Commission Implementing Regulation (EU) 2019/699 of 6 May 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 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) 2019/699 of 6 May 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 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 reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 4 April 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2019 market data. That information was published on 4 April 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 March 2019 until 29 June 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 March 2019. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 May 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– 0,330 %1,993 %– 0,340 %0,288 %– 0,055 %– 0,033 %2– 0,290 %1,904 %– 0,300 %0,917 %0,003 %0,050 %3– 0,240 %1,833 %– 0,250 %1,129 %0,081 %0,208 %4– 0,168 %1,765 %– 0,178 %1,417 %0,171 %0,442 %5– 0,088 %1,711 %– 0,098 %1,691 %0,273 %0,721 %60,001 %1,670 %– 0,009 %1,954 %0,371 %1,001 %70,095 %1,651 %0,085 %2,229 %0,471 %1,256 %80,191 %1,652 %0,181 %2,437 %0,568 %1,476 %90,290 %1,664 %0,280 %2,600 %0,658 %1,658 %100,378 %1,678 %0,367 %2,730 %0,746 %1,811 %110,460 %1,681 %0,450 %2,847 %0,891 %1,941 %120,541 %1,684 %0,531 %2,956 %1,064 %2,054 %130,619 %1,697 %0,609 %3,055 %1,239 %2,154 %140,687 %1,721 %0,677 %3,146 %1,405 %2,243 %150,741 %1,754 %0,731 %3,227 %1,557 %2,323 %160,779 %1,794 %0,769 %3,298 %1,695 %2,395 %170,809 %1,840 %0,798 %3,362 %1,820 %2,460 %180,838 %1,889 %0,827 %3,419 %1,932 %2,521 %190,871 %1,940 %0,860 %3,470 %2,033 %2,576 %200,911 %1,992 %0,901 %3,516 %2,125 %2,627 %210,962 %2,043 %0,951 %3,559 %2,209 %2,674 %221,019 %2,094 %1,009 %3,597 %2,285 %2,718 %231,081 %2,144 %1,071 %3,633 %2,354 %2,760 %241,146 %2,192 %1,136 %3,666 %2,418 %2,798 %251,212 %2,240 %1,203 %3,696 %2,477 %2,834 %261,278 %2,285 %1,269 %3,724 %2,531 %2,868 %271,344 %2,330 %1,335 %3,750 %2,582 %2,900 %281,409 %2,372 %1,400 %3,775 %2,629 %2,930 %291,473 %2,413 %1,464 %3,798 %2,672 %2,959 %301,535 %2,453 %1,526 %3,819 %2,713 %2,986 %311,595 %2,491 %1,587 %3,839 %2,751 %3,011 %321,653 %2,527 %1,645 %3,858 %2,787 %3,036 %331,709 %2,562 %1,702 %3,876 %2,820 %3,059 %341,764 %2,596 %1,757 %3,893 %2,852 %3,081 %351,816 %2,628 %1,809 %3,909 %2,882 %3,102 %361,867 %2,659 %1,860 %3,925 %2,910 %3,122 %371,915 %2,689 %1,909 %3,939 %2,936 %3,141 %381,962 %2,717 %1,956 %3,953 %2,962 %3,159 % 392,007 %2,745 %2,001 %3,966 %2,986 %3,176 %402,050 %2,771 %2,044 %3,978 %3,008 %3,193 %412,092 %2,796 %2,086 %3,990 %3,030 %3,209 %422,132 %2,820 %2,126 %4,002 %3,051 %3,224 %432,171 %2,844 %2,165 %4,013 %3,070 %3,239 %442,208 %2,866 %2,202 %4,023 %3,089 %3,253 %452,243 %2,888 %2,238 %4,033 %3,107 %3,266 %462,278 %2,909 %2,272 %4,043 %3,124 %3,279 %472,311 %2,929 %2,305 %4,052 %3,141 %3,292 %482,342 %2,948 %2,337 %4,061 %3,156 %3,304 %492,373 %2,967 %2,368 %4,070 %3,172 %3,315 %502,402 %2,985 %2,397 %4,078 %3,186 %3,327 %512,431 %3,002 %2,426 %4,086 %3,200 %3,337 %522,458 %3,019 %2,453 %4,093 %3,213 %3,348 %532,485 %3,035 %2,480 %4,101 %3,226 %3,358 %542,510 %3,050 %2,506 %4,108 %3,239 %3,367 %552,535 %3,065 %2,531 %4,115 %3,251 %3,377 %562,559 %3,080 %2,555 %4,121 %3,262 %3,386 %572,582 %3,094 %2,578 %4,128 %3,273 %3,395 %582,605 %3,108 %2,600 %4,134 %3,284 %3,403 %592,626 %3,121 %2,622 %4,140 %3,295 %3,411 %602,647 %3,133 %2,643 %4,146 %3,305 %3,419 %612,667 %3,146 %2,663 %4,151 %3,314 %3,427 %622,687 %3,158 %2,683 %4,157 %3,324 %3,434 %632,706 %3,169 %2,702 %4,162 %3,333 %3,442 %642,724 %3,181 %2,720 %4,167 %3,342 %3,449 %652,742 %3,192 %2,738 %4,172 %3,350 %3,456 %662,760 %3,202 %2,756 %4,177 %3,359 %3,462 %672,777 %3,213 %2,773 %4,182 %3,367 %3,469 %682,793 %3,223 %2,789 %4,186 %3,375 %3,475 %692,809 %3,232 %2,805 %4,191 %3,382 %3,481 %702,824 %3,242 %2,821 %4,195 %3,390 %3,487 %712,839 %3,251 %2,836 %4,199 %3,397 %3,493 %722,854 %3,260 %2,850 %4,203 %3,404 %3,498 %732,868 %3,269 %2,865 %4,207 %3,410 %3,504 %742,882 %3,277 %2,879 %4,211 %3,417 %3,509 %752,896 %3,285 %2,892 %4,215 %3,423 %3,514 %762,909 %3,293 %2,905 %4,219 %3,430 %3,519 %772,921 %3,301 %2,918 %4,222 %3,436 %3,524 %782,934 %3,309 %2,931 %4,226 %3,442 %3,529 %792,946 %3,316 %2,943 %4,229 %3,448 %3,533 %802,958 %3,323 %2,955 %4,233 %3,453 %3,538 %

812,970 %3,331 %2,966 %4,236 %3,459 %3,542 %822,981 %3,337 %2,978 %4,239 %3,464 %3,547 %832,992 %3,344 %2,989 %4,242 %3,469 %3,551 %843,003 %3,351 %3,000 %4,245 %3,474 %3,555 %853,013 %3,357 %3,010 %4,248 %3,479 %3,559 %863,023 %3,364 %3,020 %4,251 %3,484 %3,563 %873,033 %3,370 %3,030 %4,254 %3,489 %3,567 %883,043 %3,376 %3,040 %4,257 %3,494 %3,571 %893,053 %3,382 %3,050 %4,259 %3,498 %3,574 %903,062 %3,387 %3,059 %4,262 %3,503 %3,578 %913,071 %3,393 %3,068 %4,265 %3,507 %3,582 %923,080 %3,398 %3,077 %4,267 %3,511 %3,585 %933,089 %3,404 %3,086 %4,270 %3,516 %3,588 %943,098 %3,409 %3,095 %4,272 %3,520 %3,592 %953,106 %3,414 %3,103 %4,274 %3,524 %3,595 %963,114 %3,419 %3,112 %4,277 %3,528 %3,598 %973,122 %3,424 %3,120 %4,279 %3,531 %3,601 %983,130 %3,429 %3,128 %4,281 %3,535 %3,604 %993,138 %3,434 %3,135 %4,283 %3,539 %3,607 %1003,146 %3,438 %3,143 %4,286 %3,542 %3,610 %1013,153 %3,443 %3,150 %4,288 %3,546 %3,613 %1023,160 %3,447 %3,158 %4,290 %3,549 %3,616 %1033,168 %3,452 %3,165 %4,292 %3,553 %3,619 %1043,175 %3,456 %3,172 %4,294 %3,556 %3,621 %1053,181 %3,460 %3,179 %4,296 %3,559 %3,624 %1063,188 %3,465 %3,186 %4,298 %3,563 %3,626 %1073,195 %3,469 %3,192 %4,300 %3,566 %3,629 %1083,201 %3,473 %3,199 %4,301 %3,569 %3,632 %1093,208 %3,476 %3,205 %4,303 %3,572 %3,634 %1103,214 %3,480 %3,212 %4,305 %3,575 %3,636 %1113,220 %3,484 %3,218 %4,307 %3,578 %3,639 %1123,226 %3,488 %3,224 %4,308 %3,581 %3,641 %1133,232 %3,491 %3,230 %4,310 %3,583 %3,643 %1143,238 %3,495 %3,236 %4,312 %3,586 %3,646 %1153,244 %3,499 %3,241 %4,313 %3,589 %3,648 %1163,249 %3,502 %3,247 %4,315 %3,592 %3,650 %1173,255 %3,505 %3,253 %4,317 %3,594 %3,652 %1183,260 %3,509 %3,258 %4,318 %3,597 %3,654 %1193,266 %3,512 %3,264 %4,320 %3,599 %3,656 %1203,271 %3,515 %3,269 %4,321 %3,602 %3,658 %1213,276 %3,518 %3,274 %4,323 %3,604 %3,660 %1223,281 %3,522 %3,279 %4,324 %3,607 %3,662 % 1233,286 %3,525 %3,284 %4,326 %3,609 %3,664 %1243,291 %3,528 %3,289 %4,327 %3,612 %3,666 %1253,296 %3,531 %3,294 %4,328 %3,614 %3,668 %1263,301 %3,534 %3,299 %4,330 %3,616 %3,670 %1273,306 %3,536 %3,303 %4,331 %3,618 %3,672 %1283,310 %3,539 %3,308 %4,332 %3,621 %3,673 %1293,315 %3,542 %3,313 %4,334 %3,623 %3,675 %1303,319 %3,545 %3,317 %4,335 %3,625 %3,677 %1313,324 %3,547 %3,322 %4,336 %3,627 %3,679 %1323,328 %3,550 %3,326 %4,337 %3,629 %3,680 %1333,332 %3,553 %3,330 %4,339 %3,631 %3,682 %1343,336 %3,555 %3,335 %4,340 %3,633 %3,684 %1353,341 %3,558 %3,339 %4,341 %3,635 %3,685 %1363,345 %3,560 %3,343 %4,342 %3,637 %3,687 %1373,349 %3,563 %3,347 %4,343 %3,639 %3,688 %1383,353 %3,565 %3,351 %4,344 %3,641 %3,690 %1393,357 %3,568 %3,355 %4,346 %3,643 %3,691 %1403,361 %3,570 %3,359 %4,347 %3,644 %3,693 %1413,364 %3,572 %3,363 %4,348 %3,646 %3,694 %1423,368 %3,575 %3,366 %4,349 %3,648 %3,696 %1433,372 %3,577 %3,370 %4,350 %3,650 %3,697 %1443,376 %3,579 %3,374 %4,351 %3,652 %3,699 %1453,379 %3,581 %3,377 %4,352 %3,653 %3,700 %1463,383 %3,584 %3,381 %4,353 %3,655 %3,701 %1473,386 %3,586 %3,384 %4,354 %3,657 %3,703 %1483,390 %3,588 %3,388 %4,355 %3,658 %3,704 %1493,393 %3,590 %3,391 %4,356 %3,660 %3,705 %1503,396 %3,592 %3,395 %4,357 %3,661 %3,707 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,380 %0,839 %3,019 %1,412 %4,368 %1,404 %2– 0,340 %0,830 %3,322 %1,565 %4,380 %1,574 %3– 0,290 %0,872 %3,619 %1,737 %4,395 %1,627 %4– 0,218 %0,914 %3,890 %1,924 %4,404 %1,667 %5– 0,139 %0,951 %4,103 %2,094 %4,410 %1,703 %6– 0,049 %0,984 %4,266 %2,253 %4,417 %1,737 %70,044 %1,014 %4,407 %2,421 %4,425 %1,770 %80,140 %1,044 %4,543 %2,563 %4,430 %1,804 %90,240 %1,065 %4,678 %2,680 %4,430 %1,836 %100,327 %1,103 %4,831 %2,746 %4,427 %1,871 %110,409 %1,130 %4,951 %2,798 %4,421 %1,914 %120,490 %1,155 %5,034 %2,844 %4,413 %1,964 %

130,568 %1,167 %5,090 %2,887 %4,404 %2,017 %140,636 %1,195 %5,126 %2,927 %4,394 %2,072 %150,689 %1,210 %5,147 %2,964 %4,384 %2,127 %160,727 %1,224 %5,156 %2,998 %4,374 %2,181 %170,757 %1,235 %5,156 %3,030 %4,363 %2,235 %180,785 %1,233 %5,149 %3,060 %4,353 %2,287 %190,818 %1,251 %5,137 %3,089 %4,342 %2,337 %200,859 %1,258 %5,122 %3,115 %4,332 %2,385 %210,911 %1,261 %5,103 %3,141 %4,322 %2,432 %220,969 %1,264 %5,083 %3,165 %4,312 %2,477 %231,032 %1,266 %5,060 %3,187 %4,302 %2,520 %241,098 %1,268 %5,037 %3,208 %4,292 %2,561 %251,165 %1,268 %5,013 %3,229 %4,283 %2,600 %261,233 %1,266 %4,989 %3,248 %4,274 %2,638 %271,300 %1,263 %4,965 %3,266 %4,265 %2,673 %281,366 %1,260 %4,941 %3,284 %4,257 %2,708 %291,431 %1,257 %4,917 %3,301 %4,249 %2,741 %301,494 %1,255 %4,894 %3,316 %4,241 %2,772 %311,555 %1,253 %4,871 %3,332 %4,233 %2,802 %321,614 %1,251 %4,848 %3,346 %4,225 %2,831 %331,672 %1,250 %4,826 %3,360 %4,218 %2,858 %341,727 %1,250 %4,805 %3,373 %4,211 %2,885 %351,780 %1,250 %4,784 %3,386 %4,204 %2,910 %361,832 %1,250 %4,764 %3,398 %4,198 %2,934 %371,881 %1,249 %4,745 %3,410 %4,192 %2,957 %381,929 %1,246 %4,726 %3,421 %4,185 %2,979 %391,975 %1,241 %4,707 %3,432 %4,179 %3,001 %402,019 %1,234 %4,690 %3,442 %4,174 %3,021 %412,061 %1,223 %4,673 %3,452 %4,168 %3,041 %422,102 %1,212 %4,656 %3,462 %4,163 %3,060 %432,141 %1,200 %4,640 %3,471 %4,158 %3,078 %442,179 %1,190 %4,625 %3,480 %4,153 %3,095 %452,215 %1,183 %4,610 %3,488 %4,148 %3,112 %462,250 %1,178 %4,596 %3,496 %4,143 %3,128 %472,283 %1,178 %4,582 %3,504 %4,139 %3,144 %482,316 %1,181 %4,569 %3,512 %4,134 %3,159 %492,347 %1,189 %4,556 %3,519 %4,130 %3,173 %502,377 %1,201 %4,543 %3,526 %4,126 %3,187 %512,406 %1,218 %4,531 %3,533 %4,122 %3,200 %522,434 %1,239 %4,520 %3,540 %4,118 %3,213 %532,461 %1,264 %4,508 %3,546 %4,114 %3,226 %542,487 %1,290 %4,497 %3,553 %4,110 %3,238 % 552,512 %1,319 %4,487 %3,559 %4,107 %3,249 %562,536 %1,348 %4,477 %3,564 %4,104 %3,261 %572,560 %1,379 %4,467 %3,570 %4,100 %3,272 %582,582 %1,410 %4,457 %3,576 %4,097 %3,282 %592,604 %1,442 %4,448 %3,581 %4,094 %3,293 %602,626 %1,474 %4,439 %3,586 %4,091 %3,302 %612,646 %1,506 %4,430 %3,591 %4,088 %3,312 %622,666 %1,537 %4,422 %3,596 %4,085 %3,321 %632,686 %1,569 %4,414 %3,600 %4,082 %3,330 %642,704 %1,600 %4,406 %3,605 %4,079 %3,339 %652,723 %1,631 %4,398 %3,609 %4,077 %3,348 %662,740 %1,661 %4,391 %3,614 %4,074 %3,356 %672,757 %1,691 %4,383 %3,618 %4,072 %3,364 %682,774 %1,721 %4,376 %3,622 %4,069 %3,372 %692,790 %1,750 %4,369 %3,626 %4,067 %3,379 %702,806 %1,778 %4,363 %3,630 %4,065 %3,387 %712,821 %1,806 %4,356 %3,633 %4,062 %3,394 %722,836 %1,833 %4,350 %3,637 %4,060 %3,401 %732,851 %1,860 %4,344 %3,641 %4,058 %3,408 %742,865 %1,886 %4,338 %3,644 %4,056 %3,414 %752,878 %1,912 %4,332 %3,647 %4,054 %3,421 %762,892 %1,937 %4,326 %3,651 %4,052 %3,427 %772,905 %1,961 %4,321 %3,654 %4,050 %3,433 %782,917 %1,985 %4,315 %3,657 %4,048 %3,439 %792,930 %2,009 %4,310 %3,660 %4,046 %3,445 %802,942 %2,032 %4,305 %3,663 %4,044 %3,450 %812,954 %2,054 %4,300 %3,666 %4,043 %3,456 %822,965 %2,076 %4,295 %3,669 %4,041 %3,461 %832,976 %2,098 %4,290 %3,672 %4,039 %3,467 %842,987 %2,119 %4,286 %3,674 %4,038 %3,472 %852,998 %2,139 %4,281 %3,677 %4,036 %3,477 %863,008 %2,159 %4,277 %3,679 %4,034 %3,482 %873,019 %2,179 %4,272 %3,682 %4,033 %3,486 %883,029 %2,198 %4,268 %3,684 %4,031 %3,491 %893,038 %2,217 %4,264 %3,687 %4,030 %3,496 %903,048 %2,235 %4,260 %3,689 %4,028 %3,500 %913,057 %2,253 %4,256 %3,692 %4,027 %3,505 %923,066 %2,271 %4,252 %3,694 %4,026 %3,509 %933,075 %2,288 %4,248 %3,696 %4,024 %3,513 %943,084 %2,305 %4,245 %3,698 %4,023 %3,517 %953,092 %2,322 %4,241 %3,700 %4,022 %3,521 %963,101 %2,338 %4,237 %3,702 %4,020 %3,525 %

973,109 %2,354 %4,234 %3,704 %4,019 %3,529 %983,117 %2,370 %4,231 %3,706 %4,018 %3,533 %993,125 %2,385 %4,227 %3,708 %4,017 %3,536 %1003,133 %2,400 %4,224 %3,710 %4,016 %3,540 %1013,140 %2,415 %4,221 %3,712 %4,015 %3,544 %1023,148 %2,429 %4,218 %3,714 %4,013 %3,547 %1033,155 %2,443 %4,215 %3,716 %4,012 %3,550 %1043,162 %2,457 %4,211 %3,717 %4,011 %3,554 %1053,169 %2,471 %4,209 %3,719 %4,010 %3,557 %1063,176 %2,484 %4,206 %3,721 %4,009 %3,560 %1073,183 %2,497 %4,203 %3,723 %4,008 %3,564 %1083,189 %2,510 %4,200 %3,724 %4,007 %3,567 %1093,196 %2,523 %4,197 %3,726 %4,006 %3,570 %1103,202 %2,535 %4,194 %3,727 %4,005 %3,573 %1113,208 %2,548 %4,192 %3,729 %4,004 %3,576 %1123,215 %2,559 %4,189 %3,730 %4,003 %3,579 %1133,221 %2,571 %4,187 %3,732 %4,002 %3,581 %1143,227 %2,583 %4,184 %3,733 %4,002 %3,584 %1153,232 %2,594 %4,182 %3,735 %4,001 %3,587 %1163,238 %2,605 %4,179 %3,736 %4,000 %3,590 %1173,244 %2,616 %4,177 %3,738 %3,999 %3,592 %1183,249 %2,627 %4,174 %3,739 %3,998 %3,595 %1193,255 %2,638 %4,172 %3,740 %3,997 %3,597 %1203,260 %2,648 %4,170 %3,742 %3,996 %3,600 %1213,265 %2,659 %4,168 %3,743 %3,996 %3,602 %1223,271 %2,669 %4,165 %3,744 %3,995 %3,605 %1233,276 %2,679 %4,163 %3,746 %3,994 %3,607 %1243,281 %2,688 %4,161 %3,747 %3,993 %3,610 %1253,286 %2,698 %4,159 %3,748 %3,993 %3,612 %1263,291 %2,708 %4,157 %3,749 %3,992 %3,614 %1273,295 %2,717 %4,155 %3,750 %3,991 %3,616 %1283,300 %2,726 %4,153 %3,752 %3,990 %3,619 %1293,305 %2,735 %4,151 %3,753 %3,990 %3,621 %1303,309 %2,744 %4,149 %3,754 %3,989 %3,623 %1313,314 %2,753 %4,147 %3,755 %3,988 %3,625 %1323,318 %2,761 %4,145 %3,756 %3,988 %3,627 %1333,323 %2,770 %4,143 %3,757 %3,987 %3,629 %1343,327 %2,778 %4,142 %3,758 %3,986 %3,631 %1353,331 %2,787 %4,140 %3,759 %3,986 %3,633 %1363,335 %2,795 %4,138 %3,760 %3,985 %3,635 %1373,339 %2,803 %4,136 %3,761 %3,984 %3,637 %1383,343 %2,811 %4,135 %3,762 %3,984 %3,639 % 1393,347 %2,818 %4,133 %3,763 %3,983 %3,641 %1403,351 %2,826 %4,131 %3,764 %3,983 %3,643 %1413,355 %2,834 %4,130 %3,765 %3,982 %3,645 %1423,359 %2,841 %4,128 %3,766 %3,981 %3,646 %1433,363 %2,849 %4,126 %3,767 %3,981 %3,648 %1443,367 %2,856 %4,125 %3,768 %3,980 %3,650 %1453,370 %2,863 %4,123 %3,769 %3,980 %3,652 %1463,374 %2,870 %4,122 %3,770 %3,979 %3,653 %1473,377 %2,877 %4,120 %3,771 %3,979 %3,655 %1483,381 %2,884 %4,119 %3,772 %3,978 %3,657 %1493,384 %2,891 %4,117 %3,773 %3,978 %3,658 %1503,388 %2,897 %4,116 %3,773 %3,977 %3,660 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,757 %1,421 %1,606 %1,812 %2,881 %4,181 %2– 0,740 %1,320 %1,647 %1,731 %2,932 %4,625 %3– 0,678 %1,309 %1,688 %1,704 %3,010 %4,914 %4– 0,603 %1,343 %1,724 %1,709 %3,116 %5,231 %5– 0,524 %1,403 %1,755 %1,729 %3,234 %5,438 %6– 0,435 %1,477 %1,799 %1,760 %3,340 %5,661 %7– 0,347 %1,553 %1,855 %1,793 %3,436 %5,849 %8– 0,257 %1,626 %1,916 %1,829 %3,528 %6,033 %9– 0,175 %1,692 %1,969 %1,851 %3,612 %6,207 %10– 0,083 %1,753 %2,005 %1,922 %3,686 %6,359 %11– 0,028 %1,812 %2,025 %1,978 %3,747 %6,465 %120,066 %1,866 %2,042 %2,016 %3,799 %6,531 %130,112 %1,914 %2,067 %2,046 %3,843 %6,567 %140,187 %1,955 %2,100 %2,074 %3,881 %6,582 %150,241 %1,991 %2,138 %2,105 %3,915 %6,580 %160,285 %2,021 %2,179 %2,138 %3,945 %6,566 %170,323 %2,048 %2,222 %2,170 %3,972 %6,543 %180,354 %2,072 %2,266 %2,198 %3,996 %6,513 %190,378 %2,092 %2,310 %2,217 %4,017 %6,478 %200,392 %2,110 %2,354 %2,227 %4,037 %6,440 %210,398 %2,125 %2,398 %2,226 %4,055 %6,399 %220,401 %2,136 %2,440 %2,218 %4,072 %6,357 %230,406 %2,144 %2,481 %2,207 %4,087 %6,314 %240,415 %2,146 %2,521 %2,194 %4,102 %6,270 %250,431 %2,144 %2,559 %2,182 %4,115 %6,227 %260,457 %2,137 %2,596 %2,173 %4,127 %6,184 %270,489 %2,128 %2,632 %2,167 %4,139 %6,142 %280,526 %2,121 %2,666 %2,165 %4,150 %6,101 %

290,567 %2,117 %2,700 %2,168 %4,160 %6,061 %300,610 %2,119 %2,731 %2,175 %4,170 %6,022 %310,655 %2,128 %2,762 %2,189 %4,179 %5,983 %320,700 %2,142 %2,791 %2,206 %4,187 %5,947 %330,746 %2,160 %2,819 %2,226 %4,195 %5,911 %340,791 %2,182 %2,846 %2,249 %4,203 %5,876 %350,836 %2,205 %2,872 %2,274 %4,211 %5,843 %360,880 %2,231 %2,897 %2,300 %4,218 %5,811 %370,923 %2,257 %2,921 %2,326 %4,224 %5,780 %380,966 %2,285 %2,944 %2,353 %4,231 %5,750 %391,007 %2,313 %2,966 %2,381 %4,237 %5,722 %401,047 %2,340 %2,987 %2,408 %4,242 %5,694 %411,086 %2,368 %3,007 %2,435 %4,248 %5,667 %421,124 %2,396 %3,027 %2,462 %4,253 %5,642 %431,161 %2,424 %3,045 %2,489 %4,259 %5,617 %441,196 %2,451 %3,063 %2,515 %4,263 %5,593 %451,231 %2,477 %3,081 %2,540 %4,268 %5,570 %461,264 %2,503 %3,097 %2,566 %4,273 %5,548 %471,296 %2,529 %3,114 %2,590 %4,277 %5,527 %481,328 %2,554 %3,129 %2,614 %4,281 %5,506 %491,358 %2,578 %3,144 %2,637 %4,285 %5,487 %501,387 %2,602 %3,159 %2,660 %4,289 %5,467 %511,415 %2,625 %3,173 %2,682 %4,293 %5,449 %521,442 %2,647 %3,186 %2,703 %4,297 %5,431 %531,469 %2,669 %3,199 %2,724 %4,300 %5,414 %541,494 %2,690 %3,212 %2,744 %4,304 %5,398 %551,519 %2,711 %3,224 %2,764 %4,307 %5,382 %561,543 %2,731 %3,235 %2,783 %4,310 %5,366 %571,566 %2,750 %3,247 %2,802 %4,313 %5,351 %581,588 %2,769 %3,258 %2,820 %4,316 %5,337 %591,610 %2,787 %3,268 %2,837 %4,319 %5,323 %601,631 %2,805 %3,279 %2,854 %4,322 %5,309 %611,651 %2,823 %3,289 %2,871 %4,325 %5,296 %621,671 %2,839 %3,298 %2,887 %4,328 %5,283 %631,690 %2,856 %3,308 %2,903 %4,330 %5,271 %641,709 %2,872 %3,317 %2,918 %4,333 %5,259 %651,727 %2,887 %3,326 %2,932 %4,335 %5,247 %661,744 %2,902 %3,334 %2,947 %4,337 %5,236 %671,761 %2,917 %3,343 %2,961 %4,340 %5,225 %681,778 %2,931 %3,351 %2,974 %4,342 %5,214 %691,794 %2,945 %3,359 %2,987 %4,344 %5,204 %701,810 %2,958 %3,366 %3,000 %4,346 %5,194 % 711,825 %2,971 %3,374 %3,013 %4,348 %5,184 %721,840 %2,984 %3,381 %3,025 %4,350 %5,175 %731,854 %2,996 %3,388 %3,037 %4,352 %5,165 %741,868 %3,008 %3,395 %3,048 %4,354 %5,156 %751,882 %3,020 %3,402 %3,060 %4,356 %5,148 %761,895 %3,031 %3,408 %3,070 %4,358 %5,139 %771,908 %3,043 %3,415 %3,081 %4,360 %5,131 %781,921 %3,054 %3,421 %3,092 %4,362 %5,123 %791,933 %3,064 %3,427 %3,102 %4,363 %5,115 %801,945 %3,075 %3,433 %3,112 %4,365 %5,107 %811,957 %3,085 %3,438 %3,121 %4,367 %5,100 %821,968 %3,095 %3,444 %3,131 %4,368 %5,092 %831,979 %3,104 %3,449 %3,140 %4,370 %5,085 %841,990 %3,114 %3,455 %3,149 %4,371 %5,078 %852,001 %3,123 %3,460 %3,158 %4,373 %5,071 %862,011 %3,132 %3,465 %3,166 %4,374 %5,065 %872,021 %3,141 %3,470 %3,175 %4,376 %5,058 %882,031 %3,149 %3,475 %3,183 %4,377 %5,052 %892,041 %3,158 %3,480 %3,191 %4,378 %5,046 %902,051 %3,166 %3,484 %3,199 %4,380 %5,040 %912,060 %3,174 %3,489 %3,206 %4,381 %5,034 %922,069 %3,182 %3,493 %3,214 %4,382 %5,028 %932,078 %3,189 %3,498 %3,221 %4,383 %5,022 %942,087 %3,197 %3,502 %3,228 %4,385 %5,017 %952,095 %3,204 %3,506 %3,235 %4,386 %5,011 %962,103 %3,211 %3,510 %3,242 %4,387 %5,006 %972,112 %3,219 %3,514 %3,249 %4,388 %5,001 %982,120 %3,225 %3,518 %3,256 %4,389 %4,995 %992,127 %3,232 %3,522 %3,262 %4,390 %4,990 %1002,135 %3,239 %3,526 %3,269 %4,391 %4,986 %1012,143 %3,245 %3,530 %3,275 %4,393 %4,981 %1022,150 %3,252 %3,533 %3,281 %4,394 %4,976 %1032,157 %3,258 %3,537 %3,287 %4,395 %4,971 %1042,164 %3,264 %3,540 %3,293 %4,396 %4,967 %1052,171 %3,270 %3,544 %3,299 %4,397 %4,962 %1062,178 %3,276 %3,547 %3,304 %4,398 %4,958 %1072,185 %3,282 %3,550 %3,310 %4,399 %4,954 %1082,192 %3,288 %3,553 %3,315 %4,399 %4,949 %1092,198 %3,293 %3,557 %3,321 %4,400 %4,945 %1102,204 %3,299 %3,560 %3,326 %4,401 %4,941 %1112,211 %3,304 %3,563 %3,331 %4,402 %4,937 %1122,217 %3,309 %3,566 %3,336 %4,403 %4,933 %

1132,223 %3,315 %3,569 %3,341 %4,404 %4,930 %1142,229 %3,320 %3,572 %3,346 %4,405 %4,926 %1152,235 %3,325 %3,575 %3,351 %4,406 %4,922 %1162,240 %3,330 %3,577 %3,355 %4,406 %4,918 %1172,246 %3,335 %3,580 %3,360 %4,407 %4,915 %1182,251 %3,339 %3,583 %3,365 %4,408 %4,911 %1192,257 %3,344 %3,585 %3,369 %4,409 %4,908 %1202,262 %3,349 %3,588 %3,373 %4,409 %4,904 %1212,267 %3,353 %3,591 %3,378 %4,410 %4,901 %1222,273 %3,358 %3,593 %3,382 %4,411 %4,898 %1232,278 %3,362 %3,596 %3,386 %4,412 %4,895 %1242,283 %3,366 %3,598 %3,390 %4,412 %4,891 %1252,288 %3,371 %3,601 %3,395 %4,413 %4,888 %1262,293 %3,375 %3,603 %3,399 %4,414 %4,885 %1272,297 %3,379 %3,605 %3,402 %4,414 %4,882 %1282,302 %3,383 %3,608 %3,406 %4,415 %4,879 %1292,307 %3,387 %3,610 %3,410 %4,416 %4,876 %1302,311 %3,391 %3,612 %3,414 %4,416 %4,873 %1312,316 %3,395 %3,614 %3,418 %4,417 %4,870 %1322,320 %3,399 %3,616 %3,421 %4,418 %4,868 %1332,324 %3,403 %3,619 %3,425 %4,418 %4,865 %1342,329 %3,406 %3,621 %3,428 %4,419 %4,862 %1352,333 %3,410 %3,623 %3,432 %4,419 %4,859 %1362,337 %3,413 %3,625 %3,435 %4,420 %4,857 %1372,341 %3,417 %3,627 %3,439 %4,421 %4,854 %1382,345 %3,420 %3,629 %3,442 %4,421 %4,852 %1392,349 %3,424 %3,631 %3,445 %4,422 %4,849 %1402,353 %3,427 %3,633 %3,449 %4,422 %4,847 %1412,357 %3,431 %3,634 %3,452 %4,423 %4,844 %1422,361 %3,434 %3,636 %3,455 %4,423 %4,842 %1432,365 %3,437 %3,638 %3,458 %4,424 %4,839 %1442,368 %3,440 %3,640 %3,461 %4,424 %4,837 %1452,372 %3,444 %3,642 %3,464 %4,425 %4,835 %1462,376 %3,447 %3,644 %3,467 %4,426 %4,832 %1472,379 %3,450 %3,645 %3,470 %4,426 %4,830 %1482,383 %3,453 %3,647 %3,473 %4,427 %4,828 %1492,386 %3,456 %3,649 %3,476 %4,427 %4,826 %1502,389 %3,459 %3,650 %3,479 %4,427 %4,823 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,521 %6,284 %8,278 %0,387 %1,567 %6,929 %21,529 %6,425 %7,931 %0,435 %1,501 %6,962 % 31,560 %6,571 %7,752 %0,483 %1,518 %7,063 %41,596 %6,721 %7,698 %0,528 %1,571 %7,172 %51,622 %6,871 %7,703 %0,555 %1,650 %7,331 %61,652 %7,043 %7,761 %0,580 %1,732 %7,463 %71,686 %7,166 %7,848 %0,597 %1,819 %7,616 %81,721 %7,296 %7,945 %0,624 %1,903 %7,760 %91,759 %7,404 %8,045 %0,656 %1,985 %7,896 %101,803 %7,493 %8,144 %0,686 %2,062 %8,007 %111,850 %7,549 %8,239 %0,737 %2,136 %8,121 %121,891 %7,576 %8,329 %0,807 %2,206 %8,229 %131,917 %7,583 %8,412 %0,887 %2,266 %8,313 %141,938 %7,574 %8,489 %0,973 %2,317 %8,371 %151,962 %7,554 %8,559 %1,061 %2,361 %8,404 %161,993 %7,526 %8,621 %1,150 %2,398 %8,414 %172,030 %7,492 %8,672 %1,237 %2,431 %8,404 %182,071 %7,454 %8,710 %1,323 %2,461 %8,379 %192,115 %7,413 %8,732 %1,405 %2,490 %8,343 %202,159 %7,370 %8,735 %1,486 %2,520 %8,299 %212,204 %7,326 %8,717 %1,563 %2,551 %8,249 %222,248 %7,282 %8,683 %1,636 %2,583 %8,194 %232,292 %7,237 %8,636 %1,707 %2,614 %8,136 %242,336 %7,193 %8,579 %1,775 %2,646 %8,077 %252,378 %7,150 %8,514 %1,839 %2,677 %8,017 %262,419 %7,108 %8,444 %1,901 %2,708 %7,956 %272,459 %7,066 %8,371 %1,960 %2,738 %7,896 %282,497 %7,026 %8,295 %2,016 %2,768 %7,837 %292,534 %6,986 %8,219 %2,070 %2,796 %7,778 %302,570 %6,948 %8,142 %2,121 %2,824 %7,721 %312,604 %6,912 %8,065 %2,169 %2,851 %7,665 %322,637 %6,876 %7,990 %2,216 %2,877 %7,611 %332,669 %6,842 %7,916 %2,261 %2,902 %7,559 %342,700 %6,809 %7,843 %2,303 %2,926 %7,508 %352,729 %6,777 %7,772 %2,344 %2,949 %7,459 %362,757 %6,746 %7,704 %2,383 %2,971 %7,412 %372,785 %6,717 %7,637 %2,420 %2,993 %7,366 %382,811 %6,688 %7,573 %2,455 %3,014 %7,322 %392,836 %6,661 %7,511 %2,489 %3,034 %7,279 %402,860 %6,635 %7,451 %2,522 %3,053 %7,239 %412,883 %6,609 %7,393 %2,553 %3,072 %7,199 %422,905 %6,585 %7,337 %2,584 %3,090 %7,161 %432,927 %6,561 %7,283 %2,612 %3,107 %7,125 %442,947 %6,539 %7,232 %2,640 %3,123 %7,090 %

452,967 %6,517 %7,182 %2,667 %3,139 %7,056 %462,986 %6,496 %7,134 %2,692 %3,155 %7,024 %473,005 %6,476 %7,088 %2,717 %3,170 %6,992 %483,022 %6,456 %7,043 %2,741 %3,184 %6,962 %493,039 %6,438 %7,000 %2,763 %3,198 %6,933 %503,056 %6,419 %6,959 %2,785 %3,211 %6,905 %513,072 %6,402 %6,919 %2,806 %3,224 %6,878 %523,087 %6,385 %6,880 %2,827 %3,237 %6,852 %533,102 %6,369 %6,843 %2,847 %3,249 %6,827 %543,116 %6,353 %6,808 %2,866 %3,260 %6,803 %553,130 %6,338 %6,773 %2,884 %3,272 %6,779 %563,144 %6,323 %6,740 %2,902 %3,282 %6,757 %573,157 %6,309 %6,707 %2,919 %3,293 %6,735 %583,169 %6,295 %6,676 %2,936 %3,303 %6,714 %593,181 %6,282 %6,646 %2,952 %3,313 %6,693 %603,193 %6,269 %6,617 %2,967 %3,323 %6,673 %613,204 %6,256 %6,589 %2,982 %3,332 %6,654 %623,215 %6,244 %6,561 %2,997 %3,341 %6,636 %633,226 %6,233 %6,535 %3,011 %3,350 %6,618 %643,237 %6,221 %6,509 %3,025 %3,358 %6,600 %653,247 %6,210 %6,485 %3,038 %3,366 %6,583 %663,256 %6,200 %6,460 %3,051 %3,374 %6,567 %673,266 %6,189 %6,437 %3,063 %3,382 %6,551 %683,275 %6,179 %6,414 %3,076 %3,390 %6,536 %693,284 %6,169 %6,392 %3,088 %3,397 %6,520 %703,293 %6,160 %6,371 %3,099 %3,404 %6,506 %713,301 %6,150 %6,350 %3,110 %3,411 %6,492 %723,310 %6,141 %6,330 %3,121 %3,418 %6,478 %733,318 %6,133 %6,310 %3,132 %3,424 %6,464 %743,325 %6,124 %6,291 %3,142 %3,431 %6,451 %753,333 %6,116 %6,272 %3,152 %3,437 %6,439 %763,340 %6,108 %6,254 %3,162 %3,443 %6,426 %773,348 %6,100 %6,236 %3,171 %3,449 %6,414 %783,355 %6,092 %6,219 %3,181 %3,455 %6,402 %793,362 %6,085 %6,202 %3,190 %3,460 %6,391 %803,368 %6,077 %6,186 %3,199 %3,466 %6,380 %813,375 %6,070 %6,170 %3,207 %3,471 %6,369 %823,381 %6,063 %6,154 %3,216 %3,476 %6,358 %833,387 %6,056 %6,139 %3,224 %3,481 %6,348 %843,393 %6,050 %6,124 %3,232 %3,486 %6,338 %853,399 %6,043 %6,110 %3,240 %3,491 %6,328 %863,405 %6,037 %6,096 %3,247 %3,496 %6,318 % 873,411 %6,031 %6,082 %3,255 %3,500 %6,309 %883,416 %6,025 %6,068 %3,262 %3,505 %6,300 %893,422 %6,019 %6,055 %3,269 %3,509 %6,291 %903,427 %6,013 %6,042 %3,276 %3,514 %6,282 %913,432 %6,007 %6,030 %3,283 %3,518 %6,273 %923,437 %6,002 %6,017 %3,290 %3,522 %6,265 %933,442 %5,996 %6,005 %3,296 %3,526 %6,256 %943,447 %5,991 %5,993 %3,303 %3,530 %6,248 %953,452 %5,986 %5,982 %3,309 %3,534 %6,240 %963,457 %5,981 %5,971 %3,315 %3,538 %6,233 %973,461 %5,976 %5,959 %3,321 %3,542 %6,225 %983,466 %5,971 %5,949 %3,327 %3,545 %6,218 %993,470 %5,966 %5,938 %3,333 %3,549 %6,210 %1003,474 %5,962 %5,928 %3,338 %3,552 %6,203 %1013,479 %5,957 %5,917 %3,344 %3,556 %6,196 %1023,483 %5,953 %5,907 %3,349 %3,559 %6,189 %1033,487 %5,948 %5,897 %3,355 %3,562 %6,183 %1043,491 %5,944 %5,888 %3,360 %3,566 %6,176 %1053,495 %5,940 %5,878 %3,365 %3,569 %6,170 %1063,498 %5,935 %5,869 %3,370 %3,572 %6,163 %1073,502 %5,931 %5,860 %3,375 %3,575 %6,157 %1083,506 %5,927 %5,851 %3,380 %3,578 %6,151 %1093,509 %5,923 %5,842 %3,385 %3,581 %6,145 %1103,513 %5,920 %5,834 %3,389 %3,584 %6,139 %1113,516 %5,916 %5,825 %3,394 %3,587 %6,133 %1123,520 %5,912 %5,817 %3,398 %3,589 %6,128 %1133,523 %5,908 %5,809 %3,403 %3,592 %6,122 %1143,526 %5,905 %5,801 %3,407 %3,595 %6,117 %1153,530 %5,901 %5,793 %3,411 %3,598 %6,111 %1163,533 %5,898 %5,785 %3,416 %3,600 %6,106 %1173,536 %5,894 %5,778 %3,420 %3,603 %6,101 %1183,539 %5,891 %5,770 %3,424 %3,605 %6,096 %1193,542 %5,888 %5,763 %3,428 %3,608 %6,091 %1203,545 %5,885 %5,756 %3,432 %3,610 %6,086 %1213,548 %5,881 %5,749 %3,436 %3,612 %6,081 %1223,551 %5,878 %5,742 %3,439 %3,615 %6,076 %1233,554 %5,875 %5,735 %3,443 %3,617 %6,071 %1243,557 %5,872 %5,728 %3,447 %3,619 %6,067 %1253,559 %5,869 %5,721 %3,450 %3,622 %6,062 %1263,562 %5,866 %5,715 %3,454 %3,624 %6,058 %1273,565 %5,863 %5,708 %3,457 %3,626 %6,053 %1283,567 %5,860 %5,702 %3,461 %3,628 %6,049 %

1293,570 %5,858 %5,696 %3,464 %3,630 %6,045 %1303,572 %5,855 %5,690 %3,468 %3,632 %6,041 %1313,575 %5,852 %5,683 %3,471 %3,634 %6,036 %1323,577 %5,850 %5,678 %3,474 %3,636 %6,032 %1333,580 %5,847 %5,672 %3,477 %3,638 %6,028 %1343,582 %5,844 %5,666 %3,481 %3,640 %6,024 %1353,584 %5,842 %5,660 %3,484 %3,642 %6,021 %1363,587 %5,839 %5,655 %3,487 %3,644 %6,017 %1373,589 %5,837 %5,649 %3,490 %3,646 %6,013 %1383,591 %5,834 %5,644 %3,493 %3,648 %6,009 %1393,594 %5,832 %5,638 %3,496 %3,650 %6,006 %1403,596 %5,830 %5,633 %3,498 %3,651 %6,002 %1413,598 %5,827 %5,628 %3,501 %3,653 %5,998 %1423,600 %5,825 %5,623 %3,504 %3,655 %5,995 %1433,602 %5,823 %5,618 %3,507 %3,657 %5,991 %1443,604 %5,820 %5,613 %3,510 %3,658 %5,988 %1453,606 %5,818 %5,608 %3,512 %3,660 %5,985 %1463,608 %5,816 %5,603 %3,515 %3,662 %5,981 %1473,610 %5,814 %5,598 %3,518 %3,663 %5,978 %1483,612 %5,812 %5,593 %3,520 %3,665 %5,975 %1493,614 %5,810 %5,589 %3,523 %3,666 %5,972 %1503,616 %5,808 %5,584 %3,525 %3,668 %5,968 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,262 %2,437 %3,336 %8,170 %1,800 %1,680 %27,003 %2,499 %3,336 %8,014 %1,757 %1,573 %37,545 %2,574 %3,336 %8,005 %1,760 %1,538 %47,948 %2,674 %3,401 %8,074 %1,768 %1,517 %58,223 %2,747 %3,433 %8,120 %1,798 %1,507 %68,415 %2,847 %3,489 %8,180 %1,849 %1,500 %78,585 %2,943 %3,562 %8,254 %1,905 %1,497 %88,695 %3,012 %3,634 %8,289 %1,958 %1,500 %98,727 %3,064 %3,703 %8,285 %2,010 %1,508 %108,753 %3,109 %3,764 %8,253 %2,067 %1,519 %118,755 %3,153 %3,818 %8,200 %2,128 %1,532 %128,732 %3,197 %3,865 %8,131 %2,187 %1,543 %138,692 %3,240 %3,907 %8,053 %2,237 %1,551 %148,639 %3,281 %3,947 %7,968 %2,278 %1,552 %158,578 %3,321 %3,989 %7,880 %2,309 %1,546 %168,510 %3,360 %4,033 %7,789 %2,331 %1,533 %178,439 %3,397 %4,078 %7,698 %2,347 %1,520 %188,366 %3,432 %4,120 %7,607 %2,362 %1,511 % 198,291 %3,466 %4,158 %7,517 %2,378 %1,512 %208,216 %3,498 %4,190 %7,428 %2,397 %1,523 %218,142 %3,529 %4,215 %7,342 %2,420 %1,547 %228,069 %3,558 %4,234 %7,258 %2,446 %1,580 %237,998 %3,586 %4,248 %7,177 %2,474 %1,619 %247,928 %3,613 %4,259 %7,099 %2,504 %1,662 %257,860 %3,639 %4,266 %7,023 %2,535 %1,709 %267,794 %3,663 %4,270 %6,950 %2,566 %1,757 %277,731 %3,686 %4,272 %6,880 %2,597 %1,806 %287,669 %3,709 %4,273 %6,813 %2,627 %1,855 %297,610 %3,730 %4,272 %6,748 %2,658 %1,904 %307,553 %3,750 %4,270 %6,686 %2,687 %1,952 %317,499 %3,770 %4,267 %6,627 %2,717 %1,999 %327,446 %3,789 %4,263 %6,570 %2,745 %2,045 %337,395 %3,806 %4,259 %6,515 %2,772 %2,090 %347,347 %3,824 %4,254 %6,463 %2,799 %2,134 %357,300 %3,840 %4,249 %6,413 %2,825 %2,176 %367,256 %3,856 %4,244 %6,365 %2,850 %2,217 %377,213 %3,871 %4,239 %6,319 %2,874 %2,256 %387,172 %3,885 %4,233 %6,275 %2,897 %2,294 %397,132 %3,899 %4,228 %6,233 %2,920 %2,331 %407,094 %3,913 %4,222 %6,192 %2,941 %2,366 %417,058 %3,925 %4,216 %6,153 %2,962 %2,400 %427,023 %3,938 %4,211 %6,116 %2,982 %2,433 %436,989 %3,950 %4,205 %6,080 %3,002 %2,464 %446,957 %3,961 %4,200 %6,046 %3,021 %2,495 %456,926 %3,972 %4,194 %6,013 %3,039 %2,524 %466,896 %3,983 %4,189 %5,981 %3,056 %2,553 %476,867 %3,993 %4,184 %5,950 %3,073 %2,580 %486,840 %4,003 %4,179 %5,921 %3,089 %2,606 %496,813 %4,013 %4,174 %5,892 %3,105 %2,631 %506,788 %4,022 %4,169 %5,865 %3,120 %2,656 %516,763 %4,031 %4,165 %5,839 %3,135 %2,679 %526,739 %4,039 %4,160 %5,814 %3,149 %2,702 %536,716 %4,047 %4,156 %5,789 %3,163 %2,724 %546,694 %4,055 %4,151 %5,766 %3,176 %2,745 %556,672 %4,063 %4,147 %5,743 %3,189 %2,766 %566,652 %4,071 %4,143 %5,721 %3,201 %2,786 %576,632 %4,078 %4,139 %5,699 %3,213 %2,805 %586,612 %4,085 %4,135 %5,679 %3,225 %2,823 %596,593 %4,092 %4,131 %5,659 %3,236 %2,841 %606,575 %4,098 %4,128 %5,640 %3,247 %2,859 %

616,558 %4,105 %4,124 %5,621 %3,257 %2,875 %626,541 %4,111 %4,120 %5,603 %3,267 %2,892 %636,524 %4,117 %4,117 %5,586 %3,277 %2,908 %646,508 %4,123 %4,114 %5,569 %3,287 %2,923 %656,493 %4,129 %4,111 %5,552 %3,296 %2,938 %666,478 %4,134 %4,108 %5,536 %3,305 %2,952 %676,463 %4,140 %4,104 %5,521 %3,314 %2,966 %686,449 %4,145 %4,102 %5,506 %3,322 %2,980 %696,435 %4,150 %4,099 %5,491 %3,331 %2,993 %706,422 %4,155 %4,096 %5,477 %3,339 %3,006 %716,409 %4,160 %4,093 %5,463 %3,347 %3,018 %726,396 %4,164 %4,091 %5,450 %3,354 %3,031 %736,384 %4,169 %4,088 %5,437 %3,362 %3,042 %746,372 %4,173 %4,085 %5,424 %3,369 %3,054 %756,360 %4,178 %4,083 %5,412 %3,376 %3,065 %766,349 %4,182 %4,081 %5,400 %3,383 %3,076 %776,338 %4,186 %4,078 %5,388 %3,389 %3,087 %786,327 %4,190 %4,076 %5,377 %3,396 %3,097 %796,317 %4,194 %4,074 %5,366 %3,402 %3,107 %806,306 %4,197 %4,072 %5,355 %3,409 %3,117 %816,296 %4,201 %4,070 %5,344 %3,415 %3,127 %826,287 %4,205 %4,067 %5,334 %3,420 %3,136 %836,277 %4,208 %4,065 %5,324 %3,426 %3,145 %846,268 %4,212 %4,064 %5,314 %3,432 %3,154 %856,259 %4,215 %4,062 %5,304 %3,437 %3,163 %866,250 %4,218 %4,060 %5,295 %3,443 %3,171 %876,241 %4,222 %4,058 %5,286 %3,448 %3,180 %886,233 %4,225 %4,056 %5,277 %3,453 %3,188 %896,225 %4,228 %4,054 %5,268 %3,458 %3,196 %906,217 %4,231 %4,053 %5,259 %3,463 %3,204 %916,209 %4,234 %4,051 %5,251 %3,468 %3,211 %926,201 %4,237 %4,049 %5,243 %3,472 %3,219 %936,193 %4,240 %4,048 %5,235 %3,477 %3,226 %946,186 %4,242 %4,046 %5,227 %3,482 %3,233 %956,179 %4,245 %4,045 %5,219 %3,486 %3,240 %966,172 %4,248 %4,043 %5,212 %3,490 %3,247 %976,165 %4,250 %4,042 %5,204 %3,494 %3,254 %986,158 %4,253 %4,040 %5,197 %3,499 %3,260 %996,151 %4,255 %4,039 %5,190 %3,503 %3,267 %1006,145 %4,258 %4,037 %5,183 %3,507 %3,273 %1016,138 %4,260 %4,036 %5,176 %3,510 %3,279 %1026,132 %4,263 %4,035 %5,170 %3,514 %3,285 % 1036,126 %4,265 %4,033 %5,163 %3,518 %3,291 %1046,120 %4,267 %4,032 %5,157 %3,522 %3,297 %1056,114 %4,269 %4,031 %5,151 %3,525 %3,303 %1066,108 %4,271 %4,030 %5,144 %3,529 %3,309 %1076,102 %4,274 %4,028 %5,138 %3,532 %3,314 %1086,097 %4,276 %4,027 %5,133 %3,536 %3,319 %1096,091 %4,278 %4,026 %5,127 %3,539 %3,325 %1106,086 %4,280 %4,025 %5,121 %3,542 %3,330 %1116,081 %4,282 %4,024 %5,115 %3,545 %3,335 %1126,075 %4,284 %4,023 %5,110 %3,549 %3,340 %1136,070 %4,286 %4,022 %5,104 %3,552 %3,345 %1146,065 %4,287 %4,021 %5,099 %3,555 %3,350 %1156,060 %4,289 %4,019 %5,094 %3,558 %3,355 %1166,056 %4,291 %4,018 %5,089 %3,561 %3,359 %1176,051 %4,293 %4,017 %5,084 %3,564 %3,364 %1186,046 %4,295 %4,016 %5,079 %3,566 %3,369 %1196,042 %4,296 %4,015 %5,074 %3,569 %3,373 %1206,037 %4,298 %4,014 %5,069 %3,572 %3,377 %1216,033 %4,300 %4,014 %5,064 %3,575 %3,382 %1226,028 %4,301 %4,013 %5,060 %3,577 %3,386 %1236,024 %4,303 %4,012 %5,055 %3,580 %3,390 %1246,020 %4,305 %4,011 %5,051 %3,583 %3,394 %1256,015 %4,306 %4,010 %5,046 %3,585 %3,398 %1266,011 %4,308 %4,009 %5,042 %3,588 %3,402 %1276,007 %4,309 %4,008 %5,038 %3,590 %3,406 %1286,003 %4,311 %4,007 %5,033 %3,592 %3,410 %1295,999 %4,312 %4,006 %5,029 %3,595 %3,414 %1305,996 %4,314 %4,006 %5,025 %3,597 %3,417 %1315,992 %4,315 %4,005 %5,021 %3,600 %3,421 %1325,988 %4,316 %4,004 %5,017 %3,602 %3,425 %1335,984 %4,318 %4,003 %5,013 %3,604 %3,428 %1345,981 %4,319 %4,003 %5,009 %3,606 %3,432 %1355,977 %4,320 %4,002 %5,006 %3,608 %3,435 %1365,974 %4,322 %4,001 %5,002 %3,611 %3,439 %1375,970 %4,323 %4,000 %4,998 %3,613 %3,442 %1385,967 %4,324 %4,000 %4,995 %3,615 %3,445 %1395,963 %4,326 %3,999 %4,991 %3,617 %3,449 %1405,960 %4,327 %3,998 %4,988 %3,619 %3,452 %1415,957 %4,328 %3,997 %4,984 %3,621 %3,455 %1425,954 %4,329 %3,997 %4,981 %3,623 %3,458 %1435,950 %4,331 %3,996 %4,977 %3,625 %3,461 %1445,947 %4,332 %3,995 %4,974 %3,627 %3,464 %

1455,944 %4,333 %3,995 %4,971 %3,628 %3,467 %1465,941 %4,334 %3,994 %4,968 %3,630 %3,470 %1475,938 %4,335 %3,993 %4,964 %3,632 %3,473 %1485,935 %4,336 %3,993 %4,961 %3,634 %3,476 %1495,932 %4,337 %3,992 %4,958 %3,636 %3,479 %1505,929 %4,338 %3,992 %4,955 %3,638 %3,482 %Term to maturity (in years)Turkish liraUS dollarYen128,820 %2,387 %– 0,115 %224,682 %2,222 %– 0,142 %322,352 %2,144 %– 0,155 %420,747 %2,120 %– 0,154 %519,546 %2,124 %– 0,142 %618,566 %2,142 %– 0,123 %717,758 %2,166 %– 0,096 %817,110 %2,195 %– 0,066 %916,570 %2,227 %– 0,034 %1016,098 %2,259 %0,001 %1115,666 %2,290 %0,036 %1215,264 %2,320 %0,072 %1314,887 %2,345 %0,107 %1414,531 %2,366 %0,142 %1514,195 %2,383 %0,176 %1613,874 %2,398 %0,208 %1713,570 %2,409 %0,238 %1813,280 %2,419 %0,266 %1913,004 %2,427 %0,293 %2012,741 %2,433 %0,319 %2112,490 %2,438 %0,343 %2212,252 %2,441 %0,365 %2312,025 %2,443 %0,383 %2411,809 %2,445 %0,397 %2511,603 %2,446 %0,407 %2611,408 %2,447 %0,412 %2711,222 %2,448 %0,416 %2811,045 %2,448 %0,423 %2910,877 %2,448 %0,437 %3010,716 %2,447 %0,458 %3110,564 %2,447 %0,488 %3210,419 %2,446 %0,525 %3310,281 %2,444 %0,568 %3410,149 %2,442 %0,614 % 3510,024 %2,440 %0,662 %369,904 %2,436 %0,712 %379,790 %2,432 %0,763 %389,682 %2,427 %0,814 %399,578 %2,420 %0,865 %409,478 %2,412 %0,916 %419,383 %2,403 %0,966 %429,293 %2,393 %1,015 %439,206 %2,383 %1,064 %449,122 %2,374 %1,111 %459,043 %2,367 %1,157 %468,966 %2,362 %1,201 %478,893 %2,358 %1,245 %488,822 %2,357 %1,287 %498,754 %2,359 %1,329 %508,689 %2,363 %1,369 %518,627 %2,371 %1,407 %528,566 %2,380 %1,445 %538,508 %2,392 %1,481 %548,452 %2,405 %1,517 %558,398 %2,419 %1,551 %568,346 %2,434 %1,584 %578,296 %2,450 %1,617 %588,247 %2,467 %1,648 %598,200 %2,484 %1,678 %608,155 %2,501 %1,708 %618,111 %2,518 %1,736 %628,069 %2,536 %1,764 %638,027 %2,553 %1,791 %647,988 %2,570 %1,817 %657,949 %2,587 %1,842 %667,912 %2,604 %1,867 %677,875 %2,621 %1,891 %687,840 %2,638 %1,914 %697,806 %2,654 %1,937 %707,772 %2,670 %1,959 %717,740 %2,686 %1,980 %727,709 %2,701 %2,001 %737,678 %2,716 %2,021 %747,648 %2,731 %2,041 %757,620 %2,746 %2,060 %767,591 %2,760 %2,079 % 777,564 %2,774 %2,097 %787,537 %2,788 %2,115 %797,511 %2,802 %2,133 %807,486 %2,815 %2,149 %817,461 %2,828 %2,166 %827,437 %2,841 %2,182 %837,414 %2,853 %2,198 %847,391 %2,865 %2,213 %857,368 %2,877 %2,228 %867,346 %2,889 %2,243 %877,325 %2,900 %2,257 %887,304 %2,911 %2,271 %897,283 %2,922 %2,285 %907,263 %2,933 %2,298 %917,244 %2,943 %2,312 %927,225 %2,953 %2,324 %937,206 %2,964 %2,337 %947,188 %2,973 %2,349 %957,170 %2,983 %2,361 %967,152 %2,992 %2,373 %977,135 %3,002 %2,385 %987,118 %3,011 %2,396 %997,102 %3,020 %2,407 %1007,086 %3,028 %2,418 %1017,070 %3,037 %2,429 %1027,054 %3,045 %2,439 %1037,039 %3,054 %2,449 %1047,024 %3,062 %2,459 %1057,010 %3,070 %2,469 %1066,995 %3,077 %2,479 %1076,981 %3,085 %2,488 %1086,968 %3,093 %2,498 %1096,954 %3,100 %2,507 %1106,941 %3,107 %2,516 %1116,928 %3,114 %2,525 %1126,915 %3,121 %2,533 %1136,902 %3,128 %2,542 %1146,890 %3,135 %2,550 %1156,878 %3,142 %2,558 %1166,866 %3,148 %2,567 %1176,854 %3,154 %2,574 %1186,842 %3,161 %2,582 %

1196,831 %3,167 %2,590 %1206,820 %3,173 %2,597 %1216,809 %3,179 %2,605 %1226,798 %3,185 %2,612 %1236,787 %3,191 %2,619 %1246,777 %3,196 %2,626 %1256,767 %3,202 %2,633 %1266,757 %3,207 %2,640 %1276,747 %3,213 %2,647 %1286,737 %3,218 %2,654 %1296,727 %3,224 %2,660 %1306,718 %3,229 %2,667 %1316,708 %3,234 %2,673 %1326,699 %3,239 %2,679 %1336,690 %3,244 %2,685 %1346,681 %3,249 %2,691 %1356,672 %3,254 %2,697 %1366,664 %3,258 %2,703 %1376,655 %3,263 %2,709 %1386,647 %3,268 %2,715 %1396,638 %3,272 %2,720 %1406,630 %3,277 %2,726 %1416,622 %3,281 %2,731 %1426,614 %3,285 %2,737 %1436,606 %3,290 %2,742 %1446,599 %3,294 %2,747 %1456,591 %3,298 %2,753 %1466,584 %3,302 %2,758 %1476,576 %3,306 %2,763 %1486,569 %3,310 %2,768 %1496,562 %3,314 %2,773 %1506,555 %3,318 %2,777 %

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 RepublicCyprusDenmark10032502612004050430301455248040248534905045255520615555755072658595508376051155093862513520103864514510Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004054172000025042331000221426420001934275400017642865000173429760001704308701017423198120176132108030178432Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501704214111202304318151502604421171702704523191902804624202102904 7262122030048272324131049292425232041030242533204Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom126912195002431716221200348201827150044921203117005522221351900655242338210075525243922008552725412400952282641250010512626412500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico10110100092018010009312901000942370100010523901000106342010001074440100010 87420100010953901010910542010109Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan100051004200071204300071204400071404501061504605071504708081504801209150490180101504100180111504Duration (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 616204612223656312442620461222365631003372347115232559818482549117231558678510285512023155857061130581242315585587123260127231558558 81233591252315585589123459125231558558101335601242315585581113366012423155855812143760124231558558131438601242315585581414386012423155855815143860124231558558161438601242315585581714386012423155855818143860124231558558191538601242315585582016386012423155855821163860124231558558221738601242315585582317386012423155855824193860124231558558251938601242315585582620386012423155855827203860124231558558282138601242315585582922386012423155855830233860124231558558

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 6112265112724156912902142853130243571103831531551232405678464163357125239566700517366212723856658761837651312385655657193966133237564564818396513123656456491839651302365635631018406412923556356311184164129235562562121841641282345625621317416312823456156114174162127233561561 15174062127233560560161640611262325605601716396112623255955918163961126232559559191639611262325595592016406112623256056021164062126233560560221740621272335605602318406212723356056024194062127233560560251940621272335605602620416212723356156127204162127233560560282141621272335605602922406212723356056030234062127233560560 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 61620451222355631244262045122235563100337224611423255981848254911623055867851028541192305585696113058124230558558712326012723055855881233591252305585589123459124230558558101335591242305585581113366012423055855812143760124230558558131437601242305585581414386012423055855815143860124230558558161438601242305585581714386012423055855818143860124230558558191538601242305585582016386012423055855821163860124230558558 221738601242305585582317386012423055855824193860124230558558251938601242305585582620386012423055855827203860124230558558282138601242305585582922386012423055855830233860124230558558 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 618297122198312639125627893118194308635102038298121189307634834481981221893036306935809812519030162862867998126192299626626778981261932966246248779812419029562262297697123188294621621107295119184290617617117093117181287615615126992115180286613613136992114179285612612146892114178285612612156892113178284612612166791113177284611611176790112177283610610186690112176282610610196589111175282609609206588110175281608608216488109174280608608226387109173279607607236286108172278606606246185107171277605605256084106170276604604265983105169275603603275882103168274602602285781102167273601601295680101166272600600305579100165271598598 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 61924491252395661250211265112724156810073142953121238565822415325612423856568151735621272385655736183765132238565565719396713423756556581840661322375645649184065130236564564101841651302365635631118416512923656356312194264129235563563131942641292355625621419426412923556256215184264128235562562161841631282345625621718416312823456156118184163128234561561191842631282345625622018426412823556256221194264129235562562221943641292355635632319436512923556356324194365129235563563251943651292355635632620436512923556356327204365129235563563282143651292355635632922436412923556356330234364129235563563

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 615065901662806071250254699417028461110083607599167284611824463801041712856136835658311017528661461466686114180286613613 76787115182285613613866871131792846126129658611217728361061010648611017528160960911638610917428060760712628510817227860660613618410617127760460414598310516927660360315588210416827460260216578110316727360160117568010216627260060018557910116627259959919557810016527159859820547810016427059859821547799164270597597225376981632695965962352769716226859659624517597161267595595255074961602675945942649739515926659359327497294159265592592284871931582645915912947719215726359159130467092156262590590 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 615204512123556212432520451212355621002362246114231558818472448116230557677592754119230557569610295712323055755771132591262305575578113259125230557557911335812423055755710123459123230557557111235591232305575571213365912323055755713133759123230557557 1413375912323055755715133759123230557557161337591232305575571713375912323055755718143759123230557557191537591232305575572016375912323055755721163759123230557557221737591232305575572317375912323055755724193759123230557557251937591232305575572620375912423055755727203759124230557557282137591242305575572922375912423055755730233759124230557557 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 617255615325458112672725561532545811021382755138250577833410295712824857569051131581162475745796143461108245573573716376210124457257281638619324357157191945648724257057010194562842415695691118446084240568568121744618424056756713174461852395665661417446185238566566151744618523756556516174461852365635631717446185235562562181744618523456256219174461852345625622017446185235562562 2117446185235562562221744618523556256223174461852345625622419446185234561561251944618523356156126204461852335605602720446185232560560282144618523255955929224461852315595593023446185231558558 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 6186101126202316643131028499124200314641106038399123191308635868482991231903056327205819912619130262962968099127193299627627778991261932976246248769712318929462262297495121186292619619107295119184290618618117194118182289616616127093116181287614614136992114179285613613146891113178284611611156690112176282610610166588110175281609609176487109174280607607186386108173279606606196285107172278606606206185107171277605605216084106170276604604225983105169275603603235882104168274602602245781103167273601601255680102166272600600

265579101165271599599275478100164270598598285377991632695975972952769816226859659630517597161267595595 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 61597499175289616127825873981742886151032358749816628361084345875991662816086995587610216827860660665776104170277604604757771041712756026028557610216827360160195375101166272599599105375991642705985981152759916326959759712527598162269596596135175971622685955951451759616126759559515507496160267594594164973951592655935931749729415926559259218487293158264592592194771931572645915912047719315726359159121477192157263591591224770921572635905902346709115626259059024456991155262589589254568901552615885882644689015426058858827436789153260587587284366881532595865862942668715225858658630416587151258585585 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 613145701472605881278231467114726158810323324771139256583842432497314025458269753251771422535815866335280146252580580733538114825257957983253801462515785789325379144250577577103154781432495775771131547814224857657612315477142248575575133154761412475745741430547514024657457415295375139245573573162852741382455725721728517313824457257218275173138244571571192751731372435715712027517313724457157121275173137244571571222751731372435715712327517313724357157124275172137243571571252750721372435705702626507213624357057027265072136242570570282650711362425705702926497113624256956930254971135242569569 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 6103261022165431236215271032175449963252896213540813436319821253967354936101212539566641139106212539539 751441108212539539871441107212539539971540106212539539108164110521253953911818421072135405401291841105211539539131119421062125405401411204110621254054015121840105211538538161217391042105375371713173910421053753718131739104210537537191518401042105385382016184010521153853821162041105211539539221720411052115395392317214110521153953924192141105211539539251922401052115395392620244110521153953927202442105211538538282125451052115385382921254610521153853830232747105211538538 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 61476287163277604127824762871632776041029348638715527260083944865891562715986955486793158269597597648689616226859659674969961632675945948476995161266593593947689415926559259210466993158264591591114669921572635915911246699115626259059013456991155262589589 1445689015526158858815446889154260588588164367891532595875871743668815325958658618426687152258586586194165871522585855852041658715125858558521416587151257585585224164861512575845842340648615025658458424406385150256583583253963851492555835832638628414925558258227386183148254581581283761831472535815812937608214725358058030366081146252580580

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 6116305613224557312822203460136250577103432440641322495768444284569136250578698531497514025157958763049771432495775777355582149253580580833548014725257957993456811462525805801036588314825458158111386184149255582582123962851492555835831340638515025658358314406485150256584584154064861502565845841640638515025658358317406385150256583583183962841492555825821938628414825558258220386284148255582582 21386284148255582582223862841482545825822338618314825458158124376183147254581581253761821472535815812636608214725358058027366081146252580580283559811452525795792935598014525157957930345880144251578578 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 6115305513124557212862163156132246573103531834581262435708444203761128242570699522406613124257058762342701362425705707244472139242570570824457113724257057092446711362425705701025477113624257057011254872136243570570122649721362435705701326507213724357057014275072137243570570152750721372435705701626507213624357057017265072137243570570182650721362435705701926507213624357057020265072137243570570212650721372435705702226507213624357057023265071136242570570242649711362425695692525497113524156956926254870135241568568 27244870134241568568282448691342405685682924476913424056756730234769133240567567 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 615065901662806071307253689316928361010543577397165282609861459761001682826097135617910617128260960966382110176282610610764841111792826106108638411117728260960996385110175281609609106386110175281609609116487110175281608608126387109174280608608136386108173279607607146286108172278606606156185107171277605605166084106170277604604176083105170276603603185982104169275603603195882104168274602602205881103168274601601215780102167273600600225680101166272600600235579101165271599599245478100164270598598255377991632695975972652769816226959659627517597161268595595285174961612675945942950739516026659359330497294159265592592 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 6182961211973116381333286100125201315643108038710312719531263988548810512919631063773559110913620131263963969311214020631264064079411414220931264064089511614220831364164199611714320831464164110961191432083146416411196119143207313641641129611914220631264064013951181402053116396391494117139204310637637159211613720230863663616911141362013076346341789113135199305633633188811113319830463163119861101321963036306302085109131195301629629218410712919430062762722821061281922986266262381104126191297624624247910312418929562362325771011231872946216212676100121186292619619277498120184291618618287396118183289616616297195117181287615615307093115180286613613

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 61823481242385651280212265112824156910323153155123240567842418355912724156869752139661312425695856234270136242570570 724447213924257057082445711372435705709244671137243570570102547721362435705701125487213624257057012254971136242570570132549711352425695691425487013524156856815244869134240568568162347681332395675671723466813323956656618224668132238566566192246671322385665662022466813223856656621224668132239566566222246681322395665662322466813223956656624224668132238566566252246671322385665662622466713223856656627224567132238565565282245671322385655652922456713123856556530234567131237565565 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 6194109134210324651137629510913421032465211113951111352033206479084961131372053196467535971151422073186466466981171452113176456457981191462133176446448981191452113166446449971191442103156436431096119143208314641641119511814120631264064012941171392043106386381392115138202308636636 14901141362003066346341588112134198305632632168611013219630363063017851081301953016286281883107129193299627627198210512719229862562520811041261912976246242180103125190296623623227910212418929562262223771011231872946216212476100122186292620620257599120185291619619267498119184290617617277396118183289616616287295117182288615615297194116181287614614307093115180286613613 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 613403543794565698971416281951201973106381138385100124192309637927488105129196310638766591109135200311639644692112139206312639639794114142209312640640895116142208313640640995117142207313641641109511814220731364064011961191422073136406401296119142207313640640139712014220731364164114981211432083146416411598122144208315642642169912314520931564364317100124146210316644644181011251472113176456451910212614821231864664620103126148213319646646 211031271482133196476472210312614821331964664623102126148212318646646241011251472113176456452510012414621031664464426991231452093156436432798122143208314641641289712014220731364064029951191412053116396393094117139204310637637 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 6101136112226553125821113611222655310143213361042225498284314381062205476855416431082195465766517451122185455457519471142175455458719451112165445449719441092155435431082044109215542542118214410921554254212921441092155425421311224410921554254214112244109215542542151223441092155435431612234410921554354317132345109216543543181523451102165445441915244611121754454420162547111218545545211626481122185465462217264811321954754723172749114220547547241928491142205485482519285011422154854826202850115221548548

27202951115221549549282129511162225495492922295111622254954930233051116222550550 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 6153689316928361012812546894170284611103235571941622806078424557296164278605697556741011662776046046577610417027660460475677104171275602602856771031692746026029557710216727360160110547710116627259959911537610016427159859812527598163269596596135175971612675955951450739516026659359315487294158264592592164770921572635905901745699115626258958918446890154261588588194367891532605875872043668815325958758721426688152259586586224265871522585855852341658615125758558524406486150257584584254063851502565835832639638414925558358327386284148254582582283861831482545815812937618214725358058030366082146252580580 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 611161301552313456721389211713115623234667411203119135158226344671915412113816222934367075851221411672323436716716123143170237343670670712414417223934267067081231441702363416696699122144169235341668668101221441682333396676671112114416723233866566512119143165230336664664131181411632283346626621411613916122633265965915114137159224330657657161111351562213276556551710913215421932565265218107130152217323650650191041281502153216486482010312614821331964664621101125147211317645645229912314520931564364323971211432073146416412496119141206312639639259411713920431063763726921161372023086366362790114136200307634634288911213419930563263229871111331973036316313086109131196302629629 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 611721862122884027291375218119622129741173811183187202226294411739918418920623029741173976451902082353004117387386190209237304410737737 719021023730540873673681882092363024077347349187209234299405733733101862082332984047317311118520723129640272972912182206228293399727727131802032252903967247241417720122228739372172115174197219284390717717161711942162813877147141716719121327738471171118164188210274380708708191611852072713777057052015818220426837470270221155179200265371699699221521751972623686956952314917219425936569269224146169191256362689689251421661882523596866862613916318524935668368327136160182246353680680281341571792443506776772913115417624134767467430128152173238344672672 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 61294469145259586129923044701462595871047331477113925658385543249731402545827085335178143254581595633538014725358058073454811482525795798325480146251578578932537914425057757710315478143249577577113154781422485765761231547714224857557513315476141247575575

1431547614124757457415305476140246574574163054751402465745741730537514024657457418305475140246574574193054751402465745742030547614024657457421305476140246574574223054761402465745742330547514024657457424305375140246573573253053751402465735732629537513924557357327295374139245573573282952741392455725722928527413824557257230285274138244572572 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 6126406514125558313162274267143257584106133046701382555828664324974141255582717535537914525558360263655831502565835837385885153256584584838598515125658458493860851502565845841039618615025758458411406386151257584584124064861512575845841341648615125758458414416486151257584584154064861502575845841640648515025658458417406485150256584584184064851502565845841940648515025658458420406486150257584584 21406486151257584584224064861502575845842340648615025658458424406485150256584584254063851502565835832639638514925558358327396284149255582582283862841482545825822938618314825458158130376183147253581581 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 611261401652413556831414212413916424035468111393124140164232349676929412514116623334767476951251431702353466736736125144172238344672672712514517224034367167181241451712373426706709123144170235341668668101231451692343406686681112214516923333966766712122145167232338666666131211441662313376646641411914316522933666366315117141163227333661661161151391602253316596591711213615822232865665618110134155220326654654191081311532183246526522010612915121632264964921103127149213320647647221011251472113176456452399123144209315643643249712014220731364064025951181402053116386382692116138203309636636 2790114136200307634634288811213419830563263229861101321963036306303085108130195301628628 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 6101136112226553128621133811422855510363217401082265538454320441122265536995624501152265545876726541212275545547929561232275545548930561222275555559930561212275545541093156121227554554119325612022755455412103356120226554554131133551202265545541411335512022655355315123355120226553553161333551192255535531713335511922555355318153355119225553553191533551192265535532016345512022655455421163456120227554554221734561212275545542318355712122755555524193557121228555555251935571222285555552620355712222855555527203557122228555555282136571222285565562923365712222855655630233658122228556556 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 613550751512655921284236507515226559310333365175143261588842436537714425858669753654811462575855856395886152258586586736578415125558258284061871532585865869396186151257585585103456811452525795791130537614124757457412275073137243571571132548701352415685681423466813323956656615214567131237565565162043651302365635631719426412923556256218184264128234562562191841631282345615612018416312823456156121184163128234561561221841631282345615612318416312823456156124194163128234561561251941631282345615612620416312823456156127204163127234561561282141631272335615612922416312723356156130234162127233561561

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 6119621123631242675318602193207232308422749144531892042282964147411153418520222629440873594051822002272924037307796178197225292398725725 717519522229039372072081701912182843897167169166188213278384712712101621852092743807087081115918220527037670470412155179201266372699699131521751972623686966961414817219425836469269215145168190255361688688161411651872513576856851713816218324835468268218135159180245351679679191321561782423486766762012915317524034667367321127150172237343670670221241481702343406686682312214516723233866566524119143164229335663663251171401622273336606602611413816022433065865827112135157222328655655281101331552203266536532910713115321732465165130105129151215322649649 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 61826511072445711298282651107244571104439295210224256985041234569924256970451640611022435705916184365992445715717194564922445715718174464912445715719184566952445725721019486899244572572112150701022445725721223537110324457257213245472103244572572 1424557210324457257215245572103244572572162455721032445715711724557210324457157118245572103244571571192455721032445715712024557210324457257221245572103245572572222455721032455725722324557210324557257224245572103245572572252455721032455725722624557210324557257227245572103245572572282455721032445725722924557210324457257230245572103244571571 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 610314902045311248215128820253010053251280197524820436148119552267854618831945215706582187193521521759229019352152187922881935215219710228719352152110811228719352152111812238719352152112912248719452152113111325881945215211411142688194522522151215288819452252216121529881955225221713163089195522522181317328919552352319151833901965235232016183491197524524 2116203591197525525221720379219852552523172138921985265262419223992198526526251922409219952652626202441931995265262720244293199526526282125459319952652629212546931995265263023264793199526526 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 611152144165298305021152144165336226331152449159349170441162752157348131551183054157339104263213258157326845752334601573106998524366215729458795253766157277501105263968157261431116263968157250375126263969157250328136263969157250289146263969157250256156263969157250250166264269157250250176264569157250250186264669157250250197264969157250250207265269157250250217265469157250250228265669157250250238265969157250250248266169157250250259266469157250250 269266669157250250279266870157250250281026717215725025029102673741572502503011267677157250250

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 6172027501713083169292329521733472349392332571683601767492435611653591361592638621643491076610284065164335871711304166163318720811304268163301604910314371162284514101031447316226744211103144731612543841293043721612543361392942721602532961482942711592522621582942711592522521672843701582512511772845701582512511872848701582512511972850701582512512072853701582512512182855711592522522282957711592522522382960711592522522482962711592522522592965711592522522692967711592522522710297072159252252281029727415925225229102975751592522523011297777159252252 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 611142144165298305021142144165336226331152348159349170441162652157348131551183054157339104163213257157326845742334601573106998424356215729458795253765157277500105263967157261431115263968157250375125263968157250328135263968157250289145263968157250256155263968157250250165264268157250250176264568157250250186264668157250250197264968157250250207265268157250250217265468157250250228265668157250250238265968157250250248266168157250250259266468157250250269266668157250250279266870157250250281026717215725025029102673741572502503011267677157250250 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 61779197120241336308227387931162373412304375909812423435617384738899125229356134557188100124227347106867189100126225335867 770891001262223207198698910012722131460596888101129220313516106585981272163094451162839612521430738712618295124212305339136081941232113043041460809312321130430415598093122210303303165979921222103033031758799212120930230218577891120209302302195777901202083013012056779011920730030021557689118206299299225475881172062992992354748711720529829824527386116204297297255172851142032962962650718411320229529527497083112200293293284869821111992922922947688111019829129130466780109197290290 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 61518254716829930642720274917033722743722305516635017134823346016435013225925376216434110486102840651643278507113041671643127038113142691632955919113143711632795031011314473162262434111131447416225537712103144731612543301310314473161254292 1410304373161254259151030437316125425416930437216025325317930457216025325318930487216025325319930497216025325320103052731612542542110315573161254254221031577316125425423103160731622552552410316274162255255251031657416225525526103167741622552552710317073162255255281031727416125425429103175751612542543011317777161254254 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 61455966882093043065249636992213337227635368761012123511716455718110721235113265577486110212343105365976881132123308557597889115212315709858788911621130459795778901182093025091056779011920830143911557689118206299382125374871172052983341352738611520329629614517184114202295295154970831132012942941648698211220029329317486881111199292292184767801101982912911946678010919729029020466679109197290290

21456578108196289289224465781071952882882343647710619428728724426376105194287287254262751051932862862641617410419228528527406174103191284284283960731021902832832938597510118928228230375877100189282282 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 610142043164297304820142043164335226131142348158348170341152652156347131451172954156339104162203257156325844742334591563106988423356215629458794243665156277500104253867156261431115253868156249374125253868156249328135253868156249289145253868156249256155253968156249249165254268156249249176254568156249249186254668156249249197254968156249249207255268156249249217255468156249249228255668156249249238255968156249249248256168156249249259256468156249249269256668156249249 279256870156249249281025717215624924929102573741562492493011257677156249249 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 6101122451833033110201122451833412307311124501773551737411326561743541340511629591733441061621833601723318597221366017131571084243760169298597973142591682815081010344157168264437118334156167260380127324156166259332136314156165258293146314256164257259156314256164257257166314256162255255176314556161254254186314856161254254197314956161254254207315256161254254217315459161254254228315761161254254238316063161253253248316165160253253259316466159252252269316668159252252279316970159251251281031717215825125129103173751582512513011317677157250250 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 618195101124245340322227993991222433542400377911001252353691813474901001262313691402572891011252283611112672901011272263479027719010112622333174686888991262203146289668799127218311535106586981272163094611164849712621530840112628396125213306351136081941232113043091459799212221030330315577891120209302302165677901192073003001755768911820629929918547588117205298298195374871162042972972052738611520429729721527285115203296296225171841142022952952350708311320129429424496982112200293293254768811111992922922646678010919829129127456679108197290290284465781071962892892943647710619528828830426381106194287287 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 6155687597218313313925367739621734523343526675100210359176045066761022073591360549667810220535010786496779104203337875 749687910420132172484867791052003046099466678107198291519104566791081972904471145657810719628938812446477107195288340134364771061942872991442637610519328628615426275105193286286164161741041922852851740617410319128428418396073102190283283193959721021902832832039597210219028328321385972101189282282223859711011892822822337587110018828128124375770100188281281253657709918728028026355669981872802802735557198186279279283455749718527827829335476961842772773033537896184277277

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 6126394669190306313822740476919034523343254048731843591758424405076180358135652441537717934810736254354801793358707264455811783197198254456831773026049244557851762845141024455886175268442112444578617526838412234356861742673361322435685173266296 14214255841722652651521415484172265265162040538317126426417194053821702632631819395282170263263191939528217026326320193953821702632632119395582170263263221939578217026326323183960811702632632418396281169262262251839658116926226226183867811692622622717387081169262262281738728016826126129173875801682612613017377880168261261 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 6100324145296302920162514633322463119301413461692413113413834513055141436138337103462416391383238397261941138308694826224413829258392725471382754971048274913825942811492951139243372124103249138231326134103551139232287144113650138231254155123949137230230165134248136229229176144449136229229186154652136229229197154954137230230207175256137230230 217175358138231231228185660138231231238185862138231231248206164138231231259206366137230230269216668137230230279226870137230230281023717213723023029102373731372302303011257575137230230 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 6142566285206306313924256628520634423273415664892003571751440566692197356135054057699319534710696415870951943338677416071961933177178406071981923016029396072100191284513103959721011902834421138597210118928238412375871100189282336133757701001882812961436577099187280280153556699818627927916345568971862792791734546797185278278183354679618427727719335366961842772772033536696184277277213253669518427727722325366951832762762332526595183276276243152659418227527525305165931822752752630506793181274274 2729507092180273273282849729218027327329284875911792722723027487790178271271 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 611125315417530731492152935581793462338318324166176359176042036467217635813585223951751783491075622395176175335871727465782179319720826455784178302605927475987179285515102949629118027344311305164931812743851231516494182275337133152659418227529714315265941822752751531526594183276276163152649418227527517315265941822752751830516493181274274193050639318127427420305063931812742742130506393181274274222950639318127427423295063921802732732429496292180273273252849659117927227226284867911792722722727487090178271271282747729017827127129264775891772702703026467889177270270 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 611024305317430731592122532541753462342312263560171359176241228386416935813595133042661693491075615334469169335871716354672168319720816364774168302605917374977168284515101738517916926844311183851801692623851218385181169262337131838518116926229714183952811692622631518395281169262262161838518116926226217183851811692622621818385181169262262191838518116926226220183853811692622622118385581169262262221838578116926226223173860801682612612417386280168261261251637658016826126126163767791672602602716367079167260260281536727816625925929153675781662592593015357778166259259

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 614659668820931232152486269912123522388351657499209366179945267781042083661389553708210620835611006557384110209343892 756758611120832673785675871142083096209567688116208301528105677901182073004541156779011920730039512557689118206299346135475881172052983041453748711720529829815537386116204297297165272851152032962961751728511420229529518507184113201294294195070831132012942942049698211220029329321486982111199292292224768811101982912912346678010919829129124456679109197290290254565781081962892892644647710719528828827436376106194287287284262751051932862862941627710419228528530406180103191284284 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 6177909711924033532822819410112324536124503819510412923937618514809510613223637714325839911113623836811356851021141392383549227871051161422393387638871071181452403336429881091211492403335471089109122151240333471118810912215124033341012881081211512393323581386107120149237330330 1485105118148236329329158310411714623432732716821031161452333263261780101114144232325325187910011314223032332319789811114122932232220769711013922832132121759610913822631931922749410713722531831823729310613522331631624709110413322131431425698910213222031331326678810113021831131127668699129217310310286485981272153083082963839612621430730730618295124212305305 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 61417244616730631442720275017134523343923325716835817574112637621673571355513294166168348107361532446916833486971735467216931871881736487416930160391737497816928451410173851801692674421118385180169262384121738518016826133613173750801682612961416375079167260262151536497816625925916143548771652582581714354877165258258181434487716525825819133450761642572572014345377165258258 2114345577165258258221434577716525825823143460771652582582414346277165258258251334657616425725726133467761642572572713347076164257257281334727616425725729133375761642572573013337777164257257 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 61891031101322533483393290103110132254371252538910311213724838619044891041151412453851471589106118142244376116569010811914524436294579111012114624334578189111012214824333665799011012215024233555910891091221512403334811187108121150238331418128510611914823632936613831041171462353283281482102115145233326326158010011314323132432416789811114122932232217769711013922732032018749510813722631931919739410713622431731720729310613522331631621719210513422231531522709010313322131431423698910213222031331324678810113121931231225668710012921731031026658699128216309309

27648598127215308308286384971262143073072962839512521330630630618194124212305305 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 61335348355378499594349927690961192403792592378931011262373931947480961061322373921500582991111352383811186684102114139238366961786105116142239349794887107118145239332667988108120148240333568108810812115023933248911881091221512393324241288109122151239332371138810912215123933233214891101221522403333331590110123153241334334169111112415424233533517921121251552433363361893113126156244337337199311412715724533833820941151281572453383382194115128157245338338229411512815724533833823931141271562453383382493113126156244337337259211212515524333633626901111241532423353352789110123152240333333288810812115123933233229861071201502383313313085106119148236329329 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 610511341553013087205113415533922913151339149353172541516421463521331516184314534210536282045144329854721021471433137058210224814329659392102550142279505104102752141262434114113053141246377124103253141234330134113553141234291144123853141234258155123953141234234165134253141234234176144554142235235186154854142235235197154955143236236207175257144237237217175559145238238228185761145238238238196063146239239248206265146239239259206468147240240269226669147240240279226971148241241281023727314824124129102474751482412413011257777148241241 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 614862689121230731472496369922133452333348637197207358175644863741002043571355548647610120334810736496678103202335870 74968791042013197198486879106200302605948688010820029351510476780109198291443114666791081972903851244657810719528833713426376106194287297144162751041922852851540607310319128428416385972101189282282173757701001882812811836566999187280280193555689818627927920345568971852782782134546797185278278223354679618427727723325366951832762762432526595183276276253152659418227527526305167931812742742729507093181274274282949729218027327329284975911792722723028487891179272272 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 61111124131153274370342721121251321542763742548311212713516127138919214113129139165269388148251141311431672693791174611513314517026936495271161351461722683617878116135147173268361662911513514717626736056410114135148177266359485111131341471762643574221211113214517426235536913109130143172260353353 1410712814117025835135115105125138168256349349161021231361652533463461710012113416325134434418981191311612493423421996116129159247340340209411512815724533833821921131261552443373372291111124154242335335238910912215224033333324871081211502383313312585106119148236329329268310411714623432732727821021151452333263262880101114143231324324297899112141230323323307797110140228321321

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 6116718118721033142633922177190197219340435254231801952032283394341926418119720723333743114915182199211235337430118361822002122373364299607182201212237334427794818120021223933342666891802002122403314245681017919921224133042348911177197210240328421424121741952082373254184181317119220523432241541514168189202231319412412151651861992283164094091616218219522531340640617159179192222310403403181561761892193074004001915217318621530439739720149170183212301394394 21146167180209297390390221431641772062943873872314016117420329138438424137157170200288381381251341541671972853783782613115116419428237537527128148161191279372372281251451581882763693692912214315618527336636630119140153182270363363 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 61243844671883103192225394568189350237132539487318336417864244050761803631379525415378180354109262543558017934088572645568117832473282545568317730761592445578517628952410244558861752724511124445786175268391122344578617426734313224356851732663021422425585173266267152142558517326626616214255841722652651721425584172265265182142558417226526519214255841722652652021425584173266266212142568517326626622214259841732662662321426184172265265242142648417226526525214166841722652652621416984172265265 2720417183171264264282041748317126426429204076831712642643019407882171264264 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 612134416418531432382233643651863542404324384772182368181042540517718136713965264355791823581105628465883182344895730496085182327740830506188182310622931516391182292530103152659418327645611325366951832763961232536695183276346133253669518327630514325366951832762761532526595183276276163152659418227527517315265941822752751831526594182275275193152659418227527520325265951832762762132526595183276276223252659518327627623325265951832762762431526594182275275253151669418227527526305169931822752752730517193181274274282950759218127427429295077921802732733028498091180273273 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 6112113414116428538034932119133140162283379259331181321411662773941952411713214316927339315065117133145170272383119161171341461712703689657117136147172269362797811613614717426836166991151351481762673605691011513614917726736048911115135148177266359424121131341471762643573711311213314617526335635614111131144174262355355151081291421722603533531610612714016925735035017104124137167255348348181011221351642523453451999120133162250343343209711813116024834134121951151281582463393392293113126156244337337239011112415324133433424881091221512393323322586107120149237330330268410411714723532832827821021151452333263262880100113143231324324297898111141229322322307696109139227320320

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 610512341553073159207143615734623433191743153360176341112247152358136051142650153349107662172954153335872 7220315615331972182213259153302606932234621532855161042235641532684441142235651532523861242235641532463381342235641522452971442238641522452631552141641522452451662143631522452451762145641522452451862148641522452451972150641522452452072253641522452452172255651532462462282357651532462462382360651542472472482362661542472472592365681542472472692467701542472472710247072154247247281024727415424724729102575761542472473011257877155248248 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 6130445173194307315323144517419534523373294452771883581758428445480184357135552845578118334810726314960861853348687294859841813187178335264901853006029325264921842835131026476089178271441112243568517326638312193952821702633351316375079167260295 1414354877165258261151333467616425725716113245741622552551710314573161254254189304873161254254199305072160253253209305272160253253219305572160253253229305772160253253239306072160253253249306272160253253259306572160253253269296772160253253279297072160253253281029727316025325329102974751602532533011297777159252252 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 61191205211234355450467821882012082303514763361318219720523034148324764178193204230334473187751731902022263294551464617018820022532443311727167186197222319412958816318219422131540879791591791912193114046731015517618921730639957511151172185214302395496121471681812102983914311314316417720629438738714139160173202291384384151361571691992873803801613315316619628437737717129150163192280373373181261471601892773703701912314415718727536836820121141154184272365365 211181391521812693623622211613614917926736036023113134147176264357357241101311441732613543542510812914117125935235226105126139169257350350271031241371662543473472810112213516425234534529991191321622503433433097117130160248341341 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 610142653173310318920142653173349236231172857169362177641203262168360136952233768169351108364263969170337877773042711703217258934467417030460991037497617028651810113851771702694461112405278170263387121341547917026333913144254801702632991414435580170263264151443558017026326316144355801702632631714435580170263263181443558017026326319144355801702632632014435580171264264211443568017126426422144357801712642642314436080171264264241443628017126426425144365801712642642614436780171264264

2714437080171264264281443728017126426429144375801702632633014437880170263263 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 6100312133299306120161413233622703119171253491708413111912134813175141422120339104262416251203258447261928119310698826223011929358692725321192764991048273411926043011492937120244373124103239120228327134103541120214288144113643120213255155123946121214227165134248121214214176144449121214214186154652122215215197154954122215215207175256123216216217175358124217217228185660125217217238185862127217217248206164129218218259206366130218218269216668131218218279226870132218218281023717213321821829102373731342182183010257575135218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria14EuroBelgium14EuroCyprus14EuroEstonia14EuroFinland14EuroFrance14EuroGermany14EuroGreece14EuroIreland14EuroItaly14EuroLatvia14EuroLithuania14EuroLuxembourg14EuroMalta14EuroNetherlands14EuroPortugal14EuroSlovakia14EuroSlovenia14EuroSpain14Czech korunaCzech Republic12Danish kroneDenmark15ForintHungary3KronaSweden8KunaCroatia1LevBulgaria– 2Pound sterlingUnited Kingdom20Romanian leuRomania3ZlotyPoland11KrónaIceland1Norwegian kroneNorway37Swiss francLiechtenstein4Swiss francSwitzerland4Australian dollarAustralia10Canadian dollarCanada30US dollarUnited States42YenJapan1