Commission Implementing Regulation (EU) 2020/193 of 12 February 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020 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) 2020/193 of 12 February 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2019 market data. That information was published on 9 January 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2019 until 30 March 2020.

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

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2019. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 February 2020. For the Commission The President Ursula von der Leyen

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 kroneForintKronaKuna1-0,421 %2,146 %-0,431 %0,017 %0,087 %-0,044 %2-0,391 %2,163 %-0,401 %0,153 %0,128 %0,034 %3-0,338 %2,094 %-0,348 %0,382 %0,170 %0,076 %4-0,285 %2,041 %-0,295 %0,740 %0,226 %0,105 %5-0,229 %1,955 %-0,240 %0,955 %0,291 %0,185 %6-0,164 %1,868 %-0,174 %1,121 %0,356 %0,285 %7-0,084 %1,778 %-0,094 %1,412 %0,420 %0,378 %8-0,018 %1,705 %-0,028 %1,631 %0,481 %0,453 %90,047 %1,648 %0,037 %1,803 %0,540 %0,516 %100,113 %1,611 %0,103 %1,939 %0,596 %0,594 %110,164 %1,593 %0,154 %2,078 %0,728 %0,687 %120,213 %1,595 %0,203 %2,222 %0,902 %0,786 %130,268 %1,614 %0,258 %2,363 %1,084 %0,887 %140,321 %1,647 %0,311 %2,495 %1,258 %0,989 %150,362 %1,689 %0,352 %2,616 %1,418 %1,089 %160,389 %1,737 %0,379 %2,723 %1,564 %1,186 %170,409 %1,789 %0,398 %2,818 %1,696 %1,279 %180,431 %1,844 %0,420 %2,903 %1,815 %1,369 %190,460 %1,899 %0,449 %2,980 %1,923 %1,455 %200,500 %1,954 %0,490 %3,049 %2,020 %1,537 %210,553 %2,008 %0,543 %3,113 %2,108 %1,615 %220,616 %2,062 %0,606 %3,170 %2,189 %1,690 %230,685 %2,114 %0,675 %3,224 %2,262 %1,761 %240,758 %2,164 %0,748 %3,273 %2,330 %1,828 %250,833 %2,213 %0,823 %3,318 %2,392 %1,893 %260,908 %2,261 %0,899 %3,360 %2,450 %1,954 %270,983 %2,306 %0,974 %3,399 %2,503 %2,012 %281,057 %2,350 %1,049 %3,435 %2,553 %2,067 %291,130 %2,392 %1,121 %3,469 %2,599 %2,120 %301,201 %2,432 %1,193 %3,501 %2,642 %2,170 %311,270 %2,471 %1,262 %3,532 %2,682 %2,218 %321,336 %2,508 %1,329 %3,560 %2,720 %2,264 %331,401 %2,544 %1,393 %3,587 %2,756 %2,307 % 341,463 %2,578 %1,456 %3,612 %2,789 %2,349 %351,523 %2,611 %1,516 %3,636 %2,821 %2,388 %361,581 %2,643 %1,574 %3,658 %2,851 %2,426 %371,637 %2,673 %1,630 %3,680 %2,879 %2,462 %381,690 %2,702 %1,684 %3,700 %2,906 %2,497 %391,742 %2,730 %1,735 %3,720 %2,931 %2,530 %401,791 %2,756 %1,785 %3,738 %2,955 %2,562 %411,839 %2,782 %1,833 %3,756 %2,978 %2,592 %421,884 %2,807 %1,879 %3,773 %3,000 %2,622 %431,928 %2,830 %1,923 %3,789 %3,021 %2,650 %441,971 %2,853 %1,965 %3,804 %3,041 %2,677 %452,011 %2,875 %2,006 %3,819 %3,060 %2,702 %462,051 %2,896 %2,045 %3,833 %3,078 %2,727 %472,088 %2,917 %2,083 %3,847 %3,095 %2,751 %482,125 %2,936 %2,119 %3,860 %3,112 %2,774 %492,160 %2,955 %2,154 %3,873 %3,128 %2,796 %502,193 %2,973 %2,188 %3,885 %3,143 %2,818 %512,226 %2,991 %2,221 %3,897 %3,158 %2,838 %522,257 %3,008 %2,252 %3,908 %3,172 %2,858 %532,287 %3,024 %2,283 %3,919 %3,186 %2,877 %542,316 %3,040 %2,312 %3,929 %3,199 %2,896 %552,345 %3,055 %2,340 %3,939 %3,212 %2,914 %562,372 %3,070 %2,367 %3,949 %3,224 %2,931 %572,398 %3,084 %2,394 %3,958 %3,236 %2,947 %582,424 %3,098 %2,419 %3,967 %3,247 %2,964 %592,448 %3,111 %2,444 %3,976 %3,258 %2,979 %602,472 %3,124 %2,468 %3,985 %3,269 %2,994 %612,495 %3,136 %2,491 %3,993 %3,279 %3,009 %622,518 %3,149 %2,514 %4,001 %3,289 %3,023 %632,539 %3,160 %2,535 %4,009 %3,299 %3,037 %642,560 %3,172 %2,556 %4,016 %3,308 %3,050 %652,581 %3,183 %2,577 %4,024 %3,318 %3,063 %662,601 %3,194 %2,597 %4,031 %3,326 %3,076 %672,620 %3,204 %2,616 %4,038 %3,335 %3,088 %682,638 %3,214 %2,635 %4,044 %3,343 %3,100 %

692,657 %3,224 %2,653 %4,051 %3,351 %3,111 %702,674 %3,234 %2,671 %4,057 %3,359 %3,122 %712,691 %3,243 %2,688 %4,063 %3,367 %3,133 %722,708 %3,252 %2,704 %4,069 %3,374 %3,144 %732,724 %3,261 %2,721 %4,075 %3,381 %3,154 %742,740 %3,269 %2,736 %4,081 %3,388 %3,164 %752,755 %3,278 %2,752 %4,086 %3,395 %3,174 %762,770 %3,286 %2,767 %4,092 %3,402 %3,183 %772,785 %3,294 %2,782 %4,097 %3,408 %3,192 %782,799 %3,301 %2,796 %4,102 %3,414 %3,201 %792,813 %3,309 %2,810 %4,107 %3,421 %3,210 %802,826 %3,316 %2,823 %4,112 %3,427 %3,219 %812,840 %3,324 %2,836 %4,117 %3,432 %3,227 %822,852 %3,331 %2,849 %4,121 %3,438 %3,235 %832,865 %3,337 %2,862 %4,126 %3,444 %3,243 %842,877 %3,344 %2,874 %4,130 %3,449 %3,251 %852,889 %3,351 %2,886 %4,134 %3,454 %3,259 %862,901 %3,357 %2,898 %4,139 %3,459 %3,266 %872,912 %3,363 %2,909 %4,143 %3,465 %3,273 %882,923 %3,369 %2,921 %4,147 %3,469 %3,281 %892,934 %3,375 %2,932 %4,151 %3,474 %3,287 %902,945 %3,381 %2,942 %4,155 %3,479 %3,294 %912,956 %3,387 %2,953 %4,158 %3,484 %3,301 %922,966 %3,392 %2,963 %4,162 %3,488 %3,307 %932,976 %3,398 %2,973 %4,166 %3,493 %3,314 %942,986 %3,403 %2,983 %4,169 %3,497 %3,320 %952,995 %3,408 %2,992 %4,173 %3,501 %3,326 %963,005 %3,413 %3,002 %4,176 %3,505 %3,332 %973,014 %3,418 %3,011 %4,179 %3,509 %3,338 %983,023 %3,423 %3,020 %4,183 %3,513 %3,344 %993,032 %3,428 %3,029 %4,186 %3,517 %3,349 %1003,040 %3,433 %3,038 %4,189 %3,521 %3,355 %1013,049 %3,437 %3,046 %4,192 %3,525 %3,360 %1023,057 %3,442 %3,054 %4,195 %3,528 %3,365 %1033,065 %3,446 %3,063 %4,198 %3,532 %3,370 % 1043,073 %3,451 %3,071 %4,201 %3,536 %3,376 %1053,081 %3,455 %3,079 %4,204 %3,539 %3,381 %1063,089 %3,459 %3,086 %4,207 %3,542 %3,385 %1073,096 %3,463 %3,094 %4,209 %3,546 %3,390 %1083,104 %3,467 %3,101 %4,212 %3,549 %3,395 %1093,111 %3,471 %3,109 %4,215 %3,552 %3,400 %1103,118 %3,475 %3,116 %4,217 %3,555 %3,404 %1113,125 %3,479 %3,123 %4,220 %3,559 %3,409 %1123,132 %3,483 %3,130 %4,222 %3,562 %3,413 %1133,139 %3,486 %3,136 %4,225 %3,565 %3,417 %1143,145 %3,490 %3,143 %4,227 %3,567 %3,421 %1153,152 %3,494 %3,150 %4,229 %3,570 %3,426 %1163,158 %3,497 %3,156 %4,232 %3,573 %3,430 %1173,165 %3,500 %3,162 %4,234 %3,576 %3,434 %1183,171 %3,504 %3,169 %4,236 %3,579 %3,438 %1193,177 %3,507 %3,175 %4,238 %3,581 %3,441 %1203,183 %3,510 %3,181 %4,241 %3,584 %3,445 %1213,189 %3,514 %3,187 %4,243 %3,587 %3,449 %1223,195 %3,517 %3,193 %4,245 %3,589 %3,453 %1233,200 %3,520 %3,198 %4,247 %3,592 %3,456 %1243,206 %3,523 %3,204 %4,249 %3,594 %3,460 %1253,212 %3,526 %3,210 %4,251 %3,597 %3,463 %1263,217 %3,529 %3,215 %4,253 %3,599 %3,467 %1273,222 %3,532 %3,220 %4,255 %3,601 %3,470 %1283,228 %3,535 %3,226 %4,257 %3,604 %3,474 %1293,233 %3,538 %3,231 %4,259 %3,606 %3,477 %1303,238 %3,540 %3,236 %4,261 %3,608 %3,480 %1313,243 %3,543 %3,241 %4,262 %3,611 %3,483 %1323,248 %3,546 %3,246 %4,264 %3,613 %3,487 %1333,253 %3,548 %3,251 %4,266 %3,615 %3,490 %1343,258 %3,551 %3,256 %4,268 %3,617 %3,493 %1353,262 %3,554 %3,261 %4,269 %3,619 %3,496 %1363,267 %3,556 %3,265 %4,271 %3,621 %3,499 %1373,272 %3,559 %3,270 %4,273 %3,623 %3,502 %1383,276 %3,561 %3,274 %4,274 %3,625 %3,505 %

1393,281 %3,564 %3,279 %4,276 %3,627 %3,507 %1403,285 %3,566 %3,283 %4,278 %3,629 %3,510 %1413,289 %3,568 %3,288 %4,279 %3,631 %3,513 %1423,294 %3,571 %3,292 %4,281 %3,633 %3,516 %1433,298 %3,573 %3,296 %4,282 %3,635 %3,518 %1443,302 %3,575 %3,300 %4,284 %3,637 %3,521 %1453,306 %3,578 %3,304 %4,285 %3,638 %3,524 %1463,310 %3,580 %3,309 %4,287 %3,640 %3,526 %1473,314 %3,582 %3,313 %4,288 %3,642 %3,529 %1483,318 %3,584 %3,317 %4,290 %3,644 %3,531 %1493,322 %3,586 %3,320 %4,291 %3,646 %3,534 %1503,326 %3,588 %3,324 %4,292 %3,647 %3,536 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1-0,471 %0,716 %3,446 %1,022 %2,928 %1,783 %2-0,441 %0,690 %3,550 %1,405 %3,040 %1,886 %3-0,388 %0,715 %3,659 %1,553 %3,180 %1,888 %4-0,336 %0,749 %3,764 %1,633 %3,245 %1,893 %5-0,280 %0,778 %3,866 %1,733 %3,270 %1,906 %6-0,214 %0,807 %3,975 %1,866 %3,285 %1,919 %7-0,134 %0,836 %4,092 %1,923 %3,300 %1,932 %8-0,068 %0,859 %4,217 %1,996 %3,315 %1,945 %9-0,003 %0,886 %4,348 %2,026 %3,331 %1,961 %100,062 %0,914 %4,487 %2,028 %3,347 %1,974 %110,113 %0,936 %4,595 %2,041 %3,363 %1,999 %120,162 %0,956 %4,672 %2,067 %3,378 %2,035 %130,218 %0,972 %4,727 %2,102 %3,393 %2,077 %140,270 %0,984 %4,764 %2,143 %3,407 %2,123 %150,311 %0,996 %4,788 %2,187 %3,421 %2,171 %160,337 %1,006 %4,802 %2,232 %3,435 %2,219 %170,357 %1,013 %4,809 %2,278 %3,448 %2,268 %180,379 %1,018 %4,809 %2,324 %3,461 %2,316 %190,408 %1,020 %4,805 %2,369 %3,473 %2,363 %200,449 %1,021 %4,797 %2,414 %3,484 %2,409 %210,503 %1,021 %4,787 %2,457 %3,495 %2,453 % 220,566 %1,021 %4,774 %2,499 %3,506 %2,496 %230,637 %1,020 %4,760 %2,539 %3,517 %2,537 %240,710 %1,019 %4,745 %2,578 %3,526 %2,577 %250,786 %1,018 %4,729 %2,616 %3,536 %2,615 %260,863 %1,015 %4,713 %2,652 %3,545 %2,651 %270,939 %1,013 %4,696 %2,686 %3,554 %2,686 %281,014 %1,010 %4,680 %2,720 %3,562 %2,720 %291,088 %1,007 %4,663 %2,752 %3,571 %2,752 %301,160 %1,004 %4,646 %2,782 %3,578 %2,783 %311,230 %1,001 %4,630 %2,811 %3,586 %2,812 %321,298 %0,997 %4,614 %2,840 %3,593 %2,840 %331,364 %0,995 %4,598 %2,867 %3,600 %2,867 %341,427 %0,992 %4,583 %2,892 %3,607 %2,893 %351,488 %0,990 %4,568 %2,917 %3,614 %2,918 %361,547 %0,989 %4,553 %2,941 %3,620 %2,942 %371,603 %0,987 %4,539 %2,964 %3,626 %2,965 %381,657 %0,983 %4,525 %2,986 %3,632 %2,987 %391,710 %0,977 %4,512 %3,007 %3,637 %3,008 %401,760 %0,968 %4,499 %3,027 %3,643 %3,028 %411,808 %0,955 %4,486 %3,046 %3,648 %3,048 %421,855 %0,940 %4,474 %3,065 %3,653 %3,066 %431,899 %0,926 %4,462 %3,083 %3,658 %3,084 %441,942 %0,914 %4,451 %3,100 %3,663 %3,101 %451,984 %0,905 %4,440 %3,117 %3,667 %3,118 %462,023 %0,899 %4,429 %3,133 %3,672 %3,134 %472,062 %0,898 %4,419 %3,148 %3,676 %3,149 %482,098 %0,901 %4,409 %3,163 %3,680 %3,164 %492,134 %0,909 %4,399 %3,177 %3,684 %3,178 %502,168 %0,923 %4,390 %3,191 %3,688 %3,192 %512,201 %0,942 %4,381 %3,205 %3,692 %3,206 %522,233 %0,965 %4,372 %3,217 %3,695 %3,218 %532,264 %0,992 %4,363 %3,230 %3,699 %3,231 %542,293 %1,022 %4,355 %3,242 %3,702 %3,243 %552,322 %1,054 %4,347 %3,254 %3,706 %3,254 %562,349 %1,087 %4,339 %3,265 %3,709 %3,266 %

572,376 %1,121 %4,332 %3,276 %3,712 %3,276 %582,402 %1,155 %4,325 %3,286 %3,715 %3,287 %592,427 %1,191 %4,318 %3,296 %3,718 %3,297 %602,451 %1,226 %4,311 %3,306 %3,721 %3,307 %612,475 %1,261 %4,304 %3,316 %3,723 %3,316 %622,497 %1,296 %4,298 %3,325 %3,726 %3,326 %632,519 %1,331 %4,292 %3,334 %3,729 %3,335 %642,541 %1,366 %4,286 %3,343 %3,731 %3,343 %652,561 %1,400 %4,280 %3,351 %3,734 %3,352 %662,581 %1,434 %4,274 %3,359 %3,736 %3,360 %672,601 %1,467 %4,269 %3,367 %3,739 %3,368 %682,620 %1,499 %4,263 %3,375 %3,741 %3,376 %692,638 %1,531 %4,258 %3,382 %3,743 %3,383 %702,656 %1,563 %4,253 %3,390 %3,745 %3,391 %712,673 %1,593 %4,248 %3,397 %3,747 %3,398 %722,690 %1,624 %4,243 %3,404 %3,749 %3,405 %732,707 %1,653 %4,239 %3,411 %3,751 %3,411 %742,723 %1,682 %4,234 %3,417 %3,753 %3,418 %752,738 %1,710 %4,230 %3,424 %3,755 %3,424 %762,754 %1,738 %4,225 %3,430 %3,757 %3,430 %772,768 %1,765 %4,221 %3,436 %3,759 %3,436 %782,783 %1,791 %4,217 %3,442 %3,761 %3,442 %792,797 %1,817 %4,213 %3,448 %3,762 %3,448 %802,811 %1,842 %4,209 %3,453 %3,764 %3,454 %812,824 %1,867 %4,205 %3,459 %3,766 %3,459 %822,837 %1,891 %4,202 %3,464 %3,767 %3,465 %832,850 %1,915 %4,198 %3,469 %3,769 %3,470 %842,862 %1,938 %4,194 %3,474 %3,770 %3,475 %852,874 %1,961 %4,191 %3,479 %3,772 %3,480 %862,886 %1,983 %4,188 %3,484 %3,773 %3,485 %872,898 %2,004 %4,184 %3,489 %3,775 %3,490 %882,909 %2,026 %4,181 %3,494 %3,776 %3,494 %892,920 %2,046 %4,178 %3,498 %3,778 %3,499 %902,931 %2,067 %4,175 %3,503 %3,779 %3,503 %912,942 %2,087 %4,172 %3,507 %3,780 %3,507 % 922,952 %2,106 %4,169 %3,511 %3,782 %3,512 %932,962 %2,125 %4,166 %3,515 %3,783 %3,516 %942,972 %2,144 %4,163 %3,519 %3,784 %3,520 %952,982 %2,162 %4,160 %3,523 %3,785 %3,524 %962,991 %2,180 %4,158 %3,527 %3,786 %3,528 %973,001 %2,197 %4,155 %3,531 %3,788 %3,532 %983,010 %2,215 %4,152 %3,535 %3,789 %3,535 %993,019 %2,231 %4,150 %3,539 %3,790 %3,539 %1003,027 %2,248 %4,147 %3,542 %3,791 %3,543 %1013,036 %2,264 %4,145 %3,546 %3,792 %3,546 %1023,045 %2,280 %4,142 %3,549 %3,793 %3,550 %1033,053 %2,296 %4,140 %3,553 %3,794 %3,553 %1043,061 %2,311 %4,138 %3,556 %3,795 %3,556 %1053,069 %2,326 %4,136 %3,559 %3,796 %3,560 %1063,077 %2,341 %4,133 %3,562 %3,797 %3,563 %1073,084 %2,355 %4,131 %3,566 %3,798 %3,566 %1083,092 %2,369 %4,129 %3,569 %3,799 %3,569 %1093,099 %2,383 %4,127 %3,572 %3,800 %3,572 %1103,106 %2,397 %4,125 %3,575 %3,801 %3,575 %1113,114 %2,410 %4,123 %3,578 %3,802 %3,578 %1123,121 %2,424 %4,121 %3,581 %3,803 %3,581 %1133,127 %2,437 %4,119 %3,583 %3,803 %3,584 %1143,134 %2,449 %4,117 %3,586 %3,804 %3,587 %1153,141 %2,462 %4,115 %3,589 %3,805 %3,589 %1163,147 %2,474 %4,113 %3,592 %3,806 %3,592 %1173,154 %2,486 %4,111 %3,594 %3,807 %3,595 %1183,160 %2,498 %4,110 %3,597 %3,808 %3,597 %1193,166 %2,510 %4,108 %3,599 %3,808 %3,600 %1203,172 %2,521 %4,106 %3,602 %3,809 %3,602 %1213,178 %2,533 %4,104 %3,604 %3,810 %3,605 %1223,184 %2,544 %4,103 %3,607 %3,811 %3,607 %1233,190 %2,555 %4,101 %3,609 %3,811 %3,609 %1243,196 %2,565 %4,099 %3,611 %3,812 %3,612 %1253,201 %2,576 %4,098 %3,614 %3,813 %3,614 %1263,207 %2,587 %4,096 %3,616 %3,813 %3,616 %

1273,212 %2,597 %4,095 %3,618 %3,814 %3,619 %1283,218 %2,607 %4,093 %3,620 %3,815 %3,621 %1293,223 %2,617 %4,092 %3,623 %3,815 %3,623 %1303,228 %2,627 %4,090 %3,625 %3,816 %3,625 %1313,233 %2,636 %4,089 %3,627 %3,817 %3,627 %1323,238 %2,646 %4,087 %3,629 %3,817 %3,629 %1333,243 %2,655 %4,086 %3,631 %3,818 %3,631 %1343,248 %2,664 %4,085 %3,633 %3,819 %3,633 %1353,253 %2,674 %4,083 %3,635 %3,819 %3,635 %1363,258 %2,683 %4,082 %3,637 %3,820 %3,637 %1373,262 %2,691 %4,080 %3,639 %3,820 %3,639 %1383,267 %2,700 %4,079 %3,641 %3,821 %3,641 %1393,272 %2,709 %4,078 %3,642 %3,822 %3,643 %1403,276 %2,717 %4,077 %3,644 %3,822 %3,645 %1413,280 %2,725 %4,075 %3,646 %3,823 %3,646 %1423,285 %2,734 %4,074 %3,648 %3,823 %3,648 %1433,289 %2,742 %4,073 %3,650 %3,824 %3,650 %1443,293 %2,750 %4,072 %3,651 %3,824 %3,652 %1453,297 %2,758 %4,071 %3,653 %3,825 %3,653 %1463,302 %2,765 %4,069 %3,655 %3,825 %3,655 %1473,306 %2,773 %4,068 %3,656 %3,826 %3,657 %1483,310 %2,781 %4,067 %3,658 %3,826 %3,658 %1493,314 %2,788 %4,066 %3,660 %3,827 %3,660 %1503,318 %2,796 %4,065 %3,661 %3,827 %3,662 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,733 %0,767 %1,053 %1,876 %1,546 %4,050 %2-0,706 %0,783 %1,078 %1,866 %1,582 %4,532 %3-0,650 %0,822 %1,103 %1,880 %1,725 %4,794 %4-0,598 %0,916 %1,170 %1,896 %1,917 %4,962 %5-0,524 %0,981 %1,211 %1,913 %2,111 %5,155 %6-0,469 %1,054 %1,272 %1,932 %2,296 %5,389 %7-0,407 %1,131 %1,330 %1,954 %2,464 %5,620 %8-0,342 %1,203 %1,368 %1,979 %2,612 %5,809 %9-0,281 %1,271 %1,396 %2,007 %2,742 %5,988 % 10-0,199 %1,334 %1,424 %2,035 %2,854 %6,143 %11-0,172 %1,396 %1,454 %2,063 %2,951 %6,252 %12-0,122 %1,453 %1,477 %2,091 %3,036 %6,322 %13-0,081 %1,505 %1,489 %2,116 %3,111 %6,363 %14-0,041 %1,551 %1,500 %2,140 %3,179 %6,382 %15-0,006 %1,589 %1,519 %2,163 %3,239 %6,386 %160,024 %1,620 %1,551 %2,185 %3,294 %6,377 %170,050 %1,646 %1,592 %2,203 %3,345 %6,359 %180,070 %1,668 %1,639 %2,215 %3,391 %6,334 %190,082 %1,687 %1,691 %2,221 %3,434 %6,305 %200,087 %1,706 %1,744 %2,218 %3,473 %6,272 %210,084 %1,723 %1,799 %2,207 %3,510 %6,236 %220,079 %1,737 %1,854 %2,191 %3,545 %6,199 %230,077 %1,746 %1,909 %2,173 %3,577 %6,161 %240,083 %1,750 %1,962 %2,155 %3,607 %6,122 %250,098 %1,748 %2,015 %2,139 %3,636 %6,084 %260,124 %1,739 %2,066 %2,127 %3,662 %6,045 %270,160 %1,728 %2,116 %2,119 %3,688 %6,007 %280,201 %1,718 %2,164 %2,115 %3,711 %5,970 %290,247 %1,714 %2,210 %2,117 %3,734 %5,934 %300,296 %1,717 %2,255 %2,124 %3,756 %5,898 %310,346 %1,728 %2,298 %2,137 %3,776 %5,864 %320,398 %1,746 %2,339 %2,155 %3,795 %5,830 %330,450 %1,770 %2,379 %2,175 %3,814 %5,798 %340,502 %1,797 %2,417 %2,199 %3,831 %5,766 %350,553 %1,827 %2,454 %2,224 %3,848 %5,736 %360,604 %1,859 %2,489 %2,251 %3,864 %5,707 %370,653 %1,893 %2,523 %2,278 %3,879 %5,679 %380,701 %1,927 %2,555 %2,306 %3,894 %5,651 %390,749 %1,962 %2,586 %2,334 %3,908 %5,625 %400,795 %1,997 %2,616 %2,362 %3,922 %5,600 %410,839 %2,031 %2,645 %2,390 %3,934 %5,575 %420,882 %2,066 %2,673 %2,418 %3,947 %5,552 %430,924 %2,100 %2,700 %2,445 %3,959 %5,529 %440,965 %2,133 %2,725 %2,472 %3,970 %5,507 %

451,004 %2,166 %2,750 %2,499 %3,981 %5,486 %461,042 %2,198 %2,773 %2,525 %3,991 %5,466 %471,079 %2,230 %2,796 %2,550 %4,002 %5,446 %481,114 %2,261 %2,818 %2,574 %4,011 %5,428 %491,149 %2,291 %2,839 %2,598 %4,021 %5,409 %501,182 %2,320 %2,860 %2,622 %4,030 %5,392 %511,214 %2,348 %2,880 %2,645 %4,039 %5,375 %521,245 %2,375 %2,899 %2,667 %4,047 %5,359 %531,275 %2,402 %2,917 %2,688 %4,055 %5,343 %541,304 %2,428 %2,935 %2,709 %4,063 %5,328 %551,332 %2,453 %2,952 %2,729 %4,071 %5,313 %561,359 %2,478 %2,968 %2,749 %4,078 %5,299 %571,385 %2,502 %2,984 %2,768 %4,085 %5,285 %581,411 %2,525 %3,000 %2,787 %4,092 %5,271 %591,435 %2,547 %3,015 %2,805 %4,099 %5,259 %601,459 %2,569 %3,029 %2,822 %4,105 %5,246 %611,482 %2,590 %3,043 %2,840 %4,112 %5,234 %621,505 %2,610 %3,057 %2,856 %4,118 %5,222 %631,527 %2,630 %3,070 %2,872 %4,124 %5,211 %641,548 %2,650 %3,083 %2,888 %4,129 %5,200 %651,568 %2,668 %3,095 %2,903 %4,135 %5,189 %661,588 %2,687 %3,107 %2,918 %4,140 %5,179 %671,608 %2,705 %3,119 %2,932 %4,146 %5,169 %681,626 %2,722 %3,131 %2,946 %4,151 %5,159 %691,645 %2,739 %3,142 %2,960 %4,156 %5,149 %701,662 %2,755 %3,152 %2,973 %4,161 %5,140 %711,680 %2,771 %3,163 %2,986 %4,165 %5,131 %721,696 %2,786 %3,173 %2,998 %4,170 %5,122 %731,713 %2,801 %3,183 %3,010 %4,174 %5,114 %741,729 %2,816 %3,193 %3,022 %4,179 %5,105 %751,744 %2,830 %3,202 %3,034 %4,183 %5,097 %761,759 %2,844 %3,211 %3,045 %4,187 %5,090 %771,774 %2,858 %3,220 %3,056 %4,191 %5,082 %781,788 %2,871 %3,229 %3,067 %4,195 %5,074 %791,802 %2,884 %3,237 %3,077 %4,199 %5,067 % 801,816 %2,897 %3,245 %3,088 %4,203 %5,060 %811,829 %2,909 %3,253 %3,098 %4,206 %5,053 %821,842 %2,921 %3,261 %3,107 %4,210 %5,046 %831,855 %2,933 %3,269 %3,117 %4,213 %5,040 %841,867 %2,944 %3,276 %3,126 %4,217 %5,033 %851,879 %2,955 %3,284 %3,135 %4,220 %5,027 %861,891 %2,966 %3,291 %3,144 %4,223 %5,021 %871,903 %2,977 %3,298 %3,153 %4,226 %5,015 %881,914 %2,987 %3,305 %3,161 %4,229 %5,009 %891,925 %2,998 %3,311 %3,169 %4,233 %5,003 %901,936 %3,007 %3,318 %3,177 %4,235 %4,998 %911,946 %3,017 %3,324 %3,185 %4,238 %4,992 %921,957 %3,027 %3,330 %3,193 %4,241 %4,987 %931,967 %3,036 %3,336 %3,201 %4,244 %4,982 %941,977 %3,045 %3,342 %3,208 %4,247 %4,977 %951,986 %3,054 %3,348 %3,215 %4,249 %4,972 %961,996 %3,063 %3,354 %3,222 %4,252 %4,967 %972,005 %3,072 %3,360 %3,229 %4,254 %4,962 %982,014 %3,080 %3,365 %3,236 %4,257 %4,957 %992,023 %3,088 %3,371 %3,243 %4,259 %4,952 %1002,032 %3,096 %3,376 %3,249 %4,262 %4,948 %1012,040 %3,104 %3,381 %3,256 %4,264 %4,943 %1022,049 %3,112 %3,386 %3,262 %4,266 %4,939 %1032,057 %3,120 %3,391 %3,268 %4,269 %4,935 %1042,065 %3,127 %3,396 %3,274 %4,271 %4,931 %1052,073 %3,134 %3,401 %3,280 %4,273 %4,927 %1062,081 %3,142 %3,405 %3,286 %4,275 %4,922 %1072,088 %3,149 %3,410 %3,292 %4,277 %4,919 %1082,096 %3,156 %3,415 %3,297 %4,279 %4,915 %1092,103 %3,162 %3,419 %3,303 %4,281 %4,911 %1102,110 %3,169 %3,423 %3,308 %4,283 %4,907 %1112,117 %3,176 %3,428 %3,314 %4,285 %4,903 %1122,124 %3,182 %3,432 %3,319 %4,287 %4,900 %1132,131 %3,188 %3,436 %3,324 %4,289 %4,896 %1142,138 %3,195 %3,440 %3,329 %4,291 %4,893 %

1152,145 %3,201 %3,444 %3,334 %4,293 %4,889 %1162,151 %3,207 %3,448 %3,339 %4,295 %4,886 %1172,157 %3,213 %3,452 %3,344 %4,296 %4,883 %1182,164 %3,219 %3,456 %3,348 %4,298 %4,879 %1192,170 %3,224 %3,459 %3,353 %4,300 %4,876 %1202,176 %3,230 %3,463 %3,357 %4,301 %4,873 %1212,182 %3,235 %3,467 %3,362 %4,303 %4,870 %1222,188 %3,241 %3,470 %3,366 %4,305 %4,867 %1232,193 %3,246 %3,474 %3,371 %4,306 %4,864 %1242,199 %3,251 %3,477 %3,375 %4,308 %4,861 %1252,205 %3,257 %3,480 %3,379 %4,309 %4,858 %1262,210 %3,262 %3,484 %3,383 %4,311 %4,855 %1272,216 %3,267 %3,487 %3,387 %4,312 %4,853 %1282,221 %3,272 %3,490 %3,391 %4,314 %4,850 %1292,226 %3,276 %3,493 %3,395 %4,315 %4,847 %1302,231 %3,281 %3,497 %3,399 %4,317 %4,844 %1312,236 %3,286 %3,500 %3,403 %4,318 %4,842 %1322,241 %3,291 %3,503 %3,407 %4,319 %4,839 %1332,246 %3,295 %3,506 %3,410 %4,321 %4,837 %1342,251 %3,300 %3,509 %3,414 %4,322 %4,834 %1352,256 %3,304 %3,511 %3,418 %4,323 %4,832 %1362,261 %3,308 %3,514 %3,421 %4,325 %4,829 %1372,265 %3,313 %3,517 %3,425 %4,326 %4,827 %1382,270 %3,317 %3,520 %3,428 %4,327 %4,824 %1392,275 %3,321 %3,523 %3,431 %4,329 %4,822 %1402,279 %3,325 %3,525 %3,435 %4,330 %4,820 %1412,283 %3,329 %3,528 %3,438 %4,331 %4,817 %1422,288 %3,333 %3,531 %3,441 %4,332 %4,815 %1432,292 %3,337 %3,533 %3,445 %4,333 %4,813 %1442,296 %3,341 %3,536 %3,448 %4,335 %4,811 %1452,300 %3,345 %3,538 %3,451 %4,336 %4,809 %1462,304 %3,349 %3,541 %3,454 %4,337 %4,807 %1472,308 %3,353 %3,543 %3,457 %4,338 %4,804 %1482,312 %3,356 %3,546 %3,460 %4,339 %4,802 % 1492,316 %3,360 %3,548 %3,463 %4,340 %4,800 %1502,320 %3,364 %3,550 %3,466 %4,341 %4,798 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand12,000 %5,474 %6,846 %0,398 %1,132 %6,408 %21,882 %5,793 %6,505 %0,405 %1,154 %6,380 %31,845 %6,059 %6,397 %0,436 %1,206 %6,477 %41,841 %6,271 %6,401 %0,464 %1,271 %6,615 %51,831 %6,444 %6,440 %0,485 %1,344 %6,805 %61,843 %6,593 %6,497 %0,513 %1,421 %7,016 %71,863 %6,700 %6,554 %0,533 %1,499 %7,224 %81,882 %6,777 %6,603 %0,555 %1,573 %7,382 %91,898 %6,826 %6,650 %0,571 %1,641 %7,572 %101,912 %6,862 %6,700 %0,584 %1,698 %7,755 %111,924 %6,881 %6,758 %0,624 %1,762 %7,896 %121,928 %6,886 %6,820 %0,687 %1,827 %8,015 %131,925 %6,880 %6,881 %0,764 %1,885 %8,130 %141,922 %6,866 %6,939 %0,849 %1,936 %8,233 %151,928 %6,847 %6,993 %0,937 %1,980 %8,311 %161,945 %6,825 %7,042 %1,027 %2,016 %8,358 %171,973 %6,800 %7,082 %1,117 %2,049 %8,379 %182,007 %6,773 %7,114 %1,205 %2,080 %8,379 %192,045 %6,744 %7,134 %1,291 %2,112 %8,362 %202,086 %6,716 %7,142 %1,374 %2,145 %8,333 %212,129 %6,687 %7,137 %1,454 %2,181 %8,295 %222,172 %6,658 %7,121 %1,531 %2,219 %8,250 %232,216 %6,629 %7,098 %1,604 %2,258 %8,200 %242,259 %6,601 %7,068 %1,675 %2,298 %8,146 %252,302 %6,573 %7,033 %1,742 %2,337 %8,089 %262,344 %6,546 %6,995 %1,807 %2,376 %8,032 %272,384 %6,519 %6,955 %1,868 %2,415 %7,973 %282,424 %6,494 %6,913 %1,927 %2,452 %7,915 %292,462 %6,469 %6,870 %1,983 %2,489 %7,857 %302,499 %6,445 %6,827 %2,037 %2,524 %7,800 %312,535 %6,421 %6,784 %2,088 %2,559 %7,744 %

322,570 %6,399 %6,741 %2,137 %2,592 %7,689 %332,603 %6,377 %6,699 %2,183 %2,624 %7,636 %342,635 %6,356 %6,657 %2,228 %2,655 %7,584 %352,666 %6,335 %6,617 %2,271 %2,685 %7,533 %362,695 %6,316 %6,578 %2,311 %2,714 %7,485 %372,724 %6,297 %6,539 %2,350 %2,742 %7,438 %382,751 %6,279 %6,502 %2,388 %2,769 %7,392 %392,778 %6,261 %6,466 %2,423 %2,794 %7,348 %402,803 %6,244 %6,431 %2,457 %2,819 %7,306 %412,827 %6,228 %6,397 %2,490 %2,843 %7,266 %422,851 %6,213 %6,364 %2,522 %2,866 %7,226 %432,874 %6,197 %6,333 %2,552 %2,888 %7,189 %442,895 %6,183 %6,302 %2,581 %2,910 %7,152 %452,916 %6,169 %6,273 %2,609 %2,930 %7,117 %462,936 %6,155 %6,245 %2,636 %2,950 %7,083 %472,956 %6,142 %6,217 %2,661 %2,969 %7,051 %482,974 %6,130 %6,191 %2,686 %2,988 %7,020 %492,993 %6,117 %6,166 %2,710 %3,005 %6,990 %503,010 %6,106 %6,141 %2,733 %3,023 %6,960 %513,027 %6,094 %6,117 %2,755 %3,039 %6,932 %523,043 %6,083 %6,094 %2,777 %3,055 %6,905 %533,059 %6,073 %6,072 %2,797 %3,070 %6,879 %543,074 %6,062 %6,051 %2,817 %3,085 %6,854 %553,088 %6,053 %6,030 %2,837 %3,100 %6,830 %563,102 %6,043 %6,010 %2,855 %3,114 %6,806 %573,116 %6,034 %5,991 %2,873 %3,127 %6,783 %583,129 %6,025 %5,973 %2,891 %3,140 %6,761 %593,142 %6,016 %5,954 %2,907 %3,153 %6,740 %603,155 %6,008 %5,937 %2,924 %3,165 %6,719 %613,167 %5,999 %5,920 %2,939 %3,177 %6,699 %623,178 %5,991 %5,904 %2,955 %3,188 %6,680 %633,190 %5,984 %5,888 %2,970 %3,199 %6,661 %643,200 %5,976 %5,872 %2,984 %3,210 %6,643 %653,211 %5,969 %5,857 %2,998 %3,221 %6,626 %663,221 %5,962 %5,843 %3,011 %3,231 %6,609 % 673,231 %5,955 %5,829 %3,024 %3,241 %6,592 %683,241 %5,949 %5,815 %3,037 %3,250 %6,576 %693,251 %5,942 %5,802 %3,050 %3,260 %6,560 %703,260 %5,936 %5,789 %3,062 %3,269 %6,545 %713,269 %5,930 %5,777 %3,073 %3,278 %6,530 %723,277 %5,924 %5,764 %3,085 %3,286 %6,516 %733,286 %5,918 %5,752 %3,096 %3,295 %6,502 %743,294 %5,912 %5,741 %3,107 %3,303 %6,489 %753,302 %5,907 %5,730 %3,117 %3,311 %6,475 %763,310 %5,902 %5,719 %3,127 %3,318 %6,462 %773,318 %5,896 %5,708 %3,137 %3,326 %6,450 %783,325 %5,891 %5,698 %3,147 %3,333 %6,438 %793,332 %5,886 %5,688 %3,157 %3,340 %6,426 %803,339 %5,882 %5,678 %3,166 %3,347 %6,414 %813,346 %5,877 %5,668 %3,175 %3,354 %6,403 %823,353 %5,872 %5,659 %3,184 %3,361 %6,392 %833,360 %5,868 %5,650 %3,192 %3,367 %6,381 %843,366 %5,863 %5,641 %3,201 %3,373 %6,370 %853,372 %5,859 %5,632 %3,209 %3,380 %6,360 %863,378 %5,855 %5,623 %3,217 %3,386 %6,350 %873,384 %5,851 %5,615 %3,225 %3,392 %6,340 %883,390 %5,847 %5,607 %3,232 %3,397 %6,331 %893,396 %5,843 %5,599 %3,240 %3,403 %6,321 %903,401 %5,839 %5,591 %3,247 %3,408 %6,312 %913,407 %5,835 %5,583 %3,254 %3,414 %6,303 %923,412 %5,832 %5,576 %3,261 %3,419 %6,295 %933,417 %5,828 %5,569 %3,268 %3,424 %6,286 %943,423 %5,825 %5,562 %3,275 %3,429 %6,278 %953,428 %5,821 %5,555 %3,281 %3,434 %6,269 %963,433 %5,818 %5,548 %3,288 %3,439 %6,261 %973,437 %5,815 %5,541 %3,294 %3,444 %6,253 %983,442 %5,811 %5,534 %3,300 %3,448 %6,246 %993,447 %5,808 %5,528 %3,306 %3,453 %6,238 %1003,451 %5,805 %5,522 %3,312 %3,457 %6,231 %1013,456 %5,802 %5,516 %3,318 %3,462 %6,223 %

1023,460 %5,799 %5,510 %3,324 %3,466 %6,216 %1033,464 %5,796 %5,504 %3,329 %3,470 %6,209 %1043,468 %5,794 %5,498 %3,335 %3,474 %6,203 %1053,473 %5,791 %5,492 %3,340 %3,479 %6,196 %1063,477 %5,788 %5,486 %3,345 %3,482 %6,189 %1073,480 %5,785 %5,481 %3,350 %3,486 %6,183 %1083,484 %5,783 %5,476 %3,356 %3,490 %6,176 %1093,488 %5,780 %5,470 %3,361 %3,494 %6,170 %1103,492 %5,777 %5,465 %3,365 %3,498 %6,164 %1113,496 %5,775 %5,460 %3,370 %3,501 %6,158 %1123,499 %5,773 %5,455 %3,375 %3,505 %6,152 %1133,503 %5,770 %5,450 %3,380 %3,508 %6,146 %1143,506 %5,768 %5,445 %3,384 %3,512 %6,141 %1153,510 %5,765 %5,440 %3,389 %3,515 %6,135 %1163,513 %5,763 %5,436 %3,393 %3,518 %6,130 %1173,516 %5,761 %5,431 %3,397 %3,522 %6,124 %1183,520 %5,759 %5,427 %3,402 %3,525 %6,119 %1193,523 %5,756 %5,422 %3,406 %3,528 %6,114 %1203,526 %5,754 %5,418 %3,410 %3,531 %6,109 %1213,529 %5,752 %5,414 %3,414 %3,534 %6,104 %1223,532 %5,750 %5,409 %3,418 %3,537 %6,099 %1233,535 %5,748 %5,405 %3,422 %3,540 %6,094 %1243,538 %5,746 %5,401 %3,426 %3,543 %6,089 %1253,541 %5,744 %5,397 %3,429 %3,546 %6,084 %1263,544 %5,742 %5,393 %3,433 %3,549 %6,080 %1273,546 %5,740 %5,389 %3,437 %3,551 %6,075 %1283,549 %5,738 %5,385 %3,440 %3,554 %6,070 %1293,552 %5,737 %5,382 %3,444 %3,557 %6,066 %1303,555 %5,735 %5,378 %3,448 %3,559 %6,062 %1313,557 %5,733 %5,374 %3,451 %3,562 %6,057 %1323,560 %5,731 %5,371 %3,454 %3,565 %6,053 %1333,562 %5,729 %5,367 %3,458 %3,567 %6,049 %1343,565 %5,728 %5,364 %3,461 %3,570 %6,045 %1353,567 %5,726 %5,360 %3,464 %3,572 %6,041 %1363,570 %5,724 %5,357 %3,467 %3,574 %6,037 % 1373,572 %5,723 %5,353 %3,471 %3,577 %6,033 %1383,575 %5,721 %5,350 %3,474 %3,579 %6,029 %1393,577 %5,720 %5,347 %3,477 %3,581 %6,025 %1403,579 %5,718 %5,344 %3,480 %3,584 %6,021 %1413,581 %5,716 %5,341 %3,483 %3,586 %6,018 %1423,584 %5,715 %5,337 %3,486 %3,588 %6,014 %1433,586 %5,713 %5,334 %3,489 %3,590 %6,010 %1443,588 %5,712 %5,331 %3,491 %3,592 %6,007 %1453,590 %5,710 %5,328 %3,494 %3,595 %6,003 %1463,592 %5,709 %5,325 %3,497 %3,597 %6,000 %1473,594 %5,708 %5,323 %3,500 %3,599 %5,997 %1483,597 %5,706 %5,320 %3,502 %3,601 %5,993 %1493,599 %5,705 %5,317 %3,505 %3,603 %5,990 %1503,601 %5,703 %5,314 %3,508 %3,605 %5,987 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won14,224 %2,447 %3,159 %6,200 %1,323 %1,311 %24,921 %2,520 %3,149 %6,097 %1,305 %1,235 %35,460 %2,598 %3,167 %6,109 %1,317 %1,230 %45,873 %2,709 %3,194 %6,197 %1,355 %1,241 %56,121 %2,799 %3,227 %6,241 %1,394 %1,241 %66,299 %2,874 %3,246 %6,392 %1,445 %1,243 %76,427 %2,940 %3,253 %6,522 %1,496 %1,251 %86,512 %2,999 %3,255 %6,646 %1,541 %1,265 %96,579 %3,055 %3,267 %6,758 %1,580 %1,280 %106,631 %3,107 %3,299 %6,842 %1,614 %1,293 %116,664 %3,157 %3,355 %6,889 %1,642 %1,303 %126,681 %3,205 %3,414 %6,907 %1,667 %1,309 %136,686 %3,251 %3,463 %6,904 %1,687 %1,311 %146,683 %3,295 %3,503 %6,886 %1,702 %1,305 %156,673 %3,337 %3,537 %6,857 %1,712 %1,286 %166,659 %3,377 %3,568 %6,819 %1,718 %1,257 %176,641 %3,414 %3,596 %6,776 %1,723 %1,226 %186,621 %3,450 %3,621 %6,728 %1,731 %1,201 %196,599 %3,484 %3,644 %6,678 %1,745 %1,188 %

206,576 %3,517 %3,664 %6,627 %1,766 %1,190 %216,553 %3,547 %3,682 %6,574 %1,795 %1,210 %226,529 %3,577 %3,698 %6,522 %1,830 %1,242 %236,505 %3,605 %3,712 %6,470 %1,870 %1,283 %246,481 %3,631 %3,725 %6,418 %1,912 %1,331 %256,458 %3,657 %3,736 %6,368 %1,956 %1,382 %266,434 %3,681 %3,746 %6,318 %2,000 %1,436 %276,412 %3,704 %3,755 %6,270 %2,045 %1,492 %286,389 %3,726 %3,764 %6,224 %2,089 %1,548 %296,368 %3,747 %3,771 %6,179 %2,133 %1,604 %306,347 %3,767 %3,778 %6,135 %2,176 %1,659 %316,326 %3,786 %3,784 %6,093 %2,219 %1,713 %326,307 %3,804 %3,790 %6,052 %2,260 %1,766 %336,287 %3,822 %3,795 %6,013 %2,299 %1,818 %346,269 %3,839 %3,800 %5,975 %2,338 %1,868 %356,251 %3,855 %3,805 %5,939 %2,375 %1,917 %366,234 %3,870 %3,809 %5,904 %2,411 %1,964 %376,217 %3,885 %3,812 %5,870 %2,446 %2,009 %386,201 %3,899 %3,816 %5,838 %2,480 %2,053 %396,185 %3,913 %3,819 %5,807 %2,512 %2,095 %406,170 %3,926 %3,822 %5,777 %2,543 %2,136 %416,156 %3,938 %3,825 %5,748 %2,573 %2,175 %426,142 %3,950 %3,828 %5,720 %2,602 %2,213 %436,128 %3,962 %3,830 %5,694 %2,630 %2,250 %446,115 %3,973 %3,832 %5,668 %2,657 %2,285 %456,103 %3,984 %3,835 %5,644 %2,683 %2,319 %466,091 %3,994 %3,837 %5,620 %2,708 %2,351 %476,079 %4,005 %3,838 %5,597 %2,732 %2,383 %486,068 %4,014 %3,840 %5,575 %2,755 %2,413 %496,057 %4,023 %3,842 %5,554 %2,778 %2,442 %506,046 %4,032 %3,844 %5,533 %2,799 %2,470 %516,036 %4,041 %3,845 %5,514 %2,820 %2,497 %526,026 %4,050 %3,846 %5,495 %2,840 %2,523 %536,017 %4,058 %3,848 %5,476 %2,860 %2,549 %546,007 %4,065 %3,849 %5,458 %2,878 %2,573 %555,999 %4,073 %3,850 %5,441 %2,896 %2,597 % 565,990 %4,080 %3,851 %5,425 %2,914 %2,619 %575,982 %4,087 %3,852 %5,409 %2,931 %2,642 %585,973 %4,094 %3,853 %5,393 %2,947 %2,663 %595,966 %4,101 %3,854 %5,378 %2,963 %2,683 %605,958 %4,107 %3,855 %5,364 %2,978 %2,703 %615,951 %4,114 %3,856 %5,350 %2,993 %2,723 %625,944 %4,120 %3,857 %5,336 %3,008 %2,742 %635,937 %4,126 %3,858 %5,323 %3,022 %2,760 %645,930 %4,131 %3,859 %5,310 %3,035 %2,777 %655,923 %4,137 %3,859 %5,298 %3,048 %2,794 %665,917 %4,142 %3,860 %5,286 %3,061 %2,811 %675,911 %4,148 %3,861 %5,274 %3,074 %2,827 %685,905 %4,153 %3,862 %5,263 %3,086 %2,843 %695,899 %4,158 %3,862 %5,252 %3,097 %2,858 %705,893 %4,162 %3,863 %5,241 %3,109 %2,873 %715,888 %4,167 %3,863 %5,230 %3,120 %2,887 %725,883 %4,172 %3,864 %5,220 %3,131 %2,901 %735,877 %4,176 %3,865 %5,210 %3,141 %2,915 %745,872 %4,180 %3,865 %5,201 %3,151 %2,928 %755,867 %4,185 %3,866 %5,191 %3,161 %2,941 %765,863 %4,189 %3,866 %5,182 %3,171 %2,953 %775,858 %4,193 %3,867 %5,173 %3,180 %2,966 %785,853 %4,197 %3,867 %5,165 %3,189 %2,977 %795,849 %4,201 %3,868 %5,156 %3,198 %2,989 %805,844 %4,204 %3,868 %5,148 %3,207 %3,000 %815,840 %4,208 %3,868 %5,140 %3,216 %3,011 %825,836 %4,211 %3,869 %5,132 %3,224 %3,022 %835,832 %4,215 %3,869 %5,125 %3,232 %3,033 %845,828 %4,218 %3,870 %5,117 %3,240 %3,043 %855,824 %4,222 %3,870 %5,110 %3,248 %3,053 %865,820 %4,225 %3,870 %5,103 %3,255 %3,063 %875,817 %4,228 %3,871 %5,096 %3,263 %3,072 %885,813 %4,231 %3,871 %5,089 %3,270 %3,082 %895,810 %4,234 %3,871 %5,082 %3,277 %3,091 %905,806 %4,237 %3,872 %5,076 %3,284 %3,100 %915,803 %4,240 %3,872 %5,070 %3,291 %3,109 %

925,800 %4,243 %3,872 %5,063 %3,297 %3,117 %935,796 %4,245 %3,873 %5,057 %3,304 %3,126 %945,793 %4,248 %3,873 %5,051 %3,310 %3,134 %955,790 %4,251 %3,873 %5,046 %3,316 %3,142 %965,787 %4,253 %3,874 %5,040 %3,322 %3,150 %975,784 %4,256 %3,874 %5,034 %3,328 %3,157 %985,781 %4,258 %3,874 %5,029 %3,334 %3,165 %995,778 %4,261 %3,874 %5,024 %3,340 %3,172 %1005,776 %4,263 %3,875 %5,018 %3,345 %3,180 %1015,773 %4,265 %3,875 %5,013 %3,351 %3,187 %1025,770 %4,268 %3,875 %5,008 %3,356 %3,194 %1035,768 %4,270 %3,875 %5,003 %3,361 %3,201 %1045,765 %4,272 %3,876 %4,998 %3,367 %3,207 %1055,762 %4,274 %3,876 %4,994 %3,372 %3,214 %1065,760 %4,277 %3,876 %4,989 %3,377 %3,220 %1075,758 %4,279 %3,876 %4,984 %3,381 %3,227 %1085,755 %4,281 %3,877 %4,980 %3,386 %3,233 %1095,753 %4,283 %3,877 %4,975 %3,391 %3,239 %1105,751 %4,285 %3,877 %4,971 %3,396 %3,245 %1115,748 %4,287 %3,877 %4,967 %3,400 %3,251 %1125,746 %4,288 %3,877 %4,963 %3,405 %3,257 %1135,744 %4,290 %3,878 %4,959 %3,409 %3,262 %1145,742 %4,292 %3,878 %4,954 %3,413 %3,268 %1155,740 %4,294 %3,878 %4,951 %3,417 %3,273 %1165,738 %4,296 %3,878 %4,947 %3,422 %3,279 %1175,736 %4,298 %3,878 %4,943 %3,426 %3,284 %1185,734 %4,299 %3,879 %4,939 %3,430 %3,289 %1195,732 %4,301 %3,879 %4,935 %3,434 %3,294 %1205,730 %4,303 %3,879 %4,932 %3,438 %3,299 %1215,728 %4,304 %3,879 %4,928 %3,441 %3,304 %1225,726 %4,306 %3,879 %4,925 %3,445 %3,309 %1235,724 %4,307 %3,879 %4,921 %3,449 %3,314 %1245,722 %4,309 %3,880 %4,918 %3,452 %3,319 %1255,720 %4,310 %3,880 %4,914 %3,456 %3,323 %1265,719 %4,312 %3,880 %4,911 %3,459 %3,328 %1275,717 %4,313 %3,880 %4,908 %3,463 %3,332 %1285,715 %4,315 %3,880 %4,905 %3,466 %3,337 % 1295,714 %4,316 %3,880 %4,902 %3,470 %3,341 %1305,712 %4,318 %3,881 %4,898 %3,473 %3,345 %1315,710 %4,319 %3,881 %4,895 %3,476 %3,350 %1325,709 %4,320 %3,881 %4,892 %3,479 %3,354 %1335,707 %4,322 %3,881 %4,889 %3,483 %3,358 %1345,706 %4,323 %3,881 %4,887 %3,486 %3,362 %1355,704 %4,324 %3,881 %4,884 %3,489 %3,366 %1365,703 %4,326 %3,881 %4,881 %3,492 %3,370 %1375,701 %4,327 %3,882 %4,878 %3,495 %3,374 %1385,700 %4,328 %3,882 %4,875 %3,498 %3,378 %1395,698 %4,330 %3,882 %4,873 %3,501 %3,381 %1405,697 %4,331 %3,882 %4,870 %3,503 %3,385 %1415,695 %4,332 %3,882 %4,867 %3,506 %3,389 %1425,694 %4,333 %3,882 %4,865 %3,509 %3,392 %1435,693 %4,334 %3,882 %4,862 %3,512 %3,396 %1445,691 %4,335 %3,882 %4,860 %3,514 %3,399 %1455,690 %4,337 %3,883 %4,857 %3,517 %3,403 %1465,689 %4,338 %3,883 %4,855 %3,520 %3,406 %1475,687 %4,339 %3,883 %4,852 %3,522 %3,409 %1485,686 %4,340 %3,883 %4,850 %3,525 %3,413 %1495,685 %4,341 %3,883 %4,848 %3,527 %3,416 %1505,684 %4,342 %3,883 %4,845 %3,530 %3,419 %Term to maturity (in years)Turkish liraUS dollarYen112,485 %1,654 %-0,085 %212,590 %1,572 %-0,085 %312,482 %1,565 %-0,090 %412,525 %1,583 %-0,079 %512,204 %1,606 %-0,069 %611,978 %1,641 %-0,068 %711,788 %1,678 %-0,051 %811,515 %1,711 %-0,031 %911,199 %1,748 %-0,009 %1010,887 %1,782 %0,014 %1110,606 %1,814 %0,041 % 1210,355 %1,844 %0,069 %1310,128 %1,869 %0,094 %149,921 %1,889 %0,116 %159,730 %1,907 %0,137 %169,554 %1,923 %0,158 %179,390 %1,938 %0,177 %189,238 %1,950 %0,196 %199,095 %1,961 %0,213 %208,962 %1,970 %0,229 %218,837 %1,976 %0,244 %228,719 %1,980 %0,257 %238,608 %1,983 %0,268 %248,503 %1,986 %0,276 %258,405 %1,988 %0,281 %268,311 %1,990 %0,284 %278,223 %1,992 %0,288 %288,139 %1,993 %0,296 %298,060 %1,994 %0,310 %307,985 %1,995 %0,333 %317,913 %1,995 %0,365 %327,845 %1,994 %0,405 %337,781 %1,993 %0,450 %347,719 %1,990 %0,498 %357,661 %1,987 %0,549 %367,605 %1,982 %0,602 %377,551 %1,976 %0,655 %387,501 %1,968 %0,708 %397,452 %1,959 %0,762 %407,405 %1,947 %0,815 %417,361 %1,934 %0,867 %427,318 %1,919 %0,918 %437,277 %1,906 %0,969 %447,238 %1,893 %1,018 %457,201 %1,883 %1,066 %467,165 %1,876 %1,112 %477,130 %1,871 %1,158 %487,097 %1,870 %1,202 %497,065 %1,872 %1,245 %

507,034 %1,878 %1,286 %517,004 %1,889 %1,326 %526,976 %1,902 %1,366 %536,948 %1,918 %1,403 %546,921 %1,936 %1,440 %556,896 %1,956 %1,476 %566,871 %1,976 %1,510 %576,847 %1,998 %1,544 %586,824 %2,020 %1,576 %596,802 %2,043 %1,608 %606,780 %2,066 %1,639 %616,759 %2,090 %1,668 %626,739 %2,113 %1,697 %636,719 %2,136 %1,725 %646,700 %2,159 %1,752 %656,682 %2,182 %1,778 %666,664 %2,205 %1,804 %676,646 %2,227 %1,829 %686,629 %2,249 %1,853 %696,613 %2,270 %1,877 %706,597 %2,292 %1,899 %716,582 %2,313 %1,922 %726,567 %2,333 %1,943 %736,552 %2,353 %1,964 %746,538 %2,373 %1,985 %756,524 %2,392 %2,005 %766,510 %2,411 %2,024 %776,497 %2,429 %2,043 %786,484 %2,448 %2,062 %796,472 %2,465 %2,080 %806,460 %2,483 %2,097 %816,448 %2,500 %2,115 %826,436 %2,516 %2,131 %836,425 %2,532 %2,148 %846,414 %2,548 %2,164 %856,403 %2,564 %2,179 %866,392 %2,579 %2,195 %876,382 %2,594 %2,209 %886,372 %2,609 %2,224 %896,362 %2,623 %2,238 % 906,353 %2,637 %2,252 %916,343 %2,651 %2,266 %926,334 %2,664 %2,279 %936,325 %2,677 %2,292 %946,316 %2,690 %2,305 %956,308 %2,703 %2,317 %966,299 %2,715 %2,330 %976,291 %2,727 %2,342 %986,283 %2,739 %2,353 %996,275 %2,751 %2,365 %1006,267 %2,762 %2,376 %1016,259 %2,773 %2,387 %1026,252 %2,784 %2,398 %1036,245 %2,795 %2,409 %1046,237 %2,805 %2,419 %1056,230 %2,816 %2,429 %1066,224 %2,826 %2,439 %1076,217 %2,836 %2,449 %1086,210 %2,846 %2,459 %1096,204 %2,855 %2,469 %1106,197 %2,865 %2,478 %1116,191 %2,874 %2,487 %1126,185 %2,883 %2,496 %1136,179 %2,892 %2,505 %1146,173 %2,901 %2,514 %1156,167 %2,909 %2,522 %1166,161 %2,918 %2,530 %1176,155 %2,926 %2,539 %1186,150 %2,935 %2,547 %1196,144 %2,943 %2,555 %1206,139 %2,951 %2,563 %1216,134 %2,958 %2,570 %1226,128 %2,966 %2,578 %1236,123 %2,974 %2,585 %1246,118 %2,981 %2,593 %1256,113 %2,988 %2,600 % 1266,108 %2,996 %2,607 %1276,104 %3,003 %2,614 %1286,099 %3,010 %2,621 %1296,094 %3,017 %2,628 %1306,090 %3,023 %2,634 %1316,085 %3,030 %2,641 %1326,081 %3,036 %2,647 %1336,076 %3,043 %2,654 %1346,072 %3,049 %2,660 %1356,068 %3,056 %2,666 %1366,063 %3,062 %2,672 %1376,059 %3,068 %2,678 %1386,055 %3,074 %2,684 %1396,051 %3,080 %2,690 %1406,047 %3,086 %2,696 %1416,043 %3,091 %2,702 %1426,040 %3,097 %2,707 %1436,036 %3,103 %2,713 %1446,032 %3,108 %2,718 %1456,028 %3,114 %2,724 %1466,025 %3,119 %2,729 %1476,021 %3,124 %2,734 %1486,018 %3,130 %2,739 %1496,014 %3,135 %2,744 %1506,011 %3,140 %2,749 %

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 RepublicCyprusDenmark10031502512003950410301445147040247534805045154510615545653072557595408275951154093861512510103862513500Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003954162000024442331000217425420001894265400017342765000170429750001674298701017123098020173131108030175431Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501604214111102304

3191415025044211617026045231819027046251920029047262122029048282223130049292324231041031242533104Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom125912185002411716221100347191826150044820193017005512221341900653232237200075425243822008542625402300951282540240010502525402500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011010009201801000931290100010423701000105238010001063420100010744301000108741010001095390100010105410101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000610142000812043000812044000814045010715046050815047070915048011010150490170111504100170121504Duration (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 61620451192335541242262045119233554100137224611222955081748254911522854967651027541182285495686113057123228549549712325912522854954981233591242285495499123459123228549549101335591232285495491113365912322854954912143759123228549549131437591232285495491414385912322854954915143759123228549549161437591232285495491714375912322854954918143759123228549549191537591232285495492016375912322854954921163759123228549549221737591232285495492317375912322854954924193759123228549549251937591232285495492620375912322854954927203859123228549549282138591232285495492921385912322854954930233859123228549549 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 611327521262405611293215295412824156310423163155122238559849417345712323755870251836621262365575896193765130236557557719396613223555655681939651302345555559183965129234555555101840641282335545541118416412823355455412184163127232553553131841631272325535531418416212623155255215174062126231552552161740611252305515511716396112523055155118163961125230551551191639611252305515512017406112523055155121174062126231552552221740621262315525522318406212623155255224194162126231552552251941621262315525522620416212623155255227204162126231552552282141621262315525522922416212623155255230234062126231552552 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 61620451192335541242262045119233554100137224611222955081748254811422854967651027541182285495686113057122228549549712325912522854954981233581242285495499123358123228549549101335591232285495491113365912322854954912143659123228549549131437591232285495491414375912322854954915143759123228549549161437591232285495491714375912322854954918143759123228549549191537591232285495492016375912322854954921163759123228549549221737591232285495492317375912322854954924193759123228549549251937591232285495492620375912322854954927203759123228549549282137591232285495492921375912322854954930233759123228549549

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 618095119194307628125127791115190303624100938096119186302623825479961201862996206865799612318729761861867897124190295616616777971241902936146148769612218729261361397596121186290612612107294118182287608608117092115179284605605126992114178283604604136891113177282603603146891113177282603603156891112176281602602166790112176281602602176790111175280601601186689111175280601601196588110174279600600206588109173278599599216487109172277598598226386108172277598598236285107171276597597246184106170275596596256083105169274595595265982104168273594594275881103167272593593285780102165270592592295679101164269590590305578100163268589589 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 611024481232365571252212265012523855910093142952119236556824415325612223555668251735611252355565736183764130235556556719396613223555655681939651302345555559183965129234555555101840641282335545541119416412823355455412194264128233554554131942641282335545541419426412723255355315194263127232553553161841631272325535531718416312723255355318184263127232553553191942631272325535532019426412823355455421194264128233554554222043641282335545542320436412823355455424204365128233554554252043651282335545542620436512823355455427204364128233554554282143641282335545542922436412823355455430234364128233554554 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 614963881632765971250253679216628060110083587497164280601822462781021682826036815648210817228260360366584112177282603603766861131792826036038658511117728160260296485110174279600600106385109173278599599116284108171276597597126184106170275596596136083105169274595595145982103167272593593155881102166271592592165780101165270591591175679101164269590590185578100164269590590195478991632685895892054779916226758858821537698162267588588225276971612665875872352759616026558658624517496159264585585255073951592645855852649729415826358458427487193157262583583284871921562615825822947709115526058158130466991154259580580 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 6151944118232553124125194411823255310003622451122285498164824481142275486765927531172275485686102956122227548548711315812422754854881132581232275485489113358122227548548101234581222275485481113355812222754854812133658122227548548131336581222275485481414375812222754854815133758122227548548161337581222275485481713375812222754854818133758122227548548191537581222275485482016375812222754854821163758122227548548221737581222275485482317375812222754854824193758122227548548251937581222275485482620375812222754854827203758122227548548282137581222275485482921375812222754854830233758122227548548

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 6172455151251572126527245515125157210193826551362475688314102957126245566688511315811524456557861434611072435645647163762100242563563817386093241562562920456487240561561101945628423956056011184460842385595591218436185237558558131844618523655755714184461852365575571518446185235556556161844618523355455417184461852325545541818446185232553553191844618523255355320184461852325535532118446185232553553221844618523255355323184461852325535532419446185231552552251944618523155255226204461852305515512720446185230551551282144618522955055029214461852295505503023446185228549549 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 6186100124199312633131928498123197311632106438398122188305626869482991221883026237205819912518929962062068099126192297618618779981251922946156158769712318829261361397495120185290611611107395119183288609609117294118181286607607127194116180285606606137093114178283604604146891113177282603603156790112175280601601166689110174279600600176588109173278599599186487108172277598598196386107171276597597206285107170275596596216184106170274596596226083105169274595595235982104168273594594245881103166271593593255780102165270591591265679101164269590590275578100163268589589285477981622675885882953769716126658758730527597160265586586 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 61597397172285606127125872961712846051029358739616328060184145874981642785986965587510116527659759765776103168274595595756761031692725935938557510116727159259295375100164269590590105375991632685895891152759816226758858812527597161266587587135275961602655865861451749616026558658615507395159264585585164972941582635845841749729315726258358318487193157262583583194871921562615825822047719215626158258221477092156261582582224770911552605815812346699115526058158124466990154259580580254568901532585795792644678915325857957927446788152257578578284366881512565775772942658715125657757730426586150255576576 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 613145701442585791286232467114525958010373324771137254575846432497313825257370053351771412515725886335279145250571571734538014624957057083353791442485695699325378143248569569103254781422475685681132547714124656756712315477140245566566133154761402455665661430547513924456556515305374138243564564162952741372425635631728517313724256356318285173137242563563192851721362415625622028517313624156256221285173136241562562222851731362415625622328517213624156256224275172136241562562252750721362415625622627507213524056256227275071135240561561282650711352405615612926497113524056156130264971134239560560

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 610325100213534123621526101214535996325279421153281343630962105316735493599209531566641139104209530530751441107209530530871440105209530530971540104209530530108164010420953053011818421052105315311291840104209530530131119411052105315311411194110521053153115121840104209530530161217391032085295291713173910320852952918131739103208529529191518391032085295292015184010420953053021161940104209530530221720401042095305302317214010420953053024192140104209530530251922401042095305302620244110420953053027202442104209530530282125441032085305302921254610320852952930222647103208529529 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 614761861602745951266247618616027459510203476386153269590832448648815426758868954866921562665875876486794160265586586748689516126458558584768941592635845849466893157262583583104668921562615825821146689115526058158112456891154259580580134568901542595805801445688915325857957915446789152257578578164366881512565775771742658715125657757718426587150255576576194164861502555765762041648615025557657621416486150255576576224164851492545755752340638514925457557524406384148253574574253962841472525735732638618314725257357327386182146251572572283760821452505715712936598114525057157130365980144249570570 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 611731551302435641271221355913424756810253254063130247567836428456813424856969253149751392495705826304976142247568568735558214825057257283354801452495705709345681145250571571103658821462515725721138608314725257357312396284148253574574134063841482535745741440638514925457557515406385149254575575164063841482535745741740638414825357457418396284147252573573193962831472525735732039628314725257357321386283147252573573223861831472525735732338618314625157257224386182146251572572253760821462515725722637608114525057157127365981145250571571283659801442495705702935588014424957057030355879143248569569 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 611630551292435641287217315613024456510373193558125241562846421376112724056170052240661302405615886234270135240561561724447113724056156182445711362405615619254671135240561561102547711352405615611126487213524056156112264972135240562562132750721362415625621427507213624156256215275072136241562562162750721352405615611727507213524056256218275072135240561561192750721352405615612027507213524056256221275072135240561561222750711352405615612326497113524056156124264971134239560560252549701342395605602625487013423956056027254869133238559559282447691332385595592924476913223755855830244768132237558558

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 61506589164277598128125367921662806011033357729616327960084445976100166279600700561791051692796006006638210917428060160176484111177280601601863841101752796006009638410917427960060010648611017427960060011648610917327859959912648610917327859959913638610817227759859814628610717127659759715628510617027559659616618410516927459559517608310516827359559518598210416827359459419598210316727259359320588110316627159259221578010216627159259222567910116527059159123557910016426959059024557899163268589589255477981622675885882653769716126658758727527596160265586586285174961592645855852950739515926358558530497294158263584584 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 6182961201953086291331286100125199313634107938810312619330963088348810512819430862973259110913519930963063069311213920531063163179511414120831063163189611614220731163263299611714320731263363310971191432073126336331197119142206311632632129611914220531063163113961181402043096306301494117139203308629629159311613720130662762716911141362003056266261790113135198303625625188911213319730262362319871101321963016226222086109131194299620620218510812919329861961922831061281922976186182381105126190295616616248010312518829361461425781011231872926136132677100121185290611611277598120184289610610287497118182287608608297295117181286607607307194115179284605605 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 611024481232365571290213275112623956010383163155121238559846419355912523956070052239651292405615886234269135240561561725447113824056156182545711362405615619254671135240561561102547711352405615611126487113524056156112264971135240561561132649701342395605601425487013423956056015244869133238559559162447681322375585581723466813223755855818234667131236557557192346671312365575572023466713123655755721234668131236557557222346681312365575572323466813123655755724234667131236557557252346671312365575572622466713123655755727224567131236557557282245671312365575572922456713023555655630234566130235556556 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 619510913420832264313592951101342093226431100396112135202318639900497114138204317638747598116142206316637637699118145210316637637799119146212315636636899120146211315636636998120145209314635635109711914320731263363311961191422063116326321295118140204309630630139311613820230762862814921151362003056266261590113134198303624624168811113219630162262217861091311953006216211884108129193298619619198310612819229761861820821051271912966176172181104126189294616616228010312518829361461423791021231872926136132477101122186291612612257699121185290611611267598120184289610610277497119182287608608287396117181286607607297295116180285606606307194115179284605605

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 613343483734485618821387283971211963096301114386101125191308629908490106130196309630751592110136200310631631694112140205311632632795115142208311632632896116142208312633633996118143207312633633109711814320731263363311971191432063116326321298120143207312633633139812114320731263363314991221442073126336331510012314420831363463416100124145209314635635171011251462103156366361810212614721131663763719103126148212317638638201041271492123176386382110412714921331863963922104127148212317638638231031261482123176386382410212514721131663763725101124146210315636636261001231452093146356352799122143207312633633289712114220631163263229961191412053106316313095118139203308629629 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 610113611022454512582111361102245451014321336103220541827431538104218539685541643107217538575651845111216537537751946113215536536871945110215536536971944109213535535108204410821353453411821441082135345341292244108213534534131122441082135345341411234410821353453415122344108213534534161223441082135345341713234510921453553518152445109214535535191524461102155365362016254711121653753721162648112217538538221727481122175385382317274911321853953924192849113218539539251928501142195405402620295011421954054027202951114219540540282129511152205415412922305111522054154130233051115220541541 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 61536791166279600127325468921672806011026355709316027659783745571951612755966935567399163274595595656751021682735945947567610316927259359385576102167271592592955761011652705915911054761001642695905901153759916326858958912527597161266587587135174961602645865861450739415826358458415487193157262583583164770911552605815811745699015425958058018446789153258579579194367881522575785782043668815125657857821426587151256577577224265861502555765762341648615025557657624406385149254575575254063841482535745742639628414725257457427386183147252573573283861821462515725722937608214525057257230365981145250571571 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 6111613015522934366413782117131156230344665111131191351582253416629074121138162228341662752512314116723134166266261241431702353416626627125144171237340661661812414417023533966066091231441692343396606601012314416923333865965911122144167231336657657121201431662293346556551311914216422733265465414117140162225330651651151151381592233286496491611213515722132664764717110133155219324645645181081311532163216426421910612915121431964064020104127149213318639639211021261472113166376372210112414520931463563523991221432073126336332497120142205310632632259511814020430963063026931161382023076286282792115136200305626626289011313519830362562529881111331973026236233087110131195300621621

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 611701842092843977181334218019421829340672710843185200224290407728890418820422829440772874051892072332974077287286189207235300406727727718920823530240472572581872082342994037247249186207232296401722722101852072312954007217211118420622929339871971912182204227290395717717131792022242883937147141417619922128539071171115173196218281386707707161701932142783837047041716719021127538070170118164187208272377698698191601842052693746956952015818120226637169269221154178199263368689689221511741962603656866862314817119325736268368324145168190254359680680251421651872513566776772613916218424835367467427136159181245350671671281331561782423476686682913115417523934466566530128151172236341662662 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 613044691432575781299231457014425857910483324771137254575855433497313925357470953452781422525735966345380146251572572735548114825057157183454801452495705709335479143248569569103354781432485695691132557814224756856812325577141246567567133255771412465675671432557614024556656615315476140245566566163154761402455665661731547614024556656618315476140245566566193154761402455665662031547614024556656621315476140245566566223154761402455665662331547614024556656624315475139244565565253154751392445655652630537513924456556527305375138243565565283053741382435645642929527413824356456430295274138243564564 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 612741661402545751313229436714225557610583314770137253574863434507414025357471553654801442545756006375683149254575575739598615225457657683959851502545765769396085150255576576104062861502555765761141638615025557657612416487150255576576134265861502555765761442658615025557657615416486150255576576164164861492545755751741648614925457657618416486149254575575194164861502555765762041648615025557657621416586150255576576224164861502555765762341648615025557657624416485149254575575254064851492545755752640638514825357457427396384148253574574283962841472525735732938628314725257357330386183146251572572 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 61126140165239353674137421251391642383526731107312514016423034766890341251421652313456667485126143170234344665665612514417123734266366371251451722383416626628125145171236340661661912314517023433966066010123145169233338659659111231451692323376596591212214516723133665765713121144166230335656656141201431652293346556551511814116322633165265216116139160224329650650171131361582223276486481811113415621932464564519109132153217322643643201071301512153206416412110412714921331863963922102125147211316637637231001231442083136346342498121142206311632632259511914020430963063026931161382023076286282791114136200305626626288911213419830362462429871101321963016226223085108130194299620620

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 610123611122454512772114381132265471028321741107224545839442145111224545694572451115225546583682754120225546546710305712322554654681030561212255465469103156120225546546101032561202255465461110335612022554654612113356120225546546131134561192245455451411345511922454554515123455119224545545161333551192245455451713335511922454554518153355119224545545191533551192245455452016345611922454554521163456120225546546221735561202255465462318355712022554654624193557121226547547251935571212265475472620365712122654754727203657121226547547282136571212265475472922365712122654754730233658121226547547 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 613650741492625831276236507514926358410273365175141258579838436537614225657769353654801442545765826395785150256577577736568314925257357384060861522565775779396085150255576576103456801442495705701130527513924456556512275072136241562562132548701332385605601423466813223755855815224566130235556556162043651292345555551719426412823355455418194263127232553553191841631272325535532018416312723255355321184163127232553553221841631272325535532318416312723255355324194163126231553553251941631262315525522620416212623155255227204162126231552552282141621262315525522922416212623155255230234062126231552552 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 612002142393144277481503219621023531042374412153192208231298414735991418920522929540872982151852032292934037247246181200227293398719719717819722429139371471481731942202853897107109169190215280384706706101651872112753807017011116218420727137669769712158181203267372693693131541771992633686896891415117419525936468568515147170192255360682682161441671882523576786781714016318524935467567518137160182246351672672191341581792433486696692013215517624034566666621129152174238342664664221261491712353406616612312414716823233765865824121144166230335656656251191421632273326536532611613916122533065165127114137158222327648648281111351562203256466462910913215421832364464430107130152216321642642 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 6182650106242563128328265010624256310333102952101240561842412335698240561697516406110124156258661843659824156356371945649124256356381744639124256356391845659424256356310204868982425635631121507010124256356312235371102242563563132554711022425635631425557210224256356315255572102242563563162555721022425635631725557210224256356318255572102242563563192555721022425635632025557210224256356321255572102242563563222555721022425635632325557210224256356324255572102242563563252555721022425635632625557210224256356327255572102242563563282555721022425635632925557210224256356330255572102241562562

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 6103148820252312492151387201522100632512791955168204361480193514679546188219251357065821871925135137592389192513513879228719151351397102287191513513108112387192513513118122387192513513129122487192513513131113258719251351314111426871925135131512152888193514514161215298819351451417131630881935145141813173289194515515191518338919451551520161834901955165162116203590195516516221720379119651751723172138911965175172419213991196517517251922409219751851826202441921975185182720244292197518518282125459219751851829212546921975185183023264792197518518 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 611152143163297304621152143163335226031152348158348170141162652155347131352183054155338103963213257155325843752334591553096978524356215529358695253765155276499106263867155260430116263968155249373126263968155249327136263968155249288146263968155249255156263968155249249166264268155249249176264468155249249186264668155249249197264968155249249207265268155249249217265368155249249228265668155249249238265868155249249248266168155249249259266368155249249269266668155249249279266870155249249281026717215524924929102673741552492493011267675155249249 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 6182128501703093177210233052172348235831024325716736117744102535611643601367510263862164350108061128406516333687471230416616231972281130426816230260591131437116128451510113144721612674431111314473160254384121030437216025433613103043721592532961492942711592522621592942711582522521682843701582512511782845701572512511882848701572512511982850701572512512082853701582522522182955711582522522292957711582522522392960711582522522492962711582522522592965711582522522692967711582522522710297072158252252281029727415825225229102975751582522523011297777158252252 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 611142143163297304521142143163335225931152348158348170141162652155347131252183054155338103963203257155325843752334591553096978524356215529358695253765155276499105253867155260430116263968155249373126263968155249327136263968155249288146263968155249255156263968155249249166264268155249249176264468155249249186264668155249249197264968155249249207265268155249249217265368155249249228265668155249249238265868155249249248266168155249249259266368155249249269266668155249249279266870155249249281026717215524924929102673741552492493011267675155249249 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 617689951182383343068272859211423433822793748897121231352172047287971232263521331571879912322434410566708899124222331857770889912422031671086988991262193135989688799128218312510106585971262143084401162829512421230638212618194123210304335136080931222103033031460809312220930330315597992121209303303165979921212083023021758789112020830230218577891120207301301195777901192063003002056768911820630030021557688118205299299225575881172042982982354748711620329729724537386115202296296255272851142012952952651718411320029429427507083112199293293284869821111982922922947688011019729129130466779109196290290

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 6151825471673003071272026491693382279372130551643511716482333591623501324592537611633411049610283964163328850712304166162312703811304268162295591911314371161278503101131447316126243311113144731612543771211314473160254330131131447316025429114103143731602542581510304372160254254161030437215925325317103045721592532531810304872159253253191030497216025425420113152731602542542111315573160254254221131577316125525523113160731612552552411316274161255255251131657416125525526113167741612552552711317073161255255281131727416125525529113175751612552553011317777161254254 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 614558648620730330652486268902103372275352667599209350171345469801062093491321556728410821034010476587587112210327849759778811320931270285877881152083025909577688116207301503105676881172052994331154758711620429837612537386115203296330135272851142012952951450708311220029429415496982111199293293164868811101982922921747678011019729129118476780109196290290194666791081962892892045667810819528928921456578107194288288224464771061942872872343637610519328728724426375105192286286254262751041912852852641617410319028428427406073102189283283283959721011892822822938587410018828228230375877100187281281 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 610142042162297304320142042162335225831142247157348170041152551155347131251172953155338103962203156155325842742233581553096968423346115529358594243664155276499105253866155260429115253867155248373125253867155248327135253867155248288145253867155248255155253967155248248165254267155248248176254467155248248186254667154248248197254967154248248207255267155248248217255367155248248228255667155248248238255867155248248248256167155248248259256367155248248269256668155248248279256870155248248281025717215524924929102573741552492493011257575155249249 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 6101122451813023103201122451813412302311123501763541733411326561733531336511628591723441058621833601703308577221366016931470884243760168297595973142591672805071010344257166263436119334157165259379128324156165258331137314157164258292147314257163257258157314257162256256167314257161255255177314557160254254187314757159253253197314957159253253207315257160254254217315459160254254228315761160254254238315963159253253248316164159253253259316466158252252269316668158251251279316870157251251281031717215725125129103173741562502503011317676156250250 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 61819410112324333932442799299121241356241237791991242343701817475901001262293691403573891011252273601111672901011262243469017719010012622233074586988991262193136269678799127217311534106686991272163094601164859712621430840012638396125212306350136181941232113053081460809312220930330315587891121208302302165777901192073013011756768911820629929918557588117205299299195474871162042982982053748611620329729721527386115202296296225272851142012952952350718411320029429424497083112199293293254869811111982922922647688011019729129127466679109196290290284565781081952892892944647710719428828830436380106193287287

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 61546774962163123119253667395215344232535166749920935817534506576101205357135354966771022033481072649667810320133587074967781042003197198486778105198302604946667810619729051410466678107195289443114565781071942883841244647710619328733613436376105193287296144263761051922862861542627510419128528516416174103190284284174060731031902842841840607310218928328319395972101189283283203959721011892822822139597210118828228222385871100188282282233858711001872812812437577099187281281253657699918628028026365669981852792792735557097185279279283455729718427827829345475961832772773033537895183276276 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 612640466818830731582274047691893472346326404873183360176642540507617935913625254153771783501078625435479178336873726455581177320721825445682176302606925455785175285516102545578617426844411244457861742683851223435686173267337132343568517226629714224255841712652651521415483171265265162040538317026426417204053821692632631820405382169263263191939528216926326320194053821692632632119405682169263263221939578216926326323193960811692632632419396281169262262251939658116826226226183967811682622622718387080168262262281838728016726126129183875801672612613017387880167261261 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 6100324144296303020162514533422483119301403461692413113413734513065141436137337103462416391373238387261941137308693826224313729158392725461372754961048274813725942711492950138243371124103249137230325134103550138231286144113650137231254155123949136230230165124248135229229176144449135229229186154652135229229197154953136229229207175156136230230217175358137230230228185659137231231238185862137230230248206164136230230259206266136230230269216568136230230279226770136230230281023707113623023029102372731362302303010257575136230230 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 614255628420430331062425562842043412305341556488198354173544055669119535413395405668921943451061640586994193331860741597095192315711840597097190299598939597199189283509103959721001892824381138587110018828238112375870100187281333133757709918628029414365669981862792791535566898185279279163455679718427827817345467961832772771833546696183277277193353669518227627620335366951822762762132536695182276276223252659418227627623325265941812752752431516493181274274253051659318027427426305067921792732732729497091179273273282849729117827227229284874901772712713027477789177271271 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 611225325417430431212162936581783432316318324166175356174342136467217535513455233951751773461065622405176174332863727465782178316714826455783177299600927475987177282510102949629017927343911305063921802743821231516493180274334133151649318127529414325265941812752751532526594181275275163151649318127527517315164931812752751830516393180274274193050639218027427420305063921802742742130506392180273273223050639217927327323295062921792732732429496291179272272252949659117827227226284867901782722722728487090177271271282747728917727127129274775891762702703026467788176269269

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 611125315317330831632132632541753472347313273560170360176741328396416835913625143042661683501078616334570168336873717364672168320722817364874168302606917374977168285516101838517916826844411183851801682623861218395281168262337131939528116826229714193952811682622631519395281168262262161839518116826226217183952811682622621818395181168262262191838518116826226220183953811682622622118395581168262262221838578016826226223183860801672612612417386280167261261251737657916726026026173767791662602602716367078166260260281636727816525925929153675781652592593015357777165258258 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 614659658820830631462496268902113452335351657398208359176045267771032063591360553698110520735010796557284109207337875756758611120732172485675861132073056099567688116206300519105676891182063004471156768911820630038912567689118205299340135575881172042983001454748711620329729715537386115203296296165272851142022962961751728511420129529518517184113200294294195070831122002942942049708211219929329321496982111198292292224868811101972912912347678010919729029024466679108196290290254565781071952892892644647710619428828827436376106193287287284263751051922862862941627610419128528530416178103190284284 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 617790971192393353275281941011232433602446381951041292383761847481961061322353751427583991111352373661131685103114139238353918787106116142238337760888107119145239333640989109121149239333545109011012215123933347011891091221512393334081288109121151238332357138710712014923733133114861061191482353293291584104117146234328328168310311614523232632617811021151442313253251880100113142230324324197999112141228322322207798110140227321321217696109138226319319227495108137224318318237393106135222316316247192104134221315315257090103132219313313266888101130218312312276787100129216310310286585981272153083082963849712621330730730628295124212305305 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 6151825471673083169282128501703472349310243257167360176741127376316635913625133042661673491078615334469168335873717364672168319721817364874168302606918374977168285516101838517916826844411183851801682623851218385180167261337131737508016726129714173750791662602631516364978165259259161535487716525825817153548771642582581814344877164258258191434507616425825820143453771642582582114355577164258258221435577716425825823143560771642582582414346276164258258251434657616425825826143467761632572572714347076163257257281434727616325725729133475761632572573013337777163257257

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 61901031101322523483350291104110133253367249839010411313724738318864901051151412443831458590106118142244373115569110812014524335993779211012114724334277589211112214924233665199111112315124133555410901101231512403344771189109122151238332414128710712014923633036213851051181472343283281483103116145233326326158110111414323132532516799911214122932332317779811114022732132118769610913822531931919759510813722431831820749410713622331731721729310613522231631622719110413422131531523709010313222031431424698910213121831231225688810113021731131126678710012921631031027658698128215309309286484971272143083082963839612521330730730628295124212306306 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 613303433493714925883423278919812024037125343809410212723738519054829710713323738414695841001121362383741162686103115140238360941788106117142238343778889108119146239333653989109121149239333556108910912215123933347811891101221512393334151289110123152239333363139011012315223933333314901101231532403343341591111124153241334334169211212515424233533517931131261552433363361894114127156244337337199511512815724433833820951161281582453393392196116129158245339339229511512815724533933923951151281572443383382494114127156243337337259311312615524233633626921121251542413353352790110123152240334334288910912215123833233229881081211502373313313086106119148236330330 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 610512341543013087205123415433922903161439149352172441616421453511330517194314434210536292045144328853721122471433137058211224914229659292102551141279504104112752141262434114113053140246377124113253140234330134113553140234291144123853141234258155123954141235235165134254141235235176144554141235235186154754142236236197154955142236236207175256143237237217175459144238238228185761145239239238196063145239239248206165146240240259206466146240240269226668147241241279226971147241241281023717314724124129102474751482412413011257777148242242 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 614861689021030631252496269912113432319348627195205356174644763739920235613475476475100201346106764866771022013338657496778103199317715848677910519930060194867791071982925121047678010819729044111456679108195289383124464771061942873351342637610519228629514416174103191284284154060731021892832831638587110018828228217375770991872802801836566998185279279193555689718527827820345568971842782782134546796183277277223353669518327727723335366951822762762432526594181275275253151659318127527526305167931802742742730507092179273273282949729117927327329284975911782722723028487790177271271

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 6111112513115327336933992112126132154274371252531131271361602703851903411412913916526838514695115131143167269376116461161331451702683629457117136146172268362782811613614717326736165791161361481762663605601011513514817726535948311114134147176264358420121121331451752623563671311013114417326035435414108129141171258352352151061261391682563503501610412413716625334734717102122135164251345345189912013216224934334319971181301602473413412096116129158245339339219411412715624433733722921121251542423363362390110123153240334334248810912215123833233225871071201492363303302685105118147234328328278310311614523332732728811021151442313253252980100113142229323323307898111140228322322 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 611661791852073284243284217518819521733743324593179193201226336432186341801952062313354291443518119720923333442811456181198210235333427929718120021023633242676881801992102373304246469179198210238329423550101781982112393274214731117619620923832641941912173194207236323417417131711912042333204144141416818820123031741141115164185197227314408408161611811942233114054051715817819122030840240218155175188217305398398191521721852143023953952014916918221129939239221146166179208296389389221431631762052923863862314016017320228938338324137157170199286380380251331541671962833773772613015116419328037437427128148161190277371371281251451581872743683682912214215518427136536530119139152181269363363 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 612538456718731031922263946681883502371326404873183364178742540517718036313795264254781803541092627445580179340885727465782178324732826455783177307615926455785176289524102545588717527245111254558871742683921224445786174268343132444578617326730214234356851732672671523435685172266266162343568517226626617234356851722662661823435685172266266192343568517226626620234356851722662662123435685172266266222343598517226626623224361851722662662422426485172266266252242668417226526526224269841712652652721427184171265265282141748317126526529214176831702642643020417883170264264 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 612236426418431432292243744661863542397325394872182367180542641527718136613925284456801813571101629475883182343892731506186182326737831516288182308619932526492182291527103353659418227645311335366951832773941233536696183277345133353669518327730314335366951832762761533536695182276276163253659518227627617325366951822762761832536595182276276193253669518227627620335366951822762762133536695182276276223353669518227627623335366951822762762432526595182276276253252669418127527526315269941812752752731517193180274274283051749318027427429305076921792732733029507992179273273

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 61122135141163284379338821201331401622823782515311913314116627638318944118133143169272383146151181341461702713731156611713514617127036493771181361471732693637758117136148174268362651911613614817626636055510116136149177266360478111151361481772653594151211413414717626435836313113133146175263356356141121321451742613553551510913014217225935335316107127140169257351351171051251381672543483481810212313516525234634619100120133162250344344209811813116024834134121961161291582453393392293114127156243337337239111112415424133533524891091221512393333332587107120149236330330268510511814723432832827831031161452323263262881101114143230324324297999112141228322322307797110139226320320 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 6106133515530531342081537157344232531101843153357175041122248151356135051152751152347106962182954153333866722132571533177168222335915330060293223462153283512104233664153266441114233665152250383124233665152246335134233565152246295144223864152246261155224064152245245166224264151245245176224564151245245186224864151245245197225064151245245207235265152246246217235565152246246228235765153247247238246066153247247248246266153247247259246568153247247269246770154247247279247072154248248281024727315424824829102475751542482483011257777154248248 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 61314450731933053134231445173193344232333044527718735717484294454801833561348528455681182346106763148608518333286472947588418031671483352639018329960093252649218228251010274760881772704391122425584172266381121939528116926233413163750791662602941415354877164258260151333467516325725716123245741612552551711314573160254254181030487216025325319103049721592532532010305272159253253211030547215925325322103057721592532532310306072159253253249306272159253253259306472159253253269296671159253253279296971159253253281029717315925225229102974751582522523011297777158252252 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 611962092152373584543728219220521123335445027793186200209233343439209141811962072323364301613517719320522933142412716173191202227326419102671701892002253214158458166185196223316410707916218219322231240660010158178191219308402514111541741872163043974441215017018321229939339313146166179208295389389141421621752042923863861513815917220128838238216135155168197285379379171321521651942813753751812914916219127837237219126146159188275369369201231431561852733673672112014115418327036436422118138151180267361361231151351481772653593592411313314617526235635625110130143172260353353261081281411702573513512710512513816725534934928103123136165252346346291011211341632503443443099119132161248342342

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 6101426521723073151201426521723452336311728561693591758412032611673571356522336671683481073642639691693348697730427116931871989344674169301604911374976169284514101238517717026744211134052781702633841213415479170263336131443548017026329614154355801692632631515435580169263263161543558016926326317154355801692632631815435580169263263191543558016926326320154355801702632632115435580170264264221543578017026426423154360801702642642415436280170264264251543658017026426426154367801702642642715437080170263263281543728016926326329154374801692632633015437780169263263 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 6100312133299306320161413133722723119171243501709413111912134813185141522120339104362416251193268457261928119310698826223011929358792725321192765001048273411926043011492937119244373124103239119229327134103541120214288144113643120214255155123946120214227165124248120214214176144449121215215186154652121215215197154954122216216207175256122216216217175358124217217228185659125217217238185862127218218248206164129218218259206366130218218269216668130218218279226870132218218281023717113321821829102373731342182183010257575135218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria7EuroBelgium7EuroCyprus7EuroEstonia7EuroFinland7EuroFrance7EuroGermany7EuroGreece7EuroIreland7EuroItaly7EuroLatvia7EuroLithuania7EuroLuxembourg7EuroMalta7EuroNetherlands7EuroPortugal7EuroSlovakia7EuroSlovenia7EuroSpain7Czech korunaCzech Republic13Danish kroneDenmark20ForintHungary1KronaSweden10KunaCroatia0LevBulgaria-2Pound sterlingUnited Kingdom15Romanian leuRomania3ZlotyPoland8KrónaIceland-1Norwegian kroneNorway40Swiss francLiechtenstein5Swiss francSwitzerland5Australian dollarAustralia8Canadian dollarCanada33US dollarUnited States29YenJapan2