# L_2021160EN.01000301.xml

| 7.5.2021 | EN | Official Journal of the European Union | L 160/3 |
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7.5.2021

EN

Official Journal of the European Union

L 160/3

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COMMISSION IMPLEMENTING REGULATION (EU) 2021/744

of 6 May 2021

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2021 until 29 June 2021 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 8 April 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2021 market data. That information was published on 8 April 2021 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 8 April 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2021 market data. That information was published on 8 April 2021 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2021 until 29 June 2021.

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 31 March 2021.

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

Done at Brussels, 6 May 2021.

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 | -0,615 % | 0,455 % | -0,625 % | 0,630 % | -0,136 % | -0,226 % |
| 2 | -0,595 % | 0,877 % | -0,605 % | 0,926 % | -0,088 % | -0,113 % |
| 3 | -0,545 % | 1,187 % | -0,555 % | 1,218 % | -0,008 % | -0,009 % |
| 4 | -0,488 % | 1,397 % | -0,498 % | 1,476 % | 0,105 % | 0,085 % |
| 5 | -0,406 % | 1,527 % | -0,416 % | 1,708 % | 0,224 % | 0,187 % |
| 6 | -0,326 % | 1,593 % | -0,336 % | 1,911 % | 0,335 % | 0,300 % |
| 7 | -0,258 % | 1,626 % | -0,268 % | 2,090 % | 0,439 % | 0,425 % |
| 8 | -0,166 % | 1,649 % | -0,176 % | 2,246 % | 0,514 % | 0,562 % |
| 9 | -0,104 % | 1,671 % | -0,114 % | 2,385 % | 0,590 % | 0,707 % |
| 10 | -0,029 % | 1,699 % | -0,039 % | 2,502 % | 0,696 % | 0,844 % |
| 11 | 0,035 % | 1,735 % | 0,025 % | 2,607 % | 0,845 % | 0,970 % |
| 12 | 0,099 % | 1,777 % | 0,088 % | 2,701 % | 1,010 % | 1,087 % |
| 13 | 0,153 % | 1,822 % | 0,143 % | 2,787 % | 1,173 % | 1,195 % |
| 14 | 0,202 % | 1,870 % | 0,192 % | 2,865 % | 1,325 % | 1,295 % |
| 15 | 0,249 % | 1,918 % | 0,238 % | 2,937 % | 1,464 % | 1,389 % |
| 16 | 0,278 % | 1,966 % | 0,267 % | 3,003 % | 1,590 % | 1,477 % |
| 17 | 0,297 % | 2,015 % | 0,287 % | 3,063 % | 1,704 % | 1,558 % |
| 18 | 0,315 % | 2,062 % | 0,305 % | 3,119 % | 1,806 % | 1,635 % |
| 19 | 0,340 % | 2,108 % | 0,330 % | 3,171 % | 1,899 % | 1,707 % |
| 20 | 0,375 % | 2,153 % | 0,365 % | 3,220 % | 1,983 % | 1,775 % |
| 21 | 0,423 % | 2,196 % | 0,413 % | 3,265 % | 2,059 % | 1,838 % |
| 22 | 0,480 % | 2,238 % | 0,470 % | 3,308 % | 2,128 % | 1,898 % |
| 23 | 0,544 % | 2,278 % | 0,534 % | 3,348 % | 2,191 % | 1,955 % |
| 24 | 0,612 % | 2,317 % | 0,602 % | 3,385 % | 2,250 % | 2,008 % |
| 25 | 0,681 % | 2,354 % | 0,672 % | 3,421 % | 2,303 % | 2,058 % |
| 26 | 0,752 % | 2,389 % | 0,743 % | 3,454 % | 2,353 % | 2,106 % |
| 27 | 0,823 % | 2,423 % | 0,814 % | 3,486 % | 2,399 % | 2,151 % |
| 28 | 0,892 % | 2,456 % | 0,884 % | 3,516 % | 2,441 % | 2,194 % |
| 29 | 0,961 % | 2,487 % | 0,953 % | 3,544 % | 2,481 % | 2,235 % |
| 30 | 1,028 % | 2,517 % | 1,020 % | 3,571 % | 2,518 % | 2,274 % |
| 31 | 1,093 % | 2,545 % | 1,085 % | 3,596 % | 2,553 % | 2,310 % |
| 32 | 1,156 % | 2,573 % | 1,149 % | 3,621 % | 2,586 % | 2,346 % |
| 33 | 1,218 % | 2,599 % | 1,210 % | 3,644 % | 2,616 % | 2,379 % |
| 34 | 1,277 % | 2,624 % | 1,269 % | 3,666 % | 2,645 % | 2,411 % |
| 35 | 1,334 % | 2,648 % | 1,327 % | 3,687 % | 2,672 % | 2,441 % |
| 36 | 1,389 % | 2,671 % | 1,382 % | 3,707 % | 2,698 % | 2,470 % |
| 37 | 1,441 % | 2,693 % | 1,435 % | 3,726 % | 2,722 % | 2,498 % |
| 38 | 1,492 % | 2,715 % | 1,486 % | 3,745 % | 2,745 % | 2,524 % |
| 39 | 1,541 % | 2,735 % | 1,535 % | 3,762 % | 2,767 % | 2,550 % |
| 40 | 1,588 % | 2,755 % | 1,582 % | 3,779 % | 2,788 % | 2,574 % |
| 41 | 1,634 % | 2,773 % | 1,628 % | 3,795 % | 2,807 % | 2,597 % |
| 42 | 1,677 % | 2,792 % | 1,671 % | 3,811 % | 2,826 % | 2,619 % |
| 43 | 1,719 % | 2,809 % | 1,713 % | 3,826 % | 2,844 % | 2,641 % |
| 44 | 1,759 % | 2,826 % | 1,754 % | 3,840 % | 2,861 % | 2,661 % |
| 45 | 1,798 % | 2,842 % | 1,793 % | 3,854 % | 2,878 % | 2,681 % |
| 46 | 1,836 % | 2,857 % | 1,830 % | 3,867 % | 2,893 % | 2,700 % |
| 47 | 1,872 % | 2,872 % | 1,866 % | 3,880 % | 2,908 % | 2,718 % |
| 48 | 1,906 % | 2,886 % | 1,901 % | 3,892 % | 2,923 % | 2,736 % |
| 49 | 1,939 % | 2,900 % | 1,934 % | 3,904 % | 2,936 % | 2,753 % |
| 50 | 1,972 % | 2,914 % | 1,967 % | 3,915 % | 2,950 % | 2,769 % |
| 51 | 2,003 % | 2,927 % | 1,998 % | 3,926 % | 2,962 % | 2,785 % |
| 52 | 2,032 % | 2,939 % | 2,028 % | 3,937 % | 2,975 % | 2,800 % |
| 53 | 2,061 % | 2,951 % | 2,057 % | 3,947 % | 2,986 % | 2,815 % |
| 54 | 2,089 % | 2,963 % | 2,084 % | 3,957 % | 2,998 % | 2,829 % |
| 55 | 2,116 % | 2,974 % | 2,111 % | 3,966 % | 3,009 % | 2,843 % |
| 56 | 2,142 % | 2,985 % | 2,137 % | 3,976 % | 3,019 % | 2,856 % |
| 57 | 2,167 % | 2,995 % | 2,163 % | 3,984 % | 3,029 % | 2,868 % |
| 58 | 2,191 % | 3,005 % | 2,187 % | 3,993 % | 3,039 % | 2,881 % |
| 59 | 2,215 % | 3,015 % | 2,211 % | 4,001 % | 3,049 % | 2,893 % |
| 60 | 2,238 % | 3,025 % | 2,233 % | 4,010 % | 3,058 % | 2,904 % |
| 61 | 2,260 % | 3,034 % | 2,256 % | 4,017 % | 3,067 % | 2,916 % |
| 62 | 2,281 % | 3,043 % | 2,277 % | 4,025 % | 3,075 % | 2,926 % |
| 63 | 2,302 % | 3,052 % | 2,298 % | 4,032 % | 3,083 % | 2,937 % |
| 64 | 2,322 % | 3,060 % | 2,318 % | 4,040 % | 3,092 % | 2,947 % |
| 65 | 2,341 % | 3,068 % | 2,337 % | 4,047 % | 3,099 % | 2,957 % |
| 66 | 2,360 % | 3,076 % | 2,356 % | 4,053 % | 3,107 % | 2,967 % |
| 67 | 2,378 % | 3,084 % | 2,375 % | 4,060 % | 3,114 % | 2,976 % |
| 68 | 2,396 % | 3,092 % | 2,393 % | 4,066 % | 3,121 % | 2,985 % |
| 69 | 2,414 % | 3,099 % | 2,410 % | 4,072 % | 3,128 % | 2,994 % |
| 70 | 2,430 % | 3,106 % | 2,427 % | 4,078 % | 3,135 % | 3,002 % |
| 71 | 2,447 % | 3,113 % | 2,443 % | 4,084 % | 3,142 % | 3,011 % |
| 72 | 2,463 % | 3,119 % | 2,459 % | 4,090 % | 3,148 % | 3,019 % |
| 73 | 2,478 % | 3,126 % | 2,475 % | 4,096 % | 3,154 % | 3,027 % |
| 74 | 2,493 % | 3,132 % | 2,490 % | 4,101 % | 3,160 % | 3,035 % |
| 75 | 2,508 % | 3,139 % | 2,504 % | 4,106 % | 3,166 % | 3,042 % |
| 76 | 2,522 % | 3,145 % | 2,519 % | 4,111 % | 3,172 % | 3,049 % |
| 77 | 2,536 % | 3,150 % | 2,533 % | 4,116 % | 3,177 % | 3,056 % |
| 78 | 2,550 % | 3,156 % | 2,546 % | 4,121 % | 3,183 % | 3,063 % |
| 79 | 2,563 % | 3,162 % | 2,560 % | 4,126 % | 3,188 % | 3,070 % |
| 80 | 2,576 % | 3,167 % | 2,572 % | 4,131 % | 3,193 % | 3,077 % |
| 81 | 2,588 % | 3,173 % | 2,585 % | 4,135 % | 3,198 % | 3,083 % |
| 82 | 2,600 % | 3,178 % | 2,597 % | 4,140 % | 3,203 % | 3,089 % |
| 83 | 2,612 % | 3,183 % | 2,609 % | 4,144 % | 3,208 % | 3,095 % |
| 84 | 2,624 % | 3,188 % | 2,621 % | 4,148 % | 3,212 % | 3,101 % |
| 85 | 2,636 % | 3,193 % | 2,633 % | 4,152 % | 3,217 % | 3,107 % |
| 86 | 2,647 % | 3,197 % | 2,644 % | 4,156 % | 3,221 % | 3,113 % |
| 87 | 2,658 % | 3,202 % | 2,655 % | 4,160 % | 3,226 % | 3,119 % |
| 88 | 2,668 % | 3,206 % | 2,665 % | 4,164 % | 3,230 % | 3,124 % |
| 89 | 2,679 % | 3,211 % | 2,676 % | 4,168 % | 3,234 % | 3,129 % |
| 90 | 2,689 % | 3,215 % | 2,686 % | 4,172 % | 3,238 % | 3,135 % |
| 91 | 2,699 % | 3,219 % | 2,696 % | 4,175 % | 3,242 % | 3,140 % |
| 92 | 2,709 % | 3,223 % | 2,706 % | 4,179 % | 3,246 % | 3,145 % |
| 93 | 2,718 % | 3,227 % | 2,715 % | 4,182 % | 3,250 % | 3,150 % |
| 94 | 2,728 % | 3,231 % | 2,725 % | 4,185 % | 3,254 % | 3,154 % |
| 95 | 2,737 % | 3,235 % | 2,734 % | 4,189 % | 3,257 % | 3,159 % |
| 96 | 2,746 % | 3,239 % | 2,743 % | 4,192 % | 3,261 % | 3,164 % |
| 97 | 2,754 % | 3,243 % | 2,752 % | 4,195 % | 3,264 % | 3,168 % |
| 98 | 2,763 % | 3,246 % | 2,760 % | 4,198 % | 3,268 % | 3,172 % |
| 99 | 2,771 % | 3,250 % | 2,769 % | 4,201 % | 3,271 % | 3,177 % |
| 100 | 2,780 % | 3,253 % | 2,777 % | 4,204 % | 3,274 % | 3,181 % |
| 101 | 2,788 % | 3,257 % | 2,785 % | 4,207 % | 3,278 % | 3,185 % |
| 102 | 2,796 % | 3,260 % | 2,793 % | 4,210 % | 3,281 % | 3,189 % |
| 103 | 2,803 % | 3,264 % | 2,801 % | 4,213 % | 3,284 % | 3,193 % |
| 104 | 2,811 % | 3,267 % | 2,809 % | 4,216 % | 3,287 % | 3,197 % |
| 105 | 2,819 % | 3,270 % | 2,816 % | 4,218 % | 3,290 % | 3,201 % |
| 106 | 2,826 % | 3,273 % | 2,824 % | 4,221 % | 3,293 % | 3,205 % |
| 107 | 2,833 % | 3,276 % | 2,831 % | 4,224 % | 3,296 % | 3,208 % |
| 108 | 2,840 % | 3,279 % | 2,838 % | 4,226 % | 3,298 % | 3,212 % |
| 109 | 2,847 % | 3,282 % | 2,845 % | 4,229 % | 3,301 % | 3,216 % |
| 110 | 2,854 % | 3,285 % | 2,852 % | 4,231 % | 3,304 % | 3,219 % |
| 111 | 2,861 % | 3,288 % | 2,858 % | 4,234 % | 3,307 % | 3,222 % |
| 112 | 2,867 % | 3,291 % | 2,865 % | 4,236 % | 3,309 % | 3,226 % |
| 113 | 2,874 % | 3,293 % | 2,871 % | 4,238 % | 3,312 % | 3,229 % |
| 114 | 2,880 % | 3,296 % | 2,878 % | 4,241 % | 3,314 % | 3,232 % |
| 115 | 2,886 % | 3,299 % | 2,884 % | 4,243 % | 3,317 % | 3,236 % |
| 116 | 2,892 % | 3,301 % | 2,890 % | 4,245 % | 3,319 % | 3,239 % |
| 117 | 2,898 % | 3,304 % | 2,896 % | 4,247 % | 3,322 % | 3,242 % |
| 118 | 2,904 % | 3,306 % | 2,902 % | 4,249 % | 3,324 % | 3,245 % |
| 119 | 2,910 % | 3,309 % | 2,908 % | 4,251 % | 3,326 % | 3,248 % |
| 120 | 2,916 % | 3,311 % | 2,914 % | 4,253 % | 3,328 % | 3,251 % |
| 121 | 2,922 % | 3,314 % | 2,919 % | 4,256 % | 3,331 % | 3,254 % |
| 122 | 2,927 % | 3,316 % | 2,925 % | 4,258 % | 3,333 % | 3,256 % |
| 123 | 2,933 % | 3,318 % | 2,930 % | 4,259 % | 3,335 % | 3,259 % |
| 124 | 2,938 % | 3,320 % | 2,936 % | 4,261 % | 3,337 % | 3,262 % |
| 125 | 2,943 % | 3,323 % | 2,941 % | 4,263 % | 3,339 % | 3,265 % |
| 126 | 2,948 % | 3,325 % | 2,946 % | 4,265 % | 3,341 % | 3,267 % |
| 127 | 2,954 % | 3,327 % | 2,951 % | 4,267 % | 3,343 % | 3,270 % |
| 128 | 2,959 % | 3,329 % | 2,957 % | 4,269 % | 3,345 % | 3,272 % |
| 129 | 2,963 % | 3,331 % | 2,962 % | 4,271 % | 3,347 % | 3,275 % |
| 130 | 2,968 % | 3,333 % | 2,966 % | 4,272 % | 3,349 % | 3,278 % |
| 131 | 2,973 % | 3,335 % | 2,971 % | 4,274 % | 3,351 % | 3,280 % |
| 132 | 2,978 % | 3,337 % | 2,976 % | 4,276 % | 3,353 % | 3,282 % |
| 133 | 2,983 % | 3,339 % | 2,981 % | 4,278 % | 3,355 % | 3,285 % |
| 134 | 2,987 % | 3,341 % | 2,985 % | 4,279 % | 3,357 % | 3,287 % |
| 135 | 2,992 % | 3,343 % | 2,990 % | 4,281 % | 3,359 % | 3,289 % |
| 136 | 2,996 % | 3,345 % | 2,994 % | 4,282 % | 3,360 % | 3,292 % |
| 137 | 3,001 % | 3,347 % | 2,999 % | 4,284 % | 3,362 % | 3,294 % |
| 138 | 3,005 % | 3,349 % | 3,003 % | 4,286 % | 3,364 % | 3,296 % |
| 139 | 3,009 % | 3,351 % | 3,007 % | 4,287 % | 3,366 % | 3,298 % |
| 140 | 3,013 % | 3,352 % | 3,012 % | 4,289 % | 3,367 % | 3,301 % |
| 141 | 3,018 % | 3,354 % | 3,016 % | 4,290 % | 3,369 % | 3,303 % |
| 142 | 3,022 % | 3,356 % | 3,020 % | 4,292 % | 3,371 % | 3,305 % |
| 143 | 3,026 % | 3,358 % | 3,024 % | 4,293 % | 3,372 % | 3,307 % |
| 144 | 3,030 % | 3,359 % | 3,028 % | 4,295 % | 3,374 % | 3,309 % |
| 145 | 3,034 % | 3,361 % | 3,032 % | 4,296 % | 3,375 % | 3,311 % |
| 146 | 3,037 % | 3,363 % | 3,036 % | 4,297 % | 3,377 % | 3,313 % |
| 147 | 3,041 % | 3,364 % | 3,039 % | 4,299 % | 3,378 % | 3,315 % |
| 148 | 3,045 % | 3,366 % | 3,043 % | 4,300 % | 3,380 % | 3,317 % |
| 149 | 3,049 % | 3,367 % | 3,047 % | 4,301 % | 3,381 % | 3,319 % |
| 150 | 3,052 % | 3,369 % | 3,051 % | 4,303 % | 3,383 % | 3,320 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,615 %

0,455 %

-0,625 %

0,630 %

-0,136 %

-0,226 %

2

-0,595 %

0,877 %

-0,605 %

0,926 %

-0,088 %

-0,113 %

3

-0,545 %

1,187 %

-0,555 %

1,218 %

-0,008 %

-0,009 %

4

-0,488 %

1,397 %

-0,498 %

1,476 %

0,105 %

0,085 %

5

-0,406 %

1,527 %

-0,416 %

1,708 %

0,224 %

0,187 %

6

-0,326 %

1,593 %

-0,336 %

1,911 %

0,335 %

0,300 %

7

-0,258 %

1,626 %

-0,268 %

2,090 %

0,439 %

0,425 %

8

-0,166 %

1,649 %

-0,176 %

2,246 %

0,514 %

0,562 %

9

-0,104 %

1,671 %

-0,114 %

2,385 %

0,590 %

0,707 %

10

-0,029 %

1,699 %

-0,039 %

2,502 %

0,696 %

0,844 %

11

0,035 %

1,735 %

0,025 %

2,607 %

0,845 %

0,970 %

12

0,099 %

1,777 %

0,088 %

2,701 %

1,010 %

1,087 %

13

0,153 %

1,822 %

0,143 %

2,787 %

1,173 %

1,195 %

14

0,202 %

1,870 %

0,192 %

2,865 %

1,325 %

1,295 %

15

0,249 %

1,918 %

0,238 %

2,937 %

1,464 %

1,389 %

16

0,278 %

1,966 %

0,267 %

3,003 %

1,590 %

1,477 %

17

0,297 %

2,015 %

0,287 %

3,063 %

1,704 %

1,558 %

18

0,315 %

2,062 %

0,305 %

3,119 %

1,806 %

1,635 %

19

0,340 %

2,108 %

0,330 %

3,171 %

1,899 %

1,707 %

20

0,375 %

2,153 %

0,365 %

3,220 %

1,983 %

1,775 %

21

0,423 %

2,196 %

0,413 %

3,265 %

2,059 %

1,838 %

22

0,480 %

2,238 %

0,470 %

3,308 %

2,128 %

1,898 %

23

0,544 %

2,278 %

0,534 %

3,348 %

2,191 %

1,955 %

24

0,612 %

2,317 %

0,602 %

3,385 %

2,250 %

2,008 %

25

0,681 %

2,354 %

0,672 %

3,421 %

2,303 %

2,058 %

26

0,752 %

2,389 %

0,743 %

3,454 %

2,353 %

2,106 %

27

0,823 %

2,423 %

0,814 %

3,486 %

2,399 %

2,151 %

28

0,892 %

2,456 %

0,884 %

3,516 %

2,441 %

2,194 %

29

0,961 %

2,487 %

0,953 %

3,544 %

2,481 %

2,235 %

30

1,028 %

2,517 %

1,020 %

3,571 %

2,518 %

2,274 %

31

1,093 %

2,545 %

1,085 %

3,596 %

2,553 %

2,310 %

32

1,156 %

2,573 %

1,149 %

3,621 %

2,586 %

2,346 %

33

1,218 %

2,599 %

1,210 %

3,644 %

2,616 %

2,379 %

34

1,277 %

2,624 %

1,269 %

3,666 %

2,645 %

2,411 %

35

1,334 %

2,648 %

1,327 %

3,687 %

2,672 %

2,441 %

36

1,389 %

2,671 %

1,382 %

3,707 %

2,698 %

2,470 %

37

1,441 %

2,693 %

1,435 %

3,726 %

2,722 %

2,498 %

38

1,492 %

2,715 %

1,486 %

3,745 %

2,745 %

2,524 %

39

1,541 %

2,735 %

1,535 %

3,762 %

2,767 %

2,550 %

40

1,588 %

2,755 %

1,582 %

3,779 %

2,788 %

2,574 %

41

1,634 %

2,773 %

1,628 %

3,795 %

2,807 %

2,597 %

42

1,677 %

2,792 %

1,671 %

3,811 %

2,826 %

2,619 %

43

1,719 %

2,809 %

1,713 %

3,826 %

2,844 %

2,641 %

44

1,759 %

2,826 %

1,754 %

3,840 %

2,861 %

2,661 %

45

1,798 %

2,842 %

1,793 %

3,854 %

2,878 %

2,681 %

46

1,836 %

2,857 %

1,830 %

3,867 %

2,893 %

2,700 %

47

1,872 %

2,872 %

1,866 %

3,880 %

2,908 %

2,718 %

48

1,906 %

2,886 %

1,901 %

3,892 %

2,923 %

2,736 %

49

1,939 %

2,900 %

1,934 %

3,904 %

2,936 %

2,753 %

50

1,972 %

2,914 %

1,967 %

3,915 %

2,950 %

2,769 %

51

2,003 %

2,927 %

1,998 %

3,926 %

2,962 %

2,785 %

52

2,032 %

2,939 %

2,028 %

3,937 %

2,975 %

2,800 %

53

2,061 %

2,951 %

2,057 %

3,947 %

2,986 %

2,815 %

54

2,089 %

2,963 %

2,084 %

3,957 %

2,998 %

2,829 %

55

2,116 %

2,974 %

2,111 %

3,966 %

3,009 %

2,843 %

56

2,142 %

2,985 %

2,137 %

3,976 %

3,019 %

2,856 %

57

2,167 %

2,995 %

2,163 %

3,984 %

3,029 %

2,868 %

58

2,191 %

3,005 %

2,187 %

3,993 %

3,039 %

2,881 %

59

2,215 %

3,015 %

2,211 %

4,001 %

3,049 %

2,893 %

60

2,238 %

3,025 %

2,233 %

4,010 %

3,058 %

2,904 %

61

2,260 %

3,034 %

2,256 %

4,017 %

3,067 %

2,916 %

62

2,281 %

3,043 %

2,277 %

4,025 %

3,075 %

2,926 %

63

2,302 %

3,052 %

2,298 %

4,032 %

3,083 %

2,937 %

64

2,322 %

3,060 %

2,318 %

4,040 %

3,092 %

2,947 %

65

2,341 %

3,068 %

2,337 %

4,047 %

3,099 %

2,957 %

66

2,360 %

3,076 %

2,356 %

4,053 %

3,107 %

2,967 %

67

2,378 %

3,084 %

2,375 %

4,060 %

3,114 %

2,976 %

68

2,396 %

3,092 %

2,393 %

4,066 %

3,121 %

2,985 %

69

2,414 %

3,099 %

2,410 %

4,072 %

3,128 %

2,994 %

70

2,430 %

3,106 %

2,427 %

4,078 %

3,135 %

3,002 %

71

2,447 %

3,113 %

2,443 %

4,084 %

3,142 %

3,011 %

72

2,463 %

3,119 %

2,459 %

4,090 %

3,148 %

3,019 %

73

2,478 %

3,126 %

2,475 %

4,096 %

3,154 %

3,027 %

74

2,493 %

3,132 %

2,490 %

4,101 %

3,160 %

3,035 %

75

2,508 %

3,139 %

2,504 %

4,106 %

3,166 %

3,042 %

76

2,522 %

3,145 %

2,519 %

4,111 %

3,172 %

3,049 %

77

2,536 %

3,150 %

2,533 %

4,116 %

3,177 %

3,056 %

78

2,550 %

3,156 %

2,546 %

4,121 %

3,183 %

3,063 %

79

2,563 %

3,162 %

2,560 %

4,126 %

3,188 %

3,070 %

80

2,576 %

3,167 %

2,572 %

4,131 %

3,193 %

3,077 %

81

2,588 %

3,173 %

2,585 %

4,135 %

3,198 %

3,083 %

82

2,600 %

3,178 %

2,597 %

4,140 %

3,203 %

3,089 %

83

2,612 %

3,183 %

2,609 %

4,144 %

3,208 %

3,095 %

84

2,624 %

3,188 %

2,621 %

4,148 %

3,212 %

3,101 %

85

2,636 %

3,193 %

2,633 %

4,152 %

3,217 %

3,107 %

86

2,647 %

3,197 %

2,644 %

4,156 %

3,221 %

3,113 %

87

2,658 %

3,202 %

2,655 %

4,160 %

3,226 %

3,119 %

88

2,668 %

3,206 %

2,665 %

4,164 %

3,230 %

3,124 %

89

2,679 %

3,211 %

2,676 %

4,168 %

3,234 %

3,129 %

90

2,689 %

3,215 %

2,686 %

4,172 %

3,238 %

3,135 %

91

2,699 %

3,219 %

2,696 %

4,175 %

3,242 %

3,140 %

92

2,709 %

3,223 %

2,706 %

4,179 %

3,246 %

3,145 %

93

2,718 %

3,227 %

2,715 %

4,182 %

3,250 %

3,150 %

94

2,728 %

3,231 %

2,725 %

4,185 %

3,254 %

3,154 %

95

2,737 %

3,235 %

2,734 %

4,189 %

3,257 %

3,159 %

96

2,746 %

3,239 %

2,743 %

4,192 %

3,261 %

3,164 %

97

2,754 %

3,243 %

2,752 %

4,195 %

3,264 %

3,168 %

98

2,763 %

3,246 %

2,760 %

4,198 %

3,268 %

3,172 %

99

2,771 %

3,250 %

2,769 %

4,201 %

3,271 %

3,177 %

100

2,780 %

3,253 %

2,777 %

4,204 %

3,274 %

3,181 %

101

2,788 %

3,257 %

2,785 %

4,207 %

3,278 %

3,185 %

102

2,796 %

3,260 %

2,793 %

4,210 %

3,281 %

3,189 %

103

2,803 %

3,264 %

2,801 %

4,213 %

3,284 %

3,193 %

104

2,811 %

3,267 %

2,809 %

4,216 %

3,287 %

3,197 %

105

2,819 %

3,270 %

2,816 %

4,218 %

3,290 %

3,201 %

106

2,826 %

3,273 %

2,824 %

4,221 %

3,293 %

3,205 %

107

2,833 %

3,276 %

2,831 %

4,224 %

3,296 %

3,208 %

108

2,840 %

3,279 %

2,838 %

4,226 %

3,298 %

3,212 %

109

2,847 %

3,282 %

2,845 %

4,229 %

3,301 %

3,216 %

110

2,854 %

3,285 %

2,852 %

4,231 %

3,304 %

3,219 %

111

2,861 %

3,288 %

2,858 %

4,234 %

3,307 %

3,222 %

112

2,867 %

3,291 %

2,865 %

4,236 %

3,309 %

3,226 %

113

2,874 %

3,293 %

2,871 %

4,238 %

3,312 %

3,229 %

114

2,880 %

3,296 %

2,878 %

4,241 %

3,314 %

3,232 %

115

2,886 %

3,299 %

2,884 %

4,243 %

3,317 %

3,236 %

116

2,892 %

3,301 %

2,890 %

4,245 %

3,319 %

3,239 %

117

2,898 %

3,304 %

2,896 %

4,247 %

3,322 %

3,242 %

118

2,904 %

3,306 %

2,902 %

4,249 %

3,324 %

3,245 %

119

2,910 %

3,309 %

2,908 %

4,251 %

3,326 %

3,248 %

120

2,916 %

3,311 %

2,914 %

4,253 %

3,328 %

3,251 %

121

2,922 %

3,314 %

2,919 %

4,256 %

3,331 %

3,254 %

122

2,927 %

3,316 %

2,925 %

4,258 %

3,333 %

3,256 %

123

2,933 %

3,318 %

2,930 %

4,259 %

3,335 %

3,259 %

124

2,938 %

3,320 %

2,936 %

4,261 %

3,337 %

3,262 %

125

2,943 %

3,323 %

2,941 %

4,263 %

3,339 %

3,265 %

126

2,948 %

3,325 %

2,946 %

4,265 %

3,341 %

3,267 %

127

2,954 %

3,327 %

2,951 %

4,267 %

3,343 %

3,270 %

128

2,959 %

3,329 %

2,957 %

4,269 %

3,345 %

3,272 %

129

2,963 %

3,331 %

2,962 %

4,271 %

3,347 %

3,275 %

130

2,968 %

3,333 %

2,966 %

4,272 %

3,349 %

3,278 %

131

2,973 %

3,335 %

2,971 %

4,274 %

3,351 %

3,280 %

132

2,978 %

3,337 %

2,976 %

4,276 %

3,353 %

3,282 %

133

2,983 %

3,339 %

2,981 %

4,278 %

3,355 %

3,285 %

134

2,987 %

3,341 %

2,985 %

4,279 %

3,357 %

3,287 %

135

2,992 %

3,343 %

2,990 %

4,281 %

3,359 %

3,289 %

136

2,996 %

3,345 %

2,994 %

4,282 %

3,360 %

3,292 %

137

3,001 %

3,347 %

2,999 %

4,284 %

3,362 %

3,294 %

138

3,005 %

3,349 %

3,003 %

4,286 %

3,364 %

3,296 %

139

3,009 %

3,351 %

3,007 %

4,287 %

3,366 %

3,298 %

140

3,013 %

3,352 %

3,012 %

4,289 %

3,367 %

3,301 %

141

3,018 %

3,354 %

3,016 %

4,290 %

3,369 %

3,303 %

142

3,022 %

3,356 %

3,020 %

4,292 %

3,371 %

3,305 %

143

3,026 %

3,358 %

3,024 %

4,293 %

3,372 %

3,307 %

144

3,030 %

3,359 %

3,028 %

4,295 %

3,374 %

3,309 %

145

3,034 %

3,361 %

3,032 %

4,296 %

3,375 %

3,311 %

146

3,037 %

3,363 %

3,036 %

4,297 %

3,377 %

3,313 %

147

3,041 %

3,364 %

3,039 %

4,299 %

3,378 %

3,315 %

148

3,045 %

3,366 %

3,043 %

4,300 %

3,380 %

3,317 %

149

3,049 %

3,367 %

3,047 %

4,301 %

3,381 %

3,319 %

150

3,052 %

3,369 %

3,051 %

4,303 %

3,383 %

3,320 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,665 % | 0,028 % | 1,863 % | -0,173 % | 1,340 % | 0,401 % |
| 2 | -0,645 % | 0,190 % | 2,064 % | -0,024 % | 1,663 % | 0,776 % |
| 3 | -0,595 % | 0,339 % | 2,235 % | 0,207 % | 2,097 % | 1,034 % |
| 4 | -0,538 % | 0,479 % | 2,387 % | 0,459 % | 2,438 % | 1,217 % |
| 5 | -0,456 % | 0,599 % | 2,527 % | 0,699 % | 2,711 % | 1,357 % |
| 6 | -0,377 % | 0,697 % | 2,658 % | 0,920 % | 2,947 % | 1,466 % |
| 7 | -0,308 % | 0,782 % | 2,780 % | 1,121 % | 3,156 % | 1,554 % |
| 8 | -0,217 % | 0,856 % | 2,895 % | 1,299 % | 3,329 % | 1,632 % |
| 9 | -0,154 % | 0,921 % | 3,007 % | 1,456 % | 3,459 % | 1,703 % |
| 10 | -0,080 % | 0,978 % | 3,117 % | 1,596 % | 3,556 % | 1,771 % |
| 11 | -0,015 % | 1,025 % | 3,208 % | 1,717 % | 3,630 % | 1,837 % |
| 12 | 0,048 % | 1,063 % | 3,281 % | 1,823 % | 3,687 % | 1,901 % |
| 13 | 0,102 % | 1,094 % | 3,340 % | 1,917 % | 3,730 % | 1,963 % |
| 14 | 0,151 % | 1,119 % | 3,388 % | 2,000 % | 3,764 % | 2,022 % |
| 15 | 0,197 % | 1,139 % | 3,428 % | 2,076 % | 3,790 % | 2,078 % |
| 16 | 0,226 % | 1,154 % | 3,461 % | 2,144 % | 3,810 % | 2,131 % |
| 17 | 0,245 % | 1,166 % | 3,488 % | 2,206 % | 3,825 % | 2,182 % |
| 18 | 0,264 % | 1,174 % | 3,512 % | 2,263 % | 3,836 % | 2,230 % |
| 19 | 0,288 % | 1,180 % | 3,531 % | 2,316 % | 3,845 % | 2,275 % |
| 20 | 0,324 % | 1,184 % | 3,548 % | 2,365 % | 3,851 % | 2,319 % |
| 21 | 0,372 % | 1,186 % | 3,562 % | 2,410 % | 3,855 % | 2,360 % |
| 22 | 0,430 % | 1,187 % | 3,573 % | 2,453 % | 3,857 % | 2,399 % |
| 23 | 0,495 % | 1,186 % | 3,584 % | 2,492 % | 3,858 % | 2,437 % |
| 24 | 0,564 % | 1,184 % | 3,592 % | 2,529 % | 3,858 % | 2,472 % |
| 25 | 0,635 % | 1,181 % | 3,600 % | 2,564 % | 3,857 % | 2,506 % |
| 26 | 0,707 % | 1,177 % | 3,606 % | 2,597 % | 3,855 % | 2,538 % |
| 27 | 0,779 % | 1,173 % | 3,611 % | 2,628 % | 3,853 % | 2,569 % |
| 28 | 0,850 % | 1,169 % | 3,616 % | 2,657 % | 3,851 % | 2,598 % |
| 29 | 0,919 % | 1,164 % | 3,620 % | 2,684 % | 3,848 % | 2,626 % |
| 30 | 0,987 % | 1,159 % | 3,623 % | 2,710 % | 3,845 % | 2,652 % |
| 31 | 1,054 % | 1,154 % | 3,626 % | 2,735 % | 3,841 % | 2,678 % |
| 32 | 1,118 % | 1,148 % | 3,628 % | 2,759 % | 3,838 % | 2,702 % |
| 33 | 1,180 % | 1,142 % | 3,630 % | 2,781 % | 3,834 % | 2,725 % |
| 34 | 1,240 % | 1,135 % | 3,632 % | 2,802 % | 3,830 % | 2,747 % |
| 35 | 1,298 % | 1,128 % | 3,633 % | 2,823 % | 3,827 % | 2,768 % |
| 36 | 1,354 % | 1,119 % | 3,634 % | 2,842 % | 3,823 % | 2,789 % |
| 37 | 1,408 % | 1,109 % | 3,635 % | 2,860 % | 3,819 % | 2,808 % |
| 38 | 1,460 % | 1,097 % | 3,636 % | 2,878 % | 3,815 % | 2,827 % |
| 39 | 1,509 % | 1,083 % | 3,637 % | 2,895 % | 3,812 % | 2,844 % |
| 40 | 1,557 % | 1,068 % | 3,637 % | 2,911 % | 3,808 % | 2,861 % |
| 41 | 1,603 % | 1,050 % | 3,637 % | 2,927 % | 3,804 % | 2,878 % |
| 42 | 1,647 % | 1,032 % | 3,638 % | 2,941 % | 3,801 % | 2,894 % |
| 43 | 1,690 % | 1,015 % | 3,638 % | 2,956 % | 3,797 % | 2,909 % |
| 44 | 1,731 % | 1,001 % | 3,638 % | 2,969 % | 3,794 % | 2,923 % |
| 45 | 1,770 % | 0,989 % | 3,638 % | 2,983 % | 3,790 % | 2,937 % |
| 46 | 1,808 % | 0,981 % | 3,638 % | 2,995 % | 3,787 % | 2,951 % |
| 47 | 1,845 % | 0,976 % | 3,637 % | 3,007 % | 3,784 % | 2,964 % |
| 48 | 1,880 % | 0,977 % | 3,637 % | 3,019 % | 3,780 % | 2,976 % |
| 49 | 1,914 % | 0,982 % | 3,637 % | 3,030 % | 3,777 % | 2,989 % |
| 50 | 1,946 % | 0,991 % | 3,637 % | 3,041 % | 3,774 % | 3,000 % |
| 51 | 1,978 % | 1,006 % | 3,636 % | 3,052 % | 3,771 % | 3,011 % |
| 52 | 2,008 % | 1,025 % | 3,636 % | 3,062 % | 3,769 % | 3,022 % |
| 53 | 2,037 % | 1,048 % | 3,636 % | 3,072 % | 3,766 % | 3,033 % |
| 54 | 2,066 % | 1,072 % | 3,635 % | 3,081 % | 3,763 % | 3,043 % |
| 55 | 2,093 % | 1,099 % | 3,635 % | 3,090 % | 3,760 % | 3,053 % |
| 56 | 2,119 % | 1,127 % | 3,635 % | 3,099 % | 3,758 % | 3,062 % |
| 57 | 2,145 % | 1,156 % | 3,634 % | 3,107 % | 3,755 % | 3,071 % |
| 58 | 2,170 % | 1,186 % | 3,634 % | 3,116 % | 3,753 % | 3,080 % |
| 59 | 2,193 % | 1,216 % | 3,634 % | 3,124 % | 3,750 % | 3,089 % |
| 60 | 2,217 % | 1,247 % | 3,633 % | 3,131 % | 3,748 % | 3,097 % |
| 61 | 2,239 % | 1,278 % | 3,633 % | 3,139 % | 3,746 % | 3,105 % |
| 62 | 2,261 % | 1,308 % | 3,632 % | 3,146 % | 3,744 % | 3,113 % |
| 63 | 2,282 % | 1,338 % | 3,632 % | 3,153 % | 3,741 % | 3,121 % |
| 64 | 2,302 % | 1,369 % | 3,632 % | 3,160 % | 3,739 % | 3,128 % |
| 65 | 2,322 % | 1,398 % | 3,631 % | 3,167 % | 3,737 % | 3,135 % |
| 66 | 2,341 % | 1,428 % | 3,631 % | 3,173 % | 3,735 % | 3,142 % |
| 67 | 2,360 % | 1,457 % | 3,631 % | 3,179 % | 3,733 % | 3,149 % |
| 68 | 2,378 % | 1,485 % | 3,630 % | 3,186 % | 3,731 % | 3,155 % |
| 69 | 2,395 % | 1,513 % | 3,630 % | 3,191 % | 3,730 % | 3,162 % |
| 70 | 2,412 % | 1,541 % | 3,630 % | 3,197 % | 3,728 % | 3,168 % |
| 71 | 2,429 % | 1,568 % | 3,629 % | 3,203 % | 3,726 % | 3,174 % |
| 72 | 2,445 % | 1,594 % | 3,629 % | 3,208 % | 3,724 % | 3,180 % |
| 73 | 2,461 % | 1,620 % | 3,628 % | 3,214 % | 3,723 % | 3,185 % |
| 74 | 2,476 % | 1,645 % | 3,628 % | 3,219 % | 3,721 % | 3,191 % |
| 75 | 2,491 % | 1,670 % | 3,628 % | 3,224 % | 3,720 % | 3,196 % |
| 76 | 2,505 % | 1,694 % | 3,627 % | 3,229 % | 3,718 % | 3,202 % |
| 77 | 2,519 % | 1,718 % | 3,627 % | 3,233 % | 3,717 % | 3,207 % |
| 78 | 2,533 % | 1,741 % | 3,627 % | 3,238 % | 3,715 % | 3,212 % |
| 79 | 2,547 % | 1,764 % | 3,627 % | 3,243 % | 3,714 % | 3,217 % |
| 80 | 2,560 % | 1,787 % | 3,626 % | 3,247 % | 3,712 % | 3,221 % |
| 81 | 2,573 % | 1,808 % | 3,626 % | 3,251 % | 3,711 % | 3,226 % |
| 82 | 2,585 % | 1,830 % | 3,626 % | 3,256 % | 3,710 % | 3,231 % |
| 83 | 2,597 % | 1,850 % | 3,625 % | 3,260 % | 3,708 % | 3,235 % |
| 84 | 2,609 % | 1,871 % | 3,625 % | 3,264 % | 3,707 % | 3,239 % |
| 85 | 2,621 % | 1,891 % | 3,625 % | 3,268 % | 3,706 % | 3,244 % |
| 86 | 2,632 % | 1,910 % | 3,625 % | 3,272 % | 3,704 % | 3,248 % |
| 87 | 2,643 % | 1,929 % | 3,624 % | 3,275 % | 3,703 % | 3,252 % |
| 88 | 2,654 % | 1,948 % | 3,624 % | 3,279 % | 3,702 % | 3,256 % |
| 89 | 2,664 % | 1,966 % | 3,624 % | 3,283 % | 3,701 % | 3,260 % |
| 90 | 2,675 % | 1,984 % | 3,623 % | 3,286 % | 3,700 % | 3,263 % |
| 91 | 2,685 % | 2,002 % | 3,623 % | 3,290 % | 3,699 % | 3,267 % |
| 92 | 2,695 % | 2,019 % | 3,623 % | 3,293 % | 3,698 % | 3,271 % |
| 93 | 2,705 % | 2,036 % | 3,623 % | 3,296 % | 3,697 % | 3,274 % |
| 94 | 2,714 % | 2,052 % | 3,623 % | 3,299 % | 3,696 % | 3,278 % |
| 95 | 2,723 % | 2,068 % | 3,622 % | 3,303 % | 3,695 % | 3,281 % |
| 96 | 2,732 % | 2,084 % | 3,622 % | 3,306 % | 3,694 % | 3,284 % |
| 97 | 2,741 % | 2,099 % | 3,622 % | 3,309 % | 3,693 % | 3,288 % |
| 98 | 2,750 % | 2,115 % | 3,622 % | 3,312 % | 3,692 % | 3,291 % |
| 99 | 2,759 % | 2,129 % | 3,621 % | 3,315 % | 3,691 % | 3,294 % |
| 100 | 2,767 % | 2,144 % | 3,621 % | 3,317 % | 3,690 % | 3,297 % |
| 101 | 2,775 % | 2,158 % | 3,621 % | 3,320 % | 3,689 % | 3,300 % |
| 102 | 2,783 % | 2,172 % | 3,621 % | 3,323 % | 3,688 % | 3,303 % |
| 103 | 2,791 % | 2,186 % | 3,621 % | 3,326 % | 3,687 % | 3,306 % |
| 104 | 2,799 % | 2,200 % | 3,620 % | 3,328 % | 3,686 % | 3,309 % |
| 105 | 2,806 % | 2,213 % | 3,620 % | 3,331 % | 3,686 % | 3,311 % |
| 106 | 2,814 % | 2,226 % | 3,620 % | 3,333 % | 3,685 % | 3,314 % |
| 107 | 2,821 % | 2,238 % | 3,620 % | 3,336 % | 3,684 % | 3,317 % |
| 108 | 2,828 % | 2,251 % | 3,620 % | 3,338 % | 3,683 % | 3,319 % |
| 109 | 2,835 % | 2,263 % | 3,619 % | 3,341 % | 3,683 % | 3,322 % |
| 110 | 2,842 % | 2,275 % | 3,619 % | 3,343 % | 3,682 % | 3,324 % |
| 111 | 2,849 % | 2,287 % | 3,619 % | 3,345 % | 3,681 % | 3,327 % |
| 112 | 2,856 % | 2,299 % | 3,619 % | 3,348 % | 3,680 % | 3,329 % |
| 113 | 2,862 % | 2,310 % | 3,619 % | 3,350 % | 3,680 % | 3,332 % |
| 114 | 2,869 % | 2,322 % | 3,619 % | 3,352 % | 3,679 % | 3,334 % |
| 115 | 2,875 % | 2,333 % | 3,618 % | 3,354 % | 3,678 % | 3,336 % |
| 116 | 2,881 % | 2,343 % | 3,618 % | 3,356 % | 3,678 % | 3,339 % |
| 117 | 2,888 % | 2,354 % | 3,618 % | 3,358 % | 3,677 % | 3,341 % |
| 118 | 2,894 % | 2,365 % | 3,618 % | 3,360 % | 3,676 % | 3,343 % |
| 119 | 2,899 % | 2,375 % | 3,618 % | 3,362 % | 3,676 % | 3,345 % |
| 120 | 2,905 % | 2,385 % | 3,618 % | 3,364 % | 3,675 % | 3,347 % |
| 121 | 2,911 % | 2,395 % | 3,618 % | 3,366 % | 3,674 % | 3,349 % |
| 122 | 2,917 % | 2,405 % | 3,617 % | 3,368 % | 3,674 % | 3,351 % |
| 123 | 2,922 % | 2,415 % | 3,617 % | 3,370 % | 3,673 % | 3,353 % |
| 124 | 2,928 % | 2,424 % | 3,617 % | 3,372 % | 3,673 % | 3,355 % |
| 125 | 2,933 % | 2,433 % | 3,617 % | 3,374 % | 3,672 % | 3,357 % |
| 126 | 2,938 % | 2,443 % | 3,617 % | 3,376 % | 3,671 % | 3,359 % |
| 127 | 2,943 % | 2,452 % | 3,617 % | 3,377 % | 3,671 % | 3,361 % |
| 128 | 2,949 % | 2,461 % | 3,617 % | 3,379 % | 3,670 % | 3,363 % |
| 129 | 2,954 % | 2,469 % | 3,616 % | 3,381 % | 3,670 % | 3,365 % |
| 130 | 2,959 % | 2,478 % | 3,616 % | 3,383 % | 3,669 % | 3,367 % |
| 131 | 2,963 % | 2,487 % | 3,616 % | 3,384 % | 3,669 % | 3,369 % |
| 132 | 2,968 % | 2,495 % | 3,616 % | 3,386 % | 3,668 % | 3,370 % |
| 133 | 2,973 % | 2,503 % | 3,616 % | 3,387 % | 3,668 % | 3,372 % |
| 134 | 2,978 % | 2,511 % | 3,616 % | 3,389 % | 3,667 % | 3,374 % |
| 135 | 2,982 % | 2,519 % | 3,616 % | 3,391 % | 3,667 % | 3,375 % |
| 136 | 2,987 % | 2,527 % | 3,616 % | 3,392 % | 3,666 % | 3,377 % |
| 137 | 2,991 % | 2,535 % | 3,616 % | 3,394 % | 3,666 % | 3,379 % |
| 138 | 2,996 % | 2,543 % | 3,615 % | 3,395 % | 3,665 % | 3,380 % |
| 139 | 3,000 % | 2,550 % | 3,615 % | 3,397 % | 3,665 % | 3,382 % |
| 140 | 3,004 % | 2,558 % | 3,615 % | 3,398 % | 3,664 % | 3,383 % |
| 141 | 3,008 % | 2,565 % | 3,615 % | 3,399 % | 3,664 % | 3,385 % |
| 142 | 3,013 % | 2,572 % | 3,615 % | 3,401 % | 3,663 % | 3,386 % |
| 143 | 3,017 % | 2,579 % | 3,615 % | 3,402 % | 3,663 % | 3,388 % |
| 144 | 3,021 % | 2,587 % | 3,615 % | 3,404 % | 3,662 % | 3,389 % |
| 145 | 3,025 % | 2,594 % | 3,615 % | 3,405 % | 3,662 % | 3,391 % |
| 146 | 3,029 % | 2,600 % | 3,615 % | 3,406 % | 3,662 % | 3,392 % |
| 147 | 3,033 % | 2,607 % | 3,614 % | 3,408 % | 3,661 % | 3,394 % |
| 148 | 3,036 % | 2,614 % | 3,614 % | 3,409 % | 3,661 % | 3,395 % |
| 149 | 3,040 % | 2,620 % | 3,614 % | 3,410 % | 3,660 % | 3,396 % |
| 150 | 3,044 % | 2,627 % | 3,614 % | 3,411 % | 3,660 % | 3,398 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,665 %

0,028 %

1,863 %

-0,173 %

1,340 %

0,401 %

2

-0,645 %

0,190 %

2,064 %

-0,024 %

1,663 %

0,776 %

3

-0,595 %

0,339 %

2,235 %

0,207 %

2,097 %

1,034 %

4

-0,538 %

0,479 %

2,387 %

0,459 %

2,438 %

1,217 %

5

-0,456 %

0,599 %

2,527 %

0,699 %

2,711 %

1,357 %

6

-0,377 %

0,697 %

2,658 %

0,920 %

2,947 %

1,466 %

7

-0,308 %

0,782 %

2,780 %

1,121 %

3,156 %

1,554 %

8

-0,217 %

0,856 %

2,895 %

1,299 %

3,329 %

1,632 %

9

-0,154 %

0,921 %

3,007 %

1,456 %

3,459 %

1,703 %

10

-0,080 %

0,978 %

3,117 %

1,596 %

3,556 %

1,771 %

11

-0,015 %

1,025 %

3,208 %

1,717 %

3,630 %

1,837 %

12

0,048 %

1,063 %

3,281 %

1,823 %

3,687 %

1,901 %

13

0,102 %

1,094 %

3,340 %

1,917 %

3,730 %

1,963 %

14

0,151 %

1,119 %

3,388 %

2,000 %

3,764 %

2,022 %

15

0,197 %

1,139 %

3,428 %

2,076 %

3,790 %

2,078 %

16

0,226 %

1,154 %

3,461 %

2,144 %

3,810 %

2,131 %

17

0,245 %

1,166 %

3,488 %

2,206 %

3,825 %

2,182 %

18

0,264 %

1,174 %

3,512 %

2,263 %

3,836 %

2,230 %

19

0,288 %

1,180 %

3,531 %

2,316 %

3,845 %

2,275 %

20

0,324 %

1,184 %

3,548 %

2,365 %

3,851 %

2,319 %

21

0,372 %

1,186 %

3,562 %

2,410 %

3,855 %

2,360 %

22

0,430 %

1,187 %

3,573 %

2,453 %

3,857 %

2,399 %

23

0,495 %

1,186 %

3,584 %

2,492 %

3,858 %

2,437 %

24

0,564 %

1,184 %

3,592 %

2,529 %

3,858 %

2,472 %

25

0,635 %

1,181 %

3,600 %

2,564 %

3,857 %

2,506 %

26

0,707 %

1,177 %

3,606 %

2,597 %

3,855 %

2,538 %

27

0,779 %

1,173 %

3,611 %

2,628 %

3,853 %

2,569 %

28

0,850 %

1,169 %

3,616 %

2,657 %

3,851 %

2,598 %

29

0,919 %

1,164 %

3,620 %

2,684 %

3,848 %

2,626 %

30

0,987 %

1,159 %

3,623 %

2,710 %

3,845 %

2,652 %

31

1,054 %

1,154 %

3,626 %

2,735 %

3,841 %

2,678 %

32

1,118 %

1,148 %

3,628 %

2,759 %

3,838 %

2,702 %

33

1,180 %

1,142 %

3,630 %

2,781 %

3,834 %

2,725 %

34

1,240 %

1,135 %

3,632 %

2,802 %

3,830 %

2,747 %

35

1,298 %

1,128 %

3,633 %

2,823 %

3,827 %

2,768 %

36

1,354 %

1,119 %

3,634 %

2,842 %

3,823 %

2,789 %

37

1,408 %

1,109 %

3,635 %

2,860 %

3,819 %

2,808 %

38

1,460 %

1,097 %

3,636 %

2,878 %

3,815 %

2,827 %

39

1,509 %

1,083 %

3,637 %

2,895 %

3,812 %

2,844 %

40

1,557 %

1,068 %

3,637 %

2,911 %

3,808 %

2,861 %

41

1,603 %

1,050 %

3,637 %

2,927 %

3,804 %

2,878 %

42

1,647 %

1,032 %

3,638 %

2,941 %

3,801 %

2,894 %

43

1,690 %

1,015 %

3,638 %

2,956 %

3,797 %

2,909 %

44

1,731 %

1,001 %

3,638 %

2,969 %

3,794 %

2,923 %

45

1,770 %

0,989 %

3,638 %

2,983 %

3,790 %

2,937 %

46

1,808 %

0,981 %

3,638 %

2,995 %

3,787 %

2,951 %

47

1,845 %

0,976 %

3,637 %

3,007 %

3,784 %

2,964 %

48

1,880 %

0,977 %

3,637 %

3,019 %

3,780 %

2,976 %

49

1,914 %

0,982 %

3,637 %

3,030 %

3,777 %

2,989 %

50

1,946 %

0,991 %

3,637 %

3,041 %

3,774 %

3,000 %

51

1,978 %

1,006 %

3,636 %

3,052 %

3,771 %

3,011 %

52

2,008 %

1,025 %

3,636 %

3,062 %

3,769 %

3,022 %

53

2,037 %

1,048 %

3,636 %

3,072 %

3,766 %

3,033 %

54

2,066 %

1,072 %

3,635 %

3,081 %

3,763 %

3,043 %

55

2,093 %

1,099 %

3,635 %

3,090 %

3,760 %

3,053 %

56

2,119 %

1,127 %

3,635 %

3,099 %

3,758 %

3,062 %

57

2,145 %

1,156 %

3,634 %

3,107 %

3,755 %

3,071 %

58

2,170 %

1,186 %

3,634 %

3,116 %

3,753 %

3,080 %

59

2,193 %

1,216 %

3,634 %

3,124 %

3,750 %

3,089 %

60

2,217 %

1,247 %

3,633 %

3,131 %

3,748 %

3,097 %

61

2,239 %

1,278 %

3,633 %

3,139 %

3,746 %

3,105 %

62

2,261 %

1,308 %

3,632 %

3,146 %

3,744 %

3,113 %

63

2,282 %

1,338 %

3,632 %

3,153 %

3,741 %

3,121 %

64

2,302 %

1,369 %

3,632 %

3,160 %

3,739 %

3,128 %

65

2,322 %

1,398 %

3,631 %

3,167 %

3,737 %

3,135 %

66

2,341 %

1,428 %

3,631 %

3,173 %

3,735 %

3,142 %

67

2,360 %

1,457 %

3,631 %

3,179 %

3,733 %

3,149 %

68

2,378 %

1,485 %

3,630 %

3,186 %

3,731 %

3,155 %

69

2,395 %

1,513 %

3,630 %

3,191 %

3,730 %

3,162 %

70

2,412 %

1,541 %

3,630 %

3,197 %

3,728 %

3,168 %

71

2,429 %

1,568 %

3,629 %

3,203 %

3,726 %

3,174 %

72

2,445 %

1,594 %

3,629 %

3,208 %

3,724 %

3,180 %

73

2,461 %

1,620 %

3,628 %

3,214 %

3,723 %

3,185 %

74

2,476 %

1,645 %

3,628 %

3,219 %

3,721 %

3,191 %

75

2,491 %

1,670 %

3,628 %

3,224 %

3,720 %

3,196 %

76

2,505 %

1,694 %

3,627 %

3,229 %

3,718 %

3,202 %

77

2,519 %

1,718 %

3,627 %

3,233 %

3,717 %

3,207 %

78

2,533 %

1,741 %

3,627 %

3,238 %

3,715 %

3,212 %

79

2,547 %

1,764 %

3,627 %

3,243 %

3,714 %

3,217 %

80

2,560 %

1,787 %

3,626 %

3,247 %

3,712 %

3,221 %

81

2,573 %

1,808 %

3,626 %

3,251 %

3,711 %

3,226 %

82

2,585 %

1,830 %

3,626 %

3,256 %

3,710 %

3,231 %

83

2,597 %

1,850 %

3,625 %

3,260 %

3,708 %

3,235 %

84

2,609 %

1,871 %

3,625 %

3,264 %

3,707 %

3,239 %

85

2,621 %

1,891 %

3,625 %

3,268 %

3,706 %

3,244 %

86

2,632 %

1,910 %

3,625 %

3,272 %

3,704 %

3,248 %

87

2,643 %

1,929 %

3,624 %

3,275 %

3,703 %

3,252 %

88

2,654 %

1,948 %

3,624 %

3,279 %

3,702 %

3,256 %

89

2,664 %

1,966 %

3,624 %

3,283 %

3,701 %

3,260 %

90

2,675 %

1,984 %

3,623 %

3,286 %

3,700 %

3,263 %

91

2,685 %

2,002 %

3,623 %

3,290 %

3,699 %

3,267 %

92

2,695 %

2,019 %

3,623 %

3,293 %

3,698 %

3,271 %

93

2,705 %

2,036 %

3,623 %

3,296 %

3,697 %

3,274 %

94

2,714 %

2,052 %

3,623 %

3,299 %

3,696 %

3,278 %

95

2,723 %

2,068 %

3,622 %

3,303 %

3,695 %

3,281 %

96

2,732 %

2,084 %

3,622 %

3,306 %

3,694 %

3,284 %

97

2,741 %

2,099 %

3,622 %

3,309 %

3,693 %

3,288 %

98

2,750 %

2,115 %

3,622 %

3,312 %

3,692 %

3,291 %

99

2,759 %

2,129 %

3,621 %

3,315 %

3,691 %

3,294 %

100

2,767 %

2,144 %

3,621 %

3,317 %

3,690 %

3,297 %

101

2,775 %

2,158 %

3,621 %

3,320 %

3,689 %

3,300 %

102

2,783 %

2,172 %

3,621 %

3,323 %

3,688 %

3,303 %

103

2,791 %

2,186 %

3,621 %

3,326 %

3,687 %

3,306 %

104

2,799 %

2,200 %

3,620 %

3,328 %

3,686 %

3,309 %

105

2,806 %

2,213 %

3,620 %

3,331 %

3,686 %

3,311 %

106

2,814 %

2,226 %

3,620 %

3,333 %

3,685 %

3,314 %

107

2,821 %

2,238 %

3,620 %

3,336 %

3,684 %

3,317 %

108

2,828 %

2,251 %

3,620 %

3,338 %

3,683 %

3,319 %

109

2,835 %

2,263 %

3,619 %

3,341 %

3,683 %

3,322 %

110

2,842 %

2,275 %

3,619 %

3,343 %

3,682 %

3,324 %

111

2,849 %

2,287 %

3,619 %

3,345 %

3,681 %

3,327 %

112

2,856 %

2,299 %

3,619 %

3,348 %

3,680 %

3,329 %

113

2,862 %

2,310 %

3,619 %

3,350 %

3,680 %

3,332 %

114

2,869 %

2,322 %

3,619 %

3,352 %

3,679 %

3,334 %

115

2,875 %

2,333 %

3,618 %

3,354 %

3,678 %

3,336 %

116

2,881 %

2,343 %

3,618 %

3,356 %

3,678 %

3,339 %

117

2,888 %

2,354 %

3,618 %

3,358 %

3,677 %

3,341 %

118

2,894 %

2,365 %

3,618 %

3,360 %

3,676 %

3,343 %

119

2,899 %

2,375 %

3,618 %

3,362 %

3,676 %

3,345 %

120

2,905 %

2,385 %

3,618 %

3,364 %

3,675 %

3,347 %

121

2,911 %

2,395 %

3,618 %

3,366 %

3,674 %

3,349 %

122

2,917 %

2,405 %

3,617 %

3,368 %

3,674 %

3,351 %

123

2,922 %

2,415 %

3,617 %

3,370 %

3,673 %

3,353 %

124

2,928 %

2,424 %

3,617 %

3,372 %

3,673 %

3,355 %

125

2,933 %

2,433 %

3,617 %

3,374 %

3,672 %

3,357 %

126

2,938 %

2,443 %

3,617 %

3,376 %

3,671 %

3,359 %

127

2,943 %

2,452 %

3,617 %

3,377 %

3,671 %

3,361 %

128

2,949 %

2,461 %

3,617 %

3,379 %

3,670 %

3,363 %

129

2,954 %

2,469 %

3,616 %

3,381 %

3,670 %

3,365 %

130

2,959 %

2,478 %

3,616 %

3,383 %

3,669 %

3,367 %

131

2,963 %

2,487 %

3,616 %

3,384 %

3,669 %

3,369 %

132

2,968 %

2,495 %

3,616 %

3,386 %

3,668 %

3,370 %

133

2,973 %

2,503 %

3,616 %

3,387 %

3,668 %

3,372 %

134

2,978 %

2,511 %

3,616 %

3,389 %

3,667 %

3,374 %

135

2,982 %

2,519 %

3,616 %

3,391 %

3,667 %

3,375 %

136

2,987 %

2,527 %

3,616 %

3,392 %

3,666 %

3,377 %

137

2,991 %

2,535 %

3,616 %

3,394 %

3,666 %

3,379 %

138

2,996 %

2,543 %

3,615 %

3,395 %

3,665 %

3,380 %

139

3,000 %

2,550 %

3,615 %

3,397 %

3,665 %

3,382 %

140

3,004 %

2,558 %

3,615 %

3,398 %

3,664 %

3,383 %

141

3,008 %

2,565 %

3,615 %

3,399 %

3,664 %

3,385 %

142

3,013 %

2,572 %

3,615 %

3,401 %

3,663 %

3,386 %

143

3,017 %

2,579 %

3,615 %

3,402 %

3,663 %

3,388 %

144

3,021 %

2,587 %

3,615 %

3,404 %

3,662 %

3,389 %

145

3,025 %

2,594 %

3,615 %

3,405 %

3,662 %

3,391 %

146

3,029 %

2,600 %

3,615 %

3,406 %

3,662 %

3,392 %

147

3,033 %

2,607 %

3,614 %

3,408 %

3,661 %

3,394 %

148

3,036 %

2,614 %

3,614 %

3,409 %

3,661 %

3,395 %

149

3,040 %

2,620 %

3,614 %

3,410 %

3,660 %

3,396 %

150

3,044 %

2,627 %

3,614 %

3,411 %

3,660 %

3,398 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,798 % | 0,021 % | 0,202 % | 0,243 % | -0,004 % | 1,942 % |
| 2 | -0,755 % | 0,116 % | 0,365 % | 0,463 % | 0,420 % | 3,021 % |
| 3 | -0,691 % | 0,296 % | 0,578 % | 0,765 % | 0,923 % | 3,896 % |
| 4 | -0,608 % | 0,553 % | 0,799 % | 1,070 % | 1,429 % | 4,666 % |
| 5 | -0,507 % | 0,824 % | 1,012 % | 1,305 % | 1,893 % | 5,283 % |
| 6 | -0,394 % | 1,085 % | 1,213 % | 1,481 % | 2,311 % | 5,799 % |
| 7 | -0,284 % | 1,319 % | 1,400 % | 1,628 % | 2,694 % | 6,239 % |
| 8 | -0,188 % | 1,517 % | 1,569 % | 1,761 % | 3,049 % | 6,610 % |
| 9 | -0,110 % | 1,683 % | 1,724 % | 1,876 % | 3,363 % | 6,949 % |
| 10 | -0,053 % | 1,824 % | 1,864 % | 1,971 % | 3,627 % | 7,252 % |
| 11 | -0,016 % | 1,943 % | 1,992 % | 2,044 % | 3,835 % | 7,475 % |
| 12 | 0,008 % | 2,045 % | 2,108 % | 2,100 % | 3,999 % | 7,624 % |
| 13 | 0,025 % | 2,131 % | 2,215 % | 2,145 % | 4,129 % | 7,718 % |
| 14 | 0,037 % | 2,203 % | 2,312 % | 2,181 % | 4,233 % | 7,770 % |
| 15 | 0,048 % | 2,259 % | 2,399 % | 2,211 % | 4,317 % | 7,790 % |
| 16 | 0,059 % | 2,300 % | 2,475 % | 2,236 % | 4,385 % | 7,786 % |
| 17 | 0,072 % | 2,329 % | 2,542 % | 2,258 % | 4,440 % | 7,762 % |
| 18 | 0,086 % | 2,349 % | 2,601 % | 2,278 % | 4,485 % | 7,725 % |
| 19 | 0,103 % | 2,364 % | 2,655 % | 2,297 % | 4,522 % | 7,677 % |
| 20 | 0,122 % | 2,375 % | 2,703 % | 2,314 % | 4,552 % | 7,621 % |
| 21 | 0,145 % | 2,383 % | 2,746 % | 2,331 % | 4,576 % | 7,560 % |
| 22 | 0,171 % | 2,388 % | 2,785 % | 2,347 % | 4,596 % | 7,495 % |
| 23 | 0,200 % | 2,389 % | 2,821 % | 2,363 % | 4,612 % | 7,427 % |
| 24 | 0,233 % | 2,386 % | 2,854 % | 2,379 % | 4,625 % | 7,358 % |
| 25 | 0,270 % | 2,379 % | 2,884 % | 2,395 % | 4,635 % | 7,288 % |
| 26 | 0,311 % | 2,367 % | 2,912 % | 2,411 % | 4,643 % | 7,219 % |
| 27 | 0,354 % | 2,354 % | 2,938 % | 2,428 % | 4,650 % | 7,150 % |
| 28 | 0,399 % | 2,341 % | 2,962 % | 2,445 % | 4,654 % | 7,083 % |
| 29 | 0,445 % | 2,332 % | 2,985 % | 2,463 % | 4,658 % | 7,017 % |
| 30 | 0,491 % | 2,328 % | 3,005 % | 2,481 % | 4,660 % | 6,952 % |
| 31 | 0,537 % | 2,329 % | 3,025 % | 2,500 % | 4,662 % | 6,890 % |
| 32 | 0,583 % | 2,334 % | 3,043 % | 2,519 % | 4,663 % | 6,829 % |
| 33 | 0,628 % | 2,343 % | 3,060 % | 2,539 % | 4,663 % | 6,770 % |
| 34 | 0,672 % | 2,356 % | 3,076 % | 2,559 % | 4,663 % | 6,714 % |
| 35 | 0,715 % | 2,370 % | 3,091 % | 2,578 % | 4,662 % | 6,659 % |
| 36 | 0,757 % | 2,386 % | 3,106 % | 2,598 % | 4,661 % | 6,606 % |
| 37 | 0,798 % | 2,403 % | 3,119 % | 2,617 % | 4,660 % | 6,555 % |
| 38 | 0,838 % | 2,421 % | 3,132 % | 2,636 % | 4,658 % | 6,506 % |
| 39 | 0,876 % | 2,439 % | 3,144 % | 2,655 % | 4,657 % | 6,459 % |
| 40 | 0,914 % | 2,458 % | 3,156 % | 2,673 % | 4,655 % | 6,414 % |
| 41 | 0,950 % | 2,477 % | 3,167 % | 2,691 % | 4,653 % | 6,370 % |
| 42 | 0,985 % | 2,496 % | 3,177 % | 2,708 % | 4,651 % | 6,328 % |
| 43 | 1,018 % | 2,515 % | 3,187 % | 2,725 % | 4,649 % | 6,288 % |
| 44 | 1,051 % | 2,534 % | 3,197 % | 2,742 % | 4,647 % | 6,249 % |
| 45 | 1,083 % | 2,553 % | 3,206 % | 2,758 % | 4,645 % | 6,212 % |
| 46 | 1,113 % | 2,572 % | 3,214 % | 2,774 % | 4,643 % | 6,176 % |
| 47 | 1,142 % | 2,590 % | 3,223 % | 2,789 % | 4,640 % | 6,142 % |
| 48 | 1,171 % | 2,608 % | 3,231 % | 2,804 % | 4,638 % | 6,108 % |
| 49 | 1,198 % | 2,625 % | 3,238 % | 2,818 % | 4,636 % | 6,076 % |
| 50 | 1,225 % | 2,642 % | 3,245 % | 2,832 % | 4,634 % | 6,045 % |
| 51 | 1,251 % | 2,659 % | 3,252 % | 2,846 % | 4,632 % | 6,016 % |
| 52 | 1,275 % | 2,675 % | 3,259 % | 2,859 % | 4,630 % | 5,987 % |
| 53 | 1,299 % | 2,691 % | 3,266 % | 2,872 % | 4,628 % | 5,959 % |
| 54 | 1,323 % | 2,706 % | 3,272 % | 2,885 % | 4,626 % | 5,932 % |
| 55 | 1,345 % | 2,721 % | 3,278 % | 2,897 % | 4,624 % | 5,907 % |
| 56 | 1,367 % | 2,736 % | 3,284 % | 2,908 % | 4,622 % | 5,882 % |
| 57 | 1,388 % | 2,750 % | 3,289 % | 2,920 % | 4,620 % | 5,858 % |
| 58 | 1,408 % | 2,764 % | 3,295 % | 2,931 % | 4,618 % | 5,834 % |
| 59 | 1,428 % | 2,777 % | 3,300 % | 2,942 % | 4,616 % | 5,812 % |
| 60 | 1,447 % | 2,790 % | 3,305 % | 2,952 % | 4,615 % | 5,790 % |
| 61 | 1,465 % | 2,803 % | 3,310 % | 2,962 % | 4,613 % | 5,769 % |
| 62 | 1,483 % | 2,815 % | 3,315 % | 2,972 % | 4,611 % | 5,748 % |
| 63 | 1,501 % | 2,827 % | 3,319 % | 2,982 % | 4,610 % | 5,729 % |
| 64 | 1,518 % | 2,839 % | 3,324 % | 2,991 % | 4,608 % | 5,709 % |
| 65 | 1,534 % | 2,850 % | 3,328 % | 3,000 % | 4,607 % | 5,691 % |
| 66 | 1,550 % | 2,861 % | 3,332 % | 3,009 % | 4,605 % | 5,673 % |
| 67 | 1,565 % | 2,872 % | 3,336 % | 3,018 % | 4,603 % | 5,655 % |
| 68 | 1,580 % | 2,883 % | 3,340 % | 3,026 % | 4,602 % | 5,638 % |
| 69 | 1,595 % | 2,893 % | 3,344 % | 3,034 % | 4,601 % | 5,622 % |
| 70 | 1,609 % | 2,903 % | 3,347 % | 3,042 % | 4,599 % | 5,605 % |
| 71 | 1,623 % | 2,912 % | 3,351 % | 3,050 % | 4,598 % | 5,590 % |
| 72 | 1,637 % | 2,922 % | 3,354 % | 3,057 % | 4,597 % | 5,575 % |
| 73 | 1,650 % | 2,931 % | 3,358 % | 3,064 % | 4,595 % | 5,560 % |
| 74 | 1,662 % | 2,940 % | 3,361 % | 3,072 % | 4,594 % | 5,546 % |
| 75 | 1,675 % | 2,949 % | 3,364 % | 3,078 % | 4,593 % | 5,532 % |
| 76 | 1,687 % | 2,957 % | 3,367 % | 3,085 % | 4,592 % | 5,518 % |
| 77 | 1,699 % | 2,965 % | 3,370 % | 3,092 % | 4,590 % | 5,505 % |
| 78 | 1,710 % | 2,973 % | 3,373 % | 3,098 % | 4,589 % | 5,492 % |
| 79 | 1,721 % | 2,981 % | 3,376 % | 3,105 % | 4,588 % | 5,479 % |
| 80 | 1,732 % | 2,989 % | 3,379 % | 3,111 % | 4,587 % | 5,467 % |
| 81 | 1,743 % | 2,996 % | 3,382 % | 3,117 % | 4,586 % | 5,455 % |
| 82 | 1,753 % | 3,004 % | 3,384 % | 3,122 % | 4,585 % | 5,443 % |
| 83 | 1,763 % | 3,011 % | 3,387 % | 3,128 % | 4,584 % | 5,432 % |
| 84 | 1,773 % | 3,018 % | 3,390 % | 3,134 % | 4,583 % | 5,421 % |
| 85 | 1,783 % | 3,025 % | 3,392 % | 3,139 % | 4,582 % | 5,410 % |
| 86 | 1,792 % | 3,031 % | 3,394 % | 3,145 % | 4,581 % | 5,399 % |
| 87 | 1,802 % | 3,038 % | 3,397 % | 3,150 % | 4,580 % | 5,389 % |
| 88 | 1,811 % | 3,044 % | 3,399 % | 3,155 % | 4,579 % | 5,379 % |
| 89 | 1,819 % | 3,050 % | 3,401 % | 3,160 % | 4,578 % | 5,369 % |
| 90 | 1,828 % | 3,056 % | 3,404 % | 3,165 % | 4,578 % | 5,359 % |
| 91 | 1,837 % | 3,062 % | 3,406 % | 3,169 % | 4,577 % | 5,350 % |
| 92 | 1,845 % | 3,068 % | 3,408 % | 3,174 % | 4,576 % | 5,340 % |
| 93 | 1,853 % | 3,074 % | 3,410 % | 3,179 % | 4,575 % | 5,331 % |
| 94 | 1,861 % | 3,079 % | 3,412 % | 3,183 % | 4,574 % | 5,322 % |
| 95 | 1,869 % | 3,085 % | 3,414 % | 3,187 % | 4,573 % | 5,314 % |
| 96 | 1,876 % | 3,090 % | 3,416 % | 3,192 % | 4,573 % | 5,305 % |
| 97 | 1,884 % | 3,095 % | 3,418 % | 3,196 % | 4,572 % | 5,297 % |
| 98 | 1,891 % | 3,101 % | 3,420 % | 3,200 % | 4,571 % | 5,289 % |
| 99 | 1,898 % | 3,106 % | 3,422 % | 3,204 % | 4,571 % | 5,281 % |
| 100 | 1,905 % | 3,111 % | 3,423 % | 3,208 % | 4,570 % | 5,273 % |
| 101 | 1,912 % | 3,115 % | 3,425 % | 3,212 % | 4,569 % | 5,265 % |
| 102 | 1,919 % | 3,120 % | 3,427 % | 3,216 % | 4,568 % | 5,258 % |
| 103 | 1,925 % | 3,125 % | 3,428 % | 3,219 % | 4,568 % | 5,250 % |
| 104 | 1,932 % | 3,129 % | 3,430 % | 3,223 % | 4,567 % | 5,243 % |
| 105 | 1,938 % | 3,134 % | 3,432 % | 3,227 % | 4,566 % | 5,236 % |
| 106 | 1,944 % | 3,138 % | 3,433 % | 3,230 % | 4,566 % | 5,229 % |
| 107 | 1,950 % | 3,143 % | 3,435 % | 3,234 % | 4,565 % | 5,222 % |
| 108 | 1,956 % | 3,147 % | 3,436 % | 3,237 % | 4,565 % | 5,215 % |
| 109 | 1,962 % | 3,151 % | 3,438 % | 3,240 % | 4,564 % | 5,209 % |
| 110 | 1,968 % | 3,155 % | 3,439 % | 3,244 % | 4,563 % | 5,202 % |
| 111 | 1,974 % | 3,159 % | 3,441 % | 3,247 % | 4,563 % | 5,196 % |
| 112 | 1,979 % | 3,163 % | 3,442 % | 3,250 % | 4,562 % | 5,190 % |
| 113 | 1,985 % | 3,167 % | 3,444 % | 3,253 % | 4,562 % | 5,184 % |
| 114 | 1,990 % | 3,171 % | 3,445 % | 3,256 % | 4,561 % | 5,178 % |
| 115 | 1,995 % | 3,174 % | 3,446 % | 3,259 % | 4,561 % | 5,172 % |
| 116 | 2,001 % | 3,178 % | 3,448 % | 3,262 % | 4,560 % | 5,166 % |
| 117 | 2,006 % | 3,182 % | 3,449 % | 3,265 % | 4,560 % | 5,160 % |
| 118 | 2,011 % | 3,185 % | 3,450 % | 3,268 % | 4,559 % | 5,155 % |
| 119 | 2,016 % | 3,189 % | 3,452 % | 3,270 % | 4,559 % | 5,149 % |
| 120 | 2,021 % | 3,192 % | 3,453 % | 3,273 % | 4,558 % | 5,144 % |
| 121 | 2,025 % | 3,195 % | 3,454 % | 3,276 % | 4,558 % | 5,138 % |
| 122 | 2,030 % | 3,199 % | 3,455 % | 3,279 % | 4,557 % | 5,133 % |
| 123 | 2,035 % | 3,202 % | 3,456 % | 3,281 % | 4,557 % | 5,128 % |
| 124 | 2,039 % | 3,205 % | 3,458 % | 3,284 % | 4,556 % | 5,123 % |
| 125 | 2,044 % | 3,208 % | 3,459 % | 3,286 % | 4,556 % | 5,118 % |
| 126 | 2,048 % | 3,211 % | 3,460 % | 3,289 % | 4,555 % | 5,113 % |
| 127 | 2,052 % | 3,214 % | 3,461 % | 3,291 % | 4,555 % | 5,108 % |
| 128 | 2,057 % | 3,217 % | 3,462 % | 3,294 % | 4,555 % | 5,103 % |
| 129 | 2,061 % | 3,220 % | 3,463 % | 3,296 % | 4,554 % | 5,099 % |
| 130 | 2,065 % | 3,223 % | 3,464 % | 3,298 % | 4,554 % | 5,094 % |
| 131 | 2,069 % | 3,226 % | 3,465 % | 3,301 % | 4,553 % | 5,089 % |
| 132 | 2,073 % | 3,229 % | 3,466 % | 3,303 % | 4,553 % | 5,085 % |
| 133 | 2,077 % | 3,232 % | 3,467 % | 3,305 % | 4,552 % | 5,081 % |
| 134 | 2,081 % | 3,235 % | 3,468 % | 3,307 % | 4,552 % | 5,076 % |
| 135 | 2,085 % | 3,237 % | 3,469 % | 3,309 % | 4,552 % | 5,072 % |
| 136 | 2,089 % | 3,240 % | 3,470 % | 3,312 % | 4,551 % | 5,068 % |
| 137 | 2,092 % | 3,243 % | 3,471 % | 3,314 % | 4,551 % | 5,064 % |
| 138 | 2,096 % | 3,245 % | 3,472 % | 3,316 % | 4,551 % | 5,059 % |
| 139 | 2,100 % | 3,248 % | 3,473 % | 3,318 % | 4,550 % | 5,055 % |
| 140 | 2,103 % | 3,250 % | 3,474 % | 3,320 % | 4,550 % | 5,051 % |
| 141 | 2,107 % | 3,253 % | 3,475 % | 3,322 % | 4,550 % | 5,048 % |
| 142 | 2,110 % | 3,255 % | 3,476 % | 3,324 % | 4,549 % | 5,044 % |
| 143 | 2,113 % | 3,257 % | 3,476 % | 3,326 % | 4,549 % | 5,040 % |
| 144 | 2,117 % | 3,260 % | 3,477 % | 3,328 % | 4,548 % | 5,036 % |
| 145 | 2,120 % | 3,262 % | 3,478 % | 3,329 % | 4,548 % | 5,032 % |
| 146 | 2,123 % | 3,265 % | 3,479 % | 3,331 % | 4,548 % | 5,029 % |
| 147 | 2,127 % | 3,267 % | 3,480 % | 3,333 % | 4,547 % | 5,025 % |
| 148 | 2,130 % | 3,269 % | 3,481 % | 3,335 % | 4,547 % | 5,022 % |
| 149 | 2,133 % | 3,271 % | 3,481 % | 3,337 % | 4,547 % | 5,018 % |
| 150 | 2,136 % | 3,273 % | 3,482 % | 3,338 % | 4,547 % | 5,015 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,798 %

0,021 %

0,202 %

0,243 %

-0,004 %

1,942 %

2

-0,755 %

0,116 %

0,365 %

0,463 %

0,420 %

3,021 %

3

-0,691 %

0,296 %

0,578 %

0,765 %

0,923 %

3,896 %

4

-0,608 %

0,553 %

0,799 %

1,070 %

1,429 %

4,666 %

5

-0,507 %

0,824 %

1,012 %

1,305 %

1,893 %

5,283 %

6

-0,394 %

1,085 %

1,213 %

1,481 %

2,311 %

5,799 %

7

-0,284 %

1,319 %

1,400 %

1,628 %

2,694 %

6,239 %

8

-0,188 %

1,517 %

1,569 %

1,761 %

3,049 %

6,610 %

9

-0,110 %

1,683 %

1,724 %

1,876 %

3,363 %

6,949 %

10

-0,053 %

1,824 %

1,864 %

1,971 %

3,627 %

7,252 %

11

-0,016 %

1,943 %

1,992 %

2,044 %

3,835 %

7,475 %

12

0,008 %

2,045 %

2,108 %

2,100 %

3,999 %

7,624 %

13

0,025 %

2,131 %

2,215 %

2,145 %

4,129 %

7,718 %

14

0,037 %

2,203 %

2,312 %

2,181 %

4,233 %

7,770 %

15

0,048 %

2,259 %

2,399 %

2,211 %

4,317 %

7,790 %

16

0,059 %

2,300 %

2,475 %

2,236 %

4,385 %

7,786 %

17

0,072 %

2,329 %

2,542 %

2,258 %

4,440 %

7,762 %

18

0,086 %

2,349 %

2,601 %

2,278 %

4,485 %

7,725 %

19

0,103 %

2,364 %

2,655 %

2,297 %

4,522 %

7,677 %

20

0,122 %

2,375 %

2,703 %

2,314 %

4,552 %

7,621 %

21

0,145 %

2,383 %

2,746 %

2,331 %

4,576 %

7,560 %

22

0,171 %

2,388 %

2,785 %

2,347 %

4,596 %

7,495 %

23

0,200 %

2,389 %

2,821 %

2,363 %

4,612 %

7,427 %

24

0,233 %

2,386 %

2,854 %

2,379 %

4,625 %

7,358 %

25

0,270 %

2,379 %

2,884 %

2,395 %

4,635 %

7,288 %

26

0,311 %

2,367 %

2,912 %

2,411 %

4,643 %

7,219 %

27

0,354 %

2,354 %

2,938 %

2,428 %

4,650 %

7,150 %

28

0,399 %

2,341 %

2,962 %

2,445 %

4,654 %

7,083 %

29

0,445 %

2,332 %

2,985 %

2,463 %

4,658 %

7,017 %

30

0,491 %

2,328 %

3,005 %

2,481 %

4,660 %

6,952 %

31

0,537 %

2,329 %

3,025 %

2,500 %

4,662 %

6,890 %

32

0,583 %

2,334 %

3,043 %

2,519 %

4,663 %

6,829 %

33

0,628 %

2,343 %

3,060 %

2,539 %

4,663 %

6,770 %

34

0,672 %

2,356 %

3,076 %

2,559 %

4,663 %

6,714 %

35

0,715 %

2,370 %

3,091 %

2,578 %

4,662 %

6,659 %

36

0,757 %

2,386 %

3,106 %

2,598 %

4,661 %

6,606 %

37

0,798 %

2,403 %

3,119 %

2,617 %

4,660 %

6,555 %

38

0,838 %

2,421 %

3,132 %

2,636 %

4,658 %

6,506 %

39

0,876 %

2,439 %

3,144 %

2,655 %

4,657 %

6,459 %

40

0,914 %

2,458 %

3,156 %

2,673 %

4,655 %

6,414 %

41

0,950 %

2,477 %

3,167 %

2,691 %

4,653 %

6,370 %

42

0,985 %

2,496 %

3,177 %

2,708 %

4,651 %

6,328 %

43

1,018 %

2,515 %

3,187 %

2,725 %

4,649 %

6,288 %

44

1,051 %

2,534 %

3,197 %

2,742 %

4,647 %

6,249 %

45

1,083 %

2,553 %

3,206 %

2,758 %

4,645 %

6,212 %

46

1,113 %

2,572 %

3,214 %

2,774 %

4,643 %

6,176 %

47

1,142 %

2,590 %

3,223 %

2,789 %

4,640 %

6,142 %

48

1,171 %

2,608 %

3,231 %

2,804 %

4,638 %

6,108 %

49

1,198 %

2,625 %

3,238 %

2,818 %

4,636 %

6,076 %

50

1,225 %

2,642 %

3,245 %

2,832 %

4,634 %

6,045 %

51

1,251 %

2,659 %

3,252 %

2,846 %

4,632 %

6,016 %

52

1,275 %

2,675 %

3,259 %

2,859 %

4,630 %

5,987 %

53

1,299 %

2,691 %

3,266 %

2,872 %

4,628 %

5,959 %

54

1,323 %

2,706 %

3,272 %

2,885 %

4,626 %

5,932 %

55

1,345 %

2,721 %

3,278 %

2,897 %

4,624 %

5,907 %

56

1,367 %

2,736 %

3,284 %

2,908 %

4,622 %

5,882 %

57

1,388 %

2,750 %

3,289 %

2,920 %

4,620 %

5,858 %

58

1,408 %

2,764 %

3,295 %

2,931 %

4,618 %

5,834 %

59

1,428 %

2,777 %

3,300 %

2,942 %

4,616 %

5,812 %

60

1,447 %

2,790 %

3,305 %

2,952 %

4,615 %

5,790 %

61

1,465 %

2,803 %

3,310 %

2,962 %

4,613 %

5,769 %

62

1,483 %

2,815 %

3,315 %

2,972 %

4,611 %

5,748 %

63

1,501 %

2,827 %

3,319 %

2,982 %

4,610 %

5,729 %

64

1,518 %

2,839 %

3,324 %

2,991 %

4,608 %

5,709 %

65

1,534 %

2,850 %

3,328 %

3,000 %

4,607 %

5,691 %

66

1,550 %

2,861 %

3,332 %

3,009 %

4,605 %

5,673 %

67

1,565 %

2,872 %

3,336 %

3,018 %

4,603 %

5,655 %

68

1,580 %

2,883 %

3,340 %

3,026 %

4,602 %

5,638 %

69

1,595 %

2,893 %

3,344 %

3,034 %

4,601 %

5,622 %

70

1,609 %

2,903 %

3,347 %

3,042 %

4,599 %

5,605 %

71

1,623 %

2,912 %

3,351 %

3,050 %

4,598 %

5,590 %

72

1,637 %

2,922 %

3,354 %

3,057 %

4,597 %

5,575 %

73

1,650 %

2,931 %

3,358 %

3,064 %

4,595 %

5,560 %

74

1,662 %

2,940 %

3,361 %

3,072 %

4,594 %

5,546 %

75

1,675 %

2,949 %

3,364 %

3,078 %

4,593 %

5,532 %

76

1,687 %

2,957 %

3,367 %

3,085 %

4,592 %

5,518 %

77

1,699 %

2,965 %

3,370 %

3,092 %

4,590 %

5,505 %

78

1,710 %

2,973 %

3,373 %

3,098 %

4,589 %

5,492 %

79

1,721 %

2,981 %

3,376 %

3,105 %

4,588 %

5,479 %

80

1,732 %

2,989 %

3,379 %

3,111 %

4,587 %

5,467 %

81

1,743 %

2,996 %

3,382 %

3,117 %

4,586 %

5,455 %

82

1,753 %

3,004 %

3,384 %

3,122 %

4,585 %

5,443 %

83

1,763 %

3,011 %

3,387 %

3,128 %

4,584 %

5,432 %

84

1,773 %

3,018 %

3,390 %

3,134 %

4,583 %

5,421 %

85

1,783 %

3,025 %

3,392 %

3,139 %

4,582 %

5,410 %

86

1,792 %

3,031 %

3,394 %

3,145 %

4,581 %

5,399 %

87

1,802 %

3,038 %

3,397 %

3,150 %

4,580 %

5,389 %

88

1,811 %

3,044 %

3,399 %

3,155 %

4,579 %

5,379 %

89

1,819 %

3,050 %

3,401 %

3,160 %

4,578 %

5,369 %

90

1,828 %

3,056 %

3,404 %

3,165 %

4,578 %

5,359 %

91

1,837 %

3,062 %

3,406 %

3,169 %

4,577 %

5,350 %

92

1,845 %

3,068 %

3,408 %

3,174 %

4,576 %

5,340 %

93

1,853 %

3,074 %

3,410 %

3,179 %

4,575 %

5,331 %

94

1,861 %

3,079 %

3,412 %

3,183 %

4,574 %

5,322 %

95

1,869 %

3,085 %

3,414 %

3,187 %

4,573 %

5,314 %

96

1,876 %

3,090 %

3,416 %

3,192 %

4,573 %

5,305 %

97

1,884 %

3,095 %

3,418 %

3,196 %

4,572 %

5,297 %

98

1,891 %

3,101 %

3,420 %

3,200 %

4,571 %

5,289 %

99

1,898 %

3,106 %

3,422 %

3,204 %

4,571 %

5,281 %

100

1,905 %

3,111 %

3,423 %

3,208 %

4,570 %

5,273 %

101

1,912 %

3,115 %

3,425 %

3,212 %

4,569 %

5,265 %

102

1,919 %

3,120 %

3,427 %

3,216 %

4,568 %

5,258 %

103

1,925 %

3,125 %

3,428 %

3,219 %

4,568 %

5,250 %

104

1,932 %

3,129 %

3,430 %

3,223 %

4,567 %

5,243 %

105

1,938 %

3,134 %

3,432 %

3,227 %

4,566 %

5,236 %

106

1,944 %

3,138 %

3,433 %

3,230 %

4,566 %

5,229 %

107

1,950 %

3,143 %

3,435 %

3,234 %

4,565 %

5,222 %

108

1,956 %

3,147 %

3,436 %

3,237 %

4,565 %

5,215 %

109

1,962 %

3,151 %

3,438 %

3,240 %

4,564 %

5,209 %

110

1,968 %

3,155 %

3,439 %

3,244 %

4,563 %

5,202 %

111

1,974 %

3,159 %

3,441 %

3,247 %

4,563 %

5,196 %

112

1,979 %

3,163 %

3,442 %

3,250 %

4,562 %

5,190 %

113

1,985 %

3,167 %

3,444 %

3,253 %

4,562 %

5,184 %

114

1,990 %

3,171 %

3,445 %

3,256 %

4,561 %

5,178 %

115

1,995 %

3,174 %

3,446 %

3,259 %

4,561 %

5,172 %

116

2,001 %

3,178 %

3,448 %

3,262 %

4,560 %

5,166 %

117

2,006 %

3,182 %

3,449 %

3,265 %

4,560 %

5,160 %

118

2,011 %

3,185 %

3,450 %

3,268 %

4,559 %

5,155 %

119

2,016 %

3,189 %

3,452 %

3,270 %

4,559 %

5,149 %

120

2,021 %

3,192 %

3,453 %

3,273 %

4,558 %

5,144 %

121

2,025 %

3,195 %

3,454 %

3,276 %

4,558 %

5,138 %

122

2,030 %

3,199 %

3,455 %

3,279 %

4,557 %

5,133 %

123

2,035 %

3,202 %

3,456 %

3,281 %

4,557 %

5,128 %

124

2,039 %

3,205 %

3,458 %

3,284 %

4,556 %

5,123 %

125

2,044 %

3,208 %

3,459 %

3,286 %

4,556 %

5,118 %

126

2,048 %

3,211 %

3,460 %

3,289 %

4,555 %

5,113 %

127

2,052 %

3,214 %

3,461 %

3,291 %

4,555 %

5,108 %

128

2,057 %

3,217 %

3,462 %

3,294 %

4,555 %

5,103 %

129

2,061 %

3,220 %

3,463 %

3,296 %

4,554 %

5,099 %

130

2,065 %

3,223 %

3,464 %

3,298 %

4,554 %

5,094 %

131

2,069 %

3,226 %

3,465 %

3,301 %

4,553 %

5,089 %

132

2,073 %

3,229 %

3,466 %

3,303 %

4,553 %

5,085 %

133

2,077 %

3,232 %

3,467 %

3,305 %

4,552 %

5,081 %

134

2,081 %

3,235 %

3,468 %

3,307 %

4,552 %

5,076 %

135

2,085 %

3,237 %

3,469 %

3,309 %

4,552 %

5,072 %

136

2,089 %

3,240 %

3,470 %

3,312 %

4,551 %

5,068 %

137

2,092 %

3,243 %

3,471 %

3,314 %

4,551 %

5,064 %

138

2,096 %

3,245 %

3,472 %

3,316 %

4,551 %

5,059 %

139

2,100 %

3,248 %

3,473 %

3,318 %

4,550 %

5,055 %

140

2,103 %

3,250 %

3,474 %

3,320 %

4,550 %

5,051 %

141

2,107 %

3,253 %

3,475 %

3,322 %

4,550 %

5,048 %

142

2,110 %

3,255 %

3,476 %

3,324 %

4,549 %

5,044 %

143

2,113 %

3,257 %

3,476 %

3,326 %

4,549 %

5,040 %

144

2,117 %

3,260 %

3,477 %

3,328 %

4,548 %

5,036 %

145

2,120 %

3,262 %

3,478 %

3,329 %

4,548 %

5,032 %

146

2,123 %

3,265 %

3,479 %

3,331 %

4,548 %

5,029 %

147

2,127 %

3,267 %

3,480 %

3,333 %

4,547 %

5,025 %

148

2,130 %

3,269 %

3,481 %

3,335 %

4,547 %

5,022 %

149

2,133 %

3,271 %

3,481 %

3,337 %

4,547 %

5,018 %

150

2,136 %

3,273 %

3,482 %

3,338 %

4,547 %

5,015 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,190 % | 3,560 % | 4,327 % | -0,003 % | 0,265 % | 3,641 % |
| 2 | 0,270 % | 4,254 % | 4,872 % | 0,055 % | 0,376 % | 4,209 % |
| 3 | 0,472 % | 4,838 % | 5,321 % | 0,107 % | 0,565 % | 4,705 % |
| 4 | 0,727 % | 5,325 % | 5,686 % | 0,150 % | 0,793 % | 5,295 % |
| 5 | 0,962 % | 5,688 % | 5,955 % | 0,188 % | 1,035 % | 5,886 % |
| 6 | 1,152 % | 5,952 % | 6,210 % | 0,220 % | 1,263 % | 6,417 % |
| 7 | 1,306 % | 6,141 % | 6,436 % | 0,247 % | 1,468 % | 6,892 % |
| 8 | 1,435 % | 6,274 % | 6,620 % | 0,271 % | 1,647 % | 7,322 % |
| 9 | 1,544 % | 6,372 % | 6,778 % | 0,293 % | 1,800 % | 7,711 % |
| 10 | 1,636 % | 6,452 % | 6,931 % | 0,311 % | 1,928 % | 8,066 % |
| 11 | 1,715 % | 6,509 % | 7,086 % | 0,355 % | 2,038 % | 8,389 % |
| 12 | 1,784 % | 6,545 % | 7,242 % | 0,421 % | 2,135 % | 8,676 % |
| 13 | 1,847 % | 6,566 % | 7,392 % | 0,499 % | 2,221 % | 8,925 % |
| 14 | 1,905 % | 6,576 % | 7,533 % | 0,584 % | 2,298 % | 9,131 % |
| 15 | 1,960 % | 6,577 % | 7,662 % | 0,673 % | 2,367 % | 9,289 % |
| 16 | 2,014 % | 6,572 % | 7,777 % | 0,763 % | 2,429 % | 9,395 % |
| 17 | 2,065 % | 6,562 % | 7,876 % | 0,852 % | 2,486 % | 9,457 % |
| 18 | 2,115 % | 6,548 % | 7,956 % | 0,940 % | 2,538 % | 9,484 % |
| 19 | 2,163 % | 6,532 % | 8,015 % | 1,025 % | 2,586 % | 9,483 % |
| 20 | 2,208 % | 6,514 % | 8,051 % | 1,107 % | 2,629 % | 9,461 % |
| 21 | 2,252 % | 6,495 % | 8,063 % | 1,186 % | 2,669 % | 9,422 % |
| 22 | 2,294 % | 6,475 % | 8,054 % | 1,262 % | 2,706 % | 9,369 % |
| 23 | 2,334 % | 6,455 % | 8,029 % | 1,335 % | 2,739 % | 9,307 % |
| 24 | 2,372 % | 6,434 % | 7,991 % | 1,405 % | 2,770 % | 9,237 % |
| 25 | 2,408 % | 6,413 % | 7,943 % | 1,471 % | 2,799 % | 9,162 % |
| 26 | 2,443 % | 6,392 % | 7,888 % | 1,535 % | 2,826 % | 9,084 % |
| 27 | 2,476 % | 6,371 % | 7,828 % | 1,596 % | 2,852 % | 9,004 % |
| 28 | 2,507 % | 6,351 % | 7,764 % | 1,654 % | 2,875 % | 8,923 % |
| 29 | 2,538 % | 6,331 % | 7,698 % | 1,709 % | 2,898 % | 8,842 % |
| 30 | 2,566 % | 6,311 % | 7,631 % | 1,762 % | 2,918 % | 8,761 % |
| 31 | 2,594 % | 6,292 % | 7,563 % | 1,812 % | 2,938 % | 8,681 % |
| 32 | 2,620 % | 6,274 % | 7,495 % | 1,861 % | 2,957 % | 8,603 % |
| 33 | 2,645 % | 6,256 % | 7,428 % | 1,907 % | 2,974 % | 8,527 % |
| 34 | 2,670 % | 6,238 % | 7,362 % | 1,951 % | 2,991 % | 8,453 % |
| 35 | 2,693 % | 6,222 % | 7,298 % | 1,993 % | 3,007 % | 8,381 % |
| 36 | 2,715 % | 6,205 % | 7,234 % | 2,033 % | 3,022 % | 8,311 % |
| 37 | 2,736 % | 6,189 % | 7,173 % | 2,071 % | 3,036 % | 8,244 % |
| 38 | 2,756 % | 6,174 % | 7,114 % | 2,108 % | 3,050 % | 8,179 % |
| 39 | 2,776 % | 6,159 % | 7,056 % | 2,143 % | 3,063 % | 8,116 % |
| 40 | 2,794 % | 6,145 % | 7,000 % | 2,177 % | 3,075 % | 8,056 % |
| 41 | 2,812 % | 6,131 % | 6,946 % | 2,209 % | 3,087 % | 7,997 % |
| 42 | 2,830 % | 6,118 % | 6,894 % | 2,240 % | 3,099 % | 7,941 % |
| 43 | 2,846 % | 6,105 % | 6,844 % | 2,270 % | 3,109 % | 7,887 % |
| 44 | 2,862 % | 6,092 % | 6,795 % | 2,299 % | 3,120 % | 7,835 % |
| 45 | 2,877 % | 6,080 % | 6,749 % | 2,326 % | 3,130 % | 7,785 % |
| 46 | 2,892 % | 6,069 % | 6,704 % | 2,353 % | 3,140 % | 7,737 % |
| 47 | 2,906 % | 6,058 % | 6,660 % | 2,378 % | 3,149 % | 7,691 % |
| 48 | 2,920 % | 6,047 % | 6,618 % | 2,403 % | 3,158 % | 7,646 % |
| 49 | 2,933 % | 6,036 % | 6,578 % | 2,426 % | 3,166 % | 7,603 % |
| 50 | 2,946 % | 6,026 % | 6,539 % | 2,449 % | 3,175 % | 7,562 % |
| 51 | 2,958 % | 6,016 % | 6,502 % | 2,471 % | 3,182 % | 7,522 % |
| 52 | 2,970 % | 6,007 % | 6,466 % | 2,492 % | 3,190 % | 7,483 % |
| 53 | 2,982 % | 5,998 % | 6,431 % | 2,512 % | 3,198 % | 7,446 % |
| 54 | 2,993 % | 5,989 % | 6,397 % | 2,532 % | 3,205 % | 7,410 % |
| 55 | 3,003 % | 5,980 % | 6,365 % | 2,551 % | 3,212 % | 7,376 % |
| 56 | 3,014 % | 5,972 % | 6,333 % | 2,569 % | 3,218 % | 7,342 % |
| 57 | 3,024 % | 5,964 % | 6,303 % | 2,587 % | 3,225 % | 7,310 % |
| 58 | 3,033 % | 5,956 % | 6,274 % | 2,604 % | 3,231 % | 7,279 % |
| 59 | 3,043 % | 5,949 % | 6,245 % | 2,621 % | 3,237 % | 7,249 % |
| 60 | 3,052 % | 5,941 % | 6,218 % | 2,637 % | 3,243 % | 7,219 % |
| 61 | 3,061 % | 5,934 % | 6,191 % | 2,652 % | 3,249 % | 7,191 % |
| 62 | 3,069 % | 5,927 % | 6,166 % | 2,667 % | 3,254 % | 7,164 % |
| 63 | 3,077 % | 5,921 % | 6,141 % | 2,682 % | 3,259 % | 7,137 % |
| 64 | 3,086 % | 5,914 % | 6,116 % | 2,696 % | 3,265 % | 7,112 % |
| 65 | 3,093 % | 5,908 % | 6,093 % | 2,710 % | 3,270 % | 7,087 % |
| 66 | 3,101 % | 5,902 % | 6,070 % | 2,723 % | 3,275 % | 7,063 % |
| 67 | 3,108 % | 5,896 % | 6,048 % | 2,736 % | 3,279 % | 7,039 % |
| 68 | 3,115 % | 5,890 % | 6,027 % | 2,749 % | 3,284 % | 7,016 % |
| 69 | 3,122 % | 5,885 % | 6,006 % | 2,761 % | 3,288 % | 6,994 % |
| 70 | 3,129 % | 5,879 % | 5,986 % | 2,773 % | 3,293 % | 6,973 % |
| 71 | 3,136 % | 5,874 % | 5,966 % | 2,785 % | 3,297 % | 6,952 % |
| 72 | 3,142 % | 5,869 % | 5,947 % | 2,796 % | 3,301 % | 6,932 % |
| 73 | 3,148 % | 5,864 % | 5,929 % | 2,807 % | 3,305 % | 6,912 % |
| 74 | 3,154 % | 5,859 % | 5,911 % | 2,817 % | 3,309 % | 6,893 % |
| 75 | 3,160 % | 5,854 % | 5,893 % | 2,828 % | 3,313 % | 6,874 % |
| 76 | 3,166 % | 5,849 % | 5,876 % | 2,838 % | 3,317 % | 6,856 % |
| 77 | 3,172 % | 5,845 % | 5,859 % | 2,848 % | 3,320 % | 6,838 % |
| 78 | 3,177 % | 5,840 % | 5,843 % | 2,857 % | 3,324 % | 6,821 % |
| 79 | 3,182 % | 5,836 % | 5,827 % | 2,867 % | 3,327 % | 6,804 % |
| 80 | 3,187 % | 5,832 % | 5,812 % | 2,876 % | 3,331 % | 6,788 % |
| 81 | 3,193 % | 5,828 % | 5,797 % | 2,885 % | 3,334 % | 6,772 % |
| 82 | 3,197 % | 5,824 % | 5,782 % | 2,893 % | 3,337 % | 6,756 % |
| 83 | 3,202 % | 5,820 % | 5,768 % | 2,902 % | 3,340 % | 6,741 % |
| 84 | 3,207 % | 5,816 % | 5,754 % | 2,910 % | 3,343 % | 6,726 % |
| 85 | 3,212 % | 5,812 % | 5,740 % | 2,918 % | 3,346 % | 6,712 % |
| 86 | 3,216 % | 5,809 % | 5,727 % | 2,926 % | 3,349 % | 6,697 % |
| 87 | 3,221 % | 5,805 % | 5,714 % | 2,934 % | 3,352 % | 6,684 % |
| 88 | 3,225 % | 5,802 % | 5,701 % | 2,941 % | 3,355 % | 6,670 % |
| 89 | 3,229 % | 5,798 % | 5,689 % | 2,949 % | 3,358 % | 6,657 % |
| 90 | 3,233 % | 5,795 % | 5,677 % | 2,956 % | 3,360 % | 6,644 % |
| 91 | 3,237 % | 5,792 % | 5,665 % | 2,963 % | 3,363 % | 6,631 % |
| 92 | 3,241 % | 5,789 % | 5,653 % | 2,970 % | 3,365 % | 6,619 % |
| 93 | 3,245 % | 5,786 % | 5,642 % | 2,977 % | 3,368 % | 6,607 % |
| 94 | 3,249 % | 5,783 % | 5,631 % | 2,983 % | 3,370 % | 6,595 % |
| 95 | 3,252 % | 5,780 % | 5,620 % | 2,990 % | 3,373 % | 6,583 % |
| 96 | 3,256 % | 5,777 % | 5,609 % | 2,996 % | 3,375 % | 6,572 % |
| 97 | 3,260 % | 5,774 % | 5,598 % | 3,002 % | 3,377 % | 6,561 % |
| 98 | 3,263 % | 5,771 % | 5,588 % | 3,008 % | 3,380 % | 6,550 % |
| 99 | 3,266 % | 5,768 % | 5,578 % | 3,014 % | 3,382 % | 6,539 % |
| 100 | 3,270 % | 5,766 % | 5,568 % | 3,020 % | 3,384 % | 6,529 % |
| 101 | 3,273 % | 5,763 % | 5,559 % | 3,026 % | 3,386 % | 6,519 % |
| 102 | 3,276 % | 5,760 % | 5,549 % | 3,031 % | 3,388 % | 6,509 % |
| 103 | 3,279 % | 5,758 % | 5,540 % | 3,037 % | 3,390 % | 6,499 % |
| 104 | 3,282 % | 5,755 % | 5,531 % | 3,042 % | 3,392 % | 6,489 % |
| 105 | 3,285 % | 5,753 % | 5,522 % | 3,048 % | 3,394 % | 6,480 % |
| 106 | 3,288 % | 5,751 % | 5,513 % | 3,053 % | 3,396 % | 6,470 % |
| 107 | 3,291 % | 5,748 % | 5,505 % | 3,058 % | 3,398 % | 6,461 % |
| 108 | 3,294 % | 5,746 % | 5,496 % | 3,063 % | 3,400 % | 6,452 % |
| 109 | 3,297 % | 5,744 % | 5,488 % | 3,068 % | 3,402 % | 6,444 % |
| 110 | 3,300 % | 5,741 % | 5,480 % | 3,073 % | 3,404 % | 6,435 % |
| 111 | 3,302 % | 5,739 % | 5,472 % | 3,077 % | 3,405 % | 6,427 % |
| 112 | 3,305 % | 5,737 % | 5,464 % | 3,082 % | 3,407 % | 6,418 % |
| 113 | 3,308 % | 5,735 % | 5,457 % | 3,087 % | 3,409 % | 6,410 % |
| 114 | 3,310 % | 5,733 % | 5,449 % | 3,091 % | 3,411 % | 6,402 % |
| 115 | 3,313 % | 5,731 % | 5,442 % | 3,096 % | 3,412 % | 6,394 % |
| 116 | 3,315 % | 5,729 % | 5,434 % | 3,100 % | 3,414 % | 6,386 % |
| 117 | 3,318 % | 5,727 % | 5,427 % | 3,104 % | 3,415 % | 6,379 % |
| 118 | 3,320 % | 5,725 % | 5,420 % | 3,108 % | 3,417 % | 6,371 % |
| 119 | 3,322 % | 5,723 % | 5,413 % | 3,112 % | 3,418 % | 6,364 % |
| 120 | 3,325 % | 5,721 % | 5,406 % | 3,116 % | 3,420 % | 6,357 % |
| 121 | 3,327 % | 5,719 % | 5,400 % | 3,120 % | 3,421 % | 6,350 % |
| 122 | 3,329 % | 5,718 % | 5,393 % | 3,124 % | 3,423 % | 6,343 % |
| 123 | 3,331 % | 5,716 % | 5,387 % | 3,128 % | 3,424 % | 6,336 % |
| 124 | 3,334 % | 5,714 % | 5,380 % | 3,132 % | 3,426 % | 6,329 % |
| 125 | 3,336 % | 5,712 % | 5,374 % | 3,136 % | 3,427 % | 6,322 % |
| 126 | 3,338 % | 5,711 % | 5,368 % | 3,139 % | 3,429 % | 6,316 % |
| 127 | 3,340 % | 5,709 % | 5,362 % | 3,143 % | 3,430 % | 6,309 % |
| 128 | 3,342 % | 5,707 % | 5,356 % | 3,147 % | 3,431 % | 6,303 % |
| 129 | 3,344 % | 5,706 % | 5,350 % | 3,150 % | 3,433 % | 6,297 % |
| 130 | 3,346 % | 5,704 % | 5,344 % | 3,154 % | 3,434 % | 6,291 % |
| 131 | 3,348 % | 5,703 % | 5,338 % | 3,157 % | 3,435 % | 6,285 % |
| 132 | 3,350 % | 5,701 % | 5,333 % | 3,160 % | 3,436 % | 6,279 % |
| 133 | 3,352 % | 5,700 % | 5,327 % | 3,164 % | 3,438 % | 6,273 % |
| 134 | 3,353 % | 5,698 % | 5,322 % | 3,167 % | 3,439 % | 6,267 % |
| 135 | 3,355 % | 5,697 % | 5,316 % | 3,170 % | 3,440 % | 6,261 % |
| 136 | 3,357 % | 5,695 % | 5,311 % | 3,173 % | 3,441 % | 6,256 % |
| 137 | 3,359 % | 5,694 % | 5,306 % | 3,176 % | 3,442 % | 6,250 % |
| 138 | 3,361 % | 5,692 % | 5,301 % | 3,179 % | 3,443 % | 6,245 % |
| 139 | 3,362 % | 5,691 % | 5,296 % | 3,182 % | 3,445 % | 6,239 % |
| 140 | 3,364 % | 5,690 % | 5,291 % | 3,185 % | 3,446 % | 6,234 % |
| 141 | 3,366 % | 5,688 % | 5,286 % | 3,188 % | 3,447 % | 6,229 % |
| 142 | 3,367 % | 5,687 % | 5,281 % | 3,191 % | 3,448 % | 6,224 % |
| 143 | 3,369 % | 5,686 % | 5,276 % | 3,194 % | 3,449 % | 6,219 % |
| 144 | 3,371 % | 5,684 % | 5,272 % | 3,197 % | 3,450 % | 6,214 % |
| 145 | 3,372 % | 5,683 % | 5,267 % | 3,200 % | 3,451 % | 6,209 % |
| 146 | 3,374 % | 5,682 % | 5,262 % | 3,202 % | 3,452 % | 6,204 % |
| 147 | 3,375 % | 5,681 % | 5,258 % | 3,205 % | 3,453 % | 6,199 % |
| 148 | 3,377 % | 5,679 % | 5,253 % | 3,208 % | 3,454 % | 6,194 % |
| 149 | 3,378 % | 5,678 % | 5,249 % | 3,210 % | 3,455 % | 6,190 % |
| 150 | 3,380 % | 5,677 % | 5,245 % | 3,213 % | 3,456 % | 6,185 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,190 %

3,560 %

4,327 %

-0,003 %

0,265 %

3,641 %

2

0,270 %

4,254 %

4,872 %

0,055 %

0,376 %

4,209 %

3

0,472 %

4,838 %

5,321 %

0,107 %

0,565 %

4,705 %

4

0,727 %

5,325 %

5,686 %

0,150 %

0,793 %

5,295 %

5

0,962 %

5,688 %

5,955 %

0,188 %

1,035 %

5,886 %

6

1,152 %

5,952 %

6,210 %

0,220 %

1,263 %

6,417 %

7

1,306 %

6,141 %

6,436 %

0,247 %

1,468 %

6,892 %

8

1,435 %

6,274 %

6,620 %

0,271 %

1,647 %

7,322 %

9

1,544 %

6,372 %

6,778 %

0,293 %

1,800 %

7,711 %

10

1,636 %

6,452 %

6,931 %

0,311 %

1,928 %

8,066 %

11

1,715 %

6,509 %

7,086 %

0,355 %

2,038 %

8,389 %

12

1,784 %

6,545 %

7,242 %

0,421 %

2,135 %

8,676 %

13

1,847 %

6,566 %

7,392 %

0,499 %

2,221 %

8,925 %

14

1,905 %

6,576 %

7,533 %

0,584 %

2,298 %

9,131 %

15

1,960 %

6,577 %

7,662 %

0,673 %

2,367 %

9,289 %

16

2,014 %

6,572 %

7,777 %

0,763 %

2,429 %

9,395 %

17

2,065 %

6,562 %

7,876 %

0,852 %

2,486 %

9,457 %

18

2,115 %

6,548 %

7,956 %

0,940 %

2,538 %

9,484 %

19

2,163 %

6,532 %

8,015 %

1,025 %

2,586 %

9,483 %

20

2,208 %

6,514 %

8,051 %

1,107 %

2,629 %

9,461 %

21

2,252 %

6,495 %

8,063 %

1,186 %

2,669 %

9,422 %

22

2,294 %

6,475 %

8,054 %

1,262 %

2,706 %

9,369 %

23

2,334 %

6,455 %

8,029 %

1,335 %

2,739 %

9,307 %

24

2,372 %

6,434 %

7,991 %

1,405 %

2,770 %

9,237 %

25

2,408 %

6,413 %

7,943 %

1,471 %

2,799 %

9,162 %

26

2,443 %

6,392 %

7,888 %

1,535 %

2,826 %

9,084 %

27

2,476 %

6,371 %

7,828 %

1,596 %

2,852 %

9,004 %

28

2,507 %

6,351 %

7,764 %

1,654 %

2,875 %

8,923 %

29

2,538 %

6,331 %

7,698 %

1,709 %

2,898 %

8,842 %

30

2,566 %

6,311 %

7,631 %

1,762 %

2,918 %

8,761 %

31

2,594 %

6,292 %

7,563 %

1,812 %

2,938 %

8,681 %

32

2,620 %

6,274 %

7,495 %

1,861 %

2,957 %

8,603 %

33

2,645 %

6,256 %

7,428 %

1,907 %

2,974 %

8,527 %

34

2,670 %

6,238 %

7,362 %

1,951 %

2,991 %

8,453 %

35

2,693 %

6,222 %

7,298 %

1,993 %

3,007 %

8,381 %

36

2,715 %

6,205 %

7,234 %

2,033 %

3,022 %

8,311 %

37

2,736 %

6,189 %

7,173 %

2,071 %

3,036 %

8,244 %

38

2,756 %

6,174 %

7,114 %

2,108 %

3,050 %

8,179 %

39

2,776 %

6,159 %

7,056 %

2,143 %

3,063 %

8,116 %

40

2,794 %

6,145 %

7,000 %

2,177 %

3,075 %

8,056 %

41

2,812 %

6,131 %

6,946 %

2,209 %

3,087 %

7,997 %

42

2,830 %

6,118 %

6,894 %

2,240 %

3,099 %

7,941 %

43

2,846 %

6,105 %

6,844 %

2,270 %

3,109 %

7,887 %

44

2,862 %

6,092 %

6,795 %

2,299 %

3,120 %

7,835 %

45

2,877 %

6,080 %

6,749 %

2,326 %

3,130 %

7,785 %

46

2,892 %

6,069 %

6,704 %

2,353 %

3,140 %

7,737 %

47

2,906 %

6,058 %

6,660 %

2,378 %

3,149 %

7,691 %

48

2,920 %

6,047 %

6,618 %

2,403 %

3,158 %

7,646 %

49

2,933 %

6,036 %

6,578 %

2,426 %

3,166 %

7,603 %

50

2,946 %

6,026 %

6,539 %

2,449 %

3,175 %

7,562 %

51

2,958 %

6,016 %

6,502 %

2,471 %

3,182 %

7,522 %

52

2,970 %

6,007 %

6,466 %

2,492 %

3,190 %

7,483 %

53

2,982 %

5,998 %

6,431 %

2,512 %

3,198 %

7,446 %

54

2,993 %

5,989 %

6,397 %

2,532 %

3,205 %

7,410 %

55

3,003 %

5,980 %

6,365 %

2,551 %

3,212 %

7,376 %

56

3,014 %

5,972 %

6,333 %

2,569 %

3,218 %

7,342 %

57

3,024 %

5,964 %

6,303 %

2,587 %

3,225 %

7,310 %

58

3,033 %

5,956 %

6,274 %

2,604 %

3,231 %

7,279 %

59

3,043 %

5,949 %

6,245 %

2,621 %

3,237 %

7,249 %

60

3,052 %

5,941 %

6,218 %

2,637 %

3,243 %

7,219 %

61

3,061 %

5,934 %

6,191 %

2,652 %

3,249 %

7,191 %

62

3,069 %

5,927 %

6,166 %

2,667 %

3,254 %

7,164 %

63

3,077 %

5,921 %

6,141 %

2,682 %

3,259 %

7,137 %

64

3,086 %

5,914 %

6,116 %

2,696 %

3,265 %

7,112 %

65

3,093 %

5,908 %

6,093 %

2,710 %

3,270 %

7,087 %

66

3,101 %

5,902 %

6,070 %

2,723 %

3,275 %

7,063 %

67

3,108 %

5,896 %

6,048 %

2,736 %

3,279 %

7,039 %

68

3,115 %

5,890 %

6,027 %

2,749 %

3,284 %

7,016 %

69

3,122 %

5,885 %

6,006 %

2,761 %

3,288 %

6,994 %

70

3,129 %

5,879 %

5,986 %

2,773 %

3,293 %

6,973 %

71

3,136 %

5,874 %

5,966 %

2,785 %

3,297 %

6,952 %

72

3,142 %

5,869 %

5,947 %

2,796 %

3,301 %

6,932 %

73

3,148 %

5,864 %

5,929 %

2,807 %

3,305 %

6,912 %

74

3,154 %

5,859 %

5,911 %

2,817 %

3,309 %

6,893 %

75

3,160 %

5,854 %

5,893 %

2,828 %

3,313 %

6,874 %

76

3,166 %

5,849 %

5,876 %

2,838 %

3,317 %

6,856 %

77

3,172 %

5,845 %

5,859 %

2,848 %

3,320 %

6,838 %

78

3,177 %

5,840 %

5,843 %

2,857 %

3,324 %

6,821 %

79

3,182 %

5,836 %

5,827 %

2,867 %

3,327 %

6,804 %

80

3,187 %

5,832 %

5,812 %

2,876 %

3,331 %

6,788 %

81

3,193 %

5,828 %

5,797 %

2,885 %

3,334 %

6,772 %

82

3,197 %

5,824 %

5,782 %

2,893 %

3,337 %

6,756 %

83

3,202 %

5,820 %

5,768 %

2,902 %

3,340 %

6,741 %

84

3,207 %

5,816 %

5,754 %

2,910 %

3,343 %

6,726 %

85

3,212 %

5,812 %

5,740 %

2,918 %

3,346 %

6,712 %

86

3,216 %

5,809 %

5,727 %

2,926 %

3,349 %

6,697 %

87

3,221 %

5,805 %

5,714 %

2,934 %

3,352 %

6,684 %

88

3,225 %

5,802 %

5,701 %

2,941 %

3,355 %

6,670 %

89

3,229 %

5,798 %

5,689 %

2,949 %

3,358 %

6,657 %

90

3,233 %

5,795 %

5,677 %

2,956 %

3,360 %

6,644 %

91

3,237 %

5,792 %

5,665 %

2,963 %

3,363 %

6,631 %

92

3,241 %

5,789 %

5,653 %

2,970 %

3,365 %

6,619 %

93

3,245 %

5,786 %

5,642 %

2,977 %

3,368 %

6,607 %

94

3,249 %

5,783 %

5,631 %

2,983 %

3,370 %

6,595 %

95

3,252 %

5,780 %

5,620 %

2,990 %

3,373 %

6,583 %

96

3,256 %

5,777 %

5,609 %

2,996 %

3,375 %

6,572 %

97

3,260 %

5,774 %

5,598 %

3,002 %

3,377 %

6,561 %

98

3,263 %

5,771 %

5,588 %

3,008 %

3,380 %

6,550 %

99

3,266 %

5,768 %

5,578 %

3,014 %

3,382 %

6,539 %

100

3,270 %

5,766 %

5,568 %

3,020 %

3,384 %

6,529 %

101

3,273 %

5,763 %

5,559 %

3,026 %

3,386 %

6,519 %

102

3,276 %

5,760 %

5,549 %

3,031 %

3,388 %

6,509 %

103

3,279 %

5,758 %

5,540 %

3,037 %

3,390 %

6,499 %

104

3,282 %

5,755 %

5,531 %

3,042 %

3,392 %

6,489 %

105

3,285 %

5,753 %

5,522 %

3,048 %

3,394 %

6,480 %

106

3,288 %

5,751 %

5,513 %

3,053 %

3,396 %

6,470 %

107

3,291 %

5,748 %

5,505 %

3,058 %

3,398 %

6,461 %

108

3,294 %

5,746 %

5,496 %

3,063 %

3,400 %

6,452 %

109

3,297 %

5,744 %

5,488 %

3,068 %

3,402 %

6,444 %

110

3,300 %

5,741 %

5,480 %

3,073 %

3,404 %

6,435 %

111

3,302 %

5,739 %

5,472 %

3,077 %

3,405 %

6,427 %

112

3,305 %

5,737 %

5,464 %

3,082 %

3,407 %

6,418 %

113

3,308 %

5,735 %

5,457 %

3,087 %

3,409 %

6,410 %

114

3,310 %

5,733 %

5,449 %

3,091 %

3,411 %

6,402 %

115

3,313 %

5,731 %

5,442 %

3,096 %

3,412 %

6,394 %

116

3,315 %

5,729 %

5,434 %

3,100 %

3,414 %

6,386 %

117

3,318 %

5,727 %

5,427 %

3,104 %

3,415 %

6,379 %

118

3,320 %

5,725 %

5,420 %

3,108 %

3,417 %

6,371 %

119

3,322 %

5,723 %

5,413 %

3,112 %

3,418 %

6,364 %

120

3,325 %

5,721 %

5,406 %

3,116 %

3,420 %

6,357 %

121

3,327 %

5,719 %

5,400 %

3,120 %

3,421 %

6,350 %

122

3,329 %

5,718 %

5,393 %

3,124 %

3,423 %

6,343 %

123

3,331 %

5,716 %

5,387 %

3,128 %

3,424 %

6,336 %

124

3,334 %

5,714 %

5,380 %

3,132 %

3,426 %

6,329 %

125

3,336 %

5,712 %

5,374 %

3,136 %

3,427 %

6,322 %

126

3,338 %

5,711 %

5,368 %

3,139 %

3,429 %

6,316 %

127

3,340 %

5,709 %

5,362 %

3,143 %

3,430 %

6,309 %

128

3,342 %

5,707 %

5,356 %

3,147 %

3,431 %

6,303 %

129

3,344 %

5,706 %

5,350 %

3,150 %

3,433 %

6,297 %

130

3,346 %

5,704 %

5,344 %

3,154 %

3,434 %

6,291 %

131

3,348 %

5,703 %

5,338 %

3,157 %

3,435 %

6,285 %

132

3,350 %

5,701 %

5,333 %

3,160 %

3,436 %

6,279 %

133

3,352 %

5,700 %

5,327 %

3,164 %

3,438 %

6,273 %

134

3,353 %

5,698 %

5,322 %

3,167 %

3,439 %

6,267 %

135

3,355 %

5,697 %

5,316 %

3,170 %

3,440 %

6,261 %

136

3,357 %

5,695 %

5,311 %

3,173 %

3,441 %

6,256 %

137

3,359 %

5,694 %

5,306 %

3,176 %

3,442 %

6,250 %

138

3,361 %

5,692 %

5,301 %

3,179 %

3,443 %

6,245 %

139

3,362 %

5,691 %

5,296 %

3,182 %

3,445 %

6,239 %

140

3,364 %

5,690 %

5,291 %

3,185 %

3,446 %

6,234 %

141

3,366 %

5,688 %

5,286 %

3,188 %

3,447 %

6,229 %

142

3,367 %

5,687 %

5,281 %

3,191 %

3,448 %

6,224 %

143

3,369 %

5,686 %

5,276 %

3,194 %

3,449 %

6,219 %

144

3,371 %

5,684 %

5,272 %

3,197 %

3,450 %

6,214 %

145

3,372 %

5,683 %

5,267 %

3,200 %

3,451 %

6,209 %

146

3,374 %

5,682 %

5,262 %

3,202 %

3,452 %

6,204 %

147

3,375 %

5,681 %

5,258 %

3,205 %

3,453 %

6,199 %

148

3,377 %

5,679 %

5,253 %

3,208 %

3,454 %

6,194 %

149

3,378 %

5,678 %

5,249 %

3,210 %

3,455 %

6,190 %

150

3,380 %

5,677 %

5,245 %

3,213 %

3,456 %

6,185 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,887 % | 2,229 % | 1,547 % | 4,738 % | 0,225 % | 0,664 % |
| 2 | 6,364 % | 2,342 % | 1,821 % | 5,376 % | 0,343 % | 0,871 % |
| 3 | 7,250 % | 2,443 % | 2,056 % | 5,823 % | 0,550 % | 1,062 % |
| 4 | 7,858 % | 2,536 % | 2,272 % | 6,172 % | 0,790 % | 1,206 % |
| 5 | 8,236 % | 2,625 % | 2,463 % | 6,419 % | 1,014 % | 1,301 % |
| 6 | 8,482 % | 2,712 % | 2,647 % | 6,601 % | 1,204 % | 1,365 % |
| 7 | 8,636 % | 2,794 % | 2,834 % | 6,731 % | 1,360 % | 1,420 % |
| 8 | 8,714 % | 2,871 % | 3,021 % | 6,814 % | 1,484 % | 1,472 % |
| 9 | 8,751 % | 2,943 % | 3,210 % | 6,867 % | 1,577 % | 1,514 % |
| 10 | 8,759 % | 3,010 % | 3,400 % | 6,900 % | 1,642 % | 1,540 % |
| 11 | 8,740 % | 3,073 % | 3,584 % | 6,911 % | 1,682 % | 1,548 % |
| 12 | 8,702 % | 3,130 % | 3,752 % | 6,906 % | 1,704 % | 1,545 % |
| 13 | 8,650 % | 3,184 % | 3,900 % | 6,888 % | 1,718 % | 1,537 % |
| 14 | 8,589 % | 3,234 % | 4,029 % | 6,861 % | 1,726 % | 1,530 % |
| 15 | 8,521 % | 3,282 % | 4,137 % | 6,827 % | 1,734 % | 1,525 % |
| 16 | 8,449 % | 3,326 % | 4,226 % | 6,789 % | 1,743 % | 1,524 % |
| 17 | 8,374 % | 3,367 % | 4,298 % | 6,747 % | 1,754 % | 1,529 % |
| 18 | 8,298 % | 3,407 % | 4,355 % | 6,702 % | 1,769 % | 1,539 % |
| 19 | 8,222 % | 3,444 % | 4,400 % | 6,657 % | 1,788 % | 1,556 % |
| 20 | 8,147 % | 3,479 % | 4,433 % | 6,610 % | 1,812 % | 1,580 % |
| 21 | 8,073 % | 3,512 % | 4,456 % | 6,564 % | 1,841 % | 1,611 % |
| 22 | 8,000 % | 3,543 % | 4,471 % | 6,518 % | 1,874 % | 1,646 % |
| 23 | 7,929 % | 3,573 % | 4,478 % | 6,473 % | 1,909 % | 1,685 % |
| 24 | 7,860 % | 3,601 % | 4,480 % | 6,429 % | 1,946 % | 1,726 % |
| 25 | 7,793 % | 3,628 % | 4,478 % | 6,385 % | 1,984 % | 1,768 % |
| 26 | 7,728 % | 3,653 % | 4,473 % | 6,343 % | 2,022 % | 1,811 % |
| 27 | 7,666 % | 3,677 % | 4,465 % | 6,302 % | 2,059 % | 1,854 % |
| 28 | 7,606 % | 3,701 % | 4,455 % | 6,262 % | 2,097 % | 1,896 % |
| 29 | 7,548 % | 3,723 % | 4,443 % | 6,224 % | 2,133 % | 1,938 % |
| 30 | 7,493 % | 3,744 % | 4,430 % | 6,187 % | 2,169 % | 1,978 % |
| 31 | 7,440 % | 3,764 % | 4,416 % | 6,151 % | 2,204 % | 2,018 % |
| 32 | 7,388 % | 3,783 % | 4,402 % | 6,117 % | 2,238 % | 2,057 % |
| 33 | 7,339 % | 3,801 % | 4,387 % | 6,084 % | 2,271 % | 2,094 % |
| 34 | 7,292 % | 3,818 % | 4,372 % | 6,052 % | 2,303 % | 2,131 % |
| 35 | 7,247 % | 3,835 % | 4,357 % | 6,021 % | 2,334 % | 2,166 % |
| 36 | 7,203 % | 3,851 % | 4,342 % | 5,992 % | 2,364 % | 2,200 % |
| 37 | 7,162 % | 3,866 % | 4,327 % | 5,963 % | 2,393 % | 2,233 % |
| 38 | 7,122 % | 3,881 % | 4,313 % | 5,936 % | 2,420 % | 2,264 % |
| 39 | 7,083 % | 3,895 % | 4,298 % | 5,910 % | 2,447 % | 2,295 % |
| 40 | 7,047 % | 3,909 % | 4,284 % | 5,885 % | 2,473 % | 2,324 % |
| 41 | 7,011 % | 3,922 % | 4,270 % | 5,860 % | 2,498 % | 2,352 % |
| 42 | 6,977 % | 3,934 % | 4,257 % | 5,837 % | 2,522 % | 2,379 % |
| 43 | 6,945 % | 3,946 % | 4,243 % | 5,815 % | 2,545 % | 2,406 % |
| 44 | 6,914 % | 3,958 % | 4,231 % | 5,793 % | 2,567 % | 2,431 % |
| 45 | 6,883 % | 3,969 % | 4,218 % | 5,772 % | 2,588 % | 2,455 % |
| 46 | 6,854 % | 3,980 % | 4,206 % | 5,752 % | 2,609 % | 2,479 % |
| 47 | 6,827 % | 3,990 % | 4,194 % | 5,733 % | 2,629 % | 2,501 % |
| 48 | 6,800 % | 4,000 % | 4,183 % | 5,714 % | 2,648 % | 2,523 % |
| 49 | 6,774 % | 4,010 % | 4,172 % | 5,696 % | 2,667 % | 2,544 % |
| 50 | 6,749 % | 4,019 % | 4,161 % | 5,679 % | 2,685 % | 2,564 % |
| 51 | 6,725 % | 4,028 % | 4,151 % | 5,662 % | 2,702 % | 2,584 % |
| 52 | 6,702 % | 4,037 % | 4,141 % | 5,646 % | 2,718 % | 2,603 % |
| 53 | 6,680 % | 4,045 % | 4,131 % | 5,630 % | 2,735 % | 2,621 % |
| 54 | 6,658 % | 4,053 % | 4,122 % | 5,615 % | 2,750 % | 2,639 % |
| 55 | 6,637 % | 4,061 % | 4,113 % | 5,601 % | 2,765 % | 2,656 % |
| 56 | 6,617 % | 4,068 % | 4,104 % | 5,587 % | 2,780 % | 2,672 % |
| 57 | 6,598 % | 4,076 % | 4,095 % | 5,573 % | 2,794 % | 2,688 % |
| 58 | 6,579 % | 4,083 % | 4,087 % | 5,560 % | 2,807 % | 2,704 % |
| 59 | 6,561 % | 4,090 % | 4,079 % | 5,547 % | 2,821 % | 2,718 % |
| 60 | 6,543 % | 4,096 % | 4,071 % | 5,535 % | 2,833 % | 2,733 % |
| 61 | 6,526 % | 4,103 % | 4,063 % | 5,523 % | 2,846 % | 2,747 % |
| 62 | 6,510 % | 4,109 % | 4,056 % | 5,512 % | 2,858 % | 2,760 % |
| 63 | 6,494 % | 4,115 % | 4,049 % | 5,500 % | 2,869 % | 2,774 % |
| 64 | 6,478 % | 4,121 % | 4,042 % | 5,490 % | 2,881 % | 2,786 % |
| 65 | 6,463 % | 4,127 % | 4,035 % | 5,479 % | 2,891 % | 2,799 % |
| 66 | 6,449 % | 4,132 % | 4,029 % | 5,469 % | 2,902 % | 2,811 % |
| 67 | 6,435 % | 4,138 % | 4,022 % | 5,459 % | 2,912 % | 2,822 % |
| 68 | 6,421 % | 4,143 % | 4,016 % | 5,449 % | 2,922 % | 2,834 % |
| 69 | 6,408 % | 4,148 % | 4,010 % | 5,440 % | 2,932 % | 2,845 % |
| 70 | 6,395 % | 4,153 % | 4,004 % | 5,431 % | 2,942 % | 2,855 % |
| 71 | 6,382 % | 4,158 % | 3,999 % | 5,422 % | 2,951 % | 2,866 % |
| 72 | 6,370 % | 4,162 % | 3,993 % | 5,413 % | 2,960 % | 2,876 % |
| 73 | 6,358 % | 4,167 % | 3,988 % | 5,405 % | 2,968 % | 2,886 % |
| 74 | 6,346 % | 4,171 % | 3,983 % | 5,397 % | 2,977 % | 2,895 % |
| 75 | 6,335 % | 4,176 % | 3,978 % | 5,389 % | 2,985 % | 2,905 % |
| 76 | 6,324 % | 4,180 % | 3,973 % | 5,381 % | 2,993 % | 2,914 % |
| 77 | 6,313 % | 4,184 % | 3,968 % | 5,373 % | 3,001 % | 2,923 % |
| 78 | 6,303 % | 4,188 % | 3,963 % | 5,366 % | 3,009 % | 2,931 % |
| 79 | 6,292 % | 4,192 % | 3,958 % | 5,359 % | 3,016 % | 2,940 % |
| 80 | 6,283 % | 4,196 % | 3,954 % | 5,352 % | 3,023 % | 2,948 % |
| 81 | 6,273 % | 4,200 % | 3,950 % | 5,345 % | 3,031 % | 2,956 % |
| 82 | 6,263 % | 4,203 % | 3,945 % | 5,338 % | 3,037 % | 2,964 % |
| 83 | 6,254 % | 4,207 % | 3,941 % | 5,332 % | 3,044 % | 2,972 % |
| 84 | 6,245 % | 4,210 % | 3,937 % | 5,326 % | 3,051 % | 2,979 % |
| 85 | 6,236 % | 4,214 % | 3,933 % | 5,319 % | 3,057 % | 2,986 % |
| 86 | 6,228 % | 4,217 % | 3,929 % | 5,313 % | 3,064 % | 2,993 % |
| 87 | 6,219 % | 4,220 % | 3,926 % | 5,307 % | 3,070 % | 3,000 % |
| 88 | 6,211 % | 4,223 % | 3,922 % | 5,302 % | 3,076 % | 3,007 % |
| 89 | 6,203 % | 4,226 % | 3,918 % | 5,296 % | 3,082 % | 3,014 % |
| 90 | 6,195 % | 4,229 % | 3,915 % | 5,291 % | 3,087 % | 3,020 % |
| 91 | 6,188 % | 4,232 % | 3,911 % | 5,285 % | 3,093 % | 3,027 % |
| 92 | 6,180 % | 4,235 % | 3,908 % | 5,280 % | 3,098 % | 3,033 % |
| 93 | 6,173 % | 4,238 % | 3,904 % | 5,275 % | 3,104 % | 3,039 % |
| 94 | 6,166 % | 4,241 % | 3,901 % | 5,270 % | 3,109 % | 3,045 % |
| 95 | 6,159 % | 4,244 % | 3,898 % | 5,265 % | 3,114 % | 3,051 % |
| 96 | 6,152 % | 4,246 % | 3,895 % | 5,260 % | 3,119 % | 3,056 % |
| 97 | 6,145 % | 4,249 % | 3,892 % | 5,255 % | 3,124 % | 3,062 % |
| 98 | 6,138 % | 4,251 % | 3,889 % | 5,250 % | 3,129 % | 3,067 % |
| 99 | 6,132 % | 4,254 % | 3,886 % | 5,246 % | 3,134 % | 3,073 % |
| 100 | 6,126 % | 4,256 % | 3,883 % | 5,241 % | 3,138 % | 3,078 % |
| 101 | 6,119 % | 4,259 % | 3,880 % | 5,237 % | 3,143 % | 3,083 % |
| 102 | 6,113 % | 4,261 % | 3,878 % | 5,233 % | 3,147 % | 3,088 % |
| 103 | 6,107 % | 4,263 % | 3,875 % | 5,229 % | 3,152 % | 3,093 % |
| 104 | 6,102 % | 4,266 % | 3,872 % | 5,224 % | 3,156 % | 3,098 % |
| 105 | 6,096 % | 4,268 % | 3,870 % | 5,220 % | 3,160 % | 3,103 % |
| 106 | 6,090 % | 4,270 % | 3,867 % | 5,216 % | 3,164 % | 3,108 % |
| 107 | 6,085 % | 4,272 % | 3,865 % | 5,212 % | 3,169 % | 3,112 % |
| 108 | 6,079 % | 4,274 % | 3,862 % | 5,209 % | 3,173 % | 3,117 % |
| 109 | 6,074 % | 4,276 % | 3,860 % | 5,205 % | 3,176 % | 3,121 % |
| 110 | 6,069 % | 4,278 % | 3,857 % | 5,201 % | 3,180 % | 3,125 % |
| 111 | 6,063 % | 4,280 % | 3,855 % | 5,198 % | 3,184 % | 3,130 % |
| 112 | 6,058 % | 4,282 % | 3,853 % | 5,194 % | 3,188 % | 3,134 % |
| 113 | 6,053 % | 4,284 % | 3,851 % | 5,191 % | 3,191 % | 3,138 % |
| 114 | 6,049 % | 4,286 % | 3,848 % | 5,187 % | 3,195 % | 3,142 % |
| 115 | 6,044 % | 4,288 % | 3,846 % | 5,184 % | 3,198 % | 3,146 % |
| 116 | 6,039 % | 4,290 % | 3,844 % | 5,180 % | 3,202 % | 3,150 % |
| 117 | 6,035 % | 4,292 % | 3,842 % | 5,177 % | 3,205 % | 3,154 % |
| 118 | 6,030 % | 4,293 % | 3,840 % | 5,174 % | 3,209 % | 3,157 % |
| 119 | 6,026 % | 4,295 % | 3,838 % | 5,171 % | 3,212 % | 3,161 % |
| 120 | 6,021 % | 4,297 % | 3,836 % | 5,168 % | 3,215 % | 3,165 % |
| 121 | 6,017 % | 4,299 % | 3,834 % | 5,165 % | 3,218 % | 3,168 % |
| 122 | 6,013 % | 4,300 % | 3,832 % | 5,162 % | 3,221 % | 3,172 % |
| 123 | 6,008 % | 4,302 % | 3,830 % | 5,159 % | 3,225 % | 3,175 % |
| 124 | 6,004 % | 4,303 % | 3,828 % | 5,156 % | 3,228 % | 3,179 % |
| 125 | 6,000 % | 4,305 % | 3,826 % | 5,153 % | 3,231 % | 3,182 % |
| 126 | 5,996 % | 4,307 % | 3,825 % | 5,150 % | 3,233 % | 3,186 % |
| 127 | 5,992 % | 4,308 % | 3,823 % | 5,147 % | 3,236 % | 3,189 % |
| 128 | 5,988 % | 4,310 % | 3,821 % | 5,145 % | 3,239 % | 3,192 % |
| 129 | 5,985 % | 4,311 % | 3,819 % | 5,142 % | 3,242 % | 3,195 % |
| 130 | 5,981 % | 4,313 % | 3,818 % | 5,139 % | 3,245 % | 3,198 % |
| 131 | 5,977 % | 4,314 % | 3,816 % | 5,137 % | 3,247 % | 3,201 % |
| 132 | 5,974 % | 4,315 % | 3,814 % | 5,134 % | 3,250 % | 3,204 % |
| 133 | 5,970 % | 4,317 % | 3,813 % | 5,132 % | 3,253 % | 3,207 % |
| 134 | 5,967 % | 4,318 % | 3,811 % | 5,129 % | 3,255 % | 3,210 % |
| 135 | 5,963 % | 4,319 % | 3,810 % | 5,127 % | 3,258 % | 3,213 % |
| 136 | 5,960 % | 4,321 % | 3,808 % | 5,124 % | 3,260 % | 3,216 % |
| 137 | 5,956 % | 4,322 % | 3,807 % | 5,122 % | 3,263 % | 3,219 % |
| 138 | 5,953 % | 4,323 % | 3,805 % | 5,120 % | 3,265 % | 3,221 % |
| 139 | 5,950 % | 4,325 % | 3,804 % | 5,117 % | 3,268 % | 3,224 % |
| 140 | 5,947 % | 4,326 % | 3,802 % | 5,115 % | 3,270 % | 3,227 % |
| 141 | 5,943 % | 4,327 % | 3,801 % | 5,113 % | 3,272 % | 3,230 % |
| 142 | 5,940 % | 4,328 % | 3,799 % | 5,111 % | 3,275 % | 3,232 % |
| 143 | 5,937 % | 4,330 % | 3,798 % | 5,108 % | 3,277 % | 3,235 % |
| 144 | 5,934 % | 4,331 % | 3,797 % | 5,106 % | 3,279 % | 3,237 % |
| 145 | 5,931 % | 4,332 % | 3,795 % | 5,104 % | 3,281 % | 3,240 % |
| 146 | 5,928 % | 4,333 % | 3,794 % | 5,102 % | 3,284 % | 3,242 % |
| 147 | 5,925 % | 4,334 % | 3,793 % | 5,100 % | 3,286 % | 3,245 % |
| 148 | 5,922 % | 4,335 % | 3,791 % | 5,098 % | 3,288 % | 3,247 % |
| 149 | 5,919 % | 4,336 % | 3,790 % | 5,096 % | 3,290 % | 3,249 % |
| 150 | 5,917 % | 4,337 % | 3,789 % | 5,094 % | 3,292 % | 3,252 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

4,887 %

2,229 %

1,547 %

4,738 %

0,225 %

0,664 %

2

6,364 %

2,342 %

1,821 %

5,376 %

0,343 %

0,871 %

3

7,250 %

2,443 %

2,056 %

5,823 %

0,550 %

1,062 %

4

7,858 %

2,536 %

2,272 %

6,172 %

0,790 %

1,206 %

5

8,236 %

2,625 %

2,463 %

6,419 %

1,014 %

1,301 %

6

8,482 %

2,712 %

2,647 %

6,601 %

1,204 %

1,365 %

7

8,636 %

2,794 %

2,834 %

6,731 %

1,360 %

1,420 %

8

8,714 %

2,871 %

3,021 %

6,814 %

1,484 %

1,472 %

9

8,751 %

2,943 %

3,210 %

6,867 %

1,577 %

1,514 %

10

8,759 %

3,010 %

3,400 %

6,900 %

1,642 %

1,540 %

11

8,740 %

3,073 %

3,584 %

6,911 %

1,682 %

1,548 %

12

8,702 %

3,130 %

3,752 %

6,906 %

1,704 %

1,545 %

13

8,650 %

3,184 %

3,900 %

6,888 %

1,718 %

1,537 %

14

8,589 %

3,234 %

4,029 %

6,861 %

1,726 %

1,530 %

15

8,521 %

3,282 %

4,137 %

6,827 %

1,734 %

1,525 %

16

8,449 %

3,326 %

4,226 %

6,789 %

1,743 %

1,524 %

17

8,374 %

3,367 %

4,298 %

6,747 %

1,754 %

1,529 %

18

8,298 %

3,407 %

4,355 %

6,702 %

1,769 %

1,539 %

19

8,222 %

3,444 %

4,400 %

6,657 %

1,788 %

1,556 %

20

8,147 %

3,479 %

4,433 %

6,610 %

1,812 %

1,580 %

21

8,073 %

3,512 %

4,456 %

6,564 %

1,841 %

1,611 %

22

8,000 %

3,543 %

4,471 %

6,518 %

1,874 %

1,646 %

23

7,929 %

3,573 %

4,478 %

6,473 %

1,909 %

1,685 %

24

7,860 %

3,601 %

4,480 %

6,429 %

1,946 %

1,726 %

25

7,793 %

3,628 %

4,478 %

6,385 %

1,984 %

1,768 %

26

7,728 %

3,653 %

4,473 %

6,343 %

2,022 %

1,811 %

27

7,666 %

3,677 %

4,465 %

6,302 %

2,059 %

1,854 %

28

7,606 %

3,701 %

4,455 %

6,262 %

2,097 %

1,896 %

29

7,548 %

3,723 %

4,443 %

6,224 %

2,133 %

1,938 %

30

7,493 %

3,744 %

4,430 %

6,187 %

2,169 %

1,978 %

31

7,440 %

3,764 %

4,416 %

6,151 %

2,204 %

2,018 %

32

7,388 %

3,783 %

4,402 %

6,117 %

2,238 %

2,057 %

33

7,339 %

3,801 %

4,387 %

6,084 %

2,271 %

2,094 %

34

7,292 %

3,818 %

4,372 %

6,052 %

2,303 %

2,131 %

35

7,247 %

3,835 %

4,357 %

6,021 %

2,334 %

2,166 %

36

7,203 %

3,851 %

4,342 %

5,992 %

2,364 %

2,200 %

37

7,162 %

3,866 %

4,327 %

5,963 %

2,393 %

2,233 %

38

7,122 %

3,881 %

4,313 %

5,936 %

2,420 %

2,264 %

39

7,083 %

3,895 %

4,298 %

5,910 %

2,447 %

2,295 %

40

7,047 %

3,909 %

4,284 %

5,885 %

2,473 %

2,324 %

41

7,011 %

3,922 %

4,270 %

5,860 %

2,498 %

2,352 %

42

6,977 %

3,934 %

4,257 %

5,837 %

2,522 %

2,379 %

43

6,945 %

3,946 %

4,243 %

5,815 %

2,545 %

2,406 %

44

6,914 %

3,958 %

4,231 %

5,793 %

2,567 %

2,431 %

45

6,883 %

3,969 %

4,218 %

5,772 %

2,588 %

2,455 %

46

6,854 %

3,980 %

4,206 %

5,752 %

2,609 %

2,479 %

47

6,827 %

3,990 %

4,194 %

5,733 %

2,629 %

2,501 %

48

6,800 %

4,000 %

4,183 %

5,714 %

2,648 %

2,523 %

49

6,774 %

4,010 %

4,172 %

5,696 %

2,667 %

2,544 %

50

6,749 %

4,019 %

4,161 %

5,679 %

2,685 %

2,564 %

51

6,725 %

4,028 %

4,151 %

5,662 %

2,702 %

2,584 %

52

6,702 %

4,037 %

4,141 %

5,646 %

2,718 %

2,603 %

53

6,680 %

4,045 %

4,131 %

5,630 %

2,735 %

2,621 %

54

6,658 %

4,053 %

4,122 %

5,615 %

2,750 %

2,639 %

55

6,637 %

4,061 %

4,113 %

5,601 %

2,765 %

2,656 %

56

6,617 %

4,068 %

4,104 %

5,587 %

2,780 %

2,672 %

57

6,598 %

4,076 %

4,095 %

5,573 %

2,794 %

2,688 %

58

6,579 %

4,083 %

4,087 %

5,560 %

2,807 %

2,704 %

59

6,561 %

4,090 %

4,079 %

5,547 %

2,821 %

2,718 %

60

6,543 %

4,096 %

4,071 %

5,535 %

2,833 %

2,733 %

61

6,526 %

4,103 %

4,063 %

5,523 %

2,846 %

2,747 %

62

6,510 %

4,109 %

4,056 %

5,512 %

2,858 %

2,760 %

63

6,494 %

4,115 %

4,049 %

5,500 %

2,869 %

2,774 %

64

6,478 %

4,121 %

4,042 %

5,490 %

2,881 %

2,786 %

65

6,463 %

4,127 %

4,035 %

5,479 %

2,891 %

2,799 %

66

6,449 %

4,132 %

4,029 %

5,469 %

2,902 %

2,811 %

67

6,435 %

4,138 %

4,022 %

5,459 %

2,912 %

2,822 %

68

6,421 %

4,143 %

4,016 %

5,449 %

2,922 %

2,834 %

69

6,408 %

4,148 %

4,010 %

5,440 %

2,932 %

2,845 %

70

6,395 %

4,153 %

4,004 %

5,431 %

2,942 %

2,855 %

71

6,382 %

4,158 %

3,999 %

5,422 %

2,951 %

2,866 %

72

6,370 %

4,162 %

3,993 %

5,413 %

2,960 %

2,876 %

73

6,358 %

4,167 %

3,988 %

5,405 %

2,968 %

2,886 %

74

6,346 %

4,171 %

3,983 %

5,397 %

2,977 %

2,895 %

75

6,335 %

4,176 %

3,978 %

5,389 %

2,985 %

2,905 %

76

6,324 %

4,180 %

3,973 %

5,381 %

2,993 %

2,914 %

77

6,313 %

4,184 %

3,968 %

5,373 %

3,001 %

2,923 %

78

6,303 %

4,188 %

3,963 %

5,366 %

3,009 %

2,931 %

79

6,292 %

4,192 %

3,958 %

5,359 %

3,016 %

2,940 %

80

6,283 %

4,196 %

3,954 %

5,352 %

3,023 %

2,948 %

81

6,273 %

4,200 %

3,950 %

5,345 %

3,031 %

2,956 %

82

6,263 %

4,203 %

3,945 %

5,338 %

3,037 %

2,964 %

83

6,254 %

4,207 %

3,941 %

5,332 %

3,044 %

2,972 %

84

6,245 %

4,210 %

3,937 %

5,326 %

3,051 %

2,979 %

85

6,236 %

4,214 %

3,933 %

5,319 %

3,057 %

2,986 %

86

6,228 %

4,217 %

3,929 %

5,313 %

3,064 %

2,993 %

87

6,219 %

4,220 %

3,926 %

5,307 %

3,070 %

3,000 %

88

6,211 %

4,223 %

3,922 %

5,302 %

3,076 %

3,007 %

89

6,203 %

4,226 %

3,918 %

5,296 %

3,082 %

3,014 %

90

6,195 %

4,229 %

3,915 %

5,291 %

3,087 %

3,020 %

91

6,188 %

4,232 %

3,911 %

5,285 %

3,093 %

3,027 %

92

6,180 %

4,235 %

3,908 %

5,280 %

3,098 %

3,033 %

93

6,173 %

4,238 %

3,904 %

5,275 %

3,104 %

3,039 %

94

6,166 %

4,241 %

3,901 %

5,270 %

3,109 %

3,045 %

95

6,159 %

4,244 %

3,898 %

5,265 %

3,114 %

3,051 %

96

6,152 %

4,246 %

3,895 %

5,260 %

3,119 %

3,056 %

97

6,145 %

4,249 %

3,892 %

5,255 %

3,124 %

3,062 %

98

6,138 %

4,251 %

3,889 %

5,250 %

3,129 %

3,067 %

99

6,132 %

4,254 %

3,886 %

5,246 %

3,134 %

3,073 %

100

6,126 %

4,256 %

3,883 %

5,241 %

3,138 %

3,078 %

101

6,119 %

4,259 %

3,880 %

5,237 %

3,143 %

3,083 %

102

6,113 %

4,261 %

3,878 %

5,233 %

3,147 %

3,088 %

103

6,107 %

4,263 %

3,875 %

5,229 %

3,152 %

3,093 %

104

6,102 %

4,266 %

3,872 %

5,224 %

3,156 %

3,098 %

105

6,096 %

4,268 %

3,870 %

5,220 %

3,160 %

3,103 %

106

6,090 %

4,270 %

3,867 %

5,216 %

3,164 %

3,108 %

107

6,085 %

4,272 %

3,865 %

5,212 %

3,169 %

3,112 %

108

6,079 %

4,274 %

3,862 %

5,209 %

3,173 %

3,117 %

109

6,074 %

4,276 %

3,860 %

5,205 %

3,176 %

3,121 %

110

6,069 %

4,278 %

3,857 %

5,201 %

3,180 %

3,125 %

111

6,063 %

4,280 %

3,855 %

5,198 %

3,184 %

3,130 %

112

6,058 %

4,282 %

3,853 %

5,194 %

3,188 %

3,134 %

113

6,053 %

4,284 %

3,851 %

5,191 %

3,191 %

3,138 %

114

6,049 %

4,286 %

3,848 %

5,187 %

3,195 %

3,142 %

115

6,044 %

4,288 %

3,846 %

5,184 %

3,198 %

3,146 %

116

6,039 %

4,290 %

3,844 %

5,180 %

3,202 %

3,150 %

117

6,035 %

4,292 %

3,842 %

5,177 %

3,205 %

3,154 %

118

6,030 %

4,293 %

3,840 %

5,174 %

3,209 %

3,157 %

119

6,026 %

4,295 %

3,838 %

5,171 %

3,212 %

3,161 %

120

6,021 %

4,297 %

3,836 %

5,168 %

3,215 %

3,165 %

121

6,017 %

4,299 %

3,834 %

5,165 %

3,218 %

3,168 %

122

6,013 %

4,300 %

3,832 %

5,162 %

3,221 %

3,172 %

123

6,008 %

4,302 %

3,830 %

5,159 %

3,225 %

3,175 %

124

6,004 %

4,303 %

3,828 %

5,156 %

3,228 %

3,179 %

125

6,000 %

4,305 %

3,826 %

5,153 %

3,231 %

3,182 %

126

5,996 %

4,307 %

3,825 %

5,150 %

3,233 %

3,186 %

127

5,992 %

4,308 %

3,823 %

5,147 %

3,236 %

3,189 %

128

5,988 %

4,310 %

3,821 %

5,145 %

3,239 %

3,192 %

129

5,985 %

4,311 %

3,819 %

5,142 %

3,242 %

3,195 %

130

5,981 %

4,313 %

3,818 %

5,139 %

3,245 %

3,198 %

131

5,977 %

4,314 %

3,816 %

5,137 %

3,247 %

3,201 %

132

5,974 %

4,315 %

3,814 %

5,134 %

3,250 %

3,204 %

133

5,970 %

4,317 %

3,813 %

5,132 %

3,253 %

3,207 %

134

5,967 %

4,318 %

3,811 %

5,129 %

3,255 %

3,210 %

135

5,963 %

4,319 %

3,810 %

5,127 %

3,258 %

3,213 %

136

5,960 %

4,321 %

3,808 %

5,124 %

3,260 %

3,216 %

137

5,956 %

4,322 %

3,807 %

5,122 %

3,263 %

3,219 %

138

5,953 %

4,323 %

3,805 %

5,120 %

3,265 %

3,221 %

139

5,950 %

4,325 %

3,804 %

5,117 %

3,268 %

3,224 %

140

5,947 %

4,326 %

3,802 %

5,115 %

3,270 %

3,227 %

141

5,943 %

4,327 %

3,801 %

5,113 %

3,272 %

3,230 %

142

5,940 %

4,328 %

3,799 %

5,111 %

3,275 %

3,232 %

143

5,937 %

4,330 %

3,798 %

5,108 %

3,277 %

3,235 %

144

5,934 %

4,331 %

3,797 %

5,106 %

3,279 %

3,237 %

145

5,931 %

4,332 %

3,795 %

5,104 %

3,281 %

3,240 %

146

5,928 %

4,333 %

3,794 %

5,102 %

3,284 %

3,242 %

147

5,925 %

4,334 %

3,793 %

5,100 %

3,286 %

3,245 %

148

5,922 %

4,335 %

3,791 %

5,098 %

3,288 %

3,247 %

149

5,919 %

4,336 %

3,790 %

5,096 %

3,290 %

3,249 %

150

5,917 %

4,337 %

3,789 %

5,094 %

3,292 %

3,252 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 19,020 % | 0,086 % | -0,145 % |
| 2 | 18,801 % | 0,167 % | -0,130 % |
| 3 | 18,698 % | 0,392 % | -0,122 % |
| 4 | 18,670 % | 0,668 % | -0,111 % |
| 5 | 18,708 % | 0,936 % | -0,091 % |
| 6 | 18,721 % | 1,163 % | -0,066 % |
| 7 | 18,725 % | 1,341 % | -0,039 % |
| 8 | 18,744 % | 1,479 % | -0,011 % |
| 9 | 18,746 % | 1,595 % | 0,019 % |
| 10 | 18,693 % | 1,695 % | 0,053 % |
| 11 | 18,587 % | 1,778 % | 0,085 % |
| 12 | 18,439 % | 1,847 % | 0,116 % |
| 13 | 18,256 % | 1,903 % | 0,147 % |
| 14 | 18,044 % | 1,950 % | 0,178 % |
| 15 | 17,809 % | 1,989 % | 0,210 % |
| 16 | 17,555 % | 2,022 % | 0,242 % |
| 17 | 17,286 % | 2,050 % | 0,272 % |
| 18 | 17,006 % | 2,073 % | 0,298 % |
| 19 | 16,718 % | 2,090 % | 0,319 % |
| 20 | 16,425 % | 2,103 % | 0,334 % |
| 21 | 16,131 % | 2,111 % | 0,342 % |
| 22 | 15,836 % | 2,115 % | 0,347 % |
| 23 | 15,544 % | 2,119 % | 0,351 % |
| 24 | 15,257 % | 2,123 % | 0,357 % |
| 25 | 14,975 % | 2,127 % | 0,365 % |
| 26 | 14,700 % | 2,133 % | 0,378 % |
| 27 | 14,432 % | 2,139 % | 0,396 % |
| 28 | 14,174 % | 2,141 % | 0,418 % |
| 29 | 13,923 % | 2,139 % | 0,446 % |
| 30 | 13,682 % | 2,132 % | 0,481 % |
| 31 | 13,451 % | 2,118 % | 0,521 % |
| 32 | 13,228 % | 2,099 % | 0,567 % |
| 33 | 13,015 % | 2,078 % | 0,615 % |
| 34 | 12,810 % | 2,055 % | 0,665 % |
| 35 | 12,614 % | 2,033 % | 0,717 % |
| 36 | 12,427 % | 2,010 % | 0,770 % |
| 37 | 12,247 % | 1,990 % | 0,822 % |
| 38 | 12,076 % | 1,970 % | 0,874 % |
| 39 | 11,911 % | 1,953 % | 0,926 % |
| 40 | 11,754 % | 1,938 % | 0,977 % |
| 41 | 11,604 % | 1,925 % | 1,027 % |
| 42 | 11,460 % | 1,915 % | 1,076 % |
| 43 | 11,322 % | 1,907 % | 1,124 % |
| 44 | 11,190 % | 1,901 % | 1,170 % |
| 45 | 11,063 % | 1,898 % | 1,216 % |
| 46 | 10,942 % | 1,898 % | 1,260 % |
| 47 | 10,825 % | 1,899 % | 1,303 % |
| 48 | 10,713 % | 1,904 % | 1,344 % |
| 49 | 10,606 % | 1,910 % | 1,384 % |
| 50 | 10,502 % | 1,919 % | 1,424 % |
| 51 | 10,403 % | 1,931 % | 1,461 % |
| 52 | 10,308 % | 1,945 % | 1,498 % |
| 53 | 10,216 % | 1,960 % | 1,534 % |
| 54 | 10,127 % | 1,976 % | 1,568 % |
| 55 | 10,042 % | 1,994 % | 1,602 % |
| 56 | 9,959 % | 2,012 % | 1,634 % |
| 57 | 9,880 % | 2,030 % | 1,666 % |
| 58 | 9,803 % | 2,049 % | 1,696 % |
| 59 | 9,729 % | 2,068 % | 1,726 % |
| 60 | 9,657 % | 2,088 % | 1,754 % |
| 61 | 9,588 % | 2,107 % | 1,782 % |
| 62 | 9,521 % | 2,127 % | 1,809 % |
| 63 | 9,456 % | 2,146 % | 1,835 % |
| 64 | 9,393 % | 2,165 % | 1,861 % |
| 65 | 9,332 % | 2,184 % | 1,886 % |
| 66 | 9,273 % | 2,202 % | 1,910 % |
| 67 | 9,216 % | 2,221 % | 1,933 % |
| 68 | 9,160 % | 2,239 % | 1,956 % |
| 69 | 9,107 % | 2,257 % | 1,978 % |
| 70 | 9,054 % | 2,274 % | 1,999 % |
| 71 | 9,003 % | 2,291 % | 2,020 % |
| 72 | 8,954 % | 2,308 % | 2,040 % |
| 73 | 8,906 % | 2,325 % | 2,060 % |
| 74 | 8,859 % | 2,341 % | 2,079 % |
| 75 | 8,814 % | 2,357 % | 2,098 % |
| 76 | 8,769 % | 2,372 % | 2,116 % |
| 77 | 8,726 % | 2,387 % | 2,134 % |
| 78 | 8,684 % | 2,402 % | 2,151 % |
| 79 | 8,643 % | 2,417 % | 2,168 % |
| 80 | 8,604 % | 2,431 % | 2,185 % |
| 81 | 8,565 % | 2,445 % | 2,201 % |
| 82 | 8,527 % | 2,459 % | 2,217 % |
| 83 | 8,490 % | 2,472 % | 2,232 % |
| 84 | 8,454 % | 2,485 % | 2,247 % |
| 85 | 8,419 % | 2,498 % | 2,262 % |
| 86 | 8,384 % | 2,511 % | 2,276 % |
| 87 | 8,351 % | 2,523 % | 2,290 % |
| 88 | 8,318 % | 2,535 % | 2,303 % |
| 89 | 8,286 % | 2,547 % | 2,317 % |
| 90 | 8,254 % | 2,558 % | 2,330 % |
| 91 | 8,224 % | 2,569 % | 2,343 % |
| 92 | 8,194 % | 2,581 % | 2,355 % |
| 93 | 8,164 % | 2,591 % | 2,367 % |
| 94 | 8,136 % | 2,602 % | 2,379 % |
| 95 | 8,108 % | 2,612 % | 2,391 % |
| 96 | 8,080 % | 2,623 % | 2,403 % |
| 97 | 8,053 % | 2,633 % | 2,414 % |
| 98 | 8,027 % | 2,642 % | 2,425 % |
| 99 | 8,001 % | 2,652 % | 2,436 % |
| 100 | 7,976 % | 2,661 % | 2,446 % |
| 101 | 7,951 % | 2,671 % | 2,457 % |
| 102 | 7,927 % | 2,680 % | 2,467 % |
| 103 | 7,903 % | 2,688 % | 2,477 % |
| 104 | 7,879 % | 2,697 % | 2,487 % |
| 105 | 7,856 % | 2,706 % | 2,496 % |
| 106 | 7,834 % | 2,714 % | 2,506 % |
| 107 | 7,812 % | 2,722 % | 2,515 % |
| 108 | 7,790 % | 2,730 % | 2,524 % |
| 109 | 7,769 % | 2,738 % | 2,533 % |
| 110 | 7,748 % | 2,746 % | 2,542 % |
| 111 | 7,728 % | 2,754 % | 2,550 % |
| 112 | 7,708 % | 2,761 % | 2,559 % |
| 113 | 7,688 % | 2,769 % | 2,567 % |
| 114 | 7,669 % | 2,776 % | 2,575 % |
| 115 | 7,649 % | 2,783 % | 2,583 % |
| 116 | 7,631 % | 2,790 % | 2,591 % |
| 117 | 7,612 % | 2,797 % | 2,599 % |
| 118 | 7,594 % | 2,804 % | 2,606 % |
| 119 | 7,577 % | 2,810 % | 2,614 % |
| 120 | 7,559 % | 2,817 % | 2,621 % |
| 121 | 7,542 % | 2,823 % | 2,628 % |
| 122 | 7,525 % | 2,830 % | 2,635 % |
| 123 | 7,508 % | 2,836 % | 2,642 % |
| 124 | 7,492 % | 2,842 % | 2,649 % |
| 125 | 7,476 % | 2,848 % | 2,656 % |
| 126 | 7,460 % | 2,854 % | 2,663 % |
| 127 | 7,445 % | 2,860 % | 2,669 % |
| 128 | 7,429 % | 2,866 % | 2,676 % |
| 129 | 7,414 % | 2,871 % | 2,682 % |
| 130 | 7,399 % | 2,877 % | 2,688 % |
| 131 | 7,385 % | 2,882 % | 2,695 % |
| 132 | 7,370 % | 2,888 % | 2,701 % |
| 133 | 7,356 % | 2,893 % | 2,707 % |
| 134 | 7,342 % | 2,898 % | 2,713 % |
| 135 | 7,328 % | 2,904 % | 2,718 % |
| 136 | 7,315 % | 2,909 % | 2,724 % |
| 137 | 7,301 % | 2,914 % | 2,730 % |
| 138 | 7,288 % | 2,919 % | 2,735 % |
| 139 | 7,275 % | 2,924 % | 2,741 % |
| 140 | 7,262 % | 2,928 % | 2,746 % |
| 141 | 7,250 % | 2,933 % | 2,752 % |
| 142 | 7,237 % | 2,938 % | 2,757 % |
| 143 | 7,225 % | 2,942 % | 2,762 % |
| 144 | 7,213 % | 2,947 % | 2,767 % |
| 145 | 7,201 % | 2,952 % | 2,772 % |
| 146 | 7,189 % | 2,956 % | 2,777 % |
| 147 | 7,178 % | 2,960 % | 2,782 % |
| 148 | 7,166 % | 2,965 % | 2,787 % |
| 149 | 7,155 % | 2,969 % | 2,792 % |
| 150 | 7,144 % | 2,973 % | 2,796 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

19,020 %

0,086 %

-0,145 %

2

18,801 %

0,167 %

-0,130 %

3

18,698 %

0,392 %

-0,122 %

4

18,670 %

0,668 %

-0,111 %

5

18,708 %

0,936 %

-0,091 %

6

18,721 %

1,163 %

-0,066 %

7

18,725 %

1,341 %

-0,039 %

8

18,744 %

1,479 %

-0,011 %

9

18,746 %

1,595 %

0,019 %

10

18,693 %

1,695 %

0,053 %

11

18,587 %

1,778 %

0,085 %

12

18,439 %

1,847 %

0,116 %

13

18,256 %

1,903 %

0,147 %

14

18,044 %

1,950 %

0,178 %

15

17,809 %

1,989 %

0,210 %

16

17,555 %

2,022 %

0,242 %

17

17,286 %

2,050 %

0,272 %

18

17,006 %

2,073 %

0,298 %

19

16,718 %

2,090 %

0,319 %

20

16,425 %

2,103 %

0,334 %

21

16,131 %

2,111 %

0,342 %

22

15,836 %

2,115 %

0,347 %

23

15,544 %

2,119 %

0,351 %

24

15,257 %

2,123 %

0,357 %

25

14,975 %

2,127 %

0,365 %

26

14,700 %

2,133 %

0,378 %

27

14,432 %

2,139 %

0,396 %

28

14,174 %

2,141 %

0,418 %

29

13,923 %

2,139 %

0,446 %

30

13,682 %

2,132 %

0,481 %

31

13,451 %

2,118 %

0,521 %

32

13,228 %

2,099 %

0,567 %

33

13,015 %

2,078 %

0,615 %

34

12,810 %

2,055 %

0,665 %

35

12,614 %

2,033 %

0,717 %

36

12,427 %

2,010 %

0,770 %

37

12,247 %

1,990 %

0,822 %

38

12,076 %

1,970 %

0,874 %

39

11,911 %

1,953 %

0,926 %

40

11,754 %

1,938 %

0,977 %

41

11,604 %

1,925 %

1,027 %

42

11,460 %

1,915 %

1,076 %

43

11,322 %

1,907 %

1,124 %

44

11,190 %

1,901 %

1,170 %

45

11,063 %

1,898 %

1,216 %

46

10,942 %

1,898 %

1,260 %

47

10,825 %

1,899 %

1,303 %

48

10,713 %

1,904 %

1,344 %

49

10,606 %

1,910 %

1,384 %

50

10,502 %

1,919 %

1,424 %

51

10,403 %

1,931 %

1,461 %

52

10,308 %

1,945 %

1,498 %

53

10,216 %

1,960 %

1,534 %

54

10,127 %

1,976 %

1,568 %

55

10,042 %

1,994 %

1,602 %

56

9,959 %

2,012 %

1,634 %

57

9,880 %

2,030 %

1,666 %

58

9,803 %

2,049 %

1,696 %

59

9,729 %

2,068 %

1,726 %

60

9,657 %

2,088 %

1,754 %

61

9,588 %

2,107 %

1,782 %

62

9,521 %

2,127 %

1,809 %

63

9,456 %

2,146 %

1,835 %

64

9,393 %

2,165 %

1,861 %

65

9,332 %

2,184 %

1,886 %

66

9,273 %

2,202 %

1,910 %

67

9,216 %

2,221 %

1,933 %

68

9,160 %

2,239 %

1,956 %

69

9,107 %

2,257 %

1,978 %

70

9,054 %

2,274 %

1,999 %

71

9,003 %

2,291 %

2,020 %

72

8,954 %

2,308 %

2,040 %

73

8,906 %

2,325 %

2,060 %

74

8,859 %

2,341 %

2,079 %

75

8,814 %

2,357 %

2,098 %

76

8,769 %

2,372 %

2,116 %

77

8,726 %

2,387 %

2,134 %

78

8,684 %

2,402 %

2,151 %

79

8,643 %

2,417 %

2,168 %

80

8,604 %

2,431 %

2,185 %

81

8,565 %

2,445 %

2,201 %

82

8,527 %

2,459 %

2,217 %

83

8,490 %

2,472 %

2,232 %

84

8,454 %

2,485 %

2,247 %

85

8,419 %

2,498 %

2,262 %

86

8,384 %

2,511 %

2,276 %

87

8,351 %

2,523 %

2,290 %

88

8,318 %

2,535 %

2,303 %

89

8,286 %

2,547 %

2,317 %

90

8,254 %

2,558 %

2,330 %

91

8,224 %

2,569 %

2,343 %

92

8,194 %

2,581 %

2,355 %

93

8,164 %

2,591 %

2,367 %

94

8,136 %

2,602 %

2,379 %

95

8,108 %

2,612 %

2,391 %

96

8,080 %

2,623 %

2,403 %

97

8,053 %

2,633 %

2,414 %

98

8,027 %

2,642 %

2,425 %

99

8,001 %

2,652 %

2,436 %

100

7,976 %

2,661 %

2,446 %

101

7,951 %

2,671 %

2,457 %

102

7,927 %

2,680 %

2,467 %

103

7,903 %

2,688 %

2,477 %

104

7,879 %

2,697 %

2,487 %

105

7,856 %

2,706 %

2,496 %

106

7,834 %

2,714 %

2,506 %

107

7,812 %

2,722 %

2,515 %

108

7,790 %

2,730 %

2,524 %

109

7,769 %

2,738 %

2,533 %

110

7,748 %

2,746 %

2,542 %

111

7,728 %

2,754 %

2,550 %

112

7,708 %

2,761 %

2,559 %

113

7,688 %

2,769 %

2,567 %

114

7,669 %

2,776 %

2,575 %

115

7,649 %

2,783 %

2,583 %

116

7,631 %

2,790 %

2,591 %

117

7,612 %

2,797 %

2,599 %

118

7,594 %

2,804 %

2,606 %

119

7,577 %

2,810 %

2,614 %

120

7,559 %

2,817 %

2,621 %

121

7,542 %

2,823 %

2,628 %

122

7,525 %

2,830 %

2,635 %

123

7,508 %

2,836 %

2,642 %

124

7,492 %

2,842 %

2,649 %

125

7,476 %

2,848 %

2,656 %

126

7,460 %

2,854 %

2,663 %

127

7,445 %

2,860 %

2,669 %

128

7,429 %

2,866 %

2,676 %

129

7,414 %

2,871 %

2,682 %

130

7,399 %

2,877 %

2,688 %

131

7,385 %

2,882 %

2,695 %

132

7,370 %

2,888 %

2,701 %

133

7,356 %

2,893 %

2,707 %

134

7,342 %

2,898 %

2,713 %

135

7,328 %

2,904 %

2,718 %

136

7,315 %

2,909 %

2,724 %

137

7,301 %

2,914 %

2,730 %

138

7,288 %

2,919 %

2,735 %

139

7,275 %

2,924 %

2,741 %

140

7,262 %

2,928 %

2,746 %

141

7,250 %

2,933 %

2,752 %

142

7,237 %

2,938 %

2,757 %

143

7,225 %

2,942 %

2,762 %

144

7,213 %

2,947 %

2,767 %

145

7,201 %

2,952 %

2,772 %

146

7,189 %

2,956 %

2,777 %

147

7,178 %

2,960 %

2,782 %

148

7,166 %

2,965 %

2,787 %

149

7,155 %

2,969 %

2,792 %

150

7,144 %

2,973 %

2,796 %

---

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 | 30 | 5 | 0 | 24 | 1 |
| 2 | 0 | 0 | 38 | 5 | 0 | 40 | 0 |
| 3 | 0 | 1 | 43 | 5 | 1 | 45 | 0 |
| 4 | 0 | 2 | 46 | 5 | 2 | 46 | 0 |
| 5 | 0 | 3 | 50 | 5 | 4 | 49 | 0 |
| 6 | 1 | 4 | 53 | 5 | 6 | 52 | 0 |
| 7 | 2 | 5 | 56 | 5 | 8 | 53 | 0 |
| 8 | 2 | 6 | 57 | 5 | 11 | 52 | 0 |
| 9 | 3 | 7 | 59 | 5 | 12 | 50 | 0 |
| 10 | 3 | 8 | 61 | 5 | 13 | 49 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

30

5

0

24

1

2

0

0

38

5

0

40

0

3

0

1

43

5

1

45

0

4

0

2

46

5

2

46

0

5

0

3

50

5

4

49

0

6

1

4

53

5

6

52

0

7

2

5

56

5

8

53

0

8

2

6

57

5

11

52

0

9

3

7

59

5

12

50

0

10

3

8

61

5

13

49

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 378 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 235 | 4 | 21 |
| 3 | 1 | 0 | 0 | 0 | 209 | 4 | 24 |
| 4 | 2 | 0 | 0 | 0 | 182 | 4 | 25 |
| 5 | 3 | 0 | 0 | 0 | 167 | 4 | 26 |
| 6 | 4 | 0 | 0 | 0 | 164 | 4 | 27 |
| 7 | 5 | 0 | 0 | 0 | 162 | 4 | 28 |
| 8 | 6 | 0 | 1 | 0 | 166 | 2 | 29 |
| 9 | 7 | 0 | 2 | 0 | 168 | 1 | 30 |
| 10 | 8 | 0 | 3 | 0 | 170 | 4 | 30 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

378

4

15

2

0

0

0

0

235

4

21

3

1

0

0

0

209

4

24

4

2

0

0

0

182

4

25

5

3

0

0

0

167

4

26

6

4

0

0

0

164

4

27

7

5

0

0

0

162

4

28

8

6

0

1

0

166

2

29

9

7

0

2

0

168

1

30

10

8

0

3

0

170

4

30

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

15

0

4

2

14

10

11

0

21

0

4

3

19

14

14

0

24

0

4

4

21

15

16

0

25

0

4

5

24

17

18

0

26

0

4

6

25

19

20

0

27

0

4

7

27

20

22

0

28

0

4

8

28

21

23

1

29

0

4

9

30

22

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 | 16 | 15 | 21 | 11 | 0 | 0 |
| 3 | 45 | 19 | 17 | 25 | 14 | 0 | 0 |
| 4 | 46 | 20 | 19 | 29 | 16 | 0 | 0 |
| 5 | 49 | 21 | 20 | 32 | 18 | 0 | 0 |
| 6 | 52 | 22 | 21 | 35 | 20 | 0 | 0 |
| 7 | 53 | 24 | 23 | 37 | 22 | 0 | 0 |
| 8 | 52 | 25 | 24 | 38 | 23 | 0 | 0 |
| 9 | 50 | 26 | 24 | 39 | 24 | 0 | 0 |
| 10 | 49 | 24 | 24 | 39 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

24

9

12

18

5

0

0

2

40

16

15

21

11

0

0

3

45

19

17

25

14

0

0

4

46

20

19

29

16

0

0

5

49

21

20

32

18

0

0

6

52

22

21

35

20

0

0

7

53

24

23

37

22

0

0

8

52

25

24

38

23

0

0

9

50

26

24

39

24

0

0

10

49

24

24

39

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 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 40 | 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

37

0

10

0

0

10

6

3

40

0

10

0

0

10

7

4

42

0

10

0

0

10

8

8

40

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 | 9 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 9 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 10 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 12 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 14 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 15 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 16 | 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

9

12

0

4

3

0

0

0

10

12

0

4

4

0

0

0

10

14

0

4

5

0

1

0

9

15

0

4

6

0

5

0

10

15

0

4

7

0

7

0

12

16

0

4

8

0

11

0

14

16

0

4

9

0

17

0

15

16

0

4

10

0

17

0

16

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 | 7 | 20 | 44 | 116 | 229 | 538 | 1205 |
| 2 | 7 | 20 | 44 | 116 | 229 | 538 | 968 |
| 3 | 8 | 22 | 45 | 110 | 225 | 534 | 789 |
| 4 | 9 | 25 | 48 | 112 | 224 | 533 | 653 |
| 5 | 10 | 27 | 53 | 115 | 224 | 533 | 549 |
| 6 | 11 | 29 | 56 | 120 | 224 | 533 | 533 |
| 7 | 13 | 31 | 58 | 122 | 224 | 533 | 533 |
| 8 | 12 | 32 | 58 | 121 | 224 | 533 | 533 |
| 9 | 13 | 33 | 58 | 120 | 224 | 533 | 533 |
| 10 | 13 | 34 | 58 | 120 | 224 | 533 | 533 |
| 11 | 14 | 35 | 58 | 121 | 224 | 533 | 533 |
| 12 | 14 | 36 | 58 | 121 | 224 | 533 | 533 |
| 13 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 14 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 15 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 16 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 17 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 18 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 19 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 20 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 21 | 15 | 37 | 58 | 121 | 224 | 533 | 533 |
| 22 | 17 | 37 | 58 | 121 | 224 | 533 | 533 |
| 23 | 17 | 37 | 58 | 121 | 224 | 533 | 533 |
| 24 | 18 | 37 | 58 | 121 | 224 | 533 | 533 |
| 25 | 18 | 37 | 58 | 121 | 224 | 533 | 533 |
| 26 | 19 | 37 | 58 | 121 | 224 | 533 | 533 |
| 27 | 19 | 37 | 58 | 121 | 224 | 533 | 533 |
| 28 | 21 | 37 | 58 | 121 | 224 | 533 | 533 |
| 29 | 21 | 37 | 58 | 121 | 224 | 533 | 533 |
| 30 | 22 | 37 | 58 | 121 | 224 | 533 | 533 |

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

7

20

44

116

229

538

1205

2

7

20

44

116

229

538

968

3

8

22

45

110

225

534

789

4

9

25

48

112

224

533

653

5

10

27

53

115

224

533

549

6

11

29

56

120

224

533

533

7

13

31

58

122

224

533

533

8

12

32

58

121

224

533

533

9

13

33

58

120

224

533

533

10

13

34

58

120

224

533

533

11

14

35

58

121

224

533

533

12

14

36

58

121

224

533

533

13

15

37

58

121

224

533

533

14

15

37

58

121

224

533

533

15

15

37

58

121

224

533

533

16

15

37

58

121

224

533

533

17

15

37

58

121

224

533

533

18

15

37

58

121

224

533

533

19

15

37

58

121

224

533

533

20

15

37

58

121

224

533

533

21

15

37

58

121

224

533

533

22

17

37

58

121

224

533

533

23

17

37

58

121

224

533

533

24

18

37

58

121

224

533

533

25

18

37

58

121

224

533

533

26

19

37

58

121

224

533

533

27

19

37

58

121

224

533

533

28

21

37

58

121

224

533

533

29

21

37

58

121

224

533

533

30

22

37

58

121

224

533

533

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 | 51 | 123 | 236 | 545 | 1 225 |
| 2 | 16 | 29 | 53 | 125 | 238 | 547 | 990 |
| 3 | 17 | 32 | 55 | 119 | 235 | 544 | 809 |
| 4 | 18 | 34 | 57 | 121 | 234 | 543 | 671 |
| 5 | 19 | 36 | 62 | 124 | 233 | 542 | 565 |
| 6 | 20 | 38 | 65 | 128 | 233 | 542 | 542 |
| 7 | 20 | 39 | 66 | 130 | 232 | 541 | 541 |
| 8 | 20 | 39 | 65 | 128 | 231 | 541 | 541 |
| 9 | 19 | 40 | 64 | 127 | 231 | 540 | 540 |
| 10 | 19 | 40 | 64 | 127 | 230 | 540 | 540 |
| 11 | 20 | 41 | 64 | 126 | 230 | 539 | 539 |
| 12 | 19 | 41 | 63 | 126 | 229 | 538 | 538 |
| 13 | 19 | 41 | 63 | 125 | 229 | 538 | 538 |
| 14 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 15 | 18 | 41 | 62 | 124 | 228 | 537 | 537 |
| 16 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 17 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 18 | 18 | 40 | 61 | 123 | 227 | 536 | 536 |
| 19 | 18 | 40 | 61 | 124 | 227 | 536 | 536 |
| 20 | 18 | 40 | 62 | 124 | 227 | 537 | 537 |
| 21 | 18 | 41 | 62 | 124 | 228 | 537 | 537 |
| 22 | 19 | 41 | 62 | 124 | 228 | 537 | 537 |
| 23 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 24 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 25 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 26 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 27 | 21 | 41 | 62 | 125 | 228 | 537 | 537 |
| 28 | 21 | 41 | 62 | 125 | 228 | 537 | 537 |
| 29 | 22 | 41 | 62 | 124 | 228 | 537 | 537 |
| 30 | 22 | 41 | 62 | 124 | 228 | 537 | 537 |

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

51

123

236

545

1 225

2

16

29

53

125

238

547

990

3

17

32

55

119

235

544

809

4

18

34

57

121

234

543

671

5

19

36

62

124

233

542

565

6

20

38

65

128

233

542

542

7

20

39

66

130

232

541

541

8

20

39

65

128

231

541

541

9

19

40

64

127

231

540

540

10

19

40

64

127

230

540

540

11

20

41

64

126

230

539

539

12

19

41

63

126

229

538

538

13

19

41

63

125

229

538

538

14

19

41

62

125

228

537

537

15

18

41

62

124

228

537

537

16

18

40

61

124

227

536

536

17

18

40

61

124

227

536

536

18

18

40

61

123

227

536

536

19

18

40

61

124

227

536

536

20

18

40

62

124

227

537

537

21

18

41

62

124

228

537

537

22

19

41

62

124

228

537

537

23

19

41

62

125

228

537

537

24

19

41

62

125

228

537

537

25

19

41

62

125

228

537

537

26

19

41

62

125

228

537

537

27

21

41

62

125

228

537

537

28

21

41

62

125

228

537

537

29

22

41

62

124

228

537

537

30

22

41

62

124

228

537

537

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 | 116 | 229 | 538 | 1204 |
| 2 | 6 | 20 | 44 | 116 | 229 | 538 | 968 |
| 3 | 7 | 22 | 45 | 109 | 225 | 534 | 789 |
| 4 | 9 | 24 | 48 | 112 | 224 | 533 | 653 |
| 5 | 10 | 27 | 53 | 115 | 224 | 533 | 549 |
| 6 | 11 | 29 | 56 | 120 | 224 | 533 | 533 |
| 7 | 12 | 31 | 58 | 122 | 224 | 533 | 533 |
| 8 | 12 | 32 | 58 | 121 | 224 | 533 | 533 |
| 9 | 13 | 33 | 58 | 120 | 224 | 533 | 533 |
| 10 | 13 | 34 | 58 | 120 | 224 | 533 | 533 |
| 11 | 14 | 35 | 58 | 120 | 224 | 533 | 533 |
| 12 | 14 | 36 | 58 | 120 | 224 | 533 | 533 |
| 13 | 14 | 36 | 58 | 120 | 224 | 533 | 533 |
| 14 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 15 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 16 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 17 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 18 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 19 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 20 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 21 | 15 | 37 | 58 | 120 | 224 | 533 | 533 |
| 22 | 17 | 37 | 58 | 120 | 224 | 533 | 533 |
| 23 | 17 | 37 | 58 | 120 | 224 | 533 | 533 |
| 24 | 18 | 37 | 58 | 120 | 224 | 533 | 533 |
| 25 | 18 | 37 | 58 | 120 | 224 | 533 | 533 |
| 26 | 19 | 37 | 58 | 120 | 224 | 533 | 533 |
| 27 | 19 | 37 | 58 | 120 | 224 | 533 | 533 |
| 28 | 21 | 37 | 58 | 120 | 224 | 533 | 533 |
| 29 | 21 | 37 | 58 | 120 | 224 | 533 | 533 |
| 30 | 22 | 37 | 58 | 120 | 224 | 533 | 533 |

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

116

229

538

1204

2

6

20

44

116

229

538

968

3

7

22

45

109

225

534

789

4

9

24

48

112

224

533

653

5

10

27

53

115

224

533

549

6

11

29

56

120

224

533

533

7

12

31

58

122

224

533

533

8

12

32

58

121

224

533

533

9

13

33

58

120

224

533

533

10

13

34

58

120

224

533

533

11

14

35

58

120

224

533

533

12

14

36

58

120

224

533

533

13

14

36

58

120

224

533

533

14

15

37

58

120

224

533

533

15

15

37

58

120

224

533

533

16

15

37

58

120

224

533

533

17

15

37

58

120

224

533

533

18

15

37

58

120

224

533

533

19

15

37

58

120

224

533

533

20

15

37

58

120

224

533

533

21

15

37

58

120

224

533

533

22

17

37

58

120

224

533

533

23

17

37

58

120

224

533

533

24

18

37

58

120

224

533

533

25

18

37

58

120

224

533

533

26

19

37

58

120

224

533

533

27

19

37

58

120

224

533

533

28

21

37

58

120

224

533

533

29

21

37

58

120

224

533

533

30

22

37

58

120

224

533

533

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 | 78 | 92 | 115 | 187 | 300 | 610 | 1 228 |
| 2 | 75 | 88 | 112 | 184 | 297 | 606 | 991 |
| 3 | 79 | 93 | 116 | 181 | 296 | 605 | 810 |
| 4 | 78 | 94 | 117 | 181 | 293 | 602 | 672 |
| 5 | 77 | 94 | 120 | 182 | 291 | 600 | 600 |
| 6 | 77 | 95 | 122 | 185 | 289 | 599 | 599 |
| 7 | 76 | 95 | 121 | 186 | 288 | 597 | 597 |
| 8 | 75 | 95 | 120 | 184 | 287 | 596 | 596 |
| 9 | 74 | 95 | 119 | 182 | 286 | 595 | 595 |
| 10 | 71 | 92 | 116 | 179 | 282 | 591 | 591 |
| 11 | 70 | 91 | 114 | 176 | 280 | 589 | 589 |
| 12 | 69 | 90 | 113 | 175 | 278 | 588 | 588 |
| 13 | 68 | 90 | 112 | 174 | 278 | 587 | 587 |
| 14 | 68 | 90 | 112 | 174 | 277 | 587 | 587 |
| 15 | 68 | 90 | 111 | 174 | 277 | 586 | 586 |
| 16 | 67 | 89 | 111 | 173 | 276 | 586 | 586 |
| 17 | 67 | 89 | 110 | 173 | 276 | 585 | 585 |
| 18 | 66 | 88 | 110 | 172 | 276 | 585 | 585 |
| 19 | 66 | 88 | 109 | 171 | 275 | 584 | 584 |
| 20 | 65 | 87 | 109 | 171 | 274 | 584 | 584 |
| 21 | 64 | 86 | 108 | 170 | 274 | 583 | 583 |
| 22 | 64 | 86 | 107 | 169 | 273 | 582 | 582 |
| 23 | 63 | 85 | 106 | 168 | 272 | 581 | 581 |
| 24 | 62 | 84 | 105 | 167 | 271 | 580 | 580 |
| 25 | 61 | 83 | 104 | 166 | 270 | 579 | 579 |
| 26 | 60 | 82 | 103 | 165 | 269 | 578 | 578 |
| 27 | 59 | 81 | 102 | 164 | 268 | 577 | 577 |
| 28 | 58 | 80 | 101 | 163 | 267 | 576 | 576 |
| 29 | 57 | 79 | 100 | 162 | 266 | 575 | 575 |
| 30 | 56 | 78 | 99 | 161 | 265 | 574 | 574 |

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

78

92

115

187

300

610

1 228

2

75

88

112

184

297

606

991

3

79

93

116

181

296

605

810

4

78

94

117

181

293

602

672

5

77

94

120

182

291

600

600

6

77

95

122

185

289

599

599

7

76

95

121

186

288

597

597

8

75

95

120

184

287

596

596

9

74

95

119

182

286

595

595

10

71

92

116

179

282

591

591

11

70

91

114

176

280

589

589

12

69

90

113

175

278

588

588

13

68

90

112

174

278

587

587

14

68

90

112

174

277

587

587

15

68

90

111

174

277

586

586

16

67

89

111

173

276

586

586

17

67

89

110

173

276

585

585

18

66

88

110

172

276

585

585

19

66

88

109

171

275

584

584

20

65

87

109

171

274

584

584

21

64

86

108

170

274

583

583

22

64

86

107

169

273

582

582

23

63

85

106

168

272

581

581

24

62

84

105

167

271

580

580

25

61

83

104

166

270

579

579

26

60

82

103

165

269

578

578

27

59

81

102

164

268

577

577

28

58

80

101

163

267

576

576

29

57

79

100

162

266

575

575

30

56

78

99

161

265

574

574

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 | 120 | 232 | 542 | 1214 |
| 2 | 12 | 25 | 49 | 121 | 234 | 543 | 976 |
| 3 | 14 | 29 | 52 | 116 | 232 | 541 | 796 |
| 4 | 16 | 32 | 55 | 119 | 231 | 540 | 659 |
| 5 | 17 | 34 | 60 | 122 | 231 | 541 | 554 |
| 6 | 18 | 36 | 63 | 127 | 231 | 541 | 541 |
| 7 | 19 | 38 | 65 | 129 | 231 | 540 | 540 |
| 8 | 19 | 39 | 64 | 128 | 231 | 540 | 540 |
| 9 | 19 | 39 | 64 | 127 | 230 | 539 | 539 |
| 10 | 19 | 40 | 64 | 126 | 230 | 539 | 539 |
| 11 | 19 | 41 | 64 | 126 | 230 | 539 | 539 |
| 12 | 20 | 41 | 64 | 126 | 229 | 539 | 539 |
| 13 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 14 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 15 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 16 | 20 | 42 | 63 | 126 | 229 | 538 | 538 |
| 17 | 20 | 42 | 63 | 126 | 229 | 538 | 538 |
| 18 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 19 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 20 | 21 | 43 | 64 | 126 | 230 | 539 | 539 |
| 21 | 21 | 43 | 65 | 127 | 230 | 540 | 540 |
| 22 | 21 | 43 | 65 | 127 | 231 | 540 | 540 |
| 23 | 21 | 44 | 65 | 127 | 231 | 540 | 540 |
| 24 | 21 | 44 | 65 | 127 | 231 | 540 | 540 |
| 25 | 21 | 44 | 65 | 127 | 231 | 540 | 540 |
| 26 | 21 | 44 | 65 | 127 | 231 | 540 | 540 |
| 27 | 21 | 44 | 65 | 127 | 231 | 540 | 540 |
| 28 | 21 | 43 | 65 | 127 | 231 | 540 | 540 |
| 29 | 22 | 43 | 65 | 127 | 230 | 540 | 540 |
| 30 | 22 | 43 | 65 | 127 | 230 | 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

10

24

48

120

232

542

1214

2

12

25

49

121

234

543

976

3

14

29

52

116

232

541

796

4

16

32

55

119

231

540

659

5

17

34

60

122

231

541

554

6

18

36

63

127

231

541

541

7

19

38

65

129

231

540

540

8

19

39

64

128

231

540

540

9

19

39

64

127

230

539

539

10

19

40

64

126

230

539

539

11

19

41

64

126

230

539

539

12

20

41

64

126

229

539

539

13

20

42

64

126

229

539

539

14

20

42

64

126

229

539

539

15

20

42

64

126

229

539

539

16

20

42

63

126

229

538

538

17

20

42

63

126

229

538

538

18

20

42

64

126

229

539

539

19

20

42

64

126

229

539

539

20

21

43

64

126

230

539

539

21

21

43

65

127

230

540

540

22

21

43

65

127

231

540

540

23

21

44

65

127

231

540

540

24

21

44

65

127

231

540

540

25

21

44

65

127

231

540

540

26

21

44

65

127

231

540

540

27

21

44

65

127

231

540

540

28

21

43

65

127

231

540

540

29

22

43

65

127

230

540

540

30

22

43

65

127

230

540

540

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 | 48 | 62 | 85 | 157 | 270 | 580 | 1212 |
| 2 | 52 | 65 | 89 | 161 | 274 | 583 | 976 |
| 3 | 57 | 72 | 95 | 159 | 275 | 584 | 796 |
| 4 | 61 | 76 | 100 | 163 | 276 | 585 | 659 |
| 5 | 63 | 80 | 105 | 168 | 277 | 586 | 586 |
| 6 | 64 | 82 | 109 | 172 | 277 | 586 | 586 |
| 7 | 65 | 84 | 110 | 174 | 276 | 585 | 585 |
| 8 | 64 | 83 | 109 | 172 | 275 | 585 | 585 |
| 9 | 63 | 83 | 108 | 170 | 274 | 583 | 583 |
| 10 | 62 | 83 | 107 | 169 | 273 | 582 | 582 |
| 11 | 61 | 83 | 106 | 168 | 271 | 581 | 581 |
| 12 | 60 | 82 | 104 | 167 | 270 | 579 | 579 |
| 13 | 59 | 81 | 103 | 165 | 269 | 578 | 578 |
| 14 | 58 | 80 | 102 | 164 | 268 | 577 | 577 |
| 15 | 57 | 79 | 101 | 163 | 267 | 576 | 576 |
| 16 | 56 | 78 | 100 | 162 | 266 | 575 | 575 |
| 17 | 56 | 78 | 99 | 161 | 265 | 574 | 574 |
| 18 | 55 | 77 | 99 | 161 | 264 | 574 | 574 |
| 19 | 54 | 77 | 98 | 160 | 264 | 573 | 573 |
| 20 | 54 | 76 | 97 | 160 | 263 | 572 | 572 |
| 21 | 53 | 75 | 97 | 159 | 263 | 572 | 572 |
| 22 | 53 | 75 | 96 | 158 | 262 | 571 | 571 |
| 23 | 52 | 74 | 95 | 158 | 261 | 570 | 570 |
| 24 | 51 | 73 | 95 | 157 | 260 | 570 | 570 |
| 25 | 50 | 72 | 94 | 156 | 259 | 569 | 569 |
| 26 | 49 | 72 | 93 | 155 | 259 | 568 | 568 |
| 27 | 49 | 71 | 92 | 154 | 258 | 567 | 567 |
| 28 | 48 | 70 | 91 | 154 | 257 | 566 | 566 |
| 29 | 47 | 69 | 90 | 153 | 256 | 565 | 565 |
| 30 | 46 | 68 | 90 | 152 | 255 | 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

48

62

85

157

270

580

1212

2

52

65

89

161

274

583

976

3

57

72

95

159

275

584

796

4

61

76

100

163

276

585

659

5

63

80

105

168

277

586

586

6

64

82

109

172

277

586

586

7

65

84

110

174

276

585

585

8

64

83

109

172

275

585

585

9

63

83

108

170

274

583

583

10

62

83

107

169

273

582

582

11

61

83

106

168

271

581

581

12

60

82

104

167

270

579

579

13

59

81

103

165

269

578

578

14

58

80

102

164

268

577

577

15

57

79

101

163

267

576

576

16

56

78

100

162

266

575

575

17

56

78

99

161

265

574

574

18

55

77

99

161

264

574

574

19

54

77

98

160

264

573

573

20

54

76

97

160

263

572

572

21

53

75

97

159

263

572

572

22

53

75

96

158

262

571

571

23

52

74

95

158

261

570

570

24

51

73

95

157

260

570

570

25

50

72

94

156

259

569

569

26

49

72

93

155

259

568

568

27

49

71

92

154

258

567

567

28

48

70

91

154

257

566

566

29

47

69

90

153

256

565

565

30

46

68

90

152

255

565

565

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 | 115 | 228 | 537 | 1204 |
| 2 | 6 | 19 | 43 | 115 | 228 | 537 | 968 |
| 3 | 7 | 21 | 44 | 109 | 224 | 533 | 789 |
| 4 | 8 | 24 | 47 | 111 | 223 | 533 | 653 |
| 5 | 9 | 26 | 52 | 114 | 223 | 532 | 549 |
| 6 | 10 | 28 | 55 | 119 | 223 | 532 | 532 |
| 7 | 12 | 31 | 57 | 121 | 223 | 532 | 532 |
| 8 | 12 | 31 | 57 | 120 | 223 | 532 | 532 |
| 9 | 12 | 32 | 57 | 120 | 223 | 532 | 532 |
| 10 | 12 | 33 | 57 | 120 | 223 | 532 | 532 |
| 11 | 13 | 34 | 57 | 120 | 223 | 532 | 532 |
| 12 | 13 | 35 | 57 | 120 | 223 | 532 | 532 |
| 13 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 14 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 15 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 16 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 17 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 18 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 19 | 14 | 36 | 57 | 120 | 223 | 532 | 532 |
| 20 | 15 | 36 | 57 | 120 | 223 | 532 | 532 |
| 21 | 15 | 36 | 57 | 120 | 223 | 532 | 532 |
| 22 | 17 | 36 | 57 | 120 | 223 | 532 | 532 |
| 23 | 17 | 36 | 57 | 120 | 223 | 532 | 532 |
| 24 | 18 | 36 | 58 | 120 | 223 | 532 | 532 |
| 25 | 18 | 36 | 58 | 120 | 223 | 533 | 533 |
| 26 | 19 | 36 | 58 | 120 | 223 | 533 | 533 |
| 27 | 19 | 36 | 58 | 120 | 223 | 533 | 533 |
| 28 | 21 | 36 | 58 | 120 | 223 | 533 | 533 |
| 29 | 21 | 36 | 58 | 120 | 223 | 533 | 533 |
| 30 | 22 | 36 | 58 | 120 | 223 | 533 | 533 |

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

115

228

537

1204

2

6

19

43

115

228

537

968

3

7

21

44

109

224

533

789

4

8

24

47

111

223

533

653

5

9

26

52

114

223

532

549

6

10

28

55

119

223

532

532

7

12

31

57

121

223

532

532

8

12

31

57

120

223

532

532

9

12

32

57

120

223

532

532

10

12

33

57

120

223

532

532

11

13

34

57

120

223

532

532

12

13

35

57

120

223

532

532

13

14

36

57

120

223

532

532

14

14

36

57

120

223

532

532

15

14

36

57

120

223

532

532

16

14

36

57

120

223

532

532

17

14

36

57

120

223

532

532

18

14

36

57

120

223

532

532

19

14

36

57

120

223

532

532

20

15

36

57

120

223

532

532

21

15

36

57

120

223

532

532

22

17

36

57

120

223

532

532

23

17

36

57

120

223

532

532

24

18

36

58

120

223

532

532

25

18

36

58

120

223

533

533

26

19

36

58

120

223

533

533

27

19

36

58

120

223

533

533

28

21

36

58

120

223

533

533

29

21

36

58

120

223

533

533

30

22

36

58

120

223

533

533

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 | 24 | 54 | 147 | 247 | 556 | 1 217 |
| 2 | 8 | 24 | 54 | 147 | 247 | 556 | 980 |
| 3 | 9 | 26 | 54 | 133 | 243 | 552 | 800 |
| 4 | 10 | 29 | 56 | 124 | 241 | 550 | 663 |
| 5 | 12 | 30 | 57 | 113 | 240 | 549 | 557 |
| 6 | 14 | 34 | 60 | 106 | 239 | 548 | 548 |
| 7 | 16 | 37 | 61 | 99 | 238 | 547 | 547 |
| 8 | 17 | 38 | 60 | 93 | 237 | 546 | 546 |
| 9 | 20 | 45 | 63 | 87 | 236 | 545 | 545 |
| 10 | 19 | 44 | 61 | 84 | 235 | 544 | 544 |
| 11 | 18 | 43 | 60 | 85 | 234 | 543 | 543 |
| 12 | 18 | 43 | 61 | 86 | 233 | 543 | 543 |
| 13 | 18 | 43 | 61 | 86 | 233 | 542 | 542 |
| 14 | 18 | 44 | 61 | 86 | 232 | 541 | 541 |
| 15 | 18 | 44 | 61 | 86 | 231 | 540 | 540 |
| 16 | 18 | 44 | 61 | 86 | 230 | 539 | 539 |
| 17 | 18 | 44 | 61 | 86 | 229 | 538 | 538 |
| 18 | 18 | 44 | 61 | 86 | 228 | 538 | 538 |
| 19 | 18 | 44 | 61 | 86 | 228 | 538 | 538 |
| 20 | 18 | 44 | 61 | 86 | 229 | 538 | 538 |
| 21 | 18 | 44 | 61 | 86 | 229 | 538 | 538 |
| 22 | 18 | 44 | 61 | 86 | 228 | 538 | 538 |
| 23 | 18 | 44 | 61 | 86 | 228 | 537 | 537 |
| 24 | 18 | 44 | 61 | 86 | 227 | 537 | 537 |
| 25 | 18 | 44 | 61 | 86 | 227 | 536 | 536 |
| 26 | 19 | 44 | 61 | 86 | 226 | 536 | 536 |
| 27 | 19 | 44 | 61 | 86 | 226 | 535 | 535 |
| 28 | 21 | 44 | 61 | 86 | 225 | 535 | 535 |
| 29 | 21 | 44 | 61 | 86 | 225 | 534 | 534 |
| 30 | 22 | 44 | 61 | 86 | 224 | 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

8

24

54

147

247

556

1 217

2

8

24

54

147

247

556

980

3

9

26

54

133

243

552

800

4

10

29

56

124

241

550

663

5

12

30

57

113

240

549

557

6

14

34

60

106

239

548

548

7

16

37

61

99

238

547

547

8

17

38

60

93

237

546

546

9

20

45

63

87

236

545

545

10

19

44

61

84

235

544

544

11

18

43

60

85

234

543

543

12

18

43

61

86

233

543

543

13

18

43

61

86

233

542

542

14

18

44

61

86

232

541

541

15

18

44

61

86

231

540

540

16

18

44

61

86

230

539

539

17

18

44

61

86

229

538

538

18

18

44

61

86

228

538

538

19

18

44

61

86

228

538

538

20

18

44

61

86

229

538

538

21

18

44

61

86

229

538

538

22

18

44

61

86

228

538

538

23

18

44

61

86

228

537

537

24

18

44

61

86

227

537

537

25

18

44

61

86

227

536

536

26

19

44

61

86

226

536

536

27

19

44

61

86

226

535

535

28

21

44

61

86

225

535

535

29

21

44

61

86

225

534

534

30

22

44

61

86

224

534

534

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 | 85 | 98 | 122 | 194 | 307 | 616 | 1 252 |
| 2 | 83 | 97 | 121 | 193 | 306 | 615 | 1 009 |
| 3 | 83 | 97 | 120 | 185 | 300 | 610 | 824 |
| 4 | 82 | 98 | 121 | 185 | 298 | 607 | 683 |
| 5 | 81 | 98 | 124 | 186 | 295 | 604 | 604 |
| 6 | 80 | 98 | 125 | 189 | 293 | 602 | 602 |
| 7 | 79 | 98 | 124 | 189 | 291 | 600 | 600 |
| 8 | 77 | 96 | 122 | 185 | 288 | 598 | 598 |
| 9 | 75 | 95 | 120 | 183 | 286 | 595 | 595 |
| 10 | 74 | 95 | 119 | 181 | 285 | 594 | 594 |
| 11 | 73 | 94 | 117 | 180 | 283 | 592 | 592 |
| 12 | 72 | 94 | 116 | 178 | 282 | 591 | 591 |
| 13 | 71 | 93 | 114 | 177 | 280 | 589 | 589 |
| 14 | 69 | 92 | 113 | 175 | 279 | 588 | 588 |
| 15 | 68 | 90 | 112 | 174 | 277 | 587 | 587 |
| 16 | 67 | 89 | 111 | 173 | 276 | 586 | 586 |
| 17 | 66 | 88 | 110 | 172 | 275 | 585 | 585 |
| 18 | 65 | 87 | 109 | 171 | 274 | 584 | 584 |
| 19 | 64 | 86 | 108 | 170 | 273 | 583 | 583 |
| 20 | 63 | 85 | 107 | 169 | 273 | 582 | 582 |
| 21 | 62 | 85 | 106 | 168 | 272 | 581 | 581 |
| 22 | 61 | 84 | 105 | 167 | 271 | 580 | 580 |
| 23 | 60 | 83 | 104 | 166 | 270 | 579 | 579 |
| 24 | 59 | 82 | 103 | 165 | 269 | 578 | 578 |
| 25 | 58 | 81 | 102 | 164 | 268 | 577 | 577 |
| 26 | 57 | 79 | 101 | 163 | 267 | 576 | 576 |
| 27 | 56 | 78 | 100 | 162 | 266 | 575 | 575 |
| 28 | 55 | 77 | 99 | 161 | 264 | 574 | 574 |
| 29 | 54 | 76 | 98 | 160 | 263 | 573 | 573 |
| 30 | 53 | 75 | 97 | 159 | 262 | 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

85

98

122

194

307

616

1 252

2

83

97

121

193

306

615

1 009

3

83

97

120

185

300

610

824

4

82

98

121

185

298

607

683

5

81

98

124

186

295

604

604

6

80

98

125

189

293

602

602

7

79

98

124

189

291

600

600

8

77

96

122

185

288

598

598

9

75

95

120

183

286

595

595

10

74

95

119

181

285

594

594

11

73

94

117

180

283

592

592

12

72

94

116

178

282

591

591

13

71

93

114

177

280

589

589

14

69

92

113

175

279

588

588

15

68

90

112

174

277

587

587

16

67

89

111

173

276

586

586

17

66

88

110

172

275

585

585

18

65

87

109

171

274

584

584

19

64

86

108

170

273

583

583

20

63

85

107

169

273

582

582

21

62

85

106

168

272

581

581

22

61

84

105

167

271

580

580

23

60

83

104

166

270

579

579

24

59

82

103

165

269

578

578

25

58

81

102

164

268

577

577

26

57

79

101

163

267

576

576

27

56

78

100

162

266

575

575

28

55

77

99

161

264

574

574

29

54

76

98

160

263

573

573

30

53

75

97

159

262

572

572

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 | 57 | 71 | 95 | 167 | 280 | 589 | 1213 |
| 2 | 56 | 70 | 94 | 166 | 279 | 588 | 977 |
| 3 | 57 | 71 | 94 | 159 | 274 | 583 | 798 |
| 4 | 57 | 73 | 96 | 160 | 272 | 582 | 662 |
| 5 | 57 | 74 | 99 | 162 | 271 | 580 | 580 |
| 6 | 56 | 74 | 101 | 165 | 269 | 578 | 578 |
| 7 | 56 | 75 | 101 | 166 | 268 | 577 | 577 |
| 8 | 55 | 74 | 100 | 163 | 266 | 575 | 575 |
| 9 | 53 | 74 | 98 | 161 | 265 | 574 | 574 |
| 10 | 53 | 74 | 98 | 160 | 264 | 573 | 573 |
| 11 | 52 | 74 | 97 | 159 | 263 | 572 | 572 |
| 12 | 52 | 74 | 96 | 158 | 262 | 571 | 571 |
| 13 | 52 | 74 | 95 | 158 | 261 | 570 | 570 |
| 14 | 51 | 73 | 95 | 157 | 261 | 570 | 570 |
| 15 | 51 | 73 | 94 | 157 | 260 | 569 | 569 |
| 16 | 50 | 72 | 93 | 156 | 259 | 568 | 568 |
| 17 | 49 | 71 | 93 | 155 | 259 | 568 | 568 |
| 18 | 49 | 71 | 92 | 155 | 258 | 567 | 567 |
| 19 | 48 | 70 | 92 | 154 | 258 | 567 | 567 |
| 20 | 48 | 70 | 92 | 154 | 257 | 567 | 567 |
| 21 | 48 | 70 | 91 | 154 | 257 | 566 | 566 |
| 22 | 47 | 70 | 91 | 153 | 257 | 566 | 566 |
| 23 | 47 | 69 | 90 | 153 | 256 | 565 | 565 |
| 24 | 46 | 68 | 90 | 152 | 256 | 565 | 565 |
| 25 | 46 | 68 | 89 | 151 | 255 | 564 | 564 |
| 26 | 45 | 67 | 89 | 151 | 254 | 564 | 564 |
| 27 | 44 | 66 | 88 | 150 | 254 | 563 | 563 |
| 28 | 44 | 66 | 87 | 149 | 253 | 562 | 562 |
| 29 | 43 | 65 | 86 | 149 | 252 | 561 | 561 |
| 30 | 42 | 64 | 86 | 148 | 251 | 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

57

71

95

167

280

589

1213

2

56

70

94

166

279

588

977

3

57

71

94

159

274

583

798

4

57

73

96

160

272

582

662

5

57

74

99

162

271

580

580

6

56

74

101

165

269

578

578

7

56

75

101

166

268

577

577

8

55

74

100

163

266

575

575

9

53

74

98

161

265

574

574

10

53

74

98

160

264

573

573

11

52

74

97

159

263

572

572

12

52

74

96

158

262

571

571

13

52

74

95

158

261

570

570

14

51

73

95

157

261

570

570

15

51

73

94

157

260

569

569

16

50

72

93

156

259

568

568

17

49

71

93

155

259

568

568

18

49

71

92

155

258

567

567

19

48

70

92

154

258

567

567

20

48

70

92

154

257

567

567

21

48

70

91

154

257

566

566

22

47

70

91

153

257

566

566

23

47

69

90

153

256

565

565

24

46

68

90

152

256

565

565

25

46

68

89

151

255

564

564

26

45

67

89

151

254

564

564

27

44

66

88

150

254

563

563

28

44

66

87

149

253

562

562

29

43

65

86

149

252

561

561

30

42

64

86

148

251

561

561

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 | 141 | 254 | 563 | 1 224 |
| 2 | 32 | 46 | 69 | 141 | 254 | 564 | 988 |
| 3 | 32 | 47 | 70 | 134 | 250 | 559 | 808 |
| 4 | 33 | 48 | 72 | 136 | 248 | 557 | 670 |
| 5 | 33 | 50 | 76 | 138 | 247 | 556 | 563 |
| 6 | 34 | 52 | 78 | 142 | 246 | 556 | 556 |
| 7 | 34 | 53 | 79 | 144 | 245 | 555 | 555 |
| 8 | 33 | 53 | 78 | 142 | 245 | 554 | 554 |
| 9 | 33 | 53 | 78 | 140 | 244 | 553 | 553 |
| 10 | 32 | 53 | 77 | 140 | 243 | 553 | 553 |
| 11 | 32 | 54 | 77 | 139 | 243 | 552 | 552 |
| 12 | 32 | 54 | 76 | 138 | 242 | 551 | 551 |
| 13 | 32 | 54 | 75 | 138 | 241 | 550 | 550 |
| 14 | 31 | 53 | 75 | 137 | 241 | 550 | 550 |
| 15 | 31 | 53 | 74 | 136 | 240 | 549 | 549 |
| 16 | 30 | 52 | 73 | 136 | 239 | 548 | 548 |
| 17 | 29 | 52 | 73 | 135 | 239 | 548 | 548 |
| 18 | 29 | 51 | 73 | 135 | 238 | 548 | 548 |
| 19 | 29 | 51 | 73 | 135 | 238 | 548 | 548 |
| 20 | 29 | 51 | 73 | 135 | 238 | 548 | 548 |
| 21 | 29 | 51 | 73 | 135 | 238 | 548 | 548 |
| 22 | 29 | 51 | 73 | 135 | 238 | 548 | 548 |
| 23 | 29 | 51 | 72 | 135 | 238 | 547 | 547 |
| 24 | 29 | 51 | 72 | 135 | 238 | 547 | 547 |
| 25 | 28 | 51 | 72 | 134 | 238 | 547 | 547 |
| 26 | 28 | 50 | 72 | 134 | 237 | 547 | 547 |
| 27 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 28 | 28 | 50 | 71 | 133 | 237 | 546 | 546 |
| 29 | 27 | 49 | 71 | 133 | 237 | 546 | 546 |
| 30 | 27 | 49 | 71 | 133 | 236 | 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

31

45

69

141

254

563

1 224

2

32

46

69

141

254

564

988

3

32

47

70

134

250

559

808

4

33

48

72

136

248

557

670

5

33

50

76

138

247

556

563

6

34

52

78

142

246

556

556

7

34

53

79

144

245

555

555

8

33

53

78

142

245

554

554

9

33

53

78

140

244

553

553

10

32

53

77

140

243

553

553

11

32

54

77

139

243

552

552

12

32

54

76

138

242

551

551

13

32

54

75

138

241

550

550

14

31

53

75

137

241

550

550

15

31

53

74

136

240

549

549

16

30

52

73

136

239

548

548

17

29

52

73

135

239

548

548

18

29

51

73

135

238

548

548

19

29

51

73

135

238

548

548

20

29

51

73

135

238

548

548

21

29

51

73

135

238

548

548

22

29

51

73

135

238

548

548

23

29

51

72

135

238

547

547

24

29

51

72

135

238

547

547

25

28

51

72

134

238

547

547

26

28

50

72

134

237

547

547

27

28

50

71

134

237

546

546

28

28

50

71

133

237

546

546

29

27

49

71

133

237

546

546

30

27

49

71

133

236

546

546

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 | 97 | 210 | 519 | 1201 |
| 2 | 1 | 5 | 26 | 98 | 211 | 520 | 966 |
| 3 | 2 | 5 | 27 | 92 | 208 | 517 | 787 |
| 4 | 2 | 7 | 30 | 94 | 206 | 516 | 652 |
| 5 | 4 | 9 | 35 | 97 | 206 | 516 | 548 |
| 6 | 4 | 11 | 38 | 102 | 206 | 516 | 516 |
| 7 | 5 | 14 | 40 | 104 | 206 | 516 | 516 |
| 8 | 6 | 14 | 40 | 103 | 206 | 516 | 516 |
| 9 | 7 | 15 | 40 | 103 | 206 | 516 | 516 |
| 10 | 8 | 16 | 40 | 103 | 206 | 515 | 515 |
| 11 | 8 | 19 | 41 | 104 | 207 | 517 | 517 |
| 12 | 9 | 18 | 40 | 102 | 206 | 515 | 515 |
| 13 | 10 | 19 | 41 | 103 | 207 | 516 | 516 |
| 14 | 10 | 20 | 41 | 103 | 207 | 516 | 516 |
| 15 | 12 | 18 | 40 | 102 | 205 | 515 | 515 |
| 16 | 12 | 17 | 39 | 101 | 204 | 514 | 514 |
| 17 | 13 | 17 | 39 | 101 | 204 | 514 | 514 |
| 18 | 14 | 17 | 39 | 101 | 205 | 514 | 514 |
| 19 | 14 | 18 | 39 | 101 | 205 | 514 | 514 |
| 20 | 15 | 18 | 40 | 102 | 205 | 515 | 515 |
| 21 | 15 | 20 | 40 | 102 | 206 | 515 | 515 |
| 22 | 17 | 20 | 40 | 102 | 206 | 515 | 515 |
| 23 | 17 | 21 | 40 | 102 | 206 | 515 | 515 |
| 24 | 18 | 21 | 40 | 102 | 206 | 515 | 515 |
| 25 | 18 | 22 | 40 | 102 | 205 | 515 | 515 |
| 26 | 19 | 23 | 40 | 102 | 205 | 515 | 515 |
| 27 | 19 | 24 | 41 | 102 | 205 | 514 | 514 |
| 28 | 21 | 24 | 42 | 102 | 205 | 514 | 514 |
| 29 | 21 | 25 | 43 | 102 | 205 | 514 | 514 |
| 30 | 22 | 26 | 44 | 101 | 205 | 514 | 514 |

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

97

210

519

1201

2

1

5

26

98

211

520

966

3

2

5

27

92

208

517

787

4

2

7

30

94

206

516

652

5

4

9

35

97

206

516

548

6

4

11

38

102

206

516

516

7

5

14

40

104

206

516

516

8

6

14

40

103

206

516

516

9

7

15

40

103

206

516

516

10

8

16

40

103

206

515

515

11

8

19

41

104

207

517

517

12

9

18

40

102

206

515

515

13

10

19

41

103

207

516

516

14

10

20

41

103

207

516

516

15

12

18

40

102

205

515

515

16

12

17

39

101

204

514

514

17

13

17

39

101

204

514

514

18

14

17

39

101

205

514

514

19

14

18

39

101

205

514

514

20

15

18

40

102

205

515

515

21

15

20

40

102

206

515

515

22

17

20

40

102

206

515

515

23

17

21

40

102

206

515

515

24

18

21

40

102

206

515

515

25

18

22

40

102

205

515

515

26

19

23

40

102

205

515

515

27

19

24

41

102

205

514

514

28

21

24

42

102

205

514

514

29

21

25

43

102

205

514

514

30

22

26

44

101

205

514

514

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 | 59 | 83 | 155 | 268 | 577 | 1 217 |
| 2 | 46 | 59 | 83 | 155 | 268 | 577 | 979 |
| 3 | 47 | 61 | 84 | 149 | 264 | 573 | 799 |
| 4 | 47 | 63 | 86 | 150 | 262 | 572 | 663 |
| 5 | 48 | 64 | 90 | 152 | 261 | 571 | 571 |
| 6 | 48 | 66 | 92 | 156 | 260 | 570 | 570 |
| 7 | 48 | 67 | 93 | 158 | 259 | 569 | 569 |
| 8 | 47 | 66 | 92 | 155 | 258 | 568 | 568 |
| 9 | 46 | 66 | 91 | 154 | 257 | 567 | 567 |
| 10 | 46 | 67 | 91 | 153 | 257 | 566 | 566 |
| 11 | 46 | 67 | 90 | 152 | 256 | 565 | 565 |
| 12 | 45 | 67 | 89 | 152 | 255 | 564 | 564 |
| 13 | 45 | 67 | 89 | 151 | 254 | 564 | 564 |
| 14 | 45 | 67 | 88 | 150 | 254 | 563 | 563 |
| 15 | 44 | 66 | 88 | 150 | 253 | 563 | 563 |
| 16 | 43 | 65 | 87 | 149 | 252 | 562 | 562 |
| 17 | 43 | 65 | 86 | 148 | 252 | 561 | 561 |
| 18 | 42 | 64 | 86 | 148 | 251 | 561 | 561 |
| 19 | 42 | 64 | 85 | 147 | 251 | 560 | 560 |
| 20 | 41 | 64 | 85 | 147 | 251 | 560 | 560 |
| 21 | 41 | 63 | 85 | 147 | 251 | 560 | 560 |
| 22 | 41 | 63 | 84 | 147 | 250 | 559 | 559 |
| 23 | 40 | 62 | 84 | 146 | 250 | 559 | 559 |
| 24 | 40 | 62 | 83 | 145 | 249 | 558 | 558 |
| 25 | 39 | 61 | 83 | 145 | 248 | 558 | 558 |
| 26 | 38 | 60 | 82 | 144 | 248 | 557 | 557 |
| 27 | 38 | 60 | 81 | 143 | 247 | 556 | 556 |
| 28 | 37 | 59 | 80 | 143 | 246 | 555 | 555 |
| 29 | 36 | 58 | 80 | 142 | 245 | 555 | 555 |
| 30 | 36 | 58 | 79 | 141 | 245 | 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

46

59

83

155

268

577

1 217

2

46

59

83

155

268

577

979

3

47

61

84

149

264

573

799

4

47

63

86

150

262

572

663

5

48

64

90

152

261

571

571

6

48

66

92

156

260

570

570

7

48

67

93

158

259

569

569

8

47

66

92

155

258

568

568

9

46

66

91

154

257

567

567

10

46

67

91

153

257

566

566

11

46

67

90

152

256

565

565

12

45

67

89

152

255

564

564

13

45

67

89

151

254

564

564

14

45

67

88

150

254

563

563

15

44

66

88

150

253

563

563

16

43

65

87

149

252

562

562

17

43

65

86

148

252

561

561

18

42

64

86

148

251

561

561

19

42

64

85

147

251

560

560

20

41

64

85

147

251

560

560

21

41

63

85

147

251

560

560

22

41

63

84

147

250

559

559

23

40

62

84

146

250

559

559

24

40

62

83

145

249

558

558

25

39

61

83

145

248

558

558

26

38

60

82

144

248

557

557

27

38

60

81

143

247

556

556

28

37

59

80

143

246

555

555

29

36

58

80

142

245

555

555

30

36

58

79

141

245

554

554

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 | 127 | 240 | 549 | 1 220 |
| 2 | 21 | 35 | 59 | 131 | 243 | 553 | 983 |
| 3 | 25 | 40 | 63 | 127 | 243 | 552 | 803 |
| 4 | 29 | 44 | 68 | 132 | 244 | 553 | 666 |
| 5 | 31 | 48 | 74 | 136 | 245 | 555 | 560 |
| 6 | 30 | 48 | 75 | 139 | 243 | 553 | 553 |
| 7 | 35 | 54 | 81 | 145 | 247 | 556 | 556 |
| 8 | 34 | 54 | 79 | 142 | 245 | 555 | 555 |
| 9 | 35 | 55 | 80 | 143 | 246 | 556 | 556 |
| 10 | 37 | 58 | 82 | 144 | 248 | 557 | 557 |
| 11 | 38 | 60 | 83 | 145 | 248 | 558 | 558 |
| 12 | 39 | 61 | 83 | 146 | 249 | 558 | 558 |
| 13 | 40 | 62 | 84 | 146 | 249 | 559 | 559 |
| 14 | 41 | 63 | 84 | 146 | 250 | 559 | 559 |
| 15 | 41 | 63 | 84 | 146 | 250 | 559 | 559 |
| 16 | 40 | 62 | 84 | 146 | 249 | 559 | 559 |
| 17 | 40 | 62 | 84 | 146 | 249 | 559 | 559 |
| 18 | 39 | 62 | 83 | 145 | 249 | 558 | 558 |
| 19 | 39 | 61 | 83 | 145 | 249 | 558 | 558 |
| 20 | 39 | 61 | 83 | 145 | 249 | 558 | 558 |
| 21 | 39 | 61 | 83 | 145 | 248 | 558 | 558 |
| 22 | 39 | 61 | 83 | 145 | 248 | 558 | 558 |
| 23 | 39 | 61 | 82 | 144 | 248 | 557 | 557 |
| 24 | 38 | 60 | 82 | 144 | 248 | 557 | 557 |
| 25 | 38 | 60 | 81 | 144 | 247 | 556 | 556 |
| 26 | 37 | 59 | 81 | 143 | 247 | 556 | 556 |
| 27 | 37 | 59 | 80 | 143 | 246 | 555 | 555 |
| 28 | 36 | 58 | 80 | 142 | 246 | 555 | 555 |
| 29 | 36 | 58 | 79 | 142 | 245 | 554 | 554 |
| 30 | 35 | 57 | 79 | 141 | 245 | 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

17

31

55

127

240

549

1 220

2

21

35

59

131

243

553

983

3

25

40

63

127

243

552

803

4

29

44

68

132

244

553

666

5

31

48

74

136

245

555

560

6

30

48

75

139

243

553

553

7

35

54

81

145

247

556

556

8

34

54

79

142

245

555

555

9

35

55

80

143

246

556

556

10

37

58

82

144

248

557

557

11

38

60

83

145

248

558

558

12

39

61

83

146

249

558

558

13

40

62

84

146

249

559

559

14

41

63

84

146

250

559

559

15

41

63

84

146

250

559

559

16

40

62

84

146

249

559

559

17

40

62

84

146

249

559

559

18

39

62

83

145

249

558

558

19

39

61

83

145

249

558

558

20

39

61

83

145

249

558

558

21

39

61

83

145

248

558

558

22

39

61

83

145

248

558

558

23

39

61

82

144

248

557

557

24

38

60

82

144

248

557

557

25

38

60

81

144

247

556

556

26

37

59

81

143

247

556

556

27

37

59

80

143

246

555

555

28

36

58

80

142

246

555

555

29

36

58

79

142

245

554

554

30

35

57

79

141

245

554

554

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 | 54 | 126 | 239 | 548 | 1 221 |
| 2 | 18 | 32 | 55 | 127 | 240 | 550 | 984 |
| 3 | 20 | 35 | 58 | 122 | 238 | 547 | 805 |
| 4 | 22 | 37 | 61 | 125 | 237 | 546 | 668 |
| 5 | 23 | 40 | 66 | 128 | 237 | 546 | 562 |
| 6 | 24 | 42 | 69 | 133 | 237 | 546 | 546 |
| 7 | 25 | 44 | 71 | 135 | 237 | 546 | 546 |
| 8 | 25 | 45 | 71 | 134 | 237 | 546 | 546 |
| 9 | 26 | 46 | 71 | 133 | 237 | 546 | 546 |
| 10 | 26 | 47 | 71 | 133 | 237 | 546 | 546 |
| 11 | 27 | 48 | 71 | 134 | 237 | 546 | 546 |
| 12 | 27 | 49 | 71 | 134 | 237 | 546 | 546 |
| 13 | 28 | 50 | 72 | 134 | 237 | 547 | 547 |
| 14 | 28 | 50 | 72 | 134 | 237 | 547 | 547 |
| 15 | 28 | 50 | 72 | 134 | 237 | 547 | 547 |
| 16 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 17 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 18 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 19 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 20 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 21 | 28 | 50 | 71 | 134 | 237 | 546 | 546 |
| 22 | 27 | 50 | 71 | 133 | 237 | 546 | 546 |
| 23 | 27 | 49 | 71 | 133 | 236 | 546 | 546 |
| 24 | 27 | 49 | 70 | 132 | 236 | 545 | 545 |
| 25 | 26 | 48 | 70 | 132 | 235 | 545 | 545 |
| 26 | 26 | 48 | 69 | 132 | 235 | 544 | 544 |
| 27 | 25 | 47 | 69 | 131 | 235 | 544 | 544 |
| 28 | 25 | 47 | 68 | 131 | 234 | 543 | 543 |
| 29 | 25 | 47 | 68 | 130 | 234 | 543 | 543 |
| 30 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

30

54

126

239

548

1 221

2

18

32

55

127

240

550

984

3

20

35

58

122

238

547

805

4

22

37

61

125

237

546

668

5

23

40

66

128

237

546

562

6

24

42

69

133

237

546

546

7

25

44

71

135

237

546

546

8

25

45

71

134

237

546

546

9

26

46

71

133

237

546

546

10

26

47

71

133

237

546

546

11

27

48

71

134

237

546

546

12

27

49

71

134

237

546

546

13

28

50

72

134

237

547

547

14

28

50

72

134

237

547

547

15

28

50

72

134

237

547

547

16

28

50

71

134

237

546

546

17

28

50

71

134

237

546

546

18

28

50

71

134

237

546

546

19

28

50

71

134

237

546

546

20

28

50

71

134

237

546

546

21

28

50

71

134

237

546

546

22

27

50

71

133

237

546

546

23

27

49

71

133

236

546

546

24

27

49

70

132

236

545

545

25

26

48

70

132

235

545

545

26

26

48

69

132

235

544

544

27

25

47

69

131

235

544

544

28

25

47

68

131

234

543

543

29

25

47

68

130

234

543

543

30

24

46

68

130

233

543

543

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 | 63 | 87 | 159 | 272 | 581 | 1 216 |
| 2 | 53 | 66 | 90 | 162 | 275 | 584 | 983 |
| 3 | 57 | 71 | 94 | 158 | 274 | 583 | 805 |
| 4 | 59 | 75 | 98 | 162 | 274 | 583 | 670 |
| 5 | 61 | 78 | 104 | 166 | 275 | 584 | 584 |
| 6 | 63 | 81 | 108 | 171 | 275 | 585 | 585 |
| 7 | 64 | 83 | 109 | 174 | 275 | 585 | 585 |
| 8 | 63 | 83 | 109 | 172 | 275 | 584 | 584 |
| 9 | 64 | 84 | 109 | 171 | 275 | 584 | 584 |
| 10 | 64 | 85 | 109 | 171 | 275 | 584 | 584 |
| 11 | 64 | 86 | 109 | 171 | 275 | 584 | 584 |
| 12 | 64 | 86 | 108 | 171 | 274 | 583 | 583 |
| 13 | 64 | 86 | 108 | 170 | 273 | 583 | 583 |
| 14 | 63 | 85 | 107 | 169 | 273 | 582 | 582 |
| 15 | 62 | 85 | 106 | 168 | 272 | 581 | 581 |
| 16 | 62 | 84 | 105 | 168 | 271 | 580 | 580 |
| 17 | 61 | 83 | 105 | 167 | 270 | 580 | 580 |
| 18 | 60 | 83 | 104 | 166 | 270 | 579 | 579 |
| 19 | 60 | 82 | 103 | 166 | 269 | 578 | 578 |
| 20 | 59 | 81 | 103 | 165 | 268 | 578 | 578 |
| 21 | 58 | 81 | 102 | 164 | 268 | 577 | 577 |
| 22 | 58 | 80 | 101 | 163 | 267 | 576 | 576 |
| 23 | 57 | 79 | 100 | 163 | 266 | 575 | 575 |
| 24 | 56 | 78 | 99 | 162 | 265 | 574 | 574 |
| 25 | 55 | 77 | 99 | 161 | 264 | 574 | 574 |
| 26 | 54 | 76 | 98 | 160 | 263 | 573 | 573 |
| 27 | 53 | 75 | 97 | 159 | 262 | 572 | 572 |
| 28 | 52 | 74 | 96 | 158 | 262 | 571 | 571 |
| 29 | 51 | 74 | 95 | 157 | 261 | 570 | 570 |
| 30 | 50 | 73 | 94 | 156 | 260 | 569 | 569 |

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

63

87

159

272

581

1 216

2

53

66

90

162

275

584

983

3

57

71

94

158

274

583

805

4

59

75

98

162

274

583

670

5

61

78

104

166

275

584

584

6

63

81

108

171

275

585

585

7

64

83

109

174

275

585

585

8

63

83

109

172

275

584

584

9

64

84

109

171

275

584

584

10

64

85

109

171

275

584

584

11

64

86

109

171

275

584

584

12

64

86

108

171

274

583

583

13

64

86

108

170

273

583

583

14

63

85

107

169

273

582

582

15

62

85

106

168

272

581

581

16

62

84

105

168

271

580

580

17

61

83

105

167

270

580

580

18

60

83

104

166

270

579

579

19

60

82

103

166

269

578

578

20

59

81

103

165

268

578

578

21

58

81

102

164

268

577

577

22

58

80

101

163

267

576

576

23

57

79

100

163

266

575

575

24

56

78

99

162

265

574

574

25

55

77

99

161

264

574

574

26

54

76

98

160

263

573

573

27

53

75

97

159

262

572

572

28

52

74

96

158

262

571

571

29

51

74

95

157

261

570

570

30

50

73

94

156

260

569

569

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 | 81 | 95 | 118 | 190 | 303 | 613 | 1 253 |
| 2 | 86 | 99 | 123 | 195 | 308 | 617 | 1 021 |
| 3 | 88 | 102 | 125 | 190 | 305 | 614 | 841 |
| 4 | 89 | 104 | 128 | 191 | 304 | 613 | 702 |
| 5 | 92 | 109 | 134 | 197 | 306 | 615 | 615 |
| 6 | 94 | 112 | 139 | 202 | 307 | 616 | 616 |
| 7 | 96 | 115 | 141 | 205 | 307 | 616 | 616 |
| 8 | 97 | 116 | 142 | 205 | 308 | 618 | 618 |
| 9 | 98 | 118 | 143 | 206 | 309 | 618 | 618 |
| 10 | 99 | 120 | 143 | 206 | 309 | 619 | 619 |
| 11 | 99 | 120 | 143 | 206 | 309 | 618 | 618 |
| 12 | 98 | 120 | 142 | 205 | 308 | 617 | 617 |
| 13 | 98 | 120 | 141 | 204 | 307 | 616 | 616 |
| 14 | 96 | 119 | 140 | 202 | 306 | 615 | 615 |
| 15 | 95 | 117 | 139 | 201 | 304 | 614 | 614 |
| 16 | 94 | 116 | 137 | 200 | 303 | 612 | 612 |
| 17 | 92 | 114 | 136 | 198 | 302 | 611 | 611 |
| 18 | 91 | 113 | 135 | 197 | 300 | 610 | 610 |
| 19 | 90 | 112 | 133 | 196 | 299 | 608 | 608 |
| 20 | 88 | 111 | 132 | 194 | 298 | 607 | 607 |
| 21 | 87 | 109 | 131 | 193 | 296 | 606 | 606 |
| 22 | 85 | 108 | 129 | 191 | 295 | 604 | 604 |
| 23 | 84 | 106 | 127 | 190 | 293 | 602 | 602 |
| 24 | 82 | 104 | 126 | 188 | 292 | 601 | 601 |
| 25 | 81 | 103 | 124 | 186 | 290 | 599 | 599 |
| 26 | 79 | 101 | 123 | 185 | 288 | 598 | 598 |
| 27 | 77 | 100 | 121 | 183 | 287 | 596 | 596 |
| 28 | 76 | 98 | 119 | 182 | 285 | 594 | 594 |
| 29 | 74 | 96 | 118 | 180 | 284 | 593 | 593 |
| 30 | 73 | 95 | 116 | 179 | 282 | 591 | 591 |

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

95

118

190

303

613

1 253

2

86

99

123

195

308

617

1 021

3

88

102

125

190

305

614

841

4

89

104

128

191

304

613

702

5

92

109

134

197

306

615

615

6

94

112

139

202

307

616

616

7

96

115

141

205

307

616

616

8

97

116

142

205

308

618

618

9

98

118

143

206

309

618

618

10

99

120

143

206

309

619

619

11

99

120

143

206

309

618

618

12

98

120

142

205

308

617

617

13

98

120

141

204

307

616

616

14

96

119

140

202

306

615

615

15

95

117

139

201

304

614

614

16

94

116

137

200

303

612

612

17

92

114

136

198

302

611

611

18

91

113

135

197

300

610

610

19

90

112

133

196

299

608

608

20

88

111

132

194

298

607

607

21

87

109

131

193

296

606

606

22

85

108

129

191

295

604

604

23

84

106

127

190

293

602

602

24

82

104

126

188

292

601

601

25

81

103

124

186

290

599

599

26

79

101

123

185

288

598

598

27

77

100

121

183

287

596

596

28

76

98

119

182

285

594

594

29

74

96

118

180

284

593

593

30

73

95

116

179

282

591

591

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 | 11 | 24 | 48 | 120 | 233 | 542 | 1 220 |
| 2 | 14 | 27 | 51 | 123 | 236 | 545 | 982 |
| 3 | 17 | 32 | 55 | 119 | 235 | 544 | 802 |
| 4 | 20 | 36 | 59 | 123 | 235 | 545 | 665 |
| 5 | 22 | 39 | 65 | 127 | 236 | 546 | 560 |
| 6 | 24 | 42 | 69 | 132 | 237 | 546 | 546 |
| 7 | 25 | 44 | 71 | 135 | 237 | 546 | 546 |
| 8 | 25 | 45 | 71 | 134 | 237 | 546 | 546 |
| 9 | 26 | 46 | 71 | 133 | 237 | 546 | 546 |
| 10 | 26 | 47 | 71 | 133 | 237 | 546 | 546 |
| 11 | 27 | 48 | 71 | 133 | 237 | 546 | 546 |
| 12 | 27 | 49 | 71 | 133 | 236 | 546 | 546 |
| 13 | 26 | 49 | 70 | 132 | 236 | 545 | 545 |
| 14 | 26 | 48 | 70 | 132 | 235 | 545 | 545 |
| 15 | 25 | 47 | 69 | 131 | 235 | 544 | 544 |
| 16 | 24 | 47 | 68 | 130 | 234 | 543 | 543 |
| 17 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |
| 18 | 24 | 46 | 67 | 130 | 233 | 542 | 542 |
| 19 | 24 | 46 | 67 | 130 | 233 | 542 | 542 |
| 20 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |
| 21 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |
| 22 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |
| 23 | 24 | 46 | 68 | 130 | 233 | 543 | 543 |
| 24 | 24 | 46 | 67 | 130 | 233 | 542 | 542 |
| 25 | 24 | 46 | 67 | 130 | 233 | 542 | 542 |
| 26 | 24 | 46 | 67 | 129 | 233 | 542 | 542 |
| 27 | 23 | 46 | 67 | 129 | 233 | 542 | 542 |
| 28 | 23 | 45 | 67 | 129 | 232 | 542 | 542 |
| 29 | 23 | 45 | 67 | 129 | 232 | 542 | 542 |
| 30 | 23 | 45 | 66 | 129 | 232 | 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

11

24

48

120

233

542

1 220

2

14

27

51

123

236

545

982

3

17

32

55

119

235

544

802

4

20

36

59

123

235

545

665

5

22

39

65

127

236

546

560

6

24

42

69

132

237

546

546

7

25

44

71

135

237

546

546

8

25

45

71

134

237

546

546

9

26

46

71

133

237

546

546

10

26

47

71

133

237

546

546

11

27

48

71

133

237

546

546

12

27

49

71

133

236

546

546

13

26

49

70

132

236

545

545

14

26

48

70

132

235

545

545

15

25

47

69

131

235

544

544

16

24

47

68

130

234

543

543

17

24

46

68

130

233

543

543

18

24

46

67

130

233

542

542

19

24

46

67

130

233

542

542

20

24

46

68

130

233

543

543

21

24

46

68

130

233

543

543

22

24

46

68

130

233

543

543

23

24

46

68

130

233

543

543

24

24

46

67

130

233

542

542

25

24

46

67

130

233

542

542

26

24

46

67

129

233

542

542

27

23

46

67

129

233

542

542

28

23

45

67

129

232

542

542

29

23

45

67

129

232

542

542

30

23

45

66

129

232

541

541

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 | 108 | 132 | 204 | 317 | 627 | 1 284 |
| 2 | 96 | 109 | 133 | 205 | 318 | 627 | 1 042 |
| 3 | 97 | 112 | 134 | 199 | 315 | 624 | 855 |
| 4 | 98 | 114 | 137 | 201 | 314 | 623 | 711 |
| 5 | 100 | 116 | 142 | 204 | 313 | 623 | 623 |
| 6 | 100 | 118 | 145 | 209 | 313 | 622 | 622 |
| 7 | 101 | 120 | 146 | 211 | 313 | 622 | 622 |
| 8 | 101 | 120 | 146 | 209 | 312 | 622 | 622 |
| 9 | 100 | 120 | 145 | 208 | 311 | 621 | 621 |
| 10 | 99 | 120 | 144 | 206 | 310 | 619 | 619 |
| 11 | 98 | 120 | 143 | 205 | 308 | 618 | 618 |
| 12 | 97 | 119 | 141 | 203 | 307 | 616 | 616 |
| 13 | 95 | 117 | 139 | 201 | 305 | 614 | 614 |
| 14 | 94 | 116 | 137 | 199 | 303 | 612 | 612 |
| 15 | 92 | 114 | 135 | 198 | 301 | 610 | 610 |
| 16 | 90 | 112 | 133 | 196 | 299 | 608 | 608 |
| 17 | 88 | 110 | 132 | 194 | 298 | 607 | 607 |
| 18 | 87 | 109 | 130 | 193 | 296 | 605 | 605 |
| 19 | 85 | 108 | 129 | 191 | 295 | 604 | 604 |
| 20 | 84 | 107 | 128 | 190 | 294 | 603 | 603 |
| 21 | 83 | 106 | 127 | 189 | 293 | 602 | 602 |
| 22 | 82 | 104 | 126 | 188 | 292 | 601 | 601 |
| 23 | 81 | 103 | 125 | 187 | 290 | 600 | 600 |
| 24 | 80 | 102 | 123 | 186 | 289 | 598 | 598 |
| 25 | 79 | 101 | 122 | 184 | 288 | 597 | 597 |
| 26 | 77 | 100 | 121 | 183 | 287 | 596 | 596 |
| 27 | 76 | 98 | 120 | 182 | 286 | 595 | 595 |
| 28 | 75 | 97 | 119 | 181 | 284 | 594 | 594 |
| 29 | 74 | 96 | 118 | 180 | 283 | 593 | 593 |
| 30 | 73 | 95 | 116 | 179 | 282 | 591 | 591 |

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

108

132

204

317

627

1 284

2

96

109

133

205

318

627

1 042

3

97

112

134

199

315

624

855

4

98

114

137

201

314

623

711

5

100

116

142

204

313

623

623

6

100

118

145

209

313

622

622

7

101

120

146

211

313

622

622

8

101

120

146

209

312

622

622

9

100

120

145

208

311

621

621

10

99

120

144

206

310

619

619

11

98

120

143

205

308

618

618

12

97

119

141

203

307

616

616

13

95

117

139

201

305

614

614

14

94

116

137

199

303

612

612

15

92

114

135

198

301

610

610

16

90

112

133

196

299

608

608

17

88

110

132

194

298

607

607

18

87

109

130

193

296

605

605

19

85

108

129

191

295

604

604

20

84

107

128

190

294

603

603

21

83

106

127

189

293

602

602

22

82

104

126

188

292

601

601

23

81

103

125

187

290

600

600

24

80

102

123

186

289

598

598

25

79

101

122

184

288

597

597

26

77

100

121

183

287

596

596

27

76

98

120

182

286

595

595

28

75

97

119

181

284

594

594

29

74

96

118

180

283

593

593

30

73

95

116

179

282

591

591

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 | 324 | 337 | 361 | 433 | 546 | 855 | 1 299 |
| 2 | 84 | 97 | 121 | 193 | 306 | 615 | 1 052 |
| 3 | 87 | 102 | 125 | 189 | 305 | 614 | 862 |
| 4 | 91 | 107 | 130 | 194 | 306 | 615 | 716 |
| 5 | 93 | 110 | 136 | 198 | 307 | 616 | 616 |
| 6 | 95 | 113 | 140 | 203 | 308 | 617 | 617 |
| 7 | 97 | 116 | 142 | 206 | 308 | 618 | 618 |
| 8 | 97 | 117 | 143 | 206 | 309 | 618 | 618 |
| 9 | 98 | 118 | 143 | 206 | 309 | 619 | 619 |
| 10 | 98 | 119 | 143 | 205 | 309 | 618 | 618 |
| 11 | 99 | 120 | 143 | 206 | 309 | 618 | 618 |
| 12 | 99 | 121 | 143 | 206 | 309 | 618 | 618 |
| 13 | 100 | 122 | 144 | 206 | 309 | 619 | 619 |
| 14 | 101 | 123 | 144 | 207 | 310 | 619 | 619 |
| 15 | 101 | 124 | 145 | 207 | 311 | 620 | 620 |
| 16 | 102 | 125 | 146 | 208 | 312 | 621 | 621 |
| 17 | 103 | 126 | 147 | 209 | 313 | 622 | 622 |
| 18 | 104 | 126 | 148 | 210 | 314 | 623 | 623 |
| 19 | 105 | 127 | 149 | 211 | 314 | 624 | 624 |
| 20 | 106 | 128 | 149 | 212 | 315 | 624 | 624 |
| 21 | 106 | 128 | 149 | 212 | 315 | 624 | 624 |
| 22 | 105 | 128 | 149 | 211 | 315 | 624 | 624 |
| 23 | 105 | 127 | 148 | 211 | 314 | 623 | 623 |
| 24 | 104 | 126 | 148 | 210 | 313 | 623 | 623 |
| 25 | 103 | 125 | 146 | 209 | 312 | 621 | 621 |
| 26 | 102 | 124 | 145 | 207 | 311 | 620 | 620 |
| 27 | 100 | 123 | 144 | 206 | 310 | 619 | 619 |
| 28 | 99 | 121 | 143 | 205 | 308 | 618 | 618 |
| 29 | 98 | 120 | 141 | 203 | 307 | 616 | 616 |
| 30 | 96 | 118 | 140 | 202 | 305 | 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

324

337

361

433

546

855

1 299

2

84

97

121

193

306

615

1 052

3

87

102

125

189

305

614

862

4

91

107

130

194

306

615

716

5

93

110

136

198

307

616

616

6

95

113

140

203

308

617

617

7

97

116

142

206

308

618

618

8

97

117

143

206

309

618

618

9

98

118

143

206

309

619

619

10

98

119

143

205

309

618

618

11

99

120

143

206

309

618

618

12

99

121

143

206

309

618

618

13

100

122

144

206

309

619

619

14

101

123

144

207

310

619

619

15

101

124

145

207

311

620

620

16

102

125

146

208

312

621

621

17

103

126

147

209

313

622

622

18

104

126

148

210

314

623

623

19

105

127

149

211

314

624

624

20

106

128

149

212

315

624

624

21

106

128

149

212

315

624

624

22

105

128

149

211

315

624

624

23

105

127

148

211

314

623

623

24

104

126

148

210

313

623

623

25

103

125

146

209

312

621

621

26

102

124

145

207

311

620

620

27

100

123

144

206

310

619

619

28

99

121

143

205

308

618

618

29

98

120

141

203

307

616

616

30

96

118

140

202

305

615

615

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 | 108 | 221 | 530 | 1 216 |
| 2 | 1 | 12 | 36 | 108 | 221 | 530 | 978 |
| 3 | 2 | 14 | 37 | 101 | 217 | 526 | 797 |
| 4 | 2 | 15 | 39 | 103 | 215 | 524 | 660 |
| 5 | 4 | 17 | 43 | 105 | 214 | 523 | 555 |
| 6 | 4 | 18 | 45 | 109 | 213 | 523 | 523 |
| 7 | 5 | 20 | 47 | 111 | 213 | 522 | 522 |
| 8 | 6 | 20 | 46 | 109 | 212 | 521 | 521 |
| 9 | 7 | 20 | 44 | 107 | 211 | 520 | 520 |
| 10 | 8 | 21 | 44 | 107 | 210 | 520 | 520 |
| 11 | 8 | 21 | 44 | 107 | 210 | 520 | 520 |
| 12 | 9 | 22 | 44 | 107 | 210 | 519 | 519 |
| 13 | 10 | 23 | 45 | 107 | 210 | 520 | 520 |
| 14 | 10 | 23 | 45 | 107 | 210 | 520 | 520 |
| 15 | 12 | 24 | 45 | 107 | 211 | 520 | 520 |
| 16 | 12 | 24 | 45 | 107 | 211 | 520 | 520 |
| 17 | 13 | 24 | 46 | 108 | 211 | 521 | 521 |
| 18 | 14 | 25 | 46 | 108 | 212 | 521 | 521 |
| 19 | 14 | 25 | 47 | 109 | 212 | 522 | 522 |
| 20 | 15 | 26 | 48 | 110 | 213 | 523 | 523 |
| 21 | 16 | 27 | 49 | 111 | 214 | 523 | 523 |
| 22 | 17 | 28 | 49 | 111 | 215 | 524 | 524 |
| 23 | 17 | 28 | 50 | 112 | 215 | 525 | 525 |
| 24 | 18 | 29 | 50 | 112 | 216 | 525 | 525 |
| 25 | 18 | 29 | 51 | 113 | 216 | 526 | 526 |
| 26 | 19 | 29 | 51 | 113 | 217 | 526 | 526 |
| 27 | 19 | 30 | 51 | 113 | 217 | 526 | 526 |
| 28 | 21 | 30 | 51 | 114 | 217 | 526 | 526 |
| 29 | 21 | 30 | 52 | 114 | 217 | 527 | 527 |
| 30 | 22 | 31 | 52 | 114 | 218 | 527 | 527 |

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

108

221

530

1 216

2

1

12

36

108

221

530

978

3

2

14

37

101

217

526

797

4

2

15

39

103

215

524

660

5

4

17

43

105

214

523

555

6

4

18

45

109

213

523

523

7

5

20

47

111

213

522

522

8

6

20

46

109

212

521

521

9

7

20

44

107

211

520

520

10

8

21

44

107

210

520

520

11

8

21

44

107

210

520

520

12

9

22

44

107

210

519

519

13

10

23

45

107

210

520

520

14

10

23

45

107

210

520

520

15

12

24

45

107

211

520

520

16

12

24

45

107

211

520

520

17

13

24

46

108

211

521

521

18

14

25

46

108

212

521

521

19

14

25

47

109

212

522

522

20

15

26

48

110

213

523

523

21

16

27

49

111

214

523

523

22

17

28

49

111

215

524

524

23

17

28

50

112

215

525

525

24

18

29

50

112

216

525

525

25

18

29

51

113

216

526

526

26

19

29

51

113

217

526

526

27

19

30

51

113

217

526

526

28

21

30

51

114

217

526

526

29

21

30

52

114

217

527

527

30

22

31

52

114

218

527

527

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 | 65 | 89 | 161 | 274 | 583 | 1 221 |
| 2 | 53 | 66 | 90 | 162 | 275 | 584 | 983 |
| 3 | 54 | 68 | 91 | 155 | 271 | 580 | 803 |
| 4 | 54 | 70 | 93 | 157 | 269 | 579 | 666 |
| 5 | 55 | 72 | 97 | 159 | 268 | 578 | 578 |
| 6 | 55 | 73 | 100 | 164 | 268 | 577 | 577 |
| 7 | 55 | 74 | 101 | 165 | 267 | 576 | 576 |
| 8 | 55 | 74 | 100 | 163 | 266 | 576 | 576 |
| 9 | 54 | 75 | 99 | 162 | 266 | 575 | 575 |
| 10 | 53 | 74 | 98 | 161 | 264 | 574 | 574 |
| 11 | 53 | 74 | 97 | 159 | 263 | 572 | 572 |
| 12 | 52 | 74 | 96 | 158 | 261 | 571 | 571 |
| 13 | 51 | 73 | 94 | 157 | 260 | 569 | 569 |
| 14 | 49 | 72 | 93 | 155 | 259 | 568 | 568 |
| 15 | 48 | 70 | 92 | 154 | 257 | 567 | 567 |
| 16 | 47 | 69 | 90 | 152 | 256 | 565 | 565 |
| 17 | 45 | 68 | 89 | 151 | 255 | 564 | 564 |
| 18 | 44 | 67 | 88 | 150 | 254 | 563 | 563 |
| 19 | 44 | 66 | 87 | 150 | 253 | 562 | 562 |
| 20 | 43 | 65 | 87 | 149 | 253 | 562 | 562 |
| 21 | 43 | 65 | 86 | 149 | 252 | 561 | 561 |
| 22 | 42 | 64 | 86 | 148 | 251 | 561 | 561 |
| 23 | 41 | 64 | 85 | 147 | 251 | 560 | 560 |
| 24 | 41 | 63 | 84 | 147 | 250 | 559 | 559 |
| 25 | 40 | 62 | 84 | 146 | 249 | 559 | 559 |
| 26 | 39 | 62 | 83 | 145 | 249 | 558 | 558 |
| 27 | 39 | 61 | 82 | 144 | 248 | 557 | 557 |
| 28 | 38 | 60 | 82 | 144 | 247 | 557 | 557 |
| 29 | 37 | 60 | 81 | 143 | 247 | 556 | 556 |
| 30 | 37 | 59 | 80 | 143 | 246 | 555 | 555 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

65

89

161

274

583

1 221

2

53

66

90

162

275

584

983

3

54

68

91

155

271

580

803

4

54

70

93

157

269

579

666

5

55

72

97

159

268

578

578

6

55

73

100

164

268

577

577

7

55

74

101

165

267

576

576

8

55

74

100

163

266

576

576

9

54

75

99

162

266

575

575

10

53

74

98

161

264

574

574

11

53

74

97

159

263

572

572

12

52

74

96

158

261

571

571

13

51

73

94

157

260

569

569

14

49

72

93

155

259

568

568

15

48

70

92

154

257

567

567

16

47

69

90

152

256

565

565

17

45

68

89

151

255

564

564

18

44

67

88

150

254

563

563

19

44

66

87

150

253

562

562

20

43

65

87

149

253

562

562

21

43

65

86

149

252

561

561

22

42

64

86

148

251

561

561

23

41

64

85

147

251

560

560

24

41

63

84

147

250

559

559

25

40

62

84

146

249

559

559

26

39

62

83

145

249

558

558

27

39

61

82

144

248

557

557

28

38

60

82

144

247

557

557

29

37

60

81

143

247

556

556

30

37

59

80

143

246

555

555

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 | 115 | 129 | 153 | 225 | 337 | 647 | 1 286 |
| 2 | 116 | 130 | 154 | 226 | 339 | 648 | 1 041 |
| 3 | 119 | 134 | 156 | 221 | 337 | 646 | 854 |
| 4 | 121 | 137 | 160 | 224 | 336 | 646 | 711 |
| 5 | 123 | 140 | 166 | 228 | 337 | 646 | 646 |
| 6 | 124 | 142 | 169 | 233 | 337 | 646 | 646 |
| 7 | 125 | 144 | 171 | 235 | 337 | 646 | 646 |
| 8 | 125 | 144 | 170 | 233 | 336 | 646 | 646 |
| 9 | 124 | 145 | 169 | 232 | 336 | 645 | 645 |
| 10 | 124 | 145 | 169 | 231 | 335 | 644 | 644 |
| 11 | 124 | 145 | 168 | 230 | 334 | 643 | 643 |
| 12 | 123 | 145 | 167 | 229 | 332 | 642 | 642 |
| 13 | 121 | 143 | 165 | 227 | 331 | 640 | 640 |
| 14 | 120 | 142 | 163 | 225 | 329 | 638 | 638 |
| 15 | 118 | 140 | 161 | 223 | 327 | 636 | 636 |
| 16 | 115 | 137 | 159 | 221 | 325 | 634 | 634 |
| 17 | 113 | 135 | 157 | 219 | 322 | 632 | 632 |
| 18 | 111 | 133 | 155 | 217 | 320 | 630 | 630 |
| 19 | 109 | 131 | 153 | 215 | 318 | 628 | 628 |
| 20 | 107 | 130 | 151 | 213 | 317 | 626 | 626 |
| 21 | 106 | 128 | 149 | 212 | 315 | 624 | 624 |
| 22 | 104 | 126 | 148 | 210 | 313 | 623 | 623 |
| 23 | 102 | 124 | 146 | 208 | 311 | 621 | 621 |
| 24 | 100 | 122 | 144 | 206 | 310 | 619 | 619 |
| 25 | 98 | 121 | 142 | 204 | 308 | 617 | 617 |
| 26 | 97 | 119 | 140 | 202 | 306 | 615 | 615 |
| 27 | 95 | 117 | 138 | 201 | 304 | 613 | 613 |
| 28 | 93 | 115 | 137 | 199 | 302 | 612 | 612 |
| 29 | 91 | 114 | 135 | 197 | 301 | 610 | 610 |
| 30 | 90 | 112 | 133 | 196 | 299 | 608 | 608 |

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

115

129

153

225

337

647

1 286

2

116

130

154

226

339

648

1 041

3

119

134

156

221

337

646

854

4

121

137

160

224

336

646

711

5

123

140

166

228

337

646

646

6

124

142

169

233

337

646

646

7

125

144

171

235

337

646

646

8

125

144

170

233

336

646

646

9

124

145

169

232

336

645

645

10

124

145

169

231

335

644

644

11

124

145

168

230

334

643

643

12

123

145

167

229

332

642

642

13

121

143

165

227

331

640

640

14

120

142

163

225

329

638

638

15

118

140

161

223

327

636

636

16

115

137

159

221

325

634

634

17

113

135

157

219

322

632

632

18

111

133

155

217

320

630

630

19

109

131

153

215

318

628

628

20

107

130

151

213

317

626

626

21

106

128

149

212

315

624

624

22

104

126

148

210

313

623

623

23

102

124

146

208

311

621

621

24

100

122

144

206

310

619

619

25

98

121

142

204

308

617

617

26

97

119

140

202

306

615

615

27

95

117

138

201

304

613

613

28

93

115

137

199

302

612

612

29

91

114

135

197

301

610

610

30

90

112

133

196

299

608

608

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 | 166 | 180 | 204 | 276 | 389 | 698 | 1 310 |
| 2 | 176 | 190 | 214 | 286 | 398 | 708 | 1 072 |
| 3 | 182 | 197 | 220 | 284 | 400 | 709 | 883 |
| 4 | 185 | 201 | 224 | 288 | 400 | 710 | 736 |
| 5 | 187 | 204 | 229 | 291 | 401 | 710 | 710 |
| 6 | 187 | 205 | 232 | 295 | 400 | 709 | 709 |
| 7 | 187 | 206 | 232 | 297 | 398 | 708 | 708 |
| 8 | 186 | 205 | 231 | 294 | 397 | 706 | 706 |
| 9 | 184 | 205 | 230 | 292 | 396 | 705 | 705 |
| 10 | 184 | 205 | 229 | 291 | 395 | 704 | 704 |
| 11 | 183 | 204 | 227 | 289 | 393 | 702 | 702 |
| 12 | 181 | 203 | 225 | 287 | 390 | 700 | 700 |
| 13 | 178 | 200 | 222 | 284 | 388 | 697 | 697 |
| 14 | 175 | 198 | 219 | 281 | 385 | 694 | 694 |
| 15 | 172 | 195 | 216 | 278 | 382 | 691 | 691 |
| 16 | 169 | 192 | 213 | 275 | 379 | 688 | 688 |
| 17 | 166 | 189 | 210 | 272 | 376 | 685 | 685 |
| 18 | 163 | 186 | 207 | 269 | 373 | 682 | 682 |
| 19 | 160 | 183 | 204 | 266 | 370 | 679 | 679 |
| 20 | 158 | 180 | 201 | 263 | 367 | 676 | 676 |
| 21 | 155 | 177 | 198 | 260 | 364 | 673 | 673 |
| 22 | 151 | 174 | 195 | 257 | 361 | 670 | 670 |
| 23 | 148 | 171 | 192 | 254 | 358 | 667 | 667 |
| 24 | 145 | 167 | 189 | 251 | 355 | 664 | 664 |
| 25 | 142 | 164 | 186 | 248 | 352 | 661 | 661 |
| 26 | 139 | 161 | 183 | 245 | 349 | 658 | 658 |
| 27 | 136 | 159 | 180 | 242 | 346 | 655 | 655 |
| 28 | 134 | 156 | 177 | 239 | 343 | 652 | 652 |
| 29 | 131 | 153 | 174 | 237 | 340 | 649 | 649 |
| 30 | 128 | 150 | 172 | 234 | 337 | 647 | 647 |

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

166

180

204

276

389

698

1 310

2

176

190

214

286

398

708

1 072

3

182

197

220

284

400

709

883

4

185

201

224

288

400

710

736

5

187

204

229

291

401

710

710

6

187

205

232

295

400

709

709

7

187

206

232

297

398

708

708

8

186

205

231

294

397

706

706

9

184

205

230

292

396

705

705

10

184

205

229

291

395

704

704

11

183

204

227

289

393

702

702

12

181

203

225

287

390

700

700

13

178

200

222

284

388

697

697

14

175

198

219

281

385

694

694

15

172

195

216

278

382

691

691

16

169

192

213

275

379

688

688

17

166

189

210

272

376

685

685

18

163

186

207

269

373

682

682

19

160

183

204

266

370

679

679

20

158

180

201

263

367

676

676

21

155

177

198

260

364

673

673

22

151

174

195

257

361

670

670

23

148

171

192

254

358

667

667

24

145

167

189

251

355

664

664

25

142

164

186

248

352

661

661

26

139

161

183

245

349

658

658

27

136

159

180

242

346

655

655

28

134

156

177

239

343

652

652

29

131

153

174

237

340

649

649

30

128

150

172

234

337

647

647

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 | 141 | 254 | 563 | 1 259 |
| 2 | 32 | 46 | 70 | 142 | 255 | 564 | 1 014 |
| 3 | 34 | 48 | 71 | 136 | 251 | 560 | 827 |
| 4 | 35 | 50 | 74 | 138 | 250 | 559 | 685 |
| 5 | 36 | 52 | 78 | 140 | 249 | 559 | 576 |
| 6 | 36 | 54 | 81 | 144 | 249 | 558 | 558 |
| 7 | 36 | 55 | 82 | 146 | 248 | 557 | 557 |
| 8 | 35 | 55 | 81 | 144 | 247 | 556 | 556 |
| 9 | 35 | 55 | 80 | 142 | 246 | 555 | 555 |
| 10 | 34 | 55 | 79 | 142 | 245 | 555 | 555 |
| 11 | 34 | 56 | 79 | 141 | 245 | 554 | 554 |
| 12 | 34 | 56 | 78 | 141 | 244 | 553 | 553 |
| 13 | 34 | 56 | 78 | 140 | 243 | 553 | 553 |
| 14 | 34 | 56 | 77 | 140 | 243 | 552 | 552 |
| 15 | 33 | 56 | 77 | 139 | 243 | 552 | 552 |
| 16 | 33 | 55 | 77 | 139 | 243 | 552 | 552 |
| 17 | 33 | 55 | 77 | 139 | 243 | 552 | 552 |
| 18 | 33 | 55 | 77 | 139 | 243 | 552 | 552 |
| 19 | 33 | 55 | 77 | 139 | 243 | 552 | 552 |
| 20 | 33 | 56 | 77 | 139 | 243 | 552 | 552 |
| 21 | 33 | 56 | 77 | 139 | 243 | 552 | 552 |
| 22 | 33 | 56 | 77 | 139 | 243 | 552 | 552 |
| 23 | 33 | 55 | 77 | 139 | 243 | 552 | 552 |
| 24 | 33 | 55 | 77 | 139 | 242 | 552 | 552 |
| 25 | 33 | 55 | 76 | 139 | 242 | 551 | 551 |
| 26 | 32 | 55 | 76 | 138 | 242 | 551 | 551 |
| 27 | 32 | 54 | 76 | 138 | 241 | 551 | 551 |
| 28 | 32 | 54 | 75 | 138 | 241 | 550 | 550 |
| 29 | 31 | 54 | 75 | 137 | 241 | 550 | 550 |
| 30 | 31 | 53 | 75 | 137 | 240 | 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

31

45

69

141

254

563

1 259

2

32

46

70

142

255

564

1 014

3

34

48

71

136

251

560

827

4

35

50

74

138

250

559

685

5

36

52

78

140

249

559

576

6

36

54

81

144

249

558

558

7

36

55

82

146

248

557

557

8

35

55

81

144

247

556

556

9

35

55

80

142

246

555

555

10

34

55

79

142

245

555

555

11

34

56

79

141

245

554

554

12

34

56

78

141

244

553

553

13

34

56

78

140

243

553

553

14

34

56

77

140

243

552

552

15

33

56

77

139

243

552

552

16

33

55

77

139

243

552

552

17

33

55

77

139

243

552

552

18

33

55

77

139

243

552

552

19

33

55

77

139

243

552

552

20

33

56

77

139

243

552

552

21

33

56

77

139

243

552

552

22

33

56

77

139

243

552

552

23

33

55

77

139

243

552

552

24

33

55

77

139

242

552

552

25

33

55

76

139

242

551

551

26

32

55

76

138

242

551

551

27

32

54

76

138

241

551

551

28

32

54

75

138

241

550

550

29

31

54

75

137

241

550

550

30

31

53

75

137

240

550

550

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 | 29 | 42 | 66 | 138 | 251 | 560 | 1 246 |
| 2 | 30 | 44 | 68 | 140 | 252 | 562 | 1005 |
| 3 | 33 | 47 | 70 | 135 | 250 | 560 | 821 |
| 4 | 35 | 51 | 74 | 138 | 251 | 560 | 681 |
| 5 | 37 | 54 | 80 | 142 | 251 | 560 | 573 |
| 6 | 39 | 57 | 83 | 147 | 251 | 561 | 561 |
| 7 | 40 | 59 | 86 | 150 | 252 | 561 | 561 |
| 8 | 40 | 60 | 86 | 149 | 252 | 561 | 561 |
| 9 | 41 | 61 | 86 | 148 | 252 | 561 | 561 |
| 10 | 42 | 63 | 86 | 149 | 252 | 562 | 562 |
| 11 | 43 | 64 | 87 | 149 | 253 | 562 | 562 |
| 12 | 43 | 65 | 87 | 149 | 253 | 562 | 562 |
| 13 | 43 | 65 | 87 | 149 | 253 | 562 | 562 |
| 14 | 43 | 66 | 87 | 149 | 253 | 562 | 562 |
| 15 | 43 | 65 | 87 | 149 | 253 | 562 | 562 |
| 16 | 43 | 65 | 87 | 149 | 252 | 562 | 562 |
| 17 | 43 | 65 | 87 | 149 | 252 | 562 | 562 |
| 18 | 43 | 65 | 87 | 149 | 252 | 562 | 562 |
| 19 | 43 | 65 | 87 | 149 | 252 | 562 | 562 |
| 20 | 43 | 66 | 87 | 149 | 253 | 562 | 562 |
| 21 | 44 | 66 | 87 | 149 | 253 | 562 | 562 |
| 22 | 43 | 66 | 87 | 149 | 253 | 562 | 562 |
| 23 | 43 | 65 | 87 | 149 | 253 | 562 | 562 |
| 24 | 43 | 65 | 86 | 149 | 252 | 561 | 561 |
| 25 | 42 | 65 | 86 | 148 | 252 | 561 | 561 |
| 26 | 42 | 64 | 86 | 148 | 251 | 560 | 560 |
| 27 | 41 | 64 | 85 | 147 | 251 | 560 | 560 |
| 28 | 41 | 63 | 84 | 147 | 250 | 559 | 559 |
| 29 | 40 | 62 | 84 | 146 | 250 | 559 | 559 |
| 30 | 40 | 62 | 83 | 146 | 249 | 558 | 558 |

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

29

42

66

138

251

560

1 246

2

30

44

68

140

252

562

1005

3

33

47

70

135

250

560

821

4

35

51

74

138

251

560

681

5

37

54

80

142

251

560

573

6

39

57

83

147

251

561

561

7

40

59

86

150

252

561

561

8

40

60

86

149

252

561

561

9

41

61

86

148

252

561

561

10

42

63

86

149

252

562

562

11

43

64

87

149

253

562

562

12

43

65

87

149

253

562

562

13

43

65

87

149

253

562

562

14

43

66

87

149

253

562

562

15

43

65

87

149

253

562

562

16

43

65

87

149

252

562

562

17

43

65

87

149

252

562

562

18

43

65

87

149

252

562

562

19

43

65

87

149

252

562

562

20

43

66

87

149

253

562

562

21

44

66

87

149

253

562

562

22

43

66

87

149

253

562

562

23

43

65

87

149

253

562

562

24

43

65

86

149

252

561

561

25

42

65

86

148

252

561

561

26

42

64

86

148

251

560

560

27

41

64

85

147

251

560

560

28

41

63

84

147

250

559

559

29

40

62

84

146

250

559

559

30

40

62

83

146

249

558

558

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 | 139 | 163 | 235 | 348 | 657 | 1 307 |
| 2 | 124 | 138 | 162 | 234 | 347 | 656 | 1 060 |
| 3 | 125 | 139 | 162 | 227 | 342 | 651 | 868 |
| 4 | 125 | 141 | 164 | 228 | 340 | 650 | 721 |
| 5 | 126 | 143 | 168 | 230 | 340 | 649 | 649 |
| 6 | 125 | 143 | 170 | 234 | 338 | 647 | 647 |
| 7 | 126 | 145 | 171 | 235 | 337 | 646 | 646 |
| 8 | 125 | 144 | 170 | 233 | 336 | 646 | 646 |
| 9 | 124 | 144 | 169 | 232 | 335 | 644 | 644 |
| 10 | 124 | 145 | 169 | 231 | 335 | 644 | 644 |
| 11 | 124 | 145 | 168 | 230 | 334 | 643 | 643 |
| 12 | 123 | 145 | 167 | 229 | 333 | 642 | 642 |
| 13 | 122 | 144 | 166 | 228 | 332 | 641 | 641 |
| 14 | 121 | 143 | 165 | 227 | 330 | 640 | 640 |
| 15 | 119 | 141 | 162 | 225 | 328 | 637 | 637 |
| 16 | 117 | 139 | 160 | 223 | 326 | 635 | 635 |
| 17 | 114 | 136 | 158 | 220 | 324 | 633 | 633 |
| 18 | 112 | 134 | 156 | 218 | 321 | 631 | 631 |
| 19 | 110 | 132 | 154 | 216 | 319 | 629 | 629 |
| 20 | 108 | 130 | 152 | 214 | 317 | 627 | 627 |
| 21 | 106 | 128 | 149 | 212 | 315 | 624 | 624 |
| 22 | 103 | 126 | 147 | 209 | 313 | 622 | 622 |
| 23 | 101 | 123 | 145 | 207 | 311 | 620 | 620 |
| 24 | 99 | 121 | 143 | 205 | 308 | 618 | 618 |
| 25 | 97 | 119 | 140 | 203 | 306 | 615 | 615 |
| 26 | 95 | 117 | 138 | 201 | 304 | 613 | 613 |
| 27 | 93 | 115 | 136 | 198 | 302 | 611 | 611 |
| 28 | 91 | 113 | 134 | 196 | 300 | 609 | 609 |
| 29 | 89 | 111 | 132 | 194 | 298 | 607 | 607 |
| 30 | 87 | 109 | 130 | 193 | 296 | 605 | 605 |

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

139

163

235

348

657

1 307

2

124

138

162

234

347

656

1 060

3

125

139

162

227

342

651

868

4

125

141

164

228

340

650

721

5

126

143

168

230

340

649

649

6

125

143

170

234

338

647

647

7

126

145

171

235

337

646

646

8

125

144

170

233

336

646

646

9

124

144

169

232

335

644

644

10

124

145

169

231

335

644

644

11

124

145

168

230

334

643

643

12

123

145

167

229

333

642

642

13

122

144

166

228

332

641

641

14

121

143

165

227

330

640

640

15

119

141

162

225

328

637

637

16

117

139

160

223

326

635

635

17

114

136

158

220

324

633

633

18

112

134

156

218

321

631

631

19

110

132

154

216

319

629

629

20

108

130

152

214

317

627

627

21

106

128

149

212

315

624

624

22

103

126

147

209

313

622

622

23

101

123

145

207

311

620

620

24

99

121

143

205

308

618

618

25

97

119

140

203

306

615

615

26

95

117

138

201

304

613

613

27

93

115

136

198

302

611

611

28

91

113

134

196

300

609

609

29

89

111

132

194

298

607

607

30

87

109

130

193

296

605

605

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 | 13 | 37 | 109 | 222 | 531 | 1 220 |
| 2 | 1 | 15 | 39 | 111 | 223 | 533 | 983 |
| 3 | 4 | 18 | 41 | 106 | 221 | 530 | 802 |
| 4 | 6 | 22 | 45 | 109 | 221 | 531 | 666 |
| 5 | 8 | 25 | 51 | 113 | 222 | 531 | 560 |
| 6 | 10 | 28 | 54 | 118 | 222 | 532 | 532 |
| 7 | 11 | 30 | 57 | 121 | 223 | 532 | 532 |
| 8 | 11 | 31 | 56 | 120 | 223 | 532 | 532 |
| 9 | 11 | 32 | 56 | 119 | 223 | 532 | 532 |
| 10 | 12 | 33 | 56 | 119 | 222 | 532 | 532 |
| 11 | 12 | 34 | 56 | 119 | 222 | 532 | 532 |
| 12 | 12 | 34 | 56 | 118 | 222 | 531 | 531 |
| 13 | 12 | 34 | 56 | 118 | 222 | 531 | 531 |
| 14 | 12 | 34 | 56 | 118 | 221 | 531 | 531 |
| 15 | 12 | 34 | 56 | 118 | 221 | 531 | 531 |
| 16 | 13 | 34 | 55 | 117 | 221 | 530 | 530 |
| 17 | 13 | 34 | 55 | 117 | 221 | 530 | 530 |
| 18 | 14 | 34 | 55 | 117 | 221 | 530 | 530 |
| 19 | 14 | 34 | 55 | 118 | 221 | 530 | 530 |
| 20 | 15 | 34 | 56 | 118 | 222 | 531 | 531 |
| 21 | 16 | 35 | 56 | 119 | 222 | 531 | 531 |
| 22 | 17 | 35 | 57 | 119 | 222 | 532 | 532 |
| 23 | 17 | 35 | 57 | 119 | 223 | 532 | 532 |
| 24 | 18 | 36 | 57 | 119 | 223 | 532 | 532 |
| 25 | 19 | 36 | 57 | 120 | 223 | 532 | 532 |
| 26 | 19 | 36 | 57 | 120 | 223 | 532 | 532 |
| 27 | 21 | 36 | 57 | 120 | 223 | 532 | 532 |
| 28 | 21 | 36 | 58 | 120 | 223 | 533 | 533 |
| 29 | 22 | 36 | 58 | 120 | 223 | 533 | 533 |
| 30 | 22 | 36 | 58 | 120 | 223 | 533 | 533 |

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

13

37

109

222

531

1 220

2

1

15

39

111

223

533

983

3

4

18

41

106

221

530

802

4

6

22

45

109

221

531

666

5

8

25

51

113

222

531

560

6

10

28

54

118

222

532

532

7

11

30

57

121

223

532

532

8

11

31

56

120

223

532

532

9

11

32

56

119

223

532

532

10

12

33

56

119

222

532

532

11

12

34

56

119

222

532

532

12

12

34

56

118

222

531

531

13

12

34

56

118

222

531

531

14

12

34

56

118

221

531

531

15

12

34

56

118

221

531

531

16

13

34

55

117

221

530

530

17

13

34

55

117

221

530

530

18

14

34

55

117

221

530

530

19

14

34

55

118

221

530

530

20

15

34

56

118

222

531

531

21

16

35

56

119

222

531

531

22

17

35

57

119

222

532

532

23

17

35

57

119

223

532

532

24

18

36

57

119

223

532

532

25

19

36

57

120

223

532

532

26

19

36

57

120

223

532

532

27

21

36

57

120

223

532

532

28

21

36

58

120

223

533

533

29

22

36

58

120

223

533

533

30

22

36

58

120

223

533

533

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 | 73 | 145 | 258 | 567 | 1 229 |
| 2 | 36 | 49 | 73 | 145 | 258 | 567 | 990 |
| 3 | 36 | 51 | 74 | 138 | 254 | 563 | 809 |
| 4 | 36 | 52 | 75 | 139 | 252 | 561 | 670 |
| 5 | 37 | 54 | 79 | 141 | 250 | 560 | 563 |
| 6 | 39 | 57 | 84 | 147 | 252 | 561 | 561 |
| 7 | 37 | 56 | 82 | 146 | 248 | 557 | 557 |
| 8 | 40 | 60 | 85 | 149 | 252 | 561 | 561 |
| 9 | 39 | 59 | 84 | 147 | 251 | 560 | 560 |
| 10 | 34 | 55 | 79 | 141 | 245 | 554 | 554 |
| 11 | 30 | 52 | 75 | 137 | 241 | 550 | 550 |
| 12 | 28 | 49 | 72 | 134 | 237 | 547 | 547 |
| 13 | 25 | 48 | 69 | 131 | 235 | 544 | 544 |
| 14 | 24 | 46 | 67 | 130 | 233 | 542 | 542 |
| 15 | 22 | 44 | 66 | 128 | 232 | 541 | 541 |
| 16 | 21 | 43 | 64 | 127 | 230 | 539 | 539 |
| 17 | 20 | 42 | 64 | 126 | 229 | 539 | 539 |
| 18 | 19 | 41 | 63 | 125 | 229 | 538 | 538 |
| 19 | 19 | 41 | 63 | 125 | 228 | 538 | 538 |
| 20 | 19 | 41 | 63 | 125 | 228 | 538 | 538 |
| 21 | 19 | 41 | 63 | 125 | 228 | 538 | 538 |
| 22 | 19 | 41 | 63 | 125 | 228 | 538 | 538 |
| 23 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 24 | 19 | 41 | 62 | 125 | 228 | 537 | 537 |
| 25 | 19 | 41 | 62 | 124 | 228 | 537 | 537 |
| 26 | 19 | 41 | 62 | 124 | 228 | 537 | 537 |
| 27 | 21 | 41 | 62 | 124 | 228 | 537 | 537 |
| 28 | 21 | 40 | 62 | 124 | 228 | 537 | 537 |
| 29 | 22 | 40 | 62 | 124 | 227 | 537 | 537 |
| 30 | 22 | 40 | 62 | 124 | 227 | 537 | 537 |

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

73

145

258

567

1 229

2

36

49

73

145

258

567

990

3

36

51

74

138

254

563

809

4

36

52

75

139

252

561

670

5

37

54

79

141

250

560

563

6

39

57

84

147

252

561

561

7

37

56

82

146

248

557

557

8

40

60

85

149

252

561

561

9

39

59

84

147

251

560

560

10

34

55

79

141

245

554

554

11

30

52

75

137

241

550

550

12

28

49

72

134

237

547

547

13

25

48

69

131

235

544

544

14

24

46

67

130

233

542

542

15

22

44

66

128

232

541

541

16

21

43

64

127

230

539

539

17

20

42

64

126

229

539

539

18

19

41

63

125

229

538

538

19

19

41

63

125

228

538

538

20

19

41

63

125

228

538

538

21

19

41

63

125

228

538

538

22

19

41

63

125

228

538

538

23

19

41

62

125

228

537

537

24

19

41

62

125

228

537

537

25

19

41

62

124

228

537

537

26

19

41

62

124

228

537

537

27

21

41

62

124

228

537

537

28

21

40

62

124

228

537

537

29

22

40

62

124

227

537

537

30

22

40

62

124

227

537

537

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 | 202 | 216 | 240 | 312 | 425 | 734 | 1 597 |
| 2 | 199 | 212 | 236 | 308 | 421 | 730 | 1 284 |
| 3 | 195 | 210 | 233 | 297 | 413 | 722 | 1 047 |
| 4 | 192 | 207 | 231 | 295 | 407 | 716 | 866 |
| 5 | 188 | 205 | 231 | 293 | 402 | 711 | 728 |
| 6 | 184 | 202 | 229 | 293 | 397 | 706 | 706 |
| 7 | 181 | 200 | 227 | 291 | 393 | 702 | 702 |
| 8 | 177 | 196 | 222 | 285 | 388 | 698 | 698 |
| 9 | 173 | 193 | 218 | 280 | 384 | 693 | 693 |
| 10 | 169 | 190 | 214 | 276 | 380 | 689 | 689 |
| 11 | 166 | 187 | 210 | 272 | 376 | 685 | 685 |
| 12 | 162 | 184 | 206 | 268 | 372 | 681 | 681 |
| 13 | 158 | 180 | 202 | 264 | 368 | 677 | 677 |
| 14 | 155 | 177 | 198 | 261 | 364 | 673 | 673 |
| 15 | 151 | 173 | 195 | 257 | 360 | 670 | 670 |
| 16 | 148 | 170 | 191 | 254 | 357 | 666 | 666 |
| 17 | 144 | 167 | 188 | 250 | 354 | 663 | 663 |
| 18 | 141 | 164 | 185 | 247 | 351 | 660 | 660 |
| 19 | 138 | 161 | 182 | 244 | 348 | 657 | 657 |
| 20 | 136 | 158 | 179 | 242 | 345 | 654 | 654 |
| 21 | 133 | 155 | 177 | 239 | 342 | 652 | 652 |
| 22 | 130 | 152 | 174 | 236 | 340 | 649 | 649 |
| 23 | 127 | 150 | 171 | 233 | 337 | 646 | 646 |
| 24 | 125 | 147 | 168 | 231 | 334 | 643 | 643 |
| 25 | 122 | 144 | 166 | 228 | 332 | 641 | 641 |
| 26 | 120 | 142 | 163 | 226 | 329 | 638 | 638 |
| 27 | 117 | 139 | 161 | 223 | 327 | 636 | 636 |
| 28 | 115 | 137 | 158 | 221 | 324 | 633 | 633 |
| 29 | 113 | 135 | 156 | 218 | 322 | 631 | 631 |
| 30 | 110 | 133 | 154 | 216 | 320 | 629 | 629 |

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

202

216

240

312

425

734

1 597

2

199

212

236

308

421

730

1 284

3

195

210

233

297

413

722

1 047

4

192

207

231

295

407

716

866

5

188

205

231

293

402

711

728

6

184

202

229

293

397

706

706

7

181

200

227

291

393

702

702

8

177

196

222

285

388

698

698

9

173

193

218

280

384

693

693

10

169

190

214

276

380

689

689

11

166

187

210

272

376

685

685

12

162

184

206

268

372

681

681

13

158

180

202

264

368

677

677

14

155

177

198

261

364

673

673

15

151

173

195

257

360

670

670

16

148

170

191

254

357

666

666

17

144

167

188

250

354

663

663

18

141

164

185

247

351

660

660

19

138

161

182

244

348

657

657

20

136

158

179

242

345

654

654

21

133

155

177

239

342

652

652

22

130

152

174

236

340

649

649

23

127

150

171

233

337

646

646

24

125

147

168

231

334

643

643

25

122

144

166

228

332

641

641

26

120

142

163

226

329

638

638

27

117

139

161

223

327

636

636

28

115

137

158

221

324

633

633

29

113

135

156

218

322

631

631

30

110

133

154

216

320

629

629

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 | 49 | 104 | 238 | 547 | 1 218 |
| 2 | 9 | 26 | 49 | 104 | 238 | 547 | 980 |
| 3 | 10 | 29 | 51 | 99 | 236 | 545 | 800 |
| 4 | 13 | 33 | 55 | 97 | 236 | 546 | 664 |
| 5 | 17 | 39 | 60 | 100 | 237 | 547 | 559 |
| 6 | 19 | 43 | 64 | 97 | 238 | 547 | 547 |
| 7 | 20 | 45 | 64 | 91 | 238 | 548 | 548 |
| 8 | 18 | 44 | 63 | 90 | 238 | 548 | 548 |
| 9 | 19 | 45 | 65 | 94 | 238 | 548 | 548 |
| 10 | 21 | 48 | 67 | 98 | 238 | 548 | 548 |
| 11 | 22 | 50 | 69 | 101 | 238 | 548 | 548 |
| 12 | 24 | 53 | 70 | 102 | 238 | 548 | 548 |
| 13 | 25 | 55 | 71 | 102 | 238 | 548 | 548 |
| 14 | 26 | 55 | 71 | 102 | 238 | 548 | 548 |
| 15 | 26 | 55 | 72 | 102 | 238 | 548 | 548 |
| 16 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 17 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 18 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 19 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 20 | 26 | 55 | 72 | 102 | 238 | 548 | 548 |
| 21 | 26 | 55 | 72 | 102 | 239 | 548 | 548 |
| 22 | 26 | 55 | 72 | 102 | 239 | 548 | 548 |
| 23 | 26 | 55 | 72 | 102 | 239 | 548 | 548 |
| 24 | 26 | 55 | 72 | 102 | 239 | 548 | 548 |
| 25 | 26 | 55 | 72 | 102 | 238 | 548 | 548 |
| 26 | 26 | 55 | 72 | 102 | 238 | 548 | 548 |
| 27 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 28 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 29 | 26 | 55 | 72 | 102 | 238 | 547 | 547 |
| 30 | 26 | 55 | 72 | 102 | 237 | 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

9

26

49

104

238

547

1 218

2

9

26

49

104

238

547

980

3

10

29

51

99

236

545

800

4

13

33

55

97

236

546

664

5

17

39

60

100

237

547

559

6

19

43

64

97

238

547

547

7

20

45

64

91

238

548

548

8

18

44

63

90

238

548

548

9

19

45

65

94

238

548

548

10

21

48

67

98

238

548

548

11

22

50

69

101

238

548

548

12

24

53

70

102

238

548

548

13

25

55

71

102

238

548

548

14

26

55

71

102

238

548

548

15

26

55

72

102

238

548

548

16

26

55

72

102

238

547

547

17

26

55

72

102

238

547

547

18

26

55

72

102

238

547

547

19

26

55

72

102

238

547

547

20

26

55

72

102

238

548

548

21

26

55

72

102

239

548

548

22

26

55

72

102

239

548

548

23

26

55

72

102

239

548

548

24

26

55

72

102

239

548

548

25

26

55

72

102

238

548

548

26

26

55

72

102

238

548

548

27

26

55

72

102

238

547

547

28

26

55

72

102

238

547

547

29

26

55

72

102

238

547

547

30

26

55

72

102

237

546

546

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 | 87 | 200 | 509 | 1213 |
| 2 | 1 | 5 | 13 | 85 | 198 | 508 | 976 |
| 3 | 2 | 5 | 13 | 78 | 193 | 503 | 795 |
| 4 | 2 | 6 | 15 | 79 | 191 | 501 | 658 |
| 5 | 4 | 7 | 19 | 81 | 191 | 500 | 552 |
| 6 | 4 | 7 | 22 | 86 | 190 | 499 | 499 |
| 7 | 5 | 9 | 24 | 88 | 190 | 499 | 499 |
| 8 | 6 | 9 | 23 | 87 | 190 | 499 | 499 |
| 9 | 7 | 10 | 23 | 86 | 190 | 499 | 499 |
| 10 | 8 | 11 | 24 | 86 | 190 | 499 | 499 |
| 11 | 8 | 11 | 24 | 86 | 190 | 499 | 499 |
| 12 | 9 | 13 | 24 | 86 | 190 | 499 | 499 |
| 13 | 10 | 13 | 24 | 87 | 190 | 499 | 499 |
| 14 | 10 | 14 | 25 | 87 | 190 | 500 | 500 |
| 15 | 12 | 14 | 26 | 87 | 191 | 500 | 500 |
| 16 | 12 | 16 | 27 | 87 | 191 | 500 | 500 |
| 17 | 13 | 16 | 29 | 88 | 191 | 500 | 500 |
| 18 | 14 | 17 | 30 | 88 | 192 | 501 | 501 |
| 19 | 14 | 18 | 31 | 89 | 192 | 501 | 501 |
| 20 | 15 | 18 | 32 | 89 | 193 | 502 | 502 |
| 21 | 15 | 20 | 34 | 90 | 193 | 502 | 502 |
| 22 | 17 | 20 | 35 | 90 | 194 | 503 | 503 |
| 23 | 17 | 21 | 36 | 90 | 194 | 503 | 503 |
| 24 | 18 | 21 | 37 | 90 | 194 | 503 | 503 |
| 25 | 18 | 22 | 38 | 91 | 194 | 503 | 503 |
| 26 | 19 | 23 | 39 | 91 | 194 | 503 | 503 |
| 27 | 19 | 24 | 41 | 91 | 194 | 503 | 503 |
| 28 | 21 | 25 | 42 | 90 | 194 | 503 | 503 |
| 29 | 21 | 25 | 43 | 90 | 194 | 503 | 503 |
| 30 | 22 | 26 | 44 | 90 | 194 | 503 | 503 |

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

87

200

509

1213

2

1

5

13

85

198

508

976

3

2

5

13

78

193

503

795

4

2

6

15

79

191

501

658

5

4

7

19

81

191

500

552

6

4

7

22

86

190

499

499

7

5

9

24

88

190

499

499

8

6

9

23

87

190

499

499

9

7

10

23

86

190

499

499

10

8

11

24

86

190

499

499

11

8

11

24

86

190

499

499

12

9

13

24

86

190

499

499

13

10

13

24

87

190

499

499

14

10

14

25

87

190

500

500

15

12

14

26

87

191

500

500

16

12

16

27

87

191

500

500

17

13

16

29

88

191

500

500

18

14

17

30

88

192

501

501

19

14

18

31

89

192

501

501

20

15

18

32

89

193

502

502

21

15

20

34

90

193

502

502

22

17

20

35

90

194

503

503

23

17

21

36

90

194

503

503

24

18

21

37

90

194

503

503

25

18

22

38

91

194

503

503

26

19

23

39

91

194

503

503

27

19

24

41

91

194

503

503

28

21

25

42

90

194

503

503

29

21

25

43

90

194

503

503

30

22

26

44

90

194

503

503

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 | 162 | 300 | 3 172 |
| 2 | 2 | 15 | 21 | 43 | 162 | 344 | 2 354 |
| 3 | 1 | 15 | 23 | 48 | 156 | 360 | 1 770 |
| 4 | 1 | 16 | 26 | 51 | 154 | 361 | 1 363 |
| 5 | 2 | 18 | 30 | 53 | 154 | 352 | 1 077 |
| 6 | 4 | 20 | 32 | 57 | 154 | 339 | 871 |
| 7 | 5 | 23 | 34 | 59 | 154 | 323 | 719 |
| 8 | 5 | 24 | 35 | 61 | 154 | 306 | 603 |
| 9 | 6 | 25 | 36 | 64 | 154 | 288 | 513 |
| 10 | 6 | 25 | 38 | 66 | 154 | 271 | 441 |
| 11 | 6 | 26 | 39 | 67 | 154 | 255 | 382 |
| 12 | 7 | 26 | 39 | 67 | 154 | 248 | 334 |
| 13 | 7 | 26 | 39 | 67 | 154 | 248 | 294 |
| 14 | 7 | 26 | 39 | 67 | 154 | 248 | 260 |
| 15 | 7 | 26 | 39 | 67 | 154 | 248 | 248 |
| 16 | 7 | 26 | 41 | 67 | 154 | 248 | 248 |
| 17 | 7 | 26 | 43 | 67 | 154 | 248 | 248 |
| 18 | 7 | 26 | 46 | 67 | 154 | 248 | 248 |
| 19 | 7 | 26 | 48 | 67 | 154 | 248 | 248 |
| 20 | 7 | 26 | 50 | 67 | 154 | 248 | 248 |
| 21 | 7 | 26 | 53 | 67 | 154 | 248 | 248 |
| 22 | 8 | 26 | 55 | 67 | 154 | 248 | 248 |
| 23 | 8 | 26 | 57 | 67 | 154 | 248 | 248 |
| 24 | 8 | 26 | 59 | 67 | 154 | 248 | 248 |
| 25 | 9 | 26 | 62 | 67 | 154 | 248 | 248 |
| 26 | 9 | 26 | 64 | 68 | 154 | 248 | 248 |
| 27 | 10 | 26 | 67 | 70 | 154 | 248 | 248 |
| 28 | 10 | 26 | 69 | 72 | 154 | 248 | 248 |
| 29 | 10 | 26 | 72 | 74 | 154 | 248 | 248 |
| 30 | 11 | 26 | 74 | 75 | 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

2

15

21

43

162

300

3 172

2

2

15

21

43

162

344

2 354

3

1

15

23

48

156

360

1 770

4

1

16

26

51

154

361

1 363

5

2

18

30

53

154

352

1 077

6

4

20

32

57

154

339

871

7

5

23

34

59

154

323

719

8

5

24

35

61

154

306

603

9

6

25

36

64

154

288

513

10

6

25

38

66

154

271

441

11

6

26

39

67

154

255

382

12

7

26

39

67

154

248

334

13

7

26

39

67

154

248

294

14

7

26

39

67

154

248

260

15

7

26

39

67

154

248

248

16

7

26

41

67

154

248

248

17

7

26

43

67

154

248

248

18

7

26

46

67

154

248

248

19

7

26

48

67

154

248

248

20

7

26

50

67

154

248

248

21

7

26

53

67

154

248

248

22

8

26

55

67

154

248

248

23

8

26

57

67

154

248

248

24

8

26

59

67

154

248

248

25

9

26

62

67

154

248

248

26

9

26

64

68

154

248

248

27

10

26

67

70

154

248

248

28

10

26

69

72

154

248

248

29

10

26

72

74

154

248

248

30

11

26

74

75

154

248

248

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 | 169 | 305 | 3 229 |
| 2 | 11 | 24 | 30 | 52 | 171 | 351 | 2 409 |
| 3 | 11 | 25 | 33 | 57 | 166 | 369 | 1 817 |
| 4 | 11 | 25 | 36 | 61 | 164 | 371 | 1 402 |
| 5 | 12 | 27 | 39 | 63 | 163 | 362 | 1109 |
| 6 | 12 | 29 | 40 | 65 | 163 | 349 | 897 |
| 7 | 13 | 31 | 41 | 66 | 162 | 332 | 740 |
| 8 | 13 | 31 | 42 | 68 | 161 | 315 | 620 |
| 9 | 13 | 31 | 43 | 71 | 161 | 297 | 527 |
| 10 | 12 | 32 | 44 | 72 | 160 | 279 | 453 |
| 11 | 12 | 32 | 44 | 73 | 160 | 262 | 393 |
| 12 | 12 | 31 | 44 | 72 | 159 | 253 | 343 |
| 13 | 11 | 30 | 43 | 72 | 159 | 253 | 302 |
| 14 | 11 | 30 | 43 | 71 | 158 | 252 | 267 |
| 15 | 10 | 30 | 42 | 71 | 158 | 252 | 252 |
| 16 | 10 | 29 | 42 | 70 | 157 | 251 | 251 |
| 17 | 9 | 29 | 44 | 70 | 157 | 251 | 251 |
| 18 | 9 | 29 | 47 | 70 | 157 | 251 | 251 |
| 19 | 9 | 29 | 49 | 70 | 157 | 251 | 251 |
| 20 | 10 | 29 | 51 | 71 | 157 | 252 | 252 |
| 21 | 10 | 30 | 54 | 71 | 158 | 252 | 252 |
| 22 | 10 | 30 | 57 | 71 | 158 | 252 | 252 |
| 23 | 11 | 30 | 58 | 71 | 158 | 252 | 252 |
| 24 | 11 | 30 | 61 | 71 | 158 | 252 | 252 |
| 25 | 11 | 30 | 63 | 71 | 158 | 252 | 252 |
| 26 | 11 | 30 | 66 | 71 | 158 | 252 | 252 |
| 27 | 11 | 30 | 68 | 72 | 158 | 252 | 252 |
| 28 | 10 | 30 | 71 | 74 | 158 | 252 | 252 |
| 29 | 11 | 30 | 73 | 75 | 158 | 252 | 252 |
| 30 | 11 | 30 | 76 | 77 | 158 | 252 | 252 |

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

169

305

3 229

2

11

24

30

52

171

351

2 409

3

11

25

33

57

166

369

1 817

4

11

25

36

61

164

371

1 402

5

12

27

39

63

163

362

1109

6

12

29

40

65

163

349

897

7

13

31

41

66

162

332

740

8

13

31

42

68

161

315

620

9

13

31

43

71

161

297

527

10

12

32

44

72

160

279

453

11

12

32

44

73

160

262

393

12

12

31

44

72

159

253

343

13

11

30

43

72

159

253

302

14

11

30

43

71

158

252

267

15

10

30

42

71

158

252

252

16

10

29

42

70

157

251

251

17

9

29

44

70

157

251

251

18

9

29

47

70

157

251

251

19

9

29

49

70

157

251

251

20

10

29

51

71

157

252

252

21

10

30

54

71

158

252

252

22

10

30

57

71

158

252

252

23

11

30

58

71

158

252

252

24

11

30

61

71

158

252

252

25

11

30

63

71

158

252

252

26

11

30

66

71

158

252

252

27

11

30

68

72

158

252

252

28

10

30

71

74

158

252

252

29

11

30

73

75

158

252

252

30

11

30

76

77

158

252

252

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 | 162 | 300 | 3 171 |
| 2 | 2 | 14 | 21 | 43 | 162 | 344 | 2 353 |
| 3 | 1 | 15 | 23 | 47 | 156 | 360 | 1 770 |
| 4 | 1 | 16 | 26 | 51 | 154 | 361 | 1 363 |
| 5 | 2 | 18 | 29 | 53 | 154 | 352 | 1 077 |
| 6 | 4 | 20 | 32 | 56 | 154 | 339 | 871 |
| 7 | 5 | 23 | 34 | 58 | 154 | 323 | 719 |
| 8 | 5 | 24 | 35 | 61 | 154 | 306 | 603 |
| 9 | 6 | 24 | 36 | 64 | 154 | 288 | 513 |
| 10 | 6 | 25 | 38 | 66 | 154 | 271 | 441 |
| 11 | 6 | 26 | 38 | 67 | 154 | 255 | 382 |
| 12 | 6 | 26 | 38 | 67 | 154 | 248 | 334 |
| 13 | 6 | 26 | 38 | 67 | 154 | 248 | 294 |
| 14 | 6 | 26 | 38 | 67 | 154 | 248 | 260 |
| 15 | 6 | 26 | 38 | 67 | 154 | 248 | 248 |
| 16 | 6 | 26 | 41 | 67 | 154 | 248 | 248 |
| 17 | 6 | 26 | 43 | 67 | 154 | 248 | 248 |
| 18 | 6 | 26 | 46 | 67 | 154 | 248 | 248 |
| 19 | 7 | 26 | 48 | 67 | 154 | 248 | 248 |
| 20 | 7 | 26 | 50 | 67 | 154 | 248 | 248 |
| 21 | 7 | 26 | 53 | 67 | 154 | 248 | 248 |
| 22 | 8 | 26 | 55 | 67 | 154 | 248 | 248 |
| 23 | 8 | 26 | 57 | 67 | 154 | 248 | 248 |
| 24 | 8 | 26 | 59 | 67 | 154 | 248 | 248 |
| 25 | 9 | 26 | 62 | 67 | 154 | 248 | 248 |
| 26 | 9 | 26 | 64 | 68 | 154 | 248 | 248 |
| 27 | 10 | 26 | 67 | 70 | 154 | 248 | 248 |
| 28 | 10 | 26 | 69 | 72 | 154 | 248 | 248 |
| 29 | 10 | 26 | 72 | 74 | 154 | 248 | 248 |
| 30 | 11 | 26 | 74 | 75 | 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

2

14

21

43

162

300

3 171

2

2

14

21

43

162

344

2 353

3

1

15

23

47

156

360

1 770

4

1

16

26

51

154

361

1 363

5

2

18

29

53

154

352

1 077

6

4

20

32

56

154

339

871

7

5

23

34

58

154

323

719

8

5

24

35

61

154

306

603

9

6

24

36

64

154

288

513

10

6

25

38

66

154

271

441

11

6

26

38

67

154

255

382

12

6

26

38

67

154

248

334

13

6

26

38

67

154

248

294

14

6

26

38

67

154

248

260

15

6

26

38

67

154

248

248

16

6

26

41

67

154

248

248

17

6

26

43

67

154

248

248

18

6

26

46

67

154

248

248

19

7

26

48

67

154

248

248

20

7

26

50

67

154

248

248

21

7

26

53

67

154

248

248

22

8

26

55

67

154

248

248

23

8

26

57

67

154

248

248

24

8

26

59

67

154

248

248

25

9

26

62

67

154

248

248

26

9

26

64

68

154

248

248

27

10

26

67

70

154

248

248

28

10

26

69

72

154

248

248

29

10

26

72

74

154

248

248

30

11

26

74

75

154

248

248

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 | 86 | 93 | 114 | 233 | 330 | 3 238 |
| 2 | 70 | 83 | 89 | 111 | 230 | 352 | 2 412 |
| 3 | 72 | 86 | 94 | 119 | 227 | 370 | 1 819 |
| 4 | 70 | 85 | 95 | 120 | 223 | 371 | 1404 |
| 5 | 69 | 85 | 97 | 120 | 221 | 363 | 1 111 |
| 6 | 69 | 86 | 97 | 122 | 219 | 350 | 900 |
| 7 | 69 | 87 | 97 | 122 | 218 | 334 | 744 |
| 8 | 68 | 86 | 97 | 124 | 217 | 317 | 624 |
| 9 | 67 | 86 | 98 | 126 | 216 | 310 | 531 |
| 10 | 64 | 84 | 96 | 124 | 212 | 306 | 457 |
| 11 | 62 | 82 | 94 | 123 | 210 | 304 | 396 |
| 12 | 61 | 80 | 93 | 122 | 208 | 303 | 347 |
| 13 | 60 | 80 | 92 | 121 | 208 | 302 | 305 |
| 14 | 60 | 79 | 92 | 121 | 207 | 302 | 302 |
| 15 | 60 | 79 | 92 | 120 | 207 | 301 | 301 |
| 16 | 59 | 78 | 91 | 120 | 206 | 301 | 301 |
| 17 | 59 | 78 | 91 | 119 | 206 | 300 | 300 |
| 18 | 58 | 77 | 90 | 119 | 206 | 300 | 300 |
| 19 | 57 | 77 | 89 | 118 | 205 | 299 | 299 |
| 20 | 57 | 76 | 89 | 117 | 204 | 299 | 299 |
| 21 | 56 | 76 | 88 | 117 | 204 | 298 | 298 |
| 22 | 55 | 75 | 87 | 116 | 203 | 297 | 297 |
| 23 | 54 | 74 | 87 | 115 | 202 | 296 | 296 |
| 24 | 53 | 73 | 86 | 114 | 201 | 295 | 295 |
| 25 | 52 | 72 | 85 | 113 | 200 | 294 | 294 |
| 26 | 51 | 71 | 84 | 112 | 199 | 293 | 293 |
| 27 | 50 | 70 | 82 | 111 | 198 | 292 | 292 |
| 28 | 49 | 69 | 81 | 110 | 197 | 291 | 291 |
| 29 | 48 | 68 | 80 | 109 | 196 | 290 | 290 |
| 30 | 47 | 67 | 79 | 108 | 195 | 289 | 289 |

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

86

93

114

233

330

3 238

2

70

83

89

111

230

352

2 412

3

72

86

94

119

227

370

1 819

4

70

85

95

120

223

371

1404

5

69

85

97

120

221

363

1 111

6

69

86

97

122

219

350

900

7

69

87

97

122

218

334

744

8

68

86

97

124

217

317

624

9

67

86

98

126

216

310

531

10

64

84

96

124

212

306

457

11

62

82

94

123

210

304

396

12

61

80

93

122

208

303

347

13

60

80

92

121

208

302

305

14

60

79

92

121

207

302

302

15

60

79

92

120

207

301

301

16

59

78

91

120

206

301

301

17

59

78

91

119

206

300

300

18

58

77

90

119

206

300

300

19

57

77

89

118

205

299

299

20

57

76

89

117

204

299

299

21

56

76

88

117

204

298

298

22

55

75

87

116

203

297

297

23

54

74

87

115

202

296

296

24

53

73

86

114

201

295

295

25

52

72

85

113

200

294

294

26

51

71

84

112

199

293

293

27

50

70

82

111

198

292

292

28

49

69

81

110

197

291

291

29

48

68

80

109

196

290

290

30

47

67

79

108

195

289

289

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 | 6 | 18 | 25 | 46 | 165 | 302 | 3 197 |
| 2 | 7 | 20 | 27 | 48 | 167 | 347 | 2 374 |
| 3 | 8 | 21 | 30 | 54 | 163 | 363 | 1 786 |
| 4 | 9 | 23 | 33 | 58 | 161 | 364 | 1 376 |
| 5 | 10 | 25 | 37 | 61 | 161 | 356 | 1 088 |
| 6 | 11 | 28 | 39 | 64 | 161 | 342 | 880 |
| 7 | 12 | 30 | 41 | 66 | 161 | 326 | 727 |
| 8 | 12 | 30 | 41 | 68 | 161 | 309 | 610 |
| 9 | 12 | 31 | 43 | 70 | 160 | 292 | 518 |
| 10 | 12 | 31 | 44 | 72 | 160 | 274 | 446 |
| 11 | 12 | 31 | 44 | 72 | 160 | 258 | 387 |
| 12 | 12 | 31 | 44 | 73 | 159 | 254 | 339 |
| 13 | 12 | 31 | 44 | 72 | 159 | 254 | 298 |
| 14 | 12 | 31 | 44 | 72 | 159 | 254 | 264 |
| 15 | 12 | 31 | 44 | 72 | 159 | 254 | 254 |
| 16 | 11 | 31 | 44 | 72 | 159 | 253 | 253 |
| 17 | 12 | 31 | 44 | 72 | 159 | 254 | 254 |
| 18 | 12 | 31 | 46 | 72 | 159 | 254 | 254 |
| 19 | 12 | 31 | 49 | 73 | 159 | 254 | 254 |
| 20 | 12 | 32 | 51 | 73 | 160 | 254 | 254 |
| 21 | 13 | 32 | 54 | 73 | 160 | 255 | 255 |
| 22 | 13 | 32 | 56 | 74 | 161 | 255 | 255 |
| 23 | 13 | 33 | 58 | 74 | 161 | 255 | 255 |
| 24 | 13 | 33 | 61 | 74 | 161 | 255 | 255 |
| 25 | 13 | 33 | 63 | 74 | 161 | 255 | 255 |
| 26 | 13 | 33 | 66 | 74 | 161 | 255 | 255 |
| 27 | 13 | 33 | 68 | 74 | 161 | 255 | 255 |
| 28 | 13 | 32 | 71 | 74 | 161 | 255 | 255 |
| 29 | 13 | 32 | 73 | 75 | 160 | 255 | 255 |
| 30 | 13 | 32 | 76 | 77 | 160 | 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

6

18

25

46

165

302

3 197

2

7

20

27

48

167

347

2 374

3

8

21

30

54

163

363

1 786

4

9

23

33

58

161

364

1 376

5

10

25

37

61

161

356

1 088

6

11

28

39

64

161

342

880

7

12

30

41

66

161

326

727

8

12

30

41

68

161

309

610

9

12

31

43

70

160

292

518

10

12

31

44

72

160

274

446

11

12

31

44

72

160

258

387

12

12

31

44

73

159

254

339

13

12

31

44

72

159

254

298

14

12

31

44

72

159

254

264

15

12

31

44

72

159

254

254

16

11

31

44

72

159

253

253

17

12

31

44

72

159

254

254

18

12

31

46

72

159

254

254

19

12

31

49

73

159

254

254

20

12

32

51

73

160

254

254

21

13

32

54

73

160

255

255

22

13

32

56

74

161

255

255

23

13

33

58

74

161

255

255

24

13

33

61

74

161

255

255

25

13

33

63

74

161

255

255

26

13

33

66

74

161

255

255

27

13

33

68

74

161

255

255

28

13

32

71

74

161

255

255

29

13

32

73

75

160

255

255

30

13

32

76

77

160

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 | 56 | 63 | 84 | 203 | 302 | 3 193 |
| 2 | 47 | 60 | 66 | 88 | 207 | 346 | 2 372 |
| 3 | 51 | 64 | 73 | 97 | 206 | 363 | 1 785 |
| 4 | 53 | 68 | 78 | 103 | 206 | 364 | 1 375 |
| 5 | 55 | 70 | 82 | 106 | 207 | 355 | 1 087 |
| 6 | 57 | 73 | 84 | 109 | 207 | 342 | 880 |
| 7 | 58 | 75 | 86 | 111 | 206 | 326 | 726 |
| 8 | 57 | 75 | 86 | 112 | 205 | 309 | 610 |
| 9 | 56 | 75 | 86 | 114 | 204 | 298 | 519 |
| 10 | 55 | 74 | 87 | 115 | 203 | 297 | 446 |
| 11 | 54 | 73 | 86 | 114 | 201 | 296 | 387 |
| 12 | 53 | 72 | 85 | 113 | 200 | 294 | 339 |
| 13 | 51 | 71 | 83 | 112 | 199 | 293 | 298 |
| 14 | 50 | 69 | 82 | 111 | 198 | 292 | 292 |
| 15 | 49 | 68 | 81 | 110 | 196 | 291 | 291 |
| 16 | 48 | 68 | 80 | 109 | 196 | 290 | 290 |
| 17 | 47 | 67 | 80 | 108 | 195 | 289 | 289 |
| 18 | 47 | 66 | 79 | 107 | 194 | 289 | 289 |
| 19 | 46 | 66 | 78 | 107 | 194 | 288 | 288 |
| 20 | 46 | 65 | 78 | 106 | 193 | 288 | 288 |
| 21 | 45 | 64 | 77 | 106 | 193 | 287 | 287 |
| 22 | 44 | 64 | 76 | 105 | 192 | 286 | 286 |
| 23 | 44 | 63 | 76 | 104 | 191 | 285 | 285 |
| 24 | 43 | 62 | 75 | 103 | 190 | 285 | 285 |
| 25 | 42 | 61 | 74 | 103 | 189 | 284 | 284 |
| 26 | 41 | 61 | 73 | 102 | 189 | 283 | 283 |
| 27 | 40 | 60 | 72 | 101 | 188 | 282 | 282 |
| 28 | 39 | 59 | 72 | 100 | 187 | 281 | 281 |
| 29 | 39 | 58 | 73 | 99 | 186 | 281 | 281 |
| 30 | 38 | 57 | 76 | 99 | 185 | 280 | 280 |

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

56

63

84

203

302

3 193

2

47

60

66

88

207

346

2 372

3

51

64

73

97

206

363

1 785

4

53

68

78

103

206

364

1 375

5

55

70

82

106

207

355

1 087

6

57

73

84

109

207

342

880

7

58

75

86

111

206

326

726

8

57

75

86

112

205

309

610

9

56

75

86

114

204

298

519

10

55

74

87

115

203

297

446

11

54

73

86

114

201

296

387

12

53

72

85

113

200

294

339

13

51

71

83

112

199

293

298

14

50

69

82

111

198

292

292

15

49

68

81

110

196

291

291

16

48

68

80

109

196

290

290

17

47

67

80

108

195

289

289

18

47

66

79

107

194

289

289

19

46

66

78

107

194

288

288

20

46

65

78

106

193

288

288

21

45

64

77

106

193

287

287

22

44

64

76

105

192

286

286

23

44

63

76

104

191

285

285

24

43

62

75

103

190

285

285

25

42

61

74

103

189

284

284

26

41

61

73

102

189

283

283

27

40

60

72

101

188

282

282

28

39

59

72

100

187

281

281

29

39

58

73

99

186

281

281

30

38

57

76

99

185

280

280

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 | 161 | 300 | 3 169 |
| 2 | 1 | 14 | 20 | 42 | 161 | 344 | 2 352 |
| 3 | 1 | 14 | 22 | 47 | 156 | 360 | 1 769 |
| 4 | 1 | 15 | 25 | 51 | 153 | 360 | 1 362 |
| 5 | 2 | 17 | 29 | 53 | 153 | 352 | 1 076 |
| 6 | 3 | 20 | 31 | 56 | 153 | 339 | 871 |
| 7 | 5 | 22 | 33 | 58 | 153 | 323 | 719 |
| 8 | 5 | 23 | 34 | 60 | 153 | 306 | 603 |
| 9 | 5 | 24 | 36 | 63 | 153 | 288 | 512 |
| 10 | 5 | 25 | 37 | 65 | 153 | 271 | 441 |
| 11 | 6 | 25 | 38 | 66 | 153 | 254 | 382 |
| 12 | 6 | 25 | 38 | 66 | 153 | 248 | 334 |
| 13 | 6 | 25 | 38 | 66 | 153 | 248 | 294 |
| 14 | 6 | 25 | 38 | 66 | 153 | 248 | 260 |
| 15 | 6 | 25 | 38 | 66 | 153 | 248 | 248 |
| 16 | 6 | 25 | 41 | 66 | 153 | 248 | 248 |
| 17 | 6 | 25 | 43 | 66 | 153 | 248 | 248 |
| 18 | 6 | 25 | 46 | 66 | 153 | 248 | 248 |
| 19 | 7 | 25 | 48 | 66 | 153 | 248 | 248 |
| 20 | 7 | 25 | 50 | 66 | 153 | 248 | 248 |
| 21 | 7 | 25 | 53 | 66 | 153 | 248 | 248 |
| 22 | 8 | 25 | 55 | 66 | 153 | 248 | 248 |
| 23 | 8 | 25 | 57 | 66 | 153 | 248 | 248 |
| 24 | 8 | 25 | 59 | 66 | 153 | 248 | 248 |
| 25 | 9 | 25 | 62 | 66 | 153 | 248 | 248 |
| 26 | 9 | 25 | 64 | 68 | 153 | 248 | 248 |
| 27 | 10 | 25 | 67 | 70 | 153 | 248 | 248 |
| 28 | 10 | 25 | 69 | 72 | 153 | 248 | 248 |
| 29 | 10 | 25 | 72 | 73 | 153 | 248 | 248 |
| 30 | 11 | 25 | 74 | 75 | 153 | 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

1

14

20

42

161

300

3 169

2

1

14

20

42

161

344

2 352

3

1

14

22

47

156

360

1 769

4

1

15

25

51

153

360

1 362

5

2

17

29

53

153

352

1 076

6

3

20

31

56

153

339

871

7

5

22

33

58

153

323

719

8

5

23

34

60

153

306

603

9

5

24

36

63

153

288

512

10

5

25

37

65

153

271

441

11

6

25

38

66

153

254

382

12

6

25

38

66

153

248

334

13

6

25

38

66

153

248

294

14

6

25

38

66

153

248

260

15

6

25

38

66

153

248

248

16

6

25

41

66

153

248

248

17

6

25

43

66

153

248

248

18

6

25

46

66

153

248

248

19

7

25

48

66

153

248

248

20

7

25

50

66

153

248

248

21

7

25

53

66

153

248

248

22

8

25

55

66

153

248

248

23

8

25

57

66

153

248

248

24

8

25

59

66

153

248

248

25

9

25

62

66

153

248

248

26

9

25

64

68

153

248

248

27

10

25

67

70

153

248

248

28

10

25

69

72

153

248

248

29

10

25

72

73

153

248

248

30

11

25

74

75

153

248

248

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 | 180 | 303 | 3206 |
| 2 | 0 | 11 | 22 | 45 | 180 | 348 | 2 384 |
| 3 | 1 | 11 | 24 | 50 | 174 | 365 | 1 795 |
| 4 | 1 | 13 | 26 | 55 | 171 | 366 | 1 383 |
| 5 | 1 | 16 | 28 | 59 | 170 | 358 | 1 094 |
| 6 | 2 | 18 | 33 | 60 | 169 | 344 | 885 |
| 7 | 3 | 21 | 36 | 60 | 168 | 328 | 730 |
| 8 | 5 | 24 | 37 | 60 | 167 | 311 | 613 |
| 9 | 8 | 31 | 42 | 59 | 166 | 293 | 521 |
| 10 | 10 | 34 | 42 | 57 | 165 | 276 | 448 |
| 11 | 9 | 33 | 41 | 57 | 164 | 259 | 388 |
| 12 | 8 | 32 | 41 | 57 | 163 | 258 | 339 |
| 13 | 8 | 31 | 42 | 57 | 163 | 257 | 298 |
| 14 | 7 | 31 | 42 | 57 | 162 | 256 | 264 |
| 15 | 8 | 31 | 43 | 57 | 161 | 255 | 255 |
| 16 | 8 | 31 | 43 | 57 | 160 | 254 | 254 |
| 17 | 8 | 31 | 44 | 57 | 159 | 253 | 253 |
| 18 | 8 | 31 | 46 | 57 | 158 | 253 | 253 |
| 19 | 8 | 31 | 48 | 57 | 158 | 253 | 253 |
| 20 | 8 | 31 | 51 | 57 | 159 | 253 | 253 |
| 21 | 8 | 31 | 53 | 59 | 159 | 253 | 253 |
| 22 | 8 | 31 | 55 | 61 | 158 | 253 | 253 |
| 23 | 8 | 31 | 58 | 63 | 158 | 252 | 252 |
| 24 | 9 | 31 | 61 | 65 | 157 | 252 | 252 |
| 25 | 9 | 31 | 62 | 66 | 157 | 251 | 251 |
| 26 | 9 | 31 | 65 | 68 | 156 | 251 | 251 |
| 27 | 10 | 31 | 67 | 70 | 156 | 250 | 250 |
| 28 | 10 | 31 | 70 | 72 | 155 | 250 | 250 |
| 29 | 10 | 31 | 72 | 75 | 155 | 249 | 249 |
| 30 | 11 | 31 | 74 | 76 | 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

0

11

22

45

180

303

3206

2

0

11

22

45

180

348

2 384

3

1

11

24

50

174

365

1 795

4

1

13

26

55

171

366

1 383

5

1

16

28

59

170

358

1 094

6

2

18

33

60

169

344

885

7

3

21

36

60

168

328

730

8

5

24

37

60

167

311

613

9

8

31

42

59

166

293

521

10

10

34

42

57

165

276

448

11

9

33

41

57

164

259

388

12

8

32

41

57

163

258

339

13

8

31

42

57

163

257

298

14

7

31

42

57

162

256

264

15

8

31

43

57

161

255

255

16

8

31

43

57

160

254

254

17

8

31

44

57

159

253

253

18

8

31

46

57

158

253

253

19

8

31

48

57

158

253

253

20

8

31

51

57

159

253

253

21

8

31

53

59

159

253

253

22

8

31

55

61

158

253

253

23

8

31

58

63

158

252

252

24

9

31

61

65

157

252

252

25

9

31

62

66

157

251

251

26

9

31

65

68

156

251

251

27

10

31

67

70

156

250

250

28

10

31

70

72

155

250

250

29

10

31

72

75

155

249

249

30

11

31

74

76

154

249

249

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 | 80 | 93 | 100 | 121 | 240 | 336 | 3304 |
| 2 | 79 | 91 | 98 | 120 | 238 | 358 | 2 459 |
| 3 | 77 | 90 | 99 | 123 | 232 | 375 | 1 852 |
| 4 | 75 | 89 | 100 | 125 | 227 | 377 | 1 428 |
| 5 | 73 | 89 | 100 | 124 | 225 | 368 | 1 129 |
| 6 | 73 | 89 | 101 | 125 | 223 | 355 | 914 |
| 7 | 72 | 89 | 100 | 125 | 221 | 338 | 754 |
| 8 | 70 | 88 | 99 | 125 | 218 | 321 | 633 |
| 9 | 68 | 87 | 99 | 126 | 216 | 311 | 538 |
| 10 | 67 | 86 | 99 | 127 | 215 | 309 | 463 |
| 11 | 66 | 85 | 98 | 126 | 213 | 308 | 401 |
| 12 | 64 | 83 | 96 | 125 | 212 | 306 | 351 |
| 13 | 63 | 82 | 95 | 123 | 210 | 304 | 309 |
| 14 | 61 | 81 | 93 | 122 | 209 | 303 | 303 |
| 15 | 60 | 79 | 92 | 121 | 207 | 302 | 302 |
| 16 | 59 | 78 | 91 | 119 | 206 | 301 | 301 |
| 17 | 58 | 77 | 90 | 118 | 205 | 300 | 300 |
| 18 | 57 | 76 | 89 | 117 | 204 | 299 | 299 |
| 19 | 56 | 75 | 88 | 117 | 203 | 298 | 298 |
| 20 | 55 | 75 | 87 | 116 | 203 | 297 | 297 |
| 21 | 54 | 74 | 86 | 115 | 202 | 296 | 296 |
| 22 | 53 | 73 | 85 | 114 | 201 | 295 | 295 |
| 23 | 52 | 72 | 84 | 113 | 200 | 294 | 294 |
| 24 | 51 | 71 | 83 | 112 | 199 | 293 | 293 |
| 25 | 50 | 70 | 82 | 111 | 198 | 292 | 292 |
| 26 | 49 | 68 | 81 | 110 | 197 | 291 | 291 |
| 27 | 48 | 67 | 80 | 109 | 195 | 290 | 290 |
| 28 | 47 | 66 | 79 | 108 | 194 | 289 | 289 |
| 29 | 46 | 65 | 78 | 107 | 193 | 288 | 288 |
| 30 | 45 | 64 | 77 | 106 | 192 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

93

100

121

240

336

3304

2

79

91

98

120

238

358

2 459

3

77

90

99

123

232

375

1 852

4

75

89

100

125

227

377

1 428

5

73

89

100

124

225

368

1 129

6

73

89

101

125

223

355

914

7

72

89

100

125

221

338

754

8

70

88

99

125

218

321

633

9

68

87

99

126

216

311

538

10

67

86

99

127

215

309

463

11

66

85

98

126

213

308

401

12

64

83

96

125

212

306

351

13

63

82

95

123

210

304

309

14

61

81

93

122

209

303

303

15

60

79

92

121

207

302

302

16

59

78

91

119

206

301

301

17

58

77

90

118

205

300

300

18

57

76

89

117

204

299

299

19

56

75

88

117

203

298

298

20

55

75

87

116

203

297

297

21

54

74

86

115

202

296

296

22

53

73

85

114

201

295

295

23

52

72

84

113

200

294

294

24

51

71

83

112

199

293

293

25

50

70

82

111

198

292

292

26

49

68

81

110

197

291

291

27

48

67

80

109

195

290

290

28

47

66

79

108

194

289

289

29

46

65

78

107

193

288

288

30

45

64

77

106

192

287

287

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 | 65 | 72 | 94 | 213 | 309 | 3 195 |
| 2 | 52 | 64 | 71 | 93 | 212 | 347 | 2 375 |
| 3 | 51 | 64 | 72 | 97 | 206 | 364 | 1 790 |
| 4 | 50 | 64 | 74 | 100 | 202 | 365 | 1 381 |
| 5 | 49 | 64 | 76 | 100 | 201 | 358 | 1 094 |
| 6 | 49 | 65 | 77 | 101 | 199 | 345 | 886 |
| 7 | 49 | 66 | 77 | 102 | 198 | 329 | 732 |
| 8 | 48 | 66 | 77 | 103 | 196 | 312 | 615 |
| 9 | 47 | 65 | 77 | 105 | 195 | 295 | 523 |
| 10 | 46 | 65 | 78 | 106 | 194 | 288 | 450 |
| 11 | 45 | 64 | 77 | 106 | 193 | 287 | 391 |
| 12 | 44 | 64 | 76 | 105 | 192 | 286 | 342 |
| 13 | 44 | 63 | 76 | 104 | 191 | 286 | 301 |
| 14 | 43 | 62 | 75 | 104 | 191 | 285 | 285 |
| 15 | 42 | 62 | 75 | 103 | 190 | 284 | 284 |
| 16 | 42 | 61 | 74 | 102 | 189 | 283 | 283 |
| 17 | 41 | 60 | 73 | 102 | 189 | 283 | 283 |
| 18 | 41 | 60 | 73 | 101 | 188 | 282 | 282 |
| 19 | 40 | 59 | 72 | 101 | 188 | 282 | 282 |
| 20 | 40 | 59 | 72 | 101 | 187 | 282 | 282 |
| 21 | 40 | 59 | 72 | 100 | 187 | 281 | 281 |
| 22 | 39 | 59 | 71 | 100 | 187 | 281 | 281 |
| 23 | 39 | 58 | 71 | 99 | 186 | 281 | 281 |
| 24 | 38 | 57 | 70 | 99 | 186 | 280 | 280 |
| 25 | 37 | 57 | 70 | 98 | 185 | 279 | 279 |
| 26 | 37 | 56 | 69 | 97 | 184 | 279 | 279 |
| 27 | 36 | 55 | 69 | 97 | 183 | 278 | 278 |
| 28 | 35 | 55 | 71 | 96 | 183 | 277 | 277 |
| 29 | 35 | 54 | 73 | 95 | 182 | 276 | 276 |
| 30 | 34 | 53 | 76 | 95 | 181 | 276 | 276 |

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

65

72

94

213

309

3 195

2

52

64

71

93

212

347

2 375

3

51

64

72

97

206

364

1 790

4

50

64

74

100

202

365

1 381

5

49

64

76

100

201

358

1 094

6

49

65

77

101

199

345

886

7

49

66

77

102

198

329

732

8

48

66

77

103

196

312

615

9

47

65

77

105

195

295

523

10

46

65

78

106

194

288

450

11

45

64

77

106

193

287

391

12

44

64

76

105

192

286

342

13

44

63

76

104

191

286

301

14

43

62

75

104

191

285

285

15

42

62

75

103

190

284

284

16

42

61

74

102

189

283

283

17

41

60

73

102

189

283

283

18

41

60

73

101

188

282

282

19

40

59

72

101

188

282

282

20

40

59

72

101

187

282

282

21

40

59

72

100

187

281

281

22

39

59

71

100

187

281

281

23

39

58

71

99

186

281

281

24

38

57

70

99

186

280

280

25

37

57

70

98

185

279

279

26

37

56

69

97

184

279

279

27

36

55

69

97

183

278

278

28

35

55

71

96

183

277

277

29

35

54

73

95

182

276

276

30

34

53

76

95

181

276

276

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 | 39 | 46 | 68 | 186 | 305 | 3 226 |
| 2 | 27 | 40 | 47 | 68 | 187 | 351 | 2 405 |
| 3 | 26 | 40 | 48 | 72 | 181 | 369 | 1 813 |
| 4 | 25 | 40 | 50 | 75 | 178 | 370 | 1 399 |
| 5 | 25 | 41 | 53 | 76 | 177 | 362 | 1106 |
| 6 | 26 | 43 | 54 | 79 | 176 | 348 | 895 |
| 7 | 27 | 44 | 55 | 80 | 175 | 332 | 739 |
| 8 | 26 | 44 | 56 | 82 | 175 | 314 | 620 |
| 9 | 26 | 45 | 56 | 84 | 174 | 296 | 527 |
| 10 | 25 | 45 | 57 | 85 | 173 | 279 | 453 |
| 11 | 25 | 44 | 57 | 86 | 173 | 267 | 393 |
| 12 | 24 | 44 | 56 | 85 | 172 | 266 | 343 |
| 13 | 24 | 43 | 56 | 84 | 171 | 266 | 302 |
| 14 | 23 | 42 | 55 | 84 | 170 | 265 | 267 |
| 15 | 22 | 42 | 55 | 83 | 170 | 264 | 264 |
| 16 | 22 | 41 | 54 | 82 | 169 | 264 | 264 |
| 17 | 21 | 41 | 53 | 82 | 169 | 263 | 263 |
| 18 | 21 | 40 | 53 | 82 | 168 | 263 | 263 |
| 19 | 21 | 40 | 53 | 81 | 168 | 263 | 263 |
| 20 | 21 | 40 | 53 | 82 | 168 | 263 | 263 |
| 21 | 21 | 40 | 54 | 82 | 168 | 263 | 263 |
| 22 | 21 | 40 | 57 | 82 | 168 | 263 | 263 |
| 23 | 21 | 40 | 58 | 81 | 168 | 263 | 263 |
| 24 | 20 | 40 | 61 | 81 | 168 | 262 | 262 |
| 25 | 20 | 40 | 64 | 81 | 168 | 262 | 262 |
| 26 | 20 | 39 | 66 | 81 | 167 | 262 | 262 |
| 27 | 20 | 39 | 69 | 80 | 167 | 262 | 262 |
| 28 | 19 | 39 | 71 | 80 | 167 | 261 | 261 |
| 29 | 19 | 38 | 73 | 80 | 167 | 261 | 261 |
| 30 | 19 | 38 | 76 | 79 | 166 | 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

39

46

68

186

305

3 226

2

27

40

47

68

187

351

2 405

3

26

40

48

72

181

369

1 813

4

25

40

50

75

178

370

1 399

5

25

41

53

76

177

362

1106

6

26

43

54

79

176

348

895

7

27

44

55

80

175

332

739

8

26

44

56

82

175

314

620

9

26

45

56

84

174

296

527

10

25

45

57

85

173

279

453

11

25

44

57

86

173

267

393

12

24

44

56

85

172

266

343

13

24

43

56

84

171

266

302

14

23

42

55

84

170

265

267

15

22

42

55

83

170

264

264

16

22

41

54

82

169

264

264

17

21

41

53

82

169

263

263

18

21

40

53

82

168

263

263

19

21

40

53

81

168

263

263

20

21

40

53

82

168

263

263

21

21

40

54

82

168

263

263

22

21

40

57

82

168

263

263

23

21

40

58

81

168

263

263

24

20

40

61

81

168

262

262

25

20

40

64

81

168

262

262

26

20

39

66

81

167

262

262

27

20

39

69

80

167

262

262

28

19

39

71

80

167

261

261

29

19

38

73

80

167

261

261

30

19

38

76

79

166

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 | 143 | 299 | 3 162 |
| 2 | 0 | 1 | 6 | 25 | 144 | 343 | 2 347 |
| 3 | 1 | 1 | 8 | 30 | 139 | 359 | 1 765 |
| 4 | 1 | 3 | 11 | 34 | 136 | 360 | 1 360 |
| 5 | 1 | 4 | 14 | 36 | 136 | 352 | 1 075 |
| 6 | 2 | 4 | 16 | 39 | 136 | 339 | 870 |
| 7 | 2 | 6 | 19 | 41 | 136 | 323 | 718 |
| 8 | 2 | 6 | 22 | 43 | 136 | 306 | 603 |
| 9 | 3 | 7 | 23 | 46 | 136 | 288 | 512 |
| 10 | 4 | 8 | 26 | 48 | 136 | 271 | 440 |
| 11 | 4 | 9 | 29 | 50 | 137 | 254 | 382 |
| 12 | 4 | 10 | 31 | 49 | 136 | 238 | 334 |
| 13 | 4 | 10 | 34 | 50 | 137 | 231 | 293 |
| 14 | 4 | 12 | 35 | 50 | 137 | 231 | 260 |
| 15 | 5 | 12 | 38 | 49 | 135 | 230 | 231 |
| 16 | 6 | 13 | 41 | 48 | 134 | 229 | 229 |
| 17 | 6 | 14 | 43 | 50 | 134 | 229 | 229 |
| 18 | 6 | 15 | 45 | 52 | 135 | 229 | 229 |
| 19 | 7 | 15 | 47 | 54 | 135 | 229 | 229 |
| 20 | 7 | 17 | 50 | 56 | 135 | 230 | 230 |
| 21 | 7 | 17 | 53 | 58 | 136 | 230 | 230 |
| 22 | 8 | 18 | 54 | 60 | 136 | 230 | 230 |
| 23 | 8 | 18 | 57 | 61 | 136 | 230 | 230 |
| 24 | 8 | 20 | 59 | 64 | 135 | 230 | 230 |
| 25 | 9 | 20 | 62 | 66 | 135 | 230 | 230 |
| 26 | 9 | 21 | 64 | 68 | 136 | 230 | 230 |
| 27 | 10 | 23 | 67 | 70 | 137 | 229 | 229 |
| 28 | 10 | 23 | 69 | 71 | 138 | 229 | 229 |
| 29 | 10 | 24 | 72 | 73 | 139 | 229 | 229 |
| 30 | 11 | 25 | 74 | 75 | 141 | 229 | 229 |

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

143

299

3 162

2

0

1

6

25

144

343

2 347

3

1

1

8

30

139

359

1 765

4

1

3

11

34

136

360

1 360

5

1

4

14

36

136

352

1 075

6

2

4

16

39

136

339

870

7

2

6

19

41

136

323

718

8

2

6

22

43

136

306

603

9

3

7

23

46

136

288

512

10

4

8

26

48

136

271

440

11

4

9

29

50

137

254

382

12

4

10

31

49

136

238

334

13

4

10

34

50

137

231

293

14

4

12

35

50

137

231

260

15

5

12

38

49

135

230

231

16

6

13

41

48

134

229

229

17

6

14

43

50

134

229

229

18

6

15

45

52

135

229

229

19

7

15

47

54

135

229

229

20

7

17

50

56

135

230

230

21

7

17

53

58

136

230

230

22

8

18

54

60

136

230

230

23

8

18

57

61

136

230

230

24

8

20

59

64

135

230

230

25

9

20

62

66

135

230

230

26

9

21

64

68

136

230

230

27

10

23

67

70

137

229

229

28

10

23

69

71

138

229

229

29

10

24

72

73

139

229

229

30

11

25

74

75

141

229

229

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 | 41 | 54 | 61 | 82 | 201 | 303 | 3206 |
| 2 | 41 | 54 | 61 | 82 | 201 | 348 | 2 382 |
| 3 | 40 | 54 | 62 | 87 | 195 | 365 | 1 794 |
| 4 | 40 | 54 | 64 | 90 | 192 | 366 | 1 384 |
| 5 | 40 | 55 | 67 | 91 | 191 | 358 | 1 096 |
| 6 | 40 | 57 | 68 | 93 | 190 | 346 | 889 |
| 7 | 41 | 58 | 69 | 94 | 189 | 330 | 734 |
| 8 | 40 | 58 | 69 | 95 | 188 | 313 | 617 |
| 9 | 39 | 58 | 70 | 98 | 187 | 296 | 525 |
| 10 | 39 | 58 | 71 | 99 | 187 | 281 | 452 |
| 11 | 38 | 58 | 70 | 99 | 186 | 280 | 392 |
| 12 | 38 | 57 | 70 | 98 | 185 | 279 | 343 |
| 13 | 37 | 56 | 69 | 98 | 184 | 279 | 302 |
| 14 | 36 | 56 | 68 | 97 | 184 | 278 | 278 |
| 15 | 36 | 55 | 68 | 96 | 183 | 278 | 278 |
| 16 | 35 | 54 | 67 | 96 | 182 | 277 | 277 |
| 17 | 34 | 54 | 67 | 95 | 182 | 276 | 276 |
| 18 | 34 | 53 | 66 | 95 | 181 | 276 | 276 |
| 19 | 33 | 53 | 66 | 94 | 181 | 275 | 275 |
| 20 | 33 | 53 | 65 | 94 | 181 | 275 | 275 |
| 21 | 33 | 52 | 65 | 94 | 180 | 275 | 275 |
| 22 | 33 | 52 | 65 | 93 | 180 | 274 | 274 |
| 23 | 32 | 51 | 64 | 93 | 180 | 274 | 274 |
| 24 | 31 | 51 | 64 | 92 | 179 | 273 | 273 |
| 25 | 31 | 50 | 64 | 91 | 178 | 273 | 273 |
| 26 | 30 | 49 | 66 | 91 | 178 | 272 | 272 |
| 27 | 29 | 49 | 68 | 90 | 177 | 271 | 271 |
| 28 | 29 | 48 | 71 | 89 | 176 | 271 | 271 |
| 29 | 28 | 47 | 73 | 89 | 175 | 270 | 270 |
| 30 | 27 | 47 | 76 | 88 | 175 | 269 | 269 |

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

41

54

61

82

201

303

3206

2

41

54

61

82

201

348

2 382

3

40

54

62

87

195

365

1 794

4

40

54

64

90

192

366

1 384

5

40

55

67

91

191

358

1 096

6

40

57

68

93

190

346

889

7

41

58

69

94

189

330

734

8

40

58

69

95

188

313

617

9

39

58

70

98

187

296

525

10

39

58

71

99

187

281

452

11

38

58

70

99

186

280

392

12

38

57

70

98

185

279

343

13

37

56

69

98

184

279

302

14

36

56

68

97

184

278

278

15

36

55

68

96

183

278

278

16

35

54

67

96

182

277

277

17

34

54

67

95

182

276

276

18

34

53

66

95

181

276

276

19

33

53

66

94

181

275

275

20

33

53

65

94

181

275

275

21

33

52

65

94

180

275

275

22

33

52

65

93

180

274

274

23

32

51

64

93

180

274

274

24

31

51

64

92

179

273

273

25

31

50

64

91

178

273

273

26

30

49

66

91

178

272

272

27

29

49

68

90

177

271

271

28

29

48

71

89

176

271

271

29

28

47

73

89

175

270

270

30

27

47

76

88

175

269

269

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 | 304 | 3215 |
| 2 | 17 | 29 | 36 | 57 | 176 | 349 | 2 391 |
| 3 | 19 | 33 | 41 | 65 | 174 | 366 | 1801 |
| 4 | 21 | 36 | 46 | 71 | 174 | 367 | 1 390 |
| 5 | 24 | 39 | 51 | 75 | 175 | 360 | 1 100 |
| 6 | 23 | 40 | 51 | 76 | 173 | 347 | 891 |
| 7 | 28 | 46 | 56 | 81 | 177 | 331 | 736 |
| 8 | 27 | 45 | 56 | 83 | 175 | 314 | 618 |
| 9 | 28 | 47 | 59 | 86 | 176 | 296 | 526 |
| 10 | 30 | 49 | 62 | 90 | 177 | 279 | 452 |
| 11 | 31 | 50 | 63 | 91 | 178 | 273 | 393 |
| 12 | 32 | 51 | 64 | 92 | 179 | 273 | 343 |
| 13 | 32 | 51 | 64 | 93 | 179 | 274 | 302 |
| 14 | 32 | 52 | 64 | 93 | 180 | 274 | 274 |
| 15 | 32 | 52 | 64 | 93 | 180 | 274 | 274 |
| 16 | 32 | 51 | 64 | 93 | 179 | 274 | 274 |
| 17 | 32 | 51 | 64 | 93 | 179 | 274 | 274 |
| 18 | 31 | 51 | 63 | 92 | 179 | 273 | 273 |
| 19 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 20 | 31 | 50 | 63 | 92 | 179 | 273 | 273 |
| 21 | 31 | 50 | 63 | 92 | 178 | 273 | 273 |
| 22 | 31 | 50 | 63 | 91 | 178 | 273 | 273 |
| 23 | 30 | 50 | 63 | 91 | 178 | 272 | 272 |
| 24 | 30 | 49 | 62 | 91 | 178 | 272 | 272 |
| 25 | 30 | 49 | 64 | 90 | 177 | 271 | 271 |
| 26 | 29 | 48 | 66 | 90 | 177 | 271 | 271 |
| 27 | 29 | 48 | 69 | 89 | 176 | 270 | 270 |
| 28 | 28 | 47 | 71 | 89 | 176 | 270 | 270 |
| 29 | 28 | 47 | 74 | 88 | 175 | 269 | 269 |
| 30 | 27 | 46 | 76 | 88 | 174 | 269 | 269 |

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

304

3215

2

17

29

36

57

176

349

2 391

3

19

33

41

65

174

366

1801

4

21

36

46

71

174

367

1 390

5

24

39

51

75

175

360

1 100

6

23

40

51

76

173

347

891

7

28

46

56

81

177

331

736

8

27

45

56

83

175

314

618

9

28

47

59

86

176

296

526

10

30

49

62

90

177

279

452

11

31

50

63

91

178

273

393

12

32

51

64

92

179

273

343

13

32

51

64

93

179

274

302

14

32

52

64

93

180

274

274

15

32

52

64

93

180

274

274

16

32

51

64

93

179

274

274

17

32

51

64

93

179

274

274

18

31

51

63

92

179

273

273

19

31

50

63

92

179

273

273

20

31

50

63

92

179

273

273

21

31

50

63

92

178

273

273

22

31

50

63

91

178

273

273

23

30

50

63

91

178

272

272

24

30

49

62

91

178

272

272

25

30

49

64

90

177

271

271

26

29

48

66

90

177

271

271

27

29

48

69

89

176

270

270

28

28

47

71

89

176

270

270

29

28

47

74

88

175

269

269

30

27

46

76

88

174

269

269

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 | 172 | 304 | 3 218 |
| 2 | 14 | 26 | 33 | 54 | 173 | 349 | 2 394 |
| 3 | 14 | 28 | 36 | 60 | 169 | 367 | 1806 |
| 4 | 14 | 29 | 39 | 64 | 167 | 369 | 1 394 |
| 5 | 15 | 31 | 42 | 66 | 167 | 361 | 1104 |
| 6 | 17 | 33 | 45 | 69 | 167 | 348 | 894 |
| 7 | 18 | 36 | 47 | 71 | 167 | 332 | 738 |
| 8 | 18 | 36 | 48 | 74 | 167 | 315 | 620 |
| 9 | 19 | 37 | 49 | 77 | 167 | 297 | 527 |
| 10 | 19 | 38 | 51 | 79 | 167 | 279 | 453 |
| 11 | 20 | 39 | 52 | 80 | 167 | 262 | 393 |
| 12 | 20 | 39 | 52 | 80 | 167 | 262 | 344 |
| 13 | 20 | 39 | 52 | 80 | 167 | 262 | 302 |
| 14 | 20 | 39 | 52 | 80 | 167 | 262 | 267 |
| 15 | 20 | 39 | 52 | 81 | 167 | 262 | 262 |
| 16 | 20 | 39 | 52 | 80 | 167 | 261 | 261 |
| 17 | 20 | 39 | 52 | 80 | 167 | 261 | 261 |
| 18 | 20 | 39 | 52 | 80 | 167 | 261 | 261 |
| 19 | 19 | 39 | 52 | 80 | 167 | 261 | 261 |
| 20 | 20 | 39 | 52 | 80 | 167 | 261 | 261 |
| 21 | 20 | 39 | 54 | 80 | 167 | 261 | 261 |
| 22 | 19 | 39 | 57 | 80 | 167 | 261 | 261 |
| 23 | 19 | 38 | 58 | 80 | 166 | 261 | 261 |
| 24 | 18 | 38 | 61 | 79 | 166 | 260 | 260 |
| 25 | 18 | 37 | 64 | 79 | 165 | 260 | 260 |
| 26 | 18 | 37 | 66 | 78 | 165 | 259 | 259 |
| 27 | 17 | 36 | 69 | 78 | 165 | 259 | 259 |
| 28 | 17 | 36 | 71 | 77 | 164 | 259 | 259 |
| 29 | 16 | 36 | 73 | 77 | 164 | 258 | 258 |
| 30 | 16 | 35 | 76 | 77 | 163 | 258 | 258 |

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

172

304

3 218

2

14

26

33

54

173

349

2 394

3

14

28

36

60

169

367

1806

4

14

29

39

64

167

369

1 394

5

15

31

42

66

167

361

1104

6

17

33

45

69

167

348

894

7

18

36

47

71

167

332

738

8

18

36

48

74

167

315

620

9

19

37

49

77

167

297

527

10

19

38

51

79

167

279

453

11

20

39

52

80

167

262

393

12

20

39

52

80

167

262

344

13

20

39

52

80

167

262

302

14

20

39

52

80

167

262

267

15

20

39

52

81

167

262

262

16

20

39

52

80

167

261

261

17

20

39

52

80

167

261

261

18

20

39

52

80

167

261

261

19

19

39

52

80

167

261

261

20

20

39

52

80

167

261

261

21

20

39

54

80

167

261

261

22

19

39

57

80

167

261

261

23

19

38

58

80

166

261

261

24

18

38

61

79

166

260

260

25

18

37

64

79

165

260

260

26

18

37

66

78

165

259

259

27

17

36

69

78

165

259

259

28

17

36

71

77

164

259

259

29

16

36

73

77

164

258

258

30

16

35

76

77

163

258

258

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 | 64 | 86 | 205 | 303 | 3204 |
| 2 | 48 | 61 | 67 | 89 | 208 | 349 | 2 390 |
| 3 | 50 | 64 | 72 | 97 | 205 | 368 | 1 807 |
| 4 | 52 | 66 | 76 | 102 | 204 | 370 | 1 399 |
| 5 | 53 | 69 | 80 | 104 | 205 | 363 | 1 110 |
| 6 | 55 | 72 | 83 | 108 | 205 | 351 | 901 |
| 7 | 57 | 74 | 85 | 110 | 205 | 336 | 746 |
| 8 | 56 | 75 | 86 | 112 | 205 | 319 | 628 |
| 9 | 57 | 76 | 87 | 115 | 205 | 302 | 535 |
| 10 | 57 | 76 | 89 | 117 | 205 | 299 | 461 |
| 11 | 57 | 76 | 89 | 118 | 205 | 299 | 401 |
| 12 | 57 | 76 | 89 | 117 | 204 | 298 | 351 |
| 13 | 56 | 75 | 88 | 116 | 203 | 298 | 309 |
| 14 | 55 | 74 | 87 | 116 | 202 | 297 | 297 |
| 15 | 54 | 74 | 86 | 115 | 202 | 296 | 296 |
| 16 | 54 | 73 | 86 | 114 | 201 | 295 | 295 |
| 17 | 53 | 72 | 85 | 114 | 200 | 295 | 295 |
| 18 | 52 | 72 | 84 | 113 | 200 | 294 | 294 |
| 19 | 52 | 71 | 84 | 112 | 199 | 293 | 293 |
| 20 | 51 | 70 | 83 | 112 | 198 | 293 | 293 |
| 21 | 50 | 70 | 82 | 111 | 198 | 292 | 292 |
| 22 | 49 | 69 | 82 | 110 | 197 | 291 | 291 |
| 23 | 49 | 68 | 81 | 109 | 196 | 290 | 290 |
| 24 | 48 | 67 | 80 | 108 | 195 | 290 | 290 |
| 25 | 47 | 66 | 79 | 107 | 194 | 289 | 289 |
| 26 | 46 | 65 | 78 | 106 | 193 | 288 | 288 |
| 27 | 45 | 64 | 77 | 106 | 192 | 287 | 287 |
| 28 | 44 | 63 | 76 | 105 | 191 | 286 | 286 |
| 29 | 43 | 62 | 75 | 104 | 191 | 285 | 285 |
| 30 | 42 | 62 | 78 | 103 | 190 | 284 | 284 |

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

64

86

205

303

3204

2

48

61

67

89

208

349

2 390

3

50

64

72

97

205

368

1 807

4

52

66

76

102

204

370

1 399

5

53

69

80

104

205

363

1 110

6

55

72

83

108

205

351

901

7

57

74

85

110

205

336

746

8

56

75

86

112

205

319

628

9

57

76

87

115

205

302

535

10

57

76

89

117

205

299

461

11

57

76

89

118

205

299

401

12

57

76

89

117

204

298

351

13

56

75

88

116

203

298

309

14

55

74

87

116

202

297

297

15

54

74

86

115

202

296

296

16

54

73

86

114

201

295

295

17

53

72

85

114

200

295

295

18

52

72

84

113

200

294

294

19

52

71

84

112

199

293

293

20

51

70

83

112

198

293

293

21

50

70

82

111

198

292

292

22

49

69

82

110

197

291

291

23

49

68

81

109

196

290

290

24

48

67

80

108

195

290

290

25

47

66

79

107

194

289

289

26

46

65

78

106

193

288

288

27

45

64

77

106

192

287

287

28

44

63

76

105

191

286

286

29

43

62

75

104

191

285

285

30

42

62

78

103

190

284

284

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 | 89 | 96 | 117 | 236 | 333 | 3 309 |
| 2 | 81 | 94 | 100 | 122 | 241 | 362 | 2 489 |
| 3 | 81 | 95 | 103 | 128 | 236 | 384 | 1 890 |
| 4 | 81 | 96 | 106 | 131 | 234 | 388 | 1 467 |
| 5 | 84 | 99 | 111 | 135 | 236 | 381 | 1 166 |
| 6 | 86 | 103 | 114 | 139 | 237 | 369 | 948 |
| 7 | 89 | 106 | 117 | 142 | 237 | 354 | 785 |
| 8 | 90 | 108 | 119 | 145 | 238 | 336 | 660 |
| 9 | 91 | 110 | 122 | 149 | 239 | 333 | 563 |
| 10 | 92 | 111 | 123 | 151 | 239 | 334 | 485 |
| 11 | 91 | 111 | 123 | 152 | 239 | 333 | 421 |
| 12 | 91 | 110 | 123 | 151 | 238 | 333 | 369 |
| 13 | 90 | 109 | 122 | 150 | 237 | 331 | 331 |
| 14 | 88 | 108 | 120 | 149 | 236 | 330 | 330 |
| 15 | 87 | 106 | 119 | 147 | 234 | 329 | 329 |
| 16 | 85 | 105 | 118 | 146 | 233 | 327 | 327 |
| 17 | 84 | 104 | 116 | 145 | 232 | 326 | 326 |
| 18 | 83 | 102 | 115 | 143 | 230 | 325 | 325 |
| 19 | 82 | 101 | 114 | 142 | 229 | 323 | 323 |
| 20 | 80 | 100 | 112 | 141 | 228 | 322 | 322 |
| 21 | 79 | 98 | 111 | 139 | 226 | 321 | 321 |
| 22 | 77 | 97 | 109 | 138 | 225 | 319 | 319 |
| 23 | 76 | 95 | 108 | 136 | 223 | 318 | 318 |
| 24 | 74 | 93 | 106 | 135 | 222 | 316 | 316 |
| 25 | 72 | 92 | 105 | 133 | 220 | 314 | 314 |
| 26 | 71 | 90 | 103 | 131 | 218 | 313 | 313 |
| 27 | 69 | 89 | 101 | 130 | 217 | 311 | 311 |
| 28 | 68 | 87 | 100 | 128 | 215 | 309 | 309 |
| 29 | 66 | 85 | 98 | 127 | 214 | 308 | 308 |
| 30 | 65 | 84 | 97 | 125 | 212 | 306 | 306 |

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

89

96

117

236

333

3 309

2

81

94

100

122

241

362

2 489

3

81

95

103

128

236

384

1 890

4

81

96

106

131

234

388

1 467

5

84

99

111

135

236

381

1 166

6

86

103

114

139

237

369

948

7

89

106

117

142

237

354

785

8

90

108

119

145

238

336

660

9

91

110

122

149

239

333

563

10

92

111

123

151

239

334

485

11

91

111

123

152

239

333

421

12

91

110

123

151

238

333

369

13

90

109

122

150

237

331

331

14

88

108

120

149

236

330

330

15

87

106

119

147

234

329

329

16

85

105

118

146

233

327

327

17

84

104

116

145

232

326

326

18

83

102

115

143

230

325

325

19

82

101

114

142

229

323

323

20

80

100

112

141

228

322

322

21

79

98

111

139

226

321

321

22

77

97

109

138

225

319

319

23

76

95

108

136

223

318

318

24

74

93

106

135

222

316

316

25

72

92

105

133

220

314

314

26

71

90

103

131

218

313

313

27

69

89

101

130

217

311

311

28

68

87

100

128

215

309

309

29

66

85

98

127

214

308

308

30

65

84

97

125

212

306

306

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 | 166 | 304 | 3215 |
| 2 | 9 | 22 | 28 | 50 | 169 | 348 | 2 388 |
| 3 | 11 | 24 | 33 | 57 | 166 | 366 | 1 799 |
| 4 | 13 | 27 | 37 | 63 | 165 | 367 | 1 388 |
| 5 | 15 | 30 | 42 | 66 | 166 | 359 | 1 099 |
| 6 | 17 | 33 | 45 | 69 | 167 | 346 | 890 |
| 7 | 18 | 36 | 47 | 71 | 167 | 330 | 735 |
| 8 | 18 | 37 | 48 | 74 | 167 | 313 | 617 |
| 9 | 19 | 38 | 49 | 77 | 167 | 295 | 525 |
| 10 | 19 | 38 | 51 | 79 | 167 | 278 | 451 |
| 11 | 19 | 39 | 51 | 80 | 167 | 261 | 391 |
| 12 | 19 | 38 | 51 | 80 | 166 | 261 | 342 |
| 13 | 18 | 38 | 51 | 79 | 166 | 260 | 301 |
| 14 | 18 | 37 | 50 | 78 | 165 | 260 | 266 |
| 15 | 17 | 36 | 49 | 78 | 165 | 259 | 259 |
| 16 | 16 | 36 | 48 | 77 | 164 | 258 | 258 |
| 17 | 16 | 35 | 48 | 77 | 163 | 258 | 258 |
| 18 | 16 | 35 | 48 | 76 | 163 | 258 | 258 |
| 19 | 16 | 35 | 49 | 76 | 163 | 257 | 257 |
| 20 | 16 | 35 | 51 | 76 | 163 | 258 | 258 |
| 21 | 16 | 35 | 54 | 76 | 163 | 258 | 258 |
| 22 | 16 | 35 | 57 | 76 | 163 | 258 | 258 |
| 23 | 16 | 35 | 58 | 76 | 163 | 258 | 258 |
| 24 | 16 | 35 | 61 | 76 | 163 | 258 | 258 |
| 25 | 15 | 35 | 63 | 76 | 163 | 257 | 257 |
| 26 | 15 | 35 | 66 | 76 | 163 | 257 | 257 |
| 27 | 15 | 35 | 69 | 76 | 163 | 257 | 257 |
| 28 | 15 | 34 | 71 | 76 | 162 | 257 | 257 |
| 29 | 15 | 34 | 73 | 75 | 162 | 257 | 257 |
| 30 | 14 | 34 | 76 | 77 | 162 | 256 | 256 |

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

166

304

3215

2

9

22

28

50

169

348

2 388

3

11

24

33

57

166

366

1 799

4

13

27

37

63

165

367

1 388

5

15

30

42

66

166

359

1 099

6

17

33

45

69

167

346

890

7

18

36

47

71

167

330

735

8

18

37

48

74

167

313

617

9

19

38

49

77

167

295

525

10

19

38

51

79

167

278

451

11

19

39

51

80

167

261

391

12

19

38

51

80

166

261

342

13

18

38

51

79

166

260

301

14

18

37

50

78

165

260

266

15

17

36

49

78

165

259

259

16

16

36

48

77

164

258

258

17

16

35

48

77

163

258

258

18

16

35

48

76

163

258

258

19

16

35

49

76

163

257

257

20

16

35

51

76

163

258

258

21

16

35

54

76

163

258

258

22

16

35

57

76

163

258

258

23

16

35

58

76

163

258

258

24

16

35

61

76

163

258

258

25

15

35

63

76

163

257

257

26

15

35

66

76

163

257

257

27

15

35

69

76

163

257

257

28

15

34

71

76

162

257

257

29

15

34

73

75

162

257

257

30

14

34

76

77

162

256

256

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 | 90 | 103 | 110 | 131 | 250 | 346 | 3 396 |
| 2 | 91 | 104 | 110 | 132 | 251 | 369 | 2 544 |
| 3 | 91 | 104 | 113 | 137 | 246 | 390 | 1 926 |
| 4 | 91 | 105 | 116 | 141 | 244 | 392 | 1 490 |
| 5 | 92 | 107 | 119 | 143 | 243 | 385 | 1 181 |
| 6 | 93 | 109 | 121 | 145 | 243 | 371 | 957 |
| 7 | 94 | 111 | 122 | 147 | 242 | 355 | 790 |
| 8 | 94 | 112 | 123 | 149 | 242 | 337 | 663 |
| 9 | 93 | 112 | 124 | 151 | 241 | 336 | 564 |
| 10 | 92 | 111 | 124 | 152 | 240 | 334 | 485 |
| 11 | 91 | 110 | 123 | 151 | 238 | 333 | 420 |
| 12 | 89 | 108 | 121 | 150 | 237 | 331 | 367 |
| 13 | 87 | 107 | 119 | 148 | 235 | 329 | 329 |
| 14 | 85 | 105 | 118 | 146 | 233 | 327 | 327 |
| 15 | 84 | 103 | 116 | 144 | 231 | 326 | 326 |
| 16 | 82 | 101 | 114 | 142 | 229 | 324 | 324 |
| 17 | 80 | 100 | 112 | 141 | 228 | 322 | 322 |
| 18 | 79 | 98 | 111 | 139 | 226 | 321 | 321 |
| 19 | 77 | 97 | 109 | 138 | 225 | 319 | 319 |
| 20 | 76 | 96 | 108 | 137 | 224 | 318 | 318 |
| 21 | 75 | 95 | 107 | 136 | 223 | 317 | 317 |
| 22 | 74 | 93 | 106 | 135 | 222 | 316 | 316 |
| 23 | 73 | 92 | 105 | 134 | 220 | 315 | 315 |
| 24 | 72 | 91 | 104 | 132 | 219 | 313 | 313 |
| 25 | 70 | 90 | 103 | 131 | 218 | 312 | 312 |
| 26 | 69 | 89 | 101 | 130 | 217 | 311 | 311 |
| 27 | 68 | 87 | 100 | 129 | 215 | 310 | 310 |
| 28 | 67 | 86 | 99 | 128 | 214 | 309 | 309 |
| 29 | 66 | 85 | 98 | 126 | 213 | 308 | 308 |
| 30 | 65 | 84 | 97 | 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

90

103

110

131

250

346

3 396

2

91

104

110

132

251

369

2 544

3

91

104

113

137

246

390

1 926

4

91

105

116

141

244

392

1 490

5

92

107

119

143

243

385

1 181

6

93

109

121

145

243

371

957

7

94

111

122

147

242

355

790

8

94

112

123

149

242

337

663

9

93

112

124

151

241

336

564

10

92

111

124

152

240

334

485

11

91

110

123

151

238

333

420

12

89

108

121

150

237

331

367

13

87

107

119

148

235

329

329

14

85

105

118

146

233

327

327

15

84

103

116

144

231

326

326

16

82

101

114

142

229

324

324

17

80

100

112

141

228

322

322

18

79

98

111

139

226

321

321

19

77

97

109

138

225

319

319

20

76

96

108

137

224

318

318

21

75

95

107

136

223

317

317

22

74

93

106

135

222

316

316

23

73

92

105

134

220

315

315

24

72

91

104

132

219

313

313

25

70

90

103

131

218

312

312

26

69

89

101

130

217

311

311

27

68

87

100

129

215

310

310

28

67

86

99

128

214

309

309

29

66

85

98

126

213

308

308

30

65

84

97

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 | 319 | 332 | 338 | 360 | 479 | 575 | 3 438 |
| 2 | 79 | 92 | 98 | 120 | 239 | 373 | 2 572 |
| 3 | 81 | 95 | 103 | 128 | 236 | 393 | 1 943 |
| 4 | 83 | 98 | 108 | 133 | 236 | 395 | 1501 |
| 5 | 86 | 101 | 113 | 137 | 237 | 387 | 1 189 |
| 6 | 88 | 104 | 116 | 140 | 238 | 373 | 963 |
| 7 | 90 | 107 | 118 | 143 | 238 | 356 | 796 |
| 8 | 90 | 109 | 120 | 146 | 239 | 338 | 668 |
| 9 | 91 | 110 | 122 | 149 | 239 | 334 | 568 |
| 10 | 91 | 110 | 123 | 151 | 239 | 333 | 488 |
| 11 | 91 | 111 | 124 | 152 | 239 | 333 | 424 |
| 12 | 92 | 111 | 124 | 152 | 239 | 333 | 371 |
| 13 | 92 | 111 | 124 | 153 | 239 | 334 | 334 |
| 14 | 93 | 112 | 125 | 153 | 240 | 334 | 334 |
| 15 | 93 | 113 | 125 | 154 | 241 | 335 | 335 |
| 16 | 94 | 114 | 126 | 155 | 242 | 336 | 336 |
| 17 | 95 | 115 | 127 | 156 | 243 | 337 | 337 |
| 18 | 96 | 116 | 128 | 157 | 244 | 338 | 338 |
| 19 | 97 | 116 | 129 | 158 | 244 | 339 | 339 |
| 20 | 98 | 117 | 130 | 158 | 245 | 339 | 339 |
| 21 | 98 | 117 | 130 | 158 | 245 | 339 | 339 |
| 22 | 97 | 117 | 129 | 158 | 245 | 339 | 339 |
| 23 | 97 | 116 | 129 | 157 | 244 | 338 | 338 |
| 24 | 96 | 115 | 128 | 156 | 243 | 338 | 338 |
| 25 | 95 | 114 | 127 | 155 | 242 | 337 | 337 |
| 26 | 93 | 113 | 126 | 154 | 241 | 335 | 335 |
| 27 | 92 | 112 | 124 | 153 | 240 | 334 | 334 |
| 28 | 91 | 110 | 123 | 151 | 238 | 333 | 333 |
| 29 | 89 | 109 | 121 | 150 | 237 | 331 | 331 |
| 30 | 88 | 107 | 120 | 149 | 235 | 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

319

332

338

360

479

575

3 438

2

79

92

98

120

239

373

2 572

3

81

95

103

128

236

393

1 943

4

83

98

108

133

236

395

1501

5

86

101

113

137

237

387

1 189

6

88

104

116

140

238

373

963

7

90

107

118

143

238

356

796

8

90

109

120

146

239

338

668

9

91

110

122

149

239

334

568

10

91

110

123

151

239

333

488

11

91

111

124

152

239

333

424

12

92

111

124

152

239

333

371

13

92

111

124

153

239

334

334

14

93

112

125

153

240

334

334

15

93

113

125

154

241

335

335

16

94

114

126

155

242

336

336

17

95

115

127

156

243

337

337

18

96

116

128

157

244

338

338

19

97

116

129

158

244

339

339

20

98

117

130

158

245

339

339

21

98

117

130

158

245

339

339

22

97

117

129

158

245

339

339

23

97

116

129

157

244

338

338

24

96

115

128

156

243

338

338

25

95

114

127

155

242

337

337

26

93

113

126

154

241

335

335

27

92

112

124

153

240

334

334

28

91

110

123

151

238

333

333

29

89

109

121

150

237

331

331

30

88

107

120

149

235

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 | 303 | 3204 |
| 2 | 0 | 6 | 13 | 35 | 154 | 347 | 2 380 |
| 3 | 1 | 7 | 15 | 39 | 148 | 364 | 1 790 |
| 4 | 1 | 7 | 17 | 42 | 145 | 364 | 1 378 |
| 5 | 1 | 8 | 20 | 43 | 144 | 356 | 1 088 |
| 6 | 2 | 10 | 21 | 46 | 143 | 342 | 880 |
| 7 | 2 | 12 | 22 | 47 | 143 | 326 | 726 |
| 8 | 2 | 11 | 23 | 49 | 142 | 308 | 608 |
| 9 | 3 | 11 | 25 | 51 | 141 | 291 | 517 |
| 10 | 4 | 12 | 26 | 52 | 140 | 273 | 444 |
| 11 | 4 | 12 | 29 | 53 | 140 | 256 | 385 |
| 12 | 4 | 12 | 31 | 53 | 140 | 240 | 337 |
| 13 | 4 | 12 | 34 | 53 | 140 | 235 | 296 |
| 14 | 4 | 12 | 37 | 54 | 140 | 235 | 262 |
| 15 | 6 | 13 | 38 | 54 | 141 | 235 | 235 |
| 16 | 6 | 13 | 41 | 54 | 141 | 235 | 235 |
| 17 | 6 | 14 | 44 | 55 | 141 | 236 | 236 |
| 18 | 6 | 15 | 46 | 55 | 142 | 236 | 236 |
| 19 | 7 | 15 | 48 | 56 | 142 | 237 | 237 |
| 20 | 7 | 17 | 51 | 57 | 143 | 238 | 238 |
| 21 | 7 | 17 | 53 | 59 | 144 | 239 | 239 |
| 22 | 8 | 18 | 55 | 61 | 145 | 239 | 239 |
| 23 | 8 | 19 | 58 | 63 | 145 | 240 | 240 |
| 24 | 9 | 20 | 61 | 65 | 146 | 240 | 240 |
| 25 | 9 | 21 | 62 | 66 | 146 | 241 | 241 |
| 26 | 9 | 21 | 65 | 68 | 147 | 241 | 241 |
| 27 | 10 | 23 | 67 | 70 | 147 | 241 | 241 |
| 28 | 10 | 23 | 70 | 72 | 147 | 242 | 242 |
| 29 | 11 | 24 | 72 | 75 | 147 | 242 | 242 |
| 30 | 11 | 25 | 74 | 77 | 148 | 242 | 242 |

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

303

3204

2

0

6

13

35

154

347

2 380

3

1

7

15

39

148

364

1 790

4

1

7

17

42

145

364

1 378

5

1

8

20

43

144

356

1 088

6

2

10

21

46

143

342

880

7

2

12

22

47

143

326

726

8

2

11

23

49

142

308

608

9

3

11

25

51

141

291

517

10

4

12

26

52

140

273

444

11

4

12

29

53

140

256

385

12

4

12

31

53

140

240

337

13

4

12

34

53

140

235

296

14

4

12

37

54

140

235

262

15

6

13

38

54

141

235

235

16

6

13

41

54

141

235

235

17

6

14

44

55

141

236

236

18

6

15

46

55

142

236

236

19

7

15

48

56

142

237

237

20

7

17

51

57

143

238

238

21

7

17

53

59

144

239

239

22

8

18

55

61

145

239

239

23

8

19

58

63

145

240

240

24

9

20

61

65

146

240

240

25

9

21

62

66

146

241

241

26

9

21

65

68

147

241

241

27

10

23

67

70

147

241

241

28

10

23

70

72

147

242

242

29

11

24

72

75

147

242

242

30

11

25

74

77

148

242

242

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 | 47 | 60 | 66 | 88 | 207 | 304 | 3 219 |
| 2 | 48 | 61 | 67 | 89 | 208 | 349 | 2 392 |
| 3 | 47 | 61 | 69 | 94 | 202 | 366 | 1802 |
| 4 | 47 | 61 | 71 | 97 | 199 | 367 | 1 390 |
| 5 | 47 | 62 | 74 | 98 | 198 | 360 | 1 100 |
| 6 | 48 | 64 | 76 | 100 | 198 | 347 | 892 |
| 7 | 48 | 66 | 76 | 101 | 197 | 331 | 737 |
| 8 | 48 | 66 | 77 | 103 | 196 | 314 | 619 |
| 9 | 47 | 66 | 78 | 106 | 196 | 296 | 526 |
| 10 | 46 | 66 | 78 | 106 | 194 | 289 | 453 |
| 11 | 45 | 65 | 77 | 106 | 193 | 287 | 393 |
| 12 | 44 | 63 | 76 | 105 | 191 | 286 | 344 |
| 13 | 43 | 62 | 75 | 103 | 190 | 284 | 302 |
| 14 | 41 | 61 | 73 | 102 | 189 | 283 | 283 |
| 15 | 40 | 59 | 72 | 101 | 187 | 282 | 282 |
| 16 | 38 | 58 | 70 | 99 | 186 | 280 | 280 |
| 17 | 37 | 57 | 69 | 98 | 185 | 279 | 279 |
| 18 | 36 | 56 | 68 | 97 | 184 | 278 | 278 |
| 19 | 35 | 55 | 68 | 96 | 183 | 277 | 277 |
| 20 | 35 | 54 | 67 | 96 | 182 | 277 | 277 |
| 21 | 34 | 54 | 67 | 95 | 182 | 276 | 276 |
| 22 | 34 | 53 | 66 | 95 | 181 | 276 | 276 |
| 23 | 33 | 53 | 65 | 94 | 181 | 275 | 275 |
| 24 | 33 | 52 | 65 | 93 | 180 | 274 | 274 |
| 25 | 32 | 51 | 64 | 92 | 179 | 274 | 274 |
| 26 | 31 | 51 | 66 | 92 | 179 | 273 | 273 |
| 27 | 30 | 50 | 69 | 91 | 178 | 272 | 272 |
| 28 | 30 | 49 | 71 | 90 | 177 | 272 | 272 |
| 29 | 29 | 49 | 73 | 90 | 177 | 271 | 271 |
| 30 | 29 | 48 | 76 | 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

47

60

66

88

207

304

3 219

2

48

61

67

89

208

349

2 392

3

47

61

69

94

202

366

1802

4

47

61

71

97

199

367

1 390

5

47

62

74

98

198

360

1 100

6

48

64

76

100

198

347

892

7

48

66

76

101

197

331

737

8

48

66

77

103

196

314

619

9

47

66

78

106

196

296

526

10

46

66

78

106

194

289

453

11

45

65

77

106

193

287

393

12

44

63

76

105

191

286

344

13

43

62

75

103

190

284

302

14

41

61

73

102

189

283

283

15

40

59

72

101

187

282

282

16

38

58

70

99

186

280

280

17

37

57

69

98

185

279

279

18

36

56

68

97

184

278

278

19

35

55

68

96

183

277

277

20

35

54

67

96

182

277

277

21

34

54

67

95

182

276

276

22

34

53

66

95

181

276

276

23

33

53

65

94

181

275

275

24

33

52

65

93

180

274

274

25

32

51

64

92

179

274

274

26

31

51

66

92

179

273

273

27

30

50

69

91

178

272

272

28

30

49

71

90

177

272

272

29

29

49

73

90

177

271

271

30

29

48

76

89

176

270

270

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 | 123 | 130 | 152 | 270 | 367 | 3401 |
| 2 | 112 | 124 | 131 | 153 | 272 | 369 | 2 544 |
| 3 | 113 | 126 | 135 | 159 | 268 | 389 | 1 923 |
| 4 | 114 | 128 | 139 | 164 | 266 | 392 | 1 489 |
| 5 | 115 | 131 | 142 | 166 | 267 | 386 | 1 183 |
| 6 | 117 | 133 | 145 | 169 | 267 | 373 | 961 |
| 7 | 118 | 136 | 146 | 171 | 267 | 361 | 796 |
| 8 | 118 | 136 | 147 | 173 | 266 | 361 | 670 |
| 9 | 118 | 136 | 148 | 176 | 266 | 360 | 571 |
| 10 | 117 | 136 | 149 | 177 | 265 | 359 | 492 |
| 11 | 116 | 136 | 148 | 177 | 264 | 358 | 428 |
| 12 | 115 | 134 | 147 | 176 | 262 | 357 | 375 |
| 13 | 113 | 133 | 145 | 174 | 261 | 355 | 355 |
| 14 | 111 | 131 | 143 | 172 | 259 | 353 | 353 |
| 15 | 109 | 129 | 141 | 170 | 257 | 351 | 351 |
| 16 | 107 | 126 | 139 | 168 | 254 | 349 | 349 |
| 17 | 105 | 124 | 137 | 166 | 252 | 347 | 347 |
| 18 | 103 | 122 | 135 | 164 | 250 | 345 | 345 |
| 19 | 101 | 120 | 133 | 162 | 248 | 343 | 343 |
| 20 | 99 | 119 | 131 | 160 | 247 | 341 | 341 |
| 21 | 98 | 117 | 130 | 158 | 245 | 339 | 339 |
| 22 | 96 | 115 | 128 | 156 | 243 | 338 | 338 |
| 23 | 94 | 113 | 126 | 155 | 241 | 336 | 336 |
| 24 | 92 | 111 | 124 | 153 | 240 | 334 | 334 |
| 25 | 90 | 110 | 122 | 151 | 238 | 332 | 332 |
| 26 | 88 | 108 | 120 | 149 | 236 | 330 | 330 |
| 27 | 87 | 106 | 119 | 147 | 234 | 328 | 328 |
| 28 | 85 | 104 | 117 | 146 | 232 | 327 | 327 |
| 29 | 83 | 103 | 115 | 144 | 231 | 325 | 325 |
| 30 | 82 | 101 | 114 | 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

123

130

152

270

367

3401

2

112

124

131

153

272

369

2 544

3

113

126

135

159

268

389

1 923

4

114

128

139

164

266

392

1 489

5

115

131

142

166

267

386

1 183

6

117

133

145

169

267

373

961

7

118

136

146

171

267

361

796

8

118

136

147

173

266

361

670

9

118

136

148

176

266

360

571

10

117

136

149

177

265

359

492

11

116

136

148

177

264

358

428

12

115

134

147

176

262

357

375

13

113

133

145

174

261

355

355

14

111

131

143

172

259

353

353

15

109

129

141

170

257

351

351

16

107

126

139

168

254

349

349

17

105

124

137

166

252

347

347

18

103

122

135

164

250

345

345

19

101

120

133

162

248

343

343

20

99

119

131

160

247

341

341

21

98

117

130

158

245

339

339

22

96

115

128

156

243

338

338

23

94

113

126

155

241

336

336

24

92

111

124

153

240

334

334

25

90

110

122

151

238

332

332

26

88

108

120

149

236

330

330

27

87

106

119

147

234

328

328

28

85

104

117

146

232

327

327

29

83

103

115

144

231

325

325

30

82

101

114

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 | 162 | 174 | 181 | 203 | 322 | 418 | 3 469 |
| 2 | 172 | 184 | 191 | 213 | 331 | 428 | 2 623 |
| 3 | 176 | 189 | 198 | 222 | 331 | 427 | 1 993 |
| 4 | 178 | 192 | 202 | 228 | 330 | 425 | 1 544 |
| 5 | 179 | 194 | 206 | 230 | 330 | 425 | 1 224 |
| 6 | 179 | 196 | 207 | 232 | 330 | 424 | 992 |
| 7 | 180 | 197 | 208 | 233 | 328 | 423 | 819 |
| 8 | 179 | 197 | 208 | 234 | 327 | 422 | 687 |
| 9 | 178 | 196 | 208 | 236 | 326 | 420 | 583 |
| 10 | 177 | 196 | 209 | 237 | 325 | 419 | 501 |
| 11 | 175 | 195 | 207 | 236 | 323 | 417 | 434 |
| 12 | 173 | 192 | 205 | 234 | 320 | 415 | 415 |
| 13 | 170 | 190 | 202 | 231 | 318 | 412 | 412 |
| 14 | 167 | 187 | 199 | 228 | 315 | 409 | 409 |
| 15 | 164 | 184 | 196 | 225 | 312 | 406 | 406 |
| 16 | 161 | 181 | 193 | 222 | 309 | 403 | 403 |
| 17 | 158 | 178 | 190 | 219 | 306 | 400 | 400 |
| 18 | 155 | 175 | 187 | 216 | 303 | 397 | 397 |
| 19 | 152 | 172 | 184 | 213 | 300 | 394 | 394 |
| 20 | 149 | 169 | 181 | 210 | 297 | 391 | 391 |
| 21 | 146 | 166 | 178 | 207 | 294 | 388 | 388 |
| 22 | 143 | 163 | 175 | 204 | 291 | 385 | 385 |
| 23 | 140 | 160 | 172 | 201 | 288 | 382 | 382 |
| 24 | 137 | 157 | 169 | 198 | 285 | 379 | 379 |
| 25 | 134 | 153 | 166 | 195 | 282 | 376 | 376 |
| 26 | 131 | 150 | 163 | 192 | 279 | 373 | 373 |
| 27 | 128 | 148 | 160 | 189 | 276 | 370 | 370 |
| 28 | 125 | 145 | 157 | 186 | 273 | 367 | 367 |
| 29 | 123 | 142 | 155 | 183 | 270 | 364 | 364 |
| 30 | 120 | 139 | 152 | 181 | 267 | 362 | 362 |

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

162

174

181

203

322

418

3 469

2

172

184

191

213

331

428

2 623

3

176

189

198

222

331

427

1 993

4

178

192

202

228

330

425

1 544

5

179

194

206

230

330

425

1 224

6

179

196

207

232

330

424

992

7

180

197

208

233

328

423

819

8

179

197

208

234

327

422

687

9

178

196

208

236

326

420

583

10

177

196

209

237

325

419

501

11

175

195

207

236

323

417

434

12

173

192

205

234

320

415

415

13

170

190

202

231

318

412

412

14

167

187

199

228

315

409

409

15

164

184

196

225

312

406

406

16

161

181

193

222

309

403

403

17

158

178

190

219

306

400

400

18

155

175

187

216

303

397

397

19

152

172

184

213

300

394

394

20

149

169

181

210

297

391

391

21

146

166

178

207

294

388

388

22

143

163

175

204

291

385

385

23

140

160

172

201

288

382

382

24

137

157

169

198

285

379

379

25

134

153

166

195

282

376

376

26

131

150

163

192

279

373

373

27

128

148

160

189

276

370

370

28

125

145

157

186

273

367

367

29

123

142

155

183

270

364

364

30

120

139

152

181

267

362

362

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 | 27 | 40 | 46 | 68 | 187 | 313 | 3 324 |
| 2 | 28 | 40 | 47 | 69 | 188 | 359 | 2 472 |
| 3 | 27 | 41 | 49 | 74 | 182 | 377 | 1 860 |
| 4 | 27 | 42 | 52 | 77 | 180 | 378 | 1 433 |
| 5 | 28 | 43 | 55 | 79 | 179 | 369 | 1 132 |
| 6 | 28 | 45 | 56 | 81 | 179 | 355 | 916 |
| 7 | 29 | 47 | 58 | 82 | 178 | 339 | 756 |
| 8 | 28 | 47 | 58 | 84 | 177 | 321 | 634 |
| 9 | 28 | 47 | 58 | 86 | 176 | 302 | 539 |
| 10 | 27 | 47 | 59 | 87 | 175 | 284 | 463 |
| 11 | 27 | 46 | 59 | 88 | 175 | 269 | 401 |
| 12 | 26 | 46 | 59 | 87 | 174 | 268 | 351 |
| 13 | 26 | 45 | 58 | 87 | 173 | 268 | 308 |
| 14 | 26 | 45 | 58 | 86 | 173 | 267 | 273 |
| 15 | 25 | 45 | 57 | 86 | 173 | 267 | 267 |
| 16 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 17 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 18 | 25 | 44 | 57 | 86 | 173 | 267 | 267 |
| 19 | 25 | 45 | 57 | 86 | 173 | 267 | 267 |
| 20 | 25 | 45 | 57 | 86 | 173 | 267 | 267 |
| 21 | 25 | 45 | 57 | 86 | 173 | 267 | 267 |
| 22 | 25 | 45 | 57 | 86 | 173 | 267 | 267 |
| 23 | 25 | 44 | 60 | 86 | 172 | 267 | 267 |
| 24 | 25 | 44 | 62 | 85 | 172 | 267 | 267 |
| 25 | 24 | 44 | 65 | 85 | 172 | 266 | 266 |
| 26 | 24 | 44 | 67 | 85 | 172 | 266 | 266 |
| 27 | 24 | 43 | 70 | 85 | 171 | 266 | 266 |
| 28 | 23 | 43 | 72 | 84 | 171 | 265 | 265 |
| 29 | 23 | 43 | 75 | 84 | 171 | 265 | 265 |
| 30 | 23 | 42 | 77 | 83 | 170 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

40

46

68

187

313

3 324

2

28

40

47

69

188

359

2 472

3

27

41

49

74

182

377

1 860

4

27

42

52

77

180

378

1 433

5

28

43

55

79

179

369

1 132

6

28

45

56

81

179

355

916

7

29

47

58

82

178

339

756

8

28

47

58

84

177

321

634

9

28

47

58

86

176

302

539

10

27

47

59

87

175

284

463

11

27

46

59

88

175

269

401

12

26

46

59

87

174

268

351

13

26

45

58

87

173

268

308

14

26

45

58

86

173

267

273

15

25

45

57

86

173

267

267

16

25

44

57

86

173

267

267

17

25

44

57

86

173

267

267

18

25

44

57

86

173

267

267

19

25

45

57

86

173

267

267

20

25

45

57

86

173

267

267

21

25

45

57

86

173

267

267

22

25

45

57

86

173

267

267

23

25

44

60

86

172

267

267

24

25

44

62

85

172

267

267

25

24

44

65

85

172

266

266

26

24

44

67

85

172

266

266

27

24

43

70

85

171

266

266

28

23

43

72

84

171

265

265

29

23

43

75

84

171

265

265

30

23

42

77

83

170

265

265

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 24 | 37 | 43 | 65 | 184 | 310 | 3 287 |
| 2 | 26 | 38 | 45 | 67 | 185 | 357 | 2 449 |
| 3 | 27 | 40 | 49 | 73 | 182 | 374 | 1 846 |
| 4 | 28 | 42 | 53 | 78 | 180 | 376 | 1 424 |
| 5 | 29 | 45 | 57 | 80 | 181 | 368 | 1 126 |
| 6 | 31 | 48 | 59 | 84 | 181 | 354 | 912 |
| 7 | 33 | 51 | 61 | 86 | 182 | 338 | 753 |
| 8 | 33 | 52 | 63 | 89 | 182 | 321 | 633 |
| 9 | 34 | 53 | 64 | 92 | 182 | 303 | 538 |
| 10 | 35 | 54 | 66 | 94 | 182 | 285 | 463 |
| 11 | 35 | 55 | 67 | 96 | 183 | 277 | 402 |
| 12 | 35 | 55 | 67 | 96 | 183 | 277 | 352 |
| 13 | 35 | 55 | 67 | 96 | 183 | 277 | 310 |
| 14 | 35 | 55 | 67 | 96 | 183 | 277 | 277 |
| 15 | 35 | 54 | 67 | 96 | 183 | 277 | 277 |
| 16 | 35 | 54 | 67 | 95 | 182 | 277 | 277 |
| 17 | 35 | 54 | 67 | 95 | 182 | 277 | 277 |
| 18 | 35 | 54 | 67 | 95 | 182 | 277 | 277 |
| 19 | 35 | 54 | 67 | 96 | 182 | 277 | 277 |
| 20 | 35 | 55 | 67 | 96 | 183 | 277 | 277 |
| 21 | 35 | 55 | 67 | 96 | 183 | 277 | 277 |
| 22 | 35 | 55 | 67 | 96 | 183 | 277 | 277 |
| 23 | 35 | 54 | 67 | 96 | 182 | 277 | 277 |
| 24 | 35 | 54 | 67 | 95 | 182 | 277 | 277 |
| 25 | 34 | 54 | 66 | 95 | 182 | 276 | 276 |
| 26 | 34 | 53 | 68 | 94 | 181 | 276 | 276 |
| 27 | 33 | 53 | 70 | 94 | 181 | 275 | 275 |
| 28 | 33 | 52 | 73 | 93 | 180 | 274 | 274 |
| 29 | 32 | 51 | 75 | 93 | 180 | 274 | 274 |
| 30 | 31 | 51 | 78 | 92 | 179 | 273 | 273 |

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

24

37

43

65

184

310

3 287

2

26

38

45

67

185

357

2 449

3

27

40

49

73

182

374

1 846

4

28

42

53

78

180

376

1 424

5

29

45

57

80

181

368

1 126

6

31

48

59

84

181

354

912

7

33

51

61

86

182

338

753

8

33

52

63

89

182

321

633

9

34

53

64

92

182

303

538

10

35

54

66

94

182

285

463

11

35

55

67

96

183

277

402

12

35

55

67

96

183

277

352

13

35

55

67

96

183

277

310

14

35

55

67

96

183

277

277

15

35

54

67

96

183

277

277

16

35

54

67

95

182

277

277

17

35

54

67

95

182

277

277

18

35

54

67

95

182

277

277

19

35

54

67

96

182

277

277

20

35

55

67

96

183

277

277

21

35

55

67

96

183

277

277

22

35

55

67

96

183

277

277

23

35

54

67

96

182

277

277

24

35

54

67

95

182

277

277

25

34

54

66

95

182

276

276

26

34

53

68

94

181

276

276

27

33

53

70

94

181

275

275

28

33

52

73

93

180

274

274

29

32

51

75

93

180

274

274

30

31

51

78

92

179

273

273

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 | 140 | 162 | 281 | 377 | 3 461 |
| 2 | 120 | 132 | 139 | 161 | 280 | 376 | 2 592 |
| 3 | 118 | 132 | 140 | 165 | 273 | 395 | 1 959 |
| 4 | 118 | 132 | 142 | 168 | 270 | 398 | 1513 |
| 5 | 118 | 133 | 145 | 169 | 269 | 390 | 1 197 |
| 6 | 118 | 134 | 146 | 171 | 268 | 376 | 969 |
| 7 | 118 | 136 | 147 | 172 | 267 | 361 | 800 |
| 8 | 118 | 136 | 147 | 173 | 266 | 361 | 671 |
| 9 | 117 | 136 | 148 | 175 | 265 | 360 | 570 |
| 10 | 117 | 136 | 149 | 177 | 265 | 359 | 490 |
| 11 | 116 | 136 | 148 | 177 | 264 | 358 | 424 |
| 12 | 115 | 135 | 147 | 176 | 263 | 357 | 370 |
| 13 | 114 | 133 | 146 | 175 | 261 | 356 | 356 |
| 14 | 113 | 132 | 145 | 173 | 260 | 355 | 355 |
| 15 | 111 | 130 | 143 | 171 | 258 | 353 | 353 |
| 16 | 109 | 128 | 141 | 169 | 256 | 350 | 350 |
| 17 | 106 | 125 | 138 | 167 | 253 | 348 | 348 |
| 18 | 104 | 123 | 136 | 165 | 251 | 346 | 346 |
| 19 | 102 | 121 | 134 | 162 | 249 | 344 | 344 |
| 20 | 100 | 119 | 132 | 160 | 247 | 342 | 342 |
| 21 | 97 | 117 | 130 | 158 | 245 | 339 | 339 |
| 22 | 95 | 115 | 127 | 156 | 243 | 337 | 337 |
| 23 | 93 | 112 | 125 | 154 | 241 | 335 | 335 |
| 24 | 91 | 110 | 123 | 152 | 238 | 333 | 333 |
| 25 | 89 | 108 | 121 | 149 | 236 | 331 | 331 |
| 26 | 87 | 106 | 119 | 147 | 234 | 328 | 328 |
| 27 | 84 | 104 | 117 | 145 | 232 | 326 | 326 |
| 28 | 82 | 102 | 115 | 143 | 230 | 324 | 324 |
| 29 | 80 | 100 | 113 | 141 | 228 | 322 | 322 |
| 30 | 78 | 98 | 111 | 139 | 226 | 320 | 320 |

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

140

162

281

377

3 461

2

120

132

139

161

280

376

2 592

3

118

132

140

165

273

395

1 959

4

118

132

142

168

270

398

1513

5

118

133

145

169

269

390

1 197

6

118

134

146

171

268

376

969

7

118

136

147

172

267

361

800

8

118

136

147

173

266

361

671

9

117

136

148

175

265

360

570

10

117

136

149

177

265

359

490

11

116

136

148

177

264

358

424

12

115

135

147

176

263

357

370

13

114

133

146

175

261

356

356

14

113

132

145

173

260

355

355

15

111

130

143

171

258

353

353

16

109

128

141

169

256

350

350

17

106

125

138

167

253

348

348

18

104

123

136

165

251

346

346

19

102

121

134

162

249

344

344

20

100

119

132

160

247

342

342

21

97

117

130

158

245

339

339

22

95

115

127

156

243

337

337

23

93

112

125

154

241

335

335

24

91

110

123

152

238

333

333

25

89

108

121

149

236

331

331

26

87

106

119

147

234

328

328

27

84

104

117

145

232

326

326

28

82

102

115

143

230

324

324

29

80

100

113

141

228

322

322

30

78

98

111

139

226

320

320

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 | 14 | 36 | 154 | 304 | 3 217 |
| 2 | 0 | 9 | 16 | 38 | 156 | 349 | 2 390 |
| 3 | 1 | 11 | 19 | 44 | 153 | 366 | 1801 |
| 4 | 1 | 13 | 23 | 49 | 151 | 367 | 1 390 |
| 5 | 1 | 16 | 27 | 51 | 152 | 360 | 1 100 |
| 6 | 2 | 19 | 30 | 55 | 152 | 347 | 891 |
| 7 | 4 | 22 | 32 | 57 | 153 | 331 | 736 |
| 8 | 4 | 22 | 34 | 60 | 153 | 313 | 618 |
| 9 | 4 | 23 | 35 | 63 | 153 | 296 | 525 |
| 10 | 5 | 24 | 36 | 65 | 152 | 278 | 451 |
| 11 | 5 | 24 | 37 | 65 | 152 | 261 | 391 |
| 12 | 4 | 24 | 37 | 65 | 152 | 246 | 342 |
| 13 | 4 | 24 | 36 | 65 | 152 | 246 | 301 |
| 14 | 4 | 23 | 37 | 65 | 151 | 246 | 266 |
| 15 | 6 | 23 | 40 | 64 | 151 | 246 | 246 |
| 16 | 6 | 23 | 41 | 64 | 151 | 245 | 245 |
| 17 | 6 | 23 | 44 | 64 | 151 | 245 | 245 |
| 18 | 7 | 23 | 47 | 64 | 151 | 245 | 245 |
| 19 | 7 | 23 | 49 | 64 | 151 | 246 | 246 |
| 20 | 7 | 24 | 51 | 65 | 152 | 246 | 246 |
| 21 | 7 | 24 | 54 | 65 | 152 | 246 | 246 |
| 22 | 8 | 24 | 56 | 66 | 152 | 247 | 247 |
| 23 | 8 | 25 | 58 | 66 | 153 | 247 | 247 |
| 24 | 9 | 25 | 61 | 66 | 153 | 247 | 247 |
| 25 | 9 | 25 | 63 | 68 | 153 | 247 | 247 |
| 26 | 9 | 25 | 66 | 70 | 153 | 247 | 247 |
| 27 | 10 | 25 | 68 | 72 | 153 | 248 | 248 |
| 28 | 10 | 25 | 71 | 73 | 153 | 248 | 248 |
| 29 | 11 | 25 | 73 | 75 | 153 | 248 | 248 |
| 30 | 11 | 25 | 76 | 77 | 153 | 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

14

36

154

304

3 217

2

0

9

16

38

156

349

2 390

3

1

11

19

44

153

366

1801

4

1

13

23

49

151

367

1 390

5

1

16

27

51

152

360

1 100

6

2

19

30

55

152

347

891

7

4

22

32

57

153

331

736

8

4

22

34

60

153

313

618

9

4

23

35

63

153

296

525

10

5

24

36

65

152

278

451

11

5

24

37

65

152

261

391

12

4

24

37

65

152

246

342

13

4

24

36

65

152

246

301

14

4

23

37

65

151

246

266

15

6

23

40

64

151

246

246

16

6

23

41

64

151

245

245

17

6

23

44

64

151

245

245

18

7

23

47

64

151

245

245

19

7

23

49

64

151

246

246

20

7

24

51

65

152

246

246

21

7

24

54

65

152

246

246

22

8

24

56

66

152

247

247

23

8

25

58

66

153

247

247

24

9

25

61

66

153

247

247

25

9

25

63

68

153

247

247

26

9

25

66

70

153

247

247

27

10

25

68

72

153

248

248

28

10

25

71

73

153

248

248

29

11

25

73

75

153

248

248

30

11

25

76

77

153

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 | 191 | 306 | 3 240 |
| 2 | 31 | 44 | 50 | 72 | 191 | 352 | 2 411 |
| 3 | 30 | 43 | 52 | 76 | 185 | 369 | 1 816 |
| 4 | 29 | 43 | 54 | 79 | 181 | 370 | 1 400 |
| 5 | 29 | 44 | 56 | 80 | 180 | 361 | 1107 |
| 6 | 31 | 48 | 59 | 84 | 182 | 348 | 895 |
| 7 | 29 | 47 | 58 | 83 | 178 | 331 | 738 |
| 8 | 33 | 51 | 62 | 89 | 181 | 314 | 619 |
| 9 | 32 | 51 | 63 | 91 | 180 | 296 | 526 |
| 10 | 27 | 46 | 59 | 87 | 175 | 278 | 452 |
| 11 | 23 | 42 | 55 | 84 | 171 | 265 | 392 |
| 12 | 20 | 39 | 52 | 81 | 167 | 262 | 342 |
| 13 | 17 | 37 | 50 | 78 | 165 | 259 | 301 |
| 14 | 16 | 35 | 48 | 76 | 163 | 257 | 266 |
| 15 | 14 | 33 | 46 | 75 | 162 | 256 | 256 |
| 16 | 13 | 32 | 45 | 73 | 160 | 254 | 254 |
| 17 | 12 | 31 | 44 | 72 | 159 | 254 | 254 |
| 18 | 11 | 31 | 47 | 72 | 159 | 253 | 253 |
| 19 | 11 | 30 | 49 | 71 | 158 | 253 | 253 |
| 20 | 11 | 30 | 51 | 71 | 158 | 253 | 253 |
| 21 | 11 | 30 | 54 | 71 | 158 | 253 | 253 |
| 22 | 11 | 30 | 56 | 71 | 158 | 253 | 253 |
| 23 | 11 | 30 | 58 | 71 | 158 | 253 | 253 |
| 24 | 11 | 30 | 61 | 71 | 158 | 252 | 252 |
| 25 | 10 | 30 | 63 | 71 | 158 | 252 | 252 |
| 26 | 10 | 30 | 66 | 71 | 158 | 252 | 252 |
| 27 | 10 | 30 | 68 | 71 | 158 | 252 | 252 |
| 28 | 10 | 29 | 71 | 73 | 158 | 252 | 252 |
| 29 | 11 | 29 | 73 | 75 | 157 | 252 | 252 |
| 30 | 11 | 29 | 76 | 77 | 157 | 252 | 252 |

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

191

306

3 240

2

31

44

50

72

191

352

2 411

3

30

43

52

76

185

369

1 816

4

29

43

54

79

181

370

1 400

5

29

44

56

80

180

361

1107

6

31

48

59

84

182

348

895

7

29

47

58

83

178

331

738

8

33

51

62

89

181

314

619

9

32

51

63

91

180

296

526

10

27

46

59

87

175

278

452

11

23

42

55

84

171

265

392

12

20

39

52

81

167

262

342

13

17

37

50

78

165

259

301

14

16

35

48

76

163

257

266

15

14

33

46

75

162

256

256

16

13

32

45

73

160

254

254

17

12

31

44

72

159

254

254

18

11

31

47

72

159

253

253

19

11

30

49

71

158

253

253

20

11

30

51

71

158

253

253

21

11

30

54

71

158

253

253

22

11

30

56

71

158

253

253

23

11

30

58

71

158

253

253

24

11

30

61

71

158

252

252

25

10

30

63

71

158

252

252

26

10

30

66

71

158

252

252

27

10

30

68

71

158

252

252

28

10

29

71

73

158

252

252

29

11

29

73

75

157

252

252

30

11

29

76

77

157

252

252

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 | 198 | 211 | 217 | 239 | 358 | 454 | 4 286 |
| 2 | 194 | 207 | 213 | 235 | 354 | 452 | 3 193 |
| 3 | 189 | 202 | 211 | 235 | 344 | 473 | 2401 |
| 4 | 184 | 199 | 209 | 234 | 337 | 474 | 1 846 |
| 5 | 180 | 196 | 207 | 231 | 332 | 464 | 1 455 |
| 6 | 177 | 193 | 205 | 230 | 327 | 446 | 1 174 |
| 7 | 174 | 192 | 202 | 227 | 323 | 425 | 966 |
| 8 | 170 | 188 | 199 | 225 | 318 | 413 | 808 |
| 9 | 166 | 185 | 197 | 224 | 314 | 408 | 685 |
| 10 | 162 | 181 | 194 | 222 | 310 | 404 | 587 |
| 11 | 158 | 178 | 190 | 219 | 306 | 400 | 508 |
| 12 | 154 | 174 | 186 | 215 | 302 | 396 | 442 |
| 13 | 150 | 170 | 182 | 211 | 298 | 392 | 392 |
| 14 | 146 | 166 | 179 | 207 | 294 | 388 | 388 |
| 15 | 143 | 162 | 175 | 204 | 290 | 385 | 385 |
| 16 | 139 | 159 | 172 | 200 | 287 | 381 | 381 |
| 17 | 136 | 156 | 168 | 197 | 284 | 378 | 378 |
| 18 | 133 | 153 | 165 | 194 | 281 | 375 | 375 |
| 19 | 130 | 150 | 162 | 191 | 278 | 372 | 372 |
| 20 | 128 | 147 | 160 | 188 | 275 | 369 | 369 |
| 21 | 125 | 144 | 157 | 185 | 272 | 367 | 367 |
| 22 | 122 | 141 | 154 | 183 | 269 | 364 | 364 |
| 23 | 119 | 139 | 151 | 180 | 267 | 361 | 361 |
| 24 | 117 | 136 | 149 | 177 | 264 | 359 | 359 |
| 25 | 114 | 133 | 146 | 175 | 262 | 356 | 356 |
| 26 | 111 | 131 | 144 | 172 | 259 | 353 | 353 |
| 27 | 109 | 128 | 141 | 170 | 257 | 351 | 351 |
| 28 | 107 | 126 | 139 | 167 | 254 | 349 | 349 |
| 29 | 104 | 124 | 137 | 165 | 252 | 346 | 346 |
| 30 | 102 | 122 | 134 | 163 | 250 | 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

198

211

217

239

358

454

4 286

2

194

207

213

235

354

452

3 193

3

189

202

211

235

344

473

2401

4

184

199

209

234

337

474

1 846

5

180

196

207

231

332

464

1 455

6

177

193

205

230

327

446

1 174

7

174

192

202

227

323

425

966

8

170

188

199

225

318

413

808

9

166

185

197

224

314

408

685

10

162

181

194

222

310

404

587

11

158

178

190

219

306

400

508

12

154

174

186

215

302

396

442

13

150

170

182

211

298

392

392

14

146

166

179

207

294

388

388

15

143

162

175

204

290

385

385

16

139

159

172

200

287

381

381

17

136

156

168

197

284

378

378

18

133

153

165

194

281

375

375

19

130

150

162

191

278

372

372

20

128

147

160

188

275

369

369

21

125

144

157

185

272

367

367

22

122

141

154

183

269

364

364

23

119

139

151

180

267

361

361

24

117

136

149

177

264

359

359

25

114

133

146

175

262

356

356

26

111

131

144

172

259

353

353

27

109

128

141

170

257

351

351

28

107

126

139

167

254

349

349

29

104

124

137

165

252

346

346

30

102

122

134

163

250

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 | 14 | 26 | 52 | 171 | 303 | 3209 |
| 2 | 0 | 14 | 26 | 52 | 171 | 348 | 2 384 |
| 3 | 1 | 17 | 28 | 56 | 167 | 365 | 1 796 |
| 4 | 1 | 20 | 32 | 61 | 166 | 367 | 1 387 |
| 5 | 3 | 23 | 36 | 67 | 167 | 359 | 1 098 |
| 6 | 5 | 27 | 39 | 69 | 168 | 346 | 890 |
| 7 | 8 | 31 | 42 | 71 | 168 | 330 | 735 |
| 8 | 10 | 34 | 46 | 74 | 168 | 313 | 617 |
| 9 | 12 | 37 | 50 | 76 | 168 | 296 | 525 |
| 10 | 13 | 39 | 51 | 77 | 168 | 278 | 451 |
| 11 | 14 | 40 | 53 | 78 | 168 | 263 | 391 |
| 12 | 14 | 42 | 54 | 80 | 168 | 263 | 342 |
| 13 | 15 | 43 | 55 | 80 | 168 | 263 | 301 |
| 14 | 16 | 44 | 55 | 81 | 168 | 263 | 266 |
| 15 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 16 | 16 | 44 | 55 | 81 | 168 | 262 | 262 |
| 17 | 16 | 44 | 55 | 81 | 168 | 262 | 262 |
| 18 | 16 | 44 | 55 | 81 | 168 | 262 | 262 |
| 19 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 20 | 16 | 44 | 55 | 81 | 168 | 263 | 263 |
| 21 | 16 | 44 | 55 | 81 | 169 | 263 | 263 |
| 22 | 16 | 44 | 56 | 81 | 169 | 263 | 263 |
| 23 | 16 | 44 | 58 | 81 | 169 | 263 | 263 |
| 24 | 16 | 44 | 61 | 81 | 169 | 263 | 263 |
| 25 | 16 | 44 | 63 | 81 | 168 | 263 | 263 |
| 26 | 16 | 44 | 66 | 81 | 168 | 263 | 263 |
| 27 | 16 | 44 | 68 | 81 | 168 | 262 | 262 |
| 28 | 16 | 44 | 71 | 81 | 168 | 262 | 262 |
| 29 | 16 | 44 | 73 | 81 | 167 | 262 | 262 |
| 30 | 16 | 44 | 76 | 81 | 167 | 262 | 262 |

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

14

26

52

171

303

3209

2

0

14

26

52

171

348

2 384

3

1

17

28

56

167

365

1 796

4

1

20

32

61

166

367

1 387

5

3

23

36

67

167

359

1 098

6

5

27

39

69

168

346

890

7

8

31

42

71

168

330

735

8

10

34

46

74

168

313

617

9

12

37

50

76

168

296

525

10

13

39

51

77

168

278

451

11

14

40

53

78

168

263

391

12

14

42

54

80

168

263

342

13

15

43

55

80

168

263

301

14

16

44

55

81

168

263

266

15

16

44

55

81

168

263

263

16

16

44

55

81

168

262

262

17

16

44

55

81

168

262

262

18

16

44

55

81

168

262

262

19

16

44

55

81

168

263

263

20

16

44

55

81

168

263

263

21

16

44

55

81

169

263

263

22

16

44

56

81

169

263

263

23

16

44

58

81

169

263

263

24

16

44

61

81

169

263

263

25

16

44

63

81

168

263

263

26

16

44

66

81

168

263

263

27

16

44

68

81

168

262

262

28

16

44

71

81

168

262

262

29

16

44

73

81

167

262

262

30

16

44

76

81

167

262

262

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 | 14 | 133 | 302 | 3 197 |
| 2 | 0 | 1 | 6 | 14 | 131 | 346 | 2 373 |
| 3 | 1 | 1 | 9 | 17 | 125 | 363 | 1 783 |
| 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1 373 |
| 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1 084 |
| 6 | 2 | 4 | 16 | 25 | 120 | 341 | 876 |
| 7 | 2 | 6 | 19 | 27 | 120 | 324 | 723 |
| 8 | 2 | 6 | 22 | 30 | 120 | 307 | 606 |
| 9 | 3 | 7 | 24 | 33 | 120 | 289 | 515 |
| 10 | 4 | 8 | 26 | 35 | 120 | 272 | 442 |
| 11 | 4 | 9 | 29 | 37 | 120 | 255 | 384 |
| 12 | 4 | 10 | 31 | 39 | 120 | 239 | 335 |
| 13 | 4 | 10 | 34 | 41 | 120 | 224 | 295 |
| 14 | 4 | 12 | 36 | 43 | 120 | 215 | 261 |
| 15 | 6 | 12 | 38 | 45 | 121 | 215 | 232 |
| 16 | 6 | 13 | 41 | 48 | 121 | 215 | 215 |
| 17 | 6 | 14 | 43 | 50 | 121 | 215 | 215 |
| 18 | 6 | 15 | 46 | 52 | 123 | 216 | 216 |
| 19 | 7 | 15 | 48 | 54 | 125 | 216 | 216 |
| 20 | 7 | 17 | 50 | 56 | 127 | 217 | 217 |
| 21 | 7 | 17 | 53 | 58 | 128 | 218 | 218 |
| 22 | 8 | 18 | 55 | 60 | 130 | 218 | 218 |
| 23 | 8 | 18 | 57 | 62 | 132 | 218 | 218 |
| 24 | 8 | 20 | 59 | 64 | 133 | 218 | 218 |
| 25 | 9 | 20 | 62 | 66 | 135 | 218 | 218 |
| 26 | 9 | 21 | 64 | 68 | 137 | 218 | 218 |
| 27 | 10 | 23 | 67 | 70 | 138 | 218 | 218 |
| 28 | 10 | 23 | 69 | 71 | 138 | 218 | 218 |
| 29 | 10 | 24 | 72 | 73 | 140 | 218 | 218 |
| 30 | 11 | 25 | 74 | 75 | 141 | 218 | 218 |

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

14

133

302

3 197

2

0

1

6

14

131

346

2 373

3

1

1

9

17

125

363

1 783

4

1

3

11

20

121

363

1 373

5

1

4

14

22

120

354

1 084

6

2

4

16

25

120

341

876

7

2

6

19

27

120

324

723

8

2

6

22

30

120

307

606

9

3

7

24

33

120

289

515

10

4

8

26

35

120

272

442

11

4

9

29

37

120

255

384

12

4

10

31

39

120

239

335

13

4

10

34

41

120

224

295

14

4

12

36

43

120

215

261

15

6

12

38

45

121

215

232

16

6

13

41

48

121

215

215

17

6

14

43

50

121

215

215

18

6

15

46

52

123

216

216

19

7

15

48

54

125

216

216

20

7

17

50

56

127

217

217

21

7

17

53

58

128

218

218

22

8

18

55

60

130

218

218

23

8

18

57

62

132

218

218

24

8

20

59

64

133

218

218

25

9

20

62

66

135

218

218

26

9

21

64

68

137

218

218

27

10

23

67

70

138

218

218

28

10

23

69

71

138

218

218

29

10

24

72

73

140

218

218

30

11

25

74

75

141

218

218

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 5 |
| Euro | Belgium | 5 |
| Euro | Cyprus | 5 |
| Euro | Estonia | 5 |
| Euro | Finland | 5 |
| Euro | France | 5 |
| Euro | Germany | 5 |
| Euro | Greece | 5 |
| Euro | Ireland | 5 |
| Euro | Italy | 5 |
| Euro | Latvia | 5 |
| Euro | Lithuania | 5 |
| Euro | Luxembourg | 5 |
| Euro | Malta | 5 |
| Euro | Netherlands | 5 |
| Euro | Portugal | 5 |
| Euro | Slovakia | 5 |
| Euro | Slovenia | 5 |
| Euro | Spain | 5 |
| Czech koruna | Czech Republic | 12 |
| Danish krone | Denmark | 45 |
| Forint | Hungary | 3 |
| Krona | Sweden | 12 |
| Kuna | Croatia | 1 |
| Lev | Bulgaria | -3 |
| Pound sterling | United Kingdom | 8 |
| Romanian leu | Romania | -0 |
| Zloty | Poland | 3 |
| Króna | Iceland | -1 |
| Norwegian krone | Norway | 34 |
| Swiss franc | Liechtenstein | 10 |
| Swiss franc | Switzerland | 10 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 41 |
| Renminbi-yuan | China | 44 |
| Hong Kong dollar | Hong Kong | 2 |
| US dollar | United States | 25 |
| Yen | Japan | 7 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

5

Euro

Belgium

5

Euro

Cyprus

5

Euro

Estonia

5

Euro

Finland

5

Euro

France

5

Euro

Germany

5

Euro

Greece

5

Euro

Ireland

5

Euro

Italy

5

Euro

Latvia

5

Euro

Lithuania

5

Euro

Luxembourg

5

Euro

Malta

5

Euro

Netherlands

5

Euro

Portugal

5

Euro

Slovakia

5

Euro

Slovenia

5

Euro

Spain

5

Czech koruna

Czech Republic

12

Danish krone

Denmark

45

Forint

Hungary

3

Krona

Sweden

12

Kuna

Croatia

1

Lev

Bulgaria

-3

Pound sterling

United Kingdom

8

Romanian leu

Romania

-0

Zloty

Poland

3

Króna

Iceland

-1

Norwegian krone

Norway

34

Swiss franc

Liechtenstein

10

Swiss franc

Switzerland

10

Australian dollar

Australia

11

Canadian dollar

Canada

41

Renminbi-yuan

China

44

Hong Kong dollar

Hong Kong

2

US dollar

United States

25

Yen

Japan

7

---