# L_2020375EN.01000101.xml

| 10.11.2020 | EN | Official Journal of the European Union | L 375/1 |
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10.11.2020

EN

Official Journal of the European Union

L 375/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2020/1647

of 9 November 2020

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2020 until 30 December 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 5 October 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2020 market data. That information was published on 5 October 2020 in accordance with Article 77e(1) of Directive 2009/138/EC. |
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(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 5 October 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2020 market data. That information was published on 5 October 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. |
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(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 September 2020 until 30 December 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 September 2020.

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

Done at Brussels, 9 November 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 | –0,578  % | 0,245  % | –0,588  % | 0,722  % | –0,152  % | –0,089  % |
| 2 | –0,587  % | 0,305  % | –0,597  % | 1,022  % | –0,152  % | 0,013  % |
| 3 | –0,575  % | 0,366  % | –0,585  % | 1,272  % | –0,123  % | 0,119  % |
| 4 | –0,555  % | 0,426  % | –0,565  % | 1,490  % | –0,077  % | 0,226  % |
| 5 | –0,528  % | 0,486  % | –0,538  % | 1,678  % | –0,035  % | 0,334  % |
| 6 | –0,496  % | 0,545  % | –0,506  % | 1,842  % | 0,010  % | 0,444  % |
| 7 | –0,458  % | 0,598  % | –0,468  % | 1,987  % | 0,058  % | 0,554  % |
| 8 | –0,418  % | 0,644  % | –0,428  % | 2,107  % | 0,076  % | 0,665  % |
| 9 | –0,375  % | 0,682  % | –0,385  % | 2,215  % | 0,110  % | 0,777  % |
| 10 | –0,331  % | 0,710  % | –0,341  % | 2,309  % | 0,202  % | 0,889  % |
| 11 | –0,295  % | 0,731  % | –0,305  % | 2,393  % | 0,368  % | 0,998  % |
| 12 | –0,248  % | 0,751  % | –0,258  % | 2,470  % | 0,565  % | 1,105  % |
| 13 | –0,216  % | 0,777  % | –0,227  % | 2,542  % | 0,763  % | 1,206  % |
| 14 | –0,183  % | 0,811  % | –0,193  % | 2,610  % | 0,950  % | 1,303  % |
| 15 | –0,149  % | 0,856  % | –0,159  % | 2,674  % | 1,121  % | 1,396  % |
| 16 | –0,135  % | 0,912  % | –0,145  % | 2,737  % | 1,276  % | 1,483  % |
| 17 | –0,130  % | 0,976  % | –0,141  % | 2,796  % | 1,416  % | 1,566  % |
| 18 | –0,124  % | 1,044  % | –0,135  % | 2,853  % | 1,542  % | 1,645  % |
| 19 | –0,108  % | 1,115  % | –0,118  % | 2,907  % | 1,656  % | 1,719  % |
| 20 | –0,075  % | 1,187  % | –0,085  % | 2,959  % | 1,759  % | 1,789  % |
| 21 | –0,025  % | 1,258  % | –0,035  % | 3,009  % | 1,853  % | 1,855  % |
| 22 | 0,040  % | 1,329  % | 0,030  % | 3,056  % | 1,938  % | 1,918  % |
| 23 | 0,113  % | 1,398  % | 0,104  % | 3,101  % | 2,016  % | 1,978  % |
| 24 | 0,192  % | 1,465  % | 0,183  % | 3,144  % | 2,088  % | 2,035  % |
| 25 | 0,275  % | 1,530  % | 0,266  % | 3,185  % | 2,154  % | 2,088  % |
| 26 | 0,359  % | 1,593  % | 0,350  % | 3,223  % | 2,215  % | 2,139  % |
| 27 | 0,443  % | 1,654  % | 0,434  % | 3,260  % | 2,271  % | 2,187  % |
| 28 | 0,526  % | 1,712  % | 0,518  % | 3,296  % | 2,323  % | 2,233  % |
| 29 | 0,608  % | 1,768  % | 0,600  % | 3,329  % | 2,372  % | 2,277  % |
| 30 | 0,688  % | 1,822  % | 0,680  % | 3,361  % | 2,418  % | 2,318  % |
| 31 | 0,766  % | 1,874  % | 0,758  % | 3,392  % | 2,461  % | 2,358  % |
| 32 | 0,842  % | 1,923  % | 0,834  % | 3,421  % | 2,501  % | 2,396  % |
| 33 | 0,915  % | 1,971  % | 0,908  % | 3,449  % | 2,538  % | 2,431  % |
| 34 | 0,986  % | 2,016  % | 0,978  % | 3,476  % | 2,574  % | 2,466  % |
| 35 | 1,054  % | 2,060  % | 1,047  % | 3,502  % | 2,607  % | 2,498  % |
| 36 | 1,119  % | 2,102  % | 1,113  % | 3,526  % | 2,639  % | 2,530  % |
| 37 | 1,183  % | 2,142  % | 1,176  % | 3,550  % | 2,669  % | 2,560  % |
| 38 | 1,243  % | 2,180  % | 1,237  % | 3,572  % | 2,697  % | 2,588  % |
| 39 | 1,302  % | 2,217  % | 1,296  % | 3,594  % | 2,724  % | 2,616  % |
| 40 | 1,358  % | 2,252  % | 1,352  % | 3,614  % | 2,749  % | 2,642  % |
| 41 | 1,412  % | 2,286  % | 1,406  % | 3,634  % | 2,774  % | 2,667  % |
| 42 | 1,464  % | 2,319  % | 1,458  % | 3,653  % | 2,797  % | 2,691  % |
| 43 | 1,514  % | 2,350  % | 1,508  % | 3,672  % | 2,819  % | 2,714  % |
| 44 | 1,562  % | 2,380  % | 1,557  % | 3,689  % | 2,840  % | 2,736  % |
| 45 | 1,608  % | 2,409  % | 1,603  % | 3,706  % | 2,860  % | 2,758  % |
| 46 | 1,653  % | 2,437  % | 1,648  % | 3,722  % | 2,879  % | 2,778  % |
| 47 | 1,696  % | 2,463  % | 1,690  % | 3,738  % | 2,898  % | 2,798  % |
| 48 | 1,737  % | 2,489  % | 1,732  % | 3,753  % | 2,915  % | 2,817  % |
| 49 | 1,777  % | 2,514  % | 1,772  % | 3,768  % | 2,932  % | 2,835  % |
| 50 | 1,815  % | 2,538  % | 1,810  % | 3,782  % | 2,949  % | 2,853  % |
| 51 | 1,852  % | 2,561  % | 1,847  % | 3,795  % | 2,964  % | 2,870  % |
| 52 | 1,887  % | 2,583  % | 1,882  % | 3,808  % | 2,979  % | 2,886  % |
| 53 | 1,921  % | 2,604  % | 1,917  % | 3,821  % | 2,994  % | 2,902  % |
| 54 | 1,955  % | 2,625  % | 1,950  % | 3,833  % | 3,008  % | 2,917  % |
| 55 | 1,987  % | 2,645  % | 1,982  % | 3,845  % | 3,021  % | 2,932  % |
| 56 | 2,017  % | 2,664  % | 2,013  % | 3,856  % | 3,034  % | 2,946  % |
| 57 | 2,047  % | 2,683  % | 2,043  % | 3,867  % | 3,047  % | 2,960  % |
| 58 | 2,076  % | 2,701  % | 2,072  % | 3,878  % | 3,059  % | 2,974  % |
| 59 | 2,104  % | 2,719  % | 2,100  % | 3,888  % | 3,071  % | 2,986  % |
| 60 | 2,131  % | 2,736  % | 2,127  % | 3,898  % | 3,082  % | 2,999  % |
| 61 | 2,157  % | 2,752  % | 2,153  % | 3,908  % | 3,093  % | 3,011  % |
| 62 | 2,183  % | 2,768  % | 2,179  % | 3,917  % | 3,103  % | 3,023  % |
| 63 | 2,207  % | 2,783  % | 2,203  % | 3,926  % | 3,114  % | 3,034  % |
| 64 | 2,231  % | 2,798  % | 2,227  % | 3,935  % | 3,123  % | 3,045  % |
| 65 | 2,254  % | 2,813  % | 2,250  % | 3,944  % | 3,133  % | 3,056  % |
| 66 | 2,277  % | 2,827  % | 2,273  % | 3,952  % | 3,142  % | 3,066  % |
| 67 | 2,298  % | 2,840  % | 2,295  % | 3,960  % | 3,151  % | 3,076  % |
| 68 | 2,320  % | 2,854  % | 2,316  % | 3,968  % | 3,160  % | 3,086  % |
| 69 | 2,340  % | 2,867  % | 2,336  % | 3,976  % | 3,169  % | 3,096  % |
| 70 | 2,360  % | 2,879  % | 2,357  % | 3,983  % | 3,177  % | 3,105  % |
| 71 | 2,379  % | 2,891  % | 2,376  % | 3,990  % | 3,185  % | 3,114  % |
| 72 | 2,398  % | 2,903  % | 2,395  % | 3,997  % | 3,193  % | 3,123  % |
| 73 | 2,417  % | 2,915  % | 2,413  % | 4,004  % | 3,200  % | 3,131  % |
| 74 | 2,435  % | 2,926  % | 2,431  % | 4,011  % | 3,208  % | 3,140  % |
| 75 | 2,452  % | 2,937  % | 2,449  % | 4,017  % | 3,215  % | 3,148  % |
| 76 | 2,469  % | 2,947  % | 2,466  % | 4,023  % | 3,222  % | 3,156  % |
| 77 | 2,485  % | 2,958  % | 2,482  % | 4,030  % | 3,229  % | 3,163  % |
| 78 | 2,502  % | 2,968  % | 2,498  % | 4,036  % | 3,236  % | 3,171  % |
| 79 | 2,517  % | 2,978  % | 2,514  % | 4,041  % | 3,242  % | 3,178  % |
| 80 | 2,533  % | 2,987  % | 2,529  % | 4,047  % | 3,248  % | 3,185  % |
| 81 | 2,548  % | 2,997  % | 2,544  % | 4,053  % | 3,255  % | 3,192  % |
| 82 | 2,562  % | 3,006  % | 2,559  % | 4,058  % | 3,261  % | 3,199  % |
| 83 | 2,576  % | 3,015  % | 2,573  % | 4,063  % | 3,267  % | 3,205  % |
| 84 | 2,590  % | 3,023  % | 2,587  % | 4,069  % | 3,272  % | 3,212  % |
| 85 | 2,604  % | 3,032  % | 2,601  % | 4,074  % | 3,278  % | 3,218  % |
| 86 | 2,617  % | 3,040  % | 2,614  % | 4,079  % | 3,283  % | 3,224  % |
| 87 | 2,630  % | 3,048  % | 2,627  % | 4,083  % | 3,289  % | 3,230  % |
| 88 | 2,643  % | 3,056  % | 2,640  % | 4,088  % | 3,294  % | 3,236  % |
| 89 | 2,655  % | 3,064  % | 2,652  % | 4,093  % | 3,299  % | 3,242  % |
| 90 | 2,667  % | 3,072  % | 2,664  % | 4,097  % | 3,304  % | 3,248  % |
| 91 | 2,679  % | 3,079  % | 2,676  % | 4,102  % | 3,309  % | 3,253  % |
| 92 | 2,691  % | 3,086  % | 2,688  % | 4,106  % | 3,314  % | 3,258  % |
| 93 | 2,702  % | 3,093  % | 2,699  % | 4,110  % | 3,318  % | 3,264  % |
| 94 | 2,713  % | 3,100  % | 2,710  % | 4,114  % | 3,323  % | 3,269  % |
| 95 | 2,724  % | 3,107  % | 2,721  % | 4,118  % | 3,327  % | 3,274  % |
| 96 | 2,734  % | 3,114  % | 2,732  % | 4,122  % | 3,332  % | 3,279  % |
| 97 | 2,745  % | 3,120  % | 2,742  % | 4,126  % | 3,336  % | 3,284  % |
| 98 | 2,755  % | 3,127  % | 2,753  % | 4,130  % | 3,340  % | 3,288  % |
| 99 | 2,765  % | 3,133  % | 2,763  % | 4,134  % | 3,345  % | 3,293  % |
| 100 | 2,775  % | 3,139  % | 2,772  % | 4,137  % | 3,349  % | 3,298  % |
| 101 | 2,784  % | 3,145  % | 2,782  % | 4,141  % | 3,353  % | 3,302  % |
| 102 | 2,794  % | 3,151  % | 2,791  % | 4,145  % | 3,356  % | 3,307  % |
| 103 | 2,803  % | 3,157  % | 2,801  % | 4,148  % | 3,360  % | 3,311  % |
| 104 | 2,812  % | 3,163  % | 2,810  % | 4,151  % | 3,364  % | 3,315  % |
| 105 | 2,821  % | 3,168  % | 2,819  % | 4,155  % | 3,368  % | 3,319  % |
| 106 | 2,830  % | 3,174  % | 2,827  % | 4,158  % | 3,371  % | 3,323  % |
| 107 | 2,838  % | 3,179  % | 2,836  % | 4,161  % | 3,375  % | 3,327  % |
| 108 | 2,847  % | 3,184  % | 2,844  % | 4,164  % | 3,378  % | 3,331  % |
| 109 | 2,855  % | 3,190  % | 2,853  % | 4,167  % | 3,382  % | 3,335  % |
| 110 | 2,863  % | 3,195  % | 2,861  % | 4,170  % | 3,385  % | 3,339  % |
| 111 | 2,871  % | 3,200  % | 2,869  % | 4,173  % | 3,388  % | 3,342  % |
| 112 | 2,879  % | 3,205  % | 2,877  % | 4,176  % | 3,392  % | 3,346  % |
| 113 | 2,887  % | 3,209  % | 2,884  % | 4,179  % | 3,395  % | 3,350  % |
| 114 | 2,894  % | 3,214  % | 2,892  % | 4,182  % | 3,398  % | 3,353  % |
| 115 | 2,902  % | 3,219  % | 2,899  % | 4,185  % | 3,401  % | 3,357  % |
| 116 | 2,909  % | 3,223  % | 2,907  % | 4,187  % | 3,404  % | 3,360  % |
| 117 | 2,916  % | 3,228  % | 2,914  % | 4,190  % | 3,407  % | 3,363  % |
| 118 | 2,923  % | 3,232  % | 2,921  % | 4,193  % | 3,410  % | 3,367  % |
| 119 | 2,930  % | 3,237  % | 2,928  % | 4,195  % | 3,413  % | 3,370  % |
| 120 | 2,937  % | 3,241  % | 2,935  % | 4,198  % | 3,415  % | 3,373  % |
| 121 | 2,943  % | 3,245  % | 2,941  % | 4,200  % | 3,418  % | 3,376  % |
| 122 | 2,950  % | 3,249  % | 2,948  % | 4,203  % | 3,421  % | 3,379  % |
| 123 | 2,957  % | 3,253  % | 2,954  % | 4,205  % | 3,424  % | 3,382  % |
| 124 | 2,963  % | 3,257  % | 2,961  % | 4,207  % | 3,426  % | 3,385  % |
| 125 | 2,969  % | 3,261  % | 2,967  % | 4,210  % | 3,429  % | 3,388  % |
| 126 | 2,975  % | 3,265  % | 2,973  % | 4,212  % | 3,431  % | 3,391  % |
| 127 | 2,981  % | 3,269  % | 2,979  % | 4,214  % | 3,434  % | 3,394  % |
| 128 | 2,987  % | 3,273  % | 2,985  % | 4,217  % | 3,436  % | 3,396  % |
| 129 | 2,993  % | 3,276  % | 2,991  % | 4,219  % | 3,439  % | 3,399  % |
| 130 | 2,999  % | 3,280  % | 2,997  % | 4,221  % | 3,441  % | 3,402  % |
| 131 | 3,005  % | 3,283  % | 3,003  % | 4,223  % | 3,443  % | 3,405  % |
| 132 | 3,010  % | 3,287  % | 3,009  % | 4,225  % | 3,446  % | 3,407  % |
| 133 | 3,016  % | 3,290  % | 3,014  % | 4,227  % | 3,448  % | 3,410  % |
| 134 | 3,021  % | 3,294  % | 3,020  % | 4,229  % | 3,450  % | 3,412  % |
| 135 | 3,027  % | 3,297  % | 3,025  % | 4,231  % | 3,452  % | 3,415  % |
| 136 | 3,032  % | 3,301  % | 3,030  % | 4,233  % | 3,455  % | 3,417  % |
| 137 | 3,037  % | 3,304  % | 3,036  % | 4,235  % | 3,457  % | 3,420  % |
| 138 | 3,042  % | 3,307  % | 3,041  % | 4,237  % | 3,459  % | 3,422  % |
| 139 | 3,048  % | 3,310  % | 3,046  % | 4,239  % | 3,461  % | 3,424  % |
| 140 | 3,053  % | 3,313  % | 3,051  % | 4,241  % | 3,463  % | 3,427  % |
| 141 | 3,057  % | 3,316  % | 3,056  % | 4,243  % | 3,465  % | 3,429  % |
| 142 | 3,062  % | 3,320  % | 3,061  % | 4,245  % | 3,467  % | 3,431  % |
| 143 | 3,067  % | 3,323  % | 3,065  % | 4,246  % | 3,469  % | 3,433  % |
| 144 | 3,072  % | 3,326  % | 3,070  % | 4,248  % | 3,471  % | 3,436  % |
| 145 | 3,077  % | 3,328  % | 3,075  % | 4,250  % | 3,473  % | 3,438  % |
| 146 | 3,081  % | 3,331  % | 3,079  % | 4,252  % | 3,475  % | 3,440  % |
| 147 | 3,086  % | 3,334  % | 3,084  % | 4,253  % | 3,477  % | 3,442  % |
| 148 | 3,090  % | 3,337  % | 3,088  % | 4,255  % | 3,479  % | 3,444  % |
| 149 | 3,095  % | 3,340  % | 3,093  % | 4,257  % | 3,480  % | 3,446  % |
| 150 | 3,099  % | 3,342  % | 3,097  % | 4,258  % | 3,482  % | 3,448  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

–0,578  %

0,245  %

–0,588  %

0,722  %

–0,152  %

–0,089  %

2

–0,587  %

0,305  %

–0,597  %

1,022  %

–0,152  %

0,013  %

3

–0,575  %

0,366  %

–0,585  %

1,272  %

–0,123  %

0,119  %

4

–0,555  %

0,426  %

–0,565  %

1,490  %

–0,077  %

0,226  %

5

–0,528  %

0,486  %

–0,538  %

1,678  %

–0,035  %

0,334  %

6

–0,496  %

0,545  %

–0,506  %

1,842  %

0,010  %

0,444  %

7

–0,458  %

0,598  %

–0,468  %

1,987  %

0,058  %

0,554  %

8

–0,418  %

0,644  %

–0,428  %

2,107  %

0,076  %

0,665  %

9

–0,375  %

0,682  %

–0,385  %

2,215  %

0,110  %

0,777  %

10

–0,331  %

0,710  %

–0,341  %

2,309  %

0,202  %

0,889  %

11

–0,295  %

0,731  %

–0,305  %

2,393  %

0,368  %

0,998  %

12

–0,248  %

0,751  %

–0,258  %

2,470  %

0,565  %

1,105  %

13

–0,216  %

0,777  %

–0,227  %

2,542  %

0,763  %

1,206  %

14

–0,183  %

0,811  %

–0,193  %

2,610  %

0,950  %

1,303  %

15

–0,149  %

0,856  %

–0,159  %

2,674  %

1,121  %

1,396  %

16

–0,135  %

0,912  %

–0,145  %

2,737  %

1,276  %

1,483  %

17

–0,130  %

0,976  %

–0,141  %

2,796  %

1,416  %

1,566  %

18

–0,124  %

1,044  %

–0,135  %

2,853  %

1,542  %

1,645  %

19

–0,108  %

1,115  %

–0,118  %

2,907  %

1,656  %

1,719  %

20

–0,075  %

1,187  %

–0,085  %

2,959  %

1,759  %

1,789  %

21

–0,025  %

1,258  %

–0,035  %

3,009  %

1,853  %

1,855  %

22

0,040  %

1,329  %

0,030  %

3,056  %

1,938  %

1,918  %

23

0,113  %

1,398  %

0,104  %

3,101  %

2,016  %

1,978  %

24

0,192  %

1,465  %

0,183  %

3,144  %

2,088  %

2,035  %

25

0,275  %

1,530  %

0,266  %

3,185  %

2,154  %

2,088  %

26

0,359  %

1,593  %

0,350  %

3,223  %

2,215  %

2,139  %

27

0,443  %

1,654  %

0,434  %

3,260  %

2,271  %

2,187  %

28

0,526  %

1,712  %

0,518  %

3,296  %

2,323  %

2,233  %

29

0,608  %

1,768  %

0,600  %

3,329  %

2,372  %

2,277  %

30

0,688  %

1,822  %

0,680  %

3,361  %

2,418  %

2,318  %

31

0,766  %

1,874  %

0,758  %

3,392  %

2,461  %

2,358  %

32

0,842  %

1,923  %

0,834  %

3,421  %

2,501  %

2,396  %

33

0,915  %

1,971  %

0,908  %

3,449  %

2,538  %

2,431  %

34

0,986  %

2,016  %

0,978  %

3,476  %

2,574  %

2,466  %

35

1,054  %

2,060  %

1,047  %

3,502  %

2,607  %

2,498  %

36

1,119  %

2,102  %

1,113  %

3,526  %

2,639  %

2,530  %

37

1,183  %

2,142  %

1,176  %

3,550  %

2,669  %

2,560  %

38

1,243  %

2,180  %

1,237  %

3,572  %

2,697  %

2,588  %

39

1,302  %

2,217  %

1,296  %

3,594  %

2,724  %

2,616  %

40

1,358  %

2,252  %

1,352  %

3,614  %

2,749  %

2,642  %

41

1,412  %

2,286  %

1,406  %

3,634  %

2,774  %

2,667  %

42

1,464  %

2,319  %

1,458  %

3,653  %

2,797  %

2,691  %

43

1,514  %

2,350  %

1,508  %

3,672  %

2,819  %

2,714  %

44

1,562  %

2,380  %

1,557  %

3,689  %

2,840  %

2,736  %

45

1,608  %

2,409  %

1,603  %

3,706  %

2,860  %

2,758  %

46

1,653  %

2,437  %

1,648  %

3,722  %

2,879  %

2,778  %

47

1,696  %

2,463  %

1,690  %

3,738  %

2,898  %

2,798  %

48

1,737  %

2,489  %

1,732  %

3,753  %

2,915  %

2,817  %

49

1,777  %

2,514  %

1,772  %

3,768  %

2,932  %

2,835  %

50

1,815  %

2,538  %

1,810  %

3,782  %

2,949  %

2,853  %

51

1,852  %

2,561  %

1,847  %

3,795  %

2,964  %

2,870  %

52

1,887  %

2,583  %

1,882  %

3,808  %

2,979  %

2,886  %

53

1,921  %

2,604  %

1,917  %

3,821  %

2,994  %

2,902  %

54

1,955  %

2,625  %

1,950  %

3,833  %

3,008  %

2,917  %

55

1,987  %

2,645  %

1,982  %

3,845  %

3,021  %

2,932  %

56

2,017  %

2,664  %

2,013  %

3,856  %

3,034  %

2,946  %

57

2,047  %

2,683  %

2,043  %

3,867  %

3,047  %

2,960  %

58

2,076  %

2,701  %

2,072  %

3,878  %

3,059  %

2,974  %

59

2,104  %

2,719  %

2,100  %

3,888  %

3,071  %

2,986  %

60

2,131  %

2,736  %

2,127  %

3,898  %

3,082  %

2,999  %

61

2,157  %

2,752  %

2,153  %

3,908  %

3,093  %

3,011  %

62

2,183  %

2,768  %

2,179  %

3,917  %

3,103  %

3,023  %

63

2,207  %

2,783  %

2,203  %

3,926  %

3,114  %

3,034  %

64

2,231  %

2,798  %

2,227  %

3,935  %

3,123  %

3,045  %

65

2,254  %

2,813  %

2,250  %

3,944  %

3,133  %

3,056  %

66

2,277  %

2,827  %

2,273  %

3,952  %

3,142  %

3,066  %

67

2,298  %

2,840  %

2,295  %

3,960  %

3,151  %

3,076  %

68

2,320  %

2,854  %

2,316  %

3,968  %

3,160  %

3,086  %

69

2,340  %

2,867  %

2,336  %

3,976  %

3,169  %

3,096  %

70

2,360  %

2,879  %

2,357  %

3,983  %

3,177  %

3,105  %

71

2,379  %

2,891  %

2,376  %

3,990  %

3,185  %

3,114  %

72

2,398  %

2,903  %

2,395  %

3,997  %

3,193  %

3,123  %

73

2,417  %

2,915  %

2,413  %

4,004  %

3,200  %

3,131  %

74

2,435  %

2,926  %

2,431  %

4,011  %

3,208  %

3,140  %

75

2,452  %

2,937  %

2,449  %

4,017  %

3,215  %

3,148  %

76

2,469  %

2,947  %

2,466  %

4,023  %

3,222  %

3,156  %

77

2,485  %

2,958  %

2,482  %

4,030  %

3,229  %

3,163  %

78

2,502  %

2,968  %

2,498  %

4,036  %

3,236  %

3,171  %

79

2,517  %

2,978  %

2,514  %

4,041  %

3,242  %

3,178  %

80

2,533  %

2,987  %

2,529  %

4,047  %

3,248  %

3,185  %

81

2,548  %

2,997  %

2,544  %

4,053  %

3,255  %

3,192  %

82

2,562  %

3,006  %

2,559  %

4,058  %

3,261  %

3,199  %

83

2,576  %

3,015  %

2,573  %

4,063  %

3,267  %

3,205  %

84

2,590  %

3,023  %

2,587  %

4,069  %

3,272  %

3,212  %

85

2,604  %

3,032  %

2,601  %

4,074  %

3,278  %

3,218  %

86

2,617  %

3,040  %

2,614  %

4,079  %

3,283  %

3,224  %

87

2,630  %

3,048  %

2,627  %

4,083  %

3,289  %

3,230  %

88

2,643  %

3,056  %

2,640  %

4,088  %

3,294  %

3,236  %

89

2,655  %

3,064  %

2,652  %

4,093  %

3,299  %

3,242  %

90

2,667  %

3,072  %

2,664  %

4,097  %

3,304  %

3,248  %

91

2,679  %

3,079  %

2,676  %

4,102  %

3,309  %

3,253  %

92

2,691  %

3,086  %

2,688  %

4,106  %

3,314  %

3,258  %

93

2,702  %

3,093  %

2,699  %

4,110  %

3,318  %

3,264  %

94

2,713  %

3,100  %

2,710  %

4,114  %

3,323  %

3,269  %

95

2,724  %

3,107  %

2,721  %

4,118  %

3,327  %

3,274  %

96

2,734  %

3,114  %

2,732  %

4,122  %

3,332  %

3,279  %

97

2,745  %

3,120  %

2,742  %

4,126  %

3,336  %

3,284  %

98

2,755  %

3,127  %

2,753  %

4,130  %

3,340  %

3,288  %

99

2,765  %

3,133  %

2,763  %

4,134  %

3,345  %

3,293  %

100

2,775  %

3,139  %

2,772  %

4,137  %

3,349  %

3,298  %

101

2,784  %

3,145  %

2,782  %

4,141  %

3,353  %

3,302  %

102

2,794  %

3,151  %

2,791  %

4,145  %

3,356  %

3,307  %

103

2,803  %

3,157  %

2,801  %

4,148  %

3,360  %

3,311  %

104

2,812  %

3,163  %

2,810  %

4,151  %

3,364  %

3,315  %

105

2,821  %

3,168  %

2,819  %

4,155  %

3,368  %

3,319  %

106

2,830  %

3,174  %

2,827  %

4,158  %

3,371  %

3,323  %

107

2,838  %

3,179  %

2,836  %

4,161  %

3,375  %

3,327  %

108

2,847  %

3,184  %

2,844  %

4,164  %

3,378  %

3,331  %

109

2,855  %

3,190  %

2,853  %

4,167  %

3,382  %

3,335  %

110

2,863  %

3,195  %

2,861  %

4,170  %

3,385  %

3,339  %

111

2,871  %

3,200  %

2,869  %

4,173  %

3,388  %

3,342  %

112

2,879  %

3,205  %

2,877  %

4,176  %

3,392  %

3,346  %

113

2,887  %

3,209  %

2,884  %

4,179  %

3,395  %

3,350  %

114

2,894  %

3,214  %

2,892  %

4,182  %

3,398  %

3,353  %

115

2,902  %

3,219  %

2,899  %

4,185  %

3,401  %

3,357  %

116

2,909  %

3,223  %

2,907  %

4,187  %

3,404  %

3,360  %

117

2,916  %

3,228  %

2,914  %

4,190  %

3,407  %

3,363  %

118

2,923  %

3,232  %

2,921  %

4,193  %

3,410  %

3,367  %

119

2,930  %

3,237  %

2,928  %

4,195  %

3,413  %

3,370  %

120

2,937  %

3,241  %

2,935  %

4,198  %

3,415  %

3,373  %

121

2,943  %

3,245  %

2,941  %

4,200  %

3,418  %

3,376  %

122

2,950  %

3,249  %

2,948  %

4,203  %

3,421  %

3,379  %

123

2,957  %

3,253  %

2,954  %

4,205  %

3,424  %

3,382  %

124

2,963  %

3,257  %

2,961  %

4,207  %

3,426  %

3,385  %

125

2,969  %

3,261  %

2,967  %

4,210  %

3,429  %

3,388  %

126

2,975  %

3,265  %

2,973  %

4,212  %

3,431  %

3,391  %

127

2,981  %

3,269  %

2,979  %

4,214  %

3,434  %

3,394  %

128

2,987  %

3,273  %

2,985  %

4,217  %

3,436  %

3,396  %

129

2,993  %

3,276  %

2,991  %

4,219  %

3,439  %

3,399  %

130

2,999  %

3,280  %

2,997  %

4,221  %

3,441  %

3,402  %

131

3,005  %

3,283  %

3,003  %

4,223  %

3,443  %

3,405  %

132

3,010  %

3,287  %

3,009  %

4,225  %

3,446  %

3,407  %

133

3,016  %

3,290  %

3,014  %

4,227  %

3,448  %

3,410  %

134

3,021  %

3,294  %

3,020  %

4,229  %

3,450  %

3,412  %

135

3,027  %

3,297  %

3,025  %

4,231  %

3,452  %

3,415  %

136

3,032  %

3,301  %

3,030  %

4,233  %

3,455  %

3,417  %

137

3,037  %

3,304  %

3,036  %

4,235  %

3,457  %

3,420  %

138

3,042  %

3,307  %

3,041  %

4,237  %

3,459  %

3,422  %

139

3,048  %

3,310  %

3,046  %

4,239  %

3,461  %

3,424  %

140

3,053  %

3,313  %

3,051  %

4,241  %

3,463  %

3,427  %

141

3,057  %

3,316  %

3,056  %

4,243  %

3,465  %

3,429  %

142

3,062  %

3,320  %

3,061  %

4,245  %

3,467  %

3,431  %

143

3,067  %

3,323  %

3,065  %

4,246  %

3,469  %

3,433  %

144

3,072  %

3,326  %

3,070  %

4,248  %

3,471  %

3,436  %

145

3,077  %

3,328  %

3,075  %

4,250  %

3,473  %

3,438  %

146

3,081  %

3,331  %

3,079  %

4,252  %

3,475  %

3,440  %

147

3,086  %

3,334  %

3,084  %

4,253  %

3,477  %

3,442  %

148

3,090  %

3,337  %

3,088  %

4,255  %

3,479  %

3,444  %

149

3,095  %

3,340  %

3,093  %

4,257  %

3,480  %

3,446  %

150

3,099  %

3,342  %

3,097  %

4,258  %

3,482  %

3,448  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | –0,628  % | –0,060  % | 2,591  % | –0,122  % | 1,043  % | 0,216  % |
| 2 | –0,637  % | –0,054  % | 2,805  % | –0,061  % | 1,357  % | 0,330  % |
| 3 | –0,625  % | –0,014  % | 2,980  % | 0,090  % | 1,767  % | 0,385  % |
| 4 | –0,605  % | 0,027  % | 3,117  % | 0,303  % | 2,068  % | 0,448  % |
| 5 | –0,578  % | 0,071  % | 3,217  % | 0,527  % | 2,276  % | 0,511  % |
| 6 | –0,546  % | 0,112  % | 3,287  % | 0,734  % | 2,420  % | 0,562  % |
| 7 | –0,508  % | 0,153  % | 3,333  % | 0,914  % | 2,517  % | 0,611  % |
| 8 | –0,468  % | 0,195  % | 3,359  % | 1,059  % | 2,588  % | 0,664  % |
| 9 | –0,426  % | 0,234  % | 3,378  % | 1,175  % | 2,649  % | 0,726  % |
| 10 | –0,382  % | 0,271  % | 3,397  % | 1,265  % | 2,702  % | 0,798  % |
| 11 | –0,345  % | 0,302  % | 3,414  % | 1,351  % | 2,749  % | 0,880  % |
| 12 | –0,299  % | 0,329  % | 3,428  % | 1,436  % | 2,792  % | 0,967  % |
| 13 | –0,267  % | 0,353  % | 3,442  % | 1,519  % | 2,832  % | 1,057  % |
| 14 | –0,234  % | 0,374  % | 3,453  % | 1,599  % | 2,868  % | 1,147  % |
| 15 | –0,200  % | 0,391  % | 3,464  % | 1,676  % | 2,902  % | 1,235  % |
| 16 | –0,186  % | 0,406  % | 3,474  % | 1,749  % | 2,933  % | 1,320  % |
| 17 | –0,182  % | 0,419  % | 3,483  % | 1,819  % | 2,962  % | 1,403  % |
| 18 | –0,176  % | 0,429  % | 3,492  % | 1,886  % | 2,989  % | 1,482  % |
| 19 | –0,159  % | 0,437  % | 3,500  % | 1,950  % | 3,015  % | 1,558  % |
| 20 | –0,126  % | 0,444  % | 3,507  % | 2,010  % | 3,039  % | 1,631  % |
| 21 | –0,075  % | 0,449  % | 3,514  % | 2,068  % | 3,062  % | 1,701  % |
| 22 | –0,009  % | 0,452  % | 3,521  % | 2,122  % | 3,083  % | 1,767  % |
| 23 | 0,065  % | 0,454  % | 3,527  % | 2,174  % | 3,104  % | 1,830  % |
| 24 | 0,146  % | 0,455  % | 3,533  % | 2,223  % | 3,123  % | 1,890  % |
| 25 | 0,229  % | 0,454  % | 3,539  % | 2,270  % | 3,141  % | 1,947  % |
| 26 | 0,314  % | 0,453  % | 3,544  % | 2,314  % | 3,159  % | 2,001  % |
| 27 | 0,399  % | 0,452  % | 3,549  % | 2,357  % | 3,175  % | 2,053  % |
| 28 | 0,484  % | 0,450  % | 3,554  % | 2,397  % | 3,191  % | 2,102  % |
| 29 | 0,567  % | 0,449  % | 3,559  % | 2,435  % | 3,206  % | 2,149  % |
| 30 | 0,648  % | 0,449  % | 3,563  % | 2,472  % | 3,220  % | 2,194  % |
| 31 | 0,727  % | 0,449  % | 3,567  % | 2,507  % | 3,234  % | 2,237  % |
| 32 | 0,804  % | 0,450  % | 3,571  % | 2,540  % | 3,247  % | 2,278  % |
| 33 | 0,878  % | 0,450  % | 3,575  % | 2,572  % | 3,260  % | 2,316  % |
| 34 | 0,950  % | 0,449  % | 3,579  % | 2,602  % | 3,271  % | 2,354  % |
| 35 | 1,019  % | 0,448  % | 3,583  % | 2,631  % | 3,283  % | 2,389  % |
| 36 | 1,086  % | 0,444  % | 3,586  % | 2,659  % | 3,294  % | 2,423  % |
| 37 | 1,150  % | 0,439  % | 3,590  % | 2,685  % | 3,304  % | 2,455  % |
| 38 | 1,211  % | 0,432  % | 3,593  % | 2,711  % | 3,315  % | 2,487  % |
| 39 | 1,271  % | 0,423  % | 3,596  % | 2,735  % | 3,324  % | 2,516  % |
| 40 | 1,328  % | 0,411  % | 3,599  % | 2,758  % | 3,334  % | 2,545  % |
| 41 | 1,382  % | 0,396  % | 3,602  % | 2,781  % | 3,343  % | 2,572  % |
| 42 | 1,435  % | 0,380  % | 3,605  % | 2,802  % | 3,351  % | 2,598  % |
| 43 | 1,486  % | 0,366  % | 3,608  % | 2,823  % | 3,360  % | 2,624  % |
| 44 | 1,534  % | 0,355  % | 3,610  % | 2,843  % | 3,368  % | 2,648  % |
| 45 | 1,581  % | 0,347  % | 3,613  % | 2,862  % | 3,375  % | 2,671  % |
| 46 | 1,626  % | 0,343  % | 3,615  % | 2,880  % | 3,383  % | 2,693  % |
| 47 | 1,669  % | 0,344  % | 3,618  % | 2,898  % | 3,390  % | 2,715  % |
| 48 | 1,711  % | 0,350  % | 3,620  % | 2,915  % | 3,397  % | 2,735  % |
| 49 | 1,751  % | 0,362  % | 3,622  % | 2,931  % | 3,403  % | 2,755  % |
| 50 | 1,790  % | 0,380  % | 3,624  % | 2,947  % | 3,410  % | 2,775  % |
| 51 | 1,827  % | 0,403  % | 3,626  % | 2,962  % | 3,416  % | 2,793  % |
| 52 | 1,863  % | 0,432  % | 3,629  % | 2,976  % | 3,422  % | 2,811  % |
| 53 | 1,898  % | 0,464  % | 3,630  % | 2,991  % | 3,428  % | 2,828  % |
| 54 | 1,932  % | 0,499  % | 3,632  % | 3,004  % | 3,434  % | 2,845  % |
| 55 | 1,964  % | 0,535  % | 3,634  % | 3,017  % | 3,439  % | 2,861  % |
| 56 | 1,995  % | 0,574  % | 3,636  % | 3,030  % | 3,444  % | 2,876  % |
| 57 | 2,026  % | 0,613  % | 3,638  % | 3,042  % | 3,449  % | 2,891  % |
| 58 | 2,055  % | 0,653  % | 3,640  % | 3,054  % | 3,454  % | 2,906  % |
| 59 | 2,083  % | 0,693  % | 3,641  % | 3,066  % | 3,459  % | 2,920  % |
| 60 | 2,111  % | 0,734  % | 3,643  % | 3,077  % | 3,464  % | 2,933  % |
| 61 | 2,137  % | 0,774  % | 3,645  % | 3,088  % | 3,468  % | 2,947  % |
| 62 | 2,163  % | 0,814  % | 3,646  % | 3,098  % | 3,473  % | 2,959  % |
| 63 | 2,188  % | 0,854  % | 3,648  % | 3,109  % | 3,477  % | 2,972  % |
| 64 | 2,212  % | 0,894  % | 3,649  % | 3,119  % | 3,481  % | 2,984  % |
| 65 | 2,235  % | 0,932  % | 3,650  % | 3,128  % | 3,485  % | 2,995  % |
| 66 | 2,258  % | 0,971  % | 3,652  % | 3,137  % | 3,489  % | 3,007  % |
| 67 | 2,280  % | 1,008  % | 3,653  % | 3,146  % | 3,493  % | 3,018  % |
| 68 | 2,301  % | 1,045  % | 3,655  % | 3,155  % | 3,497  % | 3,028  % |
| 69 | 2,322  % | 1,081  % | 3,656  % | 3,164  % | 3,500  % | 3,039  % |
| 70 | 2,342  % | 1,117  % | 3,657  % | 3,172  % | 3,504  % | 3,049  % |
| 71 | 2,362  % | 1,151  % | 3,658  % | 3,180  % | 3,507  % | 3,059  % |
| 72 | 2,381  % | 1,185  % | 3,660  % | 3,188  % | 3,510  % | 3,068  % |
| 73 | 2,400  % | 1,219  % | 3,661  % | 3,196  % | 3,514  % | 3,077  % |
| 74 | 2,418  % | 1,251  % | 3,662  % | 3,203  % | 3,517  % | 3,086  % |
| 75 | 2,435  % | 1,283  % | 3,663  % | 3,210  % | 3,520  % | 3,095  % |
| 76 | 2,453  % | 1,314  % | 3,664  % | 3,217  % | 3,523  % | 3,104  % |
| 77 | 2,469  % | 1,345  % | 3,665  % | 3,224  % | 3,526  % | 3,112  % |
| 78 | 2,486  % | 1,375  % | 3,666  % | 3,231  % | 3,529  % | 3,120  % |
| 79 | 2,502  % | 1,404  % | 3,667  % | 3,237  % | 3,531  % | 3,128  % |
| 80 | 2,517  % | 1,432  % | 3,668  % | 3,244  % | 3,534  % | 3,136  % |
| 81 | 2,532  % | 1,460  % | 3,669  % | 3,250  % | 3,537  % | 3,143  % |
| 82 | 2,547  % | 1,487  % | 3,670  % | 3,256  % | 3,539  % | 3,151  % |
| 83 | 2,561  % | 1,514  % | 3,671  % | 3,262  % | 3,542  % | 3,158  % |
| 84 | 2,575  % | 1,540  % | 3,672  % | 3,268  % | 3,544  % | 3,165  % |
| 85 | 2,589  % | 1,565  % | 3,673  % | 3,273  % | 3,547  % | 3,172  % |
| 86 | 2,603  % | 1,590  % | 3,674  % | 3,279  % | 3,549  % | 3,179  % |
| 87 | 2,616  % | 1,615  % | 3,675  % | 3,284  % | 3,551  % | 3,185  % |
| 88 | 2,629  % | 1,639  % | 3,675  % | 3,290  % | 3,554  % | 3,192  % |
| 89 | 2,641  % | 1,662  % | 3,676  % | 3,295  % | 3,556  % | 3,198  % |
| 90 | 2,653  % | 1,685  % | 3,677  % | 3,300  % | 3,558  % | 3,204  % |
| 91 | 2,665  % | 1,707  % | 3,678  % | 3,305  % | 3,560  % | 3,210  % |
| 92 | 2,677  % | 1,729  % | 3,678  % | 3,310  % | 3,562  % | 3,216  % |
| 93 | 2,688  % | 1,751  % | 3,679  % | 3,314  % | 3,564  % | 3,221  % |
| 94 | 2,700  % | 1,772  % | 3,680  % | 3,319  % | 3,566  % | 3,227  % |
| 95 | 2,711  % | 1,792  % | 3,681  % | 3,323  % | 3,568  % | 3,233  % |
| 96 | 2,721  % | 1,812  % | 3,681  % | 3,328  % | 3,570  % | 3,238  % |
| 97 | 2,732  % | 1,832  % | 3,682  % | 3,332  % | 3,572  % | 3,243  % |
| 98 | 2,742  % | 1,851  % | 3,683  % | 3,336  % | 3,573  % | 3,248  % |
| 99 | 2,752  % | 1,870  % | 3,683  % | 3,341  % | 3,575  % | 3,253  % |
| 100 | 2,762  % | 1,889  % | 3,684  % | 3,345  % | 3,577  % | 3,258  % |
| 101 | 2,772  % | 1,907  % | 3,685  % | 3,349  % | 3,579  % | 3,263  % |
| 102 | 2,782  % | 1,925  % | 3,685  % | 3,353  % | 3,580  % | 3,268  % |
| 103 | 2,791  % | 1,943  % | 3,686  % | 3,356  % | 3,582  % | 3,273  % |
| 104 | 2,800  % | 1,960  % | 3,687  % | 3,360  % | 3,584  % | 3,277  % |
| 105 | 2,809  % | 1,977  % | 3,687  % | 3,364  % | 3,585  % | 3,282  % |
| 106 | 2,818  % | 1,993  % | 3,688  % | 3,368  % | 3,587  % | 3,286  % |
| 107 | 2,827  % | 2,010  % | 3,688  % | 3,371  % | 3,588  % | 3,290  % |
| 108 | 2,835  % | 2,026  % | 3,689  % | 3,375  % | 3,590  % | 3,295  % |
| 109 | 2,844  % | 2,041  % | 3,689  % | 3,378  % | 3,591  % | 3,299  % |
| 110 | 2,852  % | 2,057  % | 3,690  % | 3,381  % | 3,593  % | 3,303  % |
| 111 | 2,860  % | 2,072  % | 3,691  % | 3,385  % | 3,594  % | 3,307  % |
| 112 | 2,868  % | 2,087  % | 3,691  % | 3,388  % | 3,595  % | 3,311  % |
| 113 | 2,876  % | 2,101  % | 3,692  % | 3,391  % | 3,597  % | 3,315  % |
| 114 | 2,883  % | 2,116  % | 3,692  % | 3,394  % | 3,598  % | 3,319  % |
| 115 | 2,891  % | 2,130  % | 3,693  % | 3,397  % | 3,599  % | 3,322  % |
| 116 | 2,898  % | 2,143  % | 3,693  % | 3,401  % | 3,601  % | 3,326  % |
| 117 | 2,905  % | 2,157  % | 3,694  % | 3,403  % | 3,602  % | 3,330  % |
| 118 | 2,912  % | 2,170  % | 3,694  % | 3,406  % | 3,603  % | 3,333  % |
| 119 | 2,919  % | 2,184  % | 3,695  % | 3,409  % | 3,605  % | 3,337  % |
| 120 | 2,926  % | 2,197  % | 3,695  % | 3,412  % | 3,606  % | 3,340  % |
| 121 | 2,933  % | 2,209  % | 3,695  % | 3,415  % | 3,607  % | 3,343  % |
| 122 | 2,940  % | 2,222  % | 3,696  % | 3,418  % | 3,608  % | 3,347  % |
| 123 | 2,946  % | 2,234  % | 3,696  % | 3,420  % | 3,609  % | 3,350  % |
| 124 | 2,953  % | 2,246  % | 3,697  % | 3,423  % | 3,610  % | 3,353  % |
| 125 | 2,959  % | 2,258  % | 3,697  % | 3,426  % | 3,612  % | 3,356  % |
| 126 | 2,965  % | 2,270  % | 3,698  % | 3,428  % | 3,613  % | 3,360  % |
| 127 | 2,972  % | 2,282  % | 3,698  % | 3,431  % | 3,614  % | 3,363  % |
| 128 | 2,978  % | 2,293  % | 3,698  % | 3,433  % | 3,615  % | 3,366  % |
| 129 | 2,984  % | 2,304  % | 3,699  % | 3,436  % | 3,616  % | 3,369  % |
| 130 | 2,989  % | 2,315  % | 3,699  % | 3,438  % | 3,617  % | 3,372  % |
| 131 | 2,995  % | 2,326  % | 3,700  % | 3,440  % | 3,618  % | 3,374  % |
| 132 | 3,001  % | 2,337  % | 3,700  % | 3,443  % | 3,619  % | 3,377  % |
| 133 | 3,007  % | 2,347  % | 3,700  % | 3,445  % | 3,620  % | 3,380  % |
| 134 | 3,012  % | 2,358  % | 3,701  % | 3,447  % | 3,621  % | 3,383  % |
| 135 | 3,018  % | 2,368  % | 3,701  % | 3,450  % | 3,622  % | 3,386  % |
| 136 | 3,023  % | 2,378  % | 3,701  % | 3,452  % | 3,623  % | 3,388  % |
| 137 | 3,028  % | 2,388  % | 3,702  % | 3,454  % | 3,624  % | 3,391  % |
| 138 | 3,033  % | 2,398  % | 3,702  % | 3,456  % | 3,625  % | 3,393  % |
| 139 | 3,039  % | 2,408  % | 3,702  % | 3,458  % | 3,625  % | 3,396  % |
| 140 | 3,044  % | 2,417  % | 3,703  % | 3,460  % | 3,626  % | 3,399  % |
| 141 | 3,049  % | 2,426  % | 3,703  % | 3,462  % | 3,627  % | 3,401  % |
| 142 | 3,054  % | 2,436  % | 3,703  % | 3,464  % | 3,628  % | 3,404  % |
| 143 | 3,058  % | 2,445  % | 3,704  % | 3,466  % | 3,629  % | 3,406  % |
| 144 | 3,063  % | 2,454  % | 3,704  % | 3,468  % | 3,630  % | 3,408  % |
| 145 | 3,068  % | 2,463  % | 3,704  % | 3,470  % | 3,631  % | 3,411  % |
| 146 | 3,073  % | 2,472  % | 3,705  % | 3,472  % | 3,631  % | 3,413  % |
| 147 | 3,077  % | 2,480  % | 3,705  % | 3,474  % | 3,632  % | 3,415  % |
| 148 | 3,082  % | 2,489  % | 3,705  % | 3,476  % | 3,633  % | 3,418  % |
| 149 | 3,086  % | 2,497  % | 3,706  % | 3,478  % | 3,634  % | 3,420  % |
| 150 | 3,091  % | 2,505  % | 3,706  % | 3,480  % | 3,635  % | 3,422  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

–0,628  %

–0,060  %

2,591  %

–0,122  %

1,043  %

0,216  %

2

–0,637  %

–0,054  %

2,805  %

–0,061  %

1,357  %

0,330  %

3

–0,625  %

–0,014  %

2,980  %

0,090  %

1,767  %

0,385  %

4

–0,605  %

0,027  %

3,117  %

0,303  %

2,068  %

0,448  %

5

–0,578  %

0,071  %

3,217  %

0,527  %

2,276  %

0,511  %

6

–0,546  %

0,112  %

3,287  %

0,734  %

2,420  %

0,562  %

7

–0,508  %

0,153  %

3,333  %

0,914  %

2,517  %

0,611  %

8

–0,468  %

0,195  %

3,359  %

1,059  %

2,588  %

0,664  %

9

–0,426  %

0,234  %

3,378  %

1,175  %

2,649  %

0,726  %

10

–0,382  %

0,271  %

3,397  %

1,265  %

2,702  %

0,798  %

11

–0,345  %

0,302  %

3,414  %

1,351  %

2,749  %

0,880  %

12

–0,299  %

0,329  %

3,428  %

1,436  %

2,792  %

0,967  %

13

–0,267  %

0,353  %

3,442  %

1,519  %

2,832  %

1,057  %

14

–0,234  %

0,374  %

3,453  %

1,599  %

2,868  %

1,147  %

15

–0,200  %

0,391  %

3,464  %

1,676  %

2,902  %

1,235  %

16

–0,186  %

0,406  %

3,474  %

1,749  %

2,933  %

1,320  %

17

–0,182  %

0,419  %

3,483  %

1,819  %

2,962  %

1,403  %

18

–0,176  %

0,429  %

3,492  %

1,886  %

2,989  %

1,482  %

19

–0,159  %

0,437  %

3,500  %

1,950  %

3,015  %

1,558  %

20

–0,126  %

0,444  %

3,507  %

2,010  %

3,039  %

1,631  %

21

–0,075  %

0,449  %

3,514  %

2,068  %

3,062  %

1,701  %

22

–0,009  %

0,452  %

3,521  %

2,122  %

3,083  %

1,767  %

23

0,065  %

0,454  %

3,527  %

2,174  %

3,104  %

1,830  %

24

0,146  %

0,455  %

3,533  %

2,223  %

3,123  %

1,890  %

25

0,229  %

0,454  %

3,539  %

2,270  %

3,141  %

1,947  %

26

0,314  %

0,453  %

3,544  %

2,314  %

3,159  %

2,001  %

27

0,399  %

0,452  %

3,549  %

2,357  %

3,175  %

2,053  %

28

0,484  %

0,450  %

3,554  %

2,397  %

3,191  %

2,102  %

29

0,567  %

0,449  %

3,559  %

2,435  %

3,206  %

2,149  %

30

0,648  %

0,449  %

3,563  %

2,472  %

3,220  %

2,194  %

31

0,727  %

0,449  %

3,567  %

2,507  %

3,234  %

2,237  %

32

0,804  %

0,450  %

3,571  %

2,540  %

3,247  %

2,278  %

33

0,878  %

0,450  %

3,575  %

2,572  %

3,260  %

2,316  %

34

0,950  %

0,449  %

3,579  %

2,602  %

3,271  %

2,354  %

35

1,019  %

0,448  %

3,583  %

2,631  %

3,283  %

2,389  %

36

1,086  %

0,444  %

3,586  %

2,659  %

3,294  %

2,423  %

37

1,150  %

0,439  %

3,590  %

2,685  %

3,304  %

2,455  %

38

1,211  %

0,432  %

3,593  %

2,711  %

3,315  %

2,487  %

39

1,271  %

0,423  %

3,596  %

2,735  %

3,324  %

2,516  %

40

1,328  %

0,411  %

3,599  %

2,758  %

3,334  %

2,545  %

41

1,382  %

0,396  %

3,602  %

2,781  %

3,343  %

2,572  %

42

1,435  %

0,380  %

3,605  %

2,802  %

3,351  %

2,598  %

43

1,486  %

0,366  %

3,608  %

2,823  %

3,360  %

2,624  %

44

1,534  %

0,355  %

3,610  %

2,843  %

3,368  %

2,648  %

45

1,581  %

0,347  %

3,613  %

2,862  %

3,375  %

2,671  %

46

1,626  %

0,343  %

3,615  %

2,880  %

3,383  %

2,693  %

47

1,669  %

0,344  %

3,618  %

2,898  %

3,390  %

2,715  %

48

1,711  %

0,350  %

3,620  %

2,915  %

3,397  %

2,735  %

49

1,751  %

0,362  %

3,622  %

2,931  %

3,403  %

2,755  %

50

1,790  %

0,380  %

3,624  %

2,947  %

3,410  %

2,775  %

51

1,827  %

0,403  %

3,626  %

2,962  %

3,416  %

2,793  %

52

1,863  %

0,432  %

3,629  %

2,976  %

3,422  %

2,811  %

53

1,898  %

0,464  %

3,630  %

2,991  %

3,428  %

2,828  %

54

1,932  %

0,499  %

3,632  %

3,004  %

3,434  %

2,845  %

55

1,964  %

0,535  %

3,634  %

3,017  %

3,439  %

2,861  %

56

1,995  %

0,574  %

3,636  %

3,030  %

3,444  %

2,876  %

57

2,026  %

0,613  %

3,638  %

3,042  %

3,449  %

2,891  %

58

2,055  %

0,653  %

3,640  %

3,054  %

3,454  %

2,906  %

59

2,083  %

0,693  %

3,641  %

3,066  %

3,459  %

2,920  %

60

2,111  %

0,734  %

3,643  %

3,077  %

3,464  %

2,933  %

61

2,137  %

0,774  %

3,645  %

3,088  %

3,468  %

2,947  %

62

2,163  %

0,814  %

3,646  %

3,098  %

3,473  %

2,959  %

63

2,188  %

0,854  %

3,648  %

3,109  %

3,477  %

2,972  %

64

2,212  %

0,894  %

3,649  %

3,119  %

3,481  %

2,984  %

65

2,235  %

0,932  %

3,650  %

3,128  %

3,485  %

2,995  %

66

2,258  %

0,971  %

3,652  %

3,137  %

3,489  %

3,007  %

67

2,280  %

1,008  %

3,653  %

3,146  %

3,493  %

3,018  %

68

2,301  %

1,045  %

3,655  %

3,155  %

3,497  %

3,028  %

69

2,322  %

1,081  %

3,656  %

3,164  %

3,500  %

3,039  %

70

2,342  %

1,117  %

3,657  %

3,172  %

3,504  %

3,049  %

71

2,362  %

1,151  %

3,658  %

3,180  %

3,507  %

3,059  %

72

2,381  %

1,185  %

3,660  %

3,188  %

3,510  %

3,068  %

73

2,400  %

1,219  %

3,661  %

3,196  %

3,514  %

3,077  %

74

2,418  %

1,251  %

3,662  %

3,203  %

3,517  %

3,086  %

75

2,435  %

1,283  %

3,663  %

3,210  %

3,520  %

3,095  %

76

2,453  %

1,314  %

3,664  %

3,217  %

3,523  %

3,104  %

77

2,469  %

1,345  %

3,665  %

3,224  %

3,526  %

3,112  %

78

2,486  %

1,375  %

3,666  %

3,231  %

3,529  %

3,120  %

79

2,502  %

1,404  %

3,667  %

3,237  %

3,531  %

3,128  %

80

2,517  %

1,432  %

3,668  %

3,244  %

3,534  %

3,136  %

81

2,532  %

1,460  %

3,669  %

3,250  %

3,537  %

3,143  %

82

2,547  %

1,487  %

3,670  %

3,256  %

3,539  %

3,151  %

83

2,561  %

1,514  %

3,671  %

3,262  %

3,542  %

3,158  %

84

2,575  %

1,540  %

3,672  %

3,268  %

3,544  %

3,165  %

85

2,589  %

1,565  %

3,673  %

3,273  %

3,547  %

3,172  %

86

2,603  %

1,590  %

3,674  %

3,279  %

3,549  %

3,179  %

87

2,616  %

1,615  %

3,675  %

3,284  %

3,551  %

3,185  %

88

2,629  %

1,639  %

3,675  %

3,290  %

3,554  %

3,192  %

89

2,641  %

1,662  %

3,676  %

3,295  %

3,556  %

3,198  %

90

2,653  %

1,685  %

3,677  %

3,300  %

3,558  %

3,204  %

91

2,665  %

1,707  %

3,678  %

3,305  %

3,560  %

3,210  %

92

2,677  %

1,729  %

3,678  %

3,310  %

3,562  %

3,216  %

93

2,688  %

1,751  %

3,679  %

3,314  %

3,564  %

3,221  %

94

2,700  %

1,772  %

3,680  %

3,319  %

3,566  %

3,227  %

95

2,711  %

1,792  %

3,681  %

3,323  %

3,568  %

3,233  %

96

2,721  %

1,812  %

3,681  %

3,328  %

3,570  %

3,238  %

97

2,732  %

1,832  %

3,682  %

3,332  %

3,572  %

3,243  %

98

2,742  %

1,851  %

3,683  %

3,336  %

3,573  %

3,248  %

99

2,752  %

1,870  %

3,683  %

3,341  %

3,575  %

3,253  %

100

2,762  %

1,889  %

3,684  %

3,345  %

3,577  %

3,258  %

101

2,772  %

1,907  %

3,685  %

3,349  %

3,579  %

3,263  %

102

2,782  %

1,925  %

3,685  %

3,353  %

3,580  %

3,268  %

103

2,791  %

1,943  %

3,686  %

3,356  %

3,582  %

3,273  %

104

2,800  %

1,960  %

3,687  %

3,360  %

3,584  %

3,277  %

105

2,809  %

1,977  %

3,687  %

3,364  %

3,585  %

3,282  %

106

2,818  %

1,993  %

3,688  %

3,368  %

3,587  %

3,286  %

107

2,827  %

2,010  %

3,688  %

3,371  %

3,588  %

3,290  %

108

2,835  %

2,026  %

3,689  %

3,375  %

3,590  %

3,295  %

109

2,844  %

2,041  %

3,689  %

3,378  %

3,591  %

3,299  %

110

2,852  %

2,057  %

3,690  %

3,381  %

3,593  %

3,303  %

111

2,860  %

2,072  %

3,691  %

3,385  %

3,594  %

3,307  %

112

2,868  %

2,087  %

3,691  %

3,388  %

3,595  %

3,311  %

113

2,876  %

2,101  %

3,692  %

3,391  %

3,597  %

3,315  %

114

2,883  %

2,116  %

3,692  %

3,394  %

3,598  %

3,319  %

115

2,891  %

2,130  %

3,693  %

3,397  %

3,599  %

3,322  %

116

2,898  %

2,143  %

3,693  %

3,401  %

3,601  %

3,326  %

117

2,905  %

2,157  %

3,694  %

3,403  %

3,602  %

3,330  %

118

2,912  %

2,170  %

3,694  %

3,406  %

3,603  %

3,333  %

119

2,919  %

2,184  %

3,695  %

3,409  %

3,605  %

3,337  %

120

2,926  %

2,197  %

3,695  %

3,412  %

3,606  %

3,340  %

121

2,933  %

2,209  %

3,695  %

3,415  %

3,607  %

3,343  %

122

2,940  %

2,222  %

3,696  %

3,418  %

3,608  %

3,347  %

123

2,946  %

2,234  %

3,696  %

3,420  %

3,609  %

3,350  %

124

2,953  %

2,246  %

3,697  %

3,423  %

3,610  %

3,353  %

125

2,959  %

2,258  %

3,697  %

3,426  %

3,612  %

3,356  %

126

2,965  %

2,270  %

3,698  %

3,428  %

3,613  %

3,360  %

127

2,972  %

2,282  %

3,698  %

3,431  %

3,614  %

3,363  %

128

2,978  %

2,293  %

3,698  %

3,433  %

3,615  %

3,366  %

129

2,984  %

2,304  %

3,699  %

3,436  %

3,616  %

3,369  %

130

2,989  %

2,315  %

3,699  %

3,438  %

3,617  %

3,372  %

131

2,995  %

2,326  %

3,700  %

3,440  %

3,618  %

3,374  %

132

3,001  %

2,337  %

3,700  %

3,443  %

3,619  %

3,377  %

133

3,007  %

2,347  %

3,700  %

3,445  %

3,620  %

3,380  %

134

3,012  %

2,358  %

3,701  %

3,447  %

3,621  %

3,383  %

135

3,018  %

2,368  %

3,701  %

3,450  %

3,622  %

3,386  %

136

3,023  %

2,378  %

3,701  %

3,452  %

3,623  %

3,388  %

137

3,028  %

2,388  %

3,702  %

3,454  %

3,624  %

3,391  %

138

3,033  %

2,398  %

3,702  %

3,456  %

3,625  %

3,393  %

139

3,039  %

2,408  %

3,702  %

3,458  %

3,625  %

3,396  %

140

3,044  %

2,417  %

3,703  %

3,460  %

3,626  %

3,399  %

141

3,049  %

2,426  %

3,703  %

3,462  %

3,627  %

3,401  %

142

3,054  %

2,436  %

3,703  %

3,464  %

3,628  %

3,404  %

143

3,058  %

2,445  %

3,704  %

3,466  %

3,629  %

3,406  %

144

3,063  %

2,454  %

3,704  %

3,468  %

3,630  %

3,408  %

145

3,068  %

2,463  %

3,704  %

3,470  %

3,631  %

3,411  %

146

3,073  %

2,472  %

3,705  %

3,472  %

3,631  %

3,413  %

147

3,077  %

2,480  %

3,705  %

3,474  %

3,632  %

3,415  %

148

3,082  %

2,489  %

3,705  %

3,476  %

3,633  %

3,418  %

149

3,086  %

2,497  %

3,706  %

3,478  %

3,634  %

3,420  %

150

3,091  %

2,505  %

3,706  %

3,480  %

3,635  %

3,422  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | –0,830  % | 0,007  % | 0,166  % | 0,305  % | –0,149  % | 1,798  % |
| 2 | –0,820  % | 0,025  % | 0,260  % | 0,360  % | 0,115  % | 2,342  % |
| 3 | –0,801  % | 0,055  % | 0,371  % | 0,421  % | 0,461  % | 2,862  % |
| 4 | –0,764  % | 0,104  % | 0,488  % | 0,501  % | 0,831  % | 3,368  % |
| 5 | –0,709  % | 0,177  % | 0,603  % | 0,579  % | 1,187  % | 3,842  % |
| 6 | –0,640  % | 0,272  % | 0,713  % | 0,643  % | 1,512  % | 4,285  % |
| 7 | –0,573  % | 0,369  % | 0,816  % | 0,706  % | 1,814  % | 4,695  % |
| 8 | –0,519  % | 0,460  % | 0,906  % | 0,774  % | 2,098  % | 5,069  % |
| 9 | –0,481  % | 0,551  % | 0,986  % | 0,836  % | 2,355  % | 5,414  % |
| 10 | –0,461  % | 0,645  % | 1,055  % | 0,885  % | 2,576  % | 5,743  % |
| 11 | –0,460  % | 0,743  % | 1,117  % | 0,917  % | 2,759  % | 5,996  % |
| 12 | –0,468  % | 0,828  % | 1,179  % | 0,938  % | 2,912  % | 6,179  % |
| 13 | –0,480  % | 0,890  % | 1,245  % | 0,953  % | 3,041  % | 6,308  % |
| 14 | –0,491  % | 0,936  % | 1,313  % | 0,964  % | 3,151  % | 6,396  % |
| 15 | –0,500  % | 0,973  % | 1,383  % | 0,975  % | 3,246  % | 6,453  % |
| 16 | –0,505  % | 1,006  % | 1,454  % | 0,987  % | 3,329  % | 6,487  % |
| 17 | –0,504  % | 1,035  % | 1,524  % | 0,999  % | 3,403  % | 6,501  % |
| 18 | –0,499  % | 1,059  % | 1,593  % | 1,013  % | 3,468  % | 6,502  % |
| 19 | –0,487  % | 1,077  % | 1,660  % | 1,030  % | 3,526  % | 6,491  % |
| 20 | –0,470  % | 1,090  % | 1,725  % | 1,048  % | 3,578  % | 6,472  % |
| 21 | –0,447  % | 1,096  % | 1,788  % | 1,069  % | 3,624  % | 6,446  % |
| 22 | –0,418  % | 1,099  % | 1,848  % | 1,091  % | 3,667  % | 6,416  % |
| 23 | –0,383  % | 1,099  % | 1,906  % | 1,116  % | 3,706  % | 6,382  % |
| 24 | –0,343  % | 1,098  % | 1,962  % | 1,143  % | 3,741  % | 6,345  % |
| 25 | –0,296  % | 1,096  % | 2,015  % | 1,172  % | 3,774  % | 6,307  % |
| 26 | –0,244  % | 1,093  % | 2,066  % | 1,203  % | 3,803  % | 6,268  % |
| 27 | –0,188  % | 1,093  % | 2,115  % | 1,236  % | 3,831  % | 6,229  % |
| 28 | –0,129  % | 1,097  % | 2,161  % | 1,271  % | 3,856  % | 6,189  % |
| 29 | –0,068  % | 1,108  % | 2,206  % | 1,308  % | 3,880  % | 6,150  % |
| 30 | –0,007  % | 1,125  % | 2,248  % | 1,348  % | 3,902  % | 6,111  % |
| 31 | 0,054  % | 1,150  % | 2,289  % | 1,389  % | 3,923  % | 6,073  % |
| 32 | 0,115  % | 1,181  % | 2,328  % | 1,432  % | 3,942  % | 6,035  % |
| 33 | 0,174  % | 1,217  % | 2,365  % | 1,476  % | 3,960  % | 5,999  % |
| 34 | 0,233  % | 1,256  % | 2,400  % | 1,520  % | 3,977  % | 5,963  % |
| 35 | 0,290  % | 1,296  % | 2,434  % | 1,564  % | 3,993  % | 5,929  % |
| 36 | 0,346  % | 1,339  % | 2,467  % | 1,608  % | 4,008  % | 5,895  % |
| 37 | 0,400  % | 1,382  % | 2,498  % | 1,651  % | 4,022  % | 5,863  % |
| 38 | 0,452  % | 1,426  % | 2,528  % | 1,694  % | 4,035  % | 5,832  % |
| 39 | 0,503  % | 1,469  % | 2,557  % | 1,735  % | 4,048  % | 5,802  % |
| 40 | 0,552  % | 1,512  % | 2,584  % | 1,776  % | 4,060  % | 5,772  % |
| 41 | 0,600  % | 1,555  % | 2,610  % | 1,816  % | 4,071  % | 5,744  % |
| 42 | 0,646  % | 1,597  % | 2,636  % | 1,855  % | 4,082  % | 5,717  % |
| 43 | 0,690  % | 1,639  % | 2,660  % | 1,893  % | 4,092  % | 5,691  % |
| 44 | 0,733  % | 1,679  % | 2,683  % | 1,929  % | 4,102  % | 5,666  % |
| 45 | 0,774  % | 1,719  % | 2,706  % | 1,965  % | 4,111  % | 5,641  % |
| 46 | 0,814  % | 1,757  % | 2,727  % | 2,000  % | 4,120  % | 5,618  % |
| 47 | 0,853  % | 1,795  % | 2,748  % | 2,033  % | 4,128  % | 5,595  % |
| 48 | 0,890  % | 1,831  % | 2,768  % | 2,066  % | 4,136  % | 5,573  % |
| 49 | 0,926  % | 1,867  % | 2,787  % | 2,097  % | 4,144  % | 5,552  % |
| 50 | 0,961  % | 1,901  % | 2,806  % | 2,128  % | 4,151  % | 5,532  % |
| 51 | 0,994  % | 1,935  % | 2,824  % | 2,157  % | 4,159  % | 5,512  % |
| 52 | 1,027  % | 1,967  % | 2,841  % | 2,186  % | 4,165  % | 5,493  % |
| 53 | 1,058  % | 1,999  % | 2,857  % | 2,214  % | 4,172  % | 5,475  % |
| 54 | 1,088  % | 2,029  % | 2,874  % | 2,241  % | 4,178  % | 5,457  % |
| 55 | 1,118  % | 2,059  % | 2,889  % | 2,267  % | 4,184  % | 5,440  % |
| 56 | 1,146  % | 2,088  % | 2,904  % | 2,292  % | 4,190  % | 5,424  % |
| 57 | 1,173  % | 2,116  % | 2,919  % | 2,317  % | 4,196  % | 5,408  % |
| 58 | 1,200  % | 2,143  % | 2,933  % | 2,341  % | 4,201  % | 5,392  % |
| 59 | 1,226  % | 2,169  % | 2,946  % | 2,364  % | 4,206  % | 5,377  % |
| 60 | 1,250  % | 2,195  % | 2,959  % | 2,386  % | 4,212  % | 5,363  % |
| 61 | 1,275  % | 2,219  % | 2,972  % | 2,408  % | 4,216  % | 5,349  % |
| 62 | 1,298  % | 2,243  % | 2,985  % | 2,429  % | 4,221  % | 5,335  % |
| 63 | 1,321  % | 2,267  % | 2,997  % | 2,449  % | 4,226  % | 5,322  % |
| 64 | 1,343  % | 2,289  % | 3,008  % | 2,469  % | 4,230  % | 5,309  % |
| 65 | 1,364  % | 2,311  % | 3,019  % | 2,488  % | 4,234  % | 5,297  % |
| 66 | 1,385  % | 2,333  % | 3,030  % | 2,507  % | 4,238  % | 5,285  % |
| 67 | 1,405  % | 2,353  % | 3,041  % | 2,525  % | 4,242  % | 5,273  % |
| 68 | 1,424  % | 2,374  % | 3,051  % | 2,543  % | 4,246  % | 5,262  % |
| 69 | 1,443  % | 2,393  % | 3,061  % | 2,560  % | 4,250  % | 5,251  % |
| 70 | 1,462  % | 2,412  % | 3,071  % | 2,577  % | 4,254  % | 5,240  % |
| 71 | 1,480  % | 2,431  % | 3,081  % | 2,593  % | 4,257  % | 5,229  % |
| 72 | 1,497  % | 2,449  % | 3,090  % | 2,609  % | 4,261  % | 5,219  % |
| 73 | 1,514  % | 2,467  % | 3,099  % | 2,625  % | 4,264  % | 5,209  % |
| 74 | 1,531  % | 2,484  % | 3,108  % | 2,640  % | 4,267  % | 5,200  % |
| 75 | 1,547  % | 2,500  % | 3,116  % | 2,654  % | 4,270  % | 5,191  % |
| 76 | 1,563  % | 2,517  % | 3,124  % | 2,669  % | 4,274  % | 5,181  % |
| 77 | 1,578  % | 2,533  % | 3,132  % | 2,682  % | 4,277  % | 5,173  % |
| 78 | 1,593  % | 2,548  % | 3,140  % | 2,696  % | 4,279  % | 5,164  % |
| 79 | 1,607  % | 2,563  % | 3,148  % | 2,709  % | 4,282  % | 5,156  % |
| 80 | 1,622  % | 2,578  % | 3,155  % | 2,722  % | 4,285  % | 5,147  % |
| 81 | 1,635  % | 2,592  % | 3,163  % | 2,735  % | 4,288  % | 5,139  % |
| 82 | 1,649  % | 2,606  % | 3,170  % | 2,747  % | 4,290  % | 5,132  % |
| 83 | 1,662  % | 2,620  % | 3,177  % | 2,759  % | 4,293  % | 5,124  % |
| 84 | 1,675  % | 2,633  % | 3,184  % | 2,771  % | 4,295  % | 5,116  % |
| 85 | 1,688  % | 2,646  % | 3,190  % | 2,782  % | 4,298  % | 5,109  % |
| 86 | 1,700  % | 2,659  % | 3,197  % | 2,793  % | 4,300  % | 5,102  % |
| 87 | 1,712  % | 2,672  % | 3,203  % | 2,804  % | 4,303  % | 5,095  % |
| 88 | 1,724  % | 2,684  % | 3,209  % | 2,815  % | 4,305  % | 5,088  % |
| 89 | 1,735  % | 2,696  % | 3,215  % | 2,825  % | 4,307  % | 5,082  % |
| 90 | 1,746  % | 2,707  % | 3,221  % | 2,836  % | 4,309  % | 5,075  % |
| 91 | 1,757  % | 2,719  % | 3,227  % | 2,846  % | 4,311  % | 5,069  % |
| 92 | 1,768  % | 2,730  % | 3,233  % | 2,855  % | 4,313  % | 5,063  % |
| 93 | 1,778  % | 2,741  % | 3,238  % | 2,865  % | 4,315  % | 5,057  % |
| 94 | 1,789  % | 2,751  % | 3,244  % | 2,874  % | 4,317  % | 5,051  % |
| 95 | 1,799  % | 2,762  % | 3,249  % | 2,884  % | 4,319  % | 5,045  % |
| 96 | 1,809  % | 2,772  % | 3,254  % | 2,892  % | 4,321  % | 5,039  % |
| 97 | 1,818  % | 2,782  % | 3,259  % | 2,901  % | 4,323  % | 5,034  % |
| 98 | 1,828  % | 2,792  % | 3,264  % | 2,910  % | 4,325  % | 5,028  % |
| 99 | 1,837  % | 2,802  % | 3,269  % | 2,918  % | 4,327  % | 5,023  % |
| 100 | 1,846  % | 2,811  % | 3,274  % | 2,927  % | 4,328  % | 5,018  % |
| 101 | 1,855  % | 2,820  % | 3,279  % | 2,935  % | 4,330  % | 5,012  % |
| 102 | 1,864  % | 2,829  % | 3,283  % | 2,943  % | 4,332  % | 5,007  % |
| 103 | 1,872  % | 2,838  % | 3,288  % | 2,951  % | 4,333  % | 5,003  % |
| 104 | 1,881  % | 2,847  % | 3,292  % | 2,958  % | 4,335  % | 4,998  % |
| 105 | 1,889  % | 2,856  % | 3,297  % | 2,966  % | 4,337  % | 4,993  % |
| 106 | 1,897  % | 2,864  % | 3,301  % | 2,973  % | 4,338  % | 4,988  % |
| 107 | 1,905  % | 2,872  % | 3,305  % | 2,980  % | 4,340  % | 4,984  % |
| 108 | 1,913  % | 2,880  % | 3,309  % | 2,987  % | 4,341  % | 4,979  % |
| 109 | 1,920  % | 2,888  % | 3,313  % | 2,994  % | 4,343  % | 4,975  % |
| 110 | 1,928  % | 2,896  % | 3,317  % | 3,001  % | 4,344  % | 4,970  % |
| 111 | 1,935  % | 2,904  % | 3,321  % | 3,008  % | 4,346  % | 4,966  % |
| 112 | 1,943  % | 2,911  % | 3,325  % | 3,015  % | 4,347  % | 4,962  % |
| 113 | 1,950  % | 2,919  % | 3,329  % | 3,021  % | 4,348  % | 4,958  % |
| 114 | 1,957  % | 2,926  % | 3,332  % | 3,027  % | 4,350  % | 4,954  % |
| 115 | 1,964  % | 2,933  % | 3,336  % | 3,034  % | 4,351  % | 4,950  % |
| 116 | 1,970  % | 2,940  % | 3,339  % | 3,040  % | 4,352  % | 4,946  % |
| 117 | 1,977  % | 2,947  % | 3,343  % | 3,046  % | 4,353  % | 4,942  % |
| 118 | 1,983  % | 2,954  % | 3,346  % | 3,052  % | 4,355  % | 4,938  % |
| 119 | 1,990  % | 2,960  % | 3,350  % | 3,058  % | 4,356  % | 4,935  % |
| 120 | 1,996  % | 2,967  % | 3,353  % | 3,063  % | 4,357  % | 4,931  % |
| 121 | 2,002  % | 2,973  % | 3,356  % | 3,069  % | 4,358  % | 4,928  % |
| 122 | 2,009  % | 2,980  % | 3,360  % | 3,075  % | 4,359  % | 4,924  % |
| 123 | 2,015  % | 2,986  % | 3,363  % | 3,080  % | 4,361  % | 4,921  % |
| 124 | 2,020  % | 2,992  % | 3,366  % | 3,085  % | 4,362  % | 4,917  % |
| 125 | 2,026  % | 2,998  % | 3,369  % | 3,091  % | 4,363  % | 4,914  % |
| 126 | 2,032  % | 3,004  % | 3,372  % | 3,096  % | 4,364  % | 4,911  % |
| 127 | 2,038  % | 3,010  % | 3,375  % | 3,101  % | 4,365  % | 4,907  % |
| 128 | 2,043  % | 3,016  % | 3,378  % | 3,106  % | 4,366  % | 4,904  % |
| 129 | 2,049  % | 3,021  % | 3,381  % | 3,111  % | 4,367  % | 4,901  % |
| 130 | 2,054  % | 3,027  % | 3,384  % | 3,116  % | 4,368  % | 4,898  % |
| 131 | 2,059  % | 3,032  % | 3,386  % | 3,121  % | 4,369  % | 4,895  % |
| 132 | 2,065  % | 3,038  % | 3,389  % | 3,126  % | 4,370  % | 4,892  % |
| 133 | 2,070  % | 3,043  % | 3,392  % | 3,130  % | 4,371  % | 4,889  % |
| 134 | 2,075  % | 3,048  % | 3,395  % | 3,135  % | 4,372  % | 4,886  % |
| 135 | 2,080  % | 3,054  % | 3,397  % | 3,139  % | 4,373  % | 4,883  % |
| 136 | 2,085  % | 3,059  % | 3,400  % | 3,144  % | 4,374  % | 4,880  % |
| 137 | 2,089  % | 3,064  % | 3,402  % | 3,148  % | 4,375  % | 4,878  % |
| 138 | 2,094  % | 3,069  % | 3,405  % | 3,153  % | 4,376  % | 4,875  % |
| 139 | 2,099  % | 3,074  % | 3,407  % | 3,157  % | 4,377  % | 4,872  % |
| 140 | 2,104  % | 3,078  % | 3,410  % | 3,161  % | 4,378  % | 4,869  % |
| 141 | 2,108  % | 3,083  % | 3,412  % | 3,165  % | 4,378  % | 4,867  % |
| 142 | 2,113  % | 3,088  % | 3,415  % | 3,169  % | 4,379  % | 4,864  % |
| 143 | 2,117  % | 3,092  % | 3,417  % | 3,174  % | 4,380  % | 4,862  % |
| 144 | 2,121  % | 3,097  % | 3,419  % | 3,178  % | 4,381  % | 4,859  % |
| 145 | 2,126  % | 3,102  % | 3,421  % | 3,181  % | 4,382  % | 4,857  % |
| 146 | 2,130  % | 3,106  % | 3,424  % | 3,185  % | 4,383  % | 4,854  % |
| 147 | 2,134  % | 3,110  % | 3,426  % | 3,189  % | 4,383  % | 4,852  % |
| 148 | 2,138  % | 3,115  % | 3,428  % | 3,193  % | 4,384  % | 4,849  % |
| 149 | 2,142  % | 3,119  % | 3,430  % | 3,197  % | 4,385  % | 4,847  % |
| 150 | 2,147  % | 3,123  % | 3,432  % | 3,200  % | 4,386  % | 4,845  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

–0,830  %

0,007  %

0,166  %

0,305  %

–0,149  %

1,798  %

2

–0,820  %

0,025  %

0,260  %

0,360  %

0,115  %

2,342  %

3

–0,801  %

0,055  %

0,371  %

0,421  %

0,461  %

2,862  %

4

–0,764  %

0,104  %

0,488  %

0,501  %

0,831  %

3,368  %

5

–0,709  %

0,177  %

0,603  %

0,579  %

1,187  %

3,842  %

6

–0,640  %

0,272  %

0,713  %

0,643  %

1,512  %

4,285  %

7

–0,573  %

0,369  %

0,816  %

0,706  %

1,814  %

4,695  %

8

–0,519  %

0,460  %

0,906  %

0,774  %

2,098  %

5,069  %

9

–0,481  %

0,551  %

0,986  %

0,836  %

2,355  %

5,414  %

10

–0,461  %

0,645  %

1,055  %

0,885  %

2,576  %

5,743  %

11

–0,460  %

0,743  %

1,117  %

0,917  %

2,759  %

5,996  %

12

–0,468  %

0,828  %

1,179  %

0,938  %

2,912  %

6,179  %

13

–0,480  %

0,890  %

1,245  %

0,953  %

3,041  %

6,308  %

14

–0,491  %

0,936  %

1,313  %

0,964  %

3,151  %

6,396  %

15

–0,500  %

0,973  %

1,383  %

0,975  %

3,246  %

6,453  %

16

–0,505  %

1,006  %

1,454  %

0,987  %

3,329  %

6,487  %

17

–0,504  %

1,035  %

1,524  %

0,999  %

3,403  %

6,501  %

18

–0,499  %

1,059  %

1,593  %

1,013  %

3,468  %

6,502  %

19

–0,487  %

1,077  %

1,660  %

1,030  %

3,526  %

6,491  %

20

–0,470  %

1,090  %

1,725  %

1,048  %

3,578  %

6,472  %

21

–0,447  %

1,096  %

1,788  %

1,069  %

3,624  %

6,446  %

22

–0,418  %

1,099  %

1,848  %

1,091  %

3,667  %

6,416  %

23

–0,383  %

1,099  %

1,906  %

1,116  %

3,706  %

6,382  %

24

–0,343  %

1,098  %

1,962  %

1,143  %

3,741  %

6,345  %

25

–0,296  %

1,096  %

2,015  %

1,172  %

3,774  %

6,307  %

26

–0,244  %

1,093  %

2,066  %

1,203  %

3,803  %

6,268  %

27

–0,188  %

1,093  %

2,115  %

1,236  %

3,831  %

6,229  %

28

–0,129  %

1,097  %

2,161  %

1,271  %

3,856  %

6,189  %

29

–0,068  %

1,108  %

2,206  %

1,308  %

3,880  %

6,150  %

30

–0,007  %

1,125  %

2,248  %

1,348  %

3,902  %

6,111  %

31

0,054  %

1,150  %

2,289  %

1,389  %

3,923  %

6,073  %

32

0,115  %

1,181  %

2,328  %

1,432  %

3,942  %

6,035  %

33

0,174  %

1,217  %

2,365  %

1,476  %

3,960  %

5,999  %

34

0,233  %

1,256  %

2,400  %

1,520  %

3,977  %

5,963  %

35

0,290  %

1,296  %

2,434  %

1,564  %

3,993  %

5,929  %

36

0,346  %

1,339  %

2,467  %

1,608  %

4,008  %

5,895  %

37

0,400  %

1,382  %

2,498  %

1,651  %

4,022  %

5,863  %

38

0,452  %

1,426  %

2,528  %

1,694  %

4,035  %

5,832  %

39

0,503  %

1,469  %

2,557  %

1,735  %

4,048  %

5,802  %

40

0,552  %

1,512  %

2,584  %

1,776  %

4,060  %

5,772  %

41

0,600  %

1,555  %

2,610  %

1,816  %

4,071  %

5,744  %

42

0,646  %

1,597  %

2,636  %

1,855  %

4,082  %

5,717  %

43

0,690  %

1,639  %

2,660  %

1,893  %

4,092  %

5,691  %

44

0,733  %

1,679  %

2,683  %

1,929  %

4,102  %

5,666  %

45

0,774  %

1,719  %

2,706  %

1,965  %

4,111  %

5,641  %

46

0,814  %

1,757  %

2,727  %

2,000  %

4,120  %

5,618  %

47

0,853  %

1,795  %

2,748  %

2,033  %

4,128  %

5,595  %

48

0,890  %

1,831  %

2,768  %

2,066  %

4,136  %

5,573  %

49

0,926  %

1,867  %

2,787  %

2,097  %

4,144  %

5,552  %

50

0,961  %

1,901  %

2,806  %

2,128  %

4,151  %

5,532  %

51

0,994  %

1,935  %

2,824  %

2,157  %

4,159  %

5,512  %

52

1,027  %

1,967  %

2,841  %

2,186  %

4,165  %

5,493  %

53

1,058  %

1,999  %

2,857  %

2,214  %

4,172  %

5,475  %

54

1,088  %

2,029  %

2,874  %

2,241  %

4,178  %

5,457  %

55

1,118  %

2,059  %

2,889  %

2,267  %

4,184  %

5,440  %

56

1,146  %

2,088  %

2,904  %

2,292  %

4,190  %

5,424  %

57

1,173  %

2,116  %

2,919  %

2,317  %

4,196  %

5,408  %

58

1,200  %

2,143  %

2,933  %

2,341  %

4,201  %

5,392  %

59

1,226  %

2,169  %

2,946  %

2,364  %

4,206  %

5,377  %

60

1,250  %

2,195  %

2,959  %

2,386  %

4,212  %

5,363  %

61

1,275  %

2,219  %

2,972  %

2,408  %

4,216  %

5,349  %

62

1,298  %

2,243  %

2,985  %

2,429  %

4,221  %

5,335  %

63

1,321  %

2,267  %

2,997  %

2,449  %

4,226  %

5,322  %

64

1,343  %

2,289  %

3,008  %

2,469  %

4,230  %

5,309  %

65

1,364  %

2,311  %

3,019  %

2,488  %

4,234  %

5,297  %

66

1,385  %

2,333  %

3,030  %

2,507  %

4,238  %

5,285  %

67

1,405  %

2,353  %

3,041  %

2,525  %

4,242  %

5,273  %

68

1,424  %

2,374  %

3,051  %

2,543  %

4,246  %

5,262  %

69

1,443  %

2,393  %

3,061  %

2,560  %

4,250  %

5,251  %

70

1,462  %

2,412  %

3,071  %

2,577  %

4,254  %

5,240  %

71

1,480  %

2,431  %

3,081  %

2,593  %

4,257  %

5,229  %

72

1,497  %

2,449  %

3,090  %

2,609  %

4,261  %

5,219  %

73

1,514  %

2,467  %

3,099  %

2,625  %

4,264  %

5,209  %

74

1,531  %

2,484  %

3,108  %

2,640  %

4,267  %

5,200  %

75

1,547  %

2,500  %

3,116  %

2,654  %

4,270  %

5,191  %

76

1,563  %

2,517  %

3,124  %

2,669  %

4,274  %

5,181  %

77

1,578  %

2,533  %

3,132  %

2,682  %

4,277  %

5,173  %

78

1,593  %

2,548  %

3,140  %

2,696  %

4,279  %

5,164  %

79

1,607  %

2,563  %

3,148  %

2,709  %

4,282  %

5,156  %

80

1,622  %

2,578  %

3,155  %

2,722  %

4,285  %

5,147  %

81

1,635  %

2,592  %

3,163  %

2,735  %

4,288  %

5,139  %

82

1,649  %

2,606  %

3,170  %

2,747  %

4,290  %

5,132  %

83

1,662  %

2,620  %

3,177  %

2,759  %

4,293  %

5,124  %

84

1,675  %

2,633  %

3,184  %

2,771  %

4,295  %

5,116  %

85

1,688  %

2,646  %

3,190  %

2,782  %

4,298  %

5,109  %

86

1,700  %

2,659  %

3,197  %

2,793  %

4,300  %

5,102  %

87

1,712  %

2,672  %

3,203  %

2,804  %

4,303  %

5,095  %

88

1,724  %

2,684  %

3,209  %

2,815  %

4,305  %

5,088  %

89

1,735  %

2,696  %

3,215  %

2,825  %

4,307  %

5,082  %

90

1,746  %

2,707  %

3,221  %

2,836  %

4,309  %

5,075  %

91

1,757  %

2,719  %

3,227  %

2,846  %

4,311  %

5,069  %

92

1,768  %

2,730  %

3,233  %

2,855  %

4,313  %

5,063  %

93

1,778  %

2,741  %

3,238  %

2,865  %

4,315  %

5,057  %

94

1,789  %

2,751  %

3,244  %

2,874  %

4,317  %

5,051  %

95

1,799  %

2,762  %

3,249  %

2,884  %

4,319  %

5,045  %

96

1,809  %

2,772  %

3,254  %

2,892  %

4,321  %

5,039  %

97

1,818  %

2,782  %

3,259  %

2,901  %

4,323  %

5,034  %

98

1,828  %

2,792  %

3,264  %

2,910  %

4,325  %

5,028  %

99

1,837  %

2,802  %

3,269  %

2,918  %

4,327  %

5,023  %

100

1,846  %

2,811  %

3,274  %

2,927  %

4,328  %

5,018  %

101

1,855  %

2,820  %

3,279  %

2,935  %

4,330  %

5,012  %

102

1,864  %

2,829  %

3,283  %

2,943  %

4,332  %

5,007  %

103

1,872  %

2,838  %

3,288  %

2,951  %

4,333  %

5,003  %

104

1,881  %

2,847  %

3,292  %

2,958  %

4,335  %

4,998  %

105

1,889  %

2,856  %

3,297  %

2,966  %

4,337  %

4,993  %

106

1,897  %

2,864  %

3,301  %

2,973  %

4,338  %

4,988  %

107

1,905  %

2,872  %

3,305  %

2,980  %

4,340  %

4,984  %

108

1,913  %

2,880  %

3,309  %

2,987  %

4,341  %

4,979  %

109

1,920  %

2,888  %

3,313  %

2,994  %

4,343  %

4,975  %

110

1,928  %

2,896  %

3,317  %

3,001  %

4,344  %

4,970  %

111

1,935  %

2,904  %

3,321  %

3,008  %

4,346  %

4,966  %

112

1,943  %

2,911  %

3,325  %

3,015  %

4,347  %

4,962  %

113

1,950  %

2,919  %

3,329  %

3,021  %

4,348  %

4,958  %

114

1,957  %

2,926  %

3,332  %

3,027  %

4,350  %

4,954  %

115

1,964  %

2,933  %

3,336  %

3,034  %

4,351  %

4,950  %

116

1,970  %

2,940  %

3,339  %

3,040  %

4,352  %

4,946  %

117

1,977  %

2,947  %

3,343  %

3,046  %

4,353  %

4,942  %

118

1,983  %

2,954  %

3,346  %

3,052  %

4,355  %

4,938  %

119

1,990  %

2,960  %

3,350  %

3,058  %

4,356  %

4,935  %

120

1,996  %

2,967  %

3,353  %

3,063  %

4,357  %

4,931  %

121

2,002  %

2,973  %

3,356  %

3,069  %

4,358  %

4,928  %

122

2,009  %

2,980  %

3,360  %

3,075  %

4,359  %

4,924  %

123

2,015  %

2,986  %

3,363  %

3,080  %

4,361  %

4,921  %

124

2,020  %

2,992  %

3,366  %

3,085  %

4,362  %

4,917  %

125

2,026  %

2,998  %

3,369  %

3,091  %

4,363  %

4,914  %

126

2,032  %

3,004  %

3,372  %

3,096  %

4,364  %

4,911  %

127

2,038  %

3,010  %

3,375  %

3,101  %

4,365  %

4,907  %

128

2,043  %

3,016  %

3,378  %

3,106  %

4,366  %

4,904  %

129

2,049  %

3,021  %

3,381  %

3,111  %

4,367  %

4,901  %

130

2,054  %

3,027  %

3,384  %

3,116  %

4,368  %

4,898  %

131

2,059  %

3,032  %

3,386  %

3,121  %

4,369  %

4,895  %

132

2,065  %

3,038  %

3,389  %

3,126  %

4,370  %

4,892  %

133

2,070  %

3,043  %

3,392  %

3,130  %

4,371  %

4,889  %

134

2,075  %

3,048  %

3,395  %

3,135  %

4,372  %

4,886  %

135

2,080  %

3,054  %

3,397  %

3,139  %

4,373  %

4,883  %

136

2,085  %

3,059  %

3,400  %

3,144  %

4,374  %

4,880  %

137

2,089  %

3,064  %

3,402  %

3,148  %

4,375  %

4,878  %

138

2,094  %

3,069  %

3,405  %

3,153  %

4,376  %

4,875  %

139

2,099  %

3,074  %

3,407  %

3,157  %

4,377  %

4,872  %

140

2,104  %

3,078  %

3,410  %

3,161  %

4,378  %

4,869  %

141

2,108  %

3,083  %

3,412  %

3,165  %

4,378  %

4,867  %

142

2,113  %

3,088  %

3,415  %

3,169  %

4,379  %

4,864  %

143

2,117  %

3,092  %

3,417  %

3,174  %

4,380  %

4,862  %

144

2,121  %

3,097  %

3,419  %

3,178  %

4,381  %

4,859  %

145

2,126  %

3,102  %

3,421  %

3,181  %

4,382  %

4,857  %

146

2,130  %

3,106  %

3,424  %

3,185  %

4,383  %

4,854  %

147

2,134  %

3,110  %

3,426  %

3,189  %

4,383  %

4,852  %

148

2,138  %

3,115  %

3,428  %

3,193  %

4,384  %

4,849  %

149

2,142  %

3,119  %

3,430  %

3,197  %

4,385  %

4,847  %

150

2,147  %

3,123  %

3,432  %

3,200  %

4,386  %

4,845  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,255  % | 3,509  % | 4,199  % | –0,012  % | 0,020  % | 3,004  % |
| 2 | 0,240  % | 4,108  % | 4,242  % | 0,042  % | –0,047  % | 3,265  % |
| 3 | 0,250  % | 4,605  % | 4,405  % | 0,089  % | –0,047  % | 3,712  % |
| 4 | 0,277  % | 5,017  % | 4,627  % | 0,130  % | –0,020  % | 4,242  % |
| 5 | 0,321  % | 5,362  % | 4,889  % | 0,165  % | 0,030  % | 4,812  % |
| 6 | 0,379  % | 5,634  % | 5,121  % | 0,195  % | 0,100  % | 5,408  % |
| 7 | 0,441  % | 5,841  % | 5,324  % | 0,220  % | 0,183  % | 5,990  % |
| 8 | 0,500  % | 6,004  % | 5,510  % | 0,242  % | 0,267  % | 6,533  % |
| 9 | 0,552  % | 6,119  % | 5,685  % | 0,261  % | 0,346  % | 7,024  % |
| 10 | 0,596  % | 6,214  % | 5,851  % | 0,277  % | 0,413  % | 7,454  % |
| 11 | 0,633  % | 6,284  % | 6,010  % | 0,320  % | 0,464  % | 7,819  % |
| 12 | 0,668  % | 6,331  % | 6,160  % | 0,388  % | 0,506  % | 8,124  % |
| 13 | 0,706  % | 6,363  % | 6,299  % | 0,471  % | 0,544  % | 8,375  % |
| 14 | 0,752  % | 6,382  % | 6,425  % | 0,561  % | 0,581  % | 8,575  % |
| 15 | 0,806  % | 6,391  % | 6,538  % | 0,655  % | 0,619  % | 8,726  % |
| 16 | 0,869  % | 6,394  % | 6,637  % | 0,750  % | 0,659  % | 8,828  % |
| 17 | 0,939  % | 6,392  % | 6,721  % | 0,845  % | 0,703  % | 8,890  % |
| 18 | 1,012  % | 6,385  % | 6,789  % | 0,937  % | 0,752  % | 8,920  % |
| 19 | 1,087  % | 6,376  % | 6,840  % | 1,028  % | 0,804  % | 8,925  % |
| 20 | 1,162  % | 6,364  % | 6,875  % | 1,115  % | 0,862  % | 8,910  % |
| 21 | 1,236  % | 6,350  % | 6,892  % | 1,199  % | 0,925  % | 8,879  % |
| 22 | 1,309  % | 6,335  % | 6,894  % | 1,280  % | 0,991  % | 8,837  % |
| 23 | 1,380  % | 6,320  % | 6,886  % | 1,357  % | 1,059  % | 8,786  % |
| 24 | 1,448  % | 6,304  % | 6,868  % | 1,431  % | 1,127  % | 8,728  % |
| 25 | 1,515  % | 6,287  % | 6,843  % | 1,502  % | 1,195  % | 8,665  % |
| 26 | 1,579  % | 6,270  % | 6,813  % | 1,569  % | 1,262  % | 8,599  % |
| 27 | 1,641  % | 6,254  % | 6,780  % | 1,634  % | 1,328  % | 8,532  % |
| 28 | 1,700  % | 6,237  % | 6,743  % | 1,695  % | 1,392  % | 8,463  % |
| 29 | 1,757  % | 6,221  % | 6,705  % | 1,754  % | 1,454  % | 8,394  % |
| 30 | 1,811  % | 6,205  % | 6,665  % | 1,810  % | 1,515  % | 8,325  % |
| 31 | 1,863  % | 6,189  % | 6,625  % | 1,863  % | 1,573  % | 8,257  % |
| 32 | 1,913  % | 6,173  % | 6,585  % | 1,914  % | 1,629  % | 8,191  % |
| 33 | 1,961  % | 6,158  % | 6,544  % | 1,963  % | 1,683  % | 8,125  % |
| 34 | 2,007  % | 6,143  % | 6,505  % | 2,009  % | 1,735  % | 8,062  % |
| 35 | 2,051  % | 6,129  % | 6,465  % | 2,054  % | 1,785  % | 8,000  % |
| 36 | 2,093  % | 6,115  % | 6,427  % | 2,096  % | 1,833  % | 7,940  % |
| 37 | 2,133  % | 6,102  % | 6,389  % | 2,137  % | 1,879  % | 7,882  % |
| 38 | 2,172  % | 6,089  % | 6,353  % | 2,176  % | 1,923  % | 7,826  % |
| 39 | 2,209  % | 6,076  % | 6,317  % | 2,213  % | 1,966  % | 7,772  % |
| 40 | 2,245  % | 6,064  % | 6,282  % | 2,249  % | 2,007  % | 7,720  % |
| 41 | 2,279  % | 6,052  % | 6,249  % | 2,283  % | 2,046  % | 7,670  % |
| 42 | 2,312  % | 6,040  % | 6,216  % | 2,316  % | 2,084  % | 7,622  % |
| 43 | 2,343  % | 6,029  % | 6,185  % | 2,347  % | 2,120  % | 7,575  % |
| 44 | 2,373  % | 6,018  % | 6,155  % | 2,378  % | 2,155  % | 7,530  % |
| 45 | 2,402  % | 6,008  % | 6,125  % | 2,407  % | 2,189  % | 7,487  % |
| 46 | 2,430  % | 5,998  % | 6,097  % | 2,435  % | 2,221  % | 7,445  % |
| 47 | 2,457  % | 5,988  % | 6,070  % | 2,461  % | 2,252  % | 7,405  % |
| 48 | 2,483  % | 5,979  % | 6,044  % | 2,487  % | 2,282  % | 7,366  % |
| 49 | 2,508  % | 5,970  % | 6,018  % | 2,512  % | 2,311  % | 7,329  % |
| 50 | 2,532  % | 5,961  % | 5,994  % | 2,536  % | 2,339  % | 7,293  % |
| 51 | 2,555  % | 5,952  % | 5,970  % | 2,559  % | 2,366  % | 7,259  % |
| 52 | 2,577  % | 5,944  % | 5,947  % | 2,581  % | 2,392  % | 7,225  % |
| 53 | 2,599  % | 5,936  % | 5,925  % | 2,603  % | 2,417  % | 7,193  % |
| 54 | 2,620  % | 5,928  % | 5,903  % | 2,624  % | 2,441  % | 7,162  % |
| 55 | 2,640  % | 5,921  % | 5,883  % | 2,644  % | 2,464  % | 7,132  % |
| 56 | 2,659  % | 5,914  % | 5,863  % | 2,663  % | 2,487  % | 7,103  % |
| 57 | 2,678  % | 5,907  % | 5,843  % | 2,682  % | 2,508  % | 7,075  % |
| 58 | 2,696  % | 5,900  % | 5,825  % | 2,700  % | 2,529  % | 7,048  % |
| 59 | 2,714  % | 5,893  % | 5,807  % | 2,717  % | 2,550  % | 7,022  % |
| 60 | 2,731  % | 5,887  % | 5,789  % | 2,734  % | 2,570  % | 6,996  % |
| 61 | 2,747  % | 5,881  % | 5,772  % | 2,751  % | 2,589  % | 6,972  % |
| 62 | 2,763  % | 5,875  % | 5,756  % | 2,767  % | 2,607  % | 6,948  % |
| 63 | 2,779  % | 5,869  % | 5,740  % | 2,782  % | 2,625  % | 6,925  % |
| 64 | 2,794  % | 5,863  % | 5,724  % | 2,797  % | 2,642  % | 6,903  % |
| 65 | 2,808  % | 5,858  % | 5,709  % | 2,811  % | 2,659  % | 6,881  % |
| 66 | 2,822  % | 5,853  % | 5,695  % | 2,825  % | 2,676  % | 6,860  % |
| 67 | 2,836  % | 5,847  % | 5,681  % | 2,839  % | 2,692  % | 6,840  % |
| 68 | 2,849  % | 5,842  % | 5,667  % | 2,852  % | 2,707  % | 6,820  % |
| 69 | 2,862  % | 5,837  % | 5,654  % | 2,865  % | 2,722  % | 6,801  % |
| 70 | 2,875  % | 5,833  % | 5,641  % | 2,878  % | 2,737  % | 6,782  % |
| 71 | 2,887  % | 5,828  % | 5,628  % | 2,890  % | 2,751  % | 6,764  % |
| 72 | 2,899  % | 5,823  % | 5,616  % | 2,902  % | 2,764  % | 6,746  % |
| 73 | 2,911  % | 5,819  % | 5,604  % | 2,913  % | 2,778  % | 6,729  % |
| 74 | 2,922  % | 5,815  % | 5,593  % | 2,925  % | 2,791  % | 6,712  % |
| 75 | 2,933  % | 5,811  % | 5,581  % | 2,936  % | 2,804  % | 6,696  % |
| 76 | 2,943  % | 5,807  % | 5,570  % | 2,946  % | 2,816  % | 6,680  % |
| 77 | 2,954  % | 5,803  % | 5,560  % | 2,957  % | 2,828  % | 6,665  % |
| 78 | 2,964  % | 5,799  % | 5,549  % | 2,967  % | 2,840  % | 6,650  % |
| 79 | 2,974  % | 5,795  % | 5,539  % | 2,977  % | 2,851  % | 6,635  % |
| 80 | 2,984  % | 5,791  % | 5,529  % | 2,986  % | 2,862  % | 6,621  % |
| 81 | 2,993  % | 5,788  % | 5,520  % | 2,996  % | 2,873  % | 6,607  % |
| 82 | 3,002  % | 5,784  % | 5,510  % | 3,005  % | 2,884  % | 6,594  % |
| 83 | 3,011  % | 5,781  % | 5,501  % | 3,014  % | 2,894  % | 6,580  % |
| 84 | 3,020  % | 5,777  % | 5,492  % | 3,022  % | 2,904  % | 6,567  % |
| 85 | 3,028  % | 5,774  % | 5,483  % | 3,031  % | 2,914  % | 6,555  % |
| 86 | 3,037  % | 5,771  % | 5,475  % | 3,039  % | 2,924  % | 6,542  % |
| 87 | 3,045  % | 5,768  % | 5,466  % | 3,047  % | 2,934  % | 6,530  % |
| 88 | 3,053  % | 5,765  % | 5,458  % | 3,055  % | 2,943  % | 6,519  % |
| 89 | 3,061  % | 5,762  % | 5,450  % | 3,063  % | 2,952  % | 6,507  % |
| 90 | 3,068  % | 5,759  % | 5,442  % | 3,071  % | 2,961  % | 6,496  % |
| 91 | 3,076  % | 5,756  % | 5,435  % | 3,078  % | 2,969  % | 6,485  % |
| 92 | 3,083  % | 5,753  % | 5,427  % | 3,085  % | 2,978  % | 6,474  % |
| 93 | 3,090  % | 5,751  % | 5,420  % | 3,093  % | 2,986  % | 6,464  % |
| 94 | 3,097  % | 5,748  % | 5,413  % | 3,100  % | 2,994  % | 6,453  % |
| 95 | 3,104  % | 5,745  % | 5,406  % | 3,106  % | 3,002  % | 6,443  % |
| 96 | 3,111  % | 5,743  % | 5,399  % | 3,113  % | 3,010  % | 6,433  % |
| 97 | 3,117  % | 5,740  % | 5,392  % | 3,120  % | 3,017  % | 6,424  % |
| 98 | 3,124  % | 5,738  % | 5,386  % | 3,126  % | 3,025  % | 6,414  % |
| 99 | 3,130  % | 5,735  % | 5,379  % | 3,132  % | 3,032  % | 6,405  % |
| 100 | 3,136  % | 5,733  % | 5,373  % | 3,138  % | 3,039  % | 6,396  % |
| 101 | 3,142  % | 5,731  % | 5,367  % | 3,144  % | 3,046  % | 6,387  % |
| 102 | 3,148  % | 5,728  % | 5,361  % | 3,150  % | 3,053  % | 6,378  % |
| 103 | 3,154  % | 5,726  % | 5,355  % | 3,156  % | 3,060  % | 6,370  % |
| 104 | 3,160  % | 5,724  % | 5,349  % | 3,162  % | 3,067  % | 6,361  % |
| 105 | 3,165  % | 5,722  % | 5,343  % | 3,167  % | 3,073  % | 6,353  % |
| 106 | 3,171  % | 5,720  % | 5,338  % | 3,173  % | 3,079  % | 6,345  % |
| 107 | 3,176  % | 5,718  % | 5,332  % | 3,178  % | 3,086  % | 6,337  % |
| 108 | 3,182  % | 5,716  % | 5,327  % | 3,184  % | 3,092  % | 6,329  % |
| 109 | 3,187  % | 5,714  % | 5,321  % | 3,189  % | 3,098  % | 6,322  % |
| 110 | 3,192  % | 5,712  % | 5,316  % | 3,194  % | 3,104  % | 6,314  % |
| 111 | 3,197  % | 5,710  % | 5,311  % | 3,199  % | 3,109  % | 6,307  % |
| 112 | 3,202  % | 5,708  % | 5,306  % | 3,204  % | 3,115  % | 6,300  % |
| 113 | 3,207  % | 5,706  % | 5,301  % | 3,209  % | 3,121  % | 6,292  % |
| 114 | 3,212  % | 5,704  % | 5,296  % | 3,213  % | 3,126  % | 6,285  % |
| 115 | 3,216  % | 5,703  % | 5,292  % | 3,218  % | 3,132  % | 6,279  % |
| 116 | 3,221  % | 5,701  % | 5,287  % | 3,223  % | 3,137  % | 6,272  % |
| 117 | 3,225  % | 5,699  % | 5,282  % | 3,227  % | 3,142  % | 6,265  % |
| 118 | 3,230  % | 5,697  % | 5,278  % | 3,231  % | 3,147  % | 6,259  % |
| 119 | 3,234  % | 5,696  % | 5,273  % | 3,236  % | 3,152  % | 6,252  % |
| 120 | 3,238  % | 5,694  % | 5,269  % | 3,240  % | 3,157  % | 6,246  % |
| 121 | 3,243  % | 5,693  % | 5,265  % | 3,244  % | 3,162  % | 6,240  % |
| 122 | 3,247  % | 5,691  % | 5,260  % | 3,248  % | 3,167  % | 6,234  % |
| 123 | 3,251  % | 5,689  % | 5,256  % | 3,253  % | 3,172  % | 6,228  % |
| 124 | 3,255  % | 5,688  % | 5,252  % | 3,257  % | 3,176  % | 6,222  % |
| 125 | 3,259  % | 5,686  % | 5,248  % | 3,260  % | 3,181  % | 6,216  % |
| 126 | 3,263  % | 5,685  % | 5,244  % | 3,264  % | 3,186  % | 6,210  % |
| 127 | 3,266  % | 5,683  % | 5,240  % | 3,268  % | 3,190  % | 6,205  % |
| 128 | 3,270  % | 5,682  % | 5,236  % | 3,272  % | 3,194  % | 6,199  % |
| 129 | 3,274  % | 5,681  % | 5,233  % | 3,276  % | 3,199  % | 6,194  % |
| 130 | 3,278  % | 5,679  % | 5,229  % | 3,279  % | 3,203  % | 6,188  % |
| 131 | 3,281  % | 5,678  % | 5,225  % | 3,283  % | 3,207  % | 6,183  % |
| 132 | 3,285  % | 5,677  % | 5,222  % | 3,286  % | 3,211  % | 6,178  % |
| 133 | 3,288  % | 5,675  % | 5,218  % | 3,290  % | 3,215  % | 6,173  % |
| 134 | 3,292  % | 5,674  % | 5,215  % | 3,293  % | 3,219  % | 6,168  % |
| 135 | 3,295  % | 5,673  % | 5,211  % | 3,297  % | 3,223  % | 6,163  % |
| 136 | 3,298  % | 5,671  % | 5,208  % | 3,300  % | 3,227  % | 6,158  % |
| 137 | 3,302  % | 5,670  % | 5,204  % | 3,303  % | 3,231  % | 6,153  % |
| 138 | 3,305  % | 5,669  % | 5,201  % | 3,306  % | 3,234  % | 6,148  % |
| 139 | 3,308  % | 5,668  % | 5,198  % | 3,310  % | 3,238  % | 6,144  % |
| 140 | 3,311  % | 5,666  % | 5,195  % | 3,313  % | 3,242  % | 6,139  % |
| 141 | 3,314  % | 5,665  % | 5,191  % | 3,316  % | 3,245  % | 6,135  % |
| 142 | 3,317  % | 5,664  % | 5,188  % | 3,319  % | 3,249  % | 6,130  % |
| 143 | 3,320  % | 5,663  % | 5,185  % | 3,322  % | 3,252  % | 6,126  % |
| 144 | 3,323  % | 5,662  % | 5,182  % | 3,325  % | 3,256  % | 6,121  % |
| 145 | 3,326  % | 5,661  % | 5,179  % | 3,328  % | 3,259  % | 6,117  % |
| 146 | 3,329  % | 5,660  % | 5,176  % | 3,331  % | 3,263  % | 6,113  % |
| 147 | 3,332  % | 5,659  % | 5,173  % | 3,334  % | 3,266  % | 6,109  % |
| 148 | 3,335  % | 5,657  % | 5,171  % | 3,336  % | 3,269  % | 6,105  % |
| 149 | 3,338  % | 5,656  % | 5,168  % | 3,339  % | 3,272  % | 6,100  % |
| 150 | 3,340  % | 5,655  % | 5,165  % | 3,342  % | 3,276  % | 6,096  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,255  %

3,509  %

4,199  %

–0,012  %

0,020  %

3,004  %

2

0,240  %

4,108  %

4,242  %

0,042  %

–0,047  %

3,265  %

3

0,250  %

4,605  %

4,405  %

0,089  %

–0,047  %

3,712  %

4

0,277  %

5,017  %

4,627  %

0,130  %

–0,020  %

4,242  %

5

0,321  %

5,362  %

4,889  %

0,165  %

0,030  %

4,812  %

6

0,379  %

5,634  %

5,121  %

0,195  %

0,100  %

5,408  %

7

0,441  %

5,841  %

5,324  %

0,220  %

0,183  %

5,990  %

8

0,500  %

6,004  %

5,510  %

0,242  %

0,267  %

6,533  %

9

0,552  %

6,119  %

5,685  %

0,261  %

0,346  %

7,024  %

10

0,596  %

6,214  %

5,851  %

0,277  %

0,413  %

7,454  %

11

0,633  %

6,284  %

6,010  %

0,320  %

0,464  %

7,819  %

12

0,668  %

6,331  %

6,160  %

0,388  %

0,506  %

8,124  %

13

0,706  %

6,363  %

6,299  %

0,471  %

0,544  %

8,375  %

14

0,752  %

6,382  %

6,425  %

0,561  %

0,581  %

8,575  %

15

0,806  %

6,391  %

6,538  %

0,655  %

0,619  %

8,726  %

16

0,869  %

6,394  %

6,637  %

0,750  %

0,659  %

8,828  %

17

0,939  %

6,392  %

6,721  %

0,845  %

0,703  %

8,890  %

18

1,012  %

6,385  %

6,789  %

0,937  %

0,752  %

8,920  %

19

1,087  %

6,376  %

6,840  %

1,028  %

0,804  %

8,925  %

20

1,162  %

6,364  %

6,875  %

1,115  %

0,862  %

8,910  %

21

1,236  %

6,350  %

6,892  %

1,199  %

0,925  %

8,879  %

22

1,309  %

6,335  %

6,894  %

1,280  %

0,991  %

8,837  %

23

1,380  %

6,320  %

6,886  %

1,357  %

1,059  %

8,786  %

24

1,448  %

6,304  %

6,868  %

1,431  %

1,127  %

8,728  %

25

1,515  %

6,287  %

6,843  %

1,502  %

1,195  %

8,665  %

26

1,579  %

6,270  %

6,813  %

1,569  %

1,262  %

8,599  %

27

1,641  %

6,254  %

6,780  %

1,634  %

1,328  %

8,532  %

28

1,700  %

6,237  %

6,743  %

1,695  %

1,392  %

8,463  %

29

1,757  %

6,221  %

6,705  %

1,754  %

1,454  %

8,394  %

30

1,811  %

6,205  %

6,665  %

1,810  %

1,515  %

8,325  %

31

1,863  %

6,189  %

6,625  %

1,863  %

1,573  %

8,257  %

32

1,913  %

6,173  %

6,585  %

1,914  %

1,629  %

8,191  %

33

1,961  %

6,158  %

6,544  %

1,963  %

1,683  %

8,125  %

34

2,007  %

6,143  %

6,505  %

2,009  %

1,735  %

8,062  %

35

2,051  %

6,129  %

6,465  %

2,054  %

1,785  %

8,000  %

36

2,093  %

6,115  %

6,427  %

2,096  %

1,833  %

7,940  %

37

2,133  %

6,102  %

6,389  %

2,137  %

1,879  %

7,882  %

38

2,172  %

6,089  %

6,353  %

2,176  %

1,923  %

7,826  %

39

2,209  %

6,076  %

6,317  %

2,213  %

1,966  %

7,772  %

40

2,245  %

6,064  %

6,282  %

2,249  %

2,007  %

7,720  %

41

2,279  %

6,052  %

6,249  %

2,283  %

2,046  %

7,670  %

42

2,312  %

6,040  %

6,216  %

2,316  %

2,084  %

7,622  %

43

2,343  %

6,029  %

6,185  %

2,347  %

2,120  %

7,575  %

44

2,373  %

6,018  %

6,155  %

2,378  %

2,155  %

7,530  %

45

2,402  %

6,008  %

6,125  %

2,407  %

2,189  %

7,487  %

46

2,430  %

5,998  %

6,097  %

2,435  %

2,221  %

7,445  %

47

2,457  %

5,988  %

6,070  %

2,461  %

2,252  %

7,405  %

48

2,483  %

5,979  %

6,044  %

2,487  %

2,282  %

7,366  %

49

2,508  %

5,970  %

6,018  %

2,512  %

2,311  %

7,329  %

50

2,532  %

5,961  %

5,994  %

2,536  %

2,339  %

7,293  %

51

2,555  %

5,952  %

5,970  %

2,559  %

2,366  %

7,259  %

52

2,577  %

5,944  %

5,947  %

2,581  %

2,392  %

7,225  %

53

2,599  %

5,936  %

5,925  %

2,603  %

2,417  %

7,193  %

54

2,620  %

5,928  %

5,903  %

2,624  %

2,441  %

7,162  %

55

2,640  %

5,921  %

5,883  %

2,644  %

2,464  %

7,132  %

56

2,659  %

5,914  %

5,863  %

2,663  %

2,487  %

7,103  %

57

2,678  %

5,907  %

5,843  %

2,682  %

2,508  %

7,075  %

58

2,696  %

5,900  %

5,825  %

2,700  %

2,529  %

7,048  %

59

2,714  %

5,893  %

5,807  %

2,717  %

2,550  %

7,022  %

60

2,731  %

5,887  %

5,789  %

2,734  %

2,570  %

6,996  %

61

2,747  %

5,881  %

5,772  %

2,751  %

2,589  %

6,972  %

62

2,763  %

5,875  %

5,756  %

2,767  %

2,607  %

6,948  %

63

2,779  %

5,869  %

5,740  %

2,782  %

2,625  %

6,925  %

64

2,794  %

5,863  %

5,724  %

2,797  %

2,642  %

6,903  %

65

2,808  %

5,858  %

5,709  %

2,811  %

2,659  %

6,881  %

66

2,822  %

5,853  %

5,695  %

2,825  %

2,676  %

6,860  %

67

2,836  %

5,847  %

5,681  %

2,839  %

2,692  %

6,840  %

68

2,849  %

5,842  %

5,667  %

2,852  %

2,707  %

6,820  %

69

2,862  %

5,837  %

5,654  %

2,865  %

2,722  %

6,801  %

70

2,875  %

5,833  %

5,641  %

2,878  %

2,737  %

6,782  %

71

2,887  %

5,828  %

5,628  %

2,890  %

2,751  %

6,764  %

72

2,899  %

5,823  %

5,616  %

2,902  %

2,764  %

6,746  %

73

2,911  %

5,819  %

5,604  %

2,913  %

2,778  %

6,729  %

74

2,922  %

5,815  %

5,593  %

2,925  %

2,791  %

6,712  %

75

2,933  %

5,811  %

5,581  %

2,936  %

2,804  %

6,696  %

76

2,943  %

5,807  %

5,570  %

2,946  %

2,816  %

6,680  %

77

2,954  %

5,803  %

5,560  %

2,957  %

2,828  %

6,665  %

78

2,964  %

5,799  %

5,549  %

2,967  %

2,840  %

6,650  %

79

2,974  %

5,795  %

5,539  %

2,977  %

2,851  %

6,635  %

80

2,984  %

5,791  %

5,529  %

2,986  %

2,862  %

6,621  %

81

2,993  %

5,788  %

5,520  %

2,996  %

2,873  %

6,607  %

82

3,002  %

5,784  %

5,510  %

3,005  %

2,884  %

6,594  %

83

3,011  %

5,781  %

5,501  %

3,014  %

2,894  %

6,580  %

84

3,020  %

5,777  %

5,492  %

3,022  %

2,904  %

6,567  %

85

3,028  %

5,774  %

5,483  %

3,031  %

2,914  %

6,555  %

86

3,037  %

5,771  %

5,475  %

3,039  %

2,924  %

6,542  %

87

3,045  %

5,768  %

5,466  %

3,047  %

2,934  %

6,530  %

88

3,053  %

5,765  %

5,458  %

3,055  %

2,943  %

6,519  %

89

3,061  %

5,762  %

5,450  %

3,063  %

2,952  %

6,507  %

90

3,068  %

5,759  %

5,442  %

3,071  %

2,961  %

6,496  %

91

3,076  %

5,756  %

5,435  %

3,078  %

2,969  %

6,485  %

92

3,083  %

5,753  %

5,427  %

3,085  %

2,978  %

6,474  %

93

3,090  %

5,751  %

5,420  %

3,093  %

2,986  %

6,464  %

94

3,097  %

5,748  %

5,413  %

3,100  %

2,994  %

6,453  %

95

3,104  %

5,745  %

5,406  %

3,106  %

3,002  %

6,443  %

96

3,111  %

5,743  %

5,399  %

3,113  %

3,010  %

6,433  %

97

3,117  %

5,740  %

5,392  %

3,120  %

3,017  %

6,424  %

98

3,124  %

5,738  %

5,386  %

3,126  %

3,025  %

6,414  %

99

3,130  %

5,735  %

5,379  %

3,132  %

3,032  %

6,405  %

100

3,136  %

5,733  %

5,373  %

3,138  %

3,039  %

6,396  %

101

3,142  %

5,731  %

5,367  %

3,144  %

3,046  %

6,387  %

102

3,148  %

5,728  %

5,361  %

3,150  %

3,053  %

6,378  %

103

3,154  %

5,726  %

5,355  %

3,156  %

3,060  %

6,370  %

104

3,160  %

5,724  %

5,349  %

3,162  %

3,067  %

6,361  %

105

3,165  %

5,722  %

5,343  %

3,167  %

3,073  %

6,353  %

106

3,171  %

5,720  %

5,338  %

3,173  %

3,079  %

6,345  %

107

3,176  %

5,718  %

5,332  %

3,178  %

3,086  %

6,337  %

108

3,182  %

5,716  %

5,327  %

3,184  %

3,092  %

6,329  %

109

3,187  %

5,714  %

5,321  %

3,189  %

3,098  %

6,322  %

110

3,192  %

5,712  %

5,316  %

3,194  %

3,104  %

6,314  %

111

3,197  %

5,710  %

5,311  %

3,199  %

3,109  %

6,307  %

112

3,202  %

5,708  %

5,306  %

3,204  %

3,115  %

6,300  %

113

3,207  %

5,706  %

5,301  %

3,209  %

3,121  %

6,292  %

114

3,212  %

5,704  %

5,296  %

3,213  %

3,126  %

6,285  %

115

3,216  %

5,703  %

5,292  %

3,218  %

3,132  %

6,279  %

116

3,221  %

5,701  %

5,287  %

3,223  %

3,137  %

6,272  %

117

3,225  %

5,699  %

5,282  %

3,227  %

3,142  %

6,265  %

118

3,230  %

5,697  %

5,278  %

3,231  %

3,147  %

6,259  %

119

3,234  %

5,696  %

5,273  %

3,236  %

3,152  %

6,252  %

120

3,238  %

5,694  %

5,269  %

3,240  %

3,157  %

6,246  %

121

3,243  %

5,693  %

5,265  %

3,244  %

3,162  %

6,240  %

122

3,247  %

5,691  %

5,260  %

3,248  %

3,167  %

6,234  %

123

3,251  %

5,689  %

5,256  %

3,253  %

3,172  %

6,228  %

124

3,255  %

5,688  %

5,252  %

3,257  %

3,176  %

6,222  %

125

3,259  %

5,686  %

5,248  %

3,260  %

3,181  %

6,216  %

126

3,263  %

5,685  %

5,244  %

3,264  %

3,186  %

6,210  %

127

3,266  %

5,683  %

5,240  %

3,268  %

3,190  %

6,205  %

128

3,270  %

5,682  %

5,236  %

3,272  %

3,194  %

6,199  %

129

3,274  %

5,681  %

5,233  %

3,276  %

3,199  %

6,194  %

130

3,278  %

5,679  %

5,229  %

3,279  %

3,203  %

6,188  %

131

3,281  %

5,678  %

5,225  %

3,283  %

3,207  %

6,183  %

132

3,285  %

5,677  %

5,222  %

3,286  %

3,211  %

6,178  %

133

3,288  %

5,675  %

5,218  %

3,290  %

3,215  %

6,173  %

134

3,292  %

5,674  %

5,215  %

3,293  %

3,219  %

6,168  %

135

3,295  %

5,673  %

5,211  %

3,297  %

3,223  %

6,163  %

136

3,298  %

5,671  %

5,208  %

3,300  %

3,227  %

6,158  %

137

3,302  %

5,670  %

5,204  %

3,303  %

3,231  %

6,153  %

138

3,305  %

5,669  %

5,201  %

3,306  %

3,234  %

6,148  %

139

3,308  %

5,668  %

5,198  %

3,310  %

3,238  %

6,144  %

140

3,311  %

5,666  %

5,195  %

3,313  %

3,242  %

6,139  %

141

3,314  %

5,665  %

5,191  %

3,316  %

3,245  %

6,135  %

142

3,317  %

5,664  %

5,188  %

3,319  %

3,249  %

6,130  %

143

3,320  %

5,663  %

5,185  %

3,322  %

3,252  %

6,126  %

144

3,323  %

5,662  %

5,182  %

3,325  %

3,256  %

6,121  %

145

3,326  %

5,661  %

5,179  %

3,328  %

3,259  %

6,117  %

146

3,329  %

5,660  %

5,176  %

3,331  %

3,263  %

6,113  %

147

3,332  %

5,659  %

5,173  %

3,334  %

3,266  %

6,109  %

148

3,335  %

5,657  %

5,171  %

3,336  %

3,269  %

6,105  %

149

3,338  %

5,656  %

5,168  %

3,339  %

3,272  %

6,100  %

150

3,340  %

5,655  %

5,165  %

3,342  %

3,276  %

6,096  %

| Term to maturity (in years) | Real | Renminbi- yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,554  % | 2,137  % | 1,410  % | 3,899  % | –0,018  % | 0,368  % |
| 2 | 4,014  % | 2,240  % | 1,571  % | 4,280  % | 0,032  % | 0,421  % |
| 3 | 5,162  % | 2,339  % | 1,730  % | 4,626  % | 0,093  % | 0,471  % |
| 4 | 6,005  % | 2,436  % | 1,864  % | 4,946  % | 0,164  % | 0,512  % |
| 5 | 6,597  % | 2,534  % | 1,983  % | 5,224  % | 0,247  % | 0,542  % |
| 6 | 7,020  % | 2,632  % | 2,095  % | 5,467  % | 0,340  % | 0,557  % |
| 7 | 7,324  % | 2,727  % | 2,208  % | 5,677  % | 0,427  % | 0,577  % |
| 8 | 7,538  % | 2,816  % | 2,325  % | 5,854  % | 0,500  % | 0,611  % |
| 9 | 7,691  % | 2,898  % | 2,445  % | 6,007  % | 0,555  % | 0,638  % |
| 10 | 7,816  % | 2,974  % | 2,570  % | 6,142  % | 0,589  % | 0,641  % |
| 11 | 7,898  % | 3,043  % | 2,696  % | 6,259  % | 0,605  % | 0,617  % |
| 12 | 7,942  % | 3,106  % | 2,823  % | 6,358  % | 0,611  % | 0,578  % |
| 13 | 7,959  % | 3,164  % | 2,947  % | 6,438  % | 0,614  % | 0,538  % |
| 14 | 7,956  % | 3,217  % | 3,068  % | 6,499  % | 0,620  % | 0,501  % |
| 15 | 7,938  % | 3,267  % | 3,187  % | 6,542  % | 0,629  % | 0,474  % |
| 16 | 7,908  % | 3,314  % | 3,303  % | 6,564  % | 0,645  % | 0,458  % |
| 17 | 7,871  % | 3,357  % | 3,413  % | 6,571  % | 0,668  % | 0,455  % |
| 18 | 7,828  % | 3,398  % | 3,515  % | 6,566  % | 0,698  % | 0,464  % |
| 19 | 7,780  % | 3,436  % | 3,606  % | 6,551  % | 0,737  % | 0,487  % |
| 20 | 7,730  % | 3,472  % | 3,684  % | 6,529  % | 0,784  % | 0,524  % |
| 21 | 7,679  % | 3,506  % | 3,749  % | 6,502  % | 0,839  % | 0,573  % |
| 22 | 7,626  % | 3,538  % | 3,801  % | 6,471  % | 0,900  % | 0,631  % |
| 23 | 7,574  % | 3,568  % | 3,844  % | 6,437  % | 0,965  % | 0,696  % |
| 24 | 7,521  % | 3,597  % | 3,878  % | 6,401  % | 1,031  % | 0,764  % |
| 25 | 7,469  % | 3,624  % | 3,906  % | 6,363  % | 1,098  % | 0,834  % |
| 26 | 7,419  % | 3,650  % | 3,928  % | 6,326  % | 1,165  % | 0,905  % |
| 27 | 7,369  % | 3,675  % | 3,945  % | 6,287  % | 1,231  % | 0,976  % |
| 28 | 7,320  % | 3,698  % | 3,959  % | 6,249  % | 1,296  % | 1,046  % |
| 29 | 7,273  % | 3,720  % | 3,969  % | 6,212  % | 1,360  % | 1,114  % |
| 30 | 7,227  % | 3,742  % | 3,977  % | 6,175  % | 1,421  % | 1,181  % |
| 31 | 7,183  % | 3,762  % | 3,982  % | 6,138  % | 1,481  % | 1,247  % |
| 32 | 7,140  % | 3,781  % | 3,986  % | 6,103  % | 1,539  % | 1,310  % |
| 33 | 7,099  % | 3,799  % | 3,988  % | 6,068  % | 1,594  % | 1,371  % |
| 34 | 7,059  % | 3,817  % | 3,990  % | 6,034  % | 1,648  % | 1,430  % |
| 35 | 7,021  % | 3,834  % | 3,990  % | 6,002  % | 1,700  % | 1,487  % |
| 36 | 6,984  % | 3,850  % | 3,989  % | 5,970  % | 1,750  % | 1,542  % |
| 37 | 6,949  % | 3,865  % | 3,988  % | 5,940  % | 1,798  % | 1,595  % |
| 38 | 6,915  % | 3,880  % | 3,986  % | 5,910  % | 1,844  % | 1,646  % |
| 39 | 6,882  % | 3,894  % | 3,984  % | 5,881  % | 1,888  % | 1,695  % |
| 40 | 6,850  % | 3,908  % | 3,981  % | 5,854  % | 1,931  % | 1,742  % |
| 41 | 6,820  % | 3,921  % | 3,979  % | 5,827  % | 1,972  % | 1,787  % |
| 42 | 6,791  % | 3,934  % | 3,976  % | 5,802  % | 2,011  % | 1,830  % |
| 43 | 6,762  % | 3,946  % | 3,972  % | 5,777  % | 2,049  % | 1,872  % |
| 44 | 6,735  % | 3,957  % | 3,969  % | 5,753  % | 2,086  % | 1,912  % |
| 45 | 6,709  % | 3,968  % | 3,966  % | 5,730  % | 2,121  % | 1,951  % |
| 46 | 6,684  % | 3,979  % | 3,963  % | 5,708  % | 2,154  % | 1,988  % |
| 47 | 6,660  % | 3,989  % | 3,959  % | 5,686  % | 2,187  % | 2,024  % |
| 48 | 6,637  % | 3,999  % | 3,956  % | 5,666  % | 2,218  % | 2,059  % |
| 49 | 6,614  % | 4,009  % | 3,953  % | 5,646  % | 2,248  % | 2,092  % |
| 50 | 6,593  % | 4,018  % | 3,949  % | 5,626  % | 2,277  % | 2,124  % |
| 51 | 6,572  % | 4,027  % | 3,946  % | 5,608  % | 2,305  % | 2,155  % |
| 52 | 6,552  % | 4,036  % | 3,943  % | 5,590  % | 2,332  % | 2,185  % |
| 53 | 6,532  % | 4,044  % | 3,940  % | 5,573  % | 2,358  % | 2,214  % |
| 54 | 6,513  % | 4,052  % | 3,937  % | 5,556  % | 2,384  % | 2,242  % |
| 55 | 6,495  % | 4,060  % | 3,934  % | 5,540  % | 2,408  % | 2,268  % |
| 56 | 6,478  % | 4,068  % | 3,931  % | 5,524  % | 2,431  % | 2,294  % |
| 57 | 6,461  % | 4,075  % | 3,928  % | 5,509  % | 2,454  % | 2,319  % |
| 58 | 6,444  % | 4,082  % | 3,925  % | 5,494  % | 2,476  % | 2,344  % |
| 59 | 6,429  % | 4,089  % | 3,922  % | 5,480  % | 2,497  % | 2,367  % |
| 60 | 6,413  % | 4,096  % | 3,920  % | 5,467  % | 2,518  % | 2,390  % |
| 61 | 6,398  % | 4,102  % | 3,917  % | 5,453  % | 2,538  % | 2,412  % |
| 62 | 6,384  % | 4,108  % | 3,914  % | 5,440  % | 2,557  % | 2,433  % |
| 63 | 6,370  % | 4,114  % | 3,912  % | 5,428  % | 2,576  % | 2,454  % |
| 64 | 6,356  % | 4,120  % | 3,909  % | 5,416  % | 2,594  % | 2,474  % |
| 65 | 6,343  % | 4,126  % | 3,907  % | 5,404  % | 2,612  % | 2,493  % |
| 66 | 6,331  % | 4,132  % | 3,905  % | 5,393  % | 2,629  % | 2,512  % |
| 67 | 6,318  % | 4,137  % | 3,903  % | 5,382  % | 2,645  % | 2,530  % |
| 68 | 6,306  % | 4,142  % | 3,900  % | 5,371  % | 2,661  % | 2,548  % |
| 69 | 6,294  % | 4,147  % | 3,898  % | 5,361  % | 2,677  % | 2,565  % |
| 70 | 6,283  % | 4,152  % | 3,896  % | 5,350  % | 2,692  % | 2,582  % |
| 71 | 6,272  % | 4,157  % | 3,894  % | 5,341  % | 2,707  % | 2,599  % |
| 72 | 6,261  % | 4,162  % | 3,892  % | 5,331  % | 2,721  % | 2,614  % |
| 73 | 6,251  % | 4,166  % | 3,890  % | 5,322  % | 2,735  % | 2,630  % |
| 74 | 6,241  % | 4,171  % | 3,888  % | 5,313  % | 2,749  % | 2,645  % |
| 75 | 6,231  % | 4,175  % | 3,887  % | 5,304  % | 2,762  % | 2,660  % |
| 76 | 6,221  % | 4,179  % | 3,885  % | 5,295  % | 2,775  % | 2,674  % |
| 77 | 6,212  % | 4,184  % | 3,883  % | 5,287  % | 2,788  % | 2,688  % |
| 78 | 6,203  % | 4,188  % | 3,881  % | 5,279  % | 2,800  % | 2,701  % |
| 79 | 6,194  % | 4,192  % | 3,880  % | 5,271  % | 2,812  % | 2,714  % |
| 80 | 6,185  % | 4,195  % | 3,878  % | 5,263  % | 2,824  % | 2,727  % |
| 81 | 6,177  % | 4,199  % | 3,877  % | 5,255  % | 2,835  % | 2,740  % |
| 82 | 6,168  % | 4,203  % | 3,875  % | 5,248  % | 2,846  % | 2,752  % |
| 83 | 6,160  % | 4,206  % | 3,873  % | 5,241  % | 2,857  % | 2,764  % |
| 84 | 6,152  % | 4,210  % | 3,872  % | 5,234  % | 2,867  % | 2,776  % |
| 85 | 6,145  % | 4,213  % | 3,871  % | 5,227  % | 2,878  % | 2,787  % |
| 86 | 6,137  % | 4,217  % | 3,869  % | 5,220  % | 2,888  % | 2,798  % |
| 87 | 6,130  % | 4,220  % | 3,868  % | 5,213  % | 2,898  % | 2,809  % |
| 88 | 6,123  % | 4,223  % | 3,866  % | 5,207  % | 2,907  % | 2,820  % |
| 89 | 6,116  % | 4,226  % | 3,865  % | 5,201  % | 2,917  % | 2,830  % |
| 90 | 6,109  % | 4,229  % | 3,864  % | 5,195  % | 2,926  % | 2,840  % |
| 91 | 6,102  % | 4,232  % | 3,863  % | 5,189  % | 2,935  % | 2,850  % |
| 92 | 6,096  % | 4,235  % | 3,861  % | 5,183  % | 2,944  % | 2,860  % |
| 93 | 6,089  % | 4,238  % | 3,860  % | 5,177  % | 2,953  % | 2,870  % |
| 94 | 6,083  % | 4,241  % | 3,859  % | 5,171  % | 2,961  % | 2,879  % |
| 95 | 6,077  % | 4,243  % | 3,858  % | 5,166  % | 2,969  % | 2,888  % |
| 96 | 6,071  % | 4,246  % | 3,857  % | 5,161  % | 2,977  % | 2,897  % |
| 97 | 6,065  % | 4,249  % | 3,856  % | 5,155  % | 2,985  % | 2,906  % |
| 98 | 6,059  % | 4,251  % | 3,855  % | 5,150  % | 2,993  % | 2,914  % |
| 99 | 6,053  % | 4,254  % | 3,854  % | 5,145  % | 3,001  % | 2,923  % |
| 100 | 6,048  % | 4,256  % | 3,853  % | 5,140  % | 3,008  % | 2,931  % |
| 101 | 6,042  % | 4,258  % | 3,852  % | 5,135  % | 3,015  % | 2,939  % |
| 102 | 6,037  % | 4,261  % | 3,851  % | 5,130  % | 3,023  % | 2,947  % |
| 103 | 6,032  % | 4,263  % | 3,850  % | 5,126  % | 3,030  % | 2,955  % |
| 104 | 6,027  % | 4,265  % | 3,849  % | 5,121  % | 3,037  % | 2,962  % |
| 105 | 6,022  % | 4,268  % | 3,848  % | 5,117  % | 3,043  % | 2,970  % |
| 106 | 6,017  % | 4,270  % | 3,847  % | 5,112  % | 3,050  % | 2,977  % |
| 107 | 6,012  % | 4,272  % | 3,846  % | 5,108  % | 3,056  % | 2,984  % |
| 108 | 6,007  % | 4,274  % | 3,845  % | 5,104  % | 3,063  % | 2,991  % |
| 109 | 6,003  % | 4,276  % | 3,844  % | 5,099  % | 3,069  % | 2,998  % |
| 110 | 5,998  % | 4,278  % | 3,843  % | 5,095  % | 3,075  % | 3,005  % |
| 111 | 5,993  % | 4,280  % | 3,842  % | 5,091  % | 3,081  % | 3,012  % |
| 112 | 5,989  % | 4,282  % | 3,842  % | 5,087  % | 3,087  % | 3,018  % |
| 113 | 5,985  % | 4,284  % | 3,841  % | 5,084  % | 3,093  % | 3,025  % |
| 114 | 5,980  % | 4,286  % | 3,840  % | 5,080  % | 3,099  % | 3,031  % |
| 115 | 5,976  % | 4,288  % | 3,839  % | 5,076  % | 3,105  % | 3,037  % |
| 116 | 5,972  % | 4,290  % | 3,838  % | 5,072  % | 3,110  % | 3,044  % |
| 117 | 5,968  % | 4,291  % | 3,838  % | 5,069  % | 3,116  % | 3,050  % |
| 118 | 5,964  % | 4,293  % | 3,837  % | 5,065  % | 3,121  % | 3,055  % |
| 119 | 5,960  % | 4,295  % | 3,836  % | 5,062  % | 3,126  % | 3,061  % |
| 120 | 5,956  % | 4,297  % | 3,835  % | 5,058  % | 3,131  % | 3,067  % |
| 121 | 5,953  % | 4,298  % | 3,835  % | 5,055  % | 3,136  % | 3,073  % |
| 122 | 5,949  % | 4,300  % | 3,834  % | 5,052  % | 3,142  % | 3,078  % |
| 123 | 5,945  % | 4,302  % | 3,833  % | 5,048  % | 3,146  % | 3,084  % |
| 124 | 5,942  % | 4,303  % | 3,833  % | 5,045  % | 3,151  % | 3,089  % |
| 125 | 5,938  % | 4,305  % | 3,832  % | 5,042  % | 3,156  % | 3,094  % |
| 126 | 5,935  % | 4,306  % | 3,831  % | 5,039  % | 3,161  % | 3,099  % |
| 127 | 5,931  % | 4,308  % | 3,831  % | 5,036  % | 3,165  % | 3,105  % |
| 128 | 5,928  % | 4,309  % | 3,830  % | 5,033  % | 3,170  % | 3,110  % |
| 129 | 5,924  % | 4,311  % | 3,829  % | 5,030  % | 3,174  % | 3,115  % |
| 130 | 5,921  % | 4,312  % | 3,829  % | 5,027  % | 3,179  % | 3,119  % |
| 131 | 5,918  % | 4,314  % | 3,828  % | 5,024  % | 3,183  % | 3,124  % |
| 132 | 5,915  % | 4,315  % | 3,828  % | 5,021  % | 3,187  % | 3,129  % |
| 133 | 5,912  % | 4,317  % | 3,827  % | 5,018  % | 3,192  % | 3,134  % |
| 134 | 5,909  % | 4,318  % | 3,827  % | 5,015  % | 3,196  % | 3,138  % |
| 135 | 5,906  % | 4,319  % | 3,826  % | 5,013  % | 3,200  % | 3,143  % |
| 136 | 5,903  % | 4,321  % | 3,825  % | 5,010  % | 3,204  % | 3,147  % |
| 137 | 5,900  % | 4,322  % | 3,825  % | 5,007  % | 3,208  % | 3,152  % |
| 138 | 5,897  % | 4,323  % | 3,824  % | 5,005  % | 3,212  % | 3,156  % |
| 139 | 5,894  % | 4,324  % | 3,824  % | 5,002  % | 3,216  % | 3,160  % |
| 140 | 5,891  % | 4,326  % | 3,823  % | 5,000  % | 3,220  % | 3,164  % |
| 141 | 5,888  % | 4,327  % | 3,823  % | 4,997  % | 3,223  % | 3,168  % |
| 142 | 5,886  % | 4,328  % | 3,822  % | 4,995  % | 3,227  % | 3,173  % |
| 143 | 5,883  % | 4,329  % | 3,822  % | 4,992  % | 3,231  % | 3,177  % |
| 144 | 5,880  % | 4,331  % | 3,821  % | 4,990  % | 3,234  % | 3,181  % |
| 145 | 5,878  % | 4,332  % | 3,821  % | 4,988  % | 3,238  % | 3,184  % |
| 146 | 5,875  % | 4,333  % | 3,820  % | 4,985  % | 3,241  % | 3,188  % |
| 147 | 5,872  % | 4,334  % | 3,820  % | 4,983  % | 3,245  % | 3,192  % |
| 148 | 5,870  % | 4,335  % | 3,819  % | 4,981  % | 3,248  % | 3,196  % |
| 149 | 5,867  % | 4,336  % | 3,819  % | 4,979  % | 3,252  % | 3,200  % |
| 150 | 5,865  % | 4,337  % | 3,818  % | 4,976  % | 3,255  % | 3,203  % |

Term to maturity (in years)

Real

Renminbi- yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

2,554  %

2,137  %

1,410  %

3,899  %

–0,018  %

0,368  %

2

4,014  %

2,240  %

1,571  %

4,280  %

0,032  %

0,421  %

3

5,162  %

2,339  %

1,730  %

4,626  %

0,093  %

0,471  %

4

6,005  %

2,436  %

1,864  %

4,946  %

0,164  %

0,512  %

5

6,597  %

2,534  %

1,983  %

5,224  %

0,247  %

0,542  %

6

7,020  %

2,632  %

2,095  %

5,467  %

0,340  %

0,557  %

7

7,324  %

2,727  %

2,208  %

5,677  %

0,427  %

0,577  %

8

7,538  %

2,816  %

2,325  %

5,854  %

0,500  %

0,611  %

9

7,691  %

2,898  %

2,445  %

6,007  %

0,555  %

0,638  %

10

7,816  %

2,974  %

2,570  %

6,142  %

0,589  %

0,641  %

11

7,898  %

3,043  %

2,696  %

6,259  %

0,605  %

0,617  %

12

7,942  %

3,106  %

2,823  %

6,358  %

0,611  %

0,578  %

13

7,959  %

3,164  %

2,947  %

6,438  %

0,614  %

0,538  %

14

7,956  %

3,217  %

3,068  %

6,499  %

0,620  %

0,501  %

15

7,938  %

3,267  %

3,187  %

6,542  %

0,629  %

0,474  %

16

7,908  %

3,314  %

3,303  %

6,564  %

0,645  %

0,458  %

17

7,871  %

3,357  %

3,413  %

6,571  %

0,668  %

0,455  %

18

7,828  %

3,398  %

3,515  %

6,566  %

0,698  %

0,464  %

19

7,780  %

3,436  %

3,606  %

6,551  %

0,737  %

0,487  %

20

7,730  %

3,472  %

3,684  %

6,529  %

0,784  %

0,524  %

21

7,679  %

3,506  %

3,749  %

6,502  %

0,839  %

0,573  %

22

7,626  %

3,538  %

3,801  %

6,471  %

0,900  %

0,631  %

23

7,574  %

3,568  %

3,844  %

6,437  %

0,965  %

0,696  %

24

7,521  %

3,597  %

3,878  %

6,401  %

1,031  %

0,764  %

25

7,469  %

3,624  %

3,906  %

6,363  %

1,098  %

0,834  %

26

7,419  %

3,650  %

3,928  %

6,326  %

1,165  %

0,905  %

27

7,369  %

3,675  %

3,945  %

6,287  %

1,231  %

0,976  %

28

7,320  %

3,698  %

3,959  %

6,249  %

1,296  %

1,046  %

29

7,273  %

3,720  %

3,969  %

6,212  %

1,360  %

1,114  %

30

7,227  %

3,742  %

3,977  %

6,175  %

1,421  %

1,181  %

31

7,183  %

3,762  %

3,982  %

6,138  %

1,481  %

1,247  %

32

7,140  %

3,781  %

3,986  %

6,103  %

1,539  %

1,310  %

33

7,099  %

3,799  %

3,988  %

6,068  %

1,594  %

1,371  %

34

7,059  %

3,817  %

3,990  %

6,034  %

1,648  %

1,430  %

35

7,021  %

3,834  %

3,990  %

6,002  %

1,700  %

1,487  %

36

6,984  %

3,850  %

3,989  %

5,970  %

1,750  %

1,542  %

37

6,949  %

3,865  %

3,988  %

5,940  %

1,798  %

1,595  %

38

6,915  %

3,880  %

3,986  %

5,910  %

1,844  %

1,646  %

39

6,882  %

3,894  %

3,984  %

5,881  %

1,888  %

1,695  %

40

6,850  %

3,908  %

3,981  %

5,854  %

1,931  %

1,742  %

41

6,820  %

3,921  %

3,979  %

5,827  %

1,972  %

1,787  %

42

6,791  %

3,934  %

3,976  %

5,802  %

2,011  %

1,830  %

43

6,762  %

3,946  %

3,972  %

5,777  %

2,049  %

1,872  %

44

6,735  %

3,957  %

3,969  %

5,753  %

2,086  %

1,912  %

45

6,709  %

3,968  %

3,966  %

5,730  %

2,121  %

1,951  %

46

6,684  %

3,979  %

3,963  %

5,708  %

2,154  %

1,988  %

47

6,660  %

3,989  %

3,959  %

5,686  %

2,187  %

2,024  %

48

6,637  %

3,999  %

3,956  %

5,666  %

2,218  %

2,059  %

49

6,614  %

4,009  %

3,953  %

5,646  %

2,248  %

2,092  %

50

6,593  %

4,018  %

3,949  %

5,626  %

2,277  %

2,124  %

51

6,572  %

4,027  %

3,946  %

5,608  %

2,305  %

2,155  %

52

6,552  %

4,036  %

3,943  %

5,590  %

2,332  %

2,185  %

53

6,532  %

4,044  %

3,940  %

5,573  %

2,358  %

2,214  %

54

6,513  %

4,052  %

3,937  %

5,556  %

2,384  %

2,242  %

55

6,495  %

4,060  %

3,934  %

5,540  %

2,408  %

2,268  %

56

6,478  %

4,068  %

3,931  %

5,524  %

2,431  %

2,294  %

57

6,461  %

4,075  %

3,928  %

5,509  %

2,454  %

2,319  %

58

6,444  %

4,082  %

3,925  %

5,494  %

2,476  %

2,344  %

59

6,429  %

4,089  %

3,922  %

5,480  %

2,497  %

2,367  %

60

6,413  %

4,096  %

3,920  %

5,467  %

2,518  %

2,390  %

61

6,398  %

4,102  %

3,917  %

5,453  %

2,538  %

2,412  %

62

6,384  %

4,108  %

3,914  %

5,440  %

2,557  %

2,433  %

63

6,370  %

4,114  %

3,912  %

5,428  %

2,576  %

2,454  %

64

6,356  %

4,120  %

3,909  %

5,416  %

2,594  %

2,474  %

65

6,343  %

4,126  %

3,907  %

5,404  %

2,612  %

2,493  %

66

6,331  %

4,132  %

3,905  %

5,393  %

2,629  %

2,512  %

67

6,318  %

4,137  %

3,903  %

5,382  %

2,645  %

2,530  %

68

6,306  %

4,142  %

3,900  %

5,371  %

2,661  %

2,548  %

69

6,294  %

4,147  %

3,898  %

5,361  %

2,677  %

2,565  %

70

6,283  %

4,152  %

3,896  %

5,350  %

2,692  %

2,582  %

71

6,272  %

4,157  %

3,894  %

5,341  %

2,707  %

2,599  %

72

6,261  %

4,162  %

3,892  %

5,331  %

2,721  %

2,614  %

73

6,251  %

4,166  %

3,890  %

5,322  %

2,735  %

2,630  %

74

6,241  %

4,171  %

3,888  %

5,313  %

2,749  %

2,645  %

75

6,231  %

4,175  %

3,887  %

5,304  %

2,762  %

2,660  %

76

6,221  %

4,179  %

3,885  %

5,295  %

2,775  %

2,674  %

77

6,212  %

4,184  %

3,883  %

5,287  %

2,788  %

2,688  %

78

6,203  %

4,188  %

3,881  %

5,279  %

2,800  %

2,701  %

79

6,194  %

4,192  %

3,880  %

5,271  %

2,812  %

2,714  %

80

6,185  %

4,195  %

3,878  %

5,263  %

2,824  %

2,727  %

81

6,177  %

4,199  %

3,877  %

5,255  %

2,835  %

2,740  %

82

6,168  %

4,203  %

3,875  %

5,248  %

2,846  %

2,752  %

83

6,160  %

4,206  %

3,873  %

5,241  %

2,857  %

2,764  %

84

6,152  %

4,210  %

3,872  %

5,234  %

2,867  %

2,776  %

85

6,145  %

4,213  %

3,871  %

5,227  %

2,878  %

2,787  %

86

6,137  %

4,217  %

3,869  %

5,220  %

2,888  %

2,798  %

87

6,130  %

4,220  %

3,868  %

5,213  %

2,898  %

2,809  %

88

6,123  %

4,223  %

3,866  %

5,207  %

2,907  %

2,820  %

89

6,116  %

4,226  %

3,865  %

5,201  %

2,917  %

2,830  %

90

6,109  %

4,229  %

3,864  %

5,195  %

2,926  %

2,840  %

91

6,102  %

4,232  %

3,863  %

5,189  %

2,935  %

2,850  %

92

6,096  %

4,235  %

3,861  %

5,183  %

2,944  %

2,860  %

93

6,089  %

4,238  %

3,860  %

5,177  %

2,953  %

2,870  %

94

6,083  %

4,241  %

3,859  %

5,171  %

2,961  %

2,879  %

95

6,077  %

4,243  %

3,858  %

5,166  %

2,969  %

2,888  %

96

6,071  %

4,246  %

3,857  %

5,161  %

2,977  %

2,897  %

97

6,065  %

4,249  %

3,856  %

5,155  %

2,985  %

2,906  %

98

6,059  %

4,251  %

3,855  %

5,150  %

2,993  %

2,914  %

99

6,053  %

4,254  %

3,854  %

5,145  %

3,001  %

2,923  %

100

6,048  %

4,256  %

3,853  %

5,140  %

3,008  %

2,931  %

101

6,042  %

4,258  %

3,852  %

5,135  %

3,015  %

2,939  %

102

6,037  %

4,261  %

3,851  %

5,130  %

3,023  %

2,947  %

103

6,032  %

4,263  %

3,850  %

5,126  %

3,030  %

2,955  %

104

6,027  %

4,265  %

3,849  %

5,121  %

3,037  %

2,962  %

105

6,022  %

4,268  %

3,848  %

5,117  %

3,043  %

2,970  %

106

6,017  %

4,270  %

3,847  %

5,112  %

3,050  %

2,977  %

107

6,012  %

4,272  %

3,846  %

5,108  %

3,056  %

2,984  %

108

6,007  %

4,274  %

3,845  %

5,104  %

3,063  %

2,991  %

109

6,003  %

4,276  %

3,844  %

5,099  %

3,069  %

2,998  %

110

5,998  %

4,278  %

3,843  %

5,095  %

3,075  %

3,005  %

111

5,993  %

4,280  %

3,842  %

5,091  %

3,081  %

3,012  %

112

5,989  %

4,282  %

3,842  %

5,087  %

3,087  %

3,018  %

113

5,985  %

4,284  %

3,841  %

5,084  %

3,093  %

3,025  %

114

5,980  %

4,286  %

3,840  %

5,080  %

3,099  %

3,031  %

115

5,976  %

4,288  %

3,839  %

5,076  %

3,105  %

3,037  %

116

5,972  %

4,290  %

3,838  %

5,072  %

3,110  %

3,044  %

117

5,968  %

4,291  %

3,838  %

5,069  %

3,116  %

3,050  %

118

5,964  %

4,293  %

3,837  %

5,065  %

3,121  %

3,055  %

119

5,960  %

4,295  %

3,836  %

5,062  %

3,126  %

3,061  %

120

5,956  %

4,297  %

3,835  %

5,058  %

3,131  %

3,067  %

121

5,953  %

4,298  %

3,835  %

5,055  %

3,136  %

3,073  %

122

5,949  %

4,300  %

3,834  %

5,052  %

3,142  %

3,078  %

123

5,945  %

4,302  %

3,833  %

5,048  %

3,146  %

3,084  %

124

5,942  %

4,303  %

3,833  %

5,045  %

3,151  %

3,089  %

125

5,938  %

4,305  %

3,832  %

5,042  %

3,156  %

3,094  %

126

5,935  %

4,306  %

3,831  %

5,039  %

3,161  %

3,099  %

127

5,931  %

4,308  %

3,831  %

5,036  %

3,165  %

3,105  %

128

5,928  %

4,309  %

3,830  %

5,033  %

3,170  %

3,110  %

129

5,924  %

4,311  %

3,829  %

5,030  %

3,174  %

3,115  %

130

5,921  %

4,312  %

3,829  %

5,027  %

3,179  %

3,119  %

131

5,918  %

4,314  %

3,828  %

5,024  %

3,183  %

3,124  %

132

5,915  %

4,315  %

3,828  %

5,021  %

3,187  %

3,129  %

133

5,912  %

4,317  %

3,827  %

5,018  %

3,192  %

3,134  %

134

5,909  %

4,318  %

3,827  %

5,015  %

3,196  %

3,138  %

135

5,906  %

4,319  %

3,826  %

5,013  %

3,200  %

3,143  %

136

5,903  %

4,321  %

3,825  %

5,010  %

3,204  %

3,147  %

137

5,900  %

4,322  %

3,825  %

5,007  %

3,208  %

3,152  %

138

5,897  %

4,323  %

3,824  %

5,005  %

3,212  %

3,156  %

139

5,894  %

4,324  %

3,824  %

5,002  %

3,216  %

3,160  %

140

5,891  %

4,326  %

3,823  %

5,000  %

3,220  %

3,164  %

141

5,888  %

4,327  %

3,823  %

4,997  %

3,223  %

3,168  %

142

5,886  %

4,328  %

3,822  %

4,995  %

3,227  %

3,173  %

143

5,883  %

4,329  %

3,822  %

4,992  %

3,231  %

3,177  %

144

5,880  %

4,331  %

3,821  %

4,990  %

3,234  %

3,181  %

145

5,878  %

4,332  %

3,821  %

4,988  %

3,238  %

3,184  %

146

5,875  %

4,333  %

3,820  %

4,985  %

3,241  %

3,188  %

147

5,872  %

4,334  %

3,820  %

4,983  %

3,245  %

3,192  %

148

5,870  %

4,335  %

3,819  %

4,981  %

3,248  %

3,196  %

149

5,867  %

4,336  %

3,819  %

4,979  %

3,252  %

3,200  %

150

5,865  %

4,337  %

3,818  %

4,976  %

3,255  %

3,203  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 12,212  % | 0,027  % | –0,152  % |
| 2 | 12,942  % | 0,031  % | –0,157  % |
| 3 | 13,089  % | 0,051  % | –0,160  % |
| 4 | 13,117  % | 0,095  % | –0,159  % |
| 5 | 13,088  % | 0,158  % | –0,152  % |
| 6 | 13,044  % | 0,235  % | –0,144  % |
| 7 | 13,002  % | 0,315  % | –0,130  % |
| 8 | 12,960  % | 0,391  % | –0,114  % |
| 9 | 12,900  % | 0,468  % | –0,095  % |
| 10 | 12,805  % | 0,531  % | –0,075  % |
| 11 | 12,679  % | 0,592  % | –0,054  % |
| 12 | 12,533  % | 0,648  % | –0,031  % |
| 13 | 12,373  % | 0,693  % | –0,008  % |
| 14 | 12,202  % | 0,731  % | 0,015  % |
| 15 | 12,025  % | 0,764  % | 0,040  % |
| 16 | 11,845  % | 0,795  % | 0,066  % |
| 17 | 11,664  % | 0,824  % | 0,090  % |
| 18 | 11,484  % | 0,849  % | 0,110  % |
| 19 | 11,306  % | 0,869  % | 0,125  % |
| 20 | 11,131  % | 0,885  % | 0,134  % |
| 21 | 10,960  % | 0,897  % | 0,137  % |
| 22 | 10,794  % | 0,906  % | 0,137  % |
| 23 | 10,633  % | 0,914  % | 0,137  % |
| 24 | 10,477  % | 0,923  % | 0,139  % |
| 25 | 10,327  % | 0,934  % | 0,145  % |
| 26 | 10,182  % | 0,946  % | 0,156  % |
| 27 | 10,043  % | 0,957  % | 0,173  % |
| 28 | 9,910  % | 0,963  % | 0,195  % |
| 29 | 9,782  % | 0,963  % | 0,224  % |
| 30 | 9,660  % | 0,954  % | 0,260  % |
| 31 | 9,543  % | 0,936  % | 0,303  % |
| 32 | 9,431  % | 0,913  % | 0,351  % |
| 33 | 9,324  % | 0,886  % | 0,403  % |
| 34 | 9,221  % | 0,858  % | 0,457  % |
| 35 | 9,124  % | 0,831  % | 0,513  % |
| 36 | 9,030  % | 0,807  % | 0,569  % |
| 37 | 8,940  % | 0,784  % | 0,626  % |
| 38 | 8,855  % | 0,765  % | 0,682  % |
| 39 | 8,773  % | 0,749  % | 0,737  % |
| 40 | 8,694  % | 0,737  % | 0,792  % |
| 41 | 8,619  % | 0,729  % | 0,846  % |
| 42 | 8,547  % | 0,725  % | 0,899  % |
| 43 | 8,478  % | 0,724  % | 0,950  % |
| 44 | 8,411  % | 0,726  % | 1,000  % |
| 45 | 8,348  % | 0,733  % | 1,049  % |
| 46 | 8,287  % | 0,742  % | 1,096  % |
| 47 | 8,228  % | 0,755  % | 1,142  % |
| 48 | 8,172  % | 0,772  % | 1,187  % |
| 49 | 8,118  % | 0,792  % | 1,231  % |
| 50 | 8,066  % | 0,816  % | 1,273  % |
| 51 | 8,016  % | 0,842  % | 1,313  % |
| 52 | 7,967  % | 0,872  % | 1,353  % |
| 53 | 7,921  % | 0,904  % | 1,391  % |
| 54 | 7,876  % | 0,937  % | 1,428  % |
| 55 | 7,833  % | 0,971  % | 1,464  % |
| 56 | 7,791  % | 1,007  % | 1,499  % |
| 57 | 7,751  % | 1,042  % | 1,533  % |
| 58 | 7,712  % | 1,078  % | 1,565  % |
| 59 | 7,674  % | 1,114  % | 1,597  % |
| 60 | 7,638  % | 1,149  % | 1,628  % |
| 61 | 7,603  % | 1,185  % | 1,658  % |
| 62 | 7,568  % | 1,220  % | 1,687  % |
| 63 | 7,535  % | 1,255  % | 1,715  % |
| 64 | 7,503  % | 1,289  % | 1,742  % |
| 65 | 7,472  % | 1,323  % | 1,769  % |
| 66 | 7,442  % | 1,356  % | 1,794  % |
| 67 | 7,413  % | 1,388  % | 1,819  % |
| 68 | 7,385  % | 1,420  % | 1,844  % |
| 69 | 7,357  % | 1,451  % | 1,867  % |
| 70 | 7,331  % | 1,482  % | 1,890  % |
| 71 | 7,305  % | 1,512  % | 1,913  % |
| 72 | 7,279  % | 1,541  % | 1,934  % |
| 73 | 7,255  % | 1,570  % | 1,956  % |
| 74 | 7,231  % | 1,598  % | 1,976  % |
| 75 | 7,208  % | 1,625  % | 1,996  % |
| 76 | 7,185  % | 1,652  % | 2,016  % |
| 77 | 7,163  % | 1,679  % | 2,035  % |
| 78 | 7,142  % | 1,704  % | 2,054  % |
| 79 | 7,121  % | 1,729  % | 2,072  % |
| 80 | 7,100  % | 1,754  % | 2,089  % |
| 81 | 7,080  % | 1,778  % | 2,107  % |
| 82 | 7,061  % | 1,801  % | 2,123  % |
| 83 | 7,042  % | 1,824  % | 2,140  % |
| 84 | 7,023  % | 1,847  % | 2,156  % |
| 85 | 7,005  % | 1,869  % | 2,172  % |
| 86 | 6,988  % | 1,890  % | 2,187  % |
| 87 | 6,971  % | 1,911  % | 2,202  % |
| 88 | 6,954  % | 1,932  % | 2,217  % |
| 89 | 6,937  % | 1,952  % | 2,231  % |
| 90 | 6,921  % | 1,971  % | 2,245  % |
| 91 | 6,906  % | 1,991  % | 2,259  % |
| 92 | 6,890  % | 2,010  % | 2,272  % |
| 93 | 6,875  % | 2,028  % | 2,285  % |
| 94 | 6,860  % | 2,046  % | 2,298  % |
| 95 | 6,846  % | 2,064  % | 2,311  % |
| 96 | 6,832  % | 2,081  % | 2,323  % |
| 97 | 6,818  % | 2,098  % | 2,335  % |
| 98 | 6,805  % | 2,115  % | 2,347  % |
| 99 | 6,791  % | 2,131  % | 2,358  % |
| 100 | 6,778  % | 2,147  % | 2,370  % |
| 101 | 6,766  % | 2,163  % | 2,381  % |
| 102 | 6,753  % | 2,179  % | 2,392  % |
| 103 | 6,741  % | 2,194  % | 2,402  % |
| 104 | 6,729  % | 2,208  % | 2,413  % |
| 105 | 6,717  % | 2,223  % | 2,423  % |
| 106 | 6,706  % | 2,237  % | 2,433  % |
| 107 | 6,694  % | 2,251  % | 2,443  % |
| 108 | 6,683  % | 2,265  % | 2,453  % |
| 109 | 6,672  % | 2,279  % | 2,463  % |
| 110 | 6,661  % | 2,292  % | 2,472  % |
| 111 | 6,651  % | 2,305  % | 2,481  % |
| 112 | 6,641  % | 2,318  % | 2,490  % |
| 113 | 6,630  % | 2,330  % | 2,499  % |
| 114 | 6,620  % | 2,343  % | 2,508  % |
| 115 | 6,611  % | 2,355  % | 2,516  % |
| 116 | 6,601  % | 2,367  % | 2,525  % |
| 117 | 6,592  % | 2,379  % | 2,533  % |
| 118 | 6,582  % | 2,390  % | 2,541  % |
| 119 | 6,573  % | 2,401  % | 2,549  % |
| 120 | 6,564  % | 2,413  % | 2,557  % |
| 121 | 6,555  % | 2,424  % | 2,565  % |
| 122 | 6,547  % | 2,434  % | 2,573  % |
| 123 | 6,538  % | 2,445  % | 2,580  % |
| 124 | 6,530  % | 2,455  % | 2,588  % |
| 125 | 6,521  % | 2,466  % | 2,595  % |
| 126 | 6,513  % | 2,476  % | 2,602  % |
| 127 | 6,505  % | 2,486  % | 2,609  % |
| 128 | 6,497  % | 2,496  % | 2,616  % |
| 129 | 6,490  % | 2,505  % | 2,623  % |
| 130 | 6,482  % | 2,515  % | 2,629  % |
| 131 | 6,474  % | 2,524  % | 2,636  % |
| 132 | 6,467  % | 2,533  % | 2,643  % |
| 133 | 6,460  % | 2,543  % | 2,649  % |
| 134 | 6,452  % | 2,551  % | 2,655  % |
| 135 | 6,445  % | 2,560  % | 2,662  % |
| 136 | 6,438  % | 2,569  % | 2,668  % |
| 137 | 6,432  % | 2,578  % | 2,674  % |
| 138 | 6,425  % | 2,586  % | 2,680  % |
| 139 | 6,418  % | 2,594  % | 2,686  % |
| 140 | 6,411  % | 2,603  % | 2,691  % |
| 141 | 6,405  % | 2,611  % | 2,697  % |
| 142 | 6,399  % | 2,619  % | 2,703  % |
| 143 | 6,392  % | 2,627  % | 2,708  % |
| 144 | 6,386  % | 2,634  % | 2,714  % |
| 145 | 6,380  % | 2,642  % | 2,719  % |
| 146 | 6,374  % | 2,649  % | 2,724  % |
| 147 | 6,368  % | 2,657  % | 2,730  % |
| 148 | 6,362  % | 2,664  % | 2,735  % |
| 149 | 6,356  % | 2,672  % | 2,740  % |
| 150 | 6,350  % | 2,679  % | 2,745  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

12,212  %

0,027  %

–0,152  %

2

12,942  %

0,031  %

–0,157  %

3

13,089  %

0,051  %

–0,160  %

4

13,117  %

0,095  %

–0,159  %

5

13,088  %

0,158  %

–0,152  %

6

13,044  %

0,235  %

–0,144  %

7

13,002  %

0,315  %

–0,130  %

8

12,960  %

0,391  %

–0,114  %

9

12,900  %

0,468  %

–0,095  %

10

12,805  %

0,531  %

–0,075  %

11

12,679  %

0,592  %

–0,054  %

12

12,533  %

0,648  %

–0,031  %

13

12,373  %

0,693  %

–0,008  %

14

12,202  %

0,731  %

0,015  %

15

12,025  %

0,764  %

0,040  %

16

11,845  %

0,795  %

0,066  %

17

11,664  %

0,824  %

0,090  %

18

11,484  %

0,849  %

0,110  %

19

11,306  %

0,869  %

0,125  %

20

11,131  %

0,885  %

0,134  %

21

10,960  %

0,897  %

0,137  %

22

10,794  %

0,906  %

0,137  %

23

10,633  %

0,914  %

0,137  %

24

10,477  %

0,923  %

0,139  %

25

10,327  %

0,934  %

0,145  %

26

10,182  %

0,946  %

0,156  %

27

10,043  %

0,957  %

0,173  %

28

9,910  %

0,963  %

0,195  %

29

9,782  %

0,963  %

0,224  %

30

9,660  %

0,954  %

0,260  %

31

9,543  %

0,936  %

0,303  %

32

9,431  %

0,913  %

0,351  %

33

9,324  %

0,886  %

0,403  %

34

9,221  %

0,858  %

0,457  %

35

9,124  %

0,831  %

0,513  %

36

9,030  %

0,807  %

0,569  %

37

8,940  %

0,784  %

0,626  %

38

8,855  %

0,765  %

0,682  %

39

8,773  %

0,749  %

0,737  %

40

8,694  %

0,737  %

0,792  %

41

8,619  %

0,729  %

0,846  %

42

8,547  %

0,725  %

0,899  %

43

8,478  %

0,724  %

0,950  %

44

8,411  %

0,726  %

1,000  %

45

8,348  %

0,733  %

1,049  %

46

8,287  %

0,742  %

1,096  %

47

8,228  %

0,755  %

1,142  %

48

8,172  %

0,772  %

1,187  %

49

8,118  %

0,792  %

1,231  %

50

8,066  %

0,816  %

1,273  %

51

8,016  %

0,842  %

1,313  %

52

7,967  %

0,872  %

1,353  %

53

7,921  %

0,904  %

1,391  %

54

7,876  %

0,937  %

1,428  %

55

7,833  %

0,971  %

1,464  %

56

7,791  %

1,007  %

1,499  %

57

7,751  %

1,042  %

1,533  %

58

7,712  %

1,078  %

1,565  %

59

7,674  %

1,114  %

1,597  %

60

7,638  %

1,149  %

1,628  %

61

7,603  %

1,185  %

1,658  %

62

7,568  %

1,220  %

1,687  %

63

7,535  %

1,255  %

1,715  %

64

7,503  %

1,289  %

1,742  %

65

7,472  %

1,323  %

1,769  %

66

7,442  %

1,356  %

1,794  %

67

7,413  %

1,388  %

1,819  %

68

7,385  %

1,420  %

1,844  %

69

7,357  %

1,451  %

1,867  %

70

7,331  %

1,482  %

1,890  %

71

7,305  %

1,512  %

1,913  %

72

7,279  %

1,541  %

1,934  %

73

7,255  %

1,570  %

1,956  %

74

7,231  %

1,598  %

1,976  %

75

7,208  %

1,625  %

1,996  %

76

7,185  %

1,652  %

2,016  %

77

7,163  %

1,679  %

2,035  %

78

7,142  %

1,704  %

2,054  %

79

7,121  %

1,729  %

2,072  %

80

7,100  %

1,754  %

2,089  %

81

7,080  %

1,778  %

2,107  %

82

7,061  %

1,801  %

2,123  %

83

7,042  %

1,824  %

2,140  %

84

7,023  %

1,847  %

2,156  %

85

7,005  %

1,869  %

2,172  %

86

6,988  %

1,890  %

2,187  %

87

6,971  %

1,911  %

2,202  %

88

6,954  %

1,932  %

2,217  %

89

6,937  %

1,952  %

2,231  %

90

6,921  %

1,971  %

2,245  %

91

6,906  %

1,991  %

2,259  %

92

6,890  %

2,010  %

2,272  %

93

6,875  %

2,028  %

2,285  %

94

6,860  %

2,046  %

2,298  %

95

6,846  %

2,064  %

2,311  %

96

6,832  %

2,081  %

2,323  %

97

6,818  %

2,098  %

2,335  %

98

6,805  %

2,115  %

2,347  %

99

6,791  %

2,131  %

2,358  %

100

6,778  %

2,147  %

2,370  %

101

6,766  %

2,163  %

2,381  %

102

6,753  %

2,179  %

2,392  %

103

6,741  %

2,194  %

2,402  %

104

6,729  %

2,208  %

2,413  %

105

6,717  %

2,223  %

2,423  %

106

6,706  %

2,237  %

2,433  %

107

6,694  %

2,251  %

2,443  %

108

6,683  %

2,265  %

2,453  %

109

6,672  %

2,279  %

2,463  %

110

6,661  %

2,292  %

2,472  %

111

6,651  %

2,305  %

2,481  %

112

6,641  %

2,318  %

2,490  %

113

6,630  %

2,330  %

2,499  %

114

6,620  %

2,343  %

2,508  %

115

6,611  %

2,355  %

2,516  %

116

6,601  %

2,367  %

2,525  %

117

6,592  %

2,379  %

2,533  %

118

6,582  %

2,390  %

2,541  %

119

6,573  %

2,401  %

2,549  %

120

6,564  %

2,413  %

2,557  %

121

6,555  %

2,424  %

2,565  %

122

6,547  %

2,434  %

2,573  %

123

6,538  %

2,445  %

2,580  %

124

6,530  %

2,455  %

2,588  %

125

6,521  %

2,466  %

2,595  %

126

6,513  %

2,476  %

2,602  %

127

6,505  %

2,486  %

2,609  %

128

6,497  %

2,496  %

2,616  %

129

6,490  %

2,505  %

2,623  %

130

6,482  %

2,515  %

2,629  %

131

6,474  %

2,524  %

2,636  %

132

6,467  %

2,533  %

2,643  %

133

6,460  %

2,543  %

2,649  %

134

6,452  %

2,551  %

2,655  %

135

6,445  %

2,560  %

2,662  %

136

6,438  %

2,569  %

2,668  %

137

6,432  %

2,578  %

2,674  %

138

6,425  %

2,586  %

2,680  %

139

6,418  %

2,594  %

2,686  %

140

6,411  %

2,603  %

2,691  %

141

6,405  %

2,611  %

2,697  %

142

6,399  %

2,619  %

2,703  %

143

6,392  %

2,627  %

2,708  %

144

6,386  %

2,634  %

2,714  %

145

6,380  %

2,642  %

2,719  %

146

6,374  %

2,649  %

2,724  %

147

6,368  %

2,657  %

2,730  %

148

6,362  %

2,664  %

2,735  %

149

6,356  %

2,672  %

2,740  %

150

6,350  %

2,679  %

2,745  %

---

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 | 24 | 1 |
| 2 | 0 | 0 | 38 | 5 | 0 | 40 | 0 |
| 3 | 0 | 1 | 43 | 5 | 1 | 46 | 0 |
| 4 | 0 | 2 | 46 | 5 | 3 | 47 | 0 |
| 5 | 0 | 4 | 51 | 5 | 4 | 50 | 0 |
| 6 | 1 | 5 | 53 | 5 | 6 | 52 | 0 |
| 7 | 2 | 5 | 56 | 5 | 9 | 53 | 0 |
| 8 | 2 | 6 | 58 | 5 | 11 | 53 | 0 |
| 9 | 3 | 7 | 60 | 5 | 12 | 50 | 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

24

1

2

0

0

38

5

0

40

0

3

0

1

43

5

1

46

0

4

0

2

46

5

3

47

0

5

0

4

51

5

4

50

0

6

1

5

53

5

6

52

0

7

2

5

56

5

9

53

0

8

2

6

58

5

11

53

0

9

3

7

60

5

12

50

0

10

3

8

62

5

13

50

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 385 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 239 | 4 | 22 |
| 3 | 1 | 0 | 0 | 0 | 212 | 4 | 24 |
| 4 | 2 | 0 | 0 | 0 | 185 | 4 | 25 |
| 5 | 4 | 0 | 0 | 0 | 170 | 4 | 27 |
| 6 | 5 | 0 | 0 | 0 | 167 | 4 | 28 |
| 7 | 5 | 0 | 0 | 0 | 164 | 4 | 29 |
| 8 | 6 | 0 | 1 | 0 | 168 | 2 | 30 |
| 9 | 7 | 0 | 2 | 0 | 170 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 172 | 4 | 30 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

385

4

16

2

0

0

0

0

239

4

22

3

1

0

0

0

212

4

24

4

2

0

0

0

185

4

25

5

4

0

0

0

170

4

27

6

5

0

0

0

167

4

28

7

5

0

0

0

164

4

29

8

6

0

1

0

168

2

30

9

7

0

2

0

170

1

30

10

8

0

3

0

172

4

30

| 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 | 24 | 0 | 4 |
| 4 | 22 | 16 | 17 | 0 | 25 | 0 | 4 |
| 5 | 24 | 18 | 19 | 0 | 27 | 0 | 4 |
| 6 | 25 | 19 | 20 | 0 | 28 | 0 | 4 |
| 7 | 27 | 20 | 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 | 30 | 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

24

0

4

4

22

16

17

0

25

0

4

5

24

18

19

0

27

0

4

6

25

19

20

0

28

0

4

7

27

20

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

30

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 24 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 40 | 17 | 15 | 21 | 11 | 0 | 0 |
| 3 | 46 | 19 | 18 | 25 | 15 | 0 | 0 |
| 4 | 47 | 20 | 19 | 29 | 17 | 0 | 0 |
| 5 | 50 | 21 | 20 | 33 | 19 | 0 | 0 |
| 6 | 52 | 23 | 22 | 36 | 20 | 0 | 0 |
| 7 | 53 | 24 | 23 | 38 | 22 | 0 | 0 |
| 8 | 53 | 26 | 24 | 39 | 23 | 0 | 0 |
| 9 | 50 | 27 | 24 | 40 | 24 | 0 | 0 |
| 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

24

9

12

18

5

0

0

2

40

17

15

21

11

0

0

3

46

19

18

25

15

0

0

4

47

20

19

29

17

0

0

5

50

21

20

33

19

0

0

6

52

23

22

36

20

0

0

7

53

24

23

38

22

0

0

8

53

26

24

39

23

0

0

9

50

27

24

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 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 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 | 40 | 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

28

0

10

0

0

10

4

3

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

40

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 | 9 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 8 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 9 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 11 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 12 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 13 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 14 | 16 | 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

9

14

0

4

5

0

1

0

8

15

0

4

6

0

5

0

9

15

0

4

7

0

7

0

11

16

0

4

8

0

11

0

12

16

0

4

9

0

17

0

13

16

0

4

10

0

17

0

14

16

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 | 44 | 117 | 231 | 545 | 1 183 |
| 2 | 6 | 20 | 44 | 117 | 231 | 545 | 952 |
| 3 | 8 | 22 | 45 | 111 | 227 | 542 | 777 |
| 4 | 9 | 25 | 48 | 113 | 226 | 541 | 643 |
| 5 | 10 | 27 | 53 | 116 | 226 | 541 | 541 |
| 6 | 11 | 29 | 57 | 121 | 226 | 541 | 541 |
| 7 | 12 | 32 | 59 | 124 | 226 | 541 | 541 |
| 8 | 12 | 32 | 58 | 122 | 226 | 541 | 541 |
| 9 | 13 | 33 | 58 | 122 | 226 | 541 | 541 |
| 10 | 13 | 35 | 59 | 122 | 226 | 541 | 541 |
| 11 | 14 | 36 | 59 | 122 | 226 | 541 | 541 |
| 12 | 14 | 36 | 59 | 122 | 226 | 541 | 541 |
| 13 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 14 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 15 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 16 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 17 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 18 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 19 | 15 | 37 | 59 | 122 | 226 | 541 | 541 |
| 20 | 16 | 37 | 59 | 122 | 226 | 541 | 541 |
| 21 | 16 | 37 | 59 | 122 | 226 | 541 | 541 |
| 22 | 17 | 37 | 59 | 122 | 226 | 541 | 541 |
| 23 | 17 | 37 | 59 | 122 | 226 | 541 | 541 |
| 24 | 18 | 37 | 59 | 122 | 226 | 541 | 541 |
| 25 | 18 | 37 | 59 | 122 | 226 | 541 | 541 |
| 26 | 20 | 37 | 59 | 122 | 226 | 541 | 541 |
| 27 | 21 | 37 | 59 | 122 | 226 | 541 | 541 |
| 28 | 21 | 37 | 59 | 122 | 226 | 541 | 541 |
| 29 | 22 | 37 | 59 | 122 | 226 | 541 | 541 |
| 30 | 22 | 37 | 59 | 122 | 226 | 541 | 541 |

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

117

231

545

1 183

2

6

20

44

117

231

545

952

3

8

22

45

111

227

542

777

4

9

25

48

113

226

541

643

5

10

27

53

116

226

541

541

6

11

29

57

121

226

541

541

7

12

32

59

124

226

541

541

8

12

32

58

122

226

541

541

9

13

33

58

122

226

541

541

10

13

35

59

122

226

541

541

11

14

36

59

122

226

541

541

12

14

36

59

122

226

541

541

13

15

37

59

122

226

541

541

14

15

37

59

122

226

541

541

15

15

37

59

122

226

541

541

16

15

37

59

122

226

541

541

17

15

37

59

122

226

541

541

18

15

37

59

122

226

541

541

19

15

37

59

122

226

541

541

20

16

37

59

122

226

541

541

21

16

37

59

122

226

541

541

22

17

37

59

122

226

541

541

23

17

37

59

122

226

541

541

24

18

37

59

122

226

541

541

25

18

37

59

122

226

541

541

26

20

37

59

122

226

541

541

27

21

37

59

122

226

541

541

28

21

37

59

122

226

541

541

29

22

37

59

122

226

541

541

30

22

37

59

122

226

541

541

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 | 238 | 553 | 1 199 |
| 2 | 16 | 29 | 54 | 127 | 240 | 554 | 965 |
| 3 | 17 | 32 | 55 | 120 | 237 | 551 | 788 |
| 4 | 18 | 34 | 57 | 122 | 235 | 550 | 653 |
| 5 | 19 | 36 | 62 | 125 | 235 | 549 | 549 |
| 6 | 19 | 38 | 65 | 129 | 234 | 549 | 549 |
| 7 | 20 | 39 | 66 | 131 | 233 | 548 | 548 |
| 8 | 19 | 39 | 65 | 129 | 233 | 547 | 547 |
| 9 | 19 | 40 | 65 | 128 | 232 | 547 | 547 |
| 10 | 19 | 40 | 64 | 127 | 232 | 546 | 546 |
| 11 | 19 | 41 | 64 | 127 | 231 | 546 | 546 |
| 12 | 19 | 41 | 64 | 126 | 231 | 545 | 545 |
| 13 | 19 | 41 | 63 | 126 | 230 | 545 | 545 |
| 14 | 18 | 41 | 62 | 125 | 230 | 544 | 544 |
| 15 | 18 | 40 | 62 | 125 | 229 | 544 | 544 |
| 16 | 17 | 40 | 61 | 124 | 229 | 543 | 543 |
| 17 | 17 | 40 | 61 | 124 | 229 | 543 | 543 |
| 18 | 17 | 40 | 61 | 124 | 228 | 543 | 543 |
| 19 | 17 | 40 | 61 | 124 | 229 | 543 | 543 |
| 20 | 18 | 40 | 62 | 125 | 229 | 543 | 543 |
| 21 | 18 | 40 | 62 | 125 | 229 | 544 | 544 |
| 22 | 18 | 41 | 62 | 125 | 229 | 544 | 544 |
| 23 | 18 | 41 | 62 | 125 | 230 | 544 | 544 |
| 24 | 18 | 41 | 62 | 125 | 230 | 544 | 544 |
| 25 | 20 | 41 | 62 | 125 | 230 | 544 | 544 |
| 26 | 20 | 41 | 62 | 125 | 230 | 544 | 544 |
| 27 | 21 | 41 | 62 | 125 | 230 | 544 | 544 |
| 28 | 21 | 41 | 62 | 125 | 230 | 544 | 544 |
| 29 | 22 | 41 | 62 | 125 | 230 | 544 | 544 |
| 30 | 22 | 41 | 62 | 125 | 229 | 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

14

27

52

125

238

553

1 199

2

16

29

54

127

240

554

965

3

17

32

55

120

237

551

788

4

18

34

57

122

235

550

653

5

19

36

62

125

235

549

549

6

19

38

65

129

234

549

549

7

20

39

66

131

233

548

548

8

19

39

65

129

233

547

547

9

19

40

65

128

232

547

547

10

19

40

64

127

232

546

546

11

19

41

64

127

231

546

546

12

19

41

64

126

231

545

545

13

19

41

63

126

230

545

545

14

18

41

62

125

230

544

544

15

18

40

62

125

229

544

544

16

17

40

61

124

229

543

543

17

17

40

61

124

229

543

543

18

17

40

61

124

228

543

543

19

17

40

61

124

229

543

543

20

18

40

62

125

229

543

543

21

18

40

62

125

229

544

544

22

18

41

62

125

229

544

544

23

18

41

62

125

230

544

544

24

18

41

62

125

230

544

544

25

20

41

62

125

230

544

544

26

20

41

62

125

230

544

544

27

21

41

62

125

230

544

544

28

21

41

62

125

230

544

544

29

22

41

62

125

230

544

544

30

22

41

62

125

229

544

544

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 | 117 | 231 | 545 | 1 183 |
| 2 | 6 | 20 | 44 | 117 | 231 | 545 | 952 |
| 3 | 7 | 22 | 45 | 111 | 227 | 541 | 776 |
| 4 | 9 | 25 | 48 | 113 | 226 | 540 | 643 |
| 5 | 10 | 27 | 53 | 116 | 226 | 540 | 541 |
| 6 | 11 | 29 | 57 | 121 | 226 | 540 | 540 |
| 7 | 12 | 32 | 58 | 123 | 226 | 540 | 540 |
| 8 | 12 | 32 | 58 | 122 | 226 | 540 | 540 |
| 9 | 12 | 33 | 58 | 121 | 226 | 540 | 540 |
| 10 | 13 | 34 | 58 | 121 | 226 | 540 | 540 |
| 11 | 14 | 35 | 59 | 122 | 226 | 540 | 540 |
| 12 | 14 | 36 | 59 | 122 | 226 | 540 | 540 |
| 13 | 14 | 37 | 59 | 122 | 226 | 540 | 540 |
| 14 | 15 | 37 | 59 | 122 | 226 | 540 | 540 |
| 15 | 15 | 37 | 59 | 122 | 226 | 540 | 540 |
| 16 | 15 | 37 | 59 | 122 | 226 | 540 | 540 |
| 17 | 14 | 37 | 59 | 122 | 226 | 540 | 540 |
| 18 | 14 | 37 | 59 | 122 | 226 | 540 | 540 |
| 19 | 14 | 37 | 59 | 122 | 226 | 540 | 540 |
| 20 | 16 | 37 | 59 | 122 | 226 | 540 | 540 |
| 21 | 16 | 37 | 59 | 122 | 226 | 540 | 540 |
| 22 | 17 | 37 | 59 | 122 | 226 | 540 | 540 |
| 23 | 17 | 37 | 59 | 122 | 226 | 540 | 540 |
| 24 | 18 | 37 | 59 | 122 | 226 | 540 | 540 |
| 25 | 18 | 37 | 59 | 122 | 226 | 540 | 540 |
| 26 | 20 | 37 | 59 | 122 | 226 | 540 | 540 |
| 27 | 21 | 37 | 59 | 122 | 226 | 540 | 540 |
| 28 | 21 | 37 | 59 | 122 | 226 | 540 | 540 |
| 29 | 22 | 37 | 59 | 122 | 226 | 540 | 540 |
| 30 | 22 | 37 | 59 | 122 | 226 | 540 | 540 |

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

117

231

545

1 183

2

6

20

44

117

231

545

952

3

7

22

45

111

227

541

776

4

9

25

48

113

226

540

643

5

10

27

53

116

226

540

541

6

11

29

57

121

226

540

540

7

12

32

58

123

226

540

540

8

12

32

58

122

226

540

540

9

12

33

58

121

226

540

540

10

13

34

58

121

226

540

540

11

14

35

59

122

226

540

540

12

14

36

59

122

226

540

540

13

14

37

59

122

226

540

540

14

15

37

59

122

226

540

540

15

15

37

59

122

226

540

540

16

15

37

59

122

226

540

540

17

14

37

59

122

226

540

540

18

14

37

59

122

226

540

540

19

14

37

59

122

226

540

540

20

16

37

59

122

226

540

540

21

16

37

59

122

226

540

540

22

17

37

59

122

226

540

540

23

17

37

59

122

226

540

540

24

18

37

59

122

226

540

540

25

18

37

59

122

226

540

540

26

20

37

59

122

226

540

540

27

21

37

59

122

226

540

540

28

21

37

59

122

226

540

540

29

22

37

59

122

226

540

540

30

22

37

59

122

226

540

540

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 | 79 | 93 | 117 | 190 | 303 | 618 | 1 208 |
| 2 | 76 | 89 | 114 | 187 | 300 | 614 | 975 |
| 3 | 79 | 94 | 117 | 183 | 299 | 613 | 798 |
| 4 | 78 | 94 | 118 | 183 | 296 | 610 | 663 |
| 5 | 78 | 95 | 121 | 184 | 294 | 608 | 608 |
| 6 | 77 | 95 | 123 | 187 | 292 | 607 | 607 |
| 7 | 76 | 96 | 123 | 188 | 290 | 605 | 605 |
| 8 | 75 | 95 | 121 | 185 | 289 | 604 | 604 |
| 9 | 75 | 95 | 120 | 184 | 288 | 603 | 603 |
| 10 | 72 | 93 | 117 | 180 | 284 | 599 | 599 |
| 11 | 70 | 92 | 115 | 178 | 282 | 597 | 597 |
| 12 | 69 | 91 | 113 | 176 | 281 | 595 | 595 |
| 13 | 68 | 91 | 113 | 176 | 280 | 594 | 594 |
| 14 | 68 | 91 | 112 | 175 | 280 | 594 | 594 |
| 15 | 68 | 90 | 112 | 175 | 279 | 594 | 594 |
| 16 | 67 | 90 | 111 | 174 | 279 | 593 | 593 |
| 17 | 67 | 89 | 111 | 174 | 278 | 593 | 593 |
| 18 | 66 | 89 | 110 | 173 | 278 | 592 | 592 |
| 19 | 66 | 88 | 110 | 173 | 277 | 591 | 591 |
| 20 | 65 | 88 | 109 | 172 | 276 | 591 | 591 |
| 21 | 64 | 87 | 108 | 171 | 276 | 590 | 590 |
| 22 | 63 | 86 | 108 | 171 | 275 | 589 | 589 |
| 23 | 63 | 85 | 107 | 170 | 274 | 588 | 588 |
| 24 | 62 | 84 | 106 | 169 | 273 | 587 | 587 |
| 25 | 61 | 83 | 105 | 168 | 272 | 586 | 586 |
| 26 | 60 | 82 | 104 | 167 | 271 | 585 | 585 |
| 27 | 58 | 81 | 103 | 165 | 270 | 584 | 584 |
| 28 | 57 | 80 | 102 | 164 | 269 | 583 | 583 |
| 29 | 56 | 79 | 101 | 163 | 268 | 582 | 582 |
| 30 | 55 | 78 | 99 | 162 | 267 | 581 | 581 |

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

79

93

117

190

303

618

1 208

2

76

89

114

187

300

614

975

3

79

94

117

183

299

613

798

4

78

94

118

183

296

610

663

5

78

95

121

184

294

608

608

6

77

95

123

187

292

607

607

7

76

96

123

188

290

605

605

8

75

95

121

185

289

604

604

9

75

95

120

184

288

603

603

10

72

93

117

180

284

599

599

11

70

92

115

178

282

597

597

12

69

91

113

176

281

595

595

13

68

91

113

176

280

594

594

14

68

91

112

175

280

594

594

15

68

90

112

175

279

594

594

16

67

90

111

174

279

593

593

17

67

89

111

174

278

593

593

18

66

89

110

173

278

592

592

19

66

88

110

173

277

591

591

20

65

88

109

172

276

591

591

21

64

87

108

171

276

590

590

22

63

86

108

171

275

589

589

23

63

85

107

170

274

588

588

24

62

84

106

169

273

587

587

25

61

83

105

168

272

586

586

26

60

82

104

167

271

585

585

27

58

81

103

165

270

584

584

28

57

80

102

164

269

583

583

29

56

79

101

163

268

582

582

30

55

78

99

162

267

581

581

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 | 121 | 234 | 549 | 1 191 |
| 2 | 12 | 26 | 50 | 123 | 236 | 551 | 959 |
| 3 | 14 | 29 | 52 | 117 | 234 | 548 | 782 |
| 4 | 16 | 32 | 55 | 120 | 233 | 548 | 648 |
| 5 | 17 | 35 | 60 | 124 | 233 | 548 | 548 |
| 6 | 18 | 37 | 64 | 128 | 233 | 548 | 548 |
| 7 | 19 | 39 | 65 | 130 | 233 | 547 | 547 |
| 8 | 19 | 39 | 65 | 129 | 233 | 547 | 547 |
| 9 | 19 | 39 | 64 | 128 | 232 | 547 | 547 |
| 10 | 19 | 40 | 64 | 127 | 232 | 546 | 546 |
| 11 | 19 | 41 | 64 | 127 | 231 | 546 | 546 |
| 12 | 19 | 42 | 64 | 127 | 231 | 546 | 546 |
| 13 | 20 | 42 | 64 | 127 | 231 | 546 | 546 |
| 14 | 20 | 42 | 64 | 127 | 231 | 545 | 545 |
| 15 | 20 | 42 | 64 | 127 | 231 | 545 | 545 |
| 16 | 19 | 42 | 63 | 126 | 231 | 545 | 545 |
| 17 | 19 | 42 | 63 | 126 | 231 | 545 | 545 |
| 18 | 19 | 42 | 64 | 126 | 231 | 545 | 545 |
| 19 | 20 | 42 | 64 | 127 | 231 | 545 | 545 |
| 20 | 20 | 43 | 64 | 127 | 231 | 546 | 546 |
| 21 | 20 | 43 | 65 | 127 | 232 | 546 | 546 |
| 22 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 23 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 24 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 25 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 26 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 27 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 28 | 21 | 43 | 65 | 128 | 232 | 547 | 547 |
| 29 | 22 | 43 | 65 | 128 | 232 | 547 | 547 |
| 30 | 22 | 43 | 65 | 128 | 232 | 546 | 546 |

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

121

234

549

1 191

2

12

26

50

123

236

551

959

3

14

29

52

117

234

548

782

4

16

32

55

120

233

548

648

5

17

35

60

124

233

548

548

6

18

37

64

128

233

548

548

7

19

39

65

130

233

547

547

8

19

39

65

129

233

547

547

9

19

39

64

128

232

547

547

10

19

40

64

127

232

546

546

11

19

41

64

127

231

546

546

12

19

42

64

127

231

546

546

13

20

42

64

127

231

546

546

14

20

42

64

127

231

545

545

15

20

42

64

127

231

545

545

16

19

42

63

126

231

545

545

17

19

42

63

126

231

545

545

18

19

42

64

126

231

545

545

19

20

42

64

127

231

545

545

20

20

43

64

127

231

546

546

21

20

43

65

127

232

546

546

22

21

43

65

128

232

547

547

23

21

43

65

128

232

547

547

24

21

43

65

128

232

547

547

25

21

43

65

128

232

547

547

26

21

43

65

128

232

547

547

27

21

43

65

128

232

547

547

28

21

43

65

128

232

547

547

29

22

43

65

128

232

547

547

30

22

43

65

128

232

546

546

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 | 62 | 87 | 160 | 273 | 588 | 1 193 |
| 2 | 52 | 66 | 90 | 163 | 277 | 591 | 961 |
| 3 | 58 | 73 | 96 | 161 | 277 | 592 | 785 |
| 4 | 61 | 77 | 101 | 166 | 279 | 593 | 651 |
| 5 | 63 | 81 | 107 | 170 | 279 | 594 | 594 |
| 6 | 65 | 83 | 110 | 174 | 279 | 594 | 594 |
| 7 | 65 | 85 | 111 | 176 | 279 | 593 | 593 |
| 8 | 64 | 84 | 110 | 174 | 278 | 592 | 592 |
| 9 | 63 | 84 | 109 | 172 | 277 | 591 | 591 |
| 10 | 62 | 84 | 108 | 171 | 275 | 590 | 590 |
| 11 | 62 | 84 | 107 | 170 | 274 | 588 | 588 |
| 12 | 61 | 83 | 105 | 168 | 272 | 587 | 587 |
| 13 | 60 | 82 | 104 | 167 | 271 | 586 | 586 |
| 14 | 59 | 81 | 103 | 166 | 270 | 584 | 584 |
| 15 | 57 | 80 | 102 | 164 | 269 | 583 | 583 |
| 16 | 57 | 79 | 101 | 164 | 268 | 582 | 582 |
| 17 | 56 | 78 | 100 | 163 | 267 | 582 | 582 |
| 18 | 55 | 78 | 99 | 162 | 266 | 581 | 581 |
| 19 | 54 | 77 | 99 | 162 | 266 | 580 | 580 |
| 20 | 54 | 77 | 98 | 161 | 265 | 580 | 580 |
| 21 | 53 | 76 | 97 | 160 | 265 | 579 | 579 |
| 22 | 53 | 75 | 97 | 160 | 264 | 579 | 579 |
| 23 | 52 | 74 | 96 | 159 | 263 | 578 | 578 |
| 24 | 51 | 74 | 95 | 158 | 262 | 577 | 577 |
| 25 | 50 | 73 | 94 | 157 | 262 | 576 | 576 |
| 26 | 49 | 72 | 94 | 156 | 261 | 575 | 575 |
| 27 | 49 | 71 | 93 | 156 | 260 | 574 | 574 |
| 28 | 48 | 70 | 92 | 155 | 259 | 574 | 574 |
| 29 | 47 | 70 | 91 | 154 | 258 | 573 | 573 |
| 30 | 46 | 69 | 90 | 153 | 257 | 572 | 572 |

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

62

87

160

273

588

1 193

2

52

66

90

163

277

591

961

3

58

73

96

161

277

592

785

4

61

77

101

166

279

593

651

5

63

81

107

170

279

594

594

6

65

83

110

174

279

594

594

7

65

85

111

176

279

593

593

8

64

84

110

174

278

592

592

9

63

84

109

172

277

591

591

10

62

84

108

171

275

590

590

11

62

84

107

170

274

588

588

12

61

83

105

168

272

587

587

13

60

82

104

167

271

586

586

14

59

81

103

166

270

584

584

15

57

80

102

164

269

583

583

16

57

79

101

164

268

582

582

17

56

78

100

163

267

582

582

18

55

78

99

162

266

581

581

19

54

77

99

162

266

580

580

20

54

77

98

161

265

580

580

21

53

76

97

160

265

579

579

22

53

75

97

160

264

579

579

23

52

74

96

159

263

578

578

24

51

74

95

158

262

577

577

25

50

73

94

157

262

576

576

26

49

72

94

156

261

575

575

27

49

71

93

156

260

574

574

28

48

70

92

155

259

574

574

29

47

70

91

154

258

573

573

30

46

69

90

153

257

572

572

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 | 43 | 117 | 230 | 544 | 1 183 |
| 2 | 6 | 19 | 43 | 117 | 230 | 544 | 951 |
| 3 | 7 | 21 | 45 | 110 | 226 | 541 | 776 |
| 4 | 8 | 24 | 47 | 112 | 225 | 540 | 643 |
| 5 | 9 | 26 | 52 | 115 | 225 | 540 | 541 |
| 6 | 10 | 29 | 56 | 120 | 225 | 540 | 540 |
| 7 | 12 | 31 | 58 | 123 | 225 | 540 | 540 |
| 8 | 12 | 32 | 57 | 121 | 225 | 540 | 540 |
| 9 | 12 | 32 | 57 | 121 | 225 | 540 | 540 |
| 10 | 12 | 34 | 58 | 121 | 225 | 540 | 540 |
| 11 | 13 | 35 | 58 | 121 | 225 | 540 | 540 |
| 12 | 13 | 36 | 58 | 121 | 225 | 540 | 540 |
| 13 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 14 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 15 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 16 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 17 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 18 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 19 | 14 | 36 | 58 | 121 | 225 | 540 | 540 |
| 20 | 16 | 36 | 58 | 121 | 225 | 540 | 540 |
| 21 | 16 | 36 | 58 | 121 | 225 | 540 | 540 |
| 22 | 17 | 36 | 58 | 121 | 225 | 540 | 540 |
| 23 | 17 | 36 | 58 | 121 | 225 | 540 | 540 |
| 24 | 18 | 36 | 58 | 121 | 225 | 540 | 540 |
| 25 | 18 | 36 | 58 | 121 | 225 | 540 | 540 |
| 26 | 20 | 36 | 58 | 121 | 225 | 540 | 540 |
| 27 | 21 | 36 | 58 | 121 | 225 | 540 | 540 |
| 28 | 21 | 37 | 58 | 121 | 225 | 540 | 540 |
| 29 | 22 | 37 | 58 | 121 | 225 | 540 | 540 |
| 30 | 22 | 37 | 58 | 121 | 225 | 540 | 540 |

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

43

117

230

544

1 183

2

6

19

43

117

230

544

951

3

7

21

45

110

226

541

776

4

8

24

47

112

225

540

643

5

9

26

52

115

225

540

541

6

10

29

56

120

225

540

540

7

12

31

58

123

225

540

540

8

12

32

57

121

225

540

540

9

12

32

57

121

225

540

540

10

12

34

58

121

225

540

540

11

13

35

58

121

225

540

540

12

13

36

58

121

225

540

540

13

14

36

58

121

225

540

540

14

14

36

58

121

225

540

540

15

14

36

58

121

225

540

540

16

14

36

58

121

225

540

540

17

14

36

58

121

225

540

540

18

14

36

58

121

225

540

540

19

14

36

58

121

225

540

540

20

16

36

58

121

225

540

540

21

16

36

58

121

225

540

540

22

17

36

58

121

225

540

540

23

17

36

58

121

225

540

540

24

18

36

58

121

225

540

540

25

18

36

58

121

225

540

540

26

20

36

58

121

225

540

540

27

21

36

58

121

225

540

540

28

21

37

58

121

225

540

540

29

22

37

58

121

225

540

540

30

22

37

58

121

225

540

540

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 | 249 | 563 | 1 193 |
| 2 | 8 | 25 | 55 | 149 | 249 | 563 | 960 |
| 3 | 9 | 26 | 54 | 135 | 245 | 559 | 783 |
| 4 | 10 | 29 | 56 | 125 | 243 | 558 | 649 |
| 5 | 12 | 31 | 58 | 114 | 242 | 557 | 557 |
| 6 | 14 | 34 | 61 | 107 | 241 | 556 | 556 |
| 7 | 16 | 37 | 62 | 100 | 240 | 554 | 554 |
| 8 | 17 | 38 | 60 | 93 | 239 | 553 | 553 |
| 9 | 20 | 45 | 64 | 88 | 238 | 552 | 552 |
| 10 | 19 | 45 | 62 | 84 | 237 | 551 | 551 |
| 11 | 18 | 44 | 60 | 85 | 236 | 551 | 551 |
| 12 | 18 | 43 | 61 | 86 | 235 | 550 | 550 |
| 13 | 18 | 44 | 62 | 86 | 235 | 549 | 549 |
| 14 | 18 | 44 | 62 | 86 | 234 | 548 | 548 |
| 15 | 18 | 44 | 62 | 86 | 233 | 548 | 548 |
| 16 | 18 | 44 | 62 | 86 | 232 | 546 | 546 |
| 17 | 18 | 44 | 62 | 86 | 231 | 545 | 545 |
| 18 | 18 | 44 | 62 | 86 | 230 | 545 | 545 |
| 19 | 18 | 44 | 62 | 86 | 230 | 545 | 545 |
| 20 | 18 | 44 | 62 | 86 | 231 | 545 | 545 |
| 21 | 18 | 44 | 62 | 86 | 231 | 545 | 545 |
| 22 | 18 | 44 | 62 | 86 | 230 | 545 | 545 |
| 23 | 18 | 44 | 62 | 86 | 230 | 544 | 544 |
| 24 | 18 | 44 | 62 | 86 | 229 | 544 | 544 |
| 25 | 19 | 44 | 62 | 86 | 229 | 543 | 543 |
| 26 | 20 | 44 | 62 | 86 | 228 | 543 | 543 |
| 27 | 21 | 44 | 62 | 86 | 228 | 542 | 542 |
| 28 | 21 | 44 | 62 | 86 | 227 | 542 | 542 |
| 29 | 22 | 44 | 62 | 86 | 227 | 541 | 541 |
| 30 | 22 | 44 | 62 | 86 | 226 | 541 | 541 |

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

249

563

1 193

2

8

25

55

149

249

563

960

3

9

26

54

135

245

559

783

4

10

29

56

125

243

558

649

5

12

31

58

114

242

557

557

6

14

34

61

107

241

556

556

7

16

37

62

100

240

554

554

8

17

38

60

93

239

553

553

9

20

45

64

88

238

552

552

10

19

45

62

84

237

551

551

11

18

44

60

85

236

551

551

12

18

43

61

86

235

550

550

13

18

44

62

86

235

549

549

14

18

44

62

86

234

548

548

15

18

44

62

86

233

548

548

16

18

44

62

86

232

546

546

17

18

44

62

86

231

545

545

18

18

44

62

86

230

545

545

19

18

44

62

86

230

545

545

20

18

44

62

86

231

545

545

21

18

44

62

86

231

545

545

22

18

44

62

86

230

545

545

23

18

44

62

86

230

544

544

24

18

44

62

86

229

544

544

25

19

44

62

86

229

543

543

26

20

44

62

86

228

543

543

27

21

44

62

86

228

542

542

28

21

44

62

86

227

542

542

29

22

44

62

86

227

541

541

30

22

44

62

86

226

541

541

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 | 99 | 123 | 197 | 310 | 624 | 1 243 |
| 2 | 84 | 97 | 122 | 195 | 308 | 623 | 1 003 |
| 3 | 83 | 98 | 121 | 187 | 303 | 617 | 820 |
| 4 | 82 | 98 | 122 | 187 | 300 | 614 | 680 |
| 5 | 81 | 98 | 124 | 187 | 297 | 612 | 612 |
| 6 | 80 | 99 | 126 | 190 | 295 | 610 | 610 |
| 7 | 79 | 98 | 125 | 190 | 293 | 607 | 607 |
| 8 | 77 | 97 | 123 | 187 | 290 | 605 | 605 |
| 9 | 75 | 96 | 120 | 184 | 288 | 603 | 603 |
| 10 | 74 | 95 | 119 | 182 | 287 | 601 | 601 |
| 11 | 73 | 95 | 118 | 181 | 285 | 600 | 600 |
| 12 | 72 | 94 | 116 | 179 | 284 | 598 | 598 |
| 13 | 70 | 93 | 115 | 178 | 282 | 597 | 597 |
| 14 | 69 | 92 | 113 | 176 | 281 | 595 | 595 |
| 15 | 68 | 90 | 112 | 175 | 279 | 594 | 594 |
| 16 | 67 | 89 | 111 | 174 | 278 | 593 | 593 |
| 17 | 66 | 88 | 110 | 173 | 277 | 592 | 592 |
| 18 | 65 | 87 | 109 | 172 | 276 | 591 | 591 |
| 19 | 64 | 86 | 108 | 171 | 275 | 590 | 590 |
| 20 | 63 | 86 | 107 | 170 | 274 | 589 | 589 |
| 21 | 62 | 85 | 106 | 169 | 273 | 588 | 588 |
| 22 | 61 | 84 | 105 | 168 | 273 | 587 | 587 |
| 23 | 60 | 83 | 104 | 167 | 271 | 586 | 586 |
| 24 | 59 | 82 | 103 | 166 | 270 | 585 | 585 |
| 25 | 58 | 81 | 102 | 165 | 269 | 584 | 584 |
| 26 | 57 | 80 | 101 | 164 | 268 | 583 | 583 |
| 27 | 56 | 78 | 100 | 163 | 267 | 582 | 582 |
| 28 | 55 | 77 | 99 | 162 | 266 | 581 | 581 |
| 29 | 54 | 76 | 98 | 161 | 265 | 580 | 580 |
| 30 | 53 | 75 | 97 | 160 | 264 | 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

86

99

123

197

310

624

1 243

2

84

97

122

195

308

623

1 003

3

83

98

121

187

303

617

820

4

82

98

122

187

300

614

680

5

81

98

124

187

297

612

612

6

80

99

126

190

295

610

610

7

79

98

125

190

293

607

607

8

77

97

123

187

290

605

605

9

75

96

120

184

288

603

603

10

74

95

119

182

287

601

601

11

73

95

118

181

285

600

600

12

72

94

116

179

284

598

598

13

70

93

115

178

282

597

597

14

69

92

113

176

281

595

595

15

68

90

112

175

279

594

594

16

67

89

111

174

278

593

593

17

66

88

110

173

277

592

592

18

65

87

109

172

276

591

591

19

64

86

108

171

275

590

590

20

63

86

107

170

274

589

589

21

62

85

106

169

273

588

588

22

61

84

105

168

273

587

587

23

60

83

104

167

271

586

586

24

59

82

103

166

270

585

585

25

58

81

102

165

269

584

584

26

57

80

101

164

268

583

583

27

56

78

100

163

267

582

582

28

55

77

99

162

266

581

581

29

54

76

98

161

265

580

580

30

53

75

97

160

264

579

579

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 | 96 | 169 | 282 | 597 | 1 192 |
| 2 | 57 | 71 | 95 | 168 | 281 | 596 | 960 |
| 3 | 57 | 72 | 95 | 161 | 277 | 591 | 784 |
| 4 | 58 | 74 | 97 | 162 | 275 | 589 | 651 |
| 5 | 57 | 74 | 100 | 163 | 273 | 588 | 588 |
| 6 | 57 | 75 | 102 | 166 | 271 | 586 | 586 |
| 7 | 56 | 76 | 102 | 167 | 270 | 584 | 584 |
| 8 | 55 | 75 | 101 | 165 | 268 | 583 | 583 |
| 9 | 54 | 74 | 99 | 163 | 267 | 581 | 581 |
| 10 | 53 | 74 | 98 | 161 | 266 | 580 | 580 |
| 11 | 53 | 74 | 98 | 160 | 265 | 579 | 579 |
| 12 | 52 | 74 | 97 | 160 | 264 | 579 | 579 |
| 13 | 52 | 74 | 96 | 159 | 263 | 578 | 578 |
| 14 | 51 | 74 | 95 | 158 | 263 | 577 | 577 |
| 15 | 51 | 73 | 95 | 158 | 262 | 577 | 577 |
| 16 | 50 | 72 | 94 | 157 | 261 | 576 | 576 |
| 17 | 49 | 72 | 93 | 156 | 261 | 575 | 575 |
| 18 | 49 | 71 | 93 | 156 | 260 | 574 | 574 |
| 19 | 48 | 71 | 92 | 155 | 259 | 574 | 574 |
| 20 | 48 | 71 | 92 | 155 | 259 | 574 | 574 |
| 21 | 48 | 70 | 92 | 155 | 259 | 574 | 574 |
| 22 | 47 | 70 | 91 | 154 | 259 | 573 | 573 |
| 23 | 47 | 69 | 91 | 154 | 258 | 573 | 573 |
| 24 | 46 | 69 | 90 | 153 | 257 | 572 | 572 |
| 25 | 45 | 68 | 90 | 152 | 257 | 571 | 571 |
| 26 | 45 | 67 | 89 | 152 | 256 | 571 | 571 |
| 27 | 44 | 67 | 88 | 151 | 255 | 570 | 570 |
| 28 | 43 | 66 | 88 | 150 | 255 | 569 | 569 |
| 29 | 43 | 65 | 87 | 150 | 254 | 569 | 569 |
| 30 | 42 | 65 | 86 | 149 | 253 | 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

58

72

96

169

282

597

1 192

2

57

71

95

168

281

596

960

3

57

72

95

161

277

591

784

4

58

74

97

162

275

589

651

5

57

74

100

163

273

588

588

6

57

75

102

166

271

586

586

7

56

76

102

167

270

584

584

8

55

75

101

165

268

583

583

9

54

74

99

163

267

581

581

10

53

74

98

161

266

580

580

11

53

74

98

160

265

579

579

12

52

74

97

160

264

579

579

13

52

74

96

159

263

578

578

14

51

74

95

158

263

577

577

15

51

73

95

158

262

577

577

16

50

72

94

157

261

576

576

17

49

72

93

156

261

575

575

18

49

71

93

156

260

574

574

19

48

71

92

155

259

574

574

20

48

71

92

155

259

574

574

21

48

70

92

155

259

574

574

22

47

70

91

154

259

573

573

23

47

69

91

154

258

573

573

24

46

69

90

153

257

572

572

25

45

68

90

152

257

571

571

26

45

67

89

152

256

571

571

27

44

67

88

151

255

570

570

28

43

66

88

150

255

569

569

29

43

65

87

150

254

569

569

30

42

65

86

149

253

568

568

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 | 69 | 142 | 256 | 570 | 1 198 |
| 2 | 32 | 46 | 70 | 143 | 256 | 571 | 966 |
| 3 | 32 | 47 | 70 | 136 | 252 | 566 | 788 |
| 4 | 33 | 49 | 72 | 137 | 250 | 564 | 653 |
| 5 | 33 | 50 | 76 | 139 | 249 | 564 | 564 |
| 6 | 33 | 52 | 79 | 143 | 248 | 563 | 563 |
| 7 | 34 | 53 | 80 | 145 | 247 | 562 | 562 |
| 8 | 33 | 53 | 79 | 143 | 247 | 561 | 561 |
| 9 | 32 | 53 | 78 | 141 | 246 | 560 | 560 |
| 10 | 32 | 54 | 78 | 141 | 245 | 560 | 560 |
| 11 | 32 | 54 | 77 | 140 | 244 | 559 | 559 |
| 12 | 32 | 54 | 76 | 139 | 244 | 558 | 558 |
| 13 | 31 | 54 | 76 | 139 | 243 | 557 | 557 |
| 14 | 31 | 54 | 75 | 138 | 242 | 557 | 557 |
| 15 | 30 | 53 | 74 | 137 | 242 | 556 | 556 |
| 16 | 29 | 52 | 74 | 137 | 241 | 555 | 555 |
| 17 | 29 | 52 | 73 | 136 | 240 | 555 | 555 |
| 18 | 29 | 51 | 73 | 136 | 240 | 555 | 555 |
| 19 | 29 | 51 | 73 | 136 | 240 | 554 | 554 |
| 20 | 29 | 51 | 73 | 136 | 240 | 555 | 555 |
| 21 | 29 | 51 | 73 | 136 | 240 | 555 | 555 |
| 22 | 29 | 51 | 73 | 136 | 240 | 555 | 555 |
| 23 | 28 | 51 | 73 | 135 | 240 | 554 | 554 |
| 24 | 28 | 51 | 72 | 135 | 240 | 554 | 554 |
| 25 | 28 | 51 | 72 | 135 | 239 | 554 | 554 |
| 26 | 28 | 50 | 72 | 135 | 239 | 554 | 554 |
| 27 | 27 | 50 | 72 | 134 | 239 | 553 | 553 |
| 28 | 27 | 50 | 71 | 134 | 239 | 553 | 553 |
| 29 | 27 | 50 | 71 | 134 | 238 | 553 | 553 |
| 30 | 27 | 49 | 71 | 134 | 238 | 552 | 552 |

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

69

142

256

570

1 198

2

32

46

70

143

256

571

966

3

32

47

70

136

252

566

788

4

33

49

72

137

250

564

653

5

33

50

76

139

249

564

564

6

33

52

79

143

248

563

563

7

34

53

80

145

247

562

562

8

33

53

79

143

247

561

561

9

32

53

78

141

246

560

560

10

32

54

78

141

245

560

560

11

32

54

77

140

244

559

559

12

32

54

76

139

244

558

558

13

31

54

76

139

243

557

557

14

31

54

75

138

242

557

557

15

30

53

74

137

242

556

556

16

29

52

74

137

241

555

555

17

29

52

73

136

240

555

555

18

29

51

73

136

240

555

555

19

29

51

73

136

240

554

554

20

29

51

73

136

240

555

555

21

29

51

73

136

240

555

555

22

29

51

73

136

240

555

555

23

28

51

73

135

240

554

554

24

28

51

72

135

240

554

554

25

28

51

72

135

239

554

554

26

28

50

72

135

239

554

554

27

27

50

72

134

239

553

553

28

27

50

71

134

239

553

553

29

27

50

71

134

238

553

553

30

27

49

71

134

238

552

552

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 | 98 | 212 | 526 | 1 179 |
| 2 | 1 | 5 | 26 | 99 | 213 | 527 | 949 |
| 3 | 2 | 5 | 27 | 93 | 209 | 524 | 774 |
| 4 | 3 | 7 | 30 | 95 | 208 | 523 | 641 |
| 5 | 4 | 9 | 35 | 98 | 208 | 523 | 539 |
| 6 | 5 | 11 | 39 | 103 | 208 | 523 | 523 |
| 7 | 5 | 14 | 40 | 106 | 208 | 523 | 523 |
| 8 | 6 | 14 | 40 | 104 | 208 | 522 | 522 |
| 9 | 7 | 15 | 40 | 104 | 208 | 522 | 522 |
| 10 | 8 | 16 | 40 | 103 | 208 | 522 | 522 |
| 11 | 9 | 19 | 42 | 105 | 209 | 523 | 523 |
| 12 | 9 | 18 | 40 | 103 | 208 | 522 | 522 |
| 13 | 10 | 20 | 41 | 104 | 209 | 523 | 523 |
| 14 | 11 | 20 | 41 | 104 | 208 | 523 | 523 |
| 15 | 12 | 18 | 40 | 103 | 207 | 522 | 522 |
| 16 | 13 | 17 | 39 | 102 | 206 | 521 | 521 |
| 17 | 13 | 17 | 39 | 102 | 206 | 521 | 521 |
| 18 | 14 | 17 | 39 | 102 | 206 | 521 | 521 |
| 19 | 14 | 18 | 39 | 102 | 207 | 521 | 521 |
| 20 | 16 | 19 | 40 | 103 | 207 | 522 | 522 |
| 21 | 16 | 19 | 40 | 103 | 207 | 522 | 522 |
| 22 | 17 | 20 | 40 | 103 | 208 | 522 | 522 |
| 23 | 17 | 20 | 40 | 103 | 207 | 522 | 522 |
| 24 | 18 | 22 | 40 | 103 | 207 | 522 | 522 |
| 25 | 18 | 22 | 40 | 103 | 207 | 522 | 522 |
| 26 | 20 | 23 | 40 | 103 | 207 | 522 | 522 |
| 27 | 20 | 23 | 41 | 103 | 207 | 521 | 521 |
| 28 | 21 | 24 | 43 | 103 | 207 | 521 | 521 |
| 29 | 21 | 26 | 44 | 102 | 207 | 521 | 521 |
| 30 | 22 | 26 | 45 | 102 | 207 | 521 | 521 |

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

98

212

526

1 179

2

1

5

26

99

213

527

949

3

2

5

27

93

209

524

774

4

3

7

30

95

208

523

641

5

4

9

35

98

208

523

539

6

5

11

39

103

208

523

523

7

5

14

40

106

208

523

523

8

6

14

40

104

208

522

522

9

7

15

40

104

208

522

522

10

8

16

40

103

208

522

522

11

9

19

42

105

209

523

523

12

9

18

40

103

208

522

522

13

10

20

41

104

209

523

523

14

11

20

41

104

208

523

523

15

12

18

40

103

207

522

522

16

13

17

39

102

206

521

521

17

13

17

39

102

206

521

521

18

14

17

39

102

206

521

521

19

14

18

39

102

207

521

521

20

16

19

40

103

207

522

522

21

16

19

40

103

207

522

522

22

17

20

40

103

208

522

522

23

17

20

40

103

207

522

522

24

18

22

40

103

207

522

522

25

18

22

40

103

207

522

522

26

20

23

40

103

207

522

522

27

20

23

41

103

207

521

521

28

21

24

43

103

207

521

521

29

21

26

44

102

207

521

521

30

22

26

45

102

207

521

521

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 | 46 | 60 | 84 | 157 | 271 | 585 | 1 194 |
| 2 | 46 | 60 | 84 | 157 | 271 | 585 | 961 |
| 3 | 47 | 62 | 85 | 150 | 267 | 581 | 784 |
| 4 | 47 | 63 | 87 | 152 | 265 | 579 | 650 |
| 5 | 48 | 65 | 91 | 154 | 264 | 578 | 578 |
| 6 | 48 | 66 | 93 | 158 | 263 | 577 | 577 |
| 7 | 48 | 67 | 94 | 159 | 262 | 576 | 576 |
| 8 | 47 | 67 | 93 | 157 | 261 | 575 | 575 |
| 9 | 46 | 67 | 92 | 155 | 260 | 574 | 574 |
| 10 | 46 | 67 | 91 | 154 | 259 | 573 | 573 |
| 11 | 46 | 68 | 91 | 154 | 258 | 573 | 573 |
| 12 | 45 | 68 | 90 | 153 | 257 | 572 | 572 |
| 13 | 45 | 67 | 89 | 152 | 257 | 571 | 571 |
| 14 | 45 | 67 | 89 | 152 | 256 | 570 | 570 |
| 15 | 44 | 67 | 88 | 151 | 255 | 570 | 570 |
| 16 | 43 | 66 | 87 | 150 | 254 | 569 | 569 |
| 17 | 42 | 65 | 87 | 150 | 254 | 568 | 568 |
| 18 | 42 | 65 | 86 | 149 | 253 | 568 | 568 |
| 19 | 42 | 64 | 86 | 149 | 253 | 567 | 567 |
| 20 | 41 | 64 | 86 | 148 | 253 | 567 | 567 |
| 21 | 41 | 64 | 85 | 148 | 252 | 567 | 567 |
| 22 | 41 | 63 | 85 | 148 | 252 | 567 | 567 |
| 23 | 40 | 63 | 84 | 147 | 252 | 566 | 566 |
| 24 | 40 | 62 | 84 | 147 | 251 | 565 | 565 |
| 25 | 39 | 62 | 83 | 146 | 250 | 565 | 565 |
| 26 | 38 | 61 | 82 | 145 | 250 | 564 | 564 |
| 27 | 38 | 60 | 82 | 145 | 249 | 563 | 563 |
| 28 | 37 | 59 | 81 | 144 | 248 | 563 | 563 |
| 29 | 36 | 59 | 80 | 143 | 248 | 562 | 562 |
| 30 | 36 | 58 | 80 | 143 | 247 | 561 | 561 |

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

60

84

157

271

585

1 194

2

46

60

84

157

271

585

961

3

47

62

85

150

267

581

784

4

47

63

87

152

265

579

650

5

48

65

91

154

264

578

578

6

48

66

93

158

263

577

577

7

48

67

94

159

262

576

576

8

47

67

93

157

261

575

575

9

46

67

92

155

260

574

574

10

46

67

91

154

259

573

573

11

46

68

91

154

258

573

573

12

45

68

90

153

257

572

572

13

45

67

89

152

257

571

571

14

45

67

89

152

256

570

570

15

44

67

88

151

255

570

570

16

43

66

87

150

254

569

569

17

42

65

87

150

254

568

568

18

42

65

86

149

253

568

568

19

42

64

86

149

253

567

567

20

41

64

86

148

253

567

567

21

41

64

85

148

252

567

567

22

41

63

85

148

252

567

567

23

40

63

84

147

252

566

566

24

40

62

84

147

251

565

565

25

39

62

83

146

250

565

565

26

38

61

82

145

250

564

564

27

38

60

82

145

249

563

563

28

37

59

81

144

248

563

563

29

36

59

80

143

248

562

562

30

36

58

80

143

247

561

561

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 | 128 | 242 | 556 | 1 197 |
| 2 | 21 | 35 | 59 | 132 | 245 | 560 | 965 |
| 3 | 25 | 40 | 63 | 129 | 245 | 559 | 788 |
| 4 | 29 | 45 | 68 | 133 | 246 | 560 | 653 |
| 5 | 31 | 48 | 74 | 137 | 247 | 562 | 562 |
| 6 | 30 | 49 | 76 | 140 | 245 | 560 | 560 |
| 7 | 35 | 54 | 81 | 146 | 249 | 563 | 563 |
| 8 | 34 | 54 | 80 | 144 | 247 | 562 | 562 |
| 9 | 35 | 55 | 80 | 144 | 248 | 563 | 563 |
| 10 | 37 | 58 | 82 | 145 | 249 | 564 | 564 |
| 11 | 38 | 60 | 83 | 146 | 250 | 565 | 565 |
| 12 | 39 | 61 | 84 | 147 | 251 | 566 | 566 |
| 13 | 40 | 62 | 84 | 147 | 251 | 566 | 566 |
| 14 | 40 | 63 | 84 | 147 | 252 | 566 | 566 |
| 15 | 40 | 63 | 85 | 147 | 252 | 566 | 566 |
| 16 | 40 | 63 | 84 | 147 | 251 | 566 | 566 |
| 17 | 40 | 63 | 84 | 147 | 251 | 566 | 566 |
| 18 | 39 | 62 | 83 | 146 | 251 | 565 | 565 |
| 19 | 39 | 62 | 83 | 146 | 250 | 565 | 565 |
| 20 | 39 | 62 | 83 | 146 | 250 | 565 | 565 |
| 21 | 39 | 62 | 83 | 146 | 250 | 565 | 565 |
| 22 | 39 | 61 | 83 | 146 | 250 | 565 | 565 |
| 23 | 38 | 61 | 83 | 145 | 250 | 564 | 564 |
| 24 | 38 | 61 | 82 | 145 | 249 | 564 | 564 |
| 25 | 38 | 60 | 82 | 145 | 249 | 563 | 563 |
| 26 | 37 | 60 | 81 | 144 | 248 | 563 | 563 |
| 27 | 37 | 59 | 81 | 144 | 248 | 562 | 562 |
| 28 | 36 | 59 | 80 | 143 | 247 | 562 | 562 |
| 29 | 36 | 58 | 80 | 143 | 247 | 561 | 561 |
| 30 | 35 | 58 | 79 | 142 | 246 | 561 | 561 |

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

128

242

556

1 197

2

21

35

59

132

245

560

965

3

25

40

63

129

245

559

788

4

29

45

68

133

246

560

653

5

31

48

74

137

247

562

562

6

30

49

76

140

245

560

560

7

35

54

81

146

249

563

563

8

34

54

80

144

247

562

562

9

35

55

80

144

248

563

563

10

37

58

82

145

249

564

564

11

38

60

83

146

250

565

565

12

39

61

84

147

251

566

566

13

40

62

84

147

251

566

566

14

40

63

84

147

252

566

566

15

40

63

85

147

252

566

566

16

40

63

84

147

251

566

566

17

40

63

84

147

251

566

566

18

39

62

83

146

251

565

565

19

39

62

83

146

250

565

565

20

39

62

83

146

250

565

565

21

39

62

83

146

250

565

565

22

39

61

83

146

250

565

565

23

38

61

83

145

250

564

564

24

38

61

82

145

249

564

564

25

38

60

82

145

249

563

563

26

37

60

81

144

248

563

563

27

37

59

81

144

248

562

562

28

36

59

80

143

247

562

562

29

36

58

80

143

247

561

561

30

35

58

79

142

246

561

561

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 | 241 | 556 | 1 200 |
| 2 | 18 | 32 | 56 | 129 | 242 | 557 | 966 |
| 3 | 20 | 35 | 58 | 123 | 240 | 554 | 789 |
| 4 | 21 | 37 | 61 | 126 | 239 | 553 | 654 |
| 5 | 23 | 40 | 66 | 129 | 239 | 553 | 553 |
| 6 | 24 | 42 | 69 | 134 | 239 | 553 | 553 |
| 7 | 25 | 44 | 71 | 136 | 239 | 553 | 553 |
| 8 | 25 | 45 | 71 | 135 | 239 | 553 | 553 |
| 9 | 25 | 46 | 71 | 134 | 239 | 553 | 553 |
| 10 | 26 | 47 | 71 | 134 | 239 | 553 | 553 |
| 11 | 27 | 48 | 72 | 135 | 239 | 553 | 553 |
| 12 | 27 | 49 | 72 | 135 | 239 | 553 | 553 |
| 13 | 27 | 50 | 72 | 135 | 239 | 554 | 554 |
| 14 | 28 | 50 | 72 | 135 | 239 | 554 | 554 |
| 15 | 28 | 50 | 72 | 135 | 239 | 554 | 554 |
| 16 | 27 | 50 | 72 | 134 | 239 | 553 | 553 |
| 17 | 27 | 50 | 72 | 135 | 239 | 553 | 553 |
| 18 | 27 | 50 | 72 | 134 | 239 | 553 | 553 |
| 19 | 27 | 50 | 72 | 134 | 239 | 553 | 553 |
| 20 | 27 | 50 | 72 | 135 | 239 | 553 | 553 |
| 21 | 27 | 50 | 72 | 134 | 239 | 553 | 553 |
| 22 | 27 | 50 | 71 | 134 | 239 | 553 | 553 |
| 23 | 27 | 49 | 71 | 134 | 238 | 553 | 553 |
| 24 | 26 | 49 | 70 | 133 | 238 | 552 | 552 |
| 25 | 26 | 48 | 70 | 133 | 237 | 552 | 552 |
| 26 | 25 | 48 | 70 | 132 | 237 | 551 | 551 |
| 27 | 25 | 48 | 69 | 132 | 236 | 551 | 551 |
| 28 | 25 | 47 | 69 | 132 | 236 | 551 | 551 |
| 29 | 24 | 47 | 68 | 131 | 236 | 550 | 550 |
| 30 | 24 | 47 | 68 | 131 | 235 | 550 | 550 |

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

241

556

1 200

2

18

32

56

129

242

557

966

3

20

35

58

123

240

554

789

4

21

37

61

126

239

553

654

5

23

40

66

129

239

553

553

6

24

42

69

134

239

553

553

7

25

44

71

136

239

553

553

8

25

45

71

135

239

553

553

9

25

46

71

134

239

553

553

10

26

47

71

134

239

553

553

11

27

48

72

135

239

553

553

12

27

49

72

135

239

553

553

13

27

50

72

135

239

554

554

14

28

50

72

135

239

554

554

15

28

50

72

135

239

554

554

16

27

50

72

134

239

553

553

17

27

50

72

135

239

553

553

18

27

50

72

134

239

553

553

19

27

50

72

134

239

553

553

20

27

50

72

135

239

553

553

21

27

50

72

134

239

553

553

22

27

50

71

134

239

553

553

23

27

49

71

134

238

553

553

24

26

49

70

133

238

552

552

25

26

48

70

133

237

552

552

26

25

48

70

132

237

551

551

27

25

48

69

132

236

551

551

28

25

47

69

132

236

551

551

29

24

47

68

131

236

550

550

30

24

47

68

131

235

550

550

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 | 88 | 161 | 274 | 589 | 1 191 |
| 2 | 53 | 67 | 91 | 164 | 277 | 592 | 962 |
| 3 | 57 | 72 | 95 | 160 | 277 | 591 | 788 |
| 4 | 59 | 75 | 99 | 164 | 277 | 591 | 655 |
| 5 | 61 | 78 | 104 | 167 | 277 | 592 | 592 |
| 6 | 63 | 81 | 108 | 173 | 278 | 592 | 592 |
| 7 | 64 | 83 | 110 | 175 | 277 | 592 | 592 |
| 8 | 64 | 84 | 109 | 173 | 277 | 592 | 592 |
| 9 | 64 | 84 | 109 | 173 | 277 | 591 | 591 |
| 10 | 64 | 85 | 109 | 172 | 277 | 591 | 591 |
| 11 | 64 | 86 | 109 | 172 | 277 | 591 | 591 |
| 12 | 64 | 86 | 109 | 172 | 276 | 590 | 590 |
| 13 | 64 | 86 | 108 | 171 | 275 | 590 | 590 |
| 14 | 63 | 86 | 107 | 170 | 274 | 589 | 589 |
| 15 | 62 | 85 | 106 | 169 | 273 | 588 | 588 |
| 16 | 61 | 84 | 105 | 168 | 273 | 587 | 587 |
| 17 | 61 | 83 | 105 | 168 | 272 | 587 | 587 |
| 18 | 60 | 83 | 104 | 167 | 271 | 586 | 586 |
| 19 | 59 | 82 | 103 | 166 | 271 | 585 | 585 |
| 20 | 59 | 81 | 103 | 166 | 270 | 585 | 585 |
| 21 | 58 | 81 | 102 | 165 | 269 | 584 | 584 |
| 22 | 57 | 80 | 101 | 164 | 269 | 583 | 583 |
| 23 | 56 | 79 | 100 | 163 | 268 | 582 | 582 |
| 24 | 55 | 78 | 100 | 162 | 267 | 581 | 581 |
| 25 | 54 | 77 | 99 | 162 | 266 | 580 | 580 |
| 26 | 54 | 76 | 98 | 161 | 265 | 579 | 579 |
| 27 | 53 | 75 | 97 | 160 | 264 | 579 | 579 |
| 28 | 52 | 74 | 96 | 159 | 263 | 578 | 578 |
| 29 | 51 | 73 | 95 | 158 | 262 | 577 | 577 |
| 30 | 50 | 73 | 94 | 157 | 261 | 576 | 576 |

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

88

161

274

589

1 191

2

53

67

91

164

277

592

962

3

57

72

95

160

277

591

788

4

59

75

99

164

277

591

655

5

61

78

104

167

277

592

592

6

63

81

108

173

278

592

592

7

64

83

110

175

277

592

592

8

64

84

109

173

277

592

592

9

64

84

109

173

277

591

591

10

64

85

109

172

277

591

591

11

64

86

109

172

277

591

591

12

64

86

109

172

276

590

590

13

64

86

108

171

275

590

590

14

63

86

107

170

274

589

589

15

62

85

106

169

273

588

588

16

61

84

105

168

273

587

587

17

61

83

105

168

272

587

587

18

60

83

104

167

271

586

586

19

59

82

103

166

271

585

585

20

59

81

103

166

270

585

585

21

58

81

102

165

269

584

584

22

57

80

101

164

269

583

583

23

56

79

100

163

268

582

582

24

55

78

100

162

267

581

581

25

54

77

99

162

266

580

580

26

54

76

98

161

265

579

579

27

53

75

97

160

264

579

579

28

52

74

96

159

263

578

578

29

51

73

95

158

262

577

577

30

50

73

94

157

261

576

576

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 | 95 | 120 | 193 | 306 | 620 | 1 228 |
| 2 | 86 | 100 | 124 | 197 | 310 | 625 | 995 |
| 3 | 88 | 103 | 126 | 191 | 308 | 622 | 816 |
| 4 | 89 | 105 | 128 | 193 | 306 | 620 | 680 |
| 5 | 92 | 109 | 135 | 198 | 308 | 622 | 622 |
| 6 | 94 | 112 | 139 | 203 | 308 | 623 | 623 |
| 7 | 95 | 115 | 141 | 207 | 309 | 623 | 623 |
| 8 | 96 | 116 | 142 | 206 | 310 | 625 | 625 |
| 9 | 97 | 118 | 143 | 206 | 311 | 625 | 625 |
| 10 | 98 | 119 | 143 | 206 | 311 | 625 | 625 |
| 11 | 98 | 120 | 143 | 206 | 310 | 625 | 625 |
| 12 | 98 | 120 | 142 | 205 | 310 | 624 | 624 |
| 13 | 97 | 119 | 141 | 204 | 308 | 623 | 623 |
| 14 | 96 | 118 | 140 | 203 | 307 | 622 | 622 |
| 15 | 94 | 117 | 138 | 201 | 306 | 620 | 620 |
| 16 | 93 | 115 | 137 | 200 | 304 | 619 | 619 |
| 17 | 92 | 114 | 136 | 199 | 303 | 617 | 617 |
| 18 | 90 | 113 | 134 | 197 | 302 | 616 | 616 |
| 19 | 89 | 111 | 133 | 196 | 300 | 615 | 615 |
| 20 | 88 | 110 | 132 | 195 | 299 | 613 | 613 |
| 21 | 86 | 109 | 130 | 193 | 298 | 612 | 612 |
| 22 | 85 | 107 | 129 | 192 | 296 | 611 | 611 |
| 23 | 83 | 106 | 127 | 190 | 294 | 609 | 609 |
| 24 | 81 | 104 | 126 | 188 | 293 | 607 | 607 |
| 25 | 80 | 102 | 124 | 187 | 291 | 606 | 606 |
| 26 | 78 | 101 | 122 | 185 | 290 | 604 | 604 |
| 27 | 77 | 99 | 121 | 184 | 288 | 602 | 602 |
| 28 | 75 | 98 | 119 | 182 | 286 | 601 | 601 |
| 29 | 74 | 96 | 118 | 181 | 285 | 599 | 599 |
| 30 | 72 | 95 | 116 | 179 | 283 | 598 | 598 |

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

95

120

193

306

620

1 228

2

86

100

124

197

310

625

995

3

88

103

126

191

308

622

816

4

89

105

128

193

306

620

680

5

92

109

135

198

308

622

622

6

94

112

139

203

308

623

623

7

95

115

141

207

309

623

623

8

96

116

142

206

310

625

625

9

97

118

143

206

311

625

625

10

98

119

143

206

311

625

625

11

98

120

143

206

310

625

625

12

98

120

142

205

310

624

624

13

97

119

141

204

308

623

623

14

96

118

140

203

307

622

622

15

94

117

138

201

306

620

620

16

93

115

137

200

304

619

619

17

92

114

136

199

303

617

617

18

90

113

134

197

302

616

616

19

89

111

133

196

300

615

615

20

88

110

132

195

299

613

613

21

86

109

130

193

298

612

612

22

85

107

129

192

296

611

611

23

83

106

127

190

294

609

609

24

81

104

126

188

293

607

607

25

80

102

124

187

291

606

606

26

78

101

122

185

290

604

604

27

77

99

121

184

288

602

602

28

75

98

119

182

286

601

601

29

74

96

118

181

285

599

599

30

72

95

116

179

283

598

598

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 | 235 | 549 | 1 199 |
| 2 | 14 | 27 | 51 | 125 | 238 | 552 | 965 |
| 3 | 17 | 32 | 55 | 120 | 237 | 551 | 787 |
| 4 | 20 | 36 | 59 | 124 | 237 | 552 | 652 |
| 5 | 22 | 39 | 65 | 128 | 238 | 553 | 553 |
| 6 | 24 | 42 | 69 | 134 | 239 | 553 | 553 |
| 7 | 25 | 44 | 71 | 136 | 239 | 553 | 553 |
| 8 | 25 | 45 | 71 | 135 | 239 | 553 | 553 |
| 9 | 25 | 46 | 71 | 134 | 239 | 553 | 553 |
| 10 | 26 | 47 | 71 | 134 | 239 | 553 | 553 |
| 11 | 26 | 48 | 71 | 134 | 239 | 553 | 553 |
| 12 | 26 | 49 | 71 | 134 | 238 | 553 | 553 |
| 13 | 26 | 49 | 70 | 133 | 238 | 552 | 552 |
| 14 | 26 | 48 | 70 | 133 | 237 | 552 | 552 |
| 15 | 25 | 48 | 69 | 132 | 236 | 551 | 551 |
| 16 | 24 | 47 | 68 | 131 | 236 | 550 | 550 |
| 17 | 24 | 46 | 68 | 131 | 235 | 550 | 550 |
| 18 | 23 | 46 | 68 | 131 | 235 | 549 | 549 |
| 19 | 23 | 46 | 67 | 130 | 235 | 549 | 549 |
| 20 | 23 | 46 | 68 | 131 | 235 | 549 | 549 |
| 21 | 24 | 46 | 68 | 131 | 235 | 550 | 550 |
| 22 | 24 | 46 | 68 | 131 | 235 | 550 | 550 |
| 23 | 24 | 46 | 68 | 131 | 235 | 549 | 549 |
| 24 | 23 | 46 | 68 | 130 | 235 | 549 | 549 |
| 25 | 23 | 46 | 67 | 130 | 235 | 549 | 549 |
| 26 | 23 | 46 | 67 | 130 | 234 | 549 | 549 |
| 27 | 23 | 46 | 67 | 130 | 234 | 549 | 549 |
| 28 | 23 | 45 | 67 | 130 | 234 | 549 | 549 |
| 29 | 23 | 45 | 67 | 130 | 234 | 548 | 548 |
| 30 | 22 | 45 | 66 | 129 | 234 | 548 | 548 |

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

549

1 199

2

14

27

51

125

238

552

965

3

17

32

55

120

237

551

787

4

20

36

59

124

237

552

652

5

22

39

65

128

238

553

553

6

24

42

69

134

239

553

553

7

25

44

71

136

239

553

553

8

25

45

71

135

239

553

553

9

25

46

71

134

239

553

553

10

26

47

71

134

239

553

553

11

26

48

71

134

239

553

553

12

26

49

71

134

238

553

553

13

26

49

70

133

238

552

552

14

26

48

70

133

237

552

552

15

25

48

69

132

236

551

551

16

24

47

68

131

236

550

550

17

24

46

68

131

235

550

550

18

23

46

68

131

235

549

549

19

23

46

67

130

235

549

549

20

23

46

68

131

235

549

549

21

24

46

68

131

235

550

550

22

24

46

68

131

235

550

550

23

24

46

68

131

235

549

549

24

23

46

68

130

235

549

549

25

23

46

67

130

235

549

549

26

23

46

67

130

234

549

549

27

23

46

67

130

234

549

549

28

23

45

67

130

234

549

549

29

23

45

67

130

234

548

548

30

22

45

66

129

234

548

548

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 | 206 | 320 | 634 | 1 260 |
| 2 | 96 | 110 | 134 | 207 | 320 | 635 | 1 022 |
| 3 | 97 | 112 | 135 | 200 | 317 | 631 | 838 |
| 4 | 98 | 114 | 138 | 202 | 316 | 630 | 698 |
| 5 | 99 | 116 | 142 | 205 | 315 | 630 | 630 |
| 6 | 100 | 118 | 145 | 210 | 314 | 629 | 629 |
| 7 | 100 | 120 | 147 | 212 | 314 | 629 | 629 |
| 8 | 100 | 120 | 146 | 210 | 314 | 628 | 628 |
| 9 | 99 | 120 | 145 | 208 | 313 | 627 | 627 |
| 10 | 99 | 120 | 144 | 207 | 311 | 626 | 626 |
| 11 | 97 | 119 | 142 | 205 | 310 | 624 | 624 |
| 12 | 96 | 118 | 141 | 204 | 308 | 622 | 622 |
| 13 | 95 | 117 | 139 | 202 | 306 | 621 | 621 |
| 14 | 93 | 115 | 137 | 200 | 304 | 619 | 619 |
| 15 | 91 | 114 | 135 | 198 | 302 | 617 | 617 |
| 16 | 89 | 112 | 133 | 196 | 300 | 615 | 615 |
| 17 | 87 | 110 | 132 | 195 | 299 | 613 | 613 |
| 18 | 86 | 109 | 130 | 193 | 297 | 612 | 612 |
| 19 | 85 | 107 | 129 | 192 | 296 | 611 | 611 |
| 20 | 84 | 106 | 128 | 191 | 295 | 609 | 609 |
| 21 | 83 | 105 | 127 | 190 | 294 | 608 | 608 |
| 22 | 81 | 104 | 126 | 188 | 293 | 607 | 607 |
| 23 | 80 | 103 | 124 | 187 | 292 | 606 | 606 |
| 24 | 79 | 102 | 123 | 186 | 290 | 605 | 605 |
| 25 | 78 | 100 | 122 | 185 | 289 | 604 | 604 |
| 26 | 77 | 99 | 121 | 184 | 288 | 602 | 602 |
| 27 | 75 | 98 | 120 | 182 | 287 | 601 | 601 |
| 28 | 74 | 97 | 118 | 181 | 286 | 600 | 600 |
| 29 | 73 | 96 | 117 | 180 | 285 | 599 | 599 |
| 30 | 72 | 95 | 116 | 179 | 283 | 598 | 598 |

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

206

320

634

1 260

2

96

110

134

207

320

635

1 022

3

97

112

135

200

317

631

838

4

98

114

138

202

316

630

698

5

99

116

142

205

315

630

630

6

100

118

145

210

314

629

629

7

100

120

147

212

314

629

629

8

100

120

146

210

314

628

628

9

99

120

145

208

313

627

627

10

99

120

144

207

311

626

626

11

97

119

142

205

310

624

624

12

96

118

141

204

308

622

622

13

95

117

139

202

306

621

621

14

93

115

137

200

304

619

619

15

91

114

135

198

302

617

617

16

89

112

133

196

300

615

615

17

87

110

132

195

299

613

613

18

86

109

130

193

297

612

612

19

85

107

129

192

296

611

611

20

84

106

128

191

295

609

609

21

83

105

127

190

294

608

608

22

81

104

126

188

293

607

607

23

80

103

124

187

292

606

606

24

79

102

123

186

290

605

605

25

78

100

122

185

289

604

604

26

77

99

121

184

288

602

602

27

75

98

120

182

287

601

601

28

74

97

118

181

286

600

600

29

73

96

117

180

285

599

599

30

72

95

116

179

283

598

598

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 | 328 | 342 | 366 | 439 | 553 | 867 | 1 273 |
| 2 | 84 | 97 | 122 | 195 | 308 | 622 | 1 026 |
| 3 | 87 | 102 | 125 | 191 | 307 | 621 | 838 |
| 4 | 90 | 106 | 130 | 195 | 308 | 622 | 696 |
| 5 | 93 | 110 | 136 | 199 | 309 | 623 | 623 |
| 6 | 95 | 113 | 140 | 205 | 310 | 624 | 624 |
| 7 | 96 | 116 | 142 | 207 | 310 | 624 | 624 |
| 8 | 97 | 117 | 143 | 207 | 311 | 625 | 625 |
| 9 | 97 | 118 | 143 | 206 | 311 | 625 | 625 |
| 10 | 98 | 119 | 143 | 206 | 311 | 625 | 625 |
| 11 | 98 | 120 | 143 | 206 | 311 | 625 | 625 |
| 12 | 99 | 121 | 143 | 206 | 311 | 625 | 625 |
| 13 | 99 | 122 | 144 | 207 | 311 | 625 | 625 |
| 14 | 100 | 123 | 144 | 207 | 311 | 626 | 626 |
| 15 | 101 | 123 | 145 | 208 | 312 | 627 | 627 |
| 16 | 102 | 124 | 146 | 209 | 313 | 628 | 628 |
| 17 | 103 | 125 | 147 | 210 | 314 | 629 | 629 |
| 18 | 104 | 126 | 148 | 211 | 315 | 630 | 630 |
| 19 | 105 | 127 | 149 | 212 | 316 | 630 | 630 |
| 20 | 105 | 128 | 149 | 212 | 316 | 631 | 631 |
| 21 | 105 | 128 | 149 | 212 | 317 | 631 | 631 |
| 22 | 105 | 127 | 149 | 212 | 316 | 631 | 631 |
| 23 | 104 | 127 | 148 | 211 | 316 | 630 | 630 |
| 24 | 103 | 126 | 148 | 210 | 315 | 629 | 629 |
| 25 | 102 | 125 | 146 | 209 | 314 | 628 | 628 |
| 26 | 101 | 124 | 145 | 208 | 312 | 627 | 627 |
| 27 | 100 | 122 | 144 | 207 | 311 | 626 | 626 |
| 28 | 98 | 121 | 143 | 205 | 310 | 624 | 624 |
| 29 | 97 | 120 | 141 | 204 | 308 | 623 | 623 |
| 30 | 96 | 118 | 140 | 203 | 307 | 621 | 621 |

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

328

342

366

439

553

867

1 273

2

84

97

122

195

308

622

1 026

3

87

102

125

191

307

621

838

4

90

106

130

195

308

622

696

5

93

110

136

199

309

623

623

6

95

113

140

205

310

624

624

7

96

116

142

207

310

624

624

8

97

117

143

207

311

625

625

9

97

118

143

206

311

625

625

10

98

119

143

206

311

625

625

11

98

120

143

206

311

625

625

12

99

121

143

206

311

625

625

13

99

122

144

207

311

625

625

14

100

123

144

207

311

626

626

15

101

123

145

208

312

627

627

16

102

124

146

209

313

628

628

17

103

125

147

210

314

629

629

18

104

126

148

211

315

630

630

19

105

127

149

212

316

630

630

20

105

128

149

212

316

631

631

21

105

128

149

212

317

631

631

22

105

127

149

212

316

631

631

23

104

127

148

211

316

630

630

24

103

126

148

210

315

629

629

25

102

125

146

209

314

628

628

26

101

124

145

208

312

627

627

27

100

122

144

207

311

626

626

28

98

121

143

205

310

624

624

29

97

120

141

204

308

623

623

30

96

118

140

203

307

621

621

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 | 222 | 537 | 1 194 |
| 2 | 1 | 12 | 36 | 109 | 222 | 537 | 961 |
| 3 | 2 | 14 | 37 | 102 | 218 | 533 | 785 |
| 4 | 3 | 15 | 39 | 104 | 217 | 531 | 650 |
| 5 | 4 | 17 | 43 | 106 | 216 | 530 | 547 |
| 6 | 5 | 18 | 45 | 110 | 215 | 529 | 529 |
| 7 | 5 | 20 | 47 | 112 | 214 | 529 | 529 |
| 8 | 6 | 20 | 46 | 110 | 213 | 528 | 528 |
| 9 | 7 | 20 | 45 | 108 | 212 | 527 | 527 |
| 10 | 8 | 20 | 44 | 107 | 212 | 526 | 526 |
| 11 | 9 | 21 | 44 | 107 | 212 | 526 | 526 |
| 12 | 9 | 22 | 44 | 107 | 212 | 526 | 526 |
| 13 | 10 | 23 | 45 | 107 | 212 | 526 | 526 |
| 14 | 11 | 23 | 45 | 108 | 212 | 526 | 526 |
| 15 | 12 | 23 | 45 | 108 | 212 | 527 | 527 |
| 16 | 13 | 23 | 45 | 108 | 212 | 527 | 527 |
| 17 | 13 | 24 | 46 | 108 | 213 | 527 | 527 |
| 18 | 14 | 24 | 46 | 109 | 213 | 528 | 528 |
| 19 | 15 | 25 | 47 | 110 | 214 | 528 | 528 |
| 20 | 16 | 26 | 48 | 110 | 215 | 529 | 529 |
| 21 | 17 | 27 | 48 | 111 | 216 | 530 | 530 |
| 22 | 17 | 27 | 49 | 112 | 216 | 531 | 531 |
| 23 | 18 | 28 | 50 | 113 | 217 | 531 | 531 |
| 24 | 18 | 29 | 50 | 113 | 217 | 532 | 532 |
| 25 | 20 | 29 | 51 | 113 | 218 | 532 | 532 |
| 26 | 20 | 29 | 51 | 114 | 218 | 533 | 533 |
| 27 | 21 | 30 | 51 | 114 | 218 | 533 | 533 |
| 28 | 21 | 30 | 51 | 114 | 219 | 533 | 533 |
| 29 | 22 | 30 | 52 | 115 | 219 | 533 | 533 |
| 30 | 22 | 30 | 52 | 115 | 219 | 534 | 534 |

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

222

537

1 194

2

1

12

36

109

222

537

961

3

2

14

37

102

218

533

785

4

3

15

39

104

217

531

650

5

4

17

43

106

216

530

547

6

5

18

45

110

215

529

529

7

5

20

47

112

214

529

529

8

6

20

46

110

213

528

528

9

7

20

45

108

212

527

527

10

8

20

44

107

212

526

526

11

9

21

44

107

212

526

526

12

9

22

44

107

212

526

526

13

10

23

45

107

212

526

526

14

11

23

45

108

212

526

526

15

12

23

45

108

212

527

527

16

13

23

45

108

212

527

527

17

13

24

46

108

213

527

527

18

14

24

46

109

213

528

528

19

15

25

47

110

214

528

528

20

16

26

48

110

215

529

529

21

17

27

48

111

216

530

530

22

17

27

49

112

216

531

531

23

18

28

50

113

217

531

531

24

18

29

50

113

217

532

532

25

20

29

51

113

218

532

532

26

20

29

51

114

218

533

533

27

21

30

51

114

218

533

533

28

21

30

51

114

219

533

533

29

22

30

52

115

219

533

533

30

22

30

52

115

219

534

534

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 | 90 | 163 | 277 | 591 | 1 195 |
| 2 | 53 | 67 | 91 | 164 | 277 | 592 | 960 |
| 3 | 54 | 69 | 92 | 157 | 274 | 588 | 783 |
| 4 | 54 | 70 | 94 | 159 | 272 | 586 | 649 |
| 5 | 55 | 72 | 98 | 161 | 271 | 585 | 585 |
| 6 | 56 | 74 | 101 | 166 | 270 | 585 | 585 |
| 7 | 55 | 75 | 102 | 167 | 269 | 584 | 584 |
| 8 | 55 | 75 | 101 | 165 | 269 | 583 | 583 |
| 9 | 54 | 75 | 100 | 164 | 268 | 582 | 582 |
| 10 | 54 | 75 | 99 | 162 | 267 | 581 | 581 |
| 11 | 53 | 75 | 98 | 161 | 265 | 580 | 580 |
| 12 | 52 | 74 | 96 | 159 | 264 | 578 | 578 |
| 13 | 51 | 73 | 95 | 158 | 262 | 577 | 577 |
| 14 | 49 | 72 | 94 | 156 | 261 | 575 | 575 |
| 15 | 48 | 71 | 92 | 155 | 259 | 574 | 574 |
| 16 | 47 | 69 | 91 | 154 | 258 | 572 | 572 |
| 17 | 45 | 68 | 90 | 153 | 257 | 571 | 571 |
| 18 | 44 | 67 | 89 | 152 | 256 | 570 | 570 |
| 19 | 44 | 66 | 88 | 151 | 255 | 570 | 570 |
| 20 | 43 | 66 | 87 | 150 | 254 | 569 | 569 |
| 21 | 43 | 65 | 87 | 150 | 254 | 568 | 568 |
| 22 | 42 | 65 | 86 | 149 | 253 | 568 | 568 |
| 23 | 41 | 64 | 85 | 148 | 253 | 567 | 567 |
| 24 | 41 | 63 | 85 | 148 | 252 | 566 | 566 |
| 25 | 40 | 62 | 84 | 147 | 251 | 566 | 566 |
| 26 | 39 | 62 | 83 | 146 | 251 | 565 | 565 |
| 27 | 39 | 61 | 83 | 146 | 250 | 564 | 564 |
| 28 | 38 | 60 | 82 | 145 | 249 | 564 | 564 |
| 29 | 37 | 60 | 81 | 144 | 249 | 563 | 563 |
| 30 | 37 | 59 | 81 | 144 | 248 | 562 | 562 |

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

90

163

277

591

1 195

2

53

67

91

164

277

592

960

3

54

69

92

157

274

588

783

4

54

70

94

159

272

586

649

5

55

72

98

161

271

585

585

6

56

74

101

166

270

585

585

7

55

75

102

167

269

584

584

8

55

75

101

165

269

583

583

9

54

75

100

164

268

582

582

10

54

75

99

162

267

581

581

11

53

75

98

161

265

580

580

12

52

74

96

159

264

578

578

13

51

73

95

158

262

577

577

14

49

72

94

156

261

575

575

15

48

71

92

155

259

574

574

16

47

69

91

154

258

572

572

17

45

68

90

153

257

571

571

18

44

67

89

152

256

570

570

19

44

66

88

151

255

570

570

20

43

66

87

150

254

569

569

21

43

65

87

150

254

568

568

22

42

65

86

149

253

568

568

23

41

64

85

148

253

567

567

24

41

63

85

148

252

566

566

25

40

62

84

147

251

566

566

26

39

62

83

146

251

565

565

27

39

61

83

146

250

564

564

28

38

60

82

145

249

564

564

29

37

60

81

144

249

563

563

30

37

59

81

144

248

562

562

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 | 129 | 154 | 227 | 340 | 655 | 1 251 |
| 2 | 117 | 131 | 155 | 228 | 341 | 656 | 1 010 |
| 3 | 119 | 134 | 157 | 223 | 339 | 653 | 828 |
| 4 | 121 | 137 | 161 | 226 | 339 | 653 | 690 |
| 5 | 123 | 140 | 166 | 229 | 339 | 654 | 654 |
| 6 | 124 | 143 | 170 | 234 | 339 | 654 | 654 |
| 7 | 125 | 144 | 171 | 236 | 339 | 653 | 653 |
| 8 | 125 | 145 | 170 | 234 | 338 | 653 | 653 |
| 9 | 124 | 145 | 170 | 233 | 337 | 652 | 652 |
| 10 | 124 | 145 | 169 | 232 | 337 | 651 | 651 |
| 11 | 123 | 145 | 168 | 231 | 335 | 650 | 650 |
| 12 | 122 | 144 | 167 | 229 | 334 | 648 | 648 |
| 13 | 120 | 143 | 165 | 228 | 332 | 646 | 646 |
| 14 | 119 | 141 | 163 | 226 | 330 | 644 | 644 |
| 15 | 117 | 139 | 161 | 224 | 328 | 642 | 642 |
| 16 | 114 | 137 | 158 | 221 | 325 | 640 | 640 |
| 17 | 112 | 135 | 156 | 219 | 323 | 638 | 638 |
| 18 | 110 | 132 | 154 | 217 | 321 | 636 | 636 |
| 19 | 108 | 130 | 152 | 215 | 319 | 634 | 634 |
| 20 | 106 | 129 | 150 | 213 | 318 | 632 | 632 |
| 21 | 105 | 127 | 149 | 212 | 316 | 630 | 630 |
| 22 | 103 | 125 | 147 | 210 | 314 | 629 | 629 |
| 23 | 101 | 123 | 145 | 208 | 312 | 627 | 627 |
| 24 | 99 | 122 | 143 | 206 | 310 | 625 | 625 |
| 25 | 97 | 120 | 141 | 204 | 309 | 623 | 623 |
| 26 | 95 | 118 | 139 | 202 | 307 | 621 | 621 |
| 27 | 94 | 116 | 138 | 201 | 305 | 619 | 619 |
| 28 | 92 | 115 | 136 | 199 | 303 | 618 | 618 |
| 29 | 90 | 113 | 134 | 197 | 302 | 616 | 616 |
| 30 | 89 | 111 | 133 | 196 | 300 | 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

116

129

154

227

340

655

1 251

2

117

131

155

228

341

656

1 010

3

119

134

157

223

339

653

828

4

121

137

161

226

339

653

690

5

123

140

166

229

339

654

654

6

124

143

170

234

339

654

654

7

125

144

171

236

339

653

653

8

125

145

170

234

338

653

653

9

124

145

170

233

337

652

652

10

124

145

169

232

337

651

651

11

123

145

168

231

335

650

650

12

122

144

167

229

334

648

648

13

120

143

165

228

332

646

646

14

119

141

163

226

330

644

644

15

117

139

161

224

328

642

642

16

114

137

158

221

325

640

640

17

112

135

156

219

323

638

638

18

110

132

154

217

321

636

636

19

108

130

152

215

319

634

634

20

106

129

150

213

318

632

632

21

105

127

149

212

316

630

630

22

103

125

147

210

314

629

629

23

101

123

145

208

312

627

627

24

99

122

143

206

310

625

625

25

97

120

141

204

309

623

623

26

95

118

139

202

307

621

621

27

94

116

138

201

305

619

619

28

92

115

136

199

303

618

618

29

90

113

134

197

302

616

616

30

89

111

133

196

300

615

615

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 | 168 | 182 | 206 | 279 | 392 | 707 | 1 242 |
| 2 | 178 | 191 | 215 | 289 | 402 | 716 | 1 017 |
| 3 | 183 | 198 | 221 | 287 | 403 | 717 | 841 |
| 4 | 186 | 202 | 225 | 290 | 403 | 718 | 718 |
| 5 | 187 | 205 | 231 | 294 | 403 | 718 | 718 |
| 6 | 188 | 206 | 233 | 297 | 402 | 717 | 717 |
| 7 | 188 | 207 | 234 | 299 | 401 | 716 | 716 |
| 8 | 186 | 206 | 232 | 296 | 400 | 714 | 714 |
| 9 | 185 | 206 | 231 | 294 | 398 | 713 | 713 |
| 10 | 184 | 206 | 230 | 293 | 397 | 712 | 712 |
| 11 | 183 | 205 | 228 | 291 | 395 | 710 | 710 |
| 12 | 181 | 203 | 226 | 289 | 393 | 707 | 707 |
| 13 | 179 | 201 | 223 | 286 | 390 | 705 | 705 |
| 14 | 176 | 198 | 220 | 283 | 387 | 702 | 702 |
| 15 | 173 | 195 | 217 | 280 | 384 | 699 | 699 |
| 16 | 170 | 192 | 214 | 277 | 381 | 695 | 695 |
| 17 | 167 | 189 | 211 | 274 | 378 | 692 | 692 |
| 18 | 163 | 186 | 208 | 271 | 375 | 689 | 689 |
| 19 | 161 | 183 | 205 | 268 | 372 | 686 | 686 |
| 20 | 158 | 180 | 202 | 265 | 369 | 683 | 683 |
| 21 | 155 | 177 | 199 | 262 | 366 | 680 | 680 |
| 22 | 151 | 174 | 196 | 259 | 363 | 677 | 677 |
| 23 | 148 | 171 | 193 | 255 | 360 | 674 | 674 |
| 24 | 145 | 168 | 189 | 252 | 357 | 671 | 671 |
| 25 | 142 | 165 | 186 | 249 | 354 | 668 | 668 |
| 26 | 139 | 162 | 183 | 246 | 351 | 665 | 665 |
| 27 | 136 | 159 | 180 | 243 | 348 | 662 | 662 |
| 28 | 134 | 156 | 178 | 241 | 345 | 659 | 659 |
| 29 | 131 | 153 | 175 | 238 | 342 | 657 | 657 |
| 30 | 128 | 151 | 172 | 235 | 339 | 654 | 654 |

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

168

182

206

279

392

707

1 242

2

178

191

215

289

402

716

1 017

3

183

198

221

287

403

717

841

4

186

202

225

290

403

718

718

5

187

205

231

294

403

718

718

6

188

206

233

297

402

717

717

7

188

207

234

299

401

716

716

8

186

206

232

296

400

714

714

9

185

206

231

294

398

713

713

10

184

206

230

293

397

712

712

11

183

205

228

291

395

710

710

12

181

203

226

289

393

707

707

13

179

201

223

286

390

705

705

14

176

198

220

283

387

702

702

15

173

195

217

280

384

699

699

16

170

192

214

277

381

695

695

17

167

189

211

274

378

692

692

18

163

186

208

271

375

689

689

19

161

183

205

268

372

686

686

20

158

180

202

265

369

683

683

21

155

177

199

262

366

680

680

22

151

174

196

259

363

677

677

23

148

171

193

255

360

674

674

24

145

168

189

252

357

671

671

25

142

165

186

249

354

668

668

26

139

162

183

246

351

665

665

27

136

159

180

243

348

662

662

28

134

156

178

241

345

659

659

29

131

153

175

238

342

657

657

30

128

151

172

235

339

654

654

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 | 45 | 69 | 142 | 255 | 570 | 1 234 |
| 2 | 32 | 45 | 70 | 143 | 256 | 571 | 995 |
| 3 | 33 | 48 | 71 | 136 | 253 | 567 | 812 |
| 4 | 34 | 50 | 73 | 138 | 251 | 566 | 674 |
| 5 | 35 | 52 | 78 | 141 | 251 | 565 | 567 |
| 6 | 35 | 53 | 81 | 145 | 250 | 565 | 565 |
| 7 | 36 | 55 | 82 | 147 | 249 | 564 | 564 |
| 8 | 35 | 55 | 80 | 145 | 248 | 563 | 563 |
| 9 | 34 | 55 | 79 | 143 | 247 | 562 | 562 |
| 10 | 34 | 55 | 79 | 142 | 247 | 561 | 561 |
| 11 | 34 | 55 | 79 | 142 | 246 | 560 | 560 |
| 12 | 33 | 56 | 78 | 141 | 245 | 560 | 560 |
| 13 | 33 | 56 | 77 | 140 | 245 | 559 | 559 |
| 14 | 33 | 55 | 77 | 140 | 244 | 559 | 559 |
| 15 | 33 | 55 | 77 | 140 | 244 | 558 | 558 |
| 16 | 32 | 55 | 77 | 139 | 244 | 558 | 558 |
| 17 | 32 | 55 | 77 | 139 | 244 | 558 | 558 |
| 18 | 32 | 55 | 77 | 139 | 244 | 558 | 558 |
| 19 | 32 | 55 | 77 | 140 | 244 | 558 | 558 |
| 20 | 33 | 55 | 77 | 140 | 244 | 558 | 558 |
| 21 | 33 | 55 | 77 | 140 | 244 | 559 | 559 |
| 22 | 33 | 55 | 77 | 140 | 244 | 558 | 558 |
| 23 | 32 | 55 | 76 | 139 | 244 | 558 | 558 |
| 24 | 32 | 55 | 76 | 139 | 243 | 558 | 558 |
| 25 | 32 | 54 | 76 | 139 | 243 | 558 | 558 |
| 26 | 32 | 54 | 76 | 139 | 243 | 557 | 557 |
| 27 | 31 | 54 | 75 | 138 | 243 | 557 | 557 |
| 28 | 31 | 54 | 75 | 138 | 242 | 557 | 557 |
| 29 | 31 | 53 | 75 | 138 | 242 | 556 | 556 |
| 30 | 30 | 53 | 74 | 137 | 242 | 556 | 556 |

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

69

142

255

570

1 234

2

32

45

70

143

256

571

995

3

33

48

71

136

253

567

812

4

34

50

73

138

251

566

674

5

35

52

78

141

251

565

567

6

35

53

81

145

250

565

565

7

36

55

82

147

249

564

564

8

35

55

80

145

248

563

563

9

34

55

79

143

247

562

562

10

34

55

79

142

247

561

561

11

34

55

79

142

246

560

560

12

33

56

78

141

245

560

560

13

33

56

77

140

245

559

559

14

33

55

77

140

244

559

559

15

33

55

77

140

244

558

558

16

32

55

77

139

244

558

558

17

32

55

77

139

244

558

558

18

32

55

77

139

244

558

558

19

32

55

77

140

244

558

558

20

33

55

77

140

244

558

558

21

33

55

77

140

244

559

559

22

33

55

77

140

244

558

558

23

32

55

76

139

244

558

558

24

32

55

76

139

243

558

558

25

32

54

76

139

243

558

558

26

32

54

76

139

243

557

557

27

31

54

75

138

243

557

557

28

31

54

75

138

242

557

557

29

31

53

75

138

242

556

556

30

30

53

74

137

242

556

556

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 | 139 | 252 | 567 | 1 221 |
| 2 | 30 | 43 | 68 | 141 | 254 | 569 | 984 |
| 3 | 32 | 47 | 70 | 136 | 252 | 566 | 804 |
| 4 | 35 | 51 | 74 | 139 | 252 | 567 | 667 |
| 5 | 37 | 54 | 80 | 143 | 253 | 567 | 567 |
| 6 | 38 | 56 | 84 | 148 | 253 | 567 | 567 |
| 7 | 40 | 59 | 86 | 151 | 253 | 568 | 568 |
| 8 | 40 | 60 | 86 | 150 | 253 | 568 | 568 |
| 9 | 40 | 61 | 86 | 149 | 253 | 568 | 568 |
| 10 | 41 | 62 | 86 | 149 | 254 | 568 | 568 |
| 11 | 42 | 64 | 87 | 150 | 254 | 569 | 569 |
| 12 | 42 | 65 | 87 | 150 | 254 | 569 | 569 |
| 13 | 43 | 65 | 87 | 150 | 254 | 569 | 569 |
| 14 | 43 | 65 | 87 | 150 | 254 | 569 | 569 |
| 15 | 43 | 65 | 87 | 150 | 254 | 568 | 568 |
| 16 | 42 | 65 | 86 | 149 | 254 | 568 | 568 |
| 17 | 42 | 65 | 86 | 149 | 254 | 568 | 568 |
| 18 | 42 | 65 | 86 | 149 | 254 | 568 | 568 |
| 19 | 42 | 65 | 86 | 149 | 254 | 568 | 568 |
| 20 | 43 | 65 | 87 | 150 | 254 | 568 | 568 |
| 21 | 43 | 65 | 87 | 150 | 254 | 569 | 569 |
| 22 | 43 | 65 | 87 | 150 | 254 | 569 | 569 |
| 23 | 42 | 65 | 87 | 149 | 254 | 568 | 568 |
| 24 | 42 | 65 | 86 | 149 | 253 | 568 | 568 |
| 25 | 42 | 64 | 86 | 149 | 253 | 568 | 568 |
| 26 | 41 | 64 | 85 | 148 | 253 | 567 | 567 |
| 27 | 41 | 63 | 85 | 148 | 252 | 567 | 567 |
| 28 | 40 | 63 | 84 | 147 | 251 | 566 | 566 |
| 29 | 40 | 62 | 84 | 147 | 251 | 565 | 565 |
| 30 | 39 | 62 | 83 | 146 | 250 | 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

28

42

66

139

252

567

1 221

2

30

43

68

141

254

569

984

3

32

47

70

136

252

566

804

4

35

51

74

139

252

567

667

5

37

54

80

143

253

567

567

6

38

56

84

148

253

567

567

7

40

59

86

151

253

568

568

8

40

60

86

150

253

568

568

9

40

61

86

149

253

568

568

10

41

62

86

149

254

568

568

11

42

64

87

150

254

569

569

12

42

65

87

150

254

569

569

13

43

65

87

150

254

569

569

14

43

65

87

150

254

569

569

15

43

65

87

150

254

568

568

16

42

65

86

149

254

568

568

17

42

65

86

149

254

568

568

18

42

65

86

149

254

568

568

19

42

65

86

149

254

568

568

20

43

65

87

150

254

568

568

21

43

65

87

150

254

569

569

22

43

65

87

150

254

569

569

23

42

65

87

149

254

568

568

24

42

65

86

149

253

568

568

25

42

64

86

149

253

568

568

26

41

64

85

148

253

567

567

27

41

63

85

148

252

567

567

28

40

63

84

147

251

566

566

29

40

62

84

147

251

565

565

30

39

62

83

146

250

565

565

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 | 237 | 350 | 665 | 1 268 |
| 2 | 125 | 138 | 163 | 236 | 349 | 664 | 1 025 |
| 3 | 125 | 140 | 163 | 228 | 345 | 659 | 840 |
| 4 | 125 | 141 | 165 | 230 | 343 | 657 | 698 |
| 5 | 126 | 143 | 169 | 232 | 342 | 656 | 656 |
| 6 | 125 | 144 | 171 | 235 | 340 | 655 | 655 |
| 7 | 126 | 145 | 172 | 237 | 339 | 654 | 654 |
| 8 | 125 | 145 | 171 | 235 | 338 | 653 | 653 |
| 9 | 124 | 144 | 169 | 233 | 337 | 652 | 652 |
| 10 | 124 | 145 | 169 | 232 | 337 | 651 | 651 |
| 11 | 123 | 145 | 168 | 231 | 336 | 650 | 650 |
| 12 | 123 | 145 | 167 | 230 | 335 | 649 | 649 |
| 13 | 122 | 144 | 166 | 229 | 333 | 648 | 648 |
| 14 | 121 | 143 | 165 | 228 | 332 | 647 | 647 |
| 15 | 119 | 141 | 163 | 226 | 330 | 644 | 644 |
| 16 | 116 | 139 | 161 | 223 | 328 | 642 | 642 |
| 17 | 114 | 136 | 158 | 221 | 325 | 640 | 640 |
| 18 | 112 | 134 | 156 | 219 | 323 | 638 | 638 |
| 19 | 110 | 132 | 154 | 217 | 321 | 635 | 635 |
| 20 | 107 | 130 | 152 | 214 | 319 | 633 | 633 |
| 21 | 105 | 128 | 149 | 212 | 317 | 631 | 631 |
| 22 | 103 | 125 | 147 | 210 | 314 | 629 | 629 |
| 23 | 101 | 123 | 145 | 208 | 312 | 627 | 627 |
| 24 | 99 | 121 | 143 | 206 | 310 | 624 | 624 |
| 25 | 96 | 119 | 140 | 203 | 308 | 622 | 622 |
| 26 | 94 | 117 | 138 | 201 | 306 | 620 | 620 |
| 27 | 92 | 115 | 136 | 199 | 303 | 618 | 618 |
| 28 | 90 | 113 | 134 | 197 | 301 | 616 | 616 |
| 29 | 88 | 111 | 132 | 195 | 299 | 614 | 614 |
| 30 | 86 | 109 | 130 | 193 | 298 | 612 | 612 |

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

237

350

665

1 268

2

125

138

163

236

349

664

1 025

3

125

140

163

228

345

659

840

4

125

141

165

230

343

657

698

5

126

143

169

232

342

656

656

6

125

144

171

235

340

655

655

7

126

145

172

237

339

654

654

8

125

145

171

235

338

653

653

9

124

144

169

233

337

652

652

10

124

145

169

232

337

651

651

11

123

145

168

231

336

650

650

12

123

145

167

230

335

649

649

13

122

144

166

229

333

648

648

14

121

143

165

228

332

647

647

15

119

141

163

226

330

644

644

16

116

139

161

223

328

642

642

17

114

136

158

221

325

640

640

18

112

134

156

219

323

638

638

19

110

132

154

217

321

635

635

20

107

130

152

214

319

633

633

21

105

128

149

212

317

631

631

22

103

125

147

210

314

629

629

23

101

123

145

208

312

627

627

24

99

121

143

206

310

624

624

25

96

119

140

203

308

622

622

26

94

117

138

201

306

620

620

27

92

115

136

199

303

618

618

28

90

113

134

197

301

616

616

29

88

111

132

195

299

614

614

30

86

109

130

193

298

612

612

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 | 223 | 538 | 1 194 |
| 2 | 1 | 14 | 39 | 112 | 225 | 540 | 961 |
| 3 | 3 | 18 | 41 | 107 | 223 | 537 | 785 |
| 4 | 5 | 21 | 45 | 110 | 223 | 537 | 650 |
| 5 | 8 | 25 | 51 | 114 | 224 | 538 | 547 |
| 6 | 9 | 27 | 55 | 119 | 224 | 538 | 538 |
| 7 | 11 | 30 | 57 | 122 | 224 | 539 | 539 |
| 8 | 11 | 31 | 56 | 121 | 224 | 539 | 539 |
| 9 | 11 | 31 | 56 | 120 | 224 | 539 | 539 |
| 10 | 11 | 32 | 56 | 120 | 224 | 539 | 539 |
| 11 | 11 | 33 | 56 | 119 | 224 | 538 | 538 |
| 12 | 12 | 34 | 56 | 119 | 223 | 538 | 538 |
| 13 | 12 | 34 | 56 | 119 | 223 | 538 | 538 |
| 14 | 12 | 34 | 56 | 119 | 223 | 538 | 538 |
| 15 | 12 | 34 | 56 | 118 | 223 | 537 | 537 |
| 16 | 13 | 34 | 55 | 118 | 222 | 537 | 537 |
| 17 | 13 | 34 | 55 | 118 | 222 | 537 | 537 |
| 18 | 14 | 34 | 55 | 118 | 222 | 537 | 537 |
| 19 | 15 | 34 | 55 | 118 | 223 | 537 | 537 |
| 20 | 16 | 34 | 56 | 119 | 223 | 538 | 538 |
| 21 | 16 | 35 | 56 | 119 | 224 | 538 | 538 |
| 22 | 17 | 35 | 57 | 120 | 224 | 538 | 538 |
| 23 | 18 | 35 | 57 | 120 | 224 | 539 | 539 |
| 24 | 18 | 36 | 57 | 120 | 224 | 539 | 539 |
| 25 | 20 | 36 | 57 | 120 | 225 | 539 | 539 |
| 26 | 20 | 36 | 57 | 120 | 225 | 539 | 539 |
| 27 | 21 | 36 | 58 | 120 | 225 | 539 | 539 |
| 28 | 21 | 36 | 58 | 121 | 225 | 539 | 539 |
| 29 | 22 | 36 | 58 | 121 | 225 | 539 | 539 |
| 30 | 22 | 36 | 58 | 121 | 225 | 540 | 540 |

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

223

538

1 194

2

1

14

39

112

225

540

961

3

3

18

41

107

223

537

785

4

5

21

45

110

223

537

650

5

8

25

51

114

224

538

547

6

9

27

55

119

224

538

538

7

11

30

57

122

224

539

539

8

11

31

56

121

224

539

539

9

11

31

56

120

224

539

539

10

11

32

56

120

224

539

539

11

11

33

56

119

224

538

538

12

12

34

56

119

223

538

538

13

12

34

56

119

223

538

538

14

12

34

56

119

223

538

538

15

12

34

56

118

223

537

537

16

13

34

55

118

222

537

537

17

13

34

55

118

222

537

537

18

14

34

55

118

222

537

537

19

15

34

55

118

223

537

537

20

16

34

56

119

223

538

538

21

16

35

56

119

224

538

538

22

17

35

57

120

224

538

538

23

18

35

57

120

224

539

539

24

18

36

57

120

224

539

539

25

20

36

57

120

225

539

539

26

20

36

57

120

225

539

539

27

21

36

58

120

225

539

539

28

21

36

58

121

225

539

539

29

22

36

58

121

225

539

539

30

22

36

58

121

225

540

540

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 | 49 | 74 | 147 | 260 | 574 | 1 201 |
| 2 | 36 | 50 | 74 | 147 | 260 | 575 | 967 |
| 3 | 36 | 51 | 74 | 140 | 256 | 570 | 789 |
| 4 | 36 | 52 | 76 | 141 | 254 | 568 | 654 |
| 5 | 37 | 54 | 80 | 143 | 253 | 567 | 567 |
| 6 | 39 | 57 | 84 | 149 | 254 | 568 | 568 |
| 7 | 37 | 56 | 83 | 148 | 250 | 565 | 565 |
| 8 | 40 | 60 | 86 | 150 | 254 | 568 | 568 |
| 9 | 39 | 60 | 85 | 148 | 253 | 567 | 567 |
| 10 | 34 | 56 | 80 | 143 | 247 | 562 | 562 |
| 11 | 30 | 52 | 75 | 138 | 243 | 557 | 557 |
| 12 | 27 | 50 | 72 | 135 | 239 | 554 | 554 |
| 13 | 25 | 48 | 70 | 132 | 237 | 551 | 551 |
| 14 | 24 | 46 | 68 | 131 | 235 | 549 | 549 |
| 15 | 22 | 45 | 66 | 129 | 233 | 548 | 548 |
| 16 | 21 | 43 | 65 | 128 | 232 | 546 | 546 |
| 17 | 20 | 42 | 64 | 127 | 231 | 546 | 546 |
| 18 | 19 | 42 | 63 | 126 | 230 | 545 | 545 |
| 19 | 19 | 41 | 63 | 126 | 230 | 545 | 545 |
| 20 | 19 | 41 | 63 | 126 | 230 | 545 | 545 |
| 21 | 19 | 41 | 63 | 126 | 230 | 545 | 545 |
| 22 | 19 | 41 | 63 | 126 | 230 | 545 | 545 |
| 23 | 19 | 41 | 63 | 126 | 230 | 544 | 544 |
| 24 | 18 | 41 | 63 | 126 | 230 | 544 | 544 |
| 25 | 20 | 41 | 62 | 125 | 230 | 544 | 544 |
| 26 | 20 | 41 | 62 | 125 | 230 | 544 | 544 |
| 27 | 21 | 41 | 62 | 125 | 229 | 544 | 544 |
| 28 | 21 | 41 | 62 | 125 | 229 | 544 | 544 |
| 29 | 22 | 40 | 62 | 125 | 229 | 544 | 544 |
| 30 | 22 | 40 | 62 | 125 | 229 | 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

36

49

74

147

260

574

1 201

2

36

50

74

147

260

575

967

3

36

51

74

140

256

570

789

4

36

52

76

141

254

568

654

5

37

54

80

143

253

567

567

6

39

57

84

149

254

568

568

7

37

56

83

148

250

565

565

8

40

60

86

150

254

568

568

9

39

60

85

148

253

567

567

10

34

56

80

143

247

562

562

11

30

52

75

138

243

557

557

12

27

50

72

135

239

554

554

13

25

48

70

132

237

551

551

14

24

46

68

131

235

549

549

15

22

45

66

129

233

548

548

16

21

43

65

128

232

546

546

17

20

42

64

127

231

546

546

18

19

42

63

126

230

545

545

19

19

41

63

126

230

545

545

20

19

41

63

126

230

545

545

21

19

41

63

126

230

545

545

22

19

41

63

126

230

545

545

23

19

41

63

126

230

544

544

24

18

41

63

126

230

544

544

25

20

41

62

125

230

544

544

26

20

41

62

125

230

544

544

27

21

41

62

125

229

544

544

28

21

41

62

125

229

544

544

29

22

40

62

125

229

544

544

30

22

40

62

125

229

544

544

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 | 215 | 239 | 312 | 425 | 740 | 1 430 |
| 2 | 197 | 211 | 235 | 308 | 422 | 736 | 1 162 |
| 3 | 194 | 209 | 232 | 297 | 413 | 728 | 950 |
| 4 | 190 | 206 | 230 | 295 | 408 | 722 | 788 |
| 5 | 187 | 204 | 230 | 293 | 403 | 717 | 717 |
| 6 | 183 | 201 | 228 | 293 | 398 | 712 | 712 |
| 7 | 180 | 199 | 226 | 291 | 393 | 708 | 708 |
| 8 | 175 | 195 | 221 | 285 | 389 | 703 | 703 |
| 9 | 171 | 192 | 217 | 280 | 385 | 699 | 699 |
| 10 | 168 | 189 | 213 | 276 | 380 | 695 | 695 |
| 11 | 164 | 186 | 209 | 272 | 376 | 691 | 691 |
| 12 | 160 | 183 | 205 | 268 | 372 | 687 | 687 |
| 13 | 157 | 179 | 201 | 264 | 368 | 683 | 683 |
| 14 | 153 | 176 | 197 | 260 | 365 | 679 | 679 |
| 15 | 150 | 172 | 194 | 257 | 361 | 675 | 675 |
| 16 | 146 | 169 | 190 | 253 | 358 | 672 | 672 |
| 17 | 143 | 165 | 187 | 250 | 354 | 669 | 669 |
| 18 | 140 | 162 | 184 | 247 | 351 | 666 | 666 |
| 19 | 137 | 160 | 181 | 244 | 348 | 663 | 663 |
| 20 | 134 | 157 | 178 | 241 | 346 | 660 | 660 |
| 21 | 132 | 154 | 176 | 239 | 343 | 657 | 657 |
| 22 | 129 | 151 | 173 | 236 | 340 | 655 | 655 |
| 23 | 126 | 149 | 170 | 233 | 337 | 652 | 652 |
| 24 | 123 | 146 | 168 | 230 | 335 | 649 | 649 |
| 25 | 121 | 143 | 165 | 228 | 332 | 647 | 647 |
| 26 | 118 | 141 | 163 | 225 | 330 | 644 | 644 |
| 27 | 116 | 139 | 160 | 223 | 327 | 642 | 642 |
| 28 | 114 | 136 | 158 | 221 | 325 | 640 | 640 |
| 29 | 111 | 134 | 156 | 218 | 323 | 637 | 637 |
| 30 | 109 | 132 | 153 | 216 | 321 | 635 | 635 |

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

215

239

312

425

740

1 430

2

197

211

235

308

422

736

1 162

3

194

209

232

297

413

728

950

4

190

206

230

295

408

722

788

5

187

204

230

293

403

717

717

6

183

201

228

293

398

712

712

7

180

199

226

291

393

708

708

8

175

195

221

285

389

703

703

9

171

192

217

280

385

699

699

10

168

189

213

276

380

695

695

11

164

186

209

272

376

691

691

12

160

183

205

268

372

687

687

13

157

179

201

264

368

683

683

14

153

176

197

260

365

679

679

15

150

172

194

257

361

675

675

16

146

169

190

253

358

672

672

17

143

165

187

250

354

669

669

18

140

162

184

247

351

666

666

19

137

160

181

244

348

663

663

20

134

157

178

241

346

660

660

21

132

154

176

239

343

657

657

22

129

151

173

236

340

655

655

23

126

149

170

233

337

652

652

24

123

146

168

230

335

649

649

25

121

143

165

228

332

647

647

26

118

141

163

225

330

644

644

27

116

139

160

223

327

642

642

28

114

136

158

221

325

640

640

29

111

134

156

218

323

637

637

30

109

132

153

216

321

635

635

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 | 240 | 554 | 1 195 |
| 2 | 9 | 26 | 50 | 105 | 240 | 554 | 961 |
| 3 | 10 | 29 | 52 | 100 | 238 | 552 | 784 |
| 4 | 13 | 33 | 55 | 98 | 238 | 553 | 650 |
| 5 | 17 | 39 | 60 | 101 | 239 | 554 | 554 |
| 6 | 19 | 43 | 65 | 97 | 240 | 554 | 554 |
| 7 | 20 | 45 | 64 | 91 | 240 | 555 | 555 |
| 8 | 18 | 44 | 63 | 91 | 240 | 555 | 555 |
| 9 | 19 | 45 | 65 | 95 | 240 | 555 | 555 |
| 10 | 20 | 48 | 68 | 98 | 240 | 555 | 555 |
| 11 | 22 | 50 | 70 | 101 | 240 | 555 | 555 |
| 12 | 24 | 53 | 71 | 102 | 240 | 555 | 555 |
| 13 | 25 | 55 | 71 | 102 | 240 | 555 | 555 |
| 14 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 15 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 16 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 17 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 18 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 19 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 20 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 21 | 25 | 55 | 72 | 102 | 241 | 555 | 555 |
| 22 | 25 | 55 | 72 | 102 | 241 | 555 | 555 |
| 23 | 25 | 55 | 72 | 102 | 241 | 555 | 555 |
| 24 | 25 | 55 | 72 | 102 | 241 | 555 | 555 |
| 25 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 26 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 27 | 25 | 55 | 72 | 102 | 240 | 555 | 555 |
| 28 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 29 | 25 | 55 | 72 | 102 | 240 | 554 | 554 |
| 30 | 25 | 55 | 72 | 102 | 239 | 554 | 554 |

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

240

554

1 195

2

9

26

50

105

240

554

961

3

10

29

52

100

238

552

784

4

13

33

55

98

238

553

650

5

17

39

60

101

239

554

554

6

19

43

65

97

240

554

554

7

20

45

64

91

240

555

555

8

18

44

63

91

240

555

555

9

19

45

65

95

240

555

555

10

20

48

68

98

240

555

555

11

22

50

70

101

240

555

555

12

24

53

71

102

240

555

555

13

25

55

71

102

240

555

555

14

25

55

72

102

240

555

555

15

25

55

72

102

240

555

555

16

25

55

72

102

240

554

554

17

25

55

72

102

240

554

554

18

25

55

72

102

240

554

554

19

25

55

72

102

240

554

554

20

25

55

72

102

240

555

555

21

25

55

72

102

241

555

555

22

25

55

72

102

241

555

555

23

25

55

72

102

241

555

555

24

25

55

72

102

241

555

555

25

25

55

72

102

240

555

555

26

25

55

72

102

240

555

555

27

25

55

72

102

240

555

555

28

25

55

72

102

240

554

554

29

25

55

72

102

240

554

554

30

25

55

72

102

239

554

554

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 | 15 | 88 | 201 | 516 | 1 191 |
| 2 | 1 | 5 | 13 | 86 | 200 | 514 | 959 |
| 3 | 2 | 5 | 13 | 78 | 195 | 509 | 782 |
| 4 | 3 | 6 | 15 | 80 | 193 | 507 | 647 |
| 5 | 4 | 6 | 19 | 82 | 192 | 506 | 544 |
| 6 | 5 | 8 | 22 | 86 | 191 | 506 | 506 |
| 7 | 5 | 9 | 23 | 88 | 191 | 505 | 505 |
| 8 | 6 | 9 | 23 | 87 | 191 | 505 | 505 |
| 9 | 7 | 10 | 23 | 86 | 191 | 505 | 505 |
| 10 | 8 | 10 | 23 | 86 | 191 | 505 | 505 |
| 11 | 9 | 12 | 24 | 87 | 191 | 506 | 506 |
| 12 | 9 | 12 | 24 | 87 | 191 | 506 | 506 |
| 13 | 10 | 13 | 24 | 87 | 191 | 506 | 506 |
| 14 | 11 | 13 | 26 | 87 | 192 | 506 | 506 |
| 15 | 12 | 15 | 27 | 88 | 192 | 506 | 506 |
| 16 | 13 | 16 | 28 | 88 | 192 | 507 | 507 |
| 17 | 13 | 16 | 30 | 88 | 192 | 507 | 507 |
| 18 | 14 | 17 | 31 | 89 | 193 | 507 | 507 |
| 19 | 14 | 18 | 32 | 89 | 193 | 508 | 508 |
| 20 | 16 | 19 | 33 | 90 | 194 | 508 | 508 |
| 21 | 16 | 19 | 34 | 90 | 194 | 509 | 509 |
| 22 | 17 | 20 | 36 | 91 | 195 | 509 | 509 |
| 23 | 17 | 21 | 37 | 91 | 195 | 510 | 510 |
| 24 | 18 | 22 | 38 | 91 | 195 | 510 | 510 |
| 25 | 18 | 22 | 39 | 91 | 195 | 510 | 510 |
| 26 | 20 | 23 | 40 | 91 | 196 | 510 | 510 |
| 27 | 21 | 23 | 41 | 91 | 195 | 510 | 510 |
| 28 | 21 | 25 | 43 | 91 | 195 | 510 | 510 |
| 29 | 22 | 26 | 44 | 91 | 195 | 510 | 510 |
| 30 | 22 | 26 | 45 | 91 | 195 | 510 | 510 |

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

15

88

201

516

1 191

2

1

5

13

86

200

514

959

3

2

5

13

78

195

509

782

4

3

6

15

80

193

507

647

5

4

6

19

82

192

506

544

6

5

8

22

86

191

506

506

7

5

9

23

88

191

505

505

8

6

9

23

87

191

505

505

9

7

10

23

86

191

505

505

10

8

10

23

86

191

505

505

11

9

12

24

87

191

506

506

12

9

12

24

87

191

506

506

13

10

13

24

87

191

506

506

14

11

13

26

87

192

506

506

15

12

15

27

88

192

506

506

16

13

16

28

88

192

507

507

17

13

16

30

88

192

507

507

18

14

17

31

89

193

507

507

19

14

18

32

89

193

508

508

20

16

19

33

90

194

508

508

21

16

19

34

90

194

509

509

22

17

20

36

91

195

509

509

23

17

21

37

91

195

510

510

24

18

22

38

91

195

510

510

25

18

22

39

91

195

510

510

26

20

23

40

91

196

510

510

27

21

23

41

91

195

510

510

28

21

25

43

91

195

510

510

29

22

26

44

91

195

510

510

30

22

26

45

91

195

510

510

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 | 3 024 |
| 2 | 2 | 15 | 21 | 43 | 163 | 332 | 2 250 |
| 3 | 1 | 15 | 23 | 48 | 157 | 346 | 1 698 |
| 4 | 1 | 16 | 26 | 52 | 155 | 345 | 1 311 |
| 5 | 2 | 18 | 30 | 54 | 155 | 337 | 1 039 |
| 6 | 4 | 21 | 32 | 57 | 155 | 323 | 842 |
| 7 | 5 | 23 | 34 | 59 | 155 | 308 | 696 |
| 8 | 5 | 24 | 35 | 62 | 155 | 292 | 585 |
| 9 | 6 | 25 | 37 | 65 | 155 | 275 | 498 |
| 10 | 6 | 26 | 38 | 67 | 155 | 259 | 429 |
| 11 | 6 | 26 | 39 | 68 | 155 | 249 | 372 |
| 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

2

15

21

43

163

294

3 024

2

2

15

21

43

163

332

2 250

3

1

15

23

48

157

346

1 698

4

1

16

26

52

155

345

1 311

5

2

18

30

54

155

337

1 039

6

4

21

32

57

155

323

842

7

5

23

34

59

155

308

696

8

5

24

35

62

155

292

585

9

6

25

37

65

155

275

498

10

6

26

38

67

155

259

429

11

6

26

39

68

155

249

372

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

3.2.   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 | 3 065 |
| 2 | 11 | 24 | 30 | 52 | 172 | 337 | 2 284 |
| 3 | 11 | 24 | 33 | 57 | 167 | 351 | 1 724 |
| 4 | 11 | 25 | 36 | 61 | 164 | 350 | 1 332 |
| 5 | 11 | 27 | 39 | 63 | 164 | 342 | 1 056 |
| 6 | 12 | 29 | 40 | 65 | 163 | 329 | 856 |
| 7 | 13 | 31 | 41 | 66 | 162 | 313 | 708 |
| 8 | 12 | 31 | 42 | 68 | 162 | 297 | 595 |
| 9 | 12 | 31 | 43 | 71 | 161 | 280 | 506 |
| 10 | 12 | 31 | 44 | 73 | 161 | 263 | 436 |
| 11 | 12 | 31 | 44 | 73 | 160 | 255 | 378 |
| 12 | 11 | 31 | 44 | 72 | 160 | 254 | 331 |
| 13 | 10 | 30 | 43 | 72 | 159 | 254 | 291 |
| 14 | 10 | 30 | 42 | 71 | 159 | 253 | 258 |
| 15 | 10 | 29 | 42 | 71 | 158 | 253 | 253 |
| 16 | 9 | 29 | 41 | 70 | 158 | 252 | 252 |
| 17 | 9 | 29 | 43 | 70 | 157 | 252 | 252 |
| 18 | 9 | 28 | 46 | 70 | 157 | 252 | 252 |
| 19 | 9 | 29 | 48 | 70 | 157 | 252 | 252 |
| 20 | 9 | 29 | 50 | 71 | 158 | 252 | 252 |
| 21 | 10 | 29 | 53 | 71 | 158 | 253 | 253 |
| 22 | 10 | 29 | 55 | 71 | 158 | 253 | 253 |
| 23 | 10 | 30 | 57 | 71 | 158 | 253 | 253 |
| 24 | 10 | 30 | 60 | 71 | 159 | 253 | 253 |
| 25 | 10 | 30 | 62 | 71 | 159 | 253 | 253 |
| 26 | 10 | 30 | 65 | 71 | 159 | 253 | 253 |
| 27 | 10 | 30 | 67 | 71 | 158 | 253 | 253 |
| 28 | 10 | 30 | 69 | 71 | 158 | 253 | 253 |
| 29 | 10 | 30 | 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

3 065

2

11

24

30

52

172

337

2 284

3

11

24

33

57

167

351

1 724

4

11

25

36

61

164

350

1 332

5

11

27

39

63

164

342

1 056

6

12

29

40

65

163

329

856

7

13

31

41

66

162

313

708

8

12

31

42

68

162

297

595

9

12

31

43

71

161

280

506

10

12

31

44

73

161

263

436

11

12

31

44

73

160

255

378

12

11

31

44

72

160

254

331

13

10

30

43

72

159

254

291

14

10

30

42

71

159

253

258

15

10

29

42

71

158

253

253

16

9

29

41

70

158

252

252

17

9

29

43

70

157

252

252

18

9

28

46

70

157

252

252

19

9

29

48

70

157

252

252

20

9

29

50

71

158

252

252

21

10

29

53

71

158

253

253

22

10

29

55

71

158

253

253

23

10

30

57

71

158

253

253

24

10

30

60

71

159

253

253

25

10

30

62

71

159

253

253

26

10

30

65

71

159

253

253

27

10

30

67

71

158

253

253

28

10

30

69

71

158

253

253

29

10

30

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 | 2 | 14 | 21 | 43 | 163 | 294 | 3 023 |
| 2 | 2 | 14 | 21 | 43 | 163 | 332 | 2 250 |
| 3 | 1 | 15 | 23 | 48 | 157 | 346 | 1 697 |
| 4 | 1 | 16 | 26 | 52 | 155 | 345 | 1 311 |
| 5 | 2 | 18 | 30 | 54 | 155 | 336 | 1 039 |
| 6 | 3 | 20 | 32 | 57 | 155 | 323 | 842 |
| 7 | 5 | 23 | 34 | 59 | 155 | 308 | 696 |
| 8 | 5 | 24 | 35 | 61 | 155 | 292 | 585 |
| 9 | 5 | 25 | 37 | 64 | 155 | 275 | 498 |
| 10 | 6 | 25 | 38 | 66 | 155 | 259 | 428 |
| 11 | 6 | 26 | 39 | 67 | 155 | 249 | 372 |
| 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

2

14

21

43

163

294

3 023

2

2

14

21

43

163

332

2 250

3

1

15

23

48

157

346

1 697

4

1

16

26

52

155

345

1 311

5

2

18

30

54

155

336

1 039

6

3

20

32

57

155

323

842

7

5

23

34

59

155

308

696

8

5

24

35

61

155

292

585

9

5

25

37

64

155

275

498

10

6

25

38

66

155

259

428

11

6

26

39

67

155

249

372

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 | 74 | 87 | 94 | 116 | 235 | 332 | 3 089 |
| 2 | 71 | 84 | 90 | 112 | 232 | 340 | 2 309 |
| 3 | 73 | 87 | 95 | 120 | 229 | 355 | 1 747 |
| 4 | 71 | 86 | 96 | 122 | 225 | 356 | 1 352 |
| 5 | 70 | 86 | 97 | 121 | 223 | 347 | 1 073 |
| 6 | 70 | 87 | 98 | 123 | 221 | 335 | 871 |
| 7 | 69 | 87 | 98 | 123 | 219 | 319 | 721 |
| 8 | 68 | 87 | 98 | 125 | 218 | 312 | 606 |
| 9 | 68 | 87 | 99 | 127 | 217 | 311 | 516 |
| 10 | 64 | 84 | 97 | 125 | 213 | 308 | 445 |
| 11 | 62 | 82 | 95 | 123 | 211 | 305 | 386 |
| 12 | 61 | 81 | 93 | 122 | 210 | 304 | 338 |
| 13 | 60 | 80 | 93 | 122 | 209 | 303 | 303 |
| 14 | 60 | 80 | 92 | 121 | 208 | 303 | 303 |
| 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 |
| 16 | 59 | 79 | 91 | 120 | 208 | 302 | 302 |
| 17 | 59 | 78 | 91 | 120 | 207 | 302 | 302 |
| 18 | 58 | 78 | 90 | 119 | 207 | 301 | 301 |
| 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 |
| 20 | 57 | 76 | 89 | 118 | 205 | 300 | 300 |
| 21 | 56 | 76 | 88 | 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 | 110 | 198 | 292 | 292 |
| 29 | 48 | 68 | 81 | 109 | 197 | 291 | 291 |
| 30 | 47 | 67 | 80 | 108 | 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

74

87

94

116

235

332

3 089

2

71

84

90

112

232

340

2 309

3

73

87

95

120

229

355

1 747

4

71

86

96

122

225

356

1 352

5

70

86

97

121

223

347

1 073

6

70

87

98

123

221

335

871

7

69

87

98

123

219

319

721

8

68

87

98

125

218

312

606

9

68

87

99

127

217

311

516

10

64

84

97

125

213

308

445

11

62

82

95

123

211

305

386

12

61

81

93

122

210

304

338

13

60

80

93

122

209

303

303

14

60

80

92

121

208

303

303

15

59

79

92

121

208

303

303

16

59

79

91

120

208

302

302

17

59

78

91

120

207

302

302

18

58

78

90

119

207

301

301

19

57

77

90

119

206

300

300

20

57

76

89

118

205

300

300

21

56

76

88

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

110

198

292

292

29

48

68

81

109

197

291

291

30

47

67

80

108

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 | 166 | 296 | 3 045 |
| 2 | 7 | 20 | 27 | 49 | 168 | 334 | 2 267 |
| 3 | 8 | 21 | 30 | 55 | 164 | 348 | 1 711 |
| 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1 322 |
| 5 | 9 | 25 | 37 | 61 | 162 | 339 | 1 047 |
| 6 | 11 | 28 | 39 | 64 | 162 | 326 | 849 |
| 7 | 12 | 30 | 41 | 66 | 162 | 311 | 702 |
| 8 | 12 | 30 | 42 | 68 | 161 | 294 | 589 |
| 9 | 12 | 31 | 43 | 71 | 161 | 277 | 502 |
| 10 | 12 | 31 | 44 | 72 | 161 | 261 | 432 |
| 11 | 12 | 31 | 44 | 73 | 160 | 255 | 376 |
| 12 | 11 | 31 | 44 | 73 | 160 | 255 | 329 |
| 13 | 11 | 31 | 44 | 73 | 160 | 254 | 291 |
| 14 | 11 | 31 | 44 | 73 | 160 | 254 | 258 |
| 15 | 11 | 31 | 44 | 73 | 160 | 254 | 254 |
| 16 | 11 | 31 | 43 | 72 | 160 | 254 | 254 |
| 17 | 11 | 31 | 44 | 72 | 160 | 254 | 254 |
| 18 | 11 | 31 | 46 | 72 | 160 | 254 | 254 |
| 19 | 11 | 31 | 48 | 73 | 160 | 254 | 254 |
| 20 | 12 | 31 | 50 | 73 | 160 | 255 | 255 |
| 21 | 12 | 32 | 53 | 74 | 161 | 255 | 255 |
| 22 | 12 | 32 | 56 | 74 | 161 | 255 | 255 |
| 23 | 12 | 32 | 58 | 74 | 161 | 256 | 256 |
| 24 | 13 | 32 | 60 | 74 | 161 | 256 | 256 |
| 25 | 13 | 32 | 62 | 74 | 161 | 256 | 256 |
| 26 | 13 | 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

166

296

3 045

2

7

20

27

49

168

334

2 267

3

8

21

30

55

164

348

1 711

4

8

23

33

59

162

348

1 322

5

9

25

37

61

162

339

1 047

6

11

28

39

64

162

326

849

7

12

30

41

66

162

311

702

8

12

30

42

68

161

294

589

9

12

31

43

71

161

277

502

10

12

31

44

72

161

261

432

11

12

31

44

73

160

255

376

12

11

31

44

73

160

255

329

13

11

31

44

73

160

254

291

14

11

31

44

73

160

254

258

15

11

31

44

73

160

254

254

16

11

31

43

72

160

254

254

17

11

31

44

72

160

254

254

18

11

31

46

72

160

254

254

19

11

31

48

73

160

254

254

20

12

31

50

73

160

255

255

21

12

32

53

74

161

255

255

22

12

32

56

74

161

255

255

23

12

32

58

74

161

256

256

24

13

32

60

74

161

256

256

25

13

32

62

74

161

256

256

26

13

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 | 63 | 85 | 205 | 301 | 3 048 |
| 2 | 48 | 61 | 67 | 89 | 209 | 335 | 2 272 |
| 3 | 51 | 65 | 74 | 98 | 208 | 349 | 1 716 |
| 4 | 54 | 68 | 79 | 104 | 207 | 349 | 1 327 |
| 5 | 56 | 71 | 83 | 107 | 208 | 341 | 1 052 |
| 6 | 57 | 74 | 85 | 110 | 208 | 328 | 853 |
| 7 | 58 | 76 | 87 | 112 | 208 | 313 | 706 |
| 8 | 57 | 76 | 87 | 113 | 207 | 301 | 594 |
| 9 | 56 | 75 | 87 | 115 | 206 | 300 | 506 |
| 10 | 55 | 75 | 88 | 116 | 204 | 299 | 436 |
| 11 | 54 | 74 | 87 | 115 | 203 | 297 | 379 |
| 12 | 53 | 72 | 85 | 114 | 201 | 296 | 332 |
| 13 | 51 | 71 | 84 | 113 | 200 | 295 | 295 |
| 14 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 15 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 16 | 48 | 68 | 81 | 110 | 197 | 291 | 291 |
| 17 | 47 | 67 | 80 | 109 | 196 | 291 | 291 |
| 18 | 47 | 66 | 79 | 108 | 195 | 290 | 290 |
| 19 | 46 | 66 | 79 | 108 | 195 | 289 | 289 |
| 20 | 46 | 65 | 78 | 107 | 194 | 289 | 289 |
| 21 | 45 | 65 | 78 | 106 | 194 | 288 | 288 |
| 22 | 44 | 64 | 77 | 106 | 193 | 287 | 287 |
| 23 | 44 | 63 | 76 | 105 | 192 | 287 | 287 |
| 24 | 43 | 62 | 75 | 104 | 191 | 286 | 286 |
| 25 | 42 | 62 | 74 | 103 | 190 | 285 | 285 |
| 26 | 41 | 61 | 74 | 102 | 190 | 284 | 284 |
| 27 | 40 | 60 | 73 | 102 | 189 | 283 | 283 |
| 28 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 29 | 39 | 58 | 72 | 100 | 187 | 282 | 282 |
| 30 | 38 | 57 | 74 | 99 | 186 | 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

63

85

205

301

3 048

2

48

61

67

89

209

335

2 272

3

51

65

74

98

208

349

1 716

4

54

68

79

104

207

349

1 327

5

56

71

83

107

208

341

1 052

6

57

74

85

110

208

328

853

7

58

76

87

112

208

313

706

8

57

76

87

113

207

301

594

9

56

75

87

115

206

300

506

10

55

75

88

116

204

299

436

11

54

74

87

115

203

297

379

12

53

72

85

114

201

296

332

13

51

71

84

113

200

295

295

14

50

70

83

112

199

293

293

15

49

69

82

111

198

292

292

16

48

68

81

110

197

291

291

17

47

67

80

109

196

291

291

18

47

66

79

108

195

290

290

19

46

66

79

108

195

289

289

20

46

65

78

107

194

289

289

21

45

65

78

106

194

288

288

22

44

64

77

106

193

287

287

23

44

63

76

105

192

287

287

24

43

62

75

104

191

286

286

25

42

62

74

103

190

285

285

26

41

61

74

102

190

284

284

27

40

60

73

102

189

283

283

28

39

59

72

101

188

282

282

29

39

58

72

100

187

282

282

30

38

57

74

99

186

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 | 293 | 3 021 |
| 2 | 1 | 14 | 20 | 42 | 162 | 332 | 2 248 |
| 3 | 1 | 14 | 23 | 47 | 157 | 345 | 1 696 |
| 4 | 1 | 15 | 25 | 51 | 154 | 345 | 1 310 |
| 5 | 1 | 17 | 29 | 53 | 154 | 336 | 1 038 |
| 6 | 3 | 20 | 31 | 56 | 154 | 323 | 841 |
| 7 | 4 | 22 | 33 | 58 | 154 | 308 | 695 |
| 8 | 4 | 23 | 34 | 61 | 154 | 292 | 584 |
| 9 | 5 | 24 | 36 | 64 | 154 | 275 | 498 |
| 10 | 5 | 25 | 37 | 66 | 154 | 259 | 428 |
| 11 | 5 | 25 | 38 | 67 | 154 | 249 | 372 |
| 12 | 5 | 25 | 38 | 67 | 154 | 249 | 325 |
| 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 | 49 | 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 | 58 | 67 | 154 | 249 | 249 |
| 25 | 8 | 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

293

3 021

2

1

14

20

42

162

332

2 248

3

1

14

23

47

157

345

1 696

4

1

15

25

51

154

345

1 310

5

1

17

29

53

154

336

1 038

6

3

20

31

56

154

323

841

7

4

22

33

58

154

308

695

8

4

23

34

61

154

292

584

9

5

24

36

64

154

275

498

10

5

25

37

66

154

259

428

11

5

25

38

67

154

249

372

12

5

25

38

67

154

249

325

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

49

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

58

67

154

249

249

25

8

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 | 296 | 3 050 |
| 2 | 0 | 11 | 22 | 45 | 181 | 335 | 2 270 |
| 3 | 1 | 11 | 24 | 50 | 175 | 349 | 1 714 |
| 4 | 1 | 13 | 26 | 56 | 172 | 348 | 1 324 |
| 5 | 1 | 16 | 29 | 59 | 171 | 340 | 1 049 |
| 6 | 2 | 18 | 33 | 60 | 170 | 327 | 850 |
| 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 | 42 | 57 | 165 | 259 | 376 |
| 12 | 8 | 32 | 41 | 57 | 164 | 259 | 329 |
| 13 | 7 | 31 | 42 | 57 | 163 | 258 | 290 |
| 14 | 7 | 31 | 42 | 57 | 163 | 257 | 257 |
| 15 | 7 | 31 | 43 | 57 | 162 | 256 | 256 |
| 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 | 159 | 254 | 254 |
| 21 | 7 | 31 | 52 | 57 | 160 | 254 | 254 |
| 22 | 8 | 31 | 54 | 59 | 159 | 254 | 254 |
| 23 | 8 | 31 | 57 | 61 | 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 | 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

0

11

22

45

181

296

3 050

2

0

11

22

45

181

335

2 270

3

1

11

24

50

175

349

1 714

4

1

13

26

56

172

348

1 324

5

1

16

29

59

171

340

1 049

6

2

18

33

60

170

327

850

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

42

57

165

259

376

12

8

32

41

57

164

259

329

13

7

31

42

57

163

258

290

14

7

31

42

57

163

257

257

15

7

31

43

57

162

256

256

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

159

254

254

21

7

31

52

57

160

254

254

22

8

31

54

59

159

254

254

23

8

31

57

61

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

155

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 | 122 | 242 | 338 | 3 185 |
| 2 | 79 | 92 | 98 | 120 | 240 | 349 | 2 379 |
| 3 | 77 | 91 | 99 | 124 | 233 | 365 | 1 799 |
| 4 | 75 | 90 | 100 | 125 | 229 | 365 | 1 391 |
| 5 | 73 | 89 | 101 | 125 | 226 | 356 | 1 103 |
| 6 | 73 | 90 | 101 | 126 | 224 | 342 | 894 |
| 7 | 72 | 90 | 101 | 126 | 222 | 326 | 739 |
| 8 | 70 | 88 | 100 | 126 | 219 | 314 | 621 |
| 9 | 68 | 87 | 99 | 127 | 217 | 312 | 528 |
| 10 | 67 | 86 | 99 | 127 | 216 | 310 | 454 |
| 11 | 65 | 85 | 98 | 127 | 214 | 309 | 394 |
| 12 | 64 | 84 | 96 | 125 | 212 | 307 | 345 |
| 13 | 62 | 82 | 95 | 124 | 211 | 305 | 305 |
| 14 | 61 | 81 | 93 | 122 | 209 | 304 | 304 |
| 15 | 60 | 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 | 55 | 74 | 87 | 116 | 203 | 298 | 298 |
| 21 | 54 | 74 | 86 | 115 | 202 | 297 | 297 |
| 22 | 53 | 73 | 85 | 114 | 201 | 296 | 296 |
| 23 | 52 | 72 | 84 | 113 | 200 | 295 | 295 |
| 24 | 51 | 70 | 83 | 112 | 199 | 294 | 294 |
| 25 | 50 | 69 | 82 | 111 | 198 | 293 | 293 |
| 26 | 49 | 68 | 81 | 110 | 197 | 292 | 292 |
| 27 | 48 | 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

122

242

338

3 185

2

79

92

98

120

240

349

2 379

3

77

91

99

124

233

365

1 799

4

75

90

100

125

229

365

1 391

5

73

89

101

125

226

356

1 103

6

73

90

101

126

224

342

894

7

72

90

101

126

222

326

739

8

70

88

100

126

219

314

621

9

68

87

99

127

217

312

528

10

67

86

99

127

216

310

454

11

65

85

98

127

214

309

394

12

64

84

96

125

212

307

345

13

62

82

95

124

211

305

305

14

61

81

93

122

209

304

304

15

60

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

55

74

87

116

203

298

298

21

54

74

86

115

202

297

297

22

53

73

85

114

201

296

296

23

52

72

84

113

200

295

295

24

51

70

83

112

199

294

294

25

50

69

82

111

198

293

293

26

49

68

81

110

197

292

292

27

48

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 | 53 | 66 | 73 | 95 | 214 | 311 | 3 046 |
| 2 | 52 | 65 | 72 | 94 | 213 | 335 | 2 270 |
| 3 | 51 | 65 | 73 | 98 | 207 | 349 | 1 715 |
| 4 | 50 | 65 | 75 | 101 | 204 | 349 | 1 328 |
| 5 | 49 | 65 | 77 | 101 | 202 | 341 | 1 054 |
| 6 | 49 | 66 | 77 | 102 | 200 | 329 | 856 |
| 7 | 49 | 67 | 78 | 103 | 199 | 314 | 709 |
| 8 | 48 | 66 | 78 | 104 | 197 | 298 | 596 |
| 9 | 47 | 66 | 78 | 106 | 196 | 290 | 508 |
| 10 | 46 | 65 | 78 | 106 | 195 | 289 | 437 |
| 11 | 45 | 65 | 78 | 106 | 194 | 288 | 380 |
| 12 | 44 | 64 | 77 | 106 | 193 | 287 | 333 |
| 13 | 44 | 63 | 76 | 105 | 192 | 287 | 293 |
| 14 | 43 | 63 | 75 | 104 | 192 | 286 | 286 |
| 15 | 42 | 62 | 75 | 104 | 191 | 285 | 285 |
| 16 | 41 | 61 | 74 | 103 | 190 | 285 | 285 |
| 17 | 41 | 61 | 73 | 102 | 189 | 284 | 284 |
| 18 | 40 | 60 | 73 | 102 | 189 | 283 | 283 |
| 19 | 40 | 60 | 72 | 101 | 188 | 283 | 283 |
| 20 | 40 | 59 | 72 | 101 | 188 | 283 | 283 |
| 21 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 22 | 39 | 59 | 71 | 100 | 188 | 282 | 282 |
| 23 | 38 | 58 | 71 | 100 | 187 | 281 | 281 |
| 24 | 38 | 57 | 70 | 99 | 186 | 281 | 281 |
| 25 | 37 | 57 | 70 | 99 | 186 | 280 | 280 |
| 26 | 36 | 56 | 69 | 98 | 185 | 280 | 280 |
| 27 | 36 | 55 | 68 | 97 | 184 | 279 | 279 |
| 28 | 35 | 55 | 70 | 96 | 184 | 278 | 278 |
| 29 | 34 | 54 | 72 | 96 | 183 | 277 | 277 |
| 30 | 34 | 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

53

66

73

95

214

311

3 046

2

52

65

72

94

213

335

2 270

3

51

65

73

98

207

349

1 715

4

50

65

75

101

204

349

1 328

5

49

65

77

101

202

341

1 054

6

49

66

77

102

200

329

856

7

49

67

78

103

199

314

709

8

48

66

78

104

197

298

596

9

47

66

78

106

196

290

508

10

46

65

78

106

195

289

437

11

45

65

78

106

194

288

380

12

44

64

77

106

193

287

333

13

44

63

76

105

192

287

293

14

43

63

75

104

192

286

286

15

42

62

75

104

191

285

285

16

41

61

74

103

190

285

285

17

41

61

73

102

189

284

284

18

40

60

73

102

189

283

283

19

40

60

72

101

188

283

283

20

40

59

72

101

188

283

283

21

39

59

72

101

188

282

282

22

39

59

71

100

188

282

282

23

38

58

71

100

187

281

281

24

38

57

70

99

186

281

281

25

37

57

70

99

186

280

280

26

36

56

69

98

185

280

280

27

36

55

68

97

184

279

279

28

35

55

70

96

184

278

278

29

34

54

72

96

183

277

277

30

34

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 | 3 063 |
| 2 | 27 | 40 | 47 | 69 | 188 | 337 | 2 284 |
| 3 | 26 | 40 | 48 | 73 | 182 | 351 | 1 724 |
| 4 | 25 | 40 | 50 | 76 | 179 | 350 | 1 332 |
| 5 | 25 | 41 | 53 | 77 | 178 | 342 | 1 056 |
| 6 | 26 | 43 | 54 | 79 | 177 | 329 | 856 |
| 7 | 27 | 44 | 55 | 80 | 176 | 313 | 708 |
| 8 | 26 | 44 | 56 | 82 | 175 | 297 | 595 |
| 9 | 25 | 45 | 57 | 84 | 175 | 280 | 506 |
| 10 | 25 | 45 | 57 | 86 | 174 | 269 | 436 |
| 11 | 25 | 44 | 57 | 86 | 173 | 268 | 379 |
| 12 | 24 | 44 | 57 | 85 | 173 | 267 | 332 |
| 13 | 23 | 43 | 56 | 85 | 172 | 266 | 292 |
| 14 | 23 | 42 | 55 | 84 | 171 | 266 | 266 |
| 15 | 22 | 42 | 55 | 83 | 171 | 265 | 265 |
| 16 | 21 | 41 | 54 | 83 | 170 | 264 | 264 |
| 17 | 21 | 41 | 53 | 82 | 169 | 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 | 40 | 60 | 81 | 169 | 263 | 263 |
| 25 | 20 | 39 | 62 | 81 | 168 | 263 | 263 |
| 26 | 19 | 39 | 65 | 81 | 168 | 263 | 263 |
| 27 | 19 | 39 | 67 | 81 | 168 | 262 | 262 |
| 28 | 19 | 39 | 70 | 80 | 167 | 262 | 262 |
| 29 | 19 | 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

3 063

2

27

40

47

69

188

337

2 284

3

26

40

48

73

182

351

1 724

4

25

40

50

76

179

350

1 332

5

25

41

53

77

178

342

1 056

6

26

43

54

79

177

329

856

7

27

44

55

80

176

313

708

8

26

44

56

82

175

297

595

9

25

45

57

84

175

280

506

10

25

45

57

86

174

269

436

11

25

44

57

86

173

268

379

12

24

44

57

85

173

267

332

13

23

43

56

85

172

266

292

14

23

42

55

84

171

266

266

15

22

42

55

83

171

265

265

16

21

41

54

83

170

264

264

17

21

41

53

82

169

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

40

60

81

169

263

263

25

20

39

62

81

168

263

263

26

19

39

65

81

168

263

263

27

19

39

67

81

168

262

262

28

19

39

70

80

167

262

262

29

19

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 | 3 011 |
| 2 | 0 | 1 | 6 | 25 | 145 | 331 | 2 241 |
| 3 | 1 | 1 | 8 | 30 | 139 | 344 | 1 691 |
| 4 | 1 | 3 | 11 | 34 | 137 | 344 | 1 306 |
| 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1 035 |
| 6 | 2 | 4 | 16 | 39 | 137 | 323 | 839 |
| 7 | 2 | 5 | 19 | 41 | 137 | 307 | 694 |
| 8 | 2 | 6 | 22 | 43 | 137 | 291 | 583 |
| 9 | 2 | 7 | 23 | 46 | 137 | 275 | 497 |
| 10 | 4 | 8 | 26 | 48 | 137 | 258 | 427 |
| 11 | 4 | 9 | 29 | 50 | 138 | 242 | 371 |
| 12 | 4 | 9 | 30 | 49 | 136 | 231 | 325 |
| 13 | 4 | 10 | 33 | 50 | 137 | 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 | 135 | 230 | 230 |
| 20 | 7 | 16 | 49 | 54 | 136 | 231 | 231 |
| 21 | 7 | 17 | 51 | 56 | 136 | 231 | 231 |
| 22 | 7 | 17 | 54 | 58 | 136 | 231 | 231 |
| 23 | 8 | 19 | 56 | 60 | 136 | 231 | 231 |
| 24 | 8 | 19 | 58 | 62 | 136 | 231 | 231 |
| 25 | 8 | 20 | 61 | 64 | 136 | 231 | 231 |
| 26 | 9 | 21 | 63 | 66 | 136 | 230 | 230 |
| 27 | 9 | 22 | 65 | 68 | 136 | 230 | 230 |
| 28 | 10 | 22 | 68 | 70 | 136 | 230 | 230 |
| 29 | 10 | 24 | 70 | 71 | 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

3 011

2

0

1

6

25

145

331

2 241

3

1

1

8

30

139

344

1 691

4

1

3

11

34

137

344

1 306

5

1

4

14

36

137

336

1 035

6

2

4

16

39

137

323

839

7

2

5

19

41

137

307

694

8

2

6

22

43

137

291

583

9

2

7

23

46

137

275

497

10

4

8

26

48

137

258

427

11

4

9

29

50

138

242

371

12

4

9

30

49

136

231

325

13

4

10

33

50

137

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

135

230

230

20

7

16

49

54

136

231

231

21

7

17

51

56

136

231

231

22

7

17

54

58

136

231

231

23

8

19

56

60

136

231

231

24

8

19

58

62

136

231

231

25

8

20

61

64

136

231

231

26

9

21

63

66

136

230

230

27

9

22

65

68

136

230

230

28

10

22

68

70

136

230

230

29

10

24

70

71

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 | 299 | 3 053 |
| 2 | 42 | 55 | 61 | 83 | 203 | 335 | 2 273 |
| 3 | 41 | 54 | 63 | 88 | 197 | 349 | 1 716 |
| 4 | 40 | 55 | 65 | 91 | 194 | 349 | 1 325 |
| 5 | 40 | 56 | 67 | 91 | 193 | 340 | 1 050 |
| 6 | 40 | 57 | 69 | 94 | 192 | 327 | 852 |
| 7 | 41 | 59 | 70 | 95 | 191 | 312 | 705 |
| 8 | 40 | 58 | 70 | 96 | 190 | 296 | 592 |
| 9 | 39 | 58 | 70 | 98 | 189 | 283 | 505 |
| 10 | 39 | 58 | 71 | 99 | 188 | 282 | 435 |
| 11 | 38 | 58 | 71 | 100 | 187 | 281 | 378 |
| 12 | 38 | 57 | 70 | 99 | 186 | 281 | 331 |
| 13 | 37 | 57 | 69 | 98 | 185 | 280 | 291 |
| 14 | 36 | 56 | 69 | 98 | 185 | 279 | 279 |
| 15 | 36 | 55 | 68 | 97 | 184 | 279 | 279 |
| 16 | 35 | 54 | 67 | 96 | 183 | 278 | 278 |
| 17 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 18 | 34 | 53 | 66 | 95 | 182 | 277 | 277 |
| 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 20 | 33 | 53 | 66 | 94 | 182 | 276 | 276 |
| 21 | 33 | 53 | 65 | 94 | 181 | 276 | 276 |
| 22 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 23 | 32 | 52 | 64 | 93 | 180 | 275 | 275 |
| 24 | 31 | 51 | 64 | 93 | 180 | 274 | 274 |
| 25 | 31 | 50 | 63 | 92 | 179 | 274 | 274 |
| 26 | 30 | 50 | 64 | 91 | 179 | 273 | 273 |
| 27 | 29 | 49 | 67 | 91 | 178 | 272 | 272 |
| 28 | 29 | 48 | 69 | 90 | 177 | 272 | 272 |
| 29 | 28 | 48 | 72 | 89 | 176 | 271 | 271 |
| 30 | 27 | 47 | 74 | 89 | 176 | 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

42

55

61

83

203

299

3 053

2

42

55

61

83

203

335

2 273

3

41

54

63

88

197

349

1 716

4

40

55

65

91

194

349

1 325

5

40

56

67

91

193

340

1 050

6

40

57

69

94

192

327

852

7

41

59

70

95

191

312

705

8

40

58

70

96

190

296

592

9

39

58

70

98

189

283

505

10

39

58

71

99

188

282

435

11

38

58

71

100

187

281

378

12

38

57

70

99

186

281

331

13

37

57

69

98

185

280

291

14

36

56

69

98

185

279

279

15

36

55

68

97

184

279

279

16

35

54

67

96

183

278

278

17

34

54

67

96

183

277

277

18

34

53

66

95

182

277

277

19

33

53

66

95

182

276

276

20

33

53

66

94

182

276

276

21

33

53

65

94

181

276

276

22

32

52

65

94

181

275

275

23

32

52

64

93

180

275

275

24

31

51

64

93

180

274

274

25

31

50

63

92

179

274

274

26

30

50

64

91

179

273

273

27

29

49

67

91

178

272

272

28

29

48

69

90

177

272

272

29

28

48

72

89

176

271

271

30

27

47

74

89

176

270

270

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 | 13 | 25 | 32 | 54 | 173 | 297 | 3 061 |
| 2 | 16 | 29 | 36 | 58 | 177 | 336 | 2 282 |
| 3 | 19 | 33 | 41 | 66 | 175 | 351 | 1 723 |
| 4 | 21 | 36 | 46 | 72 | 175 | 350 | 1 333 |
| 5 | 23 | 39 | 51 | 75 | 176 | 342 | 1 057 |
| 6 | 23 | 40 | 51 | 76 | 174 | 329 | 857 |
| 7 | 28 | 46 | 57 | 82 | 178 | 314 | 709 |
| 8 | 27 | 45 | 57 | 83 | 176 | 297 | 596 |
| 9 | 28 | 47 | 59 | 87 | 177 | 281 | 508 |
| 10 | 29 | 49 | 62 | 90 | 178 | 273 | 437 |
| 11 | 31 | 50 | 63 | 92 | 179 | 274 | 380 |
| 12 | 31 | 51 | 64 | 93 | 180 | 274 | 332 |
| 13 | 32 | 51 | 64 | 93 | 180 | 275 | 293 |
| 14 | 32 | 52 | 65 | 93 | 181 | 275 | 275 |
| 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 16 | 32 | 51 | 64 | 93 | 180 | 275 | 275 |
| 17 | 32 | 51 | 64 | 93 | 180 | 275 | 275 |
| 18 | 31 | 51 | 64 | 92 | 180 | 274 | 274 |
| 19 | 31 | 50 | 63 | 92 | 179 | 274 | 274 |
| 20 | 31 | 50 | 63 | 92 | 179 | 274 | 274 |
| 21 | 31 | 50 | 63 | 92 | 179 | 274 | 274 |
| 22 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 23 | 30 | 50 | 63 | 91 | 179 | 273 | 273 |
| 24 | 30 | 49 | 62 | 91 | 178 | 273 | 273 |
| 25 | 29 | 49 | 62 | 91 | 178 | 272 | 272 |
| 26 | 29 | 48 | 65 | 90 | 177 | 272 | 272 |
| 27 | 28 | 48 | 67 | 90 | 177 | 271 | 271 |
| 28 | 28 | 47 | 70 | 89 | 176 | 271 | 271 |
| 29 | 27 | 47 | 72 | 89 | 176 | 270 | 270 |
| 30 | 27 | 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

13

25

32

54

173

297

3 061

2

16

29

36

58

177

336

2 282

3

19

33

41

66

175

351

1 723

4

21

36

46

72

175

350

1 333

5

23

39

51

75

176

342

1 057

6

23

40

51

76

174

329

857

7

28

46

57

82

178

314

709

8

27

45

57

83

176

297

596

9

28

47

59

87

177

281

508

10

29

49

62

90

178

273

437

11

31

50

63

92

179

274

380

12

31

51

64

93

180

274

332

13

32

51

64

93

180

275

293

14

32

52

65

93

181

275

275

15

32

52

65

94

181

275

275

16

32

51

64

93

180

275

275

17

32

51

64

93

180

275

275

18

31

51

64

92

180

274

274

19

31

50

63

92

179

274

274

20

31

50

63

92

179

274

274

21

31

50

63

92

179

274

274

22

30

50

63

92

179

274

274

23

30

50

63

91

179

273

273

24

30

49

62

91

178

273

273

25

29

49

62

91

178

272

272

26

29

48

65

90

177

272

272

27

28

48

67

90

177

271

271

28

28

47

70

89

176

271

271

29

27

47

72

89

176

270

270

30

27

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 | 3 068 |
| 2 | 13 | 26 | 33 | 55 | 174 | 337 | 2 286 |
| 3 | 14 | 27 | 36 | 60 | 170 | 351 | 1 726 |
| 4 | 14 | 29 | 39 | 65 | 168 | 351 | 1 334 |
| 5 | 15 | 31 | 42 | 66 | 168 | 342 | 1 057 |
| 6 | 16 | 33 | 45 | 70 | 168 | 329 | 857 |
| 7 | 18 | 36 | 47 | 72 | 168 | 314 | 709 |
| 8 | 18 | 36 | 48 | 74 | 167 | 297 | 596 |
| 9 | 18 | 37 | 49 | 77 | 168 | 280 | 507 |
| 10 | 19 | 38 | 51 | 79 | 168 | 264 | 437 |
| 11 | 19 | 39 | 52 | 80 | 168 | 262 | 379 |
| 12 | 19 | 39 | 52 | 81 | 168 | 262 | 332 |
| 13 | 19 | 39 | 52 | 81 | 168 | 262 | 292 |
| 14 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 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 | 80 | 168 | 262 | 262 |
| 19 | 19 | 39 | 52 | 80 | 168 | 262 | 262 |
| 20 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 21 | 19 | 39 | 53 | 81 | 168 | 262 | 262 |
| 22 | 19 | 39 | 55 | 80 | 167 | 262 | 262 |
| 23 | 18 | 38 | 57 | 80 | 167 | 262 | 262 |
| 24 | 18 | 38 | 60 | 79 | 167 | 261 | 261 |
| 25 | 18 | 37 | 62 | 79 | 166 | 261 | 261 |
| 26 | 17 | 37 | 64 | 79 | 166 | 260 | 260 |
| 27 | 17 | 36 | 67 | 78 | 165 | 260 | 260 |
| 28 | 16 | 36 | 69 | 78 | 165 | 259 | 259 |
| 29 | 16 | 36 | 72 | 77 | 165 | 259 | 259 |
| 30 | 16 | 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

3 068

2

13

26

33

55

174

337

2 286

3

14

27

36

60

170

351

1 726

4

14

29

39

65

168

351

1 334

5

15

31

42

66

168

342

1 057

6

16

33

45

70

168

329

857

7

18

36

47

72

168

314

709

8

18

36

48

74

167

297

596

9

18

37

49

77

168

280

507

10

19

38

51

79

168

264

437

11

19

39

52

80

168

262

379

12

19

39

52

81

168

262

332

13

19

39

52

81

168

262

292

14

19

39

52

81

168

262

262

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

80

168

262

262

19

19

39

52

80

168

262

262

20

19

39

52

81

168

262

262

21

19

39

53

81

168

262

262

22

19

39

55

80

167

262

262

23

18

38

57

80

167

262

262

24

18

38

60

79

167

261

261

25

18

37

62

79

166

261

261

26

17

37

64

79

166

260

260

27

17

36

67

78

165

260

260

28

16

36

69

78

165

259

259

29

16

36

72

77

165

259

259

30

16

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 | 45 | 58 | 65 | 87 | 206 | 303 | 3 045 |
| 2 | 48 | 61 | 68 | 90 | 209 | 335 | 2 274 |
| 3 | 51 | 64 | 73 | 97 | 207 | 351 | 1 723 |
| 4 | 52 | 66 | 77 | 102 | 205 | 352 | 1 336 |
| 5 | 53 | 69 | 81 | 105 | 206 | 344 | 1 062 |
| 6 | 55 | 72 | 84 | 109 | 207 | 332 | 864 |
| 7 | 57 | 75 | 85 | 111 | 206 | 318 | 716 |
| 8 | 56 | 75 | 86 | 113 | 206 | 302 | 603 |
| 9 | 57 | 76 | 88 | 115 | 206 | 300 | 515 |
| 10 | 57 | 76 | 89 | 117 | 206 | 300 | 444 |
| 11 | 57 | 76 | 89 | 118 | 205 | 300 | 386 |
| 12 | 56 | 76 | 89 | 118 | 205 | 299 | 338 |
| 13 | 55 | 75 | 88 | 117 | 204 | 299 | 299 |
| 14 | 55 | 74 | 87 | 116 | 203 | 298 | 298 |
| 15 | 54 | 73 | 86 | 115 | 202 | 297 | 297 |
| 16 | 53 | 73 | 86 | 114 | 202 | 296 | 296 |
| 17 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 18 | 52 | 71 | 84 | 113 | 200 | 295 | 295 |
| 19 | 51 | 71 | 84 | 112 | 200 | 294 | 294 |
| 20 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 21 | 50 | 69 | 82 | 111 | 198 | 293 | 293 |
| 22 | 49 | 69 | 81 | 110 | 197 | 292 | 292 |
| 23 | 48 | 68 | 81 | 109 | 197 | 291 | 291 |
| 24 | 47 | 67 | 80 | 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 | 286 | 286 |
| 29 | 42 | 62 | 75 | 104 | 191 | 286 | 286 |
| 30 | 42 | 61 | 77 | 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

45

58

65

87

206

303

3 045

2

48

61

68

90

209

335

2 274

3

51

64

73

97

207

351

1 723

4

52

66

77

102

205

352

1 336

5

53

69

81

105

206

344

1 062

6

55

72

84

109

207

332

864

7

57

75

85

111

206

318

716

8

56

75

86

113

206

302

603

9

57

76

88

115

206

300

515

10

57

76

89

117

206

300

444

11

57

76

89

118

205

300

386

12

56

76

89

118

205

299

338

13

55

75

88

117

204

299

299

14

55

74

87

116

203

298

298

15

54

73

86

115

202

297

297

16

53

73

86

114

202

296

296

17

52

72

85

114

201

295

295

18

52

71

84

113

200

295

295

19

51

71

84

112

200

294

294

20

50

70

83

112

199

293

293

21

50

69

82

111

198

293

293

22

49

69

81

110

197

292

292

23

48

68

81

109

197

291

291

24

47

67

80

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

286

286

29

42

62

75

104

191

286

286

30

42

61

77

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 | 96 | 118 | 238 | 334 | 3 144 |
| 2 | 81 | 94 | 101 | 123 | 242 | 347 | 2 357 |
| 3 | 82 | 95 | 104 | 128 | 238 | 363 | 1 789 |
| 4 | 81 | 96 | 106 | 132 | 235 | 365 | 1 390 |
| 5 | 84 | 100 | 111 | 135 | 237 | 358 | 1 106 |
| 6 | 86 | 103 | 114 | 139 | 237 | 346 | 900 |
| 7 | 88 | 106 | 117 | 142 | 238 | 332 | 747 |
| 8 | 89 | 108 | 119 | 146 | 239 | 333 | 630 |
| 9 | 90 | 110 | 121 | 149 | 240 | 334 | 538 |
| 10 | 91 | 110 | 123 | 152 | 240 | 334 | 464 |
| 11 | 91 | 110 | 123 | 152 | 239 | 334 | 404 |
| 12 | 90 | 110 | 122 | 151 | 239 | 333 | 354 |
| 13 | 89 | 108 | 121 | 150 | 237 | 332 | 332 |
| 14 | 87 | 107 | 120 | 149 | 236 | 330 | 330 |
| 15 | 86 | 106 | 119 | 147 | 235 | 329 | 329 |
| 16 | 85 | 104 | 117 | 146 | 233 | 328 | 328 |
| 17 | 83 | 103 | 116 | 145 | 232 | 326 | 326 |
| 18 | 82 | 102 | 114 | 143 | 230 | 325 | 325 |
| 19 | 81 | 100 | 113 | 142 | 229 | 324 | 324 |
| 20 | 79 | 99 | 112 | 141 | 228 | 322 | 322 |
| 21 | 78 | 98 | 110 | 139 | 226 | 321 | 321 |
| 22 | 76 | 96 | 109 | 138 | 225 | 319 | 319 |
| 23 | 75 | 94 | 107 | 136 | 223 | 318 | 318 |
| 24 | 73 | 93 | 106 | 135 | 222 | 316 | 316 |
| 25 | 71 | 91 | 104 | 133 | 220 | 315 | 315 |
| 26 | 70 | 90 | 102 | 131 | 218 | 313 | 313 |
| 27 | 68 | 88 | 101 | 130 | 217 | 311 | 311 |
| 28 | 67 | 86 | 99 | 128 | 215 | 310 | 310 |
| 29 | 65 | 85 | 98 | 127 | 214 | 308 | 308 |
| 30 | 64 | 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

96

118

238

334

3 144

2

81

94

101

123

242

347

2 357

3

82

95

104

128

238

363

1 789

4

81

96

106

132

235

365

1 390

5

84

100

111

135

237

358

1 106

6

86

103

114

139

237

346

900

7

88

106

117

142

238

332

747

8

89

108

119

146

239

333

630

9

90

110

121

149

240

334

538

10

91

110

123

152

240

334

464

11

91

110

123

152

239

334

404

12

90

110

122

151

239

333

354

13

89

108

121

150

237

332

332

14

87

107

120

149

236

330

330

15

86

106

119

147

235

329

329

16

85

104

117

146

233

328

328

17

83

103

116

145

232

326

326

18

82

102

114

143

230

325

325

19

81

100

113

142

229

324

324

20

79

99

112

141

228

322

322

21

78

98

110

139

226

321

321

22

76

96

109

138

225

319

319

23

75

94

107

136

223

318

318

24

73

93

106

135

222

316

316

25

71

91

104

133

220

315

315

26

70

90

102

131

218

313

313

27

68

88

101

130

217

311

311

28

67

86

99

128

215

310

310

29

65

85

98

127

214

308

308

30

64

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 | 297 | 3 066 |
| 2 | 9 | 22 | 28 | 50 | 170 | 336 | 2 282 |
| 3 | 11 | 24 | 33 | 57 | 167 | 350 | 1 722 |
| 4 | 12 | 27 | 37 | 63 | 166 | 350 | 1 330 |
| 5 | 14 | 30 | 42 | 66 | 167 | 341 | 1 054 |
| 6 | 16 | 33 | 45 | 69 | 167 | 328 | 854 |
| 7 | 18 | 36 | 47 | 72 | 168 | 312 | 706 |
| 8 | 18 | 37 | 48 | 74 | 168 | 296 | 593 |
| 9 | 18 | 38 | 49 | 77 | 168 | 279 | 505 |
| 10 | 19 | 38 | 51 | 79 | 168 | 263 | 435 |
| 11 | 19 | 39 | 51 | 80 | 168 | 262 | 378 |
| 12 | 19 | 38 | 51 | 80 | 167 | 262 | 330 |
| 13 | 18 | 38 | 51 | 79 | 167 | 261 | 291 |
| 14 | 17 | 37 | 50 | 79 | 166 | 260 | 260 |
| 15 | 17 | 36 | 49 | 78 | 165 | 260 | 260 |
| 16 | 16 | 36 | 48 | 77 | 164 | 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 | 15 | 34 | 65 | 76 | 163 | 258 | 258 |
| 27 | 15 | 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

297

3 066

2

9

22

28

50

170

336

2 282

3

11

24

33

57

167

350

1 722

4

12

27

37

63

166

350

1 330

5

14

30

42

66

167

341

1 054

6

16

33

45

69

167

328

854

7

18

36

47

72

168

312

706

8

18

37

48

74

168

296

593

9

18

38

49

77

168

279

505

10

19

38

51

79

168

263

435

11

19

39

51

80

168

262

378

12

19

38

51

80

167

262

330

13

18

38

51

79

167

261

291

14

17

37

50

79

166

260

260

15

17

36

49

78

165

260

260

16

16

36

48

77

164

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

15

34

65

76

163

258

258

27

15

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 | 103 | 110 | 132 | 251 | 348 | 3 232 |
| 2 | 91 | 104 | 111 | 133 | 252 | 356 | 2 426 |
| 3 | 91 | 104 | 113 | 137 | 247 | 373 | 1 841 |
| 4 | 91 | 105 | 116 | 141 | 244 | 374 | 1 428 |
| 5 | 91 | 107 | 119 | 143 | 244 | 367 | 1 135 |
| 6 | 92 | 109 | 121 | 145 | 243 | 354 | 922 |
| 7 | 93 | 111 | 122 | 147 | 243 | 338 | 763 |
| 8 | 93 | 112 | 123 | 149 | 243 | 337 | 642 |
| 9 | 92 | 112 | 124 | 151 | 242 | 336 | 547 |
| 10 | 91 | 111 | 124 | 152 | 240 | 335 | 471 |
| 11 | 90 | 110 | 123 | 151 | 239 | 333 | 409 |
| 12 | 88 | 108 | 121 | 150 | 237 | 331 | 358 |
| 13 | 86 | 106 | 119 | 148 | 235 | 329 | 329 |
| 14 | 85 | 104 | 117 | 146 | 233 | 328 | 328 |
| 15 | 83 | 102 | 115 | 144 | 231 | 326 | 326 |
| 16 | 81 | 100 | 113 | 142 | 229 | 324 | 324 |
| 17 | 79 | 99 | 112 | 141 | 228 | 322 | 322 |
| 18 | 78 | 97 | 110 | 139 | 226 | 321 | 321 |
| 19 | 76 | 96 | 109 | 138 | 225 | 319 | 319 |
| 20 | 75 | 95 | 108 | 137 | 224 | 318 | 318 |
| 21 | 74 | 94 | 107 | 136 | 223 | 317 | 317 |
| 22 | 73 | 93 | 106 | 134 | 222 | 316 | 316 |
| 23 | 72 | 92 | 104 | 133 | 220 | 315 | 315 |
| 24 | 71 | 90 | 103 | 132 | 219 | 314 | 314 |
| 25 | 69 | 89 | 102 | 131 | 218 | 313 | 313 |
| 26 | 68 | 88 | 101 | 130 | 217 | 311 | 311 |
| 27 | 67 | 87 | 100 | 128 | 216 | 310 | 310 |
| 28 | 66 | 86 | 98 | 127 | 215 | 309 | 309 |
| 29 | 65 | 85 | 97 | 126 | 213 | 308 | 308 |
| 30 | 64 | 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

103

110

132

251

348

3 232

2

91

104

111

133

252

356

2 426

3

91

104

113

137

247

373

1 841

4

91

105

116

141

244

374

1 428

5

91

107

119

143

244

367

1 135

6

92

109

121

145

243

354

922

7

93

111

122

147

243

338

763

8

93

112

123

149

243

337

642

9

92

112

124

151

242

336

547

10

91

111

124

152

240

335

471

11

90

110

123

151

239

333

409

12

88

108

121

150

237

331

358

13

86

106

119

148

235

329

329

14

85

104

117

146

233

328

328

15

83

102

115

144

231

326

326

16

81

100

113

142

229

324

324

17

79

99

112

141

228

322

322

18

78

97

110

139

226

321

321

19

76

96

109

138

225

319

319

20

75

95

108

137

224

318

318

21

74

94

107

136

223

317

317

22

73

93

106

134

222

316

316

23

72

92

104

133

220

315

315

24

71

90

103

132

219

314

314

25

69

89

102

131

218

313

313

26

68

88

101

130

217

311

311

27

67

87

100

128

216

310

310

28

66

86

98

127

215

309

309

29

65

85

97

126

213

308

308

30

64

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 | 323 | 336 | 343 | 365 | 484 | 581 | 3 268 |
| 2 | 79 | 92 | 98 | 120 | 240 | 357 | 2 437 |
| 3 | 81 | 95 | 103 | 128 | 237 | 372 | 1 842 |
| 4 | 83 | 98 | 108 | 134 | 237 | 373 | 1 426 |
| 5 | 85 | 101 | 113 | 137 | 238 | 365 | 1 132 |
| 6 | 87 | 104 | 116 | 140 | 238 | 352 | 919 |
| 7 | 89 | 107 | 118 | 143 | 239 | 336 | 761 |
| 8 | 90 | 108 | 120 | 146 | 240 | 334 | 640 |
| 9 | 90 | 110 | 122 | 149 | 240 | 334 | 545 |
| 10 | 91 | 110 | 123 | 151 | 240 | 334 | 470 |
| 11 | 91 | 110 | 123 | 152 | 239 | 334 | 408 |
| 12 | 91 | 111 | 123 | 152 | 240 | 334 | 358 |
| 13 | 91 | 111 | 124 | 153 | 240 | 334 | 334 |
| 14 | 92 | 111 | 124 | 153 | 240 | 335 | 335 |
| 15 | 92 | 112 | 125 | 154 | 241 | 336 | 336 |
| 16 | 93 | 113 | 126 | 155 | 242 | 337 | 337 |
| 17 | 94 | 114 | 127 | 156 | 243 | 338 | 338 |
| 18 | 95 | 115 | 128 | 157 | 244 | 339 | 339 |
| 19 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 20 | 97 | 116 | 129 | 158 | 245 | 340 | 340 |
| 21 | 97 | 117 | 129 | 158 | 245 | 340 | 340 |
| 22 | 97 | 116 | 129 | 158 | 245 | 340 | 340 |
| 23 | 96 | 116 | 128 | 157 | 245 | 339 | 339 |
| 24 | 95 | 115 | 128 | 156 | 244 | 338 | 338 |
| 25 | 94 | 114 | 127 | 155 | 243 | 337 | 337 |
| 26 | 93 | 112 | 125 | 154 | 241 | 336 | 336 |
| 27 | 91 | 111 | 124 | 153 | 240 | 335 | 335 |
| 28 | 90 | 110 | 123 | 151 | 239 | 333 | 333 |
| 29 | 89 | 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

323

336

343

365

484

581

3 268

2

79

92

98

120

240

357

2 437

3

81

95

103

128

237

372

1 842

4

83

98

108

134

237

373

1 426

5

85

101

113

137

238

365

1 132

6

87

104

116

140

238

352

919

7

89

107

118

143

239

336

761

8

90

108

120

146

240

334

640

9

90

110

122

149

240

334

545

10

91

110

123

151

240

334

470

11

91

110

123

152

239

334

408

12

91

111

123

152

240

334

358

13

91

111

124

153

240

334

334

14

92

111

124

153

240

335

335

15

92

112

125

154

241

336

336

16

93

113

126

155

242

337

337

17

94

114

127

156

243

338

338

18

95

115

128

157

244

339

339

19

96

116

129

158

245

339

339

20

97

116

129

158

245

340

340

21

97

117

129

158

245

340

340

22

97

116

129

158

245

340

340

23

96

116

128

157

245

339

339

24

95

115

128

156

244

338

338

25

94

114

127

155

243

337

337

26

93

112

125

154

241

336

336

27

91

111

124

153

240

335

335

28

90

110

123

151

239

333

333

29

89

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 | 13 | 35 | 154 | 296 | 3 052 |
| 2 | 0 | 6 | 13 | 35 | 154 | 335 | 2 274 |
| 3 | 1 | 6 | 15 | 39 | 149 | 349 | 1 716 |
| 4 | 1 | 6 | 17 | 42 | 145 | 349 | 1 326 |
| 5 | 1 | 8 | 19 | 43 | 145 | 340 | 1 050 |
| 6 | 2 | 9 | 21 | 46 | 144 | 327 | 851 |
| 7 | 2 | 11 | 22 | 47 | 143 | 311 | 704 |
| 8 | 2 | 11 | 23 | 49 | 142 | 295 | 591 |
| 9 | 2 | 11 | 24 | 51 | 141 | 278 | 503 |
| 10 | 4 | 11 | 26 | 53 | 141 | 261 | 433 |
| 11 | 4 | 12 | 29 | 53 | 141 | 245 | 376 |
| 12 | 4 | 12 | 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 | 55 | 142 | 236 | 236 |
| 18 | 6 | 14 | 46 | 55 | 142 | 237 | 237 |
| 19 | 7 | 15 | 48 | 56 | 143 | 237 | 237 |
| 20 | 7 | 16 | 50 | 57 | 144 | 238 | 238 |
| 21 | 7 | 17 | 53 | 57 | 145 | 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

13

35

154

296

3 052

2

0

6

13

35

154

335

2 274

3

1

6

15

39

149

349

1 716

4

1

6

17

42

145

349

1 326

5

1

8

19

43

145

340

1 050

6

2

9

21

46

144

327

851

7

2

11

22

47

143

311

704

8

2

11

23

49

142

295

591

9

2

11

24

51

141

278

503

10

4

11

26

53

141

261

433

11

4

12

29

53

141

245

376

12

4

12

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

55

142

236

236

18

6

14

46

55

142

237

237

19

7

15

48

56

143

237

237

20

7

16

50

57

144

238

238

21

7

17

53

57

145

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 | 60 | 67 | 89 | 208 | 305 | 3 054 |
| 2 | 48 | 61 | 68 | 90 | 209 | 335 | 2 271 |
| 3 | 48 | 61 | 70 | 94 | 204 | 349 | 1 713 |
| 4 | 47 | 62 | 72 | 98 | 201 | 348 | 1 323 |
| 5 | 47 | 63 | 75 | 99 | 200 | 339 | 1 049 |
| 6 | 48 | 65 | 76 | 101 | 199 | 326 | 850 |
| 7 | 48 | 66 | 77 | 102 | 198 | 311 | 703 |
| 8 | 48 | 66 | 78 | 104 | 198 | 295 | 591 |
| 9 | 48 | 67 | 79 | 106 | 197 | 291 | 503 |
| 10 | 47 | 66 | 79 | 107 | 195 | 290 | 433 |
| 11 | 45 | 65 | 78 | 107 | 194 | 289 | 376 |
| 12 | 44 | 64 | 77 | 105 | 193 | 287 | 329 |
| 13 | 42 | 62 | 75 | 104 | 191 | 286 | 290 |
| 14 | 41 | 61 | 74 | 102 | 190 | 284 | 284 |
| 15 | 40 | 59 | 72 | 101 | 188 | 283 | 283 |
| 16 | 38 | 58 | 71 | 100 | 187 | 281 | 281 |
| 17 | 37 | 57 | 70 | 99 | 186 | 280 | 280 |
| 18 | 36 | 56 | 69 | 98 | 185 | 279 | 279 |
| 19 | 35 | 55 | 68 | 97 | 184 | 278 | 278 |
| 20 | 35 | 55 | 67 | 96 | 183 | 278 | 278 |
| 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 22 | 34 | 53 | 66 | 95 | 182 | 277 | 277 |
| 23 | 33 | 53 | 66 | 94 | 182 | 276 | 276 |
| 24 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 25 | 32 | 51 | 64 | 93 | 180 | 275 | 275 |
| 26 | 31 | 51 | 64 | 92 | 179 | 274 | 274 |
| 27 | 30 | 50 | 67 | 92 | 179 | 273 | 273 |
| 28 | 30 | 49 | 69 | 91 | 178 | 273 | 273 |
| 29 | 29 | 49 | 72 | 90 | 177 | 272 | 272 |
| 30 | 28 | 48 | 74 | 90 | 177 | 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

48

60

67

89

208

305

3 054

2

48

61

68

90

209

335

2 271

3

48

61

70

94

204

349

1 713

4

47

62

72

98

201

348

1 323

5

47

63

75

99

200

339

1 049

6

48

65

76

101

199

326

850

7

48

66

77

102

198

311

703

8

48

66

78

104

198

295

591

9

48

67

79

106

197

291

503

10

47

66

79

107

195

290

433

11

45

65

78

107

194

289

376

12

44

64

77

105

193

287

329

13

42

62

75

104

191

286

290

14

41

61

74

102

190

284

284

15

40

59

72

101

188

283

283

16

38

58

71

100

187

281

281

17

37

57

70

99

186

280

280

18

36

56

69

98

185

279

279

19

35

55

68

97

184

278

278

20

35

55

67

96

183

278

278

21

34

54

67

96

183

277

277

22

34

53

66

95

182

277

277

23

33

53

66

94

182

276

276

24

32

52

65

94

181

275

275

25

32

51

64

93

180

275

275

26

31

51

64

92

179

274

274

27

30

50

67

92

179

273

273

28

30

49

69

91

178

273

273

29

29

49

72

90

177

272

272

30

28

48

74

90

177

271

271

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 | 130 | 152 | 272 | 369 | 3 206 |
| 2 | 112 | 125 | 132 | 154 | 273 | 370 | 2 396 |
| 3 | 113 | 127 | 135 | 160 | 269 | 368 | 1 817 |
| 4 | 114 | 129 | 139 | 164 | 268 | 370 | 1 411 |
| 5 | 115 | 131 | 143 | 167 | 268 | 363 | 1 124 |
| 6 | 117 | 134 | 145 | 170 | 268 | 362 | 916 |
| 7 | 118 | 136 | 147 | 172 | 268 | 362 | 761 |
| 8 | 117 | 136 | 147 | 174 | 267 | 362 | 643 |
| 9 | 117 | 136 | 148 | 176 | 266 | 361 | 550 |
| 10 | 117 | 136 | 149 | 177 | 266 | 360 | 475 |
| 11 | 116 | 135 | 148 | 177 | 264 | 359 | 414 |
| 12 | 114 | 134 | 147 | 175 | 263 | 357 | 363 |
| 13 | 112 | 132 | 145 | 174 | 261 | 355 | 355 |
| 14 | 110 | 130 | 143 | 172 | 259 | 353 | 353 |
| 15 | 108 | 128 | 141 | 170 | 257 | 351 | 351 |
| 16 | 106 | 125 | 138 | 167 | 254 | 349 | 349 |
| 17 | 104 | 123 | 136 | 165 | 252 | 347 | 347 |
| 18 | 102 | 121 | 134 | 163 | 250 | 345 | 345 |
| 19 | 100 | 119 | 132 | 161 | 248 | 343 | 343 |
| 20 | 98 | 118 | 130 | 159 | 247 | 341 | 341 |
| 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 22 | 94 | 114 | 127 | 156 | 243 | 337 | 337 |
| 23 | 93 | 112 | 125 | 154 | 241 | 336 | 336 |
| 24 | 91 | 110 | 123 | 152 | 239 | 334 | 334 |
| 25 | 89 | 109 | 121 | 150 | 237 | 332 | 332 |
| 26 | 87 | 107 | 120 | 148 | 236 | 330 | 330 |
| 27 | 85 | 105 | 118 | 147 | 234 | 328 | 328 |
| 28 | 84 | 103 | 116 | 145 | 232 | 327 | 327 |
| 29 | 82 | 102 | 114 | 143 | 231 | 325 | 325 |
| 30 | 80 | 100 | 113 | 142 | 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

130

152

272

369

3 206

2

112

125

132

154

273

370

2 396

3

113

127

135

160

269

368

1 817

4

114

129

139

164

268

370

1 411

5

115

131

143

167

268

363

1 124

6

117

134

145

170

268

362

916

7

118

136

147

172

268

362

761

8

117

136

147

174

267

362

643

9

117

136

148

176

266

361

550

10

117

136

149

177

266

360

475

11

116

135

148

177

264

359

414

12

114

134

147

175

263

357

363

13

112

132

145

174

261

355

355

14

110

130

143

172

259

353

353

15

108

128

141

170

257

351

351

16

106

125

138

167

254

349

349

17

104

123

136

165

252

347

347

18

102

121

134

163

250

345

345

19

100

119

132

161

248

343

343

20

98

118

130

159

247

341

341

21

96

116

129

158

245

339

339

22

94

114

127

156

243

337

337

23

93

112

125

154

241

336

336

24

91

110

123

152

239

334

334

25

89

109

121

150

237

332

332

26

87

107

120

148

236

330

330

27

85

105

118

147

234

328

328

28

84

103

116

145

232

327

327

29

82

102

114

143

231

325

325

30

80

100

113

142

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 | 163 | 176 | 183 | 205 | 324 | 421 | 3 183 |
| 2 | 173 | 186 | 192 | 214 | 334 | 430 | 2 413 |
| 3 | 177 | 191 | 199 | 224 | 333 | 430 | 1 845 |
| 4 | 179 | 193 | 204 | 229 | 332 | 427 | 1 438 |
| 5 | 180 | 195 | 207 | 231 | 332 | 427 | 1 146 |
| 6 | 180 | 197 | 208 | 233 | 331 | 426 | 933 |
| 7 | 180 | 198 | 209 | 234 | 330 | 425 | 774 |
| 8 | 179 | 198 | 209 | 235 | 329 | 423 | 651 |
| 9 | 178 | 197 | 209 | 237 | 327 | 422 | 555 |
| 10 | 177 | 197 | 209 | 238 | 326 | 421 | 478 |
| 11 | 176 | 195 | 208 | 237 | 324 | 419 | 419 |
| 12 | 173 | 193 | 206 | 235 | 322 | 416 | 416 |
| 13 | 170 | 190 | 203 | 232 | 319 | 413 | 413 |
| 14 | 167 | 187 | 200 | 229 | 316 | 410 | 410 |
| 15 | 164 | 184 | 197 | 226 | 313 | 407 | 407 |
| 16 | 161 | 181 | 194 | 223 | 310 | 404 | 404 |
| 17 | 158 | 178 | 191 | 220 | 307 | 401 | 401 |
| 18 | 155 | 175 | 188 | 217 | 304 | 398 | 398 |
| 19 | 152 | 172 | 185 | 214 | 301 | 395 | 395 |
| 20 | 149 | 169 | 182 | 211 | 298 | 392 | 392 |
| 21 | 146 | 166 | 179 | 208 | 295 | 389 | 389 |
| 22 | 143 | 163 | 176 | 205 | 292 | 386 | 386 |
| 23 | 140 | 160 | 173 | 201 | 289 | 383 | 383 |
| 24 | 137 | 157 | 169 | 198 | 286 | 380 | 380 |
| 25 | 134 | 154 | 166 | 195 | 282 | 377 | 377 |
| 26 | 131 | 151 | 163 | 192 | 279 | 374 | 374 |
| 27 | 128 | 148 | 161 | 189 | 277 | 371 | 371 |
| 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 |
| 29 | 122 | 142 | 155 | 184 | 271 | 365 | 365 |
| 30 | 120 | 139 | 152 | 181 | 268 | 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

163

176

183

205

324

421

3 183

2

173

186

192

214

334

430

2 413

3

177

191

199

224

333

430

1 845

4

179

193

204

229

332

427

1 438

5

180

195

207

231

332

427

1 146

6

180

197

208

233

331

426

933

7

180

198

209

234

330

425

774

8

179

198

209

235

329

423

651

9

178

197

209

237

327

422

555

10

177

197

209

238

326

421

478

11

176

195

208

237

324

419

419

12

173

193

206

235

322

416

416

13

170

190

203

232

319

413

413

14

167

187

200

229

316

410

410

15

164

184

197

226

313

407

407

16

161

181

194

223

310

404

404

17

158

178

191

220

307

401

401

18

155

175

188

217

304

398

398

19

152

172

185

214

301

395

395

20

149

169

182

211

298

392

392

21

146

166

179

208

295

389

389

22

143

163

176

205

292

386

386

23

140

160

173

201

289

383

383

24

137

157

169

198

286

380

380

25

134

154

166

195

282

377

377

26

131

151

163

192

279

374

374

27

128

148

161

189

277

371

371

28

125

145

158

187

274

368

368

29

122

142

155

184

271

365

365

30

120

139

152

181

268

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 | 46 | 68 | 187 | 306 | 3 161 |
| 2 | 27 | 40 | 46 | 68 | 188 | 347 | 2 358 |
| 3 | 27 | 40 | 49 | 74 | 183 | 361 | 1 781 |
| 4 | 26 | 41 | 52 | 77 | 180 | 361 | 1 377 |
| 5 | 27 | 43 | 54 | 79 | 180 | 352 | 1 091 |
| 6 | 28 | 45 | 56 | 81 | 179 | 339 | 885 |
| 7 | 28 | 46 | 57 | 82 | 178 | 323 | 732 |
| 8 | 27 | 46 | 57 | 84 | 177 | 306 | 615 |
| 9 | 27 | 46 | 58 | 86 | 176 | 289 | 524 |
| 10 | 27 | 46 | 59 | 87 | 175 | 272 | 451 |
| 11 | 26 | 46 | 59 | 87 | 175 | 269 | 392 |
| 12 | 26 | 45 | 58 | 87 | 174 | 269 | 343 |
| 13 | 25 | 45 | 58 | 86 | 174 | 268 | 302 |
| 14 | 25 | 44 | 57 | 86 | 173 | 268 | 268 |
| 15 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 16 | 24 | 44 | 57 | 85 | 173 | 267 | 267 |
| 17 | 24 | 44 | 57 | 85 | 173 | 267 | 267 |
| 18 | 24 | 44 | 57 | 85 | 173 | 267 | 267 |
| 19 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 20 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 21 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 22 | 24 | 44 | 57 | 86 | 173 | 267 | 267 |
| 23 | 24 | 44 | 60 | 85 | 173 | 267 | 267 |
| 24 | 24 | 44 | 62 | 85 | 172 | 267 | 267 |
| 25 | 24 | 43 | 65 | 85 | 172 | 267 | 267 |
| 26 | 23 | 43 | 66 | 85 | 172 | 266 | 266 |
| 27 | 23 | 43 | 69 | 84 | 171 | 266 | 266 |
| 28 | 23 | 42 | 72 | 84 | 171 | 266 | 266 |
| 29 | 22 | 42 | 74 | 84 | 171 | 265 | 265 |
| 30 | 22 | 42 | 77 | 83 | 171 | 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

46

68

187

306

3 161

2

27

40

46

68

188

347

2 358

3

27

40

49

74

183

361

1 781

4

26

41

52

77

180

361

1 377

5

27

43

54

79

180

352

1 091

6

28

45

56

81

179

339

885

7

28

46

57

82

178

323

732

8

27

46

57

84

177

306

615

9

27

46

58

86

176

289

524

10

27

46

59

87

175

272

451

11

26

46

59

87

175

269

392

12

26

45

58

87

174

269

343

13

25

45

58

86

174

268

302

14

25

44

57

86

173

268

268

15

24

44

57

86

173

267

267

16

24

44

57

85

173

267

267

17

24

44

57

85

173

267

267

18

24

44

57

85

173

267

267

19

24

44

57

86

173

267

267

20

24

44

57

86

173

267

267

21

24

44

57

86

173

267

267

22

24

44

57

86

173

267

267

23

24

44

60

85

173

267

267

24

24

44

62

85

172

267

267

25

24

43

65

85

172

267

267

26

23

43

66

85

172

266

266

27

23

43

69

84

171

266

266

28

23

42

72

84

171

266

266

29

22

42

74

84

171

265

265

30

22

42

77

83

171

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 | 184 | 303 | 3 124 |
| 2 | 25 | 38 | 44 | 66 | 186 | 343 | 2 331 |
| 3 | 26 | 40 | 48 | 73 | 182 | 358 | 1 762 |
| 4 | 27 | 42 | 52 | 78 | 181 | 358 | 1 363 |
| 5 | 29 | 45 | 56 | 81 | 182 | 349 | 1 081 |
| 6 | 31 | 47 | 59 | 84 | 182 | 336 | 877 |
| 7 | 33 | 50 | 61 | 86 | 182 | 321 | 725 |
| 8 | 33 | 51 | 63 | 89 | 182 | 304 | 610 |
| 9 | 33 | 52 | 64 | 92 | 182 | 287 | 519 |
| 10 | 34 | 53 | 66 | 94 | 183 | 277 | 447 |
| 11 | 34 | 54 | 67 | 96 | 183 | 278 | 389 |
| 12 | 35 | 54 | 67 | 96 | 183 | 278 | 341 |
| 13 | 35 | 54 | 67 | 96 | 183 | 278 | 300 |
| 14 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 15 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 16 | 34 | 54 | 66 | 95 | 182 | 277 | 277 |
| 17 | 34 | 54 | 66 | 95 | 182 | 277 | 277 |
| 18 | 34 | 54 | 66 | 95 | 182 | 277 | 277 |
| 19 | 34 | 54 | 67 | 95 | 183 | 277 | 277 |
| 20 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 21 | 34 | 54 | 67 | 96 | 183 | 278 | 278 |
| 22 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 23 | 34 | 54 | 67 | 95 | 183 | 277 | 277 |
| 24 | 34 | 53 | 66 | 95 | 182 | 277 | 277 |
| 25 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 26 | 33 | 53 | 66 | 94 | 181 | 276 | 276 |
| 27 | 32 | 52 | 69 | 94 | 181 | 275 | 275 |
| 28 | 32 | 51 | 72 | 93 | 180 | 275 | 275 |
| 29 | 31 | 51 | 75 | 93 | 180 | 274 | 274 |
| 30 | 31 | 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

184

303

3 124

2

25

38

44

66

186

343

2 331

3

26

40

48

73

182

358

1 762

4

27

42

52

78

181

358

1 363

5

29

45

56

81

182

349

1 081

6

31

47

59

84

182

336

877

7

33

50

61

86

182

321

725

8

33

51

63

89

182

304

610

9

33

52

64

92

182

287

519

10

34

53

66

94

183

277

447

11

34

54

67

96

183

278

389

12

35

54

67

96

183

278

341

13

35

54

67

96

183

278

300

14

34

54

67

96

183

277

277

15

34

54

67

96

183

277

277

16

34

54

66

95

182

277

277

17

34

54

66

95

182

277

277

18

34

54

66

95

182

277

277

19

34

54

67

95

183

277

277

20

34

54

67

96

183

277

277

21

34

54

67

96

183

278

278

22

34

54

67

96

183

277

277

23

34

54

67

95

183

277

277

24

34

53

66

95

182

277

277

25

33

53

66

95

182

276

276

26

33

53

66

94

181

276

276

27

32

52

69

94

181

275

275

28

32

51

72

93

180

275

275

29

31

51

75

93

180

274

274

30

31

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 | 121 | 134 | 141 | 163 | 282 | 379 | 3 252 |
| 2 | 120 | 133 | 139 | 161 | 281 | 377 | 2 435 |
| 3 | 119 | 132 | 141 | 165 | 275 | 373 | 1 845 |
| 4 | 118 | 132 | 143 | 168 | 271 | 374 | 1 429 |
| 5 | 118 | 134 | 145 | 169 | 271 | 366 | 1 135 |
| 6 | 118 | 135 | 146 | 171 | 269 | 364 | 922 |
| 7 | 118 | 136 | 147 | 172 | 268 | 363 | 763 |
| 8 | 118 | 136 | 147 | 174 | 267 | 362 | 642 |
| 9 | 117 | 136 | 148 | 176 | 266 | 360 | 547 |
| 10 | 117 | 136 | 149 | 177 | 265 | 360 | 471 |
| 11 | 116 | 136 | 149 | 177 | 265 | 359 | 409 |
| 12 | 115 | 135 | 147 | 176 | 263 | 358 | 358 |
| 13 | 114 | 133 | 146 | 175 | 262 | 357 | 357 |
| 14 | 112 | 132 | 145 | 174 | 261 | 355 | 355 |
| 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 | 132 | 160 | 248 | 342 | 342 |
| 21 | 97 | 117 | 129 | 158 | 245 | 340 | 340 |
| 22 | 95 | 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 | 121 | 149 | 237 | 331 | 331 |
| 26 | 86 | 106 | 118 | 147 | 234 | 329 | 329 |
| 27 | 84 | 103 | 116 | 145 | 232 | 327 | 327 |
| 28 | 82 | 101 | 114 | 143 | 230 | 325 | 325 |
| 29 | 80 | 99 | 112 | 141 | 228 | 323 | 323 |
| 30 | 78 | 98 | 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

121

134

141

163

282

379

3 252

2

120

133

139

161

281

377

2 435

3

119

132

141

165

275

373

1 845

4

118

132

143

168

271

374

1 429

5

118

134

145

169

271

366

1 135

6

118

135

146

171

269

364

922

7

118

136

147

172

268

363

763

8

118

136

147

174

267

362

642

9

117

136

148

176

266

360

547

10

117

136

149

177

265

360

471

11

116

136

149

177

265

359

409

12

115

135

147

176

263

358

358

13

114

133

146

175

262

357

357

14

112

132

145

174

261

355

355

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

132

160

248

342

342

21

97

117

129

158

245

340

340

22

95

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

121

149

237

331

331

26

86

106

118

147

234

329

329

27

84

103

116

145

232

327

327

28

82

101

114

143

230

325

325

29

80

99

112

141

228

323

323

30

78

98

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 | 3 052 |
| 2 | 0 | 9 | 15 | 37 | 157 | 335 | 2 273 |
| 3 | 1 | 11 | 19 | 44 | 153 | 349 | 1 716 |
| 4 | 1 | 13 | 23 | 49 | 152 | 349 | 1 326 |
| 5 | 1 | 15 | 27 | 51 | 152 | 340 | 1 051 |
| 6 | 2 | 18 | 30 | 55 | 153 | 327 | 853 |
| 7 | 3 | 21 | 32 | 57 | 153 | 312 | 705 |
| 8 | 4 | 22 | 33 | 60 | 153 | 296 | 593 |
| 9 | 4 | 23 | 35 | 63 | 153 | 279 | 505 |
| 10 | 4 | 24 | 36 | 65 | 153 | 262 | 434 |
| 11 | 4 | 24 | 37 | 65 | 153 | 247 | 377 |
| 12 | 4 | 23 | 36 | 65 | 152 | 247 | 330 |
| 13 | 4 | 23 | 36 | 65 | 152 | 247 | 291 |
| 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 | 23 | 46 | 64 | 151 | 246 | 246 |
| 19 | 7 | 23 | 48 | 64 | 152 | 246 | 246 |
| 20 | 7 | 23 | 50 | 65 | 152 | 247 | 247 |
| 21 | 7 | 24 | 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 | 25 | 62 | 66 | 153 | 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

3 052

2

0

9

15

37

157

335

2 273

3

1

11

19

44

153

349

1 716

4

1

13

23

49

152

349

1 326

5

1

15

27

51

152

340

1 051

6

2

18

30

55

153

327

853

7

3

21

32

57

153

312

705

8

4

22

33

60

153

296

593

9

4

23

35

63

153

279

505

10

4

24

36

65

153

262

434

11

4

24

37

65

153

247

377

12

4

23

36

65

152

247

330

13

4

23

36

65

152

247

291

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

23

46

64

151

246

246

19

7

23

48

64

152

246

246

20

7

23

50

65

152

247

247

21

7

24

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

25

62

66

153

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 | 72 | 192 | 298 | 3 071 |
| 2 | 31 | 44 | 51 | 73 | 192 | 337 | 2 288 |
| 3 | 30 | 44 | 52 | 77 | 186 | 351 | 1 727 |
| 4 | 29 | 43 | 54 | 79 | 182 | 351 | 1 334 |
| 5 | 29 | 44 | 56 | 80 | 181 | 342 | 1 057 |
| 6 | 31 | 48 | 60 | 85 | 183 | 329 | 857 |
| 7 | 29 | 47 | 58 | 83 | 179 | 313 | 708 |
| 8 | 33 | 51 | 63 | 89 | 182 | 297 | 595 |
| 9 | 32 | 51 | 63 | 91 | 181 | 280 | 506 |
| 10 | 27 | 47 | 59 | 88 | 176 | 270 | 436 |
| 11 | 23 | 42 | 55 | 84 | 171 | 266 | 378 |
| 12 | 20 | 39 | 52 | 81 | 168 | 263 | 330 |
| 13 | 17 | 37 | 50 | 78 | 166 | 260 | 291 |
| 14 | 15 | 35 | 48 | 77 | 164 | 258 | 258 |
| 15 | 14 | 33 | 46 | 75 | 162 | 257 | 257 |
| 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 |
| 17 | 11 | 31 | 44 | 73 | 160 | 254 | 254 |
| 18 | 11 | 30 | 46 | 72 | 159 | 254 | 254 |
| 19 | 10 | 30 | 47 | 72 | 159 | 253 | 253 |
| 20 | 10 | 30 | 50 | 72 | 159 | 253 | 253 |
| 21 | 10 | 30 | 53 | 72 | 159 | 253 | 253 |
| 22 | 10 | 30 | 54 | 72 | 159 | 253 | 253 |
| 23 | 10 | 30 | 57 | 72 | 159 | 253 | 253 |
| 24 | 10 | 30 | 59 | 72 | 159 | 253 | 253 |
| 25 | 10 | 30 | 62 | 71 | 159 | 253 | 253 |
| 26 | 10 | 30 | 64 | 71 | 158 | 253 | 253 |
| 27 | 10 | 29 | 67 | 71 | 158 | 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

72

192

298

3 071

2

31

44

51

73

192

337

2 288

3

30

44

52

77

186

351

1 727

4

29

43

54

79

182

351

1 334

5

29

44

56

80

181

342

1 057

6

31

48

60

85

183

329

857

7

29

47

58

83

179

313

708

8

33

51

63

89

182

297

595

9

32

51

63

91

181

280

506

10

27

47

59

88

176

270

436

11

23

42

55

84

171

266

378

12

20

39

52

81

168

263

330

13

17

37

50

78

166

260

291

14

15

35

48

77

164

258

258

15

14

33

46

75

162

257

257

16

12

32

45

74

161

255

255

17

11

31

44

73

160

254

254

18

11

30

46

72

159

254

254

19

10

30

47

72

159

253

253

20

10

30

50

72

159

253

253

21

10

30

53

72

159

253

253

22

10

30

54

72

159

253

253

23

10

30

57

72

159

253

253

24

10

30

59

72

159

253

253

25

10

30

62

71

159

253

253

26

10

30

64

71

158

253

253

27

10

29

67

71

158

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 | 216 | 238 | 357 | 454 | 3 695 |
| 2 | 193 | 206 | 212 | 234 | 354 | 450 | 2 784 |
| 3 | 187 | 201 | 210 | 234 | 344 | 440 | 2 106 |
| 4 | 183 | 197 | 208 | 233 | 337 | 432 | 1 627 |
| 5 | 179 | 194 | 206 | 230 | 331 | 426 | 1 287 |
| 6 | 175 | 192 | 204 | 229 | 327 | 421 | 1 041 |
| 7 | 172 | 190 | 201 | 226 | 322 | 417 | 859 |
| 8 | 168 | 187 | 198 | 224 | 318 | 412 | 720 |
| 9 | 164 | 183 | 195 | 223 | 314 | 408 | 612 |
| 10 | 160 | 180 | 193 | 221 | 309 | 404 | 526 |
| 11 | 157 | 176 | 189 | 218 | 305 | 400 | 455 |
| 12 | 153 | 172 | 185 | 214 | 301 | 396 | 397 |
| 13 | 149 | 168 | 181 | 210 | 297 | 392 | 392 |
| 14 | 145 | 165 | 177 | 206 | 293 | 388 | 388 |
| 15 | 141 | 161 | 174 | 203 | 290 | 384 | 384 |
| 16 | 138 | 158 | 170 | 199 | 286 | 381 | 381 |
| 17 | 135 | 154 | 167 | 196 | 283 | 378 | 378 |
| 18 | 132 | 151 | 164 | 193 | 280 | 375 | 375 |
| 19 | 129 | 148 | 161 | 190 | 277 | 372 | 372 |
| 20 | 126 | 146 | 158 | 187 | 275 | 369 | 369 |
| 21 | 123 | 143 | 156 | 185 | 272 | 366 | 366 |
| 22 | 120 | 140 | 153 | 182 | 269 | 364 | 364 |
| 23 | 118 | 137 | 150 | 179 | 266 | 361 | 361 |
| 24 | 115 | 135 | 148 | 177 | 264 | 358 | 358 |
| 25 | 113 | 132 | 145 | 174 | 261 | 356 | 356 |
| 26 | 110 | 130 | 143 | 171 | 259 | 353 | 353 |
| 27 | 108 | 127 | 140 | 169 | 256 | 351 | 351 |
| 28 | 105 | 125 | 138 | 167 | 254 | 348 | 348 |
| 29 | 103 | 123 | 136 | 164 | 252 | 346 | 346 |
| 30 | 101 | 121 | 133 | 162 | 249 | 344 | 344 |

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

216

238

357

454

3 695

2

193

206

212

234

354

450

2 784

3

187

201

210

234

344

440

2 106

4

183

197

208

233

337

432

1 627

5

179

194

206

230

331

426

1 287

6

175

192

204

229

327

421

1 041

7

172

190

201

226

322

417

859

8

168

187

198

224

318

412

720

9

164

183

195

223

314

408

612

10

160

180

193

221

309

404

526

11

157

176

189

218

305

400

455

12

153

172

185

214

301

396

397

13

149

168

181

210

297

392

392

14

145

165

177

206

293

388

388

15

141

161

174

203

290

384

384

16

138

158

170

199

286

381

381

17

135

154

167

196

283

378

378

18

132

151

164

193

280

375

375

19

129

148

161

190

277

372

372

20

126

146

158

187

275

369

369

21

123

143

156

185

272

366

366

22

120

140

153

182

269

364

364

23

118

137

150

179

266

361

361

24

115

135

148

177

264

358

358

25

113

132

145

174

261

356

356

26

110

130

143

171

259

353

353

27

108

127

140

169

256

351

351

28

105

125

138

167

254

348

348

29

103

123

136

164

252

346

346

30

101

121

133

162

249

344

344

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 | 296 | 3 054 |
| 2 | 0 | 15 | 26 | 52 | 172 | 335 | 2 274 |
| 3 | 1 | 17 | 28 | 57 | 168 | 349 | 1 716 |
| 4 | 1 | 20 | 32 | 62 | 167 | 349 | 1 325 |
| 5 | 2 | 23 | 37 | 67 | 168 | 340 | 1 050 |
| 6 | 5 | 27 | 39 | 69 | 169 | 327 | 852 |
| 7 | 7 | 31 | 42 | 72 | 169 | 312 | 704 |
| 8 | 10 | 34 | 46 | 74 | 169 | 295 | 592 |
| 9 | 11 | 37 | 50 | 77 | 169 | 279 | 504 |
| 10 | 12 | 39 | 51 | 77 | 169 | 264 | 434 |
| 11 | 13 | 40 | 53 | 78 | 169 | 264 | 377 |
| 12 | 14 | 42 | 54 | 80 | 169 | 264 | 330 |
| 13 | 15 | 43 | 55 | 80 | 169 | 264 | 291 |
| 14 | 15 | 44 | 55 | 81 | 169 | 264 | 264 |
| 15 | 16 | 44 | 55 | 81 | 169 | 264 | 264 |
| 16 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 17 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 18 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 19 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 20 | 16 | 44 | 55 | 81 | 169 | 264 | 264 |
| 21 | 16 | 44 | 55 | 81 | 169 | 264 | 264 |
| 22 | 16 | 44 | 55 | 81 | 170 | 264 | 264 |
| 23 | 16 | 44 | 57 | 81 | 169 | 264 | 264 |
| 24 | 16 | 44 | 59 | 81 | 169 | 264 | 264 |
| 25 | 16 | 44 | 62 | 81 | 169 | 264 | 264 |
| 26 | 16 | 44 | 64 | 81 | 169 | 264 | 264 |
| 27 | 16 | 44 | 67 | 81 | 169 | 263 | 263 |
| 28 | 16 | 44 | 69 | 81 | 169 | 263 | 263 |
| 29 | 16 | 44 | 72 | 81 | 168 | 263 | 263 |
| 30 | 16 | 44 | 74 | 81 | 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

296

3 054

2

0

15

26

52

172

335

2 274

3

1

17

28

57

168

349

1 716

4

1

20

32

62

167

349

1 325

5

2

23

37

67

168

340

1 050

6

5

27

39

69

169

327

852

7

7

31

42

72

169

312

704

8

10

34

46

74

169

295

592

9

11

37

50

77

169

279

504

10

12

39

51

77

169

264

434

11

13

40

53

78

169

264

377

12

14

42

54

80

169

264

330

13

15

43

55

80

169

264

291

14

15

44

55

81

169

264

264

15

16

44

55

81

169

264

264

16

16

44

55

81

169

263

263

17

16

44

55

81

169

263

263

18

16

44

55

81

169

263

263

19

16

44

55

81

169

263

263

20

16

44

55

81

169

264

264

21

16

44

55

81

169

264

264

22

16

44

55

81

170

264

264

23

16

44

57

81

169

264

264

24

16

44

59

81

169

264

264

25

16

44

62

81

169

264

264

26

16

44

64

81

169

264

264

27

16

44

67

81

169

263

263

28

16

44

69

81

169

263

263

29

16

44

72

81

168

263

263

30

16

44

74

81

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 | 3 045 |
| 2 | 0 | 1 | 6 | 14 | 132 | 334 | 2 267 |
| 3 | 1 | 1 | 9 | 16 | 125 | 348 | 1 710 |
| 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1 320 |
| 5 | 1 | 4 | 14 | 22 | 121 | 339 | 1 046 |
| 6 | 2 | 4 | 16 | 25 | 120 | 325 | 847 |
| 7 | 2 | 6 | 19 | 27 | 120 | 310 | 700 |
| 8 | 2 | 6 | 22 | 30 | 120 | 293 | 588 |
| 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 | 219 | 219 |
| 24 | 8 | 19 | 59 | 62 | 128 | 219 | 219 |
| 25 | 8 | 20 | 61 | 64 | 129 | 219 | 219 |
| 26 | 9 | 21 | 63 | 66 | 129 | 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

3 045

2

0

1

6

14

132

334

2 267

3

1

1

9

16

125

348

1 710

4

1

3

11

19

121

347

1 320

5

1

4

14

22

121

339

1 046

6

2

4

16

25

120

325

847

7

2

6

19

27

120

310

700

8

2

6

22

30

120

293

588

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

219

219

24

8

19

59

62

128

219

219

25

8

20

61

64

129

219

219

26

9

21

63

66

129

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 | 14 |
| Euro | Belgium | 14 |
| Euro | Cyprus | 14 |
| Euro | Estonia | 14 |
| Euro | Finland | 14 |
| Euro | France | 14 |
| Euro | Germany | 14 |
| Euro | Greece | 14 |
| Euro | Ireland | 14 |
| Euro | Italy | 14 |
| Euro | Latvia | 14 |
| Euro | Lithuania | 14 |
| Euro | Luxembourg | 14 |
| Euro | Malta | 14 |
| Euro | Netherlands | 14 |
| Euro | Portugal | 14 |
| Euro | Slovakia | 14 |
| Euro | Slovenia | 14 |
| Euro | Spain | 14 |
| Czech koruna | Czech Republic | 8 |
| Danish krone | Denmark | 26 |
| Forint | Hungary | 5 |
| Krona | Sweden | 15 |
| Kuna | Croatia | 3 |
| Lev | Bulgaria | 4 |
| Pound sterling | United Kingdom | 22 |
| Romanian leu | Romania | 4 |
| Zloty | Poland | 7 |
| Króna | Iceland | 6 |
| Norwegian krone | Norway | 30 |
| Swiss franc | Liechtenstein | 12 |
| Swiss franc | Switzerland | 12 |
| Australian dollar | Australia | 9 |
| Canadian dollar | Canada | 25 |
| Renminbi-yuan | China | 52 |
| Hong Kong dollar | Hong Kong | 7 |
| US dollar | United States | 43 |
| Yen | Japan | 12 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

14

Euro

Belgium

14

Euro

Cyprus

14

Euro

Estonia

14

Euro

Finland

14

Euro

France

14

Euro

Germany

14

Euro

Greece

14

Euro

Ireland

14

Euro

Italy

14

Euro

Latvia

14

Euro

Lithuania

14

Euro

Luxembourg

14

Euro

Malta

14

Euro

Netherlands

14

Euro

Portugal

14

Euro

Slovakia

14

Euro

Slovenia

14

Euro

Spain

14

Czech koruna

Czech Republic

8

Danish krone

Denmark

26

Forint

Hungary

5

Krona

Sweden

15

Kuna

Croatia

3

Lev

Bulgaria

4

Pound sterling

United Kingdom

22

Romanian leu

Romania

4

Zloty

Poland

7

Króna

Iceland

6

Norwegian krone

Norway

30

Swiss franc

Liechtenstein

12

Swiss franc

Switzerland

12

Australian dollar

Australia

9

Canadian dollar

Canada

25

Renminbi-yuan

China

52

Hong Kong dollar

Hong Kong

7

US dollar

United States

43

Yen

Japan

12

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