title: Commission Implementing Regulation (EU) 2015/2450 of 2 December 2015 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance)

text:
               31.12.2015

               EN

               Official Journal of the European Union

               L 347/1

         COMMISSION IMPLEMENTING REGULATION (EU) 2015/2450
   of 2 December 2015
   laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council
   (Text with EEA relevance)
   THE EUROPEAN COMMISSION,
   Having regard to the Treaty on the Functioning of the European Union,
   Having regard to Directive 2009/138/EC of 25 November 2009 of the European Parliament and of the Council on the taking up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 35(10), the third subparagraph of Article 244(6) and the second subparagraph of Article 245(6) thereof,
   Whereas:

               (1)

               For the purposes of facilitating effective supervision of insurance and reinsurance undertakings, it is appropriate to establish the templates for the submission of information referred to in Article 35(1) and (2) of Directive 2009/138/EC for individual undertakings and in Article 244(2) and Article 245(2) of that Directive for groups to the supervisory authorities.

               (2)

               An adequate level of detail of the information to be submitted is crucial for a proper implementation of a risk-based supervisory review process. The templates are a visual representation of the information to be reported and specify the level of detail of that information.

               (3)

               The harmonisation of the templates to be used when submitting information to supervisory authorities is an essential instrument to promote supervisory convergence. For this reason the information to be reported in accordance with Directive 2009/138/EC should be submitted as specified in the templates provided for by this Regulation.

               (4)

               In practice, the information will be reported in electronic form as set out in Article 313 of Commission Delegated Regulation (EU) 2015/35 (2).

               (5)

               Insurance and reinsurance undertakings and groups should only submit the information applicable for their business. For example, certain options provided for by Directive 2009/138/EC, like the use of the matching adjustment for the calculation of the technical provisions or the use of a full or partial internal model or of underwriting-specific parameters for the calculation of the solvency capital requirement, affect the scope of the information to be submitted. In most cases, only a subset of the templates provided for in this Regulation should be submitted, as not all the templates are applicable for all undertakings.

               (6)

               The provisions of this Regulation are closely linked to each other, since they all deal with the submission of information from insurance and reinsurance undertakings and groups to the supervisory authorities. To ensure coherence between those provisions, which should enter into force at the same time, to facilitate a comprehensive understanding of those provisions and to ensure easy access to them by persons subject to the reporting obligations, including investors not established in the Union, it is desirable to include all the implementing technical standards required by Article 35(10), Article 244(6) and Article 245(6) of Directive 2009/138/EC in a single Regulation.

               (7)

               This Regulation is based on the draft implementing technical standards submitted by the European Insurance and Occupational Pensions Authority to the Commission.

               (8)

               The European Insurance and Occupational Pensions Authority has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Insurance and Reinsurance Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1094/2010 of the European Parliament and of the Council (3).

               (9)

               In order to ensure that supervisory reporting is effectively applied in a uniform manner from the date on which the reporting obligations apply, this Regulation should enter into force as soon as possible and apply from 1 January 2016,

         HAS ADOPTED THIS REGULATION:
   CHAPTER I

      GENERAL PROVISIONS AND SUPERVISORY REPORTING REQUIREMENTS

   Article 1
   Subject matter
   This Regulation lays down implementing technical standards on regular supervisory reporting by establishing the templates for the submission of information to the supervisory authorities referred to in Article 35(1) and (2) of Directive 2009/138/EC for individual insurance and reinsurance undertakings and in Article 244(2) and Article 245(2) of Directive 2009/138/EC for groups.
   Article 2
   Supervisory reporting formats
   Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in this Regulation in the data exchange formats and representations determined by the supervisory authorities or by the group supervisor and in accordance with the following specifications:

               (a)

               data points with the data type ‘monetary’ shall be expressed in units with no decimals with the exception of templates S.06.02, S.08.01, S.08.02 and S.11.01, which shall be expressed in units with two decimals;

               (b)

               data points with the data type ‘percentage’ shall be expressed as per unit with four decimals;

               (c)

               data points with the data type ‘integer’ shall be expressed in units with no decimals.

         Article 3
   Currency
   1.   For the purposes of this Regulation ‘reporting currency’, unless otherwise required by the supervisory authority, shall be:

               (a)

               for individual reporting, the currency used for the preparation of the insurance or reinsurance undertaking's financial statements;

               (b)

               for group reporting, the currency used for the preparation of the consolidated financial statements.

         2.   Data points with the data type ‘monetary’ shall be reported in the reporting currency, which requires the conversion of any other currency into the reporting currency unless otherwise stated in this Regulation.
   3.   When expressing the value of any asset or liability denominated in a currency other than the reporting currency, the value shall be converted into the reporting currency as if the conversion had taken place at the closing rate on the last day for which the appropriate rate is available in the reporting period to which the asset or liability relates.
   4.   When expressing the value of any income or expense, the value shall be converted into the reporting currency using such basis of conversion as that used for accounting purposes.
   5.   The conversion into the reporting currency shall be calculated by applying the exchange rate from the same source as that used for the insurance or reinsurance undertaking's financial statements in the case of individual reporting or for the consolidated financial statements in the case of group reporting, unless otherwise required by the supervisory authority.
   Article 4
   Re-submission of data
   Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall re-submit as soon as practicable the information reported using the templates referred to in this Regulation when the information originally reported has materially changed in relation to the same reporting period after the last submission to the supervisory authorities or to the group supervisor.
   CHAPTER II

      QUANTITATIVE REPORTING TEMPLATES FOR INDIVIDUAL UNDERTAKINGS

   Article 5
   Quantitative templates for the opening information for individual undertakings
   Insurance and reinsurance undertakings shall submit the information referred to in Article 314(1)(a) and (c) of Commission Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.01.01.03 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

               (b)

               template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

               (c)

               template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II;

               (d)

               template S.02.01.02 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation;

               (e)

               template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

               (f)

               where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

               (g)

               where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

               (h)

               where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

               (i)

               where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

               (j)

               where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

         Article 6
   Quarterly quantitative templates for individual undertakings
   1.   Insurance and reinsurance undertakings shall submit quarterly, unless the scope or frequency of the reporting is limited in accordance with Article 35(6) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.01.01.02 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

               (b)

               template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

               (c)

               template S.02.01.02 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation;

               (d)

               template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

               (e)

               template S.06.02.01 of Annex I, providing an item–by-item list of assets, following the instructions set out in section S.06.02 of Annex II and using the Complementary Identification Code (‘CIC code’) as set out in Annex V and defined in Annex VI;

               (f)

               where the ratio of collective investments held by the undertaking to total investments is higher than 30 %, template S.06.03.01 of Annex I, providing information on the look-through of all collective investments held by the undertaking, following the instructions set out in section S.06.03 of Annex II;

               (g)

               template S.08.01.01 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

               (h)

               template S.08.02.01 of Annex I, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

               (i)

               template S.12.01.02 of Annex I, specifying information on the technical provisions relating to life insurance and health insurance pursued on a similar technical basis to that of life insurance (‘health SLT’) for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

               (j)

               template S.17.01.02 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

               (k)

               template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

               (l)

               where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

               (m)

               where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

         2.   For the purposes of point (f) of paragraph 1, the ratio of collective investments held by the undertaking to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02.
   Article 7
   Simplifications allowed on quarterly reporting for individual undertakings
   1.   With regard to the information referred to in point (c) of Article 6(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.
   2.   When submitting the information referred to in points (i) and (j) of Article 6(1), insurance and reinsurance undertakings may apply simplified methods in the calculation of the technical provisions.
   Article 8
   Annual quantitative templates for individual undertakings — Basic information and content of submission
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

               (b)

               template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex II;

               (c)

               template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II.

         Article 9
   Annual quantitative templates for individual undertakings — Balance sheet and other general information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.02.01.01 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

               (b)

               template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex II;

               (c)

               template S.03.01.01 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex II;

               (d)

               template S.03.02.01 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex II;

               (e)

               template S.03.03.01 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex II;

               (f)

               template S.04.01.01 of Annex I, specifying information on activity by country, including EEA and non-EEA, applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.04.01 of Annex II to this Regulation;

               (g)

               template S.04.02.01 of Annex I, specifying information on class 10 in Part A of Annex I of Directive 2009/138/EC, excluding carrier's liability, following the instructions set out in section S.04.02 of Annex II to this Regulation;

               (h)

               template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

               (i)

               template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country, applying the valuation and recognition principles used in the undertaking's financial statements, following the instructions set out in section S.05.02 of Annex II.

         Article 10
   Annual quantitative templates for individual undertakings — Investments information
   Insurance and reinsurance undertakings shall submit annually, unless exempted under Article 35(7) of Directive 2009/138/EC in relation to a specific template, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               where the undertaking is exempted from the annual submission of information in templates S.06.02.01 or S.08.01.01 in accordance with Article 35(7) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex II to this Regulation;

               (b)

               where the undertaking is exempted from reporting the template S.06.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.06.02.01 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

               (c)

               where the undertaking is exempted from reporting the template S.06.03.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC or has not reported it quarterly because the ratio of collective investments held by the undertaking to total investments, as referred to in Article 6(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.01 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex II to this Regulation;

               (d)

               where the value of structured products, determined as the sum of assets classified in categories 5 and 6, as defined in Annex V, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.07.01.01 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex II;

               (e)

               where the undertakings are exempted from reporting the template S.08.01.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.01.01 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

               (f)

               where the undertakings are exempted from reporting the template S.08.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.02.01 of Annex I to this Regulation, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

               (g)

               template S.09.01.01 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex II;

               (h)

               where the value of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.10.01.01 of Annex I, providing an item-by-item list of securities lending and repurchase agreements, on and off-balance sheet, following the instructions set out in section S.10.01 of Annex II;

               (i)

               template S.11.01.01 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex II.

         Article 11
   Annual quantitative templates for individual undertakings — Technical provisions information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.12.01.01 of Annex I, specifying information on life and health SLT technical provisions by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

               (b)

               template S.12.02.01 of Annex I, specifying information on life and health SLT technical provisions by country, following the instructions set out in section S.12.02 of Annex II;

               (c)

               template S.13.01.01 of Annex I, specifying information on the projection of best estimate future cash flows of the life business, following the instructions set out in section S.13.01 of Annex II;

               (d)

               template S.14.01.01 of Annex I, specifying information on life obligations analysis, including life insurance and reinsurance contracts and annuities stemming from non-life contracts, by product and by homogeneous risk group issued by the undertaking, following the instructions set out in section S.14.01 of Annex II;

               (e)

               template S.15.01.01 of Annex I, specifying information on description of the guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.01 of Annex II;

               (f)

               template S.15.02.01 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.02 of Annex II;

               (g)

               template S.16.01.01 of Annex I, specifying information on annuities stemming from non-life insurance obligations issued by the undertaking under direct insurance business originating annuities, regarding all lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.16.01 of Annex II to this Regulation; the information by currency shall only be reported where the best estimate for the annuity claims provisions on a discounted basis from one non-life line of business represents more than 3 % of the total best estimate for all annuity claims provisions, with the following split:

                           (i)

                           amounts for the reporting currency;

                           (ii)

                           amounts for any currency that represents more than 25 % of the best estimate for the annuity claims provisions on a discounted basis in the original currency from that non-life line of business;

                           (iii)

                           amounts for any currency that represents less than 25 % of the best estimate for the annuity claims provisions (discounted basis) in the original currency from that non-life line of business but more than 5 % of total best estimate for all annuity claims provisions;

               (h)

               template S.17.01.01 of Annex I, specifying information on non-life technical provisions by lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

               (i)

               template S.17.02.01 of Annex I, specifying information on non-life technical provisions referred to direct insurance business by country, following the instructions set out in section S.17.02 of Annex II;

               (j)

               template S.18.01.01 of Annex I, specifying information on the projection of future cash flows based on best estimate of the non-life business, following the instructions set out in section S.18.01 of Annex II;

               (k)

               template S.19.01.01 of Annex I, specifying information on non-life insurance claims in the format of development triangles, for the total of each non-life line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.19.01 of Annex II to this Regulation; the information by currency shall only be reported where the total gross best estimate for one non-life line of business represents more than 3 % of the total gross best estimate of the claims provision, with the following split:

                           (i)

                           amounts for the reporting currency;

                           (ii)

                           amounts for any currency that represents more than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business;

                           (iii)

                           amounts for any currency that represents less than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business but more than 5 % of total gross best estimate of the claims provisions in the original currency;

               (l)

               template S.20.01.01 of Annex I, specifying information on the development of the distribution of the claims incurred at the end of the financial year for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.20.01 of Annex II to this Regulation;

               (m)

               template S.21.01.01 of Annex I, specifying information on loss distribution risk profile of non-life business for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.21.01 of Annex II to this Regulation;

               (n)

               template S.21.02.01 of Annex I, specifying information on the non-life underwriting risks, following the instructions set out in section S.21.02 of Annex II;

               (o)

               template S.21.03.01 of Annex I, specifying information on non-life underwriting risks by sum insured by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions in S.21.03 of Annex II to this Regulation.

         Article 12
   Annual quantitative templates for individual undertakings — Long-term guarantees information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.22.01.01 of Annex I, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex II;

               (b)

               template S.22.04.01 of Annex I, specifying information on the interest rate transitional measure, following the instructions set out in section S.22.04 of Annex II;

               (c)

               template S.22.05.01 of Annex I, specifying information on the transitional measure on technical provisions, following the instructions set out in section S.22.05 of Annex II;

               (d)

               template S.22.06.01 of Annex I, specifying information on the best estimate subject to volatility adjustment by country and currency, following the instructions set out in section S.22.06 of Annex II.

         Article 13
   Annual quantitative templates for individual undertakings — Own funds and participations information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

               (b)

               template S.23.02.01 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex II;

               (c)

               template S.23.03.01 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex II;

               (d)

               template S.23.04.01 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex II;

               (e)

               template S.24.01.01 of Annex I, specifying information on participations held by the undertaking and an overview of the calculation for the deduction from own funds related to participations in financial and credit institutions, following the instructions set out in section S.24.01 of Annex II.

         Article 14
   Annual quantitative templates for individual undertakings — Solvency Capital Requirement information
   1.   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

               (b)

               where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

               (c)

               where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

               (d)

               template S.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

               (e)

               template S.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

               (f)

               template S.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

               (g)

               template S.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

               (h)

               template S.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

               (i)

               template S.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

               (j)

               template S.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

               (k)

               template S.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

         2.   In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the entity as a whole.
   3.   Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
   4.   Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.
   Article 15
   Annual quantitative templates for individual undertakings — Minimum capital requirement information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

               (b)

               where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

         Article 16
   Annual quantitative templates for individual undertakings — Variation analysis information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.29.01.01 of Annex I, specifying information on the variation of the excess of assets over liabilities during the reporting year providing a summary of main sources of this variation, following the instructions set out in section S.29.01 of Annex II;

               (b)

               template S.29.02.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by investments and financial liabilities, following the instructions set out in section S.29.02 of Annex II;

               (c)

               templates S.29.03.01 and S.29.04.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by technical provisions, following the instructions set out in section S.29.03 and S.29.04 of Annex II.

         Article 17
   Annual quantitative templates for individual undertakings — Reinsurance and special purpose vehicles information
   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

               (a)

               template S.30.01.01 of Annex I, specifying information on facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 for which facultative reinsurance is used, following the instructions set out in section S.30.01 of Annex II to this Regulation;

               (b)

               template S.30.02.01 of Annex I, specifying information on shares of reinsurers of facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.30.02 of Annex II to this Regulation;

               (c)

               template S.30.03.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.03 of Annex II;

               (d)

               template S.30.04.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.04 of Annex II;

               (e)

               template S.31.01.01 of Annex I, specifying information on the share of reinsurers, following the instructions set out in section S.31.01 of Annex II;

               (f)

               template S.31.02.01 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex II.

         Article 18
   Annual quantitative templates for individual undertakings — ring-fenced funds, material matching adjustment portfolios and remaining part information
   1.   Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 in relation to each material ring-fenced fund, each material matching adjustment portfolio and the remaining part, using the following templates:

               (a)

               template SR.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

               (b)

               for each material ring-fenced fund and for the remaining part, template SR.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

               (c)

               template SR.12.01.01 of Annex I, specifying information on life and health SLT technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

               (d)

               template SR.17.01.01 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

               (e)

               template SR.22.02.01 of Annex I, specifying information on the projection of future cash flows for the best estimate calculation by each material matching adjustment portfolio, following the instructions set out in section S.22.02 of Annex II;

               (f)

               template SR.22.03.01 of Annex I, specifying information on the matching adjustment portfolios by each material matching adjustment portfolio, following the instructions set out in section S.22.03 of Annex II;

               (g)

               where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

               (h)

               where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

               (i)

               where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

               (j)

               template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

               (k)

               template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

               (l)

               template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

               (m)

               template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

               (n)

               template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

               (o)

               template SR.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

               (p)

               template SR.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

               (q)

               template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

         2.   Where a partial internal model is used, the templates referred to in points (j) to (q) shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
   3.   Where a full internal model is used, the templates referred to in points (j) to (q) shall not be reported.
   Article 19
   Annual quantitative templates for individual undertakings — internal model users
   Insurance and reinsurance undertakings that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its supervisory authority on the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.
   Article 20
   Annual quantitative templates for individual undertakings — intra-group-transactions information
   Insurance and reinsurance undertakings which are not part of a group referred to in points (a), (b) or (c) of Article 213(2) of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall submit annually the information referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, using the following templates:

               (a)

               template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions, involving equity-type transactions, debt and asset transfer, following the instructions set out in section S.36.01 of Annex II;

               (b)

               template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, following the instructions set out in section S.36.02 of Annex II;

               (c)

               template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, following the instructions set out in section S.36.03 of Annex II;

               (d)

               template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities other than derivatives and off-balance sheet items and other types of intra-group transactions, following the instructions set out in section S.36.04 of Annex II.

         Article 21
   Quantitative templates for individual undertakings — intra-group transactions information
   Insurance and reinsurance undertakings which are not part of a group referred to in points (a), (b) or (c) of Article 213(2) of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall report very significant intra-group transactions referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive, in conjunction with Article 265 of that Directive, as soon as practicable using the relevant templates among templates S.36.01.01 to S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex II to this Regulation.
   CHAPTER III

      QUANTITATIVE REPORTING TEMPLATES FOR GROUPS

   Article 22
   Quantitative templates for the opening information for groups
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in Article 314(1)(a) and (c) of Delegated Regulation (EU) 2015/35, in conjunction with Article 375(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.01.01.06 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

               (b)

               template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

               (c)

               template S.01.03.04 of Annex I, specifying basic information on the ring-fenced funds and the matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III;

               (d)

               template S.02.01.02 of Annex I, specifying balance sheet information, following the instructions set out in section S.02.01 of Annex III;

               (e)

               template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

               (f)

               where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

               (g)

               where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

               (h)

               where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

               (i)

               template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

               (j)

               template S.33.01.04 of Annex I, specifying information on requirements of insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.33.01 of Annex III;

               (k)

               template S.34.01.04 of Annex I, specifying information on other regulated financial undertakings and other non-regulated financial undertakings including insurance holding companies and mixed financial holding companies, following the instructions set out in section S.34.01 of Annex III.

         2.   The templates referred to in points (c), (d), (f), (g) and (h) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.
   Article 23
   Quarterly quantitative templates for groups
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit quarterly, unless the scope or the frequency of the reporting is limited in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.01.01.05 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

               (b)

               template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

               (c)

               where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.02.01.02 of Annex I to this Regulation, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex III to this Regulation;

               (d)

               template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 using the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

               (e)

               template S.06.02.04 of Annex I, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

               (f)

               where the ratio of collective investments held by the group to total investments is higher than 30 %, template S.06.03.04 of Annex I, providing information on the look-through of all collective investments held by the group, following the instructions set out in section S.06.03 of Annex III;

               (g)

               template S.08.01.04 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

               (h)

               template S.08.02.04 of Annex I, providing an item-by-item list of transactions of derivatives during the reporting year, following the instructions set out in section S.08.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

               (i)

               template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III.

         2.   For the purposes of point (f) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of collective investments held by the group to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
   Article 24
   Simplifications allowed on quarterly reporting for groups
   With regard to the information referred to in point (c) of Article 23(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.
   Article 25
   Annual quantitative templates for groups — Basic information and content of submission
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

               (b)

               template S.01.02.04 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

               (c)

               where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.01.03.04 of Annex I to this Regulation, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III to this Regulation.

         Article 26
   Annual quantitative templates for groups — Balance sheet and other general information
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the consolidated financial statements, following the instructions set out in section S.02.01 of Annex III;

               (b)

               template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex III;

               (c)

               template S.03.01.04 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex III;

               (d)

               template S.03.02.04 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex III;

               (e)

               template S.03.03.04 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex III;

               (f)

               template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

               (g)

               template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.02 of Annex III.

         2.   The templates referred to in points (a) and (b) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.
   Article 27
   Annual quantitative templates for groups — Investments information
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall, unless exempted under the third subparagraph of Article 254(2) of Directive 2009/138/EC in relation to a specific template, submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               where the group is exempted from the annual submission of information in templates S.06.02.04 or S.08.01.04 in accordance with the third subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex III to this Regulation;

               (b)

               where the group is exempted from reporting the template S.06.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.02.04 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III to this Regulation;

               (c)

               where the group is exempted from reporting the template S.06.03.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, or has not reported it quarterly because the ratio of collective investment held by the group to total investments, as referred to in Article 23(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.04 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex III to this Regulation;

               (d)

               where the ratio of the value of structured products held by the group to total investments is higher than 5 %, template S.07.01.04 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex III;

               (e)

               where the group is exempted from reporting the template S.08.01.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.01.04 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III to this Regulation;

               (f)

               where the group is exempted from reporting the template S.08.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.02.04 of Annex I to this Regulation, providing an item-by-item list of transactions of derivatives, following the instructions set out in section S.08.02 of Annex III to this Regulation;

               (g)

               template S.09.01.04 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex III;

               (h)

               where the ratio of the value of underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, to the total investments is higher than 5 %, template S.10.01.04 of Annex I, providing an item-by-item list securities lending and repurchase agreements on and off-balance sheet, following the instructions set out in section S.10.01 of Annex III;

               (i)

               template S.11.01.04 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex III.

         2.   For the purposes of point (d) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of the value of structured products held by the group to total investments shall be determined by the sum of assets classified in categories 5 and 6, as defined in Annex IV to this Regulation, divided by the sum of items C0010/R0070 and C0010/R0020 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
   3.   For the purposes of point (h) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio shall be determined by the sum of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
   Article 28
   Annual quantitative templates for groups — Variable annuities information
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.15.01.04 of Annex I, specifying information on the description of the guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.01 of Annex III;

               (b)

               template S.15.02.04 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.02 of Annex III.

         Article 29
   Annual quantitative templates for groups — Long term guarantees information
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template S.22.01.04 of Annex I to this Regulation, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex III to this Regulation.
   Article 30
   Annual quantitative templates for groups — Own funds information
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

               (b)

               template S.23.02.04 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex III;

               (c)

               template S.23.03.04 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex III;

               (d)

               template S.23.04.04 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex III.

         2.   The templates referred to in points (b) and (c) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.
   Article 31
   Annual quantitative templates for groups — Solvency Capital Requirement information
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

               (b)

               where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

               (c)

               where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

               (d)

               template S.26.01.04 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

               (e)

               template S.26.02.04 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

               (f)

               template S.26.03.04 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

               (g)

               template S.26.04.04 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

               (h)

               template S.26.05.04 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

               (i)

               template S.26.06.04 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex III;

               (j)

               template S.26.07.04 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex III;

               (k)

               template S.27.01.04 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

         2.   In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the group as a whole.
   3.   Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
   4.   Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.
   Article 32
   Annual quantitative templates for groups — Reinsurers and special purpose vehicles information
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

               (a)

               template S.31.01.04 of Annex I, specifying information on share of reinsurers, following the instructions set out in section S.31.01 of Annex III;

               (b)

               template S.31.02.04 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex III.

         Article 33
   Annual quantitative templates for groups — Group specific information
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation using the following templates:

               (a)

               template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

               (b)

               template S.33.01.04 of Annex I, specifying information on requirements of insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.33.01 of Annex III;

               (c)

               template S.34.01.04 of Annex I, specifying information on financial undertakings other than insurance and reinsurance undertakings, and on non-regulated undertakings carrying out financial activities as defined in Article 1(52) of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.34.01 of Annex III;

               (d)

               template S.35.01.04 of Annex I, specifying information on technical provisions of undertakings of the group, following the instructions set out in section S.35.01 of Annex III;

               (e)

               template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions involving equity-type transactions, debt and asset transfer, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.01 of Annex III to this Regulation;

               (f)

               template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.02 of Annex III to this Regulation;

               (g)

               template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.03 of Annex III to this Regulation;

               (h)

               template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities (other than derivatives) and off-balance sheet items and other types of intra-group transactions, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.04 of Annex III to this Regulation;

               (i)

               template S.37.01.04 of Annex I, specifying information on significant risk concentrations, above the threshold determined by the group supervisor in accordance with Article 244(3) of Directive 2009/138/EC, following the instructions set out in section S.37.01 of Annex III to this Regulation.

         Article 34
   Annual quantitative templates for groups — ring-fenced funds, material matching adjustment portfolios and remaining part information
   1.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates in relation to all material ring-fenced funds and all material matching adjustment portfolios related to the part that is consolidated as referred to in points (a) and (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part:

               (a)

               template SR.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

               (b)

               where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

               (c)

               where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

               (d)

               where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

               (e)

               template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

               (f)

               template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

               (g)

               template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

               (h)

               template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

               (i)

               template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

               (j)

               template SR.26.06.01 of Annex I, specifying information on operational risk following, the instructions set out in section S.26.06 of Annex III;

               (k)

               template SR.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex III;

               (l)

               template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

         2.   Where a partial internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
   3.   Where a full internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall not be reported.
   4.   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall, in addition to the information submitted using templates referred to in paragraph 1, annually submit balance sheet information in relation to all material ring-fenced funds related to the part that is consolidated as referred to in points (a) or (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part, as referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template SR.02.01.01 of Annex I to this Regulation, following the instructions set out in section S.02.01 of Annex III to this Regulation.
   Article 35
   Annual quantitative templates for groups — internal model users
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its group supervisor the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.
   Article 36
   Quantitative templates for groups — intra-group transactions and risk concentrations
   Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall report:

               (a)

               significant and very significant intra-group transactions referred to in the first and second subparagraphs of Article 245(2) of Directive 2009/138/EC and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive using, as appropriate, templates S.36.01.01, S.36.02.01, S.36.03.01 and S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex III to this Regulation;

               (b)

               significant risk concentrations referred to in Article 244(2) of Directive 2009/138/EC and risk concentrations to be reported in all circumstances referred to in Article 244(3) of that Directive using template S.37.01.04 of Annex I to this Regulation, following the instructions set out in section S.37.01 of Annex III to this Regulation.

         CHAPTER IV

      FINAL PROVISION

   Article 37
   Entry into force
   This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
   This Regulation shall apply from 1 January 2016.

      This Regulation shall be binding in its entirety and directly applicable in all Member States.
      Done at Brussels, 2 December 2015.

            For the Commission

            The President

         Jean-Claude JUNCKER

      (1)  OJ L 335, 17.12.2009, p. 1.

      (2)  Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 12, 17.1.2015, p. 1).

      (3)  Regulation (EU) No 1094/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Insurance and Occupational Pensions Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/79/EC (OJ L 331, 15.12.2010, p. 48).

      ANNEX I

         S.01.01.01

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.01

                  Basic Information — General

                     R0010

                  S.01.03.01

                  Basic Information — RFF and matching adjustment portfolios

                     R0020

                  S.02.01.01

                  Balance sheet

                     R0030

                  S.02.02.01

                  Assets and liabilities by currency

                     R0040

                  S.03.01.01

                  Off-balance sheet items — general

                     R0060

                  S.03.02.01

                  Off-balance sheet items — List of unlimited guarantees received by the undertaking

                     R0070

                  S.03.03.01

                  Off-balance sheet items — List of unlimited guarantees provided by the undertaking

                     R0080

                  S.04.01.01

                  Activity by country

                     R0090

                  S.04.02.01

                  Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

                     R0100

                  S.05.01.01

                  Premiums, claims and expenses by line of business

                     R0110

                  S.05.02.01

                  Premiums, claims and expenses by country

                     R0120

                  S.06.01.01

                  Summary of assets

                     R0130

                  S.06.02.01

                  List of assets

                     R0140

                  S.06.03.01

                  Collective investment undertakings — look-through approach

                     R0150

                  S.07.01.01

                  Structured products

                     R0160

                  S.08.01.01

                  Open derivatives

                     R0170

                  S.08.02.01

                  Derivatives Transactions

                     R0180

                  S.09.01.01

                  Income/gains and losses in the period

                     R0190

                  S.10.01.01

                  Securities lending and repos

                     R0200

                  S.11.01.01

                  Assets held as collateral

                     R0210

                  S.12.01.01

                  Life and Health SLT Technical Provisions

                     R0220

                  S.12.02.01

                  Life and Health SLT Technical Provisions — by country

                     R0230

                  S.13.01.01

                  Projection of future gross cash flows

                     R0240

                  S.14.01.01

                  Life obligations analysis

                     R0250

                  S.15.01.01

                  Description of the guarantees of variable annuities

                     R0260

                  S.15.02.01

                  Hedging of guarantees of variable annuities

                     R0270

                  S.16.01.01

                  Information on annuities stemming from Non-Life Insurance obligations

                     R0280

                  S.17.01.01

                  Non-Life Technical Provisions

                     R0290

                  S.17.02.01

                  Non-Life Technical Provisions — By country

                     R0300

                  S.18.01.01

                  Projection of future cash flows (Best Estimate — Non Life)

                     R0310

                  S.19.01.01

                  Non-life insurance claims

                     R0320

                  S.20.01.01

                  Development of the distribution of the claims incurred

                     R0330

                  S.21.01.01

                  Loss distribution risk profile

                     R0340

                  S.21.02.01

                  Underwriting risks non-life

                     R0350

                  S.21.03.01

                  Non-life distribution of underwriting risks — by sum insured

                     R0360

                  S.22.01.01

                  Impact of long term guarantees measures and transitionals

                     R0370

                  S.22.04.01

                  Information on the transitional on interest rates calculation

                     R0380

                  S.22.05.01

                  Overall calculation of the transitional on technical provisions

                     R0390

                  S.22.06.01

                  Best estimate subject to volatility adjustment by country and currency

                     R0400

                  S.23.01.01

                  Own funds

                     R0410

                  S.23.02.01

                  Detailed information by tiers on own funds

                     R0420

                  S.23.03.01

                  Annual movements on own funds

                     R0430

                  S.23.04.01

                  List of items on own funds

                     R0440

                  S.24.01.01

                  Participations held

                     R0450

                  S.25.01.01

                  Solvency Capital Requirement — for undertakings on Standard Formula

                     R0460

                  S.25.02.01

                  Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

                     R0470

                  S.25.03.01

                  Solvency Capital Requirement — for undertakings on Full Internal Models

                     R0480

                  S.26.01.01

                  Solvency Capital Requirement — Market risk

                     R0500

                  S.26.02.01

                  Solvency Capital Requirement — Counterparty default risk

                     R0510

                  S.26.03.01

                  Solvency Capital Requirement — Life underwriting risk

                     R0520

                  S.26.04.01

                  Solvency Capital Requirement — Health underwriting risk

                     R0530

                  S.26.05.01

                  Solvency Capital Requirement — Non-Life underwriting risk

                     R0540

                  S.26.06.01

                  Solvency Capital Requirement — Operational risk

                     R0550

                  S.26.07.01

                  Solvency Capital Requirement — Simplifications

                     R0560

                  S.27.01.01

                  Solvency Capital Requirement — Non-Life and Health catastrophe risk

                     R0570

                  S.28.01.01

                  Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

                     R0580

                  S.28.02.01

                  Minimum Capital Requirement — Both life and non-life insurance activity

                     R0590

                  S.29.01.01

                  Excess of Assets over Liabilities

                     R0600

                  S.29.02.01

                  Excess of Assets over Liabilities — explained by investments and financial liabilities

                     R0610

                  S.29.03.01

                  Excess of Assets over Liabilities — explained by technical provisions

                     R0620

                  S.29.04.01

                  Detailed analysis per period — Technical flows versus Technical provisions

                     R0630

                  S.30.01.01

                  Facultative covers for non-life and life business basic data

                     R0640

                  S.30.02.01

                  Facultative covers for non-life and life business shares data

                     R0650

                  S.30.03.01

                  Outgoing Reinsurance Program basic data

                     R0660

                  S.30.04.01

                  Outgoing Reinsurance Program shares data

                     R0670

                  S.31.01.01

                  Share of reinsurers (including Finite Reinsurance and SPV's)

                     R0680

                  S.31.02.01

                  Special Purpose Vehicles

                     R0690

                  S.36.01.01

                  IGT — Equity-type transactions, debt and asset transfer

                     R0740

                  S.36.02.01

                  IGT — Derivatives

                     R0750

                  S.36.03.01

                  IGT — Internal reinsurance

                     R0760

                  S.36.04.01

                  IGT — Cost Sharing, contingent liabilities, off BS and other items

                     R0770

         S.01.01.02

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.01

                  Basic Information — General

                     R0010

                  S.02.01.02

                  Balance sheet

                     R0030

                  S.05.01.02

                  Premiums, claims and expenses by line of business

                     R0110

                  S.06.02.01

                  List of assets

                     R0140

                  S.06.03.01

                  Collective investment undertakings — look-through approach

                     R0150

                  S.08.01.01

                  Open derivatives

                     R0170

                  S.08.02.01

                  Derivatives Transactions

                     R0180

                  S.12.01.02

                  Life and Health SLT Technical Provisions

                     R0220

                  S.17.01.02

                  Non-Life Technical Provisions

                     R0290

                  S.23.01.01

                  Own funds

                     R0410

                  S.28.01.01

                  Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

                     R0580

                  S.28.02.01

                  Minimum Capital Requirement — Both life and non-life insurance activity

                     R0590

         S.01.01.03

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.01

                  Basic Information — General

                     R0010

                  S.01.03.01

                  Basic Information — RFF and matching adjustment portfolios

                     R0020

                  S.02.01.02

                  Balance sheet

                     R0030

                  S.23.01.01

                  Own funds

                     R0410

                  S.25.01.01

                  Solvency Capital Requirement — for undertakings on Standard Formula

                     R0460

                  S.25.02.01

                  Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

                     R0470

                  S.25.03.01

                  Solvency Capital Requirement — for undertakings on Full Internal Models

                     R0480

                  S.28.01.01

                  Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

                     R0580

                  S.28.02.01

                  Minimum Capital Requirement — Both life and non-life insurance activity

                     R0590

         S.01.01.04

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.04

                  Basic Information — General

                     R0010

                  S.01.03.04

                  Basic Information — RFF and matching adjustment portfolios

                     R0020

                  S.02.01.01

                  Balance sheet

                     R0030

                  S.02.02.01

                  Assets and liabilities by currency

                     R0040

                  S.03.01.04

                  Off-balance sheet items — general

                     R0060

                  S.03.02.04

                  Off-balance sheet items — List of unlimited guarantees received by the group

                     R0070

                  S.03.03.04

                  Off-balance sheet items — List of unlimited guarantees provided by the group

                     R0080

                  S.05.01.01

                  Premiums, claims and expenses by line of business

                     R0110

                  S.05.02.01

                  Premiums, claims and expenses by country

                     R0120

                  S.06.01.01

                  Summary of assets

                     R0130

                  S.06.02.04

                  List of assets

                     R0140

                  S.06.03.04

                  Collective investment undertakings — look-through approach

                     R0150

                  S.07.01.04

                  Structured products

                     R0160

                  S.08.01.04

                  Open derivatives

                     R0170

                  S.08.02.04

                  Derivatives Transactions

                     R0180

                  S.09.01.04

                  Income/gains and losses in the period

                     R0190

                  S.10.01.04

                  Securities lending and repos

                     R0200

                  S.11.01.04

                  Assets held as colateral

                     R0210

                  S.15.01.04

                  Description of the guarantees of variable annuities

                     R0260

                  S.15.02.04

                  Hedging of guarantees of variable annuities

                     R0270

                  S.22.01.04

                  Impact of long term guarantees measures and transitionals

                     R0370

                  S.23.01.04

                  Own funds

                     R0410

                  S.23.02.04

                  Detailed information by tiers on own funds

                     R0420

                  S.23.03.04

                  Annual movements on own funds

                     R0430

                  S.23.04.04

                  List of items on own funds

                     R0440

                  S.25.01.04

                  Solvency Capital Requirement — for groups on Standard Formula

                     R0460

                  S.25.02.04

                  Solvency Capital Requirement — for groups using the standard formula and partial internal model

                     R0470

                  S.25.03.04

                  Solvency Capital Requirement — for groups on Full Internal Models

                     R0480

                  S.26.01.04

                  Solvency Capital Requirement — Market risk

                     R0500

                  S.26.02.04

                  Solvency Capital Requirement — Counterparty default risk

                     R0510

                  S.26.03.04

                  Solvency Capital Requirement — Life underwriting risk

                     R0520

                  S.26.04.04

                  Solvency Capital Requirement — Health underwriting risk

                     R0530

                  S.26.05.04

                  Solvency Capital Requirement — Non-Life underwriting risk

                     R0540

                  S.26.06.04

                  Solvency Capital Requirement — Operational risk

                     R0550

                  S.26.07.04

                  Solvency Capital Requirement — Simplifications

                     R0560

                  S.27.01.04

                  Solvency Capital Requirement — Non-Life and Health catastrophe risk

                     R0570

                  S.31.01.04

                  Share of reinsurers (including Finite Reinsurance and SPV's)

                     R0680

                  S.31.02.04

                  Special Purpose Vehicles

                     R0690

                  S.32.01.04

                  Undertakings in the scope of the group

                     R0700

                  S.33.01.04

                  Insurance and Reinsurance individual requirements

                     R0710

                  S.34.01.04

                  Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

                     R0720

                  S.35.01.04

                  Contribution to group Technical Provisions

                     R0730

                  S.36.01.01

                  IGT — Equity-type transactions, debt and asset transfer

                     R0740

                  S.36.02.01

                  IGT — Derivatives

                     R0750

                  S.36.03.01

                  IGT — Internal reinsurance

                     R0760

                  S.36.04.01

                  IGT — Cost Sharing, contingent liabilities, off BS and other items

                     R0770

                  S.37.01.04

                  Risk concentration

                     R0780

         S.01.01.05

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.04

                  Basic Information — General

                     R0010

                  S.02.01.02

                  Balance sheet

                     R0030

                  S.05.01.02

                  Premiums, claims and expenses by line of business

                     R0110

                  S.06.02.04

                  List of assets

                     R0140

                  S.06.03.04

                  Collective investment undertakings — look-through approach

                     R0150

                  S.08.01.04

                  Open derivatives

                     R0170

                  S.08.02.04

                  Derivatives Transactions

                     R0180

                  S.23.01.04

                  Own funds

                     R0410

         S.01.01.06

         Content of the submission

                     Template Code

                     Template name

                     C0010

                  S.01.02.04

                  Basic Information — General

                     R0010

                  S.01.03.04

                  Basic Information — RFF and matching adjustment portfolios

                     R0020

                  S.02.01.02

                  Balance sheet

                     R0030

                  S.23.01.04

                  Own funds

                     R0410

                  S.25.01.04

                  Solvency Capital Requirement — for groups on Standard Formula

                     R0460

                  S.25.02.04

                  Solvency Capital Requirement — for groups using the standard formula and partial internal model

                     R0470

                  S.25.03.04

                  Solvency Capital Requirement — for groups on Full Internal Models

                     R0480

                  S.32.01.04

                  Entities in the scope of the group

                     R0700

                  S.33.01.04

                  Insurance and Reinsurance individual requirements

                     R0710

                  S.34.01.04

                  Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

                     R0720

         SR.01.01.01

         Content of the submission

                  Ring-fenced fund/matching portfolio/remaining part

                     Z0010

                  Fund/Portfolio number

                     Z0020

                     Template Code

                     Template name

                     C0010

                  SR.02.01.01

                  Balance sheet

                     R0790

                  SR.12.01.01

                  Life and Health SLT Technical Provisions

                     R0800

                  SR.17.01.01

                  Non-Life Technical Provisions

                     R0810

                  SR.22.02.01

                  Projection of future cash flows (Best Estimate — Matching portfolios)

                     R0820

                  SR.22.03.01

                  Information on the matching adjustment calculation

                     R0830

                  SR.25.01.01

                  Solvency Capital Requirement — for undertakings on Standard Formula

                     R0840

                  SR.25.02.01

                  Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

                     R0850

                  SR.25.03.01

                  Solvency Capital Requirement — for undertakings on Full Internal Models

                     R0860

                  SR.26.01.01

                  Solvency Capital Requirement — Market risk

                     R0870

                  SR.26.02.01

                  Solvency Capital Requirement — Counterparty default risk

                     R0880

                  SR.26.03.01

                  Solvency Capital Requirement — Life underwriting risk

                     R0890

                  SR.26.04.01

                  Solvency Capital Requirement — Health underwriting risk

                     R0900

                  SR.26.05.01

                  Solvency Capital Requirement — Non-Life underwriting risk

                     R0910

                  SR.26.06.01

                  Solvency Capital Requirement — Operational risk

                     R0920

                  SR.26.07.01

                  Solvency Capital Requirement — Simplifications

                     R0930

                  SR.27.01.01

                  Solvency Capital Requirement — Non-Life and Health catastrophe risk

                     R0940

         SR.01.01.04

         Content of the submission

                  Ring-fenced fund/matching portfolio/remaining part

                     Z0010

                  Fund/Portfolio number

                     Z0020

                     Template Code

                     Template name

                     C0010

                  SR.02.01.04

                  Balance sheet

                     R0790

                  SR.25.01.01

                  Solvency Capital Requirement — Only SF

                     R0840

                  SR.25.02.01

                  Solvency Capital Requirement — SF and PIM

                     R0850

                  SR.25.03.01

                  Solvency Capital Requirement — IM

                     R0860

                  SR.26.01.01

                  Solvency Capital Requirement — Market risk

                     R0870

                  SR.26.02.01

                  Solvency Capital Requirement — Counterparty default risk

                     R0880

                  SR.26.03.01

                  Solvency Capital Requirement — Life underwriting risk

                     R0890

                  SR.26.04.01

                  Solvency Capital Requirement — Health underwriting risk

                     R0900

                  SR.26.05.01

                  Solvency Capital Requirement — Non-Life underwriting risk

                     R0910

                  SR.26.06.01

                  Solvency Capital Requirement — Operational risk

                     R0920

                  SR.26.07.01

                  Solvency Capital Requirement — Simplifications

                     R0930

                  SR.27.01.01

                  Solvency Capital Requirement — Non-Life and Health catastrophe risk

                     R0940

         S.01.02.01

         Basic Information — General

                     C0010

                  Undertaking name

                     R0010

                  Undertaking identification code

                     R0020

                  Type of code of undertaking

                     R0030

                  Type of undertaking

                     R0040

                  Country of authorisation

                     R0050

                  Language of reporting

                     R0070

                  Reporting submission date

                     R0080

                  Reporting reference date

                     R0090

                  Regular/Ad-hoc submission

                     R0100

                  Currency used for reporting

                     R0110

                  Accounting standards

                     R0120

                  Method of Calculation of the SCR

                     R0130

                  Use of undertaking specific parameters

                     R0140

                  Ring-fenced funds

                     R0150

                  Matching adjustment

                     R0170

                  Volatility adjustment

                     R0180

                  Transitional measure on the risk-free interest rate

                     R0190

                  Transitional measure on technical provisions

                     R0200

                  Initial submission or re-submission

                     R0210

         S.01.02.04

         Basic Information — General

                     C0010

                  Participating undertaking name

                     R0010

                  Group identification code

                     R0020

                  Type of code of group

                     R0030

                  Country of the group supervisor

                     R0050

                  Sub-group information

                     R0060

                  Language of reporting

                     R0070

                  Reporting submission date

                     R0080

                  Reporting reference date

                     R0090

                  Regular/Ad-hoc submission

                     R0100

                  Currency used for reporting

                     R0110

                  Accounting standards

                     R0120

                  Method of Calculation of the group SCR

                     R0130

                  Use of group specific parameters

                     R0140

                  Ring-fenced funds

                     R0150

                  Method of group solvency calculation

                     R0160

                  Matching adjustment

                     R0170

                  Volatility adjustment

                     R0180

                  Transitional measure on the risk-free interest rate

                     R0190

                  Transitional measure on technical provisions

                     R0200

                  Initial submission or re-submission

                     R0210

         S.01.03.01

         Basic Information — RFF and matching adjustment portfolios

         List of all RFF/MAP (overlaps allowed)

                     Fund /Portfolio Number

                     Name of Ring-fenced fund/Matching adjustment portfolio

                     RFF / MAP / Remaining part of a fund

                     RFF / MAP with sub RFF / MAP

                     Material

                     Article 304

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

         List of RFF/MAP with sub RFF/MAP

                     Number of RFF / MAP with sub RFF / MAP

                     Number of sub RFF / MAP

                     Sub RFF / MAP

                     C0100

                     C0110

                     C0120

         S.01.03.04

         Basic Information — RFF and matching adjustment portfolios

         List of all RFF/MAP (overlaps allowed)

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Fund / Portfolio Number

                     Name of ring-fenced fund / Matching adjustment portfolio

                     RFF / MAP / Remaining part of a fund

                     RFF / MAP with sub RFF / MAP

                     Material

                     Article 304

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

         List of RFF/MAP with sub RFF/MAP

                     Number of RFF / MAP with sub RFF / MAP

                     Number of sub RFF/MAP

                     Sub RFF / MAP

                     C0100

                     C0110

                     C0120

         S.02.01.01

         Balance sheet

                     Solvency II value

                     Statutory accounts value

                     Assets

                     C0010

                     C0020

                  Goodwill

                     R0010

                  Deferred acquisition costs

                     R0020

                  Intangible assets

                     R0030

                  Deferred tax assets

                     R0040

                  Pension benefit surplus

                     R0050

                  Property, plant & equipment held for own use

                     R0060

                  Investments (other than assets held for index-linked and unit-linked contracts)

                     R0070

                  Property (other than for own use)

                     R0080

                  Holdings in related undertakings, including participations

                     R0090

                  Equities

                     R0100

                  Equities — listed

                     R0110

                  Equities — unlisted

                     R0120

                  Bonds

                     R0130

                  Government Bonds

                     R0140

                  Corporate Bonds

                     R0150

                  Structured notes

                     R0160

                  Collateralised securities

                     R0170

                  Collective Investments Undertakings

                     R0180

                  Derivatives

                     R0190

                  Deposits other than cash equivalents

                     R0200

                  Other investments

                     R0210

                  Assets held for index-linked and unit-linked contracts

                     R0220

                  Loans and mortgages

                     R0230

                  Loans on policies

                     R0240

                  Loans and mortgages to individuals

                     R0250

                  Other loans and mortgages

                     R0260

                  Reinsurance recoverables from:

                     R0270

                  Non-life and health similar to non-life

                     R0280

                  Non-life excluding health

                     R0290

                  Health similar to non-life

                     R0300

                  Life and health similar to life, excluding health and index-linked and unit-linked

                     R0310

                  Health similar to life

                     R0320

                  Life excluding health and index-linked and unit-linked

                     R0330

                  Life index-linked and unit-linked

                     R0340

                  Deposits to cedants

                     R0350

                  Insurance and intermediaries receivables

                     R0360

                  Reinsurance receivables

                     R0370

                  Receivables (trade, not insurance)

                     R0380

                  Own shares (held directly)

                     R0390

                  Amounts due in respect of own fund items or initial fund called up but not yet paid in

                     R0400

                  Cash and cash equivalents

                     R0410

                  Any other assets, not elsewhere shown

                     R0420

                     Total assets

                     R0500

                     Liabilities

                     C0010

                     C0020

                  Technical provisions — non-life

                     R0510

                  Technical provisions — non-life (excluding health)

                     R0520

                  Technical provisions calculated as a whole

                     R0530

                  Best Estimate

                     R0540

                  Risk margin

                     R0550

                  Technical provisions — health (similar to non-life)

                     R0560

                  Technical provisions calculated as a whole

                     R0570

                  Best Estimate

                     R0580

                  Risk margin

                     R0590

                  Technical provisions — life (excluding index-linked and unit-linked)

                     R0600

                  Technical provisions — health (similar to life)

                     R0610

                  Technical provisions calculated as a whole

                     R0620

                  Best Estimate

                     R0630

                  Risk margin

                     R0640

                  Technical provisions — life (excluding health and index-linked and unit-linked)

                     R0650

                  Technical provisions calculated as a whole

                     R0660

                  Best Estimate

                     R0670

                  Risk margin

                     R0680

                  Technical provisions — index-linked and unit-linked

                     R0690

                  Technical provisions calculated as a whole

                     R0700

                  Best Estimate

                     R0710

                  Risk margin

                     R0720

                  Other technical provisions

                     R0730

                  Contingent liabilities

                     R0740

                  Provisions other than technical provisions

                     R0750

                  Pension benefit obligations

                     R0760

                  Deposits from reinsurers

                     R0770

                  Deferred tax liabilities

                     R0780

                  Derivatives

                     R0790

                  Debts owed to credit institutions

                     R0800

                  Financial liabilities other than debts owed to credit institutions

                     R0810

                  Insurance & intermediaries payables

                     R0820

                  Reinsurance payables

                     R0830

                  Payables (trade, not insurance)

                     R0840

                  Subordinated liabilities

                     R0850

                  Subordinated liabilities not in Basic Own Funds

                     R0860

                  Subordinated liabilities in Basic Own Funds

                     R0870

                  Any other liabilities, not elsewhere shown

                     R0880

                     Total liabilities

                     R0900

                     Excess of assets over liabilities

                     R1000

         S.02.01.02

         Balance sheet

                     Solvency II value

                     Assets

                     C0010

                  Goodwill

                     R0010

                  Deferred acquisition costs

                     R0020

                  Intangible assets

                     R0030

                  Deferred tax assets

                     R0040

                  Pension benefit surplus

                     R0050

                  Property, plant & equipment held for own use

                     R0060

                  Investments (other than assets held for index-linked and unit-linked contracts)

                     R0070

                  Property (other than for own use)

                     R0080

                  Holdings in related undertakings, including participations

                     R0090

                  Equities

                     R0100

                  Equities — listed

                     R0110

                  Equities — unlisted

                     R0120

                  Bonds

                     R0130

                  Government Bonds

                     R0140

                  Corporate Bonds

                     R0150

                  Structured notes

                     R0160

                  Collateralised securities

                     R0170

                  Collective Investments Undertakings

                     R0180

                  Derivatives

                     R0190

                  Deposits other than cash equivalents

                     R0200

                  Other investments

                     R0210

                  Assets held for index-linked and unit-linked contracts

                     R0220

                  Loans and mortgages

                     R0230

                  Loans on policies

                     R0240

                  Loans and mortgages to individuals

                     R0250

                  Other loans and mortgages

                     R0260

                  Reinsurance recoverables from:

                     R0270

                  Non-life and health similar to non-life

                     R0280

                  Non-life excluding health

                     R0290

                  Health similar to non-life

                     R0300

                  Life and health similar to life, excluding health and index-linked and unit-linked

                     R0310

                  Health similar to life

                     R0320

                  Life excluding health and index-linked and unit-linked

                     R0330

                  Life index-linked and unit-linked

                     R0340

                  Deposits to cedants

                     R0350

                  Insurance and intermediaries receivables

                     R0360

                  Reinsurance receivables

                     R0370

                  Receivables (trade, not insurance)

                     R0380

                  Own shares (held directly)

                     R0390

                  Amounts due in respect of own fund items or initial fund called up but not yet paid in

                     R0400

                  Cash and cash equivalents

                     R0410

                  Any other assets, not elsewhere shown

                     R0420

                     Total assets

                     R0500

                     Liabilities

                     C0010

                  Technical provisions — non-life

                     R0510

                  Technical provisions — non-life (excluding health)

                     R0520

                  Technical provisions calculated as a whole

                     R0530

                  Best Estimate

                     R0540

                  Risk margin

                     R0550

                  Technical provisions — health (similar to non-life)

                     R0560

                  Technical provisions calculated as a whole

                     R0570

                  Best Estimate

                     R0580

                  Risk margin

                     R0590

                  Technical provisions — life (excluding index-linked and unit-linked)

                     R0600

                  Technical provisions — health (similar to life)

                     R0610

                  Technical provisions calculated as a whole

                     R0620

                  Best Estimate

                     R0630

                  Risk margin

                     R0640

                  Technical provisions — life (excluding health and index-linked and unit-linked)

                     R0650

                  Technical provisions calculated as a whole

                     R0660

                  Best Estimate

                     R0670

                  Risk margin

                     R0680

                  Technical provisions — index-linked and unit-linked

                     R0690

                  Technical provisions calculated as a whole

                     R0700

                  Best Estimate

                     R0710

                  Risk margin

                     R0720

                  Other technical provisions

                     R0730

                  Contingent liabilities

                     R0740

                  Provisions other than technical provisions

                     R0750

                  Pension benefit obligations

                     R0760

                  Deposits from reinsurers

                     R0770

                  Deferred tax liabilities

                     R0780

                  Derivatives

                     R0790

                  Debts owed to credit institutions

                     R0800

                  Financial liabilities other than debts owed to credit institutions

                     R0810

                  Insurance & intermediaries payables

                     R0820

                  Reinsurance payables

                     R0830

                  Payables (trade, not insurance)

                     R0840

                  Subordinated liabilities

                     R0850

                  Subordinated liabilities not in Basic Own Funds

                     R0860

                  Subordinated liabilities in Basic Own Funds

                     R0870

                  Any other liabilities, not elsewhere shown

                     R0880

                     Total liabilities

                     R0900

                     Excess of assets over liabilities

                     R1000

         SR.02.01.01

         Balance sheet

                  Ring-fenced fund or remaining part

                     Z0020

                  Fund number

                     Z0030

                     Solvency II value

                     Statutory accounts value

                     Assets

                     C0010

                     C0020

                  Goodwill

                     R0010

                  Deferred acquisition costs

                     R0020

                  Intangible assets

                     R0030

                  Deferred tax assets

                     R0040

                  Pension benefit surplus

                     R0050

                  Property, plant & equipment held for own use

                     R0060

                  Investments (other than assets held for index-linked and unit-linked contracts)

                     R0070

                  Property (other than for own use)

                     R0080

                  Holdings in related undertakings, including participations

                     R0090

                  Equities

                     R0100

                  Equities — listed

                     R0110

                  Equities — unlisted

                     R0120

                  Bonds

                     R0130

                  Government Bonds

                     R0140

                  Corporate Bonds

                     R0150

                  Structured notes

                     R0160

                  Collateralised securities

                     R0170

                  Collective Investments Undertakings

                     R0180

                  Derivatives

                     R0190

                  Deposits other than cash equivalents

                     R0200

                  Other investments

                     R0210

                  Assets held for index-linked and unit-linked contracts

                     R0220

                  Loans and mortgages

                     R0230

                  Loans on policies

                     R0240

                  Loans and mortgages to individuals

                     R0250

                  Other loans and mortgages

                     R0260

                  Reinsurance recoverables from:

                     R0270

                  Non-life and health similar to non-life

                     R0280

                  Non-life excluding health

                     R0290

                  Health similar to non-life

                     R0300

                  Life and health similar to life, excluding health and index-linked and unit-linked

                     R0310

                  Health similar to life

                     R0320

                  Life excluding health and index-linked and unit-linked

                     R0330

                  Life index-linked and unit-linked

                     R0340

                  Deposits to cedants

                     R0350

                  Insurance and intermediaries receivables

                     R0360

                  Reinsurance receivables

                     R0370

                  Receivables (trade, not insurance)

                     R0380

                  Own shares (held directly)

                     R0390

                  Amounts due in respect of own fund items or initial fund called up but not yet paid in

                     R0400

                  Cash and cash equivalents

                     R0410

                  Any other assets, not elsewhere shown

                     R0420

                     Total assets

                     R0500

                     Liabilities

                     C0010

                     C0020

                  Technical provisions — non-life

                     R0510

                  Technical provisions — non-life (excluding health)

                     R0520

                  Technical provisions calculated as a whole

                     R0530

                  Best Estimate

                     R0540

                  Risk margin

                     R0550

                  Technical provisions — health (similar to non-life)

                     R0560

                  Technical provisions calculated as a whole

                     R0570

                  Best Estimate

                     R0580

                  Risk margin

                     R0590

                  Technical provisions — life (excluding index-linked and unit-linked)

                     R0600

                  Technical provisions — health (similar to life)

                     R0610

                  Technical provisions calculated as a whole

                     R0620

                  Best Estimate

                     R0630

                  Risk margin

                     R0640

                  Technical provisions — life (excluding health and index-linked and unit-linked)

                     R0650

                  Technical provisions calculated as a whole

                     R0660

                  Best Estimate

                     R0670

                  Risk margin

                     R0680

                  Technical provisions — index-linked and unit-linked

                     R0690

                  Technical provisions calculated as a whole

                     R0700

                  Best Estimate

                     R0710

                  Risk margin

                     R0720

                  Other technical provisions

                  Contingent liabilities

                     R0740

                  Provisions other than technical provisions

                     R0750

                  Pension benefit obligations

                     R0760

                  Deposits from reinsurers

                     R0770

                  Deferred tax liabilities

                     R0780

                  Derivatives

                     R0790

                  Debts owed to credit institutions

                     R0800

                  Financial liabilities other than debts owed to credit institutions

                     R0810

                  Insurance & intermediaries payables

                     R0820

                  Reinsurance payables

                     R0830

                  Payables (trade, not insurance)

                     R0840

                  Subordinated liabilities

                     R0850

                  Subordinated liabilities not in Basic Own Funds

                     R0860

                  Subordinated liabilities in Basic Own Funds

                     R0870

                  Any other liabilities, not elsewhere shown

                     R0880

                     Total liabilities

                     R0900

                     Excess of assets over liabilities

                     R1000

         S.02.02.01

         Assets and liabilities by currency

                     Currencies

                     C0010

                  …

                  Currency code

                     R0010

                  …

                     Total value of all currencies

                     Value of the solvency II reporting currency

                     Value of remaining other currencies

                     Value of material currencies

                     C0020

                     C0030

                     C0040

                     C0050

                  …

                     Assets

                  Investments (other than assets held for index-linked and unit-linked contracts)

                     R0020

                  …

                  Other assets: Property, plant & equipment held for own use, Cash and cash equivalents, Loans on policies, Loans & mortgages to individuals and Other loans & mortgages (other than index-linked and unit-linked contracts)

                     R0030

                  …

                  Assets held for index-linked and unit-linked contracts

                     R0040

                  …

                  Reinsurance recoverables

                     R0050

                  …

                  Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables

                     R0060

                  …

                  Any other assets

                     R0070

                  …

                     Total assets

                     R0100

                  …

                     Liabilities

                  Technical provisions (excluding index-linked and unit-linked contracts)

                     R0110

                  …

                  Technical provisions — index-linked and unit-linked contracts

                     R0120

                  …

                  Deposits from reinsurers and insurance, intermediaries and reinsurance payables

                     R0130

                  …

                  Derivatives

                     R0140

                  …

                  Financial liabilities

                     R0150

                  …

                  Contingent liabilities

                     R0160

                  …

                  Any other liabilities

                     R0170

                  …

                     Total liabilites

                     R0200

                  …

         S.03.01.01

         Off-balance sheet items — general

                     Maximum value

                     Value of guarantee / collateral / contingent liabilities

                     Value of assets for which collateral is held

                     Value of liabilities for which collateral is pledged

                     C0010

                     C0020

                     C0030

                     C0040

                     Guarantees provided by the undertaking, including letters of credit

                     R0010

                  Of which, guarantees, including letters of credit provided to other undertakings of the same group

                     R0020

                     Guarantees received by the undertaking, including letters of credit

                     R0030

                  Of which, guarantees, including letters of credit received from other undertakings of the same group

                     R0040

                     Collateral held

                  Collateral held for loans made or bonds purchased

                     R0100

                  Collateral held for derivatives

                     R0110

                  Assets pledged by reinsurers for ceded technical provisions

                     R0120

                  Other collateral held

                     R0130

                     Total collateral held

                     R0200

                     Collateral pledged

                  Collateral pledged for loans received or bonds issued

                     R0210

                  Collateral pledged for derivatives

                     R0220

                  Assets pledged to cedants for technical provisions (reinsurance accepted)

                     R0230

                  Other collateral pledged

                     R0240

                     Total collateral pledged

                     R0300

                     Contingent liabilities

                  Contingent liabilities not in Solvency II Balance Sheet

                     R0310

                  Of which contingent liabilities toward entities of the same group

                     R0320

                  Contingent liabilities in Solvency II Balance Sheet

                     R0330

                     Total Contingent liabilities

                     R0400

         S.03.01.04

         Off-balance sheet items — general

                     Maximum value

                     Value of guarantee / collateral / contingent liabilities

                     Value of assets for which collateral is held

                     Value of liabilities for which collateral is pledged

                     C0010

                     C0020

                     C0030

                     C0040

                     Guarantees provided by the group including letters of credit

                     R0010

                     Guarantees received by the group including letters of credit

                     R0030

                     Collateral held

                  Collateral held for loans made or bonds purchased

                     R0100

                  Collateral held for derivatives

                     R0110

                  Assets pledged by reinsurers for ceded technical provisions

                     R0120

                  Other collateral held

                     R0130

                     Total collateral held

                     R0200

                     Collateral pledged

                  Collateral pledged for loans received or bonds issued

                     R0210

                  Collateral pledged for derivatives

                     R0220

                  Assets pledged to cedants for technical provisions (reinsurance accepted)

                     R0230

                  Other collateral pledged

                     R0240

                     Total collateral pledged

                     R0300

                     Contingent liabilities

                  Contingent liabilities not in Solvency II Balance Sheet

                     R0310

                  Contingent liabilities in Solvency II Balance Sheet

                     R0330

                     Total Contingent liabilities

                     R0400

         S.03.02.01

         Off-balance sheet items — List of unlimited guarantees received by the undertaking

                     Code of guarantee

                     Name of provider of guarantee

                     Code of provider of guarantee

                     Type of code of provider of guarantee

                     Provider of guarantee belonging to the same group

                     Triggering event(s) of guarantee

                     Specific triggering event(s) of guarantee

                     Effective date of guarantee

                     Ancillary Own Funds

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

         S.03.02.04

         Off-balance sheet items — List of unlimited guarantees received by the group

                     Code of guarantee

                     Name of provider of guarantee

                     Code of provider of guarantee

                     Type of code of provider of guarantee

                     Triggering event(s) of guarantee

                     Specific triggering event(s) of guarantee

                     Effective date of guarantee

                     Ancillary Own Funds

                     C0010

                     C0020

                     C0030

                     C0040

                     C0060

                     C0070

                     C0080

                     C0090

         S.03.03.01

         Off-balance sheet items — List of unlimited guarantees provided by the undertaking

                     Code of guarantee

                     Name of receiver of guarantee

                     Code of receiver of guarantee

                     Type of code of receiver of guarantee

                     Receiver of guarantee belonging to the same group

                     Triggering event(s) of guarantee

                     Estimation of the maximum value of guarantee

                     Specific triggering event(s) of guarantee

                     Effective date of guarantee

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

         S.03.03.04

         Off-balance sheet items — List of unlimited guarantees provided by the group

                     Code of guarantee

                     Name of receiver of guarantee

                     Code of receiver of guarantee

                     Type of code of receiver of guarantee

                     Triggering event(s) of guarantee

                     Estimation of the maximum value of guarantee

                     Specific triggering event(s) of guarantee

                     Effective date of guarantee

                     C0010

                     C0020

                     C0030

                     C0040

                     C0060

                     C0070

                     C0080

                     C0090

         S.04.01.01

         Activity by country

                     Line of Business

                     Z0010

                     Undertaking

                     All EEA members

                     Total business underwritten by all non-EEA branches

                     Business underwritten in the home country, by the undertaking

                     Business underwritten through FPS, by the undertaking in the EEA countries different from the home country

                     Business underwritten through FPS in the home country, by any EEA branch

                     Total business underwritten by all EEA branches in the country where they are established

                     Total business underwritten through FPS, by all EEA branches

                     Total of the business underwritten through FPS by the undertaking and all EEA branches

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                  Country

                     R0010

                  Premiums written

                     R0020

                  Claims incurred

                     R0030

                  Commissions

                     R0040

                     By EEA member

                  …

                     By material non-EEA member

                  …

                     Business underwritten in the considered country, by the EEA branch established in this country

                     Business underwritten through FPS, by the EEA branch established in the considered country

                     Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

                     Business underwritten in the considered country, by the EEA branch established in this country

                     Business underwritten through FPS, by the EEA branch established in the considered country

                     Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

                     Business underwritten by material non-EEA country branches

                  …

                     C0080

                     C0090

                     C0100

                  …

                  …

                     C0110

                  Country

                     R0010

                  Premiums written

                     R0020

                  Claims incurred

                     R0030

                  Commissions

                     R0040

         S.04.02.01

         Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

                     Undertaking

                     By EEA Member

                  …

                     FPS

                     Branch

                     FPS

                     Branch

                     FPS

                     C0010

                     C0020

                     C0030

                  …

                  Country

                     R0010

                  Frequency of claims for Motor Vehicle Liability (except carrier's liability)

                     R0020

                  Average cost of claims for Motor Vehicle Liability (except carrier's liability)

                     R0030

         S.05.01.01

         Premiums, claims and expenses by line of business

                  Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

                  Medical expense insurance

                  Income protection insurance

                  Workers' compensation insurance

                  Motor vehicle liability insurance

                  Other motor insurance

                  Marine, aviation and transport insurance

                  Fire and other damage to property insurance

                  General liability insurance

                  Credit and suretyship insurance

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Premiums written

                  Gross — Direct Business

                     R0110

                  Gross — Proportional reinsurance accepted

                     R0120

                  Gross — Non-proportional reinsurance accepted

                     R0130

                  Reinsurers' share

                     R0140

                  Net

                     R0200

                     Premiums earned

                  Gross — Direct Business

                     R0210

                  Gross — Proportional reinsurance accepted

                     R0220

                  Gross — Non-proportional reinsurance accepted

                     R0230

                  Reinsurers' share

                     R0240

                  Net

                     R0300

                     Claims incurred

                  Gross — Direct Business

                     R0310

                  Gross — Proportional reinsurance accepted

                     R0320

                  Gross — Non-proportional reinsurance accepted

                     R0330

                  Reinsurers' share

                     R0340

                  Net

                     R0400

                     Changes in other technical provisions

                  Gross — Direct Business

                     R0410

                  Gross — Proportional reinsurance accepted

                     R0420

                  Gross — Non- proportional reinsurance accepted

                     R0430

                  Reinsurers'share

                     R0440

                  Net

                     R0500

                  Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

                  Line of Business for: accepted non-proportional reinsurance

                  Total

                  Legal expenses insurance

                  Assistance

                  Miscellaneous financial loss

                  Health

                  Casualty

                  Marine, aviation, transport

                  Property

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0200

                     Premiums written

                  Gross — Direct Business

                     R0110

                  Gross — Proportional reinsurance accepted

                     R0120

                  Gross — Non-proportional reinsurance accepted

                     R0130

                  Reinsurers' share

                     R0140

                  Net

                     R0200

                     Premiums earned

                  Gross — Direct Business

                     R0210

                  Gross — Proportional reinsurance accepted

                     R0220

                  Gross — Non-proportional reinsurance accepted

                     R0230

                  Reinsurers' share

                     R0240

                  Net

                     R0300

                     Claims incurred

                  Gross — Direct Business

                     R0310

                  Gross — Proportional reinsurance accepted

                     R0320

                  Gross — Non-proportional reinsurance accepted

                     R0330

                  Reinsurers' share

                     R0340

                  Net

                     R0400

                     Changes in other technical provisions

                  Gross — Direct Business

                     R0410

                  Gross — Proportional reinsurance accepted

                     R0420

                  Gross — Non- proportional reinsurance accepted

                     R0430

                  Reinsurers' share

                     R0440

                  Net

                     R0500

                  Line of Business for: non-life insurance obligations

                  Medical expense insurance

                  Income protection insurance

                  Workers' compensation insurance

                  Motor vehicle liability insurance

                  Other motor insurance

                  Marine, aviation and transport insurance

                  Fire and other damage to property insurance

                  General liability insurance

                  Credit and suretyship insurance

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Expenses incurred

                     R0550

                     Administrative expenses

                  Gross — Direct Business

                     R0610

                  Gross — Proportional reinsurance accepted

                     R0620

                  Gross — Non-proportional reinsurance accepted

                     R0630

                  Reinsurers' share

                     R0640

                  Net

                     R0700

                     Investment management expenses

                  Gross — Direct Business

                     R0710

                  Gross — Proportional reinsurance accepted

                     R0720

                  Gross — Non-proportional reinsurance accepted

                     R0730

                  Reinsurers' share

                     R0740

                  Net

                     R0800

                     Claims management expenses

                  Gross — Direct Business

                     R0810

                  Gross — Proportional reinsurance accepted

                     R0820

                  Gross — Non-proportional reinsurance accepted

                     R0830

                  Reinsurers' share

                     R0840

                  Net

                     R0900

                     Acquisition expenses

                  Gross — Direct Business

                     R0910

                  Gross — Proportional reinsurance accepted

                     R0920

                  Gross — Non-proportional reinsurance accepted

                     R0930

                  Reinsurers' share

                     R0940

                  Net

                     R1000

                     Overhead expenses

                  Gross — Direct Business

                     R1010

                  Gross — Proportional reinsurance accepted

                     R1020

                  Gross — Non-proportional reinsurance accepted

                     R1030

                  Reinsurers' share

                     R1040

                  Net

                     R1100

                     Other expenses

                     R1200

                     Total expenses

                     R1300

                  Line of Business for: non-life insurance obligations

                  Line of Business for: accepted non-proportional reinsurance

                  Total

                  Legal expenses insurance

                  Assistance

                  Miscellaneous financial loss

                  Health

                  Casualty

                  Marine, aviation, transport

                  Property

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0200

                     Expenses incurred

                     R0550

                     Administrative expenses

                  Gross — Direct Business

                     R0610

                  Gross — Proportional reinsurance accepted

                     R0620

                  Gross — Non-proportional reinsurance accepted

                     R0630

                  Reinsurers' share

                     R0640

                  Net

                     R0700

                     Investment management expenses

                  Gross — Direct Business

                     R0710

                  Gross — Proportional reinsurance accepted

                     R0720

                  Gross — Non-proportional reinsurance accepted

                     R0730

                  Reinsurers' share

                     R0740

                  Net

                     R0800

                     Claims management expenses

                  Gross — Direct Business

                     R0810

                  Gross — Proportional reinsurance accepted

                     R0820

                  Gross — Non-proportional reinsurance accepted

                     R0830

                  Reinsurers' share

                     R0840

                  Net

                     R0900

                     Acquisition expenses

                  Gross — Direct Business

                     R0910

                  Gross — Proportional reinsurance accepted

                     R0920

                  Gross — Non-proportional reinsurance accepted

                     R0930

                  Reinsurers' share

                     R0940

                  Net

                     R1000

                     Overhead expenses

                  Gross — Direct Business

                     R1010

                  Gross — Proportional reinsurance accepted

                     R1020

                  Gross — Non-proportional reinsurance accepted

                     R1030

                  Reinsurers' share

                     R1040

                  Net

                     R1100

                     Other expenses

                     R1200

                     Total expenses

                     R1300

                  Line of Business for: life insurance obligations

                  Life reinsurance obligations

                  Total

                  Health insurance

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

                  Health reinsurance

                  Life reinsurance

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0300

                     Premiums written

                  Gross

                     R1410

                  Reinsurers' share

                     R1420

                  Net

                     R1500

                     Premiums earned

                  Gross

                     R1510

                  Reinsurers' share

                     R1520

                  Net

                     R1600

                     Claims incurred

                  Gross

                     R1610

                  Reinsurers' share

                     R1620

                  Net

                     R1700

                     Changes in other technical provisions

                  Gross

                     R1710

                  Reinsurers' share

                     R1720

                  Net

                     R1800

                  Expenses incurred

                     R1900

                     Administrative expenses

                  Gross

                     R1910

                  Reinsurers' share

                     R1920

                  Net

                     R2000

                     Investment management expenses

                  Gross

                     R2010

                  Reinsurers' share

                     R2020

                  Net

                     R2100

                     Claims management expenses

                  Gross

                     R2110

                  Reinsurers' share

                     R2120

                  Net

                     R2200

                  Line of Business for: life insurance obligations

                  Life reinsurance obligations

                  Total

                  Health insurance

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

                  Health reinsurance

                  Life reinsurance

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0300

                     Acquisition expenses

                  Gross

                     R2210

                  Reinsurers' share

                     R2220

                  Net

                     R2300

                     Overhead expenses

                  Gross

                     R2310

                  Reinsurers' share

                     R2320

                  Net

                     R2400

                  Other expenses

                     R2500

                     Total expenses

                     R2600

                     Total amount of surrenders

                     R2700

         S.05.01.02

         Premiums, claims and expenses by line of business

                  Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

                  Medical expense insurance

                  Income protection insurance

                  Workers' compensation insurance

                  Motor vehicle liability insurance

                  Other motor insurance

                  Marine, aviation and transport insurance

                  Fire and other damage to property insurance

                  General liability insurance

                  Credit and suretyship insurance

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Premiums written

                  Gross — Direct Business

                     R0110

                  Gross — Proportional reinsurance accepted

                     R0120

                  Gross — Non-proportional reinsurance accepted

                     R0130

                  Reinsurers' share

                     R0140

                  Net

                     R0200

                     Premiums earned

                  Gross — Direct Business

                     R0210

                  Gross — Proportional reinsurance accepted

                     R0220

                  Gross — Non-proportional reinsurance accepted

                     R0230

                  Reinsurers' share

                     R0240

                  Net

                     R0300

                     Claims incurred

                  Gross — Direct Business

                     R0310

                  Gross — Proportional reinsurance accepted

                     R0320

                  Gross — Non-proportional reinsurance accepted

                     R0330

                  Reinsurers' share

                     R0340

                  Net

                     R0400

                     Changes in other technical provisions

                  Gross — Direct Business

                     R0410

                  Gross — Proportional reinsurance accepted

                     R0420

                  Gross — Non- proportional reinsurance accepted

                     R0430

                  Reinsurers' share

                     R0440

                  Net

                     R0500

                     Expenses incurred

                     R0550

                     Other expenses

                     R1200

                     Total expenses

                     R1300

                  Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

                  Line of business for: accepted non-proportional reinsurance

                  Total

                  Legal expenses insurance

                  Assistance

                  Miscellaneous financial loss

                  Health

                  Casualty

                  Marine, aviation, transport

                  Property

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0200

                     Premiums written

                  Gross — Direct Business

                     R0110

                  Gross — Proportional reinsurance accepted

                     R0120

                  Gross — Non-proportional reinsurance accepted

                     R0130

                  Reinsurers' share

                     R0140

                  Net

                     R0200

                     Premiums earned

                  Gross — Direct Business

                     R0210

                  Gross — Proportional reinsurance accepted

                     R0220

                  Gross — Non-proportional reinsurance accepted

                     R0230

                  Reinsurers' share

                     R0240

                  Net

                     R0300

                     Claims incurred

                  Gross — Direct Business

                     R0310

                  Gross — Proportional reinsurance accepted

                     R0320

                  Gross — Non-proportional reinsurance accepted

                     R0330

                  Reinsurers' share

                     R0340

                  Net

                     R0400

                     Changes in other technical provisions

                  Gross — Direct Business

                     R0410

                  Gross — Proportional reinsurance accepted

                     R0420

                  Gross — Non- proportional reinsurance accepted

                     R0430

                  Reinsurers'share

                     R0440

                  Net

                     R0500

                     Expenses incurred

                     R0550

                     Other expenses

                     R1200

                     Total expenses

                     R1300

                  Line of Business for: life insurance obligations

                  Life reinsurance obligations

                  Total

                  Health insurance

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

                  Health reinsurance

                  Life reinsurance

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0300

                     Premiums written

                  Gross

                     R1410

                  einsurers' share

                     R1420

                  Net

                     R1500

                     Premiums earned

                  Gross

                     R1510

                  Reinsurers' share

                     R1520

                  Net

                     R1600

                     Claims incurred

                  Gross

                     R1610

                  Reinsurers' share

                     R1620

                  Net

                     R1700

                     Changes in other technical provisions

                  Gross

                     R1710

                  Reinsurers' share

                     R1720

                  Net

                     R1800

                     Expenses incurred

                     R1900

                     Other expenses

                     R2500

                     Total expenses

                     R2600

         S.05.02.01

         Premiums, claims and expenses by country

                     Home Country

                     Top 5 countries (by amount of gross premiums written) — non-life obligations

                     Total Top 5 and home country

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     R0010

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     Premiums written

                  Gross — Direct Business

                     R0110

                  Gross — Proportional reinsurance accepted

                     R0120

                  Gross — Non-proportional reinsurance accepted

                     R0130

                  Reinsurers' share

                     R0140

                  Net

                     R0200

                     Premiums earned

                  Gross — Direct Business

                     R0210

                  Gross — Proportional reinsurance accepted

                     R0220

                  Gross — Non-proportional reinsurance accepted

                     R0230

                  Reinsurers' share

                     R0240

                  Net

                     R0300

                     Claims incurred

                  Gross — Direct Business

                     R0310

                  Gross — Proportional reinsurance accepted

                     R0320

                  Gross — Non-proportional reinsurance accepted

                     R0330

                  Reinsurers' share

                     R0340

                  Net

                     R0400

                     Changes in other technical provisions

                  Gross — Direct Business

                     R0410

                  Gross — Proportional reinsurance accepted

                     R0420

                  Gross — Non- proportional reinsurance accepted

                     R0430

                  Reinsurers'share

                     R0440

                  Net

                     R0500

                     Expenses incurred

                     R0550

                     Other expenses

                     R1200

                     Total expenses

                     R1300

                     Home Country

                     Top 5 countries (by amount of gross premiums written) — life obligations

                     Total Top 5 and home country

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     R1400

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     Premiums written

                  Gross

                     R1410

                  Reinsurers' share

                     R1420

                  Net

                     R1500

                     Premiums earned

                  Gross

                     R1510

                  Reinsurers' share

                     R1520

                  Net

                     R1600

                     Claims incurred

                  Gross

                     R1610

                  Reinsurers' share

                     R1620

                  Net

                     R1700

                     Changes in other technical provisions

                  Gross

                     R1710

                  Reinsurers' share

                     R1720

                  Net

                     R1800

                     Expenses incurred

                     R1900

                     Other expenses

                     R2500

                     Total expenses

                     R2600

         S.06.01.01

         Summary of assets

                     Life

                     Non-life

                     Ring-fenced funds

                     Other internal funds

                     Shareholders' funds

                     General

                     Assets listing

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                  Assets listed

                     R0010

                  Assets that are not listed in a stock exchange

                     R0020

                  Assets that are not exchange tradable

                     R0030

                  By category

                  Government bonds

                     R0040

                  Corporate bonds

                     R0050

                  Equity

                     R0060

                  Collective Investment Undertakings

                     R0070

                  Structured notes

                     R0080

                  Collateralised securities

                     R0090

                  Cash and deposits

                     R0100

                  Mortgages and loans

                     R0110

                  Property

                     R0120

                  Other investments

                     R0130

                  Futures

                     R0140

                  Call Options

                     R0150

                  Put Options

                     R0160

                  Swaps

                     R0170

                  Forwards

                     R0180

                  Credit derivatives

                     R0190

         S.06.02.01

         List of assets

         Information on positions held

                     Asset ID Code

                     Asset ID Code type

                     Portfolio

                     Fund number

                     Matching portfolio number

                     Asset held in unit linked and index linked contracts

                     Asset pledged as collateral

                     Country of custody

                     Custodian

                     Quantity

                     Par amount

                     Valuation method

                     Acquisition value

                     Total Solvency II amount

                     Accrued interest

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

         Information on assets

                     Asset ID Code

                     Asset ID Code type

                     Item Title

                     Issuer Name

                     Issuer Code

                     Type of issuer code

                     Issuer Sector

                     Issuer Group

                     Issuer Group Code

                     Type of issuer group code

                     Issuer Country

                     Currency

                     CIC

                     Infrastructure investment

                     (cont.)

                     C0040

                     C0050

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     Holdings in related undertakings, including participations

                     External rating

                     Nominated ECAI

                     Credit quality step

                     Internal rating

                     Duration

                     Unit Solvency II price

                     Unit percentage of par amount Solvency II price

                     Maturity date

                     C0310

                     C0320

                     C0330

                     C0340

                     C0350

                     C0360

                     C0370

                     C0380

                     C0390

         S.06.02.04

         List of assets

         Information on positions held

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Asset ID Code

                     Asset ID Code type

                     Portfolio

                     Fund number

                     Matching portfolio number

                     Asset held in unit linked and index linked contracts

                     Asset pledged as collateral

                     Country of custody

                     Custodian

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     Quantity

                     Par amount

                     Valuation method

                     Acquisition value

                     Total Solvency II amount

                     Accrued interest

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

         Information on assets

                     Asset ID Code

                     Asset ID Code type

                     Item Title

                     Issuer Name

                     Issuer Code

                     Type of issuer code

                     Issuer Sector

                     Issuer Group

                     Issuer Group Code

                     Type of issuer group code

                     Issuer Country

                     Currency

                     (cont.)

                     C0040

                     C0050

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     CIC

                     Infrastructure investment

                     Participation

                     External rating

                     Nominated ECAI

                     Credit quality step

                     Internal rating

                     Duration

                     Unit Solvency II price

                     Unit percentage of par amount Solvency II price

                     Maturity date

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                     C0350

                     C0360

                     C0370

                     C0380

                     C0390

         S.06.03.01

         Collective investment undertakings — look-through approach

                     Collective Investments Undertaking ID Code

                     Collective Investments Undertaking ID Code type

                     Underlying asset category

                     Country of issue

                     Currency

                     Total amount

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

         S.06.03.04

         Collective investment undertakings — look-through approach

                     Collective Investments Undertaking ID Code

                     Collective Investments Undertaking ID Code type

                     Underlying asset category

                     Country of issue

                     Currency

                     Total amount

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

         S.07.01.01

         Structured products

                     Asset ID Code

                     Asset ID Code type

                     Collateral type

                     Type of structured product

                     Capital protection

                     Underlying security / index / portfolio

                     Callable or Putable

                     Synthetic structured product

                     Prepayment structured product

                     Collateral value

                     Collateral portfolio

                     Fixed annual return

                     Variable annual return

                     Loss given default

                     Attachment point

                     Detachment point

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

         S.07.01.04

         Structured products

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Asset ID Code

                     Asset ID Code type

                     Collateral type

                     Type of structured product

                     Capital protection

                     Underlying security / index / portfolio

                     Callable or Putable

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     Synthetic structured product

                     Prepayment structured product

                     Collateral value

                     Collateral portfolio

                     Fixed annual return

                     Variable annual return

                     Loss given default

                     Attachment point

                     Detachment point

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

         S.08.01.01

         Open derivatives

         Information on positions held

                     Derivative ID Code

                     Derivative ID Code type

                     Portfolio

                     Fund number

                     Derivatives held in index-linked and unit-linked contracts

                     Instrument underlying the derivative

                     Type of code of asset or liability underlying the derivative

                     Use of derivative

                     Delta

                     Notional amount of the derivative

                     Buyer / Seller

                     (cont.)

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     Premium paid to date

                     Premium received to date

                     Number of contracts

                     Contract size

                     Maximum loss under unwinding event

                     Swap outflow amount

                     Swap inflow amount

                     Initial date

                     Duration

                     Solvency II value

                     Valuation method

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

         Information on derivatives

                     Derivative ID Code

                     Derivative ID Code type

                     Counterparty Name

                     Counterparty Code

                     Type of counterparty code

                     External rating

                     Nominated ECAI

                     Credit quality step

                     Internal rating

                     Counterparty Group

                     Counterparty group code

                     (cont.)

                     C0040

                     C0050

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                     Type of counterparty group code

                     Contract name

                     Currency

                     CIC

                     Trigger value

                     Unwind trigger of contract

                     Swap delivered currency

                     Swap received currency

                     Maturity date

                     C0350

                     C0360

                     C0370

                     C0380

                     C0390

                     C0400

                     C0410

                     C0420

                     C0430

         S.08.01.04

         Open derivatives

         Information on positions held

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Derivative ID Code

                     Derivative ID Code type

                     Portfolio

                     Fund number

                     Derivatives held in index-linked and unit-linked contracts

                     Instrument underlying the derivative

                     Type of code of asset or liability underlying the derivative

                     Use of derivative

                     Delta

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     Notional amount of the derivative

                     Buyer / Seller

                     Premium paid to date

                     Premium received to date

                     Number of contracts

                     Contract size

                     Maximum loss under unwinding event

                     Swap outflow amount

                     Swap inflow amount

                     Initial date

                     Duration

                     Solvency II value

                     Valuation method

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

         Information on derivatives

                     Derivative ID Code

                     Derivative ID Code type

                     Counterparty Name

                     Counterparty Code

                     Type of counterparty code

                     External rating

                     Nominated ECAI

                     Credit quality step

                     Internal rating

                     Counterparty Group

                     Counterparty group code

                     (cont.)

                     C0040

                     C0050

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                     Type of counterparty group code

                     Contract name

                     Currency

                     CIC

                     Trigger value

                     Unwind trigger of contract

                     Swap delivered currency

                     Swap received currency

                     Maturity date

                     C0350

                     C0360

                     C0370

                     C0380

                     C0390

                     C0400

                     C0410

                     C0420

                     C0430

         S.08.02.01

         Derivatives Transactions

         Information on positions held

                     Derivative ID Code

                     Derivative ID Code type

                     Portfolio

                     Fund number

                     Derivatives held in index-linked and unit-linked contracts

                     Instrument underlying the derivative

                     Type of code of asset or liability underlying the derivative

                     Use of derivative

                     Notional amount of the derivative

                     Buyer / Seller

                     Premium paid to date

                     (cont.)

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     Premium received to date

                     Profit and loss to date

                     Number of contracts

                     Contract size

                     Maximum loss under unwinding event

                     Swap outflow amount

                     Swap inflow amount

                     Initial date

                     Solvency II value

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

         Information on derivatives

                     Derivative ID Code

                     Derivative ID Code type

                     Counterparty Name

                     Counterparty Code

                     Type of counterparty code

                     Counterparty group

                     Counterparty group code

                     Type of counterparty group code

                     Contract name

                     Currency

                     CIC

                     (cont.)

                     C0040

                     C0050

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     Trigger value

                     Unwind trigger of contract

                     Swap delivered currency

                     Swap received currency

                     Maturity date

                     C0330

                     C0340

                     C0350

                     C0360

                     C0370

         S.08.02.04

         Derivatives Transactions

         Information on positions held

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Derivative ID Code

                     Derivative ID Code type

                     Portfolio

                     Fund number

                     Derivatives held in index-linked and unit-linked contracts

                     Instrument underlying the derivative

                     Type of code of asset or liability underlying the derivative

                     Use of derivative

                     (cont.)

                     0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     Notional amount of the derivative

                     Buyer / Seller

                     Premium paid to date

                     Premium received to date

                     Profit and loss to date

                     Number of contracts

                     Contract size

                     Maximum loss under unwinding event

                     Swap outflow amount

                     Swap inflow amount

                     Initial date

                     Solvency II value

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

         Information on derivatives

                     Derivative ID Code

                     Derivative ID Code type

                     Counterparty Name

                     Counterparty Code

                     Type of counterparty code

                     Counterparty group

                     Counterparty group code

                     Type of counterparty group code

                     Contract name

                     Currency

                     CIC

                     (cont.)

                     C0040

                     C0050

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     Trigger value

                     Unwind trigger of contract

                     Swap delivered currency

                     Swap received currency

                     Maturity date

                     C0330

                     C0340

                     C0350

                     C0360

                     C0370

         S.09.01.01

         Income/gains and losses in the period

                     Asset category

                     Portfolio

                     Asset held in unit-linked and index-linked contracts

                     Dividends

                     Interest

                     Rent

                     Net gains and losses

                     Unrealised gains and losses

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

         S.09.01.04

         Income/gains and losses in the period

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Asset category

                     Portfolio

                     Asset held in unit-linked and index-linked contracts

                     Dividends

                     Interest

                     Rent

                     Net gains and losses

                     Unrealised gains and losses

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

         S.10.01.01

         Securities lending and repos

                     Portfolio

                     Fund number

                     Asset category

                     Counterparty Name

                     Counterparty code

                     Type of counterparty code

                     Counterparty asset category

                     Assets held in unit-linked and index-linked contracts

                     Position in the contract

                     Near leg amount

                     Far leg amount

                     Start date

                     Maturity date

                     Solvency II Value

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

         S.10.01.04

         Securities lending and repos

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Portfolio

                     Fund number

                     Asset category

                     Counterparty Name

                     Counterparty code

                     Type of counterparty code

                     Counterparty asset category

                     Assets held in unit-linked and index-linked contracts

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     Position in the contract

                     Near leg amount

                     Far leg amount

                     Start date

                     Maturity date

                     Solvency II Value

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

         S.11.01.01

         Assets held as collateral

         Information on positions held

                     Information on the assets held

                     Information on the asset for which collateral is held

                     Asset ID Code

                     Asset ID Code type

                     Name of counterparty pledging the collateral

                     Name of the group of the counterparty pledging the collateral

                     Country of custody

                     Quantity

                     Par amount

                     Valuation method

                     Total amount

                     Accrued interest

                     Type of asset for which the collateral is held

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

         Information on assets

                     Information on the assets held

                     Asset ID Code

                     Asset ID Code type

                     Item Title

                     Issuer Name

                     Issuer Code

                     Type of issuer code

                     Issuer Sector

                     Issuer Group name

                     Issuer Group Code

                     Type of issuer group code

                     Issuer Country

                     Currency

                     CIC

                     Unit price

                     Unit percentage of par amount Solvency II price

                     Maturity date

                     C0040

                     C0050

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

         S.11.01.04

         Assets held as collateral

         Information on positions held

                     Information on the assets held

                     Information on the asset for which collateral is held

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Asset ID Code

                     Asset ID Code type

                     Name of counterparty pledging the collateral

                     Name of the group of the counterparty pledging the collateral

                     Country of custody

                     Quantity

                     Par amount

                     Valuation method

                     Total amount

                     Accrued interest

                     Type of asset for which the collateral is held

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

         Information on assets

                     Information on the assets held

                     Asset ID Code

                     Asset ID Code type

                     Item Title

                     Issuer Name

                     Issuer Code

                     Type of issuer code

                     Issuer Sector

                     Issuer Group name

                     Issuer Group Code

                     Type of issuer group code

                     Issuer Country

                     Currency

                     CIC

                     (cont)

                     C0040

                     C0050

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

         Information on the assets held

                     Unit price

                     Unit percentage of par amount Solvency II price

                     Maturity date

                     C0260

                     C0270

                     C0280

         S.12.01.01

         Life and Health SLT Technical Provisions

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     C0020

                     C0030

                     C0040

                     C0050

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     C0060

                     C0070

                     C0080

                     C0090

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

                  Accepted reinsurance

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                     C0100

                     C0110

                     C0120

                     C0130

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

                  Accepted reinsurance

                     Total (Life other than health insurance, incl. Unit-Linked)

                  Annuities stemming from non-life accepted insurance contracts and relating to insurance obligation other than health insurance obligations

                     C0140

                     C0150

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

                  Health insurance (direct business)

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     C0160

                     C0170

                     C0180

                     C0190

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

                  Health reinsurance (reinsurance accepted)

                     Total (Health similar to life insurance)

                     C0200

                     C0210

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0040

                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

                     R0050

                  Recoverables from SPV before adjustment for expected losses

                     R0060

                  Recoverables from Finite Re before adjustment for expected losses

                     R0070

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                     Best estimate minus recoverables from reinsurance/SPV and Finite Re

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions - total

                     R0200

                     Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

                     R0210

                     Best Estimate of products with a surrender option

                     R0220

                     Gross BE for Cash flow

                     Cash out-flows

                  Future guaranteed and discretionary benefits

                     R0230

                  Future guaranteed benefits

                     R0240

                  Future discretionary benefits

                     R0250

                  Future expenses and other cash out-flows

                     R0260

                     Cash in-flows

                  Future premiums

                     R0270

                  Other cash in-flows

                     R0280

                     Percentage of gross Best Estimate calculated using approximations

                     R0290

                     Surrender value

                     R0300

                     Best estimate subject to transitional of the interest rate

                     R0310

                  Technical provisions without transitional on interest rate

                     R0320

                     Best estimate subject to volatility adjustment

                     R0330

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0340

                     Best estimate subject to matching adjustment

                     R0350

                  Technical provisions without matching adjustment and without all the others

                     R0360

         S.12.01.02

         Life and Health SLT Technical Provisions

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     (cont.)

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                  Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions — total

                     R0200

                  Accepted reinsurance

                     Total (Life other than health insurance, incl. Unit-Linked)

                  Health insurance (direct business)

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Health reinsurance (reinsurance accepted)

                     Total (Health similar to life insurance)

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     C0100

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                  Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions — total

                     R0200

         SR.12.01.01

         Life and Health SLT Technical Provisions

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     (cont.)

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                  Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Risk margin

                     R0130

                  Best estimate

                     R0120

                  Technical Provisions calculated as a whole

                     R0110

                     Technical provisions — total

                     R0200

                  Accepted reinsurance

                     Total (Life other than health insurance, including Unit-Linked)

                  Health insurance (direct business)

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Health reinsurance (reinsurance accepted)

                     Total (Health similar to life insurance)

                  Contracts without options and guarantees

                  Contracts with options or guarantees

                     C0100

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     Technical provisions calculated as a whole

                     R0010

                     Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole

                     R0020

                     Technical provisions calculated as a sum of BE and RM

                     Best Estimate

                     Gross Best Estimate

                     R0030

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0080

                  Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

                     R0090

                     Risk Margin

                     R0100

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0110

                  Best estimate

                     R0120

                  Risk margin

                     R0130

                     Technical provisions — total

                     R0200

         S.12.02.01

         Life and Health SLT Technical Provisions — by country

         Gross TP calculated as a whole and Gross BE for different countries

                  Geographical zone

                  Insurance with profit participation

                  Index-linked and unit-linked insurance

                  Other life insurance

                  Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

                  Accepted reinsurance

                     Total (Life other than health insurance, including Unit-Linked)

                     (cont.)

                     C0020

                     C0030

                     C0060

                     C0090

                     C0100

                     C0150

                  Home country

                     R0010

                  EEA countries outside the materiality threshold — not reported by country

                     R0020

                  Non-EEA countries outside the materiality threshold — not reported by country

                     R0030

                  By country

                     C0010

                  Country 1

                     R0040

                  …

                  …

                  Geographical zone

                  Health insurance (direct business)

                  Annuities stemming from non-life insurance contracts and relating to health insurance obligations

                  Health reinsurance (reinsurance accepted)

                     Total (Health similar to life insurance)

                     C0160

                     C0190

                     C0200

                     C0210

                  Home country

                     R0010

                  EEA countries outside the materiality threshold — not reported by country

                     R0020

                  Non-EEA countries outside the materiality threshold — not reported by country

                     R0030

                  By country

                     C0010

                  Country 1

                     R0040

                  …

                  …

         S.13.01.01

         Projection of future gross cash flows

                     Insurance with profit participation

                     Index linked and unit-linked insurance

                     Cash out-flows

                     Cash in-flows

                     Cash out-flows

                     Cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     Year (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31-40

                     R0310

                  41-50

                     R0320

                  51 & after

                     R0330

                     Other life insurance

                     Annuities stemming from non-life contracts

                     Cash out-flows

                     Cash in-flows

                     Cash out-flows

                     Cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     Year (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31-40

                     R0310

                  41-50

                     R0320

                  51 & after

                     R0330

                     Accepted reinsurance

                     Health insurance

                     Cash out-flows

                     Cash in-flows

                     Cash out-flows

                     Cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                  Year (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31-40

                     R0310

                  41-50

                     R0320

                  51 & after

                     R0330

                     Health reinsurance

                     Total recoverable from reinsurance (after the adjustment)

                     Cash out-flows

                     Cash in-flows

                     Future Benefits

                     Future expenses and other cash out-flows

                     Future premiums

                     Other cash in-flows

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

                     Year (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31-40

                     R0310

                  41-50

                     R0320

                  51 & after

                     R0330

         S.14.01.01

         Life obligations analysis

         Portfolio

                     Product ID code

                     Fund number

                     Line of Business

                     Number of contracts at the end of the year

                     Number of new contracts during year

                     Total amount of written premiums

                     Total amount of claims paid during year

                     Country

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

         Characterictics of product

                     Product ID code

                     Product classification

                     Type of product

                     Product denomination

                     Product still commercialised?

                     Type of premium

                     Use of financial instrument for replication?

                     Number of HRGs in products

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

         Information on Homogeneous risk groups

                     HRG code

                     Best Estimate

                     Capital-at-risk

                     Surrender value

                     Annualised guaranteed rate (over average duration of guarantee)

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

         Information on products and homogeneous risk groups

                     Product ID code

                     HRG code

                     C0220

                     C0230

         S.15.01.01

         Description of the guarantees of variable annuities

                     Product ID code

                     Product Denomination

                     Description of the product

                     Initial date of guarantee

                     Final date of guarantee

                     Type of guarantee

                     Guareanteed level

                     Description of the guarantee

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

         S.15.01.04

         Description of the guarantees of variable annuities

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Product ID code

                     Product Denomination

                     Description of the product

                     Initial date of guarantee

                     Final date of guarantee

                     Type of guarantee

                     Guareanteed level

                     Description of the guarantee

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                  A1

         S.15.02.01

         Hedging of guarantees of variable annuities

                     Product ID code

                     Product Denomination

                     Type of hedging

                     Delta hedged

                     Rho hedged

                     Gamma hedged

                     Vega hedged

                     FX hedged

                     Other hedged risks

                     Economic result without hedging

                     Economic result with hedging

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

         S.15.02.04

         Hedging of guarantees of variable annuities

                     Legal name of the undertaking

                     Identification code of the undertaking

                     Type of code of the ID of the undertaking

                     Product ID code

                     Product Denomination

                     Type of hedging

                     Delta hedged

                     Rho hedged

                     (cont)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     Gamma hedged

                     Vega hedged

                     FX hedged

                     Other hedged risks

                     Economic result without hedging

                     Economic result with hedging

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

         S.16.01.01

         Information on annuities stemming from Non-Life Insurance obligations

                  The related non-life line of business

                     Z0010

                  Accident year / Underwriting year

                     Z0020

                  Currency

                     Z0030

                  Currency conversion

                     Z0040

                     Information on year N:

                     C0010

                  The average interest rate

                     R0010

                  The average duration of the obligations

                     R0020

                  The weighted average age of the beneficiaries

                     R0030

         Annuities information

                     Year

                     Undiscounted annuity claims provisions at the start of year N

                     Undiscounted annuity claims provisions set up during year N

                     Annuity payments paid during year N

                     Undiscounted annuity claims provisions at the end of year N

                     Number of annuities obligations at the end of year N

                     Best Estimate for annuity claims provisions at the end of year N (discounted basis)

                     Undiscounted development result

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Prior years

                     R0040

                  N-14

                     R0050

                  N-13

                     R0060

                  N-12

                     R0070

                  N-11

                     R0080

                  N-10

                     R0090

                  N-9

                     R0100

                  N-8

                     R0110

                  N-7

                     R0120

                  N-6

                     R0130

                  N-5

                     R0140

                  N-4

                     R0150

                  N-3

                     R0160

                  N-2

                     R0170

                  N-1

                     R0180

                  N

                     R0190

                  Total

                     R0200

         S.17.01.01

         Non-life Technical Provisions

                     Direct business and accepted proportional reinsurance

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     Technical provisions calculated as a whole

                     R0010

                  Direct business

                     R0020

                  Accepted proportional reinsurance business

                     R0030

                  Accepted non-proportional reinsurance

                     R0040

                     Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                     Premium provisions

                  Gross — Total

                     R0060

                  Gross — direct business

                     R0070

                  Gross — accepted proportional reinsurance business

                     R0080

                  Gross — accepted non-proportional reinsurance business

                     R0090

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0100

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0110

                  Recoverables from SPV before adjustment for expected losses

                     R0120

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0130

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                     Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross — Total

                     R0160

                  Gross — direct business

                     R0170

                  Gross — accepted proportional reinsurance business

                     R0180

                  Gross — accepted non-proportional reinsurance business

                     R0190

                     Direct business and accepted proportional reinsurance

                     Fire and other damage to property insurance

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     Technical provisions calculated as a whole

                     R0010

                  Direct business

                     R0020

                  Accepted proportional reinsurance business

                     R0030

                  Accepted non-proportional reinsurance

                     R0040

                     Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                     Premium provisions

                  Gross — Total

                     R0060

                  Gross — direct business

                     R0070

                  Gross — accepted proportional reinsurance business

                     R0080

                  Gross — accepted non-proportional reinsurance business

                     R0090

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0100

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0110

                  Recoverables from SPV before adjustment for expected losses

                     R0120

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0130

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                     Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross — Total

                     R0160

                  Gross — direct business

                     R0170

                  Gross — accepted proportional reinsurance business

                     R0180

                  Gross — accepted non-proportional reinsurance business

                     R0190

                     Accepted non-proportional reinsurance

                     Total Non-Life obligation

                     Non-proportional health reinsurance

                     Non-proportional casualty reinsurance

                     Non-proportional marine, aviation and transport reinsurance

                     Non-proportional property reinsurance

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     Technical provisions calculated as a whole

                     R0010

                  Direct business

                     R0020

                  Accepted proportional reinsurance business

                     R0030

                  Accepted non-proportional reinsurance

                     R0040

                     Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                     Premium provisions

                  Gross — Total

                     R0060

                  Gross — direct business

                     R0070

                  Gross — accepted proportional reinsurance business

                     R0080

                  Gross — accepted non-proportional reinsurance business

                     R0090

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0100

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0110

                  Recoverables from SPV before adjustment for expected losses

                     R0120

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0130

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                     Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross — Total

                     R0160

                  Gross — direct business

                     R0170

                  Gross — accepted proportional reinsurance business

                     R0180

                  Gross — accepted non-proportional reinsurance business

                     R0190

                     Direct business and accepted proportional reinsurance

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0200

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0210

                  Recoverables from SPV before adjustment for expected losses

                     R0220

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0230

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                     Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  TP as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

                     R0340

                     Line of Business: further segmentation (Homogeneous Risk Groups)

                  Premium provisions — Total number of homogeneous risk groups

                     R0350

                  Claims provisions — Total number of homogeneous risk groups

                     R0360

                     Cash-flows of the Best estimate of Premium Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0370

                  Future expenses and other cash-out flows

                     R0380

                     Cash in-flows

                  Future premiums

                     R0390

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0400

                     Direct business and accepted proportional reinsurance

                     Fire and other damage to property insurance

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0200

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0210

                  Recoverables from SPV before adjustment for expected losses

                     R0220

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0230

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                     Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  TP as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

                     R0340

                     Line of Business: further segmentation (Homogeneous Risk Groups)

                  Premium provisions — Total number of homogeneous risk groups

                     R0350

                  Claims provisions — Total number of homogeneous risk groups

                     R0360

                     Cash-flows of the Best estimate of Premium Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0370

                  Future expenses and other cash-out flows

                     R0380

                     Cash in-flows

                  Future premiums

                     R0390

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0400

                     Accepted non-proportional reinsurance

                     Total Non-Life obligation

                     Non-proportional health reinsurance

                     Non-proportional casualty reinsurance

                     Non-proportional marine, aviation and transport reinsurance

                     Non-proportional property reinsurance

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                  Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

                     R0200

                  Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

                     R0210

                  Recoverables from SPV before adjustment for expected losses

                     R0220

                  Recoverables from Finite Reinsurance before adjustment for expected losses

                     R0230

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                     Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  TP as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

                     R0340

                     Line of Business: further segmentation (Homogeneous Risk Groups)

                  Premium provisions — Total number of homogeneous risk groups

                     R0350

                  Claims provisions — Total number of homogeneous risk groups

                     R0360

                     Cash-flows of the Best estimate of Premium Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0370

                  Future expenses and other cash-out flows

                     R0380

                     Cash in-flows

                  Future premiums

                     R0390

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0400

                     Direct business and accepted proportional reinsurance

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     Cash-flows of the Best estimate of Claims Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0410

                  Future expenses and other cash-out flows

                     R0420

                     Cash in-flows

                  Future premiums

                     R0430

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0440

                     Percentage of gross Best Estimate calculated using approximations

                     R0450

                     Best estimate subject to transitional of the interest rate

                     R0460

                  Technical provisions without transitional on interest rate

                     R0470

                     Best estimate subject to volatility adjustment

                     R0480

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0490

                     Direct business and accepted proportional reinsurance

                     Fire and other damage to property insurance

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     Cash-flows of the Best estimate of Claims Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0410

                  Future expenses and other cash-out flows

                     R0420

                     Cash in-flows

                  Future premiums

                     R0430

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0440

                     Percentage of gross Best Estimate calculated using approximations

                     R0450

                     Best estimate subject to transitional of the interest rate

                     R0460

                  Technical provisions without transitional on interest rate

                     R0470

                     Best estimate subject to volatility adjustment

                     R0480

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0490

                     Accepted non-proportional reinsurance

                     Total Non-Life obligation

                     Non-proportional health reinsurance

                     Non-proportional casualty reinsurance

                     Non-proportional marine, aviation and transport reinsurance

                     Non-proportional property reinsurance

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     Cash-flows of the Best estimate of Claims Provisions (Gross)

                     Cash out-flows

                  Future benefits and claims

                     R0410

                  Future expenses and other cash-out flows

                     R0420

                     Cash in-flows

                  Future premiums

                     R0430

                  Other cash-in flows (incl. Recoverable from salvages and subrogations)

                     R0440

                     Percentage of gross Best Estimate calculated using approximations

                     R0450

                     Best estimate subject to transitional of the interest rate

                     R0460

                  Technical provisions without transitional on interest rate

                     R0470

                     Best estimate subject to volatility adjustment

                     R0480

                  Technical provisions without volatility adjustment and without others transitional measures

                     R0490

         S.17.01.02

         Non-life Technical Provisions

                     Direct business and accepted proportional reinsurance

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

                     Direct business and accepted proportional reinsurance

                     Fire and other damage to property insurance

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

                     Accepted non-proportional reinsurance

                     Total Non-Life obligation

                     Non-proportional health reinsurance

                     Non-proportional casualty reinsurance

                     Non-proportional marine, aviation and transport reinsurance

                     Non-proportional property reinsurance

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                  Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

         S.17.01.01

         Non-life Technical Provisions

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                  Z0020

                  Fund/Portfolio number

                  Z0030

                     Direct business and accepted proportional reinsurance

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

                     Direct business and accepted proportional reinsurance

                     Fire and other damage to property insurance

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

                     Accepted non-proportional reinsurance

                     Total Non-Life obligation

                     Non-proportional health reinsurance

                     Non-proportional casualty reinsurance

                     Non-proportional marine, aviation and transport reinsurance

                     Non-proportional property reinsurance

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     Technical provisions calculated as a whole

                     R0010

                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

                     R0050

                     Technical provisions calculated as a sum of BE and RM

                     Best estimate

                  Premium provisions

                  Gross

                     R0060

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0140

                  Net Best Estimate of Premium Provisions

                     R0150

                     Claims provisions

                  Gross

                     R0160

                  Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

                     R0240

                  Net Best Estimate of Claims Provisions

                     R0250

                     Total Best estimate — gross

                     R0260

                     Total Best estimate — net

                     R0270

                     Risk margin

                     R0280

                     Amount of the transitional on Technical Provisions

                  Technical Provisions calculated as a whole

                     R0290

                  Best estimate

                     R0300

                  Risk margin

                     R0310

                     Technical provisions — total

                  Technical provisions — total

                     R0320

                  Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

                     R0330

                  Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

                     R0340

         S.17.02.01

         Non-Life Technical Provisions — By country

         Gross TP calculated as a whole and Gross BE for different countries

                     Direct business

                     Geographical zone

                     Medical expense insurance

                     Income protection insurance

                     Workers' compensation insurance

                     Motor vehicle liability insurance

                     Other motor insurance

                     Marine, aviation and transport insurance

                     Fire and other damage to property insurance

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Home country

                     R0010

                  EEA countries outside the materiality threshold — not reported by country

                     R0020

                  Non-EEA countries outside the materiality threshold — not reported by country

                     R0030

                     By country

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Country 1

                     R0040

                  …

                     Direct business

                     Geographical zone

                     General liability insurance

                     Credit and suretyship insurance

                     Legal expenses insurance

                     Assistance

                     Miscellaneous financial loss

                     C0010

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                  Home country

                     R0010

                  EEA countries outside the materiality threshold — not reported by country

                     R0020

                  Non-EEA countries outside the materiality threshold — not reported by country

                     R0030

                     By country

                     C0010

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                  Country 1

                     R0040

                  …

         S.18.01.01

         Projection of future cash flows (Best Estimate — Non Life)

                     Best Estimate Premium Provision

                     (Gross)

                     Best Estimate Claim Provision

                     (Gross)

                     Total recoverable from reinsurance

                     (after the adjustment)

                     Cash out-flows

                     Cash in-flows

                     Cash out-flows

                     Cash in-flows

                     Future benefits

                     Future expenses and other cash-out flows

                     Future premiums

                     Other cash-in flows

                     Future benefits

                     Future expenses and other cash-out flows

                     Future premiums

                     Other cash-in flows

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     Year

                     (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31 & after

                     R0310

         S.19.01.01

         Non-life insurance claims

                  Line of business

                  Z0010

                  Accident year / Underwriting year

                  Z0020

                  Currency

                  Z0030

                  Currency conversion

                  Z0040

         Gross Claims Paid (non-cumulative)

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     In Current year

                     Sum of years (cumulative)

                     C0010

                     C0020

                     C0030

                  C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     Prior

                     R0100

                     R0100

                     N-14

                     R0110

                     R0110

                     N-13

                     R0120

                     R0120

                     N-12

                     R0130

                     R0130

                     N-11

                     R0140

                     R0140

                     N-10

                     R0150

                     R0150

                     N-9

                     R0160

                     R0160

                     N-8

                     R0170

                     R0170

                     N-7

                     R0180

                     R0180

                     N-6

                     R0190

                     R0190

                     N-5

                     R0200

                     R0200

                     N-4

                     R0210

                     R0210

                     N-3

                     R0220

                     R0220

                     N-2

                     R0230

                     R0230

                     N-1

                     R0240

                     R0240

                     N

                     R0250

                     R0250

                     Total

                     R0260

         Reinsurance Recoveries received (non-cumulative)

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     In Current year

                     Sum of years (cumulative)

                     C0600

                     C0610

                     C0620

                     C0630

                     C0640

                     C0650

                     C0660

                     C0670

                     C0680

                     C0690

                     C0700

                     C0710

                     C0720

                     C0730

                     C0740

                     C0750

                     C0760

                     C0770

                     Prior

                     R0300

                     R0300

                     N-14

                     R0310

                     R0310

                     N-13

                     R0320

                     R0320

                     N-12

                     R0330

                     R0330

                     N-11

                     R0340

                     R0340

                     N-10

                     R0350

                     R0350

                     N-9

                     R0360

                     R0360

                     N-8

                     R0370

                     R0370

                     N-7

                     R0380

                     R0380

                     N-6

                     R0390

                     R0390

                     N-5

                     R0400

                     R0400

                     N-4

                     R0410

                     R0410

                     N-3

                     R0420

                     R0420

                     N-2

                     R0430

                     R0430

                     N-1

                     R0440

                     R0440

                     N

                     R0450

                     R0450

                     Total

                     R0460

         Net Claims Paid (non-cumulative)

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     In Current year

                     Sum of years (cumulative)

                     C1200

                     C1210

                     C1220

                     C1230

                     C1240

                     C1250

                     C1260

                     C1270

                     C1280

                     C1290

                     C1300

                     C1310

                     C1320

                     C1330

                     C1340

                     C1350

                     C1360

                     C1370

                     Prior

                     R0500

                     R0500

                     N-14

                     R0510

                     R0510

                     N-13

                     R0520

                     R0520

                     N-12

                     R0530

                     R0530

                     N-11

                     R0540

                     R0540

                     N-10

                     R0550

                     R0550

                     N-9

                     R0560

                     R0560

                     N-8

                     R0570

                     R0570

                     N-7

                     R0580

                     R0580

                     N-6

                     R0590

                     R0590

                     N-5

                     R0600

                     R0600

                     N-4

                     R0610

                     R0610

                     N-3

                     R0620

                     R0620

                     N-2

                     R0630

                     R0630

                     N-1

                     R0640

                     R0640

                     N

                     R0650

                     R0650

                     Total

                     R0660

         Gross undiscounted Best Estimate Claims Provisions

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end (discounted data)

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                     C0350

                  C0360

                     Prior

                     R0100

                     R0100

                     N-14

                     R0110

                     R0110

                     N-13

                     R0120

                     R0120

                     N-12

                     R0130

                     R0130

                     N-11

                     R0140

                     R0140

                     N-10

                     R0150

                     R0150

                     N-9

                     R0160

                     R0160

                     N-8

                     R0170

                     R0170

                     N-7

                     R0180

                     R0180

                     N-6

                     R0190

                     R0190

                     N-5

                     R0200

                     R0200

                     N-4

                     R0210

                     R0210

                     N-3

                     R0220

                     R0220

                     N-2

                     R0230

                     R0230

                     N-1

                     R0240

                     R0240

                     N

                     R0250

                     R0250

                     Total

                     R0260

         Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end (discounted data)

                     C0800

                     C0810

                     C0820

                     C0830

                     C0840

                     C0850

                     C0860

                     C0870

                     C0880

                     C0890

                     C0900

                     C0910

                     C0920

                     C0930

                     C0940

                     C0950

                     C0960

                     Prior

                     R0300

                     R0300

                     N-14

                     R0310

                     R0310

                     N-13

                     R0320

                     R0320

                     N-12

                     R0330

                     R0330

                     N-11

                     R0340

                     R0340

                     N-10

                     R0350

                     R0350

                     N-9

                     R0360

                     R0360

                     N-8

                     R0370

                     R0370

                     N-7

                     R0380

                     R0380

                     N-6

                     R0390

                     R0390

                     N-5

                     R0400

                     R0400

                     N-4

                     R0410

                     R0410

                     N-3

                     R0420

                     R0420

                     N-2

                     R0430

                     R0430

                     N-1

                     R0440

                     R0440

                     N

                     R0450

                     R0450

                     Total

                     R0460

         Net Undiscounted Best Estimate Claims Provisions

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end (discounted data)

                     C1400

                     C1410

                     C1420

                     C1430

                     C1440

                     C1450

                     C1460

                     C1470

                     C1480

                     C1490

                     C1500

                     C1510

                     C1520

                     C1530

                     C1540

                     C1550

                     C1560

                     Prior

                     R0500

                     R0500

                     N-14

                     R0510

                     R0510

                     N-13

                     R0520

                     R0520

                     N-12

                     R0530

                     R0530

                     N-11

                     R0540

                     R0540

                     N-10

                     R0550

                     R0550

                     N-9

                     R0560

                     R0560

                     N-8

                     R0570

                     R0570

                     N-7

                     R0580

                     R0580

                     N-6

                     R0590

                     R0590

                     N-5

                     R0600

                     R0600

                     N-4

                     R0610

                     R0610

                     N-3

                     R0620

                     R0620

                     N-2

                     R0630

                     R0630

                     N-1

                     R0640

                     R0640

                     N

                     R0650

                     R0650

                     Total

                     R0660

         Gross Reported but not Settled Claims (RBNS)

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end

                     C0400

                     C0410

                     C0420

                     C0430

                     C0440

                     C0450

                     C0460

                     C0470

                     C0480

                     C0490

                     C0500

                     C0510

                     C0520

                     C0530

                     C0540

                     C0550

                     C0560

                     Prior

                     R0100

                     R0100

                     N-14

                     R0110

                     R0110

                     N-13

                     R0120

                     R0120

                     N-12

                     R0130

                     R0130

                     N-11

                     R0140

                     R0140

                     N-10

                     R0150

                     R0150

                     N-9

                     R0160

                     R0160

                     N-8

                     R0170

                     R0170

                     N-7

                     R0180

                     R0180

                     N-6

                     R0190

                     R0190

                     N-5

                     R0200

                     R0200

                     N-4

                     R0210

                     R0210

                     N-3

                     R0220

                     R0220

                     N-2

                     R0230

                     R0230

                     N-1

                     R0240

                     R0240

                     N

                     R0250

                     R0250

                     Total

                     R0260

         Reinsurance RBNS Claims

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end

                     C1000

                     C1010

                     C1020

                     C1030

                     C1040

                     C1050

                     C1060

                     C1070

                     C1080

                     C1090

                     C1100

                     C1110

                     C1120

                     C1130

                     C1140

                     C1150

                     C1160

                     Prior

                     R0300

                     R0300

                     N-14

                     R0310

                     R0310

                     N-13

                     R0320

                     R0320

                     N-12

                     R0330

                     R0330

                     N-11

                     R0340

                     R0340

                     N-10

                     R0350

                     R0350

                     N-9

                     R0360

                     R0360

                     N-8

                     R0370

                     R0370

                     N-7

                     R0380

                     R0380

                     N-6

                     R0390

                     R0390

                     N-5

                     R0400

                     R0400

                     N-4

                     R0410

                     R0410

                     N-3

                     R0420

                     R0420

                     N-2

                     R0430

                     R0430

                     N-1

                     R0440

                     R0440

                     N

                     R0450

                     R0450

                     Total

                     R0460

         Net RBNS Claims

      (absolute amount)

                     Development year

                     Year

                     0

                     1

                     2

                     3

                     4

                     5

                     6

                     7

                     8

                     9

                     10

                     11

                     12

                     13

                     14

                     15 & +

                     Year end

                     C1600

                     C1610

                     C1620

                     C1630

                     C1640

                     C1650

                     C1660

                     C1670

                     C1680

                     C1690

                     C1700

                     C1710

                     C1720

                     C1730

                     C1740

                     C1750

                     C1760

                     Prior

                     R0500

                     R0500

                     N-14

                     R0510

                     R0510

                     N-13

                     R0520

                     R0520

                     N-12

                     R0530

                     R0530

                     N-11

                     R0540

                     R0540

                     N-10

                     R0550

                     R0550

                     N-9

                     R0560

                     R0560

                     N-8

                     R0570

                     R0570

                     N-7

                     R0580

                     R0580

                     N-6

                     R0590

                     R0590

                     N-5

                     R0600

                     R0600

                     N-4

                     R0610

                     R0610

                     N-3

                     R0620

                     R0620

                     N-2

                     R0630

                     R0630

                     N-1

                     R0640

                     R0640

                     N

                     R0650

                     R0650

                     Total

                     R0660

         Inflation rates (only in the case of using methods that take into account inflation to adjust data)

                     N-14

                     N-13

                     N-12

                     N-11

                     N-10

                     N-9

                     N-8

                     N-7

                     N-6

                     N-5

                     N-4

                     N-3

                     N-2

                     N-1

                     N

                     C1800

                     C1810

                     C1820

                     C1830

                     C1840

                     C1850

                     C1860

                     C1870

                     C1880

                     C1890

                     C1900

                     C1910

                     C1920

                     C1930

                     C1940

                     Historic inflation rate — total

                     R0700

                     Historic inflation rate: external inflation

                     R0710

                     Historic inflation rate: endogenous inflation

                     R0720

                     C2000

                     C2010

                     C2020

                     C2030

                     C2040

                     C2050

                     C2060

                     C2070

                     C2080

                     C2090

                     C2100

                     C2110

                     C2120

                     C2130

                     C2140

                     N+1

                     N+2

                     N+3

                     N+4

                     N+5

                     N+6

                     N+7

                     N+8

                     N+9

                     N+10

                     N+11

                     N+12

                     N+13

                     N+14

                     N+15

                     Expected inflation rate — total

                     R0730

                     Expected inflation rate: external inflation

                     R0740

                     Expected inflation rate: endogenous inflation

                     R0750

                     C2200

                     Description of inflation rate used:

                     R0760

         S.20.01.01

         Development of the distribution of the claims incurred

                  Line of business:

                     Z0010

                  Accident year/ underwriting year

                     Z0020

         Gross RBNS Claims

                     RBNS claims. Open Claims at the beginning of the year

                     Open Claims at the end of the year

                     Closed Claims at the end of the year:

                     settled with payment

                     settled without any payment

                     Number of claims

                     Gross RBNS at the beginning of the year

                     Gross payments made during the current year

                     Gross RBNS at the end of the period

                     Number of claims ended with payments

                     Gross RBNS at the beginning of the year

                     Gross payments made during the current year

                     Number of claims ended without any payments

                     Gross RBNS at the beginning of the year referred to claim settled without any payment

                     Year

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                  Prior

                     R0010

                  N-14

                     R0020

                  N-13

                     R0030

                  N-12

                     R0040

                  N-11

                     R0050

                  N-10

                     R0060

                  N-9

                     R0070

                  N-8

                     R0080

                  N-7

                     R0090

                  N-6

                     R0100

                  N-5

                     R0110

                  N-4

                     R0120

                  N-3

                     R0130

                  N-2

                     R0140

                  N-1

                     R0150

                  Total previous years

                     R0160

                  N

                     R0170

                     Total

                     R0180

         Gross RBNS Claims

                     Claims reported during the year

                     Reopen Claims during the year

                     Open Claims at the end of the year

                     Closed Claims at the end of the year:

                     Open Claims at the end of the year

                     Closed Claims at the end of the year:

                     settled with payment

                     settled without any payment

                     Number of claims

                     Gross payments made during the current year

                     Gross RBNS at the end of the period

                     Number of claims ended with payments

                     Gross payments made during the current year

                     Number of claims ended without any payments

                     Number of claims

                     Gross payments made during the current year

                     Gross RBNS at the end of the period

                     Number of claims ended with payments

                     Gross payments made during the current year

                     Year

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                  Prior

                     R0010

                  N-14

                     R0020

                  N-13

                     R0030

                  N-12

                     R0040

                  N-11

                     R0050

                  N-10

                     R0060

                  N-9

                     R0070

                  N-8

                     R0080

                  N-7

                     R0090

                  N-6

                     R0100

                  N-5

                     R0110

                  N-4

                     R0120

                  N-3

                     R0130

                  N-2

                     R0140

                  N-1

                     R0150

                  Total previous years

                     R0160

                  N

                     R0170

                  Total

                     R0180

         S.21.01.01

         Loss distribution risk profile

                  Line of business

                     Z0010

                  Accident year/ underwriting year

                     Z0020

                     Start claims incurred

                     End claims incurred

                     Number of claims AY/UWY year N

                     Total claims incurred AY/UWY year N

                     Number of claims AY/UWY year N-1

                     Total claims incurred AY/UWY year N-1

                     Number of claims AY/UWY year N-2

                     Total claims incurred AY/UWY year N-2

                     Number of claims AY/UWY year N-3

                     Total claims incurred AY/UWY year N-3

                     Number of claims AY/UWY year N-4

                     Total claims incurred AY/UWY year N-4

                     Number of claims AY/UWY year N-5

                     Total claims incurred AY/UWY year N-5

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                  Bracket 1

                     R0010

                  Bracket 2

                     R0020

                  Bracket 3

                     R0030

                  Bracket 4

                     R0040

                  Bracket 5

                     R0050

                  Bracket 6

                     R0060

                  Bracket 7

                     R0070

                  Bracket 8

                     R0080

                  Bracket 9

                     R0090

                  Bracket 10

                     R0100

                  Bracket 11

                     R0110

                  Bracket 12

                     R0120

                  Bracket 13

                     R0130

                  Bracket 14

                     R0140

                  Bracket 15

                     R0150

                  Bracket 16

                     R0160

                  Bracket 17

                     R0170

                  Bracket 18

                     R0180

                  Bracket 19

                     R0190

                  Bracket 20

                     R0200

                  Bracket 21

                     R0210

                     Total

                     R0300

                     Start claims incurred

                     End claims incurred

                     Number of claims AY/UWY year N-6

                     Total claims incurred AY/UWY year N-6

                     Number of claims AY/UWY year N-7

                     Total claims incurred AY/UWY year N-7

                     Number of claims AY/UWY year N-8

                     Total claims incurred AY/UWY year N-8

                     Number of claims AY/UWY year N-9

                     Total claims incurred AY/UWY year N-9

                     Number of claims AY/UWY year N-10

                     Total claims incurred AY/UWY year N-10

                     Number of claims AY/UWY year N-11

                     Total claims incurred AY/UWY year N-11

                     C0030

                     C0040

                     C0170

                     C0180

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                  Bracket 1

                     R0010

                  Bracket 2

                     R0020

                  Bracket 3

                     R0030

                  Bracket 4

                     R0040

                  Bracket 5

                     R0050

                  Bracket 6

                     R0060

                  Bracket 7

                     R0070

                  Bracket 8

                     R0080

                  Bracket 9

                     R0090

                  Bracket 10

                     R0100

                  Bracket 11

                     R0110

                  Bracket 12

                     R0120

                  Bracket 13

                     R0130

                  Bracket 14

                     R0140

                  Bracket 15

                     R0150

                  Bracket 16

                     R0160

                  Bracket 17

                     R0170

                  Bracket 18

                     R0180

                  Bracket 19

                     R0190

                  Bracket 20

                     R0200

                  Bracket 21

                     R0210

                  Total

                     R0300

                     Start claims incurred

                     End claims incurred

                     Number of claims AY/UWY year N-12

                     Total claims incurred AY/UWY year N-12

                     Number of claims AY/UWY year N-13

                     Total claims incurred AY/UWY year N-13

                     Number of claims AY/UWY year N-14

                     Total claims incurred AY/UWY year N-14

                     C0030

                     C0040

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                  Bracket 1

                     R0010

                  Bracket 2

                     R0020

                  Bracket 3

                     R0030

                  Bracket 4

                     R0040

                  Bracket 5

                     R0050

                  Bracket 6

                     R0060

                  Bracket 7

                     R0070

                  Bracket 8

                     R0080

                  Bracket 9

                     R0090

                  Bracket 10

                     R0100

                  Bracket 11

                     R0110

                  Bracket 12

                     R0120

                  Bracket 13

                     R0130

                  Bracket 14

                     R0140

                  Bracket 15

                     R0150

                  Bracket 16

                     R0160

                  Bracket 17

                     R0170

                  Bracket 18

                     R0180

                  Bracket 19

                     R0190

                  Bracket 20

                     R0200

                  Bracket 21

                     R0210

                     Total

                     R0300

         S.21.02.01

         Underwriting risks non-life

                     Risk identification code

                     Identification of the company / person to which the risk relates

                     Description risk

                     Line of business

                     Description risk category covered

                     Validity period (start date)

                     Validity period (expiry date)

                     Currency

                     Sum insured

                     Original deductible policyholder

                     Type of underwriting model

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     C0110

                     Amount underwriting model

                     Sum reinsured on a facultative basis, with all reinsurers

                     Sum reinsured, other than on facultative basis, with all reinsurers

                     Net retention of the insurer

                     C0120

                     C0130

                     C0140

                     C0150

         S.21.03.01

         Non-life distribution of underwriting risks — by sum insured

                     Line of business

                     Z0010

                     Start sum insured

                     End sum insured

                     Number of underwriting risks

                     Total sum insured

                     Total annual written premium

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                  Bracket 1

                     R0010

                  Bracket 2

                     R0020

                  Bracket 3

                     R0030

                  Bracket 4

                     R0040

                  Bracket 5

                     R0050

                  Bracket 6

                     R0060

                  Bracket 7

                     R0070

                  Bracket 8

                     R0080

                  Bracket 9

                     R0090

                  Bracket 10

                     R0100

                  Bracket 11

                     R0110

                  Bracket 12

                     R0120

                  Bracket 13

                     R0130

                  Bracket 14

                     R0140

                  Bracket 15

                     R0150

                  Bracket 16

                     R0160

                  Bracket 17

                     R0170

                  Bracket 18

                     R0180

                  Bracket 19

                     R0190

                  Bracket 20

                     R0200

                  Bracket 21

                     R0210

                     Total

                     R0220

         S.22.01.01

         Impact of long term guarantees measures and transitionals

                     Amount with Long Term Guarantee measures and transitionals

                     Impact of the LTG measures and transitionals (Step-by-step approach)

                     Without transitional on technical provisions

                     Impact of transitional on technical provisions

                     Without transitional on interest rate

                     Impact of transitional on interest rate

                     Without volatility adjustment and without other transitional measures

                     Impact of volatility adjustment set to zero

                     Without matching adjustment and without all the others

                     Impact of matching adjustment set to zero

                     Impact of all LTG measures and transitionals

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     Technical provisions

                     R0010

                     Basic own funds

                     R0020

                  Excess of assets over liabilities

                     R0030

                  Restricted own funds due to ring-fencing and matching portfolio

                     R0040

                     Eligible own funds to meet Solvency Capital Requirement

                     R0050

                  Tier 1

                     R0060

                  Tier 2

                     R0070

                  Tier 3

                     R0080

                     Solvency Capital Requirement

                     R0090

                     Eligible own funds to meet Minimum Capital Requirement

                     R0100

                     Minimum Capital Requirement

                     R0110

         S.22.01.04

         Impact of long term guarantees measures and transitionals

                     Amount with Long Term Guarantee measures and transitionals

                     Impact of the LTG measures and transitionals (Step-by-step approach)

                     Without transitional on technical provisions

                     Impact of transitional on technical provisions

                     Without transitional on interest rate

                     Impact of transitional on interest rate

                     Without volatility adjustment and without other transitional measures

                     Impact of volatility adjustment set to zero

                     Without matching adjustment and without all the others

                     Impact of matching adjustment set to zero

                     Impact of all LTG measures and transitionals

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     C0090

                     C0100

                     Technical provisions

                     R0010

                     Basic own funds

                     R0020

                  Excess of assets over liabilities

                     R0030

                  Restricted own funds due to ring-fencing and matching portfolio

                     R0040

                     Eligible own funds to meet Solvency Capital Requirement

                     R0050

                  Tier 1

                     R0060

                  Tier 2

                     R0070

                  Tier 3

                     R0080

                     Solvency Capital Requirement

                     R0090

         SR.22.02.01

         Projection of future cash flows (Best Estimate — Matching portfolios)

                     Matching portfolio

                     Z0010

                     Projection of future cash-flows at the end of the reporting period

                     Mismatch during reporting period

                     Longevity, mortality and revision obligations cash outflows

                     Expenses cash outflows

                     De-risked Assets cash-flows

                     Positive undiscounted mismatch (inflows > outflows)

                     Negative undiscounted mismatch (inflows < outflows)

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     Year (projection of undiscounted expected cash-flows)

                  1

                     R0010

                  2

                     R0020

                  3

                     R0030

                  4

                     R0040

                  5

                     R0050

                  6

                     R0060

                  7

                     R0070

                  8

                     R0080

                  9

                     R0090

                  10

                     R0100

                  11

                     R0110

                  12

                     R0120

                  13

                     R0130

                  14

                     R0140

                  15

                     R0150

                  16

                     R0160

                  17

                     R0170

                  18

                     R0180

                  19

                     R0190

                  20

                     R0200

                  21

                     R0210

                  22

                     R0220

                  23

                     R0230

                  24

                     R0240

                  25

                     R0250

                  26

                     R0260

                  27

                     R0270

                  28

                     R0280

                  29

                     R0290

                  30

                     R0300

                  31

                     R0310

                  32

                     R0320

                  33

                     R0330

                  34

                     R0340

                  35

                     R0350

                  36

                     R0360

                  37

                     R0370

                  38

                     R0380

                  39

                     R0390

                  40

                     R0400

                  41-45

                     R0410

                  46-50

                     R0420

                  51-60

                     R0430

                  61-70

                     R0440

                  71 & after

                     R0450

         SR.22.03.01

         Information on the matching adjustment calculation

                     Matching portfolio

                     Z0010

                     C0010

                     Overall calculation of the matching adjustment

                  Annual effective rate applied to the CF of the obligations

                     R0010

                  Annual effective rate of the best estimate

                     R0020

                  Probability of default used to de-risk assets cash flows

                     R0030

                  Portion of the fundamental spread not reflected when de-risking assets cash flows

                     R0040

                  Increase of fundamental spread for sub investment grade assets

                     R0050

                  Matching adjustment to the risk free rate

                     R0060

                     SCR

                  Mortality risk stress for the purpose of matching adjustment

                     R0070

                     Portfolio

                  Market value of assets of the portfolio

                     R0080

                  Market value of assets linked to inflation

                     R0090

                  Best estimate linked to inflation

                     R0100

                  Market value assets where third party can change the cash flows

                     R0110

                  Return on assets — portfolio assets

                     R0120

                  Market value of surrended contracts

                     R0130

                  Number of surrender options exercised

                     R0140

                  Market value of assets applied

                     R0150

                  Surrender rights satisfied to policyholders

                     R0160

                     Liabilities

                  Duration

                     R0170

         S.22.04.01

         Information on the transitional on interest rates calculation

         Overall calculation of the transitional adjustment

                     Currency

                     Z0010

                     C0010

                  Solvency I Interest rate

                     R0010

                  Annual effective rate

                     R0020

                  Portion of the difference applied at the reporting date

                     R0030

                  Adjustment to risk free rate

                     R0040

         Solvency I Interest rate

                     Currency

                     Z0010

                     Best estimate

                     Average duration of insurance and reinsurance obligations

                     C0020

                     C0030

                  Up to 0,5 per cent

                     R0100

                  Above 0,5 % and up to 1,0 %

                     R0110

                  Above 1,0 % and up to 1,5 %

                     R0120

                  Above 1,5 % and up to 2,0 %

                     R0130

                  Above 2,0 % and up to 2,5 %

                     R0140

                  Above 2,5 % and up to 3,0 %

                     R0150

                  Above 3,0 % and up to 4,0 %

                     R0160

                  Above 4,0 % and up to 5,0 %

                     R0170

                  Above 5,0 % and up to 6,0 %

                     R0180

                  Above 6,0 % and up to 7,0 %

                     R0190

                  Above 7,0 % and up to 8,0 %

                     R0200

                  Above 8,0 %

                     R0210

         S.22.05.01

         Overall calculation of the transitional on technical provisions

                     C0010

                  Day 1 Solvency II technical provisions

                     R0010

                     Technical provisions subject to transitional measure on technical provisions

                  TP calculated as a whole

                     R0020

                  Best estimate

                     R0030

                  Risk magin

                     R0040

                  Solvency I technical provisions

                     R0050

                  Portion of the difference adjusted

                     R0060

                  Limitation applied in accordance to Article 308d(4)

                     R0070

                  Technical provision after transitional on technical provisions

                     R0080

         S.22.06.01

         Best estimate subject to volatility adjustment by country and currency

                     Line of Business

                     Z0010

                     By currency

                     C0010

                  …

                     R0010

         Best estimate subject to country and currency volatility adjustment — Total and home country by currency

                     Total value of Best Estimate subject to volatility adjustment (for all currencies)

                     Part of the Best Estimate subject to volatility adjustment written in the reporting currency

                     Part of the Best Estimate subject to volatility adjustment written in currencies

                     C0030

                     C0040

                     C0050

                  …

                     Total value of Best Estimate subject to volatility adjustment in all countries

                     R0020

                     Total value of Best Estimate subject to volatility adjustment in the Home country

                     R0030

         Best estimate subject to country and currency volatility adjustment — By country and currency

                     Countries

                     Total value of Best Estimate subject to volatility adjustment (for all currencies)

                     Part of the Best Estimate subject to volatility adjustment written in the reporting currency

                     Part of the Best Estimate subject to volatility adjustment written in currencies

                     C0020

                     C0030

                     C0040

                     C0050

                     …

                     Country 1

                     R0040

                  …

         S.23.01.01

         Own funds

                     Total

                     Tier 1 — unrestricted

                     Tier 1 — restricted

                     Tier 2

                     Tier 3

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35

                  Ordinary share capital (gross of own shares)

                     R0010

                  Share premium account related to ordinary share capital

                     R0030

                  Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings

                     R0040

                  Subordinated mutual member accounts

                     R0050

                  Surplus funds

                     R0070

                  Preference shares

                     R0090

                  Share premium account related to preference shares

                     R0110

                  Reconciliation reserve

                     R0130

                  Subordinated liabilities

                     R0140

                  An amount equal to the value of net deferred tax assets

                     R0160

                  Other own fund items approved by the supervisory authority as basic own funds not specified above

                     R0180

                     Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                  Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                     R0220

                     Deductions

                  Deductions for participations in financial and credit institutions

                     R0230

                     Total basic own funds after deductions

                     R0290

                     Ancillary own funds

                  Unpaid and uncalled ordinary share capital callable on demand

                     R0300

                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand

                     R0310

                  Unpaid and uncalled preference shares callable on demand

                     R0320

                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand

                     R0330

                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC

                     R0340

                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC

                     R0350

                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC

                     R0360

                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC

                     R0370

                  Other ancillary own funds

                     R0390

                     Total ancillary own funds

                     R0400

                     Available and eligible own funds

                  Total available own funds to meet the SCR

                     R0500

                  Total available own funds to meet the MCR

                     R0510

                  Total eligible own funds to meet the SCR

                     R0540

                  Total eligible own funds to meet the MCR

                     R0550

                     SCR

                     R0580

                     MCR

                     R0600

                     Ratio of Eligible own funds to SCR

                     R0620

                     Ratio of Eligible own funds to MCR

                     R0640

                     C0060

                     Reconciliation reserve

                  Excess of assets over liabilities

                     R0700

                  Own shares (held directly and indirectly)

                     R0710

                  Foreseeable dividends, distributions and charges

                     R0720

                  Other basic own fund items

                     R0730

                  Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                     R0740

                     Reconciliation reserve

                     R0760

                     Expected profits

                  Expected profits included in future premiums (EPIFP) — Life business

                     R0770

                  Expected profits included in future premiums (EPIFP) — Non- life business

                     R0780

                     Total Expected profits included in future premiums (EPIFP)

                  R0790

         S.23.01.04

         Own funds

                     Total

                     Tier 1 — unrestricted

                     Tier 1 — restricted

                     Tier 2

                     Tier 3

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     Basic own funds before deduction for participations in other financial sector

                  Ordinary share capital (gross of own shares)

                     R0010

                  Non-available called but not paid in ordinary share capital at group level

                     R0020

                  Share premium account related to ordinary share capital

                     R0030

                  Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings

                     R0040

                  Subordinated mutual member accounts

                     R0050

                  Non-available subordinated mutual member accounts at group level

                     R0060

                  Surplus funds

                     R0070

                  Non-available surplus funds at group level

                     R0080

                  Preference shares

                     R0090

                  Non-available preference shares at group level

                     R0100

                  Share premium account related to preference shares

                     R0110

                  Non-available share premium account related to preference shares at group level

                     R0120

                  Reconciliation reserve

                     R0130

                  Subordinated liabilities

                     R0140

                  Non-available subordinated liabilities at group level

                     R0150

                  An amount equal to the value of net deferred tax assets

                     R0160

                  The amount equal to the value of net deferred tax assets not available at the group level

                     R0170

                  Other items approved by supervisory authority as basic own funds not specified above

                     R0180

                  Non available own funds related to other own funds items approved by supervisory authority

                     R0190

                  Minority interests (if not reported as part of a specific own fund item)

                     R0200

                  Non-available minority interests at group level

                     R0210

                     Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                  Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                     R0220

                     Deductions

                  Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities

                     R0230

                  whereof deducted according to art 228 of the Directive 2009/138/EC

                     R0240

                  Deductions for participations where there is non-availability of information (Article 229)

                     R0250

                  Deduction for participations included by using D&A when a combination of methods is used

                     R0260

                  Total of non-available own fund items

                     R0270

                     Total deductions

                     R0280

                     Total basic own funds after deductions

                     R0290

                     Ancillary own funds

                  Unpaid and uncalled ordinary share capital callable on demand

                     R0300

                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand

                     R0310

                  Unpaid and uncalled preference shares callable on demand

                     R0320

                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand

                     R0330

                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC

                     R0340

                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC

                     R0350

                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC

                     R0360

                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC

                     R0370

                  Non available ancillary own funds at group level

                     R0380

                  Other ancillary own funds

                     R0390

                     Total ancillary own funds

                     R0400

                     Own funds of other financial sectors

                  Credit Institutions, investment firms, financial insitutions, alternative investment fund manager, financial institutions

                     R0410

                  Institutions for occupational retirement provision

                     R0420

                  Non regulated entities carrying out financial activities

                     R0430

                  Total own funds of other financial sectors

                     R0440

                     Own funds when using the D&A, exclusively or in combination of method 1

                  Own funds aggregated when using the D&A and combination of method

                     R0450

                  Own funds aggregated when using the D&A and combination of method net of IGT

                     R0460

                  Total available own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A)

                     R0520

                  Total available own funds to meet the minimum consolidated group SCR

                     R0530

                  Total eligible own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A)

                     R0560

                  Total eligible own funds to meet the minimum consolidated group SCR

                     R0570

                     Consolidated Group SCR

                     R0590

                     Minimum consolidated Group SCR

                     R0610

                     Ratio of Eligible own funds to the consolidated Group SCR (excluding other financial sectors and the undertakings included via D&A)

                     R0630

                     Ratio of Eligible own funds to Minimum Consolidated Group SCR

                     R0650

                     Total eligible own funds to meet the group SCR (including own funds from other financial sector and from the undertakings included via D&A)

                     R0660

                     SCR for entities included with D&A method

                     R0670

                     Group SCR

                     R0680

                     Ratio of Eligible own funds to group SCR including other financial sectors and the undertakings included via D&A

                     R0690

                     C0060

                     Reconciliation reserve

                  Excess of assets over liabilities

                     R0700

                  Own shares (held directly and indirectly)

                     R0710

                  Foreseeable dividends, distributions and charges

                     R0720

                  Other basic own fund items

                     R0730

                  Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                     R0740

                  Other non available own funds

                     R0750

                     Reconciliation reserve

                     R0760

                     Expected profits

                  Expected profits included in future premiums (EPIFP) — Life business

                     R0770

                  Expected profits included in future premiums (EPIFP) — Non- life business

                     R0780

                     Total Expected profits included in future premiums (EPIFP)

                     R0790

         S.23.02.01

         Detailed information by tiers on own funds

                     Total

                     Tier 1

                     Tier 2

                     Tier 3

                     Total Tier 1

                     Of which counted under transitionals

                     Tier 2

                     Of which counted under transitionals

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     Ordinary share capital

                  Paid in

                     R0010

                  Called up but not yet paid in

                     R0020

                  Own shares held

                     R0030

                     Total ordinary share capital

                     R0100

                     Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

                  Paid in

                     R0110

                  Called up but not yet paid in

                     R0120

                     Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

                     R0200

                     Subordinated mutual members accounts

                  Dated subordinated

                     R0210

                  Undated subordinated with a call option

                     R0220

                  Undated subordinated with no contractual opportunity to redeem

                     R0230

                     Total subordinated mutual members accounts

                     R0300

                     Preference shares

                  Dated preference shares

                     R0310

                  Undated preference shares with a call option

                     R0320

                  Undated preference shares with no contractual opportunity to redeem

                     R0330

                     Total preference shares

                     R0400

                     Subordinated liabilities

                  Dated subordinated liabilities

                     R0410

                  Undated subordinated liabilities with a contractual opportunity to redeem

                     R0420

                  Undated subordinated liabilities with no contractual opportunity to redeem

                     R0430

                     Total subordinated liabilities

                     R0500

                     Tier 2

                     Tier 3

                     Initial amounts approved

                     Current amounts

                     Initial amounts approved

                     Current amounts

                     Ancillary own funds

                     C0070

                     C0080

                     C0090

                     C0100

                  Items for which an amount was approved

                     R0510

                  Items for which a method was approved

                     R0520

                     Total

                     Explanation

                     C0110

                     C0120

                     Excess of assets over liabilities — attribution of valuation differences

                  Difference in the valuation of assets

                     R0600

                  Difference in the valuation of technical provisions

                     R0610

                  Difference in the valuation of other liabilities

                     R0620

                  Total of reserves and retained earnings from financial statements

                     R0630

                     Other, please explain why you need to use this line.

                     R0640

                  Reserves from financial statements adjusted for Solvency II valuation differences

                     R0650

                  Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

                     R0660

                  Excess of assets over liabilities

                     R0700

         S.23.02.04

         Detailed information by tiers on own funds

                     Total

                     Tier 1

                     Tier 2

                     Tier 3

                     Total Tier 1

                     Of which counted under transitionals

                     Tier 2

                     Of which counted under transitionals

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     Ordinary share capital

                  Paid in

                     R0010

                  Called up but not yet paid in

                     R0020

                  Own shares held

                     R0030

                     Total ordinary share capital

                     R0100

                     Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

                  Paid in

                     R0110

                  Called up but not yet paid in

                     R0120

                     Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

                     R0200

                     Subordinated mutual members accounts

                  Dated subordinated

                     R0210

                  Undated subordinated with a call option

                     R0220

                  Undated subordinated with no contractual opportunity to redeem

                     R0230

                     Total subordinated mutual members accounts

                     R0300

                     Preference shares

                  Dated preference shares

                     R0310

                  Undated preference shares with a call option

                     R0320

                  Undated preference shares with no contractual opportunity to redeem

                     R0330

                     Total preference shares

                     R0400

                     Subordinated liabilities

                  Dated subordinated liabilities

                     R0410

                  Undated subordinated liabilities with a contractual opportunity to redeem

                     R0420

                  Undated subordinated liabilities with no contractual opportunity to redeem

                     R0430

                     Total subordinated liabilities

                     R0500

                     Tier 2

                     Tier 3

                     Initial amounts approved

                     Current amounts

                     Initial amounts approved

                     Current amounts

                     Ancillary own funds

                     C0070

                     C0080

                     C0090

                     C0100

                  Items for which an amount was approved

                     R0510

                  Items for which a method was approved

                     R0520

                     Total

                     Explanation

                     C0110

                     C0120

                     Excess of assets over liabilities — attribution of valuation differences

                  Difference in the valuation of assets

                     R0600

                  Difference in the valuation of technical provisions

                     R0610

                  Difference in the valuation of other liabilities

                     R0620

                  Total of reserves and retained earnings from financial statements

                     R0630

                     Other, please explain why you need to use this line.

                     R0640

                  Reserves from financial statements adjusted for Solvency II valuation differences

                     R0650

                  Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

                     R0660

                  Excess of assets over liabilities

                     R0700

         S.23.03.01

         Annual movements on own funds

                     Balance b/fwd

                     Increase

                     Reduction

                     Balance c/fwd

                     C0010

                     C0020

                     C0030

                     C0060

                     Ordinary share capital — movements in the reporting period

                  Paid in

                     R0010

                  Called up but not yet paid in

                     R0020

                  Own shares held

                     R0030

                     Total ordinary share capital

                     R0100

                     Share premium account related to ordinary share capital — movements in the reporting period

                  Tier 1

                     R0110

                  Tier 2

                     R0120

                     Total

                     R0200

                     Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

                  Paid in

                  R0210

                  Called up but not yet paid in

                     R0220

                     Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

                     R0300

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Regulatory action

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0100

                     C0060

                     Subordinated mutual members accounts — movements in the reporting period

                  Tier 1

                     R0310

                  Tier 2

                     R0320

                  Tier 3

                     R0330

                     Total subordinated mutual members accounts

                     R0400

                     Balance b/fwd

                     Balance c/fwd

                     C0010

                     C0060

                     Surplus funds

                     R0500

                     Balance b/fwd

                     Increase

                     Reduction

                     Balance c/fwd

                     C0010

                     C0020

                     C0030

                     Preference shares — movements in the reporting period

                  Tier 1

                     R0510

                  Tier 2

                     R0520

                  Tier 3

                     R0530

                     Total preference shares

                     R0600

                     Share premium relating to preference shares

                  Tier 1

                     R0610

                  Tier 2

                     R0620

                  Tier 3

                     R0630

                     Total

                     R0700

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Regulatory action

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0100

                     C0060

                     Subordinated liabilities — movements in the reporting period

                  Tier 1

                     R0710

                  Tier 2

                     R0720

                  Tier 3

                     R0730

                     Total subordinated liabilities

                     R0800

                     Balance b/fwd

                     Balance c/fwd

                     C0010

                     C0060

                     An amount equal to the value of net deferred tax assets

                     R0900

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0060

                     Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

                  Tier 1 to be treated as unrestricted

                     R1000

                  Tier 1 to be treated as restricted

                     R1010

                  Tier 2

                     R1020

                  Tier 3

                     R1030

                     Total of other items approved by supervisory authority as basic own funds items not specified above

                     R1100

                     Balance b/fwd

                     New amount made available

                     Reduction to amount available

                     Called up to basic own fund

                     Balance c/fwd

                     C0010

                     C0110

                     C0120

                     C0130

                     C0060

                     Ancillary own funds — movements in the reporting period

                  Tier 2

                     R1110

                  Tier 3

                     R1120

                     Total ancillary own funds

                     R1200

         S.23.03.04

         Annual movements on own funds

                     Balance b/fwd

                     Increase

                     Reduction

                     Balance c/fwd

                     C0010

                     C0020

                     C0030

                     C0060

                     Ordinary share capital — movements in the reporting period

                  Paid in

                     R0010

                  Called up but not yet paid in

                     R0020

                  Own shares held

                     R0030

                     Total ordinary share capital

                     R0100

                     Share premium account related to ordinary share capital — movements in the reporting period

                  Tier 1

                     R0110

                  Tier 2

                     R0120

                     Total

                     R0200

                     Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

                  Paid in

                  R0210

                  Called up but not yet paid in

                     R0220

                     Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

                     R0300

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Regulatory action

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0100

                     C0060

                     Subordinated mutual members accounts — movements in the reporting period

                  Tier 1

                     R0310

                  Tier 2

                     R0320

                  Tier 3

                     R0330

                     Total subordinated mutual members accounts

                     R0400

                     Balance b/fwd

                     Balance c/fwd

                     C0010

                     C0060

                     Surplus funds

                     R0500

                     Balance b/fwd

                     Increase

                     Reduction

                     Balance c/fwd

                     C0010

                     C0020

                     C0030

                     Preference shares — movements in the reporting period

                  Tier 1

                     R0510

                  Tier 2

                     R0520

                  Tier 3

                     R0530

                     Total preference shares

                     R0600

                     Share premium relating to preference shares

                  Tier 1

                     R0610

                  Tier 2

                     R0620

                  Tier 3

                     R0630

                     Total

                     R0700

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Regulatory action

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0100

                     C0060

                     Subordinated liabilities — movements in the reporting period

                  Tier 1

                     R0710

                  Tier 2

                     R0720

                  Tier 3

                     R0730

                     Total subordinated liabilities

                     R0800

                     Balance b/fwd

                     Balance c/fwd

                     C0010

                     C0060

                     An amount equal to the value of net deferred tax assets

                     R0900

                     Balance b/fwd

                     Issued

                     Redeemed

                     Movements in valuation

                     Balance c/fwd

                     C0010

                     C0070

                     C0080

                     C0090

                     C0060

                     Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

                  Tier 1 to be treated as unrestricted

                     R1000

                  Tier 1 to be treated as restricted

                     R1010

                  Tier 2

                     R1020

                  Tier 3

                     R1030

                     Total of other items approved by supervisory authority as basic own funds items not specified above

                     R1100

                     Balance b/fwd

                     New amount made available

                     Reduction to amount available

                     Called up to basic own fund

                     Balance c/fwd

                     C0010

                     C0110

                     C0120

                     C0130

                     C0060

                     Ancillary own funds — movements in the reporting period

                  Tier 2

                     R1110

                  Tier 3

                     R1120

                     Total ancillary own funds

                     R1200

         S.23.04.01

         List of items on own funds

                     Description of subordinated mutual members' accounts

                     Amount

                     Tier

                     Currency Code

                     Counted under transitionals?

                     Counterparty (if specific)

                     Issue date

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0070

                     C0080

                     C0090

                     Maturity date

                     First call date

                     Details of further call dates

                     Details of incentives to redeem

                     Notice period

                     Buy back during the year

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0160

                     Description of preference shares

                     Amount

                     Counted under transitionals?

                     Counterparty (if specific)

                     Issue date

                     First call date

                     Details of further call dates

                     Details of incentives to redeem

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     Description of subordinated liabilities

                     Amount

                     Tier

                     Currency Code

                     Lender (if specific)

                     Counted under transitionals?

                     Issue date

                     (cont.)

                     C0270

                     C0280

                     C0290

                     C0300

                     C0320

                     C0330

                     C0350

                     Maturity date

                     First call date

                     Further call dates

                     Details of incentives to redeem

                     Notice period

                     C0360

                     C0370

                     C0380

                     C0390

                     C0400

                     Other items approved by supervisory authority as basic own funds not specified above

                     Amount

                     Currency Code

                     Tier 1

                     Tier 2

                     Tier 3

                     Date of authorisation

                     C0450

                     C0460

                     C0470

                     C0480

                     C0490

                     C0500

                     C0510

         Own funds from the financial statements that shall not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                  Description of item

                     Total

                     C0570

                     C0580

                     Description of ancillary own funds

                     Amount

                     Counterpart

                     Issue date

                     Date of authorisation

                     C0590

                     C0600

                     C0610

                     C0620

                     C0630

         Adjustment for ring fenced funds and matching adjustment portfolios

                     Number of ring-fenced fund/Matching adjustment portfolios

                     Notional SCR

                     Notional SCR (negative results set to zero)

                     Excess of assets over liablities

                     Future transfers attributable to shareholders

                     Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                     C0660

                     C0670

                     C0680

                     C0690

                     C0700

                     C0710

                     Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                  R0010

                  R0020

         S.23.04.04

         List of items on own funds

                     Description of subordinated mutual members' accounts

                     Amount

                     Tier

                     Currency Code

                     Issuing entity

                     Lender (if specific)

                     Counted under transitionals?

                     (cont.)

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     Counterparty (if specific)

                     Issue date

                     Maturity date

                     First call date

                     Details of further call dates

                     Details of incentives to redeem

                     Notice period

                     (cont.)

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     Name of supervisory authority having given authorisation

                     Buy back during the year

                     % of the issue held by entities in the group

                     Contribution to group subordinated MMA

                     C0150

                     C0160

                     C0170

                     C0180

                     Description of preference shares

                     Amount

                     Counted under transitionals?

                     Counterparty (if specific)

                     Issue date

                     First call date

                     Details of further call dates

                     Details of incentives to redeem

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                     C0240

                     C0250

                     C0260

                     Description of subordinated liabilities

                     Amount

                     Tier

                     Currency Code

                     Issuing entity

                     Lender (if specific)

                     Counted under transitionals?

                     (cont.)

                     C0270

                     C0280

                     C0290

                     C0300

                     C0310

                     C0320

                     C0330

                     Counterparty (if specific)

                     Issue date

                     Maturity date

                     First call date

                     Further call dates

                     Details of incentives to redeem

                     Notice period

                     (cont.)

                     C0340

                     C0350

                     C0360

                     C0370

                     C0380

                     C0390

                     C0400

                     Name of supervisory authority having given authorisation

                     Buy back during the year

                     % of the issue held by entities in the group

                     Contribution to group subordinated liabilities

                     C0410

                     C0420

                     C0430

                     C0440

                     Other items approved by supervisory authority as basic own funds not specified above

                     Amount

                     Currency Code

                     Tier 1

                     Tier 2

                     Tier 3

                     Date of authorisation

                     (cont.)

                     C0450

                     C0460

                     C0470

                     C0480

                     C0490

                     C0500

                     C0510

                     Name of supervisory authority having given authorisation

                     Name of entity concerned

                     Buy back during the year

                     % of the issue held by entities in the group

                     Contribution to group other basic own funds

                     C0520

                     C0530

                     C0540

                     C0550

                     C0560

      Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

                     Description of item

                     Total

                     C0570

                     C0580

                     Description of ancillary own funds

                     Amount

                     Counterpart

                     issue date

                     Date of authorisation

                     Name of supervisory authority having given authorisation

                     Name of entity concerned

                     (cont.)

                     C0590

                     C0600

                     C0610

                     C0620

                     C0630

                     C0640

                     C0650

         Adjustment for ring fenced funds and matching adjustment portfolios

                     Number of ring-fenced fund/Matching adjustment portfolios

                     Notional SCR

                     Notional SCR (negative results set to zero)

                     Excess of assets over liablities

                     Future transfers attributable to shareholders

                     Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                     C0660

                     C0670

                     C0680

                     C0690

                     C0700

                     C0710

                     Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

                     R0010

                     R0020

         Calculation of non available own funds at group level (such a calculation has to be done entity by entity)

         Non available own funds at group level — exceeding the contribution of solo SCR to Group SCR

                     Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

                     Country

                     Contribution of solo SCR to Group SCR

                     Non available minority interests

                     Non available own funds related to other own funds items approved by supervisory authority

                     Non available surplus funds

                     Non available called but not paid in capital

                     (cont.)

                     C0720

                     C0730

                     C0740

                     C0750

                     C0760

                     C0770

                     C0780

                     Non available ancillary own funds

                     Non available subordinated mutual member accounts

                     Non available preference shares

                     Non available Subordinated Liabilites

                     The amount equal to the value of net deferred tax assets not available at the group level

                     Non available share premium account related to preference shares at group level

                     Total non available excess own funds

                     C0790

                     C0800

                     C0810

                     C0820

                     C0830

                     C0840

                     C0850

                     Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

                     Country

                     Contribution of solo SCR to Group SCR

                     Non available minority interests

                     Non available own funds related to other own funds items approved by supervisory authority

                     Non available surplus funds

                     Non available called but not paid in capital

                     Non available ancillary own funds

                     C0860

                     C0870

                     C0880

                     C0890

                     C0900

                     Total

                     Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

                     Non available subordinated mutual member accounts

                     Non available preference shares

                     Non available Subordinated Liabilites

                     The amount equal to the value of net deferred tax assets not available at the group level

                     Non available share premium account related to preference shares at group level

                     Total non available excess own funds

                     C0910

                     C0920

                     C0930

                     C0940

                     C0950

                     C0960

                     Total

         S.24.01.01

         Participations held

         Participations in related undertakings that are financial and credit institutions (fully or partially) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35

         Table 1 — Participations in related undertakings that are financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (1) of the Delegated Regulation (EU) 2015/35

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Common Equity Tier 1

                     Additional Tier 1

                     Tier 2

                     C0010

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

         Table 2 consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35— Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Common Equity Tier 1

                     Additional Tier 1

                     Tier 2

                     C0080

                     C0090

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     Total

                     Common Equity Tier 1

                     Additional Tier 1

                     Tier 2

                     C0150

                     C0160

                     C0170

                     C0180

                     Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction)

         Own funds deductions

                     Total

                     Tier 1 — unrestricted

                     Tier 1 — restricted

                     Tier 2

                     C0190

                     C0200

                     C0210

                     C0220

                     R0010

                  Article 68 (1) deduction

                     R0020

                  Article 68 (2) deduction

                     R0030

                  Total

         SCR treatment

         Participations in related undertakings that are financial and credit institutions not (fully) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35

         Table 3 — Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to art 68(3)).

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0230

                     C0240

                     C0250

                     C0260

                     C0270

                     C0280

                     C0290

         Table 4 — Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0300

                     C0310

                     C0320

                     C0330

                     C0340

                     C0350

                     C0360

         Table 5 — Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation 2015/35

         (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0370

                     C0380

                     C0390

                     C0400

                     C0410

                     C0420

                     C0430

         Participations in related undertakings that are not financial and credit institutions

         Table 6 — Other strategic participations not in financial and credit institution

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0440

                     C0450

                     C0460

                     C0470

                     C0480

                     C0490

                     C0500

         Table 7 — Other non-strategic participations not in financial and credit institution

                     Name of related undertaking

                     Asset ID Code

                     Asset ID Code type

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0510

                     C0520

                     C0530

                     C0540

                     C0550

                     C0560

                     C0570

         Total for SCR calculation

                     Total

                     Type 1 Equity

                     Type 2 Equity

                     Subordinated liabilities

                     C0580

                     C0590

                     C0600

                     C0610

                     R0040

                  Total participations in related undertakings that are financial and credit institutions

                     R0050

                  of which strategic (method 1 or less than 10 % not method 1)

                     R0060

                  of which non-strategic (less than 10 %)

                     R0070

                  Total participations in related undertakings that are not financial and credit institutions

                     R0080

                  of which strategic

                     R0090

                  of which non-strategic

         Total all participations

                     Total

                     C0620

                  Total of all participations

         S.25.01.01

         Solvency Capital Requirement — for undertakings on Standard Formula

                  Article 112

                     Z0010

                  A001

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Allocation from adjustments due to RFF and Matching adjustments portfolios

                     C0030

                     C0040

                     C0050

                  Market risk

                     R0010

                  Counterparty default risk

                     R0020

                  Life underwriting risk

                     R0030

                  Health underwriting risk

                     R0040

                  Non-life underwriting risk

                     R0050

                  Diversification

                     R0060

                  Intangible asset risk

                     R0070

                     Basic Solvency Capital Requirement

                     R0100

                     Calculation of Solvency Capital Requirement

                     C0100

                  Adjustment due to RFF/MAP nSCR aggregation

                     R0120

                  Operational risk

                     R0130

                  Loss-absorbing capacity of technical provisions

                     R0140

                  Loss-absorbing capacity of deferred taxes

                     R0150

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

                     R0160

                     Solvency Capital Requirement excluding capital add-on

                     R0200

                  Capital add-on already set

                     R0210

                     Solvency capital requirement

                     R0220

                     Other information on SCR

                  Capital requirement for duration-based equity risk sub-module

                     R0400

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirements for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

                     R0450

                  Net future discretionary benefits

                     R0460

         S.25.01.04

         Solvency Capital Requirement — for groups on Standard Formula

                  Article 112

                     Z0010

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Allocation from adjustments due to RFF and Matching adjustments portfolios

                     C0030

                     C0040

                     C0050

                  Market risk

                     R0010

                  Counterparty default risk

                     R0020

                  Life underwriting risk

                     R0030

                  Health underwriting risk

                     R0040

                  Non-life underwriting risk

                     R0050

                  Diversification

                     R0060

                  Intangible asset risk

                     R0070

                     Basic Solvency Capital Requirement

                     R0100

                     Calculation of Solvency Capital Requirement

                     C0100

                  Adjustment due to RFF/MAP nSCR aggregation

                     R0120

                  Operational risk

                     R0130

                  Loss-absorbing capacity of technical provisions

                     R0140

                  Loss-absorbing capacity of deferred taxes

                     R0150

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

                     R0160

                     Solvency Capital Requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement for undertakings under consolidated method

                     R0220

                     Other information on SCR

                  Capital requirement for duration-based equity risk sub-module

                     R0400

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirements for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

                     R0450

                  Net future discretionary benefits

                     R0460

                  Minimum consolidated group solvency capital requirement

                     R0470

                     Information on other entities

                  Capital requirement for other financial sectors (Non-insurance capital requirements)

                     R0500

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies

                     R0510

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Institutions for occupational retirement provisions

                     R0520

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Capital requirement for non-regulated entities carrying out financial activities

                     R0530

                  Capital requirement for non-controlled participation requirements

                     R0540

                  Capital requirement for residual undertakings

                     R0550

                     Overall SCR

                  SCR for undertakings included via D and A

                     R0560

                     Solvency capital requirement

                     R0570

         SR.25.01.01

         Solvency Capital Requirement — for undertakings on Standard Formula

                  Article 112

                     Z0010

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     C0030

                     C0040

                  Market risk

                     R0010

                  Counterparty default risk

                     R0020

                  Life underwriting risk

                     R0030

                  Health underwriting risk

                     R0040

                  Non-life underwriting risk

                     R0050

                  Diversification

                     R0060

                  Intangible asset risk

                     R0070

                     Basic Solvency Capital Requirement

                     R0100

                     Calculation of Solvency Capital Requirement

                     C0100

                  Operational risk

                     R0130

                  Loss-absorbing capacity of technical provisions

                     R0140

                  Loss-absorbing capacity of deferred taxes

                     R0150

                     Solvency Capital Requirement

                     R0200

                  Net future discretionary benefits

                     R0460

         S.25.02.01

         Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Allocation from adjustments due to RFF and Matching adjustments portfolios

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     Amount modelled

                     C0010

                     C0020

                     C0030

                     C0050

                     C0060

                     C0070

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                  Adjustment due to RFF/MAP nSCR aggregation

                     R0120

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

                     R0160

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Capital requirement for duration-based equity risk sub-module

                     R0400

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirement for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

                     R0450

                  Net future discretionary benefits

                     R0460

         S.25.02.04

         Solvency Capital Requirement — for groups using the standard formula and partial internal model

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Allocation from adjustments due to RFF and Matching adjustments portfolios

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     Amount modelled

                     C0010

                     C0020

                     C0030

                     C0050

                     C0060

                     C0070

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                  Adjustment due to RFF/MAP nSCR aggregation

                     R0120

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

                     R0160

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement for undertakings under consolidated method

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Capital requirement for duration-based equity risk sub-module

                     R0400

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirement for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

                     R0450

                  Net future discretionary benefits

                     R0460

                  Minimum consolidated group solvency capital requirement

                     R0470

                     Information on other entities

                  Capital requirement for other financial sectors (Non-insurance capital requirements)

                     R0500

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies

                     R0510

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Institutions for occupational retirement provisions

                     R0520

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Capital requirement for non-regulated entities carrying out financial activities

                     R0530

                  Capital requirement for non-controlled participation requirements

                     R0540

                  Capital requirement for residual undertakings

                     R0550

                     Overall SCR

                  SCR for undertakings included via D and A

                     R0560

                     Solvency capital requirement

                     R0570

         SR.25.02.01

         Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     Amount modelled

                     C0010

                     C0020

                     C0030

                     C0060

                     C0070

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                  Solvency capital requirement

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Net future discretionary benefits

                     R0460

         S.25.03.01

         Solvency Capital Requirement — for undertakings on Full Internal Models

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     C0010

                     C0020

                     C0030

                     C0060

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)

                     R0160

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirement for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Net future discretionary benefits

                     R0460

         S.25.03.04

         Solvency Capital Requirement — for groups on Full Internal Models

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     C0010

                     C0020

                     C0030

                     C0060

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

                     R0160

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Total amount of Notional Solvency Capital Requirements for remaining part

                     R0410

                  Total amount of Notional Solvency Capital Requirement for ring fenced funds

                     R0420

                  Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

                     R0430

                  Diversification effects due to RFF nSCR aggregation for article 304

                     R0440

                  Net future discretionary benefits

                     R0460

                  Minimum consolidated group solvency capital requirement

                     R0470

                     Information on other entities

                  Capital requirement for other financial sectors (Non-insurance capital requirements)

                     R0500

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies

                     R0510

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Institutions for occupational retirement provisions

                     R0520

                  Capital requirement for other financial sectors (Non-insurance capital requirements) — Capital requirement for non-regulated entities carrying out financial activities

                     R0530

                  Capital requirement for non-controlled participation requirements

                     R0540

                  Capital requirement for residual undertakings

                     R0550

         SR.25.03.01

         Solvency Capital Requirement — for undertakings on Full Internal Models

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Unique number of component

                     Components description

                     Calculation of the Solvency Capital Requirement

                     Consideration of the future management actions regarding technical provisions and/or deferred taxes

                     C0010

                     C0020

                     C0030

                     C0060

                     Calculation of Solvency Capital Requirement

                     C0100

                  Total undiversified components

                     R0110

                  Diversification

                     R0060

                     Solvency capital requirement excluding capital add-on

                     R0200

                  Capital add-ons already set

                     R0210

                     Solvency capital requirement

                     R0220

                     Other information on SCR

                  Amount/estimate of the overall loss-absorbing capacity of technical provisions

                     R0300

                  Amount/estimate of the overall loss-absorbing capacity ot deferred taxes

                     R0310

                  Net future discretionary benefits

                     R0460

         S.26.01.01

         Solvency Capital Requirement — Market risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — spread risk — bonds and loans

                     R0010

                  Captives simplifications — interest rate risk

                     R0020

                  Captives simplifications -spread risk on bonds and loans

                     R0030

                  Captives simplifications — market concentration risk

                     R0040

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Market risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Interest rate risk

                     R0100

                  interest rate down shock

                     R0110

                  interest rate up shock

                     R0120

                  Equity risk

                     R0200

                  type 1 equities

                     R0210

                  type 1 equity

                     R0220

                  strategic participations (type 1 equities)

                     R0230

                  duration-based (type 1 equities)

                     R0240

                  type 2 equities

                     R0250

                  type 2 equity

                     R0260

                  strategic participations (type 2 equities)

                     R0270

                  duration-based (type 2 equities)

                     R0280

                  Property risk

                     R0300

                  Spread risk

                     R0400

                  bonds and loans

                     R0410

                  credit derivatives

                     R0420

                  downward shock on credit derivatives

                     R0430

                  upward shock on credit derivatives

                     R0440

                  Securitisation positions

                     R0450

                  type 1 securitisations

                     R0460

                  type 2 securitisations

                     R0470

                  resecuritisations

                     R0480

                  Market risk concentrations

                     R0500

                  Currency risk

                     R0600

                  increase in the value of the foreign currency

                     R0610

                  decrease in the value of the foreign currency

                     R0620

                  Diversification within market risk module

                     R0700

                     Total market risk

                     R0800

         S.26.01.04

         Solvency Capital Requirement — Market risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — spread risk — bonds and loans

                     R0010

                  Captives simplifications — interest rate risk

                     R0020

                  Captives simplifications -spread risk on bonds and loans

                     R0030

                  Captives simplifications — market concentration risk

                     R0040

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Market risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Interest rate risk

                     R0100

                  interest rate down shock

                     R0110

                  interest rate up shock

                     R0120

                  Equity risk

                     R0200

                  type 1 equities

                     R0210

                  type 1 equity

                     R0220

                  strategic participations (type 1 equities)

                     R0230

                  duration-based (type 1 equities)

                     R0240

                  type 2 equities

                     R0250

                  type 2 equity

                     R0260

                  strategic participations (type 2 equities)

                     R0270

                  duration-based (type 2 equities)

                     R0280

                  Property risk

                     R0300

                  Spread risk

                     R0400

                  bonds and loans

                     R0410

                  credit derivatives

                     R0420

                  downward shock on credit derivatives

                     R0430

                  upward shock on credit derivatives

                     R0440

                  Securitisation positions

                     R0450

                  type 1 securitisations

                     R0460

                  type 2 securitisations

                     R0470

                  resecuritisations

                     R0480

                  Market risk concentrations

                     R0500

                  Currency risk

                     R0600

                  increase in the value of the foreign currency

                     R0610

                  decrease in the value of the foreign currency

                     R0620

                  Diversification within market risk module

                     R0700

                     Total market risk

                     R0800

         SR.26.01.01

         Solvency Capital Requirement — Market risk

                  Article 112

                     Z0010

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Simplifications used

                     C0010

                  Simplifications — spread risk — bonds and loans

                     R0010

                  Captives simplifications — interest rate risk

                     R0020

                  Captives simplifications -spread risk on bonds and loans

                     R0030

                  Captives simplifications — market concentration risk

                     R0040

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Market risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Interest rate risk

                     R0100

                  interest rate down shock

                     R0110

                  interest rate up shock

                     R0120

                  Equity risk

                     R0200

                  type 1 equities

                     R0210

                  type 1 equity

                     R0220

                  strategic participations (type 1 equities)

                     R0230

                  duration-based (type 1 equities)

                     R0240

                  type 2 equities

                     R0250

                  type 2 equity

                     R0260

                  strategic participations (type 2 equities)

                     R0270

                  duration-based (type 2 equities)

                     R0280

                  Property risk

                     R0300

                  Spread risk

                     R0400

                  bonds and loans

                     R0410

                  credit derivatives

                     R0420

                  downward shock on credit derivatives

                     R0430

                  upward shock on credit derivatives

                     R0440

                  Securitisation positions

                     R0450

                  type 1 securitisations

                     R0460

                  type 2 securitisations

                     R0470

                  resecuritisations

                     R0480

                  Market risk concentrations

                     R0500

                  Currency risk

                     R0600

                  increase in the value of the foreign currency

                     R0610

                  decrease in the value of the foreign currency

                     R0620

                  Diversification within market risk module

                     R0700

                     Total market risk

                     R0800

         S.26.02.01

         Solvency Capital Requirement — Counterparty default risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications

                     R0010

                     Name of single name exposure

                     Code of single name exposure

                     Type of code of the single name exposure

                     Loss Given Default

                     Probability of Default

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Counterparty default risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     Type 1 exposures

                     R0100

                  Single name exposure 1

                     R0110

                  Single name exposure 2

                     R0120

                  Single name exposure 3

                     R0130

                  Single name exposure 4

                     R0140

                  Single name exposure 5

                     R0150

                  Single name exposure 6

                     R0160

                  Single name exposure 7

                     R0170

                  Single name exposure 8

                     R0180

                  Single name exposure 9

                     R0190

                  Single name exposure 10

                     R0200

                     Type 2 exposures

                     R0300

                  Receivables from Intermediaries due for more than 3 months

                     R0310

                  All type 2 exposures other than receivables from Intermediaries due for more than 3 months

                     R0320

                  Diversification within counterparty default risk module

                     R0330

                     Total counterparty default risk

                     R0400

                     Further details on mortgages

                     C0090

                  Losses steaming from type 2 mortgage loans

                     R0500

                  Overall losses steaming from mortgage loans

                     R0510

         S.26.02.04

         Solvency Capital Requirement — Counterparty default risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications

                     R0010

                     Name of single name exposure

                     Code of single name exposure

                     Type of code of the single name exposure

                     Loss Given Default

                     Probability of Default

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Counterparty default risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     Type 1 exposures

                     R0100

                  Single name exposure 1

                     R0110

                  Single name exposure 2

                     R0120

                  Single name exposure 3

                     R0130

                  Single name exposure 4

                     R0140

                  Single name exposure 5

                     R0150

                  Single name exposure 6

                     R0160

                  Single name exposure 7

                     R0170

                  Single name exposure 8

                     R0180

                  Single name exposure 9

                     R0190

                  Single name exposure 10

                     R0200

                     Type 2 exposures

                     R0300

                  Receivables from Intermediaries due for more than 3 months

                     R0310

                  All type 2 exposures other than receivables from Intermediaries due for more than 3 months

                     R0320

                  Diversification within counterparty default risk module

                     R0330

                     Total counterparty default risk

                     R0400

                     Further details on mortgages

                     C0090

                  Losses steaming from type 2 mortgage loans

                     R0500

                  Overall losses steaming from mortgage loans

                     R0510

         SR.26.02.01

         Solvency Capital Requirement — Counterparty default risk

                  Article 112

                     Z0010

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Simplifications used

                     C0010

                  Simplifications

                     R0010

                     Name of single name exposure

                     Code of single name exposure

                     Type of code of the single name exposure

                     Loss Given Default

                     Probability of Default

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Counterparty default risk — Basic information

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                     Type 1 exposures

                     R0100

                  Single name exposure 1

                     R0110

                  Single name exposure 2

                     R0120

                  Single name exposure 3

                     R0130

                  Single name exposure 4

                     R0140

                  Single name exposure 5

                     R0150

                  Single name exposure 6

                     R0160

                  Single name exposure 7

                     R0170

                  Single name exposure 8

                     R0180

                  Single name exposure 9

                     R0190

                  Single name exposure 10

                     R0200

                     Type 2 exposures

                     R0300

                  Receivables from Intermediaries due for more than 3 months

                     R0310

                  All type 2 exposures other than receivables from Intermediaries due for more than 3 months

                     R0320

                  Diversification within counterparty default risk module

                     R0330

                     Total counterparty default risk

                     R0400

         S.26.03.01

         Solvency Capital Requirement — Life underwriting risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — mortality risk

                     R0010

                  Simplifications- longevity risk

                     R0020

                  Simplifications — disability-morbidity risk

                     R0030

                  Simplifications — lapse risk

                     R0040

                  Simplifications — life expense risk

                     R0050

                  Simplifications — life catastrophe risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Life underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Mortality risk

                     R0100

                  Longevity risk

                     R0200

                  Disability-morbidity risk

                     R0300

                  Lapse risk

                     R0400

                  risk of increase in lapse rates

                     R0410

                  risk of decrease in lapse rates

                     R0420

                  mass lapse risk

                     R0430

                  Life expense risk

                     R0500

                  Revision risk

                     R0600

                  Life catastrophe risk

                     R0700

                  Diversification within life underwriting risk module

                     R0800

                     Total life underwriting risk

                     R0900

                     USP

                     Further details on revision risk

                     C0090

                  Factor applied for the revision shock

                     R1000

         S.26.03.04

         Solvency Capital Requirement — Life underwriting risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — mortality risk

                     R0010

                  Simplifications — longevity risk

                     R0020

                  Simplifications — disability-morbidity risk

                     R0030

                  Simplifications — lapse risk

                     R0040

                  Simplifications — life expense risk

                     R0050

                  Simplifications — life catastrophe risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Life underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Mortality risk

                     R0100

                  Longevity risk

                     R0200

                  Disability-morbidity risk

                     R0300

                  Lapse risk

                     R0400

                  risk of increase in lapse rates

                     R0410

                  risk of decrease in lapse rates

                     R0420

                  mass lapse risk

                     R0430

                  Life expense risk

                     R0500

                  Revision risk

                     R0600

                  Life catastrophe risk

                     R0700

                  Diversification within life underwriting risk module

                     R0800

                     Total life underwriting risk

                     R0900

                     USP

                     Further details on revision risk

                     C0090

                  Factor applied for the revision shock

                     R1000

         SR.26.03.01

         Solvency Capital Requirement — Life underwriting risk

                  Article 112

                     Z0010

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Simplifications used

                     C0010

                  Simplifications — mortality risk

                     R0010

                  Simplifications — longevity risk

                  R0020

                  Simplifications — disability-morbidity risk

                     R0030

                  Simplifications — lapse risk

                     R0040

                  Simplifications — life expense risk

                     R0050

                  Simplifications — life catastrophe risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     Life underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Mortality risk

                     R0100

                  Longevity risk

                     R0200

                  Disability-morbidity risk

                     R0300

                  Lapse risk

                     R0400

                  risk of increase in lapse rates

                     R0410

                  risk of decrease in lapse rates

                     R0420

                  mass lapse risk

                     R0430

                  Life expense risk

                     R0500

                  Revision risk

                     R0600

                  Life catastrophe risk

                     R0700

                  Diversification within life underwriting risk module

                     R0800

                     Total life underwriting risk

                     R0900

                     USP

                     Further details on revision risk

                     C0090

                  Factor applied for the revision shock

                     R1000

         S.26.04.01

         Solvency Capital Requirement — Health underwriting risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — health mortality risk

                  R0010

                  Simplifications — health longevity risk

                     R0020

                  Simplifications — health disability-morbidity risk-medical expenses

                     R0030

                  Simplifications — health disability-morbidity risk-income protection

                     R0040

                  Simplifications — SLT lapse risk

                     R0050

                  Simplifications — health expense risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     SLT health underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Health mortality risk

                     R0100

                  Health longevity risk

                     R0200

                  Health disability-morbidity risk

                     R0300

                  Medical expense

                     R0310

                  increase of medical payments

                     R0320

                  decrease of medical payments

                     R0330

                  Income protection

                     R0340

                  SLT health lapse risk

                     R0400

                  risk of increase in lapse rates

                     R0410

                  risk of decrease in lapse rates

                     R0420

                  mass lapse risk

                     R0430

                  Health expense risk

                     R0500

                  Health revision risk

                     R0600

                  Diversification within SLT health underwriting risk

                     R0700

                     Total SLT health underwriting risk

                     R0800

                     USP

                     Further details on revision risk

                     C0090

                  Factor applied for the revision shock

                     R0900

                     Standard deviation for premium risk

                     Standard deviation for reserve risk

                     Volume measure for premium and reserve risk

                     USP

                     Standard Deviation

                     USP

                     Standard Deviation gross/net

                     USP

                     Adjustment factor for non-proportional reinsurance

                     USP

                     Vprem

                     Vres

                     Geographical Diversification

                     V

                     NSLT Health premium and reserve risk

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                  Medical expenses insurance and proportional reinsurance

                     R1000

                  Income protection insurance and proportional reinsurance

                     R1010

                  Worker's compensation insurance and proportional reinsurance

                     R1020

                  Non-proportional health reinsurance

                     R1030

                  Total Volume measure

                     R1040

                  Combined standard deviation

                     R1050

                     Solvency capital requirement

                     C0180

                  NSLT health premium and reserve risk

                     R1100

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities

                     Solvency capital requirement

                     NSLT Health lapse risk

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                  NSLT health lapse risk

                     R1200

                     Solvency capital requirement

                     C0240

                  Diversification within NSLT health underwriting risk

                     R1300

                     Total NSLT health underwriting risk

                     R1400

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Health catastrophe risk

                     C0250

                     C0260

                  Mass accident risk

                     R1500

                  Accident concentration risk

                     R1510

                  Pandemic risk

                     R1520

                  Diversification within health catastrophe risk

                     R1530

                     Total health catastrophe risk

                     R1540

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Total health underwriting risk

                     C0270

                     C0280

                  Diversification within health underwriting risk module

                     R1600

                     Total health underwriting risk

                     R1700

         S.26.04.04

         Solvency Capital Requirement — Health underwriting risk

                  Article 112

                     Z0010

                     Simplifications used

                     C0010

                  Simplifications — health mortality risk

                     R0010

                  Simplifications — health longevity risk

                     R0020

                  Simplifications — health disability-morbidity risk-medical expenses

                     R0030

                  Simplifications — health disability-morbidity risk-income protection

                     R0040

                  Simplifications — SLT lapse risk

                     R0050

                  Simplifications — health expense risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     SLT health underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Health mortality risk

                     R0100

                  Health longevity risk

                     R0200

                  Health disability-morbidity risk

                     R0300

                  Medical expense

                     R0310

                  increase of medical payments

                     R0320

                  decrease of medical payments

                     R0330

                  Income protection

                     R0340

                  SLT health lapse risk

                     R0400

                  risk of increase in lapse rates

                     R0410

                  risk of decrease in lapse rates

                     R0420

                  mass lapse risk

                     R0430

                  Health expense risk

                     R0500

                  Health revision risk

                     R0600

                  Diversification within SLT health underwriting risk

                     R0700

                     Total SLT health underwriting risk

                     R0800

                     USP

                     Further details on revision risk

                     C0090

                  Factor applied for the revision shock

                     R0900

                     Standard deviation for premium risk

                     Standard deviation for reserve risk

                     Volume measure for premium and reserve risk

                     USP

                     Standard Deviation

                     USP

                     Standard Deviation gross/net

                     USP

                     Adjustment factor for non-proportional reinsurance

                     USP

                     Vprem

                     Vres

                     Geographical Diversification

                     V

                     NSLT Health premium and reserve risk

                     C0100

                     C0110

                     C0120

                     C0130

                     C0140

                     C0150

                     C0160

                     C0170

                  Medical expenses insurance and proportional reinsurance

                     R1000

                  Income protection insurance and proportional reinsurance

                     R1010

                  Worker's compensation insurance and proportional reinsurance

                     R1020

                  Non-proportional health reinsurance

                     R1030

                  Total Volume measure

                     R1040

                  Combined standard deviation

                     R1050

                     Solvency capital requirement

                     C0180

                  NSLT health premium and reserve risk

                     R1100

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities

                     Solvency capital requirement

                     NSLT Health lapse risk

                     C0190

                     C0200

                     C0210

                     C0220

                     C0230

                  NSLT health lapse risk

                     R1200

                     Solvency capital requirement

                  C0240

                  Diversification within NSLT health underwriting risk

                     R1300

                     Total NSLT health underwriting risk

                     R1400

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Health catastrophe risk

                     C0250

                     C0260

                  Mass accident risk

                     R1500

                  Accident concentration risk

                     R1510

                  Pandemic risk

                     R1520

                  Diversification within health catastrophe risk

                     R1530

                     Total health catastrophe risk

                     R1540

                     Net solvency capital requirement

                     Gross solvency capital requirement

                     Total health underwriting risk

                     C0270

                     C0280

                  Diversification within health underwriting risk module

                     R1600

                     Total health underwriting risk

                     R1700

         SR.26.04.01

         Solvency Capital Requirement — Health underwriting risk

                  Article 112

                     Z0010

                  Ring Fenced Fund/Matching adjustment portfolio or remaining part

                     Z0020

                  Fund/Portfolio number

                     Z0030

                     Simplifications used

                     C0010

                  Simplifications — health mortality risk

                     R0010

                  Simplifications — health longevity risk

                     R0020

                  Simplifications — health disability-morbidity risk-medical expenses

                     R0030

                  Simplifications — health disability-morbidity risk-income protection

                     R0040

                  Simplifications — SLT lapse risk

                     R0050

                  Simplifications — health expense risk

                     R0060

                     Initial absolute values before shock

                     Absolute values after shock

                     Assets

                     Liabilities

                     Assets

                     Liabilities (after the loss absorbing capacity of technical provisions)

                     Net solvency capital requirement

                     Liabilities (before the loss-absorbing capacity of technical provisions)

                     Gross solvency capital requirement

                     SLT health underwriting risk

                     C0020

                     C0030

                     C0040

                     C0050

                     C0060

                     C0070

                     C0080

                  Health mortality risk

                     R0100

                  Health longevity risk

                     R0200

                  Health disability-morbidity risk

                     R0300

                  Medical expense

                     R0310

                  increase of medical payments

                     R0320

                  decrease of medical payments

                     R0330

                  Income protection

                     R0340

                  SLT health lapse risk

                     R0400

                  risk of increase in lapse rates
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