# L_2020250EN.01000101.xml

| 3.8.2020 | EN | Official Journal of the European Union | L 250/1 |
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3.8.2020

EN

Official Journal of the European Union

L 250/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2020/1145

of 31 July 2020

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

Having regard to the Treaty on the Functioning of the European Union,

Having regard to Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 77e(2) thereof,

Whereas:

| (1) | In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date. |
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(1)

In order to ensure uniform conditions for the calculation of technical provisions and basic own funds by insurance and reinsurance undertakings for the purposes of Directive 2009/138/EC, technical information on relevant risk-free interest rate term structures, fundamental spreads for the calculation of the matching adjustment and volatility adjustments should be laid down for every reference date.

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 3 July 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2020 market data. That information was published on 3 July 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 3 July 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2020 market data. That information was published on 3 July 2020 in accordance with Article 77e(1) of Directive 2009/138/EC.

| (3) | Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency. |
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(3)

Given the need for the immediate availability of the technical information, it is important that this Regulation enters into force as a matter of urgency.

| (4) | For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies. |
| --- | --- |

(4)

For prudential reasons it is necessary that insurance and reinsurance undertakings use the same technical information for calculating technical provisions and basic own funds irrespective of the date on which they report to their competent authorities. This Regulation should therefore apply from the first reporting reference date to which this Regulation applies.

| (5) | To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2), |
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(5)

To provide legal certainty as soon as possible, it is duly justified on imperative grounds of urgency related to the availability of the relevant risk-free interest rate term structure that measures provided for in this Regulation be adopted in accordance with Article 8, in conjunction with Article 4, of Regulation (EU) No 182/2011 of the European Parliament and of the Council (2),

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2020 until 29 September 2020.

2.   For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:

| (a) | the relevant risk-free rate term structures set out in Annex I; |
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(a)

the relevant risk-free rate term structures set out in Annex I;

| (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
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(b)

the fundamental spreads for the calculation of the matching adjustment set out in Annex II;

| (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. |
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(c)

for each relevant national insurance market, the volatility adjustments set out in Annex III.

Article 2

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.

It shall apply from 30 June 2020.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

Done at Brussels, 31 July 2020.

For the Commission

The President

Ursula VON DER LEYEN

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

1

(2)  Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

2

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ANNEX I

Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment

| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,445 % | 0,205 % | -0,455 % | 0,245 % | -0,108 % | -0,190 % |
| 2 | -0,475 % | 0,245 % | -0,485 % | 0,515 % | -0,117 % | 0,193 % |
| 3 | -0,485 % | 0,289 % | -0,495 % | 0,766 % | -0,108 % | 0,524 % |
| 4 | -0,465 % | 0,336 % | -0,475 % | 0,999 % | -0,077 % | 0,773 % |
| 5 | -0,445 % | 0,386 % | -0,455 % | 1,217 % | -0,042 % | 0,962 % |
| 6 | -0,415 % | 0,435 % | -0,426 % | 1,418 % | -0,000 % | 1,107 % |
| 7 | -0,386 % | 0,481 % | -0,396 % | 1,602 % | 0,045 % | 1,213 % |
| 8 | -0,346 % | 0,521 % | -0,356 % | 1,773 % | 0,060 % | 1,285 % |
| 9 | -0,306 % | 0,554 % | -0,316 % | 1,927 % | 0,091 % | 1,334 % |
| 10 | -0,267 % | 0,578 % | -0,277 % | 2,069 % | 0,181 % | 1,390 % |
| 11 | -0,234 % | 0,597 % | -0,244 % | 2,199 % | 0,348 % | 1,454 % |
| 12 | -0,187 % | 0,617 % | -0,197 % | 2,317 % | 0,545 % | 1,522 % |
| 13 | -0,158 % | 0,642 % | -0,168 % | 2,426 % | 0,745 % | 1,592 % |
| 14 | -0,125 % | 0,677 % | -0,135 % | 2,525 % | 0,933 % | 1,661 % |
| 15 | -0,094 % | 0,724 % | -0,104 % | 2,615 % | 1,105 % | 1,730 % |
| 16 | -0,082 % | 0,782 % | -0,092 % | 2,698 % | 1,261 % | 1,796 % |
| 17 | -0,080 % | 0,849 % | -0,090 % | 2,774 % | 1,402 % | 1,861 % |
| 18 | -0,075 % | 0,921 % | -0,085 % | 2,843 % | 1,529 % | 1,923 % |
| 19 | -0,059 % | 0,996 % | -0,069 % | 2,908 % | 1,643 % | 1,983 % |
| 20 | -0,027 % | 1,071 % | 0,038 % | 2,968 % | 1,747 % | 2,040 % |
| 21 | 0,022 % | 1,146 % | 0,012 % | 3,024 % | 1,841 % | 2,094 % |
| 22 | 0,086 % | 1,220 % | 0,076 % | 3,076 % | 1,927 % | 2,146 % |
| 23 | 0,158 % | 1,293 % | 0,148 % | 3,125 % | 2,006 % | 2,196 % |
| 24 | 0,236 % | 1,363 % | 0,226 % | 3,171 % | 2,078 % | 2,244 % |
| 25 | 0,317 % | 1,431 % | 0,308 % | 3,214 % | 2,144 % | 2,289 % |
| 26 | 0,399 % | 1,497 % | 0,390 % | 3,255 % | 2,205 % | 2,332 % |
| 27 | 0,482 % | 1,561 % | 0,474 % | 3,294 % | 2,262 % | 2,373 % |
| 28 | 0,564 % | 1,622 % | 0,556 % | 3,330 % | 2,315 % | 2,413 % |
| 29 | 0,645 % | 1,681 % | 0,637 % | 3,364 % | 2,364 % | 2,450 % |
| 30 | 0,724 % | 1,737 % | 0,716 % | 3,397 % | 2,410 % | 2,486 % |
| 31 | 0,801 % | 1,791 % | 0,793 % | 3,428 % | 2,453 % | 2,520 % |
| 32 | 0,876 % | 1,843 % | 0,868 % | 3,457 % | 2,493 % | 2,553 % |
| 33 | 0,948 % | 1,893 % | 0,941 % | 3,485 % | 2,531 % | 2,584 % |
| 34 | 1,018 % | 1,940 % | 1,011 % | 3,511 % | 2,567 % | 2,614 % |
| 35 | 1,085 % | 1,986 % | 1,078 % | 3,537 % | 2,600 % | 2,642 % |
| 36 | 1,150 % | 2,030 % | 1,143 % | 3,561 % | 2,632 % | 2,670 % |
| 37 | 1,213 % | 2,072 % | 1,206 % | 3,584 % | 2,662 % | 2,696 % |
| 38 | 1,273 % | 2,112 % | 1,266 % | 3,606 % | 2,690 % | 2,721 % |
| 39 | 1,330 % | 2,150 % | 1,324 % | 3,627 % | 2,718 % | 2,745 % |
| 40 | 1,386 % | 2,187 % | 1,380 % | 3,647 % | 2,743 % | 2,768 % |
| 41 | 1,439 % | 2,223 % | 1,433 % | 3,666 % | 2,768 % | 2,790 % |
| 42 | 1,491 % | 2,257 % | 1,485 % | 3,685 % | 2,791 % | 2,811 % |
| 43 | 1,540 % | 2,289 % | 1,534 % | 3,703 % | 2,813 % | 2,832 % |
| 44 | 1,588 % | 2,321 % | 1,582 % | 3,720 % | 2,834 % | 2,851 % |
| 45 | 1,633 % | 2,351 % | 1,628 % | 3,736 % | 2,855 % | 2,870 % |
| 46 | 1,677 % | 2,380 % | 1,672 % | 3,752 % | 2,874 % | 2,888 % |
| 47 | 1,719 % | 2,408 % | 1,714 % | 3,767 % | 2,893 % | 2,905 % |
| 48 | 1,760 % | 2,435 % | 1,755 % | 3,781 % | 2,910 % | 2,922 % |
| 49 | 1,799 % | 2,460 % | 1,794 % | 3,795 % | 2,927 % | 2,938 % |
| 50 | 1,837 % | 2,485 % | 1,832 % | 3,809 % | 2,944 % | 2,954 % |
| 51 | 1,874 % | 2,509 % | 1,869 % | 3,822 % | 2,960 % | 2,969 % |
| 52 | 1,909 % | 2,533 % | 1,904 % | 3,835 % | 2,975 % | 2,983 % |
| 53 | 1,943 % | 2,555 % | 1,938 % | 3,847 % | 2,989 % | 2,997 % |
| 54 | 1,975 % | 2,577 % | 1,971 % | 3,858 % | 3,003 % | 3,011 % |
| 55 | 2,007 % | 2,597 % | 2,002 % | 3,870 % | 3,017 % | 3,024 % |
| 56 | 2,038 % | 2,618 % | 2,033 % | 3,881 % | 3,030 % | 3,037 % |
| 57 | 2,067 % | 2,637 % | 2,063 % | 3,891 % | 3,042 % | 3,049 % |
| 58 | 2,096 % | 2,656 % | 2,091 % | 3,902 % | 3,055 % | 3,061 % |
| 59 | 2,123 % | 2,674 % | 2,119 % | 3,911 % | 3,066 % | 3,072 % |
| 60 | 2,150 % | 2,692 % | 2,146 % | 3,921 % | 3,078 % | 3,083 % |
| 61 | 2,176 % | 2,709 % | 2,172 % | 3,930 % | 3,089 % | 3,094 % |
| 62 | 2,201 % | 2,726 % | 2,197 % | 3,939 % | 3,099 % | 3,104 % |
| 63 | 2,225 % | 2,742 % | 2,221 % | 3,948 % | 3,110 % | 3,114 % |
| 64 | 2,249 % | 2,757 % | 2,245 % | 3,957 % | 3,120 % | 3,124 % |
| 65 | 2,272 % | 2,772 % | 2,268 % | 3,965 % | 3,129 % | 3,134 % |
| 66 | 2,294 % | 2,787 % | 2,290 % | 3,973 % | 3,139 % | 3,143 % |
| 67 | 2,315 % | 2,801 % | 2,312 % | 3,981 % | 3,148 % | 3,152 % |
| 68 | 2,336 % | 2,815 % | 2,332 % | 3,988 % | 3,157 % | 3,161 % |
| 69 | 2,356 % | 2,828 % | 2,353 % | 3,995 % | 3,165 % | 3,169 % |
| 70 | 2,376 % | 2,841 % | 2,373 % | 4,003 % | 3,173 % | 3,177 % |
| 71 | 2,395 % | 2,854 % | 2,392 % | 4,010 % | 3,182 % | 3,185 % |
| 72 | 2,414 % | 2,867 % | 2,411 % | 4,016 % | 3,189 % | 3,193 % |
| 73 | 2,432 % | 2,879 % | 2,429 % | 4,023 % | 3,197 % | 3,201 % |
| 74 | 2,450 % | 2,890 % | 2,446 % | 4,029 % | 3,205 % | 3,208 % |
| 75 | 2,467 % | 2,902 % | 2,464 % | 4,035 % | 3,212 % | 3,215 % |
| 76 | 2,484 % | 2,913 % | 2,481 % | 4,042 % | 3,219 % | 3,222 % |
| 77 | 2,500 % | 2,924 % | 2,497 % | 4,047 % | 3,226 % | 3,229 % |
| 78 | 2,516 % | 2,934 % | 2,513 % | 4,053 % | 3,232 % | 3,236 % |
| 79 | 2,532 % | 2,944 % | 2,528 % | 4,059 % | 3,239 % | 3,242 % |
| 80 | 2,547 % | 2,954 % | 2,544 % | 4,064 % | 3,245 % | 3,248 % |
| 81 | 2,561 % | 2,964 % | 2,558 % | 4,070 % | 3,252 % | 3,255 % |
| 82 | 2,576 % | 2,974 % | 2,573 % | 4,075 % | 3,258 % | 3,261 % |
| 83 | 2,590 % | 2,983 % | 2,587 % | 4,080 % | 3,264 % | 3,266 % |
| 84 | 2,604 % | 2,992 % | 2,601 % | 4,085 % | 3,269 % | 3,272 % |
| 85 | 2,617 % | 3,001 % | 2,614 % | 4,090 % | 3,275 % | 3,278 % |
| 86 | 2,630 % | 3,010 % | 2,627 % | 4,095 % | 3,281 % | 3,283 % |
| 87 | 2,643 % | 3,018 % | 2,640 % | 4,099 % | 3,286 % | 3,289 % |
| 88 | 2,655 % | 3,026 % | 2,653 % | 4,104 % | 3,291 % | 3,294 % |
| 89 | 2,668 % | 3,034 % | 2,665 % | 4,108 % | 3,296 % | 3,299 % |
| 90 | 2,680 % | 3,042 % | 2,677 % | 4,112 % | 3,301 % | 3,304 % |
| 91 | 2,691 % | 3,050 % | 2,689 % | 4,117 % | 3,306 % | 3,309 % |
| 92 | 2,703 % | 3,058 % | 2,700 % | 4,121 % | 3,311 % | 3,314 % |
| 93 | 2,714 % | 3,065 % | 2,711 % | 4,125 % | 3,316 % | 3,318 % |
| 94 | 2,725 % | 3,072 % | 2,722 % | 4,129 % | 3,320 % | 3,323 % |
| 95 | 2,736 % | 3,080 % | 2,733 % | 4,133 % | 3,325 % | 3,327 % |
| 96 | 2,746 % | 3,086 % | 2,744 % | 4,137 % | 3,329 % | 3,332 % |
| 97 | 2,757 % | 3,093 % | 2,754 % | 4,140 % | 3,334 % | 3,336 % |
| 98 | 2,767 % | 3,100 % | 2,764 % | 4,144 % | 3,338 % | 3,340 % |
| 99 | 2,777 % | 3,107 % | 2,774 % | 4,148 % | 3,342 % | 3,344 % |
| 100 | 2,786 % | 3,113 % | 2,784 % | 4,151 % | 3,346 % | 3,348 % |
| 101 | 2,796 % | 3,119 % | 2,793 % | 4,155 % | 3,350 % | 3,352 % |
| 102 | 2,805 % | 3,125 % | 2,803 % | 4,158 % | 3,354 % | 3,356 % |
| 103 | 2,814 % | 3,131 % | 2,812 % | 4,161 % | 3,358 % | 3,360 % |
| 104 | 2,823 % | 3,137 % | 2,821 % | 4,164 % | 3,362 % | 3,364 % |
| 105 | 2,832 % | 3,143 % | 2,830 % | 4,168 % | 3,365 % | 3,367 % |
| 106 | 2,841 % | 3,149 % | 2,838 % | 4,171 % | 3,369 % | 3,371 % |
| 107 | 2,849 % | 3,154 % | 2,847 % | 4,174 % | 3,372 % | 3,375 % |
| 108 | 2,857 % | 3,160 % | 2,855 % | 4,177 % | 3,376 % | 3,378 % |
| 109 | 2,865 % | 3,165 % | 2,863 % | 4,180 % | 3,379 % | 3,382 % |
| 110 | 2,873 % | 3,171 % | 2,871 % | 4,183 % | 3,383 % | 3,385 % |
| 111 | 2,881 % | 3,176 % | 2,879 % | 4,186 % | 3,386 % | 3,388 % |
| 112 | 2,889 % | 3,181 % | 2,887 % | 4,188 % | 3,389 % | 3,391 % |
| 113 | 2,897 % | 3,186 % | 2,894 % | 4,191 % | 3,392 % | 3,395 % |
| 114 | 2,904 % | 3,191 % | 2,902 % | 4,194 % | 3,396 % | 3,398 % |
| 115 | 2,911 % | 3,196 % | 2,909 % | 4,197 % | 3,399 % | 3,401 % |
| 116 | 2,919 % | 3,201 % | 2,916 % | 4,199 % | 3,402 % | 3,404 % |
| 117 | 2,926 % | 3,205 % | 2,924 % | 4,202 % | 3,405 % | 3,407 % |
| 118 | 2,933 % | 3,210 % | 2,931 % | 4,204 % | 3,408 % | 3,410 % |
| 119 | 2,939 % | 3,214 % | 2,937 % | 4,207 % | 3,410 % | 3,412 % |
| 120 | 2,946 % | 3,219 % | 2,944 % | 4,209 % | 3,413 % | 3,415 % |
| 121 | 2,953 % | 3,223 % | 2,951 % | 4,212 % | 3,416 % | 3,418 % |
| 122 | 2,959 % | 3,228 % | 2,957 % | 4,214 % | 3,419 % | 3,421 % |
| 123 | 2,966 % | 3,232 % | 2,964 % | 4,216 % | 3,422 % | 3,423 % |
| 124 | 2,972 % | 3,236 % | 2,970 % | 4,219 % | 3,424 % | 3,426 % |
| 125 | 2,978 % | 3,240 % | 2,976 % | 4,221 % | 3,427 % | 3,429 % |
| 126 | 2,984 % | 3,244 % | 2,982 % | 4,223 % | 3,429 % | 3,431 % |
| 127 | 2,990 % | 3,248 % | 2,988 % | 4,225 % | 3,432 % | 3,434 % |
| 128 | 2,996 % | 3,252 % | 2,994 % | 4,227 % | 3,434 % | 3,436 % |
| 129 | 3,002 % | 3,256 % | 3,000 % | 4,229 % | 3,437 % | 3,439 % |
| 130 | 3,008 % | 3,260 % | 3,006 % | 4,231 % | 3,439 % | 3,441 % |
| 131 | 3,013 % | 3,263 % | 3,012 % | 4,234 % | 3,442 % | 3,443 % |
| 132 | 3,019 % | 3,267 % | 3,017 % | 4,236 % | 3,444 % | 3,446 % |
| 133 | 3,024 % | 3,271 % | 3,023 % | 4,238 % | 3,446 % | 3,448 % |
| 134 | 3,030 % | 3,274 % | 3,028 % | 4,239 % | 3,448 % | 3,450 % |
| 135 | 3,035 % | 3,278 % | 3,033 % | 4,241 % | 3,451 % | 3,452 % |
| 136 | 3,040 % | 3,281 % | 3,039 % | 4,243 % | 3,453 % | 3,455 % |
| 137 | 3,046 % | 3,285 % | 3,044 % | 4,245 % | 3,455 % | 3,457 % |
| 138 | 3,051 % | 3,288 % | 3,049 % | 4,247 % | 3,457 % | 3,459 % |
| 139 | 3,056 % | 3,291 % | 3,054 % | 4,249 % | 3,459 % | 3,461 % |
| 140 | 3,061 % | 3,295 % | 3,059 % | 4,251 % | 3,461 % | 3,463 % |
| 141 | 3,066 % | 3,298 % | 3,064 % | 4,252 % | 3,463 % | 3,465 % |
| 142 | 3,070 % | 3,301 % | 3,069 % | 4,254 % | 3,465 % | 3,467 % |
| 143 | 3,075 % | 3,304 % | 3,073 % | 4,256 % | 3,467 % | 3,469 % |
| 144 | 3,080 % | 3,307 % | 3,078 % | 4,258 % | 3,469 % | 3,471 % |
| 145 | 3,084 % | 3,310 % | 3,083 % | 4,259 % | 3,471 % | 3,473 % |
| 146 | 3,089 % | 3,313 % | 3,087 % | 4,261 % | 3,473 % | 3,475 % |
| 147 | 3,093 % | 3,316 % | 3,092 % | 4,263 % | 3,475 % | 3,477 % |
| 148 | 3,098 % | 3,319 % | 3,096 % | 4,264 % | 3,477 % | 3,478 % |
| 149 | 3,102 % | 3,322 % | 3,100 % | 4,266 % | 3,479 % | 3,480 % |
| 150 | 3,106 % | 3,325 % | 3,105 % | 4,267 % | 3,481 % | 3,482 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,445 %

0,205 %

-0,455 %

0,245 %

-0,108 %

-0,190 %

2

-0,475 %

0,245 %

-0,485 %

0,515 %

-0,117 %

0,193 %

3

-0,485 %

0,289 %

-0,495 %

0,766 %

-0,108 %

0,524 %

4

-0,465 %

0,336 %

-0,475 %

0,999 %

-0,077 %

0,773 %

5

-0,445 %

0,386 %

-0,455 %

1,217 %

-0,042 %

0,962 %

6

-0,415 %

0,435 %

-0,426 %

1,418 %

-0,000 %

1,107 %

7

-0,386 %

0,481 %

-0,396 %

1,602 %

0,045 %

1,213 %

8

-0,346 %

0,521 %

-0,356 %

1,773 %

0,060 %

1,285 %

9

-0,306 %

0,554 %

-0,316 %

1,927 %

0,091 %

1,334 %

10

-0,267 %

0,578 %

-0,277 %

2,069 %

0,181 %

1,390 %

11

-0,234 %

0,597 %

-0,244 %

2,199 %

0,348 %

1,454 %

12

-0,187 %

0,617 %

-0,197 %

2,317 %

0,545 %

1,522 %

13

-0,158 %

0,642 %

-0,168 %

2,426 %

0,745 %

1,592 %

14

-0,125 %

0,677 %

-0,135 %

2,525 %

0,933 %

1,661 %

15

-0,094 %

0,724 %

-0,104 %

2,615 %

1,105 %

1,730 %

16

-0,082 %

0,782 %

-0,092 %

2,698 %

1,261 %

1,796 %

17

-0,080 %

0,849 %

-0,090 %

2,774 %

1,402 %

1,861 %

18

-0,075 %

0,921 %

-0,085 %

2,843 %

1,529 %

1,923 %

19

-0,059 %

0,996 %

-0,069 %

2,908 %

1,643 %

1,983 %

20

-0,027 %

1,071 %

0,038 %

2,968 %

1,747 %

2,040 %

21

0,022 %

1,146 %

0,012 %

3,024 %

1,841 %

2,094 %

22

0,086 %

1,220 %

0,076 %

3,076 %

1,927 %

2,146 %

23

0,158 %

1,293 %

0,148 %

3,125 %

2,006 %

2,196 %

24

0,236 %

1,363 %

0,226 %

3,171 %

2,078 %

2,244 %

25

0,317 %

1,431 %

0,308 %

3,214 %

2,144 %

2,289 %

26

0,399 %

1,497 %

0,390 %

3,255 %

2,205 %

2,332 %

27

0,482 %

1,561 %

0,474 %

3,294 %

2,262 %

2,373 %

28

0,564 %

1,622 %

0,556 %

3,330 %

2,315 %

2,413 %

29

0,645 %

1,681 %

0,637 %

3,364 %

2,364 %

2,450 %

30

0,724 %

1,737 %

0,716 %

3,397 %

2,410 %

2,486 %

31

0,801 %

1,791 %

0,793 %

3,428 %

2,453 %

2,520 %

32

0,876 %

1,843 %

0,868 %

3,457 %

2,493 %

2,553 %

33

0,948 %

1,893 %

0,941 %

3,485 %

2,531 %

2,584 %

34

1,018 %

1,940 %

1,011 %

3,511 %

2,567 %

2,614 %

35

1,085 %

1,986 %

1,078 %

3,537 %

2,600 %

2,642 %

36

1,150 %

2,030 %

1,143 %

3,561 %

2,632 %

2,670 %

37

1,213 %

2,072 %

1,206 %

3,584 %

2,662 %

2,696 %

38

1,273 %

2,112 %

1,266 %

3,606 %

2,690 %

2,721 %

39

1,330 %

2,150 %

1,324 %

3,627 %

2,718 %

2,745 %

40

1,386 %

2,187 %

1,380 %

3,647 %

2,743 %

2,768 %

41

1,439 %

2,223 %

1,433 %

3,666 %

2,768 %

2,790 %

42

1,491 %

2,257 %

1,485 %

3,685 %

2,791 %

2,811 %

43

1,540 %

2,289 %

1,534 %

3,703 %

2,813 %

2,832 %

44

1,588 %

2,321 %

1,582 %

3,720 %

2,834 %

2,851 %

45

1,633 %

2,351 %

1,628 %

3,736 %

2,855 %

2,870 %

46

1,677 %

2,380 %

1,672 %

3,752 %

2,874 %

2,888 %

47

1,719 %

2,408 %

1,714 %

3,767 %

2,893 %

2,905 %

48

1,760 %

2,435 %

1,755 %

3,781 %

2,910 %

2,922 %

49

1,799 %

2,460 %

1,794 %

3,795 %

2,927 %

2,938 %

50

1,837 %

2,485 %

1,832 %

3,809 %

2,944 %

2,954 %

51

1,874 %

2,509 %

1,869 %

3,822 %

2,960 %

2,969 %

52

1,909 %

2,533 %

1,904 %

3,835 %

2,975 %

2,983 %

53

1,943 %

2,555 %

1,938 %

3,847 %

2,989 %

2,997 %

54

1,975 %

2,577 %

1,971 %

3,858 %

3,003 %

3,011 %

55

2,007 %

2,597 %

2,002 %

3,870 %

3,017 %

3,024 %

56

2,038 %

2,618 %

2,033 %

3,881 %

3,030 %

3,037 %

57

2,067 %

2,637 %

2,063 %

3,891 %

3,042 %

3,049 %

58

2,096 %

2,656 %

2,091 %

3,902 %

3,055 %

3,061 %

59

2,123 %

2,674 %

2,119 %

3,911 %

3,066 %

3,072 %

60

2,150 %

2,692 %

2,146 %

3,921 %

3,078 %

3,083 %

61

2,176 %

2,709 %

2,172 %

3,930 %

3,089 %

3,094 %

62

2,201 %

2,726 %

2,197 %

3,939 %

3,099 %

3,104 %

63

2,225 %

2,742 %

2,221 %

3,948 %

3,110 %

3,114 %

64

2,249 %

2,757 %

2,245 %

3,957 %

3,120 %

3,124 %

65

2,272 %

2,772 %

2,268 %

3,965 %

3,129 %

3,134 %

66

2,294 %

2,787 %

2,290 %

3,973 %

3,139 %

3,143 %

67

2,315 %

2,801 %

2,312 %

3,981 %

3,148 %

3,152 %

68

2,336 %

2,815 %

2,332 %

3,988 %

3,157 %

3,161 %

69

2,356 %

2,828 %

2,353 %

3,995 %

3,165 %

3,169 %

70

2,376 %

2,841 %

2,373 %

4,003 %

3,173 %

3,177 %

71

2,395 %

2,854 %

2,392 %

4,010 %

3,182 %

3,185 %

72

2,414 %

2,867 %

2,411 %

4,016 %

3,189 %

3,193 %

73

2,432 %

2,879 %

2,429 %

4,023 %

3,197 %

3,201 %

74

2,450 %

2,890 %

2,446 %

4,029 %

3,205 %

3,208 %

75

2,467 %

2,902 %

2,464 %

4,035 %

3,212 %

3,215 %

76

2,484 %

2,913 %

2,481 %

4,042 %

3,219 %

3,222 %

77

2,500 %

2,924 %

2,497 %

4,047 %

3,226 %

3,229 %

78

2,516 %

2,934 %

2,513 %

4,053 %

3,232 %

3,236 %

79

2,532 %

2,944 %

2,528 %

4,059 %

3,239 %

3,242 %

80

2,547 %

2,954 %

2,544 %

4,064 %

3,245 %

3,248 %

81

2,561 %

2,964 %

2,558 %

4,070 %

3,252 %

3,255 %

82

2,576 %

2,974 %

2,573 %

4,075 %

3,258 %

3,261 %

83

2,590 %

2,983 %

2,587 %

4,080 %

3,264 %

3,266 %

84

2,604 %

2,992 %

2,601 %

4,085 %

3,269 %

3,272 %

85

2,617 %

3,001 %

2,614 %

4,090 %

3,275 %

3,278 %

86

2,630 %

3,010 %

2,627 %

4,095 %

3,281 %

3,283 %

87

2,643 %

3,018 %

2,640 %

4,099 %

3,286 %

3,289 %

88

2,655 %

3,026 %

2,653 %

4,104 %

3,291 %

3,294 %

89

2,668 %

3,034 %

2,665 %

4,108 %

3,296 %

3,299 %

90

2,680 %

3,042 %

2,677 %

4,112 %

3,301 %

3,304 %

91

2,691 %

3,050 %

2,689 %

4,117 %

3,306 %

3,309 %

92

2,703 %

3,058 %

2,700 %

4,121 %

3,311 %

3,314 %

93

2,714 %

3,065 %

2,711 %

4,125 %

3,316 %

3,318 %

94

2,725 %

3,072 %

2,722 %

4,129 %

3,320 %

3,323 %

95

2,736 %

3,080 %

2,733 %

4,133 %

3,325 %

3,327 %

96

2,746 %

3,086 %

2,744 %

4,137 %

3,329 %

3,332 %

97

2,757 %

3,093 %

2,754 %

4,140 %

3,334 %

3,336 %

98

2,767 %

3,100 %

2,764 %

4,144 %

3,338 %

3,340 %

99

2,777 %

3,107 %

2,774 %

4,148 %

3,342 %

3,344 %

100

2,786 %

3,113 %

2,784 %

4,151 %

3,346 %

3,348 %

101

2,796 %

3,119 %

2,793 %

4,155 %

3,350 %

3,352 %

102

2,805 %

3,125 %

2,803 %

4,158 %

3,354 %

3,356 %

103

2,814 %

3,131 %

2,812 %

4,161 %

3,358 %

3,360 %

104

2,823 %

3,137 %

2,821 %

4,164 %

3,362 %

3,364 %

105

2,832 %

3,143 %

2,830 %

4,168 %

3,365 %

3,367 %

106

2,841 %

3,149 %

2,838 %

4,171 %

3,369 %

3,371 %

107

2,849 %

3,154 %

2,847 %

4,174 %

3,372 %

3,375 %

108

2,857 %

3,160 %

2,855 %

4,177 %

3,376 %

3,378 %

109

2,865 %

3,165 %

2,863 %

4,180 %

3,379 %

3,382 %

110

2,873 %

3,171 %

2,871 %

4,183 %

3,383 %

3,385 %

111

2,881 %

3,176 %

2,879 %

4,186 %

3,386 %

3,388 %

112

2,889 %

3,181 %

2,887 %

4,188 %

3,389 %

3,391 %

113

2,897 %

3,186 %

2,894 %

4,191 %

3,392 %

3,395 %

114

2,904 %

3,191 %

2,902 %

4,194 %

3,396 %

3,398 %

115

2,911 %

3,196 %

2,909 %

4,197 %

3,399 %

3,401 %

116

2,919 %

3,201 %

2,916 %

4,199 %

3,402 %

3,404 %

117

2,926 %

3,205 %

2,924 %

4,202 %

3,405 %

3,407 %

118

2,933 %

3,210 %

2,931 %

4,204 %

3,408 %

3,410 %

119

2,939 %

3,214 %

2,937 %

4,207 %

3,410 %

3,412 %

120

2,946 %

3,219 %

2,944 %

4,209 %

3,413 %

3,415 %

121

2,953 %

3,223 %

2,951 %

4,212 %

3,416 %

3,418 %

122

2,959 %

3,228 %

2,957 %

4,214 %

3,419 %

3,421 %

123

2,966 %

3,232 %

2,964 %

4,216 %

3,422 %

3,423 %

124

2,972 %

3,236 %

2,970 %

4,219 %

3,424 %

3,426 %

125

2,978 %

3,240 %

2,976 %

4,221 %

3,427 %

3,429 %

126

2,984 %

3,244 %

2,982 %

4,223 %

3,429 %

3,431 %

127

2,990 %

3,248 %

2,988 %

4,225 %

3,432 %

3,434 %

128

2,996 %

3,252 %

2,994 %

4,227 %

3,434 %

3,436 %

129

3,002 %

3,256 %

3,000 %

4,229 %

3,437 %

3,439 %

130

3,008 %

3,260 %

3,006 %

4,231 %

3,439 %

3,441 %

131

3,013 %

3,263 %

3,012 %

4,234 %

3,442 %

3,443 %

132

3,019 %

3,267 %

3,017 %

4,236 %

3,444 %

3,446 %

133

3,024 %

3,271 %

3,023 %

4,238 %

3,446 %

3,448 %

134

3,030 %

3,274 %

3,028 %

4,239 %

3,448 %

3,450 %

135

3,035 %

3,278 %

3,033 %

4,241 %

3,451 %

3,452 %

136

3,040 %

3,281 %

3,039 %

4,243 %

3,453 %

3,455 %

137

3,046 %

3,285 %

3,044 %

4,245 %

3,455 %

3,457 %

138

3,051 %

3,288 %

3,049 %

4,247 %

3,457 %

3,459 %

139

3,056 %

3,291 %

3,054 %

4,249 %

3,459 %

3,461 %

140

3,061 %

3,295 %

3,059 %

4,251 %

3,461 %

3,463 %

141

3,066 %

3,298 %

3,064 %

4,252 %

3,463 %

3,465 %

142

3,070 %

3,301 %

3,069 %

4,254 %

3,465 %

3,467 %

143

3,075 %

3,304 %

3,073 %

4,256 %

3,467 %

3,469 %

144

3,080 %

3,307 %

3,078 %

4,258 %

3,469 %

3,471 %

145

3,084 %

3,310 %

3,083 %

4,259 %

3,471 %

3,473 %

146

3,089 %

3,313 %

3,087 %

4,261 %

3,473 %

3,475 %

147

3,093 %

3,316 %

3,092 %

4,263 %

3,475 %

3,477 %

148

3,098 %

3,319 %

3,096 %

4,264 %

3,477 %

3,478 %

149

3,102 %

3,322 %

3,100 %

4,266 %

3,479 %

3,480 %

150

3,106 %

3,325 %

3,105 %

4,267 %

3,481 %

3,482 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,495 % | 0,097 % | 2,908 % | -0,155 % | 1,083 % | 0,252 % |
| 2 | -0,525 % | 0,047 % | 3,186 % | -0,021 % | 1,258 % | 0,365 % |
| 3 | -0,535 % | 0,048 % | 3,352 % | 0,171 % | 1,490 % | 0,415 % |
| 4 | -0,515 % | 0,070 % | 3,477 % | 0,397 % | 1,700 % | 0,486 % |
| 5 | -0,495 % | 0,100 % | 3,580 % | 0,626 % | 1,895 % | 0,549 % |
| 6 | -0,466 % | 0,126 % | 3,664 % | 0,836 % | 2,086 % | 0,594 % |
| 7 | -0,436 % | 0,153 % | 3,736 % | 1,012 % | 2,273 % | 0,633 % |
| 8 | -0,396 % | 0,180 % | 3,800 % | 1,150 % | 2,438 % | 0,678 % |
| 9 | -0,357 % | 0,206 % | 3,856 % | 1,252 % | 2,570 % | 0,731 % |
| 10 | -0,317 % | 0,230 % | 3,911 % | 1,327 % | 2,677 % | 0,797 % |
| 11 | -0,285 % | 0,250 % | 3,955 % | 1,400 % | 2,765 % | 0,875 % |
| 12 | -0,237 % | 0,266 % | 3,987 % | 1,476 % | 2,839 % | 0,959 % |
| 13 | -0,208 % | 0,279 % | 4,011 % | 1,552 % | 2,902 % | 1,046 % |
| 14 | -0,176 % | 0,290 % | 4,029 % | 1,626 % | 2,956 % | 1,135 % |
| 15 | -0,145 % | 0,298 % | 4,041 % | 1,699 % | 3,003 % | 1,221 % |
| 16 | -0,133 % | 0,304 % | 4,050 % | 1,769 % | 3,045 % | 1,306 % |
| 17 | -0,131 % | 0,308 % | 4,056 % | 1,836 % | 3,082 % | 1,389 % |
| 18 | -0,126 % | 0,311 % | 4,059 % | 1,900 % | 3,115 % | 1,468 % |
| 19 | -0,110 % | 0,313 % | 4,061 % | 1,962 % | 3,144 % | 1,544 % |
| 20 | -0,078 % | 0,314 % | 4,061 % | 2,021 % | 3,171 % | 1,617 % |
| 21 | -0,028 % | 0,314 % | 4,060 % | 2,077 % | 3,196 % | 1,686 % |
| 22 | 0,037 % | 0,314 % | 4,058 % | 2,130 % | 3,218 % | 1,753 % |
| 23 | 0,110 % | 0,313 % | 4,055 % | 2,181 % | 3,239 % | 1,816 % |
| 24 | 0,189 % | 0,311 % | 4,052 % | 2,229 % | 3,258 % | 1,876 % |
| 25 | 0,271 % | 0,308 % | 4,048 % | 2,276 % | 3,276 % | 1,933 % |
| 26 | 0,355 % | 0,305 % | 4,044 % | 2,320 % | 3,292 % | 1,988 % |
| 27 | 0,439 % | 0,301 % | 4,039 % | 2,361 % | 3,307 % | 2,040 % |
| 28 | 0,522 % | 0,298 % | 4,035 % | 2,401 % | 3,322 % | 2,090 % |
| 29 | 0,604 % | 0,296 % | 4,030 % | 2,439 % | 3,335 % | 2,137 % |
| 30 | 0,685 % | 0,295 % | 4,025 % | 2,476 % | 3,348 % | 2,182 % |
| 31 | 0,763 % | 0,294 % | 4,020 % | 2,510 % | 3,359 % | 2,225 % |
| 32 | 0,838 % | 0,294 % | 4,015 % | 2,543 % | 3,370 % | 2,266 % |
| 33 | 0,912 % | 0,294 % | 4,011 % | 2,575 % | 3,381 % | 2,305 % |
| 34 | 0,982 % | 0,293 % | 4,006 % | 2,605 % | 3,391 % | 2,343 % |
| 35 | 1,051 % | 0,290 % | 4,001 % | 2,634 % | 3,400 % | 2,379 % |
| 36 | 1,116 % | 0,287 % | 3,996 % | 2,661 % | 3,409 % | 2,413 % |
| 37 | 1,180 % | 0,281 % | 3,992 % | 2,688 % | 3,418 % | 2,445 % |
| 38 | 1,241 % | 0,273 % | 3,987 % | 2,713 % | 3,426 % | 2,477 % |
| 39 | 1,299 % | 0,263 % | 3,983 % | 2,737 % | 3,433 % | 2,507 % |
| 40 | 1,355 % | 0,250 % | 3,978 % | 2,760 % | 3,441 % | 2,535 % |
| 41 | 1,410 % | 0,234 % | 3,974 % | 2,783 % | 3,448 % | 2,563 % |
| 42 | 1,462 % | 0,218 % | 3,970 % | 2,804 % | 3,454 % | 2,589 % |
| 43 | 1,512 % | 0,203 % | 3,966 % | 2,825 % | 3,461 % | 2,615 % |
| 44 | 1,560 % | 0,190 % | 3,962 % | 2,844 % | 3,467 % | 2,639 % |
| 45 | 1,606 % | 0,182 % | 3,958 % | 2,863 % | 3,473 % | 2,663 % |
| 46 | 1,650 % | 0,178 % | 3,954 % | 2,882 % | 3,478 % | 2,685 % |
| 47 | 1,693 % | 0,179 % | 3,951 % | 2,899 % | 3,484 % | 2,707 % |
| 48 | 1,735 % | 0,186 % | 3,947 % | 2,916 % | 3,489 % | 2,728 % |
| 49 | 1,774 % | 0,198 % | 3,944 % | 2,932 % | 3,494 % | 2,748 % |
| 50 | 1,813 % | 0,217 % | 3,940 % | 2,948 % | 3,499 % | 2,767 % |
| 51 | 1,849 % | 0,242 % | 3,937 % | 2,963 % | 3,503 % | 2,786 % |
| 52 | 1,885 % | 0,272 % | 3,934 % | 2,978 % | 3,508 % | 2,804 % |
| 53 | 1,919 % | 0,306 % | 3,931 % | 2,992 % | 3,512 % | 2,821 % |
| 54 | 1,953 % | 0,342 % | 3,928 % | 3,006 % | 3,516 % | 2,838 % |
| 55 | 1,985 % | 0,381 % | 3,925 % | 3,019 % | 3,520 % | 2,854 % |
| 56 | 2,015 % | 0,422 % | 3,922 % | 3,031 % | 3,524 % | 2,869 % |
| 57 | 2,045 % | 0,463 % | 3,919 % | 3,044 % | 3,528 % | 2,885 % |
| 58 | 2,074 % | 0,505 % | 3,916 % | 3,056 % | 3,532 % | 2,899 % |
| 59 | 2,102 % | 0,548 % | 3,914 % | 3,067 % | 3,535 % | 2,913 % |
| 60 | 2,129 % | 0,590 % | 3,911 % | 3,078 % | 3,539 % | 2,927 % |
| 61 | 2,155 % | 0,633 % | 3,909 % | 3,089 % | 3,542 % | 2,940 % |
| 62 | 2,181 % | 0,675 % | 3,906 % | 3,100 % | 3,545 % | 2,953 % |
| 63 | 2,205 % | 0,717 % | 3,904 % | 3,110 % | 3,548 % | 2,966 % |
| 64 | 2,229 % | 0,758 % | 3,902 % | 3,120 % | 3,551 % | 2,978 % |
| 65 | 2,252 % | 0,799 % | 3,900 % | 3,129 % | 3,554 % | 2,990 % |
| 66 | 2,275 % | 0,839 % | 3,897 % | 3,138 % | 3,557 % | 3,001 % |
| 67 | 2,297 % | 0,878 % | 3,895 % | 3,148 % | 3,560 % | 3,012 % |
| 68 | 2,318 % | 0,917 % | 3,893 % | 3,156 % | 3,563 % | 3,023 % |
| 69 | 2,338 % | 0,955 % | 3,891 % | 3,165 % | 3,565 % | 3,033 % |
| 70 | 2,358 % | 0,992 % | 3,889 % | 3,173 % | 3,568 % | 3,043 % |
| 71 | 2,378 % | 1,028 % | 3,887 % | 3,181 % | 3,570 % | 3,053 % |
| 72 | 2,397 % | 1,064 % | 3,885 % | 3,189 % | 3,573 % | 3,063 % |
| 73 | 2,415 % | 1,099 % | 3,884 % | 3,197 % | 3,575 % | 3,072 % |
| 74 | 2,433 % | 1,133 % | 3,882 % | 3,204 % | 3,578 % | 3,081 % |
| 75 | 2,451 % | 1,166 % | 3,880 % | 3,211 % | 3,580 % | 3,090 % |
| 76 | 2,467 % | 1,199 % | 3,879 % | 3,218 % | 3,582 % | 3,099 % |
| 77 | 2,484 % | 1,231 % | 3,877 % | 3,225 % | 3,584 % | 3,107 % |
| 78 | 2,500 % | 1,262 % | 3,875 % | 3,232 % | 3,586 % | 3,115 % |
| 79 | 2,516 % | 1,293 % | 3,874 % | 3,238 % | 3,588 % | 3,123 % |
| 80 | 2,531 % | 1,323 % | 3,872 % | 3,245 % | 3,590 % | 3,131 % |
| 81 | 2,546 % | 1,352 % | 3,871 % | 3,251 % | 3,592 % | 3,139 % |
| 82 | 2,561 % | 1,380 % | 3,869 % | 3,257 % | 3,594 % | 3,146 % |
| 83 | 2,575 % | 1,408 % | 3,868 % | 3,263 % | 3,596 % | 3,153 % |
| 84 | 2,589 % | 1,436 % | 3,866 % | 3,269 % | 3,598 % | 3,160 % |
| 85 | 2,602 % | 1,462 % | 3,865 % | 3,274 % | 3,599 % | 3,167 % |
| 86 | 2,616 % | 1,488 % | 3,864 % | 3,280 % | 3,601 % | 3,174 % |
| 87 | 2,629 % | 1,514 % | 3,862 % | 3,285 % | 3,603 % | 3,181 % |
| 88 | 2,641 % | 1,539 % | 3,861 % | 3,290 % | 3,604 % | 3,187 % |
| 89 | 2,654 % | 1,563 % | 3,860 % | 3,296 % | 3,606 % | 3,193 % |
| 90 | 2,666 % | 1,587 % | 3,859 % | 3,301 % | 3,608 % | 3,200 % |
| 91 | 2,678 % | 1,611 % | 3,858 % | 3,306 % | 3,609 % | 3,206 % |
| 92 | 2,689 % | 1,634 % | 3,856 % | 3,310 % | 3,611 % | 3,212 % |
| 93 | 2,701 % | 1,656 % | 3,855 % | 3,315 % | 3,612 % | 3,217 % |
| 94 | 2,712 % | 1,678 % | 3,854 % | 3,320 % | 3,614 % | 3,223 % |
| 95 | 2,723 % | 1,699 % | 3,853 % | 3,324 % | 3,615 % | 3,229 % |
| 96 | 2,733 % | 1,721 % | 3,852 % | 3,329 % | 3,616 % | 3,234 % |
| 97 | 2,744 % | 1,741 % | 3,851 % | 3,333 % | 3,618 % | 3,239 % |
| 98 | 2,754 % | 1,762 % | 3,850 % | 3,337 % | 3,619 % | 3,244 % |
| 99 | 2,764 % | 1,781 % | 3,849 % | 3,341 % | 3,620 % | 3,250 % |
| 100 | 2,774 % | 1,801 % | 3,848 % | 3,345 % | 3,622 % | 3,255 % |
| 101 | 2,783 % | 1,820 % | 3,847 % | 3,349 % | 3,623 % | 3,259 % |
| 102 | 2,793 % | 1,839 % | 3,846 % | 3,353 % | 3,624 % | 3,264 % |
| 103 | 2,802 % | 1,857 % | 3,845 % | 3,357 % | 3,625 % | 3,269 % |
| 104 | 2,811 % | 1,875 % | 3,844 % | 3,361 % | 3,627 % | 3,274 % |
| 105 | 2,820 % | 1,893 % | 3,843 % | 3,365 % | 3,628 % | 3,278 % |
| 106 | 2,829 % | 1,910 % | 3,842 % | 3,368 % | 3,629 % | 3,282 % |
| 107 | 2,837 % | 1,927 % | 3,842 % | 3,372 % | 3,630 % | 3,287 % |
| 108 | 2,846 % | 1,944 % | 3,841 % | 3,375 % | 3,631 % | 3,291 % |
| 109 | 2,854 % | 1,960 % | 3,840 % | 3,379 % | 3,632 % | 3,295 % |
| 110 | 2,862 % | 1,976 % | 3,839 % | 3,382 % | 3,633 % | 3,299 % |
| 111 | 2,870 % | 1,992 % | 3,838 % | 3,385 % | 3,634 % | 3,303 % |
| 112 | 2,878 % | 2,008 % | 3,837 % | 3,389 % | 3,635 % | 3,307 % |
| 113 | 2,886 % | 2,023 % | 3,837 % | 3,392 % | 3,636 % | 3,311 % |
| 114 | 2,893 % | 2,038 % | 3,836 % | 3,395 % | 3,637 % | 3,315 % |
| 115 | 2,901 % | 2,053 % | 3,835 % | 3,398 % | 3,638 % | 3,319 % |
| 116 | 2,908 % | 2,067 % | 3,834 % | 3,401 % | 3,639 % | 3,323 % |
| 117 | 2,915 % | 2,082 % | 3,834 % | 3,404 % | 3,640 % | 3,326 % |
| 118 | 2,922 % | 2,096 % | 3,833 % | 3,407 % | 3,641 % | 3,330 % |
| 119 | 2,929 % | 2,109 % | 3,832 % | 3,410 % | 3,642 % | 3,333 % |
| 120 | 2,936 % | 2,123 % | 3,832 % | 3,413 % | 3,643 % | 3,337 % |
| 121 | 2,943 % | 2,136 % | 3,831 % | 3,416 % | 3,644 % | 3,340 % |
| 122 | 2,949 % | 2,149 % | 3,830 % | 3,418 % | 3,645 % | 3,344 % |
| 123 | 2,956 % | 2,162 % | 3,830 % | 3,421 % | 3,646 % | 3,347 % |
| 124 | 2,962 % | 2,175 % | 3,829 % | 3,424 % | 3,646 % | 3,350 % |
| 125 | 2,968 % | 2,188 % | 3,828 % | 3,426 % | 3,647 % | 3,353 % |
| 126 | 2,974 % | 2,200 % | 3,828 % | 3,429 % | 3,648 % | 3,357 % |
| 127 | 2,981 % | 2,212 % | 3,827 % | 3,431 % | 3,649 % | 3,360 % |
| 128 | 2,987 % | 2,224 % | 3,827 % | 3,434 % | 3,650 % | 3,363 % |
| 129 | 2,992 % | 2,236 % | 3,826 % | 3,436 % | 3,650 % | 3,366 % |
| 130 | 2,998 % | 2,247 % | 3,825 % | 3,439 % | 3,651 % | 3,369 % |
| 131 | 3,004 % | 2,259 % | 3,825 % | 3,441 % | 3,652 % | 3,372 % |
| 132 | 3,010 % | 2,270 % | 3,824 % | 3,443 % | 3,653 % | 3,374 % |
| 133 | 3,015 % | 2,281 % | 3,824 % | 3,446 % | 3,653 % | 3,377 % |
| 134 | 3,021 % | 2,292 % | 3,823 % | 3,448 % | 3,654 % | 3,380 % |
| 135 | 3,026 % | 2,302 % | 3,823 % | 3,450 % | 3,655 % | 3,383 % |
| 136 | 3,031 % | 2,313 % | 3,822 % | 3,452 % | 3,656 % | 3,385 % |
| 137 | 3,036 % | 2,323 % | 3,821 % | 3,455 % | 3,656 % | 3,388 % |
| 138 | 3,042 % | 2,334 % | 3,821 % | 3,457 % | 3,657 % | 3,391 % |
| 139 | 3,047 % | 2,344 % | 3,820 % | 3,459 % | 3,658 % | 3,393 % |
| 140 | 3,052 % | 2,354 % | 3,820 % | 3,461 % | 3,658 % | 3,396 % |
| 141 | 3,057 % | 2,364 % | 3,819 % | 3,463 % | 3,659 % | 3,398 % |
| 142 | 3,062 % | 2,373 % | 3,819 % | 3,465 % | 3,660 % | 3,401 % |
| 143 | 3,066 % | 2,383 % | 3,818 % | 3,467 % | 3,660 % | 3,403 % |
| 144 | 3,071 % | 2,392 % | 3,818 % | 3,469 % | 3,661 % | 3,406 % |
| 145 | 3,076 % | 2,402 % | 3,818 % | 3,471 % | 3,661 % | 3,408 % |
| 146 | 3,080 % | 2,411 % | 3,817 % | 3,473 % | 3,662 % | 3,410 % |
| 147 | 3,085 % | 2,420 % | 3,817 % | 3,475 % | 3,663 % | 3,413 % |
| 148 | 3,089 % | 2,429 % | 3,816 % | 3,476 % | 3,663 % | 3,415 % |
| 149 | 3,094 % | 2,438 % | 3,816 % | 3,478 % | 3,664 % | 3,417 % |
| 150 | 3,098 % | 2,446 % | 3,815 % | 3,480 % | 3,664 % | 3,419 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,495 %

0,097 %

2,908 %

-0,155 %

1,083 %

0,252 %

2

-0,525 %

0,047 %

3,186 %

-0,021 %

1,258 %

0,365 %

3

-0,535 %

0,048 %

3,352 %

0,171 %

1,490 %

0,415 %

4

-0,515 %

0,070 %

3,477 %

0,397 %

1,700 %

0,486 %

5

-0,495 %

0,100 %

3,580 %

0,626 %

1,895 %

0,549 %

6

-0,466 %

0,126 %

3,664 %

0,836 %

2,086 %

0,594 %

7

-0,436 %

0,153 %

3,736 %

1,012 %

2,273 %

0,633 %

8

-0,396 %

0,180 %

3,800 %

1,150 %

2,438 %

0,678 %

9

-0,357 %

0,206 %

3,856 %

1,252 %

2,570 %

0,731 %

10

-0,317 %

0,230 %

3,911 %

1,327 %

2,677 %

0,797 %

11

-0,285 %

0,250 %

3,955 %

1,400 %

2,765 %

0,875 %

12

-0,237 %

0,266 %

3,987 %

1,476 %

2,839 %

0,959 %

13

-0,208 %

0,279 %

4,011 %

1,552 %

2,902 %

1,046 %

14

-0,176 %

0,290 %

4,029 %

1,626 %

2,956 %

1,135 %

15

-0,145 %

0,298 %

4,041 %

1,699 %

3,003 %

1,221 %

16

-0,133 %

0,304 %

4,050 %

1,769 %

3,045 %

1,306 %

17

-0,131 %

0,308 %

4,056 %

1,836 %

3,082 %

1,389 %

18

-0,126 %

0,311 %

4,059 %

1,900 %

3,115 %

1,468 %

19

-0,110 %

0,313 %

4,061 %

1,962 %

3,144 %

1,544 %

20

-0,078 %

0,314 %

4,061 %

2,021 %

3,171 %

1,617 %

21

-0,028 %

0,314 %

4,060 %

2,077 %

3,196 %

1,686 %

22

0,037 %

0,314 %

4,058 %

2,130 %

3,218 %

1,753 %

23

0,110 %

0,313 %

4,055 %

2,181 %

3,239 %

1,816 %

24

0,189 %

0,311 %

4,052 %

2,229 %

3,258 %

1,876 %

25

0,271 %

0,308 %

4,048 %

2,276 %

3,276 %

1,933 %

26

0,355 %

0,305 %

4,044 %

2,320 %

3,292 %

1,988 %

27

0,439 %

0,301 %

4,039 %

2,361 %

3,307 %

2,040 %

28

0,522 %

0,298 %

4,035 %

2,401 %

3,322 %

2,090 %

29

0,604 %

0,296 %

4,030 %

2,439 %

3,335 %

2,137 %

30

0,685 %

0,295 %

4,025 %

2,476 %

3,348 %

2,182 %

31

0,763 %

0,294 %

4,020 %

2,510 %

3,359 %

2,225 %

32

0,838 %

0,294 %

4,015 %

2,543 %

3,370 %

2,266 %

33

0,912 %

0,294 %

4,011 %

2,575 %

3,381 %

2,305 %

34

0,982 %

0,293 %

4,006 %

2,605 %

3,391 %

2,343 %

35

1,051 %

0,290 %

4,001 %

2,634 %

3,400 %

2,379 %

36

1,116 %

0,287 %

3,996 %

2,661 %

3,409 %

2,413 %

37

1,180 %

0,281 %

3,992 %

2,688 %

3,418 %

2,445 %

38

1,241 %

0,273 %

3,987 %

2,713 %

3,426 %

2,477 %

39

1,299 %

0,263 %

3,983 %

2,737 %

3,433 %

2,507 %

40

1,355 %

0,250 %

3,978 %

2,760 %

3,441 %

2,535 %

41

1,410 %

0,234 %

3,974 %

2,783 %

3,448 %

2,563 %

42

1,462 %

0,218 %

3,970 %

2,804 %

3,454 %

2,589 %

43

1,512 %

0,203 %

3,966 %

2,825 %

3,461 %

2,615 %

44

1,560 %

0,190 %

3,962 %

2,844 %

3,467 %

2,639 %

45

1,606 %

0,182 %

3,958 %

2,863 %

3,473 %

2,663 %

46

1,650 %

0,178 %

3,954 %

2,882 %

3,478 %

2,685 %

47

1,693 %

0,179 %

3,951 %

2,899 %

3,484 %

2,707 %

48

1,735 %

0,186 %

3,947 %

2,916 %

3,489 %

2,728 %

49

1,774 %

0,198 %

3,944 %

2,932 %

3,494 %

2,748 %

50

1,813 %

0,217 %

3,940 %

2,948 %

3,499 %

2,767 %

51

1,849 %

0,242 %

3,937 %

2,963 %

3,503 %

2,786 %

52

1,885 %

0,272 %

3,934 %

2,978 %

3,508 %

2,804 %

53

1,919 %

0,306 %

3,931 %

2,992 %

3,512 %

2,821 %

54

1,953 %

0,342 %

3,928 %

3,006 %

3,516 %

2,838 %

55

1,985 %

0,381 %

3,925 %

3,019 %

3,520 %

2,854 %

56

2,015 %

0,422 %

3,922 %

3,031 %

3,524 %

2,869 %

57

2,045 %

0,463 %

3,919 %

3,044 %

3,528 %

2,885 %

58

2,074 %

0,505 %

3,916 %

3,056 %

3,532 %

2,899 %

59

2,102 %

0,548 %

3,914 %

3,067 %

3,535 %

2,913 %

60

2,129 %

0,590 %

3,911 %

3,078 %

3,539 %

2,927 %

61

2,155 %

0,633 %

3,909 %

3,089 %

3,542 %

2,940 %

62

2,181 %

0,675 %

3,906 %

3,100 %

3,545 %

2,953 %

63

2,205 %

0,717 %

3,904 %

3,110 %

3,548 %

2,966 %

64

2,229 %

0,758 %

3,902 %

3,120 %

3,551 %

2,978 %

65

2,252 %

0,799 %

3,900 %

3,129 %

3,554 %

2,990 %

66

2,275 %

0,839 %

3,897 %

3,138 %

3,557 %

3,001 %

67

2,297 %

0,878 %

3,895 %

3,148 %

3,560 %

3,012 %

68

2,318 %

0,917 %

3,893 %

3,156 %

3,563 %

3,023 %

69

2,338 %

0,955 %

3,891 %

3,165 %

3,565 %

3,033 %

70

2,358 %

0,992 %

3,889 %

3,173 %

3,568 %

3,043 %

71

2,378 %

1,028 %

3,887 %

3,181 %

3,570 %

3,053 %

72

2,397 %

1,064 %

3,885 %

3,189 %

3,573 %

3,063 %

73

2,415 %

1,099 %

3,884 %

3,197 %

3,575 %

3,072 %

74

2,433 %

1,133 %

3,882 %

3,204 %

3,578 %

3,081 %

75

2,451 %

1,166 %

3,880 %

3,211 %

3,580 %

3,090 %

76

2,467 %

1,199 %

3,879 %

3,218 %

3,582 %

3,099 %

77

2,484 %

1,231 %

3,877 %

3,225 %

3,584 %

3,107 %

78

2,500 %

1,262 %

3,875 %

3,232 %

3,586 %

3,115 %

79

2,516 %

1,293 %

3,874 %

3,238 %

3,588 %

3,123 %

80

2,531 %

1,323 %

3,872 %

3,245 %

3,590 %

3,131 %

81

2,546 %

1,352 %

3,871 %

3,251 %

3,592 %

3,139 %

82

2,561 %

1,380 %

3,869 %

3,257 %

3,594 %

3,146 %

83

2,575 %

1,408 %

3,868 %

3,263 %

3,596 %

3,153 %

84

2,589 %

1,436 %

3,866 %

3,269 %

3,598 %

3,160 %

85

2,602 %

1,462 %

3,865 %

3,274 %

3,599 %

3,167 %

86

2,616 %

1,488 %

3,864 %

3,280 %

3,601 %

3,174 %

87

2,629 %

1,514 %

3,862 %

3,285 %

3,603 %

3,181 %

88

2,641 %

1,539 %

3,861 %

3,290 %

3,604 %

3,187 %

89

2,654 %

1,563 %

3,860 %

3,296 %

3,606 %

3,193 %

90

2,666 %

1,587 %

3,859 %

3,301 %

3,608 %

3,200 %

91

2,678 %

1,611 %

3,858 %

3,306 %

3,609 %

3,206 %

92

2,689 %

1,634 %

3,856 %

3,310 %

3,611 %

3,212 %

93

2,701 %

1,656 %

3,855 %

3,315 %

3,612 %

3,217 %

94

2,712 %

1,678 %

3,854 %

3,320 %

3,614 %

3,223 %

95

2,723 %

1,699 %

3,853 %

3,324 %

3,615 %

3,229 %

96

2,733 %

1,721 %

3,852 %

3,329 %

3,616 %

3,234 %

97

2,744 %

1,741 %

3,851 %

3,333 %

3,618 %

3,239 %

98

2,754 %

1,762 %

3,850 %

3,337 %

3,619 %

3,244 %

99

2,764 %

1,781 %

3,849 %

3,341 %

3,620 %

3,250 %

100

2,774 %

1,801 %

3,848 %

3,345 %

3,622 %

3,255 %

101

2,783 %

1,820 %

3,847 %

3,349 %

3,623 %

3,259 %

102

2,793 %

1,839 %

3,846 %

3,353 %

3,624 %

3,264 %

103

2,802 %

1,857 %

3,845 %

3,357 %

3,625 %

3,269 %

104

2,811 %

1,875 %

3,844 %

3,361 %

3,627 %

3,274 %

105

2,820 %

1,893 %

3,843 %

3,365 %

3,628 %

3,278 %

106

2,829 %

1,910 %

3,842 %

3,368 %

3,629 %

3,282 %

107

2,837 %

1,927 %

3,842 %

3,372 %

3,630 %

3,287 %

108

2,846 %

1,944 %

3,841 %

3,375 %

3,631 %

3,291 %

109

2,854 %

1,960 %

3,840 %

3,379 %

3,632 %

3,295 %

110

2,862 %

1,976 %

3,839 %

3,382 %

3,633 %

3,299 %

111

2,870 %

1,992 %

3,838 %

3,385 %

3,634 %

3,303 %

112

2,878 %

2,008 %

3,837 %

3,389 %

3,635 %

3,307 %

113

2,886 %

2,023 %

3,837 %

3,392 %

3,636 %

3,311 %

114

2,893 %

2,038 %

3,836 %

3,395 %

3,637 %

3,315 %

115

2,901 %

2,053 %

3,835 %

3,398 %

3,638 %

3,319 %

116

2,908 %

2,067 %

3,834 %

3,401 %

3,639 %

3,323 %

117

2,915 %

2,082 %

3,834 %

3,404 %

3,640 %

3,326 %

118

2,922 %

2,096 %

3,833 %

3,407 %

3,641 %

3,330 %

119

2,929 %

2,109 %

3,832 %

3,410 %

3,642 %

3,333 %

120

2,936 %

2,123 %

3,832 %

3,413 %

3,643 %

3,337 %

121

2,943 %

2,136 %

3,831 %

3,416 %

3,644 %

3,340 %

122

2,949 %

2,149 %

3,830 %

3,418 %

3,645 %

3,344 %

123

2,956 %

2,162 %

3,830 %

3,421 %

3,646 %

3,347 %

124

2,962 %

2,175 %

3,829 %

3,424 %

3,646 %

3,350 %

125

2,968 %

2,188 %

3,828 %

3,426 %

3,647 %

3,353 %

126

2,974 %

2,200 %

3,828 %

3,429 %

3,648 %

3,357 %

127

2,981 %

2,212 %

3,827 %

3,431 %

3,649 %

3,360 %

128

2,987 %

2,224 %

3,827 %

3,434 %

3,650 %

3,363 %

129

2,992 %

2,236 %

3,826 %

3,436 %

3,650 %

3,366 %

130

2,998 %

2,247 %

3,825 %

3,439 %

3,651 %

3,369 %

131

3,004 %

2,259 %

3,825 %

3,441 %

3,652 %

3,372 %

132

3,010 %

2,270 %

3,824 %

3,443 %

3,653 %

3,374 %

133

3,015 %

2,281 %

3,824 %

3,446 %

3,653 %

3,377 %

134

3,021 %

2,292 %

3,823 %

3,448 %

3,654 %

3,380 %

135

3,026 %

2,302 %

3,823 %

3,450 %

3,655 %

3,383 %

136

3,031 %

2,313 %

3,822 %

3,452 %

3,656 %

3,385 %

137

3,036 %

2,323 %

3,821 %

3,455 %

3,656 %

3,388 %

138

3,042 %

2,334 %

3,821 %

3,457 %

3,657 %

3,391 %

139

3,047 %

2,344 %

3,820 %

3,459 %

3,658 %

3,393 %

140

3,052 %

2,354 %

3,820 %

3,461 %

3,658 %

3,396 %

141

3,057 %

2,364 %

3,819 %

3,463 %

3,659 %

3,398 %

142

3,062 %

2,373 %

3,819 %

3,465 %

3,660 %

3,401 %

143

3,066 %

2,383 %

3,818 %

3,467 %

3,660 %

3,403 %

144

3,071 %

2,392 %

3,818 %

3,469 %

3,661 %

3,406 %

145

3,076 %

2,402 %

3,818 %

3,471 %

3,661 %

3,408 %

146

3,080 %

2,411 %

3,817 %

3,473 %

3,662 %

3,410 %

147

3,085 %

2,420 %

3,817 %

3,475 %

3,663 %

3,413 %

148

3,089 %

2,429 %

3,816 %

3,476 %

3,663 %

3,415 %

149

3,094 %

2,438 %

3,816 %

3,478 %

3,664 %

3,417 %

150

3,098 %

2,446 %

3,815 %

3,480 %

3,664 %

3,419 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,737 % | 0,052 % | 0,101 % | 0,334 % | 0,011 % | 1,787 % |
| 2 | -0,736 % | 0,096 % | 0,112 % | 0,392 % | -0,050 % | 2,643 % |
| 3 | -0,724 % | 0,138 % | 0,211 % | 0,454 % | 0,007 % | 3,237 % |
| 4 | -0,693 % | 0,202 % | 0,345 % | 0,525 % | 0,250 % | 3,683 % |
| 5 | -0,642 % | 0,280 % | 0,482 % | 0,586 % | 0,576 % | 4,124 % |
| 6 | -0,577 % | 0,368 % | 0,610 % | 0,640 % | 0,923 % | 4,612 % |
| 7 | -0,513 % | 0,466 % | 0,727 % | 0,695 % | 1,277 % | 5,164 % |
| 8 | -0,461 % | 0,571 % | 0,834 % | 0,756 % | 1,634 % | 5,766 % |
| 9 | -0,425 % | 0,671 % | 0,930 % | 0,809 % | 1,969 % | 6,385 % |
| 10 | -0,408 % | 0,758 % | 1,017 % | 0,849 % | 2,261 % | 6,990 % |
| 11 | -0,407 % | 0,828 % | 1,096 % | 0,872 % | 2,501 % | 7,466 % |
| 12 | -0,417 % | 0,884 % | 1,166 % | 0,884 % | 2,700 % | 7,817 % |
| 13 | -0,430 % | 0,927 % | 1,226 % | 0,891 % | 2,866 % | 8,070 % |
| 14 | -0,443 % | 0,960 % | 1,282 % | 0,895 % | 3,006 % | 8,248 % |
| 15 | -0,452 % | 0,986 % | 1,339 % | 0,899 % | 3,127 % | 8,366 % |
| 16 | -0,458 % | 1,006 % | 1,400 % | 0,905 % | 3,231 % | 8,437 % |
| 17 | -0,459 % | 1,022 % | 1,463 % | 0,912 % | 3,321 % | 8,471 % |
| 18 | -0,454 % | 1,037 % | 1,526 % | 0,922 % | 3,401 % | 8,475 % |
| 19 | -0,443 % | 1,050 % | 1,590 % | 0,934 % | 3,471 % | 8,456 % |
| 20 | -0,427 % | 1,062 % | 1,653 % | 0,949 % | 3,534 % | 8,418 % |
| 21 | -0,405 % | 1,074 % | 1,715 % | 0,967 % | 3,589 % | 8,367 % |
| 22 | -0,377 % | 1,084 % | 1,775 % | 0,988 % | 3,639 % | 8,306 % |
| 23 | -0,343 % | 1,091 % | 1,833 % | 1,011 % | 3,684 % | 8,237 % |
| 24 | -0,303 % | 1,092 % | 1,889 % | 1,037 % | 3,725 % | 8,162 % |
| 25 | -0,258 % | 1,087 % | 1,942 % | 1,065 % | 3,762 % | 8,084 % |
| 26 | -0,207 % | 1,077 % | 1,994 % | 1,096 % | 3,796 % | 8,003 % |
| 27 | -0,151 % | 1,065 % | 2,044 % | 1,129 % | 3,827 % | 7,921 % |
| 28 | -0,093 % | 1,057 % | 2,092 % | 1,165 % | 3,855 % | 7,839 % |
| 29 | -0,033 % | 1,055 % | 2,138 % | 1,203 % | 3,881 % | 7,758 % |
| 30 | 0,027 % | 1,062 % | 2,181 % | 1,243 % | 3,906 % | 7,677 % |
| 31 | 0,087 % | 1,079 % | 2,223 % | 1,286 % | 3,928 % | 7,598 % |
| 32 | 0,147 % | 1,105 % | 2,264 % | 1,330 % | 3,948 % | 7,521 % |
| 33 | 0,206 % | 1,136 % | 2,302 % | 1,375 % | 3,968 % | 7,446 % |
| 34 | 0,263 % | 1,172 % | 2,339 % | 1,421 % | 3,986 % | 7,373 % |
| 35 | 0,320 % | 1,211 % | 2,374 % | 1,467 % | 4,002 % | 7,303 % |
| 36 | 0,375 % | 1,253 % | 2,408 % | 1,513 % | 4,018 % | 7,234 % |
| 37 | 0,428 % | 1,295 % | 2,441 % | 1,558 % | 4,033 % | 7,168 % |
| 38 | 0,480 % | 1,339 % | 2,472 % | 1,602 % | 4,047 % | 7,105 % |
| 39 | 0,530 % | 1,383 % | 2,502 % | 1,646 % | 4,060 % | 7,044 % |
| 40 | 0,579 % | 1,427 % | 2,530 % | 1,689 % | 4,072 % | 6,985 % |
| 41 | 0,625 % | 1,470 % | 2,558 % | 1,730 % | 4,083 % | 6,928 % |
| 42 | 0,671 % | 1,513 % | 2,584 % | 1,771 % | 4,094 % | 6,873 % |
| 43 | 0,715 % | 1,556 % | 2,610 % | 1,810 % | 4,105 % | 6,821 % |
| 44 | 0,757 % | 1,597 % | 2,634 % | 1,849 % | 4,114 % | 6,770 % |
| 45 | 0,798 % | 1,638 % | 2,658 % | 1,886 % | 4,124 % | 6,721 % |
| 46 | 0,837 % | 1,678 % | 2,680 % | 1,922 % | 4,133 % | 6,675 % |
| 47 | 0,875 % | 1,717 % | 2,702 % | 1,957 % | 4,141 % | 6,629 % |
| 48 | 0,912 % | 1,754 % | 2,723 % | 1,991 % | 4,149 % | 6,586 % |
| 49 | 0,948 % | 1,791 % | 2,743 % | 2,024 % | 4,157 % | 6,544 % |
| 50 | 0,982 % | 1,827 % | 2,762 % | 2,056 % | 4,164 % | 6,504 % |
| 51 | 1,015 % | 1,862 % | 2,781 % | 2,087 % | 4,171 % | 6,465 % |
| 52 | 1,047 % | 1,895 % | 2,799 % | 2,117 % | 4,178 % | 6,428 % |
| 53 | 1,078 % | 1,928 % | 2,816 % | 2,146 % | 4,184 % | 6,392 % |
| 54 | 1,108 % | 1,960 % | 2,833 % | 2,174 % | 4,190 % | 6,357 % |
| 55 | 1,137 % | 1,991 % | 2,849 % | 2,201 % | 4,196 % | 6,323 % |
| 56 | 1,165 % | 2,021 % | 2,865 % | 2,228 % | 4,202 % | 6,291 % |
| 57 | 1,192 % | 2,050 % | 2,880 % | 2,253 % | 4,207 % | 6,259 % |
| 58 | 1,218 % | 2,078 % | 2,895 % | 2,278 % | 4,213 % | 6,229 % |
| 59 | 1,244 % | 2,105 % | 2,909 % | 2,302 % | 4,218 % | 6,200 % |
| 60 | 1,268 % | 2,132 % | 2,923 % | 2,326 % | 4,222 % | 6,171 % |
| 61 | 1,292 % | 2,157 % | 2,936 % | 2,348 % | 4,227 % | 6,144 % |
| 62 | 1,315 % | 2,182 % | 2,949 % | 2,370 % | 4,232 % | 6,117 % |
| 63 | 1,338 % | 2,207 % | 2,962 % | 2,392 % | 4,236 % | 6,092 % |
| 64 | 1,359 % | 2,230 % | 2,974 % | 2,413 % | 4,240 % | 6,067 % |
| 65 | 1,380 % | 2,253 % | 2,986 % | 2,433 % | 4,244 % | 6,042 % |
| 66 | 1,401 % | 2,275 % | 2,997 % | 2,452 % | 4,248 % | 6,019 % |
| 67 | 1,421 % | 2,297 % | 3,008 % | 2,471 % | 4,252 % | 5,996 % |
| 68 | 1,440 % | 2,318 % | 3,019 % | 2,490 % | 4,256 % | 5,974 % |
| 69 | 1,459 % | 2,338 % | 3,030 % | 2,508 % | 4,260 % | 5,953 % |
| 70 | 1,477 % | 2,358 % | 3,040 % | 2,525 % | 4,263 % | 5,932 % |
| 71 | 1,495 % | 2,378 % | 3,050 % | 2,542 % | 4,267 % | 5,911 % |
| 72 | 1,512 % | 2,396 % | 3,059 % | 2,559 % | 4,270 % | 5,892 % |
| 73 | 1,529 % | 2,415 % | 3,069 % | 2,575 % | 4,273 % | 5,873 % |
| 74 | 1,545 % | 2,433 % | 3,078 % | 2,591 % | 4,276 % | 5,854 % |
| 75 | 1,561 % | 2,450 % | 3,087 % | 2,606 % | 4,279 % | 5,836 % |
| 76 | 1,577 % | 2,467 % | 3,096 % | 2,621 % | 4,282 % | 5,818 % |
| 77 | 1,592 % | 2,483 % | 3,104 % | 2,635 % | 4,285 % | 5,801 % |
| 78 | 1,607 % | 2,500 % | 3,112 % | 2,650 % | 4,288 % | 5,784 % |
| 79 | 1,621 % | 2,515 % | 3,120 % | 2,663 % | 4,290 % | 5,768 % |
| 80 | 1,635 % | 2,531 % | 3,128 % | 2,677 % | 4,293 % | 5,752 % |
| 81 | 1,649 % | 2,545 % | 3,136 % | 2,690 % | 4,296 % | 5,736 % |
| 82 | 1,662 % | 2,560 % | 3,143 % | 2,703 % | 4,298 % | 5,721 % |
| 83 | 1,675 % | 2,574 % | 3,151 % | 2,715 % | 4,301 % | 5,706 % |
| 84 | 1,688 % | 2,588 % | 3,158 % | 2,728 % | 4,303 % | 5,692 % |
| 85 | 1,700 % | 2,602 % | 3,165 % | 2,739 % | 4,305 % | 5,678 % |
| 86 | 1,712 % | 2,615 % | 3,171 % | 2,751 % | 4,308 % | 5,664 % |
| 87 | 1,724 % | 2,628 % | 3,178 % | 2,763 % | 4,310 % | 5,651 % |
| 88 | 1,736 % | 2,641 % | 3,184 % | 2,774 % | 4,312 % | 5,637 % |
| 89 | 1,747 % | 2,653 % | 3,191 % | 2,785 % | 4,314 % | 5,625 % |
| 90 | 1,758 % | 2,665 % | 3,197 % | 2,795 % | 4,316 % | 5,612 % |
| 91 | 1,769 % | 2,677 % | 3,203 % | 2,806 % | 4,318 % | 5,600 % |
| 92 | 1,780 % | 2,689 % | 3,209 % | 2,816 % | 4,320 % | 5,588 % |
| 93 | 1,790 % | 2,700 % | 3,215 % | 2,826 % | 4,322 % | 5,576 % |
| 94 | 1,800 % | 2,711 % | 3,220 % | 2,836 % | 4,324 % | 5,565 % |
| 95 | 1,810 % | 2,722 % | 3,226 % | 2,845 % | 4,326 % | 5,553 % |
| 96 | 1,820 % | 2,733 % | 3,231 % | 2,855 % | 4,328 % | 5,542 % |
| 97 | 1,829 % | 2,743 % | 3,237 % | 2,864 % | 4,330 % | 5,531 % |
| 98 | 1,839 % | 2,753 % | 3,242 % | 2,873 % | 4,331 % | 5,521 % |
| 99 | 1,848 % | 2,763 % | 3,247 % | 2,882 % | 4,333 % | 5,510 % |
| 100 | 1,857 % | 2,773 % | 3,252 % | 2,890 % | 4,335 % | 5,500 % |
| 101 | 1,866 % | 2,783 % | 3,257 % | 2,899 % | 4,336 % | 5,490 % |
| 102 | 1,874 % | 2,792 % | 3,262 % | 2,907 % | 4,338 % | 5,481 % |
| 103 | 1,883 % | 2,801 % | 3,267 % | 2,915 % | 4,340 % | 5,471 % |
| 104 | 1,891 % | 2,810 % | 3,271 % | 2,923 % | 4,341 % | 5,462 % |
| 105 | 1,899 % | 2,819 % | 3,276 % | 2,931 % | 4,343 % | 5,452 % |
| 106 | 1,907 % | 2,828 % | 3,280 % | 2,939 % | 4,344 % | 5,443 % |
| 107 | 1,915 % | 2,837 % | 3,285 % | 2,946 % | 4,346 % | 5,435 % |
| 108 | 1,923 % | 2,845 % | 3,289 % | 2,954 % | 4,347 % | 5,426 % |
| 109 | 1,930 % | 2,853 % | 3,293 % | 2,961 % | 4,348 % | 5,417 % |
| 110 | 1,938 % | 2,861 % | 3,297 % | 2,968 % | 4,350 % | 5,409 % |
| 111 | 1,945 % | 2,869 % | 3,301 % | 2,975 % | 4,351 % | 5,401 % |
| 112 | 1,952 % | 2,877 % | 3,305 % | 2,982 % | 4,352 % | 5,393 % |
| 113 | 1,959 % | 2,885 % | 3,309 % | 2,989 % | 4,354 % | 5,385 % |
| 114 | 1,966 % | 2,893 % | 3,313 % | 2,995 % | 4,355 % | 5,377 % |
| 115 | 1,973 % | 2,900 % | 3,317 % | 3,002 % | 4,356 % | 5,369 % |
| 116 | 1,980 % | 2,907 % | 3,321 % | 3,008 % | 4,358 % | 5,362 % |
| 117 | 1,986 % | 2,914 % | 3,324 % | 3,015 % | 4,359 % | 5,354 % |
| 118 | 1,993 % | 2,921 % | 3,328 % | 3,021 % | 4,360 % | 5,347 % |
| 119 | 1,999 % | 2,928 % | 3,331 % | 3,027 % | 4,361 % | 5,340 % |
| 120 | 2,005 % | 2,935 % | 3,335 % | 3,033 % | 4,362 % | 5,333 % |
| 121 | 2,011 % | 2,942 % | 3,338 % | 3,039 % | 4,363 % | 5,326 % |
| 122 | 2,017 % | 2,949 % | 3,342 % | 3,045 % | 4,365 % | 5,319 % |
| 123 | 2,023 % | 2,955 % | 3,345 % | 3,051 % | 4,366 % | 5,313 % |
| 124 | 2,029 % | 2,961 % | 3,348 % | 3,056 % | 4,367 % | 5,306 % |
| 125 | 2,035 % | 2,968 % | 3,351 % | 3,062 % | 4,368 % | 5,300 % |
| 126 | 2,041 % | 2,974 % | 3,355 % | 3,067 % | 4,369 % | 5,293 % |
| 127 | 2,046 % | 2,980 % | 3,358 % | 3,072 % | 4,370 % | 5,287 % |
| 128 | 2,052 % | 2,986 % | 3,361 % | 3,078 % | 4,371 % | 5,281 % |
| 129 | 2,057 % | 2,992 % | 3,364 % | 3,083 % | 4,372 % | 5,275 % |
| 130 | 2,062 % | 2,998 % | 3,367 % | 3,088 % | 4,373 % | 5,269 % |
| 131 | 2,067 % | 3,003 % | 3,370 % | 3,093 % | 4,374 % | 5,263 % |
| 132 | 2,073 % | 3,009 % | 3,373 % | 3,098 % | 4,375 % | 5,257 % |
| 133 | 2,078 % | 3,015 % | 3,375 % | 3,103 % | 4,376 % | 5,251 % |
| 134 | 2,083 % | 3,020 % | 3,378 % | 3,108 % | 4,377 % | 5,246 % |
| 135 | 2,088 % | 3,025 % | 3,381 % | 3,112 % | 4,378 % | 5,240 % |
| 136 | 2,093 % | 3,031 % | 3,384 % | 3,117 % | 4,378 % | 5,235 % |
| 137 | 2,097 % | 3,036 % | 3,386 % | 3,122 % | 4,379 % | 5,229 % |
| 138 | 2,102 % | 3,041 % | 3,389 % | 3,126 % | 4,380 % | 5,224 % |
| 139 | 2,107 % | 3,046 % | 3,392 % | 3,131 % | 4,381 % | 5,219 % |
| 140 | 2,111 % | 3,051 % | 3,394 % | 3,135 % | 4,382 % | 5,214 % |
| 141 | 2,116 % | 3,056 % | 3,397 % | 3,140 % | 4,383 % | 5,208 % |
| 142 | 2,120 % | 3,061 % | 3,399 % | 3,144 % | 4,384 % | 5,203 % |
| 143 | 2,125 % | 3,066 % | 3,402 % | 3,148 % | 4,384 % | 5,199 % |
| 144 | 2,129 % | 3,071 % | 3,404 % | 3,152 % | 4,385 % | 5,194 % |
| 145 | 2,133 % | 3,075 % | 3,406 % | 3,156 % | 4,386 % | 5,189 % |
| 146 | 2,137 % | 3,080 % | 3,409 % | 3,160 % | 4,387 % | 5,184 % |
| 147 | 2,142 % | 3,084 % | 3,411 % | 3,164 % | 4,388 % | 5,179 % |
| 148 | 2,146 % | 3,089 % | 3,413 % | 3,168 % | 4,388 % | 5,175 % |
| 149 | 2,150 % | 3,093 % | 3,416 % | 3,172 % | 4,389 % | 5,170 % |
| 150 | 2,154 % | 3,098 % | 3,418 % | 3,176 % | 4,390 % | 5,166 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,737 %

0,052 %

0,101 %

0,334 %

0,011 %

1,787 %

2

-0,736 %

0,096 %

0,112 %

0,392 %

-0,050 %

2,643 %

3

-0,724 %

0,138 %

0,211 %

0,454 %

0,007 %

3,237 %

4

-0,693 %

0,202 %

0,345 %

0,525 %

0,250 %

3,683 %

5

-0,642 %

0,280 %

0,482 %

0,586 %

0,576 %

4,124 %

6

-0,577 %

0,368 %

0,610 %

0,640 %

0,923 %

4,612 %

7

-0,513 %

0,466 %

0,727 %

0,695 %

1,277 %

5,164 %

8

-0,461 %

0,571 %

0,834 %

0,756 %

1,634 %

5,766 %

9

-0,425 %

0,671 %

0,930 %

0,809 %

1,969 %

6,385 %

10

-0,408 %

0,758 %

1,017 %

0,849 %

2,261 %

6,990 %

11

-0,407 %

0,828 %

1,096 %

0,872 %

2,501 %

7,466 %

12

-0,417 %

0,884 %

1,166 %

0,884 %

2,700 %

7,817 %

13

-0,430 %

0,927 %

1,226 %

0,891 %

2,866 %

8,070 %

14

-0,443 %

0,960 %

1,282 %

0,895 %

3,006 %

8,248 %

15

-0,452 %

0,986 %

1,339 %

0,899 %

3,127 %

8,366 %

16

-0,458 %

1,006 %

1,400 %

0,905 %

3,231 %

8,437 %

17

-0,459 %

1,022 %

1,463 %

0,912 %

3,321 %

8,471 %

18

-0,454 %

1,037 %

1,526 %

0,922 %

3,401 %

8,475 %

19

-0,443 %

1,050 %

1,590 %

0,934 %

3,471 %

8,456 %

20

-0,427 %

1,062 %

1,653 %

0,949 %

3,534 %

8,418 %

21

-0,405 %

1,074 %

1,715 %

0,967 %

3,589 %

8,367 %

22

-0,377 %

1,084 %

1,775 %

0,988 %

3,639 %

8,306 %

23

-0,343 %

1,091 %

1,833 %

1,011 %

3,684 %

8,237 %

24

-0,303 %

1,092 %

1,889 %

1,037 %

3,725 %

8,162 %

25

-0,258 %

1,087 %

1,942 %

1,065 %

3,762 %

8,084 %

26

-0,207 %

1,077 %

1,994 %

1,096 %

3,796 %

8,003 %

27

-0,151 %

1,065 %

2,044 %

1,129 %

3,827 %

7,921 %

28

-0,093 %

1,057 %

2,092 %

1,165 %

3,855 %

7,839 %

29

-0,033 %

1,055 %

2,138 %

1,203 %

3,881 %

7,758 %

30

0,027 %

1,062 %

2,181 %

1,243 %

3,906 %

7,677 %

31

0,087 %

1,079 %

2,223 %

1,286 %

3,928 %

7,598 %

32

0,147 %

1,105 %

2,264 %

1,330 %

3,948 %

7,521 %

33

0,206 %

1,136 %

2,302 %

1,375 %

3,968 %

7,446 %

34

0,263 %

1,172 %

2,339 %

1,421 %

3,986 %

7,373 %

35

0,320 %

1,211 %

2,374 %

1,467 %

4,002 %

7,303 %

36

0,375 %

1,253 %

2,408 %

1,513 %

4,018 %

7,234 %

37

0,428 %

1,295 %

2,441 %

1,558 %

4,033 %

7,168 %

38

0,480 %

1,339 %

2,472 %

1,602 %

4,047 %

7,105 %

39

0,530 %

1,383 %

2,502 %

1,646 %

4,060 %

7,044 %

40

0,579 %

1,427 %

2,530 %

1,689 %

4,072 %

6,985 %

41

0,625 %

1,470 %

2,558 %

1,730 %

4,083 %

6,928 %

42

0,671 %

1,513 %

2,584 %

1,771 %

4,094 %

6,873 %

43

0,715 %

1,556 %

2,610 %

1,810 %

4,105 %

6,821 %

44

0,757 %

1,597 %

2,634 %

1,849 %

4,114 %

6,770 %

45

0,798 %

1,638 %

2,658 %

1,886 %

4,124 %

6,721 %

46

0,837 %

1,678 %

2,680 %

1,922 %

4,133 %

6,675 %

47

0,875 %

1,717 %

2,702 %

1,957 %

4,141 %

6,629 %

48

0,912 %

1,754 %

2,723 %

1,991 %

4,149 %

6,586 %

49

0,948 %

1,791 %

2,743 %

2,024 %

4,157 %

6,544 %

50

0,982 %

1,827 %

2,762 %

2,056 %

4,164 %

6,504 %

51

1,015 %

1,862 %

2,781 %

2,087 %

4,171 %

6,465 %

52

1,047 %

1,895 %

2,799 %

2,117 %

4,178 %

6,428 %

53

1,078 %

1,928 %

2,816 %

2,146 %

4,184 %

6,392 %

54

1,108 %

1,960 %

2,833 %

2,174 %

4,190 %

6,357 %

55

1,137 %

1,991 %

2,849 %

2,201 %

4,196 %

6,323 %

56

1,165 %

2,021 %

2,865 %

2,228 %

4,202 %

6,291 %

57

1,192 %

2,050 %

2,880 %

2,253 %

4,207 %

6,259 %

58

1,218 %

2,078 %

2,895 %

2,278 %

4,213 %

6,229 %

59

1,244 %

2,105 %

2,909 %

2,302 %

4,218 %

6,200 %

60

1,268 %

2,132 %

2,923 %

2,326 %

4,222 %

6,171 %

61

1,292 %

2,157 %

2,936 %

2,348 %

4,227 %

6,144 %

62

1,315 %

2,182 %

2,949 %

2,370 %

4,232 %

6,117 %

63

1,338 %

2,207 %

2,962 %

2,392 %

4,236 %

6,092 %

64

1,359 %

2,230 %

2,974 %

2,413 %

4,240 %

6,067 %

65

1,380 %

2,253 %

2,986 %

2,433 %

4,244 %

6,042 %

66

1,401 %

2,275 %

2,997 %

2,452 %

4,248 %

6,019 %

67

1,421 %

2,297 %

3,008 %

2,471 %

4,252 %

5,996 %

68

1,440 %

2,318 %

3,019 %

2,490 %

4,256 %

5,974 %

69

1,459 %

2,338 %

3,030 %

2,508 %

4,260 %

5,953 %

70

1,477 %

2,358 %

3,040 %

2,525 %

4,263 %

5,932 %

71

1,495 %

2,378 %

3,050 %

2,542 %

4,267 %

5,911 %

72

1,512 %

2,396 %

3,059 %

2,559 %

4,270 %

5,892 %

73

1,529 %

2,415 %

3,069 %

2,575 %

4,273 %

5,873 %

74

1,545 %

2,433 %

3,078 %

2,591 %

4,276 %

5,854 %

75

1,561 %

2,450 %

3,087 %

2,606 %

4,279 %

5,836 %

76

1,577 %

2,467 %

3,096 %

2,621 %

4,282 %

5,818 %

77

1,592 %

2,483 %

3,104 %

2,635 %

4,285 %

5,801 %

78

1,607 %

2,500 %

3,112 %

2,650 %

4,288 %

5,784 %

79

1,621 %

2,515 %

3,120 %

2,663 %

4,290 %

5,768 %

80

1,635 %

2,531 %

3,128 %

2,677 %

4,293 %

5,752 %

81

1,649 %

2,545 %

3,136 %

2,690 %

4,296 %

5,736 %

82

1,662 %

2,560 %

3,143 %

2,703 %

4,298 %

5,721 %

83

1,675 %

2,574 %

3,151 %

2,715 %

4,301 %

5,706 %

84

1,688 %

2,588 %

3,158 %

2,728 %

4,303 %

5,692 %

85

1,700 %

2,602 %

3,165 %

2,739 %

4,305 %

5,678 %

86

1,712 %

2,615 %

3,171 %

2,751 %

4,308 %

5,664 %

87

1,724 %

2,628 %

3,178 %

2,763 %

4,310 %

5,651 %

88

1,736 %

2,641 %

3,184 %

2,774 %

4,312 %

5,637 %

89

1,747 %

2,653 %

3,191 %

2,785 %

4,314 %

5,625 %

90

1,758 %

2,665 %

3,197 %

2,795 %

4,316 %

5,612 %

91

1,769 %

2,677 %

3,203 %

2,806 %

4,318 %

5,600 %

92

1,780 %

2,689 %

3,209 %

2,816 %

4,320 %

5,588 %

93

1,790 %

2,700 %

3,215 %

2,826 %

4,322 %

5,576 %

94

1,800 %

2,711 %

3,220 %

2,836 %

4,324 %

5,565 %

95

1,810 %

2,722 %

3,226 %

2,845 %

4,326 %

5,553 %

96

1,820 %

2,733 %

3,231 %

2,855 %

4,328 %

5,542 %

97

1,829 %

2,743 %

3,237 %

2,864 %

4,330 %

5,531 %

98

1,839 %

2,753 %

3,242 %

2,873 %

4,331 %

5,521 %

99

1,848 %

2,763 %

3,247 %

2,882 %

4,333 %

5,510 %

100

1,857 %

2,773 %

3,252 %

2,890 %

4,335 %

5,500 %

101

1,866 %

2,783 %

3,257 %

2,899 %

4,336 %

5,490 %

102

1,874 %

2,792 %

3,262 %

2,907 %

4,338 %

5,481 %

103

1,883 %

2,801 %

3,267 %

2,915 %

4,340 %

5,471 %

104

1,891 %

2,810 %

3,271 %

2,923 %

4,341 %

5,462 %

105

1,899 %

2,819 %

3,276 %

2,931 %

4,343 %

5,452 %

106

1,907 %

2,828 %

3,280 %

2,939 %

4,344 %

5,443 %

107

1,915 %

2,837 %

3,285 %

2,946 %

4,346 %

5,435 %

108

1,923 %

2,845 %

3,289 %

2,954 %

4,347 %

5,426 %

109

1,930 %

2,853 %

3,293 %

2,961 %

4,348 %

5,417 %

110

1,938 %

2,861 %

3,297 %

2,968 %

4,350 %

5,409 %

111

1,945 %

2,869 %

3,301 %

2,975 %

4,351 %

5,401 %

112

1,952 %

2,877 %

3,305 %

2,982 %

4,352 %

5,393 %

113

1,959 %

2,885 %

3,309 %

2,989 %

4,354 %

5,385 %

114

1,966 %

2,893 %

3,313 %

2,995 %

4,355 %

5,377 %

115

1,973 %

2,900 %

3,317 %

3,002 %

4,356 %

5,369 %

116

1,980 %

2,907 %

3,321 %

3,008 %

4,358 %

5,362 %

117

1,986 %

2,914 %

3,324 %

3,015 %

4,359 %

5,354 %

118

1,993 %

2,921 %

3,328 %

3,021 %

4,360 %

5,347 %

119

1,999 %

2,928 %

3,331 %

3,027 %

4,361 %

5,340 %

120

2,005 %

2,935 %

3,335 %

3,033 %

4,362 %

5,333 %

121

2,011 %

2,942 %

3,338 %

3,039 %

4,363 %

5,326 %

122

2,017 %

2,949 %

3,342 %

3,045 %

4,365 %

5,319 %

123

2,023 %

2,955 %

3,345 %

3,051 %

4,366 %

5,313 %

124

2,029 %

2,961 %

3,348 %

3,056 %

4,367 %

5,306 %

125

2,035 %

2,968 %

3,351 %

3,062 %

4,368 %

5,300 %

126

2,041 %

2,974 %

3,355 %

3,067 %

4,369 %

5,293 %

127

2,046 %

2,980 %

3,358 %

3,072 %

4,370 %

5,287 %

128

2,052 %

2,986 %

3,361 %

3,078 %

4,371 %

5,281 %

129

2,057 %

2,992 %

3,364 %

3,083 %

4,372 %

5,275 %

130

2,062 %

2,998 %

3,367 %

3,088 %

4,373 %

5,269 %

131

2,067 %

3,003 %

3,370 %

3,093 %

4,374 %

5,263 %

132

2,073 %

3,009 %

3,373 %

3,098 %

4,375 %

5,257 %

133

2,078 %

3,015 %

3,375 %

3,103 %

4,376 %

5,251 %

134

2,083 %

3,020 %

3,378 %

3,108 %

4,377 %

5,246 %

135

2,088 %

3,025 %

3,381 %

3,112 %

4,378 %

5,240 %

136

2,093 %

3,031 %

3,384 %

3,117 %

4,378 %

5,235 %

137

2,097 %

3,036 %

3,386 %

3,122 %

4,379 %

5,229 %

138

2,102 %

3,041 %

3,389 %

3,126 %

4,380 %

5,224 %

139

2,107 %

3,046 %

3,392 %

3,131 %

4,381 %

5,219 %

140

2,111 %

3,051 %

3,394 %

3,135 %

4,382 %

5,214 %

141

2,116 %

3,056 %

3,397 %

3,140 %

4,383 %

5,208 %

142

2,120 %

3,061 %

3,399 %

3,144 %

4,384 %

5,203 %

143

2,125 %

3,066 %

3,402 %

3,148 %

4,384 %

5,199 %

144

2,129 %

3,071 %

3,404 %

3,152 %

4,385 %

5,194 %

145

2,133 %

3,075 %

3,406 %

3,156 %

4,386 %

5,189 %

146

2,137 %

3,080 %

3,409 %

3,160 %

4,387 %

5,184 %

147

2,142 %

3,084 %

3,411 %

3,164 %

4,388 %

5,179 %

148

2,146 %

3,089 %

3,413 %

3,168 %

4,388 %

5,175 %

149

2,150 %

3,093 %

3,416 %

3,172 %

4,389 %

5,170 %

150

2,154 %

3,098 %

3,418 %

3,176 %

4,390 %

5,166 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,411 % | 3,377 % | 4,173 % | 0,040 % | 0,035 % | 3,280 % |
| 2 | 0,370 % | 3,878 % | 4,126 % | 0,067 % | -0,002 % | 3,447 % |
| 3 | 0,370 % | 4,354 % | 4,235 % | 0,093 % | 0,018 % | 3,821 % |
| 4 | 0,396 % | 4,769 % | 4,423 % | 0,118 % | 0,068 % | 4,383 % |
| 5 | 0,441 % | 5,132 % | 4,598 % | 0,142 % | 0,135 % | 4,983 % |
| 6 | 0,501 % | 5,425 % | 4,833 % | 0,166 % | 0,213 % | 5,553 % |
| 7 | 0,561 % | 5,656 % | 5,075 % | 0,190 % | 0,297 % | 6,078 % |
| 8 | 0,614 % | 5,841 % | 5,279 % | 0,213 % | 0,378 % | 6,552 % |
| 9 | 0,657 % | 5,979 % | 5,455 % | 0,236 % | 0,455 % | 6,977 % |
| 10 | 0,687 % | 6,090 % | 5,617 % | 0,258 % | 0,527 % | 7,349 % |
| 11 | 0,705 % | 6,170 % | 5,771 % | 0,307 % | 0,583 % | 7,670 % |
| 12 | 0,721 % | 6,227 % | 5,917 % | 0,379 % | 0,626 % | 7,943 % |
| 13 | 0,741 % | 6,267 % | 6,052 % | 0,465 % | 0,664 % | 8,171 % |
| 14 | 0,771 % | 6,292 % | 6,175 % | 0,557 % | 0,699 % | 8,354 % |
| 15 | 0,812 % | 6,308 % | 6,285 % | 0,653 % | 0,735 % | 8,491 % |
| 16 | 0,866 % | 6,316 % | 6,381 % | 0,749 % | 0,773 % | 8,584 % |
| 17 | 0,928 % | 6,318 % | 6,464 % | 0,845 % | 0,814 % | 8,640 % |
| 18 | 0,996 % | 6,316 % | 6,531 % | 0,938 % | 0,859 % | 8,667 % |
| 19 | 1,067 % | 6,310 % | 6,583 % | 1,029 % | 0,908 % | 8,670 % |
| 20 | 1,139 % | 6,301 % | 6,619 % | 1,117 % | 0,963 % | 8,655 % |
| 21 | 1,211 % | 6,291 % | 6,638 % | 1,201 % | 1,022 % | 8,627 % |
| 22 | 1,282 % | 6,279 % | 6,644 % | 1,282 % | 1,085 % | 8,587 % |
| 23 | 1,352 % | 6,265 % | 6,639 % | 1,360 % | 1,150 % | 8,539 % |
| 24 | 1,420 % | 6,251 % | 6,626 % | 1,434 % | 1,215 % | 8,486 % |
| 25 | 1,486 % | 6,237 % | 6,606 % | 1,504 % | 1,280 % | 8,428 % |
| 26 | 1,550 % | 6,222 % | 6,582 % | 1,572 % | 1,345 % | 8,367 % |
| 27 | 1,612 % | 6,207 % | 6,553 % | 1,636 % | 1,408 % | 8,304 % |
| 28 | 1,671 % | 6,192 % | 6,522 % | 1,698 % | 1,469 % | 8,241 % |
| 29 | 1,729 % | 6,178 % | 6,490 % | 1,757 % | 1,529 % | 8,177 % |
| 30 | 1,783 % | 6,163 % | 6,455 % | 1,813 % | 1,587 % | 8,114 % |
| 31 | 1,836 % | 6,148 % | 6,420 % | 1,866 % | 1,643 % | 8,051 % |
| 32 | 1,886 % | 6,134 % | 6,385 % | 1,917 % | 1,697 % | 7,990 % |
| 33 | 1,935 % | 6,120 % | 6,350 % | 1,965 % | 1,749 % | 7,930 % |
| 34 | 1,981 % | 6,107 % | 6,315 % | 2,012 % | 1,800 % | 7,871 % |
| 35 | 2,026 % | 6,093 % | 6,281 % | 2,056 % | 1,848 % | 7,814 % |
| 36 | 2,068 % | 6,080 % | 6,247 % | 2,099 % | 1,894 % | 7,759 % |
| 37 | 2,109 % | 6,068 % | 6,214 % | 2,139 % | 1,939 % | 7,706 % |
| 38 | 2,148 % | 6,056 % | 6,181 % | 2,178 % | 1,982 % | 7,654 % |
| 39 | 2,186 % | 6,044 % | 6,150 % | 2,215 % | 2,023 % | 7,604 % |
| 40 | 2,222 % | 6,032 % | 6,119 % | 2,251 % | 2,062 % | 7,556 % |
| 41 | 2,257 % | 6,021 % | 6,090 % | 2,285 % | 2,101 % | 7,510 % |
| 42 | 2,290 % | 6,010 % | 6,061 % | 2,318 % | 2,137 % | 7,465 % |
| 43 | 2,322 % | 6,000 % | 6,033 % | 2,349 % | 2,172 % | 7,422 % |
| 44 | 2,352 % | 5,990 % | 6,006 % | 2,380 % | 2,206 % | 7,380 % |
| 45 | 2,382 % | 5,980 % | 5,980 % | 2,409 % | 2,238 % | 7,340 % |
| 46 | 2,410 % | 5,971 % | 5,955 % | 2,437 % | 2,270 % | 7,302 % |
| 47 | 2,437 % | 5,962 % | 5,931 % | 2,463 % | 2,300 % | 7,265 % |
| 48 | 2,464 % | 5,953 % | 5,907 % | 2,489 % | 2,329 % | 7,229 % |
| 49 | 2,489 % | 5,944 % | 5,885 % | 2,514 % | 2,357 % | 7,195 % |
| 50 | 2,513 % | 5,936 % | 5,863 % | 2,538 % | 2,384 % | 7,162 % |
| 51 | 2,537 % | 5,928 % | 5,842 % | 2,561 % | 2,410 % | 7,130 % |
| 52 | 2,560 % | 5,920 % | 5,821 % | 2,583 % | 2,435 % | 7,099 % |
| 53 | 2,581 % | 5,913 % | 5,801 % | 2,605 % | 2,459 % | 7,069 % |
| 54 | 2,603 % | 5,905 % | 5,782 % | 2,625 % | 2,482 % | 7,040 % |
| 55 | 2,623 % | 5,898 % | 5,764 % | 2,645 % | 2,505 % | 7,012 % |
| 56 | 2,643 % | 5,891 % | 5,746 % | 2,665 % | 2,527 % | 6,985 % |
| 57 | 2,662 % | 5,885 % | 5,729 % | 2,683 % | 2,548 % | 6,960 % |
| 58 | 2,680 % | 5,878 % | 5,712 % | 2,701 % | 2,568 % | 6,934 % |
| 59 | 2,698 % | 5,872 % | 5,696 % | 2,719 % | 2,588 % | 6,910 % |
| 60 | 2,715 % | 5,866 % | 5,680 % | 2,736 % | 2,607 % | 6,887 % |
| 61 | 2,732 % | 5,860 % | 5,665 % | 2,752 % | 2,625 % | 6,864 % |
| 62 | 2,748 % | 5,855 % | 5,650 % | 2,768 % | 2,643 % | 6,842 % |
| 63 | 2,764 % | 5,849 % | 5,636 % | 2,783 % | 2,661 % | 6,821 % |
| 64 | 2,779 % | 5,844 % | 5,622 % | 2,798 % | 2,677 % | 6,800 % |
| 65 | 2,794 % | 5,839 % | 5,609 % | 2,813 % | 2,694 % | 6,780 % |
| 66 | 2,808 % | 5,834 % | 5,596 % | 2,827 % | 2,710 % | 6,761 % |
| 67 | 2,822 % | 5,829 % | 5,583 % | 2,841 % | 2,725 % | 6,742 % |
| 68 | 2,836 % | 5,824 % | 5,571 % | 2,854 % | 2,740 % | 6,723 % |
| 69 | 2,849 % | 5,819 % | 5,559 % | 2,867 % | 2,754 % | 6,706 % |
| 70 | 2,862 % | 5,815 % | 5,548 % | 2,879 % | 2,769 % | 6,688 % |
| 71 | 2,874 % | 5,810 % | 5,536 % | 2,891 % | 2,782 % | 6,672 % |
| 72 | 2,886 % | 5,806 % | 5,525 % | 2,903 % | 2,796 % | 6,655 % |
| 73 | 2,898 % | 5,802 % | 5,515 % | 2,915 % | 2,809 % | 6,639 % |
| 74 | 2,909 % | 5,798 % | 5,505 % | 2,926 % | 2,821 % | 6,624 % |
| 75 | 2,920 % | 5,794 % | 5,494 % | 2,937 % | 2,834 % | 6,609 % |
| 76 | 2,931 % | 5,790 % | 5,485 % | 2,947 % | 2,845 % | 6,594 % |
| 77 | 2,942 % | 5,786 % | 5,475 % | 2,958 % | 2,857 % | 6,580 % |
| 78 | 2,952 % | 5,783 % | 5,466 % | 2,968 % | 2,869 % | 6,566 % |
| 79 | 2,962 % | 5,779 % | 5,457 % | 2,978 % | 2,880 % | 6,552 % |
| 80 | 2,972 % | 5,776 % | 5,448 % | 2,987 % | 2,890 % | 6,539 % |
| 81 | 2,982 % | 5,772 % | 5,439 % | 2,997 % | 2,901 % | 6,526 % |
| 82 | 2,991 % | 5,769 % | 5,431 % | 3,006 % | 2,911 % | 6,514 % |
| 83 | 3,000 % | 5,766 % | 5,423 % | 3,015 % | 2,921 % | 6,502 % |
| 84 | 3,009 % | 5,763 % | 5,414 % | 3,024 % | 2,931 % | 6,490 % |
| 85 | 3,018 % | 5,759 % | 5,407 % | 3,032 % | 2,941 % | 6,478 % |
| 86 | 3,026 % | 5,756 % | 5,399 % | 3,040 % | 2,950 % | 6,466 % |
| 87 | 3,034 % | 5,754 % | 5,392 % | 3,048 % | 2,959 % | 6,455 % |
| 88 | 3,042 % | 5,751 % | 5,384 % | 3,056 % | 2,968 % | 6,444 % |
| 89 | 3,050 % | 5,748 % | 5,377 % | 3,064 % | 2,977 % | 6,434 % |
| 90 | 3,058 % | 5,745 % | 5,370 % | 3,072 % | 2,986 % | 6,423 % |
| 91 | 3,066 % | 5,742 % | 5,363 % | 3,079 % | 2,994 % | 6,413 % |
| 92 | 3,073 % | 5,740 % | 5,357 % | 3,086 % | 3,002 % | 6,403 % |
| 93 | 3,080 % | 5,737 % | 5,350 % | 3,094 % | 3,010 % | 6,393 % |
| 94 | 3,087 % | 5,735 % | 5,344 % | 3,101 % | 3,018 % | 6,384 % |
| 95 | 3,094 % | 5,732 % | 5,337 % | 3,107 % | 3,026 % | 6,375 % |
| 96 | 3,101 % | 5,730 % | 5,331 % | 3,114 % | 3,033 % | 6,365 % |
| 97 | 3,108 % | 5,727 % | 5,325 % | 3,121 % | 3,041 % | 6,356 % |
| 98 | 3,114 % | 5,725 % | 5,319 % | 3,127 % | 3,048 % | 6,348 % |
| 99 | 3,121 % | 5,723 % | 5,314 % | 3,133 % | 3,055 % | 6,339 % |
| 100 | 3,127 % | 5,721 % | 5,308 % | 3,139 % | 3,062 % | 6,331 % |
| 101 | 3,133 % | 5,718 % | 5,302 % | 3,145 % | 3,069 % | 6,322 % |
| 102 | 3,139 % | 5,716 % | 5,297 % | 3,151 % | 3,075 % | 6,314 % |
| 103 | 3,145 % | 5,714 % | 5,292 % | 3,157 % | 3,082 % | 6,306 % |
| 104 | 3,151 % | 5,712 % | 5,286 % | 3,163 % | 3,088 % | 6,299 % |
| 105 | 3,157 % | 5,710 % | 5,281 % | 3,168 % | 3,094 % | 6,291 % |
| 106 | 3,162 % | 5,708 % | 5,276 % | 3,174 % | 3,101 % | 6,283 % |
| 107 | 3,168 % | 5,706 % | 5,271 % | 3,179 % | 3,107 % | 6,276 % |
| 108 | 3,173 % | 5,704 % | 5,266 % | 3,184 % | 3,113 % | 6,269 % |
| 109 | 3,178 % | 5,702 % | 5,262 % | 3,190 % | 3,118 % | 6,262 % |
| 110 | 3,183 % | 5,701 % | 5,257 % | 3,195 % | 3,124 % | 6,255 % |
| 111 | 3,189 % | 5,699 % | 5,252 % | 3,200 % | 3,130 % | 6,248 % |
| 112 | 3,194 % | 5,697 % | 5,248 % | 3,205 % | 3,135 % | 6,241 % |
| 113 | 3,198 % | 5,695 % | 5,244 % | 3,209 % | 3,141 % | 6,235 % |
| 114 | 3,203 % | 5,693 % | 5,239 % | 3,214 % | 3,146 % | 6,228 % |
| 115 | 3,208 % | 5,692 % | 5,235 % | 3,219 % | 3,151 % | 6,222 % |
| 116 | 3,213 % | 5,690 % | 5,231 % | 3,223 % | 3,156 % | 6,216 % |
| 117 | 3,217 % | 5,689 % | 5,227 % | 3,228 % | 3,161 % | 6,210 % |
| 118 | 3,222 % | 5,687 % | 5,223 % | 3,232 % | 3,166 % | 6,203 % |
| 119 | 3,226 % | 5,685 % | 5,219 % | 3,237 % | 3,171 % | 6,198 % |
| 120 | 3,231 % | 5,684 % | 5,215 % | 3,241 % | 3,176 % | 6,192 % |
| 121 | 3,235 % | 5,682 % | 5,211 % | 3,245 % | 3,181 % | 6,186 % |
| 122 | 3,239 % | 5,681 % | 5,207 % | 3,249 % | 3,186 % | 6,180 % |
| 123 | 3,243 % | 5,679 % | 5,203 % | 3,253 % | 3,190 % | 6,175 % |
| 124 | 3,247 % | 5,678 % | 5,200 % | 3,257 % | 3,195 % | 6,169 % |
| 125 | 3,251 % | 5,676 % | 5,196 % | 3,261 % | 3,199 % | 6,164 % |
| 126 | 3,255 % | 5,675 % | 5,193 % | 3,265 % | 3,203 % | 6,159 % |
| 127 | 3,259 % | 5,674 % | 5,189 % | 3,269 % | 3,208 % | 6,153 % |
| 128 | 3,263 % | 5,672 % | 5,186 % | 3,273 % | 3,212 % | 6,148 % |
| 129 | 3,267 % | 5,671 % | 5,182 % | 3,276 % | 3,216 % | 6,143 % |
| 130 | 3,270 % | 5,670 % | 5,179 % | 3,280 % | 3,220 % | 6,138 % |
| 131 | 3,274 % | 5,668 % | 5,176 % | 3,284 % | 3,224 % | 6,133 % |
| 132 | 3,278 % | 5,667 % | 5,172 % | 3,287 % | 3,228 % | 6,129 % |
| 133 | 3,281 % | 5,666 % | 5,169 % | 3,291 % | 3,232 % | 6,124 % |
| 134 | 3,285 % | 5,665 % | 5,166 % | 3,294 % | 3,236 % | 6,119 % |
| 135 | 3,288 % | 5,663 % | 5,163 % | 3,297 % | 3,240 % | 6,115 % |
| 136 | 3,292 % | 5,662 % | 5,160 % | 3,301 % | 3,243 % | 6,110 % |
| 137 | 3,295 % | 5,661 % | 5,157 % | 3,304 % | 3,247 % | 6,106 % |
| 138 | 3,298 % | 5,660 % | 5,154 % | 3,307 % | 3,251 % | 6,101 % |
| 139 | 3,301 % | 5,659 % | 5,151 % | 3,310 % | 3,254 % | 6,097 % |
| 140 | 3,305 % | 5,658 % | 5,148 % | 3,313 % | 3,258 % | 6,093 % |
| 141 | 3,308 % | 5,656 % | 5,145 % | 3,317 % | 3,261 % | 6,088 % |
| 142 | 3,311 % | 5,655 % | 5,143 % | 3,320 % | 3,265 % | 6,084 % |
| 143 | 3,314 % | 5,654 % | 5,140 % | 3,323 % | 3,268 % | 6,080 % |
| 144 | 3,317 % | 5,653 % | 5,137 % | 3,326 % | 3,272 % | 6,076 % |
| 145 | 3,320 % | 5,652 % | 5,134 % | 3,328 % | 3,275 % | 6,072 % |
| 146 | 3,323 % | 5,651 % | 5,132 % | 3,331 % | 3,278 % | 6,068 % |
| 147 | 3,326 % | 5,650 % | 5,129 % | 3,334 % | 3,281 % | 6,064 % |
| 148 | 3,329 % | 5,649 % | 5,127 % | 3,337 % | 3,284 % | 6,061 % |
| 149 | 3,331 % | 5,648 % | 5,124 % | 3,340 % | 3,288 % | 6,057 % |
| 150 | 3,334 % | 5,647 % | 5,122 % | 3,343 % | 3,291 % | 6,053 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,411 %

3,377 %

4,173 %

0,040 %

0,035 %

3,280 %

2

0,370 %

3,878 %

4,126 %

0,067 %

-0,002 %

3,447 %

3

0,370 %

4,354 %

4,235 %

0,093 %

0,018 %

3,821 %

4

0,396 %

4,769 %

4,423 %

0,118 %

0,068 %

4,383 %

5

0,441 %

5,132 %

4,598 %

0,142 %

0,135 %

4,983 %

6

0,501 %

5,425 %

4,833 %

0,166 %

0,213 %

5,553 %

7

0,561 %

5,656 %

5,075 %

0,190 %

0,297 %

6,078 %

8

0,614 %

5,841 %

5,279 %

0,213 %

0,378 %

6,552 %

9

0,657 %

5,979 %

5,455 %

0,236 %

0,455 %

6,977 %

10

0,687 %

6,090 %

5,617 %

0,258 %

0,527 %

7,349 %

11

0,705 %

6,170 %

5,771 %

0,307 %

0,583 %

7,670 %

12

0,721 %

6,227 %

5,917 %

0,379 %

0,626 %

7,943 %

13

0,741 %

6,267 %

6,052 %

0,465 %

0,664 %

8,171 %

14

0,771 %

6,292 %

6,175 %

0,557 %

0,699 %

8,354 %

15

0,812 %

6,308 %

6,285 %

0,653 %

0,735 %

8,491 %

16

0,866 %

6,316 %

6,381 %

0,749 %

0,773 %

8,584 %

17

0,928 %

6,318 %

6,464 %

0,845 %

0,814 %

8,640 %

18

0,996 %

6,316 %

6,531 %

0,938 %

0,859 %

8,667 %

19

1,067 %

6,310 %

6,583 %

1,029 %

0,908 %

8,670 %

20

1,139 %

6,301 %

6,619 %

1,117 %

0,963 %

8,655 %

21

1,211 %

6,291 %

6,638 %

1,201 %

1,022 %

8,627 %

22

1,282 %

6,279 %

6,644 %

1,282 %

1,085 %

8,587 %

23

1,352 %

6,265 %

6,639 %

1,360 %

1,150 %

8,539 %

24

1,420 %

6,251 %

6,626 %

1,434 %

1,215 %

8,486 %

25

1,486 %

6,237 %

6,606 %

1,504 %

1,280 %

8,428 %

26

1,550 %

6,222 %

6,582 %

1,572 %

1,345 %

8,367 %

27

1,612 %

6,207 %

6,553 %

1,636 %

1,408 %

8,304 %

28

1,671 %

6,192 %

6,522 %

1,698 %

1,469 %

8,241 %

29

1,729 %

6,178 %

6,490 %

1,757 %

1,529 %

8,177 %

30

1,783 %

6,163 %

6,455 %

1,813 %

1,587 %

8,114 %

31

1,836 %

6,148 %

6,420 %

1,866 %

1,643 %

8,051 %

32

1,886 %

6,134 %

6,385 %

1,917 %

1,697 %

7,990 %

33

1,935 %

6,120 %

6,350 %

1,965 %

1,749 %

7,930 %

34

1,981 %

6,107 %

6,315 %

2,012 %

1,800 %

7,871 %

35

2,026 %

6,093 %

6,281 %

2,056 %

1,848 %

7,814 %

36

2,068 %

6,080 %

6,247 %

2,099 %

1,894 %

7,759 %

37

2,109 %

6,068 %

6,214 %

2,139 %

1,939 %

7,706 %

38

2,148 %

6,056 %

6,181 %

2,178 %

1,982 %

7,654 %

39

2,186 %

6,044 %

6,150 %

2,215 %

2,023 %

7,604 %

40

2,222 %

6,032 %

6,119 %

2,251 %

2,062 %

7,556 %

41

2,257 %

6,021 %

6,090 %

2,285 %

2,101 %

7,510 %

42

2,290 %

6,010 %

6,061 %

2,318 %

2,137 %

7,465 %

43

2,322 %

6,000 %

6,033 %

2,349 %

2,172 %

7,422 %

44

2,352 %

5,990 %

6,006 %

2,380 %

2,206 %

7,380 %

45

2,382 %

5,980 %

5,980 %

2,409 %

2,238 %

7,340 %

46

2,410 %

5,971 %

5,955 %

2,437 %

2,270 %

7,302 %

47

2,437 %

5,962 %

5,931 %

2,463 %

2,300 %

7,265 %

48

2,464 %

5,953 %

5,907 %

2,489 %

2,329 %

7,229 %

49

2,489 %

5,944 %

5,885 %

2,514 %

2,357 %

7,195 %

50

2,513 %

5,936 %

5,863 %

2,538 %

2,384 %

7,162 %

51

2,537 %

5,928 %

5,842 %

2,561 %

2,410 %

7,130 %

52

2,560 %

5,920 %

5,821 %

2,583 %

2,435 %

7,099 %

53

2,581 %

5,913 %

5,801 %

2,605 %

2,459 %

7,069 %

54

2,603 %

5,905 %

5,782 %

2,625 %

2,482 %

7,040 %

55

2,623 %

5,898 %

5,764 %

2,645 %

2,505 %

7,012 %

56

2,643 %

5,891 %

5,746 %

2,665 %

2,527 %

6,985 %

57

2,662 %

5,885 %

5,729 %

2,683 %

2,548 %

6,960 %

58

2,680 %

5,878 %

5,712 %

2,701 %

2,568 %

6,934 %

59

2,698 %

5,872 %

5,696 %

2,719 %

2,588 %

6,910 %

60

2,715 %

5,866 %

5,680 %

2,736 %

2,607 %

6,887 %

61

2,732 %

5,860 %

5,665 %

2,752 %

2,625 %

6,864 %

62

2,748 %

5,855 %

5,650 %

2,768 %

2,643 %

6,842 %

63

2,764 %

5,849 %

5,636 %

2,783 %

2,661 %

6,821 %

64

2,779 %

5,844 %

5,622 %

2,798 %

2,677 %

6,800 %

65

2,794 %

5,839 %

5,609 %

2,813 %

2,694 %

6,780 %

66

2,808 %

5,834 %

5,596 %

2,827 %

2,710 %

6,761 %

67

2,822 %

5,829 %

5,583 %

2,841 %

2,725 %

6,742 %

68

2,836 %

5,824 %

5,571 %

2,854 %

2,740 %

6,723 %

69

2,849 %

5,819 %

5,559 %

2,867 %

2,754 %

6,706 %

70

2,862 %

5,815 %

5,548 %

2,879 %

2,769 %

6,688 %

71

2,874 %

5,810 %

5,536 %

2,891 %

2,782 %

6,672 %

72

2,886 %

5,806 %

5,525 %

2,903 %

2,796 %

6,655 %

73

2,898 %

5,802 %

5,515 %

2,915 %

2,809 %

6,639 %

74

2,909 %

5,798 %

5,505 %

2,926 %

2,821 %

6,624 %

75

2,920 %

5,794 %

5,494 %

2,937 %

2,834 %

6,609 %

76

2,931 %

5,790 %

5,485 %

2,947 %

2,845 %

6,594 %

77

2,942 %

5,786 %

5,475 %

2,958 %

2,857 %

6,580 %

78

2,952 %

5,783 %

5,466 %

2,968 %

2,869 %

6,566 %

79

2,962 %

5,779 %

5,457 %

2,978 %

2,880 %

6,552 %

80

2,972 %

5,776 %

5,448 %

2,987 %

2,890 %

6,539 %

81

2,982 %

5,772 %

5,439 %

2,997 %

2,901 %

6,526 %

82

2,991 %

5,769 %

5,431 %

3,006 %

2,911 %

6,514 %

83

3,000 %

5,766 %

5,423 %

3,015 %

2,921 %

6,502 %

84

3,009 %

5,763 %

5,414 %

3,024 %

2,931 %

6,490 %

85

3,018 %

5,759 %

5,407 %

3,032 %

2,941 %

6,478 %

86

3,026 %

5,756 %

5,399 %

3,040 %

2,950 %

6,466 %

87

3,034 %

5,754 %

5,392 %

3,048 %

2,959 %

6,455 %

88

3,042 %

5,751 %

5,384 %

3,056 %

2,968 %

6,444 %

89

3,050 %

5,748 %

5,377 %

3,064 %

2,977 %

6,434 %

90

3,058 %

5,745 %

5,370 %

3,072 %

2,986 %

6,423 %

91

3,066 %

5,742 %

5,363 %

3,079 %

2,994 %

6,413 %

92

3,073 %

5,740 %

5,357 %

3,086 %

3,002 %

6,403 %

93

3,080 %

5,737 %

5,350 %

3,094 %

3,010 %

6,393 %

94

3,087 %

5,735 %

5,344 %

3,101 %

3,018 %

6,384 %

95

3,094 %

5,732 %

5,337 %

3,107 %

3,026 %

6,375 %

96

3,101 %

5,730 %

5,331 %

3,114 %

3,033 %

6,365 %

97

3,108 %

5,727 %

5,325 %

3,121 %

3,041 %

6,356 %

98

3,114 %

5,725 %

5,319 %

3,127 %

3,048 %

6,348 %

99

3,121 %

5,723 %

5,314 %

3,133 %

3,055 %

6,339 %

100

3,127 %

5,721 %

5,308 %

3,139 %

3,062 %

6,331 %

101

3,133 %

5,718 %

5,302 %

3,145 %

3,069 %

6,322 %

102

3,139 %

5,716 %

5,297 %

3,151 %

3,075 %

6,314 %

103

3,145 %

5,714 %

5,292 %

3,157 %

3,082 %

6,306 %

104

3,151 %

5,712 %

5,286 %

3,163 %

3,088 %

6,299 %

105

3,157 %

5,710 %

5,281 %

3,168 %

3,094 %

6,291 %

106

3,162 %

5,708 %

5,276 %

3,174 %

3,101 %

6,283 %

107

3,168 %

5,706 %

5,271 %

3,179 %

3,107 %

6,276 %

108

3,173 %

5,704 %

5,266 %

3,184 %

3,113 %

6,269 %

109

3,178 %

5,702 %

5,262 %

3,190 %

3,118 %

6,262 %

110

3,183 %

5,701 %

5,257 %

3,195 %

3,124 %

6,255 %

111

3,189 %

5,699 %

5,252 %

3,200 %

3,130 %

6,248 %

112

3,194 %

5,697 %

5,248 %

3,205 %

3,135 %

6,241 %

113

3,198 %

5,695 %

5,244 %

3,209 %

3,141 %

6,235 %

114

3,203 %

5,693 %

5,239 %

3,214 %

3,146 %

6,228 %

115

3,208 %

5,692 %

5,235 %

3,219 %

3,151 %

6,222 %

116

3,213 %

5,690 %

5,231 %

3,223 %

3,156 %

6,216 %

117

3,217 %

5,689 %

5,227 %

3,228 %

3,161 %

6,210 %

118

3,222 %

5,687 %

5,223 %

3,232 %

3,166 %

6,203 %

119

3,226 %

5,685 %

5,219 %

3,237 %

3,171 %

6,198 %

120

3,231 %

5,684 %

5,215 %

3,241 %

3,176 %

6,192 %

121

3,235 %

5,682 %

5,211 %

3,245 %

3,181 %

6,186 %

122

3,239 %

5,681 %

5,207 %

3,249 %

3,186 %

6,180 %

123

3,243 %

5,679 %

5,203 %

3,253 %

3,190 %

6,175 %

124

3,247 %

5,678 %

5,200 %

3,257 %

3,195 %

6,169 %

125

3,251 %

5,676 %

5,196 %

3,261 %

3,199 %

6,164 %

126

3,255 %

5,675 %

5,193 %

3,265 %

3,203 %

6,159 %

127

3,259 %

5,674 %

5,189 %

3,269 %

3,208 %

6,153 %

128

3,263 %

5,672 %

5,186 %

3,273 %

3,212 %

6,148 %

129

3,267 %

5,671 %

5,182 %

3,276 %

3,216 %

6,143 %

130

3,270 %

5,670 %

5,179 %

3,280 %

3,220 %

6,138 %

131

3,274 %

5,668 %

5,176 %

3,284 %

3,224 %

6,133 %

132

3,278 %

5,667 %

5,172 %

3,287 %

3,228 %

6,129 %

133

3,281 %

5,666 %

5,169 %

3,291 %

3,232 %

6,124 %

134

3,285 %

5,665 %

5,166 %

3,294 %

3,236 %

6,119 %

135

3,288 %

5,663 %

5,163 %

3,297 %

3,240 %

6,115 %

136

3,292 %

5,662 %

5,160 %

3,301 %

3,243 %

6,110 %

137

3,295 %

5,661 %

5,157 %

3,304 %

3,247 %

6,106 %

138

3,298 %

5,660 %

5,154 %

3,307 %

3,251 %

6,101 %

139

3,301 %

5,659 %

5,151 %

3,310 %

3,254 %

6,097 %

140

3,305 %

5,658 %

5,148 %

3,313 %

3,258 %

6,093 %

141

3,308 %

5,656 %

5,145 %

3,317 %

3,261 %

6,088 %

142

3,311 %

5,655 %

5,143 %

3,320 %

3,265 %

6,084 %

143

3,314 %

5,654 %

5,140 %

3,323 %

3,268 %

6,080 %

144

3,317 %

5,653 %

5,137 %

3,326 %

3,272 %

6,076 %

145

3,320 %

5,652 %

5,134 %

3,328 %

3,275 %

6,072 %

146

3,323 %

5,651 %

5,132 %

3,331 %

3,278 %

6,068 %

147

3,326 %

5,650 %

5,129 %

3,334 %

3,281 %

6,064 %

148

3,329 %

5,649 %

5,127 %

3,337 %

3,284 %

6,061 %

149

3,331 %

5,648 %

5,124 %

3,340 %

3,288 %

6,057 %

150

3,334 %

5,647 %

5,122 %

3,343 %

3,291 %

6,053 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,140 % | 1,792 % | 1,645 % | 3,942 % | -0,025 % | 0,421 % |
| 2 | 3,251 % | 1,843 % | 1,832 % | 4,203 % | 0,025 % | 0,451 % |
| 3 | 4,244 % | 1,914 % | 1,966 % | 4,464 % | 0,088 % | 0,481 % |
| 4 | 5,006 % | 1,996 % | 2,103 % | 4,701 % | 0,163 % | 0,504 % |
| 5 | 5,606 % | 2,083 % | 2,255 % | 4,934 % | 0,248 % | 0,516 % |
| 6 | 6,062 % | 2,174 % | 2,403 % | 5,138 % | 0,339 % | 0,525 % |
| 7 | 6,421 % | 2,264 % | 2,534 % | 5,318 % | 0,422 % | 0,544 % |
| 8 | 6,710 % | 2,352 % | 2,650 % | 5,477 % | 0,489 % | 0,576 % |
| 9 | 6,947 % | 2,437 % | 2,750 % | 5,616 % | 0,537 % | 0,598 % |
| 10 | 7,152 % | 2,518 % | 2,845 % | 5,737 % | 0,564 % | 0,595 % |
| 11 | 7,302 % | 2,595 % | 2,939 % | 5,844 % | 0,571 % | 0,563 % |
| 12 | 7,403 % | 2,669 % | 3,032 % | 5,939 % | 0,569 % | 0,516 % |
| 13 | 7,467 % | 2,739 % | 3,122 % | 6,019 % | 0,566 % | 0,466 % |
| 14 | 7,504 % | 2,805 % | 3,211 % | 6,083 % | 0,564 % | 0,423 % |
| 15 | 7,520 % | 2,868 % | 3,301 % | 6,129 % | 0,568 % | 0,389 % |
| 16 | 7,521 % | 2,927 % | 3,393 % | 6,158 % | 0,580 % | 0,368 % |
| 17 | 7,509 % | 2,983 % | 3,484 % | 6,173 % | 0,599 % | 0,361 % |
| 18 | 7,489 % | 3,036 % | 3,569 % | 6,176 % | 0,627 % | 0,368 % |
| 19 | 7,462 % | 3,086 % | 3,647 % | 6,170 % | 0,664 % | 0,389 % |
| 20 | 7,430 % | 3,133 % | 3,715 % | 6,157 % | 0,710 % | 0,424 % |
| 21 | 7,394 % | 3,178 % | 3,770 % | 6,139 % | 0,766 % | 0,474 % |
| 22 | 7,356 % | 3,221 % | 3,816 % | 6,118 % | 0,827 % | 0,533 % |
| 23 | 7,316 % | 3,261 % | 3,852 % | 6,094 % | 0,893 % | 0,599 % |
| 24 | 7,275 % | 3,299 % | 3,882 % | 6,067 % | 0,960 % | 0,669 % |
| 25 | 7,234 % | 3,336 % | 3,905 % | 6,039 % | 1,029 % | 0,742 % |
| 26 | 7,193 % | 3,371 % | 3,924 % | 6,011 % | 1,097 % | 0,815 % |
| 27 | 7,152 % | 3,403 % | 3,939 % | 5,981 % | 1,165 % | 0,888 % |
| 28 | 7,112 % | 3,435 % | 3,951 % | 5,952 % | 1,231 % | 0,960 % |
| 29 | 7,073 % | 3,465 % | 3,959 % | 5,923 % | 1,296 % | 1,030 % |
| 30 | 7,034 % | 3,493 % | 3,966 % | 5,894 % | 1,359 % | 1,100 % |
| 31 | 6,996 % | 3,520 % | 3,971 % | 5,865 % | 1,420 % | 1,167 % |
| 32 | 6,960 % | 3,546 % | 3,974 % | 5,837 % | 1,480 % | 1,232 % |
| 33 | 6,924 % | 3,571 % | 3,976 % | 5,810 % | 1,537 % | 1,295 % |
| 34 | 6,890 % | 3,595 % | 3,976 % | 5,783 % | 1,592 % | 1,356 % |
| 35 | 6,856 % | 3,617 % | 3,976 % | 5,757 % | 1,645 % | 1,415 % |
| 36 | 6,824 % | 3,639 % | 3,976 % | 5,732 % | 1,697 % | 1,472 % |
| 37 | 6,793 % | 3,659 % | 3,974 % | 5,707 % | 1,746 % | 1,527 % |
| 38 | 6,763 % | 3,679 % | 3,973 % | 5,683 % | 1,793 % | 1,579 % |
| 39 | 6,734 % | 3,698 % | 3,970 % | 5,660 % | 1,839 % | 1,630 % |
| 40 | 6,707 % | 3,717 % | 3,968 % | 5,638 % | 1,882 % | 1,678 % |
| 41 | 6,680 % | 3,734 % | 3,965 % | 5,616 % | 1,925 % | 1,725 % |
| 42 | 6,654 % | 3,751 % | 3,962 % | 5,596 % | 1,965 % | 1,770 % |
| 43 | 6,629 % | 3,767 % | 3,960 % | 5,576 % | 2,004 % | 1,813 % |
| 44 | 6,605 % | 3,782 % | 3,957 % | 5,556 % | 2,041 % | 1,854 % |
| 45 | 6,582 % | 3,797 % | 3,953 % | 5,538 % | 2,077 % | 1,894 % |
| 46 | 6,560 % | 3,812 % | 3,950 % | 5,519 % | 2,112 % | 1,933 % |
| 47 | 6,538 % | 3,826 % | 3,947 % | 5,502 % | 2,145 % | 1,970 % |
| 48 | 6,517 % | 3,839 % | 3,944 % | 5,485 % | 2,177 % | 2,005 % |
| 49 | 6,497 % | 3,852 % | 3,941 % | 5,469 % | 2,208 % | 2,040 % |
| 50 | 6,478 % | 3,864 % | 3,938 % | 5,453 % | 2,238 % | 2,073 % |
| 51 | 6,460 % | 3,876 % | 3,935 % | 5,438 % | 2,267 % | 2,105 % |
| 52 | 6,442 % | 3,888 % | 3,932 % | 5,423 % | 2,295 % | 2,136 % |
| 53 | 6,424 % | 3,899 % | 3,929 % | 5,409 % | 2,321 % | 2,165 % |
| 54 | 6,408 % | 3,909 % | 3,926 % | 5,396 % | 2,347 % | 2,194 % |
| 55 | 6,391 % | 3,920 % | 3,923 % | 5,382 % | 2,372 % | 2,222 % |
| 56 | 6,376 % | 3,930 % | 3,920 % | 5,370 % | 2,396 % | 2,248 % |
| 57 | 6,361 % | 3,940 % | 3,918 % | 5,357 % | 2,420 % | 2,274 % |
| 58 | 6,346 % | 3,949 % | 3,915 % | 5,345 % | 2,442 % | 2,299 % |
| 59 | 6,332 % | 3,958 % | 3,912 % | 5,334 % | 2,464 % | 2,324 % |
| 60 | 6,318 % | 3,967 % | 3,910 % | 5,322 % | 2,485 % | 2,347 % |
| 61 | 6,305 % | 3,976 % | 3,907 % | 5,311 % | 2,506 % | 2,370 % |
| 62 | 6,292 % | 3,984 % | 3,905 % | 5,301 % | 2,525 % | 2,392 % |
| 63 | 6,279 % | 3,992 % | 3,903 % | 5,291 % | 2,545 % | 2,413 % |
| 64 | 6,267 % | 4,000 % | 3,900 % | 5,281 % | 2,563 % | 2,434 % |
| 65 | 6,255 % | 4,007 % | 3,898 % | 5,271 % | 2,581 % | 2,454 % |
| 66 | 6,244 % | 4,015 % | 3,896 % | 5,262 % | 2,599 % | 2,473 % |
| 67 | 6,233 % | 4,022 % | 3,894 % | 5,253 % | 2,616 % | 2,492 % |
| 68 | 6,222 % | 4,029 % | 3,892 % | 5,244 % | 2,632 % | 2,510 % |
| 69 | 6,212 % | 4,035 % | 3,890 % | 5,235 % | 2,648 % | 2,528 % |
| 70 | 6,202 % | 4,042 % | 3,888 % | 5,227 % | 2,664 % | 2,545 % |
| 71 | 6,192 % | 4,048 % | 3,886 % | 5,219 % | 2,679 % | 2,562 % |
| 72 | 6,182 % | 4,055 % | 3,884 % | 5,211 % | 2,694 % | 2,579 % |
| 73 | 6,173 % | 4,061 % | 3,882 % | 5,203 % | 2,708 % | 2,595 % |
| 74 | 6,164 % | 4,066 % | 3,881 % | 5,196 % | 2,722 % | 2,610 % |
| 75 | 6,155 % | 4,072 % | 3,879 % | 5,189 % | 2,736 % | 2,625 % |
| 76 | 6,146 % | 4,078 % | 3,877 % | 5,181 % | 2,749 % | 2,640 % |
| 77 | 6,138 % | 4,083 % | 3,876 % | 5,175 % | 2,762 % | 2,654 % |
| 78 | 6,130 % | 4,089 % | 3,874 % | 5,168 % | 2,775 % | 2,668 % |
| 79 | 6,122 % | 4,094 % | 3,872 % | 5,161 % | 2,787 % | 2,682 % |
| 80 | 6,114 % | 4,099 % | 3,871 % | 5,155 % | 2,799 % | 2,695 % |
| 81 | 6,106 % | 4,104 % | 3,869 % | 5,149 % | 2,811 % | 2,708 % |
| 82 | 6,099 % | 4,109 % | 3,868 % | 5,143 % | 2,822 % | 2,721 % |
| 83 | 6,092 % | 4,113 % | 3,867 % | 5,137 % | 2,833 % | 2,733 % |
| 84 | 6,085 % | 4,118 % | 3,865 % | 5,131 % | 2,844 % | 2,745 % |
| 85 | 6,078 % | 4,122 % | 3,864 % | 5,125 % | 2,855 % | 2,757 % |
| 86 | 6,071 % | 4,127 % | 3,862 % | 5,120 % | 2,865 % | 2,768 % |
| 87 | 6,064 % | 4,131 % | 3,861 % | 5,114 % | 2,875 % | 2,779 % |
| 88 | 6,058 % | 4,135 % | 3,860 % | 5,109 % | 2,885 % | 2,790 % |
| 89 | 6,052 % | 4,139 % | 3,859 % | 5,104 % | 2,895 % | 2,801 % |
| 90 | 6,046 % | 4,143 % | 3,857 % | 5,099 % | 2,904 % | 2,812 % |
| 91 | 6,040 % | 4,147 % | 3,856 % | 5,094 % | 2,913 % | 2,822 % |
| 92 | 6,034 % | 4,151 % | 3,855 % | 5,089 % | 2,922 % | 2,832 % |
| 93 | 6,028 % | 4,155 % | 3,854 % | 5,084 % | 2,931 % | 2,842 % |
| 94 | 6,022 % | 4,158 % | 3,853 % | 5,080 % | 2,940 % | 2,851 % |
| 95 | 6,017 % | 4,162 % | 3,852 % | 5,075 % | 2,948 % | 2,861 % |
| 96 | 6,011 % | 4,165 % | 3,851 % | 5,071 % | 2,957 % | 2,870 % |
| 97 | 6,006 % | 4,169 % | 3,850 % | 5,066 % | 2,965 % | 2,879 % |
| 98 | 6,001 % | 4,172 % | 3,849 % | 5,062 % | 2,973 % | 2,888 % |
| 99 | 5,996 % | 4,176 % | 3,848 % | 5,058 % | 2,981 % | 2,897 % |
| 100 | 5,991 % | 4,179 % | 3,847 % | 5,054 % | 2,988 % | 2,905 % |
| 101 | 5,986 % | 4,182 % | 3,846 % | 5,050 % | 2,996 % | 2,913 % |
| 102 | 5,981 % | 4,185 % | 3,845 % | 5,046 % | 3,003 % | 2,922 % |
| 103 | 5,977 % | 4,188 % | 3,844 % | 5,042 % | 3,011 % | 2,930 % |
| 104 | 5,972 % | 4,191 % | 3,843 % | 5,038 % | 3,018 % | 2,937 % |
| 105 | 5,967 % | 4,194 % | 3,842 % | 5,035 % | 3,025 % | 2,945 % |
| 106 | 5,963 % | 4,197 % | 3,841 % | 5,031 % | 3,031 % | 2,953 % |
| 107 | 5,959 % | 4,200 % | 3,840 % | 5,027 % | 3,038 % | 2,960 % |
| 108 | 5,954 % | 4,203 % | 3,840 % | 5,024 % | 3,045 % | 2,967 % |
| 109 | 5,950 % | 4,205 % | 3,839 % | 5,020 % | 3,051 % | 2,975 % |
| 110 | 5,946 % | 4,208 % | 3,838 % | 5,017 % | 3,057 % | 2,982 % |
| 111 | 5,942 % | 4,211 % | 3,837 % | 5,014 % | 3,064 % | 2,989 % |
| 112 | 5,938 % | 4,213 % | 3,836 % | 5,010 % | 3,070 % | 2,995 % |
| 113 | 5,934 % | 4,216 % | 3,836 % | 5,007 % | 3,076 % | 3,002 % |
| 114 | 5,931 % | 4,218 % | 3,835 % | 5,004 % | 3,082 % | 3,009 % |
| 115 | 5,927 % | 4,221 % | 3,834 % | 5,001 % | 3,087 % | 3,015 % |
| 116 | 5,923 % | 4,223 % | 3,833 % | 4,998 % | 3,093 % | 3,021 % |
| 117 | 5,919 % | 4,225 % | 3,833 % | 4,995 % | 3,099 % | 3,027 % |
| 118 | 5,916 % | 4,228 % | 3,832 % | 4,992 % | 3,104 % | 3,034 % |
| 119 | 5,912 % | 4,230 % | 3,831 % | 4,989 % | 3,110 % | 3,040 % |
| 120 | 5,909 % | 4,232 % | 3,831 % | 4,986 % | 3,115 % | 3,045 % |
| 121 | 5,906 % | 4,234 % | 3,830 % | 4,984 % | 3,120 % | 3,051 % |
| 122 | 5,902 % | 4,237 % | 3,829 % | 4,981 % | 3,125 % | 3,057 % |
| 123 | 5,899 % | 4,239 % | 3,829 % | 4,978 % | 3,130 % | 3,063 % |
| 124 | 5,896 % | 4,241 % | 3,828 % | 4,975 % | 3,135 % | 3,068 % |
| 125 | 5,893 % | 4,243 % | 3,827 % | 4,973 % | 3,140 % | 3,074 % |
| 126 | 5,889 % | 4,245 % | 3,827 % | 4,970 % | 3,145 % | 3,079 % |
| 127 | 5,886 % | 4,247 % | 3,826 % | 4,968 % | 3,150 % | 3,084 % |
| 128 | 5,883 % | 4,249 % | 3,826 % | 4,965 % | 3,155 % | 3,089 % |
| 129 | 5,880 % | 4,251 % | 3,825 % | 4,963 % | 3,159 % | 3,094 % |
| 130 | 5,877 % | 4,253 % | 3,824 % | 4,960 % | 3,164 % | 3,099 % |
| 131 | 5,875 % | 4,255 % | 3,824 % | 4,958 % | 3,168 % | 3,104 % |
| 132 | 5,872 % | 4,257 % | 3,823 % | 4,956 % | 3,173 % | 3,109 % |
| 133 | 5,869 % | 4,258 % | 3,823 % | 4,953 % | 3,177 % | 3,114 % |
| 134 | 5,866 % | 4,260 % | 3,822 % | 4,951 % | 3,181 % | 3,119 % |
| 135 | 5,863 % | 4,262 % | 3,822 % | 4,949 % | 3,185 % | 3,124 % |
| 136 | 5,861 % | 4,264 % | 3,821 % | 4,947 % | 3,189 % | 3,128 % |
| 137 | 5,858 % | 4,265 % | 3,821 % | 4,945 % | 3,194 % | 3,133 % |
| 138 | 5,856 % | 4,267 % | 3,820 % | 4,942 % | 3,198 % | 3,137 % |
| 139 | 5,853 % | 4,269 % | 3,820 % | 4,940 % | 3,202 % | 3,141 % |
| 140 | 5,850 % | 4,270 % | 3,819 % | 4,938 % | 3,205 % | 3,146 % |
| 141 | 5,848 % | 4,272 % | 3,819 % | 4,936 % | 3,209 % | 3,150 % |
| 142 | 5,845 % | 4,274 % | 3,818 % | 4,934 % | 3,213 % | 3,154 % |
| 143 | 5,843 % | 4,275 % | 3,818 % | 4,932 % | 3,217 % | 3,158 % |
| 144 | 5,841 % | 4,277 % | 3,817 % | 4,930 % | 3,221 % | 3,163 % |
| 145 | 5,838 % | 4,278 % | 3,817 % | 4,928 % | 3,224 % | 3,167 % |
| 146 | 5,836 % | 4,280 % | 3,816 % | 4,926 % | 3,228 % | 3,171 % |
| 147 | 5,834 % | 4,281 % | 3,816 % | 4,925 % | 3,231 % | 3,175 % |
| 148 | 5,831 % | 4,283 % | 3,815 % | 4,923 % | 3,235 % | 3,178 % |
| 149 | 5,829 % | 4,284 % | 3,815 % | 4,921 % | 3,238 % | 3,182 % |
| 150 | 5,827 % | 4,286 % | 3,814 % | 4,919 % | 3,242 % | 3,186 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

2,140 %

1,792 %

1,645 %

3,942 %

-0,025 %

0,421 %

2

3,251 %

1,843 %

1,832 %

4,203 %

0,025 %

0,451 %

3

4,244 %

1,914 %

1,966 %

4,464 %

0,088 %

0,481 %

4

5,006 %

1,996 %

2,103 %

4,701 %

0,163 %

0,504 %

5

5,606 %

2,083 %

2,255 %

4,934 %

0,248 %

0,516 %

6

6,062 %

2,174 %

2,403 %

5,138 %

0,339 %

0,525 %

7

6,421 %

2,264 %

2,534 %

5,318 %

0,422 %

0,544 %

8

6,710 %

2,352 %

2,650 %

5,477 %

0,489 %

0,576 %

9

6,947 %

2,437 %

2,750 %

5,616 %

0,537 %

0,598 %

10

7,152 %

2,518 %

2,845 %

5,737 %

0,564 %

0,595 %

11

7,302 %

2,595 %

2,939 %

5,844 %

0,571 %

0,563 %

12

7,403 %

2,669 %

3,032 %

5,939 %

0,569 %

0,516 %

13

7,467 %

2,739 %

3,122 %

6,019 %

0,566 %

0,466 %

14

7,504 %

2,805 %

3,211 %

6,083 %

0,564 %

0,423 %

15

7,520 %

2,868 %

3,301 %

6,129 %

0,568 %

0,389 %

16

7,521 %

2,927 %

3,393 %

6,158 %

0,580 %

0,368 %

17

7,509 %

2,983 %

3,484 %

6,173 %

0,599 %

0,361 %

18

7,489 %

3,036 %

3,569 %

6,176 %

0,627 %

0,368 %

19

7,462 %

3,086 %

3,647 %

6,170 %

0,664 %

0,389 %

20

7,430 %

3,133 %

3,715 %

6,157 %

0,710 %

0,424 %

21

7,394 %

3,178 %

3,770 %

6,139 %

0,766 %

0,474 %

22

7,356 %

3,221 %

3,816 %

6,118 %

0,827 %

0,533 %

23

7,316 %

3,261 %

3,852 %

6,094 %

0,893 %

0,599 %

24

7,275 %

3,299 %

3,882 %

6,067 %

0,960 %

0,669 %

25

7,234 %

3,336 %

3,905 %

6,039 %

1,029 %

0,742 %

26

7,193 %

3,371 %

3,924 %

6,011 %

1,097 %

0,815 %

27

7,152 %

3,403 %

3,939 %

5,981 %

1,165 %

0,888 %

28

7,112 %

3,435 %

3,951 %

5,952 %

1,231 %

0,960 %

29

7,073 %

3,465 %

3,959 %

5,923 %

1,296 %

1,030 %

30

7,034 %

3,493 %

3,966 %

5,894 %

1,359 %

1,100 %

31

6,996 %

3,520 %

3,971 %

5,865 %

1,420 %

1,167 %

32

6,960 %

3,546 %

3,974 %

5,837 %

1,480 %

1,232 %

33

6,924 %

3,571 %

3,976 %

5,810 %

1,537 %

1,295 %

34

6,890 %

3,595 %

3,976 %

5,783 %

1,592 %

1,356 %

35

6,856 %

3,617 %

3,976 %

5,757 %

1,645 %

1,415 %

36

6,824 %

3,639 %

3,976 %

5,732 %

1,697 %

1,472 %

37

6,793 %

3,659 %

3,974 %

5,707 %

1,746 %

1,527 %

38

6,763 %

3,679 %

3,973 %

5,683 %

1,793 %

1,579 %

39

6,734 %

3,698 %

3,970 %

5,660 %

1,839 %

1,630 %

40

6,707 %

3,717 %

3,968 %

5,638 %

1,882 %

1,678 %

41

6,680 %

3,734 %

3,965 %

5,616 %

1,925 %

1,725 %

42

6,654 %

3,751 %

3,962 %

5,596 %

1,965 %

1,770 %

43

6,629 %

3,767 %

3,960 %

5,576 %

2,004 %

1,813 %

44

6,605 %

3,782 %

3,957 %

5,556 %

2,041 %

1,854 %

45

6,582 %

3,797 %

3,953 %

5,538 %

2,077 %

1,894 %

46

6,560 %

3,812 %

3,950 %

5,519 %

2,112 %

1,933 %

47

6,538 %

3,826 %

3,947 %

5,502 %

2,145 %

1,970 %

48

6,517 %

3,839 %

3,944 %

5,485 %

2,177 %

2,005 %

49

6,497 %

3,852 %

3,941 %

5,469 %

2,208 %

2,040 %

50

6,478 %

3,864 %

3,938 %

5,453 %

2,238 %

2,073 %

51

6,460 %

3,876 %

3,935 %

5,438 %

2,267 %

2,105 %

52

6,442 %

3,888 %

3,932 %

5,423 %

2,295 %

2,136 %

53

6,424 %

3,899 %

3,929 %

5,409 %

2,321 %

2,165 %

54

6,408 %

3,909 %

3,926 %

5,396 %

2,347 %

2,194 %

55

6,391 %

3,920 %

3,923 %

5,382 %

2,372 %

2,222 %

56

6,376 %

3,930 %

3,920 %

5,370 %

2,396 %

2,248 %

57

6,361 %

3,940 %

3,918 %

5,357 %

2,420 %

2,274 %

58

6,346 %

3,949 %

3,915 %

5,345 %

2,442 %

2,299 %

59

6,332 %

3,958 %

3,912 %

5,334 %

2,464 %

2,324 %

60

6,318 %

3,967 %

3,910 %

5,322 %

2,485 %

2,347 %

61

6,305 %

3,976 %

3,907 %

5,311 %

2,506 %

2,370 %

62

6,292 %

3,984 %

3,905 %

5,301 %

2,525 %

2,392 %

63

6,279 %

3,992 %

3,903 %

5,291 %

2,545 %

2,413 %

64

6,267 %

4,000 %

3,900 %

5,281 %

2,563 %

2,434 %

65

6,255 %

4,007 %

3,898 %

5,271 %

2,581 %

2,454 %

66

6,244 %

4,015 %

3,896 %

5,262 %

2,599 %

2,473 %

67

6,233 %

4,022 %

3,894 %

5,253 %

2,616 %

2,492 %

68

6,222 %

4,029 %

3,892 %

5,244 %

2,632 %

2,510 %

69

6,212 %

4,035 %

3,890 %

5,235 %

2,648 %

2,528 %

70

6,202 %

4,042 %

3,888 %

5,227 %

2,664 %

2,545 %

71

6,192 %

4,048 %

3,886 %

5,219 %

2,679 %

2,562 %

72

6,182 %

4,055 %

3,884 %

5,211 %

2,694 %

2,579 %

73

6,173 %

4,061 %

3,882 %

5,203 %

2,708 %

2,595 %

74

6,164 %

4,066 %

3,881 %

5,196 %

2,722 %

2,610 %

75

6,155 %

4,072 %

3,879 %

5,189 %

2,736 %

2,625 %

76

6,146 %

4,078 %

3,877 %

5,181 %

2,749 %

2,640 %

77

6,138 %

4,083 %

3,876 %

5,175 %

2,762 %

2,654 %

78

6,130 %

4,089 %

3,874 %

5,168 %

2,775 %

2,668 %

79

6,122 %

4,094 %

3,872 %

5,161 %

2,787 %

2,682 %

80

6,114 %

4,099 %

3,871 %

5,155 %

2,799 %

2,695 %

81

6,106 %

4,104 %

3,869 %

5,149 %

2,811 %

2,708 %

82

6,099 %

4,109 %

3,868 %

5,143 %

2,822 %

2,721 %

83

6,092 %

4,113 %

3,867 %

5,137 %

2,833 %

2,733 %

84

6,085 %

4,118 %

3,865 %

5,131 %

2,844 %

2,745 %

85

6,078 %

4,122 %

3,864 %

5,125 %

2,855 %

2,757 %

86

6,071 %

4,127 %

3,862 %

5,120 %

2,865 %

2,768 %

87

6,064 %

4,131 %

3,861 %

5,114 %

2,875 %

2,779 %

88

6,058 %

4,135 %

3,860 %

5,109 %

2,885 %

2,790 %

89

6,052 %

4,139 %

3,859 %

5,104 %

2,895 %

2,801 %

90

6,046 %

4,143 %

3,857 %

5,099 %

2,904 %

2,812 %

91

6,040 %

4,147 %

3,856 %

5,094 %

2,913 %

2,822 %

92

6,034 %

4,151 %

3,855 %

5,089 %

2,922 %

2,832 %

93

6,028 %

4,155 %

3,854 %

5,084 %

2,931 %

2,842 %

94

6,022 %

4,158 %

3,853 %

5,080 %

2,940 %

2,851 %

95

6,017 %

4,162 %

3,852 %

5,075 %

2,948 %

2,861 %

96

6,011 %

4,165 %

3,851 %

5,071 %

2,957 %

2,870 %

97

6,006 %

4,169 %

3,850 %

5,066 %

2,965 %

2,879 %

98

6,001 %

4,172 %

3,849 %

5,062 %

2,973 %

2,888 %

99

5,996 %

4,176 %

3,848 %

5,058 %

2,981 %

2,897 %

100

5,991 %

4,179 %

3,847 %

5,054 %

2,988 %

2,905 %

101

5,986 %

4,182 %

3,846 %

5,050 %

2,996 %

2,913 %

102

5,981 %

4,185 %

3,845 %

5,046 %

3,003 %

2,922 %

103

5,977 %

4,188 %

3,844 %

5,042 %

3,011 %

2,930 %

104

5,972 %

4,191 %

3,843 %

5,038 %

3,018 %

2,937 %

105

5,967 %

4,194 %

3,842 %

5,035 %

3,025 %

2,945 %

106

5,963 %

4,197 %

3,841 %

5,031 %

3,031 %

2,953 %

107

5,959 %

4,200 %

3,840 %

5,027 %

3,038 %

2,960 %

108

5,954 %

4,203 %

3,840 %

5,024 %

3,045 %

2,967 %

109

5,950 %

4,205 %

3,839 %

5,020 %

3,051 %

2,975 %

110

5,946 %

4,208 %

3,838 %

5,017 %

3,057 %

2,982 %

111

5,942 %

4,211 %

3,837 %

5,014 %

3,064 %

2,989 %

112

5,938 %

4,213 %

3,836 %

5,010 %

3,070 %

2,995 %

113

5,934 %

4,216 %

3,836 %

5,007 %

3,076 %

3,002 %

114

5,931 %

4,218 %

3,835 %

5,004 %

3,082 %

3,009 %

115

5,927 %

4,221 %

3,834 %

5,001 %

3,087 %

3,015 %

116

5,923 %

4,223 %

3,833 %

4,998 %

3,093 %

3,021 %

117

5,919 %

4,225 %

3,833 %

4,995 %

3,099 %

3,027 %

118

5,916 %

4,228 %

3,832 %

4,992 %

3,104 %

3,034 %

119

5,912 %

4,230 %

3,831 %

4,989 %

3,110 %

3,040 %

120

5,909 %

4,232 %

3,831 %

4,986 %

3,115 %

3,045 %

121

5,906 %

4,234 %

3,830 %

4,984 %

3,120 %

3,051 %

122

5,902 %

4,237 %

3,829 %

4,981 %

3,125 %

3,057 %

123

5,899 %

4,239 %

3,829 %

4,978 %

3,130 %

3,063 %

124

5,896 %

4,241 %

3,828 %

4,975 %

3,135 %

3,068 %

125

5,893 %

4,243 %

3,827 %

4,973 %

3,140 %

3,074 %

126

5,889 %

4,245 %

3,827 %

4,970 %

3,145 %

3,079 %

127

5,886 %

4,247 %

3,826 %

4,968 %

3,150 %

3,084 %

128

5,883 %

4,249 %

3,826 %

4,965 %

3,155 %

3,089 %

129

5,880 %

4,251 %

3,825 %

4,963 %

3,159 %

3,094 %

130

5,877 %

4,253 %

3,824 %

4,960 %

3,164 %

3,099 %

131

5,875 %

4,255 %

3,824 %

4,958 %

3,168 %

3,104 %

132

5,872 %

4,257 %

3,823 %

4,956 %

3,173 %

3,109 %

133

5,869 %

4,258 %

3,823 %

4,953 %

3,177 %

3,114 %

134

5,866 %

4,260 %

3,822 %

4,951 %

3,181 %

3,119 %

135

5,863 %

4,262 %

3,822 %

4,949 %

3,185 %

3,124 %

136

5,861 %

4,264 %

3,821 %

4,947 %

3,189 %

3,128 %

137

5,858 %

4,265 %

3,821 %

4,945 %

3,194 %

3,133 %

138

5,856 %

4,267 %

3,820 %

4,942 %

3,198 %

3,137 %

139

5,853 %

4,269 %

3,820 %

4,940 %

3,202 %

3,141 %

140

5,850 %

4,270 %

3,819 %

4,938 %

3,205 %

3,146 %

141

5,848 %

4,272 %

3,819 %

4,936 %

3,209 %

3,150 %

142

5,845 %

4,274 %

3,818 %

4,934 %

3,213 %

3,154 %

143

5,843 %

4,275 %

3,818 %

4,932 %

3,217 %

3,158 %

144

5,841 %

4,277 %

3,817 %

4,930 %

3,221 %

3,163 %

145

5,838 %

4,278 %

3,817 %

4,928 %

3,224 %

3,167 %

146

5,836 %

4,280 %

3,816 %

4,926 %

3,228 %

3,171 %

147

5,834 %

4,281 %

3,816 %

4,925 %

3,231 %

3,175 %

148

5,831 %

4,283 %

3,815 %

4,923 %

3,235 %

3,178 %

149

5,829 %

4,284 %

3,815 %

4,921 %

3,238 %

3,182 %

150

5,827 %

4,286 %

3,814 %

4,919 %

3,242 %

3,186 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 8,466 % | 0,062 % | -0,116 % |
| 2 | 9,188 % | 0,024 % | -0,122 % |
| 3 | 9,694 % | 0,032 % | -0,127 % |
| 4 | 10,213 % | 0,067 % | -0,125 % |
| 5 | 10,732 % | 0,126 % | -0,119 % |
| 6 | 11,234 % | 0,196 % | -0,108 % |
| 7 | 11,754 % | 0,262 % | -0,093 % |
| 8 | 12,303 % | 0,332 % | -0,074 % |
| 9 | 12,798 % | 0,391 % | -0,053 % |
| 10 | 13,156 % | 0,443 % | -0,030 % |
| 11 | 13,389 % | 0,489 % | -0,007 % |
| 12 | 13,528 % | 0,528 % | 0,015 % |
| 13 | 13,592 % | 0,560 % | 0,037 % |
| 14 | 13,598 % | 0,588 % | 0,059 % |
| 15 | 13,557 % | 0,612 % | 0,083 % |
| 16 | 13,479 % | 0,635 % | 0,108 % |
| 17 | 13,372 % | 0,656 % | 0,131 % |
| 18 | 13,243 % | 0,674 % | 0,150 % |
| 19 | 13,095 % | 0,688 % | 0,163 % |
| 20 | 12,935 % | 0,697 % | 0,168 % |
| 21 | 12,766 % | 0,703 % | 0,167 % |
| 22 | 12,591 % | 0,707 % | 0,162 % |
| 23 | 12,413 % | 0,710 % | 0,157 % |
| 24 | 12,234 % | 0,715 % | 0,155 % |
| 25 | 12,055 % | 0,723 % | 0,156 % |
| 26 | 11,878 % | 0,732 % | 0,163 % |
| 27 | 11,705 % | 0,740 % | 0,176 % |
| 28 | 11,535 % | 0,745 % | 0,195 % |
| 29 | 11,370 % | 0,743 % | 0,221 % |
| 30 | 11,209 % | 0,732 % | 0,255 % |
| 31 | 11,054 % | 0,713 % | 0,296 % |
| 32 | 10,904 % | 0,689 % | 0,343 % |
| 33 | 10,760 % | 0,661 % | 0,394 % |
| 34 | 10,622 % | 0,633 % | 0,447 % |
| 35 | 10,488 % | 0,607 % | 0,503 % |
| 36 | 10,360 % | 0,582 % | 0,558 % |
| 37 | 10,237 % | 0,561 % | 0,615 % |
| 38 | 10,120 % | 0,543 % | 0,671 % |
| 39 | 10,007 % | 0,528 % | 0,726 % |
| 40 | 9,898 % | 0,517 % | 0,781 % |
| 41 | 9,794 % | 0,511 % | 0,835 % |
| 42 | 9,695 % | 0,508 % | 0,888 % |
| 43 | 9,599 % | 0,509 % | 0,939 % |
| 44 | 9,508 % | 0,513 % | 0,989 % |
| 45 | 9,420 % | 0,522 % | 1,038 % |
| 46 | 9,335 % | 0,534 % | 1,086 % |
| 47 | 9,254 % | 0,549 % | 1,132 % |
| 48 | 9,176 % | 0,568 % | 1,177 % |
| 49 | 9,101 % | 0,590 % | 1,220 % |
| 50 | 9,029 % | 0,616 % | 1,263 % |
| 51 | 8,960 % | 0,646 % | 1,303 % |
| 52 | 8,893 % | 0,679 % | 1,343 % |
| 53 | 8,829 % | 0,713 % | 1,382 % |
| 54 | 8,767 % | 0,749 % | 1,419 % |
| 55 | 8,707 % | 0,786 % | 1,455 % |
| 56 | 8,649 % | 0,824 % | 1,490 % |
| 57 | 8,593 % | 0,863 % | 1,524 % |
| 58 | 8,539 % | 0,901 % | 1,557 % |
| 59 | 8,487 % | 0,940 % | 1,588 % |
| 60 | 8,437 % | 0,978 % | 1,619 % |
| 61 | 8,389 % | 1,016 % | 1,649 % |
| 62 | 8,341 % | 1,053 % | 1,678 % |
| 63 | 8,296 % | 1,091 % | 1,707 % |
| 64 | 8,252 % | 1,127 % | 1,734 % |
| 65 | 8,209 % | 1,163 % | 1,761 % |
| 66 | 8,167 % | 1,199 % | 1,787 % |
| 67 | 8,127 % | 1,233 % | 1,812 % |
| 68 | 8,088 % | 1,267 % | 1,836 % |
| 69 | 8,050 % | 1,301 % | 1,860 % |
| 70 | 8,013 % | 1,333 % | 1,883 % |
| 71 | 7,978 % | 1,365 % | 1,905 % |
| 72 | 7,943 % | 1,397 % | 1,927 % |
| 73 | 7,909 % | 1,427 % | 1,949 % |
| 74 | 7,876 % | 1,457 % | 1,969 % |
| 75 | 7,844 % | 1,487 % | 1,989 % |
| 76 | 7,813 % | 1,515 % | 2,009 % |
| 77 | 7,783 % | 1,543 % | 2,028 % |
| 78 | 7,753 % | 1,571 % | 2,047 % |
| 79 | 7,724 % | 1,597 % | 2,065 % |
| 80 | 7,696 % | 1,624 % | 2,083 % |
| 81 | 7,669 % | 1,649 % | 2,100 % |
| 82 | 7,642 % | 1,674 % | 2,117 % |
| 83 | 7,616 % | 1,699 % | 2,134 % |
| 84 | 7,591 % | 1,722 % | 2,150 % |
| 85 | 7,566 % | 1,746 % | 2,166 % |
| 86 | 7,541 % | 1,769 % | 2,181 % |
| 87 | 7,518 % | 1,791 % | 2,196 % |
| 88 | 7,495 % | 1,813 % | 2,211 % |
| 89 | 7,472 % | 1,834 % | 2,225 % |
| 90 | 7,450 % | 1,855 % | 2,239 % |
| 91 | 7,428 % | 1,876 % | 2,253 % |
| 92 | 7,407 % | 1,896 % | 2,266 % |
| 93 | 7,386 % | 1,916 % | 2,280 % |
| 94 | 7,366 % | 1,935 % | 2,293 % |
| 95 | 7,346 % | 1,954 % | 2,305 % |
| 96 | 7,327 % | 1,972 % | 2,318 % |
| 97 | 7,308 % | 1,990 % | 2,330 % |
| 98 | 7,289 % | 2,008 % | 2,342 % |
| 99 | 7,271 % | 2,026 % | 2,353 % |
| 100 | 7,253 % | 2,043 % | 2,365 % |
| 101 | 7,236 % | 2,059 % | 2,376 % |
| 102 | 7,219 % | 2,076 % | 2,387 % |
| 103 | 7,202 % | 2,092 % | 2,397 % |
| 104 | 7,185 % | 2,108 % | 2,408 % |
| 105 | 7,169 % | 2,123 % | 2,418 % |
| 106 | 7,153 % | 2,138 % | 2,429 % |
| 107 | 7,138 % | 2,153 % | 2,438 % |
| 108 | 7,122 % | 2,168 % | 2,448 % |
| 109 | 7,107 % | 2,182 % | 2,458 % |
| 110 | 7,093 % | 2,197 % | 2,467 % |
| 111 | 7,078 % | 2,210 % | 2,477 % |
| 112 | 7,064 % | 2,224 % | 2,486 % |
| 113 | 7,050 % | 2,237 % | 2,495 % |
| 114 | 7,036 % | 2,251 % | 2,503 % |
| 115 | 7,023 % | 2,264 % | 2,512 % |
| 116 | 7,010 % | 2,276 % | 2,520 % |
| 117 | 6,997 % | 2,289 % | 2,529 % |
| 118 | 6,984 % | 2,301 % | 2,537 % |
| 119 | 6,971 % | 2,313 % | 2,545 % |
| 120 | 6,959 % | 2,325 % | 2,553 % |
| 121 | 6,947 % | 2,337 % | 2,561 % |
| 122 | 6,935 % | 2,348 % | 2,568 % |
| 123 | 6,923 % | 2,360 % | 2,576 % |
| 124 | 6,912 % | 2,371 % | 2,583 % |
| 125 | 6,900 % | 2,382 % | 2,591 % |
| 126 | 6,889 % | 2,392 % | 2,598 % |
| 127 | 6,878 % | 2,403 % | 2,605 % |
| 128 | 6,867 % | 2,414 % | 2,612 % |
| 129 | 6,857 % | 2,424 % | 2,619 % |
| 130 | 6,846 % | 2,434 % | 2,625 % |
| 131 | 6,836 % | 2,444 % | 2,632 % |
| 132 | 6,826 % | 2,454 % | 2,639 % |
| 133 | 6,816 % | 2,463 % | 2,645 % |
| 134 | 6,806 % | 2,473 % | 2,651 % |
| 135 | 6,796 % | 2,482 % | 2,658 % |
| 136 | 6,786 % | 2,492 % | 2,664 % |
| 137 | 6,777 % | 2,501 % | 2,670 % |
| 138 | 6,768 % | 2,510 % | 2,676 % |
| 139 | 6,758 % | 2,519 % | 2,682 % |
| 140 | 6,749 % | 2,527 % | 2,688 % |
| 141 | 6,740 % | 2,536 % | 2,693 % |
| 142 | 6,732 % | 2,545 % | 2,699 % |
| 143 | 6,723 % | 2,553 % | 2,705 % |
| 144 | 6,715 % | 2,561 % | 2,710 % |
| 145 | 6,706 % | 2,569 % | 2,716 % |
| 146 | 6,698 % | 2,577 % | 2,721 % |
| 147 | 6,690 % | 2,585 % | 2,726 % |
| 148 | 6,681 % | 2,593 % | 2,731 % |
| 149 | 6,674 % | 2,601 % | 2,737 % |
| 150 | 6,666 % | 2,608 % | 2,742 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

8,466 %

0,062 %

-0,116 %

2

9,188 %

0,024 %

-0,122 %

3

9,694 %

0,032 %

-0,127 %

4

10,213 %

0,067 %

-0,125 %

5

10,732 %

0,126 %

-0,119 %

6

11,234 %

0,196 %

-0,108 %

7

11,754 %

0,262 %

-0,093 %

8

12,303 %

0,332 %

-0,074 %

9

12,798 %

0,391 %

-0,053 %

10

13,156 %

0,443 %

-0,030 %

11

13,389 %

0,489 %

-0,007 %

12

13,528 %

0,528 %

0,015 %

13

13,592 %

0,560 %

0,037 %

14

13,598 %

0,588 %

0,059 %

15

13,557 %

0,612 %

0,083 %

16

13,479 %

0,635 %

0,108 %

17

13,372 %

0,656 %

0,131 %

18

13,243 %

0,674 %

0,150 %

19

13,095 %

0,688 %

0,163 %

20

12,935 %

0,697 %

0,168 %

21

12,766 %

0,703 %

0,167 %

22

12,591 %

0,707 %

0,162 %

23

12,413 %

0,710 %

0,157 %

24

12,234 %

0,715 %

0,155 %

25

12,055 %

0,723 %

0,156 %

26

11,878 %

0,732 %

0,163 %

27

11,705 %

0,740 %

0,176 %

28

11,535 %

0,745 %

0,195 %

29

11,370 %

0,743 %

0,221 %

30

11,209 %

0,732 %

0,255 %

31

11,054 %

0,713 %

0,296 %

32

10,904 %

0,689 %

0,343 %

33

10,760 %

0,661 %

0,394 %

34

10,622 %

0,633 %

0,447 %

35

10,488 %

0,607 %

0,503 %

36

10,360 %

0,582 %

0,558 %

37

10,237 %

0,561 %

0,615 %

38

10,120 %

0,543 %

0,671 %

39

10,007 %

0,528 %

0,726 %

40

9,898 %

0,517 %

0,781 %

41

9,794 %

0,511 %

0,835 %

42

9,695 %

0,508 %

0,888 %

43

9,599 %

0,509 %

0,939 %

44

9,508 %

0,513 %

0,989 %

45

9,420 %

0,522 %

1,038 %

46

9,335 %

0,534 %

1,086 %

47

9,254 %

0,549 %

1,132 %

48

9,176 %

0,568 %

1,177 %

49

9,101 %

0,590 %

1,220 %

50

9,029 %

0,616 %

1,263 %

51

8,960 %

0,646 %

1,303 %

52

8,893 %

0,679 %

1,343 %

53

8,829 %

0,713 %

1,382 %

54

8,767 %

0,749 %

1,419 %

55

8,707 %

0,786 %

1,455 %

56

8,649 %

0,824 %

1,490 %

57

8,593 %

0,863 %

1,524 %

58

8,539 %

0,901 %

1,557 %

59

8,487 %

0,940 %

1,588 %

60

8,437 %

0,978 %

1,619 %

61

8,389 %

1,016 %

1,649 %

62

8,341 %

1,053 %

1,678 %

63

8,296 %

1,091 %

1,707 %

64

8,252 %

1,127 %

1,734 %

65

8,209 %

1,163 %

1,761 %

66

8,167 %

1,199 %

1,787 %

67

8,127 %

1,233 %

1,812 %

68

8,088 %

1,267 %

1,836 %

69

8,050 %

1,301 %

1,860 %

70

8,013 %

1,333 %

1,883 %

71

7,978 %

1,365 %

1,905 %

72

7,943 %

1,397 %

1,927 %

73

7,909 %

1,427 %

1,949 %

74

7,876 %

1,457 %

1,969 %

75

7,844 %

1,487 %

1,989 %

76

7,813 %

1,515 %

2,009 %

77

7,783 %

1,543 %

2,028 %

78

7,753 %

1,571 %

2,047 %

79

7,724 %

1,597 %

2,065 %

80

7,696 %

1,624 %

2,083 %

81

7,669 %

1,649 %

2,100 %

82

7,642 %

1,674 %

2,117 %

83

7,616 %

1,699 %

2,134 %

84

7,591 %

1,722 %

2,150 %

85

7,566 %

1,746 %

2,166 %

86

7,541 %

1,769 %

2,181 %

87

7,518 %

1,791 %

2,196 %

88

7,495 %

1,813 %

2,211 %

89

7,472 %

1,834 %

2,225 %

90

7,450 %

1,855 %

2,239 %

91

7,428 %

1,876 %

2,253 %

92

7,407 %

1,896 %

2,266 %

93

7,386 %

1,916 %

2,280 %

94

7,366 %

1,935 %

2,293 %

95

7,346 %

1,954 %

2,305 %

96

7,327 %

1,972 %

2,318 %

97

7,308 %

1,990 %

2,330 %

98

7,289 %

2,008 %

2,342 %

99

7,271 %

2,026 %

2,353 %

100

7,253 %

2,043 %

2,365 %

101

7,236 %

2,059 %

2,376 %

102

7,219 %

2,076 %

2,387 %

103

7,202 %

2,092 %

2,397 %

104

7,185 %

2,108 %

2,408 %

105

7,169 %

2,123 %

2,418 %

106

7,153 %

2,138 %

2,429 %

107

7,138 %

2,153 %

2,438 %

108

7,122 %

2,168 %

2,448 %

109

7,107 %

2,182 %

2,458 %

110

7,093 %

2,197 %

2,467 %

111

7,078 %

2,210 %

2,477 %

112

7,064 %

2,224 %

2,486 %

113

7,050 %

2,237 %

2,495 %

114

7,036 %

2,251 %

2,503 %

115

7,023 %

2,264 %

2,512 %

116

7,010 %

2,276 %

2,520 %

117

6,997 %

2,289 %

2,529 %

118

6,984 %

2,301 %

2,537 %

119

6,971 %

2,313 %

2,545 %

120

6,959 %

2,325 %

2,553 %

121

6,947 %

2,337 %

2,561 %

122

6,935 %

2,348 %

2,568 %

123

6,923 %

2,360 %

2,576 %

124

6,912 %

2,371 %

2,583 %

125

6,900 %

2,382 %

2,591 %

126

6,889 %

2,392 %

2,598 %

127

6,878 %

2,403 %

2,605 %

128

6,867 %

2,414 %

2,612 %

129

6,857 %

2,424 %

2,619 %

130

6,846 %

2,434 %

2,625 %

131

6,836 %

2,444 %

2,632 %

132

6,826 %

2,454 %

2,639 %

133

6,816 %

2,463 %

2,645 %

134

6,806 %

2,473 %

2,651 %

135

6,796 %

2,482 %

2,658 %

136

6,786 %

2,492 %

2,664 %

137

6,777 %

2,501 %

2,670 %

138

6,768 %

2,510 %

2,676 %

139

6,758 %

2,519 %

2,682 %

140

6,749 %

2,527 %

2,688 %

141

6,740 %

2,536 %

2,693 %

142

6,732 %

2,545 %

2,699 %

143

6,723 %

2,553 %

2,705 %

144

6,715 %

2,561 %

2,710 %

145

6,706 %

2,569 %

2,716 %

146

6,698 %

2,577 %

2,721 %

147

6,690 %

2,585 %

2,726 %

148

6,681 %

2,593 %

2,731 %

149

6,674 %

2,601 %

2,737 %

150

6,666 %

2,608 %

2,742 %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 31 | 5 | 0 | 25 | 1 |
| 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 |
| 3 | 0 | 1 | 44 | 5 | 1 | 46 | 0 |
| 4 | 0 | 2 | 47 | 5 | 3 | 47 | 0 |
| 5 | 0 | 4 | 51 | 5 | 4 | 50 | 0 |
| 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 |
| 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 |
| 8 | 2 | 6 | 58 | 5 | 11 | 53 | 0 |
| 9 | 3 | 7 | 60 | 5 | 12 | 51 | 0 |
| 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

31

5

0

25

1

2

0

0

39

5

0

41

0

3

0

1

44

5

1

46

0

4

0

2

47

5

3

47

0

5

0

4

51

5

4

50

0

6

1

5

54

5

6

53

0

7

2

5

57

5

9

54

0

8

2

6

58

5

11

53

0

9

3

7

60

5

12

51

0

10

3

8

62

5

13

50

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 388 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 241 | 4 | 22 |
| 3 | 1 | 0 | 0 | 0 | 214 | 4 | 25 |
| 4 | 2 | 0 | 0 | 0 | 186 | 4 | 26 |
| 5 | 4 | 0 | 0 | 0 | 171 | 4 | 27 |
| 6 | 5 | 0 | 0 | 0 | 168 | 4 | 28 |
| 7 | 5 | 0 | 0 | 0 | 165 | 4 | 29 |
| 8 | 6 | 0 | 1 | 0 | 169 | 2 | 30 |
| 9 | 7 | 0 | 2 | 0 | 171 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 173 | 4 | 31 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

388

4

16

2

0

0

0

0

241

4

22

3

1

0

0

0

214

4

25

4

2

0

0

0

186

4

26

5

4

0

0

0

171

4

27

6

5

0

0

0

168

4

28

7

5

0

0

0

165

4

29

8

6

0

1

0

169

2

30

9

7

0

2

0

171

1

30

10

8

0

3

0

173

4

31

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 |
| 2 | 14 | 11 | 11 | 0 | 22 | 0 | 4 |
| 3 | 19 | 14 | 15 | 0 | 25 | 0 | 4 |
| 4 | 22 | 16 | 17 | 0 | 26 | 0 | 4 |
| 5 | 24 | 18 | 19 | 0 | 27 | 0 | 4 |
| 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 |
| 7 | 27 | 21 | 22 | 0 | 29 | 0 | 4 |
| 8 | 28 | 22 | 23 | 1 | 30 | 0 | 4 |
| 9 | 30 | 23 | 24 | 2 | 30 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 31 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

5

0

16

0

4

2

14

11

11

0

22

0

4

3

19

14

15

0

25

0

4

4

22

16

17

0

26

0

4

5

24

18

19

0

27

0

4

6

25

19

20

0

28

0

4

7

27

21

22

0

29

0

4

8

28

22

23

1

30

0

4

9

30

23

24

2

30

0

4

10

31

23

25

2

31

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 41 | 17 | 15 | 21 | 11 | 0 | 0 |
| 3 | 46 | 19 | 18 | 25 | 15 | 0 | 0 |
| 4 | 47 | 20 | 19 | 30 | 17 | 0 | 0 |
| 5 | 50 | 21 | 20 | 33 | 19 | 0 | 0 |
| 6 | 53 | 23 | 22 | 36 | 20 | 0 | 0 |
| 7 | 54 | 24 | 23 | 38 | 22 | 0 | 0 |
| 8 | 53 | 26 | 24 | 39 | 23 | 0 | 0 |
| 9 | 51 | 27 | 25 | 40 | 24 | 0 | 0 |
| 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

25

9

12

18

5

0

0

2

41

17

15

21

11

0

0

3

46

19

18

25

15

0

0

4

47

20

19

30

17

0

0

5

50

21

20

33

19

0

0

6

53

23

22

36

20

0

0

7

54

24

23

38

22

0

0

8

53

26

24

39

23

0

0

9

51

27

25

40

24

0

0

10

50

25

25

40

25

0

0

| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

19

3

0

0

0

0

12

0

18

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

16

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

15

9

0

0

0

0

12

0

16

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 29 | 0 | 10 | 0 | 0 | 10 |
| 4 | 2 | 36 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 38 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

11

0

10

0

0

9

2

0

18

0

10

0

0

9

3

2

29

0

10

0

0

10

4

2

36

0

10

0

0

10

5

3

38

0

10

0

0

10

6

3

41

0

10

0

0

10

7

4

43

0

10

0

0

10

8

7

41

0

10

0

0

10

9

5

38

0

10

0

0

10

10

5

41

0

10

1

0

10

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 8 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 9 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 10 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 12 | 15 | 0 | 4 |
| 9 | 0 | 17 | 0 | 12 | 15 | 0 | 4 |
| 10 | 0 | 17 | 0 | 13 | 15 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

6

9

1

4

2

0

0

0

8

12

0

4

3

0

0

0

9

12

0

4

4

0

0

0

8

14

0

4

5

0

1

0

8

15

0

4

6

0

5

0

9

15

0

4

7

0

7

0

10

15

0

4

8

0

11

0

12

15

0

4

9

0

17

0

12

15

0

4

10

0

17

0

13

15

0

4

| Duration (in years) | United States |
| --- | --- |
| 1 | 0 |
| 2 | 0 |
| 3 | 0 |
| 4 | 0 |
| 5 | 0 |
| 6 | 0 |
| 7 | 0 |
| 8 | 0 |
| 9 | 0 |
| 10 | 0 |

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 45 | 118 | 232 | 548 | 1186 |
| 2 | 6 | 20 | 45 | 118 | 232 | 548 | 954 |
| 3 | 7 | 22 | 46 | 112 | 228 | 545 | 778 |
| 4 | 9 | 25 | 48 | 114 | 227 | 544 | 644 |
| 5 | 10 | 27 | 53 | 117 | 227 | 544 | 544 |
| 6 | 11 | 30 | 57 | 122 | 227 | 544 | 544 |
| 7 | 12 | 32 | 59 | 124 | 227 | 544 | 544 |
| 8 | 12 | 33 | 58 | 123 | 227 | 544 | 544 |
| 9 | 13 | 33 | 58 | 122 | 227 | 544 | 544 |
| 10 | 13 | 35 | 59 | 122 | 227 | 544 | 544 |
| 11 | 14 | 36 | 59 | 122 | 227 | 544 | 544 |
| 12 | 14 | 37 | 59 | 122 | 227 | 544 | 544 |
| 13 | 14 | 37 | 59 | 122 | 227 | 544 | 544 |
| 14 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 15 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 16 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 17 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 18 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 19 | 15 | 37 | 59 | 122 | 227 | 544 | 544 |
| 20 | 16 | 37 | 59 | 122 | 227 | 544 | 544 |
| 21 | 16 | 37 | 59 | 122 | 227 | 544 | 544 |
| 22 | 17 | 37 | 59 | 122 | 227 | 544 | 544 |
| 23 | 17 | 37 | 59 | 122 | 227 | 544 | 544 |
| 24 | 18 | 37 | 59 | 122 | 227 | 544 | 544 |
| 25 | 18 | 37 | 59 | 122 | 227 | 544 | 544 |
| 26 | 20 | 37 | 59 | 122 | 227 | 544 | 544 |
| 27 | 21 | 37 | 59 | 122 | 227 | 544 | 544 |
| 28 | 21 | 37 | 59 | 122 | 227 | 544 | 544 |
| 29 | 22 | 37 | 59 | 122 | 227 | 544 | 544 |
| 30 | 22 | 37 | 59 | 122 | 227 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

20

45

118

232

548

1186

2

6

20

45

118

232

548

954

3

7

22

46

112

228

545

778

4

9

25

48

114

227

544

644

5

10

27

53

117

227

544

544

6

11

30

57

122

227

544

544

7

12

32

59

124

227

544

544

8

12

33

58

123

227

544

544

9

13

33

58

122

227

544

544

10

13

35

59

122

227

544

544

11

14

36

59

122

227

544

544

12

14

37

59

122

227

544

544

13

14

37

59

122

227

544

544

14

15

37

59

122

227

544

544

15

15

37

59

122

227

544

544

16

15

37

59

122

227

544

544

17

15

37

59

122

227

544

544

18

15

37

59

122

227

544

544

19

15

37

59

122

227

544

544

20

16

37

59

122

227

544

544

21

16

37

59

122

227

544

544

22

17

37

59

122

227

544

544

23

17

37

59

122

227

544

544

24

18

37

59

122

227

544

544

25

18

37

59

122

227

544

544

26

20

37

59

122

227

544

544

27

21

37

59

122

227

544

544

28

21

37

59

122

227

544

544

29

22

37

59

122

227

544

544

30

22

37

59

122

227

544

544

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 14 | 27 | 52 | 125 | 239 | 556 | 1198 |
| 2 | 15 | 29 | 54 | 127 | 241 | 557 | 965 |
| 3 | 17 | 32 | 55 | 121 | 237 | 554 | 787 |
| 4 | 18 | 34 | 58 | 123 | 236 | 553 | 652 |
| 5 | 19 | 36 | 62 | 126 | 236 | 552 | 552 |
| 6 | 19 | 38 | 65 | 130 | 235 | 552 | 552 |
| 7 | 20 | 39 | 66 | 132 | 234 | 551 | 551 |
| 8 | 19 | 39 | 65 | 130 | 234 | 550 | 550 |
| 9 | 19 | 40 | 65 | 128 | 233 | 550 | 550 |
| 10 | 19 | 40 | 64 | 128 | 233 | 549 | 549 |
| 11 | 19 | 41 | 64 | 127 | 232 | 549 | 549 |
| 12 | 19 | 41 | 63 | 127 | 231 | 548 | 548 |
| 13 | 18 | 41 | 63 | 126 | 231 | 548 | 548 |
| 14 | 18 | 41 | 62 | 126 | 230 | 547 | 547 |
| 15 | 18 | 40 | 62 | 125 | 230 | 547 | 547 |
| 16 | 17 | 40 | 61 | 125 | 229 | 546 | 546 |
| 17 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 18 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 19 | 17 | 40 | 61 | 124 | 229 | 546 | 546 |
| 20 | 17 | 40 | 62 | 125 | 230 | 546 | 546 |
| 21 | 18 | 40 | 62 | 125 | 230 | 547 | 547 |
| 22 | 18 | 41 | 62 | 125 | 230 | 547 | 547 |
| 23 | 18 | 41 | 62 | 125 | 230 | 547 | 547 |
| 24 | 18 | 41 | 62 | 126 | 230 | 547 | 547 |
| 25 | 20 | 41 | 62 | 126 | 230 | 547 | 547 |
| 26 | 20 | 41 | 62 | 126 | 230 | 547 | 547 |
| 27 | 21 | 41 | 62 | 126 | 230 | 547 | 547 |
| 28 | 21 | 41 | 62 | 125 | 230 | 547 | 547 |
| 29 | 22 | 41 | 62 | 125 | 230 | 547 | 547 |
| 30 | 22 | 41 | 62 | 125 | 230 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

27

52

125

239

556

1198

2

15

29

54

127

241

557

965

3

17

32

55

121

237

554

787

4

18

34

58

123

236

553

652

5

19

36

62

126

236

552

552

6

19

38

65

130

235

552

552

7

20

39

66

132

234

551

551

8

19

39

65

130

234

550

550

9

19

40

65

128

233

550

550

10

19

40

64

128

233

549

549

11

19

41

64

127

232

549

549

12

19

41

63

127

231

548

548

13

18

41

63

126

231

548

548

14

18

41

62

126

230

547

547

15

18

40

62

125

230

547

547

16

17

40

61

125

229

546

546

17

17

40

61

124

229

546

546

18

17

40

61

124

229

546

546

19

17

40

61

124

229

546

546

20

17

40

62

125

230

546

546

21

18

40

62

125

230

547

547

22

18

41

62

125

230

547

547

23

18

41

62

125

230

547

547

24

18

41

62

126

230

547

547

25

20

41

62

126

230

547

547

26

20

41

62

126

230

547

547

27

21

41

62

126

230

547

547

28

21

41

62

125

230

547

547

29

22

41

62

125

230

547

547

30

22

41

62

125

230

547

547

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 44 | 118 | 231 | 548 | 1186 |
| 2 | 6 | 20 | 44 | 118 | 231 | 548 | 954 |
| 3 | 7 | 22 | 45 | 111 | 228 | 544 | 778 |
| 4 | 8 | 25 | 48 | 114 | 227 | 543 | 644 |
| 5 | 10 | 27 | 53 | 117 | 227 | 543 | 543 |
| 6 | 11 | 29 | 57 | 121 | 227 | 543 | 543 |
| 7 | 12 | 32 | 59 | 124 | 227 | 543 | 543 |
| 8 | 12 | 32 | 58 | 123 | 227 | 543 | 543 |
| 9 | 12 | 33 | 58 | 122 | 227 | 543 | 543 |
| 10 | 13 | 34 | 58 | 122 | 227 | 543 | 543 |
| 11 | 14 | 36 | 59 | 122 | 227 | 543 | 543 |
| 12 | 14 | 36 | 59 | 122 | 227 | 543 | 543 |
| 13 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 14 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 15 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 16 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 17 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 18 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 19 | 14 | 37 | 59 | 122 | 227 | 543 | 543 |
| 20 | 16 | 37 | 59 | 122 | 227 | 543 | 543 |
| 21 | 16 | 37 | 59 | 122 | 227 | 543 | 543 |
| 22 | 17 | 37 | 59 | 122 | 227 | 543 | 543 |
| 23 | 17 | 37 | 59 | 122 | 227 | 543 | 543 |
| 24 | 18 | 37 | 59 | 122 | 227 | 543 | 543 |
| 25 | 18 | 37 | 59 | 122 | 227 | 543 | 543 |
| 26 | 20 | 37 | 59 | 122 | 227 | 543 | 543 |
| 27 | 21 | 37 | 59 | 122 | 227 | 543 | 543 |
| 28 | 21 | 37 | 59 | 122 | 227 | 543 | 543 |
| 29 | 22 | 37 | 59 | 122 | 227 | 543 | 543 |
| 30 | 22 | 37 | 59 | 122 | 227 | 543 | 543 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

20

44

118

231

548

1186

2

6

20

44

118

231

548

954

3

7

22

45

111

228

544

778

4

8

25

48

114

227

543

644

5

10

27

53

117

227

543

543

6

11

29

57

121

227

543

543

7

12

32

59

124

227

543

543

8

12

32

58

123

227

543

543

9

12

33

58

122

227

543

543

10

13

34

58

122

227

543

543

11

14

36

59

122

227

543

543

12

14

36

59

122

227

543

543

13

14

37

59

122

227

543

543

14

14

37

59

122

227

543

543

15

14

37

59

122

227

543

543

16

14

37

59

122

227

543

543

17

14

37

59

122

227

543

543

18

14

37

59

122

227

543

543

19

14

37

59

122

227

543

543

20

16

37

59

122

227

543

543

21

16

37

59

122

227

543

543

22

17

37

59

122

227

543

543

23

17

37

59

122

227

543

543

24

18

37

59

122

227

543

543

25

18

37

59

122

227

543

543

26

20

37

59

122

227

543

543

27

21

37

59

122

227

543

543

28

21

37

59

122

227

543

543

29

22

37

59

122

227

543

543

30

22

37

59

122

227

543

543

2.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 80 | 93 | 118 | 191 | 305 | 622 | 1199 |
| 2 | 76 | 90 | 114 | 188 | 301 | 618 | 968 |
| 3 | 80 | 95 | 118 | 184 | 300 | 617 | 792 |
| 4 | 79 | 95 | 119 | 184 | 297 | 614 | 658 |
| 5 | 78 | 95 | 122 | 185 | 295 | 612 | 612 |
| 6 | 77 | 96 | 123 | 188 | 293 | 610 | 610 |
| 7 | 77 | 96 | 123 | 189 | 291 | 608 | 608 |
| 8 | 76 | 96 | 122 | 186 | 290 | 607 | 607 |
| 9 | 75 | 96 | 121 | 184 | 289 | 606 | 606 |
| 10 | 72 | 93 | 117 | 181 | 285 | 602 | 602 |
| 11 | 70 | 92 | 115 | 178 | 283 | 600 | 600 |
| 12 | 69 | 91 | 114 | 177 | 282 | 598 | 598 |
| 13 | 68 | 91 | 113 | 176 | 281 | 598 | 598 |
| 14 | 68 | 91 | 112 | 176 | 280 | 597 | 597 |
| 15 | 68 | 91 | 112 | 175 | 280 | 597 | 597 |
| 16 | 67 | 90 | 112 | 175 | 279 | 596 | 596 |
| 17 | 67 | 90 | 111 | 174 | 279 | 596 | 596 |
| 18 | 66 | 89 | 111 | 174 | 278 | 595 | 595 |
| 19 | 65 | 88 | 110 | 173 | 278 | 594 | 594 |
| 20 | 65 | 88 | 109 | 172 | 277 | 594 | 594 |
| 21 | 64 | 87 | 109 | 172 | 276 | 593 | 593 |
| 22 | 63 | 86 | 108 | 171 | 276 | 592 | 592 |
| 23 | 62 | 85 | 107 | 170 | 275 | 591 | 591 |
| 24 | 61 | 84 | 106 | 169 | 274 | 590 | 590 |
| 25 | 60 | 83 | 105 | 168 | 273 | 589 | 589 |
| 26 | 59 | 82 | 104 | 167 | 272 | 588 | 588 |
| 27 | 58 | 81 | 103 | 166 | 271 | 587 | 587 |
| 28 | 57 | 80 | 102 | 165 | 270 | 586 | 586 |
| 29 | 56 | 79 | 101 | 164 | 268 | 585 | 585 |
| 30 | 55 | 78 | 100 | 163 | 267 | 584 | 584 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

93

118

191

305

622

1199

2

76

90

114

188

301

618

968

3

80

95

118

184

300

617

792

4

79

95

119

184

297

614

658

5

78

95

122

185

295

612

612

6

77

96

123

188

293

610

610

7

77

96

123

189

291

608

608

8

76

96

122

186

290

607

607

9

75

96

121

184

289

606

606

10

72

93

117

181

285

602

602

11

70

92

115

178

283

600

600

12

69

91

114

177

282

598

598

13

68

91

113

176

281

598

598

14

68

91

112

176

280

597

597

15

68

91

112

175

280

597

597

16

67

90

112

175

279

596

596

17

67

90

111

174

279

596

596

18

66

89

111

174

278

595

595

19

65

88

110

173

278

594

594

20

65

88

109

172

277

594

594

21

64

87

109

172

276

593

593

22

63

86

108

171

276

592

592

23

62

85

107

170

275

591

591

24

61

84

106

169

274

590

590

25

60

83

105

168

273

589

589

26

59

82

104

167

272

588

588

27

58

81

103

166

271

587

587

28

57

80

102

165

270

586

586

29

56

79

101

164

268

585

585

30

55

78

100

163

267

584

584

2.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 24 | 48 | 122 | 235 | 552 | 1192 |
| 2 | 12 | 26 | 50 | 124 | 237 | 554 | 959 |
| 3 | 14 | 29 | 52 | 118 | 235 | 551 | 782 |
| 4 | 16 | 32 | 55 | 121 | 234 | 551 | 648 |
| 5 | 17 | 35 | 61 | 124 | 234 | 551 | 551 |
| 6 | 18 | 37 | 64 | 129 | 234 | 551 | 551 |
| 7 | 19 | 39 | 66 | 131 | 234 | 550 | 550 |
| 8 | 19 | 39 | 65 | 129 | 233 | 550 | 550 |
| 9 | 19 | 39 | 64 | 128 | 233 | 550 | 550 |
| 10 | 19 | 40 | 64 | 128 | 232 | 549 | 549 |
| 11 | 19 | 41 | 64 | 127 | 232 | 549 | 549 |
| 12 | 19 | 42 | 64 | 127 | 232 | 549 | 549 |
| 13 | 19 | 42 | 64 | 127 | 232 | 549 | 549 |
| 14 | 19 | 42 | 64 | 127 | 232 | 548 | 548 |
| 15 | 19 | 42 | 64 | 127 | 232 | 548 | 548 |
| 16 | 19 | 42 | 63 | 126 | 231 | 548 | 548 |
| 17 | 19 | 42 | 63 | 127 | 231 | 548 | 548 |
| 18 | 19 | 42 | 63 | 127 | 231 | 548 | 548 |
| 19 | 19 | 42 | 64 | 127 | 232 | 548 | 548 |
| 20 | 20 | 42 | 64 | 127 | 232 | 549 | 549 |
| 21 | 20 | 43 | 64 | 128 | 232 | 549 | 549 |
| 22 | 20 | 43 | 65 | 128 | 233 | 549 | 549 |
| 23 | 20 | 43 | 65 | 128 | 233 | 549 | 549 |
| 24 | 21 | 43 | 65 | 128 | 233 | 550 | 550 |
| 25 | 21 | 43 | 65 | 128 | 233 | 550 | 550 |
| 26 | 21 | 43 | 65 | 128 | 233 | 550 | 550 |
| 27 | 21 | 43 | 65 | 128 | 233 | 549 | 549 |
| 28 | 21 | 43 | 65 | 128 | 233 | 549 | 549 |
| 29 | 22 | 43 | 65 | 128 | 233 | 549 | 549 |
| 30 | 22 | 43 | 65 | 128 | 232 | 549 | 549 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

48

122

235

552

1192

2

12

26

50

124

237

554

959

3

14

29

52

118

235

551

782

4

16

32

55

121

234

551

648

5

17

35

61

124

234

551

551

6

18

37

64

129

234

551

551

7

19

39

66

131

234

550

550

8

19

39

65

129

233

550

550

9

19

39

64

128

233

550

550

10

19

40

64

128

232

549

549

11

19

41

64

127

232

549

549

12

19

42

64

127

232

549

549

13

19

42

64

127

232

549

549

14

19

42

64

127

232

548

548

15

19

42

64

127

232

548

548

16

19

42

63

126

231

548

548

17

19

42

63

127

231

548

548

18

19

42

63

127

231

548

548

19

19

42

64

127

232

548

548

20

20

42

64

127

232

549

549

21

20

43

64

128

232

549

549

22

20

43

65

128

233

549

549

23

20

43

65

128

233

549

549

24

21

43

65

128

233

550

550

25

21

43

65

128

233

550

550

26

21

43

65

128

233

550

550

27

21

43

65

128

233

549

549

28

21

43

65

128

233

549

549

29

22

43

65

128

233

549

549

30

22

43

65

128

232

549

549

2.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 49 | 63 | 87 | 161 | 274 | 591 | 1191 |
| 2 | 53 | 67 | 91 | 165 | 278 | 595 | 963 |
| 3 | 58 | 73 | 96 | 162 | 279 | 595 | 788 |
| 4 | 62 | 78 | 101 | 167 | 280 | 597 | 655 |
| 5 | 64 | 81 | 107 | 171 | 281 | 597 | 597 |
| 6 | 65 | 83 | 111 | 175 | 281 | 597 | 597 |
| 7 | 66 | 85 | 112 | 177 | 280 | 597 | 597 |
| 8 | 65 | 85 | 111 | 175 | 279 | 596 | 596 |
| 9 | 63 | 84 | 109 | 173 | 278 | 595 | 595 |
| 10 | 63 | 84 | 108 | 172 | 276 | 593 | 593 |
| 11 | 62 | 84 | 107 | 170 | 275 | 592 | 592 |
| 12 | 61 | 83 | 106 | 169 | 273 | 590 | 590 |
| 13 | 60 | 82 | 104 | 167 | 272 | 589 | 589 |
| 14 | 59 | 81 | 103 | 166 | 271 | 588 | 588 |
| 15 | 58 | 80 | 102 | 165 | 270 | 587 | 587 |
| 16 | 57 | 79 | 101 | 164 | 269 | 586 | 586 |
| 17 | 56 | 79 | 100 | 163 | 268 | 585 | 585 |
| 18 | 55 | 78 | 99 | 163 | 267 | 584 | 584 |
| 19 | 54 | 77 | 99 | 162 | 267 | 584 | 584 |
| 20 | 54 | 77 | 98 | 161 | 266 | 583 | 583 |
| 21 | 53 | 76 | 98 | 161 | 266 | 582 | 582 |
| 22 | 53 | 75 | 97 | 160 | 265 | 582 | 582 |
| 23 | 52 | 75 | 96 | 159 | 264 | 581 | 581 |
| 24 | 51 | 74 | 95 | 159 | 263 | 580 | 580 |
| 25 | 50 | 73 | 95 | 158 | 262 | 579 | 579 |
| 26 | 49 | 72 | 94 | 157 | 262 | 578 | 578 |
| 27 | 49 | 71 | 93 | 156 | 261 | 578 | 578 |
| 28 | 48 | 70 | 92 | 155 | 260 | 577 | 577 |
| 29 | 47 | 70 | 91 | 154 | 259 | 576 | 576 |
| 30 | 46 | 69 | 90 | 154 | 258 | 575 | 575 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

49

63

87

161

274

591

1191

2

53

67

91

165

278

595

963

3

58

73

96

162

279

595

788

4

62

78

101

167

280

597

655

5

64

81

107

171

281

597

597

6

65

83

111

175

281

597

597

7

66

85

112

177

280

597

597

8

65

85

111

175

279

596

596

9

63

84

109

173

278

595

595

10

63

84

108

172

276

593

593

11

62

84

107

170

275

592

592

12

61

83

106

169

273

590

590

13

60

82

104

167

272

589

589

14

59

81

103

166

271

588

588

15

58

80

102

165

270

587

587

16

57

79

101

164

269

586

586

17

56

79

100

163

268

585

585

18

55

78

99

163

267

584

584

19

54

77

99

162

267

584

584

20

54

77

98

161

266

583

583

21

53

76

98

161

266

582

582

22

53

75

97

160

265

582

582

23

52

75

96

159

264

581

581

24

51

74

95

159

263

580

580

25

50

73

95

158

262

579

579

26

49

72

94

157

262

578

578

27

49

71

93

156

261

578

578

28

48

70

92

155

260

577

577

29

47

70

91

154

259

576

576

30

46

69

90

154

258

575

575

2.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 44 | 117 | 231 | 548 | 1185 |
| 2 | 6 | 19 | 44 | 117 | 231 | 548 | 953 |
| 3 | 7 | 22 | 45 | 111 | 227 | 544 | 777 |
| 4 | 8 | 24 | 48 | 113 | 226 | 543 | 644 |
| 5 | 9 | 27 | 53 | 116 | 226 | 543 | 543 |
| 6 | 10 | 29 | 56 | 121 | 226 | 543 | 543 |
| 7 | 12 | 31 | 58 | 123 | 226 | 543 | 543 |
| 8 | 11 | 32 | 58 | 122 | 226 | 543 | 543 |
| 9 | 12 | 33 | 58 | 121 | 226 | 543 | 543 |
| 10 | 12 | 34 | 58 | 121 | 226 | 543 | 543 |
| 11 | 13 | 35 | 58 | 121 | 226 | 543 | 543 |
| 12 | 13 | 36 | 58 | 121 | 226 | 543 | 543 |
| 13 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 14 | 14 | 37 | 58 | 121 | 226 | 543 | 543 |
| 15 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 16 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 17 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 18 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 19 | 14 | 36 | 58 | 121 | 226 | 543 | 543 |
| 20 | 16 | 36 | 58 | 121 | 226 | 543 | 543 |
| 21 | 16 | 36 | 58 | 121 | 226 | 543 | 543 |
| 22 | 17 | 36 | 58 | 121 | 226 | 543 | 543 |
| 23 | 17 | 36 | 58 | 121 | 226 | 543 | 543 |
| 24 | 18 | 37 | 58 | 121 | 226 | 543 | 543 |
| 25 | 18 | 37 | 58 | 121 | 226 | 543 | 543 |
| 26 | 20 | 37 | 58 | 121 | 226 | 543 | 543 |
| 27 | 21 | 37 | 58 | 121 | 226 | 543 | 543 |
| 28 | 21 | 37 | 58 | 121 | 226 | 543 | 543 |
| 29 | 22 | 37 | 58 | 121 | 226 | 543 | 543 |
| 30 | 22 | 37 | 58 | 121 | 226 | 543 | 543 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

19

44

117

231

548

1185

2

6

19

44

117

231

548

953

3

7

22

45

111

227

544

777

4

8

24

48

113

226

543

644

5

9

27

53

116

226

543

543

6

10

29

56

121

226

543

543

7

12

31

58

123

226

543

543

8

11

32

58

122

226

543

543

9

12

33

58

121

226

543

543

10

12

34

58

121

226

543

543

11

13

35

58

121

226

543

543

12

13

36

58

121

226

543

543

13

14

36

58

121

226

543

543

14

14

37

58

121

226

543

543

15

14

36

58

121

226

543

543

16

14

36

58

121

226

543

543

17

14

36

58

121

226

543

543

18

14

36

58

121

226

543

543

19

14

36

58

121

226

543

543

20

16

36

58

121

226

543

543

21

16

36

58

121

226

543

543

22

17

36

58

121

226

543

543

23

17

36

58

121

226

543

543

24

18

37

58

121

226

543

543

25

18

37

58

121

226

543

543

26

20

37

58

121

226

543

543

27

21

37

58

121

226

543

543

28

21

37

58

121

226

543

543

29

22

37

58

121

226

543

543

30

22

37

58

121

226

543

543

2.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 25 | 55 | 149 | 250 | 566 | 1196 |
| 2 | 8 | 25 | 55 | 149 | 250 | 566 | 962 |
| 3 | 9 | 27 | 55 | 135 | 246 | 563 | 784 |
| 4 | 10 | 29 | 57 | 125 | 244 | 561 | 650 |
| 5 | 11 | 31 | 58 | 114 | 243 | 560 | 560 |
| 6 | 14 | 34 | 61 | 107 | 242 | 559 | 559 |
| 7 | 16 | 37 | 62 | 100 | 241 | 557 | 557 |
| 8 | 17 | 38 | 60 | 93 | 240 | 556 | 556 |
| 9 | 20 | 45 | 64 | 87 | 239 | 555 | 555 |
| 10 | 19 | 45 | 62 | 84 | 238 | 555 | 555 |
| 11 | 18 | 44 | 61 | 84 | 237 | 554 | 554 |
| 12 | 18 | 43 | 61 | 86 | 236 | 553 | 553 |
| 13 | 18 | 44 | 62 | 86 | 235 | 552 | 552 |
| 14 | 18 | 44 | 62 | 86 | 235 | 551 | 551 |
| 15 | 18 | 44 | 62 | 86 | 234 | 551 | 551 |
| 16 | 18 | 44 | 62 | 86 | 232 | 549 | 549 |
| 17 | 18 | 44 | 62 | 86 | 232 | 548 | 548 |
| 18 | 18 | 44 | 62 | 86 | 231 | 548 | 548 |
| 19 | 18 | 44 | 62 | 86 | 231 | 548 | 548 |
| 20 | 18 | 44 | 62 | 86 | 231 | 548 | 548 |
| 21 | 18 | 44 | 62 | 86 | 231 | 548 | 548 |
| 22 | 18 | 44 | 62 | 86 | 231 | 548 | 548 |
| 23 | 18 | 44 | 62 | 86 | 231 | 547 | 547 |
| 24 | 18 | 44 | 62 | 86 | 230 | 547 | 547 |
| 25 | 19 | 44 | 62 | 86 | 230 | 546 | 546 |
| 26 | 20 | 44 | 62 | 86 | 229 | 546 | 546 |
| 27 | 21 | 44 | 62 | 86 | 229 | 545 | 545 |
| 28 | 21 | 44 | 62 | 86 | 228 | 545 | 545 |
| 29 | 22 | 44 | 62 | 86 | 228 | 544 | 544 |
| 30 | 22 | 44 | 62 | 86 | 227 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

25

55

149

250

566

1196

2

8

25

55

149

250

566

962

3

9

27

55

135

246

563

784

4

10

29

57

125

244

561

650

5

11

31

58

114

243

560

560

6

14

34

61

107

242

559

559

7

16

37

62

100

241

557

557

8

17

38

60

93

240

556

556

9

20

45

64

87

239

555

555

10

19

45

62

84

238

555

555

11

18

44

61

84

237

554

554

12

18

43

61

86

236

553

553

13

18

44

62

86

235

552

552

14

18

44

62

86

235

551

551

15

18

44

62

86

234

551

551

16

18

44

62

86

232

549

549

17

18

44

62

86

232

548

548

18

18

44

62

86

231

548

548

19

18

44

62

86

231

548

548

20

18

44

62

86

231

548

548

21

18

44

62

86

231

548

548

22

18

44

62

86

231

548

548

23

18

44

62

86

231

547

547

24

18

44

62

86

230

547

547

25

19

44

62

86

230

546

546

26

20

44

62

86

229

546

546

27

21

44

62

86

229

545

545

28

21

44

62

86

228

545

545

29

22

44

62

86

228

544

544

30

22

44

62

86

227

544

544

2.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 86 | 100 | 124 | 197 | 311 | 628 | 1249 |
| 2 | 84 | 98 | 122 | 196 | 309 | 626 | 1009 |
| 3 | 83 | 98 | 121 | 187 | 304 | 620 | 824 |
| 4 | 82 | 99 | 122 | 187 | 301 | 617 | 684 |
| 5 | 81 | 99 | 125 | 188 | 298 | 615 | 615 |
| 6 | 80 | 99 | 126 | 191 | 296 | 613 | 613 |
| 7 | 79 | 98 | 125 | 191 | 293 | 610 | 610 |
| 8 | 77 | 97 | 123 | 187 | 291 | 608 | 608 |
| 9 | 75 | 96 | 120 | 184 | 289 | 606 | 606 |
| 10 | 74 | 95 | 119 | 183 | 287 | 604 | 604 |
| 11 | 73 | 95 | 118 | 181 | 286 | 603 | 603 |
| 12 | 71 | 94 | 116 | 179 | 284 | 601 | 601 |
| 13 | 70 | 93 | 115 | 178 | 283 | 599 | 599 |
| 14 | 69 | 92 | 113 | 176 | 281 | 598 | 598 |
| 15 | 68 | 90 | 112 | 175 | 280 | 597 | 597 |
| 16 | 66 | 89 | 111 | 174 | 279 | 595 | 595 |
| 17 | 65 | 88 | 110 | 173 | 278 | 594 | 594 |
| 18 | 64 | 87 | 109 | 172 | 277 | 593 | 593 |
| 19 | 64 | 86 | 108 | 171 | 276 | 593 | 593 |
| 20 | 63 | 85 | 107 | 170 | 275 | 592 | 592 |
| 21 | 62 | 85 | 106 | 169 | 274 | 591 | 591 |
| 22 | 61 | 84 | 105 | 168 | 273 | 590 | 590 |
| 23 | 60 | 83 | 104 | 167 | 272 | 589 | 589 |
| 24 | 59 | 82 | 103 | 166 | 271 | 588 | 588 |
| 25 | 58 | 80 | 102 | 165 | 270 | 587 | 587 |
| 26 | 57 | 79 | 101 | 164 | 269 | 586 | 586 |
| 27 | 56 | 78 | 100 | 163 | 268 | 585 | 585 |
| 28 | 55 | 77 | 99 | 162 | 267 | 584 | 584 |
| 29 | 54 | 76 | 98 | 161 | 266 | 583 | 583 |
| 30 | 53 | 75 | 97 | 160 | 265 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

100

124

197

311

628

1249

2

84

98

122

196

309

626

1009

3

83

98

121

187

304

620

824

4

82

99

122

187

301

617

684

5

81

99

125

188

298

615

615

6

80

99

126

191

296

613

613

7

79

98

125

191

293

610

610

8

77

97

123

187

291

608

608

9

75

96

120

184

289

606

606

10

74

95

119

183

287

604

604

11

73

95

118

181

286

603

603

12

71

94

116

179

284

601

601

13

70

93

115

178

283

599

599

14

69

92

113

176

281

598

598

15

68

90

112

175

280

597

597

16

66

89

111

174

279

595

595

17

65

88

110

173

278

594

594

18

64

87

109

172

277

593

593

19

64

86

108

171

276

593

593

20

63

85

107

170

275

592

592

21

62

85

106

169

274

591

591

22

61

84

105

168

273

590

590

23

60

83

104

167

272

589

589

24

59

82

103

166

271

588

588

25

58

80

102

165

270

587

587

26

57

79

101

164

269

586

586

27

56

78

100

163

268

585

585

28

55

77

99

162

267

584

584

29

54

76

98

161

266

583

583

30

53

75

97

160

265

582

582

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 58 | 72 | 97 | 170 | 284 | 600 | 1191 |
| 2 | 57 | 71 | 96 | 169 | 283 | 599 | 960 |
| 3 | 58 | 73 | 96 | 162 | 278 | 595 | 785 |
| 4 | 58 | 74 | 98 | 163 | 276 | 593 | 652 |
| 5 | 57 | 75 | 101 | 164 | 274 | 591 | 591 |
| 6 | 57 | 75 | 102 | 167 | 272 | 589 | 589 |
| 7 | 56 | 76 | 103 | 168 | 271 | 588 | 588 |
| 8 | 55 | 75 | 101 | 166 | 269 | 586 | 586 |
| 9 | 54 | 74 | 99 | 163 | 268 | 585 | 585 |
| 10 | 53 | 74 | 98 | 162 | 267 | 583 | 583 |
| 11 | 53 | 75 | 98 | 161 | 266 | 582 | 582 |
| 12 | 52 | 75 | 97 | 160 | 265 | 582 | 582 |
| 13 | 52 | 74 | 96 | 159 | 264 | 581 | 581 |
| 14 | 51 | 74 | 96 | 159 | 263 | 580 | 580 |
| 15 | 51 | 73 | 95 | 158 | 263 | 580 | 580 |
| 16 | 50 | 72 | 94 | 157 | 262 | 579 | 579 |
| 17 | 49 | 72 | 93 | 157 | 261 | 578 | 578 |
| 18 | 48 | 71 | 93 | 156 | 261 | 578 | 578 |
| 19 | 48 | 71 | 92 | 156 | 260 | 577 | 577 |
| 20 | 48 | 71 | 92 | 155 | 260 | 577 | 577 |
| 21 | 48 | 70 | 92 | 155 | 260 | 577 | 577 |
| 22 | 47 | 70 | 91 | 155 | 259 | 576 | 576 |
| 23 | 47 | 69 | 91 | 154 | 259 | 576 | 576 |
| 24 | 46 | 69 | 90 | 153 | 258 | 575 | 575 |
| 25 | 45 | 68 | 90 | 153 | 258 | 574 | 574 |
| 26 | 45 | 67 | 89 | 152 | 257 | 574 | 574 |
| 27 | 44 | 67 | 88 | 151 | 256 | 573 | 573 |
| 28 | 43 | 66 | 88 | 151 | 255 | 572 | 572 |
| 29 | 43 | 65 | 87 | 150 | 255 | 572 | 572 |
| 30 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

58

72

97

170

284

600

1191

2

57

71

96

169

283

599

960

3

58

73

96

162

278

595

785

4

58

74

98

163

276

593

652

5

57

75

101

164

274

591

591

6

57

75

102

167

272

589

589

7

56

76

103

168

271

588

588

8

55

75

101

166

269

586

586

9

54

74

99

163

268

585

585

10

53

74

98

162

267

583

583

11

53

75

98

161

266

582

582

12

52

75

97

160

265

582

582

13

52

74

96

159

264

581

581

14

51

74

96

159

263

580

580

15

51

73

95

158

263

580

580

16

50

72

94

157

262

579

579

17

49

72

93

157

261

578

578

18

48

71

93

156

261

578

578

19

48

71

92

156

260

577

577

20

48

71

92

155

260

577

577

21

48

70

92

155

260

577

577

22

47

70

91

155

259

576

576

23

47

69

91

154

259

576

576

24

46

69

90

153

258

575

575

25

45

68

90

153

258

574

574

26

45

67

89

152

257

574

574

27

44

67

88

151

256

573

573

28

43

66

88

151

255

572

572

29

43

65

87

150

255

572

572

30

42

65

86

149

254

571

571

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 45 | 70 | 143 | 257 | 573 | 1199 |
| 2 | 32 | 46 | 70 | 144 | 257 | 574 | 966 |
| 3 | 32 | 47 | 70 | 136 | 253 | 569 | 788 |
| 4 | 33 | 49 | 72 | 138 | 251 | 568 | 653 |
| 5 | 33 | 50 | 77 | 140 | 250 | 567 | 567 |
| 6 | 33 | 52 | 79 | 144 | 249 | 566 | 566 |
| 7 | 34 | 53 | 80 | 146 | 248 | 565 | 565 |
| 8 | 33 | 53 | 79 | 143 | 247 | 564 | 564 |
| 9 | 32 | 53 | 78 | 142 | 247 | 563 | 563 |
| 10 | 32 | 54 | 78 | 141 | 246 | 563 | 563 |
| 11 | 32 | 54 | 77 | 141 | 245 | 562 | 562 |
| 12 | 32 | 54 | 77 | 140 | 244 | 561 | 561 |
| 13 | 31 | 54 | 76 | 139 | 244 | 560 | 560 |
| 14 | 31 | 54 | 75 | 138 | 243 | 560 | 560 |
| 15 | 30 | 53 | 74 | 138 | 242 | 559 | 559 |
| 16 | 29 | 52 | 74 | 137 | 242 | 558 | 558 |
| 17 | 29 | 52 | 73 | 136 | 241 | 558 | 558 |
| 18 | 29 | 51 | 73 | 136 | 241 | 558 | 558 |
| 19 | 28 | 51 | 73 | 136 | 241 | 557 | 557 |
| 20 | 28 | 51 | 73 | 136 | 241 | 557 | 557 |
| 21 | 28 | 51 | 73 | 136 | 241 | 557 | 557 |
| 22 | 28 | 51 | 73 | 136 | 241 | 557 | 557 |
| 23 | 28 | 51 | 73 | 136 | 240 | 557 | 557 |
| 24 | 28 | 51 | 72 | 136 | 240 | 557 | 557 |
| 25 | 28 | 51 | 72 | 135 | 240 | 557 | 557 |
| 26 | 28 | 50 | 72 | 135 | 240 | 557 | 557 |
| 27 | 27 | 50 | 72 | 135 | 239 | 556 | 556 |
| 28 | 27 | 50 | 71 | 134 | 239 | 556 | 556 |
| 29 | 27 | 49 | 71 | 134 | 239 | 556 | 556 |
| 30 | 26 | 49 | 71 | 134 | 239 | 555 | 555 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

45

70

143

257

573

1199

2

32

46

70

144

257

574

966

3

32

47

70

136

253

569

788

4

33

49

72

138

251

568

653

5

33

50

77

140

250

567

567

6

33

52

79

144

249

566

566

7

34

53

80

146

248

565

565

8

33

53

79

143

247

564

564

9

32

53

78

142

247

563

563

10

32

54

78

141

246

563

563

11

32

54

77

141

245

562

562

12

32

54

77

140

244

561

561

13

31

54

76

139

244

560

560

14

31

54

75

138

243

560

560

15

30

53

74

138

242

559

559

16

29

52

74

137

242

558

558

17

29

52

73

136

241

558

558

18

29

51

73

136

241

558

558

19

28

51

73

136

241

557

557

20

28

51

73

136

241

557

557

21

28

51

73

136

241

557

557

22

28

51

73

136

241

557

557

23

28

51

73

136

240

557

557

24

28

51

72

136

240

557

557

25

28

51

72

135

240

557

557

26

28

50

72

135

240

557

557

27

27

50

72

135

239

556

556

28

27

50

71

134

239

556

556

29

27

49

71

134

239

556

556

30

26

49

71

134

239

555

555

2.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 25 | 99 | 212 | 529 | 1180 |
| 2 | 1 | 5 | 26 | 100 | 213 | 530 | 950 |
| 3 | 2 | 5 | 28 | 93 | 210 | 526 | 775 |
| 4 | 3 | 7 | 30 | 96 | 209 | 526 | 642 |
| 5 | 4 | 9 | 35 | 99 | 209 | 525 | 540 |
| 6 | 5 | 11 | 39 | 103 | 209 | 525 | 525 |
| 7 | 5 | 14 | 41 | 106 | 209 | 525 | 525 |
| 8 | 6 | 14 | 40 | 105 | 209 | 525 | 525 |
| 9 | 7 | 15 | 40 | 104 | 209 | 525 | 525 |
| 10 | 8 | 16 | 40 | 104 | 209 | 525 | 525 |
| 11 | 9 | 19 | 42 | 105 | 210 | 526 | 526 |
| 12 | 9 | 18 | 40 | 104 | 208 | 525 | 525 |
| 13 | 10 | 19 | 41 | 105 | 209 | 526 | 526 |
| 14 | 11 | 20 | 41 | 104 | 209 | 526 | 526 |
| 15 | 12 | 18 | 40 | 103 | 208 | 525 | 525 |
| 16 | 13 | 17 | 39 | 102 | 207 | 524 | 524 |
| 17 | 13 | 17 | 39 | 102 | 207 | 524 | 524 |
| 18 | 14 | 17 | 39 | 102 | 207 | 524 | 524 |
| 19 | 14 | 18 | 39 | 103 | 207 | 524 | 524 |
| 20 | 16 | 19 | 40 | 103 | 208 | 525 | 525 |
| 21 | 16 | 19 | 40 | 103 | 208 | 525 | 525 |
| 22 | 17 | 20 | 40 | 104 | 208 | 525 | 525 |
| 23 | 17 | 20 | 40 | 103 | 208 | 525 | 525 |
| 24 | 18 | 22 | 40 | 103 | 208 | 525 | 525 |
| 25 | 18 | 22 | 40 | 103 | 208 | 525 | 525 |
| 26 | 20 | 23 | 40 | 103 | 208 | 525 | 525 |
| 27 | 20 | 23 | 41 | 103 | 208 | 524 | 524 |
| 28 | 21 | 24 | 43 | 103 | 208 | 524 | 524 |
| 29 | 21 | 26 | 44 | 103 | 208 | 524 | 524 |
| 30 | 22 | 26 | 45 | 103 | 207 | 524 | 524 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

25

99

212

529

1180

2

1

5

26

100

213

530

950

3

2

5

28

93

210

526

775

4

3

7

30

96

209

526

642

5

4

9

35

99

209

525

540

6

5

11

39

103

209

525

525

7

5

14

41

106

209

525

525

8

6

14

40

105

209

525

525

9

7

15

40

104

209

525

525

10

8

16

40

104

209

525

525

11

9

19

42

105

210

526

526

12

9

18

40

104

208

525

525

13

10

19

41

105

209

526

526

14

11

20

41

104

209

526

526

15

12

18

40

103

208

525

525

16

13

17

39

102

207

524

524

17

13

17

39

102

207

524

524

18

14

17

39

102

207

524

524

19

14

18

39

103

207

524

524

20

16

19

40

103

208

525

525

21

16

19

40

103

208

525

525

22

17

20

40

104

208

525

525

23

17

20

40

103

208

525

525

24

18

22

40

103

208

525

525

25

18

22

40

103

208

525

525

26

20

23

40

103

208

525

525

27

20

23

41

103

208

524

524

28

21

24

43

103

208

524

524

29

21

26

44

103

208

524

524

30

22

26

45

103

207

524

524

2.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 60 | 85 | 158 | 272 | 589 | 1195 |
| 2 | 47 | 60 | 85 | 158 | 272 | 589 | 962 |
| 3 | 47 | 62 | 85 | 151 | 268 | 584 | 785 |
| 4 | 48 | 64 | 87 | 153 | 266 | 583 | 651 |
| 5 | 48 | 65 | 91 | 155 | 265 | 582 | 582 |
| 6 | 48 | 66 | 94 | 158 | 264 | 580 | 580 |
| 7 | 48 | 68 | 95 | 160 | 263 | 579 | 579 |
| 8 | 47 | 67 | 93 | 158 | 262 | 578 | 578 |
| 9 | 46 | 67 | 92 | 156 | 261 | 577 | 577 |
| 10 | 46 | 68 | 92 | 155 | 260 | 577 | 577 |
| 11 | 46 | 68 | 91 | 154 | 259 | 576 | 576 |
| 12 | 45 | 68 | 90 | 153 | 258 | 575 | 575 |
| 13 | 45 | 68 | 90 | 153 | 257 | 574 | 574 |
| 14 | 45 | 67 | 89 | 152 | 257 | 574 | 574 |
| 15 | 44 | 67 | 88 | 151 | 256 | 573 | 573 |
| 16 | 43 | 66 | 87 | 151 | 255 | 572 | 572 |
| 17 | 42 | 65 | 87 | 150 | 255 | 572 | 572 |
| 18 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 19 | 42 | 64 | 86 | 149 | 254 | 571 | 571 |
| 20 | 41 | 64 | 86 | 149 | 254 | 570 | 570 |
| 21 | 41 | 64 | 85 | 149 | 253 | 570 | 570 |
| 22 | 41 | 63 | 85 | 148 | 253 | 570 | 570 |
| 23 | 40 | 63 | 85 | 148 | 252 | 569 | 569 |
| 24 | 40 | 62 | 84 | 147 | 252 | 569 | 569 |
| 25 | 39 | 62 | 83 | 146 | 251 | 568 | 568 |
| 26 | 38 | 61 | 83 | 146 | 251 | 567 | 567 |
| 27 | 38 | 60 | 82 | 145 | 250 | 567 | 567 |
| 28 | 37 | 60 | 81 | 144 | 249 | 566 | 566 |
| 29 | 36 | 59 | 81 | 144 | 248 | 565 | 565 |
| 30 | 36 | 58 | 80 | 143 | 248 | 565 | 565 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

60

85

158

272

589

1195

2

47

60

85

158

272

589

962

3

47

62

85

151

268

584

785

4

48

64

87

153

266

583

651

5

48

65

91

155

265

582

582

6

48

66

94

158

264

580

580

7

48

68

95

160

263

579

579

8

47

67

93

158

262

578

578

9

46

67

92

156

261

577

577

10

46

68

92

155

260

577

577

11

46

68

91

154

259

576

576

12

45

68

90

153

258

575

575

13

45

68

90

153

257

574

574

14

45

67

89

152

257

574

574

15

44

67

88

151

256

573

573

16

43

66

87

151

255

572

572

17

42

65

87

150

255

572

572

18

42

65

86

149

254

571

571

19

42

64

86

149

254

571

571

20

41

64

86

149

254

570

570

21

41

64

85

149

253

570

570

22

41

63

85

148

253

570

570

23

40

63

85

148

252

569

569

24

40

62

84

147

252

569

569

25

39

62

83

146

251

568

568

26

38

61

83

146

251

567

567

27

38

60

82

145

250

567

567

28

37

60

81

144

249

566

566

29

36

59

81

144

248

565

565

30

36

58

80

143

248

565

565

2.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 31 | 55 | 129 | 242 | 559 | 1196 |
| 2 | 21 | 35 | 59 | 133 | 246 | 563 | 963 |
| 3 | 25 | 40 | 63 | 129 | 246 | 562 | 786 |
| 4 | 29 | 45 | 68 | 134 | 247 | 564 | 652 |
| 5 | 31 | 49 | 75 | 138 | 248 | 565 | 565 |
| 6 | 30 | 49 | 76 | 141 | 246 | 563 | 563 |
| 7 | 35 | 55 | 81 | 147 | 249 | 566 | 566 |
| 8 | 34 | 54 | 80 | 144 | 248 | 565 | 565 |
| 9 | 35 | 56 | 80 | 144 | 249 | 566 | 566 |
| 10 | 37 | 58 | 82 | 145 | 250 | 567 | 567 |
| 11 | 38 | 60 | 83 | 146 | 251 | 568 | 568 |
| 12 | 39 | 62 | 84 | 147 | 252 | 569 | 569 |
| 13 | 40 | 62 | 84 | 147 | 252 | 569 | 569 |
| 14 | 40 | 63 | 85 | 148 | 253 | 569 | 569 |
| 15 | 40 | 63 | 85 | 148 | 253 | 569 | 569 |
| 16 | 40 | 63 | 84 | 147 | 252 | 569 | 569 |
| 17 | 40 | 63 | 84 | 147 | 252 | 569 | 569 |
| 18 | 39 | 62 | 84 | 147 | 251 | 568 | 568 |
| 19 | 39 | 62 | 83 | 146 | 251 | 568 | 568 |
| 20 | 39 | 62 | 83 | 146 | 251 | 568 | 568 |
| 21 | 39 | 62 | 83 | 146 | 251 | 568 | 568 |
| 22 | 39 | 61 | 83 | 146 | 251 | 568 | 568 |
| 23 | 38 | 61 | 83 | 146 | 251 | 567 | 567 |
| 24 | 38 | 61 | 82 | 145 | 250 | 567 | 567 |
| 25 | 37 | 60 | 82 | 145 | 250 | 566 | 566 |
| 26 | 37 | 60 | 81 | 144 | 249 | 566 | 566 |
| 27 | 36 | 59 | 81 | 144 | 249 | 565 | 565 |
| 28 | 36 | 59 | 80 | 143 | 248 | 565 | 565 |
| 29 | 35 | 58 | 80 | 143 | 248 | 564 | 564 |
| 30 | 35 | 58 | 79 | 142 | 247 | 564 | 564 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

31

55

129

242

559

1196

2

21

35

59

133

246

563

963

3

25

40

63

129

246

562

786

4

29

45

68

134

247

564

652

5

31

49

75

138

248

565

565

6

30

49

76

141

246

563

563

7

35

55

81

147

249

566

566

8

34

54

80

144

248

565

565

9

35

56

80

144

249

566

566

10

37

58

82

145

250

567

567

11

38

60

83

146

251

568

568

12

39

62

84

147

252

569

569

13

40

62

84

147

252

569

569

14

40

63

85

148

253

569

569

15

40

63

85

148

253

569

569

16

40

63

84

147

252

569

569

17

40

63

84

147

252

569

569

18

39

62

84

147

251

568

568

19

39

62

83

146

251

568

568

20

39

62

83

146

251

568

568

21

39

62

83

146

251

568

568

22

39

61

83

146

251

568

568

23

38

61

83

146

251

567

567

24

38

61

82

145

250

567

567

25

37

60

82

145

250

566

566

26

37

60

81

144

249

566

566

27

36

59

81

144

249

565

565

28

36

59

80

143

248

565

565

29

35

58

80

143

248

564

564

30

35

58

79

142

247

564

564

2.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 30 | 55 | 128 | 242 | 559 | 1200 |
| 2 | 18 | 32 | 56 | 130 | 243 | 560 | 967 |
| 3 | 20 | 35 | 58 | 124 | 240 | 557 | 789 |
| 4 | 21 | 37 | 61 | 126 | 240 | 556 | 654 |
| 5 | 23 | 40 | 66 | 130 | 239 | 556 | 556 |
| 6 | 24 | 42 | 70 | 134 | 239 | 556 | 556 |
| 7 | 25 | 44 | 71 | 137 | 239 | 556 | 556 |
| 8 | 25 | 45 | 71 | 135 | 239 | 556 | 556 |
| 9 | 25 | 46 | 71 | 135 | 239 | 556 | 556 |
| 10 | 26 | 47 | 71 | 135 | 239 | 556 | 556 |
| 11 | 26 | 48 | 72 | 135 | 240 | 556 | 556 |
| 12 | 27 | 49 | 72 | 135 | 240 | 556 | 556 |
| 13 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 14 | 28 | 50 | 72 | 135 | 240 | 557 | 557 |
| 15 | 28 | 50 | 72 | 135 | 240 | 557 | 557 |
| 16 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 17 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 18 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 19 | 27 | 50 | 72 | 135 | 239 | 556 | 556 |
| 20 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 21 | 27 | 50 | 72 | 135 | 240 | 556 | 556 |
| 22 | 27 | 50 | 71 | 135 | 239 | 556 | 556 |
| 23 | 27 | 49 | 71 | 134 | 239 | 556 | 556 |
| 24 | 26 | 49 | 71 | 134 | 238 | 555 | 555 |
| 25 | 26 | 49 | 70 | 133 | 238 | 555 | 555 |
| 26 | 25 | 48 | 70 | 133 | 238 | 554 | 554 |
| 27 | 25 | 48 | 69 | 132 | 237 | 554 | 554 |
| 28 | 25 | 47 | 69 | 132 | 237 | 554 | 554 |
| 29 | 24 | 47 | 69 | 132 | 236 | 553 | 553 |
| 30 | 24 | 47 | 68 | 131 | 236 | 553 | 553 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

30

55

128

242

559

1200

2

18

32

56

130

243

560

967

3

20

35

58

124

240

557

789

4

21

37

61

126

240

556

654

5

23

40

66

130

239

556

556

6

24

42

70

134

239

556

556

7

25

44

71

137

239

556

556

8

25

45

71

135

239

556

556

9

25

46

71

135

239

556

556

10

26

47

71

135

239

556

556

11

26

48

72

135

240

556

556

12

27

49

72

135

240

556

556

13

27

50

72

135

240

556

556

14

28

50

72

135

240

557

557

15

28

50

72

135

240

557

557

16

27

50

72

135

240

556

556

17

27

50

72

135

240

556

556

18

27

50

72

135

240

556

556

19

27

50

72

135

239

556

556

20

27

50

72

135

240

556

556

21

27

50

72

135

240

556

556

22

27

50

71

135

239

556

556

23

27

49

71

134

239

556

556

24

26

49

71

134

238

555

555

25

26

49

70

133

238

555

555

26

25

48

70

133

238

554

554

27

25

48

69

132

237

554

554

28

25

47

69

132

237

554

554

29

24

47

69

132

236

553

553

30

24

47

68

131

236

553

553

2.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 64 | 89 | 162 | 276 | 592 | 1194 |
| 2 | 53 | 67 | 91 | 165 | 279 | 595 | 960 |
| 3 | 57 | 72 | 95 | 161 | 278 | 594 | 784 |
| 4 | 59 | 76 | 99 | 164 | 278 | 594 | 651 |
| 5 | 61 | 79 | 105 | 168 | 278 | 595 | 595 |
| 6 | 63 | 81 | 109 | 173 | 279 | 595 | 595 |
| 7 | 64 | 83 | 110 | 176 | 278 | 595 | 595 |
| 8 | 64 | 84 | 110 | 174 | 278 | 595 | 595 |
| 9 | 63 | 84 | 109 | 173 | 278 | 595 | 595 |
| 10 | 64 | 85 | 110 | 173 | 278 | 594 | 594 |
| 11 | 64 | 86 | 109 | 173 | 277 | 594 | 594 |
| 12 | 64 | 86 | 109 | 172 | 277 | 593 | 593 |
| 13 | 64 | 86 | 108 | 171 | 276 | 593 | 593 |
| 14 | 63 | 86 | 107 | 170 | 275 | 592 | 592 |
| 15 | 62 | 85 | 106 | 169 | 274 | 591 | 591 |
| 16 | 61 | 84 | 106 | 169 | 273 | 590 | 590 |
| 17 | 60 | 83 | 105 | 168 | 273 | 589 | 589 |
| 18 | 60 | 83 | 104 | 167 | 272 | 589 | 589 |
| 19 | 59 | 82 | 103 | 167 | 271 | 588 | 588 |
| 20 | 58 | 81 | 103 | 166 | 271 | 587 | 587 |
| 21 | 58 | 80 | 102 | 165 | 270 | 587 | 587 |
| 22 | 57 | 80 | 101 | 164 | 269 | 586 | 586 |
| 23 | 56 | 79 | 100 | 164 | 268 | 585 | 585 |
| 24 | 55 | 78 | 99 | 163 | 267 | 584 | 584 |
| 25 | 54 | 77 | 99 | 162 | 266 | 583 | 583 |
| 26 | 53 | 76 | 98 | 161 | 266 | 582 | 582 |
| 27 | 52 | 75 | 97 | 160 | 265 | 581 | 581 |
| 28 | 52 | 74 | 96 | 159 | 264 | 580 | 580 |
| 29 | 51 | 73 | 95 | 158 | 263 | 580 | 580 |
| 30 | 50 | 73 | 94 | 157 | 262 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

64

89

162

276

592

1194

2

53

67

91

165

279

595

960

3

57

72

95

161

278

594

784

4

59

76

99

164

278

594

651

5

61

79

105

168

278

595

595

6

63

81

109

173

279

595

595

7

64

83

110

176

278

595

595

8

64

84

110

174

278

595

595

9

63

84

109

173

278

595

595

10

64

85

110

173

278

594

594

11

64

86

109

173

277

594

594

12

64

86

109

172

277

593

593

13

64

86

108

171

276

593

593

14

63

86

107

170

275

592

592

15

62

85

106

169

274

591

591

16

61

84

106

169

273

590

590

17

60

83

105

168

273

589

589

18

60

83

104

167

272

589

589

19

59

82

103

167

271

588

588

20

58

81

103

166

271

587

587

21

58

80

102

165

270

587

587

22

57

80

101

164

269

586

586

23

56

79

100

164

268

585

585

24

55

78

99

163

267

584

584

25

54

77

99

162

266

583

583

26

53

76

98

161

266

582

582

27

52

75

97

160

265

581

581

28

52

74

96

159

264

580

580

29

51

73

95

158

263

580

580

30

50

73

94

157

262

579

579

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 96 | 120 | 194 | 307 | 624 | 1228 |
| 2 | 86 | 100 | 124 | 198 | 312 | 628 | 998 |
| 3 | 88 | 103 | 126 | 192 | 309 | 625 | 820 |
| 4 | 89 | 105 | 128 | 194 | 307 | 624 | 683 |
| 5 | 92 | 109 | 135 | 199 | 309 | 625 | 625 |
| 6 | 94 | 112 | 139 | 204 | 309 | 626 | 626 |
| 7 | 95 | 115 | 142 | 207 | 310 | 626 | 626 |
| 8 | 96 | 116 | 142 | 207 | 311 | 627 | 627 |
| 9 | 97 | 118 | 143 | 207 | 311 | 628 | 628 |
| 10 | 98 | 119 | 143 | 207 | 311 | 628 | 628 |
| 11 | 98 | 120 | 143 | 206 | 311 | 628 | 628 |
| 12 | 97 | 120 | 142 | 205 | 310 | 627 | 627 |
| 13 | 97 | 119 | 141 | 204 | 309 | 626 | 626 |
| 14 | 95 | 118 | 140 | 203 | 308 | 624 | 624 |
| 15 | 94 | 117 | 138 | 201 | 306 | 623 | 623 |
| 16 | 93 | 115 | 137 | 200 | 305 | 622 | 622 |
| 17 | 91 | 114 | 135 | 199 | 303 | 620 | 620 |
| 18 | 90 | 113 | 134 | 197 | 302 | 619 | 619 |
| 19 | 88 | 111 | 133 | 196 | 301 | 617 | 617 |
| 20 | 87 | 110 | 131 | 195 | 299 | 616 | 616 |
| 21 | 86 | 108 | 130 | 193 | 298 | 615 | 615 |
| 22 | 84 | 107 | 129 | 192 | 296 | 613 | 613 |
| 23 | 83 | 105 | 127 | 190 | 295 | 612 | 612 |
| 24 | 81 | 104 | 125 | 189 | 293 | 610 | 610 |
| 25 | 79 | 102 | 124 | 187 | 292 | 608 | 608 |
| 26 | 78 | 101 | 122 | 185 | 290 | 607 | 607 |
| 27 | 76 | 99 | 120 | 184 | 288 | 605 | 605 |
| 28 | 75 | 97 | 119 | 182 | 287 | 604 | 604 |
| 29 | 73 | 96 | 117 | 181 | 285 | 602 | 602 |
| 30 | 72 | 94 | 116 | 179 | 284 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

96

120

194

307

624

1228

2

86

100

124

198

312

628

998

3

88

103

126

192

309

625

820

4

89

105

128

194

307

624

683

5

92

109

135

199

309

625

625

6

94

112

139

204

309

626

626

7

95

115

142

207

310

626

626

8

96

116

142

207

311

627

627

9

97

118

143

207

311

628

628

10

98

119

143

207

311

628

628

11

98

120

143

206

311

628

628

12

97

120

142

205

310

627

627

13

97

119

141

204

309

626

626

14

95

118

140

203

308

624

624

15

94

117

138

201

306

623

623

16

93

115

137

200

305

622

622

17

91

114

135

199

303

620

620

18

90

113

134

197

302

619

619

19

88

111

133

196

301

617

617

20

87

110

131

195

299

616

616

21

86

108

130

193

298

615

615

22

84

107

129

192

296

613

613

23

83

105

127

190

295

612

612

24

81

104

125

189

293

610

610

25

79

102

124

187

292

608

608

26

78

101

122

185

290

607

607

27

76

99

120

184

288

605

605

28

75

97

119

182

287

604

604

29

73

96

117

181

285

602

602

30

72

94

116

179

284

601

601

2.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 24 | 48 | 122 | 236 | 552 | 1202 |
| 2 | 13 | 27 | 52 | 125 | 239 | 555 | 967 |
| 3 | 17 | 32 | 55 | 121 | 237 | 554 | 788 |
| 4 | 20 | 36 | 59 | 125 | 238 | 555 | 653 |
| 5 | 22 | 39 | 65 | 129 | 239 | 556 | 556 |
| 6 | 24 | 42 | 69 | 134 | 239 | 556 | 556 |
| 7 | 25 | 45 | 71 | 137 | 240 | 556 | 556 |
| 8 | 25 | 45 | 71 | 136 | 240 | 556 | 556 |
| 9 | 25 | 46 | 71 | 135 | 240 | 556 | 556 |
| 10 | 26 | 47 | 71 | 135 | 240 | 556 | 556 |
| 11 | 26 | 48 | 71 | 135 | 239 | 556 | 556 |
| 12 | 26 | 49 | 71 | 134 | 239 | 556 | 556 |
| 13 | 26 | 49 | 71 | 134 | 238 | 555 | 555 |
| 14 | 26 | 48 | 70 | 133 | 238 | 555 | 555 |
| 15 | 25 | 48 | 69 | 132 | 237 | 554 | 554 |
| 16 | 24 | 47 | 68 | 132 | 236 | 553 | 553 |
| 17 | 24 | 46 | 68 | 131 | 236 | 553 | 553 |
| 18 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 19 | 23 | 46 | 67 | 131 | 235 | 552 | 552 |
| 20 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 21 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 22 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 23 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 24 | 23 | 46 | 68 | 131 | 235 | 552 | 552 |
| 25 | 23 | 46 | 67 | 131 | 235 | 552 | 552 |
| 26 | 23 | 46 | 67 | 130 | 235 | 552 | 552 |
| 27 | 23 | 46 | 67 | 130 | 235 | 552 | 552 |
| 28 | 23 | 45 | 67 | 130 | 235 | 552 | 552 |
| 29 | 22 | 45 | 67 | 130 | 235 | 551 | 551 |
| 30 | 22 | 45 | 66 | 130 | 234 | 551 | 551 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

48

122

236

552

1202

2

13

27

52

125

239

555

967

3

17

32

55

121

237

554

788

4

20

36

59

125

238

555

653

5

22

39

65

129

239

556

556

6

24

42

69

134

239

556

556

7

25

45

71

137

240

556

556

8

25

45

71

136

240

556

556

9

25

46

71

135

240

556

556

10

26

47

71

135

240

556

556

11

26

48

71

135

239

556

556

12

26

49

71

134

239

556

556

13

26

49

71

134

238

555

555

14

26

48

70

133

238

555

555

15

25

48

69

132

237

554

554

16

24

47

68

132

236

553

553

17

24

46

68

131

236

553

553

18

23

46

68

131

236

552

552

19

23

46

67

131

235

552

552

20

23

46

68

131

236

552

552

21

23

46

68

131

236

552

552

22

23

46

68

131

236

552

552

23

23

46

68

131

236

552

552

24

23

46

68

131

235

552

552

25

23

46

67

131

235

552

552

26

23

46

67

130

235

552

552

27

23

46

67

130

235

552

552

28

23

45

67

130

235

552

552

29

22

45

67

130

235

551

551

30

22

45

66

130

234

551

551

2.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 95 | 109 | 133 | 207 | 321 | 637 | 1258 |
| 2 | 96 | 110 | 134 | 208 | 321 | 638 | 1019 |
| 3 | 97 | 112 | 135 | 201 | 317 | 634 | 836 |
| 4 | 98 | 114 | 138 | 203 | 316 | 633 | 695 |
| 5 | 99 | 116 | 142 | 206 | 316 | 633 | 633 |
| 6 | 99 | 118 | 145 | 210 | 315 | 632 | 632 |
| 7 | 100 | 120 | 147 | 212 | 315 | 631 | 631 |
| 8 | 100 | 120 | 146 | 210 | 314 | 631 | 631 |
| 9 | 99 | 120 | 145 | 209 | 313 | 630 | 630 |
| 10 | 98 | 120 | 144 | 207 | 312 | 629 | 629 |
| 11 | 97 | 119 | 142 | 206 | 310 | 627 | 627 |
| 12 | 96 | 118 | 140 | 204 | 308 | 625 | 625 |
| 13 | 94 | 117 | 139 | 202 | 307 | 623 | 623 |
| 14 | 92 | 115 | 137 | 200 | 305 | 621 | 621 |
| 15 | 91 | 113 | 135 | 198 | 303 | 620 | 620 |
| 16 | 89 | 111 | 133 | 196 | 301 | 618 | 618 |
| 17 | 87 | 110 | 131 | 195 | 299 | 616 | 616 |
| 18 | 85 | 108 | 130 | 193 | 298 | 615 | 615 |
| 19 | 84 | 107 | 128 | 192 | 296 | 613 | 613 |
| 20 | 83 | 106 | 127 | 191 | 295 | 612 | 612 |
| 21 | 82 | 105 | 126 | 190 | 294 | 611 | 611 |
| 22 | 81 | 104 | 125 | 188 | 293 | 610 | 610 |
| 23 | 80 | 102 | 124 | 187 | 292 | 609 | 609 |
| 24 | 79 | 101 | 123 | 186 | 291 | 607 | 607 |
| 25 | 77 | 100 | 122 | 185 | 290 | 606 | 606 |
| 26 | 76 | 99 | 120 | 184 | 288 | 605 | 605 |
| 27 | 75 | 98 | 119 | 182 | 287 | 604 | 604 |
| 28 | 74 | 97 | 118 | 181 | 286 | 603 | 603 |
| 29 | 73 | 96 | 117 | 180 | 285 | 602 | 602 |
| 30 | 72 | 94 | 116 | 179 | 284 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

95

109

133

207

321

637

1258

2

96

110

134

208

321

638

1019

3

97

112

135

201

317

634

836

4

98

114

138

203

316

633

695

5

99

116

142

206

316

633

633

6

99

118

145

210

315

632

632

7

100

120

147

212

315

631

631

8

100

120

146

210

314

631

631

9

99

120

145

209

313

630

630

10

98

120

144

207

312

629

629

11

97

119

142

206

310

627

627

12

96

118

140

204

308

625

625

13

94

117

139

202

307

623

623

14

92

115

137

200

305

621

621

15

91

113

135

198

303

620

620

16

89

111

133

196

301

618

618

17

87

110

131

195

299

616

616

18

85

108

130

193

298

615

615

19

84

107

128

192

296

613

613

20

83

106

127

191

295

612

612

21

82

105

126

190

294

611

611

22

81

104

125

188

293

610

610

23

80

102

124

187

292

609

609

24

79

101

123

186

291

607

607

25

77

100

122

185

290

606

606

26

76

99

120

184

288

605

605

27

75

98

119

182

287

604

604

28

74

97

118

181

286

603

603

29

73

96

117

180

285

602

602

30

72

94

116

179

284

601

601

2.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 330 | 344 | 369 | 442 | 556 | 872 | 1273 |
| 2 | 83 | 97 | 122 | 195 | 309 | 625 | 1024 |
| 3 | 87 | 102 | 125 | 191 | 308 | 624 | 837 |
| 4 | 90 | 106 | 130 | 195 | 309 | 625 | 694 |
| 5 | 93 | 110 | 136 | 200 | 310 | 626 | 626 |
| 6 | 94 | 113 | 140 | 205 | 310 | 627 | 627 |
| 7 | 96 | 116 | 142 | 208 | 310 | 627 | 627 |
| 8 | 97 | 117 | 143 | 207 | 311 | 628 | 628 |
| 9 | 97 | 118 | 143 | 207 | 311 | 628 | 628 |
| 10 | 97 | 119 | 143 | 206 | 311 | 628 | 628 |
| 11 | 98 | 120 | 143 | 206 | 311 | 628 | 628 |
| 12 | 98 | 121 | 143 | 206 | 311 | 628 | 628 |
| 13 | 99 | 122 | 144 | 207 | 311 | 628 | 628 |
| 14 | 100 | 123 | 144 | 207 | 312 | 629 | 629 |
| 15 | 101 | 123 | 145 | 208 | 313 | 629 | 629 |
| 16 | 101 | 124 | 146 | 209 | 314 | 630 | 630 |
| 17 | 102 | 125 | 147 | 210 | 315 | 631 | 631 |
| 18 | 103 | 126 | 148 | 211 | 316 | 632 | 632 |
| 19 | 104 | 127 | 149 | 212 | 316 | 633 | 633 |
| 20 | 105 | 128 | 149 | 212 | 317 | 634 | 634 |
| 21 | 105 | 128 | 149 | 212 | 317 | 634 | 634 |
| 22 | 105 | 127 | 149 | 212 | 317 | 634 | 634 |
| 23 | 104 | 127 | 148 | 211 | 316 | 633 | 633 |
| 24 | 103 | 126 | 147 | 211 | 315 | 632 | 632 |
| 25 | 102 | 125 | 146 | 210 | 314 | 631 | 631 |
| 26 | 101 | 124 | 145 | 208 | 313 | 630 | 630 |
| 27 | 100 | 122 | 144 | 207 | 312 | 629 | 629 |
| 28 | 98 | 121 | 142 | 206 | 310 | 627 | 627 |
| 29 | 97 | 120 | 141 | 204 | 309 | 626 | 626 |
| 30 | 95 | 118 | 140 | 203 | 308 | 624 | 624 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

330

344

369

442

556

872

1273

2

83

97

122

195

309

625

1024

3

87

102

125

191

308

624

837

4

90

106

130

195

309

625

694

5

93

110

136

200

310

626

626

6

94

113

140

205

310

627

627

7

96

116

142

208

310

627

627

8

97

117

143

207

311

628

628

9

97

118

143

207

311

628

628

10

97

119

143

206

311

628

628

11

98

120

143

206

311

628

628

12

98

121

143

206

311

628

628

13

99

122

144

207

311

628

628

14

100

123

144

207

312

629

629

15

101

123

145

208

313

629

629

16

101

124

146

209

314

630

630

17

102

125

147

210

315

631

631

18

103

126

148

211

316

632

632

19

104

127

149

212

316

633

633

20

105

128

149

212

317

634

634

21

105

128

149

212

317

634

634

22

105

127

149

212

317

634

634

23

104

127

148

211

316

633

633

24

103

126

147

211

315

632

632

25

102

125

146

210

314

631

631

26

101

124

145

208

313

630

630

27

100

122

144

207

312

629

629

28

98

121

142

206

310

627

627

29

97

120

141

204

309

626

626

30

95

118

140

203

308

624

624

2.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 36 | 109 | 223 | 540 | 1195 |
| 2 | 1 | 11 | 36 | 109 | 223 | 540 | 962 |
| 3 | 2 | 13 | 37 | 103 | 219 | 536 | 785 |
| 4 | 3 | 15 | 39 | 104 | 217 | 534 | 650 |
| 5 | 4 | 17 | 43 | 106 | 216 | 533 | 547 |
| 6 | 5 | 18 | 45 | 110 | 215 | 532 | 532 |
| 7 | 5 | 20 | 47 | 112 | 215 | 532 | 532 |
| 8 | 6 | 20 | 46 | 110 | 214 | 531 | 531 |
| 9 | 7 | 20 | 44 | 108 | 213 | 530 | 530 |
| 10 | 8 | 20 | 44 | 108 | 212 | 529 | 529 |
| 11 | 9 | 21 | 44 | 108 | 212 | 529 | 529 |
| 12 | 9 | 22 | 44 | 108 | 212 | 529 | 529 |
| 13 | 10 | 23 | 44 | 108 | 212 | 529 | 529 |
| 14 | 11 | 23 | 45 | 108 | 213 | 529 | 529 |
| 15 | 12 | 23 | 45 | 108 | 213 | 530 | 530 |
| 16 | 13 | 23 | 45 | 108 | 213 | 530 | 530 |
| 17 | 13 | 24 | 45 | 109 | 213 | 530 | 530 |
| 18 | 14 | 24 | 46 | 109 | 214 | 531 | 531 |
| 19 | 15 | 25 | 47 | 110 | 214 | 531 | 531 |
| 20 | 16 | 26 | 47 | 111 | 215 | 532 | 532 |
| 21 | 17 | 27 | 48 | 111 | 216 | 533 | 533 |
| 22 | 17 | 27 | 49 | 112 | 217 | 534 | 534 |
| 23 | 18 | 28 | 49 | 113 | 217 | 534 | 534 |
| 24 | 18 | 28 | 50 | 113 | 218 | 535 | 535 |
| 25 | 20 | 29 | 50 | 114 | 218 | 535 | 535 |
| 26 | 20 | 29 | 51 | 114 | 219 | 535 | 535 |
| 27 | 21 | 29 | 51 | 114 | 219 | 536 | 536 |
| 28 | 21 | 30 | 51 | 114 | 219 | 536 | 536 |
| 29 | 22 | 30 | 52 | 115 | 219 | 536 | 536 |
| 30 | 22 | 30 | 52 | 115 | 220 | 536 | 536 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

12

36

109

223

540

1195

2

1

11

36

109

223

540

962

3

2

13

37

103

219

536

785

4

3

15

39

104

217

534

650

5

4

17

43

106

216

533

547

6

5

18

45

110

215

532

532

7

5

20

47

112

215

532

532

8

6

20

46

110

214

531

531

9

7

20

44

108

213

530

530

10

8

20

44

108

212

529

529

11

9

21

44

108

212

529

529

12

9

22

44

108

212

529

529

13

10

23

44

108

212

529

529

14

11

23

45

108

213

529

529

15

12

23

45

108

213

530

530

16

13

23

45

108

213

530

530

17

13

24

45

109

213

530

530

18

14

24

46

109

214

531

531

19

15

25

47

110

214

531

531

20

16

26

47

111

215

532

532

21

17

27

48

111

216

533

533

22

17

27

49

112

217

534

534

23

18

28

49

113

217

534

534

24

18

28

50

113

218

535

535

25

20

29

50

114

218

535

535

26

20

29

51

114

219

535

535

27

21

29

51

114

219

536

536

28

21

30

51

114

219

536

536

29

22

30

52

115

219

536

536

30

22

30

52

115

220

536

536

2.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 52 | 66 | 91 | 164 | 278 | 594 | 1195 |
| 2 | 53 | 67 | 92 | 165 | 279 | 595 | 961 |
| 3 | 54 | 69 | 92 | 158 | 275 | 591 | 784 |
| 4 | 55 | 71 | 95 | 160 | 273 | 590 | 650 |
| 5 | 55 | 73 | 99 | 162 | 272 | 589 | 589 |
| 6 | 56 | 74 | 102 | 166 | 272 | 588 | 588 |
| 7 | 56 | 75 | 102 | 168 | 270 | 587 | 587 |
| 8 | 55 | 75 | 101 | 166 | 270 | 586 | 586 |
| 9 | 55 | 76 | 100 | 164 | 269 | 586 | 586 |
| 10 | 54 | 75 | 99 | 163 | 268 | 584 | 584 |
| 11 | 53 | 75 | 98 | 161 | 266 | 583 | 583 |
| 12 | 52 | 74 | 97 | 160 | 265 | 581 | 581 |
| 13 | 51 | 73 | 95 | 158 | 263 | 580 | 580 |
| 14 | 50 | 72 | 94 | 157 | 262 | 579 | 579 |
| 15 | 48 | 71 | 93 | 156 | 260 | 577 | 577 |
| 16 | 47 | 69 | 91 | 154 | 259 | 576 | 576 |
| 17 | 46 | 68 | 90 | 153 | 258 | 575 | 575 |
| 18 | 44 | 67 | 89 | 152 | 257 | 574 | 574 |
| 19 | 44 | 66 | 88 | 151 | 256 | 573 | 573 |
| 20 | 43 | 66 | 87 | 151 | 255 | 572 | 572 |
| 21 | 43 | 65 | 87 | 150 | 255 | 572 | 572 |
| 22 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 23 | 41 | 64 | 86 | 149 | 254 | 570 | 570 |
| 24 | 41 | 63 | 85 | 148 | 253 | 570 | 570 |
| 25 | 40 | 63 | 84 | 147 | 252 | 569 | 569 |
| 26 | 39 | 62 | 84 | 147 | 251 | 568 | 568 |
| 27 | 39 | 61 | 83 | 146 | 251 | 568 | 568 |
| 28 | 38 | 61 | 82 | 145 | 250 | 567 | 567 |
| 29 | 37 | 60 | 82 | 145 | 249 | 566 | 566 |
| 30 | 37 | 59 | 81 | 144 | 249 | 566 | 566 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

66

91

164

278

594

1195

2

53

67

92

165

279

595

961

3

54

69

92

158

275

591

784

4

55

71

95

160

273

590

650

5

55

73

99

162

272

589

589

6

56

74

102

166

272

588

588

7

56

75

102

168

270

587

587

8

55

75

101

166

270

586

586

9

55

76

100

164

269

586

586

10

54

75

99

163

268

584

584

11

53

75

98

161

266

583

583

12

52

74

97

160

265

581

581

13

51

73

95

158

263

580

580

14

50

72

94

157

262

579

579

15

48

71

93

156

260

577

577

16

47

69

91

154

259

576

576

17

46

68

90

153

258

575

575

18

44

67

89

152

257

574

574

19

44

66

88

151

256

573

573

20

43

66

87

151

255

572

572

21

43

65

87

150

255

572

572

22

42

65

86

149

254

571

571

23

41

64

86

149

254

570

570

24

41

63

85

148

253

570

570

25

40

63

84

147

252

569

569

26

39

62

84

147

251

568

568

27

39

61

83

146

251

568

568

28

38

61

82

145

250

567

567

29

37

60

82

145

249

566

566

30

37

59

81

144

249

566

566

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 116 | 130 | 154 | 228 | 341 | 658 | 1256 |
| 2 | 117 | 131 | 155 | 229 | 342 | 659 | 1013 |
| 3 | 120 | 135 | 158 | 224 | 340 | 657 | 830 |
| 4 | 122 | 138 | 161 | 227 | 340 | 657 | 692 |
| 5 | 123 | 141 | 167 | 230 | 340 | 657 | 657 |
| 6 | 124 | 143 | 170 | 235 | 340 | 657 | 657 |
| 7 | 125 | 145 | 171 | 237 | 339 | 656 | 656 |
| 8 | 124 | 145 | 170 | 235 | 339 | 656 | 656 |
| 9 | 124 | 145 | 170 | 233 | 338 | 655 | 655 |
| 10 | 123 | 145 | 169 | 232 | 337 | 654 | 654 |
| 11 | 123 | 145 | 168 | 231 | 336 | 653 | 653 |
| 12 | 122 | 144 | 166 | 229 | 334 | 651 | 651 |
| 13 | 120 | 143 | 164 | 228 | 332 | 649 | 649 |
| 14 | 118 | 141 | 162 | 226 | 330 | 647 | 647 |
| 15 | 116 | 139 | 160 | 223 | 328 | 645 | 645 |
| 16 | 113 | 136 | 158 | 221 | 326 | 643 | 643 |
| 17 | 111 | 134 | 156 | 219 | 324 | 640 | 640 |
| 18 | 109 | 132 | 154 | 217 | 322 | 638 | 638 |
| 19 | 107 | 130 | 152 | 215 | 320 | 636 | 636 |
| 20 | 106 | 128 | 150 | 213 | 318 | 635 | 635 |
| 21 | 104 | 127 | 148 | 211 | 316 | 633 | 633 |
| 22 | 102 | 125 | 146 | 210 | 314 | 631 | 631 |
| 23 | 100 | 123 | 145 | 208 | 312 | 629 | 629 |
| 24 | 98 | 121 | 143 | 206 | 311 | 627 | 627 |
| 25 | 97 | 119 | 141 | 204 | 309 | 626 | 626 |
| 26 | 95 | 118 | 139 | 202 | 307 | 624 | 624 |
| 27 | 93 | 116 | 137 | 200 | 305 | 622 | 622 |
| 28 | 91 | 114 | 136 | 199 | 304 | 620 | 620 |
| 29 | 90 | 112 | 134 | 197 | 302 | 619 | 619 |
| 30 | 88 | 111 | 132 | 196 | 300 | 617 | 617 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

116

130

154

228

341

658

1256

2

117

131

155

229

342

659

1013

3

120

135

158

224

340

657

830

4

122

138

161

227

340

657

692

5

123

141

167

230

340

657

657

6

124

143

170

235

340

657

657

7

125

145

171

237

339

656

656

8

124

145

170

235

339

656

656

9

124

145

170

233

338

655

655

10

123

145

169

232

337

654

654

11

123

145

168

231

336

653

653

12

122

144

166

229

334

651

651

13

120

143

164

228

332

649

649

14

118

141

162

226

330

647

647

15

116

139

160

223

328

645

645

16

113

136

158

221

326

643

643

17

111

134

156

219

324

640

640

18

109

132

154

217

322

638

638

19

107

130

152

215

320

636

636

20

106

128

150

213

318

635

635

21

104

127

148

211

316

633

633

22

102

125

146

210

314

631

631

23

100

123

145

208

312

629

629

24

98

121

143

206

311

627

627

25

97

119

141

204

309

626

626

26

95

118

139

202

307

624

624

27

93

116

137

200

305

622

622

28

91

114

136

199

304

620

620

29

90

112

134

197

302

619

619

30

88

111

132

196

300

617

617

2.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 183 | 207 | 281 | 394 | 711 | 1234 |
| 2 | 178 | 192 | 217 | 290 | 404 | 720 | 1007 |
| 3 | 184 | 199 | 222 | 288 | 405 | 721 | 831 |
| 4 | 187 | 203 | 226 | 292 | 405 | 722 | 722 |
| 5 | 188 | 205 | 231 | 295 | 405 | 722 | 722 |
| 6 | 188 | 206 | 234 | 298 | 404 | 720 | 720 |
| 7 | 188 | 207 | 234 | 300 | 402 | 719 | 719 |
| 8 | 187 | 207 | 233 | 297 | 401 | 718 | 718 |
| 9 | 185 | 206 | 231 | 295 | 400 | 716 | 716 |
| 10 | 185 | 206 | 230 | 293 | 398 | 715 | 715 |
| 11 | 183 | 205 | 228 | 292 | 396 | 713 | 713 |
| 12 | 181 | 204 | 226 | 289 | 394 | 711 | 711 |
| 13 | 179 | 201 | 223 | 286 | 391 | 708 | 708 |
| 14 | 176 | 199 | 220 | 283 | 388 | 705 | 705 |
| 15 | 173 | 196 | 217 | 280 | 385 | 702 | 702 |
| 16 | 170 | 192 | 214 | 277 | 382 | 699 | 699 |
| 17 | 167 | 189 | 211 | 274 | 379 | 696 | 696 |
| 18 | 164 | 186 | 208 | 271 | 376 | 693 | 693 |
| 19 | 161 | 183 | 205 | 268 | 373 | 690 | 690 |
| 20 | 158 | 180 | 202 | 265 | 370 | 687 | 687 |
| 21 | 155 | 177 | 199 | 262 | 367 | 684 | 684 |
| 22 | 151 | 174 | 196 | 259 | 364 | 680 | 680 |
| 23 | 148 | 171 | 193 | 256 | 361 | 677 | 677 |
| 24 | 145 | 168 | 190 | 253 | 357 | 674 | 674 |
| 25 | 142 | 165 | 187 | 250 | 354 | 671 | 671 |
| 26 | 139 | 162 | 184 | 247 | 351 | 668 | 668 |
| 27 | 136 | 159 | 181 | 244 | 348 | 665 | 665 |
| 28 | 133 | 156 | 178 | 241 | 346 | 662 | 662 |
| 29 | 131 | 153 | 175 | 238 | 343 | 660 | 660 |
| 30 | 128 | 151 | 172 | 236 | 340 | 657 | 657 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

169

183

207

281

394

711

1234

2

178

192

217

290

404

720

1007

3

184

199

222

288

405

721

831

4

187

203

226

292

405

722

722

5

188

205

231

295

405

722

722

6

188

206

234

298

404

720

720

7

188

207

234

300

402

719

719

8

187

207

233

297

401

718

718

9

185

206

231

295

400

716

716

10

185

206

230

293

398

715

715

11

183

205

228

292

396

713

713

12

181

204

226

289

394

711

711

13

179

201

223

286

391

708

708

14

176

199

220

283

388

705

705

15

173

196

217

280

385

702

702

16

170

192

214

277

382

699

699

17

167

189

211

274

379

696

696

18

164

186

208

271

376

693

693

19

161

183

205

268

373

690

690

20

158

180

202

265

370

687

687

21

155

177

199

262

367

684

684

22

151

174

196

259

364

680

680

23

148

171

193

256

361

677

677

24

145

168

190

253

357

674

674

25

142

165

187

250

354

671

671

26

139

162

184

247

351

668

668

27

136

159

181

244

348

665

665

28

133

156

178

241

346

662

662

29

131

153

175

238

343

660

660

30

128

151

172

236

340

657

657

2.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 44 | 69 | 142 | 256 | 573 | 1228 |
| 2 | 31 | 45 | 70 | 143 | 257 | 573 | 989 |
| 3 | 33 | 48 | 71 | 137 | 253 | 570 | 807 |
| 4 | 34 | 50 | 73 | 139 | 252 | 569 | 669 |
| 5 | 35 | 52 | 78 | 141 | 251 | 568 | 568 |
| 6 | 35 | 53 | 81 | 145 | 251 | 567 | 567 |
| 7 | 35 | 55 | 82 | 147 | 250 | 567 | 567 |
| 8 | 34 | 54 | 80 | 145 | 249 | 565 | 565 |
| 9 | 33 | 54 | 79 | 143 | 248 | 565 | 565 |
| 10 | 33 | 55 | 79 | 142 | 247 | 564 | 564 |
| 11 | 33 | 55 | 78 | 142 | 246 | 563 | 563 |
| 12 | 33 | 55 | 78 | 141 | 246 | 562 | 562 |
| 13 | 33 | 55 | 77 | 140 | 245 | 562 | 562 |
| 14 | 32 | 55 | 77 | 140 | 245 | 561 | 561 |
| 15 | 32 | 55 | 76 | 140 | 244 | 561 | 561 |
| 16 | 32 | 55 | 76 | 139 | 244 | 561 | 561 |
| 17 | 32 | 55 | 76 | 139 | 244 | 561 | 561 |
| 18 | 32 | 55 | 76 | 139 | 244 | 561 | 561 |
| 19 | 32 | 55 | 76 | 140 | 244 | 561 | 561 |
| 20 | 32 | 55 | 76 | 140 | 244 | 561 | 561 |
| 21 | 32 | 55 | 76 | 140 | 244 | 561 | 561 |
| 22 | 32 | 55 | 76 | 140 | 244 | 561 | 561 |
| 23 | 32 | 55 | 76 | 139 | 244 | 561 | 561 |
| 24 | 32 | 54 | 76 | 139 | 244 | 561 | 561 |
| 25 | 31 | 54 | 76 | 139 | 244 | 560 | 560 |
| 26 | 31 | 54 | 75 | 139 | 243 | 560 | 560 |
| 27 | 31 | 54 | 75 | 138 | 243 | 560 | 560 |
| 28 | 31 | 53 | 75 | 138 | 243 | 559 | 559 |
| 29 | 30 | 53 | 74 | 138 | 242 | 559 | 559 |
| 30 | 30 | 53 | 74 | 137 | 242 | 559 | 559 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

69

142

256

573

1228

2

31

45

70

143

257

573

989

3

33

48

71

137

253

570

807

4

34

50

73

139

252

569

669

5

35

52

78

141

251

568

568

6

35

53

81

145

251

567

567

7

35

55

82

147

250

567

567

8

34

54

80

145

249

565

565

9

33

54

79

143

248

565

565

10

33

55

79

142

247

564

564

11

33

55

78

142

246

563

563

12

33

55

78

141

246

562

562

13

33

55

77

140

245

562

562

14

32

55

77

140

245

561

561

15

32

55

76

140

244

561

561

16

32

55

76

139

244

561

561

17

32

55

76

139

244

561

561

18

32

55

76

139

244

561

561

19

32

55

76

140

244

561

561

20

32

55

76

140

244

561

561

21

32

55

76

140

244

561

561

22

32

55

76

140

244

561

561

23

32

55

76

139

244

561

561

24

32

54

76

139

244

561

561

25

31

54

76

139

244

560

560

26

31

54

75

139

243

560

560

27

31

54

75

138

243

560

560

28

31

53

75

138

243

559

559

29

30

53

74

138

242

559

559

30

30

53

74

137

242

559

559

2.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 28 | 42 | 66 | 140 | 253 | 570 | 1225 |
| 2 | 30 | 43 | 68 | 141 | 255 | 572 | 988 |
| 3 | 32 | 47 | 70 | 136 | 253 | 569 | 807 |
| 4 | 34 | 51 | 74 | 139 | 253 | 569 | 670 |
| 5 | 37 | 54 | 80 | 143 | 253 | 570 | 570 |
| 6 | 38 | 56 | 84 | 148 | 254 | 570 | 570 |
| 7 | 40 | 59 | 86 | 151 | 254 | 571 | 571 |
| 8 | 40 | 60 | 86 | 150 | 254 | 571 | 571 |
| 9 | 40 | 61 | 86 | 149 | 254 | 571 | 571 |
| 10 | 41 | 62 | 86 | 150 | 254 | 571 | 571 |
| 11 | 42 | 64 | 87 | 150 | 255 | 572 | 572 |
| 12 | 42 | 65 | 87 | 150 | 255 | 572 | 572 |
| 13 | 42 | 65 | 87 | 150 | 255 | 572 | 572 |
| 14 | 42 | 65 | 87 | 150 | 255 | 571 | 571 |
| 15 | 42 | 65 | 87 | 150 | 254 | 571 | 571 |
| 16 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 17 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 18 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 19 | 42 | 65 | 86 | 149 | 254 | 571 | 571 |
| 20 | 42 | 65 | 87 | 150 | 254 | 571 | 571 |
| 21 | 42 | 65 | 87 | 150 | 255 | 571 | 571 |
| 22 | 42 | 65 | 87 | 150 | 254 | 571 | 571 |
| 23 | 42 | 65 | 86 | 150 | 254 | 571 | 571 |
| 24 | 42 | 64 | 86 | 149 | 254 | 571 | 571 |
| 25 | 41 | 64 | 86 | 149 | 253 | 570 | 570 |
| 26 | 41 | 64 | 85 | 148 | 253 | 570 | 570 |
| 27 | 40 | 63 | 85 | 148 | 252 | 569 | 569 |
| 28 | 40 | 63 | 84 | 147 | 252 | 569 | 569 |
| 29 | 39 | 62 | 83 | 147 | 251 | 568 | 568 |
| 30 | 39 | 61 | 83 | 146 | 251 | 568 | 568 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

28

42

66

140

253

570

1225

2

30

43

68

141

255

572

988

3

32

47

70

136

253

569

807

4

34

51

74

139

253

569

670

5

37

54

80

143

253

570

570

6

38

56

84

148

254

570

570

7

40

59

86

151

254

571

571

8

40

60

86

150

254

571

571

9

40

61

86

149

254

571

571

10

41

62

86

150

254

571

571

11

42

64

87

150

255

572

572

12

42

65

87

150

255

572

572

13

42

65

87

150

255

572

572

14

42

65

87

150

255

571

571

15

42

65

87

150

254

571

571

16

42

65

86

149

254

571

571

17

42

65

86

149

254

571

571

18

42

65

86

149

254

571

571

19

42

65

86

149

254

571

571

20

42

65

87

150

254

571

571

21

42

65

87

150

255

571

571

22

42

65

87

150

254

571

571

23

42

65

86

150

254

571

571

24

42

64

86

149

254

571

571

25

41

64

86

149

253

570

570

26

41

64

85

148

253

570

570

27

40

63

85

148

252

569

569

28

40

63

84

147

252

569

569

29

39

62

83

147

251

568

568

30

39

61

83

146

251

568

568

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 126 | 140 | 164 | 238 | 352 | 668 | 1268 |
| 2 | 125 | 139 | 163 | 237 | 350 | 667 | 1024 |
| 3 | 125 | 140 | 163 | 229 | 346 | 662 | 838 |
| 4 | 125 | 141 | 165 | 230 | 344 | 660 | 696 |
| 5 | 126 | 143 | 169 | 233 | 343 | 659 | 659 |
| 6 | 125 | 144 | 171 | 236 | 341 | 658 | 658 |
| 7 | 126 | 145 | 172 | 237 | 340 | 657 | 657 |
| 8 | 125 | 145 | 171 | 235 | 339 | 656 | 656 |
| 9 | 124 | 144 | 169 | 233 | 338 | 655 | 655 |
| 10 | 124 | 145 | 169 | 233 | 337 | 654 | 654 |
| 11 | 123 | 145 | 169 | 232 | 337 | 653 | 653 |
| 12 | 123 | 145 | 167 | 231 | 335 | 652 | 652 |
| 13 | 122 | 144 | 166 | 229 | 334 | 651 | 651 |
| 14 | 121 | 143 | 165 | 228 | 333 | 650 | 650 |
| 15 | 118 | 141 | 163 | 226 | 331 | 647 | 647 |
| 16 | 116 | 139 | 161 | 224 | 328 | 645 | 645 |
| 17 | 114 | 136 | 158 | 221 | 326 | 643 | 643 |
| 18 | 111 | 134 | 156 | 219 | 324 | 640 | 640 |
| 19 | 109 | 132 | 154 | 217 | 322 | 638 | 638 |
| 20 | 107 | 130 | 151 | 215 | 319 | 636 | 636 |
| 21 | 105 | 128 | 149 | 212 | 317 | 634 | 634 |
| 22 | 103 | 125 | 147 | 210 | 315 | 632 | 632 |
| 23 | 100 | 123 | 145 | 208 | 313 | 629 | 629 |
| 24 | 98 | 121 | 143 | 206 | 310 | 627 | 627 |
| 25 | 96 | 119 | 140 | 204 | 308 | 625 | 625 |
| 26 | 94 | 117 | 138 | 201 | 306 | 623 | 623 |
| 27 | 92 | 115 | 136 | 199 | 304 | 621 | 621 |
| 28 | 90 | 113 | 134 | 197 | 302 | 619 | 619 |
| 29 | 88 | 111 | 132 | 195 | 300 | 617 | 617 |
| 30 | 86 | 109 | 130 | 193 | 298 | 615 | 615 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

126

140

164

238

352

668

1268

2

125

139

163

237

350

667

1024

3

125

140

163

229

346

662

838

4

125

141

165

230

344

660

696

5

126

143

169

233

343

659

659

6

125

144

171

236

341

658

658

7

126

145

172

237

340

657

657

8

125

145

171

235

339

656

656

9

124

144

169

233

338

655

655

10

124

145

169

233

337

654

654

11

123

145

169

232

337

653

653

12

123

145

167

231

335

652

652

13

122

144

166

229

334

651

651

14

121

143

165

228

333

650

650

15

118

141

163

226

331

647

647

16

116

139

161

224

328

645

645

17

114

136

158

221

326

643

643

18

111

134

156

219

324

640

640

19

109

132

154

217

322

638

638

20

107

130

151

215

319

636

636

21

105

128

149

212

317

634

634

22

103

125

147

210

315

632

632

23

100

123

145

208

313

629

629

24

98

121

143

206

310

627

627

25

96

119

140

204

308

625

625

26

94

117

138

201

306

623

623

27

92

115

136

199

304

621

621

28

90

113

134

197

302

619

619

29

88

111

132

195

300

617

617

30

86

109

130

193

298

615

615

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 37 | 110 | 224 | 541 | 1194 |
| 2 | 1 | 14 | 39 | 112 | 226 | 542 | 961 |
| 3 | 3 | 18 | 41 | 107 | 224 | 540 | 784 |
| 4 | 5 | 21 | 45 | 110 | 224 | 540 | 650 |
| 5 | 7 | 25 | 51 | 114 | 224 | 541 | 547 |
| 6 | 9 | 27 | 55 | 119 | 225 | 541 | 541 |
| 7 | 10 | 30 | 57 | 122 | 225 | 542 | 542 |
| 8 | 10 | 31 | 56 | 121 | 225 | 542 | 542 |
| 9 | 10 | 31 | 56 | 120 | 225 | 542 | 542 |
| 10 | 11 | 32 | 56 | 120 | 225 | 541 | 541 |
| 11 | 11 | 33 | 56 | 120 | 224 | 541 | 541 |
| 12 | 11 | 34 | 56 | 119 | 224 | 541 | 541 |
| 13 | 11 | 34 | 56 | 119 | 224 | 541 | 541 |
| 14 | 11 | 34 | 56 | 119 | 224 | 540 | 540 |
| 15 | 12 | 34 | 56 | 119 | 223 | 540 | 540 |
| 16 | 13 | 34 | 55 | 118 | 223 | 540 | 540 |
| 17 | 13 | 34 | 55 | 118 | 223 | 540 | 540 |
| 18 | 14 | 34 | 55 | 118 | 223 | 540 | 540 |
| 19 | 15 | 34 | 55 | 119 | 223 | 540 | 540 |
| 20 | 16 | 34 | 56 | 119 | 224 | 541 | 541 |
| 21 | 16 | 35 | 56 | 120 | 224 | 541 | 541 |
| 22 | 17 | 35 | 57 | 120 | 225 | 541 | 541 |
| 23 | 18 | 35 | 57 | 120 | 225 | 542 | 542 |
| 24 | 18 | 36 | 57 | 120 | 225 | 542 | 542 |
| 25 | 20 | 36 | 57 | 120 | 225 | 542 | 542 |
| 26 | 20 | 36 | 57 | 121 | 225 | 542 | 542 |
| 27 | 21 | 36 | 58 | 121 | 225 | 542 | 542 |
| 28 | 21 | 36 | 58 | 121 | 226 | 542 | 542 |
| 29 | 22 | 36 | 58 | 121 | 226 | 542 | 542 |
| 30 | 22 | 36 | 58 | 121 | 226 | 542 | 542 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

12

37

110

224

541

1194

2

1

14

39

112

226

542

961

3

3

18

41

107

224

540

784

4

5

21

45

110

224

540

650

5

7

25

51

114

224

541

547

6

9

27

55

119

225

541

541

7

10

30

57

122

225

542

542

8

10

31

56

121

225

542

542

9

10

31

56

120

225

542

542

10

11

32

56

120

225

541

541

11

11

33

56

120

224

541

541

12

11

34

56

119

224

541

541

13

11

34

56

119

224

541

541

14

11

34

56

119

224

540

540

15

12

34

56

119

223

540

540

16

13

34

55

118

223

540

540

17

13

34

55

118

223

540

540

18

14

34

55

118

223

540

540

19

15

34

55

119

223

540

540

20

16

34

56

119

224

541

541

21

16

35

56

120

224

541

541

22

17

35

57

120

225

541

541

23

18

35

57

120

225

542

542

24

18

36

57

120

225

542

542

25

20

36

57

120

225

542

542

26

20

36

57

121

225

542

542

27

21

36

58

121

225

542

542

28

21

36

58

121

226

542

542

29

22

36

58

121

226

542

542

30

22

36

58

121

226

542

542

2.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 36 | 50 | 74 | 147 | 261 | 578 | 1202 |
| 2 | 36 | 50 | 74 | 148 | 261 | 578 | 968 |
| 3 | 36 | 51 | 74 | 140 | 257 | 573 | 790 |
| 4 | 36 | 52 | 76 | 141 | 255 | 571 | 654 |
| 5 | 37 | 54 | 80 | 143 | 253 | 570 | 570 |
| 6 | 39 | 57 | 85 | 149 | 255 | 571 | 571 |
| 7 | 37 | 56 | 83 | 148 | 251 | 568 | 568 |
| 8 | 40 | 60 | 86 | 151 | 254 | 571 | 571 |
| 9 | 39 | 60 | 85 | 149 | 253 | 570 | 570 |
| 10 | 34 | 56 | 80 | 143 | 248 | 565 | 565 |
| 11 | 30 | 52 | 75 | 139 | 243 | 560 | 560 |
| 12 | 27 | 50 | 72 | 135 | 240 | 557 | 557 |
| 13 | 25 | 48 | 70 | 133 | 238 | 554 | 554 |
| 14 | 23 | 46 | 68 | 131 | 236 | 552 | 552 |
| 15 | 22 | 45 | 66 | 129 | 234 | 551 | 551 |
| 16 | 20 | 43 | 65 | 128 | 233 | 549 | 549 |
| 17 | 20 | 42 | 64 | 127 | 232 | 549 | 549 |
| 18 | 19 | 42 | 63 | 126 | 231 | 548 | 548 |
| 19 | 18 | 41 | 63 | 126 | 231 | 548 | 548 |
| 20 | 19 | 41 | 63 | 126 | 231 | 548 | 548 |
| 21 | 19 | 41 | 63 | 126 | 231 | 548 | 548 |
| 22 | 19 | 41 | 63 | 126 | 231 | 548 | 548 |
| 23 | 18 | 41 | 63 | 126 | 231 | 547 | 547 |
| 24 | 18 | 41 | 63 | 126 | 231 | 547 | 547 |
| 25 | 20 | 41 | 63 | 126 | 230 | 547 | 547 |
| 26 | 20 | 41 | 62 | 126 | 230 | 547 | 547 |
| 27 | 21 | 41 | 62 | 125 | 230 | 547 | 547 |
| 28 | 21 | 41 | 62 | 125 | 230 | 547 | 547 |
| 29 | 22 | 41 | 62 | 125 | 230 | 547 | 547 |
| 30 | 22 | 40 | 62 | 125 | 230 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

36

50

74

147

261

578

1202

2

36

50

74

148

261

578

968

3

36

51

74

140

257

573

790

4

36

52

76

141

255

571

654

5

37

54

80

143

253

570

570

6

39

57

85

149

255

571

571

7

37

56

83

148

251

568

568

8

40

60

86

151

254

571

571

9

39

60

85

149

253

570

570

10

34

56

80

143

248

565

565

11

30

52

75

139

243

560

560

12

27

50

72

135

240

557

557

13

25

48

70

133

238

554

554

14

23

46

68

131

236

552

552

15

22

45

66

129

234

551

551

16

20

43

65

128

233

549

549

17

20

42

64

127

232

549

549

18

19

42

63

126

231

548

548

19

18

41

63

126

231

548

548

20

19

41

63

126

231

548

548

21

19

41

63

126

231

548

548

22

19

41

63

126

231

548

548

23

18

41

63

126

231

547

547

24

18

41

63

126

231

547

547

25

20

41

63

126

230

547

547

26

20

41

62

126

230

547

547

27

21

41

62

125

230

547

547

28

21

41

62

125

230

547

547

29

22

41

62

125

230

547

547

30

22

40

62

125

230

547

547

2.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 201 | 214 | 239 | 312 | 426 | 743 | 1356 |
| 2 | 197 | 211 | 235 | 309 | 422 | 739 | 1101 |
| 3 | 193 | 208 | 231 | 297 | 414 | 730 | 904 |
| 4 | 190 | 206 | 229 | 295 | 408 | 725 | 753 |
| 5 | 186 | 203 | 229 | 293 | 403 | 720 | 720 |
| 6 | 182 | 201 | 228 | 293 | 398 | 715 | 715 |
| 7 | 179 | 198 | 225 | 291 | 393 | 710 | 710 |
| 8 | 174 | 195 | 221 | 285 | 389 | 706 | 706 |
| 9 | 170 | 191 | 216 | 280 | 385 | 701 | 701 |
| 10 | 167 | 188 | 212 | 276 | 380 | 697 | 697 |
| 11 | 163 | 185 | 208 | 272 | 376 | 693 | 693 |
| 12 | 159 | 182 | 204 | 267 | 372 | 689 | 689 |
| 13 | 156 | 178 | 200 | 263 | 368 | 685 | 685 |
| 14 | 152 | 175 | 196 | 260 | 364 | 681 | 681 |
| 15 | 149 | 171 | 193 | 256 | 361 | 678 | 678 |
| 16 | 145 | 168 | 189 | 253 | 357 | 674 | 674 |
| 17 | 142 | 165 | 186 | 249 | 354 | 671 | 671 |
| 18 | 139 | 162 | 183 | 246 | 351 | 668 | 668 |
| 19 | 136 | 159 | 180 | 244 | 348 | 665 | 665 |
| 20 | 133 | 156 | 178 | 241 | 346 | 662 | 662 |
| 21 | 131 | 153 | 175 | 238 | 343 | 660 | 660 |
| 22 | 128 | 151 | 172 | 235 | 340 | 657 | 657 |
| 23 | 125 | 148 | 169 | 233 | 337 | 654 | 654 |
| 24 | 123 | 145 | 167 | 230 | 335 | 652 | 652 |
| 25 | 120 | 143 | 164 | 227 | 332 | 649 | 649 |
| 26 | 118 | 140 | 162 | 225 | 330 | 647 | 647 |
| 27 | 115 | 138 | 159 | 223 | 327 | 644 | 644 |
| 28 | 113 | 136 | 157 | 220 | 325 | 642 | 642 |
| 29 | 111 | 133 | 155 | 218 | 323 | 640 | 640 |
| 30 | 108 | 131 | 153 | 216 | 321 | 637 | 637 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

201

214

239

312

426

743

1356

2

197

211

235

309

422

739

1101

3

193

208

231

297

414

730

904

4

190

206

229

295

408

725

753

5

186

203

229

293

403

720

720

6

182

201

228

293

398

715

715

7

179

198

225

291

393

710

710

8

174

195

221

285

389

706

706

9

170

191

216

280

385

701

701

10

167

188

212

276

380

697

697

11

163

185

208

272

376

693

693

12

159

182

204

267

372

689

689

13

156

178

200

263

368

685

685

14

152

175

196

260

364

681

681

15

149

171

193

256

361

678

678

16

145

168

189

253

357

674

674

17

142

165

186

249

354

671

671

18

139

162

183

246

351

668

668

19

136

159

180

244

348

665

665

20

133

156

178

241

346

662

662

21

131

153

175

238

343

660

660

22

128

151

172

235

340

657

657

23

125

148

169

233

337

654

654

24

123

145

167

230

335

652

652

25

120

143

164

227

332

649

649

26

118

140

162

225

330

647

647

27

115

138

159

223

327

644

644

28

113

136

157

220

325

642

642

29

111

133

155

218

323

640

640

30

108

131

153

216

321

637

637

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 26 | 50 | 105 | 241 | 557 | 1195 |
| 2 | 9 | 26 | 50 | 105 | 241 | 557 | 961 |
| 3 | 10 | 29 | 52 | 101 | 239 | 555 | 784 |
| 4 | 13 | 34 | 56 | 98 | 239 | 556 | 650 |
| 5 | 17 | 40 | 61 | 101 | 240 | 557 | 557 |
| 6 | 19 | 43 | 65 | 98 | 241 | 557 | 557 |
| 7 | 20 | 45 | 64 | 92 | 241 | 558 | 558 |
| 8 | 18 | 44 | 63 | 91 | 241 | 558 | 558 |
| 9 | 18 | 45 | 65 | 95 | 241 | 558 | 558 |
| 10 | 20 | 48 | 68 | 98 | 241 | 558 | 558 |
| 11 | 22 | 50 | 70 | 101 | 241 | 558 | 558 |
| 12 | 24 | 53 | 71 | 102 | 241 | 558 | 558 |
| 13 | 25 | 55 | 71 | 102 | 241 | 558 | 558 |
| 14 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 15 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 16 | 25 | 55 | 72 | 102 | 241 | 557 | 557 |
| 17 | 25 | 55 | 72 | 102 | 241 | 557 | 557 |
| 18 | 25 | 55 | 72 | 102 | 241 | 557 | 557 |
| 19 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 20 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 21 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 22 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 23 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 24 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 25 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 26 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 27 | 25 | 55 | 72 | 102 | 241 | 558 | 558 |
| 28 | 25 | 55 | 72 | 102 | 241 | 557 | 557 |
| 29 | 25 | 55 | 72 | 102 | 240 | 557 | 557 |
| 30 | 25 | 55 | 72 | 102 | 240 | 557 | 557 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

26

50

105

241

557

1195

2

9

26

50

105

241

557

961

3

10

29

52

101

239

555

784

4

13

34

56

98

239

556

650

5

17

40

61

101

240

557

557

6

19

43

65

98

241

557

557

7

20

45

64

92

241

558

558

8

18

44

63

91

241

558

558

9

18

45

65

95

241

558

558

10

20

48

68

98

241

558

558

11

22

50

70

101

241

558

558

12

24

53

71

102

241

558

558

13

25

55

71

102

241

558

558

14

25

55

72

102

241

558

558

15

25

55

72

102

241

558

558

16

25

55

72

102

241

557

557

17

25

55

72

102

241

557

557

18

25

55

72

102

241

557

557

19

25

55

72

102

241

558

558

20

25

55

72

102

241

558

558

21

25

55

72

102

241

558

558

22

25

55

72

102

241

558

558

23

25

55

72

102

241

558

558

24

25

55

72

102

241

558

558

25

25

55

72

102

241

558

558

26

25

55

72

102

241

558

558

27

25

55

72

102

241

558

558

28

25

55

72

102

241

557

557

29

25

55

72

102

240

557

557

30

25

55

72

102

240

557

557

2.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 14 | 88 | 202 | 518 | 1192 |
| 2 | 1 | 5 | 13 | 87 | 200 | 517 | 959 |
| 3 | 2 | 5 | 13 | 79 | 195 | 512 | 782 |
| 4 | 3 | 6 | 14 | 80 | 193 | 510 | 648 |
| 5 | 4 | 6 | 19 | 82 | 192 | 509 | 545 |
| 6 | 5 | 8 | 22 | 86 | 192 | 508 | 508 |
| 7 | 5 | 9 | 23 | 89 | 191 | 508 | 508 |
| 8 | 6 | 9 | 23 | 87 | 191 | 508 | 508 |
| 9 | 7 | 10 | 23 | 87 | 191 | 508 | 508 |
| 10 | 8 | 10 | 23 | 87 | 191 | 508 | 508 |
| 11 | 9 | 12 | 23 | 87 | 191 | 508 | 508 |
| 12 | 9 | 12 | 24 | 87 | 192 | 508 | 508 |
| 13 | 10 | 13 | 24 | 87 | 192 | 509 | 509 |
| 14 | 11 | 13 | 26 | 87 | 192 | 509 | 509 |
| 15 | 12 | 15 | 27 | 88 | 192 | 509 | 509 |
| 16 | 13 | 16 | 28 | 88 | 192 | 509 | 509 |
| 17 | 13 | 16 | 30 | 88 | 193 | 510 | 510 |
| 18 | 14 | 17 | 31 | 89 | 193 | 510 | 510 |
| 19 | 14 | 18 | 32 | 89 | 194 | 511 | 511 |
| 20 | 16 | 19 | 33 | 90 | 194 | 511 | 511 |
| 21 | 16 | 19 | 34 | 90 | 195 | 512 | 512 |
| 22 | 17 | 20 | 36 | 91 | 195 | 512 | 512 |
| 23 | 17 | 21 | 37 | 91 | 196 | 512 | 512 |
| 24 | 18 | 22 | 38 | 91 | 196 | 513 | 513 |
| 25 | 18 | 22 | 39 | 91 | 196 | 513 | 513 |
| 26 | 20 | 23 | 40 | 91 | 196 | 513 | 513 |
| 27 | 21 | 23 | 41 | 91 | 196 | 513 | 513 |
| 28 | 21 | 25 | 43 | 91 | 196 | 513 | 513 |
| 29 | 22 | 26 | 44 | 91 | 196 | 513 | 513 |
| 30 | 22 | 26 | 45 | 91 | 196 | 513 | 513 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

14

88

202

518

1192

2

1

5

13

87

200

517

959

3

2

5

13

79

195

512

782

4

3

6

14

80

193

510

648

5

4

6

19

82

192

509

545

6

5

8

22

86

192

508

508

7

5

9

23

89

191

508

508

8

6

9

23

87

191

508

508

9

7

10

23

87

191

508

508

10

8

10

23

87

191

508

508

11

9

12

23

87

191

508

508

12

9

12

24

87

192

508

508

13

10

13

24

87

192

509

509

14

11

13

26

87

192

509

509

15

12

15

27

88

192

509

509

16

13

16

28

88

192

509

509

17

13

16

30

88

193

510

510

18

14

17

31

89

193

510

510

19

14

18

32

89

194

511

511

20

16

19

33

90

194

511

511

21

16

19

34

90

195

512

512

22

17

20

36

91

195

512

512

23

17

21

37

91

196

512

512

24

18

22

38

91

196

513

513

25

18

22

39

91

196

513

513

26

20

23

40

91

196

513

513

27

21

23

41

91

196

513

513

28

21

25

43

91

196

513

513

29

22

26

44

91

196

513

513

30

22

26

45

91

196

513

513

3.   Other exposures

3.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 2 | 15 | 21 | 43 | 163 | 294 | 3030 |
| 2 | 2 | 15 | 21 | 43 | 163 | 333 | 2255 |
| 3 | 1 | 15 | 23 | 48 | 158 | 346 | 1701 |
| 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1313 |
| 5 | 2 | 18 | 30 | 54 | 155 | 337 | 1040 |
| 6 | 4 | 21 | 32 | 57 | 155 | 324 | 843 |
| 7 | 5 | 23 | 34 | 59 | 155 | 309 | 697 |
| 8 | 5 | 24 | 35 | 62 | 155 | 292 | 586 |
| 9 | 6 | 25 | 37 | 65 | 155 | 276 | 499 |
| 10 | 6 | 26 | 38 | 67 | 155 | 259 | 429 |
| 11 | 6 | 26 | 39 | 68 | 155 | 250 | 373 |
| 12 | 6 | 26 | 39 | 68 | 155 | 250 | 326 |
| 13 | 6 | 26 | 39 | 68 | 155 | 250 | 287 |
| 14 | 6 | 26 | 39 | 68 | 155 | 250 | 254 |
| 15 | 6 | 26 | 39 | 68 | 155 | 250 | 250 |
| 16 | 6 | 26 | 40 | 68 | 155 | 250 | 250 |
| 17 | 6 | 26 | 43 | 68 | 155 | 250 | 250 |
| 18 | 6 | 26 | 45 | 68 | 155 | 250 | 250 |
| 19 | 7 | 26 | 47 | 68 | 155 | 250 | 250 |
| 20 | 7 | 26 | 50 | 68 | 155 | 250 | 250 |
| 21 | 7 | 26 | 52 | 68 | 155 | 250 | 250 |
| 22 | 7 | 26 | 54 | 68 | 155 | 250 | 250 |
| 23 | 8 | 26 | 57 | 68 | 155 | 250 | 250 |
| 24 | 8 | 26 | 59 | 68 | 155 | 250 | 250 |
| 25 | 9 | 26 | 61 | 68 | 155 | 250 | 250 |
| 26 | 9 | 26 | 63 | 68 | 155 | 250 | 250 |
| 27 | 9 | 26 | 66 | 68 | 155 | 250 | 250 |
| 28 | 10 | 26 | 68 | 70 | 155 | 250 | 250 |
| 29 | 10 | 26 | 70 | 72 | 155 | 250 | 250 |
| 30 | 10 | 26 | 73 | 74 | 155 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

15

21

43

163

294

3030

2

2

15

21

43

163

333

2255

3

1

15

23

48

158

346

1701

4

1

16

26

52

155

346

1313

5

2

18

30

54

155

337

1040

6

4

21

32

57

155

324

843

7

5

23

34

59

155

309

697

8

5

24

35

62

155

292

586

9

6

25

37

65

155

276

499

10

6

26

38

67

155

259

429

11

6

26

39

68

155

250

373

12

6

26

39

68

155

250

326

13

6

26

39

68

155

250

287

14

6

26

39

68

155

250

254

15

6

26

39

68

155

250

250

16

6

26

40

68

155

250

250

17

6

26

43

68

155

250

250

18

6

26

45

68

155

250

250

19

7

26

47

68

155

250

250

20

7

26

50

68

155

250

250

21

7

26

52

68

155

250

250

22

7

26

54

68

155

250

250

23

8

26

57

68

155

250

250

24

8

26

59

68

155

250

250

25

9

26

61

68

155

250

250

26

9

26

63

68

155

250

250

27

9

26

66

68

155

250

250

28

10

26

68

70

155

250

250

29

10

26

70

72

155

250

250

30

10

26

73

74

155

250

250

3.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 22 | 28 | 50 | 170 | 297 | 3063 |
| 2 | 11 | 24 | 30 | 52 | 172 | 336 | 2281 |
| 3 | 10 | 24 | 33 | 57 | 167 | 350 | 1722 |
| 4 | 10 | 25 | 36 | 61 | 164 | 350 | 1330 |
| 5 | 11 | 27 | 38 | 63 | 164 | 341 | 1054 |
| 6 | 12 | 29 | 40 | 65 | 163 | 328 | 855 |
| 7 | 12 | 31 | 41 | 67 | 163 | 313 | 707 |
| 8 | 12 | 31 | 42 | 68 | 162 | 296 | 594 |
| 9 | 12 | 31 | 43 | 71 | 161 | 279 | 505 |
| 10 | 12 | 31 | 44 | 73 | 161 | 263 | 435 |
| 11 | 11 | 31 | 44 | 73 | 160 | 255 | 378 |
| 12 | 11 | 31 | 43 | 72 | 160 | 254 | 330 |
| 13 | 10 | 30 | 43 | 72 | 159 | 254 | 291 |
| 14 | 10 | 30 | 42 | 71 | 159 | 253 | 258 |
| 15 | 9 | 29 | 42 | 71 | 158 | 253 | 253 |
| 16 | 9 | 28 | 41 | 70 | 158 | 252 | 252 |
| 17 | 8 | 28 | 43 | 70 | 158 | 252 | 252 |
| 18 | 8 | 28 | 46 | 70 | 157 | 252 | 252 |
| 19 | 8 | 28 | 48 | 70 | 157 | 252 | 252 |
| 20 | 9 | 29 | 50 | 71 | 158 | 252 | 252 |
| 21 | 9 | 29 | 53 | 71 | 158 | 253 | 253 |
| 22 | 9 | 29 | 55 | 71 | 158 | 253 | 253 |
| 23 | 9 | 29 | 57 | 71 | 159 | 253 | 253 |
| 24 | 10 | 29 | 60 | 71 | 159 | 253 | 253 |
| 25 | 10 | 29 | 62 | 71 | 159 | 253 | 253 |
| 26 | 10 | 29 | 65 | 71 | 159 | 253 | 253 |
| 27 | 10 | 29 | 67 | 71 | 159 | 253 | 253 |
| 28 | 10 | 29 | 69 | 71 | 159 | 253 | 253 |
| 29 | 10 | 29 | 72 | 73 | 158 | 253 | 253 |
| 30 | 10 | 29 | 74 | 74 | 158 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

22

28

50

170

297

3063

2

11

24

30

52

172

336

2281

3

10

24

33

57

167

350

1722

4

10

25

36

61

164

350

1330

5

11

27

38

63

164

341

1054

6

12

29

40

65

163

328

855

7

12

31

41

67

163

313

707

8

12

31

42

68

162

296

594

9

12

31

43

71

161

279

505

10

12

31

44

73

161

263

435

11

11

31

44

73

160

255

378

12

11

31

43

72

160

254

330

13

10

30

43

72

159

254

291

14

10

30

42

71

159

253

258

15

9

29

42

71

158

253

253

16

9

28

41

70

158

252

252

17

8

28

43

70

158

252

252

18

8

28

46

70

157

252

252

19

8

28

48

70

157

252

252

20

9

29

50

71

158

252

252

21

9

29

53

71

158

253

253

22

9

29

55

71

158

253

253

23

9

29

57

71

159

253

253

24

10

29

60

71

159

253

253

25

10

29

62

71

159

253

253

26

10

29

65

71

159

253

253

27

10

29

67

71

159

253

253

28

10

29

69

71

159

253

253

29

10

29

72

73

158

253

253

30

10

29

74

74

158

253

253

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 21 | 43 | 163 | 294 | 3030 |
| 2 | 1 | 14 | 21 | 43 | 163 | 333 | 2254 |
| 3 | 1 | 15 | 23 | 48 | 157 | 346 | 1700 |
| 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1313 |
| 5 | 2 | 18 | 30 | 54 | 155 | 337 | 1040 |
| 6 | 3 | 20 | 32 | 57 | 155 | 324 | 843 |
| 7 | 5 | 23 | 34 | 59 | 155 | 308 | 697 |
| 8 | 5 | 24 | 35 | 62 | 155 | 292 | 586 |
| 9 | 5 | 25 | 37 | 65 | 155 | 275 | 499 |
| 10 | 6 | 25 | 38 | 67 | 155 | 259 | 429 |
| 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 |
| 12 | 6 | 26 | 39 | 68 | 155 | 249 | 326 |
| 13 | 6 | 26 | 39 | 68 | 155 | 249 | 287 |
| 14 | 6 | 26 | 39 | 68 | 155 | 249 | 254 |
| 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 |
| 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 |
| 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 |
| 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 |
| 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 |
| 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 |
| 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 |
| 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 |
| 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 |
| 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 |
| 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 |
| 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 |
| 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 |
| 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 |
| 29 | 10 | 26 | 70 | 72 | 155 | 249 | 249 |
| 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

21

43

163

294

3030

2

1

14

21

43

163

333

2254

3

1

15

23

48

157

346

1700

4

1

16

26

52

155

346

1313

5

2

18

30

54

155

337

1040

6

3

20

32

57

155

324

843

7

5

23

34

59

155

308

697

8

5

24

35

62

155

292

586

9

5

25

37

65

155

275

499

10

6

25

38

67

155

259

429

11

6

26

39

68

155

249

373

12

6

26

39

68

155

249

326

13

6

26

39

68

155

249

287

14

6

26

39

68

155

249

254

15

6

26

39

68

155

249

249

16

6

26

40

68

155

249

249

17

6

26

43

68

155

249

249

18

6

26

45

68

155

249

249

19

7

26

47

68

155

249

249

20

7

26

50

68

155

249

249

21

7

26

52

68

155

249

249

22

7

26

54

68

155

249

249

23

8

26

57

68

155

249

249

24

8

26

59

68

155

249

249

25

9

26

61

68

155

249

249

26

9

26

63

68

155

249

249

27

9

26

66

68

155

249

249

28

10

26

68

70

155

249

249

29

10

26

70

72

155

249

249

30

10

26

73

74

155

249

249

3.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 75 | 88 | 94 | 116 | 236 | 333 | 3065 |
| 2 | 71 | 84 | 91 | 113 | 233 | 338 | 2289 |
| 3 | 73 | 87 | 96 | 120 | 230 | 352 | 1732 |
| 4 | 71 | 86 | 97 | 122 | 225 | 353 | 1341 |
| 5 | 70 | 86 | 98 | 122 | 223 | 345 | 1065 |
| 6 | 70 | 87 | 98 | 123 | 221 | 332 | 865 |
| 7 | 69 | 87 | 98 | 123 | 220 | 317 | 716 |
| 8 | 68 | 87 | 98 | 125 | 218 | 313 | 602 |
| 9 | 68 | 87 | 99 | 127 | 217 | 312 | 513 |
| 10 | 64 | 84 | 97 | 125 | 214 | 308 | 442 |
| 11 | 62 | 82 | 95 | 124 | 211 | 306 | 385 |
| 12 | 61 | 81 | 94 | 123 | 210 | 304 | 337 |
| 13 | 60 | 80 | 93 | 122 | 209 | 304 | 304 |
| 14 | 60 | 80 | 92 | 121 | 209 | 303 | 303 |
| 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 |
| 16 | 59 | 79 | 92 | 121 | 208 | 302 | 302 |
| 17 | 58 | 78 | 91 | 120 | 207 | 302 | 302 |
| 18 | 58 | 78 | 91 | 119 | 207 | 301 | 301 |
| 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 |
| 20 | 56 | 76 | 89 | 118 | 205 | 300 | 300 |
| 21 | 56 | 76 | 89 | 117 | 205 | 299 | 299 |
| 22 | 55 | 75 | 88 | 117 | 204 | 298 | 298 |
| 23 | 54 | 74 | 87 | 116 | 203 | 297 | 297 |
| 24 | 53 | 73 | 86 | 115 | 202 | 296 | 296 |
| 25 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 26 | 51 | 71 | 84 | 113 | 200 | 294 | 294 |
| 27 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 28 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 29 | 48 | 68 | 81 | 110 | 197 | 291 | 291 |
| 30 | 47 | 67 | 80 | 109 | 196 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

88

94

116

236

333

3065

2

71

84

91

113

233

338

2289

3

73

87

96

120

230

352

1732

4

71

86

97

122

225

353

1341

5

70

86

98

122

223

345

1065

6

70

87

98

123

221

332

865

7

69

87

98

123

220

317

716

8

68

87

98

125

218

313

602

9

68

87

99

127

217

312

513

10

64

84

97

125

214

308

442

11

62

82

95

124

211

306

385

12

61

81

94

123

210

304

337

13

60

80

93

122

209

304

304

14

60

80

92

121

209

303

303

15

59

79

92

121

208

303

303

16

59

79

92

121

208

302

302

17

58

78

91

120

207

302

302

18

58

78

91

119

207

301

301

19

57

77

90

119

206

300

300

20

56

76

89

118

205

300

300

21

56

76

89

117

205

299

299

22

55

75

88

117

204

298

298

23

54

74

87

116

203

297

297

24

53

73

86

115

202

296

296

25

52

72

85

114

201

295

295

26

51

71

84

113

200

294

294

27

50

70

83

112

199

293

293

28

49

69

82

111

198

292

292

29

48

68

81

110

197

291

291

30

47

67

80

109

196

290

290

3.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 18 | 25 | 47 | 167 | 296 | 3047 |
| 2 | 7 | 20 | 27 | 49 | 168 | 335 | 2268 |
| 3 | 8 | 21 | 30 | 55 | 164 | 348 | 1711 |
| 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1322 |
| 5 | 9 | 25 | 37 | 61 | 162 | 339 | 1047 |
| 6 | 11 | 28 | 39 | 64 | 162 | 326 | 849 |
| 7 | 12 | 30 | 41 | 66 | 162 | 311 | 702 |
| 8 | 12 | 30 | 42 | 68 | 162 | 294 | 589 |
| 9 | 12 | 31 | 43 | 71 | 161 | 277 | 502 |
| 10 | 11 | 31 | 44 | 72 | 161 | 261 | 432 |
| 11 | 11 | 31 | 44 | 73 | 160 | 255 | 376 |
| 12 | 11 | 31 | 44 | 73 | 160 | 255 | 329 |
| 13 | 11 | 31 | 44 | 73 | 160 | 255 | 291 |
| 14 | 11 | 31 | 44 | 73 | 160 | 254 | 258 |
| 15 | 11 | 31 | 44 | 73 | 160 | 254 | 254 |
| 16 | 11 | 30 | 43 | 72 | 160 | 254 | 254 |
| 17 | 11 | 31 | 43 | 72 | 160 | 254 | 254 |
| 18 | 11 | 31 | 46 | 72 | 160 | 254 | 254 |
| 19 | 11 | 31 | 48 | 73 | 160 | 254 | 254 |
| 20 | 11 | 31 | 50 | 73 | 160 | 255 | 255 |
| 21 | 12 | 32 | 53 | 73 | 161 | 255 | 255 |
| 22 | 12 | 32 | 56 | 74 | 161 | 255 | 255 |
| 23 | 12 | 32 | 58 | 74 | 161 | 256 | 256 |
| 24 | 12 | 32 | 60 | 74 | 161 | 256 | 256 |
| 25 | 12 | 32 | 62 | 74 | 161 | 256 | 256 |
| 26 | 12 | 32 | 65 | 74 | 161 | 256 | 256 |
| 27 | 12 | 32 | 67 | 74 | 161 | 256 | 256 |
| 28 | 12 | 32 | 70 | 74 | 161 | 255 | 255 |
| 29 | 12 | 32 | 72 | 74 | 161 | 255 | 255 |
| 30 | 12 | 32 | 74 | 76 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

18

25

47

167

296

3047

2

7

20

27

49

168

335

2268

3

8

21

30

55

164

348

1711

4

8

23

33

59

162

348

1322

5

9

25

37

61

162

339

1047

6

11

28

39

64

162

326

849

7

12

30

41

66

162

311

702

8

12

30

42

68

162

294

589

9

12

31

43

71

161

277

502

10

11

31

44

72

161

261

432

11

11

31

44

73

160

255

376

12

11

31

44

73

160

255

329

13

11

31

44

73

160

255

291

14

11

31

44

73

160

254

258

15

11

31

44

73

160

254

254

16

11

30

43

72

160

254

254

17

11

31

43

72

160

254

254

18

11

31

46

72

160

254

254

19

11

31

48

73

160

254

254

20

11

31

50

73

160

255

255

21

12

32

53

73

161

255

255

22

12

32

56

74

161

255

255

23

12

32

58

74

161

256

256

24

12

32

60

74

161

256

256

25

12

32

62

74

161

256

256

26

12

32

65

74

161

256

256

27

12

32

67

74

161

256

256

28

12

32

70

74

161

255

255

29

12

32

72

74

161

255

255

30

12

32

74

76

161

255

255

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 44 | 57 | 64 | 86 | 206 | 302 | 3043 |
| 2 | 48 | 61 | 68 | 90 | 209 | 336 | 2276 |
| 3 | 52 | 66 | 74 | 99 | 208 | 351 | 1724 |
| 4 | 54 | 69 | 79 | 105 | 208 | 352 | 1335 |
| 5 | 56 | 72 | 83 | 108 | 209 | 344 | 1060 |
| 6 | 57 | 74 | 86 | 111 | 209 | 331 | 860 |
| 7 | 58 | 76 | 87 | 112 | 208 | 315 | 712 |
| 8 | 57 | 76 | 87 | 114 | 207 | 302 | 598 |
| 9 | 56 | 76 | 88 | 116 | 206 | 301 | 509 |
| 10 | 55 | 75 | 88 | 116 | 205 | 299 | 438 |
| 11 | 54 | 74 | 87 | 116 | 203 | 298 | 381 |
| 12 | 53 | 73 | 86 | 115 | 202 | 296 | 333 |
| 13 | 51 | 71 | 84 | 113 | 200 | 295 | 295 |
| 14 | 50 | 70 | 83 | 112 | 199 | 294 | 294 |
| 15 | 49 | 69 | 82 | 111 | 198 | 293 | 293 |
| 16 | 48 | 68 | 81 | 110 | 197 | 292 | 292 |
| 17 | 47 | 67 | 80 | 109 | 196 | 291 | 291 |
| 18 | 47 | 67 | 79 | 108 | 196 | 290 | 290 |
| 19 | 46 | 66 | 79 | 108 | 195 | 290 | 290 |
| 20 | 46 | 65 | 78 | 107 | 195 | 289 | 289 |
| 21 | 45 | 65 | 78 | 107 | 194 | 288 | 288 |
| 22 | 44 | 64 | 77 | 106 | 193 | 288 | 288 |
| 23 | 43 | 63 | 76 | 105 | 192 | 287 | 287 |
| 24 | 43 | 62 | 75 | 104 | 192 | 286 | 286 |
| 25 | 42 | 62 | 75 | 103 | 191 | 285 | 285 |
| 26 | 41 | 61 | 74 | 103 | 190 | 284 | 284 |
| 27 | 40 | 60 | 73 | 102 | 189 | 284 | 284 |
| 28 | 39 | 59 | 72 | 101 | 188 | 283 | 283 |
| 29 | 38 | 58 | 72 | 100 | 187 | 282 | 282 |
| 30 | 38 | 58 | 75 | 99 | 187 | 281 | 281 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

44

57

64

86

206

302

3043

2

48

61

68

90

209

336

2276

3

52

66

74

99

208

351

1724

4

54

69

79

105

208

352

1335

5

56

72

83

108

209

344

1060

6

57

74

86

111

209

331

860

7

58

76

87

112

208

315

712

8

57

76

87

114

207

302

598

9

56

76

88

116

206

301

509

10

55

75

88

116

205

299

438

11

54

74

87

116

203

298

381

12

53

73

86

115

202

296

333

13

51

71

84

113

200

295

295

14

50

70

83

112

199

294

294

15

49

69

82

111

198

293

293

16

48

68

81

110

197

292

292

17

47

67

80

109

196

291

291

18

47

67

79

108

196

290

290

19

46

66

79

108

195

290

290

20

46

65

78

107

195

289

289

21

45

65

78

107

194

288

288

22

44

64

77

106

193

288

288

23

43

63

76

105

192

287

287

24

43

62

75

104

192

286

286

25

42

62

75

103

191

285

285

26

41

61

74

103

190

284

284

27

40

60

73

102

189

284

284

28

39

59

72

101

188

283

283

29

38

58

72

100

187

282

282

30

38

58

75

99

187

281

281

3.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 20 | 42 | 162 | 294 | 3028 |
| 2 | 1 | 14 | 20 | 42 | 162 | 332 | 2253 |
| 3 | 1 | 14 | 23 | 47 | 157 | 346 | 1699 |
| 4 | 1 | 15 | 26 | 51 | 154 | 345 | 1312 |
| 5 | 1 | 17 | 29 | 53 | 154 | 337 | 1040 |
| 6 | 3 | 20 | 31 | 56 | 154 | 324 | 843 |
| 7 | 4 | 22 | 33 | 58 | 154 | 308 | 697 |
| 8 | 4 | 23 | 34 | 61 | 154 | 292 | 585 |
| 9 | 5 | 24 | 36 | 64 | 154 | 275 | 498 |
| 10 | 5 | 25 | 38 | 66 | 154 | 259 | 429 |
| 11 | 5 | 25 | 38 | 67 | 154 | 249 | 372 |
| 12 | 5 | 25 | 38 | 67 | 154 | 249 | 326 |
| 13 | 5 | 25 | 38 | 67 | 154 | 249 | 287 |
| 14 | 5 | 25 | 38 | 67 | 154 | 249 | 254 |
| 15 | 5 | 25 | 38 | 67 | 154 | 249 | 249 |
| 16 | 6 | 25 | 40 | 67 | 154 | 249 | 249 |
| 17 | 6 | 25 | 43 | 67 | 154 | 249 | 249 |
| 18 | 6 | 25 | 45 | 67 | 154 | 249 | 249 |
| 19 | 7 | 25 | 47 | 67 | 154 | 249 | 249 |
| 20 | 7 | 25 | 50 | 67 | 154 | 249 | 249 |
| 21 | 7 | 25 | 52 | 67 | 154 | 249 | 249 |
| 22 | 7 | 25 | 54 | 67 | 154 | 249 | 249 |
| 23 | 8 | 25 | 57 | 67 | 154 | 249 | 249 |
| 24 | 8 | 25 | 59 | 67 | 154 | 249 | 249 |
| 25 | 9 | 25 | 61 | 67 | 154 | 249 | 249 |
| 26 | 9 | 25 | 63 | 67 | 154 | 249 | 249 |
| 27 | 9 | 25 | 66 | 68 | 154 | 249 | 249 |
| 28 | 10 | 25 | 68 | 70 | 154 | 249 | 249 |
| 29 | 10 | 25 | 70 | 72 | 154 | 249 | 249 |
| 30 | 10 | 25 | 73 | 74 | 154 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

20

42

162

294

3028

2

1

14

20

42

162

332

2253

3

1

14

23

47

157

346

1699

4

1

15

26

51

154

345

1312

5

1

17

29

53

154

337

1040

6

3

20

31

56

154

324

843

7

4

22

33

58

154

308

697

8

4

23

34

61

154

292

585

9

5

24

36

64

154

275

498

10

5

25

38

66

154

259

429

11

5

25

38

67

154

249

372

12

5

25

38

67

154

249

326

13

5

25

38

67

154

249

287

14

5

25

38

67

154

249

254

15

5

25

38

67

154

249

249

16

6

25

40

67

154

249

249

17

6

25

43

67

154

249

249

18

6

25

45

67

154

249

249

19

7

25

47

67

154

249

249

20

7

25

50

67

154

249

249

21

7

25

52

67

154

249

249

22

7

25

54

67

154

249

249

23

8

25

57

67

154

249

249

24

8

25

59

67

154

249

249

25

9

25

61

67

154

249

249

26

9

25

63

67

154

249

249

27

9

25

66

68

154

249

249

28

10

25

68

70

154

249

249

29

10

25

70

72

154

249

249

30

10

25

73

74

154

249

249

3.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 22 | 45 | 181 | 297 | 3058 |
| 2 | 0 | 11 | 22 | 45 | 181 | 335 | 2275 |
| 3 | 1 | 11 | 24 | 50 | 176 | 349 | 1716 |
| 4 | 1 | 13 | 26 | 56 | 172 | 349 | 1325 |
| 5 | 1 | 16 | 29 | 59 | 171 | 340 | 1050 |
| 6 | 2 | 18 | 33 | 60 | 170 | 327 | 851 |
| 7 | 3 | 21 | 36 | 60 | 169 | 311 | 703 |
| 8 | 5 | 24 | 37 | 60 | 168 | 295 | 591 |
| 9 | 8 | 31 | 42 | 59 | 167 | 278 | 503 |
| 10 | 10 | 34 | 42 | 57 | 166 | 261 | 433 |
| 11 | 9 | 33 | 41 | 57 | 165 | 260 | 376 |
| 12 | 8 | 32 | 41 | 57 | 164 | 259 | 329 |
| 13 | 7 | 31 | 42 | 57 | 164 | 258 | 289 |
| 14 | 7 | 31 | 42 | 57 | 163 | 257 | 257 |
| 15 | 7 | 31 | 43 | 57 | 162 | 257 | 257 |
| 16 | 7 | 31 | 43 | 57 | 161 | 255 | 255 |
| 17 | 7 | 31 | 43 | 57 | 160 | 254 | 254 |
| 18 | 7 | 31 | 45 | 57 | 159 | 254 | 254 |
| 19 | 7 | 31 | 47 | 57 | 159 | 254 | 254 |
| 20 | 7 | 31 | 50 | 57 | 160 | 254 | 254 |
| 21 | 7 | 31 | 52 | 57 | 160 | 254 | 254 |
| 22 | 7 | 31 | 54 | 59 | 160 | 254 | 254 |
| 23 | 8 | 31 | 57 | 60 | 159 | 253 | 253 |
| 24 | 8 | 31 | 59 | 62 | 158 | 253 | 253 |
| 25 | 9 | 31 | 62 | 64 | 158 | 252 | 252 |
| 26 | 9 | 31 | 63 | 66 | 157 | 252 | 252 |
| 27 | 9 | 31 | 66 | 68 | 157 | 251 | 251 |
| 28 | 10 | 31 | 68 | 70 | 156 | 251 | 251 |
| 29 | 10 | 31 | 70 | 72 | 156 | 250 | 250 |
| 30 | 10 | 31 | 73 | 74 | 156 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

45

181

297

3058

2

0

11

22

45

181

335

2275

3

1

11

24

50

176

349

1716

4

1

13

26

56

172

349

1325

5

1

16

29

59

171

340

1050

6

2

18

33

60

170

327

851

7

3

21

36

60

169

311

703

8

5

24

37

60

168

295

591

9

8

31

42

59

167

278

503

10

10

34

42

57

166

261

433

11

9

33

41

57

165

260

376

12

8

32

41

57

164

259

329

13

7

31

42

57

164

258

289

14

7

31

42

57

163

257

257

15

7

31

43

57

162

257

257

16

7

31

43

57

161

255

255

17

7

31

43

57

160

254

254

18

7

31

45

57

159

254

254

19

7

31

47

57

159

254

254

20

7

31

50

57

160

254

254

21

7

31

52

57

160

254

254

22

7

31

54

59

160

254

254

23

8

31

57

60

159

253

253

24

8

31

59

62

158

253

253

25

9

31

62

64

158

252

252

26

9

31

63

66

157

252

252

27

9

31

66

68

157

251

251

28

10

31

68

70

156

251

251

29

10

31

70

72

156

250

250

30

10

31

73

74

156

250

250

3.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 94 | 100 | 123 | 242 | 339 | 3201 |
| 2 | 79 | 92 | 99 | 121 | 241 | 351 | 2393 |
| 3 | 77 | 91 | 99 | 124 | 233 | 367 | 1809 |
| 4 | 75 | 90 | 100 | 126 | 229 | 367 | 1399 |
| 5 | 73 | 89 | 101 | 125 | 226 | 358 | 1109 |
| 6 | 73 | 90 | 101 | 126 | 224 | 344 | 899 |
| 7 | 72 | 90 | 101 | 126 | 222 | 328 | 743 |
| 8 | 69 | 88 | 100 | 126 | 219 | 314 | 625 |
| 9 | 68 | 87 | 99 | 127 | 217 | 312 | 532 |
| 10 | 66 | 86 | 99 | 127 | 216 | 310 | 458 |
| 11 | 65 | 85 | 98 | 127 | 214 | 309 | 397 |
| 12 | 63 | 83 | 96 | 125 | 213 | 307 | 348 |
| 13 | 62 | 82 | 95 | 124 | 211 | 305 | 306 |
| 14 | 60 | 80 | 93 | 122 | 210 | 304 | 304 |
| 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 |
| 16 | 58 | 78 | 91 | 120 | 207 | 301 | 301 |
| 17 | 57 | 77 | 90 | 119 | 206 | 300 | 300 |
| 18 | 56 | 76 | 89 | 118 | 205 | 299 | 299 |
| 19 | 55 | 75 | 88 | 117 | 204 | 299 | 299 |
| 20 | 54 | 74 | 87 | 116 | 203 | 298 | 298 |
| 21 | 53 | 73 | 86 | 115 | 202 | 297 | 297 |
| 22 | 52 | 72 | 85 | 114 | 201 | 296 | 296 |
| 23 | 51 | 71 | 84 | 113 | 200 | 295 | 295 |
| 24 | 50 | 70 | 83 | 112 | 199 | 294 | 294 |
| 25 | 49 | 69 | 82 | 111 | 198 | 293 | 293 |
| 26 | 48 | 68 | 81 | 110 | 197 | 292 | 292 |
| 27 | 47 | 67 | 80 | 109 | 196 | 291 | 291 |
| 28 | 46 | 66 | 79 | 108 | 195 | 290 | 290 |
| 29 | 45 | 65 | 78 | 107 | 194 | 289 | 289 |
| 30 | 44 | 64 | 77 | 106 | 193 | 288 | 288 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

94

100

123

242

339

3201

2

79

92

99

121

241

351

2393

3

77

91

99

124

233

367

1809

4

75

90

100

126

229

367

1399

5

73

89

101

125

226

358

1109

6

73

90

101

126

224

344

899

7

72

90

101

126

222

328

743

8

69

88

100

126

219

314

625

9

68

87

99

127

217

312

532

10

66

86

99

127

216

310

458

11

65

85

98

127

214

309

397

12

63

83

96

125

213

307

348

13

62

82

95

124

211

305

306

14

60

80

93

122

210

304

304

15

59

79

92

121

208

303

303

16

58

78

91

120

207

301

301

17

57

77

90

119

206

300

300

18

56

76

89

118

205

299

299

19

55

75

88

117

204

299

299

20

54

74

87

116

203

298

298

21

53

73

86

115

202

297

297

22

52

72

85

114

201

296

296

23

51

71

84

113

200

295

295

24

50

70

83

112

199

294

294

25

49

69

82

111

198

293

293

26

48

68

81

110

197

292

292

27

47

67

80

109

196

291

291

28

46

66

79

108

195

290

290

29

45

65

78

107

194

289

289

30

44

64

77

106

193

288

288

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 54 | 67 | 73 | 95 | 215 | 311 | 3045 |
| 2 | 53 | 66 | 72 | 94 | 214 | 335 | 2270 |
| 3 | 51 | 65 | 74 | 98 | 208 | 349 | 1717 |
| 4 | 50 | 65 | 76 | 101 | 204 | 350 | 1329 |
| 5 | 49 | 65 | 77 | 101 | 203 | 342 | 1055 |
| 6 | 49 | 66 | 78 | 103 | 201 | 329 | 857 |
| 7 | 49 | 67 | 78 | 103 | 199 | 314 | 709 |
| 8 | 48 | 67 | 78 | 104 | 198 | 298 | 597 |
| 9 | 47 | 66 | 78 | 106 | 196 | 291 | 508 |
| 10 | 46 | 65 | 78 | 107 | 195 | 289 | 438 |
| 11 | 45 | 65 | 78 | 107 | 194 | 288 | 380 |
| 12 | 44 | 64 | 77 | 106 | 193 | 288 | 333 |
| 13 | 43 | 63 | 76 | 105 | 192 | 287 | 293 |
| 14 | 43 | 63 | 76 | 105 | 192 | 286 | 286 |
| 15 | 42 | 62 | 75 | 104 | 191 | 286 | 286 |
| 16 | 41 | 61 | 74 | 103 | 190 | 285 | 285 |
| 17 | 41 | 61 | 73 | 102 | 190 | 284 | 284 |
| 18 | 40 | 60 | 73 | 102 | 189 | 284 | 284 |
| 19 | 40 | 59 | 72 | 101 | 189 | 283 | 283 |
| 20 | 39 | 59 | 72 | 101 | 188 | 283 | 283 |
| 21 | 39 | 59 | 72 | 101 | 188 | 283 | 283 |
| 22 | 39 | 59 | 71 | 100 | 188 | 282 | 282 |
| 23 | 38 | 58 | 71 | 100 | 187 | 282 | 282 |
| 24 | 38 | 57 | 70 | 99 | 187 | 281 | 281 |
| 25 | 37 | 57 | 70 | 99 | 186 | 280 | 280 |
| 26 | 36 | 56 | 69 | 98 | 185 | 280 | 280 |
| 27 | 36 | 55 | 68 | 97 | 185 | 279 | 279 |
| 28 | 35 | 55 | 70 | 97 | 184 | 278 | 278 |
| 29 | 34 | 54 | 72 | 96 | 183 | 278 | 278 |
| 30 | 33 | 53 | 75 | 95 | 182 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

67

73

95

215

311

3045

2

53

66

72

94

214

335

2270

3

51

65

74

98

208

349

1717

4

50

65

76

101

204

350

1329

5

49

65

77

101

203

342

1055

6

49

66

78

103

201

329

857

7

49

67

78

103

199

314

709

8

48

67

78

104

198

298

597

9

47

66

78

106

196

291

508

10

46

65

78

107

195

289

438

11

45

65

78

107

194

288

380

12

44

64

77

106

193

288

333

13

43

63

76

105

192

287

293

14

43

63

76

105

192

286

286

15

42

62

75

104

191

286

286

16

41

61

74

103

190

285

285

17

41

61

73

102

190

284

284

18

40

60

73

102

189

284

284

19

40

59

72

101

189

283

283

20

39

59

72

101

188

283

283

21

39

59

72

101

188

283

283

22

39

59

71

100

188

282

282

23

38

58

71

100

187

282

282

24

38

57

70

99

187

281

281

25

37

57

70

99

186

280

280

26

36

56

69

98

185

280

280

27

36

55

68

97

185

279

279

28

35

55

70

97

184

278

278

29

34

54

72

96

183

278

278

30

33

53

75

95

182

277

277

3.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 40 | 46 | 68 | 188 | 297 | 3065 |
| 2 | 27 | 40 | 47 | 69 | 189 | 337 | 2285 |
| 3 | 26 | 40 | 48 | 73 | 182 | 351 | 1725 |
| 4 | 25 | 40 | 50 | 76 | 179 | 351 | 1333 |
| 5 | 25 | 41 | 53 | 77 | 178 | 342 | 1057 |
| 6 | 26 | 43 | 54 | 79 | 177 | 329 | 857 |
| 7 | 26 | 45 | 55 | 81 | 177 | 313 | 708 |
| 8 | 26 | 44 | 56 | 82 | 176 | 297 | 595 |
| 9 | 25 | 45 | 57 | 85 | 175 | 280 | 507 |
| 10 | 25 | 45 | 58 | 86 | 174 | 269 | 436 |
| 11 | 25 | 44 | 57 | 86 | 174 | 268 | 379 |
| 12 | 24 | 44 | 57 | 86 | 173 | 267 | 332 |
| 13 | 23 | 43 | 56 | 85 | 172 | 267 | 292 |
| 14 | 22 | 42 | 55 | 84 | 171 | 266 | 266 |
| 15 | 22 | 42 | 54 | 83 | 171 | 265 | 265 |
| 16 | 21 | 41 | 54 | 83 | 170 | 264 | 264 |
| 17 | 20 | 40 | 53 | 82 | 170 | 264 | 264 |
| 18 | 20 | 40 | 53 | 82 | 169 | 264 | 264 |
| 19 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 20 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 21 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 22 | 20 | 40 | 56 | 82 | 169 | 263 | 263 |
| 23 | 20 | 40 | 58 | 82 | 169 | 263 | 263 |
| 24 | 20 | 39 | 60 | 81 | 169 | 263 | 263 |
| 25 | 19 | 39 | 62 | 81 | 168 | 263 | 263 |
| 26 | 19 | 39 | 65 | 81 | 168 | 263 | 263 |
| 27 | 19 | 39 | 67 | 81 | 168 | 262 | 262 |
| 28 | 19 | 38 | 70 | 80 | 168 | 262 | 262 |
| 29 | 18 | 38 | 72 | 80 | 167 | 262 | 262 |
| 30 | 18 | 38 | 74 | 80 | 167 | 261 | 261 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

40

46

68

188

297

3065

2

27

40

47

69

189

337

2285

3

26

40

48

73

182

351

1725

4

25

40

50

76

179

351

1333

5

25

41

53

77

178

342

1057

6

26

43

54

79

177

329

857

7

26

45

55

81

177

313

708

8

26

44

56

82

176

297

595

9

25

45

57

85

175

280

507

10

25

45

58

86

174

269

436

11

25

44

57

86

174

268

379

12

24

44

57

86

173

267

332

13

23

43

56

85

172

267

292

14

22

42

55

84

171

266

266

15

22

42

54

83

171

265

265

16

21

41

54

83

170

264

264

17

20

40

53

82

170

264

264

18

20

40

53

82

169

264

264

19

20

40

53

82

169

263

263

20

20

40

53

82

169

263

263

21

20

40

53

82

169

263

263

22

20

40

56

82

169

263

263

23

20

40

58

82

169

263

263

24

20

39

60

81

169

263

263

25

19

39

62

81

168

263

263

26

19

39

65

81

168

263

263

27

19

39

67

81

168

262

262

28

19

38

70

80

168

262

262

29

18

38

72

80

167

262

262

30

18

38

74

80

167

261

261

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 144 | 293 | 3016 |
| 2 | 0 | 1 | 6 | 25 | 145 | 331 | 2244 |
| 3 | 1 | 1 | 8 | 30 | 140 | 345 | 1693 |
| 4 | 1 | 3 | 11 | 34 | 137 | 344 | 1308 |
| 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1036 |
| 6 | 2 | 4 | 16 | 39 | 137 | 323 | 840 |
| 7 | 2 | 5 | 19 | 41 | 137 | 308 | 695 |
| 8 | 2 | 6 | 22 | 43 | 137 | 291 | 584 |
| 9 | 2 | 7 | 23 | 46 | 137 | 275 | 497 |
| 10 | 4 | 8 | 26 | 48 | 137 | 259 | 428 |
| 11 | 4 | 9 | 29 | 50 | 138 | 243 | 371 |
| 12 | 4 | 9 | 30 | 49 | 137 | 231 | 325 |
| 13 | 4 | 10 | 33 | 50 | 138 | 232 | 286 |
| 14 | 4 | 11 | 36 | 50 | 137 | 232 | 253 |
| 15 | 5 | 12 | 38 | 49 | 136 | 231 | 231 |
| 16 | 6 | 12 | 40 | 48 | 135 | 230 | 230 |
| 17 | 6 | 14 | 42 | 49 | 135 | 230 | 230 |
| 18 | 6 | 14 | 45 | 50 | 135 | 230 | 230 |
| 19 | 7 | 15 | 47 | 53 | 136 | 230 | 230 |
| 20 | 7 | 16 | 49 | 54 | 136 | 231 | 231 |
| 21 | 7 | 17 | 51 | 56 | 137 | 231 | 231 |
| 22 | 7 | 17 | 54 | 59 | 137 | 231 | 231 |
| 23 | 8 | 19 | 57 | 60 | 137 | 231 | 231 |
| 24 | 8 | 19 | 58 | 62 | 136 | 231 | 231 |
| 25 | 8 | 20 | 61 | 64 | 136 | 231 | 231 |
| 26 | 9 | 21 | 63 | 66 | 136 | 231 | 231 |
| 27 | 9 | 22 | 66 | 68 | 136 | 230 | 230 |
| 28 | 10 | 22 | 68 | 70 | 136 | 230 | 230 |
| 29 | 10 | 24 | 70 | 72 | 136 | 230 | 230 |
| 30 | 10 | 24 | 73 | 74 | 136 | 230 | 230 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

144

293

3016

2

0

1

6

25

145

331

2244

3

1

1

8

30

140

345

1693

4

1

3

11

34

137

344

1308

5

1

4

14

36

137

336

1036

6

2

4

16

39

137

323

840

7

2

5

19

41

137

308

695

8

2

6

22

43

137

291

584

9

2

7

23

46

137

275

497

10

4

8

26

48

137

259

428

11

4

9

29

50

138

243

371

12

4

9

30

49

137

231

325

13

4

10

33

50

138

232

286

14

4

11

36

50

137

232

253

15

5

12

38

49

136

231

231

16

6

12

40

48

135

230

230

17

6

14

42

49

135

230

230

18

6

14

45

50

135

230

230

19

7

15

47

53

136

230

230

20

7

16

49

54

136

231

231

21

7

17

51

56

137

231

231

22

7

17

54

59

137

231

231

23

8

19

57

60

137

231

231

24

8

19

58

62

136

231

231

25

8

20

61

64

136

231

231

26

9

21

63

66

136

231

231

27

9

22

66

68

136

230

230

28

10

22

68

70

136

230

230

29

10

24

70

72

136

230

230

30

10

24

73

74

136

230

230

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 55 | 61 | 83 | 203 | 300 | 3055 |
| 2 | 42 | 55 | 61 | 83 | 203 | 336 | 2276 |
| 3 | 41 | 55 | 63 | 88 | 197 | 349 | 1718 |
| 4 | 40 | 55 | 65 | 91 | 194 | 349 | 1327 |
| 5 | 40 | 56 | 68 | 92 | 193 | 341 | 1052 |
| 6 | 40 | 57 | 69 | 94 | 192 | 328 | 853 |
| 7 | 41 | 59 | 70 | 95 | 191 | 312 | 706 |
| 8 | 40 | 59 | 70 | 96 | 190 | 296 | 593 |
| 9 | 39 | 59 | 71 | 99 | 189 | 283 | 505 |
| 10 | 39 | 59 | 71 | 100 | 188 | 283 | 435 |
| 11 | 38 | 58 | 71 | 100 | 187 | 282 | 378 |
| 12 | 37 | 57 | 70 | 99 | 186 | 281 | 331 |
| 13 | 37 | 57 | 70 | 98 | 186 | 280 | 292 |
| 14 | 36 | 56 | 69 | 98 | 185 | 280 | 280 |
| 15 | 35 | 55 | 68 | 97 | 185 | 279 | 279 |
| 16 | 35 | 54 | 67 | 96 | 184 | 278 | 278 |
| 17 | 34 | 54 | 67 | 96 | 183 | 278 | 278 |
| 18 | 34 | 53 | 66 | 95 | 183 | 277 | 277 |
| 19 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 21 | 33 | 53 | 65 | 94 | 182 | 276 | 276 |
| 22 | 32 | 52 | 65 | 94 | 181 | 276 | 276 |
| 23 | 32 | 52 | 65 | 93 | 181 | 275 | 275 |
| 24 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 25 | 31 | 50 | 63 | 92 | 180 | 274 | 274 |
| 26 | 30 | 50 | 64 | 92 | 179 | 273 | 273 |
| 27 | 29 | 49 | 67 | 91 | 178 | 273 | 273 |
| 28 | 28 | 48 | 69 | 90 | 178 | 272 | 272 |
| 29 | 28 | 48 | 72 | 90 | 177 | 271 | 271 |
| 30 | 27 | 47 | 74 | 89 | 176 | 271 | 271 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

55

61

83

203

300

3055

2

42

55

61

83

203

336

2276

3

41

55

63

88

197

349

1718

4

40

55

65

91

194

349

1327

5

40

56

68

92

193

341

1052

6

40

57

69

94

192

328

853

7

41

59

70

95

191

312

706

8

40

59

70

96

190

296

593

9

39

59

71

99

189

283

505

10

39

59

71

100

188

283

435

11

38

58

71

100

187

282

378

12

37

57

70

99

186

281

331

13

37

57

70

98

186

280

292

14

36

56

69

98

185

280

280

15

35

55

68

97

185

279

279

16

35

54

67

96

184

278

278

17

34

54

67

96

183

278

278

18

34

53

66

95

183

277

277

19

33

53

66

95

182

277

277

20

33

53

66

95

182

276

276

21

33

53

65

94

182

276

276

22

32

52

65

94

181

276

276

23

32

52

65

93

181

275

275

24

31

51

64

93

180

275

275

25

31

50

63

92

180

274

274

26

30

50

64

92

179

273

273

27

29

49

67

91

178

273

273

28

28

48

69

90

178

272

272

29

28

48

72

90

177

271

271

30

27

47

74

89

176

271

271

3.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 12 | 25 | 32 | 54 | 174 | 297 | 3058 |
| 2 | 16 | 29 | 36 | 58 | 178 | 336 | 2277 |
| 3 | 19 | 33 | 41 | 66 | 175 | 350 | 1719 |
| 4 | 21 | 36 | 46 | 72 | 175 | 350 | 1330 |
| 5 | 23 | 39 | 51 | 75 | 176 | 342 | 1055 |
| 6 | 23 | 40 | 51 | 76 | 174 | 329 | 856 |
| 7 | 28 | 46 | 57 | 82 | 178 | 313 | 708 |
| 8 | 27 | 45 | 57 | 83 | 177 | 297 | 595 |
| 9 | 28 | 47 | 59 | 87 | 177 | 280 | 507 |
| 10 | 29 | 49 | 62 | 90 | 179 | 273 | 437 |
| 11 | 31 | 50 | 63 | 92 | 180 | 274 | 379 |
| 12 | 31 | 51 | 64 | 93 | 180 | 275 | 332 |
| 13 | 32 | 51 | 64 | 93 | 181 | 275 | 293 |
| 14 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 16 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 17 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 18 | 31 | 51 | 64 | 93 | 180 | 274 | 274 |
| 19 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 20 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 21 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 22 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 23 | 30 | 50 | 63 | 92 | 179 | 273 | 273 |
| 24 | 29 | 49 | 62 | 91 | 178 | 273 | 273 |
| 25 | 29 | 49 | 62 | 91 | 178 | 272 | 272 |
| 26 | 28 | 48 | 65 | 90 | 178 | 272 | 272 |
| 27 | 28 | 48 | 67 | 90 | 177 | 271 | 271 |
| 28 | 27 | 47 | 70 | 89 | 176 | 271 | 271 |
| 29 | 27 | 47 | 72 | 89 | 176 | 270 | 270 |
| 30 | 26 | 46 | 74 | 88 | 175 | 270 | 270 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

32

54

174

297

3058

2

16

29

36

58

178

336

2277

3

19

33

41

66

175

350

1719

4

21

36

46

72

175

350

1330

5

23

39

51

75

176

342

1055

6

23

40

51

76

174

329

856

7

28

46

57

82

178

313

708

8

27

45

57

83

177

297

595

9

28

47

59

87

177

280

507

10

29

49

62

90

179

273

437

11

31

50

63

92

180

274

379

12

31

51

64

93

180

275

332

13

32

51

64

93

181

275

293

14

32

52

65

94

181

275

275

15

32

52

65

94

181

275

275

16

31

51

64

93

180

275

275

17

31

51

64

93

180

275

275

18

31

51

64

93

180

274

274

19

30

50

63

92

179

274

274

20

30

50

63

92

179

274

274

21

30

50

63

92

179

274

274

22

30

50

63

92

179

274

274

23

30

50

63

92

179

273

273

24

29

49

62

91

178

273

273

25

29

49

62

91

178

272

272

26

28

48

65

90

178

272

272

27

28

48

67

90

177

271

271

28

27

47

70

89

176

271

271

29

27

47

72

89

176

270

270

30

26

46

74

88

175

270

270

3.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 12 | 25 | 31 | 53 | 173 | 298 | 3069 |
| 2 | 13 | 26 | 33 | 55 | 174 | 337 | 2287 |
| 3 | 13 | 27 | 36 | 60 | 170 | 351 | 1727 |
| 4 | 14 | 29 | 39 | 65 | 168 | 351 | 1334 |
| 5 | 15 | 31 | 42 | 67 | 168 | 342 | 1057 |
| 6 | 16 | 33 | 45 | 70 | 168 | 329 | 857 |
| 7 | 18 | 36 | 47 | 72 | 168 | 314 | 709 |
| 8 | 18 | 36 | 48 | 74 | 168 | 297 | 596 |
| 9 | 18 | 37 | 49 | 77 | 168 | 280 | 507 |
| 10 | 19 | 38 | 51 | 79 | 168 | 264 | 436 |
| 11 | 19 | 39 | 52 | 80 | 168 | 262 | 379 |
| 12 | 19 | 39 | 52 | 81 | 168 | 262 | 332 |
| 13 | 19 | 39 | 52 | 81 | 168 | 263 | 292 |
| 14 | 19 | 39 | 52 | 81 | 168 | 263 | 263 |
| 15 | 19 | 39 | 52 | 81 | 168 | 263 | 263 |
| 16 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 17 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 18 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 19 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 20 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 21 | 19 | 39 | 53 | 81 | 168 | 262 | 262 |
| 22 | 19 | 39 | 55 | 80 | 168 | 262 | 262 |
| 23 | 18 | 38 | 57 | 80 | 167 | 262 | 262 |
| 24 | 18 | 38 | 59 | 80 | 167 | 261 | 261 |
| 25 | 17 | 37 | 62 | 79 | 166 | 261 | 261 |
| 26 | 17 | 37 | 64 | 79 | 166 | 260 | 260 |
| 27 | 17 | 36 | 67 | 78 | 166 | 260 | 260 |
| 28 | 16 | 36 | 69 | 78 | 165 | 260 | 260 |
| 29 | 16 | 36 | 72 | 77 | 165 | 259 | 259 |
| 30 | 15 | 35 | 74 | 77 | 164 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

31

53

173

298

3069

2

13

26

33

55

174

337

2287

3

13

27

36

60

170

351

1727

4

14

29

39

65

168

351

1334

5

15

31

42

67

168

342

1057

6

16

33

45

70

168

329

857

7

18

36

47

72

168

314

709

8

18

36

48

74

168

297

596

9

18

37

49

77

168

280

507

10

19

38

51

79

168

264

436

11

19

39

52

80

168

262

379

12

19

39

52

81

168

262

332

13

19

39

52

81

168

263

292

14

19

39

52

81

168

263

263

15

19

39

52

81

168

263

263

16

19

39

52

81

168

262

262

17

19

39

52

81

168

262

262

18

19

39

52

81

168

262

262

19

19

39

52

81

168

262

262

20

19

39

52

81

168

262

262

21

19

39

53

81

168

262

262

22

19

39

55

80

168

262

262

23

18

38

57

80

167

262

262

24

18

38

59

80

167

261

261

25

17

37

62

79

166

261

261

26

17

37

64

79

166

260

260

27

17

36

67

78

166

260

260

28

16

36

69

78

165

260

260

29

16

36

72

77

165

259

259

30

15

35

74

77

164

259

259

3.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 59 | 65 | 87 | 207 | 303 | 3053 |
| 2 | 49 | 61 | 68 | 90 | 210 | 335 | 2271 |
| 3 | 51 | 65 | 73 | 98 | 207 | 349 | 1714 |
| 4 | 52 | 67 | 77 | 103 | 206 | 349 | 1327 |
| 5 | 53 | 69 | 81 | 105 | 207 | 342 | 1055 |
| 6 | 55 | 72 | 84 | 109 | 207 | 330 | 858 |
| 7 | 57 | 75 | 86 | 111 | 207 | 315 | 712 |
| 8 | 56 | 75 | 86 | 113 | 206 | 301 | 600 |
| 9 | 56 | 76 | 88 | 116 | 206 | 301 | 512 |
| 10 | 57 | 76 | 89 | 118 | 206 | 300 | 442 |
| 11 | 57 | 76 | 89 | 118 | 206 | 300 | 385 |
| 12 | 56 | 76 | 89 | 118 | 205 | 299 | 337 |
| 13 | 55 | 75 | 88 | 117 | 204 | 299 | 299 |
| 14 | 54 | 74 | 87 | 116 | 203 | 298 | 298 |
| 15 | 54 | 73 | 86 | 115 | 203 | 297 | 297 |
| 16 | 53 | 73 | 86 | 114 | 202 | 296 | 296 |
| 17 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 18 | 51 | 71 | 84 | 113 | 200 | 295 | 295 |
| 19 | 51 | 71 | 83 | 112 | 200 | 294 | 294 |
| 20 | 50 | 70 | 83 | 112 | 199 | 294 | 294 |
| 21 | 49 | 69 | 82 | 111 | 198 | 293 | 293 |
| 22 | 48 | 68 | 81 | 110 | 198 | 292 | 292 |
| 23 | 48 | 68 | 80 | 109 | 197 | 291 | 291 |
| 24 | 47 | 67 | 79 | 108 | 196 | 290 | 290 |
| 25 | 46 | 66 | 79 | 108 | 195 | 289 | 289 |
| 26 | 45 | 65 | 78 | 107 | 194 | 288 | 288 |
| 27 | 44 | 64 | 77 | 106 | 193 | 287 | 287 |
| 28 | 43 | 63 | 76 | 105 | 192 | 287 | 287 |
| 29 | 42 | 62 | 75 | 104 | 191 | 286 | 286 |
| 30 | 41 | 61 | 76 | 103 | 190 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

59

65

87

207

303

3053

2

49

61

68

90

210

335

2271

3

51

65

73

98

207

349

1714

4

52

67

77

103

206

349

1327

5

53

69

81

105

207

342

1055

6

55

72

84

109

207

330

858

7

57

75

86

111

207

315

712

8

56

75

86

113

206

301

600

9

56

76

88

116

206

301

512

10

57

76

89

118

206

300

442

11

57

76

89

118

206

300

385

12

56

76

89

118

205

299

337

13

55

75

88

117

204

299

299

14

54

74

87

116

203

298

298

15

54

73

86

115

203

297

297

16

53

73

86

114

202

296

296

17

52

72

85

114

201

295

295

18

51

71

84

113

200

295

295

19

51

71

83

112

200

294

294

20

50

70

83

112

199

294

294

21

49

69

82

111

198

293

293

22

48

68

81

110

198

292

292

23

48

68

80

109

197

291

291

24

47

67

79

108

196

290

290

25

46

66

79

108

195

289

289

26

45

65

78

107

194

288

288

27

44

64

77

106

193

287

287

28

43

63

76

105

192

287

287

29

42

62

75

104

191

286

286

30

41

61

76

103

190

285

285

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 90 | 97 | 119 | 239 | 335 | 3143 |
| 2 | 82 | 95 | 101 | 123 | 243 | 348 | 2366 |
| 3 | 82 | 95 | 104 | 129 | 238 | 365 | 1798 |
| 4 | 81 | 96 | 106 | 132 | 235 | 367 | 1395 |
| 5 | 84 | 100 | 112 | 136 | 237 | 360 | 1110 |
| 6 | 86 | 103 | 115 | 140 | 238 | 348 | 904 |
| 7 | 88 | 106 | 117 | 142 | 238 | 333 | 751 |
| 8 | 89 | 108 | 119 | 146 | 239 | 334 | 635 |
| 9 | 90 | 109 | 121 | 149 | 240 | 334 | 544 |
| 10 | 91 | 110 | 123 | 151 | 240 | 334 | 470 |
| 11 | 90 | 110 | 123 | 152 | 239 | 334 | 410 |
| 12 | 89 | 109 | 122 | 151 | 239 | 333 | 360 |
| 13 | 88 | 108 | 121 | 150 | 237 | 332 | 332 |
| 14 | 87 | 107 | 120 | 149 | 236 | 330 | 330 |
| 15 | 85 | 105 | 118 | 147 | 234 | 329 | 329 |
| 16 | 84 | 104 | 117 | 146 | 233 | 328 | 328 |
| 17 | 83 | 103 | 115 | 144 | 232 | 326 | 326 |
| 18 | 81 | 101 | 114 | 143 | 230 | 325 | 325 |
| 19 | 80 | 100 | 113 | 142 | 229 | 323 | 323 |
| 20 | 79 | 99 | 111 | 140 | 228 | 322 | 322 |
| 21 | 77 | 97 | 110 | 139 | 226 | 321 | 321 |
| 22 | 76 | 96 | 109 | 137 | 225 | 319 | 319 |
| 23 | 74 | 94 | 107 | 136 | 223 | 318 | 318 |
| 24 | 73 | 92 | 105 | 134 | 222 | 316 | 316 |
| 25 | 71 | 91 | 104 | 133 | 220 | 314 | 314 |
| 26 | 69 | 89 | 102 | 131 | 218 | 313 | 313 |
| 27 | 68 | 88 | 100 | 129 | 217 | 311 | 311 |
| 28 | 66 | 86 | 99 | 128 | 215 | 310 | 310 |
| 29 | 65 | 85 | 97 | 126 | 214 | 308 | 308 |
| 30 | 63 | 83 | 96 | 125 | 212 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

97

119

239

335

3143

2

82

95

101

123

243

348

2366

3

82

95

104

129

238

365

1798

4

81

96

106

132

235

367

1395

5

84

100

112

136

237

360

1110

6

86

103

115

140

238

348

904

7

88

106

117

142

238

333

751

8

89

108

119

146

239

334

635

9

90

109

121

149

240

334

544

10

91

110

123

151

240

334

470

11

90

110

123

152

239

334

410

12

89

109

122

151

239

333

360

13

88

108

121

150

237

332

332

14

87

107

120

149

236

330

330

15

85

105

118

147

234

329

329

16

84

104

117

146

233

328

328

17

83

103

115

144

232

326

326

18

81

101

114

143

230

325

325

19

80

100

113

142

229

323

323

20

79

99

111

140

228

322

322

21

77

97

110

139

226

321

321

22

76

96

109

137

225

319

319

23

74

94

107

136

223

318

318

24

73

92

105

134

222

316

316

25

71

91

104

133

220

314

314

26

69

89

102

131

218

313

313

27

68

88

100

129

217

311

311

28

66

86

99

128

215

310

310

29

65

85

97

126

214

308

308

30

63

83

96

125

212

307

307

3.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 25 | 47 | 167 | 298 | 3073 |
| 2 | 9 | 22 | 28 | 50 | 170 | 337 | 2287 |
| 3 | 10 | 24 | 33 | 57 | 167 | 351 | 1725 |
| 4 | 12 | 27 | 37 | 63 | 166 | 350 | 1333 |
| 5 | 14 | 30 | 42 | 66 | 167 | 342 | 1056 |
| 6 | 16 | 33 | 45 | 70 | 168 | 329 | 856 |
| 7 | 18 | 36 | 47 | 72 | 168 | 313 | 708 |
| 8 | 18 | 37 | 48 | 74 | 168 | 296 | 595 |
| 9 | 18 | 38 | 50 | 77 | 168 | 280 | 506 |
| 10 | 19 | 38 | 51 | 79 | 168 | 263 | 436 |
| 11 | 19 | 39 | 51 | 80 | 168 | 262 | 378 |
| 12 | 18 | 38 | 51 | 80 | 167 | 262 | 331 |
| 13 | 18 | 38 | 51 | 80 | 167 | 261 | 291 |
| 14 | 17 | 37 | 50 | 79 | 166 | 261 | 261 |
| 15 | 16 | 36 | 49 | 78 | 165 | 260 | 260 |
| 16 | 16 | 35 | 48 | 77 | 165 | 259 | 259 |
| 17 | 15 | 35 | 48 | 77 | 164 | 259 | 259 |
| 18 | 15 | 35 | 48 | 77 | 164 | 258 | 258 |
| 19 | 15 | 35 | 48 | 76 | 164 | 258 | 258 |
| 20 | 15 | 35 | 50 | 77 | 164 | 258 | 258 |
| 21 | 15 | 35 | 53 | 77 | 164 | 258 | 258 |
| 22 | 15 | 35 | 55 | 77 | 164 | 258 | 258 |
| 23 | 15 | 35 | 57 | 77 | 164 | 258 | 258 |
| 24 | 15 | 35 | 60 | 77 | 164 | 258 | 258 |
| 25 | 15 | 35 | 62 | 76 | 164 | 258 | 258 |
| 26 | 14 | 34 | 65 | 76 | 164 | 258 | 258 |
| 27 | 14 | 34 | 67 | 76 | 163 | 258 | 258 |
| 28 | 14 | 34 | 69 | 76 | 163 | 258 | 258 |
| 29 | 14 | 34 | 72 | 76 | 163 | 257 | 257 |
| 30 | 14 | 34 | 74 | 75 | 163 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

19

25

47

167

298

3073

2

9

22

28

50

170

337

2287

3

10

24

33

57

167

351

1725

4

12

27

37

63

166

350

1333

5

14

30

42

66

167

342

1056

6

16

33

45

70

168

329

856

7

18

36

47

72

168

313

708

8

18

37

48

74

168

296

595

9

18

38

50

77

168

280

506

10

19

38

51

79

168

263

436

11

19

39

51

80

168

262

378

12

18

38

51

80

167

262

331

13

18

38

51

80

167

261

291

14

17

37

50

79

166

261

261

15

16

36

49

78

165

260

260

16

16

35

48

77

165

259

259

17

15

35

48

77

164

259

259

18

15

35

48

77

164

258

258

19

15

35

48

76

164

258

258

20

15

35

50

77

164

258

258

21

15

35

53

77

164

258

258

22

15

35

55

77

164

258

258

23

15

35

57

77

164

258

258

24

15

35

60

77

164

258

258

25

15

35

62

76

164

258

258

26

14

34

65

76

164

258

258

27

14

34

67

76

163

258

258

28

14

34

69

76

163

258

258

29

14

34

72

76

163

257

257

30

14

34

74

75

163

257

257

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 91 | 104 | 110 | 132 | 252 | 348 | 3225 |
| 2 | 91 | 104 | 111 | 133 | 253 | 355 | 2418 |
| 3 | 91 | 104 | 113 | 138 | 247 | 372 | 1834 |
| 4 | 90 | 105 | 116 | 141 | 245 | 373 | 1423 |
| 5 | 91 | 107 | 119 | 143 | 244 | 365 | 1131 |
| 6 | 92 | 109 | 120 | 145 | 243 | 352 | 919 |
| 7 | 93 | 111 | 122 | 147 | 243 | 337 | 761 |
| 8 | 93 | 111 | 123 | 149 | 243 | 337 | 640 |
| 9 | 92 | 111 | 123 | 151 | 242 | 336 | 546 |
| 10 | 91 | 111 | 123 | 152 | 240 | 335 | 470 |
| 11 | 90 | 109 | 122 | 151 | 239 | 333 | 408 |
| 12 | 88 | 108 | 120 | 149 | 237 | 331 | 357 |
| 13 | 86 | 106 | 119 | 148 | 235 | 329 | 329 |
| 14 | 84 | 104 | 117 | 146 | 233 | 327 | 327 |
| 15 | 82 | 102 | 115 | 144 | 231 | 326 | 326 |
| 16 | 80 | 100 | 113 | 142 | 229 | 324 | 324 |
| 17 | 79 | 98 | 111 | 140 | 228 | 322 | 322 |
| 18 | 77 | 97 | 110 | 139 | 226 | 321 | 321 |
| 19 | 76 | 96 | 108 | 137 | 225 | 319 | 319 |
| 20 | 75 | 95 | 107 | 136 | 224 | 318 | 318 |
| 21 | 74 | 93 | 106 | 135 | 223 | 317 | 317 |
| 22 | 72 | 92 | 105 | 134 | 221 | 316 | 316 |
| 23 | 71 | 91 | 104 | 133 | 220 | 315 | 315 |
| 24 | 70 | 90 | 103 | 132 | 219 | 314 | 314 |
| 25 | 69 | 89 | 102 | 131 | 218 | 312 | 312 |
| 26 | 68 | 88 | 100 | 129 | 217 | 311 | 311 |
| 27 | 66 | 86 | 99 | 128 | 216 | 310 | 310 |
| 28 | 65 | 85 | 98 | 127 | 214 | 309 | 309 |
| 29 | 64 | 84 | 97 | 126 | 213 | 308 | 308 |
| 30 | 63 | 83 | 96 | 125 | 212 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

91

104

110

132

252

348

3225

2

91

104

111

133

253

355

2418

3

91

104

113

138

247

372

1834

4

90

105

116

141

245

373

1423

5

91

107

119

143

244

365

1131

6

92

109

120

145

243

352

919

7

93

111

122

147

243

337

761

8

93

111

123

149

243

337

640

9

92

111

123

151

242

336

546

10

91

111

123

152

240

335

470

11

90

109

122

151

239

333

408

12

88

108

120

149

237

331

357

13

86

106

119

148

235

329

329

14

84

104

117

146

233

327

327

15

82

102

115

144

231

326

326

16

80

100

113

142

229

324

324

17

79

98

111

140

228

322

322

18

77

97

110

139

226

321

321

19

76

96

108

137

225

319

319

20

75

95

107

136

224

318

318

21

74

93

106

135

223

317

317

22

72

92

105

134

221

316

316

23

71

91

104

133

220

315

315

24

70

90

103

132

219

314

314

25

69

89

102

131

218

312

312

26

68

88

100

129

217

311

311

27

66

86

99

128

216

310

310

28

65

85

98

127

214

309

309

29

64

84

97

126

213

308

308

30

63

83

96

125

212

307

307

3.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 326 | 339 | 345 | 367 | 487 | 583 | 3266 |
| 2 | 79 | 92 | 98 | 120 | 240 | 356 | 2433 |
| 3 | 81 | 94 | 103 | 128 | 237 | 372 | 1838 |
| 4 | 83 | 98 | 108 | 134 | 237 | 372 | 1422 |
| 5 | 85 | 101 | 112 | 137 | 238 | 363 | 1128 |
| 6 | 87 | 104 | 115 | 140 | 239 | 350 | 916 |
| 7 | 89 | 107 | 118 | 143 | 239 | 335 | 758 |
| 8 | 90 | 108 | 120 | 146 | 240 | 334 | 638 |
| 9 | 90 | 109 | 121 | 149 | 240 | 334 | 544 |
| 10 | 90 | 110 | 123 | 151 | 240 | 334 | 468 |
| 11 | 90 | 110 | 123 | 152 | 239 | 334 | 407 |
| 12 | 90 | 110 | 123 | 152 | 240 | 334 | 357 |
| 13 | 91 | 111 | 124 | 153 | 240 | 334 | 334 |
| 14 | 91 | 111 | 124 | 153 | 240 | 335 | 335 |
| 15 | 92 | 112 | 125 | 154 | 241 | 336 | 336 |
| 16 | 93 | 113 | 126 | 155 | 242 | 336 | 336 |
| 17 | 94 | 114 | 127 | 156 | 243 | 337 | 337 |
| 18 | 95 | 115 | 128 | 157 | 244 | 338 | 338 |
| 19 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 20 | 96 | 116 | 129 | 158 | 245 | 340 | 340 |
| 21 | 96 | 116 | 129 | 158 | 245 | 340 | 340 |
| 22 | 96 | 116 | 129 | 158 | 245 | 340 | 340 |
| 23 | 95 | 115 | 128 | 157 | 245 | 339 | 339 |
| 24 | 95 | 115 | 127 | 156 | 244 | 338 | 338 |
| 25 | 94 | 113 | 126 | 155 | 243 | 337 | 337 |
| 26 | 92 | 112 | 125 | 154 | 241 | 336 | 336 |
| 27 | 91 | 111 | 124 | 153 | 240 | 335 | 335 |
| 28 | 90 | 110 | 122 | 151 | 239 | 333 | 333 |
| 29 | 88 | 108 | 121 | 150 | 237 | 332 | 332 |
| 30 | 87 | 107 | 120 | 149 | 236 | 330 | 330 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

326

339

345

367

487

583

3266

2

79

92

98

120

240

356

2433

3

81

94

103

128

237

372

1838

4

83

98

108

134

237

372

1422

5

85

101

112

137

238

363

1128

6

87

104

115

140

239

350

916

7

89

107

118

143

239

335

758

8

90

108

120

146

240

334

638

9

90

109

121

149

240

334

544

10

90

110

123

151

240

334

468

11

90

110

123

152

239

334

407

12

90

110

123

152

240

334

357

13

91

111

124

153

240

334

334

14

91

111

124

153

240

335

335

15

92

112

125

154

241

336

336

16

93

113

126

155

242

336

336

17

94

114

127

156

243

337

337

18

95

115

128

157

244

338

338

19

96

116

129

158

245

339

339

20

96

116

129

158

245

340

340

21

96

116

129

158

245

340

340

22

96

116

129

158

245

340

340

23

95

115

128

157

245

339

339

24

95

115

127

156

244

338

338

25

94

113

126

155

243

337

337

26

92

112

125

154

241

336

336

27

91

111

124

153

240

335

335

28

90

110

122

151

239

333

333

29

88

108

121

150

237

332

332

30

87

107

120

149

236

330

330

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 6 | 12 | 35 | 154 | 296 | 3055 |
| 2 | 0 | 6 | 12 | 34 | 154 | 335 | 2275 |
| 3 | 1 | 6 | 14 | 39 | 149 | 349 | 1717 |
| 4 | 1 | 6 | 17 | 42 | 145 | 349 | 1326 |
| 5 | 1 | 7 | 19 | 43 | 145 | 340 | 1050 |
| 6 | 2 | 9 | 21 | 46 | 144 | 327 | 851 |
| 7 | 2 | 11 | 22 | 47 | 143 | 311 | 704 |
| 8 | 2 | 11 | 22 | 49 | 142 | 295 | 591 |
| 9 | 2 | 11 | 24 | 51 | 141 | 278 | 503 |
| 10 | 4 | 11 | 26 | 52 | 141 | 261 | 433 |
| 11 | 4 | 11 | 29 | 53 | 141 | 245 | 376 |
| 12 | 4 | 11 | 32 | 53 | 141 | 235 | 329 |
| 13 | 4 | 12 | 33 | 53 | 141 | 235 | 290 |
| 14 | 4 | 12 | 36 | 54 | 141 | 235 | 257 |
| 15 | 5 | 12 | 39 | 54 | 141 | 236 | 236 |
| 16 | 6 | 12 | 40 | 54 | 141 | 236 | 236 |
| 17 | 6 | 14 | 43 | 54 | 142 | 236 | 236 |
| 18 | 6 | 14 | 46 | 55 | 142 | 237 | 237 |
| 19 | 7 | 15 | 48 | 55 | 143 | 237 | 237 |
| 20 | 7 | 16 | 50 | 56 | 144 | 238 | 238 |
| 21 | 7 | 17 | 53 | 57 | 144 | 239 | 239 |
| 22 | 8 | 17 | 55 | 60 | 145 | 240 | 240 |
| 23 | 8 | 19 | 57 | 62 | 146 | 240 | 240 |
| 24 | 8 | 20 | 60 | 64 | 146 | 241 | 241 |
| 25 | 9 | 20 | 62 | 65 | 147 | 241 | 241 |
| 26 | 9 | 22 | 65 | 67 | 147 | 241 | 241 |
| 27 | 9 | 22 | 67 | 69 | 147 | 242 | 242 |
| 28 | 10 | 23 | 69 | 71 | 148 | 242 | 242 |
| 29 | 10 | 24 | 72 | 73 | 148 | 242 | 242 |
| 30 | 10 | 24 | 74 | 74 | 148 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

6

12

35

154

296

3055

2

0

6

12

34

154

335

2275

3

1

6

14

39

149

349

1717

4

1

6

17

42

145

349

1326

5

1

7

19

43

145

340

1050

6

2

9

21

46

144

327

851

7

2

11

22

47

143

311

704

8

2

11

22

49

142

295

591

9

2

11

24

51

141

278

503

10

4

11

26

52

141

261

433

11

4

11

29

53

141

245

376

12

4

11

32

53

141

235

329

13

4

12

33

53

141

235

290

14

4

12

36

54

141

235

257

15

5

12

39

54

141

236

236

16

6

12

40

54

141

236

236

17

6

14

43

54

142

236

236

18

6

14

46

55

142

237

237

19

7

15

48

55

143

237

237

20

7

16

50

56

144

238

238

21

7

17

53

57

144

239

239

22

8

17

55

60

145

240

240

23

8

19

57

62

146

240

240

24

8

20

60

64

146

241

241

25

9

20

62

65

147

241

241

26

9

22

65

67

147

241

241

27

9

22

67

69

147

242

242

28

10

23

69

71

148

242

242

29

10

24

72

73

148

242

242

30

10

24

74

74

148

243

243

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 61 | 67 | 89 | 209 | 306 | 3054 |
| 2 | 49 | 62 | 68 | 90 | 210 | 335 | 2273 |
| 3 | 48 | 62 | 70 | 95 | 204 | 349 | 1715 |
| 4 | 47 | 62 | 72 | 98 | 201 | 348 | 1325 |
| 5 | 47 | 63 | 75 | 99 | 200 | 340 | 1050 |
| 6 | 48 | 65 | 77 | 102 | 200 | 327 | 852 |
| 7 | 48 | 67 | 77 | 102 | 199 | 312 | 704 |
| 8 | 48 | 67 | 78 | 105 | 198 | 295 | 592 |
| 9 | 48 | 67 | 79 | 107 | 197 | 292 | 504 |
| 10 | 47 | 66 | 79 | 108 | 196 | 290 | 434 |
| 11 | 45 | 65 | 78 | 107 | 195 | 289 | 377 |
| 12 | 44 | 64 | 77 | 106 | 193 | 287 | 330 |
| 13 | 43 | 62 | 75 | 104 | 192 | 286 | 291 |
| 14 | 41 | 61 | 74 | 103 | 190 | 285 | 285 |
| 15 | 40 | 60 | 73 | 101 | 189 | 283 | 283 |
| 16 | 38 | 58 | 71 | 100 | 187 | 282 | 282 |
| 17 | 37 | 57 | 70 | 99 | 186 | 281 | 281 |
| 18 | 36 | 56 | 69 | 98 | 185 | 280 | 280 |
| 19 | 35 | 55 | 68 | 97 | 184 | 279 | 279 |
| 20 | 35 | 55 | 67 | 96 | 184 | 278 | 278 |
| 21 | 34 | 54 | 67 | 96 | 183 | 278 | 278 |
| 22 | 34 | 53 | 66 | 95 | 183 | 277 | 277 |
| 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 24 | 32 | 52 | 65 | 94 | 181 | 276 | 276 |
| 25 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 26 | 31 | 51 | 65 | 92 | 180 | 274 | 274 |
| 27 | 30 | 50 | 67 | 92 | 179 | 274 | 274 |
| 28 | 29 | 49 | 69 | 91 | 178 | 273 | 273 |
| 29 | 29 | 49 | 72 | 90 | 178 | 272 | 272 |
| 30 | 28 | 48 | 74 | 90 | 177 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

61

67

89

209

306

3054

2

49

62

68

90

210

335

2273

3

48

62

70

95

204

349

1715

4

47

62

72

98

201

348

1325

5

47

63

75

99

200

340

1050

6

48

65

77

102

200

327

852

7

48

67

77

102

199

312

704

8

48

67

78

105

198

295

592

9

48

67

79

107

197

292

504

10

47

66

79

108

196

290

434

11

45

65

78

107

195

289

377

12

44

64

77

106

193

287

330

13

43

62

75

104

192

286

291

14

41

61

74

103

190

285

285

15

40

60

73

101

189

283

283

16

38

58

71

100

187

282

282

17

37

57

70

99

186

281

281

18

36

56

69

98

185

280

280

19

35

55

68

97

184

279

279

20

35

55

67

96

184

278

278

21

34

54

67

96

183

278

278

22

34

53

66

95

183

277

277

23

33

53

66

95

182

276

276

24

32

52

65

94

181

276

276

25

31

51

64

93

180

275

275

26

31

51

65

92

180

274

274

27

30

50

67

92

179

274

274

28

29

49

69

91

178

273

273

29

29

49

72

90

178

272

272

30

28

48

74

90

177

272

272

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 111 | 124 | 131 | 153 | 273 | 369 | 3220 |
| 2 | 112 | 125 | 132 | 154 | 274 | 370 | 2404 |
| 3 | 113 | 127 | 136 | 160 | 270 | 369 | 1822 |
| 4 | 114 | 129 | 139 | 165 | 268 | 371 | 1415 |
| 5 | 115 | 131 | 143 | 167 | 268 | 364 | 1127 |
| 6 | 117 | 134 | 145 | 170 | 268 | 363 | 919 |
| 7 | 118 | 136 | 147 | 172 | 268 | 362 | 763 |
| 8 | 117 | 136 | 147 | 174 | 267 | 362 | 644 |
| 9 | 117 | 136 | 148 | 176 | 266 | 361 | 550 |
| 10 | 116 | 136 | 149 | 177 | 266 | 360 | 475 |
| 11 | 115 | 135 | 148 | 177 | 264 | 359 | 414 |
| 12 | 114 | 133 | 146 | 175 | 263 | 357 | 363 |
| 13 | 112 | 132 | 144 | 173 | 261 | 355 | 355 |
| 14 | 110 | 130 | 142 | 171 | 259 | 353 | 353 |
| 15 | 108 | 127 | 140 | 169 | 257 | 351 | 351 |
| 16 | 105 | 125 | 138 | 167 | 254 | 349 | 349 |
| 17 | 103 | 123 | 136 | 165 | 252 | 346 | 346 |
| 18 | 101 | 121 | 134 | 163 | 250 | 344 | 344 |
| 19 | 99 | 119 | 132 | 161 | 248 | 342 | 342 |
| 20 | 97 | 117 | 130 | 159 | 246 | 341 | 341 |
| 21 | 95 | 115 | 128 | 157 | 244 | 339 | 339 |
| 22 | 94 | 113 | 126 | 155 | 243 | 337 | 337 |
| 23 | 92 | 112 | 125 | 153 | 241 | 335 | 335 |
| 24 | 90 | 110 | 123 | 152 | 239 | 333 | 333 |
| 25 | 88 | 108 | 121 | 150 | 237 | 332 | 332 |
| 26 | 86 | 106 | 119 | 148 | 235 | 330 | 330 |
| 27 | 85 | 104 | 117 | 146 | 234 | 328 | 328 |
| 28 | 83 | 103 | 116 | 145 | 232 | 326 | 326 |
| 29 | 81 | 101 | 114 | 143 | 230 | 325 | 325 |
| 30 | 80 | 99 | 112 | 141 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

111

124

131

153

273

369

3220

2

112

125

132

154

274

370

2404

3

113

127

136

160

270

369

1822

4

114

129

139

165

268

371

1415

5

115

131

143

167

268

364

1127

6

117

134

145

170

268

363

919

7

118

136

147

172

268

362

763

8

117

136

147

174

267

362

644

9

117

136

148

176

266

361

550

10

116

136

149

177

266

360

475

11

115

135

148

177

264

359

414

12

114

133

146

175

263

357

363

13

112

132

144

173

261

355

355

14

110

130

142

171

259

353

353

15

108

127

140

169

257

351

351

16

105

125

138

167

254

349

349

17

103

123

136

165

252

346

346

18

101

121

134

163

250

344

344

19

99

119

132

161

248

342

342

20

97

117

130

159

246

341

341

21

95

115

128

157

244

339

339

22

94

113

126

155

243

337

337

23

92

112

125

153

241

335

335

24

90

110

123

152

239

333

333

25

88

108

121

150

237

332

332

26

86

106

119

148

235

330

330

27

85

104

117

146

234

328

328

28

83

103

116

145

232

326

326

29

81

101

114

143

230

325

325

30

80

99

112

141

229

323

323

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 164 | 177 | 184 | 206 | 326 | 422 | 3161 |
| 2 | 174 | 187 | 193 | 215 | 335 | 431 | 2387 |
| 3 | 178 | 192 | 200 | 225 | 334 | 431 | 1822 |
| 4 | 179 | 194 | 204 | 230 | 333 | 428 | 1419 |
| 5 | 180 | 196 | 208 | 232 | 333 | 428 | 1131 |
| 6 | 180 | 197 | 209 | 234 | 332 | 426 | 921 |
| 7 | 181 | 199 | 210 | 235 | 331 | 425 | 764 |
| 8 | 179 | 198 | 209 | 236 | 329 | 424 | 643 |
| 9 | 178 | 198 | 210 | 237 | 328 | 422 | 549 |
| 10 | 177 | 197 | 210 | 238 | 327 | 421 | 473 |
| 11 | 176 | 196 | 208 | 237 | 325 | 419 | 419 |
| 12 | 173 | 193 | 206 | 235 | 322 | 417 | 417 |
| 13 | 170 | 190 | 203 | 232 | 319 | 414 | 414 |
| 14 | 167 | 187 | 200 | 229 | 316 | 411 | 411 |
| 15 | 164 | 184 | 197 | 226 | 313 | 408 | 408 |
| 16 | 161 | 181 | 194 | 223 | 310 | 405 | 405 |
| 17 | 158 | 178 | 191 | 220 | 307 | 402 | 402 |
| 18 | 155 | 175 | 188 | 217 | 304 | 399 | 399 |
| 19 | 152 | 172 | 185 | 214 | 301 | 396 | 396 |
| 20 | 149 | 169 | 182 | 211 | 298 | 393 | 393 |
| 21 | 146 | 166 | 179 | 208 | 295 | 390 | 390 |
| 22 | 143 | 163 | 176 | 205 | 292 | 387 | 387 |
| 23 | 140 | 160 | 173 | 202 | 289 | 383 | 383 |
| 24 | 137 | 157 | 170 | 199 | 286 | 380 | 380 |
| 25 | 134 | 154 | 167 | 195 | 283 | 377 | 377 |
| 26 | 131 | 151 | 164 | 192 | 280 | 374 | 374 |
| 27 | 128 | 148 | 161 | 190 | 277 | 371 | 371 |
| 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 |
| 29 | 122 | 142 | 155 | 184 | 271 | 366 | 366 |
| 30 | 120 | 139 | 152 | 181 | 269 | 363 | 363 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

164

177

184

206

326

422

3161

2

174

187

193

215

335

431

2387

3

178

192

200

225

334

431

1822

4

179

194

204

230

333

428

1419

5

180

196

208

232

333

428

1131

6

180

197

209

234

332

426

921

7

181

199

210

235

331

425

764

8

179

198

209

236

329

424

643

9

178

198

210

237

328

422

549

10

177

197

210

238

327

421

473

11

176

196

208

237

325

419

419

12

173

193

206

235

322

417

417

13

170

190

203

232

319

414

414

14

167

187

200

229

316

411

411

15

164

184

197

226

313

408

408

16

161

181

194

223

310

405

405

17

158

178

191

220

307

402

402

18

155

175

188

217

304

399

399

19

152

172

185

214

301

396

396

20

149

169

182

211

298

393

393

21

146

166

179

208

295

390

390

22

143

163

176

205

292

387

387

23

140

160

173

202

289

383

383

24

137

157

170

199

286

380

380

25

134

154

167

195

283

377

377

26

131

151

164

192

280

374

374

27

128

148

161

190

277

371

371

28

125

145

158

187

274

368

368

29

122

142

155

184

271

366

366

30

120

139

152

181

269

363

363

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 39 | 45 | 67 | 187 | 304 | 3144 |
| 2 | 27 | 40 | 46 | 68 | 188 | 345 | 2343 |
| 3 | 26 | 40 | 49 | 73 | 183 | 359 | 1769 |
| 4 | 26 | 41 | 51 | 77 | 180 | 359 | 1367 |
| 5 | 27 | 42 | 54 | 78 | 180 | 350 | 1084 |
| 6 | 27 | 44 | 56 | 81 | 179 | 337 | 879 |
| 7 | 28 | 46 | 57 | 82 | 178 | 321 | 727 |
| 8 | 27 | 46 | 57 | 84 | 177 | 304 | 611 |
| 9 | 26 | 46 | 58 | 86 | 176 | 287 | 520 |
| 10 | 26 | 46 | 59 | 87 | 175 | 270 | 448 |
| 11 | 26 | 45 | 58 | 87 | 175 | 269 | 389 |
| 12 | 25 | 45 | 58 | 87 | 174 | 268 | 340 |
| 13 | 24 | 44 | 57 | 86 | 173 | 268 | 300 |
| 14 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 15 | 24 | 44 | 56 | 85 | 173 | 267 | 267 |
| 16 | 24 | 43 | 56 | 85 | 173 | 267 | 267 |
| 17 | 23 | 43 | 56 | 85 | 172 | 267 | 267 |
| 18 | 23 | 43 | 56 | 85 | 173 | 267 | 267 |
| 19 | 24 | 43 | 56 | 85 | 173 | 267 | 267 |
| 20 | 24 | 44 | 56 | 85 | 173 | 267 | 267 |
| 21 | 24 | 44 | 56 | 85 | 173 | 267 | 267 |
| 22 | 24 | 44 | 57 | 85 | 173 | 267 | 267 |
| 23 | 23 | 43 | 59 | 85 | 172 | 267 | 267 |
| 24 | 23 | 43 | 61 | 85 | 172 | 267 | 267 |
| 25 | 23 | 43 | 64 | 85 | 172 | 266 | 266 |
| 26 | 23 | 43 | 66 | 84 | 172 | 266 | 266 |
| 27 | 22 | 42 | 69 | 84 | 171 | 266 | 266 |
| 28 | 22 | 42 | 71 | 84 | 171 | 266 | 266 |
| 29 | 22 | 42 | 73 | 83 | 171 | 265 | 265 |
| 30 | 21 | 41 | 77 | 83 | 170 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

39

45

67

187

304

3144

2

27

40

46

68

188

345

2343

3

26

40

49

73

183

359

1769

4

26

41

51

77

180

359

1367

5

27

42

54

78

180

350

1084

6

27

44

56

81

179

337

879

7

28

46

57

82

178

321

727

8

27

46

57

84

177

304

611

9

26

46

58

86

176

287

520

10

26

46

59

87

175

270

448

11

26

45

58

87

175

269

389

12

25

45

58

87

174

268

340

13

24

44

57

86

173

268

300

14

24

44

57

86

173

267

267

15

24

44

56

85

173

267

267

16

24

43

56

85

173

267

267

17

23

43

56

85

172

267

267

18

23

43

56

85

173

267

267

19

24

43

56

85

173

267

267

20

24

44

56

85

173

267

267

21

24

44

56

85

173

267

267

22

24

44

57

85

173

267

267

23

23

43

59

85

172

267

267

24

23

43

61

85

172

267

267

25

23

43

64

85

172

266

266

26

23

43

66

84

172

266

266

27

22

42

69

84

171

266

266

28

22

42

71

84

171

266

266

29

22

42

73

83

171

265

265

30

21

41

77

83

170

265

265

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 36 | 43 | 65 | 185 | 304 | 3136 |
| 2 | 25 | 38 | 44 | 66 | 186 | 344 | 2341 |
| 3 | 26 | 40 | 48 | 73 | 182 | 359 | 1769 |
| 4 | 27 | 42 | 52 | 78 | 181 | 359 | 1368 |
| 5 | 29 | 45 | 56 | 80 | 182 | 351 | 1085 |
| 6 | 30 | 47 | 59 | 84 | 182 | 338 | 881 |
| 7 | 32 | 50 | 61 | 86 | 182 | 322 | 729 |
| 8 | 32 | 51 | 62 | 89 | 182 | 305 | 613 |
| 9 | 33 | 52 | 64 | 92 | 182 | 288 | 522 |
| 10 | 33 | 53 | 66 | 94 | 183 | 277 | 449 |
| 11 | 34 | 54 | 67 | 96 | 183 | 278 | 390 |
| 12 | 34 | 54 | 67 | 96 | 183 | 278 | 342 |
| 13 | 34 | 54 | 67 | 96 | 183 | 278 | 301 |
| 14 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 15 | 34 | 54 | 67 | 95 | 183 | 277 | 277 |
| 16 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 17 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 18 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 19 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 20 | 34 | 54 | 67 | 95 | 183 | 277 | 277 |
| 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 22 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 23 | 34 | 53 | 66 | 95 | 183 | 277 | 277 |
| 24 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 25 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 26 | 32 | 52 | 67 | 94 | 181 | 276 | 276 |
| 27 | 32 | 52 | 70 | 94 | 181 | 275 | 275 |
| 28 | 31 | 51 | 72 | 93 | 180 | 275 | 275 |
| 29 | 31 | 51 | 75 | 92 | 180 | 274 | 274 |
| 30 | 30 | 50 | 77 | 92 | 179 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

23

36

43

65

185

304

3136

2

25

38

44

66

186

344

2341

3

26

40

48

73

182

359

1769

4

27

42

52

78

181

359

1368

5

29

45

56

80

182

351

1085

6

30

47

59

84

182

338

881

7

32

50

61

86

182

322

729

8

32

51

62

89

182

305

613

9

33

52

64

92

182

288

522

10

33

53

66

94

183

277

449

11

34

54

67

96

183

278

390

12

34

54

67

96

183

278

342

13

34

54

67

96

183

278

301

14

34

54

67

96

183

277

277

15

34

54

67

95

183

277

277

16

33

53

66

95

182

277

277

17

33

53

66

95

182

277

277

18

33

53

66

95

182

277

277

19

33

53

66

95

182

277

277

20

34

54

67

95

183

277

277

21

34

54

67

96

183

277

277

22

34

54

67

96

183

277

277

23

34

53

66

95

183

277

277

24

33

53

66

95

182

277

277

25

33

53

66

95

182

276

276

26

32

52

67

94

181

276

276

27

32

52

70

94

181

275

275

28

31

51

72

93

180

275

275

29

31

51

75

92

180

274

274

30

30

50

77

92

179

274

274

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 122 | 134 | 141 | 163 | 283 | 379 | 3254 |
| 2 | 120 | 133 | 140 | 162 | 282 | 378 | 2433 |
| 3 | 119 | 132 | 141 | 166 | 275 | 373 | 1842 |
| 4 | 118 | 133 | 143 | 169 | 272 | 373 | 1426 |
| 5 | 118 | 134 | 146 | 170 | 271 | 365 | 1131 |
| 6 | 118 | 135 | 146 | 171 | 269 | 364 | 919 |
| 7 | 118 | 136 | 147 | 172 | 268 | 363 | 760 |
| 8 | 118 | 136 | 148 | 174 | 268 | 362 | 639 |
| 9 | 117 | 136 | 148 | 176 | 266 | 361 | 545 |
| 10 | 116 | 136 | 149 | 177 | 266 | 360 | 469 |
| 11 | 116 | 136 | 149 | 177 | 265 | 359 | 407 |
| 12 | 115 | 135 | 147 | 176 | 264 | 358 | 358 |
| 13 | 113 | 133 | 146 | 175 | 262 | 357 | 357 |
| 14 | 112 | 132 | 145 | 174 | 261 | 356 | 356 |
| 15 | 110 | 130 | 143 | 172 | 259 | 353 | 353 |
| 16 | 108 | 128 | 141 | 170 | 257 | 351 | 351 |
| 17 | 105 | 125 | 138 | 167 | 254 | 349 | 349 |
| 18 | 103 | 123 | 136 | 165 | 252 | 346 | 346 |
| 19 | 101 | 121 | 134 | 163 | 250 | 344 | 344 |
| 20 | 99 | 119 | 131 | 160 | 248 | 342 | 342 |
| 21 | 96 | 116 | 129 | 158 | 245 | 340 | 340 |
| 22 | 94 | 114 | 127 | 156 | 243 | 338 | 338 |
| 23 | 92 | 112 | 125 | 154 | 241 | 335 | 335 |
| 24 | 90 | 110 | 123 | 152 | 239 | 333 | 333 |
| 25 | 88 | 108 | 120 | 149 | 237 | 331 | 331 |
| 26 | 85 | 105 | 118 | 147 | 235 | 329 | 329 |
| 27 | 83 | 103 | 116 | 145 | 232 | 327 | 327 |
| 28 | 81 | 101 | 114 | 143 | 230 | 325 | 325 |
| 29 | 79 | 99 | 112 | 141 | 228 | 323 | 323 |
| 30 | 77 | 97 | 110 | 139 | 226 | 321 | 321 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

122

134

141

163

283

379

3254

2

120

133

140

162

282

378

2433

3

119

132

141

166

275

373

1842

4

118

133

143

169

272

373

1426

5

118

134

146

170

271

365

1131

6

118

135

146

171

269

364

919

7

118

136

147

172

268

363

760

8

118

136

148

174

268

362

639

9

117

136

148

176

266

361

545

10

116

136

149

177

266

360

469

11

116

136

149

177

265

359

407

12

115

135

147

176

264

358

358

13

113

133

146

175

262

357

357

14

112

132

145

174

261

356

356

15

110

130

143

172

259

353

353

16

108

128

141

170

257

351

351

17

105

125

138

167

254

349

349

18

103

123

136

165

252

346

346

19

101

121

134

163

250

344

344

20

99

119

131

160

248

342

342

21

96

116

129

158

245

340

340

22

94

114

127

156

243

338

338

23

92

112

125

154

241

335

335

24

90

110

123

152

239

333

333

25

88

108

120

149

237

331

331

26

85

105

118

147

235

329

329

27

83

103

116

145

232

327

327

28

81

101

114

143

230

325

325

29

79

99

112

141

228

323

323

30

77

97

110

139

226

321

321

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 7 | 13 | 35 | 155 | 296 | 3051 |
| 2 | 0 | 9 | 15 | 37 | 157 | 335 | 2273 |
| 3 | 1 | 10 | 19 | 44 | 153 | 349 | 1716 |
| 4 | 1 | 13 | 23 | 48 | 152 | 349 | 1326 |
| 5 | 1 | 15 | 27 | 51 | 153 | 340 | 1051 |
| 6 | 2 | 18 | 30 | 55 | 153 | 327 | 853 |
| 7 | 3 | 21 | 32 | 57 | 153 | 312 | 705 |
| 8 | 3 | 22 | 33 | 60 | 153 | 296 | 593 |
| 9 | 3 | 23 | 35 | 63 | 153 | 279 | 505 |
| 10 | 4 | 23 | 36 | 65 | 153 | 262 | 434 |
| 11 | 4 | 24 | 36 | 65 | 153 | 247 | 377 |
| 12 | 4 | 23 | 36 | 65 | 152 | 247 | 330 |
| 13 | 4 | 23 | 36 | 65 | 152 | 247 | 290 |
| 14 | 4 | 23 | 36 | 65 | 152 | 246 | 257 |
| 15 | 5 | 23 | 39 | 65 | 152 | 246 | 246 |
| 16 | 6 | 22 | 40 | 64 | 151 | 246 | 246 |
| 17 | 6 | 22 | 43 | 64 | 151 | 246 | 246 |
| 18 | 6 | 22 | 46 | 64 | 151 | 246 | 246 |
| 19 | 7 | 22 | 48 | 64 | 152 | 246 | 246 |
| 20 | 7 | 23 | 50 | 65 | 152 | 247 | 247 |
| 21 | 7 | 23 | 53 | 65 | 153 | 247 | 247 |
| 22 | 8 | 24 | 54 | 66 | 153 | 247 | 247 |
| 23 | 8 | 24 | 57 | 66 | 153 | 248 | 248 |
| 24 | 8 | 24 | 59 | 66 | 153 | 248 | 248 |
| 25 | 9 | 24 | 62 | 66 | 154 | 248 | 248 |
| 26 | 9 | 25 | 64 | 67 | 154 | 248 | 248 |
| 27 | 9 | 25 | 67 | 69 | 154 | 248 | 248 |
| 28 | 10 | 25 | 69 | 71 | 154 | 248 | 248 |
| 29 | 10 | 25 | 72 | 72 | 154 | 248 | 248 |
| 30 | 10 | 25 | 74 | 74 | 154 | 248 | 248 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

7

13

35

155

296

3051

2

0

9

15

37

157

335

2273

3

1

10

19

44

153

349

1716

4

1

13

23

48

152

349

1326

5

1

15

27

51

153

340

1051

6

2

18

30

55

153

327

853

7

3

21

32

57

153

312

705

8

3

22

33

60

153

296

593

9

3

23

35

63

153

279

505

10

4

23

36

65

153

262

434

11

4

24

36

65

153

247

377

12

4

23

36

65

152

247

330

13

4

23

36

65

152

247

290

14

4

23

36

65

152

246

257

15

5

23

39

65

152

246

246

16

6

22

40

64

151

246

246

17

6

22

43

64

151

246

246

18

6

22

46

64

151

246

246

19

7

22

48

64

152

246

246

20

7

23

50

65

152

247

247

21

7

23

53

65

153

247

247

22

8

24

54

66

153

247

247

23

8

24

57

66

153

248

248

24

8

24

59

66

153

248

248

25

9

24

62

66

154

248

248

26

9

25

64

67

154

248

248

27

9

25

67

69

154

248

248

28

10

25

69

71

154

248

248

29

10

25

72

72

154

248

248

30

10

25

74

74

154

248

248

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 44 | 50 | 73 | 192 | 298 | 3074 |
| 2 | 31 | 44 | 51 | 73 | 193 | 337 | 2289 |
| 3 | 30 | 44 | 52 | 77 | 186 | 351 | 1728 |
| 4 | 29 | 44 | 54 | 80 | 183 | 351 | 1335 |
| 5 | 29 | 44 | 56 | 80 | 182 | 342 | 1057 |
| 6 | 31 | 48 | 60 | 85 | 183 | 329 | 857 |
| 7 | 29 | 47 | 58 | 83 | 179 | 313 | 708 |
| 8 | 33 | 52 | 63 | 89 | 183 | 296 | 595 |
| 9 | 32 | 51 | 63 | 91 | 182 | 280 | 506 |
| 10 | 27 | 47 | 59 | 88 | 176 | 271 | 435 |
| 11 | 23 | 42 | 55 | 84 | 172 | 266 | 378 |
| 12 | 19 | 39 | 52 | 81 | 168 | 263 | 330 |
| 13 | 17 | 37 | 50 | 79 | 166 | 260 | 291 |
| 14 | 15 | 35 | 48 | 77 | 164 | 258 | 258 |
| 15 | 13 | 33 | 46 | 75 | 162 | 257 | 257 |
| 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 |
| 17 | 11 | 31 | 44 | 73 | 160 | 255 | 255 |
| 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 |
| 19 | 10 | 30 | 47 | 72 | 159 | 254 | 254 |
| 20 | 10 | 30 | 50 | 72 | 159 | 254 | 254 |
| 21 | 10 | 30 | 53 | 72 | 159 | 254 | 254 |
| 22 | 10 | 30 | 54 | 72 | 159 | 254 | 254 |
| 23 | 10 | 30 | 57 | 72 | 159 | 253 | 253 |
| 24 | 10 | 30 | 59 | 72 | 159 | 253 | 253 |
| 25 | 10 | 30 | 62 | 72 | 159 | 253 | 253 |
| 26 | 10 | 30 | 64 | 71 | 159 | 253 | 253 |
| 27 | 10 | 29 | 67 | 71 | 159 | 253 | 253 |
| 28 | 10 | 29 | 69 | 71 | 158 | 253 | 253 |
| 29 | 10 | 29 | 72 | 72 | 158 | 253 | 253 |
| 30 | 10 | 29 | 74 | 74 | 158 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

50

73

192

298

3074

2

31

44

51

73

193

337

2289

3

30

44

52

77

186

351

1728

4

29

44

54

80

183

351

1335

5

29

44

56

80

182

342

1057

6

31

48

60

85

183

329

857

7

29

47

58

83

179

313

708

8

33

52

63

89

183

296

595

9

32

51

63

91

182

280

506

10

27

47

59

88

176

271

435

11

23

42

55

84

172

266

378

12

19

39

52

81

168

263

330

13

17

37

50

79

166

260

291

14

15

35

48

77

164

258

258

15

13

33

46

75

162

257

257

16

12

32

45

74

161

255

255

17

11

31

44

73

160

255

255

18

10

30

46

72

159

254

254

19

10

30

47

72

159

254

254

20

10

30

50

72

159

254

254

21

10

30

53

72

159

254

254

22

10

30

54

72

159

254

254

23

10

30

57

72

159

253

253

24

10

30

59

72

159

253

253

25

10

30

62

72

159

253

253

26

10

30

64

71

159

253

253

27

10

29

67

71

159

253

253

28

10

29

69

71

158

253

253

29

10

29

72

72

158

253

253

30

10

29

74

74

158

253

253

3.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 196 | 209 | 215 | 237 | 357 | 454 | 3493 |
| 2 | 192 | 205 | 212 | 234 | 354 | 450 | 2628 |
| 3 | 187 | 201 | 209 | 234 | 343 | 440 | 1996 |
| 4 | 182 | 197 | 207 | 233 | 336 | 431 | 1549 |
| 5 | 178 | 194 | 206 | 230 | 331 | 426 | 1232 |
| 6 | 175 | 192 | 203 | 228 | 326 | 421 | 1003 |
| 7 | 172 | 190 | 201 | 226 | 322 | 416 | 832 |
| 8 | 167 | 186 | 197 | 224 | 317 | 412 | 702 |
| 9 | 163 | 183 | 195 | 223 | 313 | 407 | 600 |
| 10 | 159 | 179 | 192 | 220 | 309 | 403 | 518 |
| 11 | 156 | 175 | 188 | 217 | 305 | 399 | 450 |
| 12 | 151 | 171 | 184 | 213 | 301 | 395 | 395 |
| 13 | 148 | 167 | 180 | 209 | 297 | 391 | 391 |
| 14 | 144 | 164 | 176 | 205 | 293 | 387 | 387 |
| 15 | 140 | 160 | 173 | 202 | 289 | 384 | 384 |
| 16 | 137 | 157 | 169 | 198 | 286 | 380 | 380 |
| 17 | 133 | 153 | 166 | 195 | 283 | 377 | 377 |
| 18 | 130 | 150 | 163 | 192 | 279 | 374 | 374 |
| 19 | 128 | 147 | 160 | 189 | 277 | 371 | 371 |
| 20 | 125 | 145 | 158 | 187 | 274 | 368 | 368 |
| 21 | 122 | 142 | 155 | 184 | 271 | 366 | 366 |
| 22 | 119 | 139 | 152 | 181 | 268 | 363 | 363 |
| 23 | 117 | 137 | 149 | 178 | 266 | 360 | 360 |
| 24 | 114 | 134 | 147 | 176 | 263 | 358 | 358 |
| 25 | 112 | 131 | 144 | 173 | 261 | 355 | 355 |
| 26 | 109 | 129 | 142 | 171 | 258 | 353 | 353 |
| 27 | 107 | 127 | 139 | 168 | 256 | 350 | 350 |
| 28 | 104 | 124 | 137 | 166 | 253 | 348 | 348 |
| 29 | 102 | 122 | 135 | 164 | 251 | 346 | 346 |
| 30 | 100 | 120 | 133 | 162 | 249 | 343 | 343 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

196

209

215

237

357

454

3493

2

192

205

212

234

354

450

2628

3

187

201

209

234

343

440

1996

4

182

197

207

233

336

431

1549

5

178

194

206

230

331

426

1232

6

175

192

203

228

326

421

1003

7

172

190

201

226

322

416

832

8

167

186

197

224

317

412

702

9

163

183

195

223

313

407

600

10

159

179

192

220

309

403

518

11

156

175

188

217

305

399

450

12

151

171

184

213

301

395

395

13

148

167

180

209

297

391

391

14

144

164

176

205

293

387

387

15

140

160

173

202

289

384

384

16

137

157

169

198

286

380

380

17

133

153

166

195

283

377

377

18

130

150

163

192

279

374

374

19

128

147

160

189

277

371

371

20

125

145

158

187

274

368

368

21

122

142

155

184

271

366

366

22

119

139

152

181

268

363

363

23

117

137

149

178

266

360

360

24

114

134

147

176

263

358

358

25

112

131

144

173

261

355

355

26

109

129

142

171

258

353

353

27

107

127

139

168

256

350

350

28

104

124

137

166

253

348

348

29

102

122

135

164

251

346

346

30

100

120

133

162

249

343

343

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 26 | 52 | 172 | 297 | 3056 |
| 2 | 0 | 15 | 26 | 52 | 172 | 335 | 2274 |
| 3 | 1 | 17 | 28 | 57 | 169 | 349 | 1715 |
| 4 | 1 | 20 | 32 | 62 | 167 | 348 | 1325 |
| 5 | 2 | 23 | 37 | 67 | 168 | 340 | 1050 |
| 6 | 5 | 27 | 39 | 69 | 169 | 327 | 851 |
| 7 | 7 | 31 | 42 | 72 | 169 | 312 | 704 |
| 8 | 10 | 34 | 46 | 74 | 169 | 295 | 592 |
| 9 | 11 | 37 | 50 | 76 | 169 | 278 | 504 |
| 10 | 12 | 39 | 51 | 77 | 169 | 264 | 434 |
| 11 | 13 | 40 | 53 | 78 | 169 | 264 | 377 |
| 12 | 14 | 41 | 54 | 80 | 169 | 264 | 330 |
| 13 | 15 | 43 | 55 | 80 | 169 | 264 | 290 |
| 14 | 15 | 44 | 55 | 80 | 169 | 264 | 264 |
| 15 | 15 | 44 | 55 | 80 | 169 | 264 | 264 |
| 16 | 15 | 44 | 55 | 80 | 169 | 263 | 263 |
| 17 | 15 | 44 | 55 | 80 | 169 | 263 | 263 |
| 18 | 15 | 44 | 55 | 80 | 169 | 263 | 263 |
| 19 | 15 | 44 | 55 | 80 | 169 | 264 | 264 |
| 20 | 15 | 44 | 55 | 80 | 169 | 264 | 264 |
| 21 | 15 | 44 | 55 | 80 | 170 | 264 | 264 |
| 22 | 15 | 44 | 55 | 80 | 170 | 264 | 264 |
| 23 | 15 | 44 | 57 | 80 | 170 | 264 | 264 |
| 24 | 15 | 44 | 59 | 80 | 170 | 264 | 264 |
| 25 | 15 | 44 | 62 | 80 | 170 | 264 | 264 |
| 26 | 15 | 44 | 64 | 80 | 169 | 264 | 264 |
| 27 | 15 | 44 | 66 | 80 | 169 | 264 | 264 |
| 28 | 15 | 44 | 68 | 80 | 169 | 263 | 263 |
| 29 | 15 | 44 | 71 | 80 | 169 | 263 | 263 |
| 30 | 15 | 44 | 73 | 80 | 168 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

26

52

172

297

3056

2

0

15

26

52

172

335

2274

3

1

17

28

57

169

349

1715

4

1

20

32

62

167

348

1325

5

2

23

37

67

168

340

1050

6

5

27

39

69

169

327

851

7

7

31

42

72

169

312

704

8

10

34

46

74

169

295

592

9

11

37

50

76

169

278

504

10

12

39

51

77

169

264

434

11

13

40

53

78

169

264

377

12

14

41

54

80

169

264

330

13

15

43

55

80

169

264

290

14

15

44

55

80

169

264

264

15

15

44

55

80

169

264

264

16

15

44

55

80

169

263

263

17

15

44

55

80

169

263

263

18

15

44

55

80

169

263

263

19

15

44

55

80

169

264

264

20

15

44

55

80

169

264

264

21

15

44

55

80

170

264

264

22

15

44

55

80

170

264

264

23

15

44

57

80

170

264

264

24

15

44

59

80

170

264

264

25

15

44

62

80

170

264

264

26

15

44

64

80

169

264

264

27

15

44

66

80

169

264

264

28

15

44

68

80

169

263

263

29

15

44

71

80

169

263

263

30

15

44

73

80

168

263

263

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 13 | 133 | 296 | 3047 |
| 2 | 0 | 1 | 6 | 14 | 132 | 334 | 2268 |
| 3 | 1 | 1 | 9 | 17 | 125 | 348 | 1711 |
| 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1321 |
| 5 | 1 | 4 | 14 | 22 | 120 | 339 | 1046 |
| 6 | 2 | 4 | 16 | 25 | 120 | 326 | 848 |
| 7 | 2 | 6 | 19 | 27 | 120 | 310 | 701 |
| 8 | 2 | 6 | 22 | 30 | 120 | 293 | 589 |
| 9 | 2 | 7 | 24 | 31 | 120 | 277 | 501 |
| 10 | 4 | 8 | 26 | 34 | 120 | 260 | 431 |
| 11 | 4 | 9 | 29 | 36 | 120 | 244 | 374 |
| 12 | 4 | 9 | 31 | 38 | 120 | 229 | 327 |
| 13 | 4 | 10 | 33 | 41 | 120 | 215 | 288 |
| 14 | 4 | 11 | 36 | 43 | 120 | 215 | 255 |
| 15 | 5 | 12 | 38 | 44 | 121 | 215 | 227 |
| 16 | 6 | 12 | 40 | 47 | 121 | 215 | 215 |
| 17 | 6 | 14 | 43 | 49 | 121 | 216 | 216 |
| 18 | 6 | 14 | 45 | 51 | 122 | 216 | 216 |
| 19 | 7 | 15 | 47 | 53 | 122 | 217 | 217 |
| 20 | 7 | 16 | 50 | 54 | 123 | 217 | 217 |
| 21 | 7 | 17 | 52 | 57 | 123 | 218 | 218 |
| 22 | 7 | 17 | 54 | 59 | 124 | 218 | 218 |
| 23 | 8 | 19 | 57 | 60 | 126 | 218 | 218 |
| 24 | 8 | 19 | 59 | 62 | 128 | 219 | 219 |
| 25 | 8 | 20 | 61 | 64 | 129 | 219 | 219 |
| 26 | 9 | 21 | 63 | 66 | 130 | 219 | 219 |
| 27 | 9 | 22 | 66 | 68 | 131 | 219 | 219 |
| 28 | 10 | 22 | 68 | 70 | 132 | 219 | 219 |
| 29 | 10 | 24 | 70 | 72 | 133 | 219 | 219 |
| 30 | 10 | 24 | 73 | 74 | 135 | 219 | 219 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

13

133

296

3047

2

0

1

6

14

132

334

2268

3

1

1

9

17

125

348

1711

4

1

3

11

19

121

347

1321

5

1

4

14

22

120

339

1046

6

2

4

16

25

120

326

848

7

2

6

19

27

120

310

701

8

2

6

22

30

120

293

589

9

2

7

24

31

120

277

501

10

4

8

26

34

120

260

431

11

4

9

29

36

120

244

374

12

4

9

31

38

120

229

327

13

4

10

33

41

120

215

288

14

4

11

36

43

120

215

255

15

5

12

38

44

121

215

227

16

6

12

40

47

121

215

215

17

6

14

43

49

121

216

216

18

6

14

45

51

122

216

216

19

7

15

47

53

122

217

217

20

7

16

50

54

123

217

217

21

7

17

52

57

123

218

218

22

7

17

54

59

124

218

218

23

8

19

57

60

126

218

218

24

8

19

59

62

128

219

219

25

8

20

61

64

129

219

219

26

9

21

63

66

130

219

219

27

9

22

66

68

131

219

219

28

10

22

68

70

132

219

219

29

10

24

70

72

133

219

219

30

10

24

73

74

135

219

219

---

ANNEX III

Volatility adjustment to the relevant risk-free interest rate term structure

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 19 |
| Euro | Belgium | 19 |
| Euro | Cyprus | 19 |
| Euro | Estonia | 19 |
| Euro | Finland | 19 |
| Euro | France | 19 |
| Euro | Germany | 19 |
| Euro | Greece | 19 |
| Euro | Ireland | 19 |
| Euro | Italy | 19 |
| Euro | Latvia | 19 |
| Euro | Lithuania | 19 |
| Euro | Luxembourg | 19 |
| Euro | Malta | 19 |
| Euro | Netherlands | 19 |
| Euro | Portugal | 19 |
| Euro | Slovakia | 19 |
| Euro | Slovenia | 19 |
| Euro | Spain | 19 |
| Czech koruna | Czech Republic | 13 |
| Danish krone | Denmark | 31 |
| Forint | Hungary | 5 |
| Krona | Sweden | 17 |
| Kuna | Croatia | 6 |
| Lev | Bulgaria | 11 |
| Pound sterling | United Kingdom | 27 |
| Romanian leu | Romania | 6 |
| Zloty | Poland | 9 |
| Króna | Iceland | 14 |
| Norwegian krone | Norway | 36 |
| Swiss franc | Liechtenstein | 15 |
| Swiss franc | Switzerland | 15 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 29 |
| Renminbi-yuan | China | 54 |
| Hong Kong dollar | Hong Kong | 8 |
| US dollar | United States | 53 |
| Yen | Japan | 12 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

19

Euro

Belgium

19

Euro

Cyprus

19

Euro

Estonia

19

Euro

Finland

19

Euro

France

19

Euro

Germany

19

Euro

Greece

19

Euro

Ireland

19

Euro

Italy

19

Euro

Latvia

19

Euro

Lithuania

19

Euro

Luxembourg

19

Euro

Malta

19

Euro

Netherlands

19

Euro

Portugal

19

Euro

Slovakia

19

Euro

Slovenia

19

Euro

Spain

19

Czech koruna

Czech Republic

13

Danish krone

Denmark

31

Forint

Hungary

5

Krona

Sweden

17

Kuna

Croatia

6

Lev

Bulgaria

11

Pound sterling

United Kingdom

27

Romanian leu

Romania

6

Zloty

Poland

9

Króna

Iceland

14

Norwegian krone

Norway

36

Swiss franc

Liechtenstein

15

Swiss franc

Switzerland

15

Australian dollar

Australia

10

Canadian dollar

Canada

29

Renminbi-yuan

China

54

Hong Kong dollar

Hong Kong

8

US dollar

United States

53

Yen

Japan

12

---