Occ Dfast-14a

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Overview

Cover Sheet
Equity by Geography
Dividends
FX Spot
FX Vega
Rates DV01
Rates Vega-Normal & Relative
Rates Vega-Normal & Absolute
Other Rates
Energy
Metals
Ags & Softs
Commodity Indices
Securitized Products
Agencies
Munis
ARS
Corporate Credit-Advanced
Corporate Credit-EM
Sovereign Credit
Credit Correlation
Private Equity
Other Fair Value Assets

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Sheet 1: Cover Sheet

	Trading, PE and Other Fair Value Assets: Market Shocks
	Scenario Name:	DFAST 2021: Severely Adverse
	As-Of Date:	10/9/2020
	Date of Generation:	2/12/2021
	DFAST 2021: Severely Adverse Scenario

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Sheet 2: Equity by Geography

DFAST 2021: Severely Adverse Scenario
Equity by Geography
					Vol Points
	Country		Spot Shock (%)		1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	30Y
	Australia		-36.0%		51.6	45.1	37.7	32.2	28.0	18.7	14.5	11.0	9.4	8.2	7.3	6.9	6.4
	Austria		-28.7%		43.1	37.7	31.5	26.9	23.4	15.6	12.1	9.1	7.9	6.9	6.1	5.8	5.4
	Belgium		-28.8%		42.4	37.1	31.0	26.4	23.0	15.3	11.9	9.0	7.7	6.8	6.0	5.7	5.3
	Canada		-31.7%		45.7	39.9	33.3	28.5	24.8	16.5	12.8	9.7	8.3	7.3	6.5	6.1	5.7
	Denmark		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Finland		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	France		-37.5%		48.9	42.8	35.7	30.5	26.5	17.7	13.8	10.4	8.9	7.8	7.0	6.5	6.1
	Germany		-37.7%		48.2	42.3	35.1	29.6	25.2	14.9	10.2	6.1	4.4	3.0	2.0	1.5	1.0
	Greece		-43.5%		54.0	47.2	39.4	33.7	29.3	19.5	15.2	11.5	9.8	8.6	7.7	7.2	6.7
	Ireland		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Italy		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Japan		-33.9%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Netherlands		-37.5%		45.5	39.8	33.2	28.4	24.7	16.4	12.8	9.7	8.3	7.3	6.5	6.1	5.7
	New Zealand		-36.0%		51.6	45.1	37.7	32.2	28.0	18.7	14.5	11.0	9.4	8.2	7.3	6.9	6.4
	Norway		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Portugal		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Spain		-37.9%		48.9	42.8	35.7	30.5	26.6	17.7	13.8	10.4	8.9	7.8	7.0	6.5	6.1
	Sweden		-35.0%		43.4	37.9	31.7	27.0	23.5	15.7	12.2	9.2	7.9	6.9	6.2	5.8	5.4
	Switzerland		-26.9%		44.1	38.5	32.2	27.5	23.9	15.9	12.4	9.4	8.0	7.0	6.3	5.9	5.5
	United Kingdom		-34.2%		46.8	41.6	35.1	29.9	25.7	15.3	10.3	5.8	3.8	2.3	1.2	0.6	0.0
	United States		-26.0%		45.7	40.3	34.0	29.1	25.4	16.9	13.1	9.8	8.4	7.4	6.5	6.1	5.7
	Euro Stoxx 50 Index		-38.0%		48.3	42.3	35.3	30.1	26.2	17.5	13.6	10.3	8.8	7.7	6.9	6.5	6.0
	Stoxx Europe 600 Index		-37.5%		52.2	45.6	38.1	32.5	28.3	18.9	14.7	11.1	9.5	8.3	7.4	7.0	6.5
	Other Cross-Country Indices		-37.5%		52.2	45.6	38.1	32.5	28.3	18.9	14.7	11.1	9.5	8.3	7.4	7.0	6.5
	Other Advanced Economies		-26.0%		45.7	40.3	34.0	29.1	25.4	16.9	13.1	9.8	8.4	7.4	6.5	6.1	5.7
	Bulgaria		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Czech Republic		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Hungary		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Poland		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Russia		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Ukraine		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	MSCI EM Eastern Europe		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Other Cross-Country Indices		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Other Emerging Europe		-46.7%		84.6	74.0	61.8	52.7	45.9	30.6	23.8	18.0	15.4	13.5	12.0	11.3	10.5
	Argentina		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	Brazil		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	Chile		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	Mexico		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	MSCI EM Latin America Index		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	Other Cross-Country Indices		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	Other Latam & Caribbean		-59.1%		96.0	81.7	67.3	58.1	52.1	41.1	37.1	33.9	32.6	31.5	30.7	30.3	29.9
	China		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Hong Kong		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	India		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Indonesia		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Malaysia		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Philippines		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Singapore		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	South Korea		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Taiwan		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	MSCI EM Asia Index		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Other Cross-Country Indices		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Other Asia Ex-Japan		-34.6%		49.5	43.2	36.0	30.8	26.9	18.5	15.0	12.1	10.9	9.9	9.2	8.8	8.5
	Israel		-43.5%		84.5	73.9	61.7	52.7	45.9	30.6	23.8	17.9	15.4	13.5	12.0	11.3	10.5
	Turkey		-43.5%		84.5	73.9	61.7	52.7	45.9	30.6	23.8	17.9	15.4	13.5	12.0	11.3	10.5
	Other Cross-Country Indices		-43.5%		84.5	73.9	61.7	52.7	45.9	30.6	23.8	17.9	15.4	13.5	12.0	11.3	10.5
	Other Middle East/N. Africa		-43.5%		84.5	73.9	61.7	52.7	45.9	30.6	23.8	17.9	15.4	13.5	12.0	11.3	10.5
	South Africa		-28.7%		45.7	40.3	34.0	29.1	25.4	16.9	13.1	9.8	8.4	7.4	6.5	6.1	5.7
	Other Cross-Country Indices		-28.7%		45.7	40.3	34.0	29.1	25.4	16.9	13.1	9.8	8.4	7.4	6.5	6.1	5.7
	Other Sub-Saharan Africa		-28.7%		45.7	40.3	34.0	29.1	25.4	16.9	13.1	9.8	8.4	7.4	6.5	6.1	5.7
	MSCI All Country World Index (ACWI)		-36.0%		51.6	45.1	37.7	32.2	28.0	18.7	14.5	11.0	9.4	8.2	7.3	6.9	6.4
	MSCI EAFE Index		-36.1%		55.4	48.4	40.4	34.5	30.1	20.0	15.6	11.8	10.1	8.8	7.9	7.4	6.9
	MSCI EM Index		-43.5%		54.0	47.2	39.4	33.7	29.3	19.5	15.2	11.5	9.8	8.6	7.7	7.2	6.7
	MSCI EMEA Index		-43.5%		84.5	73.9	61.7	52.7	45.9	30.6	23.8	17.9	15.4	13.5	12.0	11.3	10.5
	MSCI World Index		-36.0%		51.6	45.1	37.7	32.2	28.0	18.7	14.5	11.0	9.4	8.2	7.3	6.9	6.4
	Other Cross-Country Indices		-36.0%		51.6	45.1	37.7	32.2	28.0	18.7	14.5	11.0	9.4	8.2	7.3	6.9	6.4

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Sheet 3: Dividends

DFAST 2021: Severely Adverse Scenario
Other Equity
	Relative Dividend Shocks (%)
	Region	1Y	2Y	3Y	5Y	7Y	10Y	Unspecified Tenor
	US	-21.0%	-21.0%	-19.0%	-16.0%	-14.0%	-10.0%	-21.0%
	Europe	-25.8%	-25.8%	-23.0%	-18.5%	-15.0%	-11.5%	-25.8%
	Japan	-19.5%	-19.5%	-18.5%	-14.0%	-12.0%	-8.0%	-19.5%
	Other / Unspecified	-21.0%	-21.0%	-19.0%	-16.0%	-14.0%	-10.0%	-21.0%

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Sheet 4: FX Spot

DFAST 2021: Severely Adverse Scenario
FX Spot Sensitivities
				% Change in Spot Price Defined as Currency1 vs. Currency2
	Currency 1	Currency 2
	AED	AUD		7.6%
	AED	CHF		3.5%
	AED	DKK		7.0%
	AED	EUR		7.0%
	AED	GBP		5.3%
	AED	JPY		-3.7%
	AED	NOK		8.8%
	AED	SEK		8.2%
	AED	USD		0.0%
	ALL	USD		-8.1%
	AMD	USD		-16.5%
	ANG	USD		0.0%
	AOA	EUR		-4.6%
	AOA	GBP		-6.1%
	AOA	USD		-10.8%
	ARS	AUD		0.6%
	ARS	CHF		-3.2%
	ARS	DKK		0.0%
	ARS	EUR		0.0%
	ARS	GBP		-1.6%
	ARS	JPY		-9.9%
	ARS	NOK		1.7%
	ARS	SEK		1.2%
	ARS	USD		-6.5%
	AUD	BBD		-7.1%
	AUD	BDT		-3.3%
	AUD	BGN		-0.6%
	AUD	BHD		-7.1%
	AUD	BMD		-7.1%
	AUD	BRL		7.2%
	AUD	BSD		-7.1%
	AUD	BWP		4.1%
	AUD	CAD		-2.3%
	AUD	CHF		-3.8%
	AUD	CLP		-0.1%
	AUD	CNY		-5.9%
	AUD	COP		-1.3%
	AUD	CYP		-0.6%
	AUD	CZK		-0.7%
	AUD	DJF		-7.1%
	AUD	DKK		-0.6%
	AUD	DOP		-0.6%
	AUD	DZD		4.1%
	AUD	EGP		4.1%
	AUD	EUR		-0.6%
	AUD	FJD		-3.3%
	AUD	GBP		-2.2%
	AUD	GEL		11.3%
	AUD	HKD		-7.1%
	AUD	HRK		-0.6%
	AUD	HUF		3.3%
	AUD	IDR		1.4%
	AUD	ILS		-4.1%
	AUD	INR		-3.3%
	AUD	IRR		-4.1%
	AUD	ISK		-1.1%
	AUD	JMD		-0.6%
	AUD	JOD		-7.1%
	AUD	JPY		-10.5%
	AUD	KES		4.1%
	AUD	KGS		11.3%
	AUD	KHR		4.1%
	AUD	KRW		-2.6%
	AUD	KWD		-4.1%
	AUD	KZT		11.3%
	AUD	LAK		-6.4%
	AUD	LBP		-7.1%
	AUD	LKR		-3.3%
	AUD	LVL		-0.6%
	AUD	MAD		4.1%
	AUD	MMK		-3.3%
	AUD	MOP		-7.1%
	AUD	MRO		4.1%
	AUD	MTL		-0.6%
	AUD	MUR		4.1%
	AUD	MVR		-7.1%
	AUD	MWK		4.1%
	AUD	MXN		-1.4%
	AUD	MYR		-2.5%
	AUD	MZM		4.1%
	AUD	NGN		4.1%
	AUD	NOK		1.1%
	AUD	NPR		-3.3%
	AUD	NZD		-0.7%
	AUD	OMR		-7.1%
	AUD	PEN		-6.4%
	AUD	PGK		-7.1%
	AUD	PHP		-5.2%
	AUD	PKR		-4.1%
	AUD	PLN		1.5%
	AUD	PYG		-0.6%
	AUD	QAR		-7.1%
	AUD	RON		0.2%
	AUD	RSD		1.1%
	AUD	RUB		11.3%
	AUD	RWF		4.1%
	AUD	SAR		-7.1%
	AUD	SBD		-3.3%
	AUD	SEK		0.5%
	AUD	SGD		-4.7%
	AUD	SKK		-0.6%
	AUD	THB		-5.5%
	AUD	TJS		11.3%
	AUD	TND		4.1%
	AUD	TOP		-4.4%
	AUD	TRY		1.2%
	AUD	TTD		-0.6%
	AUD	TWD		-1.5%
	AUD	UAH		1.1%
	AUD	USD		-7.1%
	AUD	UZS		11.3%
	AUD	VEF		-7.1%
	AUD	VND		-7.1%
	AUD	VUV		-3.3%
	AUD	WST		-3.3%
	AUD	XAF		-0.6%
	AUD	XCD		-7.1%
	AUD	XPF		-0.6%
	AUD	ZAR		4.1%
	AWG	EUR		7.0%
	AWG	GBP		5.3%
	AWG	USD		0.0%
	AZN	USD		-16.5%
	BAM	EUR		0.0%
	BAM	GBP		-1.6%
	BAM	USD		-6.5%
	BBD	EUR		7.0%
	BBD	GBP		5.3%
	BBD	JPY		-3.7%
	BBD	USD		0.0%
	BDT	CHF		-0.5%
	BDT	DKK		2.8%
	BDT	EUR		2.8%
	BDT	GBP		1.2%
	BDT	JPY		-7.4%
	BDT	NOK		4.6%
	BDT	USD		-3.9%
	BGN	CHF		-3.2%
	BGN	DKK		0.0%
	BGN	EUR		0.0%
	BGN	GBP		-1.6%
	BGN	JPY		-9.9%
	BGN	NOK		1.7%
	BGN	SEK		1.2%
	BGN	USD		-6.5%
	BHD	CHF		3.5%
	BHD	EUR		7.0%
	BHD	GBP		5.3%
	BHD	JPY		-3.7%
	BHD	USD		0.0%
	BIF	EUR		-4.6%
	BIF	GBP		-6.1%
	BIF	USD		-10.8%
	BMD	CHF		3.5%
	BMD	EUR		7.0%
	BMD	GBP		5.3%
	BMD	JPY		-3.7%
	BMD	USD		0.0%
	BND	USD		-2.5%
	BRL	CAD		-8.8%
	BRL	CHF		-10.2%
	BRL	CNY		-12.2%
	BRL	DKK		-7.3%
	BRL	EUR		-7.3%
	BRL	GBP		-8.7%
	BRL	HUF		-3.6%
	BRL	IDR		-5.3%
	BRL	INR		-9.8%
	BRL	JPY		-16.5%
	BRL	KRW		-9.1%
	BRL	MXN		-8.0%
	BRL	MYR		-9.0%
	BRL	NOK		-5.7%
	BRL	PLN		-5.2%
	BRL	RUB		3.8%
	BRL	SEK		-6.2%
	BRL	TRY		-5.6%
	BRL	TWD		-8.1%
	BRL	USD		-13.3%
	BRL	ZAR		-2.8%
	BSD	EUR		7.0%
	BSD	GBP		5.3%
	BSD	JPY		-3.7%
	BSD	USD		0.0%
	BWP	CHF		-7.7%
	BWP	DKK		-4.6%
	BWP	EUR		-4.6%
	BWP	GBP		-6.1%
	BWP	JPY		-14.1%
	BWP	NOK		-2.9%
	BWP	SEK		-3.5%
	BWP	USD		-10.8%
	BYR	EUR		-10.7%
	BYR	GBP		-12.1%
	BYR	USD		-16.5%
	BZD	EUR		7.0%
	BZD	GBP		5.3%
	BZD	USD		0.0%
	CAD	CHF		-1.6%
	CAD	CNY		-3.6%
	CAD	DKK		1.7%
	CAD	EUR		1.7%
	CAD	GBP		0.1%
	CAD	IDR		3.8%
	CAD	ILS		-1.9%
	CAD	INR		-1.0%
	CAD	JPY		-8.4%
	CAD	KRW		-0.3%
	CAD	MXN		1.0%
	CAD	NOK		3.5%
	CAD	NZD		1.6%
	CAD	PLN		3.9%
	CAD	RUB		13.9%
	CAD	SEK		2.9%
	CAD	SGD		-2.5%
	CAD	USD		-4.9%
	CAD	ZAR		6.6%
	CHF	CLP		3.9%
	CHF	CNY		-2.1%
	CHF	COP		2.7%
	CHF	CRC		3.3%
	CHF	CYP		3.3%
	CHF	CZK		3.2%
	CHF	DKK		3.3%
	CHF	DOP		3.3%
	CHF	DZD		8.3%
	CHF	ECS		-3.4%
	CHF	EEK		3.3%
	CHF	EGP		8.3%
	CHF	EUR		3.3%
	CHF	GBP		1.7%
	CHF	GEL		15.7%
	CHF	HKD		-3.4%
	CHF	HRK		3.3%
	CHF	HUF		7.5%
	CHF	IDR		5.5%
	CHF	ILS		-0.3%
	CHF	INR		0.5%
	CHF	IRR		-0.3%
	CHF	ISK		2.9%
	CHF	JMD		3.3%
	CHF	JOD		-3.4%
	CHF	JPY		-6.9%
	CHF	KES		8.3%
	CHF	KGS		15.7%
	CHF	KHR		8.3%
	CHF	KRW		1.3%
	CHF	KWD		-0.3%
	CHF	LBP		-3.4%
	CHF	LKR		0.5%
	CHF	LTL		3.3%
	CHF	LVL		3.3%
	CHF	MAD		8.3%
	CHF	MRO		8.3%
	CHF	MTL		3.3%
	CHF	MWK		8.3%
	CHF	MXN		2.5%
	CHF	MYR		1.4%
	CHF	NGN		8.3%
	CHF	NOK		5.1%
	CHF	NPR		0.5%
	CHF	NZD		3.2%
	CHF	OMR		-3.4%
	CHF	PEN		-2.7%
	CHF	PGK		-3.4%
	CHF	PHP		-1.4%
	CHF	PKR		-0.3%
	CHF	PLN		5.6%
	CHF	QAR		-3.4%
	CHF	RON		4.2%
	CHF	RSD		5.1%
	CHF	RUB		15.7%
	CHF	SAR		-3.4%
	CHF	SEK		4.5%
	CHF	SGD		-0.9%
	CHF	SKK		3.3%
	CHF	SYP		-0.3%
	CHF	THB		-1.7%
	CHF	TND		8.3%
	CHF	TRY		5.2%
	CHF	TWD		2.4%
	CHF	UAH		5.1%
	CHF	USD		-3.4%
	CHF	VEF		-3.4%
	CHF	VND		-3.4%
	CHF	XAF		3.4%
	CHF	YER		-0.3%
	CHF	ZAR		8.3%
	CHF	ZMK		8.3%
	CLP	DKK		-0.5%
	CLP	EUR		-0.5%
	CLP	GBP		-2.1%
	CLP	JPY		-10.4%
	CLP	KRW		-2.5%
	CLP	NOK		1.2%
	CLP	PHP		-5.1%
	CLP	SEK		0.6%
	CLP	USD		-7.0%
	CNY	DKK		5.6%
	CNY	EUR		5.6%
	CNY	GBP		3.9%
	CNY	HUF		9.8%
	CNY	IDR		7.8%
	CNY	INR		2.7%
	CNY	JPY		-4.9%
	CNY	KRW		3.5%
	CNY	MXN		4.8%
	CNY	MYR		3.6%
	CNY	NOK		7.4%
	CNY	NZD		5.4%
	CNY	PHP		0.7%
	CNY	PLN		7.9%
	CNY	RUB		18.2%
	CNY	SEK		6.8%
	CNY	SGD		1.2%
	CNY	TRY		7.5%
	CNY	TWD		4.7%
	CNY	USD		-1.3%
	COP	DKK		0.6%
	COP	EUR		0.6%
	COP	GBP		-0.9%
	COP	JPY		-9.3%
	COP	NOK		2.4%
	COP	SEK		1.8%
	COP	USD		-5.9%
	CRC	EUR		0.0%
	CRC	GBP		-1.6%
	CRC	JPY		-9.9%
	CRC	USD		-6.5%
	CSD	USD		-8.1%
	CUP	EUR		0.0%
	CUP	GBP		-1.6%
	CUP	USD		-6.5%
	CVE	EUR		0.0%
	CVE	GBP		-1.6%
	CVE	USD		-6.5%
	CYP	DKK		0.0%
	CYP	EUR		0.0%
	CYP	GBP		-1.6%
	CYP	JPY		-9.9%
	CYP	SEK		1.2%
	CYP	USD		-6.5%
	CZK	DKK		0.1%
	CZK	EUR		0.1%
	CZK	GBP		-1.5%
	CZK	JPY		-9.8%
	CZK	NOK		1.8%
	CZK	SEK		1.3%
	CZK	USD		-6.4%
	DEM	USD		-6.5%
	DJF	EUR		7.0%
	DJF	GBP		5.3%
	DJF	USD		0.0%
	DKK	DZD		4.8%
	DKK	ECS		-6.5%
	DKK	EEK		0.0%
	DKK	EGP		4.8%
	DKK	EUR		0.0%
	DKK	GBP		-1.6%
	DKK	GEL		12.0%
	DKK	HKD		-6.5%
	DKK	HRK		0.0%
	DKK	HUF		4.0%
	DKK	IDR		2.1%
	DKK	ILS		-3.5%
	DKK	INR		-2.7%
	DKK	IQD		-6.5%
	DKK	ISK		-0.4%
	DKK	JMD		0.0%
	DKK	JOD		-6.5%
	DKK	JPY		-9.9%
	DKK	KES		4.8%
	DKK	KHR		4.8%
	DKK	KRW		-2.0%
	DKK	KWD		-3.5%
	DKK	KZT		12.0%
	DKK	LAK		-5.7%
	DKK	LBP		-6.5%
	DKK	LKR		-2.7%
	DKK	LTL		0.0%
	DKK	LVL		0.0%
	DKK	MAD		4.8%
	DKK	MMK		-2.7%
	DKK	MTL		0.0%
	DKK	MXN		-0.7%
	DKK	MYR		-1.9%
	DKK	NGN		4.8%
	DKK	NOK		1.7%
	DKK	NPR		-2.7%
	DKK	NZD		-0.1%
	DKK	PEN		-5.8%
	DKK	PGK		-6.5%
	DKK	PHP		-4.6%
	DKK	PKR		-3.5%
	DKK	PLN		2.2%
	DKK	QAR		-6.5%
	DKK	RON		0.9%
	DKK	RSD		1.7%
	DKK	RUB		12.0%
	DKK	SAR		-6.5%
	DKK	SEK		1.2%
	DKK	SGD		-4.1%
	DKK	SKK		0.0%
	DKK	SYP		-3.5%
	DKK	THB		-4.9%
	DKK	TND		4.8%
	DKK	TRY		1.9%
	DKK	TWD		-0.8%
	DKK	UAH		1.7%
	DKK	UGX		4.8%
	DKK	USD		-6.5%
	DKK	VEF		-6.5%
	DKK	VND		-6.5%
	DKK	XAF		0.0%
	DKK	ZAR		4.8%
	DOP	EUR		0.0%
	DOP	GBP		-1.6%
	DOP	JPY		-9.9%
	DOP	USD		-6.5%
	DZD	EUR		-4.6%
	DZD	GBP		-6.1%
	DZD	JPY		-14.1%
	DZD	USD		-10.8%
	ECS	EUR		7.0%
	ECS	GBP		5.3%
	ECS	USD		0.0%
	ECU	USD		-6.5%
	EEK	EUR		0.0%
	EEK	GBP		-1.6%
	EEK	JPY		-9.9%
	EEK	NOK		1.7%
	EEK	SEK		1.2%
	EEK	USD		-6.5%
	EGP	EUR		-4.6%
	EGP	GBP		-6.1%
	EGP	JPY		-14.1%
	EGP	NOK		-2.9%
	EGP	SEK		-3.5%
	EGP	USD		-10.8%
	ERN	EUR		7.0%
	ERN	USD		0.0%
	ETB	EUR		-4.6%
	ETB	GBP		-6.1%
	ETB	JPY		-14.1%
	ETB	USD		-10.8%
	EUR	FJD		-2.7%
	EUR	GBP		-1.6%
	EUR	GEL		12.0%
	EUR	GMD		4.8%
	EUR	GNF		4.8%
	EUR	GTQ		0.0%
	EUR	GYD		0.0%
	EUR	HKD		-6.5%
	EUR	HNL		0.0%
	EUR	HRK		0.0%
	EUR	HTG		0.0%
	EUR	HUF		4.0%
	EUR	IDR		2.1%
	EUR	ILS		-3.5%
	EUR	INR		-2.7%
	EUR	IQD		-6.5%
	EUR	IRR		-3.5%
	EUR	ISK		-0.4%
	EUR	JMD		0.0%
	EUR	JOD		-6.5%
	EUR	JPY		-9.9%
	EUR	KES		4.8%
	EUR	KGS		12.0%
	EUR	KHR		4.8%
	EUR	KMF		0.0%
	EUR	KRW		-2.0%
	EUR	KWD		-3.5%
	EUR	KZT		12.0%
	EUR	LAK		-5.7%
	EUR	LBP		-6.5%
	EUR	LKR		-2.7%
	EUR	LRD		4.8%
	EUR	LTL		0.0%
	EUR	LVL		0.0%
	EUR	LYD		4.8%
	EUR	MAD		4.8%
	EUR	MDL		1.7%
	EUR	MGA		4.8%
	EUR	MMK		-2.7%
	EUR	MNT		-2.7%
	EUR	MOP		-6.5%
	EUR	MRO		4.8%
	EUR	MTL		0.0%
	EUR	MUR		4.8%
	EUR	MVR		-6.5%
	EUR	MWK		4.8%
	EUR	MXN		-0.7%
	EUR	MYR		-1.9%
	EUR	MZM		4.8%
	EUR	NGN		4.8%
	EUR	NIO		-4.3%
	EUR	NOK		1.7%
	EUR	NPR		-2.7%
	EUR	NZD		-0.1%
	EUR	OMR		-6.5%
	EUR	PAB		-6.5%
	EUR	PEN		-5.8%
	EUR	PGK		-6.5%
	EUR	PHP		-4.6%
	EUR	PKR		-3.5%
	EUR	PLN		2.2%
	EUR	PYG		0.0%
	EUR	QAR		-6.5%
	EUR	RON		0.9%
	EUR	RSD		1.7%
	EUR	RUB		12.0%
	EUR	RWF		4.8%
	EUR	SAR		-6.5%
	EUR	SBD		-2.7%
	EUR	SCR		4.8%
	EUR	SDD		4.8%
	EUR	SEK		1.2%
	EUR	SGD		-4.1%
	EUR	SIT		0.0%
	EUR	SKK		0.0%
	EUR	SLL		4.8%
	EUR	SOS		12.0%
	EUR	SRD		0.0%
	EUR	STD		12.0%
	EUR	SVC		-6.5%
	EUR	SYP		-3.5%
	EUR	THB		-4.9%
	EUR	TJS		12.0%
	EUR	TND		4.8%
	EUR	TOP		-3.8%
	EUR	TRY		1.9%
	EUR	TTD		0.0%
	EUR	TWD		-0.8%
	EUR	UAH		1.7%
	EUR	UGX		4.8%
	EUR	USD		-6.5%
	EUR	UZS		12.0%
	EUR	VEF		-6.5%
	EUR	VND		-6.5%
	EUR	VUV		-2.7%
	EUR	WST		-2.7%
	EUR	XAF		0.0%
	EUR	XCD		-6.5%
	EUR	XOF		0.0%
	EUR	XPF		0.0%
	EUR	YER		-3.5%
	EUR	ZAR		4.8%
	EUR	ZMK		4.8%
	FJD	GBP		1.2%
	FJD	JPY		-7.4%
	FJD	USD		-3.9%
	FKP	USD		-5.0%
	FRF	USD		-6.5%
	GBP	GEL		13.8%
	GBP	GMD		6.5%
	GBP	GNF		6.5%
	GBP	GTQ		1.6%
	GBP	GYD		1.6%
	GBP	HKD		-5.0%
	GBP	HNL		1.6%
	GBP	HRK		1.6%
	GBP	HTG		1.6%
	GBP	HUF		5.7%
	GBP	IDR		3.7%
	GBP	ILS		-2.0%
	GBP	INR		-1.1%
	GBP	IQD		-5.0%
	GBP	IRR		-2.0%
	GBP	ISK		1.2%
	GBP	JMD		1.6%
	GBP	JOD		-5.0%
	GBP	JPY		-8.5%
	GBP	KES		6.5%
	GBP	KGS		13.8%
	GBP	KHR		6.5%
	GBP	KMF		1.6%
	GBP	KRW		-0.4%
	GBP	KWD		-2.0%
	GBP	KZT		13.8%
	GBP	LBP		-5.0%
	GBP	LKR		-1.1%
	GBP	LRD		6.5%
	GBP	LTL		1.6%
	GBP	LVL		1.6%
	GBP	LYD		6.5%
	GBP	MAD		6.5%
	GBP	MDL		3.4%
	GBP	MGA		6.5%
	GBP	MMK		-1.1%
	GBP	MNT		-1.1%
	GBP	MOP		-5.0%
	GBP	MRO		6.5%
	GBP	MTL		1.6%
	GBP	MUR		6.5%
	GBP	MVR		-5.0%
	GBP	MWK		6.5%
	GBP	MXN		0.8%
	GBP	MYR		-0.3%
	GBP	MZM		6.5%
	GBP	NGN		6.5%
	GBP	NIO		-2.8%
	GBP	NOK		3.4%
	GBP	NPR		-1.1%
	GBP	NZD		1.5%
	GBP	OMR		-5.0%
	GBP	PEN		-4.3%
	GBP	PGK		-5.0%
	GBP	PHP		-3.1%
	GBP	PKR		-2.0%
	GBP	PLN		3.8%
	GBP	PYG		1.6%
	GBP	QAR		-5.0%
	GBP	RON		2.5%
	GBP	RSD		3.4%
	GBP	RUB		13.8%
	GBP	RWF		6.5%
	GBP	SAR		-5.0%
	GBP	SBD		-1.1%
	GBP	SCR		6.5%
	GBP	SDD		6.5%
	GBP	SEK		2.8%
	GBP	SGD		-2.6%
	GBP	SIT		1.6%
	GBP	SKK		1.6%
	GBP	SLL		6.5%
	GBP	SOS		13.8%
	GBP	SRD		1.6%
	GBP	SVC		-5.0%
	GBP	SYP		-2.0%
	GBP	THB		-3.4%
	GBP	TJS		13.8%
	GBP	TND		6.5%
	GBP	TOP		-2.3%
	GBP	TRY		3.5%
	GBP	TTD		1.6%
	GBP	TWD		0.7%
	GBP	UAH		3.4%
	GBP	UGX		6.5%
	GBP	USD		-5.0%
	GBP	UZS		13.8%
	GBP	VEF		-5.0%
	GBP	VND		-5.0%
	GBP	VUV		-1.1%
	GBP	WST		-1.1%
	GBP	XAF		1.6%
	GBP	XCD		-5.0%
	GBP	XOF		1.6%
	GBP	XPF		1.6%
	GBP	YER		-2.0%
	GBP	ZAR		6.5%
	GBP	ZMK		6.5%
	GEL	JPY		-19.6%
	GEL	NOK		-9.1%
	GEL	SEK		-9.6%
	GEL	USD		-16.5%
	GHC	USD		-10.8%
	GHS	USD		-10.8%
	GMD	JPY		-14.1%
	GMD	USD		-10.8%
	GNF	USD		-10.8%
	GTQ	USD		-6.5%
	GWP	USD		-6.5%
	GYD	USD		-6.5%
	HKD	IDR		9.2%
	HKD	JPY		-3.7%
	HKD	MYR		4.9%
	HKD	NOK		8.8%
	HKD	PHP		2.0%
	HKD	SEK		8.2%
	HKD	SGD		2.6%
	HKD	TWD		6.0%
	HKD	USD		0.0%
	HNL	JPY		-9.9%
	HNL	USD		-6.5%
	HRK	JPY		-9.9%
	HRK	NOK		1.7%
	HRK	SEK		1.2%
	HRK	USD		-6.5%
	HTG	USD		-6.5%
	HUF	INR		-6.5%
	HUF	JPY		-13.4%
	HUF	MXN		-4.6%
	HUF	NOK		-2.2%
	HUF	SEK		-2.7%
	HUF	TRY		-2.1%
	HUF	USD		-10.1%
	IDR	INR		-4.7%
	IDR	JPY		-11.8%
	IDR	KRW		-4.0%
	IDR	MXN		-2.8%
	IDR	MYR		-3.9%
	IDR	NOK		-0.3%
	IDR	PHP		-6.5%
	IDR	RUB		9.7%
	IDR	SEK		-0.9%
	IDR	SGD		-6.1%
	IDR	TRY		-0.2%
	IDR	TWD		-2.9%
	IDR	USD		-8.4%
	ILS	JPY		-6.6%
	ILS	KRW		1.6%
	ILS	NOK		5.4%
	ILS	SEK		4.9%
	ILS	USD		-3.1%
	INR	JPY		-7.4%
	INR	KRW		0.7%
	INR	MXN		2.0%
	INR	MYR		0.8%
	INR	NOK		4.6%
	INR	PHP		-1.9%
	INR	PLN		5.0%
	INR	RUB		15.1%
	INR	SEK		4.0%
	INR	SGD		-1.4%
	INR	TRY		4.7%
	INR	TWD		1.9%
	INR	USD		-3.9%
	INR	ZAR		7.7%
	IQD	USD		0.0%
	IRR	JPY		-6.6%
	IRR	USD		-3.1%
	ISK	JPY		-9.5%
	ISK	NOK		2.2%
	ISK	SEK		1.6%
	ISK	USD		-6.1%
	ITL	USD		-6.5%
	JMD	JPY		-9.9%
	JMD	NOK		1.7%
	JMD	SEK		1.2%
	JMD	USD		-6.5%
	JOD	JPY		-3.7%
	JOD	NOK		8.8%
	JOD	SEK		8.2%
	JOD	USD		0.0%
	JPY	KES		16.4%
	JPY	KHR		16.4%
	JPY	KRW		8.8%
	JPY	KWD		7.1%
	JPY	KZT		24.3%
	JPY	LAK		4.6%
	JPY	LBP		3.8%
	JPY	LKR		8.0%
	JPY	LTL		11.0%
	JPY	LVL		11.0%
	JPY	LYD		16.4%
	JPY	MAD		16.4%
	JPY	MDL		12.9%
	JPY	MNT		8.0%
	JPY	MOP		3.8%
	JPY	MRO		16.4%
	JPY	MTL		11.0%
	JPY	MUR		16.4%
	JPY	MVR		3.8%
	JPY	MWK		16.4%
	JPY	MXN		10.2%
	JPY	MYR		8.9%
	JPY	NGN		16.4%
	JPY	NIO		6.2%
	JPY	NOK		12.9%
	JPY	NPR		8.0%
	JPY	NZD		10.9%
	JPY	OMR		3.8%
	JPY	PEN		4.5%
	JPY	PGK		3.8%
	JPY	PHP		5.9%
	JPY	PKR		7.1%
	JPY	PLN		13.4%
	JPY	PYG		11.0%
	JPY	QAR		3.8%
	JPY	RON		12.0%
	JPY	RSD		12.9%
	JPY	RUB		24.3%
	JPY	SAR		3.8%
	JPY	SBD		8.0%
	JPY	SEK		12.3%
	JPY	SGD		6.5%
	JPY	SKK		11.0%
	JPY	SLL		16.4%
	JPY	SYP		7.1%
	JPY	THB		5.6%
	JPY	TND		16.4%
	JPY	TOP		6.8%
	JPY	TRY		13.1%
	JPY	TTD		11.0%
	JPY	TWD		10.1%
	JPY	UAH		12.9%
	JPY	UGX		16.4%
	JPY	USD		3.8%
	JPY	UZS		24.4%
	JPY	VEF		3.8%
	JPY	VND		3.8%
	JPY	WST		8.1%
	JPY	XAF		11.1%
	JPY	XCD		3.8%
	JPY	XOF		11.1%
	JPY	XPF		11.1%
	JPY	YER		7.1%
	JPY	ZAR		16.4%
	JPY	ZMK		16.4%
	KES	NOK		-2.9%
	KES	SEK		-3.5%
	KES	USD		-10.8%
	KGS	USD		-16.5%
	KHR	SEK		-3.5%
	KHR	USD		-10.8%
	KMF	USD		-6.5%
	KRW	MXN		1.3%
	KRW	MYR		0.1%
	KRW	NOK		3.8%
	KRW	PHP		-2.7%
	KRW	PLN		4.3%
	KRW	RUB		14.3%
	KRW	SEK		3.2%
	KRW	SGD		-2.2%
	KRW	TRY		3.9%
	KRW	TWD		1.2%
	KRW	USD		-4.6%
	KRW	ZAR		6.9%
	KWD	NOK		5.4%
	KWD	SEK		4.9%
	KWD	USD		-3.1%
	KZT	NOK		-9.1%
	KZT	SEK		-9.6%
	KZT	USD		-16.5%
	LAK	USD		-0.8%
	LBP	NOK		8.8%
	LBP	SEK		8.2%
	LBP	USD		0.0%
	LKR	SEK		4.0%
	LKR	USD		-3.9%
	LRD	USD		-10.8%
	LSL	USD		-10.8%
	LTL	NOK		1.7%
	LTL	SEK		1.2%
	LTL	USD		-6.5%
	LVL	NOK		1.7%
	LVL	SEK		1.2%
	LVL	USD		-6.5%
	LYD	USD		-10.8%
	MAD	NOK		-2.9%
	MAD	SEK		-3.5%
	MAD	USD		-10.8%
	MDL	USD		-8.1%
	MGA	USD		-10.8%
	MKD	USD		-6.5%
	MMK	USD		-3.9%
	MNT	SEK		4.0%
	MNT	USD		-3.9%
	MOP	USD		0.0%
	MRO	USD		-10.8%
	MTL	NOK		1.7%
	MTL	SEK		1.2%
	MTL	USD		-6.5%
	MUR	USD		-10.8%
	MVR	USD		0.0%
	MWK	USD		-10.8%
	MXN	NOK		2.5%
	MXN	NZD		0.6%
	MXN	PLN		3.0%
	MXN	RUB		12.8%
	MXN	SEK		1.9%
	MXN	TRY		2.6%
	MXN	USD		-5.8%
	MXN	ZAR		5.6%
	MYR	NOK		3.7%
	MYR	PHP		-2.8%
	MYR	RUB		14.1%
	MYR	SEK		3.1%
	MYR	SGD		-2.3%
	MYR	TWD		1.1%
	MYR	USD		-4.7%
	MZM	USD		-10.8%
	MZN	USD		-10.8%
	NAD	USD		-10.8%
	NGN	NOK		-2.9%
	NGN	SEK		-3.5%
	NGN	USD		-10.8%
	NIO	USD		-2.3%
	NOK	NZD		-1.8%
	NOK	PEN		-7.5%
	NOK	PGK		-8.1%
	NOK	PHP		-6.2%
	NOK	PKR		-5.2%
	NOK	PLN		0.4%
	NOK	QAR		-8.1%
	NOK	RON		-0.9%
	NOK	RSD		0.0%
	NOK	RUB		10.1%
	NOK	SAR		-8.1%
	NOK	SEK		-0.5%
	NOK	SGD		-5.7%
	NOK	SKK		-1.7%
	NOK	SYP		-5.2%
	NOK	THB		-6.5%
	NOK	TND		3.0%
	NOK	TRY		0.1%
	NOK	TWD		-2.5%
	NOK	UAH		0.0%
	NOK	USD		-8.1%
	NOK	VEF		-8.1%
	NOK	VND		-8.1%
	NOK	ZAR		3.0%
	NPR	SEK		4.0%
	NPR	USD		-3.9%
	NZD	PLN		2.3%
	NZD	SEK		1.3%
	NZD	USD		-6.4%
	NZD	ZAR		4.9%
	OMR	USD		0.0%
	PAB	USD		0.0%
	PEN	SEK		7.5%
	PEN	USD		-0.7%
	PGK	SEK		8.2%
	PGK	USD		0.0%
	PHP	SEK		6.1%
	PHP	SGD		0.5%
	PHP	TWD		3.9%
	PHP	USD		-2.0%
	PKR	SEK		4.9%
	PKR	USD		-3.1%
	PLN	RUB		9.6%
	PLN	SEK		-1.0%
	PLN	USD		-8.5%
	PYG	USD		-6.5%
	QAR	SEK		8.2%
	QAR	USD		0.0%
	ROL	USD		-7.3%
	RON	SEK		0.3%
	RON	USD		-7.3%
	RSD	SEK		-0.5%
	RSD	USD		-8.1%
	RUB	SEK		-9.6%
	RUB	TRY		-9.0%
	RUB	USD		-16.5%
	RUB	ZAR		-6.4%
	RWF	USD		-10.8%
	SAR	SEK		8.2%
	SAR	USD		0.0%
	SBD	USD		-3.9%
	SCR	USD		-10.8%
	SDD	USD		-10.8%
	SEK	SGD		-5.2%
	SEK	SKK		-1.2%
	SEK	SYP		-4.6%
	SEK	THB		-6.0%
	SEK	TND		3.6%
	SEK	TRY		0.7%
	SEK	TTD		-1.2%
	SEK	TWD		-2.0%
	SEK	UAH		0.5%
	SEK	USD		-7.6%
	SEK	VEF		-7.6%
	SEK	VND		-7.6%
	SEK	ZAR		3.6%
	SGD	TWD		3.4%
	SGD	USD		-2.5%
	SIT	USD		-6.5%
	SKK	USD		-6.5%
	SLL	USD		-10.8%
	SRD	USD		-6.5%
	SVC	USD		0.0%
	SYP	USD		-3.1%
	SZL	USD		-10.8%
	THB	USD		-1.7%
	TJS	USD		-16.5%
	TND	USD		-10.8%
	TOP	USD		-2.8%
	TRL	USD		-8.2%
	TRY	USD		-8.2%
	TRY	ZAR		2.9%
	TTD	USD		-6.5%
	TWD	USD		-5.7%
	TZS	USD		-10.8%
	UAH	USD		-8.1%
	UGX	USD		-10.8%
	USD	UYP		7.0%
	USD	UYU		7.0%
	USD	UZS		19.8%
	USD	VEB		0.0%
	USD	VEF		0.0%
	USD	VND		0.0%
	USD	VUV		4.1%
	USD	WST		4.1%
	USD	XAF		7.0%
	USD	XCD		0.0%
	USD	XEU		7.0%
	USD	XOF		7.0%
	USD	XPF		7.0%
	USD	YER		3.2%
	USD	ZAR		12.1%
	USD	ZMK		12.1%
	OTHER	USD		-16.5%

---

Sheet 5: FX Vega

DFAST 2021: Severely Adverse Scenario
FX Vega
	Absolute Vega Shock (Vol Pts)
	Currency 1	Currency 2	1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	30Y
	AED	AUD	4.6	4.1	3.6	3.2	3.0	2.4	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	AED	BRL	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	AED	CLP	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	AED	CNY	0.7	0.6	0.5	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.2	0.2
	AED	CZK	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	AED	EGP	5.2	4.7	4.2	3.8	3.4	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9
	AED	EUR	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	AED	GBP	3.9	3.2	2.6	2.2	2.0	1.5	1.4	1.2	1.2	1.1	1.1	1.1	1.1
	AED	HKD	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	AED	INR	1.0	0.9	0.8	0.7	0.7	0.5	0.5	0.4	0.4	0.4	0.4	0.4	0.4
	AED	KWD	0.9	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	AED	MYR	0.1	0.1	0.1	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	AED	NOK	4.4	4.0	3.5	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	AED	SAR	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	AED	SGD	1.4	1.2	1.1	1.0	0.9	0.7	0.7	0.6	0.6	0.5	0.5	0.5	0.5
	AED	TRY	4.2	3.8	3.3	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	AED	TWD	1.3	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.5	0.5	0.5	0.5
	AED	USD	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	ARS	AUD	6.4	5.7	5.0	4.5	4.1	3.3	3.0	2.7	2.5	2.5	2.4	2.3	2.3
	ARS	BRL	5.8	5.3	4.6	4.2	3.8	3.1	2.8	2.5	2.3	2.3	2.2	2.1	2.1
	ARS	CHF	5.7	5.2	4.6	4.1	3.8	3.1	2.7	2.4	2.3	2.2	2.1	2.1	2.0
	ARS	EUR	5.7	5.2	4.6	4.2	3.8	3.1	2.7	2.4	2.3	2.2	2.1	2.1	2.0
	ARS	GBP	5.9	5.2	4.5	4.0	3.6	2.9	2.6	2.3	2.2	2.1	2.1	2.0	2.0
	ARS	HUF	6.1	5.5	4.9	4.4	4.0	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	ARS	IDR	4.5	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	ARS	INR	4.7	4.2	3.7	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	ARS	JPY	5.5	4.9	4.3	3.9	3.6	2.8	2.5	2.2	2.1	2.0	1.9	1.9	1.8
	ARS	MXN	4.1	3.7	3.2	2.9	2.7	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	ARS	NOK	6.3	5.7	5.0	4.5	4.2	3.4	3.0	2.7	2.5	2.4	2.4	2.3	2.3
	ARS	NZD	6.3	5.7	5.0	4.5	4.1	3.3	3.0	2.7	2.5	2.4	2.3	2.3	2.3
	ARS	RUB	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	ARS	TRY	6.2	5.6	4.9	4.5	4.1	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	ARS	TWD	4.8	4.3	3.8	3.4	3.1	2.5	2.3	2.0	1.9	1.8	1.8	1.8	1.7
	ARS	USD	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	ARS	ZAR	6.9	6.3	5.5	5.0	4.6	3.7	3.3	2.9	2.8	2.7	2.6	2.5	2.5
	AUD	BRL	4.8	4.3	3.8	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	AUD	CAD	3.1	2.8	2.4	2.2	2.0	1.6	1.5	1.4	1.3	1.3	1.3	1.2	1.2
	AUD	CHF	4.7	4.3	3.8	3.4	3.1	2.5	2.3	2.0	1.9	1.9	1.8	1.8	1.8
	AUD	CLP	3.8	3.4	3.0	2.7	2.5	2.0	1.7	1.6	1.5	1.4	1.4	1.3	1.3
	AUD	CNY	4.4	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.8	1.7	1.7	1.6	1.6
	AUD	CZK	3.9	3.5	3.1	2.8	2.5	2.0	1.8	1.7	1.6	1.5	1.5	1.5	1.4
	AUD	DKK	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	AUD	EUR	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	AUD	GBP	4.1	3.6	3.0	2.7	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.4	1.3
	AUD	HKD	4.6	4.1	3.6	3.2	3.0	2.4	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	AUD	HUF	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	AUD	IDR	3.3	2.9	2.5	2.2	2.0	1.6	1.4	1.3	1.2	1.2	1.1	1.1	1.1
	AUD	ILS	4.1	3.7	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	AUD	INR	3.9	3.5	3.1	2.7	2.5	2.0	1.8	1.6	1.6	1.5	1.5	1.4	1.4
	AUD	JPY	5.7	5.1	4.5	4.0	3.7	2.9	2.6	2.3	2.2	2.1	2.0	2.0	1.9
	AUD	KRW	3.6	3.3	2.8	2.5	2.3	1.9	1.7	1.5	1.5	1.4	1.4	1.4	1.3
	AUD	MXN	2.8	2.5	2.2	2.0	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	AUD	MYR	4.1	3.6	3.1	2.8	2.5	2.0	1.8	1.6	1.6	1.5	1.5	1.5	1.4
	AUD	NOK	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	AUD	NZD	2.5	2.3	2.0	1.8	1.6	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	AUD	PLN	3.7	3.3	2.9	2.6	2.4	1.9	1.7	1.6	1.5	1.4	1.4	1.4	1.3
	AUD	RUB	4.6	4.1	3.6	3.3	3.0	2.4	2.1	1.9	1.8	1.8	1.7	1.7	1.6
	AUD	SAR	4.6	4.1	3.6	3.2	3.0	2.4	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	AUD	SEK	4.0	3.6	3.2	2.8	2.6	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	AUD	SGD	3.7	3.3	2.9	2.6	2.4	1.9	1.7	1.6	1.5	1.5	1.4	1.4	1.4
	AUD	THB	4.1	3.7	3.2	2.8	2.6	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	AUD	TRY	3.7	3.4	3.0	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.3	1.3	1.3
	AUD	TWD	4.1	3.7	3.2	2.9	2.6	2.1	1.9	1.7	1.7	1.6	1.6	1.5	1.5
	AUD	USD	4.6	4.1	3.6	3.2	3.0	2.4	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	AUD	ZAR	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	BRL	CAD	5.2	4.7	4.1	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	BRL	CHF	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	BRL	CLP	5.5	5.0	4.4	3.9	3.6	2.9	2.6	2.3	2.2	2.1	2.1	2.0	2.0
	BRL	CNY	6.3	5.7	5.0	4.5	4.1	3.3	3.0	2.7	2.5	2.4	2.3	2.3	2.3
	BRL	CZK	5.8	5.2	4.6	4.1	3.8	3.0	2.7	2.4	2.3	2.2	2.1	2.1	2.1
	BRL	DKK	5.9	5.3	4.7	4.2	3.9	3.1	2.8	2.5	2.4	2.3	2.2	2.1	2.1
	BRL	EUR	5.9	5.3	4.7	4.2	3.9	3.1	2.8	2.5	2.4	2.3	2.2	2.1	2.1
	BRL	GBP	5.9	5.3	4.7	4.2	3.9	3.1	2.8	2.5	2.4	2.3	2.2	2.1	2.1
	BRL	HKD	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	BRL	HUF	5.6	5.0	4.4	4.0	3.7	3.0	2.6	2.4	2.2	2.1	2.1	2.0	2.0
	BRL	IDR	5.8	5.2	4.6	4.1	3.8	3.0	2.7	2.4	2.3	2.2	2.1	2.1	2.1
	BRL	ILS	6.1	5.6	4.9	4.4	4.1	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	BRL	INR	6.0	5.4	4.7	4.3	3.9	3.2	2.8	2.5	2.4	2.3	2.2	2.2	2.2
	BRL	JPY	7.4	6.7	5.9	5.3	4.8	3.8	3.4	3.0	2.9	2.7	2.6	2.6	2.5
	BRL	KRW	5.5	4.9	4.4	3.9	3.6	2.9	2.6	2.3	2.2	2.1	2.0	2.0	2.0
	BRL	MXN	5.1	4.6	4.1	3.7	3.4	2.7	2.4	2.2	2.0	2.0	1.9	1.9	1.8
	BRL	MYR	6.2	5.6	4.9	4.4	4.1	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	BRL	NOK	5.5	5.0	4.4	4.0	3.6	2.9	2.6	2.3	2.2	2.1	2.1	2.0	2.0
	BRL	NZD	5.2	4.7	4.1	3.7	3.4	2.7	2.4	2.2	2.1	2.0	1.9	1.9	1.9
	BRL	PHP	6.2	5.6	4.9	4.4	4.1	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	BRL	PLN	5.3	4.8	4.2	3.8	3.5	2.8	2.5	2.3	2.1	2.1	2.0	2.0	1.9
	BRL	RUB	6.1	5.5	4.9	4.4	4.0	3.2	2.9	2.6	2.5	2.4	2.3	2.2	2.2
	BRL	SAR	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	BRL	SEK	5.6	5.1	4.5	4.0	3.7	3.0	2.7	2.4	2.3	2.2	2.1	2.1	2.0
	BRL	SGD	5.7	5.2	4.6	4.1	3.8	3.0	2.7	2.4	2.3	2.2	2.1	2.1	2.1
	BRL	THB	6.2	5.6	4.9	4.4	4.1	3.3	2.9	2.6	2.5	2.4	2.3	2.3	2.2
	BRL	TRY	5.5	5.0	4.4	4.0	3.6	2.9	2.6	2.3	2.2	2.1	2.1	2.0	2.0
	BRL	TWD	6.0	5.4	4.8	4.3	3.9	3.2	2.8	2.5	2.4	2.3	2.2	2.2	2.2
	BRL	USD	6.4	5.8	5.1	4.6	4.2	3.4	3.0	2.7	2.6	2.5	2.4	2.3	2.3
	BRL	ZAR	5.4	4.8	4.3	3.8	3.5	2.8	2.5	2.3	2.2	2.1	2.0	2.0	1.9
	CAD	CHF	4.0	3.7	3.4	3.1	2.9	2.5	2.2	2.0	2.0	1.9	1.8	1.8	1.8
	CAD	CLP	3.9	3.5	3.1	2.8	2.5	2.0	1.8	1.6	1.6	1.5	1.5	1.4	1.4
	CAD	CNY	3.1	2.9	2.7	2.5	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6	1.6
	CAD	CZK	3.5	3.2	2.9	2.6	2.4	2.0	1.8	1.7	1.6	1.6	1.5	1.5	1.5
	CAD	DKK	3.6	3.3	3.0	2.8	2.6	2.2	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CAD	EUR	3.6	3.3	3.0	2.8	2.6	2.2	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CAD	GBP	3.6	3.1	2.6	2.3	2.1	1.7	1.6	1.4	1.4	1.4	1.3	1.3	1.3
	CAD	HKD	3.3	3.1	2.9	2.7	2.6	2.2	2.1	1.9	1.9	1.8	1.8	1.8	1.8
	CAD	HUF	3.7	3.4	3.0	2.7	2.5	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	CAD	IDR	2.0	1.9	1.7	1.6	1.5	1.3	1.2	1.1	1.1	1.0	1.0	1.0	1.0
	CAD	ILS	2.8	2.6	2.4	2.3	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.5	1.5
	CAD	INR	2.7	2.5	2.3	2.2	2.0	1.8	1.7	1.5	1.5	1.5	1.4	1.4	1.4
	CAD	JPY	4.7	4.3	3.9	3.6	3.4	2.8	2.5	2.3	2.2	2.1	2.0	2.0	2.0
	CAD	KRW	3.0	2.7	2.5	2.3	2.2	1.9	1.7	1.6	1.5	1.5	1.5	1.4	1.4
	CAD	MXN	2.3	2.1	1.9	1.7	1.6	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	CAD	MYR	2.5	2.4	2.2	2.1	1.9	1.7	1.6	1.5	1.4	1.4	1.4	1.4	1.4
	CAD	NOK	3.6	3.3	2.9	2.6	2.4	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	CAD	NZD	3.3	3.0	2.7	2.4	2.2	1.8	1.6	1.5	1.4	1.4	1.3	1.3	1.3
	CAD	PHP	2.8	2.7	2.5	2.3	2.2	1.9	1.8	1.7	1.6	1.6	1.5	1.5	1.5
	CAD	PLN	3.6	3.3	2.9	2.7	2.5	2.0	1.8	1.7	1.6	1.5	1.5	1.5	1.5
	CAD	RUB	4.1	3.7	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CAD	SEK	3.9	3.5	3.1	2.9	2.6	2.2	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CAD	SGD	2.6	2.5	2.3	2.2	2.1	1.8	1.7	1.6	1.5	1.5	1.5	1.5	1.5
	CAD	TRY	3.7	3.3	2.9	2.6	2.4	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	CAD	TWD	2.9	2.8	2.6	2.4	2.3	2.0	1.9	1.7	1.7	1.6	1.6	1.6	1.6
	CAD	USD	3.3	3.1	2.9	2.7	2.6	2.2	2.1	1.9	1.9	1.8	1.8	1.8	1.8
	CAD	ZAR	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CHF	CLP	5.0	4.5	4.0	3.6	3.3	2.7	2.4	2.1	2.0	1.9	1.9	1.8	1.8
	CHF	CNY	3.3	3.0	2.7	2.5	2.3	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CHF	CZK	3.2	2.9	2.6	2.3	2.1	1.7	1.5	1.4	1.3	1.2	1.2	1.2	1.1
	CHF	DKK	2.9	2.6	2.4	2.2	2.0	1.6	1.4	1.2	1.2	1.1	1.1	1.0	1.0
	CHF	EUR	2.9	2.6	2.4	2.2	2.0	1.6	1.4	1.2	1.2	1.1	1.1	1.0	1.0
	CHF	GBP	4.0	3.5	2.9	2.6	2.3	1.8	1.6	1.4	1.4	1.3	1.3	1.3	1.2
	CHF	HKD	3.5	3.2	2.9	2.6	2.4	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	CHF	HUF	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	CHF	IDR	2.6	2.4	2.1	1.9	1.8	1.4	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	CHF	ILS	3.1	2.9	2.6	2.3	2.2	1.7	1.5	1.3	1.3	1.2	1.1	1.1	1.1
	CHF	INR	3.1	2.9	2.6	2.4	2.2	1.7	1.5	1.3	1.3	1.2	1.2	1.1	1.1
	CHF	ISK	3.3	3.0	2.6	2.4	2.2	1.7	1.5	1.4	1.3	1.2	1.2	1.2	1.1
	CHF	JPY	3.7	3.4	3.1	2.8	2.5	2.0	1.7	1.5	1.4	1.3	1.3	1.2	1.2
	CHF	KRW	3.8	3.5	3.1	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.4	1.4	1.4
	CHF	MXN	3.8	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	CHF	MYR	2.9	2.7	2.4	2.2	2.0	1.6	1.4	1.2	1.1	1.1	1.0	1.0	1.0
	CHF	NOK	4.0	3.6	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	CHF	NZD	4.5	4.1	3.6	3.3	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	CHF	PHP	3.2	2.9	2.6	2.4	2.2	1.8	1.5	1.4	1.3	1.2	1.2	1.1	1.1
	CHF	PLN	4.0	3.6	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	CHF	RUB	5.0	4.5	4.0	3.6	3.3	2.7	2.4	2.1	2.0	1.9	1.9	1.8	1.8
	CHF	SEK	3.9	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.4	1.4
	CHF	SGD	3.0	2.7	2.5	2.2	2.1	1.6	1.5	1.3	1.2	1.1	1.1	1.1	1.1
	CHF	THB	3.0	2.7	2.5	2.2	2.1	1.6	1.4	1.3	1.2	1.1	1.1	1.1	1.0
	CHF	TRY	4.7	4.3	3.8	3.4	3.2	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	CHF	TWD	3.3	3.0	2.7	2.5	2.3	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CHF	USD	3.5	3.2	2.9	2.6	2.4	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	CHF	ZAR	5.4	4.9	4.3	3.9	3.6	2.9	2.6	2.3	2.2	2.1	2.0	2.0	1.9
	CLP	CNY	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6
	CLP	CZK	4.6	4.2	3.7	3.3	3.0	2.4	2.2	1.9	1.8	1.8	1.7	1.7	1.7
	CLP	EUR	4.5	4.0	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.6	1.6	1.6
	CLP	GBP	4.8	4.2	3.7	3.3	3.0	2.4	2.1	1.9	1.8	1.8	1.7	1.7	1.7
	CLP	HKD	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	CLP	HUF	4.6	4.2	3.7	3.3	3.0	2.4	2.2	1.9	1.8	1.8	1.7	1.7	1.7
	CLP	IDR	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	CLP	ILS	4.5	4.0	3.6	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	CLP	INR	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	CLP	JPY	5.6	5.1	4.5	4.0	3.7	2.9	2.6	2.3	2.1	2.0	2.0	1.9	1.9
	CLP	KRW	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	CLP	MXN	3.9	3.5	3.1	2.8	2.6	2.0	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	CLP	MYR	4.4	4.0	3.5	3.1	2.9	2.3	2.1	1.9	1.8	1.7	1.6	1.6	1.6
	CLP	NOK	4.6	4.2	3.7	3.3	3.1	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	CLP	NZD	4.2	3.7	3.3	3.0	2.7	2.2	1.9	1.7	1.7	1.6	1.5	1.5	1.5
	CLP	RUB	5.0	4.5	4.0	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.9	1.8	1.8
	CLP	SEK	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	CLP	SGD	4.1	3.7	3.3	2.9	2.7	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	CLP	TRY	4.9	4.4	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	CLP	TWD	4.2	3.8	3.4	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	CLP	USD	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	CLP	ZAR	4.8	4.4	3.8	3.5	3.2	2.6	2.3	2.0	1.9	1.9	1.8	1.8	1.7
	CNY	HKD	0.7	0.6	0.5	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.2	0.2
	CNY	JPY	2.9	2.6	2.3	2.0	1.8	1.4	1.2	1.0	0.9	0.9	0.8	0.8	0.8
	CNY	USD	0.7	0.6	0.5	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.2	0.2
	CNY	CZK	3.4	3.1	2.7	2.5	2.3	1.8	1.6	1.4	1.4	1.3	1.3	1.3	1.2
	CNY	DKK	3.3	3.1	2.8	2.5	2.3	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CNY	EUR	3.3	3.1	2.8	2.5	2.3	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CNY	GBP	3.7	3.0	2.4	2.1	1.9	1.4	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	CNY	HUF	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	CNY	IDR	0.9	0.8	0.7	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.3	0.3	0.3
	CNY	ILS	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.4	0.4	0.4	0.4	0.4
	CNY	INR	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.5	0.4	0.4	0.4	0.4
	CNY	KRW	2.6	2.4	2.1	1.9	1.7	1.4	1.2	1.1	1.0	1.0	1.0	1.0	0.9
	CNY	KWD	1.2	1.0	0.9	0.8	0.8	0.6	0.5	0.5	0.5	0.4	0.4	0.4	0.4
	CNY	MXN	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	CNY	MYR	0.4	0.3	0.3	0.3	0.2	0.2	0.2	0.1	0.1	0.1	0.1	0.1	0.1
	CNY	NOK	4.2	3.8	3.4	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	CNY	NZD	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	CNY	PHP	0.7	0.6	0.6	0.5	0.5	0.4	0.3	0.3	0.3	0.3	0.3	0.3	0.3
	CNY	PLN	4.1	3.7	3.2	2.9	2.7	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	CNY	RUB	4.3	3.9	3.4	3.1	2.9	2.3	2.0	1.8	1.7	1.7	1.6	1.6	1.6
	CNY	SAR	0.7	0.6	0.5	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.2	0.2
	CNY	SEK	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.5	1.5	1.5
	CNY	SGD	1.2	1.1	1.0	0.9	0.8	0.6	0.6	0.5	0.5	0.5	0.4	0.4	0.4
	CNY	THB	0.6	0.6	0.5	0.5	0.4	0.3	0.3	0.3	0.3	0.2	0.2	0.2	0.2
	CNY	TRY	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	CNY	TWD	1.1	0.9	0.8	0.7	0.7	0.5	0.5	0.4	0.4	0.4	0.4	0.4	0.4
	CNY	ZAR	5.1	4.6	4.1	3.7	3.4	2.7	2.4	2.2	2.0	2.0	1.9	1.9	1.8
	COP	EUR	4.8	4.3	3.8	3.4	3.2	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	COP	JPY	5.7	5.1	4.5	4.0	3.7	2.9	2.6	2.3	2.2	2.1	2.0	1.9	1.9
	COP	USD	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	CZK	DKK	1.7	1.6	1.4	1.2	1.1	0.9	0.8	0.7	0.7	0.7	0.6	0.6	0.6
	CZK	EUR	1.7	1.6	1.4	1.2	1.1	0.9	0.8	0.7	0.7	0.7	0.6	0.6	0.6
	CZK	GBP	3.4	2.9	2.5	2.2	2.0	1.6	1.4	1.3	1.2	1.2	1.1	1.1	1.1
	CZK	HKD	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	CZK	HUF	2.4	2.1	1.9	1.7	1.6	1.3	1.1	1.0	1.0	0.9	0.9	0.9	0.9
	CZK	IDR	2.8	2.5	2.2	2.0	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	CZK	INR	3.3	3.0	2.6	2.3	2.2	1.7	1.5	1.4	1.3	1.3	1.2	1.2	1.2
	CZK	ISK	5.4	4.8	4.2	3.8	3.5	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9
	CZK	JPY	4.3	3.9	3.4	3.1	2.8	2.2	1.9	1.7	1.6	1.5	1.5	1.4	1.4
	CZK	KRW	3.5	3.2	2.8	2.5	2.3	1.9	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	CZK	MXN	3.4	3.1	2.7	2.4	2.2	1.8	1.6	1.4	1.4	1.3	1.3	1.2	1.2
	CZK	MYR	3.1	2.8	2.5	2.2	2.0	1.6	1.5	1.3	1.2	1.2	1.1	1.1	1.1
	CZK	NOK	3.2	2.9	2.5	2.3	2.1	1.7	1.5	1.3	1.3	1.2	1.2	1.2	1.1
	CZK	NZD	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.7	1.6	1.5	1.5	1.4	1.4
	CZK	PHP	3.3	3.0	2.7	2.4	2.2	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CZK	PLN	2.3	2.1	1.8	1.6	1.5	1.2	1.1	1.0	0.9	0.9	0.8	0.8	0.8
	CZK	RON	2.5	2.2	2.0	1.8	1.6	1.3	1.2	1.0	1.0	0.9	0.9	0.9	0.9
	CZK	RUB	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6
	CZK	SEK	2.8	2.6	2.2	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	CZK	SGD	2.9	2.6	2.3	2.1	1.9	1.5	1.4	1.2	1.2	1.1	1.1	1.1	1.1
	CZK	THB	3.2	2.9	2.6	2.3	2.1	1.7	1.5	1.3	1.3	1.2	1.2	1.2	1.1
	CZK	TRY	4.1	3.7	3.3	3.0	2.7	2.2	1.9	1.7	1.7	1.6	1.5	1.5	1.5
	CZK	TWD	3.3	3.0	2.6	2.4	2.2	1.7	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	CZK	USD	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	CZK	ZAR	4.8	4.3	3.8	3.4	3.2	2.5	2.3	2.0	1.9	1.9	1.8	1.8	1.7
	DKK	EUR	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	DKK	GBP	3.4	2.9	2.4	2.1	1.9	1.5	1.3	1.2	1.1	1.1	1.0	1.0	1.0
	DKK	HKD	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	DKK	HUF	2.3	2.1	1.9	1.7	1.5	1.2	1.1	1.0	0.9	0.9	0.9	0.9	0.8
	DKK	INR	3.1	2.9	2.6	2.3	2.1	1.7	1.5	1.3	1.2	1.2	1.1	1.1	1.1
	DKK	JPY	4.1	3.8	3.4	3.0	2.8	2.2	1.9	1.6	1.5	1.4	1.4	1.3	1.3
	DKK	KRW	3.6	3.3	2.9	2.7	2.4	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	DKK	NOK	3.1	2.8	2.4	2.2	2.0	1.6	1.4	1.3	1.2	1.2	1.1	1.1	1.1
	DKK	PLN	2.5	2.3	2.0	1.8	1.7	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	DKK	RUB	4.6	4.1	3.7	3.3	3.0	2.4	2.2	1.9	1.8	1.7	1.7	1.7	1.6
	DKK	SEK	2.7	2.4	2.1	1.9	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	DKK	THB	3.1	2.8	2.5	2.3	2.1	1.6	1.4	1.3	1.2	1.1	1.1	1.0	1.0
	DKK	TRY	4.1	3.7	3.3	2.9	2.7	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.4
	DKK	TWD	3.3	3.0	2.7	2.5	2.3	1.8	1.6	1.4	1.3	1.2	1.2	1.2	1.1
	DKK	USD	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	DKK	ZAR	4.9	4.5	3.9	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	EGP	EUR	6.3	5.7	5.1	4.6	4.2	3.4	3.0	2.7	2.5	2.4	2.3	2.3	2.3
	EGP	SAR	5.2	4.7	4.2	3.8	3.4	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9
	EGP	USD	5.2	4.7	4.2	3.8	3.4	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9
	EUR	GBP	3.4	2.9	2.4	2.1	1.9	1.5	1.3	1.2	1.1	1.1	1.0	1.0	1.0
	EUR	HKD	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	EUR	HUF	2.3	2.1	1.9	1.7	1.5	1.2	1.1	1.0	0.9	0.9	0.9	0.9	0.8
	EUR	IDR	2.6	2.4	2.1	1.9	1.7	1.3	1.2	1.0	1.0	0.9	0.9	0.9	0.8
	EUR	ILS	3.0	2.8	2.5	2.3	2.1	1.6	1.4	1.3	1.2	1.1	1.1	1.1	1.0
	EUR	INR	3.1	2.9	2.6	2.3	2.1	1.7	1.5	1.3	1.2	1.2	1.1	1.1	1.1
	EUR	ISK	3.3	3.0	2.7	2.4	2.2	1.7	1.5	1.4	1.3	1.2	1.2	1.2	1.1
	EUR	JPY	4.1	3.8	3.4	3.0	2.8	2.2	1.9	1.6	1.5	1.4	1.4	1.3	1.3
	EUR	KRW	3.6	3.3	2.9	2.7	2.4	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	EUR	KRO	3.6	3.3	2.9	2.7	2.4	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	EUR	MXN	3.5	3.2	2.8	2.5	2.3	1.8	1.6	1.4	1.4	1.3	1.3	1.2	1.2
	EUR	MYR	3.0	2.7	2.4	2.2	2.0	1.6	1.4	1.2	1.1	1.1	1.0	1.0	1.0
	EUR	NOK	3.1	2.8	2.4	2.2	2.0	1.6	1.4	1.3	1.2	1.2	1.1	1.1	1.1
	EUR	NZD	3.9	3.6	3.2	2.8	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.4	1.4
	EUR	PEN	4.9	4.5	4.0	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	EUR	PHP	3.2	3.0	2.7	2.4	2.2	1.8	1.5	1.3	1.3	1.2	1.2	1.1	1.1
	EUR	PLN	2.5	2.3	2.0	1.8	1.7	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	EUR	RON	1.9	1.7	1.5	1.4	1.2	1.0	0.9	0.8	0.8	0.7	0.7	0.7	0.7
	EUR	RUB	4.6	4.1	3.7	3.3	3.0	2.4	2.2	1.9	1.8	1.7	1.7	1.7	1.6
	EUR	SAR	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	EUR	SEK	2.7	2.4	2.1	1.9	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	EUR	SGD	2.8	2.6	2.4	2.1	2.0	1.6	1.4	1.2	1.1	1.1	1.0	1.0	1.0
	EUR	SKK	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	EUR	THB	3.1	2.8	2.5	2.3	2.1	1.6	1.4	1.3	1.2	1.1	1.1	1.0	1.0
	EUR	TRY	4.1	3.7	3.3	2.9	2.7	2.2	1.9	1.7	1.6	1.6	1.5	1.5	1.4
	EUR	TWD	3.3	3.0	2.7	2.5	2.3	1.8	1.6	1.4	1.3	1.2	1.2	1.2	1.1
	EUR	UAH	5.4	4.9	4.4	3.9	3.6	2.9	2.6	2.3	2.2	2.1	2.0	2.0	1.9
	EUR	USD	3.6	3.3	3.0	2.7	2.5	2.0	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	EUR	XAU	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1
	EUR	ZAR	4.9	4.5	3.9	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	GBP	HKD	3.9	3.2	2.6	2.2	2.0	1.5	1.4	1.2	1.2	1.1	1.1	1.1	1.1
	GBP	HUF	3.8	3.4	2.9	2.5	2.3	1.8	1.6	1.5	1.4	1.3	1.3	1.3	1.3
	GBP	IDR	2.9	2.5	2.0	1.7	1.5	1.2	1.1	1.0	0.9	0.9	0.9	0.9	0.8
	GBP	ILS	3.5	2.9	2.4	2.0	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	GBP	INR	3.5	2.9	2.3	2.0	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	GBP	JPY	4.9	4.2	3.5	3.1	2.7	2.1	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	GBP	KRW	3.8	3.2	2.7	2.3	2.1	1.6	1.4	1.3	1.2	1.2	1.2	1.2	1.1
	GBP	MXN	3.5	3.0	2.6	2.3	2.1	1.6	1.5	1.3	1.3	1.2	1.2	1.2	1.1
	GBP	MYR	3.4	2.8	2.2	1.9	1.7	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	GBP	NOK	3.9	3.4	3.0	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	GBP	NZD	4.1	3.6	3.1	2.7	2.5	1.9	1.7	1.6	1.5	1.4	1.4	1.4	1.3
	GBP	PHP	3.6	3.0	2.4	2.0	1.8	1.4	1.3	1.1	1.1	1.1	1.0	1.0	1.0
	GBP	PLN	3.6	3.2	2.7	2.4	2.2	1.7	1.5	1.4	1.3	1.2	1.2	1.2	1.2
	GBP	RUB	4.9	4.3	3.7	3.3	3.0	2.4	2.2	1.9	1.8	1.8	1.7	1.7	1.7
	GBP	SEK	4.0	3.5	2.9	2.6	2.4	1.9	1.7	1.5	1.4	1.4	1.3	1.3	1.3
	GBP	SGD	3.3	2.7	2.2	1.8	1.6	1.3	1.1	1.0	1.0	1.0	0.9	0.9	0.9
	GBP	THB	3.5	2.9	2.3	2.0	1.7	1.4	1.2	1.1	1.1	1.0	1.0	1.0	1.0
	GBP	TRY	4.3	3.8	3.3	3.0	2.7	2.2	1.9	1.7	1.7	1.6	1.5	1.5	1.5
	GBP	TWD	3.6	3.0	2.4	2.0	1.8	1.4	1.3	1.1	1.1	1.1	1.0	1.0	1.0
	GBP	USD	3.9	3.2	2.6	2.2	2.0	1.5	1.4	1.2	1.2	1.1	1.1	1.1	1.1
	GBP	ZAR	5.1	4.5	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	HKD	HUF	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	HKD	IDR	0.9	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3
	HKD	INR	1.0	0.9	0.8	0.7	0.7	0.5	0.5	0.4	0.4	0.4	0.4	0.4	0.4
	HKD	JPY	3.0	2.7	2.4	2.1	1.9	1.5	1.2	1.0	1.0	0.9	0.8	0.8	0.8
	HKD	KRW	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	HKD	KWD	0.9	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	HKD	MXN	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	HKD	MYR	0.1	0.1	0.1	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	HKD	NOK	4.4	4.0	3.5	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	HKD	NZD	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	HKD	PLN	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.7	1.6	1.6	1.5
	HKD	RUB	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	HKD	SAR	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	HKD	SEK	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.6	1.6	1.6
	HKD	SGD	1.4	1.2	1.1	1.0	0.9	0.7	0.7	0.6	0.6	0.5	0.5	0.5	0.5
	HKD	THB	0.4	0.4	0.3	0.3	0.3	0.2	0.2	0.2	0.2	0.2	0.1	0.1	0.1
	HKD	TRY	4.2	3.8	3.3	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	HKD	TWD	1.3	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.5	0.5	0.5	0.5
	HKD	USD	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	HKD	ZAR	5.2	4.7	4.2	3.8	3.4	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9
	HUF	IDR	3.3	3.0	2.6	2.4	2.2	1.7	1.5	1.4	1.3	1.2	1.2	1.2	1.2
	HUF	ILS	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.3	1.3	1.3
	HUF	INR	3.7	3.4	3.0	2.7	2.4	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	HUF	JPY	5.0	4.5	4.0	3.6	3.3	2.6	2.3	2.0	1.9	1.8	1.7	1.7	1.7
	HUF	KRW	3.7	3.4	3.0	2.7	2.4	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	HUF	MXN	3.4	3.1	2.7	2.5	2.3	1.8	1.6	1.4	1.4	1.3	1.3	1.2	1.2
	HUF	MYR	3.7	3.4	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	HUF	NOK	3.4	3.1	2.7	2.4	2.2	1.8	1.6	1.4	1.4	1.3	1.3	1.2	1.2
	HUF	NZD	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	HUF	PLN	2.2	2.0	1.7	1.6	1.4	1.2	1.0	0.9	0.9	0.8	0.8	0.8	0.8
	HUF	RON	2.6	2.4	2.1	1.9	1.7	1.4	1.2	1.1	1.1	1.0	1.0	1.0	1.0
	HUF	RUB	4.7	4.2	3.7	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	HUF	SEK	2.9	2.6	2.3	2.1	1.9	1.5	1.4	1.2	1.2	1.1	1.1	1.1	1.0
	HUF	SGD	3.4	3.1	2.7	2.4	2.2	1.8	1.6	1.4	1.4	1.3	1.3	1.2	1.2
	HUF	THB	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	HUF	TRY	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	HUF	TWD	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	HUF	USD	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	HUF	ZAR	4.5	4.0	3.6	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	IDR	ILS	1.1	1.0	0.8	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.4
	IDR	INR	1.0	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	IDR	JPY	2.6	2.3	2.0	1.8	1.6	1.2	1.0	0.9	0.8	0.8	0.7	0.7	0.7
	IDR	KRW	1.8	1.6	1.4	1.2	1.1	0.9	0.8	0.7	0.7	0.6	0.6	0.6	0.6
	IDR	MXN	2.4	2.2	1.9	1.7	1.6	1.3	1.1	1.0	1.0	0.9	0.9	0.9	0.9
	IDR	MYR	0.7	0.7	0.6	0.5	0.5	0.4	0.3	0.3	0.3	0.3	0.3	0.3	0.3
	IDR	NOK	3.4	3.1	2.7	2.4	2.2	1.8	1.6	1.4	1.3	1.3	1.2	1.2	1.2
	IDR	NZD	3.3	2.9	2.5	2.3	2.1	1.6	1.5	1.3	1.2	1.2	1.1	1.1	1.1
	IDR	PHP	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	IDR	PLN	3.2	2.9	2.5	2.3	2.1	1.7	1.5	1.3	1.2	1.2	1.2	1.1	1.1
	IDR	RUB	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	IDR	SEK	3.3	2.9	2.6	2.3	2.1	1.7	1.5	1.3	1.2	1.2	1.2	1.1	1.1
	IDR	SGD	0.8	0.7	0.7	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	IDR	THB	0.8	0.7	0.7	0.6	0.5	0.4	0.4	0.4	0.3	0.3	0.3	0.3	0.3
	IDR	TRY	3.8	3.5	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	IDR	TWD	0.9	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3
	IDR	USD	0.9	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3
	IDR	ZAR	4.5	4.1	3.6	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	ILS	INR	1.2	1.1	1.0	0.9	0.8	0.6	0.6	0.5	0.5	0.5	0.4	0.4	0.4
	ILS	JPY	3.0	2.7	2.4	2.1	1.9	1.5	1.2	1.1	1.0	0.9	0.9	0.9	0.8
	ILS	KRW	2.5	2.3	2.0	1.8	1.7	1.3	1.2	1.1	1.0	1.0	0.9	0.9	0.9
	ILS	MXN	2.7	2.4	2.1	1.9	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	ILS	MYR	0.6	0.5	0.5	0.4	0.4	0.3	0.3	0.2	0.2	0.2	0.2	0.2	0.2
	ILS	NOK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	ILS	PHP	0.9	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.4	0.3	0.3	0.3	0.3
	ILS	RUB	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.7	1.6	1.6	1.5
	ILS	SEK	3.9	3.5	3.1	2.8	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	ILS	SGD	1.2	1.1	0.9	0.8	0.8	0.6	0.5	0.5	0.5	0.4	0.4	0.4	0.4
	ILS	TRY	4.0	3.6	3.1	2.8	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	ILS	TWD	1.2	1.1	1.0	0.9	0.8	0.6	0.6	0.5	0.5	0.5	0.5	0.4	0.4
	ILS	USD	0.9	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	ILS	ZAR	4.9	4.4	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	INR	JPY	3.1	2.8	2.4	2.2	2.0	1.5	1.3	1.1	1.0	1.0	0.9	0.9	0.9
	INR	KRW	2.2	2.0	1.7	1.6	1.4	1.1	1.0	0.9	0.9	0.8	0.8	0.8	0.8
	INR	MXN	2.6	2.3	2.0	1.8	1.7	1.4	1.2	1.1	1.0	1.0	1.0	0.9	0.9
	INR	MYR	0.7	0.6	0.5	0.5	0.4	0.3	0.3	0.3	0.3	0.2	0.2	0.2	0.2
	INR	NOK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	INR	NZD	3.8	3.5	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	INR	PHP	0.8	0.7	0.7	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	INR	PLN	3.7	3.4	3.0	2.7	2.4	2.0	1.7	1.6	1.5	1.4	1.4	1.4	1.3
	INR	RUB	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	INR	SEK	3.9	3.5	3.1	2.8	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	INR	SGD	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.5	0.4	0.4	0.4	0.4
	INR	THB	0.8	0.8	0.7	0.6	0.6	0.4	0.4	0.4	0.3	0.3	0.3	0.3	0.3
	INR	TRY	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.5	1.4	1.4
	INR	TWD	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.4	0.4	0.4	0.4	0.4
	INR	USD	1.0	0.9	0.8	0.7	0.7	0.5	0.5	0.4	0.4	0.4	0.4	0.4	0.4
	INR	ZAR	4.8	4.3	3.8	3.4	3.1	2.5	2.3	2.0	1.9	1.8	1.8	1.8	1.7
	ISK	JPY	5.0	4.5	3.9	3.5	3.2	2.5	2.2	1.9	1.8	1.7	1.6	1.6	1.6
	ISK	PLN	5.8	5.3	4.6	4.1	3.8	3.0	2.7	2.4	2.3	2.2	2.1	2.1	2.1
	ISK	SGD	4.2	3.8	3.3	2.9	2.7	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	ISK	TWD	4.2	3.7	3.3	2.9	2.7	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	ISK	USD	4.0	3.6	3.1	2.8	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	JPY	KRW	4.3	3.9	3.5	3.1	2.8	2.2	1.9	1.7	1.6	1.5	1.4	1.4	1.4
	JPY	MXN	4.3	3.9	3.4	3.1	2.8	2.2	1.9	1.7	1.6	1.5	1.4	1.4	1.4
	JPY	MYR	2.6	2.3	2.0	1.8	1.6	1.2	1.0	0.8	0.8	0.7	0.7	0.7	0.6
	JPY	NOK	5.0	4.5	4.0	3.6	3.3	2.6	2.3	2.0	1.9	1.8	1.8	1.7	1.7
	JPY	NZD	5.4	4.9	4.3	3.9	3.5	2.8	2.5	2.2	2.0	1.9	1.9	1.8	1.8
	JPY	PHP	2.9	2.6	2.3	2.0	1.8	1.4	1.2	1.0	0.9	0.9	0.8	0.8	0.8
	JPY	PLN	5.2	4.7	4.2	3.7	3.4	2.7	2.4	2.1	2.0	1.9	1.8	1.8	1.7
	JPY	RUB	5.3	4.8	4.2	3.8	3.4	2.7	2.4	2.1	2.0	1.9	1.8	1.8	1.8
	JPY	SEK	4.9	4.5	3.9	3.5	3.2	2.6	2.3	2.0	1.9	1.8	1.7	1.7	1.7
	JPY	SGD	3.0	2.7	2.4	2.1	1.9	1.5	1.3	1.1	1.0	0.9	0.9	0.9	0.8
	JPY	THB	2.7	2.4	2.1	1.8	1.7	1.2	1.0	0.9	0.8	0.8	0.7	0.7	0.7
	JPY	TRY	5.3	4.8	4.2	3.8	3.5	2.7	2.4	2.1	2.0	1.9	1.8	1.8	1.8
	JPY	TWD	3.2	2.9	2.6	2.3	2.1	1.6	1.3	1.2	1.1	1.0	1.0	0.9	0.9
	JPY	USD	3.0	2.7	2.4	2.1	1.9	1.5	1.2	1.0	1.0	0.9	0.8	0.8	0.8
	JPY	ZAR	6.2	5.6	5.0	4.5	4.1	3.2	2.9	2.5	2.4	2.3	2.2	2.2	2.1
	KRW	USD	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	KRO	USD	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	KRW	MXN	2.7	2.4	2.1	1.9	1.7	1.4	1.2	1.1	1.1	1.0	1.0	1.0	0.9
	KRW	MYR	2.1	1.9	1.6	1.5	1.3	1.0	0.9	0.8	0.8	0.7	0.7	0.7	0.7
	KRW	NOK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	KRW	NZD	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	KRW	PHP	2.3	2.1	1.8	1.7	1.5	1.2	1.1	1.0	0.9	0.9	0.8	0.8	0.8
	KRW	PLN	3.7	3.3	2.9	2.6	2.4	2.0	1.7	1.6	1.5	1.4	1.4	1.4	1.3
	KRW	RUB	4.4	4.0	3.5	3.1	2.9	2.3	2.1	1.8	1.8	1.7	1.6	1.6	1.6
	KRW	SEK	3.9	3.6	3.1	2.8	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.4	1.4
	KRW	SGD	2.3	2.0	1.8	1.6	1.5	1.2	1.1	1.0	0.9	0.9	0.8	0.8	0.8
	KRW	THB	2.3	2.1	1.8	1.6	1.5	1.2	1.1	0.9	0.9	0.9	0.8	0.8	0.8
	KRW	TRY	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	KRW	TWD	2.2	2.0	1.7	1.6	1.4	1.2	1.0	0.9	0.9	0.8	0.8	0.8	0.8
	KRW	ZAR	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	KWD	RUB	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6
	KWD	SAR	0.9	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	KWD	USD	0.9	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.4	0.3	0.3
	KZT	USD	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	MXN	MYR	2.6	2.4	2.1	1.9	1.7	1.4	1.2	1.1	1.0	1.0	1.0	0.9	0.9
	MXN	NOK	3.5	3.2	2.8	2.5	2.3	1.9	1.7	1.5	1.4	1.3	1.3	1.3	1.3
	MXN	NZD	3.2	2.9	2.5	2.3	2.1	1.7	1.5	1.3	1.3	1.2	1.2	1.1	1.1
	MXN	PHP	2.7	2.4	2.1	1.9	1.8	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	MXN	PLN	3.2	2.9	2.6	2.3	2.1	1.7	1.5	1.3	1.3	1.2	1.2	1.2	1.1
	MXN	RUB	4.0	3.6	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	MXN	SEK	3.7	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	MXN	SGD	2.4	2.2	1.9	1.7	1.6	1.3	1.1	1.0	1.0	0.9	0.9	0.9	0.9
	MXN	THB	2.7	2.4	2.1	1.9	1.7	1.4	1.2	1.1	1.1	1.0	1.0	1.0	1.0
	MXN	TRY	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	MXN	TWD	2.6	2.4	2.1	1.9	1.7	1.4	1.3	1.1	1.1	1.0	1.0	1.0	1.0
	MXN	USD	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	MXN	ZAR	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	MXV	USD	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	MYR	NOK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	MYR	NZD	3.9	3.5	3.1	2.8	2.6	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	MYR	PHP	0.2	0.2	0.2	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1
	MYR	PLN	3.8	3.4	3.0	2.7	2.4	2.0	1.7	1.6	1.5	1.4	1.4	1.3	1.3
	MYR	RUB	4.2	3.8	3.3	3.0	2.7	2.2	2.0	1.8	1.7	1.6	1.5	1.5	1.5
	MYR	SAR	0.1	0.1	0.1	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	MYR	SEK	3.9	3.5	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	MYR	SGD	0.4	0.4	0.3	0.3	0.2	0.2	0.1	0.1	0.1	0.1	0.1	0.1	0.1
	MYR	TRY	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	MYR	TWD	0.3	0.3	0.2	0.2	0.2	0.1	0.1	0.1	0.1	0.1	0.1	0.1	0.1
	MYR	USD	0.1	0.1	0.1	0.1	0.1	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	MYR	ZAR	4.9	4.5	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	NOK	NZD	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	NOK	PHP	4.2	3.7	3.3	3.0	2.7	2.2	2.0	1.7	1.7	1.6	1.5	1.5	1.5
	NOK	PLN	3.4	3.0	2.7	2.4	2.2	1.8	1.6	1.4	1.3	1.3	1.3	1.2	1.2
	NOK	RUB	4.6	4.1	3.6	3.3	3.0	2.4	2.1	1.9	1.8	1.8	1.7	1.7	1.6
	NOK	SEK	2.8	2.6	2.2	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	NOK	SGD	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	NOK	TRY	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	NOK	TWD	4.1	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	NOK	USD	4.4	4.0	3.5	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	NOK	ZAR	4.6	4.1	3.6	3.3	3.0	2.4	2.2	1.9	1.8	1.8	1.7	1.7	1.6
	NZD	PLN	3.8	3.5	3.1	2.8	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	NZD	RUB	4.8	4.3	3.8	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	NZD	SEK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	NZD	SGD	3.7	3.3	2.9	2.6	2.4	1.9	1.7	1.6	1.5	1.4	1.4	1.3	1.3
	NZD	THB	3.9	3.5	3.1	2.8	2.6	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	NZD	TRY	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	NZD	TWD	4.0	3.7	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	NZD	USD	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	NZD	ZAR	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6
	PEN	USD	4.6	4.2	3.7	3.3	3.0	2.4	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	PHP	PLN	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.6	1.6	1.5	1.4	1.4	1.4
	PHP	RUB	4.3	3.8	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	PHP	SEK	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	PHP	SGD	1.0	0.9	0.8	0.7	0.6	0.5	0.4	0.4	0.4	0.4	0.3	0.3	0.3
	PHP	TRY	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	PHP	TWD	0.8	0.7	0.7	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	PHP	USD	0.5	0.4	0.4	0.3	0.3	0.2	0.2	0.2	0.2	0.2	0.2	0.2	0.2
	PHP	ZAR	5.0	4.5	4.0	3.6	3.3	2.6	2.3	2.1	2.0	1.9	1.9	1.8	1.8
	PLN	RON	2.8	2.6	2.3	2.0	1.9	1.5	1.3	1.2	1.1	1.1	1.1	1.0	1.0
	PLN	RUB	4.6	4.1	3.6	3.3	3.0	2.4	2.2	1.9	1.8	1.8	1.7	1.7	1.6
	PLN	SEK	3.0	2.7	2.4	2.2	2.0	1.6	1.4	1.3	1.2	1.2	1.1	1.1	1.1
	PLN	SGD	3.5	3.2	2.8	2.5	2.3	1.9	1.7	1.5	1.4	1.3	1.3	1.3	1.3
	PLN	THB	3.8	3.5	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	PLN	TRY	3.8	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.4
	PLN	TWD	3.8	3.5	3.1	2.8	2.5	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	PLN	USD	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.7	1.6	1.6	1.5
	PLN	ZAR	4.5	4.0	3.5	3.2	2.9	2.4	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	QAR	USD	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	RON	RUB	4.8	4.4	3.9	3.5	3.2	2.6	2.3	2.0	1.9	1.9	1.8	1.8	1.7
	RON	TRY	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	RON	USD	4.0	3.6	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	RUB	SAR	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	RUB	SEK	4.7	4.3	3.8	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.8	1.7	1.7
	RUB	SGD	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	RUB	THB	4.2	3.8	3.3	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	RUB	TRY	4.9	4.5	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	RUB	TWD	4.1	3.7	3.3	3.0	2.7	2.2	1.9	1.7	1.7	1.6	1.5	1.5	1.5
	RUB	UAH	5.9	5.4	4.7	4.3	3.9	3.1	2.8	2.5	2.4	2.3	2.2	2.2	2.1
	RUB	USD	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.7	1.6	1.6
	RUB	ZAR	5.2	4.7	4.1	3.7	3.4	2.7	2.4	2.2	2.1	2.0	1.9	1.9	1.9
	SAR	USD	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	SEK	SGD	3.6	3.3	2.9	2.6	2.4	1.9	1.7	1.5	1.5	1.4	1.4	1.3	1.3
	SEK	THB	3.9	3.5	3.1	2.8	2.6	2.0	1.8	1.6	1.5	1.5	1.4	1.4	1.4
	SEK	TRY	4.2	3.8	3.4	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	SEK	TWD	4.0	3.6	3.1	2.8	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	SEK	USD	4.4	4.0	3.5	3.2	2.9	2.3	2.1	1.9	1.8	1.7	1.6	1.6	1.6
	SEK	ZAR	4.7	4.2	3.7	3.4	3.1	2.5	2.2	2.0	1.9	1.8	1.7	1.7	1.7
	SGD	THB	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	SGD	TRY	3.7	3.4	3.0	2.7	2.5	2.0	1.8	1.6	1.5	1.4	1.4	1.4	1.3
	SGD	TWD	1.2	1.1	0.9	0.8	0.8	0.6	0.5	0.5	0.5	0.4	0.4	0.4	0.4
	SGD	USD	1.4	1.2	1.1	1.0	0.9	0.7	0.7	0.6	0.6	0.5	0.5	0.5	0.5
	SGD	ZAR	4.5	4.1	3.6	3.2	3.0	2.4	2.1	1.9	1.8	1.7	1.7	1.7	1.6
	THB	TRY	4.0	3.6	3.2	2.9	2.6	2.1	1.9	1.7	1.6	1.5	1.5	1.5	1.4
	THB	TWD	0.8	0.7	0.6	0.6	0.5	0.4	0.4	0.3	0.3	0.3	0.3	0.3	0.3
	THB	USD	0.4	0.4	0.3	0.3	0.3	0.2	0.2	0.2	0.2	0.2	0.1	0.1	0.1
	THB	ZAR	4.9	4.5	3.9	3.5	3.2	2.6	2.3	2.1	2.0	1.9	1.8	1.8	1.8
	TRY	TWD	3.9	3.5	3.1	2.8	2.6	2.1	1.8	1.7	1.6	1.5	1.5	1.4	1.4
	TRY	USD	4.2	3.8	3.3	3.0	2.8	2.2	2.0	1.8	1.7	1.6	1.6	1.5	1.5
	TRY	ZAR	4.3	3.9	3.4	3.1	2.8	2.3	2.0	1.8	1.7	1.6	1.6	1.6	1.5
	TWD	USD	1.3	1.1	1.0	0.9	0.8	0.7	0.6	0.5	0.5	0.5	0.5	0.5	0.5
	TWD	ZAR	4.8	4.3	3.8	3.4	3.2	2.5	2.3	2.0	1.9	1.8	1.8	1.8	1.7
	UAH	USD	4.0	3.6	3.2	2.9	2.7	2.1	1.9	1.7	1.6	1.6	1.5	1.5	1.5
	USD	VND	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0	0.0
	USD	XAU	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1	1.1
	USD	ZAR	5.2	4.7	4.2	3.8	3.4	2.8	2.5	2.2	2.1	2.0	2.0	1.9	1.9

---

Sheet 6: Rates DV01

DFAST 2021: Severely Adverse Scenario
Rates DV01
		M A T U R I T Y
	Rates Shocks (bps)	1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	30Y
	AUD Directional Risks
	Governments	(6.7)	(6.7)	(6.9)	(6.9)	(6.9)	(7.5)	(7.7)	(11.2)	(15.7)	(15.6)	(15.4)	(15.3)	(15.3)
	Agencies	(6.7)	(6.7)	(6.9)	(6.9)	(6.9)	(7.5)	(7.7)	(11.2)	(15.7)	(15.6)	(15.4)	(15.3)	(15.3)
	Municipals	(6.7)	(6.7)	(6.9)	(6.9)	(6.9)	(7.5)	(7.7)	(11.2)	(15.7)	(15.6)	(15.4)	(15.3)	(15.3)
	Swaps / Discounting Curve	(4.8)	(4.7)	(4.7)	(4.6)	(4.7)	(5.5)	(6.5)	(7.3)	(8.0)	(8.6)	(9.2)	(9.5)	(9.9)
	Instruments shocked by MV**
	Other	(4.8)	(4.7)	(4.7)	(4.6)	(4.7)	(5.5)	(6.5)	(7.3)	(8.0)	(8.6)	(9.2)	(9.5)	(9.9)
	AUD Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis	`
	CAD Directional Risks
	Governments	(8.1)	(8.6)	(9.2)	(9.8)	(10.4)	(12.2)	(13.5)	(15.2)	(16.2)	(17.0)	(17.6)	(18.0)	(18.3)
	Agencies	(8.1)	(8.6)	(9.2)	(9.8)	(10.4)	(12.2)	(13.5)	(15.2)	(16.2)	(17.0)	(17.6)	(18.0)	(18.3)
	Municipals	(8.1)	(8.6)	(9.2)	(9.8)	(10.4)	(12.2)	(13.5)	(15.2)	(16.2)	(17.0)	(17.6)	(18.0)	(18.3)
	Swaps / Discounting Curve	7.8	6.5	4.6	3.0	1.5	(3.3)	(6.5)	(10.5)	(12.7)	(14.5)	(15.9)	(16.6)	(17.4)
	Instruments shocked by MV**
	Other	7.8	6.5	4.6	3.0	1.5	(3.3)	(6.5)	(10.5)	(12.7)	(14.5)	(15.9)	(16.6)	(17.4)
	CAD Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	CHF Directional Risks
	Governments	(10.8)	(10.8)	(10.8)	(10.8)	(10.8)	(10.7)	(10.7)	(10.6)	(10.6)	(10.5)	(10.4)	(10.4)	(10.3)
	Agencies	(10.8)	(10.8)	(10.8)	(10.8)	(10.8)	(10.7)	(10.7)	(10.6)	(10.6)	(10.5)	(10.4)	(10.4)	(10.3)
	Municipals	(10.8)	(10.8)	(10.8)	(10.8)	(10.8)	(10.7)	(10.7)	(10.6)	(10.6)	(10.5)	(10.4)	(10.4)	(10.3)
	Swaps / Discounting Curve	5.4	5.0	4.4	3.8	3.3	1.4	(0.1)	(2.4)	(3.9)	(5.5)	(6.9)	(7.7)	(8.4)
	Instruments shocked by MV**
	Other	5.4	5.0	4.4	3.8	3.3	1.4	(0.1)	(2.4)	(3.9)	(5.5)	(6.9)	(7.7)	(8.4)
	CHF Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	DKK Directional Risks
	Governments	(18.6)	(18.4)	(18.3)	(18.1)	(17.9)	(17.4)	(17.0)	(16.3)	(15.9)	(15.5)	(15.1)	(14.9)	(14.7)
	Agencies	(18.6)	(18.4)	(18.3)	(18.1)	(17.9)	(17.4)	(17.0)	(16.3)	(15.9)	(15.5)	(15.1)	(14.9)	(14.7)
	Municipals	(18.6)	(18.4)	(18.3)	(18.1)	(17.9)	(17.4)	(17.0)	(16.3)	(15.9)	(15.5)	(15.1)	(14.9)	(14.7)
	Swaps / Discounting Curve	(2.4)	(2.8)	(3.4)	(3.9)	(4.4)	(6.1)	(7.3)	(9.1)	(10.3)	(11.3)	(12.2)	(12.7)	(13.2)
	Instruments shocked by MV**
	Other	(2.4)	(2.8)	(3.4)	(3.9)	(4.4)	(6.1)	(7.3)	(9.1)	(10.3)	(11.3)	(12.2)	(12.7)	(13.2)
	DKK Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	EUR Directional Risks
	Governments: Austria	(7.0)	(7.7)	(8.7)	(9.5)	(10.1)	(12.0)	(12.9)	(13.9)	(14.4)	(14.7)	(15.0)	(15.1)	(15.2)
	Governments: Belgium	(3.9)	(4.3)	(4.7)	(5.1)	(5.5)	(6.8)	(7.7)	(8.9)	(9.7)	(10.3)	(10.8)	(11.1)	(11.3)
	Governments: Finland	(15.7)	(15.9)	(16.0)	(16.2)	(16.3)	(16.7)	(16.9)	(17.2)	(17.3)	(17.4)	(17.4)	(17.5)	(17.5)
	Governments: France	(7.7)	(7.9)	(8.1)	(8.3)	(8.5)	(9.2)	(9.7)	(10.4)	(10.8)	(11.2)	(11.5)	(11.7)	(11.8)
	Governments: Germany	(5.5)	(5.8)	(6.3)	(6.7)	(7.1)	(8.4)	(9.3)	(10.6)	(11.4)	(12.1)	(12.7)	(13.0)	(13.3)
	Governments: Greece	63.5	80.4	103.5	124.4	143.2	202.5	243.3	292.9	320.2	342.6	360.6	369.7	378.7
	Governments: Ireland	(1.8)	10.0	26.4	41.3	55.0	99.3	131.0	171.5	194.8	214.6	230.8	238.9	247.1
	Governments: Italy	97.3	113.6	136.0	156.2	174.4	231.3	270.1	316.6	341.8	362.4	378.8	387.0	395.3
	Governments: Netherlands	(6.3)	(6.7)	(7.1)	(7.5)	(7.9)	(9.1)	(10.0)	(11.1)	(11.8)	(12.4)	(12.9)	(13.2)	(13.4)
	Governments: Portugal	84.9	113.7	114.8	141.2	164.8	209.4	252.5	303.5	330.6	352.5	369.9	378.6	387.4
	Governments: Spain	73.8	84.2	98.6	111.8	123.8	162.3	189.5	223.7	243.0	259.3	272.4	279.1	285.7
	Governments: Other	(9.6)	(9.9)	(10.3)	(10.6)	(10.9)	(11.8)	(12.4)	(13.1)	(13.4)	(13.7)	(13.9)	(14.0)	(14.1)
	Agencies	(9.6)	(9.9)	(10.3)	(10.6)	(10.9)	(11.8)	(12.4)	(13.1)	(13.4)	(13.7)	(13.9)	(14.0)	(14.1)
	Municipals	(9.6)	(9.9)	(10.3)	(10.6)	(10.9)	(11.8)	(12.4)	(13.1)	(13.4)	(13.7)	(13.9)	(14.0)	(14.1)
	Swaps / Discounting Curve	4.0	3.8	3.5	3.3	3.1	2.5	2.2	1.9	2.0	2.3	2.9	3.3	3.9
	Instruments shocked by MV**
	Other	4.0	3.8	3.5	3.3	3.1	2.5	2.2	1.9	2.0	2.3	2.9	3.3	3.9
	EUR Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis	(11.0)	(11.0)	(10.0)	(10.0)	(8.0)	(8.0)	(7.5)	(7.5)	(5.0)	(5.0)	(4.0)	(3.0)	(3.0)
	1m Basis	(0.1)	(0.1)	(0.1)	(0.1)	(0.1)	(0.1)	0.0	0.0	0.0	0.1	0.1	0.1	0.1
	3m Basis
	6m Basis	11.0	11.0	11.0	10.0	10.0	8.0	7.0	6.0	5.0	5.0	4.0	3.0	1.0
	12m Basis	21.0	21.0	21.0	20.0	20.0	18.0	17.0	14.0	10.0	7.0	6.0	4.0	3.0
	Other Basis
	GBP Directional Risks
	Governments	(0.3)	(1.0)	(2.0)	(2.9)	(3.7)	(6.1)	(7.6)	(9.4)	(10.4)	(11.1)	(11.7)	(12.0)	(12.3)
	Agencies	(0.3)	(1.0)	(2.0)	(2.9)	(3.7)	(6.1)	(7.6)	(9.4)	(10.4)	(11.1)	(11.7)	(12.0)	(12.3)
	Municipals	(0.3)	(1.0)	(2.0)	(2.9)	(3.7)	(6.1)	(7.6)	(9.4)	(10.4)	(11.1)	(11.7)	(12.0)	(12.3)
	Swaps / Discounting Curve	7.3	6.6	5.5	4.6	3.8	1.3	(0.4)	(2.3)	(3.4)	(4.2)	(4.9)	(5.2)	(5.6)
	Instruments shocked by MV**
	Other	7.3	6.6	5.5	4.6	3.8	1.3	(0.4)	(2.3)	(3.4)	(4.2)	(4.9)	(5.2)	(5.6)
	GBP Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis	(12.0)	(12.0)	(12.0)	(12.0)	(12.0)	(11.0)	(10.0)	(9.0)	(9.0)	(9.0)	(8.0)	(7.0)	(7.0)
	1m Basis	(3.0)	(2.7)	(2.7)	(2.6)	(2.6)	(2.6)	(2.6)	(2.6)	(2.6)	(2.6)	(2.6)	(2.5)	(2.3)
	3m Basis
	6m Basis	8.0	8.0	8.0	8.0	7.0	7.0	7.0	7.0	7.0	7.0	5.0	3.0	2.2
	12m Basis	21.0	21.0	21.0	20.5	20.5	18.5	18.0	16.0	13.0	11.0	8.0	6.0	5.0
	Other Basis
	JPY Directional Risks
	Governments	(19.9)	(19.3)	(18.5)	(17.7)	(17.0)	(14.4)	(12.3)	(9.2)	(7.0)	(4.9)	(2.9)	(1.9)	(0.8)
	Agencies	(19.9)	(19.3)	(18.5)	(17.7)	(17.0)	(14.4)	(12.3)	(9.2)	(7.0)	(4.9)	(2.9)	(1.9)	(0.8)
	Municipals	(19.9)	(19.3)	(18.5)	(17.7)	(17.0)	(14.4)	(12.3)	(9.2)	(7.0)	(4.9)	(2.9)	(1.9)	(0.8)
	Swaps / Discounting Curve	3.0	3.0	3.0	3.0	3.0	2.7	2.2	0.9	(0.6)	(2.8)	(5.9)	(8.1)	(11.0)
	Instruments shocked by MV**
	Other	3.0	3.0	3.0	3.0	3.0	2.7	2.2	0.9	(0.6)	(2.8)	(5.9)	(8.1)	(11.0)
	JPY Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m TIBOR Basis	(0.4)	(0.3)	(0.2)	0.2	0.1	0.2	0.2	0.3	0.3	0.4	0.7	0.9	1.1
	3m TIBOR Basis
	6m TIBOR Basis	(0.5)	(0.3)	(0.3)	0.2	0.2	0.1	0.1	0.2	0.2	0.3	0.3	0.3	0.2
	12m TIBOR Basis
	1m LIBOR Basis	(0.4)	(0.3)	(0.2)	0.2	0.1	0.2	0.2	0.3	0.3	0.4	0.7	0.9	1.1
	3m LIBOR Basis
	6m LIBOR Basis	(0.5)	(0.3)	(0.3)	0.2	0.2	0.1	0.1	0.2	0.2	0.3	0.3	0.3	0.2
	12m LIBOR Basis
	Other Basis
	NOK Directional Risks
	Governments	(8.8)	(9.7)	(10.9)	(11.9)	(12.7)	(15.0)	(16.2)	(17.5)	(18.1)	(18.5)	(18.9)	(19.0)	(19.2)
	Agencies	(8.8)	(9.7)	(10.9)	(11.9)	(12.7)	(15.0)	(16.2)	(17.5)	(18.1)	(18.5)	(18.9)	(19.0)	(19.2)
	Municipals	(8.8)	(9.7)	(10.9)	(11.9)	(12.7)	(15.0)	(16.2)	(17.5)	(18.1)	(18.5)	(18.9)	(19.0)	(19.2)
	Swaps / Discounting Curve	5.8	2.1	(2.0)	(4.9)	(7.1)	(11.9)	(14.1)	(16.2)	(17.1)	(17.8)	(18.3)	(18.6)	(18.8)
	Instruments shocked by MV**
	Other	5.8	2.1	(2.0)	(4.9)	(7.1)	(11.9)	(14.1)	(16.2)	(17.1)	(17.8)	(18.3)	(18.6)	(18.8)
	NOK Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	NZD Directional Risks
	Governments	(3.6)	(3.6)	(3.5)	(3.5)	(3.1)	(0.5)	(1.0)	(1.0)	(6.9)	(8.5)	(9.5)	(10.1)	(10.0)
	Agencies	(3.6)	(3.6)	(3.5)	(3.5)	(3.1)	(0.5)	(1.0)	(1.0)	(6.9)	(8.5)	(9.5)	(10.1)	(10.0)
	Municipals	(3.6)	(3.6)	(3.5)	(3.5)	(3.1)	(0.5)	(1.0)	(1.0)	(6.9)	(8.5)	(9.5)	(10.1)	(10.0)
	Swaps / Discounting Curve	1.5	1.5	1.5	1.5	1.5	1.0	(1.0)	(1.0)	(6.0)	(7.0)	(7.5)	(8.0)	(8.0)
	Instruments shocked by MV**
	Other	1.5	1.5	1.5	1.5	1.5	1.0	(1.0)	(1.0)	(6.0)	(7.0)	(7.5)	(8.0)	(8.0)
	NZD Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	SEK Directional Risks
	Governments	(20.8)	(20.5)	(20.2)	(19.8)	(19.6)	(18.7)	(18.1)	(17.5)	(17.2)	(16.9)	(16.7)	(16.6)	(16.5)
	Agencies	(20.8)	(20.5)	(20.2)	(19.8)	(19.6)	(18.7)	(18.1)	(17.5)	(17.2)	(16.9)	(16.7)	(16.6)	(16.5)
	Municipals	(20.8)	(20.5)	(20.2)	(19.8)	(19.6)	(18.7)	(18.1)	(17.5)	(17.2)	(16.9)	(16.7)	(16.6)	(16.5)
	Swaps / Discounting Curve	(4.8)	(5.3)	(6.0)	(6.6)	(7.1)	(9.0)	(10.4)	(12.1)	(13.1)	(14.0)	(14.7)	(15.0)	(15.4)
	Instruments shocked by MV**
	Other	(4.8)	(5.3)	(6.0)	(6.6)	(7.1)	(9.0)	(10.4)	(12.1)	(13.1)	(14.0)	(14.7)	(15.0)	(15.4)
	SEK Basis Risks (Do not include the swap/discounting curve specified above)
	OIS Basis
	1m Basis
	3m Basis
	6m Basis
	12m Basis
	Other Basis
	USD Directional Risks
	Governments	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Agencies	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Municipals	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Swaps / Discounting Curve	21.5	19.1	15.6	12.5	9.6	0.2	(6.7)	(15.5)	(20.7)	(25.2)	(28.9)	(30.8)	(32.7)
	Instruments shocked by MV**
	Other	21.5	19.1	15.6	12.5	9.6	0.2	(6.7)	(15.5)	(20.7)	(25.2)	(28.9)	(30.8)	(32.7)
	USD Basis Risks (Do not include the swap/discounting curve specified above)
	Prime Basis	15.0	14.0	13.0	12.0	11.0	8.0	5.0	4.0	1.2	1.2	1.0	1.0	1.0
	CP Basis	(13.7)	(13.5)	(12.9)	(13.0)	(13.3)	(9.7)	(8.6)	(5.6)	(2.9)	(2.0)	(2.0)	(2.0)	(2.0)
	OIS Basis	(23.5)	(22.0)	(18.5)	(14.0)	(10.0)	(2.5)	(1.0)	(1.0)	(1.0)	(1.0)	(1.0)	(1.0)	(1.0)
	1m Basis	(18.0)	(18.0)	(16.0)	(15.0)	(14.0)	(10.0)	(8.0)	(6.0)	(5.0)	(4.0)	(3.0)	(2.0)	(2.0)
	3m Basis
	6m Basis	11.0	11.0	11.0	11.0	11.0	10.0	9.0	8.0	7.0	6.0	4.0	4.0	4.0
	12m Basis	18.0	18.0	17.0	16.0	15.0	14.0	13.0	12.0	10.0	10.0	8.4	7.5	5.5
	Other Basis
	Absolute increase in Muni SIFMA/Libor Ratio (Pts)	23.0	23.0	20.0	20.0	19.2	19.5	20.1	21.3	21.2	20.1	15.1	12.1	8.5
	Other Advanced Economies Directional Risks
	Governments	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Agencies	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Municipals	(3.2)	(4.5)	(6.3)	(7.9)	(9.3)	(14.0)	(17.2)	(21.3)	(23.7)	(25.6)	(27.2)	(28.0)	(28.8)
	Swaps / Discounting Curve	21.5	19.1	15.6	12.5	9.6	0.2	(6.7)	(15.5)	(20.7)	(25.2)	(28.9)	(30.8)	(32.7)
	Instruments shocked by MV**
	Other	21.5	19.1	15.6	12.5	9.6	0.2	(6.7)	(15.5)	(20.7)	(25.2)	(28.9)	(30.8)	(32.7)
	Directional Risks: Emerging Europe
	BGN	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	CZK	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	HRK	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	HUF	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	PLN	94.1	96.4	99.5	102.5	105.3	115.0	122.8	134.0	141.4	148.5	154.9	158.2	161.6
	RON	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	RUB	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	Other Emerging Europe	100.2	102.3	105.3	108.3	111.1	121.3	130.1	144.1	154.4	165.4	176.5	182.8	189.4
	Directional Risks: Latin America & Caribbean
	ARS	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	BRL	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	CLP	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	COP	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	MXN	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	PEN	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	VEF	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	Other Latam & Caribbean	206.2	234.0	269.5	298.9	323.3	388.2	423.0	456.3	471.5	482.9	491.9	496.3	500.8
	Directional Risks: Asia Ex-Japan
	CNY	(46.0)	(45.0)	(43.6)	(42.3)	(41.1)	(37.3)	(34.5)	(30.9)	(28.8)	(27.0)	(25.5)	(24.8)	(24.0)
	HKD	(20.8)	(21.0)	(21.3)	(21.6)	(21.8)	(22.4)	(22.8)	(23.2)	(23.4)	(23.5)	(23.6)	(23.7)	(23.8)
	IDR	(24.0)	(23.6)	(23.0)	(22.6)	(22.2)	(21.0)	(20.3)	(19.5)	(19.0)	(18.6)	(18.3)	(18.2)	(18.0)
	INR	(24.0)	(23.6)	(23.0)	(22.6)	(22.2)	(21.0)	(20.3)	(19.5)	(19.0)	(18.6)	(18.3)	(18.2)	(18.0)
	KRW	(11.6)	(11.4)	(11.3)	(11.1)	(11.0)	(10.5)	(10.2)	(9.7)	(9.4)	(9.2)	(9.0)	(8.9)	(8.8)
	MYR	(24.0)	(23.6)	(23.0)	(22.6)	(22.2)	(21.0)	(20.3)	(19.5)	(19.0)	(18.6)	(18.3)	(18.2)	(18.0)
	PHP	(24.0)	(23.6)	(23.0)	(22.6)	(22.2)	(21.0)	(20.3)	(19.5)	(19.0)	(18.6)	(18.3)	(18.2)	(18.0)
	SGD	(15.2)	(15.2)	(15.2)	(15.1)	(15.1)	(15.0)	(15.0)	(14.9)	(14.9)	(14.8)	(14.8)	(14.8)	(14.8)
	THB	(17.8)	(17.4)	(16.9)	(16.5)	(16.1)	(15.1)	(14.5)	(14.0)	(13.7)	(13.5)	(13.3)	(13.3)	(13.2)
	TWD	(20.8)	(21.0)	(21.3)	(21.6)	(21.8)	(22.4)	(22.8)	(23.2)	(23.4)	(23.5)	(23.6)	(23.7)	(23.8)
	Other Asia Ex-Japan	(24.0)	(23.6)	(23.0)	(22.6)	(22.2)	(21.0)	(20.3)	(19.5)	(19.0)	(18.6)	(18.3)	(18.2)	(18.0)
	Directional Risks: Middle East/North Africa
	ILS	(20.8)	(20.3)	(19.6)	(19.1)	(18.5)	(17.0)	(16.1)	(15.1)	(14.6)	(14.2)	(13.8)	(13.7)	(13.5)
	TRY	93.2	97.7	103.5	108.4	112.6	124.2	130.8	137.4	140.5	142.8	144.7	145.6	146.5
	Other Middle East/Africa	93.2	97.7	103.5	108.4	112.6	124.2	130.8	137.4	140.5	142.8	144.7	145.6	146.5
	Directional Risks: Sub-Saharan Africa
	ZAR	254.3	254.3	254.3	254.3	254.3	254.3	254.3	254.4	254.4	254.5	254.5	254.6	254.6
	Other Sub-Saharan Africa	254.3	254.3	254.3	254.3	254.3	254.3	254.3	254.4	254.4	254.5	254.5	254.6	254.6

---

Sheet 7: Rates Vega-Normal & Relative

DFAST 2021: Severely Adverse Scenario
Rates Vega
	Relative Normal Interest Rate Shocks (%)
			M A T U R I T Y
			1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	25Y	30Y
		AUD
	E X P I R Y	1M	73.0%	68.8%	64.6%	61.8%	61.2%	41.2%	29.4%	27.2%	25.3%	23.1%	23.9%	24.3%	24.5%	24.7%
		3M	58.7%	55.0%	51.3%	48.8%	48.2%	37.8%	27.6%	24.8%	22.9%	20.2%	20.9%	21.3%	21.5%	21.7%
		6M	46.2%	42.8%	39.4%	37.7%	36.6%	28.8%	23.6%	20.9%	19.6%	17.4%	18.1%	18.5%	18.8%	18.8%
		9M	38.9%	35.7%	32.4%	30.3%	29.2%	23.7%	19.4%	18.3%	17.1%	15.5%	16.2%	16.6%	16.8%	16.9%
		1Y	29.8%	26.9%	24.1%	22.2%	21.7%	18.5%	16.9%	16.0%	15.1%	13.9%	14.6%	15.0%	15.2%	15.3%
		2Y	15.1%	12.9%	10.7%	9.6%	8.8%	8.4%	9.2%	10.0%	10.1%	10.2%	10.8%	11.1%	11.5%	11.5%
		3Y	10.0%	8.1%	6.2%	5.0%	4.4%	4.8%	6.1%	7.6%	8.2%	8.4%	9.1%	9.5%	9.7%	9.9%
		5Y	6.8%	5.3%	3.5%	2.8%	2.3%	3.0%	4.1%	5.9%	7.0%	7.6%	8.4%	8.7%	8.9%	9.1%
		7Y	5.9%	4.6%	3.1%	2.4%	2.0%	2.6%	3.8%	5.8%	7.1%	7.8%	8.5%	8.9%	9.1%	9.3%
		10Y	5.9%	4.6%	3.3%	2.5%	2.1%	2.7%	4.1%	6.1%	7.3%	8.2%	9.0%	9.4%	9.6%	9.8%
		15Y	6.1%	4.8%	3.6%	2.7%	2.5%	2.9%	4.3%	6.3%	7.5%	8.4%	9.2%	9.6%	9.8%	10.0%
		20Y	6.3%	5.0%	3.8%	2.9%	2.5%	3.1%	4.5%	6.5%	7.7%	8.6%	9.4%	9.8%	10.0%	10.2%
		30Y	6.5%	5.2%	3.8%	3.1%	2.7%	3.4%	4.5%	6.5%	7.9%	8.8%	9.6%	10.0%	10.2%	10.4%
		EUR
	E X P I R Y	1M	53.4%	50.2%	46.3%	43.1%	40.5%	33.6%	23.8%	19.4%	17.5%	15.9%	14.3%	13.4%	13.0%	12.7%
		3M	49.8%	46.4%	42.4%	39.0%	36.3%	27.2%	20.1%	16.4%	14.7%	13.8%	12.8%	12.3%	12.0%	11.8%
		6M	39.4%	36.3%	32.5%	29.4%	26.9%	19.0%	14.2%	11.9%	10.9%	10.3%	9.8%	9.5%	9.4%	9.1%
		9M	31.9%	29.0%	25.0%	22.1%	19.7%	13.3%	9.9%	8.6%	8.1%	7.7%	7.7%	7.5%	7.4%	7.4%
		1Y	25.7%	23.0%	19.8%	17.1%	15.0%	8.9%	6.6%	5.9%	5.8%	6.0%	6.1%	6.1%	6.1%	6.1%
		2Y	14.7%	12.6%	9.7%	7.6%	5.9%	2.2%	1.3%	1.6%	2.1%	2.6%	3.2%	3.2%	3.3%	3.4%
		3Y	10.1%	8.5%	6.2%	4.6%	3.6%	0.6%	0.0%	0.5%	1.1%	1.8%	2.3%	2.4%	2.6%	2.7%
		5Y	7.3%	6.1%	4.4%	3.3%	2.3%	0.5%	0.0%	0.4%	1.0%	1.5%	2.2%	2.4%	2.5%	2.7%
		7Y	6.5%	5.5%	4.3%	3.2%	2.4%	0.6%	0.2%	0.6%	1.1%	1.8%	2.4%	2.7%	2.8%	3.0%
		10Y	6.0%	5.1%	4.0%	3.1%	2.4%	0.7%	0.4%	0.7%	1.2%	1.9%	2.5%	3.0%	3.2%	3.5%
		15Y	6.1%	5.2%	4.1%	3.2%	2.5%	1.1%	0.5%	0.9%	1.6%	2.2%	2.8%	3.3%	3.6%	3.9%
		20Y	6.4%	5.5%	4.4%	3.5%	2.7%	1.1%	0.7%	1.1%	1.7%	2.4%	3.1%	3.7%	4.0%	4.1%
		30Y	6.6%	5.7%	4.5%	3.6%	2.8%	1.3%	1.0%	1.2%	2.0%	2.6%	3.5%	4.2%	4.6%	5.1%
		GBP
	E X P I R Y	1M	38.1%	37.0%	37.6%	39.2%	40.7%	33.7%	30.3%	25.1%	23.2%	20.9%	20.4%	19.7%	19.0%	18.2%
		3M	31.2%	30.2%	30.7%	31.7%	33.9%	28.9%	26.7%	22.1%	20.4%	18.2%	17.6%	17.2%	16.5%	16.0%
		6M	17.3%	16.5%	16.5%	17.7%	19.3%	20.6%	20.3%	18.4%	17.2%	15.5%	15.1%	14.6%	14.2%	13.6%
		9M	11.4%	11.1%	11.1%	12.1%	13.2%	15.8%	16.4%	15.6%	14.7%	13.4%	13.3%	12.9%	12.5%	11.9%
		1Y	7.9%	7.2%	7.6%	8.2%	9.5%	12.3%	13.6%	13.6%	13.0%	12.1%	11.8%	11.7%	11.2%	10.9%
		2Y	2.2%	1.6%	1.6%	2.4%	3.5%	6.7%	8.2%	9.2%	9.4%	9.0%	9.1%	9.1%	9.0%	8.8%
		3Y	0.7%	0.2%	0.4%	0.9%	1.8%	4.7%	6.4%	8.0%	8.3%	8.1%	8.3%	8.3%	8.4%	8.4%
		5Y	0.2%	-0.2%	0.0%	0.4%	1.1%	3.8%	5.6%	7.0%	7.5%	7.8%	8.1%	8.4%	8.4%	8.5%
		7Y	0.2%	-0.2%	0.0%	0.4%	1.1%	3.7%	5.4%	6.9%	7.5%	7.9%	8.3%	8.6%	8.7%	8.8%
		10Y	0.2%	-0.2%	0.0%	0.3%	1.0%	3.6%	5.3%	6.9%	7.5%	8.0%	8.5%	8.9%	9.1%	9.3%
		15Y	0.2%	-0.2%	0.0%	0.4%	1.1%	3.6%	5.4%	7.0%	7.7%	8.2%	8.8%	9.3%	9.5%	9.7%
		20Y	0.2%	-0.2%	0.0%	0.4%	1.1%	3.8%	5.6%	7.3%	8.0%	8.5%	9.2%	9.8%	10.0%	10.8%
		30Y	0.2%	-0.2%	0.0%	0.4%	1.2%	4.1%	6.1%	7.9%	8.7%	9.2%	10.0%	10.7%	11.4%	12.2%
		JPY
	E X P I R Y	1M	71.5%	62.7%	52.7%	45.2%	38.9%	25.9%	21.9%	20.4%	18.0%	16.7%	13.7%	10.9%	10.9%	10.9%
		3M	58.3%	50.7%	41.0%	34.5%	30.2%	20.4%	17.6%	17.7%	15.9%	15.1%	12.8%	10.1%	10.4%	10.4%
		6M	50.2%	43.0%	34.8%	28.7%	24.6%	15.5%	14.3%	13.7%	13.6%	13.1%	10.9%	8.8%	8.8%	9.1%
		9M	45.6%	38.7%	29.7%	23.8%	19.8%	12.3%	10.5%	11.2%	11.0%	10.9%	9.8%	7.5%	7.9%	7.9%
		1Y	41.5%	34.7%	26.0%	20.3%	16.4%	9.3%	7.8%	8.9%	9.1%	9.3%	8.5%	6.5%	6.9%	6.9%
		2Y	29.7%	23.7%	17.0%	11.9%	7.6%	1.6%	1.5%	2.6%	3.6%	4.2%	4.4%	3.9%	3.9%	3.9%
		3Y	23.6%	18.4%	12.5%	8.1%	4.4%	0.7%	0.7%	0.6%	1.7%	2.5%	2.9%	2.8%	2.8%	2.8%
		5Y	19.2%	15.0%	10.2%	6.6%	3.6%	0.6%	0.6%	0.5%	1.5%	2.3%	2.7%	2.6%	2.6%	2.6%
		7Y	17.7%	14.0%	9.9%	6.8%	4.7%	0.5%	0.5%	1.4%	2.7%	3.3%	3.3%	3.2%	3.2%	3.6%
		10Y	16.9%	13.8%	9.8%	7.1%	5.4%	2.2%	1.7%	2.8%	3.5%	4.0%	4.5%	4.1%	4.4%	4.4%
		15Y	16.0%	13.3%	10.2%	7.8%	6.3%	3.1%	3.0%	3.7%	4.7%	5.3%	5.3%	5.2%	5.2%	5.5%
		20Y	14.8%	12.4%	9.6%	7.6%	6.2%	3.4%	3.4%	4.1%	5.1%	5.8%	5.8%	5.6%	5.6%	5.9%
		30Y	15.5%	13.1%	10.3%	8.2%	6.9%	4.1%	4.1%	4.8%	5.8%	6.5%	6.4%	6.2%	6.2%	6.5%
		USD
	E X P I R Y	1M	24.9%	25.8%	27.2%	29.0%	30.7%	35.3%	30.5%	22.2%	17.9%	13.9%	12.8%	11.6%	11.1%	10.5%
		3M	25.2%	26.3%	27.9%	30.1%	32.2%	35.3%	30.8%	22.9%	18.5%	14.4%	13.4%	12.3%	12.0%	11.5%
		6M	21.6%	22.8%	24.6%	26.9%	29.3%	30.3%	27.6%	18.8%	15.4%	12.7%	12.0%	11.2%	10.9%	10.8%
		9M	15.8%	16.9%	18.6%	20.9%	23.1%	24.7%	23.6%	16.3%	14.0%	11.3%	10.1%	9.0%	9.1%	9.3%
		1Y	11.7%	12.7%	14.3%	16.4%	18.6%	20.1%	20.2%	14.4%	12.0%	10.5%	10.1%	9.5%	9.4%	9.2%
		2Y	3.2%	3.5%	4.9%	6.3%	7.7%	10.1%	12.0%	9.8%	9.0%	8.3%	8.0%	7.9%	7.9%	7.7%
		3Y	1.0%	1.3%	2.3%	3.4%	4.4%	6.8%	7.8%	7.9%	7.7%	7.4%	7.3%	7.3%	7.4%	7.3%
		5Y	0.2%	0.4%	1.1%	1.9%	2.6%	4.7%	5.8%	6.5%	6.8%	6.9%	7.0%	7.1%	7.2%	7.2%
		7Y	0.0%	0.2%	0.8%	1.5%	2.2%	4.2%	5.2%	6.0%	6.4%	6.7%	6.9%	7.1%	7.3%	7.3%
		10Y	-0.2%	0.2%	0.6%	1.3%	1.9%	3.8%	4.8%	5.7%	6.2%	6.5%	7.0%	7.1%	7.3%	7.4%
		15Y	-0.3%	0.0%	0.6%	1.3%	1.7%	3.8%	4.8%	5.9%	6.3%	6.6%	7.2%	7.4%	7.5%	7.7%
		20Y	-0.3%	0.0%	0.5%	1.1%	1.8%	3.9%	5.1%	6.1%	6.6%	7.0%	7.6%	7.9%	7.9%	7.9%
		30Y	-0.4%	0.0%	0.5%	1.2%	1.9%	4.1%	5.3%	6.5%	7.1%	7.5%	8.3%	8.0%	8.1%	8.1%
		US MBS Vega
		Other Advanced Economies
	E X P I R Y	1M	46.6%	44.5%	42.4%	41.7%	41.7%	28.9%	20.0%	17.9%	16.4%	15.0%	15.4%	15.5%	15.7%	15.7%
		3M	35.8%	34.0%	32.8%	32.1%	32.1%	25.5%	18.1%	15.7%	14.5%	12.6%	13.0%	13.3%	13.3%	13.5%
		6M	27.0%	25.4%	23.7%	23.1%	23.1%	18.9%	15.0%	12.8%	11.9%	10.5%	10.9%	11.0%	11.2%	11.2%
		9M	21.6%	20.0%	18.9%	17.8%	17.8%	15.0%	11.8%	10.7%	9.9%	9.0%	9.4%	9.5%	9.7%	9.7%
		1Y	16.1%	14.7%	13.7%	12.8%	12.8%	11.6%	10.1%	9.2%	8.6%	7.9%	8.3%	8.5%	8.7%	8.7%
		2Y	7.7%	6.6%	5.9%	5.5%	5.5%	5.5%	5.9%	5.9%	5.8%	5.6%	6.0%	6.4%	6.4%	6.6%
		3Y	5.3%	4.4%	3.7%	3.4%	3.1%	3.7%	4.1%	4.5%	4.8%	4.9%	5.3%	5.5%	5.7%	5.9%
		5Y	4.0%	3.3%	2.5%	2.3%	2.3%	3.0%	3.4%	4.1%	4.5%	4.8%	5.2%	5.4%	5.6%	5.6%
		7Y	3.7%	3.1%	2.4%	2.2%	2.2%	2.6%	3.4%	4.2%	4.7%	4.9%	5.5%	5.7%	5.7%	5.9%
		10Y	3.8%	3.1%	2.5%	2.3%	2.3%	2.7%	3.5%	4.3%	4.9%	5.5%	5.9%	6.1%	6.1%	6.3%
		15Y	4.0%	3.3%	2.7%	2.5%	2.5%	2.9%	3.7%	4.5%	5.1%	5.7%	6.1%	6.3%	6.5%	6.5%
		20Y	4.0%	3.3%	2.9%	2.7%	2.5%	3.1%	3.7%	4.5%	5.1%	5.7%	6.1%	6.3%	6.5%	6.7%
		30Y	4.2%	3.6%	2.9%	2.7%	2.7%	3.4%	3.9%	4.7%	5.3%	5.9%	6.3%	6.5%	6.7%	6.7%
		Total Emerging Europe
	E X P I R Y	1M	148.7%	138.5%	129.7%	125.4%	123.9%	96.2%	84.0%	69.5%	63.5%	55.6%	49.0%	47.1%	46.2%	45.6%
		3M	128.4%	118.3%	109.7%	105.3%	103.9%	77.9%	69.5%	59.3%	54.9%	48.8%	43.3%	42.2%	41.5%	40.7%
		6M	104.7%	96.1%	86.1%	81.8%	81.8%	57.6%	53.1%	48.1%	44.9%	40.6%	36.9%	35.8%	35.3%	35.1%
		9M	76.3%	67.7%	59.0%	55.4%	55.4%	41.8%	41.4%	39.0%	37.3%	34.4%	31.7%	30.9%	30.6%	30.6%
		1Y	52.8%	46.7%	39.6%	36.5%	35.5%	30.4%	31.6%	32.2%	31.5%	29.8%	27.8%	27.3%	27.1%	27.2%
		2Y	22.6%	17.8%	13.7%	11.7%	11.0%	12.3%	15.3%	18.7%	19.9%	20.1%	19.3%	19.6%	19.7%	19.7%
		3Y	15.2%	11.3%	7.9%	6.2%	5.6%	7.5%	10.9%	14.5%	15.8%	16.6%	16.6%	17.0%	17.2%	17.4%
		5Y	12.3%	9.0%	5.7%	4.3%	4.3%	6.3%	9.3%	12.3%	14.1%	14.7%	15.6%	15.9%	16.2%	17.1%
		7Y	11.3%	8.4%	5.4%	4.2%	4.2%	5.9%	8.4%	12.1%	13.1%	14.5%	15.6%	16.0%	16.6%	17.5%
		10Y	11.7%	8.8%	6.3%	5.0%	4.6%	6.4%	8.7%	11.2%	13.3%	14.7%	15.9%	16.6%	17.8%	18.5%
		15Y	11.1%	8.5%	6.1%	5.0%	4.6%	6.3%	9.0%	12.2%	14.4%	15.9%	16.9%	18.6%	19.8%	20.5%
		20Y	11.5%	9.1%	6.3%	5.1%	4.7%	6.5%	9.4%	13.3%	15.1%	16.4%	19.2%	20.5%	21.7%	22.8%
		30Y	15.3%	11.7%	8.6%	7.1%	6.6%	8.9%	12.8%	17.7%	20.7%	22.9%	24.9%	26.4%	27.4%	27.9%
		Total Latam & Caribbean
	E X P I R Y	1M	32.3%	30.1%	28.0%	27.2%	26.8%	29.8%	31.2%	33.8%	34.8%	29.5%	28.5%	28.0%	27.6%	27.7%
		3M	28.1%	26.0%	24.0%	23.0%	22.8%	25.5%	26.9%	29.7%	30.8%	26.5%	25.8%	25.3%	25.1%	25.1%
		6M	21.9%	19.8%	17.9%	17.1%	16.9%	19.7%	20.7%	23.6%	25.1%	24.6%	24.3%	24.2%	24.1%	24.4%
		9M	18.1%	16.1%	14.2%	13.4%	13.1%	15.6%	16.8%	19.7%	21.3%	20.0%	19.8%	19.8%	19.8%	20.1%
		1Y	15.3%	13.3%	11.4%	10.6%	10.4%	12.5%	13.7%	16.7%	18.4%	16.5%	16.5%	16.6%	16.6%	16.9%
		2Y	10.7%	8.4%	6.4%	5.5%	5.2%	8.2%	9.1%	14.1%	13.2%	16.0%	16.5%	16.7%	16.9%	17.4%
		3Y	8.5%	6.3%	4.4%	3.4%	3.2%	5.6%	7.1%	11.2%	11.1%	12.1%	12.6%	12.9%	13.2%	13.6%
		5Y	8.5%	6.2%	4.1%	3.2%	2.9%	4.7%	7.0%	9.9%	10.2%	9.1%	9.6%	9.9%	10.1%	10.7%
		7Y	8.1%	6.0%	4.1%	3.1%	2.9%	4.7%	6.9%	9.5%	10.1%	9.6%	10.2%	10.5%	11.0%	11.6%
		10Y	7.3%	5.5%	3.8%	3.1%	2.8%	4.4%	6.4%	9.1%	9.8%	10.6%	11.2%	11.9%	12.8%	13.6%
		15Y	7.2%	5.4%	3.9%	3.1%	2.9%	4.4%	6.5%	9.2%	9.9%	10.7%	11.7%	13.3%	14.7%	15.8%
		20Y	7.1%	5.4%	3.9%	3.2%	3.0%	4.5%	6.5%	9.2%	10.2%	11.3%	14.3%	16.7%	18.5%	20.2%
		30Y	21.3%	16.4%	12.0%	9.8%	9.3%	13.6%	19.4%	27.8%	30.9%	33.9%	38.3%	41.3%	43.6%	45.9%
		Total Asia Ex-Japan
	E X P I R Y	1M	45.5%	42.4%	39.9%	38.3%	38.3%	30.1%	25.8%	20.0%	19.9%	19.5%	19.1%	18.4%	17.6%	16.9%
		3M	31.5%	29.1%	27.0%	25.8%	25.4%	22.4%	20.4%	16.9%	16.6%	16.0%	15.7%	15.1%	14.5%	13.9%
		6M	24.2%	22.0%	19.7%	18.9%	18.5%	17.0%	16.3%	14.4%	14.6%	14.1%	13.9%	13.5%	12.8%	12.5%
		9M	18.1%	16.0%	14.3%	13.3%	13.3%	13.1%	13.4%	12.7%	13.0%	12.7%	12.6%	12.1%	11.7%	11.4%
		1Y	14.1%	12.2%	10.6%	9.7%	9.7%	10.1%	11.0%	11.3%	11.7%	11.7%	11.6%	11.0%	10.6%	10.3%
		2Y	7.6%	6.0%	4.4%	3.9%	3.7%	4.8%	6.4%	8.2%	8.9%	9.0%	9.2%	9.9%	9.0%	8.4%
		3Y	5.8%	4.3%	3.0%	2.3%	2.3%	3.5%	5.1%	6.9%	7.6%	8.1%	8.4%	9.1%	9.5%	9.9%
		5Y	5.3%	3.8%	2.6%	1.9%	1.9%	3.1%	4.7%	6.8%	7.5%	8.1%	8.6%	8.9%	9.0%	9.0%
		7Y	5.2%	3.9%	2.7%	2.1%	1.8%	3.0%	4.7%	6.9%	7.7%	8.1%	8.5%	8.6%	9.1%	9.4%
		10Y	5.9%	4.4%	3.2%	2.5%	2.2%	3.5%	5.2%	7.0%	7.5%	8.1%	8.2%	9.6%	10.0%	10.1%
		15Y	8.4%	6.4%	4.7%	3.7%	3.4%	5.0%	7.1%	9.6%	9.4%	9.2%	9.5%	10.8%	11.2%	11.4%
		20Y	7.8%	6.0%	4.2%	3.3%	3.3%	4.7%	6.5%	8.2%	9.0%	9.2%	10.0%	11.3%	11.8%	12.4%
		30Y	9.1%	7.0%	4.9%	4.2%	3.9%	5.5%	7.6%	9.9%	11.0%	11.9%	12.6%	14.1%	14.7%	15.0%
		Total ME/N. Africa
	E X P I R Y	1M	100.6%	93.3%	87.5%	84.5%	84.5%	65.5%	56.8%	47.2%	43.0%	37.8%	33.3%	32.2%	31.7%	31.0%
		3M	86.6%	80.8%	73.6%	70.7%	70.7%	52.9%	46.8%	40.8%	37.2%	33.1%	29.4%	28.5%	28.1%	27.6%
		6M	71.7%	64.6%	58.8%	56.0%	54.5%	39.0%	36.4%	32.6%	30.8%	27.5%	25.1%	24.5%	23.9%	23.9%
		9M	51.7%	45.5%	40.6%	38.1%	36.9%	28.4%	28.1%	26.6%	25.7%	23.4%	21.7%	21.2%	20.8%	20.9%
		1Y	36.5%	31.5%	27.4%	25.4%	24.4%	20.8%	21.9%	22.0%	21.3%	20.3%	18.7%	18.4%	18.4%	18.2%
		2Y	15.1%	12.4%	8.9%	7.5%	7.5%	8.4%	10.2%	13.1%	13.4%	13.7%	13.1%	13.2%	13.3%	13.4%
		3Y	10.2%	7.9%	5.1%	3.9%	3.9%	5.2%	7.3%	9.8%	10.7%	11.3%	11.3%	11.5%	11.7%	11.9%
		5Y	8.1%	6.2%	3.8%	2.8%	2.8%	4.2%	6.1%	8.6%	9.7%	9.9%	10.5%	10.8%	11.1%	11.5%
		7Y	7.5%	5.4%	3.8%	2.9%	2.9%	4.0%	5.6%	8.2%	9.1%	9.9%	10.6%	11.0%	11.5%	11.9%
		10Y	7.9%	5.8%	4.2%	3.3%	2.9%	4.1%	5.9%	7.6%	9.1%	9.8%	11.0%	11.3%	11.9%	12.7%
		15Y	7.7%	5.8%	4.2%	3.5%	3.1%	4.2%	6.2%	8.5%	9.6%	10.7%	11.4%	12.4%	13.3%	13.8%
		20Y	7.9%	5.9%	4.3%	3.6%	3.2%	4.3%	6.5%	9.0%	10.4%	11.4%	13.1%	14.1%	14.6%	15.5%
		30Y	10.2%	8.1%	5.6%	4.6%	4.6%	6.1%	8.5%	11.9%	14.0%	15.6%	16.9%	17.8%	18.6%	18.9%
		Total Sub-Saharan Africa
	E X P I R Y	1M	24.9%	23.3%	21.8%	21.0%	20.8%	18.8%	18.4%	11.7%	9.8%	8.5%	8.7%	8.9%	8.9%	9.0%
		3M	19.7%	18.3%	16.9%	16.2%	16.0%	12.9%	13.1%	8.8%	7.9%	7.6%	7.8%	7.9%	8.0%	8.1%
		6M	12.7%	11.4%	10.3%	9.9%	9.8%	8.6%	8.8%	7.9%	7.3%	6.7%	6.9%	7.1%	7.1%	7.2%
		9M	9.2%	8.1%	7.2%	6.8%	6.7%	6.4%	6.8%	7.0%	6.8%	6.4%	6.7%	6.8%	6.9%	6.9%
		1Y	7.2%	6.2%	5.3%	4.9%	4.8%	5.0%	5.4%	6.3%	6.4%	6.2%	6.5%	6.7%	6.7%	6.8%
		2Y	3.3%	2.7%	2.0%	1.7%	1.6%	2.0%	2.8%	3.9%	4.2%	4.4%	4.6%	4.8%	4.9%	4.9%
		3Y	2.5%	1.8%	1.2%	0.9%	0.9%	1.3%	2.1%	3.1%	3.5%	3.8%	4.0%	4.2%	4.2%	4.3%
		5Y	2.1%	1.5%	1.0%	0.8%	0.7%	1.1%	1.7%	2.6%	3.0%	3.4%	3.7%	3.8%	3.8%	3.9%
		7Y	1.9%	1.4%	1.0%	0.7%	0.7%	1.1%	1.7%	2.4%	2.8%	3.2%	3.5%	3.6%	3.6%	3.7%
		10Y	1.7%	1.3%	0.9%	0.7%	0.7%	1.0%	1.5%	2.1%	2.5%	2.7%	2.9%	3.0%	3.0%	3.1%
		15Y	1.7%	1.4%	1.0%	0.8%	0.7%	1.1%	1.5%	2.2%	2.5%	2.8%	2.9%	3.0%	3.1%	3.1%
		20Y	1.8%	1.4%	1.0%	0.8%	0.8%	1.1%	1.6%	2.2%	2.6%	2.8%	3.0%	3.1%	3.1%	3.2%
		30Y	1.8%	1.4%	1.0%	0.8%	0.8%	1.2%	1.6%	2.3%	2.6%	2.9%	3.0%	3.1%	3.2%	3.2%

---

Sheet 8: Rates Vega-Normal & Absolute

DFAST 2021: Severely Adverse Scenario
Rates Vega
	Absolute Normal Interest Rate Shocks (bps)
			M A T U R I T Y
			1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	25Y	30Y
		AUD
	E X P I R Y	1M	10.5	9.9	9.3	8.9	8.8	9.0	9.7	10.8	11.4	11.9	12.3	12.5	12.6	12.7
		3M	9.5	8.9	8.3	7.9	7.8	8.0	8.7	9.8	10.4	10.9	11.3	11.5	11.6	11.7
		6M	8.2	7.6	7.0	6.7	6.5	6.7	7.4	8.5	9.1	9.6	10.0	10.2	10.4	10.4
		9M	7.2	6.6	6.0	5.6	5.4	5.7	6.4	7.5	8.1	8.6	9.0	9.2	9.3	9.4
		1Y	6.3	5.7	5.1	4.7	4.6	4.8	5.5	6.6	7.2	7.7	8.1	8.3	8.4	8.5
		2Y	4.1	3.5	2.9	2.6	2.4	2.6	3.3	4.4	5.0	5.6	5.9	6.1	6.3	6.3
		3Y	3.2	2.6	2.0	1.6	1.4	1.7	2.4	3.5	4.1	4.6	5.0	5.2	5.3	5.4
		5Y	2.7	2.1	1.4	1.1	0.9	1.2	1.8	2.9	3.6	4.1	4.5	4.7	4.8	4.9
		7Y	2.7	2.1	1.4	1.1	0.9	1.2	1.8	2.9	3.6	4.1	4.5	4.7	4.8	4.9
		10Y	2.8	2.2	1.6	1.2	1.0	1.3	2.0	3.1	3.7	4.2	4.6	4.8	4.9	5.0
		15Y	2.9	2.3	1.7	1.3	1.2	1.4	2.1	3.2	3.8	4.3	4.7	4.9	5.0	5.1
		20Y	3.0	2.4	1.8	1.4	1.2	1.5	2.2	3.3	3.9	4.4	4.8	5.0	5.1	5.2
		30Y	3.1	2.5	1.8	1.5	1.3	1.6	2.2	3.3	4.0	4.5	4.9	5.1	5.2	5.3
		EUR
	E X P I R Y	1M	8.3	7.8	7.2	6.7	6.3	5.5	5.2	5.4	5.8	6.1	6.4	6.6	6.7	6.8
		3M	7.4	6.9	6.3	5.8	5.4	4.5	4.3	4.5	4.8	5.2	5.5	5.7	5.8	5.9
		6M	6.3	5.8	5.2	4.7	4.3	3.4	3.2	3.4	3.7	4.1	4.4	4.6	4.7	4.7
		9M	5.5	5.0	4.3	3.8	3.4	2.6	2.4	2.6	2.9	3.2	3.6	3.7	3.8	3.9
		1Y	4.8	4.3	3.7	3.2	2.8	1.9	1.7	1.9	2.2	2.6	2.9	3.1	3.2	3.3
		2Y	3.5	3.0	2.3	1.8	1.4	0.6	0.4	0.6	0.9	1.2	1.6	1.7	1.8	1.9
		3Y	3.1	2.6	1.9	1.4	1.1	0.2	0.0	0.2	0.5	0.9	1.2	1.3	1.4	1.5
		5Y	3.1	2.6	1.9	1.4	1.0	0.2	0.0	0.2	0.5	0.8	1.2	1.3	1.4	1.5
		7Y	3.2	2.7	2.1	1.6	1.2	0.3	0.1	0.3	0.6	1.0	1.3	1.5	1.5	1.6
		10Y	3.3	2.8	2.2	1.7	1.3	0.4	0.2	0.4	0.7	1.1	1.4	1.6	1.7	1.8
		15Y	3.4	2.9	2.3	1.8	1.4	0.6	0.3	0.5	0.9	1.2	1.5	1.7	1.8	1.9
		20Y	3.5	3.0	2.4	1.9	1.5	0.6	0.4	0.6	0.9	1.3	1.6	1.8	1.9	1.9
		30Y	3.5	3.0	2.4	1.9	1.5	0.7	0.5	0.6	1.0	1.3	1.6	1.8	1.9	2.0
		GBP
	E X P I R Y	1M	7.2	7.0	7.1	7.4	7.7	9.1	10.1	11.0	11.4	11.7	12.0	12.1	12.2	12.2
		3M	5.9	5.7	5.8	6.0	6.4	7.8	8.8	9.7	10.1	10.4	10.6	10.8	10.8	10.9
		6M	4.4	4.2	4.2	4.5	4.9	6.3	7.2	8.1	8.6	8.9	9.1	9.2	9.3	9.3
		9M	3.2	3.1	3.1	3.4	3.7	5.2	6.1	7.0	7.4	7.7	8.0	8.1	8.2	8.2
		1Y	2.4	2.2	2.3	2.5	2.9	4.3	5.3	6.2	6.6	6.9	7.1	7.3	7.3	7.4
		2Y	0.8	0.6	0.6	0.9	1.3	2.7	3.6	4.5	5.0	5.3	5.5	5.6	5.7	5.7
		3Y	0.3	0.1	0.2	0.4	0.8	2.2	3.1	4.1	4.5	4.8	5.0	5.1	5.2	5.3
		5Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		7Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		10Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		15Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		20Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		30Y	0.1	(0.1)	0.0	0.2	0.6	2.0	3.0	3.9	4.3	4.6	4.8	5.0	5.0	5.1
		JPY
	E X P I R Y	1M	5.7	5.0	4.2	3.6	3.1	2.4	2.3	2.6	2.8	3.0	3.2	3.3	3.3	3.3
		3M	5.4	4.7	3.8	3.2	2.8	2.1	2.0	2.3	2.5	2.7	2.9	2.9	3.0	3.0
		6M	4.9	4.2	3.4	2.8	2.4	1.6	1.6	1.8	2.1	2.3	2.4	2.5	2.5	2.6
		9M	4.6	3.9	3.0	2.4	2.0	1.3	1.2	1.5	1.7	1.9	2.1	2.1	2.2	2.2
		1Y	4.3	3.6	2.7	2.1	1.7	1.0	0.9	1.2	1.4	1.6	1.8	1.8	1.9	1.9
		2Y	3.5	2.8	2.0	1.4	0.9	0.2	0.2	0.4	0.6	0.8	1.0	1.1	1.1	1.1
		3Y	3.2	2.5	1.7	1.1	0.6	0.1	0.1	0.1	0.3	0.5	0.7	0.8	0.8	0.8
		5Y	3.2	2.5	1.7	1.1	0.6	0.1	0.1	0.1	0.3	0.5	0.7	0.8	0.8	0.8
		7Y	3.4	2.7	1.9	1.3	0.9	0.1	0.1	0.3	0.6	0.8	0.9	1.0	1.0	1.1
		10Y	3.8	3.1	2.2	1.6	1.2	0.5	0.4	0.7	0.9	1.1	1.3	1.3	1.4	1.4
		15Y	4.1	3.4	2.6	2.0	1.6	0.8	0.8	1.0	1.3	1.5	1.6	1.7	1.7	1.8
		20Y	4.3	3.6	2.8	2.2	1.8	1.0	1.0	1.2	1.5	1.7	1.8	1.9	1.9	2.0
		30Y	4.5	3.8	3.0	2.4	2.0	1.2	1.2	1.4	1.7	1.9	2.0	2.1	2.1	2.2
		USD
	E X P I R Y	1M	5.6	5.8	6.1	6.5	6.9	8.1	8.8	9.4	9.7	9.9	10.1	10.1	10.2	10.2
		3M	4.7	4.9	5.2	5.6	6.0	7.2	7.9	8.5	8.8	9.0	9.2	9.2	9.3	9.3
		6M	3.6	3.8	4.1	4.5	4.9	6.1	6.8	7.4	7.7	7.9	8.1	8.2	8.2	8.3
		9M	2.8	3.0	3.3	3.7	4.1	5.3	6.0	6.6	6.9	7.1	7.3	7.4	7.4	7.4
		1Y	2.2	2.4	2.7	3.1	3.5	4.7	5.4	6.0	6.3	6.5	6.7	6.7	6.8	6.8
		2Y	0.9	1.0	1.4	1.8	2.2	3.4	4.1	4.7	5.0	5.2	5.3	5.4	5.5	5.5
		3Y	0.4	0.5	0.9	1.3	1.7	2.9	3.6	4.2	4.5	4.7	4.8	4.9	5.0	5.0
		5Y	0.1	0.2	0.6	1.0	1.4	2.6	3.3	3.9	4.2	4.4	4.5	4.6	4.7	4.7
		7Y	0.0	0.1	0.5	0.9	1.3	2.5	3.2	3.8	4.1	4.3	4.4	4.5	4.6	4.6
		10Y	(0.1)	0.1	0.4	0.8	1.2	2.4	3.1	3.7	4.0	4.2	4.4	4.4	4.5	4.5
		15Y	(0.2)	0.0	0.4	0.8	1.1	2.4	3.0	3.7	3.9	4.1	4.3	4.4	4.4	4.5
		20Y	(0.2)	0.0	0.3	0.7	1.1	2.3	3.0	3.6	3.9	4.1	4.3	4.4	4.4	4.4
		30Y	(0.2)	0.0	0.3	0.7	1.1	2.3	3.0	3.6	3.9	4.1	4.3	4.3	4.4	4.4
		US MBS Vega
		Other Advanced Economies
	E X P I R Y	1M	6.7	6.4	6.1	6.0	6.0	6.3	6.6	7.1	7.4	7.7	7.9	8.0	8.1	8.1
		3M	5.8	5.5	5.3	5.2	5.2	5.4	5.7	6.2	6.6	6.8	7.0	7.2	7.2	7.3
		6M	4.8	4.5	4.2	4.1	4.1	4.4	4.7	5.2	5.5	5.8	6.0	6.1	6.2	6.2
		9M	4.0	3.7	3.5	3.3	3.3	3.6	3.9	4.4	4.7	5.0	5.2	5.3	5.4	5.4
		1Y	3.4	3.1	2.9	2.7	2.7	3.0	3.3	3.8	4.1	4.4	4.6	4.7	4.8	4.8
		2Y	2.1	1.8	1.6	1.5	1.5	1.7	2.1	2.6	2.9	3.1	3.3	3.5	3.5	3.6
		3Y	1.7	1.4	1.2	1.1	1.0	1.3	1.6	2.1	2.4	2.7	2.9	3.0	3.1	3.2
		5Y	1.6	1.3	1.0	0.9	0.9	1.2	1.5	2.0	2.3	2.6	2.8	2.9	3.0	3.0
		7Y	1.7	1.4	1.1	1.0	1.0	1.2	1.6	2.1	2.4	2.6	2.9	3.0	3.0	3.1
		10Y	1.8	1.5	1.2	1.1	1.1	1.3	1.7	2.2	2.5	2.8	3.0	3.1	3.1	3.2
		15Y	1.9	1.6	1.3	1.2	1.2	1.4	1.8	2.3	2.6	2.9	3.1	3.2	3.3	3.3
		20Y	1.9	1.6	1.4	1.3	1.2	1.5	1.8	2.3	2.6	2.9	3.1	3.2	3.3	3.4
		30Y	2.0	1.7	1.4	1.3	1.3	1.6	1.9	2.4	2.7	3.0	3.2	3.3	3.4	3.4
		Total Emerging Europe
	E X P I R Y	1M	10.2	9.5	8.9	8.6	8.5	9.1	9.9	10.9	11.5	11.9	12.2	12.3	12.4	12.5
		3M	8.9	8.2	7.6	7.3	7.2	7.8	8.6	9.6	10.2	10.6	10.9	11.1	11.2	11.2
		6M	7.3	6.7	6.0	5.7	5.7	6.2	7.0	8.1	8.6	9.0	9.4	9.5	9.6	9.7
		9M	6.2	5.5	4.8	4.5	4.5	5.0	5.9	6.9	7.4	7.8	8.2	8.3	8.4	8.5
		1Y	5.2	4.6	3.9	3.6	3.5	4.1	4.9	6.0	6.5	6.9	7.3	7.4	7.5	7.6
		2Y	3.3	2.6	2.0	1.7	1.6	2.2	3.0	4.0	4.6	5.0	5.3	5.5	5.6	5.6
		3Y	2.7	2.0	1.4	1.1	1.0	1.6	2.4	3.4	4.0	4.4	4.7	4.9	5.0	5.0
		5Y	2.6	1.9	1.2	0.9	0.9	1.5	2.3	3.3	3.8	4.3	4.6	4.7	4.8	4.9
		7Y	2.7	2.0	1.3	1.0	1.0	1.6	2.4	3.4	3.9	4.4	4.7	4.8	4.9	5.0
		10Y	2.8	2.1	1.5	1.2	1.1	1.7	2.5	3.5	4.1	4.5	4.8	5.0	5.1	5.1
		15Y	2.9	2.2	1.6	1.3	1.2	1.8	2.6	3.6	4.2	4.6	4.9	5.1	5.2	5.2
		20Y	2.9	2.3	1.6	1.3	1.2	1.8	2.6	3.7	4.2	4.6	5.0	5.1	5.2	5.3
		30Y	3.0	2.3	1.7	1.4	1.3	1.9	2.7	3.7	4.3	4.7	5.0	5.2	5.3	5.3
		Total Latam & Caribbean
	E X P I R Y	1M	26.6	24.8	23.1	22.4	22.1	23.7	25.8	28.5	29.9	31.0	31.8	32.3	32.5	32.7
		3M	23.2	21.4	19.8	19.0	18.8	20.3	22.4	25.2	26.6	27.7	28.5	28.9	29.2	29.3
		6M	19.2	17.4	15.7	15.0	14.8	16.3	18.4	21.2	22.5	23.6	24.4	24.9	25.1	25.3
		9M	16.1	14.3	12.6	11.9	11.6	13.2	15.3	18.0	19.4	20.5	21.3	21.8	22.0	22.2
		1Y	13.7	11.9	10.2	9.5	9.3	10.8	12.9	15.6	17.0	18.1	18.9	19.4	19.6	19.8
		2Y	8.6	6.8	5.2	4.4	4.2	5.7	7.8	10.6	12.0	13.0	13.9	14.3	14.5	14.7
		3Y	7.0	5.2	3.6	2.8	2.6	4.1	6.2	9.0	10.4	11.5	12.3	12.7	13.0	13.1
		5Y	6.7	4.9	3.2	2.5	2.3	3.8	5.9	8.7	10.0	11.1	11.9	12.4	12.6	12.8
		7Y	7.0	5.2	3.5	2.7	2.5	4.1	6.2	8.9	10.3	11.4	12.2	12.6	12.9	13.0
		10Y	7.3	5.5	3.8	3.1	2.8	4.4	6.5	9.2	10.6	11.7	12.5	13.0	13.2	13.4
		15Y	7.6	5.7	4.1	3.3	3.1	4.6	6.8	9.5	10.9	12.0	12.8	13.2	13.5	13.6
		20Y	7.7	5.9	4.2	3.5	3.3	4.8	6.9	9.6	11.0	12.1	12.9	13.4	13.6	13.8
		30Y	7.8	6.0	4.4	3.6	3.4	4.9	7.0	9.8	11.2	12.2	13.1	13.5	13.7	13.9
		Total Asia Ex-Japan
	E X P I R Y	1M	8.8	8.2	7.7	7.4	7.4	7.9	8.6	9.5	9.9	10.3	10.6	10.7	10.8	10.8
		3M	7.7	7.1	6.6	6.3	6.2	6.8	7.5	8.4	8.8	9.2	9.5	9.6	9.7	9.7
		6M	6.4	5.8	5.2	5.0	4.9	5.4	6.1	7.0	7.5	7.8	8.1	8.3	8.3	8.4
		9M	5.3	4.7	4.2	3.9	3.9	4.4	5.1	6.0	6.5	6.8	7.1	7.2	7.3	7.4
		1Y	4.5	3.9	3.4	3.1	3.1	3.6	4.3	5.2	5.7	6.0	6.3	6.4	6.5	6.6
		2Y	2.9	2.3	1.7	1.5	1.4	1.9	2.6	3.5	4.0	4.3	4.6	4.7	4.8	4.9
		3Y	2.3	1.7	1.2	0.9	0.9	1.4	2.1	3.0	3.4	3.8	4.1	4.2	4.3	4.4
		5Y	2.2	1.6	1.1	0.8	0.8	1.3	2.0	2.9	3.3	3.7	4.0	4.1	4.2	4.2
		7Y	2.3	1.7	1.2	0.9	0.8	1.3	2.0	3.0	3.4	3.8	4.1	4.2	4.3	4.3
		10Y	2.4	1.8	1.3	1.0	0.9	1.5	2.2	3.1	3.5	3.9	4.2	4.3	4.4	4.4
		15Y	2.5	1.9	1.4	1.1	1.0	1.5	2.2	3.2	3.6	4.0	4.3	4.4	4.5	4.5
		20Y	2.6	2.0	1.4	1.1	1.1	1.6	2.3	3.2	3.7	4.0	4.3	4.4	4.5	4.6
		30Y	2.6	2.0	1.4	1.2	1.1	1.6	2.3	3.2	3.7	4.1	4.3	4.5	4.6	4.6
		Total ME/N. Africa
	E X P I R Y	1M	6.9	6.4	6.0	5.8	5.8	6.2	6.7	7.4	7.8	8.1	8.3	8.4	8.5	8.5
		3M	6.0	5.6	5.1	4.9	4.9	5.3	5.8	6.6	6.9	7.2	7.4	7.5	7.6	7.6
		6M	5.0	4.5	4.1	3.9	3.8	4.2	4.8	5.5	5.9	6.1	6.4	6.5	6.5	6.6
		9M	4.2	3.7	3.3	3.1	3.0	3.4	4.0	4.7	5.1	5.3	5.6	5.7	5.7	5.8
		1Y	3.6	3.1	2.7	2.5	2.4	2.8	3.4	4.1	4.4	4.7	4.9	5.0	5.1	5.1
		2Y	2.2	1.8	1.3	1.1	1.1	1.5	2.0	2.8	3.1	3.4	3.6	3.7	3.8	3.8
		3Y	1.8	1.4	0.9	0.7	0.7	1.1	1.6	2.3	2.7	3.0	3.2	3.3	3.4	3.4
		5Y	1.7	1.3	0.8	0.6	0.6	1.0	1.5	2.3	2.6	2.9	3.1	3.2	3.3	3.3
		7Y	1.8	1.3	0.9	0.7	0.7	1.1	1.6	2.3	2.7	3.0	3.2	3.3	3.4	3.4
		10Y	1.9	1.4	1.0	0.8	0.7	1.1	1.7	2.4	2.8	3.0	3.3	3.4	3.4	3.5
		15Y	2.0	1.5	1.1	0.9	0.8	1.2	1.8	2.5	2.8	3.1	3.3	3.4	3.5	3.5
		20Y	2.0	1.5	1.1	0.9	0.8	1.2	1.8	2.5	2.9	3.2	3.4	3.5	3.5	3.6
		30Y	2.0	1.6	1.1	0.9	0.9	1.3	1.8	2.5	2.9	3.2	3.4	3.5	3.6	3.6
		Total Sub-Saharan Africa
	E X P I R Y	1M	12.7	11.9	11.1	10.7	10.6	11.3	12.4	13.7	14.3	14.9	15.3	15.5	15.6	15.7
		3M	11.1	10.3	9.5	9.1	9.0	9.7	10.8	12.1	12.7	13.3	13.7	13.9	14.0	14.1
		6M	9.2	8.3	7.5	7.2	7.1	7.8	8.8	10.1	10.8	11.3	11.7	11.9	12.0	12.1
		9M	7.7	6.8	6.0	5.7	5.6	6.3	7.3	8.6	9.3	9.8	10.2	10.4	10.5	10.6
		1Y	6.6	5.7	4.9	4.5	4.4	5.2	6.2	7.5	8.2	8.7	9.1	9.3	9.4	9.5
		2Y	4.1	3.3	2.5	2.1	2.0	2.7	3.7	5.1	5.7	6.2	6.6	6.8	7.0	7.0
		3Y	3.4	2.5	1.7	1.3	1.2	2.0	3.0	4.3	5.0	5.5	5.9	6.1	6.2	6.3
		5Y	3.2	2.3	1.6	1.2	1.1	1.8	2.8	4.1	4.8	5.3	5.7	5.9	6.0	6.1
		7Y	3.3	2.5	1.7	1.3	1.2	1.9	3.0	4.3	4.9	5.5	5.9	6.1	6.2	6.3
		10Y	3.5	2.6	1.8	1.5	1.4	2.1	3.1	4.4	5.1	5.6	6.0	6.2	6.3	6.4
		15Y	3.6	2.8	2.0	1.6	1.5	2.2	3.2	4.6	5.2	5.7	6.1	6.3	6.5	6.5
		20Y	3.7	2.8	2.0	1.7	1.6	2.3	3.3	4.6	5.3	5.8	6.2	6.4	6.5	6.6
		30Y	3.7	2.9	2.1	1.7	1.6	2.4	3.4	4.7	5.4	5.9	6.3	6.5	6.6	6.7

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Sheet 9: Other Rates

DFAST 2021: Severely Adverse Scenario
Other Rates
	Absolute Change in Inflation (bps)
		M A T U R I T Y
	Currency	1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	30Y
	AUD	(2.0)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)	(2.1)
	EUR	(6.8)	(6.8)	(6.8)	(6.8)	(6.8)	(6.8)	(6.8)	(6.7)	(6.7)	(6.7)	(6.7)	(6.6)	(6.6)
	GBP	(0.7)	(0.8)	(0.9)	(0.9)	(1.0)	(1.2)	(1.4)	(1.8)	(2.0)	(2.3)	(2.7)	(2.8)	(3.0)
	JPY	(0.9)	(0.9)	(0.9)	(0.9)	(0.8)	(0.7)	(0.6)	(0.5)	(0.4)	(0.2)	(0.1)	0.0	0.2
	USD	(6.1)	(6.3)	(6.6)	(6.9)	(7.2)	(8.2)	(9.1)	(10.6)	(11.7)	(12.9)	(14.3)	(15.1)	(15.9)
	Other	(6.1)	(6.3)	(6.6)	(6.9)	(7.2)	(8.2)	(9.1)	(10.6)	(11.7)	(12.9)	(14.3)	(15.1)	(15.9)
	Absolute Change in Cross-Currency vs. USD Basis (bps)
	(move in bps of spread on non-USD leg)
		M A T U R I T Y
	Currency	1M	3M	6M	9M	1Y	2Y	3Y	5Y	7Y	10Y	15Y	20Y	30Y
	AUD	(7.9)	(7.9)	(6.7)	(5.5)	(4.3)	(4.5)	(4.6)	(5.0)	(5.3)	(5.9)	(6.7)	(7.6)	(9.4)
	EUR	(20.9)	(20.9)	(17.3)	(13.6)	(10.0)	(9.7)	(9.3)	(8.6)	(8.0)	(6.9)	(5.2)	(3.5)	(0.1)
	GBP	(12.0)	(12.0)	(10.0)	(8.0)	(6.0)	(6.0)	(6.0)	(6.1)	(6.1)	(6.1)	(6.2)	(6.3)	(6.4)
	JPY	(16.9)	(16.9)	(14.4)	(12.0)	(9.5)	(9.5)	(9.5)	(9.4)	(9.4)	(9.3)	(9.2)	(9.1)	(8.9)
	Other	(20.9)	(20.9)	(17.3)	(13.6)	(10.0)	(9.7)	(9.3)	(8.6)	(8.0)	(6.9)	(5.2)	(3.5)	(0.1)

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Sheet 10: Energy

DFAST 2021: Severely Adverse Scenario
Energy
		O I L P R O D U C T S																				N A T U R A L G A S																P O W E R															O T H E R E N E R G Y
		C R U D E O I L									O T H E R O I L P R O D U C T S											US							Europe									US						Europe									Emissions				Coal				Dry Freight		Structured Products	Other / Unspecified Energy
	Relative Price Shock (%)	Brent	Dubai Fateh	Maya	Tapis	WTI	OMAN	Other Sour Crude	Other Sweet Crude	Unspecified Crude	Diesel	Fuel Oil	Heating Oil	Naptha	Ethanol	LPG	Jet Fuel	Gas Oils	Gasoline	Other Oil Products		Gulf Coast	MidCont	NE	Rockies	West	NYMEX	Other US	UK	Belgium	Dutch	French	German	Other Europe	Canada	Other Regions		Ercot	Midwest	North East	NYISO	West	Other US	Nordpool	Benelux	UK	Germany	France	Italy	Other Europe	Other Regions		EUA/ETS	CER	VER	Other	ARA /API2	Richards Bay / API4	Indonesia	Other Regions	Baltic Dry Index	Other Freight
	Spot	-62.4%	-65.0%	-65.0%	-65.0%	-68.3%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-65.0%	-68.4%	-44.7%	-65.0%		-35.5%	-35.5%	-35.5%	-35.5%	-35.5%	-35.5%	-35.5%	-42.3%	-42.3%	-42.3%	-42.3%	-42.3%	-42.3%	-35.5%	-35.5%		-13.2%	-13.2%	-6.0%	-13.2%	-13.2%	-13.2%	-33.1%	-19.3%	-10.4%	-8.4%	-4.6%	-10.3%	-13.2%	-13.2%		-41.2%	-41.2%	-19.1%	-19.1%	-25.3%	-17.2%	-19.1%	-19.1%	-9.0%	-19.1%	-19.1%	-19.1%
	Month 1	-59.1%	-61.8%	-61.8%	-61.8%	-65.3%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-61.8%	-64.7%	-42.5%	-61.8%		-33.1%	-33.1%	-33.1%	-33.1%	-33.1%	-33.1%	-33.1%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-33.1%	-33.1%		-12.3%	-12.3%	-5.6%	-12.3%	-12.3%	-12.3%	-30.9%	-18.0%	-9.7%	-7.8%	-4.3%	-9.6%	-12.3%	-12.3%		-40.0%	-40.0%	-18.6%	-18.6%	-24.2%	-17.1%	-18.6%	-18.6%	-8.7%	-18.6%	-18.6%	-18.6%
	Month 2	-56.3%	-59.1%	-59.1%	-59.1%	-62.6%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-59.1%	-61.6%	-40.6%	-59.1%		-31.0%	-31.0%	-31.0%	-31.0%	-31.0%	-31.0%	-31.0%	-36.9%	-36.9%	-36.9%	-36.9%	-36.9%	-36.9%	-31.0%	-31.0%		-11.5%	-11.5%	-5.3%	-11.5%	-11.5%	-11.5%	-28.9%	-16.8%	-9.1%	-7.3%	-4.0%	-9.0%	-11.5%	-11.5%		-39.0%	-39.0%	-18.1%	-18.1%	-23.2%	-17.1%	-18.1%	-18.1%	-8.5%	-18.1%	-18.1%	-18.1%
	Month 3	-53.9%	-56.7%	-56.7%	-56.7%	-60.1%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-56.7%	-58.9%	-38.9%	-56.7%		-29.0%	-29.0%	-29.0%	-29.0%	-29.0%	-29.0%	-29.0%	-34.6%	-34.6%	-34.6%	-34.6%	-34.6%	-34.6%	-29.0%	-29.0%		-10.8%	-10.8%	-4.9%	-10.8%	-10.8%	-10.8%	-27.1%	-15.7%	-8.5%	-6.9%	-3.8%	-8.4%	-10.8%	-10.8%		-38.1%	-38.1%	-17.7%	-17.7%	-22.4%	-17.0%	-17.7%	-17.7%	-8.3%	-17.7%	-17.7%	-17.7%
	Month 4	-51.8%	-54.6%	-54.6%	-54.6%	-57.8%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-54.6%	-56.6%	-37.5%	-54.6%		-27.2%	-27.2%	-27.2%	-27.2%	-27.2%	-27.2%	-27.2%	-32.4%	-32.4%	-32.4%	-32.4%	-32.4%	-32.4%	-27.2%	-27.2%		-10.1%	-10.1%	-4.6%	-10.1%	-10.1%	-10.1%	-25.4%	-14.8%	-8.0%	-6.4%	-3.5%	-7.9%	-10.1%	-10.1%		-37.3%	-37.3%	-17.3%	-17.3%	-21.6%	-16.9%	-17.3%	-17.3%	-8.1%	-17.3%	-17.3%	-17.3%
	Month 5	-50.1%	-52.7%	-52.7%	-52.7%	-55.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-52.7%	-54.6%	-36.2%	-52.7%		-25.5%	-25.5%	-25.5%	-25.5%	-25.5%	-25.5%	-25.5%	-30.4%	-30.4%	-30.4%	-30.4%	-30.4%	-30.4%	-25.5%	-25.5%		-9.5%	-9.5%	-4.4%	-9.5%	-9.5%	-9.5%	-23.8%	-13.9%	-7.5%	-6.1%	-3.3%	-7.4%	-9.5%	-9.5%		-36.6%	-36.6%	-17.0%	-17.0%	-21.0%	-16.8%	-17.0%	-17.0%	-8.0%	-17.0%	-17.0%	-17.0%
	Month 6	-48.7%	-51.0%	-51.0%	-51.0%	-53.8%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-51.0%	-52.9%	-35.1%	-51.0%		-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-28.6%	-28.6%	-28.6%	-28.6%	-28.6%	-28.6%	-24.0%	-24.0%		-8.9%	-8.9%	-4.1%	-8.9%	-8.9%	-8.9%	-22.4%	-13.0%	-7.0%	-5.7%	-3.1%	-7.0%	-8.9%	-8.9%		-36.0%	-36.0%	-16.7%	-16.7%	-20.4%	-16.7%	-16.7%	-16.7%	-7.8%	-16.7%	-16.7%	-16.7%
	Month 7	-47.4%	-49.6%	-49.6%	-49.6%	-52.1%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-49.6%	-51.4%	-34.1%	-49.6%		-22.6%	-22.6%	-22.6%	-22.6%	-22.6%	-22.6%	-22.6%	-27.0%	-27.0%	-27.0%	-27.0%	-27.0%	-27.0%	-22.6%	-22.6%		-8.4%	-8.4%	-3.9%	-8.4%	-8.4%	-8.4%	-21.1%	-12.3%	-6.6%	-5.4%	-2.9%	-6.6%	-8.4%	-8.4%		-35.4%	-35.4%	-16.4%	-16.4%	-19.9%	-16.6%	-16.4%	-16.4%	-7.7%	-16.4%	-16.4%	-16.4%
	Month 8	-46.3%	-48.3%	-48.3%	-48.3%	-50.5%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-48.3%	-50.1%	-33.2%	-48.3%		-21.3%	-21.3%	-21.3%	-21.3%	-21.3%	-21.3%	-21.3%	-25.4%	-25.4%	-25.4%	-25.4%	-25.4%	-25.4%	-21.3%	-21.3%		-7.9%	-7.9%	-3.6%	-7.9%	-7.9%	-7.9%	-19.9%	-11.6%	-6.3%	-5.1%	-2.8%	-6.2%	-7.9%	-7.9%		-34.9%	-34.9%	-16.2%	-16.2%	-19.4%	-16.6%	-16.2%	-16.2%	-7.6%	-16.2%	-16.2%	-16.2%
	Month 9	-45.4%	-47.1%	-47.1%	-47.1%	-49.0%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-47.1%	-49.0%	-32.4%	-47.1%		-20.1%	-20.1%	-20.1%	-20.1%	-20.1%	-20.1%	-20.1%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-20.1%	-20.1%		-7.5%	-7.5%	-3.4%	-7.5%	-7.5%	-7.5%	-18.8%	-10.9%	-5.9%	-4.8%	-2.6%	-5.9%	-7.5%	-7.5%		-34.4%	-34.4%	-16.0%	-16.0%	-19.1%	-16.5%	-16.0%	-16.0%	-7.5%	-16.0%	-16.0%	-16.0%
	Month 10	-44.6%	-46.1%	-46.1%	-46.1%	-47.6%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-46.1%	-48.0%	-31.6%	-46.1%		-19.0%	-19.0%	-19.0%	-19.0%	-19.0%	-19.0%	-19.0%	-22.7%	-22.7%	-22.7%	-22.7%	-22.7%	-22.7%	-19.0%	-19.0%		-7.1%	-7.1%	-3.2%	-7.1%	-7.1%	-7.1%	-17.8%	-10.3%	-5.6%	-4.5%	-2.5%	-5.5%	-7.1%	-7.1%		-34.0%	-34.0%	-15.8%	-15.8%	-18.7%	-16.5%	-15.8%	-15.8%	-7.4%	-15.8%	-15.8%	-15.8%
	Month 11	-43.9%	-45.1%	-45.1%	-45.1%	-46.4%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-45.1%	-47.1%	-31.0%	-45.1%		-18.0%	-18.0%	-18.0%	-18.0%	-18.0%	-18.0%	-18.0%	-21.5%	-21.5%	-21.5%	-21.5%	-21.5%	-21.5%	-18.0%	-18.0%		-6.7%	-6.7%	-3.1%	-6.7%	-6.7%	-6.7%	-16.8%	-9.8%	-5.3%	-4.3%	-2.3%	-5.2%	-6.7%	-6.7%		-33.7%	-33.7%	-15.7%	-15.7%	-18.4%	-16.4%	-15.7%	-15.7%	-7.3%	-15.7%	-15.7%	-15.7%
	Month 12	-43.3%	-44.3%	-44.3%	-44.3%	-45.2%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-44.3%	-46.3%	-30.4%	-44.3%		-17.1%	-17.1%	-17.1%	-17.1%	-17.1%	-17.1%	-17.1%	-20.3%	-20.3%	-20.3%	-20.3%	-20.3%	-20.3%	-17.1%	-17.1%		-6.3%	-6.3%	-2.9%	-6.3%	-6.3%	-6.3%	-15.9%	-9.3%	-5.0%	-4.0%	-2.2%	-5.0%	-6.3%	-6.3%		-33.4%	-33.4%	-15.5%	-15.5%	-18.1%	-16.4%	-15.5%	-15.5%	-7.3%	-15.5%	-15.5%	-15.5%
	Month 13	-42.8%	-43.5%	-43.5%	-43.5%	-44.1%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-43.5%	-45.7%	-29.9%	-43.5%		-16.2%	-16.2%	-16.2%	-16.2%	-16.2%	-16.2%	-16.2%	-19.3%	-19.3%	-19.3%	-19.3%	-19.3%	-19.3%	-16.2%	-16.2%		-6.0%	-6.0%	-2.8%	-6.0%	-6.0%	-6.0%	-15.1%	-8.8%	-4.8%	-3.8%	-2.1%	-4.7%	-6.0%	-6.0%		-33.1%	-33.1%	-15.4%	-15.4%	-17.9%	-16.3%	-15.4%	-15.4%	-7.2%	-15.4%	-15.4%	-15.4%
	Month 14	-42.3%	-42.8%	-42.8%	-42.8%	-43.2%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-42.8%	-45.1%	-29.4%	-42.8%		-15.4%	-15.4%	-15.4%	-15.4%	-15.4%	-15.4%	-15.4%	-18.4%	-18.4%	-18.4%	-18.4%	-18.4%	-18.4%	-15.4%	-15.4%		-5.7%	-5.7%	-2.6%	-5.7%	-5.7%	-5.7%	-14.4%	-8.4%	-4.5%	-3.6%	-2.0%	-4.5%	-5.7%	-5.7%		-32.8%	-32.8%	-15.3%	-15.3%	-17.6%	-16.3%	-15.3%	-15.3%	-7.1%	-15.3%	-15.3%	-15.3%
	Month 15	-42.0%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-42.2%	-44.6%	-29.0%	-42.2%		-14.7%	-14.7%	-14.7%	-14.7%	-14.7%	-14.7%	-14.7%	-17.5%	-17.5%	-17.5%	-17.5%	-17.5%	-17.5%	-14.7%	-14.7%		-5.4%	-5.4%	-2.5%	-5.4%	-5.4%	-5.4%	-13.7%	-8.0%	-4.3%	-3.5%	-1.9%	-4.3%	-5.4%	-5.4%		-32.6%	-32.6%	-15.1%	-15.1%	-17.4%	-16.2%	-15.1%	-15.1%	-7.1%	-15.1%	-15.1%	-15.1%
	Month 16	-41.6%	-41.6%	-41.6%	-41.6%	-41.4%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-41.6%	-44.1%	-28.6%	-41.6%		-14.0%	-14.0%	-14.0%	-14.0%	-14.0%	-14.0%	-14.0%	-16.7%	-16.7%	-16.7%	-16.7%	-16.7%	-16.7%	-14.0%	-14.0%		-5.2%	-5.2%	-2.4%	-5.2%	-5.2%	-5.2%	-13.0%	-7.6%	-4.1%	-3.3%	-1.8%	-4.1%	-5.2%	-5.2%		-32.4%	-32.4%	-15.1%	-15.1%	-17.3%	-16.2%	-15.1%	-15.1%	-7.0%	-15.1%	-15.1%	-15.1%
	Month 17	-41.3%	-41.1%	-41.1%	-41.1%	-40.6%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-41.1%	-43.7%	-28.3%	-41.1%		-13.3%	-13.3%	-13.3%	-13.3%	-13.3%	-13.3%	-13.3%	-15.9%	-15.9%	-15.9%	-15.9%	-15.9%	-15.9%	-13.3%	-13.3%		-4.9%	-4.9%	-2.3%	-4.9%	-4.9%	-4.9%	-12.4%	-7.2%	-3.9%	-3.2%	-1.7%	-3.9%	-4.9%	-4.9%		-32.2%	-32.2%	-15.0%	-15.0%	-17.1%	-16.2%	-15.0%	-15.0%	-7.0%	-15.0%	-15.0%	-15.0%
	Month 18	-41.1%	-40.7%	-40.7%	-40.7%	-39.9%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-40.7%	-43.4%	-27.9%	-40.7%		-12.8%	-12.8%	-12.8%	-12.8%	-12.8%	-12.8%	-12.8%	-15.2%	-15.2%	-15.2%	-15.2%	-15.2%	-15.2%	-12.8%	-12.8%		-4.7%	-4.7%	-2.2%	-4.7%	-4.7%	-4.7%	-11.9%	-6.9%	-3.7%	-3.0%	-1.7%	-3.7%	-4.7%	-4.7%		-32.0%	-32.0%	-14.9%	-14.9%	-17.0%	-16.1%	-14.9%	-14.9%	-7.0%	-14.9%	-14.9%	-14.9%
	Month 19	-40.9%	-40.3%	-40.3%	-40.3%	-39.2%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-40.3%	-43.0%	-27.7%	-40.3%		-12.2%	-12.2%	-12.2%	-12.2%	-12.2%	-12.2%	-12.2%	-14.5%	-14.5%	-14.5%	-14.5%	-14.5%	-14.5%	-12.2%	-12.2%		-4.5%	-4.5%	-2.1%	-4.5%	-4.5%	-4.5%	-11.4%	-6.6%	-3.6%	-2.9%	-1.6%	-3.6%	-4.5%	-4.5%		-31.9%	-31.9%	-14.8%	-14.8%	-16.8%	-16.1%	-14.8%	-14.8%	-6.9%	-14.8%	-14.8%	-14.8%
	Month 20	-40.7%	-39.9%	-39.9%	-39.9%	-38.6%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-39.9%	-42.8%	-27.4%	-39.9%		-11.7%	-11.7%	-11.7%	-11.7%	-11.7%	-11.7%	-11.7%	-13.9%	-13.9%	-13.9%	-13.9%	-13.9%	-13.9%	-11.7%	-11.7%		-4.3%	-4.3%	-2.0%	-4.3%	-4.3%	-4.3%	-10.9%	-6.4%	-3.4%	-2.8%	-1.5%	-3.4%	-4.3%	-4.3%		-31.8%	-31.8%	-14.8%	-14.8%	-16.7%	-16.1%	-14.8%	-14.8%	-6.9%	-14.8%	-14.8%	-14.8%
	Month 21	-40.5%	-39.5%	-39.5%	-39.5%	-38.0%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-39.5%	-42.5%	-27.2%	-39.5%		-11.2%	-11.2%	-11.2%	-11.2%	-11.2%	-11.2%	-11.2%	-13.4%	-13.4%	-13.4%	-13.4%	-13.4%	-13.4%	-11.2%	-11.2%		-4.2%	-4.2%	-1.9%	-4.2%	-4.2%	-4.2%	-10.5%	-6.1%	-3.3%	-2.7%	-1.5%	-3.3%	-4.2%	-4.2%		-31.6%	-31.6%	-14.7%	-14.7%	-16.6%	-16.1%	-14.7%	-14.7%	-6.9%	-14.7%	-14.7%	-14.7%
	Month 22	-40.4%	-39.2%	-39.2%	-39.2%	-37.5%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-39.2%	-42.3%	-26.9%	-39.2%		-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-12.9%	-12.9%	-12.9%	-12.9%	-12.9%	-12.9%	-10.8%	-10.8%		-4.0%	-4.0%	-1.8%	-4.0%	-4.0%	-4.0%	-10.1%	-5.9%	-3.2%	-2.6%	-1.4%	-3.1%	-4.0%	-4.0%		-31.5%	-31.5%	-14.7%	-14.7%	-16.5%	-16.0%	-14.7%	-14.7%	-6.9%	-14.7%	-14.7%	-14.7%
	Month 23	-40.3%	-38.9%	-38.9%	-38.9%	-37.0%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-38.9%	-42.1%	-26.7%	-38.9%		-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-12.4%	-12.4%	-12.4%	-12.4%	-12.4%	-12.4%	-10.4%	-10.4%		-3.9%	-3.9%	-1.8%	-3.9%	-3.9%	-3.9%	-9.7%	-5.7%	-3.1%	-2.5%	-1.4%	-3.0%	-3.9%	-3.9%		-31.4%	-31.4%	-14.6%	-14.6%	-16.5%	-16.0%	-14.6%	-14.6%	-6.8%	-14.6%	-14.6%	-14.6%
	Month 24	-40.2%	-38.7%	-38.7%	-38.7%	-36.5%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-38.7%	-41.9%	-26.6%	-38.7%		-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-12.0%	-12.0%	-12.0%	-12.0%	-12.0%	-12.0%	-10.0%	-10.0%		-3.7%	-3.7%	-1.7%	-3.7%	-3.7%	-3.7%	-9.4%	-5.5%	-2.9%	-2.4%	-1.3%	-2.9%	-3.7%	-3.7%		-31.3%	-31.3%	-14.6%	-14.6%	-16.4%	-16.0%	-14.6%	-14.6%	-6.8%	-14.6%	-14.6%	-14.6%
	Year 3	-39.6%	-36.8%	-36.8%	-36.8%	-33.0%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-36.8%	-40.9%	-25.3%	-36.8%		-7.3%	-7.3%	-7.3%	-7.3%	-7.3%	-7.3%	-7.3%	-8.8%	-8.8%	-8.8%	-8.8%	-8.8%	-8.8%	-7.3%	-7.3%		-2.7%	-2.7%	-1.3%	-2.7%	-2.7%	-2.7%	-6.9%	-4.0%	-2.2%	-1.7%	-1.0%	-2.1%	-2.7%	-2.7%		-30.8%	-30.8%	-14.3%	-14.3%	-15.9%	-15.9%	-14.3%	-14.3%	-6.7%	-14.3%	-14.3%	-14.3%
	Year 4	-39.5%	-36.1%	-36.1%	-36.1%	-31.5%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-36.1%	-40.7%	-24.8%	-36.1%		-6.4%	-6.4%	-6.4%	-6.4%	-6.4%	-6.4%	-6.4%	-7.6%	-7.6%	-7.6%	-7.6%	-7.6%	-7.6%	-6.4%	-6.4%		-2.4%	-2.4%	-1.1%	-2.4%	-2.4%	-2.4%	-5.9%	-3.4%	-1.9%	-1.5%	-0.8%	-1.8%	-2.4%	-2.4%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 5	-39.5%	-35.8%	-35.8%	-35.8%	-30.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-35.8%	-40.6%	-24.6%	-35.8%		-6.0%	-6.0%	-6.0%	-6.0%	-6.0%	-6.0%	-6.0%	-7.1%	-7.1%	-7.1%	-7.1%	-7.1%	-7.1%	-6.0%	-6.0%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.6%	-3.3%	-1.8%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 6	-39.5%	-35.7%	-35.7%	-35.7%	-30.6%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-40.6%	-24.5%	-35.7%		-5.9%	-5.9%	-5.9%	-5.9%	-5.9%	-5.9%	-5.9%	-7.0%	-7.0%	-7.0%	-7.0%	-7.0%	-7.0%	-5.9%	-5.9%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.5%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 7	-39.5%	-35.7%	-35.7%	-35.7%	-30.5%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-40.6%	-24.5%	-35.7%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 8	-39.5%	-35.7%	-35.7%	-35.7%	-30.4%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-40.6%	-24.5%	-35.7%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 9	-39.5%	-35.7%	-35.7%	-35.7%	-30.4%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-35.7%	-40.6%	-24.5%	-35.7%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 10-14	-39.5%	-35.6%	-35.6%	-35.6%	-30.4%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-40.6%	-24.5%	-35.6%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 15-19	-39.5%	-35.6%	-35.6%	-35.6%	-30.4%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-40.6%	-24.5%	-35.6%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Year 20+	-39.5%	-35.6%	-35.6%	-35.6%	-30.4%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-35.6%	-40.6%	-24.5%	-35.6%		-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-5.8%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-6.9%	-5.8%	-5.8%		-2.2%	-2.2%	-1.0%	-2.2%	-2.2%	-2.2%	-5.4%	-3.2%	-1.7%	-1.4%	-0.8%	-1.7%	-2.2%	-2.2%		-30.6%	-30.6%	-14.2%	-14.2%	-15.8%	-15.8%	-14.2%	-14.2%	-6.7%	-14.2%	-14.2%	-14.2%
	Absolute Vega Shock (Vol Pts)
	Total Vega	27.8	27.6	27.6	27.6	29.0	27.6	27.6	27.6	27.6	27.6	27.6	27.6	27.6	27.6	27.6	27.6	29.0	26.0	27.6		25.6	25.6	25.6	25.6	25.6	25.6	25.6	30.5	30.5	30.5	30.5	30.5	30.5	25.6	25.6		11.1	11.1	5.1	11.1	11.1	11.1	27.9	16.2	8.8	7.1	3.9	8.7	11.1	11.1		34.7	34.7	22.5	22.5	21.3	14.5	22.5	22.5	7.5	22.5	22.5	22.5
	Relative Vega Shock (%)
	Total Vega	77.1%	63.9%	54.3%	76.6%	76.0%	76.6%	76.6%	72.3%	76.6%	57.9%	72.3%	72.0%	86.4%	72.3%	76.6%	52.2%	77.6%	48.0%	76.6%		11.4%	11.4%	11.6%	11.4%	6.7%	34.4%	11.4%	52.6%	52.6%	52.6%	52.6%	52.6%	52.6%	14.9%	14.9%		4.1%	4.1%	1.9%	3.2%	4.1%	4.1%	13.6%	7.9%	4.3%	14.5%	0.9%	4.2%	5.4%	4.1%		64.7%	64.7%	42.0%	42.0%	91.9%	62.6%	97.1%	97.1%	12.4%	37.2%	43.3%	43.3%

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Sheet 11: Metals

DFAST 2021: Severely Adverse Scenario
Metals
		P R E C I O U S M E T A L S						B A S E M E T A L S
	Relative Price Shock (%)	Gold	Silver	Palladium	Platinum	Other Precious Metals		Aluminum (Primary)	Aluminum (Alloy)	Copper	Iron	Lead	Nickel	Tin	Uranium	Zinc	Other Base Metals		Other / Unspecified Metals
	Spot	11.3%	6.0%	1.6%	1.6%	1.6%		-19.8%	-19.8%	-23.2%	-21.5%	-21.5%	-21.5%	-21.5%	-21.5%	-21.5%	-21.5%		-21.5%
	Month 1	11.3%	5.9%	1.6%	1.6%	1.6%		-19.6%	-19.6%	-22.8%	-21.2%	-21.2%	-21.2%	-21.2%	-21.2%	-21.2%	-21.2%		-21.2%
	Month 2	11.3%	5.8%	1.6%	1.6%	1.6%		-19.4%	-19.4%	-22.5%	-20.9%	-20.9%	-20.9%	-20.9%	-20.9%	-20.9%	-20.9%		-20.9%
	Month 3	11.3%	5.8%	1.6%	1.6%	1.6%		-19.2%	-19.2%	-22.1%	-20.7%	-20.7%	-20.7%	-20.7%	-20.7%	-20.7%	-20.7%		-20.7%
	Month 4	11.2%	5.7%	1.6%	1.6%	1.6%		-19.0%	-19.0%	-21.8%	-20.4%	-20.4%	-20.4%	-20.4%	-20.4%	-20.4%	-20.4%		-20.4%
	Month 5	11.2%	5.6%	1.6%	1.6%	1.6%		-18.8%	-18.8%	-21.6%	-20.2%	-20.2%	-20.2%	-20.2%	-20.2%	-20.2%	-20.2%		-20.2%
	Month 6	11.2%	5.6%	1.6%	1.6%	1.6%		-18.6%	-18.6%	-21.3%	-20.0%	-20.0%	-20.0%	-20.0%	-20.0%	-20.0%	-20.0%		-20.0%
	Month 7	11.2%	5.6%	1.6%	1.6%	1.6%		-18.4%	-18.4%	-21.0%	-19.7%	-19.7%	-19.7%	-19.7%	-19.7%	-19.7%	-19.7%		-19.7%
	Month 8	11.2%	5.5%	1.6%	1.6%	1.6%		-18.3%	-18.3%	-20.8%	-19.5%	-19.5%	-19.5%	-19.5%	-19.5%	-19.5%	-19.5%		-19.5%
	Month 9	11.2%	5.5%	1.6%	1.6%	1.6%		-18.1%	-18.1%	-20.6%	-19.4%	-19.4%	-19.4%	-19.4%	-19.4%	-19.4%	-19.4%		-19.4%
	Month 10	11.1%	5.4%	1.6%	1.6%	1.6%		-17.9%	-17.9%	-20.4%	-19.2%	-19.2%	-19.2%	-19.2%	-19.2%	-19.2%	-19.2%		-19.2%
	Month 11	11.1%	5.4%	1.6%	1.6%	1.6%		-17.8%	-17.8%	-20.2%	-19.0%	-19.0%	-19.0%	-19.0%	-19.0%	-19.0%	-19.0%		-19.0%
	Month 12	11.1%	5.4%	1.6%	1.6%	1.6%		-17.6%	-17.6%	-20.0%	-18.8%	-18.8%	-18.8%	-18.8%	-18.8%	-18.8%	-18.8%		-18.8%
	Month 13	11.1%	5.4%	1.6%	1.6%	1.6%		-17.5%	-17.5%	-19.9%	-18.7%	-18.7%	-18.7%	-18.7%	-18.7%	-18.7%	-18.7%		-18.7%
	Month 14	11.1%	5.4%	1.6%	1.6%	1.6%		-17.3%	-17.3%	-19.7%	-18.5%	-18.5%	-18.5%	-18.5%	-18.5%	-18.5%	-18.5%		-18.5%
	Month 15	11.1%	5.3%	1.6%	1.6%	1.6%		-17.2%	-17.2%	-19.6%	-18.4%	-18.4%	-18.4%	-18.4%	-18.4%	-18.4%	-18.4%		-18.4%
	Month 16	11.1%	5.3%	1.6%	1.6%	1.6%		-17.1%	-17.1%	-19.4%	-18.2%	-18.2%	-18.2%	-18.2%	-18.2%	-18.2%	-18.2%		-18.2%
	Month 17	11.1%	5.3%	1.6%	1.6%	1.6%		-16.9%	-16.9%	-19.3%	-18.1%	-18.1%	-18.1%	-18.1%	-18.1%	-18.1%	-18.1%		-18.1%
	Month 18	11.1%	5.3%	1.6%	1.6%	1.6%		-16.8%	-16.8%	-19.2%	-18.0%	-18.0%	-18.0%	-18.0%	-18.0%	-18.0%	-18.0%		-18.0%
	Month 19	11.1%	5.3%	1.6%	1.6%	1.6%		-16.7%	-16.7%	-19.1%	-17.9%	-17.9%	-17.9%	-17.9%	-17.9%	-17.9%	-17.9%		-17.9%
	Month 20	11.0%	5.3%	1.5%	1.5%	1.5%		-16.5%	-16.5%	-19.0%	-17.8%	-17.8%	-17.8%	-17.8%	-17.8%	-17.8%	-17.8%		-17.8%
	Month 21	11.0%	5.3%	1.5%	1.5%	1.5%		-16.4%	-16.4%	-18.9%	-17.7%	-17.7%	-17.7%	-17.7%	-17.7%	-17.7%	-17.7%		-17.7%
	Month 22	11.0%	5.3%	1.5%	1.5%	1.5%		-16.3%	-16.3%	-18.8%	-17.6%	-17.6%	-17.6%	-17.6%	-17.6%	-17.6%	-17.6%		-17.6%
	Month 23	11.0%	5.3%	1.5%	1.5%	1.5%		-16.2%	-16.2%	-18.7%	-17.5%	-17.5%	-17.5%	-17.5%	-17.5%	-17.5%	-17.5%		-17.5%
	Month 24	11.0%	5.2%	1.5%	1.5%	1.5%		-16.1%	-16.1%	-18.6%	-17.4%	-17.4%	-17.4%	-17.4%	-17.4%	-17.4%	-17.4%		-17.4%
	Year 3	11.0%	5.2%	1.5%	1.5%	1.5%		-15.0%	-15.0%	-18.0%	-16.5%	-16.5%	-16.5%	-16.5%	-16.5%	-16.5%	-16.5%		-16.5%
	Year 4	10.9%	5.2%	1.5%	1.5%	1.5%		-14.2%	-14.2%	-17.7%	-15.9%	-15.9%	-15.9%	-15.9%	-15.9%	-15.9%	-15.9%		-15.9%
	Year 5	10.9%	5.2%	1.5%	1.5%	1.5%		-13.6%	-13.6%	-17.6%	-15.6%	-15.6%	-15.6%	-15.6%	-15.6%	-15.6%	-15.6%		-15.6%
	Year 6	10.9%	5.2%	1.5%	1.5%	1.5%		-13.1%	-13.1%	-17.5%	-15.3%	-15.3%	-15.3%	-15.3%	-15.3%	-15.3%	-15.3%		-15.3%
	Year 7	10.9%	5.2%	1.5%	1.5%	1.5%		-12.8%	-12.8%	-17.5%	-15.2%	-15.2%	-15.2%	-15.2%	-15.2%	-15.2%	-15.2%		-15.2%
	Year 8	10.9%	5.2%	1.5%	1.5%	1.5%		-12.5%	-12.5%	-17.5%	-15.0%	-15.0%	-15.0%	-15.0%	-15.0%	-15.0%	-15.0%		-15.0%
	Year 9	10.9%	5.2%	1.5%	1.5%	1.5%		-12.3%	-12.3%	-17.5%	-14.9%	-14.9%	-14.9%	-14.9%	-14.9%	-14.9%	-14.9%		-14.9%
	Year 10-14	10.9%	5.2%	1.5%	1.5%	1.5%		-12.2%	-12.2%	-17.5%	-14.8%	-14.8%	-14.8%	-14.8%	-14.8%	-14.8%	-14.8%		-14.8%
	Year 15-19	10.9%	5.2%	1.5%	1.5%	1.5%		-11.8%	-11.8%	-17.5%	-14.7%	-14.7%	-14.7%	-14.7%	-14.7%	-14.7%	-14.7%		-14.7%
	Year 20+	10.9%	5.2%	1.5%	1.5%	1.5%		-11.7%	-11.7%	-17.5%	-14.6%	-14.6%	-14.6%	-14.6%	-14.6%	-14.6%	-14.6%		-14.6%
	Absolute Vega Shock (Vol Pts)
	Total Vega	9.0	17.7	4.0	4.0	4.0		17.6	17.6	25.2	21.4	21.4	21.4	21.4	21.4	21.4	21.4		21.4
	Relative Vega Shock (%)
	Total Vega	45.4%	41.9%	15.0%	10.6%	20.2%		109.7%	109.7%	114.2%	97.0%	92.0%	88.0%	93.6%	146.0%	83.3%	97.0%		97.0%

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Sheet 12: Ags & Softs

DFAST 2021: Severely Adverse Scenario
Ags & Softs
	Relative Price Shock (%)	Cocoa	Coffee	Corn	Cotton	Cattle	Lean Hogs	Livestock	Lumber	Palm Oil	Rapeseed	Soybeans	Soymeal	Soybean Oil	Sugar	Wheat	Other / Unspecified Ags/Softs
	Spot	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%	-10.8%
	Month 1	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%	-10.7%
	Month 2	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%	-10.6%
	Month 3	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%	-10.5%
	Month 4	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%
	Month 5	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%	-10.4%
	Month 6	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%	-10.3%
	Month 7	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%
	Month 8	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%	-10.2%
	Month 9	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%	-10.1%
	Month 10	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%
	Month 11	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%	-10.0%
	Month 12	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%
	Month 13	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%
	Month 14	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%	-9.9%
	Month 15	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%
	Month 16	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%
	Month 17	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%	-9.8%
	Month 18	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 19	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 20	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 21	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 22	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 23	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%	-9.7%
	Month 24	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 3	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 4	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 5	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 6	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 7	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 8	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 9	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 10-14	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 15-19	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Year 20+	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%	-9.6%
	Absolute Vega Shock (Vol Pts)
	Total Vega	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3	8.3
	Relative Vega Shock (%)
	Total Vega	25.3%	23.0%	38.3%	42.3%	54.9%	82.4%	82.4%	17.9%	31.6%	42.4%	39.9%	32.9%	31.4%	32.7%	35.2%	38.3%

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Sheet 13: Commodity Indices

DFAST 2021: Severely Adverse Scenario
Diversified Commodity Indices
	Relative Price Shock (%)	S&P GSCI Index	DJ-UBS Index	TR/J CRB Index	Other Diversified Indices		Long/Short Commodity Indices
	Spot	-43.8%	-22.7%	-30.6%	-37.2%		-9.2%
	Month 1	-41.8%	-21.7%	-29.4%	-35.6%		-8.7%
	Month 2	-40.1%	-20.9%	-28.3%	-34.2%		-8.3%
	Month 3	-38.5%	-20.1%	-27.4%	-33.0%		-8.0%
	Month 4	-37.2%	-19.4%	-26.5%	-31.8%		-7.7%
	Month 5	-36.0%	-18.8%	-25.6%	-30.8%		-7.4%
	Month 6	-34.9%	-18.3%	-24.9%	-29.9%		-7.2%
	Month 7	-33.9%	-17.8%	-24.2%	-29.1%		-7.0%
	Month 8	-33.0%	-17.3%	-23.6%	-28.3%		-6.8%
	Month 9	-32.3%	-16.9%	-23.0%	-27.6%		-6.6%
	Month 10	-31.6%	-16.6%	-22.5%	-27.0%		-6.5%
	Month 11	-30.9%	-16.2%	-22.0%	-26.5%		-6.4%
	Month 12	-30.3%	-15.9%	-21.5%	-25.9%		-6.2%
	Month 13	-29.8%	-15.7%	-21.1%	-25.5%		-6.1%
	Month 14	-29.3%	-15.4%	-20.8%	-25.0%		-6.0%
	Month 15	-28.9%	-15.2%	-20.4%	-24.7%		-6.0%
	Month 16	-28.5%	-15.0%	-20.1%	-24.3%		-5.9%
	Month 17	-28.1%	-14.8%	-19.8%	-24.0%		-5.8%
	Month 18	-27.8%	-14.6%	-19.5%	-23.7%		-5.7%
	Month 19	-27.5%	-14.4%	-19.3%	-23.4%		-5.7%
	Month 20	-27.2%	-14.3%	-19.0%	-23.1%		-5.6%
	Month 21	-27.0%	-14.2%	-18.8%	-22.9%		-5.6%
	Month 22	-26.7%	-14.0%	-18.6%	-22.7%		-5.6%
	Month 23	-26.5%	-13.9%	-18.4%	-22.5%		-5.5%
	Month 24	-26.3%	-13.8%	-18.2%	-22.3%		-5.5%
	Year 3	-24.9%	-13.0%	-16.9%	-20.9%		-5.2%
	Year 4	-24.3%	-12.7%	-16.3%	-20.3%		-5.1%
	Year 5	-24.1%	-12.5%	-16.1%	-20.1%		-5.1%
	Year 6	-24.0%	-12.5%	-16.0%	-20.0%		-5.1%
	Year 7	-23.9%	-12.4%	-15.9%	-19.9%		-5.1%
	Year 8	-23.9%	-12.4%	-15.9%	-19.9%		-5.1%
	Year 9	-23.9%	-12.4%	-15.9%	-19.9%		-5.1%
	Year 10-14	-23.9%	-12.4%	-15.9%	-19.9%		-5.1%
	Year 15-19	-23.8%	-12.3%	-15.8%	-19.8%		-5.1%
	Year 20+	-23.8%	-12.3%	-15.8%	-19.8%		-5.1%
	Absolute Vega Shock (Vol Pts)
	Total Vega	36.9	19.1	25.8	31.3		7.7
	Relative Vega Shock (%)
	Total Vega	71.0%	137.7%	142.6%	173.0%		42.6%

---

Sheet 14: Securitized Products

DFAST 2021: Severely Adverse Scenario
Securitized Products
		RMBS															ABS							CMBS							Corporate CDO / CLO		Warehouse
		Non-Agency Prime	Sub-prime	Option ARMS	Other AltA	Unspec Non-Prime	HELOC	RMBS CDO	RMBS CDS	Credit Basket	PrimeX	ABX / TABX	Prime Whole Loans	Non-Prime Whole Loans	European RMBS	Other / Unspecified	Autos	Credit Cards	Student Loans	ABS CDS	Credit Basket	Index Tranches	Other / Unspecified	Cash Non-Agency CMBS	CMBS CDS	CMBS CDO	Credit Basket	Index Tranches	Whole Loans	Other / Unspecified	CLO	Other / Unspecified	Total Size	Total Protection	Other / Unspecified
	Relative MV Shock Based on Current Rating (%)
	AAA Total
	> 9Y	-12.0%	-12.0%	-12.0%	-12.0%	-12.0%	-12.0%	-15.0%	-10.2%	-10.2%	-10.2%	-10.2%	-26.0%	-60.5%	-10.8%	-15.0%	-14.0%	-6.7%	-22.0%	-22.0%	-22.0%	-22.0%	-22.0%	-8.3%	-7.1%	-10.4%	-7.1%	-7.1%	-26.7%	-10.4%	-12.3%	-12.3%	-60.5%	60.5%	-22.0%
	> 6Y and <= 9Y	-12.0%	-13.5%	-13.5%	-13.5%	-13.5%	-13.5%	-16.9%	-11.5%	-11.5%	-10.2%	-11.5%	-20.8%	-33.9%	-10.8%	-16.9%	-14.0%	-6.7%	-22.0%	-22.0%	-22.0%	-22.0%	-22.0%	-14.5%	-12.3%	-18.1%	-12.3%	-12.3%	-31.6%	-18.1%	-12.3%	-12.3%	-33.9%	33.9%	-22.0%
	> 3Y and <= 6Y	-12.0%	-13.5%	-13.5%	-13.5%	-13.5%	-13.5%	-16.9%	-11.5%	-11.5%	-10.2%	-11.5%	-20.8%	-33.9%	-10.8%	-16.9%	-14.0%	-6.7%	-20.1%	-20.1%	-20.1%	-20.1%	-20.1%	-27.4%	-23.3%	-34.2%	-23.3%	-23.3%	-41.9%	-34.2%	-12.3%	-12.3%	-41.9%	41.9%	-34.2%
	<= 3Y	-12.0%	-13.5%	-13.5%	-13.5%	-13.5%	-13.5%	-16.9%	-11.5%	-11.5%	-10.2%	-11.5%	-20.8%	-33.9%	-10.8%	-16.9%	-7.4%	-5.9%	-13.6%	-13.6%	-13.6%	-13.6%	-13.6%	-36.3%	-30.9%	-45.4%	-30.9%	-30.9%	-49.0%	-45.4%	-15.9%	-15.9%	-49.0%	49.0%	-45.4%
	Unspecified Vintage	-12.0%	-13.5%	-13.5%	-13.5%	-13.5%	-13.5%	-16.9%	-11.5%	-11.5%	-10.2%	-11.5%	-26.0%	-60.5%	-10.8%	-16.9%	-14.0%	-6.7%	-22.0%	-22.0%	-22.0%	-22.0%	-22.0%	-36.3%	-30.9%	-45.4%	-30.9%	-30.9%	-49.0%	-45.4%	-15.9%	-15.9%	-60.5%	60.5%	-45.4%
	AA Total
	> 9Y	-24.3%	-24.3%	-24.3%	-24.3%	-24.3%	-24.3%	-30.3%	-20.6%	-20.6%	-20.6%	-20.6%	-26.0%	-60.5%	-21.8%	-30.3%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-25.5%	-21.7%	-31.9%	-21.7%	-21.7%	-26.7%	-31.9%	-27.7%	-27.7%	-60.5%	60.5%	-35.5%
	> 6Y and <= 9Y	-14.7%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-30.0%	-20.4%	-20.4%	-12.5%	-20.4%	-20.8%	-33.9%	-13.3%	-30.0%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-34.5%	-29.4%	-43.2%	-29.4%	-29.4%	-31.6%	-43.2%	-27.7%	-27.7%	-33.9%	33.9%	-43.2%
	> 3Y and <= 6Y	-21.8%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-30.0%	-20.4%	-20.4%	-18.5%	-20.4%	-20.8%	-33.9%	-19.6%	-30.0%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-63.9%	-54.3%	-79.9%	-54.3%	-54.3%	-41.9%	-79.9%	-27.7%	-27.7%	-41.9%	41.9%	-79.9%
	<= 3Y	-23.0%	-24.0%	-24.0%	-24.0%	-24.0%	-24.0%	-30.0%	-20.4%	-20.4%	-19.6%	-20.4%	-20.8%	-33.9%	-20.7%	-30.0%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-59.9%	-50.9%	-74.9%	-50.9%	-50.9%	-49.0%	-74.9%	-34.4%	-34.4%	-49.0%	49.0%	-74.9%
	Unspecified Vintage	-24.3%	-24.3%	-24.3%	-24.3%	-24.3%	-24.3%	-30.3%	-20.6%	-20.6%	-20.6%	-20.6%	-26.0%	-60.5%	-21.8%	-30.3%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-63.9%	-54.3%	-79.9%	-54.3%	-54.3%	-49.0%	-79.9%	-34.4%	-34.4%	-60.5%	60.5%	-79.9%
	A Total
	> 9Y	-27.5%	-27.5%	-27.5%	-27.5%	-27.5%	-27.5%	-34.3%	-23.3%	-23.3%	-23.3%	-23.3%	-26.0%	-60.5%	-24.7%	-34.3%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-41.5%	-35.3%	-51.9%	-35.3%	-35.3%	-26.7%	-51.9%	-36.6%	-36.6%	-60.5%	60.5%	-51.9%
	> 6Y and <= 9Y	-37.2%	-37.2%	-37.2%	-37.2%	-37.2%	-37.2%	-46.5%	-31.6%	-31.6%	-31.6%	-31.6%	-20.8%	-33.9%	-33.5%	-46.5%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-77.4%	-65.8%	-85.0%	-65.8%	-65.8%	-31.6%	-85.0%	-36.6%	-36.6%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-38.0%	-38.0%	-38.0%	-38.0%	-38.0%	-38.0%	-47.5%	-32.3%	-32.3%	-32.3%	-32.3%	-20.8%	-33.9%	-34.2%	-47.5%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-77.3%	-65.7%	-85.0%	-65.7%	-65.7%	-41.9%	-85.0%	-36.6%	-36.6%	-41.9%	41.9%	-85.0%
	<= 3Y	-44.0%	-44.0%	-44.0%	-44.0%	-44.0%	-44.0%	-55.0%	-37.4%	-37.4%	-37.4%	-37.4%	-20.8%	-33.9%	-39.6%	-55.0%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-81.0%	-68.9%	-85.0%	-68.9%	-68.9%	-49.0%	-85.0%	-44.5%	-44.5%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-44.0%	-44.0%	-44.0%	-44.0%	-44.0%	-44.0%	-55.0%	-37.4%	-37.4%	-37.4%	-37.4%	-26.0%	-60.5%	-39.6%	-55.0%	-35.5%	-30.9%	-24.4%	-35.5%	-35.5%	-35.5%	-35.5%	-81.0%	-68.9%	-85.0%	-68.9%	-68.9%	-49.0%	-85.0%	-44.5%	-44.5%	-60.5%	60.5%	-85.0%
	BBB Total
	> 9Y	-31.8%	-31.8%	-31.8%	-31.8%	-31.8%	-31.8%	-39.8%	-27.1%	-27.1%	-27.1%	-27.1%	-26.0%	-60.5%	-28.7%	-39.8%	-46.2%	-42.4%	-37.0%	-46.2%	-46.2%	-46.2%	-46.2%	-56.1%	-47.7%	-70.2%	-47.7%	-47.7%	-26.7%	-70.2%	-44.2%	-44.2%	-60.5%	60.5%	-70.2%
	> 6Y and <= 9Y	-51.4%	-51.4%	-51.4%	-51.4%	-51.4%	-51.4%	-64.3%	-43.7%	-43.7%	-43.7%	-43.7%	-20.8%	-33.9%	-46.3%	-64.3%	-46.2%	-42.4%	-37.0%	-46.2%	-46.2%	-46.2%	-46.2%	-84.6%	-71.9%	-85.0%	-71.9%	-71.9%	-31.6%	-85.0%	-44.2%	-44.2%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-51.4%	-51.4%	-51.4%	-51.4%	-51.4%	-51.4%	-64.3%	-43.7%	-43.7%	-43.7%	-43.7%	-20.8%	-33.9%	-46.3%	-64.3%	-46.2%	-42.4%	-37.0%	-46.2%	-46.2%	-46.2%	-46.2%	-80.9%	-68.7%	-85.0%	-68.7%	-68.7%	-41.9%	-85.0%	-44.2%	-44.2%	-41.9%	41.9%	-85.0%
	<= 3Y	-52.3%	-52.3%	-52.3%	-52.3%	-52.3%	-52.3%	-65.3%	-44.4%	-44.4%	-44.4%	-44.4%	-20.8%	-33.9%	-47.0%	-65.3%	-46.2%	-42.4%	-37.0%	-46.2%	-46.2%	-46.2%	-46.2%	-85.0%	-72.2%	-85.0%	-72.2%	-72.2%	-49.0%	-85.0%	-51.8%	-51.8%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-52.3%	-52.3%	-52.3%	-52.3%	-52.3%	-52.3%	-65.3%	-44.4%	-44.4%	-44.4%	-44.4%	-26.0%	-60.5%	-47.0%	-65.3%	-46.2%	-42.4%	-37.0%	-46.2%	-46.2%	-46.2%	-46.2%	-85.0%	-72.2%	-85.0%	-72.2%	-72.2%	-49.0%	-85.0%	-51.8%	-51.8%	-60.5%	60.5%	-85.0%
	BB Total
	> 9Y	-31.8%	-37.0%	-37.0%	-37.0%	-37.0%	-37.0%	-46.2%	-31.4%	-31.4%	-27.1%	-31.4%	-26.0%	-60.5%	-28.7%	-46.2%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-26.7%	-85.0%	-65.2%	-65.2%	-60.5%	60.5%	-85.0%
	> 6Y and <= 9Y	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-76.5%	-52.0%	-52.0%	-52.0%	-52.0%	-20.8%	-33.9%	-55.1%	-76.5%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-31.6%	-85.0%	-65.2%	-65.2%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-76.5%	-52.0%	-52.0%	-52.0%	-52.0%	-20.8%	-33.9%	-55.1%	-76.5%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-41.9%	-85.0%	-65.2%	-65.2%	-41.9%	41.9%	-85.0%
	<= 3Y	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-76.5%	-52.0%	-52.0%	-52.0%	-52.0%	-20.8%	-33.9%	-55.1%	-76.5%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-49.0%	-85.0%	-69.8%	-69.8%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-61.2%	-76.5%	-52.0%	-52.0%	-52.0%	-52.0%	-26.0%	-60.5%	-55.1%	-76.5%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-49.0%	-85.0%	-69.8%	-69.8%	-60.5%	60.5%	-85.0%
	B Total
	> 9Y	-31.8%	-37.0%	-37.0%	-37.0%	-37.0%	-37.0%	-46.2%	-31.4%	-31.4%	-27.1%	-31.4%	-26.0%	-60.5%	-28.7%	-46.2%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-26.7%	-85.0%	-65.2%	-65.2%	-60.5%	60.5%	-85.0%
	> 6Y and <= 9Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-31.6%	-85.0%	-65.2%	-65.2%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-41.9%	-85.0%	-65.2%	-65.2%	-41.9%	41.9%	-85.0%
	<= 3Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-49.0%	-85.0%	-69.8%	-69.8%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-26.0%	-60.5%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-49.0%	-85.0%	-69.8%	-69.8%	-60.5%	60.5%	-85.0%
	<B Total
	> 9Y	-31.8%	-55.0%	-55.0%	-55.0%	-55.0%	-55.0%	-68.7%	-46.7%	-46.7%	-27.1%	-46.7%	-26.0%	-60.5%	-28.7%	-68.7%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-26.7%	-85.0%	-65.2%	-65.2%	-60.5%	60.5%	-85.0%
	> 6Y and <= 9Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-31.6%	-85.0%	-65.2%	-65.2%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-41.9%	-85.0%	-65.2%	-65.2%	-41.9%	41.9%	-85.0%
	<= 3Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-49.0%	-85.0%	-69.8%	-69.8%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-26.0%	-60.5%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-49.0%	-85.0%	-69.8%	-69.8%	-60.5%	60.5%	-85.0%
	NR Total
	> 9Y	-31.8%	-55.0%	-55.0%	-55.0%	-55.0%	-55.0%	-68.7%	-46.7%	-46.7%	-27.1%	-46.7%	-26.0%	-60.5%	-28.7%	-68.7%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-26.7%	-85.0%	-65.2%	-65.2%	-60.5%	60.5%	-85.0%
	> 6Y and <= 9Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-31.6%	-85.0%	-65.2%	-65.2%	-33.9%	33.9%	-85.0%
	> 3Y and <= 6Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-41.9%	-85.0%	-65.2%	-65.2%	-41.9%	41.9%	-85.0%
	<= 3Y	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-20.8%	-33.9%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-74.1%	-85.0%	-74.1%	-74.1%	-49.0%	-85.0%	-69.8%	-69.8%	-49.0%	49.0%	-85.0%
	Unspecified Vintage	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-77.4%	-85.0%	-65.8%	-65.8%	-65.8%	-65.8%	-26.0%	-60.5%	-69.7%	-85.0%	-73.5%	-71.6%	-68.9%	-73.5%	-73.5%	-73.5%	-73.5%	-85.0%	-78.8%	-85.0%	-78.8%	-78.8%	-49.0%	-85.0%	-69.8%	-69.8%	-60.5%	60.5%	-85.0%

---

Sheet 15: Agencies

DFAST 2021: Severely Adverse Scenario
Agencies
			OAS Widening (bps)
	US Residential Agency Products
	IOs		265.0
	POs		46.0
	Other CMOs		68.0
	Pass-Throughs		64.3
	Agency Debt/Debentures		36.0
	IOS Index		265.0
	POS Index		46.0
	MBX Index		44.3
	Other Agency Derivatives		36.0
	TBA's		44.3
	Reverse Mortgages		68.0
	Residential Other / Unspecified		44.3
	US Commercial Agency Products
	Cash Agency CMBS		70.6
	Agency CMBS Derivatives		70.6
	Commercial Other / Unspecified		70.6
	Non-US Agency Products
	AAA		131.5
	AA		263.0
	A		394.2
	BBB		471.3
	BB		730.1
	B		988.8
	<B		988.8
	NR		988.8

---

Sheet 16: Munis

DFAST 2021: Severely Adverse Scenario
Munis
			Relative MV Shock (%)		Spread Widening (bps)
	Bonds
	AAA				331.2
	AA				350.0
	A				385.8
	BBB				500.0
	BB				934.9
	B				1,247.0
	<B: Defaulted		-37.6%
	<B: Not Defaulted				1,807.6
	<B: Default Status Unknown				1,807.6
	NR				1,807.6
	Loans
	AAA				331.2
	AA				350.0
	A				385.8
	BBB				500.0
	BB				934.9
	B				1,247.0
	<B: Defaulted		-37.6%
	<B: Not Defaulted				1,807.6
	<B: Default Status Unknown				1,807.6
	NR				1,807.6
	CDS
	AAA				331.2
	AA				350.0
	A				385.8
	BBB				500.0
	BB				934.9
	B				1,247.0
	<B: Defaulted		-37.6%
	<B: Not Defaulted				1,807.6
	<B: Default Status Unknown				1,807.6
	NR				1,807.6
	Indices
	AAA				331.2
	AA				350.0
	A				385.8
	BBB				500.0
	BB				934.9
	B				1,247.0
	<B: Defaulted		-37.6%
	<B: Not Defaulted				1,807.6
	<B: Default Status Unknown				1,807.6
	NR				1,807.6
	Other / Unspecified Munis
	AAA				331.2
	AA				350.0
	A				385.8
	BBB				500.0
	BB				934.9
	B				1,247.0
	<B: Defaulted		-37.6%
	<B: Not Defaulted				1,807.6
	<B: Default Status Unknown				1,807.6
	NR				1,807.6

---

Sheet 17: ARS

DFAST 2021: Severely Adverse Scenario
Auction Rate Securities (ARS)
		Relative MV Shock (%)
	Student Loan Auction Rate Securities (SLARS)
	AAA	-35.3%
	AA	-40.8%
	A	-46.3%
	BBB	-51.8%
	BB	-52.2%
	B	-62.9%
	<B	-73.7%
	NR	-73.7%
	Municipal Auction Rate Securities (MARS)
	AAA	-42.3%
	AA	-48.9%
	A	-55.5%
	BBB	-62.1%
	BB	-65.3%
	B	-78.6%
	<B	-92.1%
	NR	-92.1%
	Auction Rate Preferred Securities (ARPS)
	AAA	-28.2%
	AA	-32.6%
	A	-37.0%
	BBB	-41.4%
	BB	-52.2%
	B	-62.9%
	<B	-73.7%
	NR	-73.7%
	Credit Card Auction Rate Securities (CARS)
	AAA	-28.2%
	AA	-32.6%
	A	-37.0%
	BBB	-41.4%
	BB	-52.2%
	B	-62.9%
	<B	-73.7%
	NR	-73.7%
	Other / Unspecified Auction Rate Securities
	AAA	-42.3%
	AA	-48.9%
	A	-55.5%
	BBB	-62.1%
	BB	-65.3%
	B	-78.6%
	<B	-92.1%
	NR	-92.1%

---

Sheet 18: Corporate Credit-Advanced

DFAST 2021: Severely Adverse Scenario
Corporate Credit-Advanced Economies
		Relative MV Shock (%)		Spread Widening (%)		Spread Widening (bps)
	Bonds
	AAA			170.4%		114.2
	AA			274.0%		197.3
	A			273.3%		273.3
	BBB			235.0%		392.5
	BB			304.3%		1,153.3
	B			246.3%		1,478.0
	<B: Defaulted	-46.9%
	<B: Not Defaulted			194.5%		2,262.1
	<B: Default Status Unknown	-46.9%		194.5%		2,262.1
	NR	-46.9%		194.5%		2,262.1
	Loans
	AAA	-3.5%
	AA	-6.0%
	A	-8.3%
	BBB	-12.0%
	BB	-35.1%
	B	-45.0%
	<B: Defaulted	-46.6%
	<B: Not Defaulted	-46.6%
	<B: Default Status Unknown	-46.6%
	NR	-46.6%
	Single Name CDS
	AAA			318.0%		56.0
	AA			456.6%		153.9
	A			462.6%		224.0
	BBB			437.1%		330.0
	BB			363.4%		704.6
	B			296.0%		1,112.6
	<B: Defaulted	-33.2%
	<B: Not Defaulted			179.0%		1,493.5
	<B: Default Status Unknown	-33.2%		179.0%		1,493.5
	NR	-33.2%		179.0%		1,493.5
	Loan CDS
	AAA	-2.5%
	AA	-4.3%
	A	-5.9%
	BBB	-8.5%
	BB	-24.9%
	B	-31.9%
	<B: Defaulted	-33.0%
	<B: Not Defaulted	-33.0%
	<B: Default Status Unknown	-33.0%
	NR	-33.0%
	Covered Bonds
	AAA			171.0%		57.3
	AA			275.0%		99.0
	A			274.2%		137.1
	BBB			235.8%		196.9
	BB			305.4%		578.7
	B			247.2%		741.6
	<B: Defaulted	-23.6%
	<B: Not Defaulted			195.2%		1,135.1
	<B: Default Status Unknown	-23.6%		195.2%		1,135.1
	NR	-23.6%		195.2%		1,135.1
	Indices
	CDX IG (Series 9)
	CDX IG (On the run)			548.2%		292.3
	CDX IG (Other Series)			548.2%		292.3
	CDX HY			247.8%		898.6
	CDX Other			286.3%		595.5
	iTraxx Main			480.0%		250.0
	iTraxx XO			290.6%		922.4
	iTraxx Other			317.3%		586.2
	Loan Indices
	Index Tranches
	CDX IG (Series 9)
	CDX IG (On the run)			548.2%		292.3
	CDX IG (Other Series)			548.2%		292.3
	CDX HY			247.8%		898.6
	CDX Other			286.3%		595.5
	iTraxx Main			480.0%		250.0
	iTraxx XO			290.6%		922.4
	iTraxx Other			317.3%		586.2
	Loan Indices
	Index Options
	CDX IG (Series 9)
	CDX IG (On the run)			548.2%		292.3
	CDX IG (Other Series)			548.2%		292.3
	CDX HY			247.8%		898.6
	CDX Other			286.3%		595.5
	iTraxx Main			480.0%		250.0
	iTraxx XO			290.6%		922.4
	iTraxx Other			317.3%		586.2
	Loan Indices
	Other / Unspecified
	AAA			85.2%		57.1
	AA			137.1%		98.7
	A			136.7%		136.7
	BBB			117.5%		196.2
	BB			152.1%		576.6
	B			123.2%		739.0
	<B: Defaulted	-23.5%
	<B: Not Defaulted			97.2%		1,131.0
	<B: Default Status Unknown	-23.5%		97.2%		1,131.0
	NR	-23.5%		97.2%		1,131.0

---

Sheet 19: Corporate Credit-EM

DFAST 2021: Severely Adverse Scenario
Corporate Credit-Emerging Markets
		Relative MV Shock (%)		Spread Widening (%)		Spread Widening (bps)
	Bonds
	AAA			273.9%		140.7
	AA			216.2%		243.1
	A			204.7%		336.8
	BBB			180.2%		483.6
	BB			334.5%		1,421.1
	B			270.5%		1,821.2
	<B: Defaulted	-48.7%
	<B: Not Defaulted			198.4%		2,787.4
	<B: Default Status Unknown	-48.7%		198.4%		2,787.4
	NR	-48.7%		198.4%		2,787.4
	Loans
	AAA	-4.3%
	AA	-7.4%
	A	-10.3%
	BBB	-14.7%
	BB	-37.2%
	B	-46.7%
	<B: Defaulted	-48.4%
	<B: Not Defaulted	-48.4%
	<B: Default Status Unknown	-48.4%
	NR	-48.4%
	Single Name CDS
	AAA			737.7%		99.6
	AA			326.9%		172.1
	A			299.3%		238.4
	BBB			282.2%		342.3
	BB			462.8%		1,005.9
	B			305.6%		1,289.1
	<B: Defaulted	-34.5%
	<B: Not Defaulted			182.6%		1,840.3
	<B: Default Status Unknown	-34.5%		182.6%		1,840.3
	NR	-34.5%		182.6%		1,840.3
	Loan CDS
	AAA	-3.0%
	AA	-5.2%
	A	-7.3%
	BBB	-10.4%
	BB	-26.3%
	B	-33.1%
	<B: Defaulted	-34.2%
	<B: Not Defaulted	-34.2%
	<B: Default Status Unknown	-34.2%
	NR	-34.2%
	Covered Bonds
	AAA			274.9%		70.6
	AA			217.0%		122.0
	A			205.4%		169.0
	BBB			180.9%		242.7
	BB			335.7%		713.1
	B			271.4%		913.8
	<B: Defaulted	-24.5%
	<B: Not Defaulted			199.1%		1,398.6
	<B: Default Status Unknown	-24.5%		199.1%		1,398.6
	NR	-24.5%		199.1%		1,398.6
	Indices
	CDX EM			159.5%		319.0
	CDX Latam Corp			276.7%		736.3
	CDX Other			276.7%		736.3
	iTraxx Asia IG			465.3%		305.7
	iTraxx Asia HY
	iTraxx CEEMEA Corp			663.4%		736.3
	iTraxx Other			465.3%		305.7
	Loan Indices			209.3%		766.2
	Index Tranches
	CDX EM			159.5%		319.0
	CDX Latam Corp			276.7%		736.3
	CDX Other			276.7%		736.3
	iTraxx Asia IG			465.3%		305.7
	iTraxx Asia HY
	iTraxx CEEMEA Corp			663.4%		736.3
	iTraxx Other			465.3%		305.7
	Loan Indices			209.3%		766.2
	Index Options
	CDX EM			159.5%		319.0
	CDX Latam Corp			276.7%		736.3
	CDX Other			276.7%		736.3
	iTraxx Asia IG			465.3%		305.7
	iTraxx Asia HY
	iTraxx CEEMEA Corp			663.4%		736.3
	iTraxx Other			465.3%		305.7
	Loan Indices			209.3%		766.2
	Other / Unspecified
	AAA			137.1%		70.4
	AA			108.1%		121.6
	A			102.4%		168.4
	BBB			90.1%		241.8
	BB			167.2%		710.6
	B			135.2%		910.6
	<B: Defaulted	-24.4%
	<B: Not Defaulted			99.2%		1,393.7
	<B: Default Status Unknown	-24.4%		99.2%		1,393.7
	NR	-24.4%		99.2%		1,393.7

---

Sheet 20: Sovereign Credit

DFAST 2021: Severely Adverse Scenario
Sovereign Credit
			Spread Widening (%)		Spread Widening (bps)
	Australia		479.8%		65.2
	Austria		1203.7%		118.2
	Belgium		1090.1%		149.1
	Canada		721.4%		74.8
	Cyprus		720.7%		389.4
	Denmark		667.0%		60.2
	Estonia		214.8%		137.4
	Finland		469.4%		62.6
	France		767.1%		141.6
	Germany		808.2%		89.1
	Greece		290.3%		389.4
	Ireland		1109.8%		260.3
	Italy		393.9%		471.3
	Japan		240.9%		41.3
	Malta		313.2%		169.2
	Netherlands		770.1%		87.2
	New Zealand		479.8%		65.2
	Norway		251.8%		28.6
	Portugal		881.6%		431.9
	Slovakia		126.9%		65.6
	Slovenia		126.9%		65.6
	Spain		729.6%		394.2
	Sweden		527.3%		62.6
	Switzerland		1111.1%		89.1
	United Kingdom		750.9%		156.9
	United States		721.4%		74.8
	Other		325.2%		159.3
	Bulgaria		428.4%		195.5
	Croatia		325.1%		244.9
	Czech Republic		136.4%		52.7
	Hungary		445.5%		288.0
	Iceland		138.1%		87.0
	Latvia		227.3%		145.4
	Lithuania		198.5%		129.4
	Poland		227.8%		140.0
	Romania		206.7%		230.2
	Russia		403.0%		398.3
	Ukraine		56.0%		317.9
	Other		444.2%		202.7
	Argentina		51.1%		529.9
	Brazil		229.5%		490.8
	Chile		241.7%		126.2
	Colombia		307.2%		360.1
	Mexico		224.4%		265.8
	Panama		368.4%		263.4
	Peru		476.6%		294.9
	Venezuela		14.4%		1,908.4
	Other		447.4%		529.9
	China		191.5%		74.4
	Hong Kong		63.1%		27.7
	India		170.2%		169.0
	Indonesia		270.4%		251.7
	Kazakhstan		312.1%		232.6
	Malaysia		281.7%		129.9
	Philippines		503.6%		231.1
	Singapore		299.7%		131.5
	South Korea		450.0%		108.3
	Taiwan		338.5%		131.5
	Thailand		258.6%		109.7
	Vietnam		194.7%		237.7
	Other		205.2%		152.9
	Bahrain		45.8%		151.5
	Dubai		204.9%		276.7
	Egypt		60.8%		260.6
	Israel		153.0%		80.9
	Jordan		2.2%		988.8
	Kuwait		139.1%		99.1
	Lebanon		6.3%		2,787.0
	Qatar		220.6%		93.4
	Saudi Arabia		139.1%		99.1
	Turkey		103.0%		523.1
	United Arab Emirates		204.9%		276.7
	Other		654.9%		884.3
	Nigeria		69.3%		297.0
	South Africa		122.2%		333.5
	Other		73.5%		315.3
	Supranationals		659.7%		68.4

---

Sheet 21: Credit Correlation

DFAST 2021: Severely Adverse Scenario
Credit Correlation
	Absolute Change in Correlations (Pts) (e.g. 1.00 = from 75% to 76%)
	CDX IG	3Y	5Y	7Y	10Y	Other
	3%	13.0	13.0	13.0	13.0	13.0
	7%	15.0	15.0	15.0	15.0	15.0
	10%	17.0	17.0	17.0	17.0	17.0
	15%	19.0	19.0	19.0	19.0	19.0
	30%	21.0	21.0	21.0	21.0	21.0
	CDX HY	3Y	5Y	7Y	10Y	Other
	10%	13.0	13.0	13.0	13.0	13.0
	15%	15.0	15.0	15.0	15.0	15.0
	25%	17.0	17.0	17.0	17.0	17.0
	35%	19.0	19.0	19.0	19.0	19.0
	CDX Other	3Y	5Y	7Y	10Y	Other
	Equity	17.0	17.0	17.0	17.0	17.0
	Mezzanine	17.0	17.0	17.0	17.0	17.0
	iTraxx Main	3Y	5Y	7Y	10Y	Other
	3%	15.0	15.0	15.0	15.0	15.0
	6%	17.0	17.0	17.0	17.0	17.0
	9%	19.0	19.0	19.0	19.0	19.0
	12%	21.0	21.0	21.0	21.0	21.0
	22%	23.0	23.0	23.0	23.0	23.0
	iTraxx XO	3Y	5Y	7Y	10Y	Other
	10%	15.0	15.0	15.0	15.0	15.0
	15%	17.0	17.0	17.0	17.0	17.0
	25%	19.0	19.0	19.0	19.0	19.0
	35%	21.0	21.0	21.0	21.0	21.0
	iTraxx Other	3Y	5Y	7Y	10Y	Other
	Equity	19.0	19.0	19.0	19.0	19.0
	Mezzanine	19.0	19.0	19.0	19.0	19.0
	Loan Indices	3Y	5Y	7Y	10Y	Other
	8%	19.0	19.0	19.0	19.0	19.0
	15%	19.0	19.0	19.0	19.0	19.0
	30%	19.0	19.0	19.0	19.0	19.0

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Sheet 22: Private Equity

DFAST 2021: Severely Adverse Scenario
Private Equity (GICS-Based Data Input)
				Relative Carry FAIR Value Shock (%)						Relative Carry NON-FAIR Value Shock (%)
	Sector	GICS Code	Industry Group	United States	Western Europe	Other Developed Markets	Emerging Markets	Unspecified Geography		United States	Western Europe	Other Developed Markets	Emerging Markets	Unspecified Geography
	Energy	1010	Energy	-53.7%	-53.2%	-53.0%	-68.4%	-53.0%		-53.7%	-53.2%	-53.0%	-68.4%	-53.0%
	Materials	1510	Materials	-63.9%	-59.5%	-60.8%	-71.9%	-60.8%		-63.9%	-59.5%	-60.8%	-71.9%	-60.8%
	Industrials	2010	Capital Goods	-61.9%	-64.0%	-61.9%	-69.4%	-61.9%		-61.9%	-64.0%	-61.9%	-69.4%	-61.9%
	Industrials	2020	Commercial & Professional Services	-52.7%	-54.2%	-52.7%	-58.3%	-52.7%		-52.7%	-54.2%	-52.7%	-58.3%	-52.7%
	Industrials	2030	Transportation	-52.4%	-57.9%	-51.7%	-71.3%	-51.7%		-52.4%	-57.9%	-51.7%	-71.3%	-51.7%
	Industrials	20	Unspecified	-61.9%	-64.0%	-61.9%	-69.4%	-61.9%		-61.9%	-64.0%	-61.9%	-69.4%	-61.9%
	Consumer Discretionary	2510	Automobiles & Components	-65.0%	-67.2%	-65.0%	-73.1%	-65.0%		-65.0%	-67.2%	-65.0%	-73.1%	-65.0%
	Consumer Discretionary	2520	Consumer Durables & Apparel	-52.1%	-59.1%	-53.6%	-72.5%	-53.6%		-52.1%	-59.1%	-53.6%	-72.5%	-53.6%
	Consumer Discretionary	2530	Consumer Services	-48.4%	-55.1%	-49.1%	-59.6%	-49.1%		-48.4%	-55.1%	-49.1%	-59.6%	-49.1%
	Consumer Discretionary	2550	Retailing	-45.5%	-56.8%	-46.1%	-67.3%	-46.1%		-45.5%	-56.8%	-46.1%	-67.3%	-46.1%
	Consumer Discretionary	25	Unspecified	-50.7%	-62.4%	-58.6%	-72.2%	-58.6%		-50.7%	-62.4%	-58.6%	-72.2%	-58.6%
	Consumer Staples	3010	Food & Staples Retailing	-42.5%	-44.2%	-39.3%	-60.5%	-39.3%		-42.5%	-44.2%	-39.3%	-60.5%	-39.3%
	Consumer Staples	3020	Food, Beverage & Tobacco	-42.5%	-44.2%	-39.3%	-60.5%	-39.3%		-42.5%	-44.2%	-39.3%	-60.5%	-39.3%
	Consumer Staples	3030	Household & Personal Products	-41.9%	-43.6%	-36.2%	-50.6%	-36.2%		-41.9%	-43.6%	-36.2%	-50.6%	-36.2%
	Consumer Staples	30	Unspecified	-42.5%	-44.2%	-39.3%	-60.5%	-39.3%		-42.5%	-44.2%	-39.3%	-60.5%	-39.3%
	Health Care	3510	Health Care Equipment & Svcs	-43.2%	-43.6%	-39.5%	-57.4%	-41.1%		-43.2%	-43.6%	-39.5%	-57.4%	-41.1%
	Health Care	3520	Pharma., Bio. & Life Sciences	-43.2%	-41.9%	-39.5%	-49.5%	-39.5%		-43.2%	-41.9%	-39.5%	-49.5%	-39.5%
	Health Care	35	Unspecified	-43.7%	-41.9%	-41.1%	-49.5%	-39.5%		-43.7%	-41.9%	-41.1%	-49.5%	-39.5%
	Financials (excl Real Estate)	4010	Banks	-66.9%	-69.3%	-66.9%	-75.5%	-66.9%		-66.9%	-69.3%	-66.9%	-75.5%	-66.9%
	Financials (excl Real Estate)	4020	Diversified Financials	-66.9%	-69.3%	-66.9%	-75.5%	-66.9%		-66.9%	-69.3%	-66.9%	-75.5%	-66.9%
	Financials (excl Real Estate)	4030	Insurance	-62.9%	-65.0%	-62.9%	-70.6%	-62.9%		-62.9%	-65.0%	-62.9%	-70.6%	-62.9%
	Financials (excl Real Estate)		Unspecified	-66.9%	-69.3%	-66.9%	-75.5%	-66.9%		-66.9%	-69.3%	-66.9%	-75.5%	-66.9%
	Information Technology	4510	Software & Services	-46.9%	-51.3%	-44.3%	-57.1%	-44.3%		-46.9%	-51.3%	-44.3%	-57.1%	-44.3%
	Information Technology	4520	Technology Hardware & Equipment	-47.2%	-55.6%	-47.1%	-59.9%	-47.1%		-47.2%	-55.6%	-47.1%	-59.9%	-47.1%
	Information Technology	4530	Semicondt. & Semicondt. Equip.	-47.2%	-55.6%	-43.0%	-51.9%	-43.0%		-47.2%	-55.6%	-43.0%	-51.9%	-43.0%
	Information Technology	45	Unspecified	-46.9%	-54.1%	-47.2%	-60.2%	-47.2%		-46.9%	-54.1%	-47.2%	-60.2%	-47.2%
	Communication Services	5010	Telecommunication Services	-46.9%	-51.3%	-44.3%	-57.1%	-44.3%		-46.9%	-51.3%	-44.3%	-57.1%	-44.3%
	Communication Services	5020	Media & Entertainment	-48.4%	-55.1%	-49.1%	-59.6%	-49.1%		-48.4%	-55.1%	-49.1%	-59.6%	-49.1%
	Communication Services	50	Unspecified	-46.9%	-51.3%	-44.3%	-57.1%	-44.3%		-46.9%	-51.3%	-44.3%	-57.1%	-44.3%
	Utilities	5510	Utilities	-42.4%	-52.0%	-41.8%	-64.4%	-41.8%		-42.4%	-52.0%	-41.8%	-64.4%	-41.8%
	Real Estate	6010	Real Estate	-67.2%	-69.5%	-67.2%	-75.8%	-67.2%		-67.2%	-69.5%	-67.2%	-75.8%	-67.2%
	Unspecified Sector/Industry	N/A	Minority Interest in Hedge Funds	-54.7%	-58.1%	-53.9%	-66.1%	-53.9%		-54.7%	-58.1%	-53.9%	-66.1%	-53.9%
	Unspecified Sector/Industry	N/A	Fund Seed Capital	-54.7%	-58.1%	-53.9%	-66.1%	-53.9%		-54.7%	-58.1%	-53.9%	-66.1%	-53.9%
	Unspecified Sector/Industry	N/A	Infrastructure Funds	-54.7%	-58.1%	-53.9%	-66.1%	-53.9%		-54.7%	-58.1%	-53.9%	-66.1%	-53.9%
	Unspecified Sector/Industry	Unsp	Other Unspecified Sector/Industry	-54.7%	-58.1%	-53.9%	-66.1%	-53.9%		-54.7%	-58.1%	-53.9%	-66.1%	-53.9%
	Unfunded commitments ($MM)			-18.2%	-19.4%	-18.0%	-22.0%	-18.0%		-18.2%	-19.4%	-18.0%	-22.0%	-18.0%

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Sheet 23: Other Fair Value Assets

DFAST 2021: Severely Adverse Scenario
Other Fair Value Assets (GICS-Based Data Input)
				Relative Fair Value Shock (%)
	Sector	GICS Code	Industry Group	United States		Non-US
				Equity	Debt	Equity	Debt
	Energy	1010	Energy	-53.7%	-21.5%	-53.0%	-21.2%
	Materials	1510	Materials	-63.9%	-25.6%	-60.8%	-24.3%
	Industrials	2010	Capital Goods	-61.9%	-24.8%	-61.9%	-24.8%
	Industrials	2020	Commercial & Professional Services	-52.7%	-21.1%	-52.7%	-21.1%
	Industrials	2030	Transportation	-52.4%	-21.0%	-51.7%	-20.7%
	Industrials	20	Unspecified	-61.9%	-24.8%	-61.9%	-24.8%
	Consumer Discretionary	2510	Automobiles & Components	-65.0%	-32.5%	-65.0%	-26.0%
	Consumer Discretionary	2520	Consumer Durables & Apparel	-52.1%	-26.0%	-53.6%	-21.4%
	Consumer Discretionary	2530	Consumer Services	-48.4%	-24.2%	-49.1%	-19.7%
	Consumer Discretionary	2550	Retailing	-45.5%	-22.8%	-46.1%	-18.5%
	Consumer Discretionary	25	Unspecified	-50.7%	-25.3%	-58.6%	-23.4%
	Consumer Staples	3010	Food & Staples Retailing	-42.5%	-10.6%	-39.3%	-15.7%
	Consumer Staples	3020	Food, Beverage & Tobacco	-42.5%	-10.6%	-39.3%	-15.7%
	Consumer Staples	3030	Household & Personal Products	-41.9%	-10.5%	-36.2%	-14.5%
	Consumer Staples	30	Unspecified	-42.5%	-10.6%	-39.3%	-15.7%
	Health Care	3510	Health Care Equipment & Svcs	-43.2%	-7.9%	-39.5%	-15.8%
	Health Care	3520	Pharma., Bio. & Life Sciences	-43.2%	-7.9%	-39.5%	-15.8%
	Health Care	35	Unspecified	-43.7%	-7.9%	-41.1%	-16.4%
	Financials (excl Real Estate)	4010	Banks	-66.9%	-26.8%	-66.9%	-26.8%
	Financials (excl Real Estate)	4020	Diversified Financials	-66.9%	-26.8%	-66.9%	-26.8%
	Financials (excl Real Estate)	4030	Insurance	-62.9%	-25.1%	-62.9%	-25.1%
	Financials (excl Real Estate)		Unspecified	-66.9%	-26.8%	-66.9%	-26.8%
	Information Technology	4510	Software & Services	-46.9%	-21.1%	-44.3%	-22.2%
	Information Technology	4520	Technology Hardware & Equipment	-47.2%	-21.3%	-47.1%	-23.6%
	Information Technology	4530	Semicondt. & Semicondt. Equip.	-47.2%	-21.3%	-43.0%	-21.5%
	Information Technology	45	Unspecified	-46.9%	-21.1%	-47.2%	-23.6%
	Communication Services	5010	Telecommunication Services	-46.9%	-21.1%	-44.3%	-22.2%
	Communication Services	5020	Media & Entertainment	-48.4%	-24.2%	-49.1%	-19.7%
	Communication Services	50	Unspecified	-46.9%	-21.1%	-44.3%	-22.2%
	Utilities	5510	Utilities	-42.4%	-5.5%	-41.8%	-6.6%
	Real Estate	6010	Real Estate	-67.2%	-26.9%	-67.2%	-26.9%
	Tax Credits	N/A	Section 42 Housing Credits	-4.9%
	Tax Credits	N/A	Section 45 Alternative Energy Investments	-13.9%
	Tax Credits	N/A	Other Tax Credits	-4.9%	-4.9%	-3.5%	-3.5%
	Unspecified Sector/Industry	Unsp	Other Unspecified Sector/Industry	-54.7%	-13.1%	-53.9%	-6.3%