Interest rate sensitivities

	A	B	C	D	E	F	G	H	I	J	K	L	N	O	R	S	U
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4		Curve instruments								Curve configurations
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6		Deposits								Base curve configuration			Parallel spreaded		Zero interpolated spread
7		Rate	Time Unit	Tenor Number	Fixing Days	Calendar	Day Convention	Day Counter		Day Counter	Actual365Fixed		Spread	0,0005	Date	Spread
8		0,003120	Months	6	3	TARGET	Following	Actual360		Interpolator	LogCubic				2016/03/08	-0,0007
9										Bootstrap Trait	Discount				2017/03/08	-0,0006
10		FRAs								As Of Date	2016/03/08				2018/03/08	-0,0005
11		Rate	Months to start	Months to end	Fixing Days	Calendar	Day Convention	Day Counter		Compounding	Continuous				2019/03/08	-0,0004
12		0,002930	1	7	2	TARGET	ModifiedFollowing	Actual360							2020/03/08	-0,0003	GENERATELINEARINTERPOLATEDSPREADZEROCURVE
13		0,002720	2	8	2	TARGET	ModifiedFollowing	Actual360							2021/03/08	-0,0002
14		0,002600	3	9	2	TARGET	ModifiedFollowing	Actual360		0,00351109	2016-03-08	0	#NAME?		2022/03/08	-0,0001	#NAME?
15		0,002560	4	10	2	TARGET	ModifiedFollowing	Actual360		0,00351108	2016-03-09	1			2023/03/08	0
16		0,002520	5	11	2	TARGET	ModifiedFollowing	Actual360		0,00351105	2016-03-10	2			2024/03/08	0,0001
17		0,002480	6	12	2	TARGET	ModifiedFollowing	Actual360		0,003511	2016-03-11	3			2025/03/08	0,0002
18		0,002540	7	13	2	TARGET	ModifiedFollowing	Actual360		0,00351094	2016-03-12	4			2026/03/08	0,0003
19		0,002610	8	14	2	TARGET	ModifiedFollowing	Actual360		0,00351085	2016-03-13	5			2027/03/08	0,0004
20		0,002670	9	15	2	TARGET	ModifiedFollowing	Actual360		0,00351074	2016-03-14	6			2028/03/08	0,0005
21		0,002790	10	16	2	TARGET	ModifiedFollowing	Actual360		0,00351061	2016-03-15	7			2029/03/08	0,0006
22		0,002910	11	17	2	TARGET	ModifiedFollowing	Actual360		0,00351047	2016-03-16	8			2030/03/08	0,0007
23		0,003030	12	18	2	TARGET	ModifiedFollowing	Actual360		0,0035103	2016-03-17	9			2031/03/08	0,0008
24		0,003180	13	19	2	TARGET	ModifiedFollowing	Actual360		0,00351012	2016-03-18	10			2032/03/08	0,0009
25		0,003350	14	20	2	TARGET	ModifiedFollowing	Actual360		0,00350991	2016-03-19	11			2033/03/08	0,001
26		0,003520	15	21	2	TARGET	ModifiedFollowing	Actual360		0,00350969	2016-03-20	12			2034/03/08	0,0011
27		0,003710	16	22	2	TARGET	ModifiedFollowing	Actual360		0,00350944	2016-03-21	13			2035/03/08	0,0012
28		0,003890	17	23	2	TARGET	ModifiedFollowing	Actual360		0,00350918	2016-03-22	14			2036/03/08	0,0013
29		0,004090	18	24	2	TARGET	ModifiedFollowing	Actual360		0,0035089	2016-03-23	15
30										0,00350859	2016-03-24	16
31		Swaps								0,00350827	2016-03-25	17
32		Rate	Time Unit	Tenor Number	Calendar	Fixed Leg Frequency	Fixed Leg Convention	Fixed Leg Day Counter	Floating Leg Index	0,00350793	2016-03-26	18
33		0,004240	Years	3	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350757	2016-03-27	19
34		0,005760	Years	4	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350719	2016-03-28	20
35		0,007620	Years	5	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350679	2016-03-29	21
36		0,009540	Years	6	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350637	2016-03-30	22
37		0,011350	Years	7	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350593	2016-03-31	23
38		0,013030	Years	8	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350547	2016-04-01	24
39		0,014520	Years	9	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,003505	2016-04-02	25
40		0,015840	Years	10	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,0035045	2016-04-03	26
41		0,018090	Years	12	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350398	2016-04-04	27
42		0,020370	Years	15	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350345	2016-04-05	28
43		0,021870	Years	20	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350289	2016-04-06	29
44		0,022340	Years	25	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350231	2016-04-07	30
45		0,022560	Years	30	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350172	2016-04-08	31
46		0,022950	Years	35	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,0035011	2016-04-09	32
47		0,023480	Years	40	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00350047	2016-04-10	33
48		0,024210	Years	50	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00349982	2016-04-11	34
49		0,024630	Years	60	TARGET	Annual	Unadjusted	Thirty360	Euribor6M	0,00349914	2016-04-12	35
50										0,00349845	2016-04-13	36
51										0,00349774	2016-04-14	37
52										0,00349701	2016-04-15	38
53										0,00349626	2016-04-16	39
54										0,00349549	2016-04-17	40
55										0,0034947	2016-04-18	41
56										0,00349389	2016-04-19	42
57										0,00349306	2016-04-20	43
58										0,00349221	2016-04-21	44
59										0,00349134	2016-04-22	45
60										0,00349045	2016-04-23	46
61										0,00348955	2016-04-24	47
62										0,00348862	2016-04-25	48
63										0,00348768	2016-04-26	49
64										0,00348671	2016-04-27	50
65										0,00348572	2016-04-28	51
66										0,00348472	2016-04-29	52
67										0,0034837	2016-04-30	53
68										0,00348265	2016-05-01	54
69										0,00348159	2016-05-02	55
70										0,00348051	2016-05-03	56
71										0,0034794	2016-05-04	57
72										0,00347828	2016-05-05	58
73										0,00347714	2016-05-06	59
74										0,00347598	2016-05-07	60
75										0,0034748	2016-05-08	61
76										0,0034736	2016-05-09	62
77										0,00347238	2016-05-10	63
78										0,00347114	2016-05-11	64
79										0,00346989	2016-05-12	65
80										0,00346861	2016-05-13	66
81										0,00346731	2016-05-14	67
82										0,00346599	2016-05-15	68
83										0,00346466	2016-05-16	69
84										0,0034633	2016-05-17	70
85										0,00346193	2016-05-18	71
86										0,00346053	2016-05-19	72
87										0,00345912	2016-05-20	73
88										0,00345769	2016-05-21	74
89										0,00345623	2016-05-22	75
90										0,00345476	2016-05-23	76
91										0,00345327	2016-05-24	77
92										0,00345176	2016-05-25	78
93										0,00345022	2016-05-26	79
94										0,00344867	2016-05-27	80
95										0,0034471	2016-05-28	81
96										0,00344551	2016-05-29	82
97										0,0034439	2016-05-30	83
98										0,00344228	2016-05-31	84
99										0,00344063	2016-06-01	85
100										0,00343896	2016-06-02	86