Commission Implementing Regulation (EU) 2021/1354 of 6 August 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021 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) 2021/1354 of 6 August 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021 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 5 July 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2021 market data. That information was published on 5 July 2021 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2021 until 29 September 2021.

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

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 June 2021. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 August 2021. 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 kroneForintKronaKuna1–0,605 %1,015 %–0,615 %0,917 %–0,120 %–0,171 %2–0,555 %1,489 %–0,565 %1,279 %–0,027 %–0,072 %3–0,495 %1,720 %–0,505 %1,546 %0,068 %–0,007 %4–0,426 %1,816 %–0,436 %1,772 %0,178 %0,050 %5–0,346 %1,842 %–0,356 %1,967 %0,284 %0,120 %6–0,276 %1,827 %–0,286 %2,136 %0,352 %0,214 %7–0,206 %1,796 %–0,216 %2,285 %0,408 %0,337 %8–0,126 %1,768 %–0,136 %2,413 %0,472 %0,488 %9–0,064 %1,749 %–0,074 %2,527 %0,557 %0,666 %100,003 %1,744 %–0,007 %2,628 %0,675 %0,832 %110,067 %1,754 %0,057 %2,718 %0,831 %0,979 %120,126 %1,776 %0,116 %2,803 %1,000 %1,111 %130,183 %1,805 %0,172 %2,879 %1,164 %1,230 %140,232 %1,840 %0,221 %2,952 %1,318 %1,338 %150,268 %1,878 %0,257 %3,024 %1,458 %1,438 %160,290 %1,920 %0,280 %3,091 %1,584 %1,529 %170,306 %1,963 %0,296 %3,151 %1,698 %1,614 %180,325 %2,007 %0,314 %3,207 %1,801 %1,692 %190,350 %2,051 %0,340 %3,258 %1,894 %1,765 %200,387 %2,094 %0,376 %3,305 %1,978 %1,833 %210,435 %2,136 %0,425 %3,349 %2,054 %1,897 %220,494 %2,178 %0,484 %3,390 %2,124 %1,957 %230,558 %2,218 %0,548 %3,428 %2,187 %2,013 %240,626 %2,257 %0,616 %3,464 %2,246 %2,065 %250,695 %2,294 %0,686 %3,498 %2,300 %2,115 %260,766 %2,331 %0,757 %3,530 %2,349 %2,162 %270,836 %2,366 %0,828 %3,559 %2,395 %2,206 %280,906 %2,399 %0,897 %3,588 %2,438 %2,248 %290,974 %2,431 %0,966 %3,614 %2,478 %2,287 %301,041 %2,462 %1,033 %3,639 %2,515 %2,325 %311,106 %2,492 %1,098 %3,663 %2,550 %2,361 %321,169 %2,520 %1,161 %3,686 %2,583 %2,395 %331,230 %2,548 %1,223 %3,708 %2,613 %2,427 %341,289 %2,574 %1,282 %3,728 %2,642 %2,458 % 351,346 %2,599 %1,339 %3,748 %2,669 %2,487 %361,400 %2,623 %1,393 %3,766 %2,695 %2,515 %371,453 %2,647 %1,446 %3,784 %2,719 %2,542 %381,504 %2,669 %1,497 %3,801 %2,743 %2,567 %391,552 %2,690 %1,546 %3,818 %2,764 %2,592 %401,599 %2,711 %1,593 %3,833 %2,785 %2,615 %411,644 %2,731 %1,638 %3,848 %2,805 %2,637 %421,688 %2,750 %1,682 %3,863 %2,824 %2,659 %431,729 %2,768 %1,723 %3,876 %2,842 %2,679 %441,769 %2,785 %1,764 %3,890 %2,859 %2,699 %451,808 %2,802 %1,802 %3,902 %2,875 %2,718 %461,845 %2,819 %1,840 %3,915 %2,891 %2,736 %471,881 %2,834 %1,875 %3,926 %2,906 %2,754 %481,915 %2,849 %1,910 %3,938 %2,921 %2,771 %491,948 %2,864 %1,943 %3,948 %2,934 %2,787 %501,980 %2,878 %1,975 %3,959 %2,948 %2,803 %512,011 %2,892 %2,006 %3,969 %2,960 %2,818 %522,041 %2,905 %2,036 %3,979 %2,973 %2,832 %532,069 %2,917 %2,065 %3,988 %2,985 %2,846 %542,097 %2,930 %2,092 %3,997 %2,996 %2,860 %552,124 %2,941 %2,119 %4,006 %3,007 %2,873 %562,150 %2,953 %2,145 %4,015 %3,017 %2,886 %572,175 %2,964 %2,170 %4,023 %3,028 %2,898 %582,199 %2,975 %2,195 %4,031 %3,037 %2,910 %592,222 %2,985 %2,218 %4,039 %3,047 %2,921 %602,245 %2,995 %2,241 %4,046 %3,056 %2,932 %612,267 %3,005 %2,263 %4,054 %3,065 %2,943 %622,288 %3,014 %2,284 %4,061 %3,074 %2,953 %632,309 %3,023 %2,305 %4,067 %3,082 %2,963 %642,329 %3,032 %2,325 %4,074 %3,090 %2,973 %652,348 %3,041 %2,344 %4,080 %3,098 %2,983 %662,367 %3,049 %2,363 %4,087 %3,105 %2,992 %672,385 %3,057 %2,381 %4,093 %3,113 %3,001 %682,403 %3,065 %2,399 %4,099 %3,120 %3,010 %692,420 %3,073 %2,416 %4,104 %3,127 %3,018 %702,437 %3,080 %2,433 %4,110 %3,134 %3,026 %

712,453 %3,088 %2,449 %4,115 %3,140 %3,034 %722,469 %3,095 %2,465 %4,121 %3,147 %3,042 %732,484 %3,102 %2,481 %4,126 %3,153 %3,050 %742,499 %3,108 %2,496 %4,131 %3,159 %3,057 %752,514 %3,115 %2,510 %4,136 %3,165 %3,064 %762,528 %3,121 %2,524 %4,140 %3,170 %3,071 %772,542 %3,127 %2,538 %4,145 %3,176 %3,078 %782,555 %3,133 %2,552 %4,150 %3,181 %3,085 %792,568 %3,139 %2,565 %4,154 %3,187 %3,091 %802,581 %3,145 %2,578 %4,158 %3,192 %3,098 %812,594 %3,150 %2,590 %4,162 %3,197 %3,104 %822,606 %3,156 %2,603 %4,167 %3,202 %3,110 %832,618 %3,161 %2,615 %4,171 %3,207 %3,116 %842,629 %3,166 %2,626 %4,174 %3,211 %3,121 %852,641 %3,172 %2,638 %4,178 %3,216 %3,127 %862,652 %3,176 %2,649 %4,182 %3,220 %3,132 %872,663 %3,181 %2,660 %4,186 %3,225 %3,138 %882,673 %3,186 %2,670 %4,189 %3,229 %3,143 %892,684 %3,191 %2,681 %4,193 %3,233 %3,148 %902,694 %3,195 %2,691 %4,196 %3,237 %3,153 %912,704 %3,200 %2,701 %4,199 %3,241 %3,158 %922,713 %3,204 %2,711 %4,203 %3,245 %3,163 %932,723 %3,208 %2,720 %4,206 %3,249 %3,168 %942,732 %3,212 %2,729 %4,209 %3,253 %3,172 %952,741 %3,217 %2,739 %4,212 %3,256 %3,177 %962,750 %3,220 %2,748 %4,215 %3,260 %3,181 %972,759 %3,224 %2,756 %4,218 %3,263 %3,185 %982,767 %3,228 %2,765 %4,221 %3,267 %3,190 %992,776 %3,232 %2,773 %4,224 %3,270 %3,194 %1002,784 %3,236 %2,781 %4,226 %3,273 %3,198 %1012,792 %3,239 %2,790 %4,229 %3,277 %3,202 %1022,800 %3,243 %2,797 %4,232 %3,280 %3,206 %1032,808 %3,246 %2,805 %4,234 %3,283 %3,209 %1042,815 %3,250 %2,813 %4,237 %3,286 %3,213 %1052,823 %3,253 %2,820 %4,239 %3,289 %3,217 %1062,830 %3,256 %2,828 %4,242 %3,292 %3,220 %1072,837 %3,259 %2,835 %4,244 %3,295 %3,224 % 1082,844 %3,263 %2,842 %4,247 %3,297 %3,227 %1092,851 %3,266 %2,849 %4,249 %3,300 %3,231 %1102,858 %3,269 %2,856 %4,251 %3,303 %3,234 %1112,865 %3,272 %2,862 %4,253 %3,306 %3,237 %1122,871 %3,275 %2,869 %4,256 %3,308 %3,241 %1132,878 %3,277 %2,875 %4,258 %3,311 %3,244 %1142,884 %3,280 %2,882 %4,260 %3,313 %3,247 %1152,890 %3,283 %2,888 %4,262 %3,316 %3,250 %1162,896 %3,286 %2,894 %4,264 %3,318 %3,253 %1172,902 %3,288 %2,900 %4,266 %3,321 %3,256 %1182,908 %3,291 %2,906 %4,268 %3,323 %3,259 %1192,914 %3,294 %2,912 %4,270 %3,325 %3,262 %1202,920 %3,296 %2,917 %4,272 %3,328 %3,265 %1212,925 %3,299 %2,923 %4,274 %3,330 %3,267 %1222,931 %3,301 %2,929 %4,276 %3,332 %3,270 %1232,936 %3,304 %2,934 %4,277 %3,334 %3,273 %1242,941 %3,306 %2,939 %4,279 %3,336 %3,275 %1252,947 %3,308 %2,945 %4,281 %3,339 %3,278 %1262,952 %3,311 %2,950 %4,283 %3,341 %3,281 %1272,957 %3,313 %2,955 %4,284 %3,343 %3,283 %1282,962 %3,315 %2,960 %4,286 %3,345 %3,286 %1292,967 %3,317 %2,965 %4,288 %3,347 %3,288 %1302,972 %3,320 %2,970 %4,289 %3,349 %3,290 %1312,977 %3,322 %2,975 %4,291 %3,351 %3,293 %1322,981 %3,324 %2,979 %4,293 %3,352 %3,295 %1332,986 %3,326 %2,984 %4,294 %3,354 %3,297 %1342,990 %3,328 %2,989 %4,296 %3,356 %3,300 %1352,995 %3,330 %2,993 %4,297 %3,358 %3,302 %1362,999 %3,332 %2,998 %4,299 %3,360 %3,304 %1373,004 %3,334 %3,002 %4,300 %3,361 %3,306 %1383,008 %3,336 %3,006 %4,302 %3,363 %3,308 %1393,012 %3,338 %3,010 %4,303 %3,365 %3,310 %1403,016 %3,340 %3,015 %4,304 %3,367 %3,312 %1413,021 %3,341 %3,019 %4,306 %3,368 %3,315 %1423,025 %3,343 %3,023 %4,307 %3,370 %3,317 %1433,029 %3,345 %3,027 %4,308 %3,371 %3,318 %1443,033 %3,347 %3,031 %4,310 %3,373 %3,320 %1453,037 %3,349 %3,035 %4,311 %3,375 %3,322 %1463,040 %3,350 %3,039 %4,312 %3,376 %3,324 %

1473,044 %3,352 %3,042 %4,314 %3,378 %3,326 %1483,048 %3,354 %3,046 %4,315 %3,379 %3,328 %1493,052 %3,355 %3,050 %4,316 %3,381 %3,330 %1503,055 %3,357 %3,054 %4,317 %3,382 %3,332 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1–0,655 %0,056 %1,834 %–0,093 %2,124 %0,533 %2–0,605 %0,271 %2,100 %0,248 %2,400 %0,937 %3–0,545 %0,410 %2,319 %0,579 %2,624 %1,164 %4–0,476 %0,522 %2,512 %0,864 %2,805 %1,293 %5–0,396 %0,606 %2,689 %1,088 %2,965 %1,372 %6–0,326 %0,679 %2,856 %1,257 %3,111 %1,422 %7–0,256 %0,732 %3,014 %1,382 %3,237 %1,460 %8–0,176 %0,785 %3,166 %1,479 %3,340 %1,496 %9–0,114 %0,831 %3,314 %1,566 %3,418 %1,534 %10–0,048 %0,872 %3,459 %1,652 %3,478 %1,579 %110,016 %0,907 %3,576 %1,733 %3,524 %1,630 %120,075 %0,936 %3,666 %1,809 %3,561 %1,685 %130,132 %0,960 %3,735 %1,880 %3,590 %1,742 %140,181 %0,979 %3,788 %1,947 %3,613 %1,799 %150,217 %0,992 %3,830 %2,010 %3,631 %1,856 %160,238 %1,002 %3,861 %2,069 %3,646 %1,911 %170,255 %1,008 %3,886 %2,125 %3,658 %1,965 %180,273 %1,014 %3,904 %2,177 %3,668 %2,018 %190,299 %1,019 %3,917 %2,227 %3,676 %2,068 %200,335 %1,026 %3,927 %2,273 %3,683 %2,116 %210,385 %1,034 %3,934 %2,317 %3,688 %2,162 %220,444 %1,042 %3,938 %2,359 %3,692 %2,207 %230,509 %1,048 %3,940 %2,399 %3,695 %2,249 %240,578 %1,053 %3,941 %2,436 %3,697 %2,290 %250,649 %1,055 %3,940 %2,472 %3,699 %2,328 %260,721 %1,053 %3,938 %2,505 %3,700 %2,365 %270,793 %1,046 %3,935 %2,538 %3,701 %2,401 %280,863 %1,036 %3,932 %2,568 %3,702 %2,434 %290,933 %1,020 %3,928 %2,597 %3,702 %2,467 %301,001 %1,000 %3,924 %2,625 %3,702 %2,497 % 311,067 %0,974 %3,919 %2,651 %3,701 %2,527 %321,131 %0,945 %3,914 %2,676 %3,701 %2,555 %331,193 %0,916 %3,909 %2,700 %3,700 %2,582 %341,253 %0,888 %3,904 %2,723 %3,699 %2,608 %351,310 %0,861 %3,899 %2,745 %3,698 %2,632 %361,366 %0,837 %3,894 %2,766 %3,698 %2,656 %371,419 %0,816 %3,889 %2,786 %3,696 %2,679 %381,471 %0,798 %3,883 %2,805 %3,695 %2,700 %391,520 %0,784 %3,878 %2,824 %3,694 %2,721 %401,568 %0,774 %3,873 %2,841 %3,693 %2,741 %411,614 %0,766 %3,868 %2,858 %3,692 %2,760 %421,658 %0,763 %3,863 %2,874 %3,691 %2,779 %431,700 %0,763 %3,858 %2,890 %3,689 %2,796 %441,741 %0,766 %3,854 %2,905 %3,688 %2,813 %451,780 %0,772 %3,849 %2,920 %3,687 %2,830 %461,818 %0,782 %3,845 %2,933 %3,686 %2,846 %471,854 %0,794 %3,840 %2,947 %3,684 %2,861 %481,889 %0,810 %3,836 %2,960 %3,683 %2,875 %491,923 %0,829 %3,832 %2,972 %3,682 %2,889 %501,955 %0,851 %3,828 %2,984 %3,681 %2,903 %511,986 %0,876 %3,824 %2,996 %3,680 %2,916 %522,017 %0,904 %3,820 %3,007 %3,679 %2,929 %532,046 %0,934 %3,816 %3,018 %3,677 %2,941 %542,074 %0,965 %3,813 %3,028 %3,676 %2,953 %552,101 %0,997 %3,809 %3,038 %3,675 %2,964 %562,127 %1,030 %3,806 %3,048 %3,674 %2,975 %572,153 %1,063 %3,802 %3,057 %3,673 %2,986 %582,177 %1,097 %3,799 %3,066 %3,672 %2,996 %592,201 %1,130 %3,796 %3,075 %3,671 %3,006 %602,224 %1,163 %3,793 %3,084 %3,670 %3,016 %612,246 %1,196 %3,790 %3,092 %3,669 %3,025 %622,268 %1,229 %3,787 %3,100 %3,668 %3,034 %632,289 %1,262 %3,784 %3,108 %3,667 %3,043 %642,309 %1,294 %3,781 %3,115 %3,666 %3,052 %652,328 %1,325 %3,778 %3,123 %3,665 %3,060 %662,348 %1,356 %3,776 %3,130 %3,664 %3,068 %672,366 %1,386 %3,773 %3,137 %3,663 %3,076 %682,384 %1,416 %3,771 %3,143 %3,663 %3,084 %

692,402 %1,446 %3,768 %3,150 %3,662 %3,091 %702,419 %1,474 %3,766 %3,156 %3,661 %3,098 %712,435 %1,502 %3,764 %3,163 %3,660 %3,105 %722,451 %1,530 %3,762 %3,169 %3,659 %3,112 %732,467 %1,557 %3,759 %3,174 %3,659 %3,119 %742,482 %1,583 %3,757 %3,180 %3,658 %3,125 %752,497 %1,609 %3,755 %3,186 %3,657 %3,131 %762,511 %1,634 %3,753 %3,191 %3,656 %3,138 %772,525 %1,658 %3,751 %3,196 %3,656 %3,144 %782,539 %1,682 %3,749 %3,201 %3,655 %3,149 %792,552 %1,706 %3,747 %3,206 %3,654 %3,155 %802,565 %1,729 %3,746 %3,211 %3,654 %3,161 %812,578 %1,751 %3,744 %3,216 %3,653 %3,166 %822,590 %1,773 %3,742 %3,221 %3,653 %3,171 %832,602 %1,795 %3,740 %3,225 %3,652 %3,176 %842,614 %1,816 %3,739 %3,230 %3,651 %3,181 %852,626 %1,837 %3,737 %3,234 %3,651 %3,186 %862,637 %1,857 %3,736 %3,238 %3,650 %3,191 %872,648 %1,876 %3,734 %3,242 %3,650 %3,196 %882,659 %1,896 %3,732 %3,247 %3,649 %3,200 %892,669 %1,915 %3,731 %3,250 %3,649 %3,205 %902,680 %1,933 %3,730 %3,254 %3,648 %3,209 %912,690 %1,951 %3,728 %3,258 %3,647 %3,213 %922,700 %1,969 %3,727 %3,262 %3,647 %3,218 %932,709 %1,986 %3,725 %3,265 %3,646 %3,222 %942,719 %2,003 %3,724 %3,269 %3,646 %3,226 %952,728 %2,020 %3,723 %3,273 %3,646 %3,230 %962,737 %2,036 %3,721 %3,276 %3,645 %3,234 %972,746 %2,052 %3,720 %3,279 %3,645 %3,237 %982,754 %2,068 %3,719 %3,283 %3,644 %3,241 %992,763 %2,083 %3,718 %3,286 %3,644 %3,245 %1002,771 %2,098 %3,717 %3,289 %3,643 %3,248 %1012,780 %2,113 %3,715 %3,292 %3,643 %3,252 %1022,788 %2,127 %3,714 %3,295 %3,642 %3,255 %1032,795 %2,141 %3,713 %3,298 %3,642 %3,258 %1042,803 %2,155 %3,712 %3,301 %3,642 %3,262 %1052,811 %2,169 %3,711 %3,304 %3,641 %3,265 %1062,818 %2,182 %3,710 %3,306 %3,641 %3,268 % 1072,825 %2,195 %3,709 %3,309 %3,640 %3,271 %1082,832 %2,208 %3,708 %3,312 %3,640 %3,274 %1092,840 %2,221 %3,707 %3,314 %3,640 %3,277 %1102,846 %2,233 %3,706 %3,317 %3,639 %3,280 %1112,853 %2,246 %3,705 %3,320 %3,639 %3,283 %1122,860 %2,258 %3,704 %3,322 %3,639 %3,286 %1132,866 %2,269 %3,703 %3,325 %3,638 %3,289 %1142,873 %2,281 %3,702 %3,327 %3,638 %3,291 %1152,879 %2,292 %3,701 %3,329 %3,638 %3,294 %1162,885 %2,304 %3,701 %3,332 %3,637 %3,297 %1172,891 %2,315 %3,700 %3,334 %3,637 %3,299 %1182,897 %2,325 %3,699 %3,336 %3,637 %3,302 %1192,903 %2,336 %3,698 %3,338 %3,636 %3,304 %1202,909 %2,347 %3,697 %3,341 %3,636 %3,307 %1212,915 %2,357 %3,696 %3,343 %3,636 %3,309 %1222,920 %2,367 %3,696 %3,345 %3,636 %3,311 %1232,926 %2,377 %3,695 %3,347 %3,635 %3,314 %1242,931 %2,387 %3,694 %3,349 %3,635 %3,316 %1252,937 %2,396 %3,693 %3,351 %3,635 %3,318 %1262,942 %2,406 %3,693 %3,353 %3,634 %3,321 %1272,947 %2,415 %3,692 %3,355 %3,634 %3,323 %1282,952 %2,424 %3,691 %3,357 %3,634 %3,325 %1292,957 %2,433 %3,690 %3,359 %3,634 %3,327 %1302,962 %2,442 %3,690 %3,361 %3,633 %3,329 %1312,967 %2,451 %3,689 %3,362 %3,633 %3,331 %1322,972 %2,460 %3,688 %3,364 %3,633 %3,333 %1332,976 %2,468 %3,688 %3,366 %3,633 %3,335 %1342,981 %2,477 %3,687 %3,368 %3,632 %3,337 %1352,986 %2,485 %3,686 %3,369 %3,632 %3,339 %1362,990 %2,493 %3,686 %3,371 %3,632 %3,341 %1372,994 %2,501 %3,685 %3,373 %3,632 %3,343 %1382,999 %2,509 %3,685 %3,374 %3,631 %3,345 %1393,003 %2,517 %3,684 %3,376 %3,631 %3,347 %1403,007 %2,525 %3,683 %3,378 %3,631 %3,349 %1413,012 %2,532 %3,683 %3,379 %3,631 %3,350 %1423,016 %2,540 %3,682 %3,381 %3,631 %3,352 %1433,020 %2,547 %3,682 %3,382 %3,630 %3,354 %1443,024 %2,554 %3,681 %3,384 %3,630 %3,356 %

1453,028 %2,562 %3,680 %3,385 %3,630 %3,357 %1463,032 %2,569 %3,680 %3,387 %3,630 %3,359 %1473,036 %2,576 %3,679 %3,388 %3,629 %3,360 %1483,039 %2,582 %3,679 %3,390 %3,629 %3,362 %1493,043 %2,589 %3,678 %3,391 %3,629 %3,364 %1503,047 %2,596 %3,678 %3,392 %3,629 %3,365 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1–0,800 %0,008 %0,371 %0,487 %1,120 %2,767 %2–0,733 %0,198 %0,472 %0,694 %2,023 %3,850 %3–0,660 %0,409 %0,644 %0,962 %2,631 %4,690 %4–0,575 %0,623 %0,833 %1,179 %3,091 %5,366 %5–0,477 %0,824 %1,020 %1,322 %3,454 %5,876 %6–0,368 %1,008 %1,199 %1,431 %3,755 %6,277 %7–0,265 %1,172 %1,368 %1,524 %4,019 %6,600 %8–0,176 %1,313 %1,520 %1,604 %4,257 %6,864 %9–0,106 %1,430 %1,659 %1,673 %4,463 %7,082 %10–0,056 %1,526 %1,785 %1,728 %4,631 %7,272 %11–0,026 %1,613 %1,903 %1,772 %4,758 %7,404 %12–0,008 %1,691 %2,018 %1,806 %4,854 %7,483 %130,002 %1,757 %2,136 %1,834 %4,925 %7,523 %140,008 %1,812 %2,249 %1,858 %4,978 %7,534 %150,014 %1,856 %2,353 %1,880 %5,017 %7,523 %160,020 %1,891 %2,444 %1,900 %5,046 %7,496 %170,029 %1,917 %2,524 %1,918 %5,065 %7,456 %180,039 %1,937 %2,594 %1,936 %5,078 %7,408 %190,053 %1,952 %2,657 %1,954 %5,086 %7,353 %200,070 %1,962 %2,712 %1,972 %5,090 %7,294 %210,091 %1,968 %2,762 %1,991 %5,090 %7,231 %220,116 %1,970 %2,806 %2,009 %5,088 %7,167 %230,144 %1,968 %2,847 %2,028 %5,084 %7,102 %240,176 %1,962 %2,883 %2,048 %5,078 %7,037 %250,213 %1,953 %2,917 %2,068 %5,071 %6,972 %260,254 %1,939 %2,947 %2,089 %5,063 %6,908 %270,297 %1,926 %2,975 %2,110 %5,054 %6,846 %280,343 %1,914 %3,001 %2,132 %5,045 %6,784 %290,390 %1,907 %3,025 %2,155 %5,036 %6,725 %300,437 %1,906 %3,047 %2,179 %5,026 %6,667 % 310,484 %1,912 %3,067 %2,204 %5,016 %6,611 %320,531 %1,923 %3,086 %2,229 %5,006 %6,557 %330,577 %1,939 %3,104 %2,255 %4,996 %6,505 %340,622 %1,958 %3,120 %2,280 %4,986 %6,455 %350,666 %1,980 %3,135 %2,306 %4,976 %6,406 %360,709 %2,003 %3,150 %2,331 %4,967 %6,359 %370,751 %2,027 %3,163 %2,356 %4,957 %6,315 %380,792 %2,053 %3,176 %2,380 %4,948 %6,271 %390,831 %2,079 %3,188 %2,405 %4,939 %6,230 %400,870 %2,105 %3,200 %2,428 %4,930 %6,190 %410,907 %2,132 %3,210 %2,451 %4,922 %6,151 %420,942 %2,158 %3,220 %2,474 %4,913 %6,115 %430,977 %2,184 %3,230 %2,495 %4,905 %6,079 %441,011 %2,210 %3,239 %2,517 %4,897 %6,045 %451,043 %2,235 %3,248 %2,537 %4,890 %6,012 %461,074 %2,260 %3,256 %2,558 %4,882 %5,980 %471,104 %2,284 %3,264 %2,577 %4,875 %5,950 %481,134 %2,308 %3,271 %2,596 %4,868 %5,921 %491,162 %2,331 %3,279 %2,615 %4,861 %5,892 %501,189 %2,354 %3,285 %2,632 %4,854 %5,865 %511,215 %2,376 %3,292 %2,650 %4,848 %5,839 %521,241 %2,397 %3,298 %2,667 %4,842 %5,814 %531,265 %2,418 %3,304 %2,683 %4,836 %5,789 %541,289 %2,438 %3,310 %2,699 %4,830 %5,766 %551,312 %2,458 %3,316 %2,714 %4,824 %5,743 %561,335 %2,477 %3,321 %2,729 %4,819 %5,721 %571,356 %2,496 %3,326 %2,744 %4,813 %5,700 %581,377 %2,514 %3,331 %2,758 %4,808 %5,679 %591,397 %2,532 %3,336 %2,771 %4,803 %5,659 %601,417 %2,549 %3,340 %2,785 %4,798 %5,640 %611,436 %2,565 %3,345 %2,797 %4,794 %5,621 %621,454 %2,581 %3,349 %2,810 %4,789 %5,603 %631,472 %2,597 %3,353 %2,822 %4,785 %5,586 %641,490 %2,612 %3,357 %2,834 %4,780 %5,569 %651,506 %2,627 %3,361 %2,845 %4,776 %5,552 %661,523 %2,641 %3,365 %2,856 %4,772 %5,537 %671,539 %2,655 %3,368 %2,867 %4,768 %5,521 %681,554 %2,669 %3,372 %2,878 %4,764 %5,506 %

691,569 %2,682 %3,375 %2,888 %4,760 %5,491 %701,584 %2,695 %3,378 %2,898 %4,757 %5,477 %711,598 %2,708 %3,382 %2,908 %4,753 %5,463 %721,611 %2,720 %3,385 %2,917 %4,750 %5,450 %731,625 %2,732 %3,388 %2,926 %4,746 %5,437 %741,638 %2,744 %3,391 %2,935 %4,743 %5,424 %751,651 %2,755 %3,393 %2,944 %4,740 %5,412 %761,663 %2,766 %3,396 %2,953 %4,737 %5,400 %771,675 %2,777 %3,399 %2,961 %4,734 %5,388 %781,687 %2,787 %3,402 %2,969 %4,731 %5,377 %791,698 %2,797 %3,404 %2,977 %4,728 %5,366 %801,710 %2,807 %3,407 %2,985 %4,725 %5,355 %811,721 %2,817 %3,409 %2,992 %4,722 %5,344 %821,731 %2,826 %3,411 %3,000 %4,719 %5,334 %831,742 %2,836 %3,414 %3,007 %4,717 %5,324 %841,752 %2,845 %3,416 %3,014 %4,714 %5,314 %851,762 %2,854 %3,418 %3,021 %4,712 %5,304 %861,771 %2,862 %3,420 %3,027 %4,709 %5,295 %871,781 %2,871 %3,422 %3,034 %4,707 %5,286 %881,790 %2,879 %3,424 %3,040 %4,704 %5,277 %891,799 %2,887 %3,426 %3,047 %4,702 %5,268 %901,808 %2,895 %3,428 %3,053 %4,700 %5,260 %911,817 %2,902 %3,430 %3,059 %4,698 %5,251 %921,825 %2,910 %3,432 %3,065 %4,696 %5,243 %931,834 %2,917 %3,434 %3,070 %4,693 %5,235 %941,842 %2,925 %3,436 %3,076 %4,691 %5,227 %951,850 %2,932 %3,437 %3,081 %4,689 %5,219 %961,857 %2,939 %3,439 %3,087 %4,687 %5,212 %971,865 %2,945 %3,441 %3,092 %4,685 %5,205 %981,872 %2,952 %3,442 %3,097 %4,684 %5,197 %991,880 %2,959 %3,444 %3,102 %4,682 %5,190 %1001,887 %2,965 %3,446 %3,107 %4,680 %5,183 %1011,894 %2,971 %3,447 %3,112 %4,678 %5,177 %1021,901 %2,977 %3,449 %3,117 %4,676 %5,170 %1031,908 %2,983 %3,450 %3,122 %4,675 %5,163 %1041,914 %2,989 %3,451 %3,126 %4,673 %5,157 %1051,921 %2,995 %3,453 %3,131 %4,671 %5,151 %1061,927 %3,001 %3,454 %3,135 %4,670 %5,145 % 1071,933 %3,006 %3,456 %3,139 %4,668 %5,138 %1081,940 %3,012 %3,457 %3,144 %4,667 %5,133 %1091,946 %3,017 %3,458 %3,148 %4,665 %5,127 %1101,952 %3,023 %3,460 %3,152 %4,664 %5,121 %1111,957 %3,028 %3,461 %3,156 %4,662 %5,115 %1121,963 %3,033 %3,462 %3,160 %4,661 %5,110 %1131,969 %3,038 %3,463 %3,164 %4,659 %5,104 %1141,974 %3,043 %3,465 %3,168 %4,658 %5,099 %1151,980 %3,048 %3,466 %3,171 %4,656 %5,094 %1161,985 %3,052 %3,467 %3,175 %4,655 %5,089 %1171,990 %3,057 %3,468 %3,179 %4,654 %5,084 %1181,995 %3,062 %3,469 %3,182 %4,652 %5,079 %1192,000 %3,066 %3,470 %3,186 %4,651 %5,074 %1202,005 %3,071 %3,471 %3,189 %4,650 %5,069 %1212,010 %3,075 %3,472 %3,193 %4,649 %5,064 %1222,015 %3,079 %3,473 %3,196 %4,647 %5,060 %1232,020 %3,083 %3,474 %3,199 %4,646 %5,055 %1242,025 %3,088 %3,475 %3,202 %4,645 %5,051 %1252,029 %3,092 %3,476 %3,206 %4,644 %5,046 %1262,034 %3,096 %3,477 %3,209 %4,643 %5,042 %1272,038 %3,100 %3,478 %3,212 %4,642 %5,038 %1282,042 %3,104 %3,479 %3,215 %4,641 %5,033 %1292,047 %3,107 %3,480 %3,218 %4,639 %5,029 %1302,051 %3,111 %3,481 %3,221 %4,638 %5,025 %1312,055 %3,115 %3,482 %3,224 %4,637 %5,021 %1322,059 %3,119 %3,483 %3,226 %4,636 %5,017 %1332,063 %3,122 %3,484 %3,229 %4,635 %5,013 %1342,067 %3,126 %3,485 %3,232 %4,634 %5,010 %1352,071 %3,129 %3,486 %3,235 %4,633 %5,006 %1362,075 %3,133 %3,486 %3,237 %4,632 %5,002 %1372,079 %3,136 %3,487 %3,240 %4,631 %4,998 %1382,083 %3,139 %3,488 %3,243 %4,630 %4,995 %1392,087 %3,143 %3,489 %3,245 %4,629 %4,991 %1402,090 %3,146 %3,490 %3,248 %4,628 %4,988 %1412,094 %3,149 %3,490 %3,250 %4,628 %4,984 %1422,097 %3,152 %3,491 %3,253 %4,627 %4,981 %1432,101 %3,156 %3,492 %3,255 %4,626 %4,977 %1442,104 %3,159 %3,493 %3,258 %4,625 %4,974 %

1452,108 %3,162 %3,493 %3,260 %4,624 %4,971 %1462,111 %3,165 %3,494 %3,262 %4,623 %4,968 %1472,114 %3,168 %3,495 %3,264 %4,622 %4,964 %1482,118 %3,171 %3,496 %3,267 %4,622 %4,961 %1492,121 %3,173 %3,496 %3,269 %4,621 %4,958 %1502,124 %3,176 %3,497 %3,271 %4,620 %4,955 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand10,090 %3,762 %5,336 %–0,002 %0,406 %3,815 %20,200 %4,417 %5,904 %0,050 %0,692 %4,280 %30,402 %4,922 %6,145 %0,097 %0,920 %4,985 %40,599 %5,345 %6,330 %0,140 %1,117 %5,482 %50,768 %5,673 %6,474 %0,178 %1,276 %5,879 %60,906 %5,914 %6,588 %0,213 %1,422 %6,265 %71,021 %6,094 %6,689 %0,244 %1,545 %6,637 %81,115 %6,221 %6,785 %0,271 %1,653 %6,988 %91,193 %6,325 %6,883 %0,296 %1,746 %7,314 %101,256 %6,418 %6,986 %0,319 %1,821 %7,613 %111,307 %6,485 %7,097 %0,366 %1,892 %7,885 %121,351 %6,529 %7,210 %0,434 %1,961 %8,126 %131,393 %6,556 %7,320 %0,514 %2,027 %8,333 %141,436 %6,570 %7,423 %0,600 %2,090 %8,503 %151,482 %6,575 %7,517 %0,689 %2,150 %8,631 %161,532 %6,573 %7,599 %0,779 %2,207 %8,716 %171,584 %6,566 %7,668 %0,868 %2,261 %8,765 %181,638 %6,554 %7,722 %0,956 %2,312 %8,785 %191,692 %6,540 %7,758 %1,040 %2,359 %8,783 %201,746 %6,523 %7,775 %1,122 %2,404 %8,763 %211,799 %6,504 %7,773 %1,201 %2,446 %8,729 %221,850 %6,485 %7,755 %1,277 %2,485 %8,685 %231,901 %6,465 %7,724 %1,350 %2,522 %8,633 %241,949 %6,444 %7,683 %1,419 %2,557 %8,576 %251,996 %6,424 %7,634 %1,485 %2,590 %8,514 %262,041 %6,403 %7,580 %1,549 %2,621 %8,450 %272,085 %6,382 %7,523 %1,609 %2,650 %8,384 %282,127 %6,362 %7,462 %1,667 %2,678 %8,318 %292,167 %6,342 %7,401 %1,722 %2,704 %8,252 %302,205 %6,322 %7,338 %1,774 %2,729 %8,186 % 312,242 %6,303 %7,276 %1,824 %2,753 %8,121 %322,277 %6,285 %7,214 %1,872 %2,776 %8,058 %332,311 %6,266 %7,153 %1,918 %2,797 %7,995 %342,344 %6,249 %7,093 %1,961 %2,818 %7,935 %352,375 %6,232 %7,034 %2,003 %2,838 %7,876 %362,405 %6,215 %6,977 %2,043 %2,856 %7,819 %372,434 %6,199 %6,922 %2,081 %2,874 %7,764 %382,461 %6,184 %6,868 %2,118 %2,891 %7,711 %392,488 %6,169 %6,816 %2,153 %2,908 %7,660 %402,513 %6,154 %6,766 %2,186 %2,924 %7,610 %412,537 %6,140 %6,717 %2,219 %2,939 %7,563 %422,561 %6,127 %6,670 %2,249 %2,953 %7,517 %432,583 %6,114 %6,625 %2,279 %2,967 %7,472 %442,605 %6,101 %6,581 %2,307 %2,981 %7,430 %452,626 %6,089 %6,539 %2,335 %2,993 %7,389 %462,646 %6,077 %6,499 %2,361 %3,006 %7,349 %472,665 %6,066 %6,460 %2,386 %3,018 %7,311 %482,684 %6,055 %6,422 %2,411 %3,029 %7,274 %492,702 %6,044 %6,386 %2,434 %3,040 %7,239 %502,719 %6,034 %6,351 %2,457 %3,051 %7,205 %512,736 %6,024 %6,317 %2,478 %3,061 %7,172 %522,752 %6,014 %6,284 %2,499 %3,071 %7,140 %532,767 %6,005 %6,253 %2,519 %3,081 %7,110 %542,782 %5,996 %6,223 %2,539 %3,090 %7,080 %552,797 %5,987 %6,193 %2,558 %3,099 %7,052 %562,811 %5,979 %6,165 %2,576 %3,108 %7,024 %572,824 %5,971 %6,138 %2,594 %3,116 %6,997 %582,837 %5,963 %6,111 %2,611 %3,124 %6,972 %592,850 %5,955 %6,086 %2,627 %3,132 %6,947 %602,862 %5,948 %6,061 %2,643 %3,139 %6,923 %612,874 %5,941 %6,037 %2,659 %3,147 %6,899 %622,886 %5,934 %6,014 %2,674 %3,154 %6,877 %632,897 %5,927 %5,991 %2,688 %3,161 %6,855 %642,908 %5,920 %5,970 %2,702 %3,168 %6,834 %652,918 %5,914 %5,948 %2,716 %3,174 %6,813 %662,928 %5,908 %5,928 %2,729 %3,181 %6,793 %672,938 %5,902 %5,908 %2,742 %3,187 %6,774 %682,948 %5,896 %5,889 %2,754 %3,193 %6,755 %

692,957 %5,890 %5,870 %2,767 %3,198 %6,737 %702,966 %5,885 %5,852 %2,778 %3,204 %6,719 %712,975 %5,879 %5,834 %2,790 %3,210 %6,702 %722,984 %5,874 %5,817 %2,801 %3,215 %6,685 %732,992 %5,869 %5,800 %2,812 %3,220 %6,669 %743,000 %5,864 %5,784 %2,822 %3,225 %6,653 %753,008 %5,859 %5,768 %2,833 %3,230 %6,637 %763,016 %5,854 %5,753 %2,843 %3,235 %6,622 %773,024 %5,850 %5,738 %2,853 %3,240 %6,608 %783,031 %5,845 %5,723 %2,862 %3,244 %6,594 %793,038 %5,841 %5,709 %2,871 %3,249 %6,580 %803,045 %5,837 %5,695 %2,880 %3,253 %6,566 %813,052 %5,833 %5,681 %2,889 %3,257 %6,553 %823,059 %5,829 %5,668 %2,898 %3,262 %6,540 %833,065 %5,825 %5,655 %2,906 %3,266 %6,527 %843,071 %5,821 %5,642 %2,915 %3,270 %6,515 %853,078 %5,817 %5,630 %2,923 %3,273 %6,503 %863,084 %5,813 %5,618 %2,930 %3,277 %6,491 %873,090 %5,810 %5,606 %2,938 %3,281 %6,480 %883,095 %5,806 %5,595 %2,946 %3,285 %6,469 %893,101 %5,803 %5,584 %2,953 %3,288 %6,458 %903,106 %5,799 %5,573 %2,960 %3,292 %6,447 %913,112 %5,796 %5,562 %2,967 %3,295 %6,437 %923,117 %5,793 %5,551 %2,974 %3,298 %6,426 %933,122 %5,790 %5,541 %2,981 %3,301 %6,416 %943,127 %5,787 %5,531 %2,987 %3,305 %6,407 %953,132 %5,784 %5,521 %2,994 %3,308 %6,397 %963,137 %5,781 %5,511 %3,000 %3,311 %6,388 %973,142 %5,778 %5,502 %3,006 %3,314 %6,379 %983,147 %5,775 %5,493 %3,012 %3,317 %6,370 %993,151 %5,772 %5,484 %3,018 %3,319 %6,361 %1003,156 %5,769 %5,475 %3,024 %3,322 %6,352 %1013,160 %5,767 %5,466 %3,030 %3,325 %6,344 %1023,164 %5,764 %5,458 %3,035 %3,328 %6,335 %1033,169 %5,762 %5,449 %3,041 %3,330 %6,327 %1043,173 %5,759 %5,441 %3,046 %3,333 %6,319 %1053,177 %5,757 %5,433 %3,051 %3,335 %6,311 %1063,181 %5,754 %5,425 %3,056 %3,338 %6,304 % 1073,185 %5,752 %5,417 %3,061 %3,340 %6,296 %1083,189 %5,749 %5,410 %3,066 %3,343 %6,289 %1093,192 %5,747 %5,402 %3,071 %3,345 %6,281 %1103,196 %5,745 %5,395 %3,076 %3,347 %6,274 %1113,200 %5,743 %5,388 %3,081 %3,350 %6,267 %1123,203 %5,740 %5,381 %3,085 %3,352 %6,260 %1133,207 %5,738 %5,374 %3,090 %3,354 %6,254 %1143,210 %5,736 %5,367 %3,094 %3,356 %6,247 %1153,214 %5,734 %5,360 %3,099 %3,358 %6,241 %1163,217 %5,732 %5,354 %3,103 %3,361 %6,234 %1173,220 %5,730 %5,347 %3,107 %3,363 %6,228 %1183,223 %5,728 %5,341 %3,112 %3,365 %6,222 %1193,226 %5,726 %5,335 %3,116 %3,367 %6,216 %1203,230 %5,724 %5,329 %3,120 %3,368 %6,210 %1213,233 %5,723 %5,323 %3,124 %3,370 %6,204 %1223,236 %5,721 %5,317 %3,128 %3,372 %6,198 %1233,239 %5,719 %5,311 %3,131 %3,374 %6,192 %1243,242 %5,717 %5,305 %3,135 %3,376 %6,187 %1253,244 %5,715 %5,299 %3,139 %3,378 %6,181 %1263,247 %5,714 %5,294 %3,142 %3,379 %6,176 %1273,250 %5,712 %5,288 %3,146 %3,381 %6,170 %1283,253 %5,710 %5,283 %3,150 %3,383 %6,165 %1293,255 %5,709 %5,278 %3,153 %3,385 %6,160 %1303,258 %5,707 %5,272 %3,157 %3,386 %6,155 %1313,261 %5,706 %5,267 %3,160 %3,388 %6,150 %1323,263 %5,704 %5,262 %3,163 %3,389 %6,145 %1333,266 %5,702 %5,257 %3,167 %3,391 %6,140 %1343,268 %5,701 %5,252 %3,170 %3,393 %6,135 %1353,271 %5,699 %5,247 %3,173 %3,394 %6,130 %1363,273 %5,698 %5,243 %3,176 %3,396 %6,126 %1373,275 %5,697 %5,238 %3,179 %3,397 %6,121 %1383,278 %5,695 %5,233 %3,182 %3,399 %6,117 %1393,280 %5,694 %5,229 %3,185 %3,400 %6,112 %1403,282 %5,692 %5,224 %3,188 %3,402 %6,108 %1413,285 %5,691 %5,220 %3,191 %3,403 %6,104 %1423,287 %5,690 %5,215 %3,194 %3,404 %6,099 %1433,289 %5,688 %5,211 %3,197 %3,406 %6,095 %1443,291 %5,687 %5,207 %3,200 %3,407 %6,091 %

1453,293 %5,686 %5,203 %3,202 %3,408 %6,087 %1463,295 %5,684 %5,198 %3,205 %3,410 %6,083 %1473,298 %5,683 %5,194 %3,208 %3,411 %6,079 %1483,300 %5,682 %5,190 %3,210 %3,412 %6,075 %1493,302 %5,681 %5,186 %3,213 %3,413 %6,071 %1503,304 %5,680 %5,182 %3,216 %3,415 %6,067 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won16,222 %2,229 %1,579 %5,931 %0,200 %0,896 %27,045 %2,352 %1,818 %6,369 %0,401 %1,177 %37,477 %2,464 %2,092 %6,562 %0,667 %1,343 %47,843 %2,561 %2,330 %6,667 %0,847 %1,453 %58,139 %2,646 %2,534 %6,716 %0,984 %1,515 %68,395 %2,720 %2,718 %6,751 %1,111 %1,553 %78,620 %2,786 %2,895 %6,780 %1,223 %1,584 %88,816 %2,848 %3,062 %6,805 %1,315 %1,614 %98,993 %2,907 %3,228 %6,832 %1,386 %1,637 %109,167 %2,964 %3,391 %6,864 %1,434 %1,649 %119,285 %3,018 %3,550 %6,896 %1,461 %1,649 %129,348 %3,071 %3,700 %6,922 %1,476 %1,643 %139,370 %3,122 %3,838 %6,942 %1,484 %1,635 %149,362 %3,170 %3,963 %6,953 %1,489 %1,628 %159,330 %3,217 %4,076 %6,952 %1,496 %1,625 %169,282 %3,261 %4,178 %6,939 %1,505 %1,625 %179,221 %3,302 %4,267 %6,917 %1,518 %1,631 %189,150 %3,342 %4,344 %6,887 %1,535 %1,643 %199,074 %3,380 %4,408 %6,851 %1,558 %1,661 %208,993 %3,416 %4,458 %6,812 %1,586 %1,684 %218,909 %3,450 %4,495 %6,770 %1,620 %1,714 %228,824 %3,483 %4,521 %6,727 %1,658 %1,748 %238,739 %3,514 %4,537 %6,682 %1,699 %1,786 %248,654 %3,543 %4,545 %6,638 %1,741 %1,825 %258,570 %3,572 %4,548 %6,593 %1,784 %1,865 %268,488 %3,598 %4,546 %6,549 %1,828 %1,905 %278,408 %3,624 %4,541 %6,505 %1,871 %1,945 %288,330 %3,648 %4,532 %6,462 %1,913 %1,985 %298,254 %3,672 %4,521 %6,420 %1,955 %2,025 %308,181 %3,694 %4,509 %6,380 %1,996 %2,063 % 318,110 %3,715 %4,495 %6,340 %2,035 %2,101 %328,042 %3,735 %4,480 %6,302 %2,074 %2,138 %337,976 %3,755 %4,465 %6,265 %2,111 %2,173 %347,913 %3,773 %4,449 %6,229 %2,147 %2,207 %357,852 %3,791 %4,433 %6,194 %2,182 %2,241 %367,794 %3,808 %4,417 %6,161 %2,216 %2,273 %377,738 %3,825 %4,400 %6,129 %2,248 %2,304 %387,684 %3,840 %4,384 %6,098 %2,280 %2,334 %397,632 %3,855 %4,369 %6,068 %2,310 %2,362 %407,582 %3,870 %4,353 %6,039 %2,339 %2,390 %417,534 %3,884 %4,338 %6,012 %2,367 %2,417 %427,488 %3,897 %4,323 %5,985 %2,394 %2,443 %437,444 %3,910 %4,309 %5,959 %2,420 %2,467 %447,402 %3,922 %4,295 %5,935 %2,445 %2,491 %457,361 %3,934 %4,281 %5,911 %2,469 %2,514 %467,322 %3,945 %4,268 %5,888 %2,492 %2,537 %477,284 %3,957 %4,255 %5,866 %2,514 %2,558 %487,248 %3,967 %4,242 %5,844 %2,536 %2,579 %497,213 %3,977 %4,230 %5,824 %2,557 %2,599 %507,179 %3,987 %4,218 %5,804 %2,577 %2,618 %517,147 %3,997 %4,207 %5,785 %2,596 %2,636 %527,115 %4,006 %4,196 %5,766 %2,615 %2,654 %537,085 %4,015 %4,185 %5,749 %2,633 %2,671 %547,056 %4,024 %4,174 %5,731 %2,650 %2,688 %557,028 %4,032 %4,164 %5,715 %2,667 %2,704 %567,001 %4,040 %4,155 %5,699 %2,683 %2,720 %576,975 %4,048 %4,145 %5,683 %2,699 %2,735 %586,949 %4,055 %4,136 %5,668 %2,714 %2,750 %596,925 %4,063 %4,127 %5,653 %2,729 %2,764 %606,901 %4,070 %4,118 %5,639 %2,743 %2,778 %616,878 %4,077 %4,110 %5,626 %2,757 %2,791 %626,856 %4,083 %4,102 %5,613 %2,770 %2,804 %636,834 %4,090 %4,094 %5,600 %2,783 %2,816 %646,813 %4,096 %4,086 %5,587 %2,796 %2,828 %656,793 %4,102 %4,079 %5,575 %2,808 %2,840 %666,774 %4,108 %4,072 %5,563 %2,820 %2,851 %676,755 %4,114 %4,065 %5,552 %2,832 %2,862 %686,736 %4,119 %4,058 %5,541 %2,843 %2,873 %

696,718 %4,125 %4,051 %5,530 %2,854 %2,884 %706,701 %4,130 %4,045 %5,520 %2,864 %2,894 %716,684 %4,135 %4,039 %5,510 %2,875 %2,904 %726,667 %4,140 %4,033 %5,500 %2,885 %2,913 %736,651 %4,145 %4,027 %5,490 %2,894 %2,923 %746,635 %4,150 %4,021 %5,481 %2,904 %2,932 %756,620 %4,155 %4,015 %5,472 %2,913 %2,941 %766,605 %4,159 %4,010 %5,463 %2,922 %2,949 %776,591 %4,163 %4,005 %5,454 %2,931 %2,958 %786,577 %4,168 %3,999 %5,446 %2,939 %2,966 %796,563 %4,172 %3,994 %5,438 %2,948 %2,974 %806,550 %4,176 %3,989 %5,430 %2,956 %2,982 %816,537 %4,180 %3,985 %5,422 %2,964 %2,989 %826,524 %4,184 %3,980 %5,415 %2,971 %2,997 %836,512 %4,188 %3,975 %5,407 %2,979 %3,004 %846,500 %4,191 %3,971 %5,400 %2,986 %3,011 %856,488 %4,195 %3,967 %5,393 %2,994 %3,018 %866,476 %4,198 %3,962 %5,386 %3,001 %3,025 %876,465 %4,202 %3,958 %5,379 %3,007 %3,031 %886,454 %4,205 %3,954 %5,373 %3,014 %3,038 %896,443 %4,209 %3,950 %5,366 %3,021 %3,044 %906,433 %4,212 %3,946 %5,360 %3,027 %3,050 %916,423 %4,215 %3,942 %5,354 %3,033 %3,056 %926,412 %4,218 %3,939 %5,348 %3,039 %3,062 %936,403 %4,221 %3,935 %5,342 %3,046 %3,068 %946,393 %4,224 %3,931 %5,336 %3,051 %3,073 %956,384 %4,227 %3,928 %5,330 %3,057 %3,079 %966,374 %4,230 %3,925 %5,325 %3,063 %3,084 %976,365 %4,233 %3,921 %5,319 %3,068 %3,090 %986,356 %4,235 %3,918 %5,314 %3,074 %3,095 %996,348 %4,238 %3,915 %5,309 %3,079 %3,100 %1006,339 %4,241 %3,912 %5,304 %3,084 %3,105 %1016,331 %4,243 %3,908 %5,299 %3,089 %3,110 %1026,323 %4,246 %3,905 %5,294 %3,094 %3,115 %1036,315 %4,248 %3,902 %5,289 %3,099 %3,119 %1046,307 %4,250 %3,900 %5,284 %3,104 %3,124 %1056,299 %4,253 %3,897 %5,280 %3,109 %3,128 %1066,292 %4,255 %3,894 %5,275 %3,113 %3,133 % 1076,284 %4,257 %3,891 %5,271 %3,118 %3,137 %1086,277 %4,260 %3,888 %5,266 %3,122 %3,141 %1096,270 %4,262 %3,886 %5,262 %3,127 %3,146 %1106,263 %4,264 %3,883 %5,258 %3,131 %3,150 %1116,256 %4,266 %3,881 %5,254 %3,135 %3,154 %1126,249 %4,268 %3,878 %5,250 %3,139 %3,158 %1136,242 %4,270 %3,876 %5,246 %3,143 %3,162 %1146,236 %4,272 %3,873 %5,242 %3,147 %3,166 %1156,229 %4,274 %3,871 %5,238 %3,151 %3,169 %1166,223 %4,276 %3,868 %5,234 %3,155 %3,173 %1176,217 %4,278 %3,866 %5,230 %3,159 %3,177 %1186,211 %4,280 %3,864 %5,227 %3,163 %3,180 %1196,205 %4,282 %3,862 %5,223 %3,166 %3,184 %1206,199 %4,284 %3,860 %5,220 %3,170 %3,187 %1216,193 %4,285 %3,857 %5,216 %3,174 %3,191 %1226,187 %4,287 %3,855 %5,213 %3,177 %3,194 %1236,182 %4,289 %3,853 %5,209 %3,180 %3,197 %1246,176 %4,291 %3,851 %5,206 %3,184 %3,201 %1256,171 %4,292 %3,849 %5,203 %3,187 %3,204 %1266,165 %4,294 %3,847 %5,200 %3,190 %3,207 %1276,160 %4,296 %3,845 %5,196 %3,194 %3,210 %1286,155 %4,297 %3,843 %5,193 %3,197 %3,213 %1296,150 %4,299 %3,841 %5,190 %3,200 %3,216 %1306,145 %4,300 %3,840 %5,187 %3,203 %3,219 %1316,140 %4,302 %3,838 %5,184 %3,206 %3,222 %1326,135 %4,303 %3,836 %5,181 %3,209 %3,225 %1336,130 %4,305 %3,834 %5,179 %3,212 %3,227 %1346,126 %4,306 %3,832 %5,176 %3,215 %3,230 %1356,121 %4,308 %3,831 %5,173 %3,218 %3,233 %1366,116 %4,309 %3,829 %5,170 %3,220 %3,236 %1376,112 %4,311 %3,827 %5,167 %3,223 %3,238 %1386,107 %4,312 %3,826 %5,165 %3,226 %3,241 %1396,103 %4,313 %3,824 %5,162 %3,229 %3,244 %1406,099 %4,315 %3,822 %5,160 %3,231 %3,246 %1416,094 %4,316 %3,821 %5,157 %3,234 %3,249 %1426,090 %4,317 %3,819 %5,154 %3,236 %3,251 %1436,086 %4,318 %3,818 %5,152 %3,239 %3,254 %1446,082 %4,320 %3,816 %5,150 %3,242 %3,256 %

1456,078 %4,321 %3,815 %5,147 %3,244 %3,258 %1466,074 %4,322 %3,813 %5,145 %3,246 %3,261 %1476,070 %4,323 %3,812 %5,142 %3,249 %3,263 %1486,066 %4,325 %3,810 %5,140 %3,251 %3,265 %1496,062 %4,326 %3,809 %5,138 %3,254 %3,267 %1506,059 %4,327 %3,808 %5,136 %3,256 %3,270 %Term to maturity (in years)Turkish liraUS dollarYen117,835 %0,083 %–0,156 %218,093 %0,227 %–0,132 %318,166 %0,474 %–0,126 %418,102 %0,694 %–0,122 %517,923 %0,874 %–0,114 %617,688 %1,017 %–0,101 %717,408 %1,134 %–0,084 %817,091 %1,229 %–0,064 %916,772 %1,305 %–0,043 %1016,456 %1,371 %–0,018 %1116,143 %1,429 %0,007 %1215,832 %1,479 %0,033 %1315,524 %1,520 %0,061 %1415,219 %1,555 %0,090 %1514,919 %1,586 %0,117 %1614,624 %1,614 %0,143 %1714,335 %1,638 %0,168 %1814,053 %1,658 %0,193 %1913,779 %1,674 %0,217 %2013,513 %1,685 %0,242 %2113,255 %1,693 %0,266 %2213,007 %1,697 %0,289 %2312,767 %1,701 %0,310 %2412,537 %1,706 %0,328 %2512,316 %1,711 %0,341 %2612,105 %1,718 %0,350 %2711,902 %1,724 %0,358 %2811,708 %1,727 %0,369 %2911,523 %1,724 %0,386 %3011,347 %1,715 %0,411 % 3111,178 %1,699 %0,444 %3211,017 %1,678 %0,483 %3310,863 %1,654 %0,528 %3410,716 %1,628 %0,576 %3510,576 %1,603 %0,626 %3610,442 %1,579 %0,677 %3710,315 %1,557 %0,729 %3810,193 %1,537 %0,782 %3910,076 %1,520 %0,834 %409,965 %1,505 %0,885 %419,858 %1,493 %0,936 %429,756 %1,483 %0,986 %439,658 %1,477 %1,035 %449,565 %1,474 %1,083 %459,475 %1,473 %1,130 %469,389 %1,475 %1,175 %479,306 %1,481 %1,219 %489,227 %1,488 %1,262 %499,151 %1,499 %1,304 %509,078 %1,513 %1,345 %519,007 %1,529 %1,384 %528,939 %1,548 %1,422 %538,874 %1,568 %1,459 %548,811 %1,590 %1,495 %558,750 %1,612 %1,529 %568,692 %1,636 %1,563 %578,635 %1,660 %1,596 %588,581 %1,684 %1,627 %598,528 %1,709 %1,658 %608,477 %1,734 %1,688 %618,428 %1,758 %1,717 %628,380 %1,783 %1,745 %638,334 %1,807 %1,772 %648,289 %1,831 %1,798 %658,246 %1,854 %1,824 %668,204 %1,878 %1,849 %678,163 %1,901 %1,873 %688,123 %1,923 %1,896 % 698,085 %1,945 %1,919 %708,048 %1,967 %1,942 %718,011 %1,989 %1,963 %727,976 %2,009 %1,984 %737,942 %2,030 %2,005 %747,908 %2,050 %2,025 %757,876 %2,070 %2,044 %767,844 %2,089 %2,063 %777,814 %2,108 %2,082 %787,784 %2,126 %2,100 %797,754 %2,144 %2,117 %807,726 %2,162 %2,134 %817,698 %2,179 %2,151 %827,671 %2,196 %2,167 %837,645 %2,212 %2,183 %847,619 %2,228 %2,199 %857,594 %2,244 %2,214 %867,569 %2,260 %2,229 %877,545 %2,275 %2,243 %887,522 %2,290 %2,258 %897,499 %2,304 %2,271 %907,476 %2,318 %2,285 %917,454 %2,332 %2,298 %927,433 %2,346 %2,311 %937,412 %2,359 %2,324 %947,391 %2,372 %2,336 %957,371 %2,385 %2,349 %967,352 %2,398 %2,361 %977,332 %2,410 %2,372 %987,314 %2,422 %2,384 %997,295 %2,434 %2,395 %1007,277 %2,445 %2,406 %1017,259 %2,457 %2,417 %1027,242 %2,468 %2,427 %1037,225 %2,479 %2,438 %1047,208 %2,489 %2,448 %1057,192 %2,500 %2,458 %1067,176 %2,510 %2,467 % 1077,160 %2,520 %2,477 %1087,144 %2,530 %2,487 %1097,129 %2,540 %2,496 %1107,114 %2,549 %2,505 %1117,100 %2,559 %2,514 %1127,085 %2,568 %2,523 %1137,071 %2,577 %2,531 %1147,057 %2,586 %2,540 %1157,044 %2,595 %2,548 %1167,030 %2,604 %2,556 %1177,017 %2,612 %2,564 %1187,004 %2,620 %2,572 %1196,991 %2,629 %2,580 %1206,979 %2,637 %2,587 %1216,967 %2,645 %2,595 %1226,954 %2,652 %2,602 %1236,942 %2,660 %2,610 %1246,931 %2,668 %2,617 %1256,919 %2,675 %2,624 %1266,908 %2,682 %2,631 %1276,897 %2,689 %2,637 %1286,886 %2,697 %2,644 %1296,875 %2,703 %2,651 %1306,864 %2,710 %2,657 %1316,854 %2,717 %2,664 %1326,844 %2,724 %2,670 %1336,833 %2,730 %2,676 %1346,823 %2,737 %2,682 %1356,813 %2,743 %2,688 %1366,804 %2,749 %2,694 %1376,794 %2,756 %2,700 %1386,785 %2,762 %2,706 %1396,775 %2,768 %2,712 %1406,766 %2,774 %2,717 %1416,757 %2,779 %2,723 %1426,748 %2,785 %2,728 %1436,740 %2,791 %2,734 %1446,731 %2,797 %2,739 %

1456,722 %2,802 %2,744 %1466,714 %2,807 %2,749 %1476,706 %2,813 %2,754 %1486,697 %2,818 %2,759 %1496,689 %2,823 %2,764 %1506,681 %2,829 %2,769 %

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 RepublicCyprusDenmark10030502412003850390301435145040245524605035054490614525651072555585208265751152093759512490103860513490Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003754152000023342131000207424420001814255300016642664000163427750001614288601016522997020167129108030169430 Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1645015042141011021043191314024044211516025045241718026046251820027047272021028048282123129049302224229041031232523004Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom124912175002391615201100345181725140044619182916005492120321800651222135200075223223721008522524382300949262439240010492424392500Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012018300001201840000120175000012016600001201570000120148000012015900001201510000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1012010009201801000932280100010433501000105337010001063400100010744201000108840010001095370100010105400101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan10007914200091204300010120440001014045010101504605011150470701316048011015160490170151604100170171604Duration (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 6172044115228534120527204411522853496938224510922453079049244711122352965451027521142235295506112956119223529529713315812122352952981332571202235295299133357120223529529101334581202235295291114355812022352952912143658120223529529131537581202235295291415375812022352952915153758120223529529161537581202235295291715375812022352952918153758120223529529191537581202235295292015375812022352952921153758120223529529221737581202235295292317375812022352952924183758120223529529251837581202235295292619375812022352952927193758120223529529282137581202235295292921375812022352952930223758120223529529 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 61142751123235542123521629531252375449993183255119234540816419345712123353967652036621242325395686203865128232538538721396612923153753782039651282305375379204064127230536536102040641262295365361120416412622953553512204163125228535535131941631252285345341419416212422753453415194162124227533533161840611232265335331718406112322653353318184061123226532532191840611232265335332018406212322653353321194162124227533533221941621242275335332319416212422753453424194162124227534534251941621242275345342619416212422753453427214162124227534534282141621242275335332922416212422753353330224162124227533533

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 6162043115227534120526204311522753496937224510922453079049244711122352965451027521142235295506112956119223529529712315712122352952981232571202235295299133357120223529529101334581202235295291114355812022352952912143658120223529529131436581202235295291415375812022352952915153758120223529529161537581202235295291715375812022352952918153758120223529529191537581202235295292015375812022352952921153758120223529529221737581202235295292317375812022352952924183758120223529529251837581202235295292619375812022352952927193758120223529529282137581202235295292921375812022352952930223758120223529529 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 6178911151862996051234274881111832956029963789311517929560181447893116180292598675577941191812905965966769412118428859459477695121185286593593875941201832855925929749411918128459159110719211617828158758711699111417527858558512699011217427758458413689011217427758358314689011117327658358315689011117327658258216678911017227558258217678911017227558158118668811017127458158119668810917127458058020658710817027358058021648610817027357957922648610716927257857823638510616827157757724628410516727057657625618310416626957557526608210316526857457427598110216426757357328588010116326657257229577910016226557157130567899161264570570 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 61102447119231538121421225491202335399773142951115231537797416315511823053666051834601212305375556193663126230537537719386512823053653681939641272295365369193964126229536536101940641252295355351119416412522853553512204164125228535535132042631252285355351420426312522853553515204263125228535535162042631252285345341720426312522853553518204263125228535535192042641262295355352021436412622953553521214365126229536536222143651272305365362322446512723053653624224465127230536536252244651272305365362622446512723053653627224465127230536536282144651272305365362922436512723053653630224365126229536536 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 6148618515626957512132526589160273579976357719415827357979646076991622745816595627910516627558258266481108171275582582764831091732755815818638310817127458058096283107169273579579106282106168271578578116182105167270576576126082104166269575575135981103164267574574145880101163266573573155779100162265572572165678991612645715711755779916126457057018557798160263569569195476981592625695692054769715926256856821537596158261568568225274961582615675672352749515726056656624517394156259565565255072931552585655652649719315425756456427487092154257563563284870911532565625622947699015225556156130466889151254561561

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 616194311422753312042619431142275339683721441082235297894824471102225296535926521132225285496102855118222528528712305712122252852881231571192225285289123257119222528528101233571192225285281113345711922252852812133557119222528528131436571192225285281414365711922252852815143657119222528528161436571192225285281714365711922252852818143657119222528528191436571192225285282015365711922252852821153657119222528528221736571192225285282317365711922252852824183657119222529529251836571192225295292619365711922252952927193657119222529529282136571192225295292921365711922252952930223657119222529529 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 61824541462455521217282454146245552981392654132242548801410295612324054666351230571122395455586143460106238544544716376199237543543817386092236542542920456387235541541101944618423454054011184360842335395391218436086232539539131843618623253853814184361862315375371518436186230536536161844618622953553517184461862285345341818446186227534534191844618622753453420184461862285345342118446186228534534221844618622753453423184461862275335332418446186226533533251844618622653253226194461862255325322719446186225531531282144618622453153129214461862245305303022446186223530530 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 618598122193306612125128396120191304610100938397120184299605825482981211842966036845819812318529460060068098125188292598598779981241882895965968779612218428759459497595120182285591591107495118180283590590117394117179282588588127294116177280587587137193114176279585585146991113175278584584156890111173276583583166789110172275582582176688109171274581581186587108170273580580196486108169272579579206385107169272578578216385106168271577577226284105167270576576236183104166269575575246082103165268574574255880102164267573573265779101162266572572275678100161264571571285577991602635705702954769815926256956930537597158261568568 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 6157709416527858412142566993164277583980356719415827357980245772951592715776655577399161269576576656741011642685745747567510116526657357385574991622655715719537398160263570570105373971592625695691152749715826156856812527496158261567567135274951572605665661451739515625956656615517394156259565565165072931552585645641749719315425756456418497192154257563563194870921532565635632048709115325656356321487091153256562562224769911532565625622347699015225556156124466890151254561561254668891512545605602645678815025356056027446688149252559559284466871492525585582943658614825155755730426486147250557557

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 61314568140252559122623245691402535599913324769133249555809433487113524755367153350761372465525646345178141245552552734537914324455155183353781412445505509335377140243549549103353771392425495491133547713924254854812325476138241547547133254751372405475471431537513623954654615315374136239545545163052731352385455451730527313523854454418295173134237544544192951721342375445442029517313423754454421295173134237544544222951731342375445442329517213423754454424295172134237543543252951721342375435432628507213323654354327285071133236543543282850711332365425422927497113323654254230274970132235542542 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 6103259620951512012152697210516966325279120651378842730932055126525493597205512548641238101205512512751440104205512512861440103205512512971540102205512512108164010220551251211818411032065135131291840102205511511131019411032065125121410194110320651251215121840101204511511161217391002035105101713173910020351051018141739101204510510191418391012045105102015184010120451151121152040102205511511221720401022055115112317214010220551151124182140101204511511251822391012045115112619233910120451151127192441101204511511282124421012045105102921254310120451051030222644101204510510 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 61465983154267573121624659831542675739803466184148263569800447628614926156766454764901512605665666476592155259566566748679315725856556584766921552575645649466691153256563563104667901522565625621146679015225556156112456789151254560560134567881502535605601445678815025355955915446687149252559559164365861482515585581743658614825155755718426485147250557557194264851472505565562041638514725055655621416385146249556556224163841462495555552340628414524855555524406283145248554554253961821442475545542638608214324655355327386081143246552552283759801422455515512936587914124455155130365879141244550550 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 61173154126239545122322135581302425499853254062126242548804429446713124354966653148741352445515616314875138242549549735548014424655255283453791422445515519355580142245552552103758811432465535531138608314424755455412396183145248554554134062841452485555551441638414624955555515416384146249555555164062841452485555551740628414524855555518406283145248554554193961831452485545542039618314524855455421396183144247554554223961821442475545542339618214424755355324386082144247553553253860811432465525522637598114324655255227375980142245551551283658801422455515512936587914124455055030355779140243550550

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 61173054125238544122521832551272395469883203557121237543807422376112423654266952340661272365425636244269132236542542726447113423654254282545701332365425429264670133236542542102647711332365425421127487113323654354312284971133236543543132850711332365435431428507113323654354315285072133236543543162850711332365435431728507113323654354318285071133236543543192850711332365425422028507113323654354321285071133236543543222850711332365425422327497113223554254224274970132235541541252648701312345415412626486913123454054027254769131234540540282547681302335405402925476813023353953930244668129232539539 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 6149638615827057712372526689161273580100635671941582735798264597498161273579687561781031652745805806638010717027458158176483109173274581581864831091712745805809648410817127458058010648510917127458058011658610917127458058012648610817027358058013648610816927257957914648510716927257857815638510616827157757716628410516727057757717618310516626957657618618310416626957557519608210316526857557520598110316526857457421598110216426757357322588010116326657357323577910016226557257224567899161264571571255577991602635705702654769815926256956927537597159262568568285375961582615675672952749515726056656630517394156259565565 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 6181941181893026081269286991231943076131034388102125189304610851489104127191303609709592109134196305611611694112139202306612612796115141205306613613897117142205307614614998118143205308615615109912014320530961561511991211432053086156151299121143204307614614139812014120330661361314971191402023056116111596117139201304610610169411613719930260960917931151361983016076071891113135197300606606199011213319529860560520891111321942976036032187109131193296602602228610812919129460160123841061281892925995992483105126188291597597258110312418628959659626791011231852885945942778100121183286592592287698120181284591591297597118180283589589307395116178281588588 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 61112448119232538121821427511222355419803173254118234540801420365912223454166452339651262355425596244269132236542542725447113423654254282645701332365425429264670133236542542102647711332365425421127487113323654254212274971132235542542132748701322355415411426486913123454154115254769131234540540162547681302335395391724466812923253953918244667129232539539192446671292325385382024466712923253953921244668129232539539222446681292325395392324466712923253953924244667129232539539252446671292325385382624466712923253853827234667129232538538282345671282315385382923456612823153853830234566128231537537

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 6195108132203316622128829610913320431762310443971121341983146208564991141372013136197125100116142204312619619610011814520831261861871011201462103126186188101120146209311618618910012014520731161761710991201442063096166161198120143204307614614129711914120330661261213961171392013046106101494116137199302609609159211413619730060760716901121341952986056051789111132194297603603188710913119229560260219861081291912946006002085107128190293599599218410612718929259859822831051261882915975972381103125187290596596248010212418528859559525791011221842875945942678100121183286592592277799120182285591591287597119181284590590297496118179282589589307395117178281588588 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 6132133535843054284913192849812119330561210683881021251893046108734911071301933056127245941101361983066136136951131402033076136137971161422063076146148981171432063086156159981181432053086156151099119143205308615615119912014320530861561512100121144205308615615131001221442063096156151410112314420630961661615102124145207310616616161031251462083116176171710412614720931261861818105127148210313619619191061281492113146206202010612814921131462162121106128150211314621621221061281492113146206202310512714921031362062024104126148209312619619251031251472083116186182610212414520731061761727101123144206309615615289912114320430761461429981201412033066126123096118140202305611611 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 61012361072205261216211236107220526978321437101216522797421539102214520660541743104213520554641845108212519519752046110212518518862045108211517517972044107210516516108214410620951651611822441062095165161292244106209516516131023441062095165161410234510721051651615122445107210516516161224451072105165161713244610721051751718142546108211517517191425471092125185182015264810921251951921162748110213520520221728491112145205202317285011121452152124182950112215521521251829501122155225222619305111321652252227193051113216522522282130511132165235232921305211321652352330223152114217523523 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 61516588160273579122425266891612735809873536890154270576807454699315626857466955471971582675745746557310016326757357375574100164265572572855741001622655715719547499161264571571105374981602635705701153749715926256856812527395157260567567135172941562595655651449719315425756456415487091153256563563164769901522555615611746688915125456056018456788150253559559194466871492525585582043658714825155855821436586148251557557224264851472505575572341638514725055655624416384146249555555254062831452485555552639618314524855455427396182144247553553283860811432465535532937598114324655255230375980142245551551

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 611151281522233366421289211613015322533764410433119133156220335642857412113716022333564271351231401652273366426426124142169232336642642712514417023433664264281251441702333356426429125145169232335641641101251451692313346416411112414516823033364064012123145167229332638638131221441652273306366361412014216322532863563515118140161223326633633161161381592213246306301711413615721932262862818112134155217320626626191101321532153186246242010813015121331662362321106128150212315621621221051271482103136196192310312514620831161761724101123144206309615615259912114220430761461426971191402023056126122795117139201304610610289411613719930260860829921141351973006076073090112134195298605605 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 611661792032743876931336217618921328439770310863182196219283398705889418520022328739970573951862032292903997067066187204231294398705705718720523229639770470481852052302933967027029184205229291395701701101842052282903937007001118320422728939269869812181202224286389696696131782002222843876936931417619721928138469069015172194216278381687687161691912132753786846841716618821027237568168118163185207269372678678191601822042663696756752015818020126336667267221155177198260363669669221521741952573606666662314817019225435766366324145167189251354660660251421641862473516576572613916118324534865465427136159180242345651651281341561772393426486482913115317423633964564530128150172233336643643 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 613245691402535591259233467014125456010143344871135250557827435507413724955568553653781402495555766365481144248554554737558214624755455483655811432465525529355580142245552552103556791412445515511135567914124455055012355678140243550550133456781402435495491434567713924254954915345677139242548548163456771392425485481734567713924254854818345677139242548548193456771392425485482034567713924254854821345677139242548548223456771392425485482334567713924254854824335577138241548548253355761382415485482633557613824154754727325476137240547547283254751372405475472932547513724054654630315375136239546546 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 612942661372505561246230446713925255810053334870134250556821435517413825055668153854801422505575746395783146250557557741598614925155755784160861482515575579416186148251558558104263861482525585581143648714925255855812436587149252558558134466871492525585581444668714925255855815446687149252558558164365871482515585581743658714925255855818436587149252558558194365871492525585582044668714925255855821446687149252559559224466871492525585582344668714925255855824436587148251558558254365861482515575572642648614725055755727426485147250556556284163841462495565562941638414624955555530406283145248555555

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 61125139162234346653133121241381612333456521076312513916222634164787941251411642273396467285126142168230338645645612514317023333764364371261441712353366436438125144170233335642642912414416923133464164110124145168230334640640111241451682303336396391212314516722933263863813122144166227330637637141211431642263296366361511914116222432763463416117139160222325632632171141361582203236296291811213415621732062762719110132154215318625625201081301512133166236232110612814921131462062022104126147209312618618231011231452073106166162499121143204307614614259711914020230561261226951171382003036106102793115136198301607607289111313419629960560529891111321942976036033087109130192295602602 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 610133710822152712202115391102235299833418411052205278034622451082205276665825511122215285606102854118222528528711305712022252852881131561192225285289123256119222528528101233561182225285281112345611822152852812123456118221528528131334561182215275271412345611822152752715123456117220527527161334551172205265261713345511722052652618143455117220527527191434551172205275272015355611822152752721163556118221528528221735571182215285282317365711922252852824183657119222528528251936571192225285282619365711922252952927213657119222529529282136571192225295292922365811922252952930223658119222529529 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 61364973144257563123323649731442575639953365173137253559812436527513825155767353753791412495565666395783146250557557737558214624755355384059851482505575579395984146249556556103455791412445505501131527513724054654612284971133236543543132648691312345405401424466712923253853815224466128231537537162143641262295365361720426312522853553518194163125228534534191941621242275345342019416212422753453421194162124227534534221941621242275345342319416212422753453424194162124227533533251941621242275335332619416212422753353327214162124227533533282140621242275335332922406212322653353330224061123226533533 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 6120421724131242573115722200214237309421728127031972112342984137191037419320923229540771485851892062322934027097206186203230293397704704718220122829139369969981781982232863896956959174194219281384691691101701912152773806876871116718821127337668268212163185207269372678678131601822032653686746741415617819926136467167115152174196258361667667161491711922543576646641714616818925135466066018143165186248351657657191401621832453486546542013715918024234565265221134156177239342649649221311531752373406466462312915117223433764364324126148169231334641641251231451672283316386382612114316422632963563527118140162223326633633281161381592213246306302911413615721932262862830111133155217320626626

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 61925491032375431218292549103237543981310295199235541801413335597235542664517396010023654355961942649623754354372045639123754454481843639023754454491945659423754454410214867972375445441122506910023754454412245370101237544544132554711012375445441426557110223754454415265571102237544544162655711022375435431726557110223754454418265571102237543543192655711022375445442026557110223754454421265571102238544544222655711022385445442326557110223854454424265571102238544544252655711022375445442626557110223754454427265571102237543543282655711022375435432926557110223654354330265571102236542542 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 610315861995051213215148519850497632513771934997954261579191497657547198119049655264722851894964967592487189495495869238618949549597102386189495495108112486189495495118112486189495495129132486189496496131013248618949649614101425861894964961512142687190496496161216278719049649617131629871904974971814173088191497497191418318819149849820151832891924984982115203489192499499221720359019349949923172136901934994992418213790193499499251822389019350050026192339901935005002719244190193499499282125429019349949929212543901934994993022264490193499499 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 6121521431613003173221521431613442355321523471563601771421626511533611364521829531533531078642032561533398727523345815332372086243561153306604962536641532895131062538661532714411172638671532553831272639671532483341372639671532482941472639671532482601572639671532482481672641671532482481772643671532482481872646671532482481972648671532482482072650671532482482172653671532482482282655671532482482382657671532482482482659671532482482592662671532482482692664681532482482710266770153248248281026697215324824829102672741532482483011267475153248248 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 611022295016930832592122431521713552433311253357166372183441126366116337314135122739631633651116613294065162350902713314266161334743813314268161316623913314371160297529101332447216027945411123244731592623941212314472159253344131131437215825230214113043711582522681510304271157251251161029427015725125117102944701572512511810294770157251251191029497015725125120102951701572512512111305471157252252221130577115825225223113058711582522522411306171158252252251130637115825225226113066711582522522711306872158252252281130717415825225229113073751572522523011307677157252252 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 6121421421613003172221421421613442355311523471563601771411626511533611364521829531533531078642032561533398727523335815332372085233561153306604962436641532895131062538661532714411162638671532553831262638671532473341362638671532472941462638671532472601562638671532472471662641671532472471762643671532472471862646671532472471972648671532472472072650671532472472172653671532472472282655671532472472382657671532472472482659671532472472592662671532472472692664681532482482710266770153248248281026697215324824829102672741532482483011267475153248248

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 617386921142323283254270828911022935424263728594118226371182947084951202223731411569859612022036511176698597121219352904769869712221733574786886971232163186279678698125215309533106483961242113064581162819412220930339812618093121208302348136079921212073013061460799212020730130115607991120206301301165978911192063003001759789111920530030018587790118205299299195777891182042982982057768911720429829821567588117203297297225575871162022962962355748611520129629624547385114200295295255372841131992942942652718311219829329327517082111197292292284969811101962902902948688010919528928930476779108194288288 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 61618254616530231982820264816734723763821305416236317884923335816136413775102537601613561089611283963161342881712304165160326727812304167160309609912314270160291518101231447215927444611123144721592583871212314472159253339131231447215925329814123144721592532641512314472159253253161231447215925325317123144721592532531812314672159253253191232497315925325320133251731602542542113325473160254254221333567416025425423133358741602542542414336174160255255251433637416025525526133366741602552552713336874160254254281333717416025425429133273751602542543013327677160254254 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 6143566284202302319624760668820634723743516472972053631786453677710320536413755557082105206355108765673841082063428797577585110205326726856748611220430960995674861132032975191055748611420229644611547385114200295387125272841131992933391351708311119829229814506982110197291291154968811091962902901648678010819528928917476779108194288288184766791071932882881946657810619328728720466578106192287287214564771051922862862244647610519128528523446375104190285285244362751031902842842542617410218928328326416073101188282282274060721011872812812839597110018628128129395873991852802803038577698185279279 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 6111420421603003170211420421603442353311422471553601770411525501533611363521729521533521077631931551533398717522335715332371985233460153306603952435631532885131052437651532714411162538661532553821262538661532473341362538661532472941462538661532472601562538661532472471662541661532472471762543661532472471862546661532472471972548661532472472072550661532472472172553661532472472282555661532472472382557661532472472482559661532472472592562661532472472692564681532472472710256770153247247281025697215324724729102572731532472473011257475153247247 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 610112245179303320820112245179348238731112350174365179741132655170366138551162859169358109462183360168344885732136601673287308524375916631161298304258165293520101134425716427544711103341571642583881293241571632573391383142571622562981483142571612562641583143571612552551683143571592532531783144571582532531883146571582522521983148571582522522083151571582522522183153591582522522283155611582522522383158631572522522493161651572512512593162661562502502693165681562502502710316770155249249281031707215524924929103172741542482483011317476154248248 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 618093991212393353303279919711923835824603779098122231376185447589991242273771430573881001242243691131673891001252223569167728910012522033975687088991252183226359688798126216310540106786981262143084641166859812621330740312648396124211305352136382951232103043101461819312220830230215607992120207301301165978911192063003001758779011820529929918577689117204298298195675881162032972972055758711620229629621547486115201295295225373851142002942942352728411319929329324517183112198292292255070821111972912912649688111019629029027486780108195289289284766791071942882882946657810619328728730456477105192286286 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 61526571932113083200252647192211348238435064729620536617994496474992013681389549647699200360110064965761011983478907496677102197331735848667710319531361794665771041942965251046657710519328745111456477105192286391124464761051912853421344637610419128530114436275103190284284154362741031892842841642617410218828328317416073101188282282184160731011872822821940597210018728128120405972100187281281214059721001872812812239597110018628028023395871991862802802438577098185279279253857699818427927926375669971842782782736556996183277277283555719618227627629355473951822762763034537694181275275 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 612739466718630532332284047681873522411326404872181369181842540507517737014015264153761773621107626435479176348895727445580175332739826445582174314619926455684173296526102645578517327845211254457851722663921225445685171266343132443568417126530114234255841702642671523425583169264264162241548216926326317224153821682632631821405382168262262192140538116826226220214053811682622622121405481168262262222140578116826226223214058811682622622421406181168262262252040638116726126126203966801672612612720396880167261261282039718016626126129193973801662602603019387679166260260

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 61003241422993162201625143343234831183013835917664131134136360136051414361363521075624163913633987072619411363237188262243136306603937234613628851210482648136271440114929501372543821241031491352383341341034501362312931441235501362302591551238481352292311661341481342282281761443501342282281861545521342282281971547541342292292071750561352292292171753581352292292281854601352292292381857611352292292482059641352292292592062661352292292692164681352292292710236770137229229281023687113822922929102471731392292293011257475141229229 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 614154608220030332052415460822003482384340546286195365179644054648919236613865405567901913591096640576892190346888741586994189330734840586995188312616939587097187295524103958709818628045011385870991852793911238577098184279342133756699718427830114365668971832772771536556896183277277163554679518227627617355466951812762761834536694181275275193453659418027527520335365941802742742133526593180274274223352659317927427423325164921792732732432516392178273273253150639117827227226304966901772712712729496890176270270282948718917627027029284773881752692693027477688174268268 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 611325325417230532242172936571763502396319334165173367180442136467117336813915243951741753601101623405176173347892728465681176331736827455682175314618928475986176296526103049618917727945211315063911782723931232516492179273343133251649217927330214325264931792732731533526493179274274163251649217927327317325164921792732731832516392178273273193150639217827227220315163921782722722131506391178272272223150639117827227223315063911772722722430496291177271271253049649017727127126294966901762702702729486989176270270282847718917526926929284774881752692693027467687174268268 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 611325315317230532312142633541733512404314283660169368181241529396416737013985163142661673611106617334569167348895718364771166332738819374874166314619919384977166296527101938517916727945311203952801672613921220395280167261343132039528016726130214203952801672612671520395280167261261162039528016726126117203952801672612611820395280167261261192039528016726126120203952801672612612120395480167261261222039568016626126123193858791662602602419386179165260260251837637816525925926183766781652592592717376878164258258281736717716425825829173673771632582583016357677163257257 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 614557648520430832642486067882073572450350647296205377185545266761012033791435553698010420437211386557283108205359923757748511020534376385775861122053266419577687115204308546105776891172042994701157778911720429840812577689117204298356135675881162032973141455758711620229629615557486115201296296165473861142012952951753728511320029429418537284113199294294195271841121992932932051718311219829229221517083111197292292225069821101972912912349688110919629029024486780108195289289254766791071942882882646657810619328728727456577106192286286284464761051912852852943637610419028428430436279103189284284

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 6176899511723533233532819410012224036725233829510312723638819154819610613123339214855841001111352353851179687103114139236372957789106117142237356792890108119145238338665991110122149239333566109211112415123933348711921111241522393334231291110123151238332370139010912215023733133114891081211492363303301587107119148234328328168610511814623332732717851041171452313263261883103115144230324324198210111414222932332320811001131412283223222179991111402263203202278971101382253193192376951081362233173172475941061352213163162573921051332203143142671911031322183123122770891021302163113112868871001282153093092967869812721330830830658497125212306306 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 6161925471653033209292228501683482385311243357165365179741327376216536613865153042651663581096617334469166345887718364771166329733819374874166312615919384977166294523101938517916627744911193951801662613901219385179166260340131938517916526029914183750781652592651517374978164258258161736487716325825817163548761632572571816354876163257257191635497616325725720163551761632572572116355476163257257221635567616325725723163558761632572572416356176163257257251635637616325725726163566761622572572715356876162256256281534717516225625629153473751622562563015347677162256256 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 61901031091312493463408291104110132250370255139110411313724539019294911061161412433931492592107119143243385118269310912114524237195779411212214724235579189411212314924233666399411212415124133556410931121241522403344851191110123151238332420128910912115023633036713881071201482343293291486105118146233327327158410311614423132532516821011141422293233231781100112141227322322187998111139226320320197897110138225319319207796109137224318318217695108136222317317227594106135221316316237393105134220314314247291104132219313313257190103131218312312267089102130216311311276888100129215309309286787991282143083082966859812621330730730658497125212306306 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 613173293363574765723494280929912023937826153829510312823639819724849810813323639915205861011131372373901202688104116140238376972790107118143238359802891109120146239340672991110122149239333572109211112315123933349111921111241522393334261292111124152239333372139211212415323933333314931121251532403343341594113126154241335335169511412715524133633617961151281562423373371897116129157243338338199711712915824433833820981171301582453393392198117130158245339339229811713015824533933923971161291572443383382496115128156243337337259511412715524233633626941131261542413353352793112124153239334334289111012315123833233229901091221502363313313088108120149235329329

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 61071335153303320520713351533472379317153914836417894171742145364137851820431443561088621021461433428807212224714232672682122349141308608931225511402915171041226521402734441141229531402563851241231531402403371341234531402342961441237541402342621561338541402352351661341541402352351761444541412352351861546551412362361971548561422362362071751571432372372171753591442382382281855611442392392381958631452392392492061651452402402592162661462402402692165681462402402710236770146241241281023707214724124129112472751472412413011257477147241241 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 6147596688206305322624860678820735124033476169932013681811447617196198369139754762749719836111056486476100197348894748657610119633273884866771031963146209476678105195297527104666781061942884531145657710519228639312446376104191285343134362741031892843021441607310118828228215405972100187281281163858709918527927917375769981842782781836566897183277277193655689618227727720355467951822762762135546795181276276223453669418127527523335365941802742742433526593179274274253251649217927327326315166921782722722731506991177272272283049719017727127129294973901762702703029487689175270270 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 61110123129151269366341021121241311522713702548311312613415926739019314114128138163266393149451151311421662663861184611713314516926637396171181361461712663607958118136147173266360668911813714817626536057010118137149177265359491111171361491772643584261211513514717626235637313114133146174260355355141121311441722593533531511012914217025735135116108127139168254349349171061251371662523473471810412313516425034534519102121134162248343343201001191321602473413412198117130159245339339229611612815724333733723951141261552413363362493112125153239334334259111012315123833233226891081211492363303302787106119148234328328288610511714623232732729841031161442313253253082101114143229323323 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 611611741802023204173543217118419021233042626603176189197222330426201041781922022273294241553517919420622933042412306179196207232329423996718019720823332842282381791972082343264216909178196208235325419587101771962082363244185051117519420723532241643812173192205233320414414131701902022313174114111416718719922831440840815164184196225311405405161611811932223084024021715817819021930539939918155175187216302396396191521721842132993933932014916918121029639139121147166178207293388388221431631752042903843842314016017220128738138124137157169198284378378251341531661952813753752613115116319227837237227128148160189275369369281261451571862723673672912314215518327036436430120139152180267361361

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 612740466818631333242284147691873602472328415074182377186142842527718037814335284355791793691133629455781178355916730475883178339756829475884177321634928475986176302538102847598717528446311274759881742694011227465987174268351132646588717326730814264558861732672731526455886172267267162545578617226726717254557861722662661825455786172267267192645578617226726720264558861722672672126455886173267267222645578617226726723254560861722662662425446285172266266252544658517226626626254467851712662662724437085171265265282443728417126526529244375841702652653023427783170264264 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 612437436518331032892263845671853572449327404973181375184742842537818037614255304557801813681127631485984181355913734516286181338754834526389182321633934536592182303539103554679418228546311365567961822774021236556896183277352133655689618327731014365568961822772771536556796182277277163554679518227627617355567961822762761835556796182276276193555679618227627620365568961832772772136556896183277277223655689618327727723355567961822762762435546795182276276253554679518127627626345368941812752752734537094180275275283352739318027427429325275931792732733032517892179273273 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 6112113314016228037635272120132139160279381263631191321401642734001987411813214216727040115305118133145169269392120861181341461702683779777119136147172267361805811813614717326636067491171361481752653595731011713614917726435849211116136148177263358426121151351471762623563721311413314617526135535514113132145173260354354151111301431712583523521610912814116925635035017106126138167253347347181041231361642513453451910212113416224934334320100119132160247341341219811713015824533933922961151271562423373372393113125154240334334249111012315123833233225891081211492363303302687106119147234328328278510411714523232632628831021151432303243242981100113141228322322307998111139226320320 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 61081436154304321520916381563492392311120441523671803411324491513681391511628511523601100631930551523468907422325715233073585233460152313617952335631522955241052437651522774501152437651522603911252437651522463411352436651512463001442437651512452651562339641512452451662341641512452451762344641512452451862346641512452451972349641512452452072451651512452452172454651522462462282456651522462462382558661522462462492561661522472472592563681532472472692566691532472472710256871153247247281025717315324724729112573751532472473011257677153247247

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 613144507219030732522314450721903532422330435276184370182542943547918137114065294456801803631111631485984181349898730475882178332741833516288181315621932516390180297528102746598717527945311234255831702643931220395280167261343131837507816425930214163548761632572671514344675161255255161332457316025425417123144721592532531811314772158252252191130497115825225220113051711582522522111305471158252252221130567115825225223113058711582522522411306171158252252251130637115725225226113066711572522522710306871157251251281029717315725125129112973751572512513011297677157251251 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 6119921221824035845442152196208215236355451315431902042122363454692377418620021023533847018275182197209232333459143861781952062313284411158717519320322832341995081711892002263194137939167186198225315409670101641831952233114055731116017919222030740149512156175188216302397430131521711842122983933931414816718020829538938915144164176205291385385161411601732012883823821713815716919828437937918135154166195281376376191321511631922783733732012914816118927637037021126145158186273367367221231421551842703643642312014015218126736236224118137150178265359359251151341471752623563562611313214517325935435427110129142170257351351281081271401682553493492910512513716625234634630103122135164250344344 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 61014265217030332092014265217034823863117285616736617984120326116636713875323366716735910976527396816734688878314271168330734810344674168312615912374976168295523101339517716827745011144052781682623901215425479168262341131543558016826230014164455801682622651516445580168262262161644558016826226217164455801682622621816445580168262262191644558016826226220164455801682622622116445580168262262221644568016826226223164458801682622622416446180168262262251644638016826226226164466801682622622716446880167262262281644718016726126129164473801672612613016447580167261261 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 61003141323023196201614131346237231191712436317834131120121363137251414221203541084624162512034087672619271193247228262230119307606937243311928951510482634119272442114929371192553831241031391202393351341034411202232941441236431202142601561238451202152311661341481202152151761443501212152151861545521222152151971548541252162162071750561272172172171753581282172172281855601302172172381857621322182182482059641332182182592062661342182182692164681372182182710236770138218218281023697113821821829102472731392182183011257475141218218

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria5EuroBelgium5EuroCyprus5EuroEstonia5EuroFinland5EuroFrance5EuroGermany5EuroGreece5EuroIreland5EuroItaly5EuroLatvia5EuroLithuania5EuroLuxembourg5EuroMalta5EuroNetherlands5EuroPortugal5EuroSlovakia5EuroSlovenia5EuroSpain5Czech korunaCzech Republic10Danish kroneDenmark48ForintHungary3KronaSweden11KunaCroatia0LevBulgaria-5Pound sterlingUnited Kingdom7Romanian leuRomania-1ZlotyPoland4KrónaIceland-4Norwegian kroneNorway31Swiss francLiechtenstein8Swiss francSwitzerland8Australian dollarAustralia9 Canadian dollarCanada39Renminbi-yuanChina41Hong Kong dollarHong Kong2US dollarUnited States22YenJapan7