Commission Implementing Regulation (EU) 2019/1285 of 30 July 2019 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 2019 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)

Changes over time for: Division 3.

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Changes and effects yet to be applied to Annex II Division 3:

Regulation power to modify conferred by 2023 c. 29 s. 3 Sch. 1 Pt. 3
Regulation revoked by 2023 c. 29 Sch. 1 Pt. 3

3. Other exposures U.K.

3.1 Euro U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	1	15	21	44	164	297	3 044
2	1	15	21	44	164	335	2 257
3	1	15	23	48	159	348	1 699
4	1	16	26	52	156	347	1 310
5	2	18	30	54	156	338	1 038
6	3	21	32	58	156	324	842
7	5	23	34	60	156	309	696
8	5	24	36	62	156	293	585
9	5	25	37	65	156	276	498
10	5	26	39	67	156	260	429
11	6	26	39	68	156	250	373
12	6	26	39	68	156	250	327
13	6	26	39	68	156	250	288
14	6	26	39	68	156	250	255
15	6	26	39	68	156	250	250
16	6	26	42	68	156	250	250
17	6	26	44	68	156	250	250
18	6	26	46	68	156	250	250
19	7	26	49	68	156	250	250
20	7	26	52	68	156	250	250
21	7	26	53	68	156	250	250
22	8	26	56	68	156	250	250
23	8	26	58	68	156	250	250
24	8	26	61	68	156	250	250
25	9	26	63	68	156	250	250
26	9	26	66	68	156	250	250
27	9	26	68	70	156	250	250
28	10	26	71	72	156	250	250
29	10	26	73	74	156	250	250
30	11	26	76	75	156	250	250

3.2 Czech koruna U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	7	21	27	50	171	308	3 170
2	9	23	29	52	173	347	2 348
3	9	23	32	57	167	360	1 764
4	9	24	35	61	165	358	1 359
5	9	26	38	62	164	348	1 074
6	10	28	40	65	164	334	870
7	11	30	41	66	163	318	718
8	11	30	42	68	162	301	603
9	11	31	43	71	162	283	513
10	11	31	44	73	161	266	442
11	10	31	44	73	161	254	383
12	10	30	43	72	160	254	335
13	9	30	43	72	160	253	295
14	9	29	42	71	159	252	262
15	8	29	42	71	159	252	252
16	7	28	42	70	158	251	251
17	7	28	45	70	158	251	251
18	7	28	48	70	158	251	251
19	7	28	50	70	158	251	251
20	8	28	52	70	158	252	252
21	8	28	55	71	159	252	252
22	8	29	57	71	159	252	252
23	8	29	60	71	159	252	252
24	8	29	62	71	159	252	252
25	9	29	65	71	159	252	252
26	9	29	67	71	159	252	252
27	10	29	70	72	159	252	252
28	10	29	72	73	159	252	252
29	10	29	75	75	159	252	252
30	11	29	77	77	159	252	252

3.3 Danish krone U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	1	14	21	43	164	297	3 043
2	1	14	21	43	164	335	2 256
3	1	15	23	48	159	348	1 698
4	1	16	26	52	156	346	1 310
5	1	18	30	54	156	338	1 038
6	3	20	32	57	156	324	841
7	4	23	34	60	156	309	696
8	5	24	35	62	156	293	585
9	5	25	37	65	156	276	498
10	5	26	39	67	156	260	429
11	5	26	39	68	156	249	373
12	5	26	39	68	156	249	327
13	5	26	39	68	156	249	288
14	5	26	39	68	156	249	255
15	5	26	39	68	156	249	249
16	5	26	42	68	156	249	249
17	6	26	44	68	156	249	249
18	6	26	46	68	156	249	249
19	7	26	49	68	156	249	249
20	7	26	52	68	156	249	249
21	7	26	53	68	156	249	249
22	8	26	56	68	156	249	249
23	8	26	58	68	156	249	249
24	8	26	61	68	156	249	249
25	9	26	63	68	156	249	249
26	9	26	66	68	156	249	249
27	9	26	68	70	156	249	249
28	10	26	71	72	156	249	249
29	10	26	73	74	156	249	249
30	11	26	76	75	156	249	249

3.4 Forint U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	77	90	97	119	240	335	3 081
2	73	86	93	115	236	340	2 296
3	75	89	98	123	233	354	1 731
4	73	88	98	124	228	354	1 340
5	71	88	100	124	226	346	1 064
6	71	88	100	125	224	334	865
7	70	89	100	125	222	319	717
8	69	88	100	127	221	314	603
9	68	88	100	128	219	313	514
10	65	85	98	127	216	309	443
11	62	83	96	125	213	306	385
12	61	81	94	124	212	305	338
13	60	81	94	123	211	304	304
14	60	80	93	122	210	304	304
15	59	80	93	122	210	303	303
16	59	79	92	121	209	303	303
17	58	79	92	121	209	302	302
18	57	78	91	120	208	301	301
19	57	77	90	120	207	301	301
20	56	77	90	119	207	300	300
21	55	76	89	118	206	299	299
22	55	75	88	117	205	298	298
23	54	74	87	116	204	297	297
24	53	73	86	115	203	296	296
25	52	72	85	114	202	295	295
26	50	71	84	113	201	294	294
27	49	70	83	112	200	293	293
28	48	69	82	111	199	292	292
29	47	68	81	110	198	291	291
30	46	67	80	109	197	290	290

3.5 Krona U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	5	18	25	47	168	298	3 058
2	7	20	27	49	170	336	2 268
3	7	21	30	55	165	349	1 707
4	8	23	33	59	163	348	1 317
5	9	25	37	61	164	339	1 043
6	10	28	39	65	163	326	846
7	11	30	41	67	163	311	700
8	11	31	42	69	163	294	588
9	11	31	43	71	162	278	501
10	11	31	44	73	162	261	432
11	11	31	44	73	161	255	375
12	10	31	44	73	161	254	329
13	10	31	44	73	161	254	290
14	10	30	43	73	161	254	258
15	10	30	43	73	161	254	254
16	9	30	43	72	160	253	253
17	9	30	45	72	160	253	253
18	9	30	48	72	160	253	253
19	9	30	49	72	160	253	253
20	10	30	52	73	161	254	254
21	10	31	55	73	161	254	254
22	10	31	57	73	161	254	254
23	11	31	60	73	161	255	255
24	11	31	62	74	161	255	255
25	11	31	65	74	161	255	255
26	11	31	67	74	161	255	255
27	11	31	70	73	161	255	255
28	11	31	72	74	161	255	255
29	11	31	75	75	161	254	254
30	11	31	77	77	161	254	254

3.6 Kuna U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	45	59	65	88	208	304	3 065
2	49	62	69	91	212	337	2 276
3	53	67	76	101	211	350	1 713
4	55	70	81	107	211	349	1 321
5	57	73	85	110	212	341	1 048
6	58	76	88	113	212	328	851
7	59	78	89	114	211	313	705
8	58	78	89	116	210	303	593
9	57	77	89	118	209	302	506
10	56	77	89	118	207	300	436
11	55	75	88	117	206	299	379
12	53	74	87	116	204	297	332
13	52	72	85	115	203	296	296
14	51	71	84	113	201	294	294
15	49	70	83	112	200	293	293
16	48	69	82	111	199	292	292
17	48	68	81	110	198	291	291
18	47	67	80	110	197	291	291
19	46	67	80	109	197	290	290
20	45	66	79	108	196	289	289
21	45	65	78	108	196	289	289
22	44	65	78	107	195	288	288
23	43	64	77	106	194	287	287
24	42	63	76	105	193	286	286
25	42	62	75	104	192	285	285
26	41	61	74	104	191	285	285
27	40	60	73	103	191	284	284
28	39	60	72	102	190	283	283
29	38	59	75	101	189	282	282
30	37	58	77	100	188	281	281

3.7 Lev U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	14	20	43	164	297	3 041
2	0	14	20	43	164	334	2 255
3	1	14	23	48	158	347	1 697
4	1	15	26	51	155	346	1 309
5	1	17	29	53	155	337	1 037
6	2	20	31	57	155	324	841
7	4	22	33	59	155	309	695
8	4	23	35	61	155	292	585
9	4	24	36	64	155	276	498
10	5	25	38	67	155	259	429
11	5	25	38	67	155	249	373
12	5	25	38	68	155	249	326
13	5	25	38	68	155	249	288
14	5	25	38	68	155	249	255
15	5	25	39	68	155	249	249
16	5	25	42	68	155	249	249
17	6	25	44	68	155	249	249
18	6	25	46	68	155	249	249
19	7	25	49	68	155	249	249
20	7	25	52	68	155	249	249
21	7	25	53	68	155	249	249
22	8	25	56	68	155	249	249
23	8	25	58	68	155	249	249
24	8	25	61	68	155	249	249
25	9	25	63	68	156	249	249
26	9	25	66	68	156	249	249
27	9	25	68	70	156	249	249
28	10	25	71	72	156	249	249
29	10	25	73	74	156	249	249
30	11	25	76	75	156	249	249

3.8 Pound sterling U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	11	22	45	183	303	3 105
2	0	11	22	45	183	341	2 303
3	1	11	24	50	177	354	1 733
4	1	13	26	56	174	353	1 337
5	1	16	28	59	172	344	1 058
6	2	18	33	60	171	330	857
7	2	21	36	60	170	314	709
8	4	24	37	60	169	297	595
9	7	31	42	59	168	280	507
10	10	34	42	57	167	264	436
11	9	33	41	56	166	260	379
12	7	32	41	56	165	259	332
13	6	31	41	56	165	258	292
14	6	31	42	57	164	257	259
15	6	31	42	57	163	256	256
16	6	31	42	57	162	255	255
17	6	31	45	57	161	254	254
18	6	31	47	57	160	253	253
19	7	31	49	57	160	253	253
20	7	31	52	57	161	254	254
21	7	31	54	59	161	254	254
22	8	31	57	61	161	254	254
23	8	31	59	63	160	253	253
24	8	31	61	64	160	253	253
25	9	31	64	66	159	252	252
26	9	31	66	68	159	252	252
27	9	31	68	70	158	251	251
28	10	31	71	72	158	251	251
29	10	31	73	75	157	251	251
30	11	31	76	77	157	250	250

3.9 Romanian leu U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	81	95	101	124	245	340	3 224
2	79	93	99	122	242	355	2 404
3	77	91	100	125	235	370	1 816
4	75	90	100	126	230	370	1 403
5	73	89	101	125	227	361	1 112
6	72	90	101	127	225	347	902
7	71	90	101	126	223	331	746
8	69	88	99	126	220	313	627
9	67	87	99	127	218	311	534
10	65	86	99	127	216	309	460
11	64	84	97	126	215	308	400
12	62	83	96	125	213	306	350
13	61	81	94	123	211	304	308
14	59	80	93	122	210	303	303
15	58	78	91	121	208	302	302
16	56	77	90	119	207	300	300
17	55	76	89	118	206	299	299
18	54	75	88	117	205	298	298
19	54	74	87	116	204	297	297
20	53	73	86	116	203	297	297
21	52	72	85	115	202	296	296
22	51	71	84	114	202	295	295
23	50	70	83	113	201	294	294
24	49	69	82	112	199	293	293
25	48	68	81	111	198	292	292
26	47	67	80	110	197	291	291
27	46	66	79	109	196	290	290
28	45	65	78	108	195	289	289
29	44	64	77	107	194	288	288
30	43	63	80	106	193	287	287

3.10 Zloty U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	54	68	74	97	218	313	3 132
2	53	67	73	95	216	345	2 330
3	52	66	74	99	210	359	1 757
4	50	66	76	102	206	358	1 357
5	49	66	78	102	204	349	1 075
6	49	67	78	104	202	336	872
7	49	68	79	104	201	320	721
8	48	67	78	105	199	303	606
9	46	66	78	107	198	291	516
10	45	66	79	107	196	290	444
11	45	65	78	107	195	289	386
12	44	64	77	107	194	288	338
13	43	64	76	106	194	287	298
14	42	63	76	105	193	286	286
15	42	62	75	105	192	286	286
16	41	61	74	103	191	285	285
17	40	61	74	103	191	284	284
18	39	60	73	102	190	283	283
19	39	59	72	102	190	283	283
20	39	59	72	102	189	283	283
21	38	59	72	101	189	282	282
22	38	58	71	101	189	282	282
23	37	58	71	100	188	281	281
24	37	57	70	100	188	281	281
25	36	57	70	99	187	280	280
26	36	56	69	98	186	279	279
27	35	55	70	98	185	279	279
28	34	55	72	97	185	278	278
29	33	54	76	96	184	277	277
30	33	53	78	96	183	277	277

3.11 Norwegian krone U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	26	40	46	68	189	307	3 149
2	27	40	47	69	190	346	2 339
3	25	40	48	73	183	359	1 760
4	24	40	50	76	180	358	1 357
5	24	41	53	77	179	348	1 074
6	25	43	54	80	178	334	870
7	26	44	55	81	177	318	719
8	25	44	56	83	177	301	604
9	25	45	57	85	176	284	514
10	24	45	57	86	175	268	442
11	24	44	57	86	174	268	384
12	23	43	56	86	174	267	336
13	22	43	56	85	173	266	296
14	21	42	55	84	172	265	265
15	21	41	54	84	171	265	265
16	20	40	53	83	171	264	264
17	19	40	53	82	170	263	263
18	19	39	52	82	170	263	263
19	19	39	52	82	169	263	263
20	19	39	53	82	169	263	263
21	19	39	55	82	170	263	263
22	19	39	57	82	169	263	263
23	19	39	60	81	169	263	263
24	18	39	62	81	169	262	262
25	18	39	65	81	169	262	262
26	18	38	67	81	169	262	262
27	18	38	70	81	168	262	262
28	17	38	72	80	168	261	261
29	17	38	75	80	168	261	261
30	17	37	77	80	168	261	261

3.12 Swiss franc U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	0	3	24	145	295	3 023
2	0	1	6	25	146	333	2 241
3	1	1	9	30	140	345	1 687
4	1	3	11	34	138	344	1 302
5	1	4	14	36	138	336	1 031
6	2	4	16	39	138	322	836
7	2	6	19	41	138	307	691
8	2	6	22	44	138	291	581
9	2	7	25	47	138	274	495
10	4	8	27	49	138	258	426
11	4	9	29	51	139	242	371
12	4	10	32	49	137	230	325
13	4	10	35	50	138	232	286
14	4	11	36	50	138	231	254
15	5	12	39	49	137	230	230
16	5	12	42	48	136	229	229
17	6	14	44	49	136	229	229
18	6	15	46	52	136	229	229
19	7	15	49	53	136	230	230
20	7	17	51	56	137	230	230
21	7	17	53	58	137	230	230
22	8	18	56	59	137	231	231
23	8	18	58	62	137	231	231
24	8	20	61	64	137	230	230
25	9	20	62	66	137	230	230
26	9	21	65	68	137	230	230
27	9	22	67	70	137	230	230
28	10	23	70	71	137	230	230
29	10	23	72	73	137	230	230
30	10	25	75	75	137	230	230

3.13 Australian dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	42	56	62	85	206	303	3 110
2	42	56	62	85	206	341	2 306
3	41	56	64	89	199	354	1 735
4	40	56	66	92	196	353	1 339
5	40	57	69	93	195	344	1 060
6	41	58	70	95	194	331	859
7	41	60	71	96	193	315	711
8	40	59	71	98	192	298	597
9	39	59	71	100	191	284	509
10	39	59	72	101	190	283	438
11	38	59	72	101	189	282	381
12	37	58	71	100	188	281	333
13	37	57	70	99	187	281	294
14	36	56	69	99	187	280	280
15	35	56	69	98	186	279	279
16	34	55	68	97	185	278	278
17	34	54	67	97	185	278	278
18	33	54	67	96	184	277	277
19	33	53	66	96	184	277	277
20	33	53	66	96	183	277	277
21	32	53	66	95	183	276	276
22	32	53	66	95	183	276	276
23	32	52	65	94	182	275	275
24	31	52	64	94	182	275	275
25	30	51	65	93	181	274	274
26	30	50	67	93	180	274	274
27	29	50	70	92	180	273	273
28	28	49	72	91	179	272	272
29	28	48	74	91	178	272	272
30	27	48	77	90	178	271	271

3.14 Baht U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	11	25	31	54	175	306	3 138
2	15	29	35	58	179	344	2 329
3	18	32	41	66	176	358	1 754
4	20	36	46	72	176	357	1 353
5	23	39	51	75	177	348	1 071
6	22	39	51	76	175	334	868
7	27	46	57	82	179	318	718
8	26	45	57	83	178	301	603
9	27	47	59	87	178	284	513
10	29	49	62	91	180	273	442
11	30	51	63	93	181	274	384
12	31	51	64	93	181	275	336
13	31	52	65	94	182	275	296
14	31	52	65	94	182	275	275
15	31	52	65	94	182	275	275
16	31	51	64	94	182	275	275
17	31	51	64	94	182	275	275
18	30	51	64	93	181	274	274
19	30	50	63	93	181	274	274
20	30	50	63	93	181	274	274
21	30	50	63	93	180	274	274
22	30	50	63	92	180	273	273
23	29	50	63	92	180	273	273
24	29	49	62	92	179	273	273
25	28	49	65	91	179	272	272
26	28	48	67	91	179	272	272
27	27	48	70	90	178	271	271
28	27	47	72	90	178	271	271
29	26	47	75	89	177	270	270
30	26	46	77	89	176	270	270

3.15 Canadian dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	11	24	31	53	174	307	3 155
2	12	25	32	54	175	346	2 338
3	12	27	35	60	171	359	1 759
4	13	28	38	64	168	357	1 356
5	13	30	42	66	168	348	1 073
6	15	33	44	70	168	334	869
7	17	35	46	72	168	318	718
8	17	36	47	74	168	301	603
9	17	37	49	77	168	284	513
10	17	38	51	79	168	267	442
11	18	38	51	80	169	262	384
12	18	38	51	81	169	262	336
13	18	39	51	81	169	262	296
14	18	39	52	81	169	262	262
15	18	39	52	81	169	262	262
16	18	38	51	81	169	262	262
17	18	38	51	81	169	262	262
18	18	38	51	81	169	262	262
19	18	38	51	81	169	262	262
20	18	39	52	81	169	262	262
21	18	38	55	81	169	262	262
22	18	38	57	81	168	262	262
23	17	38	60	80	168	261	261
24	17	38	62	80	168	261	261
25	17	37	65	79	167	260	260
26	16	37	67	79	167	260	260
27	16	36	70	79	166	260	260
28	15	36	72	78	166	259	259
29	15	36	74	78	166	259	259
30	15	35	77	78	165	259	259

3.16 Chilean peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	46	59	66	88	209	309	3 177
2	49	62	69	91	212	348	2 357
3	51	65	74	99	209	362	1 777
4	52	67	78	103	208	362	1 372
5	53	70	82	106	208	353	1 088
6	55	73	84	110	208	339	882
7	56	75	86	111	208	323	730
8	56	75	87	114	208	306	614
9	56	76	88	116	207	301	523
10	56	77	89	118	207	300	450
11	56	77	89	119	207	300	391
12	55	76	89	118	206	299	343
13	55	75	88	117	205	298	302
14	54	74	87	116	204	298	298
15	53	73	86	116	203	297	297
16	52	72	85	115	203	296	296
17	51	72	85	114	202	295	295
18	50	71	84	113	201	294	294
19	50	70	83	113	200	294	294
20	49	70	82	112	200	293	293
21	48	69	82	111	199	292	292
22	47	68	81	110	198	291	291
23	47	67	80	109	197	290	290
24	46	66	79	108	196	290	290
25	45	65	78	108	195	289	289
26	44	64	77	107	195	288	288
27	43	63	76	106	194	287	287
28	42	62	75	105	193	286	286
29	41	62	76	104	192	285	285
30	40	61	78	103	191	284	284

3.17 Colombian peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	77	90	97	119	240	335	3 270
2	81	94	101	123	244	360	2 441
3	81	95	104	129	239	374	1 841
4	80	96	106	132	236	374	1 423
5	83	99	111	136	238	365	1 127
6	85	102	114	139	238	352	915
7	87	105	116	142	238	335	758
8	88	107	119	145	239	333	638
9	89	109	121	149	240	333	544
10	89	109	122	151	240	333	468
11	89	109	122	151	239	333	407
12	88	108	121	151	238	332	356
13	87	107	120	149	237	330	330
14	85	106	119	148	236	329	329
15	84	104	117	146	234	328	328
16	82	103	116	145	233	326	326
17	81	101	114	144	231	325	325
18	79	100	113	142	230	323	323
19	78	99	111	141	229	322	322
20	77	97	110	140	227	321	321
21	75	96	109	138	226	319	319
22	74	94	107	137	224	318	318
23	72	93	106	135	223	316	316
24	71	91	104	133	221	315	315
25	69	90	103	132	220	313	313
26	67	88	101	130	218	311	311
27	66	86	99	129	217	310	310
28	64	85	98	127	215	308	308
29	63	83	96	126	214	307	307
30	61	82	95	124	212	305	305

3.18 Hong Kong dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	4	17	24	46	167	307	3 153
2	7	21	27	50	171	345	2 332
3	9	23	32	57	167	358	1 755
4	11	26	37	63	167	357	1 353
5	13	29	41	66	168	347	1 070
6	15	33	44	69	168	333	867
7	17	35	46	72	168	317	717
8	17	36	48	74	168	300	602
9	17	37	49	78	169	283	513
10	18	38	51	80	169	266	441
11	18	38	51	80	168	262	383
12	17	38	51	80	168	261	335
13	17	37	50	80	168	261	295
14	16	37	50	79	167	260	261
15	15	36	49	78	166	259	259
16	15	35	48	77	165	258	258
17	14	35	48	77	165	258	258
18	14	34	48	77	164	258	258
19	14	34	50	76	164	257	257
20	14	34	52	77	164	258	258
21	14	34	55	77	165	258	258
22	14	34	57	77	165	258	258
23	14	34	60	77	164	258	258
24	14	34	62	77	164	258	258
25	14	34	65	76	164	257	257
26	13	34	67	76	164	257	257
27	13	34	70	76	164	257	257
28	13	34	72	76	164	257	257
29	13	33	75	76	164	257	257
30	13	33	77	77	163	257	257

3.19 Indian rupee U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	90	103	110	132	253	348	3 375
2	90	104	110	133	253	369	2 514
3	89	104	112	137	248	384	1 896
4	89	104	115	141	245	384	1 465
5	89	106	118	142	244	375	1 160
6	90	108	120	145	244	360	940
7	91	110	121	146	243	343	777
8	91	110	122	149	243	336	653
9	90	110	122	151	242	335	556
10	89	110	122	151	240	333	478
11	88	108	121	150	238	332	415
12	86	106	119	149	236	330	363
13	84	104	117	147	235	328	328
14	82	102	115	145	233	326	326
15	80	101	114	143	231	324	324
16	78	99	112	141	229	322	322
17	76	97	110	139	227	320	320
18	75	95	108	138	226	319	319
19	73	94	107	136	224	317	317
20	72	93	106	135	223	316	316
21	71	92	105	134	222	315	315
22	70	91	104	133	221	314	314
23	69	90	103	132	220	313	313
24	68	88	101	131	219	312	312
25	67	87	100	130	217	311	311
26	66	86	99	128	216	310	310
27	64	85	98	127	215	308	308
28	63	84	97	126	214	307	307
29	62	83	96	125	213	306	306
30	61	82	95	124	212	305	305

3.20 Mexican peso U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	333	347	353	376	497	592	3 481
2	77	90	97	119	240	376	2 571
3	79	93	102	127	237	390	1 931
4	81	96	107	133	237	388	1 488
5	83	99	111	136	238	378	1 177
6	85	103	114	140	238	364	953
7	87	106	117	142	239	346	787
8	88	107	119	145	239	333	661
9	88	108	120	149	240	333	563
10	88	109	122	150	239	333	484
11	88	109	122	151	239	332	421
12	89	109	122	151	239	332	368
13	89	109	122	152	240	333	333
14	89	110	123	152	240	333	333
15	90	111	124	153	241	334	334
16	91	112	125	154	242	335	335
17	92	113	126	155	243	336	336
18	93	114	127	156	244	337	337
19	94	114	127	157	245	338	338
20	95	115	128	157	245	338	338
21	95	115	128	158	245	339	339
22	94	115	128	157	245	338	338
23	94	114	127	157	245	338	338
24	93	114	126	156	244	337	337
25	92	113	125	155	243	336	336
26	91	111	124	154	242	335	335
27	90	110	123	152	240	333	333
28	88	109	122	151	239	332	332
29	87	107	120	150	238	331	331
30	85	106	119	148	236	329	329

3.21 New Taiwan dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	5	12	34	155	301	3 089
2	0	5	12	34	155	339	2 292
3	1	5	14	39	149	353	1 725
4	1	5	16	42	146	351	1 331
5	1	6	18	43	145	342	1 053
6	2	8	20	45	144	329	853
7	2	10	21	47	143	313	705
8	2	10	22	48	142	296	592
9	2	10	25	50	141	279	504
10	4	10	27	52	141	262	434
11	4	11	30	53	141	246	377
12	4	11	32	53	141	234	330
13	4	11	35	53	141	234	291
14	4	12	38	53	141	234	258
15	5	12	39	53	141	234	234
16	5	13	42	53	141	234	234
17	6	14	45	54	142	235	235
18	6	15	47	54	142	235	235
19	7	15	49	55	143	236	236
20	7	17	52	56	144	237	237
21	7	17	54	59	144	238	238
22	8	18	57	61	145	238	238
23	8	19	60	63	146	239	239
24	8	20	61	65	146	239	239
25	9	20	64	66	147	240	240
26	9	22	66	68	147	240	240
27	9	22	69	71	147	241	241
28	10	23	72	73	148	241	241
29	10	24	74	75	148	241	241
30	11	25	77	77	148	242	242

3.22 New Zealand dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	48	62	68	91	211	307	3 134
2	49	63	69	91	212	344	2 323
3	48	63	71	96	207	357	1 749
4	48	63	73	99	203	356	1 349
5	48	64	76	100	202	347	1 068
6	49	66	78	103	202	333	865
7	49	67	78	104	200	317	716
8	48	68	79	106	200	300	601
9	48	68	80	108	199	292	512
10	47	67	80	109	198	291	441
11	46	66	79	108	196	289	383
12	44	65	77	107	195	288	335
13	42	63	76	105	193	286	296
14	41	61	74	104	192	285	285
15	40	60	73	102	190	284	284
16	38	58	71	101	189	282	282
17	37	57	70	100	188	281	281
18	36	56	69	99	186	280	280
19	35	55	68	98	185	279	279
20	34	55	68	97	185	278	278
21	34	54	67	97	184	278	278
22	33	54	67	96	184	277	277
23	32	53	66	95	183	276	276
24	32	52	65	95	182	276	276
25	31	51	65	94	182	275	275
26	30	51	67	93	181	274	274
27	30	50	70	92	180	273	273
28	29	49	72	92	180	273	273
29	28	49	75	91	179	272	272
30	28	48	77	90	178	272	272

3.23 Rand U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	111	124	131	153	274	369	3 408
2	112	125	132	154	275	371	2 531
3	113	127	136	161	271	386	1 907
4	113	129	139	165	269	386	1 472
5	114	131	143	167	269	376	1 166
6	116	133	145	170	269	362	946
7	117	135	146	172	268	362	783
8	116	135	147	173	267	361	658
9	115	135	147	176	267	360	561
10	115	135	148	177	266	359	483
11	113	134	147	176	264	357	420
12	112	132	145	174	262	355	368
13	110	130	143	172	260	353	353
14	107	128	141	170	258	351	351
15	105	126	139	168	256	349	349
16	103	123	136	166	253	347	347
17	101	121	134	163	251	344	344
18	98	119	132	161	249	342	342
19	96	117	130	159	247	340	340
20	95	115	128	157	245	338	338
21	93	113	126	156	244	337	337
22	91	112	124	154	242	335	335
23	89	110	123	152	240	333	333
24	87	108	121	150	238	331	331
25	86	106	119	148	236	329	329
26	84	104	117	147	234	328	328
27	82	103	116	145	233	326	326
28	80	101	114	143	231	324	324
29	79	99	112	142	229	323	323
30	77	98	111	140	228	321	321

3.24 Real U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	167	180	187	209	330	425	3 350
2	176	190	196	219	339	435	2 495
3	180	194	203	228	338	433	1 888
4	181	196	207	233	337	431	1 460
5	182	198	210	234	337	430	1 158
6	182	199	211	236	335	428	939
7	182	201	212	237	334	427	777
8	181	200	211	238	332	425	653
9	179	199	211	240	331	424	556
10	178	199	212	240	329	423	479
11	177	197	210	239	327	421	421
12	174	195	208	237	325	418	418
13	171	192	205	234	322	415	415
14	168	189	202	231	319	412	412
15	165	185	198	228	316	409	409
16	162	182	195	225	312	406	406
17	159	179	192	221	309	402	402
18	155	176	189	218	306	399	399
19	152	173	186	215	303	396	396
20	149	170	183	212	300	393	393
21	146	167	180	209	297	390	390
22	143	164	177	206	294	387	387
23	140	160	173	203	291	384	384
24	137	157	170	200	287	381	381
25	134	154	167	197	284	378	378
26	131	151	164	193	281	375	375
27	128	148	161	191	278	372	372
28	125	145	158	188	276	369	369
29	122	143	155	185	273	366	366
30	119	140	153	182	270	363	363

3.25 Renminbi-yuan U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	25	38	45	67	188	310	3 193
2	25	39	45	68	189	350	2 371
3	25	39	48	73	183	364	1 786
4	25	40	51	76	180	363	1 379
5	25	42	53	78	180	354	1 092
6	26	43	55	80	179	340	885
7	27	45	56	82	178	324	732
8	25	45	56	83	177	307	615
9	25	45	57	85	176	289	523
10	24	45	58	86	175	272	451
11	24	44	57	87	175	268	391
12	23	44	57	86	174	267	343
13	23	43	56	85	173	267	302
14	22	43	56	85	173	266	267
15	22	42	55	85	173	266	266
16	22	42	55	85	172	266	266
17	22	42	55	84	172	266	266
18	22	42	55	84	172	266	266
19	22	42	55	85	172	266	266
20	22	42	55	85	172	266	266
21	22	42	56	85	173	266	266
22	22	42	59	85	172	266	266
23	22	42	61	84	172	266	266
24	21	42	64	84	172	265	265
25	21	42	66	84	172	265	265
26	21	41	69	84	172	265	265
27	21	41	71	83	171	265	265
28	20	41	74	83	171	264	264
29	20	41	76	83	171	264	264
30	20	40	78	83	170	264	264

3.26 Ringgit U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	21	35	41	64	185	314	3 230
2	23	37	43	65	186	354	2 398
3	24	38	47	72	182	367	1 806
4	25	40	51	77	181	366	1 393
5	27	43	55	80	182	357	1 102
6	29	46	58	83	182	343	893
7	31	49	60	86	182	326	738
8	31	50	61	88	182	309	620
9	31	51	63	91	182	291	528
10	32	52	65	94	183	276	454
11	32	53	66	95	183	276	395
12	33	53	66	95	183	276	345
13	32	53	66	95	183	276	304
14	32	53	66	95	183	276	276
15	32	53	66	95	183	276	276
16	32	52	65	94	182	276	276
17	32	52	65	94	182	276	276
18	32	52	65	94	182	276	276
19	32	52	65	95	182	276	276
20	32	53	65	95	183	276	276
21	32	53	66	95	183	276	276
22	32	53	66	95	183	276	276
23	32	52	65	95	183	276	276
24	32	52	65	94	182	275	275
25	31	52	66	94	182	275	275
26	31	51	69	94	181	275	275
27	30	51	71	93	181	274	274
28	30	50	74	93	180	274	274
29	29	50	77	92	180	273	273
30	29	49	79	92	179	273	273

3.27 Russian rouble U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	121	135	141	164	284	380	3 464
2	120	133	140	162	283	378	2 571
3	118	132	141	166	276	391	1 936
4	117	133	143	169	273	390	1 494
5	117	134	146	170	272	380	1 182
6	117	135	146	172	270	366	958
7	118	136	147	173	269	362	792
8	117	136	148	174	268	362	665
9	116	136	148	176	267	360	567
10	116	136	149	178	266	360	488
11	115	135	148	178	266	359	423
12	114	134	147	177	264	358	370
13	112	133	146	175	263	356	356
14	111	132	145	174	262	355	355
15	109	129	142	172	260	353	353
16	107	127	140	170	257	351	351
17	104	124	137	167	255	348	348
18	102	122	135	165	252	346	346
19	100	120	133	162	250	343	343
20	97	118	131	160	248	341	341
21	95	116	129	158	246	339	339
22	93	113	126	156	244	337	337
23	91	111	124	153	241	335	335
24	88	109	122	151	239	332	332
25	86	107	120	149	237	330	330
26	84	105	118	147	235	328	328
27	82	103	115	145	233	326	326
28	80	100	113	143	231	324	324
29	78	99	111	141	229	322	322
30	76	97	110	139	227	320	320

3.28 Singapore dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	5	12	34	155	307	3 149
2	0	7	14	36	157	345	2 334
3	1	9	18	43	153	358	1 757
4	1	11	22	48	152	357	1 355
5	1	14	26	50	153	348	1 073
6	2	17	29	54	153	334	869
7	2	20	31	57	153	318	719
8	2	21	32	59	153	301	604
9	3	22	34	62	153	284	514
10	4	22	35	64	153	267	443
11	4	23	36	65	153	251	384
12	4	22	35	65	152	246	337
13	4	22	35	64	152	245	296
14	4	22	38	64	152	245	263
15	5	22	41	64	152	245	245
16	6	21	43	64	151	245	245
17	6	21	45	64	152	245	245
18	6	21	48	64	152	245	245
19	7	22	50	64	152	245	245
20	7	22	53	64	152	246	246
21	7	23	55	65	153	246	246
22	8	23	57	65	153	246	246
23	8	23	60	66	153	247	247
24	8	23	62	66	154	247	247
25	9	24	65	68	154	247	247
26	9	24	67	70	154	247	247
27	10	24	70	72	154	247	247
28	10	24	72	74	154	247	247
29	10	25	75	75	154	248	248
30	11	25	77	77	154	248	248

3.29 South Korean won U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	31	44	51	73	194	306	3 143
2	31	44	51	73	194	344	2 329
3	29	44	52	77	188	357	1 752
4	28	44	54	80	184	356	1 351
5	28	45	57	81	183	347	1 069
6	31	48	60	85	184	333	865
7	29	48	58	84	181	317	715
8	33	52	63	90	184	300	600
9	32	52	64	92	183	282	511
10	27	47	60	89	177	271	440
11	22	43	55	85	173	266	382
12	19	39	52	81	169	263	334
13	16	37	50	79	167	260	294
14	14	35	48	77	165	258	260
15	13	33	46	76	163	257	257
16	11	32	45	74	162	255	255
17	10	31	45	73	161	254	254
18	10	30	48	72	160	254	254
19	9	30	49	72	160	253	253
20	9	30	52	72	160	253	253
21	9	30	54	72	160	253	253
22	9	30	57	72	160	253	253
23	9	30	60	72	160	253	253
24	9	30	62	72	160	253	253
25	9	30	65	72	160	253	253
26	9	29	66	72	160	253	253
27	9	29	70	72	159	253	253
28	10	29	72	73	159	253	253
29	10	29	74	75	159	252	252
30	11	29	77	77	159	252	252

3.30 Turkish lira U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	194	207	214	236	357	452	4 245
2	190	203	210	232	353	448	3 103
3	184	199	207	232	343	455	2 305
4	180	195	205	231	335	449	1 757
5	175	192	204	228	330	435	1 381
6	172	189	201	226	325	418	1 109
7	169	187	198	224	320	414	909
8	164	184	195	222	316	409	758
9	160	180	192	221	312	405	642
10	156	177	190	218	307	401	550
11	152	173	186	215	303	396	475
12	148	169	182	211	299	392	414
13	144	165	178	207	295	388	388
14	140	161	174	203	291	384	384
15	137	157	170	200	288	381	381
16	134	154	167	196	284	377	377
17	130	151	164	193	281	374	374
18	127	148	161	190	278	371	371
19	124	145	158	187	275	368	368
20	122	142	155	185	272	366	366
21	119	140	152	182	270	363	363
22	116	137	150	179	267	360	360
23	114	134	147	177	264	358	358
24	111	132	145	174	262	355	355
25	109	129	142	171	259	353	353
26	106	127	140	169	257	350	350
27	104	124	137	167	255	348	348
28	102	122	135	164	252	346	346
29	99	120	133	162	250	343	343
30	97	118	131	160	248	341	341

3.31 US dollar U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	14	26	52	173	308	3 164
2	0	14	26	52	173	346	2 342
3	1	17	28	57	169	359	1 761
4	1	20	32	62	168	358	1 358
5	2	23	37	67	169	348	1 074
6	4	26	39	69	170	335	871
7	7	30	42	71	170	319	720
8	9	34	46	74	170	301	604
9	11	37	49	76	170	284	515
10	12	38	51	77	170	267	443
11	12	40	52	78	170	263	385
12	13	41	54	79	170	263	337
13	14	42	54	80	170	263	297
14	14	43	55	80	170	263	263
15	14	43	55	80	170	263	263
16	14	43	55	80	170	263	263
17	14	43	55	80	170	263	263
18	14	43	55	80	170	263	263
19	14	43	55	80	170	263	263
20	14	43	55	80	170	264	264
21	14	43	55	80	171	264	264
22	14	43	57	80	171	264	264
23	14	43	60	80	171	264	264
24	14	43	62	80	171	264	264
25	14	43	65	80	171	264	264
26	14	43	67	80	171	264	264
27	14	43	70	80	170	264	264
28	14	43	72	80	170	263	263
29	14	43	75	80	170	263	263
30	14	43	77	80	170	263	263

3.32 Yen U.K.

Duration (in years)	Credit quality step 0	Credit quality step 1	Credit quality step 2	Credit quality step 3	Credit quality step 4	Credit quality step 5	Credit quality step 6
1	0	0	3	12	133	298	3 058
2	0	1	6	14	131	336	2 267
3	1	1	9	17	125	349	1 706
4	1	3	11	19	121	348	1 315
5	1	4	14	22	120	338	1 041
6	2	4	16	25	120	325	843
7	2	6	19	28	119	309	697
8	2	6	22	30	119	293	586
9	2	7	25	32	119	276	499
10	4	8	27	34	119	259	429
11	4	9	29	37	120	243	373
12	4	10	32	39	120	228	326
13	4	10	35	41	120	214	287
14	4	11	36	43	120	213	255
15	5	12	39	46	121	214	227
16	5	12	42	48	121	214	214
17	6	14	44	49	121	214	214
18	6	15	46	52	122	215	215
19	7	15	49	54	122	215	215
20	7	17	52	56	123	216	216
21	7	17	53	58	124	217	217
22	8	18	56	59	125	217	217
23	8	18	58	62	126	217	217
24	8	20	61	64	129	218	218
25	9	20	63	66	130	218	218
26	9	21	66	68	130	218	218
27	9	22	67	70	132	218	218
28	10	23	70	71	133	218	218
29	10	23	73	73	134	218	218
30	10	25	75	75	135	218	218

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Commission Implementing Regulation (EU) 2019/1285Show full title

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3. Other exposures U.K.

3.1 Euro U.K.

3.2 Czech koruna U.K.

3.3 Danish krone U.K.

3.4 Forint U.K.

3.5 Krona U.K.

3.6 Kuna U.K.

3.7 Lev U.K.

3.8 Pound sterling U.K.

3.9 Romanian leu U.K.

3.10 Zloty U.K.

3.11 Norwegian krone U.K.

3.12 Swiss franc U.K.

3.13 Australian dollar U.K.

3.14 Baht U.K.

3.15 Canadian dollar U.K.

3.16 Chilean peso U.K.

3.17 Colombian peso U.K.

3.18 Hong Kong dollar U.K.

3.19 Indian rupee U.K.

3.20 Mexican peso U.K.

3.21 New Taiwan dollar U.K.

3.22 New Zealand dollar U.K.

3.23 Rand U.K.

3.24 Real U.K.

3.25 Renminbi-yuan U.K.

3.26 Ringgit U.K.

3.27 Russian rouble U.K.

3.28 Singapore dollar U.K.

3.29 South Korean won U.K.

3.30 Turkish lira U.K.

3.31 US dollar U.K.

3.32 Yen U.K.

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