Commission Implementing Regulation (EU) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 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) 2022/1384 of 8 August 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 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 July 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2022 market data. That information was published on 5 July 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 30 June 2022 until 29 September 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 30 June 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 8 August 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 kroneForintKronaKuna10,736 %6,898 %0,726 %7,171 %2,361 %0,728 %21,266 %6,595 %1,256 %7,702 %2,421 %1,426 %31,449 %6,113 %1,439 %8,015 %2,504 %1,924 %41,610 %5,661 %1,600 %8,220 %2,574 %2,325 %51,687 %5,324 %1,677 %8,313 %2,619 %2,675 %61,782 %5,112 %1,771 %8,337 %2,639 %3,005 %71,863 %4,982 %1,853 %8,309 %2,650 %3,328 %81,942 %4,899 %1,932 %8,240 %2,660 %3,664 %92,017 %4,844 %2,007 %8,143 %2,676 %3,964 %102,089 %4,808 %2,079 %8,036 %2,700 %4,189 %112,178 %4,783 %2,168 %7,926 %2,733 %4,352 %122,207 %4,764 %2,197 %7,831 %2,771 %4,470 %132,238 %4,748 %2,227 %7,756 %2,810 %4,553 %142,269 %4,732 %2,259 %7,704 %2,847 %4,611 %152,285 %4,713 %2,274 %7,678 %2,881 %4,649 %162,275 %4,692 %2,264 %7,646 %2,913 %4,672 %172,249 %4,668 %2,239 %7,602 %2,942 %4,683 %182,218 %4,643 %2,208 %7,549 %2,969 %4,686 %192,190 %4,617 %2,180 %7,489 %2,993 %4,681 %202,170 %4,590 %2,160 %7,425 %3,015 %4,671 %212,161 %4,563 %2,151 %7,358 %3,036 %4,657 %222,161 %4,535 %2,151 %7,290 %3,054 %4,640 %232,168 %4,509 %2,159 %7,221 %3,071 %4,621 %242,181 %4,482 %2,172 %7,152 %3,087 %4,600 %252,197 %4,456 %2,188 %7,083 %3,101 %4,578 %262,216 %4,431 %2,207 %7,016 %3,115 %4,555 %272,237 %4,406 %2,229 %6,950 %3,127 %4,532 %282,260 %4,382 %2,251 %6,886 %3,139 %4,509 %292,283 %4,359 %2,275 %6,823 %3,149 %4,485 %302,307 %4,336 %2,299 %6,762 %3,159 %4,462 %312,330 %4,314 %2,323 %6,704 %3,169 %4,439 %322,354 %4,293 %2,347 %6,647 %3,177 %4,417 %332,378 %4,273 %2,371 %6,592 %3,186 %4,395 %342,401 %4,253 %2,394 %6,540 %3,193 %4,374 % 352,424 %4,234 %2,418 %6,489 %3,201 %4,353 %362,447 %4,216 %2,440 %6,440 %3,208 %4,332 %372,469 %4,198 %2,462 %6,393 %3,214 %4,313 %382,490 %4,181 %2,484 %6,348 %3,220 %4,294 %392,511 %4,165 %2,505 %6,304 %3,226 %4,275 %402,531 %4,149 %2,525 %6,262 %3,232 %4,257 %412,551 %4,134 %2,545 %6,222 %3,237 %4,240 %422,570 %4,119 %2,564 %6,184 %3,242 %4,223 %432,588 %4,105 %2,582 %6,147 %3,247 %4,207 %442,606 %4,091 %2,600 %6,111 %3,252 %4,191 %452,623 %4,078 %2,617 %6,077 %3,256 %4,176 %462,639 %4,065 %2,634 %6,043 %3,260 %4,161 %472,655 %4,053 %2,650 %6,012 %3,264 %4,147 %482,671 %4,041 %2,666 %5,981 %3,268 %4,134 %492,686 %4,030 %2,681 %5,952 %3,272 %4,120 %502,700 %4,019 %2,695 %5,923 %3,275 %4,108 %512,714 %4,008 %2,710 %5,896 %3,279 %4,095 %522,728 %3,998 %2,723 %5,869 %3,282 %4,083 %532,741 %3,988 %2,736 %5,844 %3,285 %4,072 %542,754 %3,978 %2,749 %5,819 %3,288 %4,061 %552,766 %3,969 %2,761 %5,796 %3,291 %4,050 %562,778 %3,960 %2,773 %5,773 %3,294 %4,040 %572,789 %3,951 %2,785 %5,750 %3,297 %4,029 %582,800 %3,943 %2,796 %5,729 %3,299 %4,020 %592,811 %3,935 %2,807 %5,708 %3,302 %4,010 %602,822 %3,927 %2,817 %5,688 %3,304 %4,001 %612,832 %3,919 %2,828 %5,669 %3,307 %3,992 %622,842 %3,912 %2,838 %5,650 %3,309 %3,984 %632,851 %3,905 %2,847 %5,632 %3,311 %3,975 %642,860 %3,898 %2,856 %5,614 %3,314 %3,967 %652,869 %3,891 %2,865 %5,597 %3,316 %3,959 %662,878 %3,884 %2,874 %5,580 %3,318 %3,951 %672,886 %3,878 %2,883 %5,564 %3,320 %3,944 %682,895 %3,871 %2,891 %5,549 %3,322 %3,937 %692,903 %3,865 %2,899 %5,533 %3,323 %3,930 %702,910 %3,860 %2,907 %5,519 %3,325 %3,923 %712,918 %3,854 %2,914 %5,504 %3,327 %3,916 %722,925 %3,848 %2,922 %5,490 %3,329 %3,910 %732,932 %3,843 %2,929 %5,477 %3,330 %3,904 %

742,939 %3,838 %2,936 %5,463 %3,332 %3,898 %752,946 %3,832 %2,943 %5,450 %3,334 %3,892 %762,953 %3,827 %2,949 %5,438 %3,335 %3,886 %772,959 %3,822 %2,956 %5,426 %3,337 %3,880 %782,965 %3,818 %2,962 %5,414 %3,338 %3,875 %792,971 %3,813 %2,968 %5,402 %3,339 %3,869 %802,977 %3,809 %2,974 %5,391 %3,341 %3,864 %812,983 %3,804 %2,980 %5,380 %3,342 %3,859 %822,989 %3,800 %2,986 %5,369 %3,344 %3,854 %832,994 %3,796 %2,991 %5,359 %3,345 %3,849 %843,000 %3,792 %2,997 %5,348 %3,346 %3,844 %853,005 %3,787 %3,002 %5,338 %3,347 %3,840 %863,010 %3,784 %3,007 %5,329 %3,348 %3,835 %873,015 %3,780 %3,012 %5,319 %3,350 %3,831 %883,020 %3,776 %3,017 %5,310 %3,351 %3,826 %893,025 %3,772 %3,022 %5,300 %3,352 %3,822 %903,030 %3,769 %3,027 %5,292 %3,353 %3,818 %913,034 %3,765 %3,032 %5,283 %3,354 %3,814 %923,039 %3,762 %3,036 %5,274 %3,355 %3,810 %933,043 %3,758 %3,041 %5,266 %3,356 %3,806 %943,048 %3,755 %3,045 %5,258 %3,357 %3,802 %953,052 %3,752 %3,049 %5,250 %3,358 %3,799 %963,056 %3,749 %3,053 %5,242 %3,359 %3,795 %973,060 %3,746 %3,057 %5,234 %3,360 %3,791 %983,064 %3,743 %3,061 %5,227 %3,361 %3,788 %993,068 %3,740 %3,065 %5,219 %3,362 %3,785 %1003,072 %3,737 %3,069 %5,212 %3,363 %3,781 %1013,075 %3,734 %3,073 %5,205 %3,364 %3,778 %1023,079 %3,731 %3,077 %5,198 %3,364 %3,775 %1033,083 %3,728 %3,080 %5,191 %3,365 %3,771 %1043,086 %3,726 %3,084 %5,185 %3,366 %3,768 %1053,090 %3,723 %3,087 %5,178 %3,367 %3,765 %1063,093 %3,721 %3,091 %5,172 %3,368 %3,762 %1073,096 %3,718 %3,094 %5,165 %3,368 %3,759 %1083,100 %3,716 %3,097 %5,159 %3,369 %3,757 %1093,103 %3,713 %3,101 %5,153 %3,370 %3,754 %1103,106 %3,711 %3,104 %5,147 %3,371 %3,751 %1113,109 %3,708 %3,107 %5,141 %3,371 %3,748 %1123,112 %3,706 %3,110 %5,136 %3,372 %3,746 % 1133,115 %3,704 %3,113 %5,130 %3,373 %3,743 %1143,118 %3,702 %3,116 %5,124 %3,373 %3,740 %1153,121 %3,699 %3,119 %5,119 %3,374 %3,738 %1163,124 %3,697 %3,122 %5,114 %3,375 %3,735 %1173,127 %3,695 %3,124 %5,108 %3,375 %3,733 %1183,129 %3,693 %3,127 %5,103 %3,376 %3,731 %1193,132 %3,691 %3,130 %5,098 %3,377 %3,728 %1203,135 %3,689 %3,133 %5,093 %3,377 %3,726 %1213,137 %3,687 %3,135 %5,088 %3,378 %3,724 %1223,140 %3,685 %3,138 %5,083 %3,378 %3,721 %1233,142 %3,683 %3,140 %5,079 %3,379 %3,719 %1243,145 %3,681 %3,143 %5,074 %3,380 %3,717 %1253,147 %3,679 %3,145 %5,069 %3,380 %3,715 %1263,150 %3,678 %3,148 %5,065 %3,381 %3,713 %1273,152 %3,676 %3,150 %5,060 %3,381 %3,711 %1283,154 %3,674 %3,152 %5,056 %3,382 %3,709 %1293,157 %3,672 %3,155 %5,052 %3,382 %3,707 %1303,159 %3,671 %3,157 %5,047 %3,383 %3,705 %1313,161 %3,669 %3,159 %5,043 %3,383 %3,703 %1323,163 %3,667 %3,161 %5,039 %3,384 %3,701 %1333,165 %3,666 %3,164 %5,035 %3,384 %3,699 %1343,168 %3,664 %3,166 %5,031 %3,385 %3,697 %1353,170 %3,662 %3,168 %5,027 %3,385 %3,695 %1363,172 %3,661 %3,170 %5,023 %3,386 %3,693 %1373,174 %3,659 %3,172 %5,019 %3,386 %3,692 %1383,176 %3,658 %3,174 %5,016 %3,387 %3,690 %1393,178 %3,656 %3,176 %5,012 %3,387 %3,688 %1403,180 %3,655 %3,178 %5,008 %3,388 %3,686 %1413,182 %3,653 %3,180 %5,005 %3,388 %3,685 %1423,183 %3,652 %3,182 %5,001 %3,388 %3,683 %1433,185 %3,651 %3,184 %4,997 %3,389 %3,681 %1443,187 %3,649 %3,185 %4,994 %3,389 %3,680 %1453,189 %3,648 %3,187 %4,991 %3,390 %3,678 %1463,191 %3,646 %3,189 %4,987 %3,390 %3,677 %1473,192 %3,645 %3,191 %4,984 %3,391 %3,675 %1483,194 %3,644 %3,193 %4,981 %3,391 %3,674 %1493,196 %3,642 %3,194 %4,977 %3,391 %3,672 %1503,198 %3,641 %3,196 %4,974 %3,392 %3,671 %

Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone10,686 %2,491 %8,115 %7,005 %6,143 %3,092 %21,216 %2,663 %8,980 %7,388 %6,308 %3,106 %31,399 %2,626 %8,975 %7,360 %6,326 %3,126 %41,560 %2,564 %8,745 %7,241 %6,231 %3,144 %51,637 %2,518 %8,529 %7,085 %6,057 %3,157 %61,731 %2,463 %8,414 %6,941 %5,856 %3,164 %71,812 %2,414 %8,406 %6,825 %5,660 %3,168 %81,891 %2,382 %8,508 %6,739 %5,486 %3,171 %91,967 %2,365 %8,657 %6,686 %5,341 %3,174 %102,039 %2,360 %8,787 %6,660 %5,220 %3,178 %112,127 %2,355 %8,857 %6,624 %5,116 %3,182 %122,156 %2,348 %8,874 %6,573 %5,026 %3,186 %132,187 %2,340 %8,851 %6,512 %4,946 %3,191 %142,219 %2,332 %8,797 %6,444 %4,874 %3,196 %152,234 %2,324 %8,722 %6,371 %4,810 %3,201 %162,223 %2,316 %8,629 %6,296 %4,751 %3,207 %172,198 %2,308 %8,525 %6,220 %4,698 %3,212 %182,167 %2,298 %8,412 %6,144 %4,648 %3,217 %192,139 %2,286 %8,294 %6,068 %4,603 %3,222 %202,120 %2,272 %8,172 %5,993 %4,560 %3,227 %212,111 %2,256 %8,049 %5,920 %4,521 %3,232 %222,113 %2,239 %7,926 %5,849 %4,484 %3,236 %232,121 %2,222 %7,804 %5,779 %4,449 %3,241 %242,135 %2,207 %7,683 %5,712 %4,417 %3,246 %252,152 %2,194 %7,565 %5,647 %4,386 %3,250 %262,172 %2,184 %7,450 %5,585 %4,357 %3,254 %272,194 %2,177 %7,338 %5,525 %4,330 %3,259 %282,218 %2,173 %7,230 %5,467 %4,304 %3,263 %292,242 %2,174 %7,125 %5,411 %4,279 %3,267 %302,267 %2,178 %7,024 %5,358 %4,256 %3,270 %312,292 %2,186 %6,927 %5,306 %4,234 %3,274 %322,317 %2,197 %6,834 %5,257 %4,213 %3,278 %332,342 %2,211 %6,744 %5,210 %4,193 %3,281 %342,366 %2,227 %6,658 %5,165 %4,174 %3,285 %352,390 %2,244 %6,575 %5,121 %4,156 %3,288 %362,413 %2,262 %6,496 %5,080 %4,138 %3,291 % 372,436 %2,280 %6,420 %5,040 %4,122 %3,294 %382,458 %2,300 %6,347 %5,002 %4,106 %3,297 %392,480 %2,319 %6,277 %4,965 %4,091 %3,300 %402,501 %2,339 %6,210 %4,930 %4,076 %3,303 %412,521 %2,358 %6,145 %4,896 %4,062 %3,306 %422,540 %2,377 %6,084 %4,863 %4,049 %3,308 %432,559 %2,397 %6,025 %4,832 %4,036 %3,311 %442,578 %2,416 %5,968 %4,802 %4,023 %3,313 %452,596 %2,434 %5,913 %4,774 %4,011 %3,316 %462,613 %2,452 %5,861 %4,746 %4,000 %3,318 %472,629 %2,470 %5,810 %4,719 %3,989 %3,320 %482,645 %2,488 %5,762 %4,694 %3,978 %3,323 %492,661 %2,505 %5,715 %4,669 %3,968 %3,325 %502,676 %2,522 %5,670 %4,645 %3,958 %3,327 %512,690 %2,538 %5,627 %4,622 %3,949 %3,329 %522,704 %2,554 %5,585 %4,600 %3,939 %3,331 %532,718 %2,569 %5,545 %4,579 %3,931 %3,333 %542,731 %2,584 %5,507 %4,558 %3,922 %3,335 %552,744 %2,599 %5,469 %4,538 %3,914 %3,337 %562,756 %2,613 %5,433 %4,519 %3,906 %3,338 %572,768 %2,627 %5,398 %4,500 %3,898 %3,340 %582,779 %2,640 %5,365 %4,482 %3,890 %3,342 %592,790 %2,653 %5,332 %4,465 %3,883 %3,343 %602,801 %2,666 %5,301 %4,448 %3,876 %3,345 %612,812 %2,678 %5,270 %4,432 %3,869 %3,347 %622,822 %2,690 %5,241 %4,416 %3,863 %3,348 %632,831 %2,702 %5,212 %4,401 %3,856 %3,350 %642,841 %2,713 %5,185 %4,386 %3,850 %3,351 %652,850 %2,724 %5,158 %4,372 %3,844 %3,352 %662,859 %2,735 %5,132 %4,358 %3,838 %3,354 %672,868 %2,745 %5,107 %4,344 %3,832 %3,355 %682,876 %2,755 %5,082 %4,331 %3,827 %3,356 %692,885 %2,765 %5,058 %4,318 %3,821 %3,358 %702,893 %2,775 %5,035 %4,306 %3,816 %3,359 %712,900 %2,784 %5,013 %4,294 %3,811 %3,360 %722,908 %2,793 %4,991 %4,282 %3,806 %3,361 %732,915 %2,802 %4,970 %4,271 %3,801 %3,362 %742,923 %2,811 %4,949 %4,260 %3,796 %3,364 %

752,930 %2,819 %4,929 %4,249 %3,792 %3,365 %762,936 %2,827 %4,909 %4,238 %3,787 %3,366 %772,943 %2,835 %4,890 %4,228 %3,783 %3,367 %782,949 %2,843 %4,872 %4,218 %3,779 %3,368 %792,956 %2,851 %4,854 %4,208 %3,775 %3,369 %802,962 %2,858 %4,836 %4,199 %3,771 %3,370 %812,968 %2,865 %4,819 %4,190 %3,767 %3,371 %822,974 %2,872 %4,802 %4,181 %3,763 %3,372 %832,980 %2,879 %4,785 %4,172 %3,759 %3,373 %842,985 %2,886 %4,769 %4,163 %3,755 %3,373 %852,991 %2,893 %4,754 %4,155 %3,752 %3,374 %862,996 %2,899 %4,739 %4,146 %3,748 %3,375 %873,001 %2,905 %4,724 %4,138 %3,745 %3,376 %883,006 %2,911 %4,709 %4,131 %3,742 %3,377 %893,011 %2,918 %4,695 %4,123 %3,738 %3,378 %903,016 %2,923 %4,681 %4,115 %3,735 %3,378 %913,021 %2,929 %4,667 %4,108 %3,732 %3,379 %923,025 %2,935 %4,654 %4,101 %3,729 %3,380 %933,030 %2,940 %4,641 %4,094 %3,726 %3,381 %943,034 %2,946 %4,628 %4,087 %3,723 %3,381 %953,039 %2,951 %4,616 %4,080 %3,720 %3,382 %963,043 %2,956 %4,604 %4,074 %3,717 %3,383 %973,047 %2,961 %4,592 %4,067 %3,715 %3,384 %983,051 %2,966 %4,580 %4,061 %3,712 %3,384 %993,055 %2,971 %4,569 %4,055 %3,709 %3,385 %1003,059 %2,976 %4,557 %4,049 %3,707 %3,385 %1013,063 %2,981 %4,546 %4,043 %3,704 %3,386 %1023,067 %2,985 %4,535 %4,037 %3,702 %3,387 %1033,071 %2,990 %4,525 %4,031 %3,699 %3,387 %1043,074 %2,994 %4,514 %4,026 %3,697 %3,388 %1053,078 %2,998 %4,504 %4,020 %3,694 %3,389 %1063,081 %3,003 %4,494 %4,015 %3,692 %3,389 %1073,085 %3,007 %4,484 %4,009 %3,690 %3,390 %1083,088 %3,011 %4,475 %4,004 %3,688 %3,390 %1093,092 %3,015 %4,465 %3,999 %3,685 %3,391 %1103,095 %3,019 %4,456 %3,994 %3,683 %3,391 %1113,098 %3,023 %4,447 %3,989 %3,681 %3,392 %1123,101 %3,027 %4,438 %3,984 %3,679 %3,392 % 1133,104 %3,030 %4,429 %3,980 %3,677 %3,393 %1143,107 %3,034 %4,421 %3,975 %3,675 %3,393 %1153,110 %3,038 %4,412 %3,970 %3,673 %3,394 %1163,113 %3,041 %4,404 %3,966 %3,671 %3,394 %1173,116 %3,045 %4,396 %3,961 %3,669 %3,395 %1183,119 %3,048 %4,388 %3,957 %3,667 %3,395 %1193,122 %3,051 %4,380 %3,953 %3,666 %3,396 %1203,124 %3,055 %4,372 %3,949 %3,664 %3,396 %1213,127 %3,058 %4,364 %3,945 %3,662 %3,397 %1223,130 %3,061 %4,357 %3,940 %3,660 %3,397 %1233,132 %3,064 %4,349 %3,936 %3,659 %3,397 %1243,135 %3,067 %4,342 %3,933 %3,657 %3,398 %1253,137 %3,070 %4,335 %3,929 %3,655 %3,398 %1263,140 %3,074 %4,328 %3,925 %3,654 %3,399 %1273,142 %3,076 %4,321 %3,921 %3,652 %3,399 %1283,145 %3,079 %4,314 %3,917 %3,650 %3,400 %1293,147 %3,082 %4,307 %3,914 %3,649 %3,400 %1303,149 %3,085 %4,301 %3,910 %3,647 %3,400 %1313,152 %3,088 %4,294 %3,907 %3,646 %3,401 %1323,154 %3,091 %4,288 %3,903 %3,644 %3,401 %1333,156 %3,093 %4,281 %3,900 %3,643 %3,401 %1343,158 %3,096 %4,275 %3,896 %3,641 %3,402 %1353,160 %3,099 %4,269 %3,893 %3,640 %3,402 %1363,163 %3,101 %4,263 %3,890 %3,639 %3,402 %1373,165 %3,104 %4,257 %3,887 %3,637 %3,403 %1383,167 %3,106 %4,251 %3,883 %3,636 %3,403 %1393,169 %3,109 %4,245 %3,880 %3,635 %3,403 %1403,171 %3,111 %4,240 %3,877 %3,633 %3,404 %1413,173 %3,113 %4,234 %3,874 %3,632 %3,404 %1423,175 %3,116 %4,229 %3,871 %3,631 %3,404 %1433,177 %3,118 %4,223 %3,868 %3,629 %3,405 %1443,179 %3,120 %4,218 %3,865 %3,628 %3,405 %1453,180 %3,123 %4,212 %3,863 %3,627 %3,405 %1463,182 %3,125 %4,207 %3,860 %3,626 %3,406 %1473,184 %3,127 %4,202 %3,857 %3,625 %3,406 %1483,186 %3,129 %4,197 %3,854 %3,623 %3,406 %1493,188 %3,132 %4,192 %3,851 %3,622 %3,407 %1503,189 %3,134 %4,187 %3,849 %3,621 %3,407 %

Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso1-0,288 %3,251 %1,048 %3,391 %8,742 %9,360 %2-0,068 %3,638 %1,636 %3,398 %7,278 %9,902 %30,119 %3,756 %2,008 %3,393 %6,626 %10,380 %40,280 %3,839 %2,265 %3,357 %6,350 %10,718 %50,423 %3,781 %2,438 %3,349 %6,259 %10,970 %60,550 %3,997 %2,561 %3,376 %6,261 %11,159 %70,666 %4,056 %2,659 %3,422 %6,304 %11,295 %80,769 %4,104 %2,749 %3,475 %6,364 %11,405 %90,860 %4,136 %2,844 %3,523 %6,434 %11,502 %100,939 %4,065 %2,951 %3,559 %6,505 %11,565 %111,004 %4,064 %3,073 %3,579 %6,549 %11,571 %121,055 %4,100 %3,202 %3,586 %6,568 %11,529 %131,094 %4,113 %3,327 %3,585 %6,567 %11,451 %141,120 %4,107 %3,442 %3,578 %6,553 %11,346 %151,142 %4,101 %3,540 %3,567 %6,529 %11,220 %161,167 %4,103 %3,619 %3,553 %6,498 %11,080 %171,194 %4,107 %3,681 %3,538 %6,462 %10,929 %181,222 %4,107 %3,730 %3,521 %6,422 %10,772 %191,252 %4,096 %3,767 %3,504 %6,380 %10,610 %201,282 %4,071 %3,797 %3,488 %6,336 %10,446 %211,312 %4,029 %3,819 %3,472 %6,292 %10,283 %221,341 %3,976 %3,835 %3,456 %6,248 %10,120 %231,370 %3,916 %3,847 %3,441 %6,203 %9,960 %241,399 %3,853 %3,855 %3,427 %6,160 %9,804 %251,427 %3,789 %3,860 %3,414 %6,117 %9,651 %261,453 %3,727 %3,863 %3,403 %6,075 %9,502 %271,479 %3,669 %3,864 %3,392 %6,034 %9,359 %281,505 %3,616 %3,863 %3,383 %5,994 %9,220 %291,529 %3,569 %3,860 %3,374 %5,955 %9,087 %301,552 %3,527 %3,857 %3,367 %5,918 %8,958 %311,575 %3,493 %3,853 %3,361 %5,882 %8,834 %321,597 %3,464 %3,848 %3,357 %5,847 %8,716 %331,618 %3,440 %3,843 %3,353 %5,813 %8,602 %341,638 %3,420 %3,837 %3,349 %5,781 %8,493 %351,657 %3,403 %3,831 %3,347 %5,750 %8,389 %361,676 %3,390 %3,825 %3,345 %5,719 %8,289 % 371,694 %3,378 %3,818 %3,343 %5,691 %8,193 %381,711 %3,369 %3,812 %3,342 %5,663 %8,101 %391,728 %3,361 %3,806 %3,342 %5,636 %8,013 %401,744 %3,355 %3,799 %3,341 %5,610 %7,929 %411,760 %3,350 %3,793 %3,341 %5,585 %7,848 %421,774 %3,346 %3,787 %3,341 %5,561 %7,771 %431,789 %3,343 %3,781 %3,341 %5,538 %7,697 %441,803 %3,340 %3,775 %3,342 %5,516 %7,626 %451,816 %3,339 %3,769 %3,342 %5,495 %7,557 %461,829 %3,337 %3,763 %3,343 %5,475 %7,492 %471,841 %3,337 %3,757 %3,344 %5,455 %7,429 %481,853 %3,336 %3,752 %3,345 %5,436 %7,368 %491,864 %3,336 %3,746 %3,346 %5,417 %7,310 %501,876 %3,336 %3,741 %3,347 %5,400 %7,254 %511,886 %3,336 %3,736 %3,348 %5,382 %7,200 %521,897 %3,337 %3,731 %3,349 %5,366 %7,149 %531,907 %3,338 %3,726 %3,350 %5,350 %7,099 %541,916 %3,339 %3,721 %3,351 %5,335 %7,050 %551,926 %3,339 %3,717 %3,352 %5,320 %7,004 %561,935 %3,341 %3,712 %3,353 %5,305 %6,959 %571,943 %3,342 %3,708 %3,354 %5,291 %6,916 %581,952 %3,343 %3,704 %3,355 %5,278 %6,874 %591,960 %3,344 %3,700 %3,357 %5,265 %6,833 %601,968 %3,345 %3,696 %3,358 %5,252 %6,794 %611,976 %3,346 %3,692 %3,359 %5,240 %6,756 %621,983 %3,348 %3,688 %3,360 %5,228 %6,720 %631,991 %3,349 %3,684 %3,361 %5,217 %6,684 %641,998 %3,350 %3,681 %3,362 %5,206 %6,650 %652,004 %3,351 %3,677 %3,363 %5,195 %6,617 %662,011 %3,352 %3,674 %3,364 %5,184 %6,584 %672,018 %3,354 %3,671 %3,366 %5,174 %6,553 %682,024 %3,355 %3,668 %3,367 %5,164 %6,522 %692,030 %3,356 %3,665 %3,368 %5,155 %6,493 %702,036 %3,357 %3,661 %3,369 %5,145 %6,464 %712,042 %3,358 %3,659 %3,370 %5,136 %6,436 %722,047 %3,360 %3,656 %3,371 %5,128 %6,409 %732,053 %3,361 %3,653 %3,372 %5,119 %6,383 %742,058 %3,362 %3,650 %3,373 %5,111 %6,357 %

752,063 %3,363 %3,648 %3,373 %5,102 %6,332 %762,068 %3,364 %3,645 %3,374 %5,095 %6,308 %772,073 %3,365 %3,642 %3,375 %5,087 %6,284 %782,078 %3,366 %3,640 %3,376 %5,079 %6,261 %792,083 %3,367 %3,638 %3,377 %5,072 %6,239 %802,087 %3,368 %3,635 %3,378 %5,065 %6,217 %812,092 %3,369 %3,633 %3,379 %5,058 %6,196 %822,096 %3,370 %3,631 %3,380 %5,051 %6,175 %832,100 %3,371 %3,629 %3,380 %5,044 %6,154 %842,104 %3,372 %3,627 %3,381 %5,038 %6,134 %852,109 %3,373 %3,624 %3,382 %5,032 %6,115 %862,112 %3,374 %3,622 %3,383 %5,025 %6,096 %872,116 %3,375 %3,620 %3,383 %5,019 %6,078 %882,120 %3,375 %3,618 %3,384 %5,013 %6,060 %892,124 %3,376 %3,617 %3,385 %5,008 %6,042 %902,127 %3,377 %3,615 %3,386 %5,002 %6,025 %912,131 %3,378 %3,613 %3,386 %4,996 %6,008 %922,134 %3,379 %3,611 %3,387 %4,991 %5,991 %932,138 %3,379 %3,609 %3,388 %4,986 %5,975 %942,141 %3,380 %3,608 %3,388 %4,981 %5,959 %952,144 %3,381 %3,606 %3,389 %4,976 %5,944 %962,148 %3,382 %3,604 %3,390 %4,971 %5,929 %972,151 %3,382 %3,603 %3,390 %4,966 %5,914 %982,154 %3,383 %3,601 %3,391 %4,961 %5,899 %992,157 %3,384 %3,600 %3,391 %4,956 %5,885 %1002,160 %3,384 %3,598 %3,392 %4,952 %5,871 %1012,162 %3,385 %3,597 %3,392 %4,947 %5,858 %1022,165 %3,386 %3,595 %3,393 %4,943 %5,844 %1032,168 %3,386 %3,594 %3,394 %4,939 %5,831 %1042,171 %3,387 %3,593 %3,394 %4,934 %5,818 %1052,173 %3,387 %3,591 %3,395 %4,930 %5,806 %1062,176 %3,388 %3,590 %3,395 %4,926 %5,793 %1072,179 %3,389 %3,589 %3,396 %4,922 %5,781 %1082,181 %3,389 %3,587 %3,396 %4,918 %5,769 %1092,184 %3,390 %3,586 %3,397 %4,914 %5,757 %1102,186 %3,390 %3,585 %3,397 %4,911 %5,746 %1112,188 %3,391 %3,584 %3,398 %4,907 %5,735 %1122,191 %3,391 %3,582 %3,398 %4,903 %5,724 % 1132,193 %3,392 %3,581 %3,399 %4,900 %5,713 %1142,195 %3,392 %3,580 %3,399 %4,896 %5,702 %1152,197 %3,393 %3,579 %3,399 %4,893 %5,691 %1162,200 %3,393 %3,578 %3,400 %4,889 %5,681 %1172,202 %3,394 %3,577 %3,400 %4,886 %5,671 %1182,204 %3,394 %3,576 %3,401 %4,883 %5,661 %1192,206 %3,395 %3,575 %3,401 %4,879 %5,651 %1202,208 %3,395 %3,574 %3,401 %4,876 %5,642 %1212,210 %3,396 %3,573 %3,402 %4,873 %5,632 %1222,212 %3,396 %3,572 %3,402 %4,870 %5,623 %1232,214 %3,397 %3,571 %3,403 %4,867 %5,614 %1242,216 %3,397 %3,570 %3,403 %4,864 %5,604 %1252,218 %3,397 %3,569 %3,403 %4,861 %5,596 %1262,219 %3,398 %3,568 %3,404 %4,858 %5,587 %1272,221 %3,398 %3,567 %3,404 %4,856 %5,578 %1282,223 %3,399 %3,566 %3,405 %4,853 %5,570 %1292,225 %3,399 %3,565 %3,405 %4,850 %5,561 %1302,227 %3,399 %3,564 %3,405 %4,847 %5,553 %1312,228 %3,400 %3,563 %3,406 %4,845 %5,545 %1322,230 %3,400 %3,562 %3,406 %4,842 %5,537 %1332,232 %3,401 %3,561 %3,406 %4,839 %5,529 %1342,233 %3,401 %3,561 %3,407 %4,837 %5,522 %1352,235 %3,401 %3,560 %3,407 %4,834 %5,514 %1362,236 %3,402 %3,559 %3,407 %4,832 %5,507 %1372,238 %3,402 %3,558 %3,407 %4,830 %5,499 %1382,239 %3,402 %3,557 %3,408 %4,827 %5,492 %1392,241 %3,403 %3,557 %3,408 %4,825 %5,485 %1402,242 %3,403 %3,556 %3,408 %4,822 %5,478 %1412,244 %3,403 %3,555 %3,409 %4,820 %5,471 %1422,245 %3,404 %3,554 %3,409 %4,818 %5,464 %1432,247 %3,404 %3,554 %3,409 %4,816 %5,457 %1442,248 %3,404 %3,553 %3,410 %4,813 %5,450 %1452,250 %3,405 %3,552 %3,410 %4,811 %5,444 %1462,251 %3,405 %3,552 %3,410 %4,809 %5,437 %1472,252 %3,405 %3,551 %3,410 %4,807 %5,431 %1482,254 %3,406 %3,550 %3,411 %4,805 %5,425 %1492,255 %3,406 %3,550 %3,411 %4,803 %5,418 %1502,256 %3,406 %3,549 %3,411 %4,801 %5,412 %

Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand12,810 %6,255 %9,825 %0,718 %3,830 %6,478 %23,048 %6,703 %9,731 %0,775 %4,014 %7,351 %33,047 %6,973 %9,475 %0,830 %4,041 %7,790 %43,057 %7,149 %9,245 %0,884 %4,025 %8,094 %53,100 %7,273 %9,139 %0,933 %3,995 %8,375 %63,134 %7,374 %9,103 %0,981 %4,002 %8,664 %73,158 %7,445 %9,092 %1,028 %4,016 %8,947 %83,177 %7,506 %9,084 %1,074 %4,036 %9,192 %93,194 %7,564 %9,065 %1,119 %4,057 %9,396 %103,209 %7,614 %9,027 %1,165 %4,073 %9,563 %113,225 %7,641 %8,965 %1,218 %4,082 %9,693 %123,240 %7,645 %8,884 %1,278 %4,085 %9,790 %133,254 %7,633 %8,790 %1,341 %4,084 %9,856 %143,267 %7,610 %8,688 %1,406 %4,080 %9,894 %153,279 %7,578 %8,581 %1,470 %4,074 %9,902 %163,289 %7,541 %8,470 %1,532 %4,067 %9,883 %173,298 %7,499 %8,359 %1,594 %4,058 %9,842 %183,306 %7,455 %8,248 %1,653 %4,048 %9,784 %193,314 %7,410 %8,137 %1,711 %4,037 %9,714 %203,320 %7,363 %8,029 %1,766 %4,026 %9,634 %213,326 %7,316 %7,923 %1,819 %4,014 %9,547 %223,332 %7,270 %7,820 %1,870 %4,003 %9,456 %233,337 %7,223 %7,720 %1,918 %3,991 %9,363 %243,341 %7,178 %7,623 %1,964 %3,979 %9,268 %253,345 %7,134 %7,530 %2,009 %3,967 %9,173 %263,349 %7,090 %7,440 %2,051 %3,956 %9,079 %273,353 %7,048 %7,354 %2,091 %3,945 %8,986 %283,356 %7,008 %7,271 %2,130 %3,933 %8,894 %293,359 %6,968 %7,191 %2,167 %3,922 %8,805 %303,362 %6,930 %7,115 %2,202 %3,912 %8,719 %313,365 %6,893 %7,041 %2,235 %3,901 %8,635 %323,368 %6,858 %6,971 %2,267 %3,891 %8,553 %333,370 %6,824 %6,904 %2,298 %3,882 %8,475 %343,372 %6,791 %6,840 %2,327 %3,872 %8,399 %353,374 %6,759 %6,778 %2,356 %3,863 %8,326 %363,377 %6,729 %6,719 %2,382 %3,854 %8,256 % 373,378 %6,700 %6,663 %2,408 %3,845 %8,188 %383,380 %6,672 %6,609 %2,433 %3,837 %8,123 %393,382 %6,645 %6,557 %2,457 %3,829 %8,061 %403,384 %6,619 %6,507 %2,479 %3,821 %8,001 %413,385 %6,593 %6,460 %2,501 %3,813 %7,943 %423,387 %6,569 %6,414 %2,522 %3,806 %7,888 %433,388 %6,546 %6,370 %2,542 %3,798 %7,834 %443,390 %6,524 %6,328 %2,561 %3,792 %7,783 %453,391 %6,502 %6,288 %2,580 %3,785 %7,734 %463,392 %6,482 %6,249 %2,598 %3,778 %7,687 %473,393 %6,462 %6,211 %2,615 %3,772 %7,641 %483,394 %6,443 %6,175 %2,632 %3,766 %7,598 %493,396 %6,424 %6,141 %2,648 %3,760 %7,555 %503,397 %6,406 %6,108 %2,663 %3,755 %7,515 %513,398 %6,389 %6,075 %2,678 %3,749 %7,476 %523,399 %6,372 %6,045 %2,692 %3,744 %7,438 %533,400 %6,356 %6,015 %2,706 %3,739 %7,402 %543,401 %6,341 %5,986 %2,719 %3,734 %7,367 %553,401 %6,326 %5,958 %2,732 %3,729 %7,333 %563,402 %6,311 %5,931 %2,745 %3,724 %7,300 %573,403 %6,297 %5,906 %2,757 %3,719 %7,269 %583,404 %6,284 %5,881 %2,769 %3,715 %7,238 %593,405 %6,271 %5,856 %2,780 %3,711 %7,209 %603,405 %6,258 %5,833 %2,791 %3,706 %7,180 %613,406 %6,246 %5,810 %2,801 %3,702 %7,153 %623,407 %6,234 %5,788 %2,812 %3,699 %7,126 %633,408 %6,222 %5,767 %2,822 %3,695 %7,100 %643,408 %6,211 %5,747 %2,831 %3,691 %7,075 %653,409 %6,200 %5,727 %2,841 %3,687 %7,051 %663,409 %6,189 %5,707 %2,850 %3,684 %7,027 %673,410 %6,179 %5,688 %2,859 %3,680 %7,004 %683,411 %6,169 %5,670 %2,867 %3,677 %6,982 %693,411 %6,160 %5,652 %2,876 %3,674 %6,960 %703,412 %6,150 %5,635 %2,884 %3,671 %6,939 %713,412 %6,141 %5,618 %2,892 %3,668 %6,919 %723,413 %6,132 %5,602 %2,899 %3,665 %6,899 %733,413 %6,124 %5,586 %2,907 %3,662 %6,880 %743,414 %6,115 %5,571 %2,914 %3,659 %6,861 %

753,414 %6,107 %5,556 %2,921 %3,656 %6,843 %763,415 %6,099 %5,541 %2,928 %3,654 %6,825 %773,415 %6,091 %5,527 %2,935 %3,651 %6,808 %783,416 %6,084 %5,513 %2,942 %3,648 %6,791 %793,416 %6,076 %5,500 %2,948 %3,646 %6,775 %803,416 %6,069 %5,486 %2,954 %3,644 %6,759 %813,417 %6,062 %5,474 %2,960 %3,641 %6,743 %823,417 %6,055 %5,461 %2,966 %3,639 %6,728 %833,418 %6,048 %5,449 %2,972 %3,637 %6,713 %843,418 %6,042 %5,437 %2,978 %3,634 %6,698 %853,418 %6,035 %5,425 %2,983 %3,632 %6,684 %863,419 %6,029 %5,414 %2,989 %3,630 %6,670 %873,419 %6,023 %5,403 %2,994 %3,628 %6,657 %883,419 %6,017 %5,392 %2,999 %3,626 %6,644 %893,420 %6,011 %5,381 %3,004 %3,624 %6,631 %903,420 %6,006 %5,371 %3,009 %3,622 %6,618 %913,420 %6,000 %5,361 %3,014 %3,620 %6,606 %923,421 %5,995 %5,351 %3,019 %3,618 %6,594 %933,421 %5,989 %5,341 %3,023 %3,617 %6,582 %943,421 %5,984 %5,332 %3,028 %3,615 %6,570 %953,422 %5,979 %5,322 %3,032 %3,613 %6,559 %963,422 %5,974 %5,313 %3,037 %3,611 %6,548 %973,422 %5,969 %5,304 %3,041 %3,610 %6,537 %983,423 %5,964 %5,295 %3,045 %3,608 %6,526 %993,423 %5,960 %5,287 %3,049 %3,607 %6,516 %1003,423 %5,955 %5,278 %3,053 %3,605 %6,506 %1013,423 %5,951 %5,270 %3,057 %3,603 %6,496 %1023,424 %5,946 %5,262 %3,061 %3,602 %6,486 %1033,424 %5,942 %5,254 %3,065 %3,600 %6,476 %1043,424 %5,937 %5,246 %3,068 %3,599 %6,467 %1053,424 %5,933 %5,239 %3,072 %3,598 %6,458 %1063,425 %5,929 %5,231 %3,075 %3,596 %6,449 %1073,425 %5,925 %5,224 %3,079 %3,595 %6,440 %1083,425 %5,921 %5,217 %3,082 %3,593 %6,431 %1093,425 %5,917 %5,210 %3,086 %3,592 %6,422 %1103,426 %5,914 %5,203 %3,089 %3,591 %6,414 %1113,426 %5,910 %5,196 %3,092 %3,590 %6,406 %1123,426 %5,906 %5,189 %3,095 %3,588 %6,398 % 1133,426 %5,903 %5,183 %3,099 %3,587 %6,390 %1143,426 %5,899 %5,176 %3,102 %3,586 %6,382 %1153,427 %5,896 %5,170 %3,105 %3,585 %6,374 %1163,427 %5,892 %5,164 %3,108 %3,584 %6,366 %1173,427 %5,889 %5,158 %3,111 %3,582 %6,359 %1183,427 %5,885 %5,152 %3,113 %3,581 %6,352 %1193,427 %5,882 %5,146 %3,116 %3,580 %6,345 %1203,428 %5,879 %5,140 %3,119 %3,579 %6,337 %1213,428 %5,876 %5,134 %3,122 %3,578 %6,331 %1223,428 %5,873 %5,129 %3,124 %3,577 %6,324 %1233,428 %5,870 %5,123 %3,127 %3,576 %6,317 %1243,428 %5,867 %5,118 %3,130 %3,575 %6,310 %1253,429 %5,864 %5,112 %3,132 %3,574 %6,304 %1263,429 %5,861 %5,107 %3,135 %3,573 %6,297 %1273,429 %5,858 %5,102 %3,137 %3,572 %6,291 %1283,429 %5,855 %5,097 %3,140 %3,571 %6,285 %1293,429 %5,853 %5,092 %3,142 %3,570 %6,279 %1303,429 %5,850 %5,087 %3,144 %3,569 %6,273 %1313,429 %5,847 %5,082 %3,147 %3,568 %6,267 %1323,430 %5,845 %5,077 %3,149 %3,567 %6,261 %1333,430 %5,842 %5,072 %3,151 %3,567 %6,255 %1343,430 %5,839 %5,068 %3,154 %3,566 %6,250 %1353,430 %5,837 %5,063 %3,156 %3,565 %6,244 %1363,430 %5,834 %5,059 %3,158 %3,564 %6,239 %1373,430 %5,832 %5,054 %3,160 %3,563 %6,233 %1383,431 %5,830 %5,050 %3,162 %3,562 %6,228 %1393,431 %5,827 %5,045 %3,164 %3,561 %6,223 %1403,431 %5,825 %5,041 %3,166 %3,561 %6,217 %1413,431 %5,823 %5,037 %3,168 %3,560 %6,212 %1423,431 %5,820 %5,033 %3,170 %3,559 %6,207 %1433,431 %5,818 %5,029 %3,172 %3,558 %6,202 %1443,431 %5,816 %5,025 %3,174 %3,558 %6,197 %1453,431 %5,814 %5,021 %3,176 %3,557 %6,193 %1463,432 %5,811 %5,017 %3,178 %3,556 %6,188 %1473,432 %5,809 %5,013 %3,180 %3,555 %6,183 %1483,432 %5,807 %5,009 %3,182 %3,555 %6,179 %1493,432 %5,805 %5,005 %3,183 %3,554 %6,174 %1503,432 %5,803 %5,002 %3,185 %3,553 %6,169 %

Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won113,438 %2,076 %2,973 %11,291 %2,594 %3,122 %212,559 %2,220 %3,292 %9,760 %2,746 %3,421 %312,404 %2,355 %3,594 %9,077 %2,844 %3,480 %412,426 %2,470 %3,859 %8,791 %2,891 %3,457 %512,521 %2,566 %4,039 %8,686 %2,917 %3,412 %612,633 %2,643 %4,160 %8,667 %2,935 %3,355 %712,736 %2,709 %4,250 %8,689 %2,951 %3,309 %812,830 %2,769 %4,324 %8,732 %2,966 %3,285 %912,933 %2,826 %4,398 %8,791 %2,981 %3,261 %1013,024 %2,882 %4,477 %8,839 %2,997 %3,222 %1113,056 %2,937 %4,558 %8,876 %3,013 %3,161 %1213,032 %2,990 %4,637 %8,898 %3,030 %3,086 %1312,966 %3,042 %4,711 %8,903 %3,046 %3,007 %1412,866 %3,092 %4,781 %8,888 %3,063 %2,930 %1512,742 %3,140 %4,846 %8,852 %3,078 %2,857 %1612,599 %3,186 %4,904 %8,800 %3,093 %2,791 %1712,443 %3,230 %4,955 %8,735 %3,107 %2,734 %1812,277 %3,272 %4,998 %8,662 %3,121 %2,687 %1912,105 %3,312 %5,031 %8,582 %3,133 %2,649 %2011,930 %3,350 %5,053 %8,498 %3,145 %2,622 %2111,753 %3,386 %5,063 %8,412 %3,155 %2,605 %2211,576 %3,421 %5,062 %8,325 %3,165 %2,596 %2311,402 %3,454 %5,054 %8,238 %3,175 %2,593 %2411,230 %3,485 %5,040 %8,151 %3,183 %2,595 %2511,062 %3,515 %5,021 %8,065 %3,191 %2,601 %2610,899 %3,543 %4,998 %7,982 %3,199 %2,609 %2710,740 %3,571 %4,973 %7,900 %3,206 %2,619 %2810,587 %3,596 %4,946 %7,820 %3,213 %2,631 %2910,439 %3,621 %4,917 %7,743 %3,219 %2,644 %3010,297 %3,645 %4,888 %7,669 %3,225 %2,658 %3110,159 %3,667 %4,858 %7,597 %3,231 %2,673 %3210,028 %3,689 %4,828 %7,527 %3,236 %2,687 %339,901 %3,710 %4,798 %7,460 %3,241 %2,702 %349,780 %3,729 %4,769 %7,396 %3,246 %2,717 %359,664 %3,748 %4,740 %7,334 %3,251 %2,732 %369,553 %3,766 %4,712 %7,275 %3,256 %2,747 % 379,446 %3,784 %4,684 %7,218 %3,260 %2,761 %389,344 %3,801 %4,657 %7,163 %3,264 %2,775 %399,247 %3,817 %4,630 %7,111 %3,268 %2,789 %409,153 %3,832 %4,605 %7,060 %3,272 %2,803 %419,063 %3,847 %4,580 %7,011 %3,275 %2,816 %428,977 %3,861 %4,556 %6,965 %3,279 %2,829 %438,895 %3,874 %4,532 %6,920 %3,282 %2,841 %448,816 %3,888 %4,510 %6,877 %3,286 %2,854 %458,740 %3,900 %4,488 %6,836 %3,289 %2,865 %468,667 %3,912 %4,467 %6,796 %3,292 %2,877 %478,597 %3,924 %4,446 %6,758 %3,295 %2,888 %488,530 %3,935 %4,427 %6,721 %3,298 %2,899 %498,465 %3,946 %4,408 %6,685 %3,300 %2,909 %508,403 %3,957 %4,389 %6,651 %3,303 %2,919 %518,343 %3,967 %4,372 %6,618 %3,305 %2,929 %528,286 %3,977 %4,354 %6,587 %3,308 %2,938 %538,230 %3,986 %4,338 %6,556 %3,310 %2,948 %548,177 %3,995 %4,322 %6,527 %3,313 %2,956 %558,125 %4,004 %4,306 %6,498 %3,315 %2,965 %568,075 %4,013 %4,291 %6,471 %3,317 %2,973 %578,027 %4,021 %4,277 %6,444 %3,319 %2,981 %587,981 %4,029 %4,263 %6,418 %3,321 %2,989 %597,936 %4,037 %4,249 %6,394 %3,323 %2,997 %607,892 %4,044 %4,236 %6,370 %3,325 %3,004 %617,850 %4,052 %4,223 %6,346 %3,327 %3,011 %627,810 %4,059 %4,211 %6,324 %3,329 %3,018 %637,770 %4,066 %4,199 %6,302 %3,331 %3,025 %647,732 %4,072 %4,187 %6,281 %3,332 %3,031 %657,695 %4,079 %4,176 %6,260 %3,334 %3,038 %667,659 %4,085 %4,165 %6,240 %3,336 %3,044 %677,624 %4,091 %4,154 %6,221 %3,337 %3,050 %687,591 %4,097 %4,144 %6,202 %3,339 %3,056 %697,558 %4,103 %4,134 %6,184 %3,340 %3,061 %707,526 %4,108 %4,124 %6,166 %3,342 %3,067 %717,495 %4,114 %4,115 %6,149 %3,343 %3,072 %727,465 %4,119 %4,105 %6,133 %3,345 %3,077 %737,436 %4,124 %4,096 %6,116 %3,346 %3,082 %747,407 %4,129 %4,088 %6,100 %3,347 %3,087 %

757,380 %4,134 %4,079 %6,085 %3,349 %3,092 %767,353 %4,139 %4,071 %6,070 %3,350 %3,097 %777,327 %4,144 %4,063 %6,055 %3,351 %3,101 %787,301 %4,148 %4,055 %6,041 %3,352 %3,106 %797,276 %4,153 %4,047 %6,027 %3,354 %3,110 %807,252 %4,157 %4,040 %6,014 %3,355 %3,114 %817,228 %4,161 %4,032 %6,001 %3,356 %3,119 %827,205 %4,165 %4,025 %5,988 %3,357 %3,123 %837,183 %4,169 %4,018 %5,975 %3,358 %3,127 %847,161 %4,173 %4,012 %5,963 %3,359 %3,130 %857,139 %4,177 %4,005 %5,951 %3,360 %3,134 %867,118 %4,181 %3,999 %5,939 %3,361 %3,138 %877,098 %4,184 %3,992 %5,928 %3,362 %3,141 %887,078 %4,188 %3,986 %5,917 %3,363 %3,145 %897,058 %4,191 %3,980 %5,906 %3,364 %3,148 %907,039 %4,195 %3,974 %5,895 %3,365 %3,152 %917,020 %4,198 %3,968 %5,885 %3,366 %3,155 %927,002 %4,201 %3,963 %5,874 %3,367 %3,158 %936,984 %4,205 %3,957 %5,864 %3,368 %3,161 %946,966 %4,208 %3,952 %5,855 %3,369 %3,164 %956,949 %4,211 %3,946 %5,845 %3,369 %3,167 %966,933 %4,214 %3,941 %5,836 %3,370 %3,170 %976,916 %4,217 %3,936 %5,827 %3,371 %3,173 %986,900 %4,220 %3,931 %5,818 %3,372 %3,176 %996,884 %4,222 %3,926 %5,809 %3,373 %3,179 %1006,869 %4,225 %3,922 %5,800 %3,373 %3,181 %1016,854 %4,228 %3,917 %5,792 %3,374 %3,184 %1026,839 %4,231 %3,912 %5,783 %3,375 %3,187 %1036,824 %4,233 %3,908 %5,775 %3,376 %3,189 %1046,810 %4,236 %3,903 %5,767 %3,376 %3,192 %1056,796 %4,238 %3,899 %5,760 %3,377 %3,194 %1066,782 %4,241 %3,895 %5,752 %3,378 %3,197 %1076,769 %4,243 %3,891 %5,744 %3,378 %3,199 %1086,756 %4,246 %3,887 %5,737 %3,379 %3,201 %1096,743 %4,248 %3,883 %5,730 %3,380 %3,204 %1106,730 %4,250 %3,879 %5,723 %3,380 %3,206 %1116,717 %4,252 %3,875 %5,716 %3,381 %3,208 %1126,705 %4,255 %3,871 %5,709 %3,381 %3,210 % 1136,693 %4,257 %3,867 %5,702 %3,382 %3,212 %1146,681 %4,259 %3,864 %5,695 %3,383 %3,214 %1156,669 %4,261 %3,860 %5,689 %3,383 %3,216 %1166,658 %4,263 %3,856 %5,683 %3,384 %3,218 %1176,647 %4,265 %3,853 %5,676 %3,384 %3,220 %1186,636 %4,267 %3,850 %5,670 %3,385 %3,222 %1196,625 %4,269 %3,846 %5,664 %3,385 %3,224 %1206,614 %4,271 %3,843 %5,658 %3,386 %3,226 %1216,604 %4,273 %3,840 %5,652 %3,386 %3,228 %1226,593 %4,275 %3,836 %5,646 %3,387 %3,230 %1236,583 %4,277 %3,833 %5,641 %3,388 %3,232 %1246,573 %4,278 %3,830 %5,635 %3,388 %3,233 %1256,563 %4,280 %3,827 %5,630 %3,389 %3,235 %1266,554 %4,282 %3,824 %5,624 %3,389 %3,237 %1276,544 %4,284 %3,821 %5,619 %3,389 %3,238 %1286,535 %4,285 %3,818 %5,614 %3,390 %3,240 %1296,525 %4,287 %3,815 %5,608 %3,390 %3,242 %1306,516 %4,289 %3,813 %5,603 %3,391 %3,243 %1316,507 %4,290 %3,810 %5,598 %3,391 %3,245 %1326,499 %4,292 %3,807 %5,593 %3,392 %3,246 %1336,490 %4,293 %3,804 %5,589 %3,392 %3,248 %1346,481 %4,295 %3,802 %5,584 %3,393 %3,249 %1356,473 %4,296 %3,799 %5,579 %3,393 %3,251 %1366,465 %4,298 %3,797 %5,575 %3,393 %3,252 %1376,456 %4,299 %3,794 %5,570 %3,394 %3,254 %1386,448 %4,301 %3,792 %5,565 %3,394 %3,255 %1396,440 %4,302 %3,789 %5,561 %3,395 %3,257 %1406,433 %4,304 %3,787 %5,557 %3,395 %3,258 %1416,425 %4,305 %3,784 %5,552 %3,395 %3,259 %1426,417 %4,306 %3,782 %5,548 %3,396 %3,261 %1436,410 %4,308 %3,780 %5,544 %3,396 %3,262 %1446,402 %4,309 %3,777 %5,540 %3,397 %3,263 %1456,395 %4,310 %3,775 %5,536 %3,397 %3,265 %1466,388 %4,312 %3,773 %5,532 %3,397 %3,266 %1476,381 %4,313 %3,771 %5,528 %3,398 %3,267 %1486,374 %4,314 %3,768 %5,524 %3,398 %3,268 %1496,367 %4,315 %3,766 %5,520 %3,398 %3,270 %1506,360 %4,317 %3,764 %5,516 %3,399 %3,271 %

Term to maturity (in years)Turkish liraUS dollarYen123,252 %3,218 %-0,208 %225,455 %3,208 %-0,182 %326,574 %3,058 %-0,164 %426,628 %3,015 %-0,125 %525,815 %2,984 %-0,064 %624,269 %2,984 %0,005 %722,133 %2,983 %0,068 %819,564 %2,983 %0,123 %916,695 %2,992 %0,175 %1014,486 %3,014 %0,232 %1112,882 %3,034 %0,296 %1211,681 %3,052 %0,365 %1310,760 %3,072 %0,435 %1410,039 %3,092 %0,504 %159,465 %3,109 %0,570 %169,001 %3,121 %0,634 %178,622 %3,126 %0,694 %188,308 %3,124 %0,751 %198,045 %3,113 %0,803 %207,824 %3,093 %0,851 %217,635 %3,063 %0,896 %227,473 %3,028 %0,939 %237,334 %2,992 %0,979 %247,212 %2,958 %1,015 %257,106 %2,927 %1,047 %267,012 %2,902 %1,074 %276,929 %2,879 %1,100 %286,856 %2,854 %1,125 %296,790 %2,825 %1,152 %306,730 %2,789 %1,181 %316,677 %2,746 %1,214 %326,628 %2,697 %1,250 %336,584 %2,646 %1,288 %346,543 %2,594 %1,327 %356,506 %2,543 %1,366 %366,471 %2,494 %1,407 %376,440 %2,447 %1,447 % 386,410 %2,403 %1,486 %396,383 %2,363 %1,526 %406,357 %2,326 %1,565 %416,333 %2,293 %1,603 %426,311 %2,264 %1,640 %436,290 %2,238 %1,676 %446,270 %2,216 %1,712 %456,251 %2,198 %1,746 %466,233 %2,183 %1,780 %476,216 %2,171 %1,812 %486,200 %2,163 %1,844 %496,185 %2,159 %1,875 %506,171 %2,157 %1,905 %516,157 %2,159 %1,934 %526,144 %2,164 %1,962 %536,131 %2,170 %1,989 %546,119 %2,179 %2,015 %556,107 %2,189 %2,041 %566,096 %2,200 %2,066 %576,085 %2,212 %2,090 %586,075 %2,225 %2,113 %596,065 %2,238 %2,136 %606,055 %2,251 %2,158 %616,046 %2,265 %2,179 %626,037 %2,280 %2,200 %636,028 %2,294 %2,220 %646,020 %2,308 %2,240 %656,012 %2,322 %2,259 %666,004 %2,336 %2,277 %675,996 %2,350 %2,295 %685,989 %2,364 %2,312 %695,982 %2,378 %2,329 %705,975 %2,392 %2,346 %715,968 %2,405 %2,362 %725,961 %2,418 %2,377 %735,955 %2,431 %2,393 %745,949 %2,444 %2,407 %755,943 %2,456 %2,422 % 765,937 %2,469 %2,436 %775,931 %2,481 %2,449 %785,926 %2,492 %2,463 %795,920 %2,504 %2,476 %805,915 %2,515 %2,489 %815,910 %2,526 %2,501 %825,905 %2,537 %2,513 %835,900 %2,548 %2,525 %845,895 %2,558 %2,536 %855,891 %2,569 %2,548 %865,886 %2,579 %2,559 %875,882 %2,588 %2,569 %885,877 %2,598 %2,580 %895,873 %2,607 %2,590 %905,869 %2,617 %2,600 %915,865 %2,626 %2,610 %925,861 %2,634 %2,620 %935,857 %2,643 %2,629 %945,853 %2,652 %2,638 %955,849 %2,660 %2,647 %965,846 %2,668 %2,656 %975,842 %2,676 %2,665 %985,839 %2,684 %2,673 %995,835 %2,691 %2,682 %1005,832 %2,699 %2,690 %1015,829 %2,706 %2,698 %1025,825 %2,714 %2,706 %1035,822 %2,721 %2,713 %1045,819 %2,728 %2,721 %1055,816 %2,735 %2,728 %1065,813 %2,741 %2,735 %1075,810 %2,748 %2,743 %1085,807 %2,754 %2,750 %1095,804 %2,761 %2,756 %1105,802 %2,767 %2,763 %1115,799 %2,773 %2,770 %1125,796 %2,779 %2,776 %1135,794 %2,785 %2,783 % 1145,791 %2,791 %2,789 %1155,788 %2,796 %2,795 %1165,786 %2,802 %2,801 %1175,784 %2,808 %2,807 %1185,781 %2,813 %2,813 %1195,779 %2,818 %2,819 %1205,776 %2,824 %2,824 %1215,774 %2,829 %2,830 %1225,772 %2,834 %2,835 %1235,770 %2,839 %2,841 %1245,768 %2,844 %2,846 %1255,765 %2,849 %2,851 %1265,763 %2,853 %2,856 %1275,761 %2,858 %2,861 %1285,759 %2,863 %2,866 %1295,757 %2,867 %2,871 %1305,755 %2,872 %2,876 %1315,753 %2,876 %2,881 %1325,751 %2,880 %2,886 %1335,749 %2,885 %2,890 %1345,748 %2,889 %2,895 %1355,746 %2,893 %2,899 %1365,744 %2,897 %2,904 %1375,742 %2,901 %2,908 %1385,740 %2,905 %2,912 %1395,739 %2,909 %2,916 %1405,737 %2,913 %2,921 %1415,735 %2,917 %2,925 %1425,734 %2,920 %2,929 %1435,732 %2,924 %2,933 %1445,730 %2,928 %2,937 %1455,729 %2,931 %2,941 %1465,727 %2,935 %2,944 %1475,726 %2,938 %2,948 %1485,724 %2,942 %2,952 %1495,723 %2,945 %2,956 %1505,721 %2,949 %2,959 %

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 RepublicCyprusDenmark10029502302003650380300415043040244524405034853470604515649071553585108265551050093757511480103758512470Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003614142000022542030000200422420001754235300016142564000159426750001564278601016032897020162128107030164428Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland164501404214101002004318131402204421141602304523161802504 6251819026047271921027048282022028049302123128041031222422804Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom123911165002381614191000343181623140044419172716005472019311800649212034190075123213521008502423372200948252337230010472323372400Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012018300001201740000120175000012015600001201570000120148000012014900001201510000012013Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico101201000921180100093227010001043340100010 5336010001064390100010744101000108739010001095360101010105390101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan100079142000101104300011120440001114045020121504605013150470701516048011017160490170181604100170201604Duration (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 61719421122245201241271942112224520100038224410622051681549244710821951567451026511112195155666112955116219515515713315711921951551581331571182195155159133257117219515515101333571172195155151114355711721951551512143557117219515515131536571172195155151415365711721951551515153657117219515515161536571172195155151715365711721951551518153657117219515515191536571172195155152015365711721951551521173657117219515515221736571172195155152318365711721951551524193657117219515515251936571172195155152620365711721951551527203657117219515515282136571172195155152922365711721951551530233657117219515515 2.2. Czech koruna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611729521222345301361218315412323653110883203456118232528879420365812023152772252137621222305266036223965126230525525722406612822952452482140651272285245249214165125228523523102141651252275235231121426412522752252212214264124226522522132142631232255215211420426312322552052015204162122224520520161941621222245205201719416212222451951918194162122224519519191941621222245195192020416212222452052021204162123225520520222042631232255205202320426312322552052024204263123225520520252042631232255205202620426312322552052027224262123225520520282241621232255205202923416212222452052030234162122224520520

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 616194211122451912412619421112245191000372144106220516814 49244610821951567451026511112195155666112855116219515515712315611921951551581231561182195155159133256117219515515101333571172195155151114345711721951551512143557117219515515131436571172195155151415365711721951551515153657117219515515161536571172195155151715365711721951551518153657117219515515191536571172195155152015365711721951551521173657117219515515221736571172195155152318365711721951551524183657117219515515251936571172195155152620365711721951551527203657117219515515282136571172195155152922365711721951551530233657117219515515 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 617790113182295590136727487110179292587110337892114176291586899477921151772885847445779311817828658262567794120181285580580776941201822835785788759411918028257757797494118179281577577107292115175278573573 11709111317327557157112699011217227457057013699011117127356956914699011117127356956915689011117127356856816688911017027256856817678911017027256856818678810916927156756719668810916927156656620668710816827056656621658610716827056556522648610716726956456423638510616626856456424628410516526756356325618310416426656256226608210316326556156127598110216226456056028588010116126355855829577910016026255755730567899159261556556 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 6111234711622852412722122548117230525102031428501132275238294163154115227522685518345911922752257561936621242275225227203864126226522522819386312422652252291939631232265215211019396312322552152111204063123225521521122041631232255215211320426312322552152114214263123225521521152142631232255215211621426312322552152117214263123225521521 18214263123225521521192143641242265215212022436412422652252221224364125227522522222244651252275225222322446512522752352324224465125227523523252244651252275235232622446512522752352327224465125227523523282244651252275225222922446512522752252230234364125227522522 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 6146598215126455912412506386155267563100235569911532685638194587496158269565679561771021622705655726627910516727056656676381107169270565565862811061672695645649618110516626856356310618110416426756256211608110316326556156112598010216226456056013588010116126355955914577910016026255855815567899159261557557165677981582605565561755769715826055555518547697157259555555195475961572595545542054759615625855455421537495155258553553225274951552575525522352739415425655255224517293153255551551

255071921522555505502649719215225454954927487091151253549549284869901502525485482947688914925154754730466788148251546546 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 616194211122351912402619421112235199993721431052205158144823461072195146735926511112185145656102854115218514514712305611821851451481231561172185145149123156116218514514101233561162185145141113345611621851451412133456116218514514131435561162185145141414355611621851451415143556116218514514161435561162185145141714355611621851451418143556116218514514191535561162185145142015355611621851451421173556116218514514221735561162185145142318355611621851451424183556116219514514251935561162195145142620355611721951451427203556117219514514282135561172195145142922355611721951451430233556117219514514 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 618245214124253812752824521412425381023392652129238534831410285412023753268651230561102355315756143359104234530530716366098233529529818385991232528528920446286231527527102044608423052652611194359842305255251218436086229524524131843608622852452414194360862275235231519436086227522522161943608622552152117194360862245205201819436086224520520191943608622451951920194360862245205202119436086224520520221943608622452052023194360862235195192419436086223518518251943608622251851826204360862225175172720436086221517517282143608622051651629224360862205165163023436086219515515 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 618497120189302597138628396119188300596112238397119181296591913 482971201822935887525819712218229058662968198124185289584584780981241862865825828779612118328458058097695119180282578578107595118179281576576117495117177279575575127394116176278574574137293114174276572572147192113173275571571156991112172274569569166890111171273568568176789110170272567567186688109169271566566196587108168270566566206586107167269565565216485106166268564564226384105165267563563236283104164266562562246182103163265561561255981102162264560560265880101161263559559275779100160262557557285678991592615565562955779815826055555530547697157259554554 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 6157709316227457013642566992161274569109835771931552695658924577295156268563736557739815826656261665774100161264560560756741001622635595598557499160262557557954739815826055655610537397157259555555 1153749615625855455412537496156258553553135274951552575535531452739415425655255215517394154256552552165072931532555515511750719215325555055018497192152254550550194970911522545495492049709115125354954921497091151253549549224870911512535485482348699015025254854824476889150252547547254668891492515465462646678814825054654627456687147249545545284466871472495445442944658614624854454430436485145247543543

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 61324467137249545128723245681372505451031333476913124554183843348711322445396925345075135243538580634517713924253853873452781402415375378335278139240536536933527713724053553510335376137239535535113353761362385345341232547513623853353313325375135237533533143253741342365325321531537413423653153116305273133235531531 1730527313323553053018305172132234530530193051721322345305302030517213223453053021305172132234530530223051721322345305302330517213223453053024295172132234530530252951721322345295292629507113123352952927295071131233529529282850711312335285282928497013023352852830284970130232528528 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 610324932065011221215259420750298132527892034997984272991202498660549349420249855564113899202498498751439102202498498871439100202498498971539100202498498108164010020249849811918411012034994991291840100202497497131019401012034984981411194010020249849815121839992014974971613173898200496496171317389820049649618141738982004964961914183999201496496201518399920149749721161939100202497497221720391002024974972318213999202497497 2418213999201497497251922399920149749726192339992014974972720233999201496496282025409920149649629212541992014964963023264299201496496 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 614558811502635581290245588115026355810383466082144259554845447628414625755369854763881482565525856476491152255551551748669215425455055084765911522535495499466590150253548548104666891502525475471146668914925154754712456688148250546546134566881482505455451445668714724954554515446586147249544544164365861462485435431743648514524754354318426485145247542542194263841442465425422042638414424654254221416384144246542542224162831432455415412340628314324554154124406182142244540540253960811422445395392638608114124353853827385980140242538538283758791392415375372936577813924153653630355778138240536536 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 611831541232355311247221345712623953410063253961123238533821429446612823953568053148731332415365716314874136239534534735537914124253853883453781392415375379355579140242537537103757811412435395391138598214224454054012406182143245540540134062831432455415411441628314324554154115416283143246541541164162831432455415411741628314324554154118406182143245540540194061821422445405402040618214224454054021406182142244540540224061821422445405402339618214224453953924396081141243539539253860811412435395392638598014024253853827375980140242538538283758791392415375372936587913924153653630365778138240536536

2.15. Canadian dollar Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611831541232355311292219325512423753210363213557119234529841 423386012223352969452440651252335295826254269130233529529726447013223352952982645701312335295299264670131233529529102747711312335295291128487113123352952912284971131233529529132950711312335295291429507113123352952915295071131233529529162950711312335295291729507113123352952918295071131233529529192850711312335295292029507113123352952921285071131233529529222850711312335285282328497013023252852824274970130232527527252748691292315275272626486912923152752727264768128230526526282647681282305265262925476712823052552530254667127229525525 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 61516487156269564139825467901592725671103358729415627156688946075981602715667325627910416427156761366481108169272568568765831091712725685688658410917027256756796585109170272567567106686109170272567567 116687109169271567567126687109169271567567136587108168270566566146586107167269565565156486106167269564564166385106166268564564176384105165267563563186284105165267562562196283104164266562562206182103163266561561216082103163265560560225981102162264560560235980101161263559559245879100160262558558255778991592615575572656779815826055655627557697157259555555285475961562585545542953749515525755355330527394155257552552 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 618295118187299595141128710012319230460011383891031251873025979304901061281903015977715941101351953035996496961131392013046006007981161422043056006008991181432043066026029100120144205307602602101011211452053076036031110112214520530760260212101122144204306602602131001211432033056006001499120141202304599599159811914020030259859816961181391993015965961795116137197300595595 1894115136196298594594199211413519529759259220911121331932965915912189111132192294590590228810913019029358858823861081291892915865862485106127187289585585258310412518628858358326811031241842865815812780101122182284580580287899120181283578578297798119179281577577307596117177279575575 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 611225481172295251281215275112023252810293183254116231526836421365812023152769152339641242325285796254268129233528528726447013223352852882645701312335285289264670131233528528102747701312335285281127487013123352852812274870130232528528132748701302325275271427486912923152752715264768128231526526162547681282305255251725466712723052552518254667127229525525192546671272295255252025466712722952552521254667127229525525222546671272295255252325466712722952552524254667127229525525

252546671272295255252624466712722952452427244666127229524524282445661262285245242924456612622852452430234566126228524524 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 61951081312003126081349296109132201313609108739711113419631060688649911413719831060573351001171422023106056166101118145206309605605710212014620830960460481021211462073096046049101121145206308604604101001211442043076026021199120143203305601601129811914120130359959913971181392003025975971495117138198300595595159411513619629859459416921131341942965925921790112133193295590590188911013119129358958919871091301902925885882086108129189291587587218510712818829058558522841061271872895845842383104125185288583583248210312418428658258225801021231832855815812679101122182284579579277899120181283578578287798119179281577577297697118178280576576307596117177279575575 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 61314327350419531827142028699122191304599113839010412618830359892249310813119230459976059511213719730560063769711414120230560160179911714320530660160189911814320530660260291001191442043076026021010012014420430660260211101121144204306602602121011221442043066026021310212314520530760260214103124145205307603603151031251462063086046041610412614720730960460417105127148208310605605181061281492093116066061910712814920931160760720107129150210312608608211071291502103126086082210712814921031260760723106128149209311606606241051271482083106066062510412614720730960460426103124145205308603603271021231442043066026022810012214320330560060029991201412013035995993097119140200302597597 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 6101235104217512124121123510421751299432143698213508808 421638100211507668541742102210506560641945106209505505752046108209504504872045106208504504972044105207503503108214410420650250211921441042065025021292244104206502502131023441042065025021411234410520750250215122445105207503503161324451052075035031713244510620850350318142546106208504504191526471072095045042015274810821050550521172748109211506506221728491092115075072318295011021250750724182950110212508508251929501112135085082620305111121350850827203051111213509509282130511112135095092922315111221450950930233152112214509509 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 6151648715626956413012526588157270565104535367891512665618494546991153264560701554719515626355958865572981602635595597557399161262557557 85473991602615575579547498158261556556105373971572595555551153739615625855455412527394155257552552135172931532555515511449719215225455055015487091151253548548164768891492515475471746678814825054654618456687147249545545194466871472495445442044658614624854454421436586146248543543224364851452475435432342638414424654254224416384144246541541254162831432455415412640618214224454054027396182142244539539283860811412435395392938598014024253853830375980140242537537

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 6111412715021933262713532116129152221333629109631191331552173316278954121136159220332627742512313916422433262862861251421682293336286287126144170232333628628812614417023133262862891251451692303326286281012514616922933162762711125146168229331626626 121241451672273296256251312314416522632862362314121143164224326622622151201411622223246206201611713916022032261761717115137158218320616616181131351562163186146141911213315421431661261220110131152212314610610211081301512113136086082210612814920931160760723105126147207309605605241031241452053076036032510112214320330560160126991201412013045995992797119140200302597597289511713819830059659629941151361962985945943092114134195297592592 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 611671802032723846801494217618921228139468911873182196218280395690963418520022228439569179551872032282883966916916187204230292395690690718720523129339468968981862052302913936886889185204229289391687687101842042282883906866861118320422628738968468412181202224284386682682131792002222823846796791417619821927938167667615173195216276378673673 161701922132733756716711716718921027037266866818164186207267369665665191621832042643666626622015918020126136365965921156177198258360656656221531741952553576536532315017119225235465065024146168189249351647647251431651862463486446442614016218324334564164127138159180240342638638281351561772373396356352913215317423433663263230129151172232334629629 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 61334568138250546126723346691382515461017335497113324754382743651731352465426845375378138246541574637548014224554154173756821442445405408365580142243539539936558014024253853810365679139242537537113656791392415375371235567813824053653613355678138240536536143556771372405355351535567713723953553516355677137239535535173556771372395355351835567713723953553519355677137239535535 2035567713723953553521355677137239535535223556771372395355352335567713723953553524345677137239535535253455761372395345342634557613623853453427335576136238534534283354751362385335332933547513523753353330325475135237532532 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 6130436613524754312842314467136249544103333448701322475428424365174136247543697539558014024854358664057831452485445447426086148248544544842618614724954454494262861462495445441043638714724954554511446587147250545545124566871482505455451345668714825054554514456687148250545545154566871472505455451645668714724954554517456687147249545545184566871472495455451945668714825054554520456788148250545545214567881482505465462245678814825054554523456687148250545545

24456687147249545545254466871472495445442644658614624854454427436585146248543543284364851452475435432942638414424654254230416384144246541541 2.27. Russian rouble Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 611271401632323456401450212613916223134363911433126140162224339634922412714216422633763375951271431682283366326356127144170232335630630712714517123333462962981261451702313336296299125145169230332627627101251451692293316276271112514616822933162662612124145167227329625625131231451662263286246241412214416522532762362315120142163223325621621161181401612213236196191711613715821832061661618114135156216318614614191121331542143166126122011013115221231461061021107129150210312608608221051271482083106056052310312414520630860360324101122143203305601601259912014120130359959926961181391993015975972794116137197299595595 289211413519529759259229901121331932955905903088110131191293589589 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 61114371062185141277231539108220516102535194110321851383447224510721851468951026511112195145786112854116219515515713315711921951551581331571182195155159133256117219515515101333571172195155151113345711721951451412133456116219514514131335561162185145141413355611621851451415133556116218513513161334551152175135131714345511521851351318143455116218513513191535561162185135132016355611621851451421173556117219514514221836571172195155152318365711721951551524193657117219515515251936571172195155152620365711721951551527203657118220515515282236571182205155152922365711822051551530233757118220515515 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 613649721412535491287236497214125454910353365072135249545842437527413624754369553753781382465425826395682144247543543737558114324453953984059841452475425429395983144246541541103555781382415365361131527413423653253212284971131233529529132647691292315265261424466712722952552515234465125228523523162243641242265225221721426312322552152118204162123225520520192041621222245205202020416212222452052021204162122224520520222041621222245205202320416212222452052024194162122224520520251941621222245195192620416212222451951927204061122224519519282140611212235195192922406112122351951930234061121223519519 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 6121022324631542772317022207220243312424720139732042182403024167121150420021523830041170695251972132382984067017946193210236298401697697719020823429639669269281852042292903926886889181200225285388683683101771972212813836796791117319421727737967567512170191213273375670670131661872082693716666661416218320426536766266215158180201261363659659161551761972573596556551715117319425435665265218148170191251353648648191451671882483506456452014216418524534764364321139161182242344640640221371581792393416376372313415517623633863463424131152173233335631631251281491702313336286282612514716822833062662627123144165225327623623281201421632233256206202911813916022032261861830116137158218320616616

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 6182548101234530128928254810123453010333102850972325288384123254952325286915163859982335295796184263952345295297194463892345305308184362892345305309194564932345305301021486796234530530112350689923453053012245269100234530530132654701002345305301426547110023453053015265571100234530530162655711002345295291726557110023452952918265571100234529529192655711002345305302026557110023453053021265571100234530530222655711002345305302326557110023453053024265571100234530530252655711002345305302626557110023452952927265571100233529529282655711002335295292926557110023352852830265571100232528528 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 610315841974921223215148319549198032514761904867964261577188484657546197918748355164722841874824827592486186482482879248518648248297102384186482482108102484186482482118112484186482482129132485187482482131013248518748248214111425851874834831512142585187483483161315268518748348317131627861884834831814172886188484484191418308718948448420151831871894854852116193288190485485221720338819048648623182134881904864862418213688190486486251922378819048648626192238881904864862720233988190486486282025408819048648629212541881904864863022264288190486486 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 612142142159297305622142142159340229532152347154355173942162650152356134753182952152348107064203155152335869762233571523207198623346015230360596243663152286516106253765152269444117253866152253386127263866152245338137263866152245298147263866152245264157264066152245245167264266152245245177264466152245245187264766152245245197265066152245245207265166152245245217265466152245245228265766152245245238265966152245245249266266152245245251026636615224524526102666671522452452711266869152245245281126717115224524529112673731522452453012267675152245245 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 611224315216932433722142632541713682511314273558166382188941327376216338014545142940631633691148614304166162354929715324367161337766815324369160319643914324471160300547101433457315928247011143345731592654081213324572158252357131332447215825131414123144711572512781512314371157250250161230447015625025017113047701562502501811304970156249249191130517015625025020123154711572502502112315771157250250221231597115725025023123161711572502502412316371157250250251231667115725025026123168711572502502712317172157250250281231737415725025029123177761572502503012317978157250250 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 612142042159296305622142042159340229432142346154355173842152650151356134753172952151348106964203155151335869752233571513197198623346015130360596243663151286515106253765151269444117253865151253386127253866151245338137263866151245298147263866151245264157264066151245245167264266151245245177264466151245245187264766151245245197265066151245245207265166151245245217265466151245245228265766151245245238265966151245245248266266151245245251026636615124524526102666671512452452711266869151245245281126717115124524529112673731512452453012267675151245245

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 617385911122303263386270828810922737325463728593117224391193347084941192203921498569849611921838411896698596121217369964769869612121535279786886971222143336699688697124213314569106583961232103034891163819412220830142412628093121206300371136180921202062993261461799212020529929915607992119205299299166079911192052982981760789111820429829818597890118204297297195877901172032972972058778911720329629621577688116202295295225675881152012952952356748711420029429424557386113199293293255472851121982922922653718411119729129127527083110196290290285069821091952892892949688110819428828830486782107193287287 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 61618254616330431382820264716534623443821305316136117734923335715936213735102536601593531089612273963159340884713304065159324731812304167158307614912304269158289523101231437115827245011133144711572563911213314472157251342131331447215725130214133244721572512671513324472158251251161331447215725125117133245721582512511813324772158251251191332507215825125120143353731592522522114335573159252252221433577315925325323153359731592532532415336274159253253251533657415925325326153367731592532532714336973159253253281433727315925225229143374751592522523014337776159252252 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 61425460821992963056246586485203340229934962709420135717484516575100201359135955368791032023521082655718210620234088175673831082023257318557384109201309617955738411120029452710547285112199292455115372841121982913961252708311119629034713516982110195289306145068811081942882881549678010819328728716486779107193286286174766781061922852851847657810619128528519466577105191284284204664771051902842842145647610419028328322446376103189283283234462751031882822822443627410218828128125426173101187280280264160721001862792792740597299185279279284058739918427827829395876981842772773038577897183276276 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 611132041158296305421132041158339229331142246153355173741152549151356134652172851151348106963193054151335868752232571513197198522335915130360495233562151286515106243664151269444116253765151253386126253765151244338136253765151244298146253765151244264156254065151244244166254265151244244176254465151244244186254765151244244197255065151244244207255165151244244217255465151244244228255765151244244238255965151244244248256165151244244251025636515124424426102566671512442442711256869151244244281125717115124424429112573731512442443012267675151244244 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 61011224417730431452011224417734723523111234917236217774113265416936213745116285816835310896218325916733988373213659166323730862437591643066139830415816428852210113442571632714491110334157162255390129324157161254341138314257160254300148314258160253266158314358159252252168314358158251251178314458157250250188314758156250250198315058156250250208315158156250250218315458156250250228315760156250250239315962156249249249316263155248248251031646515424824826103167671542472472711316969153247247281131727115324624629113174731522462463012317675152245245 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 618092981202373323435279919711823638025943779098122229397196347589991242253961515574891001232233861199673891001252213719717739010012521935380287188991252173356749698799126215316575106886991262133074951167859812621230543012658497124210304376136483951232093023311463819412220730130115618093120206299299166079911192052982981759789011820429729718587790117203297297195876891162022962962057758811620129529521567587115201294294225574861142002932932354738511319829229224537184112197291291255270831111962902902651698210919528928927496881108194288288284867801071932862862947668010619228528530466582105191284284 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 6153657192210325337725264709120937225353516472962033881917450647498200388148154964769919837811726496576101197363949749667710119534678484866771021943276589476577104193308559104665771051922904811146657710519128441712456476104190283365134563761041892833211444637510318928228415436275102188282282164361741021872812811742617310118728028018426073101186280280194160721001862792792041607210018627927921415972100185279279224059719918527827823405871991842782782439587098184277277253857709718327727726385770971822762762737567296182275275283655759518127427429365478951802742743035548094180273273 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 612739466718430731752284046671853492371327404871179365179342640507417636513875264152761753561100627435478174343892727445579173327738827445581173309620926445683172292528102645578417127445411264457851712643941225445684170263345132443568316926330414244355831692622691523425582168261261162341548216726126117224154811672602601822415381167260260192241538116726026020224153811672602602122415581167260260222241588116726026023224159811662602602422406280166260260252140658016625925926214067801662592592721397080165259259282039727916525925929203974791652582583020397879164258258

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 6100324141292300520162414233322473118291373481702413113313434913195141535134341104862417381343298517261940134314705826214313429759394724461342815061048274713426443611493049135248379124931481342333321341134491352282921451137491352282591561339481342272311661341471332262261761444491332262261861546511332262261971648531332262262071651551342272272171853571342272272281955591342272272381958611342272272482160631342272272592163651332272272692266671352272272710236869136227227281024707013822622629102473731382262263011267575140226226 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 614153598019830831832415359801983522387340536185192368180843953638818936814005395466891883591109640566791187347902741586893187331746840576894186313627939576996185296534103957709718427845911395770971832773991238576997183276349133756689618227530814375568961812752751536556795181274274163554679418027327317355466941802732731834536693179272272193453659317927227220345365931782722722134526592178272272223352649217827127123325164911772712712432516391177270270253150669017626926926304968891752692692730487189174268268282948738817426726729284775871732662663028467886172266266 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 611325325317029830722172935571743412308319324064172358175342235467017135913605243950731733521081624395175171339878728455680174323727827455682173306612929475885174289521103049618817527244911315063901762703911232516391177270342133351649217727130214335264921782712711533526492178271271163351649217727127117335264921772712711832516391177270270193251639117727027020325163911772702702132516391177270270223250639117627027023315063901762702702431506290176269269253149658917526926926304967891752682682730487088174268268282948728817426726729284775871732672673028477887173266266 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 611426325317130831902152733541723512382315283660167366180141629396416536613925163143661653571104618344569165344895719364771165328741819374874165311623920384976165293530102039517916527645711213952791652593971221395280166259347132140528016625930614214052801662592711521405280166259259162139528016525925917213952801652592591821395280165259259192139528016525925920213953801652592592121395580165259259222039587916525825823203961791652582582419386278164258258251938657816425725726193767771632572572718377077163256256281836727716225625629173675761622552553017367877162255255 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 614759658620433334692506268892073722551352657397204386191445367771022033841475555708110420437411676577384108204360946758758611020434378285876871122043256579587788115204307559105977901172042974811159789011820429741812587790117203297366135877891172022963221457768811620229529515567587115201294294165674871142002942941755748611420029329318547385113199292292195472851131982922922053728411219829129121527184111197290290225270831101962902902351698211019528928924506881109194288288254968801081932872872648677910719328628627476678106192285285284665771051912842842945647810419028328330446381103189282282

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 6177899611723433635012829410112223938526353839610412823540420044839710713223340615555861011131362353981236689105116140236384100479110811814323736783189211012114723834869999411212315023933259510941131251522393335121194113125153239332445129411212515223833238913921111241512373313421491110122150236329329159010912114923432832816881071201472333273271787106118146232325325188610511714523032432419841031161432293233232083102114142228321321218210011314122632032022809911113922531831823789711013722331731724779610813622131531525759410613422031331326739210513221831231227729110313121631031028708910112921530830829698710012821330730730678698126212305305 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 61719264716430631612102229501673492366312253357164364178941327376216336413845153042651643561098617334469165342891719364671165326737819374873165309619920384976165292527102038517816527445411203951791652583941220395179165258345131938517816425730414193750781632572691518374977163256256161736497616225525517173648761622552551817364876162255255191735507616125525520173653761622552552117365576162255255221736587616225525523173659761622552552417366276161255255251735657616125525526163567751612552552716357075161254254281635727516125425429163574751602542543016347877160254254 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 6191103109130247343333829210411013124936825073921041131362443851902492106116140242386147459310811914224237811706941101211452413649507951121221472413477868951131241492413346619951131241512403345631094112125152239332484119211112415123733142112911101221502363293681389108120148234327327148710611914623232532515861041171452303243241684103115143228322322178210111414122732032018811001121402263193191980981111382243183182079971101372233173172177961091362223163162276951071352213143142375941061342203133132474931051332193123122573911041322173113112671901031302163093092770891011292153083082869881001282143073072968879912721330630630678698126211305305 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 6130932132834946656135262829410012223938426353849710512923640019884861001101342364001534588103114137237390121469010611714123737598479210911914423835781389311012114723933868299311112315023933258010931121241522393324991194112125153239332433129411312515323933237813941131251532393323331495114126154240333333159611412715424033433416961151281552413353351797116129156242335335189811712915724333633619991181301582443373372010011813115824433833821100118131158244338338229911813015824433733723981171301572433373372498116129156242336336259611512815524133433426951141261542403333332794112125153238332332289211112315123733033029911101221502363293293089108121148234327327

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 61071435152296305520713341523372281317153914635217254171742143353133551820431423441059621021451423318607212224714131671282122349140299598941224501392825101041227521392664391141230531392493811241331531392343341341334531392322941451337531392322611561340531392332331661341541392332331761444541402332331861547551402342341971649551412352352071751561422352352171854571432362362281956601432372372381958611442372372482161631442382382592163651452382382692266671452392392710236869145239239281024717114623923929102573731462392393011267575146240240 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 61475965862043103213248606687205354240434760689219937018184476071951963701406547627396196361111564864759919534790474865751001943317488486576102194313628947657710419329653510476577105192285460114564771041902844001244637510318928235013436274102188281308144260731001862802801540597299185278278163958709818427727717385769971832762761837566896182275275193655679518127427420365567951802742742135546694180273273223553669417927327323345365931792722722433526592178271271253351669217727127126325168911772702702731507190176269269283149738917526926929304976891752682683029487888174267267 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 611101221281502673623350211112313015126837125293113126134157265390192241141281381622643911492511613014216526438311866117133144169265370965711913614617126535880081191361471732653586749119137148175264358574101191371491772643574951111813714917726335643012117135148176261355377131151341461742603533531411413214517225835235215112130143171256350350161091281411682543483481710812613916625234634618106124137164250344344191041221351632483423422010212113316124734034021100119132159245338338229911713015724333733723971151281562413353352495114126154239333333259311212415223833133126911101221502363293292789108120148234327327288810611914623232632629861051171452313243243084103115143229322322 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 6116217518120231941537212172184190211329424276031761891972213284232084417819220222632842216115179194205229328421127761801952072313274201036718019720723232641985781791962082333254187209178196208235324417613101781962082363234165271117619520723532141445812174193205233319412412131711902022303164094091416818720022731340740715165184197224310404404161631811942213074014011716017819121830439839818157175188216301395395191541721852132983923922015117018221029538938921148167179207293386386221451641762042893833832314216017320128638038024139157170197283377377251361541671942803743742613315116419127737137127130148161189274368368281271461581862713653652912414315518326936236230121140153180266360360

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 612840476818530331242294147691863452335329415073181360176842842527717836113695294455791783531087630465781177340882730475882176324730830475884175307614929475986175290523102947608717427345111284760871732673921228475987173266343132846598617226630214274658861722652681527465886172265265162745588617126526517274558861712652651827465886171265265192746588617226526520274658861722652652127465886172265265222746588617226526523274559861712652652427456285171265265252645658517126426426264567851712642642726447084170264264282544728417026326329254474841692632633024437883169263263 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 612537446518230731692273945671843502375328414973180367180242943537817936813985314657811803601110633496084180347902735526287181331747835526389181314628935546592181296535103655679518127946111375668961822754011237566896182275351133756689618227530914375668961822752751537566896182275275163756689618227527517375668961822752751837566896182275275193756689618227527520375669961822762762138566996182276276223756699618227627623375668961822752752437566896181275275253655679518127427426365569951802742742735547194180273273283553739417927327329345377931792722723033527992178272272 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 61123135141162280375360521221341401612793862652312013314116527239919904119133143168269398153351201341461692693881213612013614717126737398371201371481722663608128119137148174265359682911913714817526435858010118137149177264357499111181371491772633564331211713614817626235537913116135147175260354354141151331461732593533531511313114417125735135116111129142169255349349171081271391672533463461810612513716525134434419104123135163249342342201021211331612463403402110011813115824433833822971161291562423353352395114126154240333333249311212415223833133125911101221502353293292689107120148233327327278710511814523132532528841031161432293233232982101114141227321321308199112139225319319 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 610815361533053150201017381553472355311220441513631783411424491503631380521728521513551094642031551513418887623335715232573486233460152308617962436631522915251062537641512734521162537651512573931262537651512443441362537651512443031462437641502442681562440641502442441662443641502432431762445641502432431862447641502432431972450641502432432072553651502442442172555651512442442292557651512452452392559661512452452410266266152245245251026656715224524526102667691522452452711267071152245245281126727315224524529112674751522452453012267776152245245

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 613143507118830731772324450711893512380330435275183367180142943537817936713935294456791783581104632485983179344895730475782176327740833516287179310621933516289178292529102846598617327545511244255831692623951221395280165259345131837507716325630414173548751612552691515344674160253253161432457315825225217133245721582512511812314771157250250191231507115725025020123152711572502502112315571157250250221231577115725025023123059711562502502412306271156250250251130647015625025026113067701562492492711306970156249249281130727215624924929113074741562492493012297776155249249 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 6120521822424536245842742203215221242360470328231982112192423504972514419320721724234349919475189204215239338485153261862022132373334611225718320021023532943199381781962072333244188149174192204231320413675101701892012293154095681116618519722531140548512162181193221307400418131581771892173033963961415417318521329939239215151169182209295389389161471661782062923853851714416217520328838238218140159172199285379379191371561691962823763762013515316619327937337321132150163190276370370221291471601882733673672312614515718527036436424123142154182268361361251201391511792653583582611813614917626235635627115134146174260353353281121311441712573513512911012914116925534834830108126139167252346346 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 61014255116930831822014255116935023753117285516636517924120316016436413865323366616535610986526396816634289178304270166326736810344574166309619912374976166291527101339517716627445311144052781662603941215425479166260345131643548016626030414164455801662602691517445580166260260161744558016625925917174455801662602601817445580166260260191744558016626026020174455801662602602117445580167260260221744578016726026023174459801672602602417446280166260260251744648016626026026174467801662592592717446980166259259281744728016525925929174474801652582583017447780165258258 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 6100314132292300920161313033322453118161243471697413111912034713135141321120339104262416241193268467261926119311700826212911929558994724311192785021048273311926243211492836119246376124931381192313291341134401192162901451136421192132571561338441192132291661341461202132131761443491202132131861546511202142141971648521222142142071651551242152152171853571262152152281855581282162162381958611292162162482160631312162162592163651332162162692264661342162162710236768135216216281024697013621621629102472721382162163011267473138216216

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria25EuroBelgium25EuroCyprus25EuroEstonia25EuroFinland25EuroFrance25EuroGermany25EuroGreece25EuroIreland25EuroItaly25EuroLatvia25EuroLithuania25EuroLuxembourg25EuroMalta25EuroNetherlands25EuroPortugal25EuroSlovakia25EuroSlovenia25EuroSpain25Czech korunaCzech Republic32Danish kroneDenmark33ForintHungary18KronaSweden19KunaCroatia5LevBulgaria-0Pound sterlingUnited Kingdom26Romanian leuRomania13ZlotyPoland32KrónaIceland12Norwegian kroneNorway52Swiss francLiechtenstein-2Swiss francSwitzerland-2Australian dollarAustralia35Canadian dollarCanada54 Renminbi-yuanChina28Hong Kong dollarHong Kong8US dollarUnited States61YenJapan6