Commission Implementing Regulation (EU) 2025/216of 6 February 2025laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025 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) 2025/216 of 6 February 2025 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025 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 8 January 2025, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2024 market data. That information was published on 8 January 2025 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

1. Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2024 until 30 March 2025.
2. For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following: (a) the relevant risk-free interest rate term structures set out in Annex I; (b) the fundamental spreads for the calculation of the matching adjustment set out in Annex II; (c) for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union. It shall apply from 31 December 2024. This Regulation shall be binding in its entirety and directly applicable in all Member States. Done at Brussels, 6 February 2025. 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 kroneForintKronaLev12,236 %3,674 %2,226 %5,682 %2,247 %2,186 %22,093 %3,538 %2,083 %5,973 %2,272 %2,043 %32,093 %3,528 %2,083 %6,150 %2,310 %2,043 %42,120 %3,542 %2,110 %6,274 %2,359 %2,070 %52,142 %3,563 %2,132 %6,358 %2,409 %2,092 %62,170 %3,593 %2,160 %6,409 %2,459 %2,120 %72,198 %3,627 %2,188 %6,439 %2,506 %2,148 %82,222 %3,661 %2,212 %6,463 %2,551 %2,172 %92,243 %3,694 %2,232 %6,484 %2,593 %2,192 %102,267 %3,725 %2,257 %6,519 %2,634 %2,217 %112,286 %3,754 %2,276 %6,567 %2,674 %2,236 %122,308 %3,778 %2,298 %6,630 %2,713 %2,258 %132,325 %3,799 %2,315 %6,710 %2,749 %2,275 %142,334 %3,815 %2,324 %6,796 %2,783 %2,284 %152,332 %3,826 %2,322 %6,891 %2,813 %2,281 %162,319 %3,832 %2,309 %6,960 %2,841 %2,269 %172,301 %3,835 %2,291 %6,999 %2,866 %2,251 %182,283 %3,834 %2,273 %7,015 %2,889 %2,233 %192,268 %3,832 %2,258 %7,013 %2,909 %2,218 %202,259 %3,827 %2,249 %6,997 %2,928 %2,209 %212,257 %3,821 %2,247 %6,969 %2,946 %2,208 %222,261 %3,814 %2,251 %6,934 %2,961 %2,213 %232,270 %3,806 %2,260 %6,892 %2,976 %2,222 %242,281 %3,798 %2,272 %6,846 %2,989 %2,235 %252,296 %3,789 %2,287 %6,797 %3,001 %2,250 %262,312 %3,780 %2,303 %6,745 %3,013 %2,268 %272,329 %3,771 %2,321 %6,693 %3,023 %2,286 %282,347 %3,762 %2,339 %6,640 %3,033 %2,305 %292,366 %3,753 %2,358 %6,587 %3,042 %2,325 %302,385 %3,744 %2,377 %6,534 %3,051 %2,345 %312,404 %3,735 %2,397 %6,482 %3,059 %2,365 %322,423 %3,726 %2,416 %6,431 %3,067 %2,385 %332,442 %3,717 %2,435 %6,381 %3,074 %2,405 %342,461 %3,708 %2,453 %6,332 %3,080 %2,425 %352,479 %3,700 %2,472 %6,285 %3,087 %2,444 %

362,497 %3,691 %2,490 %6,239 %3,092 %2,463 %372,514 %3,683 %2,507 %6,195 %3,098 %2,481 %382,531 %3,675 %2,524 %6,152 %3,103 %2,498 %392,547 %3,668 %2,541 %6,111 %3,108 %2,516 %402,563 %3,660 %2,557 %6,071 %3,113 %2,532 %412,579 %3,653 %2,573 %6,032 %3,118 %2,549 %422,594 %3,646 %2,588 %5,995 %3,122 %2,564 %432,608 %3,639 %2,603 %5,959 %3,126 %2,580 %442,623 %3,633 %2,617 %5,925 %3,130 %2,594 %452,636 %3,626 %2,631 %5,891 %3,134 %2,609 %462,649 %3,620 %2,644 %5,859 %3,138 %2,622 %472,662 %3,614 %2,657 %5,828 %3,141 %2,636 %482,674 %3,608 %2,669 %5,799 %3,144 %2,648 %492,686 %3,602 %2,681 %5,770 %3,147 %2,661 %502,698 %3,597 %2,693 %5,742 %3,151 %2,673 %512,709 %3,591 %2,704 %5,715 %3,153 %2,685 %522,720 %3,586 %2,715 %5,690 %3,156 %2,696 %532,730 %3,581 %2,726 %5,665 %3,159 %2,707 %542,740 %3,576 %2,736 %5,641 %3,162 %2,717 %552,750 %3,572 %2,746 %5,618 %3,164 %2,728 %562,760 %3,567 %2,755 %5,595 %3,167 %2,737 %572,769 %3,563 %2,765 %5,573 %3,169 %2,747 %582,778 %3,558 %2,774 %5,553 %3,171 %2,756 %592,786 %3,554 %2,782 %5,532 %3,173 %2,765 %602,795 %3,550 %2,791 %5,513 %3,175 %2,774 %612,803 %3,546 %2,799 %5,494 %3,177 %2,782 %622,811 %3,542 %2,807 %5,475 %3,179 %2,791 %632,818 %3,539 %2,814 %5,457 %3,181 %2,799 %642,826 %3,535 %2,822 %5,440 %3,183 %2,806 %652,833 %3,532 %2,829 %5,423 %3,185 %2,814 %662,840 %3,528 %2,836 %5,407 %3,187 %2,821 %672,847 %3,525 %2,843 %5,391 %3,188 %2,828 %682,853 %3,522 %2,850 %5,376 %3,190 %2,835 %692,860 %3,518 %2,856 %5,361 %3,192 %2,842 %702,866 %3,515 %2,862 %5,347 %3,193 %2,848 %712,872 %3,512 %2,868 %5,332 %3,195 %2,854 %722,878 %3,509 %2,874 %5,319 %3,196 %2,861 %732,884 %3,507 %2,880 %5,306 %3,198 %2,867 % 742,889 %3,504 %2,886 %5,293 %3,199 %2,872 %752,895 %3,501 %2,891 %5,280 %3,200 %2,878 %762,900 %3,499 %2,897 %5,268 %3,202 %2,884 %772,905 %3,496 %2,902 %5,256 %3,203 %2,889 %782,910 %3,494 %2,907 %5,244 %3,204 %2,894 %792,915 %3,491 %2,912 %5,233 %3,205 %2,899 %802,920 %3,489 %2,917 %5,222 %3,207 %2,904 %812,925 %3,486 %2,921 %5,211 %3,208 %2,909 %822,929 %3,484 %2,926 %5,200 %3,209 %2,914 %832,934 %3,482 %2,931 %5,190 %3,210 %2,918 %842,938 %3,480 %2,935 %5,180 %3,211 %2,923 %852,942 %3,478 %2,939 %5,170 %3,212 %2,927 %862,946 %3,476 %2,943 %5,161 %3,213 %2,932 %872,950 %3,474 %2,947 %5,151 %3,214 %2,936 %882,954 %3,472 %2,951 %5,142 %3,215 %2,940 %892,958 %3,470 %2,955 %5,133 %3,216 %2,944 %902,962 %3,468 %2,959 %5,124 %3,217 %2,948 %912,966 %3,466 %2,963 %5,116 %3,218 %2,952 %922,969 %3,464 %2,967 %5,108 %3,219 %2,956 %932,973 %3,462 %2,970 %5,099 %3,220 %2,959 %942,976 %3,461 %2,974 %5,091 %3,220 %2,963 %952,980 %3,459 %2,977 %5,084 %3,221 %2,967 %962,983 %3,457 %2,980 %5,076 %3,222 %2,970 %972,986 %3,456 %2,984 %5,068 %3,223 %2,973 %982,990 %3,454 %2,987 %5,061 %3,224 %2,977 %992,993 %3,453 %2,990 %5,054 %3,224 %2,980 %1002,996 %3,451 %2,993 %5,047 %3,225 %2,983 %1012,999 %3,450 %2,996 %5,040 %3,226 %2,986 %1023,002 %3,448 %2,999 %5,033 %3,227 %2,989 %1033,005 %3,447 %3,002 %5,026 %3,227 %2,992 %1043,007 %3,445 %3,005 %5,020 %3,228 %2,995 %1053,010 %3,444 %3,008 %5,014 %3,229 %2,998 %1063,013 %3,443 %3,011 %5,007 %3,229 %3,001 %1073,016 %3,441 %3,013 %5,001 %3,230 %3,004 %1083,018 %3,440 %3,016 %4,995 %3,231 %3,007 %1093,021 %3,439 %3,018 %4,989 %3,231 %3,009 %1103,023 %3,437 %3,021 %4,983 %3,232 %3,012 %1113,026 %3,436 %3,024 %4,978 %3,233 %3,015 %

1123,028 %3,435 %3,026 %4,972 %3,233 %3,017 %1133,031 %3,434 %3,028 %4,966 %3,234 %3,020 %1143,033 %3,433 %3,031 %4,961 %3,234 %3,022 %1153,035 %3,431 %3,033 %4,956 %3,235 %3,024 %1163,038 %3,430 %3,035 %4,950 %3,236 %3,027 %1173,040 %3,429 %3,038 %4,945 %3,236 %3,029 %1183,042 %3,428 %3,040 %4,940 %3,237 %3,031 %1193,044 %3,427 %3,042 %4,935 %3,237 %3,034 %1203,046 %3,426 %3,044 %4,930 %3,238 %3,036 %1213,048 %3,425 %3,046 %4,926 %3,238 %3,038 %1223,051 %3,424 %3,048 %4,921 %3,239 %3,040 %1233,053 %3,423 %3,050 %4,916 %3,239 %3,042 %1243,055 %3,422 %3,053 %4,912 %3,240 %3,044 %1253,056 %3,421 %3,054 %4,907 %3,240 %3,046 %1263,058 %3,420 %3,056 %4,903 %3,241 %3,048 %1273,060 %3,419 %3,058 %4,898 %3,241 %3,050 %1283,062 %3,418 %3,060 %4,894 %3,242 %3,052 %1293,064 %3,417 %3,062 %4,890 %3,242 %3,054 %1303,066 %3,416 %3,064 %4,886 %3,242 %3,056 %1313,068 %3,415 %3,066 %4,881 %3,243 %3,058 %1323,069 %3,414 %3,067 %4,877 %3,243 %3,060 %1333,071 %3,414 %3,069 %4,873 %3,244 %3,062 %1343,073 %3,413 %3,071 %4,870 %3,244 %3,063 %1353,075 %3,412 %3,073 %4,866 %3,245 %3,065 %1363,076 %3,411 %3,074 %4,862 %3,245 %3,067 %1373,078 %3,410 %3,076 %4,858 %3,245 %3,069 %1383,079 %3,409 %3,078 %4,854 %3,246 %3,070 %1393,081 %3,409 %3,079 %4,851 %3,246 %3,072 %1403,083 %3,408 %3,081 %4,847 %3,247 %3,074 %1413,084 %3,407 %3,082 %4,844 %3,247 %3,075 %1423,086 %3,406 %3,084 %4,840 %3,247 %3,077 %1433,087 %3,406 %3,085 %4,837 %3,248 %3,078 %1443,089 %3,405 %3,087 %4,833 %3,248 %3,080 %1453,090 %3,404 %3,088 %4,830 %3,248 %3,081 %1463,091 %3,403 %3,090 %4,827 %3,249 %3,083 %1473,093 %3,403 %3,091 %4,824 %3,249 %3,084 %1483,094 %3,402 %3,093 %4,820 %3,249 %3,086 %1493,096 %3,401 %3,094 %4,817 %3,250 %3,087 % 1503,097 %3,401 %3,095 %4,814 %3,250 %3,089 %Term to maturity (in years)Pound sterlingRomanian leuZlotyKrónaNorwegian kroneSwiss franc14,457 %6,671 %4,970 %8,197 %4,299 %0,050 %24,263 %6,902 %5,074 %7,810 %4,235 %0,020 %34,153 %7,074 %5,224 %7,479 %4,139 %0,060 %44,080 %7,198 %5,369 %7,196 %4,053 %0,118 %54,038 %7,275 %5,495 %6,938 %3,995 %0,170 %64,016 %7,313 %5,596 %6,702 %3,964 %0,213 %74,013 %7,328 %5,674 %6,481 %3,949 %0,251 %84,024 %7,310 %5,731 %6,264 %3,941 %0,291 %94,045 %7,284 %5,763 %6,051 %3,936 %0,333 %104,072 %7,252 %5,780 %5,866 %3,929 %0,380 %114,106 %7,201 %5,775 %5,709 %3,920 %0,432 %124,141 %7,134 %5,753 %5,572 %3,910 %0,487 %134,174 %7,054 %5,719 %5,451 %3,898 %0,543 %144,204 %6,967 %5,677 %5,344 %3,885 %0,598 %154,230 %6,876 %5,628 %5,247 %3,872 %0,653 %164,252 %6,781 %5,576 %5,160 %3,859 %0,706 %174,271 %6,686 %5,521 %5,080 %3,846 %0,758 %184,285 %6,590 %5,466 %5,006 %3,833 %0,807 %194,296 %6,495 %5,409 %4,938 %3,820 %0,855 %204,304 %6,402 %5,353 %4,876 %3,807 %0,901 %214,308 %6,311 %5,297 %4,818 %3,795 %0,944 %224,308 %6,223 %5,242 %4,763 %3,783 %0,986 %234,307 %6,137 %5,189 %4,712 %3,771 %1,026 %244,302 %6,054 %5,137 %4,665 %3,759 %1,064 %254,296 %5,973 %5,086 %4,620 %3,748 %1,101 %264,288 %5,896 %5,037 %4,578 %3,737 %1,136 %274,277 %5,822 %4,990 %4,538 %3,727 %1,169 %284,265 %5,750 %4,944 %4,501 %3,716 %1,201 %294,250 %5,682 %4,900 %4,465 %3,706 %1,231 %304,232 %5,616 %4,857 %4,432 %3,697 %1,260 %314,212 %5,553 %4,816 %4,400 %3,688 %1,288 %324,190 %5,492 %4,777 %4,370 %3,679 %1,314 %334,167 %5,434 %4,739 %4,341 %3,670 %1,340 %

344,143 %5,379 %4,703 %4,313 %3,662 %1,364 %354,118 %5,326 %4,668 %4,287 %3,654 %1,387 %364,092 %5,275 %4,635 %4,262 %3,646 %1,409 %374,067 %5,226 %4,602 %4,239 %3,638 %1,431 %384,041 %5,179 %4,571 %4,216 %3,631 %1,451 %394,017 %5,134 %4,542 %4,194 %3,624 %1,471 %403,992 %5,091 %4,513 %4,173 %3,617 %1,490 %413,968 %5,050 %4,486 %4,154 %3,611 %1,508 %423,945 %5,010 %4,460 %4,134 %3,605 %1,525 %433,923 %4,972 %4,434 %4,116 %3,598 %1,542 %443,902 %4,936 %4,410 %4,099 %3,593 %1,558 %453,881 %4,901 %4,386 %4,082 %3,587 %1,573 %463,862 %4,867 %4,364 %4,066 %3,581 %1,588 %473,843 %4,835 %4,342 %4,050 %3,576 %1,602 %483,825 %4,803 %4,321 %4,035 %3,571 %1,616 %493,809 %4,773 %4,301 %4,020 %3,566 %1,629 %503,793 %4,744 %4,282 %4,007 %3,561 %1,642 %513,779 %4,717 %4,263 %3,993 %3,556 %1,655 %523,765 %4,690 %4,245 %3,980 %3,552 %1,666 %533,752 %4,664 %4,227 %3,968 %3,547 %1,678 %543,740 %4,639 %4,211 %3,956 %3,543 %1,689 %553,729 %4,615 %4,194 %3,944 %3,539 %1,700 %563,719 %4,591 %4,179 %3,933 %3,535 %1,710 %573,708 %4,569 %4,163 %3,922 %3,531 %1,720 %583,699 %4,547 %4,149 %3,911 %3,527 %1,730 %593,690 %4,526 %4,134 %3,901 %3,524 %1,740 %603,682 %4,506 %4,121 %3,891 %3,520 %1,749 %613,674 %4,486 %4,107 %3,882 %3,517 %1,757 %623,666 %4,467 %4,094 %3,872 %3,513 %1,766 %633,659 %4,448 %4,082 %3,863 %3,510 %1,774 %643,652 %4,430 %4,070 %3,855 %3,507 %1,782 %653,645 %4,413 %4,058 %3,846 %3,504 %1,790 %663,639 %4,396 %4,047 %3,838 %3,501 %1,798 %673,633 %4,380 %4,035 %3,830 %3,498 %1,805 %683,627 %4,364 %4,025 %3,822 %3,495 %1,813 %693,621 %4,348 %4,014 %3,815 %3,492 %1,819 %703,616 %4,333 %4,004 %3,808 %3,490 %1,826 %713,611 %4,319 %3,994 %3,800 %3,487 %1,833 % 723,606 %4,305 %3,984 %3,794 %3,485 %1,839 %733,601 %4,291 %3,975 %3,787 %3,482 %1,846 %743,596 %4,277 %3,966 %3,780 %3,480 %1,852 %753,592 %4,264 %3,957 %3,774 %3,477 %1,858 %763,588 %4,252 %3,948 %3,768 %3,475 %1,863 %773,583 %4,239 %3,940 %3,762 %3,473 %1,869 %783,579 %4,227 %3,932 %3,756 %3,471 %1,874 %793,576 %4,215 %3,924 %3,750 %3,468 %1,880 %803,572 %4,204 %3,916 %3,744 %3,466 %1,885 %813,568 %4,193 %3,908 %3,739 %3,464 %1,890 %823,565 %4,182 %3,901 %3,734 %3,462 %1,895 %833,561 %4,171 %3,894 %3,728 %3,460 %1,900 %843,558 %4,161 %3,887 %3,723 %3,458 %1,905 %853,555 %4,151 %3,880 %3,718 %3,457 %1,909 %863,552 %4,141 %3,873 %3,713 %3,455 %1,914 %873,549 %4,131 %3,866 %3,709 %3,453 %1,918 %883,546 %4,121 %3,860 %3,704 %3,451 %1,923 %893,543 %4,112 %3,854 %3,699 %3,450 %1,927 %903,540 %4,103 %3,847 %3,695 %3,448 %1,931 %913,537 %4,094 %3,841 %3,691 %3,446 %1,935 %923,534 %4,086 %3,835 %3,686 %3,445 %1,939 %933,532 %4,077 %3,830 %3,682 %3,443 %1,943 %943,529 %4,069 %3,824 %3,678 %3,442 %1,947 %953,527 %4,061 %3,819 %3,674 %3,440 %1,950 %963,524 %4,053 %3,813 %3,670 %3,439 %1,954 %973,522 %4,045 %3,808 %3,666 %3,437 %1,958 %983,520 %4,037 %3,803 %3,663 %3,436 %1,961 %993,517 %4,030 %3,798 %3,659 %3,435 %1,964 %1003,515 %4,023 %3,793 %3,655 %3,433 %1,968 %1013,513 %4,015 %3,788 %3,652 %3,432 %1,971 %1023,511 %4,008 %3,783 %3,649 %3,431 %1,974 %1033,509 %4,001 %3,778 %3,645 %3,429 %1,977 %1043,507 %3,995 %3,774 %3,642 %3,428 %1,981 %1053,505 %3,988 %3,769 %3,639 %3,427 %1,984 %1063,503 %3,982 %3,765 %3,635 %3,426 %1,987 %1073,501 %3,975 %3,760 %3,632 %3,425 %1,989 %1083,499 %3,969 %3,756 %3,629 %3,423 %1,992 %1093,497 %3,963 %3,752 %3,626 %3,422 %1,995 %

1103,495 %3,957 %3,748 %3,623 %3,421 %1,998 %1113,493 %3,951 %3,744 %3,620 %3,420 %2,001 %1123,492 %3,945 %3,740 %3,617 %3,419 %2,003 %1133,490 %3,939 %3,736 %3,615 %3,418 %2,006 %1143,488 %3,934 %3,732 %3,612 %3,417 %2,009 %1153,487 %3,928 %3,728 %3,609 %3,416 %2,011 %1163,485 %3,923 %3,724 %3,606 %3,415 %2,014 %1173,483 %3,917 %3,721 %3,604 %3,414 %2,016 %1183,482 %3,912 %3,717 %3,601 %3,413 %2,018 %1193,480 %3,907 %3,714 %3,599 %3,412 %2,021 %1203,479 %3,902 %3,710 %3,596 %3,411 %2,023 %1213,477 %3,897 %3,707 %3,594 %3,410 %2,025 %1223,476 %3,892 %3,704 %3,591 %3,409 %2,028 %1233,474 %3,887 %3,700 %3,589 %3,408 %2,030 %1243,473 %3,882 %3,697 %3,587 %3,407 %2,032 %1253,472 %3,878 %3,694 %3,584 %3,407 %2,034 %1263,470 %3,873 %3,691 %3,582 %3,406 %2,036 %1273,469 %3,869 %3,688 %3,580 %3,405 %2,038 %1283,468 %3,864 %3,685 %3,578 %3,404 %2,040 %1293,466 %3,860 %3,682 %3,575 %3,403 %2,042 %1303,465 %3,855 %3,679 %3,573 %3,403 %2,044 %1313,464 %3,851 %3,676 %3,571 %3,402 %2,046 %1323,463 %3,847 %3,673 %3,569 %3,401 %2,048 %1333,461 %3,843 %3,670 %3,567 %3,400 %2,050 %1343,460 %3,839 %3,667 %3,565 %3,399 %2,052 %1353,459 %3,835 %3,665 %3,563 %3,399 %2,054 %1363,458 %3,831 %3,662 %3,561 %3,398 %2,056 %1373,457 %3,827 %3,659 %3,559 %3,397 %2,057 %1383,455 %3,823 %3,657 %3,557 %3,397 %2,059 %1393,454 %3,819 %3,654 %3,556 %3,396 %2,061 %1403,453 %3,816 %3,652 %3,554 %3,395 %2,063 %1413,452 %3,812 %3,649 %3,552 %3,395 %2,064 %1423,451 %3,808 %3,647 %3,550 %3,394 %2,066 %1433,450 %3,805 %3,644 %3,548 %3,393 %2,068 %1443,449 %3,801 %3,642 %3,547 %3,393 %2,069 %1453,448 %3,798 %3,639 %3,545 %3,392 %2,071 %1463,447 %3,794 %3,637 %3,543 %3,391 %2,072 %1473,446 %3,791 %3,635 %3,542 %3,391 %2,074 % 1483,445 %3,788 %3,633 %3,540 %3,390 %2,075 %1493,444 %3,784 %3,630 %3,538 %3,389 %2,077 %1503,443 %3,781 %3,628 %3,537 %3,389 %2,078 %Term to maturity (in years)Australian dollarBahtCanadian dollarChilean pesoColombian pesoHong Kong dollar14,152 %2,040 %2,881 %4,685 %8,468 %3,628 %23,956 %1,938 %2,756 %5,124 %9,312 %3,492 %33,890 %1,928 %2,719 %5,387 %9,924 %3,419 %43,902 %1,970 %2,708 %5,525 %10,367 %3,371 %53,948 %2,037 %2,733 %5,604 %10,759 %3,345 %64,018 %2,112 %2,778 %5,651 %11,076 %3,341 %74,096 %2,187 %2,834 %5,675 %11,353 %3,349 %84,166 %2,258 %2,895 %5,684 %11,597 %3,362 %94,232 %2,323 %2,951 %5,683 %11,811 %3,378 %104,288 %2,380 %2,996 %5,673 %12,007 %3,395 %114,338 %2,430 %3,028 %5,655 %12,127 %3,410 %124,381 %2,474 %3,049 %5,633 %12,174 %3,424 %134,418 %2,512 %3,062 %5,608 %12,164 %3,437 %144,449 %2,547 %3,070 %5,580 %12,110 %3,447 %154,474 %2,579 %3,074 %5,551 %12,022 %3,455 %164,492 %2,608 %3,075 %5,521 %11,907 %3,462 %174,504 %2,635 %3,074 %5,492 %11,772 %3,466 %184,509 %2,660 %3,072 %5,462 %11,621 %3,469 %194,507 %2,682 %3,068 %5,432 %11,460 %3,471 %204,499 %2,704 %3,065 %5,403 %11,291 %3,472 %214,483 %2,724 %3,061 %5,375 %11,117 %3,472 %224,462 %2,742 %3,057 %5,348 %10,941 %3,472 %234,437 %2,760 %3,054 %5,321 %10,765 %3,471 %244,410 %2,776 %3,050 %5,295 %10,590 %3,470 %254,380 %2,792 %3,047 %5,269 %10,417 %3,469 %264,350 %2,807 %3,045 %5,245 %10,248 %3,467 %274,320 %2,821 %3,043 %5,222 %10,083 %3,465 %284,290 %2,834 %3,042 %5,199 %9,923 %3,463 %294,261 %2,847 %3,041 %5,177 %9,767 %3,461 %304,234 %2,859 %3,041 %5,156 %9,617 %3,459 %314,207 %2,870 %3,041 %5,136 %9,473 %3,456 %

324,182 %2,881 %3,042 %5,116 %9,333 %3,454 %334,159 %2,892 %3,044 %5,097 %9,199 %3,452 %344,136 %2,902 %3,046 %5,079 %9,071 %3,449 %354,115 %2,911 %3,048 %5,062 %8,947 %3,447 %364,095 %2,920 %3,051 %5,045 %8,829 %3,445 %374,076 %2,929 %3,053 %5,029 %8,716 %3,442 %384,057 %2,937 %3,056 %5,014 %8,607 %3,440 %394,040 %2,945 %3,059 %4,999 %8,503 %3,438 %404,023 %2,953 %3,062 %4,984 %8,403 %3,435 %414,007 %2,961 %3,066 %4,971 %8,307 %3,433 %423,991 %2,968 %3,069 %4,957 %8,216 %3,431 %433,977 %2,975 %3,072 %4,944 %8,128 %3,429 %443,962 %2,981 %3,075 %4,932 %8,043 %3,426 %453,949 %2,988 %3,078 %4,920 %7,962 %3,424 %463,936 %2,994 %3,082 %4,909 %7,885 %3,422 %473,923 %3,000 %3,085 %4,898 %7,810 %3,420 %483,911 %3,005 %3,088 %4,887 %7,738 %3,418 %493,899 %3,011 %3,091 %4,876 %7,669 %3,416 %503,888 %3,016 %3,094 %4,867 %7,603 %3,414 %513,877 %3,021 %3,097 %4,857 %7,539 %3,413 %523,867 %3,026 %3,101 %4,848 %7,477 %3,411 %533,857 %3,031 %3,104 %4,839 %7,418 %3,409 %543,847 %3,036 %3,106 %4,830 %7,361 %3,407 %553,837 %3,040 %3,109 %4,821 %7,306 %3,406 %563,828 %3,045 %3,112 %4,813 %7,253 %3,404 %573,819 %3,049 %3,115 %4,805 %7,202 %3,402 %583,811 %3,053 %3,118 %4,798 %7,152 %3,401 %593,802 %3,057 %3,120 %4,790 %7,104 %3,399 %603,794 %3,061 %3,123 %4,783 %7,058 %3,398 %613,786 %3,065 %3,125 %4,776 %7,013 %3,396 %623,779 %3,068 %3,128 %4,769 %6,970 %3,395 %633,772 %3,072 %3,130 %4,763 %6,928 %3,394 %643,764 %3,075 %3,133 %4,757 %6,887 %3,392 %653,757 %3,079 %3,135 %4,750 %6,848 %3,391 %663,751 %3,082 %3,137 %4,744 %6,809 %3,390 %673,744 %3,085 %3,140 %4,739 %6,772 %3,389 %683,738 %3,088 %3,142 %4,733 %6,736 %3,387 %693,732 %3,091 %3,144 %4,727 %6,701 %3,386 % 703,726 %3,094 %3,146 %4,722 %6,668 %3,385 %713,720 %3,097 %3,148 %4,717 %6,635 %3,384 %723,714 %3,100 %3,150 %4,712 %6,603 %3,383 %733,708 %3,102 %3,152 %4,707 %6,571 %3,382 %743,703 %3,105 %3,154 %4,702 %6,541 %3,381 %753,698 %3,107 %3,156 %4,698 %6,512 %3,380 %763,693 %3,110 %3,157 %4,693 %6,483 %3,379 %773,688 %3,112 %3,159 %4,689 %6,455 %3,378 %783,683 %3,115 %3,161 %4,684 %6,428 %3,377 %793,678 %3,117 %3,163 %4,680 %6,401 %3,376 %803,673 %3,119 %3,164 %4,676 %6,375 %3,375 %813,669 %3,122 %3,166 %4,672 %6,350 %3,374 %823,664 %3,124 %3,167 %4,668 %6,325 %3,373 %833,660 %3,126 %3,169 %4,664 %6,301 %3,372 %843,656 %3,128 %3,171 %4,660 %6,278 %3,371 %853,652 %3,130 %3,172 %4,657 %6,255 %3,370 %863,647 %3,132 %3,173 %4,653 %6,233 %3,370 %873,644 %3,134 %3,175 %4,650 %6,211 %3,369 %883,640 %3,136 %3,176 %4,646 %6,190 %3,368 %893,636 %3,137 %3,178 %4,643 %6,169 %3,367 %903,632 %3,139 %3,179 %4,640 %6,148 %3,367 %913,629 %3,141 %3,180 %4,637 %6,128 %3,366 %923,625 %3,143 %3,182 %4,633 %6,109 %3,365 %933,622 %3,144 %3,183 %4,630 %6,090 %3,365 %943,618 %3,146 %3,184 %4,627 %6,071 %3,364 %953,615 %3,148 %3,185 %4,624 %6,053 %3,363 %963,612 %3,149 %3,186 %4,622 %6,035 %3,363 %973,608 %3,151 %3,188 %4,619 %6,017 %3,362 %983,605 %3,152 %3,189 %4,616 %6,000 %3,361 %993,602 %3,154 %3,190 %4,613 %5,984 %3,361 %1003,599 %3,155 %3,191 %4,611 %5,967 %3,360 %1013,596 %3,157 %3,192 %4,608 %5,951 %3,359 %1023,593 %3,158 %3,193 %4,606 %5,935 %3,359 %1033,590 %3,159 %3,194 %4,603 %5,920 %3,358 %1043,588 %3,161 %3,195 %4,601 %5,904 %3,358 %1053,585 %3,162 %3,196 %4,598 %5,890 %3,357 %1063,582 %3,163 %3,197 %4,596 %5,875 %3,357 %1073,580 %3,165 %3,198 %4,594 %5,861 %3,356 %

1083,577 %3,166 %3,199 %4,591 %5,846 %3,356 %1093,574 %3,167 %3,200 %4,589 %5,833 %3,355 %1103,572 %3,168 %3,201 %4,587 %5,819 %3,355 %1113,570 %3,169 %3,202 %4,585 %5,806 %3,354 %1123,567 %3,171 %3,203 %4,583 %5,793 %3,354 %1133,565 %3,172 %3,203 %4,581 %5,780 %3,353 %1143,562 %3,173 %3,204 %4,579 %5,767 %3,353 %1153,560 %3,174 %3,205 %4,577 %5,755 %3,352 %1163,558 %3,175 %3,206 %4,575 %5,743 %3,352 %1173,556 %3,176 %3,207 %4,573 %5,731 %3,351 %1183,554 %3,177 %3,207 %4,571 %5,719 %3,351 %1193,551 %3,178 %3,208 %4,569 %5,707 %3,351 %1203,549 %3,179 %3,209 %4,567 %5,696 %3,350 %1213,547 %3,180 %3,210 %4,565 %5,685 %3,350 %1223,545 %3,181 %3,210 %4,564 %5,674 %3,349 %1233,543 %3,182 %3,211 %4,562 %5,663 %3,349 %1243,541 %3,183 %3,212 %4,560 %5,652 %3,348 %1253,539 %3,184 %3,213 %4,559 %5,642 %3,348 %1263,537 %3,185 %3,213 %4,557 %5,631 %3,348 %1273,536 %3,186 %3,214 %4,555 %5,621 %3,347 %1283,534 %3,187 %3,215 %4,554 %5,611 %3,347 %1293,532 %3,188 %3,215 %4,552 %5,601 %3,347 %1303,530 %3,189 %3,216 %4,551 %5,592 %3,346 %1313,528 %3,189 %3,217 %4,549 %5,582 %3,346 %1323,527 %3,190 %3,217 %4,547 %5,573 %3,346 %1333,525 %3,191 %3,218 %4,546 %5,564 %3,345 %1343,523 %3,192 %3,219 %4,545 %5,554 %3,345 %1353,522 %3,193 %3,219 %4,543 %5,545 %3,345 %1363,520 %3,193 %3,220 %4,542 %5,537 %3,344 %1373,518 %3,194 %3,220 %4,540 %5,528 %3,344 %1383,517 %3,195 %3,221 %4,539 %5,519 %3,344 %1393,515 %3,196 %3,221 %4,538 %5,511 %3,343 %1403,514 %3,196 %3,222 %4,536 %5,503 %3,343 %1413,512 %3,197 %3,223 %4,535 %5,494 %3,343 %1423,511 %3,198 %3,223 %4,534 %5,486 %3,342 %1433,509 %3,199 %3,224 %4,532 %5,478 %3,342 %1443,508 %3,199 %3,224 %4,531 %5,470 %3,342 %1453,506 %3,200 %3,225 %4,530 %5,463 %3,341 % 1463,505 %3,201 %3,225 %4,529 %5,455 %3,341 %1473,504 %3,201 %3,226 %4,527 %5,447 %3,341 %1483,502 %3,202 %3,226 %4,526 %5,440 %3,341 %1493,501 %3,203 %3,227 %4,525 %5,433 %3,340 %1503,499 %3,203 %3,227 %4,524 %5,425 %3,340 %Term to maturity (in years)Indian rupeeMexican pesoNew Taiwan dollarNew Zealand dollarRandReal16,514 %9,723 %1,144 %3,499 %7,280 %15,022 %26,256 %9,430 %1,217 %3,298 %7,193 %15,608 %36,215 %9,380 %1,282 %3,292 %7,251 %15,562 %46,204 %9,440 %1,337 %3,354 %7,405 %15,442 %56,204 %9,488 %1,381 %3,449 %7,649 %15,243 %66,198 %9,541 %1,417 %3,551 %7,939 %15,059 %76,185 %9,604 %1,446 %3,650 %8,242 %14,889 %86,168 %9,673 %1,466 %3,745 %8,545 %14,725 %96,150 %9,728 %1,482 %3,834 %8,812 %14,567 %106,130 %9,750 %1,494 %3,916 %9,056 %14,425 %116,110 %9,729 %1,517 %3,992 %9,292 %14,263 %126,090 %9,675 %1,550 %4,062 %9,515 %14,078 %136,070 %9,596 %1,588 %4,124 %9,714 %13,877 %146,050 %9,500 %1,631 %4,179 %9,879 %13,664 %156,031 %9,391 %1,675 %4,228 %10,001 %13,442 %166,012 %9,273 %1,721 %4,269 %10,074 %13,216 %175,994 %9,150 %1,766 %4,303 %10,105 %12,988 %185,976 %9,023 %1,810 %4,330 %10,104 %12,760 %195,959 %8,895 %1,854 %4,349 %10,076 %12,533 %205,942 %8,768 %1,897 %4,361 %10,028 %12,310 %215,926 %8,641 %1,938 %4,365 %9,963 %12,091 %225,911 %8,516 %1,978 %4,364 %9,887 %11,877 %235,896 %8,395 %2,017 %4,358 %9,802 %11,669 %245,882 %8,276 %2,054 %4,348 %9,711 %11,468 %255,868 %8,161 %2,089 %4,336 %9,615 %11,274 %265,855 %8,049 %2,123 %4,321 %9,518 %11,086 %275,842 %7,942 %2,156 %4,305 %9,418 %10,906 %285,829 %7,838 %2,188 %4,288 %9,319 %10,733 %295,818 %7,738 %2,218 %4,270 %9,221 %10,567 %

305,806 %7,643 %2,247 %4,251 %9,124 %10,408 %315,795 %7,551 %2,274 %4,232 %9,029 %10,256 %325,785 %7,463 %2,301 %4,213 %8,936 %10,110 %335,774 %7,378 %2,326 %4,194 %8,846 %9,971 %345,764 %7,297 %2,350 %4,175 %8,759 %9,838 %355,755 %7,219 %2,374 %4,156 %8,674 %9,711 %365,746 %7,145 %2,396 %4,138 %8,592 %9,589 %375,737 %7,074 %2,418 %4,120 %8,513 %9,473 %385,729 %7,006 %2,438 %4,103 %8,437 %9,361 %395,720 %6,940 %2,458 %4,086 %8,364 %9,255 %405,713 %6,877 %2,477 %4,069 %8,294 %9,153 %415,705 %6,817 %2,495 %4,053 %8,226 %9,056 %425,698 %6,760 %2,513 %4,037 %8,161 %8,962 %435,691 %6,705 %2,530 %4,022 %8,098 %8,873 %445,684 %6,651 %2,546 %4,008 %8,038 %8,787 %455,677 %6,601 %2,562 %3,993 %7,980 %8,705 %465,671 %6,552 %2,577 %3,979 %7,924 %8,626 %475,665 %6,505 %2,591 %3,966 %7,870 %8,550 %485,659 %6,459 %2,605 %3,953 %7,819 %8,478 %495,653 %6,416 %2,619 %3,941 %7,769 %8,408 %505,647 %6,374 %2,632 %3,929 %7,721 %8,341 %515,642 %6,334 %2,644 %3,917 %7,675 %8,276 %525,637 %6,295 %2,656 %3,906 %7,630 %8,214 %535,632 %6,257 %2,668 %3,895 %7,588 %8,154 %545,627 %6,221 %2,679 %3,884 %7,546 %8,096 %555,622 %6,186 %2,690 %3,874 %7,506 %8,040 %565,617 %6,153 %2,701 %3,864 %7,468 %7,986 %575,613 %6,120 %2,711 %3,854 %7,431 %7,935 %585,609 %6,089 %2,721 %3,845 %7,395 %7,884 %595,604 %6,059 %2,731 %3,836 %7,360 %7,836 %605,600 %6,029 %2,740 %3,827 %7,326 %7,789 %615,596 %6,001 %2,749 %3,818 %7,294 %7,744 %625,593 %5,973 %2,758 %3,810 %7,262 %7,700 %635,589 %5,947 %2,766 %3,802 %7,232 %7,658 %645,585 %5,921 %2,774 %3,794 %7,202 %7,616 %655,582 %5,896 %2,782 %3,787 %7,174 %7,577 %665,578 %5,871 %2,790 %3,780 %7,146 %7,538 %675,575 %5,848 %2,798 %3,772 %7,119 %7,500 % 685,572 %5,825 %2,805 %3,766 %7,093 %7,464 %695,569 %5,803 %2,812 %3,759 %7,067 %7,429 %705,566 %5,781 %2,819 %3,752 %7,043 %7,394 %715,563 %5,760 %2,826 %3,746 %7,019 %7,361 %725,560 %5,740 %2,832 %3,740 %6,995 %7,329 %735,557 %5,720 %2,838 %3,734 %6,973 %7,297 %745,554 %5,701 %2,845 %3,728 %6,950 %7,266 %755,552 %5,682 %2,851 %3,722 %6,929 %7,237 %765,549 %5,664 %2,856 %3,717 %6,908 %7,207 %775,546 %5,646 %2,862 %3,711 %6,888 %7,179 %785,544 %5,629 %2,868 %3,706 %6,868 %7,152 %795,541 %5,612 %2,873 %3,701 %6,849 %7,125 %805,539 %5,595 %2,879 %3,696 %6,830 %7,099 %815,537 %5,579 %2,884 %3,691 %6,811 %7,073 %825,534 %5,563 %2,889 %3,686 %6,793 %7,048 %835,532 %5,548 %2,894 %3,682 %6,776 %7,024 %845,530 %5,533 %2,898 %3,677 %6,759 %7,000 %855,528 %5,519 %2,903 %3,673 %6,742 %6,977 %865,526 %5,504 %2,908 %3,668 %6,726 %6,954 %875,524 %5,490 %2,912 %3,664 %6,710 %6,932 %885,522 %5,477 %2,917 %3,660 %6,694 %6,911 %895,520 %5,464 %2,921 %3,656 %6,679 %6,890 %905,518 %5,451 %2,925 %3,652 %6,664 %6,869 %915,516 %5,438 %2,929 %3,648 %6,650 %6,849 %925,515 %5,425 %2,933 %3,644 %6,636 %6,829 %935,513 %5,413 %2,937 %3,641 %6,622 %6,810 %945,511 %5,401 %2,941 %3,637 %6,608 %6,791 %955,509 %5,390 %2,945 %3,633 %6,595 %6,773 %965,508 %5,378 %2,949 %3,630 %6,582 %6,754 %975,506 %5,367 %2,952 %3,626 %6,569 %6,737 %985,505 %5,356 %2,956 %3,623 %6,556 %6,719 %995,503 %5,345 %2,959 %3,620 %6,544 %6,702 %1005,501 %5,335 %2,963 %3,617 %6,532 %6,686 %1015,500 %5,325 %2,966 %3,614 %6,520 %6,669 %1025,498 %5,315 %2,969 %3,610 %6,509 %6,653 %1035,497 %5,305 %2,972 %3,607 %6,497 %6,638 %1045,496 %5,295 %2,976 %3,604 %6,486 %6,622 %1055,494 %5,285 %2,979 %3,602 %6,476 %6,607 %

1065,493 %5,276 %2,982 %3,599 %6,465 %6,592 %1075,492 %5,267 %2,985 %3,596 %6,454 %6,578 %1085,490 %5,258 %2,988 %3,593 %6,444 %6,564 %1095,489 %5,249 %2,990 %3,590 %6,434 %6,550 %1105,488 %5,240 %2,993 %3,588 %6,424 %6,536 %1115,486 %5,232 %2,996 %3,585 %6,414 %6,523 %1125,485 %5,224 %2,999 %3,583 %6,405 %6,509 %1135,484 %5,215 %3,001 %3,580 %6,395 %6,496 %1145,483 %5,207 %3,004 %3,578 %6,386 %6,484 %1155,482 %5,199 %3,006 %3,575 %6,377 %6,471 %1165,481 %5,192 %3,009 %3,573 %6,368 %6,459 %1175,479 %5,184 %3,012 %3,571 %6,360 %6,447 %1185,478 %5,176 %3,014 %3,568 %6,351 %6,435 %1195,477 %5,169 %3,016 %3,566 %6,342 %6,423 %1205,476 %5,162 %3,019 %3,564 %6,334 %6,411 %1215,475 %5,155 %3,021 %3,562 %6,326 %6,400 %1225,474 %5,148 %3,023 %3,559 %6,318 %6,389 %1235,473 %5,141 %3,026 %3,557 %6,310 %6,378 %1245,472 %5,134 %3,028 %3,555 %6,302 %6,367 %1255,471 %5,127 %3,030 %3,553 %6,295 %6,357 %1265,470 %5,121 %3,032 %3,551 %6,287 %6,346 %1275,469 %5,114 %3,034 %3,549 %6,280 %6,336 %1285,468 %5,108 %3,036 %3,547 %6,272 %6,326 %1295,467 %5,101 %3,038 %3,545 %6,265 %6,316 %1305,466 %5,095 %3,040 %3,544 %6,258 %6,306 %1315,466 %5,089 %3,042 %3,542 %6,251 %6,296 %1325,465 %5,083 %3,044 %3,540 %6,244 %6,287 %1335,464 %5,077 %3,046 %3,538 %6,238 %6,278 %1345,463 %5,071 %3,048 %3,536 %6,231 %6,268 %1355,462 %5,066 %3,050 %3,534 %6,224 %6,259 %1365,461 %5,060 %3,052 %3,533 %6,218 %6,250 %1375,461 %5,054 %3,054 %3,531 %6,212 %6,241 %1385,460 %5,049 %3,055 %3,529 %6,205 %6,233 %1395,459 %5,043 %3,057 %3,528 %6,199 %6,224 %1405,458 %5,038 %3,059 %3,526 %6,193 %6,216 %1415,457 %5,033 %3,061 %3,524 %6,187 %6,208 %1425,457 %5,028 %3,062 %3,523 %6,181 %6,199 %1435,456 %5,023 %3,064 %3,521 %6,175 %6,191 % 1445,455 %5,018 %3,066 %3,520 %6,170 %6,183 %1455,454 %5,013 %3,067 %3,518 %6,164 %6,175 %1465,454 %5,008 %3,069 %3,517 %6,158 %6,168 %1475,453 %5,003 %3,070 %3,515 %6,153 %6,160 %1485,452 %4,998 %3,072 %3,514 %6,147 %6,152 %1495,452 %4,993 %3,073 %3,512 %6,142 %6,145 %1505,451 %4,989 %3,075 %3,511 %6,137 %6,138 %Term to maturity (in years)Renminbi-yuanRinggitSingapore dollarSouth Korean wonTurkish liraUS dollar11,306 %3,011 %2,657 %2,584 %41,715 %4,180 %21,245 %3,111 %2,621 %2,450 %38,131 %4,086 %31,235 %3,211 %2,633 %2,430 %34,939 %4,063 %41,256 %3,300 %2,661 %2,439 %32,230 %4,041 %51,287 %3,373 %2,690 %2,447 %30,073 %4,017 %61,318 %3,433 %2,715 %2,455 %28,299 %4,055 %71,354 %3,485 %2,737 %2,469 %26,818 %4,051 %81,399 %3,521 %2,757 %2,488 %25,612 %4,076 %91,454 %3,556 %2,776 %2,502 %24,589 %4,056 %101,520 %3,590 %2,793 %2,501 %23,703 %4,067 %111,596 %3,623 %2,810 %2,484 %22,918 %4,082 %121,679 %3,657 %2,825 %2,455 %22,208 %4,095 %131,763 %3,690 %2,840 %2,422 %21,553 %4,110 %141,848 %3,721 %2,854 %2,388 %20,944 %4,124 %151,931 %3,752 %2,867 %2,357 %20,370 %4,134 %162,013 %3,782 %2,880 %2,329 %19,826 %4,138 %172,091 %3,810 %2,892 %2,306 %19,309 %4,136 %182,167 %3,836 %2,904 %2,288 %18,816 %4,129 %192,240 %3,858 %2,915 %2,277 %18,344 %4,118 %202,309 %3,877 %2,926 %2,272 %17,893 %4,103 %212,375 %3,891 %2,936 %2,273 %17,462 %4,084 %222,439 %3,901 %2,946 %2,280 %17,050 %4,063 %232,499 %3,909 %2,955 %2,290 %16,656 %4,038 %242,556 %3,914 %2,964 %2,304 %16,279 %4,012 %252,611 %3,917 %2,973 %2,319 %15,920 %3,983 %262,663 %3,918 %2,981 %2,336 %15,577 %3,953 %272,713 %3,918 %2,989 %2,353 %15,251 %3,922 %

282,760 %3,917 %2,996 %2,372 %14,940 %3,892 %292,806 %3,915 %3,004 %2,390 %14,643 %3,863 %302,849 %3,912 %3,011 %2,409 %14,361 %3,835 %312,890 %3,909 %3,017 %2,428 %14,093 %3,810 %322,929 %3,905 %3,024 %2,447 %13,837 %3,788 %332,966 %3,901 %3,030 %2,466 %13,594 %3,767 %343,002 %3,897 %3,036 %2,484 %13,362 %3,747 %353,036 %3,892 %3,042 %2,502 %13,141 %3,730 %363,069 %3,888 %3,048 %2,519 %12,931 %3,713 %373,100 %3,883 %3,053 %2,536 %12,730 %3,698 %383,130 %3,879 %3,058 %2,552 %12,539 %3,684 %393,159 %3,874 %3,063 %2,568 %12,357 %3,671 %403,186 %3,869 %3,068 %2,584 %12,183 %3,659 %413,213 %3,864 %3,073 %2,599 %12,017 %3,648 %423,238 %3,860 %3,077 %2,614 %11,858 %3,637 %433,262 %3,855 %3,082 %2,628 %11,706 %3,627 %443,285 %3,851 %3,086 %2,642 %11,560 %3,618 %453,308 %3,846 %3,090 %2,655 %11,421 %3,609 %463,329 %3,842 %3,094 %2,668 %11,288 %3,601 %473,350 %3,838 %3,098 %2,680 %11,160 %3,593 %483,370 %3,833 %3,101 %2,692 %11,037 %3,585 %493,389 %3,829 %3,105 %2,704 %10,920 %3,578 %503,408 %3,825 %3,108 %2,715 %10,807 %3,572 %513,426 %3,821 %3,112 %2,726 %10,698 %3,565 %523,443 %3,818 %3,115 %2,736 %10,593 %3,559 %533,460 %3,814 %3,118 %2,746 %10,493 %3,554 %543,476 %3,810 %3,121 %2,756 %10,396 %3,548 %553,491 %3,807 %3,124 %2,766 %10,302 %3,543 %563,506 %3,803 %3,127 %2,775 %10,212 %3,538 %573,521 %3,800 %3,130 %2,784 %10,125 %3,534 %583,535 %3,797 %3,133 %2,792 %10,042 %3,529 %593,548 %3,794 %3,135 %2,801 %9,961 %3,525 %603,561 %3,791 %3,138 %2,809 %9,882 %3,521 %613,574 %3,788 %3,140 %2,817 %9,807 %3,517 %623,586 %3,785 %3,143 %2,824 %9,733 %3,513 %633,598 %3,782 %3,145 %2,832 %9,663 %3,509 %643,610 %3,779 %3,147 %2,839 %9,594 %3,506 %653,621 %3,777 %3,150 %2,846 %9,527 %3,502 % 663,632 %3,774 %3,152 %2,853 %9,463 %3,499 %673,643 %3,772 %3,154 %2,859 %9,400 %3,496 %683,653 %3,769 %3,156 %2,866 %9,340 %3,493 %693,663 %3,767 %3,158 %2,872 %9,281 %3,490 %703,673 %3,764 %3,160 %2,878 %9,224 %3,487 %713,682 %3,762 %3,162 %2,884 %9,168 %3,484 %723,691 %3,760 %3,164 %2,890 %9,114 %3,481 %733,700 %3,758 %3,166 %2,895 %9,062 %3,479 %743,709 %3,756 %3,167 %2,901 %9,011 %3,476 %753,717 %3,754 %3,169 %2,906 %8,961 %3,474 %763,726 %3,752 %3,171 %2,911 %8,913 %3,471 %773,734 %3,750 %3,172 %2,916 %8,866 %3,469 %783,742 %3,748 %3,174 %2,921 %8,820 %3,467 %793,749 %3,746 %3,175 %2,926 %8,776 %3,465 %803,757 %3,744 %3,177 %2,930 %8,732 %3,463 %813,764 %3,742 %3,178 %2,935 %8,690 %3,461 %823,771 %3,741 %3,180 %2,939 %8,648 %3,458 %833,778 %3,739 %3,181 %2,944 %8,608 %3,457 %843,785 %3,737 %3,183 %2,948 %8,569 %3,455 %853,792 %3,736 %3,184 %2,952 %8,530 %3,453 %863,798 %3,734 %3,185 %2,956 %8,493 %3,451 %873,804 %3,733 %3,187 %2,960 %8,456 %3,449 %883,810 %3,731 %3,188 %2,964 %8,420 %3,447 %893,817 %3,730 %3,189 %2,968 %8,385 %3,446 %903,822 %3,728 %3,190 %2,971 %8,351 %3,444 %913,828 %3,727 %3,192 %2,975 %8,318 %3,443 %923,834 %3,725 %3,193 %2,979 %8,285 %3,441 %933,839 %3,724 %3,194 %2,982 %8,253 %3,439 %943,845 %3,723 %3,195 %2,985 %8,222 %3,438 %953,850 %3,721 %3,196 %2,989 %8,191 %3,436 %963,855 %3,720 %3,197 %2,992 %8,161 %3,435 %973,860 %3,719 %3,198 %2,995 %8,132 %3,434 %983,865 %3,718 %3,199 %2,998 %8,103 %3,432 %993,870 %3,717 %3,200 %3,001 %8,075 %3,431 %1003,875 %3,715 %3,201 %3,004 %8,047 %3,430 %1013,880 %3,714 %3,202 %3,007 %8,020 %3,428 %1023,884 %3,713 %3,203 %3,010 %7,994 %3,427 %1033,889 %3,712 %3,204 %3,013 %7,968 %3,426 %

1043,893 %3,711 %3,205 %3,016 %7,942 %3,425 %1053,898 %3,710 %3,206 %3,018 %7,917 %3,423 %1063,902 %3,709 %3,207 %3,021 %7,893 %3,422 %1073,906 %3,708 %3,208 %3,024 %7,869 %3,421 %1083,910 %3,707 %3,209 %3,026 %7,845 %3,420 %1093,914 %3,706 %3,209 %3,029 %7,822 %3,419 %1103,918 %3,705 %3,210 %3,031 %7,799 %3,418 %1113,922 %3,704 %3,211 %3,033 %7,777 %3,417 %1123,926 %3,703 %3,212 %3,036 %7,755 %3,416 %1133,930 %3,702 %3,213 %3,038 %7,733 %3,415 %1143,933 %3,701 %3,213 %3,040 %7,712 %3,414 %1153,937 %3,700 %3,214 %3,043 %7,691 %3,413 %1163,940 %3,699 %3,215 %3,045 %7,671 %3,412 %1173,944 %3,699 %3,216 %3,047 %7,651 %3,411 %1183,947 %3,698 %3,216 %3,049 %7,631 %3,410 %1193,951 %3,697 %3,217 %3,051 %7,612 %3,409 %1203,954 %3,696 %3,218 %3,053 %7,593 %3,408 %1213,957 %3,695 %3,218 %3,055 %7,574 %3,407 %1223,961 %3,695 %3,219 %3,057 %7,556 %3,406 %1233,964 %3,694 %3,220 %3,059 %7,538 %3,405 %1243,967 %3,693 %3,220 %3,061 %7,520 %3,404 %1253,970 %3,692 %3,221 %3,063 %7,502 %3,404 %1263,973 %3,692 %3,222 %3,065 %7,485 %3,403 %1273,976 %3,691 %3,222 %3,067 %7,468 %3,402 %1283,979 %3,690 %3,223 %3,069 %7,451 %3,401 %1293,982 %3,689 %3,223 %3,071 %7,435 %3,400 %1303,984 %3,689 %3,224 %3,072 %7,419 %3,400 %1313,987 %3,688 %3,225 %3,074 %7,403 %3,399 %1323,990 %3,687 %3,225 %3,076 %7,387 %3,398 %1333,993 %3,687 %3,226 %3,078 %7,372 %3,397 %1343,995 %3,686 %3,226 %3,079 %7,356 %3,397 %1353,998 %3,685 %3,227 %3,081 %7,341 %3,396 %1364,001 %3,685 %3,227 %3,082 %7,327 %3,395 %1374,003 %3,684 %3,228 %3,084 %7,312 %3,394 %1384,006 %3,684 %3,228 %3,086 %7,298 %3,394 %1394,008 %3,683 %3,229 %3,087 %7,283 %3,393 %1404,011 %3,682 %3,229 %3,089 %7,270 %3,392 %1414,013 %3,682 %3,230 %3,090 %7,256 %3,392 % 1424,015 %3,681 %3,230 %3,092 %7,242 %3,391 %1434,018 %3,681 %3,231 %3,093 %7,229 %3,390 %1444,020 %3,680 %3,231 %3,094 %7,216 %3,390 %1454,022 %3,680 %3,232 %3,096 %7,203 %3,389 %1464,024 %3,679 %3,232 %3,097 %7,190 %3,389 %1474,027 %3,678 %3,233 %3,099 %7,177 %3,388 %1484,029 %3,678 %3,233 %3,100 %7,165 %3,387 %1494,031 %3,677 %3,234 %3,101 %7,153 %3,387 %1504,033 %3,677 %3,234 %3,103 %7,141 %3,386 %Term to maturity (in years)Yen10,516 %20,639 %30,688 %40,731 %50,770 %60,816 %70,868 %80,924 %90,983 %101,048 %111,115 %121,182 %131,250 %141,320 %151,389 %161,459 %171,525 %181,588 %191,644 %201,693 %211,735 %221,771 %231,803 %241,831 %251,857 % 261,881 %271,905 %281,928 %291,951 %301,975 %311,999 %322,024 %332,049 %342,074 %352,099 %362,123 %372,148 %382,171 %392,195 %402,218 %412,240 %422,262 %432,283 %442,303 %452,323 %462,343 %472,362 %482,380 %492,398 %502,415 %512,432 %522,448 %532,464 %542,479 %552,494 %562,509 %572,523 %582,536 %592,549 %602,562 %612,575 %622,587 %632,598 % 642,610 %652,621 %662,632 %672,642 %682,652 %692,662 %702,672 %712,681 %722,690 %732,699 %742,708 %752,716 %762,724 %772,733 %782,740 %792,748 %802,755 %812,763 %822,770 %832,777 %842,784 %852,790 %862,797 %872,803 %882,809 %892,815 %902,821 %912,827 %922,833 %932,838 %942,843 %952,849 %962,854 %972,859 %982,864 %992,869 %1002,874 %1012,878 %

1022,883 %1032,888 %1042,892 %1052,896 %1062,901 %1072,905 %1082,909 %1092,913 %1102,917 %1112,921 %1122,925 %1132,928 %1142,932 %1152,936 %1162,939 %1172,943 %1182,946 %1192,950 %1202,953 %1212,956 %1222,959 %1232,963 %1242,966 %1252,969 %1262,972 %1272,975 %1282,978 %1292,981 %1302,983 %1312,986 %1322,989 %1332,992 %1342,994 %1352,997 %1363,000 %1373,002 %1383,005 %1393,007 % 1403,010 %1413,012 %1423,014 %1433,017 %1443,019 %1453,021 %1463,024 %1473,026 %1483,028 %1493,030 %1503,032 %

Annex

ANNEX II Fundamental spreads for the calculation of the matching adjustment The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1. Exposures to central governments and central banks The fundamental spreads apply to exposures denominated in all currencies. The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years. Duration (in years)AustriaBelgiumBulgariaCroatiaCzechiaCyprusDenmark10026501902003350330300385038040141524005024663430603496545071452684708255461047093656611450103757612450Duration (in years)EstoniaFinlandFranceGermanyGreeceHungaryIreland100003254122000020441730000182419410001614205200014842163000146423740001454248501014932596020150125107130152426Duration (in years)ItalyLatviaLithuaniaLuxembourgMaltaNetherlandsPoland1633012042137901704 3181012020044211214021045231416022046251518023047271720024048291821026049311923126041032202412704Duration (in years)PortugalRomaniaSlovakiaSloveniaSpainSwedenUnited Kingdom1198913300233141216900338161420120043917162414005421817281600645191931180074621203320008462222342100945232235230010442123352400Duration (in years)IcelandLiechtensteinNorwaySwitzerlandAustraliaBrazilCanada1500001202500001203500001204500001205500001206500001207500001208500001209500001201050000120 Duration (in years)ChileChinaColombiaHong KongIndiaJapanMalaysia116011010002171170100031722601000416332010005153340100061443601000713438010008147360100091553401000101353601000Duration (in years)MexicoNew ZealandSingaporeSouth AfricaSouth KoreaThailandTaiwan18008824290010110431100131104411001513045110016140461100181504711002115048110023150491100241504101100261504Duration (in years)TurkeyUnited States1002003004005006007008009001000
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 6161941105220491113726194110522049192337214210121648876049244510421548763451026501072154875366112854111215487487712305611421548748781331561132154874879133256112215487487101333561122154874871114345611221548748712143556112215487487131435561122154874871415355611221548748715153656112215487487161535561122154874871716355611221548748718173556112215487487191835561122154874872019355611221548748721193556112215487487222135561122154874872322355611221548748724233656112215487487252336561122154874872624365611221548748727253656112215487487282636561122154874872926365611221548748730273656112215487487

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 611932541192335051162 22033551202345069443213556115230502777422375911722950164852339631192285005476234065123227499499724416712522649849882341661232264984989234266122225497497102342651212254974971123436512122449649612224364120223496496132243641202234954951422436311922249549515214263119222494494162142631192224944941721426311922249449418214263119222494494192142631192224944942021426311922249449421224363119222494494222243631192224954952322436312022349549524234363119223495495252443631192224954952625436311922249449427254363119222494494282642631192224944942927426311922249449430274263119222494494 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 61619411052194911137261941105219491923372142101216488760492445103215487634 51026501072154875366112853111215487487712305511421548748781231551132154874879133255112215487487101333561122154874871114345611221548748712143556112215487487131435561122154874871414355611221548748715153556112215487487161535561122154874871716355611221548748718173556112215487487191835561122154874872019355611221548748721193556112215487487222135561122154874872322355611221548748724233556112215487487252335561122154874872624355611221548748727253556112215487487282635561122154874872926355611221548748730273556112215487487 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 6178911131782925641197275881101752895619783799311417328856080747893115173285557674578941181752835555706789512017728255455477795120178280552552 8769511917627955155197595118175278550550107393116172275547547117192114170273545545127191113169272544544137091112168271543543147091112168271543543157091112168271543543167090111167270542542176990111167270542542186990110166269542542196889110166269541541206889109165268540540216788109165268540540226687108164267539539236586107163266538538246485106162265537537256384105161264536536266283104160263535535276182103159262534534286081102158261533533295980101157260532532305879100156259531531 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 6110234410922349511372112446111225497925314284910722349476241530521102224946365173357114222494537618356011822249449471937621202224944948193762119221494494919386211822149349310193861118221493493 1119396211822149349312204062118221493493132041621182214934931420416211822149349315214162118221493493162141621182214934931721426211822149449418214263119222494494192142631192224944942022436412022349549521224364120223495495222343641202234954952323446412022349549524234464120223496496252444641202234964962624446412022349549527254464120223495495282643641202234954952926436412022349549530274364120223495495

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 61518401052194911136251840105219491923362042100215487759482345103214487633592549106214486535610275311021448648671229551132144864868123055112214486486912315511121448648610123255111214486486111333551112144864861213345511121448648613143455111214486486 1414355511121448648615153555111214486486161535551112144864861716355511121448648618173555111214486486191835551112144864862019355511121448648621193555111214486486222135551112144864862322355511121448648624233555111214487487252335551112144874872624355511121448748727253555111214487487282635551112144874872926355511121448748730273555111215487487 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 617245013523851011762724501352385109553826511242355077854102954116233505654512315510823250455261434591032315035037163660972305025028183859922295015019204462872285005001020446085227499499111943598622649849812194360872254974971319436088225497497141943608822449649615194360882234954951619446088222494494 17194460882224944941819446088221493493191944608822149349320204460882214934932121446088221493493222244608822149349323224460882214934932423446088220492492252444608821949149126254460882194914912725446088218490490282644608821849049029274460882174894893028446088217489489 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 61819411618129556712152819411618029456699138295117175290562818482971181762885606835819712117828655857868198123181285557557780981231822835555558799712217928155355397796120177280552552107696119175278550550117696118174277549549127595117173276548548137494115171274546546147293114170273545545157192113169272544544167091112168271543543176990111167270542542186889110166269541541196788109165268540540 206787108164267539539216686107163266538538226585106162265537537236484105161264536536246283104160263535535256182103159262534534266081102158261533533275980101157260532532285879991552585315312957789815425752952930567797153256528528 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 61556890154269541118525568901542685409653567091150265537796457729415226453666555773971542625345636577499157261533533757751001582605325328567499156259531531955749815425753053010547497153256529529115474971532565285281254749615225552752713547495151254526526145374951512545265261553739415025352552516527393149252524524175172931492525245241851729214825152452419507192148251523523205071921482515235232150719114725052352322497091147250522522 2349709014624952152124486990146249521521254768891452485205202647688814424751951927466788144247519519284566871432465185182945658614224551751730446585141244516516

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 61911041261903045761242290103125190304576100739010412518429957182649010512718529756968659010613018729556857869110813319129556756779110913519329456656689111013419229456656699111013419129456656610921111341912945665661192112134190293565565129111213318929256456413911111321882915635631490110131187290562562158810913018628956156116871081291852885605601786107128184287559559188510612718328655855819841051261822855575572083104125181284556556218210312418028355555522811021221782815535532379100121177280552552247899119175278551551257697118174277549549 267596116172275548548277394115171274546546287293113169272545545297091112168271543543306990111167270542542 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 6130436513024451611732314466131245517954332466712524151378443247691272395116535334973130238510552633507613323751051073452771352375095098335276133236508508933527613223550750710325275131235507507113253751312345065061232537413023350550513325374130233505505143152731292325045041531527312923250450416305172128231503503173051721282315035031830517212823150350319305171127231503503203051721282315035032130517212823150350322305172128231503503233051711272305035032430507112723050250225295071127230502502262950711272305025022729507012622950150128294970126229501501 2928497012622950150130284969125228501501 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 61042186200472109921522872014738943252483198470736446288619847061454832891974705196611369419847047077133896198470470881338951984704709814389519847047010915389419847047011111739951984714711212173894197469469131318399519847047014131839951984704701514173894197469469161516379319646846817161637931964684681817173793196469469191817389419746946920181838941974694692119193995198470470222019399519847047023222139951984704702422213894197470470252322389419746946926242338941974694692724233894197469469282524389419746946929262438941974694693027253994197469469 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 61425577142256528117024356781422565289503445879138253525781445608214025252465254662861422515235516466388146250522522747659014824952252284664891462495215219456588145248520520104565881442475195191145658814424751951912456687143246518518134565861422465185181444658614224551751715446585141245517517164364851412445165161743648414024351651618426384140243515515194263841402435155152042638313924351551521426283139242514514224162831392425145142341618213824151351324406181137240513513253960811372405125122638598013623951151127385879135238510510283758781342375105102936577813423750950930355677133236508508

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 6115284911422850011342183153118232504921 3233758116232503758426416312123350563252945691262345065356294671129233505505733517613423650850883251751332355075079335276133236508508103555781342375095091137577913523851051012385880136239511511133859801362395115111439608013623951251215396081137240512512163960801362395125121739608113724051251218395980136239511511193959801362395115112039598013623951151121395980136239511511223859801362395115112338598013623951151124385979135238511511253758791352385105102637587813423851051027365778134237509509283657771342375095092935567713323650850830355676133236508508 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 6119325311823250411482193254119233505933321355711523050276742338601182305026405244064121229501541 6254268125229501501726447012822950150182645701272295015019274670126229501501102747701262295015011128487012622950150112284970126229501501132949701262295015011429507012622950150115295070126229501501162949701262295015011729497012622950150118294970126229501501192949701262295015012029507012622950150121294970126229501501222849701262295015012328496912522850150124274869125228500500252748681252285005002627476812422749949927264768124227499499282646671232264984982926466712322649849830274666122225498498 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 61526587152266538118025467891542685409653587293152267539797460759715526753966656379103159268540563664811071642685405407658310916726854054086584108166268540540 96585108165268540540106686109165268540540116686109165268540540126686108164267539539136686107163266538538146586107163266538538156485106162265537537166485105161264536536176384105161264536536186383104160263535535196283104160263535535206182103159262534534216182102158261533533226081102158261533533235980101157260532532245879100156259531531255778991552585305302656779815425752952927567697153256528528285576961522555275272954759515125452652630537494150253526526 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 6184971191842985701247290103124189303575102539310712818730257485049511013219030257471259911513919630457660561011181442013055775777103121146205306578578810512314820530758058091061251492053085805801010712614920630958158111107127149205308581581 1210712714920530858058013106126148204307579579141051251462023055775771510312414520130457657616102123143199302575575171001211421983015735731899120141197300572572199811913919529857057020961171381942975695692195116136192295567567229311413519129456656623911121331892925645642490110131187290562562258810912918528856156126861071281842875595592784105126182285557557288310312418028355555529811021221792825545543079100121177280552552

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 611326471122264981161215285011522950194331932541122274997764213658116228500646524406412022950154662542671252295015017264470128229501501826457012722950150192746701262295015011027477012622950150111274870126229501501122848701262295015011327486912522850050014274869125228500500 15264768124227499499162647671232264994991726466712322649849818254667123226498498192546671232264984982026466712322649849821264767123226498498222647671232264984982326476712322649849824264667123226498498252546671232264984982625466712322649849827254667123226498498282646661222254974972927456612222549749730274566122225497497 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 619210512719230657812122941071291933075799843961101311903055778094981131351933055776755991151391963055775776100117143200304576576710111914420330457657681011201442023045765769101120144200303575575101001201431993025745741199119142198301573573129811814019629957157113971171381942975695691495116137193296568568159411413519129456656616921131331892925655651790111132188291563563 1889110131187290562562198810913018628956156120871081291852885605602186107128184287559559228510612618228555855823841051251812845565562483103124180283555555258110212317928255455426801011221782815535532779100121177280552552287899119175278551551297798118174277549549307697117173276548548 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 612943073293945087801269290103125190304576103039310712818730257484849611113319130357570759811413819530357559861001171422003045765767101119144203304576576810212114520230557757791031221452023055775771010312314520230557757711103123146202305577577121041241462023055775771310412514620230557757714105125146202305577577151051261472033065785781610612714720330657957917107127148204307579579181071281492053085805801910812914920530858158120108129150206309581581 211081291502063095815812210712814920530858058023107127148204307579579241061261472033065785782510412514620230557757726103124145201304576576271021231431993025745742810012114219830157357329991201401962995715713097118139195298570570 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 610103196210482111821103296210482910321233922074797504414369420647862554164097205477529661743100204476476771944102204476476881944101203475475981943992024744741091942992024744741111204399202474474121221439920247447413132243992024744741414224399202474474151423441002034754751615234410020347547517162444100204476476181724451012044764761918254610220547747720182647103206478478211927481042074794792221284810420747947923222849105208480480

24232949105208480480252329501062094814812624295010620948148127253050106209481481282530501062104824822926305110721048248230273051107210482482 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 614962841492635351159250638515026453694135165861452605327744526789147259531646553699314925853054665470961532575305307547197155256528528853729615425652852895372961522555275271052729515125452652611527294150253525525125171931492525245241350719214825152352314497090147250522522154869891452495215211647688814424751951917466787144247519519184566871432465185181945658614224551751720446586142245517517214465851412445165162243648514124451651623436384140243515515244263831392425155152541628313924251451426416182138241513513 27406181137240513513283960811372405125122939598013623951151130385979135239511511 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 6111212514621132559712252113126148213327599997311713115221032659782141191341562143265986865122138162219327599599612414116622432860060071261441692273296016018126145169227329601601912614616922632960160110127147170226329601601111271471692253286006001212614716822432759959913125146167223326598598141241451662223255975971512314316422032359559516121142162218321593593171191401612173205925921811713815921531859059019115136157213316588588201141351552113145875872111213315421031358558522110131152208311583583231091291502063095815812410712814820430757957925105126146202305577577261031241442003045765762710112214319930257457428991201411973005725722998118139195298570570 3096117137193296569569 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 611651782002643786501366217318620827338765911203179193214273388660923418219721927738966176951842002242813896626626185202227285389661661718520322928738866066081852032282853876596599184203227283386658658101832032262823856586581118220322528138465665612181201223279382654654131781992202763796516511417619721727337764964915173194215271374646646161701912122683716436431716718820926536864064018165185206262365637637191621822032593626346342015918020025635963263221156177197253356629629221531741942503536266262315017119124735062362324147168188244347619619251441651852413446166162614116218223834161461427138159179235339611611281351561772333366086082913215317423033360560530130151171227330602602 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 61284163128242514112122942641292435159113314567125240512750433487012824051262553450741312395115286355277135239511511735537913723851051083553781352375095099345377134237509509103454771332365085081134547613323650850812345576132235507507133455761322355075071434557513123450750715345575131234506506163455751312345065061734557513123450750718345576132235507507193455761322355075072034557613223550750721345576132235507507223455761322355075072334557613223550750724345576132235507507253455751312355075072634547513123450650627335475131234506506283354751312345065062933547413023350550530325374130233505505

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 6128416212724151311502304365129243515937 3334768127242514772436517313124251464553854781352435155456405782140244516516741598414324451651684260851422445165169426185142245517517104363861422455175171144648614224551751712446586142245518518134565861432465185181445668614224651851815456686143246518518164566861422455175171745668714324651851818456687143246518518194566871432465185182046678714324651851821466787143246519519224667871432465185182346668714324651851824456687143246518518254566861422455175172644658614224551751727446485141244516516284364851412445165162942638414024351551530426383139242515515 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 612153610121548711442316381032174899313620411002154877664924451032154876395112751107216488540 6122955112216488488714325711521648948981432571142164894899143357113216488488101434571132164884881114355711321648848812143556113216488488131535561122154874871414355611221548748715153556112215487487161535561122154874871716355611221548748718173556112215487487191835561122154874872019365611221648848821213657113216488488222136571132164884882322375711321648848824233757113217489489252437581142174894892624375811421748948927253758114217489489282637581142174894892926375811421748948930273758114217489489 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 6133466813324751911432344768133247519928334486912824351576443550721302425146375355175132240513538637548013724151351373653791372385105108385782139241513513 9385781137240512512103353761322355085081130507212923250450412284870126229501501132646671232264994991424456612222549749715234464120223495495162242631192224944941721426211822149449418204162118221493493192041611172214934932020416111822149349321204162118221493493222141611172214934932322416111722049349324234161117220492492252340611172204924922624406111722049249227254061117220492492282640611172204924922926406111722049249230274060116219492492 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 61233246267332446718189322262392613254397111500322023425531442970112034215230252310421693980521022625030641568781262052222473054096816837201219244302404676676819621523929739967167191922112352913946676671018820823128739066266211184204226283386658658 12180201222278381653653131761972182743776496491417219321427037364564515168189210266369641641161651862062623656386381716118220325936263463418158179200256359631631191551761962523556276272015217319324935262462421149169190246349621621221451661872433466186182314216318424034361561524139160181237340612612251361571782343376096092613415417523133460660627131152172228331603603281281491702263296016012912614616722332659859830123144165221324596596

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 6172547972315031171272547972315039523928499422950178341233539322950165351638589623050255161841639323050250271944638923150350381843628823150350391944649223150350310214766952315035031123506897231503503122452699823050350313265470992305035031426547099230502502 1526557099230502502162655709923050250217265570992305025021826557099230502502192655709923050250220265570992315035032126557099231503503222655709923150350323265570992305035032426557099230502502252655709923050250226265570992305025022726557099229501501282655709922950150129275570992295015013027557099228500500 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 61041277191463110721511761904629023251270186458743446147218445662054718751834555246672179183455455778238118345545588102380183455455981023801834554551091123801834554551111112480183455455121212248018345545513131324801834554551414132581184456456151415258118445645616151625811844564561716162682185457457 1817172682185457457191817288318645845820181829831864584582119193084187459459222120318418745945923222132841874594592422213384187460460252322358418746046026242336841874604602725233784187459459282524388418745945929262539841874594593027264084187459459 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 611132040153293311721132040153334233731142245149350177441152549147351137552172851147343109164203054147331885752232561473167328623345814730061496243561147283523107253763147266450117253764147250390127253864147238341137263864147238300147263864147238266157263964147238238167264164147238238177264464147238238187264664147238238197264864147238238 207265164147238238218265364147238238229265564147238238239265764147238238249266064147238238251026626414723823826102665661472382382710266768147238238281126707014723823829112672711472382383011267473147238238 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 6114273353166299319021527345416734123933152836591633581816415283862160359140851530416415935111176163142661583389067173343671583237498163344691573066299163445711562895351016344672156272460111634467215525639912153446721552463491315334572154246307141433457115424527215143244711532452451614324470153244244171432457015324424418143247701532442441914324970153244244201432527115324524521143354711542452452214335671154245245 23143359711542452452414336171154245245251433647115424524526143366711542452452714336971154245245281432717115324524529143273721532452453014327674153245245 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 6111320401532923116211320401533342337311422451493501773411525491463511375521728511463431091641930541463318857522325614631673186233358146300614962435611462835231062537631462664501172537641462503901272537641462383411372537641462383001472537641462382661572539641462382381672541641462382381772544641462382381872546641462382381972548641462382382072551641462382382182553641462382382292555641462382382392557641462382382492560641462382382510256264146238238

26102565661462382382710256768146238238281125707014623823829112672711462382383011267473146238238 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 61748692113225318329327183891102223532484373869411722037118904718595119216373146757085961192143651165670869712021335294577087971212113367818698797122210319655969879812420930155810668496123206298479116583951212042964161264829412020329436413638194120203294320146381931192022942941563819311920229329316628193119202293293176280921192012932931861809211820129229219617991117200292292206079911172002912912160789011619929029022597789116198290290235876881151972892892457758711419628828825567486113195287287265573851121942862862754728411119328528528537183110192284284 2952708210819128328330516981107190282282 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 6151724441572933117261925451583352342372028511553511778482232561533521379592435581533451095611263761153332888712293963153317734812294065153301617912304167152284525101230426815226845211123143691522523921213314369152243343131331436915224430214133143701522442671513314470152244244161331447015224424417133244701532442441814324670153244244191432497115324524520153351711542452452115335372154246246221534567215524624623153458721552462462415346072155246246251534627215524624626153465721552462462715346772155246246281533707215524624629153372721542462463015337574154246246 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 610121939152292311420121939152334233531132144148350177241142448146351137452162750146343109063193053146331884752131551463167318522335814629961495233460146283522106243662146266449116243663146250390126253763146237341136253763146237300146253763146237266156253963146237237166254163146237237176254463146237237186254663146237237197254863146237237207255163146237237218255363146237237229255563146237237239255763146237237249256063146237237251025626414623723726102565661462372372710256768146237237281125707014623723729112672711462372373011267472146237237 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 6101021441723023230201021441723452422 31112349167361183641132654164362142251162858163354112762193359162341914742237601613257558625386016030863499314259159291539101134435815827446411113342581572574021210324359157248352139324359156247310149324459155247274159324460155246246169324460154245245179324560153244244189324860152244244199324960152244244209325260153244244219325560153244244229325760152244244239325962152243243249326164151243243251032646615124224226103266681502412412711326970150241241281132717214924024029113274741482402403012327675148239239

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 61778995116229322334427688951152283582522375889611922337619194748898122220378148957488991222183701182 674891001242163579597739010012421434179287289100124213323665971881001252113055651070881001262103014861169879912620830042112688698124207298368136685971232062973231465839512220429629615648294120203294294166381931192022932931762809211820129229218617991117200292292196078901171992912912059779011619829029021587789115198289289225775881141972882882356748611319528728724557385112194286286255472841101932852852653718310919228328327527082108191282282285069811071902812812949688010618928028030486779105188279279 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 615062698920230432562506269892023492451350637194197366186445063739719536814475496475981943611149650657610019234893375067771011913327718496677102190315648 94866771031892985511048667810418828147411476678104187278411124765771041862783591346657710318627731614466476102185276279154563761021842762761644637510118427527517446274101183275275184362741001832742741943617310018227427420436173991822732732142617399182273273224260729918127327323416072981812722722441597197180271271254058709717927127126395870961792702702739577095178269269283856729417726926929375575941762682683036557793176267267 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 61869810512523833134232869810412523836325653849710512823237919414839610613022837914995839710813122737011866839911013422635595878410111113522633879088410211213722532066198510211414022531756110851031151412253164811185103115142224316417 128410211514122431536313831021141402233143191482100113139221313313158199111138220312312168098110137219311311177997109136218310310187896108135217309309197795107134216308308207694106132215307307217593105131214305305227392104130213304304237290102129211303303247089101127210301301256987991262083003002667869812420729829827668496123205297297286483951212042952952963819312020229429430628092118201292292 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 61253844651773013222226384565178345241932638477017336118354253949731703621421525405174169353112662642537616934091372743547816832575482643547916730863392644558116629153810264456821662744631126445682165257401122543568216525635113254355811642553091424425481163255273 1524425480163254254162341538016225425417234153791622532531823415379162253253192241537916225325320234153791622532532123415479162253253222341567916225325323224159791622532532422416179162253253252240647916125325326224066781612522522721406978161252252282139717816025225229213973771602512513020397677160251251

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 6100421134283300820162213532422573118271313391713413113112934013295141333129333105562416371293218567251939129306708827214112929159593724431292745061049264512925843611492847130243378124103146129228331134113347129221291145113547129221258156133846128220230166134045128219219176154247128219219 186154549128219219197164751128219219207174953129220220217185254129220220229195457129220220239205659129220220249205860129220220251022616212922022026102263641292202202710246666131220220281124686813222022029112471701332202203011267372135220220 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 61385056771903013214238505777190343241033851598218536018284385161851833611417538536487182353112463954658918134091274056679018132575483956679218030863493957689417929153910395769951792744641138576995178269403123856689517726935213375668941772683101437556794176268274153655679317626726716365466921752672671735546692175266266183553659217426626619355365911742652652034536591174265265 2134536591174265265223452649017326426423335164901722642642432516389172263263253250648817126226226314966881702622622730496987170261261282948718616926026029294774851682592593028467685167259259 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 61102229491622923107214263253165333233131629386016434917694193343671643501371521364770166343108962137487216433188472643537716731673182643537816630061492744568216728352310284759851682674501130486086169261390123149618717026134213314962881702623011431506288171262266153250628817126226216315062881712622621732506288171262262183150628817126226219314962881702622622031506288171262262213150628817126226222314961881702622622331496187170261261 2430496187170261261253048628716926126126294865861692602602729476786168260260282847708516825925929284672851672592593027467484167258258 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 61142632531662953149215273354166337236231528365916335317924162939631613541389517314265161347110261834446816133489471936467016131973982037487216030362192038497516028652910213951771612694551121395178161253395122140527816125234513214052781612523041421405278161252269152140527816125225216213952781602522521721405278161252252182140527816125225219214052781612522522021405278161252252212140537816125225222213956781602522522320395877160251251242038617715925125125193862761592502502619376576158250250 2719376775158249249281837707515824924929183672741572482483017367574157248248 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 6148606687200303324125062688920134924493526573961993671865453677710119836914485556981104199361115065772831072003489337587585109200333771859768611119931564795977881141992985501059778911619929147311597890116199290410125977891161982903591358778911519828931614587688114197288288155775871141962882881656758711319628728717567486112195286286185573861121942862861955738511119428528520547284111193285285215372841101932842842253718310919228328323527082108191282282245169811081902822822550688010718928128126496779106188280280274866791051872792792847667810418727827829466577103186277277

30456477102185276276 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 6179919811823132434382859710412423737026123871001081312353911997488102112135233394155559110611714023538812396941101201442373751007796113123147237359834898115126151239342702999117128154240331598101001181301562403315151110011813115724033144712100118130156239330391139811712915523832934414971161281542373283281596114126152235327327169411312515123432532517931111231502323243241892110122148231322322199010912114723032132120891071191462283203202187106118144227318318228610411614222531631623841021141412233153152482101113139222313313258099111137220311311267997109135218309309277795107134216308308287594106132215306306297392104130213304304307290102129211303303 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 61820274716029931872102329491623412391312253356160357181341428386115935814055163042651603501114618334468160337903719364670161322746820374872161305627920384975160288533102039517716027145811213951771602553981220395177160251348132038517715925130614203850761592502711519374976158250250161837497515824924917183749751582492491818364875157249249191836497515724924920183752751582492492118375375158249249221837567515824924923183759751582492492418366175157249249251836647515724924926183666741572482482718366974157248248281736717415724824829173573741562482483017357674156248248 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 618810010612724033333362891011081282413552501 39010311113423737218984911041141382363731471592106117140236365116669310911914323635294579411112114523533678189411212214723532765599411212314923532655710931111241502333254791192111123149232323415129110912114823032236313891081201462293203201488106118144227318318158610411714322531731716841031151412243153151783101113140222314314188210011213822131231219819911113722031131120809811013621931031021799710913521830930922779610813421730830823769510713321630730724759310613221430630625749210413121330530526739110312921230330327729010212821130230228708910112721030130129698810012620930030030688799125208299299 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 612903023083294425353504286981041252373712629387100108131235389199648910211213623439115475901051161392353831227 69210811914323536999579411112114523535282289511212314823633569099611412515123632858710961141261522363285051196115127153236327438129711512715323632738213971151271542363283361497116128154237328328159811612815423732832816981171291552383293291799117130156238330330181001181301572393313311910011913115724033133120101119131157240331331211011191311572403313312210011813015723933133123991181301562393303302498117129155238329329259711512715423632832826961141261522353263262794113125151234325325289311112314923232332329911101221482313223223090108120146229320320

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 6104113114428830622041131144329230131513361403461748416153913734713555171841136339107662920431363278737211214513531272282112246134296606 94112448134280516104112749133263444114122950133247385124123150133232337135123451133225297145123651133225263156133851134225234166134151134226226176154352135226226186154553135227227197174853136228228207175054137228228218185256138229229229195557139230230239205759139230230249216062140231231251022626414023123126102265661402322322710246667141232232281124696914123223229112671711412322323011267472141233233 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 61455763841962983181245576484197340238434558668919335618094455868921903581403545607194189350111464662739618933890474763739718832374884664749918730662994664751011872895351046647610218627746111456375102184276400 12446274101183275350134361739918227330814416072981812722731540597197180271271163958709617927027017385769951782692691838566894177268268193755689417626826820375567931762672672136556793176267267223654669217526626623355366921742662662434536591174265265253452649017326426426335166901722642642732516989172263263283250718817126226229314974881702622623030497687170261261 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 6110711912614625935233752109121127148260360253731101231321542583771927411212613616025737914965114129140163258372118961171321431672593609677119135146169260351801811913714717226035267491201381491752603525751012013815017726035249511120138150177260351431121191381501762593503771311813614917525734934914117135147173256347347 1511513414617225534634616113132144170253344344171121301421682513423421811012814016624934134119108126138165247339339201061251371632463373372110512313516124433533522103121133160242334334231011191321582403323322499118130156239330330259711612815423732832826951141261522353263262794112124150233324324289211012214923132332329901081211472293213213088107119145228319319 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 61160172179199312405379021681801872073204132876317318619421732042321864175189199223320424169251771912022253214151339617819320422832041210837178195205229320411892817819520623031941074791771952062323184096341017719520723331740854411176194206232315407470121741922042303134044101317119020222831140240214168187199225308399399151661841962223053963961616318119321930239339317160178190217299391391 18157175188214296388388191541731852112943853852015117018220829138238221148167179205288379379221451641762022853763762314216117319928237337324139158170196279370370251361551671932763673672613315216419027336436427130149161187270361361281281461581842673583582912514315518226435635630122141153179262353353

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 61243642631752883070225374364177330230432538466917334517484263949731713461355526415275171339107562743547817032787272845557917031272182845568116929660692845578216827951610274658841672634441127465884167258385122745578416625833713274557831662572971426455783166257263152645578316625725716264557831662572571726455783166257257182745578316625725719274557831662572572027455784166258258 2127455884166258258222745578416625825823274557841662582582427456083166257257252645628316625725726264565831662572572726446783165257257282644708216525625629254472821652562563025437482164256256 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 61233542621752963156225374464177339237432740487117435618044284252761743571400530455679175350111163248598317533790273451618517532274683552638717630562693553649017628853310365466931762724581137556794177268398123756689417726834813375668941772683061437566894177268271153756689417726826816375668941772682681738566894177268268183856689417726826819385668951772692692038576995178269269213857699517826926922385769951782692692338566995177269269 2438566894177268268253756689417726826826375567931762672672736556993176267267283654719217526626629355373921742662663034537691174265265 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 6109163614929431382011173815033723563113214414735317894115254914635413875318295214734611006520315514733489377233457148319738872435601483026209725366214828552710726386414726845311826386414725239312726386414723834413726386414723830314725376414623826815725396414623823816725416314623723717725446314623723718725466314623823819725496414623823820826516414723823821826536514723923922926566514823923923927586514823923924927606514823923925102762651482392392610276566148239239 2710276768148239239281127707014823923929112772721482392393012277574148239239 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 61284047671802943134229414868181336235132841497217635217844284151751733531382528425376172345109763046578017333388972945557917031773583249598417230161793149608617128452510274557831672674521123425480163254392122039517716025134213183749751582493011417354773156247266151534467215524624616143245711532452451713324470153244244181331466915224424419123148691522432432012315169152243243211231536915224324322123156691522432432312315769152243243241231606915224324325123062691512432432612306569151243243271230676815124324328123070701512422422911307272151242242 3011307474151242242 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 61228240247267380480537722212332402603735333962321422723525836154429354207221231255353532221952022172282513465111722619821322424834048413707194211221245335456111381902072172423304279209185203214240326417773101811992112383214136571117719620823431740856412173191204230313404488131691871992263084004261416518319522230439639615161179191218300392392161571761882142973883881715417218421129338538518151169181207290381381191471661782042873783782014416317520128437537521141160172198281372372221381561681952773693692313515316519227436636624132150162189271363363251291471591862683603602612614415718326535735727123142154180263354354281211391511772603513512911813614917525734934930116134146172255346346 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 61014254916530132152014254916534424143117285416236018324220315916036114195323366516135311266627396716234191378314270162325754811354674162308633913385076162291539101440517716227446311154153781622574021216425479162253351131744558016225330914174455801622532741518455680162253253161845568016125325317184556801622532531818455680162253253191845568016225325320184556801622532532118455680162253253221845578016225325323184559801622532532418456180162253253251845648016125325326184566801612522522718456980161252252281845718016025225229184573801602512513018457680160251251 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 610041112428530312016131233272279 3118151183421730413111811534413425141320115336106562416231143248647251926114309715827212811429360194724301142775111049273211426144011492835114245382124103137114230334135113439115216294145123541115206261156133843115207232166134146116207208176154248116207207186154549118208208197174852119208208207175053122209209218185256123209209229195557126210210239205759127210210249206061128210210251022616413021021026102264651312102102710246667133210210281124686913421021029112671701352102103011267372136210210

Annex

ANNEX III Volatility adjustment to the relevant risk-free interest rate term structure CurrencyNational insurance marketVolatility adjustment (in bps)EuroAustria23EuroBelgium23EuroCroatia23EuroCyprus23EuroEstonia23EuroFinland23EuroFrance23EuroGermany23EuroGreece23EuroIreland23EuroItaly23EuroLatvia23EuroLithuania23EuroLuxembourg23EuroMalta23EuroNetherlands23EuroPortugal23EuroSlovakia23EuroSlovenia23EuroSpain23Czech korunaCzechia16Danish kroneDenmark17ForintHungary8KronaSweden6LevBulgaria16Pound sterlingUnited Kingdom15Romanian leuRomania5ZlotyPoland16KrónaIceland47Norwegian kroneNorway46Swiss francLiechtenstein–3Swiss francSwitzerland–3Australian dollarAustralia25Canadian dollarCanada26Renminbi-yuanChina3