# L_2018031EN.01000301.xml

| 3.2.2018 | EN | Official Journal of the European Union | L 31/3 |
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3.2.2018

EN

Official Journal of the European Union

L 31/3

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COMMISSION IMPLEMENTING REGULATION (EU) 2018/165

of 31 January 2018

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2017 until 30 March 2018 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 9 January 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2017 market data. That information was published on 9 January 2018 in accordance with Article 77e(1) of Directive 2009/138/EC. |
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(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2017 market data. That information was published on 9 January 2018 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 December 2017 until 30 March 2018.

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 December 2017.

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

Done at Brussels, 31 January 2018.

For the Commission

The President

Jean-Claude JUNCKER

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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 | – 0,358 % | 0,980 % | – 0,368 % | 0,005 % | – 0,458 % | 0,200 % |
| 2 | – 0,250 % | 1,216 % | – 0,260 % | 0,323 % | – 0,247 % | 0,480 % |
| 3 | – 0,088 % | 1,352 % | – 0,098 % | 0,531 % | – 0,022 % | 0,752 % |
| 4 | 0,069 % | 1,454 % | 0,059 % | 0,845 % | 0,198 % | 1,023 % |
| 5 | 0,209 % | 1,526 % | 0,199 % | 1,075 % | 0,397 % | 1,356 % |
| 6 | 0,347 % | 1,577 % | 0,337 % | 1,392 % | 0,584 % | 1,684 % |
| 7 | 0,469 % | 1,622 % | 0,459 % | 1,620 % | 0,743 % | 1,958 % |
| 8 | 0,585 % | 1,668 % | 0,575 % | 1,789 % | 0,886 % | 2,155 % |
| 9 | 0,695 % | 1,716 % | 0,685 % | 1,922 % | 1,015 % | 2,278 % |
| 10 | 0,802 % | 1,760 % | 0,792 % | 2,059 % | 1,123 % | 2,377 % |
| 11 | 0,897 % | 1,804 % | 0,887 % | 2,232 % | 1,272 % | 2,466 % |
| 12 | 0,982 % | 1,843 % | 0,971 % | 2,424 % | 1,445 % | 2,547 % |
| 13 | 1,059 % | 1,877 % | 1,048 % | 2,619 % | 1,616 % | 2,620 % |
| 14 | 1,125 % | 1,911 % | 1,114 % | 2,804 % | 1,778 % | 2,687 % |
| 15 | 1,177 % | 1,949 % | 1,167 % | 2,969 % | 1,926 % | 2,749 % |
| 16 | 1,217 % | 1,995 % | 1,206 % | 3,109 % | 2,060 % | 2,807 % |
| 17 | 1,249 % | 2,045 % | 1,238 % | 3,228 % | 2,181 % | 2,860 % |
| 18 | 1,280 % | 2,098 % | 1,270 % | 3,329 % | 2,290 % | 2,910 % |
| 19 | 1,316 % | 2,152 % | 1,305 % | 3,415 % | 2,389 % | 2,956 % |
| 20 | 1,357 % | 2,207 % | 1,347 % | 3,489 % | 2,478 % | 3,000 % |
| 21 | 1,408 % | 2,262 % | 1,397 % | 3,552 % | 2,559 % | 3,041 % |
| 22 | 1,464 % | 2,316 % | 1,454 % | 3,608 % | 2,633 % | 3,080 % |
| 23 | 1,524 % | 2,368 % | 1,514 % | 3,656 % | 2,700 % | 3,116 % |
| 24 | 1,586 % | 2,420 % | 1,576 % | 3,698 % | 2,762 % | 3,151 % |
| 25 | 1,649 % | 2,470 % | 1,640 % | 3,735 % | 2,819 % | 3,183 % |
| 26 | 1,713 % | 2,518 % | 1,703 % | 3,767 % | 2,872 % | 3,214 % |
| 27 | 1,775 % | 2,564 % | 1,766 % | 3,796 % | 2,921 % | 3,243 % |
| 28 | 1,837 % | 2,609 % | 1,828 % | 3,822 % | 2,966 % | 3,271 % |
| 29 | 1,897 % | 2,652 % | 1,889 % | 3,844 % | 3,009 % | 3,297 % |
| 30 | 1,956 % | 2,693 % | 1,948 % | 3,865 % | 3,048 % | 3,322 % |
| 31 | 2,013 % | 2,733 % | 2,005 % | 3,883 % | 3,085 % | 3,346 % |
| 32 | 2,069 % | 2,771 % | 2,061 % | 3,899 % | 3,120 % | 3,368 % |
| 33 | 2,122 % | 2,808 % | 2,114 % | 3,914 % | 3,152 % | 3,390 % |
| 34 | 2,174 % | 2,843 % | 2,166 % | 3,927 % | 3,183 % | 3,411 % |
| 35 | 2,223 % | 2,877 % | 2,216 % | 3,939 % | 3,212 % | 3,430 % |
| 36 | 2,271 % | 2,909 % | 2,264 % | 3,950 % | 3,239 % | 3,449 % |
| 37 | 2,317 % | 2,940 % | 2,310 % | 3,960 % | 3,265 % | 3,467 % |
| 38 | 2,362 % | 2,970 % | 2,355 % | 3,970 % | 3,289 % | 3,485 % |
| 39 | 2,404 % | 2,998 % | 2,398 % | 3,978 % | 3,313 % | 3,501 % |
| 40 | 2,445 % | 3,026 % | 2,439 % | 3,986 % | 3,335 % | 3,517 % |
| 41 | 2,485 % | 3,052 % | 2,478 % | 3,993 % | 3,356 % | 3,532 % |
| 42 | 2,523 % | 3,077 % | 2,516 % | 4,000 % | 3,376 % | 3,547 % |
| 43 | 2,559 % | 3,102 % | 2,553 % | 4,006 % | 3,395 % | 3,561 % |
| 44 | 2,594 % | 3,125 % | 2,588 % | 4,012 % | 3,413 % | 3,574 % |
| 45 | 2,628 % | 3,147 % | 2,622 % | 4,017 % | 3,431 % | 3,587 % |
| 46 | 2,660 % | 3,169 % | 2,655 % | 4,022 % | 3,447 % | 3,600 % |
| 47 | 2,692 % | 3,190 % | 2,686 % | 4,027 % | 3,463 % | 3,612 % |
| 48 | 2,722 % | 3,210 % | 2,717 % | 4,031 % | 3,478 % | 3,623 % |
| 49 | 2,751 % | 3,229 % | 2,746 % | 4,035 % | 3,493 % | 3,635 % |
| 50 | 2,779 % | 3,248 % | 2,774 % | 4,039 % | 3,507 % | 3,645 % |
| 51 | 2,806 % | 3,266 % | 2,801 % | 4,043 % | 3,521 % | 3,656 % |
| 52 | 2,832 % | 3,284 % | 2,827 % | 4,046 % | 3,534 % | 3,666 % |
| 53 | 2,857 % | 3,300 % | 2,852 % | 4,050 % | 3,546 % | 3,675 % |
| 54 | 2,881 % | 3,317 % | 2,877 % | 4,053 % | 3,558 % | 3,685 % |
| 55 | 2,905 % | 3,332 % | 2,900 % | 4,056 % | 3,570 % | 3,694 % |
| 56 | 2,928 % | 3,347 % | 2,923 % | 4,059 % | 3,581 % | 3,703 % |
| 57 | 2,949 % | 3,362 % | 2,945 % | 4,062 % | 3,592 % | 3,711 % |
| 58 | 2,971 % | 3,376 % | 2,966 % | 4,064 % | 3,603 % | 3,719 % |
| 59 | 2,991 % | 3,390 % | 2,987 % | 4,067 % | 3,613 % | 3,727 % |
| 60 | 3,011 % | 3,403 % | 3,007 % | 4,069 % | 3,622 % | 3,735 % |
| 61 | 3,030 % | 3,416 % | 3,026 % | 4,071 % | 3,632 % | 3,742 % |
| 62 | 3,049 % | 3,428 % | 3,045 % | 4,074 % | 3,641 % | 3,749 % |
| 63 | 3,067 % | 3,440 % | 3,063 % | 4,076 % | 3,650 % | 3,756 % |
| 64 | 3,084 % | 3,452 % | 3,080 % | 4,078 % | 3,658 % | 3,763 % |
| 65 | 3,101 % | 3,464 % | 3,097 % | 4,080 % | 3,667 % | 3,770 % |
| 66 | 3,118 % | 3,475 % | 3,114 % | 4,082 % | 3,675 % | 3,776 % |
| 67 | 3,134 % | 3,485 % | 3,130 % | 4,084 % | 3,683 % | 3,783 % |
| 68 | 3,149 % | 3,496 % | 3,146 % | 4,085 % | 3,690 % | 3,789 % |
| 69 | 3,164 % | 3,506 % | 3,161 % | 4,087 % | 3,698 % | 3,794 % |
| 70 | 3,179 % | 3,516 % | 3,175 % | 4,089 % | 3,705 % | 3,800 % |
| 71 | 3,193 % | 3,525 % | 3,190 % | 4,090 % | 3,712 % | 3,806 % |
| 72 | 3,207 % | 3,534 % | 3,204 % | 4,092 % | 3,718 % | 3,811 % |
| 73 | 3,221 % | 3,544 % | 3,217 % | 4,093 % | 3,725 % | 3,816 % |
| 74 | 3,234 % | 3,552 % | 3,230 % | 4,095 % | 3,731 % | 3,822 % |
| 75 | 3,247 % | 3,561 % | 3,243 % | 4,096 % | 3,738 % | 3,827 % |
| 76 | 3,259 % | 3,569 % | 3,256 % | 4,098 % | 3,744 % | 3,831 % |
| 77 | 3,271 % | 3,577 % | 3,268 % | 4,099 % | 3,750 % | 3,836 % |
| 78 | 3,283 % | 3,585 % | 3,280 % | 4,100 % | 3,755 % | 3,841 % |
| 79 | 3,295 % | 3,593 % | 3,291 % | 4,102 % | 3,761 % | 3,845 % |
| 80 | 3,306 % | 3,601 % | 3,303 % | 4,103 % | 3,766 % | 3,850 % |
| 81 | 3,317 % | 3,608 % | 3,314 % | 4,104 % | 3,772 % | 3,854 % |
| 82 | 3,328 % | 3,615 % | 3,325 % | 4,105 % | 3,777 % | 3,858 % |
| 83 | 3,338 % | 3,622 % | 3,335 % | 4,106 % | 3,782 % | 3,862 % |
| 84 | 3,348 % | 3,629 % | 3,345 % | 4,108 % | 3,787 % | 3,866 % |
| 85 | 3,358 % | 3,636 % | 3,355 % | 4,109 % | 3,792 % | 3,870 % |
| 86 | 3,368 % | 3,642 % | 3,365 % | 4,110 % | 3,797 % | 3,874 % |
| 87 | 3,378 % | 3,649 % | 3,375 % | 4,111 % | 3,801 % | 3,878 % |
| 88 | 3,387 % | 3,655 % | 3,384 % | 4,112 % | 3,806 % | 3,881 % |
| 89 | 3,396 % | 3,661 % | 3,393 % | 4,113 % | 3,810 % | 3,885 % |
| 90 | 3,405 % | 3,667 % | 3,402 % | 4,114 % | 3,815 % | 3,888 % |
| 91 | 3,414 % | 3,673 % | 3,411 % | 4,115 % | 3,819 % | 3,892 % |
| 92 | 3,422 % | 3,679 % | 3,419 % | 4,116 % | 3,823 % | 3,895 % |
| 93 | 3,430 % | 3,684 % | 3,428 % | 4,117 % | 3,827 % | 3,898 % |
| 94 | 3,439 % | 3,690 % | 3,436 % | 4,117 % | 3,831 % | 3,902 % |
| 95 | 3,447 % | 3,695 % | 3,444 % | 4,118 % | 3,835 % | 3,905 % |
| 96 | 3,454 % | 3,700 % | 3,452 % | 4,119 % | 3,839 % | 3,908 % |
| 97 | 3,462 % | 3,705 % | 3,459 % | 4,120 % | 3,842 % | 3,911 % |
| 98 | 3,470 % | 3,710 % | 3,467 % | 4,121 % | 3,846 % | 3,914 % |
| 99 | 3,477 % | 3,715 % | 3,474 % | 4,122 % | 3,850 % | 3,917 % |
| 100 | 3,484 % | 3,720 % | 3,482 % | 4,122 % | 3,853 % | 3,919 % |
| 101 | 3,491 % | 3,725 % | 3,489 % | 4,123 % | 3,856 % | 3,922 % |
| 102 | 3,498 % | 3,730 % | 3,496 % | 4,124 % | 3,860 % | 3,925 % |
| 103 | 3,505 % | 3,734 % | 3,502 % | 4,125 % | 3,863 % | 3,928 % |
| 104 | 3,512 % | 3,739 % | 3,509 % | 4,125 % | 3,866 % | 3,930 % |
| 105 | 3,518 % | 3,743 % | 3,516 % | 4,126 % | 3,870 % | 3,933 % |
| 106 | 3,525 % | 3,747 % | 3,522 % | 4,127 % | 3,873 % | 3,935 % |
| 107 | 3,531 % | 3,751 % | 3,528 % | 4,127 % | 3,876 % | 3,938 % |
| 108 | 3,537 % | 3,756 % | 3,535 % | 4,128 % | 3,879 % | 3,940 % |
| 109 | 3,543 % | 3,760 % | 3,541 % | 4,129 % | 3,882 % | 3,943 % |
| 110 | 3,549 % | 3,764 % | 3,547 % | 4,129 % | 3,885 % | 3,945 % |
| 111 | 3,555 % | 3,768 % | 3,553 % | 4,130 % | 3,887 % | 3,947 % |
| 112 | 3,561 % | 3,771 % | 3,558 % | 4,131 % | 3,890 % | 3,949 % |
| 113 | 3,566 % | 3,775 % | 3,564 % | 4,131 % | 3,893 % | 3,952 % |
| 114 | 3,572 % | 3,779 % | 3,569 % | 4,132 % | 3,896 % | 3,954 % |
| 115 | 3,577 % | 3,783 % | 3,575 % | 4,133 % | 3,898 % | 3,956 % |
| 116 | 3,583 % | 3,786 % | 3,580 % | 4,133 % | 3,901 % | 3,958 % |
| 117 | 3,588 % | 3,790 % | 3,586 % | 4,134 % | 3,903 % | 3,960 % |
| 118 | 3,593 % | 3,793 % | 3,591 % | 4,134 % | 3,906 % | 3,962 % |
| 119 | 3,598 % | 3,797 % | 3,596 % | 4,135 % | 3,908 % | 3,964 % |
| 120 | 3,603 % | 3,800 % | 3,601 % | 4,135 % | 3,911 % | 3,966 % |
| 121 | 3,608 % | 3,803 % | 3,606 % | 4,136 % | 3,913 % | 3,968 % |
| 122 | 3,613 % | 3,807 % | 3,611 % | 4,136 % | 3,916 % | 3,970 % |
| 123 | 3,618 % | 3,810 % | 3,615 % | 4,137 % | 3,918 % | 3,972 % |
| 124 | 3,622 % | 3,813 % | 3,620 % | 4,137 % | 3,920 % | 3,974 % |
| 125 | 3,627 % | 3,816 % | 3,625 % | 4,138 % | 3,922 % | 3,976 % |
| 126 | 3,631 % | 3,819 % | 3,629 % | 4,138 % | 3,925 % | 3,977 % |
| 127 | 3,636 % | 3,822 % | 3,634 % | 4,139 % | 3,927 % | 3,979 % |
| 128 | 3,640 % | 3,825 % | 3,638 % | 4,139 % | 3,929 % | 3,981 % |
| 129 | 3,645 % | 3,828 % | 3,643 % | 4,140 % | 3,931 % | 3,982 % |
| 130 | 3,649 % | 3,831 % | 3,647 % | 4,140 % | 3,933 % | 3,984 % |
| 131 | 3,653 % | 3,834 % | 3,651 % | 4,141 % | 3,935 % | 3,986 % |
| 132 | 3,657 % | 3,836 % | 3,655 % | 4,141 % | 3,937 % | 3,987 % |
| 133 | 3,661 % | 3,839 % | 3,659 % | 4,142 % | 3,939 % | 3,989 % |
| 134 | 3,665 % | 3,842 % | 3,663 % | 4,142 % | 3,941 % | 3,991 % |
| 135 | 3,669 % | 3,844 % | 3,667 % | 4,143 % | 3,943 % | 3,992 % |
| 136 | 3,673 % | 3,847 % | 3,671 % | 4,143 % | 3,945 % | 3,994 % |
| 137 | 3,677 % | 3,850 % | 3,675 % | 4,143 % | 3,947 % | 3,995 % |
| 138 | 3,681 % | 3,852 % | 3,679 % | 4,144 % | 3,948 % | 3,997 % |
| 139 | 3,684 % | 3,855 % | 3,683 % | 4,144 % | 3,950 % | 3,998 % |
| 140 | 3,688 % | 3,857 % | 3,686 % | 4,145 % | 3,952 % | 4,000 % |
| 141 | 3,692 % | 3,859 % | 3,690 % | 4,145 % | 3,954 % | 4,001 % |
| 142 | 3,695 % | 3,862 % | 3,694 % | 4,145 % | 3,956 % | 4,002 % |
| 143 | 3,699 % | 3,864 % | 3,697 % | 4,146 % | 3,957 % | 4,004 % |
| 144 | 3,702 % | 3,867 % | 3,701 % | 4,146 % | 3,959 % | 4,005 % |
| 145 | 3,706 % | 3,869 % | 3,704 % | 4,146 % | 3,961 % | 4,006 % |
| 146 | 3,709 % | 3,871 % | 3,707 % | 4,147 % | 3,962 % | 4,008 % |
| 147 | 3,712 % | 3,873 % | 3,711 % | 4,147 % | 3,964 % | 4,009 % |
| 148 | 3,716 % | 3,876 % | 3,714 % | 4,148 % | 3,965 % | 4,010 % |
| 149 | 3,719 % | 3,878 % | 3,717 % | 4,148 % | 3,967 % | 4,012 % |
| 150 | 3,722 % | 3,880 % | 3,720 % | 4,148 % | 3,969 % | 4,013 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,358 %

0,980 %

– 0,368 %

0,005 %

– 0,458 %

0,200 %

2

– 0,250 %

1,216 %

– 0,260 %

0,323 %

– 0,247 %

0,480 %

3

– 0,088 %

1,352 %

– 0,098 %

0,531 %

– 0,022 %

0,752 %

4

0,069 %

1,454 %

0,059 %

0,845 %

0,198 %

1,023 %

5

0,209 %

1,526 %

0,199 %

1,075 %

0,397 %

1,356 %

6

0,347 %

1,577 %

0,337 %

1,392 %

0,584 %

1,684 %

7

0,469 %

1,622 %

0,459 %

1,620 %

0,743 %

1,958 %

8

0,585 %

1,668 %

0,575 %

1,789 %

0,886 %

2,155 %

9

0,695 %

1,716 %

0,685 %

1,922 %

1,015 %

2,278 %

10

0,802 %

1,760 %

0,792 %

2,059 %

1,123 %

2,377 %

11

0,897 %

1,804 %

0,887 %

2,232 %

1,272 %

2,466 %

12

0,982 %

1,843 %

0,971 %

2,424 %

1,445 %

2,547 %

13

1,059 %

1,877 %

1,048 %

2,619 %

1,616 %

2,620 %

14

1,125 %

1,911 %

1,114 %

2,804 %

1,778 %

2,687 %

15

1,177 %

1,949 %

1,167 %

2,969 %

1,926 %

2,749 %

16

1,217 %

1,995 %

1,206 %

3,109 %

2,060 %

2,807 %

17

1,249 %

2,045 %

1,238 %

3,228 %

2,181 %

2,860 %

18

1,280 %

2,098 %

1,270 %

3,329 %

2,290 %

2,910 %

19

1,316 %

2,152 %

1,305 %

3,415 %

2,389 %

2,956 %

20

1,357 %

2,207 %

1,347 %

3,489 %

2,478 %

3,000 %

21

1,408 %

2,262 %

1,397 %

3,552 %

2,559 %

3,041 %

22

1,464 %

2,316 %

1,454 %

3,608 %

2,633 %

3,080 %

23

1,524 %

2,368 %

1,514 %

3,656 %

2,700 %

3,116 %

24

1,586 %

2,420 %

1,576 %

3,698 %

2,762 %

3,151 %

25

1,649 %

2,470 %

1,640 %

3,735 %

2,819 %

3,183 %

26

1,713 %

2,518 %

1,703 %

3,767 %

2,872 %

3,214 %

27

1,775 %

2,564 %

1,766 %

3,796 %

2,921 %

3,243 %

28

1,837 %

2,609 %

1,828 %

3,822 %

2,966 %

3,271 %

29

1,897 %

2,652 %

1,889 %

3,844 %

3,009 %

3,297 %

30

1,956 %

2,693 %

1,948 %

3,865 %

3,048 %

3,322 %

31

2,013 %

2,733 %

2,005 %

3,883 %

3,085 %

3,346 %

32

2,069 %

2,771 %

2,061 %

3,899 %

3,120 %

3,368 %

33

2,122 %

2,808 %

2,114 %

3,914 %

3,152 %

3,390 %

34

2,174 %

2,843 %

2,166 %

3,927 %

3,183 %

3,411 %

35

2,223 %

2,877 %

2,216 %

3,939 %

3,212 %

3,430 %

36

2,271 %

2,909 %

2,264 %

3,950 %

3,239 %

3,449 %

37

2,317 %

2,940 %

2,310 %

3,960 %

3,265 %

3,467 %

38

2,362 %

2,970 %

2,355 %

3,970 %

3,289 %

3,485 %

39

2,404 %

2,998 %

2,398 %

3,978 %

3,313 %

3,501 %

40

2,445 %

3,026 %

2,439 %

3,986 %

3,335 %

3,517 %

41

2,485 %

3,052 %

2,478 %

3,993 %

3,356 %

3,532 %

42

2,523 %

3,077 %

2,516 %

4,000 %

3,376 %

3,547 %

43

2,559 %

3,102 %

2,553 %

4,006 %

3,395 %

3,561 %

44

2,594 %

3,125 %

2,588 %

4,012 %

3,413 %

3,574 %

45

2,628 %

3,147 %

2,622 %

4,017 %

3,431 %

3,587 %

46

2,660 %

3,169 %

2,655 %

4,022 %

3,447 %

3,600 %

47

2,692 %

3,190 %

2,686 %

4,027 %

3,463 %

3,612 %

48

2,722 %

3,210 %

2,717 %

4,031 %

3,478 %

3,623 %

49

2,751 %

3,229 %

2,746 %

4,035 %

3,493 %

3,635 %

50

2,779 %

3,248 %

2,774 %

4,039 %

3,507 %

3,645 %

51

2,806 %

3,266 %

2,801 %

4,043 %

3,521 %

3,656 %

52

2,832 %

3,284 %

2,827 %

4,046 %

3,534 %

3,666 %

53

2,857 %

3,300 %

2,852 %

4,050 %

3,546 %

3,675 %

54

2,881 %

3,317 %

2,877 %

4,053 %

3,558 %

3,685 %

55

2,905 %

3,332 %

2,900 %

4,056 %

3,570 %

3,694 %

56

2,928 %

3,347 %

2,923 %

4,059 %

3,581 %

3,703 %

57

2,949 %

3,362 %

2,945 %

4,062 %

3,592 %

3,711 %

58

2,971 %

3,376 %

2,966 %

4,064 %

3,603 %

3,719 %

59

2,991 %

3,390 %

2,987 %

4,067 %

3,613 %

3,727 %

60

3,011 %

3,403 %

3,007 %

4,069 %

3,622 %

3,735 %

61

3,030 %

3,416 %

3,026 %

4,071 %

3,632 %

3,742 %

62

3,049 %

3,428 %

3,045 %

4,074 %

3,641 %

3,749 %

63

3,067 %

3,440 %

3,063 %

4,076 %

3,650 %

3,756 %

64

3,084 %

3,452 %

3,080 %

4,078 %

3,658 %

3,763 %

65

3,101 %

3,464 %

3,097 %

4,080 %

3,667 %

3,770 %

66

3,118 %

3,475 %

3,114 %

4,082 %

3,675 %

3,776 %

67

3,134 %

3,485 %

3,130 %

4,084 %

3,683 %

3,783 %

68

3,149 %

3,496 %

3,146 %

4,085 %

3,690 %

3,789 %

69

3,164 %

3,506 %

3,161 %

4,087 %

3,698 %

3,794 %

70

3,179 %

3,516 %

3,175 %

4,089 %

3,705 %

3,800 %

71

3,193 %

3,525 %

3,190 %

4,090 %

3,712 %

3,806 %

72

3,207 %

3,534 %

3,204 %

4,092 %

3,718 %

3,811 %

73

3,221 %

3,544 %

3,217 %

4,093 %

3,725 %

3,816 %

74

3,234 %

3,552 %

3,230 %

4,095 %

3,731 %

3,822 %

75

3,247 %

3,561 %

3,243 %

4,096 %

3,738 %

3,827 %

76

3,259 %

3,569 %

3,256 %

4,098 %

3,744 %

3,831 %

77

3,271 %

3,577 %

3,268 %

4,099 %

3,750 %

3,836 %

78

3,283 %

3,585 %

3,280 %

4,100 %

3,755 %

3,841 %

79

3,295 %

3,593 %

3,291 %

4,102 %

3,761 %

3,845 %

80

3,306 %

3,601 %

3,303 %

4,103 %

3,766 %

3,850 %

81

3,317 %

3,608 %

3,314 %

4,104 %

3,772 %

3,854 %

82

3,328 %

3,615 %

3,325 %

4,105 %

3,777 %

3,858 %

83

3,338 %

3,622 %

3,335 %

4,106 %

3,782 %

3,862 %

84

3,348 %

3,629 %

3,345 %

4,108 %

3,787 %

3,866 %

85

3,358 %

3,636 %

3,355 %

4,109 %

3,792 %

3,870 %

86

3,368 %

3,642 %

3,365 %

4,110 %

3,797 %

3,874 %

87

3,378 %

3,649 %

3,375 %

4,111 %

3,801 %

3,878 %

88

3,387 %

3,655 %

3,384 %

4,112 %

3,806 %

3,881 %

89

3,396 %

3,661 %

3,393 %

4,113 %

3,810 %

3,885 %

90

3,405 %

3,667 %

3,402 %

4,114 %

3,815 %

3,888 %

91

3,414 %

3,673 %

3,411 %

4,115 %

3,819 %

3,892 %

92

3,422 %

3,679 %

3,419 %

4,116 %

3,823 %

3,895 %

93

3,430 %

3,684 %

3,428 %

4,117 %

3,827 %

3,898 %

94

3,439 %

3,690 %

3,436 %

4,117 %

3,831 %

3,902 %

95

3,447 %

3,695 %

3,444 %

4,118 %

3,835 %

3,905 %

96

3,454 %

3,700 %

3,452 %

4,119 %

3,839 %

3,908 %

97

3,462 %

3,705 %

3,459 %

4,120 %

3,842 %

3,911 %

98

3,470 %

3,710 %

3,467 %

4,121 %

3,846 %

3,914 %

99

3,477 %

3,715 %

3,474 %

4,122 %

3,850 %

3,917 %

100

3,484 %

3,720 %

3,482 %

4,122 %

3,853 %

3,919 %

101

3,491 %

3,725 %

3,489 %

4,123 %

3,856 %

3,922 %

102

3,498 %

3,730 %

3,496 %

4,124 %

3,860 %

3,925 %

103

3,505 %

3,734 %

3,502 %

4,125 %

3,863 %

3,928 %

104

3,512 %

3,739 %

3,509 %

4,125 %

3,866 %

3,930 %

105

3,518 %

3,743 %

3,516 %

4,126 %

3,870 %

3,933 %

106

3,525 %

3,747 %

3,522 %

4,127 %

3,873 %

3,935 %

107

3,531 %

3,751 %

3,528 %

4,127 %

3,876 %

3,938 %

108

3,537 %

3,756 %

3,535 %

4,128 %

3,879 %

3,940 %

109

3,543 %

3,760 %

3,541 %

4,129 %

3,882 %

3,943 %

110

3,549 %

3,764 %

3,547 %

4,129 %

3,885 %

3,945 %

111

3,555 %

3,768 %

3,553 %

4,130 %

3,887 %

3,947 %

112

3,561 %

3,771 %

3,558 %

4,131 %

3,890 %

3,949 %

113

3,566 %

3,775 %

3,564 %

4,131 %

3,893 %

3,952 %

114

3,572 %

3,779 %

3,569 %

4,132 %

3,896 %

3,954 %

115

3,577 %

3,783 %

3,575 %

4,133 %

3,898 %

3,956 %

116

3,583 %

3,786 %

3,580 %

4,133 %

3,901 %

3,958 %

117

3,588 %

3,790 %

3,586 %

4,134 %

3,903 %

3,960 %

118

3,593 %

3,793 %

3,591 %

4,134 %

3,906 %

3,962 %

119

3,598 %

3,797 %

3,596 %

4,135 %

3,908 %

3,964 %

120

3,603 %

3,800 %

3,601 %

4,135 %

3,911 %

3,966 %

121

3,608 %

3,803 %

3,606 %

4,136 %

3,913 %

3,968 %

122

3,613 %

3,807 %

3,611 %

4,136 %

3,916 %

3,970 %

123

3,618 %

3,810 %

3,615 %

4,137 %

3,918 %

3,972 %

124

3,622 %

3,813 %

3,620 %

4,137 %

3,920 %

3,974 %

125

3,627 %

3,816 %

3,625 %

4,138 %

3,922 %

3,976 %

126

3,631 %

3,819 %

3,629 %

4,138 %

3,925 %

3,977 %

127

3,636 %

3,822 %

3,634 %

4,139 %

3,927 %

3,979 %

128

3,640 %

3,825 %

3,638 %

4,139 %

3,929 %

3,981 %

129

3,645 %

3,828 %

3,643 %

4,140 %

3,931 %

3,982 %

130

3,649 %

3,831 %

3,647 %

4,140 %

3,933 %

3,984 %

131

3,653 %

3,834 %

3,651 %

4,141 %

3,935 %

3,986 %

132

3,657 %

3,836 %

3,655 %

4,141 %

3,937 %

3,987 %

133

3,661 %

3,839 %

3,659 %

4,142 %

3,939 %

3,989 %

134

3,665 %

3,842 %

3,663 %

4,142 %

3,941 %

3,991 %

135

3,669 %

3,844 %

3,667 %

4,143 %

3,943 %

3,992 %

136

3,673 %

3,847 %

3,671 %

4,143 %

3,945 %

3,994 %

137

3,677 %

3,850 %

3,675 %

4,143 %

3,947 %

3,995 %

138

3,681 %

3,852 %

3,679 %

4,144 %

3,948 %

3,997 %

139

3,684 %

3,855 %

3,683 %

4,144 %

3,950 %

3,998 %

140

3,688 %

3,857 %

3,686 %

4,145 %

3,952 %

4,000 %

141

3,692 %

3,859 %

3,690 %

4,145 %

3,954 %

4,001 %

142

3,695 %

3,862 %

3,694 %

4,145 %

3,956 %

4,002 %

143

3,699 %

3,864 %

3,697 %

4,146 %

3,957 %

4,004 %

144

3,702 %

3,867 %

3,701 %

4,146 %

3,959 %

4,005 %

145

3,706 %

3,869 %

3,704 %

4,146 %

3,961 %

4,006 %

146

3,709 %

3,871 %

3,707 %

4,147 %

3,962 %

4,008 %

147

3,712 %

3,873 %

3,711 %

4,147 %

3,964 %

4,009 %

148

3,716 %

3,876 %

3,714 %

4,148 %

3,965 %

4,010 %

149

3,719 %

3,878 %

3,717 %

4,148 %

3,967 %

4,012 %

150

3,722 %

3,880 %

3,720 %

4,148 %

3,969 %

4,013 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,408 % | 0,555 % | 2,433 % | 1,401 % | 4,667 % | 0,785 % |
| 2 | – 0,300 % | 0,684 % | 3,003 % | 1,655 % | 4,680 % | 1,031 % |
| 3 | – 0,138 % | 0,788 % | 3,381 % | 1,929 % | 4,700 % | 1,183 % |
| 4 | 0,019 % | 0,866 % | 3,648 % | 2,240 % | 4,722 % | 1,320 % |
| 5 | 0,159 % | 0,937 % | 3,856 % | 2,568 % | 4,746 % | 1,451 % |
| 6 | 0,296 % | 0,997 % | 4,004 % | 2,737 % | 4,773 % | 1,551 % |
| 7 | 0,419 % | 1,050 % | 4,110 % | 2,955 % | 4,801 % | 1,645 % |
| 8 | 0,534 % | 1,098 % | 4,190 % | 3,104 % | 4,823 % | 1,734 % |
| 9 | 0,645 % | 1,144 % | 4,266 % | 3,203 % | 4,835 % | 1,802 % |
| 10 | 0,751 % | 1,188 % | 4,334 % | 3,213 % | 4,839 % | 1,866 % |
| 11 | 0,846 % | 1,226 % | 4,386 % | 3,213 % | 4,838 % | 1,934 % |
| 12 | 0,930 % | 1,259 % | 4,425 % | 3,220 % | 4,833 % | 2,005 % |
| 13 | 1,007 % | 1,285 % | 4,454 % | 3,233 % | 4,825 % | 2,076 % |
| 14 | 1,073 % | 1,308 % | 4,476 % | 3,249 % | 4,816 % | 2,146 % |
| 15 | 1,126 % | 1,330 % | 4,491 % | 3,268 % | 4,805 % | 2,215 % |
| 16 | 1,165 % | 1,345 % | 4,503 % | 3,288 % | 4,794 % | 2,281 % |
| 17 | 1,197 % | 1,358 % | 4,510 % | 3,309 % | 4,782 % | 2,346 % |
| 18 | 1,228 % | 1,368 % | 4,515 % | 3,330 % | 4,769 % | 2,407 % |
| 19 | 1,263 % | 1,375 % | 4,518 % | 3,352 % | 4,757 % | 2,466 % |
| 20 | 1,305 % | 1,378 % | 4,519 % | 3,373 % | 4,744 % | 2,523 % |
| 21 | 1,356 % | 1,379 % | 4,519 % | 3,394 % | 4,731 % | 2,577 % |
| 22 | 1,413 % | 1,376 % | 4,517 % | 3,415 % | 4,719 % | 2,628 % |
| 23 | 1,474 % | 1,373 % | 4,515 % | 3,436 % | 4,707 % | 2,677 % |
| 24 | 1,538 % | 1,369 % | 4,512 % | 3,455 % | 4,695 % | 2,724 % |
| 25 | 1,602 % | 1,365 % | 4,508 % | 3,475 % | 4,683 % | 2,768 % |
| 26 | 1,667 % | 1,361 % | 4,504 % | 3,493 % | 4,672 % | 2,810 % |
| 27 | 1,731 % | 1,356 % | 4,500 % | 3,511 % | 4,660 % | 2,851 % |
| 28 | 1,793 % | 1,351 % | 4,495 % | 3,529 % | 4,650 % | 2,889 % |
| 29 | 1,855 % | 1,346 % | 4,491 % | 3,546 % | 4,639 % | 2,926 % |
| 30 | 1,915 % | 1,340 % | 4,486 % | 3,562 % | 4,629 % | 2,961 % |
| 31 | 1,973 % | 1,333 % | 4,481 % | 3,578 % | 4,619 % | 2,995 % |
| 32 | 2,029 % | 1,325 % | 4,476 % | 3,593 % | 4,609 % | 3,027 % |
| 33 | 2,084 % | 1,316 % | 4,471 % | 3,607 % | 4,600 % | 3,057 % |
| 34 | 2,136 % | 1,306 % | 4,466 % | 3,621 % | 4,591 % | 3,087 % |
| 35 | 2,187 % | 1,295 % | 4,461 % | 3,635 % | 4,583 % | 3,115 % |
| 36 | 2,236 % | 1,283 % | 4,456 % | 3,648 % | 4,574 % | 3,141 % |
| 37 | 2,283 % | 1,271 % | 4,451 % | 3,660 % | 4,566 % | 3,167 % |
| 38 | 2,328 % | 1,260 % | 4,447 % | 3,673 % | 4,558 % | 3,191 % |
| 39 | 2,371 % | 1,250 % | 4,442 % | 3,684 % | 4,551 % | 3,215 % |
| 40 | 2,413 % | 1,241 % | 4,438 % | 3,695 % | 4,543 % | 3,237 % |
| 41 | 2,453 % | 1,235 % | 4,433 % | 3,706 % | 4,536 % | 3,259 % |
| 42 | 2,492 % | 1,229 % | 4,429 % | 3,717 % | 4,529 % | 3,280 % |
| 43 | 2,529 % | 1,222 % | 4,425 % | 3,727 % | 4,523 % | 3,300 % |
| 44 | 2,565 % | 1,214 % | 4,421 % | 3,736 % | 4,516 % | 3,319 % |
| 45 | 2,599 % | 1,203 % | 4,417 % | 3,746 % | 4,510 % | 3,337 % |
| 46 | 2,632 % | 1,190 % | 4,413 % | 3,755 % | 4,504 % | 3,355 % |
| 47 | 2,664 % | 1,178 % | 4,409 % | 3,763 % | 4,498 % | 3,372 % |
| 48 | 2,695 % | 1,168 % | 4,405 % | 3,772 % | 4,493 % | 3,389 % |
| 49 | 2,725 % | 1,164 % | 4,401 % | 3,780 % | 4,487 % | 3,404 % |
| 50 | 2,753 % | 1,166 % | 4,398 % | 3,788 % | 4,482 % | 3,420 % |
| 51 | 2,781 % | 1,177 % | 4,395 % | 3,795 % | 4,477 % | 3,434 % |
| 52 | 2,807 % | 1,193 % | 4,391 % | 3,803 % | 4,472 % | 3,449 % |
| 53 | 2,833 % | 1,215 % | 4,388 % | 3,810 % | 4,467 % | 3,462 % |
| 54 | 2,857 % | 1,241 % | 4,385 % | 3,817 % | 4,463 % | 3,476 % |
| 55 | 2,881 % | 1,270 % | 4,382 % | 3,823 % | 4,458 % | 3,488 % |
| 56 | 2,904 % | 1,301 % | 4,379 % | 3,830 % | 4,454 % | 3,501 % |
| 57 | 2,927 % | 1,333 % | 4,376 % | 3,836 % | 4,450 % | 3,513 % |
| 58 | 2,948 % | 1,367 % | 4,373 % | 3,842 % | 4,446 % | 3,524 % |
| 59 | 2,969 % | 1,402 % | 4,370 % | 3,848 % | 4,442 % | 3,536 % |
| 60 | 2,989 % | 1,437 % | 4,368 % | 3,854 % | 4,438 % | 3,546 % |
| 61 | 3,009 % | 1,473 % | 4,365 % | 3,859 % | 4,434 % | 3,557 % |
| 62 | 3,028 % | 1,508 % | 4,363 % | 3,864 % | 4,430 % | 3,567 % |
| 63 | 3,046 % | 1,543 % | 4,360 % | 3,870 % | 4,427 % | 3,577 % |
| 64 | 3,064 % | 1,579 % | 4,358 % | 3,875 % | 4,424 % | 3,587 % |
| 65 | 3,081 % | 1,613 % | 4,355 % | 3,880 % | 4,420 % | 3,596 % |
| 66 | 3,098 % | 1,648 % | 4,353 % | 3,884 % | 4,417 % | 3,605 % |
| 67 | 3,115 % | 1,682 % | 4,351 % | 3,889 % | 4,414 % | 3,614 % |
| 68 | 3,130 % | 1,715 % | 4,349 % | 3,893 % | 4,411 % | 3,622 % |
| 69 | 3,146 % | 1,748 % | 4,347 % | 3,898 % | 4,408 % | 3,631 % |
| 70 | 3,161 % | 1,780 % | 4,345 % | 3,902 % | 4,405 % | 3,639 % |
| 71 | 3,175 % | 1,812 % | 4,343 % | 3,906 % | 4,402 % | 3,646 % |
| 72 | 3,189 % | 1,843 % | 4,341 % | 3,910 % | 4,399 % | 3,654 % |
| 73 | 3,203 % | 1,874 % | 4,339 % | 3,914 % | 4,397 % | 3,661 % |
| 74 | 3,216 % | 1,903 % | 4,337 % | 3,918 % | 4,394 % | 3,669 % |
| 75 | 3,229 % | 1,933 % | 4,335 % | 3,922 % | 4,391 % | 3,676 % |
| 76 | 3,242 % | 1,961 % | 4,334 % | 3,925 % | 4,389 % | 3,683 % |
| 77 | 3,255 % | 1,989 % | 4,332 % | 3,929 % | 4,386 % | 3,689 % |
| 78 | 3,267 % | 2,016 % | 4,330 % | 3,932 % | 4,384 % | 3,696 % |
| 79 | 3,278 % | 2,043 % | 4,329 % | 3,936 % | 4,382 % | 3,702 % |
| 80 | 3,290 % | 2,069 % | 4,327 % | 3,939 % | 4,380 % | 3,708 % |
| 81 | 3,301 % | 2,095 % | 4,325 % | 3,942 % | 4,377 % | 3,714 % |
| 82 | 3,312 % | 2,120 % | 4,324 % | 3,945 % | 4,375 % | 3,720 % |
| 83 | 3,323 % | 2,144 % | 4,322 % | 3,948 % | 4,373 % | 3,726 % |
| 84 | 3,333 % | 2,168 % | 4,321 % | 3,951 % | 4,371 % | 3,732 % |
| 85 | 3,343 % | 2,192 % | 4,320 % | 3,954 % | 4,369 % | 3,737 % |
| 86 | 3,353 % | 2,215 % | 4,318 % | 3,957 % | 4,367 % | 3,742 % |
| 87 | 3,363 % | 2,237 % | 4,317 % | 3,960 % | 4,365 % | 3,748 % |
| 88 | 3,372 % | 2,259 % | 4,316 % | 3,962 % | 4,363 % | 3,753 % |
| 89 | 3,381 % | 2,280 % | 4,314 % | 3,965 % | 4,362 % | 3,758 % |
| 90 | 3,390 % | 2,301 % | 4,313 % | 3,968 % | 4,360 % | 3,763 % |
| 91 | 3,399 % | 2,322 % | 4,312 % | 3,970 % | 4,358 % | 3,768 % |
| 92 | 3,408 % | 2,342 % | 4,311 % | 3,973 % | 4,356 % | 3,772 % |
| 93 | 3,416 % | 2,362 % | 4,309 % | 3,975 % | 4,355 % | 3,777 % |
| 94 | 3,425 % | 2,381 % | 4,308 % | 3,978 % | 4,353 % | 3,781 % |
| 95 | 3,433 % | 2,400 % | 4,307 % | 3,980 % | 4,351 % | 3,786 % |
| 96 | 3,441 % | 2,419 % | 4,306 % | 3,982 % | 4,350 % | 3,790 % |
| 97 | 3,449 % | 2,437 % | 4,305 % | 3,984 % | 4,348 % | 3,794 % |
| 98 | 3,456 % | 2,455 % | 4,304 % | 3,987 % | 4,347 % | 3,798 % |
| 99 | 3,464 % | 2,472 % | 4,303 % | 3,989 % | 4,345 % | 3,802 % |
| 100 | 3,471 % | 2,489 % | 4,302 % | 3,991 % | 4,344 % | 3,806 % |
| 101 | 3,478 % | 2,506 % | 4,301 % | 3,993 % | 4,342 % | 3,810 % |
| 102 | 3,485 % | 2,522 % | 4,300 % | 3,995 % | 4,341 % | 3,814 % |
| 103 | 3,492 % | 2,539 % | 4,299 % | 3,997 % | 4,340 % | 3,818 % |
| 104 | 3,499 % | 2,554 % | 4,298 % | 3,999 % | 4,338 % | 3,821 % |
| 105 | 3,506 % | 2,570 % | 4,297 % | 4,001 % | 4,337 % | 3,825 % |
| 106 | 3,512 % | 2,585 % | 4,296 % | 4,003 % | 4,336 % | 3,829 % |
| 107 | 3,519 % | 2,600 % | 4,295 % | 4,005 % | 4,334 % | 3,832 % |
| 108 | 3,525 % | 2,615 % | 4,294 % | 4,006 % | 4,333 % | 3,835 % |
| 109 | 3,531 % | 2,629 % | 4,293 % | 4,008 % | 4,332 % | 3,839 % |
| 110 | 3,537 % | 2,643 % | 4,293 % | 4,010 % | 4,331 % | 3,842 % |
| 111 | 3,543 % | 2,657 % | 4,292 % | 4,012 % | 4,330 % | 3,845 % |
| 112 | 3,549 % | 2,671 % | 4,291 % | 4,013 % | 4,328 % | 3,848 % |
| 113 | 3,555 % | 2,684 % | 4,290 % | 4,015 % | 4,327 % | 3,852 % |
| 114 | 3,560 % | 2,698 % | 4,289 % | 4,017 % | 4,326 % | 3,855 % |
| 115 | 3,566 % | 2,711 % | 4,289 % | 4,018 % | 4,325 % | 3,858 % |
| 116 | 3,571 % | 2,723 % | 4,288 % | 4,020 % | 4,324 % | 3,861 % |
| 117 | 3,577 % | 2,736 % | 4,287 % | 4,021 % | 4,323 % | 3,863 % |
| 118 | 3,582 % | 2,748 % | 4,286 % | 4,023 % | 4,322 % | 3,866 % |
| 119 | 3,587 % | 2,760 % | 4,286 % | 4,024 % | 4,321 % | 3,869 % |
| 120 | 3,592 % | 2,772 % | 4,285 % | 4,026 % | 4,320 % | 3,872 % |
| 121 | 3,597 % | 2,784 % | 4,284 % | 4,027 % | 4,319 % | 3,875 % |
| 122 | 3,602 % | 2,795 % | 4,283 % | 4,029 % | 4,318 % | 3,877 % |
| 123 | 3,607 % | 2,807 % | 4,283 % | 4,030 % | 4,317 % | 3,880 % |
| 124 | 3,612 % | 2,818 % | 4,282 % | 4,031 % | 4,316 % | 3,882 % |
| 125 | 3,616 % | 2,829 % | 4,281 % | 4,033 % | 4,315 % | 3,885 % |
| 126 | 3,621 % | 2,840 % | 4,281 % | 4,034 % | 4,314 % | 3,887 % |
| 127 | 3,626 % | 2,850 % | 4,280 % | 4,035 % | 4,313 % | 3,890 % |
| 128 | 3,630 % | 2,861 % | 4,280 % | 4,037 % | 4,312 % | 3,892 % |
| 129 | 3,635 % | 2,871 % | 4,279 % | 4,038 % | 4,312 % | 3,895 % |
| 130 | 3,639 % | 2,881 % | 4,278 % | 4,039 % | 4,311 % | 3,897 % |
| 131 | 3,643 % | 2,891 % | 4,278 % | 4,040 % | 4,310 % | 3,899 % |
| 132 | 3,647 % | 2,901 % | 4,277 % | 4,042 % | 4,309 % | 3,902 % |
| 133 | 3,651 % | 2,911 % | 4,277 % | 4,043 % | 4,308 % | 3,904 % |
| 134 | 3,656 % | 2,920 % | 4,276 % | 4,044 % | 4,307 % | 3,906 % |
| 135 | 3,660 % | 2,930 % | 4,275 % | 4,045 % | 4,307 % | 3,908 % |
| 136 | 3,664 % | 2,939 % | 4,275 % | 4,046 % | 4,306 % | 3,910 % |
| 137 | 3,667 % | 2,948 % | 4,274 % | 4,047 % | 4,305 % | 3,912 % |
| 138 | 3,671 % | 2,957 % | 4,274 % | 4,048 % | 4,304 % | 3,915 % |
| 139 | 3,675 % | 2,966 % | 4,273 % | 4,049 % | 4,303 % | 3,917 % |
| 140 | 3,679 % | 2,975 % | 4,273 % | 4,051 % | 4,303 % | 3,919 % |
| 141 | 3,683 % | 2,984 % | 4,272 % | 4,052 % | 4,302 % | 3,921 % |
| 142 | 3,686 % | 2,992 % | 4,272 % | 4,053 % | 4,301 % | 3,923 % |
| 143 | 3,690 % | 3,001 % | 4,271 % | 4,054 % | 4,301 % | 3,925 % |
| 144 | 3,693 % | 3,009 % | 4,271 % | 4,055 % | 4,300 % | 3,926 % |
| 145 | 3,697 % | 3,017 % | 4,270 % | 4,056 % | 4,299 % | 3,928 % |
| 146 | 3,700 % | 3,025 % | 4,270 % | 4,057 % | 4,299 % | 3,930 % |
| 147 | 3,704 % | 3,033 % | 4,269 % | 4,058 % | 4,298 % | 3,932 % |
| 148 | 3,707 % | 3,041 % | 4,269 % | 4,059 % | 4,297 % | 3,934 % |
| 149 | 3,710 % | 3,049 % | 4,268 % | 4,060 % | 4,297 % | 3,936 % |
| 150 | 3,714 % | 3,056 % | 4,268 % | 4,061 % | 4,296 % | 3,937 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,408 %

0,555 %

2,433 %

1,401 %

4,667 %

0,785 %

2

– 0,300 %

0,684 %

3,003 %

1,655 %

4,680 %

1,031 %

3

– 0,138 %

0,788 %

3,381 %

1,929 %

4,700 %

1,183 %

4

0,019 %

0,866 %

3,648 %

2,240 %

4,722 %

1,320 %

5

0,159 %

0,937 %

3,856 %

2,568 %

4,746 %

1,451 %

6

0,296 %

0,997 %

4,004 %

2,737 %

4,773 %

1,551 %

7

0,419 %

1,050 %

4,110 %

2,955 %

4,801 %

1,645 %

8

0,534 %

1,098 %

4,190 %

3,104 %

4,823 %

1,734 %

9

0,645 %

1,144 %

4,266 %

3,203 %

4,835 %

1,802 %

10

0,751 %

1,188 %

4,334 %

3,213 %

4,839 %

1,866 %

11

0,846 %

1,226 %

4,386 %

3,213 %

4,838 %

1,934 %

12

0,930 %

1,259 %

4,425 %

3,220 %

4,833 %

2,005 %

13

1,007 %

1,285 %

4,454 %

3,233 %

4,825 %

2,076 %

14

1,073 %

1,308 %

4,476 %

3,249 %

4,816 %

2,146 %

15

1,126 %

1,330 %

4,491 %

3,268 %

4,805 %

2,215 %

16

1,165 %

1,345 %

4,503 %

3,288 %

4,794 %

2,281 %

17

1,197 %

1,358 %

4,510 %

3,309 %

4,782 %

2,346 %

18

1,228 %

1,368 %

4,515 %

3,330 %

4,769 %

2,407 %

19

1,263 %

1,375 %

4,518 %

3,352 %

4,757 %

2,466 %

20

1,305 %

1,378 %

4,519 %

3,373 %

4,744 %

2,523 %

21

1,356 %

1,379 %

4,519 %

3,394 %

4,731 %

2,577 %

22

1,413 %

1,376 %

4,517 %

3,415 %

4,719 %

2,628 %

23

1,474 %

1,373 %

4,515 %

3,436 %

4,707 %

2,677 %

24

1,538 %

1,369 %

4,512 %

3,455 %

4,695 %

2,724 %

25

1,602 %

1,365 %

4,508 %

3,475 %

4,683 %

2,768 %

26

1,667 %

1,361 %

4,504 %

3,493 %

4,672 %

2,810 %

27

1,731 %

1,356 %

4,500 %

3,511 %

4,660 %

2,851 %

28

1,793 %

1,351 %

4,495 %

3,529 %

4,650 %

2,889 %

29

1,855 %

1,346 %

4,491 %

3,546 %

4,639 %

2,926 %

30

1,915 %

1,340 %

4,486 %

3,562 %

4,629 %

2,961 %

31

1,973 %

1,333 %

4,481 %

3,578 %

4,619 %

2,995 %

32

2,029 %

1,325 %

4,476 %

3,593 %

4,609 %

3,027 %

33

2,084 %

1,316 %

4,471 %

3,607 %

4,600 %

3,057 %

34

2,136 %

1,306 %

4,466 %

3,621 %

4,591 %

3,087 %

35

2,187 %

1,295 %

4,461 %

3,635 %

4,583 %

3,115 %

36

2,236 %

1,283 %

4,456 %

3,648 %

4,574 %

3,141 %

37

2,283 %

1,271 %

4,451 %

3,660 %

4,566 %

3,167 %

38

2,328 %

1,260 %

4,447 %

3,673 %

4,558 %

3,191 %

39

2,371 %

1,250 %

4,442 %

3,684 %

4,551 %

3,215 %

40

2,413 %

1,241 %

4,438 %

3,695 %

4,543 %

3,237 %

41

2,453 %

1,235 %

4,433 %

3,706 %

4,536 %

3,259 %

42

2,492 %

1,229 %

4,429 %

3,717 %

4,529 %

3,280 %

43

2,529 %

1,222 %

4,425 %

3,727 %

4,523 %

3,300 %

44

2,565 %

1,214 %

4,421 %

3,736 %

4,516 %

3,319 %

45

2,599 %

1,203 %

4,417 %

3,746 %

4,510 %

3,337 %

46

2,632 %

1,190 %

4,413 %

3,755 %

4,504 %

3,355 %

47

2,664 %

1,178 %

4,409 %

3,763 %

4,498 %

3,372 %

48

2,695 %

1,168 %

4,405 %

3,772 %

4,493 %

3,389 %

49

2,725 %

1,164 %

4,401 %

3,780 %

4,487 %

3,404 %

50

2,753 %

1,166 %

4,398 %

3,788 %

4,482 %

3,420 %

51

2,781 %

1,177 %

4,395 %

3,795 %

4,477 %

3,434 %

52

2,807 %

1,193 %

4,391 %

3,803 %

4,472 %

3,449 %

53

2,833 %

1,215 %

4,388 %

3,810 %

4,467 %

3,462 %

54

2,857 %

1,241 %

4,385 %

3,817 %

4,463 %

3,476 %

55

2,881 %

1,270 %

4,382 %

3,823 %

4,458 %

3,488 %

56

2,904 %

1,301 %

4,379 %

3,830 %

4,454 %

3,501 %

57

2,927 %

1,333 %

4,376 %

3,836 %

4,450 %

3,513 %

58

2,948 %

1,367 %

4,373 %

3,842 %

4,446 %

3,524 %

59

2,969 %

1,402 %

4,370 %

3,848 %

4,442 %

3,536 %

60

2,989 %

1,437 %

4,368 %

3,854 %

4,438 %

3,546 %

61

3,009 %

1,473 %

4,365 %

3,859 %

4,434 %

3,557 %

62

3,028 %

1,508 %

4,363 %

3,864 %

4,430 %

3,567 %

63

3,046 %

1,543 %

4,360 %

3,870 %

4,427 %

3,577 %

64

3,064 %

1,579 %

4,358 %

3,875 %

4,424 %

3,587 %

65

3,081 %

1,613 %

4,355 %

3,880 %

4,420 %

3,596 %

66

3,098 %

1,648 %

4,353 %

3,884 %

4,417 %

3,605 %

67

3,115 %

1,682 %

4,351 %

3,889 %

4,414 %

3,614 %

68

3,130 %

1,715 %

4,349 %

3,893 %

4,411 %

3,622 %

69

3,146 %

1,748 %

4,347 %

3,898 %

4,408 %

3,631 %

70

3,161 %

1,780 %

4,345 %

3,902 %

4,405 %

3,639 %

71

3,175 %

1,812 %

4,343 %

3,906 %

4,402 %

3,646 %

72

3,189 %

1,843 %

4,341 %

3,910 %

4,399 %

3,654 %

73

3,203 %

1,874 %

4,339 %

3,914 %

4,397 %

3,661 %

74

3,216 %

1,903 %

4,337 %

3,918 %

4,394 %

3,669 %

75

3,229 %

1,933 %

4,335 %

3,922 %

4,391 %

3,676 %

76

3,242 %

1,961 %

4,334 %

3,925 %

4,389 %

3,683 %

77

3,255 %

1,989 %

4,332 %

3,929 %

4,386 %

3,689 %

78

3,267 %

2,016 %

4,330 %

3,932 %

4,384 %

3,696 %

79

3,278 %

2,043 %

4,329 %

3,936 %

4,382 %

3,702 %

80

3,290 %

2,069 %

4,327 %

3,939 %

4,380 %

3,708 %

81

3,301 %

2,095 %

4,325 %

3,942 %

4,377 %

3,714 %

82

3,312 %

2,120 %

4,324 %

3,945 %

4,375 %

3,720 %

83

3,323 %

2,144 %

4,322 %

3,948 %

4,373 %

3,726 %

84

3,333 %

2,168 %

4,321 %

3,951 %

4,371 %

3,732 %

85

3,343 %

2,192 %

4,320 %

3,954 %

4,369 %

3,737 %

86

3,353 %

2,215 %

4,318 %

3,957 %

4,367 %

3,742 %

87

3,363 %

2,237 %

4,317 %

3,960 %

4,365 %

3,748 %

88

3,372 %

2,259 %

4,316 %

3,962 %

4,363 %

3,753 %

89

3,381 %

2,280 %

4,314 %

3,965 %

4,362 %

3,758 %

90

3,390 %

2,301 %

4,313 %

3,968 %

4,360 %

3,763 %

91

3,399 %

2,322 %

4,312 %

3,970 %

4,358 %

3,768 %

92

3,408 %

2,342 %

4,311 %

3,973 %

4,356 %

3,772 %

93

3,416 %

2,362 %

4,309 %

3,975 %

4,355 %

3,777 %

94

3,425 %

2,381 %

4,308 %

3,978 %

4,353 %

3,781 %

95

3,433 %

2,400 %

4,307 %

3,980 %

4,351 %

3,786 %

96

3,441 %

2,419 %

4,306 %

3,982 %

4,350 %

3,790 %

97

3,449 %

2,437 %

4,305 %

3,984 %

4,348 %

3,794 %

98

3,456 %

2,455 %

4,304 %

3,987 %

4,347 %

3,798 %

99

3,464 %

2,472 %

4,303 %

3,989 %

4,345 %

3,802 %

100

3,471 %

2,489 %

4,302 %

3,991 %

4,344 %

3,806 %

101

3,478 %

2,506 %

4,301 %

3,993 %

4,342 %

3,810 %

102

3,485 %

2,522 %

4,300 %

3,995 %

4,341 %

3,814 %

103

3,492 %

2,539 %

4,299 %

3,997 %

4,340 %

3,818 %

104

3,499 %

2,554 %

4,298 %

3,999 %

4,338 %

3,821 %

105

3,506 %

2,570 %

4,297 %

4,001 %

4,337 %

3,825 %

106

3,512 %

2,585 %

4,296 %

4,003 %

4,336 %

3,829 %

107

3,519 %

2,600 %

4,295 %

4,005 %

4,334 %

3,832 %

108

3,525 %

2,615 %

4,294 %

4,006 %

4,333 %

3,835 %

109

3,531 %

2,629 %

4,293 %

4,008 %

4,332 %

3,839 %

110

3,537 %

2,643 %

4,293 %

4,010 %

4,331 %

3,842 %

111

3,543 %

2,657 %

4,292 %

4,012 %

4,330 %

3,845 %

112

3,549 %

2,671 %

4,291 %

4,013 %

4,328 %

3,848 %

113

3,555 %

2,684 %

4,290 %

4,015 %

4,327 %

3,852 %

114

3,560 %

2,698 %

4,289 %

4,017 %

4,326 %

3,855 %

115

3,566 %

2,711 %

4,289 %

4,018 %

4,325 %

3,858 %

116

3,571 %

2,723 %

4,288 %

4,020 %

4,324 %

3,861 %

117

3,577 %

2,736 %

4,287 %

4,021 %

4,323 %

3,863 %

118

3,582 %

2,748 %

4,286 %

4,023 %

4,322 %

3,866 %

119

3,587 %

2,760 %

4,286 %

4,024 %

4,321 %

3,869 %

120

3,592 %

2,772 %

4,285 %

4,026 %

4,320 %

3,872 %

121

3,597 %

2,784 %

4,284 %

4,027 %

4,319 %

3,875 %

122

3,602 %

2,795 %

4,283 %

4,029 %

4,318 %

3,877 %

123

3,607 %

2,807 %

4,283 %

4,030 %

4,317 %

3,880 %

124

3,612 %

2,818 %

4,282 %

4,031 %

4,316 %

3,882 %

125

3,616 %

2,829 %

4,281 %

4,033 %

4,315 %

3,885 %

126

3,621 %

2,840 %

4,281 %

4,034 %

4,314 %

3,887 %

127

3,626 %

2,850 %

4,280 %

4,035 %

4,313 %

3,890 %

128

3,630 %

2,861 %

4,280 %

4,037 %

4,312 %

3,892 %

129

3,635 %

2,871 %

4,279 %

4,038 %

4,312 %

3,895 %

130

3,639 %

2,881 %

4,278 %

4,039 %

4,311 %

3,897 %

131

3,643 %

2,891 %

4,278 %

4,040 %

4,310 %

3,899 %

132

3,647 %

2,901 %

4,277 %

4,042 %

4,309 %

3,902 %

133

3,651 %

2,911 %

4,277 %

4,043 %

4,308 %

3,904 %

134

3,656 %

2,920 %

4,276 %

4,044 %

4,307 %

3,906 %

135

3,660 %

2,930 %

4,275 %

4,045 %

4,307 %

3,908 %

136

3,664 %

2,939 %

4,275 %

4,046 %

4,306 %

3,910 %

137

3,667 %

2,948 %

4,274 %

4,047 %

4,305 %

3,912 %

138

3,671 %

2,957 %

4,274 %

4,048 %

4,304 %

3,915 %

139

3,675 %

2,966 %

4,273 %

4,049 %

4,303 %

3,917 %

140

3,679 %

2,975 %

4,273 %

4,051 %

4,303 %

3,919 %

141

3,683 %

2,984 %

4,272 %

4,052 %

4,302 %

3,921 %

142

3,686 %

2,992 %

4,272 %

4,053 %

4,301 %

3,923 %

143

3,690 %

3,001 %

4,271 %

4,054 %

4,301 %

3,925 %

144

3,693 %

3,009 %

4,271 %

4,055 %

4,300 %

3,926 %

145

3,697 %

3,017 %

4,270 %

4,056 %

4,299 %

3,928 %

146

3,700 %

3,025 %

4,270 %

4,057 %

4,299 %

3,930 %

147

3,704 %

3,033 %

4,269 %

4,058 %

4,298 %

3,932 %

148

3,707 %

3,041 %

4,269 %

4,059 %

4,297 %

3,934 %

149

3,710 %

3,049 %

4,268 %

4,060 %

4,297 %

3,936 %

150

3,714 %

3,056 %

4,268 %

4,061 %

4,296 %

3,937 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,723 % | 1,828 % | 1,154 % | 1,641 % | 2,388 % | 4,385 % |
| 2 | – 0,584 % | 1,992 % | 1,371 % | 1,866 % | 2,713 % | 4,724 % |
| 3 | – 0,455 % | 2,129 % | 1,555 % | 1,970 % | 3,068 % | 5,155 % |
| 4 | – 0,339 % | 2,229 % | 1,731 % | 2,029 % | 3,332 % | 5,438 % |
| 5 | – 0,242 % | 2,315 % | 1,866 % | 2,066 % | 3,525 % | 5,693 % |
| 6 | – 0,151 % | 2,397 % | 1,966 % | 2,093 % | 3,696 % | 5,901 % |
| 7 | – 0,056 % | 2,461 % | 2,055 % | 2,123 % | 3,855 % | 6,099 % |
| 8 | 0,029 % | 2,527 % | 2,142 % | 2,153 % | 4,001 % | 6,304 % |
| 9 | 0,109 % | 2,583 % | 2,219 % | 2,185 % | 4,129 % | 6,442 % |
| 10 | 0,184 % | 2,639 % | 2,281 % | 2,222 % | 4,234 % | 6,515 % |
| 11 | 0,239 % | 2,691 % | 2,324 % | 2,263 % | 4,314 % | 6,549 % |
| 12 | 0,293 % | 2,739 % | 2,356 % | 2,302 % | 4,375 % | 6,558 % |
| 13 | 0,349 % | 2,786 % | 2,384 % | 2,336 % | 4,421 % | 6,548 % |
| 14 | 0,409 % | 2,830 % | 2,412 % | 2,365 % | 4,456 % | 6,525 % |
| 15 | 0,435 % | 2,866 % | 2,444 % | 2,394 % | 4,482 % | 6,492 % |
| 16 | 0,461 % | 2,895 % | 2,480 % | 2,421 % | 4,502 % | 6,452 % |
| 17 | 0,492 % | 2,918 % | 2,519 % | 2,445 % | 4,516 % | 6,407 % |
| 18 | 0,523 % | 2,938 % | 2,560 % | 2,462 % | 4,527 % | 6,359 % |
| 19 | 0,549 % | 2,956 % | 2,602 % | 2,471 % | 4,534 % | 6,309 % |
| 20 | 0,568 % | 2,973 % | 2,644 % | 2,469 % | 4,538 % | 6,258 % |
| 21 | 0,578 % | 2,989 % | 2,686 % | 2,457 % | 4,540 % | 6,206 % |
| 22 | 0,585 % | 3,004 % | 2,727 % | 2,439 % | 4,541 % | 6,154 % |
| 23 | 0,592 % | 3,015 % | 2,768 % | 2,418 % | 4,540 % | 6,103 % |
| 24 | 0,605 % | 3,022 % | 2,807 % | 2,397 % | 4,538 % | 6,053 % |
| 25 | 0,625 % | 3,023 % | 2,845 % | 2,378 % | 4,535 % | 6,004 % |
| 26 | 0,653 % | 3,017 % | 2,882 % | 2,362 % | 4,532 % | 5,956 % |
| 27 | 0,689 % | 3,009 % | 2,918 % | 2,351 % | 4,528 % | 5,909 % |
| 28 | 0,729 % | 3,001 % | 2,952 % | 2,346 % | 4,524 % | 5,864 % |
| 29 | 0,772 % | 2,994 % | 2,985 % | 2,346 % | 4,519 % | 5,820 % |
| 30 | 0,818 % | 2,991 % | 3,017 % | 2,352 % | 4,514 % | 5,778 % |
| 31 | 0,865 % | 2,994 % | 3,048 % | 2,364 % | 4,509 % | 5,737 % |
| 32 | 0,913 % | 3,000 % | 3,077 % | 2,382 % | 4,504 % | 5,698 % |
| 33 | 0,961 % | 3,009 % | 3,105 % | 2,403 % | 4,499 % | 5,660 % |
| 34 | 1,009 % | 3,021 % | 3,133 % | 2,427 % | 4,493 % | 5,623 % |
| 35 | 1,056 % | 3,035 % | 3,159 % | 2,453 % | 4,488 % | 5,588 % |
| 36 | 1,102 % | 3,050 % | 3,184 % | 2,480 % | 4,483 % | 5,555 % |
| 37 | 1,147 % | 3,067 % | 3,208 % | 2,509 % | 4,478 % | 5,522 % |
| 38 | 1,192 % | 3,084 % | 3,231 % | 2,537 % | 4,472 % | 5,491 % |
| 39 | 1,235 % | 3,101 % | 3,253 % | 2,567 % | 4,467 % | 5,461 % |
| 40 | 1,277 % | 3,119 % | 3,275 % | 2,596 % | 4,462 % | 5,432 % |
| 41 | 1,317 % | 3,137 % | 3,295 % | 2,625 % | 4,458 % | 5,404 % |
| 42 | 1,357 % | 3,156 % | 3,315 % | 2,654 % | 4,453 % | 5,378 % |
| 43 | 1,395 % | 3,174 % | 3,334 % | 2,683 % | 4,448 % | 5,352 % |
| 44 | 1,432 % | 3,192 % | 3,352 % | 2,711 % | 4,444 % | 5,327 % |
| 45 | 1,468 % | 3,209 % | 3,370 % | 2,739 % | 4,439 % | 5,304 % |
| 46 | 1,502 % | 3,227 % | 3,387 % | 2,765 % | 4,435 % | 5,281 % |
| 47 | 1,536 % | 3,244 % | 3,403 % | 2,792 % | 4,431 % | 5,259 % |
| 48 | 1,568 % | 3,261 % | 3,419 % | 2,818 % | 4,426 % | 5,238 % |
| 49 | 1,600 % | 3,277 % | 3,434 % | 2,843 % | 4,422 % | 5,217 % |
| 50 | 1,630 % | 3,293 % | 3,449 % | 2,867 % | 4,419 % | 5,197 % |
| 51 | 1,659 % | 3,309 % | 3,463 % | 2,891 % | 4,415 % | 5,178 % |
| 52 | 1,688 % | 3,324 % | 3,476 % | 2,914 % | 4,411 % | 5,160 % |
| 53 | 1,715 % | 3,339 % | 3,490 % | 2,936 % | 4,407 % | 5,142 % |
| 54 | 1,741 % | 3,354 % | 3,502 % | 2,958 % | 4,404 % | 5,125 % |
| 55 | 1,767 % | 3,368 % | 3,515 % | 2,979 % | 4,401 % | 5,109 % |
| 56 | 1,792 % | 3,382 % | 3,527 % | 3,000 % | 4,397 % | 5,093 % |
| 57 | 1,816 % | 3,395 % | 3,538 % | 3,020 % | 4,394 % | 5,077 % |
| 58 | 1,839 % | 3,408 % | 3,549 % | 3,039 % | 4,391 % | 5,062 % |
| 59 | 1,862 % | 3,421 % | 3,560 % | 3,058 % | 4,388 % | 5,048 % |
| 60 | 1,883 % | 3,433 % | 3,570 % | 3,076 % | 4,385 % | 5,034 % |
| 61 | 1,905 % | 3,445 % | 3,581 % | 3,094 % | 4,382 % | 5,020 % |
| 62 | 1,925 % | 3,457 % | 3,590 % | 3,111 % | 4,379 % | 5,007 % |
| 63 | 1,945 % | 3,468 % | 3,600 % | 3,128 % | 4,377 % | 4,994 % |
| 64 | 1,964 % | 3,479 % | 3,609 % | 3,145 % | 4,374 % | 4,982 % |
| 65 | 1,983 % | 3,490 % | 3,618 % | 3,160 % | 4,371 % | 4,970 % |
| 66 | 2,001 % | 3,501 % | 3,627 % | 3,176 % | 4,369 % | 4,958 % |
| 67 | 2,019 % | 3,511 % | 3,635 % | 3,191 % | 4,366 % | 4,947 % |
| 68 | 2,036 % | 3,521 % | 3,643 % | 3,205 % | 4,364 % | 4,936 % |
| 69 | 2,053 % | 3,530 % | 3,651 % | 3,220 % | 4,362 % | 4,926 % |
| 70 | 2,069 % | 3,540 % | 3,659 % | 3,233 % | 4,359 % | 4,915 % |
| 71 | 2,085 % | 3,549 % | 3,667 % | 3,247 % | 4,357 % | 4,905 % |
| 72 | 2,100 % | 3,558 % | 3,674 % | 3,260 % | 4,355 % | 4,895 % |
| 73 | 2,115 % | 3,566 % | 3,681 % | 3,273 % | 4,353 % | 4,886 % |
| 74 | 2,129 % | 3,575 % | 3,688 % | 3,285 % | 4,351 % | 4,877 % |
| 75 | 2,144 % | 3,583 % | 3,695 % | 3,297 % | 4,349 % | 4,867 % |
| 76 | 2,157 % | 3,591 % | 3,702 % | 3,309 % | 4,347 % | 4,859 % |
| 77 | 2,171 % | 3,599 % | 3,708 % | 3,320 % | 4,345 % | 4,850 % |
| 78 | 2,184 % | 3,606 % | 3,714 % | 3,331 % | 4,343 % | 4,842 % |
| 79 | 2,197 % | 3,614 % | 3,720 % | 3,342 % | 4,342 % | 4,834 % |
| 80 | 2,209 % | 3,621 % | 3,726 % | 3,353 % | 4,340 % | 4,826 % |
| 81 | 2,221 % | 3,628 % | 3,732 % | 3,363 % | 4,338 % | 4,818 % |
| 82 | 2,233 % | 3,635 % | 3,738 % | 3,373 % | 4,336 % | 4,810 % |
| 83 | 2,245 % | 3,642 % | 3,743 % | 3,383 % | 4,335 % | 4,803 % |
| 84 | 2,256 % | 3,649 % | 3,749 % | 3,393 % | 4,333 % | 4,796 % |
| 85 | 2,267 % | 3,655 % | 3,754 % | 3,402 % | 4,332 % | 4,789 % |
| 86 | 2,278 % | 3,661 % | 3,759 % | 3,412 % | 4,330 % | 4,782 % |
| 87 | 2,288 % | 3,667 % | 3,764 % | 3,421 % | 4,329 % | 4,775 % |
| 88 | 2,299 % | 3,673 % | 3,769 % | 3,429 % | 4,327 % | 4,769 % |
| 89 | 2,309 % | 3,679 % | 3,774 % | 3,438 % | 4,326 % | 4,762 % |
| 90 | 2,319 % | 3,685 % | 3,779 % | 3,446 % | 4,324 % | 4,756 % |
| 91 | 2,328 % | 3,691 % | 3,783 % | 3,455 % | 4,323 % | 4,750 % |
| 92 | 2,338 % | 3,696 % | 3,788 % | 3,463 % | 4,322 % | 4,744 % |
| 93 | 2,347 % | 3,702 % | 3,792 % | 3,471 % | 4,320 % | 4,738 % |
| 94 | 2,356 % | 3,707 % | 3,797 % | 3,478 % | 4,319 % | 4,732 % |
| 95 | 2,365 % | 3,712 % | 3,801 % | 3,486 % | 4,318 % | 4,727 % |
| 96 | 2,374 % | 3,717 % | 3,805 % | 3,493 % | 4,317 % | 4,721 % |
| 97 | 2,382 % | 3,722 % | 3,809 % | 3,501 % | 4,315 % | 4,716 % |
| 98 | 2,390 % | 3,727 % | 3,813 % | 3,508 % | 4,314 % | 4,711 % |
| 99 | 2,399 % | 3,732 % | 3,817 % | 3,515 % | 4,313 % | 4,705 % |
| 100 | 2,406 % | 3,736 % | 3,821 % | 3,522 % | 4,312 % | 4,700 % |
| 101 | 2,414 % | 3,741 % | 3,825 % | 3,528 % | 4,311 % | 4,695 % |
| 102 | 2,422 % | 3,746 % | 3,828 % | 3,535 % | 4,310 % | 4,691 % |
| 103 | 2,430 % | 3,750 % | 3,832 % | 3,541 % | 4,309 % | 4,686 % |
| 104 | 2,437 % | 3,754 % | 3,835 % | 3,548 % | 4,308 % | 4,681 % |
| 105 | 2,444 % | 3,758 % | 3,839 % | 3,554 % | 4,307 % | 4,676 % |
| 106 | 2,451 % | 3,763 % | 3,842 % | 3,560 % | 4,306 % | 4,672 % |
| 107 | 2,458 % | 3,767 % | 3,846 % | 3,566 % | 4,305 % | 4,668 % |
| 108 | 2,465 % | 3,771 % | 3,849 % | 3,572 % | 4,304 % | 4,663 % |
| 109 | 2,472 % | 3,775 % | 3,852 % | 3,577 % | 4,303 % | 4,659 % |
| 110 | 2,478 % | 3,778 % | 3,855 % | 3,583 % | 4,302 % | 4,655 % |
| 111 | 2,485 % | 3,782 % | 3,858 % | 3,589 % | 4,301 % | 4,651 % |
| 112 | 2,491 % | 3,786 % | 3,861 % | 3,594 % | 4,300 % | 4,647 % |
| 113 | 2,497 % | 3,790 % | 3,864 % | 3,599 % | 4,299 % | 4,643 % |
| 114 | 2,504 % | 3,793 % | 3,867 % | 3,605 % | 4,298 % | 4,639 % |
| 115 | 2,510 % | 3,797 % | 3,870 % | 3,610 % | 4,297 % | 4,635 % |
| 116 | 2,516 % | 3,800 % | 3,873 % | 3,615 % | 4,297 % | 4,631 % |
| 117 | 2,521 % | 3,804 % | 3,876 % | 3,620 % | 4,296 % | 4,628 % |
| 118 | 2,527 % | 3,807 % | 3,879 % | 3,625 % | 4,295 % | 4,624 % |
| 119 | 2,533 % | 3,810 % | 3,881 % | 3,630 % | 4,294 % | 4,620 % |
| 120 | 2,538 % | 3,814 % | 3,884 % | 3,634 % | 4,293 % | 4,617 % |
| 121 | 2,544 % | 3,817 % | 3,887 % | 3,639 % | 4,293 % | 4,613 % |
| 122 | 2,549 % | 3,820 % | 3,889 % | 3,644 % | 4,292 % | 4,610 % |
| 123 | 2,554 % | 3,823 % | 3,892 % | 3,648 % | 4,291 % | 4,607 % |
| 124 | 2,560 % | 3,826 % | 3,894 % | 3,652 % | 4,290 % | 4,603 % |
| 125 | 2,565 % | 3,829 % | 3,897 % | 3,657 % | 4,290 % | 4,600 % |
| 126 | 2,570 % | 3,832 % | 3,899 % | 3,661 % | 4,289 % | 4,597 % |
| 127 | 2,575 % | 3,835 % | 3,901 % | 3,665 % | 4,288 % | 4,594 % |
| 128 | 2,580 % | 3,838 % | 3,904 % | 3,670 % | 4,288 % | 4,591 % |
| 129 | 2,584 % | 3,840 % | 3,906 % | 3,674 % | 4,287 % | 4,588 % |
| 130 | 2,589 % | 3,843 % | 3,908 % | 3,678 % | 4,286 % | 4,585 % |
| 131 | 2,594 % | 3,846 % | 3,910 % | 3,682 % | 4,286 % | 4,582 % |
| 132 | 2,598 % | 3,849 % | 3,913 % | 3,686 % | 4,285 % | 4,579 % |
| 133 | 2,603 % | 3,851 % | 3,915 % | 3,689 % | 4,284 % | 4,576 % |
| 134 | 2,607 % | 3,854 % | 3,917 % | 3,693 % | 4,284 % | 4,573 % |
| 135 | 2,612 % | 3,856 % | 3,919 % | 3,697 % | 4,283 % | 4,570 % |
| 136 | 2,616 % | 3,859 % | 3,921 % | 3,701 % | 4,282 % | 4,568 % |
| 137 | 2,620 % | 3,861 % | 3,923 % | 3,704 % | 4,282 % | 4,565 % |
| 138 | 2,624 % | 3,864 % | 3,925 % | 3,708 % | 4,281 % | 4,562 % |
| 139 | 2,629 % | 3,866 % | 3,927 % | 3,711 % | 4,281 % | 4,560 % |
| 140 | 2,633 % | 3,869 % | 3,929 % | 3,715 % | 4,280 % | 4,557 % |
| 141 | 2,637 % | 3,871 % | 3,931 % | 3,718 % | 4,279 % | 4,555 % |
| 142 | 2,641 % | 3,873 % | 3,933 % | 3,722 % | 4,279 % | 4,552 % |
| 143 | 2,644 % | 3,876 % | 3,935 % | 3,725 % | 4,278 % | 4,550 % |
| 144 | 2,648 % | 3,878 % | 3,937 % | 3,728 % | 4,278 % | 4,547 % |
| 145 | 2,652 % | 3,880 % | 3,938 % | 3,732 % | 4,277 % | 4,545 % |
| 146 | 2,656 % | 3,882 % | 3,940 % | 3,735 % | 4,277 % | 4,542 % |
| 147 | 2,660 % | 3,884 % | 3,942 % | 3,738 % | 4,276 % | 4,540 % |
| 148 | 2,663 % | 3,887 % | 3,944 % | 3,741 % | 4,276 % | 4,538 % |
| 149 | 2,667 % | 3,889 % | 3,945 % | 3,744 % | 4,275 % | 4,536 % |
| 150 | 2,670 % | 3,891 % | 3,947 % | 3,747 % | 4,275 % | 4,533 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,723 %

1,828 %

1,154 %

1,641 %

2,388 %

4,385 %

2

– 0,584 %

1,992 %

1,371 %

1,866 %

2,713 %

4,724 %

3

– 0,455 %

2,129 %

1,555 %

1,970 %

3,068 %

5,155 %

4

– 0,339 %

2,229 %

1,731 %

2,029 %

3,332 %

5,438 %

5

– 0,242 %

2,315 %

1,866 %

2,066 %

3,525 %

5,693 %

6

– 0,151 %

2,397 %

1,966 %

2,093 %

3,696 %

5,901 %

7

– 0,056 %

2,461 %

2,055 %

2,123 %

3,855 %

6,099 %

8

0,029 %

2,527 %

2,142 %

2,153 %

4,001 %

6,304 %

9

0,109 %

2,583 %

2,219 %

2,185 %

4,129 %

6,442 %

10

0,184 %

2,639 %

2,281 %

2,222 %

4,234 %

6,515 %

11

0,239 %

2,691 %

2,324 %

2,263 %

4,314 %

6,549 %

12

0,293 %

2,739 %

2,356 %

2,302 %

4,375 %

6,558 %

13

0,349 %

2,786 %

2,384 %

2,336 %

4,421 %

6,548 %

14

0,409 %

2,830 %

2,412 %

2,365 %

4,456 %

6,525 %

15

0,435 %

2,866 %

2,444 %

2,394 %

4,482 %

6,492 %

16

0,461 %

2,895 %

2,480 %

2,421 %

4,502 %

6,452 %

17

0,492 %

2,918 %

2,519 %

2,445 %

4,516 %

6,407 %

18

0,523 %

2,938 %

2,560 %

2,462 %

4,527 %

6,359 %

19

0,549 %

2,956 %

2,602 %

2,471 %

4,534 %

6,309 %

20

0,568 %

2,973 %

2,644 %

2,469 %

4,538 %

6,258 %

21

0,578 %

2,989 %

2,686 %

2,457 %

4,540 %

6,206 %

22

0,585 %

3,004 %

2,727 %

2,439 %

4,541 %

6,154 %

23

0,592 %

3,015 %

2,768 %

2,418 %

4,540 %

6,103 %

24

0,605 %

3,022 %

2,807 %

2,397 %

4,538 %

6,053 %

25

0,625 %

3,023 %

2,845 %

2,378 %

4,535 %

6,004 %

26

0,653 %

3,017 %

2,882 %

2,362 %

4,532 %

5,956 %

27

0,689 %

3,009 %

2,918 %

2,351 %

4,528 %

5,909 %

28

0,729 %

3,001 %

2,952 %

2,346 %

4,524 %

5,864 %

29

0,772 %

2,994 %

2,985 %

2,346 %

4,519 %

5,820 %

30

0,818 %

2,991 %

3,017 %

2,352 %

4,514 %

5,778 %

31

0,865 %

2,994 %

3,048 %

2,364 %

4,509 %

5,737 %

32

0,913 %

3,000 %

3,077 %

2,382 %

4,504 %

5,698 %

33

0,961 %

3,009 %

3,105 %

2,403 %

4,499 %

5,660 %

34

1,009 %

3,021 %

3,133 %

2,427 %

4,493 %

5,623 %

35

1,056 %

3,035 %

3,159 %

2,453 %

4,488 %

5,588 %

36

1,102 %

3,050 %

3,184 %

2,480 %

4,483 %

5,555 %

37

1,147 %

3,067 %

3,208 %

2,509 %

4,478 %

5,522 %

38

1,192 %

3,084 %

3,231 %

2,537 %

4,472 %

5,491 %

39

1,235 %

3,101 %

3,253 %

2,567 %

4,467 %

5,461 %

40

1,277 %

3,119 %

3,275 %

2,596 %

4,462 %

5,432 %

41

1,317 %

3,137 %

3,295 %

2,625 %

4,458 %

5,404 %

42

1,357 %

3,156 %

3,315 %

2,654 %

4,453 %

5,378 %

43

1,395 %

3,174 %

3,334 %

2,683 %

4,448 %

5,352 %

44

1,432 %

3,192 %

3,352 %

2,711 %

4,444 %

5,327 %

45

1,468 %

3,209 %

3,370 %

2,739 %

4,439 %

5,304 %

46

1,502 %

3,227 %

3,387 %

2,765 %

4,435 %

5,281 %

47

1,536 %

3,244 %

3,403 %

2,792 %

4,431 %

5,259 %

48

1,568 %

3,261 %

3,419 %

2,818 %

4,426 %

5,238 %

49

1,600 %

3,277 %

3,434 %

2,843 %

4,422 %

5,217 %

50

1,630 %

3,293 %

3,449 %

2,867 %

4,419 %

5,197 %

51

1,659 %

3,309 %

3,463 %

2,891 %

4,415 %

5,178 %

52

1,688 %

3,324 %

3,476 %

2,914 %

4,411 %

5,160 %

53

1,715 %

3,339 %

3,490 %

2,936 %

4,407 %

5,142 %

54

1,741 %

3,354 %

3,502 %

2,958 %

4,404 %

5,125 %

55

1,767 %

3,368 %

3,515 %

2,979 %

4,401 %

5,109 %

56

1,792 %

3,382 %

3,527 %

3,000 %

4,397 %

5,093 %

57

1,816 %

3,395 %

3,538 %

3,020 %

4,394 %

5,077 %

58

1,839 %

3,408 %

3,549 %

3,039 %

4,391 %

5,062 %

59

1,862 %

3,421 %

3,560 %

3,058 %

4,388 %

5,048 %

60

1,883 %

3,433 %

3,570 %

3,076 %

4,385 %

5,034 %

61

1,905 %

3,445 %

3,581 %

3,094 %

4,382 %

5,020 %

62

1,925 %

3,457 %

3,590 %

3,111 %

4,379 %

5,007 %

63

1,945 %

3,468 %

3,600 %

3,128 %

4,377 %

4,994 %

64

1,964 %

3,479 %

3,609 %

3,145 %

4,374 %

4,982 %

65

1,983 %

3,490 %

3,618 %

3,160 %

4,371 %

4,970 %

66

2,001 %

3,501 %

3,627 %

3,176 %

4,369 %

4,958 %

67

2,019 %

3,511 %

3,635 %

3,191 %

4,366 %

4,947 %

68

2,036 %

3,521 %

3,643 %

3,205 %

4,364 %

4,936 %

69

2,053 %

3,530 %

3,651 %

3,220 %

4,362 %

4,926 %

70

2,069 %

3,540 %

3,659 %

3,233 %

4,359 %

4,915 %

71

2,085 %

3,549 %

3,667 %

3,247 %

4,357 %

4,905 %

72

2,100 %

3,558 %

3,674 %

3,260 %

4,355 %

4,895 %

73

2,115 %

3,566 %

3,681 %

3,273 %

4,353 %

4,886 %

74

2,129 %

3,575 %

3,688 %

3,285 %

4,351 %

4,877 %

75

2,144 %

3,583 %

3,695 %

3,297 %

4,349 %

4,867 %

76

2,157 %

3,591 %

3,702 %

3,309 %

4,347 %

4,859 %

77

2,171 %

3,599 %

3,708 %

3,320 %

4,345 %

4,850 %

78

2,184 %

3,606 %

3,714 %

3,331 %

4,343 %

4,842 %

79

2,197 %

3,614 %

3,720 %

3,342 %

4,342 %

4,834 %

80

2,209 %

3,621 %

3,726 %

3,353 %

4,340 %

4,826 %

81

2,221 %

3,628 %

3,732 %

3,363 %

4,338 %

4,818 %

82

2,233 %

3,635 %

3,738 %

3,373 %

4,336 %

4,810 %

83

2,245 %

3,642 %

3,743 %

3,383 %

4,335 %

4,803 %

84

2,256 %

3,649 %

3,749 %

3,393 %

4,333 %

4,796 %

85

2,267 %

3,655 %

3,754 %

3,402 %

4,332 %

4,789 %

86

2,278 %

3,661 %

3,759 %

3,412 %

4,330 %

4,782 %

87

2,288 %

3,667 %

3,764 %

3,421 %

4,329 %

4,775 %

88

2,299 %

3,673 %

3,769 %

3,429 %

4,327 %

4,769 %

89

2,309 %

3,679 %

3,774 %

3,438 %

4,326 %

4,762 %

90

2,319 %

3,685 %

3,779 %

3,446 %

4,324 %

4,756 %

91

2,328 %

3,691 %

3,783 %

3,455 %

4,323 %

4,750 %

92

2,338 %

3,696 %

3,788 %

3,463 %

4,322 %

4,744 %

93

2,347 %

3,702 %

3,792 %

3,471 %

4,320 %

4,738 %

94

2,356 %

3,707 %

3,797 %

3,478 %

4,319 %

4,732 %

95

2,365 %

3,712 %

3,801 %

3,486 %

4,318 %

4,727 %

96

2,374 %

3,717 %

3,805 %

3,493 %

4,317 %

4,721 %

97

2,382 %

3,722 %

3,809 %

3,501 %

4,315 %

4,716 %

98

2,390 %

3,727 %

3,813 %

3,508 %

4,314 %

4,711 %

99

2,399 %

3,732 %

3,817 %

3,515 %

4,313 %

4,705 %

100

2,406 %

3,736 %

3,821 %

3,522 %

4,312 %

4,700 %

101

2,414 %

3,741 %

3,825 %

3,528 %

4,311 %

4,695 %

102

2,422 %

3,746 %

3,828 %

3,535 %

4,310 %

4,691 %

103

2,430 %

3,750 %

3,832 %

3,541 %

4,309 %

4,686 %

104

2,437 %

3,754 %

3,835 %

3,548 %

4,308 %

4,681 %

105

2,444 %

3,758 %

3,839 %

3,554 %

4,307 %

4,676 %

106

2,451 %

3,763 %

3,842 %

3,560 %

4,306 %

4,672 %

107

2,458 %

3,767 %

3,846 %

3,566 %

4,305 %

4,668 %

108

2,465 %

3,771 %

3,849 %

3,572 %

4,304 %

4,663 %

109

2,472 %

3,775 %

3,852 %

3,577 %

4,303 %

4,659 %

110

2,478 %

3,778 %

3,855 %

3,583 %

4,302 %

4,655 %

111

2,485 %

3,782 %

3,858 %

3,589 %

4,301 %

4,651 %

112

2,491 %

3,786 %

3,861 %

3,594 %

4,300 %

4,647 %

113

2,497 %

3,790 %

3,864 %

3,599 %

4,299 %

4,643 %

114

2,504 %

3,793 %

3,867 %

3,605 %

4,298 %

4,639 %

115

2,510 %

3,797 %

3,870 %

3,610 %

4,297 %

4,635 %

116

2,516 %

3,800 %

3,873 %

3,615 %

4,297 %

4,631 %

117

2,521 %

3,804 %

3,876 %

3,620 %

4,296 %

4,628 %

118

2,527 %

3,807 %

3,879 %

3,625 %

4,295 %

4,624 %

119

2,533 %

3,810 %

3,881 %

3,630 %

4,294 %

4,620 %

120

2,538 %

3,814 %

3,884 %

3,634 %

4,293 %

4,617 %

121

2,544 %

3,817 %

3,887 %

3,639 %

4,293 %

4,613 %

122

2,549 %

3,820 %

3,889 %

3,644 %

4,292 %

4,610 %

123

2,554 %

3,823 %

3,892 %

3,648 %

4,291 %

4,607 %

124

2,560 %

3,826 %

3,894 %

3,652 %

4,290 %

4,603 %

125

2,565 %

3,829 %

3,897 %

3,657 %

4,290 %

4,600 %

126

2,570 %

3,832 %

3,899 %

3,661 %

4,289 %

4,597 %

127

2,575 %

3,835 %

3,901 %

3,665 %

4,288 %

4,594 %

128

2,580 %

3,838 %

3,904 %

3,670 %

4,288 %

4,591 %

129

2,584 %

3,840 %

3,906 %

3,674 %

4,287 %

4,588 %

130

2,589 %

3,843 %

3,908 %

3,678 %

4,286 %

4,585 %

131

2,594 %

3,846 %

3,910 %

3,682 %

4,286 %

4,582 %

132

2,598 %

3,849 %

3,913 %

3,686 %

4,285 %

4,579 %

133

2,603 %

3,851 %

3,915 %

3,689 %

4,284 %

4,576 %

134

2,607 %

3,854 %

3,917 %

3,693 %

4,284 %

4,573 %

135

2,612 %

3,856 %

3,919 %

3,697 %

4,283 %

4,570 %

136

2,616 %

3,859 %

3,921 %

3,701 %

4,282 %

4,568 %

137

2,620 %

3,861 %

3,923 %

3,704 %

4,282 %

4,565 %

138

2,624 %

3,864 %

3,925 %

3,708 %

4,281 %

4,562 %

139

2,629 %

3,866 %

3,927 %

3,711 %

4,281 %

4,560 %

140

2,633 %

3,869 %

3,929 %

3,715 %

4,280 %

4,557 %

141

2,637 %

3,871 %

3,931 %

3,718 %

4,279 %

4,555 %

142

2,641 %

3,873 %

3,933 %

3,722 %

4,279 %

4,552 %

143

2,644 %

3,876 %

3,935 %

3,725 %

4,278 %

4,550 %

144

2,648 %

3,878 %

3,937 %

3,728 %

4,278 %

4,547 %

145

2,652 %

3,880 %

3,938 %

3,732 %

4,277 %

4,545 %

146

2,656 %

3,882 %

3,940 %

3,735 %

4,277 %

4,542 %

147

2,660 %

3,884 %

3,942 %

3,738 %

4,276 %

4,540 %

148

2,663 %

3,887 %

3,944 %

3,741 %

4,276 %

4,538 %

149

2,667 %

3,889 %

3,945 %

3,744 %

4,275 %

4,536 %

150

2,670 %

3,891 %

3,947 %

3,747 %

4,275 %

4,533 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,463 % | 6,473 % | 8,017 % | 0,306 % | 1,930 % | 6,771 % |
| 2 | 1,714 % | 6,646 % | 7,955 % | 0,396 % | 2,112 % | 6,789 % |
| 3 | 1,869 % | 6,811 % | 7,808 % | 0,471 % | 2,301 % | 6,923 % |
| 4 | 1,919 % | 6,969 % | 7,773 % | 0,539 % | 2,471 % | 7,090 % |
| 5 | 2,045 % | 7,105 % | 7,757 % | 0,607 % | 2,603 % | 7,250 % |
| 6 | 2,096 % | 7,228 % | 7,786 % | 0,685 % | 2,731 % | 7,417 % |
| 7 | 2,112 % | 7,316 % | 7,834 % | 0,741 % | 2,859 % | 7,584 % |
| 8 | 2,139 % | 7,403 % | 7,876 % | 0,807 % | 2,943 % | 7,744 % |
| 9 | 2,175 % | 7,475 % | 7,913 % | 0,871 % | 3,022 % | 7,894 % |
| 10 | 2,214 % | 7,531 % | 7,948 % | 0,935 % | 3,098 % | 8,026 % |
| 11 | 2,252 % | 7,559 % | 7,985 % | 1,013 % | 3,171 % | 8,136 % |
| 12 | 2,292 % | 7,563 % | 8,022 % | 1,101 % | 3,236 % | 8,222 % |
| 13 | 2,336 % | 7,549 % | 8,061 % | 1,195 % | 3,292 % | 8,288 % |
| 14 | 2,382 % | 7,522 % | 8,101 % | 1,291 % | 3,340 % | 8,333 % |
| 15 | 2,431 % | 7,487 % | 8,143 % | 1,386 % | 3,382 % | 8,354 % |
| 16 | 2,480 % | 7,445 % | 8,187 % | 1,480 % | 3,418 % | 8,353 % |
| 17 | 2,529 % | 7,399 % | 8,227 % | 1,571 % | 3,449 % | 8,333 % |
| 18 | 2,578 % | 7,350 % | 8,260 % | 1,659 % | 3,477 % | 8,299 % |
| 19 | 2,626 % | 7,299 % | 8,281 % | 1,743 % | 3,502 % | 8,254 % |
| 20 | 2,673 % | 7,247 % | 8,288 % | 1,825 % | 3,525 % | 8,202 % |
| 21 | 2,718 % | 7,195 % | 8,277 % | 1,902 % | 3,547 % | 8,144 % |
| 22 | 2,762 % | 7,144 % | 8,253 % | 1,976 % | 3,568 % | 8,082 % |
| 23 | 2,804 % | 7,092 % | 8,217 % | 2,047 % | 3,587 % | 8,018 % |
| 24 | 2,845 % | 7,042 % | 8,173 % | 2,114 % | 3,606 % | 7,952 % |
| 25 | 2,884 % | 6,993 % | 8,123 % | 2,178 % | 3,623 % | 7,886 % |
| 26 | 2,921 % | 6,945 % | 8,068 % | 2,240 % | 3,640 % | 7,819 % |
| 27 | 2,957 % | 6,899 % | 8,011 % | 2,298 % | 3,655 % | 7,754 % |
| 28 | 2,991 % | 6,853 % | 7,951 % | 2,353 % | 3,670 % | 7,689 % |
| 29 | 3,024 % | 6,810 % | 7,890 % | 2,406 % | 3,684 % | 7,626 % |
| 30 | 3,056 % | 6,768 % | 7,829 % | 2,456 % | 3,698 % | 7,564 % |
| 31 | 3,086 % | 6,727 % | 7,769 % | 2,505 % | 3,711 % | 7,504 % |
| 32 | 3,115 % | 6,688 % | 7,709 % | 2,550 % | 3,723 % | 7,446 % |
| 33 | 3,143 % | 6,650 % | 7,649 % | 2,594 % | 3,735 % | 7,389 % |
| 34 | 3,169 % | 6,614 % | 7,592 % | 2,636 % | 3,747 % | 7,335 % |
| 35 | 3,195 % | 6,579 % | 7,535 % | 2,676 % | 3,757 % | 7,282 % |
| 36 | 3,219 % | 6,546 % | 7,480 % | 2,714 % | 3,768 % | 7,232 % |
| 37 | 3,242 % | 6,514 % | 7,427 % | 2,750 % | 3,778 % | 7,183 % |
| 38 | 3,265 % | 6,483 % | 7,375 % | 2,785 % | 3,787 % | 7,136 % |
| 39 | 3,286 % | 6,453 % | 7,325 % | 2,819 % | 3,797 % | 7,090 % |
| 40 | 3,307 % | 6,424 % | 7,277 % | 2,851 % | 3,805 % | 7,047 % |
| 41 | 3,327 % | 6,397 % | 7,230 % | 2,881 % | 3,814 % | 7,005 % |
| 42 | 3,346 % | 6,370 % | 7,185 % | 2,911 % | 3,822 % | 6,964 % |
| 43 | 3,365 % | 6,345 % | 7,142 % | 2,939 % | 3,830 % | 6,926 % |
| 44 | 3,382 % | 6,320 % | 7,100 % | 2,966 % | 3,837 % | 6,888 % |
| 45 | 3,399 % | 6,296 % | 7,060 % | 2,992 % | 3,845 % | 6,852 % |
| 46 | 3,416 % | 6,274 % | 7,021 % | 3,017 % | 3,852 % | 6,818 % |
| 47 | 3,431 % | 6,252 % | 6,984 % | 3,041 % | 3,859 % | 6,784 % |
| 48 | 3,447 % | 6,231 % | 6,948 % | 3,065 % | 3,865 % | 6,752 % |
| 49 | 3,461 % | 6,210 % | 6,913 % | 3,087 % | 3,871 % | 6,721 % |
| 50 | 3,475 % | 6,191 % | 6,879 % | 3,109 % | 3,878 % | 6,692 % |
| 51 | 3,489 % | 6,172 % | 6,847 % | 3,129 % | 3,883 % | 6,663 % |
| 52 | 3,502 % | 6,154 % | 6,816 % | 3,149 % | 3,889 % | 6,635 % |
| 53 | 3,515 % | 6,136 % | 6,786 % | 3,169 % | 3,895 % | 6,609 % |
| 54 | 3,527 % | 6,119 % | 6,756 % | 3,187 % | 3,900 % | 6,583 % |
| 55 | 3,539 % | 6,103 % | 6,728 % | 3,205 % | 3,905 % | 6,558 % |
| 56 | 3,551 % | 6,087 % | 6,701 % | 3,223 % | 3,910 % | 6,534 % |
| 57 | 3,562 % | 6,072 % | 6,675 % | 3,239 % | 3,915 % | 6,511 % |
| 58 | 3,572 % | 6,057 % | 6,650 % | 3,256 % | 3,920 % | 6,488 % |
| 59 | 3,583 % | 6,042 % | 6,625 % | 3,271 % | 3,924 % | 6,466 % |
| 60 | 3,593 % | 6,028 % | 6,602 % | 3,287 % | 3,929 % | 6,445 % |
| 61 | 3,603 % | 6,015 % | 6,579 % | 3,301 % | 3,933 % | 6,425 % |
| 62 | 3,612 % | 6,002 % | 6,556 % | 3,316 % | 3,937 % | 6,405 % |
| 63 | 3,621 % | 5,989 % | 6,535 % | 3,329 % | 3,941 % | 6,386 % |
| 64 | 3,630 % | 5,977 % | 6,514 % | 3,343 % | 3,945 % | 6,368 % |
| 65 | 3,639 % | 5,965 % | 6,494 % | 3,356 % | 3,949 % | 6,350 % |
| 66 | 3,647 % | 5,954 % | 6,474 % | 3,369 % | 3,953 % | 6,332 % |
| 67 | 3,655 % | 5,942 % | 6,455 % | 3,381 % | 3,956 % | 6,315 % |
| 68 | 3,663 % | 5,931 % | 6,436 % | 3,393 % | 3,960 % | 6,299 % |
| 69 | 3,671 % | 5,921 % | 6,418 % | 3,404 % | 3,963 % | 6,283 % |
| 70 | 3,678 % | 5,911 % | 6,401 % | 3,416 % | 3,966 % | 6,267 % |
| 71 | 3,686 % | 5,901 % | 6,384 % | 3,427 % | 3,970 % | 6,252 % |
| 72 | 3,693 % | 5,891 % | 6,367 % | 3,437 % | 3,973 % | 6,238 % |
| 73 | 3,700 % | 5,881 % | 6,351 % | 3,448 % | 3,976 % | 6,223 % |
| 74 | 3,706 % | 5,872 % | 6,336 % | 3,458 % | 3,979 % | 6,209 % |
| 75 | 3,713 % | 5,863 % | 6,321 % | 3,468 % | 3,982 % | 6,196 % |
| 76 | 3,719 % | 5,855 % | 6,306 % | 3,477 % | 3,984 % | 6,183 % |
| 77 | 3,725 % | 5,846 % | 6,291 % | 3,486 % | 3,987 % | 6,170 % |
| 78 | 3,732 % | 5,838 % | 6,277 % | 3,496 % | 3,990 % | 6,158 % |
| 79 | 3,737 % | 5,830 % | 6,264 % | 3,504 % | 3,993 % | 6,145 % |
| 80 | 3,743 % | 5,822 % | 6,250 % | 3,513 % | 3,995 % | 6,134 % |
| 81 | 3,749 % | 5,814 % | 6,237 % | 3,522 % | 3,998 % | 6,122 % |
| 82 | 3,754 % | 5,807 % | 6,225 % | 3,530 % | 4,000 % | 6,111 % |
| 83 | 3,760 % | 5,799 % | 6,212 % | 3,538 % | 4,002 % | 6,100 % |
| 84 | 3,765 % | 5,792 % | 6,200 % | 3,546 % | 4,005 % | 6,089 % |
| 85 | 3,770 % | 5,785 % | 6,188 % | 3,553 % | 4,007 % | 6,078 % |
| 86 | 3,775 % | 5,778 % | 6,177 % | 3,561 % | 4,009 % | 6,068 % |
| 87 | 3,780 % | 5,772 % | 6,165 % | 3,568 % | 4,011 % | 6,058 % |
| 88 | 3,785 % | 5,765 % | 6,154 % | 3,575 % | 4,014 % | 6,048 % |
| 89 | 3,789 % | 5,759 % | 6,144 % | 3,582 % | 4,016 % | 6,039 % |
| 90 | 3,794 % | 5,753 % | 6,133 % | 3,589 % | 4,018 % | 6,029 % |
| 91 | 3,798 % | 5,746 % | 6,123 % | 3,596 % | 4,020 % | 6,020 % |
| 92 | 3,803 % | 5,741 % | 6,113 % | 3,602 % | 4,022 % | 6,011 % |
| 93 | 3,807 % | 5,735 % | 6,103 % | 3,609 % | 4,023 % | 6,003 % |
| 94 | 3,811 % | 5,729 % | 6,093 % | 3,615 % | 4,025 % | 5,994 % |
| 95 | 3,815 % | 5,723 % | 6,084 % | 3,621 % | 4,027 % | 5,986 % |
| 96 | 3,819 % | 5,718 % | 6,075 % | 3,627 % | 4,029 % | 5,977 % |
| 97 | 3,823 % | 5,713 % | 6,065 % | 3,633 % | 4,031 % | 5,969 % |
| 98 | 3,827 % | 5,707 % | 6,057 % | 3,639 % | 4,032 % | 5,961 % |
| 99 | 3,831 % | 5,702 % | 6,048 % | 3,644 % | 4,034 % | 5,954 % |
| 100 | 3,834 % | 5,697 % | 6,039 % | 3,650 % | 4,036 % | 5,946 % |
| 101 | 3,838 % | 5,692 % | 6,031 % | 3,655 % | 4,037 % | 5,939 % |
| 102 | 3,841 % | 5,687 % | 6,023 % | 3,661 % | 4,039 % | 5,932 % |
| 103 | 3,845 % | 5,683 % | 6,015 % | 3,666 % | 4,041 % | 5,924 % |
| 104 | 3,848 % | 5,678 % | 6,007 % | 3,671 % | 4,042 % | 5,917 % |
| 105 | 3,852 % | 5,673 % | 5,999 % | 3,676 % | 4,044 % | 5,911 % |
| 106 | 3,855 % | 5,669 % | 5,992 % | 3,681 % | 4,045 % | 5,904 % |
| 107 | 3,858 % | 5,665 % | 5,984 % | 3,686 % | 4,046 % | 5,897 % |
| 108 | 3,861 % | 5,660 % | 5,977 % | 3,691 % | 4,048 % | 5,891 % |
| 109 | 3,864 % | 5,656 % | 5,970 % | 3,695 % | 4,049 % | 5,884 % |
| 110 | 3,867 % | 5,652 % | 5,963 % | 3,700 % | 4,051 % | 5,878 % |
| 111 | 3,870 % | 5,648 % | 5,956 % | 3,704 % | 4,052 % | 5,872 % |
| 112 | 3,873 % | 5,644 % | 5,949 % | 3,709 % | 4,053 % | 5,866 % |
| 113 | 3,876 % | 5,640 % | 5,942 % | 3,713 % | 4,055 % | 5,860 % |
| 114 | 3,879 % | 5,636 % | 5,936 % | 3,717 % | 4,056 % | 5,854 % |
| 115 | 3,882 % | 5,632 % | 5,930 % | 3,722 % | 4,057 % | 5,849 % |
| 116 | 3,885 % | 5,628 % | 5,923 % | 3,726 % | 4,058 % | 5,843 % |
| 117 | 3,887 % | 5,625 % | 5,917 % | 3,730 % | 4,060 % | 5,837 % |
| 118 | 3,890 % | 5,621 % | 5,911 % | 3,734 % | 4,061 % | 5,832 % |
| 119 | 3,893 % | 5,618 % | 5,905 % | 3,738 % | 4,062 % | 5,827 % |
| 120 | 3,895 % | 5,614 % | 5,899 % | 3,741 % | 4,063 % | 5,821 % |
| 121 | 3,898 % | 5,611 % | 5,893 % | 3,745 % | 4,064 % | 5,816 % |
| 122 | 3,900 % | 5,607 % | 5,888 % | 3,749 % | 4,065 % | 5,811 % |
| 123 | 3,903 % | 5,604 % | 5,882 % | 3,753 % | 4,066 % | 5,806 % |
| 124 | 3,905 % | 5,601 % | 5,876 % | 3,756 % | 4,068 % | 5,801 % |
| 125 | 3,907 % | 5,598 % | 5,871 % | 3,760 % | 4,069 % | 5,797 % |
| 126 | 3,910 % | 5,594 % | 5,866 % | 3,763 % | 4,070 % | 5,792 % |
| 127 | 3,912 % | 5,591 % | 5,860 % | 3,767 % | 4,071 % | 5,787 % |
| 128 | 3,914 % | 5,588 % | 5,855 % | 3,770 % | 4,072 % | 5,783 % |
| 129 | 3,916 % | 5,585 % | 5,850 % | 3,773 % | 4,073 % | 5,778 % |
| 130 | 3,919 % | 5,582 % | 5,845 % | 3,777 % | 4,074 % | 5,774 % |
| 131 | 3,921 % | 5,579 % | 5,840 % | 3,780 % | 4,075 % | 5,769 % |
| 132 | 3,923 % | 5,576 % | 5,835 % | 3,783 % | 4,076 % | 5,765 % |
| 133 | 3,925 % | 5,574 % | 5,831 % | 3,786 % | 4,076 % | 5,761 % |
| 134 | 3,927 % | 5,571 % | 5,826 % | 3,789 % | 4,077 % | 5,756 % |
| 135 | 3,929 % | 5,568 % | 5,821 % | 3,792 % | 4,078 % | 5,752 % |
| 136 | 3,931 % | 5,565 % | 5,817 % | 3,795 % | 4,079 % | 5,748 % |
| 137 | 3,933 % | 5,563 % | 5,812 % | 3,798 % | 4,080 % | 5,744 % |
| 138 | 3,935 % | 5,560 % | 5,808 % | 3,801 % | 4,081 % | 5,740 % |
| 139 | 3,937 % | 5,557 % | 5,803 % | 3,804 % | 4,082 % | 5,736 % |
| 140 | 3,939 % | 5,555 % | 5,799 % | 3,807 % | 4,083 % | 5,732 % |
| 141 | 3,940 % | 5,552 % | 5,795 % | 3,810 % | 4,083 % | 5,729 % |
| 142 | 3,942 % | 5,550 % | 5,790 % | 3,812 % | 4,084 % | 5,725 % |
| 143 | 3,944 % | 5,547 % | 5,786 % | 3,815 % | 4,085 % | 5,721 % |
| 144 | 3,946 % | 5,545 % | 5,782 % | 3,818 % | 4,086 % | 5,718 % |
| 145 | 3,948 % | 5,543 % | 5,778 % | 3,820 % | 4,087 % | 5,714 % |
| 146 | 3,949 % | 5,540 % | 5,774 % | 3,823 % | 4,087 % | 5,711 % |
| 147 | 3,951 % | 5,538 % | 5,770 % | 3,826 % | 4,088 % | 5,707 % |
| 148 | 3,953 % | 5,536 % | 5,766 % | 3,828 % | 4,089 % | 5,704 % |
| 149 | 3,954 % | 5,533 % | 5,763 % | 3,831 % | 4,090 % | 5,700 % |
| 150 | 3,956 % | 5,531 % | 5,759 % | 3,833 % | 4,090 % | 5,697 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,463 %

6,473 %

8,017 %

0,306 %

1,930 %

6,771 %

2

1,714 %

6,646 %

7,955 %

0,396 %

2,112 %

6,789 %

3

1,869 %

6,811 %

7,808 %

0,471 %

2,301 %

6,923 %

4

1,919 %

6,969 %

7,773 %

0,539 %

2,471 %

7,090 %

5

2,045 %

7,105 %

7,757 %

0,607 %

2,603 %

7,250 %

6

2,096 %

7,228 %

7,786 %

0,685 %

2,731 %

7,417 %

7

2,112 %

7,316 %

7,834 %

0,741 %

2,859 %

7,584 %

8

2,139 %

7,403 %

7,876 %

0,807 %

2,943 %

7,744 %

9

2,175 %

7,475 %

7,913 %

0,871 %

3,022 %

7,894 %

10

2,214 %

7,531 %

7,948 %

0,935 %

3,098 %

8,026 %

11

2,252 %

7,559 %

7,985 %

1,013 %

3,171 %

8,136 %

12

2,292 %

7,563 %

8,022 %

1,101 %

3,236 %

8,222 %

13

2,336 %

7,549 %

8,061 %

1,195 %

3,292 %

8,288 %

14

2,382 %

7,522 %

8,101 %

1,291 %

3,340 %

8,333 %

15

2,431 %

7,487 %

8,143 %

1,386 %

3,382 %

8,354 %

16

2,480 %

7,445 %

8,187 %

1,480 %

3,418 %

8,353 %

17

2,529 %

7,399 %

8,227 %

1,571 %

3,449 %

8,333 %

18

2,578 %

7,350 %

8,260 %

1,659 %

3,477 %

8,299 %

19

2,626 %

7,299 %

8,281 %

1,743 %

3,502 %

8,254 %

20

2,673 %

7,247 %

8,288 %

1,825 %

3,525 %

8,202 %

21

2,718 %

7,195 %

8,277 %

1,902 %

3,547 %

8,144 %

22

2,762 %

7,144 %

8,253 %

1,976 %

3,568 %

8,082 %

23

2,804 %

7,092 %

8,217 %

2,047 %

3,587 %

8,018 %

24

2,845 %

7,042 %

8,173 %

2,114 %

3,606 %

7,952 %

25

2,884 %

6,993 %

8,123 %

2,178 %

3,623 %

7,886 %

26

2,921 %

6,945 %

8,068 %

2,240 %

3,640 %

7,819 %

27

2,957 %

6,899 %

8,011 %

2,298 %

3,655 %

7,754 %

28

2,991 %

6,853 %

7,951 %

2,353 %

3,670 %

7,689 %

29

3,024 %

6,810 %

7,890 %

2,406 %

3,684 %

7,626 %

30

3,056 %

6,768 %

7,829 %

2,456 %

3,698 %

7,564 %

31

3,086 %

6,727 %

7,769 %

2,505 %

3,711 %

7,504 %

32

3,115 %

6,688 %

7,709 %

2,550 %

3,723 %

7,446 %

33

3,143 %

6,650 %

7,649 %

2,594 %

3,735 %

7,389 %

34

3,169 %

6,614 %

7,592 %

2,636 %

3,747 %

7,335 %

35

3,195 %

6,579 %

7,535 %

2,676 %

3,757 %

7,282 %

36

3,219 %

6,546 %

7,480 %

2,714 %

3,768 %

7,232 %

37

3,242 %

6,514 %

7,427 %

2,750 %

3,778 %

7,183 %

38

3,265 %

6,483 %

7,375 %

2,785 %

3,787 %

7,136 %

39

3,286 %

6,453 %

7,325 %

2,819 %

3,797 %

7,090 %

40

3,307 %

6,424 %

7,277 %

2,851 %

3,805 %

7,047 %

41

3,327 %

6,397 %

7,230 %

2,881 %

3,814 %

7,005 %

42

3,346 %

6,370 %

7,185 %

2,911 %

3,822 %

6,964 %

43

3,365 %

6,345 %

7,142 %

2,939 %

3,830 %

6,926 %

44

3,382 %

6,320 %

7,100 %

2,966 %

3,837 %

6,888 %

45

3,399 %

6,296 %

7,060 %

2,992 %

3,845 %

6,852 %

46

3,416 %

6,274 %

7,021 %

3,017 %

3,852 %

6,818 %

47

3,431 %

6,252 %

6,984 %

3,041 %

3,859 %

6,784 %

48

3,447 %

6,231 %

6,948 %

3,065 %

3,865 %

6,752 %

49

3,461 %

6,210 %

6,913 %

3,087 %

3,871 %

6,721 %

50

3,475 %

6,191 %

6,879 %

3,109 %

3,878 %

6,692 %

51

3,489 %

6,172 %

6,847 %

3,129 %

3,883 %

6,663 %

52

3,502 %

6,154 %

6,816 %

3,149 %

3,889 %

6,635 %

53

3,515 %

6,136 %

6,786 %

3,169 %

3,895 %

6,609 %

54

3,527 %

6,119 %

6,756 %

3,187 %

3,900 %

6,583 %

55

3,539 %

6,103 %

6,728 %

3,205 %

3,905 %

6,558 %

56

3,551 %

6,087 %

6,701 %

3,223 %

3,910 %

6,534 %

57

3,562 %

6,072 %

6,675 %

3,239 %

3,915 %

6,511 %

58

3,572 %

6,057 %

6,650 %

3,256 %

3,920 %

6,488 %

59

3,583 %

6,042 %

6,625 %

3,271 %

3,924 %

6,466 %

60

3,593 %

6,028 %

6,602 %

3,287 %

3,929 %

6,445 %

61

3,603 %

6,015 %

6,579 %

3,301 %

3,933 %

6,425 %

62

3,612 %

6,002 %

6,556 %

3,316 %

3,937 %

6,405 %

63

3,621 %

5,989 %

6,535 %

3,329 %

3,941 %

6,386 %

64

3,630 %

5,977 %

6,514 %

3,343 %

3,945 %

6,368 %

65

3,639 %

5,965 %

6,494 %

3,356 %

3,949 %

6,350 %

66

3,647 %

5,954 %

6,474 %

3,369 %

3,953 %

6,332 %

67

3,655 %

5,942 %

6,455 %

3,381 %

3,956 %

6,315 %

68

3,663 %

5,931 %

6,436 %

3,393 %

3,960 %

6,299 %

69

3,671 %

5,921 %

6,418 %

3,404 %

3,963 %

6,283 %

70

3,678 %

5,911 %

6,401 %

3,416 %

3,966 %

6,267 %

71

3,686 %

5,901 %

6,384 %

3,427 %

3,970 %

6,252 %

72

3,693 %

5,891 %

6,367 %

3,437 %

3,973 %

6,238 %

73

3,700 %

5,881 %

6,351 %

3,448 %

3,976 %

6,223 %

74

3,706 %

5,872 %

6,336 %

3,458 %

3,979 %

6,209 %

75

3,713 %

5,863 %

6,321 %

3,468 %

3,982 %

6,196 %

76

3,719 %

5,855 %

6,306 %

3,477 %

3,984 %

6,183 %

77

3,725 %

5,846 %

6,291 %

3,486 %

3,987 %

6,170 %

78

3,732 %

5,838 %

6,277 %

3,496 %

3,990 %

6,158 %

79

3,737 %

5,830 %

6,264 %

3,504 %

3,993 %

6,145 %

80

3,743 %

5,822 %

6,250 %

3,513 %

3,995 %

6,134 %

81

3,749 %

5,814 %

6,237 %

3,522 %

3,998 %

6,122 %

82

3,754 %

5,807 %

6,225 %

3,530 %

4,000 %

6,111 %

83

3,760 %

5,799 %

6,212 %

3,538 %

4,002 %

6,100 %

84

3,765 %

5,792 %

6,200 %

3,546 %

4,005 %

6,089 %

85

3,770 %

5,785 %

6,188 %

3,553 %

4,007 %

6,078 %

86

3,775 %

5,778 %

6,177 %

3,561 %

4,009 %

6,068 %

87

3,780 %

5,772 %

6,165 %

3,568 %

4,011 %

6,058 %

88

3,785 %

5,765 %

6,154 %

3,575 %

4,014 %

6,048 %

89

3,789 %

5,759 %

6,144 %

3,582 %

4,016 %

6,039 %

90

3,794 %

5,753 %

6,133 %

3,589 %

4,018 %

6,029 %

91

3,798 %

5,746 %

6,123 %

3,596 %

4,020 %

6,020 %

92

3,803 %

5,741 %

6,113 %

3,602 %

4,022 %

6,011 %

93

3,807 %

5,735 %

6,103 %

3,609 %

4,023 %

6,003 %

94

3,811 %

5,729 %

6,093 %

3,615 %

4,025 %

5,994 %

95

3,815 %

5,723 %

6,084 %

3,621 %

4,027 %

5,986 %

96

3,819 %

5,718 %

6,075 %

3,627 %

4,029 %

5,977 %

97

3,823 %

5,713 %

6,065 %

3,633 %

4,031 %

5,969 %

98

3,827 %

5,707 %

6,057 %

3,639 %

4,032 %

5,961 %

99

3,831 %

5,702 %

6,048 %

3,644 %

4,034 %

5,954 %

100

3,834 %

5,697 %

6,039 %

3,650 %

4,036 %

5,946 %

101

3,838 %

5,692 %

6,031 %

3,655 %

4,037 %

5,939 %

102

3,841 %

5,687 %

6,023 %

3,661 %

4,039 %

5,932 %

103

3,845 %

5,683 %

6,015 %

3,666 %

4,041 %

5,924 %

104

3,848 %

5,678 %

6,007 %

3,671 %

4,042 %

5,917 %

105

3,852 %

5,673 %

5,999 %

3,676 %

4,044 %

5,911 %

106

3,855 %

5,669 %

5,992 %

3,681 %

4,045 %

5,904 %

107

3,858 %

5,665 %

5,984 %

3,686 %

4,046 %

5,897 %

108

3,861 %

5,660 %

5,977 %

3,691 %

4,048 %

5,891 %

109

3,864 %

5,656 %

5,970 %

3,695 %

4,049 %

5,884 %

110

3,867 %

5,652 %

5,963 %

3,700 %

4,051 %

5,878 %

111

3,870 %

5,648 %

5,956 %

3,704 %

4,052 %

5,872 %

112

3,873 %

5,644 %

5,949 %

3,709 %

4,053 %

5,866 %

113

3,876 %

5,640 %

5,942 %

3,713 %

4,055 %

5,860 %

114

3,879 %

5,636 %

5,936 %

3,717 %

4,056 %

5,854 %

115

3,882 %

5,632 %

5,930 %

3,722 %

4,057 %

5,849 %

116

3,885 %

5,628 %

5,923 %

3,726 %

4,058 %

5,843 %

117

3,887 %

5,625 %

5,917 %

3,730 %

4,060 %

5,837 %

118

3,890 %

5,621 %

5,911 %

3,734 %

4,061 %

5,832 %

119

3,893 %

5,618 %

5,905 %

3,738 %

4,062 %

5,827 %

120

3,895 %

5,614 %

5,899 %

3,741 %

4,063 %

5,821 %

121

3,898 %

5,611 %

5,893 %

3,745 %

4,064 %

5,816 %

122

3,900 %

5,607 %

5,888 %

3,749 %

4,065 %

5,811 %

123

3,903 %

5,604 %

5,882 %

3,753 %

4,066 %

5,806 %

124

3,905 %

5,601 %

5,876 %

3,756 %

4,068 %

5,801 %

125

3,907 %

5,598 %

5,871 %

3,760 %

4,069 %

5,797 %

126

3,910 %

5,594 %

5,866 %

3,763 %

4,070 %

5,792 %

127

3,912 %

5,591 %

5,860 %

3,767 %

4,071 %

5,787 %

128

3,914 %

5,588 %

5,855 %

3,770 %

4,072 %

5,783 %

129

3,916 %

5,585 %

5,850 %

3,773 %

4,073 %

5,778 %

130

3,919 %

5,582 %

5,845 %

3,777 %

4,074 %

5,774 %

131

3,921 %

5,579 %

5,840 %

3,780 %

4,075 %

5,769 %

132

3,923 %

5,576 %

5,835 %

3,783 %

4,076 %

5,765 %

133

3,925 %

5,574 %

5,831 %

3,786 %

4,076 %

5,761 %

134

3,927 %

5,571 %

5,826 %

3,789 %

4,077 %

5,756 %

135

3,929 %

5,568 %

5,821 %

3,792 %

4,078 %

5,752 %

136

3,931 %

5,565 %

5,817 %

3,795 %

4,079 %

5,748 %

137

3,933 %

5,563 %

5,812 %

3,798 %

4,080 %

5,744 %

138

3,935 %

5,560 %

5,808 %

3,801 %

4,081 %

5,740 %

139

3,937 %

5,557 %

5,803 %

3,804 %

4,082 %

5,736 %

140

3,939 %

5,555 %

5,799 %

3,807 %

4,083 %

5,732 %

141

3,940 %

5,552 %

5,795 %

3,810 %

4,083 %

5,729 %

142

3,942 %

5,550 %

5,790 %

3,812 %

4,084 %

5,725 %

143

3,944 %

5,547 %

5,786 %

3,815 %

4,085 %

5,721 %

144

3,946 %

5,545 %

5,782 %

3,818 %

4,086 %

5,718 %

145

3,948 %

5,543 %

5,778 %

3,820 %

4,087 %

5,714 %

146

3,949 %

5,540 %

5,774 %

3,823 %

4,087 %

5,711 %

147

3,951 %

5,538 %

5,770 %

3,826 %

4,088 %

5,707 %

148

3,953 %

5,536 %

5,766 %

3,828 %

4,089 %

5,704 %

149

3,954 %

5,533 %

5,763 %

3,831 %

4,090 %

5,700 %

150

3,956 %

5,531 %

5,759 %

3,833 %

4,090 %

5,697 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,754 % | 3,628 % | 3,449 % | 7,470 % | 1,254 % | 1,739 % |
| 2 | 7,718 % | 3,670 % | 3,501 % | 7,315 % | 1,439 % | 1,911 % |
| 3 | 8,626 % | 3,759 % | 3,554 % | 7,252 % | 1,562 % | 1,980 % |
| 4 | 9,164 % | 3,857 % | 3,589 % | 7,232 % | 1,666 % | 2,016 % |
| 5 | 9,491 % | 3,935 % | 3,640 % | 7,210 % | 1,750 % | 2,047 % |
| 6 | 9,752 % | 3,974 % | 3,697 % | 7,188 % | 1,838 % | 2,064 % |
| 7 | 9,941 % | 3,993 % | 3,752 % | 7,190 % | 1,918 % | 2,075 % |
| 8 | 10,051 % | 4,007 % | 3,802 % | 7,200 % | 1,982 % | 2,088 % |
| 9 | 10,136 % | 4,018 % | 3,852 % | 7,203 % | 2,040 % | 2,104 % |
| 10 | 10,204 % | 4,028 % | 3,902 % | 7,192 % | 2,099 % | 2,124 % |
| 11 | 10,227 % | 4,036 % | 3,955 % | 7,161 % | 2,160 % | 2,145 % |
| 12 | 10,209 % | 4,043 % | 4,005 % | 7,115 % | 2,216 % | 2,162 % |
| 13 | 10,160 % | 4,049 % | 4,052 % | 7,060 % | 2,259 % | 2,173 % |
| 14 | 10,089 % | 4,054 % | 4,098 % | 6,998 % | 2,291 % | 2,177 % |
| 15 | 10,002 % | 4,060 % | 4,144 % | 6,931 % | 2,315 % | 2,174 % |
| 16 | 9,904 % | 4,064 % | 4,193 % | 6,862 % | 2,333 % | 2,167 % |
| 17 | 9,797 % | 4,069 % | 4,241 % | 6,792 % | 2,348 % | 2,160 % |
| 18 | 9,686 % | 4,073 % | 4,287 % | 6,721 % | 2,363 % | 2,157 % |
| 19 | 9,571 % | 4,076 % | 4,328 % | 6,651 % | 2,381 % | 2,161 % |
| 20 | 9,455 % | 4,080 % | 4,363 % | 6,582 % | 2,404 % | 2,173 % |
| 21 | 9,340 % | 4,083 % | 4,392 % | 6,514 % | 2,432 % | 2,194 % |
| 22 | 9,225 % | 4,086 % | 4,414 % | 6,447 % | 2,464 % | 2,223 % |
| 23 | 9,112 % | 4,089 % | 4,432 % | 6,383 % | 2,499 % | 2,257 % |
| 24 | 9,001 % | 4,092 % | 4,445 % | 6,321 % | 2,536 % | 2,294 % |
| 25 | 8,894 % | 4,095 % | 4,455 % | 6,260 % | 2,573 % | 2,333 % |
| 26 | 8,789 % | 4,097 % | 4,463 % | 6,202 % | 2,611 % | 2,374 % |
| 27 | 8,688 % | 4,100 % | 4,468 % | 6,146 % | 2,648 % | 2,415 % |
| 28 | 8,590 % | 4,102 % | 4,471 % | 6,092 % | 2,686 % | 2,457 % |
| 29 | 8,496 % | 4,104 % | 4,473 % | 6,040 % | 2,722 % | 2,498 % |
| 30 | 8,405 % | 4,106 % | 4,474 % | 5,990 % | 2,758 % | 2,538 % |
| 31 | 8,317 % | 4,108 % | 4,474 % | 5,942 % | 2,794 % | 2,578 % |
| 32 | 8,234 % | 4,110 % | 4,472 % | 5,896 % | 2,828 % | 2,617 % |
| 33 | 8,153 % | 4,112 % | 4,471 % | 5,852 % | 2,861 % | 2,655 % |
| 34 | 8,076 % | 4,114 % | 4,468 % | 5,810 % | 2,893 % | 2,692 % |
| 35 | 8,002 % | 4,116 % | 4,465 % | 5,770 % | 2,924 % | 2,728 % |
| 36 | 7,931 % | 4,117 % | 4,462 % | 5,731 % | 2,954 % | 2,762 % |
| 37 | 7,863 % | 4,119 % | 4,459 % | 5,693 % | 2,983 % | 2,795 % |
| 38 | 7,798 % | 4,120 % | 4,455 % | 5,658 % | 3,011 % | 2,828 % |
| 39 | 7,735 % | 4,122 % | 4,452 % | 5,623 % | 3,038 % | 2,859 % |
| 40 | 7,675 % | 4,123 % | 4,448 % | 5,590 % | 3,064 % | 2,889 % |
| 41 | 7,618 % | 4,125 % | 4,444 % | 5,559 % | 3,089 % | 2,918 % |
| 42 | 7,563 % | 4,126 % | 4,440 % | 5,528 % | 3,113 % | 2,946 % |
| 43 | 7,510 % | 4,128 % | 4,436 % | 5,499 % | 3,136 % | 2,972 % |
| 44 | 7,459 % | 4,129 % | 4,432 % | 5,471 % | 3,159 % | 2,998 % |
| 45 | 7,410 % | 4,130 % | 4,428 % | 5,444 % | 3,180 % | 3,023 % |
| 46 | 7,363 % | 4,131 % | 4,424 % | 5,418 % | 3,201 % | 3,047 % |
| 47 | 7,318 % | 4,132 % | 4,421 % | 5,393 % | 3,221 % | 3,071 % |
| 48 | 7,275 % | 4,134 % | 4,417 % | 5,369 % | 3,240 % | 3,093 % |
| 49 | 7,233 % | 4,135 % | 4,413 % | 5,346 % | 3,259 % | 3,115 % |
| 50 | 7,193 % | 4,136 % | 4,410 % | 5,324 % | 3,277 % | 3,135 % |
| 51 | 7,154 % | 4,137 % | 4,406 % | 5,302 % | 3,294 % | 3,155 % |
| 52 | 7,117 % | 4,138 % | 4,403 % | 5,281 % | 3,311 % | 3,175 % |
| 53 | 7,081 % | 4,139 % | 4,399 % | 5,261 % | 3,328 % | 3,194 % |
| 54 | 7,046 % | 4,140 % | 4,396 % | 5,242 % | 3,343 % | 3,212 % |
| 55 | 7,013 % | 4,141 % | 4,393 % | 5,223 % | 3,358 % | 3,229 % |
| 56 | 6,980 % | 4,142 % | 4,390 % | 5,205 % | 3,373 % | 3,246 % |
| 57 | 6,949 % | 4,142 % | 4,387 % | 5,188 % | 3,387 % | 3,263 % |
| 58 | 6,919 % | 4,143 % | 4,384 % | 5,171 % | 3,401 % | 3,278 % |
| 59 | 6,890 % | 4,144 % | 4,381 % | 5,155 % | 3,414 % | 3,294 % |
| 60 | 6,862 % | 4,145 % | 4,378 % | 5,139 % | 3,427 % | 3,309 % |
| 61 | 6,835 % | 4,146 % | 4,375 % | 5,123 % | 3,440 % | 3,323 % |
| 62 | 6,808 % | 4,147 % | 4,372 % | 5,109 % | 3,452 % | 3,337 % |
| 63 | 6,783 % | 4,147 % | 4,370 % | 5,094 % | 3,463 % | 3,351 % |
| 64 | 6,758 % | 4,148 % | 4,367 % | 5,080 % | 3,475 % | 3,364 % |
| 65 | 6,734 % | 4,149 % | 4,365 % | 5,067 % | 3,486 % | 3,376 % |
| 66 | 6,710 % | 4,149 % | 4,362 % | 5,054 % | 3,496 % | 3,389 % |
| 67 | 6,688 % | 4,150 % | 4,360 % | 5,041 % | 3,507 % | 3,401 % |
| 68 | 6,666 % | 4,151 % | 4,358 % | 5,029 % | 3,517 % | 3,412 % |
| 69 | 6,644 % | 4,151 % | 4,355 % | 5,017 % | 3,527 % | 3,424 % |
| 70 | 6,624 % | 4,152 % | 4,353 % | 5,005 % | 3,536 % | 3,435 % |
| 71 | 6,603 % | 4,153 % | 4,351 % | 4,994 % | 3,546 % | 3,445 % |
| 72 | 6,584 % | 4,153 % | 4,349 % | 4,983 % | 3,555 % | 3,456 % |
| 73 | 6,565 % | 4,154 % | 4,347 % | 4,972 % | 3,563 % | 3,466 % |
| 74 | 6,546 % | 4,154 % | 4,345 % | 4,961 % | 3,572 % | 3,476 % |
| 75 | 6,528 % | 4,155 % | 4,343 % | 4,951 % | 3,580 % | 3,485 % |
| 76 | 6,511 % | 4,156 % | 4,341 % | 4,941 % | 3,588 % | 3,495 % |
| 77 | 6,494 % | 4,156 % | 4,340 % | 4,932 % | 3,596 % | 3,504 % |
| 78 | 6,477 % | 4,157 % | 4,338 % | 4,922 % | 3,604 % | 3,513 % |
| 79 | 6,461 % | 4,157 % | 4,336 % | 4,913 % | 3,611 % | 3,521 % |
| 80 | 6,445 % | 4,158 % | 4,334 % | 4,904 % | 3,619 % | 3,530 % |
| 81 | 6,429 % | 4,158 % | 4,333 % | 4,896 % | 3,626 % | 3,538 % |
| 82 | 6,414 % | 4,159 % | 4,331 % | 4,887 % | 3,633 % | 3,546 % |
| 83 | 6,400 % | 4,159 % | 4,330 % | 4,879 % | 3,640 % | 3,554 % |
| 84 | 6,385 % | 4,160 % | 4,328 % | 4,871 % | 3,646 % | 3,562 % |
| 85 | 6,371 % | 4,160 % | 4,327 % | 4,863 % | 3,653 % | 3,569 % |
| 86 | 6,358 % | 4,160 % | 4,325 % | 4,855 % | 3,659 % | 3,576 % |
| 87 | 6,344 % | 4,161 % | 4,324 % | 4,848 % | 3,665 % | 3,584 % |
| 88 | 6,331 % | 4,161 % | 4,322 % | 4,840 % | 3,671 % | 3,591 % |
| 89 | 6,318 % | 4,162 % | 4,321 % | 4,833 % | 3,677 % | 3,597 % |
| 90 | 6,306 % | 4,162 % | 4,320 % | 4,826 % | 3,683 % | 3,604 % |
| 91 | 6,294 % | 4,162 % | 4,318 % | 4,819 % | 3,689 % | 3,611 % |
| 92 | 6,282 % | 4,163 % | 4,317 % | 4,812 % | 3,694 % | 3,617 % |
| 93 | 6,270 % | 4,163 % | 4,316 % | 4,806 % | 3,700 % | 3,623 % |
| 94 | 6,259 % | 4,164 % | 4,314 % | 4,799 % | 3,705 % | 3,629 % |
| 95 | 6,247 % | 4,164 % | 4,313 % | 4,793 % | 3,710 % | 3,635 % |
| 96 | 6,236 % | 4,164 % | 4,312 % | 4,787 % | 3,715 % | 3,641 % |
| 97 | 6,226 % | 4,165 % | 4,311 % | 4,781 % | 3,720 % | 3,647 % |
| 98 | 6,215 % | 4,165 % | 4,310 % | 4,775 % | 3,725 % | 3,653 % |
| 99 | 6,205 % | 4,165 % | 4,309 % | 4,769 % | 3,730 % | 3,658 % |
| 100 | 6,195 % | 4,166 % | 4,308 % | 4,763 % | 3,735 % | 3,663 % |
| 101 | 6,185 % | 4,166 % | 4,307 % | 4,758 % | 3,739 % | 3,669 % |
| 102 | 6,175 % | 4,166 % | 4,305 % | 4,752 % | 3,744 % | 3,674 % |
| 103 | 6,166 % | 4,167 % | 4,304 % | 4,747 % | 3,748 % | 3,679 % |
| 104 | 6,156 % | 4,167 % | 4,303 % | 4,741 % | 3,753 % | 3,684 % |
| 105 | 6,147 % | 4,167 % | 4,302 % | 4,736 % | 3,757 % | 3,689 % |
| 106 | 6,138 % | 4,168 % | 4,301 % | 4,731 % | 3,761 % | 3,694 % |
| 107 | 6,129 % | 4,168 % | 4,301 % | 4,726 % | 3,765 % | 3,698 % |
| 108 | 6,121 % | 4,168 % | 4,300 % | 4,721 % | 3,769 % | 3,703 % |
| 109 | 6,112 % | 4,169 % | 4,299 % | 4,717 % | 3,773 % | 3,708 % |
| 110 | 6,104 % | 4,169 % | 4,298 % | 4,712 % | 3,777 % | 3,712 % |
| 111 | 6,096 % | 4,169 % | 4,297 % | 4,707 % | 3,781 % | 3,716 % |
| 112 | 6,088 % | 4,169 % | 4,296 % | 4,703 % | 3,784 % | 3,721 % |
| 113 | 6,080 % | 4,170 % | 4,295 % | 4,698 % | 3,788 % | 3,725 % |
| 114 | 6,072 % | 4,170 % | 4,294 % | 4,694 % | 3,792 % | 3,729 % |
| 115 | 6,064 % | 4,170 % | 4,294 % | 4,690 % | 3,795 % | 3,733 % |
| 116 | 6,057 % | 4,170 % | 4,293 % | 4,685 % | 3,799 % | 3,737 % |
| 117 | 6,050 % | 4,171 % | 4,292 % | 4,681 % | 3,802 % | 3,741 % |
| 118 | 6,042 % | 4,171 % | 4,291 % | 4,677 % | 3,806 % | 3,745 % |
| 119 | 6,035 % | 4,171 % | 4,290 % | 4,673 % | 3,809 % | 3,749 % |
| 120 | 6,028 % | 4,171 % | 4,290 % | 4,669 % | 3,812 % | 3,753 % |
| 121 | 6,021 % | 4,172 % | 4,289 % | 4,665 % | 3,815 % | 3,756 % |
| 122 | 6,015 % | 4,172 % | 4,288 % | 4,661 % | 3,818 % | 3,760 % |
| 123 | 6,008 % | 4,172 % | 4,287 % | 4,658 % | 3,822 % | 3,764 % |
| 124 | 6,001 % | 4,172 % | 4,287 % | 4,654 % | 3,825 % | 3,767 % |
| 125 | 5,995 % | 4,172 % | 4,286 % | 4,650 % | 3,828 % | 3,771 % |
| 126 | 5,989 % | 4,173 % | 4,285 % | 4,647 % | 3,831 % | 3,774 % |
| 127 | 5,982 % | 4,173 % | 4,285 % | 4,643 % | 3,833 % | 3,777 % |
| 128 | 5,976 % | 4,173 % | 4,284 % | 4,640 % | 3,836 % | 3,781 % |
| 129 | 5,970 % | 4,173 % | 4,283 % | 4,636 % | 3,839 % | 3,784 % |
| 130 | 5,964 % | 4,174 % | 4,283 % | 4,633 % | 3,842 % | 3,787 % |
| 131 | 5,959 % | 4,174 % | 4,282 % | 4,630 % | 3,845 % | 3,790 % |
| 132 | 5,953 % | 4,174 % | 4,281 % | 4,626 % | 3,847 % | 3,793 % |
| 133 | 5,947 % | 4,174 % | 4,281 % | 4,623 % | 3,850 % | 3,796 % |
| 134 | 5,941 % | 4,174 % | 4,280 % | 4,620 % | 3,853 % | 3,799 % |
| 135 | 5,936 % | 4,175 % | 4,280 % | 4,617 % | 3,855 % | 3,802 % |
| 136 | 5,931 % | 4,175 % | 4,279 % | 4,614 % | 3,858 % | 3,805 % |
| 137 | 5,925 % | 4,175 % | 4,279 % | 4,611 % | 3,860 % | 3,808 % |
| 138 | 5,920 % | 4,175 % | 4,278 % | 4,608 % | 3,863 % | 3,811 % |
| 139 | 5,915 % | 4,175 % | 4,277 % | 4,605 % | 3,865 % | 3,814 % |
| 140 | 5,910 % | 4,175 % | 4,277 % | 4,602 % | 3,867 % | 3,816 % |
| 141 | 5,905 % | 4,176 % | 4,276 % | 4,599 % | 3,870 % | 3,819 % |
| 142 | 5,900 % | 4,176 % | 4,276 % | 4,596 % | 3,872 % | 3,822 % |
| 143 | 5,895 % | 4,176 % | 4,275 % | 4,593 % | 3,874 % | 3,824 % |
| 144 | 5,890 % | 4,176 % | 4,275 % | 4,591 % | 3,877 % | 3,827 % |
| 145 | 5,885 % | 4,176 % | 4,274 % | 4,588 % | 3,879 % | 3,830 % |
| 146 | 5,880 % | 4,176 % | 4,274 % | 4,585 % | 3,881 % | 3,832 % |
| 147 | 5,876 % | 4,177 % | 4,273 % | 4,583 % | 3,883 % | 3,835 % |
| 148 | 5,871 % | 4,177 % | 4,273 % | 4,580 % | 3,885 % | 3,837 % |
| 149 | 5,867 % | 4,177 % | 4,272 % | 4,578 % | 3,887 % | 3,840 % |
| 150 | 5,862 % | 4,177 % | 4,272 % | 4,575 % | 3,890 % | 3,842 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

6,754 %

3,628 %

3,449 %

7,470 %

1,254 %

1,739 %

2

7,718 %

3,670 %

3,501 %

7,315 %

1,439 %

1,911 %

3

8,626 %

3,759 %

3,554 %

7,252 %

1,562 %

1,980 %

4

9,164 %

3,857 %

3,589 %

7,232 %

1,666 %

2,016 %

5

9,491 %

3,935 %

3,640 %

7,210 %

1,750 %

2,047 %

6

9,752 %

3,974 %

3,697 %

7,188 %

1,838 %

2,064 %

7

9,941 %

3,993 %

3,752 %

7,190 %

1,918 %

2,075 %

8

10,051 %

4,007 %

3,802 %

7,200 %

1,982 %

2,088 %

9

10,136 %

4,018 %

3,852 %

7,203 %

2,040 %

2,104 %

10

10,204 %

4,028 %

3,902 %

7,192 %

2,099 %

2,124 %

11

10,227 %

4,036 %

3,955 %

7,161 %

2,160 %

2,145 %

12

10,209 %

4,043 %

4,005 %

7,115 %

2,216 %

2,162 %

13

10,160 %

4,049 %

4,052 %

7,060 %

2,259 %

2,173 %

14

10,089 %

4,054 %

4,098 %

6,998 %

2,291 %

2,177 %

15

10,002 %

4,060 %

4,144 %

6,931 %

2,315 %

2,174 %

16

9,904 %

4,064 %

4,193 %

6,862 %

2,333 %

2,167 %

17

9,797 %

4,069 %

4,241 %

6,792 %

2,348 %

2,160 %

18

9,686 %

4,073 %

4,287 %

6,721 %

2,363 %

2,157 %

19

9,571 %

4,076 %

4,328 %

6,651 %

2,381 %

2,161 %

20

9,455 %

4,080 %

4,363 %

6,582 %

2,404 %

2,173 %

21

9,340 %

4,083 %

4,392 %

6,514 %

2,432 %

2,194 %

22

9,225 %

4,086 %

4,414 %

6,447 %

2,464 %

2,223 %

23

9,112 %

4,089 %

4,432 %

6,383 %

2,499 %

2,257 %

24

9,001 %

4,092 %

4,445 %

6,321 %

2,536 %

2,294 %

25

8,894 %

4,095 %

4,455 %

6,260 %

2,573 %

2,333 %

26

8,789 %

4,097 %

4,463 %

6,202 %

2,611 %

2,374 %

27

8,688 %

4,100 %

4,468 %

6,146 %

2,648 %

2,415 %

28

8,590 %

4,102 %

4,471 %

6,092 %

2,686 %

2,457 %

29

8,496 %

4,104 %

4,473 %

6,040 %

2,722 %

2,498 %

30

8,405 %

4,106 %

4,474 %

5,990 %

2,758 %

2,538 %

31

8,317 %

4,108 %

4,474 %

5,942 %

2,794 %

2,578 %

32

8,234 %

4,110 %

4,472 %

5,896 %

2,828 %

2,617 %

33

8,153 %

4,112 %

4,471 %

5,852 %

2,861 %

2,655 %

34

8,076 %

4,114 %

4,468 %

5,810 %

2,893 %

2,692 %

35

8,002 %

4,116 %

4,465 %

5,770 %

2,924 %

2,728 %

36

7,931 %

4,117 %

4,462 %

5,731 %

2,954 %

2,762 %

37

7,863 %

4,119 %

4,459 %

5,693 %

2,983 %

2,795 %

38

7,798 %

4,120 %

4,455 %

5,658 %

3,011 %

2,828 %

39

7,735 %

4,122 %

4,452 %

5,623 %

3,038 %

2,859 %

40

7,675 %

4,123 %

4,448 %

5,590 %

3,064 %

2,889 %

41

7,618 %

4,125 %

4,444 %

5,559 %

3,089 %

2,918 %

42

7,563 %

4,126 %

4,440 %

5,528 %

3,113 %

2,946 %

43

7,510 %

4,128 %

4,436 %

5,499 %

3,136 %

2,972 %

44

7,459 %

4,129 %

4,432 %

5,471 %

3,159 %

2,998 %

45

7,410 %

4,130 %

4,428 %

5,444 %

3,180 %

3,023 %

46

7,363 %

4,131 %

4,424 %

5,418 %

3,201 %

3,047 %

47

7,318 %

4,132 %

4,421 %

5,393 %

3,221 %

3,071 %

48

7,275 %

4,134 %

4,417 %

5,369 %

3,240 %

3,093 %

49

7,233 %

4,135 %

4,413 %

5,346 %

3,259 %

3,115 %

50

7,193 %

4,136 %

4,410 %

5,324 %

3,277 %

3,135 %

51

7,154 %

4,137 %

4,406 %

5,302 %

3,294 %

3,155 %

52

7,117 %

4,138 %

4,403 %

5,281 %

3,311 %

3,175 %

53

7,081 %

4,139 %

4,399 %

5,261 %

3,328 %

3,194 %

54

7,046 %

4,140 %

4,396 %

5,242 %

3,343 %

3,212 %

55

7,013 %

4,141 %

4,393 %

5,223 %

3,358 %

3,229 %

56

6,980 %

4,142 %

4,390 %

5,205 %

3,373 %

3,246 %

57

6,949 %

4,142 %

4,387 %

5,188 %

3,387 %

3,263 %

58

6,919 %

4,143 %

4,384 %

5,171 %

3,401 %

3,278 %

59

6,890 %

4,144 %

4,381 %

5,155 %

3,414 %

3,294 %

60

6,862 %

4,145 %

4,378 %

5,139 %

3,427 %

3,309 %

61

6,835 %

4,146 %

4,375 %

5,123 %

3,440 %

3,323 %

62

6,808 %

4,147 %

4,372 %

5,109 %

3,452 %

3,337 %

63

6,783 %

4,147 %

4,370 %

5,094 %

3,463 %

3,351 %

64

6,758 %

4,148 %

4,367 %

5,080 %

3,475 %

3,364 %

65

6,734 %

4,149 %

4,365 %

5,067 %

3,486 %

3,376 %

66

6,710 %

4,149 %

4,362 %

5,054 %

3,496 %

3,389 %

67

6,688 %

4,150 %

4,360 %

5,041 %

3,507 %

3,401 %

68

6,666 %

4,151 %

4,358 %

5,029 %

3,517 %

3,412 %

69

6,644 %

4,151 %

4,355 %

5,017 %

3,527 %

3,424 %

70

6,624 %

4,152 %

4,353 %

5,005 %

3,536 %

3,435 %

71

6,603 %

4,153 %

4,351 %

4,994 %

3,546 %

3,445 %

72

6,584 %

4,153 %

4,349 %

4,983 %

3,555 %

3,456 %

73

6,565 %

4,154 %

4,347 %

4,972 %

3,563 %

3,466 %

74

6,546 %

4,154 %

4,345 %

4,961 %

3,572 %

3,476 %

75

6,528 %

4,155 %

4,343 %

4,951 %

3,580 %

3,485 %

76

6,511 %

4,156 %

4,341 %

4,941 %

3,588 %

3,495 %

77

6,494 %

4,156 %

4,340 %

4,932 %

3,596 %

3,504 %

78

6,477 %

4,157 %

4,338 %

4,922 %

3,604 %

3,513 %

79

6,461 %

4,157 %

4,336 %

4,913 %

3,611 %

3,521 %

80

6,445 %

4,158 %

4,334 %

4,904 %

3,619 %

3,530 %

81

6,429 %

4,158 %

4,333 %

4,896 %

3,626 %

3,538 %

82

6,414 %

4,159 %

4,331 %

4,887 %

3,633 %

3,546 %

83

6,400 %

4,159 %

4,330 %

4,879 %

3,640 %

3,554 %

84

6,385 %

4,160 %

4,328 %

4,871 %

3,646 %

3,562 %

85

6,371 %

4,160 %

4,327 %

4,863 %

3,653 %

3,569 %

86

6,358 %

4,160 %

4,325 %

4,855 %

3,659 %

3,576 %

87

6,344 %

4,161 %

4,324 %

4,848 %

3,665 %

3,584 %

88

6,331 %

4,161 %

4,322 %

4,840 %

3,671 %

3,591 %

89

6,318 %

4,162 %

4,321 %

4,833 %

3,677 %

3,597 %

90

6,306 %

4,162 %

4,320 %

4,826 %

3,683 %

3,604 %

91

6,294 %

4,162 %

4,318 %

4,819 %

3,689 %

3,611 %

92

6,282 %

4,163 %

4,317 %

4,812 %

3,694 %

3,617 %

93

6,270 %

4,163 %

4,316 %

4,806 %

3,700 %

3,623 %

94

6,259 %

4,164 %

4,314 %

4,799 %

3,705 %

3,629 %

95

6,247 %

4,164 %

4,313 %

4,793 %

3,710 %

3,635 %

96

6,236 %

4,164 %

4,312 %

4,787 %

3,715 %

3,641 %

97

6,226 %

4,165 %

4,311 %

4,781 %

3,720 %

3,647 %

98

6,215 %

4,165 %

4,310 %

4,775 %

3,725 %

3,653 %

99

6,205 %

4,165 %

4,309 %

4,769 %

3,730 %

3,658 %

100

6,195 %

4,166 %

4,308 %

4,763 %

3,735 %

3,663 %

101

6,185 %

4,166 %

4,307 %

4,758 %

3,739 %

3,669 %

102

6,175 %

4,166 %

4,305 %

4,752 %

3,744 %

3,674 %

103

6,166 %

4,167 %

4,304 %

4,747 %

3,748 %

3,679 %

104

6,156 %

4,167 %

4,303 %

4,741 %

3,753 %

3,684 %

105

6,147 %

4,167 %

4,302 %

4,736 %

3,757 %

3,689 %

106

6,138 %

4,168 %

4,301 %

4,731 %

3,761 %

3,694 %

107

6,129 %

4,168 %

4,301 %

4,726 %

3,765 %

3,698 %

108

6,121 %

4,168 %

4,300 %

4,721 %

3,769 %

3,703 %

109

6,112 %

4,169 %

4,299 %

4,717 %

3,773 %

3,708 %

110

6,104 %

4,169 %

4,298 %

4,712 %

3,777 %

3,712 %

111

6,096 %

4,169 %

4,297 %

4,707 %

3,781 %

3,716 %

112

6,088 %

4,169 %

4,296 %

4,703 %

3,784 %

3,721 %

113

6,080 %

4,170 %

4,295 %

4,698 %

3,788 %

3,725 %

114

6,072 %

4,170 %

4,294 %

4,694 %

3,792 %

3,729 %

115

6,064 %

4,170 %

4,294 %

4,690 %

3,795 %

3,733 %

116

6,057 %

4,170 %

4,293 %

4,685 %

3,799 %

3,737 %

117

6,050 %

4,171 %

4,292 %

4,681 %

3,802 %

3,741 %

118

6,042 %

4,171 %

4,291 %

4,677 %

3,806 %

3,745 %

119

6,035 %

4,171 %

4,290 %

4,673 %

3,809 %

3,749 %

120

6,028 %

4,171 %

4,290 %

4,669 %

3,812 %

3,753 %

121

6,021 %

4,172 %

4,289 %

4,665 %

3,815 %

3,756 %

122

6,015 %

4,172 %

4,288 %

4,661 %

3,818 %

3,760 %

123

6,008 %

4,172 %

4,287 %

4,658 %

3,822 %

3,764 %

124

6,001 %

4,172 %

4,287 %

4,654 %

3,825 %

3,767 %

125

5,995 %

4,172 %

4,286 %

4,650 %

3,828 %

3,771 %

126

5,989 %

4,173 %

4,285 %

4,647 %

3,831 %

3,774 %

127

5,982 %

4,173 %

4,285 %

4,643 %

3,833 %

3,777 %

128

5,976 %

4,173 %

4,284 %

4,640 %

3,836 %

3,781 %

129

5,970 %

4,173 %

4,283 %

4,636 %

3,839 %

3,784 %

130

5,964 %

4,174 %

4,283 %

4,633 %

3,842 %

3,787 %

131

5,959 %

4,174 %

4,282 %

4,630 %

3,845 %

3,790 %

132

5,953 %

4,174 %

4,281 %

4,626 %

3,847 %

3,793 %

133

5,947 %

4,174 %

4,281 %

4,623 %

3,850 %

3,796 %

134

5,941 %

4,174 %

4,280 %

4,620 %

3,853 %

3,799 %

135

5,936 %

4,175 %

4,280 %

4,617 %

3,855 %

3,802 %

136

5,931 %

4,175 %

4,279 %

4,614 %

3,858 %

3,805 %

137

5,925 %

4,175 %

4,279 %

4,611 %

3,860 %

3,808 %

138

5,920 %

4,175 %

4,278 %

4,608 %

3,863 %

3,811 %

139

5,915 %

4,175 %

4,277 %

4,605 %

3,865 %

3,814 %

140

5,910 %

4,175 %

4,277 %

4,602 %

3,867 %

3,816 %

141

5,905 %

4,176 %

4,276 %

4,599 %

3,870 %

3,819 %

142

5,900 %

4,176 %

4,276 %

4,596 %

3,872 %

3,822 %

143

5,895 %

4,176 %

4,275 %

4,593 %

3,874 %

3,824 %

144

5,890 %

4,176 %

4,275 %

4,591 %

3,877 %

3,827 %

145

5,885 %

4,176 %

4,274 %

4,588 %

3,879 %

3,830 %

146

5,880 %

4,176 %

4,274 %

4,585 %

3,881 %

3,832 %

147

5,876 %

4,177 %

4,273 %

4,583 %

3,883 %

3,835 %

148

5,871 %

4,177 %

4,273 %

4,580 %

3,885 %

3,837 %

149

5,867 %

4,177 %

4,272 %

4,578 %

3,887 %

3,840 %

150

5,862 %

4,177 %

4,272 %

4,575 %

3,890 %

3,842 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 14,200 % | 1,808 % | – 0,072 % |
| 2 | 13,581 % | 1,990 % | – 0,056 % |
| 3 | 13,191 % | 2,083 % | – 0,041 % |
| 4 | 12,669 % | 2,126 % | – 0,024 % |
| 5 | 12,184 % | 2,160 % | – 0,001 % |
| 6 | 11,841 % | 2,194 % | 0,026 % |
| 7 | 11,574 % | 2,230 % | 0,056 % |
| 8 | 11,329 % | 2,263 % | 0,089 % |
| 9 | 11,096 % | 2,294 % | 0,123 % |
| 10 | 10,874 % | 2,325 % | 0,160 % |
| 11 | 10,663 % | 2,353 % | 0,201 % |
| 12 | 10,462 % | 2,376 % | 0,245 % |
| 13 | 10,270 % | 2,395 % | 0,289 % |
| 14 | 10,087 % | 2,411 % | 0,334 % |
| 15 | 9,912 % | 2,426 % | 0,377 % |
| 16 | 9,745 % | 2,439 % | 0,419 % |
| 17 | 9,585 % | 2,451 % | 0,459 % |
| 18 | 9,432 % | 2,461 % | 0,497 % |
| 19 | 9,287 % | 2,469 % | 0,534 % |
| 20 | 9,148 % | 2,475 % | 0,568 % |
| 21 | 9,016 % | 2,479 % | 0,600 % |
| 22 | 8,890 % | 2,482 % | 0,629 % |
| 23 | 8,770 % | 2,483 % | 0,655 % |
| 24 | 8,655 % | 2,483 % | 0,677 % |
| 25 | 8,546 % | 2,482 % | 0,695 % |
| 26 | 8,442 % | 2,481 % | 0,710 % |
| 27 | 8,344 % | 2,480 % | 0,723 % |
| 28 | 8,250 % | 2,479 % | 0,737 % |
| 29 | 8,160 % | 2,477 % | 0,755 % |
| 30 | 8,074 % | 2,476 % | 0,777 % |
| 31 | 7,993 % | 2,475 % | 0,805 % |
| 32 | 7,915 % | 2,475 % | 0,837 % |
| 33 | 7,841 % | 2,473 % | 0,873 % |
| 34 | 7,771 % | 2,472 % | 0,911 % |
| 35 | 7,703 % | 2,470 % | 0,950 % |
| 36 | 7,639 % | 2,466 % | 0,990 % |
| 37 | 7,577 % | 2,462 % | 1,031 % |
| 38 | 7,518 % | 2,457 % | 1,071 % |
| 39 | 7,462 % | 2,449 % | 1,112 % |
| 40 | 7,408 % | 2,440 % | 1,152 % |
| 41 | 7,356 % | 2,429 % | 1,191 % |
| 42 | 7,307 % | 2,418 % | 1,230 % |
| 43 | 7,260 % | 2,407 % | 1,268 % |
| 44 | 7,214 % | 2,397 % | 1,305 % |
| 45 | 7,171 % | 2,388 % | 1,342 % |
| 46 | 7,129 % | 2,382 % | 1,377 % |
| 47 | 7,089 % | 2,379 % | 1,411 % |
| 48 | 7,050 % | 2,378 % | 1,445 % |
| 49 | 7,013 % | 2,380 % | 1,477 % |
| 50 | 6,977 % | 2,386 % | 1,509 % |
| 51 | 6,942 % | 2,395 % | 1,539 % |
| 52 | 6,909 % | 2,407 % | 1,569 % |
| 53 | 6,877 % | 2,422 % | 1,598 % |
| 54 | 6,846 % | 2,438 % | 1,626 % |
| 55 | 6,817 % | 2,455 % | 1,653 % |
| 56 | 6,788 % | 2,473 % | 1,679 % |
| 57 | 6,760 % | 2,493 % | 1,705 % |
| 58 | 6,733 % | 2,513 % | 1,730 % |
| 59 | 6,707 % | 2,533 % | 1,754 % |
| 60 | 6,682 % | 2,554 % | 1,777 % |
| 61 | 6,658 % | 2,574 % | 1,800 % |
| 62 | 6,634 % | 2,595 % | 1,822 % |
| 63 | 6,612 % | 2,616 % | 1,843 % |
| 64 | 6,589 % | 2,636 % | 1,864 % |
| 65 | 6,568 % | 2,657 % | 1,884 % |
| 66 | 6,547 % | 2,677 % | 1,903 % |
| 67 | 6,527 % | 2,697 % | 1,922 % |
| 68 | 6,508 % | 2,716 % | 1,941 % |
| 69 | 6,489 % | 2,736 % | 1,959 % |
| 70 | 6,470 % | 2,755 % | 1,976 % |
| 71 | 6,452 % | 2,773 % | 1,993 % |
| 72 | 6,435 % | 2,792 % | 2,010 % |
| 73 | 6,418 % | 2,810 % | 2,026 % |
| 74 | 6,401 % | 2,827 % | 2,042 % |
| 75 | 6,385 % | 2,845 % | 2,057 % |
| 76 | 6,369 % | 2,862 % | 2,072 % |
| 77 | 6,354 % | 2,878 % | 2,086 % |
| 78 | 6,339 % | 2,894 % | 2,100 % |
| 79 | 6,325 % | 2,910 % | 2,114 % |
| 80 | 6,311 % | 2,926 % | 2,128 % |
| 81 | 6,297 % | 2,941 % | 2,141 % |
| 82 | 6,283 % | 2,956 % | 2,154 % |
| 83 | 6,270 % | 2,971 % | 2,166 % |
| 84 | 6,258 % | 2,985 % | 2,178 % |
| 85 | 6,245 % | 2,999 % | 2,190 % |
| 86 | 6,233 % | 3,013 % | 2,202 % |
| 87 | 6,221 % | 3,026 % | 2,213 % |
| 88 | 6,209 % | 3,039 % | 2,224 % |
| 89 | 6,198 % | 3,052 % | 2,235 % |
| 90 | 6,187 % | 3,064 % | 2,246 % |
| 91 | 6,176 % | 3,077 % | 2,256 % |
| 92 | 6,165 % | 3,089 % | 2,267 % |
| 93 | 6,155 % | 3,101 % | 2,277 % |
| 94 | 6,145 % | 3,112 % | 2,286 % |
| 95 | 6,135 % | 3,123 % | 2,296 % |
| 96 | 6,125 % | 3,135 % | 2,305 % |
| 97 | 6,115 % | 3,145 % | 2,315 % |
| 98 | 6,106 % | 3,156 % | 2,324 % |
| 99 | 6,097 % | 3,167 % | 2,332 % |
| 100 | 6,088 % | 3,177 % | 2,341 % |
| 101 | 6,079 % | 3,187 % | 2,349 % |
| 102 | 6,070 % | 3,197 % | 2,358 % |
| 103 | 6,062 % | 3,206 % | 2,366 % |
| 104 | 6,053 % | 3,216 % | 2,374 % |
| 105 | 6,045 % | 3,225 % | 2,382 % |
| 106 | 6,037 % | 3,234 % | 2,389 % |
| 107 | 6,029 % | 3,243 % | 2,397 % |
| 108 | 6,022 % | 3,252 % | 2,404 % |
| 109 | 6,014 % | 3,261 % | 2,412 % |
| 110 | 6,007 % | 3,269 % | 2,419 % |
| 111 | 5,999 % | 3,278 % | 2,426 % |
| 112 | 5,992 % | 3,286 % | 2,433 % |
| 113 | 5,985 % | 3,294 % | 2,439 % |
| 114 | 5,978 % | 3,302 % | 2,446 % |
| 115 | 5,971 % | 3,310 % | 2,453 % |
| 116 | 5,965 % | 3,317 % | 2,459 % |
| 117 | 5,958 % | 3,325 % | 2,465 % |
| 118 | 5,952 % | 3,332 % | 2,472 % |
| 119 | 5,945 % | 3,339 % | 2,478 % |
| 120 | 5,939 % | 3,346 % | 2,484 % |
| 121 | 5,933 % | 3,353 % | 2,490 % |
| 122 | 5,927 % | 3,360 % | 2,495 % |
| 123 | 5,921 % | 3,367 % | 2,501 % |
| 124 | 5,915 % | 3,374 % | 2,507 % |
| 125 | 5,910 % | 3,380 % | 2,512 % |
| 126 | 5,904 % | 3,387 % | 2,518 % |
| 127 | 5,898 % | 3,393 % | 2,523 % |
| 128 | 5,893 % | 3,400 % | 2,528 % |
| 129 | 5,887 % | 3,406 % | 2,533 % |
| 130 | 5,882 % | 3,412 % | 2,539 % |
| 131 | 5,877 % | 3,418 % | 2,544 % |
| 132 | 5,872 % | 3,424 % | 2,549 % |
| 133 | 5,867 % | 3,430 % | 2,553 % |
| 134 | 5,862 % | 3,435 % | 2,558 % |
| 135 | 5,857 % | 3,441 % | 2,563 % |
| 136 | 5,852 % | 3,447 % | 2,568 % |
| 137 | 5,847 % | 3,452 % | 2,572 % |
| 138 | 5,843 % | 3,457 % | 2,577 % |
| 139 | 5,838 % | 3,463 % | 2,581 % |
| 140 | 5,833 % | 3,468 % | 2,586 % |
| 141 | 5,829 % | 3,473 % | 2,590 % |
| 142 | 5,824 % | 3,478 % | 2,594 % |
| 143 | 5,820 % | 3,483 % | 2,599 % |
| 144 | 5,816 % | 3,488 % | 2,603 % |
| 145 | 5,811 % | 3,493 % | 2,607 % |
| 146 | 5,807 % | 3,498 % | 2,611 % |
| 147 | 5,803 % | 3,503 % | 2,615 % |
| 148 | 5,799 % | 3,507 % | 2,619 % |
| 149 | 5,795 % | 3,512 % | 2,623 % |
| 150 | 5,791 % | 3,517 % | 2,627 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

14,200 %

1,808 %

– 0,072 %

2

13,581 %

1,990 %

– 0,056 %

3

13,191 %

2,083 %

– 0,041 %

4

12,669 %

2,126 %

– 0,024 %

5

12,184 %

2,160 %

– 0,001 %

6

11,841 %

2,194 %

0,026 %

7

11,574 %

2,230 %

0,056 %

8

11,329 %

2,263 %

0,089 %

9

11,096 %

2,294 %

0,123 %

10

10,874 %

2,325 %

0,160 %

11

10,663 %

2,353 %

0,201 %

12

10,462 %

2,376 %

0,245 %

13

10,270 %

2,395 %

0,289 %

14

10,087 %

2,411 %

0,334 %

15

9,912 %

2,426 %

0,377 %

16

9,745 %

2,439 %

0,419 %

17

9,585 %

2,451 %

0,459 %

18

9,432 %

2,461 %

0,497 %

19

9,287 %

2,469 %

0,534 %

20

9,148 %

2,475 %

0,568 %

21

9,016 %

2,479 %

0,600 %

22

8,890 %

2,482 %

0,629 %

23

8,770 %

2,483 %

0,655 %

24

8,655 %

2,483 %

0,677 %

25

8,546 %

2,482 %

0,695 %

26

8,442 %

2,481 %

0,710 %

27

8,344 %

2,480 %

0,723 %

28

8,250 %

2,479 %

0,737 %

29

8,160 %

2,477 %

0,755 %

30

8,074 %

2,476 %

0,777 %

31

7,993 %

2,475 %

0,805 %

32

7,915 %

2,475 %

0,837 %

33

7,841 %

2,473 %

0,873 %

34

7,771 %

2,472 %

0,911 %

35

7,703 %

2,470 %

0,950 %

36

7,639 %

2,466 %

0,990 %

37

7,577 %

2,462 %

1,031 %

38

7,518 %

2,457 %

1,071 %

39

7,462 %

2,449 %

1,112 %

40

7,408 %

2,440 %

1,152 %

41

7,356 %

2,429 %

1,191 %

42

7,307 %

2,418 %

1,230 %

43

7,260 %

2,407 %

1,268 %

44

7,214 %

2,397 %

1,305 %

45

7,171 %

2,388 %

1,342 %

46

7,129 %

2,382 %

1,377 %

47

7,089 %

2,379 %

1,411 %

48

7,050 %

2,378 %

1,445 %

49

7,013 %

2,380 %

1,477 %

50

6,977 %

2,386 %

1,509 %

51

6,942 %

2,395 %

1,539 %

52

6,909 %

2,407 %

1,569 %

53

6,877 %

2,422 %

1,598 %

54

6,846 %

2,438 %

1,626 %

55

6,817 %

2,455 %

1,653 %

56

6,788 %

2,473 %

1,679 %

57

6,760 %

2,493 %

1,705 %

58

6,733 %

2,513 %

1,730 %

59

6,707 %

2,533 %

1,754 %

60

6,682 %

2,554 %

1,777 %

61

6,658 %

2,574 %

1,800 %

62

6,634 %

2,595 %

1,822 %

63

6,612 %

2,616 %

1,843 %

64

6,589 %

2,636 %

1,864 %

65

6,568 %

2,657 %

1,884 %

66

6,547 %

2,677 %

1,903 %

67

6,527 %

2,697 %

1,922 %

68

6,508 %

2,716 %

1,941 %

69

6,489 %

2,736 %

1,959 %

70

6,470 %

2,755 %

1,976 %

71

6,452 %

2,773 %

1,993 %

72

6,435 %

2,792 %

2,010 %

73

6,418 %

2,810 %

2,026 %

74

6,401 %

2,827 %

2,042 %

75

6,385 %

2,845 %

2,057 %

76

6,369 %

2,862 %

2,072 %

77

6,354 %

2,878 %

2,086 %

78

6,339 %

2,894 %

2,100 %

79

6,325 %

2,910 %

2,114 %

80

6,311 %

2,926 %

2,128 %

81

6,297 %

2,941 %

2,141 %

82

6,283 %

2,956 %

2,154 %

83

6,270 %

2,971 %

2,166 %

84

6,258 %

2,985 %

2,178 %

85

6,245 %

2,999 %

2,190 %

86

6,233 %

3,013 %

2,202 %

87

6,221 %

3,026 %

2,213 %

88

6,209 %

3,039 %

2,224 %

89

6,198 %

3,052 %

2,235 %

90

6,187 %

3,064 %

2,246 %

91

6,176 %

3,077 %

2,256 %

92

6,165 %

3,089 %

2,267 %

93

6,155 %

3,101 %

2,277 %

94

6,145 %

3,112 %

2,286 %

95

6,135 %

3,123 %

2,296 %

96

6,125 %

3,135 %

2,305 %

97

6,115 %

3,145 %

2,315 %

98

6,106 %

3,156 %

2,324 %

99

6,097 %

3,167 %

2,332 %

100

6,088 %

3,177 %

2,341 %

101

6,079 %

3,187 %

2,349 %

102

6,070 %

3,197 %

2,358 %

103

6,062 %

3,206 %

2,366 %

104

6,053 %

3,216 %

2,374 %

105

6,045 %

3,225 %

2,382 %

106

6,037 %

3,234 %

2,389 %

107

6,029 %

3,243 %

2,397 %

108

6,022 %

3,252 %

2,404 %

109

6,014 %

3,261 %

2,412 %

110

6,007 %

3,269 %

2,419 %

111

5,999 %

3,278 %

2,426 %

112

5,992 %

3,286 %

2,433 %

113

5,985 %

3,294 %

2,439 %

114

5,978 %

3,302 %

2,446 %

115

5,971 %

3,310 %

2,453 %

116

5,965 %

3,317 %

2,459 %

117

5,958 %

3,325 %

2,465 %

118

5,952 %

3,332 %

2,472 %

119

5,945 %

3,339 %

2,478 %

120

5,939 %

3,346 %

2,484 %

121

5,933 %

3,353 %

2,490 %

122

5,927 %

3,360 %

2,495 %

123

5,921 %

3,367 %

2,501 %

124

5,915 %

3,374 %

2,507 %

125

5,910 %

3,380 %

2,512 %

126

5,904 %

3,387 %

2,518 %

127

5,898 %

3,393 %

2,523 %

128

5,893 %

3,400 %

2,528 %

129

5,887 %

3,406 %

2,533 %

130

5,882 %

3,412 %

2,539 %

131

5,877 %

3,418 %

2,544 %

132

5,872 %

3,424 %

2,549 %

133

5,867 %

3,430 %

2,553 %

134

5,862 %

3,435 %

2,558 %

135

5,857 %

3,441 %

2,563 %

136

5,852 %

3,447 %

2,568 %

137

5,847 %

3,452 %

2,572 %

138

5,843 %

3,457 %

2,577 %

139

5,838 %

3,463 %

2,581 %

140

5,833 %

3,468 %

2,586 %

141

5,829 %

3,473 %

2,590 %

142

5,824 %

3,478 %

2,594 %

143

5,820 %

3,483 %

2,599 %

144

5,816 %

3,488 %

2,603 %

145

5,811 %

3,493 %

2,607 %

146

5,807 %

3,498 %

2,611 %

147

5,803 %

3,503 %

2,615 %

148

5,799 %

3,507 %

2,619 %

149

5,795 %

3,512 %

2,623 %

150

5,791 %

3,517 %

2,627 %

---

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 | 33 | 5 | 0 | 27 | 1 |
| 2 | 0 | 0 | 41 | 5 | 1 | 44 | 1 |
| 3 | 0 | 1 | 47 | 5 | 3 | 50 | 0 |
| 4 | 0 | 3 | 50 | 5 | 4 | 51 | 0 |
| 5 | 1 | 4 | 54 | 5 | 6 | 54 | 0 |
| 6 | 1 | 5 | 57 | 5 | 8 | 56 | 0 |
| 7 | 2 | 6 | 60 | 5 | 10 | 57 | 0 |
| 8 | 3 | 7 | 62 | 5 | 12 | 56 | 0 |
| 9 | 4 | 8 | 64 | 5 | 13 | 53 | 0 |
| 10 | 4 | 9 | 66 | 5 | 14 | 52 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

33

5

0

27

1

2

0

0

41

5

1

44

1

3

0

1

47

5

3

50

0

4

0

3

50

5

4

51

0

5

1

4

54

5

6

54

0

6

1

5

57

5

8

56

0

7

2

6

60

5

10

57

0

8

3

7

62

5

12

56

0

9

4

8

64

5

13

53

0

10

4

9

66

5

14

52

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 421 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 257 | 4 | 25 |
| 3 | 1 | 0 | 0 | 0 | 227 | 4 | 27 |
| 4 | 3 | 0 | 0 | 0 | 197 | 4 | 28 |
| 5 | 4 | 0 | 0 | 0 | 179 | 4 | 29 |
| 6 | 5 | 0 | 0 | 0 | 176 | 4 | 31 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 31 |
| 8 | 7 | 0 | 2 | 0 | 177 | 2 | 32 |
| 9 | 8 | 1 | 3 | 0 | 179 | 1 | 33 |
| 10 | 9 | 1 | 3 | 0 | 181 | 4 | 33 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

421

4

18

2

0

0

0

0

257

4

25

3

1

0

0

0

227

4

27

4

3

0

0

0

197

4

28

5

4

0

0

0

179

4

29

6

5

0

0

0

176

4

31

7

6

0

0

0

173

4

31

8

7

0

2

0

177

2

32

9

8

1

3

0

179

1

33

10

9

1

3

0

181

4

33

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 6 | 0 | 18 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 25 | 0 | 4 |
| 3 | 18 | 16 | 16 | 0 | 27 | 0 | 4 |
| 4 | 20 | 17 | 18 | 0 | 28 | 0 | 4 |
| 5 | 22 | 19 | 20 | 0 | 29 | 0 | 4 |
| 6 | 23 | 21 | 21 | 0 | 31 | 0 | 4 |
| 7 | 25 | 22 | 23 | 0 | 31 | 0 | 4 |
| 8 | 26 | 24 | 24 | 1 | 32 | 0 | 4 |
| 9 | 28 | 24 | 25 | 3 | 33 | 0 | 4 |
| 10 | 29 | 25 | 26 | 3 | 33 | 1 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

6

0

18

0

4

2

14

12

12

0

25

0

4

3

18

16

16

0

27

0

4

4

20

17

18

0

28

0

4

5

22

19

20

0

29

0

4

6

23

21

21

0

31

0

4

7

25

22

23

0

31

0

4

8

26

24

24

1

32

0

4

9

28

24

25

3

33

0

4

10

29

25

26

3

33

1

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 10 | 13 | 20 | 6 | 0 | 0 |
| 2 | 44 | 18 | 17 | 23 | 12 | 0 | 0 |
| 3 | 50 | 21 | 20 | 28 | 16 | 0 | 0 |
| 4 | 51 | 22 | 21 | 33 | 18 | 0 | 0 |
| 5 | 54 | 23 | 22 | 36 | 20 | 0 | 0 |
| 6 | 56 | 25 | 24 | 40 | 21 | 0 | 0 |
| 7 | 57 | 26 | 25 | 41 | 23 | 0 | 0 |
| 8 | 56 | 28 | 27 | 42 | 24 | 0 | 0 |
| 9 | 53 | 30 | 27 | 43 | 25 | 0 | 0 |
| 10 | 52 | 27 | 27 | 43 | 26 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

27

10

13

20

6

0

0

2

44

18

17

23

12

0

0

3

50

21

20

28

16

0

0

4

51

22

21

33

18

0

0

5

54

23

22

36

20

0

0

6

56

25

24

40

21

0

0

7

57

26

25

41

23

0

0

8

56

28

27

42

24

0

0

9

53

30

27

43

25

0

0

10

52

27

27

43

26

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 | 9 | 0 | 0 | 9 |
| 2 | 0 | 19 | 0 | 9 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 9 | 0 | 0 | 10 |
| 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
| 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
| 6 | 3 | 44 | 0 | 9 | 0 | 0 | 10 |
| 7 | 3 | 46 | 0 | 9 | 0 | 0 | 10 |
| 8 | 7 | 44 | 0 | 9 | 0 | 0 | 10 |
| 9 | 5 | 41 | 0 | 9 | 1 | 0 | 10 |
| 10 | 5 | 43 | 0 | 9 | 1 | 0 | 10 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

11

0

9

0

0

9

2

0

19

0

9

0

0

9

3

1

30

0

9

0

0

10

4

2

38

0

9

0

0

10

5

2

40

0

9

0

0

10

6

3

44

0

9

0

0

10

7

3

46

0

9

0

0

10

8

7

44

0

9

0

0

10

9

5

41

0

9

1

0

10

10

5

43

0

9

1

0

10

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 4 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 |
| 6 | 0 | 6 | 0 | 5 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
| 8 | 0 | 13 | 0 | 8 | 16 | 0 | 4 |
| 9 | 0 | 19 | 0 | 8 | 16 | 0 | 4 |
| 10 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

4

10

0

4

2

0

0

0

7

12

0

4

3

0

0

0

7

12

0

4

4

0

0

0

6

14

0

4

5

0

2

0

5

15

0

4

6

0

6

0

5

15

0

4

7

0

8

0

7

16

0

4

8

0

13

0

8

16

0

4

9

0

19

0

8

16

0

4

10

0

19

0

9

16

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   EXPOSURES TO FINANCIAL INSTITUTIONS

2.1   EURO

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 47 | 126 | 240 | 578 | 1 210 |
| 2 | 6 | 21 | 47 | 126 | 240 | 578 | 992 |
| 3 | 7 | 23 | 48 | 118 | 236 | 575 | 821 |
| 4 | 8 | 26 | 51 | 120 | 235 | 573 | 687 |
| 5 | 10 | 28 | 56 | 123 | 235 | 573 | 582 |
| 6 | 11 | 31 | 59 | 127 | 235 | 573 | 573 |
| 7 | 12 | 33 | 61 | 130 | 235 | 573 | 573 |
| 8 | 12 | 34 | 61 | 128 | 235 | 573 | 573 |
| 9 | 12 | 35 | 60 | 127 | 235 | 573 | 573 |
| 10 | 13 | 36 | 61 | 127 | 235 | 573 | 573 |
| 11 | 13 | 37 | 61 | 127 | 235 | 573 | 573 |
| 12 | 14 | 38 | 61 | 127 | 235 | 573 | 573 |
| 13 | 14 | 38 | 61 | 127 | 235 | 573 | 573 |
| 14 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 15 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 16 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 17 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 18 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 19 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 20 | 14 | 39 | 61 | 127 | 235 | 573 | 573 |
| 21 | 15 | 39 | 61 | 127 | 235 | 573 | 573 |
| 22 | 15 | 39 | 61 | 127 | 235 | 573 | 573 |
| 23 | 16 | 39 | 61 | 127 | 235 | 573 | 573 |
| 24 | 17 | 39 | 61 | 127 | 235 | 573 | 573 |
| 25 | 17 | 39 | 61 | 127 | 235 | 573 | 573 |
| 26 | 18 | 39 | 61 | 127 | 235 | 573 | 573 |
| 27 | 19 | 39 | 61 | 127 | 235 | 573 | 573 |
| 28 | 20 | 39 | 61 | 127 | 235 | 573 | 573 |
| 29 | 20 | 39 | 61 | 127 | 235 | 573 | 573 |
| 30 | 20 | 39 | 61 | 127 | 235 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit 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

21

47

126

240

578

1 210

2

6

21

47

126

240

578

992

3

7

23

48

118

236

575

821

4

8

26

51

120

235

573

687

5

10

28

56

123

235

573

582

6

11

31

59

127

235

573

573

7

12

33

61

130

235

573

573

8

12

34

61

128

235

573

573

9

12

35

60

127

235

573

573

10

13

36

61

127

235

573

573

11

13

37

61

127

235

573

573

12

14

38

61

127

235

573

573

13

14

38

61

127

235

573

573

14

14

39

61

127

235

573

573

15

14

39

61

127

235

573

573

16

14

39

61

127

235

573

573

17

14

39

61

127

235

573

573

18

14

39

61

127

235

573

573

19

14

39

61

127

235

573

573

20

14

39

61

127

235

573

573

21

15

39

61

127

235

573

573

22

15

39

61

127

235

573

573

23

16

39

61

127

235

573

573

24

17

39

61

127

235

573

573

25

17

39

61

127

235

573

573

26

18

39

61

127

235

573

573

27

19

39

61

127

235

573

573

28

20

39

61

127

235

573

573

29

20

39

61

127

235

573

573

30

20

39

61

127

235

573

573

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 | 10 | 25 | 51 | 130 | 244 | 583 | 1 236 |
| 2 | 13 | 28 | 54 | 132 | 246 | 585 | 1 015 |
| 3 | 14 | 30 | 55 | 125 | 243 | 582 | 840 |
| 4 | 15 | 33 | 58 | 127 | 242 | 581 | 703 |
| 5 | 16 | 35 | 63 | 129 | 241 | 580 | 595 |
| 6 | 17 | 37 | 65 | 133 | 241 | 580 | 580 |
| 7 | 18 | 39 | 67 | 135 | 240 | 579 | 579 |
| 8 | 17 | 39 | 66 | 133 | 240 | 579 | 579 |
| 9 | 17 | 39 | 65 | 132 | 239 | 578 | 578 |
| 10 | 17 | 40 | 65 | 131 | 239 | 578 | 578 |
| 11 | 17 | 41 | 65 | 130 | 238 | 577 | 577 |
| 12 | 17 | 41 | 64 | 130 | 238 | 577 | 577 |
| 13 | 17 | 41 | 63 | 129 | 237 | 576 | 576 |
| 14 | 17 | 41 | 63 | 129 | 237 | 576 | 576 |
| 15 | 16 | 40 | 63 | 128 | 236 | 575 | 575 |
| 16 | 15 | 40 | 62 | 128 | 236 | 575 | 575 |
| 17 | 15 | 40 | 62 | 128 | 236 | 574 | 574 |
| 18 | 15 | 39 | 62 | 127 | 235 | 574 | 574 |
| 19 | 15 | 39 | 62 | 127 | 235 | 574 | 574 |
| 20 | 16 | 40 | 62 | 128 | 236 | 575 | 575 |
| 21 | 16 | 40 | 62 | 128 | 236 | 575 | 575 |
| 22 | 16 | 40 | 63 | 128 | 236 | 575 | 575 |
| 23 | 17 | 41 | 63 | 129 | 237 | 575 | 575 |
| 24 | 17 | 41 | 63 | 129 | 237 | 575 | 575 |
| 25 | 17 | 41 | 63 | 129 | 237 | 575 | 575 |
| 26 | 18 | 41 | 63 | 129 | 237 | 576 | 576 |
| 27 | 19 | 41 | 63 | 129 | 237 | 576 | 576 |
| 28 | 20 | 41 | 63 | 129 | 237 | 576 | 576 |
| 29 | 20 | 41 | 63 | 129 | 237 | 575 | 575 |
| 30 | 21 | 41 | 63 | 129 | 237 | 575 | 575 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

51

130

244

583

1 236

2

13

28

54

132

246

585

1 015

3

14

30

55

125

243

582

840

4

15

33

58

127

242

581

703

5

16

35

63

129

241

580

595

6

17

37

65

133

241

580

580

7

18

39

67

135

240

579

579

8

17

39

66

133

240

579

579

9

17

39

65

132

239

578

578

10

17

40

65

131

239

578

578

11

17

41

65

130

238

577

577

12

17

41

64

130

238

577

577

13

17

41

63

129

237

576

576

14

17

41

63

129

237

576

576

15

16

40

63

128

236

575

575

16

15

40

62

128

236

575

575

17

15

40

62

128

236

574

574

18

15

39

62

127

235

574

574

19

15

39

62

127

235

574

574

20

16

40

62

128

236

575

575

21

16

40

62

128

236

575

575

22

16

40

63

128

236

575

575

23

17

41

63

129

237

575

575

24

17

41

63

129

237

575

575

25

17

41

63

129

237

575

575

26

18

41

63

129

237

576

576

27

19

41

63

129

237

576

576

28

20

41

63

129

237

576

576

29

20

41

63

129

237

575

575

30

21

41

63

129

237

575

575

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 | 21 | 47 | 125 | 239 | 578 | 1 210 |
| 2 | 6 | 21 | 47 | 125 | 239 | 578 | 992 |
| 3 | 7 | 23 | 48 | 118 | 236 | 574 | 821 |
| 4 | 8 | 26 | 50 | 120 | 235 | 573 | 687 |
| 5 | 10 | 28 | 56 | 122 | 234 | 573 | 582 |
| 6 | 11 | 31 | 59 | 127 | 234 | 573 | 573 |
| 7 | 12 | 33 | 61 | 129 | 234 | 573 | 573 |
| 8 | 12 | 34 | 60 | 128 | 234 | 573 | 573 |
| 9 | 12 | 35 | 60 | 127 | 234 | 573 | 573 |
| 10 | 13 | 36 | 60 | 126 | 234 | 573 | 573 |
| 11 | 13 | 37 | 61 | 126 | 234 | 573 | 573 |
| 12 | 14 | 38 | 61 | 126 | 234 | 573 | 573 |
| 13 | 14 | 38 | 61 | 126 | 234 | 573 | 573 |
| 14 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 15 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 16 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 17 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 18 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 19 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 20 | 14 | 39 | 61 | 126 | 234 | 573 | 573 |
| 21 | 15 | 39 | 61 | 126 | 234 | 573 | 573 |
| 22 | 15 | 39 | 61 | 126 | 234 | 573 | 573 |
| 23 | 16 | 39 | 61 | 126 | 234 | 573 | 573 |
| 24 | 17 | 39 | 61 | 126 | 234 | 573 | 573 |
| 25 | 17 | 39 | 61 | 126 | 235 | 573 | 573 |
| 26 | 18 | 39 | 61 | 126 | 235 | 573 | 573 |
| 27 | 19 | 39 | 61 | 126 | 235 | 573 | 573 |
| 28 | 20 | 39 | 61 | 126 | 235 | 573 | 573 |
| 29 | 20 | 39 | 61 | 126 | 235 | 573 | 573 |
| 30 | 20 | 39 | 61 | 126 | 235 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit 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

21

47

125

239

578

1 210

2

6

21

47

125

239

578

992

3

7

23

48

118

236

574

821

4

8

26

50

120

235

573

687

5

10

28

56

122

234

573

582

6

11

31

59

127

234

573

573

7

12

33

61

129

234

573

573

8

12

34

60

128

234

573

573

9

12

35

60

127

234

573

573

10

13

36

60

126

234

573

573

11

13

37

61

126

234

573

573

12

14

38

61

126

234

573

573

13

14

38

61

126

234

573

573

14

14

39

61

126

234

573

573

15

14

39

61

126

234

573

573

16

14

39

61

126

234

573

573

17

14

39

61

126

234

573

573

18

14

39

61

126

234

573

573

19

14

39

61

126

234

573

573

20

14

39

61

126

234

573

573

21

15

39

61

126

234

573

573

22

15

39

61

126

234

573

573

23

16

39

61

126

234

573

573

24

17

39

61

126

234

573

573

25

17

39

61

126

235

573

573

26

18

39

61

126

235

573

573

27

19

39

61

126

235

573

573

28

20

39

61

126

235

573

573

29

20

39

61

126

235

573

573

30

20

39

61

126

235

573

573

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 | 85 | 100 | 126 | 205 | 319 | 658 | 1 217 |
| 2 | 80 | 95 | 121 | 200 | 314 | 653 | 1 000 |
| 3 | 84 | 100 | 125 | 195 | 313 | 652 | 829 |
| 4 | 83 | 100 | 125 | 194 | 309 | 648 | 695 |
| 5 | 81 | 100 | 128 | 194 | 306 | 645 | 645 |
| 6 | 80 | 100 | 129 | 197 | 304 | 643 | 643 |
| 7 | 79 | 100 | 128 | 197 | 302 | 641 | 641 |
| 8 | 78 | 100 | 126 | 194 | 300 | 639 | 639 |
| 9 | 77 | 99 | 125 | 191 | 299 | 638 | 638 |
| 10 | 73 | 96 | 121 | 187 | 295 | 634 | 634 |
| 11 | 71 | 95 | 118 | 184 | 292 | 631 | 631 |
| 12 | 70 | 94 | 117 | 183 | 291 | 629 | 629 |
| 13 | 69 | 94 | 116 | 182 | 290 | 629 | 629 |
| 14 | 69 | 93 | 115 | 181 | 289 | 628 | 628 |
| 15 | 69 | 93 | 115 | 181 | 289 | 628 | 628 |
| 16 | 68 | 92 | 114 | 180 | 288 | 627 | 627 |
| 17 | 67 | 92 | 114 | 180 | 288 | 626 | 626 |
| 18 | 67 | 91 | 113 | 179 | 287 | 626 | 626 |
| 19 | 66 | 90 | 112 | 178 | 286 | 625 | 625 |
| 20 | 65 | 89 | 112 | 177 | 285 | 624 | 624 |
| 21 | 64 | 89 | 111 | 177 | 285 | 623 | 623 |
| 22 | 64 | 88 | 110 | 176 | 284 | 623 | 623 |
| 23 | 63 | 87 | 109 | 175 | 283 | 622 | 622 |
| 24 | 62 | 86 | 108 | 174 | 282 | 621 | 621 |
| 25 | 61 | 85 | 107 | 173 | 281 | 620 | 620 |
| 26 | 59 | 84 | 106 | 172 | 280 | 618 | 618 |
| 27 | 58 | 83 | 105 | 171 | 279 | 617 | 617 |
| 28 | 57 | 82 | 104 | 170 | 278 | 616 | 616 |
| 29 | 56 | 81 | 103 | 168 | 276 | 615 | 615 |
| 30 | 55 | 80 | 102 | 167 | 275 | 614 | 614 |

Duration (in years)

Credit quality step 0

Credit 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

100

126

205

319

658

1 217

2

80

95

121

200

314

653

1 000

3

84

100

125

195

313

652

829

4

83

100

125

194

309

648

695

5

81

100

128

194

306

645

645

6

80

100

129

197

304

643

643

7

79

100

128

197

302

641

641

8

78

100

126

194

300

639

639

9

77

99

125

191

299

638

638

10

73

96

121

187

295

634

634

11

71

95

118

184

292

631

631

12

70

94

117

183

291

629

629

13

69

94

116

182

290

629

629

14

69

93

115

181

289

628

628

15

69

93

115

181

289

628

628

16

68

92

114

180

288

627

627

17

67

92

114

180

288

626

626

18

67

91

113

179

287

626

626

19

66

90

112

178

286

625

625

20

65

89

112

177

285

624

624

21

64

89

111

177

285

623

623

22

64

88

110

176

284

623

623

23

63

87

109

175

283

622

622

24

62

86

108

174

282

621

621

25

61

85

107

173

281

620

620

26

59

84

106

172

280

618

618

27

58

83

105

171

279

617

617

28

57

82

104

170

278

616

616

29

56

81

103

168

276

615

615

30

55

80

102

167

275

614

614

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 | 9 | 25 | 51 | 129 | 243 | 582 | 1 208 |
| 2 | 11 | 26 | 52 | 131 | 245 | 584 | 992 |
| 3 | 14 | 30 | 54 | 125 | 243 | 581 | 822 |
| 4 | 15 | 33 | 58 | 127 | 242 | 581 | 688 |
| 5 | 17 | 36 | 63 | 130 | 242 | 581 | 583 |
| 6 | 18 | 38 | 67 | 134 | 242 | 581 | 581 |
| 7 | 19 | 40 | 68 | 137 | 242 | 580 | 580 |
| 8 | 19 | 40 | 67 | 134 | 241 | 580 | 580 |
| 9 | 18 | 41 | 66 | 133 | 241 | 579 | 579 |
| 10 | 18 | 41 | 66 | 132 | 240 | 579 | 579 |
| 11 | 18 | 42 | 66 | 132 | 240 | 578 | 578 |
| 12 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 13 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 14 | 18 | 43 | 65 | 131 | 239 | 577 | 577 |
| 15 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 16 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 17 | 17 | 42 | 64 | 130 | 238 | 576 | 576 |
| 18 | 17 | 42 | 64 | 130 | 238 | 576 | 576 |
| 19 | 17 | 42 | 64 | 130 | 238 | 576 | 576 |
| 20 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 21 | 18 | 42 | 65 | 130 | 238 | 577 | 577 |
| 22 | 18 | 43 | 65 | 131 | 239 | 577 | 577 |
| 23 | 18 | 43 | 65 | 131 | 239 | 578 | 578 |
| 24 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 25 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 26 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 27 | 19 | 43 | 65 | 131 | 239 | 578 | 578 |
| 28 | 20 | 43 | 65 | 131 | 239 | 578 | 578 |
| 29 | 20 | 43 | 65 | 131 | 239 | 578 | 578 |
| 30 | 21 | 43 | 65 | 131 | 239 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit 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

25

51

129

243

582

1 208

2

11

26

52

131

245

584

992

3

14

30

54

125

243

581

822

4

15

33

58

127

242

581

688

5

17

36

63

130

242

581

583

6

18

38

67

134

242

581

581

7

19

40

68

137

242

580

580

8

19

40

67

134

241

580

580

9

18

41

66

133

241

579

579

10

18

41

66

132

240

579

579

11

18

42

66

132

240

578

578

12

19

43

65

131

239

578

578

13

19

43

65

131

239

578

578

14

18

43

65

131

239

577

577

15

18

42

64

130

238

577

577

16

18

42

64

130

238

577

577

17

17

42

64

130

238

576

576

18

17

42

64

130

238

576

576

19

17

42

64

130

238

576

576

20

18

42

64

130

238

577

577

21

18

42

65

130

238

577

577

22

18

43

65

131

239

577

577

23

18

43

65

131

239

578

578

24

19

43

65

131

239

578

578

25

19

43

65

131

239

578

578

26

19

43

65

131

239

578

578

27

19

43

65

131

239

578

578

28

20

43

65

131

239

578

578

29

20

43

65

131

239

578

578

30

21

43

65

131

239

577

577

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 | 52 | 67 | 93 | 172 | 286 | 625 | 1 221 |
| 2 | 56 | 71 | 97 | 176 | 290 | 628 | 1 003 |
| 3 | 61 | 78 | 102 | 172 | 290 | 629 | 831 |
| 4 | 65 | 82 | 107 | 176 | 291 | 630 | 697 |
| 5 | 67 | 86 | 113 | 180 | 292 | 631 | 631 |
| 6 | 68 | 88 | 116 | 184 | 292 | 631 | 631 |
| 7 | 69 | 90 | 117 | 186 | 291 | 630 | 630 |
| 8 | 67 | 89 | 116 | 183 | 290 | 629 | 629 |
| 9 | 66 | 88 | 114 | 181 | 288 | 627 | 627 |
| 10 | 65 | 88 | 113 | 179 | 287 | 626 | 626 |
| 11 | 64 | 88 | 111 | 177 | 285 | 624 | 624 |
| 12 | 63 | 87 | 110 | 176 | 284 | 622 | 622 |
| 13 | 62 | 86 | 108 | 174 | 282 | 621 | 621 |
| 14 | 60 | 85 | 107 | 173 | 281 | 619 | 619 |
| 15 | 59 | 83 | 105 | 171 | 279 | 618 | 618 |
| 16 | 58 | 82 | 104 | 170 | 278 | 617 | 617 |
| 17 | 57 | 81 | 103 | 169 | 277 | 616 | 616 |
| 18 | 56 | 80 | 103 | 168 | 276 | 615 | 615 |
| 19 | 55 | 80 | 102 | 168 | 276 | 615 | 615 |
| 20 | 55 | 79 | 101 | 167 | 275 | 614 | 614 |
| 21 | 54 | 78 | 101 | 166 | 274 | 613 | 613 |
| 22 | 53 | 78 | 100 | 166 | 274 | 612 | 612 |
| 23 | 53 | 77 | 99 | 165 | 273 | 612 | 612 |
| 24 | 52 | 76 | 98 | 164 | 272 | 611 | 611 |
| 25 | 51 | 75 | 97 | 163 | 271 | 610 | 610 |
| 26 | 50 | 74 | 96 | 162 | 270 | 609 | 609 |
| 27 | 49 | 73 | 95 | 161 | 269 | 608 | 608 |
| 28 | 48 | 73 | 95 | 160 | 268 | 607 | 607 |
| 29 | 47 | 72 | 94 | 160 | 268 | 606 | 606 |
| 30 | 47 | 71 | 93 | 159 | 267 | 606 | 606 |

Duration (in years)

Credit quality step 0

Credit 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

67

93

172

286

625

1 221

2

56

71

97

176

290

628

1 003

3

61

78

102

172

290

629

831

4

65

82

107

176

291

630

697

5

67

86

113

180

292

631

631

6

68

88

116

184

292

631

631

7

69

90

117

186

291

630

630

8

67

89

116

183

290

629

629

9

66

88

114

181

288

627

627

10

65

88

113

179

287

626

626

11

64

88

111

177

285

624

624

12

63

87

110

176

284

622

622

13

62

86

108

174

282

621

621

14

60

85

107

173

281

619

619

15

59

83

105

171

279

618

618

16

58

82

104

170

278

617

617

17

57

81

103

169

277

616

616

18

56

80

103

168

276

615

615

19

55

80

102

168

276

615

615

20

55

79

101

167

275

614

614

21

54

78

101

166

274

613

613

22

53

78

100

166

274

612

612

23

53

77

99

165

273

612

612

24

52

76

98

164

272

611

611

25

51

75

97

163

271

610

610

26

50

74

96

162

270

609

609

27

49

73

95

161

269

608

608

28

48

73

95

160

268

607

607

29

47

72

94

160

268

606

606

30

47

71

93

159

267

606

606

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 | 5 | 20 | 46 | 125 | 239 | 578 | 1 209 |
| 2 | 5 | 20 | 46 | 125 | 239 | 578 | 991 |
| 3 | 6 | 22 | 47 | 117 | 235 | 574 | 821 |
| 4 | 7 | 25 | 50 | 119 | 234 | 573 | 687 |
| 5 | 9 | 28 | 55 | 122 | 234 | 573 | 582 |
| 6 | 10 | 30 | 58 | 126 | 234 | 573 | 573 |
| 7 | 11 | 32 | 60 | 129 | 234 | 573 | 573 |
| 8 | 11 | 33 | 60 | 127 | 234 | 573 | 573 |
| 9 | 11 | 34 | 60 | 126 | 234 | 573 | 573 |
| 10 | 12 | 35 | 60 | 126 | 234 | 573 | 573 |
| 11 | 13 | 36 | 60 | 126 | 234 | 573 | 573 |
| 12 | 13 | 37 | 60 | 126 | 234 | 573 | 573 |
| 13 | 13 | 38 | 60 | 126 | 234 | 573 | 573 |
| 14 | 14 | 38 | 60 | 126 | 234 | 573 | 573 |
| 15 | 14 | 38 | 60 | 126 | 234 | 573 | 573 |
| 16 | 13 | 38 | 60 | 126 | 234 | 573 | 573 |
| 17 | 13 | 38 | 60 | 126 | 234 | 573 | 573 |
| 18 | 13 | 38 | 60 | 126 | 234 | 573 | 573 |
| 19 | 14 | 38 | 60 | 126 | 234 | 573 | 573 |
| 20 | 14 | 38 | 60 | 126 | 234 | 573 | 573 |
| 21 | 15 | 38 | 60 | 126 | 234 | 573 | 573 |
| 22 | 15 | 38 | 60 | 126 | 234 | 573 | 573 |
| 23 | 16 | 38 | 60 | 126 | 234 | 573 | 573 |
| 24 | 17 | 38 | 60 | 126 | 234 | 573 | 573 |
| 25 | 17 | 38 | 60 | 126 | 234 | 573 | 573 |
| 26 | 18 | 38 | 60 | 126 | 234 | 573 | 573 |
| 27 | 19 | 38 | 60 | 126 | 234 | 573 | 573 |
| 28 | 20 | 38 | 60 | 126 | 234 | 573 | 573 |
| 29 | 20 | 38 | 60 | 126 | 234 | 573 | 573 |
| 30 | 20 | 38 | 60 | 126 | 234 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

46

125

239

578

1 209

2

5

20

46

125

239

578

991

3

6

22

47

117

235

574

821

4

7

25

50

119

234

573

687

5

9

28

55

122

234

573

582

6

10

30

58

126

234

573

573

7

11

32

60

129

234

573

573

8

11

33

60

127

234

573

573

9

11

34

60

126

234

573

573

10

12

35

60

126

234

573

573

11

13

36

60

126

234

573

573

12

13

37

60

126

234

573

573

13

13

38

60

126

234

573

573

14

14

38

60

126

234

573

573

15

14

38

60

126

234

573

573

16

13

38

60

126

234

573

573

17

13

38

60

126

234

573

573

18

13

38

60

126

234

573

573

19

14

38

60

126

234

573

573

20

14

38

60

126

234

573

573

21

15

38

60

126

234

573

573

22

15

38

60

126

234

573

573

23

16

38

60

126

234

573

573

24

17

38

60

126

234

573

573

25

17

38

60

126

234

573

573

26

18

38

60

126

234

573

573

27

19

38

60

126

234

573

573

28

20

38

60

126

234

573

573

29

20

38

60

126

234

573

573

30

20

38

60

126

234

573

573

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 | 7 | 25 | 57 | 158 | 258 | 596 | 1 228 |
| 2 | 7 | 25 | 57 | 158 | 258 | 596 | 1 007 |
| 3 | 8 | 27 | 57 | 142 | 254 | 592 | 833 |
| 4 | 10 | 29 | 58 | 130 | 252 | 591 | 697 |
| 5 | 11 | 31 | 59 | 118 | 251 | 589 | 589 |
| 6 | 14 | 35 | 62 | 109 | 250 | 588 | 588 |
| 7 | 15 | 37 | 63 | 101 | 248 | 587 | 587 |
| 8 | 16 | 38 | 61 | 94 | 247 | 586 | 586 |
| 9 | 19 | 45 | 65 | 88 | 246 | 585 | 585 |
| 10 | 18 | 45 | 62 | 84 | 245 | 584 | 584 |
| 11 | 17 | 44 | 60 | 83 | 245 | 583 | 583 |
| 12 | 17 | 43 | 61 | 84 | 244 | 583 | 583 |
| 13 | 17 | 44 | 61 | 84 | 243 | 582 | 582 |
| 14 | 17 | 44 | 61 | 84 | 242 | 581 | 581 |
| 15 | 17 | 44 | 61 | 84 | 241 | 580 | 580 |
| 16 | 17 | 44 | 61 | 84 | 240 | 579 | 579 |
| 17 | 17 | 44 | 61 | 84 | 239 | 578 | 578 |
| 18 | 17 | 44 | 61 | 84 | 238 | 577 | 577 |
| 19 | 17 | 44 | 61 | 84 | 238 | 577 | 577 |
| 20 | 17 | 44 | 61 | 84 | 239 | 578 | 578 |
| 21 | 17 | 44 | 61 | 84 | 239 | 578 | 578 |
| 22 | 17 | 44 | 61 | 84 | 239 | 578 | 578 |
| 23 | 17 | 44 | 61 | 84 | 239 | 577 | 577 |
| 24 | 17 | 44 | 61 | 84 | 238 | 577 | 577 |
| 25 | 17 | 44 | 61 | 84 | 238 | 576 | 576 |
| 26 | 18 | 44 | 61 | 84 | 237 | 576 | 576 |
| 27 | 19 | 44 | 61 | 84 | 237 | 575 | 575 |
| 28 | 20 | 44 | 61 | 84 | 236 | 575 | 575 |
| 29 | 20 | 44 | 61 | 84 | 236 | 575 | 575 |
| 30 | 20 | 44 | 61 | 84 | 236 | 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

7

25

57

158

258

596

1 228

2

7

25

57

158

258

596

1 007

3

8

27

57

142

254

592

833

4

10

29

58

130

252

591

697

5

11

31

59

118

251

589

589

6

14

35

62

109

250

588

588

7

15

37

63

101

248

587

587

8

16

38

61

94

247

586

586

9

19

45

65

88

246

585

585

10

18

45

62

84

245

584

584

11

17

44

60

83

245

583

583

12

17

43

61

84

244

583

583

13

17

44

61

84

243

582

582

14

17

44

61

84

242

581

581

15

17

44

61

84

241

580

580

16

17

44

61

84

240

579

579

17

17

44

61

84

239

578

578

18

17

44

61

84

238

577

577

19

17

44

61

84

238

577

577

20

17

44

61

84

239

578

578

21

17

44

61

84

239

578

578

22

17

44

61

84

239

578

578

23

17

44

61

84

239

577

577

24

17

44

61

84

238

577

577

25

17

44

61

84

238

576

576

26

18

44

61

84

237

576

576

27

19

44

61

84

237

575

575

28

20

44

61

84

236

575

575

29

20

44

61

84

236

575

575

30

20

44

61

84

236

574

574

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 | 87 | 102 | 128 | 207 | 321 | 660 | 1 264 |
| 2 | 85 | 100 | 126 | 205 | 319 | 657 | 1 042 |
| 3 | 84 | 100 | 124 | 195 | 313 | 651 | 865 |
| 4 | 82 | 100 | 125 | 194 | 309 | 648 | 725 |
| 5 | 81 | 100 | 127 | 194 | 306 | 645 | 645 |
| 6 | 80 | 100 | 128 | 196 | 304 | 642 | 642 |
| 7 | 78 | 99 | 127 | 196 | 301 | 639 | 639 |
| 8 | 76 | 97 | 124 | 191 | 298 | 637 | 637 |
| 9 | 73 | 96 | 121 | 188 | 296 | 634 | 634 |
| 10 | 72 | 95 | 120 | 186 | 294 | 633 | 633 |
| 11 | 71 | 95 | 118 | 184 | 292 | 631 | 631 |
| 12 | 70 | 94 | 117 | 182 | 290 | 629 | 629 |
| 13 | 68 | 93 | 115 | 181 | 289 | 628 | 628 |
| 14 | 67 | 91 | 113 | 179 | 287 | 626 | 626 |
| 15 | 66 | 90 | 112 | 178 | 286 | 625 | 625 |
| 16 | 64 | 89 | 111 | 177 | 285 | 623 | 623 |
| 17 | 63 | 88 | 110 | 175 | 283 | 622 | 622 |
| 18 | 62 | 87 | 109 | 174 | 282 | 621 | 621 |
| 19 | 61 | 86 | 108 | 174 | 282 | 620 | 620 |
| 20 | 60 | 85 | 107 | 173 | 281 | 620 | 620 |
| 21 | 60 | 84 | 106 | 172 | 280 | 619 | 619 |
| 22 | 59 | 83 | 105 | 171 | 279 | 618 | 618 |
| 23 | 58 | 82 | 104 | 170 | 278 | 617 | 617 |
| 24 | 57 | 81 | 103 | 169 | 277 | 616 | 616 |
| 25 | 56 | 80 | 102 | 168 | 276 | 615 | 615 |
| 26 | 55 | 79 | 101 | 167 | 275 | 614 | 614 |
| 27 | 54 | 78 | 100 | 166 | 274 | 613 | 613 |
| 28 | 53 | 77 | 99 | 165 | 273 | 612 | 612 |
| 29 | 52 | 76 | 98 | 164 | 272 | 611 | 611 |
| 30 | 51 | 75 | 97 | 163 | 271 | 610 | 610 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

87

102

128

207

321

660

1 264

2

85

100

126

205

319

657

1 042

3

84

100

124

195

313

651

865

4

82

100

125

194

309

648

725

5

81

100

127

194

306

645

645

6

80

100

128

196

304

642

642

7

78

99

127

196

301

639

639

8

76

97

124

191

298

637

637

9

73

96

121

188

296

634

634

10

72

95

120

186

294

633

633

11

71

95

118

184

292

631

631

12

70

94

117

182

290

629

629

13

68

93

115

181

289

628

628

14

67

91

113

179

287

626

626

15

66

90

112

178

286

625

625

16

64

89

111

177

285

623

623

17

63

88

110

175

283

622

622

18

62

87

109

174

282

621

621

19

61

86

108

174

282

620

620

20

60

85

107

173

281

620

620

21

60

84

106

172

280

619

619

22

59

83

105

171

279

618

618

23

58

82

104

170

278

617

617

24

57

81

103

169

277

616

616

25

56

80

102

168

276

615

615

26

55

79

101

167

275

614

614

27

54

78

100

166

274

613

613

28

53

77

99

165

273

612

612

29

52

76

98

164

272

611

611

30

51

75

97

163

271

610

610

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 | 60 | 75 | 101 | 180 | 294 | 633 | 1 244 |
| 2 | 59 | 74 | 100 | 179 | 293 | 632 | 1 022 |
| 3 | 59 | 75 | 100 | 170 | 288 | 626 | 847 |
| 4 | 59 | 76 | 101 | 170 | 285 | 624 | 710 |
| 5 | 58 | 77 | 104 | 171 | 283 | 622 | 622 |
| 6 | 57 | 77 | 106 | 174 | 281 | 620 | 620 |
| 7 | 57 | 78 | 106 | 174 | 279 | 618 | 618 |
| 8 | 55 | 77 | 104 | 171 | 278 | 616 | 616 |
| 9 | 54 | 76 | 102 | 168 | 276 | 615 | 615 |
| 10 | 53 | 76 | 101 | 167 | 275 | 613 | 613 |
| 11 | 52 | 76 | 100 | 166 | 274 | 612 | 612 |
| 12 | 52 | 76 | 99 | 165 | 273 | 612 | 612 |
| 13 | 52 | 76 | 98 | 164 | 272 | 611 | 611 |
| 14 | 51 | 75 | 97 | 163 | 271 | 610 | 610 |
| 15 | 50 | 75 | 97 | 163 | 271 | 609 | 609 |
| 16 | 49 | 74 | 96 | 162 | 270 | 608 | 608 |
| 17 | 49 | 73 | 95 | 161 | 269 | 608 | 608 |
| 18 | 48 | 72 | 94 | 160 | 268 | 607 | 607 |
| 19 | 47 | 72 | 94 | 160 | 268 | 606 | 606 |
| 20 | 47 | 72 | 94 | 159 | 268 | 606 | 606 |
| 21 | 47 | 71 | 93 | 159 | 267 | 606 | 606 |
| 22 | 47 | 71 | 93 | 159 | 267 | 606 | 606 |
| 23 | 46 | 70 | 92 | 158 | 266 | 605 | 605 |
| 24 | 45 | 70 | 92 | 158 | 266 | 604 | 604 |
| 25 | 45 | 69 | 91 | 157 | 265 | 604 | 604 |
| 26 | 44 | 68 | 90 | 156 | 264 | 603 | 603 |
| 27 | 43 | 68 | 90 | 156 | 264 | 602 | 602 |
| 28 | 43 | 67 | 89 | 155 | 263 | 602 | 602 |
| 29 | 42 | 66 | 88 | 154 | 262 | 601 | 601 |
| 30 | 41 | 66 | 88 | 154 | 262 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

60

75

101

180

294

633

1 244

2

59

74

100

179

293

632

1 022

3

59

75

100

170

288

626

847

4

59

76

101

170

285

624

710

5

58

77

104

171

283

622

622

6

57

77

106

174

281

620

620

7

57

78

106

174

279

618

618

8

55

77

104

171

278

616

616

9

54

76

102

168

276

615

615

10

53

76

101

167

275

613

613

11

52

76

100

166

274

612

612

12

52

76

99

165

273

612

612

13

52

76

98

164

272

611

611

14

51

75

97

163

271

610

610

15

50

75

97

163

271

609

609

16

49

74

96

162

270

608

608

17

49

73

95

161

269

608

608

18

48

72

94

160

268

607

607

19

47

72

94

160

268

606

606

20

47

72

94

159

268

606

606

21

47

71

93

159

267

606

606

22

47

71

93

159

267

606

606

23

46

70

92

158

266

605

605

24

45

70

92

158

266

604

604

25

45

69

91

157

265

604

604

26

44

68

90

156

264

603

603

27

43

68

90

156

264

602

602

28

43

67

89

155

263

602

602

29

42

66

88

154

262

601

601

30

41

66

88

154

262

600

600

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 | 46 | 72 | 150 | 264 | 603 | 1 232 |
| 2 | 31 | 46 | 72 | 151 | 265 | 604 | 1 012 |
| 3 | 31 | 48 | 72 | 142 | 260 | 599 | 838 |
| 4 | 32 | 49 | 74 | 143 | 258 | 597 | 701 |
| 5 | 32 | 51 | 78 | 145 | 257 | 596 | 596 |
| 6 | 33 | 53 | 81 | 149 | 256 | 595 | 595 |
| 7 | 33 | 54 | 82 | 150 | 255 | 594 | 594 |
| 8 | 32 | 54 | 81 | 148 | 255 | 593 | 593 |
| 9 | 32 | 54 | 80 | 146 | 254 | 593 | 593 |
| 10 | 31 | 54 | 79 | 145 | 253 | 592 | 592 |
| 11 | 31 | 55 | 79 | 144 | 252 | 591 | 591 |
| 12 | 31 | 55 | 78 | 144 | 252 | 590 | 590 |
| 13 | 30 | 55 | 77 | 143 | 251 | 590 | 590 |
| 14 | 30 | 54 | 76 | 142 | 250 | 589 | 589 |
| 15 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 16 | 28 | 52 | 75 | 140 | 248 | 587 | 587 |
| 17 | 28 | 52 | 74 | 140 | 248 | 587 | 587 |
| 18 | 27 | 51 | 74 | 139 | 247 | 586 | 586 |
| 19 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 20 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 21 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 22 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 23 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 24 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 25 | 26 | 51 | 73 | 139 | 247 | 585 | 585 |
| 26 | 26 | 51 | 73 | 138 | 246 | 585 | 585 |
| 27 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 28 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 29 | 25 | 50 | 72 | 138 | 246 | 584 | 584 |
| 30 | 25 | 50 | 72 | 137 | 245 | 584 | 584 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

46

72

150

264

603

1 232

2

31

46

72

151

265

604

1 012

3

31

48

72

142

260

599

838

4

32

49

74

143

258

597

701

5

32

51

78

145

257

596

596

6

33

53

81

149

256

595

595

7

33

54

82

150

255

594

594

8

32

54

81

148

255

593

593

9

32

54

80

146

254

593

593

10

31

54

79

145

253

592

592

11

31

55

79

144

252

591

591

12

31

55

78

144

252

590

590

13

30

55

77

143

251

590

590

14

30

54

76

142

250

589

589

15

29

53

75

141

249

588

588

16

28

52

75

140

248

587

587

17

28

52

74

140

248

587

587

18

27

51

74

139

247

586

586

19

27

51

73

139

247

586

586

20

27

51

73

139

247

586

586

21

27

51

73

139

247

586

586

22

27

51

73

139

247

586

586

23

27

51

73

139

247

586

586

24

27

51

73

139

247

586

586

25

26

51

73

139

247

585

585

26

26

51

73

138

246

585

585

27

26

50

72

138

246

585

585

28

26

50

72

138

246

585

585

29

25

50

72

138

246

584

584

30

25

50

72

137

245

584

584

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 | 26 | 105 | 219 | 558 | 1 203 |
| 2 | 1 | 5 | 27 | 106 | 220 | 559 | 987 |
| 3 | 2 | 5 | 29 | 99 | 217 | 555 | 816 |
| 4 | 2 | 6 | 31 | 100 | 216 | 554 | 683 |
| 5 | 3 | 9 | 37 | 103 | 215 | 554 | 578 |
| 6 | 4 | 12 | 40 | 108 | 215 | 554 | 554 |
| 7 | 5 | 14 | 42 | 110 | 215 | 554 | 554 |
| 8 | 5 | 15 | 41 | 109 | 215 | 554 | 554 |
| 9 | 7 | 15 | 41 | 108 | 215 | 554 | 554 |
| 10 | 7 | 17 | 41 | 107 | 215 | 554 | 554 |
| 11 | 8 | 19 | 43 | 108 | 216 | 555 | 555 |
| 12 | 8 | 18 | 41 | 107 | 215 | 554 | 554 |
| 13 | 10 | 20 | 42 | 108 | 216 | 555 | 555 |
| 14 | 10 | 20 | 42 | 108 | 216 | 555 | 555 |
| 15 | 11 | 19 | 41 | 107 | 215 | 553 | 553 |
| 16 | 11 | 18 | 40 | 106 | 214 | 552 | 552 |
| 17 | 12 | 18 | 40 | 105 | 213 | 552 | 552 |
| 18 | 13 | 18 | 40 | 106 | 214 | 552 | 552 |
| 19 | 14 | 19 | 40 | 106 | 214 | 553 | 553 |
| 20 | 14 | 19 | 41 | 107 | 215 | 553 | 553 |
| 21 | 15 | 20 | 41 | 107 | 215 | 554 | 554 |
| 22 | 15 | 21 | 41 | 107 | 215 | 554 | 554 |
| 23 | 16 | 22 | 41 | 107 | 215 | 554 | 554 |
| 24 | 17 | 22 | 42 | 107 | 215 | 554 | 554 |
| 25 | 17 | 23 | 43 | 107 | 215 | 554 | 554 |
| 26 | 18 | 24 | 45 | 107 | 215 | 554 | 554 |
| 27 | 18 | 25 | 46 | 107 | 215 | 554 | 554 |
| 28 | 19 | 25 | 47 | 107 | 215 | 554 | 554 |
| 29 | 20 | 26 | 48 | 107 | 215 | 554 | 554 |
| 30 | 20 | 28 | 49 | 107 | 215 | 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

0

3

26

105

219

558

1 203

2

1

5

27

106

220

559

987

3

2

5

29

99

217

555

816

4

2

6

31

100

216

554

683

5

3

9

37

103

215

554

578

6

4

12

40

108

215

554

554

7

5

14

42

110

215

554

554

8

5

15

41

109

215

554

554

9

7

15

41

108

215

554

554

10

7

17

41

107

215

554

554

11

8

19

43

108

216

555

555

12

8

18

41

107

215

554

554

13

10

20

42

108

216

555

555

14

10

20

42

108

216

555

555

15

11

19

41

107

215

553

553

16

11

18

40

106

214

552

552

17

12

18

40

105

213

552

552

18

13

18

40

106

214

552

552

19

14

19

40

106

214

553

553

20

14

19

41

107

215

553

553

21

15

20

41

107

215

554

554

22

15

21

41

107

215

554

554

23

16

22

41

107

215

554

554

24

17

22

42

107

215

554

554

25

17

23

43

107

215

554

554

26

18

24

45

107

215

554

554

27

18

25

46

107

215

554

554

28

19

25

47

107

215

554

554

29

20

26

48

107

215

554

554

30

20

28

49

107

215

554

554

2.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 62 | 88 | 167 | 281 | 620 | 1 252 |
| 2 | 47 | 62 | 88 | 167 | 281 | 620 | 1 027 |
| 3 | 48 | 64 | 89 | 159 | 277 | 615 | 850 |
| 4 | 48 | 66 | 91 | 160 | 275 | 614 | 711 |
| 5 | 49 | 67 | 95 | 161 | 274 | 612 | 612 |
| 6 | 49 | 69 | 97 | 165 | 272 | 611 | 611 |
| 7 | 49 | 70 | 98 | 166 | 271 | 610 | 610 |
| 8 | 48 | 69 | 96 | 163 | 270 | 609 | 609 |
| 9 | 47 | 69 | 95 | 161 | 269 | 608 | 608 |
| 10 | 46 | 70 | 94 | 160 | 268 | 607 | 607 |
| 11 | 46 | 70 | 93 | 159 | 267 | 606 | 606 |
| 12 | 46 | 70 | 93 | 159 | 267 | 605 | 605 |
| 13 | 45 | 70 | 92 | 158 | 266 | 605 | 605 |
| 14 | 45 | 69 | 91 | 157 | 265 | 604 | 604 |
| 15 | 44 | 69 | 91 | 156 | 264 | 603 | 603 |
| 16 | 43 | 68 | 90 | 155 | 264 | 602 | 602 |
| 17 | 43 | 67 | 89 | 155 | 263 | 602 | 602 |
| 18 | 42 | 66 | 88 | 154 | 262 | 601 | 601 |
| 19 | 42 | 66 | 88 | 154 | 262 | 601 | 601 |
| 20 | 41 | 66 | 88 | 154 | 262 | 601 | 601 |
| 21 | 41 | 66 | 88 | 154 | 262 | 600 | 600 |
| 22 | 41 | 65 | 87 | 153 | 261 | 600 | 600 |
| 23 | 40 | 65 | 87 | 153 | 261 | 600 | 600 |
| 24 | 40 | 64 | 86 | 152 | 260 | 599 | 599 |
| 25 | 39 | 64 | 86 | 152 | 260 | 598 | 598 |
| 26 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 27 | 38 | 63 | 85 | 150 | 258 | 597 | 597 |
| 28 | 38 | 62 | 84 | 150 | 258 | 597 | 597 |
| 29 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 30 | 36 | 61 | 83 | 149 | 257 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit 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

62

88

167

281

620

1 252

2

47

62

88

167

281

620

1 027

3

48

64

89

159

277

615

850

4

48

66

91

160

275

614

711

5

49

67

95

161

274

612

612

6

49

69

97

165

272

611

611

7

49

70

98

166

271

610

610

8

48

69

96

163

270

609

609

9

47

69

95

161

269

608

608

10

46

70

94

160

268

607

607

11

46

70

93

159

267

606

606

12

46

70

93

159

267

605

605

13

45

70

92

158

266

605

605

14

45

69

91

157

265

604

604

15

44

69

91

156

264

603

603

16

43

68

90

155

264

602

602

17

43

67

89

155

263

602

602

18

42

66

88

154

262

601

601

19

42

66

88

154

262

601

601

20

41

66

88

154

262

601

601

21

41

66

88

154

262

600

600

22

41

65

87

153

261

600

600

23

40

65

87

153

261

600

600

24

40

64

86

152

260

599

599

25

39

64

86

152

260

598

598

26

39

63

85

151

259

598

598

27

38

63

85

150

258

597

597

28

38

62

84

150

258

597

597

29

37

61

83

149

257

596

596

30

36

61

83

149

257

595

595

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 | 15 | 30 | 56 | 135 | 249 | 588 | 1 239 |
| 2 | 19 | 34 | 60 | 139 | 253 | 592 | 1 017 |
| 3 | 23 | 40 | 64 | 134 | 252 | 591 | 842 |
| 4 | 27 | 45 | 70 | 139 | 254 | 592 | 705 |
| 5 | 30 | 49 | 76 | 143 | 255 | 594 | 597 |
| 6 | 29 | 49 | 77 | 145 | 253 | 592 | 592 |
| 7 | 34 | 55 | 83 | 152 | 257 | 596 | 596 |
| 8 | 33 | 55 | 81 | 149 | 255 | 594 | 594 |
| 9 | 34 | 56 | 82 | 148 | 256 | 595 | 595 |
| 10 | 36 | 59 | 84 | 150 | 258 | 596 | 596 |
| 11 | 38 | 61 | 85 | 151 | 259 | 598 | 598 |
| 12 | 39 | 63 | 86 | 152 | 260 | 598 | 598 |
| 13 | 40 | 64 | 86 | 152 | 260 | 599 | 599 |
| 14 | 40 | 65 | 87 | 152 | 260 | 599 | 599 |
| 15 | 40 | 65 | 87 | 153 | 261 | 599 | 599 |
| 16 | 40 | 64 | 86 | 152 | 260 | 599 | 599 |
| 17 | 40 | 64 | 86 | 152 | 260 | 599 | 599 |
| 18 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 19 | 38 | 63 | 85 | 151 | 259 | 598 | 598 |
| 20 | 38 | 63 | 85 | 151 | 259 | 598 | 598 |
| 21 | 38 | 63 | 85 | 151 | 259 | 597 | 597 |
| 22 | 38 | 63 | 85 | 150 | 258 | 597 | 597 |
| 23 | 38 | 62 | 84 | 150 | 258 | 597 | 597 |
| 24 | 37 | 62 | 84 | 150 | 258 | 597 | 597 |
| 25 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 26 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 27 | 36 | 60 | 82 | 148 | 256 | 595 | 595 |
| 28 | 36 | 60 | 82 | 148 | 256 | 595 | 595 |
| 29 | 35 | 59 | 81 | 147 | 255 | 594 | 594 |
| 30 | 35 | 59 | 81 | 147 | 255 | 594 | 594 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

30

56

135

249

588

1 239

2

19

34

60

139

253

592

1 017

3

23

40

64

134

252

591

842

4

27

45

70

139

254

592

705

5

30

49

76

143

255

594

597

6

29

49

77

145

253

592

592

7

34

55

83

152

257

596

596

8

33

55

81

149

255

594

594

9

34

56

82

148

256

595

595

10

36

59

84

150

258

596

596

11

38

61

85

151

259

598

598

12

39

63

86

152

260

598

598

13

40

64

86

152

260

599

599

14

40

65

87

152

260

599

599

15

40

65

87

153

261

599

599

16

40

64

86

152

260

599

599

17

40

64

86

152

260

599

599

18

39

63

85

151

259

598

598

19

38

63

85

151

259

598

598

20

38

63

85

151

259

598

598

21

38

63

85

151

259

597

597

22

38

63

85

150

258

597

597

23

38

62

84

150

258

597

597

24

37

62

84

150

258

597

597

25

37

61

83

149

257

596

596

26

37

61

83

149

257

596

596

27

36

60

82

148

256

595

595

28

36

60

82

148

256

595

595

29

35

59

81

147

255

594

594

30

35

59

81

147

255

594

594

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 | 14 | 29 | 55 | 133 | 247 | 586 | 1 248 |
| 2 | 15 | 30 | 56 | 135 | 249 | 587 | 1 025 |
| 3 | 17 | 33 | 58 | 128 | 246 | 585 | 848 |
| 4 | 19 | 36 | 61 | 130 | 245 | 584 | 709 |
| 5 | 20 | 39 | 66 | 133 | 245 | 584 | 600 |
| 6 | 22 | 42 | 70 | 138 | 245 | 584 | 584 |
| 7 | 23 | 44 | 72 | 140 | 245 | 584 | 584 |
| 8 | 23 | 45 | 71 | 139 | 245 | 584 | 584 |
| 9 | 23 | 46 | 71 | 138 | 246 | 584 | 584 |
| 10 | 24 | 47 | 72 | 138 | 246 | 585 | 585 |
| 11 | 25 | 48 | 72 | 138 | 246 | 585 | 585 |
| 12 | 25 | 49 | 72 | 138 | 246 | 585 | 585 |
| 13 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 14 | 26 | 51 | 73 | 138 | 246 | 585 | 585 |
| 15 | 26 | 51 | 73 | 139 | 247 | 585 | 585 |
| 16 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 17 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 18 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 19 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 20 | 26 | 50 | 73 | 138 | 246 | 585 | 585 |
| 21 | 26 | 51 | 73 | 138 | 246 | 585 | 585 |
| 22 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 23 | 26 | 50 | 72 | 138 | 246 | 585 | 585 |
| 24 | 25 | 50 | 72 | 138 | 246 | 584 | 584 |
| 25 | 25 | 49 | 71 | 137 | 245 | 584 | 584 |
| 26 | 25 | 49 | 71 | 137 | 245 | 584 | 584 |
| 27 | 24 | 49 | 71 | 137 | 245 | 583 | 583 |
| 28 | 24 | 48 | 70 | 136 | 244 | 583 | 583 |
| 29 | 24 | 48 | 70 | 136 | 244 | 583 | 583 |
| 30 | 23 | 48 | 70 | 136 | 244 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

29

55

133

247

586

1 248

2

15

30

56

135

249

587

1 025

3

17

33

58

128

246

585

848

4

19

36

61

130

245

584

709

5

20

39

66

133

245

584

600

6

22

42

70

138

245

584

584

7

23

44

72

140

245

584

584

8

23

45

71

139

245

584

584

9

23

46

71

138

246

584

584

10

24

47

72

138

246

585

585

11

25

48

72

138

246

585

585

12

25

49

72

138

246

585

585

13

26

50

72

138

246

585

585

14

26

51

73

138

246

585

585

15

26

51

73

139

247

585

585

16

26

50

72

138

246

585

585

17

26

50

72

138

246

585

585

18

26

50

72

138

246

585

585

19

26

50

72

138

246

585

585

20

26

50

73

138

246

585

585

21

26

51

73

138

246

585

585

22

26

50

72

138

246

585

585

23

26

50

72

138

246

585

585

24

25

50

72

138

246

584

584

25

25

49

71

137

245

584

584

26

25

49

71

137

245

584

584

27

24

49

71

137

245

583

583

28

24

48

70

136

244

583

583

29

24

48

70

136

244

583

583

30

23

48

70

136

244

582

582

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 | 65 | 91 | 170 | 284 | 622 | 1 263 |
| 2 | 53 | 68 | 94 | 172 | 286 | 625 | 1 038 |
| 3 | 57 | 73 | 97 | 168 | 286 | 624 | 862 |
| 4 | 59 | 76 | 101 | 170 | 286 | 624 | 722 |
| 5 | 61 | 80 | 107 | 174 | 286 | 625 | 625 |
| 6 | 62 | 82 | 111 | 179 | 286 | 625 | 625 |
| 7 | 63 | 84 | 112 | 181 | 286 | 625 | 625 |
| 8 | 63 | 85 | 111 | 179 | 285 | 624 | 624 |
| 9 | 63 | 85 | 111 | 177 | 285 | 624 | 624 |
| 10 | 63 | 86 | 111 | 177 | 285 | 624 | 624 |
| 11 | 63 | 87 | 111 | 177 | 285 | 623 | 623 |
| 12 | 63 | 87 | 110 | 176 | 284 | 623 | 623 |
| 13 | 63 | 87 | 109 | 175 | 283 | 622 | 622 |
| 14 | 62 | 86 | 108 | 174 | 282 | 621 | 621 |
| 15 | 61 | 85 | 107 | 173 | 281 | 620 | 620 |
| 16 | 60 | 84 | 106 | 172 | 280 | 619 | 619 |
| 17 | 59 | 84 | 106 | 172 | 280 | 618 | 618 |
| 18 | 59 | 83 | 105 | 171 | 279 | 618 | 618 |
| 19 | 58 | 82 | 104 | 170 | 278 | 617 | 617 |
| 20 | 57 | 81 | 104 | 169 | 277 | 616 | 616 |
| 21 | 56 | 81 | 103 | 169 | 277 | 615 | 615 |
| 22 | 56 | 80 | 102 | 168 | 276 | 615 | 615 |
| 23 | 55 | 79 | 101 | 167 | 275 | 614 | 614 |
| 24 | 54 | 78 | 100 | 166 | 274 | 613 | 613 |
| 25 | 53 | 77 | 99 | 165 | 273 | 612 | 612 |
| 26 | 52 | 76 | 98 | 164 | 272 | 611 | 611 |
| 27 | 51 | 75 | 97 | 163 | 271 | 610 | 610 |
| 28 | 50 | 75 | 97 | 162 | 270 | 609 | 609 |
| 29 | 49 | 74 | 96 | 161 | 270 | 608 | 608 |
| 30 | 48 | 73 | 95 | 161 | 269 | 607 | 607 |

Duration (in years)

Credit quality step 0

Credit 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

65

91

170

284

622

1 263

2

53

68

94

172

286

625

1 038

3

57

73

97

168

286

624

862

4

59

76

101

170

286

624

722

5

61

80

107

174

286

625

625

6

62

82

111

179

286

625

625

7

63

84

112

181

286

625

625

8

63

85

111

179

285

624

624

9

63

85

111

177

285

624

624

10

63

86

111

177

285

624

624

11

63

87

111

177

285

623

623

12

63

87

110

176

284

623

623

13

63

87

109

175

283

622

622

14

62

86

108

174

282

621

621

15

61

85

107

173

281

620

620

16

60

84

106

172

280

619

619

17

59

84

106

172

280

618

618

18

59

83

105

171

279

618

618

19

58

82

104

170

278

617

617

20

57

81

104

169

277

616

616

21

56

81

103

169

277

615

615

22

56

80

102

168

276

615

615

23

55

79

101

167

275

614

614

24

54

78

100

166

274

613

613

25

53

77

99

165

273

612

612

26

52

76

98

164

272

611

611

27

51

75

97

163

271

610

610

28

50

75

97

162

270

609

609

29

49

74

96

161

270

608

608

30

48

73

95

161

269

607

607

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 | 96 | 122 | 201 | 315 | 654 | 1 301 |
| 2 | 85 | 100 | 126 | 205 | 319 | 658 | 1 071 |
| 3 | 86 | 103 | 127 | 197 | 315 | 654 | 889 |
| 4 | 87 | 104 | 129 | 198 | 313 | 652 | 746 |
| 5 | 90 | 109 | 136 | 203 | 315 | 654 | 654 |
| 6 | 92 | 112 | 140 | 208 | 316 | 654 | 654 |
| 7 | 93 | 114 | 142 | 211 | 316 | 654 | 654 |
| 8 | 94 | 116 | 143 | 210 | 317 | 655 | 655 |
| 9 | 95 | 117 | 143 | 210 | 317 | 656 | 656 |
| 10 | 95 | 119 | 143 | 209 | 317 | 656 | 656 |
| 11 | 95 | 119 | 143 | 209 | 317 | 655 | 655 |
| 12 | 95 | 119 | 142 | 208 | 316 | 654 | 654 |
| 13 | 94 | 118 | 141 | 206 | 314 | 653 | 653 |
| 14 | 93 | 117 | 139 | 205 | 313 | 652 | 652 |
| 15 | 91 | 116 | 138 | 203 | 311 | 650 | 650 |
| 16 | 90 | 114 | 136 | 202 | 310 | 649 | 649 |
| 17 | 88 | 113 | 135 | 201 | 309 | 647 | 647 |
| 18 | 87 | 111 | 133 | 199 | 307 | 646 | 646 |
| 19 | 86 | 110 | 132 | 198 | 306 | 645 | 645 |
| 20 | 84 | 109 | 131 | 197 | 305 | 643 | 643 |
| 21 | 83 | 107 | 129 | 195 | 303 | 642 | 642 |
| 22 | 81 | 106 | 128 | 194 | 302 | 640 | 640 |
| 23 | 80 | 104 | 126 | 192 | 300 | 639 | 639 |
| 24 | 78 | 103 | 125 | 191 | 299 | 637 | 637 |
| 25 | 77 | 101 | 123 | 189 | 297 | 636 | 636 |
| 26 | 75 | 99 | 122 | 187 | 295 | 634 | 634 |
| 27 | 74 | 98 | 120 | 186 | 294 | 633 | 633 |
| 28 | 72 | 96 | 118 | 184 | 292 | 631 | 631 |
| 29 | 71 | 95 | 117 | 183 | 291 | 630 | 630 |
| 30 | 69 | 94 | 116 | 181 | 289 | 628 | 628 |

Duration (in years)

Credit quality step 0

Credit 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

96

122

201

315

654

1 301

2

85

100

126

205

319

658

1 071

3

86

103

127

197

315

654

889

4

87

104

129

198

313

652

746

5

90

109

136

203

315

654

654

6

92

112

140

208

316

654

654

7

93

114

142

211

316

654

654

8

94

116

143

210

317

655

655

9

95

117

143

210

317

656

656

10

95

119

143

209

317

656

656

11

95

119

143

209

317

655

655

12

95

119

142

208

316

654

654

13

94

118

141

206

314

653

653

14

93

117

139

205

313

652

652

15

91

116

138

203

311

650

650

16

90

114

136

202

310

649

649

17

88

113

135

201

309

647

647

18

87

111

133

199

307

646

646

19

86

110

132

198

306

645

645

20

84

109

131

197

305

643

643

21

83

107

129

195

303

642

642

22

81

106

128

194

302

640

640

23

80

104

126

192

300

639

639

24

78

103

125

191

299

637

637

25

77

101

123

189

297

636

636

26

75

99

122

187

295

634

634

27

74

98

120

186

294

633

633

28

72

96

118

184

292

631

631

29

71

95

117

183

291

630

630

30

69

94

116

181

289

628

628

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 | 7 | 22 | 48 | 126 | 240 | 579 | 1 245 |
| 2 | 10 | 25 | 51 | 130 | 244 | 583 | 1 023 |
| 3 | 14 | 30 | 55 | 125 | 243 | 581 | 847 |
| 4 | 17 | 34 | 59 | 128 | 243 | 582 | 708 |
| 5 | 20 | 38 | 66 | 132 | 245 | 583 | 599 |
| 6 | 21 | 41 | 70 | 138 | 245 | 584 | 584 |
| 7 | 23 | 44 | 72 | 141 | 246 | 584 | 584 |
| 8 | 23 | 45 | 72 | 139 | 246 | 584 | 584 |
| 9 | 23 | 46 | 72 | 138 | 246 | 585 | 585 |
| 10 | 24 | 47 | 72 | 138 | 246 | 585 | 585 |
| 11 | 25 | 48 | 72 | 138 | 246 | 585 | 585 |
| 12 | 25 | 49 | 72 | 137 | 246 | 584 | 584 |
| 13 | 25 | 49 | 71 | 137 | 245 | 584 | 584 |
| 14 | 24 | 48 | 70 | 136 | 244 | 583 | 583 |
| 15 | 23 | 48 | 70 | 136 | 244 | 582 | 582 |
| 16 | 22 | 47 | 69 | 135 | 243 | 581 | 581 |
| 17 | 22 | 46 | 68 | 134 | 242 | 581 | 581 |
| 18 | 21 | 46 | 68 | 134 | 242 | 581 | 581 |
| 19 | 21 | 46 | 68 | 134 | 242 | 580 | 580 |
| 20 | 21 | 46 | 68 | 134 | 242 | 581 | 581 |
| 21 | 22 | 46 | 68 | 134 | 242 | 581 | 581 |
| 22 | 22 | 46 | 68 | 134 | 242 | 581 | 581 |
| 23 | 22 | 46 | 68 | 134 | 242 | 581 | 581 |
| 24 | 22 | 46 | 68 | 134 | 242 | 581 | 581 |
| 25 | 21 | 46 | 68 | 134 | 242 | 580 | 580 |
| 26 | 21 | 46 | 68 | 134 | 242 | 580 | 580 |
| 27 | 21 | 45 | 67 | 133 | 241 | 580 | 580 |
| 28 | 21 | 45 | 67 | 133 | 241 | 580 | 580 |
| 29 | 21 | 45 | 67 | 133 | 241 | 580 | 580 |
| 30 | 21 | 45 | 67 | 133 | 241 | 580 | 580 |

Duration (in years)

Credit quality step 0

Credit 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

22

48

126

240

579

1 245

2

10

25

51

130

244

583

1 023

3

14

30

55

125

243

581

847

4

17

34

59

128

243

582

708

5

20

38

66

132

245

583

599

6

21

41

70

138

245

584

584

7

23

44

72

141

246

584

584

8

23

45

72

139

246

584

584

9

23

46

72

138

246

585

585

10

24

47

72

138

246

585

585

11

25

48

72

138

246

585

585

12

25

49

72

137

246

584

584

13

25

49

71

137

245

584

584

14

24

48

70

136

244

583

583

15

23

48

70

136

244

582

582

16

22

47

69

135

243

581

581

17

22

46

68

134

242

581

581

18

21

46

68

134

242

581

581

19

21

46

68

134

242

580

580

20

21

46

68

134

242

581

581

21

22

46

68

134

242

581

581

22

22

46

68

134

242

581

581

23

22

46

68

134

242

581

581

24

22

46

68

134

242

581

581

25

21

46

68

134

242

580

580

26

21

46

68

134

242

580

580

27

21

45

67

133

241

580

580

28

21

45

67

133

241

580

580

29

21

45

67

133

241

580

580

30

21

45

67

133

241

580

580

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 | 92 | 107 | 133 | 212 | 326 | 665 | 1 342 |
| 2 | 93 | 108 | 134 | 213 | 327 | 665 | 1 102 |
| 3 | 94 | 110 | 134 | 205 | 323 | 661 | 913 |
| 4 | 95 | 112 | 137 | 206 | 321 | 660 | 764 |
| 5 | 96 | 114 | 142 | 208 | 320 | 659 | 659 |
| 6 | 96 | 116 | 144 | 212 | 320 | 658 | 658 |
| 7 | 97 | 118 | 146 | 214 | 319 | 658 | 658 |
| 8 | 96 | 118 | 145 | 212 | 319 | 658 | 658 |
| 9 | 96 | 118 | 144 | 210 | 318 | 657 | 657 |
| 10 | 95 | 118 | 142 | 208 | 316 | 655 | 655 |
| 11 | 93 | 117 | 141 | 207 | 315 | 653 | 653 |
| 12 | 92 | 116 | 139 | 205 | 313 | 651 | 651 |
| 13 | 90 | 115 | 137 | 203 | 311 | 649 | 649 |
| 14 | 89 | 113 | 135 | 201 | 309 | 648 | 648 |
| 15 | 87 | 111 | 133 | 199 | 307 | 646 | 646 |
| 16 | 85 | 109 | 131 | 197 | 305 | 644 | 644 |
| 17 | 83 | 107 | 129 | 195 | 303 | 642 | 642 |
| 18 | 81 | 106 | 128 | 194 | 302 | 640 | 640 |
| 19 | 80 | 104 | 126 | 192 | 300 | 639 | 639 |
| 20 | 79 | 103 | 125 | 191 | 299 | 638 | 638 |
| 21 | 78 | 102 | 124 | 190 | 298 | 637 | 637 |
| 22 | 77 | 101 | 123 | 189 | 297 | 636 | 636 |
| 23 | 76 | 100 | 122 | 188 | 296 | 635 | 635 |
| 24 | 75 | 99 | 121 | 187 | 295 | 634 | 634 |
| 25 | 73 | 98 | 120 | 186 | 294 | 633 | 633 |
| 26 | 72 | 97 | 119 | 185 | 293 | 631 | 631 |
| 27 | 71 | 96 | 118 | 183 | 292 | 630 | 630 |
| 28 | 70 | 95 | 117 | 182 | 290 | 629 | 629 |
| 29 | 69 | 94 | 116 | 181 | 289 | 628 | 628 |
| 30 | 68 | 93 | 115 | 180 | 288 | 627 | 627 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

92

107

133

212

326

665

1 342

2

93

108

134

213

327

665

1 102

3

94

110

134

205

323

661

913

4

95

112

137

206

321

660

764

5

96

114

142

208

320

659

659

6

96

116

144

212

320

658

658

7

97

118

146

214

319

658

658

8

96

118

145

212

319

658

658

9

96

118

144

210

318

657

657

10

95

118

142

208

316

655

655

11

93

117

141

207

315

653

653

12

92

116

139

205

313

651

651

13

90

115

137

203

311

649

649

14

89

113

135

201

309

648

648

15

87

111

133

199

307

646

646

16

85

109

131

197

305

644

644

17

83

107

129

195

303

642

642

18

81

106

128

194

302

640

640

19

80

104

126

192

300

639

639

20

79

103

125

191

299

638

638

21

78

102

124

190

298

637

637

22

77

101

123

189

297

636

636

23

76

100

122

188

296

635

635

24

75

99

121

187

295

634

634

25

73

98

120

186

294

633

633

26

72

97

119

185

293

631

631

27

71

96

118

183

292

630

630

28

70

95

117

182

290

629

629

29

69

94

116

181

289

628

628

30

68

93

115

180

288

627

627

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 | 348 | 363 | 389 | 468 | 582 | 921 | 1 373 |
| 2 | 78 | 93 | 119 | 197 | 311 | 650 | 1 125 |
| 3 | 82 | 98 | 122 | 193 | 311 | 649 | 928 |
| 4 | 85 | 103 | 128 | 197 | 312 | 651 | 776 |
| 5 | 88 | 107 | 134 | 201 | 313 | 652 | 656 |
| 6 | 90 | 110 | 138 | 206 | 314 | 653 | 653 |
| 7 | 92 | 113 | 141 | 209 | 314 | 653 | 653 |
| 8 | 92 | 114 | 141 | 208 | 315 | 654 | 654 |
| 9 | 93 | 115 | 141 | 208 | 315 | 654 | 654 |
| 10 | 93 | 116 | 141 | 207 | 315 | 654 | 654 |
| 11 | 94 | 117 | 141 | 207 | 315 | 654 | 654 |
| 12 | 94 | 118 | 141 | 207 | 315 | 654 | 654 |
| 13 | 95 | 119 | 141 | 207 | 315 | 654 | 654 |
| 14 | 96 | 120 | 142 | 208 | 316 | 655 | 655 |
| 15 | 96 | 121 | 143 | 209 | 317 | 655 | 655 |
| 16 | 97 | 122 | 144 | 210 | 318 | 656 | 656 |
| 17 | 98 | 123 | 145 | 211 | 319 | 657 | 657 |
| 18 | 99 | 124 | 146 | 212 | 320 | 658 | 658 |
| 19 | 100 | 125 | 147 | 213 | 321 | 659 | 659 |
| 20 | 101 | 125 | 147 | 213 | 321 | 660 | 660 |
| 21 | 101 | 126 | 148 | 213 | 321 | 660 | 660 |
| 22 | 101 | 125 | 147 | 213 | 321 | 660 | 660 |
| 23 | 100 | 125 | 147 | 213 | 321 | 660 | 660 |
| 24 | 100 | 124 | 146 | 212 | 320 | 659 | 659 |
| 25 | 99 | 123 | 145 | 211 | 319 | 658 | 658 |
| 26 | 98 | 122 | 144 | 210 | 318 | 657 | 657 |
| 27 | 97 | 121 | 143 | 209 | 317 | 656 | 656 |
| 28 | 95 | 120 | 142 | 207 | 315 | 654 | 654 |
| 29 | 94 | 118 | 140 | 206 | 314 | 653 | 653 |
| 30 | 93 | 117 | 139 | 205 | 313 | 652 | 652 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

348

363

389

468

582

921

1 373

2

78

93

119

197

311

650

1 125

3

82

98

122

193

311

649

928

4

85

103

128

197

312

651

776

5

88

107

134

201

313

652

656

6

90

110

138

206

314

653

653

7

92

113

141

209

314

653

653

8

92

114

141

208

315

654

654

9

93

115

141

208

315

654

654

10

93

116

141

207

315

654

654

11

94

117

141

207

315

654

654

12

94

118

141

207

315

654

654

13

95

119

141

207

315

654

654

14

96

120

142

208

316

655

655

15

96

121

143

209

317

655

655

16

97

122

144

210

318

656

656

17

98

123

145

211

319

657

657

18

99

124

146

212

320

658

658

19

100

125

147

213

321

659

659

20

101

125

147

213

321

660

660

21

101

126

148

213

321

660

660

22

101

125

147

213

321

660

660

23

100

125

147

213

321

660

660

24

100

124

146

212

320

659

659

25

99

123

145

211

319

658

658

26

98

122

144

210

318

657

657

27

97

121

143

209

317

656

656

28

95

120

142

207

315

654

654

29

94

118

140

206

314

653

653

30

93

117

139

205

313

652

652

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 | 10 | 36 | 115 | 229 | 568 | 1 223 |
| 2 | 1 | 10 | 36 | 115 | 229 | 568 | 1 002 |
| 3 | 2 | 12 | 37 | 107 | 225 | 563 | 829 |
| 4 | 2 | 14 | 39 | 108 | 223 | 562 | 693 |
| 5 | 3 | 16 | 43 | 110 | 222 | 561 | 586 |
| 6 | 4 | 17 | 46 | 114 | 221 | 560 | 560 |
| 7 | 5 | 19 | 47 | 116 | 221 | 559 | 559 |
| 8 | 5 | 19 | 46 | 113 | 220 | 559 | 559 |
| 9 | 7 | 19 | 45 | 111 | 219 | 558 | 558 |
| 10 | 7 | 20 | 44 | 110 | 218 | 557 | 557 |
| 11 | 8 | 21 | 44 | 110 | 218 | 557 | 557 |
| 12 | 8 | 21 | 44 | 110 | 218 | 557 | 557 |
| 13 | 10 | 22 | 44 | 110 | 218 | 557 | 557 |
| 14 | 10 | 22 | 44 | 110 | 218 | 557 | 557 |
| 15 | 11 | 23 | 45 | 111 | 219 | 557 | 557 |
| 16 | 11 | 23 | 45 | 110 | 219 | 557 | 557 |
| 17 | 12 | 23 | 45 | 111 | 219 | 558 | 558 |
| 18 | 13 | 23 | 45 | 111 | 219 | 558 | 558 |
| 19 | 14 | 24 | 46 | 112 | 220 | 559 | 559 |
| 20 | 14 | 25 | 47 | 113 | 221 | 560 | 560 |
| 21 | 15 | 26 | 48 | 114 | 222 | 560 | 560 |
| 22 | 16 | 26 | 49 | 114 | 222 | 561 | 561 |
| 23 | 17 | 27 | 49 | 115 | 223 | 562 | 562 |
| 24 | 17 | 28 | 50 | 116 | 224 | 562 | 562 |
| 25 | 17 | 28 | 50 | 116 | 224 | 563 | 563 |
| 26 | 18 | 28 | 51 | 116 | 224 | 563 | 563 |
| 27 | 19 | 29 | 51 | 117 | 225 | 564 | 564 |
| 28 | 20 | 29 | 51 | 117 | 225 | 564 | 564 |
| 29 | 20 | 30 | 52 | 117 | 225 | 564 | 564 |
| 30 | 21 | 30 | 52 | 118 | 226 | 564 | 564 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

10

36

115

229

568

1 223

2

1

10

36

115

229

568

1 002

3

2

12

37

107

225

563

829

4

2

14

39

108

223

562

693

5

3

16

43

110

222

561

586

6

4

17

46

114

221

560

560

7

5

19

47

116

221

559

559

8

5

19

46

113

220

559

559

9

7

19

45

111

219

558

558

10

7

20

44

110

218

557

557

11

8

21

44

110

218

557

557

12

8

21

44

110

218

557

557

13

10

22

44

110

218

557

557

14

10

22

44

110

218

557

557

15

11

23

45

111

219

557

557

16

11

23

45

110

219

557

557

17

12

23

45

111

219

558

558

18

13

23

45

111

219

558

558

19

14

24

46

112

220

559

559

20

14

25

47

113

221

560

560

21

15

26

48

114

222

560

560

22

16

26

49

114

222

561

561

23

17

27

49

115

223

562

562

24

17

28

50

116

224

562

562

25

17

28

50

116

224

563

563

26

18

28

51

116

224

563

563

27

19

29

51

117

225

564

564

28

20

29

51

117

225

564

564

29

20

30

52

117

225

564

564

30

21

30

52

118

226

564

564

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 | 53 | 68 | 94 | 173 | 287 | 626 | 1 254 |
| 2 | 54 | 69 | 95 | 174 | 288 | 627 | 1 029 |
| 3 | 55 | 72 | 96 | 166 | 284 | 623 | 852 |
| 4 | 56 | 73 | 98 | 167 | 282 | 621 | 714 |
| 5 | 56 | 75 | 102 | 169 | 281 | 620 | 620 |
| 6 | 57 | 77 | 105 | 173 | 281 | 620 | 620 |
| 7 | 57 | 78 | 106 | 174 | 279 | 618 | 618 |
| 8 | 56 | 78 | 105 | 172 | 279 | 617 | 617 |
| 9 | 55 | 78 | 104 | 170 | 278 | 617 | 617 |
| 10 | 55 | 78 | 102 | 168 | 276 | 615 | 615 |
| 11 | 54 | 77 | 101 | 167 | 275 | 614 | 614 |
| 12 | 52 | 76 | 99 | 165 | 273 | 612 | 612 |
| 13 | 51 | 75 | 98 | 164 | 272 | 610 | 610 |
| 14 | 50 | 74 | 96 | 162 | 270 | 609 | 609 |
| 15 | 48 | 73 | 95 | 161 | 269 | 607 | 607 |
| 16 | 47 | 71 | 93 | 159 | 267 | 606 | 606 |
| 17 | 45 | 70 | 92 | 158 | 266 | 604 | 604 |
| 18 | 44 | 69 | 91 | 156 | 264 | 603 | 603 |
| 19 | 43 | 68 | 90 | 156 | 264 | 602 | 602 |
| 20 | 43 | 67 | 89 | 155 | 263 | 602 | 602 |
| 21 | 42 | 66 | 89 | 154 | 262 | 601 | 601 |
| 22 | 41 | 66 | 88 | 154 | 262 | 601 | 601 |
| 23 | 41 | 65 | 87 | 153 | 261 | 600 | 600 |
| 24 | 40 | 64 | 86 | 152 | 260 | 599 | 599 |
| 25 | 39 | 64 | 86 | 152 | 260 | 598 | 598 |
| 26 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 27 | 38 | 62 | 84 | 150 | 258 | 597 | 597 |
| 28 | 37 | 62 | 84 | 150 | 258 | 596 | 596 |
| 29 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 30 | 36 | 60 | 82 | 148 | 256 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit 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

68

94

173

287

626

1 254

2

54

69

95

174

288

627

1 029

3

55

72

96

166

284

623

852

4

56

73

98

167

282

621

714

5

56

75

102

169

281

620

620

6

57

77

105

173

281

620

620

7

57

78

106

174

279

618

618

8

56

78

105

172

279

617

617

9

55

78

104

170

278

617

617

10

55

78

102

168

276

615

615

11

54

77

101

167

275

614

614

12

52

76

99

165

273

612

612

13

51

75

98

164

272

610

610

14

50

74

96

162

270

609

609

15

48

73

95

161

269

607

607

16

47

71

93

159

267

606

606

17

45

70

92

158

266

604

604

18

44

69

91

156

264

603

603

19

43

68

90

156

264

602

602

20

43

67

89

155

263

602

602

21

42

66

89

154

262

601

601

22

41

66

88

154

262

601

601

23

41

65

87

153

261

600

600

24

40

64

86

152

260

599

599

25

39

64

86

152

260

598

598

26

39

63

85

151

259

598

598

27

38

62

84

150

258

597

597

28

37

62

84

150

258

596

596

29

37

61

83

149

257

596

596

30

36

60

82

148

256

595

595

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 | 130 | 156 | 234 | 348 | 687 | 1 348 |
| 2 | 116 | 131 | 157 | 235 | 350 | 688 | 1 105 |
| 3 | 118 | 134 | 159 | 229 | 347 | 686 | 915 |
| 4 | 120 | 137 | 162 | 231 | 347 | 685 | 766 |
| 5 | 122 | 140 | 168 | 234 | 347 | 685 | 685 |
| 6 | 122 | 142 | 171 | 239 | 346 | 685 | 685 |
| 7 | 123 | 144 | 172 | 241 | 346 | 684 | 684 |
| 8 | 122 | 144 | 171 | 238 | 345 | 684 | 684 |
| 9 | 121 | 144 | 170 | 236 | 344 | 683 | 683 |
| 10 | 121 | 144 | 169 | 235 | 343 | 681 | 681 |
| 11 | 120 | 143 | 167 | 233 | 341 | 680 | 680 |
| 12 | 118 | 142 | 165 | 231 | 339 | 678 | 678 |
| 13 | 117 | 141 | 163 | 229 | 337 | 676 | 676 |
| 14 | 115 | 139 | 161 | 227 | 335 | 674 | 674 |
| 15 | 112 | 137 | 159 | 224 | 332 | 671 | 671 |
| 16 | 110 | 134 | 156 | 222 | 330 | 669 | 669 |
| 17 | 107 | 132 | 154 | 220 | 328 | 666 | 666 |
| 18 | 105 | 129 | 151 | 217 | 325 | 664 | 664 |
| 19 | 103 | 127 | 149 | 215 | 323 | 662 | 662 |
| 20 | 101 | 126 | 148 | 213 | 321 | 660 | 660 |
| 21 | 99 | 124 | 146 | 212 | 320 | 659 | 659 |
| 22 | 98 | 122 | 144 | 210 | 318 | 657 | 657 |
| 23 | 96 | 120 | 142 | 208 | 316 | 655 | 655 |
| 24 | 94 | 118 | 140 | 206 | 314 | 653 | 653 |
| 25 | 92 | 117 | 139 | 205 | 313 | 651 | 651 |
| 26 | 91 | 115 | 137 | 203 | 311 | 650 | 650 |
| 27 | 89 | 113 | 135 | 201 | 309 | 648 | 648 |
| 28 | 87 | 112 | 134 | 199 | 307 | 646 | 646 |
| 29 | 86 | 110 | 132 | 198 | 306 | 645 | 645 |
| 30 | 84 | 109 | 130 | 196 | 304 | 643 | 643 |

Duration (in years)

Credit quality step 0

Credit 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

130

156

234

348

687

1 348

2

116

131

157

235

350

688

1 105

3

118

134

159

229

347

686

915

4

120

137

162

231

347

685

766

5

122

140

168

234

347

685

685

6

122

142

171

239

346

685

685

7

123

144

172

241

346

684

684

8

122

144

171

238

345

684

684

9

121

144

170

236

344

683

683

10

121

144

169

235

343

681

681

11

120

143

167

233

341

680

680

12

118

142

165

231

339

678

678

13

117

141

163

229

337

676

676

14

115

139

161

227

335

674

674

15

112

137

159

224

332

671

671

16

110

134

156

222

330

669

669

17

107

132

154

220

328

666

666

18

105

129

151

217

325

664

664

19

103

127

149

215

323

662

662

20

101

126

148

213

321

660

660

21

99

124

146

212

320

659

659

22

98

122

144

210

318

657

657

23

96

120

142

208

316

655

655

24

94

118

140

206

314

653

653

25

92

117

139

205

313

651

651

26

91

115

137

203

311

650

650

27

89

113

135

201

309

648

648

28

87

112

134

199

307

646

646

29

86

110

132

198

306

645

645

30

84

109

130

196

304

643

643

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 | 174 | 189 | 215 | 294 | 408 | 746 | 1 348 |
| 2 | 183 | 198 | 224 | 303 | 417 | 755 | 1 117 |
| 3 | 188 | 204 | 229 | 299 | 417 | 755 | 933 |
| 4 | 190 | 207 | 232 | 301 | 417 | 755 | 785 |
| 5 | 191 | 210 | 237 | 304 | 416 | 755 | 755 |
| 6 | 191 | 211 | 239 | 307 | 414 | 753 | 753 |
| 7 | 190 | 211 | 239 | 308 | 413 | 752 | 752 |
| 8 | 189 | 210 | 237 | 304 | 411 | 750 | 750 |
| 9 | 187 | 210 | 235 | 302 | 410 | 748 | 748 |
| 10 | 186 | 210 | 234 | 300 | 408 | 747 | 747 |
| 11 | 185 | 209 | 232 | 298 | 406 | 745 | 745 |
| 12 | 183 | 207 | 230 | 296 | 404 | 742 | 742 |
| 13 | 180 | 204 | 227 | 293 | 401 | 739 | 739 |
| 14 | 177 | 202 | 224 | 289 | 398 | 736 | 736 |
| 15 | 174 | 198 | 220 | 286 | 394 | 733 | 733 |
| 16 | 171 | 195 | 217 | 283 | 391 | 730 | 730 |
| 17 | 168 | 192 | 214 | 280 | 388 | 727 | 727 |
| 18 | 164 | 189 | 211 | 277 | 385 | 723 | 723 |
| 19 | 161 | 186 | 208 | 274 | 382 | 720 | 720 |
| 20 | 158 | 183 | 205 | 270 | 379 | 717 | 717 |
| 21 | 155 | 179 | 202 | 267 | 375 | 714 | 714 |
| 22 | 152 | 176 | 198 | 264 | 372 | 711 | 711 |
| 23 | 149 | 173 | 195 | 261 | 369 | 708 | 708 |
| 24 | 146 | 170 | 192 | 258 | 366 | 705 | 705 |
| 25 | 143 | 167 | 189 | 255 | 363 | 702 | 702 |
| 26 | 139 | 164 | 186 | 252 | 360 | 698 | 698 |
| 27 | 137 | 161 | 183 | 249 | 357 | 696 | 696 |
| 28 | 134 | 158 | 180 | 246 | 354 | 693 | 693 |
| 29 | 131 | 155 | 177 | 243 | 351 | 690 | 690 |
| 30 | 128 | 152 | 174 | 240 | 348 | 687 | 687 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

174

189

215

294

408

746

1 348

2

183

198

224

303

417

755

1 117

3

188

204

229

299

417

755

933

4

190

207

232

301

417

755

785

5

191

210

237

304

416

755

755

6

191

211

239

307

414

753

753

7

190

211

239

308

413

752

752

8

189

210

237

304

411

750

750

9

187

210

235

302

410

748

748

10

186

210

234

300

408

747

747

11

185

209

232

298

406

745

745

12

183

207

230

296

404

742

742

13

180

204

227

293

401

739

739

14

177

202

224

289

398

736

736

15

174

198

220

286

394

733

733

16

171

195

217

283

391

730

730

17

168

192

214

280

388

727

727

18

164

189

211

277

385

723

723

19

161

186

208

274

382

720

720

20

158

183

205

270

379

717

717

21

155

179

202

267

375

714

714

22

152

176

198

264

372

711

711

23

149

173

195

261

369

708

708

24

146

170

192

258

366

705

705

25

143

167

189

255

363

702

702

26

139

164

186

252

360

698

698

27

137

161

183

249

357

696

696

28

134

158

180

246

354

693

693

29

131

155

177

243

351

690

690

30

128

152

174

240

348

687

687

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 | 27 | 42 | 68 | 147 | 261 | 600 | 1 287 |
| 2 | 28 | 43 | 69 | 148 | 262 | 601 | 1 055 |
| 3 | 30 | 46 | 70 | 141 | 259 | 597 | 872 |
| 4 | 30 | 48 | 73 | 142 | 257 | 596 | 730 |
| 5 | 32 | 50 | 78 | 144 | 257 | 595 | 618 |
| 6 | 32 | 52 | 80 | 148 | 256 | 594 | 594 |
| 7 | 32 | 53 | 81 | 150 | 255 | 594 | 594 |
| 8 | 31 | 53 | 80 | 147 | 254 | 592 | 592 |
| 9 | 30 | 53 | 79 | 145 | 253 | 592 | 592 |
| 10 | 30 | 53 | 78 | 144 | 252 | 591 | 591 |
| 11 | 30 | 54 | 77 | 143 | 251 | 590 | 590 |
| 12 | 30 | 54 | 77 | 143 | 251 | 589 | 589 |
| 13 | 30 | 54 | 76 | 142 | 250 | 589 | 589 |
| 14 | 29 | 54 | 76 | 142 | 250 | 588 | 588 |
| 15 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 16 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 17 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 18 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 19 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 20 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 21 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 22 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 23 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 24 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 25 | 29 | 53 | 75 | 141 | 249 | 588 | 588 |
| 26 | 28 | 53 | 75 | 141 | 249 | 587 | 587 |
| 27 | 28 | 52 | 74 | 140 | 248 | 587 | 587 |
| 28 | 28 | 52 | 74 | 140 | 248 | 587 | 587 |
| 29 | 28 | 52 | 74 | 140 | 248 | 587 | 587 |
| 30 | 27 | 52 | 74 | 139 | 247 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit 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

42

68

147

261

600

1 287

2

28

43

69

148

262

601

1 055

3

30

46

70

141

259

597

872

4

30

48

73

142

257

596

730

5

32

50

78

144

257

595

618

6

32

52

80

148

256

594

594

7

32

53

81

150

255

594

594

8

31

53

80

147

254

592

592

9

30

53

79

145

253

592

592

10

30

53

78

144

252

591

591

11

30

54

77

143

251

590

590

12

30

54

77

143

251

589

589

13

30

54

76

142

250

589

589

14

29

54

76

142

250

588

588

15

29

53

75

141

249

588

588

16

29

53

75

141

249

588

588

17

29

53

75

141

249

588

588

18

29

53

75

141

249

588

588

19

29

53

75

141

249

588

588

20

29

53

75

141

249

588

588

21

29

53

75

141

249

588

588

22

29

53

75

141

249

588

588

23

29

53

75

141

249

588

588

24

29

53

75

141

249

588

588

25

29

53

75

141

249

588

588

26

28

53

75

141

249

587

587

27

28

52

74

140

248

587

587

28

28

52

74

140

248

587

587

29

28

52

74

140

248

587

587

30

27

52

74

139

247

586

586

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 | 23 | 38 | 64 | 143 | 257 | 596 | 1 283 |
| 2 | 25 | 40 | 66 | 145 | 259 | 598 | 1 052 |
| 3 | 28 | 44 | 69 | 139 | 257 | 596 | 870 |
| 4 | 31 | 48 | 73 | 142 | 257 | 596 | 727 |
| 5 | 33 | 52 | 79 | 146 | 258 | 597 | 615 |
| 6 | 34 | 54 | 83 | 151 | 258 | 597 | 597 |
| 7 | 36 | 57 | 85 | 154 | 259 | 598 | 598 |
| 8 | 36 | 58 | 85 | 152 | 259 | 598 | 598 |
| 9 | 37 | 59 | 85 | 151 | 259 | 598 | 598 |
| 10 | 38 | 61 | 85 | 151 | 259 | 598 | 598 |
| 11 | 39 | 62 | 86 | 152 | 260 | 599 | 599 |
| 12 | 39 | 63 | 86 | 152 | 260 | 599 | 599 |
| 13 | 39 | 64 | 86 | 152 | 260 | 599 | 599 |
| 14 | 40 | 64 | 86 | 152 | 260 | 598 | 598 |
| 15 | 39 | 64 | 86 | 152 | 260 | 598 | 598 |
| 16 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 17 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 18 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 19 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 20 | 39 | 63 | 86 | 151 | 259 | 598 | 598 |
| 21 | 39 | 64 | 86 | 152 | 260 | 598 | 598 |
| 22 | 39 | 64 | 86 | 152 | 260 | 598 | 598 |
| 23 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 24 | 39 | 63 | 85 | 151 | 259 | 598 | 598 |
| 25 | 38 | 63 | 85 | 151 | 259 | 597 | 597 |
| 26 | 38 | 62 | 84 | 150 | 258 | 597 | 597 |
| 27 | 38 | 62 | 84 | 150 | 258 | 597 | 597 |
| 28 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 29 | 37 | 61 | 83 | 149 | 257 | 596 | 596 |
| 30 | 36 | 60 | 82 | 148 | 256 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

23

38

64

143

257

596

1 283

2

25

40

66

145

259

598

1 052

3

28

44

69

139

257

596

870

4

31

48

73

142

257

596

727

5

33

52

79

146

258

597

615

6

34

54

83

151

258

597

597

7

36

57

85

154

259

598

598

8

36

58

85

152

259

598

598

9

37

59

85

151

259

598

598

10

38

61

85

151

259

598

598

11

39

62

86

152

260

599

599

12

39

63

86

152

260

599

599

13

39

64

86

152

260

599

599

14

40

64

86

152

260

598

598

15

39

64

86

152

260

598

598

16

39

63

85

151

259

598

598

17

39

63

85

151

259

598

598

18

39

63

85

151

259

598

598

19

39

63

85

151

259

598

598

20

39

63

86

151

259

598

598

21

39

64

86

152

260

598

598

22

39

64

86

152

260

598

598

23

39

63

85

151

259

598

598

24

39

63

85

151

259

598

598

25

38

63

85

151

259

597

597

26

38

62

84

150

258

597

597

27

38

62

84

150

258

597

597

28

37

61

83

149

257

596

596

29

37

61

83

149

257

596

596

30

36

60

82

148

256

595

595

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 | 124 | 139 | 165 | 244 | 358 | 697 | 1 362 |
| 2 | 123 | 138 | 164 | 243 | 357 | 696 | 1 114 |
| 3 | 123 | 139 | 164 | 234 | 352 | 691 | 921 |
| 4 | 123 | 141 | 166 | 235 | 350 | 689 | 769 |
| 5 | 124 | 143 | 170 | 237 | 349 | 688 | 688 |
| 6 | 124 | 143 | 172 | 240 | 347 | 686 | 686 |
| 7 | 124 | 145 | 173 | 241 | 346 | 685 | 685 |
| 8 | 123 | 145 | 171 | 239 | 345 | 684 | 684 |
| 9 | 122 | 144 | 170 | 236 | 344 | 683 | 683 |
| 10 | 122 | 145 | 170 | 236 | 344 | 682 | 682 |
| 11 | 122 | 145 | 169 | 235 | 343 | 682 | 682 |
| 12 | 121 | 145 | 168 | 234 | 342 | 680 | 680 |
| 13 | 120 | 144 | 167 | 232 | 340 | 679 | 679 |
| 14 | 119 | 143 | 165 | 231 | 339 | 678 | 678 |
| 15 | 117 | 141 | 163 | 229 | 337 | 676 | 676 |
| 16 | 115 | 139 | 161 | 227 | 335 | 674 | 674 |
| 17 | 112 | 136 | 158 | 224 | 332 | 671 | 671 |
| 18 | 109 | 134 | 156 | 222 | 330 | 669 | 669 |
| 19 | 107 | 132 | 154 | 220 | 328 | 666 | 666 |
| 20 | 105 | 129 | 152 | 217 | 325 | 664 | 664 |
| 21 | 103 | 127 | 149 | 215 | 323 | 662 | 662 |
| 22 | 101 | 125 | 147 | 213 | 321 | 660 | 660 |
| 23 | 98 | 123 | 145 | 211 | 319 | 658 | 658 |
| 24 | 96 | 121 | 143 | 209 | 317 | 655 | 655 |
| 25 | 94 | 118 | 140 | 206 | 314 | 653 | 653 |
| 26 | 92 | 116 | 138 | 204 | 312 | 651 | 651 |
| 27 | 90 | 114 | 136 | 202 | 310 | 649 | 649 |
| 28 | 88 | 112 | 134 | 200 | 308 | 647 | 647 |
| 29 | 86 | 110 | 132 | 198 | 306 | 645 | 645 |
| 30 | 84 | 108 | 130 | 196 | 304 | 643 | 643 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

124

139

165

244

358

697

1 362

2

123

138

164

243

357

696

1 114

3

123

139

164

234

352

691

921

4

123

141

166

235

350

689

769

5

124

143

170

237

349

688

688

6

124

143

172

240

347

686

686

7

124

145

173

241

346

685

685

8

123

145

171

239

345

684

684

9

122

144

170

236

344

683

683

10

122

145

170

236

344

682

682

11

122

145

169

235

343

682

682

12

121

145

168

234

342

680

680

13

120

144

167

232

340

679

679

14

119

143

165

231

339

678

678

15

117

141

163

229

337

676

676

16

115

139

161

227

335

674

674

17

112

136

158

224

332

671

671

18

109

134

156

222

330

669

669

19

107

132

154

220

328

666

666

20

105

129

152

217

325

664

664

21

103

127

149

215

323

662

662

22

101

125

147

213

321

660

660

23

98

123

145

211

319

658

658

24

96

121

143

209

317

655

655

25

94

118

140

206

314

653

653

26

92

116

138

204

312

651

651

27

90

114

136

202

310

649

649

28

88

112

134

200

308

647

647

29

86

110

132

198

306

645

645

30

84

108

130

196

304

643

643

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 | 9 | 35 | 114 | 228 | 567 | 1 241 |
| 2 | 1 | 11 | 37 | 116 | 230 | 569 | 1 019 |
| 3 | 2 | 15 | 40 | 110 | 228 | 566 | 843 |
| 4 | 2 | 19 | 44 | 113 | 228 | 567 | 705 |
| 5 | 4 | 23 | 50 | 117 | 229 | 568 | 597 |
| 6 | 5 | 25 | 54 | 122 | 229 | 568 | 568 |
| 7 | 7 | 28 | 56 | 125 | 230 | 568 | 568 |
| 8 | 7 | 29 | 56 | 123 | 230 | 568 | 568 |
| 9 | 7 | 30 | 55 | 122 | 230 | 568 | 568 |
| 10 | 8 | 31 | 55 | 121 | 230 | 568 | 568 |
| 11 | 8 | 32 | 55 | 121 | 229 | 568 | 568 |
| 12 | 8 | 32 | 55 | 121 | 229 | 568 | 568 |
| 13 | 10 | 33 | 55 | 121 | 229 | 568 | 568 |
| 14 | 10 | 33 | 55 | 121 | 229 | 567 | 567 |
| 15 | 11 | 33 | 55 | 120 | 228 | 567 | 567 |
| 16 | 11 | 32 | 54 | 120 | 228 | 567 | 567 |
| 17 | 13 | 32 | 54 | 120 | 228 | 567 | 567 |
| 18 | 13 | 32 | 54 | 120 | 228 | 567 | 567 |
| 19 | 14 | 32 | 54 | 120 | 228 | 567 | 567 |
| 20 | 14 | 33 | 55 | 121 | 229 | 568 | 568 |
| 21 | 15 | 34 | 56 | 121 | 229 | 568 | 568 |
| 22 | 16 | 34 | 56 | 122 | 230 | 569 | 569 |
| 23 | 17 | 34 | 56 | 122 | 230 | 569 | 569 |
| 24 | 17 | 35 | 57 | 122 | 231 | 569 | 569 |
| 25 | 18 | 35 | 57 | 123 | 231 | 570 | 570 |
| 26 | 18 | 35 | 57 | 123 | 231 | 570 | 570 |
| 27 | 19 | 35 | 57 | 123 | 231 | 570 | 570 |
| 28 | 20 | 35 | 57 | 123 | 231 | 570 | 570 |
| 29 | 20 | 35 | 57 | 123 | 231 | 570 | 570 |
| 30 | 21 | 36 | 58 | 123 | 231 | 570 | 570 |

Duration (in years)

Credit quality step 0

Credit 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

9

35

114

228

567

1 241

2

1

11

37

116

230

569

1 019

3

2

15

40

110

228

566

843

4

2

19

44

113

228

567

705

5

4

23

50

117

229

568

597

6

5

25

54

122

229

568

568

7

7

28

56

125

230

568

568

8

7

29

56

123

230

568

568

9

7

30

55

122

230

568

568

10

8

31

55

121

230

568

568

11

8

32

55

121

229

568

568

12

8

32

55

121

229

568

568

13

10

33

55

121

229

568

568

14

10

33

55

121

229

567

567

15

11

33

55

120

228

567

567

16

11

32

54

120

228

567

567

17

13

32

54

120

228

567

567

18

13

32

54

120

228

567

567

19

14

32

54

120

228

567

567

20

14

33

55

121

229

568

568

21

15

34

56

121

229

568

568

22

16

34

56

122

230

569

569

23

17

34

56

122

230

569

569

24

17

35

57

122

231

569

569

25

18

35

57

123

231

570

570

26

18

35

57

123

231

570

570

27

19

35

57

123

231

570

570

28

20

35

57

123

231

570

570

29

20

35

57

123

231

570

570

30

21

36

58

123

231

570

570

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 | 35 | 50 | 76 | 155 | 269 | 607 | 1 250 |
| 2 | 35 | 50 | 76 | 155 | 269 | 608 | 1 026 |
| 3 | 35 | 52 | 76 | 146 | 265 | 603 | 849 |
| 4 | 36 | 53 | 78 | 147 | 262 | 601 | 709 |
| 5 | 36 | 55 | 82 | 149 | 261 | 600 | 600 |
| 6 | 39 | 59 | 87 | 155 | 262 | 601 | 601 |
| 7 | 36 | 57 | 85 | 154 | 259 | 598 | 598 |
| 8 | 40 | 62 | 89 | 156 | 263 | 602 | 602 |
| 9 | 39 | 62 | 88 | 154 | 262 | 601 | 601 |
| 10 | 34 | 57 | 82 | 148 | 256 | 595 | 595 |
| 11 | 30 | 53 | 77 | 143 | 251 | 590 | 590 |
| 12 | 27 | 51 | 73 | 139 | 247 | 586 | 586 |
| 13 | 24 | 49 | 71 | 137 | 245 | 583 | 583 |
| 14 | 23 | 47 | 69 | 135 | 243 | 581 | 581 |
| 15 | 21 | 45 | 67 | 133 | 241 | 580 | 580 |
| 16 | 19 | 44 | 66 | 132 | 240 | 578 | 578 |
| 17 | 18 | 43 | 65 | 131 | 239 | 578 | 578 |
| 18 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 19 | 17 | 42 | 64 | 130 | 238 | 576 | 576 |
| 20 | 17 | 42 | 64 | 130 | 238 | 577 | 577 |
| 21 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 22 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 23 | 18 | 42 | 64 | 130 | 238 | 577 | 577 |
| 24 | 17 | 42 | 64 | 130 | 238 | 576 | 576 |
| 25 | 18 | 42 | 64 | 130 | 238 | 576 | 576 |
| 26 | 18 | 42 | 64 | 129 | 238 | 576 | 576 |
| 27 | 19 | 41 | 64 | 129 | 237 | 576 | 576 |
| 28 | 20 | 41 | 63 | 129 | 237 | 576 | 576 |
| 29 | 20 | 41 | 63 | 129 | 237 | 576 | 576 |
| 30 | 21 | 41 | 63 | 129 | 237 | 576 | 576 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

76

155

269

607

1 250

2

35

50

76

155

269

608

1 026

3

35

52

76

146

265

603

849

4

36

53

78

147

262

601

709

5

36

55

82

149

261

600

600

6

39

59

87

155

262

601

601

7

36

57

85

154

259

598

598

8

40

62

89

156

263

602

602

9

39

62

88

154

262

601

601

10

34

57

82

148

256

595

595

11

30

53

77

143

251

590

590

12

27

51

73

139

247

586

586

13

24

49

71

137

245

583

583

14

23

47

69

135

243

581

581

15

21

45

67

133

241

580

580

16

19

44

66

132

240

578

578

17

18

43

65

131

239

578

578

18

18

42

64

130

238

577

577

19

17

42

64

130

238

576

576

20

17

42

64

130

238

577

577

21

18

42

64

130

238

577

577

22

18

42

64

130

238

577

577

23

18

42

64

130

238

577

577

24

17

42

64

130

238

576

576

25

18

42

64

130

238

576

576

26

18

42

64

129

238

576

576

27

19

41

64

129

237

576

576

28

20

41

63

129

237

576

576

29

20

41

63

129

237

576

576

30

21

41

63

129

237

576

576

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 | 187 | 203 | 229 | 307 | 421 | 760 | 1 498 |
| 2 | 185 | 200 | 226 | 305 | 419 | 758 | 1 221 |
| 3 | 182 | 198 | 223 | 293 | 411 | 750 | 1 006 |
| 4 | 179 | 197 | 222 | 291 | 406 | 745 | 836 |
| 5 | 176 | 195 | 222 | 289 | 401 | 740 | 740 |
| 6 | 173 | 193 | 222 | 290 | 397 | 736 | 736 |
| 7 | 170 | 191 | 219 | 288 | 393 | 732 | 732 |
| 8 | 166 | 188 | 215 | 282 | 389 | 727 | 727 |
| 9 | 162 | 185 | 210 | 277 | 385 | 723 | 723 |
| 10 | 159 | 182 | 207 | 273 | 381 | 720 | 720 |
| 11 | 156 | 179 | 203 | 269 | 377 | 716 | 716 |
| 12 | 152 | 176 | 199 | 265 | 373 | 712 | 712 |
| 13 | 149 | 173 | 195 | 261 | 369 | 708 | 708 |
| 14 | 145 | 170 | 192 | 257 | 365 | 704 | 704 |
| 15 | 142 | 166 | 188 | 254 | 362 | 701 | 701 |
| 16 | 138 | 163 | 185 | 251 | 359 | 697 | 697 |
| 17 | 135 | 160 | 182 | 248 | 356 | 694 | 694 |
| 18 | 132 | 157 | 179 | 245 | 353 | 691 | 691 |
| 19 | 130 | 154 | 176 | 242 | 350 | 689 | 689 |
| 20 | 127 | 151 | 173 | 239 | 347 | 686 | 686 |
| 21 | 124 | 149 | 171 | 237 | 345 | 684 | 684 |
| 22 | 122 | 146 | 168 | 234 | 342 | 681 | 681 |
| 23 | 119 | 144 | 166 | 232 | 340 | 678 | 678 |
| 24 | 117 | 141 | 163 | 229 | 337 | 676 | 676 |
| 25 | 114 | 139 | 161 | 227 | 335 | 674 | 674 |
| 26 | 112 | 136 | 158 | 224 | 332 | 671 | 671 |
| 27 | 110 | 134 | 156 | 222 | 330 | 669 | 669 |
| 28 | 108 | 132 | 154 | 220 | 328 | 667 | 667 |
| 29 | 106 | 130 | 152 | 218 | 326 | 665 | 665 |
| 30 | 104 | 128 | 150 | 216 | 324 | 663 | 663 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

187

203

229

307

421

760

1 498

2

185

200

226

305

419

758

1 221

3

182

198

223

293

411

750

1 006

4

179

197

222

291

406

745

836

5

176

195

222

289

401

740

740

6

173

193

222

290

397

736

736

7

170

191

219

288

393

732

732

8

166

188

215

282

389

727

727

9

162

185

210

277

385

723

723

10

159

182

207

273

381

720

720

11

156

179

203

269

377

716

716

12

152

176

199

265

373

712

712

13

149

173

195

261

369

708

708

14

145

170

192

257

365

704

704

15

142

166

188

254

362

701

701

16

138

163

185

251

359

697

697

17

135

160

182

248

356

694

694

18

132

157

179

245

353

691

691

19

130

154

176

242

350

689

689

20

127

151

173

239

347

686

686

21

124

149

171

237

345

684

684

22

122

146

168

234

342

681

681

23

119

144

166

232

340

678

678

24

117

141

163

229

337

676

676

25

114

139

161

227

335

674

674

26

112

136

158

224

332

671

671

27

110

134

156

222

330

669

669

28

108

132

154

220

328

667

667

29

106

130

152

218

326

665

665

30

104

128

150

216

324

663

663

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 | 52 | 110 | 246 | 585 | 1 252 |
| 2 | 9 | 26 | 52 | 110 | 246 | 585 | 1 027 |
| 3 | 10 | 29 | 53 | 104 | 244 | 583 | 850 |
| 4 | 12 | 34 | 57 | 101 | 245 | 583 | 711 |
| 5 | 17 | 40 | 62 | 104 | 246 | 584 | 601 |
| 6 | 18 | 44 | 66 | 100 | 246 | 585 | 585 |
| 7 | 19 | 46 | 65 | 93 | 247 | 586 | 586 |
| 8 | 17 | 44 | 64 | 92 | 247 | 586 | 586 |
| 9 | 17 | 45 | 66 | 95 | 247 | 586 | 586 |
| 10 | 19 | 48 | 69 | 99 | 247 | 586 | 586 |
| 11 | 21 | 50 | 71 | 103 | 247 | 586 | 586 |
| 12 | 23 | 53 | 72 | 103 | 248 | 586 | 586 |
| 13 | 24 | 55 | 72 | 104 | 248 | 586 | 586 |
| 14 | 24 | 55 | 72 | 104 | 248 | 586 | 586 |
| 15 | 24 | 55 | 72 | 104 | 248 | 586 | 586 |
| 16 | 24 | 55 | 72 | 104 | 247 | 586 | 586 |
| 17 | 24 | 55 | 72 | 104 | 247 | 586 | 586 |
| 18 | 24 | 55 | 72 | 104 | 247 | 586 | 586 |
| 19 | 24 | 55 | 72 | 104 | 248 | 586 | 586 |
| 20 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 21 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 22 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 23 | 24 | 55 | 72 | 104 | 249 | 587 | 587 |
| 24 | 24 | 55 | 72 | 104 | 249 | 587 | 587 |
| 25 | 24 | 55 | 72 | 104 | 249 | 587 | 587 |
| 26 | 24 | 55 | 72 | 104 | 249 | 587 | 587 |
| 27 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 28 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 29 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |
| 30 | 24 | 55 | 72 | 104 | 248 | 587 | 587 |

Duration (in years)

Credit quality step 0

Credit 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

52

110

246

585

1 252

2

9

26

52

110

246

585

1 027

3

10

29

53

104

244

583

850

4

12

34

57

101

245

583

711

5

17

40

62

104

246

584

601

6

18

44

66

100

246

585

585

7

19

46

65

93

247

586

586

8

17

44

64

92

247

586

586

9

17

45

66

95

247

586

586

10

19

48

69

99

247

586

586

11

21

50

71

103

247

586

586

12

23

53

72

103

248

586

586

13

24

55

72

104

248

586

586

14

24

55

72

104

248

586

586

15

24

55

72

104

248

586

586

16

24

55

72

104

247

586

586

17

24

55

72

104

247

586

586

18

24

55

72

104

247

586

586

19

24

55

72

104

248

586

586

20

24

55

72

104

248

587

587

21

24

55

72

104

248

587

587

22

24

55

72

104

248

587

587

23

24

55

72

104

249

587

587

24

24

55

72

104

249

587

587

25

24

55

72

104

249

587

587

26

24

55

72

104

249

587

587

27

24

55

72

104

248

587

587

28

24

55

72

104

248

587

587

29

24

55

72

104

248

587

587

30

24

55

72

104

248

587

587

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 | 13 | 92 | 206 | 545 | 1 216 |
| 2 | 1 | 5 | 12 | 91 | 205 | 543 | 996 |
| 3 | 2 | 5 | 11 | 82 | 200 | 538 | 823 |
| 4 | 2 | 6 | 13 | 82 | 197 | 536 | 687 |
| 5 | 3 | 7 | 18 | 84 | 197 | 535 | 581 |
| 6 | 4 | 8 | 21 | 89 | 196 | 535 | 535 |
| 7 | 5 | 9 | 22 | 91 | 196 | 535 | 535 |
| 8 | 5 | 9 | 22 | 89 | 196 | 535 | 535 |
| 9 | 7 | 11 | 22 | 88 | 196 | 535 | 535 |
| 10 | 7 | 11 | 22 | 88 | 196 | 535 | 535 |
| 11 | 8 | 12 | 23 | 88 | 196 | 535 | 535 |
| 12 | 8 | 13 | 25 | 89 | 197 | 535 | 535 |
| 13 | 10 | 14 | 26 | 89 | 197 | 536 | 536 |
| 14 | 10 | 14 | 29 | 89 | 197 | 536 | 536 |
| 15 | 11 | 16 | 30 | 90 | 198 | 536 | 536 |
| 16 | 11 | 16 | 31 | 90 | 198 | 537 | 537 |
| 17 | 12 | 17 | 33 | 90 | 198 | 537 | 537 |
| 18 | 13 | 18 | 34 | 91 | 199 | 537 | 537 |
| 19 | 14 | 19 | 35 | 91 | 199 | 538 | 538 |
| 20 | 14 | 19 | 37 | 92 | 200 | 539 | 539 |
| 21 | 15 | 20 | 38 | 93 | 201 | 539 | 539 |
| 22 | 15 | 21 | 39 | 93 | 201 | 540 | 540 |
| 23 | 16 | 22 | 40 | 93 | 202 | 540 | 540 |
| 24 | 17 | 22 | 42 | 94 | 202 | 541 | 541 |
| 25 | 17 | 23 | 43 | 94 | 202 | 541 | 541 |
| 26 | 18 | 24 | 45 | 94 | 202 | 541 | 541 |
| 27 | 18 | 25 | 46 | 94 | 202 | 541 | 541 |
| 28 | 19 | 25 | 47 | 94 | 202 | 541 | 541 |
| 29 | 20 | 26 | 48 | 94 | 202 | 541 | 541 |
| 30 | 20 | 28 | 49 | 95 | 203 | 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

0

3

13

92

206

545

1 216

2

1

5

12

91

205

543

996

3

2

5

11

82

200

538

823

4

2

6

13

82

197

536

687

5

3

7

18

84

197

535

581

6

4

8

21

89

196

535

535

7

5

9

22

91

196

535

535

8

5

9

22

89

196

535

535

9

7

11

22

88

196

535

535

10

7

11

22

88

196

535

535

11

8

12

23

88

196

535

535

12

8

13

25

89

197

535

535

13

10

14

26

89

197

536

536

14

10

14

29

89

197

536

536

15

11

16

30

90

198

536

536

16

11

16

31

90

198

537

537

17

12

17

33

90

198

537

537

18

13

18

34

91

199

537

537

19

14

19

35

91

199

538

538

20

14

19

37

92

200

539

539

21

15

20

38

93

201

539

539

22

15

21

39

93

201

540

540

23

16

22

40

93

202

540

540

24

17

22

42

94

202

541

541

25

17

23

43

94

202

541

541

26

18

24

45

94

202

541

541

27

18

25

46

94

202

541

541

28

19

25

47

94

202

541

541

29

20

26

48

94

202

541

541

30

20

28

49

95

203

541

541

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 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 |
| 2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 293 |
| 3 | 1 | 15 | 24 | 50 | 161 | 356 | 1 732 |
| 4 | 1 | 16 | 27 | 53 | 159 | 355 | 1 339 |
| 5 | 2 | 18 | 31 | 55 | 159 | 345 | 1 061 |
| 6 | 3 | 21 | 33 | 59 | 159 | 332 | 860 |
| 7 | 4 | 24 | 35 | 61 | 159 | 316 | 711 |
| 8 | 4 | 25 | 36 | 63 | 159 | 300 | 597 |
| 9 | 5 | 26 | 38 | 66 | 159 | 283 | 508 |
| 10 | 5 | 26 | 39 | 69 | 159 | 266 | 437 |
| 11 | 5 | 27 | 40 | 69 | 159 | 252 | 380 |
| 12 | 6 | 27 | 40 | 70 | 159 | 252 | 332 |
| 13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 |
| 14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 |
| 15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 |
| 16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 |
| 17 | 7 | 27 | 47 | 70 | 159 | 252 | 252 |
| 18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 |
| 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
| 20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 |
| 21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 |
| 22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 |
| 23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 |
| 24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 |
| 25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 |
| 26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 |
| 27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 |
| 28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 |
| 29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 |
| 30 | 13 | 27 | 80 | 83 | 159 | 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

1

15

22

45

167

306

3 076

2

1

15

22

45

167

343

2 293

3

1

15

24

50

161

356

1 732

4

1

16

27

53

159

355

1 339

5

2

18

31

55

159

345

1 061

6

3

21

33

59

159

332

860

7

4

24

35

61

159

316

711

8

4

25

36

63

159

300

597

9

5

26

38

66

159

283

508

10

5

26

39

69

159

266

437

11

5

27

40

69

159

252

380

12

6

27

40

70

159

252

332

13

6

27

40

70

159

252

293

14

6

27

40

70

159

252

259

15

6

27

42

70

159

252

252

16

7

27

44

70

159

252

252

17

7

27

47

70

159

252

252

18

8

27

49

70

159

252

252

19

9

27

52

70

159

252

252

20

9

27

54

70

159

252

252

21

9

27

57

70

159

252

252

22

10

27

59

70

159

252

252

23

10

27

62

70

159

252

252

24

11

27

64

70

159

252

252

25

11

27

67

72

159

252

252

26

11

27

70

75

159

252

252

27

12

27

72

77

159

252

252

28

12

27

75

78

159

252

252

29

13

27

78

81

159

252

252

30

13

27

80

83

159

252

252

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 | 5 | 20 | 26 | 49 | 171 | 312 | 3 145 |
| 2 | 7 | 22 | 28 | 51 | 173 | 350 | 2 349 |
| 3 | 7 | 22 | 31 | 57 | 168 | 363 | 1 774 |
| 4 | 7 | 23 | 34 | 61 | 166 | 362 | 1 370 |
| 5 | 8 | 25 | 37 | 62 | 165 | 353 | 1 085 |
| 6 | 9 | 27 | 39 | 65 | 165 | 339 | 879 |
| 7 | 10 | 30 | 41 | 66 | 164 | 322 | 725 |
| 8 | 10 | 30 | 41 | 68 | 164 | 305 | 609 |
| 9 | 10 | 30 | 43 | 71 | 163 | 288 | 518 |
| 10 | 10 | 31 | 44 | 73 | 163 | 270 | 445 |
| 11 | 9 | 31 | 44 | 73 | 162 | 256 | 387 |
| 12 | 9 | 30 | 43 | 73 | 162 | 255 | 338 |
| 13 | 8 | 29 | 42 | 72 | 161 | 254 | 298 |
| 14 | 8 | 29 | 42 | 72 | 161 | 254 | 263 |
| 15 | 7 | 28 | 42 | 71 | 160 | 253 | 253 |
| 16 | 7 | 28 | 45 | 71 | 160 | 253 | 253 |
| 17 | 8 | 28 | 47 | 71 | 160 | 253 | 253 |
| 18 | 8 | 27 | 50 | 70 | 159 | 252 | 252 |
| 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
| 20 | 9 | 28 | 55 | 71 | 160 | 253 | 253 |
| 21 | 10 | 28 | 58 | 71 | 160 | 253 | 253 |
| 22 | 10 | 28 | 61 | 71 | 160 | 253 | 253 |
| 23 | 10 | 29 | 63 | 72 | 161 | 254 | 254 |
| 24 | 11 | 29 | 66 | 72 | 161 | 254 | 254 |
| 25 | 11 | 29 | 68 | 73 | 161 | 254 | 254 |
| 26 | 11 | 29 | 71 | 75 | 161 | 254 | 254 |
| 27 | 12 | 29 | 73 | 77 | 161 | 254 | 254 |
| 28 | 12 | 29 | 76 | 80 | 161 | 254 | 254 |
| 29 | 14 | 29 | 79 | 82 | 161 | 254 | 254 |
| 30 | 14 | 29 | 81 | 84 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

26

49

171

312

3 145

2

7

22

28

51

173

350

2 349

3

7

22

31

57

168

363

1 774

4

7

23

34

61

166

362

1 370

5

8

25

37

62

165

353

1 085

6

9

27

39

65

165

339

879

7

10

30

41

66

164

322

725

8

10

30

41

68

164

305

609

9

10

30

43

71

163

288

518

10

10

31

44

73

163

270

445

11

9

31

44

73

162

256

387

12

9

30

43

73

162

255

338

13

8

29

42

72

161

254

298

14

8

29

42

72

161

254

263

15

7

28

42

71

160

253

253

16

7

28

45

71

160

253

253

17

8

28

47

71

160

253

253

18

8

27

50

70

159

252

252

19

9

27

52

70

159

252

252

20

9

28

55

71

160

253

253

21

10

28

58

71

160

253

253

22

10

28

61

71

160

253

253

23

10

29

63

72

161

254

254

24

11

29

66

72

161

254

254

25

11

29

68

73

161

254

254

26

11

29

71

75

161

254

254

27

12

29

73

77

161

254

254

28

12

29

76

80

161

254

254

29

14

29

79

82

161

254

254

30

14

29

81

84

161

254

254

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 21 | 45 | 167 | 306 | 3 076 |
| 2 | 1 | 15 | 21 | 45 | 167 | 343 | 2 293 |
| 3 | 1 | 15 | 24 | 49 | 161 | 356 | 1 732 |
| 4 | 1 | 16 | 27 | 53 | 158 | 354 | 1 338 |
| 5 | 2 | 18 | 30 | 55 | 158 | 345 | 1 060 |
| 6 | 3 | 21 | 33 | 58 | 158 | 332 | 860 |
| 7 | 4 | 24 | 35 | 61 | 158 | 316 | 711 |
| 8 | 4 | 24 | 36 | 63 | 158 | 300 | 597 |
| 9 | 5 | 25 | 38 | 66 | 158 | 283 | 508 |
| 10 | 5 | 26 | 39 | 68 | 158 | 266 | 437 |
| 11 | 5 | 27 | 40 | 69 | 158 | 252 | 380 |
| 12 | 6 | 27 | 40 | 69 | 158 | 252 | 332 |
| 13 | 6 | 27 | 40 | 69 | 158 | 252 | 293 |
| 14 | 6 | 27 | 40 | 69 | 158 | 252 | 259 |
| 15 | 6 | 27 | 42 | 69 | 158 | 252 | 252 |
| 16 | 7 | 27 | 44 | 69 | 158 | 252 | 252 |
| 17 | 7 | 27 | 47 | 69 | 158 | 252 | 252 |
| 18 | 8 | 27 | 49 | 69 | 158 | 252 | 252 |
| 19 | 9 | 27 | 52 | 69 | 158 | 252 | 252 |
| 20 | 9 | 27 | 54 | 69 | 158 | 252 | 252 |
| 21 | 9 | 27 | 57 | 69 | 158 | 252 | 252 |
| 22 | 10 | 27 | 59 | 69 | 158 | 252 | 252 |
| 23 | 10 | 27 | 62 | 69 | 158 | 252 | 252 |
| 24 | 11 | 27 | 64 | 70 | 158 | 252 | 252 |
| 25 | 11 | 27 | 67 | 72 | 158 | 252 | 252 |
| 26 | 11 | 27 | 70 | 75 | 158 | 252 | 252 |
| 27 | 12 | 27 | 72 | 77 | 158 | 252 | 252 |
| 28 | 12 | 27 | 75 | 78 | 158 | 252 | 252 |
| 29 | 13 | 27 | 78 | 81 | 158 | 252 | 252 |
| 30 | 13 | 27 | 80 | 83 | 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

1

15

21

45

167

306

3 076

2

1

15

21

45

167

343

2 293

3

1

15

24

49

161

356

1 732

4

1

16

27

53

158

354

1 338

5

2

18

30

55

158

345

1 060

6

3

21

33

58

158

332

860

7

4

24

35

61

158

316

711

8

4

24

36

63

158

300

597

9

5

25

38

66

158

283

508

10

5

26

39

68

158

266

437

11

5

27

40

69

158

252

380

12

6

27

40

69

158

252

332

13

6

27

40

69

158

252

293

14

6

27

40

69

158

252

259

15

6

27

42

69

158

252

252

16

7

27

44

69

158

252

252

17

7

27

47

69

158

252

252

18

8

27

49

69

158

252

252

19

9

27

52

69

158

252

252

20

9

27

54

69

158

252

252

21

9

27

57

69

158

252

252

22

10

27

59

69

158

252

252

23

10

27

62

69

158

252

252

24

11

27

64

70

158

252

252

25

11

27

67

72

158

252

252

26

11

27

70

75

158

252

252

27

12

27

72

77

158

252

252

28

12

27

75

78

158

252

252

29

13

27

78

81

158

252

252

30

13

27

80

83

158

252

252

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 | 80 | 94 | 101 | 124 | 246 | 341 | 3 095 |
| 2 | 75 | 89 | 96 | 119 | 241 | 346 | 2 313 |
| 3 | 77 | 93 | 101 | 127 | 238 | 359 | 1 748 |
| 4 | 75 | 91 | 101 | 128 | 233 | 358 | 1 354 |
| 5 | 73 | 90 | 102 | 127 | 230 | 350 | 1 074 |
| 6 | 72 | 91 | 103 | 128 | 228 | 337 | 872 |
| 7 | 72 | 91 | 102 | 128 | 226 | 321 | 722 |
| 8 | 70 | 90 | 102 | 129 | 224 | 317 | 607 |
| 9 | 69 | 90 | 102 | 131 | 223 | 316 | 517 |
| 10 | 66 | 87 | 100 | 129 | 219 | 312 | 445 |
| 11 | 63 | 84 | 97 | 127 | 216 | 309 | 387 |
| 12 | 61 | 83 | 96 | 126 | 215 | 308 | 339 |
| 13 | 61 | 82 | 95 | 125 | 214 | 307 | 307 |
| 14 | 60 | 81 | 94 | 124 | 213 | 306 | 306 |
| 15 | 60 | 81 | 94 | 124 | 213 | 306 | 306 |
| 16 | 59 | 80 | 93 | 123 | 212 | 305 | 305 |
| 17 | 58 | 80 | 93 | 123 | 212 | 305 | 305 |
| 18 | 58 | 79 | 92 | 122 | 211 | 304 | 304 |
| 19 | 57 | 78 | 91 | 121 | 210 | 303 | 303 |
| 20 | 56 | 77 | 91 | 120 | 209 | 302 | 302 |
| 21 | 55 | 77 | 90 | 120 | 209 | 302 | 302 |
| 22 | 55 | 76 | 89 | 119 | 208 | 301 | 301 |
| 23 | 54 | 75 | 88 | 118 | 207 | 300 | 300 |
| 24 | 53 | 74 | 87 | 117 | 206 | 299 | 299 |
| 25 | 52 | 73 | 86 | 116 | 205 | 298 | 298 |
| 26 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
| 27 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
| 28 | 48 | 70 | 83 | 112 | 201 | 295 | 295 |
| 29 | 47 | 69 | 82 | 111 | 200 | 293 | 293 |
| 30 | 46 | 67 | 83 | 110 | 199 | 292 | 292 |

Duration (in years)

Credit quality step 0

Credit 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

94

101

124

246

341

3 095

2

75

89

96

119

241

346

2 313

3

77

93

101

127

238

359

1 748

4

75

91

101

128

233

358

1 354

5

73

90

102

127

230

350

1 074

6

72

91

103

128

228

337

872

7

72

91

102

128

226

321

722

8

70

90

102

129

224

317

607

9

69

90

102

131

223

316

517

10

66

87

100

129

219

312

445

11

63

84

97

127

216

309

387

12

61

83

96

126

215

308

339

13

61

82

95

125

214

307

307

14

60

81

94

124

213

306

306

15

60

81

94

124

213

306

306

16

59

80

93

123

212

305

305

17

58

80

93

123

212

305

305

18

58

79

92

122

211

304

304

19

57

78

91

121

210

303

303

20

56

77

91

120

209

302

302

21

55

77

90

120

209

302

302

22

55

76

89

119

208

301

301

23

54

75

88

118

207

300

300

24

53

74

87

117

206

299

299

25

52

73

86

116

205

298

298

26

50

72

85

115

204

297

297

27

49

71

84

114

203

296

296

28

48

70

83

112

201

295

295

29

47

69

82

111

200

293

293

30

46

67

83

110

199

292

292

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 | 4 | 19 | 25 | 48 | 170 | 305 | 3 071 |
| 2 | 6 | 21 | 27 | 50 | 172 | 343 | 2 292 |
| 3 | 7 | 22 | 31 | 56 | 168 | 356 | 1 733 |
| 4 | 8 | 24 | 34 | 61 | 166 | 355 | 1 340 |
| 5 | 9 | 26 | 38 | 63 | 166 | 346 | 1 063 |
| 6 | 10 | 28 | 40 | 66 | 166 | 333 | 862 |
| 7 | 11 | 31 | 42 | 68 | 166 | 317 | 713 |
| 8 | 11 | 31 | 43 | 70 | 165 | 301 | 599 |
| 9 | 11 | 32 | 44 | 72 | 165 | 284 | 510 |
| 10 | 11 | 32 | 45 | 74 | 164 | 267 | 439 |
| 11 | 11 | 32 | 45 | 74 | 164 | 257 | 381 |
| 12 | 10 | 31 | 44 | 74 | 163 | 256 | 334 |
| 13 | 10 | 31 | 44 | 74 | 163 | 256 | 295 |
| 14 | 9 | 31 | 44 | 74 | 163 | 256 | 261 |
| 15 | 9 | 30 | 43 | 73 | 162 | 255 | 255 |
| 16 | 9 | 30 | 45 | 73 | 162 | 255 | 255 |
| 17 | 8 | 30 | 47 | 73 | 162 | 255 | 255 |
| 18 | 8 | 30 | 50 | 73 | 162 | 255 | 255 |
| 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
| 20 | 9 | 30 | 55 | 73 | 162 | 255 | 255 |
| 21 | 10 | 30 | 58 | 73 | 162 | 255 | 255 |
| 22 | 10 | 31 | 61 | 74 | 163 | 256 | 256 |
| 23 | 10 | 31 | 63 | 74 | 163 | 256 | 256 |
| 24 | 11 | 31 | 66 | 74 | 163 | 256 | 256 |
| 25 | 11 | 31 | 68 | 74 | 163 | 256 | 256 |
| 26 | 12 | 31 | 71 | 75 | 163 | 256 | 256 |
| 27 | 12 | 31 | 73 | 77 | 163 | 256 | 256 |
| 28 | 12 | 31 | 76 | 80 | 163 | 256 | 256 |
| 29 | 13 | 31 | 79 | 82 | 163 | 256 | 256 |
| 30 | 14 | 31 | 82 | 84 | 163 | 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

4

19

25

48

170

305

3 071

2

6

21

27

50

172

343

2 292

3

7

22

31

56

168

356

1 733

4

8

24

34

61

166

355

1 340

5

9

26

38

63

166

346

1 063

6

10

28

40

66

166

333

862

7

11

31

42

68

166

317

713

8

11

31

43

70

165

301

599

9

11

32

44

72

165

284

510

10

11

32

45

74

164

267

439

11

11

32

45

74

164

257

381

12

10

31

44

74

163

256

334

13

10

31

44

74

163

256

295

14

9

31

44

74

163

256

261

15

9

30

43

73

162

255

255

16

9

30

45

73

162

255

255

17

8

30

47

73

162

255

255

18

8

30

50

73

162

255

255

19

9

30

52

73

162

255

255

20

9

30

55

73

162

255

255

21

10

30

58

73

162

255

255

22

10

31

61

74

163

256

256

23

10

31

63

74

163

256

256

24

11

31

66

74

163

256

256

25

11

31

68

74

163

256

256

26

12

31

71

75

163

256

256

27

12

31

73

77

163

256

256

28

12

31

76

80

163

256

256

29

13

31

79

82

163

256

256

30

14

31

82

84

163

256

256

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 | 47 | 61 | 68 | 91 | 213 | 308 | 3 105 |
| 2 | 51 | 65 | 71 | 95 | 217 | 346 | 2 320 |
| 3 | 55 | 70 | 78 | 104 | 215 | 360 | 1 755 |
| 4 | 57 | 73 | 84 | 110 | 215 | 359 | 1 358 |
| 5 | 59 | 76 | 88 | 113 | 216 | 351 | 1 078 |
| 6 | 60 | 78 | 90 | 116 | 216 | 338 | 876 |
| 7 | 61 | 80 | 91 | 117 | 215 | 323 | 725 |
| 8 | 60 | 80 | 91 | 119 | 214 | 307 | 610 |
| 9 | 59 | 79 | 92 | 120 | 212 | 305 | 519 |
| 10 | 57 | 79 | 92 | 121 | 211 | 304 | 447 |
| 11 | 56 | 77 | 90 | 120 | 209 | 302 | 388 |
| 12 | 54 | 76 | 89 | 119 | 208 | 301 | 339 |
| 13 | 53 | 74 | 87 | 117 | 206 | 299 | 299 |
| 14 | 51 | 73 | 86 | 116 | 205 | 298 | 298 |
| 15 | 50 | 71 | 84 | 114 | 203 | 296 | 296 |
| 16 | 49 | 70 | 83 | 113 | 202 | 295 | 295 |
| 17 | 48 | 69 | 82 | 112 | 201 | 294 | 294 |
| 18 | 47 | 69 | 82 | 111 | 200 | 294 | 294 |
| 19 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
| 20 | 46 | 67 | 80 | 110 | 199 | 292 | 292 |
| 21 | 45 | 66 | 80 | 109 | 198 | 291 | 291 |
| 22 | 44 | 66 | 79 | 109 | 198 | 291 | 291 |
| 23 | 44 | 65 | 78 | 108 | 197 | 290 | 290 |
| 24 | 43 | 64 | 77 | 107 | 196 | 289 | 289 |
| 25 | 42 | 63 | 76 | 106 | 195 | 288 | 288 |
| 26 | 41 | 62 | 75 | 105 | 194 | 287 | 287 |
| 27 | 40 | 61 | 74 | 104 | 193 | 286 | 286 |
| 28 | 39 | 61 | 77 | 103 | 192 | 286 | 286 |
| 29 | 38 | 60 | 79 | 103 | 192 | 285 | 285 |
| 30 | 38 | 59 | 82 | 102 | 191 | 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

47

61

68

91

213

308

3 105

2

51

65

71

95

217

346

2 320

3

55

70

78

104

215

360

1 755

4

57

73

84

110

215

359

1 358

5

59

76

88

113

216

351

1 078

6

60

78

90

116

216

338

876

7

61

80

91

117

215

323

725

8

60

80

91

119

214

307

610

9

59

79

92

120

212

305

519

10

57

79

92

121

211

304

447

11

56

77

90

120

209

302

388

12

54

76

89

119

208

301

339

13

53

74

87

117

206

299

299

14

51

73

86

116

205

298

298

15

50

71

84

114

203

296

296

16

49

70

83

113

202

295

295

17

48

69

82

112

201

294

294

18

47

69

82

111

200

294

294

19

47

68

81

111

200

293

293

20

46

67

80

110

199

292

292

21

45

66

80

109

198

291

291

22

44

66

79

109

198

291

291

23

44

65

78

108

197

290

290

24

43

64

77

107

196

289

289

25

42

63

76

106

195

288

288

26

41

62

75

105

194

287

287

27

40

61

74

104

193

286

286

28

39

61

77

103

192

286

286

29

38

60

79

103

192

285

285

30

38

59

82

102

191

284

284

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 | 0 | 14 | 21 | 44 | 166 | 305 | 3 074 |
| 2 | 0 | 14 | 21 | 44 | 166 | 343 | 2 291 |
| 3 | 1 | 14 | 23 | 49 | 160 | 355 | 1 731 |
| 4 | 1 | 16 | 26 | 53 | 158 | 354 | 1 338 |
| 5 | 2 | 18 | 30 | 54 | 158 | 345 | 1 060 |
| 6 | 2 | 20 | 32 | 58 | 158 | 332 | 859 |
| 7 | 4 | 23 | 34 | 60 | 158 | 316 | 710 |
| 8 | 4 | 24 | 35 | 62 | 158 | 299 | 597 |
| 9 | 4 | 25 | 37 | 66 | 158 | 282 | 508 |
| 10 | 4 | 25 | 39 | 68 | 158 | 266 | 437 |
| 11 | 5 | 26 | 39 | 68 | 158 | 251 | 380 |
| 12 | 6 | 26 | 39 | 69 | 158 | 251 | 332 |
| 13 | 6 | 26 | 39 | 69 | 158 | 251 | 293 |
| 14 | 6 | 26 | 39 | 69 | 158 | 251 | 259 |
| 15 | 6 | 26 | 42 | 69 | 158 | 251 | 251 |
| 16 | 7 | 26 | 44 | 69 | 158 | 251 | 251 |
| 17 | 7 | 26 | 47 | 69 | 158 | 251 | 251 |
| 18 | 8 | 26 | 49 | 69 | 158 | 251 | 251 |
| 19 | 9 | 26 | 52 | 69 | 158 | 251 | 251 |
| 20 | 9 | 26 | 54 | 69 | 158 | 251 | 251 |
| 21 | 9 | 26 | 57 | 69 | 158 | 251 | 251 |
| 22 | 10 | 26 | 59 | 69 | 158 | 251 | 251 |
| 23 | 10 | 26 | 62 | 69 | 158 | 251 | 251 |
| 24 | 11 | 26 | 64 | 70 | 158 | 251 | 251 |
| 25 | 11 | 26 | 67 | 72 | 158 | 251 | 251 |
| 26 | 11 | 26 | 69 | 75 | 158 | 251 | 251 |
| 27 | 12 | 26 | 72 | 76 | 158 | 251 | 251 |
| 28 | 12 | 26 | 75 | 78 | 158 | 251 | 251 |
| 29 | 13 | 26 | 78 | 81 | 158 | 251 | 251 |
| 30 | 13 | 26 | 80 | 83 | 158 | 251 | 251 |

Duration (in years)

Credit quality step 0

Credit 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

21

44

166

305

3 074

2

0

14

21

44

166

343

2 291

3

1

14

23

49

160

355

1 731

4

1

16

26

53

158

354

1 338

5

2

18

30

54

158

345

1 060

6

2

20

32

58

158

332

859

7

4

23

34

60

158

316

710

8

4

24

35

62

158

299

597

9

4

25

37

66

158

282

508

10

4

25

39

68

158

266

437

11

5

26

39

68

158

251

380

12

6

26

39

69

158

251

332

13

6

26

39

69

158

251

293

14

6

26

39

69

158

251

259

15

6

26

42

69

158

251

251

16

7

26

44

69

158

251

251

17

7

26

47

69

158

251

251

18

8

26

49

69

158

251

251

19

9

26

52

69

158

251

251

20

9

26

54

69

158

251

251

21

9

26

57

69

158

251

251

22

10

26

59

69

158

251

251

23

10

26

62

69

158

251

251

24

11

26

64

70

158

251

251

25

11

26

67

72

158

251

251

26

11

26

69

75

158

251

251

27

12

26

72

76

158

251

251

28

12

26

75

78

158

251

251

29

13

26

78

81

158

251

251

30

13

26

80

83

158

251

251

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 | 46 | 185 | 310 | 3 123 |
| 2 | 0 | 11 | 22 | 46 | 185 | 348 | 2 329 |
| 3 | 1 | 11 | 24 | 51 | 179 | 360 | 1 758 |
| 4 | 1 | 13 | 27 | 56 | 176 | 359 | 1 358 |
| 5 | 2 | 16 | 29 | 59 | 175 | 350 | 1 075 |
| 6 | 2 | 18 | 33 | 60 | 174 | 336 | 871 |
| 7 | 3 | 21 | 36 | 60 | 172 | 320 | 719 |
| 8 | 4 | 23 | 37 | 60 | 171 | 302 | 604 |
| 9 | 7 | 31 | 42 | 58 | 170 | 285 | 513 |
| 10 | 9 | 34 | 41 | 57 | 169 | 268 | 442 |
| 11 | 8 | 33 | 41 | 56 | 169 | 262 | 383 |
| 12 | 7 | 32 | 40 | 56 | 168 | 261 | 335 |
| 13 | 6 | 31 | 41 | 56 | 167 | 260 | 295 |
| 14 | 6 | 30 | 41 | 56 | 166 | 259 | 261 |
| 15 | 6 | 30 | 42 | 56 | 165 | 259 | 259 |
| 16 | 7 | 30 | 44 | 56 | 164 | 257 | 257 |
| 17 | 8 | 30 | 47 | 56 | 163 | 256 | 256 |
| 18 | 8 | 30 | 49 | 57 | 162 | 256 | 256 |
| 19 | 9 | 30 | 52 | 60 | 162 | 255 | 255 |
| 20 | 9 | 30 | 55 | 61 | 163 | 256 | 256 |
| 21 | 9 | 30 | 57 | 63 | 163 | 256 | 256 |
| 22 | 10 | 30 | 59 | 66 | 163 | 256 | 256 |
| 23 | 10 | 30 | 62 | 68 | 163 | 256 | 256 |
| 24 | 11 | 30 | 64 | 70 | 162 | 255 | 255 |
| 25 | 11 | 30 | 67 | 73 | 161 | 255 | 255 |
| 26 | 11 | 30 | 69 | 75 | 161 | 254 | 254 |
| 27 | 12 | 30 | 72 | 76 | 161 | 254 | 254 |
| 28 | 12 | 30 | 75 | 78 | 160 | 253 | 253 |
| 29 | 13 | 30 | 78 | 81 | 160 | 253 | 253 |
| 30 | 13 | 30 | 80 | 83 | 159 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

46

185

310

3 123

2

0

11

22

46

185

348

2 329

3

1

11

24

51

179

360

1 758

4

1

13

27

56

176

359

1 358

5

2

16

29

59

175

350

1 075

6

2

18

33

60

174

336

871

7

3

21

36

60

172

320

719

8

4

23

37

60

171

302

604

9

7

31

42

58

170

285

513

10

9

34

41

57

169

268

442

11

8

33

41

56

169

262

383

12

7

32

40

56

168

261

335

13

6

31

41

56

167

260

295

14

6

30

41

56

166

259

261

15

6

30

42

56

165

259

259

16

7

30

44

56

164

257

257

17

8

30

47

56

163

256

256

18

8

30

49

57

162

256

256

19

9

30

52

60

162

255

255

20

9

30

55

61

163

256

256

21

9

30

57

63

163

256

256

22

10

30

59

66

163

256

256

23

10

30

62

68

163

256

256

24

11

30

64

70

162

255

255

25

11

30

67

73

161

255

255

26

11

30

69

75

161

254

254

27

12

30

72

76

161

254

254

28

12

30

75

78

160

253

253

29

13

30

78

81

160

253

253

30

13

30

80

83

159

253

253

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 | 82 | 96 | 103 | 126 | 248 | 343 | 3 220 |
| 2 | 80 | 94 | 100 | 124 | 246 | 360 | 2 416 |
| 3 | 77 | 92 | 101 | 126 | 238 | 374 | 1 830 |
| 4 | 74 | 91 | 101 | 128 | 233 | 374 | 1 416 |
| 5 | 72 | 90 | 102 | 126 | 230 | 365 | 1 123 |
| 6 | 72 | 90 | 102 | 127 | 227 | 351 | 910 |
| 7 | 70 | 90 | 101 | 127 | 225 | 334 | 752 |
| 8 | 68 | 88 | 100 | 127 | 222 | 316 | 631 |
| 9 | 66 | 87 | 99 | 128 | 220 | 313 | 537 |
| 10 | 64 | 86 | 99 | 128 | 218 | 311 | 462 |
| 11 | 63 | 84 | 97 | 127 | 216 | 309 | 401 |
| 12 | 61 | 83 | 96 | 125 | 214 | 307 | 351 |
| 13 | 60 | 81 | 94 | 124 | 213 | 306 | 309 |
| 14 | 58 | 79 | 92 | 122 | 211 | 304 | 304 |
| 15 | 57 | 78 | 91 | 121 | 210 | 303 | 303 |
| 16 | 55 | 77 | 90 | 120 | 209 | 302 | 302 |
| 17 | 54 | 76 | 89 | 118 | 207 | 301 | 301 |
| 18 | 53 | 75 | 88 | 117 | 206 | 300 | 300 |
| 19 | 52 | 74 | 87 | 117 | 206 | 299 | 299 |
| 20 | 52 | 73 | 86 | 116 | 205 | 298 | 298 |
| 21 | 51 | 72 | 85 | 115 | 204 | 297 | 297 |
| 22 | 50 | 71 | 84 | 114 | 203 | 296 | 296 |
| 23 | 49 | 70 | 83 | 113 | 202 | 295 | 295 |
| 24 | 48 | 69 | 82 | 112 | 201 | 294 | 294 |
| 25 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
| 26 | 46 | 67 | 80 | 110 | 199 | 292 | 292 |
| 27 | 45 | 66 | 79 | 109 | 198 | 291 | 291 |
| 28 | 44 | 65 | 78 | 108 | 197 | 290 | 290 |
| 29 | 43 | 64 | 81 | 107 | 196 | 289 | 289 |
| 30 | 42 | 63 | 84 | 106 | 195 | 288 | 288 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

96

103

126

248

343

3 220

2

80

94

100

124

246

360

2 416

3

77

92

101

126

238

374

1 830

4

74

91

101

128

233

374

1 416

5

72

90

102

126

230

365

1 123

6

72

90

102

127

227

351

910

7

70

90

101

127

225

334

752

8

68

88

100

127

222

316

631

9

66

87

99

128

220

313

537

10

64

86

99

128

218

311

462

11

63

84

97

127

216

309

401

12

61

83

96

125

214

307

351

13

60

81

94

124

213

306

309

14

58

79

92

122

211

304

304

15

57

78

91

121

210

303

303

16

55

77

90

120

209

302

302

17

54

76

89

118

207

301

301

18

53

75

88

117

206

300

300

19

52

74

87

117

206

299

299

20

52

73

86

116

205

298

298

21

51

72

85

115

204

297

297

22

50

71

84

114

203

296

296

23

49

70

83

113

202

295

295

24

48

69

82

112

201

294

294

25

47

68

81

111

200

293

293

26

46

67

80

110

199

292

292

27

45

66

79

109

198

291

291

28

44

65

78

108

197

290

290

29

43

64

81

107

196

289

289

30

42

63

84

106

195

288

288

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 55 | 70 | 76 | 99 | 221 | 317 | 3 167 |
| 2 | 54 | 68 | 75 | 98 | 220 | 353 | 2 366 |
| 3 | 52 | 67 | 76 | 102 | 213 | 367 | 1 790 |
| 4 | 51 | 67 | 78 | 104 | 209 | 366 | 1 385 |
| 5 | 50 | 67 | 79 | 104 | 207 | 358 | 1 100 |
| 6 | 49 | 68 | 79 | 105 | 205 | 344 | 892 |
| 7 | 49 | 69 | 80 | 105 | 203 | 328 | 738 |
| 8 | 47 | 68 | 79 | 106 | 202 | 311 | 620 |
| 9 | 46 | 67 | 79 | 108 | 200 | 293 | 528 |
| 10 | 45 | 66 | 79 | 109 | 199 | 292 | 454 |
| 11 | 44 | 66 | 79 | 108 | 198 | 291 | 394 |
| 12 | 44 | 65 | 78 | 108 | 197 | 290 | 344 |
| 13 | 43 | 64 | 77 | 107 | 196 | 289 | 303 |
| 14 | 42 | 63 | 76 | 106 | 195 | 288 | 288 |
| 15 | 41 | 63 | 76 | 106 | 195 | 288 | 288 |
| 16 | 40 | 62 | 75 | 104 | 193 | 287 | 287 |
| 17 | 40 | 61 | 74 | 104 | 193 | 286 | 286 |
| 18 | 39 | 60 | 73 | 103 | 192 | 285 | 285 |
| 19 | 38 | 60 | 73 | 103 | 192 | 285 | 285 |
| 20 | 38 | 60 | 73 | 102 | 191 | 285 | 285 |
| 21 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
| 22 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
| 23 | 37 | 58 | 71 | 101 | 190 | 283 | 283 |
| 24 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
| 25 | 36 | 57 | 70 | 100 | 189 | 282 | 282 |
| 26 | 35 | 56 | 72 | 99 | 188 | 281 | 281 |
| 27 | 34 | 56 | 75 | 99 | 188 | 281 | 281 |
| 28 | 34 | 55 | 77 | 98 | 187 | 280 | 280 |
| 29 | 33 | 54 | 79 | 97 | 186 | 279 | 279 |
| 30 | 32 | 54 | 83 | 97 | 186 | 279 | 279 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

55

70

76

99

221

317

3 167

2

54

68

75

98

220

353

2 366

3

52

67

76

102

213

367

1 790

4

51

67

78

104

209

366

1 385

5

50

67

79

104

207

358

1 100

6

49

68

79

105

205

344

892

7

49

69

80

105

203

328

738

8

47

68

79

106

202

311

620

9

46

67

79

108

200

293

528

10

45

66

79

109

199

292

454

11

44

66

79

108

198

291

394

12

44

65

78

108

197

290

344

13

43

64

77

107

196

289

303

14

42

63

76

106

195

288

288

15

41

63

76

106

195

288

288

16

40

62

75

104

193

287

287

17

40

61

74

104

193

286

286

18

39

60

73

103

192

285

285

19

38

60

73

103

192

285

285

20

38

60

73

102

191

285

285

21

38

59

72

102

191

284

284

22

38

59

72

102

191

284

284

23

37

58

71

101

190

283

283

24

36

58

71

101

190

283

283

25

36

57

70

100

189

282

282

26

35

56

72

99

188

281

281

27

34

56

75

99

188

281

281

28

34

55

77

98

187

280

280

29

33

54

79

97

186

279

279

30

32

54

83

97

186

279

279

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 | 26 | 40 | 46 | 70 | 191 | 311 | 3 135 |
| 2 | 26 | 40 | 47 | 70 | 192 | 349 | 2 342 |
| 3 | 25 | 40 | 48 | 74 | 185 | 363 | 1 769 |
| 4 | 24 | 40 | 50 | 77 | 182 | 361 | 1 367 |
| 5 | 24 | 41 | 53 | 78 | 181 | 352 | 1 083 |
| 6 | 24 | 43 | 55 | 80 | 180 | 338 | 877 |
| 7 | 25 | 45 | 56 | 82 | 179 | 322 | 725 |
| 8 | 24 | 45 | 56 | 83 | 179 | 305 | 609 |
| 9 | 24 | 45 | 57 | 86 | 178 | 288 | 518 |
| 10 | 24 | 45 | 58 | 87 | 177 | 271 | 445 |
| 11 | 23 | 45 | 58 | 87 | 176 | 270 | 387 |
| 12 | 22 | 44 | 57 | 87 | 176 | 269 | 338 |
| 13 | 22 | 43 | 56 | 86 | 175 | 268 | 298 |
| 14 | 21 | 42 | 55 | 85 | 174 | 267 | 267 |
| 15 | 20 | 41 | 55 | 84 | 173 | 266 | 266 |
| 16 | 19 | 40 | 54 | 83 | 172 | 265 | 265 |
| 17 | 19 | 40 | 53 | 83 | 172 | 265 | 265 |
| 18 | 18 | 40 | 53 | 82 | 171 | 264 | 264 |
| 19 | 18 | 39 | 53 | 82 | 171 | 264 | 264 |
| 20 | 18 | 39 | 55 | 82 | 171 | 264 | 264 |
| 21 | 18 | 39 | 58 | 82 | 171 | 264 | 264 |
| 22 | 18 | 39 | 61 | 82 | 171 | 264 | 264 |
| 23 | 18 | 39 | 63 | 82 | 171 | 264 | 264 |
| 24 | 18 | 39 | 66 | 82 | 171 | 264 | 264 |
| 25 | 17 | 39 | 68 | 82 | 171 | 264 | 264 |
| 26 | 17 | 38 | 71 | 81 | 170 | 263 | 263 |
| 27 | 17 | 38 | 73 | 81 | 170 | 263 | 263 |
| 28 | 17 | 38 | 76 | 81 | 170 | 263 | 263 |
| 29 | 16 | 38 | 79 | 82 | 170 | 263 | 263 |
| 30 | 16 | 37 | 81 | 84 | 169 | 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

26

40

46

70

191

311

3 135

2

26

40

47

70

192

349

2 342

3

25

40

48

74

185

363

1 769

4

24

40

50

77

182

361

1 367

5

24

41

53

78

181

352

1 083

6

24

43

55

80

180

338

877

7

25

45

56

82

179

322

725

8

24

45

56

83

179

305

609

9

24

45

57

86

178

288

518

10

24

45

58

87

177

271

445

11

23

45

58

87

176

270

387

12

22

44

57

87

176

269

338

13

22

43

56

86

175

268

298

14

21

42

55

85

174

267

267

15

20

41

55

84

173

266

266

16

19

40

54

83

172

265

265

17

19

40

53

83

172

265

265

18

18

40

53

82

171

264

264

19

18

39

53

82

171

264

264

20

18

39

55

82

171

264

264

21

18

39

58

82

171

264

264

22

18

39

61

82

171

264

264

23

18

39

63

82

171

264

264

24

18

39

66

82

171

264

264

25

17

39

68

82

171

264

264

26

17

38

71

81

170

263

263

27

17

38

73

81

170

263

263

28

17

38

76

81

170

263

263

29

16

38

79

82

170

263

263

30

16

37

81

84

169

262

262

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 | 146 | 304 | 3 058 |
| 2 | 0 | 1 | 6 | 25 | 147 | 341 | 2 280 |
| 3 | 1 | 1 | 9 | 30 | 142 | 354 | 1 721 |
| 4 | 1 | 3 | 12 | 34 | 139 | 352 | 1 330 |
| 5 | 2 | 4 | 15 | 36 | 139 | 343 | 1 053 |
| 6 | 2 | 4 | 18 | 39 | 139 | 330 | 853 |
| 7 | 3 | 6 | 20 | 41 | 139 | 314 | 705 |
| 8 | 4 | 6 | 23 | 44 | 139 | 297 | 592 |
| 9 | 4 | 8 | 26 | 47 | 139 | 280 | 504 |
| 10 | 4 | 8 | 28 | 49 | 139 | 264 | 434 |
| 11 | 4 | 9 | 31 | 51 | 140 | 247 | 377 |
| 12 | 6 | 10 | 33 | 50 | 139 | 232 | 329 |
| 13 | 6 | 11 | 36 | 51 | 140 | 233 | 290 |
| 14 | 6 | 12 | 39 | 51 | 140 | 233 | 257 |
| 15 | 6 | 13 | 41 | 50 | 139 | 232 | 232 |
| 16 | 7 | 13 | 44 | 51 | 138 | 231 | 231 |
| 17 | 7 | 14 | 46 | 54 | 137 | 231 | 231 |
| 18 | 8 | 16 | 48 | 57 | 138 | 231 | 231 |
| 19 | 9 | 16 | 51 | 58 | 138 | 231 | 231 |
| 20 | 9 | 17 | 54 | 61 | 139 | 232 | 232 |
| 21 | 9 | 18 | 56 | 63 | 139 | 232 | 232 |
| 22 | 10 | 19 | 59 | 65 | 139 | 232 | 232 |
| 23 | 10 | 20 | 62 | 67 | 139 | 232 | 232 |
| 24 | 11 | 20 | 64 | 69 | 139 | 232 | 232 |
| 25 | 11 | 22 | 67 | 71 | 139 | 232 | 232 |
| 26 | 11 | 22 | 69 | 73 | 139 | 232 | 232 |
| 27 | 12 | 23 | 72 | 75 | 141 | 232 | 232 |
| 28 | 12 | 24 | 74 | 78 | 141 | 232 | 232 |
| 29 | 13 | 25 | 76 | 80 | 142 | 232 | 232 |
| 30 | 13 | 25 | 79 | 81 | 144 | 232 | 232 |

Duration (in years)

Credit quality step 0

Credit 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

146

304

3 058

2

0

1

6

25

147

341

2 280

3

1

1

9

30

142

354

1 721

4

1

3

12

34

139

352

1 330

5

2

4

15

36

139

343

1 053

6

2

4

18

39

139

330

853

7

3

6

20

41

139

314

705

8

4

6

23

44

139

297

592

9

4

8

26

47

139

280

504

10

4

8

28

49

139

264

434

11

4

9

31

51

140

247

377

12

6

10

33

50

139

232

329

13

6

11

36

51

140

233

290

14

6

12

39

51

140

233

257

15

6

13

41

50

139

232

232

16

7

13

44

51

138

231

231

17

7

14

46

54

137

231

231

18

8

16

48

57

138

231

231

19

9

16

51

58

138

231

231

20

9

17

54

61

139

232

232

21

9

18

56

63

139

232

232

22

10

19

59

65

139

232

232

23

10

20

62

67

139

232

232

24

11

20

64

69

139

232

232

25

11

22

67

71

139

232

232

26

11

22

69

73

139

232

232

27

12

23

72

75

141

232

232

28

12

24

74

78

141

232

232

29

13

25

76

80

142

232

232

30

13

25

79

81

144

232

232

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 56 | 63 | 86 | 208 | 316 | 3 189 |
| 2 | 42 | 56 | 63 | 86 | 208 | 355 | 2 380 |
| 3 | 41 | 56 | 65 | 91 | 202 | 368 | 1 798 |
| 4 | 40 | 56 | 67 | 94 | 199 | 367 | 1 388 |
| 5 | 40 | 57 | 70 | 94 | 198 | 357 | 1 099 |
| 6 | 41 | 59 | 71 | 96 | 196 | 343 | 890 |
| 7 | 41 | 61 | 72 | 97 | 195 | 326 | 735 |
| 8 | 40 | 60 | 72 | 99 | 194 | 309 | 617 |
| 9 | 39 | 60 | 72 | 101 | 193 | 291 | 525 |
| 10 | 39 | 60 | 73 | 102 | 192 | 285 | 452 |
| 11 | 38 | 59 | 73 | 102 | 191 | 284 | 392 |
| 12 | 37 | 59 | 72 | 102 | 191 | 284 | 343 |
| 13 | 37 | 58 | 71 | 101 | 190 | 283 | 302 |
| 14 | 36 | 57 | 70 | 100 | 189 | 282 | 282 |
| 15 | 35 | 57 | 70 | 99 | 188 | 282 | 282 |
| 16 | 34 | 56 | 69 | 98 | 187 | 281 | 281 |
| 17 | 34 | 55 | 68 | 98 | 187 | 280 | 280 |
| 18 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
| 19 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
| 20 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
| 21 | 32 | 54 | 67 | 97 | 186 | 279 | 279 |
| 22 | 32 | 53 | 66 | 96 | 185 | 278 | 278 |
| 23 | 32 | 53 | 66 | 96 | 185 | 278 | 278 |
| 24 | 31 | 52 | 66 | 95 | 184 | 277 | 277 |
| 25 | 30 | 52 | 68 | 95 | 184 | 277 | 277 |
| 26 | 30 | 51 | 71 | 94 | 183 | 276 | 276 |
| 27 | 29 | 50 | 74 | 93 | 182 | 275 | 275 |
| 28 | 29 | 50 | 77 | 93 | 182 | 275 | 275 |
| 29 | 28 | 49 | 79 | 92 | 181 | 274 | 274 |
| 30 | 27 | 49 | 82 | 92 | 181 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

56

63

86

208

316

3 189

2

42

56

63

86

208

355

2 380

3

41

56

65

91

202

368

1 798

4

40

56

67

94

199

367

1 388

5

40

57

70

94

198

357

1 099

6

41

59

71

96

196

343

890

7

41

61

72

97

195

326

735

8

40

60

72

99

194

309

617

9

39

60

72

101

193

291

525

10

39

60

73

102

192

285

452

11

38

59

73

102

191

284

392

12

37

59

72

102

191

284

343

13

37

58

71

101

190

283

302

14

36

57

70

100

189

282

282

15

35

57

70

99

188

282

282

16

34

56

69

98

187

281

281

17

34

55

68

98

187

280

280

18

33

54

67

97

186

279

279

19

33

54

67

97

186

279

279

20

33

54

67

97

186

279

279

21

32

54

67

97

186

279

279

22

32

53

66

96

185

278

278

23

32

53

66

96

185

278

278

24

31

52

66

95

184

277

277

25

30

52

68

95

184

277

277

26

30

51

71

94

183

276

276

27

29

50

74

93

182

275

275

28

29

50

77

93

182

275

275

29

28

49

79

92

181

274

274

30

27

49

82

92

181

274

274

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 | 10 | 24 | 31 | 54 | 176 | 313 | 3 154 |
| 2 | 14 | 28 | 35 | 58 | 180 | 351 | 2 355 |
| 3 | 17 | 32 | 40 | 66 | 178 | 365 | 1 780 |
| 4 | 19 | 35 | 46 | 72 | 178 | 364 | 1 376 |
| 5 | 22 | 39 | 51 | 76 | 179 | 354 | 1 090 |
| 6 | 21 | 39 | 51 | 77 | 177 | 340 | 883 |
| 7 | 27 | 46 | 57 | 83 | 181 | 324 | 730 |
| 8 | 25 | 45 | 57 | 84 | 179 | 307 | 613 |
| 9 | 26 | 47 | 59 | 88 | 180 | 290 | 521 |
| 10 | 28 | 49 | 62 | 92 | 182 | 275 | 448 |
| 11 | 30 | 51 | 64 | 94 | 183 | 276 | 389 |
| 12 | 30 | 52 | 65 | 95 | 184 | 277 | 340 |
| 13 | 31 | 52 | 65 | 95 | 184 | 277 | 299 |
| 14 | 31 | 52 | 66 | 95 | 184 | 277 | 277 |
| 15 | 31 | 53 | 66 | 95 | 184 | 278 | 278 |
| 16 | 31 | 52 | 65 | 95 | 184 | 277 | 277 |
| 17 | 31 | 52 | 65 | 95 | 184 | 277 | 277 |
| 18 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 20 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 21 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 22 | 29 | 51 | 64 | 93 | 182 | 276 | 276 |
| 23 | 29 | 50 | 63 | 93 | 182 | 275 | 275 |
| 24 | 29 | 50 | 66 | 93 | 182 | 275 | 275 |
| 25 | 28 | 49 | 68 | 92 | 181 | 274 | 274 |
| 26 | 28 | 49 | 71 | 92 | 181 | 274 | 274 |
| 27 | 27 | 48 | 73 | 91 | 180 | 273 | 273 |
| 28 | 27 | 48 | 77 | 91 | 180 | 273 | 273 |
| 29 | 26 | 47 | 79 | 90 | 179 | 272 | 272 |
| 30 | 26 | 47 | 82 | 90 | 179 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

31

54

176

313

3 154

2

14

28

35

58

180

351

2 355

3

17

32

40

66

178

365

1 780

4

19

35

46

72

178

364

1 376

5

22

39

51

76

179

354

1 090

6

21

39

51

77

177

340

883

7

27

46

57

83

181

324

730

8

25

45

57

84

179

307

613

9

26

47

59

88

180

290

521

10

28

49

62

92

182

275

448

11

30

51

64

94

183

276

389

12

30

52

65

95

184

277

340

13

31

52

65

95

184

277

299

14

31

52

66

95

184

277

277

15

31

53

66

95

184

278

278

16

31

52

65

95

184

277

277

17

31

52

65

95

184

277

277

18

30

51

64

94

183

276

276

19

30

51

64

94

183

276

276

20

30

51

64

94

183

276

276

21

30

51

64

94

183

276

276

22

29

51

64

93

182

276

276

23

29

50

63

93

182

275

275

24

29

50

66

93

182

275

275

25

28

49

68

92

181

274

274

26

28

49

71

92

181

274

274

27

27

48

73

91

180

273

273

28

27

48

77

91

180

273

273

29

26

47

79

90

179

272

272

30

26

47

82

90

179

272

272

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 | 9 | 23 | 29 | 52 | 174 | 315 | 3 179 |
| 2 | 10 | 24 | 31 | 54 | 176 | 354 | 2 375 |
| 3 | 10 | 26 | 34 | 60 | 171 | 367 | 1 793 |
| 4 | 11 | 27 | 38 | 64 | 169 | 365 | 1 384 |
| 5 | 12 | 29 | 41 | 66 | 169 | 356 | 1 095 |
| 6 | 14 | 32 | 44 | 69 | 169 | 342 | 887 |
| 7 | 15 | 35 | 46 | 72 | 169 | 325 | 732 |
| 8 | 15 | 35 | 47 | 74 | 169 | 308 | 614 |
| 9 | 16 | 37 | 49 | 77 | 170 | 290 | 522 |
| 10 | 16 | 38 | 51 | 80 | 170 | 272 | 449 |
| 11 | 17 | 38 | 51 | 81 | 170 | 263 | 390 |
| 12 | 17 | 38 | 51 | 81 | 170 | 263 | 341 |
| 13 | 17 | 38 | 51 | 81 | 170 | 263 | 300 |
| 14 | 17 | 39 | 52 | 81 | 170 | 263 | 266 |
| 15 | 17 | 39 | 52 | 82 | 171 | 264 | 264 |
| 16 | 17 | 38 | 51 | 81 | 170 | 263 | 263 |
| 17 | 17 | 38 | 51 | 81 | 170 | 263 | 263 |
| 18 | 17 | 38 | 51 | 81 | 170 | 263 | 263 |
| 19 | 17 | 38 | 53 | 81 | 170 | 263 | 263 |
| 20 | 17 | 39 | 55 | 81 | 170 | 263 | 263 |
| 21 | 17 | 39 | 58 | 81 | 170 | 264 | 264 |
| 22 | 17 | 38 | 61 | 81 | 170 | 263 | 263 |
| 23 | 17 | 38 | 63 | 81 | 170 | 263 | 263 |
| 24 | 16 | 38 | 66 | 81 | 170 | 263 | 263 |
| 25 | 16 | 37 | 68 | 80 | 169 | 262 | 262 |
| 26 | 16 | 37 | 71 | 80 | 169 | 262 | 262 |
| 27 | 15 | 37 | 73 | 80 | 169 | 262 | 262 |
| 28 | 15 | 36 | 76 | 80 | 168 | 261 | 261 |
| 29 | 15 | 36 | 79 | 81 | 168 | 261 | 261 |
| 30 | 14 | 36 | 81 | 84 | 168 | 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

9

23

29

52

174

315

3 179

2

10

24

31

54

176

354

2 375

3

10

26

34

60

171

367

1 793

4

11

27

38

64

169

365

1 384

5

12

29

41

66

169

356

1 095

6

14

32

44

69

169

342

887

7

15

35

46

72

169

325

732

8

15

35

47

74

169

308

614

9

16

37

49

77

170

290

522

10

16

38

51

80

170

272

449

11

17

38

51

81

170

263

390

12

17

38

51

81

170

263

341

13

17

38

51

81

170

263

300

14

17

39

52

81

170

263

266

15

17

39

52

82

171

264

264

16

17

38

51

81

170

263

263

17

17

38

51

81

170

263

263

18

17

38

51

81

170

263

263

19

17

38

53

81

170

263

263

20

17

39

55

81

170

263

263

21

17

39

58

81

170

264

264

22

17

38

61

81

170

263

263

23

17

38

63

81

170

263

263

24

16

38

66

81

170

263

263

25

16

37

68

80

169

262

262

26

16

37

71

80

169

262

262

27

15

37

73

80

169

262

262

28

15

36

76

80

168

261

261

29

15

36

79

81

168

261

261

30

14

36

81

84

168

261

261

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 | 59 | 66 | 89 | 211 | 319 | 3 218 |
| 2 | 48 | 62 | 68 | 92 | 213 | 358 | 2 407 |
| 3 | 50 | 65 | 74 | 99 | 211 | 373 | 1 823 |
| 4 | 51 | 67 | 78 | 104 | 209 | 372 | 1 410 |
| 5 | 52 | 70 | 82 | 107 | 210 | 363 | 1 118 |
| 6 | 54 | 73 | 85 | 110 | 210 | 349 | 906 |
| 7 | 56 | 75 | 86 | 112 | 210 | 333 | 749 |
| 8 | 55 | 75 | 87 | 114 | 209 | 315 | 629 |
| 9 | 55 | 76 | 88 | 117 | 209 | 302 | 536 |
| 10 | 56 | 77 | 90 | 119 | 209 | 302 | 461 |
| 11 | 55 | 77 | 90 | 119 | 209 | 302 | 400 |
| 12 | 55 | 76 | 89 | 119 | 208 | 301 | 350 |
| 13 | 54 | 75 | 88 | 118 | 207 | 300 | 308 |
| 14 | 53 | 74 | 87 | 117 | 206 | 299 | 299 |
| 15 | 52 | 73 | 86 | 116 | 205 | 298 | 298 |
| 16 | 51 | 72 | 86 | 115 | 204 | 297 | 297 |
| 17 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
| 18 | 50 | 71 | 84 | 114 | 203 | 296 | 296 |
| 19 | 49 | 70 | 83 | 113 | 202 | 295 | 295 |
| 20 | 48 | 69 | 83 | 112 | 201 | 294 | 294 |
| 21 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
| 22 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
| 23 | 46 | 67 | 80 | 110 | 199 | 292 | 292 |
| 24 | 45 | 66 | 79 | 109 | 198 | 291 | 291 |
| 25 | 44 | 65 | 78 | 108 | 197 | 290 | 290 |
| 26 | 43 | 64 | 77 | 107 | 196 | 289 | 289 |
| 27 | 42 | 63 | 76 | 106 | 195 | 288 | 288 |
| 28 | 41 | 62 | 78 | 105 | 194 | 287 | 287 |
| 29 | 40 | 62 | 81 | 104 | 193 | 287 | 287 |
| 30 | 39 | 61 | 84 | 104 | 193 | 286 | 286 |

Duration (in years)

Credit quality step 0

Credit 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

59

66

89

211

319

3 218

2

48

62

68

92

213

358

2 407

3

50

65

74

99

211

373

1 823

4

51

67

78

104

209

372

1 410

5

52

70

82

107

210

363

1 118

6

54

73

85

110

210

349

906

7

56

75

86

112

210

333

749

8

55

75

87

114

209

315

629

9

55

76

88

117

209

302

536

10

56

77

90

119

209

302

461

11

55

77

90

119

209

302

400

12

55

76

89

119

208

301

350

13

54

75

88

118

207

300

308

14

53

74

87

117

206

299

299

15

52

73

86

116

205

298

298

16

51

72

86

115

204

297

297

17

50

72

85

115

204

297

297

18

50

71

84

114

203

296

296

19

49

70

83

113

202

295

295

20

48

69

83

112

201

294

294

21

47

69

82

112

201

294

294

22

47

68

81

111

200

293

293

23

46

67

80

110

199

292

292

24

45

66

79

109

198

291

291

25

44

65

78

108

197

290

290

26

43

64

77

107

196

289

289

27

42

63

76

106

195

288

288

28

41

62

78

105

194

287

287

29

40

62

81

104

193

287

287

30

39

61

84

104

193

286

286

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 | 76 | 90 | 97 | 120 | 242 | 337 | 3 323 |
| 2 | 80 | 94 | 101 | 124 | 246 | 369 | 2 487 |
| 3 | 80 | 95 | 104 | 129 | 241 | 384 | 1 885 |
| 4 | 79 | 95 | 106 | 132 | 237 | 384 | 1 459 |
| 5 | 82 | 99 | 111 | 136 | 239 | 375 | 1 157 |
| 6 | 84 | 102 | 114 | 139 | 239 | 361 | 938 |
| 7 | 85 | 105 | 116 | 142 | 240 | 344 | 776 |
| 8 | 86 | 107 | 118 | 145 | 241 | 334 | 652 |
| 9 | 87 | 108 | 120 | 149 | 241 | 334 | 555 |
| 10 | 88 | 109 | 122 | 151 | 241 | 334 | 477 |
| 11 | 87 | 109 | 122 | 151 | 241 | 334 | 414 |
| 12 | 87 | 108 | 121 | 151 | 240 | 333 | 362 |
| 13 | 85 | 106 | 120 | 149 | 238 | 331 | 331 |
| 14 | 84 | 105 | 118 | 148 | 237 | 330 | 330 |
| 15 | 82 | 104 | 117 | 146 | 235 | 329 | 329 |
| 16 | 81 | 102 | 115 | 145 | 234 | 327 | 327 |
| 17 | 79 | 101 | 114 | 144 | 233 | 326 | 326 |
| 18 | 78 | 99 | 112 | 142 | 231 | 324 | 324 |
| 19 | 77 | 98 | 111 | 141 | 230 | 323 | 323 |
| 20 | 75 | 97 | 110 | 140 | 229 | 322 | 322 |
| 21 | 74 | 95 | 108 | 138 | 227 | 320 | 320 |
| 22 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
| 23 | 71 | 92 | 105 | 135 | 224 | 317 | 317 |
| 24 | 69 | 91 | 104 | 134 | 223 | 316 | 316 |
| 25 | 68 | 89 | 102 | 132 | 221 | 314 | 314 |
| 26 | 66 | 87 | 101 | 130 | 219 | 312 | 312 |
| 27 | 65 | 86 | 99 | 129 | 218 | 311 | 311 |
| 28 | 63 | 84 | 97 | 127 | 216 | 309 | 309 |
| 29 | 62 | 83 | 96 | 126 | 215 | 308 | 308 |
| 30 | 60 | 81 | 95 | 124 | 213 | 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

76

90

97

120

242

337

3 323

2

80

94

101

124

246

369

2 487

3

80

95

104

129

241

384

1 885

4

79

95

106

132

237

384

1 459

5

82

99

111

136

239

375

1 157

6

84

102

114

139

239

361

938

7

85

105

116

142

240

344

776

8

86

107

118

145

241

334

652

9

87

108

120

149

241

334

555

10

88

109

122

151

241

334

477

11

87

109

122

151

241

334

414

12

87

108

121

151

240

333

362

13

85

106

120

149

238

331

331

14

84

105

118

148

237

330

330

15

82

104

117

146

235

329

329

16

81

102

115

145

234

327

327

17

79

101

114

144

233

326

326

18

78

99

112

142

231

324

324

19

77

98

111

141

230

323

323

20

75

97

110

140

229

322

322

21

74

95

108

138

227

320

320

22

72

94

107

137

226

319

319

23

71

92

105

135

224

317

317

24

69

91

104

134

223

316

316

25

68

89

102

132

221

314

314

26

66

87

101

130

219

312

312

27

65

86

99

129

218

311

311

28

63

84

97

127

216

309

309

29

62

83

96

126

215

308

308

30

60

81

95

124

213

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 | 2 | 16 | 22 | 46 | 167 | 314 | 3 170 |
| 2 | 5 | 19 | 26 | 49 | 171 | 353 | 2 368 |
| 3 | 7 | 22 | 31 | 56 | 168 | 366 | 1 789 |
| 4 | 9 | 25 | 36 | 62 | 167 | 365 | 1 381 |
| 5 | 11 | 28 | 40 | 65 | 169 | 355 | 1 094 |
| 6 | 13 | 32 | 44 | 69 | 169 | 341 | 886 |
| 7 | 15 | 35 | 46 | 72 | 169 | 325 | 731 |
| 8 | 15 | 36 | 47 | 74 | 170 | 307 | 614 |
| 9 | 16 | 37 | 49 | 78 | 170 | 290 | 522 |
| 10 | 16 | 38 | 51 | 80 | 170 | 272 | 449 |
| 11 | 17 | 38 | 51 | 81 | 170 | 263 | 389 |
| 12 | 16 | 38 | 51 | 80 | 169 | 263 | 341 |
| 13 | 16 | 37 | 50 | 80 | 169 | 262 | 300 |
| 14 | 15 | 36 | 49 | 79 | 168 | 261 | 265 |
| 15 | 14 | 36 | 49 | 78 | 167 | 261 | 261 |
| 16 | 13 | 35 | 48 | 78 | 167 | 260 | 260 |
| 17 | 13 | 34 | 48 | 77 | 166 | 259 | 259 |
| 18 | 13 | 34 | 51 | 77 | 166 | 259 | 259 |
| 19 | 12 | 34 | 53 | 77 | 166 | 259 | 259 |
| 20 | 13 | 34 | 55 | 77 | 166 | 259 | 259 |
| 21 | 13 | 34 | 58 | 77 | 166 | 259 | 259 |
| 22 | 13 | 34 | 61 | 77 | 166 | 259 | 259 |
| 23 | 13 | 34 | 63 | 77 | 166 | 259 | 259 |
| 24 | 13 | 34 | 66 | 77 | 166 | 259 | 259 |
| 25 | 12 | 34 | 68 | 77 | 166 | 259 | 259 |
| 26 | 12 | 34 | 71 | 76 | 165 | 259 | 259 |
| 27 | 12 | 33 | 73 | 78 | 165 | 258 | 258 |
| 28 | 12 | 33 | 77 | 80 | 165 | 258 | 258 |
| 29 | 14 | 33 | 79 | 82 | 165 | 258 | 258 |
| 30 | 14 | 33 | 82 | 85 | 165 | 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

2

16

22

46

167

314

3 170

2

5

19

26

49

171

353

2 368

3

7

22

31

56

168

366

1 789

4

9

25

36

62

167

365

1 381

5

11

28

40

65

169

355

1 094

6

13

32

44

69

169

341

886

7

15

35

46

72

169

325

731

8

15

36

47

74

170

307

614

9

16

37

49

78

170

290

522

10

16

38

51

80

170

272

449

11

17

38

51

81

170

263

389

12

16

38

51

80

169

263

341

13

16

37

50

80

169

262

300

14

15

36

49

79

168

261

265

15

14

36

49

78

167

261

261

16

13

35

48

78

167

260

260

17

13

34

48

77

166

259

259

18

13

34

51

77

166

259

259

19

12

34

53

77

166

259

259

20

13

34

55

77

166

259

259

21

13

34

58

77

166

259

259

22

13

34

61

77

166

259

259

23

13

34

63

77

166

259

259

24

13

34

66

77

166

259

259

25

12

34

68

77

166

259

259

26

12

34

71

76

165

259

259

27

12

33

73

78

165

258

258

28

12

33

77

80

165

258

258

29

14

33

79

82

165

258

258

30

14

33

82

85

165

258

258

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 | 87 | 102 | 108 | 131 | 253 | 349 | 3 434 |
| 2 | 88 | 102 | 109 | 132 | 254 | 380 | 2 567 |
| 3 | 87 | 102 | 111 | 136 | 248 | 394 | 1 940 |
| 4 | 87 | 103 | 113 | 140 | 245 | 393 | 1 499 |
| 5 | 87 | 104 | 116 | 141 | 244 | 383 | 1 187 |
| 6 | 88 | 106 | 118 | 144 | 244 | 368 | 961 |
| 7 | 89 | 108 | 119 | 145 | 243 | 351 | 794 |
| 8 | 89 | 109 | 120 | 148 | 243 | 336 | 666 |
| 9 | 88 | 109 | 121 | 150 | 242 | 335 | 566 |
| 10 | 87 | 108 | 121 | 150 | 240 | 333 | 487 |
| 11 | 85 | 107 | 120 | 149 | 238 | 332 | 422 |
| 12 | 83 | 105 | 118 | 148 | 237 | 330 | 369 |
| 13 | 82 | 103 | 116 | 146 | 235 | 328 | 328 |
| 14 | 80 | 101 | 114 | 144 | 233 | 326 | 326 |
| 15 | 78 | 99 | 112 | 142 | 231 | 324 | 324 |
| 16 | 76 | 97 | 110 | 140 | 229 | 322 | 322 |
| 17 | 74 | 95 | 108 | 138 | 227 | 320 | 320 |
| 18 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
| 19 | 71 | 92 | 105 | 135 | 224 | 317 | 317 |
| 20 | 70 | 91 | 104 | 134 | 223 | 316 | 316 |
| 21 | 69 | 90 | 103 | 133 | 222 | 315 | 315 |
| 22 | 68 | 89 | 102 | 132 | 221 | 314 | 314 |
| 23 | 67 | 88 | 101 | 131 | 220 | 313 | 313 |
| 24 | 66 | 87 | 100 | 130 | 219 | 312 | 312 |
| 25 | 65 | 86 | 99 | 129 | 218 | 311 | 311 |
| 26 | 63 | 85 | 98 | 128 | 217 | 310 | 310 |
| 27 | 62 | 84 | 97 | 126 | 215 | 309 | 309 |
| 28 | 61 | 82 | 96 | 125 | 214 | 307 | 307 |
| 29 | 60 | 81 | 95 | 124 | 213 | 306 | 306 |
| 30 | 59 | 80 | 94 | 123 | 212 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

87

102

108

131

253

349

3 434

2

88

102

109

132

254

380

2 567

3

87

102

111

136

248

394

1 940

4

87

103

113

140

245

393

1 499

5

87

104

116

141

244

383

1 187

6

88

106

118

144

244

368

961

7

89

108

119

145

243

351

794

8

89

109

120

148

243

336

666

9

88

109

121

150

242

335

566

10

87

108

121

150

240

333

487

11

85

107

120

149

238

332

422

12

83

105

118

148

237

330

369

13

82

103

116

146

235

328

328

14

80

101

114

144

233

326

326

15

78

99

112

142

231

324

324

16

76

97

110

140

229

322

322

17

74

95

108

138

227

320

320

18

72

94

107

137

226

319

319

19

71

92

105

135

224

317

317

20

70

91

104

134

223

316

316

21

69

90

103

133

222

315

315

22

68

89

102

132

221

314

314

23

67

88

101

131

220

313

313

24

66

87

100

130

219

312

312

25

65

86

99

129

218

311

311

26

63

85

98

128

217

310

310

27

62

84

97

126

215

309

309

28

61

82

96

125

214

307

307

29

60

81

95

124

213

306

306

30

59

80

94

123

212

305

305

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 | 343 | 357 | 364 | 387 | 509 | 604 | 3 517 |
| 2 | 73 | 87 | 93 | 116 | 238 | 387 | 2 623 |
| 3 | 75 | 90 | 99 | 124 | 236 | 400 | 1 976 |
| 4 | 77 | 94 | 104 | 131 | 236 | 398 | 1 523 |
| 5 | 80 | 97 | 109 | 134 | 237 | 388 | 1 204 |
| 6 | 82 | 100 | 112 | 138 | 238 | 372 | 974 |
| 7 | 84 | 103 | 114 | 140 | 238 | 354 | 804 |
| 8 | 85 | 105 | 117 | 144 | 239 | 335 | 674 |
| 9 | 85 | 106 | 118 | 147 | 239 | 332 | 573 |
| 10 | 86 | 107 | 120 | 149 | 239 | 332 | 492 |
| 11 | 86 | 107 | 120 | 150 | 239 | 332 | 427 |
| 12 | 86 | 107 | 120 | 150 | 239 | 332 | 373 |
| 13 | 86 | 107 | 120 | 150 | 239 | 332 | 332 |
| 14 | 87 | 108 | 121 | 151 | 240 | 333 | 333 |
| 15 | 87 | 109 | 122 | 152 | 241 | 334 | 334 |
| 16 | 88 | 110 | 123 | 152 | 241 | 335 | 335 |
| 17 | 89 | 111 | 124 | 154 | 243 | 336 | 336 |
| 18 | 90 | 112 | 125 | 155 | 244 | 337 | 337 |
| 19 | 91 | 113 | 126 | 156 | 245 | 338 | 338 |
| 20 | 92 | 113 | 126 | 156 | 245 | 338 | 338 |
| 21 | 92 | 114 | 127 | 156 | 245 | 339 | 339 |
| 22 | 92 | 113 | 126 | 156 | 245 | 338 | 338 |
| 23 | 92 | 113 | 126 | 156 | 245 | 338 | 338 |
| 24 | 91 | 112 | 125 | 155 | 244 | 337 | 337 |
| 25 | 90 | 111 | 124 | 154 | 243 | 336 | 336 |
| 26 | 89 | 110 | 123 | 153 | 242 | 335 | 335 |
| 27 | 88 | 109 | 122 | 152 | 241 | 334 | 334 |
| 28 | 86 | 108 | 121 | 150 | 239 | 333 | 333 |
| 29 | 85 | 106 | 119 | 149 | 238 | 331 | 331 |
| 30 | 84 | 105 | 118 | 148 | 237 | 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

343

357

364

387

509

604

3 517

2

73

87

93

116

238

387

2 623

3

75

90

99

124

236

400

1 976

4

77

94

104

131

236

398

1 523

5

80

97

109

134

237

388

1 204

6

82

100

112

138

238

372

974

7

84

103

114

140

238

354

804

8

85

105

117

144

239

335

674

9

85

106

118

147

239

332

573

10

86

107

120

149

239

332

492

11

86

107

120

150

239

332

427

12

86

107

120

150

239

332

373

13

86

107

120

150

239

332

332

14

87

108

121

151

240

333

333

15

87

109

122

152

241

334

334

16

88

110

123

152

241

335

335

17

89

111

124

154

243

336

336

18

90

112

125

155

244

337

337

19

91

113

126

156

245

338

338

20

92

113

126

156

245

338

338

21

92

114

127

156

245

339

339

22

92

113

126

156

245

338

338

23

92

113

126

156

245

338

338

24

91

112

125

155

244

337

337

25

90

111

124

154

243

336

336

26

89

110

123

153

242

335

335

27

88

109

122

152

241

334

334

28

86

108

121

150

239

333

333

29

85

106

119

149

238

331

331

30

84

105

118

148

237

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 | 4 | 11 | 34 | 156 | 309 | 3 110 |
| 2 | 0 | 4 | 11 | 34 | 156 | 346 | 2 318 |
| 3 | 1 | 4 | 13 | 39 | 150 | 359 | 1 750 |
| 4 | 1 | 5 | 15 | 42 | 147 | 357 | 1 351 |
| 5 | 2 | 6 | 18 | 43 | 146 | 348 | 1 069 |
| 6 | 2 | 8 | 19 | 45 | 145 | 334 | 866 |
| 7 | 3 | 10 | 21 | 47 | 145 | 318 | 716 |
| 8 | 4 | 10 | 23 | 48 | 144 | 301 | 601 |
| 9 | 4 | 10 | 26 | 51 | 143 | 284 | 511 |
| 10 | 4 | 10 | 29 | 52 | 142 | 267 | 440 |
| 11 | 4 | 10 | 31 | 53 | 142 | 251 | 382 |
| 12 | 6 | 10 | 34 | 53 | 142 | 235 | 334 |
| 13 | 6 | 11 | 36 | 53 | 142 | 235 | 294 |
| 14 | 6 | 12 | 39 | 53 | 142 | 235 | 261 |
| 15 | 6 | 13 | 42 | 54 | 143 | 236 | 236 |
| 16 | 7 | 13 | 44 | 53 | 142 | 236 | 236 |
| 17 | 8 | 15 | 47 | 55 | 143 | 236 | 236 |
| 18 | 8 | 16 | 50 | 57 | 143 | 236 | 236 |
| 19 | 9 | 16 | 52 | 60 | 144 | 237 | 237 |
| 20 | 9 | 17 | 55 | 61 | 145 | 238 | 238 |
| 21 | 9 | 19 | 58 | 64 | 146 | 239 | 239 |
| 22 | 10 | 19 | 59 | 66 | 146 | 239 | 239 |
| 23 | 10 | 20 | 62 | 68 | 147 | 240 | 240 |
| 24 | 11 | 21 | 65 | 71 | 147 | 241 | 241 |
| 25 | 11 | 22 | 67 | 73 | 148 | 241 | 241 |
| 26 | 11 | 22 | 71 | 75 | 148 | 241 | 241 |
| 27 | 12 | 24 | 73 | 77 | 149 | 242 | 242 |
| 28 | 12 | 25 | 76 | 80 | 149 | 242 | 242 |
| 29 | 13 | 25 | 78 | 81 | 149 | 242 | 242 |
| 30 | 14 | 27 | 81 | 83 | 150 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

11

34

156

309

3 110

2

0

4

11

34

156

346

2 318

3

1

4

13

39

150

359

1 750

4

1

5

15

42

147

357

1 351

5

2

6

18

43

146

348

1 069

6

2

8

19

45

145

334

866

7

3

10

21

47

145

318

716

8

4

10

23

48

144

301

601

9

4

10

26

51

143

284

511

10

4

10

29

52

142

267

440

11

4

10

31

53

142

251

382

12

6

10

34

53

142

235

334

13

6

11

36

53

142

235

294

14

6

12

39

53

142

235

261

15

6

13

42

54

143

236

236

16

7

13

44

53

142

236

236

17

8

15

47

55

143

236

236

18

8

16

50

57

143

236

236

19

9

16

52

60

144

237

237

20

9

17

55

61

145

238

238

21

9

19

58

64

146

239

239

22

10

19

59

66

146

239

239

23

10

20

62

68

147

240

240

24

11

21

65

71

147

241

241

25

11

22

67

73

148

241

241

26

11

22

71

75

148

241

241

27

12

24

73

77

149

242

242

28

12

25

76

80

149

242

242

29

13

25

78

81

149

242

242

30

14

27

81

83

150

243

243

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 62 | 69 | 92 | 214 | 316 | 3 194 |
| 2 | 49 | 63 | 70 | 93 | 215 | 355 | 2 385 |
| 3 | 49 | 64 | 72 | 98 | 209 | 369 | 1 802 |
| 4 | 48 | 64 | 75 | 101 | 206 | 368 | 1 393 |
| 5 | 48 | 65 | 77 | 102 | 205 | 358 | 1 103 |
| 6 | 49 | 67 | 79 | 105 | 205 | 344 | 894 |
| 7 | 49 | 68 | 79 | 105 | 203 | 328 | 739 |
| 8 | 48 | 69 | 80 | 107 | 203 | 311 | 620 |
| 9 | 48 | 69 | 81 | 110 | 202 | 295 | 528 |
| 10 | 47 | 68 | 81 | 110 | 200 | 293 | 454 |
| 11 | 46 | 67 | 80 | 110 | 199 | 292 | 394 |
| 12 | 44 | 65 | 78 | 108 | 197 | 290 | 345 |
| 13 | 42 | 64 | 77 | 107 | 196 | 289 | 304 |
| 14 | 41 | 62 | 75 | 105 | 194 | 287 | 287 |
| 15 | 39 | 61 | 74 | 104 | 193 | 286 | 286 |
| 16 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
| 17 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
| 18 | 35 | 57 | 70 | 99 | 188 | 282 | 282 |
| 19 | 34 | 56 | 69 | 98 | 187 | 281 | 281 |
| 20 | 34 | 55 | 68 | 98 | 187 | 280 | 280 |
| 21 | 33 | 54 | 68 | 97 | 186 | 279 | 279 |
| 22 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
| 23 | 32 | 53 | 66 | 96 | 185 | 278 | 278 |
| 24 | 31 | 52 | 67 | 95 | 184 | 277 | 277 |
| 25 | 30 | 52 | 70 | 95 | 184 | 277 | 277 |
| 26 | 30 | 51 | 72 | 94 | 183 | 276 | 276 |
| 27 | 29 | 50 | 75 | 93 | 182 | 275 | 275 |
| 28 | 28 | 50 | 77 | 93 | 182 | 275 | 275 |
| 29 | 28 | 49 | 80 | 92 | 181 | 274 | 274 |
| 30 | 27 | 48 | 83 | 91 | 180 | 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

48

62

69

92

214

316

3 194

2

49

63

70

93

215

355

2 385

3

49

64

72

98

209

369

1 802

4

48

64

75

101

206

368

1 393

5

48

65

77

102

205

358

1 103

6

49

67

79

105

205

344

894

7

49

68

79

105

203

328

739

8

48

69

80

107

203

311

620

9

48

69

81

110

202

295

528

10

47

68

81

110

200

293

454

11

46

67

80

110

199

292

394

12

44

65

78

108

197

290

345

13

42

64

77

107

196

289

304

14

41

62

75

105

194

287

287

15

39

61

74

104

193

286

286

16

38

59

72

102

191

284

284

17

36

58

71

101

190

283

283

18

35

57

70

99

188

282

282

19

34

56

69

98

187

281

281

20

34

55

68

98

187

280

280

21

33

54

68

97

186

279

279

22

33

54

67

97

186

279

279

23

32

53

66

96

185

278

278

24

31

52

67

95

184

277

277

25

30

52

70

95

184

277

277

26

30

51

72

94

183

276

276

27

29

50

75

93

182

275

275

28

28

50

77

93

182

275

275

29

28

49

80

92

181

274

274

30

27

48

83

91

180

273

273

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 | 110 | 124 | 130 | 153 | 275 | 371 | 3 450 |
| 2 | 111 | 125 | 131 | 155 | 277 | 380 | 2 574 |
| 3 | 111 | 127 | 135 | 161 | 272 | 395 | 1 945 |
| 4 | 112 | 128 | 139 | 165 | 270 | 394 | 1 503 |
| 5 | 113 | 130 | 143 | 167 | 271 | 384 | 1 190 |
| 6 | 114 | 133 | 145 | 170 | 270 | 369 | 964 |
| 7 | 115 | 135 | 146 | 172 | 270 | 363 | 797 |
| 8 | 115 | 135 | 146 | 173 | 269 | 362 | 669 |
| 9 | 114 | 135 | 147 | 176 | 268 | 361 | 569 |
| 10 | 113 | 134 | 147 | 177 | 267 | 360 | 490 |
| 11 | 112 | 133 | 146 | 176 | 265 | 358 | 425 |
| 12 | 110 | 131 | 144 | 174 | 263 | 356 | 372 |
| 13 | 108 | 129 | 142 | 172 | 261 | 354 | 354 |
| 14 | 106 | 127 | 140 | 170 | 259 | 352 | 352 |
| 15 | 103 | 125 | 138 | 167 | 256 | 350 | 350 |
| 16 | 101 | 122 | 135 | 165 | 254 | 347 | 347 |
| 17 | 98 | 120 | 133 | 162 | 251 | 345 | 345 |
| 18 | 96 | 117 | 130 | 160 | 249 | 342 | 342 |
| 19 | 94 | 115 | 128 | 158 | 247 | 340 | 340 |
| 20 | 92 | 114 | 127 | 156 | 245 | 339 | 339 |
| 21 | 91 | 112 | 125 | 155 | 244 | 337 | 337 |
| 22 | 89 | 110 | 123 | 153 | 242 | 335 | 335 |
| 23 | 87 | 108 | 121 | 151 | 240 | 333 | 333 |
| 24 | 85 | 106 | 119 | 149 | 238 | 331 | 331 |
| 25 | 83 | 105 | 118 | 147 | 236 | 330 | 330 |
| 26 | 82 | 103 | 116 | 146 | 235 | 328 | 328 |
| 27 | 80 | 101 | 114 | 144 | 233 | 326 | 326 |
| 28 | 78 | 100 | 113 | 142 | 231 | 325 | 325 |
| 29 | 77 | 98 | 111 | 141 | 230 | 323 | 323 |
| 30 | 75 | 96 | 109 | 139 | 228 | 321 | 321 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

110

124

130

153

275

371

3 450

2

111

125

131

155

277

380

2 574

3

111

127

135

161

272

395

1 945

4

112

128

139

165

270

394

1 503

5

113

130

143

167

271

384

1 190

6

114

133

145

170

270

369

964

7

115

135

146

172

270

363

797

8

115

135

146

173

269

362

669

9

114

135

147

176

268

361

569

10

113

134

147

177

267

360

490

11

112

133

146

176

265

358

425

12

110

131

144

174

263

356

372

13

108

129

142

172

261

354

354

14

106

127

140

170

259

352

352

15

103

125

138

167

256

350

350

16

101

122

135

165

254

347

347

17

98

120

133

162

251

345

345

18

96

117

130

160

249

342

342

19

94

115

128

158

247

340

340

20

92

114

127

156

245

339

339

21

91

112

125

155

244

337

337

22

89

110

123

153

242

335

335

23

87

108

121

151

240

333

333

24

85

106

119

149

238

331

331

25

83

105

118

147

236

330

330

26

82

103

116

146

235

328

328

27

80

101

114

144

233

326

326

28

78

100

113

142

231

325

325

29

77

98

111

141

230

323

323

30

75

96

109

139

228

321

321

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 | 169 | 183 | 189 | 213 | 335 | 430 | 3 449 |
| 2 | 178 | 192 | 199 | 222 | 344 | 439 | 2 602 |
| 3 | 181 | 196 | 205 | 231 | 342 | 437 | 1 983 |
| 4 | 182 | 198 | 209 | 235 | 340 | 434 | 1 539 |
| 5 | 183 | 200 | 212 | 237 | 340 | 433 | 1 221 |
| 6 | 183 | 201 | 213 | 238 | 338 | 431 | 990 |
| 7 | 183 | 202 | 213 | 239 | 337 | 430 | 819 |
| 8 | 181 | 201 | 213 | 240 | 335 | 428 | 687 |
| 9 | 180 | 201 | 213 | 241 | 334 | 427 | 585 |
| 10 | 179 | 200 | 213 | 242 | 332 | 425 | 503 |
| 11 | 177 | 198 | 211 | 241 | 330 | 423 | 436 |
| 12 | 174 | 196 | 209 | 239 | 328 | 421 | 421 |
| 13 | 171 | 193 | 206 | 236 | 325 | 418 | 418 |
| 14 | 168 | 190 | 203 | 232 | 321 | 415 | 415 |
| 15 | 165 | 186 | 199 | 229 | 318 | 411 | 411 |
| 16 | 162 | 183 | 196 | 226 | 315 | 408 | 408 |
| 17 | 159 | 180 | 193 | 223 | 312 | 405 | 405 |
| 18 | 155 | 177 | 190 | 220 | 309 | 402 | 402 |
| 19 | 152 | 174 | 187 | 216 | 305 | 399 | 399 |
| 20 | 149 | 171 | 184 | 213 | 302 | 396 | 396 |
| 21 | 146 | 167 | 181 | 210 | 299 | 392 | 392 |
| 22 | 143 | 164 | 177 | 207 | 296 | 389 | 389 |
| 23 | 140 | 161 | 174 | 204 | 293 | 386 | 386 |
| 24 | 137 | 158 | 171 | 201 | 290 | 383 | 383 |
| 25 | 134 | 155 | 168 | 198 | 287 | 380 | 380 |
| 26 | 131 | 152 | 165 | 195 | 284 | 377 | 377 |
| 27 | 128 | 149 | 162 | 192 | 281 | 374 | 374 |
| 28 | 125 | 146 | 159 | 189 | 278 | 371 | 371 |
| 29 | 122 | 143 | 156 | 186 | 275 | 368 | 368 |
| 30 | 119 | 140 | 153 | 183 | 272 | 365 | 365 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

169

183

189

213

335

430

3 449

2

178

192

199

222

344

439

2 602

3

181

196

205

231

342

437

1 983

4

182

198

209

235

340

434

1 539

5

183

200

212

237

340

433

1 221

6

183

201

213

238

338

431

990

7

183

202

213

239

337

430

819

8

181

201

213

240

335

428

687

9

180

201

213

241

334

427

585

10

179

200

213

242

332

425

503

11

177

198

211

241

330

423

436

12

174

196

209

239

328

421

421

13

171

193

206

236

325

418

418

14

168

190

203

232

321

415

415

15

165

186

199

229

318

411

411

16

162

183

196

226

315

408

408

17

159

180

193

223

312

405

405

18

155

177

190

220

309

402

402

19

152

174

187

216

305

399

399

20

149

171

184

213

302

396

396

21

146

167

181

210

299

392

392

22

143

164

177

207

296

389

389

23

140

161

174

204

293

386

386

24

137

158

171

201

290

383

383

25

134

155

168

198

287

380

380

26

131

152

165

195

284

377

377

27

128

149

162

192

281

374

374

28

125

146

159

189

278

371

371

29

122

143

156

186

275

368

368

30

119

140

153

183

272

365

365

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 | 22 | 37 | 43 | 66 | 188 | 324 | 3 283 |
| 2 | 23 | 37 | 44 | 67 | 189 | 364 | 2 448 |
| 3 | 23 | 38 | 47 | 72 | 184 | 377 | 1 848 |
| 4 | 23 | 39 | 49 | 76 | 181 | 376 | 1 427 |
| 5 | 23 | 40 | 52 | 77 | 180 | 366 | 1 130 |
| 6 | 24 | 42 | 54 | 80 | 180 | 351 | 914 |
| 7 | 25 | 44 | 55 | 81 | 179 | 334 | 755 |
| 8 | 24 | 44 | 55 | 82 | 178 | 316 | 633 |
| 9 | 23 | 44 | 56 | 85 | 177 | 298 | 538 |
| 10 | 23 | 44 | 57 | 86 | 176 | 280 | 463 |
| 11 | 22 | 43 | 56 | 86 | 175 | 268 | 401 |
| 12 | 21 | 43 | 56 | 86 | 175 | 268 | 351 |
| 13 | 21 | 42 | 55 | 85 | 174 | 267 | 308 |
| 14 | 20 | 42 | 55 | 85 | 174 | 267 | 273 |
| 15 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 16 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 17 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 18 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 19 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 20 | 20 | 41 | 57 | 84 | 173 | 266 | 266 |
| 21 | 20 | 41 | 59 | 84 | 173 | 266 | 266 |
| 22 | 20 | 41 | 62 | 84 | 173 | 266 | 266 |
| 23 | 20 | 41 | 65 | 84 | 173 | 266 | 266 |
| 24 | 20 | 41 | 67 | 84 | 173 | 266 | 266 |
| 25 | 20 | 41 | 70 | 84 | 173 | 266 | 266 |
| 26 | 19 | 41 | 72 | 84 | 173 | 266 | 266 |
| 27 | 19 | 40 | 76 | 83 | 172 | 265 | 265 |
| 28 | 19 | 40 | 78 | 83 | 172 | 265 | 265 |
| 29 | 19 | 40 | 81 | 84 | 172 | 265 | 265 |
| 30 | 18 | 40 | 84 | 86 | 171 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

22

37

43

66

188

324

3 283

2

23

37

44

67

189

364

2 448

3

23

38

47

72

184

377

1 848

4

23

39

49

76

181

376

1 427

5

23

40

52

77

180

366

1 130

6

24

42

54

80

180

351

914

7

25

44

55

81

179

334

755

8

24

44

55

82

178

316

633

9

23

44

56

85

177

298

538

10

23

44

57

86

176

280

463

11

22

43

56

86

175

268

401

12

21

43

56

86

175

268

351

13

21

42

55

85

174

267

308

14

20

42

55

85

174

267

273

15

20

41

54

84

173

266

266

16

20

41

54

84

173

266

266

17

20

41

54

84

173

266

266

18

20

41

54

84

173

266

266

19

20

41

54

84

173

266

266

20

20

41

57

84

173

266

266

21

20

41

59

84

173

266

266

22

20

41

62

84

173

266

266

23

20

41

65

84

173

266

266

24

20

41

67

84

173

266

266

25

20

41

70

84

173

266

266

26

19

41

72

84

173

266

266

27

19

40

76

83

172

265

265

28

19

40

78

83

172

265

265

29

19

40

81

84

172

265

265

30

18

40

84

86

171

265

265

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 32 | 39 | 62 | 184 | 324 | 3 273 |
| 2 | 20 | 34 | 41 | 64 | 186 | 363 | 2 441 |
| 3 | 21 | 36 | 45 | 71 | 182 | 376 | 1 842 |
| 4 | 23 | 39 | 49 | 76 | 181 | 374 | 1 422 |
| 5 | 25 | 42 | 54 | 79 | 182 | 364 | 1 125 |
| 6 | 26 | 45 | 57 | 82 | 182 | 350 | 911 |
| 7 | 29 | 48 | 59 | 85 | 183 | 333 | 752 |
| 8 | 29 | 49 | 60 | 87 | 183 | 315 | 631 |
| 9 | 29 | 50 | 62 | 91 | 183 | 297 | 537 |
| 10 | 30 | 51 | 64 | 93 | 183 | 280 | 461 |
| 11 | 31 | 52 | 65 | 95 | 184 | 277 | 400 |
| 12 | 31 | 52 | 65 | 95 | 184 | 277 | 350 |
| 13 | 31 | 52 | 65 | 95 | 184 | 277 | 308 |
| 14 | 31 | 52 | 65 | 95 | 184 | 277 | 277 |
| 15 | 30 | 52 | 65 | 94 | 183 | 277 | 277 |
| 16 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 17 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 18 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 20 | 30 | 51 | 65 | 94 | 183 | 276 | 276 |
| 21 | 30 | 52 | 65 | 95 | 184 | 277 | 277 |
| 22 | 30 | 52 | 65 | 94 | 183 | 277 | 277 |
| 23 | 30 | 51 | 65 | 94 | 183 | 276 | 276 |
| 24 | 30 | 51 | 67 | 94 | 183 | 276 | 276 |
| 25 | 29 | 51 | 70 | 94 | 183 | 276 | 276 |
| 26 | 29 | 50 | 72 | 93 | 182 | 275 | 275 |
| 27 | 29 | 50 | 76 | 93 | 182 | 275 | 275 |
| 28 | 28 | 49 | 78 | 92 | 181 | 274 | 274 |
| 29 | 28 | 49 | 81 | 92 | 181 | 274 | 274 |
| 30 | 27 | 48 | 84 | 91 | 180 | 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

18

32

39

62

184

324

3 273

2

20

34

41

64

186

363

2 441

3

21

36

45

71

182

376

1 842

4

23

39

49

76

181

374

1 422

5

25

42

54

79

182

364

1 125

6

26

45

57

82

182

350

911

7

29

48

59

85

183

333

752

8

29

49

60

87

183

315

631

9

29

50

62

91

183

297

537

10

30

51

64

93

183

280

461

11

31

52

65

95

184

277

400

12

31

52

65

95

184

277

350

13

31

52

65

95

184

277

308

14

31

52

65

95

184

277

277

15

30

52

65

94

183

277

277

16

30

51

64

94

183

276

276

17

30

51

64

94

183

276

276

18

30

51

64

94

183

276

276

19

30

51

64

94

183

276

276

20

30

51

65

94

183

276

276

21

30

52

65

95

184

277

277

22

30

52

65

94

183

277

277

23

30

51

65

94

183

276

276

24

30

51

67

94

183

276

276

25

29

51

70

94

183

276

276

26

29

50

72

93

182

275

275

27

29

50

76

93

182

275

275

28

28

49

78

92

181

274

274

29

28

49

81

92

181

274

274

30

27

48

84

91

180

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 | 119 | 133 | 140 | 163 | 285 | 380 | 3 487 |
| 2 | 118 | 132 | 139 | 162 | 284 | 383 | 2 598 |
| 3 | 116 | 131 | 140 | 166 | 277 | 397 | 1 958 |
| 4 | 115 | 132 | 142 | 169 | 274 | 395 | 1 510 |
| 5 | 116 | 133 | 145 | 170 | 273 | 384 | 1 193 |
| 6 | 115 | 134 | 146 | 171 | 271 | 369 | 965 |
| 7 | 116 | 136 | 147 | 172 | 270 | 363 | 796 |
| 8 | 115 | 135 | 147 | 174 | 269 | 363 | 667 |
| 9 | 114 | 135 | 147 | 176 | 268 | 361 | 567 |
| 10 | 114 | 135 | 148 | 177 | 268 | 361 | 487 |
| 11 | 114 | 135 | 148 | 178 | 267 | 360 | 422 |
| 12 | 112 | 134 | 147 | 177 | 266 | 359 | 369 |
| 13 | 111 | 132 | 146 | 175 | 264 | 357 | 357 |
| 14 | 110 | 131 | 144 | 174 | 263 | 356 | 356 |
| 15 | 108 | 129 | 142 | 172 | 261 | 354 | 354 |
| 16 | 106 | 127 | 140 | 170 | 259 | 352 | 352 |
| 17 | 103 | 124 | 137 | 167 | 256 | 349 | 349 |
| 18 | 101 | 122 | 135 | 165 | 254 | 347 | 347 |
| 19 | 98 | 120 | 133 | 163 | 252 | 345 | 345 |
| 20 | 96 | 118 | 131 | 160 | 249 | 342 | 342 |
| 21 | 94 | 115 | 128 | 158 | 247 | 340 | 340 |
| 22 | 92 | 113 | 126 | 156 | 245 | 338 | 338 |
| 23 | 90 | 111 | 124 | 154 | 243 | 336 | 336 |
| 24 | 87 | 109 | 122 | 151 | 240 | 334 | 334 |
| 25 | 85 | 106 | 119 | 149 | 238 | 331 | 331 |
| 26 | 83 | 104 | 117 | 147 | 236 | 329 | 329 |
| 27 | 81 | 102 | 115 | 145 | 234 | 327 | 327 |
| 28 | 79 | 100 | 113 | 143 | 232 | 325 | 325 |
| 29 | 77 | 98 | 111 | 141 | 230 | 323 | 323 |
| 30 | 75 | 96 | 109 | 139 | 228 | 321 | 321 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

119

133

140

163

285

380

3 487

2

118

132

139

162

284

383

2 598

3

116

131

140

166

277

397

1 958

4

115

132

142

169

274

395

1 510

5

116

133

145

170

273

384

1 193

6

115

134

146

171

271

369

965

7

116

136

147

172

270

363

796

8

115

135

147

174

269

363

667

9

114

135

147

176

268

361

567

10

114

135

148

177

268

361

487

11

114

135

148

178

267

360

422

12

112

134

147

177

266

359

369

13

111

132

146

175

264

357

357

14

110

131

144

174

263

356

356

15

108

129

142

172

261

354

354

16

106

127

140

170

259

352

352

17

103

124

137

167

256

349

349

18

101

122

135

165

254

347

347

19

98

120

133

163

252

345

345

20

96

118

131

160

249

342

342

21

94

115

128

158

247

340

340

22

92

113

126

156

245

338

338

23

90

111

124

154

243

336

336

24

87

109

122

151

240

334

334

25

85

106

119

149

238

331

331

26

83

104

117

147

236

329

329

27

81

102

115

145

234

327

327

28

79

100

113

143

232

325

325

29

77

98

111

141

230

323

323

30

75

96

109

139

228

321

321

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 33 | 155 | 313 | 3 159 |
| 2 | 0 | 5 | 12 | 35 | 157 | 352 | 2 358 |
| 3 | 1 | 7 | 16 | 42 | 153 | 365 | 1 781 |
| 4 | 1 | 10 | 20 | 47 | 152 | 363 | 1 375 |
| 5 | 2 | 13 | 25 | 49 | 153 | 354 | 1 089 |
| 6 | 2 | 16 | 28 | 53 | 153 | 340 | 882 |
| 7 | 3 | 19 | 30 | 56 | 154 | 324 | 729 |
| 8 | 4 | 20 | 31 | 58 | 154 | 306 | 612 |
| 9 | 4 | 21 | 33 | 61 | 154 | 289 | 520 |
| 10 | 4 | 21 | 34 | 63 | 153 | 272 | 448 |
| 11 | 4 | 21 | 34 | 64 | 153 | 255 | 389 |
| 12 | 6 | 21 | 35 | 64 | 153 | 246 | 340 |
| 13 | 6 | 21 | 37 | 64 | 153 | 246 | 299 |
| 14 | 6 | 21 | 39 | 64 | 153 | 246 | 265 |
| 15 | 6 | 21 | 42 | 63 | 152 | 246 | 246 |
| 16 | 7 | 20 | 45 | 63 | 152 | 245 | 245 |
| 17 | 8 | 20 | 48 | 63 | 152 | 245 | 245 |
| 18 | 8 | 20 | 50 | 63 | 152 | 245 | 245 |
| 19 | 9 | 20 | 53 | 63 | 152 | 245 | 245 |
| 20 | 9 | 21 | 55 | 64 | 153 | 246 | 246 |
| 21 | 10 | 22 | 58 | 65 | 153 | 247 | 247 |
| 22 | 10 | 22 | 61 | 67 | 154 | 247 | 247 |
| 23 | 10 | 22 | 63 | 69 | 154 | 247 | 247 |
| 24 | 11 | 23 | 66 | 71 | 154 | 248 | 248 |
| 25 | 11 | 23 | 68 | 73 | 155 | 248 | 248 |
| 26 | 11 | 23 | 71 | 75 | 155 | 248 | 248 |
| 27 | 12 | 24 | 73 | 78 | 155 | 248 | 248 |
| 28 | 12 | 25 | 76 | 80 | 155 | 248 | 248 |
| 29 | 14 | 25 | 79 | 82 | 155 | 248 | 248 |
| 30 | 14 | 27 | 81 | 84 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

10

33

155

313

3 159

2

0

5

12

35

157

352

2 358

3

1

7

16

42

153

365

1 781

4

1

10

20

47

152

363

1 375

5

2

13

25

49

153

354

1 089

6

2

16

28

53

153

340

882

7

3

19

30

56

154

324

729

8

4

20

31

58

154

306

612

9

4

21

33

61

154

289

520

10

4

21

34

63

153

272

448

11

4

21

34

64

153

255

389

12

6

21

35

64

153

246

340

13

6

21

37

64

153

246

299

14

6

21

39

64

153

246

265

15

6

21

42

63

152

246

246

16

7

20

45

63

152

245

245

17

8

20

48

63

152

245

245

18

8

20

50

63

152

245

245

19

9

20

53

63

152

245

245

20

9

21

55

64

153

246

246

21

10

22

58

65

153

247

247

22

10

22

61

67

154

247

247

23

10

22

63

69

154

247

247

24

11

23

66

71

154

248

248

25

11

23

68

73

155

248

248

26

11

23

71

75

155

248

248

27

12

24

73

78

155

248

248

28

12

25

76

80

155

248

248

29

14

25

79

82

155

248

248

30

14

27

81

84

155

249

249

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 | 30 | 44 | 51 | 74 | 196 | 316 | 3 184 |
| 2 | 30 | 44 | 51 | 74 | 196 | 354 | 2 377 |
| 3 | 29 | 44 | 53 | 78 | 190 | 367 | 1 794 |
| 4 | 28 | 44 | 55 | 81 | 186 | 365 | 1 385 |
| 5 | 28 | 45 | 57 | 82 | 185 | 356 | 1 095 |
| 6 | 31 | 49 | 61 | 86 | 186 | 341 | 887 |
| 7 | 29 | 48 | 59 | 85 | 183 | 325 | 732 |
| 8 | 33 | 53 | 64 | 91 | 187 | 307 | 614 |
| 9 | 32 | 53 | 65 | 94 | 186 | 290 | 522 |
| 10 | 26 | 47 | 61 | 90 | 180 | 273 | 449 |
| 11 | 22 | 43 | 56 | 86 | 175 | 268 | 389 |
| 12 | 18 | 39 | 52 | 82 | 171 | 264 | 340 |
| 13 | 16 | 37 | 50 | 80 | 169 | 262 | 300 |
| 14 | 14 | 35 | 48 | 78 | 167 | 260 | 265 |
| 15 | 12 | 33 | 46 | 76 | 165 | 258 | 258 |
| 16 | 10 | 32 | 45 | 75 | 164 | 257 | 257 |
| 17 | 10 | 31 | 48 | 74 | 163 | 256 | 256 |
| 18 | 9 | 30 | 50 | 73 | 162 | 255 | 255 |
| 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
| 20 | 9 | 30 | 55 | 73 | 162 | 255 | 255 |
| 21 | 10 | 30 | 58 | 73 | 162 | 255 | 255 |
| 22 | 10 | 30 | 61 | 73 | 162 | 255 | 255 |
| 23 | 10 | 30 | 63 | 73 | 162 | 255 | 255 |
| 24 | 11 | 30 | 66 | 73 | 162 | 255 | 255 |
| 25 | 11 | 30 | 68 | 73 | 162 | 255 | 255 |
| 26 | 11 | 30 | 71 | 75 | 161 | 255 | 255 |
| 27 | 12 | 29 | 73 | 78 | 161 | 254 | 254 |
| 28 | 12 | 29 | 76 | 80 | 161 | 254 | 254 |
| 29 | 14 | 29 | 79 | 82 | 161 | 254 | 254 |
| 30 | 14 | 29 | 81 | 84 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

51

74

196

316

3 184

2

30

44

51

74

196

354

2 377

3

29

44

53

78

190

367

1 794

4

28

44

55

81

186

365

1 385

5

28

45

57

82

185

356

1 095

6

31

49

61

86

186

341

887

7

29

48

59

85

183

325

732

8

33

53

64

91

187

307

614

9

32

53

65

94

186

290

522

10

26

47

61

90

180

273

449

11

22

43

56

86

175

268

389

12

18

39

52

82

171

264

340

13

16

37

50

80

169

262

300

14

14

35

48

78

167

260

265

15

12

33

46

76

165

258

258

16

10

32

45

75

164

257

257

17

10

31

48

74

163

256

256

18

9

30

50

73

162

255

255

19

9

30

52

73

162

255

255

20

9

30

55

73

162

255

255

21

10

30

58

73

162

255

255

22

10

30

61

73

162

255

255

23

10

30

63

73

162

255

255

24

11

30

66

73

162

255

255

25

11

30

68

73

162

255

255

26

11

30

71

75

161

255

255

27

12

29

73

78

161

254

254

28

12

29

76

80

161

254

254

29

14

29

79

82

161

254

254

30

14

29

81

84

161

254

254

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 | 182 | 197 | 203 | 226 | 348 | 444 | 3 858 |
| 2 | 180 | 194 | 201 | 224 | 346 | 441 | 2 866 |
| 3 | 175 | 190 | 199 | 225 | 336 | 432 | 2 154 |
| 4 | 171 | 188 | 198 | 225 | 330 | 428 | 1 653 |
| 5 | 168 | 185 | 197 | 222 | 325 | 418 | 1 300 |
| 6 | 165 | 183 | 195 | 221 | 321 | 414 | 1 047 |
| 7 | 163 | 182 | 193 | 219 | 317 | 410 | 860 |
| 8 | 158 | 179 | 190 | 217 | 313 | 406 | 719 |
| 9 | 155 | 176 | 188 | 216 | 309 | 402 | 609 |
| 10 | 151 | 172 | 186 | 215 | 305 | 398 | 522 |
| 11 | 148 | 169 | 182 | 212 | 301 | 394 | 451 |
| 12 | 144 | 165 | 178 | 208 | 297 | 390 | 393 |
| 13 | 140 | 161 | 174 | 204 | 293 | 386 | 386 |
| 14 | 136 | 157 | 171 | 200 | 289 | 382 | 382 |
| 15 | 133 | 154 | 167 | 197 | 286 | 379 | 379 |
| 16 | 129 | 151 | 164 | 194 | 283 | 376 | 376 |
| 17 | 126 | 148 | 161 | 191 | 280 | 373 | 373 |
| 18 | 123 | 145 | 158 | 188 | 277 | 370 | 370 |
| 19 | 121 | 142 | 155 | 185 | 274 | 367 | 367 |
| 20 | 118 | 139 | 152 | 182 | 271 | 364 | 364 |
| 21 | 116 | 137 | 150 | 180 | 269 | 362 | 362 |
| 22 | 113 | 134 | 147 | 177 | 266 | 359 | 359 |
| 23 | 110 | 132 | 145 | 175 | 264 | 357 | 357 |
| 24 | 108 | 129 | 142 | 172 | 261 | 354 | 354 |
| 25 | 106 | 127 | 140 | 170 | 259 | 352 | 352 |
| 26 | 103 | 124 | 138 | 167 | 256 | 349 | 349 |
| 27 | 101 | 122 | 135 | 165 | 254 | 347 | 347 |
| 28 | 99 | 120 | 133 | 163 | 252 | 345 | 345 |
| 29 | 97 | 118 | 131 | 161 | 250 | 343 | 343 |
| 30 | 95 | 116 | 129 | 159 | 248 | 341 | 341 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

182

197

203

226

348

444

3 858

2

180

194

201

224

346

441

2 866

3

175

190

199

225

336

432

2 154

4

171

188

198

225

330

428

1 653

5

168

185

197

222

325

418

1 300

6

165

183

195

221

321

414

1 047

7

163

182

193

219

317

410

860

8

158

179

190

217

313

406

719

9

155

176

188

216

309

402

609

10

151

172

186

215

305

398

522

11

148

169

182

212

301

394

451

12

144

165

178

208

297

390

393

13

140

161

174

204

293

386

386

14

136

157

171

200

289

382

382

15

133

154

167

197

286

379

379

16

129

151

164

194

283

376

376

17

126

148

161

191

280

373

373

18

123

145

158

188

277

370

370

19

121

142

155

185

274

367

367

20

118

139

152

182

271

364

364

21

116

137

150

180

269

362

362

22

113

134

147

177

266

359

359

23

110

132

145

175

264

357

357

24

108

129

142

172

261

354

354

25

106

127

140

170

259

352

352

26

103

124

138

167

256

349

349

27

101

122

135

165

254

347

347

28

99

120

133

163

252

345

345

29

97

118

131

161

250

343

343

30

95

116

129

159

248

341

341

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 26 | 54 | 173 | 316 | 3 188 |
| 2 | 0 | 15 | 26 | 54 | 173 | 355 | 2 380 |
| 3 | 1 | 17 | 28 | 57 | 169 | 368 | 1 797 |
| 4 | 1 | 20 | 32 | 62 | 168 | 366 | 1 387 |
| 5 | 2 | 23 | 37 | 68 | 170 | 356 | 1 097 |
| 6 | 4 | 26 | 40 | 70 | 170 | 342 | 888 |
| 7 | 6 | 31 | 42 | 72 | 171 | 326 | 733 |
| 8 | 9 | 34 | 46 | 74 | 171 | 308 | 616 |
| 9 | 10 | 37 | 50 | 76 | 171 | 290 | 523 |
| 10 | 11 | 38 | 51 | 76 | 171 | 273 | 450 |
| 11 | 12 | 40 | 52 | 78 | 171 | 265 | 390 |
| 12 | 13 | 41 | 54 | 79 | 172 | 265 | 341 |
| 13 | 13 | 42 | 54 | 80 | 172 | 265 | 300 |
| 14 | 14 | 43 | 55 | 80 | 172 | 265 | 266 |
| 15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 16 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 17 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 18 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 19 | 14 | 43 | 55 | 80 | 171 | 265 | 265 |
| 20 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 21 | 14 | 43 | 58 | 80 | 172 | 265 | 265 |
| 22 | 14 | 43 | 61 | 80 | 172 | 266 | 266 |
| 23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 |
| 24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 |
| 25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 |
| 26 | 14 | 43 | 71 | 80 | 172 | 266 | 266 |
| 27 | 14 | 43 | 73 | 80 | 172 | 266 | 266 |
| 28 | 14 | 43 | 76 | 80 | 172 | 265 | 265 |
| 29 | 14 | 43 | 79 | 82 | 172 | 265 | 265 |
| 30 | 14 | 43 | 81 | 84 | 172 | 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

0

15

26

54

173

316

3 188

2

0

15

26

54

173

355

2 380

3

1

17

28

57

169

368

1 797

4

1

20

32

62

168

366

1 387

5

2

23

37

68

170

356

1 097

6

4

26

40

70

170

342

888

7

6

31

42

72

171

326

733

8

9

34

46

74

171

308

616

9

10

37

50

76

171

290

523

10

11

38

51

76

171

273

450

11

12

40

52

78

171

265

390

12

13

41

54

79

172

265

341

13

13

42

54

80

172

265

300

14

14

43

55

80

172

265

266

15

14

43

55

80

172

265

265

16

14

43

55

80

171

264

264

17

14

43

55

80

171

264

264

18

14

43

55

80

171

264

264

19

14

43

55

80

171

265

265

20

14

43

55

80

172

265

265

21

14

43

58

80

172

265

265

22

14

43

61

80

172

266

266

23

14

43

63

80

173

266

266

24

14

43

66

80

173

266

266

25

14

43

68

80

173

266

266

26

14

43

71

80

172

266

266

27

14

43

73

80

172

266

266

28

14

43

76

80

172

265

265

29

14

43

79

82

172

265

265

30

14

43

81

84

172

265

265

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 | 12 | 133 | 307 | 3 091 |
| 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 302 |
| 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 736 |
| 4 | 1 | 3 | 12 | 21 | 121 | 354 | 1 339 |
| 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 |
| 6 | 2 | 4 | 18 | 27 | 120 | 331 | 858 |
| 7 | 3 | 6 | 20 | 30 | 120 | 315 | 708 |
| 8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 |
| 9 | 4 | 8 | 26 | 35 | 120 | 281 | 506 |
| 10 | 4 | 8 | 28 | 37 | 120 | 264 | 435 |
| 11 | 4 | 9 | 31 | 40 | 120 | 248 | 377 |
| 12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 |
| 13 | 6 | 11 | 36 | 44 | 121 | 218 | 291 |
| 14 | 6 | 12 | 39 | 47 | 121 | 214 | 257 |
| 15 | 6 | 13 | 41 | 49 | 122 | 215 | 229 |
| 16 | 7 | 13 | 44 | 51 | 122 | 215 | 215 |
| 17 | 7 | 14 | 46 | 54 | 123 | 215 | 215 |
| 18 | 8 | 16 | 49 | 57 | 125 | 216 | 216 |
| 19 | 9 | 16 | 51 | 58 | 128 | 216 | 216 |
| 20 | 9 | 17 | 54 | 61 | 130 | 217 | 217 |
| 21 | 9 | 18 | 56 | 63 | 132 | 218 | 218 |
| 22 | 10 | 19 | 59 | 65 | 133 | 218 | 218 |
| 23 | 10 | 20 | 62 | 67 | 135 | 219 | 219 |
| 24 | 11 | 20 | 64 | 69 | 136 | 219 | 219 |
| 25 | 11 | 22 | 67 | 71 | 138 | 219 | 219 |
| 26 | 11 | 22 | 69 | 73 | 139 | 219 | 219 |
| 27 | 12 | 23 | 72 | 76 | 141 | 219 | 219 |
| 28 | 12 | 24 | 74 | 78 | 142 | 219 | 219 |
| 29 | 12 | 25 | 76 | 80 | 142 | 220 | 220 |
| 30 | 13 | 25 | 79 | 81 | 144 | 220 | 220 |

Duration (in years)

Credit quality step 0

Credit 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

12

133

307

3 091

2

0

1

6

15

132

344

2 302

3

1

1

9

18

125

356

1 736

4

1

3

12

21

121

354

1 339

5

2

4

15

24

121

345

1 060

6

2

4

18

27

120

331

858

7

3

6

20

30

120

315

708

8

4

6

23

32

120

298

595

9

4

8

26

35

120

281

506

10

4

8

28

37

120

264

435

11

4

9

31

40

120

248

377

12

6

10

33

42

121

232

330

13

6

11

36

44

121

218

291

14

6

12

39

47

121

214

257

15

6

13

41

49

122

215

229

16

7

13

44

51

122

215

215

17

7

14

46

54

123

215

215

18

8

16

49

57

125

216

216

19

9

16

51

58

128

216

216

20

9

17

54

61

130

217

217

21

9

18

56

63

132

218

218

22

10

19

59

65

133

218

218

23

10

20

62

67

135

219

219

24

11

20

64

69

136

219

219

25

11

22

67

71

138

219

219

26

11

22

69

73

139

219

219

27

12

23

72

76

141

219

219

28

12

24

74

78

142

219

219

29

12

25

76

80

142

220

220

30

13

25

79

81

144

220

220

---

ANNEX III

VOLATILITY ADJUSTMENT TO THE RELEVANT RISK-FREE INTEREST RATE TERM STRUCTURE

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 4 |
| Euro | Belgium | 4 |
| Euro | Cyprus | 4 |
| Euro | Estonia | 4 |
| Euro | Finland | 4 |
| Euro | France | 4 |
| Euro | Germany | 4 |
| Euro | Greece | 4 |
| Euro | Ireland | 4 |
| Euro | Italy | 4 |
| Euro | Latvia | 4 |
| Euro | Lithuania | 4 |
| Euro | Luxembourg | 4 |
| Euro | Malta | 4 |
| Euro | Netherlands | 4 |
| Euro | Portugal | 4 |
| Euro | Slovakia | 4 |
| Euro | Slovenia | 4 |
| Euro | Spain | 4 |
| Czech koruna | Czech Republic | 4 |
| Danish krone | Denmark | 30 |
| Forint | Hungary | 2 |
| Krona | Sweden | 2 |
| Kuna | Croatia | 4 |
| Lev | Bulgaria | – 7 |
| Pound sterling | United Kingdom | 18 |
| Romanian leu | Romania | – 1 |
| Zloty | Poland | 11 |
| Króna | Iceland | 6 |
| Norwegian krone | Norway | 15 |
| Swiss franc | Liechtenstein | – 3 |
| Swiss franc | Switzerland | – 3 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 8 |
| US dollar | United States | 28 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

4

Euro

Belgium

4

Euro

Cyprus

4

Euro

Estonia

4

Euro

Finland

4

Euro

France

4

Euro

Germany

4

Euro

Greece

4

Euro

Ireland

4

Euro

Italy

4

Euro

Latvia

4

Euro

Lithuania

4

Euro

Luxembourg

4

Euro

Malta

4

Euro

Netherlands

4

Euro

Portugal

4

Euro

Slovakia

4

Euro

Slovenia

4

Euro

Spain

4

Czech koruna

Czech Republic

4

Danish krone

Denmark

30

Forint

Hungary

2

Krona

Sweden

2

Kuna

Croatia

4

Lev

Bulgaria

– 7

Pound sterling

United Kingdom

18

Romanian leu

Romania

– 1

Zloty

Poland

11

Króna

Iceland

6

Norwegian krone

Norway

15

Swiss franc

Liechtenstein

– 3

Swiss franc

Switzerland

– 3

Australian dollar

Australia

11

Canadian dollar

Canada

8

US dollar

United States

28

Yen

Japan

2

---