Commission Implementing Regulation (EU) 2022/186 of 10 February 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 2022 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) 2022/186 of 10 February 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 2022 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 6 January 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2021 market data. That information was published on 6 January 2022 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 2022.

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

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2021. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 10 February 2022. 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 kroneForintKronaKuna1-0,585 %4,635 %-0,595 %3,491 %-0,011 %-0,184 %2-0,395 %4,380 %-0,405 %3,943 %0,197 %-0,066 %3-0,246 %4,133 %-0,256 %4,130 %0,388 %0,013 %4-0,145 %3,911 %-0,155 %4,227 %0,517 %0,092 %5-0,084 %3,714 %-0,094 %4,291 %0,613 %0,186 %6-0,026 %3,539 %-0,036 %4,338 %0,657 %0,296 %70,030 %3,390 %0,020 %4,371 %0,684 %0,419 %80,088 %3,266 %0,078 %4,395 %0,722 %0,552 %90,147 %3,167 %0,137 %4,418 %0,783 %0,691 %100,205 %3,092 %0,195 %4,433 %0,881 %0,823 %110,252 %3,038 %0,242 %4,449 %1,020 %0,946 %120,301 %3,001 %0,291 %4,469 %1,174 %1,061 %130,345 %2,977 %0,335 %4,493 %1,326 %1,168 %140,379 %2,962 %0,369 %4,522 %1,468 %1,268 %150,399 %2,954 %0,388 %4,557 %1,598 %1,361 %160,405 %2,951 %0,395 %4,587 %1,716 %1,449 %170,408 %2,953 %0,397 %4,612 %1,823 %1,531 %180,414 %2,957 %0,403 %4,631 %1,919 %1,608 %190,428 %2,964 %0,418 %4,646 %2,005 %1,680 %200,456 %2,973 %0,446 %4,658 %2,084 %1,748 %210,497 %2,982 %0,487 %4,667 %2,155 %1,813 %220,549 %2,993 %0,540 %4,675 %2,220 %1,873 %230,609 %3,004 %0,599 %4,680 %2,280 %1,930 %240,672 %3,016 %0,663 %4,684 %2,334 %1,984 %250,739 %3,028 %0,730 %4,686 %2,384 %2,035 %260,807 %3,040 %0,798 %4,688 %2,431 %2,084 %270,874 %3,052 %0,866 %4,689 %2,474 %2,129 %280,942 %3,063 %0,933 %4,689 %2,514 %2,173 %291,008 %3,075 %1,000 %4,689 %2,551 %2,214 %301,073 %3,087 %1,066 %4,688 %2,586 %2,253 %311,137 %3,098 %1,129 %4,686 %2,619 %2,291 %321,199 %3,109 %1,191 %4,685 %2,649 %2,326 %331,258 %3,120 %1,251 %4,683 %2,678 %2,360 % 341,316 %3,130 %1,309 %4,681 %2,705 %2,392 %351,372 %3,140 %1,365 %4,679 %2,730 %2,423 %361,426 %3,150 %1,419 %4,676 %2,754 %2,453 %371,478 %3,160 %1,471 %4,674 %2,777 %2,481 %381,528 %3,169 %1,521 %4,671 %2,799 %2,508 %391,576 %3,178 %1,569 %4,669 %2,819 %2,533 %401,622 %3,187 %1,616 %4,666 %2,839 %2,558 %411,666 %3,196 %1,660 %4,664 %2,857 %2,582 %421,709 %3,204 %1,703 %4,661 %2,875 %2,604 %431,750 %3,212 %1,744 %4,658 %2,892 %2,626 %441,790 %3,220 %1,784 %4,656 %2,908 %2,647 %451,828 %3,227 %1,822 %4,653 %2,923 %2,667 %461,864 %3,234 %1,859 %4,651 %2,938 %2,686 %471,900 %3,241 %1,895 %4,648 %2,952 %2,705 %481,934 %3,248 %1,929 %4,646 %2,965 %2,723 %491,967 %3,255 %1,962 %4,644 %2,978 %2,740 %501,998 %3,261 %1,993 %4,641 %2,990 %2,756 %512,029 %3,267 %2,024 %4,639 %3,002 %2,772 %522,058 %3,273 %2,053 %4,637 %3,014 %2,788 %532,086 %3,279 %2,082 %4,635 %3,025 %2,803 %542,114 %3,284 %2,109 %4,632 %3,035 %2,817 %552,140 %3,290 %2,136 %4,630 %3,046 %2,831 %562,166 %3,295 %2,161 %4,628 %3,056 %2,844 %572,190 %3,300 %2,186 %4,626 %3,065 %2,857 %582,214 %3,305 %2,210 %4,624 %3,074 %2,870 %592,237 %3,310 %2,233 %4,622 %3,083 %2,882 %602,260 %3,315 %2,256 %4,621 %3,092 %2,894 %612,282 %3,319 %2,277 %4,619 %3,100 %2,905 %622,303 %3,323 %2,299 %4,617 %3,108 %2,916 %632,323 %3,328 %2,319 %4,615 %3,116 %2,927 %642,343 %3,332 %2,339 %4,614 %3,123 %2,937 %652,362 %3,336 %2,358 %4,612 %3,131 %2,947 %662,380 %3,340 %2,377 %4,610 %3,138 %2,957 %672,398 %3,344 %2,395 %4,609 %3,145 %2,966 %682,416 %3,347 %2,412 %4,607 %3,151 %2,976 %692,433 %3,351 %2,429 %4,606 %3,158 %2,985 %702,449 %3,354 %2,446 %4,604 %3,164 %2,993 %712,466 %3,358 %2,462 %4,603 %3,170 %3,002 %

722,481 %3,361 %2,478 %4,601 %3,176 %3,010 %732,496 %3,364 %2,493 %4,600 %3,182 %3,018 %742,511 %3,367 %2,508 %4,599 %3,188 %3,026 %752,526 %3,370 %2,522 %4,598 %3,193 %3,033 %762,540 %3,373 %2,536 %4,596 %3,199 %3,041 %772,553 %3,376 %2,550 %4,595 %3,204 %3,048 %782,567 %3,379 %2,563 %4,594 %3,209 %3,055 %792,580 %3,382 %2,577 %4,593 %3,214 %3,062 %802,592 %3,385 %2,589 %4,592 %3,219 %3,069 %812,605 %3,387 %2,602 %4,590 %3,223 %3,075 %822,617 %3,390 %2,614 %4,589 %3,228 %3,082 %832,629 %3,392 %2,626 %4,588 %3,232 %3,088 %842,640 %3,395 %2,637 %4,587 %3,237 %3,094 %852,651 %3,397 %2,648 %4,586 %3,241 %3,100 %862,662 %3,400 %2,659 %4,585 %3,245 %3,106 %872,673 %3,402 %2,670 %4,584 %3,249 %3,111 %882,684 %3,404 %2,681 %4,583 %3,253 %3,117 %892,694 %3,406 %2,691 %4,582 %3,257 %3,122 %902,704 %3,408 %2,701 %4,582 %3,261 %3,127 %912,714 %3,411 %2,711 %4,581 %3,265 %3,133 %922,723 %3,413 %2,720 %4,580 %3,268 %3,138 %932,733 %3,415 %2,730 %4,579 %3,272 %3,143 %942,742 %3,417 %2,739 %4,578 %3,275 %3,147 %952,751 %3,419 %2,748 %4,577 %3,279 %3,152 %962,760 %3,420 %2,757 %4,576 %3,282 %3,157 %972,768 %3,422 %2,766 %4,576 %3,285 %3,161 %982,777 %3,424 %2,774 %4,575 %3,289 %3,166 %992,785 %3,426 %2,782 %4,574 %3,292 %3,170 %1002,793 %3,428 %2,791 %4,573 %3,295 %3,175 %1012,801 %3,429 %2,799 %4,573 %3,298 %3,179 %1022,809 %3,431 %2,806 %4,572 %3,301 %3,183 %1032,816 %3,433 %2,814 %4,571 %3,304 %3,187 %1042,824 %3,434 %2,822 %4,571 %3,306 %3,191 %1052,831 %3,436 %2,829 %4,570 %3,309 %3,195 %1062,839 %3,437 %2,836 %4,569 %3,312 %3,199 %1072,846 %3,439 %2,843 %4,569 %3,315 %3,202 %1082,853 %3,440 %2,850 %4,568 %3,317 %3,206 %1092,859 %3,442 %2,857 %4,567 %3,320 %3,210 % 1102,866 %3,443 %2,864 %4,567 %3,322 %3,213 %1112,873 %3,445 %2,870 %4,566 %3,325 %3,217 %1122,879 %3,446 %2,877 %4,566 %3,327 %3,220 %1132,886 %3,447 %2,883 %4,565 %3,330 %3,223 %1142,892 %3,449 %2,890 %4,564 %3,332 %3,227 %1152,898 %3,450 %2,896 %4,564 %3,335 %3,230 %1162,904 %3,451 %2,902 %4,563 %3,337 %3,233 %1172,910 %3,453 %2,908 %4,563 %3,339 %3,236 %1182,916 %3,454 %2,914 %4,562 %3,341 %3,239 %1192,921 %3,455 %2,919 %4,562 %3,343 %3,242 %1202,927 %3,456 %2,925 %4,561 %3,346 %3,245 %1212,933 %3,457 %2,931 %4,561 %3,348 %3,248 %1222,938 %3,459 %2,936 %4,560 %3,350 %3,251 %1232,943 %3,460 %2,941 %4,560 %3,352 %3,254 %1242,949 %3,461 %2,947 %4,559 %3,354 %3,257 %1252,954 %3,462 %2,952 %4,559 %3,356 %3,259 %1262,959 %3,463 %2,957 %4,558 %3,358 %3,262 %1272,964 %3,464 %2,962 %4,558 %3,360 %3,265 %1282,969 %3,465 %2,967 %4,557 %3,361 %3,267 %1292,974 %3,466 %2,972 %4,557 %3,363 %3,270 %1302,979 %3,467 %2,977 %4,556 %3,365 %3,273 %1312,983 %3,468 %2,982 %4,556 %3,367 %3,275 %1322,988 %3,469 %2,986 %4,556 %3,369 %3,278 %1332,993 %3,470 %2,991 %4,555 %3,370 %3,280 %1342,997 %3,471 %2,995 %4,555 %3,372 %3,282 %1353,002 %3,472 %3,000 %4,554 %3,374 %3,285 %1363,006 %3,473 %3,004 %4,554 %3,375 %3,287 %1373,010 %3,474 %3,009 %4,554 %3,377 %3,289 %1383,015 %3,475 %3,013 %4,553 %3,379 %3,292 %1393,019 %3,476 %3,017 %4,553 %3,380 %3,294 %1403,023 %3,477 %3,021 %4,552 %3,382 %3,296 %1413,027 %3,478 %3,025 %4,552 %3,383 %3,298 %1423,031 %3,479 %3,029 %4,552 %3,385 %3,300 %1433,035 %3,479 %3,033 %4,551 %3,386 %3,302 %1443,039 %3,480 %3,037 %4,551 %3,388 %3,304 %1453,043 %3,481 %3,041 %4,551 %3,389 %3,306 %1463,047 %3,482 %3,045 %4,550 %3,391 %3,308 %1473,050 %3,483 %3,049 %4,550 %3,392 %3,310 %

1483,054 %3,483 %3,052 %4,550 %3,394 %3,312 %1493,058 %3,484 %3,056 %4,549 %3,395 %3,314 %1503,061 %3,485 %3,060 %4,549 %3,396 %3,316 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1-0,635 %0,781 %3,931 %2,656 %3,130 %1,140 %2-0,445 %1,103 %4,342 %3,379 %3,371 %1,519 %3-0,296 %1,203 %4,520 %3,603 %3,547 %1,689 %4-0,196 %1,213 %4,608 %3,702 %3,671 %1,755 %5-0,134 %1,196 %4,680 %3,734 %3,774 %1,778 %6-0,076 %1,168 %4,753 %3,718 %3,866 %1,781 %7-0,020 %1,140 %4,827 %3,676 %3,945 %1,778 %80,037 %1,123 %4,906 %3,630 %4,006 %1,779 %90,097 %1,115 %4,990 %3,596 %4,048 %1,789 %100,155 %1,111 %5,069 %3,574 %4,076 %1,809 %110,201 %1,107 %5,122 %3,556 %4,093 %1,840 %120,250 %1,103 %5,151 %3,543 %4,104 %1,879 %130,295 %1,097 %5,162 %3,533 %4,109 %1,921 %140,328 %1,090 %5,161 %3,525 %4,110 %1,966 %150,348 %1,082 %5,151 %3,519 %4,109 %2,012 %160,354 %1,072 %5,133 %3,514 %4,105 %2,059 %170,356 %1,063 %5,111 %3,511 %4,099 %2,104 %180,362 %1,056 %5,085 %3,508 %4,093 %2,149 %190,377 %1,051 %5,056 %3,506 %4,085 %2,193 %200,405 %1,050 %5,025 %3,504 %4,077 %2,235 %210,447 %1,052 %4,994 %3,503 %4,068 %2,276 %220,500 %1,055 %4,962 %3,503 %4,060 %2,315 %230,561 %1,059 %4,930 %3,503 %4,050 %2,353 %240,625 %1,060 %4,897 %3,503 %4,041 %2,389 %250,693 %1,060 %4,865 %3,503 %4,032 %2,424 %260,762 %1,056 %4,834 %3,503 %4,023 %2,457 %270,831 %1,048 %4,803 %3,504 %4,014 %2,489 %280,900 %1,035 %4,773 %3,505 %4,005 %2,520 %290,967 %1,018 %4,744 %3,506 %3,996 %2,549 %301,034 %0,995 %4,716 %3,507 %3,988 %2,577 %311,098 %0,967 %4,688 %3,508 %3,979 %2,604 %321,161 %0,936 %4,661 %3,509 %3,971 %2,630 % 331,222 %0,905 %4,636 %3,510 %3,963 %2,655 %341,280 %0,874 %4,611 %3,511 %3,955 %2,678 %351,337 %0,846 %4,587 %3,512 %3,948 %2,701 %361,392 %0,820 %4,563 %3,513 %3,941 %2,723 %371,444 %0,797 %4,541 %3,514 %3,933 %2,744 %381,495 %0,778 %4,519 %3,516 %3,927 %2,764 %391,544 %0,763 %4,499 %3,517 %3,920 %2,783 %401,591 %0,751 %4,479 %3,518 %3,913 %2,801 %411,636 %0,743 %4,459 %3,519 %3,907 %2,819 %421,680 %0,738 %4,441 %3,520 %3,901 %2,836 %431,721 %0,737 %4,423 %3,521 %3,895 %2,852 %441,762 %0,739 %4,405 %3,523 %3,889 %2,868 %451,800 %0,745 %4,389 %3,524 %3,884 %2,883 %461,838 %0,754 %4,373 %3,525 %3,878 %2,898 %471,873 %0,767 %4,357 %3,526 %3,873 %2,912 %481,908 %0,782 %4,342 %3,527 %3,868 %2,926 %491,941 %0,801 %4,328 %3,528 %3,863 %2,939 %501,973 %0,823 %4,314 %3,529 %3,858 %2,951 %512,004 %0,849 %4,300 %3,530 %3,854 %2,963 %522,034 %0,877 %4,287 %3,531 %3,849 %2,975 %532,063 %0,907 %4,275 %3,532 %3,845 %2,987 %542,091 %0,938 %4,263 %3,533 %3,841 %2,997 %552,118 %0,970 %4,251 %3,534 %3,837 %3,008 %562,144 %1,003 %4,239 %3,535 %3,833 %3,018 %572,169 %1,037 %4,228 %3,536 %3,829 %3,028 %582,193 %1,071 %4,218 %3,537 %3,825 %3,038 %592,216 %1,104 %4,208 %3,538 %3,821 %3,047 %602,239 %1,138 %4,198 %3,539 %3,818 %3,056 %612,261 %1,171 %4,188 %3,539 %3,815 %3,065 %622,282 %1,205 %4,179 %3,540 %3,811 %3,073 %632,303 %1,237 %4,169 %3,541 %3,808 %3,082 %642,323 %1,270 %4,161 %3,542 %3,805 %3,090 %652,343 %1,301 %4,152 %3,543 %3,802 %3,097 %662,361 %1,333 %4,144 %3,543 %3,799 %3,105 %672,380 %1,363 %4,136 %3,544 %3,796 %3,112 %682,398 %1,394 %4,128 %3,545 %3,793 %3,119 %692,415 %1,423 %4,120 %3,546 %3,790 %3,126 %702,432 %1,452 %4,113 %3,546 %3,788 %3,133 %

712,448 %1,480 %4,106 %3,547 %3,785 %3,139 %722,464 %1,508 %4,099 %3,548 %3,783 %3,146 %732,479 %1,535 %4,092 %3,548 %3,780 %3,152 %742,494 %1,562 %4,085 %3,549 %3,778 %3,158 %752,509 %1,588 %4,079 %3,549 %3,775 %3,164 %762,523 %1,613 %4,073 %3,550 %3,773 %3,169 %772,537 %1,638 %4,066 %3,551 %3,771 %3,175 %782,551 %1,662 %4,060 %3,551 %3,769 %3,180 %792,564 %1,686 %4,055 %3,552 %3,767 %3,186 %802,577 %1,710 %4,049 %3,552 %3,765 %3,191 %812,589 %1,732 %4,043 %3,553 %3,763 %3,196 %822,602 %1,754 %4,038 %3,553 %3,761 %3,201 %832,614 %1,776 %4,033 %3,554 %3,759 %3,205 %842,625 %1,797 %4,028 %3,555 %3,757 %3,210 %852,637 %1,818 %4,022 %3,555 %3,755 %3,215 %862,648 %1,839 %4,018 %3,556 %3,753 %3,219 %872,659 %1,858 %4,013 %3,556 %3,752 %3,224 %882,669 %1,878 %4,008 %3,556 %3,750 %3,228 %892,680 %1,897 %4,003 %3,557 %3,748 %3,232 %902,690 %1,916 %3,999 %3,557 %3,746 %3,236 %912,700 %1,934 %3,995 %3,558 %3,745 %3,240 %922,710 %1,952 %3,990 %3,558 %3,743 %3,244 %932,719 %1,969 %3,986 %3,559 %3,742 %3,248 %942,728 %1,986 %3,982 %3,559 %3,740 %3,251 %952,738 %2,003 %3,978 %3,560 %3,739 %3,255 %962,747 %2,020 %3,974 %3,560 %3,737 %3,259 %972,755 %2,036 %3,970 %3,560 %3,736 %3,262 %982,764 %2,052 %3,966 %3,561 %3,735 %3,266 %992,772 %2,067 %3,963 %3,561 %3,733 %3,269 %1002,781 %2,082 %3,959 %3,562 %3,732 %3,272 %1012,789 %2,097 %3,955 %3,562 %3,731 %3,276 %1022,797 %2,112 %3,952 %3,562 %3,729 %3,279 %1032,804 %2,126 %3,949 %3,563 %3,728 %3,282 %1042,812 %2,140 %3,945 %3,563 %3,727 %3,285 %1052,819 %2,154 %3,942 %3,563 %3,726 %3,288 %1062,827 %2,167 %3,939 %3,564 %3,724 %3,291 %1072,834 %2,181 %3,936 %3,564 %3,723 %3,294 %1082,841 %2,194 %3,932 %3,564 %3,722 %3,297 % 1092,848 %2,207 %3,929 %3,565 %3,721 %3,299 %1102,855 %2,219 %3,926 %3,565 %3,720 %3,302 %1112,861 %2,231 %3,923 %3,565 %3,719 %3,305 %1122,868 %2,244 %3,921 %3,566 %3,718 %3,307 %1132,874 %2,256 %3,918 %3,566 %3,717 %3,310 %1142,881 %2,267 %3,915 %3,566 %3,716 %3,312 %1152,887 %2,279 %3,912 %3,566 %3,715 %3,315 %1162,893 %2,290 %3,909 %3,567 %3,714 %3,317 %1172,899 %2,301 %3,907 %3,567 %3,713 %3,320 %1182,905 %2,312 %3,904 %3,567 %3,712 %3,322 %1192,911 %2,323 %3,902 %3,568 %3,711 %3,325 %1202,917 %2,333 %3,899 %3,568 %3,710 %3,327 %1212,922 %2,344 %3,897 %3,568 %3,709 %3,329 %1222,928 %2,354 %3,894 %3,568 %3,708 %3,331 %1232,933 %2,364 %3,892 %3,569 %3,707 %3,334 %1242,939 %2,374 %3,889 %3,569 %3,706 %3,336 %1252,944 %2,384 %3,887 %3,569 %3,706 %3,338 %1262,949 %2,393 %3,885 %3,569 %3,705 %3,340 %1272,954 %2,403 %3,883 %3,570 %3,704 %3,342 %1282,959 %2,412 %3,880 %3,570 %3,703 %3,344 %1292,964 %2,421 %3,878 %3,570 %3,702 %3,346 %1302,969 %2,430 %3,876 %3,570 %3,701 %3,348 %1312,974 %2,439 %3,874 %3,571 %3,701 %3,350 %1322,979 %2,448 %3,872 %3,571 %3,700 %3,352 %1332,983 %2,457 %3,870 %3,571 %3,699 %3,354 %1342,988 %2,465 %3,868 %3,571 %3,698 %3,355 %1352,992 %2,473 %3,866 %3,571 %3,698 %3,357 %1362,997 %2,482 %3,864 %3,572 %3,697 %3,359 %1373,001 %2,490 %3,862 %3,572 %3,696 %3,361 %1383,006 %2,498 %3,860 %3,572 %3,696 %3,362 %1393,010 %2,506 %3,858 %3,572 %3,695 %3,364 %1403,014 %2,513 %3,856 %3,572 %3,694 %3,366 %1413,018 %2,521 %3,855 %3,573 %3,694 %3,367 %1423,022 %2,529 %3,853 %3,573 %3,693 %3,369 %1433,026 %2,536 %3,851 %3,573 %3,692 %3,371 %1443,030 %2,543 %3,849 %3,573 %3,692 %3,372 %1453,034 %2,551 %3,847 %3,573 %3,691 %3,374 %1463,038 %2,558 %3,846 %3,574 %3,690 %3,375 %

1473,042 %2,565 %3,844 %3,574 %3,690 %3,377 %1483,046 %2,572 %3,842 %3,574 %3,689 %3,378 %1493,049 %2,579 %3,841 %3,574 %3,689 %3,380 %1503,053 %2,585 %3,839 %3,574 %3,688 %3,381 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,802 %0,359 %0,361 %1,210 %4,625 %4,195 %2-0,588 %0,884 %0,555 %1,403 %5,059 %5,619 %3-0,482 %1,259 %0,776 %1,622 %5,298 %6,615 %4-0,408 %1,459 %0,983 %1,691 %5,416 %7,232 %5-0,331 %1,582 %1,171 %1,686 %5,478 %7,604 %6-0,244 %1,679 %1,340 %1,699 %5,511 %7,831 %7-0,161 %1,762 %1,494 %1,733 %5,534 %7,970 %8-0,091 %1,825 %1,642 %1,778 %5,555 %8,074 %9-0,040 %1,872 %1,783 %1,822 %5,573 %8,139 %10-0,010 %1,918 %1,920 %1,854 %5,583 %8,182 %110,001 %1,958 %2,055 %1,872 %5,583 %8,191 %12-0,001 %1,992 %2,188 %1,879 %5,576 %8,171 %13-0,008 %2,019 %2,318 %1,880 %5,563 %8,130 %14-0,018 %2,042 %2,439 %1,877 %5,547 %8,073 %15-0,026 %2,059 %2,549 %1,874 %5,528 %8,006 %16-0,033 %2,070 %2,643 %1,870 %5,508 %7,931 %17-0,036 %2,078 %2,724 %1,867 %5,486 %7,851 %18-0,034 %2,082 %2,795 %1,866 %5,464 %7,768 %19-0,029 %2,082 %2,856 %1,866 %5,441 %7,684 %20-0,018 %2,080 %2,910 %1,868 %5,418 %7,599 %21-0,003 %2,075 %2,957 %1,872 %5,395 %7,514 %220,017 %2,067 %2,999 %1,878 %5,373 %7,431 %230,042 %2,056 %3,036 %1,887 %5,351 %7,349 %240,072 %2,042 %3,070 %1,897 %5,330 %7,269 %250,107 %2,024 %3,100 %1,909 %5,309 %7,192 %260,147 %2,004 %3,127 %1,924 %5,288 %7,116 %270,191 %1,983 %3,151 %1,940 %5,268 %7,043 %280,237 %1,965 %3,173 %1,958 %5,249 %6,973 %290,285 %1,953 %3,193 %1,978 %5,231 %6,905 %300,334 %1,947 %3,211 %2,000 %5,213 %6,840 %310,382 %1,949 %3,228 %2,024 %5,195 %6,777 % 320,431 %1,957 %3,243 %2,050 %5,178 %6,717 %330,479 %1,970 %3,258 %2,076 %5,162 %6,659 %340,526 %1,986 %3,271 %2,103 %5,147 %6,603 %350,572 %2,006 %3,283 %2,131 %5,131 %6,550 %360,617 %2,027 %3,294 %2,158 %5,117 %6,499 %370,661 %2,051 %3,304 %2,185 %5,103 %6,450 %380,704 %2,075 %3,314 %2,212 %5,089 %6,402 %390,745 %2,100 %3,323 %2,239 %5,076 %6,357 %400,785 %2,125 %3,331 %2,265 %5,064 %6,314 %410,824 %2,151 %3,339 %2,291 %5,052 %6,272 %420,862 %2,176 %3,347 %2,316 %5,040 %6,232 %430,898 %2,201 %3,354 %2,341 %5,029 %6,194 %440,933 %2,227 %3,360 %2,365 %5,018 %6,157 %450,967 %2,251 %3,367 %2,389 %5,007 %6,121 %461,000 %2,276 %3,372 %2,412 %4,997 %6,087 %471,031 %2,299 %3,378 %2,434 %4,987 %6,055 %481,062 %2,323 %3,383 %2,455 %4,978 %6,023 %491,092 %2,346 %3,388 %2,476 %4,969 %5,993 %501,120 %2,368 %3,393 %2,497 %4,960 %5,963 %511,148 %2,390 %3,397 %2,517 %4,951 %5,935 %521,175 %2,411 %3,402 %2,536 %4,943 %5,908 %531,200 %2,431 %3,406 %2,554 %4,935 %5,882 %541,225 %2,451 %3,410 %2,572 %4,927 %5,856 %551,250 %2,471 %3,414 %2,590 %4,920 %5,832 %561,273 %2,490 %3,417 %2,607 %4,913 %5,808 %571,296 %2,508 %3,421 %2,624 %4,906 %5,786 %581,317 %2,526 %3,424 %2,640 %4,899 %5,763 %591,339 %2,543 %3,427 %2,655 %4,892 %5,742 %601,359 %2,560 %3,430 %2,670 %4,886 %5,722 %611,379 %2,577 %3,433 %2,685 %4,880 %5,702 %621,399 %2,593 %3,436 %2,699 %4,874 %5,682 %631,417 %2,608 %3,439 %2,713 %4,868 %5,663 %641,435 %2,623 %3,441 %2,727 %4,862 %5,645 %651,453 %2,638 %3,444 %2,740 %4,857 %5,628 %661,470 %2,652 %3,446 %2,753 %4,852 %5,611 %671,487 %2,666 %3,449 %2,765 %4,846 %5,594 %

681,503 %2,679 %3,451 %2,777 %4,841 %5,578 %691,519 %2,692 %3,453 %2,789 %4,837 %5,562 %701,534 %2,705 %3,455 %2,800 %4,832 %5,547 %711,549 %2,718 %3,457 %2,811 %4,827 %5,532 %721,563 %2,730 %3,460 %2,822 %4,823 %5,518 %731,577 %2,742 %3,461 %2,832 %4,818 %5,504 %741,591 %2,753 %3,463 %2,843 %4,814 %5,490 %751,604 %2,764 %3,465 %2,853 %4,810 %5,477 %761,617 %2,775 %3,467 %2,862 %4,806 %5,464 %771,630 %2,786 %3,469 %2,872 %4,802 %5,452 %781,643 %2,796 %3,471 %2,881 %4,798 %5,439 %791,655 %2,806 %3,472 %2,890 %4,794 %5,427 %801,666 %2,816 %3,474 %2,899 %4,791 %5,416 %811,678 %2,826 %3,475 %2,907 %4,787 %5,404 %821,689 %2,835 %3,477 %2,916 %4,783 %5,393 %831,700 %2,844 %3,478 %2,924 %4,780 %5,383 %841,710 %2,853 %3,480 %2,932 %4,777 %5,372 %851,721 %2,862 %3,481 %2,940 %4,774 %5,362 %861,731 %2,870 %3,483 %2,947 %4,770 %5,352 %871,741 %2,879 %3,484 %2,955 %4,767 %5,342 %881,751 %2,887 %3,485 %2,962 %4,764 %5,332 %891,760 %2,895 %3,487 %2,969 %4,761 %5,323 %901,770 %2,903 %3,488 %2,976 %4,758 %5,314 %911,779 %2,910 %3,489 %2,983 %4,756 %5,305 %921,787 %2,918 %3,490 %2,990 %4,753 %5,296 %931,796 %2,925 %3,492 %2,996 %4,750 %5,287 %941,805 %2,932 %3,493 %3,003 %4,747 %5,279 %951,813 %2,939 %3,494 %3,009 %4,745 %5,271 %961,821 %2,946 %3,495 %3,015 %4,742 %5,263 %971,829 %2,953 %3,496 %3,021 %4,740 %5,255 %981,837 %2,959 %3,497 %3,027 %4,737 %5,247 %991,845 %2,966 %3,498 %3,033 %4,735 %5,239 %1001,852 %2,972 %3,499 %3,038 %4,733 %5,232 %1011,860 %2,978 %3,500 %3,044 %4,730 %5,225 %1021,867 %2,984 %3,501 %3,049 %4,728 %5,218 %1031,874 %2,990 %3,502 %3,055 %4,726 %5,211 % 1041,881 %2,996 %3,503 %3,060 %4,724 %5,204 %1051,888 %3,002 %3,504 %3,065 %4,721 %5,197 %1061,894 %3,007 %3,505 %3,070 %4,719 %5,190 %1071,901 %3,013 %3,506 %3,075 %4,717 %5,184 %1081,907 %3,018 %3,507 %3,080 %4,715 %5,178 %1091,914 %3,024 %3,508 %3,085 %4,713 %5,171 %1101,920 %3,029 %3,508 %3,089 %4,711 %5,165 %1111,926 %3,034 %3,509 %3,094 %4,709 %5,159 %1121,932 %3,039 %3,510 %3,098 %4,708 %5,153 %1131,938 %3,044 %3,511 %3,103 %4,706 %5,148 %1141,944 %3,049 %3,512 %3,107 %4,704 %5,142 %1151,949 %3,054 %3,512 %3,112 %4,702 %5,136 %1161,955 %3,058 %3,513 %3,116 %4,700 %5,131 %1171,961 %3,063 %3,514 %3,120 %4,699 %5,125 %1181,966 %3,068 %3,515 %3,124 %4,697 %5,120 %1191,971 %3,072 %3,515 %3,128 %4,695 %5,115 %1201,976 %3,076 %3,516 %3,132 %4,694 %5,110 %1211,982 %3,081 %3,517 %3,136 %4,692 %5,105 %1221,987 %3,085 %3,517 %3,139 %4,691 %5,100 %1231,992 %3,089 %3,518 %3,143 %4,689 %5,095 %1241,997 %3,093 %3,519 %3,147 %4,687 %5,090 %1252,001 %3,097 %3,519 %3,150 %4,686 %5,085 %1262,006 %3,101 %3,520 %3,154 %4,685 %5,081 %1272,011 %3,105 %3,521 %3,158 %4,683 %5,076 %1282,015 %3,109 %3,521 %3,161 %4,682 %5,071 %1292,020 %3,113 %3,522 %3,164 %4,680 %5,067 %1302,024 %3,117 %3,522 %3,168 %4,679 %5,063 %1312,029 %3,120 %3,523 %3,171 %4,677 %5,058 %1322,033 %3,124 %3,524 %3,174 %4,676 %5,054 %1332,037 %3,127 %3,524 %3,177 %4,675 %5,050 %1342,041 %3,131 %3,525 %3,181 %4,673 %5,046 %1352,046 %3,134 %3,525 %3,184 %4,672 %5,042 %1362,050 %3,138 %3,526 %3,187 %4,671 %5,038 %1372,054 %3,141 %3,526 %3,190 %4,670 %5,034 %1382,058 %3,145 %3,527 %3,193 %4,668 %5,030 %1392,061 %3,148 %3,528 %3,196 %4,667 %5,026 %

1402,065 %3,151 %3,528 %3,199 %4,666 %5,022 %1412,069 %3,154 %3,529 %3,201 %4,665 %5,019 %1422,073 %3,157 %3,529 %3,204 %4,664 %5,015 %1432,076 %3,160 %3,530 %3,207 %4,663 %5,011 %1442,080 %3,164 %3,530 %3,210 %4,661 %5,008 %1452,084 %3,167 %3,531 %3,212 %4,660 %5,004 %1462,087 %3,169 %3,531 %3,215 %4,659 %5,001 %1472,091 %3,172 %3,531 %3,218 %4,658 %4,997 %1482,094 %3,175 %3,532 %3,220 %4,657 %4,994 %1492,098 %3,178 %3,532 %3,223 %4,656 %4,991 %1502,101 %3,181 %3,533 %3,225 %4,655 %4,987 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand10,421 %4,214 %6,851 %0,324 %1,649 %4,498 %20,825 %4,815 %7,281 %0,357 %2,086 %5,254 %31,048 %5,271 %7,355 %0,389 %2,338 %5,677 %41,166 %5,644 %7,362 %0,419 %2,436 %6,007 %51,242 %5,925 %7,353 %0,448 %2,476 %6,323 %61,301 %6,144 %7,355 %0,477 %2,501 %6,636 %71,350 %6,318 %7,371 %0,505 %2,522 %6,937 %81,391 %6,459 %7,402 %0,531 %2,537 %7,215 %91,428 %6,578 %7,448 %0,557 %2,550 %7,467 %101,460 %6,687 %7,511 %0,581 %2,569 %7,691 %111,490 %6,766 %7,589 %0,626 %2,580 %7,886 %121,519 %6,817 %7,676 %0,689 %2,584 %8,051 %131,550 %6,846 %7,764 %0,762 %2,585 %8,186 %141,584 %6,861 %7,849 %0,841 %2,585 %8,291 %151,623 %6,864 %7,928 %0,922 %2,585 %8,364 %161,666 %6,859 %7,996 %1,004 %2,585 %8,406 %171,713 %6,847 %8,053 %1,086 %2,588 %8,422 %181,761 %6,830 %8,095 %1,165 %2,593 %8,418 %191,810 %6,810 %8,121 %1,243 %2,600 %8,398 %201,859 %6,787 %8,128 %1,317 %2,610 %8,366 %211,908 %6,762 %8,116 %1,390 %2,624 %8,325 %221,955 %6,736 %8,087 %1,459 %2,639 %8,278 % 232,001 %6,710 %8,046 %1,525 %2,656 %8,226 %242,046 %6,682 %7,996 %1,589 %2,674 %8,170 %252,090 %6,655 %7,938 %1,649 %2,693 %8,112 %262,132 %6,628 %7,875 %1,707 %2,712 %8,053 %272,172 %6,602 %7,808 %1,763 %2,731 %7,994 %282,211 %6,575 %7,740 %1,816 %2,750 %7,934 %292,248 %6,550 %7,670 %1,866 %2,769 %7,875 %302,284 %6,524 %7,600 %1,914 %2,788 %7,817 %312,319 %6,500 %7,530 %1,960 %2,806 %7,761 %322,352 %6,476 %7,460 %2,004 %2,825 %7,705 %332,384 %6,453 %7,392 %2,046 %2,842 %7,651 %342,414 %6,430 %7,326 %2,086 %2,859 %7,599 %352,444 %6,409 %7,261 %2,125 %2,876 %7,548 %362,472 %6,388 %7,198 %2,162 %2,892 %7,499 %372,499 %6,367 %7,137 %2,197 %2,908 %7,451 %382,525 %6,348 %7,077 %2,230 %2,923 %7,406 %392,549 %6,329 %7,020 %2,263 %2,938 %7,361 %402,573 %6,311 %6,965 %2,294 %2,952 %7,319 %412,596 %6,293 %6,911 %2,323 %2,966 %7,278 %422,618 %6,276 %6,860 %2,352 %2,979 %7,238 %432,639 %6,260 %6,810 %2,379 %2,992 %7,200 %442,660 %6,244 %6,762 %2,405 %3,004 %7,164 %452,679 %6,228 %6,716 %2,430 %3,016 %7,128 %462,698 %6,214 %6,672 %2,455 %3,028 %7,094 %472,717 %6,199 %6,629 %2,478 %3,039 %7,062 %482,734 %6,186 %6,588 %2,500 %3,050 %7,030 %492,751 %6,172 %6,548 %2,522 %3,061 %7,000 %502,767 %6,160 %6,510 %2,543 %3,071 %6,970 %512,783 %6,147 %6,473 %2,563 %3,081 %6,942 %522,798 %6,135 %6,437 %2,582 %3,090 %6,915 %532,813 %6,124 %6,403 %2,601 %3,099 %6,888 %542,827 %6,113 %6,370 %2,619 %3,108 %6,863 %552,841 %6,102 %6,338 %2,636 %3,117 %6,839 %562,854 %6,091 %6,307 %2,653 %3,125 %6,815 %572,867 %6,081 %6,277 %2,669 %3,133 %6,792 %582,879 %6,071 %6,248 %2,685 %3,141 %6,770 %

592,891 %6,062 %6,220 %2,700 %3,148 %6,748 %602,903 %6,053 %6,193 %2,715 %3,156 %6,728 %612,914 %6,044 %6,167 %2,729 %3,163 %6,708 %622,925 %6,035 %6,142 %2,743 %3,170 %6,688 %632,935 %6,027 %6,117 %2,757 %3,176 %6,669 %642,945 %6,019 %6,093 %2,770 %3,183 %6,651 %652,955 %6,011 %6,070 %2,782 %3,189 %6,633 %662,965 %6,003 %6,048 %2,795 %3,195 %6,616 %672,974 %5,996 %6,026 %2,806 %3,201 %6,599 %682,984 %5,988 %6,005 %2,818 %3,207 %6,583 %692,992 %5,981 %5,985 %2,829 %3,213 %6,568 %703,001 %5,974 %5,965 %2,840 %3,218 %6,552 %713,009 %5,968 %5,946 %2,851 %3,223 %6,537 %723,017 %5,961 %5,927 %2,861 %3,229 %6,523 %733,025 %5,955 %5,908 %2,871 %3,234 %6,509 %743,033 %5,949 %5,891 %2,881 %3,239 %6,495 %753,041 %5,943 %5,873 %2,890 %3,243 %6,482 %763,048 %5,937 %5,857 %2,900 %3,248 %6,469 %773,055 %5,931 %5,840 %2,909 %3,253 %6,456 %783,062 %5,926 %5,824 %2,918 %3,257 %6,444 %793,069 %5,921 %5,809 %2,926 %3,261 %6,432 %803,075 %5,915 %5,793 %2,935 %3,266 %6,420 %813,082 %5,910 %5,779 %2,943 %3,270 %6,409 %823,088 %5,905 %5,764 %2,951 %3,274 %6,398 %833,094 %5,900 %5,750 %2,959 %3,278 %6,387 %843,100 %5,895 %5,736 %2,966 %3,281 %6,376 %853,106 %5,891 %5,723 %2,974 %3,285 %6,366 %863,112 %5,886 %5,710 %2,981 %3,289 %6,356 %873,117 %5,882 %5,697 %2,988 %3,292 %6,346 %883,123 %5,878 %5,684 %2,995 %3,296 %6,336 %893,128 %5,873 %5,672 %3,002 %3,299 %6,327 %903,133 %5,869 %5,660 %3,008 %3,303 %6,318 %913,139 %5,865 %5,648 %3,015 %3,306 %6,309 %923,144 %5,861 %5,637 %3,021 %3,309 %6,300 %933,148 %5,857 %5,626 %3,027 %3,312 %6,291 %943,153 %5,853 %5,615 %3,033 %3,315 %6,283 % 953,158 %5,850 %5,604 %3,039 %3,318 %6,275 %963,163 %5,846 %5,594 %3,045 %3,321 %6,266 %973,167 %5,842 %5,583 %3,051 %3,324 %6,258 %983,171 %5,839 %5,573 %3,056 %3,327 %6,251 %993,176 %5,836 %5,563 %3,062 %3,330 %6,243 %1003,180 %5,832 %5,554 %3,067 %3,332 %6,236 %1013,184 %5,829 %5,544 %3,072 %3,335 %6,228 %1023,188 %5,826 %5,535 %3,078 %3,337 %6,221 %1033,192 %5,822 %5,526 %3,083 %3,340 %6,214 %1043,196 %5,819 %5,517 %3,088 %3,343 %6,207 %1053,200 %5,816 %5,508 %3,093 %3,345 %6,201 %1063,204 %5,813 %5,499 %3,097 %3,347 %6,194 %1073,207 %5,810 %5,491 %3,102 %3,350 %6,187 %1083,211 %5,808 %5,483 %3,107 %3,352 %6,181 %1093,215 %5,805 %5,475 %3,111 %3,354 %6,175 %1103,218 %5,802 %5,467 %3,116 %3,357 %6,169 %1113,222 %5,799 %5,459 %3,120 %3,359 %6,163 %1123,225 %5,797 %5,451 %3,124 %3,361 %6,157 %1133,228 %5,794 %5,444 %3,128 %3,363 %6,151 %1143,231 %5,791 %5,436 %3,132 %3,365 %6,145 %1153,235 %5,789 %5,429 %3,137 %3,367 %6,139 %1163,238 %5,786 %5,422 %3,141 %3,369 %6,134 %1173,241 %5,784 %5,415 %3,144 %3,371 %6,128 %1183,244 %5,781 %5,408 %3,148 %3,373 %6,123 %1193,247 %5,779 %5,401 %3,152 %3,375 %6,118 %1203,250 %5,777 %5,394 %3,156 %3,377 %6,113 %1213,253 %5,774 %5,388 %3,159 %3,379 %6,108 %1223,256 %5,772 %5,381 %3,163 %3,380 %6,103 %1233,258 %5,770 %5,375 %3,167 %3,382 %6,098 %1243,261 %5,768 %5,368 %3,170 %3,384 %6,093 %1253,264 %5,766 %5,362 %3,174 %3,386 %6,088 %1263,266 %5,764 %5,356 %3,177 %3,387 %6,083 %1273,269 %5,761 %5,350 %3,180 %3,389 %6,079 %1283,272 %5,759 %5,344 %3,184 %3,391 %6,074 %1293,274 %5,757 %5,339 %3,187 %3,392 %6,070 %1303,277 %5,755 %5,333 %3,190 %3,394 %6,065 %

1313,279 %5,753 %5,327 %3,193 %3,396 %6,061 %1323,282 %5,752 %5,322 %3,196 %3,397 %6,057 %1333,284 %5,750 %5,316 %3,199 %3,399 %6,053 %1343,286 %5,748 %5,311 %3,202 %3,400 %6,049 %1353,289 %5,746 %5,306 %3,205 %3,402 %6,044 %1363,291 %5,744 %5,300 %3,208 %3,403 %6,040 %1373,293 %5,742 %5,295 %3,211 %3,404 %6,036 %1383,295 %5,741 %5,290 %3,214 %3,406 %6,033 %1393,298 %5,739 %5,285 %3,216 %3,407 %6,029 %1403,300 %5,737 %5,280 %3,219 %3,409 %6,025 %1413,302 %5,735 %5,275 %3,222 %3,410 %6,021 %1423,304 %5,734 %5,271 %3,225 %3,411 %6,018 %1433,306 %5,732 %5,266 %3,227 %3,413 %6,014 %1443,308 %5,731 %5,261 %3,230 %3,414 %6,010 %1453,310 %5,729 %5,257 %3,232 %3,415 %6,007 %1463,312 %5,727 %5,252 %3,235 %3,417 %6,003 %1473,314 %5,726 %5,248 %3,237 %3,418 %6,000 %1483,316 %5,724 %5,243 %3,240 %3,419 %5,997 %1493,318 %5,723 %5,239 %3,242 %3,420 %5,993 %1503,320 %5,721 %5,235 %3,244 %3,421 %5,990 %Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won111,236 %2,117 %1,922 %7,776 %0,461 %1,491 %29,864 %2,189 %2,496 %8,041 %0,879 %1,677 %38,865 %2,288 %2,819 %8,135 %1,083 %1,733 %48,431 %2,386 %3,008 %8,144 %1,271 %1,751 %58,320 %2,472 %3,157 %8,132 %1,421 %1,751 %68,408 %2,545 %3,293 %8,114 %1,509 %1,744 %78,623 %2,610 %3,417 %8,097 %1,559 %1,748 %88,946 %2,671 %3,528 %8,087 %1,587 %1,764 %99,318 %2,730 %3,630 %8,079 %1,602 %1,776 %109,717 %2,788 %3,716 %8,074 %1,609 %1,768 %1110,023 %2,846 %3,793 %8,077 %1,612 %1,738 %1210,231 %2,902 %3,863 %8,083 %1,614 %1,695 %1310,364 %2,957 %3,926 %8,087 %1,617 %1,648 % 1410,437 %3,010 %3,984 %8,084 %1,622 %1,603 %1510,466 %3,061 %4,041 %8,068 %1,631 %1,565 %1610,458 %3,110 %4,096 %8,036 %1,643 %1,534 %1710,423 %3,157 %4,150 %7,992 %1,660 %1,513 %1810,367 %3,201 %4,198 %7,938 %1,680 %1,502 %1910,294 %3,244 %4,240 %7,877 %1,706 %1,502 %2010,210 %3,284 %4,274 %7,812 %1,735 %1,512 %2110,116 %3,323 %4,299 %7,744 %1,769 %1,533 %2210,016 %3,359 %4,315 %7,674 %1,806 %1,562 %239,912 %3,394 %4,325 %7,603 %1,845 %1,596 %249,806 %3,427 %4,330 %7,532 %1,885 %1,634 %259,700 %3,459 %4,331 %7,462 %1,926 %1,674 %269,593 %3,489 %4,329 %7,392 %1,966 %1,716 %279,487 %3,518 %4,324 %7,324 %2,006 %1,758 %289,383 %3,546 %4,317 %7,258 %2,046 %1,801 %299,282 %3,572 %4,309 %7,194 %2,085 %1,843 %309,183 %3,597 %4,299 %7,131 %2,122 %1,885 %319,086 %3,621 %4,289 %7,071 %2,159 %1,926 %328,993 %3,644 %4,278 %7,012 %2,194 %1,966 %338,903 %3,666 %4,266 %6,956 %2,229 %2,005 %348,816 %3,687 %4,254 %6,901 %2,262 %2,043 %358,732 %3,707 %4,242 %6,849 %2,294 %2,080 %368,652 %3,726 %4,230 %6,798 %2,325 %2,116 %378,574 %3,744 %4,218 %6,750 %2,355 %2,150 %388,499 %3,762 %4,206 %6,703 %2,384 %2,184 %398,428 %3,779 %4,194 %6,659 %2,412 %2,216 %408,359 %3,795 %4,182 %6,615 %2,438 %2,247 %418,293 %3,811 %4,171 %6,574 %2,464 %2,277 %428,229 %3,826 %4,159 %6,534 %2,489 %2,305 %438,168 %3,840 %4,148 %6,496 %2,513 %2,333 %448,109 %3,854 %4,138 %6,459 %2,536 %2,360 %458,053 %3,867 %4,127 %6,424 %2,558 %2,386 %467,999 %3,880 %4,117 %6,390 %2,579 %2,411 %477,947 %3,893 %4,107 %6,357 %2,600 %2,435 %487,896 %3,905 %4,098 %6,325 %2,619 %2,458 %497,848 %3,916 %4,088 %6,295 %2,638 %2,480 %507,802 %3,927 %4,079 %6,266 %2,657 %2,501 %517,757 %3,938 %4,070 %6,238 %2,675 %2,522 %

527,714 %3,948 %4,062 %6,210 %2,692 %2,542 %537,672 %3,958 %4,054 %6,184 %2,708 %2,562 %547,632 %3,968 %4,046 %6,159 %2,724 %2,580 %557,593 %3,977 %4,038 %6,134 %2,740 %2,598 %567,556 %3,986 %4,030 %6,111 %2,755 %2,616 %577,520 %3,995 %4,023 %6,088 %2,769 %2,633 %587,485 %4,004 %4,016 %6,066 %2,783 %2,649 %597,451 %4,012 %4,009 %6,044 %2,797 %2,665 %607,419 %4,020 %4,003 %6,024 %2,810 %2,680 %617,387 %4,027 %3,996 %6,004 %2,823 %2,695 %627,357 %4,035 %3,990 %5,984 %2,835 %2,710 %637,327 %4,042 %3,984 %5,966 %2,847 %2,724 %647,298 %4,049 %3,978 %5,947 %2,859 %2,737 %657,270 %4,056 %3,972 %5,930 %2,870 %2,750 %667,243 %4,062 %3,967 %5,913 %2,881 %2,763 %677,217 %4,069 %3,961 %5,896 %2,892 %2,775 %687,192 %4,075 %3,956 %5,880 %2,902 %2,787 %697,167 %4,081 %3,951 %5,864 %2,912 %2,799 %707,143 %4,087 %3,946 %5,849 %2,922 %2,810 %717,120 %4,093 %3,941 %5,834 %2,931 %2,821 %727,097 %4,098 %3,936 %5,820 %2,941 %2,832 %737,075 %4,104 %3,932 %5,806 %2,949 %2,843 %747,054 %4,109 %3,927 %5,792 %2,958 %2,853 %757,033 %4,114 %3,923 %5,779 %2,967 %2,863 %767,013 %4,119 %3,919 %5,766 %2,975 %2,872 %776,993 %4,124 %3,915 %5,753 %2,983 %2,882 %786,974 %4,129 %3,910 %5,741 %2,991 %2,891 %796,955 %4,134 %3,907 %5,729 %2,999 %2,900 %806,937 %4,138 %3,903 %5,717 %3,006 %2,909 %816,919 %4,143 %3,899 %5,706 %3,013 %2,917 %826,901 %4,147 %3,895 %5,695 %3,021 %2,925 %836,884 %4,151 %3,892 %5,684 %3,027 %2,933 %846,868 %4,155 %3,888 %5,674 %3,034 %2,941 %856,852 %4,159 %3,885 %5,663 %3,041 %2,949 %866,836 %4,163 %3,882 %5,653 %3,047 %2,957 %876,820 %4,167 %3,878 %5,643 %3,054 %2,964 %886,805 %4,171 %3,875 %5,634 %3,060 %2,971 %896,790 %4,175 %3,872 %5,624 %3,066 %2,978 % 906,776 %4,178 %3,869 %5,615 %3,072 %2,985 %916,762 %4,182 %3,866 %5,606 %3,078 %2,992 %926,748 %4,185 %3,863 %5,597 %3,083 %2,998 %936,735 %4,189 %3,860 %5,589 %3,089 %3,005 %946,721 %4,192 %3,858 %5,580 %3,094 %3,011 %956,709 %4,195 %3,855 %5,572 %3,100 %3,017 %966,696 %4,198 %3,852 %5,564 %3,105 %3,023 %976,683 %4,201 %3,850 %5,556 %3,110 %3,029 %986,671 %4,205 %3,847 %5,548 %3,115 %3,035 %996,659 %4,207 %3,845 %5,541 %3,120 %3,041 %1006,648 %4,210 %3,842 %5,533 %3,125 %3,046 %1016,636 %4,213 %3,840 %5,526 %3,129 %3,052 %1026,625 %4,216 %3,837 %5,519 %3,134 %3,057 %1036,614 %4,219 %3,835 %5,512 %3,138 %3,062 %1046,603 %4,222 %3,833 %5,505 %3,143 %3,068 %1056,593 %4,224 %3,831 %5,498 %3,147 %3,073 %1066,582 %4,227 %3,828 %5,492 %3,151 %3,078 %1076,572 %4,229 %3,826 %5,485 %3,156 %3,083 %1086,562 %4,232 %3,824 %5,479 %3,160 %3,087 %1096,553 %4,234 %3,822 %5,473 %3,164 %3,092 %1106,543 %4,237 %3,820 %5,466 %3,168 %3,097 %1116,533 %4,239 %3,818 %5,460 %3,172 %3,101 %1126,524 %4,241 %3,816 %5,454 %3,175 %3,106 %1136,515 %4,244 %3,814 %5,449 %3,179 %3,110 %1146,506 %4,246 %3,812 %5,443 %3,183 %3,114 %1156,497 %4,248 %3,811 %5,437 %3,186 %3,118 %1166,489 %4,250 %3,809 %5,432 %3,190 %3,123 %1176,480 %4,252 %3,807 %5,426 %3,193 %3,127 %1186,472 %4,255 %3,805 %5,421 %3,197 %3,131 %1196,464 %4,257 %3,803 %5,416 %3,200 %3,135 %1206,456 %4,259 %3,802 %5,411 %3,204 %3,138 %1216,448 %4,261 %3,800 %5,406 %3,207 %3,142 %1226,440 %4,263 %3,798 %5,401 %3,210 %3,146 %1236,432 %4,264 %3,797 %5,396 %3,213 %3,150 %1246,425 %4,266 %3,795 %5,391 %3,216 %3,153 %1256,417 %4,268 %3,794 %5,386 %3,219 %3,157 %1266,410 %4,270 %3,792 %5,382 %3,222 %3,160 %1276,403 %4,272 %3,791 %5,377 %3,225 %3,164 %

1286,396 %4,274 %3,789 %5,372 %3,228 %3,167 %1296,389 %4,275 %3,788 %5,368 %3,231 %3,171 %1306,382 %4,277 %3,786 %5,364 %3,234 %3,174 %1316,375 %4,279 %3,785 %5,359 %3,237 %3,177 %1326,368 %4,281 %3,783 %5,355 %3,240 %3,180 %1336,362 %4,282 %3,782 %5,351 %3,242 %3,183 %1346,355 %4,284 %3,781 %5,347 %3,245 %3,187 %1356,349 %4,285 %3,779 %5,343 %3,248 %3,190 %1366,343 %4,287 %3,778 %5,339 %3,250 %3,193 %1376,337 %4,289 %3,777 %5,335 %3,253 %3,196 %1386,330 %4,290 %3,775 %5,331 %3,255 %3,199 %1396,324 %4,292 %3,774 %5,327 %3,258 %3,201 %1406,319 %4,293 %3,773 %5,323 %3,260 %3,204 %1416,313 %4,295 %3,772 %5,320 %3,263 %3,207 %1426,307 %4,296 %3,770 %5,316 %3,265 %3,210 %1436,301 %4,297 %3,769 %5,312 %3,267 %3,213 %1446,296 %4,299 %3,768 %5,309 %3,270 %3,215 %1456,290 %4,300 %3,767 %5,305 %3,272 %3,218 %1466,285 %4,302 %3,766 %5,302 %3,274 %3,220 %1476,279 %4,303 %3,765 %5,298 %3,276 %3,223 %1486,274 %4,304 %3,764 %5,295 %3,278 %3,226 %1496,269 %4,306 %3,762 %5,292 %3,281 %3,228 %1506,264 %4,307 %3,761 %5,288 %3,283 %3,231 %Term to maturity (in years)Turkish liraUS dollarYen121,637 %0,440 %-0,079 %223,211 %0,835 %-0,076 %324,354 %1,077 %-0,082 %425,019 %1,185 %-0,072 %525,350 %1,276 %-0,064 %625,393 %1,332 %-0,049 %725,218 %1,383 %-0,034 %824,908 %1,433 %-0,013 %924,586 %1,461 %0,010 %1024,271 %1,495 %0,033 %1123,956 %1,523 %0,055 %1223,635 %1,545 %0,079 %1323,306 %1,566 %0,105 % 1422,966 %1,588 %0,133 %1522,615 %1,607 %0,160 %1622,253 %1,624 %0,187 %1721,879 %1,638 %0,214 %1821,497 %1,650 %0,240 %1921,106 %1,659 %0,266 %2020,710 %1,666 %0,291 %2120,310 %1,669 %0,316 %2219,910 %1,671 %0,339 %2319,512 %1,672 %0,360 %2419,117 %1,673 %0,379 %2518,728 %1,674 %0,393 %2618,347 %1,676 %0,405 %2717,975 %1,675 %0,417 %2817,613 %1,670 %0,431 %2917,263 %1,659 %0,451 %3016,924 %1,641 %0,477 %3116,598 %1,616 %0,512 %3216,284 %1,585 %0,552 %3315,983 %1,552 %0,597 %3415,694 %1,519 %0,644 %3515,418 %1,486 %0,694 %3615,153 %1,454 %0,745 %3714,899 %1,426 %0,796 %3814,657 %1,400 %0,847 %3914,425 %1,377 %0,898 %4014,203 %1,358 %0,949 %4113,991 %1,342 %0,999 %4213,788 %1,330 %1,048 %4313,594 %1,321 %1,096 %4413,408 %1,316 %1,142 %4513,229 %1,313 %1,188 %4613,059 %1,315 %1,232 %4712,895 %1,319 %1,275 %4812,738 %1,327 %1,317 %4912,587 %1,338 %1,358 %5012,442 %1,352 %1,398 %5112,303 %1,369 %1,436 % 5212,169 %1,389 %1,473 %5312,040 %1,411 %1,509 %5411,916 %1,434 %1,544 %5511,796 %1,458 %1,578 %5611,681 %1,484 %1,611 %5711,570 %1,510 %1,642 %5811,463 %1,536 %1,673 %5911,359 %1,562 %1,703 %6011,259 %1,589 %1,732 %6111,162 %1,616 %1,760 %6211,069 %1,642 %1,788 %6310,978 %1,668 %1,814 %6410,891 %1,694 %1,840 %6510,806 %1,720 %1,865 %6610,723 %1,745 %1,889 %6710,644 %1,770 %1,913 %6810,566 %1,794 %1,936 %6910,491 %1,818 %1,958 %7010,418 %1,841 %1,980 %7110,347 %1,864 %2,001 %7210,279 %1,887 %2,022 %7310,212 %1,909 %2,042 %7410,147 %1,931 %2,061 %7510,083 %1,952 %2,080 %7610,022 %1,973 %2,099 %779,962 %1,993 %2,117 %789,904 %2,013 %2,134 %799,847 %2,032 %2,151 %809,791 %2,051 %2,168 %819,737 %2,070 %2,184 %829,685 %2,088 %2,200 %839,633 %2,106 %2,216 %849,583 %2,123 %2,231 %859,534 %2,140 %2,246 %869,486 %2,157 %2,260 %879,440 %2,173 %2,274 %889,394 %2,189 %2,288 %899,349 %2,205 %2,302 %

909,306 %2,220 %2,315 %919,263 %2,235 %2,328 %929,222 %2,249 %2,341 %939,181 %2,264 %2,353 %949,141 %2,278 %2,365 %959,102 %2,292 %2,377 %969,064 %2,305 %2,389 %979,027 %2,318 %2,400 %988,990 %2,331 %2,411 %998,954 %2,344 %2,422 %1008,919 %2,356 %2,433 %1018,885 %2,369 %2,443 %1028,851 %2,381 %2,454 %1038,818 %2,392 %2,464 %1048,786 %2,404 %2,474 %1058,754 %2,415 %2,483 %1068,723 %2,426 %2,493 %1078,692 %2,437 %2,502 %1088,662 %2,448 %2,511 %1098,633 %2,458 %2,521 %1108,604 %2,469 %2,529 %1118,576 %2,479 %2,538 %1128,548 %2,489 %2,547 %1138,520 %2,499 %2,555 %1148,493 %2,508 %2,563 %1158,467 %2,518 %2,571 %1168,441 %2,527 %2,579 %1178,416 %2,536 %2,587 %1188,391 %2,545 %2,595 %1198,366 %2,554 %2,602 %1208,342 %2,562 %2,610 %1218,318 %2,571 %2,617 %1228,295 %2,579 %2,624 %1238,272 %2,588 %2,632 %1248,249 %2,596 %2,638 %1258,227 %2,604 %2,645 %1268,205 %2,612 %2,652 %1278,183 %2,619 %2,659 % 1288,162 %2,627 %2,665 %1298,141 %2,635 %2,672 %1308,120 %2,642 %2,678 %1318,100 %2,649 %2,684 %1328,080 %2,656 %2,690 %1338,061 %2,663 %2,697 %1348,041 %2,670 %2,703 %1358,022 %2,677 %2,708 %1368,004 %2,684 %2,714 %1377,985 %2,691 %2,720 %1387,967 %2,697 %2,726 %1397,949 %2,704 %2,731 %1407,931 %2,710 %2,737 %1417,914 %2,716 %2,742 %1427,897 %2,723 %2,747 %1437,880 %2,729 %2,753 %1447,863 %2,735 %2,758 %1457,846 %2,741 %2,763 %1467,830 %2,746 %2,768 %1477,814 %2,752 %2,773 %1487,798 %2,758 %2,778 %1497,783 %2,764 %2,783 %1507,767 %2,769 %2,787 %

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 RepublicCyprusDenmark10030502302003750380300425144040245524505034954480614525650071554585108265651051093758511490103859513480Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003684152000022942130000203423420001784245300016342564000161426750001584278601016232897020164129108030166429Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland164501504214101102104 3181314023044211516024045241718025046251820026047271921027048282123028049302224129041031222422904Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom123911175002381614201100344181724140044519182816005482019311800650222034200075123223621008512523372300949262338240010482424382400Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012018300001201840000120175000012015600001201570000120148000012015900001201510000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1012010009211801000932280100010433501000105337010001064400100010744101000108839010001095370100010105390101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan10007914200091104300011120440001114045020111504605012150470701416048011016160490170171604100170181604Duration (in years)United States102030405060708090100

1. 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 6172043113225526120527204311322552697138224410722252279249244710922152265651027521132215225526112955117221522522713315712022152252281332571192215225229133257118221522522101334571182215225221114355711822152252212143658118221522522131536581182215225221415365811822152252215153658118221522522161536581182215225221715365811822152252218153658118221522522191536581182215225222015365811822152252221163658118221522522221736581182215225222317365811822152252224183658118221522522251836581182215225222619365811822152252227193658118221522522282136581182215225222921365811822152252230223658118221522522 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 611528511212345351305217305312323653710473183355118233533851419355712023153270252037621232315325886213865127230531531721406612922953053082140651272295305309204064126228529529102041641252285295291120416412522752852812204163124227527527132041631242265275271420416212322552652615194162123225526526161940611222255255251719406112222452552518184061122224525525191940611222255255252019416212322552652621194162123225526526221941621232255265262320416212322552652624204162123226526526252041621232255265262620416212322552652627214162123225526526282141621232255265262922416212322552652630224162123225526526 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 6161943113225526120526194311322552697137224410722252279249244710922152165651026521122215215516112955117221521521712315712022152152181231571192215215219133257118221521521101334571182215215211114355711822152152112143557118221521521131436571182215215211415365711822152152115153657118221521521161536571182215215211715365711822152152118153657118221521521191536571182215215212015365711822152152121163657118221521521221736571182215215212317365711822152152124183657118221521521251836571182215215212619365711822152152127193657118221521521282136571182215215212921365711822152152130223657118221521521 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 61779011318329659612832748711018029359310383789211417729259384847792115178289590702577931181792875885906769412018228658658677694120183284585585875941191812835845849749411817928258358310719211517627957957911699011317427657757712699011217327557657613689011117227457557514689011117227457557515688911117127457557516678911017127357457417678911017127357457418668810917027257357319668710816927257257220658710816927157257221658610716827157157122648510716727057157123638510616726957057024628410516626856956925618310416526756856826608210316426656756727598110216326556656628588010116126456556529577910016026356456430567799159262563563

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 61102347117229530121621225481192315329803142851114228529800416315411722852966351834591202285295576193662125228529529720386412722852952981938641252275285289193963124227528528101940631242275275271120416312422652752712204163124226527527132042631242265275271420426312422652752715214263124226527527162042631242265275271720426312422652752718214263124227527527192142641252275285282021436412522752852821224364125228528528222244651262285295292322446512622852952924224465126228529529252244651262285295292622446512622852952927224465126228529529282244651262285295292922446512522852952930224364125228528528 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 614760841542665671213251648715727057097635670921552705717964597597160271572659562781031642725735736638010716927257357376382108171272572572863821071692715725729628110616727057057010618110516626856956911608110416526756856812598110316426656756713598010116226556556514587910016126456456415577899160263563563165677991602625635631755779815926156256218557697158261561561195476971582605615612054759615726056056021537596157259560560225274951562585595592352739415525755855824517294154257558558255072931542565575572649719215325555655627487091152254555555284869901512535545542947688915025355355330466889150252553553 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 616194211222452512042619421122245259703721431062215227924823461092205216565926511122205215516102854116220521521712305611922052152181231561182205215219123256117220521521101233561172205215211113345711822052152112133557118220521521131435571182205215211414365711822052152115143657118220521521161436571182205215211714355711822052152118143657118220521521191436571182205215212015365711822052152121163657118220521521221736571182205215212317365711822052152124183657118220521521251836571182205215212619365711822052152127193657118220521521282136571182205215212921365711822052152130223657118220521521 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 61824531432435441231282453143243544994392653130240540811410285512123853967151230561112375385636143459105236537537716366198235535535817385992234534534920446287233533533101944618423253353311184359842315325321218436086230531531131843618622953053014184361862295305301518436186228529529161843618622752752717184361862265275271818436186225526526191843618622552652620184361862265265262118436186226526526221843618622552652623184361862255265262418436186224525525251843618622452452426194361862235245242719436186222523523282143618622252352329214361862215225223022436186221522522

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 61849712119130360412922839611918930260210443829711918229759785348297120182294595706581971221832915925946809812418629059059077997124186287588588877961211832855865869759511918128358458410749511817928258258211739411717828058158112729411517627957957913719311417527757857814709211317427657757715699011117227557557516688911017127357457417668810917027257357318668710816927257257219658610716827157257220648610716827057157121638510616726957057022628410516626856956923618310416526756856824608210316426656756725598110216326556656626587910116126456556527577899160263563563285677981592625625622955769715826156156130547596157260560560 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 61567093163275576126725669921622755751028356709315627057184045772951572695696965567398159267568585656731001622655665667567410016326456556585474991612635645649537397159261562562105373971582605615611152739615725956056012527395156259559559135273951562585595591451739415525755855815517294154257558558165072931542565575571749719215325555655618497192153255556556194870911522545555552048709115225455555521487091152254555555224869901512545545542347699015125355455424476889150252553553254668891492525535532645678814925155255227446687148250551551284465861472505505502943658614724955055030426485146248549549 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 613144681382505511238232456913925155210003324769132247547816433487113324554667653450751362445455686345178140243544544734537914224254354383352781402425425429335377138241542542103353771382405415411133547613724054054012325476137239540540133254751362385395391432537413523853853815315374135237538538163052731342365375371730527313423653753718305172133236536536193051721332355365362030517213323653653621305172133236536536223051721332365365362329517213323553653624295172133235536536252951721332355365362629507113223553553527285071132234535535282850711322345355352928497013123453453430274970131233534534 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 6103259520750812012152596208509968325279020550579042730922045046545493595203504549641138100203504504751440103203504504861440102203504504971540101203504504108164010120350450411818411022045055051291840101203504504131019411022045055051410194010120450450415121839100202503503161217389920250250217131738992025025021814173899202502502191418391002025035032015183910020250350321152040100203504504221720401012035045042317213910020350350324182139100202503503251822391002025035032619233910020250350327192441100202503503282124421002025035032921254310020250350330222644100202503503

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 61455882152264565122324558821522645659903466083146260561810447628514725955967254764891502585585656476591153257557557748669215525655755784766911532555565569466690151254555555104666901512535545541146678915025255355312456789149252553553134566881492515525521445668714825055155115446687148250551551164365861472495505501743648514624954954918426485146248549549194263841452485485482042638414524854854821416384145247548548224162841452475485482340628314424654754724406182143246546546253961821432455465462638608114224454554527385980141243544544283758801402435445442936587914024254354330355778139241542542 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 61183154124236537122322134581282405419863254062125240540805429446712924154266853248731342425435626314875137240541541735548014324454454483453791402425435439355579141243544544103757811422445455451139598214324554654612406183144246547547134062831442465475471441628314424754854815416384145247548548164062831442465475471741628314424654754718406283144246547547194061821432465465462040618214324654654621406182143246546546223961821432455465462339618214324554654624396081142245545545253860811422445455452638598014124454454427375980141243544544283758791402435435432936587914024254354330365778139242542542 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 61173054124236537123921932551252375389993213557120235536816422386012323453567552440651262345355676254269131234535535726447013323453553582645701322345355359264670132234535535102747711322345355351127487113223453553512284971132234535535132850711322345355351429507113223453553515295071132234535535162850711322345355351728507113223453553518285071132234535535192850711322345355352028507113223453553521285071132234535535222850711322345355352328497013123353453424274970131233534534252748691302335335332626486913023253353327264768129232532532282547681292315325322925476812923153253230254667128230531531 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 61506386156269569130525366891592725721055357719415727157286346075981602725727155627810316427257360166381107169273574574765831091722735745748648310917127357357396484109170272573573106585109170272573573116586109170272573573126587108169272572572136586108169271572572146486107168270571571156485106167269570570166384106166269570570176284105166268569569186283104165267568568196183104165267568568206082103164266567567216081102163266566566225980101162265566566235880101162264565565245779100161263564564255678991602625635632655779815926156256227547697158260561561285375961572595605602952749515625855955930517394155257558558

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 6181941171873006001297286991221923056051061388102125188302603875489105127190301602729593109134195303604615695112139201304605605797115141204305606606898117142204306607607999119143204307608608101001201442053076086081110012114420530760860812100121143204306607607139912014220330560660614981191412013046056051596118139200302603603169511713819930160260217941151371973006016011892114135196298599599199111313419529759859820901111331932965975972188110131192294595595228710813019129359459423851071281892915925922484105126187290590590258210412518628858958926801021231842865875872779100121182285585585287799120181283584584297697118179281582582307496117178280581581 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 61112448118230531122421427511212335349893183254117232532808420365812123253366952339641252335345636244268130234535535726447013323453553582645701322345355359264670131234535535102647701312345355351127487113223453553512274870131233534534132748701312335345341426486913023253353315264768129232532532162547681292315325321725466712823153153118244667128230531531192446671282305315312024466712823053153121254667128231531531222546671282315315312325466712823053153124244667128230531531252446671282305315312624466712823053153127244567127230531531282445661272305305302923456612722953053030234566127229530530 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 61951081312013146141297296109132202315615105139711213419731261286149911413719931161271551001171422023116116116101118145207310611611710212014620931061161181011211462083106116119101121145206309610610101001201442053086086081199120143204306607607129811914120230460560513961181392003026036031495116137198301601601159311513619729960060016911131341952975985981790111132193295596596188811013119229459559519871081291902935935932086107128189292592592218510612718829159159122831051261872895905902382104125186288589589248110312418528758858825801011231832865875872679100121182285585585277799120181283584584287698119180282583583297597118179281582582307496117178280581581 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 613173303544245368371349285981221923046051091389103125188303603890492107130193304605737595111136197305606619696114140202306606606798116142205306607607899118143205307608608999119143205307608608109912014320430760860811100121144205307608608121011221442053076086081310112314420530760860814102124145206308609609151031241452063096096091610412514620731061061017105126147208311611611181061271482093126126121910612814921031261361320107129150211313614614211071291502113136146142210712814921031361361323106128149210312613613241051271482093116126122510412614720831061161126103124145206309609609271011231442053076086082810012214320430660760729991201412023046056053097119140201303604604

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 6101235106218519122221123510621851998332143699214515801421638101212513663541742103211512557641945107211511511752046109210511511862045107209510510972044106208509509108214410520850850811822441052075085081292244105207508508131023441052085085081411234510520850950915122445106208509509161224451062085095091713244610620951051018142546107209510510191426471082105115112015274810921151251221162748109212512512221728491102125135132317295011121351451424182950111213514514251829501112145145142619305111221451551527203051112214515515282130511122145155152922305211221551651630223152113215516516 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 615164881582705711248252658915927157210093536790153267568824454699215426656668355471961572655665746557299161264565565755739916226356456485574991612635645649547498160262563563105374971582615625621153749615725956056012527395156258559559135172931542575575571449719215325555655615487091152254555555164768891502535535531746678814925255255218456688148251552552194466871482505515512044658614724955055021436586147249550550224264851462485495492342638414524854854824416384145247548548254062831442465475472640618214324654654627396182143245546546283860811422445455452938598014124454454430375980141243544544 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 6111512815122133363413032116129152222335635105731191331552183336348664121136159222333634719512313916522533463463461241421682303346356357126144170233334635635812514417023233363463491251451692313336346341012514516923033263363311125146168229331632632121241451672283306316311312214416522632862962914121142164224327628628151191411622233256266261611713815922032362362317115136157218321621621181131341552163196196191911113215421431761861820109131152213315616616211071291502113136146142210612714820931261261223104125146207310610610241021241452063086096092510012214320430660760726981201412023046056052796118139200302603603289511613719830160160129931151361972996006003091113134195297598598 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 611661792022733856861436217618921228239569511393182196218281396697918418520022328539769775651862032282893976986986187204231293396697697718720523129439569669681862052302923946956959185204229290393693693101842042282893916926921118320422628739069069012181202224285387688688131792002212823856856851417619721927938268368315173194216276379680680161701912132743766776771716718821027137367467418164186207268370671671191611832042653676686682015818020126236466566521155177198259361662662221521741952563586596592314917119225335565665624146168189250352653653251431651862463496506502614016218324434664764727137159180241343644644281341561772383406416412913115317423533763863830129150171232335635635

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 613245691392515521257233467014025255310113344971134249549825435517313624754868353653781392475485746375481143246547547737568214524554654683655811422445455459365580141244544544103556791402435445441135567914024254354312355678139242542542133556781392415425421435567713824154154115345677138240541541163456771382405415411734567713824054154118345677138240541541193456771382405415412035567713824054154121355677138240541541223456771382405415412334567713824054154124345677138240541541253455761372405405402633557613723954054027335576137239540540283354751362395395392932547513623853953930325475136238539539 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 612942661362485491253231446713725055110143344870133248548830436517413624854968853855801412495495796405783145249550550741608614924955055084160861482495505509426186147250550550104363861482505515511144648714825055155112446587148251551551134466871482515515511445668714825055155115446687148250551551164466871482505515511744668714825055155118446687148250551551194466871482505515512045668714825155155121456688148251552552224566871482515515512344668714825055155124446687148250551551254465861472495505502643658614724955055027436485146248549549284264851462485495492941638414524754854830416283144247547547 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 611261391622323456451367212513816123134464411043125139161224339640901412514116422633763874551261431682283376376376126143170232335636636712614417123333463563581251441702323336346349124144168230332633633101241451682293326336331112414516822933163263212123145167228330631631131231441652263296296291412214316422532762862815119141162223325626626161171391602213236246241711513715821932162262218113134156216319620620191111321542143176186182010913015121231561561521106128149210312613613221041261472083106116112310212414520630860960924100122143204306607607259811914020130460460426961171381993016026022793115136197299600600289111313419529759859829891111321932955965963088109130191293594594 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 610133610721952012252215381092215229903519411042195198094722451072195206705925511112195205646112854117220521521712305711922052152181231561182205215219123256118220521521101333561182205215211113345711722052152112133456117219520520131335561172195205201413355611721952052015133456116219520520161334551162185195191713345511621851951918143455116218519519191434551162195195192015355611721952052021163556117220520520221736571182205215212317365711822052152124183657118220521521251936571182205215212619365711822052152127213657118220521521282136571182215215212922365711822152152130223657118221521521

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 613649721422545551245236497214325555610033365073136250551818436527413724854967753753781392475485686395683145248549549737558114424554654684059841462485495499395983145247548548103455781392425435431131527413523853853812284971132234535535132647691302325335331424466712823053153115234465126229529529162143641252275285281720426312422652752718204163124226527527191941621232255265262019416212322552652621204162123225526526221941621232255265262319416212322552652624194162123225526526251941621232255265262619416212322552652627214162122225526526282140611222255255252922406112222452552530224061122224525525 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 6120621924331342572616522203216239309422723135431992142362994147141118419621123429740870993251932092342954037047866189206233295398699699718620423029339469569581812002262883896906909177197221283385686686101741942172793816826821117019121427537767867812166188210270373674674131631842062663696706701415918120226336566666615155177198259361662662161521741952563586596591714917019125235565565518145167188249351652652191421641852463486496492014016118224334664664621137158180240343644644221341561772383406416412313115317423533763863824128150171232334635635251261471682293326326322612314516622732963063027121142163224326627627281181401612223246256252911613715821932262362330114135156217319620620 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 619254810223553612252925481022355369893102850982335348084133354962335346705163959992345355636184263952355365367194463902355365368184362892355365369194564932355365361021486797235536536112250699923553653612245270100235536536132554701012355365361426547110123553653615265571101235536536162655711012355365361726557110123553653618265571101235536536192655711012355365362026557110123553653621265571101236536536222655711012365365362326557110123653653624265571101235536536252655711012355365362626557110123553653627265571101235536536282655711012355355352926557110123453553530265571101234535535 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 610315851974981215215148419649797732514771914927954261578189490658547198018848955364722841884894897592487187488488869238518748848897102385187488488108112485187488488118112485187488488129132485188488488131013248518848848814101425861884894891512142686188489489161216278618848948917131629861894904901814173087189490490191418318719049049020151832881904914912115203488191491491221720358919149249223172136891914924922418213789191492492251822388919149249226192339891914924922719244189191492492282125428919149249229212543891914924923022264489191492492

1. 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 6121421421603003174221421421603452360321523471553621777421626511523621369531829531523541082642031561523418757623335815232472286233460152307606962436631522905151062538651522724421172638661522563841272638661522463351372638661522462951472638661522462611572638661522462461672641661522462461772643661522462461872646661522462461972648661522462462072650661522462462172653661522462462282655661522462462382657661522462462482659661522462462592662661522462462692665681522462462710266770152246246281026697215224624629102672741522462463011267475152246246 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 611123295116832434552132531531703712560312263458165387191941226366116338614735132839631623761160613304165162361936714314266161343770814314268160324644914324471160305546101332457215928646811133245731592684061213324472158252354131231447215825131114123143711572512751511304371157250250161130437015625025017113045701562502501811294770156250250191130507015625025020113053701562502502111305571157251251221130577115725125123123160711572512512412316271157251251251231657115725125126123167711572512512712307073157251251281130727515725125129113075771572512513011307779157251251 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 6121421421603003173221421421603452360311523471543621777421626501523621369521729521523541082642031561523408757523335815232472285233460152307605962436631522905151062537651522724421172538661522553841272638661522463351372638661522462951472638661522462611572638661522462461672641661522462461772643661522462461872646661522462461972648661522462462072650661522462462172653661522462462282655661522462462382657661522462462482659661522462462592662661522462462692665681522462462710266770152246246281026697215224624629102672741522462463011267475152246246 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 617385911122303263393269828810922736825343728593117225386191047084941192213871471569849611921937811626698596121217364939769869612121534777586886971222143286499678697124214310551106483951232103044741162819412220830241012618093121207300358136079921202063003151460799212020629929915607991119205299299165978911192052992991759789011820429829818587790118204298298195877891172032972972057768911720329729721577688116202296296225675871152012952952355748611420029429424547385113199293293255372841121982922922652718311119729129127517082110196290290285069811091952892892949688010819428828830486779107193287287 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 61618254616430332042820264816534823843821305416136517964923335815936613845102536601603581094611273963160344885713304065159328730812304167159310612912314269159293520101231437115827544711123144721582583881212314472158252340131231447215825229914123144721582522651513314472158252252161231447215825225217133144721582522521813324772158252252191332497215825225220133251731592532532114335473159253253221433567315925325323143358741602532532414336174160253253251433637416025325326143366741602532532714336874160253253281433717415925325329143373751592532533014337677159253253

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 614355618320030231952465965862043472374350637195203363178645266761012033641376554698010420435510876557283107204342880757748410920332672685673851102023096109557385112201295519105473851132002944461153728511319929338712527183111197291339135170821101962902981450698110919528928915496880108194288288164867791071932872871747667910719328728718476678106192286286194665781061922852852046657710519128528521456476104190284284224463761041902842842344637510318928328324436274102188282282254261731011872812812641607310118728028027405972100186280280284058719918527927929395873981842782783038577697183277277 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 6111420411593003171211420411593452358311422461543611775411525501513621368521728521513541081631930551513408747522325715132472185233459151307605952335621512895141062437641512724421162537651512553831262537651512453351362537651512452951462537651512452611562538651512452451662541651512452451762543651512452451862546651512452451972548651512452452072550651512452452172553651512452452282555651512452452382557651512452452482559651512452452592562661512452452692564681512452452710256770151245245281025697215124524529102572741522452453011257475152245245 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 610112245178306324620112245178353241931112349172370182141132655169370140151162858168361110662183260167347894732136601663317378523375916531361798304158164295524101134415716327745011103341561632603901293241561622563411383142571612553001483142571602542651583143571592532531683143571582522521783144571572512511883146571572512511983148571572512512083151571572512512183153591572512512283155611572512512383158631562502502493161651562502502593162671552492492693165681552482482710316770154248248281031707315324724729103172751532472473011317476152246246 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 618092981202373333417278919711823637025513769098122229388192247589991242253891481573881001232233801170673891001252213669467728910012421934978087088991252173316549688798126215312556106786981262133074781166859812621230641412658496124210304362136382951232093033181462819312120730130115618092120206300300166078911192052992991759779011820429829818587789117203297297195776881162022962962056758711520129529521557487115201294294225473861142002932932353728511319929229224527183111197291291255170821101962902902650698110919528928927496880108194288288284867791071932872872947667810619228628630466579105191285285 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 6152647192210315334725164709120936525083506372952033831891449637498200384145754964759919837511516496576100197361930749667610119634376684865761021943256429476577104193306545104665771051922874681145647710519128540512456476104190284354134463751031892833111443627510318928328315436274102188282282164261731011872812811742607310118728128118416072100186280280194159721001862802802040597210018628028021405972100186279279224059719918527927923395871991852782782439577098184278278253857699718327727726375669971832762762737557096182276276283655729518127527529355475951812742743034537794180274274 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 612739466718530832662284046681853552435327404872179372183442640507517637314135264152761763641116627435478175350902727445579174334744827445581173316623926445683172297529102645578517228045511264457851712653941225445684170264344132443568417026430314244355831692632681523425583169262262162241548216826226217224153821672612611822415381167261261192241538116726126120224153811672612612122415481167261261222241578116726126123214058811672612612421406181167261261252140648016626026026214066801662602602720396980166260260282039718016625925929203973791652592593019387679165259259 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 61003241412993162201625142344235231193013736017704131133135361136351414351353531078624163813533987272619411353237208262243135306604937244613528951310482648135271441114929501362553821241031491352383341341034491352292941441236491352292601551238481342282311661341481332272271761443501332272271861545521332272271971547541332272272071750561342282282171752581342282282281854601342282282381857611342282282482059641342282282592062661342282282692164681352282282710236769137227227281023687113822722729102471731392272273011257475141227227 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 614153608119930532242415360811993512408340536185193370181843953648819037114035405566891893631109640566792188349897741586893187333741840586994186315621939586996186297528103958709818528045411385770981842783931238576997183277344133756699718327630214375668961822762761536556795181275275163554679518127427417355466941802742741834536694180274274193453659317927327320345365931792732732133526593179273273223352649217827227223325164921782722722432516391177271271253150639017627027026304966901762702702730496889175269269282948718817426826829284773881742672673027467687173267267 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 611326325317130532242172936571753502398319324165172367180742236467117236813945243950741743611103624405175172347893728465681175331738827455682174314619928475886175297527103049618917627945311315063911772713931232516492178271344133251649217827230314335264921782722721533526492178272272163351649217827227217335264921782722721832516391177271271193251639117727127120325163911772712712132516391177271271223150639117727127123315063911772702702431506290176270270253049649017627027026304966891752692692729486989175269269282948718817426826829284774881742672673028477787173267267

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 611325325317130832692142633541723542433315283660168372183341529396416637314125163143661663641115618344569166350901719364771166333743819374874166316623919384977166298529102039517916628045511203952801662623941220395280166260344132139528016626030314213952801662602681521405280166260260162039528016626026017203952801662602601820395280166260260192039528016626026020203952801662602602120395480166260260222039577916525925923203958791652592592419386179165258258251938637816425825826183766781642572572718376877163257257281736717716325725729173673761622562563017357677162256256 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 614558648520332434552496167892063742581351647296204393194645266771012033941499554698110420438511846567283108204370957758758511020435378985775861122043346619587688115204315562105877891172042984821158779011820429841812587789117203297365135776891172032963211456758811620229629615567487115201295295165574861142002942941754738611420029329318547285113199293293195372841121982922922052718411219829229221527183111197291291225170821101962902902350698110919528928924496880108194288288254867801081942872872647667910719328628627466578106192285285284564771051912852852944637710419028428430436280103189283283 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 6176899511623433034312819410012123937625933829510312723539919724829610613123340315285851001121352353951211688104115139236381981790107117142236364810891109120146238345680992111122149239332578109311212415223933349611931121241522383324301292111124152238332376139111012315123733033014901091211492353293291588107120148234328328168710611914723332632617861051171452313253251885103116144230324324198310211514322932232220821011131412273213212180991121402263203202279981101382243183182377961091372233173172476951071352213153152574931051332193133132672911041322183123122771901021302163103102869881011292153083082968869912721330730730668597125211305305 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 61719254716430532272102228501673512407312253357164369181441327376216437013985153042651653611105617334469165347894719364671165331737819374874166313618919384976166296525102038517816627845111203951791652613911220385179165259342131938507916425830114183750781642582661518374977163257257161736487616225625617173648761622562561816354876162256256191635497616225625620173551761622562562117365476162256256221736567616225625623173558761622562562416356176162256256251635637616225625626163566761622552552716356875161255255281635717516125525529153473751612552553015347677161255255

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 619010310913024834434322911041101312493722569391104113137244392194149210611614124239515005931081191422423871188694110121145242373962795112122147241356794895112123149241338666994112124151240334567109311212415223933348711921111231512373314221290109122150236330369138910712014823432832814871061181462323263261585104116144230324324168310211514322932232217821011131412273213211880991121402263193191979981101382243183182078971091372233173172177961081362223163162276941071352213153152374931061342203143142473921051332193123122572911031312173113112671901021302163103102769881011292153093092868871001282143083082967869912721330630630668597125211305305 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 613133253313534705663578281939912123838626743839610412823640520134859910913423540615495871021131372373961223689105116141237381988791108119143238363814892109121146238344682992111122150239332579109311112415123833249711931121241522383324311293112125153239332377139311212515323933333314941131251542393333331595114126154240334334169611512715524133533517971161281562423363361898117129157243337337199911713015824433833820991181301582443383382199118131159245338338229911813015824433833823981171291572433373372497116129157243336336259611512715524133533526951141261542403343342793112125153239333333289211112315123733133129911091221502363303303089108121149235328328 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 61071335152304322220713351523492392317153914736517984171742144366138551820431433571093621021461423438847212224714132772982122349141310611931225511402925191041226521392744461141229531392573871241232531392413381341334531392332971441337531392332631561338541402332341661341541402342341761444541402342341861546551412352351971548551412352352071751571422362362171753591432372372281855611442382382382058631442382382492061651452392392592163671452392392692165691462392392710236771146240240281023707314624024029112472751462402403011257677146240240 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 614759658720431132932486066882053582458347606992200376185344761719519737714285476273971963681128648647599196354912748657610019533775284865761021943196309476677105194301535104765781051922864601145647710519128539912446376104190283348134362741021882823061441607310118728128115405972100186279279163958709818427827817385769971832772771837566896182276276193655679518127527520365467951812752752135546694180274274223453669418027427423345365931792732732433526593179272272253251649217827227226325166911772712712731506990176270270283049719017627027029304973891752692693029487789175268268

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 61110122129150268363344821121241301522693752585311312613415826639519534114128138163264397150951151301421652653891195611713314416926537596971191361461712653598018118136147173265359673911813714817626535857310118137149177264358493111171361491772633574281211613514817626235537413115134146174260354354141131321441722583523521511113014217025635035016109128140168254348348171071261381662523463461810512413616425034434419103122134162248342342201011201331612473403402199118131159245339339229811712915724333733723961151271552413353352494113125153239333333259211112315223733133126901091221502363303302788107120148234328328288710611814623232632629851041161442303243243083102115143229323323 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 6116217418020231941538272171184190211329425280631761891972213294242088417819220222732842315985179194205229328422125861791962072313284211016718019720823232742083881791962082333254197049178196208235324418599101771962082363234175161117619520723532141544812173192205233319413413131711902022303164104101416818719922731340740715165184196224310404404161621811932213074014011715917819021830439839818156175187215301395395191531721842122983923922015016918221029638938921147166179207293386386221441631762042903833832314116017220028638038024138157169197283377377251351541661942803743742613215116319127737137127129148160188274368368281261451581862723653652912314215518326936336330121140152180266360360 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 612840466818531333182294147691863592466328425074181376185642842527717937714305294455791783681130630465781178354914730475882177338754829475884176320632929475986175302537102947608717428446111284760881742684001228475987173267350132746598717326630814274658861722662721526455886172266266162645588617226626617264558861722662661826455886172266266192645588617226626620274658861722662662127465886172266266222645588617226626623264560861722662662426456285171265265252645658517126526526254467851712652652725447085170264264282544728417026426429244375841702642643024437783169263263 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 612537436518231233082273945671843602473328414973181378186642943537817938014395314657811803711138632486084180358921734516286181341761834526389181323638935536592181305543103654679418228746611365568961822764041237566896182276354133756689618227631114375568961822762761536556896182276276163655689618227527517365568961822762761836556896182276276193655689618227627620375668961822762762137566896182276276223756689618227627623365568961822762762436556896182275275253655679518127527526355468951812742742735537094180274274283453739317927327329335275931792732733033527892178272272

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 61121134140161279375363021201331391602783902709311913214016427240920394118132142167269410156951181341451682684011238611913514617026738510007119136147171266367824811813614717326535969091181361481752643585851011713614917626335750211117136148176263356435121161351471752613553801311513414617426035435414114132145173259353353151111301431712573513511610912814116925534934917107126138166252346346181051241361642503443441910312213416224834234220101120132160246340340219811713015824433833822961151281562423363362394113126154240333333249211112315123733133125901091211492353293292688107119147233327327278510411714523132532528831021151432293233232981100113141227321321308098111139225319319 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 610814361533053229201016381553512409311220441513691815411424491503701400511628511513621107631931551513488967522335715233273985233460152314620962435631522965261062437641522784521162537651512613921262437651512453421352437651512453011452437651502442661562440641502442441662341641502442441762344641502442441872347641502442441972449641502442442072451651512452452172554651512452452282556651512452452382558661522452452492561661522462462592563681522462462692566701522462462710266872152246246281026717315224624629112673751522462463011267677152246246 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 613143507118931032842324450721893562444330435276183373183842943537818037314155294456791793641117632485983180350903730475782177334744833516288180316624933516390179298530102846598617428045511244255831692633941220395280166260344131837507816425730214163548761622562671515344674160254254161332457315925325317133144721582522521812314771157251251191230497115725125120123051711572512512112305471157251251221230567115725125123113058711572512512411306171157251251251130637115725025026113066701562502502711306871156250250281130717315625025029113073751562502503011297677156250250 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 61202214221242360455444621992112172393564763376319320721523934650625724189203213238340511199151852002112353355021574618219820923333048412717179196206231325461104481741922032293214368719171189200228317411737101671851982263134066301116318219422230840254412159178190218304398473131551741862143003944141415117018221029639039015147166179207293387387161441631752032893833831714116017220028638038018138156169197283377377191351531661942803743742013215116319127737137121129148160188274368368221261451571852713653652312314215518326936236224120139152180266360360251181371491772633573572611513414717526135435427113132144172258352352281101291421702563493492910812713916725334734730106124137165251345345

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 61014255116930532282014255116935124073117285516636918154120316116537013985323366616636111056526396816634889478304271167331738810344574167314618912374976167296526101339517716727845211144052781672613911215425479167261342131643548016726130114164455801672612661516445580167261261161644558016726026017164455801672602601816445580167260260191644558016726126120164455801672612612116445580167261261221644568016726126123164458801672612612416446180167261261251644638016726126126164466801672602602716446880166260260281644718016626026029164473801662602603016447580165259259 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 61003141323033200201614131347237531191712436317854131120121363137451414221203541085624162511934187772619271193247238262230119307606937243311928951510482635119272442114929371192553841241031391192393351341034411192242951441236431192132611561238451202142321661341481202142141761443501202142141861546521232152151971548541252152152071750561272162162171753581282162162281855601302162162381857621322172172482059641332172172592062661352172172692164681372172172710236770138217217281023697113921721729102472731402172173011257475141217217

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria3EuroBelgium3EuroCyprus3EuroEstonia3EuroFinland3EuroFrance3EuroGermany3EuroGreece3EuroIreland3EuroItaly3EuroLatvia3EuroLithuania3EuroLuxembourg3EuroMalta3EuroNetherlands3EuroPortugal3EuroSlovakia3EuroSlovenia3EuroSpain3Czech korunaCzech Republic21Danish kroneDenmark47ForintHungary8KronaSweden11KunaCroatia-0LevBulgaria-4Pound sterlingUnited Kingdom3Romanian leuRomania5ZlotyPoland17KrónaIceland-7Norwegian kroneNorway32Swiss francLiechtenstein4Swiss francSwitzerland4Australian dollarAustralia15Canadian dollarCanada39Renminbi-yuanChina34Hong Kong dollarHong Kong2US dollarUnited States23YenJapan4