Commission Implementing Regulation (EU) 2018/1078 of 30 July 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 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) 2018/1078 of 30 July 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 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 Fuctioning 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 5 July 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2018 market data. That information was published on 5 July 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 30 June 2018 until 29 September 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 30 June 2018. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 30 July 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– 0,353 %1,300 %– 0,363 %0,693 %– 0,425 %– 0,028 %2– 0,275 %1,532 %– 0,285 %1,538 %– 0,260 %0,330 %3– 0,136 %1,665 %– 0,146 %1,862 %– 0,065 %0,668 %40,016 %1,754 %0,006 %2,150 %0,126 %0,967 %50,165 %1,816 %0,154 %2,568 %0,314 %1,256 %60,308 %1,854 %0,298 %2,950 %0,492 %1,522 %70,444 %1,879 %0,434 %3,221 %0,656 %1,755 %80,571 %1,903 %0,561 %3,425 %0,800 %1,950 %90,690 %1,924 %0,680 %3,584 %0,931 %2,110 %100,789 %1,940 %0,779 %3,703 %1,048 %2,242 %110,887 %1,952 %0,877 %3,797 %1,201 %2,356 %120,981 %1,959 %0,970 %3,876 %1,372 %2,454 %131,062 %1,962 %1,051 %3,941 %1,540 %2,540 %141,128 %1,968 %1,118 %3,997 %1,698 %2,616 %151,179 %1,983 %1,168 %4,043 %1,842 %2,685 %161,215 %2,008 %1,204 %4,082 %1,972 %2,747 %171,243 %2,042 %1,232 %4,116 %2,090 %2,804 %181,270 %2,081 %1,259 %4,144 %2,196 %2,855 %191,300 %2,124 %1,290 %4,168 %2,291 %2,903 %201,338 %2,170 %1,327 %4,189 %2,378 %2,947 %211,383 %2,216 %1,373 %4,207 %2,456 %2,988 %221,435 %2,263 %1,425 %4,223 %2,528 %3,025 %231,491 %2,309 %1,481 %4,237 %2,594 %3,061 %241,549 %2,355 %1,540 %4,249 %2,654 %3,094 %251,609 %2,400 %1,599 %4,260 %2,709 %3,125 %261,668 %2,444 %1,659 %4,269 %2,760 %3,154 %271,728 %2,487 %1,719 %4,277 %2,808 %3,182 %281,786 %2,528 %1,778 %4,284 %2,852 %3,208 %291,844 %2,568 %1,835 %4,291 %2,893 %3,232 %301,899 %2,607 %1,891 %4,296 %2,931 %3,256 %311,954 %2,644 %1,946 %4,301 %2,967 %3,278 %322,006 %2,680 %1,999 %4,306 %3,001 %3,299 %332,057 %2,715 %2,050 %4,310 %3,033 %3,318 %342,107 %2,748 %2,099 %4,313 %3,062 %3,337 %352,154 %2,780 %2,147 %4,317 %3,091 %3,355 %362,200 %2,810 %2,193 %4,319 %3,117 %3,373 %372,244 %2,840 %2,237 %4,322 %3,142 %3,389 %382,286 %2,868 %2,280 %4,324 %3,166 %3,405 %392,327 %2,895 %2,321 %4,326 %3,189 %3,420 % 402,366 %2,922 %2,360 %4,328 %3,210 %3,434 %412,404 %2,947 %2,398 %4,330 %3,230 %3,448 %422,440 %2,971 %2,434 %4,332 %3,250 %3,461 %432,475 %2,994 %2,469 %4,333 %3,268 %3,474 %442,509 %3,017 %2,503 %4,334 %3,286 %3,486 %452,541 %3,038 %2,536 %4,335 %3,303 %3,498 %462,572 %3,059 %2,567 %4,336 %3,319 %3,509 %472,602 %3,079 %2,597 %4,337 %3,335 %3,520 %482,631 %3,098 %2,626 %4,338 %3,349 %3,530 %492,659 %3,117 %2,654 %4,339 %3,364 %3,540 %502,686 %3,135 %2,681 %4,340 %3,377 %3,550 %512,712 %3,152 %2,707 %4,340 %3,391 %3,559 %522,737 %3,169 %2,732 %4,341 %3,403 %3,569 %532,761 %3,185 %2,756 %4,341 %3,415 %3,577 %542,784 %3,200 %2,780 %4,342 %3,427 %3,586 %552,807 %3,215 %2,802 %4,342 %3,438 %3,594 %562,829 %3,230 %2,824 %4,343 %3,449 %3,602 %572,850 %3,244 %2,845 %4,343 %3,460 %3,609 %582,870 %3,258 %2,866 %4,343 %3,470 %3,617 %592,890 %3,271 %2,885 %4,344 %3,480 %3,624 %602,909 %3,284 %2,904 %4,344 %3,489 %3,631 %612,927 %3,296 %2,923 %4,344 %3,498 %3,637 %622,945 %3,308 %2,941 %4,344 %3,507 %3,644 %632,962 %3,319 %2,958 %4,345 %3,516 %3,650 %642,979 %3,331 %2,975 %4,345 %3,524 %3,656 %652,995 %3,342 %2,991 %4,345 %3,532 %3,662 %663,011 %3,352 %3,007 %4,345 %3,540 %3,668 %673,027 %3,363 %3,023 %4,345 %3,548 %3,674 %683,042 %3,373 %3,038 %4,346 %3,555 %3,679 %693,056 %3,382 %3,052 %4,346 %3,562 %3,684 %703,070 %3,392 %3,066 %4,346 %3,569 %3,689 %713,084 %3,401 %3,080 %4,346 %3,576 %3,694 %723,097 %3,410 %3,094 %4,346 %3,582 %3,699 %733,110 %3,419 %3,107 %4,346 %3,589 %3,704 %743,123 %3,427 %3,119 %4,346 %3,595 %3,709 %753,135 %3,435 %3,132 %4,346 %3,601 %3,713 %763,147 %3,443 %3,144 %4,346 %3,607 %3,718 %773,159 %3,451 %3,155 %4,347 %3,613 %3,722 %783,170 %3,459 %3,167 %4,347 %3,618 %3,726 %793,181 %3,466 %3,178 %4,347 %3,624 %3,730 %

803,192 %3,474 %3,189 %4,347 %3,629 %3,734 %813,202 %3,481 %3,199 %4,347 %3,634 %3,738 %823,213 %3,488 %3,210 %4,347 %3,639 %3,742 %833,223 %3,494 %3,220 %4,347 %3,644 %3,745 %843,233 %3,501 %3,229 %4,347 %3,649 %3,749 %853,242 %3,507 %3,239 %4,347 %3,654 %3,752 %863,252 %3,514 %3,248 %4,347 %3,658 %3,756 %873,261 %3,520 %3,258 %4,347 %3,663 %3,759 %883,270 %3,526 %3,267 %4,347 %3,667 %3,763 %893,278 %3,532 %3,275 %4,347 %3,672 %3,766 %903,287 %3,537 %3,284 %4,347 %3,676 %3,769 %913,295 %3,543 %3,292 %4,347 %3,680 %3,772 %923,303 %3,548 %3,301 %4,347 %3,684 %3,775 %933,311 %3,554 %3,309 %4,347 %3,688 %3,778 %943,319 %3,559 %3,316 %4,347 %3,692 %3,781 %953,327 %3,564 %3,324 %4,347 %3,695 %3,784 %963,334 %3,569 %3,332 %4,347 %3,699 %3,786 %973,342 %3,574 %3,339 %4,348 %3,703 %3,789 %983,349 %3,579 %3,346 %4,348 %3,706 %3,792 %993,356 %3,584 %3,353 %4,348 %3,710 %3,794 %1003,363 %3,589 %3,360 %4,348 %3,713 %3,797 %1013,370 %3,593 %3,367 %4,348 %3,716 %3,799 %1023,376 %3,598 %3,374 %4,348 %3,720 %3,802 %1033,383 %3,602 %3,380 %4,348 %3,723 %3,804 %1043,389 %3,606 %3,387 %4,348 %3,726 %3,807 %1053,396 %3,610 %3,393 %4,348 %3,729 %3,809 %1063,402 %3,615 %3,399 %4,348 %3,732 %3,811 %1073,408 %3,619 %3,405 %4,348 %3,735 %3,813 %1083,414 %3,623 %3,411 %4,348 %3,738 %3,816 %1093,419 %3,627 %3,417 %4,348 %3,741 %3,818 %1103,425 %3,630 %3,423 %4,348 %3,744 %3,820 %1113,431 %3,634 %3,428 %4,348 %3,746 %3,822 %1123,436 %3,638 %3,434 %4,348 %3,749 %3,824 %1133,442 %3,641 %3,439 %4,348 %3,752 %3,826 %1143,447 %3,645 %3,445 %4,348 %3,754 %3,828 %1153,452 %3,649 %3,450 %4,348 %3,757 %3,830 %1163,457 %3,652 %3,455 %4,348 %3,760 %3,832 %1173,462 %3,655 %3,460 %4,348 %3,762 %3,834 %1183,467 %3,659 %3,465 %4,348 %3,764 %3,835 %1193,472 %3,662 %3,470 %4,348 %3,767 %3,837 % 1203,477 %3,665 %3,475 %4,348 %3,769 %3,839 %1213,482 %3,668 %3,480 %4,348 %3,772 %3,841 %1223,486 %3,672 %3,484 %4,348 %3,774 %3,842 %1233,491 %3,675 %3,489 %4,348 %3,776 %3,844 %1243,496 %3,678 %3,493 %4,348 %3,778 %3,846 %1253,500 %3,681 %3,498 %4,348 %3,780 %3,847 %1263,504 %3,684 %3,502 %4,348 %3,783 %3,849 %1273,509 %3,686 %3,507 %4,348 %3,785 %3,851 %1283,513 %3,689 %3,511 %4,348 %3,787 %3,852 %1293,517 %3,692 %3,515 %4,348 %3,789 %3,854 %1303,521 %3,695 %3,519 %4,348 %3,791 %3,855 %1313,525 %3,698 %3,523 %4,348 %3,793 %3,857 %1323,529 %3,700 %3,527 %4,348 %3,795 %3,858 %1333,533 %3,703 %3,531 %4,348 %3,797 %3,860 %1343,537 %3,705 %3,535 %4,348 %3,799 %3,861 %1353,541 %3,708 %3,539 %4,348 %3,800 %3,862 %1363,544 %3,710 %3,542 %4,348 %3,802 %3,864 %1373,548 %3,713 %3,546 %4,348 %3,804 %3,865 %1383,552 %3,715 %3,550 %4,348 %3,806 %3,867 %1393,555 %3,718 %3,553 %4,348 %3,808 %3,868 %1403,559 %3,720 %3,557 %4,348 %3,809 %3,869 %1413,562 %3,722 %3,560 %4,348 %3,811 %3,870 %1423,566 %3,725 %3,564 %4,348 %3,813 %3,872 %1433,569 %3,727 %3,567 %4,348 %3,814 %3,873 %1443,572 %3,729 %3,571 %4,348 %3,816 %3,874 %1453,576 %3,732 %3,574 %4,348 %3,818 %3,875 %1463,579 %3,734 %3,577 %4,348 %3,819 %3,877 %1473,582 %3,736 %3,580 %4,348 %3,821 %3,878 %1483,585 %3,738 %3,583 %4,348 %3,822 %3,879 %1493,588 %3,740 %3,587 %4,348 %3,824 %3,880 %1503,591 %3,742 %3,590 %4,348 %3,825 %3,881 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,403 %0,780 %3,539 %1,260 %4,747 %1,105 %2– 0,325 %0,924 %4,001 %1,499 %4,830 %1,347 %3– 0,186 %1,039 %4,367 %1,856 %4,940 %1,483 %4– 0,034 %1,134 %4,636 %2,170 %5,009 %1,611 %50,114 %1,210 %4,825 %2,416 %5,057 %1,719 %60,258 %1,267 %4,937 %2,679 %5,103 %1,814 %70,394 %1,319 %5,014 %2,905 %5,150 %1,895 %80,520 %1,364 %5,085 %3,054 %5,187 %1,966 %90,639 %1,403 %5,155 %3,138 %5,205 %2,024 %

100,738 %1,438 %5,226 %3,165 %5,210 %2,075 %110,836 %1,467 %5,275 %3,183 %5,204 %2,128 %120,929 %1,491 %5,304 %3,203 %5,192 %2,185 %131,010 %1,513 %5,317 %3,225 %5,175 %2,242 %141,077 %1,527 %5,320 %3,246 %5,155 %2,299 %151,127 %1,537 %5,314 %3,268 %5,133 %2,355 %161,163 %1,548 %5,302 %3,289 %5,109 %2,410 %171,190 %1,556 %5,286 %3,310 %5,085 %2,463 %181,217 %1,562 %5,267 %3,331 %5,060 %2,514 %191,248 %1,565 %5,245 %3,351 %5,035 %2,563 %201,286 %1,564 %5,221 %3,370 %5,011 %2,610 %211,332 %1,561 %5,197 %3,389 %4,986 %2,656 %221,385 %1,560 %5,172 %3,407 %4,962 %2,699 %231,442 %1,558 %5,146 %3,425 %4,939 %2,740 %241,501 %1,555 %5,121 %3,442 %4,916 %2,779 %251,562 %1,553 %5,095 %3,458 %4,893 %2,817 %261,622 %1,549 %5,070 %3,473 %4,872 %2,853 %271,683 %1,545 %5,046 %3,488 %4,851 %2,887 %281,743 %1,541 %5,021 %3,503 %4,830 %2,920 %291,801 %1,535 %4,998 %3,517 %4,811 %2,951 %301,858 %1,529 %4,975 %3,530 %4,792 %2,981 %311,914 %1,521 %4,953 %3,543 %4,773 %3,009 %321,967 %1,514 %4,931 %3,555 %4,756 %3,036 %332,019 %1,506 %4,910 %3,567 %4,739 %3,062 %342,070 %1,499 %4,890 %3,578 %4,722 %3,087 %352,118 %1,493 %4,870 %3,589 %4,707 %3,111 %362,165 %1,488 %4,851 %3,600 %4,691 %3,134 %372,210 %1,483 %4,833 %3,610 %4,677 %3,156 %382,253 %1,476 %4,815 %3,620 %4,662 %3,177 %392,294 %1,468 %4,798 %3,629 %4,649 %3,197 %402,334 %1,457 %4,782 %3,638 %4,636 %3,217 %412,373 %1,443 %4,766 %3,647 %4,623 %3,235 %422,410 %1,428 %4,750 %3,655 %4,611 %3,253 %432,446 %1,414 %4,736 %3,664 %4,599 %3,270 %442,480 %1,402 %4,721 %3,671 %4,588 %3,287 %452,513 %1,392 %4,708 %3,679 %4,577 %3,303 %462,545 %1,385 %4,694 %3,686 %4,566 %3,318 %472,575 %1,383 %4,681 %3,693 %4,556 %3,333 %482,605 %1,384 %4,669 %3,700 %4,546 %3,347 %492,633 %1,390 %4,657 %3,707 %4,537 %3,361 % 502,660 %1,401 %4,646 %3,713 %4,527 %3,374 %512,687 %1,417 %4,634 %3,719 %4,519 %3,386 %522,712 %1,437 %4,624 %3,725 %4,510 %3,399 %532,737 %1,460 %4,613 %3,731 %4,502 %3,411 %542,760 %1,486 %4,603 %3,736 %4,494 %3,422 %552,783 %1,513 %4,593 %3,742 %4,486 %3,433 %562,806 %1,542 %4,584 %3,747 %4,478 %3,444 %572,827 %1,572 %4,575 %3,752 %4,471 %3,454 %582,848 %1,602 %4,566 %3,757 %4,464 %3,464 %592,868 %1,633 %4,557 %3,762 %4,457 %3,474 %602,887 %1,664 %4,549 %3,766 %4,451 %3,483 %612,906 %1,696 %4,541 %3,771 %4,444 %3,492 %622,924 %1,727 %4,533 %3,775 %4,438 %3,501 %632,942 %1,757 %4,526 %3,779 %4,432 %3,510 %642,959 %1,788 %4,518 %3,784 %4,426 %3,518 %652,976 %1,818 %4,511 %3,788 %4,420 %3,526 %662,992 %1,848 %4,504 %3,791 %4,415 %3,534 %673,007 %1,878 %4,498 %3,795 %4,410 %3,541 %683,023 %1,907 %4,491 %3,799 %4,404 %3,549 %693,037 %1,935 %4,485 %3,802 %4,399 %3,556 %703,052 %1,963 %4,479 %3,806 %4,394 %3,563 %713,066 %1,990 %4,473 %3,809 %4,389 %3,570 %723,079 %2,017 %4,467 %3,813 %4,385 %3,576 %733,092 %2,043 %4,461 %3,816 %4,380 %3,583 %743,105 %2,069 %4,456 %3,819 %4,376 %3,589 %753,118 %2,094 %4,450 %3,822 %4,371 %3,595 %763,130 %2,119 %4,445 %3,825 %4,367 %3,601 %773,142 %2,143 %4,440 %3,828 %4,363 %3,607 %783,153 %2,166 %4,435 %3,831 %4,359 %3,613 %793,165 %2,190 %4,430 %3,833 %4,355 %3,618 %803,176 %2,212 %4,425 %3,836 %4,351 %3,623 %813,186 %2,234 %4,421 %3,839 %4,348 %3,629 %823,197 %2,256 %4,416 %3,841 %4,344 %3,634 %833,207 %2,277 %4,412 %3,844 %4,341 %3,639 %843,217 %2,297 %4,407 %3,846 %4,337 %3,644 %853,227 %2,318 %4,403 %3,848 %4,334 %3,648 %863,236 %2,337 %4,399 %3,851 %4,331 %3,653 %873,246 %2,357 %4,395 %3,853 %4,327 %3,658 %883,255 %2,376 %4,391 %3,855 %4,324 %3,662 %893,264 %2,394 %4,387 %3,857 %4,321 %3,666 %

903,272 %2,412 %4,384 %3,860 %4,318 %3,671 %913,281 %2,430 %4,380 %3,862 %4,315 %3,675 %923,289 %2,447 %4,376 %3,864 %4,312 %3,679 %933,297 %2,465 %4,373 %3,866 %4,309 %3,683 %943,305 %2,481 %4,369 %3,868 %4,307 %3,687 %953,313 %2,498 %4,366 %3,870 %4,304 %3,691 %963,321 %2,514 %4,363 %3,871 %4,301 %3,694 %973,328 %2,529 %4,359 %3,873 %4,299 %3,698 %983,336 %2,545 %4,356 %3,875 %4,296 %3,702 %993,343 %2,560 %4,353 %3,877 %4,294 %3,705 %1003,350 %2,574 %4,350 %3,879 %4,291 %3,709 %1013,357 %2,589 %4,347 %3,880 %4,289 %3,712 %1023,364 %2,603 %4,344 %3,882 %4,287 %3,715 %1033,370 %2,617 %4,341 %3,884 %4,284 %3,718 %1043,377 %2,631 %4,339 %3,885 %4,282 %3,722 %1053,383 %2,644 %4,336 %3,887 %4,280 %3,725 %1063,389 %2,657 %4,333 %3,888 %4,278 %3,728 %1073,396 %2,670 %4,331 %3,890 %4,275 %3,731 %1083,402 %2,683 %4,328 %3,891 %4,273 %3,734 %1093,408 %2,695 %4,325 %3,893 %4,271 %3,737 %1103,413 %2,708 %4,323 %3,894 %4,269 %3,739 %1113,419 %2,720 %4,320 %3,896 %4,267 %3,742 %1123,425 %2,731 %4,318 %3,897 %4,265 %3,745 %1133,430 %2,743 %4,316 %3,898 %4,263 %3,748 %1143,436 %2,754 %4,313 %3,900 %4,262 %3,750 %1153,441 %2,765 %4,311 %3,901 %4,260 %3,753 %1163,446 %2,776 %4,309 %3,902 %4,258 %3,756 %1173,451 %2,787 %4,307 %3,903 %4,256 %3,758 %1183,456 %2,798 %4,304 %3,905 %4,254 %3,761 %1193,461 %2,808 %4,302 %3,906 %4,253 %3,763 %1203,466 %2,819 %4,300 %3,907 %4,251 %3,765 %1213,471 %2,829 %4,298 %3,908 %4,249 %3,768 %1223,476 %2,839 %4,296 %3,909 %4,248 %3,770 %1233,480 %2,849 %4,294 %3,911 %4,246 %3,772 %1243,485 %2,858 %4,292 %3,912 %4,245 %3,774 %1253,490 %2,868 %4,290 %3,913 %4,243 %3,777 %1263,494 %2,877 %4,288 %3,914 %4,241 %3,779 %1273,498 %2,886 %4,286 %3,915 %4,240 %3,781 %1283,503 %2,895 %4,284 %3,916 %4,238 %3,783 %1293,507 %2,904 %4,283 %3,917 %4,237 %3,785 % 1303,511 %2,913 %4,281 %3,918 %4,236 %3,787 %1313,515 %2,921 %4,279 %3,919 %4,234 %3,789 %1323,519 %2,930 %4,277 %3,920 %4,233 %3,791 %1333,523 %2,938 %4,276 %3,921 %4,231 %3,793 %1343,527 %2,947 %4,274 %3,922 %4,230 %3,795 %1353,531 %2,955 %4,272 %3,923 %4,229 %3,797 %1363,535 %2,963 %4,271 %3,924 %4,227 %3,799 %1373,539 %2,971 %4,269 %3,925 %4,226 %3,801 %1383,542 %2,978 %4,267 %3,926 %4,225 %3,802 %1393,546 %2,986 %4,266 %3,927 %4,224 %3,804 %1403,549 %2,994 %4,264 %3,927 %4,222 %3,806 %1413,553 %3,001 %4,263 %3,928 %4,221 %3,808 %1423,557 %3,008 %4,261 %3,929 %4,220 %3,809 %1433,560 %3,016 %4,260 %3,930 %4,219 %3,811 %1443,563 %3,023 %4,258 %3,931 %4,217 %3,813 %1453,567 %3,030 %4,257 %3,932 %4,216 %3,814 %1463,570 %3,037 %4,256 %3,933 %4,215 %3,816 %1473,573 %3,044 %4,254 %3,933 %4,214 %3,818 %1483,576 %3,050 %4,253 %3,934 %4,213 %3,819 %1493,580 %3,057 %4,251 %3,935 %4,212 %3,821 %1503,583 %3,064 %4,250 %3,936 %4,211 %3,822 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,745 %1,962 %1,284 %1,848 %2,642 %4,533 %2– 0,639 %2,016 %1,523 %2,070 %3,118 %4,913 %3– 0,498 %2,063 %1,738 %2,178 %3,403 %5,314 %4– 0,359 %2,180 %1,908 %2,245 %3,594 %5,551 %5– 0,226 %2,279 %2,044 %2,269 %3,750 %5,798 %6– 0,102 %2,372 %2,161 %2,296 %3,889 %5,964 %70,018 %2,452 %2,266 %2,305 %4,008 %6,247 %80,125 %2,523 %2,362 %2,342 %4,104 %6,393 %90,218 %2,583 %2,446 %2,358 %4,181 %6,397 %100,314 %2,639 %2,516 %2,371 %4,242 %6,426 %110,388 %2,690 %2,570 %2,392 %4,289 %6,446 %120,460 %2,735 %2,614 %2,417 %4,326 %6,446 %130,528 %2,774 %2,654 %2,442 %4,356 %6,431 %140,601 %2,806 %2,691 %2,463 %4,379 %6,406 %150,624 %2,830 %2,727 %2,480 %4,398 %6,373 %160,648 %2,846 %2,763 %2,490 %4,413 %6,335 %170,681 %2,856 %2,799 %2,495 %4,425 %6,294 %180,717 %2,862 %2,835 %2,495 %4,435 %6,250 %190,748 %2,866 %2,869 %2,489 %4,443 %6,205 %

200,772 %2,869 %2,903 %2,479 %4,449 %6,159 %210,787 %2,872 %2,937 %2,465 %4,454 %6,113 %220,797 %2,873 %2,968 %2,449 %4,457 %6,067 %230,807 %2,871 %2,999 %2,433 %4,460 %6,022 %240,819 %2,866 %3,029 %2,419 %4,462 %5,978 %250,837 %2,857 %3,057 %2,407 %4,464 %5,935 %260,862 %2,845 %3,085 %2,399 %4,465 %5,892 %270,893 %2,831 %3,111 %2,394 %4,465 %5,852 %280,927 %2,818 %3,137 %2,394 %4,465 %5,812 %290,964 %2,808 %3,161 %2,398 %4,465 %5,774 %301,003 %2,803 %3,184 %2,407 %4,465 %5,737 %311,043 %2,804 %3,206 %2,420 %4,464 %5,701 %321,084 %2,809 %3,228 %2,438 %4,463 %5,667 %331,125 %2,817 %3,248 %2,458 %4,462 %5,634 %341,165 %2,829 %3,268 %2,480 %4,461 %5,602 %351,205 %2,843 %3,287 %2,504 %4,460 %5,571 %361,245 %2,858 %3,305 %2,528 %4,459 %5,542 %371,283 %2,874 %3,323 %2,554 %4,458 %5,513 %381,321 %2,892 %3,340 %2,580 %4,456 %5,486 %391,358 %2,910 %3,356 %2,606 %4,455 %5,460 %401,394 %2,928 %3,371 %2,632 %4,454 %5,435 %411,428 %2,947 %3,386 %2,658 %4,452 %5,410 %421,462 %2,966 %3,400 %2,683 %4,451 %5,387 %431,495 %2,985 %3,414 %2,709 %4,449 %5,364 %441,526 %3,003 %3,428 %2,733 %4,448 %5,343 %451,557 %3,021 %3,440 %2,758 %4,446 %5,322 %461,587 %3,040 %3,453 %2,782 %4,445 %5,302 %471,616 %3,057 %3,465 %2,805 %4,444 %5,283 %481,643 %3,075 %3,476 %2,827 %4,442 %5,264 %491,670 %3,092 %3,487 %2,850 %4,441 %5,246 %501,696 %3,109 %3,498 %2,871 %4,439 %5,229 %511,721 %3,125 %3,508 %2,892 %4,438 %5,212 %521,746 %3,141 %3,518 %2,912 %4,437 %5,196 %531,769 %3,156 %3,528 %2,932 %4,435 %5,180 %541,792 %3,171 %3,537 %2,951 %4,434 %5,165 %551,814 %3,186 %3,546 %2,970 %4,433 %5,151 %561,835 %3,200 %3,555 %2,988 %4,432 %5,137 %571,856 %3,214 %3,563 %3,006 %4,431 %5,123 %581,876 %3,228 %3,571 %3,023 %4,429 %5,110 %591,896 %3,241 %3,579 %3,040 %4,428 %5,097 % 601,914 %3,254 %3,587 %3,056 %4,427 %5,085 %611,933 %3,266 %3,594 %3,072 %4,426 %5,073 %621,950 %3,279 %3,601 %3,087 %4,425 %5,062 %631,967 %3,290 %3,608 %3,102 %4,424 %5,050 %641,984 %3,302 %3,615 %3,116 %4,423 %5,039 %652,000 %3,313 %3,622 %3,130 %4,422 %5,029 %662,016 %3,324 %3,628 %3,144 %4,421 %5,019 %672,031 %3,334 %3,634 %3,157 %4,420 %5,009 %682,046 %3,345 %3,640 %3,170 %4,419 %4,999 %692,060 %3,355 %3,646 %3,182 %4,418 %4,990 %702,074 %3,365 %3,652 %3,194 %4,417 %4,981 %712,088 %3,374 %3,657 %3,206 %4,416 %4,972 %722,101 %3,383 %3,663 %3,218 %4,415 %4,963 %732,114 %3,392 %3,668 %3,229 %4,415 %4,955 %742,127 %3,401 %3,673 %3,240 %4,414 %4,947 %752,139 %3,410 %3,678 %3,251 %4,413 %4,939 %762,151 %3,418 %3,683 %3,261 %4,412 %4,931 %772,162 %3,426 %3,688 %3,271 %4,411 %4,923 %782,174 %3,434 %3,692 %3,281 %4,411 %4,916 %792,185 %3,442 %3,697 %3,291 %4,410 %4,909 %802,195 %3,449 %3,701 %3,300 %4,409 %4,902 %812,206 %3,457 %3,705 %3,309 %4,408 %4,895 %822,216 %3,464 %3,710 %3,318 %4,408 %4,888 %832,226 %3,471 %3,714 %3,327 %4,407 %4,882 %842,236 %3,478 %3,718 %3,336 %4,406 %4,876 %852,245 %3,484 %3,722 %3,344 %4,406 %4,869 %862,255 %3,491 %3,725 %3,352 %4,405 %4,863 %872,264 %3,497 %3,729 %3,360 %4,405 %4,857 %882,273 %3,503 %3,733 %3,368 %4,404 %4,852 %892,281 %3,510 %3,736 %3,376 %4,403 %4,846 %902,290 %3,516 %3,740 %3,383 %4,403 %4,840 %912,298 %3,521 %3,743 %3,390 %4,402 %4,835 %922,306 %3,527 %3,746 %3,398 %4,402 %4,830 %932,314 %3,533 %3,750 %3,404 %4,401 %4,825 %942,322 %3,538 %3,753 %3,411 %4,401 %4,820 %952,330 %3,544 %3,756 %3,418 %4,400 %4,815 %962,337 %3,549 %3,759 %3,425 %4,400 %4,810 %972,344 %3,554 %3,762 %3,431 %4,399 %4,805 %982,352 %3,559 %3,765 %3,437 %4,399 %4,800 %992,359 %3,564 %3,768 %3,443 %4,398 %4,796 %

1002,366 %3,569 %3,771 %3,450 %4,398 %4,791 %1012,372 %3,574 %3,773 %3,455 %4,397 %4,787 %1022,379 %3,578 %3,776 %3,461 %4,397 %4,783 %1032,385 %3,583 %3,779 %3,467 %4,396 %4,778 %1042,392 %3,587 %3,781 %3,473 %4,396 %4,774 %1052,398 %3,592 %3,784 %3,478 %4,395 %4,770 %1062,404 %3,596 %3,786 %3,483 %4,395 %4,766 %1072,410 %3,600 %3,789 %3,489 %4,394 %4,762 %1082,416 %3,604 %3,791 %3,494 %4,394 %4,759 %1092,422 %3,608 %3,794 %3,499 %4,394 %4,755 %1102,428 %3,612 %3,796 %3,504 %4,393 %4,751 %1112,433 %3,616 %3,798 %3,509 %4,393 %4,747 %1122,439 %3,620 %3,801 %3,514 %4,393 %4,744 %1132,444 %3,624 %3,803 %3,518 %4,392 %4,740 %1142,449 %3,628 %3,805 %3,523 %4,392 %4,737 %1152,455 %3,631 %3,807 %3,528 %4,391 %4,734 %1162,460 %3,635 %3,809 %3,532 %4,391 %4,730 %1172,465 %3,639 %3,811 %3,537 %4,391 %4,727 %1182,470 %3,642 %3,813 %3,541 %4,390 %4,724 %1192,475 %3,645 %3,815 %3,545 %4,390 %4,721 %1202,479 %3,649 %3,817 %3,549 %4,390 %4,718 %1212,484 %3,652 %3,819 %3,553 %4,389 %4,715 %1222,489 %3,655 %3,821 %3,558 %4,389 %4,712 %1232,493 %3,659 %3,823 %3,562 %4,389 %4,709 %1242,498 %3,662 %3,825 %3,565 %4,388 %4,706 %1252,502 %3,665 %3,826 %3,569 %4,388 %4,703 %1262,506 %3,668 %3,828 %3,573 %4,388 %4,700 %1272,511 %3,671 %3,830 %3,577 %4,388 %4,697 %1282,515 %3,674 %3,832 %3,581 %4,387 %4,695 %1292,519 %3,677 %3,833 %3,584 %4,387 %4,692 %1302,523 %3,680 %3,835 %3,588 %4,387 %4,689 %1312,527 %3,682 %3,837 %3,591 %4,386 %4,687 %1322,531 %3,685 %3,838 %3,595 %4,386 %4,684 %1332,535 %3,688 %3,840 %3,598 %4,386 %4,682 %1342,539 %3,691 %3,841 %3,602 %4,386 %4,679 %1352,543 %3,693 %3,843 %3,605 %4,385 %4,677 %1362,546 %3,696 %3,845 %3,608 %4,385 %4,674 %1372,550 %3,699 %3,846 %3,611 %4,385 %4,672 %1382,554 %3,701 %3,848 %3,615 %4,385 %4,670 %1392,557 %3,704 %3,849 %3,618 %4,384 %4,667 % 1402,561 %3,706 %3,850 %3,621 %4,384 %4,665 %1412,564 %3,708 %3,852 %3,624 %4,384 %4,663 %1422,568 %3,711 %3,853 %3,627 %4,384 %4,661 %1432,571 %3,713 %3,855 %3,630 %4,383 %4,658 %1442,574 %3,716 %3,856 %3,633 %4,383 %4,656 %1452,577 %3,718 %3,857 %3,635 %4,383 %4,654 %1462,581 %3,720 %3,859 %3,638 %4,383 %4,652 %1472,584 %3,722 %3,860 %3,641 %4,382 %4,650 %1482,587 %3,725 %3,861 %3,644 %4,382 %4,648 %1492,590 %3,727 %3,862 %3,647 %4,382 %4,646 %1502,593 %3,729 %3,864 %3,649 %4,382 %4,644 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand12,127 %7,068 %8,188 %0,395 %1,952 %6,941 %22,354 %7,341 %8,042 %0,485 %2,026 %7,153 %32,488 %7,567 %7,870 %0,555 %2,159 %7,349 %42,572 %7,740 %7,797 %0,608 %2,288 %7,534 %52,624 %7,861 %7,764 %0,655 %2,431 %7,712 %62,653 %7,929 %7,789 %0,716 %2,563 %7,881 %72,674 %7,978 %7,841 %0,759 %2,685 %8,033 %82,694 %8,000 %7,894 %0,799 %2,792 %8,160 %92,719 %8,005 %7,948 %0,851 %2,877 %8,267 %102,747 %8,002 %8,005 %0,903 %2,955 %8,363 %112,780 %7,981 %8,065 %0,970 %3,029 %8,464 %122,810 %7,945 %8,127 %1,050 %3,098 %8,564 %132,835 %7,900 %8,188 %1,136 %3,160 %8,655 %142,857 %7,847 %8,246 %1,225 %3,215 %8,727 %152,879 %7,791 %8,301 %1,315 %3,262 %8,775 %162,904 %7,731 %8,352 %1,404 %3,300 %8,794 %172,930 %7,670 %8,395 %1,491 %3,331 %8,788 %182,957 %7,609 %8,427 %1,575 %3,358 %8,764 %192,984 %7,547 %8,445 %1,656 %3,381 %8,725 %203,011 %7,486 %8,447 %1,734 %3,403 %8,675 %213,038 %7,427 %8,431 %1,809 %3,423 %8,618 %223,065 %7,368 %8,400 %1,880 %3,442 %8,554 %233,091 %7,311 %8,358 %1,949 %3,460 %8,487 %243,116 %7,256 %8,308 %2,014 %3,477 %8,417 %253,141 %7,203 %8,251 %2,076 %3,493 %8,346 %263,165 %7,151 %8,189 %2,136 %3,509 %8,274 %273,188 %7,101 %8,124 %2,192 %3,524 %8,202 %283,210 %7,053 %8,058 %2,246 %3,538 %8,131 %293,232 %7,007 %7,990 %2,297 %3,552 %8,061 %

303,252 %6,963 %7,923 %2,346 %3,564 %7,993 %313,272 %6,920 %7,855 %2,393 %3,577 %7,926 %323,292 %6,879 %7,789 %2,438 %3,589 %7,861 %333,310 %6,840 %7,724 %2,480 %3,600 %7,798 %343,328 %6,802 %7,660 %2,521 %3,611 %7,737 %353,345 %6,766 %7,598 %2,560 %3,621 %7,679 %363,362 %6,731 %7,537 %2,597 %3,631 %7,622 %373,378 %6,698 %7,479 %2,633 %3,641 %7,567 %383,393 %6,665 %7,422 %2,667 %3,650 %7,514 %393,408 %6,635 %7,367 %2,700 %3,659 %7,464 %403,422 %6,605 %7,314 %2,731 %3,667 %7,415 %413,435 %6,577 %7,263 %2,761 %3,675 %7,368 %423,448 %6,549 %7,214 %2,790 %3,683 %7,323 %433,461 %6,523 %7,166 %2,817 %3,691 %7,279 %443,473 %6,498 %7,121 %2,844 %3,698 %7,237 %453,485 %6,474 %7,076 %2,869 %3,705 %7,197 %463,496 %6,450 %7,034 %2,894 %3,712 %7,158 %473,507 %6,428 %6,993 %2,917 %3,719 %7,121 %483,518 %6,406 %6,954 %2,940 %3,725 %7,085 %493,528 %6,385 %6,916 %2,962 %3,731 %7,050 %503,538 %6,365 %6,879 %2,983 %3,737 %7,017 %513,548 %6,346 %6,844 %3,003 %3,743 %6,985 %523,557 %6,327 %6,810 %3,022 %3,748 %6,954 %533,566 %6,309 %6,777 %3,041 %3,753 %6,924 %543,574 %6,292 %6,745 %3,060 %3,759 %6,895 %553,583 %6,275 %6,715 %3,077 %3,764 %6,867 %563,591 %6,259 %6,685 %3,094 %3,768 %6,840 %573,598 %6,243 %6,656 %3,111 %3,773 %6,814 %583,606 %6,228 %6,629 %3,126 %3,778 %6,789 %593,613 %6,213 %6,602 %3,142 %3,782 %6,765 %603,620 %6,199 %6,576 %3,157 %3,786 %6,741 %613,627 %6,185 %6,551 %3,171 %3,791 %6,718 %623,634 %6,172 %6,527 %3,185 %3,795 %6,696 %633,640 %6,159 %6,503 %3,199 %3,798 %6,675 %643,647 %6,146 %6,481 %3,212 %3,802 %6,654 %653,653 %6,134 %6,459 %3,225 %3,806 %6,634 %663,659 %6,122 %6,437 %3,237 %3,810 %6,614 %673,664 %6,110 %6,416 %3,249 %3,813 %6,596 %683,670 %6,099 %6,396 %3,261 %3,816 %6,577 %693,675 %6,088 %6,377 %3,272 %3,820 %6,559 % 703,681 %6,078 %6,358 %3,283 %3,823 %6,542 %713,686 %6,068 %6,339 %3,294 %3,826 %6,525 %723,691 %6,058 %6,321 %3,304 %3,829 %6,509 %733,696 %6,048 %6,304 %3,314 %3,832 %6,493 %743,700 %6,039 %6,287 %3,324 %3,835 %6,477 %753,705 %6,029 %6,270 %3,334 %3,838 %6,462 %763,709 %6,020 %6,254 %3,343 %3,841 %6,448 %773,714 %6,012 %6,238 %3,352 %3,843 %6,433 %783,718 %6,003 %6,223 %3,361 %3,846 %6,419 %793,722 %5,995 %6,208 %3,370 %3,848 %6,406 %803,726 %5,987 %6,193 %3,378 %3,851 %6,392 %813,730 %5,979 %6,179 %3,387 %3,853 %6,380 %823,734 %5,971 %6,165 %3,395 %3,856 %6,367 %833,738 %5,964 %6,152 %3,402 %3,858 %6,355 %843,742 %5,957 %6,139 %3,410 %3,860 %6,343 %853,745 %5,949 %6,126 %3,418 %3,863 %6,331 %863,749 %5,942 %6,113 %3,425 %3,865 %6,319 %873,752 %5,936 %6,101 %3,432 %3,867 %6,308 %883,756 %5,929 %6,089 %3,439 %3,869 %6,297 %893,759 %5,922 %6,077 %3,446 %3,871 %6,287 %903,762 %5,916 %6,066 %3,453 %3,873 %6,276 %913,765 %5,910 %6,055 %3,459 %3,875 %6,266 %923,768 %5,904 %6,044 %3,466 %3,877 %6,256 %933,771 %5,898 %6,033 %3,472 %3,879 %6,246 %943,774 %5,892 %6,022 %3,478 %3,880 %6,237 %953,777 %5,886 %6,012 %3,484 %3,882 %6,227 %963,780 %5,881 %6,002 %3,490 %3,884 %6,218 %973,783 %5,875 %5,992 %3,496 %3,886 %6,209 %983,786 %5,870 %5,982 %3,501 %3,887 %6,200 %993,788 %5,864 %5,973 %3,507 %3,889 %6,192 %1003,791 %5,859 %5,964 %3,512 %3,890 %6,183 %1013,793 %5,854 %5,955 %3,517 %3,892 %6,175 %1023,796 %5,849 %5,946 %3,523 %3,894 %6,167 %1033,798 %5,844 %5,937 %3,528 %3,895 %6,159 %1043,801 %5,840 %5,928 %3,533 %3,897 %6,151 %1053,803 %5,835 %5,920 %3,538 %3,898 %6,143 %1063,806 %5,830 %5,912 %3,543 %3,899 %6,136 %1073,808 %5,826 %5,904 %3,547 %3,901 %6,128 %1083,810 %5,822 %5,896 %3,552 %3,902 %6,121 %1093,812 %5,817 %5,888 %3,556 %3,904 %6,114 %

1103,814 %5,813 %5,880 %3,561 %3,905 %6,107 %1113,817 %5,809 %5,873 %3,565 %3,906 %6,100 %1123,819 %5,805 %5,865 %3,570 %3,908 %6,094 %1133,821 %5,801 %5,858 %3,574 %3,909 %6,087 %1143,823 %5,797 %5,851 %3,578 %3,910 %6,081 %1153,825 %5,793 %5,844 %3,582 %3,911 %6,074 %1163,827 %5,789 %5,837 %3,586 %3,912 %6,068 %1173,828 %5,785 %5,830 %3,590 %3,914 %6,062 %1183,830 %5,781 %5,824 %3,594 %3,915 %6,056 %1193,832 %5,778 %5,817 %3,598 %3,916 %6,050 %1203,834 %5,774 %5,811 %3,602 %3,917 %6,044 %1213,836 %5,771 %5,805 %3,605 %3,918 %6,038 %1223,838 %5,767 %5,798 %3,609 %3,919 %6,032 %1233,839 %5,764 %5,792 %3,613 %3,920 %6,027 %1243,841 %5,761 %5,786 %3,616 %3,921 %6,021 %1253,843 %5,757 %5,780 %3,619 %3,922 %6,016 %1263,844 %5,754 %5,775 %3,623 %3,923 %6,011 %1273,846 %5,751 %5,769 %3,626 %3,924 %6,006 %1283,848 %5,748 %5,763 %3,630 %3,925 %6,000 %1293,849 %5,745 %5,758 %3,633 %3,926 %5,995 %1303,851 %5,742 %5,752 %3,636 %3,927 %5,990 %1313,852 %5,739 %5,747 %3,639 %3,928 %5,985 %1323,854 %5,736 %5,742 %3,642 %3,929 %5,981 %1333,855 %5,733 %5,736 %3,645 %3,930 %5,976 %1343,857 %5,730 %5,731 %3,648 %3,931 %5,971 %1353,858 %5,727 %5,726 %3,651 %3,932 %5,967 %1363,859 %5,724 %5,721 %3,654 %3,933 %5,962 %1373,861 %5,722 %5,716 %3,657 %3,933 %5,958 %1383,862 %5,719 %5,711 %3,660 %3,934 %5,953 %1393,864 %5,716 %5,707 %3,663 %3,935 %5,949 %1403,865 %5,714 %5,702 %3,666 %3,936 %5,944 %1413,866 %5,711 %5,697 %3,668 %3,937 %5,940 %1423,867 %5,708 %5,693 %3,671 %3,938 %5,936 %1433,869 %5,706 %5,688 %3,674 %3,938 %5,932 %1443,870 %5,703 %5,684 %3,676 %3,939 %5,928 %1453,871 %5,701 %5,679 %3,679 %3,940 %5,924 %1463,872 %5,699 %5,675 %3,681 %3,941 %5,920 %1473,874 %5,696 %5,671 %3,684 %3,941 %5,916 %1483,875 %5,694 %5,667 %3,686 %3,942 %5,912 %1493,876 %5,692 %5,662 %3,689 %3,943 %5,908 %1503,877 %5,689 %5,658 %3,691 %3,944 %5,905 % Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won17,160 %2,871 %3,531 %7,370 %1,743 %1,736 %28,496 %2,938 %3,557 %7,463 %1,954 %1,871 %39,264 %3,027 %3,600 %7,570 %2,080 %1,952 %410,143 %3,121 %3,651 %7,669 %2,165 %2,003 %510,733 %3,196 %3,697 %7,735 %2,240 %2,034 %611,110 %3,244 %3,763 %7,828 %2,310 %2,056 %711,364 %3,277 %3,837 %7,900 %2,370 %2,076 %811,543 %3,299 %3,906 %7,989 %2,421 %2,097 %911,640 %3,318 %3,967 %8,079 %2,470 %2,119 %1011,678 %3,338 %4,017 %8,142 %2,522 %2,141 %1111,663 %3,361 %4,058 %8,165 %2,581 %2,162 %1211,608 %3,385 %4,100 %8,155 %2,639 %2,182 %1311,524 %3,411 %4,149 %8,120 %2,690 %2,197 %1411,418 %3,436 %4,201 %8,067 %2,734 %2,208 %1511,296 %3,462 %4,254 %8,002 %2,769 %2,214 %1611,163 %3,487 %4,305 %7,928 %2,797 %2,216 %1711,023 %3,512 %4,351 %7,848 %2,821 %2,217 %1810,878 %3,535 %4,393 %7,764 %2,841 %2,221 %1910,730 %3,559 %4,429 %7,678 %2,861 %2,229 %2010,582 %3,581 %4,458 %7,591 %2,882 %2,244 %2110,435 %3,603 %4,480 %7,504 %2,905 %2,266 %2210,290 %3,624 %4,496 %7,418 %2,929 %2,293 %2310,148 %3,644 %4,507 %7,333 %2,953 %2,324 %2410,009 %3,664 %4,514 %7,250 %2,978 %2,358 %259,874 %3,682 %4,519 %7,169 %3,003 %2,394 %269,743 %3,700 %4,520 %7,090 %3,028 %2,430 %279,617 %3,717 %4,520 %7,014 %3,052 %2,467 %289,495 %3,734 %4,517 %6,940 %3,076 %2,504 %299,377 %3,750 %4,514 %6,870 %3,100 %2,541 %309,265 %3,765 %4,509 %6,801 %3,123 %2,577 %319,156 %3,780 %4,504 %6,735 %3,145 %2,612 %329,053 %3,794 %4,498 %6,672 %3,167 %2,646 %338,953 %3,807 %4,491 %6,611 %3,188 %2,680 %348,858 %3,820 %4,485 %6,553 %3,208 %2,712 %358,766 %3,833 %4,478 %6,497 %3,227 %2,744 %368,679 %3,845 %4,470 %6,444 %3,246 %2,774 %378,595 %3,856 %4,463 %6,392 %3,265 %2,804 %388,515 %3,867 %4,456 %6,343 %3,282 %2,832 %398,438 %3,878 %4,448 %6,295 %3,299 %2,860 %

408,364 %3,888 %4,441 %6,250 %3,316 %2,886 %418,294 %3,898 %4,434 %6,206 %3,332 %2,912 %428,226 %3,908 %4,427 %6,164 %3,347 %2,936 %438,161 %3,917 %4,420 %6,124 %3,362 %2,960 %448,099 %3,926 %4,413 %6,085 %3,376 %2,983 %458,039 %3,934 %4,406 %6,048 %3,390 %3,005 %467,981 %3,942 %4,399 %6,012 %3,403 %3,026 %477,926 %3,950 %4,393 %5,978 %3,416 %3,047 %487,873 %3,958 %4,387 %5,945 %3,428 %3,067 %497,822 %3,966 %4,381 %5,913 %3,440 %3,086 %507,773 %3,973 %4,375 %5,882 %3,452 %3,104 %517,726 %3,980 %4,369 %5,853 %3,463 %3,122 %527,680 %3,986 %4,363 %5,824 %3,474 %3,139 %537,636 %3,993 %4,358 %5,797 %3,484 %3,156 %547,594 %3,999 %4,353 %5,770 %3,494 %3,172 %557,553 %4,005 %4,347 %5,745 %3,504 %3,188 %567,514 %4,011 %4,342 %5,720 %3,513 %3,203 %577,476 %4,017 %4,338 %5,696 %3,523 %3,217 %587,439 %4,022 %4,333 %5,673 %3,531 %3,231 %597,404 %4,028 %4,328 %5,650 %3,540 %3,245 %607,369 %4,033 %4,324 %5,629 %3,548 %3,258 %617,336 %4,038 %4,319 %5,608 %3,556 %3,271 %627,304 %4,043 %4,315 %5,588 %3,564 %3,283 %637,273 %4,047 %4,311 %5,568 %3,572 %3,295 %647,242 %4,052 %4,307 %5,549 %3,579 %3,307 %657,213 %4,056 %4,303 %5,531 %3,586 %3,318 %667,185 %4,061 %4,300 %5,513 %3,593 %3,329 %677,157 %4,065 %4,296 %5,495 %3,600 %3,340 %687,131 %4,069 %4,292 %5,478 %3,606 %3,350 %697,105 %4,073 %4,289 %5,462 %3,613 %3,360 %707,079 %4,077 %4,286 %5,446 %3,619 %3,370 %717,055 %4,081 %4,282 %5,431 %3,625 %3,379 %727,031 %4,084 %4,279 %5,416 %3,631 %3,389 %737,008 %4,088 %4,276 %5,401 %3,636 %3,398 %746,985 %4,092 %4,273 %5,387 %3,642 %3,406 %756,963 %4,095 %4,270 %5,373 %3,647 %3,415 %766,942 %4,098 %4,267 %5,359 %3,653 %3,423 %776,921 %4,101 %4,264 %5,346 %3,658 %3,431 %786,901 %4,105 %4,262 %5,333 %3,663 %3,439 %796,881 %4,108 %4,259 %5,321 %3,668 %3,447 % 806,862 %4,111 %4,256 %5,309 %3,672 %3,454 %816,843 %4,114 %4,254 %5,297 %3,677 %3,462 %826,825 %4,117 %4,251 %5,285 %3,682 %3,469 %836,807 %4,119 %4,249 %5,274 %3,686 %3,476 %846,789 %4,122 %4,247 %5,263 %3,690 %3,483 %856,772 %4,125 %4,244 %5,252 %3,695 %3,489 %866,756 %4,127 %4,242 %5,242 %3,699 %3,496 %876,739 %4,130 %4,240 %5,231 %3,703 %3,502 %886,723 %4,132 %4,238 %5,221 %3,707 %3,508 %896,708 %4,135 %4,235 %5,211 %3,710 %3,514 %906,693 %4,137 %4,233 %5,202 %3,714 %3,520 %916,678 %4,139 %4,231 %5,192 %3,718 %3,526 %926,663 %4,142 %4,229 %5,183 %3,721 %3,532 %936,649 %4,144 %4,228 %5,174 %3,725 %3,537 %946,635 %4,146 %4,226 %5,165 %3,728 %3,543 %956,622 %4,148 %4,224 %5,157 %3,732 %3,548 %966,608 %4,150 %4,222 %5,148 %3,735 %3,553 %976,595 %4,152 %4,220 %5,140 %3,738 %3,559 %986,583 %4,154 %4,218 %5,132 %3,742 %3,564 %996,570 %4,156 %4,217 %5,124 %3,745 %3,568 %1006,558 %4,158 %4,215 %5,116 %3,748 %3,573 %1016,546 %4,160 %4,213 %5,109 %3,751 %3,578 %1026,534 %4,162 %4,212 %5,101 %3,754 %3,583 %1036,522 %4,164 %4,210 %5,094 %3,756 %3,587 %1046,511 %4,166 %4,209 %5,087 %3,759 %3,592 %1056,500 %4,167 %4,207 %5,080 %3,762 %3,596 %1066,489 %4,169 %4,206 %5,073 %3,765 %3,600 %1076,478 %4,171 %4,204 %5,066 %3,767 %3,604 %1086,468 %4,173 %4,203 %5,059 %3,770 %3,608 %1096,457 %4,174 %4,201 %5,053 %3,773 %3,613 %1106,447 %4,176 %4,200 %5,046 %3,775 %3,616 %1116,437 %4,177 %4,199 %5,040 %3,778 %3,620 %1126,428 %4,179 %4,197 %5,034 %3,780 %3,624 %1136,418 %4,180 %4,196 %5,028 %3,782 %3,628 %1146,409 %4,182 %4,195 %5,022 %3,785 %3,632 %1156,399 %4,183 %4,194 %5,016 %3,787 %3,635 %1166,390 %4,185 %4,192 %5,010 %3,789 %3,639 %1176,381 %4,186 %4,191 %5,005 %3,792 %3,642 %1186,373 %4,188 %4,190 %4,999 %3,794 %3,646 %1196,364 %4,189 %4,189 %4,994 %3,796 %3,649 %

1206,355 %4,190 %4,188 %4,988 %3,798 %3,653 %1216,347 %4,192 %4,186 %4,983 %3,800 %3,656 %1226,339 %4,193 %4,185 %4,978 %3,802 %3,659 %1236,331 %4,194 %4,184 %4,973 %3,804 %3,662 %1246,323 %4,195 %4,183 %4,968 %3,806 %3,665 %1256,315 %4,197 %4,182 %4,963 %3,808 %3,668 %1266,307 %4,198 %4,181 %4,958 %3,810 %3,671 %1276,300 %4,199 %4,180 %4,953 %3,812 %3,674 %1286,292 %4,200 %4,179 %4,948 %3,814 %3,677 %1296,285 %4,201 %4,178 %4,944 %3,816 %3,680 %1306,278 %4,203 %4,177 %4,939 %3,817 %3,683 %1316,271 %4,204 %4,176 %4,934 %3,819 %3,686 %1326,264 %4,205 %4,175 %4,930 %3,821 %3,689 %1336,257 %4,206 %4,174 %4,926 %3,823 %3,691 %1346,250 %4,207 %4,173 %4,921 %3,824 %3,694 %1356,243 %4,208 %4,172 %4,917 %3,826 %3,697 %1366,237 %4,209 %4,171 %4,913 %3,828 %3,699 %1376,230 %4,210 %4,170 %4,909 %3,829 %3,702 %1386,224 %4,211 %4,170 %4,905 %3,831 %3,704 %1396,217 %4,212 %4,169 %4,901 %3,832 %3,707 %1406,211 %4,213 %4,168 %4,897 %3,834 %3,709 %1416,205 %4,214 %4,167 %4,893 %3,835 %3,712 %1426,199 %4,215 %4,166 %4,889 %3,837 %3,714 %1436,193 %4,216 %4,165 %4,885 %3,838 %3,716 %1446,187 %4,217 %4,165 %4,882 %3,840 %3,719 %1456,181 %4,218 %4,164 %4,878 %3,841 %3,721 %1466,176 %4,219 %4,163 %4,874 %3,843 %3,723 %1476,170 %4,220 %4,162 %4,871 %3,844 %3,725 %1486,165 %4,220 %4,162 %4,867 %3,846 %3,728 %1496,159 %4,221 %4,161 %4,864 %3,847 %3,730 %1506,154 %4,222 %4,160 %4,860 %3,848 %3,732 %Term to maturity (in years)Turkish liraUS dollarYen120,105 %2,481 %– 0,078 %219,485 %2,672 %– 0,060 %318,336 %2,743 %– 0,042 %417,578 %2,765 %– 0,026 %517,191 %2,773 %– 0,003 %616,317 %2,779 %0,024 %715,430 %2,785 %0,053 %814,943 %2,795 %0,084 %914,716 %2,807 %0,116 % 1014,579 %2,819 %0,152 %1114,429 %2,836 %0,190 %1214,254 %2,841 %0,229 %1314,061 %2,845 %0,268 %1413,855 %2,850 %0,307 %1513,640 %2,855 %0,345 %1613,420 %2,857 %0,382 %1713,196 %2,857 %0,417 %1812,973 %2,856 %0,450 %1912,750 %2,854 %0,482 %2012,531 %2,852 %0,512 %2112,315 %2,850 %0,540 %2212,105 %2,847 %0,566 %2311,900 %2,843 %0,588 %2411,701 %2,838 %0,607 %2511,510 %2,833 %0,621 %2611,325 %2,826 %0,632 %2711,147 %2,819 %0,642 %2810,976 %2,812 %0,653 %2910,812 %2,805 %0,669 %3010,655 %2,799 %0,691 %3110,504 %2,794 %0,719 %3210,360 %2,789 %0,754 %3310,223 %2,785 %0,792 %3410,091 %2,780 %0,832 %359,965 %2,775 %0,875 %369,845 %2,769 %0,919 %379,729 %2,763 %0,963 %389,619 %2,755 %1,008 %399,514 %2,747 %1,053 %409,413 %2,736 %1,097 %419,317 %2,725 %1,140 %429,224 %2,713 %1,183 %439,136 %2,701 %1,225 %449,051 %2,690 %1,266 %458,970 %2,680 %1,306 %468,892 %2,672 %1,345 %478,817 %2,666 %1,383 %488,745 %2,663 %1,419 %498,676 %2,662 %1,455 % 508,609 %2,664 %1,490 %518,545 %2,669 %1,524 %528,483 %2,676 %1,557 %538,424 %2,686 %1,588 %548,367 %2,696 %1,619 %558,312 %2,708 %1,649 %568,258 %2,721 %1,678 %578,207 %2,735 %1,706 %588,157 %2,750 %1,733 %598,109 %2,764 %1,760 %608,063 %2,779 %1,785 %618,018 %2,795 %1,810 %627,975 %2,810 %1,834 %637,933 %2,826 %1,858 %647,892 %2,841 %1,881 %657,852 %2,856 %1,903 %667,814 %2,872 %1,924 %677,777 %2,887 %1,945 %687,741 %2,902 %1,966 %697,706 %2,916 %1,985 %707,672 %2,931 %2,005 %717,639 %2,945 %2,023 %727,607 %2,959 %2,041 %737,576 %2,973 %2,059 %747,545 %2,986 %2,076 %757,516 %3,000 %2,093 %767,487 %3,013 %2,110 %777,459 %3,025 %2,125 %787,432 %3,038 %2,141 %797,405 %3,050 %2,156 %807,379 %3,062 %2,171 %817,354 %3,074 %2,185 %827,329 %3,085 %2,200 %837,305 %3,097 %2,213 %847,282 %3,108 %2,227 %857,259 %3,118 %2,240 %867,236 %3,129 %2,253 %877,215 %3,139 %2,265 %887,193 %3,150 %2,277 %897,172 %3,159 %2,289 %

907,152 %3,169 %2,301 %917,132 %3,179 %2,313 %927,112 %3,188 %2,324 %937,093 %3,197 %2,335 %947,075 %3,206 %2,346 %957,056 %3,215 %2,356 %967,038 %3,224 %2,366 %977,021 %3,232 %2,376 %987,004 %3,240 %2,386 %996,987 %3,248 %2,396 %1006,970 %3,256 %2,406 %1016,954 %3,264 %2,415 %1026,938 %3,272 %2,424 %1036,923 %3,279 %2,433 %1046,908 %3,287 %2,442 %1056,893 %3,294 %2,450 %1066,878 %3,301 %2,459 %1076,864 %3,308 %2,467 %1086,849 %3,315 %2,475 %1096,836 %3,321 %2,483 %1106,822 %3,328 %2,491 %1116,809 %3,335 %2,499 %1126,795 %3,341 %2,506 %1136,783 %3,347 %2,514 %1146,770 %3,353 %2,521 %1156,758 %3,359 %2,528 %1166,745 %3,365 %2,535 %1176,733 %3,371 %2,542 %1186,722 %3,377 %2,549 %1196,710 %3,382 %2,556 %1206,699 %3,388 %2,562 %1216,687 %3,393 %2,569 %1226,676 %3,399 %2,575 %1236,665 %3,404 %2,581 %1246,655 %3,409 %2,588 %1256,644 %3,414 %2,594 %1266,634 %3,419 %2,600 %1276,624 %3,424 %2,606 %1286,614 %3,429 %2,611 %1296,604 %3,434 %2,617 % 1306,594 %3,439 %2,623 %1316,585 %3,443 %2,628 %1326,575 %3,448 %2,634 %1336,566 %3,453 %2,639 %1346,557 %3,457 %2,644 %1356,548 %3,461 %2,650 %1366,539 %3,466 %2,655 %1376,530 %3,470 %2,660 %1386,522 %3,474 %2,665 %1396,513 %3,478 %2,670 %1406,505 %3,482 %2,674 %1416,497 %3,486 %2,679 %1426,488 %3,490 %2,684 %1436,480 %3,494 %2,689 %1446,473 %3,498 %2,693 %1456,465 %3,502 %2,698 %1466,457 %3,506 %2,702 %1476,450 %3,509 %2,707 %1486,442 %3,513 %2,711 %1496,435 %3,516 %2,715 %1506,427 %3,520 %2,719 %

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 RepublicCyprusDenmark10033502612004151441301465249040349545005045455530615565755072660595608376151256093863513530104965514520Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004154172000025542431000225427430001954285400017842965000175430760001714318701017623298120178132109130180433Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501704214121202404318151602704420171702804522192002904 6232021030047252222031048262324132049282425232041029252633304Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1261013205002441817231200349201927160045021213217005532322352000655242339210075626254022008562826422400953292642250010522726422600Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico10110900920180900931300900942380900105240090010634309001073450900108743090010954009101010543091010

Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan10004100420007120430007120440006140450205150460506150470807160480120816049019091604100190101604Duration (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 61621461242385721182262146124238572970372347116234568804482550118233567674510285512123356757161130591262335675677123360128233567567812346012723356756791234601262335675671013366012623356756711133760126233567567121438601262335675671314386012623356756714143860126233567567 15143860126233567567161438601262335675671714386012623356756718143860126233567567191438601262335675672015386012623356756721153860126233567567221638601262335675672317386012623356756724183860126233567567251838601262335675672619386012623356756727203860126233567567282138601262335675672921386012623356756730223860126233567567 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 6111265112924357712122132853131245579997314305512424157582641633571262405746925173562128240574587617376513223957357371839661342385735738173965132238572572917396513123857257210174065130237571571111741641292375715711217416412923657057013174163128235570570141741631282355695691516406212723556956916164061127234568568171539611272345685681815396112623456856819153961126234568568 2016406212723456856821164062127234568568221740621272355695692318406212823556956924184162128235569569251941621282355695692619416212823556956927214162128235569569282141621282355695692921416212823556956930224162128235569569 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 616214612423757211812621461242375729693723471162345688034825501182335676735928551212325675716113058126232567567712336012823256756781233601272325675679123460126232567567101335601252325675671113366012523256756712143760125232567567131438601252325675671414386012523256756715143860125232567567161438601252325675671714386012523256756718143860125232567567191438601252325675672015386012523256756721153860125232567567221638601252325675672317386012523256756724183860125232567567 251838601252325675672619386012523256756727203860125232567567282138601252325675672921386012523256756730223860125232567567 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 61849912420231665012012799412019731164599538399123192310644827482991231923066406945819912619230363863868099127195301635635779991271952996336338779912519229863263297698124190296631631107396120185293627627117094117183290624624126993116181288622622136993115180287622622146993115180287621621156892114179287621621166892113179286620620176791113178285619619186690112178285619619196589111177284618618206589111176283617617216488110175282617617226387109174282616616236286108174281615615246185107172280614614256084106171279613613265983105170277612612275882104169276610610285781103168275609609295680102167274608608305579101166273607607

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 6192450127241575118021126521292435779703143054123241574804415335712524057467451735621282405745746183866133240574574719406713524057457481840661332395735739184066132239573573101841661312385725721118426513123857257212184265130237571571131942651302375715711418426413023757157115184264129236571571161842641292365705701717426312923657057018174163129236570570191842631292365705702018426412923657057021184264130237571571221943641302375715712319436513023757157124194365130237571571251943651302375715712619436513023757157127204365130237571571282143651302375715712921436513023757157130224364130237571571 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 61516692169283617118825570951732876219783607710117028862181346481106174289623682 5668511217828962362366787115182289623623768891161842886226228678811518128762162196588113179286620620106487112177284618618116387110176283617617126286109174281615615136185107172280614614146084106171278612612155983105170277611611165882103169276610610175781103168275609609185680102167274608608195579101166273608608205479100166273607607215478100165272606606225377991642716056052352769816327160560524517597163270604604255175961622696036032650749616126860260227497395160267601601284872941592666006002947719315826560060030467092157265599599 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 615204512323757111812520451232375719693622461152335678034725491172325666735927541202325665716103058125232566566711326012723256656681133591262325665669113359125232566566 101235591252325665661112365912523256656612133759125232566566131337591252325665661413375912523256656615133759125232566566161337591252325665661713375912523256656618143759125232566566191437591252325665662015375912523256656621153759125232566566221637591252325665662317375912523256656624183859125232566566251838591252325665662619385912523256656627203859125232566566282138591252325665662921385912523256656630223859125232566566 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 61725571562565901203272557156256590988382756140252586819410295812925058468651131591172495835836143462109248582582715376210124658058081638619324557957991945648724457857810184562842435775771117446083243577577121743618424257657613174461842415755751417446184240574574 1517446184239573573161744618423857257217174461842375715711817446184236571571191744618423657057020174461842375715712117446184237571571221744618423757157123184461842365715712418446184236570570251844618423556956926194461842355695692720446184235569569282144618423456856829214461842345685683022446184233567567

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 6187101127205318653125428499125202316650103538399124193310644860482991241923076417225819912619230463863868099128195301636636778991271942996336338769712419029663063097395121187294628628107295119185292626626117194118183290624624127093116181289623623136892115180287621621146791113178285619619156690112177284618618166488110176283617617176387109174282616616186286108174281615615196185107173280614614 206185107172279613613216084106171278612612225983105170277611611235882104169276610610245781103168275609609255680102167274608608265579101166273607607275478100165272606606285377991642716056052952769816327060460430517597162269603603 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 6160751001782926261211259739917729062499635875991682856198284587610016928361769555876103169281615615657771051722796136137577710517327761161185576103170276610610953761011672746086081053761001662736076071152769916427260660612527698164271605605135275981632706046041451759716226960360315507496162269603603164973951602686026021749739516026760160118487294159266600600194771931592666006002047719315826660060021477193158265599599224771921582655995992346709215726459859824456991157264598598 254569911562635975972644689015526259659627436789155262596596284367891542615955952942668815326059459430416587153260594594 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 61314571149262596120923146721492635979943314772141258592824432497314225659069153251781442555895896335280148254588588733548114925358858883254801472535875879315479145252586586103154791442515855851131557814325058558512315577143250584584133054761422495835831430547614124858258215295375140247582582162852741392465815811728527413924658058018275173138246580580192751731382455795792027517313824557957921275173138245579579222751731382455795792327517313824557957924275173138245579579252651721382455795792626507213724557957927265072137244578578282650721372445785782925507113724457857830254971136243578578 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 6103261042175521174215271052185529643252897215549799436319921454867054936102214548568641140107214548548751441109213548548861441108213548548971541107213548548108164110621354754711819421072155495491291841106213547547131020421072145485481411204210721454854815111840106213547547161217391052125465461712173910521254654618141739105212546546191419401052125465462015194010621354754721152041106213547547221620411062135475472317224110621354754724182241106213547547251823421062135475472619234310621354754727192545106213547547282125461062135475472921264710621354754730222748106213547547

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 6147628816527961312252476288165279613100534864881572756098324486590158273607697 54967941602726066066496896164270604604749709716526960360384869961622686026029476994160267601601104669941592666006001146699315826559959912466992157265599599134569911572645985981445699115626359759715446890155262597597164367891542615965961743678915426159559518426688153260594594194266881532605945942041658715326059459421416587152260594594224165871522595935932340648615225959359324406486151258592592253963851502585925922639638515025759159127386284149256590590283761831492565905902937618314825558958930366082147254589589 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 61153056133247581121221934601372515859973244064133251584827427456913725258669353049761422535875886294977144251585585734558315125558958983354811482535885889345682147254588588 103659831492565905901138618415025759159112396285150258592592134063861512585925921440648615125859259215406486151258593593164064851512585925921740648615125859259218396385150257591591193862841502575915912038628415025759159121386284150257591591223862841492565915912338628414925659059024376183149256590590253761831482555895892636618214825558958927366082147254588588283560811472545885882935598114625358758730345980146253587587 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 6114295513224658012222153056133247581100531834581272455788334193661129244578698521396613224457859162242701372445785787234472139244578578823457113824457857892346711372445785781024477113724457857811254872137244578578122649721372445785781326507213724457957914265072137245579579 15265072138245579579162650721372445785781726507213724457957918265072137244578578192650721372445785782026507213724557957921265072137245579579222650721372445785782326507213724457857824254971137244578578252549711362435775772625497113624357757727244870135243577577282448701352425765762924487013524257657630234769134242576576 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 615065901682826161237253689317128561910213577397166284618848459761011692846187115617910617228461861866382110178284618618764841121802846186188638411117828461861896385111176283617617106386111176283617617116387110176283617617126387110175282616616136387109174281615615146286108173280614614156185107172279613613166084106171279613613175983105171278612612185983105170277611611195882104169276610610 205781103168276610610215681102168275609609225680102167274608608235579101166273607607245478100165272606606255377991642716056052652769816327060460427517597162269604604285074961612696036032949739516126860260230497394160267601601

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 61819612219931364712732851001262033176511049387103127196314648873487104129197312646732590109136202313647647692112140207314648648793114142210314648648894116142209315649649995117143209315650650109611814320831565065011961191422083156496491295119142207314648648139411814020631364764714931171392043116456451591115137203310644644169011413620130864264217891131342003076416411887111133198305640640198611013219730463863820841091301963036376372183107129194301636636228210612819330063463423801041261912986326322478103124190297631631 2577101123188295629629267599121187294628628277498120185292626626287296118183291625625297195117182289623623306993115180288622622 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 61722481252395731228211255112924257710103143055124241575837417355912724257670152039661312435775946224170137244578578723447214024457857882345711382445785789244671137244578578102447721372445785781125487213724457857812254971137244578578132549711362435775771424487013524357757715244869135242576576162347681342415755751722466813324057557518224668133240574574192246671332405745742022466813324057457421224668133240574574222246681332405745742322466813324057457424224668133240574574252246681332405745742622466713324057457427214567133240574574282145671322395745742922456713223957357330224567132239573573 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 61931081342113256591322293108134212325659108839411013520432165590349511213720532065475859611514220831965365369711614421231865265279711814621431865265289711814521231865265299611814421031765165110951181422083156496491194117141206313647647129211613920431164564513911151372023096436431489113135200307642642158711113319930664064016851091311963046386381784108130195302636636188210612819330063463419811051271922996336332080104126191298632632217910312519029763163122771021231892966306302376100122188295629629247599121186293628628257498120185292626626267397119184291625625277296118183290624624287195117182289623623297094116181288622622306993115180287621621 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 61345360385463577911134327994119197311645110138399123192310644910486104128196311645761 5891071342003126466466911101392063136476477921131412093136476478931151412083146486489941161412073146486481094117141207314648648119411814120631464864812951181412063146486481395119142207314648648149612014220731464964915971211432083156496491698122144209316650650179912314521031765165118100124146211318652652191011251472123196536532010112614721332065465421102126148213320654654221011261472133206546542310112514721231965365324100124146211318653653259912314521031865265226981221442093166506502797121143208315649649289612014120731464864829941181402053136476473093117139204311645645

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 61010361142275611195211036113227561981321237106223557813431439107221555680541643109220554576641746113219554554751947115219553553871945112218552552971944110217551551 108204410921755155111821441092165515511292144109216551551131022441092165515511411224410921755155115112344110217551551161223441102175515511712234511021755155118142345111218552552191524461112185525522015254711221955355321162648113220554554221726481142215555552318274911422155555524182849115222556556251828501152225565562619285011622355755727202951116223557557282129511162235575572921295111722455855830223052117224558558 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 61536894171285619122425469951722866201005355719516528261683345673971662806146985567510216827961361365776105172279613613757771051732776116118567710417127761161195578103169276610610105477102167274608608115477100166273607607125276991642716056051351759716227060460414507496161268602602 15487294160267601601164771931582655995991745699115726459859818446890155263597597194367891552625965962043678915426159559521426688153261595595224266881532605945942341658715225959359324406486151258593593253964851512585925922639638515025759159127386284149256590590283762831492565905902937618314825558958930366082147254589589 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 61115130155233347681131921161311562343486821086311813415922834567990141201371622303456797565122140167233345679679612314217023834467967971231441722393446786788122144170237343677677912214416923534267667610121144168234341675675111201431672323396736731211914216523033767267213117141163228335669669141151391612263336676671511313715922433166566516110134156221328662662171081321542193266606601810512915121732465865819103127149215322656656 2010212614821332065465421100124146211318652652229812214420931665165123961201422083156496492495119140206313647647259311713920431164564526911151372023096436432789113135200308642642288811213419930664064029861101321973046386383085109130196303637637 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 611731882132914057391323218219722330041474811033187203228297414748922418920723130041474877951912092363024147487486190210238305412746746719021123830641174574581882102363034097437439187209235301407742742101862092332994067407401118520823229740473873812183206229294401735735131802042262913987337331417720122328839572972915174198220285392726726161711952172823897237231716719121327938672072018164188210275383717717191611852072723797147142015818220426937671171121155179201266373707707221521761982633707047042314917319526036770170124146170191257364698698

251421661882543616956952613916318525135869269227136160182248355689689281341581792453526866862913115517724234968368330128152174239346680680 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 612843691462605941242229447014726159510193304671140257591845431487314125659070853251781442555896006325280147254588588733548114925358858883253801462525865869315379145251585585103154781442515855851131547714325058458412305477142249583583133054761422495835831430547614124858258215305475141248582582162953751412485825821729537514024858258218295375140248582582192953751412485825822029547514124858258221305475141248582582222954751412485825822329537514124858258224295375140247582582252953751402475815812629537514024758158127285374140247581581282852741392465815812928527413924658058030285273139246580580 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 612439651422565901254226416714425859210293294569138256590852431497314125659071453452791452575916056355583150257591591737588515325759159183758851512575915919375985151257592592103861851512585925921139628615125859259212406386151258592592134064861512585925921440648615125859259215406486151258592592163963851502575925921739638515025759259218396385150257592592193963851502585925922040648515125859259221406486151258592592224064861512585925922339648515125859259224396385150257592592253963851502575915912638628415025759159127386284149256590590283762831492565905902937618314825558958930366182148255589589 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 6112513916524335669013272123138164241355689109131231391632333506849044123141165234348682758 512414317023634768168161241431722393456806807124145172240344678678812314417123834467867891221441692353426766761012214516923534267667611122145168234341675675121211451672333406746741312014416623133867367314119143165230337671671151171411632283356696691611413816022633366766717112136158223330664664181091331552213286626621910713115321932666066020105129151216323658658211031271492143216556552210112514721231965365323981221442103176516512496120142207315649649259411814020531264664626921161382033106446442790114136201308642642288811213419930664064029861101321973046386383084108130195302636636 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 610103511322756112212112371152295631004321640109227560832431944112227561697542350116227561591662654121228562562782856124228562562882956122228562562983055121228562562 1083155121228562562119325512122856256212103255120228562562131033551202275615611411335512022756156115123355120227561561161232541192275615611714325411922756156118143254120227561561191533541202275615612015335512022756256221163456121228562562221734561212285625622318345612222956356324183557122229563563251935571222295635632619355712222956356327213557122229564564282135571222305645642922365712323056456430223657123230564564

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 6135507515326760112202365076154267601100333652761452635968304365378146260594695536558214825959359363958871542605955957365785152257591591840628815526159559593961871532605945941034578114725458858811305376142249583583122750731382455805801324487013624357757714234768134241575575 15214567132239573573161944651312385725721719436513023757157118184264129236570570191842631292365705702018426412923657057021184264129236570570221842641292365705702318426412923657057024184263129236570570251942631292365705702619416312923657057027214163128236570570282141631282355705702921416312823556956930224163128235569569 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 611892042303074217551582218720222730541875312933184200224293411745105941811982232914057398805178196223289401735742617419422228939673073071711922202883927267268167189215282388722722916318521127738471871810160183207272380714714111561802032683767107101215317619926437270670613149173195261368702702141461701922573646986981514216618825336169569516139163185250357691691171361601822473546886881813315717924435168568519130154176241348683683 2012715217323934668068021125149171236343677677221221461682343416756752312014416623133867267224117141163228336670670251151391612263336676672611313715822433166566527110134156221329663663281081321542193266606602910613015221732465865830104128150215322656656 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 61826511092455791234282651109245579101531029531032435778414123456100243577704516406210324457859661843669924557957971946659224557957981744649124558058091745669524658058010194868992465805801121507010224658058012235371103246580580132454721032465805801424557210324658058015245572103246580580162455721032465805801724557210324658058018245572103246580580192455721032465805802024557210324658058021245572103246581581222455721032475815812324557210324758158124245572103247581581 252455721032475815812624557210324758158127245572103246581581282455721032465805802924557210324658058030245572103246580580 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 610313912055391187215129020353797332512811985328054361381196530674547188419552957164821881955295297582290194529529869228919452852897112288194529529108112288195529529118122388195529529129122488195529529131014268819552952914111427881965305301511152989196530530161216308919653053017121731891975315311814173390197531531191419349019853253220151935911985325322115203692199533533221620389219953353323172239932005345342418224193200534534251823429320053453426192343932005345342719254593200535535282125469320153553529212647942015355353022274894201535535

1. 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 611152144166303303521152144166339225231152449160352169841162753158350131252183055158341104063213358158328844742435601583136998424366315829658895253766158279501105263968158263432115263969158251376126263969158251329136263969158251290146263969158251257156264069158251251168264369158251251178264669158251251188264869158251251199265069158251251209265369158251251219265569158251251221026586915825125123102661691582512512412266369158251251251226666915825125126122668711582512512713267174158251251281326737615825125129132675771582512513014277879158251251 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 6162026491713103119282228511733492320382331571683611749482434601653601350 582537621653501070692739651643368677103040661633207178103041681633036029103042711632855131010314473162268441119304373162255383129304372161254336138294272160253296148294271160253262157284171160252252168284470159252252178284670159252252188274970159251251199275170159251251209285470159252252219285771159252252221028587116025225223112961711602532532412296371160253253251229667116025325326122968721602532532713297174160253253281329747616025325329142977791602532533014297981160253253 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 611152144166303303421152144166339225231152449160352169841162753157350131252183055157341104063213358157328844742434601573126998424366315729658895253766157279501 105263968157263432115263969157250376126263969157250329136263969157250290146263969157250257156264069157250250168264369157250250178264669157250250188264869157250250199265069157250250209265369157250250219265569157250250221026586915725025023102661691572502502412266369157250250251226666915725025026122668711572502502713267174157250250281326737615725025029132675771572502503014277879157250250 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 61799399122244339308827488951182393482314376911001252363621749474901001262313611353572891011262293531076672901011272263418767719010112722432572687089101128223316611969891011302213145211065869912821831044911638497126215308391126182951252133063421360819412421230530514608194123212305305 15598093123212304304165980931222113043041758799212221030330318577891121210303303195778911202093023022056779012020830130121557689119207300300225475881182072992992353748711720629929924527386116205297297255172851152042962962650718411420229529527497083113201294294284869821122002932932947688111119929229230466781110198291291 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 614182548169302303126202750171339225237223056167352169947233460165351131359263862165342104261028406516532984671131426716531370081131426916429758991131437216428050310113245731632644331111324574163256377121031447416225533013103144731622552921410314473162255259159304373161254254169304372161254254179304672161254254189304972161254254199305172161254254

209305373161254254219305673162255255221031587316225525523113161731622552552412316474162255255251231667416225525526123169741622552552713317174162255255281331737616225525529143177781622552553014317981162255255 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 6146606790211306305125064719321534222733546977103214356171745672831092143551329558758711121434710556597789115214334858760799011621331871185979911172123055999587991119211304510105778911202093024401156779011920830138312547588118206299335135273861162052972971451728511520329629615507184113202295295164970831122012942941748698211120029329318476881111199292292194667801101982912912046678010919829129121456679109197290290224465781081962892892343647710719628828824436477106195288288 254263761051942872872641627510419328628627406174104192285285283960751031912842842938597710219028328330375879101190282282 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 610142143165303303220142143165339225131142348159351169641152652157350131152172954157341103962203257157328843742334591573126988424356215729658794243765157279501104253867157263432115263968157250375126263968157250329136263968157250290146263968157250257156264068157250250168264368157250250178264668157250250188264868157250250199265068157250250209265368157250250219265568157250250221026586815725025023102661681572502502412266368157250250251226666915725025026122668711572502502713267174157250250281326737615725025029132675771572502503014277879157250250 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 610112246184308309220112246184345229831112450178358173241132656175357133752162959174347105962183360173333859732136601713177108423376017030059797314258169283508109344157168266438118334156168260380127324156167260333136314156166259293146304156165258260156314156164257257168314356163256256178314656162255255188314856161254254199315157161254254209315359162255255219315662162255255221031586416225525523103161661612542542412316368161254254251231667016025325326123168721602532532713317174160252252281331737615925225229133175771592522523014317879158251251 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 6182961021252473423233279931001232443612414377921001262373761825474901011272323751411 572891011262293661119672901021272263529087719010112622433575186888991262213176319668699127219312538106585981272173104631163849712621530840212618295125214306352136081941232123053101458799212221030330315577891120209302302165677901192083013011754758811820730030018537487117206299299195374871162052982982052738611520429729721517285114203296296225071841142022952952349708311320129429424486982112200293293254768811101992922922646678010919829129127456679108197290290284465781071962892892943648010619528828830426382106194287287

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 6155697698220315311625468749721834823193526775101212362175245167771032083621356550677910320635310766496779104204340875749687910520232472584767791062013076109466779107199292520 104566791081982914471144657810819729038912446578107196289340134364771061952883001442637610619428728715416275105194287287164061741041932852851740617410319228528518396073103191284284193960731021912842842038597210219128328321385972102190283283223859721011902832832337587110118928228224375871100189282282253657709918828128126355670991872802802735567298187280280283455759718627927929335478971852782783033548096185278278 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 61264046691913103109226404770191348231332540487418536017444244050761813591347524415377180350106762543548017933686672545568117932071682544568317830360292445578517728551310244558871762694421123445787175268384122344578617526833613224356851742672961421425585173266266 1520415484172265265161940538317126426417194053821712642641818395282171263263191839528217026326320183954821702632632118395782170263263221839598217026326323183961821702632632418396481170263263251839668117026326326173870811702622622717387281169262262281738748016926226229173877801692622623016377981168261261 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 61003241463013015201625147337223831293014135016874131134139348130352414361393391033624173913932683973619411383116948462244138294584948254713827749810482849138261429114103051140245373126103250138231327136123551139232288146123850139232255156144049138231231168144349137230230178154552137230230188164754137230230199175056137230230 209185359138231231219195560138231231221020576213823123123102059641382312312410226267138231231251222656913823123126122467701382312312713246972138231231281325727413923123129132674771392312313014277879141231231 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 614256638620731331522425663862073512341341566590201364176344056679319836213615405769941973531078641597096195339875741607197194323723840607198193305608939607210019228851810396073102191284446113859721021902833881237587110119028233913375871100189282299143657701001882812811535566999187280280163455689818627927917345568971862792791833546797185278278193354679618527827820335467961852782782132536696185277277223253669618427727723325366951842772772431526595183276276 253051679418327527526305170931822752752729507293181274274282950759218127427429284977921802732733027487991179272272

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 611024315417531031182142835581793492320317324066177362175042035467217736113535223951751783511072621395176176338870727465782180321720825455784178304605927475988179287516102849629118127444411305164931822753861230516494183275338133152659418327629814315265951832762761531526595183276276163152659418327627617315265941832762761830516494182275275193051649318227527520305164931822752752130516493182275275222950639318127427423295063931812742742429506592181274274252849679218027327326284970911802732732727487291179272272282748759017927227229264777901782712713026478089178271271 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 61923305217431331462102431541753512341311263460171364176441127386416936313625122941661693531078614324469169339874716354671169322722816364774169305607916374977169287517101738517916927044511173851801692623861217385181169262338131738518117026229814173851811702632641518395281170263263161738518116926226217173851811692622621817385181169262262191738518116926226220173854811702622622117385781170262262221738598116926226223173861811692622622417386480169262262251637668016826126126163769791682612612715367279168260260281536747916726026029153677791672602603014357981167260260 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 614559658821031731872486268912133572379350657499210371179745167781042083701389 553708210620936011016547384110209346893756758611220933073985575871142093126229557688117208301530105677901192083014561156779011920830139612557689118207300347135475881182062993061453748711720529829815527386116204297297165172851152042962961751728511420329629618507184113202295295194970831132012942942048698211220129329321486982111200293293224768811101992922922346678011019829129124456679109197290290254465781081962892892643647710719528828827426376106194287287284162761051942862862941627810419328628630406182103192285285 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 617690971202413363285280941011242453662450380951041292403811853479951061322373801433582991111352383711137684102114139239357923786105116142239341764887107118145240333643988108120149240333547 1088109122151240333471118810912215124033340912871081211502393323581385107120149238331331148410511814823632932915831041171462353283281681102115145233326326178010111414323232532518789911214223032332319779811114122932232220769711013922832132121749510813822631931922739410713622531831823719210513522331631624709110413322231531525688910213222031331326668710013021931231227658699129217310310286384971272163083082962839612521430730730608194124213305305

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 61216234616731431612620264917135323523823315616736617734102536621673641369512294165168355108461432446916934087971635467116932472681636477416930661091637497716928952010173851801692724471117385180169262389121738518016926234013163750801682613001415364979168260265 1515364978167260260161435487716625925917133447771652582581813344977165258258191334527616525825820133454761652582582113345777165258258221334607716525825823133462771652582582413346577165258258251334677616525825826133470761652582582713337276165258258281333757816425725729143377791642572573014338081164257257 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 61881021091312533483418289102109132253379254838810311113624739419244871031141402453931486588105117141244383117768910711814424336895479010912014524335078988910912114824333566298910912115024233456410881081211502403334851186107120149238331421128410511814823632936813821031161462343273271480101114144232325325157899112142231324324167697110140229321321177596109138227320320187394107137225318318197293106135224317317 207192105134223316316217091104133222315315226990103132221314314236789102131220313313246687100130218311311256586991292173103102664859812821630930927638497127215308308286283961252143073072961829512421330630630608194123212305305 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 6134035436038350560034782748894117239384258137691991252363961940478941051312363941495581981101342373831182683101113138238368957785104115140238350791886105117144239332664986107119147239332565108610712014923933248711861071201502393314231286107120150239331370138710812115023933233214871081211512393323321588109122152240333333168911012315324133433417901111241542423353351891112125155243336336199211312615624433733720931141271562453383382193114127156245338338229311412715624533833823921131261562443373372491112125155243336336 259011112415424333533526891101231532413343342788109122152240333333288710812115023933233229851061191492383303303084105118148236329329 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 610411341553063073204113415534322813151338149356171841515411463541326526184214534410506282045144331852731021461443157048410224814329859294102550142281504104102852142264434115103153141248377126103353141234331136123553141234291146123853142235258156144153142235235168144353142235235178154654142235235188164854143236236199175057143236236209195359144237237219195662145238238221020586414623923923102161661462392392412226368147240240251222667014724024026122468721482412412713257174148241241281326737614824124129142776781492422423014277980149242242

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 61486269922133133152249637093214351234134963729720836417644486474100205363136354865771012043531080649677910420434087674968791052023247258486880107202306610948698110920129452010476881110199292448114667801091982913891244657810819628934113426376106195287300144162751051932862861539607310319228528516385972101190283283173758711001892822821835566999188280280193556699818728028020345568981862792792133546797186278278223354679618527827823325366961842772772431526595184276276253152679418327627626305170941822752752729507293181274274282950759218127427429284978921802732733027488091179272272 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 611101241301532753703411211112513215427637825413112127135161272393191841121281391652703921482 51131301421672703821174611513314517026936795371161351461712693627888115135146173268361663911413514717526736056510114134147176266359486111121331461762643574221211013114417426235537013108129142172260353353141061271401702583513511510412513816725634934916101122135165253346346179912013316225134434418971181311602493423421995116129158247340340209311412715624533833821911121251552433363362289110123153241334334238810912215124033333324861071201492383313312584105118148236329329268210311614623432732727801011141442333263262879100113142231324324297798111141229322322307697110139228321321 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 611681821892113334283423217719119822134243725833181196204230341436196241821982082343394331527518219921123633943112166182200212238337430989718220221323833642881981812012122393344276899180200212241332425587 101792002122413314245051117719821124032942243912174195208238326419419131711922052353234164161416818920223232041341315165186199229317410410161621831962253144074071715918019322231140440418155176189219308400400191521731862163043973972014917018321330139439421146167180210298391391221431641772072953883882314016117420329238538524137158171200289382382251341551681972863793792613115216519428337637627128149162191280373373281251461591882773703702912214315618527436736730119140153183271364364 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 61233744671883183199224384567189356237632439477318436917904233950761813681382524415377180358109562443548017934488772545558117832773482444568217730961692444568517629252510234457861762744521123445786175268392122243568617426734313214255851742673021421425585173266268 1521425584173266266162042558417326626617204154841732652651820415484173265265192142558417326626620214255841732662662121425784173266266222142608417326626623214262841732662662420416584172265265252041678417226526526204170831722652652720417283172265265281940768317126426429194078831712642643019408182171264264

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 6119334063184321323322135426518635924013223746711823721808423395076181371139552542547918236111056274557821823468957294859851823307408294961881823126229305062911822945301031516493183277456113152659418327639612315265951832763471331526595183276306143152659518327627615315265941832762761630516494183275275173051649418327527518305164941822752751930516494183275275 20315265941832762762131526594183276276223152659418327627623315265941832762762430516694182275275253051699418227527526305171931822752752729507493181274274282950769218127427429284978921802732733028498291180273273 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 611201341401632853803434211813213916228338025553117131140165276394192641161321421682733931487511613314516927238311776116134146171270368954711613514617226936278981151351471742693616639114135147175267360564101141351481772673604861111413514817726635942212113134147176265358369131111321451752633563561411013114417426235535515108129142171260353353161061271401692583513511710312413716625534834818101122135164253346346199811913216225134434420961171301602483413412194115128158246339339229211312615524433733723901111241532423353352487108121151240332332 2585106119149237330330268310411714723532832827811021151452333263262879100113143231324324297798111141229322322307596109139227320320 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 6104103315531231412061335157351233731816421533641761411021471523621360521325501523531077621628531533398737319305615332272284203258153305607942133611532885171042235631532704451152235641532543871262134641532453391362137641522452991462139641522452651582141631522452451682044631522442441782047631522452451882149631522452451992151631522452452092154641522452452110225764153246246221022606515324624623112362671542472472412236569154247247251224677115424724726122470731542472472713257275154247247281326757715524824829142777791552482483014288081155248248 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 61304451731953123141231445174195350233432944527818936317594284454811853611357528455781184352107463149618618533787172948598418232172083352649118630460593252659318528651510264760891792724431122435685174267385121839528217026333713163750791682612971414354877166259263151233467616425725716113245741632562561710314673162255255189304973161254254199305172161254254209305472161254254219305772161254254221030587216125425423113061721612542542412306372161254254251230667216125425426123069721612542542713297274161253253281329747616025325329142977791602532533014297981160253253

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 611841982052283494444139218219620222534744830693177192201226337459228741731891992263304531750 5169186198223326439137761661841962223214181105716418319421931741090481601791912183134067549156176188217309402640101521731862153053975491114816918221230139347512144165178208297389414131411621752042933863861413715817120028938238215133154167197286378378161301511641942823753751712714816119127937237218124145158188276369369191211421551852733663662011914015318227136436421116137150180268361361221131351481772663593592311113214517526335635624108129142172261353353251061271401702583513512610412513816725634934927101122135165254346346289912013316325134434429971181311612493423423095116129159247340340 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 6101426531733163179201426531733552365311728571693671781412032621683661374522337681693561088642639691703418817630427217032572889344674170307612910374976171289521 101138517617127244811124052781712643891213415479171264341131442547917126430014144355801712642661514435580171264264161443558017126326317144355801712632631814435580171263263191443558017126426420144355801712642642114435780171264264221443598017226526523144362801722652652414436580172265265251443678017226526526144370801722642642714437280171264264281443758017126426429144377801712642643014438081171264264 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 61003111333043049201614131340226131291712435217024131220121350131352415231203411040625172612032784373619291193116978462230119294586948253311927849910492836120261429114103038120245373126103240120230327136123542120215288146123746121213255 156144048121214227168144349121214214178154552122214214188164754122215215199175056124215215209175359127216216219195560128217217221020576213021721723102059641312182182410226266133218218251222646813521821826122467701362182182713246972137218218281325727413921821829132674771392192193014277779141219219

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria10EuroBelgium10EuroCyprus10EuroEstonia10EuroFinland10EuroFrance10EuroGermany10EuroGreece10EuroIreland10EuroItaly10EuroLatvia10EuroLithuania10EuroLuxembourg10EuroMalta10EuroNetherlands10EuroPortugal10EuroSlovakia10EuroSlovenia10EuroSpain10Czech korunaCzech Republic6Danish kroneDenmark34ForintHungary4KronaSweden4KunaCroatia8LevBulgaria– 4Pound sterlingUnited Kingdom21Romanian leuRomania4ZlotyPoland7KrónaIceland18Norwegian kroneNorway29Swiss francLiechtenstein0Swiss francSwitzerland0Australian dollarAustralia11Canadian dollarCanada22US dollarUnited States38YenJapan1