Commission Implementing Regulation (EU) 2019/228 of 7 February 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019 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) 2019/228 of 7 February 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p.1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2018 market data. That information was published on 9 January 2019 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 2019.

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

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2018. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 7 February 2019. 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– 0,333 %1,961 %– 0,343 %0,438 %– 0,178 %0,083 %2– 0,275 %1,910 %– 0,285 %1,030 %– 0,043 %0,277 %3– 0,177 %1,841 %– 0,187 %1,591 %0,106 %0,545 %4– 0,046 %1,769 %– 0,056 %1,994 %0,257 %0,857 %50,099 %1,708 %0,088 %2,235 %0,404 %1,136 %60,238 %1,664 %0,228 %2,422 %0,564 %1,383 %70,372 %1,636 %0,362 %2,649 %0,707 %1,609 %80,499 %1,630 %0,489 %2,820 %0,833 %1,819 %90,618 %1,637 %0,608 %2,964 %0,946 %2,013 %100,726 %1,652 %0,716 %3,125 %1,042 %2,176 %110,822 %1,674 %0,812 %3,262 %1,184 %2,312 %120,909 %1,697 %0,899 %3,373 %1,350 %2,428 %130,987 %1,719 %0,977 %3,464 %1,517 %2,528 %141,054 %1,743 %1,043 %3,540 %1,675 %2,615 %151,105 %1,774 %1,095 %3,605 %1,820 %2,692 %161,143 %1,814 %1,133 %3,661 %1,951 %2,760 %171,173 %1,860 %1,163 %3,710 %2,070 %2,822 %181,202 %1,911 %1,192 %3,753 %2,177 %2,878 %191,235 %1,964 %1,225 %3,791 %2,273 %2,929 %201,275 %2,018 %1,264 %3,825 %2,361 %2,975 %211,322 %2,072 %1,312 %3,855 %2,440 %3,018 %221,376 %2,126 %1,366 %3,883 %2,513 %3,057 %231,434 %2,179 %1,424 %3,907 %2,579 %3,093 %241,494 %2,230 %1,485 %3,930 %2,640 %3,127 %251,555 %2,281 %1,546 %3,950 %2,696 %3,159 %261,617 %2,329 %1,608 %3,968 %2,747 %3,188 %271,678 %2,376 %1,669 %3,986 %2,795 %3,216 %281,738 %2,422 %1,729 %4,001 %2,840 %3,242 %291,797 %2,466 %1,788 %4,016 %2,881 %3,266 %301,854 %2,508 %1,846 %4,029 %2,920 %3,289 %311,910 %2,548 %1,902 %4,041 %2,956 %3,311 %321,964 %2,587 %1,956 %4,053 %2,990 %3,331 %332,016 %2,624 %2,008 %4,063 %3,022 %3,351 %342,066 %2,660 %2,059 %4,073 %3,052 %3,369 %352,115 %2,695 %2,108 %4,083 %3,081 %3,387 %362,162 %2,728 %2,154 %4,091 %3,108 %3,404 %372,207 %2,759 %2,200 %4,100 %3,133 %3,419 %382,250 %2,790 %2,243 %4,107 %3,157 %3,435 %392,292 %2,819 %2,285 %4,114 %3,180 %3,449 % 402,332 %2,847 %2,325 %4,121 %3,201 %3,463 %412,370 %2,874 %2,364 %4,128 %3,222 %3,476 %422,407 %2,900 %2,401 %4,134 %3,242 %3,489 %432,443 %2,925 %2,437 %4,139 %3,260 %3,501 %442,477 %2,949 %2,472 %4,145 %3,278 %3,513 %452,510 %2,972 %2,505 %4,150 %3,295 %3,524 %462,542 %2,994 %2,537 %4,155 %3,312 %3,535 %472,573 %3,016 %2,567 %4,160 %3,327 %3,545 %482,602 %3,036 %2,597 %4,164 %3,342 %3,555 %492,631 %3,056 %2,626 %4,168 %3,357 %3,565 %502,658 %3,075 %2,653 %4,172 %3,371 %3,574 %512,685 %3,094 %2,680 %4,176 %3,384 %3,583 %522,710 %3,111 %2,705 %4,180 %3,397 %3,591 %532,735 %3,129 %2,730 %4,183 %3,409 %3,600 %542,759 %3,145 %2,754 %4,187 %3,421 %3,608 %552,782 %3,161 %2,777 %4,190 %3,432 %3,616 %562,804 %3,177 %2,799 %4,193 %3,443 %3,623 %572,825 %3,192 %2,821 %4,196 %3,454 %3,630 %582,846 %3,206 %2,841 %4,199 %3,464 %3,637 %592,866 %3,220 %2,862 %4,202 %3,474 %3,644 %602,885 %3,234 %2,881 %4,204 %3,484 %3,651 %612,904 %3,247 %2,900 %4,207 %3,493 %3,657 %622,923 %3,260 %2,918 %4,209 %3,502 %3,663 %632,940 %3,272 %2,936 %4,212 %3,510 %3,669 %642,957 %3,284 %2,953 %4,214 %3,519 %3,675 %652,974 %3,296 %2,970 %4,216 %3,527 %3,681 %662,990 %3,307 %2,986 %4,218 %3,535 %3,686 %673,006 %3,318 %3,002 %4,220 %3,543 %3,691 %683,021 %3,329 %3,017 %4,222 %3,550 %3,697 %693,036 %3,339 %3,032 %4,224 %3,557 %3,702 %703,050 %3,349 %3,046 %4,226 %3,564 %3,707 %713,064 %3,359 %3,061 %4,228 %3,571 %3,711 %723,078 %3,368 %3,074 %4,230 %3,578 %3,716 %733,091 %3,378 %3,087 %4,231 %3,584 %3,720 %743,104 %3,387 %3,100 %4,233 %3,590 %3,725 %753,116 %3,396 %3,113 %4,235 %3,597 %3,729 %763,129 %3,404 %3,125 %4,236 %3,603 %3,733 %773,140 %3,412 %3,137 %4,238 %3,608 %3,737 %783,152 %3,421 %3,149 %4,239 %3,614 %3,741 %793,163 %3,429 %3,160 %4,241 %3,619 %3,745 %

803,174 %3,436 %3,171 %4,242 %3,625 %3,749 %813,185 %3,444 %3,182 %4,243 %3,630 %3,753 %823,196 %3,451 %3,193 %4,245 %3,635 %3,756 %833,206 %3,458 %3,203 %4,246 %3,640 %3,760 %843,216 %3,465 %3,213 %4,247 %3,645 %3,763 %853,226 %3,472 %3,223 %4,249 %3,650 %3,767 %863,235 %3,479 %3,232 %4,250 %3,654 %3,770 %873,245 %3,485 %3,242 %4,251 %3,659 %3,773 %883,254 %3,492 %3,251 %4,252 %3,663 %3,776 %893,263 %3,498 %3,260 %4,253 %3,668 %3,779 %903,271 %3,504 %3,268 %4,254 %3,672 %3,782 %913,280 %3,510 %3,277 %4,255 %3,676 %3,785 %923,288 %3,516 %3,285 %4,256 %3,680 %3,788 %933,296 %3,522 %3,294 %4,257 %3,684 %3,791 %943,304 %3,527 %3,302 %4,258 %3,688 %3,793 %953,312 %3,533 %3,309 %4,259 %3,692 %3,796 %963,320 %3,538 %3,317 %4,260 %3,696 %3,799 %973,327 %3,543 %3,325 %4,261 %3,699 %3,801 %983,335 %3,549 %3,332 %4,262 %3,703 %3,804 %993,342 %3,554 %3,339 %4,263 %3,706 %3,806 %1003,349 %3,559 %3,346 %4,264 %3,710 %3,809 %1013,356 %3,563 %3,353 %4,265 %3,713 %3,811 %1023,363 %3,568 %3,360 %4,266 %3,716 %3,814 %1033,369 %3,573 %3,367 %4,267 %3,720 %3,816 %1043,376 %3,577 %3,373 %4,267 %3,723 %3,818 %1053,382 %3,582 %3,380 %4,268 %3,726 %3,820 %1063,388 %3,586 %3,386 %4,269 %3,729 %3,822 %1073,395 %3,591 %3,392 %4,270 %3,732 %3,825 %1083,401 %3,595 %3,398 %4,270 %3,735 %3,827 %1093,407 %3,599 %3,404 %4,271 %3,738 %3,829 %1103,412 %3,603 %3,410 %4,272 %3,741 %3,831 %1113,418 %3,607 %3,416 %4,273 %3,743 %3,833 %1123,424 %3,611 %3,421 %4,273 %3,746 %3,835 %1133,429 %3,615 %3,427 %4,274 %3,749 %3,836 %1143,435 %3,619 %3,432 %4,275 %3,751 %3,838 %1153,440 %3,623 %3,438 %4,275 %3,754 %3,840 %1163,445 %3,626 %3,443 %4,276 %3,757 %3,842 %1173,450 %3,630 %3,448 %4,277 %3,759 %3,844 %1183,456 %3,633 %3,453 %4,277 %3,762 %3,846 %1193,461 %3,637 %3,458 %4,278 %3,764 %3,847 % 1203,465 %3,640 %3,463 %4,278 %3,766 %3,849 %1213,470 %3,644 %3,468 %4,279 %3,769 %3,851 %1223,475 %3,647 %3,473 %4,280 %3,771 %3,852 %1233,480 %3,650 %3,478 %4,280 %3,773 %3,854 %1243,484 %3,654 %3,482 %4,281 %3,776 %3,855 %1253,489 %3,657 %3,487 %4,281 %3,778 %3,857 %1263,493 %3,660 %3,491 %4,282 %3,780 %3,858 %1273,498 %3,663 %3,495 %4,282 %3,782 %3,860 %1283,502 %3,666 %3,500 %4,283 %3,784 %3,861 %1293,506 %3,669 %3,504 %4,283 %3,786 %3,863 %1303,510 %3,672 %3,508 %4,284 %3,788 %3,864 %1313,514 %3,675 %3,512 %4,284 %3,790 %3,866 %1323,518 %3,678 %3,516 %4,285 %3,792 %3,867 %1333,522 %3,680 %3,520 %4,285 %3,794 %3,869 %1343,526 %3,683 %3,524 %4,286 %3,796 %3,870 %1353,530 %3,686 %3,528 %4,286 %3,798 %3,871 %1363,534 %3,688 %3,532 %4,287 %3,800 %3,873 %1373,538 %3,691 %3,536 %4,287 %3,802 %3,874 %1383,541 %3,694 %3,540 %4,288 %3,803 %3,875 %1393,545 %3,696 %3,543 %4,288 %3,805 %3,876 %1403,549 %3,699 %3,547 %4,289 %3,807 %3,878 %1413,552 %3,701 %3,550 %4,289 %3,809 %3,879 %1423,556 %3,704 %3,554 %4,290 %3,810 %3,880 %1433,559 %3,706 %3,557 %4,290 %3,812 %3,881 %1443,563 %3,709 %3,561 %4,290 %3,814 %3,882 %1453,566 %3,711 %3,564 %4,291 %3,815 %3,884 %1463,569 %3,713 %3,567 %4,291 %3,817 %3,885 %1473,573 %3,715 %3,571 %4,292 %3,818 %3,886 %1483,576 %3,718 %3,574 %4,292 %3,820 %3,887 %1493,579 %3,720 %3,577 %4,292 %3,822 %3,888 %1503,582 %3,722 %3,580 %4,293 %3,823 %3,889 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,383 %0,981 %3,384 %0,936 %4,912 %1,247 %2– 0,325 %1,062 %3,716 %1,325 %5,030 %1,436 %3– 0,227 %1,124 %3,944 %1,668 %5,185 %1,538 %4– 0,096 %1,170 %4,118 %1,898 %5,271 %1,627 %50,048 %1,204 %4,245 %2,127 %5,313 %1,706 %60,188 %1,236 %4,349 %2,315 %5,333 %1,781 %70,322 %1,262 %4,448 %2,477 %5,340 %1,852 %80,449 %1,288 %4,550 %2,604 %5,337 %1,917 %90,567 %1,315 %4,661 %2,724 %5,324 %1,976 %

100,675 %1,342 %4,793 %2,770 %5,304 %2,026 %110,771 %1,366 %4,899 %2,802 %5,280 %2,080 %120,858 %1,386 %4,973 %2,836 %5,253 %2,137 %130,936 %1,403 %5,024 %2,871 %5,224 %2,196 %141,002 %1,417 %5,058 %2,905 %5,195 %2,254 %151,054 %1,429 %5,078 %2,939 %5,165 %2,312 %161,091 %1,439 %5,088 %2,973 %5,135 %2,368 %171,121 %1,447 %5,091 %3,005 %5,106 %2,422 %181,150 %1,454 %5,087 %3,037 %5,077 %2,475 %191,183 %1,460 %5,079 %3,067 %5,049 %2,525 %201,223 %1,463 %5,067 %3,096 %5,021 %2,573 %211,271 %1,465 %5,053 %3,124 %4,994 %2,620 %221,326 %1,466 %5,037 %3,151 %4,968 %2,664 %231,385 %1,466 %5,020 %3,177 %4,943 %2,706 %241,446 %1,466 %5,001 %3,202 %4,919 %2,747 %251,508 %1,464 %4,982 %3,226 %4,896 %2,785 %261,571 %1,463 %4,963 %3,249 %4,873 %2,822 %271,633 %1,461 %4,943 %3,271 %4,851 %2,857 %281,694 %1,458 %4,924 %3,292 %4,830 %2,891 %291,754 %1,456 %4,904 %3,312 %4,810 %2,923 %301,813 %1,453 %4,885 %3,331 %4,791 %2,953 %311,870 %1,450 %4,866 %3,350 %4,772 %2,983 %321,925 %1,447 %4,848 %3,367 %4,754 %3,011 %331,978 %1,444 %4,830 %3,384 %4,737 %3,038 %342,029 %1,441 %4,812 %3,400 %4,720 %3,063 %352,079 %1,440 %4,795 %3,416 %4,704 %3,088 %362,126 %1,438 %4,778 %3,431 %4,689 %3,111 %372,172 %1,436 %4,762 %3,446 %4,674 %3,134 %382,216 %1,433 %4,747 %3,459 %4,660 %3,155 %392,259 %1,427 %4,732 %3,473 %4,646 %3,176 %402,300 %1,419 %4,717 %3,485 %4,633 %3,196 %412,339 %1,408 %4,703 %3,498 %4,620 %3,215 %422,377 %1,396 %4,689 %3,510 %4,608 %3,233 %432,413 %1,384 %4,676 %3,521 %4,597 %3,251 %442,448 %1,373 %4,663 %3,532 %4,585 %3,268 %452,482 %1,365 %4,650 %3,542 %4,574 %3,284 %462,514 %1,360 %4,638 %3,553 %4,564 %3,300 %472,546 %1,359 %4,627 %3,563 %4,554 %3,315 %482,576 %1,362 %4,616 %3,572 %4,544 %3,329 %492,605 %1,370 %4,605 %3,581 %4,534 %3,343 % 502,632 %1,382 %4,594 %3,590 %4,525 %3,357 %512,659 %1,398 %4,584 %3,598 %4,516 %3,370 %522,685 %1,419 %4,574 %3,607 %4,508 %3,383 %532,710 %1,443 %4,565 %3,615 %4,499 %3,395 %542,735 %1,469 %4,556 %3,622 %4,492 %3,406 %552,758 %1,497 %4,547 %3,630 %4,484 %3,418 %562,781 %1,526 %4,538 %3,637 %4,476 %3,429 %572,803 %1,557 %4,530 %3,644 %4,469 %3,439 %582,824 %1,587 %4,522 %3,651 %4,462 %3,450 %592,844 %1,619 %4,514 %3,657 %4,455 %3,460 %602,864 %1,650 %4,507 %3,664 %4,449 %3,469 %612,883 %1,682 %4,499 %3,670 %4,442 %3,479 %622,902 %1,713 %4,492 %3,676 %4,436 %3,488 %632,920 %1,744 %4,485 %3,682 %4,430 %3,496 %642,937 %1,775 %4,478 %3,687 %4,424 %3,505 %652,954 %1,805 %4,472 %3,693 %4,419 %3,513 %662,971 %1,836 %4,466 %3,698 %4,413 %3,521 %672,986 %1,865 %4,460 %3,703 %4,408 %3,529 %683,002 %1,894 %4,454 %3,708 %4,403 %3,537 %693,017 %1,923 %4,448 %3,713 %4,398 %3,544 %703,032 %1,951 %4,442 %3,718 %4,393 %3,551 %713,046 %1,978 %4,437 %3,722 %4,388 %3,558 %723,060 %2,005 %4,431 %3,727 %4,383 %3,565 %733,073 %2,032 %4,426 %3,731 %4,379 %3,571 %743,086 %2,058 %4,421 %3,736 %4,374 %3,578 %753,099 %2,083 %4,416 %3,740 %4,370 %3,584 %763,112 %2,108 %4,411 %3,744 %4,366 %3,590 %773,124 %2,132 %4,407 %3,748 %4,362 %3,596 %783,135 %2,156 %4,402 %3,752 %4,358 %3,602 %793,147 %2,179 %4,398 %3,755 %4,354 %3,607 %803,158 %2,202 %4,393 %3,759 %4,350 %3,613 %813,169 %2,224 %4,389 %3,762 %4,346 %3,618 %823,180 %2,246 %4,385 %3,766 %4,343 %3,624 %833,190 %2,267 %4,381 %3,769 %4,339 %3,629 %843,200 %2,288 %4,377 %3,773 %4,336 %3,634 %853,210 %2,308 %4,373 %3,776 %4,332 %3,639 %863,220 %2,328 %4,369 %3,779 %4,329 %3,643 %873,230 %2,347 %4,366 %3,782 %4,326 %3,648 %883,239 %2,366 %4,362 %3,785 %4,323 %3,653 %893,248 %2,385 %4,359 %3,788 %4,320 %3,657 %

903,257 %2,403 %4,355 %3,791 %4,317 %3,661 %913,266 %2,421 %4,352 %3,794 %4,314 %3,666 %923,274 %2,438 %4,349 %3,797 %4,311 %3,670 %933,282 %2,456 %4,345 %3,799 %4,308 %3,674 %943,290 %2,472 %4,342 %3,802 %4,305 %3,678 %953,298 %2,489 %4,339 %3,805 %4,303 %3,682 %963,306 %2,505 %4,336 %3,807 %4,300 %3,686 %973,314 %2,521 %4,333 %3,810 %4,298 %3,689 %983,321 %2,536 %4,330 %3,812 %4,295 %3,693 %993,329 %2,551 %4,327 %3,815 %4,293 %3,697 %1003,336 %2,566 %4,325 %3,817 %4,290 %3,700 %1013,343 %2,581 %4,322 %3,819 %4,288 %3,704 %1023,350 %2,595 %4,319 %3,821 %4,285 %3,707 %1033,357 %2,609 %4,317 %3,824 %4,283 %3,710 %1043,363 %2,623 %4,314 %3,826 %4,281 %3,714 %1053,370 %2,636 %4,312 %3,828 %4,279 %3,717 %1063,376 %2,649 %4,309 %3,830 %4,277 %3,720 %1073,382 %2,662 %4,307 %3,832 %4,274 %3,723 %1083,389 %2,675 %4,304 %3,834 %4,272 %3,726 %1093,395 %2,688 %4,302 %3,836 %4,270 %3,729 %1103,401 %2,700 %4,300 %3,838 %4,268 %3,732 %1113,406 %2,712 %4,297 %3,840 %4,266 %3,735 %1123,412 %2,724 %4,295 %3,842 %4,264 %3,737 %1133,418 %2,736 %4,293 %3,844 %4,262 %3,740 %1143,423 %2,747 %4,291 %3,845 %4,261 %3,743 %1153,429 %2,758 %4,289 %3,847 %4,259 %3,746 %1163,434 %2,769 %4,287 %3,849 %4,257 %3,748 %1173,439 %2,780 %4,285 %3,851 %4,255 %3,751 %1183,445 %2,791 %4,283 %3,852 %4,253 %3,753 %1193,450 %2,801 %4,281 %3,854 %4,252 %3,756 %1203,455 %2,812 %4,279 %3,856 %4,250 %3,758 %1213,459 %2,822 %4,277 %3,857 %4,248 %3,761 %1223,464 %2,832 %4,275 %3,859 %4,247 %3,763 %1233,469 %2,842 %4,273 %3,860 %4,245 %3,765 %1243,474 %2,851 %4,271 %3,862 %4,244 %3,768 %1253,478 %2,861 %4,270 %3,863 %4,242 %3,770 %1263,483 %2,870 %4,268 %3,865 %4,241 %3,772 %1273,487 %2,880 %4,266 %3,866 %4,239 %3,774 %1283,492 %2,889 %4,265 %3,868 %4,238 %3,777 %1293,496 %2,898 %4,263 %3,869 %4,236 %3,779 % 1303,500 %2,906 %4,261 %3,871 %4,235 %3,781 %1313,504 %2,915 %4,260 %3,872 %4,233 %3,783 %1323,509 %2,924 %4,258 %3,873 %4,232 %3,785 %1333,513 %2,932 %4,256 %3,875 %4,230 %3,787 %1343,517 %2,940 %4,255 %3,876 %4,229 %3,789 %1353,521 %2,949 %4,253 %3,877 %4,228 %3,791 %1363,524 %2,957 %4,252 %3,879 %4,227 %3,793 %1373,528 %2,965 %4,250 %3,880 %4,225 %3,794 %1383,532 %2,972 %4,249 %3,881 %4,224 %3,796 %1393,536 %2,980 %4,248 %3,882 %4,223 %3,798 %1403,539 %2,988 %4,246 %3,883 %4,221 %3,800 %1413,543 %2,995 %4,245 %3,885 %4,220 %3,802 %1423,547 %3,003 %4,243 %3,886 %4,219 %3,803 %1433,550 %3,010 %4,242 %3,887 %4,218 %3,805 %1443,554 %3,017 %4,241 %3,888 %4,217 %3,807 %1453,557 %3,024 %4,239 %3,889 %4,216 %3,809 %1463,560 %3,031 %4,238 %3,890 %4,214 %3,810 %1473,564 %3,038 %4,237 %3,891 %4,213 %3,812 %1483,567 %3,045 %4,235 %3,892 %4,212 %3,813 %1493,570 %3,052 %4,234 %3,893 %4,211 %3,815 %1503,573 %3,058 %4,233 %3,895 %4,210 %3,817 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,745 %1,830 %1,612 %2,082 %2,899 %4,514 %2– 0,670 %1,787 %1,693 %2,066 %3,083 %4,945 %3– 0,573 %1,784 %1,795 %2,069 %3,259 %5,231 %4– 0,466 %1,843 %1,873 %2,083 %3,402 %5,530 %5– 0,354 %1,929 %1,919 %2,110 %3,501 %5,772 %6– 0,237 %2,017 %1,984 %2,145 %3,591 %5,996 %7– 0,051 %2,099 %2,057 %2,186 %3,678 %6,231 %8– 0,008 %2,169 %2,123 %2,228 %3,762 %6,417 %90,119 %2,234 %2,182 %2,267 %3,839 %6,537 %100,216 %2,294 %2,235 %2,313 %3,905 %6,659 %110,351 %2,349 %2,282 %2,352 %3,959 %6,745 %120,376 %2,396 %2,323 %2,386 %4,004 %6,793 %130,494 %2,436 %2,359 %2,418 %4,041 %6,813 %140,490 %2,469 %2,394 %2,448 %4,072 %6,812 %150,529 %2,495 %2,430 %2,475 %4,099 %6,795 %160,580 %2,515 %2,468 %2,497 %4,122 %6,767 %170,622 %2,530 %2,508 %2,515 %4,142 %6,731 %180,654 %2,543 %2,548 %2,529 %4,159 %6,688 %190,677 %2,555 %2,589 %2,537 %4,174 %6,641 %

200,691 %2,567 %2,629 %2,540 %4,188 %6,591 %210,696 %2,578 %2,669 %2,538 %4,200 %6,540 %220,697 %2,586 %2,707 %2,534 %4,210 %6,488 %230,700 %2,590 %2,745 %2,528 %4,220 %6,435 %240,707 %2,588 %2,781 %2,523 %4,228 %6,382 %250,721 %2,578 %2,816 %2,518 %4,236 %6,330 %260,744 %2,560 %2,850 %2,516 %4,243 %6,279 %270,773 %2,539 %2,883 %2,517 %4,249 %6,229 %280,807 %2,519 %2,914 %2,521 %4,255 %6,181 %290,845 %2,503 %2,945 %2,528 %4,261 %6,133 %300,885 %2,494 %2,974 %2,539 %4,265 %6,087 %310,926 %2,492 %3,002 %2,553 %4,270 %6,043 %320,969 %2,497 %3,028 %2,571 %4,274 %6,000 %331,011 %2,507 %3,054 %2,590 %4,277 %5,958 %341,054 %2,521 %3,079 %2,612 %4,281 %5,918 %351,096 %2,538 %3,103 %2,634 %4,284 %5,880 %361,137 %2,557 %3,125 %2,657 %4,287 %5,843 %371,178 %2,578 %3,147 %2,681 %4,290 %5,807 %381,218 %2,600 %3,168 %2,705 %4,292 %5,773 %391,257 %2,623 %3,188 %2,729 %4,295 %5,740 %401,295 %2,647 %3,208 %2,753 %4,297 %5,708 %411,332 %2,670 %3,226 %2,777 %4,299 %5,677 %421,367 %2,694 %3,244 %2,800 %4,301 %5,648 %431,402 %2,718 %3,262 %2,823 %4,302 %5,620 %441,436 %2,741 %3,278 %2,846 %4,304 %5,592 %451,468 %2,765 %3,294 %2,868 %4,306 %5,566 %461,500 %2,788 %3,310 %2,890 %4,307 %5,541 %471,530 %2,810 %3,324 %2,911 %4,309 %5,516 %481,560 %2,832 %3,339 %2,932 %4,310 %5,493 %491,588 %2,854 %3,353 %2,952 %4,311 %5,470 %501,616 %2,875 %3,366 %2,972 %4,312 %5,449 %511,642 %2,896 %3,379 %2,991 %4,313 %5,428 %521,668 %2,916 %3,391 %3,009 %4,314 %5,407 %531,693 %2,935 %3,403 %3,027 %4,315 %5,388 %541,717 %2,954 %3,415 %3,045 %4,316 %5,369 %551,741 %2,973 %3,426 %3,062 %4,317 %5,351 %561,763 %2,991 %3,437 %3,079 %4,318 %5,333 %571,785 %3,008 %3,447 %3,095 %4,319 %5,316 %581,806 %3,025 %3,457 %3,110 %4,319 %5,300 %591,827 %3,042 %3,467 %3,126 %4,320 %5,284 % 601,847 %3,058 %3,477 %3,140 %4,321 %5,268 %611,866 %3,074 %3,486 %3,155 %4,321 %5,253 %621,885 %3,089 %3,495 %3,169 %4,322 %5,239 %631,903 %3,104 %3,503 %3,182 %4,323 %5,225 %641,921 %3,118 %3,512 %3,195 %4,323 %5,211 %651,938 %3,132 %3,520 %3,208 %4,324 %5,198 %661,954 %3,145 %3,528 %3,221 %4,324 %5,185 %671,971 %3,159 %3,536 %3,233 %4,325 %5,173 %681,986 %3,171 %3,543 %3,244 %4,325 %5,161 %692,002 %3,184 %3,550 %3,256 %4,326 %5,149 %702,016 %3,196 %3,557 %3,267 %4,326 %5,137 %712,031 %3,208 %3,564 %3,278 %4,327 %5,126 %722,045 %3,219 %3,571 %3,288 %4,327 %5,116 %732,058 %3,231 %3,577 %3,299 %4,327 %5,105 %742,072 %3,242 %3,584 %3,309 %4,328 %5,095 %752,085 %3,252 %3,590 %3,319 %4,328 %5,085 %762,097 %3,263 %3,596 %3,328 %4,328 %5,075 %772,110 %3,273 %3,602 %3,337 %4,329 %5,066 %782,122 %3,283 %3,608 %3,346 %4,329 %5,057 %792,133 %3,292 %3,613 %3,355 %4,329 %5,048 %802,145 %3,302 %3,619 %3,364 %4,330 %5,039 %812,156 %3,311 %3,624 %3,372 %4,330 %5,030 %822,167 %3,320 %3,629 %3,380 %4,330 %5,022 %832,177 %3,329 %3,634 %3,388 %4,331 %5,014 %842,187 %3,337 %3,639 %3,396 %4,331 %5,006 %852,198 %3,345 %3,644 %3,404 %4,331 %4,998 %862,207 %3,354 %3,649 %3,411 %4,331 %4,991 %872,217 %3,362 %3,653 %3,419 %4,332 %4,983 %882,226 %3,369 %3,658 %3,426 %4,332 %4,976 %892,236 %3,377 %3,662 %3,433 %4,332 %4,969 %902,245 %3,384 %3,666 %3,440 %4,332 %4,962 %912,254 %3,392 %3,670 %3,446 %4,332 %4,955 %922,262 %3,399 %3,675 %3,453 %4,333 %4,949 %932,271 %3,406 %3,679 %3,459 %4,333 %4,942 %942,279 %3,413 %3,683 %3,466 %4,333 %4,936 %952,287 %3,419 %3,686 %3,472 %4,333 %4,930 %962,295 %3,426 %3,690 %3,478 %4,333 %4,924 %972,303 %3,432 %3,694 %3,484 %4,334 %4,918 %982,310 %3,439 %3,698 %3,489 %4,334 %4,912 %992,318 %3,445 %3,701 %3,495 %4,334 %4,906 %

1002,325 %3,451 %3,705 %3,500 %4,334 %4,901 %1012,332 %3,457 %3,708 %3,506 %4,334 %4,895 %1022,339 %3,462 %3,711 %3,511 %4,335 %4,890 %1032,346 %3,468 %3,715 %3,516 %4,335 %4,885 %1042,353 %3,474 %3,718 %3,522 %4,335 %4,880 %1052,359 %3,479 %3,721 %3,527 %4,335 %4,875 %1062,366 %3,485 %3,724 %3,531 %4,335 %4,870 %1072,372 %3,490 %3,727 %3,536 %4,335 %4,865 %1082,378 %3,495 %3,730 %3,541 %4,335 %4,860 %1092,385 %3,500 %3,733 %3,546 %4,336 %4,855 %1102,391 %3,505 %3,736 %3,550 %4,336 %4,851 %1112,397 %3,510 %3,739 %3,555 %4,336 %4,846 %1122,402 %3,515 %3,742 %3,559 %4,336 %4,842 %1132,408 %3,519 %3,744 %3,564 %4,336 %4,837 %1142,414 %3,524 %3,747 %3,568 %4,336 %4,833 %1152,419 %3,529 %3,750 %3,572 %4,336 %4,829 %1162,425 %3,533 %3,752 %3,576 %4,336 %4,825 %1172,430 %3,538 %3,755 %3,580 %4,337 %4,821 %1182,435 %3,542 %3,757 %3,584 %4,337 %4,817 %1192,440 %3,546 %3,760 %3,588 %4,337 %4,813 %1202,445 %3,550 %3,762 %3,592 %4,337 %4,809 %1212,450 %3,554 %3,764 %3,596 %4,337 %4,805 %1222,455 %3,559 %3,767 %3,599 %4,337 %4,801 %1232,460 %3,563 %3,769 %3,603 %4,337 %4,798 %1242,465 %3,566 %3,771 %3,607 %4,337 %4,794 %1252,470 %3,570 %3,774 %3,610 %4,337 %4,790 %1262,474 %3,574 %3,776 %3,614 %4,338 %4,787 %1272,479 %3,578 %3,778 %3,617 %4,338 %4,783 %1282,483 %3,582 %3,780 %3,620 %4,338 %4,780 %1292,487 %3,585 %3,782 %3,624 %4,338 %4,777 %1302,492 %3,589 %3,784 %3,627 %4,338 %4,773 %1312,496 %3,592 %3,786 %3,630 %4,338 %4,770 %1322,500 %3,596 %3,788 %3,633 %4,338 %4,767 %1332,504 %3,599 %3,790 %3,637 %4,338 %4,764 %1342,508 %3,602 %3,792 %3,640 %4,338 %4,761 %1352,512 %3,606 %3,794 %3,643 %4,338 %4,758 %1362,516 %3,609 %3,796 %3,646 %4,339 %4,755 %1372,520 %3,612 %3,798 %3,649 %4,339 %4,752 %1382,524 %3,615 %3,800 %3,651 %4,339 %4,749 %1392,528 %3,619 %3,801 %3,654 %4,339 %4,746 % 1402,532 %3,622 %3,803 %3,657 %4,339 %4,743 %1412,535 %3,625 %3,805 %3,660 %4,339 %4,740 %1422,539 %3,628 %3,807 %3,663 %4,339 %4,738 %1432,542 %3,631 %3,808 %3,665 %4,339 %4,735 %1442,546 %3,633 %3,810 %3,668 %4,339 %4,732 %1452,549 %3,636 %3,812 %3,671 %4,339 %4,730 %1462,553 %3,639 %3,813 %3,673 %4,339 %4,727 %1472,556 %3,642 %3,815 %3,676 %4,339 %4,724 %1482,560 %3,645 %3,816 %3,678 %4,339 %4,722 %1492,563 %3,647 %3,818 %3,681 %4,340 %4,719 %1502,566 %3,650 %3,820 %3,683 %4,340 %4,717 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,812 %6,698 %8,796 %0,451 %1,826 %7,068 %21,863 %6,796 %8,577 %0,502 %1,829 %7,175 %31,900 %6,897 %8,537 %0,555 %1,893 %7,298 %41,941 %6,986 %8,570 %0,610 %1,978 %7,429 %51,967 %7,062 %8,549 %0,646 %2,079 %7,569 %61,992 %7,132 %8,594 %0,677 %2,190 %7,723 %72,020 %7,183 %8,678 %0,700 %2,294 %7,872 %82,053 %7,237 %8,763 %0,728 %2,388 %8,014 %92,089 %7,288 %8,845 %0,758 %2,474 %8,139 %102,129 %7,334 %8,925 %0,790 %2,556 %8,250 %112,168 %7,358 %9,004 %0,844 %2,628 %8,352 %122,189 %7,361 %9,083 %0,916 %2,691 %8,447 %132,185 %7,349 %9,164 %0,998 %2,748 %8,536 %142,171 %7,327 %9,249 %1,086 %2,800 %8,609 %152,162 %7,297 %9,339 %1,176 %2,843 %8,659 %162,168 %7,262 %9,435 %1,266 %2,880 %8,680 %172,186 %7,223 %9,530 %1,355 %2,911 %8,677 %182,213 %7,182 %9,614 %1,442 %2,938 %8,655 %192,245 %7,139 %9,681 %1,527 %2,964 %8,619 %202,281 %7,096 %9,722 %1,608 %2,990 %8,572 %212,319 %7,052 %9,732 %1,686 %3,015 %8,518 %222,359 %7,008 %9,715 %1,761 %3,040 %8,457 %232,400 %6,965 %9,678 %1,833 %3,066 %8,392 %242,440 %6,923 %9,624 %1,901 %3,090 %8,325 %252,481 %6,881 %9,557 %1,967 %3,115 %8,257 %262,520 %6,841 %9,480 %2,029 %3,138 %8,187 %272,559 %6,802 %9,396 %2,089 %3,162 %8,118 %282,598 %6,764 %9,308 %2,145 %3,184 %8,050 %292,635 %6,727 %9,217 %2,200 %3,206 %7,982 %

302,671 %6,692 %9,124 %2,251 %3,227 %7,916 %312,705 %6,657 %9,030 %2,301 %3,247 %7,852 %322,739 %6,624 %8,937 %2,348 %3,267 %7,789 %332,771 %6,592 %8,845 %2,393 %3,286 %7,728 %342,803 %6,562 %8,755 %2,436 %3,304 %7,669 %352,833 %6,532 %8,666 %2,477 %3,321 %7,612 %362,862 %6,504 %8,580 %2,516 %3,338 %7,557 %372,890 %6,476 %8,496 %2,554 %3,355 %7,504 %382,917 %6,450 %8,415 %2,590 %3,371 %7,453 %392,943 %6,425 %8,337 %2,624 %3,386 %7,404 %402,968 %6,400 %8,261 %2,657 %3,400 %7,356 %412,992 %6,377 %8,188 %2,689 %3,414 %7,311 %423,015 %6,354 %8,117 %2,720 %3,428 %7,267 %433,037 %6,333 %8,049 %2,749 %3,441 %7,225 %443,058 %6,312 %7,983 %2,777 %3,454 %7,184 %453,079 %6,292 %7,920 %2,804 %3,466 %7,145 %463,099 %6,272 %7,860 %2,829 %3,478 %7,107 %473,118 %6,253 %7,801 %2,854 %3,489 %7,071 %483,136 %6,235 %7,745 %2,878 %3,500 %7,036 %493,154 %6,218 %7,691 %2,901 %3,510 %7,002 %503,171 %6,201 %7,638 %2,924 %3,520 %6,970 %513,188 %6,185 %7,588 %2,945 %3,530 %6,939 %523,204 %6,170 %7,539 %2,966 %3,540 %6,909 %533,219 %6,155 %7,493 %2,985 %3,549 %6,880 %543,234 %6,140 %7,447 %3,005 %3,558 %6,852 %553,249 %6,126 %7,404 %3,023 %3,567 %6,824 %563,263 %6,112 %7,362 %3,041 %3,575 %6,798 %573,276 %6,099 %7,321 %3,059 %3,583 %6,773 %583,289 %6,086 %7,282 %3,075 %3,591 %6,749 %593,302 %6,074 %7,244 %3,092 %3,598 %6,725 %603,314 %6,062 %7,207 %3,107 %3,606 %6,702 %613,326 %6,051 %7,171 %3,123 %3,613 %6,680 %623,337 %6,039 %7,137 %3,137 %3,620 %6,659 %633,349 %6,029 %7,104 %3,152 %3,626 %6,638 %643,359 %6,018 %7,071 %3,165 %3,633 %6,618 %653,370 %6,008 %7,040 %3,179 %3,639 %6,598 %663,380 %5,998 %7,010 %3,192 %3,645 %6,579 %673,390 %5,988 %6,980 %3,205 %3,651 %6,561 %683,400 %5,979 %6,952 %3,217 %3,657 %6,543 %693,409 %5,970 %6,924 %3,229 %3,663 %6,526 % 703,418 %5,961 %6,897 %3,241 %3,668 %6,509 %713,427 %5,953 %6,871 %3,252 %3,673 %6,492 %723,435 %5,944 %6,845 %3,263 %3,679 %6,476 %733,444 %5,936 %6,820 %3,274 %3,684 %6,461 %743,452 %5,928 %6,796 %3,284 %3,688 %6,446 %753,460 %5,920 %6,773 %3,294 %3,693 %6,431 %763,468 %5,913 %6,750 %3,304 %3,698 %6,417 %773,475 %5,906 %6,728 %3,314 %3,702 %6,403 %783,482 %5,898 %6,706 %3,323 %3,707 %6,389 %793,490 %5,892 %6,685 %3,332 %3,711 %6,376 %803,497 %5,885 %6,664 %3,341 %3,715 %6,363 %813,503 %5,878 %6,644 %3,350 %3,720 %6,351 %823,510 %5,872 %6,625 %3,358 %3,724 %6,339 %833,516 %5,865 %6,606 %3,367 %3,727 %6,327 %843,523 %5,859 %6,587 %3,375 %3,731 %6,315 %853,529 %5,853 %6,569 %3,383 %3,735 %6,304 %863,535 %5,847 %6,551 %3,390 %3,739 %6,292 %873,541 %5,842 %6,534 %3,398 %3,742 %6,281 %883,547 %5,836 %6,517 %3,405 %3,746 %6,271 %893,552 %5,831 %6,500 %3,413 %3,749 %6,260 %903,558 %5,825 %6,484 %3,420 %3,752 %6,250 %913,563 %5,820 %6,468 %3,426 %3,756 %6,240 %923,568 %5,815 %6,452 %3,433 %3,759 %6,231 %933,574 %5,810 %6,437 %3,440 %3,762 %6,221 %943,579 %5,805 %6,422 %3,446 %3,765 %6,212 %953,584 %5,800 %6,408 %3,453 %3,768 %6,203 %963,588 %5,796 %6,394 %3,459 %3,771 %6,194 %973,593 %5,791 %6,380 %3,465 %3,774 %6,185 %983,598 %5,786 %6,366 %3,471 %3,777 %6,177 %993,602 %5,782 %6,353 %3,477 %3,779 %6,168 %1003,607 %5,778 %6,340 %3,482 %3,782 %6,160 %1013,611 %5,773 %6,327 %3,488 %3,785 %6,152 %1023,616 %5,769 %6,314 %3,494 %3,787 %6,144 %1033,620 %5,765 %6,302 %3,499 %3,790 %6,136 %1043,624 %5,761 %6,290 %3,504 %3,792 %6,129 %1053,628 %5,757 %6,278 %3,509 %3,795 %6,121 %1063,632 %5,753 %6,266 %3,514 %3,797 %6,114 %1073,636 %5,750 %6,255 %3,519 %3,800 %6,107 %1083,640 %5,746 %6,244 %3,524 %3,802 %6,100 %1093,643 %5,742 %6,233 %3,529 %3,804 %6,093 %

1103,647 %5,739 %6,222 %3,534 %3,806 %6,086 %1113,651 %5,735 %6,211 %3,539 %3,809 %6,079 %1123,654 %5,732 %6,201 %3,543 %3,811 %6,073 %1133,658 %5,728 %6,190 %3,548 %3,813 %6,066 %1143,661 %5,725 %6,180 %3,552 %3,815 %6,060 %1153,665 %5,722 %6,170 %3,556 %3,817 %6,054 %1163,668 %5,719 %6,161 %3,561 %3,819 %6,048 %1173,671 %5,715 %6,151 %3,565 %3,821 %6,042 %1183,674 %5,712 %6,142 %3,569 %3,823 %6,036 %1193,678 %5,709 %6,133 %3,573 %3,825 %6,030 %1203,681 %5,706 %6,124 %3,577 %3,827 %6,025 %1213,684 %5,703 %6,115 %3,581 %3,829 %6,019 %1223,687 %5,700 %6,106 %3,585 %3,830 %6,013 %1233,690 %5,698 %6,097 %3,588 %3,832 %6,008 %1243,693 %5,695 %6,089 %3,592 %3,834 %6,003 %1253,695 %5,692 %6,080 %3,596 %3,836 %5,997 %1263,698 %5,689 %6,072 %3,599 %3,837 %5,992 %1273,701 %5,687 %6,064 %3,603 %3,839 %5,987 %1283,704 %5,684 %6,056 %3,606 %3,841 %5,982 %1293,706 %5,681 %6,048 %3,610 %3,842 %5,977 %1303,709 %5,679 %6,041 %3,613 %3,844 %5,972 %1313,712 %5,676 %6,033 %3,616 %3,845 %5,968 %1323,714 %5,674 %6,026 %3,620 %3,847 %5,963 %1333,717 %5,671 %6,018 %3,623 %3,848 %5,958 %1343,719 %5,669 %6,011 %3,626 %3,850 %5,954 %1353,722 %5,667 %6,004 %3,629 %3,851 %5,949 %1363,724 %5,664 %5,997 %3,632 %3,853 %5,945 %1373,726 %5,662 %5,990 %3,635 %3,854 %5,941 %1383,729 %5,660 %5,983 %3,638 %3,856 %5,936 %1393,731 %5,658 %5,976 %3,641 %3,857 %5,932 %1403,733 %5,655 %5,970 %3,644 %3,859 %5,928 %1413,736 %5,653 %5,963 %3,647 %3,860 %5,924 %1423,738 %5,651 %5,957 %3,650 %3,861 %5,920 %1433,740 %5,649 %5,950 %3,653 %3,863 %5,916 %1443,742 %5,647 %5,944 %3,656 %3,864 %5,912 %1453,744 %5,645 %5,938 %3,658 %3,865 %5,908 %1463,746 %5,643 %5,932 %3,661 %3,866 %5,904 %1473,748 %5,641 %5,926 %3,664 %3,868 %5,900 %1483,750 %5,639 %5,920 %3,666 %3,869 %5,897 %1493,752 %5,637 %5,914 %3,669 %3,870 %5,893 %1503,754 %5,635 %5,908 %3,671 %3,871 %5,889 % Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,349 %2,486 %3,495 %9,220 %1,715 %1,766 %27,061 %2,524 %3,500 %9,346 %1,704 %1,708 %37,724 %2,620 %3,522 %9,333 %1,704 %1,674 %48,293 %2,703 %3,597 %9,263 %1,737 %1,667 %58,607 %2,780 %3,635 %9,193 %1,791 %1,662 %68,817 %2,871 %3,695 %9,120 %1,843 %1,665 %78,938 %2,951 %3,775 %9,059 %1,894 %1,675 %89,028 %3,007 %3,864 %9,011 %1,947 %1,692 %99,025 %3,047 %3,947 %8,963 %2,002 %1,709 %109,022 %3,083 %4,015 %8,903 %2,061 %1,724 %119,001 %3,119 %4,066 %8,824 %2,123 %1,735 %128,958 %3,156 %4,110 %8,731 %2,187 %1,746 %138,899 %3,193 %4,156 %8,628 %2,249 %1,757 %148,829 %3,229 %4,206 %8,520 %2,303 %1,762 %158,753 %3,264 %4,262 %8,408 %2,345 %1,759 %168,671 %3,298 %4,323 %8,294 %2,373 %1,744 %178,587 %3,331 %4,386 %8,181 %2,392 %1,726 %188,501 %3,362 %4,445 %8,068 %2,407 %1,712 %198,415 %3,392 %4,498 %7,958 %2,423 %1,706 %208,329 %3,421 %4,543 %7,849 %2,442 %1,712 %218,245 %3,449 %4,577 %7,744 %2,466 %1,731 %228,163 %3,476 %4,602 %7,642 %2,493 %1,760 %238,082 %3,501 %4,620 %7,543 %2,523 %1,796 %248,004 %3,526 %4,632 %7,447 %2,555 %1,837 %257,928 %3,549 %4,639 %7,356 %2,588 %1,882 %267,855 %3,571 %4,643 %7,267 %2,621 %1,928 %277,785 %3,593 %4,643 %7,182 %2,654 %1,975 %287,717 %3,613 %4,642 %7,101 %2,687 %2,023 %297,651 %3,633 %4,638 %7,023 %2,719 %2,071 %307,588 %3,652 %4,632 %6,948 %2,751 %2,118 %317,528 %3,670 %4,626 %6,877 %2,782 %2,164 %327,470 %3,687 %4,618 %6,808 %2,813 %2,210 %337,414 %3,703 %4,610 %6,743 %2,842 %2,254 %347,361 %3,719 %4,601 %6,680 %2,871 %2,297 %357,310 %3,734 %4,592 %6,620 %2,899 %2,339 %367,261 %3,749 %4,583 %6,562 %2,926 %2,379 %377,214 %3,763 %4,573 %6,507 %2,951 %2,418 %387,169 %3,776 %4,564 %6,455 %2,976 %2,455 %397,126 %3,789 %4,554 %6,404 %3,001 %2,492 %

407,084 %3,802 %4,545 %6,356 %3,024 %2,527 %417,045 %3,814 %4,536 %6,309 %3,046 %2,560 %427,006 %3,825 %4,527 %6,265 %3,068 %2,593 %436,970 %3,836 %4,517 %6,222 %3,089 %2,624 %446,934 %3,847 %4,509 %6,181 %3,109 %2,655 %456,901 %3,857 %4,500 %6,141 %3,129 %2,684 %466,868 %3,867 %4,492 %6,104 %3,147 %2,712 %476,837 %3,876 %4,483 %6,067 %3,165 %2,739 %486,806 %3,886 %4,475 %6,032 %3,183 %2,765 %496,777 %3,894 %4,467 %5,998 %3,200 %2,790 %506,749 %3,903 %4,460 %5,966 %3,216 %2,814 %516,722 %3,911 %4,452 %5,935 %3,231 %2,838 %526,697 %3,919 %4,445 %5,905 %3,247 %2,860 %536,671 %3,927 %4,438 %5,876 %3,261 %2,882 %546,647 %3,935 %4,431 %5,848 %3,275 %2,903 %556,624 %3,942 %4,425 %5,821 %3,289 %2,923 %566,601 %3,949 %4,418 %5,794 %3,302 %2,943 %576,580 %3,956 %4,412 %5,769 %3,315 %2,962 %586,559 %3,962 %4,406 %5,745 %3,328 %2,981 %596,538 %3,968 %4,400 %5,721 %3,339 %2,998 %606,518 %3,975 %4,395 %5,698 %3,351 %3,016 %616,499 %3,981 %4,389 %5,676 %3,362 %3,032 %626,481 %3,986 %4,384 %5,655 %3,373 %3,049 %636,463 %3,992 %4,379 %5,634 %3,384 %3,064 %646,446 %3,998 %4,374 %5,614 %3,394 %3,079 %656,429 %4,003 %4,369 %5,595 %3,404 %3,094 %666,412 %4,008 %4,364 %5,576 %3,414 %3,109 %676,396 %4,013 %4,359 %5,557 %3,423 %3,123 %686,381 %4,018 %4,355 %5,540 %3,432 %3,136 %696,366 %4,023 %4,351 %5,522 %3,441 %3,149 %706,352 %4,027 %4,346 %5,506 %3,450 %3,162 %716,337 %4,032 %4,342 %5,489 %3,458 %3,174 %726,324 %4,036 %4,338 %5,473 %3,466 %3,186 %736,310 %4,040 %4,334 %5,458 %3,474 %3,198 %746,297 %4,044 %4,330 %5,443 %3,482 %3,210 %756,285 %4,048 %4,327 %5,428 %3,490 %3,221 %766,272 %4,052 %4,323 %5,414 %3,497 %3,232 %776,260 %4,056 %4,320 %5,400 %3,504 %3,242 %786,249 %4,060 %4,316 %5,387 %3,511 %3,253 %796,237 %4,064 %4,313 %5,374 %3,518 %3,263 % 806,226 %4,067 %4,309 %5,361 %3,524 %3,272 %816,215 %4,071 %4,306 %5,348 %3,531 %3,282 %826,205 %4,074 %4,303 %5,336 %3,537 %3,291 %836,194 %4,077 %4,300 %5,324 %3,543 %3,300 %846,184 %4,081 %4,297 %5,312 %3,549 %3,309 %856,174 %4,084 %4,294 %5,301 %3,555 %3,318 %866,165 %4,087 %4,291 %5,290 %3,561 %3,326 %876,155 %4,090 %4,289 %5,279 %3,567 %3,335 %886,146 %4,093 %4,286 %5,268 %3,572 %3,343 %896,137 %4,096 %4,283 %5,258 %3,577 %3,351 %906,128 %4,098 %4,281 %5,248 %3,583 %3,358 %916,120 %4,101 %4,278 %5,238 %3,588 %3,366 %926,111 %4,104 %4,276 %5,228 %3,593 %3,373 %936,103 %4,106 %4,273 %5,219 %3,598 %3,381 %946,095 %4,109 %4,271 %5,210 %3,602 %3,388 %956,087 %4,112 %4,269 %5,201 %3,607 %3,395 %966,080 %4,114 %4,266 %5,192 %3,612 %3,401 %976,072 %4,116 %4,264 %5,183 %3,616 %3,408 %986,065 %4,119 %4,262 %5,174 %3,621 %3,415 %996,057 %4,121 %4,260 %5,166 %3,625 %3,421 %1006,050 %4,123 %4,258 %5,158 %3,629 %3,427 %1016,043 %4,126 %4,256 %5,150 %3,633 %3,434 %1026,037 %4,128 %4,254 %5,142 %3,637 %3,440 %1036,030 %4,130 %4,252 %5,134 %3,641 %3,445 %1046,023 %4,132 %4,250 %5,127 %3,645 %3,451 %1056,017 %4,134 %4,248 %5,119 %3,649 %3,457 %1066,011 %4,136 %4,246 %5,112 %3,653 %3,462 %1076,004 %4,138 %4,244 %5,105 %3,657 %3,468 %1085,998 %4,140 %4,242 %5,098 %3,660 %3,473 %1095,992 %4,142 %4,240 %5,091 %3,664 %3,479 %1105,986 %4,144 %4,239 %5,084 %3,667 %3,484 %1115,981 %4,146 %4,237 %5,078 %3,671 %3,489 %1125,975 %4,148 %4,235 %5,071 %3,674 %3,494 %1135,970 %4,149 %4,234 %5,065 %3,678 %3,499 %1145,964 %4,151 %4,232 %5,058 %3,681 %3,504 %1155,959 %4,153 %4,230 %5,052 %3,684 %3,508 %1165,953 %4,155 %4,229 %5,046 %3,687 %3,513 %1175,948 %4,156 %4,227 %5,040 %3,690 %3,518 %1185,943 %4,158 %4,226 %5,034 %3,693 %3,522 %1195,938 %4,160 %4,224 %5,028 %3,696 %3,527 %

1205,933 %4,161 %4,223 %5,023 %3,699 %3,531 %1215,928 %4,163 %4,222 %5,017 %3,702 %3,535 %1225,924 %4,164 %4,220 %5,012 %3,705 %3,539 %1235,919 %4,166 %4,219 %5,006 %3,708 %3,543 %1245,914 %4,167 %4,217 %5,001 %3,711 %3,548 %1255,910 %4,169 %4,216 %4,996 %3,713 %3,552 %1265,905 %4,170 %4,215 %4,991 %3,716 %3,556 %1275,901 %4,172 %4,213 %4,986 %3,719 %3,559 %1285,897 %4,173 %4,212 %4,981 %3,721 %3,563 %1295,893 %4,174 %4,211 %4,976 %3,724 %3,567 %1305,888 %4,176 %4,210 %4,971 %3,726 %3,571 %1315,884 %4,177 %4,208 %4,966 %3,729 %3,574 %1325,880 %4,178 %4,207 %4,961 %3,731 %3,578 %1335,876 %4,180 %4,206 %4,957 %3,733 %3,581 %1345,872 %4,181 %4,205 %4,952 %3,736 %3,585 %1355,868 %4,182 %4,204 %4,948 %3,738 %3,588 %1365,865 %4,183 %4,203 %4,943 %3,740 %3,592 %1375,861 %4,185 %4,201 %4,939 %3,743 %3,595 %1385,857 %4,186 %4,200 %4,935 %3,745 %3,598 %1395,853 %4,187 %4,199 %4,931 %3,747 %3,602 %1405,850 %4,188 %4,198 %4,926 %3,749 %3,605 %1415,846 %4,189 %4,197 %4,922 %3,751 %3,608 %1425,843 %4,190 %4,196 %4,918 %3,753 %3,611 %1435,839 %4,192 %4,195 %4,914 %3,756 %3,614 %1445,836 %4,193 %4,194 %4,910 %3,758 %3,617 %1455,833 %4,194 %4,193 %4,906 %3,760 %3,620 %1465,829 %4,195 %4,192 %4,903 %3,762 %3,623 %1475,826 %4,196 %4,191 %4,899 %3,764 %3,626 %1485,823 %4,197 %4,190 %4,895 %3,765 %3,629 %1495,820 %4,198 %4,189 %4,891 %3,767 %3,632 %1505,816 %4,199 %4,188 %4,888 %3,769 %3,634 %Term to maturity (in years)Turkish liraUS dollarYen121,800 %2,593 %– 0,091 %219,421 %2,491 %– 0,092 %318,795 %2,422 %– 0,094 %417,703 %2,400 %– 0,090 %516,309 %2,402 %– 0,079 %615,898 %2,427 %– 0,060 %715,751 %2,461 %– 0,034 %815,214 %2,492 %– 0,003 %914,433 %2,526 %0,034 % 1013,642 %2,551 %0,074 %1112,965 %2,586 %0,115 %1212,397 %2,601 %0,156 %1311,912 %2,618 %0,198 %1411,492 %2,639 %0,240 %1511,125 %2,659 %0,280 %1610,800 %2,673 %0,319 %1710,510 %2,683 %0,357 %1810,251 %2,690 %0,392 %1910,016 %2,695 %0,426 %209,803 %2,698 %0,458 %219,608 %2,699 %0,487 %229,430 %2,699 %0,514 %239,266 %2,698 %0,537 %249,114 %2,698 %0,557 %258,974 %2,697 %0,572 %268,843 %2,697 %0,583 %278,721 %2,696 %0,593 %288,607 %2,695 %0,606 %298,501 %2,694 %0,622 %308,401 %2,692 %0,645 %318,307 %2,689 %0,674 %328,218 %2,686 %0,709 %338,135 %2,682 %0,748 %348,056 %2,677 %0,790 %357,981 %2,672 %0,833 %367,910 %2,666 %0,878 %377,843 %2,659 %0,923 %387,779 %2,652 %0,969 %397,718 %2,643 %1,014 %407,660 %2,634 %1,059 %417,605 %2,623 %1,103 %427,552 %2,612 %1,147 %437,502 %2,602 %1,190 %447,453 %2,593 %1,231 %457,407 %2,585 %1,272 %467,363 %2,579 %1,312 %477,321 %2,575 %1,350 %487,280 %2,574 %1,388 %497,241 %2,575 %1,424 % 507,203 %2,579 %1,459 %517,167 %2,585 %1,494 %527,132 %2,594 %1,527 %537,099 %2,605 %1,559 %547,067 %2,617 %1,591 %557,036 %2,631 %1,621 %567,005 %2,645 %1,651 %576,976 %2,660 %1,679 %586,948 %2,676 %1,707 %596,921 %2,692 %1,734 %606,895 %2,708 %1,760 %616,870 %2,724 %1,785 %626,845 %2,741 %1,810 %636,822 %2,758 %1,834 %646,798 %2,774 %1,857 %656,776 %2,790 %1,879 %666,755 %2,807 %1,901 %676,734 %2,823 %1,922 %686,713 %2,838 %1,943 %696,693 %2,854 %1,963 %706,674 %2,869 %1,983 %716,655 %2,885 %2,002 %726,637 %2,899 %2,020 %736,619 %2,914 %2,038 %746,602 %2,928 %2,056 %756,585 %2,942 %2,073 %766,569 %2,956 %2,089 %776,553 %2,970 %2,105 %786,538 %2,983 %2,121 %796,523 %2,996 %2,137 %806,508 %3,008 %2,152 %816,494 %3,021 %2,166 %826,480 %3,033 %2,181 %836,466 %3,045 %2,195 %846,453 %3,056 %2,208 %856,440 %3,068 %2,222 %866,427 %3,079 %2,235 %876,414 %3,090 %2,247 %886,402 %3,101 %2,260 %896,390 %3,111 %2,272 %

906,379 %3,121 %2,284 %916,367 %3,131 %2,296 %926,356 %3,141 %2,307 %936,345 %3,151 %2,318 %946,335 %3,160 %2,329 %956,324 %3,170 %2,340 %966,314 %3,179 %2,350 %976,304 %3,188 %2,361 %986,294 %3,196 %2,371 %996,285 %3,205 %2,380 %1006,275 %3,213 %2,390 %1016,266 %3,221 %2,400 %1026,257 %3,230 %2,409 %1036,248 %3,237 %2,418 %1046,240 %3,245 %2,427 %1056,231 %3,253 %2,436 %1066,223 %3,260 %2,444 %1076,215 %3,268 %2,453 %1086,207 %3,275 %2,461 %1096,199 %3,282 %2,469 %1106,191 %3,289 %2,477 %1116,183 %3,296 %2,485 %1126,176 %3,302 %2,492 %1136,169 %3,309 %2,500 %1146,161 %3,315 %2,507 %1156,154 %3,322 %2,515 %1166,147 %3,328 %2,522 %1176,141 %3,334 %2,529 %1186,134 %3,340 %2,536 %1196,127 %3,346 %2,543 %1206,121 %3,352 %2,549 %1216,114 %3,358 %2,556 %1226,108 %3,363 %2,562 %1236,102 %3,369 %2,569 %1246,096 %3,374 %2,575 %1256,090 %3,380 %2,581 %1266,084 %3,385 %2,587 %1276,078 %3,390 %2,593 %1286,072 %3,396 %2,599 %1296,067 %3,401 %2,605 % 1306,061 %3,406 %2,611 %1316,056 %3,410 %2,616 %1326,050 %3,415 %2,622 %1336,045 %3,420 %2,627 %1346,040 %3,425 %2,633 %1356,035 %3,429 %2,638 %1366,030 %3,434 %2,643 %1376,025 %3,438 %2,648 %1386,020 %3,443 %2,653 %1396,015 %3,447 %2,658 %1406,010 %3,451 %2,663 %1416,006 %3,456 %2,668 %1426,001 %3,460 %2,673 %1435,996 %3,464 %2,678 %1445,992 %3,468 %2,682 %1455,987 %3,472 %2,687 %1465,983 %3,476 %2,692 %1475,979 %3,480 %2,696 %1485,974 %3,484 %2,700 %1495,970 %3,488 %2,705 %1505,966 %3,491 %2,709 %

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 RepublicCyprusDenmark10032502612004050430301455248040348534905045355520615565755072659595608376051255093862513520103864514510Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004084172000025242431000223426430001944275400017742865000174430760001704308701017523198120177132108030179432Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501704214111202404318151502604421171702704523191902804 6242021030047262222030048272324131049292425232041030242533204Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom126912195002431716221200348201927150044921203117005522322351900655242338210075625244022008552726412400952292642250010512626422500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011010009201801000931290100094237010001052390100010634301000107445010001087420100010954001010910542010109

Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan10005100420007120430007120440007140450106150460506150470808160480120916049018091604100180101604Duration (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 616204612223656611822620461222365669703723471152325628034825491172315616735102855120231561571611305812523156156171233601272315615618123360126231561561912345912523156156110133560125231561561 1113366012523156156112143760125231561561131438601252315615611414386012523156156115143860125231561561161438601252315615611714386012523156156118143860125231561561191438601252315615612015386012523156156121153860125231561561221638601252315615612317386012523156156124183860125231561561251838601252315615612619386012523156156127203860125231561561282138601252315615612921386012523156156130223860125231561561 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 611126511282425711225214285313024457310043153155123240570830416335712523956869451735621282395685876183765132238567567718396613423756756781839651322375665669173965130236566566101840641302365655651118416412923556556512174164128235564564131741631282345645641417416212723456356315164062127233563563 161640611262335625621716396112623256256218153961126232562562191539611262325625622016406112623356256221164062127233563563221740621272335635632318406212723356356324184062127234563563251941621272345635632619416212723456356327214162127234563563282141621272345635632921416212723456356330224062127234563563 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 61620461222365651182262046122236565970372347115232561803482549117231560673510285512023156057161130581252315605607123260127231560560812335912623156056091234591252315605601013355912423156056011133660124231560560121437601242315605601314386012423156056014143860124231560560151438601242315605601614386012423156056017143860124231560560181438601242315605601914386012423156056020153860124231560560 21153860124231560560221638601242315605602317386012423156056024183860125231560560251838601252315605602619386012523156056027203860125231560560282138601252315605602921386012523156056030223860125231560560 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 61839712319931364211962799311819530963898838298122190308637823481981221903046336925809812519030163163167999126193299629629778991261932976276278779812419129662562597698123188295624624107295119184291620620117093117182288617617126993115180287616616136992114179286615615146892114179285615615156892114178285614614166791113178284614614176791112177284613613186690112177283612612196589111176282612612206588110175282611611216488110174281610610226387109174280609609236286108173279608608246185107172278607607256084106171277606606

265983105169276605605275882104168275604604285781103167274603603295680101166273602602305579100165272601601 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 6192449126240569118521126511282425719733142953122239568807415325712423856867651735621272385685736183765132238568568719396713423856756781840661322385675679184065131237566566101841651302375665661118416513023656656612184265129236565565131942641292365655651418426412923556556515184264129235565565161841631282355645641718416312823556456418184163128235564564191841631282355645642018426412923556456421194264129235565565221943641292365655652319436412923656556524194365129236565565251943651292365655652619436512923656556527204365129236565565282143641292365655652921436412923656556530224364129236565565 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 61516590167281610119025469941712856149783607610016828561481246380105172286616682566841111762876166166678611418128761661676788115183286616616866871141802856156159658711217828461361310648611117628261261211638610917428161061012628510817327960960913618410617127860760714608310517027660660615588210416927560560516578110316827460360317568010216727360360318567910116627260260219557910016527260160120547810016527160160121547799164270600600225377981632705995992352769816226959859824517597162268597597255074961612675975972649739516026659659627497294159265595595284872931582655945942947719315726459359330467092157263592592 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 61520451222355651181252045122235565969362246114232561803472449116230560673592754119230560570 6102957124230560560711325912623056056081132591252305605609113359124230560560101234591242305605601112355912423056056012133659124230560560131337591242305605601413375912423056056015133759124230560560161337591242305605601713375912423056056018143759124230560560191437591242305605602015375912423056056021153759124230560560221637591242305605602317375912423056056024183759124230560560251837591242305605602619375912423056056027203759124230560560282137591242305605602921375912423056056030223759124230560560 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 6172556154254584120627255615425458499038275613925057982041029571282485786875113158116247577582614346210824657557571637621012455745748163861932445735739194564872435725721019456284242571571 11174460832415705701217446184240570570131744618424056956914174461842395685681517446184238567567161744618423656656617174461842365655651817446184235564564191744618423556456420174461842355655652117446184236565565221744618423556556523174461842355645642418446184234564564251844618423456356326194461842335635632720446184233562562282144618423356256229214461842325625623022446184232561561

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 6186101126203317646125128499124201314644103138399123191309638855482991231913056357175819912619130263263268099127194300629629778991261932976276278769712318929562462497395121186292622622107295119184291620620117194118183289618618127093116181287617617136992114179286615615146791113178284614614156690111176283612612 166588110175282611611176487109174280610610186386108173279609609196285107172279608608206185106171278607607216084106170277606606225983105169276605605235882104168275604604245781103167274603603255680102166273602602265579101165272601601275478100164271600600285377991632705995992952769816226959859830517597161268597597 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 6160749917629061912052587398175288618993358749816628461382545875100167281611693558761031682796096096577610417127760760775777104172276605605855761031692746036039537510116627260260210537510016527160160111527599164270600600125275981632695995991351759716226859859814517597161268597597155074961612675975971649739516026659559517497294159265595595184872941582655945941947719315826459459420477193158264593593 21477193157264593593224670921572635935932346709215626359259224456991156262592592254569901552625915912644689015426159059027436789154260590590284366881532605895892942668815225958858830416587152258588588 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 6131457114726159012112314671148262591996331477114025758682543249731412555846915325177143254583586633528014725358258273354811482525815818325380146251581581932537914425058058010315478143250579579113154781432495785781231547714224857857813305476141247577577143054751402475765761529537514024657557516285274139245575575172852731382455745741827517313824457457419275173138244573573202751731382445735732127517313824457357322275173138244573573232751731372445735732427517213724457357325275072137243573573 2626507213724357357327265072136243572572282650711362435725722926497113624257257230254971136242572572 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 6103261022165461174215271032175479643252896214543798436319821254266954936101212542567641139106212542542751441108212542542861441107212542542971540106212542542108164110621254254211818421072135435431291841105212541541131020421062135425421411204110621354254215111840105211541541161217391042105405401712173910421054054018141739104211540540191419401042115405402015194010521154154121152041105212541541221620411062125415412317224110621254154124182241105212541541251823421052125415412619234310521254154127192545105212541541282125461052125415412921264710521254154130222748105212541541

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 614762871642776071222247628716427760710023486488156273602829448658915727160169454967941592705995996496896162269598598749699716426859759784869951612675965969476994159266595595104669931582655945941146699215726459359312466992157263592592134569911562625925921445689015526259159115446890154261590590164367891542605895891743668815325958958918426688152259588588194165871522585885882041658715225858858821416587152258587587224165861512585875872340648615125758758724406485150257586586253963851502565855852639628414925558558527386283148255584584283761831482545835832937608214725358358330366082146253582582 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 61163056132246575121822034601362505791000324406413224957982942845691362515806945304975141252581588 6294977143250579579734558215025358358383354811472525825829345681147253582582103658831482545845841138618414925558558512396285150256586586134063851502575865861440648615025758658615406486151257586586164063851502565865861740638515025658658618396384149256585585193862841492555855852038628414925558558521386284149255585585223862841492555845842338628314825558458424376183148254584584253761831472545835832636608214725358358327366082146253582582283559811462525825822935598014525258158130345880145251581581 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 61152955131245574122721631561332465761006318345812624457383342037611292435726975214066132243572590622427013624357257272444721392435725728244571137243572572924467113624357257210244771136243572572 1125487213724357257212264972137243573573132650721372435735731427507213724357357315275072137243573573162650721372435735731726507213724357357318265072137243573573192650721372435725722026507213724357357321265072137243573573222650721372435725722326507113624357257224254971136242572572252549711352425715712625487013524257157127244870135241571571282448701342415705702924476913424057057030234769134240570570 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 615065901672806101242253689317028361310213577397165282612847459761011682826127105617910617128361261266382110177283612612764841121792836126128638411117728261261296385110176282611611106386110175282611611116487110175281611611126387109174281610610136386109173280609609146286108172279608608156185107172278607607 166084106171277607607175983105170276606606185983104169276605605195882104168275604604205781103168274604604215780102167274603603225680101166273602602235579101165272601601245478100164271600600255377991642705995992652769816326959859827517597162268598598285074961612675975972950739516026659659630497294159265595595

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 6181961211983126411273286100125202316645105038710312719531264287248710412919631164073259110913620131264164169211214020631364264279411414220931364264289511614220831464364399511714320831464464410961181432083146446441196119142207314643643129511914220631364264213951181402053126416411493117139204310639639159211613720230963863816901141362013076376371789113134199306635635188711113319830463463419861101321973036326322085109130195302631631 21831071291943006306302282106128192299628628238010412619129762762724791031241892966256252577101123188294623623267699121186292622622277498120184291620620287396118183289619619297195117181288617617307093115180286616616 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 6182348125238568122221126511282425711003315315512324057083041835591272415706955213966131242571589622427013624357257272444721392435725728244571138243572572924467113724357257210254772137243572572112548721362435725721225497113624357257213254971136242571571142548701352415715711524486913424157057016234768133240569569172246681332395695691822466813323956856819224667132239568568202246681322395685682122466813323956856822224668133239568568232246681332395685682422466813223956856825224668132239568568 2622466713223956856827224567132238568568282145671322385685682921456713223856856830224567131238567567 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 619410913421032465413152941091342113256541080395111135203321650895496113137205319648750597115142207318648648697117145211318647647798119146213317646646898119145211317646646997119144210316645645109611814320831464464411951181412063126426421293117139204311640640139211513720230963863814901141352003076366361588112134198305634634168611013119630363263217841081301953016316311883106128193300629629198110512719229862862820801041261912976276272179103125190296626626227810212418929562462423771011231872946236232476100121186293622622257598120185292621621267497119184290620620277296118183289619619287195117182288618618297094116181287616616306993115180286615615 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 613413563814585729011355280951201973106401110384100124192309639919487104129196311640769590108135200312641651692111139206312642642793114141209312642642894115142208313643643994116142207313643643109511714220731364364311951181422073136426421296119142207313642642139612014220731364364314971211432073146436431598122143208315644644169912214420931664564517100123145210317646646181011251462113186476471910212514721231964864820102126148213319649649211021261482133196496492210212614821331964864823102125147212319648648241011251462113186476472510012414521031764664626991231442093166456452797121143208314644644289612014220731364264229951191402053126416413093117139204310640640

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 61011361122265561196211036112226556982321236105222551813431438106220549681541643108219549576 641745112218548548751947114218547547871945112217546546971944110216545545108204410921554554511820441092155455451292144109215545545131022441092155455451411224410921554554515112344109216545545161223441092165455451712234511021654554518142345110217546546191524461112175475472015254711221854754721162648112219548548221726481132205495492317274911422055055024182849114221550550251828501152215505502619285011522155155127202951115222551551282129511162225525522921295111622255255230223051116223552552 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 61536893170283613122225469941712846141002355719516328061083045572971642796086955567410116627760760765776104171277606606756771041722756056058567710317027560460495577102168274604604105477101166273602602 11537610016527160160112527698163270599599135175971622685975971450739516026759659615487294159265595595164770921572635935931745699115626259259218446890155261591591194367891542605905902043678815326058958921426688153259589589224265871522595885882341658715125858758724406486151257587587254063851502565865862639638414925658558527386284149255584584283761831482545845842937618214725458358330366082147253582582 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 611151301552323466751322211613115623334767610863119135159227344673901412113816222934467375551221401672333446736736123142170237343673673712414417223934367267281231441702373426716719122144169235341670670101211441682333406696691112114416723233866866812119143165230337666666131171411632283356646641411613916122633266266215113137159224330659659 161111341562213276576571710813215421932565565518106130152217323652652191041281502153216506502010212614821331964964921101124146211318647647229912314420931664564523971211432073146436432495119141206312642642259311713920431064064026921151372023096386382790114136200307636636288811213419930563563529871111321973046336333085109131196302631631 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 6117218721228940373213082182196222298412741108231872032272954127429034189206231298412742761519020923530141274174161902102383044117407407190210238305409738738818821023630240773773791872092343004067357351018620923329840573473411185208231296403732732121832062292944007297291318020422629139772672614177201223287394723723151741982192843917207201617119421628138871771717167191213278384714714181641882102753817117111916118520727237870770720158182204269375704704

21155179201266372701701221521761982623696986982314917319425936669569524146169191256362692692251431661882533596896892613916318525035668668627137160182247353683683281341571792443506806802913115517624134867767730128152174239345674674 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 61294369145259588123423044701462605891013331477113925658583943249731412555847035335178143254584596633528014725358358373354811492525825828325380146251581581931537914425058058010315478143250579579113154781422495785781231547714224857857813315476141248577577143054761412475775771530547614024757657616305375140247576576173053751402475765761830537514024757657619305375140247576576203054751402475765762130547614024757657622305475140247576576233053751402475765762430537514024657657625295375140246576576 2629537513924657557527295374139246575575282852741392455755752928527413924557457430285273138245574574 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 612540651422555851253227426714425758710283304569138255584851432497314125558471353453791452565856046365583150256585585737588515325658658683759851512565865869385985150257586586103961851502575865861139638615125758758712406386151257587587134064861512575875871440648615125758758715406486151257586586164063851502575865861740638515025758658618406385150257586586194063851502575865862040648615025758658621406486151257586586224064861512575865862340648615025758658624406385150257586586253963851502565865862639638414925658558527386284149255585585283862831482555845842937618314825458458430376182147254583583 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 6112514016524235668513632124139164240354684112131241401642323496799284124141165233347677777512514317023534667667661241441722383456746747124145172240343673673812414517123734367267291221441702353416716711012214516923434167067011122145169233340669669121211451672323396686681312014416623133766766714119143165230336665665151171411632273346636631611513916022533266166117112136158222329658658181101341552203276566561910813115321832565465420105129151216322652652211031271492143206496492210112514721131864764723991231442093166456452497120142207313643643259411814020531164164126921161382033096396392790114136201307636636288811213419930563463429861101321973036326323084108130195301631631 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 610103611222655512202113381142285581000321640109226555828432044112226555693552350115227556587 6726541212275565567829561242275575578830561222275575579830561212275575571093156121227557557119325612022755655612103355120227556556131033551202265565561411335512022655655615123355120226555555161233541192265555551714335411922655555518143354119226555555191533551192265555552015335512022755655621163456121227556556221734561212275575572318355612122855755724183557121228557557251935571222285585582619355712222855855827213557122228558558282136571222295585582921365712222955855830223657122229558558

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 61355075152265595122123650761522665951001336527614426159082843653771452595886935365581147258587587639588615325958858873657841522555855858406188154259588588939618615225858758710345681146252582582 1130537614124757757712275073138244573573132448701352415715711423466813324056956915214567132238567567162043651302365665661719426412923656556518184264128235564564191841631282355645642018416312823556456421184263128235564564221842631282355645642318416312823556456424184163128235564564251941631282345645642619416312823456456427204163128234564564282141631282345635632921416312723456356330224163127234563563 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 6119420923431142475416172191206231307421751129831872032272964137421068418420122629340773788551811992262914027327396177196224291397727727717419422228939372272281691912172833887187189165187213278384714714101621842092743807097091115818120526937670570512155178201265372701701131511751972613686976971414717119325836469469415144168189254361690690 161401641862513576876871713716118324835468468418134158180245351681681191311551772423486786782012915317423934667567521126150172237343672672221241471692343406706702312114516723133866766724118142164229335665665251161401622263336626622611413715922433066066027111135157222328658658281091331552193266556552910713115221732465365330105129150215322651651 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 61826511082445731236282651108244573101339295310224257183841234561002425727015164061103243573593618436599244573573719456492244574574817446491244574574917456695245574574101948689924557457411215070102245574574122353711032455745741324547210324557457414245572103245574574152455721032455745741624557210324457457417245572103244574574182455721032445745741924557210324457457420245572103245574574 21245572103245575575222455721032455755752324557210324557557524245572103245575575252455721032455755752624557210324557557527245572103245575575282455721032455745742924557210324557457430245572103245574574 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 6103149020453311862151289203532973325128019752780543613811955246735471883194524570648218719452352375822901945235238692288193523523971122871945235231081122871945235231181223871945235231291224881945235231310142688194524524141114278819552452415111529881955245241612163089195524524171217318919552552518141733891965255251914193490196526526201519359119752752721152036911985275272216203892198528528231722399219952852824182241921995285282518234293199528528

26192343931995295292719254593199529529282125469319952952929212647931995295293022264893199529529 3. Other exposures 3.1 Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611152144165303303621152144165339225331152449160352169741162753157350131152183055157341103963213358157328844752434601573126988524366315729658795253766157279501105263968157263432116263968157250375126263969157250329136263969157250290146263969157250257156264069157250250168264369157250250178264669157250250188264869157250250199265069157250250209265369157250250219265569157250250221026586915725025023102661691572502502412266369157250250251226666915725025026122668711572502502713267174157250250281326737615725025029132675771572502503014277879157250250 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 617202749171313315229222951173351233838233257168363175848243560165360135559263862164350107161028396516433686871130416616331971781030416816330260291030437116228551210103144731622674411110314473161254383129304372161253335139294272160253295148294271160252262158284171159252252168284470158251251178284670158251251188284970158251251199285170158251251209285470159251251219285671159252252221029587115925225223112961711592522522412296371159252252251229667115925225226122968721592522522713297174159252252281329747615925225229142977791592522523014297981159252252 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 6111521441653033035211521441653392252311523491593511697411626521573501311521830541573411039 63213258157328843742334601573126988424366215729658795253765157279501105263967157263432115263968157250375126263969157250329136263969157250290146263969157250257156264069157250250168264369157250250178264669157250250188264769157250250199265069157250250209265369157250250219265569157250250221026586915725025023102661691572502502412266369157250250251226666915725025026122668711572502502713267174157250250281326737615725025029132675771572502503014277879157250250 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 6178929812124233730752748794117238346229737690991242353601740473899912523036013485728810012522735210706718910112622533886977190100126223323720869891001272223146069688910112922031351710658699127217309446 1162839612521430738812618295124212305340136081941232123043041460809312321130430415598093122211304304165979921222103033031758799212121030230218577891121209302302195777901202083013012056779011920730030021557689118207300300225475881182062992992353748711720529829824527386116204297297255172851152032962962650718411420229529527497083112201294294284869821112002922922947688111019929129130466781109198290290

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 6151825471693043044262027491713402261372230551663531704482334601643521317592537621643431044610284065164329848711304167164314702811314269163297590911314372163280503101131447316226443411113144741622553771210314473162255331131031447316125429214103043731612542591510304373161254254 1693043721602532531793046721602532531893049721602532531993051721602532532093053731612542542110315673161254254221031587316125425423113161731622542542412316473162254254251231667316225525526123169731622552552713317174162254254281331737616225425429143177781622542543014317981161254254 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 61465966892103053057250637092214342227235368761022123551715456718210821235513285577486110213346105465977881142133338577607990115212318710859789011721130459895878901182103025101056779011920830144011557689118207299383125474871172052983351352738611520429629614517285114202295295155070831132012942941649698211220029329317486881111199292292184768811101982912911946678010919829029020466679109197290290 21456679108196289289224465781071962882882343647710619528828824426376106194287287254262751051932862862641617410419228528527406174103191284284283960751021902832832938597710119028228230375879101189282282 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 6101420431643033033201420431643392251311423481593511696411526521563501310521729541563411038622032571563278437423345915631269884233562156296587942436651562795001042538671562624311152538681562493751262538681562493291362538681562492901462538681562492571562540681562492491682543681562492491782546681562492491882547681562492491992550681562492492092553681562492492192555681562492492210255868156249249231025616815624924924122563681562492492512256669156249249 26122568711562492492713257174156249249281326737615624924929132675771562492493014277879156249249 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 610112245183309310220112245183346230431112450177359173541132656174357133952162959173347106062183360172333859732136601713177108423376017030059797314258169283508109344157168266438118334156167260380127324156166259333136314156165258293146314156165257260156314256164257257168314356162255255178314656161254254188314856161254254199315157161254254209315359161254254219315561161254254221031586416125425423103161661612542542412316367160253253251231667016025225226123168721592522522713317174159252252281331737615825125129133175771582512513014317879158250250 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 6182951021242463413225279931001222433602404377911001252363741814474901011272313731402572891011262283631111672901011272263499017719010112622333274586888991262213156279668699127218311534106585981272163094601163849712621530840012628295125213306350136081941232113043091459799212221030330315577891120209301301165677901192073003001755768911820629929918547588117205298298195374871162042972972052738611520429629621517285114203296296225071841142022952952349708311220129429424486982111200293293254768811101992912912646678010919829029027456679108197289289284465781071962882882943648010619528728730426382105194287287

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 615568759821931431002536774962173472310352667510021136117464516677103207360135054966781032053511071 6496779104203338870749687910420132272084767791052003056069466679107198291517104566791081972904451145657810719628938712446477107195288338134364771061942872981442637610519428628615426275105193286286164061741041922852851740617410319128428418396073102191283283193959721021902832832039597210219028328321385972101190282282223859721011892822822337587110018928128124375770100188281281253657709918728028026355670991872802802735557298186279279283455759718527827829335477961852782783033538096184277277 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 6126404669190310311622640476919134823173254048731843611746424405076180359134852441537718035010686254354801793368667254455811783207168254456831773036029244557851762855131024455886176268442 11234457861752683841223435686174267336132243568517326629614214255841732652651520415484172265265162040538317126426417194053821702632631819395282170263263191839528217026326320183954821702632632118395782170263263221839598217026326323183961811702632632418396481169262262251839668116926226226183870811692622622717387281169262262281738748016826126129173877801682612613017377981168261261 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 61003241453013015201625146337223831293014134916864131134138348130252414361383391032624173913832583773619411383106938462244138294583948254713827749710482849138261428114103051139245373126103249138231326136123550139232288146123750139231255156144049137230230 168144349136229229178154552136229229188164754136229229199175056137229229209185359137230230219195560138231231221020576213823123123102059641382312312410226266138231231251222646813823023026122467701382302302713246972137230230281325727413923023029132674771392302303014277879141230230 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 6142566385206313314624256638520635023333415664902003621756440566792197361135554057699319635110736415870951953378707416071971943217208406071981923046059396072100191287515103960721011912834441138597210119028238612375871101189282338133757701001882812981436577099187280280153556699918728028016345568981862792791734556897185278278183354679618527727719335467961842772772033536696184277277 2132536696184277277223253669518327627623325265951832762762431526594182275275253051669418227527526305169931812742742729507292181273273282849749218027327329284977911792722723027487990179271271 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 611124315417531231342152935581793502328317324166177362175442035467217636113545223951751783511072621395176176337869727465782179321719826455784178304604927475987179286515102949629118027344311305164931812743851231516494182275337133152659418227529714315265941832762761531526595183276276163152659418227527517315265941822752751830516493181274274193050639318127427420305063931812742742130506393181274274222950639318127427423295063921802732732429496592180273273 252849679118027227226284870911792722722727487290179271271282747759017827127129264777891782702703026467989177270270 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 611024305317431431582112531541753522343312263560171364176441228386416936213605133042661693521077614324469169338873716354671169322722816364774168304606917374977169287516101738517916927044511173851801692623861218385181169262338131838518116926229814183952811692622641518395281169262262161838518116926226217183851811692622621818385181169262262191738518116926226220183854811692622622118385781169262262221738598116926226223173862801692612612417386480168261261251637668016826126126163770791672602602716367279167260260281536747816725925929153677791662592593015357981166259259 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 614559668820931832002486268912123572381351657499210370179645167781042083691387553708210620835910996557384110209345891756758611120932973785675871142083116209567688116208301528105677901182083004551156779011920730039512557689118206299346135475881172062983051453748711720529829815527386116204297297165272851152032962961751728511420229529518507184113201294294194970831132012942942049698211220029329321486982111199292292224768811101992912912346678010919829029024456679109197290290254465781081962892892643647710719528828827436376106194287287284262761051932862862941627810419228528530406182103191284284 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 617690971192413363284281941011242453662451380951041292403811851480951061322363801432582991111352383711136 68410211413923835792378610511614223934176488710711814524033264398810812114924033354810891091221512403334721188109122151240332410128710812115023933135913861071201492373303301484105118148236329329158310411714623432732716821021151452333263261780101114143232324324187910011314223032332319779811114122932232220769711013922832032021759510813822631931922739410713622531731723729210513522331631624709110413322131431425688910213222031331326678810113021831131127658699129217310310286485981272153083082962839612521430730730618295124212305305

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 6131723461673133145272027491713502335382332571683631758410263662167361135651229416516835110746143244691683378707163546721693217198163648741693046059173749771692865151017385180169269443 11173851801692623851217385180168261337131637508016826129714163750791672602631515364978167259259161435487716625825817143548771652582581813344977165258258191334517616525725720133454771652582582113345777165258258221334587716525825823133461771652582582413346477165258258251334667616525725726133469761642572572713347276164257257281333747616425725729143377791642572573014337981164257257 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 618910310913225334833992891031101322543772528389103112137248391190648810411414024538914715891051171422443791165689107119144243364944790109120146243346780890110121148243335655990110122150242334558108810912215124033348011871081211502383314171285106119148236329365138310411714623432732714811021151442333253251579100113142231324324 1677981111402293213211776961091392273203201874951081372253183181973931061362243173172072921051352233163162171911041342223153152269901031332213143142368891021312203123122467881011302193113112566871001292173103102665869912821630930927648497127215308308286383961262143073072961829512521330630630608194124212305305 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 6133735035737950159635102758996118239387260437792101126236400196048095106132236398151158298110135237387119568410211413923837296878610511614123835480088710611814523933667298710712014823933257210871081211502393324931187108121150239332428128710812115123933237513881091221512393323321488109122151240333333158911012315224033333316901111241532413343341791112125154242335335189211312615524333633619931141271562443373372094114127157245338338 2194114127157245338338229311412715724533833823931141271562443373372492113126155244336336259111212515424333533526901111241532413343342789110123152240333333288710812115123933233229861071201492373303303085105118148236329329 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 6105113415530630752051134155343228231513381493561719415164114635413265261842145344105062820451443308517310214614431470484102248143297592941025501422805041041028521412644341151031531412473771261033531412343301361235531412342911461238531412342581561440531412342341681443531412342341781546541422352351881648541422352351991750571432362362091953591442372372191956621452382382210205864145238238231021616514623923924122263671462392392512226670147240240

26122468721472402402713257174148240240281326737614824124129142776781482412413014277980149241241 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 61486269912123133145249636992213350233434863729720836317584486374100204361135754864761012033521075649677810420333887274968791042013227228486880106201305607948688010920029351710476881109199291445114666791091972903871244657810719528833913426376106194287299144162751041922852851540607310319128428416385972101189282282173757701001882812811836566999187280280193555689818627927920345568971862782782134546797185278278223354679618427727723325366951842762762432526595183276276253152679418227527526305170931822742742729507293181274274282950759218027327329284977911802722723027488091179272272 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 611101241311532753693418211212513215427637925433112127135161271393191841131281391652693911481511413114316726938111736115133145170269367952711613514617226936178781151351461732683616629115135147175267360564101141351481762663594861111313414717626435742212111132145174262355370131091301431722603533531410712714017025835135115104125138168256349349161021231361652533463461710012013316325134434418971181311612493423421995116129159247340340209411412715724533833821921131261552433363362290111124153242334334238810912215224033333324871071201502383313312585105118148236329329268310411714623432732727811021151442333253252880100113143231324324297899112141229322322307697110140228321321 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 61168181188210332427338021771911972203414362532318019520422934043419214182197208234338432149051821992112353384311183 6182200212237336429961718220121223833542879581812012122393334266689180200212240332425568101791992122413304234891117719821124032842142512174195208238326419419131711922052353234164161416818920223232041341315165186199228317409409161621831962253134064061715918019322231040340318156176189219307400400191531731862163043973972014917018321330139439421146167180210298391391221431641772062953873872314016117420329138438424137158171200288381381251341551681972853783782613115116419428237537527128149162191279372372281251461591882763693692912214315618527336636630119140153183271364364 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 6124384467188316317922538456818935423603243947731833671779424405076180365137352441537818035610876254355801793428827264556811783257298254456831773086139244457851762905221024445786175273449 11234457861752683901223435686174267342132243568517326630114224255851732662671521425584173265265162142558417226526517214255841722652651821425584172265265192142558417226526520214255841732652652121425784173265265222142608417326526523214262841722652652421426584172265265252141678417226526526204170831722652652720417283171264264282041758317126426429194078831712642643019408082171263263

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 612034416318432132312223642651863592399323384671182372180642440507618137013945264355791823601104628465783182346895730496085182329740830506188182312622930516391182294530103152659318327745611325265951832763961232536695183276347133253669518327630614325265951832762761531526595183276276 163152659418227527517315265941822752751831526594182275275193152659418227527520315265951832762762131526595183276276223152659518327627623315265941832752752431526694182275275253151699418227527526305171931822742742730507493181274274282950769218127327329294979921802732733028498291180272272 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 61120134141163285379353321191331391622833902631311713214116627640419814116132143169273402152751161331451702723911207611613414617127037597671171361471722693628068116136147174268361676911513514717626736057510115135148177266359494111141351481772663584291211313414717626435737413112133146175263356356141101311441742623553551510812914217126035235216106127140169257350350171031241371662553483481810112213516425334534519991201331622503433432097118131160248341341 21941151281582463393392292113126155244336336239011112415324133433424881091221512393323322586106119149237330330268410411714723532832827811021151452333263262879100113143231324324297798111141229322322307696109139227320320 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 6105113415531231402071336157350232931917421533621753411121471523601352521426501523501071621728541533368687320315615332071884213259153303603942133621532865141042235641532694431152235641532523851262235641522453371362236641522452971462138641522452631562141641522452451682144631512442441782146631522442441882149631522442441992151641522452452092254641522452452192257651532462462210235965153246246231123616615424624624122364681542472472512236671154247247 26122469721542472472713257274154247247281326747615424724729142777791542472473014287981155247247 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 61304451731943133142231445174195350233032944527818836217534284454801853601352528455781184350107063149608618533686772948598418131971683352649118530260293252649318428551210264760891782714411122435685173266383121839528217026333513163750791672602951414354877165258262151233467616425725716113245741622552551710314673161254254189304873161254254199305172160253253209305472160253253219305672160253253221030587216025325323113061721602532532412306372160253253251230667216025325326122968721602532532713297174160253253281329737616025325329142977781602532533014297980160252252

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 61189203210232353448423721862002062293504493087318119620422934046223104177192203229333455176151721892012263284361373616918719922432341711067166185196222319411910816218219322031440775991581781902193104036401015417518821730639954611150171184213302395470121461671802092983914091314216317620629438738714139159172202290383383151351561691982863793791613215216519528337637617129149162192280373373181261461591892773703701912314315618627436736720120141154183271364364211171381511812693623622211513614917826635935923112133146175264356356241101301431732613543542510712814117025935135126105126139168256349349271031231361662543473472810012113416325234534529981191321612503423423096117130159247340340 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 6101426531733163185201426531733542361311728571693661775412032621683641369522337681693541083 642639691703408787630427117032372689344674170306610910374976170288519101138517617027144711124052781702633881213415479171263340131442547917026329914144355801702632651514435580170263263161443558017026326317144355801702632631814435580170263263191443558017026326320144355801712642642114435780171264264221443598017126426423144362801712642642414436580171264264251443678017126426426144370801712642642714437280171264264281443748017126426429144377801712632633014437981170263263 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 61003121333043048201614132340226031291712435217014131220121350131252415231203411039624172612032784273619281193116968462230119294585948253311927749810482835119261429 114103038120245373126103240120229326136123542120215288146123746120213255156144047121214227168144349121214214178154552121214214188164754122215215199175056124215215209175359127216216219195560128216216221020576213021721723102059641312172172410226266133218218251222646813521821826122467701362182182713246972137218218281325727413821821829132674771392182183014277679141218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria24EuroBelgium24EuroCyprus24EuroEstonia24EuroFinland24EuroFrance24EuroGermany24EuroGreece24EuroIreland24EuroItaly24EuroLatvia24EuroLithuania24EuroLuxembourg24EuroMalta24EuroNetherlands24EuroPortugal24EuroSlovakia24EuroSlovenia24EuroSpain24Czech korunaCzech Republic17Danish kroneDenmark45ForintHungary5KronaSweden12KunaCroatia12LevBulgaria– 2Pound sterlingUnited Kingdom27Romanian leuRomania5ZlotyPoland9KrónaIceland28Norwegian kroneNorway42Swiss francLiechtenstein4Swiss francSwitzerland4Australian dollarAustralia13Canadian dollarCanada27US dollarUnited States56YenJapan3