3,536 %602,989 %1,437 %4,368 %3,854 %4,438 %3,546 %613,009 %1,473 %4,365 %3,859 %4,434 %3,557 %623,028 %1,508 %4,363 %3,864 %4,430 %3,567 %633,046 %1,543 %4,360 %3,870 %4,427 %3,577 %643,064 %1,579 %4,358 %3,875 %4,424 %3,587 %653,081 %1,613 %4,355 %3,880 %4,420 %3,596 %663,098 %1,648 %4,353 %3,884 %4,417 %3,605 %673,115 %1,682 %4,351 %3,889 %4,414 %3,614 %683,130 %1,715 %4,349 %3,893 %4,411 %3,622 %693,146 %1,748 %4,347 %3,898 %4,408 %3,631 %703,161 %1,780 %4,345 %3,902 %4,405 %3,639 %713,175 %1,812 %4,343 %3,906 %4,402 %3,646 %723,189 %1,843 %4,341 %3,910 %4,399 %3,654 %733,203 %1,874 %4,339 %3,914 %4,397 %3,661 %743,216 %1,903 %4,337 %3,918 %4,394 %3,669 %753,229 %1,933 %4,335 %3,922 %4,391 %3,676 %763,242 %1,961 %4,334 %3,925 %4,389 %3,683 %773,255 %1,989 %4,332 %3,929 %4,386 %3,689 %783,267 %2,016 %4,330 %3,932 %4,384 %3,696 %793,278 %2,043 %4,329 %3,936 %4,382 %3,702 %803,290 %2,069 %4,327 %3,939 %4,380 %3,708 %813,301 %2,095 %4,325 %3,942 %4,377 %3,714 %823,312 %2,120 %4,324 %3,945 %4,375 %3,720 %833,323 %2,144 %4,322 %3,948 %4,373 %3,726 %843,333 %2,168 %4,321 %3,951 %4,371 %3,732 %853,343 %2,192 %4,320 %3,954 %4,369 %3,737 %863,353 %2,215 %4,318 %3,957 %4,367 %3,742 %873,363 %2,237 %4,317 %3,960 %4,365 %3,748 %883,372 %2,259 %4,316 %3,962 %4,363 %3,753 %893,381 %2,280 %4,314 %3,965 %4,362 %3,758 %903,390 %2,301 %4,313 %3,968 %4,360 %3,763 %913,399 %2,322 %4,312 %3,970 %4,358 %3,768 %923,408 %2,342 %4,311 %3,973 %4,356 %3,772 %933,416 %2,362 %4,309 %3,975 %4,355 %3,777 %943,425 %2,381 %4,308 %3,978 %4,353 %3,781 %

953,433 %2,400 %4,307 %3,980 %4,351 %3,786 %963,441 %2,419 %4,306 %3,982 %4,350 %3,790 %973,449 %2,437 %4,305 %3,984 %4,348 %3,794 %983,456 %2,455 %4,304 %3,987 %4,347 %3,798 %993,464 %2,472 %4,303 %3,989 %4,345 %3,802 %1003,471 %2,489 %4,302 %3,991 %4,344 %3,806 %1013,478 %2,506 %4,301 %3,993 %4,342 %3,810 %1023,485 %2,522 %4,300 %3,995 %4,341 %3,814 %1033,492 %2,539 %4,299 %3,997 %4,340 %3,818 %1043,499 %2,554 %4,298 %3,999 %4,338 %3,821 %1053,506 %2,570 %4,297 %4,001 %4,337 %3,825 %1063,512 %2,585 %4,296 %4,003 %4,336 %3,829 %1073,519 %2,600 %4,295 %4,005 %4,334 %3,832 %1083,525 %2,615 %4,294 %4,006 %4,333 %3,835 %1093,531 %2,629 %4,293 %4,008 %4,332 %3,839 %1103,537 %2,643 %4,293 %4,010 %4,331 %3,842 %1113,543 %2,657 %4,292 %4,012 %4,330 %3,845 %1123,549 %2,671 %4,291 %4,013 %4,328 %3,848 %1133,555 %2,684 %4,290 %4,015 %4,327 %3,852 %1143,560 %2,698 %4,289 %4,017 %4,326 %3,855 %1153,566 %2,711 %4,289 %4,018 %4,325 %3,858 %1163,571 %2,723 %4,288 %4,020 %4,324 %3,861 %1173,577 %2,736 %4,287 %4,021 %4,323 %3,863 %1183,582 %2,748 %4,286 %4,023 %4,322 %3,866 %1193,587 %2,760 %4,286 %4,024 %4,321 %3,869 %1203,592 %2,772 %4,285 %4,026 %4,320 %3,872 %1213,597 %2,784 %4,284 %4,027 %4,319 %3,875 %1223,602 %2,795 %4,283 %4,029 %4,318 %3,877 %1233,607 %2,807 %4,283 %4,030 %4,317 %3,880 %1243,612 %2,818 %4,282 %4,031 %4,316 %3,882 %1253,616 %2,829 %4,281 %4,033 %4,315 %3,885 %1263,621 %2,840 %4,281 %4,034 %4,314 %3,887 %1273,626 %2,850 %4,280 %4,035 %4,313 %3,890 %1283,630 %2,861 %4,280 %4,037 %4,312 %3,892 %1293,635 %2,871 %4,279 %4,038 %4,312 %3,895 %1303,639 %2,881 %4,278 %4,039 %4,311 %3,897 %1313,643 %2,891 %4,278 %4,040 %4,310 %3,899 %1323,647 %2,901 %4,277 %4,042 %4,309 %3,902 %1333,651 %2,911 %4,277 %4,043 %4,308 %3,904 %1343,656 %2,920 %4,276 %4,044 %4,307 %3,906 %1353,660 %2,930 %4,275 %4,045 %4,307 %3,908 %1363,664 %2,939 %4,275 %4,046 %4,306 %3,910 % 1373,667 %2,948 %4,274 %4,047 %4,305 %3,912 %1383,671 %2,957 %4,274 %4,048 %4,304 %3,915 %1393,675 %2,966 %4,273 %4,049 %4,303 %3,917 %1403,679 %2,975 %4,273 %4,051 %4,303 %3,919 %1413,683 %2,984 %4,272 %4,052 %4,302 %3,921 %1423,686 %2,992 %4,272 %4,053 %4,301 %3,923 %1433,690 %3,001 %4,271 %4,054 %4,301 %3,925 %1443,693 %3,009 %4,271 %4,055 %4,300 %3,926 %1453,697 %3,017 %4,270 %4,056 %4,299 %3,928 %1463,700 %3,025 %4,270 %4,057 %4,299 %3,930 %1473,704 %3,033 %4,269 %4,058 %4,298 %3,932 %1483,707 %3,041 %4,269 %4,059 %4,297 %3,934 %1493,710 %3,049 %4,268 %4,060 %4,297 %3,936 %1503,714 %3,056 %4,268 %4,061 %4,296 %3,937 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,723 %1,828 %1,154 %1,641 %2,388 %4,385 %2– 0,584 %1,992 %1,371 %1,866 %2,713 %4,724 %3– 0,455 %2,129 %1,555 %1,970 %3,068 %5,155 %4– 0,339 %2,229 %1,731 %2,029 %3,332 %5,438 %5– 0,242 %2,315 %1,866 %2,066 %3,525 %5,693 %6– 0,151 %2,397 %1,966 %2,093 %3,696 %5,901 %7– 0,056 %2,461 %2,055 %2,123 %3,855 %6,099 %80,029 %2,527 %2,142 %2,153 %4,001 %6,304 %90,109 %2,583 %2,219 %2,185 %4,129 %6,442 %100,184 %2,639 %2,281 %2,222 %4,234 %6,515 %110,239 %2,691 %2,324 %2,263 %4,314 %6,549 %120,293 %2,739 %2,356 %2,302 %4,375 %6,558 %130,349 %2,786 %2,384 %2,336 %4,421 %6,548 %140,409 %2,830 %2,412 %2,365 %4,456 %6,525 %150,435 %2,866 %2,444 %2,394 %4,482 %6,492 %160,461 %2,895 %2,480 %2,421 %4,502 %6,452 %170,492 %2,918 %2,519 %2,445 %4,516 %6,407 %180,523 %2,938 %2,560 %2,462 %4,527 %6,359 %190,549 %2,956 %2,602 %2,471 %4,534 %6,309 %200,568 %2,973 %2,644 %2,469 %4,538 %6,258 %210,578 %2,989 %2,686 %2,457 %4,540 %6,206 %220,585 %3,004 %2,727 %2,439 %4,541 %6,154 %230,592 %3,015 %2,768 %2,418 %4,540 %6,103 %240,605 %3,022 %2,807 %2,397 %4,538 %6,053 %250,625 %3,023 %2,845 %2,378 %4,535 %6,004 %

260,653 %3,017 %2,882 %2,362 %4,532 %5,956 %270,689 %3,009 %2,918 %2,351 %4,528 %5,909 %280,729 %3,001 %2,952 %2,346 %4,524 %5,864 %290,772 %2,994 %2,985 %2,346 %4,519 %5,820 %300,818 %2,991 %3,017 %2,352 %4,514 %5,778 %310,865 %2,994 %3,048 %2,364 %4,509 %5,737 %320,913 %3,000 %3,077 %2,382 %4,504 %5,698 %330,961 %3,009 %3,105 %2,403 %4,499 %5,660 %341,009 %3,021 %3,133 %2,427 %4,493 %5,623 %351,056 %3,035 %3,159 %2,453 %4,488 %5,588 %361,102 %3,050 %3,184 %2,480 %4,483 %5,555 %371,147 %3,067 %3,208 %2,509 %4,478 %5,522 %381,192 %3,084 %3,231 %2,537 %4,472 %5,491 %391,235 %3,101 %3,253 %2,567 %4,467 %5,461 %401,277 %3,119 %3,275 %2,596 %4,462 %5,432 %411,317 %3,137 %3,295 %2,625 %4,458 %5,404 %421,357 %3,156 %3,315 %2,654 %4,453 %5,378 %431,395 %3,174 %3,334 %2,683 %4,448 %5,352 %441,432 %3,192 %3,352 %2,711 %4,444 %5,327 %451,468 %3,209 %3,370 %2,739 %4,439 %5,304 %461,502 %3,227 %3,387 %2,765 %4,435 %5,281 %471,536 %3,244 %3,403 %2,792 %4,431 %5,259 %481,568 %3,261 %3,419 %2,818 %4,426 %5,238 %491,600 %3,277 %3,434 %2,843 %4,422 %5,217 %501,630 %3,293 %3,449 %2,867 %4,419 %5,197 %511,659 %3,309 %3,463 %2,891 %4,415 %5,178 %521,688 %3,324 %3,476 %2,914 %4,411 %5,160 %531,715 %3,339 %3,490 %2,936 %4,407 %5,142 %541,741 %3,354 %3,502 %2,958 %4,404 %5,125 %551,767 %3,368 %3,515 %2,979 %4,401 %5,109 %561,792 %3,382 %3,527 %3,000 %4,397 %5,093 %571,816 %3,395 %3,538 %3,020 %4,394 %5,077 %581,839 %3,408 %3,549 %3,039 %4,391 %5,062 %591,862 %3,421 %3,560 %3,058 %4,388 %5,048 %601,883 %3,433 %3,570 %3,076 %4,385 %5,034 %611,905 %3,445 %3,581 %3,094 %4,382 %5,020 %621,925 %3,457 %3,590 %3,111 %4,379 %5,007 %631,945 %3,468 %3,600 %3,128 %4,377 %4,994 %641,964 %3,479 %3,609 %3,145 %4,374 %4,982 %651,983 %3,490 %3,618 %3,160 %4,371 %4,970 %662,001 %3,501 %3,627 %3,176 %4,369 %4,958 %672,019 %3,511 %3,635 %3,191 %4,366 %4,947 % 682,036 %3,521 %3,643 %3,205 %4,364 %4,936 %692,053 %3,530 %3,651 %3,220 %4,362 %4,926 %702,069 %3,540 %3,659 %3,233 %4,359 %4,915 %712,085 %3,549 %3,667 %3,247 %4,357 %4,905 %722,100 %3,558 %3,674 %3,260 %4,355 %4,895 %732,115 %3,566 %3,681 %3,273 %4,353 %4,886 %742,129 %3,575 %3,688 %3,285 %4,351 %4,877 %752,144 %3,583 %3,695 %3,297 %4,349 %4,867 %762,157 %3,591 %3,702 %3,309 %4,347 %4,859 %772,171 %3,599 %3,708 %3,320 %4,345 %4,850 %782,184 %3,606 %3,714 %3,331 %4,343 %4,842 %792,197 %3,614 %3,720 %3,342 %4,342 %4,834 %802,209 %3,621 %3,726 %3,353 %4,340 %4,826 %812,221 %3,628 %3,732 %3,363 %4,338 %4,818 %822,233 %3,635 %3,738 %3,373 %4,336 %4,810 %832,245 %3,642 %3,743 %3,383 %4,335 %4,803 %842,256 %3,649 %3,749 %3,393 %4,333 %4,796 %852,267 %3,655 %3,754 %3,402 %4,332 %4,789 %862,278 %3,661 %3,759 %3,412 %4,330 %4,782 %872,288 %3,667 %3,764 %3,421 %4,329 %4,775 %882,299 %3,673 %3,769 %3,429 %4,327 %4,769 %892,309 %3,679 %3,774 %3,438 %4,326 %4,762 %902,319 %3,685 %3,779 %3,446 %4,324 %4,756 %912,328 %3,691 %3,783 %3,455 %4,323 %4,750 %922,338 %3,696 %3,788 %3,463 %4,322 %4,744 %932,347 %3,702 %3,792 %3,471 %4,320 %4,738 %942,356 %3,707 %3,797 %3,478 %4,319 %4,732 %952,365 %3,712 %3,801 %3,486 %4,318 %4,727 %962,374 %3,717 %3,805 %3,493 %4,317 %4,721 %972,382 %3,722 %3,809 %3,501 %4,315 %4,716 %982,390 %3,727 %3,813 %3,508 %4,314 %4,711 %992,399 %3,732 %3,817 %3,515 %4,313 %4,705 %1002,406 %3,736 %3,821 %3,522 %4,312 %4,700 %1012,414 %3,741 %3,825 %3,528 %4,311 %4,695 %1022,422 %3,746 %3,828 %3,535 %4,310 %4,691 %1032,430 %3,750 %3,832 %3,541 %4,309 %4,686 %1042,437 %3,754 %3,835 %3,548 %4,308 %4,681 %1052,444 %3,758 %3,839 %3,554 %4,307 %4,676 %1062,451 %3,763 %3,842 %3,560 %4,306 %4,672 %1072,458 %3,767 %3,846 %3,566 %4,305 %4,668 %1082,465 %3,771 %3,849 %3,572 %4,304 %4,663 %1092,472 %3,775 %3,852 %3,577 %4,303 %4,659 %

1102,478 %3,778 %3,855 %3,583 %4,302 %4,655 %1112,485 %3,782 %3,858 %3,589 %4,301 %4,651 %1122,491 %3,786 %3,861 %3,594 %4,300 %4,647 %1132,497 %3,790 %3,864 %3,599 %4,299 %4,643 %1142,504 %3,793 %3,867 %3,605 %4,298 %4,639 %1152,510 %3,797 %3,870 %3,610 %4,297 %4,635 %1162,516 %3,800 %3,873 %3,615 %4,297 %4,631 %1172,521 %3,804 %3,876 %3,620 %4,296 %4,628 %1182,527 %3,807 %3,879 %3,625 %4,295 %4,624 %1192,533 %3,810 %3,881 %3,630 %4,294 %4,620 %1202,538 %3,814 %3,884 %3,634 %4,293 %4,617 %1212,544 %3,817 %3,887 %3,639 %4,293 %4,613 %1222,549 %3,820 %3,889 %3,644 %4,292 %4,610 %1232,554 %3,823 %3,892 %3,648 %4,291 %4,607 %1242,560 %3,826 %3,894 %3,652 %4,290 %4,603 %1252,565 %3,829 %3,897 %3,657 %4,290 %4,600 %1262,570 %3,832 %3,899 %3,661 %4,289 %4,597 %1272,575 %3,835 %3,901 %3,665 %4,288 %4,594 %1282,580 %3,838 %3,904 %3,670 %4,288 %4,591 %1292,584 %3,840 %3,906 %3,674 %4,287 %4,588 %1302,589 %3,843 %3,908 %3,678 %4,286 %4,585 %1312,594 %3,846 %3,910 %3,682 %4,286 %4,582 %1322,598 %3,849 %3,913 %3,686 %4,285 %4,579 %1332,603 %3,851 %3,915 %3,689 %4,284 %4,576 %1342,607 %3,854 %3,917 %3,693 %4,284 %4,573 %1352,612 %3,856 %3,919 %3,697 %4,283 %4,570 %1362,616 %3,859 %3,921 %3,701 %4,282 %4,568 %1372,620 %3,861 %3,923 %3,704 %4,282 %4,565 %1382,624 %3,864 %3,925 %3,708 %4,281 %4,562 %1392,629 %3,866 %3,927 %3,711 %4,281 %4,560 %1402,633 %3,869 %3,929 %3,715 %4,280 %4,557 %1412,637 %3,871 %3,931 %3,718 %4,279 %4,555 %1422,641 %3,873 %3,933 %3,722 %4,279 %4,552 %1432,644 %3,876 %3,935 %3,725 %4,278 %4,550 %1442,648 %3,878 %3,937 %3,728 %4,278 %4,547 %1452,652 %3,880 %3,938 %3,732 %4,277 %4,545 %1462,656 %3,882 %3,940 %3,735 %4,277 %4,542 %1472,660 %3,884 %3,942 %3,738 %4,276 %4,540 %1482,663 %3,887 %3,944 %3,741 %4,276 %4,538 %1492,667 %3,889 %3,945 %3,744 %4,275 %4,536 %1502,670 %3,891 %3,947 %3,747 %4,275 %4,533 % Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,463 %6,473 %8,017 %0,306 %1,930 %6,771 %21,714 %6,646 %7,955 %0,396 %2,112 %6,789 %31,869 %6,811 %7,808 %0,471 %2,301 %6,923 %41,919 %6,969 %7,773 %0,539 %2,471 %7,090 %52,045 %7,105 %7,757 %0,607 %2,603 %7,250 %62,096 %7,228 %7,786 %0,685 %2,731 %7,417 %72,112 %7,316 %7,834 %0,741 %2,859 %7,584 %82,139 %7,403 %7,876 %0,807 %2,943 %7,744 %92,175 %7,475 %7,913 %0,871 %3,022 %7,894 %102,214 %7,531 %7,948 %0,935 %3,098 %8,026 %112,252 %7,559 %7,985 %1,013 %3,171 %8,136 %122,292 %7,563 %8,022 %1,101 %3,236 %8,222 %132,336 %7,549 %8,061 %1,195 %3,292 %8,288 %142,382 %7,522 %8,101 %1,291 %3,340 %8,333 %152,431 %7,487 %8,143 %1,386 %3,382 %8,354 %162,480 %7,445 %8,187 %1,480 %3,418 %8,353 %172,529 %7,399 %8,227 %1,571 %3,449 %8,333 %182,578 %7,350 %8,260 %1,659 %3,477 %8,299 %192,626 %7,299 %8,281 %1,743 %3,502 %8,254 %202,673 %7,247 %8,288 %1,825 %3,525 %8,202 %212,718 %7,195 %8,277 %1,902 %3,547 %8,144 %222,762 %7,144 %8,253 %1,976 %3,568 %8,082 %232,804 %7,092 %8,217 %2,047 %3,587 %8,018 %242,845 %7,042 %8,173 %2,114 %3,606 %7,952 %252,884 %6,993 %8,123 %2,178 %3,623 %7,886 %262,921 %6,945 %8,068 %2,240 %3,640 %7,819 %272,957 %6,899 %8,011 %2,298 %3,655 %7,754 %282,991 %6,853 %7,951 %2,353 %3,670 %7,689 %293,024 %6,810 %7,890 %2,406 %3,684 %7,626 %303,056 %6,768 %7,829 %2,456 %3,698 %7,564 %313,086 %6,727 %7,769 %2,505 %3,711 %7,504 %323,115 %6,688 %7,709 %2,550 %3,723 %7,446 %333,143 %6,650 %7,649 %2,594 %3,735 %7,389 %343,169 %6,614 %7,592 %2,636 %3,747 %7,335 %353,195 %6,579 %7,535 %2,676 %3,757 %7,282 %363,219 %6,546 %7,480 %2,714 %3,768 %7,232 %373,242 %6,514 %7,427 %2,750 %3,778 %7,183 %383,265 %6,483 %7,375 %2,785 %3,787 %7,136 %393,286 %6,453 %7,325 %2,819 %3,797 %7,090 %403,307 %6,424 %7,277 %2,851 %3,805 %7,047 %413,327 %6,397 %7,230 %2,881 %3,814 %7,005 %423,346 %6,370 %7,185 %2,911 %3,822 %6,964 %

433,365 %6,345 %7,142 %2,939 %3,830 %6,926 %443,382 %6,320 %7,100 %2,966 %3,837 %6,888 %453,399 %6,296 %7,060 %2,992 %3,845 %6,852 %463,416 %6,274 %7,021 %3,017 %3,852 %6,818 %473,431 %6,252 %6,984 %3,041 %3,859 %6,784 %483,447 %6,231 %6,948 %3,065 %3,865 %6,752 %493,461 %6,210 %6,913 %3,087 %3,871 %6,721 %503,475 %6,191 %6,879 %3,109 %3,878 %6,692 %513,489 %6,172 %6,847 %3,129 %3,883 %6,663 %523,502 %6,154 %6,816 %3,149 %3,889 %6,635 %533,515 %6,136 %6,786 %3,169 %3,895 %6,609 %543,527 %6,119 %6,756 %3,187 %3,900 %6,583 %553,539 %6,103 %6,728 %3,205 %3,905 %6,558 %563,551 %6,087 %6,701 %3,223 %3,910 %6,534 %573,562 %6,072 %6,675 %3,239 %3,915 %6,511 %583,572 %6,057 %6,650 %3,256 %3,920 %6,488 %593,583 %6,042 %6,625 %3,271 %3,924 %6,466 %603,593 %6,028 %6,602 %3,287 %3,929 %6,445 %613,603 %6,015 %6,579 %3,301 %3,933 %6,425 %623,612 %6,002 %6,556 %3,316 %3,937 %6,405 %633,621 %5,989 %6,535 %3,329 %3,941 %6,386 %643,630 %5,977 %6,514 %3,343 %3,945 %6,368 %653,639 %5,965 %6,494 %3,356 %3,949 %6,350 %663,647 %5,954 %6,474 %3,369 %3,953 %6,332 %673,655 %5,942 %6,455 %3,381 %3,956 %6,315 %683,663 %5,931 %6,436 %3,393 %3,960 %6,299 %693,671 %5,921 %6,418 %3,404 %3,963 %6,283 %703,678 %5,911 %6,401 %3,416 %3,966 %6,267 %713,686 %5,901 %6,384 %3,427 %3,970 %6,252 %723,693 %5,891 %6,367 %3,437 %3,973 %6,238 %733,700 %5,881 %6,351 %3,448 %3,976 %6,223 %743,706 %5,872 %6,336 %3,458 %3,979 %6,209 %753,713 %5,863 %6,321 %3,468 %3,982 %6,196 %763,719 %5,855 %6,306 %3,477 %3,984 %6,183 %773,725 %5,846 %6,291 %3,486 %3,987 %6,170 %783,732 %5,838 %6,277 %3,496 %3,990 %6,158 %793,737 %5,830 %6,264 %3,504 %3,993 %6,145 %803,743 %5,822 %6,250 %3,513 %3,995 %6,134 %813,749 %5,814 %6,237 %3,522 %3,998 %6,122 %823,754 %5,807 %6,225 %3,530 %4,000 %6,111 %833,760 %5,799 %6,212 %3,538 %4,002 %6,100 %843,765 %5,792 %6,200 %3,546 %4,005 %6,089 % 853,770 %5,785 %6,188 %3,553 %4,007 %6,078 %863,775 %5,778 %6,177 %3,561 %4,009 %6,068 %873,780 %5,772 %6,165 %3,568 %4,011 %6,058 %883,785 %5,765 %6,154 %3,575 %4,014 %6,048 %893,789 %5,759 %6,144 %3,582 %4,016 %6,039 %903,794 %5,753 %6,133 %3,589 %4,018 %6,029 %913,798 %5,746 %6,123 %3,596 %4,020 %6,020 %923,803 %5,741 %6,113 %3,602 %4,022 %6,011 %933,807 %5,735 %6,103 %3,609 %4,023 %6,003 %943,811 %5,729 %6,093 %3,615 %4,025 %5,994 %953,815 %5,723 %6,084 %3,621 %4,027 %5,986 %963,819 %5,718 %6,075 %3,627 %4,029 %5,977 %973,823 %5,713 %6,065 %3,633 %4,031 %5,969 %983,827 %5,707 %6,057 %3,639 %4,032 %5,961 %993,831 %5,702 %6,048 %3,644 %4,034 %5,954 %1003,834 %5,697 %6,039 %3,650 %4,036 %5,946 %1013,838 %5,692 %6,031 %3,655 %4,037 %5,939 %1023,841 %5,687 %6,023 %3,661 %4,039 %5,932 %1033,845 %5,683 %6,015 %3,666 %4,041 %5,924 %1043,848 %5,678 %6,007 %3,671 %4,042 %5,917 %1053,852 %5,673 %5,999 %3,676 %4,044 %5,911 %1063,855 %5,669 %5,992 %3,681 %4,045 %5,904 %1073,858 %5,665 %5,984 %3,686 %4,046 %5,897 %1083,861 %5,660 %5,977 %3,691 %4,048 %5,891 %1093,864 %5,656 %5,970 %3,695 %4,049 %5,884 %1103,867 %5,652 %5,963 %3,700 %4,051 %5,878 %1113,870 %5,648 %5,956 %3,704 %4,052 %5,872 %1123,873 %5,644 %5,949 %3,709 %4,053 %5,866 %1133,876 %5,640 %5,942 %3,713 %4,055 %5,860 %1143,879 %5,636 %5,936 %3,717 %4,056 %5,854 %1153,882 %5,632 %5,930 %3,722 %4,057 %5,849 %1163,885 %5,628 %5,923 %3,726 %4,058 %5,843 %1173,887 %5,625 %5,917 %3,730 %4,060 %5,837 %1183,890 %5,621 %5,911 %3,734 %4,061 %5,832 %1193,893 %5,618 %5,905 %3,738 %4,062 %5,827 %1203,895 %5,614 %5,899 %3,741 %4,063 %5,821 %1213,898 %5,611 %5,893 %3,745 %4,064 %5,816 %1223,900 %5,607 %5,888 %3,749 %4,065 %5,811 %1233,903 %5,604 %5,882 %3,753 %4,066 %5,806 %1243,905 %5,601 %5,876 %3,756 %4,068 %5,801 %1253,907 %5,598 %5,871 %3,760 %4,069 %5,797 %1263,910 %5,594 %5,866 %3,763 %4,070 %5,792 %

1273,912 %5,591 %5,860 %3,767 %4,071 %5,787 %1283,914 %5,588 %5,855 %3,770 %4,072 %5,783 %1293,916 %5,585 %5,850 %3,773 %4,073 %5,778 %1303,919 %5,582 %5,845 %3,777 %4,074 %5,774 %1313,921 %5,579 %5,840 %3,780 %4,075 %5,769 %1323,923 %5,576 %5,835 %3,783 %4,076 %5,765 %1333,925 %5,574 %5,831 %3,786 %4,076 %5,761 %1343,927 %5,571 %5,826 %3,789 %4,077 %5,756 %1353,929 %5,568 %5,821 %3,792 %4,078 %5,752 %1363,931 %5,565 %5,817 %3,795 %4,079 %5,748 %1373,933 %5,563 %5,812 %3,798 %4,080 %5,744 %1383,935 %5,560 %5,808 %3,801 %4,081 %5,740 %1393,937 %5,557 %5,803 %3,804 %4,082 %5,736 %1403,939 %5,555 %5,799 %3,807 %4,083 %5,732 %1413,940 %5,552 %5,795 %3,810 %4,083 %5,729 %1423,942 %5,550 %5,790 %3,812 %4,084 %5,725 %1433,944 %5,547 %5,786 %3,815 %4,085 %5,721 %1443,946 %5,545 %5,782 %3,818 %4,086 %5,718 %1453,948 %5,543 %5,778 %3,820 %4,087 %5,714 %1463,949 %5,540 %5,774 %3,823 %4,087 %5,711 %1473,951 %5,538 %5,770 %3,826 %4,088 %5,707 %1483,953 %5,536 %5,766 %3,828 %4,089 %5,704 %1493,954 %5,533 %5,763 %3,831 %4,090 %5,700 %1503,956 %5,531 %5,759 %3,833 %4,090 %5,697 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,754 %3,628 %3,449 %7,470 %1,254 %1,739 %27,718 %3,670 %3,501 %7,315 %1,439 %1,911 %38,626 %3,759 %3,554 %7,252 %1,562 %1,980 %49,164 %3,857 %3,589 %7,232 %1,666 %2,016 %59,491 %3,935 %3,640 %7,210 %1,750 %2,047 %69,752 %3,974 %3,697 %7,188 %1,838 %2,064 %79,941 %3,993 %3,752 %7,190 %1,918 %2,075 %810,051 %4,007 %3,802 %7,200 %1,982 %2,088 %910,136 %4,018 %3,852 %7,203 %2,040 %2,104 %1010,204 %4,028 %3,902 %7,192 %2,099 %2,124 %1110,227 %4,036 %3,955 %7,161 %2,160 %2,145 %1210,209 %4,043 %4,005 %7,115 %2,216 %2,162 %1310,160 %4,049 %4,052 %7,060 %2,259 %2,173 %1410,089 %4,054 %4,098 %6,998 %2,291 %2,177 % 1510,002 %4,060 %4,144 %6,931 %2,315 %2,174 %169,904 %4,064 %4,193 %6,862 %2,333 %2,167 %179,797 %4,069 %4,241 %6,792 %2,348 %2,160 %189,686 %4,073 %4,287 %6,721 %2,363 %2,157 %199,571 %4,076 %4,328 %6,651 %2,381 %2,161 %209,455 %4,080 %4,363 %6,582 %2,404 %2,173 %219,340 %4,083 %4,392 %6,514 %2,432 %2,194 %229,225 %4,086 %4,414 %6,447 %2,464 %2,223 %239,112 %4,089 %4,432 %6,383 %2,499 %2,257 %249,001 %4,092 %4,445 %6,321 %2,536 %2,294 %258,894 %4,095 %4,455 %6,260 %2,573 %2,333 %268,789 %4,097 %4,463 %6,202 %2,611 %2,374 %278,688 %4,100 %4,468 %6,146 %2,648 %2,415 %288,590 %4,102 %4,471 %6,092 %2,686 %2,457 %298,496 %4,104 %4,473 %6,040 %2,722 %2,498 %308,405 %4,106 %4,474 %5,990 %2,758 %2,538 %318,317 %4,108 %4,474 %5,942 %2,794 %2,578 %328,234 %4,110 %4,472 %5,896 %2,828 %2,617 %338,153 %4,112 %4,471 %5,852 %2,861 %2,655 %348,076 %4,114 %4,468 %5,810 %2,893 %2,692 %358,002 %4,116 %4,465 %5,770 %2,924 %2,728 %367,931 %4,117 %4,462 %5,731 %2,954 %2,762 %377,863 %4,119 %4,459 %5,693 %2,983 %2,795 %387,798 %4,120 %4,455 %5,658 %3,011 %2,828 %397,735 %4,122 %4,452 %5,623 %3,038 %2,859 %407,675 %4,123 %4,448 %5,590 %3,064 %2,889 %417,618 %4,125 %4,444 %5,559 %3,089 %2,918 %427,563 %4,126 %4,440 %5,528 %3,113 %2,946 %437,510 %4,128 %4,436 %5,499 %3,136 %2,972 %447,459 %4,129 %4,432 %5,471 %3,159 %2,998 %457,410 %4,130 %4,428 %5,444 %3,180 %3,023 %467,363 %4,131 %4,424 %5,418 %3,201 %3,047 %477,318 %4,132 %4,421 %5,393 %3,221 %3,071 %487,275 %4,134 %4,417 %5,369 %3,240 %3,093 %497,233 %4,135 %4,413 %5,346 %3,259 %3,115 %507,193 %4,136 %4,410 %5,324 %3,277 %3,135 %517,154 %4,137 %4,406 %5,302 %3,294 %3,155 %527,117 %4,138 %4,403 %5,281 %3,311 %3,175 %537,081 %4,139 %4,399 %5,261 %3,328 %3,194 %547,046 %4,140 %4,396 %5,242 %3,343 %3,212 %557,013 %4,141 %4,393 %5,223 %3,358 %3,229 %566,980 %4,142 %4,390 %5,205 %3,373 %3,246 %

576,949 %4,142 %4,387 %5,188 %3,387 %3,263 %586,919 %4,143 %4,384 %5,171 %3,401 %3,278 %596,890 %4,144 %4,381 %5,155 %3,414 %3,294 %606,862 %4,145 %4,378 %5,139 %3,427 %3,309 %616,835 %4,146 %4,375 %5,123 %3,440 %3,323 %626,808 %4,147 %4,372 %5,109 %3,452 %3,337 %636,783 %4,147 %4,370 %5,094 %3,463 %3,351 %646,758 %4,148 %4,367 %5,080 %3,475 %3,364 %656,734 %4,149 %4,365 %5,067 %3,486 %3,376 %666,710 %4,149 %4,362 %5,054 %3,496 %3,389 %676,688 %4,150 %4,360 %5,041 %3,507 %3,401 %686,666 %4,151 %4,358 %5,029 %3,517 %3,412 %696,644 %4,151 %4,355 %5,017 %3,527 %3,424 %706,624 %4,152 %4,353 %5,005 %3,536 %3,435 %716,603 %4,153 %4,351 %4,994 %3,546 %3,445 %726,584 %4,153 %4,349 %4,983 %3,555 %3,456 %736,565 %4,154 %4,347 %4,972 %3,563 %3,466 %746,546 %4,154 %4,345 %4,961 %3,572 %3,476 %756,528 %4,155 %4,343 %4,951 %3,580 %3,485 %766,511 %4,156 %4,341 %4,941 %3,588 %3,495 %776,494 %4,156 %4,340 %4,932 %3,596 %3,504 %786,477 %4,157 %4,338 %4,922 %3,604 %3,513 %796,461 %4,157 %4,336 %4,913 %3,611 %3,521 %806,445 %4,158 %4,334 %4,904 %3,619 %3,530 %816,429 %4,158 %4,333 %4,896 %3,626 %3,538 %826,414 %4,159 %4,331 %4,887 %3,633 %3,546 %836,400 %4,159 %4,330 %4,879 %3,640 %3,554 %846,385 %4,160 %4,328 %4,871 %3,646 %3,562 %856,371 %4,160 %4,327 %4,863 %3,653 %3,569 %866,358 %4,160 %4,325 %4,855 %3,659 %3,576 %876,344 %4,161 %4,324 %4,848 %3,665 %3,584 %886,331 %4,161 %4,322 %4,840 %3,671 %3,591 %896,318 %4,162 %4,321 %4,833 %3,677 %3,597 %906,306 %4,162 %4,320 %4,826 %3,683 %3,604 %916,294 %4,162 %4,318 %4,819 %3,689 %3,611 %926,282 %4,163 %4,317 %4,812 %3,694 %3,617 %936,270 %4,163 %4,316 %4,806 %3,700 %3,623 %946,259 %4,164 %4,314 %4,799 %3,705 %3,629 %956,247 %4,164 %4,313 %4,793 %3,710 %3,635 %966,236 %4,164 %4,312 %4,787 %3,715 %3,641 %976,226 %4,165 %4,311 %4,781 %3,720 %3,647 %986,215 %4,165 %4,310 %4,775 %3,725 %3,653 % 996,205 %4,165 %4,309 %4,769 %3,730 %3,658 %1006,195 %4,166 %4,308 %4,763 %3,735 %3,663 %1016,185 %4,166 %4,307 %4,758 %3,739 %3,669 %1026,175 %4,166 %4,305 %4,752 %3,744 %3,674 %1036,166 %4,167 %4,304 %4,747 %3,748 %3,679 %1046,156 %4,167 %4,303 %4,741 %3,753 %3,684 %1056,147 %4,167 %4,302 %4,736 %3,757 %3,689 %1066,138 %4,168 %4,301 %4,731 %3,761 %3,694 %1076,129 %4,168 %4,301 %4,726 %3,765 %3,698 %1086,121 %4,168 %4,300 %4,721 %3,769 %3,703 %1096,112 %4,169 %4,299 %4,717 %3,773 %3,708 %1106,104 %4,169 %4,298 %4,712 %3,777 %3,712 %1116,096 %4,169 %4,297 %4,707 %3,781 %3,716 %1126,088 %4,169 %4,296 %4,703 %3,784 %3,721 %1136,080 %4,170 %4,295 %4,698 %3,788 %3,725 %1146,072 %4,170 %4,294 %4,694 %3,792 %3,729 %1156,064 %4,170 %4,294 %4,690 %3,795 %3,733 %1166,057 %4,170 %4,293 %4,685 %3,799 %3,737 %1176,050 %4,171 %4,292 %4,681 %3,802 %3,741 %1186,042 %4,171 %4,291 %4,677 %3,806 %3,745 %1196,035 %4,171 %4,290 %4,673 %3,809 %3,749 %1206,028 %4,171 %4,290 %4,669 %3,812 %3,753 %1216,021 %4,172 %4,289 %4,665 %3,815 %3,756 %1226,015 %4,172 %4,288 %4,661 %3,818 %3,760 %1236,008 %4,172 %4,287 %4,658 %3,822 %3,764 %1246,001 %4,172 %4,287 %4,654 %3,825 %3,767 %1255,995 %4,172 %4,286 %4,650 %3,828 %3,771 %1265,989 %4,173 %4,285 %4,647 %3,831 %3,774 %1275,982 %4,173 %4,285 %4,643 %3,833 %3,777 %1285,976 %4,173 %4,284 %4,640 %3,836 %3,781 %1295,970 %4,173 %4,283 %4,636 %3,839 %3,784 %1305,964 %4,174 %4,283 %4,633 %3,842 %3,787 %1315,959 %4,174 %4,282 %4,630 %3,845 %3,790 %1325,953 %4,174 %4,281 %4,626 %3,847 %3,793 %1335,947 %4,174 %4,281 %4,623 %3,850 %3,796 %1345,941 %4,174 %4,280 %4,620 %3,853 %3,799 %1355,936 %4,175 %4,280 %4,617 %3,855 %3,802 %1365,931 %4,175 %4,279 %4,614 %3,858 %3,805 %1375,925 %4,175 %4,279 %4,611 %3,860 %3,808 %1385,920 %4,175 %4,278 %4,608 %3,863 %3,811 %1395,915 %4,175 %4,277 %4,605 %3,865 %3,814 %1405,910 %4,175 %4,277 %4,602 %3,867 %3,816 %

1415,905 %4,176 %4,276 %4,599 %3,870 %3,819 %1425,900 %4,176 %4,276 %4,596 %3,872 %3,822 %1435,895 %4,176 %4,275 %4,593 %3,874 %3,824 %1445,890 %4,176 %4,275 %4,591 %3,877 %3,827 %1455,885 %4,176 %4,274 %4,588 %3,879 %3,830 %1465,880 %4,176 %4,274 %4,585 %3,881 %3,832 %1475,876 %4,177 %4,273 %4,583 %3,883 %3,835 %1485,871 %4,177 %4,273 %4,580 %3,885 %3,837 %1495,867 %4,177 %4,272 %4,578 %3,887 %3,840 %1505,862 %4,177 %4,272 %4,575 %3,890 %3,842 %Term to maturity (in years)Turkish liraUS dollarYen114,200 %1,808 %– 0,072 %213,581 %1,990 %– 0,056 %313,191 %2,083 %– 0,041 %412,669 %2,126 %– 0,024 %512,184 %2,160 %– 0,001 %611,841 %2,194 %0,026 %711,574 %2,230 %0,056 %811,329 %2,263 %0,089 %911,096 %2,294 %0,123 %1010,874 %2,325 %0,160 %1110,663 %2,353 %0,201 %1210,462 %2,376 %0,245 %1310,270 %2,395 %0,289 %1410,087 %2,411 %0,334 %159,912 %2,426 %0,377 %169,745 %2,439 %0,419 %179,585 %2,451 %0,459 %189,432 %2,461 %0,497 %199,287 %2,469 %0,534 %209,148 %2,475 %0,568 %219,016 %2,479 %0,600 %228,890 %2,482 %0,629 %238,770 %2,483 %0,655 %248,655 %2,483 %0,677 %258,546 %2,482 %0,695 %268,442 %2,481 %0,710 %278,344 %2,480 %0,723 %288,250 %2,479 %0,737 %298,160 %2,477 %0,755 % 308,074 %2,476 %0,777 %317,993 %2,475 %0,805 %327,915 %2,475 %0,837 %337,841 %2,473 %0,873 %347,771 %2,472 %0,911 %357,703 %2,470 %0,950 %367,639 %2,466 %0,990 %377,577 %2,462 %1,031 %387,518 %2,457 %1,071 %397,462 %2,449 %1,112 %407,408 %2,440 %1,152 %417,356 %2,429 %1,191 %427,307 %2,418 %1,230 %437,260 %2,407 %1,268 %447,214 %2,397 %1,305 %457,171 %2,388 %1,342 %467,129 %2,382 %1,377 %477,089 %2,379 %1,411 %487,050 %2,378 %1,445 %497,013 %2,380 %1,477 %506,977 %2,386 %1,509 %516,942 %2,395 %1,539 %526,909 %2,407 %1,569 %536,877 %2,422 %1,598 %546,846 %2,438 %1,626 %556,817 %2,455 %1,653 %566,788 %2,473 %1,679 %576,760 %2,493 %1,705 %586,733 %2,513 %1,730 %596,707 %2,533 %1,754 %606,682 %2,554 %1,777 %616,658 %2,574 %1,800 %626,634 %2,595 %1,822 %636,612 %2,616 %1,843 %646,589 %2,636 %1,864 %656,568 %2,657 %1,884 %666,547 %2,677 %1,903 %676,527 %2,697 %1,922 %686,508 %2,716 %1,941 %696,489 %2,736 %1,959 %706,470 %2,755 %1,976 %716,452 %2,773 %1,993 % 726,435 %2,792 %2,010 %736,418 %2,810 %2,026 %746,401 %2,827 %2,042 %756,385 %2,845 %2,057 %766,369 %2,862 %2,072 %776,354 %2,878 %2,086 %786,339 %2,894 %2,100 %796,325 %2,910 %2,114 %806,311 %2,926 %2,128 %816,297 %2,941 %2,141 %826,283 %2,956 %2,154 %836,270 %2,971 %2,166 %846,258 %2,985 %2,178 %856,245 %2,999 %2,190 %866,233 %3,013 %2,202 %876,221 %3,026 %2,213 %886,209 %3,039 %2,224 %896,198 %3,052 %2,235 %906,187 %3,064 %2,246 %916,176 %3,077 %2,256 %926,165 %3,089 %2,267 %936,155 %3,101 %2,277 %946,145 %3,112 %2,286 %956,135 %3,123 %2,296 %966,125 %3,135 %2,305 %976,115 %3,145 %2,315 %986,106 %3,156 %2,324 %996,097 %3,167 %2,332 %1006,088 %3,177 %2,341 %1016,079 %3,187 %2,349 %1026,070 %3,197 %2,358 %1036,062 %3,206 %2,366 %1046,053 %3,216 %2,374 %1056,045 %3,225 %2,382 %1066,037 %3,234 %2,389 %1076,029 %3,243 %2,397 %1086,022 %3,252 %2,404 %1096,014 %3,261 %2,412 %1106,007 %3,269 %2,419 %1115,999 %3,278 %2,426 %1125,992 %3,286 %2,433 %1135,985 %3,294 %2,439 %

1145,978 %3,302 %2,446 %1155,971 %3,310 %2,453 %1165,965 %3,317 %2,459 %1175,958 %3,325 %2,465 %1185,952 %3,332 %2,472 %1195,945 %3,339 %2,478 %1205,939 %3,346 %2,484 %1215,933 %3,353 %2,490 %1225,927 %3,360 %2,495 %1235,921 %3,367 %2,501 %1245,915 %3,374 %2,507 %1255,910 %3,380 %2,512 %1265,904 %3,387 %2,518 %1275,898 %3,393 %2,523 %1285,893 %3,400 %2,528 %1295,887 %3,406 %2,533 %1305,882 %3,412 %2,539 %1315,877 %3,418 %2,544 %1325,872 %3,424 %2,549 %1335,867 %3,430 %2,553 %1345,862 %3,435 %2,558 %1355,857 %3,441 %2,563 %1365,852 %3,447 %2,568 %1375,847 %3,452 %2,572 %1385,843 %3,457 %2,577 %1395,838 %3,463 %2,581 %1405,833 %3,468 %2,586 %1415,829 %3,473 %2,590 %1425,824 %3,478 %2,594 %1435,820 %3,483 %2,599 %1445,816 %3,488 %2,603 %1455,811 %3,493 %2,607 %1465,807 %3,498 %2,611 %1475,803 %3,503 %2,615 %1485,799 %3,507 %2,619 %1495,795 %3,512 %2,623 %1505,791 %3,517 %2,627 %

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 RepublicCyprusDenmark100335027120041514413014753500403505451051454565406155758560726605105708376251256094864513530104966514520Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004214182000025742531000227427430001974285400017942965000176431760001734318702017723298130179133109130181433Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165601804214121202504318161602704420171802804522192002904623212103104 7252223031048262424132049282425333041029252633314Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1271013206002441817231200350212028160045122213318005542322362000656252440210075726254123008562827422400953302743250010522727432600Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico101109009201909009313009001042380900105240090010634409001073460900108744090010954109101010543091010 Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000410042000712043000712044000614045020515046060515047080716048013081604901908160410019091604Duration (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 6162147126240578121026214712624057899237234811823657582148265112023557368751028561232355735826113159127235573573712336113023557357381234611282355735739123560127235573573101336611272355735731113376112723557357312143861127235573573131438611272355735731414396112723557357315143961127235573573

161439611272355735731714396112723557357318143961127235573573191439611272355735732014396112723557357321153961127235573573221539611272355735732316396112723557357324173961127235573573251739611272355735732618396112723557357327193961127235573573282039611272355735732920396112723557357330203961127235573573 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 6110255113024458312362132854132246585101531430551252435828404153358127242581703516356312924158059561737651332415805807183967135240579579817396613324057957991739651322395785781017406513123957857811174165130238577577121741641302385775771317416312923757657614174163129237576576151640631282365755751615406212823657557517154062128236574574181539621272355745741915396212723557457420164062128236575575211640621282365755752216406312823657557523174163129237575575 24174163129237575575251741631292375755752618416312923757657627194163129237576576282041631292375765762920416312923757557530214163129237575575 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 6162147125239578121026214712523957899237234811823657482148265012023557368751028561222345735826113159127234573573712336112923457357381234601282345735739123560127234573573101336601262345735731113376112623457357312143861126234573573131438611262345735731414396112623457357315143961126234573573161439611262345735731714396112623457357318143961126234573573191439611262345735732014396112623457357321153961126234573573221539611262345735732316396112623457357324173961126234573573251739611262355735732618396112623557357327193961126235573573282039611262355735732920396112623557357330203961126235573573 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 6185100126205319658121728095121200314653100038410012519531365282948310012519430964869558110012819430664564568010012919730464364377910012819730264164187810012619430063963997799125191299638638107396121187295634634117195118184292631631127094117183291629629136994116182290629629146993115181289628628156993115181289628628166892114180288627627176792114180288626626186791113179287626626196690112178286625625206589112177285624624216489111177285623623226488110176284623623236387109175283622622246286108174282621621256185107173281620620265984106172280618618275883105171279617617285782104170278616616295681103168276615615305580102167275614614 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 61925511292435821208211265213124558499231430541252435818224153358127242581688517366313024258158361838671342425815817194068137242580580 81940671342415805809184166133241579579101841661322405795791118426613224057857812194365131239578578131943651312395785781418436513123957757715184264130238577577161842641302385775771717426413023857657618174264130238576576191742641302385765762018426413023857757721184265130238577577221843651312395775772318436513123957857824194365131239578578251943651312395785782619436513123957857827194365131239578578282043651312395785782920436513123957857830214365131239577577

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 6152679317228662512212567197176290628100336178102172290629831465821071762916306975678611318029263163166888116184292631631769901171862916306308678911618329062962996688114181288627627106588113179287626626116488111177285624624126387110176284622622136286108174282621621146085107173281619619155983105171279618618 1658821041702786176171757811031692776166161856801031682766156151955801021682766156152055791011672756146142154781011662746136132253781001662746126122353779916527361261224527698164272611611255175971632716106102650749616227060960927497395161269608608284873951602686076072947729416026860660630477193159267606606 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 6152046125239578120925204612523957899136224711723557482147255011923457368759285512223457358261030581262345735737113260129234573573811336012723457357391134601262345735731012356012623457357311133660126234573573121337601262345735731313386012623457357314143860126234573573151438601262345735731613386012623457357317133860126234573573181338601262345735731914386012623457357320143860126234573573211538601262345735732215386012623457357323163860126234573573 24173860126234573573251738601262345735732618386012623457357327193860126234573573282038601262345735732920386012623457357330203860126234573573 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 6172557158258596122827255715825859610073827571422545928334102958130252591697511315911825158958961435621092505885887153763101248587587816386194247586586919456588246585585101845628424558458411174460832455835831217436184244583583131744618424358258214174461842425815811517446184241580580161744618424057957917174461842395785781817446184238577577191744618423857757720174461842395785782117446184239578578221744618423957857823174461842395775772417446184238577577251744618423857657626184461842375765762719446184237575575282044618423657557529204461842365755753020446184236574574 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 618710212820732166012642851001262053196571042384100124195313651865482100125194309648725581100127194306645645680100128196304642642778991271963016396398769712419129863763797396121188296634634107295120186294633633117195118184292631631127094117182290629629136893115181289628628146791113179287626626156690112178286625625166489111177285623623176388110175283622622186287109174282621621196186108174282620620206085107173281620620216084106172280619619225983105171279618618235882104170278617617245781103169277616616255680102168276615615265579101167275614614275478100166274613613285377991652736126122952769816427261161130517597163271610610

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 61607510118029463312442597410017929363210223597510017028862684745976101170285624710558771041712836226226577710617428162062075778106174279618618 855771041712786166169547610216827661561510537610116727561361311527610016627461261212527699165273612612135276981642726116111451759716327161061015507597163271609609164974961622706086081749739516126960860818487294160268607607194772941602686066062047729415926860660621477193159267606606224771931592676066062346709215826660560524457092158266604604254569911572656046042644689015626460360327436890156264602602284367891552636026022942668815426260160130416688154262600600 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 613146721502646031232231467215126560410123314872142260599838432497414325859770153251781452575965966335381149256595595733548215025559459483254811482555935939325480146254593593103154791452535925921131557914425259159112315578144252590590133055771432515905901430547614225058958915295375141249588588 162852751402485875871728527414024858758718275174139247586586192751731392475865862027517313924758658621275173139247586586222751731392475865862327517313924758658624275173139247586586252651731392475855852626517313824658558527265072138246585585282650721382465855852925507213824658458430255072137245584584 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 610326105219558120321527106220559987325299921755581642631100216554683539371032155545786412401082155545547514421102155545548515411092155545549715411082155545541071741107215554554118194310821655555512818411072155545541310204210821655555514102042108216555555151119411072155535531611184010621455255217121840105213552552181318401062145525521914194010621455355320141941107215553553211520411072155545542215214110721555455423162241107215554554 24172242107215554554251723431072155545542618244510721555455427182546107215554554281925471072155545542920264810721555455430202849107215554554 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 614762881672816201252247628816728162010273486489159277615850448669116027561471154967951612746126126496997165272611611749709816627161061084869961632706096099476995161269608608104670941602686076071146709315926760660612467093159267605605134570921582666056051445699115726560460415446991156264603603164368901552646026021743678915526360260218426688154262601601194266881542626016012041668815426260160121416688154262600600224165871532616006002340658715326160060024406486152260599599253964861522605985982639638515125959859827386385150258597597283862841502585975972937618314925759659630366183149257595595

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 611530561352495881239219346013925359210173234064134252591842427457013925459270553049761432555945976294977145253592592734558315225759659683355811492555945949345682148256595595103659841502585965961138618515125959859812396386152260598598134064861522605995991440658715226059959915406587153261599599164064861522605995991740648615226059959918396385151259598598193863851512595985982038638515125959859821386385151259597597223863851502585975972338628415025859759724376284150258597597253761831492575965962637618314925759659627366082148256595595283660821482565955952935598114725559459430355981147255594594 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 6114295513324758612482153056135249587102531733581282465858484193661130245584709520396613324558460062242701382455845847234472140245584584 82345711392455845849234671138246584584102447721382465855851125487213824658558512254972138246585585132650721382465855851426517313824658558515265173139247585585162650721382465855851726507213824658558518265072138246585585192650721382465855852026507313824658558521265173138246585585222650721382465855852326507213824658558524255072138246584584252549711372455845842625497113724558458427244971137245583583282448701362445835832924487013624458358330234870136244582582 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 615065911702846221263253689417228662510383577397168286624862459761011702866247225618010717428662562566282111179286625625763841121812866256258638511117928562462496385111177285624624106386111177285624624116387111177285623623126387110176284623623136387109175283622622146286108174282621621156185107173281620620 166084106172280619619175984106172280618618185983105171279618618195882104170278617617205781104169277616616215681103169277615615225680102168276615615235579101167275614614245478100166274613613255377991652736126122652769816427261161127517597163271610610285075971622706096092949749616127060860830487395161269607607 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 6181961222013156541301285100126205319658107138610312719731565488948710412919831365274659010913620331565465469211214020831665465479311414221131665465489411614321031765565599511714321031765665610951191432093176566561195119143209317655655129511914220831665465413941181412063146536531493117139205313652652159111613820331165065016901141362023106496491788113135201309647647188711113319930764664619861101321983066456452084109131197305643643218310712919530364264222811061281943026406402380104126192300639639

24781031251912996376372577101123189297636636267599122187295634634277498120186294633633287296118184292631631297195117183291630630306994116181289628628 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 61722481262405791245210255113024458310233143055125243581847417345912824358270852038661322455835996214170138245584584723447214124658458482345721392465845849234672138246585585102447721382465855851125487213824658558512254972137246584584132549711372455845841424487013624458358315234870136244582582162247691352435815811722466813424258158118214668134242581581192146681342425805802021466813424258158121224668134242581581222246681342425815812322466813424258158124224668134242581581252146681342425805802621466813424258058027214567133241580580282145671332415805802921456713324158058030214567133241580580 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 61921071332123266651342293108134213327665110239411013420532366191349511213720632166076459611414220832065965969611614421232065865879711814621431965865889611814521231965865899611814421031865765710951181422083166556551193117141207315653653129211613920531365165113901151372033116496491489113135201309648648158711113319930764664616851091311973056446441783107129195303642642188110612819430264064019801041261923006396392079103125191299638638217810212419029863763722771011231892976366362376100122188296635635247599121187295634634257398120186294633633267297119185293631631277196118183292630630287095117182290629629296994116181289628628306893115180288627627 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 61348363389468582921137327893119197311650112538298122193311649928485103128197312651776588107134201313652656690110138206314653653792113141209314653653 892114141208315654654993115141208315654654109311614120731565465411941171412073156546541294118141207315654654139511914120731565465414961201422083166556551596121143209317655655169712214421031865665617981231452113196576571899124146212320658658191001251472133216596592010112514721332166066021101126148213321660660221011251472133216606602310012514721332166066024100124146212320659659259912314521131965865826981221442103186576572797121143209317656656289512014220731565465429941181402063146536533093117139205313652652 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 610103611522956812232110361152295681002321237107225563829421439108223562693531643110222561586641746114221560560751947116221559559851946113220559559971945111219558558107204411021855755711821441102185575571282144110218557557131022441102185575571410224411021855755715112345111219557557

161123451102195575571712234511121955855818132345111219558558191424461122205595592014254711322156056021152648114222560560221626491142225615612317274911522356256224172850116224562562251728501162245635632618285111622456356327192951117225564564282029511172255645642920305211722556456430213052118226564564 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 61536894173287626125425469951742886271029355729616628462385245673981672826217145567510216928162062065777105173281620620757781061742796186188567810517227961761795578104170278617617105578102168276615615115477101167275614614125276991652736126121351759816427261061014507496162270609609154873951612696076071647719315926760660617457092158266604604184469911562646036031943689015626460260220436789155263602602214266891542626016012241668815426260160123416587153261600600 24406486152260599599253964861522605985982639638515125959859827386284150258597597283762841502585965962937618314925759659630366082148256595595 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 61115130156234348687134821161311572353506881105311813415922934768691541201371622313476857665122140168234347685685612214217123934668568571231441722413466846848122144171238345684684912114417023634468368310121144169235343681681111201431672333416806801211814216523133967867813117141163229337676676141151391612273356746741511213715922433267167116110134156222330669669171071321542203286666661810512915121732566466419103127149215323662662201011261482133216606602199124146212320659659229812214421031865765723961201422083166556552494118140206314653653259211713920531365165126911151372033116506502789113135201309648648288711213419930764664629861101321983066456453084109130196304643643 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 611741892152944087461348218319822430341775511173188204229299417755933419020723230141775578551912102373044167557556191211239307414753753719021123930841375275281892102373044117507509187210235302410748748101862102343004087477471118520923229840674574512183207230296404742742131802042272934017397391417720222428939873673615174198220286394733733161711952172833917307301716819221428038872772718164189211277385723723191611862082743827207202015818320527037971771721155179202267375714714221521761982643727117112314917319526136970870824146170192258366705705251431671892553637027022613916418625236069869827137161183249357696696281341581802463546936932913115517724335169069030128152174240348687687 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 6127426814726160012872284369148262601105533046701412595978724304873142257596730532507814425759561863252801482565945947325381150255594594

83153801472545925929305379145253592592103053781442525915911130547714325159059012305477143251589589133054761422505895891429547614225058858815295375141249588588162953751412495885881729537514124958858818295375141249588588192953751412495885882029537514124958858821295375141249588588222953751412495885882329537514124958858824295375141249588588252953751412495885882628537514124958758727285274140248587587282852741402485875872928527414024858758730275274139247586586 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 612338641432575961283225406614525959810523284469139257596870431487314225759672753352791462585976156345483151258597597736578515425959859883658851522595985989375985151259598598103861851512595985981139628615226059959912396386152260599599133964861522605995991440648615226059859815396486152260598598 163963851512595985981739638515125959859818396385151259598598193963851512595985982039638615125959859821396486152260598598223964861522605985982339638515125959859824396385151259598598253863851512595975972638628415025859759727386284150258597597283761831492575965962937618314925759659630366082148256595595 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 611241391652443586971362212313816424335769611143123139164234352691921412314116623535068976951241431702373496886886124143172240347686686712414517324134668568581231451712393456846849122144170236344683683101221451702363446826821112214516923534368268212121145168234342680680131201441672323406796791411914316523133967867815117141163229337676676161151391612273356746741711213615822433267167118109134156222330669669191071321542203286666662010512915221732566466421103127149215323662662221011251472133216606602398123145211319658658 2496121143209317655655259411814020631465365326921161382043126516512790114136202310649649288811213420030864764729861101321983066456453084108130196304643643 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 61093511422856712412111371162305691019321540110228566843421944113228567705542350117229568597652554122229568568772856125230568568872956123230568568973055122230568568108315512123056856811832551212295685681283255121229568568131033551212295685681410335512122956756715113355120228567567161132541202285675671713325412022856756718133254120228567567191432541202285675672014335512122956856821153456121229568568221634561222305695692317345612223056956924173557122231569569251835571232315705702618355712323157057027193557123231570570282035571232315705702920355712323157057030213658123231570570 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 613550761552696071250235507615526960810263355276146265603849436537814726260170953655821492616006006395987155262601601736578515425959859884062891562636026029396288154262601601103457821482565955951130537714325159059012275173139247586586132449711372455835831423476913524358158115214567133241580580161944661322405785781718436513123957857818184264130238577577191742641302385765762017426413023857757721184264130238577577221842641302385775772318426413023857757724174264130238576576251842641302385765762618426412923857657627194164129237576576282041631292375765762920416312923757657630214163129237576576

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 61187203229307421760149821852002263054197581221318219822329341175010064179197222291406745836517619522228940174074061731932222903977367367170191219288393732732 81661882152823897277279162185210277385723723101591822072733817207201115617920326937771671612152176199265373712712131491731952613697087081414517019225736570470415142166188254362701701161381631852513596976971713516018224835669469418132157179245353691691191301541762423506896892012715117323934768668621124149171237345684684221221461682343426816812311914416623234067867824117141163229337676676251141391612273356746742611213615822433267167127110134156222330669669281081321542203286676672910613015221832666566530104128150216324663663 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 619265211024658512522926521102465851027310295310424458385041234571012455837115174062104246584601618446610024658558571946659324758658681744649224758658691745669524758658610194869992475865861121507110324758658612235372103248586586132455721042485865861424557210424858658615245572104248586586 162455721042475865861724557210424758658618245572104247586586192455721042485865862024557210424858758721245572104248587587222455721042485875872324557210424958758724245572104249587587252455721042495875872624557210424958758727245572104248587587282455721042485875872924557210424858758730245572104248587587 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 61031392206545121621512912055439963251182200538823426138219753668753718841975355816482189196535535759229119653553585922891965355359711228819653553510711228819653553511812238819653553512813258919753553513101426891975365361410142989197536536151116309019853653616111631901985375371712173390198537537181318349119953753719141935911995385382014193792200539539211520389320153953922152139932015405402316224093202540540 2417224294202541541251723439420254154126182445942025415412718254694202541541281925479420254154129202648942025415413020284995203541541 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 611152245167306307621152245167343229331152450161356173241162753159355133952183155159345106163213359159332860742435611593167118425366315930059795263866159283508105263969159266437115274069159252380126274070159252332136274070159252293146274070159252259156274270159252252167274470159252252177274770159252252188274970159252252199275270159252252209275470159252252219275770159252252221027597015925225223102762701592522522411276470159252252251127677215925225226112770751592522522712277277159252252281227757815925225229132778811592522523013278083159252252

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 61520264917131231452722285117335023493722315716836317744723346116636213705825376216535310856927396516533987971030416616432272581030416816430560991030437116328851810103144731632704451193144731622563871293043731622553381382942721612542981482942721612542631572842711602532531672845711602532531782847711602532531882750701592522521992752701592522522092855711602532532110285871160253253221028617116025325323102963721612542542411296672161254254251129687316125425426112971751612542542712297377161254254281229768016125425429142979821612542543014298184161254254 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 61115214516730630762115214516734322933115244916135617324116275315835413385218305515834510606321335815833286074243561158316711 8424366315830059795253866158283508105263968158266437115274069158252380126274069158252332136274069158252293146274069158252259156274269158252252167274469158252252177274769158252252188274969158252252199275269158252252209275469158252252219275769158252252221027596915825225223102762691582522522411276470158252252251127677215825225226112770751582522522712277277158252252281227757815825225229132778811582522523013278083158252252 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 618094101124246341309527589961192413462313377931011272383591748475911011282333581354573901021272303501074672911031282283378727729110212822632172287090102129224317607969901021312233165171066871001292193124451163849712721630938712618396126215308339136182951252143073071460819412421330630615608194124213306306 165980931232123053051758809312321230530518587992122211304304195778911212103033032056779112020930230221557790120209302302225576891192083013012354758811820730030024537487117206299299255273861162052982982650728511520429729727497184114203296296284870831122012952952947698211120029329330466783110199292292 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 61419254817030530712621275017234322923722315616835617334824346116635513405926386316634610636102840661663338627113142681663177138113143701653015999113244721652845101011324574164267439111132457416425738112103144741632563341310314474163256295149314474163256261159304373162255255169304573162255255178304773162255255188305073162255255199305273162255255209305573162255255211030587316225525522103161741632562562310316374163256256 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 6147616891213308310525165719521734623203557078104215360175545773841102153591358559768811321635110786607890116216338876761809111721532372586080911192143076109597992120212305519105779921212113044471156779012020930238812547689119208301339135374871172062992991451738611620529829815507184114203296296164970831132022952951748698211220129429418476982111200294294194768811112002932932046678011019929229221456680109198291291224466791091982912912344657810819729029024436477107196289289254263761061952882882641627510519428728727406174104193286286283961771031922862862938607910319228528530385982102191284284

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 610142144166305307420142144166343229131142349160355173141162653158354133852183054158345106062203258158332859742334601583167108424356215829959794253766158282508104253968158266437115263968158251380126263969158251332136263969158251293146263969158251259156264269158251251167264469158251251177264769158251251188264969158251251199265269158251251209265469158251251219265769158251251221026596915825125123102662691582512512411266470158251251251126677215825125126112669751582512512712267276158251251281226757815825125129132678811582512513013268083158251251 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 61011224618531031232011224618534823293111245117936017584113275617635913585216295917535010756218336017433687173213660172320719 8423376017130260497314258170285513109344157169268442118334156169262383127324056168261335136314156167260295146304156166259261156304256165259259167304456164257257178304756163256256188304957162256256199305260162255255209305561163256256219305763163256256221030596616325625623103062681632562562411306470162255255251130677316125525526113069751612542542712307276161254254281230757816025325329133078811602532533013308083159253253 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 61829610312624834332202809410012424636024163779210112623837418304749110112823337414165729010212623036511236729010212722735191077090101127225334752868881001272223166319668799128220313537106486991282183114621163849712721630940112618396125214307351136081941242133063091458799212221130430415577891121210303303 165577901202093023021754768911820730130118537588117206300300195274871172062992992052738611620529829821517285115204297297225071841142032962962349708311320229529524486982112201294294254768811112002932932646678011019929229227456679109198291291284465781081972902902943648110719628928930426384106195288288 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 61557076992213173167254687598220353236635267761022133671790451677810420936613855506779104207358110064968791052053448927496980105203328738847687910620231162094667791082002935281045667910919929245411446679108198291394124465781081972903441343647710719628930314426376106195288288154163761061952882881640627510419328728717406174104193286286183960731031922852851938607310319228528520386073102191285285213859721021912842842238597210219128428423375871101190283283 243658711011902832832536577010018928228226355672991882812812734567599188281281283455779818728028029335479971862792793032548397186279279

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 612640467019131131352264047701923492342325404874185363176942440507718236113675244153781813521083624435580180338877725455682179322725824455683179305609924455786178288518102445588717727144511234558871762703871222445787176269338132243568617526829814214255851742672671520415584173266266161940548317226526517194053831722652651818405382171264264191839538217126426420183955821712642642118395882171264264221839618217126426423183963821712642642418396682171264264251739688217126426426173871811702632632717387381170263263281738768117026326329163879821702632633016378184169262262 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 6100324146304305820162514734122803119301423541721413123413935213305241536139343105362418391393308537362041139314705846234413929759294826471392805041048284913926443411493151140247377126103350139232329136113651140233290146123951140233257156134150139232232167134451138231231177144654137231231188164857138231231199165158138231231209175461139232232219185663139232232221019596513923223223102062671392322322411206469139232232251122677113923223226112269731392322322712237275141232232281224747814123223229132576801422322323013257981144232232 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 614256638620831631892425663862083552380341566591202368179844056679419936713885405770941983571099641597196196343890741617297195326735 840607299194309617939607210119329152510396073102192285452113859731021912843921237597210219128434313375871101190283302143657701001892822821535577099188282282163456699818728128117345568981872802801833546797186279279193354679718627927920335467971862792792132546797186279279223253669618527827823325366961852782782431526695184277277253052689518427727726305171941832762762729507493182275275282950779318227527529284979921812742743027498292181274274 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 611024315417631331542142835581803512355317324066178365178041935467217836413765223951761793541090621395177177340883727465783181324730825455784179307613926475988180290521102849629218227544811305164941832763891230526595184277340133152659518427729914315266951842772771531536695184278278 163152659518427727717315265951842772771830516494183276276193051649418327627620305164941832762762130516494183276276222951649318227627623295063931822752752429506693182275275252849689218127427426284971921812742742727487391180273273282748779118027327329264779901792722723026478290179272272 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 6192329521743153179210243154176354237531026346017136717934112738641693651384512294166169356109561432446916934288771535467216932573281535477416930861491637497717029052210163851801702724491117385181170263390121738518117026334113173851811702633001417395281170263266151739528217126426416173851811702632631717385181170263263181738518117026326319173853811702632632017395581170263263211739588117026426422173861811702632632317386381170263263

2416386681170263263251637688016926226226163771801692622622715377380169262262281536768016826126129153679811682612613014368184168261261 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 614559668921131932182486268922133582407350657499211373182345167781042093721410552708210721036311186547385110210349906756758611221033374985575871142093156299557688117209302536105677901192093024611155779011920930240012557689119208301350135475881182073003081453748711720629929915527386116205298298165172861152042972971750728511520429729718507184114203296296194970831132022952952048698311220129429421476982112201294294224768811112002932932346678011019929229224456679109198291291254465781081972902902643647710719628928927426376106195288288284162781051942872872940628110419328728730396184104193286286 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 6176909712024233733232809410112424636924873809510412924138418854799510613223738414595829911113623937511576841021141392393619387851051161422403447768861071181452413346529871081201492413345551088109122151241334477118710912215124133441412871081211512403333621385106120149238331331148410511814823733033015821041171462353293291681102115145234327327177910111414423332632618789911214223132432419779811114123032332320759711014022932232221749510813822732032022729410713722631931923719210513522431731724699110413422331631625688910213222131431426668710113021931231227658699129218311311286384971272163093092962839612621530830830608195124213306306 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 61216224616731431702519264917135323683722315616836617894925366216736513815112840651693551094613324469169341886715354672169325731 815364774170307614916374978170290522101638518017027244911173851811702633891216385180169263341131637508016926230014153649791682612651514364978167261261161335487816726026017133448771662592591813345177166259259191234537716625925920133455771662592592113345877166259259221334617716625925923133463771662592592413346677166259259251234687716625925926123471761652592592712337378165258258281233778016525825829143379821652582583014338285165258258 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 61871021081312533493434288102109132254380256738710211113624839419404871031131402453931499587104116141244383118768810611814424436896178910811914524335179488910912014824333666698810912115024233556610871081211502403334871185107120149238332422128310511814823733036913821031161462353283281480101114144233326326157899112142231324324 167697110140229322322177495108138227320320187294107137226319319197192105135224317317207091104134223316316216990103133222315315226889102132221314314236788101131220313313246687100130219312312256586991292183113112663859812821731031027628497126215309309286182961252143073072960819512421330630630598094123212305305

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 613433573643875096043517273879311623838726233759099124236400197647794104131236398152358097109134237388120468210011213823837297478410311414023835480488510511714423933567498510611814723933257310861071201492393324921186107120150239332427128610712015023933237313861071201502393323321487108121151240333333158710912215224133433416881101231522413353351789111124154243336336189011212515524433733719911131261562453383382092113126156245338338219211412715624533933922921131261562453383382392113126156245338338 2491112125155244337337259011112415424333633626891101231532423353352788109122152241334334288610812115023933333329851061191492383313313084105118148237330330 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 610411341563093110204113415634623183141339150359175041515421473571351526184314634810696281945145334866731021471453187168410234814430160194102651143284511104102952142267440114103153142251382126103453142235334136113653142235294146123953142235261156134254143236236167134453142236236178154755143236236188165057143236236199165260144237237209175561145238238219195864146239239221019596614623923923102062681472402402411216571147241241251122677314824124126112271751482412412712247377149242242281225768014924224229132578811492422423014278183150243243 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 61486269922143163194249637093215355238534964729820936918024486475101206368139354865771022053581103649677910520534489474968791052033287398486980107203311620948698111020229552810476881110200293454114667801101992923941244657810819729034513426477107196289304144162751051942872871539617410419328628616385972102191284284173658711011902832831835577099188282282193456699818728128120345568981872802802133546897186279279223354679718627927923325366961852782782431526795184277277253052709518427727726305172941832762762729507593182275275282850779318227527529284980921812742743027488391180273273 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 6111012413015327537134502111125131155277380257431111271351612723951945411212813916527039415035113130143167271384119061141331451702703699647115135146172270363797 8115135146173269362669911413514717626836156910113134147177267360490111121331461762653584251211013114417426335637213108129142172261354354141061271401702593523521510312513816725635035016101122135165254347347179812013316225134534518961171301602493423421994115128158247340340209211412715624533933921911121251552443373372289110123153242335335238710812115124033333324851061191492383313312583105118147236330330268210311614623532832827801011141442333263262878100113142231325325297798111141230323323307596109139228321321

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 611691831892133354303449217819219922234443926023181196205231342437198341821982092353404341539518320021223734043312216183201213238338431990718320221323933743081981812012132403354286879180201213241334427585101792002132423324255031117719821124133042343612174196209239328421421131711932062363254184181416819020323232141541515165186199229318411411 161621831962263154084081715918019322331240540518155177190220309402402191521741872163053993992014917118421330239639621146167181210299392392221431641772072963893892314016117420429338638624137158171201290383383251341551681982873803802613115216519528437737727128149162192281374374281251461591892783713712912214315618627536836830119140153183272365365 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 61223743661883243283223374467189364244832338477218437718484233949761813761427523405277180366113062442548018035191472544558117933475582444558217831663392344568517729853810234457861762804631122435686175268401122143568617526835113214255851742673081420425585174267273152041548417326626616204154841732662661720415484173266266182041548417326626619204154841732662662020415784173266266212041598417326626622204162841732662662320416584173266266 2420416784173266266252041708417326626626194172841732662662719407683172265265281940788317226526529194081841722652653018408486171265265 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 611832396218432432732203441641863632441321364571182376184242339497618137414225254254791823641125626455782182350911729485985183333752829496087183315631929506291183297537103051649318328046111315265951842774001231526595184277350133152659518427730814315265951842772771530526594183277277163051649418327627617305164941832762761830516494183276276193051649418327627620305165941832762762130526595184277277223052659418327727723305165941832762762430516794183276276252951709418327627626295072931822752752729507693182275275282849789218127427429284981921812742743027488491180273273 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 6111913314016328538034872118132139162284383259831161311401662773971958411513214216927439515105116133145170273384119361151341461712713699657116136147172270363796811513514717426936366791141351471762683615671011413514817726836148711114135148178267360422121121341471772663593691311113214617526435735714110131144174263356356151081291421722613543541610612714017025935235217103124137167256349349181011221351652543473471998120133163252345345209611813116024934234221941151281582473403402292113126156245338338239011112415424333633624871091221512403343342585106119149238331331268310411714723632932927811021151452343273272879100113143232325325297798111141230323323307596109139228321321

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 61031033155313315920512351573522358317164215336517814110204715236313755213254915335410896216285315334088273193056154324729 84203158154306612942133611542895201042134631532724481142134641532553891262135641532463401362137641532462991462139641532462651562142631522462461672045631522452451782048631522452451882050631522452451992053631522452452092155641532462462110225865153247247221022616715424724723102263691542472472411236671154248248251123687315524824826112371751552482482712247378155248248281225768015524824829142579821552482483014278184155249249 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 613044517419631631842304451741963542377329445378190367179442844558118636513855284557821853561095631496186186341887729485985183325732833536491187307614932536594186290522102647619018027344911224356861752683891218395282171264340131637508016926230014143548781672602651512334676165258258 161032457516425725717103148741632562561893050731622552551993052731622552552093055731622552552110305873162255255221030617316225525523103063731622552552411306673162255255251130687316225525526113071751612552552712297378161254254281229768016125425429142979821612542543014298184161254254 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 61182197203226348444385821801942012243464412866317519019922533643221544171188198225330428165351681851972223254181300616518319522132141410477163182193219317410860815817919021731340671991551761882163094026091015117218621530539852211148169182212301394451121441651782082973903931314016117420429338638614136157171200289382382151331541671972863793791612915116419428337637617126148161191280373373181231451581882773703701912114215518527436736720118139152182271364364211161371501802693623622211313414717726635935923110132145175264357357 24108129142172261354354251061271401702593523522610312413816725634934927101122135165254347347289912013316325234534529971181311612503433433095116129159248341341 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 6101526541733163188201526541733552380311728571693681797412032621683661387522337681703561097642640701703428887631427217132673389344674171308616910375076171290523101138517617127345011124052781712653901213415479172265341131342548017226530014144355801722652661514435580172265265161443558017126426417144355801712642641814435580171264264191443558017126526520144355801722652652114435880172265265221443618017226626623144363801732662662414436680173266266251443688017326626626144371801722662662714437380172266266281443768017226526529144379821722652653014438184172265265

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 6100312133307309120161513234423023119181253561736413122112135413395241524121345106062418271203318587362030120315708846233212029859594826351202815061048283712026443511493140120248377126103342121232330136113644121218291146123947121214257156134149122215229167134451122215215177144654123215215188164957125216216199165158128216216209175461130217217219185663132218218221019596513321821823102062671352192192411206469136219219251122677113821921926112269731392192192712237276141219219281224747814221921929122576801422202203013257981144220220

Annex

ANNEX III VOLATILITY ADJUSTMENT TO THE RELEVANT RISK-FREE INTEREST RATE TERM STRUCTURE CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria4EuroBelgium4EuroCyprus4EuroEstonia4EuroFinland4EuroFrance4EuroGermany4EuroGreece4EuroIreland4EuroItaly4EuroLatvia4EuroLithuania4EuroLuxembourg4EuroMalta4EuroNetherlands4EuroPortugal4EuroSlovakia4EuroSlovenia4EuroSpain4Czech korunaCzech Republic4Danish kroneDenmark30ForintHungary2KronaSweden2KunaCroatia4LevBulgaria– 7Pound sterlingUnited Kingdom18Romanian leuRomania– 1ZlotyPoland11KrónaIceland6Norwegian kroneNorway15Swiss francLiechtenstein– 3Swiss francSwitzerland– 3Australian dollarAustralia11Canadian dollarCanada8US dollarUnited States28YenJapan2