Commission Implementing Regulation (EU) 2019/1902 of 7 November 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2019 until 30 December 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) 2019/1902 of 7 November 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2019 until 30 December 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 7 October 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2019 market data. That information was published on 7 October 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 September 2019 until 30 December 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 September 2019. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 7 November 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 kroneForintKronaKuna1-0,525 %2,085 %-0,535 %0,017 %-0,174 %-0,052 %2-0,553 %1,994 %-0,563 %0,227 %-0,190 %-0,020 %3-0,559 %1,870 %-0,569 %0,342 %-0,190 %-0,009 %4-0,534 %1,734 %-0,544 %0,702 %-0,178 %0,011 %5-0,505 %1,599 %-0,515 %0,916 %-0,135 %0,103 %6-0,467 %1,477 %-0,477 %1,225 %-0,085 %0,216 %7-0,420 %1,379 %-0,430 %1,457 %-0,026 %0,311 %8-0,366 %1,307 %-0,376 %1,630 %0,038 %0,372 %9-0,309 %1,259 %-0,319 %1,767 %0,098 %0,407 %10-0,254 %1,231 %-0,265 %1,875 %0,154 %0,466 %11-0,202 %1,214 %-0,212 %1,971 %0,302 %0,546 %12-0,150 %1,212 %-0,160 %2,060 %0,500 %0,638 %13-0,099 %1,227 %-0,109 %2,144 %0,706 %0,737 %14-0,055 %1,257 %-0,065 %2,224 %0,904 %0,838 %15-0,024 %1,299 %-0,034 %2,301 %1,087 %0,938 %16-0,007 %1,350 %-0,017 %2,375 %1,252 %1,037 %170,006 %1,408 %-0,005 %2,447 %1,402 %1,133 %180,023 %1,469 %0,012 %2,516 %1,537 %1,226 %190,050 %1,533 %0,040 %2,582 %1,659 %1,316 %200,092 %1,597 %0,081 %2,645 %1,769 %1,401 %210,149 %1,661 %0,139 %2,705 %1,869 %1,483 %220,219 %1,724 %0,209 %2,762 %1,960 %1,562 %230,295 %1,785 %0,286 %2,817 %2,044 %1,636 %240,377 %1,845 %0,367 %2,869 %2,120 %1,707 %250,461 %1,903 %0,452 %2,918 %2,191 %1,775 %260,545 %1,960 %0,537 %2,965 %2,256 %1,840 %270,630 %2,014 %0,621 %3,010 %2,317 %1,901 %280,713 %2,066 %0,705 %3,053 %2,373 %1,959 %290,795 %2,116 %0,787 %3,094 %2,425 %2,015 %300,875 %2,164 %0,867 %3,133 %2,474 %2,068 %310,953 %2,210 %0,945 %3,170 %2,519 %2,119 %321,028 %2,255 %1,020 %3,206 %2,562 %2,167 %331,101 %2,297 %1,093 %3,240 %2,603 %2,213 % 341,171 %2,338 %1,163 %3,272 %2,641 %2,257 %351,238 %2,377 %1,231 %3,303 %2,676 %2,299 %361,303 %2,414 %1,296 %3,333 %2,710 %2,339 %371,366 %2,450 %1,359 %3,361 %2,742 %2,378 %381,426 %2,485 %1,419 %3,388 %2,772 %2,415 %391,484 %2,518 %1,477 %3,414 %2,801 %2,450 %401,539 %2,550 %1,533 %3,439 %2,828 %2,483 %411,593 %2,580 %1,587 %3,463 %2,854 %2,516 %421,644 %2,609 %1,638 %3,486 %2,879 %2,547 %431,693 %2,637 %1,688 %3,508 %2,903 %2,576 %441,741 %2,664 %1,735 %3,530 %2,925 %2,605 %451,786 %2,690 %1,781 %3,550 %2,947 %2,632 %461,830 %2,715 %1,825 %3,570 %2,968 %2,659 %471,873 %2,739 %1,867 %3,588 %2,987 %2,684 %481,913 %2,763 %1,908 %3,607 %3,006 %2,708 %491,952 %2,785 %1,947 %3,624 %3,024 %2,732 %501,990 %2,806 %1,985 %3,641 %3,042 %2,754 %512,026 %2,827 %2,022 %3,657 %3,059 %2,776 %522,062 %2,847 %2,057 %3,673 %3,075 %2,797 %532,095 %2,867 %2,091 %3,688 %3,090 %2,817 %542,128 %2,885 %2,123 %3,703 %3,105 %2,837 %552,160 %2,903 %2,155 %3,717 %3,120 %2,856 %562,190 %2,921 %2,186 %3,730 %3,133 %2,874 %572,220 %2,937 %2,215 %3,743 %3,147 %2,892 %582,248 %2,954 %2,244 %3,756 %3,160 %2,909 %592,276 %2,970 %2,271 %3,769 %3,172 %2,925 %602,302 %2,985 %2,298 %3,781 %3,184 %2,941 %612,328 %3,000 %2,324 %3,792 %3,196 %2,957 %622,353 %3,014 %2,349 %3,803 %3,207 %2,972 %632,377 %3,028 %2,373 %3,814 %3,218 %2,986 %642,401 %3,041 %2,397 %3,825 %3,229 %3,000 %652,424 %3,054 %2,420 %3,835 %3,239 %3,014 %662,446 %3,067 %2,442 %3,845 %3,249 %3,027 %672,467 %3,079 %2,464 %3,855 %3,259 %3,040 %682,488 %3,091 %2,485 %3,864 %3,268 %3,053 %

692,509 %3,103 %2,505 %3,873 %3,277 %3,065 %702,528 %3,114 %2,525 %3,882 %3,286 %3,077 %712,547 %3,125 %2,544 %3,891 %3,295 %3,088 %722,566 %3,136 %2,563 %3,899 %3,303 %3,100 %732,584 %3,146 %2,581 %3,907 %3,311 %3,110 %742,602 %3,156 %2,598 %3,915 %3,319 %3,121 %752,619 %3,166 %2,616 %3,923 %3,327 %3,131 %762,636 %3,176 %2,632 %3,931 %3,335 %3,141 %772,652 %3,185 %2,649 %3,938 %3,342 %3,151 %782,668 %3,194 %2,665 %3,945 %3,349 %3,161 %792,683 %3,203 %2,680 %3,952 %3,356 %3,170 %802,699 %3,212 %2,695 %3,959 %3,363 %3,179 %812,713 %3,220 %2,710 %3,965 %3,369 %3,188 %822,728 %3,228 %2,725 %3,972 %3,376 %3,197 %832,742 %3,237 %2,739 %3,978 %3,382 %3,205 %842,755 %3,244 %2,752 %3,984 %3,388 %3,213 %852,769 %3,252 %2,766 %3,991 %3,394 %3,221 %862,782 %3,260 %2,779 %3,996 %3,400 %3,229 %872,795 %3,267 %2,792 %4,002 %3,406 %3,237 %882,807 %3,274 %2,804 %4,008 %3,412 %3,244 %892,819 %3,281 %2,817 %4,013 %3,417 %3,252 %902,831 %3,288 %2,829 %4,019 %3,422 %3,259 %912,843 %3,295 %2,840 %4,024 %3,428 %3,266 %922,854 %3,301 %2,852 %4,029 %3,433 %3,273 %932,866 %3,308 %2,863 %4,034 %3,438 %3,279 %942,877 %3,314 %2,874 %4,039 %3,443 %3,286 %952,887 %3,320 %2,885 %4,044 %3,447 %3,293 %962,898 %3,326 %2,895 %4,049 %3,452 %3,299 %972,908 %3,332 %2,905 %4,053 %3,457 %3,305 %982,918 %3,338 %2,916 %4,058 %3,461 %3,311 %992,928 %3,343 %2,925 %4,062 %3,466 %3,317 %1002,938 %3,349 %2,935 %4,067 %3,470 %3,323 %1012,947 %3,354 %2,945 %4,071 %3,474 %3,328 %1022,956 %3,360 %2,954 %4,075 %3,478 %3,334 %1032,966 %3,365 %2,963 %4,079 %3,483 %3,340 % 1042,975 %3,370 %2,972 %4,083 %3,487 %3,345 %1052,983 %3,375 %2,981 %4,087 %3,490 %3,350 %1062,992 %3,380 %2,990 %4,091 %3,494 %3,355 %1073,000 %3,385 %2,998 %4,095 %3,498 %3,360 %1083,009 %3,390 %3,006 %4,099 %3,502 %3,365 %1093,017 %3,394 %3,014 %4,102 %3,505 %3,370 %1103,025 %3,399 %3,023 %4,106 %3,509 %3,375 %1113,033 %3,403 %3,030 %4,110 %3,513 %3,380 %1123,040 %3,408 %3,038 %4,113 %3,516 %3,384 %1133,048 %3,412 %3,046 %4,116 %3,519 %3,389 %1143,055 %3,416 %3,053 %4,120 %3,523 %3,393 %1153,063 %3,421 %3,061 %4,123 %3,526 %3,398 %1163,070 %3,425 %3,068 %4,126 %3,529 %3,402 %1173,077 %3,429 %3,075 %4,130 %3,532 %3,406 %1183,084 %3,433 %3,082 %4,133 %3,536 %3,411 %1193,091 %3,437 %3,089 %4,136 %3,539 %3,415 %1203,097 %3,441 %3,095 %4,139 %3,542 %3,419 %1213,104 %3,444 %3,102 %4,142 %3,545 %3,423 %1223,111 %3,448 %3,108 %4,145 %3,547 %3,427 %1233,117 %3,452 %3,115 %4,148 %3,550 %3,430 %1243,123 %3,455 %3,121 %4,150 %3,553 %3,434 %1253,129 %3,459 %3,127 %4,153 %3,556 %3,438 %1263,136 %3,462 %3,134 %4,156 %3,559 %3,442 %1273,142 %3,466 %3,140 %4,159 %3,561 %3,445 %1283,147 %3,469 %3,145 %4,161 %3,564 %3,449 %1293,153 %3,473 %3,151 %4,164 %3,567 %3,452 %1303,159 %3,476 %3,157 %4,167 %3,569 %3,456 %1313,165 %3,479 %3,163 %4,169 %3,572 %3,459 %1323,170 %3,482 %3,168 %4,172 %3,574 %3,462 %1333,176 %3,485 %3,174 %4,174 %3,577 %3,466 %1343,181 %3,489 %3,179 %4,176 %3,579 %3,469 %1353,186 %3,492 %3,184 %4,179 %3,581 %3,472 %1363,192 %3,495 %3,190 %4,181 %3,584 %3,475 %1373,197 %3,497 %3,195 %4,184 %3,586 %3,478 %1383,202 %3,500 %3,200 %4,186 %3,588 %3,481 %

1393,207 %3,503 %3,205 %4,188 %3,591 %3,484 %1403,212 %3,506 %3,210 %4,190 %3,593 %3,487 %1413,217 %3,509 %3,215 %4,193 %3,595 %3,490 %1423,221 %3,512 %3,220 %4,195 %3,597 %3,493 %1433,226 %3,514 %3,224 %4,197 %3,599 %3,496 %1443,231 %3,517 %3,229 %4,199 %3,601 %3,499 %1453,235 %3,520 %3,234 %4,201 %3,603 %3,502 %1463,240 %3,522 %3,238 %4,203 %3,605 %3,504 %1473,244 %3,525 %3,243 %4,205 %3,607 %3,507 %1483,249 %3,527 %3,247 %4,207 %3,609 %3,510 %1493,253 %3,530 %3,251 %4,209 %3,611 %3,512 %1503,257 %3,532 %3,256 %4,211 %3,613 %3,515 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1-0,575 %0,631 %3,103 %1,095 %3,420 %1,747 %2-0,603 %0,548 %3,253 %1,389 %3,370 %1,763 %3-0,609 %0,516 %3,407 %1,498 %3,300 %1,694 %4-0,584 %0,492 %3,568 %1,594 %3,248 %1,643 %5-0,555 %0,493 %3,703 %1,675 %3,217 %1,607 %6-0,517 %0,492 %3,806 %1,751 %3,203 %1,587 %7-0,470 %0,499 %3,888 %1,815 %3,204 %1,580 %8-0,416 %0,509 %3,955 %1,851 %3,213 %1,580 %9-0,359 %0,521 %4,017 %1,878 %3,226 %1,586 %10-0,305 %0,535 %4,106 %1,906 %3,240 %1,594 %11-0,253 %0,548 %4,182 %1,944 %3,256 %1,620 %12-0,201 %0,559 %4,238 %1,989 %3,272 %1,660 %13-0,149 %0,567 %4,280 %2,039 %3,289 %1,710 %14-0,105 %0,575 %4,310 %2,091 %3,305 %1,765 %15-0,074 %0,584 %4,332 %2,144 %3,321 %1,823 %16-0,058 %0,587 %4,347 %2,196 %3,337 %1,882 %17-0,046 %0,591 %4,357 %2,248 %3,353 %1,941 %18-0,029 %0,596 %4,363 %2,299 %3,368 %2,000 %19-0,002 %0,598 %4,366 %2,348 %3,382 %2,057 %200,041 %0,601 %4,366 %2,395 %3,396 %2,113 %210,099 %0,602 %4,364 %2,441 %3,410 %2,167 % 220,169 %0,602 %4,361 %2,485 %3,423 %2,219 %230,247 %0,602 %4,357 %2,527 %3,435 %2,269 %240,330 %0,601 %4,351 %2,568 %3,447 %2,318 %250,415 %0,600 %4,345 %2,607 %3,459 %2,364 %260,501 %0,600 %4,338 %2,644 %3,470 %2,408 %270,586 %0,599 %4,331 %2,680 %3,481 %2,451 %280,671 %0,599 %4,324 %2,714 %3,492 %2,491 %290,754 %0,598 %4,316 %2,746 %3,502 %2,530 %300,835 %0,597 %4,309 %2,777 %3,511 %2,568 %310,914 %0,596 %4,301 %2,807 %3,521 %2,603 %320,990 %0,595 %4,293 %2,836 %3,529 %2,637 %331,064 %0,595 %4,286 %2,863 %3,538 %2,670 %341,135 %0,595 %4,278 %2,889 %3,546 %2,701 %351,203 %0,596 %4,270 %2,914 %3,554 %2,731 %361,269 %0,598 %4,263 %2,938 %3,562 %2,760 %371,332 %0,600 %4,256 %2,961 %3,569 %2,787 %381,393 %0,600 %4,249 %2,983 %3,577 %2,814 %391,452 %0,597 %4,242 %3,004 %3,584 %2,839 %401,508 %0,591 %4,235 %3,025 %3,590 %2,863 %411,562 %0,581 %4,229 %3,044 %3,597 %2,886 %421,614 %0,569 %4,222 %3,063 %3,603 %2,909 %431,664 %0,558 %4,216 %3,081 %3,609 %2,930 %441,713 %0,548 %4,210 %3,098 %3,615 %2,951 %451,759 %0,542 %4,204 %3,115 %3,620 %2,971 %461,803 %0,539 %4,198 %3,131 %3,625 %2,990 %471,846 %0,541 %4,193 %3,147 %3,631 %3,008 %481,887 %0,548 %4,187 %3,162 %3,636 %3,026 %491,927 %0,560 %4,182 %3,176 %3,641 %3,043 %501,965 %0,578 %4,177 %3,190 %3,645 %3,060 %512,002 %0,601 %4,172 %3,203 %3,650 %3,075 %522,038 %0,629 %4,167 %3,216 %3,654 %3,091 %532,072 %0,661 %4,163 %3,228 %3,659 %3,105 %542,105 %0,695 %4,158 %3,240 %3,663 %3,120 %552,137 %0,732 %4,154 %3,252 %3,667 %3,134 %562,168 %0,769 %4,150 %3,263 %3,671 %3,147 %

572,198 %0,808 %4,145 %3,274 %3,674 %3,160 %582,227 %0,848 %4,141 %3,285 %3,678 %3,172 %592,254 %0,887 %4,138 %3,295 %3,682 %3,184 %602,282 %0,927 %4,134 %3,305 %3,685 %3,196 %612,308 %0,967 %4,130 %3,314 %3,688 %3,207 %622,333 %1,007 %4,127 %3,324 %3,692 %3,218 %632,358 %1,046 %4,123 %3,333 %3,695 %3,229 %642,381 %1,085 %4,120 %3,341 %3,698 %3,239 %652,405 %1,123 %4,116 %3,350 %3,701 %3,249 %662,427 %1,160 %4,113 %3,358 %3,704 %3,259 %672,449 %1,197 %4,110 %3,366 %3,707 %3,269 %682,470 %1,234 %4,107 %3,374 %3,709 %3,278 %692,490 %1,269 %4,104 %3,381 %3,712 %3,287 %702,510 %1,304 %4,101 %3,389 %3,715 %3,295 %712,530 %1,339 %4,099 %3,396 %3,717 %3,304 %722,549 %1,372 %4,096 %3,403 %3,720 %3,312 %732,567 %1,405 %4,093 %3,410 %3,722 %3,320 %742,585 %1,437 %4,091 %3,416 %3,725 %3,328 %752,602 %1,469 %4,088 %3,423 %3,727 %3,335 %762,619 %1,499 %4,086 %3,429 %3,729 %3,343 %772,636 %1,529 %4,083 %3,435 %3,731 %3,350 %782,652 %1,559 %4,081 %3,441 %3,733 %3,357 %792,668 %1,587 %4,079 %3,447 %3,735 %3,364 %802,683 %1,615 %4,076 %3,452 %3,737 %3,371 %812,698 %1,643 %4,074 %3,458 %3,739 %3,377 %822,712 %1,670 %4,072 %3,463 %3,741 %3,383 %832,727 %1,696 %4,070 %3,468 %3,743 %3,390 %842,740 %1,722 %4,068 %3,473 %3,745 %3,396 %852,754 %1,747 %4,066 %3,478 %3,747 %3,402 %862,767 %1,771 %4,064 %3,483 %3,749 %3,407 %872,780 %1,795 %4,062 %3,488 %3,750 %3,413 %882,793 %1,819 %4,060 %3,493 %3,752 %3,418 %892,805 %1,842 %4,059 %3,497 %3,754 %3,424 %902,817 %1,864 %4,057 %3,502 %3,755 %3,429 %912,829 %1,886 %4,055 %3,506 %3,757 %3,434 % 922,841 %1,908 %4,054 %3,510 %3,758 %3,439 %932,852 %1,929 %4,052 %3,515 %3,760 %3,444 %942,863 %1,950 %4,050 %3,519 %3,761 %3,449 %952,874 %1,970 %4,049 %3,523 %3,763 %3,454 %962,885 %1,990 %4,047 %3,527 %3,764 %3,458 %972,895 %2,010 %4,046 %3,530 %3,766 %3,463 %982,905 %2,029 %4,044 %3,534 %3,767 %3,467 %992,915 %2,047 %4,043 %3,538 %3,768 %3,472 %1002,925 %2,066 %4,041 %3,541 %3,770 %3,476 %1012,935 %2,084 %4,040 %3,545 %3,771 %3,480 %1022,944 %2,101 %4,038 %3,548 %3,772 %3,484 %1032,953 %2,119 %4,037 %3,552 %3,774 %3,488 %1042,962 %2,135 %4,036 %3,555 %3,775 %3,492 %1052,971 %2,152 %4,035 %3,559 %3,776 %3,496 %1062,980 %2,168 %4,033 %3,562 %3,777 %3,500 %1072,989 %2,185 %4,032 %3,565 %3,778 %3,504 %1082,997 %2,200 %4,031 %3,568 %3,779 %3,507 %1093,005 %2,216 %4,030 %3,571 %3,780 %3,511 %1103,013 %2,231 %4,028 %3,574 %3,782 %3,515 %1113,021 %2,246 %4,027 %3,577 %3,783 %3,518 %1123,029 %2,260 %4,026 %3,580 %3,784 %3,521 %1133,037 %2,275 %4,025 %3,583 %3,785 %3,525 %1143,044 %2,289 %4,024 %3,585 %3,786 %3,528 %1153,052 %2,303 %4,023 %3,588 %3,787 %3,531 %1163,059 %2,317 %4,022 %3,591 %3,788 %3,534 %1173,066 %2,330 %4,021 %3,593 %3,789 %3,538 %1183,073 %2,343 %4,020 %3,596 %3,790 %3,541 %1193,080 %2,356 %4,019 %3,599 %3,790 %3,544 %1203,087 %2,369 %4,018 %3,601 %3,791 %3,547 %1213,094 %2,381 %4,017 %3,604 %3,792 %3,550 %1223,100 %2,394 %4,016 %3,606 %3,793 %3,552 %1233,107 %2,406 %4,015 %3,608 %3,794 %3,555 %1243,113 %2,418 %4,014 %3,611 %3,795 %3,558 %1253,119 %2,430 %4,013 %3,613 %3,796 %3,561 %1263,126 %2,441 %4,012 %3,615 %3,797 %3,563 %

1273,132 %2,453 %4,011 %3,618 %3,797 %3,566 %1283,138 %2,464 %4,010 %3,620 %3,798 %3,569 %1293,143 %2,475 %4,010 %3,622 %3,799 %3,571 %1303,149 %2,486 %4,009 %3,624 %3,800 %3,574 %1313,155 %2,497 %4,008 %3,626 %3,801 %3,576 %1323,161 %2,507 %4,007 %3,628 %3,801 %3,579 %1333,166 %2,518 %4,006 %3,630 %3,802 %3,581 %1343,172 %2,528 %4,005 %3,632 %3,803 %3,583 %1353,177 %2,538 %4,005 %3,634 %3,803 %3,586 %1363,182 %2,548 %4,004 %3,636 %3,804 %3,588 %1373,187 %2,558 %4,003 %3,638 %3,805 %3,590 %1383,193 %2,567 %4,002 %3,640 %3,806 %3,593 %1393,198 %2,577 %4,002 %3,642 %3,806 %3,595 %1403,203 %2,586 %4,001 %3,644 %3,807 %3,597 %1413,208 %2,596 %4,000 %3,646 %3,808 %3,599 %1423,212 %2,605 %3,999 %3,647 %3,808 %3,601 %1433,217 %2,614 %3,999 %3,649 %3,809 %3,603 %1443,222 %2,623 %3,998 %3,651 %3,809 %3,605 %1453,227 %2,631 %3,997 %3,653 %3,810 %3,607 %1463,231 %2,640 %3,997 %3,654 %3,811 %3,609 %1473,236 %2,648 %3,996 %3,656 %3,811 %3,611 %1483,240 %2,657 %3,995 %3,658 %3,812 %3,613 %1493,245 %2,665 %3,995 %3,659 %3,813 %3,615 %1503,249 %2,673 %3,994 %3,661 %3,813 %3,617 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,863 %0,691 %1,214 %1,818 %1,455 %4,034 %2-0,886 %0,635 %1,168 %1,701 %1,491 %4,363 %3-0,868 %0,638 %1,183 %1,639 %1,643 %4,533 %4-0,833 %0,641 %1,219 %1,599 %1,805 %4,684 %5-0,794 %0,676 %1,240 %1,568 %1,940 %4,822 %6-0,739 %0,725 %1,267 %1,543 %2,065 %5,087 %7-0,678 %0,779 %1,297 %1,552 %2,179 %5,292 %8-0,616 %0,832 %1,322 %1,558 %2,280 %5,495 %9-0,555 %0,885 %1,343 %1,566 %2,373 %5,647 % 10-0,504 %0,936 %1,360 %1,585 %2,459 %5,760 %11-0,438 %0,986 %1,373 %1,609 %2,541 %5,837 %12-0,393 %1,033 %1,386 %1,633 %2,618 %5,886 %13-0,350 %1,077 %1,400 %1,658 %2,692 %5,914 %14-0,322 %1,117 %1,421 %1,682 %2,760 %5,926 %15-0,292 %1,152 %1,451 %1,707 %2,826 %5,927 %16-0,259 %1,184 %1,492 %1,730 %2,887 %5,920 %17-0,228 %1,211 %1,541 %1,749 %2,945 %5,906 %18-0,204 %1,236 %1,594 %1,763 %3,000 %5,887 %19-0,189 %1,259 %1,651 %1,770 %3,051 %5,865 %20-0,185 %1,279 %1,708 %1,769 %3,100 %5,840 %21-0,192 %1,298 %1,767 %1,760 %3,147 %5,814 %22-0,202 %1,313 %1,825 %1,746 %3,191 %5,786 %23-0,209 %1,323 %1,882 %1,730 %3,232 %5,758 %24-0,207 %1,328 %1,937 %1,716 %3,272 %5,729 %25-0,194 %1,327 %1,992 %1,704 %3,309 %5,701 %26-0,168 %1,321 %2,044 %1,696 %3,345 %5,672 %27-0,130 %1,313 %2,095 %1,693 %3,379 %5,644 %28-0,085 %1,308 %2,145 %1,695 %3,411 %5,617 %29-0,035 %1,308 %2,192 %1,703 %3,441 %5,590 %300,018 %1,317 %2,238 %1,717 %3,471 %5,563 %310,074 %1,335 %2,281 %1,737 %3,498 %5,538 %320,131 %1,360 %2,323 %1,763 %3,525 %5,513 %330,189 %1,391 %2,364 %1,792 %3,550 %5,489 %340,246 %1,426 %2,403 %1,823 %3,575 %5,465 %350,303 %1,464 %2,440 %1,856 %3,598 %5,442 %360,359 %1,504 %2,476 %1,891 %3,620 %5,421 %370,414 %1,545 %2,510 %1,926 %3,641 %5,399 %380,468 %1,587 %2,543 %1,962 %3,661 %5,379 %390,520 %1,629 %2,574 %1,997 %3,681 %5,359 %400,571 %1,671 %2,605 %2,033 %3,699 %5,340 %410,621 %1,713 %2,634 %2,068 %3,717 %5,322 %420,669 %1,754 %2,662 %2,103 %3,735 %5,304 %430,715 %1,795 %2,689 %2,137 %3,751 %5,287 %440,760 %1,835 %2,714 %2,170 %3,767 %5,271 %

450,803 %1,874 %2,739 %2,203 %3,782 %5,255 %460,846 %1,912 %2,763 %2,235 %3,797 %5,239 %470,886 %1,949 %2,786 %2,266 %3,811 %5,225 %480,926 %1,985 %2,809 %2,296 %3,825 %5,210 %490,964 %2,021 %2,830 %2,326 %3,838 %5,197 %501,000 %2,055 %2,851 %2,354 %3,850 %5,183 %511,036 %2,088 %2,870 %2,382 %3,863 %5,170 %521,070 %2,121 %2,890 %2,409 %3,874 %5,158 %531,103 %2,152 %2,908 %2,435 %3,886 %5,146 %541,135 %2,182 %2,926 %2,461 %3,897 %5,134 %551,167 %2,212 %2,943 %2,485 %3,907 %5,123 %561,197 %2,241 %2,960 %2,509 %3,918 %5,112 %571,226 %2,269 %2,976 %2,533 %3,928 %5,102 %581,254 %2,296 %2,992 %2,555 %3,937 %5,092 %591,281 %2,322 %3,007 %2,577 %3,947 %5,082 %601,308 %2,347 %3,022 %2,598 %3,956 %5,072 %611,333 %2,372 %3,036 %2,619 %3,964 %5,063 %621,358 %2,396 %3,049 %2,639 %3,973 %5,054 %631,382 %2,419 %3,063 %2,659 %3,981 %5,045 %641,405 %2,442 %3,076 %2,678 %3,989 %5,037 %651,428 %2,464 %3,088 %2,696 %3,997 %5,029 %661,450 %2,485 %3,100 %2,714 %4,004 %5,021 %671,471 %2,506 %3,112 %2,731 %4,012 %5,013 %681,492 %2,526 %3,124 %2,748 %4,019 %5,006 %691,512 %2,546 %3,135 %2,765 %4,025 %4,998 %701,532 %2,565 %3,146 %2,781 %4,032 %4,991 %711,551 %2,583 %3,156 %2,796 %4,039 %4,984 %721,570 %2,601 %3,166 %2,811 %4,045 %4,978 %731,588 %2,619 %3,176 %2,826 %4,051 %4,971 %741,605 %2,636 %3,186 %2,840 %4,057 %4,965 %751,622 %2,653 %3,196 %2,854 %4,063 %4,959 %761,639 %2,669 %3,205 %2,868 %4,069 %4,953 %771,655 %2,685 %3,214 %2,881 %4,074 %4,947 %781,671 %2,700 %3,223 %2,894 %4,080 %4,941 %791,687 %2,715 %3,231 %2,907 %4,085 %4,935 % 801,702 %2,730 %3,239 %2,919 %4,090 %4,930 %811,716 %2,744 %3,248 %2,931 %4,095 %4,925 %821,731 %2,758 %3,255 %2,943 %4,100 %4,920 %831,745 %2,772 %3,263 %2,954 %4,105 %4,914 %841,758 %2,785 %3,271 %2,965 %4,110 %4,910 %851,772 %2,798 %3,278 %2,976 %4,114 %4,905 %861,785 %2,811 %3,285 %2,987 %4,119 %4,900 %871,797 %2,823 %3,292 %2,997 %4,123 %4,895 %881,810 %2,836 %3,299 %3,008 %4,127 %4,891 %891,822 %2,847 %3,306 %3,018 %4,131 %4,887 %901,834 %2,859 %3,313 %3,027 %4,136 %4,882 %911,846 %2,870 %3,319 %3,037 %4,140 %4,878 %921,857 %2,882 %3,325 %3,046 %4,143 %4,874 %931,868 %2,892 %3,331 %3,055 %4,147 %4,870 %941,879 %2,903 %3,337 %3,064 %4,151 %4,866 %951,890 %2,914 %3,343 %3,073 %4,155 %4,862 %961,900 %2,924 %3,349 %3,082 %4,158 %4,858 %971,911 %2,934 %3,355 %3,090 %4,162 %4,855 %981,921 %2,944 %3,360 %3,098 %4,165 %4,851 %991,930 %2,953 %3,366 %3,106 %4,169 %4,847 %1001,940 %2,963 %3,371 %3,114 %4,172 %4,844 %1011,950 %2,972 %3,376 %3,122 %4,175 %4,841 %1021,959 %2,981 %3,381 %3,130 %4,178 %4,837 %1031,968 %2,990 %3,386 %3,137 %4,181 %4,834 %1041,977 %2,999 %3,391 %3,144 %4,184 %4,831 %1051,986 %3,007 %3,396 %3,152 %4,187 %4,828 %1061,994 %3,015 %3,401 %3,159 %4,190 %4,824 %1072,003 %3,024 %3,406 %3,165 %4,193 %4,821 %1082,011 %3,032 %3,410 %3,172 %4,196 %4,818 %1092,019 %3,040 %3,415 %3,179 %4,199 %4,816 %1102,027 %3,047 %3,419 %3,185 %4,202 %4,813 %1112,035 %3,055 %3,423 %3,192 %4,204 %4,810 %1122,042 %3,063 %3,428 %3,198 %4,207 %4,807 %1132,050 %3,070 %3,432 %3,204 %4,210 %4,804 %1142,057 %3,077 %3,436 %3,210 %4,212 %4,802 %

1152,065 %3,084 %3,440 %3,216 %4,215 %4,799 %1162,072 %3,091 %3,444 %3,222 %4,217 %4,796 %1172,079 %3,098 %3,448 %3,228 %4,219 %4,794 %1182,086 %3,105 %3,452 %3,234 %4,222 %4,791 %1192,093 %3,112 %3,455 %3,239 %4,224 %4,789 %1202,099 %3,118 %3,459 %3,245 %4,226 %4,787 %1212,106 %3,125 %3,463 %3,250 %4,229 %4,784 %1222,112 %3,131 %3,466 %3,256 %4,231 %4,782 %1232,119 %3,137 %3,470 %3,261 %4,233 %4,780 %1242,125 %3,143 %3,473 %3,266 %4,235 %4,777 %1252,131 %3,149 %3,477 %3,271 %4,237 %4,775 %1262,137 %3,155 %3,480 %3,276 %4,239 %4,773 %1272,143 %3,161 %3,483 %3,281 %4,242 %4,771 %1282,149 %3,167 %3,487 %3,286 %4,244 %4,769 %1292,155 %3,173 %3,490 %3,290 %4,246 %4,767 %1302,161 %3,178 %3,493 %3,295 %4,248 %4,764 %1312,166 %3,184 %3,496 %3,300 %4,249 %4,762 %1322,172 %3,189 %3,499 %3,304 %4,251 %4,760 %1332,177 %3,194 %3,502 %3,309 %4,253 %4,759 %1342,183 %3,200 %3,505 %3,313 %4,255 %4,757 %1352,188 %3,205 %3,508 %3,317 %4,257 %4,755 %1362,193 %3,210 %3,511 %3,322 %4,259 %4,753 %1372,198 %3,215 %3,514 %3,326 %4,260 %4,751 %1382,203 %3,220 %3,516 %3,330 %4,262 %4,749 %1392,208 %3,225 %3,519 %3,334 %4,264 %4,747 %1402,213 %3,230 %3,522 %3,338 %4,266 %4,746 %1412,218 %3,234 %3,525 %3,342 %4,267 %4,744 %1422,223 %3,239 %3,527 %3,346 %4,269 %4,742 %1432,228 %3,244 %3,530 %3,350 %4,270 %4,740 %1442,232 %3,248 %3,532 %3,354 %4,272 %4,739 %1452,237 %3,253 %3,535 %3,357 %4,274 %4,737 %1462,242 %3,257 %3,537 %3,361 %4,275 %4,735 %1472,246 %3,261 %3,540 %3,365 %4,277 %4,734 %1482,250 %3,266 %3,542 %3,368 %4,278 %4,732 % 1492,255 %3,270 %3,545 %3,372 %4,280 %4,731 %1502,259 %3,274 %3,547 %3,376 %4,281 %4,729 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,923 %5,483 %6,944 %0,453 %0,900 %6,427 %21,714 %5,709 %6,474 %0,456 %0,841 %6,432 %31,617 %5,929 %6,328 %0,479 %0,820 %6,531 %41,561 %6,141 %6,322 %0,510 %0,826 %6,672 %51,530 %6,330 %6,343 %0,538 %0,853 %6,846 %61,516 %6,515 %6,403 %0,561 %0,902 %7,029 %71,516 %6,648 %6,479 %0,578 %0,966 %7,205 %81,525 %6,758 %6,554 %0,599 %1,031 %7,367 %91,538 %6,834 %6,627 %0,618 %1,080 %7,543 %101,549 %6,890 %6,700 %0,635 %1,134 %7,700 %111,554 %6,925 %6,774 %0,677 %1,197 %7,846 %121,560 %6,941 %6,847 %0,741 %1,255 %7,974 %131,568 %6,943 %6,917 %0,818 %1,298 %8,076 %141,584 %6,936 %6,983 %0,903 %1,331 %8,151 %151,610 %6,921 %7,043 %0,990 %1,362 %8,199 %161,646 %6,902 %7,097 %1,079 %1,395 %8,221 %171,690 %6,878 %7,144 %1,167 %1,430 %8,222 %181,738 %6,852 %7,180 %1,254 %1,468 %8,207 %191,790 %6,824 %7,205 %1,338 %1,510 %8,180 %201,843 %6,795 %7,216 %1,420 %1,556 %8,144 %211,897 %6,766 %7,213 %1,499 %1,606 %8,101 %221,950 %6,736 %7,199 %1,574 %1,658 %8,053 %232,003 %6,706 %7,176 %1,646 %1,712 %8,002 %242,055 %6,676 %7,146 %1,716 %1,766 %7,948 %252,106 %6,647 %7,111 %1,782 %1,820 %7,893 %262,155 %6,619 %7,073 %1,845 %1,874 %7,837 %272,202 %6,591 %7,032 %1,906 %1,926 %7,782 %282,248 %6,563 %6,989 %1,963 %1,978 %7,726 %292,292 %6,537 %6,944 %2,018 %2,027 %7,672 %302,335 %6,511 %6,900 %2,071 %2,076 %7,618 %312,376 %6,486 %6,855 %2,121 %2,122 %7,566 %

322,415 %6,462 %6,811 %2,169 %2,168 %7,515 %332,453 %6,439 %6,767 %2,215 %2,211 %7,465 %342,489 %6,416 %6,724 %2,258 %2,253 %7,417 %352,524 %6,395 %6,682 %2,300 %2,293 %7,371 %362,558 %6,374 %6,641 %2,340 %2,332 %7,326 %372,590 %6,353 %6,601 %2,378 %2,370 %7,283 %382,621 %6,334 %6,563 %2,415 %2,406 %7,241 %392,650 %6,315 %6,525 %2,450 %2,440 %7,201 %402,679 %6,297 %6,489 %2,484 %2,473 %7,162 %412,706 %6,280 %6,454 %2,516 %2,505 %7,124 %422,733 %6,263 %6,420 %2,547 %2,536 %7,088 %432,758 %6,247 %6,387 %2,576 %2,566 %7,054 %442,782 %6,231 %6,356 %2,605 %2,594 %7,020 %452,806 %6,216 %6,325 %2,632 %2,622 %6,988 %462,828 %6,201 %6,296 %2,659 %2,648 %6,957 %472,850 %6,187 %6,267 %2,684 %2,673 %6,927 %482,871 %6,174 %6,240 %2,708 %2,698 %6,898 %492,891 %6,161 %6,213 %2,732 %2,721 %6,871 %502,910 %6,148 %6,188 %2,754 %2,744 %6,844 %512,929 %6,136 %6,163 %2,776 %2,766 %6,818 %522,947 %6,124 %6,140 %2,797 %2,787 %6,793 %532,965 %6,113 %6,117 %2,817 %2,807 %6,769 %542,981 %6,102 %6,094 %2,837 %2,827 %6,746 %552,998 %6,091 %6,073 %2,856 %2,846 %6,724 %563,013 %6,081 %6,052 %2,874 %2,865 %6,702 %573,029 %6,071 %6,032 %2,892 %2,882 %6,681 %583,043 %6,061 %6,013 %2,909 %2,900 %6,661 %593,058 %6,052 %5,994 %2,925 %2,916 %6,641 %603,071 %6,043 %5,976 %2,941 %2,932 %6,622 %613,085 %6,034 %5,958 %2,957 %2,948 %6,604 %623,098 %6,026 %5,941 %2,972 %2,963 %6,586 %633,110 %6,017 %5,925 %2,986 %2,978 %6,569 %643,123 %6,009 %5,909 %3,000 %2,992 %6,552 %653,134 %6,002 %5,893 %3,014 %3,006 %6,536 %663,146 %5,994 %5,878 %3,027 %3,019 %6,521 % 673,157 %5,987 %5,864 %3,040 %3,032 %6,505 %683,168 %5,980 %5,850 %3,053 %3,045 %6,491 %693,178 %5,973 %5,836 %3,065 %3,057 %6,476 %703,189 %5,966 %5,822 %3,077 %3,069 %6,462 %713,198 %5,960 %5,809 %3,088 %3,081 %6,449 %723,208 %5,953 %5,797 %3,099 %3,092 %6,435 %733,218 %5,947 %5,784 %3,110 %3,103 %6,423 %743,227 %5,941 %5,772 %3,121 %3,114 %6,410 %753,236 %5,935 %5,761 %3,131 %3,124 %6,398 %763,244 %5,929 %5,749 %3,141 %3,134 %6,386 %773,253 %5,924 %5,738 %3,151 %3,144 %6,375 %783,261 %5,918 %5,728 %3,161 %3,154 %6,363 %793,269 %5,913 %5,717 %3,170 %3,163 %6,352 %803,277 %5,908 %5,707 %3,179 %3,172 %6,342 %813,285 %5,903 %5,697 %3,188 %3,181 %6,331 %823,292 %5,898 %5,687 %3,197 %3,190 %6,321 %833,299 %5,893 %5,678 %3,205 %3,199 %6,311 %843,306 %5,889 %5,668 %3,213 %3,207 %6,301 %853,313 %5,884 %5,659 %3,221 %3,215 %6,292 %863,320 %5,880 %5,650 %3,229 %3,223 %6,283 %873,327 %5,875 %5,642 %3,237 %3,231 %6,274 %883,333 %5,871 %5,633 %3,244 %3,238 %6,265 %893,340 %5,867 %5,625 %3,252 %3,246 %6,256 %903,346 %5,863 %5,617 %3,259 %3,253 %6,248 %913,352 %5,859 %5,609 %3,266 %3,260 %6,240 %923,358 %5,855 %5,601 %3,273 %3,267 %6,232 %933,364 %5,851 %5,594 %3,279 %3,274 %6,224 %943,369 %5,847 %5,586 %3,286 %3,280 %6,216 %953,375 %5,844 %5,579 %3,292 %3,287 %6,208 %963,380 %5,840 %5,572 %3,299 %3,293 %6,201 %973,386 %5,837 %5,565 %3,305 %3,300 %6,194 %983,391 %5,833 %5,558 %3,311 %3,306 %6,187 %993,396 %5,830 %5,552 %3,317 %3,312 %6,180 %1003,401 %5,826 %5,545 %3,323 %3,318 %6,173 %1013,406 %5,823 %5,539 %3,328 %3,323 %6,166 %

1023,411 %5,820 %5,532 %3,334 %3,329 %6,160 %1033,416 %5,817 %5,526 %3,339 %3,334 %6,153 %1043,420 %5,814 %5,520 %3,345 %3,340 %6,147 %1053,425 %5,811 %5,514 %3,350 %3,345 %6,141 %1063,429 %5,808 %5,508 %3,355 %3,350 %6,135 %1073,434 %5,805 %5,503 %3,360 %3,356 %6,129 %1083,438 %5,802 %5,497 %3,365 %3,361 %6,123 %1093,442 %5,799 %5,492 %3,370 %3,365 %6,117 %1103,446 %5,797 %5,486 %3,375 %3,370 %6,112 %1113,450 %5,794 %5,481 %3,380 %3,375 %6,106 %1123,454 %5,791 %5,476 %3,384 %3,380 %6,101 %1133,458 %5,789 %5,471 %3,389 %3,384 %6,095 %1143,462 %5,786 %5,466 %3,393 %3,389 %6,090 %1153,466 %5,784 %5,461 %3,398 %3,393 %6,085 %1163,470 %5,781 %5,456 %3,402 %3,398 %6,080 %1173,473 %5,779 %5,451 %3,406 %3,402 %6,075 %1183,477 %5,777 %5,446 %3,411 %3,406 %6,070 %1193,481 %5,774 %5,442 %3,415 %3,410 %6,065 %1203,484 %5,772 %5,437 %3,419 %3,414 %6,060 %1213,488 %5,770 %5,433 %3,423 %3,418 %6,056 %1223,491 %5,767 %5,428 %3,427 %3,422 %6,051 %1233,494 %5,765 %5,424 %3,430 %3,426 %6,047 %1243,498 %5,763 %5,420 %3,434 %3,430 %6,042 %1253,501 %5,761 %5,416 %3,438 %3,434 %6,038 %1263,504 %5,759 %5,412 %3,442 %3,437 %6,034 %1273,507 %5,757 %5,408 %3,445 %3,441 %6,029 %1283,510 %5,755 %5,404 %3,449 %3,445 %6,025 %1293,513 %5,753 %5,400 %3,452 %3,448 %6,021 %1303,516 %5,751 %5,396 %3,456 %3,452 %6,017 %1313,519 %5,749 %5,392 %3,459 %3,455 %6,013 %1323,522 %5,747 %5,388 %3,462 %3,458 %6,009 %1333,525 %5,745 %5,385 %3,466 %3,462 %6,006 %1343,528 %5,744 %5,381 %3,469 %3,465 %6,002 %1353,530 %5,742 %5,377 %3,472 %3,468 %5,998 %1363,533 %5,740 %5,374 %3,475 %3,471 %5,994 % 1373,536 %5,738 %5,370 %3,478 %3,475 %5,991 %1383,538 %5,736 %5,367 %3,481 %3,478 %5,987 %1393,541 %5,735 %5,364 %3,484 %3,481 %5,984 %1403,543 %5,733 %5,360 %3,487 %3,484 %5,980 %1413,546 %5,731 %5,357 %3,490 %3,487 %5,977 %1423,548 %5,730 %5,354 %3,493 %3,489 %5,973 %1433,551 %5,728 %5,351 %3,496 %3,492 %5,970 %1443,553 %5,727 %5,348 %3,499 %3,495 %5,967 %1453,556 %5,725 %5,344 %3,502 %3,498 %5,964 %1463,558 %5,723 %5,341 %3,504 %3,501 %5,960 %1473,560 %5,722 %5,338 %3,507 %3,503 %5,957 %1483,563 %5,720 %5,335 %3,510 %3,506 %5,954 %1493,565 %5,719 %5,332 %3,512 %3,509 %5,951 %1503,567 %5,718 %5,330 %3,515 %3,511 %5,948 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won14,492 %2,501 %3,100 %6,830 %1,507 %1,276 %25,081 %2,534 %3,090 %6,778 %1,465 %1,167 %35,588 %2,613 %3,101 %6,822 %1,443 %1,136 %45,989 %2,697 %3,111 %6,866 %1,442 %1,126 %56,249 %2,766 %3,133 %6,899 %1,448 %1,114 %66,438 %2,850 %3,164 %6,945 %1,464 %1,102 %76,578 %2,930 %3,188 %7,005 %1,485 %1,098 %86,726 %2,990 %3,198 %7,088 %1,507 %1,104 %96,856 %3,040 %3,207 %7,171 %1,533 %1,115 %106,958 %3,085 %3,227 %7,233 %1,564 %1,125 %117,027 %3,130 %3,261 %7,261 %1,600 %1,134 %127,068 %3,174 %3,299 %7,262 %1,632 %1,141 %137,089 %3,218 %3,331 %7,243 %1,652 %1,146 %147,095 %3,260 %3,358 %7,209 %1,665 %1,144 %157,090 %3,300 %3,384 %7,166 %1,672 %1,130 %167,076 %3,340 %3,409 %7,116 %1,676 %1,104 %177,056 %3,377 %3,433 %7,060 %1,681 %1,075 %187,032 %3,413 %3,457 %7,002 %1,689 %1,053 %197,005 %3,447 %3,478 %6,941 %1,704 %1,043 %

206,975 %3,480 %3,499 %6,880 %1,727 %1,048 %216,944 %3,512 %3,517 %6,818 %1,757 %1,071 %226,912 %3,541 %3,534 %6,757 %1,794 %1,107 %236,879 %3,570 %3,549 %6,696 %1,834 %1,152 %246,847 %3,597 %3,563 %6,637 %1,878 %1,204 %256,814 %3,623 %3,576 %6,579 %1,922 %1,259 %266,782 %3,648 %3,588 %6,523 %1,968 %1,317 %276,751 %3,672 %3,599 %6,468 %2,014 %1,376 %286,720 %3,695 %3,609 %6,415 %2,059 %1,435 %296,690 %3,716 %3,619 %6,364 %2,104 %1,494 %306,660 %3,737 %3,628 %6,314 %2,148 %1,553 %316,632 %3,757 %3,636 %6,267 %2,191 %1,610 %326,604 %3,776 %3,644 %6,221 %2,233 %1,666 %336,577 %3,794 %3,652 %6,177 %2,274 %1,720 %346,552 %3,812 %3,659 %6,135 %2,313 %1,773 %356,527 %3,829 %3,666 %6,094 %2,351 %1,824 %366,503 %3,845 %3,672 %6,055 %2,388 %1,874 %376,479 %3,860 %3,678 %6,017 %2,423 %1,922 %386,457 %3,875 %3,683 %5,981 %2,457 %1,968 %396,435 %3,889 %3,689 %5,946 %2,490 %2,012 %406,414 %3,903 %3,694 %5,913 %2,522 %2,055 %416,394 %3,916 %3,699 %5,881 %2,552 %2,096 %426,375 %3,928 %3,704 %5,850 %2,582 %2,136 %436,356 %3,940 %3,708 %5,821 %2,610 %2,174 %446,338 %3,952 %3,712 %5,792 %2,638 %2,211 %456,321 %3,963 %3,716 %5,765 %2,664 %2,246 %466,304 %3,974 %3,720 %5,738 %2,689 %2,280 %476,288 %3,984 %3,724 %5,713 %2,714 %2,313 %486,272 %3,995 %3,727 %5,689 %2,737 %2,345 %496,257 %4,004 %3,731 %5,665 %2,760 %2,375 %506,243 %4,014 %3,734 %5,642 %2,782 %2,405 %516,229 %4,023 %3,737 %5,620 %2,803 %2,433 %526,215 %4,031 %3,740 %5,599 %2,823 %2,460 %536,202 %4,040 %3,743 %5,579 %2,843 %2,487 %546,189 %4,048 %3,746 %5,559 %2,862 %2,512 %556,177 %4,056 %3,749 %5,540 %2,881 %2,537 % 566,165 %4,064 %3,752 %5,522 %2,898 %2,561 %576,154 %4,071 %3,754 %5,504 %2,916 %2,584 %586,143 %4,078 %3,757 %5,487 %2,932 %2,606 %596,132 %4,085 %3,759 %5,471 %2,948 %2,628 %606,122 %4,092 %3,761 %5,454 %2,964 %2,649 %616,112 %4,098 %3,764 %5,439 %2,979 %2,669 %626,102 %4,105 %3,766 %5,424 %2,994 %2,689 %636,093 %4,111 %3,768 %5,409 %3,008 %2,708 %646,083 %4,117 %3,770 %5,395 %3,022 %2,726 %656,075 %4,122 %3,772 %5,381 %3,035 %2,744 %666,066 %4,128 %3,774 %5,368 %3,048 %2,761 %676,057 %4,133 %3,776 %5,355 %3,061 %2,778 %686,049 %4,139 %3,777 %5,343 %3,073 %2,794 %696,041 %4,144 %3,779 %5,330 %3,085 %2,810 %706,034 %4,149 %3,781 %5,318 %3,096 %2,826 %716,026 %4,154 %3,783 %5,307 %3,108 %2,841 %726,019 %4,159 %3,784 %5,296 %3,119 %2,855 %736,012 %4,163 %3,786 %5,285 %3,129 %2,870 %746,005 %4,168 %3,787 %5,274 %3,140 %2,883 %755,998 %4,172 %3,789 %5,264 %3,150 %2,897 %765,992 %4,176 %3,790 %5,254 %3,159 %2,910 %775,985 %4,181 %3,792 %5,244 %3,169 %2,923 %785,979 %4,185 %3,793 %5,234 %3,178 %2,935 %795,973 %4,189 %3,794 %5,225 %3,187 %2,947 %805,967 %4,192 %3,796 %5,216 %3,196 %2,959 %815,961 %4,196 %3,797 %5,207 %3,205 %2,971 %825,956 %4,200 %3,798 %5,199 %3,213 %2,982 %835,950 %4,203 %3,799 %5,190 %3,222 %2,993 %845,945 %4,207 %3,801 %5,182 %3,230 %3,004 %855,940 %4,210 %3,802 %5,174 %3,238 %3,014 %865,935 %4,214 %3,803 %5,166 %3,245 %3,025 %875,930 %4,217 %3,804 %5,158 %3,253 %3,035 %885,925 %4,220 %3,805 %5,151 %3,260 %3,044 %895,920 %4,223 %3,806 %5,143 %3,267 %3,054 %905,915 %4,226 %3,807 %5,136 %3,274 %3,063 %915,911 %4,229 %3,808 %5,129 %3,281 %3,072 %

925,906 %4,232 %3,809 %5,122 %3,288 %3,081 %935,902 %4,235 %3,810 %5,116 %3,294 %3,090 %945,897 %4,238 %3,811 %5,109 %3,301 %3,099 %955,893 %4,241 %3,812 %5,103 %3,307 %3,107 %965,889 %4,243 %3,813 %5,096 %3,313 %3,115 %975,885 %4,246 %3,814 %5,090 %3,319 %3,123 %985,881 %4,249 %3,815 %5,084 %3,325 %3,131 %995,877 %4,251 %3,816 %5,078 %3,331 %3,139 %1005,874 %4,254 %3,816 %5,072 %3,337 %3,147 %1015,870 %4,256 %3,817 %5,067 %3,342 %3,154 %1025,866 %4,259 %3,818 %5,061 %3,348 %3,161 %1035,863 %4,261 %3,819 %5,056 %3,353 %3,169 %1045,859 %4,263 %3,820 %5,050 %3,358 %3,176 %1055,856 %4,265 %3,820 %5,045 %3,363 %3,182 %1065,852 %4,268 %3,821 %5,040 %3,368 %3,189 %1075,849 %4,270 %3,822 %5,035 %3,373 %3,196 %1085,846 %4,272 %3,823 %5,030 %3,378 %3,202 %1095,843 %4,274 %3,823 %5,025 %3,383 %3,209 %1105,840 %4,276 %3,824 %5,020 %3,388 %3,215 %1115,837 %4,278 %3,825 %5,016 %3,392 %3,221 %1125,834 %4,280 %3,825 %5,011 %3,397 %3,227 %1135,831 %4,282 %3,826 %5,006 %3,401 %3,233 %1145,828 %4,284 %3,827 %5,002 %3,406 %3,239 %1155,825 %4,286 %3,827 %4,998 %3,410 %3,245 %1165,822 %4,288 %3,828 %4,993 %3,414 %3,250 %1175,819 %4,289 %3,829 %4,989 %3,418 %3,256 %1185,817 %4,291 %3,829 %4,985 %3,422 %3,261 %1195,814 %4,293 %3,830 %4,981 %3,426 %3,267 %1205,811 %4,295 %3,830 %4,977 %3,430 %3,272 %1215,809 %4,296 %3,831 %4,973 %3,434 %3,277 %1225,806 %4,298 %3,831 %4,969 %3,438 %3,282 %1235,804 %4,300 %3,832 %4,965 %3,442 %3,287 %1245,801 %4,301 %3,833 %4,961 %3,445 %3,292 %1255,799 %4,303 %3,833 %4,958 %3,449 %3,297 %1265,796 %4,304 %3,834 %4,954 %3,453 %3,302 %1275,794 %4,306 %3,834 %4,951 %3,456 %3,306 %1285,792 %4,307 %3,835 %4,947 %3,460 %3,311 % 1295,790 %4,309 %3,835 %4,944 %3,463 %3,316 %1305,787 %4,310 %3,836 %4,940 %3,466 %3,320 %1315,785 %4,312 %3,836 %4,937 %3,470 %3,324 %1325,783 %4,313 %3,837 %4,933 %3,473 %3,329 %1335,781 %4,315 %3,837 %4,930 %3,476 %3,333 %1345,779 %4,316 %3,838 %4,927 %3,479 %3,337 %1355,777 %4,317 %3,838 %4,924 %3,482 %3,341 %1365,775 %4,319 %3,839 %4,921 %3,485 %3,346 %1375,773 %4,320 %3,839 %4,918 %3,488 %3,350 %1385,771 %4,321 %3,839 %4,915 %3,491 %3,354 %1395,769 %4,323 %3,840 %4,912 %3,494 %3,357 %1405,767 %4,324 %3,840 %4,909 %3,497 %3,361 %1415,765 %4,325 %3,841 %4,906 %3,500 %3,365 %1425,763 %4,326 %3,841 %4,903 %3,503 %3,369 %1435,761 %4,328 %3,842 %4,900 %3,506 %3,373 %1445,759 %4,329 %3,842 %4,897 %3,508 %3,376 %1455,758 %4,330 %3,842 %4,894 %3,511 %3,380 %1465,756 %4,331 %3,843 %4,892 %3,514 %3,383 %1475,754 %4,332 %3,843 %4,889 %3,516 %3,387 %1485,752 %4,333 %3,843 %4,886 %3,519 %3,390 %1495,751 %4,335 %3,844 %4,884 %3,522 %3,394 %1505,749 %4,336 %3,844 %4,881 %3,524 %3,397 %Term to maturity (in years)Turkish liraUS dollarYen113,900 %1,704 %-0,206 %213,852 %1,506 %-0,247 %313,579 %1,423 %-0,263 %413,533 %1,386 %-0,265 %513,410 %1,374 %-0,254 %613,208 %1,375 %-0,236 %713,028 %1,383 %-0,213 %812,921 %1,399 %-0,183 %912,849 %1,419 %-0,150 %1012,772 %1,441 %-0,118 %1112,666 %1,463 %-0,087 % 1212,536 %1,481 %-0,058 %1312,387 %1,498 %-0,029 %1412,226 %1,514 %-0,001 %1512,057 %1,529 %0,025 %1611,883 %1,542 %0,049 %1711,706 %1,554 %0,071 %1811,529 %1,565 %0,093 %1911,353 %1,574 %0,113 %2011,180 %1,581 %0,133 %2111,010 %1,587 %0,153 %2210,844 %1,591 %0,171 %2310,683 %1,595 %0,187 %2410,527 %1,598 %0,199 %2510,377 %1,600 %0,207 %2610,231 %1,601 %0,211 %2710,092 %1,601 %0,216 %289,958 %1,602 %0,224 %299,829 %1,602 %0,239 %309,706 %1,602 %0,263 %319,588 %1,603 %0,296 %329,475 %1,603 %0,336 %339,367 %1,603 %0,382 %349,263 %1,603 %0,432 %359,164 %1,601 %0,484 %369,070 %1,598 %0,537 %378,979 %1,594 %0,592 %388,892 %1,589 %0,647 %398,809 %1,581 %0,701 %408,730 %1,572 %0,756 %418,654 %1,561 %0,809 %428,581 %1,549 %0,862 %438,511 %1,537 %0,913 %448,444 %1,527 %0,963 %458,380 %1,520 %1,012 %468,318 %1,515 %1,060 %478,259 %1,513 %1,106 %488,202 %1,515 %1,151 %498,147 %1,521 %1,195 %

508,095 %1,531 %1,238 %518,044 %1,546 %1,279 %527,995 %1,564 %1,319 %537,948 %1,584 %1,358 %547,903 %1,607 %1,395 %557,859 %1,631 %1,432 %567,817 %1,657 %1,467 %577,776 %1,683 %1,501 %587,737 %1,710 %1,535 %597,699 %1,738 %1,567 %607,662 %1,765 %1,598 %617,626 %1,793 %1,628 %627,592 %1,821 %1,658 %637,558 %1,848 %1,686 %647,526 %1,875 %1,714 %657,495 %1,902 %1,741 %667,464 %1,929 %1,767 %677,435 %1,955 %1,793 %687,406 %1,981 %1,817 %697,378 %2,006 %1,841 %707,351 %2,031 %1,865 %717,325 %2,056 %1,887 %727,299 %2,080 %1,909 %737,275 %2,103 %1,931 %747,250 %2,126 %1,952 %757,227 %2,149 %1,972 %767,204 %2,171 %1,992 %777,182 %2,192 %2,012 %787,160 %2,213 %2,030 %797,139 %2,234 %2,049 %807,118 %2,254 %2,067 %817,098 %2,274 %2,084 %827,078 %2,293 %2,102 %837,059 %2,312 %2,118 %847,041 %2,330 %2,135 %857,022 %2,349 %2,151 %867,004 %2,366 %2,166 %876,987 %2,384 %2,181 %886,970 %2,401 %2,196 %896,953 %2,417 %2,211 % 906,937 %2,433 %2,225 %916,921 %2,449 %2,239 %926,906 %2,465 %2,252 %936,891 %2,480 %2,266 %946,876 %2,495 %2,279 %956,861 %2,510 %2,292 %966,847 %2,524 %2,304 %976,833 %2,538 %2,316 %986,819 %2,552 %2,328 %996,806 %2,565 %2,340 %1006,793 %2,579 %2,352 %1016,780 %2,591 %2,363 %1026,767 %2,604 %2,374 %1036,755 %2,617 %2,385 %1046,743 %2,629 %2,396 %1056,731 %2,641 %2,406 %1066,719 %2,653 %2,416 %1076,708 %2,664 %2,426 %1086,696 %2,676 %2,436 %1096,685 %2,687 %2,446 %1106,674 %2,698 %2,456 %1116,664 %2,709 %2,465 %1126,653 %2,719 %2,474 %1136,643 %2,730 %2,483 %1146,633 %2,740 %2,492 %1156,623 %2,750 %2,501 %1166,613 %2,760 %2,509 %1176,604 %2,769 %2,518 %1186,594 %2,779 %2,526 %1196,585 %2,788 %2,534 %1206,576 %2,797 %2,542 %1216,567 %2,806 %2,550 %1226,558 %2,815 %2,558 %1236,550 %2,824 %2,565 %1246,541 %2,833 %2,573 %1256,533 %2,841 %2,580 % 1266,525 %2,850 %2,588 %1276,516 %2,858 %2,595 %1286,508 %2,866 %2,602 %1296,501 %2,874 %2,609 %1306,493 %2,882 %2,616 %1316,485 %2,890 %2,622 %1326,478 %2,897 %2,629 %1336,470 %2,905 %2,635 %1346,463 %2,912 %2,642 %1356,456 %2,919 %2,648 %1366,449 %2,926 %2,654 %1376,442 %2,934 %2,661 %1386,435 %2,941 %2,667 %1396,428 %2,947 %2,673 %1406,422 %2,954 %2,678 %1416,415 %2,961 %2,684 %1426,409 %2,967 %2,690 %1436,402 %2,974 %2,696 %1446,396 %2,980 %2,701 %1456,390 %2,987 %2,707 %1466,384 %2,993 %2,712 %1476,378 %2,999 %2,717 %1486,372 %3,005 %2,723 %1496,366 %3,011 %2,728 %1506,360 %3,017 %2,733 %

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 RepublicCyprusDenmark10032502512003950420301445247040247534805045255510615545754072658595508375951154093861512520103863513510Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003984162000024642331000218425420001904265400017442865000171429760001684308701017223198020174131108030176431Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501604214111202304

3191415025044211617026045231819028046252021029047262122030048282223131049292324231041031242533104Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom125912195002421716221200347191826150044821203117005512221341900654232237210075525243922008542725402300952282541240010512525412500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011010009201801000931290100010423701000105239010001063420100010744401000108742010001095390100010105410101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000610142000712043000812044000714045010715046050715047070915048011010150490170101504100170121504Duration (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 6162045120234557124026204512023455799937224611323055381448254911522955267451028541182295525666113057123229552552712325912622955255281233591242295525529123459124229552552101335591232295525521113365912322955255212143759123229552552131437591232295525521414385912322955255215143859123229552552161438591232295525521714385912322955255218143859123229552552191538591232295525522015385912322955255221163859123229552552221738591232295525522317385912322955255224193859123229552552251938591232295525522620385912322955255227203859123229552552282138591232295525522921385912322955255230233859123229552552 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 611227511272405631292215295312924256510403163155122239562847417335712423856170051836621272375605876183765131236560560719396613323655955981839651312355585589183965129235558558101840641292345575571118416412823455755712184163128233556556131841631272325565561417416212623255555515174062126231555555161640611252315545541716396112523155455418163961125231554554191639611252315545542016406112623155455421174062126231555555221740621262325555552317406212623255555524194062126232555555251941621262325555552620416212623255555527204162126232555555282141621262325555552922406212623255555530234062126232555555 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 6162045120234557124026204512023455799937224611323055381448254911522955267451027541182295525666113057123229552552712325912622955255281233591242295525529123359123229552552101335591232295525521113365912322955255212143759123229552552131437591232295525521414375912322955255215143759123229552552161437591232295525521714375912322955255218143759123229552552191537591232295525522015375912322955255221163759123229552552221737591232295525522317375912322955255224193759123229552552251937591232295525522620375912322955255227203759123229552552282138591232295525522921385912322955255230233859123229552552

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 618195120195309632125127791116191305628101038196120187304627825480961201873016246865799712318829862162167897125191296619619777971241912946176178769712318829361661697597122186292615615107294118183288611611117093116180285609609126992114179284607607136992114178283606606146892113177283606606156891113177282606606166790112176282605605176790112176281605605186689111175281604604196589110174280603603206588110174279602602216487109173278602602226386108172278601601236285107171277600600246184106170276599599256083105169275598598265982104168274597597275881103167273596596285780102166271595595295679101165270594594305578100164269593593 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 611024491242375611247211265012523956210043142953120237560819415325612223655967851735611262365595706183765130236559559719396613323655955981939651312355595599184065130235558558101840651292345585581119416412923455755712194264128234557557131942641282335575571419426412823355755715194264128233556556161841631272335565561718416312723355655618184163127233556556191842631272335565562019426412823355755721194264128234557557221943641282345575572320436412923455755724204365129234557557252043651292345575572620436512923455755727204364129234557557282143641292345575572922436412823455755730234364128234557557 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 6150648916427760112502536892168281604100735974981652826058214627910316928360668056582109173284607607666851121782846076077668611318028360660686586112178282605605964861111752816046041063851091742796036031162851081722786016011261841071712766006001360831051692755985981459821041682745975971558811031672725965961657801021662715955951756791011652715945941855791001642705935931955781001642695925922054779916326959259221537798162268591591225376981622675905902352759716126659059024517496160266589589255073951592655885882649739415826458758727487293158263586586284871931572625855852947709215626158558530466991155261584584 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 615194411923355612392519441192335569983622451122295528144724481142285516745927531182285515666102957122228551551711315812522855155181132581232285515519113358123228551551101234581222285515511112355812322855155112133658123228551551131336581232285515511413375812322855155115133758123228551551161337581232285515511713375812322855155118133758123228551551191537581232285515512015375812322855155121163758123228551551221737581232285515512317375812322855155124193758123228551551251937581232285515512620375812322855155127203758123228551551282137581232285515512921375912322855155130233759123228551551

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 6172455152252575126327245515225257510163826551372485718294102957127246569686511315811524556857661434611082445675677163762100243566566817386193242565565920456487241564564101945628424056356311184460842395625621217436185238561561131844618523756156114184461852375605601518446185236559559161844618523455855817184461852335575571818446185233556556191844618523355655620184461852335565562118446185233557557221844618523355655623184461852335565562419446185232555555251944618523255555526204461852315545542720446185231554554282144618523055355329214461852305535533023446185229553553 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 6186100125200314637131228498123198312635105938399122189306629866482991231893036267185819912519030062362368099126192298621621779991261922956186188769712318829361661697495120185291614614107395119183289612612117294118182287610610127193116180286609609136992114179284607607146891113177282606606156790112176281604604166589110174280603603176488109173279602602186387108172278601601196286107172277600600206285107171276599599216184106170275598598226083105169274598598235982104168273597597245881103167272595595255780102166271594594265679101165270593593275578100164269592592285477991632685915912953769816226759059030527597161266589589 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 61597398173287610127225872971722866091029358739716428160484045875991652796026965587510216627760060065776103169275598598757761041702735965968557610216727259559595475100165270593593105375991632695925921152759816226859159112527597162267590590135275971612665895891451749616026658958915507495159265588588164973941582645875871749729415826358758718487193157263586586194871931572625855852047719215726258558521477092156262585585224770921562615845842346699115526158458424466990155260583583254568901542595835832644688915325958258227446788153258581581284366881522575815812942658715125758058030426586151256579579 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 613145701452595821285232467114625958310363324771138255578844432497313925357669853351771412525755866335280145251574574733538014725057357383253791452495725729325378143248572572103254781422485715711132547714224757057012315477141246569569133154761402455695691430547513924556856815305375139244567567162952741382435665661728517313724356656618285173137242566566192851731372425655652028517313724256556521285173137242565565222851731372425655652327517213724256556524275172136242565565252750721362425655652627507213624156556527275071136241564564282650711352415645642926497113524056456430264971135240563563

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 6103251002145371234215261012155389933252895212535810436309721053467154935100210534564641139105210534534751441107210534534871440106210533533971540105210533533108164010521053353311818421062115355351291840104210533533131119411052115345341411204110521153453415121840104209533533161217391032085325321713173910320853253218131739103209532532191518391032095325322015184010420953353321161940104210533533221620401052105335332317214010421053353324172140104210533533251922401042105335332619234110421053353327202442104209533533282025431042095335332921254510420953353330222646104209533533 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 614761861612755981264247618616127559810183486386154270594830448648815526959268754866921572675915916486795161266589589749689616226558858884768941602645875879466893158263586586104668921572625855851146689215626158558512456891155260584584134568901542605835831445689015425958258215446789153258582582164366881522585815811742668715225758058018426587151256580580194165861512565795792041658615025657957921416486150256579579224164861502555785782340638514925557857824406385149254577577253962841482545775772638628314725357657627386183147252575575283760821462525755752936608114525157457430365981145250574574 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 611631551312445671274220355913424857110263254064131248571837428456913524957269353149751402505735826304976142248571571735558214825157557583354801462505735739345681146251574574103658821472525755751138608414825357757712396284148254577577134063851492545785781440638514925557857815406385149255578578164063851492545775771740638514925457757718396284148253577577193962831482535765762039628414825357657621386283148253576576223862831472535765762338618314725257657624386182147252575575253760821462525755752637608214625157457427365981145251574574283659801452505735732935588014425057357330355879144249572572 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 611630551302435671286217315613124556810353193458125242565844421376112724156469852240661312415645866234270135241564564724447113824156456482445711362415645649244671136241564564102547711362415645641126487213624156456412264972136241565565132750721362415655651427507213624156556515275072136242565565162750721362415655651727507213624156556518275072136241564564192750721362415645642027507213624156556521275072136241565565222750711362415645642326497113524156456424264971135240564564252549701342405635632625487013423956356327254869134239562562282447691332395625622924476913323856256230244768133238561561

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 61516589165278601127925368921672816041031357739616328060384245976100166280603698561791061702806046046638210917528160460476484111177281604604863841101762806036039638511017428060360310648611017428060360311648611017427960260212648610917327960260213638610817227860160114628610717127760060015618510617127659959916618410617027559859817608310516927459859818598210416827459759719588210316827359659620588110316727259659621578010216627259559522567910116527159459423557910016427059359324547899164269592592255477981632685915912653769816226759059027527597161266589589285174961602655895892950739515926458858830497294158264587587 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 6182961211963096331330286100125200314637107738710312619431063388048810512919530963273059110913520031063363369311213920531163463479411414220831163463489511614220831263563599611714320731363663610971191432073136366361197119143207312635635129611914220631163463413951181402043106336331494117139203308632632159311613720230763063016911141362003066296291790113135199304627627188811213319730362662619871101321963016256252086109131195300623623218410712919329962262222831061281922976216212381104126190296619619248010312518929461761725781011231872926166162676100121185291614614277598120184289613613287397118182288611611297295117181286610610307094115179285608608 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 61923481232375601288212275112624056310363163155122239562844419355912623956369852139651302405645866234269135241564564724447113824156456482445711372415645649254671136241564564102547711362415645641126487113624156456412264971135241564564132549711352405635631425487013423956356315244869133239562562162347681322385615611723466813223756156118234668132237560560192246671322375605602023466813223756056021234668132237560560222346681322375605602323466813223756056024234667132237560560252246671312375605602622466713123756056027224567131237560560282245671312365605602922456713123655955930234566131236559559 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 619510913420932364613592951091342093236461099396111135202319642899497114138204318641746598116142207317640640698117145211316640640799119146213316639639899119146211315639639998119144209314638638109711914320831363663611961181422063116346341294117140204309633633139311613820230763163114911141362003066296291589113134198304627627168711013219630262562517861091301953006236231884107129193298622622198310612819229762062020821051271912966196192180104125190295618618227910312418829461761723781011231872936166162477100122186292615615257699121185290614614267598120184289612612277497118183288611611287296117181287610610297195116180286609609307094115179285608608

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 61336350375450564887138928296121196310633111438610112519230963290748910613019631063375159210913620031163463469311214020631163563579511514220831263563589611614220831263663699611714220731363663610961181422073126356351197119142207312635635129712014320731263563513981211432073126366361499122143208313636636159912214420831463763716100123145209315638638171011241462103166396391810212514721131764064019103126148212318641641201041271492133186416412110412714921331864164122103127148213318641641231031261482123176416412410212514721131764064025101124146210315639639261001231452093146386382799122143208313636636289712114220631263563529961191412053106346343094118139203309632632 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 610113611122454812592111361112245481015321336104220544828431538105219542685541643107218541576651845111217540540751947113216539539871945111215539539971944109214537537108204410821453753711821441082145375371292144108214537537131122441082145375371411234410821453753715122344109214537537161223441092145375371713234510921453853818152445110215538538191524461102165395392016254711121654054021162648112217541541221727481132185415412317274911321954254224192849114219542542251928501142195435432620295011422054354327202951115220543543282129511152205445442922305111522154454430233051116221544544 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 615367921672816041268254689316828260510213557094161278601833455729616227659968955674100164275598598656751031692745985987567610317027359659685676102168272596596955761011662725955951054761001652705935931153769916326959259212527598162267590590135174961602665895891450739515926458758715487293157263586586164770921562615845841745699015526058358318446889153259582582194367881532585815812043668815225758158121426687151257580580224265871512565805802341648615025657957924406485149255578578254063851492545775772639628414825357757727386283147253576576283861831472525755752937608214625157557530366081145251574574 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 6111613015523034466713792117131156231345668111231191351582253426659084121138162228342665753512314116723134266566561241431702363426656657124144171238341664664812314417023634066366391231441692343396636631012214416823333866266211121144167231337660660121201431662303356586581311814216422833365665614117140161226331654654151141381592233296526521611213515722132665065017110133155219324647647181071311522173226456451910512915021432064364320104127149213318641641211021251472113166406402210012314520931563863823981221432073136366362496120141206311634634259511814020430963263226931161382023076316312791114136200306629629289011313419930462762729881111331973026266263086110131195301624624

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 611711852102853997221340218019521929440873110873186201225292409732892418820522929540973274251892072342984087327326189208236302407730730718920923630340672972981882082343004047287289186208233297403726726101852072322964017257251118420723029439972372312182205227291397720720131792032242893947177171417620022128639171471415173197218282388711711161701932152793857087081716719021227638170570518164187209273378702702191611842062703756996992015818120326737269669621155178200264369692692221521751972613666896892314817219325836368668624145169190254360683683251421661872513576806802613916218424835467767727136160181245351674674281331571782423486716712913115417624034566866830128151173237342666666 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 613044691442575811300231457014525858210483324771138255578856433497314025357670953451781422535765966345380146252575575734548114825157457483354801452505735739325479144249572572103254781432485715711132557814224757157112325577141247570570133255771412465695691431557614024656956915315476140245569569163154761402455685681731547614024556856818315476140245568568193154761402455695692031547614024556956921315476140245569569223154761402455695692331547614024556856824305475140245568568253053751392455685682630537513924456856827305375139244567567282953741382445675672929527413824456756730295274138243566566 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 612741661412545781312228436714225657910573314670137254577862433507414025457771453553801442555786006375683149255578578738588615225557857883859851512555785789396085150255578578104062861502565795791140638615025657957912416486151256579579134164861512565795791441658615025657957915416486150256579579164164861502555785781741648615025557857818416486150255578578194164861502555785782041648615025657957921416486150256579579224164861502565795792341648615025557957924416485150255578578254063851492555785782640638514925457757727396284148254577577283962841482535765762938618314725357657630386183147252575575 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 61126140165240354677138721251391642393536761118312514016423134867191241251421662323466697565126143170234345668668612514417223734366666671251451722393426656658124145171237341664664912314517023434066366310123145169234339662662111231451692333386626621212214516823233766066013121144166230336659659141201431652293346586581511814116322733265665616116139161225330653653171131361582223276516511811113415622032564864819108132153218323646646201061301512153216446442110412714921331964264222102125147211316640640231001231452093146376372497121142206312635635259511914020431063363326931161382023086316312791114136200305629629288911213419830362762729871101321963016256253085108130194300623623

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 610113611122554812802113381132275501031321741108225548841442145111225548696562451115225549584682754120226549549792956123226549549893056122226549549993156121226549549101032561202265495491110335612022654954912103356120225549549131134561202255485481411345511922554854815123455119225548548161333551192245485481713335511922454854818153355119224548548191533551192255485482016345612022554854821163456120226549549221735561202265495492318355712122654954924193557121226550550251935571212275505502620365712122755055027203657121227550550282136571222275505502922365712222755055030233658122227550550 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 613650741502635861276236507515026458710263365175142259582837436537714325758069253654811452555795816395885151257580580736568315025357657684061871522575805809396086150256579579103456801442505735731130527614024556956912275072136242565565132548701342395635631423466813223756156115214566131236559559162043651292345585581719426412823455755718184263127233556556191841631272325565562018416312723355655621184163127233556556221841631272335565562318416312723255655624194163127232556556251941631272325565562620416312723255555527204162127232555555282141621262325555552922416212623255555530234162126232555555 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 6120021423931442875115332196210235310424747123731922072312984157381007418820522929540973283351842022292934037277276181199227293398722722717719722429139471771781731932192853897137139168190215280385708708101651872112753817047041116118420727137670070012157180203267372696696131541771992633686926921415017319525936568868815146170191256361684684161431661882523586816811714016318524935467867818137160182246351675675191341571792433486726722013115417624034666966921128152173238343666666221261491712353406646642312314616823233866166124121144166230335658658251181411632273336566562611613916122533065365327113137158222328651651281111341562203256496492910913215421832364764730107130152216321644644 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 6182650106242566128428265010624256610323102952101241564841412345699241564696516406110224256558461843659824256656671945649224356656681744639124356656691845669524356656610204868982435665661121507010124356656612235371102243566566132454711032435665661424557210324356656615255572103243566566162555721032425665661725557210324256656618255572103242566566192555721032435665662025557210324356656621255572103243566566222555721032435675672325557210324356756724255572103243567567252555721032435665662625557210324356656627255572103243566566282555721032435665662925557210324356656630255572103242566566

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 6103148920352612472151288201524100432512791965198184361480194517677546188319351656965821871935165167592389192515515879228819251551597102287192515515108112287192516516118122387192516516129122487193516516131113258719351651614111426881935165161512152888193517517161215298819451751717131630881945175171813173289194518518191518338919551851820161834901965195192116193591196519519221720379119752052023172138911975205202419213992197520520251922409219752152126202441921975215212720244292197521521282125449219752152129212546921975215213022264792198521521 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 611152143164297304021152143164334225431152348158347169641162652156346130852183054156337103563213257156324839752334601563086948524356215629258395253765156275497106263967156258428116263968156250371126263968156250325136263968156250287146263968156250254156263968156250250166264268156250250176264468156250250186264668156250250197264968156250250207265168156250250217265368156250250228265668156250250238265868156250250248266168156250250259266368156250250269266668156250250279266870156250250281026717215625025029102673731562502503011267575156250250 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 618212750170309317321023305217234823533924325716736017684925356116435913615102638621643491075611284065163334870712304166163318718811304268162300602911314371162283512101131447316126544111113144731612543821210304372160254334139304372159253294149294271159253261158294271158252252168284270158251251178284570158251251187284870158251251198285070158251251208285270158252252218295571158252252228295771159252252239296071159252252249296271159252252259296571159252252269296771159252252279297072159252252281029727315925225229102974751592522523011297777159252252 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 611142143164297304021142143164334225431152348158347169641162652156346130851183054156337103563203257156323839752334591563086948524356215629158395253765156275497105263867156258428116263968156249371126263968156249325136263968156249287146263968156249254156263968156249249166264268156249249176264468156249249186264668156249249197264968156249249207265168156249249217265368156249249228265668156249249238265868156249249248266168156249249259266368156249249269266668156249249279266870156249249281026717215624924929102673731562492493011267575156249249 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 61769096118239335306827286921152353382281375899712223235217194728798124227352133157187991232253441056670881001252233318587708999125221316711869889912622031459896888100128219312510106585981262153094391162839612521230638212618194123211305334136080931232103043041460809312221030330315598093122209303303165979921212093023021758789112120830230218577891120208301301195777901192073003002056768911920630030021557689118206299299225575881172052982982354748711620429729724537386115203296296255272851142022952952651718411320129429427497083112200293293284869821111992922922947688111019729129130466780109196290290

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 6151825471672983058272026491693362268372130551653491706482333591633481316592537611633391042610283964163325844712304166163310698811304269162293587911314371162277500101131447316126043011113144731612553741211314473161254328131031447316125429014103143731602542571510304373160254254161030437216025325317103045721602532531810304872160253253191030497216025425420103152731602542542111315573161254254221131577316125525523113160731612552552411316274161255255251131647416125525526113166741612552552711316973161255255281131727316125525529113175751612552553011317777161255255 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 6145586587208303306424962689121133722743526775100210350171145570801062103491320556738510921134010456587587112211327848759788811421031170185877891152093035899577789117208301502105676891182063004321155758811720529837612537486116203297329135272851142022952951450718411320129429415497083112199293293164869821111982922921747688111019829129118476780109197290290194666791091962902902045667910819628928921456578107195289289224464771071942882882343647710619328728724426376105193286286254262751041922852852641617410319128428427406073102190284284283959721021892832832938597410118828228230375877100188281281 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 610142042163297303820142042163334225231142347158347169441152651155346130751172953155337103562203156155323839742233591553086938423356115529158394243664155275496105253866155258427115253867155249371125253867155249325135253867155249286145253867155249254155253967155249249165254267155249249176254467155249249186254667155249249197254967155249249207255167155249249217255367155249249228255667155249249238255867155249249248256167155249249259256367155249249269256668155249249279256870155249249281025717215524924929102573731552492493011257575155249249 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 6101122451823023099201122451823402297311124501763531728411326561733521332511628591723421054621833601713298547221366017031370584243760169296592973142591682795041010344257167262434119334156166259377128324156165259330137314157164258290146314257164257257157314257163256256167314257161255255177314557160254254187314657160253253197314957160253253207315257160254254217315458160254254228315661160254254238315862160253253248316164159253253259316366159252252269316668158252252279316870158251251281031717215725125129103173731572502503011317575156250250 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 61819410112324433932262799299121242354239937791991242343681809475901001262303681397573891011252273591107672901011262253458987719010112622232974286988991262203136249678799127218311531106586991272163094571164849712621430839712628396125213306348136181941232113053061459809312220930330315587891121208302302165777901192073013011756768911820629929918557588117205298298195474871162042982982053738611620329729721527285115202296296225172841142012952952350718311320029429424496982112199293293254868811111982922922647678011019729129127466679109196290290284565781081952892892944647710719428828830436380106193287287

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 615468749621731331232536673952163442325351667499209358175245066761022063571353549667810220434810716496778103202335869749687910420031971884867781051993026039466678106197291514104666791071962894421145657810719528838412446477106194288336134363761061932872961442637610519328628615426275104192286286164161741031912852851740617310319028428418406073102190283283193959721021892832832039597210118928328321395972101189282282223858711011882822822338587110018828128124375770100187281281253657709918628028026365669981862792792735557097185279279283455729718427827829345475961842772773033537895183277277 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 612640466818930731562274047691903462343325404873183359176242440507618035813585254153771793481074625435479178334870726455581177318718825445682176301603925455785175284513102445578617526844211244457861742683841223435686173267336132243568517226629614224255841722652651521415484171265265162040538317026426417204053821702632631819405382169263263191939528216926326320193953821692632632119395582169263263221939578216926326323193960811692632632419396281169262262251839658116926226226183967811682622622718387080168262262281838728016826126129173875801682612613017377780167261261 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 6100324144295302320162514533322413119301403451687413113413734413015141436137335103062416391373228357261941137307691826224313729058092724461372744941048274913725742611482950138242370124103249137231324134103550138232285144113650138231253155123949137230230165124248136229229176144349135229229186144652136229229197154953136230230207175056137230230217175358137231231228185659137231231238185861137231231248206063137230230259206265137230230269216567137230230279226769137230230281023697113623023029102372731362302303010257475136230230 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 614256628420530231022425662842053402300341556489199354173144055669219535213355405668931943431056640587095193330856741607096192314708840597197191297595939597199190284506103959721011892834361138597110118828237912375871100187281332133757709918728029214365669991862802801535566998185279279163455689718527827817345467961842782781833546796183277277193353669518327727720335366951832762762132536695183276276223252659518227627623325265941822752752431516494181275275253051649318127427426305066921802742742729496992179273273282849719117927227229284873901782722723027477690177271271 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 611225315417430531292162935581783432320318324166176356174642136467217635513475233951751773461066622405176175332864727465782178316714826455783177299600927475987178282510102949629117927343911305063921802743811231516493181275334133152649418127529414315265941822752751532526594182275275163151649418127527517315164941812752751830516493180274274193050639318027427420305063931802742742130506392180274274223050639218027327323295063921792732732429496291179273273252849659117927227226284867911782722722727487090178271271282747728917727127129264775891772702703026467788176270270

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 611124315317430731602122532541753462342313273560170359176141328396416835813575143042661683481073615334470168334869717354672168318718817364774168301603917374977168283513101838517916826644211183851801682623831218395181168262336131839528116826229614183952811692622621518395281169262262161838518116826226217183951811682622621818385181168262262191838518116826226220183952811682622622118395581168262262221838578016826226223183860801682612612417386280167261261251737657916726126126163767791662602602716367078166260260281636727816625925929153674781652592593015357777165259259 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 614659668820830631412496268912113452332351657498209359175845267781032073581358553708110620734910766557384109208336873756758611120832072285675871132073036079567688116207300517105677891182073004451156768911820630038712557689118206299339135575881172052982991454748711620429729715537386115203297297165272851152022962961751728511420129529518517184113201294294195070831122002942942049708211219929329321486982111199292292224868811101982912912347678010919729129124466679108196290290254565781071952892892644647710719428828827436376106193287287284263751051922862862941627610419128528530406178103191284284 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 61779097119239335327428194101123244360244138195104129239374184148096106132236374142258399111135237365112768510311413923835191578710611614223833575788810711914523933363798910912114924033354310891101221512403334681189109122151239333406128810812115123833235613871071201492373313311485106119148235329329158410411714623432832816831031161452333263261781101114144231325325188010011314223032332319789911214122932232220779711014022732132121769610913822631931922749410713722431831823739310613522331631624719110413422131531525699010313222031331326688810113021831231227668799129216310310286585981272153083082963849612621330730730628295124212305305 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 614182446167308316528212750170346234339243257167359176141126376316635713575132941661673481073615334469168334869717364672168318718817364874168301603917374977168283513101838518016826644211183851801682623831218385180168261335131737508016726129514163750791662602611516364978166259259161535487716525925917143548771652582581814344877164258258191434507616425825820143452771642582582114345577164258258221434577716425825823143460771642582582414346276164258258251434657616425825826143467761642572572713347076164257257281334727616325725729133375761632572573013337777163257257

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 6190103110132253348335029010411013325336724963901041121372473821884489105115141245382145659010611814224437311546911081201452433599367921101211462433427748911111221492433366519911111231512423355541090110123151240334477118810812115023833241412861071201492363303621384105118147234328328148210311614523332632615811011141432313243241679991121412293223221777971101402273213211875961091382263193191974941071372243183182073931061362233173172172921051342223163162271911041332213153152370901031322203133132468891021312193123122567881001302173113112666869912921631031027658598127215309309286484971262143083082963839612521330630630628295124212305305 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 613323453513744945903428277919711924037125343799410212723738519044819710713323738414685831001121362383741161686103115140238359940787106117142239342777888107119146239333653989109121149240333556108910912215123933347811891091221512393334151289109122152239333363138911012315224033333314901101231522403343341591111124153241334334169211212515424233533517931131261552433363361894114127156244337337199411512815724533833820951151281582453393392195115128158245339339229511512815724533933923941151281572443383382493114127156244337337259211312615524333633626911121241542413353352790110123152240334334288910912215123933233229871081201502373313313086106119148236330330 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 610512341553013090205123415534022923151439149353172541616421453511331517194314534210546282045144329854721121471433137058210224914229659392102550141279504104112752141262434114113053141246377124113253141234330134113553141234291144123853141234258155123953141235235165134253141235235176144554142235235186154754142236236197154955143236236207175256143237237217175459144238238228185761145239239238196063146239239248206165146240240259206466146240240269226668147240240279226971147241241281023727314824124129102474751482412413011257777148242242 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 614861689021130631132496269912123422308348627196206355173644863739920335313395486476100202344106064966781032013308597496778103200315710848677910619929859794868801081992925081047678010919729143711466679108196289380124464771071942883331342637610519328629314416174104191285285154060731021902832831638587110118828228217375770991872812811836566998186280280193555689718527927920345568971842782782134546796184278278223354669618327727723325366951832762762432526594182276276253151659418127527526305167931802742742730507092180273273282949729217927327329284974911782722723028487790178271271

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 6111112413115327436934002112126132154275371252731131271361602713861905411412913916526938514715115131143167269376116561161331451702693629457117135146172268362782811613514717326736165791161351471762663605601011513514817726535948311114134147176264358419121121321451752623563671311013014317326035435414108128141170258352352151061261391682563493491610312413616625334734717101121134164251345345189911913216124934334319971171301592473413412095115128158245339339219311412715624433733722921121251542423353352390110123152240333333248810812115023833233225861061191492363303302684105118147234328328278310311614523332632628811011141432313253252979100113142229323323307898111140228322322 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 611661801862083294253298217618919521833843424673179194202227337433186841811962062323364301447518119821023433642911486181199211236334428931718220021123633342677081801992112383314256489179199211239330423552101781982112403284224751117619721023932642042012174194207236324418418131711912042333214154151416818820123031841241215165185198227315408408161621821952243124054051715817919222130940240218155176189218305399399191521731852153023963962014917018221229939339321146166179209296390390221431631762062933873872314016017320229038438424137157170199287380380251341541671962843773772613115116419328137437427128148161190278371371281251451581872753693692912214215518527236636630119140153182269363363 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 612538456718831131952263946681883502372325404873183364178742540517618036313795254254781803541092626445580179340885727455682178324732826455683177307615925455785176289524102545588717527245111244558871752683911224445786174267343132343568617326730214234356851732662671522435685172266266162242558517226626617224255851722662661822425585172266266192242558517226626620224356851722662662122435685172266266222243598517226626623224261851722662662422426484172266266252242668417226526526214269841712652652721417184171265265282141748317126426429204176831712642643020407883170264264 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 612235426418431332262243743661863532395325394772182367180342641517718136613905274456801823561100629465883182342891731506086182326736831506288182308618932516391182290526103252659418327645311335366951832773931233536695183277344133353669518327730314335366951832762761532536695183276276163252659518227627617325265951822762761832526595182276276193252659518227627620325366951832762762133536695183276276223253669518327627623325366951822762762432526594182276276253252669418227527526315169941812752752731517193181274274283050749318027427429305076921802732733029497892179273273

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 61121135141164284380342221201331401622833782542311813314116627638719154117133143169273386147751171341461702723771168611713514617227036494671181361471732693637828117136148174268362657911613614817626736055910116136149178266360481111151361491782653594181211413414717726435836513113133146175263357357141111321451742623553551510913014217225935335316107127140170257351351171041251381672543483481810212213516525234634619100120133162250344344209811813116024834234221951161291582463393392293114126156243337337239111112415424133533524891091221512393333332587107120149237330330268410511814723532832827821031161452333263262880101114143230324324297899112141228322322307697110139227320320 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 6106123515530631442081437157345233231101843153358175441122248152357135351142651152347107062182954153333867722131571533177178221335915330060293223462153283512104233664153266441114233665153250383124233565152246335134223565152246295144223864152246261155224064152245245166224264151245245176224564151245245186224864151245245197225064152245245207225265152246246217235565153246246228235765153247247238236066153247247248246266153247247259246568154247247269246770154247247279247072154248248281024727315424824829102475751542482483011257777154248248 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 613144517319330531322314451731943432321330445277187356174642844548018435513465284556811833461065631486085184332862729485884180316712833526390184299598932526492183281509102747608817727143811224255841722663801219395281169263333131637507916626029314143548771642582601513334675163257257161132457416125525517113145731612542541810304772160254254199304972160253253209305272160253253219305472160253253229305772160253253239306072160253253249306172159253253259306472159253253269296672159253253279296971159253253281029717315925325329102974751592522523011297777159252252 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 611952082152373584533807219120421123335444928343185200208233343439212941811962062323364301640517619320422933042412956173190202227325419104671701881992243214148618165184196223316410722916118119322131240661310157178190219308401526111531741872163043974561214917018321229939339813145166179208295389389141411621752042923853851513815817120028838238216134155168197285378378171311521641942813753751812814916119127837237219125146159188275369369201231431561852733663662112014015318227036436422117138150180267361361231151351481772653583582411213214517526235635625109130143172260353353261071271401702573513512710512513816725534834828102123136165252346346291001211331632503443443098118131161248342342

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 6101426521733073154201426521733452335311728561693581755412032621683571353522336671693471070642639691693338677730427117031771689344674170300601911374976170283512101238517717026644111124052781702643831213415479170264335131443548017026329514154355801702632631515435580170263263161543558016926326317154355801702632631815435580170263263191543558017026326320154355801702642642115435580170264264221543578017026426423154360801702642642415436280170264264251543658017026426426154367801702642642715437080170264264281543728017026326329154374801702632633015437780169263263 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 6100312133298305620161413133622663119171243491705413111912134713145141422120338104062416251203258437261928119309697826223011929258592725321192764981048273411925942911492937119243373124103239120228326134103541120214287144113643120214254155123946120214226165124248121214214176144449121215215186154652121215215197154953122216216207175256123216216217175358124217217228185659125217217238185862126218218248206164128218218259206366130218218269216568130218218279226770132218218281023707113321821829102372731342182183010257575134218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria11EuroBelgium11EuroCyprus11EuroEstonia11EuroFinland11EuroFrance11EuroGermany11EuroGreece11EuroIreland11EuroItaly11EuroLatvia11EuroLithuania11EuroLuxembourg11EuroMalta11EuroNetherlands11EuroPortugal11EuroSlovakia11EuroSlovenia11EuroSpain11Czech korunaCzech Republic14Danish kroneDenmark7ForintHungary2KronaSweden11KunaCroatia1LevBulgaria5Pound sterlingUnited Kingdom20Romanian leuRomania3ZlotyPoland11KrónaIceland1Norwegian kroneNorway45Swiss francLiechtenstein10Swiss francSwitzerland10Australian dollarAustralia11Canadian dollarCanada37US dollarUnited States42YenJapan2