Commission Implementing Regulation (EU) 2023/967 of 16 May 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023 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) 2023/967 of 16 May 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 April 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2023 market data. That information was published on 5 April 2023 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission's exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2023 until 29 June 2023.

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 interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 March 2023. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 16 May 2023. For the Commission The President Ursula von der Leyen

Annex

ANNEXES I-III

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 kroneForintKronaLev13,472 %6,925 %3,462 %14,358 %3,582 %3,422 %23,315 %5,947 %3,305 %12,571 %3,405 %3,265 %33,140 %5,341 %3,130 %11,125 %3,164 %3,090 %43,009 %4,965 %2,999 %9,982 %3,011 %2,959 %52,930 %4,715 %2,920 %9,153 %2,914 %2,880 %62,886 %4,550 %2,876 %8,584 %2,843 %2,836 %72,860 %4,439 %2,850 %8,223 %2,793 %2,810 %82,847 %4,363 %2,837 %8,023 %2,762 %2,798 %92,845 %4,311 %2,835 %7,942 %2,748 %2,796 %102,850 %4,276 %2,840 %7,927 %2,753 %2,800 %112,837 %4,255 %2,827 %7,943 %2,775 %2,787 %122,870 %4,242 %2,860 %7,960 %2,805 %2,820 %132,889 %4,233 %2,879 %7,960 %2,839 %2,839 %142,884 %4,225 %2,874 %7,941 %2,873 %2,834 %152,860 %4,217 %2,850 %7,888 %2,905 %2,811 %162,824 %4,206 %2,814 %7,821 %2,935 %2,774 %172,781 %4,194 %2,771 %7,748 %2,963 %2,731 %182,740 %4,180 %2,730 %7,671 %2,988 %2,690 %192,703 %4,166 %2,693 %7,592 %3,011 %2,653 %202,674 %4,151 %2,664 %7,512 %3,033 %2,625 %212,655 %4,136 %2,646 %7,432 %3,052 %2,607 %222,644 %4,121 %2,635 %7,353 %3,070 %2,597 %232,640 %4,106 %2,631 %7,275 %3,086 %2,593 %242,640 %4,091 %2,631 %7,198 %3,101 %2,595 %252,644 %4,076 %2,635 %7,123 %3,115 %2,600 %262,651 %4,061 %2,643 %7,051 %3,128 %2,608 %272,660 %4,047 %2,652 %6,980 %3,140 %2,618 %282,671 %4,033 %2,663 %6,912 %3,151 %2,630 %292,683 %4,019 %2,675 %6,847 %3,161 %2,643 %302,696 %4,006 %2,688 %6,783 %3,171 %2,657 %312,709 %3,993 %2,701 %6,722 %3,180 %2,671 % 322,723 %3,980 %2,715 %6,664 %3,188 %2,686 %332,736 %3,968 %2,729 %6,608 %3,196 %2,701 %342,750 %3,956 %2,743 %6,554 %3,204 %2,715 %352,764 %3,945 %2,758 %6,502 %3,211 %2,730 %362,778 %3,934 %2,772 %6,452 %3,217 %2,745 %372,792 %3,923 %2,785 %6,404 %3,223 %2,759 %382,805 %3,913 %2,799 %6,358 %3,229 %2,774 %392,818 %3,903 %2,812 %6,314 %3,235 %2,788 %402,831 %3,893 %2,825 %6,272 %3,240 %2,801 %412,844 %3,884 %2,838 %6,231 %3,246 %2,814 %422,856 %3,875 %2,850 %6,192 %3,250 %2,827 %432,868 %3,866 %2,862 %6,155 %3,255 %2,840 %442,879 %3,858 %2,874 %6,119 %3,259 %2,852 %452,891 %3,850 %2,885 %6,084 %3,264 %2,864 %462,902 %3,842 %2,896 %6,051 %3,268 %2,875 %472,912 %3,835 %2,907 %6,019 %3,272 %2,886 %482,922 %3,827 %2,917 %5,988 %3,275 %2,897 %492,932 %3,820 %2,927 %5,958 %3,279 %2,908 %502,942 %3,813 %2,937 %5,930 %3,282 %2,918 %512,951 %3,807 %2,946 %5,902 %3,286 %2,927 %522,960 %3,800 %2,956 %5,876 %3,289 %2,937 %532,969 %3,794 %2,964 %5,850 %3,292 %2,946 %542,978 %3,788 %2,973 %5,825 %3,295 %2,955 %552,986 %3,782 %2,981 %5,802 %3,298 %2,964 %562,994 %3,776 %2,989 %5,778 %3,300 %2,972 %573,001 %3,771 %2,997 %5,756 %3,303 %2,980 %583,009 %3,766 %3,005 %5,735 %3,305 %2,988 %593,016 %3,760 %3,012 %5,714 %3,308 %2,996 %603,023 %3,755 %3,019 %5,694 %3,310 %3,003 %613,030 %3,751 %3,026 %5,674 %3,313 %3,010 %623,037 %3,746 %3,033 %5,655 %3,315 %3,017 %633,043 %3,741 %3,039 %5,637 %3,317 %3,024 %643,049 %3,737 %3,045 %5,619 %3,319 %3,030 %653,055 %3,733 %3,052 %5,602 %3,321 %3,037 %663,061 %3,728 %3,058 %5,585 %3,323 %3,043 %673,067 %3,724 %3,063 %5,569 %3,325 %3,049 %

683,073 %3,720 %3,069 %5,553 %3,327 %3,055 %693,078 %3,716 %3,074 %5,538 %3,328 %3,060 %703,083 %3,713 %3,080 %5,523 %3,330 %3,066 %713,088 %3,709 %3,085 %5,509 %3,332 %3,071 %723,093 %3,706 %3,090 %5,495 %3,334 %3,076 %733,098 %3,702 %3,095 %5,481 %3,335 %3,081 %743,103 %3,699 %3,100 %5,468 %3,337 %3,086 %753,107 %3,695 %3,104 %5,455 %3,338 %3,091 %763,112 %3,692 %3,109 %5,442 %3,340 %3,096 %773,116 %3,689 %3,113 %5,430 %3,341 %3,100 %783,121 %3,686 %3,117 %5,418 %3,342 %3,105 %793,125 %3,683 %3,122 %5,406 %3,344 %3,109 %803,129 %3,680 %3,126 %5,395 %3,345 %3,113 %813,133 %3,677 %3,130 %5,384 %3,346 %3,118 %823,137 %3,675 %3,134 %5,373 %3,348 %3,122 %833,140 %3,672 %3,137 %5,363 %3,349 %3,126 %843,144 %3,669 %3,141 %5,352 %3,350 %3,129 %853,148 %3,667 %3,145 %5,342 %3,351 %3,133 %863,151 %3,664 %3,148 %5,332 %3,352 %3,137 %873,154 %3,662 %3,152 %5,323 %3,354 %3,140 %883,158 %3,659 %3,155 %5,313 %3,355 %3,144 %893,161 %3,657 %3,158 %5,304 %3,356 %3,147 %903,164 %3,655 %3,162 %5,295 %3,357 %3,151 %913,167 %3,652 %3,165 %5,286 %3,358 %3,154 %923,170 %3,650 %3,168 %5,278 %3,359 %3,157 %933,173 %3,648 %3,171 %5,269 %3,360 %3,160 %943,176 %3,646 %3,174 %5,261 %3,361 %3,163 %953,179 %3,644 %3,177 %5,253 %3,362 %3,166 %963,182 %3,642 %3,180 %5,245 %3,363 %3,169 %973,185 %3,640 %3,182 %5,238 %3,364 %3,172 %983,188 %3,638 %3,185 %5,230 %3,364 %3,175 %993,190 %3,636 %3,188 %5,223 %3,365 %3,178 %1003,193 %3,634 %3,190 %5,215 %3,366 %3,181 %1013,195 %3,632 %3,193 %5,208 %3,367 %3,183 %1023,198 %3,631 %3,195 %5,201 %3,368 %3,186 %1033,200 %3,629 %3,198 %5,195 %3,369 %3,188 % 1043,203 %3,627 %3,200 %5,188 %3,369 %3,191 %1053,205 %3,625 %3,203 %5,181 %3,370 %3,193 %1063,207 %3,624 %3,205 %5,175 %3,371 %3,196 %1073,210 %3,622 %3,207 %5,168 %3,372 %3,198 %1083,212 %3,621 %3,210 %5,162 %3,372 %3,201 %1093,214 %3,619 %3,212 %5,156 %3,373 %3,203 %1103,216 %3,617 %3,214 %5,150 %3,374 %3,205 %1113,218 %3,616 %3,216 %5,144 %3,374 %3,207 %1123,220 %3,615 %3,218 %5,139 %3,375 %3,209 %1133,222 %3,613 %3,220 %5,133 %3,376 %3,212 %1143,224 %3,612 %3,222 %5,127 %3,376 %3,214 %1153,226 %3,610 %3,224 %5,122 %3,377 %3,216 %1163,228 %3,609 %3,226 %5,116 %3,378 %3,218 %1173,230 %3,607 %3,228 %5,111 %3,378 %3,220 %1183,232 %3,606 %3,230 %5,106 %3,379 %3,222 %1193,234 %3,605 %3,232 %5,101 %3,380 %3,224 %1203,236 %3,604 %3,234 %5,096 %3,380 %3,225 %1213,237 %3,602 %3,235 %5,091 %3,381 %3,227 %1223,239 %3,601 %3,237 %5,086 %3,381 %3,229 %1233,241 %3,600 %3,239 %5,081 %3,382 %3,231 %1243,243 %3,599 %3,241 %5,077 %3,382 %3,233 %1253,244 %3,597 %3,242 %5,072 %3,383 %3,234 %1263,246 %3,596 %3,244 %5,067 %3,383 %3,236 %1273,247 %3,595 %3,246 %5,063 %3,384 %3,238 %1283,249 %3,594 %3,247 %5,059 %3,384 %3,239 %1293,251 %3,593 %3,249 %5,054 %3,385 %3,241 %1303,252 %3,592 %3,250 %5,050 %3,385 %3,243 %1313,254 %3,591 %3,252 %5,046 %3,386 %3,244 %1323,255 %3,590 %3,253 %5,042 %3,386 %3,246 %1333,257 %3,589 %3,255 %5,037 %3,387 %3,247 %1343,258 %3,587 %3,256 %5,033 %3,387 %3,249 %1353,259 %3,586 %3,258 %5,029 %3,388 %3,250 %1363,261 %3,585 %3,259 %5,026 %3,388 %3,252 %1373,262 %3,584 %3,260 %5,022 %3,389 %3,253 %1383,264 %3,583 %3,262 %5,018 %3,389 %3,255 %1393,265 %3,583 %3,263 %5,014 %3,390 %3,256 %

1403,266 %3,582 %3,264 %5,011 %3,390 %3,258 %1413,268 %3,581 %3,266 %5,007 %3,391 %3,259 %1423,269 %3,580 %3,267 %5,003 %3,391 %3,260 %1433,270 %3,579 %3,268 %5,000 %3,391 %3,262 %1443,271 %3,578 %3,270 %4,996 %3,392 %3,263 %1453,273 %3,577 %3,271 %4,993 %3,392 %3,264 %1463,274 %3,576 %3,272 %4,989 %3,393 %3,265 %1473,275 %3,575 %3,273 %4,986 %3,393 %3,267 %1483,276 %3,574 %3,275 %4,983 %3,393 %3,268 %1493,277 %3,574 %3,276 %4,980 %3,394 %3,269 %1503,278 %3,573 %3,277 %4,976 %3,394 %3,270 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc14,550 %6,633 %5,949 %8,226 %3,598 %1,936 %24,290 %6,913 %5,901 %8,018 %3,493 %1,925 %34,081 %7,083 %5,892 %7,762 %3,341 %1,908 %43,919 %7,158 %5,871 %7,444 %3,205 %1,895 %53,778 %7,204 %5,866 %7,081 %3,109 %1,889 %63,658 %7,239 %5,869 %6,715 %3,055 %1,890 %73,561 %7,265 %5,877 %6,371 %3,027 %1,895 %83,493 %7,284 %5,888 %6,064 %3,014 %1,903 %93,448 %7,301 %5,905 %5,803 %3,009 %1,913 %103,421 %7,311 %5,920 %5,590 %3,010 %1,924 %113,404 %7,293 %5,916 %5,414 %3,013 %1,936 %123,393 %7,251 %5,895 %5,267 %3,019 %1,949 %133,384 %7,192 %5,862 %5,142 %3,025 %1,961 %143,375 %7,120 %5,820 %5,034 %3,033 %1,973 %153,366 %7,041 %5,772 %4,939 %3,041 %1,986 %163,356 %6,956 %5,720 %4,856 %3,049 %1,998 %173,345 %6,868 %5,666 %4,782 %3,058 %2,010 %183,333 %6,778 %5,610 %4,716 %3,067 %2,021 %193,321 %6,687 %5,554 %4,656 %3,075 %2,032 %203,310 %6,597 %5,498 %4,602 %3,084 %2,043 %213,298 %6,509 %5,442 %4,553 %3,092 %2,054 %223,287 %6,422 %5,388 %4,508 %3,101 %2,064 % 233,275 %6,337 %5,334 %4,466 %3,109 %2,074 %243,262 %6,254 %5,282 %4,428 %3,117 %2,083 %253,248 %6,174 %5,232 %4,393 %3,124 %2,092 %263,232 %6,096 %5,183 %4,360 %3,132 %2,101 %273,215 %6,021 %5,136 %4,329 %3,139 %2,110 %283,196 %5,949 %5,090 %4,300 %3,146 %2,118 %293,174 %5,880 %5,046 %4,274 %3,153 %2,126 %303,151 %5,814 %5,004 %4,248 %3,160 %2,133 %313,125 %5,750 %4,963 %4,225 %3,166 %2,141 %323,098 %5,688 %4,924 %4,202 %3,173 %2,148 %333,070 %5,629 %4,886 %4,181 %3,179 %2,155 %343,043 %5,573 %4,850 %4,161 %3,184 %2,161 %353,016 %5,519 %4,815 %4,142 %3,190 %2,168 %362,989 %5,467 %4,782 %4,124 %3,196 %2,174 %372,965 %5,417 %4,750 %4,107 %3,201 %2,180 %382,941 %5,370 %4,719 %4,091 %3,206 %2,185 %392,919 %5,324 %4,689 %4,076 %3,211 %2,191 %402,899 %5,280 %4,661 %4,061 %3,216 %2,196 %412,881 %5,238 %4,633 %4,047 %3,221 %2,201 %422,864 %5,197 %4,607 %4,033 %3,225 %2,206 %432,849 %5,159 %4,582 %4,020 %3,229 %2,211 %442,836 %5,121 %4,558 %4,008 %3,234 %2,216 %452,825 %5,085 %4,534 %3,996 %3,238 %2,220 %462,816 %5,051 %4,512 %3,985 %3,242 %2,225 %472,808 %5,018 %4,490 %3,974 %3,246 %2,229 %482,802 %4,986 %4,469 %3,964 %3,249 %2,233 %492,798 %4,955 %4,449 %3,953 %3,253 %2,237 %502,795 %4,926 %4,430 %3,944 %3,256 %2,241 %512,794 %4,897 %4,411 %3,934 %3,260 %2,244 %522,795 %4,870 %4,393 %3,925 %3,263 %2,248 %532,797 %4,843 %4,376 %3,917 %3,266 %2,251 %542,800 %4,818 %4,359 %3,908 %3,269 %2,255 %552,803 %4,793 %4,343 %3,900 %3,272 %2,258 %562,808 %4,769 %4,327 %3,893 %3,275 %2,261 %572,812 %4,746 %4,312 %3,885 %3,278 %2,264 %582,818 %4,724 %4,297 %3,878 %3,281 %2,267 %

592,824 %4,703 %4,283 %3,871 %3,283 %2,270 %602,830 %4,682 %4,269 %3,864 %3,286 %2,273 %612,836 %4,662 %4,256 %3,857 %3,289 %2,276 %622,843 %4,642 %4,243 %3,851 %3,291 %2,278 %632,849 %4,623 %4,230 %3,844 %3,293 %2,281 %642,856 %4,605 %4,218 %3,838 %3,296 %2,284 %652,863 %4,587 %4,206 %3,833 %3,298 %2,286 %662,869 %4,570 %4,195 %3,827 %3,300 %2,288 %672,876 %4,553 %4,184 %3,821 %3,302 %2,291 %682,883 %4,537 %4,173 %3,816 %3,304 %2,293 %692,890 %4,521 %4,163 %3,811 %3,306 %2,295 %702,896 %4,506 %4,153 %3,806 %3,308 %2,297 %712,903 %4,491 %4,143 %3,801 %3,310 %2,299 %722,910 %4,476 %4,133 %3,796 %3,312 %2,301 %732,916 %4,462 %4,124 %3,791 %3,314 %2,303 %742,923 %4,449 %4,115 %3,787 %3,316 %2,305 %752,929 %4,435 %4,106 %3,782 %3,318 %2,307 %762,935 %4,422 %4,097 %3,778 %3,319 %2,309 %772,941 %4,410 %4,089 %3,774 %3,321 %2,311 %782,947 %4,397 %4,080 %3,770 %3,323 %2,313 %792,953 %4,385 %4,072 %3,766 %3,324 %2,314 %802,959 %4,374 %4,065 %3,762 %3,326 %2,316 %812,965 %4,362 %4,057 %3,758 %3,327 %2,318 %822,970 %4,351 %4,050 %3,754 %3,329 %2,319 %832,976 %4,340 %4,042 %3,750 %3,330 %2,321 %842,981 %4,329 %4,035 %3,747 %3,331 %2,322 %852,986 %4,319 %4,028 %3,743 %3,333 %2,324 %862,992 %4,309 %4,022 %3,740 %3,334 %2,325 %872,997 %4,299 %4,015 %3,737 %3,335 %2,327 %883,002 %4,289 %4,009 %3,733 %3,337 %2,328 %893,007 %4,280 %4,002 %3,730 %3,338 %2,329 %903,011 %4,271 %3,996 %3,727 %3,339 %2,331 %913,016 %4,261 %3,990 %3,724 %3,340 %2,332 %923,021 %4,253 %3,984 %3,721 %3,342 %2,333 %933,025 %4,244 %3,979 %3,718 %3,343 %2,334 %943,030 %4,236 %3,973 %3,715 %3,344 %2,336 % 953,034 %4,227 %3,967 %3,713 %3,345 %2,337 %963,038 %4,219 %3,962 %3,710 %3,346 %2,338 %973,042 %4,211 %3,957 %3,707 %3,347 %2,339 %983,047 %4,203 %3,952 %3,705 %3,348 %2,340 %993,051 %4,196 %3,947 %3,702 %3,349 %2,341 %1003,055 %4,188 %3,942 %3,700 %3,350 %2,342 %1013,058 %4,181 %3,937 %3,697 %3,351 %2,344 %1023,062 %4,174 %3,932 %3,695 %3,352 %2,345 %1033,066 %4,167 %3,927 %3,692 %3,353 %2,346 %1043,070 %4,160 %3,923 %3,690 %3,354 %2,347 %1053,073 %4,153 %3,918 %3,688 %3,355 %2,348 %1063,077 %4,146 %3,914 %3,685 %3,356 %2,349 %1073,080 %4,140 %3,909 %3,683 %3,357 %2,349 %1083,084 %4,133 %3,905 %3,681 %3,358 %2,350 %1093,087 %4,127 %3,901 %3,679 %3,358 %2,351 %1103,090 %4,121 %3,897 %3,677 %3,359 %2,352 %1113,093 %4,115 %3,893 %3,675 %3,360 %2,353 %1123,097 %4,109 %3,889 %3,673 %3,361 %2,354 %1133,100 %4,103 %3,885 %3,671 %3,362 %2,355 %1143,103 %4,097 %3,881 %3,669 %3,362 %2,356 %1153,106 %4,092 %3,877 %3,667 %3,363 %2,356 %1163,109 %4,086 %3,874 %3,665 %3,364 %2,357 %1173,112 %4,081 %3,870 %3,663 %3,365 %2,358 %1183,114 %4,075 %3,866 %3,662 %3,365 %2,359 %1193,117 %4,070 %3,863 %3,660 %3,366 %2,360 %1203,120 %4,065 %3,859 %3,658 %3,367 %2,360 %1213,123 %4,060 %3,856 %3,656 %3,368 %2,361 %1223,125 %4,055 %3,853 %3,655 %3,368 %2,362 %1233,128 %4,050 %3,849 %3,653 %3,369 %2,362 %1243,131 %4,045 %3,846 %3,651 %3,370 %2,363 %1253,133 %4,040 %3,843 %3,650 %3,370 %2,364 %1263,136 %4,035 %3,840 %3,648 %3,371 %2,365 %1273,138 %4,031 %3,837 %3,647 %3,371 %2,365 %1283,141 %4,026 %3,834 %3,645 %3,372 %2,366 %1293,143 %4,022 %3,831 %3,643 %3,373 %2,367 %1303,145 %4,017 %3,828 %3,642 %3,373 %2,367 %

1313,148 %4,013 %3,825 %3,641 %3,374 %2,368 %1323,150 %4,009 %3,822 %3,639 %3,374 %2,368 %1333,152 %4,005 %3,819 %3,638 %3,375 %2,369 %1343,154 %4,000 %3,817 %3,636 %3,376 %2,370 %1353,157 %3,996 %3,814 %3,635 %3,376 %2,370 %1363,159 %3,992 %3,811 %3,634 %3,377 %2,371 %1373,161 %3,988 %3,809 %3,632 %3,377 %2,371 %1383,163 %3,984 %3,806 %3,631 %3,378 %2,372 %1393,165 %3,981 %3,803 %3,630 %3,378 %2,373 %1403,167 %3,977 %3,801 %3,628 %3,379 %2,373 %1413,169 %3,973 %3,798 %3,627 %3,379 %2,374 %1423,171 %3,969 %3,796 %3,626 %3,380 %2,374 %1433,173 %3,966 %3,794 %3,625 %3,380 %2,375 %1443,175 %3,962 %3,791 %3,623 %3,381 %2,375 %1453,177 %3,959 %3,789 %3,622 %3,381 %2,376 %1463,179 %3,955 %3,786 %3,621 %3,382 %2,376 %1473,181 %3,952 %3,784 %3,620 %3,382 %2,377 %1483,182 %3,948 %3,782 %3,619 %3,383 %2,377 %1493,184 %3,945 %3,780 %3,618 %3,383 %2,378 %1503,186 %3,942 %3,777 %3,616 %3,383 %2,378 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar13,653 %1,887 %4,277 %7,538 %10,381 %4,049 %23,559 %1,834 %3,976 %6,721 %10,732 %3,724 %33,462 %1,839 %3,564 %6,208 %10,922 %3,599 %43,362 %1,872 %3,273 %5,841 %11,082 %3,525 %53,415 %1,933 %3,105 %5,577 %11,219 %3,440 %63,497 %2,011 %3,037 %5,385 %11,320 %3,432 %73,576 %2,099 %3,023 %5,246 %11,431 %3,456 %83,651 %2,191 %3,030 %5,149 %11,537 %3,468 %93,713 %2,281 %3,045 %5,083 %11,621 %3,470 %103,762 %2,366 %3,060 %5,036 %11,697 %3,469 %113,808 %2,446 %3,071 %4,997 %11,720 %3,469 %123,850 %2,521 %3,079 %4,965 %11,690 %3,469 %133,881 %2,590 %3,084 %4,937 %11,622 %3,470 %143,901 %2,653 %3,087 %4,913 %11,523 %3,471 % 153,909 %2,709 %3,090 %4,892 %11,402 %3,471 %163,908 %2,758 %3,092 %4,873 %11,264 %3,472 %173,897 %2,801 %3,093 %4,856 %11,115 %3,472 %183,878 %2,840 %3,094 %4,841 %10,957 %3,472 %193,853 %2,874 %3,095 %4,827 %10,794 %3,472 %203,820 %2,904 %3,096 %4,814 %10,629 %3,472 %213,783 %2,932 %3,097 %4,802 %10,462 %3,472 %223,741 %2,957 %3,098 %4,792 %10,297 %3,472 %233,698 %2,980 %3,099 %4,782 %10,133 %3,472 %243,654 %3,001 %3,101 %4,773 %9,973 %3,472 %253,610 %3,020 %3,103 %4,764 %9,816 %3,472 %263,568 %3,038 %3,105 %4,756 %9,664 %3,472 %273,528 %3,054 %3,108 %4,748 %9,516 %3,471 %283,492 %3,069 %3,110 %4,741 %9,373 %3,471 %293,459 %3,083 %3,113 %4,735 %9,236 %3,471 %303,430 %3,096 %3,117 %4,728 %9,103 %3,471 %313,406 %3,108 %3,121 %4,722 %8,976 %3,470 %323,387 %3,119 %3,125 %4,717 %8,853 %3,470 %333,370 %3,130 %3,129 %4,711 %8,736 %3,470 %343,357 %3,140 %3,133 %4,706 %8,623 %3,470 %353,346 %3,149 %3,138 %4,701 %8,515 %3,469 %363,337 %3,158 %3,143 %4,697 %8,412 %3,469 %373,329 %3,166 %3,147 %4,692 %8,313 %3,469 %383,323 %3,174 %3,152 %4,688 %8,218 %3,469 %393,319 %3,182 %3,157 %4,684 %8,128 %3,468 %403,315 %3,189 %3,161 %4,680 %8,041 %3,468 %413,312 %3,195 %3,166 %4,676 %7,957 %3,468 %423,310 %3,202 %3,170 %4,672 %7,877 %3,468 %433,309 %3,208 %3,175 %4,669 %7,801 %3,467 %443,308 %3,214 %3,179 %4,666 %7,727 %3,467 %453,308 %3,219 %3,184 %4,662 %7,657 %3,467 %463,308 %3,224 %3,188 %4,659 %7,589 %3,467 %473,308 %3,229 %3,192 %4,656 %7,524 %3,467 %483,308 %3,234 %3,196 %4,653 %7,461 %3,466 %493,309 %3,239 %3,201 %4,651 %7,401 %3,466 %503,310 %3,243 %3,205 %4,648 %7,343 %3,466 %

513,311 %3,247 %3,208 %4,645 %7,288 %3,466 %523,312 %3,251 %3,212 %4,643 %7,234 %3,465 %533,314 %3,255 %3,216 %4,640 %7,183 %3,465 %543,315 %3,259 %3,220 %4,638 %7,133 %3,465 %553,317 %3,263 %3,223 %4,636 %7,085 %3,465 %563,318 %3,266 %3,227 %4,634 %7,038 %3,465 %573,320 %3,269 %3,230 %4,632 %6,994 %3,464 %583,321 %3,273 %3,233 %4,629 %6,950 %3,464 %593,323 %3,276 %3,237 %4,627 %6,909 %3,464 %603,324 %3,279 %3,240 %4,625 %6,868 %3,464 %613,326 %3,282 %3,243 %4,624 %6,829 %3,464 %623,328 %3,284 %3,246 %4,622 %6,791 %3,464 %633,329 %3,287 %3,249 %4,620 %6,755 %3,463 %643,331 %3,290 %3,252 %4,618 %6,719 %3,463 %653,332 %3,292 %3,255 %4,616 %6,685 %3,463 %663,334 %3,295 %3,257 %4,615 %6,651 %3,463 %673,335 %3,297 %3,260 %4,613 %6,619 %3,463 %683,337 %3,299 %3,263 %4,612 %6,588 %3,463 %693,338 %3,302 %3,265 %4,610 %6,557 %3,462 %703,340 %3,304 %3,268 %4,609 %6,527 %3,462 %713,341 %3,306 %3,270 %4,607 %6,499 %3,462 %723,342 %3,308 %3,272 %4,606 %6,471 %3,462 %733,344 %3,310 %3,275 %4,604 %6,443 %3,462 %743,345 %3,312 %3,277 %4,603 %6,417 %3,462 %753,346 %3,314 %3,279 %4,602 %6,391 %3,462 %763,348 %3,316 %3,281 %4,600 %6,366 %3,461 %773,349 %3,317 %3,283 %4,599 %6,342 %3,461 %783,350 %3,319 %3,286 %4,598 %6,318 %3,461 %793,351 %3,321 %3,288 %4,597 %6,295 %3,461 %803,353 %3,322 %3,290 %4,596 %6,272 %3,461 %813,354 %3,324 %3,291 %4,595 %6,250 %3,461 %823,355 %3,325 %3,293 %4,593 %6,229 %3,461 %833,356 %3,327 %3,295 %4,592 %6,208 %3,461 %843,357 %3,328 %3,297 %4,591 %6,187 %3,460 %853,358 %3,330 %3,299 %4,590 %6,167 %3,460 %863,359 %3,331 %3,300 %4,589 %6,147 %3,460 % 873,360 %3,333 %3,302 %4,588 %6,128 %3,460 %883,361 %3,334 %3,304 %4,587 %6,110 %3,460 %893,362 %3,335 %3,305 %4,586 %6,092 %3,460 %903,363 %3,337 %3,307 %4,585 %6,074 %3,460 %913,364 %3,338 %3,309 %4,584 %6,056 %3,460 %923,365 %3,339 %3,310 %4,584 %6,039 %3,460 %933,366 %3,340 %3,312 %4,583 %6,023 %3,459 %943,367 %3,342 %3,313 %4,582 %6,006 %3,459 %953,368 %3,343 %3,314 %4,581 %5,990 %3,459 %963,369 %3,344 %3,316 %4,580 %5,975 %3,459 %973,369 %3,345 %3,317 %4,579 %5,959 %3,459 %983,370 %3,346 %3,318 %4,579 %5,944 %3,459 %993,371 %3,347 %3,320 %4,578 %5,930 %3,459 %1003,372 %3,348 %3,321 %4,577 %5,915 %3,459 %1013,373 %3,349 %3,322 %4,576 %5,901 %3,459 %1023,373 %3,350 %3,324 %4,575 %5,887 %3,459 %1033,374 %3,351 %3,325 %4,575 %5,874 %3,459 %1043,375 %3,352 %3,326 %4,574 %5,861 %3,459 %1053,376 %3,353 %3,327 %4,573 %5,847 %3,458 %1063,376 %3,354 %3,328 %4,573 %5,835 %3,458 %1073,377 %3,355 %3,329 %4,572 %5,822 %3,458 %1083,378 %3,356 %3,331 %4,571 %5,810 %3,458 %1093,378 %3,357 %3,332 %4,571 %5,798 %3,458 %1103,379 %3,357 %3,333 %4,570 %5,786 %3,458 %1113,380 %3,358 %3,334 %4,569 %5,774 %3,458 %1123,380 %3,359 %3,335 %4,569 %5,763 %3,458 %1133,381 %3,360 %3,336 %4,568 %5,752 %3,458 %1143,381 %3,361 %3,337 %4,568 %5,740 %3,458 %1153,382 %3,361 %3,338 %4,567 %5,730 %3,458 %1163,383 %3,362 %3,339 %4,566 %5,719 %3,458 %1173,383 %3,363 %3,340 %4,566 %5,708 %3,458 %1183,384 %3,364 %3,341 %4,565 %5,698 %3,458 %1193,384 %3,364 %3,342 %4,565 %5,688 %3,457 %1203,385 %3,365 %3,342 %4,564 %5,678 %3,457 %1213,385 %3,366 %3,343 %4,564 %5,668 %3,457 %1223,386 %3,367 %3,344 %4,563 %5,659 %3,457 %

1233,386 %3,367 %3,345 %4,563 %5,649 %3,457 %1243,387 %3,368 %3,346 %4,562 %5,640 %3,457 %1253,387 %3,369 %3,347 %4,562 %5,631 %3,457 %1263,388 %3,369 %3,348 %4,561 %5,622 %3,457 %1273,388 %3,370 %3,348 %4,561 %5,613 %3,457 %1283,389 %3,370 %3,349 %4,560 %5,604 %3,457 %1293,389 %3,371 %3,350 %4,560 %5,595 %3,457 %1303,390 %3,372 %3,351 %4,559 %5,587 %3,457 %1313,390 %3,372 %3,351 %4,559 %5,579 %3,457 %1323,391 %3,373 %3,352 %4,558 %5,570 %3,457 %1333,391 %3,373 %3,353 %4,558 %5,562 %3,457 %1343,392 %3,374 %3,354 %4,558 %5,554 %3,457 %1353,392 %3,375 %3,354 %4,557 %5,547 %3,457 %1363,392 %3,375 %3,355 %4,557 %5,539 %3,457 %1373,393 %3,376 %3,356 %4,556 %5,531 %3,457 %1383,393 %3,376 %3,356 %4,556 %5,524 %3,456 %1393,394 %3,377 %3,357 %4,556 %5,516 %3,456 %1403,394 %3,377 %3,358 %4,555 %5,509 %3,456 %1413,395 %3,378 %3,358 %4,555 %5,502 %3,456 %1423,395 %3,378 %3,359 %4,554 %5,495 %3,456 %1433,395 %3,379 %3,360 %4,554 %5,488 %3,456 %1443,396 %3,379 %3,360 %4,554 %5,481 %3,456 %1453,396 %3,380 %3,361 %4,553 %5,474 %3,456 %1463,396 %3,380 %3,362 %4,553 %5,467 %3,456 %1473,397 %3,381 %3,362 %4,553 %5,461 %3,456 %1483,397 %3,381 %3,363 %4,552 %5,454 %3,456 %1493,397 %3,382 %3,363 %4,552 %5,448 %3,456 %1503,398 %3,382 %3,364 %4,551 %5,441 %3,456 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal17,130 %11,813 %0,979 %5,316 %8,251 %12,504 %27,142 %10,294 %0,985 %4,970 %7,998 %11,739 %37,177 %9,338 %0,997 %4,649 %7,969 %11,763 %47,199 %8,848 %1,013 %4,448 %8,091 %11,999 %57,230 %8,623 %1,031 %4,327 %8,304 %12,269 %67,267 %8,536 %1,052 %4,270 %8,603 %12,506 % 77,303 %8,512 %1,075 %4,240 %8,899 %12,723 %87,336 %8,510 %1,097 %4,219 %9,168 %12,912 %97,369 %8,506 %1,121 %4,207 %9,406 %13,056 %107,393 %8,486 %1,145 %4,206 %9,610 %13,175 %117,399 %8,441 %1,182 %4,216 %9,778 %13,229 %127,389 %8,378 %1,231 %4,234 %9,912 %13,222 %137,369 %8,301 %1,287 %4,255 %10,013 %13,168 %147,341 %8,216 %1,346 %4,277 %10,081 %13,077 %157,307 %8,125 %1,407 %4,299 %10,115 %12,957 %167,270 %8,030 %1,468 %4,318 %10,116 %12,817 %177,231 %7,934 %1,528 %4,335 %10,089 %12,661 %187,190 %7,837 %1,587 %4,348 %10,042 %12,493 %197,148 %7,741 %1,645 %4,357 %9,978 %12,317 %207,106 %7,646 %1,701 %4,361 %9,902 %12,137 %217,065 %7,553 %1,754 %4,360 %9,817 %11,954 %227,024 %7,462 %1,806 %4,355 %9,726 %11,771 %236,983 %7,374 %1,856 %4,347 %9,630 %11,589 %246,944 %7,289 %1,903 %4,336 %9,533 %11,410 %256,905 %7,206 %1,949 %4,324 %9,434 %11,234 %266,868 %7,127 %1,993 %4,310 %9,335 %11,062 %276,832 %7,050 %2,034 %4,296 %9,237 %10,896 %286,797 %6,977 %2,074 %4,280 %9,141 %10,734 %296,763 %6,906 %2,112 %4,264 %9,046 %10,578 %306,730 %6,838 %2,149 %4,248 %8,954 %10,428 %316,699 %6,773 %2,184 %4,232 %8,865 %10,283 %326,668 %6,711 %2,217 %4,216 %8,778 %10,144 %336,639 %6,651 %2,249 %4,200 %8,694 %10,010 %346,611 %6,594 %2,280 %4,184 %8,613 %9,882 %356,584 %6,539 %2,309 %4,168 %8,534 %9,759 %366,558 %6,487 %2,337 %4,153 %8,459 %9,642 %376,533 %6,436 %2,364 %4,138 %8,386 %9,529 %386,509 %6,388 %2,389 %4,124 %8,317 %9,421 %396,486 %6,342 %2,414 %4,109 %8,250 %9,318 %406,463 %6,297 %2,438 %4,096 %8,185 %9,218 %416,442 %6,255 %2,461 %4,082 %8,123 %9,124 %426,421 %6,214 %2,482 %4,069 %8,064 %9,033 %

436,401 %6,175 %2,503 %4,056 %8,006 %8,945 %446,382 %6,137 %2,523 %4,044 %7,951 %8,862 %456,364 %6,101 %2,543 %4,032 %7,899 %8,781 %466,346 %6,066 %2,562 %4,021 %7,848 %8,704 %476,329 %6,033 %2,579 %4,010 %7,799 %8,630 %486,313 %6,000 %2,597 %3,999 %7,752 %8,559 %496,297 %5,969 %2,613 %3,988 %7,706 %8,491 %506,281 %5,940 %2,629 %3,978 %7,663 %8,425 %516,267 %5,911 %2,645 %3,969 %7,621 %8,362 %526,252 %5,883 %2,660 %3,959 %7,580 %8,301 %536,238 %5,856 %2,674 %3,950 %7,541 %8,242 %546,225 %5,831 %2,688 %3,941 %7,504 %8,185 %556,212 %5,806 %2,702 %3,932 %7,467 %8,131 %566,200 %5,782 %2,715 %3,924 %7,432 %8,078 %576,188 %5,759 %2,727 %3,916 %7,398 %8,027 %586,176 %5,736 %2,740 %3,908 %7,366 %7,978 %596,165 %5,714 %2,751 %3,901 %7,334 %7,931 %606,154 %5,693 %2,763 %3,893 %7,303 %7,885 %616,143 %5,673 %2,774 %3,886 %7,274 %7,840 %626,133 %5,653 %2,785 %3,879 %7,245 %7,797 %636,123 %5,634 %2,795 %3,873 %7,217 %7,756 %646,113 %5,616 %2,805 %3,866 %7,190 %7,716 %656,104 %5,598 %2,815 %3,860 %7,164 %7,676 %666,095 %5,580 %2,824 %3,854 %7,139 %7,639 %676,086 %5,564 %2,834 %3,848 %7,114 %7,602 %686,078 %5,547 %2,843 %3,842 %7,090 %7,566 %696,069 %5,531 %2,851 %3,836 %7,067 %7,532 %706,061 %5,516 %2,860 %3,831 %7,045 %7,498 %716,053 %5,501 %2,868 %3,825 %7,023 %7,465 %726,046 %5,486 %2,876 %3,820 %7,002 %7,433 %736,038 %5,472 %2,884 %3,815 %6,981 %7,403 %746,031 %5,458 %2,891 %3,810 %6,961 %7,373 %756,024 %5,444 %2,899 %3,805 %6,941 %7,343 %766,017 %5,431 %2,906 %3,801 %6,922 %7,315 %776,010 %5,419 %2,913 %3,796 %6,903 %7,287 %786,004 %5,406 %2,920 %3,792 %6,885 %7,260 % 795,997 %5,394 %2,927 %3,788 %6,868 %7,234 %805,991 %5,382 %2,933 %3,783 %6,851 %7,208 %815,985 %5,371 %2,939 %3,779 %6,834 %7,183 %825,979 %5,359 %2,946 %3,775 %6,817 %7,159 %835,973 %5,348 %2,952 %3,771 %6,801 %7,135 %845,968 %5,338 %2,958 %3,767 %6,786 %7,112 %855,962 %5,327 %2,963 %3,764 %6,771 %7,089 %865,957 %5,317 %2,969 %3,760 %6,756 %7,067 %875,952 %5,307 %2,975 %3,757 %6,741 %7,045 %885,946 %5,297 %2,980 %3,753 %6,727 %7,024 %895,941 %5,288 %2,985 %3,750 %6,713 %7,003 %905,937 %5,278 %2,990 %3,746 %6,700 %6,983 %915,932 %5,269 %2,995 %3,743 %6,686 %6,963 %925,927 %5,260 %3,000 %3,740 %6,673 %6,944 %935,922 %5,251 %3,005 %3,737 %6,661 %6,925 %945,918 %5,243 %3,010 %3,734 %6,648 %6,907 %955,914 %5,234 %3,014 %3,731 %6,636 %6,889 %965,909 %5,226 %3,019 %3,728 %6,624 %6,871 %975,905 %5,218 %3,023 %3,725 %6,613 %6,853 %985,901 %5,210 %3,028 %3,722 %6,601 %6,836 %995,897 %5,203 %3,032 %3,719 %6,590 %6,820 %1005,893 %5,195 %3,036 %3,717 %6,579 %6,803 %1015,889 %5,188 %3,040 %3,714 %6,568 %6,787 %1025,885 %5,180 %3,044 %3,711 %6,558 %6,772 %1035,881 %5,173 %3,048 %3,709 %6,547 %6,756 %1045,878 %5,166 %3,052 %3,706 %6,537 %6,741 %1055,874 %5,160 %3,056 %3,704 %6,527 %6,727 %1065,871 %5,153 %3,060 %3,702 %6,518 %6,712 %1075,867 %5,146 %3,063 %3,699 %6,508 %6,698 %1085,864 %5,140 %3,067 %3,697 %6,499 %6,684 %1095,860 %5,133 %3,070 %3,695 %6,490 %6,670 %1105,857 %5,127 %3,074 %3,692 %6,481 %6,657 %1115,854 %5,121 %3,077 %3,690 %6,472 %6,643 %1125,851 %5,115 %3,080 %3,688 %6,463 %6,631 %1135,848 %5,109 %3,084 %3,686 %6,454 %6,618 %1145,845 %5,103 %3,087 %3,684 %6,446 %6,605 %

1155,842 %5,098 %3,090 %3,682 %6,438 %6,593 %1165,839 %5,092 %3,093 %3,680 %6,430 %6,581 %1175,836 %5,087 %3,096 %3,678 %6,422 %6,569 %1185,833 %5,081 %3,099 %3,676 %6,414 %6,557 %1195,830 %5,076 %3,102 %3,674 %6,406 %6,546 %1205,827 %5,071 %3,105 %3,672 %6,398 %6,535 %1215,825 %5,065 %3,108 %3,670 %6,391 %6,523 %1225,822 %5,060 %3,111 %3,669 %6,384 %6,513 %1235,819 %5,055 %3,113 %3,667 %6,376 %6,502 %1245,817 %5,050 %3,116 %3,665 %6,369 %6,491 %1255,814 %5,046 %3,119 %3,663 %6,362 %6,481 %1265,812 %5,041 %3,121 %3,662 %6,356 %6,471 %1275,809 %5,036 %3,124 %3,660 %6,349 %6,461 %1285,807 %5,032 %3,127 %3,658 %6,342 %6,451 %1295,804 %5,027 %3,129 %3,657 %6,336 %6,441 %1305,802 %5,023 %3,131 %3,655 %6,329 %6,431 %1315,800 %5,018 %3,134 %3,654 %6,323 %6,422 %1325,797 %5,014 %3,136 %3,652 %6,316 %6,413 %1335,795 %5,010 %3,139 %3,650 %6,310 %6,403 %1345,793 %5,006 %3,141 %3,649 %6,304 %6,394 %1355,791 %5,001 %3,143 %3,647 %6,298 %6,385 %1365,789 %4,997 %3,146 %3,646 %6,292 %6,377 %1375,787 %4,993 %3,148 %3,645 %6,287 %6,368 %1385,785 %4,989 %3,150 %3,643 %6,281 %6,360 %1395,782 %4,986 %3,152 %3,642 %6,275 %6,351 %1405,780 %4,982 %3,154 %3,640 %6,270 %6,343 %1415,778 %4,978 %3,156 %3,639 %6,264 %6,335 %1425,776 %4,974 %3,158 %3,638 %6,259 %6,327 %1435,775 %4,970 %3,160 %3,636 %6,253 %6,319 %1445,773 %4,967 %3,162 %3,635 %6,248 %6,311 %1455,771 %4,963 %3,164 %3,634 %6,243 %6,303 %1465,769 %4,960 %3,166 %3,633 %6,238 %6,296 %1475,767 %4,956 %3,168 %3,631 %6,233 %6,288 %1485,765 %4,953 %3,170 %3,630 %6,228 %6,281 %1495,763 %4,949 %3,172 %3,629 %6,223 %6,273 %1505,762 %4,946 %3,174 %3,628 %6,218 %6,266 % Term to maturity (in years)Renminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean wonTurkish lira12,249 %2,767 %9,937 %3,388 %3,520 %12,900 %22,393 %3,123 %9,849 %3,181 %3,298 %11,911 %32,539 %3,306 %9,888 %3,083 %3,181 %11,448 %42,655 %3,448 %9,987 %3,011 %3,126 %11,140 %52,750 %3,578 %10,104 %2,958 %3,079 %10,916 %62,832 %3,692 %10,221 %2,928 %3,058 %10,730 %72,905 %3,787 %10,339 %2,912 %3,054 %10,575 %82,971 %3,866 %10,467 %2,906 %3,054 %10,438 %93,033 %3,934 %10,582 %2,905 %3,049 %10,307 %103,090 %3,993 %10,687 %2,909 %3,036 %10,173 %113,145 %4,047 %10,791 %2,915 %3,013 %10,035 %123,196 %4,097 %10,898 %2,924 %2,983 %9,897 %133,244 %4,141 %11,007 %2,934 %2,951 %9,759 %143,290 %4,181 %11,093 %2,944 %2,920 %9,623 %153,333 %4,220 %11,133 %2,955 %2,891 %9,490 %163,374 %4,258 %11,130 %2,966 %2,864 %9,361 %173,412 %4,294 %11,093 %2,978 %2,842 %9,236 %183,449 %4,326 %11,030 %2,989 %2,824 %9,114 %193,484 %4,352 %10,946 %3,000 %2,810 %8,997 %203,517 %4,372 %10,846 %3,011 %2,802 %8,884 %213,548 %4,383 %10,734 %3,022 %2,798 %8,776 %223,577 %4,388 %10,615 %3,032 %2,798 %8,672 %233,606 %4,388 %10,490 %3,042 %2,801 %8,573 %243,632 %4,384 %10,361 %3,052 %2,806 %8,478 %253,658 %4,376 %10,231 %3,062 %2,813 %8,387 %263,682 %4,366 %10,101 %3,071 %2,822 %8,300 %273,705 %4,353 %9,971 %3,080 %2,831 %8,216 %283,727 %4,340 %9,844 %3,089 %2,841 %8,137 %293,748 %4,325 %9,719 %3,098 %2,852 %8,061 %303,768 %4,310 %9,597 %3,106 %2,863 %7,988 %313,788 %4,294 %9,479 %3,114 %2,874 %7,919 %323,806 %4,278 %9,364 %3,121 %2,885 %7,853 %333,824 %4,261 %9,253 %3,129 %2,896 %7,790 %343,840 %4,245 %9,146 %3,136 %2,907 %7,729 %353,856 %4,229 %9,043 %3,143 %2,918 %7,671 %363,872 %4,213 %8,944 %3,150 %2,929 %7,616 %373,887 %4,197 %8,849 %3,156 %2,940 %7,563 %

383,901 %4,181 %8,757 %3,162 %2,950 %7,513 %393,914 %4,166 %8,669 %3,168 %2,960 %7,464 %403,927 %4,151 %8,584 %3,174 %2,970 %7,418 %413,940 %4,137 %8,503 %3,180 %2,980 %7,373 %423,952 %4,123 %8,425 %3,185 %2,989 %7,331 %433,964 %4,109 %8,350 %3,190 %2,999 %7,290 %443,975 %4,096 %8,278 %3,195 %3,007 %7,251 %453,986 %4,083 %8,209 %3,200 %3,016 %7,213 %463,996 %4,070 %8,142 %3,205 %3,024 %7,177 %474,006 %4,058 %8,079 %3,210 %3,033 %7,142 %484,016 %4,047 %8,017 %3,214 %3,040 %7,109 %494,025 %4,035 %7,958 %3,218 %3,048 %7,076 %504,034 %4,024 %7,901 %3,223 %3,055 %7,045 %514,043 %4,014 %7,846 %3,227 %3,063 %7,015 %524,051 %4,003 %7,794 %3,230 %3,070 %6,987 %534,059 %3,993 %7,743 %3,234 %3,076 %6,959 %544,067 %3,984 %7,694 %3,238 %3,083 %6,932 %554,074 %3,974 %7,647 %3,242 %3,089 %6,906 %564,082 %3,965 %7,601 %3,245 %3,095 %6,881 %574,089 %3,956 %7,557 %3,248 %3,101 %6,857 %584,096 %3,948 %7,514 %3,252 %3,107 %6,834 %594,102 %3,940 %7,473 %3,255 %3,113 %6,811 %604,109 %3,932 %7,433 %3,258 %3,118 %6,790 %614,115 %3,924 %7,395 %3,261 %3,123 %6,769 %624,121 %3,916 %7,358 %3,264 %3,128 %6,748 %634,127 %3,909 %7,322 %3,267 %3,133 %6,728 %644,133 %3,902 %7,287 %3,269 %3,138 %6,709 %654,138 %3,895 %7,253 %3,272 %3,143 %6,691 %664,143 %3,888 %7,220 %3,275 %3,147 %6,672 %674,149 %3,882 %7,188 %3,277 %3,152 %6,655 %684,154 %3,876 %7,157 %3,280 %3,156 %6,638 %694,159 %3,870 %7,127 %3,282 %3,160 %6,621 %704,163 %3,864 %7,098 %3,284 %3,164 %6,605 %714,168 %3,858 %7,069 %3,287 %3,168 %6,590 %724,173 %3,852 %7,042 %3,289 %3,172 %6,575 %734,177 %3,847 %7,015 %3,291 %3,176 %6,560 % 744,181 %3,841 %6,989 %3,293 %3,180 %6,545 %754,186 %3,836 %6,963 %3,295 %3,183 %6,531 %764,190 %3,831 %6,939 %3,297 %3,187 %6,518 %774,194 %3,826 %6,915 %3,299 %3,190 %6,505 %784,198 %3,821 %6,891 %3,301 %3,193 %6,492 %794,201 %3,817 %6,868 %3,303 %3,197 %6,479 %804,205 %3,812 %6,846 %3,305 %3,200 %6,467 %814,209 %3,808 %6,824 %3,306 %3,203 %6,455 %824,212 %3,803 %6,803 %3,308 %3,206 %6,443 %834,216 %3,799 %6,782 %3,310 %3,209 %6,432 %844,219 %3,795 %6,762 %3,311 %3,212 %6,421 %854,222 %3,791 %6,743 %3,313 %3,214 %6,410 %864,226 %3,787 %6,723 %3,315 %3,217 %6,399 %874,229 %3,783 %6,705 %3,316 %3,220 %6,389 %884,232 %3,779 %6,686 %3,318 %3,222 %6,379 %894,235 %3,775 %6,668 %3,319 %3,225 %6,369 %904,238 %3,772 %6,651 %3,320 %3,228 %6,359 %914,241 %3,768 %6,634 %3,322 %3,230 %6,350 %924,243 %3,765 %6,617 %3,323 %3,232 %6,340 %934,246 %3,761 %6,600 %3,325 %3,235 %6,331 %944,249 %3,758 %6,584 %3,326 %3,237 %6,322 %954,251 %3,755 %6,568 %3,327 %3,239 %6,314 %964,254 %3,752 %6,553 %3,329 %3,241 %6,305 %974,257 %3,749 %6,538 %3,330 %3,244 %6,297 %984,259 %3,746 %6,523 %3,331 %3,246 %6,289 %994,261 %3,743 %6,509 %3,332 %3,248 %6,281 %1004,264 %3,740 %6,495 %3,333 %3,250 %6,273 %1014,266 %3,737 %6,481 %3,335 %3,252 %6,265 %1024,268 %3,734 %6,467 %3,336 %3,254 %6,258 %1034,271 %3,731 %6,454 %3,337 %3,256 %6,250 %1044,273 %3,728 %6,441 %3,338 %3,257 %6,243 %1054,275 %3,726 %6,428 %3,339 %3,259 %6,236 %1064,277 %3,723 %6,415 %3,340 %3,261 %6,229 %1074,279 %3,721 %6,403 %3,341 %3,263 %6,222 %1084,281 %3,718 %6,391 %3,342 %3,265 %6,215 %1094,283 %3,716 %6,379 %3,343 %3,266 %6,209 %

1104,285 %3,713 %6,367 %3,344 %3,268 %6,202 %1114,287 %3,711 %6,356 %3,345 %3,270 %6,196 %1124,289 %3,709 %6,344 %3,346 %3,271 %6,190 %1134,291 %3,706 %6,333 %3,347 %3,273 %6,184 %1144,293 %3,704 %6,322 %3,348 %3,274 %6,178 %1154,295 %3,702 %6,312 %3,349 %3,276 %6,172 %1164,296 %3,700 %6,301 %3,349 %3,277 %6,166 %1174,298 %3,697 %6,291 %3,350 %3,279 %6,160 %1184,300 %3,695 %6,281 %3,351 %3,280 %6,155 %1194,301 %3,693 %6,271 %3,352 %3,282 %6,149 %1204,303 %3,691 %6,261 %3,353 %3,283 %6,144 %1214,305 %3,689 %6,251 %3,354 %3,284 %6,138 %1224,306 %3,687 %6,242 %3,354 %3,286 %6,133 %1234,308 %3,685 %6,232 %3,355 %3,287 %6,128 %1244,309 %3,683 %6,223 %3,356 %3,288 %6,123 %1254,311 %3,682 %6,214 %3,357 %3,290 %6,118 %1264,313 %3,680 %6,205 %3,357 %3,291 %6,113 %1274,314 %3,678 %6,197 %3,358 %3,292 %6,108 %1284,315 %3,676 %6,188 %3,359 %3,293 %6,103 %1294,317 %3,674 %6,179 %3,360 %3,295 %6,099 %1304,318 %3,673 %6,171 %3,360 %3,296 %6,094 %1314,320 %3,671 %6,163 %3,361 %3,297 %6,089 %1324,321 %3,669 %6,155 %3,362 %3,298 %6,085 %1334,322 %3,668 %6,147 %3,362 %3,299 %6,081 %1344,324 %3,666 %6,139 %3,363 %3,301 %6,076 %1354,325 %3,664 %6,131 %3,364 %3,302 %6,072 %1364,326 %3,663 %6,124 %3,364 %3,303 %6,068 %1374,328 %3,661 %6,116 %3,365 %3,304 %6,064 %1384,329 %3,660 %6,109 %3,365 %3,305 %6,059 %1394,330 %3,658 %6,101 %3,366 %3,306 %6,055 %1404,331 %3,657 %6,094 %3,367 %3,307 %6,051 %1414,332 %3,655 %6,087 %3,367 %3,308 %6,047 %1424,334 %3,654 %6,080 %3,368 %3,309 %6,044 %1434,335 %3,652 %6,073 %3,368 %3,310 %6,040 %1444,336 %3,651 %6,067 %3,369 %3,311 %6,036 %1454,337 %3,650 %6,060 %3,370 %3,312 %6,032 % 1464,338 %3,648 %6,053 %3,370 %3,313 %6,029 %1474,339 %3,647 %6,047 %3,371 %3,314 %6,025 %1484,340 %3,646 %6,040 %3,371 %3,315 %6,022 %1494,341 %3,644 %6,034 %3,372 %3,316 %6,018 %1504,342 %3,643 %6,028 %3,372 %3,316 %6,015 %Term to maturity (in years)US dollarYen14,719 %0,058 %24,064 %0,134 %33,671 %0,173 %43,454 %0,218 %53,332 %0,276 %63,255 %0,344 %73,206 %0,415 %83,177 %0,478 %93,163 %0,537 %103,160 %0,596 %113,160 %0,644 %123,162 %0,686 %133,163 %0,730 %143,164 %0,774 %153,164 %0,817 %163,162 %0,858 %173,157 %0,895 %183,148 %0,929 %193,132 %0,959 %203,111 %0,985 %213,083 %1,006 %223,050 %1,022 %233,016 %1,034 %242,982 %1,040 %252,950 %1,042 %262,920 %1,038 %272,893 %1,034 %282,870 %1,032 %292,851 %1,035 % 302,837 %1,046 %312,827 %1,065 %322,821 %1,090 %332,818 %1,120 %342,817 %1,154 %352,819 %1,191 %362,823 %1,229 %372,827 %1,268 %382,833 %1,308 %392,840 %1,348 %402,847 %1,388 %412,855 %1,427 %422,863 %1,467 %432,871 %1,505 %442,880 %1,543 %452,888 %1,580 %462,897 %1,616 %472,905 %1,651 %482,914 %1,686 %492,923 %1,719 %502,931 %1,751 %512,940 %1,783 %522,948 %1,814 %532,956 %1,843 %542,964 %1,872 %552,971 %1,900 %562,979 %1,927 %572,986 %1,954 %582,994 %1,979 %593,001 %2,004 %603,008 %2,028 %613,014 %2,052 %623,021 %2,074 %633,027 %2,096 %643,034 %2,118 %653,040 %2,139 %663,046 %2,159 % 673,052 %2,178 %683,057 %2,198 %693,063 %2,216 %703,068 %2,234 %713,073 %2,252 %723,078 %2,269 %733,083 %2,286 %743,088 %2,302 %753,093 %2,318 %763,098 %2,333 %773,102 %2,348 %783,106 %2,363 %793,111 %2,377 %803,115 %2,391 %813,119 %2,404 %823,123 %2,418 %833,127 %2,431 %843,131 %2,443 %853,135 %2,456 %863,138 %2,468 %873,142 %2,480 %883,145 %2,491 %893,149 %2,502 %903,152 %2,513 %913,155 %2,524 %923,158 %2,535 %933,161 %2,545 %943,165 %2,555 %953,168 %2,565 %963,170 %2,575 %973,173 %2,584 %983,176 %2,593 %993,179 %2,603 %1003,182 %2,612 %1013,184 %2,620 %1023,187 %2,629 %1033,189 %2,637 %

1043,192 %2,646 %1053,194 %2,654 %1063,197 %2,662 %1073,199 %2,669 %1083,201 %2,677 %1093,204 %2,685 %1103,206 %2,692 %1113,208 %2,699 %1123,210 %2,706 %1133,212 %2,713 %1143,215 %2,720 %1153,217 %2,727 %1163,219 %2,734 %1173,221 %2,740 %1183,222 %2,747 %1193,224 %2,753 %1203,226 %2,759 %1213,228 %2,765 %1223,230 %2,771 %1233,232 %2,777 %1243,233 %2,783 %1253,235 %2,789 %1263,237 %2,794 %1273,239 %2,800 %1283,240 %2,805 %1293,242 %2,811 %1303,243 %2,816 %1313,245 %2,821 %1323,247 %2,826 %1333,248 %2,831 %1343,250 %2,836 %1353,251 %2,841 %1363,253 %2,846 %1373,254 %2,851 %1383,255 %2,855 %1393,257 %2,860 %1403,258 %2,865 % 1413,260 %2,869 %1423,261 %2,874 %1433,262 %2,878 %1443,264 %2,882 %1453,265 %2,886 %1463,266 %2,891 %1473,267 %2,895 %1483,269 %2,899 %1493,270 %2,903 %1503,271 %2,907 %

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 RepublicCyprusDenmark10028502102003550360300405041040143524205024753450603505548071453584908255551049092656511470103758512460Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003504132000021941930000195421410001714225200015842363000155425740001534268501015732796020159127107030161427Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland16440130421491001904318121302104421131502204523151702304 6251719025047271820026048291922027049302023127041032212412804Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom121810154002361513181000341171522130044218172615005452018301700648211933190074922213420008492322362200947252237230010462323372400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia11601101000218118010003172270100041733401000 5153350100061433801000713440010008147380100091553601000101353801010Duration (in years)MexicoNew ZealandRussiaSingaporeSouth AfricaSouth KoreaThailand18000791290001011031000011110410000121305100201315061005014150710070171508100110191509100160201501010016021150Duration (in years)TaiwanTurkeyUnited States14002400340044005400640074008400940010400
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 61619421102245111242261942110224511100038214310522050881549244610722050767451026511102195075676112855115219507507712305611821950750781231561172195075079133256116219507507101333571162195075071114345711621950750712143557116219507507131436571162195075071415365711621950750715153657116219507507161536571162195075071715365711621950750718153657116219507507191536571162195075072016365711621950750721163657116219507507221836571162195075072318365711621950750724193657116219507507251936571162195075072620365711621950750727213657116219507507282136571162195075072922365711621950750730233657116219507507

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 61183154122236523130722032551232375241043 3213556118234521846421365912023251969852238631222315195856223966126231518518723416712823051751782241661262295165169224165125228516516102242651242285155151122426512422751551512214264123227514514132142641232265135131421426312222651351315204263122225513513162041621212255125121720416212122551251218204162121225512512192041621212255125122020426312222551251221214263122225513513222142631222255135132321426312222651351324214263122226513513252142631222265135132621426312222551351327214263122225513513282142631222255135132923426312222551351330244263122225512512 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 616194211022451112422619421102245111000372143105220507815492446107219507674510265111021950756761128541152195075077123056117219507507 81231561162195075079123256116219507507101333561162195075071114345711621950750712143557116219507507131435571162195075071415365711621950750715153657116219507507161436571162195075071714365711621950750718143657116219507507191536571162195075072016365711621950750721163657116219507507221836571162195075072318365711621950750724193657116219507507251936571162195075072620365711621950750727213657116219507507282136571162195075072922365711621950750730233657116219507507 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 617992115183297584145227689111179293581115037993115177292579925479941161772895777585789411917828757563167895121181286573573777951211822845715718769512018028357057097595119178282569569107292116175279566566117191114173276564564127091113172275563563 13709111217127556256214699111217127456256215699011117127456156116699011117027356156117689011117027356056018688911016927356056019678810916927255955920678810916827155955921668710816727155855822658610716727055755723648510716626955655624638510616526855555525628410516426755455426618210416326655355327608110216226555255228598010116126455155129587910015926355055030577899158262549549 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 6111234611422851512442122548116230517100131428501112275148154163153114227514675518345811822751456761936621222275145147193763125226514514819386312322651351391938631222265135131019396312222551351311194063122225513513122041631222255125121320416312222551351314214263122225513513152142631222255135131621426312222551351317214263122225513513 18214263122226513513192142641232265135132022436412322651451421224364124227514514222244651242275145142323446512422751551524234465124227515515252344651242275155152623446512422751551527224465124227515515282244651242275145142922436412422751451430234364123227514514

2.6 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 61518411092235101241251841109223510999372143104220507814482345106219506674592550110219506566610275411421950650671230561172195065068123056116219506506912315511521950650610123256115219506506111333561152195065061213345611521950650613143556115218506506141435561152185065061514355611521850650616143556115218506506171435561152185065061814355611521850650619153556115218506506201635561152185065062116355611521950650622183556115219506506 2318355611521950650624193556115219506506251935561152195065062620355611521950650627213556115219506506282135561152195065062922355611521950650630233556115219506506 2.7 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 617245214024252912622724521402425291015382652128238526827410285411923752468451230561102365235746143459104234522522716366098233521521818385992232520520920446287231519519102044618423051851811194360852305175171219436087229516516131943618722851551514194361872275155151519436187227514514161943618722551351317194461872255125121819446187224512512191944618722451151120194461872245125122119446187224512512221944618722451251223194461872245115112419446187223510510252044618722251051026204461872225095092721446187221509509 282144618722150850829224461872205085083023446187220507507 2.8 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 618497120188302589130228396119187301588105438397119180296583862483981201812935817165829812318229157860268198124185289577577780981241852875745748789712218228557257297696120180283571571107696119178282569569117595118177280568568127495116176279566566137394115174277565565147193114173276563563157091112171275562562166990111170274561561176889110169273560560186788109168272559559196687109168271558558206587108167270558558216586107166269557557226385106165268556556236284105164267555555246183104163266553553256081102162265552552265980101160264551551275879100159263550550285778991582625495492956779815726154854830557697156260547547 2.9 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 615770931612755621289256699216027456110393577193154270557849458739515626855670355774981582675545926577410016126555255275775101162264551551856741001602635505509547498158261548548105474971572605475471154749715625954754712537496155258546546135374951542585455451452749515425754554515527394153257544544165172931522565435431751729315225554354318507192151255542542195071921512545425422049719215125454254221497091151254541541224970911502535415412348699014925354054024476990149252540540254768891482525395392646678814725153853827456788147250537537284566871462495375372944658614524953653630436485145248535535

2.10 Króna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 619110412619430859613322911031261943085951072390104126187303590874 490105128189301588722591107132191300587605691108134195299587587792110136197299586586892111136196299586586992112136196299587587109311313719629958758711931141361962995865861293114136195298586586139211313519429758558514921131341932965845841590112133192295583583168911113219129458158117881101311902935805801887108130189292579579198610712818829157857820851061271872905775772184105126185289576576228310412518428757557523811021231822865735732480101122181284572572257899120179283570570267798119178281569569277596117176280567567287395116175278566566297293114173277564564307192113172275563563 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 61314467135249536124423245671352495371002332466812924553281743348701312435316765334974134242530568634517713724252952973452781392415285288335277137240527527 9335276136239527527103353761352395265261132537613523852552512325375134237525525133253741332375245241431537413323652452415315273132236523523163052731322355225221730517213123552252218305172131235522522193051721312345225222030517213123552252221305172131235522522223051721312345225222330517213123452252224295172131234521521252950711302345215212629507113023452152127295071130233521521282849701302335205202928497012923352052030284970129232520520 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 610424922064931213215249220649497832526872034907994362990202489662549349320248955765113798202489489751339100202489489871439992024894899715399920248948910816399920248948911918401002034904901291739982024894891310194099203490490 14121940992024904901512183998201489489161317389720048848817141738972004884881814173897201488488191518389820148848820151839982014894892116193998202489489221819399820248948923182139982024894892419213998201489489251922399820148948926202239982014894892720233998201488488282124409820148848829222441982014884883022264297201488488 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 614457801482625491245244578014826254910033455981142258545818446618314425754467854763881472565435706476490151255542542747659115225454254284665901502535415419466589149252540540104565891482525395391145668914825153853812456688147250538538134566871462505375371444668714624953653615446586145249536536164364851442485355351743648514424753553518426384144247534534 194263841432465345342042638414324653453421416284143246533533224162831422465335332340618314224553253224406182141244532532253960811402445315312638598014024353053027375980139242529529283758791382415295292936577813724152852830355677137240527527

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 611730521202345221212220335612423852597732438601222375257984284365126239526661531477213124052755763047731342385265267355379140242529529834527813824152852893554781382415295291036568013924353053011385881140244531531123960821412445325321340618214124553253214406183142245532532154062831422455335331640618214124553253217406183142245532532184061821412445325321940618214124453253220406182141244532532214061821412445325322239618214124453153123396081140244531531 24396081140243531531253859801402435305302638598013924253053027375879139242529529283758791382415295292936577813824152852830365778137240528528 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 611831541222365231257219325512323752410103213557118234521821423386012123352167852440651242335215696254268129233521521726447013123352152182645701302335205209264670130233520520102747701302335215211128487113023352152112284971130233521521132850711302335215211429507113023352152115295071130233521521162850711302335215211729507113023352152118285071130233521521192850711302335215212029507113023352152121285071130233521521222849701302335205202328497012923252052024274970129232519519252748691282325195192626486912823151851827264768127231518518 282647681272305185182925466712623051751730254667126229517517 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 61536689156270558131925568901582725601054358729415627155985646176981592715597075637910416327255959366481108168272560560765831091702725605608658410916927255955996585109169272559559106686109169272559559116687109168272559559126687109168271559559136687108167270558558146586107166270557557156485107166269556556166485106165268556556176384105164268555555186284105164267554554196283104163266554554206182103163266553553216082103162265553553226081102161264552552235980101160264551551245879100159263550550255778991582625495492656779815726154854827557697156260547547285475961562595465462953749515525854554530527495154257544544 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 618496119187301588137428810112419230659311133911051271883045919124931081301913035917575961121371963055936386981151422023065945947100118144205307595595810112014520630859659691021221462063095975971010312314720630959759711103124147206309597597121031241462053085965961310212314520430759559514101122143203306593593151001211422013045925921698120141200303591591179711813919830258958918961171381973005885881994116137196299586586209311413519429858558521911131341932965845842290111132191295582582238810913019029358058024871081291882915795792585106127186290577577268310412518428857557527811031241832865735732880101122181284572572297899120179283570570307798119178281569569

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 611225481162305171253215285111923352010063183254115231518821 421365811923251968052339641232325205716254268129233520520726447013123352052082645701302335205209264670130233520520102747701292335205201127487012923352052012274870129233520520132748701292325195191427486912823151951915264768127231518518162547681272305175171725466712723051751718254667126230517517192546671262305175172025466712623051751721254667127230517517222546671272305175172325466712623051751724254667126230517517252546671262305175172625466712622951751727244667126229516516282445661262295165162924456612522951651630244566125228516516 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 6194107130198312599131129510813119931360010583971111331943105978654991141361973105977175100116141201310597603610111814420530959759771021201462073095965968102121146206309596596 910112114520530859559510101121144203307594594111001201432023055935931298119141200304591591139711813919930258958914951171381973005875871594115136195298586586169211313419329758458417901121331922955835831889110131190294581581198810913018929358058020871081291882925795792186107128187290578578228510612718628957757723831051261852885755752482103124184287574574258110212318228657357326801011221812845725722779100121180283571571287799120179282569569297697118178281568568307596117176280567567 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 613083213444125268131402288100123191305592111339110512718830459190049410913119230559274159611213719630559362269811514120230659359379911714320530659459481001191442043075945949101120144204307595595101011211442043075945941110112214520430759459412102123145204307594594 1310312414520430759559514103124145205308595595151041251462053095965961610512614720630959759717106127148207310598598181061281492083115995991910712814920931259959920108129150209312600600211081291502093126006002210712814920831259959923106128149208311598598241051271482073105975972510412514620630959659626103124145204308595595271021231442033065945942810012114220230559259229991201412003035915913097118139199302589589 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 6101234102216504119621113410221650396432133597213500787431538992114986535417421012104975496518441052094974977520461072094964968720451052084954959719441032074944941082044103206494494119214410320649449412922441032064944941310234410320649449414122344103207494494151223451042074944941613244510420749549517142445104208495495 18142546105208496496191525471062094964962015264710721049749721162748107211498498221728491082114994992318284910921249949924192950109212500500251929501092135005002620305111021350050027203051110213501501282130511102145015012921305111021450150130223152111214501501

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 6151648615426855612772526487155269556102635367881502665538354536891152264551690554709515426355058065572981582635505507547298160261549549854739815826154854895473971572605485481053739615625954654611527395154258545545125172941532565445441350719315225554254214497091151254541541154869901492535405401647688914825153953917466788147250538538184566871462505375371944658614624953653620446586145248536536214364851452485355352243648514424753553523426384143247534534 24416384143246533533254162831422455335332640618214124553253227396081141244531531283960811402435315312938598013924353053030375980139242529529 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 61114126149217331618133321151281512193336201072311813215421533161887641211361582193316197275123139164223332619619612414116822833262062071261441702313336206208126144170230333620620912614516922933262062010126146169228332619619111251461692283316186181212514516722733061761713123145166225328616616141221431642233276146141512014116222232561261216118139160219323610610171161371592183216086081811413615721631960660619112134155214317605605201111321532123166036032110913015121131460160122107129150209312599599231061271482073105985982410412514620530859659625102123144203306594594261001211422013055925922798119140199303590590 289611813919830158858829951161371962995875873093114135194298585585 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 611671802032713856721415217618921127939368111333181195217279394682926418419922228339568276951862022272863956836836187204230290395682682718720523129239468168181862042302903936806809185204229288392679679101842042282873916786781118320422628638967667612181202224283387674674131792002222813846716711417719821927838166966915174195216275378666666161711922132723756636631716818921026937366066018165186207266370657657191621832042633676546542015918020126036465165121156177198258361648648221531741952543586456452315017119225135564264224147168189248352639639251441651862453496366362614116218324234663363327138159180239343630630281351561772373406276272913215417523433762462430130151172231334622622 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 61324467135249536121923245681362505379853344870131247534806435507213324653366953652771362455335636365480140245532532737558114224453153183655801402435305309355579139242530530103555791382425295291135567813824152852812355678137240528528133556771362405275271435567713623952752715355677136239527527163456771362395275271734567713623952752718355677136239527527193556771362395275272035567713624052752721355677136240527527223556771362405275272335567713623952752724345677136239526526253455761362395265262634557613523952652627345576135238526526283354751352385255252933547513423852552530325475134237525525

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 61294265133247534122923144671352495369953344870131247534815 436517413524753467653955801392485355706405783144248535535742608614724953653684260861462495365369426186145249536536104363871462495375371144658714625053753712456687147250537537134566871472505375371445668714625053753715456687146250537537164566871462505375371745668714625053753718456687147250537537194566881472505375372046678814725053853821466788147250538538224667881472505385382345678814725053753724456687146250537537254466871462495375372644658614524953653627436586145248535535284364851442485355352942638414424753453430426384143246534534 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 61127140163231345632136521261391612293436311101312614016222333962690041271421642253376257475127143168228337624629612714417023133562362371271451712333346226228127145171231334621621 91261451692293336206201012614616922933261961911126146169228331619619121251461682273306186181312414516722632961661614123144165224328615615151211421632223266136131611914016122132461161117117138159218321609609181151361572163196076071911313415521431760560520111132153212315603603211081301512103136006002210612714820831159859823104125146205309596596241021231442033065945942510012114220130459259226971191401993025895892795117138197300587587289311413519529858558529911121331932965835833089111132191294581581 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 6111437105219506124023163910722150899836194110321950681448234510621950667451026511102195075676112955115220507507713315711822050750781332571172205075079133257116220507507101333571162205075071114345711621950750712143557116219506506 131435561152195065061414355611521850650615143556115218506506161334561152185055051714355611521850550518143556115218505505191535561152185065062016355611521950650621163657116219507507221836571162195075072318365711622050750724193657116220507507252036571172205075072620375811722050750727213758117220507507282137581172205075072922375811722050750730233758117220507507 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 6135487113925354012432364871139253540100033650721332495368154365174135247534675537537813724653356863956821422475345347365580142243531531840588414424753453493958821422465335331034547813724052852811315174133236524524122849711302335215211326476812723151851814244567126229516516152344651242285155151621436412322651451417214263122225513513 18204162121225512512192041621212245125122020416212122451251221204162121225512512222041621212245125122320416212122451251224204162121224512512252041621212245115112620406112122451151127214061120224511511282140611202245115112922406112022351151130234061120223511511

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 612102232463144287151423220722024331142571211373203217239301416704924420021523829941169876451972132372974066936936193210236297401688688719020823429539768468481852042292893926806809181201225285388675675101781982212803846716711117419521727638066766712170191213272376663663131671882092683726596591416318420526536865565515160181202261364652652161561771982573616486481715317419525435764564518150171192251354642642191471681892483516396392014416518624534863663621141162183242346633633 221381591802393436306302313515617723634062762724132153174234337624624251291511722313346216212612714816922833161961927124145166225329616616281221431642233266146142911914016122132461161130117138159218322609609 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 618254710023552212652825471002355221013310285096233520823412325495233520681516385997233521571618426395234521521719446390234522522818436289234522522919456492234522522102148679623452252211235068992345225221224526910023452252213265470100234522522142655711002345225221526557110023452252216265571100234521521172655711002345215211826557110023452152119265571100234521521202655711002345225222126557110023452252222265571100234522522232655711002345225222426557110023452252225265571100234521521 2626557110023452152127265571100233521521282655711002335205202926557110023352052030265571100232520520 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 610414821964841179215138119548295132513741904777774261576188475644546197818747554265722821874744747592485187474474879238418647447497102383186474474108102483186474474119112483187474474129112483187474474131013248318747447414111425841874744741512142584187475475161315268418847547517131527851884754751814172885189476476191517298618947647620151830861904774772116183287190477477221619338719047847823182034871914784782419213587191478478251922368719147847826202237871914784782720233887191478478282123408719147847829212441871904784783022244287190478478 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 612142041158303312322142041158344234031142346153359177442152550151359137453172952151350109164203155151337885762233571513217338623346015130561696243662151287525106253764151271452117253865151254392127253865151244343137263865151244303147263865151244268157264065151244244167264265151244244177264465151244244187264765151244244197264965151244244208265265151244244218265465151244244229265665151244244239265965151244244249266165151244244251026646515124424426102666671512442442711266968151244244281126717015124424429112674721512442443012267673151244244

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 611426325317031932972152734551713582450 315273659166372184841428386316437114275142941641633611130615314266162347916716334367161330757815334469160313636915334571160295541101533467315927746511153346731592604041214334573158251353131432457215825131114133244711572502751513314471157250250161231447115624924917123145711562492491812314871156249249191231517115624924920133153711572502502113315571157250250221332587115725025023133260711572502502413326371157250250251332657115725025026133268711572502502713327071157250250281331737115725025029133175731572502503013317775157250250 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 612142041158303312222142041158344234031142246153359177341152550151359137452172852151350109164203155151337885 752233571513217338523345915130561696243562151287525106253764151270452117253865151254392127253865151244343137253865151244303147253865151244268157254065151244244167254265151244244177254465151244244187254765151244244197254965151244244208255265151244244218255465151244244229255665151244244239255965151244244249256165151244244251025646515124424426102566671512442442711256968151244244281125717015124424429112574721512442443012267673151244244 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 617587931142313533686271839011122839427223738694118225405203747185951202214001561570859712021938712296708697121217371991770879712221535281686987971232143326839698798125213313581 106684961242103034991164829512220830143312638194121207300379136281931202062993331462809312020629929915618092120205299299166180921192052982981761799211920529829818607991118204297297195978901182032972972059789011720329629621587789117202295295225776881162012952952357758811520029429424567487114200293293255573861131982922922654728511219729129127527183111196290290285170821101952882882950698110919428728730496881108193286286 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 61618254616230431282719264716434523443821295316035917754922335715835913755102536591583501091611273862158337886713294064158321733812304166158304616912304269157287524101231437015727045111133143711572543921213314471157250343 131331447115725030314133144711572502681513314471157250250161331447115725025017133245711572502501813324772157250250191432497215725125120143352721582512512114335573158252252221533567315925225223153359731592522522415336173159252252251533647315925225226153366731592522522715336973159252252281533717315925225229153374731582522523014337675158251251 3.6 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 611131940157303312021131940157344233831132245152359177241142549150359137352162851150350109063193054150337885752132561503217328522335915030461595233561150287524106243663150270451116243764150254392126253764150243343136253764150243302146253764150243268156254064150243243166254264150243243176254464150243243

186254764150243243197254964150243243208255264150243243218255464150243243229255664150243243239255964150243243249256164150243243251025646515024324326102566671502432432711256968150243243281125717015024324329112574721502432433012267673150243243 3.7 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 61010224417630831772010224417634923783110234917136418024113265416836413965216285816735511076218325916634189874213660165325742862437591643086249930425816329053110113442581622734571110334257161257397129324257160253347138314258160253306148314358159252271159314358158251251169314458157250250179314558156249249189314858156249249199314958156249249209315258156249249219325558156249249 229325760156249249239325961155248248249326163154248248251032646515424724726103266671532462462711326969153246246281132717115224524529113274731522452453012327675151244244 3.8 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 618092981192363313282278909711823536324743779098122229380188347589991242253811463574891001242223721163674901011252213599447739010012521934378287189100125217325657970889912621530856010698799127213306482116886991262123054191266859712521030436613658496123209302322146482951222083013011562819312120629929916618092120205298298176079911192042972971859789011820329629619597790117202296296205876891162022952952157758811520129429422567487114200293293235573861131992922922454728511219829129125527183111196290290 2651708211019528828827506981109194287287284968801081932862862948677910619228528530476680105191284284 3.9 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 6152657192209314324725264709120835824383516472962033741852450647499200374143755065769919836611416506577101197352927750677710219533676784966771031943196459486677104193301549104765781051922854731147657710519128441112466477104190283359134564761041892823161445637610318928228215446375103188281281164362741021872802801743617410118728028018426173101186279279194260731001862792792042607310018627927921416072100185278278224160729918527827823405971991842772772440587198184277277253958709718327627626385769971822752752738567296182275275283756749518127427429365576951802732733035547994179273273 3.10 Króna Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6186981051262433373364286981051262423692523384971051292363841911483971071312323831478583981091332313731170684100111135231358946785102112137231340780885103114139231324653986104115142231324555108610511714423132447611861051171452303244131286104117144230323361138510311614322932232214841021151422283213211583101114141227320320168210011314022631931917819911213922531831818809811113822331731719789710913722231631620779610813622131431421769510713522031331322759310613321931231223739210413221731031024729010313021630930925708910112921430730726698710012721330630627678698126211304304286684971242103033032964839512320830130130638194121207300300

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 6127394566183304312922739466718434523463263947711783601779 42539497417536013785264052751743511094626425378173338888727445479172322735826445580172305618926445682171288526102644578417027145311254456841702633931225435683169262344132443558316826130314244255821682612691523425482167260260162341548116726026017224153811662592591822415380166259259192241538016625925920224153801662592592122415580166259259222241568016625925923224059801662592592422406180166259259252140648016525825826214066791652582582721396979165258258282139717916425825829203974791642572573020387678164257257 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 6100423140297304720162414033722863119291363521735413123313335313465141535134345107062417381343328697262040134316719 827224213430060594724451342835161049274713426644411493049134250386124103248133235338135113448134227298145113748134227264156133947133226235166134146132225225176154449132225225186154750132225225197164852132225225207175154133226226218185357133226226229195658133226226239205960133226226249206062133226226251022636313422622626102265651342262262710236867135226226281124706913722622629112572711382252253012267573139225225 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 61405258791963043132240525980196346234933952608419136117824395363871883611381539546588187353109864055669118634089274057689218632473984057689318530862293957699518429153010395769971832764571138576997182276397 1238566996182275347133756689618127430614375568951812742741536556794180273273163554669417927227217355466931792722721834536593178272272193453659217827127120345265921782712712134526592177271271223352649117727027023335164911762702702432506390176269269253150649017526826826304967891742672672730486988174267267282947718717326626629284774871722652653027467786171265265 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 611224315216929630442162834551723372283318313963170352173342135456917035213465233849731713451070623395074170332870728445579173317721827445581172301607928465784173284517103048608717426844611314962891752683881232506390176269340133251639117626929914335164911762702701533516491177270270 163251639117626926917335164911762702701832516390176269269193250639017626926920325063901762692692132506390176269269223250639017626926923315062901752682682431506289175268268253049648917426826826304966881742672672729486988173267267282948718717326626629284774871722652653028477686172265265 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 6114263253170307316321527335417134823673152836601673621789416293964165361138451631426616535210976183445691653388907193646711653237378193748731653066199203849761652895271020395178165272454112139527916525839512213952791652583451321405279165258304142140527916525826915214052791652582581621395279165258258172139527916525825818213952791652582581921395279165258258

20213952791652582582121395579165258258222039567916425825823203959781642572572420386178164257257251938647716325625626193766771632562562718376977162255255281836717616225525529173674761612542543017367675161254254 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 6148606788205322332825062699020736224783526574972043761872453677710220337514465557081105203365114565773841082043519287587586110204334766858768711220431664395977881152042985471059779011720329747111597890117203296409125977901172032963571358778911620229531514577688116201294294155775881152002942941656748711420029329317557486114199292292185573861131992922921954738511219829129120537284112197291291215371841111972902902252718311019628928923517082109195288288 24506981109194287287254968801081932862862648677910719228528527476678106191284284284665771051902832832946647710418928328330456379103189282282 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 617991981192353353475284961031242403822625385981061302374011999485991091342354021554589103115138237394123669110711814223838010047931101201452393638328951121231492403457009961141251522413345961097115127154241334513119711512715524133444612961141271542403333901395113126153239332343149311212415223733033015921111231502363293291691109122149235328328178910812014823332632618881071191462323253251987105118145231324324208510411614422932232221841021151422283213212282101113141226319319238099112139224318318247997110137223316316257796108135221314314267594106134219312312277492105132218311311 287291103130216309309297089101129214307307306987100127213306306 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 61820264716430631522102229501673472357312253357164362178741427386216336213865163042651643531100617334469164340893719364671165324739819374873165307622920384976165290530102038517816427345611203951791642573961220395178164257347132038517816325730514193850771632562701518374977162255255161836497616225525517173648761612542541817364876161254254191736507516125425420173652761612542542117365576161255255221736577616125525523173659761612542542417366276161254254251736647516125425426173567751612542542717356975161254254281635717516025325329163574751602532533016357775160253253 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 6190102108129246341330829110311013124736424863911041121362433811889492105116140241381146659310711914224137311656941101211452413599467951121221472403437838951121231492403336599951131241512403335611094112124152238331483119311112415123733042012911101221492353283671389108120148233326326148810611914623232532515861051171442303233231684103115143228321321178310111414122732032018811001121402253183181980991111382243173172079981101372233163162178971091362223153152277951081352213143142376941071342203133132474931051332183113112573921041322173103102672911031302163093092771891021292153083082870881011282143073072968879912721230630630678698126211304304

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 613043163223434605553550283951021232393822627385981061292363941975 4871001111352363931524589103115138237383120769110611814223836897879310912014423835180889311112214723933267999411212315023933257810941131251522393324971194113125153239332431129511312615323933237713951141261532393323321495114126154239332332159611512715424033333316971161281552413343341798116129156242335335189911713015724333633619991181301582433363362010011813115824433733721100118131158244337337229911813015824333633623991171301572433363362498116129156242335335259611512815524033433426951141261542393323322794112125152238331331289211112315123632932929911101221492353283283089108120148233327327 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 610613341512923000206133415033222503161538145347170941717411423481326518194314134010546210214514132785772112246140312709 8211224813929659794112450138279509104122751138263438114122952138247381124123152138232333135133452138231294145133753138231261156133853138232232166134153139232232176154454139232232186154554140233233197164855141234234207175156141235235218185357142235235229185558143236236239205860143237237249206061144237237251022636314423723726102265651452382382710236867145238238281124706914523823829112572711452382383012267573146239239 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 61465865862033123215247596687203353240534659689119836718204466070941953671409546617296195358111864763749819434590774864759919332875084765761011923116319476576103192294537104665771041912844621145647610418928240212446275102188281351 13436174101187280310144160721001852782781540597199184277277163958709718327627617385769961822752751837566895181274274193655679518027327320365567941802732732135546694179273273223553669317927227223345365931782712712434526592177271271253351659117727027026325168911762692692731507090175269269283149738917526826829304975891742672673030487788173267267 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 6110912112814926536033652110123129150267369252331121251331572643851916411312713716226338614885115130141165263378118461171331441682643669647119136146170264357800811913614717326435767491191371491752643575751011913715017726335749611118137149177263356432121171361481762613543781311613514717426035335314114133145173258351351151131311441712563503501611012914116925434734717109127140167252346346 181071251381652513443441910512313616324934234220103122134162247340340211011201321602453393392210011813115824433733723981161291562423353352496115127154240333333259411312515223833133126921111231512363293292790109121149234327327288910712014723332632629871061181452313243243085104116144229322322

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 6116317518120231941435872171183190211328422267831751881972203274222035417719120122632742015825179193205228327420125961791952062303264191024718019720723232541884981791962072333244177149178196208235323416609101781962082353224155251117619520723532041445612174193205233318411411131721902032303164094091416918720022731340640615166185197224310403403161631821942213074004001716017919121830439739718157176188216301394394191541731852132983913912015117018221029538838821148167179207292385385 221451641762042893823822314216117320128637937924139158170198283376376251361551671952803733732613315216419227737037027130149161189274367367281271461581862713643642912514315618326936236230122141153180266359359 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 6127394667183298306222840466718433923023284149721793551751428415276177356136152843547817734910826294556801763368807304757821753217298294758831743046149294758851742875231029475986173271451112847598717226639212284659861722653431327465886171264302142746588517126426815274558851712642641627455885171264264172745588517126426418274558851712642641927465885171264264202746588617126426421274658861712642642227465885171264264232746598517126426424274562851712642642526456485170263263 26264567841702632632726446984170263263282544718416926226229254474831692622623025437683169262262 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 612537436418130030882273945661833432328328414973180359177242943537817836013775314657811793531096633496084180340891735516286180325738835526389180308622936536592180291530103655679418127445711375668951812743971237566896181274348133756689618127530614375668961812742741537566896181274274163756689518127427417375668961812742741837566896181274274193856699618127527520385669961822752752138576996182275275223856699618227527523385669961822752752437566896181274274253755689518127427426365568951802732732736547094180273273283554739317927227229345375931782722723034527792178271271 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 611231351411622793743452212113314016127837825943120133141165272396197241191331431682693971531512013414616926838812186120136147171267375990712013714817226635982081201371481742653586909119137149175264357588101191371501772633575061111913715017726335644012118136149176262355385131171351481752613543541411513414617425935235215113132144172257350350161111301421702553493491710912814016725334634618107126138165251344344191051241361632493423422010312113416124734034021101119132159245338338229811712915724233633623961151271552403333332494113125152238331331259211012315023632932926901081211482343273272788106119146231325325288510411714422932332329831021151422273213213082100113140225319319

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 610915361533033119201117381553442335311221441513591771 41142549150359137352172852151350109164203155151337885762333581513227338624356015130561696243663151288525107253764151271452117253865151254392126253865150244344136253765150243303146253764150243268156244064150243243166244264149243243176244564150243243186244764150243243197244964150243243208255265150243243218255565151244244229265665151244244239265966151244244249266166151244244251026646615124524526102666671522452452711266969152245245281126717015224524529112674721522452453012277675152245245 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 613143497018730431252314350711873442340330435175182359177542943537717835913765294455781773511093631475882178338887730465781175322734 833506187178305617932506288177288526102846588517227145311244255821682613931221395279165258344131837497716225530314173548751602542681515344674159252252161432457215825125117133245711572502501812314771156249249191231497015624924920123152701562492492112315470156249249221231567015624924923123159701562492492412306170156249249251230647015624924926113066701552492492711306970155248248281130717015524824829113074721552482483012307673155248248 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 61206218225245362457360822022142212423594542687319721021924234944420324193207217241342436157151892042152383374301244618620121223733242610087183199210234328421832817919620723232441769891751932042313204135931017118920222931540951011167186198226311404442 12163182194222307400400131591781902183033963961415517418621429939339315152170183210296389389161481671792072923853851714516417620328938238218142160173200286379379191391571701972833763762013615516719428037337321133152164191277370370221301491611892743673672312714615818627136436424124143155183268362362251221401531802663593592611913815017726335635627116135147175260353353281141321451722583513512911113014217025534834830109128140167253346346 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 61014255016930931852014255016934923743117285516536217944120316016436213895323366616535311026627396816533989478314270166324739811344574166306621913374976166289529101439517716627245511154152781662593951215425479166259346131643558016625930514174455801662592701517445580166259259 161744558016525825817174455801652592591817445580165259259191744558016625925920174455801662592592117445580166259259221744568016625925923174459801662592592417446180166259259251744648016525925926174466801652582582717446980165258258281744718016525825829174474801642572573017447680164257257

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 610041413128829552016131293282218311816123343168541311191203441308514132111933610406241623118324846726192611830970182621291182935909472430118277503104927331182614331149283511824537712493137118230330134113439118216291145113642119212258156133843119212230166134145119212212176154347120213213186154550120213213197164851121214214207175154123214214 217185255125215215229185557126215215239205759128215215249206061129215215251021616313021521526102264651322152152710236666133215215281124696813421521529112571701352152153012257371137215215

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria20EuroBelgium20EuroCyprus20EuroEstonia20EuroFinland20EuroFrance20EuroGermany20EuroGreece20EuroIreland20EuroItaly20EuroLatvia20EuroLithuania20EuroLuxembourg20EuroMalta20EuroNetherlands20EuroPortugal20EuroSlovakia20EuroSlovenia20EuroSpain20Czech korunaCzech Republic16Danish kroneDenmark26ForintHungary17KronaSweden-1EuroCroatia20LevBulgaria17Pound sterlingUnited Kingdom21Romanian leuRomania17ZlotyPoland16KrónaIceland54Norwegian kroneNorway10Swiss francLiechtenstein-3Swiss francSwitzerland-3Australian dollarAustralia-2Canadian dollarCanada9Renminbi-yuanChina8Hong Kong dollarHong Kong2US dollarUnited States57YenJapan-0