Commission Implementing Regulation (EU) 2024/2883of 18 November 2024laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2024 until 30 December 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)

Den Europæiske UnionForordning2024

European Union

Commission Implementing Regulation (EU) 2024/2883 of 18 November 2024 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2024 until 30 December 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, ELI: http://data.europa.eu/eli/dir/2009/138/oj. , and in particular Article 77e(2), third subparagraph, 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 4 October 2024, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2024 market data. That information was published on 4 October 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, ELI: http://data.europa.eu/eli/reg/2011/182/oj).

, HAS ADOPTED THIS REGULATION:

Article 1

Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September 2024 until 30 December 2024.
For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 30 September 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 18 November 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 kroneForintKronaLev12,570 %3,475 %2,560 %5,333 %1,964 %2,520 %22,189 %3,079 %2,179 %5,439 %1,923 %2,139 %32,109 %3,009 %2,099 %5,559 %1,877 %2,059 %42,099 %2,994 %2,089 %5,653 %1,896 %2,050 %52,108 %3,001 %2,098 %5,753 %1,936 %2,059 %62,133 %3,035 %2,123 %5,847 %1,973 %2,083 %72,162 %3,082 %2,152 %5,934 %2,009 %2,112 %82,193 %3,131 %2,183 %6,018 %2,047 %2,143 %92,220 %3,175 %2,210 %6,085 %2,090 %2,170 %102,252 %3,212 %2,242 %6,144 %2,141 %2,202 %112,299 %3,240 %2,288 %6,196 %2,203 %2,248 %122,315 %3,261 %2,305 %6,240 %2,267 %2,264 %132,334 %3,278 %2,324 %6,276 %2,330 %2,284 %142,356 %3,291 %2,346 %6,309 %2,389 %2,306 %152,370 %3,301 %2,360 %6,332 %2,443 %2,320 %162,371 %3,310 %2,361 %6,340 %2,492 %2,321 %172,364 %3,317 %2,354 %6,335 %2,537 %2,313 %182,354 %3,323 %2,344 %6,319 %2,578 %2,303 %192,345 %3,327 %2,334 %6,296 %2,615 %2,294 %202,340 %3,332 %2,329 %6,268 %2,648 %2,289 %212,340 %3,335 %2,330 %6,235 %2,679 %2,291 %222,346 %3,338 %2,336 %6,199 %2,707 %2,297 %232,355 %3,340 %2,345 %6,161 %2,732 %2,307 %242,367 %3,342 %2,357 %6,122 %2,756 %2,320 %252,381 %3,344 %2,371 %6,082 %2,777 %2,335 %262,396 %3,345 %2,387 %6,041 %2,797 %2,351 %272,412 %3,346 %2,403 %6,001 %2,816 %2,369 %282,429 %3,347 %2,420 %5,962 %2,833 %2,387 %292,446 %3,347 %2,438 %5,923 %2,849 %2,405 %302,464 %3,348 %2,456 %5,885 %2,864 %2,423 %312,481 %3,348 %2,473 %5,847 %2,878 %2,442 %322,499 %3,348 %2,491 %5,811 %2,891 %2,460 %332,516 %3,349 %2,508 %5,776 %2,904 %2,479 % 342,533 %3,349 %2,526 %5,741 %2,915 %2,496 %352,549 %3,348 %2,542 %5,708 %2,926 %2,514 %362,566 %3,348 %2,559 %5,676 %2,937 %2,531 %372,581 %3,348 %2,575 %5,645 %2,946 %2,548 %382,597 %3,348 %2,590 %5,615 %2,956 %2,564 %392,612 %3,348 %2,605 %5,586 %2,965 %2,580 %402,626 %3,347 %2,620 %5,558 %2,973 %2,595 %412,641 %3,347 %2,634 %5,532 %2,981 %2,610 %422,654 %3,346 %2,648 %5,506 %2,988 %2,624 %432,667 %3,346 %2,662 %5,481 %2,996 %2,638 %442,680 %3,346 %2,675 %5,457 %3,003 %2,652 %452,693 %3,345 %2,687 %5,434 %3,009 %2,665 %462,705 %3,345 %2,699 %5,411 %3,016 %2,677 %472,716 %3,344 %2,711 %5,390 %3,022 %2,689 %482,728 %3,344 %2,722 %5,369 %3,027 %2,701 %492,738 %3,343 %2,733 %5,349 %3,033 %2,713 %502,749 %3,343 %2,744 %5,330 %3,038 %2,724 %512,759 %3,342 %2,754 %5,311 %3,043 %2,734 %522,769 %3,342 %2,764 %5,293 %3,048 %2,745 %532,779 %3,341 %2,774 %5,276 %3,053 %2,755 %542,788 %3,341 %2,783 %5,259 %3,058 %2,764 %552,797 %3,340 %2,792 %5,243 %3,062 %2,774 %562,805 %3,340 %2,801 %5,227 %3,066 %2,783 %572,814 %3,339 %2,809 %5,212 %3,070 %2,792 %582,822 %3,339 %2,818 %5,197 %3,074 %2,800 %592,830 %3,338 %2,826 %5,183 %3,078 %2,808 %602,837 %3,338 %2,833 %5,169 %3,082 %2,816 %612,845 %3,338 %2,841 %5,156 %3,085 %2,824 %622,852 %3,337 %2,848 %5,143 %3,089 %2,832 %632,859 %3,337 %2,855 %5,131 %3,092 %2,839 %642,866 %3,336 %2,862 %5,118 %3,095 %2,846 %652,872 %3,336 %2,868 %5,107 %3,099 %2,853 %662,879 %3,335 %2,875 %5,095 %3,102 %2,860 %672,885 %3,335 %2,881 %5,084 %3,105 %2,866 %682,891 %3,335 %2,887 %5,073 %3,107 %2,872 %692,897 %3,334 %2,893 %5,063 %3,110 %2,878 %

702,903 %3,334 %2,899 %5,053 %3,113 %2,884 %712,908 %3,333 %2,905 %5,043 %3,116 %2,890 %722,913 %3,333 %2,910 %5,033 %3,118 %2,896 %732,919 %3,333 %2,915 %5,024 %3,121 %2,901 %742,924 %3,332 %2,920 %5,015 %3,123 %2,907 %752,929 %3,332 %2,925 %5,006 %3,125 %2,912 %762,934 %3,331 %2,930 %4,997 %3,128 %2,917 %772,938 %3,331 %2,935 %4,989 %3,130 %2,922 %782,943 %3,331 %2,940 %4,981 %3,132 %2,927 %792,947 %3,330 %2,944 %4,973 %3,134 %2,931 %802,952 %3,330 %2,949 %4,965 %3,136 %2,936 %812,956 %3,330 %2,953 %4,957 %3,138 %2,941 %822,960 %3,329 %2,957 %4,950 %3,140 %2,945 %832,964 %3,329 %2,961 %4,943 %3,142 %2,949 %842,968 %3,329 %2,965 %4,936 %3,144 %2,953 %852,972 %3,328 %2,969 %4,929 %3,146 %2,957 %862,976 %3,328 %2,973 %4,922 %3,148 %2,961 %872,980 %3,328 %2,977 %4,915 %3,150 %2,965 %882,983 %3,328 %2,981 %4,909 %3,151 %2,969 %892,987 %3,327 %2,984 %4,903 %3,153 %2,973 %902,990 %3,327 %2,988 %4,896 %3,155 %2,976 %912,994 %3,327 %2,991 %4,890 %3,156 %2,980 %922,997 %3,326 %2,994 %4,885 %3,158 %2,983 %933,000 %3,326 %2,998 %4,879 %3,159 %2,987 %943,004 %3,326 %3,001 %4,873 %3,161 %2,990 %953,007 %3,326 %3,004 %4,868 %3,162 %2,993 %963,010 %3,325 %3,007 %4,862 %3,164 %2,997 %973,013 %3,325 %3,010 %4,857 %3,165 %3,000 %983,016 %3,325 %3,013 %4,852 %3,166 %3,003 %993,019 %3,325 %3,016 %4,847 %3,168 %3,006 %1003,021 %3,324 %3,019 %4,842 %3,169 %3,009 %1013,024 %3,324 %3,022 %4,837 %3,170 %3,012 %1023,027 %3,324 %3,024 %4,832 %3,172 %3,014 %1033,029 %3,324 %3,027 %4,827 %3,173 %3,017 %1043,032 %3,324 %3,030 %4,823 %3,174 %3,020 %1053,035 %3,323 %3,032 %4,818 %3,175 %3,022 % 1063,037 %3,323 %3,035 %4,814 %3,176 %3,025 %1073,040 %3,323 %3,037 %4,809 %3,178 %3,028 %1083,042 %3,323 %3,040 %4,805 %3,179 %3,030 %1093,044 %3,322 %3,042 %4,801 %3,180 %3,033 %1103,047 %3,322 %3,044 %4,797 %3,181 %3,035 %1113,049 %3,322 %3,047 %4,793 %3,182 %3,037 %1123,051 %3,322 %3,049 %4,789 %3,183 %3,040 %1133,053 %3,322 %3,051 %4,785 %3,184 %3,042 %1143,056 %3,321 %3,053 %4,781 %3,185 %3,044 %1153,058 %3,321 %3,055 %4,777 %3,186 %3,047 %1163,060 %3,321 %3,058 %4,774 %3,187 %3,049 %1173,062 %3,321 %3,060 %4,770 %3,188 %3,051 %1183,064 %3,321 %3,062 %4,767 %3,189 %3,053 %1193,066 %3,321 %3,064 %4,763 %3,190 %3,055 %1203,068 %3,320 %3,066 %4,760 %3,191 %3,057 %1213,070 %3,320 %3,068 %4,756 %3,192 %3,059 %1223,072 %3,320 %3,069 %4,753 %3,193 %3,061 %1233,073 %3,320 %3,071 %4,750 %3,194 %3,063 %1243,075 %3,320 %3,073 %4,746 %3,194 %3,065 %1253,077 %3,320 %3,075 %4,743 %3,195 %3,067 %1263,079 %3,319 %3,077 %4,740 %3,196 %3,069 %1273,081 %3,319 %3,079 %4,737 %3,197 %3,071 %1283,082 %3,319 %3,080 %4,734 %3,198 %3,072 %1293,084 %3,319 %3,082 %4,731 %3,198 %3,074 %1303,086 %3,319 %3,084 %4,728 %3,199 %3,076 %1313,087 %3,319 %3,085 %4,725 %3,200 %3,078 %1323,089 %3,319 %3,087 %4,722 %3,201 %3,079 %1333,090 %3,318 %3,088 %4,719 %3,202 %3,081 %1343,092 %3,318 %3,090 %4,717 %3,202 %3,082 %1353,093 %3,318 %3,092 %4,714 %3,203 %3,084 %1363,095 %3,318 %3,093 %4,711 %3,204 %3,086 %1373,097 %3,318 %3,095 %4,709 %3,204 %3,087 %1383,098 %3,318 %3,096 %4,706 %3,205 %3,089 %1393,099 %3,318 %3,098 %4,703 %3,206 %3,090 %1403,101 %3,318 %3,099 %4,701 %3,206 %3,092 %1413,102 %3,317 %3,100 %4,698 %3,207 %3,093 %

1423,104 %3,317 %3,102 %4,696 %3,208 %3,095 %1433,105 %3,317 %3,103 %4,694 %3,208 %3,096 %1443,106 %3,317 %3,105 %4,691 %3,209 %3,098 %1453,108 %3,317 %3,106 %4,689 %3,210 %3,099 %1463,109 %3,317 %3,107 %4,687 %3,210 %3,100 %1473,110 %3,317 %3,109 %4,684 %3,211 %3,102 %1483,112 %3,317 %3,110 %4,682 %3,212 %3,103 %1493,113 %3,316 %3,111 %4,680 %3,212 %3,104 %1503,114 %3,316 %3,112 %4,678 %3,213 %3,106 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc14,295 %5,790 %4,189 %8,664 %3,781 %0,572 %23,896 %5,934 %4,535 %8,050 %3,701 %0,440 %33,745 %6,090 %4,668 %7,582 %3,584 %0,425 %43,667 %6,205 %4,738 %7,212 %3,482 %0,450 %53,613 %6,311 %4,814 %6,890 %3,413 %0,478 %63,591 %6,396 %4,893 %6,604 %3,380 %0,498 %73,579 %6,465 %4,972 %6,344 %3,368 %0,516 %83,590 %6,525 %5,051 %6,094 %3,366 %0,536 %93,610 %6,570 %5,117 %5,853 %3,368 %0,562 %103,633 %6,610 %5,176 %5,648 %3,372 %0,595 %113,666 %6,622 %5,211 %5,477 %3,374 %0,634 %123,702 %6,607 %5,222 %5,332 %3,376 %0,677 %133,735 %6,571 %5,218 %5,207 %3,377 %0,722 %143,763 %6,522 %5,202 %5,098 %3,378 %0,768 %153,787 %6,462 %5,178 %5,001 %3,378 %0,815 %163,808 %6,396 %5,148 %4,915 %3,378 %0,860 %173,824 %6,325 %5,113 %4,838 %3,378 %0,904 %183,838 %6,251 %5,075 %4,768 %3,378 %0,947 %193,848 %6,176 %5,036 %4,704 %3,377 %0,989 %203,855 %6,100 %4,995 %4,646 %3,376 %1,029 %213,860 %6,024 %4,954 %4,593 %3,376 %1,068 %223,862 %5,949 %4,912 %4,543 %3,375 %1,105 %233,863 %5,876 %4,871 %4,497 %3,374 %1,140 % 243,861 %5,805 %4,831 %4,455 %3,373 %1,174 %253,858 %5,735 %4,791 %4,415 %3,372 %1,207 %263,853 %5,667 %4,752 %4,378 %3,371 %1,238 %273,846 %5,602 %4,715 %4,343 %3,370 %1,268 %283,837 %5,538 %4,678 %4,311 %3,369 %1,296 %293,827 %5,477 %4,642 %4,280 %3,368 %1,324 %303,814 %5,419 %4,608 %4,251 %3,367 %1,350 %313,798 %5,362 %4,575 %4,223 %3,366 %1,375 %323,781 %5,308 %4,543 %4,197 %3,365 %1,399 %333,762 %5,256 %4,512 %4,173 %3,365 %1,422 %343,743 %5,206 %4,482 %4,150 %3,364 %1,444 %353,723 %5,158 %4,453 %4,127 %3,363 %1,465 %363,702 %5,111 %4,425 %4,106 %3,362 %1,485 %373,682 %5,067 %4,399 %4,086 %3,361 %1,504 %383,662 %5,025 %4,373 %4,067 %3,360 %1,523 %393,643 %4,984 %4,349 %4,049 %3,359 %1,541 %403,624 %4,945 %4,325 %4,031 %3,358 %1,558 %413,605 %4,907 %4,302 %4,015 %3,357 %1,574 %423,587 %4,871 %4,280 %3,999 %3,356 %1,590 %433,570 %4,836 %4,259 %3,983 %3,356 %1,605 %443,554 %4,803 %4,238 %3,969 %3,355 %1,620 %453,539 %4,771 %4,219 %3,954 %3,354 %1,634 %463,525 %4,740 %4,200 %3,941 %3,353 %1,647 %473,511 %4,710 %4,182 %3,928 %3,352 %1,661 %483,499 %4,682 %4,164 %3,915 %3,352 %1,673 %493,487 %4,654 %4,147 %3,903 %3,351 %1,685 %503,477 %4,628 %4,131 %3,892 %3,350 %1,697 %513,467 %4,602 %4,115 %3,880 %3,349 %1,708 %523,459 %4,577 %4,100 %3,870 %3,349 %1,719 %533,451 %4,554 %4,085 %3,859 %3,348 %1,730 %543,443 %4,531 %4,071 %3,849 %3,347 %1,740 %553,437 %4,509 %4,057 %3,839 %3,347 %1,750 %563,431 %4,487 %4,044 %3,830 %3,346 %1,759 %573,425 %4,467 %4,031 %3,821 %3,345 %1,768 %583,420 %4,447 %4,019 %3,812 %3,345 %1,777 %593,416 %4,427 %4,007 %3,804 %3,344 %1,786 %

603,411 %4,409 %3,995 %3,795 %3,344 %1,794 %613,407 %4,391 %3,984 %3,787 %3,343 %1,802 %623,404 %4,373 %3,973 %3,780 %3,342 %1,810 %633,400 %4,356 %3,962 %3,772 %3,342 %1,818 %643,397 %4,339 %3,952 %3,765 %3,341 %1,825 %653,394 %4,324 %3,942 %3,758 %3,341 %1,833 %663,392 %4,308 %3,932 %3,751 %3,340 %1,840 %673,389 %4,293 %3,923 %3,744 %3,340 %1,846 %683,387 %4,278 %3,914 %3,738 %3,339 %1,853 %693,384 %4,264 %3,905 %3,732 %3,339 %1,859 %703,382 %4,250 %3,896 %3,725 %3,338 %1,866 %713,380 %4,237 %3,888 %3,720 %3,338 %1,872 %723,379 %4,224 %3,880 %3,714 %3,337 %1,877 %733,377 %4,211 %3,872 %3,708 %3,337 %1,883 %743,375 %4,199 %3,864 %3,703 %3,337 %1,889 %753,374 %4,187 %3,857 %3,697 %3,336 %1,894 %763,372 %4,175 %3,849 %3,692 %3,336 %1,900 %773,371 %4,164 %3,842 %3,687 %3,335 %1,905 %783,370 %4,153 %3,835 %3,682 %3,335 %1,910 %793,368 %4,142 %3,829 %3,677 %3,334 %1,915 %803,367 %4,131 %3,822 %3,673 %3,334 %1,919 %813,366 %4,121 %3,816 %3,668 %3,334 %1,924 %823,365 %4,111 %3,809 %3,664 %3,333 %1,929 %833,364 %4,101 %3,803 %3,659 %3,333 %1,933 %843,363 %4,092 %3,797 %3,655 %3,333 %1,937 %853,362 %4,082 %3,791 %3,651 %3,332 %1,942 %863,361 %4,073 %3,786 %3,647 %3,332 %1,946 %873,360 %4,064 %3,780 %3,643 %3,332 %1,950 %883,360 %4,056 %3,774 %3,639 %3,331 %1,954 %893,359 %4,047 %3,769 %3,635 %3,331 %1,958 %903,358 %4,039 %3,764 %3,631 %3,331 %1,962 %913,357 %4,031 %3,759 %3,628 %3,330 %1,965 %923,357 %4,023 %3,754 %3,624 %3,330 %1,969 %933,356 %4,015 %3,749 %3,621 %3,330 %1,972 %943,355 %4,007 %3,744 %3,617 %3,329 %1,976 %953,355 %4,000 %3,739 %3,614 %3,329 %1,979 % 963,354 %3,992 %3,735 %3,611 %3,329 %1,983 %973,353 %3,985 %3,730 %3,607 %3,328 %1,986 %983,353 %3,978 %3,726 %3,604 %3,328 %1,989 %993,352 %3,971 %3,722 %3,601 %3,328 %1,992 %1003,352 %3,965 %3,717 %3,598 %3,328 %1,995 %1013,351 %3,958 %3,713 %3,595 %3,327 %1,998 %1023,350 %3,952 %3,709 %3,592 %3,327 %2,001 %1033,350 %3,945 %3,705 %3,590 %3,327 %2,004 %1043,349 %3,939 %3,701 %3,587 %3,327 %2,007 %1053,349 %3,933 %3,698 %3,584 %3,326 %2,010 %1063,348 %3,927 %3,694 %3,581 %3,326 %2,012 %1073,348 %3,921 %3,690 %3,579 %3,326 %2,015 %1083,347 %3,915 %3,686 %3,576 %3,326 %2,018 %1093,347 %3,910 %3,683 %3,574 %3,325 %2,020 %1103,347 %3,904 %3,679 %3,571 %3,325 %2,023 %1113,346 %3,899 %3,676 %3,569 %3,325 %2,025 %1123,346 %3,893 %3,673 %3,566 %3,325 %2,028 %1133,345 %3,888 %3,669 %3,564 %3,325 %2,030 %1143,345 %3,883 %3,666 %3,562 %3,324 %2,033 %1153,344 %3,878 %3,663 %3,559 %3,324 %2,035 %1163,344 %3,873 %3,660 %3,557 %3,324 %2,037 %1173,344 %3,868 %3,657 %3,555 %3,324 %2,039 %1183,343 %3,863 %3,654 %3,553 %3,324 %2,042 %1193,343 %3,858 %3,651 %3,551 %3,323 %2,044 %1203,343 %3,854 %3,648 %3,548 %3,323 %2,046 %1213,342 %3,849 %3,645 %3,546 %3,323 %2,048 %1223,342 %3,844 %3,642 %3,544 %3,323 %2,050 %1233,342 %3,840 %3,639 %3,542 %3,323 %2,052 %1243,341 %3,836 %3,637 %3,540 %3,322 %2,054 %1253,341 %3,831 %3,634 %3,539 %3,322 %2,056 %1263,341 %3,827 %3,631 %3,537 %3,322 %2,058 %1273,340 %3,823 %3,629 %3,535 %3,322 %2,060 %1283,340 %3,819 %3,626 %3,533 %3,322 %2,062 %1293,340 %3,815 %3,623 %3,531 %3,322 %2,064 %1303,339 %3,811 %3,621 %3,529 %3,321 %2,065 %1313,339 %3,807 %3,619 %3,528 %3,321 %2,067 %

1323,339 %3,803 %3,616 %3,526 %3,321 %2,069 %1333,338 %3,799 %3,614 %3,524 %3,321 %2,071 %1343,338 %3,796 %3,611 %3,522 %3,321 %2,072 %1353,338 %3,792 %3,609 %3,521 %3,321 %2,074 %1363,338 %3,788 %3,607 %3,519 %3,320 %2,076 %1373,337 %3,785 %3,605 %3,518 %3,320 %2,077 %1383,337 %3,781 %3,602 %3,516 %3,320 %2,079 %1393,337 %3,778 %3,600 %3,514 %3,320 %2,081 %1403,336 %3,774 %3,598 %3,513 %3,320 %2,082 %1413,336 %3,771 %3,596 %3,511 %3,320 %2,084 %1423,336 %3,768 %3,594 %3,510 %3,320 %2,085 %1433,336 %3,764 %3,592 %3,508 %3,319 %2,087 %1443,335 %3,761 %3,590 %3,507 %3,319 %2,088 %1453,335 %3,758 %3,588 %3,506 %3,319 %2,090 %1463,335 %3,755 %3,586 %3,504 %3,319 %2,091 %1473,335 %3,752 %3,584 %3,503 %3,319 %2,093 %1483,334 %3,749 %3,582 %3,501 %3,319 %2,094 %1493,334 %3,746 %3,580 %3,500 %3,319 %2,095 %1503,334 %3,743 %3,578 %3,499 %3,319 %2,097 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar14,173 %2,167 %3,241 %4,541 %6,525 %3,196 %23,781 %2,070 %2,827 %4,669 %7,660 %2,823 %33,673 %2,055 %2,693 %4,783 %8,379 %2,700 %43,666 %2,092 %2,627 %4,877 %8,818 %2,642 %53,700 %2,156 %2,635 %4,950 %9,117 %2,618 %63,744 %2,230 %2,657 %5,004 %9,361 %2,627 %73,831 %2,304 %2,696 %5,036 %9,551 %2,653 %83,897 %2,373 %2,756 %5,047 %9,714 %2,684 %93,965 %2,437 %2,822 %5,040 %9,859 %2,716 %104,030 %2,492 %2,881 %5,024 %9,990 %2,744 %114,082 %2,540 %2,924 %5,007 %10,062 %2,768 %124,125 %2,582 %2,955 %4,989 %10,079 %2,788 %134,165 %2,618 %2,978 %4,972 %10,054 %2,806 % 144,201 %2,650 %2,993 %4,956 %9,997 %2,822 %154,230 %2,679 %3,005 %4,939 %9,917 %2,837 %164,251 %2,706 %3,012 %4,923 %9,820 %2,851 %174,265 %2,729 %3,017 %4,908 %9,710 %2,864 %184,272 %2,751 %3,020 %4,892 %9,591 %2,877 %194,273 %2,772 %3,022 %4,878 %9,466 %2,889 %204,269 %2,790 %3,023 %4,864 %9,338 %2,901 %214,259 %2,808 %3,023 %4,850 %9,207 %2,912 %224,244 %2,824 %3,022 %4,837 %9,077 %2,922 %234,226 %2,839 %3,022 %4,824 %8,948 %2,933 %244,204 %2,854 %3,022 %4,812 %8,820 %2,942 %254,181 %2,867 %3,021 %4,800 %8,696 %2,952 %264,155 %2,880 %3,021 %4,789 %8,574 %2,960 %274,129 %2,892 %3,022 %4,778 %8,455 %2,969 %284,102 %2,903 %3,022 %4,767 %8,341 %2,977 %294,076 %2,914 %3,023 %4,757 %8,230 %2,985 %304,051 %2,924 %3,025 %4,747 %8,123 %2,993 %314,028 %2,934 %3,026 %4,738 %8,020 %3,000 %324,006 %2,943 %3,029 %4,729 %7,922 %3,007 %333,985 %2,952 %3,031 %4,720 %7,827 %3,014 %343,965 %2,961 %3,034 %4,712 %7,735 %3,020 %353,947 %2,969 %3,037 %4,703 %7,648 %3,026 %363,929 %2,977 %3,040 %4,696 %7,564 %3,032 %373,913 %2,984 %3,044 %4,688 %7,484 %3,038 %383,897 %2,991 %3,047 %4,681 %7,407 %3,044 %393,882 %2,998 %3,051 %4,674 %7,333 %3,049 %403,868 %3,004 %3,054 %4,667 %7,262 %3,054 %413,855 %3,011 %3,058 %4,660 %7,194 %3,059 %423,842 %3,017 %3,061 %4,654 %7,129 %3,064 %433,829 %3,023 %3,065 %4,648 %7,066 %3,069 %443,818 %3,028 %3,068 %4,642 %7,006 %3,073 %453,806 %3,034 %3,072 %4,636 %6,948 %3,078 %463,796 %3,039 %3,075 %4,631 %6,893 %3,082 %473,785 %3,044 %3,079 %4,625 %6,840 %3,086 %483,775 %3,049 %3,082 %4,620 %6,789 %3,090 %493,766 %3,053 %3,086 %4,615 %6,739 %3,094 %

503,757 %3,058 %3,089 %4,610 %6,692 %3,097 %513,748 %3,062 %3,092 %4,606 %6,646 %3,101 %523,740 %3,066 %3,095 %4,601 %6,602 %3,104 %533,731 %3,070 %3,098 %4,597 %6,560 %3,108 %543,724 %3,074 %3,101 %4,593 %6,519 %3,111 %553,716 %3,078 %3,104 %4,588 %6,480 %3,114 %563,709 %3,082 %3,107 %4,584 %6,442 %3,117 %573,702 %3,086 %3,110 %4,581 %6,405 %3,120 %583,695 %3,089 %3,113 %4,577 %6,369 %3,123 %593,688 %3,092 %3,116 %4,573 %6,335 %3,126 %603,682 %3,096 %3,119 %4,570 %6,302 %3,129 %613,676 %3,099 %3,121 %4,566 %6,270 %3,131 %623,670 %3,102 %3,124 %4,563 %6,239 %3,134 %633,664 %3,105 %3,126 %4,560 %6,208 %3,136 %643,658 %3,108 %3,129 %4,556 %6,179 %3,139 %653,653 %3,111 %3,131 %4,553 %6,151 %3,141 %663,648 %3,113 %3,133 %4,550 %6,124 %3,143 %673,642 %3,116 %3,136 %4,547 %6,097 %3,146 %683,637 %3,119 %3,138 %4,545 %6,071 %3,148 %693,633 %3,121 %3,140 %4,542 %6,046 %3,150 %703,628 %3,124 %3,142 %4,539 %6,022 %3,152 %713,623 %3,126 %3,144 %4,537 %5,998 %3,154 %723,619 %3,129 %3,146 %4,534 %5,975 %3,156 %733,615 %3,131 %3,148 %4,532 %5,952 %3,158 %743,610 %3,133 %3,150 %4,529 %5,931 %3,160 %753,606 %3,135 %3,152 %4,527 %5,909 %3,162 %763,602 %3,137 %3,154 %4,525 %5,889 %3,163 %773,598 %3,139 %3,156 %4,522 %5,869 %3,165 %783,594 %3,141 %3,158 %4,520 %5,849 %3,167 %793,591 %3,143 %3,159 %4,518 %5,830 %3,168 %803,587 %3,145 %3,161 %4,516 %5,811 %3,170 %813,584 %3,147 %3,163 %4,514 %5,793 %3,172 %823,580 %3,149 %3,164 %4,512 %5,775 %3,173 %833,577 %3,151 %3,166 %4,510 %5,758 %3,175 %843,574 %3,153 %3,167 %4,508 %5,741 %3,176 %853,570 %3,154 %3,169 %4,506 %5,725 %3,178 % 863,567 %3,156 %3,170 %4,505 %5,709 %3,179 %873,564 %3,158 %3,172 %4,503 %5,693 %3,180 %883,561 %3,159 %3,173 %4,501 %5,678 %3,182 %893,558 %3,161 %3,175 %4,499 %5,663 %3,183 %903,555 %3,162 %3,176 %4,498 %5,648 %3,184 %913,553 %3,164 %3,177 %4,496 %5,634 %3,186 %923,550 %3,165 %3,179 %4,495 %5,620 %3,187 %933,547 %3,167 %3,180 %4,493 %5,606 %3,188 %943,545 %3,168 %3,181 %4,491 %5,592 %3,189 %953,542 %3,169 %3,182 %4,490 %5,579 %3,190 %963,540 %3,171 %3,184 %4,489 %5,566 %3,191 %973,537 %3,172 %3,185 %4,487 %5,554 %3,193 %983,535 %3,173 %3,186 %4,486 %5,541 %3,194 %993,532 %3,175 %3,187 %4,484 %5,529 %3,195 %1003,530 %3,176 %3,188 %4,483 %5,517 %3,196 %1013,528 %3,177 %3,189 %4,482 %5,506 %3,197 %1023,525 %3,178 %3,190 %4,480 %5,494 %3,198 %1033,523 %3,180 %3,192 %4,479 %5,483 %3,199 %1043,521 %3,181 %3,193 %4,478 %5,472 %3,200 %1053,519 %3,182 %3,194 %4,477 %5,462 %3,201 %1063,517 %3,183 %3,195 %4,475 %5,451 %3,202 %1073,515 %3,184 %3,196 %4,474 %5,441 %3,203 %1083,513 %3,185 %3,197 %4,473 %5,431 %3,203 %1093,511 %3,186 %3,197 %4,472 %5,421 %3,204 %1103,509 %3,187 %3,198 %4,471 %5,411 %3,205 %1113,507 %3,188 %3,199 %4,470 %5,401 %3,206 %1123,505 %3,189 %3,200 %4,469 %5,392 %3,207 %1133,504 %3,190 %3,201 %4,468 %5,383 %3,208 %1143,502 %3,191 %3,202 %4,467 %5,373 %3,208 %1153,500 %3,192 %3,203 %4,466 %5,364 %3,209 %1163,498 %3,193 %3,204 %4,465 %5,356 %3,210 %1173,497 %3,194 %3,204 %4,464 %5,347 %3,211 %1183,495 %3,195 %3,205 %4,463 %5,339 %3,212 %1193,493 %3,196 %3,206 %4,462 %5,330 %3,212 %1203,492 %3,197 %3,207 %4,461 %5,322 %3,213 %1213,490 %3,197 %3,208 %4,460 %5,314 %3,214 %

1223,489 %3,198 %3,208 %4,459 %5,306 %3,214 %1233,487 %3,199 %3,209 %4,458 %5,298 %3,215 %1243,486 %3,200 %3,210 %4,457 %5,291 %3,216 %1253,484 %3,201 %3,211 %4,456 %5,283 %3,217 %1263,483 %3,201 %3,211 %4,456 %5,276 %3,217 %1273,481 %3,202 %3,212 %4,455 %5,268 %3,218 %1283,480 %3,203 %3,213 %4,454 %5,261 %3,218 %1293,478 %3,204 %3,213 %4,453 %5,254 %3,219 %1303,477 %3,204 %3,214 %4,452 %5,247 %3,220 %1313,476 %3,205 %3,215 %4,452 %5,240 %3,220 %1323,474 %3,206 %3,215 %4,451 %5,233 %3,221 %1333,473 %3,207 %3,216 %4,450 %5,227 %3,222 %1343,472 %3,207 %3,217 %4,449 %5,220 %3,222 %1353,470 %3,208 %3,217 %4,449 %5,214 %3,223 %1363,469 %3,209 %3,218 %4,448 %5,207 %3,223 %1373,468 %3,209 %3,218 %4,447 %5,201 %3,224 %1383,467 %3,210 %3,219 %4,446 %5,195 %3,224 %1393,465 %3,211 %3,220 %4,446 %5,189 %3,225 %1403,464 %3,211 %3,220 %4,445 %5,183 %3,225 %1413,463 %3,212 %3,221 %4,444 %5,177 %3,226 %1423,462 %3,213 %3,221 %4,444 %5,171 %3,226 %1433,461 %3,213 %3,222 %4,443 %5,165 %3,227 %1443,460 %3,214 %3,222 %4,442 %5,159 %3,228 %1453,459 %3,214 %3,223 %4,442 %5,154 %3,228 %1463,458 %3,215 %3,223 %4,441 %5,148 %3,229 %1473,456 %3,216 %3,224 %4,440 %5,143 %3,229 %1483,455 %3,216 %3,224 %4,440 %5,137 %3,229 %1493,454 %3,217 %3,225 %4,439 %5,132 %3,230 %1503,453 %3,217 %3,225 %4,439 %5,127 %3,230 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal16,392 %9,756 %1,121 %4,002 %7,278 %11,712 %26,073 %8,945 %1,156 %3,492 %6,963 %12,092 %36,013 %8,626 %1,188 %3,381 %6,945 %12,148 % 46,012 %8,523 %1,211 %3,405 %7,089 %12,133 %56,020 %8,484 %1,233 %3,474 %7,332 %12,104 %66,019 %8,494 %1,251 %3,554 %7,582 %12,087 %76,012 %8,540 %1,266 %3,634 %7,869 %12,050 %86,002 %8,605 %1,280 %3,712 %8,140 %12,010 %95,989 %8,664 %1,291 %3,787 %8,410 %11,967 %105,975 %8,695 %1,300 %3,859 %8,661 %11,918 %115,960 %8,689 %1,323 %3,928 %8,873 %11,837 %125,945 %8,652 %1,358 %3,992 %9,046 %11,729 %135,930 %8,593 %1,401 %4,050 %9,181 %11,600 %145,915 %8,518 %1,448 %4,103 %9,280 %11,456 %155,901 %8,432 %1,497 %4,150 %9,342 %11,302 %165,886 %8,339 %1,548 %4,190 %9,369 %11,142 %175,872 %8,241 %1,598 %4,224 %9,367 %10,978 %185,859 %8,140 %1,648 %4,251 %9,341 %10,813 %195,845 %8,037 %1,697 %4,270 %9,299 %10,648 %205,832 %7,935 %1,745 %4,283 %9,243 %10,485 %215,820 %7,833 %1,791 %4,289 %9,177 %10,325 %225,808 %7,734 %1,836 %4,289 %9,104 %10,168 %235,796 %7,636 %1,879 %4,284 %9,025 %10,016 %245,785 %7,540 %1,920 %4,276 %8,944 %9,868 %255,774 %7,448 %1,960 %4,265 %8,860 %9,725 %265,763 %7,358 %1,998 %4,252 %8,776 %9,586 %275,753 %7,272 %2,035 %4,238 %8,691 %9,453 %285,743 %7,188 %2,070 %4,222 %8,608 %9,326 %295,734 %7,108 %2,104 %4,205 %8,526 %9,203 %305,725 %7,031 %2,136 %4,188 %8,445 %9,085 %315,716 %6,956 %2,167 %4,171 %8,366 %8,972 %325,708 %6,885 %2,196 %4,153 %8,290 %8,864 %335,699 %6,817 %2,224 %4,136 %8,216 %8,761 %345,692 %6,751 %2,251 %4,119 %8,144 %8,662 %355,684 %6,689 %2,277 %4,101 %8,075 %8,567 %365,677 %6,628 %2,302 %4,084 %8,008 %8,477 %375,670 %6,571 %2,326 %4,068 %7,943 %8,390 %385,663 %6,515 %2,349 %4,052 %7,881 %8,307 %395,656 %6,462 %2,371 %4,036 %7,821 %8,228 %

405,650 %6,411 %2,392 %4,020 %7,764 %8,152 %415,644 %6,362 %2,412 %4,005 %7,709 %8,079 %425,638 %6,316 %2,432 %3,991 %7,655 %8,009 %435,632 %6,271 %2,451 %3,977 %7,604 %7,942 %445,626 %6,228 %2,469 %3,963 %7,555 %7,878 %455,621 %6,186 %2,486 %3,950 %7,508 %7,816 %465,616 %6,146 %2,503 %3,937 %7,462 %7,757 %475,611 %6,108 %2,519 %3,924 %7,418 %7,700 %485,606 %6,071 %2,534 %3,912 %7,376 %7,645 %495,601 %6,035 %2,549 %3,901 %7,336 %7,593 %505,597 %6,001 %2,563 %3,889 %7,296 %7,542 %515,592 %5,968 %2,577 %3,878 %7,259 %7,494 %525,588 %5,937 %2,591 %3,868 %7,222 %7,447 %535,584 %5,906 %2,603 %3,857 %7,187 %7,402 %545,580 %5,877 %2,616 %3,848 %7,154 %7,358 %555,576 %5,848 %2,628 %3,838 %7,121 %7,316 %565,572 %5,821 %2,640 %3,829 %7,089 %7,276 %575,568 %5,794 %2,651 %3,820 %7,059 %7,237 %585,565 %5,768 %2,662 %3,811 %7,030 %7,199 %595,561 %5,743 %2,673 %3,802 %7,001 %7,162 %605,558 %5,719 %2,683 %3,794 %6,974 %7,127 %615,555 %5,696 %2,693 %3,786 %6,947 %7,093 %625,552 %5,674 %2,702 %3,779 %6,921 %7,059 %635,549 %5,652 %2,712 %3,771 %6,896 %7,027 %645,546 %5,631 %2,721 %3,764 %6,872 %6,996 %655,543 %5,610 %2,730 %3,757 %6,848 %6,966 %665,540 %5,590 %2,738 %3,750 %6,826 %6,937 %675,537 %5,571 %2,746 %3,743 %6,803 %6,909 %685,535 %5,552 %2,754 %3,737 %6,782 %6,881 %695,532 %5,534 %2,762 %3,730 %6,761 %6,854 %705,529 %5,516 %2,770 %3,724 %6,741 %6,828 %715,527 %5,499 %2,777 %3,718 %6,721 %6,803 %725,525 %5,482 %2,784 %3,713 %6,702 %6,779 %735,522 %5,466 %2,791 %3,707 %6,683 %6,755 %745,520 %5,450 %2,798 %3,701 %6,665 %6,732 %755,518 %5,435 %2,805 %3,696 %6,648 %6,709 % 765,516 %5,420 %2,811 %3,691 %6,631 %6,687 %775,513 %5,405 %2,818 %3,686 %6,614 %6,666 %785,511 %5,391 %2,824 %3,681 %6,598 %6,645 %795,509 %5,377 %2,830 %3,676 %6,582 %6,624 %805,507 %5,364 %2,836 %3,671 %6,566 %6,605 %815,505 %5,351 %2,841 %3,667 %6,551 %6,585 %825,504 %5,338 %2,847 %3,662 %6,536 %6,567 %835,502 %5,325 %2,852 %3,658 %6,522 %6,548 %845,500 %5,313 %2,858 %3,654 %6,508 %6,530 %855,498 %5,301 %2,863 %3,650 %6,494 %6,513 %865,497 %5,289 %2,868 %3,646 %6,481 %6,496 %875,495 %5,278 %2,873 %3,642 %6,468 %6,479 %885,493 %5,267 %2,878 %3,638 %6,455 %6,462 %895,492 %5,256 %2,882 %3,634 %6,443 %6,446 %905,490 %5,245 %2,887 %3,630 %6,430 %6,431 %915,489 %5,235 %2,892 %3,627 %6,418 %6,416 %925,487 %5,224 %2,896 %3,623 %6,407 %6,401 %935,486 %5,214 %2,900 %3,619 %6,395 %6,386 %945,484 %5,205 %2,905 %3,616 %6,384 %6,372 %955,483 %5,195 %2,909 %3,613 %6,373 %6,358 %965,481 %5,186 %2,913 %3,609 %6,363 %6,344 %975,480 %5,177 %2,917 %3,606 %6,352 %6,331 %985,479 %5,168 %2,921 %3,603 %6,342 %6,317 %995,477 %5,159 %2,924 %3,600 %6,332 %6,305 %1005,476 %5,150 %2,928 %3,597 %6,322 %6,292 %1015,475 %5,142 %2,932 %3,594 %6,312 %6,280 %1025,474 %5,133 %2,935 %3,591 %6,303 %6,267 %1035,472 %5,125 %2,939 %3,588 %6,293 %6,256 %1045,471 %5,117 %2,942 %3,586 %6,284 %6,244 %1055,470 %5,110 %2,946 %3,583 %6,275 %6,232 %1065,469 %5,102 %2,949 %3,580 %6,267 %6,221 %1075,468 %5,094 %2,952 %3,578 %6,258 %6,210 %1085,467 %5,087 %2,956 %3,575 %6,250 %6,199 %1095,466 %5,080 %2,959 %3,573 %6,241 %6,189 %1105,465 %5,073 %2,962 %3,570 %6,233 %6,178 %1115,464 %5,066 %2,965 %3,568 %6,225 %6,168 %

1125,463 %5,059 %2,968 %3,565 %6,217 %6,158 %1135,462 %5,052 %2,971 %3,563 %6,210 %6,148 %1145,461 %5,045 %2,974 %3,561 %6,202 %6,139 %1155,460 %5,039 %2,977 %3,558 %6,195 %6,129 %1165,459 %5,032 %2,979 %3,556 %6,187 %6,120 %1175,458 %5,026 %2,982 %3,554 %6,180 %6,111 %1185,457 %5,020 %2,985 %3,552 %6,173 %6,102 %1195,456 %5,014 %2,987 %3,550 %6,166 %6,093 %1205,455 %5,008 %2,990 %3,548 %6,159 %6,084 %1215,454 %5,002 %2,993 %3,545 %6,153 %6,075 %1225,453 %4,996 %2,995 %3,543 %6,146 %6,067 %1235,453 %4,991 %2,998 %3,541 %6,139 %6,059 %1245,452 %4,985 %3,000 %3,540 %6,133 %6,050 %1255,451 %4,980 %3,002 %3,538 %6,127 %6,042 %1265,450 %4,974 %3,005 %3,536 %6,121 %6,034 %1275,449 %4,969 %3,007 %3,534 %6,115 %6,027 %1285,449 %4,964 %3,009 %3,532 %6,109 %6,019 %1295,448 %4,958 %3,012 %3,530 %6,103 %6,011 %1305,447 %4,953 %3,014 %3,528 %6,097 %6,004 %1315,446 %4,948 %3,016 %3,527 %6,091 %5,997 %1325,446 %4,943 %3,018 %3,525 %6,085 %5,990 %1335,445 %4,939 %3,020 %3,523 %6,080 %5,982 %1345,444 %4,934 %3,022 %3,522 %6,074 %5,975 %1355,443 %4,929 %3,024 %3,520 %6,069 %5,969 %1365,443 %4,924 %3,026 %3,518 %6,064 %5,962 %1375,442 %4,920 %3,028 %3,517 %6,059 %5,955 %1385,441 %4,915 %3,030 %3,515 %6,053 %5,949 %1395,441 %4,911 %3,032 %3,514 %6,048 %5,942 %1405,440 %4,907 %3,034 %3,512 %6,043 %5,936 %1415,439 %4,902 %3,036 %3,511 %6,038 %5,929 %1425,439 %4,898 %3,038 %3,509 %6,033 %5,923 %1435,438 %4,894 %3,040 %3,508 %6,029 %5,917 %1445,438 %4,890 %3,042 %3,506 %6,024 %5,911 %1455,437 %4,886 %3,043 %3,505 %6,019 %5,905 %1465,436 %4,882 %3,045 %3,503 %6,015 %5,899 %1475,436 %4,878 %3,047 %3,502 %6,010 %5,893 % 1485,435 %4,874 %3,049 %3,501 %6,006 %5,888 %1495,435 %4,870 %3,050 %3,499 %6,001 %5,882 %1505,434 %4,866 %3,052 %3,498 %5,997 %5,876 %Term to maturity (in years)Renminbi-yuanRinggitSingapore dollarSouth Korean wonTurkish liraUS dollar11,438 %2,872 %2,533 %2,773 %43,197 %3,852 %21,428 %2,958 %2,348 %2,535 %36,288 %3,429 %31,489 %3,066 %2,304 %2,477 %32,368 %3,300 %41,562 %3,161 %2,317 %2,467 %29,652 %3,252 %51,624 %3,253 %2,343 %2,462 %27,715 %3,238 %61,669 %3,330 %2,368 %2,467 %26,362 %3,244 %71,709 %3,391 %2,393 %2,479 %25,395 %3,257 %81,752 %3,441 %2,417 %2,496 %24,712 %3,277 %91,801 %3,478 %2,441 %2,510 %24,213 %3,299 %101,858 %3,511 %2,465 %2,516 %23,772 %3,323 %111,924 %3,545 %2,489 %2,511 %23,350 %3,349 %121,995 %3,581 %2,513 %2,499 %22,939 %3,375 %132,068 %3,618 %2,537 %2,484 %22,532 %3,398 %142,141 %3,657 %2,560 %2,469 %22,126 %3,418 %152,213 %3,696 %2,582 %2,455 %21,719 %3,434 %162,283 %3,736 %2,603 %2,443 %21,309 %3,446 %172,352 %3,774 %2,624 %2,434 %20,898 %3,453 %182,417 %3,809 %2,644 %2,428 %20,485 %3,457 %192,481 %3,840 %2,663 %2,426 %20,072 %3,456 %202,541 %3,866 %2,682 %2,428 %19,661 %3,450 %212,599 %3,886 %2,699 %2,434 %19,253 %3,441 %222,654 %3,902 %2,716 %2,443 %18,850 %3,427 %232,707 %3,913 %2,732 %2,454 %18,454 %3,411 %242,758 %3,921 %2,748 %2,467 %18,065 %3,392 %252,806 %3,927 %2,763 %2,481 %17,687 %3,371 %262,851 %3,930 %2,777 %2,496 %17,318 %3,349 %272,895 %3,932 %2,791 %2,511 %16,962 %3,326 %282,937 %3,932 %2,804 %2,527 %16,617 %3,303 %292,976 %3,931 %2,817 %2,543 %16,285 %3,283 %

303,014 %3,929 %2,829 %2,559 %15,965 %3,265 %313,051 %3,926 %2,840 %2,575 %15,659 %3,249 %323,085 %3,923 %2,852 %2,591 %15,364 %3,236 %333,118 %3,919 %2,862 %2,606 %15,083 %3,225 %343,150 %3,915 %2,873 %2,621 %14,813 %3,216 %353,180 %3,911 %2,883 %2,636 %14,555 %3,209 %363,209 %3,906 %2,892 %2,651 %14,309 %3,203 %373,237 %3,901 %2,901 %2,665 %14,073 %3,198 %383,263 %3,896 %2,910 %2,678 %13,848 %3,194 %393,289 %3,892 %2,919 %2,692 %13,633 %3,191 %403,313 %3,887 %2,927 %2,704 %13,427 %3,189 %413,336 %3,882 %2,935 %2,717 %13,230 %3,187 %423,359 %3,877 %2,942 %2,729 %13,042 %3,185 %433,380 %3,872 %2,950 %2,741 %12,862 %3,184 %443,401 %3,867 %2,957 %2,752 %12,690 %3,184 %453,421 %3,862 %2,964 %2,763 %12,525 %3,184 %463,440 %3,858 %2,970 %2,773 %12,367 %3,184 %473,458 %3,853 %2,977 %2,784 %12,215 %3,184 %483,476 %3,849 %2,983 %2,794 %12,069 %3,184 %493,493 %3,844 %2,989 %2,803 %11,930 %3,185 %503,510 %3,840 %2,994 %2,813 %11,795 %3,186 %513,526 %3,836 %3,000 %2,821 %11,666 %3,187 %523,541 %3,832 %3,005 %2,830 %11,542 %3,188 %533,556 %3,828 %3,010 %2,839 %11,423 %3,189 %543,570 %3,824 %3,016 %2,847 %11,308 %3,190 %553,584 %3,820 %3,020 %2,855 %11,197 %3,191 %563,597 %3,817 %3,025 %2,862 %11,091 %3,192 %573,610 %3,813 %3,030 %2,870 %10,988 %3,193 %583,622 %3,810 %3,034 %2,877 %10,888 %3,195 %593,635 %3,806 %3,038 %2,884 %10,792 %3,196 %603,646 %3,803 %3,043 %2,891 %10,699 %3,197 %613,658 %3,800 %3,047 %2,897 %10,610 %3,198 %623,669 %3,797 %3,051 %2,903 %10,523 %3,200 %633,679 %3,794 %3,054 %2,910 %10,439 %3,201 %643,690 %3,791 %3,058 %2,916 %10,358 %3,202 %653,700 %3,788 %3,062 %2,921 %10,279 %3,203 % 663,709 %3,785 %3,065 %2,927 %10,203 %3,205 %673,719 %3,783 %3,069 %2,932 %10,129 %3,206 %683,728 %3,780 %3,072 %2,938 %10,057 %3,207 %693,737 %3,778 %3,075 %2,943 %9,987 %3,208 %703,746 %3,775 %3,078 %2,948 %9,920 %3,209 %713,754 %3,773 %3,081 %2,953 %9,854 %3,210 %723,762 %3,770 %3,084 %2,958 %9,790 %3,212 %733,770 %3,768 %3,087 %2,962 %9,728 %3,213 %743,778 %3,766 %3,090 %2,967 %9,668 %3,214 %753,786 %3,764 %3,093 %2,971 %9,609 %3,215 %763,793 %3,761 %3,096 %2,976 %9,552 %3,216 %773,800 %3,759 %3,098 %2,980 %9,496 %3,217 %783,807 %3,757 %3,101 %2,984 %9,442 %3,218 %793,814 %3,755 %3,103 %2,988 %9,389 %3,219 %803,821 %3,753 %3,106 %2,992 %9,338 %3,220 %813,827 %3,752 %3,108 %2,995 %9,288 %3,221 %823,833 %3,750 %3,110 %2,999 %9,239 %3,222 %833,840 %3,748 %3,113 %3,003 %9,191 %3,223 %843,846 %3,746 %3,115 %3,006 %9,145 %3,223 %853,852 %3,744 %3,117 %3,010 %9,099 %3,224 %863,857 %3,743 %3,119 %3,013 %9,055 %3,225 %873,863 %3,741 %3,121 %3,016 %9,011 %3,226 %883,869 %3,740 %3,123 %3,020 %8,969 %3,227 %893,874 %3,738 %3,125 %3,023 %8,928 %3,228 %903,879 %3,736 %3,127 %3,026 %8,887 %3,228 %913,884 %3,735 %3,129 %3,029 %8,848 %3,229 %923,889 %3,734 %3,131 %3,032 %8,809 %3,230 %933,894 %3,732 %3,133 %3,035 %8,771 %3,231 %943,899 %3,731 %3,134 %3,037 %8,734 %3,231 %953,904 %3,729 %3,136 %3,040 %8,698 %3,232 %963,909 %3,728 %3,138 %3,043 %8,663 %3,233 %973,913 %3,727 %3,139 %3,046 %8,628 %3,234 %983,918 %3,725 %3,141 %3,048 %8,594 %3,234 %993,922 %3,724 %3,143 %3,051 %8,561 %3,235 %1003,926 %3,723 %3,144 %3,053 %8,528 %3,235 %1013,930 %3,722 %3,146 %3,056 %8,496 %3,236 %

1023,934 %3,720 %3,147 %3,058 %8,465 %3,237 %1033,938 %3,719 %3,149 %3,060 %8,434 %3,237 %1043,942 %3,718 %3,150 %3,063 %8,404 %3,238 %1053,946 %3,717 %3,152 %3,065 %8,375 %3,239 %1063,950 %3,716 %3,153 %3,067 %8,346 %3,239 %1073,954 %3,715 %3,154 %3,069 %8,318 %3,240 %1083,958 %3,714 %3,156 %3,071 %8,290 %3,240 %1093,961 %3,713 %3,157 %3,074 %8,262 %3,241 %1103,965 %3,712 %3,158 %3,076 %8,236 %3,241 %1113,968 %3,711 %3,160 %3,078 %8,209 %3,242 %1123,971 %3,710 %3,161 %3,080 %8,183 %3,242 %1133,975 %3,709 %3,162 %3,082 %8,158 %3,243 %1143,978 %3,708 %3,163 %3,083 %8,133 %3,243 %1153,981 %3,707 %3,165 %3,085 %8,108 %3,244 %1163,985 %3,706 %3,166 %3,087 %8,084 %3,244 %1173,988 %3,705 %3,167 %3,089 %8,061 %3,245 %1183,991 %3,704 %3,168 %3,091 %8,037 %3,245 %1193,994 %3,703 %3,169 %3,093 %8,015 %3,246 %1203,997 %3,702 %3,170 %3,094 %7,992 %3,246 %1214,000 %3,702 %3,171 %3,096 %7,970 %3,247 %1224,002 %3,701 %3,172 %3,098 %7,948 %3,247 %1234,005 %3,700 %3,173 %3,099 %7,927 %3,248 %1244,008 %3,699 %3,174 %3,101 %7,906 %3,248 %1254,011 %3,698 %3,175 %3,102 %7,885 %3,248 %1264,013 %3,697 %3,176 %3,104 %7,865 %3,249 %1274,016 %3,697 %3,177 %3,106 %7,845 %3,249 %1284,019 %3,696 %3,178 %3,107 %7,825 %3,250 %1294,021 %3,695 %3,179 %3,109 %7,806 %3,250 %1304,024 %3,694 %3,180 %3,110 %7,787 %3,250 %1314,026 %3,694 %3,181 %3,112 %7,768 %3,251 %1324,029 %3,693 %3,182 %3,113 %7,749 %3,251 %1334,031 %3,692 %3,183 %3,114 %7,731 %3,251 %1344,034 %3,692 %3,184 %3,116 %7,713 %3,252 %1354,036 %3,691 %3,185 %3,117 %7,695 %3,252 %1364,038 %3,690 %3,185 %3,118 %7,678 %3,253 %1374,040 %3,690 %3,186 %3,120 %7,661 %3,253 % 1384,043 %3,689 %3,187 %3,121 %7,644 %3,253 %1394,045 %3,688 %3,188 %3,122 %7,627 %3,254 %1404,047 %3,688 %3,189 %3,124 %7,611 %3,254 %1414,049 %3,687 %3,189 %3,125 %7,594 %3,254 %1424,051 %3,686 %3,190 %3,126 %7,578 %3,255 %1434,053 %3,686 %3,191 %3,127 %7,563 %3,255 %1444,055 %3,685 %3,192 %3,129 %7,547 %3,255 %1454,058 %3,685 %3,193 %3,130 %7,532 %3,255 %1464,060 %3,684 %3,193 %3,131 %7,517 %3,256 %1474,061 %3,684 %3,194 %3,132 %7,502 %3,256 %1484,063 %3,683 %3,195 %3,133 %7,487 %3,256 %1494,065 %3,682 %3,195 %3,134 %7,473 %3,257 %1504,067 %3,682 %3,196 %3,135 %7,458 %3,257 %Term to maturity (in years)Yen10,359 %20,454 %30,508 %40,549 %50,591 %60,638 %70,693 %80,754 %90,817 %100,881 %110,948 %121,015 %131,079 %141,141 %151,204 %161,267 %171,328 %181,385 %191,435 % 201,478 %211,513 %221,542 %231,567 %241,589 %251,610 %261,630 %271,650 %281,670 %291,692 %301,715 %311,740 %321,767 %331,794 %341,822 %351,851 %361,879 %371,907 %381,935 %391,962 %401,989 %412,016 %422,041 %432,067 %442,091 %452,115 %462,139 %472,161 %482,183 %492,205 %502,226 %512,246 %522,266 %532,285 %542,303 %552,321 %562,338 % 572,355 %582,372 %592,387 %602,403 %612,418 %622,432 %632,447 %642,460 %652,474 %662,487 %672,499 %682,511 %692,523 %702,535 %712,546 %722,557 %732,568 %742,578 %752,589 %762,598 %772,608 %782,618 %792,627 %802,636 %812,644 %822,653 %832,661 %842,669 %852,677 %862,685 %872,693 %882,700 %892,707 %902,715 %912,722 %922,728 %932,735 %

942,742 %952,748 %962,754 %972,760 %982,766 %992,772 %1002,778 %1012,784 %1022,789 %1032,795 %1042,800 %1052,805 %1062,810 %1072,815 %1082,820 %1092,825 %1102,830 %1112,834 %1122,839 %1132,844 %1142,848 %1152,852 %1162,857 %1172,861 %1182,865 %1192,869 %1202,873 %1212,877 %1222,881 %1232,885 %1242,888 %1252,892 %1262,896 %1272,899 %1282,903 %1292,906 %1302,910 % 1312,913 %1322,916 %1332,920 %1342,923 %1352,926 %1362,929 %1372,932 %1382,935 %1392,938 %1402,941 %1412,944 %1422,947 %1432,950 %1442,952 %1452,955 %1462,958 %1472,960 %1482,963 %1492,966 %1502,968 %

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.

Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years)AustriaBelgiumBulgariaCroatiaCzech RepublicCyprusDenmark10026501902003350330300385038040142524005024663430603496546071452684708255461047093656611450103757612450Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003294122000020641730000184419410001624205200015042263000148423740001464248501015032596020152126107030154426 Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland16340120421389017043181112020044211214021045231416022046251618024047271720025048291821026049311923126041032202412704Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1198913400233141216900338161521120043917162514005431817281600645201931180074721203320008472222342100945232235230010452123362400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120 Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia116011010002171170100031722601000416332010005153340100061443601000713438010008147360100091553401000101353601000Duration (in years)MexicoNew ZealandSingaporeSouth AfricaSouth KoreaThailandTaiwan18007824290010110431100131104411001513045110016140461100171504711002015048110022150491100231504101100251504Duration (in years)TurkeyUnited States1002003004005006007008009001000
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 6161941106221495114326194110622149592637214310221749276149244610421749163451026501072164915366112854112216491491712305611421649149181231561132164914919133256113216491491101333561132164914911114345611321649149112143556113216491491131435561132164914911415365611321649149115153656113216491491161536561132164914911716355611321649149118173556113216491491191835561132164914912019365611321649149121193656113216491491222136561132164914912322365611321649149124233656113216491491252336561132164914912624365611321649149127253656113216491491282636561132164914912926365611321649149130273656113216491491

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 61193254119234508115822033551202355099383213556115231505771422375911723050464352339631202295035436234065124228503503723416712522750250282341661242275015019224265123226501501102242651222265005001122436512122549949912224364121224499499132243641202244984981422426312022349849815214263119223497497162142621192234974971721426211922349749718214262119223497497192142631192234974972021426311922349749721214263120223498498222243631202234984982322436312022449849824234363120224498498252443631202234984982624426312022349849827254263120223498498282642631202234984982927426311922349749730274263119223497497 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 6161941106221495114326194110622149592537214210121749176149244510421649163451026501072164915366112854112216491491712305611421649149181231561132164914919123256113216491491101333561132164914911114345611321649149112143556113216491491131435561132164914911414355611321649149115153556113216491491161535561132164914911716355611321649149118173556113216491491191835561132164914912019355611321649149121193556113216491491222135561132164914912322355611321649149124233556113216491491252335561132164914912624355611321649149127253556113216491491282635561132164914912926355611321649149130273556113216491491 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 61799211417929356811912758811017629056597137993114173289563800478931151742865616685789411817528455956567895120178283557557777951201792815555558769511917728055455497594118176279553553107393116172276550550117192114170274548548127191113169273547547137091112169272547547147091112168272546546157091112168272546546166990111168271546546176990111167271545545186989110167270545545196889110166270544544206788109166269544544216788109165269543543226687108164268542542236586107163267541541246485106162266540540256384105161265539539266283104160264538538276182103159263537537286081102158262536536295980101157261535535305879100156260534534 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 61102345110225499113221124461122265009213142849108224498757416315211122349863251733571142234985346183561119223498498719376212122349749781937621202234974979193862119222497497101939621182224964961119396211822249649612204062118222496496132041621182224964961420416211922249749715214162119222497497162041621192224974971721426211922349749718214263119223497497192142631202234984982022436412022449849821224364120224498498222343641212244994992323446412122449949924234464121225499499252344641212254994992624446412122549949927254464121224499499282643641212244994992926436412122449949930274364120224498498

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 615184010522049411422518401052204949253620421012174917604823451032164906345925491072164905356102753111216490490712295511321649049081230551132164904909123155112216490490101232551122164904901113335511221649049012133455112216490490131434551122164904901414355511221649049015153555112216490490161535551122164904901716355511221649049018173555112216490490191835551122164904902019355511221649049021193555112216490490222135551122164904902322355511221649049024233555112216490490252335551122164904902624355511221649049027253556112216490490282635561122164904902926355611221649049030273556112216490490 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 61724511352395141173272451135239514950382651124236510780410285411723450865051230561082335075496143459103232506506716366098231505505818385992230504504920446287229503503102044608522850250211194359862275025021219436087226501501131943608822650050014194360882254994991519436088224499499161943608822349849817194460882234974971819446088222496496191944608822249649620204460882224974972121446088222497497222244608822249649623224460882224964962423446088221495495252444608822049549526254460882204944942725446088219494494282644608821949349329274460882184924923027446088218492492 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 61829511718229657111992819411618129657097838296117176292566806482971191772905646735819712117828856257068198123182286560560780981231822845595598789712217928255755797796120177281555555107696119176279554554117596118174278552552127495117173277551551137394115172275550550147293114170274548548157192113169273547547167091112168272546546176990111167271545545186889110166270544544196788109165269543543206687108164268542542216586107164267542542226485106163266541541236384105161265539539246283104160264538538256182103159263537537266081102158262536536275980100157261535535285879991562595345342957779815525853353330567697154257532532 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 615568901552705441171255689015527054495735670911502665407894577294152265539658557739715426353855765774991572625365367577510015926153553585674991572605345349557498155259533533105474971542585325321154749715325753153112547496152256530530135374951522555305301453749515125552952915527394151254529529165272931502535285281751729314925352752718517192149252527527195071921482525265262050719214825252652621507191148251526526224970911472515255252349709014725052552524486990146250524524254768891452495235232647678814524852352327466787144248522522284566871432475215212944658614324652152130446585142245520520

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 61911041261913065801250290103125191305579101139010412518430057582849010512718529857268859010613118829757157969110813319129657057079110913519329557057089111013519229557057099111113419229557057010921121351912955695691192112134191295569569129111213419029456856813911111331892935675671490111131188292566566158911013018729056556516881081291862895645641787107128185288563563188610612718428756256219841051261832865615612083104125182285560560218210312418028455855822811021231792835575572379100121178281556556247899120176280554554257697118175278553553267596117173277551551277494115172275550550287293114170274548548297191112169272547547306990111167271545545 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 61304365131245519116423144661312465209463324667126242516778432476912824051464853349731302395145476335076134239513513734527713623851251283352761342375115119325276133236511511103252751322365105101132537513123550950912325374131234509509133253741302345085081431527313023350850815315273129233507507163051721282325065061730517212823250650618305172128232506506193051711282325065062030517212823250650621305172128232506506223051721282325065062330517112823250650624295071128231506506252950711272315055052629507112723150550527295070127230505505282849701272305055052928497012623050450430284969126230504504 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 61042287202476110821523882024779003252584200474740446288619947361754933901994735226611369419947347377133897199473473881338961994734739814389519947347310915389519947347311111740962004744741212173895199473473131318399619947447414141839961994744741514173895198473473161517379419747247217161737941974724721817173894198472472191817389419847247220181838951994734732119193995199473473222019399519947347323222139951994734732422213995199473473252322389519947347326242338951984734732725233895198473473282524389519847347329262438941984724723027253994198472472 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 61425577143257532117124356781432585329483445879138254528779445608214025352765054662861432525265496466389147251526526747659014925152552584664891472505245249456588146249523523104565881452485235231145658814424852252212456587144247522522134565861432475215211444658614224652052015446586142246520520164364851412455195191743648414124551951918426384141244518518194263841402445185182042638314024451851821416283140243518518224162831392435175172340618213924251751724406181138242516516253960811372415155152638598013624051451427385879136239514514283758781352395135132936577813423851251230355677133237511511

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 61152850115230504113621831531192335079233233758117233507759427426312223450963352945701272365105366294671130234508508733517713523751251283251761332365115119335377134237512512103555781352385135131137577913623951451412385880136240514514133859801372405155151439608113724151551515396081137241515515163960811372415155151739608113724151551518396080137241515515193960801372405155152039608013724151551521396080137241515515223959801372405155152338598013624051451424385980136240514514253758791362395145142637587913523951351327375778135238513513283657781342385125122936567713423751251230355677133237511511 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 61183153119233508115421932541202345089353213557116232506768423386011823150564052440641212315055406254268126230505505726447012823050550582645701272305055059274670127230505505102747701272305055051128487012723050550512284970127230505505132849701272315055051429507012723150550515295070127231505505162849701272305055051729497012723050550518294970127230505505192849701272305055052029497012723050550521294970127230505505222849701262305045042328497012623050450424274869126229504504252748691252295035032626476812522850350327264768124228502502282646671242275025022926466712322750150130274666123227501501 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 6153668815326754211772546789155269543959358729315226854279146075971562685436605637910316026954355866481107165269544544765831091672695445448658410816626954354396584108165269543543106686109165269543543116686109165269543543126686108165268543543136686107164268542542146586107163267541541156485106162266540540166485105162265540540176384105161265539539186283104161264539539196283104160264538538206182103160263538538216182102159263537537226081102158262536536235980101157261535535245879100156260534534255778991552595335332656779815525853353327557697154257532532285575961532565315312954759515225553053030537494151255529529 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 61849711918429957312122891021241903045781000393107128187303577830495110132190303577696598114139196305579590610111814320130658058071031211462053075815818104123147205308582582910512414820530958358310106126149206309584584111061271492053095835831210612714820530858358313105126147204307581581141041251462023065805801510312314420130457957916101122143199303577577171001211421983025765761898119140197300575575199711813919529957357320961171371942985725722194115136192296570570229211313419129456956923911121321892935675672489110131187291565565258710812918528956356326861061271842875625622784105125182286560560288210312418028455855829801011221792825575573079100120177281555555

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 61122547113227502115421528501152305049353183254113229503768421365811722950364052340641212305045406254267126230505505726447012823050550582645701272305055059274670127230505505102747701272305055051127487012623050450412274870126230504504132748691262295045041427486912522950350315264768125228503503162647671242285025021726466712422750250218254667124227502502192546671242275025022026466712422750250221264767124227502502222647671242275025022326466712422750250224254667124227502502252546671232275015012625466712322750150127254667123227501501282646661232265015012926456612322650150130274566122226500500 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 61931061281933075821210294107129194309583981396110131190306580807498113135193306580673510011614019730658058061001171432013065805807101119145203305580580810112014520230558058091011201442013055795791010012014320030357857811991191421983025765761298119140197300575575139711713819529957357314951161371932975715711594114135192295570570169211313419029456856817901111321892925675671889110131187291565565198810913018629056456420871081291852895635632186107128184288562562228510612718328756156123841051251822855605602482103124181284559559258110212317928355755726801011221782825565562779100121177281555555287899119176280554554297798118175278553553307696117174277552552 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 61296309331397511785127029010312519030557910253931071281873035778404961111321913035787005981141381953045785916991161422003055795797101119144203305579579810212014520330658058091021211452023065805801010212214520230658058011103123145202306580580121031241452023065805801310412414620230658058014104125146202306580580151051261462033075815811610512614720430758258217106127148204308582582181071281492053095835831910812814920630958458420108129150206310584584211081291492063105845842210712814920530958358323106127148205308583583241051261472043075825822510412514620230658058026103124145201305579579271021221432003035785782810012114219830257657629991201401973005755753097118139195299573573 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 6101032972124861118211032972124869103212349320848374944143695207481624541640972064815286617431012064804807719441032054794798819441012044794799819431002034784781091943992034774771111204399203477477121221439920347747713132243992034774771414224310020347847815142344100204478478161523441002044784781716244510120547947918172445102205480480191825461022064804802018264710320748148121192748104208482482222127481052084834832322284910520948348324232849106209484484252329501062104844842624295010621048448427253050107210485485282530511072114854852926305110721148548530273051107211485485

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 61496284150264539116825063851512655399443516587146262536776452678914826053464755369931502595345476547196154259533533754729715625853253285372971542575325329537296153257531531105272951522565305301152729415125452952912517193149253527527135071921482525265261449709114725152552515486990146250524524164768881452485235231746678814424852252218456687143247521521194465861432465215212044658614224652052021446485142245520520224364851412455195192342638414124451951924426383140244518518254162831392435175172640618213924251751727406181138242516516283960811372415155152938598013724051551530385979136240514514 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 61112125147212327601122521131261482143286039943117131152211327601818412013515621532760268351221381622193286036036124141167225329604604712614416922833060460481261451692273306046049126146169227330604604101271461702263306046041112714716922632960460412126147168225328603603131251461672243276016011412414516622232660060015122143164220324598598161201411622193225975971711913916021732059559518117138159215319593593191151361572133175915912011313415521231559059021112133153210314588588221101311522083125865862310812915020631058458424106127148204308582582251041251462033065815812610312314420130457957927101122142199303577577289912014119730157557529971181391952995735733096116137194297572572 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 611651782002653806541305217318620827338866210683179193214273389663880418219721927839066473451842002242813916656656185202227285390664664718520322928738966466481842032282853886636639184203227284388662662101832032262833876616611118220322528138565965912181201223279383657657131781992202773806556551417619721727437865265215173194215271375649649161701912122683726466461716718820926536964364318164185206263366641641191621822032603636386382015918020025736163563521156177197254358632632221531741942513556296292315017119124835262662624147168188245348623623251441651852423456206202614116218223934361761727138159179236340614614281351561772333376116112913215317423033460860830130151171228331606606 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 61294264129244518112323043651302455199143324667126242516752433487012924151562853450751322415155316355278136240515515736547913824051451483553781362395135139345377134238512512103454771342385125121134547713323751151112345576133236511511133455761322365105101434557613223651051015345575132236510510163455751322365105101734557613223651051018345576132236510510193455761322365105102034557613323651151121355576133236511511223455761332365115112334557613323651151124345576132236510510253455761322365105102634557513223551051027335475132235510510283354751312355095092933547413123550950930325374131234509509

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 61284163128243517114823043651302455199353334768127243517770436517313124451864353854781352445195446405782140245519519741598514324552052084260851432465205209426185142246520520104363861422465205201144648614324652152112446587143247521521134565871432475215211445668714324752152115456687143247521521164566861432475215211745668714324752152118456687143247521521194566871442475225222046678714424752252221466787144248522522224667871442485225222345668714424752252224456687143247521521254566861432465215212644658614224652052027446485142245520520284364851412455195192942638414124451951930426383140244518518 2.27. 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 6111436102216491114223163810421849292736204110021649076348234510421649163651127511082174915376122955113217492492713315711521849249281432571152184924929143357114217492492101434571132174924921114345711321749149112143556113217491491131435561132164914911414355611321649049015153556112216490490161535561122164904901716355611221649049018173556112216490490191835561122164904902019365611321749149121203657113217491491222136571142174924922322365711421749249224233757114218492492252337581142184924922624375811421849249227253758114218492492282637581142184924922926375811421849249230273758114218492492 2.28. 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 61334668134248522114623447691342495239303354970129245519765435507213024351763853652761332425165396385480138243517517736547913824051451483957821402435175179385781138242516516103453761332375115111130507312923350750712284870126230504504132646681242285025021424456612222650050015234464121225499499162142631202234984981721426211922349749718204162118222496496192041621182224964962020416211822249649621204162118222496496222141621182224964962322416111822249649624234161118221496496252340611182214964962624406111822149649627254061117221495495282640611172214954952926406111722149549530274060117221495495 2.29. 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 6122824126332844371719242222235257322437711148032162302523114267011178421222724930741969495852072232473044136887946203219245303408682682719921724230140367767781942132372953986726729190209233290394668668101862062292853896646641118220222528138565965912178199220277381655655131741952162733776516511417119221226937364764715167188209265369643643161631842052613656396391716018120225836263663618157177198255358633633191531741952523556306302015017119224935262762721147168189246349623623221441651862423466206202314116218323934361761724138159180236340614614251351561772333376116112613215317423133460960927130151171228332606606281271481692253296036032912514516622332660160130122143164220324598598

2.30. 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 61825479723250611652825479723250694339285094230504775412335393230505646516385996231505546618416394231506506719446389232506506818436289232506506919446492232506506102147679523250650611235068982325065061224526998232506506132654709923250650614265470992315065061526557099231506506162655709923150650617265570992315065061826557099231506506192655709923150650620265570992325065062126557099232506506222655709923250650623265570992325065062426557099231506506252655709923150550526265570992315055052726557099231505505282655709923050550529275570992305045043027557099229504504 2.31. 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 61041277192466110521511761914659003251271187461741446147318545961854718751844595226672179184458458778238218445845888923811844584589810238018445845810911238018445845811111124801844584581212122481184459459131313248118445945914141324811854594591514142581185459459161516258218546046017161626821864604601817172683186461461191817288318746146120181829841874624622119193084188462462222019318418846246223222132851884634632422213385188463463252322358518846346326242336851884634632725233785188463463282524388518846346329262438851884624623027263984188462462 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 611132040154294313421132040154335234331142245149350177641152549147351137652172851147343109264203054147331886752232561473167328623345914730061596243561147283523107253763147266450117253764147250391127253864147239342137253864147239301147253864147239266157253964147239239167254164147239239177254464147239239187254664147239239197254864147239239208255164147239239218255364147239239229255664147239239239255764147239239249256064147239239251025626414723923926102565661472392392710256768147239239281125707014723923929112672721472392393011267474147239239 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 611426335316729831802152734541683392378315283659163355180341528386216035613975153041641603481108616314266159336899716334367158320743816334469157304624916344571157287531101634467215627045711153446721562543961215334672155247347131533457215524630514143245711542462701514324471154246246161332447015324524517133244701532452451813324670153245245191332497015324524520143252711542452452114325371154246246221433567115424624623143359711542462462414336171154246246251433647115424624626143266711542462462714326871154246246281432717115424624629143273721542452453014327674154245245 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 611132040154294313321132040154335234331142245149350177641152549147351137652172851147343109264193054147331886752232561473167328623335814730061596243561147283523106243763147266450117253764147250391127253764147239341137253764147239301147253764147239266157253964147239239167254164147239239177254464147239239187254664147239239197254864147239239208255164147239239218255364147239239229255564147239239239255764147239239249256064147239239251025626414723923926102565661472392392710256768147239239281125707014723923929112672721472392393011267474147239239

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 617486931132263203275271838911022335124653738694117221368187447185951192173701454570859611921536211546708697121213349937770879712121233477586986971222113176519698698124210302554106684961232072994761164839512120529641412638294120204295362136381931202032953181463819311920329429415628193119202294294166280921192022942941762809211920229329318617992118201293293196079911172012922922060789011720029229221597890116199291291225877891151992902902358768811519828928924577587114197288288255674861131962872872655738511219528628627547284111194285285285271831091932842842951708210819228328330506981107191282282 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 6151724441582913103271925461593332329372029521563491767482232561543501370592435581543421087611263761154330882712293963154315729812294065153299612912304167153282521101230426915326644811123143691532503891212314370153244341131331437015324430014133143701532452661513314470153245245161331437015324524517133244701532452451813324670154245245191432487115424624620143351711542462462115335372155247247221533567215524724723153457721552472472415346072155247247251534627215524724726153465721552472472715336772155247247281533707215524724729153372721552472473015337474155246246 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 610121939153294313120121939153334234131132144148350177541142448146351137552162750146343109163193053146331885752131551463167328522335814629961495233460146283523106243662146266450116243663146250390126243763146238341136253763146238300146253763146238266156253963146238238166254163146238238176254463146238238186254663146238238197254863146238238208255163146238238218255363146238238229255563146238238239255763146238238249256063146238238251025626414623823826102565661462382382710256768146238238281125707014623823829112672721462382383011267474146238238 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 610102144172301322120102144172343241031112349168359182641132654165360141351162858164352112062193359163339908742136601623237508624386016030663099314259160289536101134425815927246111103342581582564001210324258157249350139324359157248308149324359156248272159324459155247247169324459154246246179324559153245245189324759153245245199324959153244244209325259153245245219325459153245245229325659153244244239325961152244244249326164152243243251032646615124324326103266671502422422710326969150242242281132717114924124129113273721492412413012327674148240240 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 6177899611622932332982768895115229353248437588961192243711889474889812222037314665738899122218365116467489100124217352945773901001242153367818728910012421331965697088991252113035581069881001262103024801168879912520930041612678698124207299364136684961232062983201465839512220529629615638294120203295295166281931192022942941761809211820129329318607991117201292292196078901172002912912059778911619929129121587688115198290290225775871141972892892356748611319628828824557385112195286286255372841101942852852652718310919228428427517082108191283283285069811071902822822949678010618928128130486679105188280280

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 61506269892033013216250626989203346242735063719419836318454506373971953651431549647598194357113764965761001933459227506677101192329763849667710219131264194866771031892955451048667810418828046911476578104187279407124665771041872783561346647610318627831314456476102185277277154563751021852772771644627510118427627617446274101184275275184361741001832752751943617310018327427420426173991832742742142617399182274274224260729918227327323415972981812732732440597197181272272254058709718027227226395770961792712712738577095178270270283856729517826926929375575941772692693036547793176268268 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 6186981051252393323448286981041252383642577384971051282323801947483961061302293801502583971081322273701187683991101342273559597841011111352263387908841021121372263206619851031141402263185611085103115142226317481118510311514222531741612841031151412243163631383102114140223315319148210111313922231431415811001121382213133131680981111372203123121779971101362193113111878961091352183103101977951081342173093092076941061332163083082175931051322153063062273921041302133053052372901021292123043042470891011272113023022569871001262093013012667869812420829929927668496123206298298286483951212052962962963819412020329529530628092119202293293 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 612538446517829931952263845651793422399325384770174358181842539497317135914085254051741703501116626425376169338904727435478168322747826435479168305627926445581167288533102644568216627145911254456821662573981225435682165257348132443558116525630614244254811642562711523425480163255255162341538016325525517234153801632542541822415379162254254192241537916225425420224153791622542542122415379163254254222241567916225425423224159791622542542422406179162254254252240647916225325326214066781622532532721406878161253253282139717816125325329213973771612522523020397677160252252 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 6100421134285303420162213532622743118271313411725413113112934213375141334130335106162416371303238617251939130308712827214113029259894724441302765091049264513025943811492847131244380124103146129229332134113447130222293145123547130222259156133846129221231166134145128220220176154247128220220186154549128220220197174852129220220207174953129221221217185255130221221229195457130221221239205659130221221249205861129221221251022616212922122126102263641312212212710246666131221221281124686813322122129112471701342212213011267372135220220

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 613850567719030132152385057771913432405338515982186359182343851618518336014135385364871833521121639546589182339909740566790181324752839566792181307631939576894180290537103957699517927346211385769951792704011238566895178270351133756689417726930914375567941772692731536556793176268268163654669317626726717355466921752672671835536592175267267193453659117526626620345365911742662662134526491174266266223352649017426526523335163901732652652432516389172264264253150648817226326326314966881712632632730486987170262262282948718616926126129284774851692602603028467685168260260 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 611022294916329231132142632531663342336317293861165350177241933436716535113745223647701663431091622374872165331885726435377168316732826435479167300615927455682168283524102947598516926745111304860871702623911231496188171262342133150628817126330114315062881722632671532506289172264264163150628817226326317325062891722632631831506288171263263193150628817126326320315062881712632632131506288171263263223149628817126326323314961881712632632430496187170262262253048628717026226226294865861702612612729476786169261261282847708516926026029284672851682602603027467484168259259 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 611426325316629731682152733541673382368315283659163353179441629396316135413895163142651613461102618344468161334894719364670161319739820374772161302621920384975161285528102039517716126945411213951781612533941221395278161253345132140527816125330414214052781612532691521405278161253253162139527816125325317213952781612532531821395278161253253192139527816125325320213952781612532532121395378161253253222139567816125225223203958771602522522420386177160252252251938627615925125126193765761592512512718376775159250250281836707515825025029183672751582492493017367574157249249 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 614860678720030332342506268892023472434352657396200364185145367771011993661436555698110420035811406577283107200345925758758510920033076485876861112003136429597688114200295546105977891162002914691159779011620029140712597789116199291356135877891151982903131457768811419828928915577587114197289289165675871131962882881756748611219628728718557386112195287287195473851111952862862054728411119428628621537284110193285285225271831091922842842352708210819228328324516981108191282282255068801071902822822649677910618928128127486678105188280280284765781041872792792946647710318627827830456477102185277277

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 61799198118232325333628597103124237361254238799108131235382194748710111113523338615165911051161402353791207693109120144237366981796112123147238351812897114125150239333683999116128154240331581109911813015624033250011991181301562403314341299117129156239331380139811612815523833033414961151271532373283281595113126152235327327169411212415123432532517921111231492323243241891109121148231323323199010812014723032132120881071191452283203202187105117144227318318228510311614222531731723831021141402233153152481100112138222313313258098110137220312312267896109135218310310277695107133216308308287593105132215306306297391103130213305305307190102128211303303 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 61820264716029731652102229491633382368312253356160353179441428376216035413895163042651613461102618334468161334893719364670161318738820374872161302620920384975161285528102038517716126845411203951781612533941220395177161252344132038507716025230314193850761592512681519374976159251251161837497515825025017183649751582502501818364875158250250191836497515825025020183651751582502502118375375158250250221837567515825025023183658751582502502418366075158250250251836627515825025026183665741582492492717366774157249249281735707415724924929173572741572492493017357574157248248 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 61881001071272403343329289101108128242354249539010311113423837118934911041141382363721466592106118141237364116369310912014323635194379411112114523633577989411212214723632865399411212314923532755610931121241502343264781192111123149233324414129110912114823132336213891081201462293213211488106118145228319319158610411714322631831816841031151412243163161783101113140223315315188210011213922231331319809911113722131231220799811013622031131121789710913521931031022779610813421730930923769510713321630830824759310513221530730725749210413121430530526739110312921330430427719010212821130330328708910112721030230229698710012620930130130688699125208300300 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 612923043103314445383506285971041242383692615386991081312353861979488102112136234386153159010511613923537812136921081191432353649837941111211452363488128951121231482363306829961131251512373285801096114126152236328498119611412615323632843212961141271532363283781396115127153236328332149711512715423732932915971161281542373293291698116129155238330330179911712915623933133118991181301562403313311910011813115724033233220100119131157240332332211001191311572403323322210011813015724033233223991171291562393313312498116128155238330330259711512715423732832826951141261522363273272794112125151234326326289311112315023332432429911091221482313233233090108120147230321321

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 610411311452883061204113114532922993151336140345174641615401383461353517184113733910746292043136326871721121451363117208211224613529560594112448134279515104112750134262443114122850134247384124123151134231336135123451134225296145123651134226262156133851134226233166134152135226226176154352135227227186154553136228228197174854137228228207175055138229229218185256139230230229195557139231231239205759140231231249216062140232232251022626414123223226102264651412332332710246667141233233281124686914123323329112671701422332333011267372142234234 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 61455763841973003206245586485198341239534558668919335718154455968931913581407545607194190351111764662739719033890674763749718832374984764749918830662994664751011872895361046647610218627846111456375102185277400124462741011842763501343617310018327430814416072981822732731540597197180272272163958709617927127117385769951782702701838566895178269269193755679417726926920365567931772682682136546793176268268223554669217626726723355365921752672672434536591174266266253452649017426526526335166901732652652732516989172264264283150718817226326329314974881712632633030497687170262262 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 61107119126146260353337521091211271482613592530311112313215525937619204112126136160258378149051141291401632593711185611713214316726035896371191351461702613527978119137147172261353671912013814917526135357210120138150177261352493111201381501772603524281211913715017625935137513118136148175258350350141161351471732563483481511513314517225534734716113131143170253345345171111301421682513433431810912814016624934134119108126138164248339339201061241361632463383382110412313516124433633622102121133159243334334231011191311582413323322499117129156239330330259711512715423732932926951131261522353273272793112124150233325325289111012214823132332329901081201472303213213088106118145228320320 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 6116017217919931240636102168180187207321414273131731861942173214142077417518919822332141316095176191202225321413127561771932042283214121033717819520522932041285381781952062313194117159177195206232318410608101771952072333174095221117519420623231640745212173192204231314405405131711892022283114034031416818719922530840040015165184196222306397397161631811932203033943941716017819021730039139118157175187214297389389191541721852112943863862015117018220829138338321148167179205288380380221451641762022853773772314216117319928237437424139158170196279371371251361551671932763683682613315216419027336536527130149161187270362362281271461581842683593592912514315518226535735730122140153179262354354

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 612436436317728930772253744641783312310325384770174347175442640497417234813615274152761713411080628435478171328877729455679170313725828455681170297609928455783169281518102846588416826444611274658841682593871227455884167259339132745578416725829814264557831672582641526455783166258258162645578316625825817264557831662582581827455784167258258192745578416725925920274557841672592592127455884167259259222745588416725925923274557841672592592427456084167258258252645628316625825826264465831662582582726446783166258258282544708216625725729254472821652572573025437482165257257 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 612335426217529531492253744641783382368327404871175355180042842527617435613965304556791753491109632485983176337900734516185176321744835526388176305625935536490176288532103654669317727145811375567941772693971237566894177269347133756689417726930614375668941772692711537566894177269269163756689417726926917375668941782692691838566895178269269193856689517827027020385769951782702702138576995178270270223857699517827027023385668951782702702438566894178269269253755689417726926926375567941772682682736546993176268268283554719217626726729355373921752672673034537691174266266 3.27. 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 61091536149294313220111738151335234731132144148351178141152549147352138053172952148345109565203155148332888762333571483177348724356014830161797253662148284525107253764148267451117263864148251392127263864147239342137253864147239301147253764147239267157253964147238238166254163146238238176254463147238238187254664147238238197254864147239239208265164147239239218265365148239239229265665148240240239265765148240240249276065148240240251027626514824024026102765661482402402710276768149240240281127707014924024029112772721492402403012277474149240240 3.28. 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 612941476818129531442294148681823362355328414972177352178642841517517435313845284254771733451098630465781173333890729455680170317736832496085173301618931496086172284526102745578316826745211234254801642553921220395178161252343131837497515825030214173547741572482671515344672155247247161432457115424624617133244701532452451813314670153244244191231486915224424420123151691522442442112315369153244244221231566915224424423123157691522442442412316069152244244251230626915224424426123065691522442442712306769152243243281230707015224324329113072721522432433012307474151243243 3.29. 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 61223235242262376487547322172292362563695253915321022323125435853128764204218228252350519217151992142252483444981686619521122224633847313457192208219243333447109681872042152403294219119183201212238324416768101791972092363204126551117519420623231640756412171190202228311403490131671861982243073994281416318219422030339539515159178190216299391391161561741862132963883881715217118320929238438418149167180206289381381191461641762032863783782014316117320028337537521140158170197280372372221371551671942773683682313415216419127436536524131149161188271362362251281461581852683603602612514315518226535735727122141153179262354354281201381501762603513512911713514817425734934930114133145171255346346 3.30. 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 61014255016530031992014255016534123923117285416235718124220316016135714045323366516235011136627396716233790378314270162321746811354674162305626913385076162288533101440517716227145811154153781622543981216425479162254348131744558016225430614174455801622542711517455681162254254161845568116225425417184556811622542541818455681162254254191845568116225425420184556811622542542118455681163254254221845568116225425423184559811622542542418456181162254254251845648116225425426184566811622532532718456881161253253281845718116125325329184573811612522523018457681160252252 3.31. 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 6100411125284302320161212432622723118151193411725413111811634313385141320115335106262416231153238627251926115309713827212811429359994724301152765101049263211526043911492835115245381124103137115230333134113439115216294145123541115207260156133843116207231166134146116208208176154248116208208186154549117209209197174852119209209207174953122210210218185256123210210229195457124211211239205759127211211249205961128211211251022616213021121126102264641312112112710246666132211211281124686813321121129112571701352112113011267372135211211

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria21EuroBelgium21EuroCroatia21EuroCyprus21EuroEstonia21EuroFinland21EuroFrance21EuroGermany21EuroGreece21EuroIreland21EuroItaly21EuroLatvia21EuroLithuania21EuroLuxembourg21EuroMalta21EuroNetherlands21EuroPortugal21EuroSlovakia21EuroSlovenia21EuroSpain21Czech korunaCzech Republic16Danish kroneDenmark19ForintHungary7KronaSweden0LevBulgaria18Pound sterlingUnited Kingdom17Romanian leuRomania3ZlotyPoland12KrónaIceland47Norwegian kroneNorway34Swiss francLiechtenstein–3Swiss francSwitzerland–3Australian dollarAustralia19Canadian dollarCanada21

Renminbi-yuanChina8Hong Kong dollarHong Kong2US dollarUnited States40YenJapan5

Metadata

Type: Forordning
År: 2024
Ikrafttrædelsesdato: 1. januar 1970