Commission Implementing Regulation (EU) 2023/2574of 20 November 2023laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 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)

Commission Implementing Regulation (EU) 2023/2574 of 20 November 2023 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2023 until 30 December 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 reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 October 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2023 market data. That information was published on 6 October 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 30 September 2023 until 30 December 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 30 September 2023. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 20 November 2023. For the Commission The President Ursula von der Leyen

Annex

ANNEX I Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Term to maturity (in years)EuroCzech korunaDanish kroneForintKronaLev14,047 %6,425 %4,037 %8,681 %4,055 %3,997 %23,701 %5,204 %3,691 %8,359 %3,907 %3,651 %33,468 %4,719 %3,458 %8,049 %3,701 %3,418 %43,352 %4,560 %3,342 %7,770 %3,552 %3,302 %53,292 %4,497 %3,282 %7,553 %3,457 %3,242 %63,263 %4,458 %3,253 %7,395 %3,401 %3,213 %73,254 %4,432 %3,244 %7,283 %3,368 %3,204 %83,257 %4,413 %3,247 %7,209 %3,348 %3,207 %93,267 %4,401 %3,257 %7,166 %3,337 %3,217 %103,283 %4,394 %3,273 %7,140 %3,332 %3,233 %113,312 %4,391 %3,302 %7,130 %3,331 %3,262 %123,314 %4,390 %3,304 %7,129 %3,333 %3,264 %133,320 %4,388 %3,310 %7,134 %3,336 %3,270 %143,328 %4,385 %3,318 %7,145 %3,340 %3,278 %153,329 %4,379 %3,319 %7,155 %3,344 %3,279 %163,314 %4,369 %3,304 %7,150 %3,349 %3,264 %173,290 %4,356 %3,280 %7,129 %3,353 %3,240 %183,263 %4,341 %3,253 %7,098 %3,357 %3,212 %193,235 %4,325 %3,225 %7,059 %3,362 %3,185 %203,211 %4,308 %3,201 %7,014 %3,365 %3,161 %213,192 %4,290 %3,182 %6,964 %3,369 %3,143 %223,178 %4,272 %3,168 %6,912 %3,372 %3,130 %233,167 %4,254 %3,158 %6,857 %3,375 %3,120 %243,160 %4,235 %3,151 %6,802 %3,378 %3,114 %253,155 %4,217 %3,146 %6,747 %3,381 %3,110 %263,152 %4,199 %3,143 %6,691 %3,384 %3,108 %273,151 %4,181 %3,142 %6,637 %3,386 %3,108 %283,151 %4,164 %3,142 %6,583 %3,388 %3,109 %293,152 %4,147 %3,143 %6,530 %3,390 %3,111 %303,153 %4,131 %3,145 %6,479 %3,392 %3,113 %313,156 %4,115 %3,148 %6,429 %3,394 %3,117 %323,159 %4,099 %3,151 %6,381 %3,396 %3,121 % 333,162 %4,084 %3,155 %6,334 %3,398 %3,125 %343,166 %4,070 %3,159 %6,289 %3,399 %3,130 %353,170 %4,056 %3,163 %6,245 %3,401 %3,135 %363,174 %4,042 %3,167 %6,203 %3,402 %3,140 %373,179 %4,029 %3,172 %6,162 %3,403 %3,145 %383,183 %4,016 %3,176 %6,123 %3,404 %3,150 %393,187 %4,004 %3,181 %6,085 %3,406 %3,155 %403,192 %3,992 %3,185 %6,049 %3,407 %3,160 %413,196 %3,980 %3,190 %6,014 %3,408 %3,166 %423,200 %3,969 %3,195 %5,980 %3,409 %3,171 %433,205 %3,958 %3,199 %5,948 %3,410 %3,176 %443,209 %3,948 %3,203 %5,917 %3,411 %3,181 %453,213 %3,938 %3,208 %5,887 %3,411 %3,185 %463,217 %3,928 %3,212 %5,858 %3,412 %3,190 %473,222 %3,919 %3,216 %5,830 %3,413 %3,195 %483,225 %3,910 %3,220 %5,803 %3,414 %3,199 %493,229 %3,901 %3,224 %5,778 %3,415 %3,204 %503,233 %3,892 %3,228 %5,753 %3,415 %3,208 %513,237 %3,884 %3,232 %5,729 %3,416 %3,212 %523,240 %3,876 %3,236 %5,706 %3,417 %3,216 %533,244 %3,869 %3,239 %5,683 %3,417 %3,220 %543,247 %3,861 %3,243 %5,662 %3,418 %3,224 %553,251 %3,854 %3,246 %5,641 %3,418 %3,228 %563,254 %3,847 %3,250 %5,621 %3,419 %3,232 %573,257 %3,841 %3,253 %5,601 %3,420 %3,235 %583,260 %3,834 %3,256 %5,582 %3,420 %3,239 %593,263 %3,828 %3,259 %5,564 %3,421 %3,242 %603,266 %3,822 %3,262 %5,546 %3,421 %3,245 %613,269 %3,816 %3,265 %5,529 %3,422 %3,248 %623,272 %3,810 %3,268 %5,513 %3,422 %3,251 %633,275 %3,804 %3,271 %5,497 %3,422 %3,255 %643,277 %3,799 %3,273 %5,481 %3,423 %3,257 %653,280 %3,794 %3,276 %5,466 %3,423 %3,260 %663,282 %3,788 %3,278 %5,452 %3,424 %3,263 %673,285 %3,783 %3,281 %5,437 %3,424 %3,266 %

683,287 %3,779 %3,283 %5,424 %3,425 %3,268 %693,289 %3,774 %3,286 %5,410 %3,425 %3,271 %703,292 %3,769 %3,288 %5,397 %3,425 %3,274 %713,294 %3,765 %3,290 %5,385 %3,426 %3,276 %723,296 %3,761 %3,292 %5,372 %3,426 %3,278 %733,298 %3,756 %3,294 %5,360 %3,426 %3,281 %743,300 %3,752 %3,297 %5,349 %3,427 %3,283 %753,302 %3,748 %3,299 %5,337 %3,427 %3,285 %763,304 %3,744 %3,301 %5,326 %3,427 %3,287 %773,306 %3,741 %3,302 %5,316 %3,427 %3,289 %783,308 %3,737 %3,304 %5,305 %3,428 %3,291 %793,309 %3,733 %3,306 %5,295 %3,428 %3,293 %803,311 %3,730 %3,308 %5,285 %3,428 %3,295 %813,313 %3,726 %3,310 %5,275 %3,429 %3,297 %823,314 %3,723 %3,311 %5,266 %3,429 %3,299 %833,316 %3,720 %3,313 %5,256 %3,429 %3,301 %843,318 %3,716 %3,315 %5,247 %3,429 %3,303 %853,319 %3,713 %3,316 %5,239 %3,430 %3,304 %863,321 %3,710 %3,318 %5,230 %3,430 %3,306 %873,322 %3,707 %3,319 %5,222 %3,430 %3,308 %883,324 %3,704 %3,321 %5,213 %3,430 %3,309 %893,325 %3,701 %3,322 %5,205 %3,431 %3,311 %903,326 %3,699 %3,324 %5,197 %3,431 %3,312 %913,328 %3,696 %3,325 %5,190 %3,431 %3,314 %923,329 %3,693 %3,326 %5,182 %3,431 %3,315 %933,330 %3,691 %3,328 %5,175 %3,431 %3,317 %943,332 %3,688 %3,329 %5,168 %3,432 %3,318 %953,333 %3,686 %3,330 %5,161 %3,432 %3,320 %963,334 %3,683 %3,331 %5,154 %3,432 %3,321 %973,335 %3,681 %3,333 %5,147 %3,432 %3,322 %983,336 %3,678 %3,334 %5,140 %3,432 %3,324 %993,338 %3,676 %3,335 %5,134 %3,432 %3,325 %1003,339 %3,674 %3,336 %5,127 %3,433 %3,326 %1013,340 %3,672 %3,337 %5,121 %3,433 %3,327 %1023,341 %3,669 %3,338 %5,115 %3,433 %3,329 % 1033,342 %3,667 %3,340 %5,109 %3,433 %3,330 %1043,343 %3,665 %3,341 %5,103 %3,433 %3,331 %1053,344 %3,663 %3,342 %5,098 %3,433 %3,332 %1063,345 %3,661 %3,343 %5,092 %3,434 %3,333 %1073,346 %3,659 %3,344 %5,086 %3,434 %3,334 %1083,347 %3,657 %3,345 %5,081 %3,434 %3,335 %1093,348 %3,655 %3,346 %5,076 %3,434 %3,336 %1103,349 %3,653 %3,347 %5,070 %3,434 %3,337 %1113,350 %3,652 %3,347 %5,065 %3,434 %3,338 %1123,351 %3,650 %3,348 %5,060 %3,435 %3,339 %1133,352 %3,648 %3,349 %5,055 %3,435 %3,340 %1143,352 %3,646 %3,350 %5,050 %3,435 %3,341 %1153,353 %3,645 %3,351 %5,045 %3,435 %3,342 %1163,354 %3,643 %3,352 %5,041 %3,435 %3,343 %1173,355 %3,641 %3,353 %5,036 %3,435 %3,344 %1183,356 %3,640 %3,354 %5,032 %3,435 %3,345 %1193,356 %3,638 %3,354 %5,027 %3,435 %3,346 %1203,357 %3,636 %3,355 %5,023 %3,436 %3,347 %1213,358 %3,635 %3,356 %5,018 %3,436 %3,348 %1223,359 %3,633 %3,357 %5,014 %3,436 %3,348 %1233,360 %3,632 %3,357 %5,010 %3,436 %3,349 %1243,360 %3,630 %3,358 %5,006 %3,436 %3,350 %1253,361 %3,629 %3,359 %5,002 %3,436 %3,351 %1263,362 %3,628 %3,360 %4,998 %3,436 %3,352 %1273,362 %3,626 %3,360 %4,994 %3,436 %3,352 %1283,363 %3,625 %3,361 %4,990 %3,436 %3,353 %1293,364 %3,623 %3,362 %4,986 %3,437 %3,354 %1303,364 %3,622 %3,362 %4,982 %3,437 %3,355 %1313,365 %3,621 %3,363 %4,979 %3,437 %3,355 %1323,366 %3,620 %3,364 %4,975 %3,437 %3,356 %1333,366 %3,618 %3,364 %4,971 %3,437 %3,357 %1343,367 %3,617 %3,365 %4,968 %3,437 %3,358 %1353,368 %3,616 %3,366 %4,964 %3,437 %3,358 %1363,368 %3,615 %3,366 %4,961 %3,437 %3,359 %1373,369 %3,613 %3,367 %4,958 %3,437 %3,360 %

1383,369 %3,612 %3,368 %4,954 %3,437 %3,360 %1393,370 %3,611 %3,368 %4,951 %3,438 %3,361 %1403,371 %3,610 %3,369 %4,948 %3,438 %3,361 %1413,371 %3,609 %3,369 %4,945 %3,438 %3,362 %1423,372 %3,608 %3,370 %4,941 %3,438 %3,363 %1433,372 %3,606 %3,370 %4,938 %3,438 %3,363 %1443,373 %3,605 %3,371 %4,935 %3,438 %3,364 %1453,373 %3,604 %3,371 %4,932 %3,438 %3,365 %1463,374 %3,603 %3,372 %4,929 %3,438 %3,365 %1473,374 %3,602 %3,373 %4,926 %3,438 %3,366 %1483,375 %3,601 %3,373 %4,924 %3,438 %3,366 %1493,375 %3,600 %3,374 %4,921 %3,438 %3,367 %1503,376 %3,599 %3,374 %4,918 %3,438 %3,367 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc15,438 %6,157 %4,770 %9,957 %4,887 %1,713 %25,153 %6,226 %4,842 %9,277 %4,767 %1,700 %34,888 %6,369 %4,941 %8,738 %4,585 %1,681 %44,703 %6,501 %5,058 %8,278 %4,416 %1,671 %54,564 %6,625 %5,200 %7,890 %4,290 %1,675 %64,461 %6,739 %5,352 %7,555 %4,211 %1,692 %74,389 %6,838 %5,494 %7,262 %4,160 %1,717 %84,341 %6,926 %5,610 %7,005 %4,125 %1,745 %94,313 %7,009 %5,692 %6,781 %4,099 %1,773 %104,300 %7,084 %5,737 %6,588 %4,076 %1,799 %114,296 %7,120 %5,753 %6,419 %4,055 %1,823 %124,295 %7,121 %5,748 %6,269 %4,036 %1,846 %134,296 %7,096 %5,728 %6,135 %4,017 %1,867 %144,296 %7,052 %5,698 %6,013 %4,000 %1,887 %154,295 %6,994 %5,660 %5,901 %3,983 %1,906 %164,292 %6,926 %5,616 %5,799 %3,967 %1,923 %174,288 %6,852 %5,569 %5,704 %3,952 %1,940 %184,282 %6,773 %5,520 %5,616 %3,937 %1,956 %194,275 %6,692 %5,469 %5,534 %3,923 %1,971 % 204,268 %6,609 %5,418 %5,458 %3,910 %1,985 %214,259 %6,526 %5,367 %5,386 %3,897 %1,999 %224,250 %6,443 %5,316 %5,319 %3,885 %2,011 %234,239 %6,361 %5,267 %5,256 %3,874 %2,024 %244,228 %6,281 %5,218 %5,196 %3,862 %2,035 %254,215 %6,203 %5,170 %5,140 %3,852 %2,047 %264,200 %6,127 %5,124 %5,087 %3,841 %2,057 %274,184 %6,053 %5,079 %5,037 %3,831 %2,067 %284,166 %5,981 %5,036 %4,989 %3,822 %2,077 %294,146 %5,912 %4,994 %4,944 %3,813 %2,087 %304,125 %5,846 %4,953 %4,901 %3,804 %2,096 %314,102 %5,782 %4,914 %4,860 %3,796 %2,104 %324,077 %5,720 %4,877 %4,822 %3,787 %2,113 %334,052 %5,661 %4,840 %4,785 %3,780 %2,120 %344,027 %5,604 %4,806 %4,750 %3,772 %2,128 %354,001 %5,550 %4,772 %4,716 %3,765 %2,135 %363,976 %5,497 %4,740 %4,684 %3,758 %2,142 %373,951 %5,447 %4,709 %4,653 %3,751 %2,149 %383,926 %5,399 %4,679 %4,624 %3,745 %2,156 %393,902 %5,353 %4,651 %4,596 %3,738 %2,162 %403,880 %5,308 %4,623 %4,569 %3,732 %2,168 %413,858 %5,266 %4,597 %4,544 %3,727 %2,174 %423,837 %5,225 %4,572 %4,519 %3,721 %2,180 %433,817 %5,185 %4,547 %4,496 %3,716 %2,185 %443,798 %5,147 %4,524 %4,473 %3,710 %2,190 %453,780 %5,111 %4,501 %4,451 %3,705 %2,195 %463,763 %5,076 %4,479 %4,430 %3,700 %2,200 %473,747 %5,042 %4,458 %4,410 %3,696 %2,205 %483,732 %5,010 %4,438 %4,391 %3,691 %2,210 %493,719 %4,979 %4,419 %4,372 %3,687 %2,214 %503,706 %4,949 %4,400 %4,354 %3,682 %2,218 %513,695 %4,920 %4,382 %4,337 %3,678 %2,222 %523,685 %4,892 %4,364 %4,320 %3,674 %2,226 %533,675 %4,865 %4,348 %4,304 %3,670 %2,230 %543,666 %4,839 %4,331 %4,289 %3,667 %2,234 %

553,658 %4,814 %4,315 %4,274 %3,663 %2,238 %563,651 %4,790 %4,300 %4,259 %3,659 %2,241 %573,644 %4,767 %4,286 %4,245 %3,656 %2,245 %583,638 %4,744 %4,271 %4,232 %3,653 %2,248 %593,632 %4,722 %4,258 %4,219 %3,649 %2,251 %603,626 %4,701 %4,244 %4,206 %3,646 %2,254 %613,621 %4,681 %4,231 %4,194 %3,643 %2,257 %623,616 %4,661 %4,219 %4,182 %3,640 %2,260 %633,612 %4,642 %4,207 %4,170 %3,637 %2,263 %643,608 %4,623 %4,195 %4,159 %3,634 %2,266 %653,604 %4,605 %4,184 %4,148 %3,632 %2,269 %663,600 %4,587 %4,172 %4,138 %3,629 %2,271 %673,597 %4,570 %4,162 %4,128 %3,627 %2,274 %683,594 %4,554 %4,151 %4,118 %3,624 %2,276 %693,591 %4,538 %4,141 %4,108 %3,622 %2,279 %703,588 %4,522 %4,131 %4,099 %3,619 %2,281 %713,585 %4,507 %4,122 %4,089 %3,617 %2,284 %723,582 %4,492 %4,112 %4,081 %3,615 %2,286 %733,580 %4,478 %4,103 %4,072 %3,612 %2,288 %743,578 %4,464 %4,095 %4,064 %3,610 %2,290 %753,575 %4,451 %4,086 %4,055 %3,608 %2,292 %763,573 %4,437 %4,078 %4,047 %3,606 %2,294 %773,571 %4,425 %4,069 %4,040 %3,604 %2,296 %783,569 %4,412 %4,061 %4,032 %3,602 %2,298 %793,567 %4,400 %4,054 %4,025 %3,600 %2,300 %803,566 %4,388 %4,046 %4,018 %3,598 %2,302 %813,564 %4,376 %4,039 %4,011 %3,597 %2,304 %823,562 %4,365 %4,032 %4,004 %3,595 %2,305 %833,561 %4,354 %4,025 %3,997 %3,593 %2,307 %843,559 %4,343 %4,018 %3,991 %3,591 %2,309 %853,558 %4,333 %4,011 %3,984 %3,590 %2,310 %863,556 %4,322 %4,004 %3,978 %3,588 %2,312 %873,555 %4,312 %3,998 %3,972 %3,587 %2,314 %883,554 %4,302 %3,992 %3,966 %3,585 %2,315 %893,552 %4,293 %3,986 %3,960 %3,584 %2,317 % 903,551 %4,283 %3,980 %3,954 %3,582 %2,318 %913,550 %4,274 %3,974 %3,949 %3,581 %2,320 %923,549 %4,265 %3,968 %3,944 %3,579 %2,321 %933,547 %4,256 %3,963 %3,938 %3,578 %2,322 %943,546 %4,248 %3,957 %3,933 %3,577 %2,324 %953,545 %4,239 %3,952 %3,928 %3,575 %2,325 %963,544 %4,231 %3,947 %3,923 %3,574 %2,326 %973,543 %4,223 %3,942 %3,918 %3,573 %2,328 %983,542 %4,215 %3,936 %3,913 %3,571 %2,329 %993,541 %4,207 %3,932 %3,909 %3,570 %2,330 %1003,540 %4,200 %3,927 %3,904 %3,569 %2,331 %1013,539 %4,192 %3,922 %3,899 %3,568 %2,332 %1023,538 %4,185 %3,917 %3,895 %3,567 %2,334 %1033,537 %4,178 %3,913 %3,891 %3,566 %2,335 %1043,537 %4,171 %3,908 %3,886 %3,564 %2,336 %1053,536 %4,164 %3,904 %3,882 %3,563 %2,337 %1063,535 %4,157 %3,900 %3,878 %3,562 %2,338 %1073,534 %4,150 %3,895 %3,874 %3,561 %2,339 %1083,533 %4,144 %3,891 %3,870 %3,560 %2,340 %1093,532 %4,138 %3,887 %3,866 %3,559 %2,341 %1103,532 %4,131 %3,883 %3,863 %3,558 %2,342 %1113,531 %4,125 %3,879 %3,859 %3,557 %2,343 %1123,530 %4,119 %3,876 %3,855 %3,556 %2,344 %1133,529 %4,113 %3,872 %3,852 %3,555 %2,345 %1143,529 %4,107 %3,868 %3,848 %3,554 %2,346 %1153,528 %4,102 %3,864 %3,845 %3,553 %2,347 %1163,527 %4,096 %3,861 %3,841 %3,553 %2,348 %1173,527 %4,090 %3,857 %3,838 %3,552 %2,348 %1183,526 %4,085 %3,854 %3,835 %3,551 %2,349 %1193,525 %4,080 %3,850 %3,831 %3,550 %2,350 %1203,525 %4,074 %3,847 %3,828 %3,549 %2,351 %1213,524 %4,069 %3,844 %3,825 %3,548 %2,352 %1223,524 %4,064 %3,841 %3,822 %3,548 %2,353 %1233,523 %4,059 %3,837 %3,819 %3,547 %2,353 %1243,522 %4,054 %3,834 %3,816 %3,546 %2,354 %

1253,522 %4,049 %3,831 %3,813 %3,545 %2,355 %1263,521 %4,045 %3,828 %3,810 %3,544 %2,356 %1273,521 %4,040 %3,825 %3,807 %3,544 %2,356 %1283,520 %4,035 %3,822 %3,804 %3,543 %2,357 %1293,520 %4,031 %3,819 %3,802 %3,542 %2,358 %1303,519 %4,026 %3,817 %3,799 %3,542 %2,359 %1313,518 %4,022 %3,814 %3,796 %3,541 %2,359 %1323,518 %4,017 %3,811 %3,794 %3,540 %2,360 %1333,517 %4,013 %3,808 %3,791 %3,539 %2,361 %1343,517 %4,009 %3,806 %3,789 %3,539 %2,361 %1353,516 %4,005 %3,803 %3,786 %3,538 %2,362 %1363,516 %4,001 %3,800 %3,784 %3,538 %2,363 %1373,515 %3,997 %3,798 %3,781 %3,537 %2,363 %1383,515 %3,993 %3,795 %3,779 %3,536 %2,364 %1393,515 %3,989 %3,793 %3,776 %3,536 %2,364 %1403,514 %3,985 %3,790 %3,774 %3,535 %2,365 %1413,514 %3,981 %3,788 %3,772 %3,534 %2,366 %1423,513 %3,977 %3,786 %3,769 %3,534 %2,366 %1433,513 %3,974 %3,783 %3,767 %3,533 %2,367 %1443,512 %3,970 %3,781 %3,765 %3,533 %2,367 %1453,512 %3,966 %3,779 %3,763 %3,532 %2,368 %1463,511 %3,963 %3,776 %3,761 %3,532 %2,369 %1473,511 %3,959 %3,774 %3,759 %3,531 %2,369 %1483,511 %3,956 %3,772 %3,757 %3,530 %2,370 %1493,510 %3,953 %3,770 %3,754 %3,530 %2,370 %1503,510 %3,949 %3,768 %3,752 %3,529 %2,371 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar14,473 %2,399 %5,382 %7,582 %10,196 %5,052 %24,453 %2,452 %5,173 %6,895 %10,452 %4,759 %34,380 %2,533 %4,865 %6,594 %10,691 %4,540 %44,345 %2,612 %4,605 %6,450 %10,904 %4,434 %54,387 %2,691 %4,425 %6,352 %11,083 %4,416 %64,450 %2,769 %4,334 %6,283 %11,238 %4,409 % 74,519 %2,843 %4,293 %6,233 %11,378 %4,397 %84,599 %2,915 %4,272 %6,197 %11,494 %4,379 %94,661 %2,988 %4,259 %6,169 %11,583 %4,362 %104,709 %3,059 %4,247 %6,141 %11,652 %4,353 %114,759 %3,138 %4,232 %6,109 %11,667 %4,354 %124,803 %3,222 %4,215 %6,073 %11,632 %4,361 %134,834 %3,303 %4,196 %6,034 %11,559 %4,370 %144,854 %3,377 %4,177 %5,995 %11,457 %4,376 %154,866 %3,441 %4,157 %5,955 %11,333 %4,378 %164,874 %3,493 %4,137 %5,915 %11,194 %4,376 %174,875 %3,535 %4,117 %5,875 %11,044 %4,369 %184,868 %3,569 %4,097 %5,836 %10,886 %4,358 %194,851 %3,595 %4,077 %5,799 %10,723 %4,345 %204,823 %3,616 %4,058 %5,762 %10,558 %4,331 %214,785 %3,633 %4,040 %5,726 %10,393 %4,315 %224,739 %3,646 %4,022 %5,691 %10,228 %4,298 %234,689 %3,656 %4,005 %5,658 %10,066 %4,281 %244,638 %3,664 %3,988 %5,625 %9,907 %4,263 %254,587 %3,669 %3,972 %5,594 %9,752 %4,246 %264,540 %3,673 %3,957 %5,564 %9,601 %4,228 %274,495 %3,676 %3,942 %5,535 %9,455 %4,210 %284,453 %3,677 %3,928 %5,507 %9,314 %4,193 %294,414 %3,677 %3,915 %5,481 %9,177 %4,176 %304,378 %3,677 %3,903 %5,455 %9,046 %4,159 %314,344 %3,676 %3,891 %5,431 %8,920 %4,143 %324,313 %3,674 %3,879 %5,407 %8,800 %4,127 %334,283 %3,672 %3,869 %5,384 %8,684 %4,112 %344,256 %3,670 %3,858 %5,362 %8,572 %4,097 %354,230 %3,668 %3,849 %5,341 %8,466 %4,082 %364,206 %3,665 %3,839 %5,321 %8,364 %4,068 %374,183 %3,662 %3,830 %5,302 %8,266 %4,054 %384,162 %3,659 %3,822 %5,283 %8,173 %4,041 %394,142 %3,656 %3,814 %5,265 %8,083 %4,028 %404,123 %3,653 %3,806 %5,248 %7,997 %4,016 %414,105 %3,650 %3,799 %5,232 %7,915 %4,004 %

424,088 %3,646 %3,791 %5,216 %7,836 %3,992 %434,072 %3,643 %3,784 %5,201 %7,760 %3,981 %444,056 %3,640 %3,778 %5,186 %7,688 %3,970 %454,042 %3,637 %3,771 %5,172 %7,618 %3,960 %464,028 %3,634 %3,765 %5,158 %7,551 %3,949 %474,015 %3,631 %3,759 %5,145 %7,487 %3,940 %484,002 %3,628 %3,754 %5,132 %7,425 %3,930 %493,990 %3,625 %3,748 %5,120 %7,366 %3,921 %503,978 %3,622 %3,743 %5,108 %7,309 %3,912 %513,967 %3,619 %3,737 %5,096 %7,254 %3,904 %523,957 %3,616 %3,732 %5,085 %7,201 %3,895 %533,946 %3,614 %3,728 %5,075 %7,150 %3,887 %543,937 %3,611 %3,723 %5,064 %7,101 %3,880 %553,927 %3,608 %3,718 %5,055 %7,053 %3,872 %563,918 %3,606 %3,714 %5,045 %7,007 %3,865 %573,910 %3,603 %3,710 %5,036 %6,963 %3,858 %583,901 %3,601 %3,706 %5,027 %6,920 %3,851 %593,893 %3,598 %3,702 %5,018 %6,879 %3,844 %603,886 %3,596 %3,698 %5,009 %6,839 %3,838 %613,878 %3,594 %3,694 %5,001 %6,801 %3,832 %623,871 %3,592 %3,690 %4,993 %6,763 %3,826 %633,864 %3,590 %3,687 %4,985 %6,727 %3,820 %643,857 %3,588 %3,683 %4,978 %6,692 %3,814 %653,851 %3,586 %3,680 %4,971 %6,658 %3,809 %663,845 %3,584 %3,676 %4,964 %6,625 %3,803 %673,838 %3,582 %3,673 %4,957 %6,593 %3,798 %683,833 %3,580 %3,670 %4,950 %6,562 %3,793 %693,827 %3,578 %3,667 %4,944 %6,532 %3,788 %703,821 %3,576 %3,664 %4,937 %6,503 %3,783 %713,816 %3,574 %3,661 %4,931 %6,474 %3,779 %723,811 %3,573 %3,659 %4,925 %6,447 %3,774 %733,806 %3,571 %3,656 %4,920 %6,420 %3,770 %743,801 %3,570 %3,653 %4,914 %6,394 %3,766 %753,796 %3,568 %3,651 %4,908 %6,368 %3,761 %763,791 %3,566 %3,648 %4,903 %6,343 %3,757 % 773,787 %3,565 %3,645 %4,898 %6,319 %3,753 %783,782 %3,564 %3,643 %4,893 %6,296 %3,749 %793,778 %3,562 %3,641 %4,888 %6,273 %3,746 %803,774 %3,561 %3,638 %4,883 %6,250 %3,742 %813,770 %3,559 %3,636 %4,878 %6,229 %3,738 %823,766 %3,558 %3,634 %4,874 %6,207 %3,735 %833,762 %3,557 %3,632 %4,869 %6,187 %3,731 %843,758 %3,556 %3,630 %4,865 %6,166 %3,728 %853,754 %3,554 %3,628 %4,860 %6,147 %3,725 %863,751 %3,553 %3,626 %4,856 %6,127 %3,722 %873,747 %3,552 %3,624 %4,852 %6,109 %3,719 %883,744 %3,551 %3,622 %4,848 %6,090 %3,716 %893,741 %3,550 %3,620 %4,844 %6,072 %3,713 %903,737 %3,549 %3,618 %4,840 %6,055 %3,710 %913,734 %3,547 %3,616 %4,837 %6,037 %3,707 %923,731 %3,546 %3,614 %4,833 %6,021 %3,704 %933,728 %3,545 %3,613 %4,829 %6,004 %3,701 %943,725 %3,544 %3,611 %4,826 %5,988 %3,699 %953,722 %3,543 %3,609 %4,822 %5,972 %3,696 %963,719 %3,542 %3,608 %4,819 %5,957 %3,693 %973,716 %3,541 %3,606 %4,816 %5,942 %3,691 %983,714 %3,541 %3,604 %4,813 %5,927 %3,688 %993,711 %3,540 %3,603 %4,809 %5,912 %3,686 %1003,708 %3,539 %3,601 %4,806 %5,898 %3,684 %1013,706 %3,538 %3,600 %4,803 %5,884 %3,681 %1023,703 %3,537 %3,599 %4,800 %5,871 %3,679 %1033,701 %3,536 %3,597 %4,797 %5,857 %3,677 %1043,698 %3,535 %3,596 %4,795 %5,844 %3,675 %1053,696 %3,534 %3,594 %4,792 %5,831 %3,673 %1063,694 %3,534 %3,593 %4,789 %5,818 %3,670 %1073,691 %3,533 %3,592 %4,786 %5,806 %3,668 %1083,689 %3,532 %3,590 %4,784 %5,794 %3,666 %1093,687 %3,531 %3,589 %4,781 %5,782 %3,664 %1103,685 %3,531 %3,588 %4,778 %5,770 %3,662 %1113,683 %3,530 %3,587 %4,776 %5,759 %3,660 %

1123,680 %3,529 %3,585 %4,773 %5,747 %3,659 %1133,678 %3,529 %3,584 %4,771 %5,736 %3,657 %1143,676 %3,528 %3,583 %4,769 %5,725 %3,655 %1153,674 %3,527 %3,582 %4,766 %5,715 %3,653 %1163,672 %3,526 %3,581 %4,764 %5,704 %3,651 %1173,671 %3,526 %3,580 %4,762 %5,694 %3,650 %1183,669 %3,525 %3,579 %4,760 %5,684 %3,648 %1193,667 %3,525 %3,577 %4,757 %5,674 %3,646 %1203,665 %3,524 %3,576 %4,755 %5,664 %3,645 %1213,663 %3,523 %3,575 %4,753 %5,654 %3,643 %1223,662 %3,523 %3,574 %4,751 %5,645 %3,641 %1233,660 %3,522 %3,573 %4,749 %5,635 %3,640 %1243,658 %3,522 %3,572 %4,747 %5,626 %3,638 %1253,656 %3,521 %3,571 %4,745 %5,617 %3,637 %1263,655 %3,520 %3,570 %4,743 %5,608 %3,635 %1273,653 %3,520 %3,569 %4,741 %5,599 %3,634 %1283,652 %3,519 %3,569 %4,739 %5,591 %3,633 %1293,650 %3,519 %3,568 %4,737 %5,582 %3,631 %1303,648 %3,518 %3,567 %4,736 %5,574 %3,630 %1313,647 %3,518 %3,566 %4,734 %5,566 %3,628 %1323,645 %3,517 %3,565 %4,732 %5,557 %3,627 %1333,644 %3,517 %3,564 %4,730 %5,549 %3,626 %1343,643 %3,516 %3,563 %4,729 %5,542 %3,624 %1353,641 %3,516 %3,562 %4,727 %5,534 %3,623 %1363,640 %3,515 %3,562 %4,725 %5,526 %3,622 %1373,638 %3,515 %3,561 %4,724 %5,519 %3,621 %1383,637 %3,514 %3,560 %4,722 %5,511 %3,619 %1393,636 %3,514 %3,559 %4,720 %5,504 %3,618 %1403,634 %3,513 %3,558 %4,719 %5,497 %3,617 %1413,633 %3,513 %3,558 %4,717 %5,490 %3,616 %1423,632 %3,512 %3,557 %4,716 %5,483 %3,615 %1433,630 %3,512 %3,556 %4,714 %5,476 %3,613 %1443,629 %3,512 %3,555 %4,713 %5,469 %3,612 %1453,628 %3,511 %3,555 %4,711 %5,462 %3,611 %1463,627 %3,511 %3,554 %4,710 %5,456 %3,610 % 1473,625 %3,510 %3,553 %4,708 %5,449 %3,609 %1483,624 %3,510 %3,553 %4,707 %5,443 %3,608 %1493,623 %3,510 %3,552 %4,706 %5,436 %3,607 %1503,622 %3,509 %3,551 %4,704 %5,430 %3,606 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal17,134 %11,834 %0,902 %5,929 %8,700 %10,847 %27,236 %10,991 %0,941 %5,670 %8,622 %10,485 %37,290 %10,354 %0,978 %5,405 %8,653 %10,682 %47,291 %9,975 %1,007 %5,229 %8,843 %10,953 %57,284 %9,785 %1,035 %5,128 %9,147 %11,196 %67,281 %9,716 %1,058 %5,081 %9,463 %11,401 %77,282 %9,706 %1,080 %5,068 %9,773 %11,585 %87,287 %9,712 %1,100 %5,067 %10,069 %11,725 %97,299 %9,712 %1,119 %5,076 %10,339 %11,841 %107,310 %9,689 %1,136 %5,094 %10,579 %11,939 %117,307 %9,635 %1,167 %5,121 %10,783 %11,980 %127,292 %9,556 %1,212 %5,154 %10,951 %11,967 %137,268 %9,459 %1,265 %5,188 %11,082 %11,913 %147,238 %9,351 %1,322 %5,220 %11,176 %11,828 %157,204 %9,234 %1,382 %5,249 %11,228 %11,720 %167,167 %9,112 %1,442 %5,273 %11,239 %11,594 %177,128 %8,987 %1,502 %5,292 %11,215 %11,457 %187,088 %8,861 %1,561 %5,304 %11,163 %11,311 %197,048 %8,736 %1,619 %5,308 %11,090 %11,159 %207,008 %8,612 %1,675 %5,304 %11,000 %11,005 %216,969 %8,490 %1,729 %5,292 %10,898 %10,849 %226,929 %8,371 %1,781 %5,272 %10,787 %10,694 %236,891 %8,256 %1,831 %5,248 %10,671 %10,540 %246,854 %8,143 %1,880 %5,220 %10,550 %10,389 %256,818 %8,035 %1,926 %5,188 %10,427 %10,242 %266,783 %7,930 %1,970 %5,155 %10,304 %10,098 %276,749 %7,830 %2,012 %5,120 %10,181 %9,959 %286,716 %7,733 %2,053 %5,085 %10,060 %9,824 %

296,684 %7,640 %2,091 %5,049 %9,942 %9,694 %306,653 %7,551 %2,128 %5,014 %9,825 %9,569 %316,624 %7,465 %2,164 %4,978 %9,712 %9,449 %326,595 %7,383 %2,198 %4,943 %9,603 %9,333 %336,568 %7,305 %2,230 %4,909 %9,497 %9,222 %346,542 %7,229 %2,261 %4,875 %9,394 %9,116 %356,516 %7,157 %2,291 %4,842 %9,296 %9,014 %366,492 %7,089 %2,319 %4,810 %9,200 %8,916 %376,469 %7,023 %2,346 %4,779 %9,109 %8,822 %386,446 %6,959 %2,373 %4,749 %9,021 %8,732 %396,424 %6,899 %2,398 %4,720 %8,936 %8,646 %406,404 %6,841 %2,422 %4,692 %8,855 %8,564 %416,383 %6,785 %2,445 %4,665 %8,777 %8,485 %426,364 %6,732 %2,467 %4,639 %8,702 %8,409 %436,346 %6,680 %2,488 %4,613 %8,630 %8,336 %446,328 %6,631 %2,509 %4,589 %8,561 %8,267 %456,310 %6,584 %2,528 %4,565 %8,494 %8,200 %466,294 %6,539 %2,547 %4,542 %8,431 %8,136 %476,278 %6,495 %2,566 %4,520 %8,369 %8,074 %486,262 %6,453 %2,583 %4,499 %8,310 %8,015 %496,248 %6,413 %2,600 %4,478 %8,253 %7,958 %506,233 %6,374 %2,616 %4,458 %8,199 %7,903 %516,219 %6,337 %2,632 %4,439 %8,146 %7,850 %526,206 %6,301 %2,647 %4,421 %8,095 %7,799 %536,193 %6,266 %2,662 %4,403 %8,046 %7,750 %546,181 %6,233 %2,676 %4,385 %7,999 %7,703 %556,169 %6,201 %2,690 %4,369 %7,953 %7,657 %566,157 %6,169 %2,703 %4,353 %7,910 %7,613 %576,146 %6,139 %2,716 %4,337 %7,867 %7,571 %586,135 %6,110 %2,728 %4,322 %7,826 %7,530 %596,124 %6,082 %2,740 %4,307 %7,787 %7,490 %606,114 %6,055 %2,752 %4,293 %7,748 %7,451 %616,104 %6,028 %2,763 %4,279 %7,711 %7,414 %626,094 %6,003 %2,774 %4,266 %7,675 %7,378 %636,085 %5,978 %2,785 %4,253 %7,640 %7,344 % 646,076 %5,954 %2,795 %4,241 %7,607 %7,310 %656,067 %5,931 %2,805 %4,229 %7,574 %7,277 %666,059 %5,909 %2,815 %4,217 %7,543 %7,245 %676,050 %5,887 %2,824 %4,205 %7,512 %7,215 %686,042 %5,866 %2,833 %4,194 %7,482 %7,185 %696,034 %5,845 %2,842 %4,184 %7,453 %7,156 %706,027 %5,825 %2,850 %4,173 %7,425 %7,128 %716,019 %5,805 %2,859 %4,163 %7,398 %7,100 %726,012 %5,787 %2,867 %4,153 %7,371 %7,074 %736,005 %5,768 %2,875 %4,143 %7,345 %7,048 %745,998 %5,750 %2,883 %4,134 %7,320 %7,023 %755,992 %5,733 %2,890 %4,125 %7,296 %6,998 %765,985 %5,716 %2,897 %4,116 %7,272 %6,974 %775,979 %5,699 %2,905 %4,107 %7,249 %6,951 %785,973 %5,683 %2,912 %4,099 %7,226 %6,929 %795,967 %5,668 %2,918 %4,091 %7,204 %6,907 %805,961 %5,652 %2,925 %4,083 %7,183 %6,885 %815,955 %5,637 %2,931 %4,075 %7,162 %6,864 %825,950 %5,623 %2,938 %4,067 %7,141 %6,844 %835,944 %5,609 %2,944 %4,060 %7,121 %6,824 %845,939 %5,595 %2,950 %4,052 %7,102 %6,804 %855,934 %5,581 %2,956 %4,045 %7,083 %6,785 %865,929 %5,568 %2,961 %4,038 %7,064 %6,767 %875,924 %5,555 %2,967 %4,032 %7,046 %6,748 %885,919 %5,542 %2,972 %4,025 %7,029 %6,731 %895,914 %5,530 %2,978 %4,019 %7,011 %6,713 %905,910 %5,518 %2,983 %4,012 %6,994 %6,696 %915,905 %5,506 %2,988 %4,006 %6,978 %6,680 %925,901 %5,495 %2,993 %4,000 %6,962 %6,664 %935,897 %5,483 %2,998 %3,994 %6,946 %6,648 %945,892 %5,472 %3,003 %3,988 %6,930 %6,632 %955,888 %5,462 %3,008 %3,983 %6,915 %6,617 %965,884 %5,451 %3,012 %3,977 %6,900 %6,602 %975,880 %5,441 %3,017 %3,972 %6,886 %6,588 %985,876 %5,430 %3,021 %3,966 %6,872 %6,574 %

995,873 %5,421 %3,025 %3,961 %6,858 %6,560 %1005,869 %5,411 %3,030 %3,956 %6,844 %6,546 %1015,865 %5,401 %3,034 %3,951 %6,831 %6,532 %1025,862 %5,392 %3,038 %3,946 %6,817 %6,519 %1035,858 %5,383 %3,042 %3,941 %6,805 %6,506 %1045,855 %5,374 %3,046 %3,936 %6,792 %6,494 %1055,851 %5,365 %3,050 %3,932 %6,780 %6,481 %1065,848 %5,356 %3,053 %3,927 %6,767 %6,469 %1075,845 %5,348 %3,057 %3,923 %6,755 %6,457 %1085,841 %5,339 %3,061 %3,918 %6,744 %6,446 %1095,838 %5,331 %3,064 %3,914 %6,732 %6,434 %1105,835 %5,323 %3,068 %3,910 %6,721 %6,423 %1115,832 %5,315 %3,071 %3,906 %6,710 %6,412 %1125,829 %5,307 %3,075 %3,902 %6,699 %6,401 %1135,826 %5,300 %3,078 %3,898 %6,688 %6,390 %1145,823 %5,292 %3,081 %3,894 %6,678 %6,380 %1155,821 %5,285 %3,084 %3,890 %6,668 %6,369 %1165,818 %5,278 %3,087 %3,886 %6,658 %6,359 %1175,815 %5,271 %3,091 %3,882 %6,648 %6,349 %1185,812 %5,264 %3,094 %3,879 %6,638 %6,339 %1195,810 %5,257 %3,097 %3,875 %6,628 %6,330 %1205,807 %5,250 %3,100 %3,871 %6,619 %6,320 %1215,805 %5,243 %3,102 %3,868 %6,609 %6,311 %1225,802 %5,237 %3,105 %3,864 %6,600 %6,302 %1235,800 %5,230 %3,108 %3,861 %6,591 %6,293 %1245,797 %5,224 %3,111 %3,858 %6,582 %6,284 %1255,795 %5,218 %3,114 %3,854 %6,574 %6,275 %1265,793 %5,212 %3,116 %3,851 %6,565 %6,267 %1275,790 %5,206 %3,119 %3,848 %6,557 %6,258 %1285,788 %5,200 %3,121 %3,845 %6,548 %6,250 %1295,786 %5,194 %3,124 %3,842 %6,540 %6,242 %1305,784 %5,188 %3,126 %3,839 %6,532 %6,234 %1315,781 %5,183 %3,129 %3,836 %6,524 %6,226 %1325,779 %5,177 %3,131 %3,833 %6,517 %6,218 %1335,777 %5,172 %3,134 %3,830 %6,509 %6,210 % 1345,775 %5,166 %3,136 %3,827 %6,501 %6,203 %1355,773 %5,161 %3,138 %3,824 %6,494 %6,195 %1365,771 %5,156 %3,141 %3,822 %6,487 %6,188 %1375,769 %5,150 %3,143 %3,819 %6,479 %6,181 %1385,767 %5,145 %3,145 %3,816 %6,472 %6,174 %1395,765 %5,140 %3,147 %3,814 %6,465 %6,167 %1405,763 %5,135 %3,150 %3,811 %6,458 %6,160 %1415,761 %5,130 %3,152 %3,808 %6,451 %6,153 %1425,760 %5,126 %3,154 %3,806 %6,445 %6,146 %1435,758 %5,121 %3,156 %3,803 %6,438 %6,139 %1445,756 %5,116 %3,158 %3,801 %6,431 %6,133 %1455,754 %5,112 %3,160 %3,799 %6,425 %6,126 %1465,752 %5,107 %3,162 %3,796 %6,419 %6,120 %1475,751 %5,103 %3,164 %3,794 %6,412 %6,114 %1485,749 %5,098 %3,166 %3,792 %6,406 %6,108 %1495,747 %5,094 %3,168 %3,789 %6,400 %6,101 %1505,746 %5,090 %3,170 %3,787 %6,394 %6,095 %Term to maturity (in years)Renminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean wonTurkish lira11,944 %3,246 %16,114 %3,726 %3,883 %27,489 %22,037 %3,386 %13,306 %3,623 %3,825 %29,315 %32,150 %3,530 %12,374 %3,541 %3,783 %29,547 %42,276 %3,647 %12,266 %3,516 %3,764 %29,305 %52,392 %3,744 %12,386 %3,511 %3,751 %28,874 %62,472 %3,821 %12,542 %3,508 %3,747 %28,379 %72,530 %3,880 %12,681 %3,504 %3,752 %27,878 %82,578 %3,927 %12,748 %3,500 %3,761 %27,362 %92,625 %3,968 %12,759 %3,496 %3,769 %26,832 %102,673 %4,004 %12,721 %3,493 %3,770 %26,338 %112,724 %4,041 %12,651 %3,490 %3,763 %25,878 %122,777 %4,080 %12,566 %3,488 %3,749 %25,438 %132,831 %4,120 %12,475 %3,486 %3,732 %25,009 %142,884 %4,162 %12,372 %3,484 %3,712 %24,583 %152,936 %4,207 %12,248 %3,483 %3,692 %24,158 %

162,987 %4,255 %12,107 %3,481 %3,672 %23,730 %173,036 %4,303 %11,953 %3,480 %3,652 %23,297 %183,083 %4,347 %11,791 %3,479 %3,634 %22,861 %193,128 %4,386 %11,623 %3,478 %3,617 %22,421 %203,171 %4,416 %11,452 %3,477 %3,602 %21,978 %213,213 %4,436 %11,280 %3,476 %3,588 %21,535 %223,252 %4,447 %11,109 %3,475 %3,576 %21,094 %233,290 %4,452 %10,940 %3,474 %3,566 %20,656 %243,326 %4,451 %10,773 %3,474 %3,556 %20,223 %253,361 %4,446 %10,611 %3,473 %3,548 %19,798 %263,394 %4,437 %10,453 %3,472 %3,541 %19,381 %273,425 %4,426 %10,300 %3,472 %3,534 %18,976 %283,455 %4,413 %10,152 %3,471 %3,528 %18,582 %293,484 %4,398 %10,009 %3,470 %3,523 %18,200 %303,511 %4,382 %9,872 %3,470 %3,518 %17,832 %313,537 %4,366 %9,739 %3,469 %3,513 %17,478 %323,563 %4,349 %9,612 %3,469 %3,509 %17,137 %333,587 %4,332 %9,491 %3,469 %3,506 %16,810 %343,610 %4,314 %9,374 %3,468 %3,502 %16,496 %353,632 %4,297 %9,262 %3,468 %3,499 %16,196 %363,653 %4,279 %9,155 %3,467 %3,497 %15,909 %373,673 %4,262 %9,052 %3,467 %3,494 %15,634 %383,692 %4,246 %8,954 %3,467 %3,492 %15,372 %393,711 %4,229 %8,860 %3,466 %3,490 %15,121 %403,729 %4,213 %8,769 %3,466 %3,488 %14,880 %413,746 %4,197 %8,683 %3,466 %3,486 %14,651 %423,762 %4,182 %8,600 %3,465 %3,484 %14,431 %433,778 %4,167 %8,520 %3,465 %3,483 %14,221 %443,793 %4,153 %8,444 %3,465 %3,481 %14,020 %453,808 %4,139 %8,371 %3,464 %3,480 %13,827 %463,822 %4,125 %8,301 %3,464 %3,479 %13,643 %473,836 %4,112 %8,233 %3,464 %3,478 %13,466 %483,849 %4,099 %8,169 %3,464 %3,477 %13,296 %493,861 %4,087 %8,106 %3,463 %3,476 %13,133 %503,874 %4,075 %8,046 %3,463 %3,475 %12,976 % 513,885 %4,063 %7,989 %3,463 %3,474 %12,826 %523,897 %4,052 %7,933 %3,463 %3,473 %12,681 %533,908 %4,041 %7,879 %3,463 %3,472 %12,542 %543,918 %4,031 %7,828 %3,462 %3,472 %12,408 %553,928 %4,020 %7,778 %3,462 %3,471 %12,279 %563,938 %4,010 %7,730 %3,462 %3,470 %12,155 %573,948 %4,001 %7,684 %3,462 %3,470 %12,035 %583,957 %3,992 %7,639 %3,462 %3,469 %11,919 %593,966 %3,983 %7,595 %3,461 %3,469 %11,808 %603,975 %3,974 %7,554 %3,461 %3,468 %11,700 %613,983 %3,965 %7,513 %3,461 %3,468 %11,595 %623,991 %3,957 %7,474 %3,461 %3,467 %11,494 %633,999 %3,949 %7,436 %3,461 %3,467 %11,397 %644,007 %3,942 %7,399 %3,461 %3,466 %11,302 %654,014 %3,934 %7,363 %3,460 %3,466 %11,211 %664,022 %3,927 %7,329 %3,460 %3,466 %11,122 %674,029 %3,920 %7,295 %3,460 %3,465 %11,036 %684,036 %3,913 %7,263 %3,460 %3,465 %10,952 %694,042 %3,906 %7,231 %3,460 %3,465 %10,872 %704,049 %3,900 %7,200 %3,460 %3,464 %10,793 %714,055 %3,893 %7,171 %3,460 %3,464 %10,717 %724,061 %3,887 %7,142 %3,460 %3,464 %10,642 %734,067 %3,881 %7,113 %3,459 %3,464 %10,570 %744,073 %3,876 %7,086 %3,459 %3,463 %10,500 %754,078 %3,870 %7,059 %3,459 %3,463 %10,432 %764,084 %3,864 %7,033 %3,459 %3,463 %10,366 %774,089 %3,859 %7,008 %3,459 %3,463 %10,301 %784,095 %3,854 %6,983 %3,459 %3,463 %10,238 %794,100 %3,849 %6,959 %3,459 %3,462 %10,177 %804,105 %3,844 %6,936 %3,459 %3,462 %10,117 %814,110 %3,839 %6,913 %3,459 %3,462 %10,059 %824,114 %3,834 %6,891 %3,458 %3,462 %10,002 %834,119 %3,829 %6,869 %3,458 %3,462 %9,947 %844,123 %3,825 %6,848 %3,458 %3,461 %9,893 %854,128 %3,820 %6,827 %3,458 %3,461 %9,840 %

864,132 %3,816 %6,807 %3,458 %3,461 %9,789 %874,136 %3,812 %6,787 %3,458 %3,461 %9,738 %884,140 %3,808 %6,768 %3,458 %3,461 %9,689 %894,144 %3,804 %6,749 %3,458 %3,461 %9,641 %904,148 %3,800 %6,730 %3,458 %3,461 %9,594 %914,152 %3,796 %6,712 %3,458 %3,460 %9,548 %924,156 %3,792 %6,695 %3,458 %3,460 %9,504 %934,160 %3,789 %6,677 %3,457 %3,460 %9,460 %944,163 %3,785 %6,660 %3,457 %3,460 %9,417 %954,167 %3,781 %6,644 %3,457 %3,460 %9,375 %964,170 %3,778 %6,628 %3,457 %3,460 %9,334 %974,174 %3,775 %6,612 %3,457 %3,460 %9,294 %984,177 %3,771 %6,596 %3,457 %3,460 %9,254 %994,180 %3,768 %6,581 %3,457 %3,459 %9,216 %1004,183 %3,765 %6,566 %3,457 %3,459 %9,178 %1014,187 %3,762 %6,551 %3,457 %3,459 %9,141 %1024,190 %3,759 %6,537 %3,457 %3,459 %9,105 %1034,193 %3,756 %6,523 %3,457 %3,459 %9,069 %1044,196 %3,753 %6,509 %3,457 %3,459 %9,034 %1054,199 %3,750 %6,496 %3,457 %3,459 %9,000 %1064,201 %3,747 %6,483 %3,457 %3,459 %8,966 %1074,204 %3,744 %6,470 %3,456 %3,459 %8,933 %1084,207 %3,741 %6,457 %3,456 %3,459 %8,901 %1094,210 %3,739 %6,444 %3,456 %3,459 %8,869 %1104,212 %3,736 %6,432 %3,456 %3,458 %8,838 %1114,215 %3,734 %6,420 %3,456 %3,458 %8,808 %1124,217 %3,731 %6,408 %3,456 %3,458 %8,778 %1134,220 %3,729 %6,396 %3,456 %3,458 %8,748 %1144,222 %3,726 %6,385 %3,456 %3,458 %8,719 %1154,225 %3,724 %6,374 %3,456 %3,458 %8,691 %1164,227 %3,721 %6,363 %3,456 %3,458 %8,663 %1174,229 %3,719 %6,352 %3,456 %3,458 %8,636 %1184,232 %3,717 %6,341 %3,456 %3,458 %8,609 %1194,234 %3,715 %6,331 %3,456 %3,458 %8,582 %1204,236 %3,712 %6,320 %3,456 %3,458 %8,556 % 1214,238 %3,710 %6,310 %3,456 %3,458 %8,530 %1224,240 %3,708 %6,300 %3,456 %3,458 %8,505 %1234,243 %3,706 %6,290 %3,456 %3,458 %8,481 %1244,245 %3,704 %6,281 %3,456 %3,457 %8,456 %1254,247 %3,702 %6,271 %3,456 %3,457 %8,432 %1264,249 %3,700 %6,262 %3,456 %3,457 %8,409 %1274,251 %3,698 %6,253 %3,455 %3,457 %8,385 %1284,253 %3,696 %6,244 %3,455 %3,457 %8,363 %1294,255 %3,694 %6,235 %3,455 %3,457 %8,340 %1304,256 %3,692 %6,226 %3,455 %3,457 %8,318 %1314,258 %3,690 %6,217 %3,455 %3,457 %8,296 %1324,260 %3,688 %6,209 %3,455 %3,457 %8,275 %1334,262 %3,687 %6,200 %3,455 %3,457 %8,254 %1344,264 %3,685 %6,192 %3,455 %3,457 %8,233 %1354,265 %3,683 %6,184 %3,455 %3,457 %8,212 %1364,267 %3,681 %6,176 %3,455 %3,457 %8,192 %1374,269 %3,680 %6,168 %3,455 %3,457 %8,172 %1384,271 %3,678 %6,160 %3,455 %3,457 %8,153 %1394,272 %3,676 %6,153 %3,455 %3,457 %8,133 %1404,274 %3,675 %6,145 %3,455 %3,457 %8,114 %1414,275 %3,673 %6,138 %3,455 %3,457 %8,095 %1424,277 %3,672 %6,130 %3,455 %3,457 %8,077 %1434,279 %3,670 %6,123 %3,455 %3,456 %8,059 %1444,280 %3,669 %6,116 %3,455 %3,456 %8,041 %1454,282 %3,667 %6,109 %3,455 %3,456 %8,023 %1464,283 %3,666 %6,102 %3,455 %3,456 %8,005 %1474,285 %3,664 %6,095 %3,455 %3,456 %7,988 %1484,286 %3,663 %6,088 %3,455 %3,456 %7,971 %1494,287 %3,661 %6,082 %3,455 %3,456 %7,954 %1504,289 %3,660 %6,075 %3,455 %3,456 %7,938 %Term to maturity (in years)US dollarYen15,437 %0,058 %24,956 %0,224 %34,622 %0,366 %44,449 %0,479 %

54,356 %0,579 %64,304 %0,677 %74,275 %0,770 %84,261 %0,852 %94,256 %0,927 %104,257 %1,000 %114,259 %1,048 %124,262 %1,093 %134,264 %1,155 %144,265 %1,224 %154,263 %1,288 %164,259 %1,341 %174,251 %1,384 %184,239 %1,420 %194,221 %1,451 %204,198 %1,478 %214,169 %1,502 %224,136 %1,523 %234,101 %1,540 %244,065 %1,552 %254,028 %1,559 %263,992 %1,561 %273,958 %1,561 %283,926 %1,562 %293,895 %1,566 %303,868 %1,575 %313,843 %1,590 %323,821 %1,610 %333,801 %1,633 %343,783 %1,659 %353,766 %1,687 %363,751 %1,716 %373,738 %1,747 %383,725 %1,777 %393,714 %1,808 %403,703 %1,839 % 413,694 %1,870 %423,685 %1,900 %433,677 %1,930 %443,669 %1,959 %453,662 %1,988 %463,655 %2,016 %473,649 %2,043 %483,644 %2,070 %493,638 %2,096 %503,633 %2,121 %513,628 %2,146 %523,624 %2,170 %533,620 %2,193 %543,616 %2,216 %553,612 %2,238 %563,608 %2,259 %573,605 %2,280 %583,602 %2,300 %593,599 %2,319 %603,596 %2,338 %613,593 %2,357 %623,590 %2,375 %633,588 %2,392 %643,585 %2,409 %653,583 %2,425 %663,581 %2,441 %673,579 %2,457 %683,577 %2,472 %693,575 %2,486 %703,573 %2,501 %713,571 %2,514 %723,569 %2,528 %733,567 %2,541 %743,566 %2,554 %753,564 %2,566 % 763,562 %2,579 %773,561 %2,590 %783,559 %2,602 %793,558 %2,613 %803,556 %2,624 %813,555 %2,635 %823,554 %2,645 %833,552 %2,656 %843,551 %2,666 %853,550 %2,675 %863,549 %2,685 %873,548 %2,694 %883,547 %2,703 %893,545 %2,712 %903,544 %2,721 %913,543 %2,729 %923,542 %2,738 %933,541 %2,746 %943,540 %2,754 %953,539 %2,762 %963,538 %2,769 %973,537 %2,777 %983,537 %2,784 %993,536 %2,792 %1003,535 %2,799 %1013,534 %2,805 %1023,533 %2,812 %1033,532 %2,819 %1043,531 %2,825 %1053,531 %2,832 %1063,530 %2,838 %1073,529 %2,844 %1083,528 %2,850 %1093,528 %2,856 %1103,527 %2,862 % 1113,526 %2,868 %1123,526 %2,873 %1133,525 %2,879 %1143,524 %2,884 %1153,524 %2,890 %1163,523 %2,895 %1173,522 %2,900 %1183,522 %2,905 %1193,521 %2,910 %1203,521 %2,915 %1213,520 %2,920 %1223,519 %2,925 %1233,519 %2,929 %1243,518 %2,934 %1253,518 %2,938 %1263,517 %2,943 %1273,517 %2,947 %1283,516 %2,952 %1293,516 %2,956 %1303,515 %2,960 %1313,515 %2,964 %1323,514 %2,968 %1333,514 %2,972 %1343,513 %2,976 %1353,513 %2,980 %1363,512 %2,984 %1373,512 %2,988 %1383,511 %2,991 %1393,511 %2,995 %1403,510 %2,998 %1413,510 %3,002 %1423,510 %3,006 %1433,509 %3,009 %1443,509 %3,012 %1453,508 %3,016 % 1463,508 %3,019 %1473,508 %3,022 %1483,507 %3,026 %1493,507 %3,029 %1503,506 %3,032 %

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)AustriaBelgiumBulgariaCroatiaCzechiaCyprusDenmark10027502102003450350300405040040143524105024753440603505547071453584808255451048092656511460103758612460Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003434132000021541830000192420410001684225200015542363000153424740001504258501015532696020156127107030158427

Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland16340130421389018043181113021044211315022045231517023046251619024047271820025048291922026049302023127041032212412704Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom12181014400235151317900340171521130044118162615005441918291700647201932190074822213420008482322352200946242236230010462223362400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120 Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia116011010002181170100031722701000416333010005153350100061433801000713439010008147370100091553501000101353701010Duration (in years)MexicoNew ZealandRussiaSingaporeSouth AfricaSouth KoreaThailand18000781290001011031000012110411000131305110201415061105015150710070181508100110201509100160211501010016023150Duration (in years)TaiwanTürkiyeUnited 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 61619421092245061253261942109224506100637214310422050282049244610622050267851026511102195025706112854114219502502712305611721950250281231561162195025029133256115219502502101333561152195025021114345711521950250212143557115219502502131435571152195025021415365711521950250215153657115219502502161536571152195025021715365711521950250218153657115219502502191536571152195025022016365711521950250221163657115219502502221836571152195025022318365711521950250224193657115219502502252036571152195025022620365711521950250227213657115219502502282136571152195025022922365711521950250230233657115219502502 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 611932541212365181298220335512323852010323213557117234516838422375911923251569352238631222325145826234066126231513513723416712723051251282241661262295115119224166124229511511102242651242285105101122426512322851051012224264123227509509132142641222265085081421426312222650850815214263121225508508162041621212255075071720416212122550750718204162121225507507192041621212255075072021426312122550850821214263121226508508222142631222265085082321426312222650850824214263122226508508252142631222265085082621426312122650850827214263121226508508282242631212265085082923426312122550850830244263121225507507 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 61619411092245061253261941109224506100637214310422050281949244610621950167851026511092195015706112854114219501501712305611621950150181231561162195015019123256115219501501101333561152195015011114345711521950150112143557115219501501131435571152195015011414365711521950150115143657115219501501161436571152195015011714365711521950150118143657115219501501191536571152195015012016365711521950150121163657115219501501221836571152195015012318365711521950150124193657115219501501252036571152195015012620365711521950150127213657115219501501282136571152195015012922365711521950150130233657115219501501

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 618093115182297579134127689112179294576107838094115176293575878479941161772905727265789411917828857060967895121181286568568777951211812845665668769512017928356556597595119178282564564107393116174279561561117191114172277559559127091113171275558558137091112170275557557147091112170274557557156991112170274556556166990111169274556556176990111169273556556186889110169273555555196789110168272554554206788109167272554554216687108167271553553226587108166270552552236586107165269552552246485106164268551551256384105163267550550266283104162266548548276182103161265547547285981102160264546546295880101159263545545305779100158262544544 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 611023461132285101253212254711523051210093142850110227509822416315311322750968051734581172275095716183662121227509509719376312422650850881938631222265085089193862121226508508101939621212255075071119406212122550750712204162121225507507132041631212255075071420426312122550750715214263121225507507162042631212255075071721426312122650850818214263121226508508192142631222265085082022436412222750950921224364123227509509222244651232275095092323446512322750950924234465123227510510252344651232275105102623446512322750950927224465123227509509282244651232275095092922436412322750950930234364123227509509 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 6151841108223505125225184110822350510053720421032205028194823451062195016785925501092195015706102753113219501501711305511621950150181130551152195015019123155114219501501101232561142195015011113335611421950150112133456114219501501131435561142195015011414355611421950150115143556114219501501161435561142185015011714355611421850150118143556114218501501191535561142185015012016355611421850150121163556114219501501221835561142195015012318355611421950150124193556114219501501252035561142195015012620355611421950150127213556114219501501282135561142195015012922355611421950150130233556114219501501 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 617245113924252412792724511392425241028382652127239521837410285411923751969351230561102365185826143459104235517517716366098233516516818385992232515515920446287231514514102044618523151351311194359862305125121219436087229511511131943608722851051014194360872285105101519436087227509509161943608722650850817194460872255075071819446087224507507191944608722450650620194460872255075072119446087225507507221944608722450750723194460872245065062419446087223505505252044608722350550526204460872225045042721446087221504504282144608722150350329234460872205035033024446087220502502

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 618396119186301583129328295118185300582104438296118179295577854482971201802935757095829812218129157359768198124184289571571780981241842875695698789712218128556756797696120179283565565107696119178282564564117595118176281563563127495117175279561561137394115173278560560147293114172276558558157091112171275557557166990111170274556556176889110169273555555186788110168272554554196688109167271553553206687108166270553553216586107165270552552226485106164269551551236384105163267550550246283104162266548548256082103161265547547265980101160264546546275879100159263545545285778991582625445442956779815726154354330557697155260542542 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 61566992159274556126625669911592745561022357719215327055283645772951552685506945577398157267549585657741001602655475477577510116126454654685674991592635455459547498157261543543105474971562605425421154749715525954154112537496154259541541135374951542585405401453749515325753953915527394152257539539165172931522565385381751729315125553853818507192151255537537195071921502555375372050719215025453753721497091150254536536224970911492545365362348699014925353553524486990148252535535254768891472525345342646678814725153353327466788146250532532284566871452505325322944658614524953153130436485144248530530 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 619110312619330859013662901031261933085901094390104126187303585888490105127188301583733590107131190300582614691108134194299581581792110136196299581581892110136195299581581992111136194299581581109211213619429958158111931131361942985805801292113135193298580580139211313419229757957914911121331912965785781590111132190294577577168911013118929357657617881091301882925755751887108129187291573573198510712818629057257220841061271852895715712183104125184288570570228210312418228756956923801021231812855675672479100121179284566566257799120178282564564267697118176281563563277496117175279561561287394115173278560560297193114172276558558307091112170275557557 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 613144661342495311269231446713424953110223324668128245527833432477013024352568953349741332425255796335177136242524524734527813824152352383352771362405225229325276135239521521103252761342395215211132537513423852052012325375133237519519133253741322375195191431527413223651851815315273131236518518163051721312355175171730517213023551751718305172130235517517193051721302345175172030517213023551751721305172130235517517223051721302355175172330517213023451651624295072130234516516252950711302345165162629507112923451651627295071129233515515282849701292335155152928497012823351551530284970128232515515

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 610423902054871209215249120648897532526862034857964362989202484659549349220248455565113797202484484751339992024844848714399820248448497153998202484484108163998202484484119184099203485485129173997202484484131019409820348548514121940982024844841512183997201483483161317389620048348317141738962004834831814173896201483483191518389720148348320151839972014844842116193997202484484221819399820248448423182139972024844842419213997202484484251922399720148448426202239972014834832720233997201483483282124409720148348329222441972014834833022264297201483483 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 614456791462615431261244577914726254410173455980141258540830446618314325653868754662871462555385786466490149255537537747659115125453653684665901492535355359456589148252534534104565891472525345341145668814725153353312456688146250532532134566871452505325321444658614524953153115446586144248531531164364851432485305301743648514324752952918426384143247529529194263841422465295292041638414224652852821416283142246528528224162831412465285282340618214124552752724406182140244526526253960811392445265262638598013924352552527375879138242524524283758791372415235232936577813624152352330355677136240522522 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 61162951119234516122221932551222375199863243859120237519806427426512523852066953046711302395225636304773133238520520734527813824152352383352771362405225229345378137241523523103656791382425245241137588013924352552512385981139244526526133960821402445265261440618214024552752715406182140245527527164061821402445275271740618214024552752718396082140244526526193960811402445265262039608114024452652621396081140244526526223960811402445265262339608113924452652624385981139243525525253859801382435255252637598013824252452427375879137242524524283658791372415235232936577813624152352330355778136240522522 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 611831541212365181278219325512223751910283213557118234516837423386012023451669252440651242335155816254268128233515515726447013023351551582645701292335155159264670129233515515102747701292335155151128487112923351551512284971129233515515132849711292335165161429507112923351651615295071129233516516162850711292335155151728507112923351551518285071129233515515192850711292335155152029507112923351551521285071129233515515222849701292335155152328497012823351551524274869128232514514252748691272325145142626476812723151351327264768126231513513282547681262305125122925466712623051251230254667125229512512

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 61536689156271553132025568901572725541057358729415527155386046176981582715537125637910316227255459866481107167272554554765831091692725545548658410916827255455496584109168272554554106686109167272554554116686109167272554554126687108167271553553136586108166270553553146586107165270552552156485106165269551551166385106164268550550176384105163268550550186283104163267549549196283104162266549549206182103162266548548216082103161265547547226081102160264547547235980101159264546546245879100158263545545255778991572625445442656779815726154354327557697156260542542285475961552595415412953749515425854054030527495153257539539 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 6184971191873025841370289102124192307589110939210612718830558790949310813119130458675559711313819630658863769911614220230758958971011191452053085905908102121146206309591591910312314720631059259210104124148206310593593111041251472063105925921210412514720530959259213103124146204308590590141021231442033075895891510112214320130558858816991201422003045865861798119140198303585585189711813919730158458419951161371963005825822094115136194299581581219211313519329757957922911121331912965785782389110131190294576576248710813018829257457425861071281862905735732684105126184289571571278210312418328756956928811021231812855675672979100121179284566566307798119178282564564 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 611225481152305121272215285011823351510223183254115231513833421365811923251468952339641232335155806254268128233515515726447013023351551582645701292335155159264670129233515515102747701292335155151127487012923351551512274870128233515515132748691282325145141427486912723151451415264768127231513513162547681262305125121725466712623051251218254667126230512512192546671252305125122025466712623051251221254667126230512512222546671262305125122325466712623051251224254667126230512512252546671252305125122625466712522951251227254667125229511511282445661252295115112924456612522951151130244566124229511511 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 619410712919631159313112951081301983135951059397111133193310592866499114136196309591718510011614120030959160461011181442043095915917102120146206309591591810212014620530959159191011201452043085905901010012014420230758958911991201432013055875871298119141199304586586139711813919830258458414951161381963005825821594115136194299581581169211313419229757957917911121331912955775771889110131190294576576198810913018829357557520871081291872925745742186107128186291573573228510612718528957257223841051261842885705702482103124183287569569258110212318228656856826801011221802855675672779100121179283566566287899120178282564564297698119177281563563307596117176280562562

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 61304317340407522804140228810112419130658811223911051271883045869104941091321923055877515971131371963065886306981151412013065895897100118144204307589589810011914420430759059091011201452033085905901010112114520330759059011102122145203307590590121021231452033075905901310312414520330859059014103124146204308590590151041251462043095915911610512614720531059259217106127148206310593593181061281492073115935931910712814920831259459420108129150208312594594211071291502083125945942210712814920831259459423106127148207311593593241051261472063105925922510412514620530959159126103124145203308590590271011231442023065885882810012114220030558758729991201411993035855853097118139198302584584 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 610113310121649811942111331012164989633213359521249478743153797210493652541641100210492549651844104209491491751945106208490490871944104208490490971943102207489489108204310220648848811921431022064884881292243102206488488131022441022064884881412234410220648948915122344103207489489161323441032074894891714244510320849049018142546104208490490191525461052094914912015264710621049249221162748106211493493221728491072114934932318284910821249449424192950108212494494251929501082134954952620295010921349549527203051109213495495282130511092144964962921305111021449649630223051110214496496 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 615063861532685501288251648715426955110363526688149265547844453689015026454669855370941532635455866547197157262544544754729815826154354385472981572615435439537397156260542542105373961542595415411152729515325854054012517294152256538538135071921512555375371449709114925453653615486990148253535535164768891472515335331746678814625053353318456687145250532532194465861452495315312044658614424853153121436485144248530530224364851432475305302342638414324752952924416284142246528528254162831412455285282640618214024552752727396081140244526526283960811392435265262938598013824352552530375980138242524524 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 61113126148216331613134121141271502173326141081311813215321433161388441201351582183316137345123139163222332614619612414116722733261561571261441702303336156158126144170229333615615912614516922833361561510126146169228332614614111261461692273326146141212514616822633061361313124145166225329611611141231441652233276106101512114216322132660860816119140161219324606606171171381592183226046041811513615721632060260219113134155214318600600201121331542123165995992111013115221131559759722108129150209313595595231061271492073115935932410412614720530959159125103124145203307590590261011221432013065885882799120141199304586586289711813919830258458429951171381963005825823094115136194299581581

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 611661792022693846661383217518821027739267411123180194216277393675910418419922128139467675751852022262853956776776186203229289394676676718620423029039367567581852042292893926746749184204228287391673673101842042272863906726721118320322628438967167112181202224282386669669131792002212803846666661417619721827738166366315173195216274378660660161701922132713756576571716818921026837265565518165186207265370652652191621832042623676496492015918020125936464664621156177198257361643643221531741952533586406402315017119225035563763724147168189247352634634251441651862443496316312614116218324134662862827138159180238343625625281351561772363406226222913215417523333761961930130151172230334617617 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 61314366133248530121323144671342495319793334769130246528801434497213224552766553552761352455275606365379139244526526736548014124452652683654791392435255259355479138242524524103555781372415235231135557813624152352312355677136240522522133556771352405225221434567713523952152115345576135239521521163455761352395215211734557613523952152118345677135239521521193556771352395225222035567713524052252221355677135240522522223556771352405225222335567713523952152124345577135239521521253455761352395215212634557613423952152127335576134238520520283354751342385205202933547513323852052030325475133237519519 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 612942641312465281238230436613324853010003334769130247529818436517313424752967953854791382485305726405783143248530530741598514624853153184260851452495315319426186144249531531104363861452495315311144648714525053253212446587145250532532134566871462505325321445668714525053253215456687145250532532164566871452505325321745668714525053253218456687146250532532194566871462505325322046678814625053353321466788146250533533224667881462505335332345668814625053253224456687145250532532254466871452495315312644658614424953153127436586144248530530284364851432485305302942638414324752952930426384142246529529 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 6112714016323034562714872126138161228343625116631261401622223396219424127142164224338620779512814416822733761965661281451712303366186187128146172232335617617812714617123133461661691261461702293336156151012614617022833361561511126147169228332614614121261461682273316136131312514616722633061261214124145166224329611611151221431642223276096091612014116222032560760717117139160218322604604181161371582163206026021911313515621431860060020111133154212316598598211091301512103145965962210712814920831259459423105126147205310592592241031241452033075905902510012214320130558758726981191401993035855852796117138197301583583289411513619529958158129921131341932975795793090111132191295577577

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 61114371042195011247231638106221503100436204110221950181948234510621950167951026511102195025716122955115220502502713315711722050250281332571162205025029133257116220502502101333571152205025021114345711521950250212143557115219501501131435561152195015011414355611421950150115143556114219501501161335561142185005001714355611421850050018143556114218500500191535561142195015012016355611521950150121173657115219502502221836571152205025022318365711622050250224193657116220502502252037581162205025022620375811622050250227213758116220502502282137581162205025022922375811622050250230233758116220502502 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 613547701372525341250235487013825353510073354971132248530822436517313324752968153652771362455285736385581141246528528736548014024352552583958831422465285289385882141245527527103454771362405225221130517313223651851812284970129233515515132647681262315135131424456612522951151115234465123228510510162143641222265085081721426312122650850818204162121225507507192041621202255075072020416212022550750721204162120225507507222041621202255075072320416212022450750724204162120224506506252041621202245065062620406112022450650627214061120224506506282140611192245065062922406111922450650630234061119223506506 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 6121122424631442971117212208220243310425707141732042182403014176991164420121623929941269496451982142392974076898096194211237297402685687719120923529539868068081872052312903946766769183202226285390672672101791992232813866686681117619621927738166466412172193215273377659659131681892112693736556551416518620726536965265215161182203262366648648161581792002583626456451715417519625535964164118151172193252356638638191481691902493536356352014516618724635063263221142163184243347629629221391601822403446266262313615817923734162362324134155176234338620620251311521732313366186182612814917022933361561527125147168226330612612281231441652233286106102912014216322132560760730118139160219323605605 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 6182547992355171279282547992355171026310285096233515835412335494233515690516385997233516580618426395234516516719446390234516516818436389234516516919456592234516516102148679623451651611235068982345165161224527099234516516132654701002345165161426557110023451651615265571100234516516162655711002345165161726557110023451651618265571100234516516192655711002345165162026557110023451651621265571100234517517222655711002345175172326557110023451651624265571100234516516252655711002345165162626557110023451651627265571100233515515282655711002335155152926557110023351551530265571100232514514

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 610414811964781179215127919447695232513731904727794261575188470646546197718746954465722821874694697592384187469469879238318646946997102382186469469108102482186469469119112482187469469129122482187469469131013248318746946914121425831874694691512142583187470470161315268318847047017141527841884704701814172884189471471191517298518947147120151830851904724722116193286190472472221619338619147347323182034861914734732419213587191473473251922368719147347326202237871914734732720233986191473473282123408619147347329212441861914734733022264286191473473 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 611142041157306315221142041157346235731142246152361178541152550150361138352172852150352109864203155150339891752233571503237388623345915030662096243562150289528106253764150272455117253865150256395127253865150243346137253865150243305147253865150243270157254065150243243167254265150243243177254565150243243187254765150243243197254965150243243208255265150243243218255565150243243229255665150243243239255965150243243249256165150243243251025646515024324326102566671502432432711256969150243243281125717115024324329112574731502432433012277675150243243 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 611426335316931732722152734551703552423315283659165368183041428386316336814165152941641623591124615314266161346912716334367160330754815334469160312634915334571159295540101533467315827746511153346731582604031214334572157250353131432457215725031114133244711562492751513324471156249249161331447015524824817123145701552482481812314870155248248191331517115524824820133153711562492492113325571156249249221332587115624924923133260711562492492413326371156249249251332657115624924926133268711562492492713327071156249249281332737115624924929133275731562492493013317775156249249 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 611132041157306315121132041157346235631142246152361178541152550150361138352172852150352109864193155150339891752232571503237388523345915030662096243562150289528106253764150272455117253765150256395127253865150242346137253865150242305147253865150242270157254065150242242167254265150242242177254565150242242187254765150242242197254965150242242208255265150242242218255565150242242229255665150242242239255965150242242249256165150242242251025646515024224226102566671502422422711256969150242242281125717115024224229112574731502422423012277675150242242 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 617587941152303273387272849011122737025383738695118224386192147285951202203851486571859712021837611786708697121216361955770879712221434478986987971232133266629698798125212307564106684961232093024851164829512220730042112638194121206299368136281931202052983241462809312020529829815628093120205297297166180921192042972971761799211920429729718607991118203296296196078911182032952952059789011720229529521597789117201294294225876891162012942942357758811520029329324567487114199292292255573861131982912912654728511219729029027537184111196289289285270831101952872872951698210919428628630506881108193285285

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 61618244516130631522719264716234723633821295215936217904822325715736213875102436591573531101611273862157340893712293964157324739812294066156307621912304268156290529101230437015627345511123143701552563961212314371155248346131331447115524830514133144711562482701513314471156249249161331447115624824817133245711562492491813324771156249249191432497215624924920143352721572502502114335572157250250221533577315825025023153359731582512512415336273158251251251533647315825125126153367731582512512715336973158250250281533717315825025029153374731572502503014337675157250250 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 611131940156306314921131940156346235531132245151361178341142449149361138252162851149352109763193054149339891752132561493237378522335814930662095233461149289528106243663149272454116243764149256395126243764149242346136253764149242304146253864149242270156254064149242242166254264149242242176254564149242242186254764149242242197254964149242242208255264149242242218255564149242242229255664149242242239255964149242242249256164149242242251025646514924224226102566671492422422711256969149242242281125717114924224229112574731492422423012277675149242242 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 610102144175312322220102144175354241231102349170369182641132654167368141452162858166359112262183359165346910742136601643297528624385916331263299314259162294538101134425816127746311103342581602604021293242581592523521393142581592523101493143591582512751593143591572502501693144591562492491793245591552482481893248591552482481993251591552482482093253591552482482193255591552482482293258601552482482393260621542472472410326365154246246251032656615324624626103268681522452452711327070152245245281132737115124424429113275731512442443012327775150243243 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 6179919711823432832582779096117233359245037689971212273761864475899912322337714485748910012322136911526748910112522035693777390100125217340776871891001252163236539708899126214307556106987991262123054791168869912621130441612678598125209302365136584961232083013211464829512220730030015638193121205298298166280921192042972971761799111920329629618607891118202295295195977901172022942942058778911620129429421577688115200293293225675871141992922922355738611319829129124547285112197290290255371841111962882882652708311019428728727506981108193286286284968801071922852852948677910619128428430476680105190283283 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 6152647091207309318825163709120735223963506372952013681822450647498198369141655064769919736211266506576101195349916750677710119433375984966771021933166399486677104192299545104765781051912834691147657710519028340812466577104189282357134564761031882813141445637610318828128115446375102187280280164362741011862792791743627410118627927918426173100185278278194261731001852782782042607310018527827821426072100184277277224160729918427727723415971991832762762440587198183276276253958709718227527526395769961812742742738567096181273273283756749518027327329365576941792722723036547994178271271

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 6186981051252413363453286981041252413762578384971051292353901947483961061312313891503583971091322303781189684991101352293639627851011121362293457938851021131382293266649851031151412293225641086104116143229322485118610411614422932242012851041161432283213671384103115142227320322148310211414122631931915821011131402253183181681991121392243173171780981111382233163161879971101372223153151978961091362213143142077951081352203123122175941061332183113112274931051322173103102373911041312163083082471901021292143073072570881011282133053052668879912621130430427678598125210302302286584961232083013012964829512220729929930628193120205298298 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 612638456618131031942273945661823522395326394770177367181642539497317336714065254051751733581116626425377172344905727445478171328749826445480170311629926445582170293536102644568316927646111254456831682614001225435683168261350132443558216726030814244255821662592731523425481166259259162341538016525825817224153801652582581822415380165258258192240538016525825820224153801652582582122415580165258258222241588016525825823224060801652582582422406380164257257252140657916425725726214068791642572572721397079164257257282039737816325625629203975781632562563020387778163256256 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 6100422138296303620162313933622783119281343511729413123213235113415141534132343106662417381323318667262040132315717827214213229960394724451322825141049274613226644311492948133250385124103247132234337135113448133226297145113748133226263156133947132225234166134146131224224176154449131224224186154650131224224197164852131224224207175154132225225218185356132225225229185658132225225239205960132225225249206062132225225251022636313222522526102265651342252252710236867135224224281124706913722422429112572711372242243012267573139224224 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 613951587819430831732395158791943502382339516083189366180843852628618736614025385364881863581114639556690185345906740576791184329750839576793183312631939576895183295538103957699618227846311385769961812744031238566996181273353133756689518027331114375567941792722751536556794179272272163554669317827127117355366931782712711834536592177270270193453659217727027020345265921772702702134526491176269269223352649117626926923325163901752682682432506390175268268253150658917426726726304968881732662662730487088172265265282947738717226526529284775861712642643027467785170263263

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 611123305116729930702152733541703402305317303962168355175242034446816835613615223748721703481082622384973168336880727445478171321729826445480170304613927455783171287523102947608717227145111304961881732663921231506289174267343133250639017526730314325163901752682681532516390175268268163250639017526826817325163901752682681832506390174267267193150628917426726720325062901742672672132506289174267267223150628917426726723315062891742672672431496289173266266253049648817326626626304867881732652652729486987172265265282947718717226426429284774861712642643028467686171263263 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 611426325316931232192142733541703542412315283660166369182641529396416436814135163142661643591120618334569164345908719364671164329751819374873163312631920384976164294538102039517816427746311213951791642604021221395279164257352132139527916425731014213952791642572741521395279164257257162139527916425625617213952791642572571821395279164256256192139527916425625620213952791642572572121395579164256256222039587816325625623203960781632562562420386378162255255251938657716225525526193768771612542542718377076161254254281836737616125325329173675751602532533017357775160253253 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 614860678820432233312506269892053632484352657397203378188045367771012023781456555698110420236911556577384108203355937758758511020333877585876861122023216519597688114202302554105977891162022954771159779011720229541412587789117201294362135876891162012943191457768811520029329315567587114199292292165674871141992912911755748611319829129118557385113197290290195473851121972902902053728411119628928921537184111196288288225270831101952882882351708210919428728724506981108193286286254968801071922852852648677910619128428427476678105190283283284665771041892822822946647610418828128130456379103188280280 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 61799198119235334346628496103124240381261538698107130236400199248610011013423440115495891041151392373931233692108119143238380100279411112114623836383089511312414924034469899711512615324133359510971161281552413345131197116128155240333445129711512815524033338913961141271542393313431494113125152237330330159311212415123632932916921101231502343273271790109121148233326326188910712014723232532519881061181462303233232086105117144229322322218510311614322732032022831021141412263193192381100112139224317317248098111138222315315257896109136221314314267695107134219312312277493105132217310310287391104131216309309297190102129214307307307088100128212305305

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 61820264716331032022102229501663522397312253357163367181641427376216236714075163042651633581118617334468163345907719364671163329751819374873164312631920384976163294537102038517816327746311203951781632604021220395178163256352132038507816225531014193850771622552741518374976161254254161836497616125325317183648751602532531817364875160253253191736517516025325320173653751602532532118365576160253253221836587616025325323173660751602532532417366375160253253251736657516025325326173668751602532532717357075160253253281735737515925225229163575741592522523016357775159252252 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 61891011081292443393308290102109130246364248939110311213524138118924911051151402403821468592107118142240373116669310912014523935994779511212214623934378389511212314823933265999511212415023833156110941121241512373304831192111123150236328419129110912214923432736713891081201472323253251488106119146231323323158610511714422932232216841031151422273203201783101114141226319319188110011213922431731719809911113822331631620799811013722231531521789710913622131431422779610813522031331323769410713421931231224759310613321731031025739210413121630930926729110313021530830827719010212921430730728708810112821330630629698710012721230430430688698126210303303 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 6130031231833945554935522849610212323938526483859810613023639919994871011111352353981544589104115138236388122369110711814223737499279310912014423735682089411112214723833868999411212415023833158610941131251522383315041195113126153238331438129511312615323833138213951141261532383313361496114127154238331331159611512715423933233216971161281552403333331798116129156241334334189911713015724233433419991181301572423353352010011813115824333633621100118131158243335335229911813015724233533523991171291572413343342498116128156240333333259611512715423933233226951141261532383313312794112125152237329329289211112315023532832829911091221492343273273089108120147232325325 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 6en10512331492922996205123314833222493161437144347170841616411413481326517194214034010546292044139327856721121461393127098211224713829659794112449137279508104112751137263438114122951136247381124123152136232333135123452137229294145123752137230260156133852137230232166134153137230230176154453138231231186154554139231231197164854139232232207175155140233233218185356141234234229185558142235235239205860142235235249206061143236236251022636314323623626102265651432362362710236867144237237281124706914423723729112572711442372373012267573144237237

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 614658648520131432462465865862023572432346596791197371184244659699419437114265466072951933621131647637498193349918747647499191332760847647510119131563994765761031902975441046647610318928246811456376103188281407124462751021872803561342617310018527831414416072991842772781540597198183276276163957709718227527517385769961812742741837566895180273273193655679417927227220365567941792722722136546694178271271223554669317827127123345365921772702702434526592177269269253352669117626926926325168901752682682732507090174267267283149748917426726729304976881732662663030487988173265265 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 6110812012714826435833882110122128149265372254531111241331562623891935411312713716126139015045115130141164262383119861171331441682633709767119135146170263356810811913614717326335668291191371491752633565831011913815017726335650311119137150177262355437121181361491762613543831311613514717425935235214115133146173258351351151131321441712563493491611113014216925434734717109128140167252345345181071261381652503433431910612413716424834134120104123135162247340340211021211331602453383382210111913115824333633623991171301572423343342497115128155240332332259511312615323833133126931121241512363293292791110122149234327327288910812014723232532529881061191462313233233086105117144229322322 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 6116217418020131741235002170182189209325420262331741871952193254201997417619020022532541815535178192204227325418123661791942052303244171006717919620623132441683381781962072323234157019178196207234322414598101771962082353214135151117619420723431941244712174192205232317410410131711902022293144074071416918719922731140440415166184197224309401401161631811942213063993991716017819121830339639618157176188215300393393191541731852122973903902015117018220929438738721148167179206291384384221451641762032883813812314216117320028537837824139158170197282375375251361551671942793723722613315216419127636936927130149161188273366366281271461581852703633632912514315618326736036030122141153180265358358 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 612638456518129730472273945661823382289327404871178353174042741517517535413525284254771753471076629445580174334875730465781174319725829465782173303610928465884172286520102846598617226944811284659861712643891227465886170263341132746588517026330114274558851702632661527455785169262262162745578516926226217274558851692622621827455885170262262192745588517026326320274658851702632632127465885170263263222746588517026326323274559851702632632427456185169262262252645648416926226226264566841692622622726446984169261261282544718316826126129254474831682612613025437683168260260

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 612436436317930231122263844651813452340327404872178361178042942537717736213835314557801783541100632485983178341894734516286179326741835526388179309623935536591179292531103654679418027545711375568951802733981237566895180273348133756689518027330714375668951802732731537566895180273273163756689518027327317375668951802732731837566895180273273193856689618027327320385669961812742742138576996181274274223856699618127427423385669961802732732437566895180273273253755689518027227226365568941792722722736547094179271271283554739317827127129345375921772702703034527792177270270 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 6112213514116227837237802121133140160276399276431201331411642714122078411913314316826841216085120135146169267403127761201361471712663881037712113814817226537185881201381491742653577219120138149176264356614101201381501772633565281111913815017726235545812118137149176261354400131171361481752603533531411613514717425935235215114133145172257350350161121311431702553483481711012814116825334634618108126139166251344344191061241371642493423422010412213516224733933921102120132159244337337229911813015724233533523971161281552403333332495113126153238331331259311112415123632832826911091211492333263262788107119146231324324288610511714422932232229841031151422273203203082101113140225318318 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 61091536152304313620101738154346235131122144150361178441142449149361138452172852150353109964203155150340893762333581503247398624346015030762197243662150290529107253764150273456117253865150256396127253865150242346136253764149242305146253864149242270156254064149242242166244264149241241176244564149242242186244864149242242198255064149242242208255265149242242218255565150243243229265765150243243239265965150243243249266266150243243251026646615124324326102667671512432432711266969151244244281126717115124424429112674731512442443012277675151244244 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 613042496918530531432304249701863472359329425074180362179042842527717736313895284354781763541103631475882177341896729465681174325742832506186177309624932506188176291531102746588517127445711234254811662593971220395179163256348131837497616125430614163547741592522711515344673158251251161432457215724924917133245711562492491812314870155248248191231507015524824820123152701552482482112315570155248248221231577015524824823123160701552482482412306270155248248251230647015524724726123067701542472472711306969154247247281130717115424724729113074731542472473012307775154247247

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 61206218225246362456441822032152222423584833401319821121924334950825984194208218242342509201251902052162403374971591618720321423833347712847184201211236328454105681801972082343244298839176194206232320413747101731912032303164096391116918720022731240555212165183196223308401480131611791922193043974211415717618821530039339315153172184211296389389161501681812082933863861714716517720528938238218143162174201286379379191401591711982833763762013715616819528037337321135153165193277370370221321501631902743673672312914716018727236436424126144157184269362362251231421541812663593592612013915117826335635627118136149176261353353281151341461732583513512911313114417125634834830110129141168253346346 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 61014255016831232222014255016835324063117285516436718214120316016336714105323366616435811196627396816434590878314270165329751811344674165311631913375076165294537101439517716527746311154153781652604021216425479165257352131643558016525731014174455801652572741517445581164257257161744568116425725717174556811642572571817455681164257257191745568116425725720174556811652582582117455681165258258221745588116525825823174560811652582582417456381164257257251745658116425725726174568811642572572717457081164257257281745738116325625629174575811632562563017457781163255255 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 6100413129288295520161312732922213118161213441689413111811834513125141321118337104462416241173258497261926117310704826212911729459394724301172785051049273311726243611492935117246379124103137117231332135113440117217292145113742118210259156133844118211231166134146118211211176154447119211211186154550119212212197164851122212212207175154123213213218185355126213213229185558127214214239205759128214214249206061131214214251021626313221421426102265651332142142710236767134214214281124706913521421429112572701372142143012257572137214214

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria21EuroBelgium21EuroCroatia21EuroCyprus21EuroEstonia21EuroFinland21EuroFrance21EuroGermany21EuroGreece21EuroIreland21EuroItaly21EuroLatvia21EuroLithuania21EuroLuxembourg21EuroMalta21EuroNetherlands21EuroPortugal21EuroSlovakia21EuroSlovenia21EuroSpain21Czech korunaCzechia13Danish kroneDenmark28ForintHungary11KronaSweden0LevBulgaria11Pound sterlingUnited Kingdom19Romanian leuRomania10ZlotyPoland9KrónaIceland55Norwegian kroneNorway25Swiss francLiechtenstein-3Swiss francSwitzerland-3Australian dollarAustralia6Canadian dollarCanada29Renminbi-yuanChina1