Commission Implementing Regulation (EU) 2022/732 of 12 May 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 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) 2022/732 of 12 May 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 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 5 April 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2022 market data. That information was published on 5 April 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 March 2022 until 29 June 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 March 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 12 May 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 kroneForintKronaKuna1–0,175 %5,516 %–0,185 %5,955 %1,116 %0,104 %20,436 %5,279 %0,426 %6,139 %1,269 %0,429 %30,703 %4,915 %0,693 %6,227 %1,477 %0,747 %40,829 %4,568 %0,819 %6,271 %1,643 %1,070 %50,895 %4,293 %0,885 %6,250 %1,734 %1,376 %60,943 %4,100 %0,933 %6,203 %1,757 %1,671 %70,983 %3,964 %0,973 %6,136 %1,755 %1,959 %81,025 %3,865 %1,015 %6,054 %1,757 %2,254 %91,067 %3,793 %1,057 %5,964 %1,776 %2,520 %101,109 %3,741 %1,099 %5,875 %1,820 %2,731 %111,143 %3,704 %1,133 %5,792 %1,894 %2,895 %121,170 %3,679 %1,160 %5,725 %1,980 %3,024 %131,193 %3,660 %1,183 %5,678 %2,068 %3,127 %141,208 %3,646 %1,198 %5,651 %2,151 %3,210 %151,208 %3,635 %1,198 %5,649 %2,229 %3,277 %161,193 %3,625 %1,183 %5,646 %2,300 %3,332 %171,172 %3,617 %1,162 %5,638 %2,364 %3,376 %181,153 %3,609 %1,143 %5,625 %2,422 %3,413 %191,143 %3,602 %1,133 %5,609 %2,475 %3,443 %201,144 %3,596 %1,134 %5,591 %2,523 %3,468 %211,160 %3,590 %1,150 %5,571 %2,566 %3,488 %221,186 %3,584 %1,176 %5,550 %2,606 %3,505 %231,220 %3,579 %1,210 %5,528 %2,643 %3,519 %241,259 %3,575 %1,250 %5,506 %2,676 %3,530 %251,302 %3,571 %1,293 %5,484 %2,707 %3,539 %261,347 %3,567 %1,338 %5,461 %2,735 %3,547 %271,393 %3,563 %1,384 %5,439 %2,762 %3,553 %281,440 %3,559 %1,431 %5,417 %2,786 %3,557 %291,486 %3,556 %1,478 %5,396 %2,809 %3,561 %301,533 %3,553 %1,525 %5,375 %2,830 %3,564 %311,578 %3,550 %1,571 %5,354 %2,850 %3,565 %321,623 %3,548 %1,616 %5,334 %2,869 %3,567 %331,667 %3,545 %1,660 %5,315 %2,886 %3,568 %341,709 %3,543 %1,702 %5,296 %2,903 %3,568 % 351,750 %3,540 %1,744 %5,278 %2,919 %3,568 %361,790 %3,538 %1,784 %5,260 %2,933 %3,568 %371,829 %3,536 %1,822 %5,243 %2,947 %3,567 %381,866 %3,534 %1,860 %5,226 %2,960 %3,567 %391,902 %3,532 %1,896 %5,210 %2,973 %3,566 %401,937 %3,530 %1,931 %5,195 %2,985 %3,565 %411,970 %3,528 %1,965 %5,180 %2,996 %3,564 %422,003 %3,527 %1,997 %5,165 %3,007 %3,562 %432,034 %3,525 %2,028 %5,151 %3,017 %3,561 %442,064 %3,524 %2,058 %5,138 %3,027 %3,560 %452,093 %3,522 %2,087 %5,125 %3,036 %3,558 %462,121 %3,521 %2,115 %5,112 %3,045 %3,557 %472,147 %3,519 %2,142 %5,100 %3,054 %3,555 %482,173 %3,518 %2,168 %5,089 %3,062 %3,554 %492,198 %3,517 %2,193 %5,077 %3,070 %3,552 %502,222 %3,515 %2,217 %5,066 %3,078 %3,551 %512,246 %3,514 %2,241 %5,056 %3,085 %3,549 %522,268 %3,513 %2,263 %5,046 %3,092 %3,548 %532,290 %3,512 %2,285 %5,036 %3,099 %3,547 %542,311 %3,511 %2,306 %5,026 %3,105 %3,545 %552,331 %3,510 %2,326 %5,017 %3,112 %3,544 %562,350 %3,509 %2,346 %5,008 %3,118 %3,542 %572,369 %3,508 %2,365 %4,999 %3,123 %3,541 %582,388 %3,507 %2,383 %4,991 %3,129 %3,540 %592,405 %3,506 %2,401 %4,983 %3,134 %3,538 %602,422 %3,505 %2,418 %4,975 %3,140 %3,537 %612,439 %3,504 %2,435 %4,967 %3,145 %3,536 %622,455 %3,504 %2,451 %4,960 %3,150 %3,534 %632,471 %3,503 %2,467 %4,953 %3,154 %3,533 %642,486 %3,502 %2,482 %4,946 %3,159 %3,532 %652,501 %3,501 %2,497 %4,939 %3,164 %3,531 %662,515 %3,500 %2,511 %4,932 %3,168 %3,530 %672,529 %3,500 %2,525 %4,926 %3,172 %3,529 %682,542 %3,499 %2,538 %4,920 %3,176 %3,528 %692,555 %3,498 %2,552 %4,914 %3,180 %3,527 %702,568 %3,498 %2,564 %4,908 %3,184 %3,525 %712,580 %3,497 %2,577 %4,902 %3,188 %3,524 %722,592 %3,496 %2,589 %4,897 %3,191 %3,523 %732,604 %3,496 %2,600 %4,891 %3,195 %3,523 %

742,615 %3,495 %2,612 %4,886 %3,198 %3,522 %752,626 %3,495 %2,623 %4,881 %3,202 %3,521 %762,637 %3,494 %2,634 %4,876 %3,205 %3,520 %772,648 %3,494 %2,644 %4,871 %3,208 %3,519 %782,658 %3,493 %2,655 %4,866 %3,211 %3,518 %792,668 %3,492 %2,665 %4,862 %3,214 %3,517 %802,677 %3,492 %2,674 %4,857 %3,217 %3,516 %812,687 %3,491 %2,684 %4,853 %3,220 %3,516 %822,696 %3,491 %2,693 %4,848 %3,223 %3,515 %832,705 %3,490 %2,702 %4,844 %3,226 %3,514 %842,714 %3,490 %2,711 %4,840 %3,228 %3,513 %852,723 %3,490 %2,720 %4,836 %3,231 %3,513 %862,731 %3,489 %2,728 %4,832 %3,233 %3,512 %872,739 %3,489 %2,737 %4,828 %3,236 %3,511 %882,747 %3,488 %2,745 %4,825 %3,238 %3,510 %892,755 %3,488 %2,753 %4,821 %3,241 %3,510 %902,763 %3,487 %2,760 %4,817 %3,243 %3,509 %912,770 %3,487 %2,768 %4,814 %3,245 %3,508 %922,778 %3,487 %2,775 %4,810 %3,248 %3,508 %932,785 %3,486 %2,782 %4,807 %3,250 %3,507 %942,792 %3,486 %2,789 %4,804 %3,252 %3,507 %952,799 %3,485 %2,796 %4,801 %3,254 %3,506 %962,806 %3,485 %2,803 %4,798 %3,256 %3,505 %972,812 %3,485 %2,810 %4,794 %3,258 %3,505 %982,819 %3,484 %2,816 %4,791 %3,260 %3,504 %992,825 %3,484 %2,823 %4,789 %3,262 %3,504 %1002,831 %3,484 %2,829 %4,786 %3,264 %3,503 %1012,838 %3,483 %2,835 %4,783 %3,266 %3,503 %1022,844 %3,483 %2,841 %4,780 %3,267 %3,502 %1032,849 %3,483 %2,847 %4,777 %3,269 %3,502 %1042,855 %3,482 %2,853 %4,775 %3,271 %3,501 %1052,861 %3,482 %2,858 %4,772 %3,273 %3,501 %1062,866 %3,482 %2,864 %4,769 %3,274 %3,500 %1072,872 %3,482 %2,869 %4,767 %3,276 %3,500 %1082,877 %3,481 %2,875 %4,764 %3,277 %3,499 %1092,882 %3,481 %2,880 %4,762 %3,279 %3,499 %1102,888 %3,481 %2,885 %4,760 %3,281 %3,498 %1112,893 %3,480 %2,890 %4,757 %3,282 %3,498 %1122,898 %3,480 %2,895 %4,755 %3,284 %3,498 % 1132,902 %3,480 %2,900 %4,753 %3,285 %3,497 %1142,907 %3,480 %2,905 %4,751 %3,287 %3,497 %1152,912 %3,479 %2,910 %4,748 %3,288 %3,496 %1162,917 %3,479 %2,914 %4,746 %3,289 %3,496 %1172,921 %3,479 %2,919 %4,744 %3,291 %3,496 %1182,926 %3,479 %2,923 %4,742 %3,292 %3,495 %1192,930 %3,478 %2,928 %4,740 %3,293 %3,495 %1202,934 %3,478 %2,932 %4,738 %3,295 %3,494 %1212,939 %3,478 %2,936 %4,736 %3,296 %3,494 %1222,943 %3,478 %2,941 %4,734 %3,297 %3,494 %1232,947 %3,477 %2,945 %4,732 %3,299 %3,493 %1242,951 %3,477 %2,949 %4,730 %3,300 %3,493 %1252,955 %3,477 %2,953 %4,728 %3,301 %3,493 %1262,959 %3,477 %2,957 %4,727 %3,302 %3,492 %1272,963 %3,477 %2,961 %4,725 %3,303 %3,492 %1282,966 %3,476 %2,965 %4,723 %3,304 %3,492 %1292,970 %3,476 %2,968 %4,721 %3,306 %3,491 %1302,974 %3,476 %2,972 %4,720 %3,307 %3,491 %1312,977 %3,476 %2,976 %4,718 %3,308 %3,491 %1322,981 %3,476 %2,979 %4,716 %3,309 %3,490 %1332,985 %3,475 %2,983 %4,715 %3,310 %3,490 %1342,988 %3,475 %2,986 %4,713 %3,311 %3,490 %1352,991 %3,475 %2,990 %4,712 %3,312 %3,489 %1362,995 %3,475 %2,993 %4,710 %3,313 %3,489 %1372,998 %3,475 %2,996 %4,708 %3,314 %3,489 %1383,001 %3,474 %3,000 %4,707 %3,315 %3,489 %1393,005 %3,474 %3,003 %4,705 %3,316 %3,488 %1403,008 %3,474 %3,006 %4,704 %3,317 %3,488 %1413,011 %3,474 %3,009 %4,702 %3,318 %3,488 %1423,014 %3,474 %3,012 %4,701 %3,319 %3,487 %1433,017 %3,474 %3,015 %4,700 %3,320 %3,487 %1443,020 %3,473 %3,018 %4,698 %3,321 %3,487 %1453,023 %3,473 %3,021 %4,697 %3,321 %3,487 %1463,026 %3,473 %3,024 %4,696 %3,322 %3,486 %1473,029 %3,473 %3,027 %4,694 %3,323 %3,486 %1483,032 %3,473 %3,030 %4,693 %3,324 %3,486 %1493,034 %3,473 %3,033 %4,692 %3,325 %3,486 %1503,037 %3,473 %3,036 %4,690 %3,326 %3,485 %

Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone1–0,225 %1,632 %4,325 %4,881 %4,750 %2,312 %20,386 %2,024 %5,133 %5,372 %4,902 %2,417 %30,653 %2,028 %5,570 %5,515 %4,994 %2,563 %40,779 %1,960 %5,815 %5,501 %5,040 %2,680 %50,845 %1,891 %5,944 %5,396 %5,054 %2,740 %60,892 %1,816 %6,014 %5,275 %5,049 %2,745 %70,933 %1,750 %6,046 %5,165 %5,032 %2,723 %80,975 %1,703 %6,050 %5,080 %5,006 %2,693 %91,017 %1,671 %6,034 %5,025 %4,974 %2,666 %101,058 %1,651 %6,003 %4,998 %4,938 %2,647 %111,093 %1,633 %5,959 %4,972 %4,900 %2,639 %121,120 %1,617 %5,908 %4,941 %4,861 %2,639 %131,143 %1,602 %5,851 %4,908 %4,822 %2,645 %141,157 %1,588 %5,791 %4,873 %4,782 %2,655 %151,157 %1,576 %5,729 %4,836 %4,744 %2,667 %161,142 %1,566 %5,667 %4,800 %4,706 %2,681 %171,121 %1,556 %5,605 %4,763 %4,669 %2,697 %181,103 %1,544 %5,543 %4,727 %4,633 %2,713 %191,092 %1,530 %5,483 %4,692 %4,598 %2,730 %201,094 %1,512 %5,424 %4,657 %4,565 %2,746 %211,110 %1,492 %5,366 %4,624 %4,533 %2,763 %221,137 %1,470 %5,311 %4,591 %4,501 %2,780 %231,172 %1,450 %5,257 %4,559 %4,471 %2,796 %241,213 %1,432 %5,205 %4,529 %4,443 %2,812 %251,257 %1,418 %5,155 %4,499 %4,415 %2,828 %261,303 %1,409 %5,106 %4,471 %4,388 %2,843 %271,350 %1,404 %5,060 %4,443 %4,363 %2,858 %281,398 %1,405 %5,015 %4,417 %4,338 %2,873 %291,446 %1,412 %4,973 %4,392 %4,315 %2,887 %301,493 %1,424 %4,932 %4,367 %4,292 %2,900 %311,540 %1,443 %4,892 %4,344 %4,271 %2,914 %321,586 %1,465 %4,854 %4,321 %4,250 %2,926 %331,631 %1,492 %4,818 %4,299 %4,230 %2,939 %341,674 %1,520 %4,783 %4,279 %4,211 %2,950 %351,716 %1,551 %4,750 %4,259 %4,192 %2,962 %361,757 %1,582 %4,718 %4,239 %4,174 %2,973 % 371,796 %1,615 %4,687 %4,221 %4,157 %2,983 %381,834 %1,648 %4,658 %4,203 %4,141 %2,994 %391,871 %1,680 %4,630 %4,186 %4,125 %3,004 %401,907 %1,713 %4,602 %4,169 %4,110 %3,013 %411,941 %1,746 %4,576 %4,154 %4,096 %3,022 %421,974 %1,778 %4,551 %4,138 %4,082 %3,031 %432,006 %1,809 %4,527 %4,124 %4,068 %3,040 %442,036 %1,840 %4,504 %4,109 %4,055 %3,048 %452,066 %1,870 %4,482 %4,096 %4,043 %3,056 %462,094 %1,900 %4,461 %4,083 %4,031 %3,064 %472,121 %1,929 %4,440 %4,070 %4,019 %3,071 %482,148 %1,957 %4,420 %4,058 %4,008 %3,079 %492,173 %1,984 %4,401 %4,046 %3,997 %3,086 %502,198 %2,011 %4,382 %4,035 %3,987 %3,092 %512,222 %2,036 %4,365 %4,024 %3,977 %3,099 %522,245 %2,061 %4,348 %4,013 %3,967 %3,105 %532,267 %2,086 %4,331 %4,003 %3,958 %3,111 %542,288 %2,109 %4,315 %3,993 %3,949 %3,117 %552,309 %2,132 %4,300 %3,983 %3,940 %3,123 %562,329 %2,155 %4,285 %3,974 %3,932 %3,129 %572,348 %2,176 %4,270 %3,965 %3,923 %3,134 %582,366 %2,197 %4,256 %3,957 %3,915 %3,139 %592,385 %2,218 %4,243 %3,948 %3,908 %3,144 %602,402 %2,238 %4,230 %3,940 %3,900 %3,149 %612,419 %2,257 %4,217 %3,932 %3,893 %3,154 %622,435 %2,275 %4,205 %3,924 %3,886 %3,159 %632,451 %2,294 %4,193 %3,917 %3,879 %3,163 %642,467 %2,311 %4,181 %3,910 %3,873 %3,167 %652,482 %2,328 %4,170 %3,903 %3,866 %3,172 %662,496 %2,345 %4,159 %3,896 %3,860 %3,176 %672,510 %2,361 %4,149 %3,889 %3,854 %3,180 %682,524 %2,377 %4,138 %3,883 %3,848 %3,184 %692,537 %2,392 %4,128 %3,877 %3,842 %3,187 %702,550 %2,407 %4,119 %3,871 %3,837 %3,191 %712,563 %2,422 %4,109 %3,865 %3,831 %3,195 %722,575 %2,436 %4,100 %3,859 %3,826 %3,198 %732,587 %2,449 %4,091 %3,854 %3,821 %3,202 %742,599 %2,463 %4,083 %3,848 %3,816 %3,205 %

752,610 %2,476 %4,074 %3,843 %3,811 %3,208 %762,621 %2,488 %4,066 %3,838 %3,806 %3,211 %772,632 %2,501 %4,058 %3,833 %3,802 %3,214 %782,642 %2,513 %4,050 %3,828 %3,797 %3,217 %792,652 %2,525 %4,043 %3,823 %3,793 %3,220 %802,662 %2,536 %4,035 %3,818 %3,789 %3,223 %812,672 %2,547 %4,028 %3,814 %3,784 %3,226 %822,681 %2,558 %4,021 %3,809 %3,780 %3,229 %832,690 %2,569 %4,014 %3,805 %3,776 %3,231 %842,699 %2,579 %4,007 %3,801 %3,773 %3,234 %852,708 %2,589 %4,001 %3,797 %3,769 %3,236 %862,717 %2,599 %3,994 %3,793 %3,765 %3,239 %872,725 %2,609 %3,988 %3,789 %3,761 %3,241 %882,733 %2,619 %3,982 %3,785 %3,758 %3,244 %892,741 %2,628 %3,976 %3,781 %3,754 %3,246 %902,749 %2,637 %3,970 %3,778 %3,751 %3,248 %912,757 %2,646 %3,964 %3,774 %3,748 %3,250 %922,764 %2,655 %3,959 %3,770 %3,745 %3,252 %932,772 %2,663 %3,953 %3,767 %3,741 %3,255 %942,779 %2,671 %3,948 %3,764 %3,738 %3,257 %952,786 %2,680 %3,943 %3,760 %3,735 %3,259 %962,793 %2,688 %3,938 %3,757 %3,732 %3,261 %972,800 %2,695 %3,933 %3,754 %3,729 %3,263 %982,806 %2,703 %3,928 %3,751 %3,726 %3,265 %992,813 %2,711 %3,923 %3,748 %3,724 %3,266 %1002,819 %2,718 %3,918 %3,745 %3,721 %3,268 %1012,825 %2,725 %3,913 %3,742 %3,718 %3,270 %1022,831 %2,732 %3,909 %3,739 %3,716 %3,272 %1032,837 %2,739 %3,904 %3,736 %3,713 %3,274 %1042,843 %2,746 %3,900 %3,733 %3,711 %3,275 %1052,849 %2,753 %3,896 %3,731 %3,708 %3,277 %1062,855 %2,759 %3,891 %3,728 %3,706 %3,279 %1072,860 %2,766 %3,887 %3,725 %3,703 %3,280 %1082,866 %2,772 %3,883 %3,723 %3,701 %3,282 %1092,871 %2,778 %3,879 %3,720 %3,699 %3,283 %1102,876 %2,784 %3,875 %3,718 %3,696 %3,285 %1112,881 %2,790 %3,872 %3,716 %3,694 %3,286 %1122,887 %2,796 %3,868 %3,713 %3,692 %3,288 % 1132,892 %2,802 %3,864 %3,711 %3,690 %3,289 %1142,896 %2,808 %3,860 %3,709 %3,688 %3,291 %1152,901 %2,813 %3,857 %3,706 %3,686 %3,292 %1162,906 %2,819 %3,853 %3,704 %3,684 %3,293 %1172,911 %2,824 %3,850 %3,702 %3,682 %3,295 %1182,915 %2,829 %3,847 %3,700 %3,680 %3,296 %1192,920 %2,835 %3,843 %3,698 %3,678 %3,297 %1202,924 %2,840 %3,840 %3,696 %3,676 %3,298 %1212,928 %2,845 %3,837 %3,694 %3,674 %3,300 %1222,933 %2,850 %3,833 %3,692 %3,672 %3,301 %1232,937 %2,854 %3,830 %3,690 %3,670 %3,302 %1242,941 %2,859 %3,827 %3,688 %3,668 %3,303 %1252,945 %2,864 %3,824 %3,686 %3,667 %3,305 %1262,949 %2,869 %3,821 %3,684 %3,665 %3,306 %1272,953 %2,873 %3,818 %3,682 %3,663 %3,307 %1282,957 %2,878 %3,815 %3,680 %3,662 %3,308 %1292,961 %2,882 %3,813 %3,678 %3,660 %3,309 %1302,964 %2,886 %3,810 %3,677 %3,658 %3,310 %1312,968 %2,891 %3,807 %3,675 %3,657 %3,311 %1322,972 %2,895 %3,804 %3,673 %3,655 %3,312 %1332,975 %2,899 %3,802 %3,672 %3,654 %3,313 %1342,979 %2,903 %3,799 %3,670 %3,652 %3,314 %1352,982 %2,907 %3,796 %3,668 %3,651 %3,315 %1362,986 %2,911 %3,794 %3,667 %3,649 %3,316 %1372,989 %2,915 %3,791 %3,665 %3,648 %3,317 %1382,992 %2,919 %3,789 %3,664 %3,646 %3,318 %1392,996 %2,923 %3,787 %3,662 %3,645 %3,319 %1402,999 %2,927 %3,784 %3,660 %3,643 %3,320 %1413,002 %2,930 %3,782 %3,659 %3,642 %3,321 %1423,005 %2,934 %3,779 %3,657 %3,641 %3,322 %1433,008 %2,938 %3,777 %3,656 %3,639 %3,323 %1443,011 %2,941 %3,775 %3,655 %3,638 %3,324 %1453,015 %2,945 %3,773 %3,653 %3,637 %3,325 %1463,017 %2,948 %3,770 %3,652 %3,636 %3,325 %1473,020 %2,951 %3,768 %3,650 %3,634 %3,326 %1483,023 %2,955 %3,766 %3,649 %3,633 %3,327 %1493,026 %2,958 %3,764 %3,648 %3,632 %3,328 %1503,029 %2,961 %3,762 %3,646 %3,631 %3,329 %

Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1–0,647 %1,236 %0,373 %2,513 %7,120 %8,015 %2–0,319 %2,224 %0,604 %2,612 %6,994 %8,350 %3–0,110 %2,620 %0,870 %2,716 %6,800 %8,710 %40,028 %2,787 %1,129 %2,708 %6,592 %8,950 %50,133 %2,872 %1,357 %2,691 %6,422 %9,137 %60,220 %2,941 %1,563 %2,692 %6,290 %9,284 %70,298 %2,986 %1,747 %2,706 %6,190 %9,398 %80,368 %3,020 %1,912 %2,730 %6,119 %9,501 %90,432 %3,037 %2,059 %2,754 %6,070 %9,604 %100,489 %3,051 %2,191 %2,773 %6,036 %9,681 %110,537 %3,068 %2,308 %2,782 %6,003 %9,707 %120,576 %3,081 %2,411 %2,785 %5,966 %9,690 %130,605 %3,087 %2,503 %2,784 %5,929 %9,641 %140,623 %3,087 %2,584 %2,781 %5,890 %9,569 %150,640 %3,082 %2,654 %2,776 %5,852 %9,481 %160,664 %3,072 %2,715 %2,770 %5,814 %9,380 %170,695 %3,060 %2,769 %2,764 %5,777 %9,270 %180,730 %3,044 %2,816 %2,759 %5,740 %9,155 %190,768 %3,025 %2,857 %2,754 %5,705 %9,037 %200,808 %3,004 %2,894 %2,750 %5,670 %8,917 %210,848 %2,979 %2,927 %2,747 %5,637 %8,797 %220,889 %2,952 %2,956 %2,745 %5,605 %8,678 %230,929 %2,925 %2,983 %2,744 %5,573 %8,561 %240,969 %2,896 %3,007 %2,744 %5,543 %8,446 %251,008 %2,868 %3,029 %2,745 %5,515 %8,334 %261,046 %2,840 %3,049 %2,747 %5,487 %8,226 %271,083 %2,813 %3,067 %2,750 %5,460 %8,120 %281,119 %2,790 %3,084 %2,754 %5,434 %8,019 %291,154 %2,770 %3,099 %2,760 %5,410 %7,921 %301,188 %2,755 %3,113 %2,766 %5,386 %7,826 %311,220 %2,745 %3,127 %2,773 %5,363 %7,736 %321,251 %2,740 %3,139 %2,782 %5,341 %7,648 %331,281 %2,737 %3,150 %2,791 %5,320 %7,565 %341,310 %2,738 %3,161 %2,800 %5,300 %7,485 %351,338 %2,741 %3,170 %2,810 %5,281 %7,408 %361,364 %2,745 %3,180 %2,820 %5,262 %7,334 % 371,390 %2,751 %3,188 %2,830 %5,244 %7,263 %381,415 %2,758 %3,196 %2,841 %5,227 %7,195 %391,438 %2,766 %3,204 %2,851 %5,211 %7,130 %401,461 %2,774 %3,211 %2,861 %5,195 %7,068 %411,483 %2,783 %3,218 %2,871 %5,179 %7,008 %421,504 %2,793 %3,224 %2,881 %5,165 %6,951 %431,525 %2,802 %3,230 %2,891 %5,151 %6,896 %441,544 %2,812 %3,236 %2,901 %5,137 %6,843 %451,563 %2,822 %3,241 %2,911 %5,124 %6,792 %461,581 %2,832 %3,246 %2,920 %5,111 %6,744 %471,599 %2,842 %3,251 %2,929 %5,099 %6,697 %481,615 %2,852 %3,256 %2,938 %5,087 %6,652 %491,632 %2,862 %3,260 %2,947 %5,076 %6,609 %501,647 %2,871 %3,264 %2,956 %5,065 %6,567 %511,662 %2,881 %3,268 %2,964 %5,054 %6,527 %521,677 %2,890 %3,272 %2,972 %5,044 %6,488 %531,691 %2,899 %3,276 %2,980 %5,034 %6,451 %541,705 %2,908 %3,279 %2,988 %5,025 %6,415 %551,718 %2,917 %3,283 %2,996 %5,015 %6,380 %561,731 %2,925 %3,286 %3,003 %5,006 %6,346 %571,743 %2,933 %3,289 %3,010 %4,998 %6,314 %581,755 %2,942 %3,292 %3,017 %4,989 %6,283 %591,766 %2,950 %3,295 %3,024 %4,981 %6,253 %601,778 %2,957 %3,298 %3,031 %4,973 %6,223 %611,788 %2,965 %3,300 %3,037 %4,966 %6,195 %621,799 %2,972 %3,303 %3,043 %4,958 %6,168 %631,809 %2,979 %3,305 %3,049 %4,951 %6,141 %641,819 %2,986 %3,308 %3,055 %4,944 %6,115 %651,829 %2,993 %3,310 %3,061 %4,938 %6,090 %661,838 %3,000 %3,312 %3,067 %4,931 %6,066 %671,847 %3,006 %3,315 %3,072 %4,925 %6,043 %681,856 %3,013 %3,317 %3,078 %4,918 %6,020 %691,864 %3,019 %3,319 %3,083 %4,912 %5,998 %701,873 %3,025 %3,321 %3,088 %4,907 %5,976 %711,881 %3,031 %3,322 %3,093 %4,901 %5,955 %721,888 %3,036 %3,324 %3,098 %4,895 %5,935 %731,896 %3,042 %3,326 %3,102 %4,890 %5,915 %741,903 %3,047 %3,328 %3,107 %4,885 %5,896 %

751,911 %3,053 %3,329 %3,111 %4,880 %5,877 %761,918 %3,058 %3,331 %3,116 %4,875 %5,859 %771,925 %3,063 %3,333 %3,120 %4,870 %5,841 %781,931 %3,068 %3,334 %3,124 %4,865 %5,824 %791,938 %3,072 %3,336 %3,128 %4,861 %5,807 %801,944 %3,077 %3,337 %3,132 %4,856 %5,791 %811,950 %3,082 %3,339 %3,136 %4,852 %5,775 %821,957 %3,086 %3,340 %3,140 %4,847 %5,759 %831,962 %3,090 %3,341 %3,144 %4,843 %5,744 %841,968 %3,095 %3,343 %3,147 %4,839 %5,729 %851,974 %3,099 %3,344 %3,151 %4,835 %5,714 %861,979 %3,103 %3,345 %3,154 %4,831 %5,700 %871,985 %3,107 %3,346 %3,158 %4,827 %5,686 %881,990 %3,111 %3,348 %3,161 %4,824 %5,673 %891,995 %3,115 %3,349 %3,164 %4,820 %5,660 %902,000 %3,118 %3,350 %3,167 %4,817 %5,647 %912,005 %3,122 %3,351 %3,170 %4,813 %5,634 %922,010 %3,125 %3,352 %3,173 %4,810 %5,622 %932,015 %3,129 %3,353 %3,176 %4,806 %5,609 %942,019 %3,132 %3,354 %3,179 %4,803 %5,598 %952,024 %3,136 %3,355 %3,182 %4,800 %5,586 %962,028 %3,139 %3,356 %3,185 %4,797 %5,575 %972,033 %3,142 %3,357 %3,188 %4,794 %5,563 %982,037 %3,145 %3,358 %3,190 %4,791 %5,553 %992,041 %3,148 %3,359 %3,193 %4,788 %5,542 %1002,045 %3,151 %3,360 %3,195 %4,785 %5,531 %1012,049 %3,154 %3,361 %3,198 %4,782 %5,521 %1022,053 %3,157 %3,362 %3,200 %4,779 %5,511 %1032,057 %3,160 %3,363 %3,203 %4,777 %5,501 %1042,061 %3,163 %3,364 %3,205 %4,774 %5,492 %1052,064 %3,166 %3,364 %3,207 %4,771 %5,482 %1062,068 %3,168 %3,365 %3,210 %4,769 %5,473 %1072,072 %3,171 %3,366 %3,212 %4,766 %5,464 %1082,075 %3,173 %3,367 %3,214 %4,764 %5,455 %1092,078 %3,176 %3,368 %3,216 %4,761 %5,446 %1102,082 %3,178 %3,368 %3,218 %4,759 %5,437 %1112,085 %3,181 %3,369 %3,221 %4,757 %5,429 %1122,088 %3,183 %3,370 %3,223 %4,754 %5,420 % 1132,092 %3,186 %3,370 %3,225 %4,752 %5,412 %1142,095 %3,188 %3,371 %3,227 %4,750 %5,404 %1152,098 %3,190 %3,372 %3,229 %4,748 %5,396 %1162,101 %3,192 %3,373 %3,230 %4,746 %5,389 %1172,104 %3,195 %3,373 %3,232 %4,743 %5,381 %1182,107 %3,197 %3,374 %3,234 %4,741 %5,373 %1192,110 %3,199 %3,374 %3,236 %4,739 %5,366 %1202,112 %3,201 %3,375 %3,238 %4,737 %5,359 %1212,115 %3,203 %3,376 %3,239 %4,735 %5,352 %1222,118 %3,205 %3,376 %3,241 %4,733 %5,345 %1232,121 %3,207 %3,377 %3,243 %4,732 %5,338 %1242,123 %3,209 %3,378 %3,245 %4,730 %5,331 %1252,126 %3,211 %3,378 %3,246 %4,728 %5,324 %1262,129 %3,213 %3,379 %3,248 %4,726 %5,318 %1272,131 %3,215 %3,379 %3,249 %4,724 %5,311 %1282,134 %3,217 %3,380 %3,251 %4,722 %5,305 %1292,136 %3,218 %3,380 %3,253 %4,721 %5,299 %1302,138 %3,220 %3,381 %3,254 %4,719 %5,292 %1312,141 %3,222 %3,381 %3,256 %4,717 %5,286 %1322,143 %3,224 %3,382 %3,257 %4,716 %5,280 %1332,145 %3,225 %3,382 %3,258 %4,714 %5,275 %1342,148 %3,227 %3,383 %3,260 %4,713 %5,269 %1352,150 %3,229 %3,383 %3,261 %4,711 %5,263 %1362,152 %3,230 %3,384 %3,263 %4,709 %5,257 %1372,154 %3,232 %3,384 %3,264 %4,708 %5,252 %1382,156 %3,233 %3,385 %3,265 %4,706 %5,246 %1392,159 %3,235 %3,385 %3,267 %4,705 %5,241 %1402,161 %3,237 %3,386 %3,268 %4,703 %5,236 %1412,163 %3,238 %3,386 %3,269 %4,702 %5,230 %1422,165 %3,240 %3,387 %3,271 %4,701 %5,225 %1432,167 %3,241 %3,387 %3,272 %4,699 %5,220 %1442,169 %3,242 %3,388 %3,273 %4,698 %5,215 %1452,171 %3,244 %3,388 %3,274 %4,696 %5,210 %1462,172 %3,245 %3,388 %3,275 %4,695 %5,205 %1472,174 %3,247 %3,389 %3,277 %4,694 %5,201 %1482,176 %3,248 %3,389 %3,278 %4,692 %5,196 %1492,178 %3,249 %3,390 %3,279 %4,691 %5,191 %1502,180 %3,251 %3,390 %3,280 %4,690 %5,186 %

Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand11,439 %4,477 %8,403 %0,582 %2,705 %5,296 %22,125 %5,097 %8,717 %0,616 %3,220 %6,049 %32,268 %5,604 %8,663 %0,647 %3,324 %6,454 %42,276 %6,031 %8,514 %0,677 %3,346 %6,782 %52,275 %6,358 %8,402 %0,708 %3,344 %7,111 %62,279 %6,611 %8,347 %0,738 %3,346 %7,428 %72,288 %6,805 %8,321 %0,766 %3,346 %7,706 %82,299 %6,952 %8,300 %0,794 %3,343 %7,946 %92,312 %7,063 %8,274 %0,818 %3,338 %8,152 %102,327 %7,151 %8,233 %0,841 %3,331 %8,322 %112,342 %7,207 %8,174 %0,881 %3,321 %8,458 %122,359 %7,237 %8,101 %0,935 %3,309 %8,563 %132,377 %7,248 %8,020 %0,997 %3,297 %8,639 %142,397 %7,245 %7,932 %1,064 %3,284 %8,689 %152,418 %7,232 %7,841 %1,134 %3,272 %8,714 %162,441 %7,212 %7,749 %1,203 %3,262 %8,714 %172,464 %7,186 %7,656 %1,273 %3,252 %8,695 %182,488 %7,156 %7,564 %1,340 %3,244 %8,662 %192,513 %7,123 %7,473 %1,406 %3,238 %8,617 %202,537 %7,088 %7,383 %1,470 %3,233 %8,564 %212,561 %7,052 %7,297 %1,532 %3,230 %8,506 %222,584 %7,016 %7,212 %1,591 %3,228 %8,443 %232,607 %6,979 %7,130 %1,648 %3,227 %8,378 %242,629 %6,943 %7,052 %1,702 %3,227 %8,311 %252,651 %6,907 %6,976 %1,754 %3,228 %8,243 %262,672 %6,872 %6,902 %1,804 %3,230 %8,176 %272,692 %6,837 %6,832 %1,851 %3,231 %8,109 %282,711 %6,804 %6,764 %1,897 %3,234 %8,043 %292,730 %6,771 %6,700 %1,940 %3,236 %7,978 %302,748 %6,739 %6,638 %1,982 %3,239 %7,915 %312,766 %6,708 %6,578 %2,022 %3,242 %7,854 %322,782 %6,678 %6,521 %2,060 %3,245 %7,794 %332,798 %6,649 %6,466 %2,096 %3,248 %7,737 %342,814 %6,621 %6,414 %2,131 %3,251 %7,681 %352,829 %6,594 %6,364 %2,164 %3,254 %7,627 %362,844 %6,568 %6,316 %2,196 %3,257 %7,575 % 372,857 %6,543 %6,270 %2,226 %3,261 %7,525 %382,871 %6,519 %6,226 %2,255 %3,264 %7,477 %392,884 %6,496 %6,183 %2,283 %3,267 %7,431 %402,896 %6,474 %6,143 %2,310 %3,270 %7,386 %412,908 %6,452 %6,104 %2,336 %3,273 %7,344 %422,920 %6,431 %6,067 %2,360 %3,276 %7,302 %432,931 %6,411 %6,031 %2,384 %3,279 %7,263 %442,941 %6,392 %5,996 %2,407 %3,282 %7,224 %452,952 %6,374 %5,963 %2,429 %3,285 %7,188 %462,962 %6,356 %5,931 %2,450 %3,288 %7,152 %472,971 %6,339 %5,901 %2,470 %3,291 %7,118 %482,980 %6,322 %5,871 %2,490 %3,293 %7,086 %492,989 %6,306 %5,843 %2,508 %3,296 %7,054 %502,998 %6,290 %5,816 %2,527 %3,299 %7,024 %513,006 %6,275 %5,789 %2,544 %3,301 %6,994 %523,015 %6,261 %5,764 %2,561 %3,304 %6,966 %533,022 %6,247 %5,740 %2,577 %3,306 %6,939 %543,030 %6,234 %5,716 %2,593 %3,308 %6,912 %553,037 %6,221 %5,693 %2,608 %3,311 %6,887 %563,044 %6,208 %5,671 %2,623 %3,313 %6,862 %573,051 %6,196 %5,650 %2,637 %3,315 %6,838 %583,058 %6,184 %5,629 %2,651 %3,317 %6,816 %593,064 %6,173 %5,609 %2,664 %3,319 %6,793 %603,070 %6,161 %5,590 %2,677 %3,321 %6,772 %613,076 %6,151 %5,572 %2,689 %3,323 %6,751 %623,082 %6,140 %5,554 %2,701 %3,325 %6,731 %633,088 %6,130 %5,536 %2,713 %3,327 %6,711 %643,094 %6,121 %5,519 %2,725 %3,329 %6,692 %653,099 %6,111 %5,503 %2,736 %3,330 %6,674 %663,104 %6,102 %5,487 %2,746 %3,332 %6,656 %673,109 %6,093 %5,471 %2,757 %3,334 %6,639 %683,114 %6,084 %5,456 %2,767 %3,335 %6,622 %693,119 %6,076 %5,442 %2,777 %3,337 %6,606 %703,124 %6,068 %5,427 %2,786 %3,339 %6,590 %713,128 %6,060 %5,414 %2,795 %3,340 %6,575 %723,133 %6,052 %5,400 %2,804 %3,342 %6,560 %733,137 %6,044 %5,387 %2,813 %3,343 %6,545 %743,141 %6,037 %5,375 %2,822 %3,344 %6,531 %

753,145 %6,030 %5,362 %2,830 %3,346 %6,517 %763,149 %6,023 %5,350 %2,838 %3,347 %6,504 %773,153 %6,016 %5,338 %2,846 %3,348 %6,491 %783,157 %6,010 %5,327 %2,854 %3,350 %6,478 %793,160 %6,003 %5,316 %2,861 %3,351 %6,465 %803,164 %5,997 %5,305 %2,869 %3,352 %6,453 %813,168 %5,991 %5,294 %2,876 %3,353 %6,442 %823,171 %5,985 %5,284 %2,883 %3,354 %6,430 %833,174 %5,979 %5,274 %2,889 %3,356 %6,419 %843,178 %5,973 %5,264 %2,896 %3,357 %6,408 %853,181 %5,968 %5,255 %2,903 %3,358 %6,397 %863,184 %5,962 %5,245 %2,909 %3,359 %6,387 %873,187 %5,957 %5,236 %2,915 %3,360 %6,376 %883,190 %5,952 %5,227 %2,921 %3,361 %6,366 %893,193 %5,946 %5,218 %2,927 %3,362 %6,357 %903,196 %5,942 %5,210 %2,933 %3,363 %6,347 %913,198 %5,937 %5,201 %2,939 %3,364 %6,338 %923,201 %5,932 %5,193 %2,944 %3,365 %6,329 %933,204 %5,927 %5,185 %2,950 %3,366 %6,320 %943,206 %5,923 %5,177 %2,955 %3,367 %6,311 %953,209 %5,918 %5,170 %2,960 %3,367 %6,302 %963,211 %5,914 %5,162 %2,965 %3,368 %6,294 %973,214 %5,910 %5,155 %2,970 %3,369 %6,286 %983,216 %5,905 %5,148 %2,975 %3,370 %6,278 %993,219 %5,901 %5,140 %2,980 %3,371 %6,270 %1003,221 %5,897 %5,134 %2,984 %3,372 %6,262 %1013,223 %5,893 %5,127 %2,989 %3,372 %6,254 %1023,225 %5,890 %5,120 %2,994 %3,373 %6,247 %1033,228 %5,886 %5,114 %2,998 %3,374 %6,240 %1043,230 %5,882 %5,107 %3,002 %3,375 %6,233 %1053,232 %5,878 %5,101 %3,007 %3,375 %6,226 %1063,234 %5,875 %5,095 %3,011 %3,376 %6,219 %1073,236 %5,871 %5,089 %3,015 %3,377 %6,212 %1083,238 %5,868 %5,083 %3,019 %3,377 %6,205 %1093,240 %5,864 %5,077 %3,023 %3,378 %6,199 %1103,242 %5,861 %5,071 %3,027 %3,379 %6,193 %1113,244 %5,858 %5,066 %3,031 %3,379 %6,186 %1123,245 %5,855 %5,060 %3,034 %3,380 %6,180 % 1133,247 %5,852 %5,055 %3,038 %3,381 %6,174 %1143,249 %5,848 %5,049 %3,042 %3,381 %6,168 %1153,251 %5,845 %5,044 %3,045 %3,382 %6,162 %1163,253 %5,842 %5,039 %3,049 %3,382 %6,157 %1173,254 %5,840 %5,034 %3,052 %3,383 %6,151 %1183,256 %5,837 %5,029 %3,055 %3,383 %6,145 %1193,258 %5,834 %5,024 %3,059 %3,384 %6,140 %1203,259 %5,831 %5,019 %3,062 %3,385 %6,135 %1213,261 %5,828 %5,015 %3,065 %3,385 %6,129 %1223,262 %5,826 %5,010 %3,068 %3,386 %6,124 %1233,264 %5,823 %5,005 %3,071 %3,386 %6,119 %1243,265 %5,820 %5,001 %3,074 %3,387 %6,114 %1253,267 %5,818 %4,996 %3,077 %3,387 %6,109 %1263,268 %5,815 %4,992 %3,080 %3,388 %6,104 %1273,270 %5,813 %4,988 %3,083 %3,388 %6,100 %1283,271 %5,810 %4,984 %3,086 %3,389 %6,095 %1293,272 %5,808 %4,979 %3,089 %3,389 %6,090 %1303,274 %5,806 %4,975 %3,092 %3,390 %6,086 %1313,275 %5,803 %4,971 %3,094 %3,390 %6,081 %1323,276 %5,801 %4,967 %3,097 %3,391 %6,077 %1333,278 %5,799 %4,964 %3,100 %3,391 %6,072 %1343,279 %5,796 %4,960 %3,102 %3,391 %6,068 %1353,280 %5,794 %4,956 %3,105 %3,392 %6,064 %1363,282 %5,792 %4,952 %3,107 %3,392 %6,060 %1373,283 %5,790 %4,948 %3,110 %3,393 %6,056 %1383,284 %5,788 %4,945 %3,112 %3,393 %6,052 %1393,285 %5,786 %4,941 %3,115 %3,393 %6,048 %1403,286 %5,784 %4,938 %3,117 %3,394 %6,044 %1413,288 %5,782 %4,934 %3,120 %3,394 %6,040 %1423,289 %5,780 %4,931 %3,122 %3,395 %6,036 %1433,290 %5,778 %4,928 %3,124 %3,395 %6,032 %1443,291 %5,776 %4,924 %3,126 %3,395 %6,029 %1453,292 %5,774 %4,921 %3,129 %3,396 %6,025 %1463,293 %5,772 %4,918 %3,131 %3,396 %6,021 %1473,294 %5,770 %4,915 %3,133 %3,397 %6,018 %1483,295 %5,768 %4,911 %3,135 %3,397 %6,014 %1493,296 %5,766 %4,908 %3,137 %3,397 %6,011 %1503,297 %5,765 %4,905 %3,139 %3,398 %6,007 %

Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won112,215 %2,107 %2,056 %13,401 %1,449 %2,052 %211,252 %2,179 %2,658 %12,137 %2,022 %2,492 %310,902 %2,293 %3,065 %11,592 %2,201 %2,634 %410,802 %2,408 %3,343 %11,279 %2,288 %2,661 %510,855 %2,493 %3,536 %11,098 %2,340 %2,649 %611,003 %2,562 %3,686 %10,997 %2,359 %2,631 %711,203 %2,624 %3,808 %10,945 %2,362 %2,620 %811,457 %2,684 %3,909 %10,930 %2,359 %2,615 %911,744 %2,741 %3,995 %10,950 %2,357 %2,607 %1012,030 %2,798 %4,074 %10,973 %2,359 %2,588 %1112,231 %2,855 %4,148 %10,996 %2,365 %2,554 %1212,345 %2,910 %4,217 %11,019 %2,376 %2,512 %1312,393 %2,965 %4,284 %11,038 %2,390 %2,468 %1412,388 %3,017 %4,348 %11,037 %2,406 %2,426 %1512,344 %3,068 %4,411 %11,004 %2,423 %2,387 %1612,267 %3,116 %4,472 %10,941 %2,442 %2,354 %1712,166 %3,162 %4,530 %10,855 %2,461 %2,328 %1812,047 %3,207 %4,582 %10,753 %2,481 %2,308 %1911,913 %3,249 %4,625 %10,638 %2,502 %2,295 %2011,769 %3,289 %4,658 %10,515 %2,523 %2,290 %2111,619 %3,327 %4,678 %10,386 %2,544 %2,293 %2211,465 %3,364 %4,689 %10,252 %2,566 %2,301 %2311,308 %3,398 %4,692 %10,118 %2,587 %2,313 %2411,152 %3,431 %4,688 %9,983 %2,609 %2,329 %2510,996 %3,463 %4,679 %9,849 %2,629 %2,346 %2610,843 %3,493 %4,667 %9,717 %2,650 %2,366 %2710,693 %3,522 %4,651 %9,587 %2,670 %2,386 %2810,547 %3,549 %4,633 %9,461 %2,689 %2,407 %2910,404 %3,575 %4,614 %9,339 %2,708 %2,429 %3010,266 %3,600 %4,593 %9,220 %2,726 %2,451 %3110,133 %3,624 %4,572 %9,105 %2,743 %2,472 %3210,005 %3,647 %4,550 %8,994 %2,760 %2,494 %339,881 %3,669 %4,528 %8,887 %2,777 %2,515 %349,762 %3,689 %4,506 %8,785 %2,793 %2,535 %359,648 %3,709 %4,484 %8,686 %2,808 %2,556 %369,538 %3,729 %4,462 %8,591 %2,823 %2,575 % 379,433 %3,747 %4,441 %8,500 %2,837 %2,595 %389,332 %3,765 %4,420 %8,413 %2,851 %2,613 %399,235 %3,781 %4,399 %8,329 %2,864 %2,631 %409,142 %3,798 %4,379 %8,249 %2,877 %2,649 %419,053 %3,813 %4,360 %8,172 %2,889 %2,666 %428,967 %3,828 %4,341 %8,098 %2,901 %2,683 %438,885 %3,842 %4,322 %8,027 %2,912 %2,698 %448,807 %3,856 %4,304 %7,959 %2,923 %2,714 %458,731 %3,870 %4,287 %7,893 %2,934 %2,729 %468,658 %3,882 %4,270 %7,830 %2,944 %2,743 %478,589 %3,895 %4,254 %7,770 %2,954 %2,757 %488,522 %3,907 %4,239 %7,712 %2,964 %2,771 %498,457 %3,918 %4,223 %7,656 %2,973 %2,784 %508,395 %3,929 %4,209 %7,602 %2,982 %2,796 %518,336 %3,940 %4,194 %7,550 %2,991 %2,808 %528,278 %3,950 %4,181 %7,500 %2,999 %2,820 %538,223 %3,960 %4,167 %7,452 %3,007 %2,832 %548,170 %3,970 %4,154 %7,406 %3,015 %2,843 %558,118 %3,979 %4,142 %7,361 %3,023 %2,853 %568,068 %3,988 %4,130 %7,318 %3,030 %2,864 %578,020 %3,997 %4,118 %7,276 %3,037 %2,874 %587,974 %4,005 %4,107 %7,236 %3,044 %2,883 %597,929 %4,013 %4,096 %7,197 %3,051 %2,893 %607,886 %4,021 %4,085 %7,159 %3,057 %2,902 %617,844 %4,029 %4,075 %7,123 %3,063 %2,910 %627,804 %4,036 %4,065 %7,088 %3,069 %2,919 %637,764 %4,044 %4,055 %7,054 %3,075 %2,927 %647,726 %4,051 %4,046 %7,021 %3,081 %2,935 %657,689 %4,057 %4,037 %6,988 %3,087 %2,943 %667,654 %4,064 %4,028 %6,957 %3,092 %2,951 %677,619 %4,070 %4,020 %6,927 %3,097 %2,958 %687,585 %4,077 %4,011 %6,898 %3,102 %2,965 %697,553 %4,083 %4,003 %6,869 %3,107 %2,972 %707,521 %4,089 %3,995 %6,842 %3,112 %2,979 %717,490 %4,094 %3,988 %6,815 %3,117 %2,986 %727,460 %4,100 %3,980 %6,789 %3,121 %2,992 %737,431 %4,105 %3,973 %6,763 %3,126 %2,998 %747,402 %4,111 %3,966 %6,739 %3,130 %3,004 %

757,375 %4,116 %3,959 %6,715 %3,134 %3,010 %767,348 %4,121 %3,952 %6,691 %3,139 %3,016 %777,322 %4,126 %3,946 %6,669 %3,143 %3,021 %787,296 %4,130 %3,939 %6,646 %3,146 %3,027 %797,271 %4,135 %3,933 %6,625 %3,150 %3,032 %807,247 %4,140 %3,927 %6,604 %3,154 %3,037 %817,224 %4,144 %3,921 %6,583 %3,158 %3,043 %827,200 %4,148 %3,915 %6,563 %3,161 %3,047 %837,178 %4,152 %3,910 %6,543 %3,165 %3,052 %847,156 %4,157 %3,904 %6,524 %3,168 %3,057 %857,135 %4,161 %3,899 %6,506 %3,171 %3,062 %867,114 %4,165 %3,894 %6,487 %3,175 %3,066 %877,093 %4,168 %3,889 %6,470 %3,178 %3,071 %887,073 %4,172 %3,884 %6,452 %3,181 %3,075 %897,054 %4,176 %3,879 %6,435 %3,184 %3,079 %907,035 %4,179 %3,874 %6,419 %3,187 %3,083 %917,016 %4,183 %3,869 %6,402 %3,190 %3,087 %926,998 %4,186 %3,865 %6,386 %3,192 %3,091 %936,980 %4,190 %3,860 %6,371 %3,195 %3,095 %946,962 %4,193 %3,856 %6,356 %3,198 %3,099 %956,945 %4,196 %3,852 %6,341 %3,201 %3,102 %966,929 %4,199 %3,847 %6,326 %3,203 %3,106 %976,912 %4,202 %3,843 %6,312 %3,206 %3,110 %986,896 %4,205 %3,839 %6,298 %3,208 %3,113 %996,880 %4,208 %3,835 %6,284 %3,211 %3,116 %1006,865 %4,211 %3,832 %6,271 %3,213 %3,120 %1016,850 %4,214 %3,828 %6,258 %3,215 %3,123 %1026,835 %4,217 %3,824 %6,245 %3,218 %3,126 %1036,821 %4,220 %3,820 %6,232 %3,220 %3,129 %1046,806 %4,222 %3,817 %6,220 %3,222 %3,132 %1056,792 %4,225 %3,813 %6,208 %3,224 %3,135 %1066,779 %4,228 %3,810 %6,196 %3,226 %3,138 %1076,765 %4,230 %3,807 %6,184 %3,228 %3,141 %1086,752 %4,233 %3,803 %6,172 %3,231 %3,144 %1096,739 %4,235 %3,800 %6,161 %3,233 %3,147 %1106,726 %4,238 %3,797 %6,150 %3,234 %3,150 %1116,714 %4,240 %3,794 %6,139 %3,236 %3,152 %1126,702 %4,242 %3,791 %6,129 %3,238 %3,155 % 1136,690 %4,245 %3,788 %6,118 %3,240 %3,158 %1146,678 %4,247 %3,785 %6,108 %3,242 %3,160 %1156,666 %4,249 %3,782 %6,098 %3,244 %3,163 %1166,655 %4,251 %3,779 %6,088 %3,246 %3,165 %1176,644 %4,253 %3,776 %6,078 %3,247 %3,168 %1186,633 %4,255 %3,773 %6,068 %3,249 %3,170 %1196,622 %4,257 %3,771 %6,059 %3,251 %3,172 %1206,611 %4,259 %3,768 %6,050 %3,252 %3,175 %1216,601 %4,261 %3,765 %6,040 %3,254 %3,177 %1226,590 %4,263 %3,763 %6,031 %3,256 %3,179 %1236,580 %4,265 %3,760 %6,023 %3,257 %3,181 %1246,570 %4,267 %3,758 %6,014 %3,259 %3,184 %1256,560 %4,269 %3,755 %6,005 %3,260 %3,186 %1266,551 %4,271 %3,753 %5,997 %3,262 %3,188 %1276,541 %4,273 %3,750 %5,989 %3,263 %3,190 %1286,532 %4,274 %3,748 %5,981 %3,265 %3,192 %1296,523 %4,276 %3,746 %5,972 %3,266 %3,194 %1306,513 %4,278 %3,743 %5,965 %3,268 %3,196 %1316,505 %4,280 %3,741 %5,957 %3,269 %3,198 %1326,496 %4,281 %3,739 %5,949 %3,270 %3,200 %1336,487 %4,283 %3,737 %5,942 %3,272 %3,202 %1346,479 %4,285 %3,735 %5,934 %3,273 %3,203 %1356,470 %4,286 %3,733 %5,927 %3,274 %3,205 %1366,462 %4,288 %3,730 %5,920 %3,276 %3,207 %1376,454 %4,289 %3,728 %5,913 %3,277 %3,209 %1386,446 %4,291 %3,726 %5,905 %3,278 %3,211 %1396,438 %4,292 %3,724 %5,899 %3,279 %3,212 %1406,430 %4,294 %3,722 %5,892 %3,281 %3,214 %1416,422 %4,295 %3,720 %5,885 %3,282 %3,216 %1426,415 %4,297 %3,719 %5,878 %3,283 %3,217 %1436,407 %4,298 %3,717 %5,872 %3,284 %3,219 %1446,400 %4,299 %3,715 %5,866 %3,285 %3,221 %1456,393 %4,301 %3,713 %5,859 %3,286 %3,222 %1466,385 %4,302 %3,711 %5,853 %3,288 %3,224 %1476,378 %4,304 %3,709 %5,847 %3,289 %3,225 %1486,371 %4,305 %3,708 %5,841 %3,290 %3,227 %1496,364 %4,306 %3,706 %5,835 %3,291 %3,228 %1506,358 %4,307 %3,704 %5,829 %3,292 %3,230 %

Term to maturity (in years)Turkish liraUS dollarYen123,470 %1,865 %–0,180 %225,231 %2,491 %–0,152 %325,914 %2,581 %–0,131 %426,243 %2,518 %–0,105 %526,225 %2,427 %–0,072 %626,025 %2,387 %–0,035 %725,685 %2,360 %0,004 %825,261 %2,364 %0,043 %924,809 %2,314 %0,084 %1024,377 %2,300 %0,127 %1123,963 %2,303 %0,173 %1223,559 %2,313 %0,223 %1323,159 %2,326 %0,275 %1422,758 %2,336 %0,329 %1522,354 %2,338 %0,383 %1621,947 %2,329 %0,436 %1721,536 %2,314 %0,488 %1821,123 %2,296 %0,537 %1920,707 %2,281 %0,581 %2020,292 %2,269 %0,621 %2119,878 %2,263 %0,657 %2219,468 %2,259 %0,689 %2319,064 %2,254 %0,716 %2418,667 %2,246 %0,739 %2518,278 %2,234 %0,758 %2617,900 %2,217 %0,771 %2717,533 %2,195 %0,783 %2817,178 %2,169 %0,797 %2916,835 %2,139 %0,814 %3016,505 %2,107 %0,837 %3116,187 %2,072 %0,867 %3215,883 %2,037 %0,902 %3315,591 %2,002 %0,940 %3415,311 %1,968 %0,981 %3515,044 %1,936 %1,025 %3614,789 %1,906 %1,069 %3714,544 %1,879 %1,113 % 3814,311 %1,854 %1,158 %3914,087 %1,833 %1,203 %4013,874 %1,815 %1,247 %4113,670 %1,799 %1,291 %4213,474 %1,787 %1,334 %4313,288 %1,777 %1,375 %4413,109 %1,770 %1,416 %4512,937 %1,766 %1,456 %4612,773 %1,764 %1,495 %4712,616 %1,765 %1,533 %4812,465 %1,769 %1,570 %4912,320 %1,775 %1,606 %5012,181 %1,783 %1,641 %5112,047 %1,794 %1,675 %5211,918 %1,808 %1,707 %5311,794 %1,822 %1,739 %5411,675 %1,838 %1,770 %5511,560 %1,855 %1,800 %5611,449 %1,873 %1,829 %5711,342 %1,892 %1,857 %5811,239 %1,910 %1,884 %5911,140 %1,929 %1,910 %6011,043 %1,948 %1,936 %6110,950 %1,968 %1,961 %6210,860 %1,987 %1,985 %6310,773 %2,006 %2,009 %6410,689 %2,025 %2,031 %6510,607 %2,043 %2,054 %6610,528 %2,062 %2,075 %6710,452 %2,080 %2,096 %6810,377 %2,098 %2,116 %6910,305 %2,116 %2,136 %7010,235 %2,133 %2,155 %7110,167 %2,150 %2,174 %7210,100 %2,167 %2,192 %7310,036 %2,183 %2,210 %749,974 %2,199 %2,227 %759,913 %2,215 %2,244 %769,853 %2,230 %2,260 % 779,796 %2,246 %2,276 %789,740 %2,260 %2,292 %799,685 %2,275 %2,307 %809,632 %2,289 %2,322 %819,580 %2,303 %2,336 %829,529 %2,316 %2,350 %839,479 %2,330 %2,364 %849,431 %2,343 %2,377 %859,384 %2,355 %2,390 %869,338 %2,368 %2,403 %879,293 %2,380 %2,416 %889,249 %2,392 %2,428 %899,207 %2,404 %2,440 %909,165 %2,415 %2,452 %919,124 %2,426 %2,463 %929,084 %2,437 %2,474 %939,045 %2,448 %2,485 %949,006 %2,459 %2,496 %958,969 %2,469 %2,507 %968,932 %2,479 %2,517 %978,896 %2,489 %2,527 %988,861 %2,499 %2,537 %998,826 %2,508 %2,546 %1008,793 %2,518 %2,556 %1018,759 %2,527 %2,565 %1028,727 %2,536 %2,574 %1038,695 %2,545 %2,583 %1048,664 %2,553 %2,592 %1058,633 %2,562 %2,601 %1068,603 %2,570 %2,609 %1078,574 %2,578 %2,617 %1088,545 %2,586 %2,626 %1098,517 %2,594 %2,634 %1108,489 %2,602 %2,641 %1118,462 %2,609 %2,649 %1128,435 %2,617 %2,657 %1138,409 %2,624 %2,664 %1148,383 %2,631 %2,671 %1158,357 %2,639 %2,679 % 1168,332 %2,646 %2,686 %1178,308 %2,652 %2,693 %1188,284 %2,659 %2,699 %1198,260 %2,666 %2,706 %1208,237 %2,672 %2,713 %1218,214 %2,679 %2,719 %1228,191 %2,685 %2,726 %1238,169 %2,691 %2,732 %1248,147 %2,697 %2,738 %1258,126 %2,703 %2,744 %1268,105 %2,709 %2,750 %1278,084 %2,715 %2,756 %1288,064 %2,721 %2,762 %1298,044 %2,726 %2,767 %1308,024 %2,732 %2,773 %1318,004 %2,737 %2,779 %1327,985 %2,743 %2,784 %1337,966 %2,748 %2,789 %1347,948 %2,753 %2,795 %1357,929 %2,758 %2,800 %1367,911 %2,763 %2,805 %1377,893 %2,768 %2,810 %1387,876 %2,773 %2,815 %1397,859 %2,778 %2,820 %1407,841 %2,783 %2,825 %1417,825 %2,788 %2,830 %1427,808 %2,792 %2,834 %1437,792 %2,797 %2,839 %1447,776 %2,801 %2,843 %1457,760 %2,806 %2,848 %1467,744 %2,810 %2,852 %1477,729 %2,815 %2,857 %1487,714 %2,819 %2,861 %1497,699 %2,823 %2,865 %1507,684 %2,827 %2,870 %

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 RepublicCyprusDenmark10030502302003750380300425043040244524405034854470604515650071554585108265551051093757511480103859512480Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003644152000022742030000202423420001774245300016242564000160426750001574278601016132897020163128108030165429Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland164501504214101102004318131402304 4211516024045231618025046251819026047271921027048282022028049302124128041031222422904Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom123911175002381614201100343181624140044419182816005472019311800650222034190075123223621008512423372200948262338240010482323382400Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012018300001201840000120175000012015600001201570000120148000012015900001201510000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico10120100092118010009 32280100010433501000105336010001064390100010744101000108739010001095370100010105390101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan10007914200091104300011120440001114045020111504605013150470701516048011017160490170181604100170191604Duration (in years)United States102030405060708090100
2. Exposures to financial institutions 2.1. Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6172043112225523122327204311222552398738224410622151980549244710922051866551027521122205185596112955117220518518713315711922051851881331571182205185189133257118220518518101334571182205185181114355711822051851812143557118220518518131536571182205185181415365711822051851815153657118220518518161536571182205185181715365711822051851818153657118220518518191536571182205185182015365711822051851821163657118220518518221736571182205185182318365711822051851824183657118220518518251936571182205185182619365711822051851827203657118220518518282036571182205185182921365711822051851830233657118220518518 2.2. Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality tep 4Credit quality step 5Credit quality step 611629521212345321334218315412323653410663193355118232530863420355812023152971052137621232305295936213865126230528528722406612822952752782140651272285275279214065126228526526102141641252275255251121416412522752552512204263124226524524132042631232265245241420416212322552352315204162123225523523161940611222245225221719406112222452252218194061122224522522191940611222245225222019416212222452352321204162123225523523222041621232255235232320416212322552352324204162123225523523252041621232255235232620416212322552352327214162123225523523282241621232255235232923416212322552352330234162123225523523

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 6161943112224522122326194311222452298737224410622151980449244610922051866551026511122205185586112855116220518518712315711922051851881231561182205185189133256117220518518101333571172205185181114345711822051851812143557118220518518131436571182205185181415365711822051851815153657118220518518161536571182205185181715365711822051851818153657118220518518191536571182205185182015365711822051851821163657118220518518221736571182205185182318365711822051851824183657118220518518251936571182205185182619365711822051851827203657118220518518282036571182205185182921365711822051851830233657118220518518 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 61779011318329559313432748711018029259010793789211417729158987747792115177288586725577931181782865856086769412018228558358377694120182283581581875941191802825805809749411817928157957910719211517627857657611709011317427657457412699011217227457357313689011117227457257214689011117127357257215689011117127357157116688911017127357157117678911017027257057018678810917027257057019668710816927156956920658710816827156956921658610716827056856822648610716726956756723638510616626856656624628410516526756556525618310416426656456426608210316326556356327598110216226456256228588010116126356156129577910016026256056030567899159261559559 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 611023471162285271248212254811823052810023142851113228526816416315411622752567551834591192275255666193662124227525525720386412622752552581938631252275255259193963124226524524101939631242265245241120406312422652452412204163124226524524132042631242265245241421426312422652452415214263124226524524162042631232265245241721426312422652452418214263124226524524192143641242265245242022436412522752552521224364125227525525222244651252275255252322446512522752652624224465125227526526252244651252275265262622446512522752652627224465125227525525282244651252275255252922446512522752552530234364125227525525 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 614760831522655631229250638715626856698835670921542695678064597497159270568667561771021632715695696628010616827156956976381107170270569569862811061682705685689618110516626956756710618110416526756656611608110416426656456412598010216326556356313588010116226456256214577910016026356156115577899160262560560165677981592615595591755779815826055855818547697158260558558195475971572595575572054759615725955755721537495156258556556225274951552575565562352739415525755555524517293154256554554255071921532555535532649719215225455255227487091151253552552284869901512535515512947688915025255055030466788149251549549

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 616194211122452212222619421112245229863721431062205188044823461082195176655926511112195175586102854116219517517712305611821951751781231561172195175179123156117219517517101233561172195175171113345611721951751712133556117219517517131435561172195175171414355611721951751715143556117219517517161435561172195175171714355611721951751718143556117219517517191435561172195175172015355611721951751721163556117219517517221735561172195175172318355611721951751724183556117219517517251935561172195175172619365611721951751727203657117219517517282036571172195175172921365711721951751730233657117219517517 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 618245314224254112582824531422425411013392652129239537823410285512123753567951230561112365345696143359104235533533716366098234532532817385992233531531920446286232530530101944608423152952911194359842305285281218436086229528528131843608622952752714184360862285265261518436086227525525161943608622652452417194360862255235231819436086225523523191943608622452352320194360862255235232119436086225523523221943608622552352323194360862245225222419436086223521521251943608622352152126194360862225205202720436086222520520282143608622151951929214360862215195193023436086220518518 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 618497120190302600131128396119188301599106038397119181296594866482971201822935917175819712218329158960368098124186289587587779971231862875855858779612118328458358397595119180283581581107495118179281579579117494117178280578578127294116176278576576137193114175277575575147092113173275573573156990111172274572572166889110171273571571176788109170272570570186687108169271569569196587108168270568568206486107167269568568216385106166268567567226284105165268566566236183104164266565565246082103163265564564255981102162264562562265880101161263561561275779100160262560560285678981592615595592955769715826055855830547596157259557557 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 61577093162275573132225669921622745721065356709315527056886745772951572685667165577398158266564600656731001612655635637567410016326356256285574991602625605609537397158261559559105373971572605585581153739615725955755712527395156258556556135273951552575555551452739415525755555515517394154256554554165072931532555535531750719215325555355318497192152254552552194970911522545525522049709115225455255221487091151253552552224869901512535515512347699015025255155124476889150252550550254668891492515495492645678814825054954927456687148250548548284465861472495475472943658614624854754730436485146248546546

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 613144681372495481271232456813825054810203334769131246544830433487113324454268653450751352435415766345177139243541541734537914124254054083352781392415395399335377138240538538103353771372395385381133547613723953753712325476136238536536133254751352375365361432537413523753553515315374134236534534163052731332365345341730527313323553353318305172133235533533193051721332355335332030517213323553353321305172133235533533223051721332355335332330517213323553353324295172132234533533252951721322345325322629507113223453253227295071132234532532282850711312335315312928497013123353153130284970131233531531 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 610324942065041214215259520750597632527892045027954272992203501657549349520350155264113899203501501751440102203501501871439101203501501971539100203501501108164010020350150111918411012045025021291840100202500500131019411012035015011411194010120350150115121839100202500500161317389920149949917131738992014994991814173899201499499191418399920149949920151839100202500500211619391002025005002217203910020250050023182139100202500500241821391002025005002519223910020250050026192239992015005002720233999201500500282025409920149949929212541992014994993022264299201499499 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 614558811512635611251245588115126356110143466082145259557828447628414625855668554763881492575555756476591153256554554748669215425555355384766911522545525529466690151253551551104666891502525515511146668915025255055012456688149251549549134566881482505485481445668714825054854815446687147249547547164365861462485465461743648514624854654618426485145247545545194263841452475455452042638414524754554521416384144246545545224162831442465445442340628314324554454424406182143245543543253961821422445425422638608114124354254227385980141243541541283758791402425405402936587913924153953930355778138240539539 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 61183154123236534123422134571272395379913253962124239537808429446712924053866953248731332415395626314874136239538538735548014224354154183453781402425405409355579140242541541103757811412445425421139598214324554354312406183143245543543134062831442465445441441628314424654454415416283144246544544164162831442465445441741628314424654454418406283143245543543194061821432455435432040618214324554354321406182143245543543224061821432455435432339618214224454254224396081142244542542253860811412435425422638598014124354154127375980140242541541283758791402425405402936587913924154054030365778139241539539

2.15. Canadian dollar Duration (in years)Credit quality step 0Credit qualitystep 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611831541232365341275219325512423753510233213557120234532832422386012223453268752440651262345325766254269130234532532726447013323353253282645701322335325329264670131233532532102747711312345325321128487113223453253212284971132234532532132850711322345325321429507113223453253215295071132234532532162850711312345325321728507113223453253218285071131234532532192850711312335325322028507113223453253221285071131234532532222850711312335315312328497013123353153124274970130232530530252748691302325305302626486912923153053027264768129231529529282547681282315295292925476712823052852830254667128230528528 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 61516387156268567136625466901592725701093358729415627156988746075981602715697315627810316427257061266481107169272571571765831091722725705708658410917027257057096584109170272570570106586109170272570570116686109170272570570126687109169271569569136587108168270569569146586107168270568568156485106167269567567166385106166268566566176284105166268566566186283104165267565565196183104164266565565206182103164266564564216081102163265563563225981102162264562562235880101161263562562245779100160262561561255678991592625605602655779815826155955927557697158260558558285475961572595575572953749515625855655630527394155257555555 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 618194117187299597138428699122192304602111438910312518730260090949010512819030159975359311013519530360163269511313920130460260279711614220430560360389811714320430660460491001191442043076056051010012114420530760560511101121144205307605605121001211432043066046041310012114220330560360314981201412013036026021597119140200302600600169611713819930159959917941161371972995985981893115136196298596596199211313419529759559520901121331932965945942189110131192294592592228710913019029359159123861071281892915895892484106127187289587587258210412518528858658626811021231842865845842779101122182284582582287899120181283581581297698118179281579579307496117177280578578 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 611124481172295271254214275012023253010133183254116231529825420365812023253068152339641252335315716244268130233531531726447013323353153182645701322335315319264670131233531531102747701312335315311127487013123353153112274870131233531531132748701302325305301426486912923253053015264768129231529529162547681282305285281725466712823052852818254667128230528528192446671272305285282025466712823052852821254667128230528528222546671282305285282325466712823052852824254667128230528528252446671272295285282624466712722952752727244666127229527527282445661272295275272924456612722952752730234566126228527527

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 61951081312013136111314296109132202314612106039711113419631160986749911413719931060871951001171422023106086086101118145206310608608710212014620930960760781021211462073096076079101121145206308606606101001211442053076056051199120143203305604604129811914120230460260213971181392003026006001495117138198300598598159311513619629859759716911131341942975955951790111132193295593593188811013119129459259219871091301902925905902086108129189291589589218510712818829058858822841051261872895875872383104125186288586586248110312418428758558525801021231832855835832679101121182284582582277899120181283581581287798119180282580580297697118178281579579307496117177279578578 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 6131532835242153383113922869912219130460211203891031251883036019104931081301923046027505951111361973056036296971141402023056036037981171432053066046048991181432053066056059991191432043076056051010012014420430760560511100121144204306605605121011221442053076056051310212314420530760560514102124145205307606606151031251462063086066061610412614720730960760717105126148208310608608181061271482093116096091910712814921031261061020107129150210312610610211071291502103126116112210712814921031261061023106128149209311609609241051271482083106096092510412614720730960760726103124145206308606606271021231442053076056052810012214320330560360329991201412023046026023097119140200302600600 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 6101235105217515123821123510521751599232143699213511806421638100212510666541742103211509558641945107210508508752046109209507507872045107208507507972044105207506506108214410520750550511922441052075055051292244105207505505131023441052075055051411244510520750550515122445105207506506161324451052085065061713244610620850650618142546107209507507191526471072095075072015274810821050850821162748109211509509221728491102125105102318295011021251051024182950111213511511251929501112135115112619305111121351151127203051112214512512282130511122145125122922315111221451251230233152112214512512 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 615164871572695671279252658815827056810313536789152267564839454699215426556369355471961562645625816557299160264562562755739916226256056085573991602625605609547498159261559559105374971582605585581153739615725955755712527395155257555555135172931542565545541449719215225555355315487091151253551551164768891502525505501746678814925154954918456687148250548548194466871472495475472044658614724954754721436586146248546546224264851462485465462342638414524754554524416384144246544544254062831432465445442640618214324554354327396182142244542542283860811412445425422938598014124354154130375980140242540540

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 6111412715122033263013302116129152222334632107531191331552173326308784121136159221332630728512313916422533363163161251421682303336316317126144170232333631631812514417023133363163191251451692303326316311012514616923033263063011125146168229331629629121241451672273306286281312314416522632862662614121143164224326624624151191411622223246236231611713916022032262062017115137158218320618618181131351562163186166161911113315421431661461420110131152213315613613211081291502113136116112210612814920931160960923104126147207309607607241021241452053076066062510012214320330660460426991201412023046026022797118139200302600600289511713819830059859829931151361962985975973092113134195297595595 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 611661792032723846821469217618921228239469211663182196218281395693944418520022328539669477851872032282883966946946187204230292395693693718720523129439469269281862052302913936916919185204229290392690690101842042282893916896891118320422628738968768712181202224285387685685131792002212823846826821417619821927938167967915173195216276378676676161701922132733756736731716718921027037267067018164186207267369668668191611832042643666656652015818020126136466266221155177198258361659659221521741952553576566562314917119225235465365324146168189249351649649251431651862463486466462614016218324334564364327137159180240342641641281341561772373406386382913215317423533763563530129151172232334632632 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 613245691382505491267233466913925154910163354971133248546827436517313524754568353753781382465445746375481142246544544737568214424554354383655811422445425429365580141243541541103656791402425405401136567913924254054012355678139241539539133557781382405395391435567713824053853815355677138240538538163556771382405385381735567713824053853818355677138240538538193556771382405385382035567713824053853821355677138240538538223556771382405385382335567713824053853824345677137239538538253455761372395375372634557613723953753727335576136238537537283354751362385365362933547513623853653630325475135237535535 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 612942661352475461266231446713724954710223344870133247545834436517413624754569153855801402485465816405783145248547547741608614824954754784260861472495475479426286147249547547104363871472495485481144658714825054854812446687148250548548134566871482505485481445668714825054854815456687148250548548164466871472505485481745668714825054854818456687148250548548194566871482505485482045678814825054854821456788148250548548224567881482505485482345668714825054854824446687147249548548254465861472495475472643658614624954754727436485146248546546284264851452475465462942638414524754554530416384144246544544

2.27. Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality tep 4Credit quality step 5Credit quality step 611271401632323456431493212613916223134464211823126140162225339637955412614116422633763678651271431682293376356576127144170232335633633712714517123333463263281261451702323336326329125145169230332630630101251451692293326306301112514616822933162962912124145167228330628628131231451662263296276271412214416522532762562515120142163223325623623161181401612213236216211711613715821932161961918113135156217319617617191111331542143176156152010913115221231461361321107129150210312610610221051261472083106086082310312414520630860660624100122143204306604604259812014120130360260226961181391993015995992794116137197299597597289211413419529759559529901121321932955935933088110131191293591591 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 6101336106218516125522153810822051810123519411042185168244722451072185166815926511112195175726112854116219518518712315711922051851881231561182205185189123256117220518518101333571172195185181113345711721951751712133456117219517517131335561172195175171413355611621851751715133556116218516516161334551162185165161713345511621851651618143455116218516516191534551162185165162015355611621951751721173556117219517517221736571172195175172318365711721951851824193657118220518518251936571182205185182620365711822051851827203657118220518518282136571182205185182922365711822051851830233657118220518518 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 613649721412545521266236497214225455210203365073135250548830437527413624854668653753781392475455756395683144248546546737558114424454254284059841462475465469395983144246545545103555781392415395391131527413523753553512284971132234532532132647691292315295291424466712722952852815234465126228526526162143641242275255251721426312422652452418204263123225523523192041621232255235232020416212322552352321204162123225523523222041621232255235232320416212322552352324194162122225523523251941621222245235232620416212222452252227204161122224522522282140611222245225222922406112222452252230234061122224522522 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 6120822124431442672417062205218241311423721139532022162383004157131144419821323629840970894951952112362964047037966191208235296400698698718820623229439569369381832022282893916896899179199223284387685685101761962192803826806801117219321527637867667612168189211272374672672131651862072683706686681416118220326436666466415157179200260362660660161541751962573596576571715017219325335565465418147169190250352650650191441661872473496476472014116318424434664564521138160181241344642642221361571782393416396392313315417523633863663624130151172233335633633251271491702303326306302612514616722833062862827122143164225327625625281201411622233256236232911713916022032262062030115136157218320618618

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 6192548102234532126329254810223453210193102850972325308294123354952335316845163859982345325736184263952345325327194463902355335338184362892355335339194564932355335331021486796235533533112250689923553353312245270100235533533132654701002355335331426547110023553353315265571101235533533162655711012345325321726557110123453353318265571101234532532192655711012345335332026557110123553353321265571101235533533222655711012355335332326557110123553353324265571101235533533252655711012345335332626557110123453253227265571101234532532282655711012345325322926557110123353253230265571101233531531 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 610315851974951223215148319649498032514761914897964261577189487657546198018848655264722841874854857592486187485485879248518748548597102384187485485108102484187485485118112485187485485129132485187485485131013258518748548514111425851874864861512142586188486486161315268618848648617131627861884864861814172887189487487191418308718948748720151831881904884882116193288190488488221720338819048948923182134891914894892418213589191489489251922378919148948926192238891914894892720233989191489489282025408919148948929212541881914894893022264288191489489 3. Other exposures 3.1. Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6121421421592923011221421421593352262321523471543511716421626501523521329531829521523441055642031551523318577623335815231570986233460152299596962436631522825081062537651522654371172638661522493801272638661522453331372638661522452931472638661522452601572639661522452451672641661522452451772644661522452451872646661522452451972648661522452452072651661522452452172654661522452452282655661522452452382658661522452452482660661522452452592663661522452452692665671522452452710266869152245245281026707115224524529102673731522452453011267575152245245 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 611124305116931833002132532531703612458313263458166375185141327376116337414265132840631623641127614304165162349912715324267161332753814324369160314632914324471160296537101432457215927846211143245731592614011213324472158252351131331447215725130914123143711572512731512304371157250250161130437015625025017113046701562502501811304870156250250191130517015625025020113053711562502502112315571157250250221231587115725025023123161711572512512412316371157251251251231667115725125126123168711572512512712317171157250250281231737315725025029123175751572502503012307877157250250 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 6121421421592923010221421421593352262321523471543511715421526501523521329531729521523441055642031551523318567522335715231570986233460152299596962436631522825081062537651522654371172538661522493801272538661522453331372638661522452931472638661522452601572639661522452451672641661522452451772644661522452451872646661522452451972648661522452452072651661522452452172654661522452452282655661522452452382658661522452452482660661522452452592663661522452452692665671522452452710266869152245245281026707115224524529102673731522452453011267575152245245

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 617385911122303253322270828810922736524883728593117224382188347084941192203821457569849511921837311556698596120217359936769869612121534277386886971222143236499678697124213307552106583951232103044751163819412220830141212618093121206300360136180921202062993171460799211920529929915607991119205299299166078911192052982981759789111820429829818597890118204297297195877891172032972972058768911720329629621577688116202295295225675871152012952952355748611420029429424547386113199293293255372851121982922922652718311119729129127517082110196290290285069811091952892892949688010819428828830486780107193287287 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 61618254616329830752820264816534022983821305316135617424923335815935613505102536601593481071611273963159335869713304065159319719812304167159302604912314269158285515101231437115826844311133144721582523851213314472158251337131331447215825129814133144721582512641513324472158251251161331447215725125117133244721582512511813324772158251251191332507215825225220143251731592522522114335473159253253221433577315925325323143359741592532532414336274159253253251433647415925325326143367741592532532714336973159253253281433727315925325329143374731592532533014337775159253253 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 614255618220029530252465865862033352265350637195202352171845266761002023531334554688010320334610626557182106203334864756738410820231971785573841102023036049557385112201294516105473851121992934451153728411219829238812527183111197290340135169821101962893001450688110919528828815496780108194287287164867791071932862861747667810619228628618476578106192285285194665771051912852852046647710519128428421456476104190284284224463761041892832832344627510318928228224436274102188281281254261731011872812812641607210018628028027405972100185279279284058729918527827829395874981842772773038577797183277277 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 6111320411592923008211320411593352260311422461533511714411525501513521328521728521513431054631930551513308567522325715131570885223359151299596952335621512825081062437641512654371162537651512493801262537651512453331362537651512452931462537651512452601562539651512452451662541651512452451762544651512452451862546651512452451972548651512452452072551651512452452172553651512452452282555651512452452382558651512452452482560651512452452592563651512452452692565671512452452710256869151245245281025707115124524529102573731512452453011267575151245245 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 6101122451773013101201122451773442325311123491723591758411326551693581359511628581683501077621832591673368737321365916632072185243759165303606983041581642855161011334157163268444111033415616225638512932415616125533713831425716125429714831425716025426315831435715925325316831435715825125117831445715725125118831475715625025019831495715625025020831515715725025021831545715725025022831566015625025023831586115625025024831616315524924925931636515524824826103166671542482482711316869154247247281131707115324724729113173731532462463011317575152246246 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 618092981202373323238278919711823635924413779098122229377185647589991232253791439573881001232233701143673891001242213579287728910012421934076887088991252163226459698798126214308549106886991262133074721166859812621230541012658496124210304359136482951232093023161462819412120730130115618092120206300300166079911192052982981759789011820429729718587789117203297297195776881162022962962056758811620129529521557487115200294294225573861141992932932353728511319829229224527184112197291291255170831101962902902650698110919528928927496880108194288288284867791071932872872947667810619228628630466579105191285285 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 6152647192209315326725164709120936124543506372952033781859450637498200378143854964759919836811396496576100197354923749667710119533776284865761021943196409476577104193300544104665771051912854681146647710519128440612456476104190283355134463761031892833131444627510318928228215436274102188282282164261741011872812811742617310118728028018416073100186280280194160721001862792792041597210018627927921405972100185279279224059719918527927923395871991842782782439587098184277277253857699718327727726375669971822762762737567196182275275283655739518127527529355477941802742743035537994180273273 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 612739466718430431352284046681853462343327404872179362177442640507417636213745264152761753541090627435478174340885727445579174324731827445581173307614926445683172289523102645578517127245011264457851712643911225445684170264342132443568416926330114244355831692622671523425582168262262162341548216726126117224154811672612611822415381167261261192241538116726026020224153811672602602122415481167260260222241578116726026023224059811672602602421406281166260260252140648016626026026214067801662592592721396980166259259282039727916525925929203974791652592593020387779165258258

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 6100324141290298720162514233222363118291373471695413113313534813135141435135340104362416381353278477261940135312701826214313529659094724461352795031048274813526343311492949136247376124931481342313301341134491352292901451137491352282571561338481342272291661341471332262261761443491332262261861546511332262261971648521332272272071651551342272272171853571342282282281855581342282282381958611342282282482160631342272272592163651342272272692264661342272272710236768135227227281024697013622722729102472721382272273011267573138227227 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 614153598019829930812415359811983442327340536185193361176843953638819036213705405466891893541088640566791188341883741586893187325731840576894186308615939576996185290524103958709718427845111395770981842773921238576997183276343133756699618227630214375568961822752751536556795181275275163554679418027427417355466941802732731834536693179273273193453659317927227220345365931792722722133526593178272272223352649217827227223325164921772712712432516391177270270253150649017627027026304967901752692692730486989175268268282948728817426726729284774871732672673027467787172266266 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 611326325317129530382172935571743362272319324164172352172342236467017235313375243950741733461063624405175171333864728455680175318716827455682174302603929475885174286514103049618917626944311315063911772703861232516391177271338133351649217827129814335264921782712711533526492178272272163351649217827127117335264921782712711832516391177271271193251639117727027020325163911772712712132516391177270270223250639117727027023315063901762702702431506290176269269253049649017526926926304967891752682682729486989174268268282948728817426726729284774871732672673028477787173266266 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 611325325317030431462142733541723472351315283660167362177941529396416536313765163143661653541091618344569165340885719364771165324732819374874165307615920384976165290524102039517916527345111203952801662593921221395280166259343132140528016625930214214052801662592671521405280166259259162139528016525925917213952801662592591821395280165259259192039528016525925920213952801662592592121395480165259259222039577916525925923203959791652582582419386278164258258251938647816425725726183767771632572572718376977163256256281736727716225625629173674761622562563017367776162255255 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 614658658620332533832496168892063702525352657397204385190645367771022033851470555698110420437511636577384108204360942758758511020434377885875871122043246539587688115204305555105977901172042984771159779011820429741412587789117203297362135776891172022963191457768811620229529515567587115201295295165574871142002942941755738611420029329318547385113199293293195372851131982922922053728411219829129121527183111197291291225170831101962902902350698210919528928924496881109194288288254967801081932872872648667910719328628627476578106192285285284664771051912842842945647710419028328330446380103189282282

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 61778995117234330343028294100122239377257438396104128235395195548397107131233396151658610111213523538812046881041151402363749777901071181422373578098921091201462383396809931111231502393325791094112125152239333499119411212515323933243312931121241522383313791392111123151237330333149010912215023532932915891081201482343283281688107119147233326326178610511814623132532518851041161442303243241984103115143229322322208210111414222732132121811001121402263203202280981111392243183182378971091372233163162476951071352213153152575931061342203133132673921041322183113112771901031302163103102870881011292153083082968879912721330730730678598126211305305 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 61719264716430030912102229501673442326312253357164360176241327376216336013635153042651643511081617334469165338877719364671165322726819374873165305610919384976165288519102038517816527144711203951791652593881220395179165258340131938517816425829914193750781642572651518374977163257257161736487616225625617173648761622552551817354876162255255191735507616225525520173652761622552552117365476162255255221736577616225525523173659761622552552417356276162255255251635647616125525526163567751612552552716356975161255255281635727516125425429163474751612542543015347775160254254 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 619010310913024834332462921041101312493592442391104113136244378185749210611614024238014435931081191422423721148694110121145242359934795112122147241343774895113124149241335651994113124151240334555109411212515223933347811921111231512373314151291109122150236329364138910812014823432732714871061181462323263261585104117145230324324168410211514322832232217821011131412273213211881991121402263193191979981111382243183182078971091372233173172177961081362223163162276951071352213153152375941061342203133132474921051332183123122572911041312173113112671901021302163103102770891011292153083082869881001282143073072968869912721330630630668598126211305305 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 6131132333035146856434512819310012123837925893839610412823639519584859910913423539515125871021141372373851197689105117141237370970791108119143238353801892110121147238334673993111123150239332572109311212415223833249211931121251522383324271294112125153239332373139411312515323933333314941131261542393333331595114126154240334334169611512715524133533517971161281562423363361898117129157243337337199911813015824433733720991181311582443383382199118131158244338338229911813015824433833823981171301572433373372497116129156242336336259611512715524133533526951141261542403343342794112125153239332332289211112315123733133129911101221502363293293089108121148234328328

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 61071335152296304820713351523372275317153914735117204171742143352133151820431433431056621021451423308577212224714131570982122349140298596941224501392815081041227521392644371141230531392483801241331531392333331341334531392322931451337531392332601561339541392332331661341541402332331761444541402342341861546551412342341971648551412352352071651561422362362171854571432372372281955591442372372381958611442382382482161631452382382592163651452392392692266671452392392710236869146239239281024707114623923929102573731462402403011267575146240240 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 61475965872043053155248606687205350237034760689220036617944476071951973661388547627396196357110164864759919634389374865751001943277398486576102194310621947667710419329252810476578105192286455114664771051912843951244637510318928334513436274102188281304144260731011862802801540597299185279279163958709818427727717385769971832762761837566896182276276193655679518127527520365567951812742742135546694180274274223553669418027327323345365931792722722433526592178272272253351659217727127126325167911772702702731507090176270270283149729017526926929304974891752682683029487888174268268 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 611101221291502673633288211212413015126936424783113126134158265382188341141281381632643841462511613014216526537611636117133144169265363946711913614617126535978581191361471732653586619119137148175264358564101181371491772643574861111813714917726335642212117135148176261355370131151341461742603543541411313214417225835235215111130143170256350350161091281401682543483481710712613816625234634618105124136164250344344191031221351622483423422010212113316124734034021100119131159245339339229811712915724333733723961151281552413353352494113126154239333333259311112415223733133126911101221502363293292789108120148234327327288710611814623232632629851041171452303243243084103115143229322322 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 6116217418120231941536552172184190211329424270731761891972213284242039417819220222632842215755179194205229328422124861801962072313274211013718019720723232642083881791962082333254197059178196208235324417602101771962082363234165191117619520723532141545112174192205233319412412131711902022303164104101416818719922731340740715165184196224310404404161621811942213074014011715917819121830439839818156175188215301395395191531721852132983923922015116918221029538938921148166179207292386386221441631762042893833832314116017320128638038024138157170197283377377251351541671942803743742613215116419127737137127129148161188274368368281271451581862713653652912414315518326936236230121140152180266360360

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 612840476818530331252294147691863452334329425074181360176742842527717936113685294455791783521086630465781177339882731475882177323730830475884176307613929475986175289523102947608717427245011284760871742673911228475987173267342132746598717226630214274658861722662671527465886172265265162745588617226526517274558861722652651827465886172265265192746588617226526520274658861722652652127465886172265265222746588617226526523274559861722652652426456285171265265252645658517126526526264567851712642642725447085170264264282544728417026426429254374841702632633024437883169263263 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 612537446518230231232273945671843472347328414973180364178342943537817936513845314657811803571100633496084180344894735526287181329740835526389181312623935536592181294531103655679518127745711375568961822753971237566896182276348133756689618227630714375668961822752751537566896182275275163755689618127527517375568961822752751837566896182275275193756689618227527520375668961822762762137566996182276276223756689618227627623375668961822752752436556896181275275253655679518127527526355468951802742742735547194180273273283453739317927327329345376931792722723033527892178272272 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 61122135141162280375371921211331401612783982747312013314116527241320654119133143168269412159151191341461692684011258611913514617126738610187120137147172266367840811913714817426535970591181371481752643586001011813714917726435751611118136149177263356448121171351481762623553911311613414717526035435414114133146173259353353151121311431712573513511611012914116925534934917108126139167253346346181061241371652513443441910412213516324834234220101120133161246340340219911813015824433833822971161281562423363362395114126154240333333249311112415223833133125901091221502353293292688107120147233327327278610511714523132532528841031151432293233232982101113141227321321308099111139225319319 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 61081436153300309220101638155343232331122044151359176041142449150360136352172851151351108264203155151338878752233571523227268623346015230561096243663152288520106253764151271447116253765151254388126253765151244340136243765151244299145243764150244265156244064150244244166244364150243243176244464150243243186244764150243243197245064150244244207245265151244244217255465151245245228255765151245245239255966151245245249256266152245245251026646615224524526102667681522452452711266970152245245281126727215224624629112674731522462463012267775152246246

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 613143507118830231222324450711893462342330435275183362177442943537818036213735294456791783531089632485983179340883730475782176324730833516288179307614933516289178289522102846598617327244911244255831692623901221395280166259341131837507716325730014163548761612552661515344674160254254161432457315925225217133244721582512511812314771157251251191231507115725025020123152711572502502112315471157250250221231577115725025023123059711572502502412306271156250250251130647015625025026113067701562502502711306970156250250281130727115624924929113074731562492493012297675156249249 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 61204216222243361456428622012132192403584693277319620921724134849425014191205215240341497194051872022132373364861537618420021123533246812427181198208233327445102381771942052313234218559173191202230318412724101691872002273144086201116518419622431040453512161180192220306399466131571761882163023954081415317218421229839239215149168181208294388388161461651772052913843841714216117420228738138118139158171198284378378191361551681952813753752013315216519327837237221131149162190275369369221281461591872733663662312514415618427036336324122141153181267361361251191381511782643583582611713514817626235535527114133145173259353353281121301431712573503502910912814016825434834830107126138166252345345 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 61014255116930231132014255116934623413117285516636217724120316016536113705323366616635210856526396816633988078304270166323728810344574167306612912374976167288520101339517716727144811144052781672603891215425379167260340131643548016726030014164455801672602651516445580167260260161744558016626026017174455801662602601817445580166260260191744558016626026020174455801672602602117445580167260260221744578016726026023174459801672602602417446280167260260251744648016626026026174467801662602602717446880166260260281744728016625925929174474801652592593017447680165259259 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 610031413229230102016131303332246311816124347169841311191203471314514132112033910426241624119326846726192611931170082621291192945899472431119278501104827331192614321149283611924537512493138119230329134113440119216290145113642119213257156133844120213229166134146120213213176144349120214214186154650121214214197164852122215215207165054124215215217185356126216216228185558128216216238195860129216216248206063130216216259216264132216216269226466133216216279236768134216216281024696913621621629102472711372162163011257473138216216

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria6EuroBelgium6EuroCyprus6EuroEstonia6EuroFinland6EuroFrance6EuroGermany6EuroGreece6EuroIreland6EuroItaly6EuroLatvia6EuroLithuania6EuroLuxembourg6EuroMalta6EuroNetherlands6EuroPortugal6EuroSlovakia6EuroSlovenia6EuroSpain6Czech korunaCzech Republic20Danish kroneDenmark48ForintHungary12KronaSweden9KunaCroatia0LevBulgaria–12Pound sterlingUnited Kingdom11Romanian leuRomania6ZlotyPoland22KrónaIceland–5Norwegian kroneNorway34Swiss francLiechtenstein–1Swiss francSwitzerland–1Australian dollarAustralia17Canadian dollarCanada37Renminbi-yuanChina25Hong Kong dollarHong Kong2US dollarUnited States34YenJapan1