Commission Implementing Regulation (EU) 2024/2147of 6 August 2024laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024 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) 2024/2147 of 6 August 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance) THE EUROPEAN COMMISSION, Having regard to the Treaty on the Functioning of the European Union, Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) OJ L 335, 17.12.2009, p. 1. , and in particular the third subparagraph of Article 77e(2) thereof, Whereas: (1) In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. (2) Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2024 market data. That information was published on 3 July 2024 in accordance with Article 77e(1) of Directive 2009/138/EC. (3) Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. (4) For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. (5) To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13). , HAS ADOPTED THIS REGULATION:

Article 1

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2024 until 29 September 2024.

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 June 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 August 2024. 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 kroneForintKronaLev13,434 %4,295 %3,424 %6,265 %2,981 %3,384 %23,107 %3,989 %3,097 %6,399 %2,828 %3,057 %32,933 %3,846 %2,923 %6,518 %2,626 %2,883 %42,825 %3,776 %2,815 %6,611 %2,522 %2,775 %52,768 %3,744 %2,758 %6,666 %2,474 %2,718 %62,736 %3,739 %2,726 %6,703 %2,451 %2,687 %72,722 %3,746 %2,712 %6,721 %2,444 %2,672 %82,713 %3,759 %2,703 %6,726 %2,449 %2,664 %92,721 %3,773 %2,711 %6,727 %2,464 %2,671 %102,725 %3,784 %2,716 %6,718 %2,490 %2,676 %112,739 %3,792 %2,729 %6,710 %2,527 %2,689 %122,747 %3,797 %2,737 %6,705 %2,569 %2,697 %132,756 %3,799 %2,746 %6,702 %2,610 %2,706 %142,762 %3,798 %2,752 %6,702 %2,650 %2,712 %152,758 %3,796 %2,748 %6,706 %2,688 %2,708 %162,744 %3,792 %2,734 %6,699 %2,722 %2,693 %172,722 %3,786 %2,712 %6,679 %2,754 %2,672 %182,699 %3,779 %2,689 %6,651 %2,783 %2,649 %192,678 %3,771 %2,668 %6,615 %2,809 %2,628 %202,661 %3,763 %2,651 %6,574 %2,833 %2,611 %212,651 %3,755 %2,641 %6,530 %2,855 %2,602 %222,646 %3,746 %2,636 %6,484 %2,874 %2,597 %232,645 %3,737 %2,635 %6,436 %2,893 %2,597 %242,647 %3,728 %2,637 %6,387 %2,910 %2,601 %252,651 %3,719 %2,642 %6,338 %2,925 %2,606 %262,658 %3,710 %2,649 %6,289 %2,939 %2,614 %272,666 %3,701 %2,657 %6,241 %2,953 %2,623 %282,675 %3,693 %2,666 %6,194 %2,965 %2,633 %292,685 %3,684 %2,676 %6,147 %2,977 %2,644 %302,695 %3,676 %2,687 %6,102 %2,987 %2,655 %312,706 %3,668 %2,698 %6,059 %2,997 %2,667 %322,717 %3,660 %2,709 %6,016 %3,007 %2,679 %332,728 %3,652 %2,720 %5,975 %3,016 %2,691 %342,739 %3,645 %2,732 %5,935 %3,024 %2,703 %352,750 %3,637 %2,743 %5,896 %3,032 %2,715 % 362,761 %3,630 %2,754 %5,859 %3,039 %2,727 %372,772 %3,623 %2,765 %5,823 %3,046 %2,738 %382,782 %3,617 %2,776 %5,789 %3,053 %2,750 %392,793 %3,610 %2,786 %5,756 %3,059 %2,761 %402,803 %3,604 %2,797 %5,724 %3,065 %2,772 %412,813 %3,598 %2,807 %5,693 %3,071 %2,782 %422,822 %3,592 %2,816 %5,663 %3,077 %2,793 %432,832 %3,586 %2,826 %5,635 %3,082 %2,803 %442,841 %3,580 %2,835 %5,607 %3,087 %2,813 %452,850 %3,575 %2,844 %5,581 %3,091 %2,822 %462,859 %3,570 %2,853 %5,555 %3,096 %2,831 %472,867 %3,565 %2,862 %5,531 %3,100 %2,840 %482,875 %3,560 %2,870 %5,507 %3,104 %2,849 %492,883 %3,555 %2,878 %5,484 %3,108 %2,858 %502,891 %3,551 %2,886 %5,462 %3,112 %2,866 %512,898 %3,546 %2,893 %5,441 %3,116 %2,874 %522,905 %3,542 %2,901 %5,420 %3,120 %2,881 %532,912 %3,538 %2,908 %5,401 %3,123 %2,889 %542,919 %3,533 %2,914 %5,381 %3,126 %2,896 %552,926 %3,529 %2,921 %5,363 %3,129 %2,903 %562,932 %3,526 %2,928 %5,345 %3,132 %2,910 %572,938 %3,522 %2,934 %5,328 %3,135 %2,916 %582,944 %3,518 %2,940 %5,311 %3,138 %2,923 %592,950 %3,515 %2,946 %5,295 %3,141 %2,929 %602,956 %3,511 %2,951 %5,279 %3,144 %2,935 %612,961 %3,508 %2,957 %5,264 %3,146 %2,941 %622,966 %3,505 %2,962 %5,250 %3,149 %2,946 %632,972 %3,502 %2,968 %5,235 %3,151 %2,952 %642,977 %3,499 %2,973 %5,222 %3,153 %2,957 %652,982 %3,496 %2,978 %5,208 %3,156 %2,962 %662,986 %3,493 %2,982 %5,195 %3,158 %2,967 %672,991 %3,490 %2,987 %5,183 %3,160 %2,972 %682,995 %3,487 %2,992 %5,170 %3,162 %2,977 %693,000 %3,485 %2,996 %5,159 %3,164 %2,982 %703,004 %3,482 %3,000 %5,147 %3,166 %2,986 %713,008 %3,480 %3,004 %5,136 %3,168 %2,990 %723,012 %3,477 %3,009 %5,125 %3,170 %2,995 %733,016 %3,475 %3,012 %5,114 %3,171 %2,999 %

743,020 %3,473 %3,016 %5,104 %3,173 %3,003 %753,023 %3,470 %3,020 %5,094 %3,175 %3,007 %763,027 %3,468 %3,024 %5,084 %3,176 %3,011 %773,031 %3,466 %3,027 %5,074 %3,178 %3,014 %783,034 %3,464 %3,031 %5,065 %3,180 %3,018 %793,037 %3,462 %3,034 %5,056 %3,181 %3,021 %803,041 %3,460 %3,037 %5,047 %3,183 %3,025 %813,044 %3,458 %3,041 %5,039 %3,184 %3,028 %823,047 %3,456 %3,044 %5,030 %3,186 %3,032 %833,050 %3,454 %3,047 %5,022 %3,187 %3,035 %843,053 %3,452 %3,050 %5,014 %3,188 %3,038 %853,056 %3,450 %3,053 %5,006 %3,190 %3,041 %863,059 %3,449 %3,056 %4,998 %3,191 %3,044 %873,061 %3,447 %3,059 %4,991 %3,192 %3,047 %883,064 %3,445 %3,061 %4,984 %3,193 %3,050 %893,067 %3,444 %3,064 %4,977 %3,195 %3,053 %903,069 %3,442 %3,067 %4,970 %3,196 %3,055 %913,072 %3,441 %3,069 %4,963 %3,197 %3,058 %923,074 %3,439 %3,072 %4,956 %3,198 %3,061 %933,077 %3,438 %3,074 %4,950 %3,199 %3,063 %943,079 %3,436 %3,076 %4,943 %3,200 %3,066 %953,081 %3,435 %3,079 %4,937 %3,201 %3,068 %963,084 %3,433 %3,081 %4,931 %3,202 %3,071 %973,086 %3,432 %3,083 %4,925 %3,203 %3,073 %983,088 %3,431 %3,086 %4,919 %3,204 %3,075 %993,090 %3,429 %3,088 %4,913 %3,205 %3,078 %1003,092 %3,428 %3,090 %4,907 %3,206 %3,080 %1013,094 %3,427 %3,092 %4,902 %3,207 %3,082 %1023,096 %3,425 %3,094 %4,897 %3,208 %3,084 %1033,098 %3,424 %3,096 %4,891 %3,209 %3,086 %1043,100 %3,423 %3,098 %4,886 %3,210 %3,088 %1053,102 %3,422 %3,100 %4,881 %3,211 %3,090 %1063,104 %3,421 %3,102 %4,876 %3,211 %3,092 %1073,106 %3,420 %3,104 %4,871 %3,212 %3,094 %1083,108 %3,419 %3,105 %4,866 %3,213 %3,096 %1093,109 %3,417 %3,107 %4,861 %3,214 %3,098 %1103,111 %3,416 %3,109 %4,857 %3,215 %3,100 %1113,113 %3,415 %3,111 %4,852 %3,215 %3,102 % 1123,115 %3,414 %3,112 %4,848 %3,216 %3,103 %1133,116 %3,413 %3,114 %4,843 %3,217 %3,105 %1143,118 %3,412 %3,116 %4,839 %3,218 %3,107 %1153,119 %3,411 %3,117 %4,835 %3,218 %3,108 %1163,121 %3,410 %3,119 %4,830 %3,219 %3,110 %1173,122 %3,409 %3,120 %4,826 %3,220 %3,112 %1183,124 %3,408 %3,122 %4,822 %3,220 %3,113 %1193,125 %3,408 %3,123 %4,818 %3,221 %3,115 %1203,127 %3,407 %3,125 %4,814 %3,222 %3,116 %1213,128 %3,406 %3,126 %4,811 %3,222 %3,118 %1223,130 %3,405 %3,128 %4,807 %3,223 %3,119 %1233,131 %3,404 %3,129 %4,803 %3,224 %3,121 %1243,132 %3,403 %3,130 %4,799 %3,224 %3,122 %1253,134 %3,402 %3,132 %4,796 %3,225 %3,124 %1263,135 %3,402 %3,133 %4,792 %3,225 %3,125 %1273,136 %3,401 %3,134 %4,789 %3,226 %3,127 %1283,138 %3,400 %3,136 %4,785 %3,227 %3,128 %1293,139 %3,399 %3,137 %4,782 %3,227 %3,129 %1303,140 %3,398 %3,138 %4,779 %3,228 %3,131 %1313,141 %3,398 %3,140 %4,775 %3,228 %3,132 %1323,143 %3,397 %3,141 %4,772 %3,229 %3,133 %1333,144 %3,396 %3,142 %4,769 %3,229 %3,134 %1343,145 %3,396 %3,143 %4,766 %3,230 %3,136 %1353,146 %3,395 %3,144 %4,763 %3,230 %3,137 %1363,147 %3,394 %3,145 %4,760 %3,231 %3,138 %1373,148 %3,393 %3,147 %4,757 %3,231 %3,139 %1383,149 %3,393 %3,148 %4,754 %3,232 %3,140 %1393,151 %3,392 %3,149 %4,751 %3,232 %3,142 %1403,152 %3,391 %3,150 %4,748 %3,233 %3,143 %1413,153 %3,391 %3,151 %4,745 %3,233 %3,144 %1423,154 %3,390 %3,152 %4,742 %3,234 %3,145 %1433,155 %3,390 %3,153 %4,740 %3,234 %3,146 %1443,156 %3,389 %3,154 %4,737 %3,235 %3,147 %1453,157 %3,388 %3,155 %4,734 %3,235 %3,148 %1463,158 %3,388 %3,156 %4,732 %3,236 %3,149 %1473,159 %3,387 %3,157 %4,729 %3,236 %3,150 %

1483,160 %3,386 %3,158 %4,726 %3,237 %3,151 %1493,161 %3,386 %3,159 %4,724 %3,237 %3,152 %1503,162 %3,385 %3,160 %4,721 %3,237 %3,153 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc14,893 %5,972 %4,786 %8,983 %4,465 %1,000 %24,512 %6,025 %5,010 %8,454 %4,335 %0,892 %34,254 %6,126 %5,185 %8,023 %4,140 %0,857 %44,074 %6,251 %5,318 %7,663 %3,964 %0,855 %53,961 %6,370 %5,406 %7,338 %3,837 %0,865 %63,888 %6,492 %5,474 %7,040 %3,763 %0,880 %73,849 %6,610 %5,525 %6,762 %3,722 %0,899 %83,831 %6,726 %5,566 %6,494 %3,697 %0,922 %93,836 %6,844 %5,604 %6,236 %3,681 %0,948 %103,861 %6,955 %5,630 %6,016 %3,669 %0,978 %113,883 %7,019 %5,633 %5,831 %3,658 %1,012 %123,901 %7,041 %5,619 %5,672 %3,648 %1,047 %133,920 %7,032 %5,591 %5,535 %3,638 %1,083 %143,939 %7,000 %5,555 %5,413 %3,629 %1,119 %153,955 %6,952 %5,512 %5,305 %3,619 %1,154 %163,968 %6,890 %5,465 %5,208 %3,611 %1,189 %173,978 %6,820 %5,415 %5,121 %3,603 %1,223 %183,985 %6,744 %5,364 %5,041 %3,595 %1,256 %193,990 %6,664 %5,311 %4,968 %3,587 %1,287 %203,992 %6,581 %5,259 %4,901 %3,580 %1,317 %213,992 %6,498 %5,207 %4,839 %3,573 %1,347 %223,990 %6,414 %5,155 %4,781 %3,566 %1,375 %233,987 %6,331 %5,105 %4,728 %3,559 %1,402 %243,981 %6,249 %5,056 %4,678 %3,553 %1,427 %253,975 %6,168 %5,008 %4,632 %3,547 %1,452 %263,967 %6,090 %4,961 %4,588 %3,541 %1,476 %273,957 %6,014 %4,917 %4,547 %3,536 %1,498 %283,946 %5,940 %4,873 %4,508 %3,530 %1,520 %293,932 %5,868 %4,831 %4,472 %3,525 %1,541 %303,917 %5,799 %4,791 %4,437 %3,520 %1,561 %313,899 %5,733 %4,752 %4,405 %3,515 %1,580 % 323,880 %5,669 %4,714 %4,374 %3,510 %1,598 %333,859 %5,607 %4,679 %4,344 %3,506 %1,616 %343,838 %5,548 %4,644 %4,317 %3,502 %1,632 %353,816 %5,491 %4,611 %4,290 %3,497 %1,649 %363,794 %5,437 %4,579 %4,265 %3,493 %1,664 %373,772 %5,384 %4,548 %4,241 %3,489 %1,679 %383,751 %5,334 %4,519 %4,218 %3,485 %1,693 %393,730 %5,285 %4,490 %4,196 %3,482 %1,707 %403,709 %5,239 %4,463 %4,175 %3,478 %1,720 %413,689 %5,195 %4,437 %4,155 %3,475 %1,733 %423,670 %5,152 %4,412 %4,136 %3,471 %1,745 %433,652 %5,111 %4,387 %4,117 %3,468 %1,757 %443,634 %5,071 %4,364 %4,100 %3,465 %1,768 %453,618 %5,033 %4,342 %4,083 %3,462 %1,779 %463,602 %4,997 %4,320 %4,066 %3,459 %1,789 %473,588 %4,962 %4,299 %4,051 %3,456 %1,799 %483,574 %4,928 %4,279 %4,036 %3,453 %1,809 %493,562 %4,895 %4,260 %4,021 %3,451 %1,819 %503,550 %4,864 %4,241 %4,007 %3,448 %1,828 %513,539 %4,834 %4,224 %3,994 %3,446 %1,836 %523,529 %4,805 %4,206 %3,981 %3,443 %1,845 %533,520 %4,777 %4,189 %3,968 %3,441 %1,853 %543,512 %4,749 %4,173 %3,956 %3,438 %1,861 %553,504 %4,723 %4,158 %3,945 %3,436 %1,869 %563,497 %4,698 %4,143 %3,933 %3,434 %1,876 %573,491 %4,674 %4,128 %3,922 %3,432 %1,883 %583,485 %4,650 %4,114 %3,912 %3,430 %1,890 %593,479 %4,627 %4,100 %3,902 %3,428 %1,897 %603,474 %4,605 %4,087 %3,892 %3,426 %1,903 %613,469 %4,584 %4,074 %3,882 %3,424 %1,910 %623,464 %4,563 %4,062 %3,873 %3,422 %1,916 %633,460 %4,543 %4,050 %3,864 %3,420 %1,922 %643,456 %4,524 %4,038 %3,855 %3,419 %1,928 %653,452 %4,505 %4,027 %3,847 %3,417 %1,933 %663,449 %4,487 %4,016 %3,839 %3,415 %1,939 %673,445 %4,469 %4,005 %3,831 %3,414 %1,944 %683,442 %4,452 %3,995 %3,823 %3,412 %1,949 %693,439 %4,435 %3,985 %3,815 %3,410 %1,954 %

703,436 %4,419 %3,975 %3,808 %3,409 %1,959 %713,434 %4,403 %3,966 %3,801 %3,407 %1,964 %723,431 %4,387 %3,957 %3,794 %3,406 %1,968 %733,429 %4,372 %3,948 %3,787 %3,405 %1,973 %743,426 %4,358 %3,939 %3,781 %3,403 %1,977 %753,424 %4,344 %3,930 %3,774 %3,402 %1,982 %763,422 %4,330 %3,922 %3,768 %3,401 %1,986 %773,420 %4,317 %3,914 %3,762 %3,399 %1,990 %783,418 %4,303 %3,906 %3,756 %3,398 %1,994 %793,416 %4,291 %3,898 %3,750 %3,397 %1,997 %803,415 %4,278 %3,891 %3,745 %3,396 %2,001 %813,413 %4,266 %3,884 %3,739 %3,395 %2,005 %823,411 %4,254 %3,876 %3,734 %3,394 %2,008 %833,410 %4,243 %3,869 %3,729 %3,392 %2,012 %843,408 %4,232 %3,863 %3,724 %3,391 %2,015 %853,407 %4,221 %3,856 %3,719 %3,390 %2,019 %863,405 %4,210 %3,850 %3,714 %3,389 %2,022 %873,404 %4,199 %3,843 %3,709 %3,388 %2,025 %883,403 %4,189 %3,837 %3,704 %3,387 %2,028 %893,401 %4,179 %3,831 %3,700 %3,386 %2,031 %903,400 %4,169 %3,825 %3,695 %3,385 %2,034 %913,399 %4,160 %3,819 %3,691 %3,384 %2,037 %923,398 %4,150 %3,814 %3,687 %3,384 %2,040 %933,396 %4,141 %3,808 %3,683 %3,383 %2,043 %943,395 %4,132 %3,803 %3,679 %3,382 %2,046 %953,394 %4,123 %3,797 %3,675 %3,381 %2,048 %963,393 %4,115 %3,792 %3,671 %3,380 %2,051 %973,392 %4,106 %3,787 %3,667 %3,379 %2,053 %983,391 %4,098 %3,782 %3,663 %3,378 %2,056 %993,390 %4,090 %3,777 %3,659 %3,378 %2,058 %1003,389 %4,082 %3,772 %3,656 %3,377 %2,061 %1013,388 %4,074 %3,768 %3,652 %3,376 %2,063 %1023,387 %4,067 %3,763 %3,649 %3,375 %2,065 %1033,387 %4,059 %3,759 %3,645 %3,375 %2,068 %1043,386 %4,052 %3,754 %3,642 %3,374 %2,070 %1053,385 %4,045 %3,750 %3,639 %3,373 %2,072 %1063,384 %4,038 %3,746 %3,636 %3,373 %2,074 %1073,383 %4,031 %3,742 %3,633 %3,372 %2,076 % 1083,382 %4,024 %3,737 %3,629 %3,371 %2,078 %1093,382 %4,017 %3,733 %3,626 %3,371 %2,080 %1103,381 %4,011 %3,729 %3,623 %3,370 %2,082 %1113,380 %4,004 %3,726 %3,621 %3,369 %2,084 %1123,379 %3,998 %3,722 %3,618 %3,369 %2,086 %1133,379 %3,992 %3,718 %3,615 %3,368 %2,088 %1143,378 %3,986 %3,714 %3,612 %3,368 %2,090 %1153,377 %3,980 %3,711 %3,609 %3,367 %2,092 %1163,377 %3,974 %3,707 %3,607 %3,366 %2,094 %1173,376 %3,968 %3,704 %3,604 %3,366 %2,095 %1183,375 %3,962 %3,700 %3,601 %3,365 %2,097 %1193,375 %3,957 %3,697 %3,599 %3,365 %2,099 %1203,374 %3,951 %3,694 %3,596 %3,364 %2,101 %1213,373 %3,946 %3,690 %3,594 %3,364 %2,102 %1223,373 %3,941 %3,687 %3,592 %3,363 %2,104 %1233,372 %3,935 %3,684 %3,589 %3,363 %2,105 %1243,372 %3,930 %3,681 %3,587 %3,362 %2,107 %1253,371 %3,925 %3,678 %3,585 %3,362 %2,109 %1263,371 %3,920 %3,675 %3,582 %3,361 %2,110 %1273,370 %3,915 %3,672 %3,580 %3,361 %2,112 %1283,369 %3,910 %3,669 %3,578 %3,360 %2,113 %1293,369 %3,906 %3,666 %3,576 %3,360 %2,114 %1303,368 %3,901 %3,663 %3,574 %3,359 %2,116 %1313,368 %3,896 %3,660 %3,572 %3,359 %2,117 %1323,367 %3,892 %3,658 %3,569 %3,358 %2,119 %1333,367 %3,887 %3,655 %3,567 %3,358 %2,120 %1343,366 %3,883 %3,652 %3,565 %3,357 %2,121 %1353,366 %3,879 %3,650 %3,563 %3,357 %2,123 %1363,365 %3,874 %3,647 %3,562 %3,357 %2,124 %1373,365 %3,870 %3,645 %3,560 %3,356 %2,125 %1383,364 %3,866 %3,642 %3,558 %3,356 %2,127 %1393,364 %3,862 %3,640 %3,556 %3,355 %2,128 %1403,363 %3,858 %3,637 %3,554 %3,355 %2,129 %1413,363 %3,854 %3,635 %3,552 %3,355 %2,130 %1423,363 %3,850 %3,633 %3,550 %3,354 %2,131 %1433,362 %3,846 %3,630 %3,549 %3,354 %2,133 %1443,362 %3,842 %3,628 %3,547 %3,354 %2,134 %1453,361 %3,839 %3,626 %3,545 %3,353 %2,135 %

1463,361 %3,835 %3,623 %3,544 %3,353 %2,136 %1473,360 %3,831 %3,621 %3,542 %3,352 %2,137 %1483,360 %3,828 %3,619 %3,540 %3,352 %2,138 %1493,360 %3,824 %3,617 %3,539 %3,352 %2,139 %1503,359 %3,821 %3,615 %3,537 %3,351 %2,140 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar14,646 %2,406 %4,440 %4,441 %7,516 %4,306 %24,488 %2,311 %3,966 %4,859 %8,690 %3,912 %34,369 %2,310 %3,717 %5,215 %9,395 %3,686 %44,337 %2,362 %3,537 %5,499 %9,825 %3,544 %54,323 %2,442 %3,438 %5,724 %10,093 %3,454 %64,365 %2,530 %3,394 %5,893 %10,283 %3,405 %74,401 %2,616 %3,386 %6,007 %10,427 %3,381 %84,443 %2,696 %3,402 %6,067 %10,561 %3,372 %94,483 %2,766 %3,426 %6,090 %10,661 %3,372 %104,521 %2,826 %3,449 %6,091 %10,749 %3,377 %114,559 %2,876 %3,463 %6,078 %10,785 %3,386 %124,593 %2,916 %3,471 %6,055 %10,769 %3,397 %134,620 %2,951 %3,474 %6,026 %10,714 %3,408 %144,641 %2,980 %3,474 %5,993 %10,631 %3,417 %154,655 %3,005 %3,471 %5,957 %10,526 %3,426 %164,662 %3,027 %3,466 %5,919 %10,406 %3,432 %174,663 %3,046 %3,460 %5,880 %10,274 %3,437 %184,658 %3,063 %3,453 %5,841 %10,134 %3,440 %194,647 %3,078 %3,445 %5,802 %9,989 %3,442 %204,630 %3,091 %3,437 %5,763 %9,842 %3,444 %214,608 %3,103 %3,429 %5,725 %9,694 %3,445 %224,582 %3,114 %3,421 %5,688 %9,547 %3,445 %234,552 %3,124 %3,414 %5,651 %9,401 %3,445 %244,520 %3,133 %3,406 %5,616 %9,258 %3,444 %254,486 %3,141 %3,398 %5,582 %9,118 %3,443 %264,451 %3,148 %3,391 %5,549 %8,983 %3,442 %274,415 %3,155 %3,385 %5,517 %8,851 %3,441 %284,380 %3,161 %3,379 %5,486 %8,724 %3,440 %294,346 %3,167 %3,373 %5,456 %8,601 %3,438 % 304,314 %3,172 %3,367 %5,427 %8,483 %3,436 %314,283 %3,177 %3,363 %5,400 %8,369 %3,434 %324,254 %3,182 %3,358 %5,373 %8,260 %3,433 %334,227 %3,186 %3,354 %5,347 %8,155 %3,431 %344,202 %3,190 %3,351 %5,323 %8,054 %3,429 %354,177 %3,194 %3,347 %5,299 %7,958 %3,427 %364,155 %3,197 %3,344 %5,276 %7,866 %3,425 %374,133 %3,201 %3,341 %5,255 %7,777 %3,423 %384,112 %3,204 %3,339 %5,234 %7,692 %3,421 %394,092 %3,207 %3,336 %5,213 %7,611 %3,419 %404,074 %3,209 %3,334 %5,194 %7,533 %3,417 %414,056 %3,212 %3,332 %5,175 %7,458 %3,415 %424,039 %3,215 %3,330 %5,157 %7,387 %3,414 %434,022 %3,217 %3,329 %5,140 %7,318 %3,412 %444,007 %3,219 %3,327 %5,123 %7,252 %3,410 %453,992 %3,221 %3,325 %5,107 %7,189 %3,408 %463,977 %3,223 %3,324 %5,092 %7,128 %3,406 %473,964 %3,225 %3,323 %5,077 %7,070 %3,405 %483,950 %3,227 %3,322 %5,062 %7,014 %3,403 %493,938 %3,228 %3,321 %5,048 %6,960 %3,401 %503,925 %3,230 %3,320 %5,035 %6,908 %3,400 %513,914 %3,232 %3,319 %5,022 %6,858 %3,398 %523,902 %3,233 %3,318 %5,010 %6,810 %3,397 %533,891 %3,235 %3,317 %4,998 %6,764 %3,395 %543,881 %3,236 %3,316 %4,986 %6,719 %3,394 %553,870 %3,237 %3,315 %4,975 %6,676 %3,392 %563,861 %3,239 %3,315 %4,964 %6,634 %3,391 %573,851 %3,240 %3,314 %4,953 %6,594 %3,390 %583,842 %3,241 %3,314 %4,943 %6,555 %3,388 %593,833 %3,242 %3,313 %4,933 %6,518 %3,387 %603,824 %3,243 %3,312 %4,924 %6,481 %3,386 %613,816 %3,244 %3,312 %4,914 %6,446 %3,384 %623,808 %3,245 %3,312 %4,905 %6,412 %3,383 %633,800 %3,246 %3,311 %4,897 %6,379 %3,382 %643,792 %3,247 %3,311 %4,888 %6,348 %3,381 %653,785 %3,248 %3,310 %4,880 %6,317 %3,380 %663,778 %3,249 %3,310 %4,872 %6,287 %3,379 %673,771 %3,250 %3,310 %4,864 %6,257 %3,378 %

683,764 %3,250 %3,309 %4,857 %6,229 %3,377 %693,757 %3,251 %3,309 %4,850 %6,202 %3,375 %703,751 %3,252 %3,309 %4,842 %6,175 %3,374 %713,745 %3,253 %3,308 %4,836 %6,149 %3,374 %723,739 %3,253 %3,308 %4,829 %6,124 %3,373 %733,733 %3,254 %3,308 %4,822 %6,100 %3,372 %743,727 %3,255 %3,308 %4,816 %6,076 %3,371 %753,722 %3,255 %3,308 %4,810 %6,053 %3,370 %763,716 %3,256 %3,307 %4,804 %6,030 %3,369 %773,711 %3,257 %3,307 %4,798 %6,008 %3,368 %783,706 %3,257 %3,307 %4,792 %5,987 %3,367 %793,701 %3,258 %3,307 %4,787 %5,966 %3,366 %803,696 %3,258 %3,307 %4,781 %5,945 %3,366 %813,691 %3,259 %3,306 %4,776 %5,926 %3,365 %823,686 %3,259 %3,306 %4,771 %5,906 %3,364 %833,681 %3,260 %3,306 %4,765 %5,887 %3,363 %843,677 %3,260 %3,306 %4,761 %5,869 %3,363 %853,673 %3,261 %3,306 %4,756 %5,851 %3,362 %863,668 %3,261 %3,306 %4,751 %5,833 %3,361 %873,664 %3,262 %3,306 %4,746 %5,816 %3,361 %883,660 %3,262 %3,306 %4,742 %5,799 %3,360 %893,656 %3,263 %3,305 %4,737 %5,783 %3,359 %903,652 %3,263 %3,305 %4,733 %5,767 %3,359 %913,648 %3,263 %3,305 %4,729 %5,751 %3,358 %923,644 %3,264 %3,305 %4,725 %5,736 %3,357 %933,641 %3,264 %3,305 %4,721 %5,721 %3,357 %943,637 %3,265 %3,305 %4,717 %5,706 %3,356 %953,634 %3,265 %3,305 %4,713 %5,692 %3,356 %963,630 %3,265 %3,305 %4,709 %5,678 %3,355 %973,627 %3,266 %3,305 %4,705 %5,664 %3,354 %983,624 %3,266 %3,305 %4,702 %5,651 %3,354 %993,620 %3,267 %3,305 %4,698 %5,637 %3,353 %1003,617 %3,267 %3,305 %4,695 %5,624 %3,353 %1013,614 %3,267 %3,304 %4,691 %5,612 %3,352 %1023,611 %3,268 %3,304 %4,688 %5,599 %3,352 %1033,608 %3,268 %3,304 %4,685 %5,587 %3,351 %1043,605 %3,268 %3,304 %4,682 %5,575 %3,351 %1053,602 %3,268 %3,304 %4,678 %5,563 %3,350 % 1063,599 %3,269 %3,304 %4,675 %5,552 %3,350 %1073,596 %3,269 %3,304 %4,672 %5,541 %3,349 %1083,594 %3,269 %3,304 %4,669 %5,530 %3,349 %1093,591 %3,270 %3,304 %4,666 %5,519 %3,348 %1103,588 %3,270 %3,304 %4,663 %5,508 %3,348 %1113,586 %3,270 %3,304 %4,661 %5,497 %3,348 %1123,583 %3,270 %3,304 %4,658 %5,487 %3,347 %1133,581 %3,271 %3,304 %4,655 %5,477 %3,347 %1143,578 %3,271 %3,304 %4,652 %5,467 %3,346 %1153,576 %3,271 %3,304 %4,650 %5,457 %3,346 %1163,573 %3,272 %3,304 %4,647 %5,448 %3,346 %1173,571 %3,272 %3,304 %4,645 %5,438 %3,345 %1183,569 %3,272 %3,304 %4,642 %5,429 %3,345 %1193,567 %3,272 %3,304 %4,640 %5,420 %3,344 %1203,564 %3,272 %3,304 %4,637 %5,411 %3,344 %1213,562 %3,273 %3,304 %4,635 %5,402 %3,344 %1223,560 %3,273 %3,304 %4,633 %5,393 %3,343 %1233,558 %3,273 %3,303 %4,630 %5,385 %3,343 %1243,556 %3,273 %3,303 %4,628 %5,377 %3,343 %1253,554 %3,274 %3,303 %4,626 %5,368 %3,342 %1263,552 %3,274 %3,303 %4,624 %5,360 %3,342 %1273,550 %3,274 %3,303 %4,621 %5,352 %3,342 %1283,548 %3,274 %3,303 %4,619 %5,344 %3,341 %1293,546 %3,274 %3,303 %4,617 %5,337 %3,341 %1303,544 %3,275 %3,303 %4,615 %5,329 %3,341 %1313,542 %3,275 %3,303 %4,613 %5,321 %3,340 %1323,540 %3,275 %3,303 %4,611 %5,314 %3,340 %1333,539 %3,275 %3,303 %4,609 %5,307 %3,340 %1343,537 %3,275 %3,303 %4,607 %5,300 %3,339 %1353,535 %3,276 %3,303 %4,605 %5,293 %3,339 %1363,533 %3,276 %3,303 %4,603 %5,286 %3,339 %1373,532 %3,276 %3,303 %4,602 %5,279 %3,339 %1383,530 %3,276 %3,303 %4,600 %5,272 %3,338 %1393,528 %3,276 %3,303 %4,598 %5,265 %3,338 %1403,527 %3,276 %3,303 %4,596 %5,259 %3,338 %1413,525 %3,277 %3,303 %4,594 %5,252 %3,337 %1423,523 %3,277 %3,303 %4,593 %5,246 %3,337 %1433,522 %3,277 %3,303 %4,591 %5,240 %3,337 %

1443,520 %3,277 %3,303 %4,589 %5,233 %3,337 %1453,519 %3,277 %3,303 %4,588 %5,227 %3,336 %1463,517 %3,277 %3,303 %4,586 %5,221 %3,336 %1473,516 %3,278 %3,303 %4,584 %5,215 %3,336 %1483,514 %3,278 %3,303 %4,583 %5,209 %3,336 %1493,513 %3,278 %3,303 %4,581 %5,204 %3,335 %1503,512 %3,278 %3,303 %4,580 %5,198 %3,335 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal16,815 %10,964 %1,127 %5,368 %7,902 %10,790 %26,552 %10,373 %1,230 %4,906 %7,694 %11,295 %36,477 %9,915 %1,315 %4,605 %7,698 %11,604 %46,436 %9,650 %1,387 %4,445 %7,902 %11,787 %56,424 %9,465 %1,442 %4,375 %8,124 %11,881 %66,410 %9,399 %1,486 %4,354 %8,420 %11,931 %76,389 %9,387 %1,520 %4,358 %8,728 %11,970 %86,365 %9,375 %1,545 %4,379 %9,067 %11,979 %96,339 %9,347 %1,565 %4,409 %9,344 %11,975 %106,313 %9,297 %1,579 %4,446 %9,570 %11,962 %116,286 %9,223 %1,601 %4,488 %9,775 %11,911 %126,260 %9,131 %1,633 %4,532 %9,956 %11,824 %136,233 %9,025 %1,670 %4,574 %10,110 %11,712 %146,208 %8,912 %1,710 %4,613 %10,231 %11,581 %156,183 %8,793 %1,753 %4,648 %10,311 %11,437 %166,159 %8,671 %1,795 %4,678 %10,349 %11,283 %176,136 %8,548 %1,838 %4,702 %10,350 %11,124 %186,113 %8,426 %1,881 %4,719 %10,322 %10,962 %196,091 %8,305 %1,922 %4,730 %10,272 %10,798 %206,070 %8,186 %1,963 %4,733 %10,205 %10,636 %216,050 %8,070 %2,002 %4,728 %10,124 %10,475 %226,031 %7,957 %2,040 %4,718 %10,034 %10,316 %236,012 %7,848 %2,076 %4,702 %9,937 %10,162 %245,994 %7,742 %2,111 %4,683 %9,836 %10,011 %255,977 %7,640 %2,145 %4,662 %9,732 %9,865 %265,960 %7,542 %2,178 %4,638 %9,626 %9,724 %275,944 %7,448 %2,209 %4,613 %9,520 %9,588 % 285,929 %7,357 %2,239 %4,587 %9,415 %9,457 %295,914 %7,271 %2,267 %4,560 %9,312 %9,331 %305,900 %7,187 %2,295 %4,534 %9,210 %9,211 %315,886 %7,108 %2,321 %4,507 %9,111 %9,095 %325,873 %7,031 %2,346 %4,481 %9,015 %8,984 %335,861 %6,958 %2,370 %4,454 %8,921 %8,877 %345,849 %6,888 %2,394 %4,429 %8,831 %8,775 %355,837 %6,821 %2,416 %4,403 %8,744 %8,678 %365,826 %6,757 %2,437 %4,379 %8,660 %8,584 %375,815 %6,696 %2,458 %4,355 %8,578 %8,495 %385,805 %6,637 %2,477 %4,332 %8,500 %8,409 %395,795 %6,581 %2,496 %4,309 %8,425 %8,328 %405,785 %6,527 %2,514 %4,287 %8,353 %8,249 %415,776 %6,475 %2,532 %4,266 %8,284 %8,174 %425,767 %6,425 %2,548 %4,245 %8,217 %8,102 %435,758 %6,378 %2,564 %4,225 %8,153 %8,033 %445,750 %6,332 %2,580 %4,206 %8,091 %7,966 %455,742 %6,288 %2,595 %4,187 %8,032 %7,903 %465,734 %6,246 %2,609 %4,169 %7,975 %7,842 %475,727 %6,205 %2,623 %4,152 %7,920 %7,783 %485,719 %6,166 %2,636 %4,135 %7,867 %7,727 %495,712 %6,129 %2,649 %4,119 %7,817 %7,673 %505,706 %6,093 %2,662 %4,103 %7,768 %7,620 %515,699 %6,058 %2,674 %4,088 %7,721 %7,570 %525,693 %6,025 %2,685 %4,074 %7,675 %7,522 %535,687 %5,992 %2,696 %4,059 %7,632 %7,475 %545,681 %5,961 %2,707 %4,046 %7,590 %7,430 %555,675 %5,931 %2,718 %4,033 %7,549 %7,387 %565,670 %5,902 %2,728 %4,020 %7,510 %7,345 %575,664 %5,874 %2,737 %4,007 %7,472 %7,305 %585,659 %5,847 %2,747 %3,995 %7,435 %7,266 %595,654 %5,821 %2,756 %3,984 %7,399 %7,228 %605,649 %5,796 %2,765 %3,973 %7,365 %7,192 %615,644 %5,771 %2,773 %3,962 %7,332 %7,156 %625,640 %5,747 %2,782 %3,951 %7,300 %7,122 %635,635 %5,724 %2,790 %3,941 %7,269 %7,089 %645,631 %5,702 %2,798 %3,931 %7,239 %7,057 %655,627 %5,680 %2,805 %3,921 %7,209 %7,026 %

665,623 %5,659 %2,813 %3,912 %7,181 %6,996 %675,619 %5,639 %2,820 %3,903 %7,154 %6,966 %685,615 %5,619 %2,827 %3,894 %7,127 %6,938 %695,611 %5,600 %2,834 %3,885 %7,101 %6,911 %705,607 %5,581 %2,840 %3,877 %7,076 %6,884 %715,604 %5,563 %2,847 %3,869 %7,051 %6,858 %725,600 %5,546 %2,853 %3,861 %7,028 %6,832 %735,597 %5,529 %2,859 %3,853 %7,004 %6,808 %745,594 %5,512 %2,865 %3,846 %6,982 %6,784 %755,590 %5,496 %2,871 %3,839 %6,960 %6,761 %765,587 %5,480 %2,876 %3,832 %6,939 %6,738 %775,584 %5,464 %2,882 %3,825 %6,918 %6,716 %785,581 %5,449 %2,887 %3,818 %6,898 %6,694 %795,578 %5,435 %2,892 %3,811 %6,878 %6,673 %805,576 %5,421 %2,897 %3,805 %6,859 %6,653 %815,573 %5,407 %2,902 %3,799 %6,840 %6,633 %825,570 %5,393 %2,907 %3,793 %6,822 %6,614 %835,567 %5,380 %2,912 %3,787 %6,804 %6,595 %845,565 %5,367 %2,916 %3,781 %6,786 %6,576 %855,562 %5,354 %2,921 %3,775 %6,769 %6,558 %865,560 %5,342 %2,925 %3,770 %6,753 %6,540 %875,558 %5,330 %2,929 %3,764 %6,737 %6,523 %885,555 %5,318 %2,934 %3,759 %6,721 %6,506 %895,553 %5,307 %2,938 %3,754 %6,705 %6,490 %905,551 %5,296 %2,942 %3,749 %6,690 %6,474 %915,548 %5,285 %2,946 %3,744 %6,675 %6,458 %925,546 %5,274 %2,950 %3,739 %6,661 %6,443 %935,544 %5,263 %2,953 %3,734 %6,647 %6,428 %945,542 %5,253 %2,957 %3,730 %6,633 %6,413 %955,540 %5,243 %2,961 %3,725 %6,619 %6,398 %965,538 %5,233 %2,964 %3,721 %6,606 %6,384 %975,536 %5,223 %2,968 %3,716 %6,593 %6,370 %985,534 %5,214 %2,971 %3,712 %6,580 %6,357 %995,532 %5,205 %2,974 %3,708 %6,567 %6,344 %1005,531 %5,196 %2,978 %3,704 %6,555 %6,330 %1015,529 %5,187 %2,981 %3,700 %6,543 %6,318 %1025,527 %5,178 %2,984 %3,696 %6,531 %6,305 %1035,525 %5,169 %2,987 %3,692 %6,520 %6,293 % 1045,524 %5,161 %2,990 %3,688 %6,509 %6,281 %1055,522 %5,153 %2,993 %3,685 %6,498 %6,269 %1065,520 %5,145 %2,996 %3,681 %6,487 %6,258 %1075,519 %5,137 %2,999 %3,677 %6,476 %6,246 %1085,517 %5,129 %3,001 %3,674 %6,466 %6,235 %1095,516 %5,121 %3,004 %3,670 %6,455 %6,224 %1105,514 %5,114 %3,007 %3,667 %6,445 %6,213 %1115,513 %5,107 %3,009 %3,664 %6,435 %6,203 %1125,511 %5,099 %3,012 %3,660 %6,425 %6,193 %1135,510 %5,092 %3,015 %3,657 %6,416 %6,182 %1145,508 %5,085 %3,017 %3,654 %6,406 %6,172 %1155,507 %5,078 %3,020 %3,651 %6,397 %6,163 %1165,506 %5,072 %3,022 %3,648 %6,388 %6,153 %1175,504 %5,065 %3,024 %3,645 %6,379 %6,143 %1185,503 %5,058 %3,027 %3,642 %6,371 %6,134 %1195,502 %5,052 %3,029 %3,639 %6,362 %6,125 %1205,500 %5,046 %3,031 %3,636 %6,353 %6,116 %1215,499 %5,040 %3,033 %3,634 %6,345 %6,107 %1225,498 %5,034 %3,036 %3,631 %6,337 %6,098 %1235,497 %5,028 %3,038 %3,628 %6,329 %6,090 %1245,496 %5,022 %3,040 %3,626 %6,321 %6,081 %1255,494 %5,016 %3,042 %3,623 %6,313 %6,073 %1265,493 %5,010 %3,044 %3,620 %6,305 %6,065 %1275,492 %5,005 %3,046 %3,618 %6,298 %6,057 %1285,491 %4,999 %3,048 %3,615 %6,290 %6,049 %1295,490 %4,994 %3,050 %3,613 %6,283 %6,041 %1305,489 %4,988 %3,052 %3,610 %6,276 %6,034 %1315,488 %4,983 %3,054 %3,608 %6,269 %6,026 %1325,487 %4,978 %3,056 %3,606 %6,262 %6,019 %1335,486 %4,973 %3,057 %3,603 %6,255 %6,011 %1345,485 %4,968 %3,059 %3,601 %6,248 %6,004 %1355,484 %4,963 %3,061 %3,599 %6,241 %5,997 %1365,483 %4,958 %3,063 %3,597 %6,235 %5,990 %1375,482 %4,953 %3,064 %3,595 %6,228 %5,983 %1385,481 %4,948 %3,066 %3,592 %6,222 %5,976 %1395,480 %4,944 %3,068 %3,590 %6,216 %5,970 %1405,479 %4,939 %3,070 %3,588 %6,209 %5,963 %1415,478 %4,934 %3,071 %3,586 %6,203 %5,957 %

1425,477 %4,930 %3,073 %3,584 %6,197 %5,950 %1435,476 %4,925 %3,074 %3,582 %6,191 %5,944 %1445,475 %4,921 %3,076 %3,580 %6,186 %5,938 %1455,475 %4,917 %3,077 %3,578 %6,180 %5,931 %1465,474 %4,913 %3,079 %3,576 %6,174 %5,925 %1475,473 %4,908 %3,081 %3,575 %6,168 %5,919 %1485,472 %4,904 %3,082 %3,573 %6,163 %5,914 %1495,471 %4,900 %3,083 %3,571 %6,157 %5,908 %1505,470 %4,896 %3,085 %3,569 %6,152 %5,902 %Term to maturity (in years)Renminbi-yuanRinggitRussian roubleSingapore dollarSouth Korean wonTurkish lira11,660 %2,969 %18,289 %3,422 %3,133 %45,648 %21,650 %3,094 %17,373 %3,181 %2,977 %37,720 %31,681 %3,204 %16,644 %3,065 %2,905 %33,054 %41,743 %3,299 %16,060 %3,013 %2,876 %29,841 %51,806 %3,374 %15,588 %2,987 %2,861 %27,566 %61,857 %3,441 %15,214 %2,976 %2,853 %26,015 %71,904 %3,496 %14,936 %2,972 %2,854 %24,965 %81,952 %3,544 %14,708 %2,973 %2,863 %24,303 %92,005 %3,589 %14,551 %2,977 %2,870 %23,900 %102,063 %3,627 %14,440 %2,981 %2,869 %23,553 %112,128 %3,665 %14,363 %2,987 %2,858 %23,210 %122,195 %3,703 %14,316 %2,993 %2,841 %22,865 %132,263 %3,741 %14,277 %2,999 %2,820 %22,515 %142,331 %3,779 %14,250 %3,006 %2,798 %22,157 %152,398 %3,817 %14,192 %3,012 %2,778 %21,790 %162,462 %3,854 %14,096 %3,018 %2,759 %21,415 %172,525 %3,889 %13,971 %3,025 %2,743 %21,033 %182,585 %3,920 %13,822 %3,031 %2,730 %20,644 %192,643 %3,947 %13,656 %3,037 %2,721 %20,251 %202,698 %3,969 %13,476 %3,043 %2,715 %19,856 %212,751 %3,986 %13,287 %3,049 %2,713 %19,460 %222,801 %3,998 %13,092 %3,055 %2,714 %19,065 %232,849 %4,006 %12,893 %3,060 %2,718 %18,675 %242,895 %4,012 %12,693 %3,066 %2,723 %18,291 %252,938 %4,014 %12,494 %3,071 %2,730 %17,914 % 262,980 %4,015 %12,297 %3,076 %2,738 %17,546 %273,020 %4,014 %12,104 %3,081 %2,747 %17,188 %283,058 %4,011 %11,916 %3,086 %2,756 %16,841 %293,094 %4,008 %11,732 %3,091 %2,765 %16,506 %303,128 %4,004 %11,554 %3,095 %2,775 %16,183 %313,161 %3,999 %11,381 %3,100 %2,785 %15,872 %323,193 %3,993 %11,215 %3,104 %2,795 %15,573 %333,223 %3,988 %11,055 %3,108 %2,805 %15,287 %343,252 %3,982 %10,901 %3,112 %2,815 %15,013 %353,279 %3,975 %10,753 %3,116 %2,825 %14,750 %363,306 %3,969 %10,611 %3,119 %2,834 %14,499 %373,331 %3,963 %10,475 %3,123 %2,844 %14,259 %383,355 %3,956 %10,345 %3,127 %2,853 %14,029 %393,378 %3,950 %10,219 %3,130 %2,862 %13,809 %403,400 %3,944 %10,099 %3,133 %2,871 %13,599 %413,422 %3,937 %9,984 %3,136 %2,879 %13,399 %423,442 %3,931 %9,874 %3,139 %2,888 %13,206 %433,462 %3,925 %9,768 %3,142 %2,896 %13,023 %443,481 %3,919 %9,667 %3,145 %2,904 %12,847 %453,499 %3,913 %9,570 %3,148 %2,911 %12,678 %463,516 %3,907 %9,476 %3,151 %2,919 %12,516 %473,533 %3,902 %9,387 %3,154 %2,926 %12,361 %483,549 %3,896 %9,301 %3,156 %2,933 %12,213 %493,565 %3,891 %9,218 %3,159 %2,940 %12,070 %503,580 %3,886 %9,138 %3,161 %2,946 %11,933 %513,595 %3,881 %9,061 %3,163 %2,953 %11,801 %523,609 %3,876 %8,988 %3,166 %2,959 %11,674 %533,622 %3,871 %8,917 %3,168 %2,965 %11,552 %543,635 %3,867 %8,848 %3,170 %2,971 %11,435 %553,648 %3,862 %8,782 %3,172 %2,976 %11,321 %563,660 %3,858 %8,718 %3,174 %2,982 %11,212 %573,672 %3,853 %8,657 %3,176 %2,987 %11,107 %583,683 %3,849 %8,598 %3,178 %2,992 %11,005 %593,694 %3,845 %8,540 %3,180 %2,997 %10,907 %603,705 %3,841 %8,485 %3,182 %3,002 %10,813 %613,715 %3,838 %8,431 %3,184 %3,007 %10,721 %623,726 %3,834 %8,379 %3,185 %3,012 %10,632 %633,735 %3,830 %8,329 %3,187 %3,016 %10,547 %

643,745 %3,827 %8,280 %3,189 %3,020 %10,464 %653,754 %3,823 %8,233 %3,190 %3,025 %10,383 %663,763 %3,820 %8,187 %3,192 %3,029 %10,305 %673,771 %3,817 %8,143 %3,193 %3,033 %10,230 %683,780 %3,814 %8,100 %3,195 %3,036 %10,156 %693,788 %3,811 %8,058 %3,196 %3,040 %10,085 %703,796 %3,808 %8,017 %3,198 %3,044 %10,016 %713,804 %3,805 %7,978 %3,199 %3,047 %9,949 %723,811 %3,802 %7,940 %3,200 %3,051 %9,884 %733,819 %3,799 %7,902 %3,202 %3,054 %9,820 %743,826 %3,797 %7,866 %3,203 %3,058 %9,759 %753,833 %3,794 %7,831 %3,204 %3,061 %9,699 %763,839 %3,791 %7,796 %3,205 %3,064 %9,640 %773,846 %3,789 %7,763 %3,206 %3,067 %9,583 %783,852 %3,787 %7,730 %3,208 %3,070 %9,528 %793,859 %3,784 %7,699 %3,209 %3,073 %9,474 %803,865 %3,782 %7,668 %3,210 %3,076 %9,422 %813,871 %3,780 %7,637 %3,211 %3,078 %9,370 %823,877 %3,778 %7,608 %3,212 %3,081 %9,321 %833,882 %3,775 %7,579 %3,213 %3,084 %9,272 %843,888 %3,773 %7,551 %3,214 %3,086 %9,224 %853,893 %3,771 %7,524 %3,215 %3,089 %9,178 %863,898 %3,769 %7,497 %3,216 %3,091 %9,133 %873,904 %3,767 %7,471 %3,217 %3,094 %9,088 %883,909 %3,765 %7,446 %3,218 %3,096 %9,045 %893,914 %3,764 %7,421 %3,219 %3,098 %9,003 %903,918 %3,762 %7,396 %3,220 %3,100 %8,962 %913,923 %3,760 %7,372 %3,220 %3,103 %8,921 %923,928 %3,758 %7,349 %3,221 %3,105 %8,882 %933,932 %3,757 %7,326 %3,222 %3,107 %8,843 %943,937 %3,755 %7,304 %3,223 %3,109 %8,805 %953,941 %3,753 %7,282 %3,224 %3,111 %8,769 %963,945 %3,752 %7,261 %3,225 %3,113 %8,732 %973,950 %3,750 %7,240 %3,225 %3,115 %8,697 %983,954 %3,749 %7,219 %3,226 %3,117 %8,662 %993,958 %3,747 %7,199 %3,227 %3,118 %8,628 %1003,962 %3,746 %7,180 %3,228 %3,120 %8,595 %1013,965 %3,744 %7,160 %3,228 %3,122 %8,562 % 1023,969 %3,743 %7,142 %3,229 %3,124 %8,530 %1033,973 %3,741 %7,123 %3,230 %3,126 %8,499 %1043,976 %3,740 %7,105 %3,230 %3,127 %8,468 %1053,980 %3,739 %7,087 %3,231 %3,129 %8,438 %1063,983 %3,737 %7,070 %3,232 %3,130 %8,409 %1073,987 %3,736 %7,052 %3,232 %3,132 %8,380 %1083,990 %3,735 %7,036 %3,233 %3,134 %8,351 %1093,994 %3,734 %7,019 %3,233 %3,135 %8,323 %1103,997 %3,732 %7,003 %3,234 %3,137 %8,296 %1114,000 %3,731 %6,987 %3,235 %3,138 %8,269 %1124,003 %3,730 %6,971 %3,235 %3,140 %8,243 %1134,006 %3,729 %6,956 %3,236 %3,141 %8,217 %1144,009 %3,728 %6,941 %3,236 %3,142 %8,191 %1154,012 %3,727 %6,926 %3,237 %3,144 %8,166 %1164,015 %3,726 %6,911 %3,237 %3,145 %8,142 %1174,018 %3,724 %6,897 %3,238 %3,146 %8,117 %1184,021 %3,723 %6,883 %3,239 %3,148 %8,094 %1194,023 %3,722 %6,869 %3,239 %3,149 %8,070 %1204,026 %3,721 %6,856 %3,240 %3,150 %8,047 %1214,029 %3,720 %6,842 %3,240 %3,151 %8,025 %1224,031 %3,719 %6,829 %3,241 %3,153 %8,003 %1234,034 %3,718 %6,816 %3,241 %3,154 %7,981 %1244,037 %3,717 %6,803 %3,241 %3,155 %7,959 %1254,039 %3,717 %6,791 %3,242 %3,156 %7,938 %1264,042 %3,716 %6,779 %3,242 %3,157 %7,917 %1274,044 %3,715 %6,767 %3,243 %3,158 %7,897 %1284,046 %3,714 %6,755 %3,243 %3,160 %7,877 %1294,049 %3,713 %6,743 %3,244 %3,161 %7,857 %1304,051 %3,712 %6,731 %3,244 %3,162 %7,837 %1314,053 %3,711 %6,720 %3,245 %3,163 %7,818 %1324,056 %3,710 %6,709 %3,245 %3,164 %7,799 %1334,058 %3,710 %6,698 %3,245 %3,165 %7,781 %1344,060 %3,709 %6,687 %3,246 %3,166 %7,762 %1354,062 %3,708 %6,676 %3,246 %3,167 %7,744 %1364,064 %3,707 %6,665 %3,247 %3,168 %7,726 %1374,066 %3,706 %6,655 %3,247 %3,169 %7,709 %1384,068 %3,706 %6,645 %3,247 %3,170 %7,692 %1394,070 %3,705 %6,635 %3,248 %3,171 %7,675 %

1404,072 %3,704 %6,625 %3,248 %3,172 %7,658 %1414,074 %3,703 %6,615 %3,249 %3,172 %7,641 %1424,076 %3,703 %6,605 %3,249 %3,173 %7,625 %1434,078 %3,702 %6,596 %3,249 %3,174 %7,609 %1444,080 %3,701 %6,586 %3,250 %3,175 %7,593 %1454,082 %3,700 %6,577 %3,250 %3,176 %7,577 %1464,084 %3,700 %6,568 %3,250 %3,177 %7,562 %1474,086 %3,699 %6,559 %3,251 %3,178 %7,547 %1484,087 %3,698 %6,550 %3,251 %3,179 %7,532 %1494,089 %3,698 %6,541 %3,251 %3,179 %7,517 %1504,091 %3,697 %6,533 %3,252 %3,180 %7,502 %Term to maturity (in years)US dollarYen15,046 %0,274 %24,583 %0,419 %34,316 %0,523 %44,155 %0,601 %54,060 %0,674 %64,007 %0,747 %73,974 %0,828 %83,955 %0,906 %93,946 %0,981 %103,941 %1,057 %113,941 %1,125 %123,944 %1,188 %133,947 %1,249 %143,950 %1,310 %153,951 %1,370 %163,950 %1,429 %173,945 %1,486 %183,937 %1,537 %193,925 %1,582 %203,908 %1,620 %213,887 %1,650 %223,862 %1,674 %233,835 %1,694 % 243,806 %1,712 %253,776 %1,729 %263,745 %1,745 %273,715 %1,761 %283,685 %1,778 %293,658 %1,796 %303,633 %1,817 %313,611 %1,839 %323,590 %1,862 %333,573 %1,887 %343,556 %1,913 %353,542 %1,938 %363,529 %1,964 %373,517 %1,990 %383,506 %2,016 %393,496 %2,041 %403,488 %2,066 %413,479 %2,091 %423,472 %2,115 %433,465 %2,139 %443,459 %2,162 %453,453 %2,184 %463,448 %2,206 %473,443 %2,227 %483,438 %2,248 %493,434 %2,268 %503,430 %2,288 %513,426 %2,307 %523,423 %2,325 %533,420 %2,343 %543,417 %2,361 %553,414 %2,378 %563,411 %2,394 %573,408 %2,410 %583,406 %2,425 %593,404 %2,440 %603,402 %2,455 % 613,400 %2,469 %623,398 %2,483 %633,396 %2,496 %643,394 %2,509 %653,392 %2,522 %663,391 %2,534 %673,389 %2,546 %683,387 %2,557 %693,386 %2,569 %703,385 %2,580 %713,383 %2,590 %723,382 %2,601 %733,381 %2,611 %743,380 %2,621 %753,378 %2,630 %763,377 %2,640 %773,376 %2,649 %783,375 %2,658 %793,374 %2,666 %803,373 %2,675 %813,372 %2,683 %823,371 %2,691 %833,370 %2,699 %843,370 %2,707 %853,369 %2,714 %863,368 %2,722 %873,367 %2,729 %883,366 %2,736 %893,366 %2,743 %903,365 %2,749 %913,364 %2,756 %923,363 %2,762 %933,363 %2,769 %943,362 %2,775 %953,361 %2,781 %963,361 %2,787 %973,360 %2,792 % 983,359 %2,798 %993,359 %2,804 %1003,358 %2,809 %1013,358 %2,815 %1023,357 %2,820 %1033,356 %2,825 %1043,356 %2,830 %1053,355 %2,835 %1063,355 %2,840 %1073,354 %2,844 %1083,354 %2,849 %1093,353 %2,854 %1103,353 %2,858 %1113,352 %2,863 %1123,352 %2,867 %1133,351 %2,871 %1143,351 %2,875 %1153,351 %2,880 %1163,350 %2,884 %1173,350 %2,888 %1183,349 %2,891 %1193,349 %2,895 %1203,348 %2,899 %1213,348 %2,903 %1223,348 %2,906 %1233,347 %2,910 %1243,347 %2,914 %1253,346 %2,917 %1263,346 %2,921 %1273,346 %2,924 %1283,345 %2,927 %1293,345 %2,930 %1303,345 %2,934 %1313,344 %2,937 %1323,344 %2,940 %1333,344 %2,943 %1343,343 %2,946 % 1353,343 %2,949 %1363,343 %2,952 %1373,342 %2,955 %1383,342 %2,958 %1393,342 %2,961 %1403,341 %2,963 %1413,341 %2,966 %1423,341 %2,969 %1433,341 %2,971 %1443,340 %2,974 %1453,340 %2,977 %1463,340 %2,979 %1473,340 %2,982 %1483,339 %2,984 %1493,339 %2,987 %1503,339 %2,989 %

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)AustriaBelgiumBulgariaCroatiaCzechiaCyprusDenmark10026502002003350340300395039040142514005024653430603496546071452684708255451048093656611460103757612450Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003324122000020841730000186420410001644215200015142263000149423740001474248501015132596020153126107030155426Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1634012042138901804 3181112020044211214021045231417022046251618024047271720025048291821026049311923126041032202412704Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom12081014400234151316900338171521120044018162514005431917281700646201932180074721203320008472222352100945242236230010452223362400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120 Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia116011010002171170100031722601000416333010005153340100061443701000713438010008147370100091553401000101353601000Duration (in years)MexicoNew ZealandRussiaSingaporeSouth AfricaSouth KoreaThailand18000781290001011031000013110411000141305110201514061105017150711070191508110110211509110160231501011016025150Duration (in years)TaiwanTurkeyUnited States14002400340044005400640074008400940010400
2. Exposures to financial institutions 2.1. Euro Duration (in years)Credit quality step 0Credit quality step 1Credit quality step 2Credit quality step 3Credit quality step 4Credit quality step 5Credit quality step 6161941107222498115826194110722249893837214310221949577149244610521849464251026511082174945426112854112217494494712305611521749449481231561142174944949133256113217494494101333561132174944941114345611321749449412143556113217494494131435561132174944941415365611321749449415153656113217494494161536561132174944941716365611321749449418173656113217494494191836561132174944942019365611321749449421203656113217494494222136561132174944942322365611321749449424233656113217494494252436561132174944942624365611321749449427253656113217494494282636561132174944942926365611321749449430273656113217494494 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 61193254120235511117322033551212365129513213557116232509781422375911823150765152339631202305065506234066124229506506723416712622850550582341661242285045049224166123227504504102242651222275035031122436512222650250212224364121225502502132243641212255015011421426312022450150115214263120224500500162142621192245005001721426211922450050018214262119224500500192142631202245005002021426312022450050021214263120224501501222142631202245015012322436312022450150124234363120224501501252442631202245015012625426312022450150127254263120224501501282642631202245015012927426312022450050030274263120224500500

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 61619411072224981158261941107222498938 37214310221849577149244610521749464251026501082174945426112854112217494494712305611521749449481231561142174944949123256113217494494101333561132174944941114345611321749449412143556113217494494131435561132174944941414355611321749449415153556113217494494161535561132174944941716355611321749449418173556113217494494191835561132174944942019355611321749449421203556113217494494222135561132174944942322355611321749449424233556113217494494252435561132174944942624355611321749449427253556113217494494282635561132174944942926355611321749449430273556113217494494 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 617992114180295571120727689111177292568984379931151742905678114799411617528756467757894118176285562573 67895120179284560560777951201802825585588769511917828155755797594119176280557557107393116173277553553117191114171275551551127091113170274550550137091112169273550550147091112169273549549157091112168273549549166990111168272549549176990111168272548548186889110167271548548196889110167271547547206788109166270547547216788109165270546546226687108165269545545236586107164268544544246485106163267543543256384105162266542542266283104161265541541276182103160264540540286081102159263539539295980101158262538538305879100157261537537 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 6110234511122650211502112447112227504934314284910922550176741631531122255016395173358115225501539618356111922450150171937631222245015018193762120224500500 9193862119223500500101939621192235005001119406211922349949912204062119223499499132041621192235005001420416211922350050015214162119223500500162041621192235005001721426312022450050018214263120224500500192142631202245015012022436412122550150121224364121225502502222243641212255025022323446412122650250224234465121226502502252444651212265025022624446412122650250227254464121225502502282643641212255025022926436412122550250230274364121225502502 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 6151840106221497115725184010622149793836204210121849477048234510421749364159255010721749354161027531122174934937122955114217493493812305511321749349391231551132174934931012325511221749349311133356113217493493 12133456113217493493131434561132174934931414355611321749349315153556113217493493161535561122174934931716355611221749349318173556112217493493191835561122174934932019355611221749349321203556113217493493222135561132174934932322355611321749349324233556113217493493252435561132174934932624355611321749349327253556113217493493282635561132174934932926355611321749349330273556113217493493

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 6172451136240517118327245113624051795938265112523751378741028541172355116555123056109234510552614345910323350950971636609823250850881838599223150750792044628723050650610204460852295055051119435986228505505121943608722750450413194360882275035031419436088226502502 1519436088225502502161943608822450150117194460882235005001819446088223499499191944608822349949920204460882235005002121446088223500500222244608822349949923224460882224994992423446088222498498252444608822149849826254460882214974972725446088220496496282644608822049649629274460882194954953028446088218495495 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 61829511718329857412022819411618229757397938296117177293569807482971191782915676745819712217928956557068198124182287564564780981241832855625628789712218028356056097796120178282558558107696119176280557557117595118175279555555127495116173278554554137394115172276553553147293114171275551551157192113169274550550167091111168273549549176990111167272548548 186889110167271547547196788109166270546546206687108165269545545216586107164268544544226485106163267543543236384105162266542542246283104161265541541256182103160264540540266081102158263539539275980100157261538538285778991562605375372956779815525953653630557697154258535535 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 61556891156271548118125568901562715479643567092151267544795457729415326654266455773981552645415626577410015826354054075775100159262538538856749915726153753795574981552595365361054749715425853553511547497154258534534125474961532575335331353749515225653353314537495152256532532155273941512555325321651729315025453153117517293150254530530185071921492535305301950719214925352952920507192149253529529 21507091148252529529224970911482525285282348699014725152852824486990147251527527254768891462505265262646678814524952652627466788145249525525284566871442485245242944658614324752452430446585142246523523 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 61911041261923075831256290103125191306582101739010412618530157883349010512718629957569259010613118829857458369110813319229757357379110913519429757357389111013519329657357399111113519229657357310921121351922965735731192112135192296572572129211213419129557157113911121331902945705701490111132189293569569158911013118829256856816881091301872915675671787108129186290566566188610712818528956556519851061271842885645642084105126182287563563218210312418128556256222811021231802845605602380101122178283559559

247899120177281558558257798119176280556556267596117174278555555277495116172277553553287293114171275552552297192113170274550550306990111168272549549 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 613043651312465231176231446613224752395533246671272435197854324769128241518653533497313124051755163350761352405165167345277136239515515833527613523851451493252761332375145141032527513323751351311325375132236512512123253741312355125121332537413123551151114315273130234511511153152731302345105101630517212923351051017305172129233509509183051721292335095091930517212923350950920305172129233509509213051721292335095092230517212923350950923305171128233509509242950711282325095092529507112823250850826295071128232508508 27295070127231508508282849701272315085082928497012723150750730284970126231507507 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 610422882034791116215238920448090632525842014777454462887200476621549339020047652566113695200476476771338982004764768814389720047647698143896200476476109153996200476476111117409720147747712121739962004764761313183996200477477141418399620047747715141738951994764761615173794199475475171617389419947547518171738951994754751918173895199476476201818399620047647621191939962004764762220193996200476476232221399620047647624222139962004764762523223995200476476262423389519947647627252338951994764762825243895199476476 29262438951994764763027253995199476476 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 61435678144259535117924356781442595359583445880139255532787445608214125453065654662861442535305546466389147252529529747659014925252852884664891482515275279456589146250527527104565881452505265261145658814524952552512456687144248525525134565871442485245241444658614324752452415446586143247523523164364851422465225221743648514124652252218426384141245522522194263841412455215212042638414024552152121416283140244521521224162831402445205202340618213924352052024406182138243519519253960811382425185182638598013724151851827375879136240517517283758781352405165162936577813523951551530355677134238515515 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 61152850116231507114021932541202355119263233758118234510762427426412323651263653046701272375135386294672130235512512733517713623951551583351761342385145149345377134238515515103555781362405165161137578013724151751712385980137241518518133959811382425185181439608113824251951915396081138242519519163960811382425185181739608113824251951918396081138242518518193960811382425185182039608113824251851821396081138242518518223960811372425185182338598013724151851824385980137241517517253859791362405175172637587913624051651627375878135240516516283657781352395155152936577713423851551530355677134238514514

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 6118315412023451111752193254120235512951 3213557116233509780423386011923250864952440651222325085486254268127232508508726447012923150850882645701282315085089274670127231508508102747701272315085081128487012723250850812284970127232508508132849701272325085081429507112723250850815295071127232508508162849701272315085081729497012723150850818294970127231508508192849701272315085082029507012723150850821284970127231508508222849701272315085082328497012723150750724274869126230507507252748691262305065062626476812522950650627264768125229505505282647671242285055052927466712422850450430274667124228504504 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 61536688154269545117525467901552705479613587294153269545794460759715626954666556279103160270546563 66481107165270547547765831091682705475478658410916727054754796584108166270546546106686109166270546546116686109166270546546126686108165269546546136586107164269545545146586107164268544544156485106163267543543166485105162266543543176384105162266542542186283104161265542542196283104161265541541206182103160264541541216182102159263540540226081102159263539539235980101158262538538245879100157261537537255778991562605365362656779815525953653627557697154258535535285475961532575345342954759515225653353330537494151256532532 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 61849711918530057612302891021241903055821015393107128187304580842494109131191303580706598114138196305582599610011714320230758358371021201462053075845848104122147205309585585 9105124148205310586586101061251492063105865861110612614920631058658612105126148205309585585131051251472043085845841410312414520230658358315102123144201305581581161011221432003045805801799120141198302579579189811914019730157757719971181381952995765762095116137194298574574219411513519229757357322921131341912955715712390111132189293570570248911013018729156856825871081291862905665662685106127184288564564278310412518228656356328821031231802855615612980101122179283559559307899120177281558558 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 611225481132285051173215285011623150795031832541132305067804213658117230506649523406412123150754862542681262315085087264470129231508508826457012823150850892646701272315085081027477012723150850811274870127231508508 12274870127231507507132748691262305075071427486912623050650615264768125229506506162647681252295055051725466712422850550518254667124228505505192546671242285055052025466712422850550521264767124228505505222647671242285055052326466712422850550524254667124228505505252546671242285055052625466712422850450427254667124228504504282646661232275045042927456612322750450430274566123227503503

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 6193106128194309585121729410712919531058698839611013219130758481249811313519430758367751001161401983075835836101118143202307583583710111914520430758358381011201452033065835839101120144202306582582101001201432003055815811199120142199303579579129811914019730157857813971181391963005765761495116137194298575575 1594115135192297573573169211313419129557157117901111321892935705701889110131188292568568198810913018729156756720871081291862905665662186107128185289565565228510612718428856456423841051251822875635632482103124181285562562258110212318028456156126801011221792835595592779100121178282558558287899120176281557557297798118175279556556307696117174278555555 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 61298311333399514791129228910212519030558210453921061281873035808564951101321913045807125971141381953055816006991161422003055825827101119144203306582582810112014520330658358391021211452033075835831010212214520230658358311102123145202306583583121031241452023065835831310312414520230758358314104125146203307583583151051261462033075845841610512614720430858558517106127148205309585585 181071281492063105865861910712814920631058758720108129150207311587587211081291502063115875872210712814920631058658623106127148205309586586241051261472043085855852510412514620330758358326103124145202306582582271011221432003045815812810012114219930357957929991201401973015785783097118139196300576576 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 610103298213489111821103298213489910321234932104867504414369520848462654164098207484529661743102207483483771944104206483483881944102205482482981943100204481481109194310020448048011112043100204480480121221431002044804801313224310020448148114142243100204481481151423441012054814811615234410120548148117162445102206482482181724451022064834831918254610320748348320192647104208484484 21192748105209485485222127481052094864862322284910621048648624232849106210487487252329501072114874872624295010721148848827253050107211488488282530511082124884882926305110821248848830273051108212489489 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 6150638515126654211922506386152266543965352668714726353979145267891482615386585536993151260537556654719615526053653675472971562595355358537297155258535535953729615425853453410527295153257533533115272941512565325321251729315025453153113507192149253529529144970911482525285281548699014725152752716476888145250526526174667881452495255251845668714424852452419446586143247524524204465861432475235232143648514224652352322436485142246522522

2342638414124552252224426383140245521521254162831402445205202640618213924352052027406181138243519519283960811382425185182938598013724151851830385980136241517517 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 611121251472133286041237211412714921533060610043117131152212328604827412013515721632960569151221381632203306066066124141167225330607607712614416922833160760781261451702283316086089126145170227331608608101271461702273316076071112714716922633060760712126147168225329606606131251461672243286046041412414516522232760360315122143164221325601601161201411622193235995991711813916021732159859818116137158215319596596191151361572133185945942011313415521231659259221111132153210314591591221101311512083135895892310812915020731158758724106127148205309585585 251041251462033075835832610212314420130558158127100121142199303580580289912014019730157857829971181391963005765763095116137194298574574 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 611651782002663816571288217318620827438966510553179193215274390666872418219721927839166872951842002252823926686686185202228286391668668718520322928839166766781852032282863906666669184203227285389665665101832032262843886646641118220322528238666366312181201223280384660660131781992202773826586581417619721827537965565515173194215272376652652161701912122693736496491716718820926637064764718164185206263367644644191621832032603646416412015918020125836263863821156177198255359635635221531741952523566326322315017119224935362962924147168189245350626626251441651852423476236232614116218323934462062027138159180237341617617 281351561772343386146142913215317423133561261230130151171228333609609 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 6129426413024552111272304365131246522917332466712724351975543348701292425196305355175133242518532635527813724251851873654791382415175178355479137240516516934547813523951651610345477135239515515113455771342385155151234557713423851451413345576133237514514143455761332375135131534557613323751351316345576133237513513173455761332375135131834557613323751351319345576133237514514203555761332375145142135567613323751451422355576133237514514233455761332375145142434557613323751451425345576133237513513263455751322375135132733547513223651351328335475132236512512 2933547513123651251230325374131235512512 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 61284163129244520115023043651312465229373334769128244521772436517313224552164453854791362465225456405782141246522522741598514424652352384260851432475235239426185143247523523104363861432475245241144648614324852452412446587144248524524134566871442485245241445668714424852452415456687144248524524164566871442485245241745668714424852452418456687144248524524194566871442485255252046678714424952552521466788145249525525224667871442495255252345668714424852552524456687144248524524254566861432475245242644658614324752352327436485142246523523284364851422465225222942638414124552252230426384140245521521

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 61129142164230345621142721271401622283436201152312814216322333961594241291441662253376147815129145170227337613657612914617223033561261271301481732323356116118129148173231334610610912814717122933360960910128148171228333609609111281481712283326086081212714817022733160760713127148169226330606606141261471682243296056051512414516622332760360316122143164221325601601171191401612183225995991811813815921632059759719116136157214318595595201131341552123165935932111113215321031459159122109130151208312588588231071281492063105865862410512614620330758458425102123144201305582582261001211421993035795792798119140197301577577289611713819529957557529941151361932975735733092113134191295571571 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 61114371022174941158231638104219495939 36204110121749377248234510421749464351027511082184945436122955113218495495713315711621849549581332571152184954959133357114218495495101434571142184954951114345711421849449412143557113218494494131435561132174944941414355611321749449415153556113217493493161635561132174934931716355611321749349318173556113217493493191835561132174934932019365611321849449421213657114218494494222136571142184954952322365711421849549524233757114219495495252437581152194954952624375811521949549527253758115219495495282637581152194954952927375811521949549530273758115219495495 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 6134476913525052611532344769135250526936335497013024652277043550721312445206425365276134243519542 6385580139244520520736547913824151751783957821402445205209385781139243519519103453771342385145141130507313023451051012284870127231507507132647681252295055051424456612322750350315234465122226502502162142631202245015011721426312022450050018204162119223500500192041621192234994992020416211922349949921204162119223499499222141621192234994992322416211922349949924234161118223499499252440611182224994992624406111822249949927254061118222499499282640611182224984982926406111822249849830274061118222498498 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 612232362583244397151976221823125331943471015093213227249308425701119242092242463054186949655205221245302412688798620021724330240768368371972152402994026786788192211236294397674674 9188207231289393669669101842042272843886656651118020122328038466166112176197219276380656656131731932152723766526521416919021126837264864815165186207264368644644161621822032603646416411715817920025736163763718155176197254358634634191521731942513556316312014917019124835262862821146167188244349625625221431641852413466226222314016118223834361961924137158179236340616616251341551762333376136132613115217323033461061027128149170227331608608281261471682243296056052912314416522232660260230121142163220324600600

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 6182547982335091186282547982335099603928509523150778841233549323150865651638599623250855361842639423250950971944638923350950981843628923350950991944649223350950910214767952335095091123506898233509509 1224526999233509509132654709923250950914265470992325095091526557199232509509162655719923250950917265571992325095091826557199232509509192655719923250950920265571992335095092126557199233509509222655719923350950923265571992335095092426557199232509509252655719923250950926265571992325085082726557199232508508282655719923150850829275571992315075073027557199230507507 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 6104127819346911032151177192468899325127118846474144614731864626185471876185462523667218018546146177823821854614618892381185461461981023811854614611091123811854614611111112481185461461121212248118546146113131324811854624621414132481186462462 1514142582186462462161516258218646346317161626831874634631817172683187464464191817288418846446420181829841884654652119193085189465465222120318518946546523222132851894664662422213385189466466252322358518946646626242336851894664662725233785189466466282524388518946646629262539851894654653027263985189465465 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 611132040154298317721132040154339237831142245150355180141152549148355139452172851148347110564203154148334896752232561483197408623345914830262196243561148285528106253763148269454117253764148252394127253864148240345137253864148240303147253864148240268157253964148240240167254164148240240 177254464148240240187254664148240240197254964148240240208255164148240240218255364148240240229255664148240240239255864148240240249256064148240240251025626414824024026102565661482402402710256768148240240281125707014824024029112672721482402403012267474148240240 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 6114263354168301322121527345416834424123152836591643591828415283862161360141551530416416035211226163142661603399107163343671593247528163344691583076319163345711572905371016344672157273462111534467315625640012153346721562483501314334572155247308141432457115524727315143244711542462461613324470154246246171331457015424624618133147701542462461913324970154246246 20133252711542462462114325471155247247221432567115524724723143259711552472472414326171155247247251432647115524724726143266711552472472714326971155247247281432717115424624629133273721542462463013327674154246246 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 611132040154298317721132040154339237831142245150355180141152549148355139452172851148347110564193054148334896752232561483197408523335914830262196243561148285528106243763148269454117253764148252394127253764148240345137253764148240303147253764148240268157253964148240240167254164148240240177254464148240240187254664148240240197254964148240240208255164148240240218255364148240240229255664148240240

239255864148240240249256064148240240251025626414824024026102565661482402402710256768148240240281125707014824024029112672721482402403012267474148240240 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 61748693113227321332327183901102243552503373869411722237319034718595119218375147657085961192163671172670869712121435495077087971212123387858698697122211320659969869812421030356010668496123207299482116483951222052974181263829412120429636513638193120204296321146281931202032952951562819311920329529516628092119202294294176180921192022942941861799211820229429419607991117201293293206078901172012932932159789011620029229222587789116199291291235776881151982902902456758711419728928925557486113196288288 2654738511219528728727537284111194286286285271831101932852852951708210819228428430506981107191283283 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 61517244415829631542719254616033823663820295215635317914822325615535413875924355915534610996112738611553338917122939631553187368122940651543016189123041671542845261012304269154268452111231437015325139312123143701532453431313314370153245302141331437015424626815133144701542462461613314370154246246171332447015424624618133246711542462461914324971155247247201433517115524724721153353721552472472215335672156248248231533587215624824824153460721562482482515346272156248248261533657215624824827153367721562482482815337072156248248 29153372721562482483015337574155247247 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 610121940154298317520121940154339237631132145149354180041142448147355139351162751147347110463193054147334895752131561473197398522335814730262195233460147285528106243662147268454116243663147252394126243763147239344136253763147239303146253763147239268156253963147239239166254163147239239176254463147239239186254663147239239197254863147239239208255163147239239218255363147239239229255663147239239239255863147239239249256063147239239251025626414723923926102565661472392392710256768147239239281125707014723923929112672721472392393012267474147239239 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 610102144173304325220102144173346243431102349168362184241132654165362142451162858164354112862193359163340914742136601623257558624385916130863399314259160290539101134425815927346311103342581582574021210324258158250351139314359157249309149314359156248274159324459156248248169324459154246246179324559154246246189324759153245245199324959153245245209325259154246246219325559154246246229325759153245245239325962153245245249326164152244244251032646615224424426103266681512432432710326969150242242281132717115024224229113273731492412413012327674149241241

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 61778996116230324330727689951162303542489 3758897120224371189247488981222213731468573889912321936511666748910012421835394677390100124216337783871899912521432065897088991252123045601069871001262113034821168879912620930141812678598124208300366136684961232072993221464839512220529729715638294120204296296166280931192032952951761809211820229429418607991117201293293195978901172002922922058778911619929129121587688115198290290225775871141972892892355748611319628828824547385112195287287255372841101942862862652718310919328528527516982108192284284285068811071912832832949677910619028228230486678105189281281 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 615163699020430432462506369902043482447350637194199366186145063739819636814455496475981953601147 649657610019334793175066771011923327698496677102191315646948667710319029755010476678104189281473114765781041882804101246657710418727935913466476103187279315144564761021862782791545637510218527727716446274101185277277174362741011842762761843617410018427627619426173100183275275204261731001832752752142607399183275275224160729918227427423415972981822742742440597198181273273254058709718027227226395769961802722722738577095179271271283756729517827027029375575941772692693036547793177269269 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 618698105125239333346528598104125239367259238497105128233382195948396106131229382151258397108132228372119568399110134227358965785101111136227340795885102113138227321665 9851031141402273195641085103116142227319484118510311614222631841812841031151422253173651384102114141224316321148210111314022331531515811001121392223143141680991111382213133131779981101362203123121878971091352193113111977961081342183103102076951071332173093092175931061322163083082274921041312143063062372911031292133053052471891011282113033032569881001262103023022668869812520830030027668597123207299299286583951222052972972963829412020429629630628092119203295295 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 61263844651793023230226384566180345242432638477017436118364253949731713611420525405174171353112562642537717034091172743547816932475382643547916830763292644558116829053710264456821672734621125445683166258400 1225435682166258350132443558216525730814244254811652572721523425481164256256162341538016325525517224153801632552551822415379163255255192241537916325525520224153801632552552122415480163255255222241567916325525523224159791632552552422406179163255255252240647916225425426214066791622542542721396978162254254282139717816225425429203973781612532533020397677161253253

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 6100421135287305520162213632822913118281323431737413113213034413475141334130337106862416371303258677251939130310716827214113029460294724441302775121049274613026144111492847131245382124103146130230334134113447131223294145123547131223261 156133846130222232166134146129221221176154248129221221186154549129221221197174852129221221207174953130222222218185256130222222229195457130222222239205759130222222249205961130222222251022616213022222226102263641312222222710246666132222222281124686813322222229112571701342222223011267372135221221 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 61385057771913033239238505778192346243033851598218736218424385161861843631427538536487184355113263954658918334291874056679118232775983956679218131063793957689418129354210395769951802764661138576995179271405123856689517927135413375668941782703111437556794178270276153655679317726926916355466931762682681735546692176268268 1835536592175268268193453659217526726720345365911752672672134526491175267267223352649117426626623335163901742662662432516389173265265253150648917226426426314966881712632632730486987171263263282948718617026226229284774861692612613028467785168260260 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 61102229501642933125214263353167335234531730386116635117804193343671663521380522364871167345109662237487216633388972643537816931873682643547916830261892745568216928552610294759851702684531130486187171263393123149618817226434413315062881722643031432506289172264268153250628917326526516325062891722642641732506289173265265183150628917226426419315062881722642642031506289172264264 2131506289172264264223150628817226426423314961881722642642430496188171263263253048628717126326326304865871702622622729476786170262262282947708616926126129284672851692612613027467585168260260 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 61142632531673023229215273354168344241331528365916435918264162939631623591412516314266162351111961834456916233890771936467016232274982037487316230662992038497516228953510203951771622724601121395178162255399122139527816225434913214052781622543071421405278162254272152140527816225425416213952781622542541721395278162254254182139527816225425419213952781622542542021395278162254254212139537816225425422213956781612532532320395977161253253 2420386177161253253251938647716025225226193766761602522522718376876159251251281836717515925125129173673751582502503017367674158250250 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 6148606787201302322925062688920334724393526573962013661859453677710120036814455556981104200361114965772831072013499347587585109201334772858768611120131764995976881142002995521059778911620029247511597790116200292412125977891162002923601358768911519929131714577688115198290290155775871141972892891656748711319728928917557486113196288288185573851121962882881954738511219528728720547284111195287287215371841101942862862252718310919328528523517082109192284284245069811081912832832550688010719028228226496779106189281281

27486678105189281281284765771041882802802946647710318727927930456378102186278278 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 6179919811923332633882859710312423836625833869910713123538819784871011111352343911540590105116139236384122569310912014423737199579511212214623835582389711412515023933769299811612715324033258910991171291562403325071199117129156240332440129811712915623933138413971161281542383303381496114127153237329329159411312515223532732716931121241502343263261792110122149233325325189010912114823132332319891071201462303223222088106118145228320320218610411714322731931922841031151422253173172383101113140224316316248199112138222314314257998110136220312312267796108135218310310277694106133217309309287492105131215307307 297291103130213305305307189101128212304304 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 61820264716130232222102229501643432410312253356161359182541428376216035914125163042651613511119618334468162338906719364670162322749820374873162305628920384975162288534102038517716227145911203951781622553991220395178161253348132038507716125330714193850771602522711519374976160252252161837497515925125117183649751592512511818364875159251251191836497515925125120183652751592512512118365375159251251221836567515925125123183659751592512512418366175159251251251836647515825025026173666751582502502717366974158250250281735717415825025029173573741582502503016357674157249249 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 61881001071272413353351289102108129243357251339010311113423937319064911051141392373741477592107118141237366117169310912014423735394979411112114623733778489511212314823732965899411212315023632855910931121241502353274801192111123150233325416129110912214823232436413891081201472303223221488106118145228320320158610411714322731931916841031151422253173171783101114140224316316188210011213922231431419809911113822131331320799811013722031231221789710913621931131122779610813421831031023769410713321730930924759310513221630830825749210413121430630626729110313021330530527719010212821230430428708910112721130330329698710012621030230230688699125209301301 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 612943063123334475413570285971031242383762671 386991071302353932019488102112136234393156059010411613923538412346921071181422363699997941101211452363528258951121231482373346929951131241512373295881095114126152237329505119611412615323732943712961141261532373293821396114127153237329335149611512715423732932915971151281542383303301698116128155239331331179811712915623933133118991181301572403323321910011813015724133333320100119131157241333333211001191311572413333332210011813015724033233223991171291562403323322498116128155239331331259711512715423732932926951141261532363283282794112125151235327327289211112315023332532529911091221482323243243089108120147230322322

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 61041131145288306120411321463292301315133614134617484161640138347135651718411383401077 6292044137327874721121451363127228211224713629660794112448135280516104112750134263444114122950134247385124123151134232337135123451134226297145123651135227263156133852135227234166134152135227227176154352136228228186154553137229229197174854137229229207175055138230230218185256139231231229195557140232232239205759140232232249216062141233233251022626414123323326102265661412332332710246767142234234281124706914223423429112672711422342343011267472142234234 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 6145576484198306327624658648519934824503455867901943641853445596993192364143454560719419135611366466273971903439217476374981893277618476475100189310638 94664761021882935431046647610218727946711456375102186278405124462741011852773541343617310018327531214416072991822742761540597198181273273163957709618027227217385769951792712711837566895178270270193755679417827027020365567941772692692136546793177269269223554669317626826823355365921762682682434526591175267267253352659117426626626335166901742662662732506989173265265283150728917226426429314975881722642643030497787171263263 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 6110712012614726135434082109121128148262362255831111241321552603801943411212613616025938215085115129140164260375119961171321431672613629747119135146170261353807811913714717226235468091201371491752623545791012013815017726135349911120138150177261353434 1211913714917626035238013117136148175258350350141161341471732573493491511413314517225534734716112131143170253345345171111291411682523443441810912714016625034234219107126138164248340340201061241361632463383382110412213416124533733722102120133159243335335231001191311572413333332498117129156239331331259611512715423732932926951131251522353273272793111123150234326326289110912214823232432429891081201462303223223088106118145228320320 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 61160172179199313407356121681801872083224152697317318619421732241520564175189199223322414159651771912022263224141267617819320422832241410277178195205229321413849817819520623132041271291771952062333194116051017719520723431841052011175194206233317409451121731922042313144064061317118920222831240440414168187199226309401401 15165184196223306398398161631811932203033953951716017819021730139339318157175187214298390390191541721852112953873872015117018220829238438421148167179205289381381221451641762022863783782314216117319928337537524139158170196280372372251361551671932773693692613315216419027436636627130149161187271363363281271461581852683603602912514315518226635835830122140153179263355355

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 61243643641782903088225384465179332231932639477017534817604264050741733491365527425376172342108462844557917232987972945568017131472782845568117029861192846578317028252010284658851692654471127465885169261389122746588416826034013274557841682602991426455784167259265152645578416725925916264557841672592591726455784167259259 1827455784167259259192745578416826026020274558841682602602127455884168260260222745588416826026023274557841682602602427456084167259259252645628416725925926264565831672592592726446783167259259282544708316625825829254472821662582583025437582166258258 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 61233542621762963154225374464178339237332740487117635618044284252761753571399530455679176350111163248598317633790273451618517732274583552638817730562693553649117728953310365466931782724581137556794178270398123756689517827034813375668951782703061437566895178270271153756689517827027016375668941782702701737566895178270270183756689517827027019385668951792712712038566995179271271 2138576995179271271223856699517927127123385668951792712712437566895178270270253755689417827027026365567941772692692736546993177269269283554719317626826829355373921762682683034537691175267267 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 6112413714316427837139712123135141162276414296931221341431662704312240412113514516926843017255122136147171267419136061221381481722664021097712313915017426538290381221391501752643627559122139151177263355640101221401521782633555491112113915217826235447612120139151178261353415131191381501772603523651411813714917525935135115116135147173257349349161141331451722553473471711213014316925334534518110128141167251343343191081261391652493413412010612413716324733933921104122134161244336336221011201321592423343342399118130156240332332 2497115128154238330330259511312515223632832826931111231502333253252790109121148231323323288810711914622932132129861051171442273193193084103115142225317317 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 6109153615029831772011173815233923803113214414935518044115254914735613975317295214834811086520315514933589876233357149320742872435601493036239725366214928653010725376414827045611726386414825339512725386414824034613725376414824030414725376414723926915625396414723923916625426314723923917625446414723923918625466414723923919725496414723923920825516414824024021826536514824024022926566514924124123926586514924124124926616514924124125102762651492412412610276566149241241

2710276768149241241281127707014924124129112772721492412413012277574149241241 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 6129414868182296316222941486918333823713284150731773541798428425276174355139352843547717334711056304657811743358967294556801713197408324960851743036229314961871732865291027455784168269455112342548116425639412203951781612533451318374976159251303141735477415724926815153446721562482481614324571155247247171332447015424624618133146701532452451912314970153245245201231517015324524521123153701532452452212315670153245245231231586915324524524123060691532452452512306269153245245261230656915324524527123067691522442442811307070152244244 29113072721522442443012307474152244244 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 61219231237258372500563222132252322533675343999320722022825135653629204202215225250348522219451972122232463424991698619320922024433747313517190206217241332446110181852022132383274209149181199210237323415771101771962082343194116581117319220423131440656712169188200227310402492131651841962223063984301416118019221930239439415158176188215298390390161541721852112953873871715116918120829138338318147166178205288380380191441631752012853773772014116017219828237437421138157169195279371371221351541661922763683682313215116318927336536524129148160186270362362251261451571832673593592612314215418126435635627121139151178262354354281181371491752593513512911613414617325634834830113132144170254346346 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 61014255016630532602014255016634724373117285416336218444120316016136314275323366516235411306627396716334191678314270163325756811344674163308635913375076163291540101440517716327446411154153781632574021216425479163255352131744558016325530914174455801632552741517455681163255255161745568116325525517174556811632552551817455681163255255191745568116325525520174556811632552552117455681163255255221745568116325525523174559811632552552417456181163255255251745648116225425426174566811622542542717456981162254254281745718116225425429174573811612532533017457681161253253 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 610041212628430192016121253252270 3118151193411725413111811634313385141320116336106362416231153248637251926115309714827212811529360094724301152775111049273211526144011492835115245382124103137115230334134113439116216294145123541116208261156133843116208232166134146116208208176154248117209209186154549117209209197174852119210210207174953122211211218185256123211211229195557125211211239205759127212212249206061128212212251022616313021221226102264651312122122710246667133212212281124686813421121129112571701352112113011267372135211211

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria16EuroBelgium16EuroCroatia16EuroCyprus16EuroEstonia16EuroFinland16EuroFrance16EuroGermany16EuroGreece16EuroIreland16EuroItaly16EuroLatvia16EuroLithuania16EuroLuxembourg16EuroMalta16EuroNetherlands16EuroPortugal16EuroSlovakia16EuroSlovenia16EuroSpain16Czech korunaCzechia12Danish kroneDenmark17ForintHungary7KronaSweden–4LevBulgaria6Pound sterlingUnited Kingdom15Romanian leuRomania1ZlotyPoland9KrónaIceland42Norwegian kroneNorway24Swiss francLiechtenstein–3Swiss francSwitzerland–3 Australian dollarAustralia12Canadian dollarCanada19Renminbi-yuanChina–2Hong Kong dollarHong Kong2US dollarUnited States38YenJapan4