Commission Implementing Regulation (EU) 2020/641 of 12 May 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 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) 2020/641 of 12 May 2020 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 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 3 April 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2020 market data. That information was published on 3 April 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 March 2020 until 29 June 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 March 2020. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 May 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 kroneForintKronaKuna1-0,405 %0,665 %-0,415 %0,740 %0,062 %0,141 %2-0,415 %0,605 %-0,425 %0,891 %0,036 %0,256 %3-0,395 %0,601 %-0,405 %1,050 %0,046 %0,372 %4-0,365 %0,616 %-0,375 %1,226 %0,066 %0,486 %5-0,325 %0,630 %-0,335 %1,413 %0,096 %0,600 %6-0,286 %0,640 %-0,296 %1,605 %0,131 %0,713 %7-0,246 %0,645 %-0,256 %1,795 %0,169 %0,826 %8-0,206 %0,648 %-0,216 %1,980 %0,179 %0,939 %9-0,156 %0,648 %-0,166 %2,156 %0,206 %1,052 %10-0,116 %0,645 %-0,126 %2,322 %0,291 %1,161 %11-0,074 %0,642 %-0,084 %2,481 %0,450 %1,266 %12-0,040 %0,644 %-0,050 %2,631 %0,642 %1,365 %130,005 %0,656 %-0,005 %2,771 %0,834 %1,459 %140,040 %0,680 %0,029 %2,897 %1,016 %1,549 %150,056 %0,719 %0,046 %3,011 %1,184 %1,633 %160,060 %0,771 %0,050 %3,110 %1,335 %1,712 %170,062 %0,834 %0,052 %3,198 %1,472 %1,787 %180,070 %0,903 %0,060 %3,275 %1,595 %1,858 %190,089 %0,975 %0,079 %3,344 %1,706 %1,925 %200,124 %1,049 %0,114 %3,406 %1,806 %1,988 %210,175 %1,123 %0,165 %3,462 %1,898 %2,048 %220,238 %1,196 %0,228 %3,513 %1,981 %2,104 %230,308 %1,268 %0,299 %3,559 %2,057 %2,158 %240,384 %1,339 %0,375 %3,601 %2,127 %2,208 %250,462 %1,407 %0,453 %3,640 %2,191 %2,256 %260,542 %1,473 %0,533 %3,675 %2,251 %2,302 %270,622 %1,537 %0,613 %3,708 %2,306 %2,345 %280,700 %1,599 %0,692 %3,738 %2,357 %2,386 %290,778 %1,658 %0,770 %3,766 %2,405 %2,425 %300,854 %1,714 %0,846 %3,792 %2,450 %2,462 %310,927 %1,769 %0,920 %3,817 %2,491 %2,498 % 320,999 %1,821 %0,991 %3,839 %2,530 %2,532 %331,068 %1,871 %1,061 %3,861 %2,567 %2,564 %341,135 %1,919 %1,128 %3,881 %2,602 %2,594 %351,199 %1,965 %1,192 %3,900 %2,634 %2,624 %361,261 %2,010 %1,255 %3,917 %2,665 %2,652 %371,321 %2,052 %1,315 %3,934 %2,694 %2,679 %381,379 %2,092 %1,372 %3,950 %2,722 %2,704 %391,434 %2,131 %1,428 %3,965 %2,748 %2,729 %401,487 %2,169 %1,481 %3,979 %2,773 %2,752 %411,538 %2,205 %1,532 %3,992 %2,797 %2,775 %421,587 %2,239 %1,581 %4,005 %2,819 %2,796 %431,634 %2,272 %1,629 %4,017 %2,841 %2,817 %441,680 %2,304 %1,674 %4,029 %2,862 %2,837 %451,724 %2,334 %1,718 %4,040 %2,881 %2,856 %461,766 %2,364 %1,760 %4,050 %2,900 %2,875 %471,806 %2,392 %1,801 %4,060 %2,918 %2,892 %481,845 %2,419 %1,840 %4,070 %2,935 %2,910 %491,883 %2,445 %1,878 %4,079 %2,952 %2,926 %501,919 %2,470 %1,914 %4,088 %2,968 %2,942 %511,954 %2,495 %1,949 %4,096 %2,983 %2,957 %521,987 %2,518 %1,983 %4,104 %2,998 %2,972 %532,020 %2,541 %2,015 %4,112 %3,012 %2,986 %542,051 %2,563 %2,046 %4,119 %3,025 %3,000 %552,081 %2,584 %2,077 %4,126 %3,039 %3,013 %562,111 %2,604 %2,106 %4,133 %3,051 %3,026 %572,139 %2,624 %2,134 %4,140 %3,063 %3,038 %582,166 %2,643 %2,162 %4,146 %3,075 %3,050 %592,193 %2,661 %2,188 %4,153 %3,087 %3,062 %602,218 %2,679 %2,214 %4,159 %3,098 %3,073 %612,243 %2,697 %2,239 %4,164 %3,108 %3,084 %622,267 %2,713 %2,263 %4,170 %3,119 %3,095 %632,290 %2,730 %2,286 %4,175 %3,129 %3,105 %

642,313 %2,745 %2,309 %4,180 %3,138 %3,115 %652,335 %2,761 %2,331 %4,185 %3,148 %3,124 %662,356 %2,776 %2,352 %4,190 %3,157 %3,134 %672,376 %2,790 %2,373 %4,195 %3,166 %3,143 %682,396 %2,804 %2,393 %4,200 %3,174 %3,152 %692,416 %2,818 %2,412 %4,204 %3,183 %3,160 %702,435 %2,831 %2,431 %4,208 %3,191 %3,169 %712,453 %2,844 %2,450 %4,213 %3,199 %3,177 %722,471 %2,856 %2,468 %4,217 %3,206 %3,185 %732,488 %2,868 %2,485 %4,221 %3,214 %3,192 %742,505 %2,880 %2,502 %4,224 %3,221 %3,200 %752,522 %2,892 %2,518 %4,228 %3,228 %3,207 %762,538 %2,903 %2,535 %4,232 %3,235 %3,214 %772,553 %2,914 %2,550 %4,235 %3,241 %3,221 %782,569 %2,924 %2,566 %4,239 %3,248 %3,228 %792,584 %2,935 %2,580 %4,242 %3,254 %3,234 %802,598 %2,945 %2,595 %4,245 %3,260 %3,241 %812,612 %2,955 %2,609 %4,249 %3,266 %3,247 %822,626 %2,965 %2,623 %4,252 %3,272 %3,253 %832,639 %2,974 %2,636 %4,255 %3,278 %3,259 %842,653 %2,983 %2,650 %4,258 %3,284 %3,265 %852,665 %2,992 %2,662 %4,261 %3,289 %3,271 %862,678 %3,001 %2,675 %4,263 %3,294 %3,276 %872,690 %3,009 %2,687 %4,266 %3,300 %3,282 %882,702 %3,018 %2,699 %4,269 %3,305 %3,287 %892,714 %3,026 %2,711 %4,271 %3,310 %3,292 %902,725 %3,034 %2,723 %4,274 %3,315 %3,297 %912,737 %3,042 %2,734 %4,276 %3,319 %3,302 %922,748 %3,050 %2,745 %4,279 %3,324 %3,307 %932,758 %3,057 %2,756 %4,281 %3,329 %3,312 %942,769 %3,064 %2,766 %4,284 %3,333 %3,316 %952,779 %3,072 %2,776 %4,286 %3,338 %3,321 % 962,789 %3,079 %2,787 %4,288 %3,342 %3,325 %972,799 %3,086 %2,796 %4,290 %3,346 %3,330 %982,809 %3,092 %2,806 %4,293 %3,350 %3,334 %992,818 %3,099 %2,816 %4,295 %3,354 %3,338 %1002,827 %3,105 %2,825 %4,297 %3,358 %3,342 %1012,836 %3,112 %2,834 %4,299 %3,362 %3,346 %1022,845 %3,118 %2,843 %4,301 %3,366 %3,350 %1032,854 %3,124 %2,852 %4,303 %3,370 %3,354 %1042,863 %3,130 %2,860 %4,305 %3,373 %3,358 %1052,871 %3,136 %2,869 %4,306 %3,377 %3,362 %1062,879 %3,142 %2,877 %4,308 %3,380 %3,365 %1072,887 %3,147 %2,885 %4,310 %3,384 %3,369 %1082,895 %3,153 %2,893 %4,312 %3,387 %3,372 %1092,903 %3,158 %2,901 %4,314 %3,390 %3,376 %1102,911 %3,164 %2,909 %4,315 %3,394 %3,379 %1112,918 %3,169 %2,916 %4,317 %3,397 %3,383 %1122,926 %3,174 %2,924 %4,319 %3,400 %3,386 %1132,933 %3,179 %2,931 %4,320 %3,403 %3,389 %1142,940 %3,184 %2,938 %4,322 %3,406 %3,392 %1152,947 %3,189 %2,945 %4,323 %3,409 %3,395 %1162,954 %3,194 %2,952 %4,325 %3,412 %3,398 %1172,961 %3,199 %2,959 %4,326 %3,415 %3,401 %1182,968 %3,203 %2,965 %4,328 %3,418 %3,404 %1192,974 %3,208 %2,972 %4,329 %3,421 %3,407 %1202,981 %3,213 %2,978 %4,331 %3,423 %3,410 %1212,987 %3,217 %2,985 %4,332 %3,426 %3,413 %1222,993 %3,221 %2,991 %4,333 %3,429 %3,416 %1232,999 %3,226 %2,997 %4,335 %3,431 %3,418 %1243,005 %3,230 %3,003 %4,336 %3,434 %3,421 %1253,011 %3,234 %3,009 %4,337 %3,436 %3,424 %1263,017 %3,238 %3,015 %4,339 %3,439 %3,426 %1273,023 %3,242 %3,021 %4,340 %3,441 %3,429 % 1283,028 %3,246 %3,027 %4,341 %3,444 %3,431 %1293,034 %3,250 %3,032 %4,342 %3,446 %3,434 %1303,040 %3,254 %3,038 %4,344 %3,448 %3,436 %1313,045 %3,258 %3,043 %4,345 %3,451 %3,439 %1323,050 %3,261 %3,048 %4,346 %3,453 %3,441 %1333,056 %3,265 %3,054 %4,347 %3,455 %3,443 %1343,061 %3,269 %3,059 %4,348 %3,457 %3,446 %1353,066 %3,272 %3,064 %4,350 %3,460 %3,448 %1363,071 %3,276 %3,069 %4,351 %3,462 %3,450 %1373,076 %3,279 %3,074 %4,352 %3,464 %3,452 %1383,081 %3,282 %3,079 %4,353 %3,466 %3,454 %1393,085 %3,286 %3,084 %4,354 %3,468 %3,457 %1403,090 %3,289 %3,088 %4,355 %3,470 %3,459 %1413,095 %3,292 %3,093 %4,356 %3,472 %3,461 %1423,099 %3,296 %3,098 %4,357 %3,474 %3,463 %1433,104 %3,299 %3,102 %4,358 %3,476 %3,465 %1443,108 %3,302 %3,107 %4,359 %3,478 %3,467 %1453,113 %3,305 %3,111 %4,360 %3,480 %3,469 %1463,117 %3,308 %3,115 %4,361 %3,481 %3,471 %1473,121 %3,311 %3,120 %4,362 %3,483 %3,472 %1483,126 %3,314 %3,124 %4,363 %3,485 %3,474 %1493,130 %3,317 %3,128 %4,364 %3,487 %3,476 %1503,134 %3,320 %3,132 %4,365 %3,489 %3,478 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1-0,455 %0,472 %3,126 %0,651 %1,725 %0,632 %2-0,465 %0,391 %3,410 %0,764 %1,823 %0,630 %3-0,445 %0,386 %3,699 %0,858 %1,955 %0,628 %4-0,415 %0,399 %3,986 %0,980 %2,084 %0,658 %5-0,375 %0,415 %4,264 %1,122 %2,205 %0,699 %6-0,336 %0,431 %4,528 %1,271 %2,322 %0,735 %7-0,296 %0,446 %4,784 %1,417 %2,434 %0,774 %

8-0,256 %0,459 %5,034 %1,560 %2,534 %0,820 %9-0,206 %0,471 %5,275 %1,701 %2,617 %0,875 %10-0,166 %0,483 %5,519 %1,842 %2,687 %0,941 %11-0,124 %0,493 %5,705 %1,966 %2,747 %1,016 %12-0,091 %0,503 %5,832 %2,073 %2,800 %1,098 %13-0,046 %0,511 %5,916 %2,167 %2,846 %1,182 %14-0,011 %0,518 %5,966 %2,250 %2,888 %1,266 %150,005 %0,524 %5,992 %2,324 %2,926 %1,349 %160,009 %0,528 %5,998 %2,391 %2,960 %1,430 %170,011 %0,530 %5,990 %2,451 %2,992 %1,508 %180,019 %0,532 %5,970 %2,506 %3,021 %1,583 %190,038 %0,532 %5,943 %2,557 %3,048 %1,655 %200,073 %0,531 %5,909 %2,604 %3,072 %1,724 %210,125 %0,528 %5,870 %2,647 %3,096 %1,790 %220,188 %0,525 %5,829 %2,687 %3,118 %1,852 %230,260 %0,522 %5,785 %2,724 %3,138 %1,912 %240,337 %0,518 %5,740 %2,759 %3,157 %1,969 %250,417 %0,513 %5,694 %2,792 %3,175 %2,024 %260,497 %0,508 %5,648 %2,823 %3,192 %2,076 %270,578 %0,503 %5,602 %2,851 %3,208 %2,125 %280,658 %0,499 %5,557 %2,879 %3,224 %2,172 %290,737 %0,496 %5,513 %2,904 %3,238 %2,217 %300,814 %0,493 %5,469 %2,929 %3,252 %2,260 %310,889 %0,491 %5,427 %2,952 %3,265 %2,300 %320,961 %0,489 %5,386 %2,973 %3,278 %2,339 %331,031 %0,488 %5,346 %2,994 %3,290 %2,376 %341,099 %0,485 %5,307 %3,014 %3,301 %2,412 %351,164 %0,481 %5,270 %3,033 %3,312 %2,446 %361,227 %0,476 %5,233 %3,050 %3,322 %2,478 %371,288 %0,469 %5,198 %3,068 %3,332 %2,509 %381,346 %0,460 %5,165 %3,084 %3,342 %2,539 %391,402 %0,448 %5,132 %3,099 %3,351 %2,567 % 401,456 %0,433 %5,101 %3,114 %3,360 %2,595 %411,508 %0,416 %5,071 %3,129 %3,368 %2,621 %421,558 %0,399 %5,042 %3,142 %3,377 %2,646 %431,606 %0,382 %5,014 %3,155 %3,384 %2,670 %441,652 %0,369 %4,987 %3,168 %3,392 %2,693 %451,696 %0,359 %4,961 %3,180 %3,399 %2,715 %461,739 %0,353 %4,935 %3,192 %3,406 %2,737 %471,780 %0,353 %4,911 %3,203 %3,413 %2,757 %481,819 %0,358 %4,888 %3,214 %3,419 %2,777 %491,857 %0,368 %4,866 %3,224 %3,426 %2,796 %501,894 %0,385 %4,844 %3,234 %3,432 %2,815 %511,929 %0,408 %4,823 %3,244 %3,437 %2,832 %521,963 %0,435 %4,803 %3,253 %3,443 %2,849 %531,996 %0,467 %4,783 %3,262 %3,448 %2,866 %542,028 %0,501 %4,765 %3,271 %3,454 %2,882 %552,059 %0,538 %4,747 %3,279 %3,459 %2,897 %562,088 %0,576 %4,729 %3,287 %3,464 %2,912 %572,117 %0,615 %4,712 %3,295 %3,469 %2,927 %582,145 %0,655 %4,696 %3,303 %3,473 %2,940 %592,171 %0,695 %4,680 %3,310 %3,478 %2,954 %602,197 %0,735 %4,664 %3,317 %3,482 %2,967 %612,222 %0,776 %4,649 %3,324 %3,486 %2,980 %622,247 %0,816 %4,635 %3,331 %3,490 %2,992 %632,270 %0,855 %4,621 %3,338 %3,494 %3,004 %642,293 %0,895 %4,607 %3,344 %3,498 %3,015 %652,315 %0,933 %4,594 %3,350 %3,502 %3,026 %662,337 %0,971 %4,582 %3,356 %3,506 %3,037 %672,358 %1,009 %4,569 %3,362 %3,509 %3,048 %682,378 %1,046 %4,557 %3,367 %3,513 %3,058 %692,398 %1,082 %4,545 %3,373 %3,516 %3,068 %702,417 %1,117 %4,534 %3,378 %3,519 %3,078 %712,436 %1,152 %4,523 %3,383 %3,522 %3,087 % 722,454 %1,186 %4,512 %3,388 %3,525 %3,096 %732,471 %1,219 %4,502 %3,393 %3,529 %3,105 %742,488 %1,252 %4,492 %3,398 %3,531 %3,114 %752,505 %1,284 %4,482 %3,403 %3,534 %3,122 %762,521 %1,315 %4,472 %3,407 %3,537 %3,130 %772,537 %1,345 %4,463 %3,412 %3,540 %3,138 %782,553 %1,375 %4,454 %3,416 %3,542 %3,146 %792,568 %1,404 %4,445 %3,420 %3,545 %3,154 %802,582 %1,433 %4,436 %3,424 %3,548 %3,161 %812,597 %1,461 %4,427 %3,428 %3,550 %3,168 %822,611 %1,488 %4,419 %3,432 %3,552 %3,175 %832,624 %1,515 %4,411 %3,436 %3,555 %3,182 %842,638 %1,541 %4,403 %3,440 %3,557 %3,189 %852,651 %1,566 %4,396 %3,443 %3,559 %3,196 %862,663 %1,591 %4,388 %3,447 %3,562 %3,202 %872,676 %1,615 %4,381 %3,450 %3,564 %3,208 %882,688 %1,639 %4,373 %3,454 %3,566 %3,214 %892,700 %1,663 %4,366 %3,457 %3,568 %3,220 %902,711 %1,685 %4,360 %3,460 %3,570 %3,226 %912,723 %1,708 %4,353 %3,463 %3,572 %3,232 %922,734 %1,730 %4,346 %3,466 %3,574 %3,238 %932,745 %1,751 %4,340 %3,469 %3,576 %3,243 %942,755 %1,772 %4,334 %3,472 %3,577 %3,248 %952,766 %1,793 %4,327 %3,475 %3,579 %3,254 %962,776 %1,813 %4,321 %3,478 %3,581 %3,259 %972,786 %1,833 %4,315 %3,481 %3,583 %3,264 %982,796 %1,852 %4,310 %3,484 %3,584 %3,269 %992,805 %1,871 %4,304 %3,486 %3,586 %3,274 %1002,815 %1,889 %4,298 %3,489 %3,588 %3,278 %1012,824 %1,908 %4,293 %3,492 %3,589 %3,283 %1022,833 %1,926 %4,288 %3,494 %3,591 %3,288 %1032,842 %1,943 %4,282 %3,497 %3,592 %3,292 %

1042,851 %1,960 %4,277 %3,499 %3,594 %3,297 %1052,859 %1,977 %4,272 %3,501 %3,595 %3,301 %1062,868 %1,994 %4,267 %3,504 %3,597 %3,305 %1072,876 %2,010 %4,262 %3,506 %3,598 %3,309 %1082,884 %2,026 %4,258 %3,508 %3,600 %3,313 %1092,892 %2,042 %4,253 %3,510 %3,601 %3,317 %1102,900 %2,057 %4,248 %3,513 %3,602 %3,321 %1112,907 %2,072 %4,244 %3,515 %3,604 %3,325 %1122,915 %2,087 %4,240 %3,517 %3,605 %3,329 %1132,922 %2,102 %4,235 %3,519 %3,606 %3,333 %1142,929 %2,116 %4,231 %3,521 %3,608 %3,336 %1152,936 %2,130 %4,227 %3,523 %3,609 %3,340 %1162,943 %2,144 %4,223 %3,525 %3,610 %3,343 %1172,950 %2,158 %4,219 %3,527 %3,611 %3,347 %1182,957 %2,171 %4,215 %3,529 %3,612 %3,350 %1192,964 %2,184 %4,211 %3,531 %3,614 %3,354 %1202,970 %2,197 %4,207 %3,532 %3,615 %3,357 %1212,977 %2,210 %4,203 %3,534 %3,616 %3,360 %1222,983 %2,222 %4,199 %3,536 %3,617 %3,363 %1232,989 %2,235 %4,196 %3,538 %3,618 %3,366 %1242,995 %2,247 %4,192 %3,539 %3,619 %3,370 %1253,001 %2,259 %4,189 %3,541 %3,620 %3,373 %1263,007 %2,270 %4,185 %3,543 %3,621 %3,376 %1273,013 %2,282 %4,182 %3,544 %3,622 %3,379 %1283,019 %2,293 %4,178 %3,546 %3,623 %3,381 %1293,024 %2,305 %4,175 %3,548 %3,624 %3,384 %1303,030 %2,316 %4,172 %3,549 %3,625 %3,387 %1313,035 %2,327 %4,168 %3,551 %3,626 %3,390 %1323,041 %2,337 %4,165 %3,552 %3,627 %3,393 %1333,046 %2,348 %4,162 %3,554 %3,628 %3,395 %1343,051 %2,358 %4,159 %3,555 %3,629 %3,398 %1353,056 %2,368 %4,156 %3,557 %3,630 %3,400 % 1363,062 %2,378 %4,153 %3,558 %3,631 %3,403 %1373,067 %2,388 %4,150 %3,559 %3,632 %3,406 %1383,072 %2,398 %4,147 %3,561 %3,632 %3,408 %1393,076 %2,408 %4,144 %3,562 %3,633 %3,411 %1403,081 %2,417 %4,141 %3,563 %3,634 %3,413 %1413,086 %2,427 %4,139 %3,565 %3,635 %3,415 %1423,091 %2,436 %4,136 %3,566 %3,636 %3,418 %1433,095 %2,445 %4,133 %3,567 %3,636 %3,420 %1443,100 %2,454 %4,131 %3,569 %3,637 %3,422 %1453,104 %2,463 %4,128 %3,570 %3,638 %3,425 %1463,109 %2,472 %4,125 %3,571 %3,639 %3,427 %1473,113 %2,480 %4,123 %3,572 %3,640 %3,429 %1483,117 %2,489 %4,120 %3,574 %3,640 %3,431 %1493,121 %2,497 %4,118 %3,575 %3,641 %3,433 %1503,126 %2,506 %4,115 %3,576 %3,642 %3,435 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,705 %0,270 %0,519 %0,524 %0,546 %4,014 %2-0,745 %0,254 %0,610 %0,585 %0,897 %4,713 %3-0,706 %0,273 %0,688 %0,660 %1,318 %5,297 %4-0,631 %0,325 %0,768 %0,748 %1,730 %5,759 %5-0,544 %0,398 %0,855 %0,793 %2,119 %6,179 %6-0,454 %0,475 %0,945 %0,838 %2,465 %6,505 %7-0,373 %0,549 %1,037 %0,885 %2,770 %6,774 %8-0,311 %0,618 %1,129 %0,923 %3,040 %6,997 %9-0,269 %0,681 %1,216 %0,953 %3,274 %7,179 %10-0,250 %0,737 %1,299 %0,973 %3,468 %7,352 %11-0,251 %0,786 %1,376 %0,983 %3,624 %7,474 %12-0,264 %0,822 %1,443 %0,989 %3,750 %7,545 %13-0,281 %0,844 %1,499 %0,993 %3,853 %7,578 %14-0,299 %0,855 %1,548 %0,997 %3,938 %7,584 %15-0,315 %0,861 %1,597 %1,002 %4,009 %7,568 % 16-0,326 %0,863 %1,649 %1,010 %4,069 %7,537 %17-0,333 %0,863 %1,704 %1,020 %4,119 %7,494 %18-0,333 %0,863 %1,760 %1,032 %4,162 %7,443 %19-0,328 %0,863 %1,816 %1,047 %4,199 %7,385 %20-0,317 %0,862 %1,871 %1,065 %4,231 %7,324 %21-0,299 %0,862 %1,925 %1,085 %4,258 %7,259 %22-0,275 %0,858 %1,978 %1,107 %4,282 %7,193 %23-0,246 %0,848 %2,029 %1,132 %4,303 %7,127 %24-0,210 %0,830 %2,078 %1,159 %4,321 %7,060 %25-0,168 %0,803 %2,126 %1,188 %4,337 %6,994 %26-0,120 %0,767 %2,172 %1,219 %4,351 %6,929 %27-0,067 %0,730 %2,216 %1,252 %4,363 %6,866 %28-0,012 %0,699 %2,259 %1,287 %4,374 %6,804 %290,045 %0,678 %2,299 %1,324 %4,384 %6,744 %300,103 %0,672 %2,338 %1,364 %4,393 %6,685 %310,161 %0,680 %2,376 %1,405 %4,400 %6,628 %320,218 %0,701 %2,412 %1,448 %4,407 %6,574 %330,275 %0,732 %2,446 %1,491 %4,413 %6,521 %340,330 %0,769 %2,479 %1,535 %4,419 %6,470 %350,385 %0,811 %2,511 %1,579 %4,424 %6,421 %360,438 %0,856 %2,541 %1,623 %4,428 %6,374 %370,490 %0,904 %2,570 %1,666 %4,432 %6,329 %380,540 %0,953 %2,598 %1,708 %4,436 %6,285 %390,589 %1,003 %2,625 %1,749 %4,440 %6,243 %400,636 %1,053 %2,651 %1,790 %4,443 %6,203 %410,681 %1,103 %2,675 %1,829 %4,445 %6,164 %420,725 %1,153 %2,699 %1,868 %4,448 %6,127 %430,768 %1,202 %2,722 %1,905 %4,450 %6,091 %440,809 %1,250 %2,744 %1,942 %4,452 %6,057 %450,849 %1,297 %2,765 %1,977 %4,454 %6,024 %460,887 %1,343 %2,785 %2,012 %4,456 %5,992 %470,924 %1,388 %2,804 %2,045 %4,458 %5,961 %

480,960 %1,432 %2,823 %2,077 %4,459 %5,931 %490,995 %1,475 %2,841 %2,109 %4,461 %5,903 %501,028 %1,516 %2,859 %2,139 %4,462 %5,875 %511,060 %1,557 %2,876 %2,168 %4,463 %5,849 %521,092 %1,596 %2,892 %2,197 %4,464 %5,824 %531,122 %1,634 %2,908 %2,225 %4,465 %5,799 %541,151 %1,671 %2,923 %2,251 %4,466 %5,775 %551,179 %1,707 %2,937 %2,277 %4,467 %5,752 %561,206 %1,742 %2,952 %2,302 %4,468 %5,730 %571,233 %1,775 %2,965 %2,327 %4,469 %5,709 %581,258 %1,808 %2,979 %2,350 %4,470 %5,688 %591,283 %1,840 %2,991 %2,373 %4,470 %5,668 %601,307 %1,871 %3,004 %2,395 %4,471 %5,649 %611,330 %1,901 %3,016 %2,417 %4,472 %5,630 %621,352 %1,930 %3,027 %2,438 %4,472 %5,612 %631,374 %1,958 %3,039 %2,458 %4,473 %5,594 %641,395 %1,985 %3,050 %2,478 %4,473 %5,577 %651,416 %2,012 %3,060 %2,497 %4,474 %5,560 %661,436 %2,038 %3,071 %2,516 %4,474 %5,544 %671,455 %2,063 %3,081 %2,534 %4,475 %5,529 %681,474 %2,087 %3,090 %2,551 %4,475 %5,514 %691,492 %2,111 %3,100 %2,568 %4,476 %5,499 %701,510 %2,134 %3,109 %2,585 %4,476 %5,485 %711,527 %2,156 %3,118 %2,601 %4,477 %5,471 %721,544 %2,178 %3,127 %2,617 %4,477 %5,457 %731,561 %2,200 %3,135 %2,632 %4,477 %5,444 %741,576 %2,220 %3,144 %2,647 %4,478 %5,431 %751,592 %2,240 %3,152 %2,662 %4,478 %5,419 %761,607 %2,260 %3,159 %2,676 %4,478 %5,407 %771,622 %2,279 %3,167 %2,690 %4,479 %5,395 %781,636 %2,298 %3,174 %2,703 %4,479 %5,383 %791,650 %2,316 %3,182 %2,716 %4,479 %5,372 % 801,664 %2,334 %3,189 %2,729 %4,480 %5,361 %811,677 %2,351 %3,196 %2,742 %4,480 %5,351 %821,690 %2,368 %3,202 %2,754 %4,480 %5,340 %831,703 %2,385 %3,209 %2,766 %4,480 %5,330 %841,715 %2,401 %3,215 %2,778 %4,481 %5,320 %851,727 %2,417 %3,222 %2,789 %4,481 %5,310 %861,739 %2,432 %3,228 %2,800 %4,481 %5,301 %871,751 %2,447 %3,234 %2,811 %4,481 %5,292 %881,762 %2,462 %3,240 %2,821 %4,481 %5,283 %891,773 %2,476 %3,245 %2,832 %4,482 %5,274 %901,784 %2,490 %3,251 %2,842 %4,482 %5,265 %911,794 %2,504 %3,256 %2,852 %4,482 %5,257 %921,805 %2,517 %3,262 %2,862 %4,482 %5,249 %931,815 %2,531 %3,267 %2,871 %4,483 %5,240 %941,825 %2,543 %3,272 %2,880 %4,483 %5,233 %951,834 %2,556 %3,277 %2,890 %4,483 %5,225 %961,844 %2,568 %3,282 %2,898 %4,483 %5,217 %971,853 %2,581 %3,287 %2,907 %4,483 %5,210 %981,862 %2,592 %3,292 %2,916 %4,483 %5,203 %991,871 %2,604 %3,296 %2,924 %4,484 %5,195 %1001,880 %2,615 %3,301 %2,932 %4,484 %5,188 %1011,889 %2,627 %3,305 %2,940 %4,484 %5,182 %1021,897 %2,638 %3,309 %2,948 %4,484 %5,175 %1031,905 %2,648 %3,314 %2,956 %4,484 %5,168 %1041,913 %2,659 %3,318 %2,964 %4,484 %5,162 %1051,921 %2,669 %3,322 %2,971 %4,485 %5,156 %1061,929 %2,679 %3,326 %2,978 %4,485 %5,149 %1071,937 %2,689 %3,330 %2,986 %4,485 %5,143 %1081,944 %2,699 %3,334 %2,993 %4,485 %5,137 %1091,952 %2,709 %3,338 %3,000 %4,485 %5,131 %1101,959 %2,718 %3,341 %3,006 %4,485 %5,126 %1111,966 %2,727 %3,345 %3,013 %4,485 %5,120 % 1121,973 %2,736 %3,349 %3,020 %4,486 %5,114 %1131,980 %2,745 %3,352 %3,026 %4,486 %5,109 %1141,986 %2,754 %3,356 %3,032 %4,486 %5,104 %1151,993 %2,763 %3,359 %3,039 %4,486 %5,098 %1162,000 %2,771 %3,363 %3,045 %4,486 %5,093 %1172,006 %2,779 %3,366 %3,051 %4,486 %5,088 %1182,012 %2,788 %3,369 %3,057 %4,486 %5,083 %1192,018 %2,796 %3,372 %3,062 %4,486 %5,078 %1202,025 %2,804 %3,375 %3,068 %4,487 %5,073 %1212,031 %2,811 %3,378 %3,074 %4,487 %5,069 %1222,036 %2,819 %3,382 %3,079 %4,487 %5,064 %1232,042 %2,827 %3,385 %3,085 %4,487 %5,059 %1242,048 %2,834 %3,387 %3,090 %4,487 %5,055 %1252,053 %2,841 %3,390 %3,095 %4,487 %5,050 %1262,059 %2,848 %3,393 %3,101 %4,487 %5,046 %1272,064 %2,856 %3,396 %3,106 %4,487 %5,042 %1282,070 %2,863 %3,399 %3,111 %4,487 %5,037 %1292,075 %2,869 %3,401 %3,116 %4,487 %5,033 %1302,080 %2,876 %3,404 %3,120 %4,488 %5,029 %1312,085 %2,883 %3,407 %3,125 %4,488 %5,025 %1322,090 %2,889 %3,409 %3,130 %4,488 %5,021 %1332,095 %2,896 %3,412 %3,135 %4,488 %5,017 %1342,100 %2,902 %3,414 %3,139 %4,488 %5,013 %1352,105 %2,908 %3,417 %3,144 %4,488 %5,010 %1362,110 %2,915 %3,419 %3,148 %4,488 %5,006 %1372,114 %2,921 %3,422 %3,153 %4,488 %5,002 %1382,119 %2,927 %3,424 %3,157 %4,488 %4,998 %1392,123 %2,932 %3,427 %3,161 %4,488 %4,995 %1402,128 %2,938 %3,429 %3,165 %4,488 %4,991 %1412,132 %2,944 %3,431 %3,169 %4,489 %4,988 %1422,137 %2,950 %3,433 %3,173 %4,489 %4,984 %1432,141 %2,955 %3,436 %3,178 %4,489 %4,981 %

1442,145 %2,961 %3,438 %3,181 %4,489 %4,978 %1452,149 %2,966 %3,440 %3,185 %4,489 %4,974 %1462,153 %2,972 %3,442 %3,189 %4,489 %4,971 %1472,157 %2,977 %3,444 %3,193 %4,489 %4,968 %1482,161 %2,982 %3,446 %3,197 %4,489 %4,965 %1492,165 %2,987 %3,448 %3,201 %4,489 %4,962 %1502,169 %2,992 %3,450 %3,204 %4,489 %4,958 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand10,883 %4,505 %5,589 %0,213 %0,343 %4,722 %20,711 %4,794 %5,535 %0,213 %0,363 %5,000 %30,711 %5,115 %5,665 %0,218 %0,380 %5,449 %40,723 %5,456 %5,964 %0,230 %0,411 %6,041 %50,737 %5,767 %6,258 %0,245 %0,456 %6,676 %60,761 %6,034 %6,493 %0,264 %0,481 %7,304 %70,786 %6,228 %6,677 %0,286 %0,581 %7,890 %80,803 %6,368 %6,822 %0,310 %0,612 %8,415 %90,809 %6,469 %6,944 %0,336 %0,669 %8,864 %100,803 %6,537 %7,054 %0,362 %0,770 %9,223 %110,787 %6,580 %7,158 %0,413 %0,882 %9,483 %120,771 %6,605 %7,257 %0,485 %0,997 %9,664 %130,764 %6,617 %7,347 %0,569 %1,111 %9,781 %140,770 %6,619 %7,427 %0,659 %1,222 %9,850 %150,793 %6,614 %7,497 %0,752 %1,328 %9,878 %160,834 %6,604 %7,554 %0,846 %1,430 %9,874 %170,887 %6,590 %7,600 %0,939 %1,526 %9,845 %180,948 %6,574 %7,631 %1,029 %1,617 %9,797 %191,014 %6,555 %7,649 %1,117 %1,702 %9,734 %201,083 %6,534 %7,651 %1,202 %1,781 %9,660 %211,153 %6,513 %7,638 %1,283 %1,855 %9,579 %221,223 %6,491 %7,612 %1,362 %1,924 %9,491 %231,292 %6,469 %7,576 %1,437 %1,988 %9,401 % 241,360 %6,447 %7,534 %1,508 %2,048 %9,308 %251,427 %6,425 %7,486 %1,577 %2,105 %9,214 %261,491 %6,403 %7,434 %1,642 %2,158 %9,120 %271,554 %6,382 %7,379 %1,704 %2,208 %9,028 %281,614 %6,361 %7,323 %1,764 %2,256 %8,937 %291,672 %6,340 %7,266 %1,820 %2,300 %8,848 %301,728 %6,320 %7,208 %1,874 %2,342 %8,761 %311,782 %6,300 %7,151 %1,926 %2,383 %8,676 %321,833 %6,282 %7,095 %1,975 %2,421 %8,594 %331,883 %6,263 %7,040 %2,022 %2,457 %8,515 %341,930 %6,245 %6,986 %2,067 %2,491 %8,438 %351,976 %6,228 %6,933 %2,110 %2,524 %8,365 %362,020 %6,212 %6,882 %2,151 %2,555 %8,294 %372,062 %6,195 %6,832 %2,190 %2,584 %8,225 %382,102 %6,180 %6,784 %2,228 %2,613 %8,159 %392,140 %6,165 %6,737 %2,264 %2,640 %8,096 %402,177 %6,150 %6,692 %2,298 %2,666 %8,036 %412,213 %6,136 %6,649 %2,332 %2,691 %7,977 %422,247 %6,123 %6,607 %2,363 %2,714 %7,921 %432,280 %6,110 %6,566 %2,394 %2,737 %7,867 %442,312 %6,097 %6,527 %2,423 %2,759 %7,815 %452,342 %6,085 %6,490 %2,451 %2,780 %7,765 %462,371 %6,073 %6,453 %2,478 %2,800 %7,717 %472,399 %6,062 %6,418 %2,504 %2,819 %7,671 %482,426 %6,051 %6,385 %2,529 %2,838 %7,627 %492,452 %6,041 %6,352 %2,553 %2,856 %7,584 %502,477 %6,030 %6,321 %2,576 %2,873 %7,543 %512,501 %6,020 %6,291 %2,598 %2,890 %7,504 %522,525 %6,011 %6,262 %2,620 %2,906 %7,465 %532,547 %6,002 %6,233 %2,641 %2,921 %7,428 %542,569 %5,993 %6,206 %2,661 %2,936 %7,393 %552,590 %5,984 %6,180 %2,680 %2,951 %7,359 % 562,610 %5,976 %6,155 %2,699 %2,965 %7,326 %572,630 %5,968 %6,130 %2,717 %2,978 %7,294 %582,649 %5,960 %6,106 %2,734 %2,991 %7,263 %592,667 %5,952 %6,084 %2,751 %3,004 %7,233 %602,685 %5,945 %6,061 %2,768 %3,016 %7,204 %612,702 %5,938 %6,040 %2,784 %3,028 %7,176 %622,719 %5,931 %6,019 %2,799 %3,039 %7,149 %632,735 %5,924 %5,999 %2,814 %3,050 %7,122 %642,751 %5,918 %5,979 %2,828 %3,061 %7,097 %652,766 %5,911 %5,961 %2,842 %3,072 %7,072 %662,781 %5,905 %5,942 %2,856 %3,082 %7,048 %672,795 %5,899 %5,924 %2,869 %3,092 %7,025 %682,809 %5,893 %5,907 %2,882 %3,101 %7,003 %692,823 %5,888 %5,890 %2,894 %3,111 %6,981 %702,836 %5,882 %5,874 %2,907 %3,120 %6,960 %712,848 %5,877 %5,858 %2,918 %3,128 %6,939 %722,861 %5,872 %5,843 %2,930 %3,137 %6,919 %732,873 %5,867 %5,827 %2,941 %3,145 %6,899 %742,885 %5,862 %5,813 %2,952 %3,153 %6,880 %752,896 %5,857 %5,799 %2,962 %3,161 %6,862 %762,907 %5,852 %5,785 %2,973 %3,169 %6,844 %772,918 %5,848 %5,771 %2,983 %3,177 %6,826 %782,929 %5,843 %5,758 %2,992 %3,184 %6,809 %792,939 %5,839 %5,745 %3,002 %3,191 %6,792 %802,949 %5,835 %5,733 %3,011 %3,198 %6,776 %812,959 %5,830 %5,721 %3,020 %3,205 %6,760 %822,969 %5,826 %5,709 %3,029 %3,211 %6,745 %832,978 %5,823 %5,697 %3,038 %3,218 %6,730 %842,987 %5,819 %5,686 %3,046 %3,224 %6,715 %852,996 %5,815 %5,675 %3,055 %3,230 %6,701 %863,005 %5,811 %5,664 %3,063 %3,236 %6,687 %873,013 %5,808 %5,653 %3,070 %3,242 %6,673 %

883,022 %5,804 %5,643 %3,078 %3,248 %6,660 %893,030 %5,801 %5,633 %3,086 %3,253 %6,646 %903,038 %5,797 %5,623 %3,093 %3,259 %6,634 %913,046 %5,794 %5,614 %3,100 %3,264 %6,621 %923,053 %5,791 %5,604 %3,107 %3,270 %6,609 %933,061 %5,788 %5,595 %3,114 %3,275 %6,597 %943,068 %5,785 %5,586 %3,121 %3,280 %6,585 %953,075 %5,782 %5,577 %3,128 %3,285 %6,574 %963,082 %5,779 %5,568 %3,134 %3,290 %6,562 %973,089 %5,776 %5,560 %3,140 %3,294 %6,551 %983,096 %5,773 %5,552 %3,147 %3,299 %6,541 %993,102 %5,770 %5,544 %3,153 %3,303 %6,530 %1003,109 %5,768 %5,536 %3,159 %3,308 %6,520 %1013,115 %5,765 %5,528 %3,164 %3,312 %6,510 %1023,121 %5,762 %5,520 %3,170 %3,317 %6,500 %1033,127 %5,760 %5,513 %3,176 %3,321 %6,490 %1043,133 %5,757 %5,505 %3,181 %3,325 %6,480 %1053,139 %5,755 %5,498 %3,187 %3,329 %6,471 %1063,145 %5,753 %5,491 %3,192 %3,333 %6,462 %1073,151 %5,750 %5,484 %3,197 %3,337 %6,453 %1083,156 %5,748 %5,477 %3,202 %3,341 %6,444 %1093,162 %5,746 %5,471 %3,207 %3,344 %6,435 %1103,167 %5,743 %5,464 %3,212 %3,348 %6,427 %1113,172 %5,741 %5,457 %3,217 %3,352 %6,418 %1123,177 %5,739 %5,451 %3,222 %3,355 %6,410 %1133,182 %5,737 %5,445 %3,226 %3,359 %6,402 %1143,187 %5,735 %5,439 %3,231 %3,362 %6,394 %1153,192 %5,733 %5,433 %3,235 %3,365 %6,386 %1163,197 %5,731 %5,427 %3,240 %3,369 %6,379 %1173,202 %5,729 %5,421 %3,244 %3,372 %6,371 %1183,206 %5,727 %5,415 %3,249 %3,375 %6,364 %1193,211 %5,725 %5,410 %3,253 %3,378 %6,356 % 1203,215 %5,723 %5,404 %3,257 %3,381 %6,349 %1213,220 %5,721 %5,399 %3,261 %3,384 %6,342 %1223,224 %5,719 %5,393 %3,265 %3,387 %6,335 %1233,228 %5,718 %5,388 %3,269 %3,390 %6,328 %1243,233 %5,716 %5,383 %3,273 %3,393 %6,322 %1253,237 %5,714 %5,378 %3,277 %3,396 %6,315 %1263,241 %5,712 %5,373 %3,280 %3,399 %6,309 %1273,245 %5,711 %5,368 %3,284 %3,402 %6,302 %1283,249 %5,709 %5,363 %3,288 %3,404 %6,296 %1293,253 %5,707 %5,358 %3,291 %3,407 %6,290 %1303,256 %5,706 %5,354 %3,295 %3,410 %6,284 %1313,260 %5,704 %5,349 %3,298 %3,412 %6,278 %1323,264 %5,703 %5,345 %3,302 %3,415 %6,272 %1333,268 %5,701 %5,340 %3,305 %3,417 %6,266 %1343,271 %5,700 %5,336 %3,308 %3,420 %6,260 %1353,275 %5,698 %5,331 %3,312 %3,422 %6,254 %1363,278 %5,697 %5,327 %3,315 %3,425 %6,249 %1373,282 %5,695 %5,323 %3,318 %3,427 %6,243 %1383,285 %5,694 %5,319 %3,321 %3,429 %6,238 %1393,288 %5,693 %5,315 %3,324 %3,432 %6,233 %1403,292 %5,691 %5,311 %3,327 %3,434 %6,227 %1413,295 %5,690 %5,307 %3,330 %3,436 %6,222 %1423,298 %5,688 %5,303 %3,333 %3,438 %6,217 %1433,301 %5,687 %5,299 %3,336 %3,441 %6,212 %1443,304 %5,686 %5,295 %3,339 %3,443 %6,207 %1453,307 %5,685 %5,291 %3,342 %3,445 %6,202 %1463,310 %5,683 %5,287 %3,345 %3,447 %6,197 %1473,313 %5,682 %5,284 %3,347 %3,449 %6,193 %1483,316 %5,681 %5,280 %3,350 %3,451 %6,188 %1493,319 %5,680 %5,277 %3,353 %3,453 %6,183 %1503,322 %5,678 %5,273 %3,355 %3,455 %6,179 % Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won13,067 %1,559 %2,196 %5,638 %0,340 %0,682 %24,144 %1,631 %2,359 %5,946 %0,486 %0,707 %35,176 %1,761 %2,545 %6,108 %0,615 %0,732 %45,965 %1,887 %2,691 %6,187 %0,705 %0,763 %56,586 %1,983 %2,819 %6,252 %0,774 %0,773 %67,035 %2,048 %2,929 %6,294 %0,832 %0,767 %77,375 %2,099 %3,028 %6,326 %0,879 %0,773 %87,636 %2,146 %3,126 %6,361 %0,914 %0,800 %97,834 %2,196 %3,219 %6,400 %0,937 %0,820 %108,001 %2,250 %3,312 %6,450 %0,948 %0,814 %118,116 %2,312 %3,407 %6,538 %0,949 %0,774 %128,184 %2,376 %3,502 %6,651 %0,945 %0,718 %138,218 %2,443 %3,593 %6,771 %0,942 %0,658 %148,226 %2,509 %3,679 %6,881 %0,943 %0,604 %158,214 %2,574 %3,757 %6,971 %0,949 %0,559 %168,189 %2,637 %3,826 %7,030 %0,962 %0,528 %178,153 %2,698 %3,886 %7,062 %0,981 %0,511 %188,109 %2,757 %3,937 %7,074 %1,007 %0,509 %198,059 %2,813 %3,980 %7,071 %1,041 %0,523 %208,006 %2,868 %4,015 %7,054 %1,083 %0,551 %217,950 %2,919 %4,043 %7,029 %1,132 %0,595 %227,892 %2,969 %4,064 %6,996 %1,186 %0,648 %237,834 %3,016 %4,080 %6,957 %1,243 %0,709 %247,776 %3,061 %4,092 %6,915 %1,302 %0,775 %257,718 %3,104 %4,101 %6,870 %1,361 %0,842 %267,661 %3,145 %4,106 %6,824 %1,421 %0,912 %277,605 %3,185 %4,110 %6,776 %1,480 %0,981 %287,551 %3,222 %4,111 %6,728 %1,538 %1,050 %297,498 %3,258 %4,111 %6,680 %1,594 %1,117 %307,446 %3,292 %4,109 %6,632 %1,649 %1,184 %317,396 %3,324 %4,107 %6,585 %1,703 %1,248 %327,348 %3,355 %4,104 %6,539 %1,754 %1,311 %

337,302 %3,385 %4,100 %6,494 %1,804 %1,372 %347,257 %3,414 %4,096 %6,450 %1,852 %1,431 %357,213 %3,441 %4,091 %6,407 %1,899 %1,488 %367,172 %3,467 %4,086 %6,366 %1,944 %1,542 %377,131 %3,492 %4,081 %6,326 %1,987 %1,595 %387,093 %3,516 %4,076 %6,287 %2,028 %1,646 %397,056 %3,538 %4,071 %6,250 %2,068 %1,694 %407,020 %3,560 %4,065 %6,214 %2,106 %1,741 %416,986 %3,581 %4,060 %6,179 %2,143 %1,787 %426,953 %3,602 %4,054 %6,145 %2,179 %1,830 %436,921 %3,621 %4,049 %6,113 %2,213 %1,872 %446,890 %3,640 %4,044 %6,081 %2,246 %1,912 %456,861 %3,658 %4,039 %6,051 %2,277 %1,951 %466,832 %3,675 %4,034 %6,022 %2,308 %1,988 %476,805 %3,692 %4,028 %5,994 %2,337 %2,024 %486,779 %3,708 %4,024 %5,967 %2,365 %2,058 %496,753 %3,723 %4,019 %5,941 %2,392 %2,092 %506,729 %3,738 %4,014 %5,916 %2,419 %2,124 %516,705 %3,752 %4,009 %5,892 %2,444 %2,155 %526,683 %3,766 %4,005 %5,869 %2,468 %2,185 %536,661 %3,780 %4,001 %5,846 %2,492 %2,213 %546,640 %3,793 %3,996 %5,824 %2,515 %2,241 %556,619 %3,805 %3,992 %5,803 %2,537 %2,268 %566,599 %3,817 %3,988 %5,783 %2,558 %2,294 %576,580 %3,829 %3,984 %5,763 %2,578 %2,319 %586,562 %3,840 %3,981 %5,744 %2,598 %2,343 %596,544 %3,851 %3,977 %5,726 %2,617 %2,367 %606,527 %3,862 %3,973 %5,708 %2,636 %2,389 %616,510 %3,872 %3,970 %5,691 %2,654 %2,411 %626,494 %3,882 %3,966 %5,674 %2,671 %2,433 %636,478 %3,892 %3,963 %5,658 %2,688 %2,453 %646,463 %3,901 %3,960 %5,642 %2,705 %2,473 % 656,448 %3,910 %3,957 %5,627 %2,721 %2,493 %666,434 %3,919 %3,954 %5,612 %2,736 %2,512 %676,420 %3,927 %3,951 %5,597 %2,751 %2,530 %686,406 %3,936 %3,948 %5,584 %2,766 %2,548 %696,393 %3,944 %3,945 %5,570 %2,780 %2,565 %706,380 %3,952 %3,942 %5,557 %2,794 %2,582 %716,368 %3,959 %3,940 %5,544 %2,807 %2,598 %726,356 %3,967 %3,937 %5,532 %2,820 %2,614 %736,344 %3,974 %3,934 %5,520 %2,833 %2,630 %746,333 %3,981 %3,932 %5,508 %2,845 %2,645 %756,322 %3,988 %3,930 %5,496 %2,857 %2,659 %766,311 %3,995 %3,927 %5,485 %2,869 %2,673 %776,300 %4,001 %3,925 %5,474 %2,880 %2,687 %786,290 %4,008 %3,923 %5,464 %2,891 %2,701 %796,280 %4,014 %3,921 %5,453 %2,902 %2,714 %806,270 %4,020 %3,918 %5,443 %2,912 %2,727 %816,261 %4,026 %3,916 %5,433 %2,923 %2,740 %826,251 %4,031 %3,914 %5,424 %2,933 %2,752 %836,242 %4,037 %3,912 %5,414 %2,943 %2,764 %846,233 %4,043 %3,910 %5,405 %2,952 %2,775 %856,225 %4,048 %3,909 %5,396 %2,961 %2,787 %866,216 %4,053 %3,907 %5,388 %2,971 %2,798 %876,208 %4,058 %3,905 %5,379 %2,980 %2,809 %886,200 %4,063 %3,903 %5,371 %2,988 %2,820 %896,192 %4,068 %3,901 %5,363 %2,997 %2,830 %906,184 %4,073 %3,900 %5,355 %3,005 %2,840 %916,177 %4,078 %3,898 %5,347 %3,013 %2,850 %926,169 %4,082 %3,896 %5,339 %3,021 %2,860 %936,162 %4,087 %3,895 %5,332 %3,029 %2,869 %946,155 %4,091 %3,893 %5,325 %3,037 %2,879 %956,148 %4,095 %3,892 %5,318 %3,044 %2,888 %966,141 %4,100 %3,890 %5,311 %3,051 %2,897 % 976,135 %4,104 %3,889 %5,304 %3,059 %2,906 %986,128 %4,108 %3,888 %5,297 %3,066 %2,914 %996,122 %4,112 %3,886 %5,291 %3,073 %2,922 %1006,116 %4,116 %3,885 %5,284 %3,079 %2,931 %1016,110 %4,119 %3,883 %5,278 %3,086 %2,939 %1026,104 %4,123 %3,882 %5,272 %3,092 %2,947 %1036,098 %4,127 %3,881 %5,266 %3,099 %2,955 %1046,092 %4,130 %3,880 %5,260 %3,105 %2,962 %1056,086 %4,134 %3,878 %5,254 %3,111 %2,970 %1066,081 %4,137 %3,877 %5,248 %3,117 %2,977 %1076,075 %4,141 %3,876 %5,243 %3,123 %2,984 %1086,070 %4,144 %3,875 %5,237 %3,129 %2,991 %1096,065 %4,147 %3,874 %5,232 %3,135 %2,998 %1106,060 %4,150 %3,873 %5,226 %3,140 %3,005 %1116,055 %4,154 %3,871 %5,221 %3,146 %3,012 %1126,050 %4,157 %3,870 %5,216 %3,151 %3,018 %1136,045 %4,160 %3,869 %5,211 %3,156 %3,025 %1146,040 %4,163 %3,868 %5,206 %3,161 %3,031 %1156,035 %4,166 %3,867 %5,201 %3,167 %3,037 %1166,031 %4,168 %3,866 %5,196 %3,172 %3,043 %1176,026 %4,171 %3,865 %5,192 %3,176 %3,049 %1186,022 %4,174 %3,864 %5,187 %3,181 %3,055 %1196,017 %4,177 %3,863 %5,183 %3,186 %3,061 %1206,013 %4,180 %3,862 %5,178 %3,191 %3,067 %1216,009 %4,182 %3,861 %5,174 %3,195 %3,072 %1226,004 %4,185 %3,860 %5,170 %3,200 %3,078 %1236,000 %4,187 %3,860 %5,165 %3,204 %3,083 %1245,996 %4,190 %3,859 %5,161 %3,209 %3,089 %1255,992 %4,192 %3,858 %5,157 %3,213 %3,094 %1265,988 %4,195 %3,857 %5,153 %3,217 %3,099 %1275,985 %4,197 %3,856 %5,149 %3,222 %3,104 %1285,981 %4,200 %3,855 %5,145 %3,226 %3,109 %

1295,977 %4,202 %3,854 %5,141 %3,230 %3,114 %1305,973 %4,204 %3,854 %5,137 %3,234 %3,119 %1315,970 %4,206 %3,853 %5,134 %3,238 %3,124 %1325,966 %4,209 %3,852 %5,130 %3,242 %3,129 %1335,963 %4,211 %3,851 %5,126 %3,245 %3,133 %1345,959 %4,213 %3,851 %5,123 %3,249 %3,138 %1355,956 %4,215 %3,850 %5,119 %3,253 %3,143 %1365,952 %4,217 %3,849 %5,116 %3,256 %3,147 %1375,949 %4,219 %3,848 %5,113 %3,260 %3,151 %1385,946 %4,221 %3,848 %5,109 %3,264 %3,156 %1395,943 %4,223 %3,847 %5,106 %3,267 %3,160 %1405,939 %4,225 %3,846 %5,103 %3,270 %3,164 %1415,936 %4,227 %3,846 %5,099 %3,274 %3,168 %1425,933 %4,229 %3,845 %5,096 %3,277 %3,172 %1435,930 %4,231 %3,844 %5,093 %3,281 %3,176 %1445,927 %4,233 %3,844 %5,090 %3,284 %3,180 %1455,924 %4,235 %3,843 %5,087 %3,287 %3,184 %1465,921 %4,237 %3,842 %5,084 %3,290 %3,188 %1475,918 %4,238 %3,842 %5,081 %3,293 %3,192 %1485,916 %4,240 %3,841 %5,078 %3,296 %3,196 %1495,913 %4,242 %3,840 %5,075 %3,299 %3,199 %1505,910 %4,244 %3,840 %5,072 %3,302 %3,203 %Term to maturity (in years)Turkish liraUS dollarYen110,448 %0,509 %-0,125 %211,830 %0,355 %-0,140 %312,604 %0,328 %-0,150 %413,054 %0,335 %-0,166 %513,313 %0,365 %-0,164 %613,430 %0,384 %-0,156 %713,444 %0,456 %-0,144 %813,378 %0,510 %-0,125 %913,261 %0,545 %-0,105 % 1013,114 %0,569 %-0,085 %1112,948 %0,590 %-0,065 %1212,768 %0,609 %-0,048 %1312,579 %0,630 %-0,033 %1412,386 %0,650 %-0,020 %1512,190 %0,668 %-0,006 %1611,993 %0,684 %0,009 %1711,798 %0,697 %0,024 %1811,606 %0,707 %0,034 %1911,418 %0,714 %0,040 %2011,234 %0,718 %0,038 %2111,056 %0,719 %0,029 %2210,883 %0,719 %0,018 %2310,716 %0,721 %0,007 %2410,555 %0,725 %0,000 %2510,400 %0,731 %-0,002 %2610,252 %0,741 %0,002 %2710,109 %0,750 %0,013 %289,973 %0,756 %0,031 %299,843 %0,754 %0,057 %309,718 %0,744 %0,091 %319,598 %0,724 %0,134 %329,484 %0,699 %0,182 %339,375 %0,670 %0,235 %349,271 %0,641 %0,291 %359,171 %0,612 %0,349 %369,076 %0,586 %0,408 %378,985 %0,563 %0,467 %388,898 %0,543 %0,526 %398,815 %0,528 %0,584 %408,735 %0,516 %0,642 %418,659 %0,508 %0,699 %428,586 %0,504 %0,754 % 438,516 %0,504 %0,808 %448,449 %0,507 %0,861 %458,384 %0,515 %0,913 %468,323 %0,526 %0,963 %478,263 %0,541 %1,011 %488,206 %0,560 %1,059 %498,151 %0,582 %1,104 %508,098 %0,607 %1,149 %518,048 %0,637 %1,192 %527,999 %0,669 %1,233 %537,952 %0,704 %1,274 %547,906 %0,740 %1,313 %557,862 %0,777 %1,351 %567,820 %0,815 %1,388 %577,779 %0,853 %1,423 %587,740 %0,892 %1,458 %597,702 %0,930 %1,491 %607,665 %0,969 %1,524 %617,629 %1,007 %1,555 %627,595 %1,044 %1,586 %637,561 %1,082 %1,616 %647,529 %1,118 %1,644 %657,497 %1,154 %1,672 %667,467 %1,190 %1,699 %677,437 %1,225 %1,726 %687,409 %1,259 %1,752 %697,381 %1,292 %1,777 %707,354 %1,325 %1,801 %717,327 %1,357 %1,824 %727,302 %1,389 %1,847 %737,277 %1,419 %1,870 %747,253 %1,450 %1,891 %757,229 %1,479 %1,913 % 767,206 %1,508 %1,933 %777,184 %1,536 %1,953 %787,162 %1,563 %1,973 %797,141 %1,590 %1,992 %807,120 %1,616 %2,011 %817,100 %1,642 %2,029 %827,081 %1,667 %2,047 %837,061 %1,692 %2,064 %847,043 %1,716 %2,081 %857,024 %1,739 %2,098 %867,007 %1,762 %2,114 %876,989 %1,784 %2,130 %886,972 %1,806 %2,145 %896,955 %1,828 %2,160 %906,939 %1,849 %2,175 %916,923 %1,869 %2,190 %926,908 %1,890 %2,204 %936,892 %1,909 %2,218 %946,878 %1,929 %2,231 %956,863 %1,948 %2,244 %966,849 %1,966 %2,257 %976,835 %1,984 %2,270 %986,821 %2,002 %2,283 %996,808 %2,020 %2,295 %1006,794 %2,037 %2,307 %1016,782 %2,054 %2,319 %1026,769 %2,070 %2,330 %1036,756 %2,086 %2,341 %1046,744 %2,102 %2,352 %1056,732 %2,118 %2,363 %1066,721 %2,133 %2,374 %1076,709 %2,148 %2,384 %1086,698 %2,163 %2,395 %

1096,687 %2,177 %2,405 %1106,676 %2,191 %2,415 %1116,665 %2,205 %2,424 %1126,655 %2,219 %2,434 %1136,645 %2,232 %2,443 %1146,635 %2,246 %2,453 %1156,625 %2,259 %2,462 %1166,615 %2,271 %2,471 %1176,605 %2,284 %2,479 %1186,596 %2,296 %2,488 %1196,587 %2,308 %2,496 %1206,578 %2,320 %2,505 %1216,569 %2,332 %2,513 %1226,560 %2,343 %2,521 %1236,551 %2,355 %2,529 %1246,543 %2,366 %2,537 %1256,534 %2,377 %2,544 %1266,526 %2,388 %2,552 %1276,518 %2,399 %2,559 %1286,510 %2,409 %2,567 %1296,502 %2,419 %2,574 %1306,494 %2,429 %2,581 %1316,487 %2,440 %2,588 %1326,479 %2,449 %2,595 %1336,472 %2,459 %2,602 %1346,464 %2,469 %2,608 %1356,457 %2,478 %2,615 %1366,450 %2,487 %2,621 %1376,443 %2,497 %2,628 %1386,436 %2,506 %2,634 %1396,430 %2,514 %2,640 %1406,423 %2,523 %2,646 %1416,416 %2,532 %2,652 % 1426,410 %2,540 %2,658 %1436,404 %2,549 %2,664 %1446,397 %2,557 %2,670 %1456,391 %2,565 %2,676 %1466,385 %2,573 %2,681 %1476,379 %2,581 %2,687 %1486,373 %2,589 %2,692 %1496,367 %2,597 %2,698 %1506,361 %2,605 %2,703 %

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 RepublicCyprusDenmark10031502512003950410301445146040247534705045154510615545653072557595408275851154093760512510103862513500Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003914162000024242231000215425420001884265400017242765000169428750001664298701017023097020172131108030174431Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland165501604 2141111022043191415025044211617026045241819027046251920028047272122029048282223130049302324231041031242533104Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom125912185002411715211100346191826150044720193017005512221331900653232237200075424233822008542625392300951272540240010502525402500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012019300001201840000120175000012016600001201570000120148000012015900001201610000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1011010009201801000931290100010423601000105238010001063410100010744301000108741010001095380100010105410101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan1000691420008120430008120440008140450107150460508150470701015048011011150490170111504100170131504Duration (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 6162045119232551118726204511923255195537224611222854777948254811422754664551027541172275465466113057122227546546712325912522754654681233581232275465469123358122227546546101335591222275465461114365912222754654612143759122227546546131437591222275465461415375912222754654615143759122227546546161437591222275465461714375912222754654618143759122227546546191437591222275465462016375912222754654621163759122227546546221737591222275465462317375912222754654624183759122227546546251937591222275465462620375912222754654627213759122227546546282137591222275465462922375912222754654630223759122227546546

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 61132752126239558120721529541282415609703173255121238556791418345812323655565551936621262365545546193865130235554554720396613223455355381939651302345525529194065129233552552101940641282335515511119416412723255155112184163127232550550131841631262315505501418416212623054954915174062125230549549161740611252295485481717406112522954854818173961124229548548191739611252295485482017406112523054854821174062125230549549221740621252305495492318416212623054954924184162126230549549252041621262305495492620416212623054954927214162126230549549282141621262305495492922416212623054954930224162125230549549 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 6162044118232550118626204411823255095537224611222854777948254811422754664551027531172275465466112957122227546546712325912422754654681232581232275465469123358122227546546101334581222275465461113365912222754654612143659122227546546131437591222275465461414375912222754654615143759122227546546161437591222275465461714375912222754654618143759122227546546191437591222275465462016375912222754654621163759122227546546221737591222275465462317375912222754654624183759122227546546251937591222275465462620375912222754654627213759122227546546282137591222275465462922375912222754654630223759122227546546 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 6180941181923066241208276901151893026219743809511818530162079647995119185298616660578961221862966146146789612418929461261277796123189292610610876961221872916096099759612118528960860810729311718128660560511709211517928360260212699111417728260160113689111317628160060014689111317628159959915689111217628059959916679011217528059859817679011117527959859818668911117427959759719658811017327859759720658810917327759659621648710817227759559522638610817127659559523628510717027559459424618410616927459359325608310516827359259226598210416727259159127588110316627158958928578010216527058858829567910116426958758730557899163268586586 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 61102448122236554119521226501242375569623142952118235553784416325512123455365051735611242345535536183764129234553553719396613123455355381939651302345525529183964128233552552101840641282335515511119416412823255155112194264127232551551131942641272325515511419426412723255055015194263127232550550161942631272315505501719426312723155055018194263127231550550191942631272325505502019426412723255155121204364128232551551222043641282335515512320436512823355155124204365128233551551252043651282335515512620436512823355155127214365128233551551282143641282335515512922436412823355155130224364128233551551

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 6149638816227559411972536791165279597964358739716327959878846278102167280599653564811081712816006006658411117628160060076685112178281599599865851111762805985989648511017427859759710638410817227759659611628410717127559459412618310616927459359313608310416827359159114598210316727159059015588010216527058958916577910116426958858817567910016426858758718557899163268586586195477991622675865862054779816226758558521537698161266585585225275971602655845842352759616026458358324517495159264582582255073941582635815812649729415726258158127487193156261580580284871921552605795792947709115525957857830466990154259577577 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 615194411823155011862519441182315509543622451112275467784824481132265456455927531162265455456102956121226545545711315812422654554581132581222265455459123358122226545545101234581212265455451113355812122654554512133658121226545545131336581212265455451414375812122654554515143658121226545545161436581212265455451714365812122654554518143658121226545545191436581212265455452016365812122654554521163658121226545545221736581212265455452317375812222654554524183758122226545545251937581222265455452620375812222654554527213758122226545545282137581222265455452922375812222654554530223758122226545545 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 617245515025056912032724551502505699673826551362465657894102957126244563653511315811424356256261434611072425615617163762100241560560817386093240559559920456487239558558101945628423855755711184460842375565561218436185236555555131844618523655455414184461852355545541518446185234553553161844618523355155117184461852325505501818446185231550550191844618523155055020184461852325505502118446185232550550221844618523155055023184461852315505502418446185230549549251944618523054854826204461852295485482721446185229547547282144618522854754729224461852285475473022446185228546546 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 6186100124198312630125328498122196310628101238398122188304623828482991221883016206885819912518829861761768099126191296615615779981251912946126128769712318729161061097495120184289608608107395119183287606606117294118181286604604127194116179284603603137093114178283601601146991113176281600600156790112175280598598166689110174279597597176588109173278596596186487108172277595595196386108171276594594206285107170275594594216184106169274593593226083105168273592592235982104167272591591245881103166271590590255780102165270589589265679101164269588588275578100163268586586285477991622675855852953769816126658458430527597160265583583

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 6159739717128460312062587296170283602972358739616227959779445874981632775956585577510116527559359365775103168273592592757761031692715905908557510116627058958995475100164268587587105375991622675865861152759816126658558512527597160265584584135274961602645835831451749615926458258215517395158263582582165072941572625815811749729315726258058018487193156261580580194871921562615795792048719215626057957921477092155260579579224770911552605785782346699115425957857824466990154258577577254568901532585765762644678915225757657627446788152256575575284366881512565745742942658715025557457430426586150254573573 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 61314570144257576120623246701442585769703324771137253572792432497213825157065653351771402505695696335279144249568568734538014624956756783353791442485665669325378142247566566103254781412465655651132547714124656456412325476140245563563133154761392445635631431547513924356256215305374138243561561162952741372425605601729527313724156056018285173136241560560192851731362415595592028517313624155955921285173136241559559222851731362415595592328517213624155955924285172136240559559252750721352405595592627507213524055955927275071135240558558282750711352395585582926497113423955855830264971134239557557 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 61032599213531118121526100214532950325279421052977543730962095286425493599209527541651139104209527527751440106209527527861440105209527527971540104209527527108164010420952752711918411052105285281291840104208527527131019411052095285281411194110420952852815121840103208527527161317391022075265261713173910220752652618141739102207526526191418391032075265262016194010320852752721161940104208527527221720401042085275272317204010420852752724182240103208527527251822401032085275272620234010320852752727202341103208527527282124431032085265262921264410320852652630222645103208526526 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 61476185159273591119924761851592735919653476286152268587787448648815326658565254866921552655845846486794159264583583748689516126358258284768931582625815819466792156261580580104668921552605795791146689115525957857812456890154259577577134568901532585765761445678915225757657615446788152257575575164366871512565745741742658715025557457418426586150255573573194164861492545735732041648614925457357321416485149254572572224164851492535725722340638514825357157124406284147252571571253962831472525705702638618314625157057027386182146250569569283760811452505685682936598114424956856830365980144248567567

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 61173155129243561120422135591332475659703254063129246564792428456813424756665653149751382485675676304976141246565565735558114725056856883454801452485675679345680145249568568103658821462515695691138608314725257057012396284147252571571134063841482535715711440638514825357157115406385148253572572164063841482525715711740638414825257157118396283147252570570193962831472515705702039628314725157057021396283147251570570223861831462515705702338618314625156956924386182146250569569253760821452505695692637608114524956856827365981144249568568283659801442485675672935588014324856656630355879143247566566 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 61163055129242561120421832561302435629703203558124241559792421376112724055865652340661302405585586244270135240558558725447113724055855882545711362405585589254671135240558558102547711352405585581126487213524055855812274972135240559559132750721352405595591427507213524055955915275072135240559559162750721352405585581727507213524055855818275072135240558558192750711352405585582027507213524055855821275072135240558558222750711352405585582326497113423955855824264971134239557557252649701342385575572625487013323855755727254869133237556556282447691322375565562924476813223755555530244768132236555555 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 615164891632765951204253679216627959897335772961622785977984597699165278597664561791051692795975976638210917427959859876484110176279597597863841101742785975979638410917327859759710648611017327859759711648610917327859659612648610917227759659613638610817127659559514638610717127559459415628510617027459359316618410516927459259217608310516827359259218598210416727259159119598210316727259059020588110316627158958921578010216527058958922578010116526958858823567910016426858758724557899163268586586255477981622675855852653769716126658458427527597160265583583285174961592645825822950739515826358258230497294157262581581 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 6182961201943086261270286100125199312631103138810312619230962784748810512819430762670559210913519930962762769311213920430962862879511514120731062862889611614220731162962999711814320731163063010971191432073116306301197120143206311630630129711914220531062962913961191412043096276271495118139203307626626159311613820130662562516921151362003046236231790113135198303622622188911213419730262062019881111321963006196192086109131194299618618218510812919329861661622831061281912966156152382105126190295613613248010312518829361261225791021231872916106102677100122185290608608277698120183288607607287497118182287605605297295117180285604604307194115179284602602

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 61102448122236554121121327521252395579723173255121238556793419365912523855765752239651292395585586234269134240558558725457113724055855882545711362405585589254671135240558558102647711352405585581126487113524055855812264971135239558558132649701342395575571425487013323855755715254869133237556556162447681322365555551723466813123655555518234668131236554554192346671312365545542023466713123655455421234668131236554554222346681312365545542323466813123655455424234667131236554554252346671312365545542623466713123555455427234567130235554554282245671302355545542922456713023555355330224566130235553553 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 619510913420832164012792961101342083216401034397112135201318636846498114138203316635704599116142206316635635699118145210315634634710011914621231563363381001201462113146336339991201452093136326321098119143207312631631119711914220531062962912951181402043086276271394116138202306625625149211513620030562362315901131351983036216211688111133196301619619178610913119429961861818851081291932986166161984106128191296615615208310512719029561461421811041261892946136132280103125188293612612237910212418729261061024781011221862916096092577100121185289608608267699120183288607607277497119182287606606287396118181286605605297295117180285603603307194116179284602602 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 613333463714455588771300283971221963096281046387102125191308626855490106130196309627710592110136200310628628694113140205310629629796115142208311629629896117143207311630630997118143207311630630109711914320631163063011971201432063116306301298121143206311630630139912114320731163063014991221442073126316311510012314420831363163116101124145209314632632171021251462103156336331810312614721131663463419104127148212316635635201041271492123176366362110412714921231763663622104127149212317635635231041261482113166356352410312614721131563463425102125146210314633633261001231452083136326322799122144207312630630289812114220631062962929961191412043096286283095118139203308626626 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 61011361102235421198211136110223542964321337103219538786431539104217536651541743106216535548651845110215534534752047112215533533872045110214533533971944108213532532108204410821353153111921441082125315311292244108212531531131122441082125315311411234410821353153115122345108213531531161323451082135315311713244510921353253218142446109214532532191525461102145335332016264711121553453421172648111216535535221727491122175355352318284911321753653624182850113218536536252029501142185375372620295011421953753727212951114219538538282130511142195385382922305111522053853830223052115220538538

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 6153679116527859712012546792166279598966354709315927559478845571951602745926535557399163273591591656751021672725915917567510216827158958985576102166270589589955761011652695885881054761001632685875871153759816226758558512527597160265584584135174951592645825821450739415726258158115487193156261580580164770911552595785781745689015325857757718446789152257576576194466881512565755752043668715125657457421426587150255574574224265861502555735732341648614925457257224406385148253572572254063841482525715712639628414725257057027386183146251570570283861821462505695692937608214525056856830365981144249568568 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 6111613015522934266112832117131156230343662103731201351582243416598504121138161227340659709512314116723034065965961241431702353406596597125144171237340658658812414417023533965865891231441692333386576571012314516923233765665611122144168231336654654121211431662293346536531311914216422733265165114117140162225330649649151151381602233286476471611313615722132564464417111134155219323642642181081311532163216406401910612915121431963863820105128149213317636636211031261482113166346342210112414620931463363323991221442073126316312498121142206310629629259611914020430862762726941171382023076256252792115137200305624624289111413519830362262229891121331973026206203087110132195300619619 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 611701842082823967141252217919321729140572310213185200223289406724843418720322729340672472451882062322964067247246188207234299404723723718820823530140372272281872072332984027207209185207231296400719719101852062302943997177171118320622929239771671612181204226290394713713131792022232873927107101417619922028438970770715173196217281385704704161701932142783827017011716618921127437969869818163186208271376695695191601832052683736926922015718020226537068968921154177199262367686686221511741962593646836832314817119325636168068024145168190253358676676251421651862503556736732613916218324735267067027136159181244349667667281331561782413466656652913115317523834366266230128151172236340659659 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 61304469143256575122323145701442575769853324871137254572805433507313925257166853452781422515705706355381146251569569735558214725056956983454801452495675679335479143248567567103355791422475665661133557814224656556512335577141246564564133255771402455645641432557614024556356315325576140244563563163254761392445635631731547613924456356318315476139244563563193254761392445635632032557614024456356321325576140244563563223255761402445635632331547613924456356324315476139244563563253154751392445625622631547513924356256227305375138243562562283053741382435615612930537413824256156130295274137242561561

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 61284166140253572123522943681422555749963324770136253571814434507414025357167653654801442535725726385683148254572572739598615125457357383959851502545735739396085149254573573104062861502545735731141638615025557357312426487150255574574134265871502555735731442658615025557357315426586150254573573164164861492545735731741648614925457357318416486149254573573194164861492545735732042658615025457357321426586150255573573224265861502545735732342648614925457357324416486149254572572254164851492535725722640638514825357257227406384148252571571283962841472525715712939628314725157057030386183146251569569 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 61126140165239352671130121251391632373516691051312514016323034666486041251421652313446637135126143169233343662662612514417123634166066071261451722383406596598125145171236340658658912314516923433865765710123145169233338656656111231451692323376556551212214516723133665465413122144166230334653653141201431652283336526521511814116322633164964916116139160224329647647171131361582213266456451811113415621932464264219109132153217322640640201071301512153206386382110512714921231763663622102125147210315634634231001231452083136316312498121142206311629629259611914020430862762726941171382013066256252792114136199304623623288911213419730262162129871101321953006196193086109130193298617617 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 61012371112245431201211439112226545968331841107224542791452145110224542655572551114224543552692755120225543543710305712222554454481030561212255445449103156120225543543101132561202255435431111335612022454354312113456119224543543131134561192245435431411345511922454254215123455119224542542161333551182235425421713335511822354254218143355118223542542191534551192235425422016345611922454354321173556120224543543221735561202255435432318355712022554454424183557120225544544252036571212255445442620365712122554454427213657121226544544282136571212265445442922365712122654454430223658121226544544 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 61365074148261580120723650741482625809723365175141257576793436527614225557465753754801442545725726395785150255574574737568314925157057084060861512555745749396085149254573573103456801432485675671130527513924456256212275072136240559559132548701332385565561423466813123655555515224566130234553553162043651282335525521719426412723255155118194263127231550550191841631262315505502018416312623155055021184163126231550550221841631262315505502318416312623155055024184163126231549549252041621262315495492620416212623154954927214162126230549549282141621262305495492922416212523054954930224062125230549549

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 612012152393134267451395219721123530942274111413193208231297414732940418920522929540872678351852032292934037217216182200228293398716716717819822529039371271281741942202853897077079170191216280384703703101661882112753806996991116218420827137669469412159181203267372690690131551781992633686866861415117419625936468268215148171192256360679679161441671892523576756751714116418524935467267218138161182246351669669191351581792433486666662013215517724034566466421130153174238342661661221271501712353406586582312414716923233765665624122145166230334653653251191421642273326506502611714016122532964864827114137159222327646646281121351562203256436432911013315421832264164130108131152216320639639 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 618265010524156012042826501052415609673102952101239558788412335598239558653516406110124055955961843659724155955971945649124156056081744639124156056091845659424156056010204868982415605601122507010124156056012235371102241560560132554711022415605601425557210224156056015255572102241560560162555721022415605601725557210224156056018255572102241560560192555721022415605602025557210224156056021255572102242560560222555721022425605602325557210224256056024255572102242560560252555721022425605602625557210224156056027255572102241560560282555721022415605602925557210224155955930255572102241559559 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 610314882025201192215138720051995932512791955147824361480193511647546188219251154465821861925105107592389191510510869228719151051097102286191510510108102386191510510119122387191510510129122387192510510131013248719251051014111326871925115111512152788192511511161316288819251151117131630881935115111814173189193512512191418328919451251220161933901945135132116193490195514514221720369119551451423172137911965145142418223891196515515251822399119651551526202340911965155152720234191196515515282124439119651551529222644911965155153022264591196515515 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 611152143163294303221152143163333225731152348158347170341162652155346131552183054155338104263213257155325845752334591553096988524356215529358795253765155276500106263867155260430116263968155249373126263968155249327136263968155249288146263968155249255156263968155249249166264068155249249176264368155249249186264568155249249197264768155249249207265068155249249217265268155249249227265468155249249238265768155249249248265968155249249259266168155249249269266368155249249279266668155249249281026687015524924929102671721552492493010267374155249249

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 619222850170299308621024305217233822963102433571673521732410253561164351133851027386216434310596112840651633298597123041661623147098123142681622975969113143711612805071011314473161263436111131447316025437812103043721602543311310304372159253292149294271159253258159294271158252252168284170158252252178284370157251251188284670157251251198284870157251251208295070158252252219295371158252252229295571158252252239295771158252252249296071158252252259296271158253253269296571158253253279296771158252252281029697115825225229102972731582522523010297474158252252 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 611142143163294303221142143163333225631152348157347170241162652155346131552183054155338104263203257155324845752334591553096988524356215529358795253765155276500106253867155260430116263968155249373126263968155249327136263968155249288146263968155249255156263968155249249166264068155249249176264368155249249186264568155249249197264768155249249207265068155249249217265268155249249227265468155249249238265768155249249248265968155249249259266168155249249269266368155249249279266668155249249281026687015524924929102671721552492493010267374155249249 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 617588951172373333090272859111323334023053748896121230354174247286971222263541348570869812222434610706708799124222334869770889912422031871986887991252193136059688799127218312516106484971262143084451162829512421130538712618194123210304339136080931222093033031460809212220930330315597992121208303303165979921212083023021758789112020730230218587890120207301301195777901192063003002056768911820530030021567688118205299299225575881172042982982354748711620329729724537386115202296296255272851142012952952651718411320029429427507083112199293293284969821111982922922948688011019729129130476779109196290290 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 6151825471672973056272026481693352274372130551643491716482333591623481325592537611623401050610283964162327851712304166162311703811304268162295591911314371161278503101131447216126143311113144731602543761211314473160254330131131447316025429114113144731602542581511314372160254254161030437215925325317103043721592542541810304672159254254191030497216025425420113150731602542542111315373160255255221131567316125525523123258741612552552412326074161255255251232627416125525526123265741612552552712326774161255255281232707316125525529113172741612552553011317476161255255 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 61445864862063023060248616890210336228135266749920935117234546979105208350133255672841082093421056657758611120932985775877871132093147098577688114208302596956768811620630050810557588117205299438115474871162032983801253738611520229633313517184113201295295145070831121992932931549698211119829229216486881110197291291174767801091962912911847677910919629029019466679108195289289204565781071952892892145657810719428828822446477106193287287234363761051922862862442627510419228628625426274104191285285264161741031902842842740607310218928328328395972101188282282293858721001872822823037577599187281281

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 611142042162294303021142042162333225531142247157346170141152551154346131451172953154337104162203156154324844742233581543096988423346115429358694243664154276499105253766154260430115253867154248373125253867154248327135253867154248288145253867154248255155253867154248248166254067154248248176254367154248248186254567154248248197254767154248248207255067154248248217255267154248248227255467154248248238255767154248248248255967154248248259256167154248248269256367154248248279256668154248248281025687015424824829102570721542482483010257374154249249 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 6101122451812983076201122451813372288311124501763511726411326561723501333511628591713421056621833601703288567321366016931370785243760168296594983142591672795051010344257166262435119334157165259377128324156164258330137314257164258291147314257163257257157314257162256256167314357161255255177314357160254254187314657159253253197314757159253253207315057160254254217315357160254254228315459160254254238315761159253253248315962158253253259316264158252252269316466157251251279316668157251251281031687015625125129103170721562502503010317374156250250 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 61819410112324333932122799299121241352240237791991242343681818475901001262293691408573891011252263611118672901011262243489097719010112622233375386988991262193166339678799127217311540106686991272153104661165859812621430840512638396125212306355136182941232113053131460809312220930330315597992121208302302165778901192073013011756768911820630030018557588117205299299195575871172042982982054748711620329729721537386115202296296225272851142012952952351718411320029429424507083112199293293254969821111982922922648688111019729129127476780109196290290284666791081952892892945657810719428828830446478106193287287 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 61546773962163123086253667294214339230135165749820835317384506576101205353134454965771012033451066649667810320133286574967781031993177168486778104198300602947667810619629051310466678107195289442114565781071942883841244647710619328733613436376105193287296144363761051922862861542627510419128528516416174103190284284174060731021902842841840607310218928328319395972101189283283203959721011882822822139597210118828228222385871100188282282233858711001872812812437577099187281281253757709918628028026365669981852792792735556897184279279283555719718427827829345473961832772773033537695182276276 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 612740466818829930852274047691893382297326404873183352173342540507617935213385254153771783431060626435479177330859726455581177314710826445682176297597925455785175281508102545578617426843711244457861742683801224445686173267333132343568517226629314224255841712652651521415483171265265162141548317026426417204053821692632631820405382169263263192040528216926326320204053821692632632120405382169263263222040568216926326323193958811692632632419396181168263263251939628116826226226193965811682622622718386780168262262281838708016726126129183872801672612613018387480167261261 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 610032414429330172016251453312245311830139345169441311341373451309514143613733610386241639137323842726194113730869682622431372925859272346137275498104826481372594291149295013824337212493049136231326134103350137232287144113650137231254155123849136230230166124048135229229176144349135229229186144550135229229197154753135230230207164954136230230217175257136230230227175459136231231238195760136230230248195862136230230258206164136230230269216366136230230279226668136230230281022687013623023029102470721362302303010247374136230230 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 61425562842043003066242556284204336228234155638819835017224405565911943501331540566892193341105564058699419232885574159709519131370784059709719029659493959719918928350610395971100188282436113858711001872813781237577099187281331133757709918628029214365669981852792791535556897185279279163455679618427827817345467961832772771833536695183277277193353669518227627620335366951822762762133536595182276276223252659418127527523325265941812752752431516493180274274253050639218027427426305064921792732732729496791178272272282848689017827227229284871901772712713027477489176270270 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 611225325417429930792162936581783382295319334166175352173342136467217535213395233951751763441062622405176174331861728465782178315712826455783177299599927475987177282510102949629017927343911305063921802743811231516493180274334133151649318127529414325265941812752751532526594181275275163151649318027527517315164931802752751831516393180274274193050639217927327320305063921792742742130506392179273273223050639217927327323305062921792732732429496291178272272252949629117827227226284865901772722722728486790177271271282747708917627027029274772891762702703026467588175269269 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 611225315317329930792132632541743382294313273660170352173241428396416835213395143042661683431061616334570168330860717364672168315711817364874168298597918374977168281508101838517916826443711193951801682623801219395281168262332131939528116826229314193952811682622621519395281168262262161939528116826226217193952811682622621819395281168262262191939518116826226220193952811682622622119395381168262262221838558016826226223183857801672612612418386080167261261251737627916626026026173764791662602602716366778166260260281636697816525925929163672771652592593015357477164258258

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 614659658720730330802496268902103392303351657398208355174645267771032063561355553698110520734910776557284109207337876757758611120732272685675861132063066129567688116206300522105776891182063004501156768911820630039112567689118205299343135575881172042983021454748711620329729715537386115202297297165272851142022962961752728511420129529518517184113200294294195070831122002942942050708311219929329321496982111198292292224868811101972912912347678010919629129124466679108196290290254565781071952892892645657710619428828827446476106193287287284363761051922862862942627510419128528530416177103190284284 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 6177909711923933532582819510112324335924493819510412923837718604819610613223537814445831001111352373711148686103114139237358933788106117142238342773889108119145239333651990109121149239333555109011012315123933447811901101231512393334151289109122151238332364138810812015023733133114861061191482353293291585105118147234328328168310311614523332732717821021151442313253251881101113143230324324197999112141228323323207898111140227321321217797109138226320320227595108137224318318237393106135223317317247292105134221315315257090103132219314314266989102131218312312276787100129216310310286585981272153093092964849712621330730730628395124212306306 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 6151825471673003097282128501703392302310243357167353173641227376316635213415143042661673431062616334569168330860718364772168314711818374874168298597918374977168281508101838517916826443711183851801682623791218385180167261332131838508016726129214173750791662602601516364978165259259161535487716525925917153548771642582581815354777164258258191434487616425825820153550771642582582115355377164258258221535557716425825823153557771642582582414356076164258258251434627616425825826143465761632572572714346776163257257281434697616325725729143472761632572573013337475163257257 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 619010411013225234832842911041111332533602456390104113137247376186049010511614124437714425911071181432443691145691109120145243356930793111122147243340770892111122149242337647992111123151241336551109111012315224033447411891091221512383324121287107120149236330360138510511814723532932914831031161452333273271582102115144231325325168010011214222932332317789811114022732132118769610913822632032019759510813722431831820749410713622331731721739310613522231631622729210513422131531523719110413322031431424698910213121931331325688810113021731231226678710012921631031027668699128215309309286585981272143083082964849712621330730730638396125212306306

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 613283413473694895853340278919812024036424893809410312723737918814829710813323738014575841001121362383721157686104115140238359939788107117143239342777889108119146239333653990109121149240334556109011012215123933347911901101231522393334161290110123152239333364139011012315224033433414911111241532403343341592112124153241335335169211212515424233633617931131261552433373371894114127156244338338199511512815724433933920961161291582453393392196116129158245339339229611612915824533933923951151281572443383382494114127156243337337259311312615524233633626921121251542413353352791111124153240334334288910912215123933333329881081211502373313313086106119148236330330 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 610612341542973063206123415433622813161439149350172141616421453491329517194314434110526292045144327853721122471433127058211224914229559292112451141278504104112652141262434114112953140246377124113253140234330134113353140235291144113653141235257155123954141235235166134054141235235176144354141235235186144655142236236197154855142237237207165056143237237217175357144238238228175560145239239238195762145239239248206064146240240259206265146240240269226567147241241279226769147241241281023697114724124129102472731482422423010247474148242242 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 61486167902103063070249626890210337228634862709520535117254476273982023501333547637599201342105664866771022003288567496778103199313708848677810519829659594867791071982925061047677910819629043611456578107195289379124464771061932873321343637510419228629214416174103190284284154060731021892832831638587110018728128117375770991862802801836566998185279279193555689718427827820355567971842782782134546796183277277223353669518327727723335366951822762762432526594181275275253151649318127527526315165931802742742730506792179273273282949709117827327329294972911782722723028487490177271271 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 61111125131153273369329521131261321542743702464311312713616027037818694114129139165268380145251151311431672683731157611613414517026836294371171361461722683627848117136147174267361662911613614817626636056510116136148177265359488111151351471762643584251211313314617526235637213111131144173260354354141091291421712583523521510712714016925635035016104124137166254348348171021221351642513453451810012013316224934334319981181311602473413412096116129158246340340219511512715724433833822931131261552423363362391111124153240334334248910912215123833233225871071201492363313312685106118147235329329278410411714623332732728821021151442313253252980100113142230324324307999112141228322322

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 611651781852073274233209217418719421633643224223178192201225335431184941801942052303344291441518019620823233442811486181198209234332427935718119921023533142577581791982102363304246539178198210238328422557101771972102393274214801117619620923732541941912173193206235322417417131701902032323204144141416718720022931741141115164184197226313408408161611811942233104044041715817819122030740140118155175188217304398398191521721852143013953952014916918221129839239221146166179208295389389221431631762052923863862314016017320228938338324137157169199286380380251341541661952833773772613115116319228037437427128148160190277371371281251451581872743683682912214215518427136536530119139152181269363363 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 612639456718730331322264046681883432335326404973183358176442641517718035813645264254781803501081627445681179336877728465782178320725827465783177303609926465885176286518102646588717526944611254558871742693871225455787174268339132444578617326729914244456851732672671523435685172266266162343568517226626617234356851722662661823435685172266266192343568517226626620234356851722662662123435685172266266222343578517226626623234358851722662662423436185172266266252242648417226626626224266841712652652722426884171265265282242718417126526529214173831702652653021417683170264264 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 612336426418430631642243844661863472362325394872182362178642641527718136213815284456801823541095630475983182341888732506186182325735832516289182308618932526492182290526103353669418327745311345466951832773931234546796183277344133454679618327730414335366951832772771533536695182277277163353669518227627617335366951822762761833536695182276276193353669518227627620335366951822772772133536695183277277223353669518227727723335366951822762762433536695182276276253252659418127627626325267941812752752731517093181275275283151729318027427429305075921792742743030507792179273273 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 61122135141163283379334321201331401622823782502311913314116627538218924118133143169272382146251181341461702713731158611813514617126936493871181361471722683627758117136148174268362651911613614817626636055410116136149177266360477111161361481772653594141211413414717626435836213113133146175262356356141121321451742613553551511013014317225935335316108128140169257351351171051251381672543483481810312313616525234634619100121133162250344344209811813116024834234221961161291582453393392294114127156243337337239211212515424133533524891091221512393333332587107120149236331331268510511814723432832827831031161452323263262881101114143230324324297999112141228322322307797110139226320320

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 6107133515529830702081537157337229031101943153352173041122348152352133751152751152343106062183055153330859732132571533147108322336015329859793233562153281508104233664153264437114233665153248379124233665152246332134233665152246292144233665152246259155223964152246246166224164151245245176224364151245245186224664151245245197224864151246246207235065152246246217235365152246246228245565153247247238245766153247247248246066153247247259246266153247247269246567154248248279246769154248248281025697115424824829102572731542482483010257474154248248 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 6131445073193299308723144517319333922993304452771863531735429445480183352134052845568018234310626314860851833308607294758831793147118335263901832985979325264911822815081027475988176270437112242558417226637912193952811682623311317375079166260292141535487716425825815133346751622572571612324574161255255171131447316025425418103046721592542541910304772159253253201030507215925325321103053721592532532210305472159253253231030577215925325324103059721592532532510306272159253253269296471159253253279296771159253253281029697115825225229102972721582522523010297474158252252 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 611962092152373574543599219220521223435445027303186200209233343439207941821972072333364311613517719320522933142512806174191203228326420103871711892002253214158578166185197223317411719916218219422231240661110159178191220308402524111551751872163043984541215017118321230039439613146167179208296390390141431631762052923863861513915917220128838238216136156169198285379379171321521651942823763761812914916219127937337319127147159189276370370201241441571862733673672112114115418327036436422118138151180268362362231161361491782653593592411313314617526235635625111131143173260354354261081281411702573513512710612613916825534934928103123136165253347347291011211341632503453453099119132161248342342 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 6101426521722993078201426521723372288311728561693511725412032611673501332522336671683411055642739691693288557731427116931370789344674169296594911375076169279506101238517716926343511134052781692633781214415479169263331131443548016926329114154355801692632631515435580169263263161543558016926326317154355801692632631815435580169263263191543558016926326320154355801692642642115435580170264264221543558017026426423154357801702642642415435980170264264251543628017026426426154364801692642642715436780169263263281543698016926326329154371801692632633015437480169263263

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 610031313329630462016141313342267311916124348171041311191213471320514142212033910466241625120325847726192711931070082622301192935889272431119277501104826341192604311149293611924437412493138120229327134103341120214288144113643120214255155123844120214227166124047120215215176144349121215215186144550121215215197154753122216216207165054122217217217175257123217217227175459124218218238195760126218218248195962128218218258206164129218218269216366129218218279226668131218218281022687013221821829102470721332182183010247374133218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria46EuroBelgium46EuroCyprus46EuroEstonia46EuroFinland46EuroFrance46EuroGermany46EuroGreece46EuroIreland46EuroItaly46EuroLatvia46EuroLithuania46EuroLuxembourg46EuroMalta46EuroNetherlands46EuroPortugal46EuroSlovakia46EuroSlovenia46EuroSpain46Czech korunaCzech Republic37Danish kroneDenmark54ForintHungary12KronaSweden36KunaCroatia11LevBulgaria0Pound sterlingUnited Kingdom50Romanian leuRomania13ZlotyPoland24KrónaIceland31Norwegian kroneNorway71Swiss francLiechtenstein32 Swiss francSwitzerland32Australian dollarAustralia23Canadian dollarCanada51Renminbi-yuanChina79Hong Kong dollarHong Kong16US dollarUnited States100YenJapan20