Commission Implementing Regulation (EU) 2022/2282 of 21 November 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2022 until 30 December 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) 2022/2282 of 21 November 2022 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2022 until 30 December 2022 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 October 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2022 market data. That information was published on 6 October 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 September 2022 until 30 December 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 September 2022. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 21 November 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 kroneForintKronaKuna12,378 %6,852 %2,368 %13,041 %3,151 %2,114 %22,725 %6,556 %2,715 %12,493 %3,170 %2,588 %32,792 %6,085 %2,782 %11,733 %3,196 %2,920 %42,837 %5,649 %2,827 %11,030 %3,207 %3,181 %52,873 %5,332 %2,863 %10,464 %3,195 %3,422 %62,901 %5,144 %2,891 %10,033 %3,161 %3,663 %72,920 %5,033 %2,910 %9,719 %3,122 %3,905 %82,943 %4,964 %2,933 %9,502 %3,089 %4,163 %92,967 %4,915 %2,956 %9,370 %3,067 %4,392 %102,992 %4,874 %2,982 %9,285 %3,058 %4,561 %113,006 %4,835 %2,996 %9,244 %3,062 %4,679 %123,018 %4,797 %3,008 %9,225 %3,075 %4,759 %133,020 %4,760 %3,010 %9,216 %3,091 %4,812 %143,006 %4,724 %2,996 %9,215 %3,109 %4,844 %152,974 %4,688 %2,964 %9,208 %3,126 %4,861 %162,922 %4,652 %2,912 %9,178 %3,143 %4,866 %172,861 %4,618 %2,851 %9,127 %3,159 %4,861 %182,799 %4,584 %2,789 %9,059 %3,173 %4,850 %192,744 %4,551 %2,734 %8,979 %3,187 %4,834 %202,699 %4,520 %2,689 %8,890 %3,200 %4,814 %212,668 %4,489 %2,658 %8,795 %3,211 %4,791 %222,647 %4,460 %2,638 %8,695 %3,222 %4,766 %232,635 %4,431 %2,626 %8,594 %3,231 %4,740 %242,630 %4,404 %2,621 %8,491 %3,240 %4,713 %252,629 %4,377 %2,620 %8,389 %3,249 %4,685 %262,632 %4,352 %2,624 %8,287 %3,256 %4,657 %272,639 %4,328 %2,631 %8,188 %3,263 %4,630 %282,648 %4,304 %2,640 %8,090 %3,270 %4,602 %292,658 %4,282 %2,650 %7,995 %3,276 %4,575 %302,670 %4,260 %2,662 %7,902 %3,282 %4,548 %312,682 %4,240 %2,675 %7,813 %3,287 %4,522 %322,696 %4,220 %2,688 %7,726 %3,293 %4,497 %332,709 %4,200 %2,702 %7,642 %3,297 %4,472 % 342,723 %4,182 %2,716 %7,562 %3,302 %4,449 %352,737 %4,164 %2,731 %7,484 %3,306 %4,425 %362,751 %4,148 %2,745 %7,410 %3,310 %4,403 %372,765 %4,131 %2,759 %7,338 %3,314 %4,381 %382,779 %4,116 %2,773 %7,269 %3,317 %4,360 %392,792 %4,101 %2,786 %7,203 %3,321 %4,340 %402,806 %4,086 %2,800 %7,139 %3,324 %4,320 %412,819 %4,072 %2,813 %7,078 %3,327 %4,301 %422,831 %4,059 %2,825 %7,020 %3,330 %4,283 %432,843 %4,046 %2,838 %6,963 %3,333 %4,265 %442,855 %4,033 %2,850 %6,909 %3,335 %4,248 %452,867 %4,021 %2,862 %6,857 %3,338 %4,232 %462,878 %4,010 %2,873 %6,807 %3,340 %4,216 %472,889 %3,999 %2,884 %6,759 %3,343 %4,200 %482,900 %3,988 %2,895 %6,713 %3,345 %4,186 %492,910 %3,978 %2,906 %6,668 %3,347 %4,171 %502,920 %3,967 %2,916 %6,625 %3,349 %4,158 %512,930 %3,958 %2,925 %6,584 %3,351 %4,144 %522,940 %3,948 %2,935 %6,544 %3,353 %4,131 %532,949 %3,939 %2,944 %6,506 %3,355 %4,119 %542,958 %3,931 %2,953 %6,469 %3,357 %4,107 %552,966 %3,922 %2,962 %6,433 %3,358 %4,095 %562,974 %3,914 %2,970 %6,399 %3,360 %4,084 %572,982 %3,906 %2,978 %6,366 %3,362 %4,073 %582,990 %3,899 %2,986 %6,333 %3,363 %4,063 %592,998 %3,891 %2,994 %6,302 %3,365 %4,052 %603,005 %3,884 %3,001 %6,272 %3,366 %4,043 %613,012 %3,877 %3,008 %6,243 %3,367 %4,033 %623,019 %3,870 %3,015 %6,215 %3,369 %4,024 %633,026 %3,864 %3,022 %6,187 %3,370 %4,015 %643,032 %3,857 %3,029 %6,161 %3,371 %4,006 %653,039 %3,851 %3,035 %6,135 %3,372 %3,998 %663,045 %3,845 %3,041 %6,110 %3,374 %3,989 %673,051 %3,839 %3,047 %6,086 %3,375 %3,981 %683,057 %3,834 %3,053 %6,063 %3,376 %3,974 %693,062 %3,828 %3,059 %6,040 %3,377 %3,966 %

703,068 %3,823 %3,064 %6,018 %3,378 %3,959 %713,073 %3,818 %3,070 %5,996 %3,379 %3,951 %723,078 %3,813 %3,075 %5,976 %3,380 %3,945 %733,083 %3,808 %3,080 %5,955 %3,381 %3,938 %743,088 %3,803 %3,085 %5,935 %3,382 %3,931 %753,093 %3,798 %3,090 %5,916 %3,383 %3,925 %763,098 %3,794 %3,095 %5,897 %3,384 %3,919 %773,102 %3,789 %3,099 %5,879 %3,385 %3,912 %783,107 %3,785 %3,104 %5,861 %3,385 %3,907 %793,111 %3,781 %3,108 %5,844 %3,386 %3,901 %803,115 %3,776 %3,112 %5,827 %3,387 %3,895 %813,119 %3,772 %3,116 %5,811 %3,388 %3,890 %823,123 %3,769 %3,120 %5,795 %3,389 %3,884 %833,127 %3,765 %3,124 %5,779 %3,389 %3,879 %843,131 %3,761 %3,128 %5,764 %3,390 %3,874 %853,135 %3,757 %3,132 %5,749 %3,391 %3,869 %863,138 %3,754 %3,136 %5,734 %3,391 %3,864 %873,142 %3,750 %3,139 %5,720 %3,392 %3,859 %883,146 %3,747 %3,143 %5,706 %3,393 %3,855 %893,149 %3,744 %3,146 %5,692 %3,393 %3,850 %903,152 %3,740 %3,150 %5,679 %3,394 %3,846 %913,156 %3,737 %3,153 %5,666 %3,395 %3,841 %923,159 %3,734 %3,156 %5,653 %3,395 %3,837 %933,162 %3,731 %3,159 %5,641 %3,396 %3,833 %943,165 %3,728 %3,162 %5,629 %3,396 %3,829 %953,168 %3,725 %3,165 %5,617 %3,397 %3,825 %963,171 %3,722 %3,168 %5,605 %3,397 %3,821 %973,174 %3,719 %3,171 %5,593 %3,398 %3,817 %983,177 %3,717 %3,174 %5,582 %3,399 %3,813 %993,179 %3,714 %3,177 %5,571 %3,399 %3,810 %1003,182 %3,711 %3,180 %5,560 %3,400 %3,806 %1013,185 %3,709 %3,182 %5,550 %3,400 %3,803 %1023,187 %3,706 %3,185 %5,540 %3,401 %3,799 %1033,190 %3,704 %3,187 %5,529 %3,401 %3,796 %1043,192 %3,701 %3,190 %5,519 %3,402 %3,792 %1053,195 %3,699 %3,192 %5,510 %3,402 %3,789 % 1063,197 %3,696 %3,195 %5,500 %3,402 %3,786 %1073,200 %3,694 %3,197 %5,491 %3,403 %3,783 %1083,202 %3,692 %3,200 %5,482 %3,403 %3,780 %1093,204 %3,690 %3,202 %5,472 %3,404 %3,777 %1103,206 %3,687 %3,204 %5,464 %3,404 %3,774 %1113,209 %3,685 %3,206 %5,455 %3,405 %3,771 %1123,211 %3,683 %3,209 %5,446 %3,405 %3,768 %1133,213 %3,681 %3,211 %5,438 %3,405 %3,765 %1143,215 %3,679 %3,213 %5,430 %3,406 %3,762 %1153,217 %3,677 %3,215 %5,422 %3,406 %3,760 %1163,219 %3,675 %3,217 %5,414 %3,407 %3,757 %1173,221 %3,673 %3,219 %5,406 %3,407 %3,754 %1183,223 %3,671 %3,221 %5,398 %3,407 %3,752 %1193,225 %3,669 %3,223 %5,390 %3,408 %3,749 %1203,227 %3,668 %3,225 %5,383 %3,408 %3,747 %1213,228 %3,666 %3,226 %5,376 %3,408 %3,744 %1223,230 %3,664 %3,228 %5,368 %3,409 %3,742 %1233,232 %3,662 %3,230 %5,361 %3,409 %3,739 %1243,234 %3,661 %3,232 %5,354 %3,409 %3,737 %1253,236 %3,659 %3,234 %5,348 %3,410 %3,735 %1263,237 %3,657 %3,235 %5,341 %3,410 %3,732 %1273,239 %3,656 %3,237 %5,334 %3,410 %3,730 %1283,241 %3,654 %3,239 %5,328 %3,411 %3,728 %1293,242 %3,652 %3,240 %5,321 %3,411 %3,726 %1303,244 %3,651 %3,242 %5,315 %3,411 %3,724 %1313,245 %3,649 %3,244 %5,309 %3,412 %3,722 %1323,247 %3,648 %3,245 %5,302 %3,412 %3,720 %1333,248 %3,646 %3,247 %5,296 %3,412 %3,718 %1343,250 %3,645 %3,248 %5,290 %3,412 %3,716 %1353,251 %3,643 %3,250 %5,284 %3,413 %3,714 %1363,253 %3,642 %3,251 %5,279 %3,413 %3,712 %1373,254 %3,641 %3,253 %5,273 %3,413 %3,710 %1383,256 %3,639 %3,254 %5,267 %3,413 %3,708 %1393,257 %3,638 %3,255 %5,262 %3,414 %3,706 %1403,259 %3,637 %3,257 %5,256 %3,414 %3,704 %1413,260 %3,635 %3,258 %5,251 %3,414 %3,702 %

1423,261 %3,634 %3,260 %5,246 %3,414 %3,701 %1433,263 %3,633 %3,261 %5,240 %3,415 %3,699 %1443,264 %3,631 %3,262 %5,235 %3,415 %3,697 %1453,265 %3,630 %3,263 %5,230 %3,415 %3,695 %1463,266 %3,629 %3,265 %5,225 %3,415 %3,694 %1473,268 %3,628 %3,266 %5,220 %3,416 %3,692 %1483,269 %3,626 %3,267 %5,215 %3,416 %3,690 %1493,270 %3,625 %3,268 %5,211 %3,416 %3,689 %1503,271 %3,624 %3,270 %5,206 %3,416 %3,687 %Term to maturity (in years)LevPound sterlingRomanian leuZlotyKrónaNorwegian krone12,328 %5,093 %7,909 %7,166 %6,023 %3,581 %22,675 %5,417 %8,285 %7,388 %6,018 %3,537 %32,742 %5,365 %8,471 %7,411 %5,995 %3,475 %42,787 %5,208 %8,536 %7,349 %5,963 %3,424 %52,823 %5,039 %8,555 %7,270 %5,925 %3,394 %62,851 %4,851 %8,549 %7,197 %5,882 %3,387 %72,870 %4,679 %8,521 %7,138 %5,834 %3,393 %82,893 %4,546 %8,482 %7,099 %5,780 %3,403 %92,916 %4,444 %8,431 %7,086 %5,721 %3,415 %102,942 %4,364 %8,363 %7,080 %5,658 %3,426 %112,956 %4,291 %8,276 %7,053 %5,594 %3,435 %122,967 %4,222 %8,174 %7,005 %5,530 %3,442 %132,970 %4,157 %8,062 %6,944 %5,466 %3,448 %142,956 %4,098 %7,944 %6,873 %5,404 %3,452 %152,924 %4,043 %7,822 %6,795 %5,343 %3,456 %162,872 %3,991 %7,699 %6,713 %5,284 %3,459 %172,810 %3,943 %7,576 %6,628 %5,226 %3,462 %182,749 %3,897 %7,454 %6,543 %5,171 %3,464 %192,694 %3,852 %7,334 %6,457 %5,118 %3,466 %202,650 %3,808 %7,217 %6,373 %5,066 %3,468 %212,620 %3,764 %7,103 %6,289 %5,017 %3,469 %222,600 %3,721 %6,992 %6,208 %4,970 %3,470 %232,589 %3,679 %6,885 %6,129 %4,924 %3,471 %242,585 %3,640 %6,782 %6,052 %4,881 %3,471 % 252,585 %3,603 %6,683 %5,977 %4,839 %3,472 %262,590 %3,569 %6,587 %5,905 %4,799 %3,473 %272,597 %3,538 %6,496 %5,836 %4,761 %3,473 %282,607 %3,511 %6,408 %5,769 %4,724 %3,473 %292,619 %3,486 %6,323 %5,705 %4,689 %3,474 %302,632 %3,465 %6,243 %5,643 %4,656 %3,474 %312,645 %3,447 %6,165 %5,584 %4,624 %3,474 %322,659 %3,432 %6,091 %5,527 %4,593 %3,474 %332,674 %3,419 %6,021 %5,473 %4,564 %3,474 %342,689 %3,408 %5,953 %5,420 %4,535 %3,474 %352,704 %3,399 %5,888 %5,370 %4,508 %3,474 %362,719 %3,391 %5,826 %5,322 %4,482 %3,474 %372,733 %3,385 %5,767 %5,276 %4,458 %3,474 %382,748 %3,380 %5,710 %5,232 %4,434 %3,474 %392,762 %3,375 %5,655 %5,190 %4,411 %3,473 %402,776 %3,372 %5,603 %5,149 %4,389 %3,473 %412,790 %3,369 %5,553 %5,110 %4,368 %3,473 %422,803 %3,367 %5,505 %5,072 %4,348 %3,473 %432,816 %3,365 %5,459 %5,037 %4,328 %3,473 %442,828 %3,363 %5,415 %5,002 %4,309 %3,473 %452,841 %3,363 %5,373 %4,969 %4,291 %3,472 %462,853 %3,362 %5,332 %4,937 %4,274 %3,472 %472,864 %3,361 %5,293 %4,906 %4,257 %3,472 %482,875 %3,361 %5,255 %4,877 %4,241 %3,472 %492,886 %3,361 %5,219 %4,848 %4,226 %3,471 %502,897 %3,361 %5,184 %4,821 %4,211 %3,471 %512,907 %3,362 %5,150 %4,794 %4,196 %3,471 %522,917 %3,362 %5,118 %4,769 %4,182 %3,471 %532,926 %3,363 %5,087 %4,744 %4,169 %3,471 %542,935 %3,363 %5,057 %4,721 %4,156 %3,470 %552,944 %3,364 %5,028 %4,698 %4,143 %3,470 %562,953 %3,365 %5,000 %4,676 %4,131 %3,470 %572,962 %3,366 %4,973 %4,654 %4,120 %3,470 %582,970 %3,367 %4,946 %4,634 %4,108 %3,469 %592,978 %3,367 %4,921 %4,614 %4,097 %3,469 %602,985 %3,368 %4,897 %4,595 %4,087 %3,469 %

612,993 %3,369 %4,873 %4,576 %4,076 %3,469 %623,000 %3,370 %4,850 %4,558 %4,066 %3,469 %633,007 %3,371 %4,828 %4,540 %4,057 %3,468 %643,014 %3,372 %4,806 %4,523 %4,047 %3,468 %653,020 %3,373 %4,785 %4,507 %4,038 %3,468 %663,027 %3,374 %4,765 %4,491 %4,029 %3,468 %673,033 %3,375 %4,745 %4,475 %4,021 %3,468 %683,039 %3,376 %4,726 %4,460 %4,012 %3,467 %693,045 %3,377 %4,708 %4,445 %4,004 %3,467 %703,051 %3,377 %4,690 %4,431 %3,996 %3,467 %713,056 %3,378 %4,672 %4,417 %3,989 %3,467 %723,062 %3,379 %4,655 %4,404 %3,981 %3,467 %733,067 %3,380 %4,638 %4,391 %3,974 %3,466 %743,072 %3,381 %4,622 %4,378 %3,967 %3,466 %753,077 %3,382 %4,607 %4,366 %3,960 %3,466 %763,082 %3,383 %4,591 %4,353 %3,953 %3,466 %773,087 %3,383 %4,576 %4,342 %3,947 %3,466 %783,091 %3,384 %4,562 %4,330 %3,940 %3,466 %793,096 %3,385 %4,548 %4,319 %3,934 %3,465 %803,100 %3,386 %4,534 %4,308 %3,928 %3,465 %813,105 %3,386 %4,521 %4,298 %3,922 %3,465 %823,109 %3,387 %4,507 %4,287 %3,917 %3,465 %833,113 %3,388 %4,495 %4,277 %3,911 %3,465 %843,117 %3,389 %4,482 %4,267 %3,905 %3,465 %853,121 %3,389 %4,470 %4,258 %3,900 %3,464 %863,125 %3,390 %4,458 %4,248 %3,895 %3,464 %873,128 %3,391 %4,446 %4,239 %3,890 %3,464 %883,132 %3,391 %4,435 %4,230 %3,885 %3,464 %893,136 %3,392 %4,424 %4,221 %3,880 %3,464 %903,139 %3,393 %4,413 %4,213 %3,875 %3,464 %913,142 %3,393 %4,402 %4,204 %3,870 %3,464 %923,146 %3,394 %4,392 %4,196 %3,866 %3,464 %933,149 %3,394 %4,382 %4,188 %3,861 %3,463 %943,152 %3,395 %4,372 %4,180 %3,857 %3,463 %953,155 %3,396 %4,362 %4,172 %3,853 %3,463 %963,158 %3,396 %4,353 %4,165 %3,848 %3,463 % 973,161 %3,397 %4,343 %4,157 %3,844 %3,463 %983,164 %3,397 %4,334 %4,150 %3,840 %3,463 %993,167 %3,398 %4,325 %4,143 %3,836 %3,463 %1003,170 %3,398 %4,316 %4,136 %3,832 %3,463 %1013,173 %3,399 %4,308 %4,129 %3,829 %3,462 %1023,176 %3,399 %4,299 %4,123 %3,825 %3,462 %1033,178 %3,400 %4,291 %4,116 %3,821 %3,462 %1043,181 %3,400 %4,283 %4,110 %3,818 %3,462 %1053,183 %3,401 %4,275 %4,103 %3,814 %3,462 %1063,186 %3,401 %4,267 %4,097 %3,811 %3,462 %1073,188 %3,402 %4,259 %4,091 %3,807 %3,462 %1083,191 %3,402 %4,252 %4,085 %3,804 %3,462 %1093,193 %3,402 %4,245 %4,079 %3,801 %3,462 %1103,195 %3,403 %4,237 %4,073 %3,798 %3,461 %1113,198 %3,403 %4,230 %4,068 %3,795 %3,461 %1123,200 %3,404 %4,223 %4,062 %3,791 %3,461 %1133,202 %3,404 %4,216 %4,057 %3,788 %3,461 %1143,204 %3,405 %4,210 %4,052 %3,785 %3,461 %1153,207 %3,405 %4,203 %4,046 %3,783 %3,461 %1163,209 %3,405 %4,196 %4,041 %3,780 %3,461 %1173,211 %3,406 %4,190 %4,036 %3,777 %3,461 %1183,213 %3,406 %4,184 %4,031 %3,774 %3,461 %1193,215 %3,406 %4,178 %4,026 %3,771 %3,461 %1203,217 %3,407 %4,171 %4,021 %3,769 %3,461 %1213,219 %3,407 %4,165 %4,017 %3,766 %3,460 %1223,220 %3,407 %4,160 %4,012 %3,763 %3,460 %1233,222 %3,408 %4,154 %4,007 %3,761 %3,460 %1243,224 %3,408 %4,148 %4,003 %3,758 %3,460 %1253,226 %3,409 %4,142 %3,998 %3,756 %3,460 %1263,228 %3,409 %4,137 %3,994 %3,753 %3,460 %1273,230 %3,409 %4,132 %3,990 %3,751 %3,460 %1283,231 %3,409 %4,126 %3,986 %3,749 %3,460 %1293,233 %3,410 %4,121 %3,981 %3,746 %3,460 %1303,235 %3,410 %4,116 %3,977 %3,744 %3,460 %1313,236 %3,410 %4,111 %3,973 %3,742 %3,460 %1323,238 %3,411 %4,106 %3,969 %3,740 %3,460 %

1333,239 %3,411 %4,101 %3,965 %3,737 %3,460 %1343,241 %3,411 %4,096 %3,962 %3,735 %3,459 %1353,243 %3,412 %4,091 %3,958 %3,733 %3,459 %1363,244 %3,412 %4,086 %3,954 %3,731 %3,459 %1373,246 %3,412 %4,082 %3,950 %3,729 %3,459 %1383,247 %3,412 %4,077 %3,947 %3,727 %3,459 %1393,249 %3,413 %4,073 %3,943 %3,725 %3,459 %1403,250 %3,413 %4,068 %3,940 %3,723 %3,459 %1413,251 %3,413 %4,064 %3,936 %3,721 %3,459 %1423,253 %3,413 %4,059 %3,933 %3,719 %3,459 %1433,254 %3,414 %4,055 %3,929 %3,717 %3,459 %1443,256 %3,414 %4,051 %3,926 %3,715 %3,459 %1453,257 %3,414 %4,047 %3,923 %3,714 %3,459 %1463,258 %3,414 %4,043 %3,919 %3,712 %3,459 %1473,259 %3,415 %4,039 %3,916 %3,710 %3,459 %1483,261 %3,415 %4,035 %3,913 %3,708 %3,459 %1493,262 %3,415 %4,031 %3,910 %3,707 %3,458 %1503,263 %3,415 %4,027 %3,907 %3,705 %3,458 %Term to maturity (in years)Swiss francAustralian dollarBahtCanadian dollarChilean pesoColombian peso10,415 %3,996 %1,463 %4,256 %10,191 %11,136 %20,558 %4,179 %1,882 %4,090 %8,600 %11,653 %30,657 %4,162 %2,216 %3,851 %7,805 %12,009 %40,741 %4,163 %2,468 %3,653 %7,386 %12,260 %50,820 %4,211 %2,666 %3,538 %7,152 %12,431 %60,896 %4,267 %2,825 %3,496 %7,019 %12,539 %70,962 %4,315 %2,956 %3,489 %6,941 %12,614 %81,014 %4,361 %3,068 %3,492 %6,896 %12,669 %91,053 %4,395 %3,175 %3,497 %6,870 %12,704 %101,077 %4,417 %3,278 %3,498 %6,849 %12,704 %111,090 %4,438 %3,394 %3,494 %6,818 %12,655 %121,092 %4,454 %3,519 %3,485 %6,778 %12,565 %131,085 %4,461 %3,640 %3,473 %6,731 %12,443 %141,070 %4,459 %3,751 %3,460 %6,680 %12,298 %151,057 %4,449 %3,845 %3,445 %6,626 %12,135 % 161,055 %4,430 %3,919 %3,431 %6,571 %11,961 %171,063 %4,402 %3,975 %3,416 %6,516 %11,778 %181,078 %4,366 %4,017 %3,402 %6,460 %11,589 %191,097 %4,322 %4,048 %3,388 %6,406 %11,398 %201,121 %4,271 %4,070 %3,375 %6,352 %11,207 %211,146 %4,211 %4,085 %3,363 %6,299 %11,016 %221,174 %4,147 %4,094 %3,352 %6,248 %10,828 %231,202 %4,081 %4,099 %3,342 %6,199 %10,644 %241,230 %4,014 %4,100 %3,332 %6,151 %10,464 %251,259 %3,949 %4,098 %3,324 %6,104 %10,289 %261,288 %3,885 %4,094 %3,316 %6,059 %10,120 %271,316 %3,826 %4,088 %3,310 %6,016 %9,956 %281,343 %3,771 %4,081 %3,304 %5,975 %9,798 %291,370 %3,722 %4,072 %3,299 %5,935 %9,646 %301,397 %3,679 %4,063 %3,296 %5,897 %9,500 %311,422 %3,642 %4,053 %3,293 %5,860 %9,360 %321,447 %3,611 %4,043 %3,291 %5,825 %9,226 %331,471 %3,584 %4,032 %3,289 %5,791 %9,097 %341,495 %3,562 %4,022 %3,288 %5,758 %8,974 %351,517 %3,542 %4,011 %3,288 %5,727 %8,856 %361,539 %3,526 %4,000 %3,288 %5,697 %8,743 %371,560 %3,511 %3,989 %3,288 %5,668 %8,635 %381,580 %3,499 %3,979 %3,289 %5,640 %8,532 %391,600 %3,489 %3,969 %3,290 %5,614 %8,433 %401,618 %3,480 %3,958 %3,291 %5,588 %8,338 %411,637 %3,472 %3,948 %3,292 %5,564 %8,247 %421,654 %3,466 %3,939 %3,293 %5,540 %8,160 %431,671 %3,460 %3,929 %3,295 %5,518 %8,077 %441,687 %3,455 %3,920 %3,296 %5,496 %7,997 %451,703 %3,451 %3,911 %3,298 %5,475 %7,920 %461,718 %3,448 %3,902 %3,300 %5,455 %7,847 %471,733 %3,445 %3,893 %3,302 %5,435 %7,776 %481,747 %3,442 %3,885 %3,303 %5,417 %7,708 %491,760 %3,440 %3,877 %3,305 %5,399 %7,643 %501,773 %3,438 %3,869 %3,307 %5,381 %7,580 %511,786 %3,437 %3,861 %3,309 %5,365 %7,520 %

521,798 %3,435 %3,854 %3,311 %5,348 %7,462 %531,810 %3,434 %3,847 %3,313 %5,333 %7,406 %541,821 %3,433 %3,840 %3,314 %5,318 %7,352 %551,833 %3,432 %3,833 %3,316 %5,303 %7,299 %561,843 %3,432 %3,826 %3,318 %5,289 %7,249 %571,854 %3,431 %3,820 %3,320 %5,275 %7,201 %581,864 %3,431 %3,814 %3,322 %5,262 %7,154 %591,873 %3,431 %3,808 %3,323 %5,249 %7,108 %601,883 %3,430 %3,802 %3,325 %5,237 %7,065 %611,892 %3,430 %3,797 %3,327 %5,225 %7,022 %621,901 %3,430 %3,791 %3,328 %5,214 %6,981 %631,909 %3,430 %3,786 %3,330 %5,202 %6,941 %641,918 %3,430 %3,781 %3,332 %5,191 %6,903 %651,926 %3,430 %3,776 %3,333 %5,181 %6,866 %661,933 %3,430 %3,771 %3,335 %5,171 %6,830 %671,941 %3,430 %3,766 %3,336 %5,161 %6,794 %681,949 %3,430 %3,762 %3,338 %5,151 %6,760 %691,956 %3,430 %3,757 %3,339 %5,142 %6,727 %701,963 %3,430 %3,753 %3,341 %5,132 %6,695 %711,969 %3,431 %3,748 %3,342 %5,123 %6,664 %721,976 %3,431 %3,744 %3,343 %5,115 %6,634 %731,983 %3,431 %3,740 %3,345 %5,106 %6,604 %741,989 %3,431 %3,736 %3,346 %5,098 %6,575 %751,995 %3,431 %3,733 %3,347 %5,090 %6,548 %762,001 %3,431 %3,729 %3,349 %5,083 %6,520 %772,007 %3,432 %3,725 %3,350 %5,075 %6,494 %782,012 %3,432 %3,722 %3,351 %5,068 %6,468 %792,018 %3,432 %3,718 %3,352 %5,060 %6,443 %802,023 %3,432 %3,715 %3,353 %5,053 %6,418 %812,028 %3,432 %3,712 %3,355 %5,047 %6,395 %822,034 %3,433 %3,709 %3,356 %5,040 %6,371 %832,039 %3,433 %3,705 %3,357 %5,033 %6,349 %842,043 %3,433 %3,702 %3,358 %5,027 %6,326 %852,048 %3,433 %3,699 %3,359 %5,021 %6,305 %862,053 %3,433 %3,697 %3,360 %5,015 %6,284 %872,057 %3,433 %3,694 %3,361 %5,009 %6,263 % 882,062 %3,434 %3,691 %3,362 %5,003 %6,243 %892,066 %3,434 %3,688 %3,363 %4,997 %6,223 %902,070 %3,434 %3,686 %3,364 %4,992 %6,204 %912,075 %3,434 %3,683 %3,365 %4,986 %6,185 %922,079 %3,434 %3,681 %3,366 %4,981 %6,166 %932,083 %3,434 %3,678 %3,366 %4,976 %6,148 %942,087 %3,435 %3,676 %3,367 %4,971 %6,131 %952,090 %3,435 %3,673 %3,368 %4,966 %6,113 %962,094 %3,435 %3,671 %3,369 %4,961 %6,096 %972,098 %3,435 %3,669 %3,370 %4,956 %6,080 %982,101 %3,435 %3,666 %3,371 %4,952 %6,064 %992,105 %3,435 %3,664 %3,371 %4,947 %6,048 %1002,108 %3,435 %3,662 %3,372 %4,943 %6,032 %1012,112 %3,436 %3,660 %3,373 %4,938 %6,017 %1022,115 %3,436 %3,658 %3,374 %4,934 %6,002 %1032,118 %3,436 %3,656 %3,374 %4,930 %5,987 %1042,121 %3,436 %3,654 %3,375 %4,926 %5,973 %1052,125 %3,436 %3,652 %3,376 %4,921 %5,959 %1062,128 %3,436 %3,650 %3,377 %4,917 %5,945 %1072,131 %3,436 %3,648 %3,377 %4,914 %5,931 %1082,134 %3,437 %3,646 %3,378 %4,910 %5,918 %1092,136 %3,437 %3,645 %3,379 %4,906 %5,905 %1102,139 %3,437 %3,643 %3,379 %4,902 %5,892 %1112,142 %3,437 %3,641 %3,380 %4,899 %5,879 %1122,145 %3,437 %3,639 %3,381 %4,895 %5,867 %1132,148 %3,437 %3,638 %3,381 %4,892 %5,855 %1142,150 %3,437 %3,636 %3,382 %4,888 %5,843 %1152,153 %3,437 %3,634 %3,382 %4,885 %5,831 %1162,155 %3,437 %3,633 %3,383 %4,881 %5,819 %1172,158 %3,438 %3,631 %3,383 %4,878 %5,808 %1182,160 %3,438 %3,630 %3,384 %4,875 %5,797 %1192,163 %3,438 %3,628 %3,385 %4,872 %5,786 %1202,165 %3,438 %3,627 %3,385 %4,869 %5,775 %1212,168 %3,438 %3,625 %3,386 %4,866 %5,765 %1222,170 %3,438 %3,624 %3,386 %4,863 %5,754 %1232,172 %3,438 %3,622 %3,387 %4,860 %5,744 %

1242,174 %3,438 %3,621 %3,387 %4,857 %5,734 %1252,177 %3,438 %3,620 %3,388 %4,854 %5,724 %1262,179 %3,438 %3,618 %3,388 %4,851 %5,714 %1272,181 %3,439 %3,617 %3,389 %4,848 %5,704 %1282,183 %3,439 %3,616 %3,389 %4,846 %5,695 %1292,185 %3,439 %3,614 %3,390 %4,843 %5,686 %1302,187 %3,439 %3,613 %3,390 %4,840 %5,676 %1312,189 %3,439 %3,612 %3,391 %4,838 %5,667 %1322,191 %3,439 %3,611 %3,391 %4,835 %5,659 %1332,193 %3,439 %3,609 %3,391 %4,833 %5,650 %1342,195 %3,439 %3,608 %3,392 %4,830 %5,641 %1352,197 %3,439 %3,607 %3,392 %4,828 %5,633 %1362,199 %3,439 %3,606 %3,393 %4,825 %5,624 %1372,200 %3,439 %3,605 %3,393 %4,823 %5,616 %1382,202 %3,439 %3,604 %3,394 %4,821 %5,608 %1392,204 %3,440 %3,603 %3,394 %4,818 %5,600 %1402,206 %3,440 %3,601 %3,394 %4,816 %5,592 %1412,208 %3,440 %3,600 %3,395 %4,814 %5,584 %1422,209 %3,440 %3,599 %3,395 %4,811 %5,577 %1432,211 %3,440 %3,598 %3,396 %4,809 %5,569 %1442,213 %3,440 %3,597 %3,396 %4,807 %5,562 %1452,214 %3,440 %3,596 %3,396 %4,805 %5,554 %1462,216 %3,440 %3,595 %3,397 %4,803 %5,547 %1472,217 %3,440 %3,594 %3,397 %4,801 %5,540 %1482,219 %3,440 %3,593 %3,397 %4,799 %5,533 %1492,221 %3,440 %3,592 %3,398 %4,797 %5,526 %1502,222 %3,440 %3,591 %3,398 %4,795 %5,519 %Term to maturity (in years)Hong Kong dollarIndian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRand14,216 %6,763 %10,965 %1,139 %4,614 %7,729 %24,321 %7,093 %10,418 %1,242 %4,733 %8,236 %34,196 %7,244 %9,827 %1,334 %4,651 %8,518 %44,093 %7,327 %9,536 %1,403 %4,572 %8,764 %54,044 %7,358 %9,439 %1,462 %4,507 %9,021 %63,984 %7,379 %9,411 %1,511 %4,480 %9,285 % 73,920 %7,403 %9,406 %1,550 %4,467 %9,577 %83,864 %7,428 %9,400 %1,581 %4,458 %9,827 %93,824 %7,454 %9,382 %1,607 %4,455 %10,028 %103,805 %7,482 %9,342 %1,626 %4,455 %10,189 %113,807 %7,492 %9,277 %1,653 %4,460 %10,316 %123,822 %7,485 %9,191 %1,690 %4,467 %10,412 %133,842 %7,466 %9,092 %1,731 %4,474 %10,477 %143,862 %7,438 %8,984 %1,776 %4,481 %10,512 %153,880 %7,405 %8,870 %1,822 %4,487 %10,517 %163,892 %7,367 %8,752 %1,868 %4,490 %10,491 %173,899 %7,326 %8,633 %1,915 %4,491 %10,442 %183,904 %7,283 %8,514 %1,960 %4,490 %10,374 %193,905 %7,240 %8,396 %2,004 %4,485 %10,292 %203,904 %7,196 %8,280 %2,048 %4,477 %10,199 %213,902 %7,152 %8,167 %2,089 %4,466 %10,099 %223,898 %7,109 %8,056 %2,129 %4,452 %9,995 %233,893 %7,066 %7,949 %2,168 %4,437 %9,888 %243,887 %7,025 %7,845 %2,205 %4,420 %9,779 %253,881 %6,984 %7,745 %2,241 %4,402 %9,670 %263,874 %6,945 %7,649 %2,275 %4,383 %9,562 %273,867 %6,906 %7,556 %2,308 %4,364 %9,455 %283,860 %6,869 %7,467 %2,340 %4,345 %9,351 %293,852 %6,833 %7,381 %2,370 %4,326 %9,249 %303,845 %6,799 %7,299 %2,399 %4,307 %9,149 %313,837 %6,765 %7,221 %2,426 %4,288 %9,053 %323,830 %6,733 %7,146 %2,453 %4,269 %8,960 %333,822 %6,702 %7,074 %2,478 %4,251 %8,871 %343,815 %6,673 %7,005 %2,503 %4,233 %8,784 %353,807 %6,644 %6,939 %2,526 %4,216 %8,701 %363,800 %6,616 %6,876 %2,548 %4,199 %8,621 %373,793 %6,590 %6,815 %2,570 %4,182 %8,543 %383,787 %6,564 %6,757 %2,590 %4,166 %8,469 %393,780 %6,540 %6,701 %2,610 %4,151 %8,398 %403,773 %6,516 %6,648 %2,629 %4,136 %8,330 %413,767 %6,494 %6,597 %2,647 %4,121 %8,264 %423,761 %6,472 %6,548 %2,665 %4,107 %8,202 %

433,755 %6,451 %6,501 %2,682 %4,093 %8,141 %443,749 %6,431 %6,456 %2,698 %4,080 %8,083 %453,743 %6,411 %6,413 %2,714 %4,068 %8,027 %463,738 %6,392 %6,371 %2,729 %4,055 %7,973 %473,732 %6,374 %6,331 %2,743 %4,043 %7,922 %483,727 %6,357 %6,293 %2,757 %4,032 %7,872 %493,722 %6,340 %6,256 %2,770 %4,021 %7,824 %503,717 %6,324 %6,220 %2,783 %4,010 %7,778 %513,713 %6,308 %6,186 %2,796 %3,999 %7,734 %523,708 %6,293 %6,153 %2,808 %3,989 %7,691 %533,704 %6,279 %6,121 %2,820 %3,980 %7,650 %543,699 %6,265 %6,090 %2,831 %3,970 %7,610 %553,695 %6,251 %6,061 %2,842 %3,961 %7,572 %563,691 %6,238 %6,032 %2,852 %3,952 %7,535 %573,687 %6,225 %6,004 %2,863 %3,944 %7,499 %583,683 %6,213 %5,978 %2,872 %3,935 %7,465 %593,679 %6,201 %5,952 %2,882 %3,927 %7,431 %603,676 %6,189 %5,927 %2,891 %3,920 %7,399 %613,672 %6,178 %5,903 %2,900 %3,912 %7,368 %623,669 %6,167 %5,879 %2,909 %3,905 %7,338 %633,665 %6,157 %5,856 %2,917 %3,898 %7,308 %643,662 %6,147 %5,834 %2,926 %3,891 %7,280 %653,659 %6,137 %5,813 %2,934 %3,884 %7,252 %663,656 %6,127 %5,792 %2,941 %3,877 %7,226 %673,653 %6,118 %5,772 %2,949 %3,871 %7,200 %683,650 %6,109 %5,753 %2,956 %3,865 %7,175 %693,647 %6,100 %5,734 %2,963 %3,859 %7,150 %703,644 %6,092 %5,715 %2,970 %3,853 %7,127 %713,642 %6,083 %5,697 %2,977 %3,848 %7,104 %723,639 %6,075 %5,680 %2,983 %3,842 %7,081 %733,636 %6,067 %5,663 %2,990 %3,837 %7,059 %743,634 %6,060 %5,647 %2,996 %3,832 %7,038 %753,632 %6,052 %5,631 %3,002 %3,826 %7,018 %763,629 %6,045 %5,615 %3,008 %3,822 %6,997 %773,627 %6,038 %5,600 %3,013 %3,817 %6,978 %783,625 %6,031 %5,585 %3,019 %3,812 %6,959 % 793,622 %6,024 %5,571 %3,024 %3,807 %6,940 %803,620 %6,018 %5,557 %3,030 %3,803 %6,922 %813,618 %6,011 %5,543 %3,035 %3,799 %6,904 %823,616 %6,005 %5,529 %3,040 %3,794 %6,887 %833,614 %5,999 %5,516 %3,045 %3,790 %6,870 %843,612 %5,993 %5,504 %3,049 %3,786 %6,854 %853,610 %5,987 %5,491 %3,054 %3,782 %6,838 %863,609 %5,982 %5,479 %3,059 %3,778 %6,822 %873,607 %5,976 %5,467 %3,063 %3,775 %6,807 %883,605 %5,971 %5,456 %3,068 %3,771 %6,792 %893,603 %5,965 %5,444 %3,072 %3,767 %6,777 %903,602 %5,960 %5,433 %3,076 %3,764 %6,763 %913,600 %5,955 %5,422 %3,080 %3,760 %6,749 %923,598 %5,950 %5,412 %3,084 %3,757 %6,736 %933,597 %5,945 %5,401 %3,088 %3,754 %6,722 %943,595 %5,941 %5,391 %3,092 %3,750 %6,709 %953,594 %5,936 %5,381 %3,096 %3,747 %6,696 %963,592 %5,931 %5,371 %3,099 %3,744 %6,684 %973,591 %5,927 %5,362 %3,103 %3,741 %6,672 %983,589 %5,923 %5,353 %3,107 %3,738 %6,659 %993,588 %5,918 %5,343 %3,110 %3,735 %6,648 %1003,586 %5,914 %5,334 %3,113 %3,732 %6,636 %1013,585 %5,910 %5,326 %3,117 %3,730 %6,625 %1023,584 %5,906 %5,317 %3,120 %3,727 %6,614 %1033,582 %5,902 %5,309 %3,123 %3,724 %6,603 %1043,581 %5,898 %5,300 %3,126 %3,722 %6,592 %1053,580 %5,894 %5,292 %3,129 %3,719 %6,582 %1063,579 %5,891 %5,284 %3,132 %3,716 %6,572 %1073,577 %5,887 %5,276 %3,135 %3,714 %6,561 %1083,576 %5,883 %5,269 %3,138 %3,711 %6,552 %1093,575 %5,880 %5,261 %3,141 %3,709 %6,542 %1103,574 %5,876 %5,254 %3,144 %3,707 %6,532 %1113,573 %5,873 %5,246 %3,147 %3,704 %6,523 %1123,572 %5,870 %5,239 %3,149 %3,702 %6,514 %1133,571 %5,866 %5,232 %3,152 %3,700 %6,505 %1143,570 %5,863 %5,225 %3,155 %3,698 %6,496 %

1153,569 %5,860 %5,219 %3,157 %3,696 %6,487 %1163,568 %5,857 %5,212 %3,160 %3,693 %6,479 %1173,567 %5,854 %5,205 %3,162 %3,691 %6,470 %1183,566 %5,851 %5,199 %3,165 %3,689 %6,462 %1193,565 %5,848 %5,193 %3,167 %3,687 %6,454 %1203,564 %5,845 %5,186 %3,169 %3,685 %6,446 %1213,563 %5,842 %5,180 %3,172 %3,683 %6,438 %1223,562 %5,839 %5,174 %3,174 %3,681 %6,430 %1233,561 %5,837 %5,168 %3,176 %3,680 %6,423 %1243,560 %5,834 %5,163 %3,178 %3,678 %6,415 %1253,559 %5,831 %5,157 %3,181 %3,676 %6,408 %1263,558 %5,829 %5,151 %3,183 %3,674 %6,401 %1273,557 %5,826 %5,146 %3,185 %3,672 %6,394 %1283,557 %5,823 %5,140 %3,187 %3,671 %6,387 %1293,556 %5,821 %5,135 %3,189 %3,669 %6,380 %1303,555 %5,818 %5,130 %3,191 %3,667 %6,373 %1313,554 %5,816 %5,124 %3,193 %3,665 %6,366 %1323,553 %5,814 %5,119 %3,195 %3,664 %6,360 %1333,553 %5,811 %5,114 %3,197 %3,662 %6,353 %1343,552 %5,809 %5,109 %3,199 %3,661 %6,347 %1353,551 %5,807 %5,104 %3,201 %3,659 %6,340 %1363,550 %5,804 %5,100 %3,202 %3,658 %6,334 %1373,550 %5,802 %5,095 %3,204 %3,656 %6,328 %1383,549 %5,800 %5,090 %3,206 %3,655 %6,322 %1393,548 %5,798 %5,086 %3,208 %3,653 %6,316 %1403,547 %5,796 %5,081 %3,209 %3,652 %6,310 %1413,547 %5,794 %5,076 %3,211 %3,650 %6,305 %1423,546 %5,791 %5,072 %3,213 %3,649 %6,299 %1433,545 %5,789 %5,068 %3,214 %3,647 %6,293 %1443,545 %5,787 %5,063 %3,216 %3,646 %6,288 %1453,544 %5,785 %5,059 %3,218 %3,645 %6,282 %1463,543 %5,783 %5,055 %3,219 %3,643 %6,277 %1473,543 %5,782 %5,051 %3,221 %3,642 %6,272 %1483,542 %5,780 %5,047 %3,222 %3,641 %6,266 %1493,542 %5,778 %5,043 %3,224 %3,639 %6,261 %1503,541 %5,776 %5,039 %3,225 %3,638 %6,256 % Term to maturity (in years)RealRenminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean won112,616 %1,934 %3,152 %10,036 %3,506 %4,051 %211,611 %2,109 %3,590 %10,364 %3,721 %4,219 %311,337 %2,254 %3,839 %10,488 %3,746 %4,174 %411,339 %2,390 %4,003 %10,528 %3,718 %4,117 %511,453 %2,495 %4,140 %10,532 %3,679 %4,053 %611,593 %2,577 %4,260 %10,516 %3,637 %3,976 %711,736 %2,645 %4,361 %10,498 %3,596 %3,901 %811,889 %2,706 %4,444 %10,497 %3,559 %3,837 %912,028 %2,765 %4,517 %10,499 %3,527 %3,781 %1012,174 %2,821 %4,575 %10,520 %3,500 %3,731 %1112,259 %2,878 %4,631 %10,558 %3,480 %3,685 %1212,280 %2,933 %4,686 %10,626 %3,464 %3,643 %1312,252 %2,987 %4,740 %10,731 %3,452 %3,604 %1412,188 %3,038 %4,793 %10,831 %3,442 %3,569 %1512,096 %3,088 %4,848 %10,886 %3,435 %3,538 %1611,982 %3,136 %4,903 %10,895 %3,429 %3,510 %1711,852 %3,182 %4,956 %10,869 %3,424 %3,485 %1811,711 %3,225 %5,005 %10,814 %3,420 %3,463 %1911,561 %3,267 %5,044 %10,738 %3,416 %3,444 %2011,407 %3,306 %5,073 %10,645 %3,414 %3,429 %2111,251 %3,344 %5,088 %10,539 %3,412 %3,416 %2211,093 %3,380 %5,092 %10,424 %3,410 %3,405 %2310,936 %3,414 %5,087 %10,302 %3,408 %3,396 %2410,782 %3,447 %5,075 %10,177 %3,407 %3,389 %2510,630 %3,478 %5,057 %10,050 %3,406 %3,383 %2610,481 %3,507 %5,036 %9,922 %3,405 %3,378 %2710,337 %3,536 %5,011 %9,795 %3,405 %3,374 %2810,197 %3,563 %4,985 %9,669 %3,405 %3,371 %2910,062 %3,588 %4,956 %9,546 %3,404 %3,369 %309,931 %3,613 %4,927 %9,426 %3,404 %3,367 %319,805 %3,636 %4,897 %9,308 %3,404 %3,365 %329,684 %3,659 %4,867 %9,195 %3,404 %3,364 %339,568 %3,680 %4,836 %9,085 %3,404 %3,364 %349,457 %3,701 %4,806 %8,979 %3,404 %3,363 %359,350 %3,720 %4,777 %8,876 %3,404 %3,363 %369,247 %3,739 %4,748 %8,777 %3,405 %3,364 %

379,149 %3,757 %4,719 %8,683 %3,405 %3,364 %389,055 %3,775 %4,691 %8,591 %3,405 %3,364 %398,965 %3,791 %4,664 %8,504 %3,406 %3,365 %408,878 %3,807 %4,638 %8,420 %3,406 %3,366 %418,795 %3,823 %4,612 %8,339 %3,406 %3,366 %428,716 %3,837 %4,588 %8,261 %3,407 %3,367 %438,640 %3,852 %4,564 %8,187 %3,407 %3,368 %448,567 %3,865 %4,540 %8,115 %3,407 %3,369 %458,496 %3,878 %4,518 %8,046 %3,408 %3,370 %468,429 %3,891 %4,496 %7,980 %3,408 %3,371 %478,364 %3,903 %4,475 %7,916 %3,409 %3,372 %488,302 %3,915 %4,455 %7,855 %3,409 %3,373 %498,242 %3,926 %4,435 %7,796 %3,410 %3,374 %508,184 %3,937 %4,417 %7,740 %3,410 %3,375 %518,129 %3,948 %4,398 %7,685 %3,411 %3,376 %528,075 %3,958 %4,381 %7,633 %3,411 %3,377 %538,024 %3,968 %4,363 %7,582 %3,411 %3,378 %547,974 %3,977 %4,347 %7,533 %3,412 %3,379 %557,927 %3,986 %4,331 %7,486 %3,412 %3,380 %567,880 %3,995 %4,315 %7,441 %3,413 %3,381 %577,836 %4,004 %4,301 %7,397 %3,413 %3,382 %587,793 %4,012 %4,286 %7,355 %3,414 %3,383 %597,751 %4,020 %4,272 %7,314 %3,414 %3,384 %607,711 %4,028 %4,258 %7,274 %3,415 %3,385 %617,672 %4,035 %4,245 %7,236 %3,415 %3,386 %627,634 %4,043 %4,233 %7,199 %3,415 %3,386 %637,598 %4,050 %4,220 %7,163 %3,416 %3,387 %647,562 %4,057 %4,208 %7,128 %3,416 %3,388 %657,528 %4,063 %4,197 %7,094 %3,417 %3,389 %667,495 %4,070 %4,185 %7,061 %3,417 %3,390 %677,462 %4,076 %4,174 %7,029 %3,417 %3,391 %687,431 %4,082 %4,164 %6,999 %3,418 %3,391 %697,401 %4,088 %4,153 %6,969 %3,418 %3,392 %707,371 %4,094 %4,143 %6,940 %3,418 %3,393 %717,342 %4,100 %4,134 %6,911 %3,419 %3,394 %727,315 %4,105 %4,124 %6,884 %3,419 %3,394 % 737,287 %4,111 %4,115 %6,857 %3,419 %3,395 %747,261 %4,116 %4,106 %6,831 %3,420 %3,396 %757,235 %4,121 %4,097 %6,806 %3,420 %3,397 %767,210 %4,126 %4,089 %6,781 %3,421 %3,397 %777,186 %4,131 %4,080 %6,757 %3,421 %3,398 %787,162 %4,135 %4,072 %6,734 %3,421 %3,399 %797,139 %4,140 %4,064 %6,711 %3,421 %3,399 %807,117 %4,144 %4,057 %6,689 %3,422 %3,400 %817,095 %4,149 %4,049 %6,667 %3,422 %3,400 %827,073 %4,153 %4,042 %6,646 %3,422 %3,401 %837,052 %4,157 %4,035 %6,626 %3,423 %3,402 %847,032 %4,161 %4,028 %6,606 %3,423 %3,402 %857,012 %4,165 %4,021 %6,586 %3,423 %3,403 %866,992 %4,169 %4,014 %6,567 %3,424 %3,403 %876,973 %4,173 %4,008 %6,548 %3,424 %3,404 %886,955 %4,177 %4,001 %6,530 %3,424 %3,404 %896,937 %4,180 %3,995 %6,512 %3,424 %3,405 %906,919 %4,184 %3,989 %6,494 %3,425 %3,405 %916,901 %4,187 %3,983 %6,477 %3,425 %3,406 %926,884 %4,191 %3,977 %6,461 %3,425 %3,406 %936,868 %4,194 %3,972 %6,444 %3,425 %3,407 %946,852 %4,197 %3,966 %6,428 %3,426 %3,407 %956,836 %4,200 %3,961 %6,413 %3,426 %3,408 %966,820 %4,203 %3,955 %6,397 %3,426 %3,408 %976,805 %4,207 %3,950 %6,382 %3,426 %3,408 %986,790 %4,210 %3,945 %6,368 %3,427 %3,409 %996,775 %4,212 %3,940 %6,353 %3,427 %3,409 %1006,761 %4,215 %3,935 %6,339 %3,427 %3,410 %1016,747 %4,218 %3,930 %6,325 %3,427 %3,410 %1026,733 %4,221 %3,926 %6,312 %3,427 %3,410 %1036,720 %4,224 %3,921 %6,298 %3,428 %3,411 %1046,706 %4,226 %3,916 %6,285 %3,428 %3,411 %1056,693 %4,229 %3,912 %6,272 %3,428 %3,412 %1066,681 %4,231 %3,908 %6,260 %3,428 %3,412 %1076,668 %4,234 %3,903 %6,248 %3,428 %3,412 %1086,656 %4,236 %3,899 %6,235 %3,429 %3,413 %

1096,644 %4,239 %3,895 %6,224 %3,429 %3,413 %1106,632 %4,241 %3,891 %6,212 %3,429 %3,413 %1116,620 %4,243 %3,887 %6,201 %3,429 %3,414 %1126,609 %4,246 %3,883 %6,189 %3,429 %3,414 %1136,598 %4,248 %3,879 %6,178 %3,430 %3,414 %1146,587 %4,250 %3,875 %6,167 %3,430 %3,415 %1156,576 %4,252 %3,872 %6,157 %3,430 %3,415 %1166,565 %4,255 %3,868 %6,146 %3,430 %3,415 %1176,555 %4,257 %3,864 %6,136 %3,430 %3,415 %1186,544 %4,259 %3,861 %6,126 %3,430 %3,416 %1196,534 %4,261 %3,857 %6,116 %3,431 %3,416 %1206,524 %4,263 %3,854 %6,106 %3,431 %3,416 %1216,515 %4,265 %3,851 %6,097 %3,431 %3,417 %1226,505 %4,267 %3,847 %6,087 %3,431 %3,417 %1236,496 %4,268 %3,844 %6,078 %3,431 %3,417 %1246,486 %4,270 %3,841 %6,069 %3,431 %3,417 %1256,477 %4,272 %3,838 %6,060 %3,431 %3,418 %1266,468 %4,274 %3,835 %6,051 %3,432 %3,418 %1276,459 %4,276 %3,832 %6,042 %3,432 %3,418 %1286,451 %4,277 %3,829 %6,034 %3,432 %3,418 %1296,442 %4,279 %3,826 %6,025 %3,432 %3,419 %1306,434 %4,281 %3,823 %6,017 %3,432 %3,419 %1316,425 %4,283 %3,820 %6,009 %3,432 %3,419 %1326,417 %4,284 %3,817 %6,001 %3,432 %3,419 %1336,409 %4,286 %3,815 %5,993 %3,433 %3,420 %1346,401 %4,287 %3,812 %5,985 %3,433 %3,420 %1356,393 %4,289 %3,809 %5,977 %3,433 %3,420 %1366,386 %4,291 %3,806 %5,970 %3,433 %3,420 %1376,378 %4,292 %3,804 %5,962 %3,433 %3,420 %1386,371 %4,294 %3,801 %5,955 %3,433 %3,421 %1396,363 %4,295 %3,799 %5,947 %3,433 %3,421 %1406,356 %4,297 %3,796 %5,940 %3,433 %3,421 %1416,349 %4,298 %3,794 %5,933 %3,434 %3,421 %1426,342 %4,299 %3,791 %5,926 %3,434 %3,422 %1436,335 %4,301 %3,789 %5,919 %3,434 %3,422 %1446,328 %4,302 %3,787 %5,913 %3,434 %3,422 % 1456,321 %4,304 %3,784 %5,906 %3,434 %3,422 %1466,314 %4,305 %3,782 %5,899 %3,434 %3,422 %1476,308 %4,306 %3,780 %5,893 %3,434 %3,423 %1486,301 %4,308 %3,778 %5,887 %3,434 %3,423 %1496,295 %4,309 %3,775 %5,880 %3,434 %3,423 %1506,289 %4,310 %3,773 %5,874 %3,434 %3,423 %Term to maturity (in years)Turkish liraUS dollarYen114,772 %4,529 %-0,216 %213,240 %4,493 %-0,159 %311,771 %4,294 %-0,134 %410,775 %4,147 %-0,087 %510,259 %4,052 %-0,025 %610,164 %3,973 %0,039 %710,430 %3,908 %0,096 %811,005 %3,852 %0,143 %911,791 %3,804 %0,190 %1012,447 %3,771 %0,249 %1112,927 %3,743 %0,321 %1213,271 %3,723 %0,405 %1313,508 %3,712 %0,493 %1413,657 %3,704 %0,579 %1513,736 %3,692 %0,660 %1613,758 %3,672 %0,735 %1713,732 %3,645 %0,804 %1813,668 %3,612 %0,867 %1913,573 %3,573 %0,926 %2013,453 %3,531 %0,980 %2113,314 %3,486 %1,031 %2213,160 %3,439 %1,081 %2312,996 %3,392 %1,126 %2412,825 %3,348 %1,168 %2512,649 %3,306 %1,204 %2612,472 %3,266 %1,236 %2712,294 %3,228 %1,266 % 2812,118 %3,188 %1,294 %2911,945 %3,147 %1,323 %3011,775 %3,101 %1,353 %3111,609 %3,052 %1,386 %3211,449 %3,000 %1,422 %3311,293 %2,948 %1,458 %3411,142 %2,896 %1,495 %3510,997 %2,845 %1,533 %3610,857 %2,797 %1,571 %3710,723 %2,751 %1,608 %3810,593 %2,709 %1,645 %3910,469 %2,670 %1,682 %4010,350 %2,634 %1,718 %4110,236 %2,602 %1,753 %4210,126 %2,573 %1,788 %4310,021 %2,547 %1,821 %449,919 %2,525 %1,854 %459,822 %2,506 %1,886 %469,729 %2,490 %1,917 %479,639 %2,477 %1,947 %489,553 %2,468 %1,976 %499,471 %2,461 %2,004 %509,391 %2,457 %2,032 %519,314 %2,456 %2,058 %529,241 %2,457 %2,084 %539,169 %2,460 %2,109 %549,101 %2,465 %2,133 %559,035 %2,471 %2,157 %568,971 %2,479 %2,180 %578,910 %2,487 %2,202 %588,850 %2,496 %2,223 %598,793 %2,505 %2,244 %608,737 %2,515 %2,264 %618,684 %2,525 %2,284 %628,632 %2,535 %2,303 %638,581 %2,546 %2,322 %

648,533 %2,557 %2,340 %658,485 %2,567 %2,357 %668,439 %2,578 %2,374 %678,395 %2,589 %2,391 %688,352 %2,599 %2,407 %698,310 %2,610 %2,422 %708,270 %2,620 %2,437 %718,230 %2,630 %2,452 %728,192 %2,640 %2,466 %738,154 %2,650 %2,480 %748,118 %2,660 %2,494 %758,083 %2,670 %2,507 %768,048 %2,679 %2,520 %778,015 %2,689 %2,533 %787,982 %2,698 %2,545 %797,950 %2,707 %2,557 %807,920 %2,716 %2,569 %817,889 %2,724 %2,580 %827,860 %2,733 %2,591 %837,831 %2,741 %2,602 %847,803 %2,749 %2,613 %857,776 %2,757 %2,623 %867,749 %2,765 %2,633 %877,723 %2,773 %2,643 %887,697 %2,780 %2,653 %897,672 %2,788 %2,662 %907,648 %2,795 %2,672 %917,624 %2,802 %2,681 %927,601 %2,809 %2,690 %937,578 %2,816 %2,698 %947,556 %2,822 %2,707 %957,534 %2,829 %2,715 %967,512 %2,835 %2,723 %977,492 %2,842 %2,731 %987,471 %2,848 %2,739 %997,451 %2,854 %2,747 % 1007,431 %2,860 %2,754 %1017,412 %2,865 %2,761 %1027,393 %2,871 %2,769 %1037,374 %2,877 %2,776 %1047,356 %2,882 %2,783 %1057,338 %2,888 %2,789 %1067,321 %2,893 %2,796 %1077,304 %2,898 %2,803 %1087,287 %2,903 %2,809 %1097,270 %2,908 %2,815 %1107,254 %2,913 %2,822 %1117,238 %2,918 %2,828 %1127,223 %2,923 %2,834 %1137,207 %2,927 %2,840 %1147,192 %2,932 %2,845 %1157,177 %2,936 %2,851 %1167,163 %2,941 %2,857 %1177,148 %2,945 %2,862 %1187,134 %2,949 %2,868 %1197,121 %2,954 %2,873 %1207,107 %2,958 %2,878 %1217,094 %2,962 %2,883 %1227,080 %2,966 %2,888 %1237,067 %2,970 %2,893 %1247,055 %2,973 %2,898 %1257,042 %2,977 %2,903 %1267,030 %2,981 %2,908 %1277,018 %2,985 %2,912 %1287,006 %2,988 %2,917 %1296,994 %2,992 %2,921 %1306,982 %2,995 %2,926 %1316,971 %2,999 %2,930 %1326,960 %3,002 %2,934 %1336,949 %3,006 %2,939 %1346,938 %3,009 %2,943 %1356,927 %3,012 %2,947 % 1366,917 %3,015 %2,951 %1376,906 %3,019 %2,955 %1386,896 %3,022 %2,959 %1396,886 %3,025 %2,963 %1406,876 %3,028 %2,967 %1416,866 %3,031 %2,970 %1426,856 %3,034 %2,974 %1436,847 %3,037 %2,978 %1446,837 %3,040 %2,981 %1456,828 %3,042 %2,985 %1466,819 %3,045 %2,989 %1476,810 %3,048 %2,992 %1486,801 %3,051 %2,995 %1496,792 %3,053 %2,999 %1506,784 %3,056 %3,002 %

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 RepublicCyprusDenmark10029502202003650370300415042040144524305034853460604505549071553585008265441050092756511480103758512470Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003574142000022342030000199422410001744235300016042464000157425750001554268601015932797020161128107030163428Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland16440140421491002004

3181213022044211415023045231618024046251719025047271921026048282022027049302123128041031222422804Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom122911164002371514191000342181623130044319172715005462018301800649212033190075022213521008502422362200948252337230010472323372400Duration (in years)LiechtensteinNorwaySwitzerlandAustraliaBrazilCanadaChile10000120172000012018300001201740000120175000012015600001201470000120148000012014900001201510000012013 Duration (in years)ChinaColombiaHong KongIndiaJapanMalaysiaMexico1012010009211801000932270100010433401000105336010001064390100010744001000108739010001095360101010105380101010Duration (in years)New ZealandRussiaSingaporeSouth AfricaSouth KoreaThailandTaiwan100079142000101104300011120440001214045020121504605014150470701615048011018150490160191504100160201504Duration (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 61719421112245171273271942111224517102438224410522051383349244610821951268851026511112195125776112855116219512512712315711821951251281231561172195125129133256117219512512101333571172195125121114345711721951251212143557117219512512131536571172195125121415365711721951251215153657117219512512161536571172195125121715365711721951251218153657117219512512191536571172195125122015365711721951251221173657117219512512221836571172195125122318365711721951251224193657117219512512251936571172195125122620365711721951251227203657117219512512282136571172195125122922365711721951251230233657117219512512 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 611730531222355281361219325512323652910873203456118233526879421365912023252472252238631232315246036223965126230523523722406612822952252282240661262295215219214165125228521521102141651252275205201121426512422752052012214264124226519519132142631232265185181421426312322551851815204162122225518518162041621222245175171719416212222451751718194162122224517517192041621222245175172020416212222551751721204263122225518518222042631232255185182320426312322551851824204263123225518518252042631232255185182620426312322551851827224263122225518518282242631222255185182923416212222551851830234162122225517517 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 61619421112245171272261942111224517102437214310522051383249244610821951268851026511112195125776112854116219512512712305611821951251281231561172195125129123256117219512512101333571172195125121114345711721951251212143557117219512512131436571172195125121415365711721951251215153657117219512512161536571172195125121715365711721951251218153657117219512512191536571172195125122015365711721951251221173657117219512512221836571172195125122318365711721951251224193657117219512512251936571172195125122620365711721951251227203657117219512512282136571172195125122922365711721951251230233657117219512512

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 61789111318229558814862758811017929258511853789211417629158495647893115177289581784578941191782875796536779412018128557857877695121182283576576875941191802825755759759411917928157457410729211617527857157111709111317327656956912699011217227556756713699011217127456756714699011117127356656615699011117127356656616688911017027356656617688911017027256556518678911016927256556519678810916927156456420668710816827156456421658710816827056356322658610716726956256223648510616626856156124638410516526756056025628310416426655955926618210316326555855827608110216226455755728598010116126355655629587910016026255555530577899159261554554 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 611124461152285211288212254811723052310323142850112227520839416315411522752069251834591192275205816193662123227520520720386412522751951981938631242265195199193863123226519519101939631232255185181120406312322551851812204163123225518518132042631232255185181421426312322551851815214263123225518518162142631232255185181721426312322551851818214263123226518518192143641232265195192022436412422651951921224364124227520520222244651252275205202322446512522752052024234465125227520520252344651252275205202623446512522752052027224465125227520520282244651242275205202922446512422752052030234364124227520520 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 6146598215026355612672496285154267560102135568911522675608334587396157269561690560761011612695625806627910516627056256276281106168269562562862801061672695615619618010516526856056010608010416426655955911608010316326555855812598010216226455755713587910116026355655614577910015926255555515567899158261554554165677981582605535531755769715726055255218547697157259552552195475961562595515512053759615625855155121537495155258550550225274951542575505502352739415425654954924517293153255548548255071921522555475472649709115125454754727487091150253546546284869901502525455452947688914925154454430466788148251543543 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 6161841110223516127226184111022351610233721431052205128324823461072195116875926501102185115776102854115218511511712305611721851151181230561162185115119123156116218511511101232561162185115111113345611621851151112133456116218511511131435561162185115111414355611621851151115143556116218511511161435561162185115111714355611621851151118143556116218511511191535561162185115112015355611621851151121173556116218511511221735561162185115112318355611621851151124193556116219511511251935561162195115112620355611621951151127203556116219511511282135561162195115112922355611621951151130233556116219511511

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 618245214124253513262824521412425351067392652128238531866410285412023752971451230561102355285986143359104234527527716366098233526526818385992232525525920446287231524524102044618423052352311194359852305225221218436086229522522131943618722852152114194361872275205201519436187227519519161943618722551851817194361872255175171819446187224517517191944618722451751720194461872245175172119446187224517517221944618722451751723194461872235165162419446187223516516251944618722251551526204461872225145142721446187221514514282244618722151351329234461872205135133023446187219512512 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 618597120189302595138228396119188301593111338397119181296588906483981201812935867495829812318229158462868198124185289582582780981241862875805808789712218328557757797695120180283576576107595119179281574574117495117177280573573127394116176278571571137293115174277570570147192113173275568568157091112172274567567166890111171273566566176789110170272565565186788109169271564564196687108168270563563206586107167270562562216485106166269561561226384105165268560560236283104164267559559246182103163265558558256081102162264557557265980101161263556556275879100160262555555285778991592615545542955779815826055355330547697157259552552 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 61577093162275567136725669921612745671099357719315527056289345772951562685617375577398158266559618657741001612655585587577510116226355655685574991602625555559547398158261554554105374971572605525521153749615625955255212537496155258551551135274951552575505501452739415425755055015527394154256549549165172931532555485481750719315225554854818507192152254547547194971921512545475472049709115125454754721497091151253546546224870911502535465462348699015025254554524476889149252545545254668891492515445442646678814825054354327456687147250543543284466871462495425422944658614624854154130436485145248540540 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 613244671362495421296232456813725054310383334669130245538843433487113224453669553450751342435365836345177138242535535734527814024153453483352771382405335339335277137240532532103353761362395325321133537613623853153112325375135238530530133253751342375305301432537413423652952915315374133236529529163052731332355285281730517313223552852818305172132235527527193051721322345275272030517213223452752721305172132235527527223051721322345275272330517213223452752724295172132234527527252951721312345275272629507113123452652627295071131233526526282850711302335265262928497013023352552530284970130232525525

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 61042493206499123521525942074999913252688203496806427299120249566654934942024955596411379920249549575133910120249549587143910020249549597153999202495495108163999202495495119184110120349649612918399920249549513101940100203495495141119401002024954951512183999201494494161317389820049349317131738982004934931814173898200493493191518399820149449420151839992014944942116193999202494494221720399920249449423182139992024944942418213999201494494251922399920149449426192339992014944942720233998201494494282025409820149449429212541982014944943023264298201494494 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 614558811492625551304245588115026355510473466082144259551851446618414525755070354763881482565495906476491152255548548748669215325454754784765911512535465469466590150253545545104666891492525455451146668914925154454412456688148250543543134566871472505435431445668714724954254215446586146249541541164364861452485415411743648514524754054018426485144247540540194263841442465395392042638414424653953921416384143246539539224162831432455385382340628314224553853824406182142244537537253960811412445365362638608114024353653627385980140242535535283758791392415345342936577813824153353330355778137240533533 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 611830531222355281255221345712623953110103253961123238531824429446612823953268253147721322405335746314874135239532532735537914124253553583453781392415345349355479139242535535103757801402435365361138598214124453753712396082142245537537134061831422455385381441628314324553853815416283143245538538164062831432455385381741628314324553853818406182142245537537194061821422445375372040618214224453753721406182142244537537224061821422445375372339618214124453753724396081141243536536253860811412435365362638598014024253553527375980140242535535283758791392415345342936587913824153453430365778138240533533 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 611831541232365281309219325512423752910473213557119234527849423386012223352669952440651252335265856254269130233526526726447013223352652682645701312335265269264670131233526526102747711312335265261128487113123352652612284971131233526526132950711312335265261429507113123352652615295071131233526526162950711312335265261729507113123352652618295071131233526526192950711312335265262029507113123352652621295071131233526526222850711302335265262328497013023252552524274970130232525525252748691292315245242626486912923152452427264768128231523523282647681282305235232925466712723052352330254667127229522522

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 61526588157270562142825567901592725651125358729415627156490646176981602715647445637910416427256562266481108169272565565765841101712725655658658410917027256556596585109169272565565106686109169272565565116687109169272565565126687109169271564564136687108168270563563146586107167270563563156486107166269562562166485106166268561561176384105165268560560186284105165267560560196283104164266559559206182103163266559559216082103163265558558226081102162264557557235980101161263556556245879100160262555555255778991592615545542656779815826155355327557697157260552552285475961562595525522953749515525855155130527495154257550550 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 6182951181873005931447287100123192305598116739010412618830359595349110612919030259578959511113619630459766369711414020130559859879911714320430659859881001191442053076006009101120145205308600600101021221452053086016011110212314520530860060012102123145204307600600131011221432033065985981410012114220230459759715981201412003035965961697118139199302594594179611713819830059359318941161371962995925921993114135195298590590209211313419429658958921901111331922955885882289110131191293586586238710812918929258458424851071281872905835832584105126186288581581268210312418428757957927801021231822855785782879100121181283576576297798119179282574574307697118178280573573 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 611225481162295221308215285111923252510503183254116231524852421365812023152470352339641242325255896254268129233526526726447013223352652682645701312335265269264670130233526526102747701302335265261127487013023352652612274870130232525525132748701292325255251427486912923152452415264768128231523523162547681272305235231725466712723052252218254667127229522522192546671272295225222025466712722952252221254667127230522522222546671272305225222325466712723052252224254667127229522522252546671272295225222624466712722952252227244667126229522522282445661262295215212924456612622852152130244566126228521521 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 6195108131199312605135929610913220031360610933981111331953106038904991141371983106027365100117142201310602617610111814520630960260271021201462083096026028102121146207309602602910112114520530860160110101121144204307600600111001201432033055985981298119141201303596596139711813919930259559514951171381983005935931594115136196298591591169211313419429658958917901121331922955885881889110131191294586586198810913019029258558520871081291892915845842185107128188290583583228410612718728958258223831041251852885815812482103124184287579579258110212318328557857826791011221822845775772778100121180283576576287798119179282575575297697118178281573573307596117177279572572

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 6131232534841652982214432871001231913045971151390104126188303596930493108131192304597765596112137197305598641698115141202306598598799117143205306599599810011914420530759959991001201442043076006001010112114420430760060011101122144204307599599121021231442043076006001310212314520530760060014103124145205307600600151041251462063086016011610412614720730960260217105127148208310603603181061281492083116046041910712814920931260560520107129150210312605605211071291502103126056052210712814920931260560523106128149209311604604241051271482083106036032510412614720630960260226103124145205308600600271021231442043065995992810012214320230559859829991201412013035965963097119140199302595595 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 6101235104217510124921123510421750910013214369821350681442163899211504673541742102210503565641845106209502502752046108209502502872045106208501501972044104207500500108204410420649949911921441042064994991292244104206499499131123441042064994991412234410420750050015122445105207500500161324451052075005001713244510520850150118142546106208501501191526471072095025022015274810721050350321172748108211504504221728491092115045042318295010921250550524182950110212505505251929501102135065062620305111121350650627203051111213506506282130511112145065062922305111121450750730233152111214507507 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 615164871562695611316252658815626956210563536789151266558858454699115326455770755470951552635565936557298159263556556755739916126255455485473981592615545549547398158261553553105373971572595525521152739615625855155112517294154257549549135072931532555485481449719215125454754715486990150253546546164768891492515445441746678814825054354318456687147249542542194465861462495425422044658614624854154121436485145248541541224364851452475405402342638414424753953924416384143246539539254162831432455385382640618214224453753727396081141244537537283960811412435365362938598014024253553530375980139242535535 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 6111412715021933262413782116129151220333626111131191321542163316249064121136158220332624750512313916422433262563161251421682293336256257126144170232333626626812614417023033362562591251451692303326256251012614616922933262562511125146168228331624624121241451672273296226221312314416622532862162114122143164224326619619151201411622223246176171611813916022032261561517116137158218320613613181141351562163186116111911213315421431760960920110132153212315608608211091301512113136066062210712814920931160460423105126147207310602602241031241452053086006002510112214320330659959926991211422013045975972798119140200302595595289611713819830059359329941151361962995925923092114135195297590590

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 611671802032723856771477217618921228139468611723182196218280395687950418520022228439568878451862032272873966886886187204230291395688688718720523129339468768781862052302913936866869185204229289392684684101842042282883906836831118320422628638968268212181202224284387679679131792002222813846776771417619821927938167467415173195216276378671671161711922132733756686681716818921027037266566518165186207267369662662191621832042643666596592015918020126136365665621156177198258360653653221531741952553576506502315017119225235464764724147168189249351644644251441651862463486416412614116218324334563863827138159180240342635635281351561772373396326322913215317423433763063030129151172232334627627 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 613245681372505431264233466913825154310153344870132247540826435507313424653968353653771372465385736375480141245538538737558114324453753783655801412435365369365579140242535535103556791392425355351135567913924153453412355678138240533533133556781372405335331435567713724053253215355677137239532532163556771372395325321735567713723953253218355677137239532532193556771372395325322035567713724053253221355677137240532532223556771372395325322335567713723953253224345677137239532532253455761362395325322634557613623853153127335576136238531531283354751352385315312933547513523753053030325475135237530530 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 613043651342475401288231446713624954210373344870132247540845437527413524754069953955801402485415876405783144248541541742608614824954154184261861472495425429426286146249542542104363871472495425421144658714725054254212456688147250543543134566881472505435431445668714725054354315456687147250543543164566871472495425421745668714725054254218456687147250542542194566871472505435432045678814825054354321466788148250543543224567881482505435432345668814725054354324456687147249542542254466871462495425422644658614624854154127436586145248541541284364851452475405402942638414424753953930416384144246539539 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 611271401632323456381425212613916223134463611473126140162224339632934412714216422633763077151271431682283366296476127144170231335628628712714517123333462762781261451702313336266269125145169229332625625101251451692293316246241112514616822833162462412124145167227330622622131241451662263286216211412314416522532762062015121142163223325618618161191401612213236166161711613715821832161461418114135156216319611611191121331542143176096092011013115221231460760721108129150210312605605221051271482083106036032310312514620530860160124101122143203306599599259912014120130359659626971181391993015945942795116137197299592592289311413519529759059029911121331932955885883089110131191293586586

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 61114371052195111295231639107220513104035194110321851184548234510721851169851026511112195125856112855116219512512713315711922051251281332571182205125129133257117219512512101333571172195125121113345711721951251212143556116219512512131435561162185115111414355611621851151115133556116218511511161334551152185115111714345511521851151118143456115218511511191535561162185115112016355611621851151121173657116219512512221836571172195125122318365711721951251224193657117219512512251936571172205125122620365711722051351327203657117220513513282237581172205135132923375811722051351330233758117220513513 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 613649721402535461305236497214125454610483365072134249542851437527413624754070253753781382465395896395682143247540540737558114324453753784059841452475405409395983143246539539103455781382415335331131517413423652952912284971131233526526132647691282315245241424466712722952252215234465125228520520162243641242265195191721426312322551851818204162122225518518192041621222245175172020416212222451751721204162122224517517222041621222245175172320416212222451751724204162122224517517251941621222245175172620416212122451751727204061121224517517282240611212245165162923406112122351651630234061121223516516 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 612112242473154287211522220822124431242571812013204218240302417710962420121623930041270478551972132382984066996996194211237298402694694719020823429639769069081862042302903936856859181201225286388681681101781982212813846776771117419521727738067267212170191213273375668668131661882092693716646641416318420526536766066015159180201261364657657161561771982583606536531715217319525435765065018149170191251354646646191461671882483516436432014316418524534864064021140161182242345638638221371581802393426356352313415617723633963263224131153174234336629629251291501712313336266262612614716822833162362327123145166226328621621281211421632233266186182911914016122132361661630116138158218321614614 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 6182548101234527131528254810123452710533102850972325258544123254952335257045163859982335265906184263952345275277194463892345275278184362892345275279194564922345275271021486796234527527112350689923452752712245269100234527527132654701002345275271426547110023452752715265571100234527527162655711002345275271726557110023452752718265571100234527527192655711002345275272026557110023452752721265571100234527527222655711002345275272326557110023452752724265571100234527527252655711002345275272626557110023452752727265571100233526526282655711002335265262926557110023352652630265571100232525525

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 610315841974901223215148219548898032513751904837964261577188481657546197918748055264722831874804807592485187479479879248418647947997102384186479479108102484186479479118112484186479479129132484187479479131013248418748048014111425851874804801512142585187480480161315268518748048017131627851884814811814172886188481481191418308618948248220151831871894824822116193287190483483221720338819048348323182134881904834832418213688191483483251922378819148348326192338881914834832720233988190483483282025408819048348329212541881904834833022264288190483483 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 612142142159304313922142142159347235232142346154363178042152650152363137853172952152355109364203155152341887762233571523257348623346015230861796243663152291525106253765152273452117253865152257393127263866152245344137263866152245303147263866152245268157264066152245245167264366152245245177264566152245245187264766152245245197265066152245245207265266152245245217265466152245245228265766152245245239265966152245245249266266152245245251026646615224524526102667681522452452711266970152245245281126727215224524529112674731522452453012267776152245245 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 611325315217032433692142733541713682509314273559166382188841428386216438014535142940641633691148615314266162354929715324367161337767815324369161319643915334471160301547101533457316028347111143345731592654081214324573158252357131332447215825131414133144711572512781512314371157250250161230447115625025017123047701562502501812304970156250250191230517115625025020123154711572502502112315771157250250221331597115725125123133161711572512512413316371157251251251331667115725125126133168711572512512713317172157250250281231737415725025029123177761572502503012317978157250250 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 612142042159304313822142042159347235231142346154363178042152550151363137852172952151355109364203155151341887752233571513257338623346015130861696243662151291525106253764151273452117253865151257393127253865151245344137253866151245303147253865151245268157254065151245245167254365151245245177254565151245245187254765151245245197255065151245245207255265151245245217255466151245245228255766151245245239255966151245245249256266151245245251025646615124524526102567681512452452711256970151245245281125727215124524529112574731512452453012267776151245245 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 6173859211323035336992708289110227400275337285941172254142067471859511922141115875708596119219399125067086971212173821008770869712121636283086986971232153426959688698125214322590106584961232103045071163829412220830144012628193121207300384136180931202062993381461809212020629929915618092120205299299166079911192052982981760799111920529829818597891118204297297195977901182032972972058778911720329629621587689116202296296225776881162012952952356758711520129429424557486114200293293255473851131992922922653728411219829129127527183111197290290285170821101952892892950688110919428828830496783108193287287

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 61618254616330731782820264716535023733821305316136517954923335715936513885102536601593571101612273863159343892713304065159326738812304167158309620912304269158291527101231437115827445411133144711572573941213314471157251345131331447215725130414133244721572512691513324472158251251161331447115725125117133245721582512511813324772158251251191332507215825125120143353731592522522114335573159252252221533587315925325323153359731592532532415336273159253253251533657315925325326153367731592532532715337073159253253281533727315925225229143374751592522523014337877159252252 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 6141536081198303312524557638520234623463496170932013631780451657599201364138155368791022023571098654708110620234489375672831072013297418557283109201312624954728411120029553310547284112199292459115371841111982913991252708311019629035013516982109195288308144968811081942872871549678010719328628616486679107192286286174766781061922852851847657810519128528519466577105191284284204664771041902842842145647610419028328322446376103189282282234462751021882822822443627410218828128125426173101187280280264160721001862792792741597299185278278284058739818427827829395876981842772773038577897183276276 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 611132041158304313621132041158347235031142246153363177941152549151363137752172851151354109263193054151341886752232571513257338522335915130861695233562151290525106243664151273452116243765151256392126253765151244343136253765151244302146253765151244268156254065151244244166254365151244244176254565151244244186254765151244244197255065151244244207255265151244244217255465151244244228255765151244244239255965151244244249256265151244244251025646615124424426102567681512442442711256970151244244281125727215124424429112574731512442443012267776151244244 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 610112244177316327820112244177361245831102349172377185841132654169376143552162858168367113562183259167352919742136591663357588624375916431763699304158163298541101134425716328046511103342571622634031293242571612543531383142571602543101483143581602532751583143581592522521683143581582512511783146581572502501883148581562502501983151581562492492093153581562502502193155601562502502293158621562502502393161631562492492410316365155248248251031666715424824826103168691542472472711317171153247247281131737315324624629123175751522462463012317877152245245 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 618092991202373323425279919711823637625713779098122229394194947589991242253951509574891001242233851196674901011252213719707739010012521935380187188991252173356739698799126215316572106887991262133074921167869812621230542712668497125211304373136483961232093023281463829412220830130115628093121206300300166179921192052992991760789111820429829818597790118203297297195877891172032962962057768811620229529521567587115201294294225574861142002932932354738511319929229224537284112198291291255271831111972902902651708211019628928927506881109194288288284967801071932872872948667910619228628630476582105191285285

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 6153657192210326338625264709220937225373516472962033881919450647499200388148455064769919937911756496576101197364952750667710119634778784866771031943286609476577104193310562104765771051922914831146657710519128441912456477104190283367134564761041902833231444637510318928228515446275102188282282164362741021872812811742617410118728028018426173101187280280194160731001862792792041607210018627927921416072100186279279224159729918527827823405971991852782782439587098184277277253957709718327727726385770971832762762737567396182275275283755769518127527529365578951802742743035548194180273273 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 612739466718430932002284046671853522388327394871179367180442640507417636713955264152761753581105627435478174344896727445579173328741827445581173310623926445683172293530102644578417127545611264457841712643961225445684170263347132543568316926230514244355831692622701523425482168261261162341548116726126117224154811672602601822415381167260260192241538116726026020224153811672602602122415581167260260222241588116726026023224161811672602602422406280166260260252140658016625925926214067801662592592721397080165259259282039727916525825829203975791652582583020397879164258258 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 6100423141295304020162414233622713118291373511719413123313435213315141535134344105662417381343318587262040134315710826214313429959794724451342825091048274713426543811493049135249380124931481342333331341134491352282931451137491352282601561339481332272311661341471332262261761444491332262261861546511332262261971648531332262262071651551342272272171854571342272272281955581342272272381958611342272272482160631342272272592163651332272272692265671352272272710236869136226226281024707113722622629102473731382262263011267574139226226 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 614153598019831132212415359801983552411340536185192370182343953638818937114105395466891883621118640566791187348907741576892187332751840576894186315631939576996185297537103957709718427946311395770971832774021238576997183276351133756689618227531014375568951812752751536556795181274274163554669418027327317355466941802732731834536693179272272193453659317927227220345365931782722722134526592178272272223352649217827127123335164911772702702432516391177270270253150669017626926926304968891752682682730487188174268268282948738817426726729284776871732662663028467886172265265 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 611325325317030030932172935561743432319319324064171359176042135457017136113655243950731733531085623395075171340882728455680174325730827455681173308615928465885174291524103049618817527445211315062901762693931232516391177270344133351649117727130314335264921782712711533526492178271271163351649117727127117335164921772712711832516391177270270193251639117727027020325163911772702702132516391177270270223250639017627027023315063901762692692431506390176269269253149658917526926926304967891752682682730487088174268268282948738817426726729294776871732662663028477887173266266

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 611426325317131232352152733541723552411315283660168369181841629406416636814035173143661653591111618344569165345900719364771165329744819374874165311625920384976165293532102039517816527645811213952791662593981221405280166259348132140528016625930614214052801662592711521405280166259259162139528016525925917214052801652592591821395280165259259192139527916525925920214053801652592592121395579165259259222039587916525825823203961791652582582420386278164258258251938657816425725726193767771632572572718377077163256256281836727616225625629173675761622552553017367877162255255 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 614860668720534035462506269902073792605352657497205392195245467771022033901502555708110520438011876577384108205365961759758611020534779385876871132043286659597788115204310566105978901172042984861159789011820429742212597790117203297369135877891172032963241457768811620229529515577588115201294294165675871152002942941755748611420029329318557386113199293293195473851131992922922053728411219829129121537184111197291291225271831111962902902351708211019628928924506981109195288288254968801081942872872648677910719328628627476678106192285285284665771051912842842945647810419028328330446381103189282282 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 6178909711823534435962839510112324039427073849710512923641420564849810813323441515945871021131372364061266690105117141237392102779210911914423837484989311112214723935471499411212415124033560710951131261532403335221195114126154240333453129411312515323933239613931121241522383313481492111123151237330330159110912214923532832816891081201482343273271788107119147232326326188710511814523132432419851041161442303233232084103115143228322322218210111314122732032022819911214022531931923799811013822431731724779610913622231531525769410713522031431426749310513321931231227729110413121731031028718910213021530930929698810012821430730730688699126212306306 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 61719264716431232332102229501673562417312253357164371182541427386216337014105163042651643611117617334469165347906719364671165331748819374873165313628920384976165295535102038517816527746011203951791652603991220395179165258349131938517816425730814193750781632572721518374977163256256161736497616225525517173648761622552551817364876162255255191736517616225525520173653761622552552117365576162255255221736587616225525523173661761622552552417366376162255255251735667616125525526173568751612552552716357175161254254281635737516125425429163576751612542543016347877160254254

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 6190102109130247342336429110411013124937025243921041131362443871912492106116140242388148059310811914224237911746941101211452413659527951121231472413487878951131241492413346619951131241512403345631094112125152239332485119311112415123733142112911101221502363293681389108120148234327327148810611914623232632615861051171452313243241684103115143229322322178310111414122732132118811001121402263193191980981111392243183182079971101382233173172178961091362223163162277951081352213153152375941061342203133132474931051332193123122573921041322183113112672901031302163103102770891021292153083082869881001282143073072968879912721330630630678698126212305305 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 6130731932634746455935872829410112223938826683849710512923640320064861001101352364021546588103114138237392122369010611714223837799179210911914423835981989311012114723934068799411212315023933258510941121251522393325021194113125153239332436129411312515323933238113951131261532393333351495114126154240333333159611412715424033433416971151281552413353351798116129156242336336189911713015724333633619991181301582443373372010011813115824433833821100118131158244338338229911813015824433733723991171301572433373372498116129156242336336259611512815524133433426951141261542403333332794113125153238332332289211112415123733033029911101221502363293293089108121148234327327 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 6107133515229830762071334152340229831715391463551739417174214335513465182043142347106862102145142334867721222471413187178212234814030260394122450139284514104122752139268442114123052139251384124123253139236336134133453139232296145133753139232263156134053139233234166134153139233233176144454140233233186154755141234234197164955141235235207175156142235235217185458143236236228195760144237237238195961144237237248216163145238238251021636514523823826102366671452392392711236869145239239281124717114623923929112573731462392393012267675146239239 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 61475965862043143253248606687205358243334760689219937318384466070951963731421547617396196364112564863759919535091274865751001943337548486576102193316634947657710419329853910466577105192285464114564761041902844031244637510318928235213436274102187281310144260731001862802801540597199185278278163958709818427727717385769971832762761837566896182275275193655679518127427420365567951812742742135546694180273273223553669317927327323345365931792722722433526592178271271253351669117727127126325168911772702702731507190176269269283149738917526926929304976891752682683029487988174267267

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 611101221281492673623415211112313015126837625683113125134157265394194941141281381622643951511511613014216526438712016117133144169265374976711913614617126535880981191361471732653586819119137149175264358581101191371501772643575011111813714917726335643512117136148176262355381131161341471742603533531411413314517325835235215112131143171257350350161101291411692543483481710812713916725334634618106125137165251344344191041231351632493423422010212113416124734034021101119132159245339339229911813015824433733723971161281562423353352495114126154240333333259311212415223833133126921101231502363293292790108121148234328328288810711914723332632629861051171452313243243085103116143229323323 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 6116317518120232041536762172184190211329424272231761891972213284232052417819120222632742115875179194205228328421125861801952072313274201021718019720723232641984481791962072333254187109178196208235324417605101781962082363234165211117619520723532141445212174193205233319412412131711902032303164094091416918720022731340740715166184197224310404404161631811942213074014011716017819121830439839818157176188216301395395191541731852132993923922015117018221029638938921148167179207293386386221451641762042903833832314216117320128738038024139158170198283377377251361541671952803743742613315116419227737137127130149161189275368368281271461581862723653652912414315518326936236230122140153180266360360 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 612840466818530231162294147681863442330328415073181360176542842527717836113675294455781783521085630455781177339881730475882176323729830475884175307613929475986175289523102947608717427245011284760871732673911228475987173266342132846598617226530214274658861722652671527465886172265265162745588617126526517274558861712652651827465886172265265192746588617226526520274658861722652652127465886172265265222746588617226526523274659861712652652427456285171265265252645658517126426426264567851712642642726447084170264264282544728417026326329254474841702632633025437883169263263 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 612537446518230731782273945671843522385328414973180368180942943537817936914025314657811803611113633496084180348904735526287181332748835526389181315629936546592181297536103655679518127946211375668961822754011237566896182275351133756699618227531014375668961822752751537566896182275275163756689618227527517375668961822752751837566896182275275193756689618227527520385669961822762762138566997182276276223856699618227627623375668961822752752437566896182275275253755689518127427426365569951812742742735547194180273273283554739417927327329345377931792722723034527992178272272

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 611231351411632803753537212213414016127938726563120133141165272405201241201331431682694061557512013414616926939612346120136147171267382100071201371481722663648268120137148174265359694911913714817526435859010119137149177264357508111181371491772633564411211713614817626235538613116135147175261354354141151331461732593533531511313114417125735135116111129142169255349349171081271391672533463461810612513716525134434419104123135163249342342201021211331612473403402110011913115924433833822981161291562423363362395114127154240333333249311212415223833133125911101221502363293292689108120148234327327278710511814623132532528851031161432293233232983101114141227321321308199112140225319319 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 610915361543093196201017381553522392311220441523681810411424491503681399521728521513591109642031551523458997623335815232974386233460152311624962436631522935311062537651522764571162538651512593971262537651512443471362537651512443061462438651502442711562440641502442441662443641502432431762446641502432431872448641502432431972450641502442442072553651512442442172555651512442442292558651512452452392661661522452452410266266152245245251026656715224524526102667691522452452711267071152245245281126727315224524529112675751522452453012267877152245245 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 613143507118831132242324450711893552412330435275183371182342943537817937014095294455791783611117632485983179347905730475782176331748833516287179313628933516289178295534102846598617327745911244255821692623991221395280165259349131837507716325630714173548751612552721515344674160253253161432457215825225217133246721582512511812314871157250250191231507115725025020123153711572502502112315571157250250221231587115725025023123161711562502502412306370156250250251230657015625025026113067701562492492711307071156249249281130737315624924929113075751562492493012307877155249249 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 6120621822524636345837942203215222243360455279531982112192433514462083419420821824234443815935190204216239339432125561862022132383344271015718320021123532942384081791962072333254187099175193204231320414607101711892022293164095251116718619822631240545712163182194222308401401131591781902183043973971415517418621430039339315151170182210296389389161481661792062923863861714416317520328938238218141160172200286379379191381571691972833763762013515416619428037337321132151163191277370370221291481611882743673672312714515818527136436424124142155182268362362251211401521802663593592611813714917726335635627116134147174260354354281131321441722583513512911112914216925534934930108127139167253346346

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 61014255116931432492014255116935724253116285516637218304120316016537114135323366616536211196527396816634790778304270166331749810344574166313629912374976166295535101439517716727746011144052781672603991215425479166260349131643548016626030814174455801662602721517445580166260260161744558016625925917174455801662592591817445580166259259191744558016626026020174455801662602602117445580167260260221744588016726026023174461801672602602417446380166260260251744658016626026026174467801662592592717447080166259259281744728016525925929174475801652582583017447880165258258 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 6100314132292300920161313033322453118161243471697413111912034713145141321120339104362416241193268467261926119311701826212911929558994724311192785021048273311926243211492836119246376124931381192313291341134401192162901451137421192132571561338441202132291661341461202132131761443491202132131861546511212142141971648521222142142071651551252152152171853571262152152281855581282162162381958611302162162482160631312162162592163651332162162692264661342162162710236768136216216281024697013621621629102472721382162163011267573138216216

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria17EuroBelgium17EuroCyprus17EuroEstonia17EuroFinland17EuroFrance17EuroGermany17EuroGreece17EuroIreland17EuroItaly17EuroLatvia17EuroLithuania17EuroLuxembourg17EuroMalta17EuroNetherlands17EuroPortugal17EuroSlovakia17EuroSlovenia17EuroSpain17Czech korunaCzech Republic32Danish kroneDenmark49ForintHungary22KronaSweden4KunaCroatia2LevBulgaria-4Pound sterlingUnited Kingdom26Romanian leuRomania9ZlotyPoland24KrónaIceland3Norwegian kroneNorway23Swiss francLiechtenstein-3Swiss francSwitzerland-3Australian dollarAustralia13Canadian dollarCanada20 Renminbi-yuanChina11Hong Kong dollarHong Kong5US dollarUnited States66YenJapan2