Commission Implementing Regulation (EU) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 2017 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	22	45	167	306	3 076
2	1	15	22	45	167	343	2 293
3	1	15	24	50	162	355	1 731
4	1	17	27	54	159	354	1 338
5	2	19	31	56	159	345	1 060
6	3	21	33	59	159	332	859
7	4	24	35	61	159	316	710
8	4	25	36	64	159	299	597
9	5	26	38	67	159	283	508
10	5	26	40	69	159	266	438
11	5	27	40	70	159	252	380
12	6	27	40	70	159	252	333
13	6	27	40	70	159	252	293
14	6	27	40	70	159	252	259
15	6	27	42	70	159	252	252
16	7	27	44	70	159	252	252
17	8	27	47	70	159	252	252
18	8	27	49	70	159	252	252
19	9	27	52	70	159	252	252
20	9	27	54	70	159	252	252
21	9	27	57	70	159	252	252
22	10	27	59	70	159	252	252
23	10	27	62	70	159	252	252
24	11	27	64	70	159	252	252
25	11	27	67	72	159	252	252
26	11	27	70	75	159	252	252
27	12	27	72	77	159	252	252
28	12	27	75	78	159	252	252
29	13	27	78	81	159	252	252
30	13	27	80	83	159	252	252

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	5	19	26	49	172	310	3 129
2	7	22	28	52	174	349	2 337
3	7	22	31	57	169	362	1 765
4	7	23	34	61	166	361	1 364
5	8	25	37	62	166	351	1 080
6	9	27	39	65	165	337	875
7	10	30	41	66	165	321	722
8	9	30	41	69	164	304	606
9	9	30	43	71	164	286	516
10	9	31	44	73	163	269	444
11	9	31	44	73	163	256	385
12	9	30	43	73	162	255	337
13	8	29	43	73	162	255	296
14	8	29	42	72	161	254	262
15	7	28	42	72	161	254	254
16	7	28	45	71	160	253	253
17	8	28	47	71	160	253	253
18	8	27	50	71	160	253	253
19	9	27	52	71	160	253	253
20	9	28	55	71	160	253	253
21	9	28	58	71	161	254	254
22	10	28	60	72	161	254	254
23	10	29	63	72	161	254	254
24	11	29	66	72	161	254	254
25	11	29	68	73	161	254	254
26	11	29	71	75	161	254	254
27	12	29	73	77	161	254	254
28	12	29	76	80	161	254	254
29	13	29	78	81	161	254	254
30	14	29	81	83	161	254	254

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	15	22	45	167	306	3 076
2	1	15	22	45	167	343	2 292
3	1	15	24	50	161	355	1 731
4	1	16	27	54	159	354	1 337
5	2	18	31	55	159	345	1 060
6	3	21	33	59	159	332	859
7	4	24	35	61	159	316	710
8	4	25	36	63	159	299	597
9	5	26	38	67	159	283	508
10	5	26	39	69	159	266	437
11	5	27	40	69	159	252	380
12	6	27	40	70	159	252	333
13	6	27	40	70	159	252	293
14	6	27	40	70	159	252	259
15	6	27	42	70	159	252	252
16	7	27	44	70	159	252	252
17	8	27	47	70	159	252	252
18	8	27	49	70	159	252	252
19	9	27	52	70	159	252	252
20	9	27	54	70	159	252	252
21	9	27	57	70	159	252	252
22	10	27	59	70	159	252	252
23	10	27	62	70	159	252	252
24	11	27	64	70	159	252	252
25	11	27	67	72	159	252	252
26	11	27	70	75	159	252	252
27	12	27	72	77	159	252	252
28	12	27	75	78	159	252	252
29	13	27	78	81	159	252	252
30	13	27	80	83	159	252	252

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	81	95	102	125	247	343	3 091
2	76	90	97	120	242	345	2 312
3	78	93	102	128	239	358	1 746
4	75	91	102	129	234	358	1 354
5	73	91	103	128	231	350	1 074
6	73	91	103	129	229	338	874
7	72	92	103	128	227	323	724
8	70	91	102	130	225	318	609
9	70	90	103	132	224	317	519
10	66	87	100	130	220	313	447
11	63	85	98	128	217	310	389
12	62	83	96	126	215	309	340
13	61	82	95	125	215	308	308
14	60	82	95	125	214	307	307
15	60	81	94	124	214	307	307
16	59	80	94	124	213	306	306
17	59	80	93	123	212	305	305
18	58	79	92	122	212	305	305
19	57	78	91	121	211	304	304
20	56	78	91	121	210	303	303
21	56	77	90	120	209	302	302
22	55	76	89	119	208	302	302
23	54	75	88	118	207	301	301
24	53	74	87	117	206	300	300
25	52	73	86	116	205	299	299
26	51	72	85	115	204	297	297
27	49	71	84	114	203	296	296
28	48	70	83	113	202	295	295
29	47	69	82	112	201	294	294
30	46	68	83	111	200	293	293

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	4	19	25	49	171	305	3 069
2	6	21	27	51	173	343	2 291
3	7	22	31	57	168	356	1 731
4	8	24	35	61	166	355	1 339
5	9	26	38	63	167	346	1 062
6	10	29	40	66	166	333	862
7	11	31	42	68	166	317	713
8	11	31	43	70	166	301	599
9	11	32	44	73	165	284	510
10	11	32	45	74	165	267	439
11	10	32	45	75	164	257	382
12	10	31	45	75	164	257	334
13	10	31	44	74	163	257	295
14	9	31	44	74	163	256	261
15	9	30	44	74	163	256	256
16	8	30	45	73	162	255	255
17	8	30	47	73	162	255	255
18	8	30	50	73	162	255	255
19	9	30	52	73	162	255	255
20	9	30	55	73	162	256	256
21	10	30	58	74	163	256	256
22	10	31	61	74	163	256	256
23	10	31	63	74	163	256	256
24	11	31	66	74	163	256	256
25	11	31	68	74	163	256	256
26	12	31	71	75	163	256	256
27	12	31	73	77	163	256	256
28	12	31	76	80	163	256	256
29	13	31	79	82	163	256	256
30	14	31	82	84	163	256	256

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	47	61	68	91	214	309	3 115
2	51	65	72	95	217	347	2 326
3	55	70	79	105	216	361	1 760
4	57	73	84	111	216	361	1 363
5	59	76	88	113	217	352	1 082
6	60	79	91	116	217	339	879
7	61	81	92	118	216	324	727
8	60	80	92	119	215	308	611
9	59	80	92	121	213	306	521
10	58	79	92	121	212	305	448
11	56	78	91	120	210	303	389
12	54	76	89	119	208	301	341
13	53	74	87	117	207	300	300
14	52	73	86	116	205	298	298
15	50	72	85	115	204	297	297
16	49	71	84	114	203	296	296
17	48	70	83	113	202	295	295
18	47	69	82	112	201	294	294
19	47	68	81	111	200	294	294
20	46	67	80	110	200	293	293
21	45	67	80	110	199	292	292
22	44	66	79	109	198	291	291
23	44	65	78	108	197	291	291
24	43	64	77	107	197	290	290
25	42	63	76	106	196	289	289
26	41	62	76	106	195	288	288
27	40	62	75	105	194	287	287
28	39	61	77	104	193	286	286
29	38	60	79	103	192	285	285
30	38	59	83	102	191	285	285

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	21	44	166	305	3 074
2	0	14	21	44	166	342	2 291
3	1	15	23	49	161	355	1 730
4	1	16	26	53	158	354	1 337
5	2	18	30	55	158	345	1 059
6	2	20	32	58	158	332	859
7	4	23	34	60	158	316	710
8	4	24	35	63	158	299	596
9	4	25	37	66	158	282	508
10	4	26	39	68	158	266	437
11	5	26	39	69	158	251	380
12	6	26	39	69	158	251	332
13	6	26	39	69	158	251	293
14	6	26	39	69	158	251	259
15	6	26	42	69	158	251	251
16	7	26	44	69	158	251	251
17	7	26	47	69	158	251	251
18	8	26	49	69	158	251	251
19	9	26	52	69	158	251	251
20	9	26	54	69	158	251	251
21	9	26	57	69	158	251	251
22	10	26	59	69	158	251	251
23	10	26	62	69	158	251	251
24	11	26	64	70	158	251	251
25	11	26	67	72	158	252	252
26	11	26	70	75	158	252	252
27	12	26	72	77	158	252	252
28	12	26	75	78	158	252	252
29	13	26	78	81	158	252	252
30	13	26	80	83	158	252	252

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	23	46	185	310	3 121
2	0	11	23	46	185	348	2 329
3	1	11	24	51	179	360	1 758
4	1	13	27	57	176	359	1 358
5	2	16	29	60	175	350	1 075
6	2	18	33	61	174	336	871
7	3	21	36	60	173	320	720
8	4	23	37	60	172	303	604
9	7	31	41	58	171	285	514
10	9	34	41	57	170	268	442
11	8	33	41	56	169	262	384
12	7	32	40	56	168	261	336
13	6	30	40	56	168	261	295
14	6	30	41	56	167	260	261
15	6	30	42	56	166	259	259
16	7	30	44	56	165	258	258
17	8	30	47	56	164	257	257
18	8	30	50	57	163	256	256
19	9	30	52	60	163	256	256
20	9	30	55	61	163	257	257
21	9	30	57	63	164	257	257
22	10	30	59	66	164	257	257
23	10	30	62	68	163	256	256
24	11	30	64	70	163	256	256
25	11	30	67	73	162	255	255
26	11	30	69	75	162	255	255
27	12	30	73	76	161	254	254
28	12	30	75	78	161	254	254
29	13	30	78	81	161	254	254
30	13	30	80	83	160	253	253

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	82	97	103	127	249	344	3 169
2	80	94	101	124	246	354	2 372
3	77	92	101	127	238	368	1 797
4	75	91	102	128	234	368	1 392
5	72	90	102	127	230	360	1 105
6	72	90	102	128	228	346	898
7	71	90	101	127	225	331	743
8	68	88	100	127	223	316	625
9	66	87	99	128	220	313	532
10	64	86	99	128	218	312	458
11	63	84	97	127	217	310	398
12	61	83	96	126	215	308	349
13	60	81	94	124	213	306	307
14	58	79	92	122	212	305	305
15	57	78	91	121	210	303	303
16	55	77	90	120	209	302	302
17	54	76	89	119	208	301	301
18	53	75	88	118	207	300	300
19	52	74	87	117	206	299	299
20	51	73	86	116	205	298	298
21	51	72	85	115	204	297	297
22	50	71	84	114	203	297	297
23	49	70	83	113	202	296	296
24	48	69	82	112	201	295	295
25	47	68	81	111	200	293	293
26	46	67	80	110	199	292	292
27	45	66	79	109	198	291	291
28	44	65	78	108	197	290	290
29	43	64	81	107	196	290	290
30	42	63	84	106	195	289	289

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	56	70	77	100	222	317	3 164
2	54	68	75	98	221	352	2 364
3	52	67	76	102	214	367	1 791
4	51	67	78	104	210	367	1 387
5	50	67	79	104	208	358	1 100
6	49	68	80	105	206	344	892
7	49	69	80	106	204	328	738
8	47	68	79	107	202	311	620
9	46	67	79	108	200	294	528
10	45	66	80	109	199	292	454
11	44	66	79	109	198	291	394
12	44	65	78	108	197	290	344
13	43	64	77	107	197	290	303
14	42	63	77	107	196	289	289
15	41	63	76	106	195	288	288
16	40	62	75	105	194	287	287
17	40	61	74	104	193	287	287
18	39	60	73	103	193	286	286
19	38	60	73	103	192	285	285
20	38	60	73	103	192	285	285
21	38	59	72	102	192	285	285
22	38	59	72	102	191	284	284
23	37	58	72	101	191	284	284
24	36	58	71	101	190	283	283
25	36	57	70	100	190	283	283
26	35	56	72	100	189	282	282
27	34	56	75	99	188	281	281
28	34	55	77	98	187	281	281
29	33	54	80	98	187	280	280
30	32	54	83	97	186	279	279

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	47	70	192	311	3 135
2	26	40	47	70	193	349	2 340
3	25	40	48	74	186	362	1 767
4	24	40	51	77	183	361	1 366
5	24	41	53	78	182	352	1 082
6	24	43	55	81	181	338	877
7	25	45	56	82	180	322	725
8	24	45	56	84	179	305	609
9	24	45	57	86	178	288	518
10	24	45	58	87	178	271	445
11	23	45	58	87	177	270	387
12	22	44	57	87	176	269	338
13	22	43	56	86	175	269	298
14	21	42	55	85	175	268	268
15	20	42	55	85	174	267	267
16	19	41	54	84	173	266	266
17	19	40	53	83	172	266	266
18	18	40	53	83	172	265	265
19	18	39	53	82	172	265	265
20	18	39	55	82	172	265	265
21	18	39	58	82	172	265	265
22	18	39	61	82	172	265	265
23	18	39	63	82	172	265	265
24	18	39	66	82	171	265	265
25	17	39	68	82	171	264	264
26	17	39	71	82	171	264	264
27	17	38	73	81	171	264	264
28	17	38	76	81	170	264	264
29	16	38	79	82	170	263	263
30	16	38	82	84	170	263	263

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	147	304	3 057
2	0	1	6	25	148	341	2 278
3	1	1	9	31	142	353	1 720
4	1	3	12	34	140	352	1 329
5	2	4	15	36	140	343	1 052
6	2	4	18	39	140	329	853
7	3	6	20	42	140	314	705
8	4	6	23	44	140	297	592
9	4	8	26	47	140	280	504
10	4	8	28	49	140	264	434
11	4	9	31	51	141	248	377
12	6	10	33	50	140	233	329
13	6	11	36	51	141	234	290
14	6	12	39	51	140	234	257
15	6	13	41	50	139	232	232
16	7	13	44	51	138	231	231
17	7	14	46	54	138	231	231
18	8	16	48	57	138	231	231
19	9	16	51	58	138	232	232
20	9	17	54	61	139	232	232
21	9	18	56	63	140	233	233
22	10	19	59	65	140	233	233
23	10	20	62	67	140	233	233
24	11	20	64	69	140	233	233
25	11	22	67	71	140	233	233
26	11	22	69	73	140	233	233
27	12	23	72	75	141	233	233
28	12	24	74	78	141	233	233
29	13	25	76	80	143	233	233
30	13	25	79	81	144	233	233

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	63	86	209	316	3 187
2	42	56	63	86	209	354	2 380
3	41	56	65	91	203	368	1 798
4	40	57	67	94	199	367	1 389
5	40	58	70	95	198	357	1 100
6	41	59	71	97	197	343	891
7	41	61	72	98	196	327	736
8	40	60	72	99	195	310	618
9	39	60	73	101	194	292	526
10	39	60	73	102	193	286	452
11	38	60	73	102	192	285	393
12	37	59	72	102	191	284	343
13	37	58	71	101	190	283	302
14	36	57	70	100	190	283	283
15	35	57	70	100	189	282	282
16	34	56	69	99	188	281	281
17	34	55	68	98	187	281	281
18	33	55	68	98	187	280	280
19	33	54	67	97	186	280	280
20	33	54	67	97	186	279	279
21	32	54	67	97	186	279	279
22	32	53	66	96	186	279	279
23	32	53	66	96	185	278	278
24	31	52	66	95	185	278	278
25	30	52	69	95	184	277	277
26	30	51	72	94	184	277	277
27	29	51	75	94	183	276	276
28	29	50	77	93	182	275	275
29	28	49	79	92	182	275	275
30	27	49	83	92	181	274	274

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	10	24	31	54	176	313	3 153
2	14	28	35	58	180	351	2 353
3	17	32	40	66	178	364	1 777
4	19	35	46	73	178	363	1 373
5	21	39	51	76	180	354	1 088
6	21	39	51	77	177	340	882
7	26	46	57	83	181	324	729
8	25	45	57	84	180	307	612
9	26	47	59	88	181	289	521
10	28	50	63	92	182	275	448
11	30	51	64	94	183	277	389
12	30	52	65	95	184	277	340
13	31	52	65	95	185	278	299
14	31	53	66	96	185	278	278
15	31	53	66	96	185	278	278
16	31	52	65	95	184	278	278
17	31	52	65	95	185	278	278
18	30	51	64	94	184	277	277
19	30	51	64	94	183	276	276
20	30	51	64	94	183	276	276
21	29	51	64	94	183	276	276
22	29	51	64	94	183	276	276
23	29	50	63	93	183	276	276
24	29	50	66	93	182	275	275
25	28	49	68	93	182	275	275
26	28	49	71	92	181	274	274
27	27	48	73	92	181	274	274
28	27	48	77	91	180	273	273
29	26	47	79	91	180	273	273
30	26	47	82	90	179	272	272

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	8	23	29	53	175	314	3 172
2	10	24	31	54	176	353	2 368
3	10	25	34	60	172	366	1 787
4	11	27	38	64	170	365	1 380
5	12	29	41	66	170	355	1 092
6	13	32	44	70	170	341	885
7	15	35	46	72	170	324	731
8	15	35	47	74	170	307	613
9	16	37	49	78	170	289	522
10	16	38	51	80	170	272	449
11	17	38	51	81	170	264	389
12	17	38	51	81	171	264	340
13	17	38	52	81	171	264	300
14	17	39	52	82	171	264	265
15	17	39	52	82	171	264	264
16	17	38	51	81	171	264	264
17	17	38	52	81	171	264	264
18	17	38	51	81	171	264	264
19	17	38	53	81	171	264	264
20	17	39	55	82	171	264	264
21	17	39	58	82	171	264	264
22	17	38	61	82	171	264	264
23	17	38	63	81	171	264	264
24	16	38	66	81	170	263	263
25	16	37	68	81	170	263	263
26	16	37	71	80	169	263	263
27	15	37	73	80	169	262	262
28	15	36	76	80	169	262	262
29	15	36	79	82	168	262	262
30	14	36	81	84	168	261	261

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	45	59	66	89	211	318	3 216
2	48	62	68	92	214	358	2 403
3	50	65	74	100	211	372	1 819
4	51	67	78	104	210	371	1 407
5	52	70	82	107	210	362	1 116
6	54	73	85	110	211	348	905
7	56	75	86	112	210	332	748
8	55	75	87	114	210	315	628
9	55	76	88	117	210	303	535
10	55	77	90	119	209	303	460
11	55	77	90	120	209	302	400
12	55	76	89	119	208	301	349
13	54	75	88	118	207	301	308
14	53	74	87	117	207	300	300
15	52	73	86	116	206	299	299
16	51	72	86	116	205	298	298
17	50	72	85	115	204	297	297
18	49	71	84	114	203	296	296
19	49	70	83	113	203	296	296
20	48	69	83	113	202	295	295
21	47	69	82	112	201	294	294
22	47	68	81	111	200	293	293
23	46	67	80	110	199	293	293
24	45	66	79	109	198	292	292
25	44	65	78	108	198	291	291
26	43	64	77	107	197	290	290
27	42	63	76	106	196	289	289
28	41	62	78	106	195	288	288
29	40	62	81	105	194	287	287
30	39	61	84	104	193	286	286

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	76	90	97	120	242	338	3 331
2	80	94	101	124	246	370	2 493
3	80	95	104	129	241	385	1 888
4	79	95	106	132	238	384	1 460
5	81	99	111	136	239	375	1 157
6	83	102	114	140	240	360	937
7	85	105	116	142	240	343	774
8	86	107	118	145	241	334	651
9	87	108	120	149	242	335	554
10	88	109	122	151	242	335	476
11	87	109	122	152	241	334	413
12	86	108	121	151	240	333	361
13	85	106	120	150	239	332	332
14	84	105	118	148	237	331	331
15	82	104	117	147	236	329	329
16	81	102	115	145	234	328	328
17	79	101	114	144	233	326	326
18	78	99	112	142	232	325	325
19	77	98	111	141	230	323	323
20	75	97	110	140	229	322	322
21	74	95	108	138	228	321	321
22	72	94	107	137	226	319	319
23	71	92	105	135	225	318	318
24	69	91	104	134	223	316	316
25	68	89	102	132	221	315	315
26	66	87	101	131	220	313	313
27	65	86	99	129	218	311	311
28	63	84	98	127	217	310	310
29	62	83	96	126	215	308	308
30	60	81	95	125	214	307	307

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	1	16	22	46	168	312	3 144
2	5	19	26	49	171	350	2 349
3	7	22	31	56	168	364	1 776
4	9	25	36	62	168	363	1 372
5	11	28	40	65	169	353	1 087
6	13	32	44	69	170	340	880
7	15	35	46	72	170	323	727
8	15	36	47	74	170	306	611
9	16	37	49	78	170	289	519
10	16	38	51	80	170	271	447
11	16	38	51	81	170	263	388
12	16	38	51	81	170	263	339
13	16	37	50	80	169	263	298
14	15	36	49	79	169	262	264
15	14	36	49	79	168	261	261
16	13	35	48	78	167	260	260
17	13	34	48	77	167	260	260
18	12	34	50	77	166	259	259
19	12	34	52	77	166	259	259
20	12	34	55	77	166	259	259
21	13	34	58	77	166	259	259
22	13	34	61	77	166	259	259
23	13	34	63	77	166	259	259
24	12	34	66	77	166	259	259
25	12	34	68	77	166	259	259
26	12	34	71	77	166	259	259
27	12	33	73	78	166	259	259
28	12	33	76	80	166	259	259
29	14	33	79	82	165	259	259
30	14	33	81	84	165	258	258

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	87	101	108	131	254	349	3 401
2	87	102	108	132	254	376	2 540
3	87	102	111	136	248	390	1 918
4	86	103	113	140	245	389	1 481
5	87	104	116	141	245	379	1 173
6	88	106	118	144	244	364	950
7	89	108	119	145	243	347	784
8	88	109	120	148	243	336	658
9	88	109	121	150	242	335	559
10	87	108	121	150	241	334	481
11	85	106	120	149	239	332	417
12	83	105	118	148	237	330	365
13	81	103	116	146	235	328	328
14	79	101	114	144	233	326	326
15	77	99	112	142	231	324	324
16	75	97	110	140	229	322	322
17	74	95	108	138	227	321	321
18	72	94	107	137	226	319	319
19	71	92	105	135	224	318	318
20	70	91	104	134	224	317	317
21	69	90	103	133	223	316	316
22	68	89	102	132	221	315	315
23	67	88	101	131	220	313	313
24	65	87	100	130	219	312	312
25	64	86	99	129	218	311	311
26	63	85	98	128	217	310	310
27	62	83	97	127	216	309	309
28	61	82	95	125	215	308	308
29	60	81	94	124	214	307	307
30	59	80	93	123	213	306	306

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	345	359	366	389	512	607	3 470
2	72	86	93	116	238	381	2 581
3	74	90	98	124	236	394	1 943
4	77	93	104	131	236	392	1 498
5	79	97	109	134	237	381	1 184
6	81	100	112	138	238	366	958
7	84	103	114	140	238	349	791
8	84	105	116	144	239	332	664
9	85	106	118	147	239	333	564
10	85	106	120	149	239	332	485
11	85	107	120	149	239	332	421
12	85	107	120	150	239	332	368
13	86	107	120	150	239	333	333
14	86	108	121	151	240	333	333
15	87	108	122	152	241	334	334
16	88	109	123	153	242	335	335
17	89	110	124	154	243	336	336
18	90	112	125	155	244	337	337
19	91	112	126	156	245	338	338
20	92	113	126	156	246	339	339
21	92	113	127	156	246	339	339
22	92	113	126	156	246	339	339
23	91	113	126	156	245	338	338
24	91	112	125	155	244	337	337
25	90	111	124	154	243	337	337
26	89	110	123	153	242	335	335
27	87	109	122	152	241	334	334
28	86	107	121	151	240	333	333
29	85	106	119	149	238	332	332
30	83	105	118	148	237	330	330

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	4	11	34	156	309	3 111
2	0	4	11	34	156	346	2 319
3	1	4	13	39	150	359	1 751
4	1	4	15	42	147	358	1 352
5	2	6	18	43	146	348	1 070
6	2	8	19	45	146	334	867
7	3	10	21	47	145	318	716
8	4	10	23	49	144	301	601
9	4	10	26	51	143	284	512
10	4	10	29	52	143	267	440
11	4	10	31	53	143	251	382
12	6	10	34	53	143	236	334
13	6	11	36	53	143	236	294
14	6	12	39	53	143	236	261
15	6	13	42	54	143	236	236
16	7	13	44	54	143	236	236
17	8	15	47	55	143	236	236
18	8	16	50	57	144	237	237
19	9	16	52	60	144	237	237
20	9	17	55	61	145	238	238
21	9	19	58	64	146	239	239
22	10	19	59	66	147	240	240
23	10	20	62	68	147	241	241
24	11	21	65	71	148	241	241
25	11	22	68	73	148	241	241
26	11	22	71	75	149	242	242
27	12	24	73	77	149	242	242
28	12	25	76	80	149	243	243
29	13	25	78	81	150	243	243
30	14	27	81	83	150	243	243

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	63	69	93	215	316	3 191
2	49	64	70	94	216	355	2 382
3	49	64	73	98	210	368	1 801
4	48	64	75	101	207	368	1 392
5	48	65	77	102	206	358	1 103
6	49	67	79	105	205	345	894
7	49	69	80	106	204	328	739
8	48	69	80	108	203	311	621
9	48	69	81	110	202	296	528
10	47	68	81	111	201	294	454
11	46	67	80	110	199	293	394
12	44	65	79	108	198	291	345
13	42	64	77	107	196	289	304
14	41	62	75	105	195	288	288
15	39	61	74	104	193	286	286
16	38	59	72	102	191	284	284
17	36	58	71	101	190	283	283
18	35	57	70	100	189	282	282
19	34	56	69	99	188	281	281
20	34	55	68	98	187	281	281
21	33	54	68	98	187	280	280
22	32	54	67	97	186	279	279
23	32	53	66	96	186	279	279
24	31	52	67	96	185	278	278
25	30	52	70	95	184	277	277
26	30	51	72	94	183	277	277
27	29	50	75	93	183	276	276
28	28	50	77	93	182	275	275
29	28	49	81	92	181	275	275
30	27	48	83	91	181	274	274

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	109	124	130	154	276	371	3 443
2	110	125	131	155	277	380	2 569
3	111	126	135	161	273	394	1 940
4	112	128	139	165	271	393	1 499
5	113	130	142	167	271	383	1 187
6	114	133	145	170	271	369	962
7	115	135	146	172	270	363	795
8	114	135	146	173	269	362	668
9	114	135	147	176	268	361	568
10	113	134	147	177	267	360	489
11	112	133	146	176	265	359	424
12	110	131	144	174	263	357	371
13	108	129	142	172	261	354	354
14	105	127	140	170	259	352	352
15	103	124	137	167	257	350	350
16	100	122	135	165	254	347	347
17	98	119	132	162	252	345	345
18	96	117	130	160	249	343	343
19	94	115	128	158	247	341	341
20	92	113	126	156	246	339	339
21	90	112	125	155	244	337	337
22	88	110	123	153	242	335	335
23	87	108	121	151	240	333	333
24	85	106	119	149	239	332	332
25	83	104	117	147	237	330	330
26	81	103	116	146	235	328	328
27	80	101	114	144	233	326	326
28	78	99	112	142	232	325	325
29	76	98	111	141	230	323	323
30	75	96	109	139	229	322	322

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	169	183	190	213	335	431	3 433
2	178	192	199	222	345	440	2 584
3	181	197	205	231	343	438	1 963
4	182	198	209	236	341	435	1 521
5	183	200	212	237	341	434	1 207
6	183	201	213	239	339	432	978
7	183	202	213	239	338	431	808
8	181	201	213	240	336	429	678
9	180	201	213	242	334	428	577
10	179	200	213	243	333	426	496
11	177	198	212	241	331	424	431
12	175	196	209	239	328	421	421
13	172	193	206	236	325	418	418
14	168	190	203	233	322	415	415
15	165	187	200	230	319	412	412
16	162	183	196	226	316	409	409
17	159	180	193	223	312	406	406
18	156	177	190	220	309	402	402
19	152	174	187	217	306	399	399
20	149	171	184	214	303	396	396
21	146	168	181	211	300	393	393
22	143	164	178	208	297	390	390
23	140	161	174	204	294	387	387
24	137	158	171	201	290	384	384
25	134	155	168	198	287	381	381
26	131	152	165	195	284	377	377
27	128	149	162	192	281	375	375
28	125	146	159	189	278	372	372
29	122	143	156	186	276	369	369
30	119	141	154	184	273	366	366

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	22	36	43	66	188	323	3 266
2	23	37	44	67	189	362	2 437
3	22	38	46	72	184	375	1 840
4	22	38	49	76	181	374	1 420
5	23	40	52	77	181	364	1 124
6	23	42	54	80	180	350	910
7	24	44	55	81	179	333	751
8	23	43	55	82	178	315	630
9	23	44	56	85	177	297	536
10	22	44	57	86	176	279	460
11	22	43	56	86	176	269	399
12	21	43	56	86	175	268	349
13	21	42	55	85	174	267	307
14	20	41	55	85	174	267	272
15	20	41	54	84	174	267	267
16	20	41	54	84	173	267	267
17	20	41	54	84	173	266	266
18	20	41	54	84	173	266	266
19	20	41	54	84	173	267	267
20	20	41	57	84	174	267	267
21	20	41	59	84	174	267	267
22	20	41	62	84	174	267	267
23	20	41	65	84	173	267	267
24	20	41	67	84	173	266	266
25	19	41	70	84	173	266	266
26	19	41	72	84	173	266	266
27	19	40	75	83	173	266	266
28	19	40	78	83	172	266	266
29	18	40	81	83	172	265	265
30	18	39	83	86	172	265	265

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	18	32	39	62	184	323	3 265
2	20	34	41	64	186	362	2 436
3	21	36	45	71	182	375	1 838
4	22	39	49	76	181	374	1 419
5	24	42	54	79	182	364	1 123
6	26	45	56	82	182	349	909
7	28	48	59	85	183	333	751
8	28	49	60	87	183	315	630
9	29	50	62	91	183	297	536
10	30	51	64	93	184	279	461
11	30	52	65	95	184	277	400
12	30	52	65	95	184	277	350
13	30	52	65	95	184	277	308
14	30	52	65	95	184	277	277
15	30	51	65	95	184	277	277
16	30	51	64	94	183	276	276
17	30	51	64	94	183	276	276
18	30	51	64	94	183	276	276
19	30	51	64	94	183	276	276
20	30	51	64	94	184	277	277
21	30	51	65	95	184	277	277
22	30	51	65	95	184	277	277
23	30	51	65	94	184	277	277
24	30	51	67	94	183	277	277
25	29	51	70	94	183	276	276
26	29	50	72	93	183	276	276
27	28	50	76	93	182	275	275
28	28	49	78	92	182	275	275
29	27	49	81	92	181	274	274
30	27	48	84	91	181	274	274

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	119	133	140	163	285	381	3 523
2	118	132	139	162	284	387	2 623
3	116	131	140	166	277	400	1 976
4	115	132	142	169	274	398	1 522
5	115	133	145	170	273	387	1 202
6	115	134	146	171	272	371	972
7	116	136	147	173	271	364	801
8	115	135	147	174	270	363	672
9	114	135	147	176	269	362	570
10	114	135	148	178	268	361	490
11	114	135	148	178	267	360	424
12	112	134	147	177	266	359	371
13	111	133	146	176	265	358	358
14	110	131	144	174	264	357	357
15	108	129	142	172	261	355	355
16	106	127	140	170	259	352	352
17	103	124	137	167	256	350	350
18	101	122	135	165	254	347	347
19	98	120	133	163	252	345	345
20	96	118	131	161	250	343	343
21	94	115	128	158	248	341	341
22	92	113	126	156	245	339	339
23	89	111	124	154	243	336	336
24	87	109	122	152	241	334	334
25	85	107	120	150	239	332	332
26	83	104	118	147	237	330	330
27	81	102	115	145	235	328	328
28	79	100	113	143	233	326	326
29	77	98	111	141	231	324	324
30	75	96	110	140	229	322	322

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	3	10	33	155	312	3 150
2	0	5	12	35	157	351	2 352
3	1	7	16	42	153	364	1 777
4	1	9	20	47	152	363	1 374
5	2	12	25	49	153	354	1 088
6	2	16	27	53	153	340	882
7	3	19	30	56	154	324	729
8	4	19	31	58	154	307	612
9	4	20	33	61	154	289	521
10	4	21	34	63	154	272	448
11	4	21	34	64	154	256	389
12	6	21	35	64	153	246	340
13	6	21	38	64	153	246	300
14	6	21	39	64	153	246	265
15	7	20	42	63	153	246	246
16	7	20	45	63	152	245	245
17	8	20	48	63	152	246	246
18	8	20	50	63	152	246	246
19	9	20	53	63	153	246	246
20	9	21	55	64	153	246	246
21	10	21	58	65	154	247	247
22	10	22	61	67	154	247	247
23	10	22	63	69	155	248	248
24	11	22	66	71	155	248	248
25	11	23	68	73	155	248	248
26	12	23	71	75	155	248	248
27	12	24	73	78	155	249	249
28	12	25	77	80	156	249	249
29	14	25	79	82	156	249	249
30	14	27	81	84	156	249	249

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	30	44	51	74	196	314	3 171
2	30	44	51	74	197	353	2 366
3	29	44	53	78	190	366	1 786
4	28	44	55	81	187	364	1 379
5	28	45	57	82	186	354	1 091
6	31	49	61	87	187	340	883
7	28	48	59	85	183	324	729
8	33	53	64	92	187	306	612
9	32	53	65	94	186	289	520
10	26	48	61	90	180	273	447
11	22	43	56	86	175	268	388
12	18	39	53	82	172	265	339
13	15	37	50	80	169	262	299
14	13	35	48	78	167	260	264
15	12	33	46	76	166	259	259
16	10	32	45	75	164	257	257
17	9	31	48	74	163	256	256
18	9	30	50	73	162	256	256
19	9	30	52	73	162	255	255
20	9	30	55	73	162	255	255
21	9	30	58	73	162	255	255
22	10	30	60	73	162	255	255
23	10	30	63	73	162	255	255
24	11	30	66	73	162	255	255
25	11	30	68	73	162	255	255
26	11	30	71	75	162	255	255
27	12	29	73	77	162	255	255
28	12	29	76	80	162	255	255
29	14	29	79	81	162	255	255
30	14	29	81	84	162	255	255

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	182	196	203	226	348	444	3 764
2	179	194	200	224	346	441	2 792
3	175	190	199	225	336	432	2 105
4	171	187	198	225	330	424	1 619
5	167	185	197	222	325	419	1 276
6	165	183	195	221	321	414	1 029
7	162	182	193	219	317	410	847
8	158	178	190	217	313	406	709
9	155	175	188	216	309	402	602
10	151	172	185	215	305	398	517
11	147	169	182	211	301	394	447
12	143	165	178	208	297	390	390
13	140	161	174	204	293	386	386
14	136	157	170	200	290	383	383
15	132	154	167	197	286	379	379
16	129	151	164	194	283	376	376
17	126	147	161	191	280	373	373
18	123	145	158	188	277	370	370
19	120	142	155	185	274	367	367
20	118	139	152	182	272	365	365
21	115	137	150	180	269	362	362
22	113	134	147	177	266	360	360
23	110	132	145	175	264	357	357
24	108	129	142	172	261	355	355
25	105	127	140	170	259	352	352
26	103	124	137	167	257	350	350
27	101	122	135	165	254	348	348
28	98	120	133	163	252	345	345
29	96	118	131	161	250	343	343
30	94	116	129	159	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	15	26	54	173	314	3 169
2	0	15	26	54	173	353	2 366
3	1	17	29	58	170	366	1 786
4	1	20	32	63	169	364	1 380
5	2	23	37	69	170	355	1 092
6	4	26	40	70	171	341	885
7	6	31	42	72	171	324	731
8	9	34	46	74	171	307	613
9	10	37	50	76	172	290	522
10	11	38	51	76	172	272	449
11	12	40	52	78	172	265	389
12	13	41	54	79	172	265	340
13	13	42	54	80	172	265	300
14	14	43	55	80	172	265	265
15	14	43	55	80	172	265	265
16	14	43	55	80	172	265	265
17	14	43	55	80	172	265	265
18	14	43	55	80	172	265	265
19	14	43	55	80	172	265	265
20	14	43	55	80	172	266	266
21	14	43	58	80	173	266	266
22	14	43	61	80	173	266	266
23	14	43	63	80	173	266	266
24	14	43	66	80	173	266	266
25	14	43	68	80	173	266	266
26	14	43	71	80	173	266	266
27	14	43	73	80	173	266	266
28	14	43	76	80	173	266	266
29	14	43	79	82	173	266	266
30	14	43	81	84	173	266	266

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	307	3 090
2	0	1	6	15	132	344	2 301
3	1	1	9	18	125	356	1 735
4	1	3	12	21	121	354	1 339
5	2	4	15	24	121	345	1 060
6	2	4	18	27	120	331	858
7	3	6	20	30	120	315	708
8	4	6	23	32	120	298	595
9	4	8	26	35	120	281	506
10	4	8	28	37	121	264	435
11	4	9	31	40	121	248	377
12	6	10	33	42	121	232	330
13	6	11	36	44	121	218	291
14	6	12	39	47	122	215	257
15	6	13	41	49	122	215	229
16	7	13	44	51	122	215	215
17	7	14	46	54	123	216	216
18	8	16	49	57	125	216	216
19	9	16	51	58	128	217	217
20	9	17	54	61	130	217	217
21	9	18	56	63	132	218	218
22	10	19	59	65	133	219	219
23	10	20	62	67	135	219	219
24	11	20	64	69	136	219	219
25	11	22	67	71	138	220	220
26	11	22	69	73	140	220	220
27	12	23	72	76	141	220	220
28	12	24	74	78	142	220	220
29	13	25	76	80	143	220	220
30	13	25	79	81	144	220	220

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Commission Implementing Regulation (EU) 2017/2015Show 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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