Commission Implementing Regulation (EU) 2018/1699 of 9 November 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2018 until 30 December 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) 2018/1699 of 9 November 2018 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2018 until 30 December 2018 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 October 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2018 market data. That information was published on 5 October 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 September 2018 until 30 December 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 September 2018. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 9 November 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– 0,342 %1,885 %– 0,352 %0,342 %– 0,358 %0,090 %2– 0,207 %2,128 %– 0,217 %1,402 %– 0,110 %0,293 %3– 0,032 %2,214 %– 0,042 %1,958 %0,116 %0,608 %40,136 %2,271 %0,126 %2,427 %0,320 %0,984 %50,292 %2,305 %0,282 %2,710 %0,514 %1,277 %60,439 %2,319 %0,429 %2,900 %0,682 %1,504 %70,571 %2,324 %0,561 %3,157 %0,830 %1,697 %80,691 %2,326 %0,681 %3,358 %0,961 %1,870 %90,803 %2,331 %0,793 %3,515 %1,080 %2,028 %100,907 %2,340 %0,897 %3,603 %1,186 %2,164 %110,998 %2,341 %0,987 %3,669 %1,330 %2,280 %121,077 %2,334 %1,067 %3,726 %1,491 %2,381 %131,150 %2,324 %1,139 %3,776 %1,651 %2,470 %141,212 %2,318 %1,202 %3,819 %1,801 %2,549 %151,262 %2,320 %1,252 %3,858 %1,939 %2,620 %161,299 %2,334 %1,288 %3,891 %2,063 %2,685 %171,329 %2,356 %1,318 %3,920 %2,175 %2,743 %181,358 %2,384 %1,347 %3,946 %2,277 %2,797 %191,390 %2,416 %1,379 %3,970 %2,368 %2,847 %201,428 %2,451 %1,417 %3,990 %2,451 %2,893 %211,473 %2,487 %1,463 %4,009 %2,526 %2,935 %221,524 %2,525 %1,514 %4,026 %2,595 %2,975 %231,579 %2,562 %1,569 %4,041 %2,657 %3,012 %241,636 %2,599 %1,626 %4,055 %2,715 %3,047 %251,694 %2,636 %1,684 %4,068 %2,768 %3,079 %261,751 %2,672 %1,742 %4,080 %2,817 %3,110 %271,809 %2,708 %1,800 %4,091 %2,862 %3,139 %281,865 %2,742 %1,857 %4,101 %2,904 %3,166 %291,921 %2,776 %1,912 %4,111 %2,944 %3,192 %301,975 %2,808 %1,967 %4,119 %2,980 %3,216 %312,027 %2,839 %2,019 %4,127 %3,015 %3,239 %322,078 %2,870 %2,070 %4,135 %3,047 %3,261 %332,127 %2,899 %2,120 %4,142 %3,077 %3,282 %342,175 %2,927 %2,167 %4,149 %3,106 %3,302 %352,221 %2,954 %2,213 %4,155 %3,133 %3,321 %362,265 %2,980 %2,258 %4,161 %3,158 %3,339 %372,307 %3,005 %2,300 %4,166 %3,182 %3,356 %382,348 %3,029 %2,341 %4,171 %3,205 %3,373 %392,387 %3,053 %2,381 %4,176 %3,226 %3,389 % 402,425 %3,075 %2,419 %4,181 %3,247 %3,404 %412,462 %3,096 %2,455 %4,185 %3,266 %3,418 %422,497 %3,117 %2,491 %4,190 %3,285 %3,432 %432,530 %3,137 %2,524 %4,194 %3,303 %3,446 %442,563 %3,156 %2,557 %4,197 %3,320 %3,458 %452,594 %3,175 %2,588 %4,201 %3,336 %3,471 %462,624 %3,193 %2,618 %4,204 %3,351 %3,483 %472,653 %3,210 %2,647 %4,208 %3,366 %3,494 %482,681 %3,227 %2,675 %4,211 %3,380 %3,505 %492,708 %3,243 %2,702 %4,214 %3,394 %3,515 %502,734 %3,258 %2,728 %4,217 %3,407 %3,526 %512,759 %3,273 %2,754 %4,220 %3,419 %3,535 %522,783 %3,287 %2,778 %4,222 %3,432 %3,545 %532,806 %3,301 %2,801 %4,225 %3,443 %3,554 %542,828 %3,315 %2,824 %4,227 %3,454 %3,563 %552,850 %3,328 %2,845 %4,230 %3,465 %3,571 %562,871 %3,340 %2,867 %4,232 %3,476 %3,580 %572,891 %3,352 %2,887 %4,234 %3,486 %3,588 %582,911 %3,364 %2,907 %4,236 %3,495 %3,595 %592,930 %3,375 %2,926 %4,238 %3,505 %3,603 %602,948 %3,386 %2,944 %4,240 %3,514 %3,610 %612,966 %3,397 %2,962 %4,242 %3,523 %3,617 %622,983 %3,407 %2,979 %4,244 %3,531 %3,624 %633,000 %3,418 %2,996 %4,245 %3,539 %3,631 %643,016 %3,427 %3,012 %4,247 %3,547 %3,637 %653,032 %3,437 %3,028 %4,249 %3,555 %3,643 %663,047 %3,446 %3,044 %4,250 %3,562 %3,649 %673,062 %3,455 %3,058 %4,252 %3,570 %3,655 %683,077 %3,463 %3,073 %4,253 %3,577 %3,661 %693,091 %3,472 %3,087 %4,255 %3,584 %3,667 %703,104 %3,480 %3,101 %4,256 %3,590 %3,672 %713,117 %3,488 %3,114 %4,258 %3,597 %3,677 %723,130 %3,496 %3,127 %4,259 %3,603 %3,682 %733,143 %3,503 %3,139 %4,260 %3,609 %3,687 %743,155 %3,511 %3,152 %4,261 %3,615 %3,692 %753,167 %3,518 %3,163 %4,263 %3,621 %3,697 %763,178 %3,525 %3,175 %4,264 %3,626 %3,701 %773,190 %3,532 %3,186 %4,265 %3,632 %3,706 %783,201 %3,538 %3,197 %4,266 %3,637 %3,710 %793,211 %3,545 %3,208 %4,267 %3,643 %3,715 %

803,222 %3,551 %3,219 %4,268 %3,648 %3,719 %813,232 %3,557 %3,229 %4,269 %3,653 %3,723 %823,242 %3,563 %3,239 %4,270 %3,657 %3,727 %833,252 %3,569 %3,248 %4,271 %3,662 %3,731 %843,261 %3,575 %3,258 %4,272 %3,667 %3,734 %853,270 %3,580 %3,267 %4,273 %3,671 %3,738 %863,279 %3,586 %3,276 %4,274 %3,676 %3,742 %873,288 %3,591 %3,285 %4,275 %3,680 %3,745 %883,297 %3,596 %3,294 %4,276 %3,684 %3,749 %893,305 %3,601 %3,302 %4,277 %3,688 %3,752 %903,313 %3,606 %3,311 %4,277 %3,692 %3,755 %913,321 %3,611 %3,319 %4,278 %3,696 %3,759 %923,329 %3,616 %3,327 %4,279 %3,700 %3,762 %933,337 %3,620 %3,334 %4,280 %3,704 %3,765 %943,345 %3,625 %3,342 %4,281 %3,707 %3,768 %953,352 %3,629 %3,349 %4,281 %3,711 %3,771 %963,359 %3,634 %3,357 %4,282 %3,715 %3,774 %973,366 %3,638 %3,364 %4,283 %3,718 %3,776 %983,373 %3,642 %3,371 %4,283 %3,721 %3,779 %993,380 %3,646 %3,378 %4,284 %3,725 %3,782 %1003,387 %3,650 %3,384 %4,285 %3,728 %3,785 %1013,393 %3,654 %3,391 %4,285 %3,731 %3,787 %1023,400 %3,658 %3,397 %4,286 %3,734 %3,790 %1033,406 %3,662 %3,404 %4,287 %3,737 %3,792 %1043,412 %3,666 %3,410 %4,287 %3,740 %3,795 %1053,418 %3,669 %3,416 %4,288 %3,743 %3,797 %1063,424 %3,673 %3,422 %4,289 %3,746 %3,800 %1073,430 %3,676 %3,428 %4,289 %3,749 %3,802 %1083,436 %3,680 %3,433 %4,290 %3,752 %3,804 %1093,441 %3,683 %3,439 %4,290 %3,755 %3,807 %1103,447 %3,687 %3,445 %4,291 %3,757 %3,809 %1113,452 %3,690 %3,450 %4,291 %3,760 %3,811 %1123,458 %3,693 %3,455 %4,292 %3,762 %3,813 %1133,463 %3,696 %3,461 %4,292 %3,765 %3,815 %1143,468 %3,699 %3,466 %4,293 %3,767 %3,817 %1153,473 %3,702 %3,471 %4,293 %3,770 %3,819 %1163,478 %3,705 %3,476 %4,294 %3,772 %3,821 %1173,483 %3,708 %3,481 %4,294 %3,775 %3,823 %1183,488 %3,711 %3,486 %4,295 %3,777 %3,825 %1193,492 %3,714 %3,490 %4,295 %3,779 %3,827 % 1203,497 %3,717 %3,495 %4,296 %3,782 %3,829 %1213,502 %3,720 %3,499 %4,296 %3,784 %3,831 %1223,506 %3,722 %3,504 %4,297 %3,786 %3,832 %1233,511 %3,725 %3,508 %4,297 %3,788 %3,834 %1243,515 %3,728 %3,513 %4,298 %3,790 %3,836 %1253,519 %3,730 %3,517 %4,298 %3,792 %3,838 %1263,523 %3,733 %3,521 %4,298 %3,794 %3,839 %1273,527 %3,735 %3,525 %4,299 %3,796 %3,841 %1283,532 %3,738 %3,530 %4,299 %3,798 %3,843 %1293,536 %3,740 %3,534 %4,300 %3,800 %3,844 %1303,539 %3,742 %3,537 %4,300 %3,802 %3,846 %1313,543 %3,745 %3,541 %4,300 %3,804 %3,847 %1323,547 %3,747 %3,545 %4,301 %3,806 %3,849 %1333,551 %3,749 %3,549 %4,301 %3,808 %3,850 %1343,555 %3,752 %3,553 %4,301 %3,810 %3,852 %1353,558 %3,754 %3,556 %4,302 %3,811 %3,853 %1363,562 %3,756 %3,560 %4,302 %3,813 %3,855 %1373,566 %3,758 %3,564 %4,302 %3,815 %3,856 %1383,569 %3,760 %3,567 %4,303 %3,817 %3,858 %1393,572 %3,762 %3,571 %4,303 %3,818 %3,859 %1403,576 %3,764 %3,574 %4,304 %3,820 %3,860 %1413,579 %3,766 %3,577 %4,304 %3,822 %3,862 %1423,583 %3,768 %3,581 %4,304 %3,823 %3,863 %1433,586 %3,770 %3,584 %4,304 %3,825 %3,864 %1443,589 %3,772 %3,587 %4,305 %3,826 %3,866 %1453,592 %3,774 %3,590 %4,305 %3,828 %3,867 %1463,595 %3,776 %3,594 %4,305 %3,829 %3,868 %1473,598 %3,778 %3,597 %4,306 %3,831 %3,869 %1483,601 %3,780 %3,600 %4,306 %3,832 %3,871 %1493,604 %3,782 %3,603 %4,306 %3,834 %3,872 %1503,607 %3,783 %3,606 %4,307 %3,835 %3,873 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,392 %0,896 %3,301 %1,181 %5,017 %1,172 %2– 0,257 %1,057 %3,681 %1,436 %5,140 %1,452 %3– 0,082 %1,185 %3,963 %1,741 %5,305 %1,640 %40,086 %1,279 %4,154 %2,220 %5,410 %1,780 %50,241 %1,354 %4,278 %2,472 %5,482 %1,901 %60,388 %1,410 %4,382 %2,734 %5,543 %1,981 %70,520 %1,459 %4,495 %2,929 %5,601 %2,054 %80,641 %1,501 %4,628 %3,079 %5,643 %2,117 %90,752 %1,540 %4,768 %3,159 %5,661 %2,173 %

100,856 %1,573 %4,891 %3,172 %5,661 %2,221 %110,946 %1,602 %4,980 %3,179 %5,649 %2,270 %121,026 %1,625 %5,042 %3,190 %5,628 %2,323 %131,098 %1,645 %5,083 %3,205 %5,601 %2,376 %141,161 %1,659 %5,108 %3,222 %5,570 %2,428 %151,210 %1,670 %5,121 %3,240 %5,537 %2,480 %161,247 %1,679 %5,126 %3,258 %5,502 %2,531 %171,277 %1,687 %5,123 %3,278 %5,466 %2,579 %181,305 %1,692 %5,116 %3,297 %5,430 %2,626 %191,337 %1,695 %5,105 %3,316 %5,394 %2,672 %201,376 %1,696 %5,090 %3,335 %5,358 %2,715 %211,422 %1,695 %5,074 %3,354 %5,323 %2,756 %221,474 %1,693 %5,056 %3,372 %5,289 %2,796 %231,530 %1,690 %5,037 %3,389 %5,256 %2,834 %241,588 %1,687 %5,017 %3,407 %5,223 %2,870 %251,646 %1,683 %4,996 %3,423 %5,192 %2,905 %261,706 %1,679 %4,976 %3,439 %5,161 %2,938 %271,764 %1,674 %4,955 %3,455 %5,132 %2,970 %281,822 %1,670 %4,935 %3,470 %5,103 %3,000 %291,878 %1,664 %4,915 %3,484 %5,076 %3,029 %301,934 %1,659 %4,895 %3,498 %5,049 %3,056 %311,987 %1,652 %4,876 %3,512 %5,024 %3,082 %322,039 %1,646 %4,857 %3,525 %4,999 %3,108 %332,089 %1,641 %4,838 %3,537 %4,976 %3,132 %342,138 %1,635 %4,820 %3,549 %4,953 %3,155 %352,184 %1,631 %4,803 %3,561 %4,931 %3,177 %362,229 %1,628 %4,786 %3,572 %4,910 %3,198 %372,273 %1,624 %4,769 %3,583 %4,890 %3,219 %382,314 %1,619 %4,754 %3,593 %4,871 %3,238 %392,355 %1,613 %4,738 %3,603 %4,852 %3,257 %402,393 %1,605 %4,723 %3,613 %4,834 %3,275 %412,430 %1,594 %4,709 %3,622 %4,817 %3,292 %422,466 %1,582 %4,695 %3,631 %4,800 %3,308 %432,500 %1,571 %4,682 %3,639 %4,784 %3,324 %442,534 %1,561 %4,669 %3,648 %4,768 %3,340 %452,565 %1,554 %4,656 %3,656 %4,754 %3,354 %462,596 %1,549 %4,644 %3,664 %4,739 %3,369 %472,626 %1,548 %4,632 %3,671 %4,725 %3,382 %482,654 %1,551 %4,621 %3,678 %4,712 %3,395 %492,681 %1,558 %4,610 %3,685 %4,699 %3,408 % 502,708 %1,569 %4,599 %3,692 %4,687 %3,420 %512,733 %1,584 %4,589 %3,699 %4,675 %3,432 %522,758 %1,603 %4,579 %3,705 %4,663 %3,444 %532,782 %1,625 %4,570 %3,711 %4,652 %3,455 %542,805 %1,649 %4,560 %3,717 %4,641 %3,465 %552,827 %1,675 %4,551 %3,723 %4,631 %3,475 %562,848 %1,702 %4,543 %3,728 %4,621 %3,485 %572,869 %1,730 %4,534 %3,734 %4,611 %3,495 %582,889 %1,758 %4,526 %3,739 %4,601 %3,504 %592,908 %1,787 %4,518 %3,744 %4,592 %3,513 %602,927 %1,816 %4,511 %3,749 %4,583 %3,522 %612,945 %1,845 %4,503 %3,754 %4,575 %3,531 %622,963 %1,874 %4,496 %3,758 %4,566 %3,539 %632,980 %1,903 %4,489 %3,763 %4,558 %3,547 %642,996 %1,932 %4,482 %3,767 %4,551 %3,554 %653,012 %1,960 %4,476 %3,771 %4,543 %3,562 %663,028 %1,988 %4,469 %3,775 %4,536 %3,569 %673,043 %2,015 %4,463 %3,779 %4,528 %3,576 %683,058 %2,043 %4,457 %3,783 %4,521 %3,583 %693,072 %2,069 %4,451 %3,787 %4,515 %3,590 %703,086 %2,095 %4,446 %3,791 %4,508 %3,596 %713,099 %2,121 %4,440 %3,794 %4,502 %3,603 %723,112 %2,146 %4,435 %3,798 %4,495 %3,609 %733,125 %2,170 %4,429 %3,801 %4,489 %3,615 %743,137 %2,194 %4,424 %3,805 %4,483 %3,621 %753,150 %2,218 %4,419 %3,808 %4,478 %3,626 %763,161 %2,241 %4,415 %3,811 %4,472 %3,632 %773,173 %2,264 %4,410 %3,814 %4,467 %3,637 %783,184 %2,286 %4,405 %3,817 %4,461 %3,643 %793,195 %2,307 %4,401 %3,820 %4,456 %3,648 %803,206 %2,328 %4,396 %3,823 %4,451 %3,653 %813,216 %2,349 %4,392 %3,826 %4,446 %3,658 %823,226 %2,369 %4,388 %3,828 %4,441 %3,662 %833,236 %2,389 %4,384 %3,831 %4,436 %3,667 %843,246 %2,408 %4,380 %3,834 %4,432 %3,671 %853,255 %2,427 %4,376 %3,836 %4,427 %3,676 %863,264 %2,446 %4,372 %3,839 %4,423 %3,680 %873,273 %2,464 %4,369 %3,841 %4,419 %3,684 %883,282 %2,482 %4,365 %3,843 %4,415 %3,689 %893,291 %2,499 %4,361 %3,846 %4,410 %3,693 %

903,299 %2,516 %4,358 %3,848 %4,406 %3,697 %913,307 %2,533 %4,355 %3,850 %4,402 %3,700 %923,315 %2,549 %4,351 %3,852 %4,399 %3,704 %933,323 %2,565 %4,348 %3,854 %4,395 %3,708 %943,331 %2,580 %4,345 %3,856 %4,391 %3,712 %953,338 %2,596 %4,342 %3,859 %4,388 %3,715 %963,346 %2,611 %4,339 %3,861 %4,384 %3,719 %973,353 %2,625 %4,336 %3,862 %4,381 %3,722 %983,360 %2,640 %4,333 %3,864 %4,377 %3,725 %993,367 %2,654 %4,330 %3,866 %4,374 %3,729 %1003,374 %2,668 %4,327 %3,868 %4,371 %3,732 %1013,381 %2,681 %4,324 %3,870 %4,368 %3,735 %1023,387 %2,695 %4,322 %3,872 %4,364 %3,738 %1033,393 %2,708 %4,319 %3,873 %4,361 %3,741 %1043,400 %2,721 %4,316 %3,875 %4,358 %3,744 %1053,406 %2,733 %4,314 %3,877 %4,355 %3,747 %1063,412 %2,745 %4,311 %3,878 %4,353 %3,750 %1073,418 %2,758 %4,309 %3,880 %4,350 %3,753 %1083,424 %2,769 %4,307 %3,882 %4,347 %3,755 %1093,429 %2,781 %4,304 %3,883 %4,344 %3,758 %1103,435 %2,793 %4,302 %3,885 %4,342 %3,761 %1113,441 %2,804 %4,300 %3,886 %4,339 %3,763 %1123,446 %2,815 %4,297 %3,888 %4,336 %3,766 %1133,451 %2,826 %4,295 %3,889 %4,334 %3,768 %1143,457 %2,836 %4,293 %3,890 %4,331 %3,771 %1153,462 %2,847 %4,291 %3,892 %4,329 %3,773 %1163,467 %2,857 %4,289 %3,893 %4,326 %3,776 %1173,472 %2,867 %4,287 %3,894 %4,324 %3,778 %1183,477 %2,877 %4,285 %3,896 %4,322 %3,780 %1193,481 %2,887 %4,283 %3,897 %4,319 %3,783 %1203,486 %2,897 %4,281 %3,898 %4,317 %3,785 %1213,491 %2,906 %4,279 %3,900 %4,315 %3,787 %1223,495 %2,915 %4,277 %3,901 %4,313 %3,789 %1233,500 %2,925 %4,275 %3,902 %4,311 %3,791 %1243,504 %2,934 %4,273 %3,903 %4,309 %3,793 %1253,509 %2,943 %4,272 %3,904 %4,307 %3,795 %1263,513 %2,951 %4,270 %3,906 %4,304 %3,797 %1273,517 %2,960 %4,268 %3,907 %4,302 %3,799 %1283,521 %2,968 %4,266 %3,908 %4,301 %3,801 %1293,525 %2,977 %4,265 %3,909 %4,299 %3,803 % 1303,529 %2,985 %4,263 %3,910 %4,297 %3,805 %1313,533 %2,993 %4,261 %3,911 %4,295 %3,807 %1323,537 %3,001 %4,260 %3,912 %4,293 %3,809 %1333,541 %3,009 %4,258 %3,913 %4,291 %3,811 %1343,545 %3,017 %4,257 %3,914 %4,289 %3,812 %1353,549 %3,024 %4,255 %3,915 %4,288 %3,814 %1363,552 %3,032 %4,254 %3,916 %4,286 %3,816 %1373,556 %3,039 %4,252 %3,917 %4,284 %3,818 %1383,560 %3,046 %4,251 %3,918 %4,282 %3,819 %1393,563 %3,054 %4,249 %3,919 %4,281 %3,821 %1403,567 %3,061 %4,248 %3,920 %4,279 %3,823 %1413,570 %3,068 %4,246 %3,921 %4,277 %3,824 %1423,573 %3,075 %4,245 %3,922 %4,276 %3,826 %1433,577 %3,081 %4,244 %3,923 %4,274 %3,827 %1443,580 %3,088 %4,242 %3,924 %4,273 %3,829 %1453,583 %3,095 %4,241 %3,924 %4,271 %3,830 %1463,586 %3,101 %4,240 %3,925 %4,270 %3,832 %1473,590 %3,108 %4,238 %3,926 %4,268 %3,833 %1483,593 %3,114 %4,237 %3,927 %4,267 %3,835 %1493,596 %3,120 %4,236 %3,928 %4,265 %3,836 %1503,599 %3,126 %4,235 %3,929 %4,264 %3,838 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,747 %1,859 %1,425 %2,171 %2,986 %4,169 %2– 0,609 %1,941 %1,664 %2,377 %3,386 %4,882 %3– 0,433 %2,029 %1,869 %2,457 %3,605 %5,310 %4– 0,256 %2,116 %2,030 %2,501 %3,769 %5,614 %5– 0,126 %2,219 %2,144 %2,529 %3,882 %5,902 %60,008 %2,319 %2,236 %2,560 %3,981 %6,117 %70,145 %2,409 %2,318 %2,578 %4,074 %6,350 %80,261 %2,489 %2,397 %2,601 %4,158 %6,553 %90,348 %2,556 %2,467 %2,630 %4,230 %6,676 %100,450 %2,617 %2,524 %2,653 %4,290 %6,795 %110,518 %2,672 %2,569 %2,672 %4,337 %6,877 %120,591 %2,719 %2,606 %2,693 %4,373 %6,921 %130,656 %2,760 %2,642 %2,716 %4,401 %6,937 %140,717 %2,793 %2,678 %2,738 %4,423 %6,931 %150,772 %2,819 %2,714 %2,755 %4,441 %6,911 %160,819 %2,837 %2,750 %2,767 %4,455 %6,879 %170,857 %2,850 %2,786 %2,772 %4,466 %6,839 %180,886 %2,859 %2,822 %2,773 %4,474 %6,793 %190,909 %2,865 %2,857 %2,770 %4,481 %6,742 %

200,926 %2,869 %2,891 %2,764 %4,486 %6,689 %210,937 %2,872 %2,925 %2,754 %4,490 %6,634 %220,946 %2,872 %2,957 %2,743 %4,493 %6,579 %230,956 %2,869 %2,988 %2,732 %4,495 %6,523 %240,970 %2,863 %3,018 %2,722 %4,496 %6,468 %250,988 %2,853 %3,047 %2,714 %4,496 %6,413 %261,012 %2,840 %3,074 %2,708 %4,496 %6,359 %271,042 %2,825 %3,101 %2,705 %4,496 %6,307 %281,074 %2,813 %3,127 %2,706 %4,495 %6,256 %291,109 %2,803 %3,151 %2,710 %4,494 %6,206 %301,146 %2,798 %3,175 %2,717 %4,493 %6,158 %311,183 %2,799 %3,197 %2,728 %4,492 %6,111 %321,221 %2,804 %3,219 %2,742 %4,490 %6,066 %331,259 %2,813 %3,240 %2,758 %4,489 %6,023 %341,297 %2,824 %3,260 %2,775 %4,487 %5,981 %351,334 %2,838 %3,279 %2,794 %4,485 %5,941 %361,371 %2,854 %3,297 %2,814 %4,483 %5,902 %371,406 %2,870 %3,315 %2,834 %4,481 %5,865 %381,441 %2,888 %3,332 %2,855 %4,479 %5,829 %391,476 %2,906 %3,348 %2,875 %4,478 %5,795 %401,509 %2,925 %3,364 %2,896 %4,476 %5,762 %411,541 %2,943 %3,379 %2,917 %4,474 %5,730 %421,572 %2,962 %3,393 %2,937 %4,472 %5,699 %431,603 %2,981 %3,407 %2,957 %4,470 %5,670 %441,632 %3,000 %3,421 %2,977 %4,468 %5,641 %451,661 %3,018 %3,434 %2,997 %4,466 %5,614 %461,688 %3,036 %3,446 %3,016 %4,464 %5,588 %471,715 %3,054 %3,458 %3,035 %4,463 %5,562 %481,741 %3,072 %3,470 %3,053 %4,461 %5,538 %491,766 %3,089 %3,481 %3,071 %4,459 %5,514 %501,790 %3,106 %3,492 %3,088 %4,457 %5,492 %511,813 %3,122 %3,502 %3,105 %4,456 %5,470 %521,836 %3,138 %3,512 %3,121 %4,454 %5,449 %531,858 %3,153 %3,522 %3,137 %4,452 %5,429 %541,879 %3,169 %3,531 %3,153 %4,451 %5,409 %551,900 %3,183 %3,541 %3,168 %4,449 %5,390 %561,919 %3,198 %3,549 %3,183 %4,448 %5,372 %571,939 %3,212 %3,558 %3,197 %4,446 %5,354 %581,957 %3,225 %3,566 %3,211 %4,445 %5,337 %591,975 %3,239 %3,574 %3,225 %4,443 %5,320 % 601,993 %3,251 %3,582 %3,238 %4,442 %5,304 %612,010 %3,264 %3,589 %3,251 %4,441 %5,289 %622,026 %3,276 %3,597 %3,263 %4,439 %5,273 %632,042 %3,288 %3,604 %3,275 %4,438 %5,259 %642,058 %3,300 %3,610 %3,287 %4,437 %5,245 %652,073 %3,311 %3,617 %3,298 %4,436 %5,231 %662,087 %3,322 %3,624 %3,309 %4,434 %5,218 %672,101 %3,332 %3,630 %3,320 %4,433 %5,205 %682,115 %3,343 %3,636 %3,331 %4,432 %5,192 %692,129 %3,353 %3,642 %3,341 %4,431 %5,180 %702,142 %3,362 %3,648 %3,351 %4,430 %5,168 %712,154 %3,372 %3,653 %3,360 %4,429 %5,157 %722,167 %3,381 %3,659 %3,370 %4,428 %5,145 %732,179 %3,390 %3,664 %3,379 %4,427 %5,134 %742,190 %3,399 %3,669 %3,388 %4,426 %5,124 %752,202 %3,408 %3,674 %3,397 %4,425 %5,114 %762,213 %3,416 %3,679 %3,405 %4,424 %5,103 %772,224 %3,424 %3,684 %3,413 %4,423 %5,094 %782,234 %3,432 %3,688 %3,421 %4,422 %5,084 %792,244 %3,440 %3,693 %3,429 %4,421 %5,075 %802,254 %3,447 %3,697 %3,437 %4,420 %5,066 %812,264 %3,455 %3,702 %3,445 %4,420 %5,057 %822,274 %3,462 %3,706 %3,452 %4,419 %5,048 %832,283 %3,469 %3,710 %3,459 %4,418 %5,040 %842,292 %3,476 %3,714 %3,466 %4,417 %5,032 %852,301 %3,482 %3,718 %3,473 %4,416 %5,024 %862,310 %3,489 %3,722 %3,480 %4,416 %5,016 %872,318 %3,495 %3,726 %3,486 %4,415 %5,008 %882,326 %3,502 %3,729 %3,492 %4,414 %5,001 %892,334 %3,508 %3,733 %3,499 %4,413 %4,993 %902,342 %3,514 %3,736 %3,505 %4,413 %4,986 %912,350 %3,520 %3,740 %3,511 %4,412 %4,979 %922,358 %3,525 %3,743 %3,517 %4,411 %4,972 %932,365 %3,531 %3,747 %3,522 %4,411 %4,965 %942,372 %3,537 %3,750 %3,528 %4,410 %4,959 %952,379 %3,542 %3,753 %3,533 %4,409 %4,952 %962,386 %3,547 %3,756 %3,539 %4,409 %4,946 %972,393 %3,552 %3,759 %3,544 %4,408 %4,940 %982,400 %3,557 %3,762 %3,549 %4,408 %4,934 %992,406 %3,562 %3,765 %3,554 %4,407 %4,928 %

1002,413 %3,567 %3,768 %3,559 %4,407 %4,922 %1012,419 %3,572 %3,771 %3,564 %4,406 %4,917 %1022,425 %3,577 %3,773 %3,569 %4,405 %4,911 %1032,431 %3,581 %3,776 %3,573 %4,405 %4,906 %1042,437 %3,586 %3,779 %3,578 %4,404 %4,900 %1052,443 %3,590 %3,781 %3,582 %4,404 %4,895 %1062,449 %3,595 %3,784 %3,587 %4,403 %4,890 %1072,454 %3,599 %3,786 %3,591 %4,403 %4,885 %1082,460 %3,603 %3,789 %3,595 %4,402 %4,880 %1092,465 %3,607 %3,791 %3,600 %4,402 %4,875 %1102,471 %3,611 %3,793 %3,604 %4,401 %4,870 %1112,476 %3,615 %3,796 %3,608 %4,401 %4,865 %1122,481 %3,619 %3,798 %3,612 %4,400 %4,861 %1132,486 %3,623 %3,800 %3,615 %4,400 %4,856 %1142,491 %3,626 %3,802 %3,619 %4,400 %4,852 %1152,496 %3,630 %3,804 %3,623 %4,399 %4,847 %1162,500 %3,634 %3,807 %3,627 %4,399 %4,843 %1172,505 %3,637 %3,809 %3,630 %4,398 %4,839 %1182,510 %3,641 %3,811 %3,634 %4,398 %4,835 %1192,514 %3,644 %3,813 %3,637 %4,398 %4,831 %1202,519 %3,648 %3,815 %3,641 %4,397 %4,827 %1212,523 %3,651 %3,817 %3,644 %4,397 %4,823 %1222,527 %3,654 %3,819 %3,647 %4,396 %4,819 %1232,532 %3,657 %3,820 %3,651 %4,396 %4,815 %1242,536 %3,661 %3,822 %3,654 %4,396 %4,811 %1252,540 %3,664 %3,824 %3,657 %4,395 %4,808 %1262,544 %3,667 %3,826 %3,660 %4,395 %4,804 %1272,548 %3,670 %3,828 %3,663 %4,395 %4,800 %1282,552 %3,673 %3,829 %3,666 %4,394 %4,797 %1292,556 %3,676 %3,831 %3,669 %4,394 %4,793 %1302,560 %3,678 %3,833 %3,672 %4,394 %4,790 %1312,563 %3,681 %3,834 %3,675 %4,393 %4,787 %1322,567 %3,684 %3,836 %3,678 %4,393 %4,783 %1332,571 %3,687 %3,838 %3,681 %4,393 %4,780 %1342,574 %3,690 %3,839 %3,683 %4,392 %4,777 %1352,578 %3,692 %3,841 %3,686 %4,392 %4,774 %1362,581 %3,695 %3,842 %3,689 %4,392 %4,770 %1372,585 %3,697 %3,844 %3,691 %4,391 %4,767 %1382,588 %3,700 %3,845 %3,694 %4,391 %4,764 %1392,591 %3,702 %3,847 %3,697 %4,391 %4,761 % 1402,594 %3,705 %3,848 %3,699 %4,390 %4,758 %1412,598 %3,707 %3,850 %3,702 %4,390 %4,756 %1422,601 %3,710 %3,851 %3,704 %4,390 %4,753 %1432,604 %3,712 %3,853 %3,706 %4,390 %4,750 %1442,607 %3,715 %3,854 %3,709 %4,389 %4,747 %1452,610 %3,717 %3,855 %3,711 %4,389 %4,744 %1462,613 %3,719 %3,857 %3,713 %4,389 %4,742 %1472,616 %3,721 %3,858 %3,716 %4,388 %4,739 %1482,619 %3,724 %3,859 %3,718 %4,388 %4,736 %1492,622 %3,726 %3,860 %3,720 %4,388 %4,734 %1502,625 %3,728 %3,862 %3,722 %4,388 %4,731 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand12,351 %7,533 %8,048 %0,382 %1,843 %7,088 %22,568 %7,680 %7,858 %0,465 %1,917 %7,362 %32,685 %7,803 %7,772 %0,539 %2,027 %7,563 %42,739 %7,887 %7,796 %0,596 %2,153 %7,703 %52,797 %7,945 %7,842 %0,639 %2,283 %7,911 %62,826 %7,984 %7,906 %0,673 %2,412 %8,071 %72,837 %8,011 %7,988 %0,696 %2,535 %8,231 %82,845 %8,033 %8,081 %0,727 %2,645 %8,384 %92,859 %8,047 %8,176 %0,766 %2,752 %8,506 %102,882 %8,056 %8,262 %0,804 %2,836 %8,594 %112,913 %8,044 %8,334 %0,862 %2,906 %8,691 %122,940 %8,015 %8,397 %0,937 %2,969 %8,787 %132,953 %7,975 %8,453 %1,021 %3,025 %8,866 %142,960 %7,925 %8,505 %1,110 %3,074 %8,921 %152,967 %7,871 %8,556 %1,200 %3,116 %8,950 %162,978 %7,812 %8,606 %1,290 %3,152 %8,953 %172,994 %7,751 %8,652 %1,379 %3,182 %8,933 %183,012 %7,689 %8,688 %1,466 %3,209 %8,897 %193,032 %7,627 %8,710 %1,550 %3,234 %8,848 %203,054 %7,565 %8,714 %1,631 %3,257 %8,789 %213,076 %7,504 %8,700 %1,708 %3,279 %8,724 %223,098 %7,444 %8,668 %1,783 %3,300 %8,654 %233,121 %7,386 %8,624 %1,854 %3,321 %8,580 %243,143 %7,329 %8,571 %1,922 %3,341 %8,505 %253,165 %7,274 %8,510 %1,987 %3,360 %8,429 %263,187 %7,221 %8,444 %2,049 %3,379 %8,353 %273,208 %7,169 %8,374 %2,108 %3,396 %8,277 %283,229 %7,119 %8,302 %2,164 %3,413 %8,203 %293,249 %7,071 %8,229 %2,218 %3,430 %8,130 %

303,268 %7,025 %8,156 %2,269 %3,446 %8,059 %313,287 %6,981 %8,083 %2,318 %3,461 %7,990 %323,306 %6,939 %8,011 %2,365 %3,475 %7,922 %333,323 %6,898 %7,940 %2,409 %3,489 %7,857 %343,341 %6,859 %7,871 %2,452 %3,503 %7,795 %353,357 %6,821 %7,804 %2,493 %3,516 %7,734 %363,373 %6,785 %7,738 %2,531 %3,528 %7,675 %373,388 %6,750 %7,675 %2,569 %3,540 %7,619 %383,403 %6,717 %7,613 %2,604 %3,551 %7,565 %393,418 %6,685 %7,554 %2,638 %3,562 %7,513 %403,431 %6,654 %7,496 %2,671 %3,573 %7,463 %413,445 %6,624 %7,441 %2,703 %3,583 %7,414 %423,458 %6,596 %7,388 %2,733 %3,593 %7,368 %433,470 %6,569 %7,336 %2,761 %3,603 %7,323 %443,482 %6,543 %7,287 %2,789 %3,612 %7,280 %453,493 %6,517 %7,239 %2,816 %3,621 %7,239 %463,505 %6,493 %7,193 %2,841 %3,629 %7,199 %473,515 %6,470 %7,149 %2,866 %3,637 %7,161 %483,526 %6,447 %7,106 %2,890 %3,645 %7,124 %493,536 %6,425 %7,065 %2,913 %3,653 %7,089 %503,545 %6,405 %7,025 %2,935 %3,660 %7,055 %513,555 %6,384 %6,987 %2,956 %3,668 %7,022 %523,564 %6,365 %6,950 %2,976 %3,675 %6,990 %533,573 %6,346 %6,915 %2,996 %3,681 %6,959 %543,581 %6,328 %6,880 %3,015 %3,688 %6,930 %553,589 %6,311 %6,847 %3,033 %3,694 %6,901 %563,597 %6,294 %6,815 %3,051 %3,700 %6,874 %573,605 %6,277 %6,784 %3,068 %3,706 %6,847 %583,612 %6,261 %6,754 %3,085 %3,712 %6,822 %593,619 %6,246 %6,726 %3,101 %3,717 %6,797 %603,626 %6,231 %6,698 %3,117 %3,723 %6,773 %613,633 %6,217 %6,671 %3,132 %3,728 %6,749 %623,640 %6,203 %6,644 %3,146 %3,733 %6,727 %633,646 %6,190 %6,619 %3,160 %3,738 %6,705 %643,652 %6,177 %6,594 %3,174 %3,742 %6,684 %653,658 %6,164 %6,570 %3,187 %3,747 %6,663 %663,664 %6,152 %6,547 %3,200 %3,751 %6,643 %673,670 %6,140 %6,525 %3,213 %3,756 %6,624 %683,675 %6,128 %6,503 %3,225 %3,760 %6,605 %693,681 %6,117 %6,482 %3,237 %3,764 %6,587 % 703,686 %6,106 %6,461 %3,249 %3,768 %6,569 %713,691 %6,095 %6,441 %3,260 %3,772 %6,552 %723,696 %6,085 %6,422 %3,271 %3,776 %6,535 %733,701 %6,075 %6,403 %3,281 %3,780 %6,519 %743,705 %6,065 %6,385 %3,292 %3,783 %6,503 %753,710 %6,056 %6,367 %3,302 %3,787 %6,487 %763,714 %6,046 %6,349 %3,311 %3,790 %6,472 %773,719 %6,037 %6,332 %3,321 %3,794 %6,458 %783,723 %6,028 %6,316 %3,330 %3,797 %6,443 %793,727 %6,020 %6,300 %3,339 %3,800 %6,430 %803,731 %6,011 %6,284 %3,348 %3,803 %6,416 %813,735 %6,003 %6,269 %3,357 %3,806 %6,403 %823,739 %5,995 %6,254 %3,365 %3,809 %6,390 %833,742 %5,987 %6,239 %3,373 %3,812 %6,377 %843,746 %5,980 %6,225 %3,381 %3,815 %6,365 %853,750 %5,972 %6,211 %3,389 %3,817 %6,353 %863,753 %5,965 %6,198 %3,397 %3,820 %6,341 %873,757 %5,958 %6,184 %3,404 %3,823 %6,330 %883,760 %5,951 %6,171 %3,412 %3,825 %6,319 %893,763 %5,944 %6,159 %3,419 %3,828 %6,308 %903,766 %5,938 %6,146 %3,426 %3,830 %6,297 %913,769 %5,931 %6,134 %3,433 %3,833 %6,287 %923,772 %5,925 %6,122 %3,439 %3,835 %6,276 %933,775 %5,919 %6,111 %3,446 %3,837 %6,266 %943,778 %5,913 %6,099 %3,452 %3,840 %6,257 %953,781 %5,907 %6,088 %3,458 %3,842 %6,247 %963,784 %5,901 %6,077 %3,465 %3,844 %6,238 %973,787 %5,895 %6,067 %3,471 %3,846 %6,228 %983,789 %5,890 %6,056 %3,477 %3,848 %6,219 %993,792 %5,884 %6,046 %3,482 %3,850 %6,211 %1003,795 %5,879 %6,036 %3,488 %3,852 %6,202 %1013,797 %5,874 %6,026 %3,494 %3,854 %6,194 %1023,800 %5,868 %6,017 %3,499 %3,856 %6,185 %1033,802 %5,863 %6,007 %3,504 %3,858 %6,177 %1043,804 %5,858 %5,998 %3,510 %3,860 %6,169 %1053,807 %5,854 %5,989 %3,515 %3,862 %6,161 %1063,809 %5,849 %5,980 %3,520 %3,863 %6,154 %1073,811 %5,844 %5,971 %3,525 %3,865 %6,146 %1083,813 %5,840 %5,963 %3,530 %3,867 %6,139 %1093,816 %5,835 %5,954 %3,534 %3,869 %6,131 %

1103,818 %5,831 %5,946 %3,539 %3,870 %6,124 %1113,820 %5,826 %5,938 %3,544 %3,872 %6,117 %1123,822 %5,822 %5,930 %3,548 %3,873 %6,110 %1133,824 %5,818 %5,922 %3,552 %3,875 %6,104 %1143,826 %5,814 %5,915 %3,557 %3,876 %6,097 %1153,828 %5,810 %5,907 %3,561 %3,878 %6,090 %1163,830 %5,806 %5,900 %3,565 %3,879 %6,084 %1173,832 %5,802 %5,892 %3,569 %3,881 %6,078 %1183,833 %5,798 %5,885 %3,574 %3,882 %6,072 %1193,835 %5,794 %5,878 %3,578 %3,884 %6,066 %1203,837 %5,791 %5,871 %3,581 %3,885 %6,060 %1213,839 %5,787 %5,864 %3,585 %3,886 %6,054 %1223,841 %5,783 %5,858 %3,589 %3,888 %6,048 %1233,842 %5,780 %5,851 %3,593 %3,889 %6,042 %1243,844 %5,776 %5,845 %3,597 %3,890 %6,037 %1253,846 %5,773 %5,838 %3,600 %3,892 %6,031 %1263,847 %5,770 %5,832 %3,604 %3,893 %6,026 %1273,849 %5,766 %5,826 %3,607 %3,894 %6,020 %1283,850 %5,763 %5,820 %3,611 %3,895 %6,015 %1293,852 %5,760 %5,814 %3,614 %3,897 %6,010 %1303,853 %5,757 %5,808 %3,617 %3,898 %6,005 %1313,855 %5,753 %5,802 %3,621 %3,899 %6,000 %1323,856 %5,750 %5,796 %3,624 %3,900 %5,995 %1333,858 %5,747 %5,791 %3,627 %3,901 %5,990 %1343,859 %5,744 %5,785 %3,630 %3,902 %5,985 %1353,861 %5,741 %5,780 %3,633 %3,903 %5,980 %1363,862 %5,739 %5,774 %3,636 %3,905 %5,976 %1373,863 %5,736 %5,769 %3,639 %3,906 %5,971 %1383,865 %5,733 %5,764 %3,642 %3,907 %5,967 %1393,866 %5,730 %5,759 %3,645 %3,908 %5,962 %1403,867 %5,727 %5,753 %3,648 %3,909 %5,958 %1413,869 %5,725 %5,748 %3,651 %3,910 %5,954 %1423,870 %5,722 %5,744 %3,654 %3,911 %5,949 %1433,871 %5,720 %5,739 %3,657 %3,912 %5,945 %1443,873 %5,717 %5,734 %3,659 %3,913 %5,941 %1453,874 %5,714 %5,729 %3,662 %3,914 %5,937 %1463,875 %5,712 %5,724 %3,665 %3,914 %5,933 %1473,876 %5,709 %5,720 %3,667 %3,915 %5,929 %1483,877 %5,707 %5,715 %3,670 %3,916 %5,925 %1493,878 %5,705 %5,711 %3,672 %3,917 %5,921 %1503,880 %5,702 %5,706 %3,675 %3,918 %5,917 % Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won17,491 %2,712 %3,521 %8,590 %1,782 %1,767 %28,911 %2,826 %3,536 %8,966 %1,974 %1,854 %39,812 %2,961 %3,574 %8,906 %2,092 %1,897 %410,535 %3,077 %3,622 %8,882 %2,175 %1,931 %510,946 %3,160 %3,666 %8,846 %2,250 %1,957 %611,215 %3,241 %3,724 %8,821 %2,321 %1,971 %711,384 %3,310 %3,795 %8,797 %2,388 %1,986 %811,503 %3,358 %3,872 %8,785 %2,448 %2,006 %911,589 %3,393 %3,948 %8,772 %2,503 %2,031 %1011,655 %3,422 %4,017 %8,744 %2,554 %2,056 %1111,671 %3,451 %4,077 %8,691 %2,603 %2,081 %1211,640 %3,479 %4,132 %8,618 %2,653 %2,100 %1311,574 %3,506 %4,183 %8,532 %2,706 %2,111 %1411,482 %3,532 %4,235 %8,438 %2,755 %2,114 %1511,371 %3,558 %4,291 %8,337 %2,794 %2,112 %1611,247 %3,582 %4,351 %8,233 %2,822 %2,106 %1711,112 %3,606 %4,412 %8,127 %2,842 %2,101 %1810,972 %3,628 %4,469 %8,021 %2,857 %2,099 %1910,827 %3,650 %4,521 %7,915 %2,872 %2,104 %2010,681 %3,671 %4,564 %7,812 %2,887 %2,116 %2110,535 %3,691 %4,596 %7,710 %2,906 %2,137 %2210,390 %3,710 %4,620 %7,611 %2,926 %2,165 %2310,247 %3,728 %4,637 %7,515 %2,948 %2,197 %2410,107 %3,745 %4,648 %7,422 %2,971 %2,233 %259,971 %3,762 %4,655 %7,332 %2,994 %2,271 %269,839 %3,778 %4,658 %7,246 %3,018 %2,309 %279,711 %3,793 %4,657 %7,162 %3,041 %2,349 %289,587 %3,807 %4,655 %7,082 %3,065 %2,388 %299,468 %3,821 %4,651 %7,005 %3,088 %2,427 %309,353 %3,835 %4,645 %6,932 %3,110 %2,466 %319,243 %3,848 %4,638 %6,861 %3,132 %2,504 %329,137 %3,860 %4,630 %6,793 %3,154 %2,541 %339,035 %3,872 %4,621 %6,728 %3,175 %2,577 %348,938 %3,883 %4,612 %6,666 %3,195 %2,612 %358,844 %3,894 %4,603 %6,607 %3,215 %2,646 %368,755 %3,905 %4,593 %6,550 %3,234 %2,679 %378,669 %3,915 %4,583 %6,495 %3,252 %2,710 %388,587 %3,925 %4,573 %6,443 %3,270 %2,741 %398,509 %3,934 %4,564 %6,393 %3,287 %2,771 %

408,433 %3,943 %4,554 %6,345 %3,304 %2,799 %418,361 %3,952 %4,544 %6,298 %3,320 %2,827 %428,292 %3,960 %4,535 %6,254 %3,335 %2,853 %438,225 %3,968 %4,526 %6,212 %3,350 %2,879 %448,162 %3,976 %4,517 %6,171 %3,365 %2,904 %458,100 %3,983 %4,508 %6,132 %3,379 %2,927 %468,042 %3,991 %4,499 %6,094 %3,392 %2,950 %477,985 %3,998 %4,491 %6,058 %3,405 %2,972 %487,931 %4,004 %4,483 %6,023 %3,418 %2,994 %497,879 %4,011 %4,475 %5,990 %3,430 %3,014 %507,829 %4,017 %4,467 %5,957 %3,442 %3,034 %517,780 %4,023 %4,459 %5,926 %3,453 %3,053 %527,734 %4,029 %4,452 %5,896 %3,464 %3,072 %537,689 %4,035 %4,445 %5,867 %3,474 %3,090 %547,645 %4,040 %4,438 %5,840 %3,485 %3,107 %557,604 %4,046 %4,431 %5,813 %3,495 %3,124 %567,563 %4,051 %4,425 %5,787 %3,504 %3,140 %577,524 %4,056 %4,419 %5,762 %3,514 %3,155 %587,487 %4,061 %4,412 %5,737 %3,523 %3,171 %597,451 %4,065 %4,406 %5,714 %3,531 %3,185 %607,415 %4,070 %4,401 %5,691 %3,540 %3,199 %617,381 %4,074 %4,395 %5,669 %3,548 %3,213 %627,348 %4,079 %4,390 %5,648 %3,556 %3,226 %637,317 %4,083 %4,384 %5,627 %3,563 %3,239 %647,286 %4,087 %4,379 %5,607 %3,571 %3,252 %657,256 %4,091 %4,374 %5,588 %3,578 %3,264 %667,227 %4,095 %4,369 %5,569 %3,585 %3,276 %677,198 %4,098 %4,365 %5,551 %3,592 %3,287 %687,171 %4,102 %4,360 %5,533 %3,599 %3,298 %697,144 %4,105 %4,356 %5,516 %3,605 %3,309 %707,119 %4,109 %4,351 %5,499 %3,612 %3,320 %717,094 %4,112 %4,347 %5,483 %3,618 %3,330 %727,069 %4,115 %4,343 %5,467 %3,624 %3,340 %737,045 %4,119 %4,339 %5,452 %3,629 %3,349 %747,022 %4,122 %4,335 %5,437 %3,635 %3,359 %757,000 %4,125 %4,331 %5,423 %3,641 %3,368 %766,978 %4,128 %4,328 %5,408 %3,646 %3,377 %776,957 %4,130 %4,324 %5,395 %3,651 %3,386 %786,936 %4,133 %4,321 %5,381 %3,656 %3,394 %796,916 %4,136 %4,317 %5,368 %3,661 %3,402 % 806,896 %4,139 %4,314 %5,355 %3,666 %3,410 %816,877 %4,141 %4,311 %5,343 %3,671 %3,418 %826,858 %4,144 %4,307 %5,331 %3,675 %3,426 %836,840 %4,146 %4,304 %5,319 %3,680 %3,433 %846,822 %4,148 %4,301 %5,307 %3,684 %3,441 %856,805 %4,151 %4,298 %5,296 %3,688 %3,448 %866,788 %4,153 %4,295 %5,285 %3,693 %3,455 %876,771 %4,155 %4,293 %5,274 %3,697 %3,462 %886,755 %4,158 %4,290 %5,264 %3,701 %3,468 %896,739 %4,160 %4,287 %5,253 %3,705 %3,475 %906,723 %4,162 %4,285 %5,243 %3,708 %3,481 %916,708 %4,164 %4,282 %5,233 %3,712 %3,487 %926,693 %4,166 %4,279 %5,224 %3,716 %3,494 %936,679 %4,168 %4,277 %5,214 %3,719 %3,500 %946,664 %4,170 %4,275 %5,205 %3,723 %3,505 %956,651 %4,172 %4,272 %5,196 %3,726 %3,511 %966,637 %4,174 %4,270 %5,187 %3,730 %3,517 %976,624 %4,175 %4,268 %5,178 %3,733 %3,522 %986,611 %4,177 %4,265 %5,170 %3,736 %3,528 %996,598 %4,179 %4,263 %5,162 %3,739 %3,533 %1006,585 %4,181 %4,261 %5,154 %3,743 %3,538 %1016,573 %4,182 %4,259 %5,146 %3,746 %3,543 %1026,561 %4,184 %4,257 %5,138 %3,749 %3,548 %1036,549 %4,185 %4,255 %5,130 %3,751 %3,553 %1046,537 %4,187 %4,253 %5,123 %3,754 %3,558 %1056,526 %4,189 %4,251 %5,115 %3,757 %3,562 %1066,515 %4,190 %4,249 %5,108 %3,760 %3,567 %1076,504 %4,192 %4,247 %5,101 %3,763 %3,571 %1086,493 %4,193 %4,245 %5,094 %3,765 %3,576 %1096,483 %4,195 %4,244 %5,087 %3,768 %3,580 %1106,472 %4,196 %4,242 %5,080 %3,770 %3,584 %1116,462 %4,197 %4,240 %5,074 %3,773 %3,589 %1126,452 %4,199 %4,238 %5,067 %3,775 %3,593 %1136,442 %4,200 %4,237 %5,061 %3,778 %3,597 %1146,433 %4,201 %4,235 %5,055 %3,780 %3,601 %1156,423 %4,203 %4,234 %5,048 %3,783 %3,605 %1166,414 %4,204 %4,232 %5,042 %3,785 %3,608 %1176,405 %4,205 %4,230 %5,036 %3,787 %3,612 %1186,396 %4,206 %4,229 %5,031 %3,789 %3,616 %1196,387 %4,208 %4,227 %5,025 %3,792 %3,620 %

1206,378 %4,209 %4,226 %5,019 %3,794 %3,623 %1216,370 %4,210 %4,224 %5,014 %3,796 %3,627 %1226,361 %4,211 %4,223 %5,008 %3,798 %3,630 %1236,353 %4,212 %4,222 %5,003 %3,800 %3,633 %1246,345 %4,213 %4,220 %4,998 %3,802 %3,637 %1256,337 %4,214 %4,219 %4,992 %3,804 %3,640 %1266,329 %4,215 %4,218 %4,987 %3,806 %3,643 %1276,321 %4,217 %4,216 %4,982 %3,808 %3,647 %1286,314 %4,218 %4,215 %4,977 %3,810 %3,650 %1296,306 %4,219 %4,214 %4,972 %3,812 %3,653 %1306,299 %4,220 %4,212 %4,968 %3,813 %3,656 %1316,292 %4,221 %4,211 %4,963 %3,815 %3,659 %1326,284 %4,222 %4,210 %4,958 %3,817 %3,662 %1336,277 %4,223 %4,209 %4,954 %3,819 %3,665 %1346,270 %4,223 %4,208 %4,949 %3,820 %3,668 %1356,264 %4,224 %4,206 %4,945 %3,822 %3,670 %1366,257 %4,225 %4,205 %4,940 %3,824 %3,673 %1376,250 %4,226 %4,204 %4,936 %3,825 %3,676 %1386,244 %4,227 %4,203 %4,932 %3,827 %3,679 %1396,237 %4,228 %4,202 %4,927 %3,829 %3,681 %1406,231 %4,229 %4,201 %4,923 %3,830 %3,684 %1416,225 %4,230 %4,200 %4,919 %3,832 %3,687 %1426,218 %4,231 %4,199 %4,915 %3,833 %3,689 %1436,212 %4,231 %4,198 %4,911 %3,835 %3,692 %1446,206 %4,232 %4,197 %4,907 %3,836 %3,694 %1456,200 %4,233 %4,196 %4,904 %3,838 %3,697 %1466,194 %4,234 %4,195 %4,900 %3,839 %3,699 %1476,189 %4,235 %4,194 %4,896 %3,841 %3,701 %1486,183 %4,235 %4,193 %4,892 %3,842 %3,704 %1496,177 %4,236 %4,192 %4,889 %3,844 %3,706 %1506,172 %4,237 %4,191 %4,885 %3,845 %3,708 %Term to maturity (in years)Turkish liraUS dollarYen129,780 %2,642 %– 0,066 %227,665 %2,853 %– 0,043 %326,359 %2,914 %– 0,016 %424,110 %2,931 %0,015 %521,332 %2,935 %0,049 %620,252 %2,941 %0,086 %719,674 %2,952 %0,128 %818,507 %2,963 %0,170 %917,017 %2,976 %0,211 % 1015,601 %2,989 %0,254 %1114,441 %3,004 %0,299 %1213,502 %3,011 %0,344 %1312,729 %3,018 %0,388 %1412,083 %3,025 %0,432 %1511,536 %3,031 %0,474 %1611,069 %3,034 %0,516 %1710,665 %3,037 %0,555 %1810,313 %3,038 %0,593 %1910,003 %3,037 %0,628 %209,730 %3,036 %0,662 %219,487 %3,033 %0,693 %229,269 %3,029 %0,722 %239,073 %3,025 %0,747 %248,896 %3,020 %0,768 %258,735 %3,015 %0,786 %268,588 %3,010 %0,800 %278,454 %3,004 %0,813 %288,331 %2,999 %0,828 %298,217 %2,994 %0,846 %308,112 %2,989 %0,869 %318,015 %2,984 %0,897 %327,925 %2,980 %0,930 %337,840 %2,975 %0,967 %347,761 %2,970 %1,006 %357,687 %2,965 %1,046 %367,618 %2,959 %1,087 %377,553 %2,952 %1,129 %387,492 %2,944 %1,170 %397,434 %2,935 %1,212 %407,379 %2,924 %1,253 %417,327 %2,912 %1,294 %427,278 %2,900 %1,333 %437,231 %2,888 %1,372 %447,187 %2,877 %1,410 %457,144 %2,867 %1,448 %467,104 %2,858 %1,484 %477,066 %2,852 %1,519 %487,029 %2,848 %1,553 %496,993 %2,846 %1,587 % 506,960 %2,846 %1,619 %516,927 %2,849 %1,650 %526,896 %2,855 %1,681 %536,867 %2,862 %1,710 %546,838 %2,870 %1,739 %556,810 %2,880 %1,767 %566,784 %2,891 %1,794 %576,758 %2,902 %1,820 %586,733 %2,914 %1,845 %596,710 %2,927 %1,870 %606,687 %2,940 %1,894 %616,664 %2,953 %1,917 %626,643 %2,966 %1,939 %636,622 %2,979 %1,961 %646,602 %2,992 %1,982 %656,583 %3,005 %2,003 %666,564 %3,019 %2,023 %676,545 %3,032 %2,042 %686,528 %3,045 %2,061 %696,510 %3,057 %2,080 %706,494 %3,070 %2,097 %716,477 %3,082 %2,115 %726,462 %3,094 %2,132 %736,446 %3,106 %2,148 %746,431 %3,118 %2,164 %756,417 %3,130 %2,180 %766,403 %3,141 %2,195 %776,389 %3,152 %2,210 %786,376 %3,163 %2,225 %796,363 %3,174 %2,239 %806,350 %3,184 %2,252 %816,337 %3,194 %2,266 %826,325 %3,205 %2,279 %836,313 %3,214 %2,292 %846,302 %3,224 %2,304 %856,291 %3,233 %2,317 %866,280 %3,243 %2,329 %876,269 %3,252 %2,340 %886,258 %3,261 %2,352 %896,248 %3,269 %2,363 %

906,238 %3,278 %2,374 %916,228 %3,286 %2,384 %926,219 %3,294 %2,395 %936,209 %3,302 %2,405 %946,200 %3,310 %2,415 %956,191 %3,318 %2,425 %966,182 %3,325 %2,434 %976,174 %3,333 %2,444 %986,165 %3,340 %2,453 %996,157 %3,347 %2,462 %1006,149 %3,354 %2,471 %1016,141 %3,361 %2,479 %1026,133 %3,368 %2,488 %1036,126 %3,374 %2,496 %1046,118 %3,381 %2,504 %1056,111 %3,387 %2,513 %1066,104 %3,393 %2,520 %1076,096 %3,399 %2,528 %1086,090 %3,405 %2,536 %1096,083 %3,411 %2,543 %1106,076 %3,417 %2,550 %1116,070 %3,423 %2,558 %1126,063 %3,428 %2,565 %1136,057 %3,434 %2,572 %1146,051 %3,439 %2,578 %1156,044 %3,444 %2,585 %1166,038 %3,450 %2,592 %1176,032 %3,455 %2,598 %1186,027 %3,460 %2,604 %1196,021 %3,465 %2,611 %1206,015 %3,470 %2,617 %1216,010 %3,474 %2,623 %1226,004 %3,479 %2,629 %1235,999 %3,484 %2,635 %1245,994 %3,488 %2,640 %1255,989 %3,493 %2,646 %1265,984 %3,497 %2,652 %1275,979 %3,502 %2,657 %1285,974 %3,506 %2,662 %1295,969 %3,510 %2,668 % 1305,964 %3,514 %2,673 %1315,959 %3,518 %2,678 %1325,955 %3,522 %2,683 %1335,950 %3,526 %2,688 %1345,946 %3,530 %2,693 %1355,941 %3,534 %2,698 %1365,937 %3,538 %2,703 %1375,933 %3,541 %2,708 %1385,928 %3,545 %2,712 %1395,924 %3,549 %2,717 %1405,920 %3,552 %2,721 %1415,916 %3,556 %2,726 %1425,912 %3,559 %2,730 %1435,908 %3,563 %2,734 %1445,904 %3,566 %2,739 %1455,900 %3,569 %2,743 %1465,897 %3,573 %2,747 %1475,893 %3,576 %2,751 %1485,889 %3,579 %2,755 %1495,886 %3,582 %2,759 %1505,882 %3,585 %2,763 %

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 RepublicCyprusDenmark10033502612004050431301465249040349545005045355530615565755072659595608376151255093863513520104865514520Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004114172000025342431000224426430001944275400017742965000174430760001714318701017523298120177132108130179432Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1655017042141212024043181515026044201717027045221919029046242021030047252222031048272324132049282425232041029252533204 Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom126913205002431817231200349201927150045021203217005532322351900655242338210075626254022008552726412400952292642250010522626422500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico101101000920180100093130010009423801000105239010001063430100010734501000108743010001095400101010105420101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan100041004200071204300071204400061404

50205150460506150470808160480120916049018091604100180101604Duration (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 616214612323756811822621461232375689713723471162335658054825501182325636755102855120232563572611305812523256356371233601282325635638123360126232563563912346012523256356310133560125232563563111336601252325635631214376012523256356313143860125232563563141438601252325635631514386012523256356316143860125232563563171438601252325635631814386012523256356319143860125232563563 2015386012523256356321153860125232563563221638601252325635632317386012523256356324183860125232563563251838601252325635632619386012523256356327203860125232563563282138601252325635632921386012523256356330223860125232563563 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 611126511282425741223213285313024457610063153155123241572834416335712524057169851735621282395715916173765132238570570718396613423856956981839651322375695699173965130237569569101740641302365685681117416412923656856812174164129235567567131741631282355665661417416212723456656615164062127234565565161640611262335655651715396112623356556518153961126233565565191539611262335655652016406212723356556521164062127234565565221740621272345655652318406212723456656624184062127234566566251941621272345665662619416212723456656627214162127234566566282141621272345665662922416212723456656630224162127234566566 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 616204612323756811822620461232375689703723471162335648054825501172325636755928551202325635726113058125232563563712336012823256356381233601262325635639123459125232563563101335601252325635631113366012523256356312143760125232563563131438601252325635631414386012523256356315143860125232563563161438601252325635631714386012523256356318143860125232563563191438601252325635632015386012523256356321153860125232563563221638601252325635632317386012523256356324183860125232563563251838601252325635632619386012523256356327203860125232563563282138601252325635632921386012523256356330223860125232563563 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 61839812320131464611942799411919631064299238399123191309640827481981231913056376965809912519130263463467999127194300632632778991261942986306308779812519129762862897698123189295627627 107395120185292623623117094117182289620620126993116181287619619136993115180286618618146992114179286618618156892114179286617617166791113178285617617176791113178284616616186690112177284615615196589111176283615615206589110176282614614216488110175282613613226387109174281612612236286108173280611611246185107172279610610256084106171278609609265983105170277608608275882104169276607607285781103168274606606295680102167273605605305579101166272604604

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 619245012724057211812112651129242574972313295412224057180641532571252395716765173562128239571574618386613223957157171940671352395705708184066133238570570918406613123856956910184165131237569569111842651302375695691218426513023656856813194264129236568568141842641292365685681518426412923656756716184263128235567567171841631282355675671818416312823556756719184263128235567567 2018426412923656756721184264129236568568221943641292365685682319436513023656856824194365130236568568251943651302365685682619436513023656856827204365130236568568282143651302365685682921436412923656856830224364129236568568 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 61516691168282613119025569951722866179783607610016928661881246481105173287619683566841111772886206206678711518128862062076888116183287619619866881141812866186189658711317828561661610648711117628361561511638611017528261361312628610817328061261213618510717227961061014608410517027760960915588210416927660860816578110316827560760717568010216727460660618568010116627360560519557910116627260460420547810016527260460421547899164271603603225377991642706026022352769816327060160124517597162269600600255074961612686006002650739516026759959927497394159266598598284872941592655975972947719315826559659630467092157264595595 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 615204512223656811812520451222365689703622461152325648044724491172315636745927541202315635726102958124231563563711325912723156356381132591252315635639113359124231563563101235591242315635631112365912423156356312133659124231563563131337591242315635631413375912423156356315133759124231563563161337591242315635631713375912423156356318143759124231563563191437591242315635632015375912423156356321153759124231563563221637591242315635632317375912423156356324183759124231563563251837591242315635632619375912423156356327203759124231563563282137591242315635632921375912423156356330223759124231563563 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 617255615525558612052725561552555869903827561392515828204102958128249581687511315811624857958261434621082475785787163762101246577577816386193244576576919456487243575575 101845628424357457411174460832425735731217436184241573573131744618424057257214174461842395715711517446184239570570161744618423756956917174461842365685681817446184236567567191744618423656756720174461842365685682117446184236568568221744618423656856823184461842365675672418446184235567567251844618423556656626194461842345665662720446184234565565282144618423356556529214461842335645643022446184232564564

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 6187101127204317649125028499124202315647103038399123192309641855482991241923066377185819912619230363463468099127194301632632778991261942986306308769712319029562762797395121186293625625107295119184291623623117194118183290621621127093116181288619619136992114179286618618146791113178285616616156690111177283615615166588110175282614614176387109174281613613186286108173280612612196285107172279611611 206185106171278610610216084106171277609609225983105170276608608235882104169275607607245781103168274606606255680102167273605605265579101166272604604275478100165271603603285377991642706026022952769816326960160130517597162268600600 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 6160741001772916221210258739917628962199535874981672846168274587510016828261469655876103169280612612657771051712786106107577710517227660860885576103169275606606953751011672736056051053751001652726036031152759916427160260212527598163270602602135175971622696016011451759716226860060015507496161268599599164973951602675985981749729415926659859818487294159265597597194771931582655975972047719315826559659621477193158264596596224670921572645965962346709215726359559524456991156263595595254569901552625945942644689015526259359327436789154261593593284367881532605925922942668815325959159130416587152259590590 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 61314571148262593121023146711482625949963314771140257589826432497314125558769253251781432545865876335280147254585585733548114925358458483253801462525835839315379145251583583103154781442505825821131547814325058158112315477142249581581133054761412485805801430547614124757957915295375140247578578162852741392465775771728527313824557757718275173138245576576192751731382455765762027517313824557657621275173138245576576222751731382455765762327517313824457657624275172137244576576252750721372445765762626507213724457557527265072137244575575282650711362435755752926497113624357557530254971136243574574 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 6103261032175481174215271042185499643252897214546800436319921354567054936102213544568641139106213544544751441109213544544861441107213544544971541106213544544 108164110621354454411819421072145455451291841106212544544131020421072135455451411204210721354554515111840105212544544161217391042115435431712173910421154354318141739104211543543191419401052115435432015194010521254454421152041106212544544221620411062135445442317224110621354454424182241106212544544251823421062125445442619234310621254454427192545105212544544282125461052125445442921264710521254454430222748105212544544

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 61476287164278610122324762871642786101004348648815627460583244865901582726036975496794159271602602649689616326960160174969971642686006008486995162267599599947699416026659859810466993159265597597114669931582645965961246699215726459559513456991156263595595144569901552625945941544689015526259359316436789154261592592174366881532605925921842668815326059159119426587152259591591 2041658715225959159121416587152259590590224165871522585905902340648615125858958924406486151257589589253963851502575885882639638414925658858827386284149255587587283761831482555865862937618214725458658630366082147254585585 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 61153056133246578121522034601372505829993244064133250581829427456913725158369553049761412525845896294977144250582582734558215025458658683354811472535845849345681147254585585103659831482555875871138618414925658858812396285150257588588134063851502575895891440648615125858958915406486151258589589164063851502575895891740638515025758958918396385150256588588193862841492565885882038628414925658858821386284149256588588223862841492565875872338628414925558758724376183148255587587253761831482545865862636608214725458658627366082147253585585283559811462535855852935598114625258458430345880145252584584 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 611429551322455771229216305613324757810103183458127244575837419376112924357570152139661322435755946224270137243575575723447213924357557582345711382435755759244671137243575575102447711372435755751125487213724457557512264972137244575575132650721372445755751426507213724457657615265072137244576576162650721372445755751726507213724457557518265072137244575575192650721372445755752026507213724457557521265072137244575575222650721372445755752326507213724357557524254971136243575575252549711362435745742625497013524257457427244870135242573573282448701352415735732924486913424157357330234769134241572572 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 615065901672816131244253689317028461610253577397166283614851459761011682836147145617910617228361561566382110177284615615764841121792836156158638411117728361461496385110176283614614 106386110176282614614116387110175282614614126387109174281613613136387109174280612612146286108173279611611156185107172279610610166084106171278609609175983105170277609609185983104169276608608195882104169275607607205781103168275606606215780102167274606606225680101167273605605235579101166272604604245478100165271603603255377991642716026022652769816327060160127517597162269600600285074961612685995992949739516026759959930497394159266598598

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 618196121198312644126628510012620331664810483871031271963136448724871041291973116437325901091362013136446446921121402073136456457941141422093136456458941161422093146466469951171432083156466461096118143208315646646119611914220731464664612951191412073136456451394118140205312644644149311713920431164264215921151372023096416411690114136201308639639178911313419930663863818871111331983056366361986110132197303635635 208510913019530263463421831071291943016326322282106127192299631631238010412619129862962924791031241892966286282577101123188295626626267599121186293625625277498120185291623623287296118183290622622297195117182288620620306993115180287619619 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 61822481252395701232211265112824257410133153055123241572840418355912724157370352039661312425745966224270137243575575724447213924357557582445711382435755759244671137243575575102447721372435755751125487213724357557512254971136243575575132549711362435745741424487013524257357315244869134241573573162347681332405725721722466813324057157118224668133239571571192246671322395715712022466813323957157121224668133240571571222246681332405715712322466813324057157124224668133239571571252246671332395715712622466713223957157127214567132239571571282145671322395705702922456713223957057030224567132238570570 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 61941081342113246561331294109134211325656109439511113520332165290749611313720531965176059711514220731965065069711614521131865065079811814621331764964989711914521231764964999611814421031664864810951181432083156466461194117141206313644644129311613920431164264213911151372023096416411490113135200307639639158811213319830563763716861091311963036356351784108130195301633633188210612819330063263219811051271922986306302080104126191297629629217910312519029662862822781021241892956276272377101122187294626626247599121186293625625257498120185292623623267397119184291622622277296118183290621621287195117182288620620297094116181287619619306993115180286618618 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 61343358383460574906134127994120197310642109838399123192309641908487104128196311642760589108135200312643644691111139206312644644793113141209313644644894115141208313645645994116141207314645645 1094117141206313645645119511814120631364564512951191412063136456451396120142207313645645149712014220731464664615971211432083156466461698122144209316647647179912314521031764864818100124146211318649649191011251472123196506502010212614821331965165121102126148213320651651221021261472133196516512310112514721231965065024100124146211318650650259912314521031764964926981221442093166476472797121143208315646646289612014220731364564529941181402053126446443093117139204311642642

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 6101036113227558119521103611322755898132123610522355481243143810622155268054164310822055157664174511221955055075194711421855055087194511221754954997194411021654854810820441092165485481182044109216547547129214410921654754713102244109216547547141122441092165485481511234410921654854816122344109216548548171223451102175485481814234511021754954919152446111218549549 2015254711221955055021162648113219551551221726481132205525522318274911422155255224182849114221553553251828501152225535532619285011522255455427202951116222554554282129511162235545542921295111622355555530223051116223555555 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 6153689317028461612222546994171285617100335571951642816138314567397165279611697556741011672786106106577610417127860960975677105172276608608856771041702766076079557710316827560760710547710216727360560511537710016527260460412527699164270602602135175971622696006001450749516026759959915487294159266597597164770921572645965961745699115626359559518446890155262593593194367891542615935932043678915426059259221426688153260591591224266871522595915912341658715225859059024406486151258589589254063851502575895892639638515025658858827386284149256587587283761831482555875872937618314825458658630366082147254585585 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 611151301552323466781322211613115623334767910893119134159227345676903412013716223034467675751221401672333446766766123142170237344675675712314417223934367567581231441702373426746749122144169235341673673101211441682343406726721112014316723233967067012119142165230337669669131171411632283356666661411513916122633366466415113137159224330662662161101341562213286596591710813215421932665765718106130152217323655655191041281492143216536532010212614821332065165121100124146211318649649229812214420931664864823971211422073146466462495119141206312644644259311713920431164264226911151372023096406402790114135200307639639288811213419930563763729861101321973046366363085109131196302634634 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 611731872132904047351330218219722229941374511103187203227296413745928418920723129941374578451912092363014137447446190210238305411743743719021123830641074174181882102363034087407409187209235300407738738 101862092332994057377371118520823129740373573512183206229294401732732131802042262913987297291417720122328839572672615174198220285391723723161711952162813887207201716719121327838571771718164188210275382714714191611852072723797107102015818220426937670770721155179201266373704704221521761982633697017012314917319526036669869824146170191256363695695251431661882533606926922613916318525035768968927137160182247354686686281341581792443516836832913115517724234868068030128152174239346677677

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 61284369146259591123922944701472605921017331467113925758884343149731412555877075325178143255586599633528014725458558573354811492535855858325380146252583583931537914425158258210315478143250582582113154771432495815811231547714224958058013305476141248580580143054761412485795791530547514024757957916305375140247579579172953751402475795791829537514024757957919305375140247579579 2030547514024757957921305475140247579579223054751402475795792330537514024757957924295375140247578578252953751402475785782629537514024657857827295374139246578578282852741392465775772928527413924657757730285273138245577577 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 612539651422565871254227416714425758910293294569138255587852432497314125558771353452791452565886046355583150256588588737588515325758858883758851512575885889375985150257589589103861851512575895891139628615125858958912406386151258589589134064861512585895891440648615125858958915406486151257589589163963851502575895891739638515025758958918396385150257589589193963851502575895892040648615125758958921406486151257589589224064861512575895892340648515025758958924396385150257589589253963851502575885882639638414925658858827386284149256587587283862831482555875872937618314825558658630376182147254586586 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 6112514016524235668713512123138164241354686111431231391632323506819224124141165233348679772512414317023534767867861241431722383456776777124145172240344675675812314517123734367567591221441692353426736731012214516923434167367311122145168234340672672121211451672323396716711312014416623133866966914119143165230336668668151171411622283346666661611513916022533266466417112136158223329661661181101341552203276596591910713115321832565765720105129151216323654654211031271492143216526522210112514721231865065023991231442093166486482496120142207314646646259411814020531264364326921161382033106416412790114136201308639639288811213419930663763729861101321973046356353084108130195302633633 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 610103611322655812212112381152285601004321640109226558832432044112226558697552350116227559591662654121227559559782956124228559559882956122228559559983056121228559559 1083156121228559559119325512122755955912103355120227559559131033551202275585581411335512022755855815123355120226558558161232541192265585581714325411922655855818143254119226558558191533551202265585582015335512022755955921163456121227559559221734561212285595592318345612122856056024183557122228560560251935571222295605602619355712222956056027213557122229561561282135571222295615612922365712222956156130223657122229561561

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 61355075152266598122123650761532675981002336527614426259383043653771452605916955365581147258590590639588615326059159173657841522565885888406188154260591591939618715225959059010345781146253585585113053761412485805801227507313824557657613244870135242574574142347681332405725721521456713223957057016204365130237569569171943641292365685681818426412923656756719184163128235567567 2018426312823556756721184263128235567567221842631282355675672318426312823556756724184263128235567567251941631282355675672619416312823556756727214163128235566566282141631282355665662921416312823556656630224163128234566566 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 6119220623230942375417862189204229306420752144131862022262944127431180418320022429240673896951791982252904017338006176195223290397728728717319322128839272472481681902162833887207209164186212277384716716101611832082733807117111115718020426937670770712154177200265372703703131501741962613686996991414717019225736469669615143167189254361692692161401641852503576896891713616018224735468668618134157179244351683683191311551762423486806802012815217423934667767721125149171236343675675221231471692343406726722312014416623133866966924118142164229335667667251151391612263336656652611313715922433066266227111135156221328660660281091321542193266586582910613015221732465565530104128150215322653653 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 6182651108244576123728265110824457610183929531032425748434123456100243574706516406110324457559761843659924457657671945649224557657681744649124557757791745669524557757710194868992455775771121507010224557757712235371103245577577132454721032455775771424557210324557757715245572103245577577162455721032455765761724557210324557757718245572103245577577192455721032455775772024557210324557757721245572103246577577222455721032465785782324557210324657857824245572103246578578252455721032465785782624557210324657757727245572103246577577282455721032465775772924557210324557757730245572103245577577 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 610313912045361187215128920353497332512801985298064361381195527674547188319552657164821881945265267582290194526526869228819452552597112287194526526 108112287194526526118122387194526526129122488194526526131014268819552652614111427881955275271511152989195527527161216308919552752717121731891965285281814173390196528528191419349019752952920151935911985295292115203691198530530221620389219953053023172240921995315312418224193199531531251823429320053153126192343932005315312719254593200531531282125469320053153129212647932005325323022274893200532532

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 611152144165303303521152144165340225431152449160352170041162753157351131452183055157342104263213358157329846742435601573137008524366315729758995253766157280502105263968157263433115263969157250376126263969157250330136263969157250291146263969157250258156264069157250250168264369157250250178264669157250250188264869157250250199265069157250250 209265369157250250219265569157250250221026586915725025023102661691572502502412266369157250250251226666915725025026122668721572502502713267174157250250281326737615725025029142676781572502503014277879157250250 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 61620264917131331482822295117335223433823315716736417654824346016536313635925376216435310796928396516433987471130416616332272381030416816330560791030427116228751710103144721622704451110314473161254386129304372161254338138294272160253298148294271160253264158284171159252252168284470159251251178284670158251251188274970158251251199275170158251251209285470159252252219285771159252252221028597115925225223112962711592522522412296571160252252251229677116025225226122970731602522522713297274160252252281329747716025225229142977791602522523014297981160252252 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 611152144165303303521152144165340225431152449160352170041162753157351131452183054157342104263213258157329845742334601573137008424366215729758995253766157280502105263968157263433115263968157250376126263969157250329136263969157250290146263969157250258156264069157250250168264369157250250178264669157250250188264869157250250199265069157250250209265369157250250219265569157250250221026586915725025023102661691572502502412266369157250250251226666915725025026122668721572502502713267174157250250281326737615725025029132676781572502503014277879157250250 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 617892991212433383070274889411723834723073769199125235362174847389100126230362135557289101125228354107767189101126226340874771901011262233257258698910112822231561096989101129221314521 106586991282173104491163839612621430739012618295124213306341136081941242123053051460819412321130430415598093123211304304165980931222103033031758799212121030330318577891121209302302195777901202083013012056779011920830130121557689119207300300225475881182062992992353748711720529829824527386116204297297255172851152032962962650718411420229529527497083113201294294284869821122002932932947688111019929229230466781109198291291 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 615182548169303303526202749171340225737223055166353170347233460164352131759253762164343104561028406516433084871130416716431470281131426916429859191131437216328150410113244731632644341111314474162255378121031447416225533113103144731622542921410304373161254259159304373161254254169304372161253253179304672161253253189304972161253253199305172161253253

2093053731612542542110315673161254254221031587316225425423113161731622552552412316473162255255251231667316225525526123169731622552552713317174162255255281331737616225525529143177791622552553014317981162254254 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 6146606689210305305725064709321434222733546877102213355171745672821082133551330558748611121434710566597789114213334858760799011621331871185979901172123045989587890119210303510105777901192093014401155768911820730038312547588117205298335135273861162042972971451728511420329529515507184113201294294164969821122002932931748698211119929229218476881110199291291194667801101982912912046667910919729029021456679108197289289224465781081962892892343647710719528828824426376106194287287254263761051932862862641627510419228528527406174103192284284283960751021912842842938597710219028328330375879101189282282 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 610142043165303303320142043165339225331142348159352169941152652156351131352172954156342104162203257156328845742334591563136998423356215629658894243665156280502104253867156263432115253868156249376126253868156249329136253868156249290146253868156249257156254068156249249168254368156249249178254668156249249188254868156249249199255068156249249209255368156249249219255568156249249221025586815624924923102661681562492492412266368156249249251226666915624924926122668711562492492713267174156249249281326737615624924929132676771562492493014277879156249249 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 610112245183309309820112245183346230331112450178359173641132656174357134052162959173348106262183360172334861732136601713187128423376017030159897314258169284510 109344157168267439118334156167260381127324156166259334136314156166258294146314156165258260156314156164257257168314356163255255178314656162254254188314856161254254199315157161254254209315359161254254219315662162254254221031586416125425423113161661612542542412316368161253253251231667016025325326123168721602522522713317174159252252281331737615925225229133175771582512513014317880158251251 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 618295102125246341322127993100122244360240237791100125236374181447490101127231373140257289101126228363111167290101127226349901771901011262233327468688899126221315627966869912721831153510658598127217309461116384971262153084001262829512521330635113608194123212304309145879921222103033031557789112020930230216567790119207300300175576891182062992991854758811720529829819537487116204297297 2052738611520429729721517285114203296296225071841132022952952349708311220129429424486982111200293293254768811101992922922646678010919829129127456679108197290290284465781071962892892943648010619528828830426382105194287287

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 6155697598219314311225467749721834823163526775100211362174945166771032073621356549667810320535310776496779104203340875749687910520232472584767791062003076109466779107199291520104566791081972904471144657810819628938912446477107195288340134364771061952873001442637610619428728715416275105193286286164061741041922852851740617410319228428418396073103191284284193959721021902832832038597210219028328321385972102190283283223859721011892822822337587110118928228224375770100188281281253657709918828028026355670991872802802735557298186279279283455759718627827829335478971852782783033538096184277277 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 612640466919031031122264047691913482316325404873184361174742440507618136013505244153771803511070625435480179337868725455581178321718825445683177303603924455785177286514102445588617626944311234457871752683851223435686174267337132243568517426629714214255841732662661520415484172265265161940538317126426417194053821712642641819395282170263263191839528217026326320183954821702632632118395782170263263221839598217026326323183962821702632632418396581170263263251839678116926226226173870811692622622717387281169262262281738758016926226229173877801682612613016377981168261261 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 610032414530130152016251463372239312930141350168941311341383491305524153613834010356241739138326840736194113831169584622441382955859482547138278498 10492849138262430114103051139246373126103249138231327136123551139232288146123850139232256156144049137230230168144350136229229178154652136229229188164754136229229199175056137230230209185359137230230219195560138231231221020586213823123123102060651382312312411226267138231231251222656913823123126122467711382312312713246972138230230281325727413923023029132675771402302303014277879141230230 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 614256638520731331472425663852073512337341566490201364176144056679319736213595405769931963521077641597096195339874741607197194322723840607198193305608939607210019228851810396073101191284446113859721011902833871237587110118928233913375871100188281299143657709918828028015355669991872802801634556898186279279173455689718627827818335467971852782781933546796185277277 20335467961842772772132536696184277277223253669518427727723325265951832762762431526594183276276253051679418227527526305170931822742742729507293181274274282949749218027327329284977911802722723027487991179272272 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 611124315417531131252152835581793492325317324166177362175442035467217736113555223951751783521074621395176176338871727465782179322721825455784178305606927475987179287516102849629118027344511305164931812743861230516494182275338133152659418327529814315265951832762761531526595183276276163152659418327527517315265941832752751830516493182275275193051649318127427420305164931812742742130506393181274274222950639318127427423295063921812742742429496592180273273252849679218027327326284970911792722722727487291179272272282748759017827127129264777891782712713026468089177270270 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 611023305317431431632112531541753532353311263560171366177341227386416936413685133042661693541083614324469169340878716354671169324726816364774169306610916374977169289519101738517916927144711173851801692623881217385181169262340131738518116926229914183851811692622651518395281169262262161738518116926226217173851811692622621817385181169262262191738518116926226220183854811692622622118385781169262262221738598116926226223173862801692622622417386580168261261251637678016826126126163770791682602602715367279167260260281536747816726026029153677791672592593014357981166259259 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 614559658821031832052486268912123582390350657499210372180445167781042083711394553708210620936111056557384110209347896756758611220933074185675871142083136239567688116208301531 105677901182083014571156779011920730039712557689118207300348135475881172062993061453748711720529829815527386116204297297165172851152032962961751728511420229529518507184113202294294194970831132012942942049698211220029329321486982111200292292224768811101992922922346678010919829129124456679109197290290254465781081962892892643647710719528828827426376106194287287284262761051932862862941627910419228528530406182103191284284 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 61769097119241336326628094101124245366244638095104129240381185047995106132236380143258299111135238371113768410211413923935792378610511614223934176588710711814524033264398810812014924033354810881091221512403334721188109122151240332411128710812115023933236013861071201492373303301484105118148236329329158310411714623432732716811021151452333263261780101114143232324324187999112142230323323197798111141229322322 20769711013922832032021749510813822631931922739410713622531831823719210513522331631624709110413322231431425688910213222031331326678810113021831131127658699128217310310286484971272153083082962839612521430730730618194124212305305

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 613172346167315317226202749171354236038233157167367177941026366216736513735122941651683561087614324469168341881716354672169325728816364774169307612917374977169290521101738518016927244811173851801692623901217385180169261341131637508016826130014163649791672602661515364978167259259161435487716625925917143447771652582581813345077165258258191334527616525825820133454761652582582113345777165258258221334607716525825823133462771652582582413346576165258258251334677616525825826133470761652572572713347276164257257281333757816425725729143377791642572573014338082164257257 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 618910210913225334834432891031091322533812563388103111137248396193348810411414024539414925881051171422443841181689107119144243368957790109120146243351790890110121148243335664989110122150242334565108810912215124033348611861071201502383314221285105118148236329369138310411714623432732714811021151442323253251579100113142231323323167798111140229321321177596109139227320320187494107137225318318197293106136224317317207192105135223316316217091104133222315315226990103132221314314236889102131220312312246788101130218311311256686991292173103102664859812821630930927638497127215308308286283961262143073072961829512421330630630608194123212305305 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 61338352359381503598347027588951182393832574377911001252363961936479951051312363941493581981101342373831182683101113138238368958785104115141238351791886106117144239332665987107119147239332566 108710712014923933248811871081211502393314241287108121150239331371138710812115123933233214881091221512393323321588109122152240333333168911012315324133433417901111241542423353351892112125155243336336199211312615624433733720931141271562453383382193114127157245338338229311412715624533833823921131261562443373372492113126155243336336259111212515424233533526901101231532413343342788109122152240333333288710812115023933233229861071201492373303303084105118148236329329 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 610511341553063072205113415534322813151338149355171841515411463541326526184214534410506282045144330851731021461443147048410224814329759194102550142280504104102852141264434115103153141247377126103353141234330136123553141234291146123853141234258156144053142234234168144353142234234178154654142235235188164854142235235199175057143236236 209195359144237237219195662145238238221020586414523823823102161651462392392412226367147239239251222667014724024026122468721472402402713257174148241241281326737614824124129142776781482412413014277980149242242

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 61486269912133133146249637092214351233734963729720836317614486374100205362136054865771012043531078649677810420333987474968791042023237248486880107201306609948688010920029351910476881109199292447114667791091972903881244657810719628934013426376106194287300144162751041932852851540607310319128428416385972101190282282173758711001882812811836566999187280280193555689818627927920345568971862792792133546797185278278223354679618527727723325366951842772772431526595183276276253152679418227527526305170931822752752729507293181274274282950759218027327329284977911802732733027488091179272272 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 61110124131153275370341921111251321542763802549311212713516027139419244113128139165269393148651141311431672703831178611513314517026936895671161351461712693617918115135146173268361665911413514717526736056610114135147176266359488111121331461762643574241211113214517426235537113109129142172260353353141061271401702583513511510412513816725634934916101122135165253346346179912013316325134434418971181311602493423421995116129158247340340209311412715724533833821921121251552433363362290111124153241334334238810912215124033233224861071201492383313312584105118148236329329268310311614623432732727811021151442333253252879100113143231324324297898111141229322322307697110139228321321 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 611681821882113324273441217719119722034243625993181195204229340435197741821972082343394321537518219921123633843112216182200212237337430992718320221323833542882181812012122393344266909180200212241332425588 101792002122413314245061117719821124032942244012174195208238326419419131721922052353234164161416818920223232041341315165186199229317410410161621831962253144074071715918019322231040340318156176189219307400400191521731862163043973972014917018321330139439421146167180210298391391221431641772072953883882314016117420329238538524137158171200289381381251341551681972853783782613115216519428237537527128149162191279372372281251461591882773693692912214315618527436736730119140153183271364364 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 6124374467188317319122438456818935523713243947731833691788424395076181367138152441537718035810946254355801793438877264556811783277338244456831773096169244456851762925251024445786175274452112344578617526839212224356861742673431322435685173266303142142558517326626815214255841732652651621425584172265265172142558417226526518214255841722652651921425584172265265

20214255841732652652121425784173265265222142608417326526523214262841722652652421416584172265265252041678417226526526204170831722652652720417283172264264282040768317126426429194078831712642643019408182171263263 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 612034406318432132322223542651863592400323374671182372180742440507618137013955264254791823601104627455782182346895729496085182329740830496188182312622930506291182294530103152659318327745611315265951832763961232526595183276347133152659518327630614315265951832762761531526594183276276163152659418227527517315265941822752751831516494182275275193152659418227527520315265941832762762131526595183276276223152659418327627623315265941832752752431516694182275275253051699418227527526305171931822742742729507493181274274282950769218127327329284979921802732733028498291180272272 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 6112013414016328437934992119132139162283388261331171321401652764021967411613214216827340015165116133145169272389119961161341461712703739717117136147172269362802811613514717426836167391151351471762673605721011513514817726735949211114135148177266359427121131341471762643573731311213214517526335635614110131144174262355355151081291421712603533531610612714016925835035017103124137166255348348181011221351642533453451999120133162250343343209711713016024834134121941151281582463393392292113126155244337337239011112415324233433424881091221512393323322585106119149237330330268310411714723532832827811021151452333263262879100113143231324324297798111141229322322307596109139227320320 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 610411341553133143206133615735123383181742153364176241102147151362136052132550152353107762162853153339874731930561533227238420325915330560794213362153288517 1042235641532714451152235641532543871262235641522453391362137641522452991462139641522452651582141641522452451682144631512442441782147631522442441882149631522442441992151631522452452092154641522452452110225764153246246221022606515324624623112362671542462462412236569154247247251224677115424724726122470731542472472713257275154247247281326757715424724729142777791552472473014288081155247247 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 61304451731953133142231445174195350233432944527818936317584284454801853611356528455781184351107463149608618533787072948598418132171983352649118530360493252649318428651410264760891782714431122435685174266385121839528217026333713163750791682602971414354877166258263151233467616425725716113245741622552551710314673162254254189304973161254254199305172161253253

209305472161253253219305772161254254221030587216125425423113061721612532532412306372161253253251230667216025325326122968721602532532713297174160253253281329747616025325329142977791602532533014297981160253253 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 61187201207230351452471321841982042273484973456317919420222833950825744175191201227332496194451711882002243274701497616818619822332244611977165184195221318421981816118119221931440681391571771902183094026811015317418721630539857711149170183213301394494121451661792092973904271314116217520529338638614138159172201289382382151341551681982863793791613115216519428337537517128149162191279372372181251461591882763693691912214315618527436736720119140153183271364364211171381511802683613612211413514817726635935923112132145175263356356241091301431722613543542510712714017025835135126104125138168256349349271021231361652543463462810012113416325134434429981181311612493423423095116129159247340340 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 6101426531733173187201426531733562371311728571693681786411932621683671378522237681693571091642639691703428847630427217032573089344674170308614910374976170290522101138517617027345011124052781712633901213415479171263342131442547917126330114144355801712632671514435580171263263161443558017026326317144355801702632631814435580170263263191443558017026326320144355801712642642114435780171264264221443608017126426423144362801712642642414436580171264264251443678017126426426144370801712642642714437280171264264281443758017126426429144377801712642643014438081171263263 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 610031113330430492016141313412262312917124352170341312201213511314524152312034110406251726120327843736192911931269784622301192955869482533119278499 10492836120261430114103038120245374126103240120230327136123543120216288146123846120213256156144048121214228168144349121214214178154552121214214188164754122215215199175056125215215209175359127216216219195560128216216221020576213021721723102059641312172172411226266134218218251222656813521821826122467701362182182713246972138218218281325727413921821829132674771392182183014277879141218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria13EuroBelgium13EuroCyprus13EuroEstonia13EuroFinland13EuroFrance13EuroGermany13EuroGreece13EuroIreland13EuroItaly13EuroLatvia13EuroLithuania13EuroLuxembourg13EuroMalta13EuroNetherlands13EuroPortugal13EuroSlovakia13EuroSlovenia13EuroSpain13Czech korunaCzech Republic8Danish kroneDenmark31ForintHungary3KronaSweden5KunaCroatia7LevBulgaria– 9Pound sterlingUnited Kingdom21Romanian leuRomania2ZlotyPoland6KrónaIceland16Norwegian kroneNorway30Swiss francLiechtenstein0Swiss francSwitzerland0Australian dollarAustralia10Canadian dollarCanada23US dollarUnited States33YenJapan1