T HE G ROUP S INTERE S T BE ARING LIABILITIE S AND AS SE T S PER CURRENCY AS PER DECEMBER 31 20112012 Currenc y Amount M SEK Dur ation da ys Current book c o s t incl credit margin Int ere s t rat e s 1 Net impact on income s t ate ment due to 1 increase 1 Int ere s t rat e s 1 Net impact on income s t ate ment due to 1 decrease 1 December 31 2012 u SD liabilities 4 147 123 253 326 22 181 22 E u R liabilities 5 935 908 358 363 2 353 2 GBP liabilities 1 073 32 275 375 8 175 8 SEK liabilities 3 468 50 250 350 26 150 26 Other currencies liabilities 463 30 869 969 3 769 3 T ot al liabilities 15 086 406 314 369 61 259 61 u SD assets 248 0 003 103 2 000 0 E u R assets 2 499 16 013 113 18 000 2 GBP assets 69 7 000 100 1 000 0 SEK assets 1 831 3 055 155 13 000 7 Other currencies assets 574 7 869 969 4 769 4 T ot al assets 5 221 10 121 221 38 085 13 T ot al 9 865 418 23 48 December 31 2011 u SD liabilities 4 254 448 255 314 18 195 19 E u R liabilities 4 454 260 581 626 15 537 14 GBP liabilities 926 1 303 403 7 203 7 SEK liabilities 3 039 67 201 301 22 111 20 Other currencies liabilities 392 1 942 1042 3 842 3 T ot al liabilities 13 065 250 378 446 65 312 63 u SD assets 296 7 000 100 2 000 0 E u R assets 536 15 039 139 4 009 1 GBP assets 32 1 108 208 0 008 0 SEK assets 1 370 3 154 254 10 084 7 Other currencies assets 482 7 942 1042 4 842 4 T ot al assets 2 716 6 254 354 20 194 12 T ot al 10 349 410 45 51 1 The 1 percent increase decrease in interes t r ates is calculated b y adjus tin g the foatin g r ate accor din g ly and applyin g this r ate to the liabilit y to es t ablish the impact on net fnancial items in the income s t atement This is further adjus ted b y the efectiv e corpor ation t ax r ate Interes t r ate fxin g It is the polic y of Securit as to use interes t r ate deriv ativ es if required to mana g e its interes t r ate risk and as a consequence the Group s fnancin g cos ts The dur ation for these deriv ativ es does not normally e x ceed fv e y ear s Group polic y allo ws for the use of both options based and fx edr ate products I NTERE S T f IXING PER C u RRENC y 1 December 31 2012 December 31 2013 December 31 2014 Currenc y Amount M SEK Amount m L OC Rat e 2 Amount M SEK Amount m L OC Rat e 2 Amount M SEK Amount m L OC Rat e 2 f inal maturit y u S D 1 153 177 256 261 40 310 0 0 000 M a y 2014 E u R 3 237 377 273 3 237 377 273 3 237 377 273 December 2017 T ot al 4 390 3 498 3 237 1 R efer s to interes t r ate fxin g with a maturit y in e x cess of three months 2 A v er a g e r ate includin g credit mar g in 86 Annual R eport Notes and comments to the consolidated fnancial s t atements Securit as Annual R eport 2012