Commission Implementing Regulation (EU) 2018/730 of 4 May 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2018 until 29 June 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) 2018/730 of 4 May 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2018 until 29 June 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 6 April 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2018 market data. That information was published on 6 April 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 March 2018 until 29 June 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 March 2018. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 4 May 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– 0,362 %0,918 %– 0,372 %0,021 %– 0,450 %0,056 %2– 0,258 %1,171 %– 0,268 %0,547 %– 0,263 %0,322 %3– 0,083 %1,336 %– 0,093 %0,724 %– 0,025 %0,579 %40,104 %1,454 %0,094 %1,027 %0,198 %0,833 %50,285 %1,537 %0,274 %1,348 %0,410 %1,138 %60,418 %1,589 %0,408 %1,710 %0,592 %1,439 %70,556 %1,624 %0,546 %1,966 %0,756 %1,695 %80,672 %1,654 %0,662 %2,158 %0,901 %1,888 %90,783 %1,683 %0,773 %2,309 %1,027 %2,020 %100,884 %1,712 %0,874 %2,453 %1,133 %2,129 %110,975 %1,742 %0,965 %2,585 %1,277 %2,226 %121,056 %1,770 %1,045 %2,703 %1,441 %2,314 %131,127 %1,794 %1,117 %2,809 %1,604 %2,393 %141,186 %1,820 %1,176 %2,904 %1,757 %2,465 %151,233 %1,852 %1,222 %2,988 %1,897 %2,532 %161,266 %1,891 %1,256 %3,063 %2,024 %2,593 %171,293 %1,937 %1,283 %3,130 %2,138 %2,650 %181,320 %1,986 %1,309 %3,189 %2,242 %2,703 %191,350 %2,038 %1,339 %3,243 %2,335 %2,752 %201,387 %2,090 %1,376 %3,292 %2,419 %2,799 %211,431 %2,142 %1,421 %3,337 %2,496 %2,842 %221,482 %2,194 %1,472 %3,378 %2,566 %2,883 %231,537 %2,245 %1,528 %3,415 %2,630 %2,921 %241,595 %2,295 %1,585 %3,450 %2,689 %2,957 %251,653 %2,344 %1,643 %3,482 %2,743 %2,991 %261,711 %2,390 %1,702 %3,512 %2,793 %3,024 %271,770 %2,436 %1,761 %3,540 %2,839 %3,054 %281,827 %2,480 %1,818 %3,566 %2,882 %3,083 %291,883 %2,522 %1,875 %3,591 %2,922 %3,111 %301,938 %2,562 %1,930 %3,614 %2,959 %3,137 %311,991 %2,601 %1,983 %3,636 %2,994 %3,162 %322,043 %2,639 %2,035 %3,656 %3,027 %3,186 %332,093 %2,675 %2,086 %3,675 %3,058 %3,208 %342,141 %2,709 %2,134 %3,694 %3,087 %3,230 %352,188 %2,742 %2,181 %3,711 %3,114 %3,250 %362,233 %2,774 %2,226 %3,727 %3,140 %3,270 %372,276 %2,805 %2,269 %3,743 %3,165 %3,289 %382,318 %2,834 %2,311 %3,758 %3,188 %3,307 % 392,358 %2,862 %2,351 %3,772 %3,210 %3,324 %402,396 %2,889 %2,390 %3,785 %3,231 %3,341 %412,433 %2,915 %2,427 %3,798 %3,251 %3,357 %422,469 %2,940 %2,463 %3,811 %3,270 %3,372 %432,503 %2,964 %2,497 %3,822 %3,288 %3,386 %442,536 %2,988 %2,531 %3,834 %3,305 %3,400 %452,568 %3,010 %2,562 %3,845 %3,322 %3,414 %462,599 %3,031 %2,593 %3,855 %3,337 %3,427 %472,628 %3,052 %2,623 %3,865 %3,352 %3,439 %482,657 %3,072 %2,651 %3,875 %3,367 %3,451 %492,684 %3,091 %2,679 %3,884 %3,381 %3,463 %502,710 %3,109 %2,705 %3,893 %3,394 %3,474 %512,736 %3,127 %2,731 %3,901 %3,407 %3,485 %522,760 %3,144 %2,755 %3,910 %3,419 %3,495 %532,784 %3,161 %2,779 %3,918 %3,431 %3,506 %542,807 %3,177 %2,802 %3,925 %3,443 %3,515 %552,829 %3,192 %2,824 %3,933 %3,454 %3,525 %562,850 %3,207 %2,846 %3,940 %3,464 %3,534 %572,871 %3,222 %2,866 %3,947 %3,475 %3,543 %582,891 %3,236 %2,886 %3,954 %3,484 %3,551 %592,910 %3,249 %2,906 %3,960 %3,494 %3,559 %602,929 %3,262 %2,925 %3,966 %3,503 %3,567 %612,947 %3,275 %2,943 %3,973 %3,512 %3,575 %622,965 %3,287 %2,960 %3,979 %3,521 %3,582 %632,982 %3,299 %2,978 %3,984 %3,529 %3,590 %642,998 %3,311 %2,994 %3,990 %3,537 %3,597 %653,014 %3,322 %3,010 %3,995 %3,545 %3,604 %663,030 %3,333 %3,026 %4,001 %3,553 %3,610 %673,045 %3,344 %3,041 %4,006 %3,560 %3,617 %683,059 %3,354 %3,056 %4,011 %3,567 %3,623 %693,074 %3,364 %3,070 %4,015 %3,574 %3,629 %703,087 %3,374 %3,084 %4,020 %3,581 %3,635 %713,101 %3,383 %3,097 %4,025 %3,588 %3,641 %723,114 %3,392 %3,110 %4,029 %3,594 %3,646 %733,127 %3,401 %3,123 %4,033 %3,600 %3,652 %743,139 %3,410 %3,136 %4,038 %3,606 %3,657 %753,151 %3,418 %3,148 %4,042 %3,612 %3,662 %763,163 %3,427 %3,160 %4,046 %3,618 %3,668 %773,174 %3,435 %3,171 %4,050 %3,624 %3,672 %783,186 %3,442 %3,182 %4,053 %3,629 %3,677 %793,196 %3,450 %3,193 %4,057 %3,634 %3,682 %803,207 %3,458 %3,204 %4,061 %3,640 %3,686 %

813,217 %3,465 %3,214 %4,064 %3,645 %3,691 %823,228 %3,472 %3,224 %4,068 %3,650 %3,695 %833,237 %3,479 %3,234 %4,071 %3,654 %3,700 %843,247 %3,486 %3,244 %4,074 %3,659 %3,704 %853,256 %3,492 %3,253 %4,078 %3,664 %3,708 %863,266 %3,499 %3,263 %4,081 %3,668 %3,712 %873,275 %3,505 %3,272 %4,084 %3,673 %3,716 %883,283 %3,511 %3,280 %4,087 %3,677 %3,719 %893,292 %3,517 %3,289 %4,090 %3,681 %3,723 %903,300 %3,523 %3,297 %4,093 %3,685 %3,727 %913,309 %3,529 %3,306 %4,095 %3,689 %3,730 %923,317 %3,535 %3,314 %4,098 %3,693 %3,734 %933,324 %3,540 %3,322 %4,101 %3,697 %3,737 %943,332 %3,546 %3,329 %4,103 %3,701 %3,740 %953,340 %3,551 %3,337 %4,106 %3,704 %3,744 %963,347 %3,556 %3,344 %4,109 %3,708 %3,747 %973,354 %3,561 %3,352 %4,111 %3,711 %3,750 %983,361 %3,566 %3,359 %4,113 %3,715 %3,753 %993,368 %3,571 %3,366 %4,116 %3,718 %3,756 %1003,375 %3,576 %3,372 %4,118 %3,722 %3,759 %1013,382 %3,580 %3,379 %4,120 %3,725 %3,762 %1023,388 %3,585 %3,386 %4,123 %3,728 %3,765 %1033,395 %3,589 %3,392 %4,125 %3,731 %3,767 %1043,401 %3,594 %3,398 %4,127 %3,734 %3,770 %1053,407 %3,598 %3,405 %4,129 %3,737 %3,773 %1063,413 %3,602 %3,411 %4,131 %3,740 %3,775 %1073,419 %3,607 %3,417 %4,133 %3,743 %3,778 %1083,425 %3,611 %3,423 %4,135 %3,746 %3,780 %1093,431 %3,615 %3,428 %4,137 %3,749 %3,783 %1103,436 %3,619 %3,434 %4,139 %3,751 %3,785 %1113,442 %3,623 %3,439 %4,141 %3,754 %3,788 %1123,447 %3,626 %3,445 %4,143 %3,757 %3,790 %1133,452 %3,630 %3,450 %4,145 %3,759 %3,792 %1143,458 %3,634 %3,455 %4,147 %3,762 %3,795 %1153,463 %3,637 %3,461 %4,148 %3,764 %3,797 %1163,468 %3,641 %3,466 %4,150 %3,767 %3,799 %1173,473 %3,644 %3,471 %4,152 %3,769 %3,801 %1183,478 %3,648 %3,476 %4,153 %3,772 %3,803 %1193,483 %3,651 %3,480 %4,155 %3,774 %3,805 %1203,487 %3,655 %3,485 %4,157 %3,776 %3,807 %1213,492 %3,658 %3,490 %4,158 %3,779 %3,809 %1223,496 %3,661 %3,494 %4,160 %3,781 %3,811 % 1233,501 %3,664 %3,499 %4,161 %3,783 %3,813 %1243,505 %3,667 %3,503 %4,163 %3,785 %3,815 %1253,510 %3,670 %3,508 %4,164 %3,787 %3,817 %1263,514 %3,673 %3,512 %4,166 %3,789 %3,819 %1273,518 %3,676 %3,516 %4,167 %3,791 %3,821 %1283,522 %3,679 %3,520 %4,169 %3,793 %3,822 %1293,526 %3,682 %3,524 %4,170 %3,795 %3,824 %1303,530 %3,685 %3,528 %4,172 %3,797 %3,826 %1313,534 %3,688 %3,532 %4,173 %3,799 %3,828 %1323,538 %3,690 %3,536 %4,174 %3,801 %3,829 %1333,542 %3,693 %3,540 %4,176 %3,803 %3,831 %1343,546 %3,696 %3,544 %4,177 %3,805 %3,833 %1353,550 %3,698 %3,548 %4,178 %3,807 %3,834 %1363,553 %3,701 %3,551 %4,179 %3,808 %3,836 %1373,557 %3,704 %3,555 %4,181 %3,810 %3,837 %1383,560 %3,706 %3,559 %4,182 %3,812 %3,839 %1393,564 %3,709 %3,562 %4,183 %3,814 %3,840 %1403,567 %3,711 %3,566 %4,184 %3,815 %3,842 %1413,571 %3,713 %3,569 %4,185 %3,817 %3,843 %1423,574 %3,716 %3,572 %4,187 %3,819 %3,845 %1433,578 %3,718 %3,576 %4,188 %3,820 %3,846 %1443,581 %3,720 %3,579 %4,189 %3,822 %3,848 %1453,584 %3,723 %3,582 %4,190 %3,823 %3,849 %1463,587 %3,725 %3,585 %4,191 %3,825 %3,851 %1473,590 %3,727 %3,589 %4,192 %3,826 %3,852 %1483,593 %3,729 %3,592 %4,193 %3,828 %3,853 %1493,597 %3,731 %3,595 %4,194 %3,829 %3,855 %1503,600 %3,734 %3,598 %4,195 %3,831 %3,856 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,412 %0,853 %2,355 %1,208 %4,679 %1,123 %2– 0,308 %1,018 %2,817 %1,365 %4,740 %1,399 %3– 0,133 %1,131 %3,252 %1,659 %4,820 %1,564 %40,054 %1,212 %3,632 %2,004 %4,867 %1,702 %50,234 %1,255 %3,934 %2,312 %4,900 %1,820 %60,367 %1,294 %4,118 %2,554 %4,933 %1,919 %70,505 %1,328 %4,236 %2,776 %4,970 %1,997 %80,621 %1,359 %4,332 %2,917 %5,000 %2,060 %90,732 %1,388 %4,425 %3,026 %5,015 %2,112 %100,833 %1,409 %4,498 %3,130 %5,018 %2,160 %110,924 %1,432 %4,551 %3,219 %5,014 %2,211 %

121,004 %1,447 %4,588 %3,292 %5,004 %2,265 %131,075 %1,458 %4,613 %3,354 %4,990 %2,320 %141,135 %1,466 %4,629 %3,407 %4,974 %2,374 %151,181 %1,473 %4,639 %3,453 %4,956 %2,427 %161,214 %1,477 %4,644 %3,493 %4,937 %2,480 %171,241 %1,480 %4,644 %3,528 %4,917 %2,530 %181,267 %1,481 %4,642 %3,560 %4,897 %2,579 %191,297 %1,480 %4,638 %3,587 %4,876 %2,625 %201,335 %1,481 %4,632 %3,612 %4,856 %2,670 %211,380 %1,477 %4,624 %3,635 %4,836 %2,713 %221,432 %1,470 %4,615 %3,655 %4,816 %2,754 %231,488 %1,461 %4,606 %3,674 %4,797 %2,794 %241,546 %1,452 %4,596 %3,691 %4,778 %2,831 %251,606 %1,444 %4,586 %3,706 %4,760 %2,867 %261,666 %1,438 %4,576 %3,720 %4,742 %2,901 %271,725 %1,432 %4,566 %3,734 %4,725 %2,934 %281,784 %1,425 %4,555 %3,746 %4,708 %2,965 %291,841 %1,417 %4,545 %3,757 %4,692 %2,995 %301,897 %1,407 %4,534 %3,767 %4,676 %3,024 %311,951 %1,394 %4,524 %3,777 %4,661 %3,051 %322,004 %1,380 %4,514 %3,786 %4,646 %3,077 %332,055 %1,367 %4,504 %3,795 %4,632 %3,102 %342,104 %1,355 %4,495 %3,803 %4,618 %3,126 %352,152 %1,345 %4,485 %3,811 %4,605 %3,149 %362,198 %1,336 %4,476 %3,818 %4,592 %3,171 %372,242 %1,329 %4,467 %3,824 %4,580 %3,192 %382,284 %1,321 %4,458 %3,831 %4,568 %3,212 %392,325 %1,311 %4,450 %3,837 %4,557 %3,231 %402,364 %1,297 %4,442 %3,842 %4,546 %3,250 %412,402 %1,280 %4,434 %3,848 %4,535 %3,268 %422,439 %1,262 %4,426 %3,853 %4,525 %3,285 %432,474 %1,245 %4,419 %3,858 %4,515 %3,301 %442,507 %1,229 %4,411 %3,862 %4,506 %3,317 %452,540 %1,216 %4,404 %3,867 %4,497 %3,332 %462,571 %1,207 %4,397 %3,871 %4,488 %3,347 %472,601 %1,202 %4,391 %3,875 %4,479 %3,361 %482,630 %1,203 %4,384 %3,879 %4,471 %3,375 %492,658 %1,208 %4,378 %3,882 %4,463 %3,388 %502,685 %1,219 %4,372 %3,886 %4,455 %3,400 %512,710 %1,235 %4,366 %3,889 %4,448 %3,412 %522,735 %1,256 %4,361 %3,893 %4,441 %3,424 %532,760 %1,281 %4,355 %3,896 %4,434 %3,436 % 542,783 %1,308 %4,350 %3,899 %4,427 %3,447 %552,805 %1,337 %4,345 %3,901 %4,420 %3,457 %562,827 %1,368 %4,340 %3,904 %4,414 %3,468 %572,848 %1,399 %4,335 %3,907 %4,408 %3,477 %582,869 %1,432 %4,330 %3,909 %4,402 %3,487 %592,888 %1,465 %4,326 %3,912 %4,396 %3,496 %602,907 %1,498 %4,321 %3,914 %4,390 %3,505 %612,926 %1,532 %4,317 %3,917 %4,385 %3,514 %622,944 %1,565 %4,313 %3,919 %4,380 %3,523 %632,961 %1,598 %4,309 %3,921 %4,375 %3,531 %642,978 %1,631 %4,305 %3,923 %4,370 %3,539 %652,994 %1,663 %4,301 %3,925 %4,365 %3,547 %663,010 %1,695 %4,297 %3,927 %4,360 %3,554 %673,025 %1,727 %4,294 %3,929 %4,356 %3,561 %683,040 %1,758 %4,290 %3,931 %4,351 %3,568 %693,055 %1,788 %4,287 %3,933 %4,347 %3,575 %703,069 %1,818 %4,283 %3,934 %4,343 %3,582 %713,083 %1,847 %4,280 %3,936 %4,339 %3,589 %723,096 %1,876 %4,277 %3,938 %4,335 %3,595 %733,109 %1,904 %4,274 %3,939 %4,331 %3,601 %743,122 %1,932 %4,271 %3,941 %4,327 %3,607 %753,134 %1,959 %4,268 %3,942 %4,323 %3,613 %763,146 %1,985 %4,265 %3,944 %4,320 %3,619 %773,158 %2,011 %4,262 %3,945 %4,316 %3,624 %783,169 %2,036 %4,260 %3,946 %4,313 %3,630 %793,180 %2,061 %4,257 %3,948 %4,310 %3,635 %803,191 %2,085 %4,255 %3,949 %4,306 %3,640 %813,201 %2,108 %4,252 %3,950 %4,303 %3,645 %823,212 %2,132 %4,250 %3,952 %4,300 %3,650 %833,222 %2,154 %4,247 %3,953 %4,297 %3,655 %843,232 %2,176 %4,245 %3,954 %4,294 %3,660 %853,241 %2,198 %4,243 %3,955 %4,291 %3,664 %863,251 %2,219 %4,240 %3,956 %4,289 %3,669 %873,260 %2,240 %4,238 %3,957 %4,286 %3,673 %883,269 %2,260 %4,236 %3,958 %4,283 %3,677 %893,277 %2,280 %4,234 %3,959 %4,281 %3,681 %903,286 %2,299 %4,232 %3,960 %4,278 %3,685 %913,294 %2,318 %4,230 %3,961 %4,276 %3,689 %923,303 %2,337 %4,228 %3,962 %4,273 %3,693 %933,311 %2,355 %4,226 %3,963 %4,271 %3,697 %943,318 %2,373 %4,224 %3,964 %4,268 %3,701 %953,326 %2,390 %4,222 %3,965 %4,266 %3,705 %

963,334 %2,407 %4,221 %3,966 %4,264 %3,708 %973,341 %2,424 %4,219 %3,967 %4,262 %3,712 %983,348 %2,440 %4,217 %3,968 %4,259 %3,715 %993,355 %2,456 %4,215 %3,969 %4,257 %3,719 %1003,362 %2,472 %4,214 %3,969 %4,255 %3,722 %1013,369 %2,488 %4,212 %3,970 %4,253 %3,725 %1023,376 %2,503 %4,211 %3,971 %4,251 %3,728 %1033,382 %2,518 %4,209 %3,972 %4,249 %3,731 %1043,388 %2,532 %4,207 %3,973 %4,247 %3,734 %1053,395 %2,547 %4,206 %3,973 %4,245 %3,737 %1063,401 %2,561 %4,205 %3,974 %4,244 %3,740 %1073,407 %2,575 %4,203 %3,975 %4,242 %3,743 %1083,413 %2,588 %4,202 %3,975 %4,240 %3,746 %1093,419 %2,601 %4,200 %3,976 %4,238 %3,749 %1103,424 %2,615 %4,199 %3,977 %4,237 %3,752 %1113,430 %2,627 %4,198 %3,977 %4,235 %3,754 %1123,436 %2,640 %4,196 %3,978 %4,233 %3,757 %1133,441 %2,652 %4,195 %3,979 %4,232 %3,760 %1143,446 %2,665 %4,194 %3,979 %4,230 %3,762 %1153,452 %2,677 %4,192 %3,980 %4,228 %3,765 %1163,457 %2,688 %4,191 %3,981 %4,227 %3,767 %1173,462 %2,700 %4,190 %3,981 %4,225 %3,769 %1183,467 %2,711 %4,189 %3,982 %4,224 %3,772 %1193,472 %2,722 %4,188 %3,982 %4,222 %3,774 %1203,476 %2,733 %4,186 %3,983 %4,221 %3,776 %1213,481 %2,744 %4,185 %3,983 %4,220 %3,779 %1223,486 %2,755 %4,184 %3,984 %4,218 %3,781 %1233,490 %2,765 %4,183 %3,985 %4,217 %3,783 %1243,495 %2,776 %4,182 %3,985 %4,216 %3,785 %1253,499 %2,786 %4,181 %3,986 %4,214 %3,787 %1263,504 %2,796 %4,180 %3,986 %4,213 %3,789 %1273,508 %2,805 %4,179 %3,987 %4,212 %3,791 %1283,512 %2,815 %4,178 %3,987 %4,210 %3,794 %1293,516 %2,825 %4,177 %3,988 %4,209 %3,795 %1303,520 %2,834 %4,176 %3,988 %4,208 %3,797 %1313,524 %2,843 %4,175 %3,989 %4,207 %3,799 %1323,528 %2,852 %4,174 %3,989 %4,205 %3,801 %1333,532 %2,861 %4,173 %3,989 %4,204 %3,803 %1343,536 %2,870 %4,172 %3,990 %4,203 %3,805 %1353,540 %2,879 %4,171 %3,990 %4,202 %3,807 %1363,544 %2,887 %4,170 %3,991 %4,201 %3,809 %1373,547 %2,896 %4,170 %3,991 %4,200 %3,810 % 1383,551 %2,904 %4,169 %3,992 %4,199 %3,812 %1393,555 %2,912 %4,168 %3,992 %4,198 %3,814 %1403,558 %2,920 %4,167 %3,993 %4,197 %3,815 %1413,562 %2,928 %4,166 %3,993 %4,196 %3,817 %1423,565 %2,936 %4,165 %3,993 %4,195 %3,819 %1433,568 %2,944 %4,165 %3,994 %4,194 %3,820 %1443,572 %2,952 %4,164 %3,994 %4,193 %3,822 %1453,575 %2,959 %4,163 %3,995 %4,192 %3,824 %1463,578 %2,967 %4,162 %3,995 %4,191 %3,825 %1473,582 %2,974 %4,161 %3,995 %4,190 %3,827 %1483,585 %2,981 %4,161 %3,996 %4,189 %3,828 %1493,588 %2,988 %4,160 %3,996 %4,188 %3,830 %1503,591 %2,995 %4,159 %3,996 %4,187 %3,831 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,739 %1,934 %1,209 %1,884 %2,511 %4,407 %2– 0,610 %2,034 %1,381 %1,980 %2,913 %4,756 %3– 0,453 %2,145 %1,550 %2,095 %3,178 %5,183 %4– 0,299 %2,251 %1,735 %2,159 %3,400 %5,440 %5– 0,176 %2,335 %1,886 %2,187 %3,610 %5,714 %6– 0,053 %2,425 %2,018 %2,215 %3,784 %5,910 %70,063 %2,497 %2,129 %2,241 %3,924 %6,198 %80,147 %2,562 %2,221 %2,267 %4,035 %6,327 %90,230 %2,619 %2,299 %2,298 %4,124 %6,325 %100,310 %2,661 %2,372 %2,321 %4,194 %6,419 %110,379 %2,707 %2,441 %2,349 %4,249 %6,503 %120,443 %2,754 %2,506 %2,378 %4,292 %6,552 %130,498 %2,795 %2,563 %2,399 %4,327 %6,574 %140,545 %2,829 %2,616 %2,416 %4,354 %6,576 %150,598 %2,856 %2,666 %2,431 %4,376 %6,563 %160,641 %2,877 %2,713 %2,445 %4,394 %6,540 %170,674 %2,893 %2,757 %2,457 %4,408 %6,509 %180,699 %2,904 %2,800 %2,466 %4,420 %6,471 %190,719 %2,913 %2,841 %2,469 %4,429 %6,430 %200,734 %2,920 %2,880 %2,467 %4,437 %6,386 %210,746 %2,925 %2,917 %2,460 %4,443 %6,341 %220,758 %2,928 %2,952 %2,449 %4,448 %6,294 %230,772 %2,928 %2,986 %2,437 %4,452 %6,247 %240,790 %2,925 %3,018 %2,426 %4,454 %6,200 %250,813 %2,919 %3,048 %2,416 %4,457 %6,153 %260,843 %2,910 %3,077 %2,410 %4,458 %6,107 %

270,877 %2,900 %3,105 %2,407 %4,459 %6,062 %280,914 %2,891 %3,131 %2,407 %4,460 %6,018 %290,953 %2,884 %3,156 %2,412 %4,460 %5,976 %300,994 %2,882 %3,181 %2,421 %4,460 %5,934 %311,036 %2,884 %3,204 %2,435 %4,460 %5,894 %321,078 %2,890 %3,226 %2,453 %4,459 %5,855 %331,119 %2,899 %3,247 %2,473 %4,459 %5,818 %341,161 %2,911 %3,267 %2,495 %4,458 %5,781 %351,202 %2,924 %3,286 %2,519 %4,457 %5,747 %361,242 %2,939 %3,304 %2,543 %4,456 %5,713 %371,281 %2,955 %3,322 %2,569 %4,455 %5,680 %381,319 %2,971 %3,339 %2,594 %4,453 %5,649 %391,356 %2,988 %3,355 %2,620 %4,452 %5,619 %401,392 %3,005 %3,371 %2,646 %4,451 %5,590 %411,427 %3,023 %3,386 %2,672 %4,449 %5,563 %421,461 %3,040 %3,400 %2,697 %4,448 %5,536 %431,494 %3,058 %3,414 %2,722 %4,447 %5,510 %441,526 %3,075 %3,428 %2,747 %4,445 %5,485 %451,556 %3,092 %3,441 %2,771 %4,444 %5,461 %461,586 %3,109 %3,453 %2,794 %4,443 %5,438 %471,615 %3,126 %3,465 %2,817 %4,441 %5,416 %481,643 %3,142 %3,476 %2,840 %4,440 %5,395 %491,670 %3,158 %3,487 %2,862 %4,439 %5,374 %501,696 %3,173 %3,498 %2,883 %4,437 %5,355 %511,721 %3,188 %3,508 %2,904 %4,436 %5,335 %521,745 %3,203 %3,518 %2,924 %4,435 %5,317 %531,769 %3,218 %3,528 %2,943 %4,434 %5,299 %541,792 %3,232 %3,537 %2,963 %4,432 %5,282 %551,814 %3,245 %3,546 %2,981 %4,431 %5,265 %561,835 %3,259 %3,555 %2,999 %4,430 %5,249 %571,856 %3,272 %3,563 %3,016 %4,429 %5,234 %581,876 %3,284 %3,572 %3,033 %4,428 %5,218 %591,895 %3,296 %3,579 %3,050 %4,427 %5,204 %601,914 %3,308 %3,587 %3,066 %4,425 %5,190 %611,932 %3,320 %3,594 %3,081 %4,424 %5,176 %621,950 %3,331 %3,602 %3,096 %4,423 %5,163 %631,967 %3,342 %3,609 %3,111 %4,422 %5,150 %641,984 %3,353 %3,615 %3,125 %4,421 %5,138 %652,000 %3,363 %3,622 %3,139 %4,420 %5,126 %662,016 %3,373 %3,628 %3,153 %4,419 %5,114 %672,031 %3,383 %3,635 %3,166 %4,418 %5,103 %682,046 %3,393 %3,641 %3,179 %4,417 %5,091 % 692,060 %3,402 %3,646 %3,191 %4,417 %5,081 %702,074 %3,411 %3,652 %3,203 %4,416 %5,070 %712,088 %3,420 %3,658 %3,215 %4,415 %5,060 %722,101 %3,429 %3,663 %3,226 %4,414 %5,050 %732,114 %3,437 %3,668 %3,237 %4,413 %5,041 %742,126 %3,445 %3,673 %3,248 %4,412 %5,031 %752,138 %3,453 %3,678 %3,259 %4,412 %5,022 %762,150 %3,461 %3,683 %3,269 %4,411 %5,013 %772,162 %3,468 %3,688 %3,279 %4,410 %5,005 %782,173 %3,476 %3,693 %3,289 %4,409 %4,996 %792,184 %3,483 %3,697 %3,298 %4,409 %4,988 %802,195 %3,490 %3,701 %3,308 %4,408 %4,980 %812,206 %3,497 %3,706 %3,317 %4,407 %4,972 %822,216 %3,504 %3,710 %3,326 %4,407 %4,965 %832,226 %3,510 %3,714 %3,334 %4,406 %4,957 %842,236 %3,517 %3,718 %3,343 %4,405 %4,950 %852,245 %3,523 %3,722 %3,351 %4,405 %4,943 %862,254 %3,529 %3,726 %3,359 %4,404 %4,936 %872,264 %3,535 %3,729 %3,367 %4,403 %4,929 %882,272 %3,541 %3,733 %3,375 %4,403 %4,923 %892,281 %3,546 %3,736 %3,382 %4,402 %4,916 %902,290 %3,552 %3,740 %3,390 %4,402 %4,910 %912,298 %3,557 %3,743 %3,397 %4,401 %4,904 %922,306 %3,563 %3,747 %3,404 %4,401 %4,898 %932,314 %3,568 %3,750 %3,411 %4,400 %4,892 %942,322 %3,573 %3,753 %3,418 %4,399 %4,886 %952,329 %3,578 %3,756 %3,424 %4,399 %4,881 %962,337 %3,583 %3,759 %3,431 %4,398 %4,875 %972,344 %3,588 %3,762 %3,437 %4,398 %4,870 %982,351 %3,592 %3,765 %3,443 %4,397 %4,864 %992,358 %3,597 %3,768 %3,450 %4,397 %4,859 %1002,365 %3,602 %3,771 %3,456 %4,397 %4,854 %1012,372 %3,606 %3,774 %3,461 %4,396 %4,849 %1022,379 %3,610 %3,776 %3,467 %4,396 %4,844 %1032,385 %3,615 %3,779 %3,473 %4,395 %4,839 %1042,392 %3,619 %3,782 %3,478 %4,395 %4,835 %1052,398 %3,623 %3,784 %3,484 %4,394 %4,830 %1062,404 %3,627 %3,787 %3,489 %4,394 %4,825 %1072,410 %3,631 %3,789 %3,494 %4,394 %4,821 %1082,416 %3,635 %3,791 %3,499 %4,393 %4,817 %1092,422 %3,638 %3,794 %3,505 %4,393 %4,812 %1102,427 %3,642 %3,796 %3,509 %4,392 %4,808 %

1112,433 %3,646 %3,798 %3,514 %4,392 %4,804 %1122,439 %3,649 %3,801 %3,519 %4,392 %4,800 %1132,444 %3,653 %3,803 %3,524 %4,391 %4,796 %1142,449 %3,657 %3,805 %3,528 %4,391 %4,792 %1152,454 %3,660 %3,807 %3,533 %4,391 %4,788 %1162,460 %3,663 %3,809 %3,537 %4,390 %4,784 %1172,465 %3,667 %3,811 %3,542 %4,390 %4,781 %1182,470 %3,670 %3,813 %3,546 %4,389 %4,777 %1192,474 %3,673 %3,815 %3,550 %4,389 %4,773 %1202,479 %3,676 %3,817 %3,554 %4,389 %4,770 %1212,484 %3,679 %3,819 %3,558 %4,389 %4,766 %1222,488 %3,682 %3,821 %3,562 %4,388 %4,763 %1232,493 %3,685 %3,823 %3,566 %4,388 %4,760 %1242,498 %3,688 %3,825 %3,570 %4,388 %4,756 %1252,502 %3,691 %3,827 %3,574 %4,387 %4,753 %1262,506 %3,694 %3,828 %3,578 %4,387 %4,750 %1272,511 %3,697 %3,830 %3,582 %4,387 %4,747 %1282,515 %3,699 %3,832 %3,585 %4,386 %4,744 %1292,519 %3,702 %3,834 %3,589 %4,386 %4,740 %1302,523 %3,705 %3,835 %3,592 %4,386 %4,737 %1312,527 %3,707 %3,837 %3,596 %4,386 %4,734 %1322,531 %3,710 %3,838 %3,599 %4,385 %4,732 %1332,535 %3,713 %3,840 %3,603 %4,385 %4,729 %1342,539 %3,715 %3,842 %3,606 %4,385 %4,726 %1352,542 %3,718 %3,843 %3,609 %4,385 %4,723 %1362,546 %3,720 %3,845 %3,613 %4,384 %4,720 %1372,550 %3,722 %3,846 %3,616 %4,384 %4,718 %1382,553 %3,725 %3,848 %3,619 %4,384 %4,715 %1392,557 %3,727 %3,849 %3,622 %4,384 %4,712 %1402,561 %3,729 %3,851 %3,625 %4,383 %4,710 %1412,564 %3,732 %3,852 %3,628 %4,383 %4,707 %1422,567 %3,734 %3,853 %3,631 %4,383 %4,705 %1432,571 %3,736 %3,855 %3,634 %4,383 %4,702 %1442,574 %3,738 %3,856 %3,637 %4,382 %4,700 %1452,577 %3,741 %3,857 %3,640 %4,382 %4,697 %1462,581 %3,743 %3,859 %3,642 %4,382 %4,695 %1472,584 %3,745 %3,860 %3,645 %4,382 %4,693 %1482,587 %3,747 %3,861 %3,648 %4,381 %4,690 %1492,590 %3,749 %3,863 %3,651 %4,381 %4,688 %1502,593 %3,751 %3,864 %3,653 %4,381 %4,686 % Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,701 %6,558 %7,822 %0,296 %1,978 %6,674 %22,060 %6,744 %7,533 %0,397 %2,126 %6,684 %32,243 %6,947 %7,359 %0,483 %2,278 %6,800 %42,339 %7,126 %7,329 %0,559 %2,416 %6,938 %52,412 %7,273 %7,339 %0,629 %2,548 %7,080 %62,462 %7,394 %7,398 %0,707 %2,668 %7,227 %72,496 %7,480 %7,481 %0,763 %2,778 %7,365 %82,523 %7,554 %7,565 %0,833 %2,874 %7,487 %92,553 %7,607 %7,646 %0,900 %2,957 %7,600 %102,594 %7,640 %7,719 %0,950 %3,030 %7,702 %112,647 %7,649 %7,785 %1,014 %3,101 %7,802 %122,697 %7,638 %7,844 %1,090 %3,167 %7,898 %132,733 %7,614 %7,896 %1,173 %3,222 %7,986 %142,762 %7,581 %7,944 %1,260 %3,269 %8,060 %152,788 %7,540 %7,988 %1,348 %3,310 %8,112 %162,816 %7,495 %8,028 %1,435 %3,345 %8,137 %172,846 %7,447 %8,061 %1,520 %3,376 %8,141 %182,876 %7,397 %8,085 %1,603 %3,404 %8,128 %192,906 %7,346 %8,097 %1,683 %3,429 %8,102 %202,936 %7,295 %8,094 %1,759 %3,453 %8,066 %212,966 %7,244 %8,077 %1,833 %3,474 %8,023 %222,995 %7,193 %8,047 %1,904 %3,494 %7,974 %233,023 %7,144 %8,007 %1,971 %3,513 %7,922 %243,051 %7,095 %7,961 %2,035 %3,530 %7,867 %253,078 %7,048 %7,909 %2,097 %3,547 %7,811 %263,104 %7,002 %7,853 %2,155 %3,562 %7,754 %273,129 %6,958 %7,795 %2,211 %3,576 %7,696 %283,153 %6,915 %7,735 %2,264 %3,590 %7,640 %293,176 %6,873 %7,675 %2,315 %3,603 %7,584 %303,199 %6,833 %7,614 %2,364 %3,615 %7,529 %313,220 %6,795 %7,554 %2,410 %3,627 %7,475 %323,241 %6,758 %7,495 %2,454 %3,638 %7,422 %333,261 %6,722 %7,437 %2,496 %3,648 %7,371 %343,280 %6,688 %7,380 %2,536 %3,658 %7,322 %353,298 %6,655 %7,325 %2,575 %3,668 %7,274 %363,316 %6,623 %7,271 %2,612 %3,677 %7,228 %373,333 %6,593 %7,219 %2,647 %3,686 %7,183 %383,350 %6,563 %7,169 %2,681 %3,694 %7,140 %393,365 %6,535 %7,120 %2,713 %3,702 %7,099 %403,381 %6,508 %7,073 %2,744 %3,710 %7,059 %413,395 %6,482 %7,027 %2,773 %3,717 %7,020 %423,409 %6,457 %6,983 %2,802 %3,724 %6,983 %

433,423 %6,433 %6,941 %2,829 %3,731 %6,948 %443,436 %6,410 %6,901 %2,855 %3,738 %6,913 %453,448 %6,387 %6,861 %2,881 %3,744 %6,880 %463,461 %6,366 %6,823 %2,905 %3,750 %6,848 %473,472 %6,345 %6,787 %2,928 %3,756 %6,817 %483,484 %6,325 %6,752 %2,951 %3,761 %6,788 %493,494 %6,306 %6,718 %2,972 %3,767 %6,759 %503,505 %6,288 %6,685 %2,993 %3,772 %6,732 %513,515 %6,270 %6,654 %3,013 %3,777 %6,705 %523,525 %6,253 %6,624 %3,032 %3,782 %6,680 %533,534 %6,236 %6,594 %3,051 %3,787 %6,655 %543,544 %6,220 %6,566 %3,069 %3,791 %6,631 %553,552 %6,204 %6,539 %3,087 %3,796 %6,608 %563,561 %6,189 %6,512 %3,103 %3,800 %6,586 %573,569 %6,175 %6,487 %3,120 %3,804 %6,564 %583,577 %6,161 %6,462 %3,135 %3,808 %6,544 %593,585 %6,147 %6,438 %3,151 %3,812 %6,523 %603,593 %6,134 %6,415 %3,165 %3,816 %6,504 %613,600 %6,121 %6,393 %3,180 %3,820 %6,485 %623,607 %6,109 %6,371 %3,194 %3,823 %6,467 %633,614 %6,097 %6,350 %3,207 %3,827 %6,449 %643,621 %6,085 %6,330 %3,220 %3,830 %6,432 %653,627 %6,074 %6,310 %3,233 %3,833 %6,415 %663,633 %6,063 %6,291 %3,245 %3,836 %6,399 %673,640 %6,053 %6,272 %3,257 %3,839 %6,384 %683,646 %6,042 %6,254 %3,268 %3,842 %6,368 %693,651 %6,032 %6,237 %3,280 %3,845 %6,354 %703,657 %6,023 %6,220 %3,290 %3,848 %6,339 %713,662 %6,013 %6,203 %3,301 %3,851 %6,325 %723,668 %6,004 %6,187 %3,311 %3,854 %6,312 %733,673 %5,995 %6,172 %3,321 %3,856 %6,298 %743,678 %5,986 %6,156 %3,331 %3,859 %6,286 %753,683 %5,978 %6,141 %3,341 %3,861 %6,273 %763,688 %5,970 %6,127 %3,350 %3,864 %6,261 %773,692 %5,962 %6,113 %3,359 %3,866 %6,249 %783,697 %5,954 %6,099 %3,368 %3,868 %6,238 %793,701 %5,946 %6,086 %3,376 %3,871 %6,226 %803,706 %5,939 %6,073 %3,385 %3,873 %6,215 %813,710 %5,931 %6,060 %3,393 %3,875 %6,205 %823,714 %5,924 %6,048 %3,401 %3,877 %6,194 %833,718 %5,917 %6,036 %3,409 %3,879 %6,184 %843,722 %5,911 %6,024 %3,416 %3,881 %6,174 % 853,726 %5,904 %6,013 %3,424 %3,883 %6,164 %863,730 %5,897 %6,001 %3,431 %3,885 %6,155 %873,733 %5,891 %5,990 %3,438 %3,887 %6,145 %883,737 %5,885 %5,980 %3,445 %3,889 %6,136 %893,740 %5,879 %5,969 %3,452 %3,891 %6,127 %903,744 %5,873 %5,959 %3,458 %3,892 %6,119 %913,747 %5,867 %5,949 %3,465 %3,894 %6,110 %923,750 %5,862 %5,939 %3,471 %3,896 %6,102 %933,754 %5,856 %5,929 %3,477 %3,897 %6,094 %943,757 %5,851 %5,920 %3,483 %3,899 %6,086 %953,760 %5,846 %5,911 %3,489 %3,901 %6,078 %963,763 %5,840 %5,902 %3,495 %3,902 %6,071 %973,766 %5,835 %5,893 %3,501 %3,904 %6,063 %983,769 %5,830 %5,884 %3,507 %3,905 %6,056 %993,772 %5,825 %5,876 %3,512 %3,907 %6,049 %1003,774 %5,821 %5,868 %3,517 %3,908 %6,042 %1013,777 %5,816 %5,860 %3,523 %3,909 %6,035 %1023,780 %5,811 %5,852 %3,528 %3,911 %6,028 %1033,782 %5,807 %5,844 %3,533 %3,912 %6,021 %1043,785 %5,803 %5,836 %3,538 %3,913 %6,015 %1053,787 %5,798 %5,829 %3,543 %3,915 %6,009 %1063,790 %5,794 %5,821 %3,547 %3,916 %6,002 %1073,792 %5,790 %5,814 %3,552 %3,917 %5,996 %1083,795 %5,786 %5,807 %3,557 %3,918 %5,990 %1093,797 %5,782 %5,800 %3,561 %3,920 %5,984 %1103,799 %5,778 %5,793 %3,566 %3,921 %5,979 %1113,802 %5,774 %5,786 %3,570 %3,922 %5,973 %1123,804 %5,770 %5,780 %3,574 %3,923 %5,967 %1133,806 %5,766 %5,773 %3,579 %3,924 %5,962 %1143,808 %5,763 %5,767 %3,583 %3,925 %5,956 %1153,810 %5,759 %5,761 %3,587 %3,926 %5,951 %1163,812 %5,756 %5,754 %3,591 %3,928 %5,946 %1173,814 %5,752 %5,748 %3,595 %3,929 %5,941 %1183,816 %5,749 %5,743 %3,598 %3,930 %5,936 %1193,818 %5,745 %5,737 %3,602 %3,931 %5,931 %1203,820 %5,742 %5,731 %3,606 %3,932 %5,926 %1213,822 %5,739 %5,725 %3,610 %3,933 %5,921 %1223,824 %5,736 %5,720 %3,613 %3,934 %5,917 %1233,826 %5,733 %5,714 %3,617 %3,934 %5,912 %1243,828 %5,729 %5,709 %3,620 %3,935 %5,907 %1253,829 %5,726 %5,704 %3,624 %3,936 %5,903 %1263,831 %5,723 %5,698 %3,627 %3,937 %5,899 %

1273,833 %5,720 %5,693 %3,630 %3,938 %5,894 %1283,835 %5,718 %5,688 %3,634 %3,939 %5,890 %1293,836 %5,715 %5,683 %3,637 %3,940 %5,886 %1303,838 %5,712 %5,678 %3,640 %3,941 %5,882 %1313,839 %5,709 %5,674 %3,643 %3,942 %5,878 %1323,841 %5,706 %5,669 %3,646 %3,942 %5,874 %1333,843 %5,704 %5,664 %3,649 %3,943 %5,870 %1343,844 %5,701 %5,660 %3,652 %3,944 %5,866 %1353,846 %5,698 %5,655 %3,655 %3,945 %5,862 %1363,847 %5,696 %5,651 %3,658 %3,946 %5,858 %1373,849 %5,693 %5,646 %3,661 %3,946 %5,854 %1383,850 %5,691 %5,642 %3,664 %3,947 %5,851 %1393,852 %5,688 %5,638 %3,667 %3,948 %5,847 %1403,853 %5,686 %5,633 %3,669 %3,948 %5,844 %1413,854 %5,684 %5,629 %3,672 %3,949 %5,840 %1423,856 %5,681 %5,625 %3,675 %3,950 %5,837 %1433,857 %5,679 %5,621 %3,677 %3,951 %5,833 %1443,858 %5,677 %5,617 %3,680 %3,951 %5,830 %1453,860 %5,674 %5,613 %3,682 %3,952 %5,827 %1463,861 %5,672 %5,609 %3,685 %3,953 %5,823 %1473,862 %5,670 %5,606 %3,687 %3,953 %5,820 %1483,864 %5,668 %5,602 %3,690 %3,954 %5,817 %1493,865 %5,666 %5,598 %3,692 %3,955 %5,814 %1503,866 %5,664 %5,594 %3,695 %3,955 %5,811 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,112 %3,265 %3,557 %6,720 %1,584 %1,742 %26,987 %3,379 %3,577 %6,534 %1,777 %1,918 %37,760 %3,469 %3,604 %6,589 %1,904 %2,019 %48,343 %3,551 %3,636 %6,722 %2,007 %2,081 %58,735 %3,632 %3,666 %6,840 %2,087 %2,122 %69,009 %3,664 %3,724 %6,926 %2,167 %2,151 %79,199 %3,683 %3,787 %6,983 %2,243 %2,171 %89,336 %3,714 %3,837 %7,026 %2,308 %2,188 %99,442 %3,750 %3,881 %7,053 %2,366 %2,205 %109,528 %3,786 %3,926 %7,059 %2,419 %2,228 %119,568 %3,817 %3,973 %7,044 %2,470 %2,255 %129,568 %3,845 %4,023 %7,013 %2,520 %2,278 %139,539 %3,869 %4,073 %6,970 %2,570 %2,291 %149,488 %3,890 %4,124 %6,919 %2,616 %2,297 %159,422 %3,909 %4,176 %6,863 %2,657 %2,298 % 169,344 %3,927 %4,230 %6,804 %2,690 %2,297 %179,259 %3,943 %4,283 %6,742 %2,718 %2,297 %189,168 %3,958 %4,332 %6,680 %2,744 %2,301 %199,074 %3,971 %4,375 %6,618 %2,769 %2,309 %208,978 %3,984 %4,411 %6,555 %2,794 %2,323 %218,882 %3,996 %4,439 %6,494 %2,820 %2,344 %228,786 %4,007 %4,460 %6,434 %2,848 %2,371 %238,692 %4,017 %4,475 %6,376 %2,876 %2,401 %248,599 %4,027 %4,486 %6,319 %2,903 %2,433 %258,509 %4,036 %4,493 %6,264 %2,931 %2,467 %268,421 %4,045 %4,497 %6,211 %2,959 %2,502 %278,336 %4,053 %4,499 %6,159 %2,986 %2,537 %288,253 %4,061 %4,498 %6,110 %3,012 %2,572 %298,173 %4,069 %4,496 %6,062 %3,038 %2,607 %308,097 %4,076 %4,493 %6,016 %3,062 %2,641 %318,023 %4,083 %4,489 %5,972 %3,087 %2,675 %327,952 %4,089 %4,484 %5,930 %3,110 %2,707 %337,884 %4,095 %4,478 %5,889 %3,133 %2,739 %347,818 %4,101 %4,472 %5,850 %3,155 %2,770 %357,755 %4,107 %4,466 %5,813 %3,176 %2,800 %367,695 %4,112 %4,459 %5,777 %3,196 %2,829 %377,637 %4,118 %4,453 %5,742 %3,216 %2,858 %387,581 %4,123 %4,446 %5,709 %3,235 %2,885 %397,528 %4,127 %4,439 %5,677 %3,253 %2,911 %407,477 %4,132 %4,432 %5,647 %3,271 %2,936 %417,428 %4,137 %4,425 %5,617 %3,288 %2,961 %427,381 %4,141 %4,418 %5,589 %3,304 %2,984 %437,336 %4,145 %4,411 %5,562 %3,320 %3,007 %447,292 %4,149 %4,405 %5,536 %3,335 %3,029 %457,250 %4,153 %4,398 %5,511 %3,350 %3,050 %467,210 %4,157 %4,392 %5,486 %3,364 %3,070 %477,172 %4,160 %4,386 %5,463 %3,377 %3,090 %487,134 %4,164 %4,380 %5,441 %3,391 %3,109 %497,099 %4,167 %4,374 %5,419 %3,403 %3,127 %507,064 %4,170 %4,368 %5,398 %3,415 %3,145 %517,031 %4,173 %4,362 %5,378 %3,427 %3,162 %526,999 %4,177 %4,357 %5,359 %3,439 %3,178 %536,968 %4,180 %4,351 %5,340 %3,450 %3,194 %546,939 %4,182 %4,346 %5,322 %3,461 %3,210 %556,910 %4,185 %4,341 %5,305 %3,471 %3,224 %566,882 %4,188 %4,336 %5,288 %3,481 %3,239 %576,855 %4,190 %4,332 %5,272 %3,491 %3,253 %

586,830 %4,193 %4,327 %5,256 %3,500 %3,266 %596,805 %4,195 %4,322 %5,241 %3,509 %3,279 %606,780 %4,198 %4,318 %5,226 %3,518 %3,292 %616,757 %4,200 %4,314 %5,212 %3,526 %3,304 %626,734 %4,202 %4,310 %5,198 %3,535 %3,316 %636,712 %4,205 %4,306 %5,185 %3,543 %3,327 %646,691 %4,207 %4,302 %5,172 %3,551 %3,339 %656,670 %4,209 %4,298 %5,159 %3,558 %3,349 %666,650 %4,211 %4,294 %5,147 %3,565 %3,360 %676,631 %4,213 %4,291 %5,135 %3,573 %3,370 %686,612 %4,215 %4,287 %5,124 %3,580 %3,380 %696,593 %4,217 %4,284 %5,112 %3,586 %3,390 %706,576 %4,218 %4,281 %5,102 %3,593 %3,399 %716,558 %4,220 %4,277 %5,091 %3,599 %3,408 %726,542 %4,222 %4,274 %5,081 %3,605 %3,417 %736,525 %4,224 %4,271 %5,071 %3,611 %3,426 %746,509 %4,225 %4,268 %5,061 %3,617 %3,434 %756,494 %4,227 %4,265 %5,051 %3,623 %3,442 %766,479 %4,228 %4,263 %5,042 %3,629 %3,450 %776,464 %4,230 %4,260 %5,033 %3,634 %3,458 %786,449 %4,231 %4,257 %5,024 %3,639 %3,465 %796,436 %4,233 %4,255 %5,016 %3,645 %3,473 %806,422 %4,234 %4,252 %5,008 %3,650 %3,480 %816,409 %4,236 %4,250 %4,999 %3,655 %3,487 %826,396 %4,237 %4,247 %4,991 %3,659 %3,494 %836,383 %4,238 %4,245 %4,984 %3,664 %3,500 %846,371 %4,240 %4,242 %4,976 %3,669 %3,507 %856,359 %4,241 %4,240 %4,969 %3,673 %3,513 %866,347 %4,242 %4,238 %4,962 %3,677 %3,519 %876,335 %4,243 %4,236 %4,955 %3,682 %3,526 %886,324 %4,245 %4,234 %4,948 %3,686 %3,532 %896,313 %4,246 %4,232 %4,941 %3,690 %3,537 %906,302 %4,247 %4,230 %4,934 %3,694 %3,543 %916,292 %4,248 %4,228 %4,928 %3,698 %3,549 %926,282 %4,249 %4,226 %4,922 %3,702 %3,554 %936,271 %4,250 %4,224 %4,915 %3,705 %3,559 %946,262 %4,251 %4,222 %4,909 %3,709 %3,565 %956,252 %4,252 %4,220 %4,904 %3,713 %3,570 %966,243 %4,253 %4,218 %4,898 %3,716 %3,575 %976,233 %4,254 %4,217 %4,892 %3,720 %3,579 %986,224 %4,255 %4,215 %4,887 %3,723 %3,584 %996,215 %4,256 %4,213 %4,881 %3,726 %3,589 % 1006,207 %4,257 %4,212 %4,876 %3,729 %3,594 %1016,198 %4,258 %4,210 %4,871 %3,733 %3,598 %1026,190 %4,259 %4,208 %4,865 %3,736 %3,603 %1036,182 %4,260 %4,207 %4,860 %3,739 %3,607 %1046,174 %4,261 %4,205 %4,856 %3,742 %3,611 %1056,166 %4,262 %4,204 %4,851 %3,745 %3,615 %1066,158 %4,262 %4,203 %4,846 %3,748 %3,619 %1076,150 %4,263 %4,201 %4,841 %3,750 %3,623 %1086,143 %4,264 %4,200 %4,837 %3,753 %3,627 %1096,136 %4,265 %4,198 %4,832 %3,756 %3,631 %1106,129 %4,266 %4,197 %4,828 %3,759 %3,635 %1116,121 %4,266 %4,196 %4,824 %3,761 %3,639 %1126,115 %4,267 %4,194 %4,819 %3,764 %3,642 %1136,108 %4,268 %4,193 %4,815 %3,766 %3,646 %1146,101 %4,268 %4,192 %4,811 %3,769 %3,650 %1156,095 %4,269 %4,191 %4,807 %3,771 %3,653 %1166,088 %4,270 %4,189 %4,803 %3,774 %3,656 %1176,082 %4,271 %4,188 %4,799 %3,776 %3,660 %1186,076 %4,271 %4,187 %4,795 %3,778 %3,663 %1196,069 %4,272 %4,186 %4,792 %3,781 %3,666 %1206,063 %4,273 %4,185 %4,788 %3,783 %3,669 %1216,058 %4,273 %4,184 %4,784 %3,785 %3,673 %1226,052 %4,274 %4,182 %4,781 %3,787 %3,676 %1236,046 %4,274 %4,181 %4,777 %3,789 %3,679 %1246,040 %4,275 %4,180 %4,774 %3,791 %3,682 %1256,035 %4,276 %4,179 %4,770 %3,793 %3,685 %1266,029 %4,276 %4,178 %4,767 %3,796 %3,688 %1276,024 %4,277 %4,177 %4,764 %3,798 %3,690 %1286,019 %4,277 %4,176 %4,761 %3,799 %3,693 %1296,014 %4,278 %4,175 %4,757 %3,801 %3,696 %1306,008 %4,278 %4,174 %4,754 %3,803 %3,699 %1316,003 %4,279 %4,173 %4,751 %3,805 %3,701 %1325,998 %4,280 %4,172 %4,748 %3,807 %3,704 %1335,993 %4,280 %4,172 %4,745 %3,809 %3,707 %1345,989 %4,281 %4,171 %4,742 %3,811 %3,709 %1355,984 %4,281 %4,170 %4,739 %3,812 %3,712 %1365,979 %4,282 %4,169 %4,736 %3,814 %3,714 %1375,975 %4,282 %4,168 %4,734 %3,816 %3,717 %1385,970 %4,283 %4,167 %4,731 %3,818 %3,719 %1395,966 %4,283 %4,166 %4,728 %3,819 %3,721 %1405,961 %4,284 %4,165 %4,725 %3,821 %3,724 %1415,957 %4,284 %4,165 %4,723 %3,823 %3,726 %

1425,953 %4,284 %4,164 %4,720 %3,824 %3,728 %1435,948 %4,285 %4,163 %4,717 %3,826 %3,731 %1445,944 %4,285 %4,162 %4,715 %3,827 %3,733 %1455,940 %4,286 %4,161 %4,712 %3,829 %3,735 %1465,936 %4,286 %4,161 %4,710 %3,830 %3,737 %1475,932 %4,287 %4,160 %4,707 %3,832 %3,739 %1485,928 %4,287 %4,159 %4,705 %3,833 %3,741 %1495,924 %4,288 %4,158 %4,703 %3,835 %3,743 %1505,920 %4,288 %4,158 %4,700 %3,836 %3,745 %Term to maturity (in years)Turkish liraUS dollarYen115,680 %2,334 %– 0,069 %215,518 %2,498 %– 0,050 %315,039 %2,581 %– 0,034 %414,462 %2,612 %– 0,015 %513,447 %2,626 %0,008 %613,099 %2,639 %0,034 %712,961 %2,653 %0,063 %812,571 %2,670 %0,094 %912,026 %2,687 %0,127 %1011,479 %2,702 %0,162 %1111,008 %2,723 %0,200 %1210,610 %2,732 %0,240 %1310,268 %2,740 %0,279 %149,970 %2,751 %0,319 %159,708 %2,761 %0,358 %169,474 %2,769 %0,395 %179,266 %2,775 %0,431 %189,077 %2,779 %0,466 %198,906 %2,781 %0,498 %208,750 %2,782 %0,529 %218,607 %2,781 %0,558 %228,476 %2,778 %0,584 %238,354 %2,775 %0,607 %248,241 %2,771 %0,625 %258,136 %2,767 %0,640 %268,039 %2,762 %0,650 %277,948 %2,757 %0,660 %287,862 %2,751 %0,671 %297,782 %2,745 %0,687 %307,706 %2,739 %0,709 % 317,635 %2,733 %0,737 %327,568 %2,727 %0,771 %337,504 %2,721 %0,808 %347,444 %2,714 %0,849 %357,387 %2,708 %0,891 %367,333 %2,702 %0,935 %377,282 %2,696 %0,979 %387,233 %2,690 %1,023 %397,186 %2,684 %1,067 %407,142 %2,678 %1,111 %417,100 %2,672 %1,154 %427,059 %2,666 %1,197 %437,020 %2,660 %1,238 %446,983 %2,656 %1,279 %456,948 %2,653 %1,319 %466,914 %2,652 %1,357 %476,881 %2,652 %1,395 %486,850 %2,654 %1,432 %496,819 %2,658 %1,467 %506,790 %2,665 %1,502 %516,763 %2,673 %1,535 %526,736 %2,683 %1,568 %536,710 %2,695 %1,599 %546,685 %2,707 %1,630 %556,661 %2,721 %1,660 %566,637 %2,735 %1,689 %576,615 %2,750 %1,716 %586,593 %2,765 %1,744 %596,572 %2,780 %1,770 %606,552 %2,796 %1,795 %616,532 %2,812 %1,820 %626,513 %2,827 %1,844 %636,495 %2,843 %1,867 %646,477 %2,858 %1,890 %656,460 %2,874 %1,912 %666,443 %2,889 %1,933 %676,427 %2,904 %1,954 %686,411 %2,919 %1,974 %696,395 %2,933 %1,994 %706,380 %2,948 %2,013 %716,366 %2,962 %2,032 %726,352 %2,976 %2,050 % 736,338 %2,989 %2,067 %746,325 %3,003 %2,084 %756,312 %3,016 %2,101 %766,299 %3,029 %2,117 %776,287 %3,041 %2,133 %786,275 %3,054 %2,149 %796,263 %3,066 %2,164 %806,251 %3,078 %2,178 %816,240 %3,089 %2,193 %826,229 %3,100 %2,207 %836,219 %3,112 %2,220 %846,208 %3,122 %2,234 %856,198 %3,133 %2,247 %866,188 %3,143 %2,260 %876,179 %3,154 %2,272 %886,169 %3,164 %2,284 %896,160 %3,173 %2,296 %906,151 %3,183 %2,308 %916,142 %3,192 %2,319 %926,134 %3,202 %2,330 %936,125 %3,211 %2,341 %946,117 %3,219 %2,352 %956,109 %3,228 %2,362 %966,101 %3,237 %2,373 %976,093 %3,245 %2,383 %986,085 %3,253 %2,392 %996,078 %3,261 %2,402 %1006,071 %3,269 %2,411 %1016,063 %3,276 %2,421 %1026,056 %3,284 %2,430 %1036,050 %3,291 %2,439 %1046,043 %3,299 %2,447 %1056,036 %3,306 %2,456 %1066,030 %3,313 %2,464 %1076,023 %3,320 %2,473 %1086,017 %3,326 %2,481 %1096,011 %3,333 %2,489 %1106,005 %3,339 %2,496 %1115,999 %3,346 %2,504 %1125,993 %3,352 %2,512 %1135,988 %3,358 %2,519 %1145,982 %3,364 %2,526 %

1155,976 %3,370 %2,533 %1165,971 %3,376 %2,540 %1175,966 %3,382 %2,547 %1185,960 %3,387 %2,554 %1195,955 %3,393 %2,561 %1205,950 %3,398 %2,567 %1215,945 %3,404 %2,574 %1225,940 %3,409 %2,580 %1235,936 %3,414 %2,586 %1245,931 %3,419 %2,592 %1255,926 %3,424 %2,598 %1265,922 %3,429 %2,604 %1275,917 %3,434 %2,610 %1285,913 %3,439 %2,616 %1295,908 %3,444 %2,622 %1305,904 %3,448 %2,627 %1315,900 %3,453 %2,633 %1325,896 %3,457 %2,638 %1335,891 %3,462 %2,644 %1345,887 %3,466 %2,649 %1355,883 %3,471 %2,654 %1365,879 %3,475 %2,659 %1375,876 %3,479 %2,664 %1385,872 %3,483 %2,669 %1395,868 %3,487 %2,674 %1405,864 %3,491 %2,679 %1415,861 %3,495 %2,683 %1425,857 %3,499 %2,688 %1435,853 %3,503 %2,693 %1445,850 %3,507 %2,697 %1455,846 %3,510 %2,702 %1465,843 %3,514 %2,706 %1475,840 %3,518 %2,711 %1485,836 %3,521 %2,715 %1495,833 %3,525 %2,719 %1505,830 %3,528 %2,723 %

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 RepublicCyprusDenmark100335027120041514413014653500403505450051454565406155758560726605105708376251256093864513530104966514520Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004184172000025642431000226427430001964285400017942965000175430760001724318701017723298130178133109130181433Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501704214121202404318151602704420171802804522192002904 6232121030047252223031048262324132049282425233041029252633304Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1271013205002441817231200350201928160045022213218005542322362000656252439210075726254123008562826422400953292643250010522727422600Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120185000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico101109009201809009313009001042380900105240090010634309001073450900108743090010954009101010543091010 Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000410042000712043000712044000614045020515046050515047080716048013081604901908160410019091604Duration (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 61621471252395751181262147125239575970372347117235571804482650119234570674510285512223457057261131591262345705707123361129234570570812346012723457057091235601262345705701013366012623457057011133760126234570570121438601262345705701314386012623457057014143960126234570570

15143960126234570570161439601262345705701714386012623457057018143860126234570570191439601262345705702015396012623457057021153960126234570570221639601262345705702317396012623457057024183960126234570570251839601262345705702619396012623457057027203960126234570570282139601262345705702921396012623457057030223960126234570570 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 611125511292435801205213285313224558299131430551242425788224153357126241577689517356212924157758461737651332405765767183966135239576576817396513223957557591739651312385755751017406513023857457411174164130238574574121741641292375735731317416312923657357314174163128236572572151640621282355725721615406212723557157117153961127235571571181539611272345715711915396112723557157120164062127235571571 21164062128235572572221740621282355725722318416212823657257224184163128236572572251941631282365725722619416312823657257227204163128236572572282141631282365725722921416312823657257230224163128236572572 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 616214612523857511812621461252385759703723471172355718044825501192345706745928551222335705726113059126233570570712336112923357057081233601272335705709123460126233570570101336601262335705701113376012623357057012143860126233570570131438601262335705701414386012623357057015143860126233570570161438601262335705701714386012623357057018143860126233570570191438601262335705702015386012623357057021153860126233570570221638601262335705702317386012623357057024183860126233570570251838601262335705702619386012623357057027203860126233570570282138601262335705702921386012623357057030223860126233570570 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 618499125203317654118828095121199313649981384100124194312648813482991241933086446835811001271933056416416801001281963036396397791001271963006376378779912619329963563597699124190298634634107396120186294630630117194118183291627627127093116182289626626136993115181289625625146993115180288625625156893115180288624624166892114179287623623176791113179286623623186691113178286622622196690112177285621621206589111177284621621216488110176284620620226388109175283619619236287109174282618618246186108173281617617256085106172280616616265983105171279615615275882104170277614614285781103169276613613295680102168275612612305579101167274611611 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 6192450128242579118021126521302445819693143054124242578804415335712624157767551736631292415775776183866134241577577719406813624157757781940671342405775779184166132240576576

101841661312395765761118426513123957557512194265131238575575131943651302385745741418436413023857457415184264130237574574161842641292375735731717426412923757357318174264129237573573191742641292375735732018426413023757457421184264130238574574221843651302385745742319436513023857457424194365130238574574251943651302385745742619436513023857457427204365130238574574282143651302385745742921436513023857457430224365130238574574 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 615267921702846211189255709617428862597836177101171289625812464821071752906266815678511217929162762766887116183290627627768891171852906266268678911518228962562596688114180287624624106588112178286622622116487111176284620620126386109175282619619136185108173281617617146084106172279616616155983105170278615615165882104169277613613175781103168276613613185680102168275612612195579101167275611611205579101166274610610 215478100166273610610225377991652726096092352779816427260860824527698163271607607255175971622706066062650749616126960660627497395161268605605284872941602676046042947719315926760360330467193158266602602 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 615204612423857411802520461242385749693622471162345708034725491182335696745927551212335695726103058126233569569711326012823356956981133591262335695699113459125233569569101235591252335695691112366012523356956912133760125233569569131337601252335695691414386012523356956915133860125233569569161338601252335695691713386012523356956918143860125233569569191438601252335695692015386012523356956921153860125233569569221638601252335695692317386012523356956924183860125233569569251838601252335695692619386012523356956927203860125233569569282138601252335695692921386012523356956930223860125233569569 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 617255715725759312042725571572575939893827561412535898204102958130251587687511315911725058658661435621092495855857153763101247584584816386193246583583919456488245582582101845628424458158111174460832445805801217436184243579579131744618424257857814174461842415785781517446184240577577161744618423957557517174461842385755751817446184237574574191744618423757457420174461842385745742117446184238575575221744618423857457423174461842375745742418446184237573573251844618423657357326194461842365725722720446184236572572282144618423557257229214461842355715713022446184234571571 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 618710212820632065612322849912520331765410163831001241943116488454821001241933086447115819912719330564164168099128195302639639778991271953006366368769712419129763463497396121187295631631

107295120185293629629117194118184291628628127094116182289626626136892115180288624624146791113179286623623156690112177285621621166489110176284620620176387109175283619619186286108174282618618196185107173281617617206185107172280616616216084106171279615615225983105170278614614235882104169277613613245781103168276612612255680102167275611611265579101166274610610275478100165273609609285377991642726086082952769816327160760730517597162270606606 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 616075101179293629121125974100178292628995359759916928762382645976101169284621694558771041702826186186577710517328061661675778105174278615615855771031702776136139547610116827561161110537610016627461061011527699165273609609125276991642726086081352769816327160760714517597163270607607155075961622706066061649739516126960560517497395160268604604184872941602676046041947729415926760360320477193159267603603 21477193159266603603224771931582666026022346709215826560260224457092157265601601254569911562646006002644689015626360060027436890155263599599284367891542625985982942668815426159859830416687153261597597 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 61314671150263600120923146721502646009953314772141259596825432497414225759469153251781442565935936335281148255592592733548215025459159183254801472545905909315479146253589589103154791452525895891131557814425158858812315577143251587587133054771422505865861430547614124958658615295375141248585585162852741402475845841728527413924758358318275173139246583583192751731392465835832027517313924658358321275173139246583583222751731392465835832327517313824658358324275173138246582582252651731382465825822626507213824558258227265072138245582582282650721372455815812925507213724558158130254971137244581581 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 61032610421855511742152710521955696432528982165527994363110021555167054936103214551568641140107214551551751442110214551551861441108214551551971541107214551551108164110721455155111819421082165525521291841106214551551131020421082155525521411204210721555155115111941106214550550161218391052135495491712173910521354954918141840105213549549191419401052135505502015194110621455055021152041107214551551221620411072145515512317224110721455155124182241107214551551251823421072145515512619234310621455055027192545106214550550282125461062145505502921264710621455055030222748106214550550 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 614762881662806161224247628816628061610053486488158276612833448669015927461069854967941612736096096496897164271608608749709716627060760784869961632696066069476995161268605605

104669941602676046041146709315926660360312467092158266602602134569921572656016011445699115626460160115446890156263600600164367891552625995991743678915426259859818426688154261598598194266881532615975972041668815326159759721416587153261597597224165871532605975972340658715226059659624406486152259596596253964851512595955952639638515025859459427386284150257594594283762841492575935932937618314825659359330366082148255592592 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 611530561342485841211219346013825258899532340641342515888254274569138253589692530497614225459159162949771452525885887345583151256592592833548114825459159193456821482555925921036598314925759359311386185150258594594123963851512595955951340648615125959559514406486152259596596154064861522595965961640648615125959559517406486151259595595183963851502585955951938638515025859459420386385150258594594 21386384150258594594223862841502575945942338628414925759459424376284149257593593253761831492565935932636618314825659259227366082148255592592283560821472555915912935598114725459159130345981146254590590 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 611429551332475831223215305613424858410043173358127245582832419366113024558169752139661332455815906224270137245581581723447214024558158182345711382455815819234671137245581581102447721372455815811125487213724558258212254972138245582582132650721382455825821426507213824658258215265172138246582582162650721382455825821726507213824558258218265072138245582582192650721382455825822026507213824558258221265072138246582582222650721382455825822326507213724558158124255072137245581581252549711372445815812625497113624458058027244970136244580580282448701362435805802924487013524357957930234869135243579579 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 615065911692836191235253689317228562210183577397167285621845459761011702856217095618010717328562162166282111178285622622763841121802856216218638411117828462162196385111177284621621106386111176284621621116387110176284620620126387110175283619619136387109174282619619146286108174281618618156185107173280617617166084106172279616616175983105171279615615185983105170278614614195882104170277614614205781103169276613613215681103168276612612225680102167275611611235579101166274610610245478100165273610610255377991652726096092652769816427160860827517597163270607607285074961622696066062949749516126960560530487395160268604604 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 61819612220031465012712851001262043186541047387103127197315651871487104129198313649731590109136202314651651692112140207315651651793114142210315651651894116142209316652652995117143209316653653

1096118143209316653653119611914320831665265212951191422073156516511394118140206314650650149311713920431264964915911161372033116476471690114136202309646646178811313520030864464418871111331993066436431986110132197305641641208410913119630464064021831071291953026396392281106128193301637637238010412619229963663624781031251902986346342577101123188296633633267599121187295631631277498120185293629629287296118184291628628297195117182290626626306993115181288625625 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 617224812624057612202102551129243580100531430541242425788334173459128243579698520386613224458059262241701372445815817234472140245581581823457113824558158192446711382455815811024477213724558158111254872137245581581122549711372455815811325497113624458058014244870136243580580152348691352435795791622476913424257857817224668134241578578182246681332415775771921466813324157757720224668133241577577 21224668133241577577222246681332415775772322466813324157757724224668133241577577252246681332415775772621466713324157757727214567133240577577282145671332405775772922456713324057757730224567132240576576 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 61931081332123266621312293108134212326662107939411013420432265889549511213720632065775159611414220832065665669611614421231965565579711814621431865565589711814521231865565599611814421031765465410951181422083166526521194117141206314650650129211613920431264864813911151372023106466461489113135200308645645158711113319930664364316851091311973046416411783107129195303639639188210612819330163763719801041261923006366362079103125191299635635217810212419029863463422771011231892966336332376100122188295632632247599121187294631631257498120185293629629267397119184292628628277296118183291627627287095117182290626626296994116181289625625306893114180288624624 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 613473623874665799161336278931191973116471093382981231923106469034861031281973116487565891071342013126496496901101382063136506507921131412093146506508931141412083146516519931151412073156516511093116141207314651651119411714120731465165112941181412073146516511395119141207315651651149612014220731565265215971211432083166526521698122144209317653653179912314521031865465418100124146211319655655191011251472123206566562010112514721332165765721101126148213321657657221011251472133216576572310112514721232065665624100124146212319656656259912314521131865565526981221442103176546542797121143208316652652289512014120731565165129941181402063136506503093117139204312648648 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 61010361142285641194211036114228564980321237106224560812431439107222558680541643109221558576641746113220557557751947115220556556871946113219555555971944111218554554

108204411021755455411821441102175545541292144110217554554131022441102175545541411224411021755455415112345110218554554161223441102185545541712234511021855555518142345111219555555191524461112195565562015254711222055655621162648113221557557221726481142225585582318274911522255955924182849115223559559251828501152235605602619285011622456056027202951116224560560282129511172245615612921295111722556156130223052117225561561 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 61536894172286623122525469951732876241006355719616528361983445673981662816186995567510216828061761765777105172280616616757771051732786156158567810417127861461495578103169277613613105578102168275612612115477101166274610610125276991652726096091351759716327160760714507496161269605605154873941602686046041647719315826660260217457092157265601601184468901562646006001943678915526359959920436789154262598598 21426688154261598598224266881532615975972341658715226059759724406486152259596596253964861512595955952639638515025859459427386284150257594594283762831492575935932937618314825659259230366082148255592592 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 611151301552343486841314211613115723534968510793118134159228346682894412013716223134668275051221401672343466826826123142171238345682682712314417224034568168181221441702373446806809121144169235343679679101211441682343426786781112014316723334067767712119142165231338675675131171411632293366736731411513916122633467067015112137159224332668668161101341562213296656651710713215421932766366318105129151217324661661191031271492153226596592010112614821332165765721100124146211319655655229812214421031765465423961201422083156526522494118140206314650650259211713920431264864826911151372023106466462789113135201308645645288711213419930764364329861101321973056426423084109130196304640640 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 611731882142924067431303218219722330141575210813188204228298416752903419020723230041575276151912092363034157517516190210239306413750750719021123930741274874881882102373044107467469187209235301408745745101862092342994077437431118520823229740574174112183206229295402739739131802042262923997367361417720122328939673373315174198220285393730730161711952172823907267261716719221427938772372318164188210276384720720191611852072733807177172015818220427037771471421155179201267374711711221521761982633717087082314917319526036870470424146170192257365701701251421671892543626986982613916418525135969569527136161182248356692692281341581802453536896892913115517724235068668630128152174240347684684 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 612843691472615971249229446914826259810263304671140258594850431487314225659371253251781442565926046325280148255591591733548114925459159183153801472535895899315379145252589589

103153781442515885881130547714325158758712305477142250586586133054761422495865861430547614124958558515295375141249585585162953751412485855851729537514124858558518295375141248585585192953751412485855852029537514124958558521295375141249585585222953751412495855852329537514124858558524295375141248585585252953751402485845842629537514024858458427285274140248584584282852741402475845842928527413924758358330275274139247583583 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 6124396514325759312552264166145258595103032845691392565938524314873142257593714533527914525759460463554831502585945947375785153258594594836588515225859559593759851512585955951038618515125959559511396286151259595595123963861522595965961340648615125959659614406486151259595595153964861512595955951639638515125859559517396385151258595595183963851512585955951939638515125859559520396385151259595595 21396486151259595595223964861512595955952339638515125959559524396385151258595595253963851502585945942638628415025759459427386284149257593593283761831492575935932937618314825659259230366082148256592592 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 6112413916524335769413152123138164242356692107731231391642333516878924123141165234349685748512414317023634868468461241431722393466836837124145172241345682682812314417123834468168191221441702363436806801012214516923534367967911122145169234342678678121211451672333416776771312014416623233967667614119143165230338675675151171411632283366726721611413916122633467067017112136158223331667667181091341562213296656651910713115321932766366320105129151217324661661211031271492143226596592210112514721232065665623981231452103186546542496120142208316652652259411814020631365065026921161382043116486482790114136202309646646288811213419930764464429861101321983056426423084108130196303640640 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 610935113227564121821123711622956610013215401092275638304319441122275646955423501162285645896625541212295655657728561242295655658729561232295655659730551222295655651083155121229565565118325512122956556512103255121228565565131033551202285655651411335512022856456415123355120228564564161232541202275645641714325412022756456418143254120227564564191532541202285645642015335512122856556521163456121229565565221734561212295665662318345612222956656624183557122230566566251935571222305665662619355712223056756727213557123230567567282135571232305675672922355712323156756730223657123231567567 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 613550761542686041220235507615426860510033365276146264600831436537814626159869653655821482605975976395887154261598598736578515325859459484062881552625985989396287153261597597

103457811472555915911130537714225058658612275073139246583583132448711362445805801423476913424257857815214567133240577577161944661312395755751719436513023857457418184264130237574574191742641292375735732018426412923757357321184264129237573573221842641292375735732318426412923757357324184264129237573573251942641292375735732619416312923757357327214163129236573573282141631292365735732921416312923657357330224163128236573573 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 61188203229307421757149221862012263054187551224318319922329341174710094180197222291406742840517719522328940173773761741932222893967337337171191219287392729729816618821528238872472491631852112773847207201015918220727238071671611156179203268376713713121521761992653727097091314917319526136870570514145170191257365701701151421661882543616986981613916318525035869469417135160182247355691691181331571792443526886881913015417624134968668620127151173239347683683 21125149171236344680680221221461682343416786782312014416623133967567524117141163229336673673251151391612263346706702611213615822433266866827110134156222329666666281081321542193276646642910613015221732566166130104128150215323659659 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 619265110924558212322926511092455821012310295310424358083941234571012445807025164062104245581595618446610024658258271946659324658258281744649124658358391745669524658358310194869992475835831121507010224758358312235371103247583583132455721032475835831424557210324758358315245572103247583583162455721032465835831724557210324658358318245572103246583583192455721032475835832024557210324758358321245572103247584584222455721032485845842324557210324858458424245572103248584584252455721032485845842624557210324858458427245572103247584584282455721032475845842924557210324758458430245572103247583583 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 610313922055421187215129020454097332511811995358054361382197533674547188419653257164821881955325327582290195532532869228919553253297112288195532532108112288195532532118122388196532532129122488196532532131014268819653353314111427891965335331511152989197533533161216308919753353317121731901975345341814173390198534534191419349119853553520151935911995365362115203692200536536221620389320053753723172239932015375372418224193201537537251823429420153853826192343942015385382719254594201538538282125469420153853829212647942025385383022274894202538538 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 611152244166303303421152244166339225331152449161352169941162753158351131352183055158342104163213358158329845742435601583137008424366315829658995253866158280502

105263968158263432115274069158251376126274069158251329136274069158251290146274069158251257156274069158251251168274369158251251178274669158251251188274869158251251199275069158251251209275369158251251219275569158251251221027586915825125123102761691582512512412276369158251251251227666915825125126122768711582512512713277174158251251281327737615825125129132776771582512513014277879158251251 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 6162026491713093099282228511733472306382331571683601739482434601653581343582537621653491064692739651643358637103040661643197138103041681633015999103042711632845111010314473162267440119304473162255382129304373161254334138294272161254295148294272160253261157284171160253253168284370159252252178284670159252252188274970159252252199275170159252252209285471159252252 219285671160253253221028587116025325323112961711602532532412296371160253253251229667116025325326122968721602532532713297174160253253281329747616025325329142977791602532533014297981160253253 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 611152144166303303421152144166339225231152449160352169941162753158351131352183055158342104163213358158328845742435601583137008424366315829658995253766158280502105263968158263432115263969158251376126263969158251329136263969158251290146263969158251257156264069158251251168264369158251251178264669158251251188264869158251251199265069158251251209265369158251251219265569158251251221026586915825125123102661691582512512412266369158251251251226666915825125126122668711582512512713267174158251251281326737615825125129132676771582512513014277879158251251 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 61799310012324534030542758996118240343227937792100126237356171947490101127232355133157290102126229347105767290102127227334860771911011272253197138709010112822331660096990102130222315512106586991282183114411163849712621530838412618295125214307336136082951242133063061460819412421330630615598194123212305305165980931232113043041758799212221130430418587992121210303303195778911212093023022056779012020930230221557689119208301301225476891182073003002354758811720629929924527487116205298298255173861152042972972650718511420329629627497083113202295295284869821122012942942947688111120029329330466780110199292292 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 6141825481703023030262027501723392252372231561673521699472334601653511314592638621653421043610284066165329847711314267165314701811314370165297590911314472164281503 1011324574164264434111132457416325637712103144741632563311310314474162255292149314473162255259159304373162255255169304373161254254179304672161254254188304972161254254199305172161254254209305373162255255219305673162255255221031587316225525523113161741622552552412316474162255255251231667416225525526123169741622552552713317174162255255281331737616225525529143177791622552553014317981162255255

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 61476167902123073055250647194216342227335469781032153551716457738310921435513275587587112215346105466078901152153338577618091117214318710859799111821330659895879911202123055101057789112021030344011567790119208301382125475881182073003351353748711620529829814517285115204297297155071841142032962961649708311320129429417486982112201294294184768811112002932931946688111019929229220466780110198291291 21456679109198291291224465781081972902902343657810719628928924436477106195288288254263761061942872872641627510519428728727406174104193286286283960751031922852852938597710219128428430385979101190283283 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 610142144165302303220142144165339225131142349160352169741152652157351131252173054157342104162203257157328845742334601573136998424356215729658894253765157279501104253867157263432115263968157250376126263968157250329136263968157250290146263968157250257156264068157250250168264368157250250178264668157250250188264868157250250199265068157250250209265368157250250219265568157250250221026586815725025023102661681572502502412266368157250250251226666915725025026122668711572502502713267174157250250281326737615725025029132675771572502503014277879157250250 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 610112246184308309620112246184346230131112451178359173441132756175357133952162959174347106062183360173333859732136601723177118423376017130059797314258170283509109344157169266438118334156168261380127324056167260333136314156166259293146304156166259260156304156165258258168304356163256256178304656163256256188304856162255255199305157162255255209305359162255255219305561163256256221030586416225525523103061661622552552412306367161254254251230667016125425426123068721602532532713307174160253253281330737616025325329133075771592522523014307879159252252 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 6182961031262473423172280941001232453552367377921001262373701791474901011272323691387572891011262293611101672901021272273478947709010112622433174086888991262223156229668799127219312530 106485991282173104571163849712721630939712618295125214307348136081941232123053061458799212221130430415577891121209302302165577901192083013011754758811820730030018537488117206299299195274871162052982982052738611520429729721517285115203296296225071841142022952952349708311320129429424486982112200293293254768811111992922922646678011019829129127456679109197290290284465781081962892892943647910719528828830426382106194287287

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 61556976992213163114254687497219348231435267761012123611748451677710420936113535506779103206352107564967791052043398737496879105203323723847677910620130660994667791071992925191045667910819829144711446679108197290389124465781071962893401343647710719528830014426376106195288288154163761051942872871640627510419328628617406174104192285285183960731031922852851939607310219128428420385973102191284284 213859721021912842842238597210119028328323375871101190283283243758711001892822822536577010018828128126355670991882812812735567298187280280283455759818627927929335478971862792793032548196185278278 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 612640466919131031092264047701913482314325404874185361174542440507718135913485244153781813501069624435580180336867725455681179320717824445683178303603924455785177286513102445588717727044211234457871762693841222445786175268336132243568617426729714214255851742672671520415484173266266161940538317226526517194053831712642641818395282171264264191839528217126426420183954821712642642118395782171264264221839598217126426423183962821712642642418396482170263263251839678117026326326173870811702632632717387281170263263281738758116926226229173877801692622623016377981169262262 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 61003241463013015201625147337223931293014135016884131134139349130452415361393401034624173913932683973619411393116958462244139294584948254713927749810482849139261429114103051140245373126103250139232327136123551140233288146123851139232255156144049138231231168144349137230230178154552137230230188164754137230230199175056137231231209185359138231231219195560139232232221020576213923223223102059641392322322410226266139232232251222656813923223226122467701382312312713246972138231231281325727413923123129132674771392312313014277879141231231 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 6142566386208313315124256638620835123413415665902013641764440566793198363136254057699419735310796405971961963398757416171971953237248406072991943066089396072101193288518 10396073102192285446113859721021912843881237587110119028333913375871100189282299143657701001892822821535566999188281281163455689818728028017345568981862792791833546797186279279193354679718527827820335467961852782782132536796185278278223253669618527827823325366951842772772431526595184277277253052679418327627626305170941822752752729507293182275275282950759218127427429284977921812742743027487991180273273 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 61102431541753103114214283558180348231531732406617736117464193546721773601349522395176179350107062139517717633786872746578318032171882545578417930460492647598818028751510284962911812744431130516493182275385123051659418327633713315265951832762971431526595184277277153152659518427727716315265951832762761731526595183276276183051649418327627619305164931822752752030516493182275275 2129516493182275275222950639318227527523295063931822752752429506592181274274252849679218127427426284970911802732732727487291180273273282748759017927227229264777901792722723026477989178271271 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 61923295217431331482102431541753512339311263460171364176341127386416936213605122941661693521077614324469169338873715354671169322722815354774169305606916374977169287516101638518016927044411173851811702633861217385181170263338131738518117026329814173851811702632641517395281170263263161738518117026326317173851811702632631817385181170263263191738518117026326320173854811702632632117385781170263263221738598117026326323173861811692622622416386480169262262251637668016926226226163769801682612612715377279168261261281536747916826126129153677791672602603014367981167260260 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 614559658821031631802486268912133562372350657499210369179145167781042093691385552708210620935910986547384110210346892756758611220932973885575871142093126219557688117209302529105677901192083014551155779011920830139612557689119207300346135475881182073003051453748711720629929915527386116205298298165172851152042972971750728511420329629618507184114202295295194970831132022952952048698211220129429421486982111200293293224768811111992922922346678011019829129124456679109198291291254465781081972902902643647710719628928927426376106195288288284162761051942872872940627810419328628630406182103192285285 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 617690971202413373278280941011242463662444380951041292403801849479951061322373801430582991111362393711135684102114139239357921786105116142239340764887107118145240333642988108120149241334547 1088109122151241334471118810912215124033340912871081211512393323581385106120149238331331148410511814823733033015821041171462353283281681102115145234327327178010111414323232532518789911214223132432419779811114122932232220769711013922832132121749510813822732032022739410713622531831823719210513522431731724699110413322231531525688910213222131431426668710013021931231227658699129217310310286384971272163093092962839612621430730730608194124213306306

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 6121623461673123139251926491713512339372231561683641765492536621673631363511284165168353107961432446916933987571535467116932372381636477416930660891637497716928851810173851801692714461117385180169262387121638518016926233913163750801682612991415364979168261265151436497816726026016143548771662592591713344777166259259181334497716525825819133452761652582582013345477165258258 2113345777165258258221334607716525825823133462771652582582413346577165258258251334677616525825826123470761652582582713337276165258258281333757716525825829143377791652582583014338081164257257 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 61881021081312533483391288102109132253376252538710211113624739119064871031141402453901472587105117141244380116768810611814424336594678910912014524334878288910912114824333665798810912115024233556010871081211502403334821186107120149238331418128410511814823632936613821031161462343273271480101114144233326326157899112142231324324167697110140229322322177496109138227320320187394107137225318318197193106135224317317207092105134223316316216991104133222315315226889102132221314314236788101131220313313246687100130219312312256586991292173103102664859812821630930927638497126215308308286283961252143073072960829512421330630630598194123212305305 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 6134235636238550760234582738794117239381256237590991252363941925478941051312363921484580971091342373811174682101112138238366951784104115140238348786885105117144239332661986106119147239332562108610712014923933248411861071201502393324201286107120150239332368138610812115023933233214871081211512403333331588109122152240333333168911012315324133433417901111241542423353351891112125155243336336199211312615624433733720921131271562453383382193114127156245338338229211312715624533833823921131261562443373372491112125155244337337259011112415424333633626891101231532423353352788109122152240333333288610812115023933233229851061191492383313313084105118148236329329 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 610411341563063068204113415634322783141339150355171641515421463531325526184314634410496281945145330851731021471443147048410224814329859294102550142281504 104102852142264434115103153142248377126103353142235331136123553142235291146123853142235258156144153142235235168144353142235235178154654143236236188164854143236236199175057144237237209195359144237237219195662145238238221020586414623923923102161661472402402412226368147240240251222667014824124126122468721482412412713257174148241241281326737614924224229142776781492422423014277980149242242

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 6148626992214314315324963709321535223443496472982093651767448647410120636313655486577102205354108264967791042043408787496879105203324726848688010720230761194869811092012945201047688111020029344811466780109198291389124465781081972903411342647710619528830114416275105193286286153961741031922852851638597210219028328317365871100189282282183556709918828128119345669981872802802034556898186279279 2133546797186279279223354679618527827823325366961852782782431526595184277277253152679418327627626305170941822752752729507293182275275282850759218127427429284978921802732733027488091180273273 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 61110124130153275370339721111251311542763762525311212713516127239019034112128139165270389147051131301421672703791165611413314517027036494471151351461712693627818115135146173268361657911413514717526736056010113134147176266359482111121331461762653584191211013114417426335636713108129142172261354354141061271401702583513511510312513816725634934916101122135165253346346179912013316225134434418961171301602493423421994115128158247340340209311412715624533833821911121251552433363362289110123153242335335238710812115124033333324851071201492383313312584105118147236329329268210311614623432732727801011141442333263262879100113142231324324297798111141230323323307597110139228321321 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 611681821892123344293368217719119822134343825283181196205230341436192041821982082353404331490518219921123633943211846182201212238338431962718220221323833642979681812012122393344276709180200212241333426570101792002132423314244911117719821124032942242712174195208238327420420131711922052353244174171416818920223232141441415165186199229318411411161621831962263144074071715918019322231140440418155176190219308401401191521731862163053983982014917018321330239539521146167180210299392392221431641772072963893892314016117420429238538524137158171200289382382251331551681972863793792613015216519428337637627127149162191280373373281251461591882773703702912214315618627436736730119140153183272365365 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 612337436618832032192243844671893582393323384772184371180342339507618137013925234153771803601102624425480179346893725445581179329738824445582177311620923445685177293528 102344578617627645511224457861752683951222435686174267346132142558517426730514214255851732662701520425584173266266162041548417326626617204154841732662661820415484173266266192041548417326626620204255841732662662120425884173266266222042608417326626623204162841732662662420416584173266266252041688417226526526204171831722652652719407383172265265281940768317226526529194078831712642643018408183171264264

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 61193340621843213234221354164186360240232237457118237218084233950761813711395525425479182361110462745578218234689572948598518233074082949608718231262292950629118329453010305164931832774561131526594183276396123152659518427734713315265951842773061431526595183276276153152659418327627616305164941832762761730516494183276276183051649418327627619305164941832762762030526594183276276 2131526594183276276223152659418327627623305165941832762762430516694183276276253051699418227527526295071931822752752729507493181274274282849769218127427429284978921802732733027488291180273273 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 6111913314016328538034002118132139162283379252131161311401652773891899411613214216827338814665116133145169272378116161151341461712713649417116135146172270363778811513514717426936265491141351471762683615561011413514817726736047911114135148177266359415121121341471762653583631311113214517526435735714110131144174263356356151081291421722603533531610612714016925835135117103124137167255348348181011221351642533463461998120133162251344344209611713016024934234221941151281582473403402292113126156244337337239011112415324233533524871081211512403333332585106119149238331331268310411714723632932927811021151452343273272879100113143232325325297798111141230323323307596109139228321321 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 6104103315531231332061235157350233031816421533631756411020471523611356521325491523521074621628531533388717319305615332272184203158153304606942133611532875161042134631532704441152135641532543861262134641532463381362137641522452981462139641522452641572141631522452451682044631522452451782047631522452451882049631522452451992151631522452452092154641532462462110225764153246246221022596515424724723112262671542472472412236569154247247251224677115424724726122470731552482482713257275155248248281326757715524824829142777791552482483014287981155248248 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 613044517419531231412304451741963512336329445378189363176042844548118636213585284557821853521076631496186186338872729485985182321721833536491186304605932536593185287516 10264760891792724441122435685174267386121839528217126433713163750791682612971414354877166259263151233467616525825816113245741632562561710314674162255255189304973162255255199305172161254254209305472161254254219305773161254254221030597316125425423113061731612542542412306472161254254251230667216125425426123069721612542542713297274161254254281329747716125425429142977791612542543014297981161254254

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 61183197204227348444388821811952012243464412892317619120022533643821694172188199225330434166251681861982223254181302616518419622132141410507163182193219317410865815917919021731240572391551761882173084016111015217318621530439752311148169182212301394451121441651782082973903931314016117420429338638614136158171200289382382151331541671972863793791613015116419428237537517127148161190279372372181241451581882763693691912114215518527436736720118139152182271364364 21116137150180268361361221131341471772663593592311113214517426335635624108129142172261354354251061271401702583513512610312513816725634934927101122135165254347347289912013316325234534529971181311612493423423095116129159247340340 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 6101526531733153171201526531733542358311728571693671777412032621683651371522337681693551085642640691703418797630427217032472789344674171306611910374976171289520101138517617127244711124052781712643891213415479171264340131342547917126430014144355801712642651514435580171264264161443558017126426417144355801712642641814435580171264264191443558017126426420144355801712642642114435780172265265221443598017226526523144362801722652652414436580172265265251443678017226526526144370801722652652714437280172265265281443748017226526529144377801722652653014437981171264264 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 61003111333043049201614132340226231291712535217024131220121351131352415231203411040625172612032784373619291203116978462230120294586948253312027849910492836120261430114103038120245373126103240120230327136123542121215288146123746121214255156144048121214227168144349121214214178154552122215215188164754122215215199175056124216216209175359127216216219195560128217217221020576213021821823102059641312182182410226266134218218251222646813521921926122467701362192192713246972137219219281325727413921921929132674771392192193014277779141219219

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria2EuroBelgium2EuroCyprus2EuroEstonia2EuroFinland2EuroFrance2EuroGermany2EuroGreece2EuroIreland2EuroItaly2EuroLatvia2EuroLithuania2EuroLuxembourg2EuroMalta2EuroNetherlands2EuroPortugal2EuroSlovakia2EuroSlovenia2EuroSpain2Czech korunaCzech Republic3Danish kroneDenmark29ForintHungary1KronaSweden3KunaCroatia5LevBulgaria– 7Pound sterlingUnited Kingdom19Romanian leuRomania– 1ZlotyPoland5KrónaIceland11Norwegian kroneNorway24Swiss francLiechtenstein– 1Swiss francSwitzerland– 1Australian dollarAustralia10Canadian dollarCanada18US dollarUnited States30YenJapan0