Commission Implementing Regulation (EU) 2016/165 of 5 February 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 1 January until 30 March 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II) (Text with EEA relevance)

Changes over time for: Division 2.

Alternative versions:

Changes to legislation:

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Changes and effects yet to be applied to Annex II Division 2:

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

2. Exposures to financial institutions U.K.

2.1. 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	6	22	49	132	246	603	1 340
2	6	22	49	132	246	603	1 075
3	7	24	50	123	242	599	873
4	8	27	52	125	241	598	720
5	9	29	58	127	240	598	602
6	11	32	61	131	240	598	598
7	12	34	63	133	240	598	598
8	12	35	62	131	240	598	598
9	12	36	62	129	240	598	598
10	13	37	62	129	240	598	598
11	13	38	62	129	240	598	598
12	14	39	62	129	240	598	598
13	14	39	62	129	240	598	598
14	14	40	62	129	240	598	598
15	14	40	62	129	240	598	598
16	14	40	62	129	240	598	598
17	14	39	62	129	240	598	598
18	14	39	62	129	240	598	598
19	14	40	62	129	240	598	598
20	15	40	62	129	240	598	598
21	15	40	62	129	240	598	598
22	15	40	62	129	240	598	598
23	16	40	62	129	240	598	598
24	16	40	62	129	240	598	598
25	18	40	62	129	240	598	598
26	18	40	62	129	240	598	598
27	19	40	62	129	240	598	598
28	19	40	62	129	240	598	598
29	19	40	62	129	240	598	598
30	21	40	62	129	240	598	598

2.2 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	10	26	53	136	250	607	1 347
2	12	28	55	139	252	609	1 082
3	13	31	57	130	249	606	879
4	15	33	59	131	247	605	724
5	16	36	64	134	247	604	605
6	17	38	67	137	246	604	604
7	17	40	68	138	246	603	603
8	17	40	67	136	245	603	603
9	17	40	67	134	245	603	603
10	17	41	66	133	245	602	602
11	17	41	66	133	244	602	602
12	17	42	66	132	244	601	601
13	16	42	65	132	243	601	601
14	16	42	64	131	242	600	600
15	16	41	64	131	242	600	600
16	15	40	63	130	241	599	599
17	15	40	63	130	241	599	599
18	14	40	63	129	241	598	598
19	14	40	63	129	241	598	598
20	15	40	63	130	241	599	599
21	15	41	63	130	241	599	599
22	15	41	64	130	242	599	599
23	16	41	64	130	242	599	599
24	16	41	64	131	242	600	600
25	18	41	64	131	242	600	600
26	18	41	64	131	242	600	600
27	19	41	64	131	242	600	600
28	19	41	64	131	242	600	600
29	20	41	64	131	242	600	600
30	21	41	64	131	242	600	600

2.3 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	5	22	49	132	245	603	1 340
2	5	22	49	132	245	603	1 075
3	6	24	50	123	242	599	873
4	8	26	52	124	240	598	720
5	9	29	58	127	240	598	602
6	11	32	61	131	240	598	598
7	12	34	63	133	240	598	598
8	12	35	62	130	240	598	598
9	12	35	62	129	240	598	598
10	12	37	62	129	240	598	598
11	13	38	62	129	240	598	598
12	13	38	62	129	240	598	598
13	14	39	62	129	240	598	598
14	14	39	62	129	240	598	598
15	14	39	62	129	240	598	598
16	14	39	62	129	240	598	598
17	14	39	62	129	240	598	598
18	14	39	62	129	240	598	598
19	14	39	62	129	240	598	598
20	15	39	62	129	240	598	598
21	15	39	62	129	240	598	598
22	15	39	62	129	240	598	598
23	16	39	62	129	240	598	598
24	16	39	62	129	240	598	598
25	18	39	62	129	240	598	598
26	18	39	62	129	240	598	598
27	19	39	62	129	240	598	598
28	19	39	62	129	240	598	598
29	19	39	62	129	240	598	598
30	21	39	62	129	240	598	598

2.4 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	90	106	133	216	329	687	1 365
2	84	100	127	211	324	682	1 105
3	88	105	131	204	323	680	902
4	86	104	130	202	318	676	744
5	84	104	132	202	315	673	673
6	83	104	133	203	312	670	670
7	81	103	132	202	310	667	667
8	79	102	130	198	308	666	666
9	78	102	128	195	307	664	664
10	74	99	124	191	302	660	660
11	72	96	121	188	299	657	657
12	70	96	119	186	297	655	655
13	70	95	118	185	296	654	654
14	69	95	118	184	296	653	653
15	69	94	117	184	295	653	653
16	68	94	116	183	294	652	652
17	67	93	116	182	294	651	651
18	67	92	115	182	293	651	651
19	66	91	114	181	292	650	650
20	65	90	113	180	291	649	649
21	64	90	113	179	291	648	648
22	63	89	112	178	290	647	647
23	62	88	111	177	289	646	646
24	61	87	110	176	288	645	645
25	60	86	109	175	286	644	644
26	59	85	107	174	285	643	643
27	58	84	106	173	284	642	642
28	57	82	105	172	283	641	641
29	56	81	104	171	282	640	640
30	55	80	103	170	281	639	639

2.5 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	10	26	53	137	250	607	1 335
2	12	28	55	138	252	609	1 073
3	14	31	57	131	249	606	873
4	16	34	60	132	248	606	721
5	17	37	66	135	248	606	606
6	18	39	69	139	248	605	605
7	19	41	70	140	247	605	605
8	18	41	69	137	247	604	604
9	18	42	68	135	246	604	604
10	18	42	68	134	246	603	603
11	18	43	67	134	245	603	603
12	18	43	67	133	245	602	602
13	18	43	66	133	244	602	602
14	17	43	66	132	244	601	601
15	17	42	65	132	243	601	601
16	16	42	65	131	242	600	600
17	16	41	64	131	242	600	600
18	16	41	64	131	242	600	600
19	16	41	64	131	242	600	600
20	16	42	64	131	242	600	600
21	16	42	65	131	243	600	600
22	17	42	65	132	243	601	601
23	17	42	65	132	243	601	601
24	17	42	65	132	243	601	601
25	18	42	65	132	243	601	601
26	18	42	65	132	243	601	601
27	19	42	65	132	243	601	601
28	19	42	65	132	243	601	601
29	21	42	65	132	243	601	601
30	21	42	65	132	243	601	601

2.6 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	54	70	97	180	294	651	1 391
2	57	73	101	184	297	655	1 120
3	63	80	106	179	298	655	913
4	66	85	111	183	299	656	754
5	68	88	116	186	299	657	657
6	69	90	120	190	299	656	656
7	69	92	120	190	298	655	655
8	68	91	118	187	296	654	654
9	66	90	116	184	295	652	652
10	65	89	115	182	293	651	651
11	64	89	113	180	291	649	649
12	63	88	112	178	290	647	647
13	61	87	110	176	288	645	645
14	60	86	108	175	286	644	644
15	59	84	107	174	285	643	643
16	58	83	106	172	284	641	641
17	56	82	105	171	283	640	640
18	56	81	104	171	282	640	640
19	55	80	103	170	281	639	639
20	54	80	103	169	280	638	638
21	53	79	102	168	280	637	637
22	53	78	101	168	279	637	637
23	52	77	100	167	278	636	636
24	51	76	99	166	277	635	635
25	50	76	98	165	276	634	634
26	49	75	98	164	276	633	633
27	48	74	97	163	275	632	632
28	48	73	96	162	274	631	631
29	47	72	95	162	273	631	631
30	46	71	94	161	272	630	630

2.7 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	5	21	48	131	245	602	1 339
2	5	21	48	131	245	602	1 074
3	6	23	49	122	241	598	873
4	7	26	52	124	240	597	719
5	9	29	57	126	239	597	602
6	10	31	60	130	239	597	597
7	11	33	62	132	239	597	597
8	11	34	61	130	239	597	597
9	11	35	61	128	239	597	597
10	12	36	61	128	239	597	597
11	12	37	61	128	239	597	597
12	13	38	61	128	239	597	597
13	13	38	62	128	239	597	597
14	13	39	62	128	239	597	597
15	13	39	61	128	239	597	597
16	13	39	61	128	239	597	597
17	13	39	61	128	239	597	597
18	13	39	61	128	239	597	597
19	13	39	61	128	239	597	597
20	15	39	61	128	239	597	597
21	15	39	62	128	239	597	597
22	15	39	62	128	239	597	597
23	16	39	62	128	239	597	597
24	16	39	62	128	239	597	597
25	18	39	62	128	240	597	597
26	18	39	62	128	240	597	597
27	19	39	62	128	240	597	597
28	19	39	62	128	240	597	597
29	19	39	62	128	240	597	597
30	21	39	62	128	240	597	597

2.8 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	7	25	59	163	264	621	1 359
2	7	25	59	163	264	621	1 093
3	8	27	58	146	260	617	890
4	9	30	60	133	258	615	734
5	10	31	60	119	257	614	614
6	13	35	63	110	255	613	613
7	15	37	63	101	254	612	612
8	15	38	61	93	253	611	611
9	17	45	64	87	252	610	610
10	16	44	61	82	251	609	609
11	15	43	59	81	250	608	608
12	15	43	59	82	250	607	607
13	15	43	59	82	249	606	606
14	15	43	59	82	248	606	606
15	15	43	59	82	247	605	605
16	15	43	59	82	246	603	603
17	15	43	59	82	245	602	602
18	15	43	59	82	244	602	602
19	15	43	59	82	244	602	602
20	15	43	59	82	245	602	602
21	15	43	59	82	245	603	603
22	16	43	59	82	245	602	602
23	16	43	59	82	244	602	602
24	16	43	59	82	244	602	602
25	18	43	59	82	244	601	601
26	18	43	59	82	243	601	601
27	19	43	59	82	243	600	600
28	19	43	59	82	242	600	600
29	20	43	59	82	242	600	600
30	21	43	59	82	242	599	599

2.9 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	91	107	135	218	331	689	1 364
2	88	104	131	215	328	685	1 100
3	86	103	129	203	321	679	897
4	84	103	129	201	317	674	742
5	82	102	131	200	313	671	671
6	81	102	132	202	311	668	668
7	79	101	130	200	307	665	665
8	76	99	126	195	305	662	662
9	74	97	124	191	302	660	660
10	72	96	122	189	300	658	658
11	71	95	120	187	298	656	656
12	69	94	118	185	296	654	654
13	68	93	116	183	294	652	652
14	66	92	115	181	293	650	650
15	65	90	113	180	291	649	649
16	64	89	112	179	290	648	648
17	62	88	111	177	289	646	646
18	61	87	110	176	288	645	645
19	60	86	109	175	287	644	644
20	59	85	108	174	286	643	643
21	59	84	107	174	285	643	643
22	58	83	106	173	284	642	642
23	57	82	105	172	283	641	641
24	56	81	104	171	282	640	640
25	55	80	103	170	281	639	639
26	54	79	102	169	280	638	638
27	53	78	101	168	279	637	637
28	52	77	100	167	278	636	636
29	51	76	99	166	277	635	635
30	50	75	98	165	276	634	634

2.10 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	62	78	105	189	302	660	1 373
2	60	76	104	187	300	658	1 104
3	60	77	103	176	295	652	898
4	59	78	104	176	292	649	741
5	58	78	107	176	289	647	647
6	57	78	108	178	287	644	644
7	57	79	108	178	285	643	643
8	55	78	105	173	283	641	641
9	53	77	103	170	281	639	639
10	52	76	102	169	280	638	638
11	52	76	101	168	279	637	637
12	51	76	100	167	278	636	636
13	51	76	99	166	277	635	635
14	50	76	99	165	277	634	634
15	50	75	98	164	276	633	633
16	48	74	97	163	275	632	632
17	48	73	96	163	274	632	632
18	47	72	95	162	273	631	631
19	46	72	95	161	273	630	630
20	46	72	95	161	272	630	630
21	46	71	94	161	272	630	630
22	45	71	94	160	272	629	629
23	45	70	93	160	271	629	629
24	44	70	93	159	271	628	628
25	44	69	92	159	270	628	628
26	43	69	91	158	269	627	627
27	42	68	91	157	269	626	626
28	42	67	90	157	268	626	626
29	41	67	89	156	267	625	625
30	41	66	89	155	267	624	624

2.11 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	31	47	74	157	271	628	1 360
2	31	47	75	158	271	629	1 091
3	31	49	74	148	266	624	886
4	31	50	76	148	264	622	731
5	32	52	80	150	263	621	621
6	32	54	83	153	262	620	620
7	33	55	84	154	261	619	619
8	32	55	82	151	260	618	618
9	31	55	81	148	260	617	617
10	31	55	81	147	259	617	617
11	31	56	80	147	258	616	616
12	30	56	79	146	257	615	615
13	30	55	78	145	256	614	614
14	29	55	78	144	256	613	613
15	29	54	77	143	255	612	612
16	27	53	76	142	254	611	611
17	27	52	75	142	253	611	611
18	26	52	75	141	253	610	610
19	26	51	74	141	252	610	610
20	26	51	74	141	252	610	610
21	26	51	74	141	252	610	610
22	26	51	74	141	252	610	610
23	26	51	74	141	252	610	610
24	26	51	74	141	252	610	610
25	25	51	74	140	252	609	609
26	25	51	74	140	251	609	609
27	25	50	73	140	251	609	609
28	25	50	73	140	251	609	609
29	24	50	73	139	251	608	608
30	24	50	73	139	250	608	608

2.12 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	5	28	111	224	582	1 327
2	1	6	29	112	225	583	1 065
3	2	6	30	103	222	579	865
4	2	8	32	105	221	578	713
5	4	9	38	107	220	578	596
6	4	12	41	111	220	578	578
7	4	14	43	113	220	578	578
8	6	15	42	111	220	578	578
9	6	16	42	109	220	578	578
10	7	17	42	109	220	578	578
11	8	19	44	110	222	579	579
12	9	18	42	109	220	578	578
13	9	20	43	110	221	579	579
14	10	20	43	110	221	579	579
15	10	19	42	108	220	577	577
16	12	18	41	107	219	576	576
17	12	19	41	107	219	576	576
18	13	19	41	107	219	576	576
19	13	21	41	108	219	577	577
20	13	21	42	109	220	578	578
21	15	22	43	109	220	578	578
22	15	24	43	109	221	578	578
23	16	24	43	109	221	578	578
24	16	25	44	109	221	578	578
25	18	25	45	109	221	578	578
26	18	27	46	109	221	578	578
27	18	28	47	109	221	578	578
28	19	28	49	109	221	578	578
29	19	29	51	109	221	578	578
30	21	29	52	109	221	578	578

2.13 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	47	63	91	174	287	645	1 387
2	47	63	91	174	287	645	1 112
3	48	65	91	164	283	640	903
4	48	67	93	165	281	638	744
5	49	68	97	166	279	637	637
6	49	70	99	169	278	636	636
7	49	71	100	170	277	635	635
8	47	70	98	166	276	634	634
9	47	70	97	164	275	633	633
10	46	70	96	163	274	632	632
11	46	71	95	162	273	631	631
12	45	70	94	161	272	630	630
13	45	70	94	160	271	629	629
14	45	70	93	159	271	628	628
15	44	69	92	159	270	628	628
16	43	68	91	158	269	627	627
17	42	68	90	157	268	626	626
18	41	67	90	156	268	625	625
19	41	66	89	156	267	625	625
20	41	66	89	156	267	625	625
21	41	66	89	156	267	625	625
22	40	66	89	155	267	624	624
23	40	65	88	155	266	624	624
24	39	65	88	154	266	623	623
25	39	64	87	154	265	623	623
26	38	64	87	153	265	622	622
27	38	63	86	153	264	622	622
28	37	63	86	152	263	621	621
29	37	62	85	152	263	621	621
30	36	62	84	151	262	620	620

2.14 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	13	29	57	140	253	611	1 370
2	18	34	61	144	258	615	1 100
3	22	40	65	139	257	615	894
4	26	45	71	143	259	616	738
5	29	49	77	147	260	618	618
6	28	49	79	149	258	615	615
7	34	56	84	155	262	619	619
8	32	55	82	151	260	618	618
9	33	57	83	150	261	619	619
10	35	59	85	152	263	621	621
11	37	62	86	153	264	622	622
12	38	63	87	154	265	623	623
13	39	65	88	154	266	623	623
14	40	65	88	155	266	624	624
15	40	65	88	155	266	624	624
16	39	65	88	154	266	623	623
17	39	65	88	154	266	623	623
18	38	64	87	153	265	622	622
19	38	63	86	153	264	622	622
20	38	63	86	153	264	622	622
21	38	63	86	153	264	622	622
22	38	63	86	153	264	622	622
23	37	63	86	152	264	621	621
24	37	62	85	152	263	621	621
25	36	62	85	151	263	620	620
26	36	61	84	151	262	620	620
27	35	61	84	150	262	619	619
28	35	60	83	150	261	619	619
29	34	60	83	149	261	618	618
30	34	59	82	149	260	618	618

2.15 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	12	28	56	139	252	610	1 357
2	14	30	57	140	254	611	1 089
3	16	33	59	133	251	608	885
4	18	36	62	134	250	608	729
5	19	39	68	137	250	608	610
6	21	42	71	141	250	608	608
7	22	44	73	143	251	608	608
8	22	45	72	141	251	608	608
9	22	46	72	140	251	608	608
10	23	47	73	140	251	609	609
11	24	49	73	140	251	609	609
12	25	50	73	140	251	609	609
13	25	50	74	140	252	609	609
14	26	51	74	140	252	609	609
15	26	51	74	140	252	609	609
16	25	51	74	140	252	609	609
17	25	51	74	140	252	609	609
18	25	51	74	140	252	609	609
19	25	51	74	140	252	609	609
20	25	51	74	140	252	609	609
21	26	51	74	140	252	609	609
22	25	51	74	140	252	609	609
23	25	51	74	140	252	609	609
24	25	50	73	140	251	609	609
25	25	50	73	140	251	609	609
26	24	50	73	139	251	608	608
27	24	50	72	139	250	608	608
28	24	49	72	139	250	608	608
29	24	49	72	138	250	607	607
30	23	49	72	138	250	607	607

2.16 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	49	65	92	175	289	646	1 425
2	52	68	95	178	292	649	1 146
3	56	73	99	172	291	648	932
4	58	77	103	175	291	648	768
5	60	80	108	178	291	648	648
6	62	83	112	182	291	649	649
7	63	85	113	184	291	648	648
8	62	85	112	181	290	648	648
9	62	85	112	179	290	648	648
10	62	86	112	179	290	648	648
11	62	87	112	178	290	647	647
12	62	87	111	177	289	646	646
13	62	87	110	177	288	646	646
14	61	86	109	176	287	645	645
15	60	85	108	175	286	644	644
16	59	84	107	174	285	643	643
17	58	84	106	173	284	642	642
18	57	83	106	172	284	641	641
19	57	82	105	171	283	640	640
20	56	81	104	171	282	640	640
21	55	81	103	170	281	639	639
22	54	80	103	169	281	638	638
23	53	79	102	168	280	637	637
24	53	78	101	167	279	636	636
25	52	77	100	167	278	636	636
26	51	76	99	166	277	635	635
27	50	75	98	165	276	634	634
28	49	74	97	164	275	633	633
29	48	74	96	163	274	632	632
30	47	73	96	162	274	631	631

2.17 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	80	96	123	207	320	678	1 439
2	84	100	128	211	324	682	1 156
3	85	103	129	202	321	678	940
4	86	104	130	202	318	676	775
5	89	109	137	207	320	678	678
6	91	112	141	211	320	678	678
7	92	114	143	213	321	678	678
8	93	116	143	212	322	679	679
9	94	117	144	211	322	680	680
10	94	119	144	211	322	680	680
11	94	119	144	210	322	679	679
12	94	119	143	209	321	678	678
13	93	118	141	208	319	677	677
14	92	117	140	206	318	675	675
15	90	115	138	205	316	674	674
16	88	114	137	203	315	672	672
17	87	112	135	202	313	671	671
18	86	111	134	201	312	670	670
19	84	110	133	199	311	668	668
20	83	108	131	198	309	667	667
21	82	107	130	196	308	665	665
22	80	106	128	195	306	664	664
23	79	104	127	193	305	662	662
24	77	102	125	192	303	661	661
25	75	101	124	190	302	659	659
26	74	99	122	189	300	658	658
27	72	98	121	187	299	656	656
28	71	96	119	186	297	655	655
29	69	95	118	184	296	653	653
30	68	93	116	183	294	652	652

2.18 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	5	21	48	132	245	603	1 353
2	8	25	52	135	248	606	1 090
3	12	29	55	129	247	605	886
4	15	34	60	132	248	605	731
5	18	38	67	136	249	607	612
6	20	41	71	141	250	608	608
7	22	44	73	143	250	608	608
8	22	45	72	141	251	608	608
9	22	46	72	140	251	608	608
10	23	47	73	139	251	608	608
11	24	48	73	139	251	608	608
12	24	49	73	139	251	608	608
13	24	49	72	139	250	608	608
14	23	49	71	138	249	607	607
15	22	48	71	137	249	606	606
16	21	47	70	136	248	605	605
17	21	46	69	136	247	605	605
18	20	46	69	135	247	604	604
19	20	45	68	135	246	604	604
20	20	46	69	135	247	604	604
21	20	46	69	135	247	604	604
22	20	46	69	135	247	604	604
23	20	46	69	135	247	604	604
24	20	46	69	135	247	604	604
25	20	46	69	135	247	604	604
26	20	46	68	135	246	604	604
27	20	45	68	135	246	604	604
28	20	45	68	135	246	604	604
29	20	45	68	135	246	604	604
30	21	45	68	134	246	603	603

2.19 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	106	134	217	330	688	1 498
2	90	107	134	217	330	688	1 204
3	91	109	134	208	326	684	979
4	92	111	137	209	325	682	807
5	93	113	141	211	324	682	682
6	93	115	144	214	323	681	681
7	94	117	145	215	323	680	680
8	94	117	144	213	322	680	680
9	93	117	143	210	321	679	679
10	92	116	142	208	320	677	677
11	91	115	140	207	318	676	676
12	89	114	138	205	316	674	674
13	88	113	136	203	314	672	672
14	86	111	134	201	312	670	670
15	84	110	132	199	310	668	668
16	82	107	130	197	308	666	666
17	80	106	129	195	306	664	664
18	79	104	127	193	305	662	662
19	77	103	125	192	303	661	661
20	76	102	125	191	302	660	660
21	75	101	124	190	302	659	659
22	74	100	123	189	300	658	658
23	73	99	121	188	299	657	657
24	72	97	120	187	298	656	656
25	71	96	119	186	297	655	655
26	70	95	118	185	296	654	654
27	69	94	117	184	295	653	653
28	68	93	116	183	294	652	652
29	67	92	115	182	293	651	651
30	66	91	114	181	292	650	650

2.20 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	365	381	409	492	605	963	1 415
2	75	91	118	202	315	672	1 142
3	79	96	122	196	314	671	934
4	83	101	127	199	315	673	773
5	86	106	134	203	317	674	674
6	88	109	138	208	317	675	675
7	89	112	140	210	318	675	675
8	90	113	141	209	319	676	676
9	91	114	141	208	319	677	677
10	91	115	141	207	319	676	676
11	91	116	141	207	319	676	676
12	92	117	141	207	319	676	676
13	93	118	141	208	319	677	677
14	93	119	142	208	320	677	677
15	94	120	142	209	320	678	678
16	95	121	143	210	321	679	679
17	96	122	145	211	322	680	680
18	97	123	146	212	324	681	681
19	98	124	147	213	325	682	682
20	99	124	147	214	325	683	683
21	99	125	148	214	326	683	683
22	99	125	148	214	325	683	683
23	99	124	147	214	325	683	683
24	98	124	146	213	324	682	682
25	97	123	145	212	323	681	681
26	96	122	144	211	322	680	680
27	95	120	143	210	321	679	679
28	94	119	142	209	320	678	678
29	92	118	141	207	319	676	676
30	91	117	139	206	317	675	675

2.21 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	9	37	120	233	591	1 349
2	1	9	37	120	233	591	1 083
3	2	11	37	111	229	586	880
4	2	13	39	111	227	585	725
5	4	15	43	113	226	584	606
6	4	17	46	116	225	583	583
7	5	19	47	117	225	582	582
8	6	18	46	114	224	581	581
9	6	18	45	112	223	580	580
10	7	19	44	111	222	580	580
11	8	20	44	111	222	580	580
12	9	21	44	111	222	580	580
13	9	21	44	111	222	580	580
14	10	22	44	111	222	580	580
15	11	22	45	111	223	580	580
16	12	22	45	111	222	580	580
17	12	22	45	111	223	580	580
18	13	22	45	112	223	581	581
19	13	23	46	112	224	581	581
20	15	24	47	113	225	582	582
21	15	25	48	114	226	583	583
22	15	25	48	115	226	584	584
23	16	26	49	116	227	585	585
24	16	27	50	116	228	585	585
25	18	27	50	117	228	586	586
26	18	28	50	117	228	586	586
27	19	28	51	117	229	586	586
28	19	28	51	118	229	587	587
29	20	29	52	118	230	587	587
30	21	31	53	119	230	588	588

2.22 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	54	70	97	180	294	651	1 395
2	55	71	98	181	295	652	1 120
3	55	73	99	172	291	648	911
4	56	75	100	173	288	646	751
5	56	76	105	174	287	645	645
6	57	78	108	178	287	644	644
7	57	79	108	178	285	643	643
8	56	79	106	175	284	642	642
9	55	79	105	173	284	641	641
10	54	79	104	171	282	640	640
11	53	78	103	169	280	638	638
12	52	77	101	167	279	636	636
13	51	76	99	166	277	635	635
14	49	75	97	164	275	633	633
15	48	73	96	162	274	631	631
16	46	71	94	161	272	630	630
17	44	70	93	159	271	628	628
18	43	69	91	158	269	627	627
19	42	68	90	157	268	626	626
20	41	67	90	156	268	625	625
21	41	66	89	156	267	625	625
22	40	66	89	155	267	624	624
23	40	65	88	154	266	623	623
24	39	64	87	154	265	623	623
25	38	64	86	153	264	622	622
26	37	63	86	152	264	621	621
27	37	62	85	152	263	621	621
28	36	62	84	151	262	620	620
29	35	61	84	150	262	619	619
30	35	60	83	150	261	619	619

2.23 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	113	129	156	239	353	710	1 502
2	114	130	157	241	354	711	1 216
3	116	134	159	233	351	709	992
4	118	137	163	235	351	708	820
5	120	140	168	237	351	708	708
6	121	142	171	241	350	708	708
7	121	143	172	242	349	707	707
8	120	143	170	239	349	706	706
9	119	143	169	236	348	705	705
10	119	143	168	235	346	704	704
11	117	142	167	233	345	702	702
12	116	141	165	231	343	700	700
13	114	139	163	229	340	698	698
14	112	137	160	227	338	696	696
15	109	135	158	224	336	693	693
16	107	132	155	222	333	691	691
17	104	130	153	219	331	688	688
18	102	127	150	217	328	686	686
19	100	125	148	215	326	684	684
20	98	124	146	213	324	682	682
21	96	122	145	211	323	680	680
22	95	120	143	210	321	679	679
23	93	118	141	208	319	677	677
24	91	117	139	206	317	675	675
25	89	115	138	204	316	673	673
26	88	113	136	203	314	672	672
27	86	112	134	201	312	670	670
28	84	110	133	199	311	668	668
29	83	108	131	198	309	667	667
30	81	107	130	196	308	665	665

2.24 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	172	188	216	299	412	770	1 686
2	182	198	225	309	422	780	1 366
3	187	204	230	304	422	780	1112
4	189	208	234	306	422	779	919
5	190	210	238	308	421	779	779
6	190	211	240	310	419	777	777
7	189	212	240	310	418	775	775
8	188	211	238	306	416	774	774
9	186	210	236	303	414	772	772
10	185	209	235	302	413	771	771
11	184	208	233	300	411	769	769
12	182	207	230	297	408	766	766
13	179	204	227	294	405	763	763
14	176	201	224	291	402	760	760
15	173	198	221	288	399	757	757
16	169	195	218	284	396	753	753
17	166	192	214	281	392	750	750
18	163	188	211	278	389	747	747
19	160	185	208	275	386	744	744
20	157	182	205	272	383	741	741
21	154	179	202	269	380	738	738
22	150	176	199	265	377	734	734
23	147	173	196	262	374	731	731
24	144	170	193	259	371	728	728
25	141	167	189	256	367	725	725
26	138	164	186	253	364	722	722
27	135	161	183	250	361	719	719
28	132	158	181	247	359	716	716
29	130	155	178	244	356	713	713
30	127	152	175	242	353	711	711

2.25 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	41	68	152	265	623	1 386
2	26	42	69	153	266	624	1 112
3	27	45	70	144	262	620	903
4	28	47	73	145	261	618	744
5	29	49	77	147	260	618	622
6	30	51	80	150	259	617	617
7	30	52	81	151	258	616	616
8	29	52	79	148	257	615	615
9	28	52	78	145	256	614	614
10	28	52	77	144	256	613	613
11	28	52	77	144	255	613	613
12	27	53	76	143	254	612	612
13	27	53	76	142	254	611	611
14	27	52	75	142	253	611	611
15	27	52	75	142	253	611	611
16	26	52	75	141	253	610	610
17	26	52	75	141	253	610	610
18	26	52	75	141	253	610	610
19	27	52	75	141	253	610	610
20	27	52	75	142	253	611	611
21	27	52	75	142	253	611	611
22	27	52	75	142	253	611	611
23	27	52	75	142	253	611	611
24	27	52	75	142	253	611	611
25	26	52	75	141	253	610	610
26	26	52	75	141	253	610	610
27	26	52	74	141	252	610	610
28	26	51	74	141	252	610	610
29	26	51	74	141	252	610	610
30	25	51	74	140	252	609	609

2.26 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	20	36	63	147	260	618	1 419
2	22	38	65	149	262	620	1 140
3	25	42	68	142	260	617	926
4	28	46	72	144	260	618	763
5	30	50	78	148	261	619	637
6	32	53	82	152	261	619	619
7	34	56	85	155	262	620	620
8	34	57	84	152	262	620	620
9	34	58	84	151	262	620	620
10	35	59	85	151	263	620	620
11	36	61	85	152	263	621	621
12	37	62	86	152	264	621	621
13	37	62	86	152	264	621	621
14	37	63	85	152	263	621	621
15	37	62	85	152	263	621	621
16	36	62	85	151	263	620	620
17	36	62	85	151	263	620	620
18	36	62	85	151	263	620	620
19	36	62	85	151	263	620	620
20	37	62	85	152	263	621	621
21	37	62	85	152	263	621	621
22	37	62	85	152	263	621	621
23	37	62	85	152	263	621	621
24	36	62	85	151	263	620	620
25	36	62	85	151	262	620	620
26	36	61	84	151	262	620	620
27	35	61	84	150	262	619	619
28	35	60	83	150	261	619	619
29	35	60	83	149	261	618	618
30	34	60	82	149	260	618	618

2.27 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	120	136	163	247	360	718	1 588
2	119	135	163	246	359	717	1 268
3	120	137	163	236	355	712	1 036
4	120	139	165	237	353	710	850
5	121	141	170	239	352	710	710
6	121	142	172	242	351	708	708
7	122	144	172	243	350	707	707
8	121	144	171	240	349	707	707
9	120	143	170	237	348	706	706
10	120	144	169	236	348	705	705
11	120	144	169	236	347	705	705
12	119	144	168	235	346	704	704
13	118	144	167	234	345	703	703
14	117	143	166	232	344	701	701
15	115	141	164	230	342	699	699
16	113	139	161	228	339	697	697
17	110	136	159	225	337	694	694
18	108	133	156	223	334	692	692
19	106	131	154	221	332	690	690
20	104	129	152	219	330	688	688
21	101	127	150	216	328	685	685
22	99	125	148	214	326	683	683
23	97	123	145	212	323	681	681
24	95	120	143	210	321	679	679
25	93	118	141	208	319	677	677
26	91	116	139	206	317	675	675
27	89	114	137	204	315	673	673
28	87	112	135	202	313	671	671
29	85	110	133	200	311	669	669
30	83	108	131	198	309	667	667

2.28 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	7	35	118	231	589	1 376
2	1	9	37	120	233	591	1 107
3	2	13	39	113	231	588	900
4	2	17	43	115	231	589	743
5	4	21	49	119	232	589	621
6	4	24	53	123	232	590	590
7	5	27	55	125	233	590	590
8	6	27	55	123	233	591	591
9	6	28	55	122	233	590	590
10	7	29	55	121	233	590	590
11	8	30	55	121	233	590	590
12	9	31	54	121	232	590	590
13	9	31	54	121	232	590	590
14	10	31	54	121	232	590	590
15	11	31	54	121	232	590	590
16	12	31	53	120	231	589	589
17	12	31	54	120	232	589	589
18	13	31	54	120	232	589	589
19	13	31	54	120	232	589	589
20	15	32	55	121	232	590	590
21	15	32	55	122	233	591	591
22	16	33	56	122	234	591	591
23	16	33	56	123	234	592	592
24	18	33	56	123	234	592	592
25	18	34	57	123	235	592	592
26	18	34	57	123	235	592	592
27	19	34	57	124	235	593	593
28	19	34	57	124	235	593	593
29	21	35	57	124	235	593	593
30	21	35	58	124	236	593	593

2.29 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	35	51	78	161	275	632	1 371
2	35	51	79	162	275	633	1 100
3	35	53	78	152	270	628	893
4	35	54	80	152	268	626	735
5	36	56	84	154	267	624	624
6	39	60	89	159	268	626	626
7	36	58	87	157	265	622	622
8	41	63	91	159	269	627	627
9	40	63	90	157	268	626	626
10	34	58	84	150	262	619	619
11	29	54	78	145	256	614	614
12	26	51	75	141	253	610	610
13	24	49	72	139	250	608	608
14	22	47	70	137	248	606	606
15	20	46	69	135	246	604	604
16	19	44	67	133	245	602	602
17	18	43	66	133	244	602	602
18	17	42	65	132	243	601	601
19	17	42	65	132	243	601	601
20	17	42	65	132	243	601	601
21	17	42	65	132	243	601	601
22	17	42	65	132	243	601	601
23	17	42	65	132	243	601	601
24	17	42	65	132	243	601	601
25	18	42	65	132	243	601	601
26	18	42	65	132	243	601	601
27	19	42	65	131	243	600	600
28	19	42	65	131	243	600	600
29	20	42	65	131	243	600	600
30	21	42	65	131	242	600	600

2.30 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	185	202	229	312	425	783	1 603
2	183	199	226	310	423	781	1 287
3	180	197	223	297	415	772	1 045
4	177	196	222	294	410	767	860
5	174	194	223	292	405	763	763
6	171	192	222	292	401	758	758
7	168	190	219	289	396	754	754
8	164	187	214	283	392	750	750
9	160	184	210	277	388	746	746
10	157	181	206	273	384	742	742
11	153	178	202	269	380	738	738
12	150	175	198	265	376	734	734
13	146	171	195	261	373	730	730
14	143	168	191	258	369	727	727
15	139	165	187	254	365	723	723
16	136	161	184	251	362	720	720
17	133	158	181	248	359	717	717
18	130	155	178	245	356	714	714
19	127	152	175	242	353	711	711
20	124	150	173	239	351	708	708
21	122	147	170	237	348	706	706
22	119	145	168	234	346	703	703
23	117	142	165	232	343	701	701
24	114	140	163	229	341	698	698
25	112	138	160	227	338	696	696
26	110	135	158	225	336	694	694
27	108	133	156	223	334	692	692
28	106	131	154	220	332	689	689
29	103	129	152	218	330	687	687
30	101	127	150	216	328	685	685

2.31 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	8	27	53	114	250	608	1 360
2	8	27	53	114	250	608	1 095
3	9	29	54	107	249	606	891
4	12	34	58	104	249	607	735
5	16	41	63	106	250	608	615
6	18	44	67	101	251	609	609
7	19	46	65	94	252	609	609
8	16	44	64	92	252	610	610
9	17	45	66	95	252	610	610
10	18	48	69	100	252	610	610
11	20	50	70	103	253	610	610
12	21	52	71	104	253	610	610
13	23	54	72	104	253	610	610
14	22	54	72	104	253	610	610
15	22	54	72	104	253	611	611
16	22	54	72	104	253	610	610
17	22	54	72	104	253	610	610
18	22	54	72	104	253	610	610
19	22	54	72	104	253	610	610
20	22	54	72	104	253	611	611
21	22	54	72	104	254	611	611
22	22	54	72	104	254	612	612
23	22	54	72	104	254	612	612
24	22	54	72	104	254	612	612
25	22	54	72	104	254	612	612
26	22	54	72	104	254	612	612
27	22	54	72	104	254	612	612
28	22	54	72	104	254	612	612
29	22	54	72	104	254	612	612
30	22	54	72	104	254	612	612

2.32 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	5	13	96	209	567	1 344
2	1	6	11	95	208	566	1 078
3	2	6	11	84	203	560	875
4	2	8	12	85	201	558	720
5	4	9	17	86	200	557	601
6	4	9	20	90	199	557	557
7	5	10	22	92	199	557	557
8	6	12	21	90	199	557	557
9	6	12	22	88	200	557	557
10	7	13	23	88	200	557	557
11	8	13	25	89	200	558	558
12	9	15	26	89	200	558	558
13	9	16	27	89	201	558	558
14	10	16	29	90	201	559	559
15	10	18	31	90	202	559	559
16	12	18	33	90	202	559	559
17	12	19	34	91	202	560	560
18	13	19	35	91	203	560	560
19	13	21	37	92	203	561	561
20	15	22	38	93	204	562	562
21	15	22	40	93	205	562	562
22	15	24	41	94	205	563	563
23	16	24	43	94	206	563	563
24	16	25	44	95	206	564	564
25	18	25	45	95	207	564	564
26	18	27	46	95	207	564	564
27	18	28	48	96	207	565	565
28	19	28	49	96	207	565	565
29	19	29	51	96	207	565	565
30	21	29	52	96	207	565	565

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Commission Implementing Regulation (EU) 2016/165Show full title

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2. Exposures to financial institutions U.K.

2.1. Euro U.K.

2.2 Czech koruna U.K.

2.3 Danish krone U.K.

2.4 Forint U.K.

2.5 Krona U.K.

2.6 Kuna U.K.

2.7 Lev U.K.

2.8 Pound sterling U.K.

2.9 Romanian leu U.K.

2.10 Zloty U.K.

2.11 Norwegian krone U.K.

2.12 Swiss franc U.K.

2.13 Australian dollar U.K.

2.14 Baht U.K.

2.15 Canadian dollar U.K.

2.16 Chilean peso U.K.

2.17 Colombian peso U.K.

2.18 Hong Kong dollar U.K.

2.19 Indian rupee U.K.

2.20 Mexican peso U.K.

2.21 New Taiwan dollar U.K.

2.22 New Zealand dollar U.K.

2.23 Rand U.K.

2.24 Real U.K.

2.25 Renminbi-yuan U.K.

2.26 Ringgit U.K.

2.27 Russian rouble U.K.

2.28 Singapore dollar U.K.

2.29 South Korean won U.K.

2.30 Turkish lira U.K.

2.31 US dollar U.K.

2.32 Yen U.K.

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