Commission Implementing Regulation (EU) 2019/1285 of 30 July 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 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) 2019/1285 of 30 July 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 4 July 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2019 market data. That information was published on 4 July 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 30 June 2019 until 29 September 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 30 June 2019. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 30 July 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– 0,462 %2,022 %– 0,472 %0,286 %– 0,176 %– 0,045 %2– 0,483 %1,853 %– 0,493 %0,659 %– 0,181 %0,044 %3– 0,455 %1,719 %– 0,465 %0,785 %– 0,148 %0,074 %4– 0,403 %1,626 %– 0,413 %1,173 %– 0,088 %0,105 %5– 0,335 %1,565 %– 0,345 %1,455 %– 0,000 %0,302 %6– 0,256 %1,523 %– 0,266 %1,760 %0,090 %0,559 %7– 0,174 %1,499 %– 0,184 %2,025 %0,186 %0,794 %8– 0,089 %1,486 %– 0,099 %2,224 %0,278 %0,969 %9– 0,005 %1,488 %– 0,015 %2,379 %0,364 %1,084 %100,078 %1,501 %0,068 %2,504 %0,449 %1,188 %110,153 %1,523 %0,143 %2,631 %0,602 %1,290 %120,224 %1,547 %0,214 %2,762 %0,790 %1,389 %130,292 %1,569 %0,282 %2,889 %0,982 %1,484 %140,353 %1,592 %0,342 %3,008 %1,163 %1,575 %150,400 %1,622 %0,390 %3,116 %1,330 %1,662 %160,433 %1,662 %0,423 %3,210 %1,482 %1,744 %170,461 %1,707 %0,450 %3,293 %1,619 %1,822 %180,489 %1,758 %0,479 %3,367 %1,742 %1,896 %190,524 %1,810 %0,513 %3,432 %1,853 %1,966 %200,568 %1,864 %0,558 %3,491 %1,954 %2,033 %210,624 %1,918 %0,614 %3,544 %2,045 %2,096 %220,688 %1,972 %0,678 %3,592 %2,129 %2,155 %230,758 %2,025 %0,748 %3,635 %2,205 %2,211 %240,830 %2,076 %0,821 %3,674 %2,275 %2,265 %250,904 %2,127 %0,895 %3,711 %2,339 %2,316 %260,979 %2,175 %0,970 %3,744 %2,399 %2,364 %271,053 %2,223 %1,044 %3,774 %2,454 %2,410 %281,126 %2,268 %1,117 %3,803 %2,505 %2,453 %291,197 %2,312 %1,188 %3,829 %2,553 %2,495 %301,266 %2,354 %1,258 %3,853 %2,598 %2,534 %311,334 %2,395 %1,326 %3,876 %2,640 %2,572 %321,399 %2,434 %1,391 %3,897 %2,679 %2,608 %331,462 %2,471 %1,455 %3,917 %2,716 %2,642 %341,523 %2,507 %1,516 %3,936 %2,750 %2,674 %351,582 %2,541 %1,575 %3,953 %2,783 %2,706 %361,638 %2,575 %1,631 %3,969 %2,814 %2,735 %371,692 %2,606 %1,686 %3,985 %2,843 %2,764 % 381,745 %2,637 %1,738 %3,999 %2,871 %2,791 %391,795 %2,666 %1,788 %4,013 %2,897 %2,817 %401,843 %2,694 %1,837 %4,026 %2,922 %2,842 %411,890 %2,721 %1,883 %4,038 %2,946 %2,866 %421,934 %2,747 %1,928 %4,050 %2,968 %2,889 %431,977 %2,772 %1,971 %4,061 %2,990 %2,911 %442,018 %2,796 %2,013 %4,072 %3,010 %2,932 %452,058 %2,819 %2,052 %4,082 %3,030 %2,952 %462,096 %2,842 %2,091 %4,091 %3,049 %2,972 %472,133 %2,863 %2,128 %4,101 %3,067 %2,991 %482,168 %2,884 %2,163 %4,109 %3,084 %3,009 %492,203 %2,904 %2,197 %4,118 %3,101 %3,026 %502,235 %2,923 %2,230 %4,126 %3,117 %3,043 %512,267 %2,941 %2,262 %4,133 %3,132 %3,059 %522,298 %2,959 %2,293 %4,141 %3,147 %3,075 %532,327 %2,976 %2,322 %4,148 %3,161 %3,090 %542,356 %2,993 %2,351 %4,155 %3,175 %3,105 %552,383 %3,009 %2,378 %4,161 %3,188 %3,119 %562,410 %3,025 %2,405 %4,167 %3,200 %3,132 %572,435 %3,040 %2,431 %4,174 %3,213 %3,146 %582,460 %3,054 %2,456 %4,179 %3,224 %3,158 %592,484 %3,068 %2,480 %4,185 %3,236 %3,171 %602,507 %3,082 %2,503 %4,190 %3,247 %3,183 %612,530 %3,095 %2,526 %4,196 %3,258 %3,194 %622,552 %3,108 %2,548 %4,201 %3,268 %3,205 %632,573 %3,120 %2,569 %4,206 %3,278 %3,216 %642,593 %3,132 %2,589 %4,210 %3,288 %3,227 %652,613 %3,144 %2,609 %4,215 %3,297 %3,237 %662,633 %3,155 %2,629 %4,219 %3,306 %3,247 %672,651 %3,166 %2,648 %4,224 %3,315 %3,257 %682,670 %3,177 %2,666 %4,228 %3,323 %3,266 %692,687 %3,187 %2,684 %4,232 %3,332 %3,275 %702,704 %3,197 %2,701 %4,236 %3,340 %3,284 %712,721 %3,207 %2,718 %4,239 %3,348 %3,292 %722,737 %3,217 %2,734 %4,243 %3,355 %3,301 %732,753 %3,226 %2,750 %4,247 %3,363 %3,309 %742,769 %3,235 %2,765 %4,250 %3,370 %3,317 %752,784 %3,244 %2,780 %4,254 %3,377 %3,325 %762,798 %3,253 %2,795 %4,257 %3,384 %3,332 %772,812 %3,261 %2,809 %4,260 %3,391 %3,339 %782,826 %3,269 %2,823 %4,263 %3,397 %3,347 %792,840 %3,277 %2,836 %4,266 %3,404 %3,354 %

802,853 %3,285 %2,850 %4,269 %3,410 %3,360 %812,866 %3,292 %2,863 %4,272 %3,416 %3,367 %822,878 %3,300 %2,875 %4,275 %3,422 %3,373 %832,891 %3,307 %2,887 %4,278 %3,427 %3,380 %842,902 %3,314 %2,899 %4,280 %3,433 %3,386 %852,914 %3,321 %2,911 %4,283 %3,439 %3,392 %862,926 %3,328 %2,923 %4,286 %3,444 %3,398 %872,937 %3,334 %2,934 %4,288 %3,449 %3,404 %882,948 %3,340 %2,945 %4,290 %3,454 %3,409 %892,958 %3,347 %2,955 %4,293 %3,459 %3,415 %902,969 %3,353 %2,966 %4,295 %3,464 %3,420 %912,979 %3,359 %2,976 %4,297 %3,469 %3,425 %922,989 %3,365 %2,986 %4,300 %3,474 %3,430 %932,999 %3,370 %2,996 %4,302 %3,478 %3,436 %943,008 %3,376 %3,005 %4,304 %3,483 %3,440 %953,017 %3,382 %3,015 %4,306 %3,487 %3,445 %963,027 %3,387 %3,024 %4,308 %3,491 %3,450 %973,036 %3,392 %3,033 %4,310 %3,496 %3,455 %983,044 %3,397 %3,042 %4,312 %3,500 %3,459 %993,053 %3,402 %3,050 %4,314 %3,504 %3,464 %1003,061 %3,407 %3,059 %4,316 %3,508 %3,468 %1013,070 %3,412 %3,067 %4,318 %3,512 %3,472 %1023,078 %3,417 %3,075 %4,319 %3,515 %3,476 %1033,086 %3,422 %3,083 %4,321 %3,519 %3,480 %1043,094 %3,426 %3,091 %4,323 %3,523 %3,485 %1053,101 %3,431 %3,099 %4,325 %3,526 %3,488 %1063,109 %3,435 %3,106 %4,326 %3,530 %3,492 %1073,116 %3,440 %3,114 %4,328 %3,533 %3,496 %1083,123 %3,444 %3,121 %4,329 %3,537 %3,500 %1093,130 %3,448 %3,128 %4,331 %3,540 %3,504 %1103,137 %3,452 %3,135 %4,333 %3,543 %3,507 %1113,144 %3,456 %3,142 %4,334 %3,546 %3,511 %1123,151 %3,460 %3,149 %4,336 %3,550 %3,514 %1133,158 %3,464 %3,155 %4,337 %3,553 %3,518 %1143,164 %3,468 %3,162 %4,338 %3,556 %3,521 %1153,170 %3,472 %3,168 %4,340 %3,559 %3,524 %1163,177 %3,475 %3,174 %4,341 %3,562 %3,527 %1173,183 %3,479 %3,181 %4,343 %3,565 %3,531 %1183,189 %3,482 %3,187 %4,344 %3,567 %3,534 %1193,195 %3,486 %3,193 %4,345 %3,570 %3,537 %1203,201 %3,489 %3,199 %4,347 %3,573 %3,540 %1213,206 %3,493 %3,204 %4,348 %3,576 %3,543 % 1223,212 %3,496 %3,210 %4,349 %3,578 %3,546 %1233,218 %3,499 %3,216 %4,350 %3,581 %3,549 %1243,223 %3,503 %3,221 %4,351 %3,583 %3,551 %1253,229 %3,506 %3,227 %4,353 %3,586 %3,554 %1263,234 %3,509 %3,232 %4,354 %3,588 %3,557 %1273,239 %3,512 %3,237 %4,355 %3,591 %3,560 %1283,244 %3,515 %3,242 %4,356 %3,593 %3,562 %1293,249 %3,518 %3,247 %4,357 %3,596 %3,565 %1303,254 %3,521 %3,252 %4,358 %3,598 %3,567 %1313,259 %3,524 %3,257 %4,359 %3,600 %3,570 %1323,264 %3,527 %3,262 %4,360 %3,603 %3,572 %1333,269 %3,529 %3,267 %4,362 %3,605 %3,575 %1343,274 %3,532 %3,272 %4,363 %3,607 %3,577 %1353,278 %3,535 %3,276 %4,364 %3,609 %3,580 %1363,283 %3,538 %3,281 %4,365 %3,611 %3,582 %1373,287 %3,540 %3,285 %4,366 %3,613 %3,584 %1383,292 %3,543 %3,290 %4,367 %3,616 %3,587 %1393,296 %3,545 %3,294 %4,368 %3,618 %3,589 %1403,300 %3,548 %3,298 %4,368 %3,620 %3,591 %1413,305 %3,550 %3,303 %4,369 %3,622 %3,593 %1423,309 %3,553 %3,307 %4,370 %3,624 %3,596 %1433,313 %3,555 %3,311 %4,371 %3,625 %3,598 %1443,317 %3,558 %3,315 %4,372 %3,627 %3,600 %1453,321 %3,560 %3,319 %4,373 %3,629 %3,602 %1463,325 %3,562 %3,323 %4,374 %3,631 %3,604 %1473,329 %3,565 %3,327 %4,375 %3,633 %3,606 %1483,333 %3,567 %3,331 %4,376 %3,635 %3,608 %1493,336 %3,569 %3,335 %4,376 %3,637 %3,610 %1503,340 %3,571 %3,338 %4,377 %3,638 %3,612 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1– 0,512 %0,744 %3,063 %1,277 %3,696 %1,613 %2– 0,533 %0,727 %3,435 %1,496 %3,680 %1,688 %3– 0,505 %0,738 %3,716 %1,637 %3,660 %1,655 %4– 0,453 %0,762 %3,939 %1,781 %3,655 %1,642 %5– 0,385 %0,793 %4,106 %1,902 %3,663 %1,650 %6– 0,306 %0,822 %4,239 %2,021 %3,680 %1,663 %7– 0,224 %0,851 %4,355 %2,143 %3,704 %1,679 %8– 0,140 %0,882 %4,455 %2,237 %3,727 %1,697 %9– 0,056 %0,912 %4,543 %2,287 %3,746 %1,724 %100,027 %0,942 %4,656 %2,308 %3,761 %1,750 %110,103 %0,969 %4,747 %2,332 %3,774 %1,788 %

120,173 %0,998 %4,810 %2,364 %3,784 %1,835 %130,241 %1,021 %4,852 %2,400 %3,793 %1,888 %140,302 %1,042 %4,879 %2,438 %3,801 %1,943 %150,349 %1,062 %4,894 %2,478 %3,807 %2,000 %160,382 %1,076 %4,901 %2,517 %3,813 %2,057 %170,409 %1,090 %4,901 %2,557 %3,818 %2,113 %180,437 %1,102 %4,895 %2,596 %3,822 %2,167 %190,472 %1,112 %4,886 %2,634 %3,826 %2,221 %200,516 %1,121 %4,874 %2,671 %3,830 %2,272 %210,573 %1,127 %4,859 %2,707 %3,833 %2,322 %220,638 %1,131 %4,843 %2,742 %3,836 %2,370 %230,709 %1,134 %4,826 %2,775 %3,839 %2,416 %240,782 %1,136 %4,808 %2,808 %3,842 %2,460 %250,858 %1,138 %4,789 %2,838 %3,844 %2,502 %260,933 %1,139 %4,770 %2,868 %3,846 %2,543 %271,008 %1,141 %4,752 %2,897 %3,848 %2,581 %281,082 %1,142 %4,733 %2,924 %3,850 %2,618 %291,155 %1,142 %4,714 %2,950 %3,852 %2,654 %301,226 %1,142 %4,696 %2,975 %3,853 %2,687 %311,294 %1,141 %4,678 %2,999 %3,855 %2,720 %321,360 %1,139 %4,660 %3,022 %3,856 %2,751 %331,425 %1,137 %4,643 %3,044 %3,857 %2,780 %341,486 %1,137 %4,626 %3,066 %3,859 %2,809 %351,546 %1,137 %4,610 %3,086 %3,860 %2,836 %361,603 %1,138 %4,594 %3,105 %3,861 %2,862 %371,659 %1,139 %4,579 %3,124 %3,862 %2,887 %381,712 %1,139 %4,564 %3,142 %3,863 %2,911 %391,763 %1,137 %4,549 %3,159 %3,864 %2,934 %401,812 %1,132 %4,535 %3,176 %3,865 %2,956 %411,859 %1,124 %4,522 %3,192 %3,866 %2,977 %421,904 %1,114 %4,509 %3,207 %3,866 %2,997 %431,948 %1,105 %4,496 %3,222 %3,867 %3,017 %441,990 %1,097 %4,484 %3,236 %3,868 %3,035 %452,030 %1,091 %4,472 %3,250 %3,869 %3,053 %462,069 %1,089 %4,461 %3,263 %3,869 %3,071 %472,106 %1,090 %4,450 %3,276 %3,870 %3,088 %482,142 %1,095 %4,439 %3,288 %3,871 %3,104 %492,177 %1,104 %4,429 %3,300 %3,871 %3,119 %502,210 %1,118 %4,419 %3,311 %3,872 %3,134 %512,242 %1,137 %4,409 %3,322 %3,872 %3,149 %522,273 %1,160 %4,400 %3,333 %3,873 %3,163 %532,303 %1,185 %4,391 %3,343 %3,873 %3,176 % 542,332 %1,213 %4,382 %3,353 %3,874 %3,189 %552,360 %1,243 %4,374 %3,363 %3,874 %3,202 %562,387 %1,274 %4,365 %3,372 %3,875 %3,214 %572,413 %1,306 %4,358 %3,381 %3,875 %3,225 %582,438 %1,339 %4,350 %3,390 %3,876 %3,237 %592,463 %1,371 %4,342 %3,398 %3,876 %3,248 %602,486 %1,404 %4,335 %3,406 %3,876 %3,258 %612,509 %1,437 %4,328 %3,414 %3,877 %3,269 %622,531 %1,470 %4,321 %3,422 %3,877 %3,279 %632,553 %1,503 %4,315 %3,429 %3,878 %3,288 %642,573 %1,535 %4,309 %3,437 %3,878 %3,298 %652,594 %1,567 %4,302 %3,444 %3,878 %3,307 %662,613 %1,598 %4,296 %3,450 %3,879 %3,316 %672,632 %1,629 %4,290 %3,457 %3,879 %3,325 %682,651 %1,659 %4,285 %3,464 %3,879 %3,333 %692,669 %1,689 %4,279 %3,470 %3,879 %3,341 %702,686 %1,718 %4,274 %3,476 %3,880 %3,349 %712,703 %1,747 %4,269 %3,482 %3,880 %3,357 %722,720 %1,775 %4,264 %3,487 %3,880 %3,364 %732,736 %1,803 %4,259 %3,493 %3,881 %3,371 %742,751 %1,830 %4,254 %3,499 %3,881 %3,378 %752,767 %1,856 %4,249 %3,504 %3,881 %3,385 %762,781 %1,882 %4,245 %3,509 %3,881 %3,392 %772,796 %1,907 %4,240 %3,514 %3,882 %3,399 %782,810 %1,932 %4,236 %3,519 %3,882 %3,405 %792,824 %1,956 %4,231 %3,524 %3,882 %3,411 %802,837 %1,979 %4,227 %3,528 %3,882 %3,417 %812,850 %2,002 %4,223 %3,533 %3,883 %3,423 %822,863 %2,025 %4,219 %3,537 %3,883 %3,429 %832,875 %2,047 %4,216 %3,542 %3,883 %3,435 %842,887 %2,069 %4,212 %3,546 %3,883 %3,440 %852,899 %2,090 %4,208 %3,550 %3,883 %3,446 %862,911 %2,110 %4,205 %3,554 %3,884 %3,451 %872,922 %2,131 %4,201 %3,558 %3,884 %3,456 %882,933 %2,150 %4,198 %3,562 %3,884 %3,461 %892,944 %2,170 %4,194 %3,566 %3,884 %3,466 %902,954 %2,189 %4,191 %3,570 %3,884 %3,471 %912,965 %2,207 %4,188 %3,573 %3,884 %3,475 %922,975 %2,225 %4,185 %3,577 %3,885 %3,480 %932,985 %2,243 %4,182 %3,580 %3,885 %3,485 %942,995 %2,261 %4,179 %3,584 %3,885 %3,489 %953,004 %2,278 %4,176 %3,587 %3,885 %3,493 %

963,013 %2,294 %4,173 %3,590 %3,885 %3,498 %973,022 %2,311 %4,170 %3,593 %3,885 %3,502 %983,031 %2,327 %4,167 %3,596 %3,886 %3,506 %993,040 %2,343 %4,165 %3,600 %3,886 %3,510 %1003,049 %2,358 %4,162 %3,602 %3,886 %3,514 %1013,057 %2,373 %4,159 %3,605 %3,886 %3,517 %1023,065 %2,388 %4,157 %3,608 %3,886 %3,521 %1033,073 %2,402 %4,154 %3,611 %3,886 %3,525 %1043,081 %2,417 %4,152 %3,614 %3,886 %3,528 %1053,089 %2,431 %4,149 %3,617 %3,887 %3,532 %1063,097 %2,444 %4,147 %3,619 %3,887 %3,535 %1073,104 %2,458 %4,145 %3,622 %3,887 %3,539 %1083,111 %2,471 %4,142 %3,624 %3,887 %3,542 %1093,119 %2,484 %4,140 %3,627 %3,887 %3,545 %1103,126 %2,497 %4,138 %3,629 %3,887 %3,549 %1113,133 %2,510 %4,136 %3,632 %3,887 %3,552 %1123,139 %2,522 %4,134 %3,634 %3,887 %3,555 %1133,146 %2,534 %4,132 %3,637 %3,887 %3,558 %1143,153 %2,546 %4,130 %3,639 %3,888 %3,561 %1153,159 %2,558 %4,128 %3,641 %3,888 %3,564 %1163,166 %2,569 %4,126 %3,643 %3,888 %3,567 %1173,172 %2,580 %4,124 %3,646 %3,888 %3,570 %1183,178 %2,592 %4,122 %3,648 %3,888 %3,572 %1193,184 %2,602 %4,120 %3,650 %3,888 %3,575 %1203,190 %2,613 %4,118 %3,652 %3,888 %3,578 %1213,196 %2,624 %4,116 %3,654 %3,888 %3,581 %1223,202 %2,634 %4,115 %3,656 %3,888 %3,583 %1233,207 %2,644 %4,113 %3,658 %3,888 %3,586 %1243,213 %2,654 %4,111 %3,660 %3,889 %3,588 %1253,218 %2,664 %4,109 %3,662 %3,889 %3,591 %1263,224 %2,674 %4,108 %3,664 %3,889 %3,593 %1273,229 %2,684 %4,106 %3,666 %3,889 %3,596 %1283,234 %2,693 %4,105 %3,667 %3,889 %3,598 %1293,239 %2,702 %4,103 %3,669 %3,889 %3,600 %1303,244 %2,712 %4,101 %3,671 %3,889 %3,603 %1313,249 %2,721 %4,100 %3,673 %3,889 %3,605 %1323,254 %2,729 %4,098 %3,675 %3,889 %3,607 %1333,259 %2,738 %4,097 %3,676 %3,889 %3,609 %1343,264 %2,747 %4,095 %3,678 %3,889 %3,611 %1353,269 %2,755 %4,094 %3,680 %3,889 %3,614 %1363,273 %2,764 %4,093 %3,681 %3,890 %3,616 %1373,278 %2,772 %4,091 %3,683 %3,890 %3,618 % 1383,282 %2,780 %4,090 %3,684 %3,890 %3,620 %1393,287 %2,788 %4,088 %3,686 %3,890 %3,622 %1403,291 %2,796 %4,087 %3,687 %3,890 %3,624 %1413,295 %2,804 %4,086 %3,689 %3,890 %3,626 %1423,300 %2,811 %4,084 %3,690 %3,890 %3,628 %1433,304 %2,819 %4,083 %3,692 %3,890 %3,630 %1443,308 %2,827 %4,082 %3,693 %3,890 %3,631 %1453,312 %2,834 %4,081 %3,695 %3,890 %3,633 %1463,316 %2,841 %4,079 %3,696 %3,890 %3,635 %1473,320 %2,848 %4,078 %3,698 %3,890 %3,637 %1483,324 %2,855 %4,077 %3,699 %3,890 %3,639 %1493,328 %2,862 %4,076 %3,700 %3,890 %3,640 %1503,332 %2,869 %4,075 %3,702 %3,891 %3,642 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1– 0,861 %0,841 %1,390 %1,728 %2,149 %3,954 %2– 0,891 %0,790 %1,405 %1,609 %2,136 %4,373 %3– 0,860 %0,797 %1,471 %1,560 %2,266 %4,556 %4– 0,803 %0,860 %1,528 %1,541 %2,433 %4,739 %5– 0,737 %0,925 %1,569 %1,540 %2,608 %4,850 %6– 0,655 %1,001 %1,621 %1,557 %2,747 %5,161 %7– 0,573 %1,084 %1,674 %1,582 %2,866 %5,370 %8– 0,481 %1,163 %1,717 %1,613 %2,981 %5,583 %9– 0,398 %1,236 %1,752 %1,646 %3,089 %5,761 %10– 0,329 %1,302 %1,779 %1,677 %3,184 %5,904 %11– 0,231 %1,365 %1,801 %1,726 %3,266 %6,004 %12– 0,180 %1,425 %1,822 %1,775 %3,337 %6,069 %13– 0,095 %1,482 %1,846 %1,812 %3,399 %6,108 %14– 0,036 %1,532 %1,876 %1,841 %3,454 %6,128 %150,013 %1,575 %1,911 %1,870 %3,504 %6,134 %160,055 %1,609 %1,952 %1,900 %3,548 %6,128 %170,090 %1,637 %1,996 %1,929 %3,589 %6,114 %180,117 %1,661 %2,043 %1,953 %3,626 %6,095 %190,137 %1,683 %2,091 %1,970 %3,660 %6,070 %200,149 %1,704 %2,139 %1,976 %3,692 %6,043 %210,156 %1,724 %2,187 %1,973 %3,721 %6,013 %220,160 %1,742 %2,235 %1,963 %3,748 %5,982 %230,167 %1,757 %2,281 %1,950 %3,774 %5,949 %240,180 %1,766 %2,326 %1,937 %3,798 %5,916 %250,201 %1,769 %2,370 %1,925 %3,820 %5,883 %260,231 %1,765 %2,412 %1,916 %3,841 %5,850 %

270,268 %1,759 %2,452 %1,912 %3,861 %5,818 %280,311 %1,754 %2,492 %1,912 %3,879 %5,786 %290,357 %1,753 %2,529 %1,917 %3,897 %5,755 %300,405 %1,759 %2,566 %1,928 %3,914 %5,724 %310,455 %1,772 %2,601 %1,945 %3,930 %5,694 %320,505 %1,792 %2,634 %1,966 %3,945 %5,665 %330,556 %1,816 %2,666 %1,991 %3,959 %5,637 %340,606 %1,844 %2,697 %2,019 %3,973 %5,610 %350,655 %1,874 %2,727 %2,048 %3,986 %5,584 %360,704 %1,906 %2,755 %2,078 %3,999 %5,559 %370,752 %1,939 %2,783 %2,110 %4,011 %5,534 %380,798 %1,973 %2,809 %2,141 %4,022 %5,510 %390,843 %2,008 %2,834 %2,173 %4,033 %5,488 %400,887 %2,042 %2,858 %2,205 %4,043 %5,465 %410,930 %2,076 %2,882 %2,236 %4,053 %5,444 %420,971 %2,110 %2,904 %2,267 %4,063 %5,424 %431,011 %2,143 %2,925 %2,298 %4,072 %5,404 %441,050 %2,176 %2,946 %2,328 %4,081 %5,385 %451,088 %2,208 %2,966 %2,357 %4,090 %5,367 %461,124 %2,240 %2,985 %2,386 %4,098 %5,349 %471,159 %2,270 %3,004 %2,414 %4,106 %5,332 %481,193 %2,300 %3,021 %2,442 %4,114 %5,315 %491,226 %2,330 %3,039 %2,468 %4,121 %5,299 %501,258 %2,358 %3,055 %2,494 %4,128 %5,284 %511,288 %2,386 %3,071 %2,519 %4,135 %5,269 %521,318 %2,412 %3,086 %2,544 %4,142 %5,255 %531,347 %2,439 %3,101 %2,567 %4,148 %5,241 %541,374 %2,464 %3,116 %2,591 %4,154 %5,228 %551,401 %2,489 %3,129 %2,613 %4,160 %5,215 %561,427 %2,512 %3,143 %2,635 %4,166 %5,202 %571,452 %2,536 %3,156 %2,656 %4,172 %5,190 %581,477 %2,558 %3,168 %2,676 %4,177 %5,179 %591,500 %2,580 %3,181 %2,696 %4,182 %5,167 %601,523 %2,601 %3,192 %2,716 %4,187 %5,156 %611,545 %2,622 %3,204 %2,734 %4,192 %5,146 %621,566 %2,642 %3,215 %2,753 %4,197 %5,135 %631,587 %2,661 %3,226 %2,770 %4,202 %5,125 %641,607 %2,680 %3,236 %2,787 %4,206 %5,116 %651,627 %2,698 %3,246 %2,804 %4,211 %5,106 %661,646 %2,716 %3,256 %2,820 %4,215 %5,097 %671,665 %2,734 %3,265 %2,836 %4,219 %5,088 % 681,683 %2,750 %3,275 %2,852 %4,223 %5,080 %691,700 %2,767 %3,283 %2,867 %4,227 %5,071 %701,717 %2,783 %3,292 %2,881 %4,231 %5,063 %711,733 %2,798 %3,301 %2,895 %4,235 %5,055 %721,749 %2,813 %3,309 %2,909 %4,238 %5,048 %731,765 %2,828 %3,317 %2,922 %4,242 %5,040 %741,780 %2,842 %3,325 %2,935 %4,245 %5,033 %751,795 %2,856 %3,332 %2,948 %4,249 %5,026 %761,810 %2,870 %3,340 %2,961 %4,252 %5,019 %771,824 %2,883 %3,347 %2,973 %4,255 %5,012 %781,837 %2,896 %3,354 %2,984 %4,258 %5,006 %791,851 %2,909 %3,361 %2,996 %4,261 %4,999 %801,864 %2,921 %3,368 %3,007 %4,264 %4,993 %811,876 %2,933 %3,374 %3,018 %4,267 %4,987 %821,889 %2,945 %3,381 %3,029 %4,270 %4,981 %831,901 %2,956 %3,387 %3,039 %4,273 %4,975 %841,913 %2,967 %3,393 %3,049 %4,275 %4,969 %851,924 %2,978 %3,399 %3,059 %4,278 %4,964 %861,936 %2,989 %3,405 %3,069 %4,280 %4,958 %871,947 %2,999 %3,410 %3,079 %4,283 %4,953 %881,957 %3,009 %3,416 %3,088 %4,285 %4,948 %891,968 %3,019 %3,421 %3,097 %4,288 %4,943 %901,978 %3,029 %3,427 %3,106 %4,290 %4,938 %911,988 %3,039 %3,432 %3,114 %4,292 %4,933 %921,998 %3,048 %3,437 %3,123 %4,295 %4,929 %932,008 %3,057 %3,442 %3,131 %4,297 %4,924 %942,017 %3,066 %3,447 %3,139 %4,299 %4,919 %952,027 %3,075 %3,451 %3,147 %4,301 %4,915 %962,036 %3,083 %3,456 %3,155 %4,303 %4,911 %972,044 %3,092 %3,461 %3,163 %4,305 %4,906 %982,053 %3,100 %3,465 %3,170 %4,307 %4,902 %992,062 %3,108 %3,470 %3,178 %4,309 %4,898 %1002,070 %3,116 %3,474 %3,185 %4,311 %4,894 %1012,078 %3,124 %3,478 %3,192 %4,313 %4,890 %1022,086 %3,131 %3,482 %3,199 %4,315 %4,886 %1032,094 %3,139 %3,486 %3,206 %4,317 %4,883 %1042,102 %3,146 %3,490 %3,212 %4,318 %4,879 %1052,109 %3,153 %3,494 %3,219 %4,320 %4,875 %1062,117 %3,160 %3,498 %3,225 %4,322 %4,872 %1072,124 %3,167 %3,502 %3,231 %4,323 %4,868 %1082,131 %3,174 %3,505 %3,238 %4,325 %4,865 %1092,138 %3,180 %3,509 %3,244 %4,327 %4,862 %

1102,145 %3,187 %3,513 %3,250 %4,328 %4,858 %1112,152 %3,193 %3,516 %3,256 %4,330 %4,855 %1122,159 %3,200 %3,519 %3,261 %4,331 %4,852 %1132,165 %3,206 %3,523 %3,267 %4,333 %4,849 %1142,172 %3,212 %3,526 %3,272 %4,334 %4,846 %1152,178 %3,218 %3,529 %3,278 %4,336 %4,843 %1162,184 %3,224 %3,533 %3,283 %4,337 %4,840 %1172,190 %3,229 %3,536 %3,288 %4,338 %4,837 %1182,196 %3,235 %3,539 %3,294 %4,340 %4,834 %1192,202 %3,241 %3,542 %3,299 %4,341 %4,831 %1202,208 %3,246 %3,545 %3,304 %4,342 %4,828 %1212,214 %3,252 %3,548 %3,309 %4,344 %4,826 %1222,219 %3,257 %3,551 %3,313 %4,345 %4,823 %1232,225 %3,262 %3,553 %3,318 %4,346 %4,820 %1242,230 %3,267 %3,556 %3,323 %4,348 %4,818 %1252,235 %3,272 %3,559 %3,327 %4,349 %4,815 %1262,241 %3,277 %3,562 %3,332 %4,350 %4,813 %1272,246 %3,282 %3,564 %3,336 %4,351 %4,810 %1282,251 %3,287 %3,567 %3,341 %4,352 %4,808 %1292,256 %3,292 %3,570 %3,345 %4,353 %4,805 %1302,261 %3,296 %3,572 %3,349 %4,355 %4,803 %1312,266 %3,301 %3,575 %3,354 %4,356 %4,801 %1322,271 %3,305 %3,577 %3,358 %4,357 %4,799 %1332,275 %3,310 %3,579 %3,362 %4,358 %4,796 %1342,280 %3,314 %3,582 %3,366 %4,359 %4,794 %1352,285 %3,319 %3,584 %3,370 %4,360 %4,792 %1362,289 %3,323 %3,586 %3,374 %4,361 %4,790 %1372,294 %3,327 %3,589 %3,378 %4,362 %4,788 %1382,298 %3,331 %3,591 %3,381 %4,363 %4,786 %1392,302 %3,335 %3,593 %3,385 %4,364 %4,783 %1402,306 %3,339 %3,595 %3,389 %4,365 %4,781 %1412,311 %3,343 %3,598 %3,392 %4,366 %4,779 %1422,315 %3,347 %3,600 %3,396 %4,367 %4,777 %1432,319 %3,351 %3,602 %3,399 %4,368 %4,776 %1442,323 %3,355 %3,604 %3,403 %4,369 %4,774 %1452,327 %3,359 %3,606 %3,406 %4,370 %4,772 %1462,331 %3,362 %3,608 %3,410 %4,370 %4,770 %1472,335 %3,366 %3,610 %3,413 %4,371 %4,768 %1482,338 %3,370 %3,612 %3,416 %4,372 %4,766 %1492,342 %3,373 %3,614 %3,419 %4,373 %4,764 %1502,346 %3,377 %3,616 %3,423 %4,374 %4,763 % Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,690 %5,951 %7,937 %0,435 %1,312 %6,568 %21,410 %6,142 %7,360 %0,438 %1,246 %6,518 %31,426 %6,324 %7,169 %0,460 %1,248 %6,574 %41,427 %6,487 %7,130 %0,491 %1,280 %6,730 %51,359 %6,622 %7,147 %0,513 %1,335 %6,896 %61,400 %6,735 %7,198 %0,537 %1,404 %7,086 %71,481 %6,815 %7,270 %0,554 %1,482 %7,269 %81,540 %6,869 %7,358 %0,573 %1,559 %7,445 %91,570 %6,898 %7,450 %0,592 %1,632 %7,614 %101,576 %6,913 %7,537 %0,615 %1,701 %7,752 %111,564 %6,914 %7,615 %0,664 %1,769 %7,884 %121,558 %6,906 %7,684 %0,733 %1,835 %8,003 %131,574 %6,889 %7,746 %0,814 %1,898 %8,098 %141,605 %6,868 %7,802 %0,901 %1,956 %8,168 %151,648 %6,843 %7,853 %0,990 %2,005 %8,211 %161,697 %6,816 %7,900 %1,081 %2,045 %8,230 %171,750 %6,787 %7,939 %1,170 %2,078 %8,228 %181,805 %6,757 %7,968 %1,258 %2,108 %8,211 %191,862 %6,726 %7,985 %1,342 %2,139 %8,183 %201,918 %6,696 %7,986 %1,425 %2,171 %8,145 %211,973 %6,666 %7,972 %1,503 %2,205 %8,101 %222,028 %6,636 %7,944 %1,579 %2,242 %8,052 %232,081 %6,607 %7,906 %1,652 %2,280 %8,000 %242,133 %6,578 %7,860 %1,721 %2,318 %7,946 %252,183 %6,550 %7,808 %1,787 %2,357 %7,890 %262,231 %6,523 %7,752 %1,851 %2,395 %7,834 %272,277 %6,496 %7,694 %1,911 %2,433 %7,778 %282,322 %6,471 %7,634 %1,969 %2,469 %7,723 %292,365 %6,446 %7,573 %2,024 %2,505 %7,668 %302,406 %6,422 %7,512 %2,076 %2,540 %7,614 %312,445 %6,399 %7,451 %2,126 %2,574 %7,562 %322,483 %6,377 %7,391 %2,174 %2,607 %7,511 %332,520 %6,355 %7,332 %2,220 %2,639 %7,462 %342,555 %6,335 %7,274 %2,263 %2,669 %7,414 %352,588 %6,315 %7,218 %2,305 %2,699 %7,367 %362,620 %6,296 %7,163 %2,345 %2,727 %7,322 %372,651 %6,277 %7,110 %2,383 %2,755 %7,279 %382,681 %6,259 %7,059 %2,419 %2,781 %7,237 %392,709 %6,242 %7,009 %2,454 %2,807 %7,197 %402,736 %6,226 %6,961 %2,488 %2,831 %7,158 %412,762 %6,210 %6,915 %2,520 %2,855 %7,121 %422,787 %6,195 %6,870 %2,551 %2,878 %7,085 %

432,811 %6,180 %6,827 %2,580 %2,899 %7,050 %442,835 %6,166 %6,786 %2,609 %2,921 %7,017 %452,857 %6,152 %6,746 %2,636 %2,941 %6,985 %462,878 %6,139 %6,707 %2,662 %2,960 %6,954 %472,899 %6,126 %6,670 %2,688 %2,979 %6,924 %482,919 %6,114 %6,634 %2,712 %2,998 %6,895 %492,938 %6,102 %6,600 %2,735 %3,015 %6,868 %502,957 %6,090 %6,566 %2,758 %3,032 %6,841 %512,975 %6,079 %6,534 %2,779 %3,048 %6,815 %522,992 %6,069 %6,503 %2,800 %3,064 %6,790 %533,008 %6,058 %6,473 %2,821 %3,079 %6,767 %543,024 %6,048 %6,444 %2,840 %3,094 %6,743 %553,040 %6,039 %6,417 %2,859 %3,108 %6,721 %563,055 %6,029 %6,390 %2,877 %3,122 %6,699 %573,069 %6,020 %6,364 %2,895 %3,136 %6,679 %583,084 %6,011 %6,339 %2,912 %3,148 %6,658 %593,097 %6,003 %6,314 %2,928 %3,161 %6,639 %603,110 %5,995 %6,291 %2,944 %3,173 %6,620 %613,123 %5,987 %6,268 %2,960 %3,185 %6,602 %623,135 %5,979 %6,246 %2,975 %3,196 %6,584 %633,147 %5,972 %6,224 %2,989 %3,207 %6,567 %643,159 %5,964 %6,204 %3,003 %3,218 %6,550 %653,170 %5,957 %6,184 %3,017 %3,228 %6,534 %663,181 %5,950 %6,164 %3,030 %3,238 %6,518 %673,192 %5,944 %6,145 %3,043 %3,248 %6,503 %683,202 %5,937 %6,127 %3,055 %3,257 %6,488 %693,212 %5,931 %6,109 %3,067 %3,267 %6,474 %703,222 %5,925 %6,092 %3,079 %3,276 %6,460 %713,231 %5,919 %6,075 %3,091 %3,284 %6,447 %723,240 %5,913 %6,058 %3,102 %3,293 %6,433 %733,249 %5,908 %6,043 %3,113 %3,301 %6,421 %743,258 %5,902 %6,027 %3,123 %3,309 %6,408 %753,267 %5,897 %6,012 %3,134 %3,317 %6,396 %763,275 %5,892 %5,997 %3,144 %3,325 %6,384 %773,283 %5,886 %5,983 %3,153 %3,332 %6,373 %783,291 %5,882 %5,969 %3,163 %3,339 %6,361 %793,299 %5,877 %5,955 %3,172 %3,346 %6,351 %803,306 %5,872 %5,942 %3,181 %3,353 %6,340 %813,313 %5,867 %5,929 %3,190 %3,360 %6,329 %823,320 %5,863 %5,917 %3,199 %3,367 %6,319 %833,327 %5,859 %5,904 %3,207 %3,373 %6,309 %843,334 %5,854 %5,892 %3,215 %3,379 %6,300 % 853,341 %5,850 %5,881 %3,223 %3,385 %6,290 %863,347 %5,846 %5,869 %3,231 %3,391 %6,281 %873,354 %5,842 %5,858 %3,239 %3,397 %6,272 %883,360 %5,838 %5,847 %3,246 %3,403 %6,263 %893,366 %5,834 %5,836 %3,254 %3,408 %6,255 %903,372 %5,831 %5,826 %3,261 %3,414 %6,246 %913,378 %5,827 %5,816 %3,268 %3,419 %6,238 %923,383 %5,824 %5,806 %3,275 %3,424 %6,230 %933,389 %5,820 %5,796 %3,281 %3,429 %6,222 %943,394 %5,817 %5,786 %3,288 %3,434 %6,214 %953,400 %5,813 %5,777 %3,294 %3,439 %6,207 %963,405 %5,810 %5,768 %3,301 %3,444 %6,199 %973,410 %5,807 %5,759 %3,307 %3,449 %6,192 %983,415 %5,804 %5,750 %3,313 %3,453 %6,185 %993,420 %5,801 %5,741 %3,319 %3,458 %6,178 %1003,424 %5,798 %5,733 %3,324 %3,462 %6,171 %1013,429 %5,795 %5,725 %3,330 %3,467 %6,165 %1023,434 %5,792 %5,717 %3,336 %3,471 %6,158 %1033,438 %5,789 %5,709 %3,341 %3,475 %6,152 %1043,443 %5,786 %5,701 %3,347 %3,479 %6,146 %1053,447 %5,783 %5,693 %3,352 %3,483 %6,139 %1063,451 %5,781 %5,686 %3,357 %3,487 %6,133 %1073,456 %5,778 %5,678 %3,362 %3,491 %6,127 %1083,460 %5,776 %5,671 %3,367 %3,495 %6,122 %1093,464 %5,773 %5,664 %3,372 %3,498 %6,116 %1103,468 %5,771 %5,657 %3,377 %3,502 %6,110 %1113,472 %5,768 %5,650 %3,381 %3,506 %6,105 %1123,475 %5,766 %5,643 %3,386 %3,509 %6,099 %1133,479 %5,763 %5,637 %3,391 %3,513 %6,094 %1143,483 %5,761 %5,630 %3,395 %3,516 %6,089 %1153,486 %5,759 %5,624 %3,399 %3,519 %6,084 %1163,490 %5,757 %5,618 %3,404 %3,523 %6,079 %1173,493 %5,754 %5,612 %3,408 %3,526 %6,074 %1183,497 %5,752 %5,605 %3,412 %3,529 %6,069 %1193,500 %5,750 %5,600 %3,416 %3,532 %6,064 %1203,504 %5,748 %5,594 %3,420 %3,535 %6,059 %1213,507 %5,746 %5,588 %3,424 %3,538 %6,055 %1223,510 %5,744 %5,582 %3,428 %3,541 %6,050 %1233,513 %5,742 %5,577 %3,432 %3,544 %6,046 %1243,516 %5,740 %5,571 %3,436 %3,547 %6,041 %1253,519 %5,738 %5,566 %3,439 %3,550 %6,037 %1263,522 %5,736 %5,561 %3,443 %3,552 %6,033 %

1273,525 %5,734 %5,555 %3,447 %3,555 %6,028 %1283,528 %5,732 %5,550 %3,450 %3,558 %6,024 %1293,531 %5,731 %5,545 %3,454 %3,561 %6,020 %1303,534 %5,729 %5,540 %3,457 %3,563 %6,016 %1313,537 %5,727 %5,535 %3,460 %3,566 %6,012 %1323,540 %5,725 %5,530 %3,464 %3,568 %6,008 %1333,542 %5,724 %5,526 %3,467 %3,571 %6,004 %1343,545 %5,722 %5,521 %3,470 %3,573 %6,001 %1353,548 %5,720 %5,516 %3,473 %3,576 %5,997 %1363,550 %5,719 %5,512 %3,476 %3,578 %5,993 %1373,553 %5,717 %5,507 %3,480 %3,580 %5,990 %1383,555 %5,716 %5,503 %3,483 %3,583 %5,986 %1393,558 %5,714 %5,499 %3,486 %3,585 %5,983 %1403,560 %5,713 %5,494 %3,489 %3,587 %5,979 %1413,563 %5,711 %5,490 %3,491 %3,589 %5,976 %1423,565 %5,710 %5,486 %3,494 %3,592 %5,972 %1433,567 %5,708 %5,482 %3,497 %3,594 %5,969 %1443,570 %5,707 %5,478 %3,500 %3,596 %5,966 %1453,572 %5,705 %5,474 %3,503 %3,598 %5,963 %1463,574 %5,704 %5,470 %3,505 %3,600 %5,959 %1473,576 %5,702 %5,466 %3,508 %3,602 %5,956 %1483,578 %5,701 %5,462 %3,511 %3,604 %5,953 %1493,581 %5,700 %5,458 %3,513 %3,606 %5,950 %1503,583 %5,698 %5,455 %3,516 %3,608 %5,947 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won15,473 %2,463 %3,182 %7,620 %1,618 %1,493 %25,694 %2,514 %3,182 %7,485 %1,522 %1,389 %36,132 %2,587 %3,209 %7,508 %1,525 %1,351 %46,404 %2,688 %3,257 %7,587 %1,547 %1,330 %56,643 %2,770 %3,295 %7,597 %1,597 %1,320 %66,828 %2,849 %3,319 %7,730 %1,658 %1,312 %76,981 %2,919 %3,355 %7,866 %1,716 %1,310 %87,106 %2,977 %3,414 %8,003 %1,767 %1,318 %97,214 %3,027 %3,478 %8,127 %1,816 %1,330 %107,300 %3,075 %3,534 %8,216 %1,869 %1,342 %117,354 %3,121 %3,576 %8,258 %1,925 %1,354 %127,381 %3,167 %3,616 %8,262 %1,979 %1,363 %137,389 %3,212 %3,664 %8,240 %2,025 %1,367 %147,383 %3,255 %3,715 %8,197 %2,062 %1,366 %157,366 %3,296 %3,766 %8,139 %2,091 %1,357 % 167,342 %3,336 %3,815 %8,072 %2,113 %1,340 %177,312 %3,374 %3,859 %7,996 %2,131 %1,324 %187,278 %3,410 %3,899 %7,916 %2,148 %1,313 %197,241 %3,445 %3,934 %7,833 %2,168 %1,312 %207,203 %3,478 %3,964 %7,749 %2,191 %1,324 %217,164 %3,510 %3,988 %7,663 %2,218 %1,349 %227,124 %3,540 %4,008 %7,579 %2,250 %1,384 %237,084 %3,569 %4,024 %7,495 %2,283 %1,427 %247,044 %3,596 %4,036 %7,413 %2,318 %1,475 %257,005 %3,622 %4,046 %7,332 %2,354 %1,526 %266,967 %3,647 %4,054 %7,254 %2,390 %1,578 %276,930 %3,671 %4,060 %7,178 %2,426 %1,632 %286,893 %3,694 %4,065 %7,105 %2,461 %1,685 %296,858 %3,716 %4,068 %7,034 %2,496 %1,738 %306,823 %3,736 %4,070 %6,965 %2,530 %1,791 %316,790 %3,756 %4,072 %6,900 %2,564 %1,842 %326,758 %3,775 %4,072 %6,836 %2,596 %1,892 %336,727 %3,794 %4,072 %6,775 %2,628 %1,941 %346,697 %3,811 %4,072 %6,717 %2,658 %1,988 %356,668 %3,828 %4,071 %6,661 %2,687 %2,034 %366,640 %3,844 %4,070 %6,607 %2,716 %2,079 %376,613 %3,859 %4,068 %6,555 %2,743 %2,121 %386,587 %3,874 %4,067 %6,505 %2,770 %2,163 %396,562 %3,888 %4,065 %6,458 %2,795 %2,203 %406,538 %3,902 %4,063 %6,412 %2,820 %2,241 %416,515 %3,915 %4,061 %6,368 %2,844 %2,278 %426,493 %3,928 %4,059 %6,326 %2,867 %2,313 %436,472 %3,940 %4,056 %6,285 %2,889 %2,348 %446,451 %3,952 %4,054 %6,246 %2,910 %2,381 %456,431 %3,963 %4,052 %6,209 %2,931 %2,412 %466,412 %3,974 %4,049 %6,173 %2,950 %2,443 %476,394 %3,984 %4,047 %6,138 %2,969 %2,473 %486,376 %3,994 %4,045 %6,105 %2,988 %2,501 %496,359 %4,004 %4,043 %6,073 %3,005 %2,528 %506,342 %4,013 %4,040 %6,042 %3,023 %2,555 %516,326 %4,022 %4,038 %6,012 %3,039 %2,580 %526,311 %4,031 %4,036 %5,984 %3,055 %2,605 %536,296 %4,039 %4,034 %5,956 %3,070 %2,629 %546,282 %4,048 %4,032 %5,929 %3,085 %2,652 %556,268 %4,056 %4,030 %5,904 %3,100 %2,674 %566,254 %4,063 %4,028 %5,879 %3,114 %2,695 %576,241 %4,071 %4,026 %5,855 %3,127 %2,716 %

586,229 %4,078 %4,024 %5,831 %3,140 %2,736 %596,216 %4,085 %4,022 %5,809 %3,153 %2,756 %606,205 %4,091 %4,020 %5,787 %3,165 %2,774 %616,193 %4,098 %4,018 %5,766 %3,177 %2,793 %626,182 %4,104 %4,016 %5,746 %3,188 %2,810 %636,171 %4,110 %4,015 %5,726 %3,200 %2,827 %646,161 %4,116 %4,013 %5,707 %3,210 %2,844 %656,151 %4,122 %4,011 %5,688 %3,221 %2,860 %666,141 %4,128 %4,010 %5,670 %3,231 %2,876 %676,132 %4,133 %4,008 %5,653 %3,241 %2,891 %686,122 %4,139 %4,007 %5,636 %3,250 %2,905 %696,113 %4,144 %4,005 %5,619 %3,260 %2,920 %706,105 %4,149 %4,004 %5,603 %3,269 %2,934 %716,096 %4,154 %4,002 %5,588 %3,278 %2,947 %726,088 %4,158 %4,001 %5,572 %3,286 %2,960 %736,080 %4,163 %4,000 %5,558 %3,295 %2,973 %746,072 %4,167 %3,998 %5,543 %3,303 %2,985 %756,064 %4,172 %3,997 %5,529 %3,311 %2,998 %766,057 %4,176 %3,996 %5,516 %3,318 %3,009 %776,050 %4,180 %3,995 %5,503 %3,326 %3,021 %786,043 %4,184 %3,993 %5,490 %3,333 %3,032 %796,036 %4,188 %3,992 %5,477 %3,340 %3,043 %806,029 %4,192 %3,991 %5,465 %3,347 %3,054 %816,023 %4,196 %3,990 %5,453 %3,354 %3,064 %826,016 %4,200 %3,989 %5,441 %3,361 %3,074 %836,010 %4,203 %3,988 %5,430 %3,367 %3,084 %846,004 %4,207 %3,987 %5,419 %3,374 %3,094 %855,998 %4,210 %3,986 %5,408 %3,380 %3,103 %865,992 %4,214 %3,985 %5,397 %3,386 %3,112 %875,987 %4,217 %3,984 %5,387 %3,392 %3,121 %885,981 %4,220 %3,983 %5,377 %3,397 %3,130 %895,976 %4,223 %3,982 %5,367 %3,403 %3,139 %905,970 %4,226 %3,981 %5,357 %3,408 %3,147 %915,965 %4,229 %3,980 %5,348 %3,414 %3,156 %925,960 %4,232 %3,979 %5,339 %3,419 %3,164 %935,955 %4,235 %3,978 %5,329 %3,424 %3,172 %945,950 %4,238 %3,978 %5,321 %3,429 %3,179 %955,945 %4,241 %3,977 %5,312 %3,434 %3,187 %965,941 %4,243 %3,976 %5,303 %3,439 %3,194 %975,936 %4,246 %3,975 %5,295 %3,444 %3,201 %985,932 %4,249 %3,974 %5,287 %3,449 %3,209 %995,927 %4,251 %3,974 %5,279 %3,453 %3,216 % 1005,923 %4,254 %3,973 %5,271 %3,458 %3,222 %1015,919 %4,256 %3,972 %5,264 %3,462 %3,229 %1025,915 %4,258 %3,972 %5,256 %3,466 %3,236 %1035,911 %4,261 %3,971 %5,249 %3,470 %3,242 %1045,907 %4,263 %3,970 %5,241 %3,475 %3,248 %1055,903 %4,265 %3,970 %5,234 %3,479 %3,255 %1065,899 %4,267 %3,969 %5,227 %3,483 %3,261 %1075,895 %4,270 %3,968 %5,221 %3,486 %3,267 %1085,892 %4,272 %3,968 %5,214 %3,490 %3,272 %1095,888 %4,274 %3,967 %5,207 %3,494 %3,278 %1105,885 %4,276 %3,966 %5,201 %3,498 %3,284 %1115,881 %4,278 %3,966 %5,195 %3,501 %3,289 %1125,878 %4,280 %3,965 %5,188 %3,505 %3,295 %1135,874 %4,282 %3,965 %5,182 %3,508 %3,300 %1145,871 %4,284 %3,964 %5,176 %3,512 %3,305 %1155,868 %4,286 %3,963 %5,170 %3,515 %3,310 %1165,865 %4,287 %3,963 %5,165 %3,518 %3,316 %1175,862 %4,289 %3,962 %5,159 %3,522 %3,321 %1185,859 %4,291 %3,962 %5,153 %3,525 %3,325 %1195,855 %4,293 %3,961 %5,148 %3,528 %3,330 %1205,853 %4,295 %3,961 %5,142 %3,531 %3,335 %1215,850 %4,296 %3,960 %5,137 %3,534 %3,340 %1225,847 %4,298 %3,960 %5,132 %3,537 %3,344 %1235,844 %4,300 %3,959 %5,127 %3,540 %3,349 %1245,841 %4,301 %3,959 %5,122 %3,543 %3,353 %1255,838 %4,303 %3,958 %5,117 %3,546 %3,358 %1265,836 %4,304 %3,958 %5,112 %3,549 %3,362 %1275,833 %4,306 %3,957 %5,107 %3,551 %3,366 %1285,830 %4,307 %3,957 %5,102 %3,554 %3,370 %1295,828 %4,309 %3,957 %5,097 %3,557 %3,374 %1305,825 %4,310 %3,956 %5,093 %3,559 %3,378 %1315,823 %4,312 %3,956 %5,088 %3,562 %3,382 %1325,820 %4,313 %3,955 %5,084 %3,565 %3,386 %1335,818 %4,315 %3,955 %5,079 %3,567 %3,390 %1345,816 %4,316 %3,954 %5,075 %3,570 %3,394 %1355,813 %4,317 %3,954 %5,071 %3,572 %3,398 %1365,811 %4,319 %3,954 %5,067 %3,574 %3,401 %1375,809 %4,320 %3,953 %5,062 %3,577 %3,405 %1385,806 %4,321 %3,953 %5,058 %3,579 %3,409 %1395,804 %4,323 %3,953 %5,054 %3,581 %3,412 %1405,802 %4,324 %3,952 %5,050 %3,584 %3,416 %1415,800 %4,325 %3,952 %5,046 %3,586 %3,419 %

1425,798 %4,326 %3,951 %5,043 %3,588 %3,422 %1435,796 %4,328 %3,951 %5,039 %3,590 %3,426 %1445,794 %4,329 %3,951 %5,035 %3,593 %3,429 %1455,792 %4,330 %3,950 %5,031 %3,595 %3,432 %1465,790 %4,331 %3,950 %5,028 %3,597 %3,435 %1475,788 %4,332 %3,950 %5,024 %3,599 %3,439 %1485,786 %4,333 %3,949 %5,020 %3,601 %3,442 %1495,784 %4,334 %3,949 %5,017 %3,603 %3,445 %1505,782 %4,336 %3,949 %5,014 %3,605 %3,448 %Term to maturity (in years)Turkish liraUS dollarYen121,580 %1,895 %– 0,169 %219,517 %1,680 %– 0,204 %318,100 %1,617 %– 0,222 %417,048 %1,616 %– 0,224 %516,570 %1,641 %– 0,212 %615,915 %1,680 %– 0,194 %715,246 %1,722 %– 0,169 %814,786 %1,765 %– 0,139 %914,471 %1,810 %– 0,107 %1014,213 %1,854 %– 0,073 %1113,963 %1,894 %– 0,040 %1213,712 %1,931 %– 0,008 %1313,462 %1,962 %0,025 %1413,215 %1,989 %0,056 %1512,972 %2,013 %0,085 %1612,734 %2,033 %0,112 %1712,501 %2,051 %0,137 %1812,274 %2,065 %0,161 %1912,055 %2,078 %0,183 %2011,842 %2,088 %0,205 %2111,637 %2,097 %0,225 %2211,440 %2,103 %0,243 %2311,250 %2,108 %0,258 %2411,069 %2,112 %0,269 %2510,894 %2,116 %0,276 %2610,728 %2,118 %0,278 %2710,568 %2,120 %0,281 %2810,416 %2,121 %0,287 %2910,270 %2,122 %0,299 %3010,131 %2,123 %0,320 % 319,999 %2,123 %0,351 %329,872 %2,123 %0,390 %339,751 %2,122 %0,434 %349,636 %2,120 %0,482 %359,526 %2,118 %0,532 %369,421 %2,114 %0,585 %379,320 %2,109 %0,638 %389,224 %2,103 %0,691 %399,132 %2,096 %0,745 %409,045 %2,087 %0,798 %418,961 %2,077 %0,850 %428,880 %2,066 %0,902 %438,803 %2,055 %0,952 %448,729 %2,045 %1,002 %458,659 %2,038 %1,050 %468,591 %2,032 %1,097 %478,526 %2,029 %1,142 %488,463 %2,029 %1,187 %498,403 %2,032 %1,230 %508,345 %2,039 %1,272 %518,289 %2,049 %1,312 %528,235 %2,061 %1,352 %538,184 %2,076 %1,390 %548,134 %2,093 %1,427 %558,086 %2,111 %1,463 %568,039 %2,130 %1,497 %577,995 %2,150 %1,531 %587,951 %2,171 %1,564 %597,910 %2,192 %1,596 %607,869 %2,213 %1,626 %617,830 %2,234 %1,656 %627,792 %2,256 %1,685 %637,756 %2,277 %1,713 %647,720 %2,298 %1,741 %657,686 %2,319 %1,767 %667,652 %2,340 %1,793 %677,620 %2,360 %1,818 %687,589 %2,380 %1,842 %697,558 %2,400 %1,866 %707,528 %2,420 %1,889 %717,500 %2,439 %1,911 %727,472 %2,458 %1,933 % 737,444 %2,476 %1,954 %747,418 %2,494 %1,975 %757,392 %2,512 %1,995 %767,367 %2,529 %2,015 %777,343 %2,546 %2,034 %787,319 %2,563 %2,052 %797,296 %2,579 %2,070 %807,273 %2,595 %2,088 %817,251 %2,611 %2,105 %827,229 %2,626 %2,122 %837,208 %2,641 %2,139 %847,188 %2,656 %2,155 %857,168 %2,670 %2,171 %867,148 %2,684 %2,186 %877,129 %2,698 %2,201 %887,111 %2,711 %2,216 %897,092 %2,724 %2,230 %907,074 %2,737 %2,244 %917,057 %2,750 %2,258 %927,040 %2,762 %2,271 %937,023 %2,774 %2,284 %947,007 %2,786 %2,297 %956,991 %2,798 %2,310 %966,975 %2,809 %2,322 %976,960 %2,820 %2,334 %986,945 %2,831 %2,346 %996,930 %2,842 %2,357 %1006,916 %2,852 %2,369 %1016,902 %2,863 %2,380 %1026,888 %2,873 %2,391 %1036,874 %2,883 %2,402 %1046,861 %2,892 %2,412 %1056,848 %2,902 %2,422 %1066,835 %2,911 %2,433 %1076,823 %2,920 %2,442 %1086,810 %2,929 %2,452 %1096,798 %2,938 %2,462 %1106,786 %2,947 %2,471 %1116,775 %2,955 %2,480 %1126,763 %2,964 %2,489 %1136,752 %2,972 %2,498 %1146,741 %2,980 %2,507 %

1156,730 %2,988 %2,516 %1166,720 %2,996 %2,524 %1176,709 %3,004 %2,532 %1186,699 %3,011 %2,541 %1196,689 %3,019 %2,549 %1206,679 %3,026 %2,556 %1216,669 %3,033 %2,564 %1226,659 %3,040 %2,572 %1236,650 %3,047 %2,579 %1246,640 %3,054 %2,587 %1256,631 %3,061 %2,594 %1266,622 %3,067 %2,601 %1276,613 %3,074 %2,608 %1286,605 %3,080 %2,615 %1296,596 %3,087 %2,622 %1306,588 %3,093 %2,629 %1316,579 %3,099 %2,635 %1326,571 %3,105 %2,642 %1336,563 %3,111 %2,648 %1346,555 %3,117 %2,655 %1356,547 %3,123 %2,661 %1366,539 %3,128 %2,667 %1376,532 %3,134 %2,673 %1386,524 %3,140 %2,679 %1396,517 %3,145 %2,685 %1406,510 %3,150 %2,691 %1416,502 %3,156 %2,696 %1426,495 %3,161 %2,702 %1436,488 %3,166 %2,708 %1446,481 %3,171 %2,713 %1456,475 %3,176 %2,719 %1466,468 %3,181 %2,724 %1476,461 %3,186 %2,729 %1486,455 %3,191 %2,734 %1496,448 %3,195 %2,739 %1506,442 %3,200 %2,744 %

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 RepublicCyprusDenmark10032502512004050420301455248040248534905045255520615555754072658595508376051155093861512520103863514510Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100004024162000024842331000220426420001924275400017542865000172429760001694308701017323198120175131108030177432Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501604214111202304318151502604421161702704523181902804625202102904 7262122030048282224131049292325231041031242533204Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom125912195002421716221200348201826150044921203117005522221341900654242338210075525243922008552725402400952282541250010512626412500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011010009201801000931290100094237010001052390100010634201000107444010001087420100010 953901000910542010109Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000510042000712043000812044000714045010615046050715047070915048012010150490180101504100180111504Duration (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 6162045121235560124226204512123556010003723461142315568164825491162305556755102854119230555568611305812423055555571232601262305555558123359125230555555

9123459124230555555101335591242305555551113366012423055555512143760124230555555131437601242305555551414386012423055555515143860124230555555161438601242305555551714386012423055555518143860124230555555191538601242305555552016386012423055555521163860124230555555221738601242305555552317386012423055555524193860124230555555251938601242305555552620386012423055555527203860124230555555282138601242305555552921386012423055555530233860124230555555 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 61122651127241566129021428531292435681038316315512223956584541733571242385636995183662127238563586618376513123756256271939661332365625628183965131236561561918396513023556156110184064129235560560111841641292345605601218416412823455955913184163127233558558141741621272335585581517406212623255755716164061126232557557 1716396112623155755718163961125231557557191639611252315575572016406112623255755721174062126232557557221740621262325575572318406212723255855824194062127232558558251941621272325585582620416212723255855827204162127232558558282141621272325585582922406212723255855830234062127232558558 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 616204512123556012412620451212355601000372246114231556816482549116230555675510285411923055556761130581242305555557123259126230555555812335912523055555591234591242305555551013355912423055555511133659124230555555121437591242305555551314375912423055555514143859124230555555151438591242305555551614385912423055555517143859124230555555181438591242305555551915385912423055555520163859124230555555211638591242305555552217385912423055555523173859124230555555 24193859124230555555251938591242305555552620385912423055555527203859124230555555282138591242305555552921385912423055555530233859124230555555 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 618296121197310636125627892117193306632101738197121188305630831480971211883026276905799712418929962562567998125192297623623778981251922956216218769712318929461961997597122187293618618107294119183289614614117093116181286612612126992115179285610610136992114178284609609146892114178284609609156891113178283609609166791113177283608608176790112176282608608186690111176282607607196589111175281606606206588110174280605605216487109174279605605226387108173279604604236286107172278603603246185106171277602602256084105170276601601265983104169275600600275882103168273599599285780102167272598598295679101166271597597305578100165270596596 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 611024491242385631247211265112624056510053142953120237563820415325612323756267951735611262375625706183765131237562562719396613323756256281839661312365615619184065130236561561101840651292355605601118416512923556056012194264129235560560131942641282345605601419426412823455955915184264128234559559161841631282335595591718416312823355955918184163128233559559191842631282345595592019426412823455955921194264129234560560221943641292355605602319436412923556056024194365129235560560251943651292355605602620436512923556056027204365129235560560282143641292355605602922436412923556056030234364129235560560

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 61506489165279604125025468931692826081008359759816628360882246379104170284609681565831091742856106106668511317928561061076787114181284610610 86686113178283609609964861111762826076071063861101752806066061163851091732796046041261851071722776036031360841061702766016011459831041692756006001558811031682735995991657801021672725985981756801011662725975971855791011652715965961955781001642705955952054789916427059559521537799163269594594225376981622685935932352759716226759359324517596161266592592255074951602665915912649739515926559059027497294158264589589284871931572635885882947709215626258858830467091156261587587 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 615194412023455912412519441202345599993622451132305558154724481152295546755927531182295545676102957123229554554711315912622955455481132581242295545549113358123229554554101234581232295545541112355912322955455412133659123229554554131337591232295545541413375912322955455415133759123229554554 161337591232295545541713375912322955455418133759123229554554191537591232295545542016375912322955455421163759123229554554221737591232295545542317375912322955455424193759123229554554251937591232295545542620375912322955455427203759123229554554282137591232295545542921375912322955455430233759123229554554 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 617255515325357812652725551532535781019382755138249574831410295712724757268851131581152465715786143461108245570570716376210024456956981738619324256856891945648724156756710194562842415665661118446084240565565121744618523956456413174461852385635631417446185237563563151744618523756256216174461852355605601717446185234560560181744618523455955919174461852345595592017446185234559559211744618523455955922174461852345595592317446185234559559 2419446185233558558251944618523255855826204461852325575572720446185231557557282144618523155655629224461852315565563023446185230556556 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 6186100125201315640131128498123199313638106138399122190307632869482991231903046297215819912519030162662668099127193299624624778991261932966216218769712318929461961997495121186291617617107395119184290615615117294118182288613613127093116180286612612136992114179285610610146891113177283608608156690112176282607607166589110175281606606176487109174279605605186386108173278604604196286107172278603603206185107171277602602216084106170276601601225983105169275600600235882104168274599599245781103167273598598255680102166272597597265579101165271596596275478100164270595595285377991632695945942952769816226859359330517597161267592592

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 61597498174288613127625872971732876121031358739716528260784245875991662806056985587610216727860360365776104170276601601757771041712745995998557610216827359859895375100165271596596105375991642705955951152759816326959459412527598162268593593135275971612675925921451749616126659259215507496160266591591164973951592655905901749729415826458958918487193158263589589194771931572635885882047719315726358858821477092157262588588224770921562625875872346709115626158758724456991155261586586254568901542605865862644688915426058558527436789153259584584284366881522585835832942668715225758358330416587151257582582 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 6131457014626058512822324671146260585103433247711392565818434324973140254579698533517714225357858663352801462525775777335381148251576576 83253791452505755759325379144249574574103254781432495745741131547814224857357312315477141247572572133154761402465715711430547514024557157115295375139245570570162852741382445695691728517313824356956918285173137243568568192751731372435685682027517313724356856821275173137243568568222751731372435685682327517213724356856824275172137242568568252750721362425685682627507213624256756727265072136242567567282650711362415675672926497113524156656630264971135241566566 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 6103261012155401234215261022165419933252895212537810436309721153667154936100211536564641139105211536536751441108211536536871440106211536536971540105211536536108164010521153653611818421062125375371291840105211536536131119411062125375371411204110621153753715121840104210536536 161217391032095355351713173910320953453418131739104209535535191518391042105355352015184010421053653621161940105211536536221720411052115365362317214110521153653624192140105211536536251922401052105365362620244110521053653627202442105210536536282125441042105365362921254610421053553530222647104210535535 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 6147618616227660112672476186162276601102034863871542725978324486589156270595689548669315826859459464867951612675935937496996163266591591847689416026559059094768931582645895891046689315726358858811466992156262588588124669911562615875871345689115526158658614456890154260585585154467891542595855851643668815325858458417426688152258583583184265871522575835831941658715125758258220416587151257582582214165861512575825822241648615025658158123406485150256581581 24406385149255580580253963841492545805802638628414825457957927386183147253578578283761821472535785782936608214625257757730365981145251577577

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 611631561312455701278220356013524957410303244064131248573841428456913625057569653149751402515765856304977143249574574735558214925257857883354801462515765769345681146252577577103658831472535785781138608414825457957912396285149255580580134063851492555805801440648515025558158115406485150256581581164063851492555805801740638514925558058018396284148254580580193862841482545795792038628414825457957921386284148254579579223862831482545795792338618314725357957924376183147253578578253760821472525785782637608214625257757727365981146251577577283659811452515765762935588014525057657630345880144250575575 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 611530551302445691285217315613224557110343193458126243568843420376112824256769752240661312425675856234270136242567567724447113824256756782445711372425675679244671136242567567102547711362425675671126487213624256756712264972136242567567132750721362425675671427507213624256756715275072136242568568162750721362425675671727507213624256756718265072136242567567192650721362425675672027507213624256756721275072136242567567222650721362425675672326497113624156756724264971135241566566252549701352415665662625487013424056656627244870134240565565282448691342395655652924476913323956456430234769133239564564 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 61506590165279604129325368931682826071042357739716428160685145976100167281606705561791061712816076076638211017628260760776484111178281607607 8638411017628160660696385110175281606606106486110175281606606116486110174280605605126387109174279605605136386108173279604604146286107172278603603156185107171277602602166184106170276601601176083105169275600600185982104169274600600195882104168274599599205881103167273598598215780102167272598598225680101166272597597235579100165271596596245478100164270595595255377991632695945942652769816226859359327527597161267592592285174961602665915912950739515926559059030497294158264590590 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 61829612119731063513292861001252013146401076387103127194311636880488105129196309635730591109135200311636636693112140206312637637794114142208312637637895116142208313638638996117143208313639639109611914320831363963911961191432073136386381296119142206312637637139511814020531163663614941171392033096346341592116137202308633633 16911141362003066326321789113135199305630630188811113319830362962919871101321963026276272085109131195301626626218410712919429962562522821061281922986236232381104126191296622622247910312518929562062025781011231872936186182676100121186292617617277598120184290615615287397118183288614614297295117181287612612307094115180285611611

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 619234812423756312842122651127241566103131631551222395658414183559126240565696521396613024156658462342701362425675677244472138242567567824457113724256756792446711362425675671025477113624256756711254872136242567567122649711362415675671325497113524156656614254870134240565565152448691342405655651623476813323956456417234668132238563563182246681322385635631922466713223856356320224668132238563563212246681322385635632222466813223856356323224668132238563563 24224668132238563563252246671322385635632622466713223756356327224567131237563563282245671312375625622922456713123756256230234567131237562562 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 619510913421032364913692951091342103246491106396111135203320645905497113138204318644750598116142207318643643698117145211317642642799119146213316642642898119146211316641641998119144209315640640109711914320831463963911951181422063126376371294117140204310635635139211613820230863363314911141362003066316311589112134198304630630168711013219630262762717851091301953016266261883107129193299624624198210612719229862362320811051261912976226222180104125190295621621227910212418929462062023781011231872936186182477100122186292617617257599121185291616616267498119184290615615277397118183289614614287295117182287613613297194116181286612612307093115179285611611 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 6133835237745356789214092829612119631063511293851011241923096349194891051291963106357605911091362003116366396931121402063126376377941151422093126376378951161422083136386389951171422073136386381096118142207313638638119611914220731363863812971201422073136386381397121143207313638638149812214320831363963915991221442083146396391610012314520931564064017101124146210316641641181021251472113176426421910312614821231864364320103127148213319644644211031271492133196446442210312714821331864464423102126148212318643643241021251472113176426422510112414621031664164126991231452093156406402798122143208314639639289712014220731263863829961191412053116366363094118139204310635635 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 610113611122555012592111361112255501014321336104221546828431438105219544685541643107218543575651845111217543543751947113217542542 871945111216541541971944109215540540108204410921454054011821441082145405401292144108214539539131122441082145405401411224410921454054015122344109215540540161223441092155405401713234510921554054018152445110216541541191524461102165415412016254711121754254221162648112218543543221727481132195445442317274911321954454424192849114220545545251928501142205455452620285011522054654627202951115221546546282129511152215465462922295111622154754730233051116222547547

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 615367921682826071276254689316928360810283557094162279604838455729616327760269455674100165276601601656761031692756016017567610417027459959985677103169273599599955771021672735985981054761011652715965961153769916427059559512527598162268593593135174961612675925921450739515926559059015487293158264589589 164770921562625875871745699115526158658618446890154260585585194367891532595845842043668815325858458421426688152258583583224265871512575825822341648615125658258224406486150256581581254063851492555805802639628414925458058027386283148254579579283861831472535785782937608214725257857830366081146252577577 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 611161301552313446701381211713115623234567111133119135158226343668909412113816222934366875451231411672323436686686123143170236342668668712414417123834266766781231441702363416666669122144169234340665665101221441682333396646641112114416723233766366312120143165230336661661131181411632283346596591411614016122633265765715114137159224329655655161111351572213276526521710913315421932565065018107130152217322648648191051281502153206466462010312714821331964464421101125147211317642642221001231452093156406402398121143207313639639 2496119141206311637637259411813920431063563526921161382023086336332791114136200306631631288911313419930463063029871111331973036286283086109131196301627627 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 611721862112874007261359218119522029641073510993186202226293410735901418920522929641073574851902082342994107357356190209237303409734734719021023730440773273281882092353014067317319187208233298404729729101862082322974037287281118420723029540172672612182205228292398723723131802032252893957217211417720022228639271771715174197219283389714714161701942162803867117111716719121227738370870818164187209274379705705191611842062713767027022015818120326837369969921155178200264370696696221521751972613676926922314917219425836468968924145169191255361686686251421661882523586836832613916318524935568068027136160182246352677677281331571792433496746742913115417624034667167130128152173238343669669 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 612944691442585831299230457014525958410483314771138255580855432497314025457970953351781432535795966345380147252578578734548114825257757783354801462505765769325479144250575575103254781432495745741132547814224857357312315577142247573573133154771412475725721431547614024657257215315476140246571571163054761402465715711730547514024657157118305475140246571571193054761402465715712030547614024657157121305476140246571571223054761402465715712330547514024657157124305475140245571571253053751392455715712630537513924557057027295374139245570570282952741392445705702929527413824456956930285274138244569569

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 6126406514125558013132284267143257582105933146701372545798644335074140254580715535538014425558060163655831492555815817385885152256581581 83859851512565815819386085150256581581103961861502565815811140638615125658258212416486151257582582134164861512565825821441648615125658258215416486150256581581164064861502565815811740648615025658158118406486150256581581194064861502565815812041648615025658158121416486150256582582224164861502565815812341648615025658158124406485150256581581254063851492555815812639638514925558058027396284148254580580283862841482545795792938618314725357957930376183147253578578 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 611261401652413556801403212513916424035367911303125140164231348674922412514216623334667276451251431702353456716716125144172238344669669712514517223934366866881241451712373426676679123144170235340666666101231451692343406656651112314516923333966466412122145168232338663663131211441662313366626621412014316522933566066015118141163227333658658 1611513916122533165665617113136158222328653653181101341562203266516511910813215321832464964920106129151216321647647211041271492133196446442210112514721131764264223991231452093156406402497121142207312638638259511814020531063663626931161382023086336332791114136200306631631288911213419830462962929871101321963026276273085108130194300625625 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 610113611222555112822113381142285531032321741108225550842442044111225550697562450115226551585672754120226552552792956123227552552893056122227552552993156121227552552109325612122655255211103356120226551551121033561202265515511311335512022655155114113355120225551551151233551192255515511613335511922555055017133355119225550550181533551192255505501915335511922555055020163455120226551551211634561202265515512217355612122655255223183557121227552552 24193557121227552552251935571212275525522620355712222755355327203657122227553553282136571222285535532922365712222855355330233658122228553553 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 613550751502645891280236507515126559010303365175143260585840436537714425858369553654811462565825836395886152258583583736568415125457957984061871532585835839396186151257582582103456801452515765761130527614024657157112275073137243568568132548701342405655651423466813223856456415214567131237562562162043651292355605601719426412923456056018184263128234559559191841631272335595592018416312823355955921184163128233559559221841631282335595592318416312723355955924194163127233558558251941631272335585582620416312723355855827204163127233558558282141631272335585582922416212723355855830234162127232558558

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 6119921323831442775316982195209234310423749134431912062302984157401082418720422829540973488651832012282934037297406180199226293398724724717619622429039471971981721932192853897157159167189214279385710710101641862102753817067061116018320627137670270212156180202267372698698131531761982633686946941414917319425936569069015146169191255361686686161421661872523586836831713916218424935468068018136159181246351677677191331561782433486746742013015417624034667167121128151173237343668668221251481702353406666662312214616823233866366324120143165229335661661251171411632273336586582611513816022433065665627113136158222328653653281101341552203266516512910813215321832364964930106129151216321647647 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 6182650107243568128828265010724356810353929521022415668444123456992415676985164061102242568586618436598243568568719456492243569569 81744639124356956991845669524356956910204868992445695691121507010224456956912235371102244569569132454711032445695691424557210324456956915245572103244569569162455721032435685681724557210324356956918245572103243569569192455721032435695692024557210324456956921245572103244569569222455721032445695692324557210324456956924245572103244569569252455721032445695692624557210324456956927245572103244569569282455721032445695692924557210324356956930245572103243568568 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 6103148920352812472151288202527100432512801975228194361480194520678546188319451956965821871935185187592389193518518879228819351851897102287193518518108112287193518518118122387193518518129122487193518518131113258819351951914111426881945195191512152888194519519 161215298819451951917131630891945205201813173289195520520191518339019552152120161834901965215212116203591197522522221720379119752252223172138921985235232419213992198523523251922409219852352326202441921985235232720244292198523523282125459219852352329212546921985235233023264792198524524 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 611152144164297304421152144164335225731152348159348169941162652156347131052183054156338103863213258156324842752334601563096968524366215629358595253765156276498105263967156260429116263968156250373126263968156250327136263968156250288146263968156250255156263968156250250166264268156250250176264468156250250186264668156250250197264968156250250207265268156250250 217265368156250250228265668156250250238265868156250250248266168156250250259266368156250250269266668156250250279266870156250250281026717215625025029102673741562502503011267675156250250

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 6172127501713083170292329521733472348392332571673601764492435611653581359592638621643481074610284065164334870711304166163318718811304268162301603911314371162283513101131447316126644211103144731612543831210304372160254335139304372160253295149294271159252262158294271159252252167284270158251251177284570158251251187284870158251251197285070158251251208285270158252252218285571159252252228295771159252252238296071159252252248296271159252252259296571159252252 2692967711592522522710297072159252252281029727315925225229102975751592522523011297777159252252 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 611142143164297304321142143164335225631152348159348169841162652156346131051183054156338103863203257156324841742334601563096968524356215629358595253765156276498105263967156260429115263968156249373125263968156249327135263968156249288145263968156249255155263968156249249165264268156249249176264468156249249186264668156249249197264968156249249207265268156249249217265368156249249228265668156249249238265868156249249248266168156249249259266368156249249269266668156249249279266870156249249281026717215624924929102673741562492493011267675156249249 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 61779097119240335308127386931152363402296375899812323335417314738898124228354134057188100124226346106467188100125224334865770891001252223197178698810012722131460396888100128219313514106585981272163094431162839612521330638512618194124212305338136081941232113043041460809312221030430415598093122210303303165979921212093033031758799212120930230218577891120208301301195777901202073013012056779011920730030021557689118206299299225575881172052982982354748711620429729724537386115203296296255272851142022952952650718411320129429427497083112200293293284869821111992922922947688111019829129130466780109197290290 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 6151825471682983058272027491703362268372130551653491707482333591633481317592537611643391043610283965163326846711304167163311700 81131426916329458891131437116227850110113144731622614321111314473161255375121031447316125432913103144731612542901410304373161254258151030437316125425416930437216025325317930457216025325318930487216025325319930497216025325320103052731612542542110315573161254254221031577316125425423113160731612552552411316274161255255251131657416125525526113167741612552552711317073161255255281131727416125525529113175751612542543011317777161254254 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 6145596588208304306524962699121233722763536776101211350171345570811072113491321557738511021234110486587688113212328851759788911421131370585878891162103035939577789118209302506105677891182073004361155758811720629937912537487116204297332135272851152032962961451718411320129429415497083112200293293

164869821111992922921748688111019829129118476780110197291291194667801091972902902045667910819628928921456578108196289289224465781071952882882343647710619428728724426376105193286286254262751041922852852641617410419128528527406073103191284284283960721021902832832938597510118928228230375877100188281281 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 610142043164297304120142043164334225531142348158347169741152651155346130951172953155337103762203157155324841742233591553096958423356115529258594243664155276498105253867155259429115253867155249373125253868155249326135253868155249288145253868155249255155253968155249249165254268155249249176254468155249249186254668155249249197254968155249249207255268155249249217255368155249249228255668155249249238255868155249249 248256168155249249259256368156249249269256668156249249279256870156249249281025717215624924929102573741562492493011257675156249249 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 6101122451833033105201122451833412303311124501773541733411326561743531337511628591723441058621833601713308577221366017031470984243760169297595973142591682805071010344257167264436119334156166260379127324156165259332136314156165258292146314257164257259156314257163256256166314257162255255176314557161254254186314757160253253197314957160253253207315257161254254217315459161254254228315761161254254238315963160253253248316164160253253259316466159252252269316668159252252279316870158251251281031717215825125129103173751572512513011317677157250250 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 618195101124245340322427993991222423552404377911001252353701816475901001262303701403573891011252273611112672901011272253479027719010112622333174686988991262203136279678799127218311534106586991272163094601164849712621530840012628396125213306350136181941232113043081459809312221030330315587891121208302302165677901192073003001755768911820629929918547588117205298298195474871162042972972053738611620329729721527285115202296296225171841142022952952350708311320129429424496982112199293293254868811111982922922647678011019729129127466679109196290290284565781081952892892944647710719428828830436380106193287287 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 6154687497218313313225367739521634523303526674992103591757450667610220635813575496678102204349107564967781042023368727496879104201320721 84867781051993036069466678107198291516104566791071962904441145657810719528938612446477107194288338134364761061942872981442637610519328628615426275105192286286164161741031912852851740617410319128428418396073102190283283193959721021902832832039597210218928328321385972101189282282223858711011892822822337587110018828128124375770100188281281253657709918728028026365669981862792792735557098185279279283455729718527827829335476961842772773033537896183277277

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 612640466818930731492274047691903462339325404873183359176042440507618035813575244153771793481074625435480178334870726445581177318719825445683177301604925455785176284514102445578617526844211244457861742683841223435686174267336132243568517326629614214255841722652651521415484171265265 162040538317126426417194053821702632631819395282170263263191939528216926326320193953821692632632119395582170263263221939578216926326323193960811692632632418396281169262262251839658116926226226183867811692622622718387081168262262281738728016826126129173875801682612613017377780168261261 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 6100324145295302320162514633322413119301403451687413113413834413025141436138336103162416391383228367261941138307691826224413829158192725471382744951048274913825842611492951139242371124103249137230325134103550138232286144113650138231254155123949137230230165124248136229229176144449136229229186154652136229229197154953136230230207175156137230230217175358137230230228185659137231231238185862137231231 248206164137230230259206266137230230269216568137230230279226770137230230281023707113723023029102372731372302303010257575137230230 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 6142566285206303311024256628520634123063415664891993541735440566692196353133954057699319534410606415870951943318597416071961933157118405971981922985979395971100191284509103959721011902834381138597210118928238112375871100188281333133757709918728129414365669991872802801535566998186279279163455689718527827817345467971852782781833546796184277277193353669618427727720335366961832772772132536695183276276223253669518327627623325265941822752752431526494182275275253051659318127427426305067931802742742729507092180273273282849729117927227229284874911782722723027487790178271271 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 611125315417530631382152935581793442329318324166176358175442036467217635713535233951751773481071622395176175334868727465782179318718826455783178301603927475987178284513102949629118027344211305163931812743841231516493181275336133152659418227529614315265941822752751531526594182275275163151649418227527517315164941822752751830516493181274274193050639318127427420305063931812742742130506393180274274223050639218027327323295063921802732732429496292179273273252849659117927227226284867911792722722727487090178271271282747729017827127129264775891772702703026467789176270270 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 611124315317430731552122532541753462338312273560171359175941328386416835713565133042661683481073615334470168334869717354672168318718

817364774168301603917374977168284513101738517916826744211183851801692623841218385181169262336131839518116926229614183952811692622621518395281169262262161838518116926226217183851811692622621818385181169262262191838518116926226220183952811692622622118385581169262262221838578116826226223173860801682612612417386280168261261251737657916726026026163767791672602602716367079166260260281536727816625925929153674781662592593015357778165259259 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 614659668820930931772496269912123482357351657499209362177745267781032083621372553708210620835310886557384110208339882756758611120832373085675871142083066149567688116207301523105677891182073004501156778911920730039112557689118206299343135575881172052983021454748711620429829815537386116203297297 165272851152032962961751728511420229529518507184113201294294195070831132002942942049708211220029329321486982111199292292224768811101982912912347678010919729029024466679108196290290254565781081952892892644647710719528828827436376106194287287284262751051932862862941627610419228528530406178103191284284 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 617790971192403353270281941011232443602441381951041292393741841480961061322363741423583991111362383651127685102114139238352915787105116142238335758888107119145239333638989109121149240333544108910912215124033346811891091221512393334071288108121151238332356138710712014923733033014851061191482363293291584104117146234328328168210311614523332632617811011141442313253251879100113142230323323197899111141229322322207797110140227321321217596109138226319319227494107137224318318237293106135223316316 24719110413322131531525699010313222031331326678810113021831131127668699129217310310286485981272153083082963839612621430730730618295124212305305 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 614172446167307315327212750171345233239233257167358175541126376316735713535132941661683471070615334469168333867717354672168317717817364874168300602917374978169283513101838518016926644111183851801682623831217385180168261335131737508016826129514163750791672602611515364978166259259161535487716525825817143548771652582581814344877164258258191434507616425725720143452771642582582114345577165258258221434577716525825823143460771642582582414346277164258258251434657616425725726133467761642572572713347076164257257281334727616425725729133375761642572573013337777163257257 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 6190103110132253348337529010411013325336925143891041121372483841896489104115141245384146558910611814224437511606901081201452443609407911101211462433437778911101221492433366539901101221512423355561089110122151240333478118810812115023833241512861061191492363303631384104117147235328328148210211514523332632615801011141432313243241678991121412293223221776971101392273203201875951081382263193191973941071362243173172072931061352233163162171921051342223153152270911041332213143142369901031322203133132468881011312193123122567871001302173113112666869912821631031027648598127215308308286384971262143073072962839612521330630630618295124212305305

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 61333347353376497592348127790971192403762571379931021272373901931481961071332373881488583991111362383781177685103114140238364953787106117142239346787 888107119145239333661988108120149240333563108810912215023933348411881091221512393324211289109122151239332368138910912215224033333314891101231522403333331590111124153241334334169111212515424233533517921131261552433363361893114127156244337337199411412715724533833820951151281572453383382195115128158245339339229411512815724533833823941141271572453383382493114126156244337337259211312515524333633626911111241542423353352790110123152240333333288810912215123933233229871071201502383313313085106119148236329329 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 610512341553013089205123415533922923151439149353172541516421463511331516184314534210536282045144329853721021471433137058210224814229659292102550141279504104102752141262434114113053141246377124113253141234330134113553141234291144123853141234258155123953141234234 165134253141234234176144554142235235186154754142235235197154955143236236207175256144237237217175459144238238228185761145238238238196063146239239248206165146239239259206466147240240269226668147240240279226971147241241281023727314824124129102474751482412413011257777148242242 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 614862689121130731342496369912123442323348637196207357174944863739920335613495486476100202347106864966781032023338657496778104200317716848687910620030060194868801081992925121047678010919829144111466679108196289383124465771071952883351342637610519328629614416174104192285285154060731021902842841638587110118928228217375770100188281281183656699918628028019355568981852792792034556897185278278213454679718427827822335467961842772772332536695183276276 2432526595182276276253151659418227527526305167931812742742730507092180273273282949729218027327329284975911792722723028487790178272272 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 611111241311532743693408211212513215427537125313113127136161271386190741131291391652693861472511413114316726937611666116133145170269362946711713514617226836278381161351471732673616589115135147176267360561101151351481772663594831111313414717626435742012112132145174262355368131101301431722603533531410712814117025835135115105126139168256349349161031231361662533473471710112113416325134434418981191321612493423421996117130159247340340209511512815724533833821931131261562443373372291112124154242335335238911012315224033333324871081211502383313312586106119148236329329268410411714723432832827821031161452333263262880101114143231324324297999112142229323323307798111140228321321

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 611671801872093304253350217619019621933943524953180194203228338433188841811962072333374311460518219821023433743011586182199211236335428939718220121223733442777781812002112383324256539179199211240331424556101781992122403294234791117719721023932742142112174195208237325418418131711922052343224154151416818920223131941241215165185198228316409409161621821952253124064061715917919222130940240218155176189218306399399191521731862153033963962014917018321230039339321146167180209297390390221431641772062943873872314016017320329138438424137157170200287381381251341541671972843783782613115116419328137537527128148161191278372372281251451581882763693692912214315518527336636630119140153182270363363 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 612538456718831031932253945681893502371325394873183364178642540517618036313795254253781803541092626435580179340885727455682178324732 825455683177307615925455785176289523102445588617527245111244457871752683911223445786174267343132343568517326730214224356851732662671522425585173266266162242558517226626617224255841722662661822425584172266266192242558517226626620224255851722662662122425685173266266222242598517226626623224261841722662662421426484172265265252142668417226526526214169841722652652721417183171265265282041748317126426429204176831712642643020407883170264264 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 612135416418531432302233743651863542398324384772182367180642540517718136613935274355801823571102629465883182343893731496086182326738831506188182309620931516391182291528103252659418327645411325366951832763951233536695183276345133253669518327630414325366951832762761532536695183276276 163252659418227627617325265941822762761832526594182276276193252659518227627620325365951832762762132536695183276276223253669518327627623325265951832762762432526594182275275253152669418227527526315169941812752752730517193181274274283050749318027427429295077921802732733029497992179273273 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 611211351411642843803464212013314016228337825713118132141166276391193641171331431692733901494511713414617027238011826117135146172270366958711813614717326936279281171361481742683626659116136148176267360567101161361491782663604881111513514817826635942312114134147177264358370131121331461752633563561411113214517426235535515109129142172260353353161071271401702573513511710412413716725534834818102122135165252346346191001201331622503433432097118131160248341341219511612915824633933922931131261562443373372391111124153241335335

24881091221512393323322586107120149237330330268410511814723532832827821031151452333263262880100113143231324324297899111141229322322307697110139227320320 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 6105123415530731492071436157345233431918431533581757411122481523571355511426501533481073621729541533348697220315715331871982213259153301604932234621532845141042235641532674431142336651532513841242235651522463371342235641522452961442238641522452631552241641522452451662143641512452451762145641522452451862148641522452451972250641522452452072253641522462462172355651532462462282357651532462462382360661532472472482362661542472472592465681542472472692467701542472472710247072154247247281024727415424724729102575751542482483011257777154248248 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 613144517319430631432314451731943442329329445277188357175242844548018435613515284557811833471069631486085184333865729485884181317715833526390184300600932526492183282511102747608917727144011224355851732663821219395281169263334131637507916726029414143548771652582601513334676163257257161132457416225525517103145731612542541810304872160254254199304972160253253209305272160253253219305472160253253229305772160253253239306072160253253249306272160253253259306572160253253269296672160253253279297072159253253281029727315925325329102974751592522523011297777159252252 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 61194207214236357452424521902032102323534483103318419920723234345523054180195205231335449175751751922042283304351381617218920122632541811097169187198224320414909 816418419522231640975891601801922213124056421015617719021830740155011152173186215303396475121481691822112993924141314416517820729538838814140161174203291384384151371571702002883813811613415416719628437737717130151164193281374374181271481611902783713711912414515818727536836820122142155185272366366211191401521822703633632211613715017926736036023114134147177264358358241111321451742623553552510912914217125935335326106127140169257350350271041241371672553483482810212213516425234634629991201331622503433433097118131160248341341 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 6101426521733083164201426521733462342311728571693591761412032621683581358522337671693481074642639691703358717730427117031972089344674170301604911374976170284515101238517717026744311124052781702633851213415479170263337131442548017026329714144355801702632631514435580170263263 161443558017026326317144355801702632631814435580170263263191443558017026326320144355801702642642114435580171264264221443578017126426423144360801712642642414436280171264264251443658017126426426144367801712642642714437080170264264281443728017026326329144375801702632633014437780170263263

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 6100312133298305820161413133622673119171253491706413111912134813155141422120338104162416251203258437261928119309697826223011929358692725321192764991048273411925942911492937120243373124103239120228326134103541120214287144113643120213255155123946121214227165124248121214214176144449121214214186154652122215215197154954122215215207175256123216216217175358124217217228185659125217217238185862126217217 248206164129218218259206366130218218269216668130218218279226770132218218281023707113321821829102373731342182183010257575135218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria9EuroBelgium9EuroCyprus9EuroEstonia9EuroFinland9EuroFrance9EuroGermany9EuroGreece9EuroIreland9EuroItaly9EuroLatvia9EuroLithuania9EuroLuxembourg9EuroMalta9EuroNetherlands9EuroPortugal9EuroSlovakia9EuroSlovenia9EuroSpain9Czech korunaCzech Republic12Danish kroneDenmark5ForintHungary3KronaSweden9KunaCroatia– 1LevBulgaria2Pound sterlingUnited Kingdom20Romanian leuRomania4ZlotyPoland11KrónaIceland– 1Norwegian kroneNorway40Swiss francLiechtenstein6Swiss francSwitzerland6Australian dollarAustralia10Canadian dollarCanada31US dollarUnited States37YenJapan1