# L_2018194EN.01004701.xml

| 31.7.2018 | EN | Official Journal of the European Union | L 194/47 |
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31.7.2018

EN

Official Journal of the European Union

L 194/47

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COMMISSION IMPLEMENTING REGULATION (EU) 2018/1078

of 30 July 2018

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 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 Fuctioning of the European Union,

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

Whereas:

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

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2018 market data. That information was published on 5 July 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 5 July 2018, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2018 market data. That information was published on 5 July 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. |
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(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2018 until 29 September 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 30 June 2018.

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

Done at Brussels, 30 July 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 | – 0,353 % | 1,300 % | – 0,363 % | 0,693 % | – 0,425 % | – 0,028 % |
| 2 | – 0,275 % | 1,532 % | – 0,285 % | 1,538 % | – 0,260 % | 0,330 % |
| 3 | – 0,136 % | 1,665 % | – 0,146 % | 1,862 % | – 0,065 % | 0,668 % |
| 4 | 0,016 % | 1,754 % | 0,006 % | 2,150 % | 0,126 % | 0,967 % |
| 5 | 0,165 % | 1,816 % | 0,154 % | 2,568 % | 0,314 % | 1,256 % |
| 6 | 0,308 % | 1,854 % | 0,298 % | 2,950 % | 0,492 % | 1,522 % |
| 7 | 0,444 % | 1,879 % | 0,434 % | 3,221 % | 0,656 % | 1,755 % |
| 8 | 0,571 % | 1,903 % | 0,561 % | 3,425 % | 0,800 % | 1,950 % |
| 9 | 0,690 % | 1,924 % | 0,680 % | 3,584 % | 0,931 % | 2,110 % |
| 10 | 0,789 % | 1,940 % | 0,779 % | 3,703 % | 1,048 % | 2,242 % |
| 11 | 0,887 % | 1,952 % | 0,877 % | 3,797 % | 1,201 % | 2,356 % |
| 12 | 0,981 % | 1,959 % | 0,970 % | 3,876 % | 1,372 % | 2,454 % |
| 13 | 1,062 % | 1,962 % | 1,051 % | 3,941 % | 1,540 % | 2,540 % |
| 14 | 1,128 % | 1,968 % | 1,118 % | 3,997 % | 1,698 % | 2,616 % |
| 15 | 1,179 % | 1,983 % | 1,168 % | 4,043 % | 1,842 % | 2,685 % |
| 16 | 1,215 % | 2,008 % | 1,204 % | 4,082 % | 1,972 % | 2,747 % |
| 17 | 1,243 % | 2,042 % | 1,232 % | 4,116 % | 2,090 % | 2,804 % |
| 18 | 1,270 % | 2,081 % | 1,259 % | 4,144 % | 2,196 % | 2,855 % |
| 19 | 1,300 % | 2,124 % | 1,290 % | 4,168 % | 2,291 % | 2,903 % |
| 20 | 1,338 % | 2,170 % | 1,327 % | 4,189 % | 2,378 % | 2,947 % |
| 21 | 1,383 % | 2,216 % | 1,373 % | 4,207 % | 2,456 % | 2,988 % |
| 22 | 1,435 % | 2,263 % | 1,425 % | 4,223 % | 2,528 % | 3,025 % |
| 23 | 1,491 % | 2,309 % | 1,481 % | 4,237 % | 2,594 % | 3,061 % |
| 24 | 1,549 % | 2,355 % | 1,540 % | 4,249 % | 2,654 % | 3,094 % |
| 25 | 1,609 % | 2,400 % | 1,599 % | 4,260 % | 2,709 % | 3,125 % |
| 26 | 1,668 % | 2,444 % | 1,659 % | 4,269 % | 2,760 % | 3,154 % |
| 27 | 1,728 % | 2,487 % | 1,719 % | 4,277 % | 2,808 % | 3,182 % |
| 28 | 1,786 % | 2,528 % | 1,778 % | 4,284 % | 2,852 % | 3,208 % |
| 29 | 1,844 % | 2,568 % | 1,835 % | 4,291 % | 2,893 % | 3,232 % |
| 30 | 1,899 % | 2,607 % | 1,891 % | 4,296 % | 2,931 % | 3,256 % |
| 31 | 1,954 % | 2,644 % | 1,946 % | 4,301 % | 2,967 % | 3,278 % |
| 32 | 2,006 % | 2,680 % | 1,999 % | 4,306 % | 3,001 % | 3,299 % |
| 33 | 2,057 % | 2,715 % | 2,050 % | 4,310 % | 3,033 % | 3,318 % |
| 34 | 2,107 % | 2,748 % | 2,099 % | 4,313 % | 3,062 % | 3,337 % |
| 35 | 2,154 % | 2,780 % | 2,147 % | 4,317 % | 3,091 % | 3,355 % |
| 36 | 2,200 % | 2,810 % | 2,193 % | 4,319 % | 3,117 % | 3,373 % |
| 37 | 2,244 % | 2,840 % | 2,237 % | 4,322 % | 3,142 % | 3,389 % |
| 38 | 2,286 % | 2,868 % | 2,280 % | 4,324 % | 3,166 % | 3,405 % |
| 39 | 2,327 % | 2,895 % | 2,321 % | 4,326 % | 3,189 % | 3,420 % |
| 40 | 2,366 % | 2,922 % | 2,360 % | 4,328 % | 3,210 % | 3,434 % |
| 41 | 2,404 % | 2,947 % | 2,398 % | 4,330 % | 3,230 % | 3,448 % |
| 42 | 2,440 % | 2,971 % | 2,434 % | 4,332 % | 3,250 % | 3,461 % |
| 43 | 2,475 % | 2,994 % | 2,469 % | 4,333 % | 3,268 % | 3,474 % |
| 44 | 2,509 % | 3,017 % | 2,503 % | 4,334 % | 3,286 % | 3,486 % |
| 45 | 2,541 % | 3,038 % | 2,536 % | 4,335 % | 3,303 % | 3,498 % |
| 46 | 2,572 % | 3,059 % | 2,567 % | 4,336 % | 3,319 % | 3,509 % |
| 47 | 2,602 % | 3,079 % | 2,597 % | 4,337 % | 3,335 % | 3,520 % |
| 48 | 2,631 % | 3,098 % | 2,626 % | 4,338 % | 3,349 % | 3,530 % |
| 49 | 2,659 % | 3,117 % | 2,654 % | 4,339 % | 3,364 % | 3,540 % |
| 50 | 2,686 % | 3,135 % | 2,681 % | 4,340 % | 3,377 % | 3,550 % |
| 51 | 2,712 % | 3,152 % | 2,707 % | 4,340 % | 3,391 % | 3,559 % |
| 52 | 2,737 % | 3,169 % | 2,732 % | 4,341 % | 3,403 % | 3,569 % |
| 53 | 2,761 % | 3,185 % | 2,756 % | 4,341 % | 3,415 % | 3,577 % |
| 54 | 2,784 % | 3,200 % | 2,780 % | 4,342 % | 3,427 % | 3,586 % |
| 55 | 2,807 % | 3,215 % | 2,802 % | 4,342 % | 3,438 % | 3,594 % |
| 56 | 2,829 % | 3,230 % | 2,824 % | 4,343 % | 3,449 % | 3,602 % |
| 57 | 2,850 % | 3,244 % | 2,845 % | 4,343 % | 3,460 % | 3,609 % |
| 58 | 2,870 % | 3,258 % | 2,866 % | 4,343 % | 3,470 % | 3,617 % |
| 59 | 2,890 % | 3,271 % | 2,885 % | 4,344 % | 3,480 % | 3,624 % |
| 60 | 2,909 % | 3,284 % | 2,904 % | 4,344 % | 3,489 % | 3,631 % |
| 61 | 2,927 % | 3,296 % | 2,923 % | 4,344 % | 3,498 % | 3,637 % |
| 62 | 2,945 % | 3,308 % | 2,941 % | 4,344 % | 3,507 % | 3,644 % |
| 63 | 2,962 % | 3,319 % | 2,958 % | 4,345 % | 3,516 % | 3,650 % |
| 64 | 2,979 % | 3,331 % | 2,975 % | 4,345 % | 3,524 % | 3,656 % |
| 65 | 2,995 % | 3,342 % | 2,991 % | 4,345 % | 3,532 % | 3,662 % |
| 66 | 3,011 % | 3,352 % | 3,007 % | 4,345 % | 3,540 % | 3,668 % |
| 67 | 3,027 % | 3,363 % | 3,023 % | 4,345 % | 3,548 % | 3,674 % |
| 68 | 3,042 % | 3,373 % | 3,038 % | 4,346 % | 3,555 % | 3,679 % |
| 69 | 3,056 % | 3,382 % | 3,052 % | 4,346 % | 3,562 % | 3,684 % |
| 70 | 3,070 % | 3,392 % | 3,066 % | 4,346 % | 3,569 % | 3,689 % |
| 71 | 3,084 % | 3,401 % | 3,080 % | 4,346 % | 3,576 % | 3,694 % |
| 72 | 3,097 % | 3,410 % | 3,094 % | 4,346 % | 3,582 % | 3,699 % |
| 73 | 3,110 % | 3,419 % | 3,107 % | 4,346 % | 3,589 % | 3,704 % |
| 74 | 3,123 % | 3,427 % | 3,119 % | 4,346 % | 3,595 % | 3,709 % |
| 75 | 3,135 % | 3,435 % | 3,132 % | 4,346 % | 3,601 % | 3,713 % |
| 76 | 3,147 % | 3,443 % | 3,144 % | 4,346 % | 3,607 % | 3,718 % |
| 77 | 3,159 % | 3,451 % | 3,155 % | 4,347 % | 3,613 % | 3,722 % |
| 78 | 3,170 % | 3,459 % | 3,167 % | 4,347 % | 3,618 % | 3,726 % |
| 79 | 3,181 % | 3,466 % | 3,178 % | 4,347 % | 3,624 % | 3,730 % |
| 80 | 3,192 % | 3,474 % | 3,189 % | 4,347 % | 3,629 % | 3,734 % |
| 81 | 3,202 % | 3,481 % | 3,199 % | 4,347 % | 3,634 % | 3,738 % |
| 82 | 3,213 % | 3,488 % | 3,210 % | 4,347 % | 3,639 % | 3,742 % |
| 83 | 3,223 % | 3,494 % | 3,220 % | 4,347 % | 3,644 % | 3,745 % |
| 84 | 3,233 % | 3,501 % | 3,229 % | 4,347 % | 3,649 % | 3,749 % |
| 85 | 3,242 % | 3,507 % | 3,239 % | 4,347 % | 3,654 % | 3,752 % |
| 86 | 3,252 % | 3,514 % | 3,248 % | 4,347 % | 3,658 % | 3,756 % |
| 87 | 3,261 % | 3,520 % | 3,258 % | 4,347 % | 3,663 % | 3,759 % |
| 88 | 3,270 % | 3,526 % | 3,267 % | 4,347 % | 3,667 % | 3,763 % |
| 89 | 3,278 % | 3,532 % | 3,275 % | 4,347 % | 3,672 % | 3,766 % |
| 90 | 3,287 % | 3,537 % | 3,284 % | 4,347 % | 3,676 % | 3,769 % |
| 91 | 3,295 % | 3,543 % | 3,292 % | 4,347 % | 3,680 % | 3,772 % |
| 92 | 3,303 % | 3,548 % | 3,301 % | 4,347 % | 3,684 % | 3,775 % |
| 93 | 3,311 % | 3,554 % | 3,309 % | 4,347 % | 3,688 % | 3,778 % |
| 94 | 3,319 % | 3,559 % | 3,316 % | 4,347 % | 3,692 % | 3,781 % |
| 95 | 3,327 % | 3,564 % | 3,324 % | 4,347 % | 3,695 % | 3,784 % |
| 96 | 3,334 % | 3,569 % | 3,332 % | 4,347 % | 3,699 % | 3,786 % |
| 97 | 3,342 % | 3,574 % | 3,339 % | 4,348 % | 3,703 % | 3,789 % |
| 98 | 3,349 % | 3,579 % | 3,346 % | 4,348 % | 3,706 % | 3,792 % |
| 99 | 3,356 % | 3,584 % | 3,353 % | 4,348 % | 3,710 % | 3,794 % |
| 100 | 3,363 % | 3,589 % | 3,360 % | 4,348 % | 3,713 % | 3,797 % |
| 101 | 3,370 % | 3,593 % | 3,367 % | 4,348 % | 3,716 % | 3,799 % |
| 102 | 3,376 % | 3,598 % | 3,374 % | 4,348 % | 3,720 % | 3,802 % |
| 103 | 3,383 % | 3,602 % | 3,380 % | 4,348 % | 3,723 % | 3,804 % |
| 104 | 3,389 % | 3,606 % | 3,387 % | 4,348 % | 3,726 % | 3,807 % |
| 105 | 3,396 % | 3,610 % | 3,393 % | 4,348 % | 3,729 % | 3,809 % |
| 106 | 3,402 % | 3,615 % | 3,399 % | 4,348 % | 3,732 % | 3,811 % |
| 107 | 3,408 % | 3,619 % | 3,405 % | 4,348 % | 3,735 % | 3,813 % |
| 108 | 3,414 % | 3,623 % | 3,411 % | 4,348 % | 3,738 % | 3,816 % |
| 109 | 3,419 % | 3,627 % | 3,417 % | 4,348 % | 3,741 % | 3,818 % |
| 110 | 3,425 % | 3,630 % | 3,423 % | 4,348 % | 3,744 % | 3,820 % |
| 111 | 3,431 % | 3,634 % | 3,428 % | 4,348 % | 3,746 % | 3,822 % |
| 112 | 3,436 % | 3,638 % | 3,434 % | 4,348 % | 3,749 % | 3,824 % |
| 113 | 3,442 % | 3,641 % | 3,439 % | 4,348 % | 3,752 % | 3,826 % |
| 114 | 3,447 % | 3,645 % | 3,445 % | 4,348 % | 3,754 % | 3,828 % |
| 115 | 3,452 % | 3,649 % | 3,450 % | 4,348 % | 3,757 % | 3,830 % |
| 116 | 3,457 % | 3,652 % | 3,455 % | 4,348 % | 3,760 % | 3,832 % |
| 117 | 3,462 % | 3,655 % | 3,460 % | 4,348 % | 3,762 % | 3,834 % |
| 118 | 3,467 % | 3,659 % | 3,465 % | 4,348 % | 3,764 % | 3,835 % |
| 119 | 3,472 % | 3,662 % | 3,470 % | 4,348 % | 3,767 % | 3,837 % |
| 120 | 3,477 % | 3,665 % | 3,475 % | 4,348 % | 3,769 % | 3,839 % |
| 121 | 3,482 % | 3,668 % | 3,480 % | 4,348 % | 3,772 % | 3,841 % |
| 122 | 3,486 % | 3,672 % | 3,484 % | 4,348 % | 3,774 % | 3,842 % |
| 123 | 3,491 % | 3,675 % | 3,489 % | 4,348 % | 3,776 % | 3,844 % |
| 124 | 3,496 % | 3,678 % | 3,493 % | 4,348 % | 3,778 % | 3,846 % |
| 125 | 3,500 % | 3,681 % | 3,498 % | 4,348 % | 3,780 % | 3,847 % |
| 126 | 3,504 % | 3,684 % | 3,502 % | 4,348 % | 3,783 % | 3,849 % |
| 127 | 3,509 % | 3,686 % | 3,507 % | 4,348 % | 3,785 % | 3,851 % |
| 128 | 3,513 % | 3,689 % | 3,511 % | 4,348 % | 3,787 % | 3,852 % |
| 129 | 3,517 % | 3,692 % | 3,515 % | 4,348 % | 3,789 % | 3,854 % |
| 130 | 3,521 % | 3,695 % | 3,519 % | 4,348 % | 3,791 % | 3,855 % |
| 131 | 3,525 % | 3,698 % | 3,523 % | 4,348 % | 3,793 % | 3,857 % |
| 132 | 3,529 % | 3,700 % | 3,527 % | 4,348 % | 3,795 % | 3,858 % |
| 133 | 3,533 % | 3,703 % | 3,531 % | 4,348 % | 3,797 % | 3,860 % |
| 134 | 3,537 % | 3,705 % | 3,535 % | 4,348 % | 3,799 % | 3,861 % |
| 135 | 3,541 % | 3,708 % | 3,539 % | 4,348 % | 3,800 % | 3,862 % |
| 136 | 3,544 % | 3,710 % | 3,542 % | 4,348 % | 3,802 % | 3,864 % |
| 137 | 3,548 % | 3,713 % | 3,546 % | 4,348 % | 3,804 % | 3,865 % |
| 138 | 3,552 % | 3,715 % | 3,550 % | 4,348 % | 3,806 % | 3,867 % |
| 139 | 3,555 % | 3,718 % | 3,553 % | 4,348 % | 3,808 % | 3,868 % |
| 140 | 3,559 % | 3,720 % | 3,557 % | 4,348 % | 3,809 % | 3,869 % |
| 141 | 3,562 % | 3,722 % | 3,560 % | 4,348 % | 3,811 % | 3,870 % |
| 142 | 3,566 % | 3,725 % | 3,564 % | 4,348 % | 3,813 % | 3,872 % |
| 143 | 3,569 % | 3,727 % | 3,567 % | 4,348 % | 3,814 % | 3,873 % |
| 144 | 3,572 % | 3,729 % | 3,571 % | 4,348 % | 3,816 % | 3,874 % |
| 145 | 3,576 % | 3,732 % | 3,574 % | 4,348 % | 3,818 % | 3,875 % |
| 146 | 3,579 % | 3,734 % | 3,577 % | 4,348 % | 3,819 % | 3,877 % |
| 147 | 3,582 % | 3,736 % | 3,580 % | 4,348 % | 3,821 % | 3,878 % |
| 148 | 3,585 % | 3,738 % | 3,583 % | 4,348 % | 3,822 % | 3,879 % |
| 149 | 3,588 % | 3,740 % | 3,587 % | 4,348 % | 3,824 % | 3,880 % |
| 150 | 3,591 % | 3,742 % | 3,590 % | 4,348 % | 3,825 % | 3,881 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,353 %

1,300 %

– 0,363 %

0,693 %

– 0,425 %

– 0,028 %

2

– 0,275 %

1,532 %

– 0,285 %

1,538 %

– 0,260 %

0,330 %

3

– 0,136 %

1,665 %

– 0,146 %

1,862 %

– 0,065 %

0,668 %

4

0,016 %

1,754 %

0,006 %

2,150 %

0,126 %

0,967 %

5

0,165 %

1,816 %

0,154 %

2,568 %

0,314 %

1,256 %

6

0,308 %

1,854 %

0,298 %

2,950 %

0,492 %

1,522 %

7

0,444 %

1,879 %

0,434 %

3,221 %

0,656 %

1,755 %

8

0,571 %

1,903 %

0,561 %

3,425 %

0,800 %

1,950 %

9

0,690 %

1,924 %

0,680 %

3,584 %

0,931 %

2,110 %

10

0,789 %

1,940 %

0,779 %

3,703 %

1,048 %

2,242 %

11

0,887 %

1,952 %

0,877 %

3,797 %

1,201 %

2,356 %

12

0,981 %

1,959 %

0,970 %

3,876 %

1,372 %

2,454 %

13

1,062 %

1,962 %

1,051 %

3,941 %

1,540 %

2,540 %

14

1,128 %

1,968 %

1,118 %

3,997 %

1,698 %

2,616 %

15

1,179 %

1,983 %

1,168 %

4,043 %

1,842 %

2,685 %

16

1,215 %

2,008 %

1,204 %

4,082 %

1,972 %

2,747 %

17

1,243 %

2,042 %

1,232 %

4,116 %

2,090 %

2,804 %

18

1,270 %

2,081 %

1,259 %

4,144 %

2,196 %

2,855 %

19

1,300 %

2,124 %

1,290 %

4,168 %

2,291 %

2,903 %

20

1,338 %

2,170 %

1,327 %

4,189 %

2,378 %

2,947 %

21

1,383 %

2,216 %

1,373 %

4,207 %

2,456 %

2,988 %

22

1,435 %

2,263 %

1,425 %

4,223 %

2,528 %

3,025 %

23

1,491 %

2,309 %

1,481 %

4,237 %

2,594 %

3,061 %

24

1,549 %

2,355 %

1,540 %

4,249 %

2,654 %

3,094 %

25

1,609 %

2,400 %

1,599 %

4,260 %

2,709 %

3,125 %

26

1,668 %

2,444 %

1,659 %

4,269 %

2,760 %

3,154 %

27

1,728 %

2,487 %

1,719 %

4,277 %

2,808 %

3,182 %

28

1,786 %

2,528 %

1,778 %

4,284 %

2,852 %

3,208 %

29

1,844 %

2,568 %

1,835 %

4,291 %

2,893 %

3,232 %

30

1,899 %

2,607 %

1,891 %

4,296 %

2,931 %

3,256 %

31

1,954 %

2,644 %

1,946 %

4,301 %

2,967 %

3,278 %

32

2,006 %

2,680 %

1,999 %

4,306 %

3,001 %

3,299 %

33

2,057 %

2,715 %

2,050 %

4,310 %

3,033 %

3,318 %

34

2,107 %

2,748 %

2,099 %

4,313 %

3,062 %

3,337 %

35

2,154 %

2,780 %

2,147 %

4,317 %

3,091 %

3,355 %

36

2,200 %

2,810 %

2,193 %

4,319 %

3,117 %

3,373 %

37

2,244 %

2,840 %

2,237 %

4,322 %

3,142 %

3,389 %

38

2,286 %

2,868 %

2,280 %

4,324 %

3,166 %

3,405 %

39

2,327 %

2,895 %

2,321 %

4,326 %

3,189 %

3,420 %

40

2,366 %

2,922 %

2,360 %

4,328 %

3,210 %

3,434 %

41

2,404 %

2,947 %

2,398 %

4,330 %

3,230 %

3,448 %

42

2,440 %

2,971 %

2,434 %

4,332 %

3,250 %

3,461 %

43

2,475 %

2,994 %

2,469 %

4,333 %

3,268 %

3,474 %

44

2,509 %

3,017 %

2,503 %

4,334 %

3,286 %

3,486 %

45

2,541 %

3,038 %

2,536 %

4,335 %

3,303 %

3,498 %

46

2,572 %

3,059 %

2,567 %

4,336 %

3,319 %

3,509 %

47

2,602 %

3,079 %

2,597 %

4,337 %

3,335 %

3,520 %

48

2,631 %

3,098 %

2,626 %

4,338 %

3,349 %

3,530 %

49

2,659 %

3,117 %

2,654 %

4,339 %

3,364 %

3,540 %

50

2,686 %

3,135 %

2,681 %

4,340 %

3,377 %

3,550 %

51

2,712 %

3,152 %

2,707 %

4,340 %

3,391 %

3,559 %

52

2,737 %

3,169 %

2,732 %

4,341 %

3,403 %

3,569 %

53

2,761 %

3,185 %

2,756 %

4,341 %

3,415 %

3,577 %

54

2,784 %

3,200 %

2,780 %

4,342 %

3,427 %

3,586 %

55

2,807 %

3,215 %

2,802 %

4,342 %

3,438 %

3,594 %

56

2,829 %

3,230 %

2,824 %

4,343 %

3,449 %

3,602 %

57

2,850 %

3,244 %

2,845 %

4,343 %

3,460 %

3,609 %

58

2,870 %

3,258 %

2,866 %

4,343 %

3,470 %

3,617 %

59

2,890 %

3,271 %

2,885 %

4,344 %

3,480 %

3,624 %

60

2,909 %

3,284 %

2,904 %

4,344 %

3,489 %

3,631 %

61

2,927 %

3,296 %

2,923 %

4,344 %

3,498 %

3,637 %

62

2,945 %

3,308 %

2,941 %

4,344 %

3,507 %

3,644 %

63

2,962 %

3,319 %

2,958 %

4,345 %

3,516 %

3,650 %

64

2,979 %

3,331 %

2,975 %

4,345 %

3,524 %

3,656 %

65

2,995 %

3,342 %

2,991 %

4,345 %

3,532 %

3,662 %

66

3,011 %

3,352 %

3,007 %

4,345 %

3,540 %

3,668 %

67

3,027 %

3,363 %

3,023 %

4,345 %

3,548 %

3,674 %

68

3,042 %

3,373 %

3,038 %

4,346 %

3,555 %

3,679 %

69

3,056 %

3,382 %

3,052 %

4,346 %

3,562 %

3,684 %

70

3,070 %

3,392 %

3,066 %

4,346 %

3,569 %

3,689 %

71

3,084 %

3,401 %

3,080 %

4,346 %

3,576 %

3,694 %

72

3,097 %

3,410 %

3,094 %

4,346 %

3,582 %

3,699 %

73

3,110 %

3,419 %

3,107 %

4,346 %

3,589 %

3,704 %

74

3,123 %

3,427 %

3,119 %

4,346 %

3,595 %

3,709 %

75

3,135 %

3,435 %

3,132 %

4,346 %

3,601 %

3,713 %

76

3,147 %

3,443 %

3,144 %

4,346 %

3,607 %

3,718 %

77

3,159 %

3,451 %

3,155 %

4,347 %

3,613 %

3,722 %

78

3,170 %

3,459 %

3,167 %

4,347 %

3,618 %

3,726 %

79

3,181 %

3,466 %

3,178 %

4,347 %

3,624 %

3,730 %

80

3,192 %

3,474 %

3,189 %

4,347 %

3,629 %

3,734 %

81

3,202 %

3,481 %

3,199 %

4,347 %

3,634 %

3,738 %

82

3,213 %

3,488 %

3,210 %

4,347 %

3,639 %

3,742 %

83

3,223 %

3,494 %

3,220 %

4,347 %

3,644 %

3,745 %

84

3,233 %

3,501 %

3,229 %

4,347 %

3,649 %

3,749 %

85

3,242 %

3,507 %

3,239 %

4,347 %

3,654 %

3,752 %

86

3,252 %

3,514 %

3,248 %

4,347 %

3,658 %

3,756 %

87

3,261 %

3,520 %

3,258 %

4,347 %

3,663 %

3,759 %

88

3,270 %

3,526 %

3,267 %

4,347 %

3,667 %

3,763 %

89

3,278 %

3,532 %

3,275 %

4,347 %

3,672 %

3,766 %

90

3,287 %

3,537 %

3,284 %

4,347 %

3,676 %

3,769 %

91

3,295 %

3,543 %

3,292 %

4,347 %

3,680 %

3,772 %

92

3,303 %

3,548 %

3,301 %

4,347 %

3,684 %

3,775 %

93

3,311 %

3,554 %

3,309 %

4,347 %

3,688 %

3,778 %

94

3,319 %

3,559 %

3,316 %

4,347 %

3,692 %

3,781 %

95

3,327 %

3,564 %

3,324 %

4,347 %

3,695 %

3,784 %

96

3,334 %

3,569 %

3,332 %

4,347 %

3,699 %

3,786 %

97

3,342 %

3,574 %

3,339 %

4,348 %

3,703 %

3,789 %

98

3,349 %

3,579 %

3,346 %

4,348 %

3,706 %

3,792 %

99

3,356 %

3,584 %

3,353 %

4,348 %

3,710 %

3,794 %

100

3,363 %

3,589 %

3,360 %

4,348 %

3,713 %

3,797 %

101

3,370 %

3,593 %

3,367 %

4,348 %

3,716 %

3,799 %

102

3,376 %

3,598 %

3,374 %

4,348 %

3,720 %

3,802 %

103

3,383 %

3,602 %

3,380 %

4,348 %

3,723 %

3,804 %

104

3,389 %

3,606 %

3,387 %

4,348 %

3,726 %

3,807 %

105

3,396 %

3,610 %

3,393 %

4,348 %

3,729 %

3,809 %

106

3,402 %

3,615 %

3,399 %

4,348 %

3,732 %

3,811 %

107

3,408 %

3,619 %

3,405 %

4,348 %

3,735 %

3,813 %

108

3,414 %

3,623 %

3,411 %

4,348 %

3,738 %

3,816 %

109

3,419 %

3,627 %

3,417 %

4,348 %

3,741 %

3,818 %

110

3,425 %

3,630 %

3,423 %

4,348 %

3,744 %

3,820 %

111

3,431 %

3,634 %

3,428 %

4,348 %

3,746 %

3,822 %

112

3,436 %

3,638 %

3,434 %

4,348 %

3,749 %

3,824 %

113

3,442 %

3,641 %

3,439 %

4,348 %

3,752 %

3,826 %

114

3,447 %

3,645 %

3,445 %

4,348 %

3,754 %

3,828 %

115

3,452 %

3,649 %

3,450 %

4,348 %

3,757 %

3,830 %

116

3,457 %

3,652 %

3,455 %

4,348 %

3,760 %

3,832 %

117

3,462 %

3,655 %

3,460 %

4,348 %

3,762 %

3,834 %

118

3,467 %

3,659 %

3,465 %

4,348 %

3,764 %

3,835 %

119

3,472 %

3,662 %

3,470 %

4,348 %

3,767 %

3,837 %

120

3,477 %

3,665 %

3,475 %

4,348 %

3,769 %

3,839 %

121

3,482 %

3,668 %

3,480 %

4,348 %

3,772 %

3,841 %

122

3,486 %

3,672 %

3,484 %

4,348 %

3,774 %

3,842 %

123

3,491 %

3,675 %

3,489 %

4,348 %

3,776 %

3,844 %

124

3,496 %

3,678 %

3,493 %

4,348 %

3,778 %

3,846 %

125

3,500 %

3,681 %

3,498 %

4,348 %

3,780 %

3,847 %

126

3,504 %

3,684 %

3,502 %

4,348 %

3,783 %

3,849 %

127

3,509 %

3,686 %

3,507 %

4,348 %

3,785 %

3,851 %

128

3,513 %

3,689 %

3,511 %

4,348 %

3,787 %

3,852 %

129

3,517 %

3,692 %

3,515 %

4,348 %

3,789 %

3,854 %

130

3,521 %

3,695 %

3,519 %

4,348 %

3,791 %

3,855 %

131

3,525 %

3,698 %

3,523 %

4,348 %

3,793 %

3,857 %

132

3,529 %

3,700 %

3,527 %

4,348 %

3,795 %

3,858 %

133

3,533 %

3,703 %

3,531 %

4,348 %

3,797 %

3,860 %

134

3,537 %

3,705 %

3,535 %

4,348 %

3,799 %

3,861 %

135

3,541 %

3,708 %

3,539 %

4,348 %

3,800 %

3,862 %

136

3,544 %

3,710 %

3,542 %

4,348 %

3,802 %

3,864 %

137

3,548 %

3,713 %

3,546 %

4,348 %

3,804 %

3,865 %

138

3,552 %

3,715 %

3,550 %

4,348 %

3,806 %

3,867 %

139

3,555 %

3,718 %

3,553 %

4,348 %

3,808 %

3,868 %

140

3,559 %

3,720 %

3,557 %

4,348 %

3,809 %

3,869 %

141

3,562 %

3,722 %

3,560 %

4,348 %

3,811 %

3,870 %

142

3,566 %

3,725 %

3,564 %

4,348 %

3,813 %

3,872 %

143

3,569 %

3,727 %

3,567 %

4,348 %

3,814 %

3,873 %

144

3,572 %

3,729 %

3,571 %

4,348 %

3,816 %

3,874 %

145

3,576 %

3,732 %

3,574 %

4,348 %

3,818 %

3,875 %

146

3,579 %

3,734 %

3,577 %

4,348 %

3,819 %

3,877 %

147

3,582 %

3,736 %

3,580 %

4,348 %

3,821 %

3,878 %

148

3,585 %

3,738 %

3,583 %

4,348 %

3,822 %

3,879 %

149

3,588 %

3,740 %

3,587 %

4,348 %

3,824 %

3,880 %

150

3,591 %

3,742 %

3,590 %

4,348 %

3,825 %

3,881 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,403 % | 0,780 % | 3,539 % | 1,260 % | 4,747 % | 1,105 % |
| 2 | – 0,325 % | 0,924 % | 4,001 % | 1,499 % | 4,830 % | 1,347 % |
| 3 | – 0,186 % | 1,039 % | 4,367 % | 1,856 % | 4,940 % | 1,483 % |
| 4 | – 0,034 % | 1,134 % | 4,636 % | 2,170 % | 5,009 % | 1,611 % |
| 5 | 0,114 % | 1,210 % | 4,825 % | 2,416 % | 5,057 % | 1,719 % |
| 6 | 0,258 % | 1,267 % | 4,937 % | 2,679 % | 5,103 % | 1,814 % |
| 7 | 0,394 % | 1,319 % | 5,014 % | 2,905 % | 5,150 % | 1,895 % |
| 8 | 0,520 % | 1,364 % | 5,085 % | 3,054 % | 5,187 % | 1,966 % |
| 9 | 0,639 % | 1,403 % | 5,155 % | 3,138 % | 5,205 % | 2,024 % |
| 10 | 0,738 % | 1,438 % | 5,226 % | 3,165 % | 5,210 % | 2,075 % |
| 11 | 0,836 % | 1,467 % | 5,275 % | 3,183 % | 5,204 % | 2,128 % |
| 12 | 0,929 % | 1,491 % | 5,304 % | 3,203 % | 5,192 % | 2,185 % |
| 13 | 1,010 % | 1,513 % | 5,317 % | 3,225 % | 5,175 % | 2,242 % |
| 14 | 1,077 % | 1,527 % | 5,320 % | 3,246 % | 5,155 % | 2,299 % |
| 15 | 1,127 % | 1,537 % | 5,314 % | 3,268 % | 5,133 % | 2,355 % |
| 16 | 1,163 % | 1,548 % | 5,302 % | 3,289 % | 5,109 % | 2,410 % |
| 17 | 1,190 % | 1,556 % | 5,286 % | 3,310 % | 5,085 % | 2,463 % |
| 18 | 1,217 % | 1,562 % | 5,267 % | 3,331 % | 5,060 % | 2,514 % |
| 19 | 1,248 % | 1,565 % | 5,245 % | 3,351 % | 5,035 % | 2,563 % |
| 20 | 1,286 % | 1,564 % | 5,221 % | 3,370 % | 5,011 % | 2,610 % |
| 21 | 1,332 % | 1,561 % | 5,197 % | 3,389 % | 4,986 % | 2,656 % |
| 22 | 1,385 % | 1,560 % | 5,172 % | 3,407 % | 4,962 % | 2,699 % |
| 23 | 1,442 % | 1,558 % | 5,146 % | 3,425 % | 4,939 % | 2,740 % |
| 24 | 1,501 % | 1,555 % | 5,121 % | 3,442 % | 4,916 % | 2,779 % |
| 25 | 1,562 % | 1,553 % | 5,095 % | 3,458 % | 4,893 % | 2,817 % |
| 26 | 1,622 % | 1,549 % | 5,070 % | 3,473 % | 4,872 % | 2,853 % |
| 27 | 1,683 % | 1,545 % | 5,046 % | 3,488 % | 4,851 % | 2,887 % |
| 28 | 1,743 % | 1,541 % | 5,021 % | 3,503 % | 4,830 % | 2,920 % |
| 29 | 1,801 % | 1,535 % | 4,998 % | 3,517 % | 4,811 % | 2,951 % |
| 30 | 1,858 % | 1,529 % | 4,975 % | 3,530 % | 4,792 % | 2,981 % |
| 31 | 1,914 % | 1,521 % | 4,953 % | 3,543 % | 4,773 % | 3,009 % |
| 32 | 1,967 % | 1,514 % | 4,931 % | 3,555 % | 4,756 % | 3,036 % |
| 33 | 2,019 % | 1,506 % | 4,910 % | 3,567 % | 4,739 % | 3,062 % |
| 34 | 2,070 % | 1,499 % | 4,890 % | 3,578 % | 4,722 % | 3,087 % |
| 35 | 2,118 % | 1,493 % | 4,870 % | 3,589 % | 4,707 % | 3,111 % |
| 36 | 2,165 % | 1,488 % | 4,851 % | 3,600 % | 4,691 % | 3,134 % |
| 37 | 2,210 % | 1,483 % | 4,833 % | 3,610 % | 4,677 % | 3,156 % |
| 38 | 2,253 % | 1,476 % | 4,815 % | 3,620 % | 4,662 % | 3,177 % |
| 39 | 2,294 % | 1,468 % | 4,798 % | 3,629 % | 4,649 % | 3,197 % |
| 40 | 2,334 % | 1,457 % | 4,782 % | 3,638 % | 4,636 % | 3,217 % |
| 41 | 2,373 % | 1,443 % | 4,766 % | 3,647 % | 4,623 % | 3,235 % |
| 42 | 2,410 % | 1,428 % | 4,750 % | 3,655 % | 4,611 % | 3,253 % |
| 43 | 2,446 % | 1,414 % | 4,736 % | 3,664 % | 4,599 % | 3,270 % |
| 44 | 2,480 % | 1,402 % | 4,721 % | 3,671 % | 4,588 % | 3,287 % |
| 45 | 2,513 % | 1,392 % | 4,708 % | 3,679 % | 4,577 % | 3,303 % |
| 46 | 2,545 % | 1,385 % | 4,694 % | 3,686 % | 4,566 % | 3,318 % |
| 47 | 2,575 % | 1,383 % | 4,681 % | 3,693 % | 4,556 % | 3,333 % |
| 48 | 2,605 % | 1,384 % | 4,669 % | 3,700 % | 4,546 % | 3,347 % |
| 49 | 2,633 % | 1,390 % | 4,657 % | 3,707 % | 4,537 % | 3,361 % |
| 50 | 2,660 % | 1,401 % | 4,646 % | 3,713 % | 4,527 % | 3,374 % |
| 51 | 2,687 % | 1,417 % | 4,634 % | 3,719 % | 4,519 % | 3,386 % |
| 52 | 2,712 % | 1,437 % | 4,624 % | 3,725 % | 4,510 % | 3,399 % |
| 53 | 2,737 % | 1,460 % | 4,613 % | 3,731 % | 4,502 % | 3,411 % |
| 54 | 2,760 % | 1,486 % | 4,603 % | 3,736 % | 4,494 % | 3,422 % |
| 55 | 2,783 % | 1,513 % | 4,593 % | 3,742 % | 4,486 % | 3,433 % |
| 56 | 2,806 % | 1,542 % | 4,584 % | 3,747 % | 4,478 % | 3,444 % |
| 57 | 2,827 % | 1,572 % | 4,575 % | 3,752 % | 4,471 % | 3,454 % |
| 58 | 2,848 % | 1,602 % | 4,566 % | 3,757 % | 4,464 % | 3,464 % |
| 59 | 2,868 % | 1,633 % | 4,557 % | 3,762 % | 4,457 % | 3,474 % |
| 60 | 2,887 % | 1,664 % | 4,549 % | 3,766 % | 4,451 % | 3,483 % |
| 61 | 2,906 % | 1,696 % | 4,541 % | 3,771 % | 4,444 % | 3,492 % |
| 62 | 2,924 % | 1,727 % | 4,533 % | 3,775 % | 4,438 % | 3,501 % |
| 63 | 2,942 % | 1,757 % | 4,526 % | 3,779 % | 4,432 % | 3,510 % |
| 64 | 2,959 % | 1,788 % | 4,518 % | 3,784 % | 4,426 % | 3,518 % |
| 65 | 2,976 % | 1,818 % | 4,511 % | 3,788 % | 4,420 % | 3,526 % |
| 66 | 2,992 % | 1,848 % | 4,504 % | 3,791 % | 4,415 % | 3,534 % |
| 67 | 3,007 % | 1,878 % | 4,498 % | 3,795 % | 4,410 % | 3,541 % |
| 68 | 3,023 % | 1,907 % | 4,491 % | 3,799 % | 4,404 % | 3,549 % |
| 69 | 3,037 % | 1,935 % | 4,485 % | 3,802 % | 4,399 % | 3,556 % |
| 70 | 3,052 % | 1,963 % | 4,479 % | 3,806 % | 4,394 % | 3,563 % |
| 71 | 3,066 % | 1,990 % | 4,473 % | 3,809 % | 4,389 % | 3,570 % |
| 72 | 3,079 % | 2,017 % | 4,467 % | 3,813 % | 4,385 % | 3,576 % |
| 73 | 3,092 % | 2,043 % | 4,461 % | 3,816 % | 4,380 % | 3,583 % |
| 74 | 3,105 % | 2,069 % | 4,456 % | 3,819 % | 4,376 % | 3,589 % |
| 75 | 3,118 % | 2,094 % | 4,450 % | 3,822 % | 4,371 % | 3,595 % |
| 76 | 3,130 % | 2,119 % | 4,445 % | 3,825 % | 4,367 % | 3,601 % |
| 77 | 3,142 % | 2,143 % | 4,440 % | 3,828 % | 4,363 % | 3,607 % |
| 78 | 3,153 % | 2,166 % | 4,435 % | 3,831 % | 4,359 % | 3,613 % |
| 79 | 3,165 % | 2,190 % | 4,430 % | 3,833 % | 4,355 % | 3,618 % |
| 80 | 3,176 % | 2,212 % | 4,425 % | 3,836 % | 4,351 % | 3,623 % |
| 81 | 3,186 % | 2,234 % | 4,421 % | 3,839 % | 4,348 % | 3,629 % |
| 82 | 3,197 % | 2,256 % | 4,416 % | 3,841 % | 4,344 % | 3,634 % |
| 83 | 3,207 % | 2,277 % | 4,412 % | 3,844 % | 4,341 % | 3,639 % |
| 84 | 3,217 % | 2,297 % | 4,407 % | 3,846 % | 4,337 % | 3,644 % |
| 85 | 3,227 % | 2,318 % | 4,403 % | 3,848 % | 4,334 % | 3,648 % |
| 86 | 3,236 % | 2,337 % | 4,399 % | 3,851 % | 4,331 % | 3,653 % |
| 87 | 3,246 % | 2,357 % | 4,395 % | 3,853 % | 4,327 % | 3,658 % |
| 88 | 3,255 % | 2,376 % | 4,391 % | 3,855 % | 4,324 % | 3,662 % |
| 89 | 3,264 % | 2,394 % | 4,387 % | 3,857 % | 4,321 % | 3,666 % |
| 90 | 3,272 % | 2,412 % | 4,384 % | 3,860 % | 4,318 % | 3,671 % |
| 91 | 3,281 % | 2,430 % | 4,380 % | 3,862 % | 4,315 % | 3,675 % |
| 92 | 3,289 % | 2,447 % | 4,376 % | 3,864 % | 4,312 % | 3,679 % |
| 93 | 3,297 % | 2,465 % | 4,373 % | 3,866 % | 4,309 % | 3,683 % |
| 94 | 3,305 % | 2,481 % | 4,369 % | 3,868 % | 4,307 % | 3,687 % |
| 95 | 3,313 % | 2,498 % | 4,366 % | 3,870 % | 4,304 % | 3,691 % |
| 96 | 3,321 % | 2,514 % | 4,363 % | 3,871 % | 4,301 % | 3,694 % |
| 97 | 3,328 % | 2,529 % | 4,359 % | 3,873 % | 4,299 % | 3,698 % |
| 98 | 3,336 % | 2,545 % | 4,356 % | 3,875 % | 4,296 % | 3,702 % |
| 99 | 3,343 % | 2,560 % | 4,353 % | 3,877 % | 4,294 % | 3,705 % |
| 100 | 3,350 % | 2,574 % | 4,350 % | 3,879 % | 4,291 % | 3,709 % |
| 101 | 3,357 % | 2,589 % | 4,347 % | 3,880 % | 4,289 % | 3,712 % |
| 102 | 3,364 % | 2,603 % | 4,344 % | 3,882 % | 4,287 % | 3,715 % |
| 103 | 3,370 % | 2,617 % | 4,341 % | 3,884 % | 4,284 % | 3,718 % |
| 104 | 3,377 % | 2,631 % | 4,339 % | 3,885 % | 4,282 % | 3,722 % |
| 105 | 3,383 % | 2,644 % | 4,336 % | 3,887 % | 4,280 % | 3,725 % |
| 106 | 3,389 % | 2,657 % | 4,333 % | 3,888 % | 4,278 % | 3,728 % |
| 107 | 3,396 % | 2,670 % | 4,331 % | 3,890 % | 4,275 % | 3,731 % |
| 108 | 3,402 % | 2,683 % | 4,328 % | 3,891 % | 4,273 % | 3,734 % |
| 109 | 3,408 % | 2,695 % | 4,325 % | 3,893 % | 4,271 % | 3,737 % |
| 110 | 3,413 % | 2,708 % | 4,323 % | 3,894 % | 4,269 % | 3,739 % |
| 111 | 3,419 % | 2,720 % | 4,320 % | 3,896 % | 4,267 % | 3,742 % |
| 112 | 3,425 % | 2,731 % | 4,318 % | 3,897 % | 4,265 % | 3,745 % |
| 113 | 3,430 % | 2,743 % | 4,316 % | 3,898 % | 4,263 % | 3,748 % |
| 114 | 3,436 % | 2,754 % | 4,313 % | 3,900 % | 4,262 % | 3,750 % |
| 115 | 3,441 % | 2,765 % | 4,311 % | 3,901 % | 4,260 % | 3,753 % |
| 116 | 3,446 % | 2,776 % | 4,309 % | 3,902 % | 4,258 % | 3,756 % |
| 117 | 3,451 % | 2,787 % | 4,307 % | 3,903 % | 4,256 % | 3,758 % |
| 118 | 3,456 % | 2,798 % | 4,304 % | 3,905 % | 4,254 % | 3,761 % |
| 119 | 3,461 % | 2,808 % | 4,302 % | 3,906 % | 4,253 % | 3,763 % |
| 120 | 3,466 % | 2,819 % | 4,300 % | 3,907 % | 4,251 % | 3,765 % |
| 121 | 3,471 % | 2,829 % | 4,298 % | 3,908 % | 4,249 % | 3,768 % |
| 122 | 3,476 % | 2,839 % | 4,296 % | 3,909 % | 4,248 % | 3,770 % |
| 123 | 3,480 % | 2,849 % | 4,294 % | 3,911 % | 4,246 % | 3,772 % |
| 124 | 3,485 % | 2,858 % | 4,292 % | 3,912 % | 4,245 % | 3,774 % |
| 125 | 3,490 % | 2,868 % | 4,290 % | 3,913 % | 4,243 % | 3,777 % |
| 126 | 3,494 % | 2,877 % | 4,288 % | 3,914 % | 4,241 % | 3,779 % |
| 127 | 3,498 % | 2,886 % | 4,286 % | 3,915 % | 4,240 % | 3,781 % |
| 128 | 3,503 % | 2,895 % | 4,284 % | 3,916 % | 4,238 % | 3,783 % |
| 129 | 3,507 % | 2,904 % | 4,283 % | 3,917 % | 4,237 % | 3,785 % |
| 130 | 3,511 % | 2,913 % | 4,281 % | 3,918 % | 4,236 % | 3,787 % |
| 131 | 3,515 % | 2,921 % | 4,279 % | 3,919 % | 4,234 % | 3,789 % |
| 132 | 3,519 % | 2,930 % | 4,277 % | 3,920 % | 4,233 % | 3,791 % |
| 133 | 3,523 % | 2,938 % | 4,276 % | 3,921 % | 4,231 % | 3,793 % |
| 134 | 3,527 % | 2,947 % | 4,274 % | 3,922 % | 4,230 % | 3,795 % |
| 135 | 3,531 % | 2,955 % | 4,272 % | 3,923 % | 4,229 % | 3,797 % |
| 136 | 3,535 % | 2,963 % | 4,271 % | 3,924 % | 4,227 % | 3,799 % |
| 137 | 3,539 % | 2,971 % | 4,269 % | 3,925 % | 4,226 % | 3,801 % |
| 138 | 3,542 % | 2,978 % | 4,267 % | 3,926 % | 4,225 % | 3,802 % |
| 139 | 3,546 % | 2,986 % | 4,266 % | 3,927 % | 4,224 % | 3,804 % |
| 140 | 3,549 % | 2,994 % | 4,264 % | 3,927 % | 4,222 % | 3,806 % |
| 141 | 3,553 % | 3,001 % | 4,263 % | 3,928 % | 4,221 % | 3,808 % |
| 142 | 3,557 % | 3,008 % | 4,261 % | 3,929 % | 4,220 % | 3,809 % |
| 143 | 3,560 % | 3,016 % | 4,260 % | 3,930 % | 4,219 % | 3,811 % |
| 144 | 3,563 % | 3,023 % | 4,258 % | 3,931 % | 4,217 % | 3,813 % |
| 145 | 3,567 % | 3,030 % | 4,257 % | 3,932 % | 4,216 % | 3,814 % |
| 146 | 3,570 % | 3,037 % | 4,256 % | 3,933 % | 4,215 % | 3,816 % |
| 147 | 3,573 % | 3,044 % | 4,254 % | 3,933 % | 4,214 % | 3,818 % |
| 148 | 3,576 % | 3,050 % | 4,253 % | 3,934 % | 4,213 % | 3,819 % |
| 149 | 3,580 % | 3,057 % | 4,251 % | 3,935 % | 4,212 % | 3,821 % |
| 150 | 3,583 % | 3,064 % | 4,250 % | 3,936 % | 4,211 % | 3,822 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,403 %

0,780 %

3,539 %

1,260 %

4,747 %

1,105 %

2

– 0,325 %

0,924 %

4,001 %

1,499 %

4,830 %

1,347 %

3

– 0,186 %

1,039 %

4,367 %

1,856 %

4,940 %

1,483 %

4

– 0,034 %

1,134 %

4,636 %

2,170 %

5,009 %

1,611 %

5

0,114 %

1,210 %

4,825 %

2,416 %

5,057 %

1,719 %

6

0,258 %

1,267 %

4,937 %

2,679 %

5,103 %

1,814 %

7

0,394 %

1,319 %

5,014 %

2,905 %

5,150 %

1,895 %

8

0,520 %

1,364 %

5,085 %

3,054 %

5,187 %

1,966 %

9

0,639 %

1,403 %

5,155 %

3,138 %

5,205 %

2,024 %

10

0,738 %

1,438 %

5,226 %

3,165 %

5,210 %

2,075 %

11

0,836 %

1,467 %

5,275 %

3,183 %

5,204 %

2,128 %

12

0,929 %

1,491 %

5,304 %

3,203 %

5,192 %

2,185 %

13

1,010 %

1,513 %

5,317 %

3,225 %

5,175 %

2,242 %

14

1,077 %

1,527 %

5,320 %

3,246 %

5,155 %

2,299 %

15

1,127 %

1,537 %

5,314 %

3,268 %

5,133 %

2,355 %

16

1,163 %

1,548 %

5,302 %

3,289 %

5,109 %

2,410 %

17

1,190 %

1,556 %

5,286 %

3,310 %

5,085 %

2,463 %

18

1,217 %

1,562 %

5,267 %

3,331 %

5,060 %

2,514 %

19

1,248 %

1,565 %

5,245 %

3,351 %

5,035 %

2,563 %

20

1,286 %

1,564 %

5,221 %

3,370 %

5,011 %

2,610 %

21

1,332 %

1,561 %

5,197 %

3,389 %

4,986 %

2,656 %

22

1,385 %

1,560 %

5,172 %

3,407 %

4,962 %

2,699 %

23

1,442 %

1,558 %

5,146 %

3,425 %

4,939 %

2,740 %

24

1,501 %

1,555 %

5,121 %

3,442 %

4,916 %

2,779 %

25

1,562 %

1,553 %

5,095 %

3,458 %

4,893 %

2,817 %

26

1,622 %

1,549 %

5,070 %

3,473 %

4,872 %

2,853 %

27

1,683 %

1,545 %

5,046 %

3,488 %

4,851 %

2,887 %

28

1,743 %

1,541 %

5,021 %

3,503 %

4,830 %

2,920 %

29

1,801 %

1,535 %

4,998 %

3,517 %

4,811 %

2,951 %

30

1,858 %

1,529 %

4,975 %

3,530 %

4,792 %

2,981 %

31

1,914 %

1,521 %

4,953 %

3,543 %

4,773 %

3,009 %

32

1,967 %

1,514 %

4,931 %

3,555 %

4,756 %

3,036 %

33

2,019 %

1,506 %

4,910 %

3,567 %

4,739 %

3,062 %

34

2,070 %

1,499 %

4,890 %

3,578 %

4,722 %

3,087 %

35

2,118 %

1,493 %

4,870 %

3,589 %

4,707 %

3,111 %

36

2,165 %

1,488 %

4,851 %

3,600 %

4,691 %

3,134 %

37

2,210 %

1,483 %

4,833 %

3,610 %

4,677 %

3,156 %

38

2,253 %

1,476 %

4,815 %

3,620 %

4,662 %

3,177 %

39

2,294 %

1,468 %

4,798 %

3,629 %

4,649 %

3,197 %

40

2,334 %

1,457 %

4,782 %

3,638 %

4,636 %

3,217 %

41

2,373 %

1,443 %

4,766 %

3,647 %

4,623 %

3,235 %

42

2,410 %

1,428 %

4,750 %

3,655 %

4,611 %

3,253 %

43

2,446 %

1,414 %

4,736 %

3,664 %

4,599 %

3,270 %

44

2,480 %

1,402 %

4,721 %

3,671 %

4,588 %

3,287 %

45

2,513 %

1,392 %

4,708 %

3,679 %

4,577 %

3,303 %

46

2,545 %

1,385 %

4,694 %

3,686 %

4,566 %

3,318 %

47

2,575 %

1,383 %

4,681 %

3,693 %

4,556 %

3,333 %

48

2,605 %

1,384 %

4,669 %

3,700 %

4,546 %

3,347 %

49

2,633 %

1,390 %

4,657 %

3,707 %

4,537 %

3,361 %

50

2,660 %

1,401 %

4,646 %

3,713 %

4,527 %

3,374 %

51

2,687 %

1,417 %

4,634 %

3,719 %

4,519 %

3,386 %

52

2,712 %

1,437 %

4,624 %

3,725 %

4,510 %

3,399 %

53

2,737 %

1,460 %

4,613 %

3,731 %

4,502 %

3,411 %

54

2,760 %

1,486 %

4,603 %

3,736 %

4,494 %

3,422 %

55

2,783 %

1,513 %

4,593 %

3,742 %

4,486 %

3,433 %

56

2,806 %

1,542 %

4,584 %

3,747 %

4,478 %

3,444 %

57

2,827 %

1,572 %

4,575 %

3,752 %

4,471 %

3,454 %

58

2,848 %

1,602 %

4,566 %

3,757 %

4,464 %

3,464 %

59

2,868 %

1,633 %

4,557 %

3,762 %

4,457 %

3,474 %

60

2,887 %

1,664 %

4,549 %

3,766 %

4,451 %

3,483 %

61

2,906 %

1,696 %

4,541 %

3,771 %

4,444 %

3,492 %

62

2,924 %

1,727 %

4,533 %

3,775 %

4,438 %

3,501 %

63

2,942 %

1,757 %

4,526 %

3,779 %

4,432 %

3,510 %

64

2,959 %

1,788 %

4,518 %

3,784 %

4,426 %

3,518 %

65

2,976 %

1,818 %

4,511 %

3,788 %

4,420 %

3,526 %

66

2,992 %

1,848 %

4,504 %

3,791 %

4,415 %

3,534 %

67

3,007 %

1,878 %

4,498 %

3,795 %

4,410 %

3,541 %

68

3,023 %

1,907 %

4,491 %

3,799 %

4,404 %

3,549 %

69

3,037 %

1,935 %

4,485 %

3,802 %

4,399 %

3,556 %

70

3,052 %

1,963 %

4,479 %

3,806 %

4,394 %

3,563 %

71

3,066 %

1,990 %

4,473 %

3,809 %

4,389 %

3,570 %

72

3,079 %

2,017 %

4,467 %

3,813 %

4,385 %

3,576 %

73

3,092 %

2,043 %

4,461 %

3,816 %

4,380 %

3,583 %

74

3,105 %

2,069 %

4,456 %

3,819 %

4,376 %

3,589 %

75

3,118 %

2,094 %

4,450 %

3,822 %

4,371 %

3,595 %

76

3,130 %

2,119 %

4,445 %

3,825 %

4,367 %

3,601 %

77

3,142 %

2,143 %

4,440 %

3,828 %

4,363 %

3,607 %

78

3,153 %

2,166 %

4,435 %

3,831 %

4,359 %

3,613 %

79

3,165 %

2,190 %

4,430 %

3,833 %

4,355 %

3,618 %

80

3,176 %

2,212 %

4,425 %

3,836 %

4,351 %

3,623 %

81

3,186 %

2,234 %

4,421 %

3,839 %

4,348 %

3,629 %

82

3,197 %

2,256 %

4,416 %

3,841 %

4,344 %

3,634 %

83

3,207 %

2,277 %

4,412 %

3,844 %

4,341 %

3,639 %

84

3,217 %

2,297 %

4,407 %

3,846 %

4,337 %

3,644 %

85

3,227 %

2,318 %

4,403 %

3,848 %

4,334 %

3,648 %

86

3,236 %

2,337 %

4,399 %

3,851 %

4,331 %

3,653 %

87

3,246 %

2,357 %

4,395 %

3,853 %

4,327 %

3,658 %

88

3,255 %

2,376 %

4,391 %

3,855 %

4,324 %

3,662 %

89

3,264 %

2,394 %

4,387 %

3,857 %

4,321 %

3,666 %

90

3,272 %

2,412 %

4,384 %

3,860 %

4,318 %

3,671 %

91

3,281 %

2,430 %

4,380 %

3,862 %

4,315 %

3,675 %

92

3,289 %

2,447 %

4,376 %

3,864 %

4,312 %

3,679 %

93

3,297 %

2,465 %

4,373 %

3,866 %

4,309 %

3,683 %

94

3,305 %

2,481 %

4,369 %

3,868 %

4,307 %

3,687 %

95

3,313 %

2,498 %

4,366 %

3,870 %

4,304 %

3,691 %

96

3,321 %

2,514 %

4,363 %

3,871 %

4,301 %

3,694 %

97

3,328 %

2,529 %

4,359 %

3,873 %

4,299 %

3,698 %

98

3,336 %

2,545 %

4,356 %

3,875 %

4,296 %

3,702 %

99

3,343 %

2,560 %

4,353 %

3,877 %

4,294 %

3,705 %

100

3,350 %

2,574 %

4,350 %

3,879 %

4,291 %

3,709 %

101

3,357 %

2,589 %

4,347 %

3,880 %

4,289 %

3,712 %

102

3,364 %

2,603 %

4,344 %

3,882 %

4,287 %

3,715 %

103

3,370 %

2,617 %

4,341 %

3,884 %

4,284 %

3,718 %

104

3,377 %

2,631 %

4,339 %

3,885 %

4,282 %

3,722 %

105

3,383 %

2,644 %

4,336 %

3,887 %

4,280 %

3,725 %

106

3,389 %

2,657 %

4,333 %

3,888 %

4,278 %

3,728 %

107

3,396 %

2,670 %

4,331 %

3,890 %

4,275 %

3,731 %

108

3,402 %

2,683 %

4,328 %

3,891 %

4,273 %

3,734 %

109

3,408 %

2,695 %

4,325 %

3,893 %

4,271 %

3,737 %

110

3,413 %

2,708 %

4,323 %

3,894 %

4,269 %

3,739 %

111

3,419 %

2,720 %

4,320 %

3,896 %

4,267 %

3,742 %

112

3,425 %

2,731 %

4,318 %

3,897 %

4,265 %

3,745 %

113

3,430 %

2,743 %

4,316 %

3,898 %

4,263 %

3,748 %

114

3,436 %

2,754 %

4,313 %

3,900 %

4,262 %

3,750 %

115

3,441 %

2,765 %

4,311 %

3,901 %

4,260 %

3,753 %

116

3,446 %

2,776 %

4,309 %

3,902 %

4,258 %

3,756 %

117

3,451 %

2,787 %

4,307 %

3,903 %

4,256 %

3,758 %

118

3,456 %

2,798 %

4,304 %

3,905 %

4,254 %

3,761 %

119

3,461 %

2,808 %

4,302 %

3,906 %

4,253 %

3,763 %

120

3,466 %

2,819 %

4,300 %

3,907 %

4,251 %

3,765 %

121

3,471 %

2,829 %

4,298 %

3,908 %

4,249 %

3,768 %

122

3,476 %

2,839 %

4,296 %

3,909 %

4,248 %

3,770 %

123

3,480 %

2,849 %

4,294 %

3,911 %

4,246 %

3,772 %

124

3,485 %

2,858 %

4,292 %

3,912 %

4,245 %

3,774 %

125

3,490 %

2,868 %

4,290 %

3,913 %

4,243 %

3,777 %

126

3,494 %

2,877 %

4,288 %

3,914 %

4,241 %

3,779 %

127

3,498 %

2,886 %

4,286 %

3,915 %

4,240 %

3,781 %

128

3,503 %

2,895 %

4,284 %

3,916 %

4,238 %

3,783 %

129

3,507 %

2,904 %

4,283 %

3,917 %

4,237 %

3,785 %

130

3,511 %

2,913 %

4,281 %

3,918 %

4,236 %

3,787 %

131

3,515 %

2,921 %

4,279 %

3,919 %

4,234 %

3,789 %

132

3,519 %

2,930 %

4,277 %

3,920 %

4,233 %

3,791 %

133

3,523 %

2,938 %

4,276 %

3,921 %

4,231 %

3,793 %

134

3,527 %

2,947 %

4,274 %

3,922 %

4,230 %

3,795 %

135

3,531 %

2,955 %

4,272 %

3,923 %

4,229 %

3,797 %

136

3,535 %

2,963 %

4,271 %

3,924 %

4,227 %

3,799 %

137

3,539 %

2,971 %

4,269 %

3,925 %

4,226 %

3,801 %

138

3,542 %

2,978 %

4,267 %

3,926 %

4,225 %

3,802 %

139

3,546 %

2,986 %

4,266 %

3,927 %

4,224 %

3,804 %

140

3,549 %

2,994 %

4,264 %

3,927 %

4,222 %

3,806 %

141

3,553 %

3,001 %

4,263 %

3,928 %

4,221 %

3,808 %

142

3,557 %

3,008 %

4,261 %

3,929 %

4,220 %

3,809 %

143

3,560 %

3,016 %

4,260 %

3,930 %

4,219 %

3,811 %

144

3,563 %

3,023 %

4,258 %

3,931 %

4,217 %

3,813 %

145

3,567 %

3,030 %

4,257 %

3,932 %

4,216 %

3,814 %

146

3,570 %

3,037 %

4,256 %

3,933 %

4,215 %

3,816 %

147

3,573 %

3,044 %

4,254 %

3,933 %

4,214 %

3,818 %

148

3,576 %

3,050 %

4,253 %

3,934 %

4,213 %

3,819 %

149

3,580 %

3,057 %

4,251 %

3,935 %

4,212 %

3,821 %

150

3,583 %

3,064 %

4,250 %

3,936 %

4,211 %

3,822 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,745 % | 1,962 % | 1,284 % | 1,848 % | 2,642 % | 4,533 % |
| 2 | – 0,639 % | 2,016 % | 1,523 % | 2,070 % | 3,118 % | 4,913 % |
| 3 | – 0,498 % | 2,063 % | 1,738 % | 2,178 % | 3,403 % | 5,314 % |
| 4 | – 0,359 % | 2,180 % | 1,908 % | 2,245 % | 3,594 % | 5,551 % |
| 5 | – 0,226 % | 2,279 % | 2,044 % | 2,269 % | 3,750 % | 5,798 % |
| 6 | – 0,102 % | 2,372 % | 2,161 % | 2,296 % | 3,889 % | 5,964 % |
| 7 | 0,018 % | 2,452 % | 2,266 % | 2,305 % | 4,008 % | 6,247 % |
| 8 | 0,125 % | 2,523 % | 2,362 % | 2,342 % | 4,104 % | 6,393 % |
| 9 | 0,218 % | 2,583 % | 2,446 % | 2,358 % | 4,181 % | 6,397 % |
| 10 | 0,314 % | 2,639 % | 2,516 % | 2,371 % | 4,242 % | 6,426 % |
| 11 | 0,388 % | 2,690 % | 2,570 % | 2,392 % | 4,289 % | 6,446 % |
| 12 | 0,460 % | 2,735 % | 2,614 % | 2,417 % | 4,326 % | 6,446 % |
| 13 | 0,528 % | 2,774 % | 2,654 % | 2,442 % | 4,356 % | 6,431 % |
| 14 | 0,601 % | 2,806 % | 2,691 % | 2,463 % | 4,379 % | 6,406 % |
| 15 | 0,624 % | 2,830 % | 2,727 % | 2,480 % | 4,398 % | 6,373 % |
| 16 | 0,648 % | 2,846 % | 2,763 % | 2,490 % | 4,413 % | 6,335 % |
| 17 | 0,681 % | 2,856 % | 2,799 % | 2,495 % | 4,425 % | 6,294 % |
| 18 | 0,717 % | 2,862 % | 2,835 % | 2,495 % | 4,435 % | 6,250 % |
| 19 | 0,748 % | 2,866 % | 2,869 % | 2,489 % | 4,443 % | 6,205 % |
| 20 | 0,772 % | 2,869 % | 2,903 % | 2,479 % | 4,449 % | 6,159 % |
| 21 | 0,787 % | 2,872 % | 2,937 % | 2,465 % | 4,454 % | 6,113 % |
| 22 | 0,797 % | 2,873 % | 2,968 % | 2,449 % | 4,457 % | 6,067 % |
| 23 | 0,807 % | 2,871 % | 2,999 % | 2,433 % | 4,460 % | 6,022 % |
| 24 | 0,819 % | 2,866 % | 3,029 % | 2,419 % | 4,462 % | 5,978 % |
| 25 | 0,837 % | 2,857 % | 3,057 % | 2,407 % | 4,464 % | 5,935 % |
| 26 | 0,862 % | 2,845 % | 3,085 % | 2,399 % | 4,465 % | 5,892 % |
| 27 | 0,893 % | 2,831 % | 3,111 % | 2,394 % | 4,465 % | 5,852 % |
| 28 | 0,927 % | 2,818 % | 3,137 % | 2,394 % | 4,465 % | 5,812 % |
| 29 | 0,964 % | 2,808 % | 3,161 % | 2,398 % | 4,465 % | 5,774 % |
| 30 | 1,003 % | 2,803 % | 3,184 % | 2,407 % | 4,465 % | 5,737 % |
| 31 | 1,043 % | 2,804 % | 3,206 % | 2,420 % | 4,464 % | 5,701 % |
| 32 | 1,084 % | 2,809 % | 3,228 % | 2,438 % | 4,463 % | 5,667 % |
| 33 | 1,125 % | 2,817 % | 3,248 % | 2,458 % | 4,462 % | 5,634 % |
| 34 | 1,165 % | 2,829 % | 3,268 % | 2,480 % | 4,461 % | 5,602 % |
| 35 | 1,205 % | 2,843 % | 3,287 % | 2,504 % | 4,460 % | 5,571 % |
| 36 | 1,245 % | 2,858 % | 3,305 % | 2,528 % | 4,459 % | 5,542 % |
| 37 | 1,283 % | 2,874 % | 3,323 % | 2,554 % | 4,458 % | 5,513 % |
| 38 | 1,321 % | 2,892 % | 3,340 % | 2,580 % | 4,456 % | 5,486 % |
| 39 | 1,358 % | 2,910 % | 3,356 % | 2,606 % | 4,455 % | 5,460 % |
| 40 | 1,394 % | 2,928 % | 3,371 % | 2,632 % | 4,454 % | 5,435 % |
| 41 | 1,428 % | 2,947 % | 3,386 % | 2,658 % | 4,452 % | 5,410 % |
| 42 | 1,462 % | 2,966 % | 3,400 % | 2,683 % | 4,451 % | 5,387 % |
| 43 | 1,495 % | 2,985 % | 3,414 % | 2,709 % | 4,449 % | 5,364 % |
| 44 | 1,526 % | 3,003 % | 3,428 % | 2,733 % | 4,448 % | 5,343 % |
| 45 | 1,557 % | 3,021 % | 3,440 % | 2,758 % | 4,446 % | 5,322 % |
| 46 | 1,587 % | 3,040 % | 3,453 % | 2,782 % | 4,445 % | 5,302 % |
| 47 | 1,616 % | 3,057 % | 3,465 % | 2,805 % | 4,444 % | 5,283 % |
| 48 | 1,643 % | 3,075 % | 3,476 % | 2,827 % | 4,442 % | 5,264 % |
| 49 | 1,670 % | 3,092 % | 3,487 % | 2,850 % | 4,441 % | 5,246 % |
| 50 | 1,696 % | 3,109 % | 3,498 % | 2,871 % | 4,439 % | 5,229 % |
| 51 | 1,721 % | 3,125 % | 3,508 % | 2,892 % | 4,438 % | 5,212 % |
| 52 | 1,746 % | 3,141 % | 3,518 % | 2,912 % | 4,437 % | 5,196 % |
| 53 | 1,769 % | 3,156 % | 3,528 % | 2,932 % | 4,435 % | 5,180 % |
| 54 | 1,792 % | 3,171 % | 3,537 % | 2,951 % | 4,434 % | 5,165 % |
| 55 | 1,814 % | 3,186 % | 3,546 % | 2,970 % | 4,433 % | 5,151 % |
| 56 | 1,835 % | 3,200 % | 3,555 % | 2,988 % | 4,432 % | 5,137 % |
| 57 | 1,856 % | 3,214 % | 3,563 % | 3,006 % | 4,431 % | 5,123 % |
| 58 | 1,876 % | 3,228 % | 3,571 % | 3,023 % | 4,429 % | 5,110 % |
| 59 | 1,896 % | 3,241 % | 3,579 % | 3,040 % | 4,428 % | 5,097 % |
| 60 | 1,914 % | 3,254 % | 3,587 % | 3,056 % | 4,427 % | 5,085 % |
| 61 | 1,933 % | 3,266 % | 3,594 % | 3,072 % | 4,426 % | 5,073 % |
| 62 | 1,950 % | 3,279 % | 3,601 % | 3,087 % | 4,425 % | 5,062 % |
| 63 | 1,967 % | 3,290 % | 3,608 % | 3,102 % | 4,424 % | 5,050 % |
| 64 | 1,984 % | 3,302 % | 3,615 % | 3,116 % | 4,423 % | 5,039 % |
| 65 | 2,000 % | 3,313 % | 3,622 % | 3,130 % | 4,422 % | 5,029 % |
| 66 | 2,016 % | 3,324 % | 3,628 % | 3,144 % | 4,421 % | 5,019 % |
| 67 | 2,031 % | 3,334 % | 3,634 % | 3,157 % | 4,420 % | 5,009 % |
| 68 | 2,046 % | 3,345 % | 3,640 % | 3,170 % | 4,419 % | 4,999 % |
| 69 | 2,060 % | 3,355 % | 3,646 % | 3,182 % | 4,418 % | 4,990 % |
| 70 | 2,074 % | 3,365 % | 3,652 % | 3,194 % | 4,417 % | 4,981 % |
| 71 | 2,088 % | 3,374 % | 3,657 % | 3,206 % | 4,416 % | 4,972 % |
| 72 | 2,101 % | 3,383 % | 3,663 % | 3,218 % | 4,415 % | 4,963 % |
| 73 | 2,114 % | 3,392 % | 3,668 % | 3,229 % | 4,415 % | 4,955 % |
| 74 | 2,127 % | 3,401 % | 3,673 % | 3,240 % | 4,414 % | 4,947 % |
| 75 | 2,139 % | 3,410 % | 3,678 % | 3,251 % | 4,413 % | 4,939 % |
| 76 | 2,151 % | 3,418 % | 3,683 % | 3,261 % | 4,412 % | 4,931 % |
| 77 | 2,162 % | 3,426 % | 3,688 % | 3,271 % | 4,411 % | 4,923 % |
| 78 | 2,174 % | 3,434 % | 3,692 % | 3,281 % | 4,411 % | 4,916 % |
| 79 | 2,185 % | 3,442 % | 3,697 % | 3,291 % | 4,410 % | 4,909 % |
| 80 | 2,195 % | 3,449 % | 3,701 % | 3,300 % | 4,409 % | 4,902 % |
| 81 | 2,206 % | 3,457 % | 3,705 % | 3,309 % | 4,408 % | 4,895 % |
| 82 | 2,216 % | 3,464 % | 3,710 % | 3,318 % | 4,408 % | 4,888 % |
| 83 | 2,226 % | 3,471 % | 3,714 % | 3,327 % | 4,407 % | 4,882 % |
| 84 | 2,236 % | 3,478 % | 3,718 % | 3,336 % | 4,406 % | 4,876 % |
| 85 | 2,245 % | 3,484 % | 3,722 % | 3,344 % | 4,406 % | 4,869 % |
| 86 | 2,255 % | 3,491 % | 3,725 % | 3,352 % | 4,405 % | 4,863 % |
| 87 | 2,264 % | 3,497 % | 3,729 % | 3,360 % | 4,405 % | 4,857 % |
| 88 | 2,273 % | 3,503 % | 3,733 % | 3,368 % | 4,404 % | 4,852 % |
| 89 | 2,281 % | 3,510 % | 3,736 % | 3,376 % | 4,403 % | 4,846 % |
| 90 | 2,290 % | 3,516 % | 3,740 % | 3,383 % | 4,403 % | 4,840 % |
| 91 | 2,298 % | 3,521 % | 3,743 % | 3,390 % | 4,402 % | 4,835 % |
| 92 | 2,306 % | 3,527 % | 3,746 % | 3,398 % | 4,402 % | 4,830 % |
| 93 | 2,314 % | 3,533 % | 3,750 % | 3,404 % | 4,401 % | 4,825 % |
| 94 | 2,322 % | 3,538 % | 3,753 % | 3,411 % | 4,401 % | 4,820 % |
| 95 | 2,330 % | 3,544 % | 3,756 % | 3,418 % | 4,400 % | 4,815 % |
| 96 | 2,337 % | 3,549 % | 3,759 % | 3,425 % | 4,400 % | 4,810 % |
| 97 | 2,344 % | 3,554 % | 3,762 % | 3,431 % | 4,399 % | 4,805 % |
| 98 | 2,352 % | 3,559 % | 3,765 % | 3,437 % | 4,399 % | 4,800 % |
| 99 | 2,359 % | 3,564 % | 3,768 % | 3,443 % | 4,398 % | 4,796 % |
| 100 | 2,366 % | 3,569 % | 3,771 % | 3,450 % | 4,398 % | 4,791 % |
| 101 | 2,372 % | 3,574 % | 3,773 % | 3,455 % | 4,397 % | 4,787 % |
| 102 | 2,379 % | 3,578 % | 3,776 % | 3,461 % | 4,397 % | 4,783 % |
| 103 | 2,385 % | 3,583 % | 3,779 % | 3,467 % | 4,396 % | 4,778 % |
| 104 | 2,392 % | 3,587 % | 3,781 % | 3,473 % | 4,396 % | 4,774 % |
| 105 | 2,398 % | 3,592 % | 3,784 % | 3,478 % | 4,395 % | 4,770 % |
| 106 | 2,404 % | 3,596 % | 3,786 % | 3,483 % | 4,395 % | 4,766 % |
| 107 | 2,410 % | 3,600 % | 3,789 % | 3,489 % | 4,394 % | 4,762 % |
| 108 | 2,416 % | 3,604 % | 3,791 % | 3,494 % | 4,394 % | 4,759 % |
| 109 | 2,422 % | 3,608 % | 3,794 % | 3,499 % | 4,394 % | 4,755 % |
| 110 | 2,428 % | 3,612 % | 3,796 % | 3,504 % | 4,393 % | 4,751 % |
| 111 | 2,433 % | 3,616 % | 3,798 % | 3,509 % | 4,393 % | 4,747 % |
| 112 | 2,439 % | 3,620 % | 3,801 % | 3,514 % | 4,393 % | 4,744 % |
| 113 | 2,444 % | 3,624 % | 3,803 % | 3,518 % | 4,392 % | 4,740 % |
| 114 | 2,449 % | 3,628 % | 3,805 % | 3,523 % | 4,392 % | 4,737 % |
| 115 | 2,455 % | 3,631 % | 3,807 % | 3,528 % | 4,391 % | 4,734 % |
| 116 | 2,460 % | 3,635 % | 3,809 % | 3,532 % | 4,391 % | 4,730 % |
| 117 | 2,465 % | 3,639 % | 3,811 % | 3,537 % | 4,391 % | 4,727 % |
| 118 | 2,470 % | 3,642 % | 3,813 % | 3,541 % | 4,390 % | 4,724 % |
| 119 | 2,475 % | 3,645 % | 3,815 % | 3,545 % | 4,390 % | 4,721 % |
| 120 | 2,479 % | 3,649 % | 3,817 % | 3,549 % | 4,390 % | 4,718 % |
| 121 | 2,484 % | 3,652 % | 3,819 % | 3,553 % | 4,389 % | 4,715 % |
| 122 | 2,489 % | 3,655 % | 3,821 % | 3,558 % | 4,389 % | 4,712 % |
| 123 | 2,493 % | 3,659 % | 3,823 % | 3,562 % | 4,389 % | 4,709 % |
| 124 | 2,498 % | 3,662 % | 3,825 % | 3,565 % | 4,388 % | 4,706 % |
| 125 | 2,502 % | 3,665 % | 3,826 % | 3,569 % | 4,388 % | 4,703 % |
| 126 | 2,506 % | 3,668 % | 3,828 % | 3,573 % | 4,388 % | 4,700 % |
| 127 | 2,511 % | 3,671 % | 3,830 % | 3,577 % | 4,388 % | 4,697 % |
| 128 | 2,515 % | 3,674 % | 3,832 % | 3,581 % | 4,387 % | 4,695 % |
| 129 | 2,519 % | 3,677 % | 3,833 % | 3,584 % | 4,387 % | 4,692 % |
| 130 | 2,523 % | 3,680 % | 3,835 % | 3,588 % | 4,387 % | 4,689 % |
| 131 | 2,527 % | 3,682 % | 3,837 % | 3,591 % | 4,386 % | 4,687 % |
| 132 | 2,531 % | 3,685 % | 3,838 % | 3,595 % | 4,386 % | 4,684 % |
| 133 | 2,535 % | 3,688 % | 3,840 % | 3,598 % | 4,386 % | 4,682 % |
| 134 | 2,539 % | 3,691 % | 3,841 % | 3,602 % | 4,386 % | 4,679 % |
| 135 | 2,543 % | 3,693 % | 3,843 % | 3,605 % | 4,385 % | 4,677 % |
| 136 | 2,546 % | 3,696 % | 3,845 % | 3,608 % | 4,385 % | 4,674 % |
| 137 | 2,550 % | 3,699 % | 3,846 % | 3,611 % | 4,385 % | 4,672 % |
| 138 | 2,554 % | 3,701 % | 3,848 % | 3,615 % | 4,385 % | 4,670 % |
| 139 | 2,557 % | 3,704 % | 3,849 % | 3,618 % | 4,384 % | 4,667 % |
| 140 | 2,561 % | 3,706 % | 3,850 % | 3,621 % | 4,384 % | 4,665 % |
| 141 | 2,564 % | 3,708 % | 3,852 % | 3,624 % | 4,384 % | 4,663 % |
| 142 | 2,568 % | 3,711 % | 3,853 % | 3,627 % | 4,384 % | 4,661 % |
| 143 | 2,571 % | 3,713 % | 3,855 % | 3,630 % | 4,383 % | 4,658 % |
| 144 | 2,574 % | 3,716 % | 3,856 % | 3,633 % | 4,383 % | 4,656 % |
| 145 | 2,577 % | 3,718 % | 3,857 % | 3,635 % | 4,383 % | 4,654 % |
| 146 | 2,581 % | 3,720 % | 3,859 % | 3,638 % | 4,383 % | 4,652 % |
| 147 | 2,584 % | 3,722 % | 3,860 % | 3,641 % | 4,382 % | 4,650 % |
| 148 | 2,587 % | 3,725 % | 3,861 % | 3,644 % | 4,382 % | 4,648 % |
| 149 | 2,590 % | 3,727 % | 3,862 % | 3,647 % | 4,382 % | 4,646 % |
| 150 | 2,593 % | 3,729 % | 3,864 % | 3,649 % | 4,382 % | 4,644 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,745 %

1,962 %

1,284 %

1,848 %

2,642 %

4,533 %

2

– 0,639 %

2,016 %

1,523 %

2,070 %

3,118 %

4,913 %

3

– 0,498 %

2,063 %

1,738 %

2,178 %

3,403 %

5,314 %

4

– 0,359 %

2,180 %

1,908 %

2,245 %

3,594 %

5,551 %

5

– 0,226 %

2,279 %

2,044 %

2,269 %

3,750 %

5,798 %

6

– 0,102 %

2,372 %

2,161 %

2,296 %

3,889 %

5,964 %

7

0,018 %

2,452 %

2,266 %

2,305 %

4,008 %

6,247 %

8

0,125 %

2,523 %

2,362 %

2,342 %

4,104 %

6,393 %

9

0,218 %

2,583 %

2,446 %

2,358 %

4,181 %

6,397 %

10

0,314 %

2,639 %

2,516 %

2,371 %

4,242 %

6,426 %

11

0,388 %

2,690 %

2,570 %

2,392 %

4,289 %

6,446 %

12

0,460 %

2,735 %

2,614 %

2,417 %

4,326 %

6,446 %

13

0,528 %

2,774 %

2,654 %

2,442 %

4,356 %

6,431 %

14

0,601 %

2,806 %

2,691 %

2,463 %

4,379 %

6,406 %

15

0,624 %

2,830 %

2,727 %

2,480 %

4,398 %

6,373 %

16

0,648 %

2,846 %

2,763 %

2,490 %

4,413 %

6,335 %

17

0,681 %

2,856 %

2,799 %

2,495 %

4,425 %

6,294 %

18

0,717 %

2,862 %

2,835 %

2,495 %

4,435 %

6,250 %

19

0,748 %

2,866 %

2,869 %

2,489 %

4,443 %

6,205 %

20

0,772 %

2,869 %

2,903 %

2,479 %

4,449 %

6,159 %

21

0,787 %

2,872 %

2,937 %

2,465 %

4,454 %

6,113 %

22

0,797 %

2,873 %

2,968 %

2,449 %

4,457 %

6,067 %

23

0,807 %

2,871 %

2,999 %

2,433 %

4,460 %

6,022 %

24

0,819 %

2,866 %

3,029 %

2,419 %

4,462 %

5,978 %

25

0,837 %

2,857 %

3,057 %

2,407 %

4,464 %

5,935 %

26

0,862 %

2,845 %

3,085 %

2,399 %

4,465 %

5,892 %

27

0,893 %

2,831 %

3,111 %

2,394 %

4,465 %

5,852 %

28

0,927 %

2,818 %

3,137 %

2,394 %

4,465 %

5,812 %

29

0,964 %

2,808 %

3,161 %

2,398 %

4,465 %

5,774 %

30

1,003 %

2,803 %

3,184 %

2,407 %

4,465 %

5,737 %

31

1,043 %

2,804 %

3,206 %

2,420 %

4,464 %

5,701 %

32

1,084 %

2,809 %

3,228 %

2,438 %

4,463 %

5,667 %

33

1,125 %

2,817 %

3,248 %

2,458 %

4,462 %

5,634 %

34

1,165 %

2,829 %

3,268 %

2,480 %

4,461 %

5,602 %

35

1,205 %

2,843 %

3,287 %

2,504 %

4,460 %

5,571 %

36

1,245 %

2,858 %

3,305 %

2,528 %

4,459 %

5,542 %

37

1,283 %

2,874 %

3,323 %

2,554 %

4,458 %

5,513 %

38

1,321 %

2,892 %

3,340 %

2,580 %

4,456 %

5,486 %

39

1,358 %

2,910 %

3,356 %

2,606 %

4,455 %

5,460 %

40

1,394 %

2,928 %

3,371 %

2,632 %

4,454 %

5,435 %

41

1,428 %

2,947 %

3,386 %

2,658 %

4,452 %

5,410 %

42

1,462 %

2,966 %

3,400 %

2,683 %

4,451 %

5,387 %

43

1,495 %

2,985 %

3,414 %

2,709 %

4,449 %

5,364 %

44

1,526 %

3,003 %

3,428 %

2,733 %

4,448 %

5,343 %

45

1,557 %

3,021 %

3,440 %

2,758 %

4,446 %

5,322 %

46

1,587 %

3,040 %

3,453 %

2,782 %

4,445 %

5,302 %

47

1,616 %

3,057 %

3,465 %

2,805 %

4,444 %

5,283 %

48

1,643 %

3,075 %

3,476 %

2,827 %

4,442 %

5,264 %

49

1,670 %

3,092 %

3,487 %

2,850 %

4,441 %

5,246 %

50

1,696 %

3,109 %

3,498 %

2,871 %

4,439 %

5,229 %

51

1,721 %

3,125 %

3,508 %

2,892 %

4,438 %

5,212 %

52

1,746 %

3,141 %

3,518 %

2,912 %

4,437 %

5,196 %

53

1,769 %

3,156 %

3,528 %

2,932 %

4,435 %

5,180 %

54

1,792 %

3,171 %

3,537 %

2,951 %

4,434 %

5,165 %

55

1,814 %

3,186 %

3,546 %

2,970 %

4,433 %

5,151 %

56

1,835 %

3,200 %

3,555 %

2,988 %

4,432 %

5,137 %

57

1,856 %

3,214 %

3,563 %

3,006 %

4,431 %

5,123 %

58

1,876 %

3,228 %

3,571 %

3,023 %

4,429 %

5,110 %

59

1,896 %

3,241 %

3,579 %

3,040 %

4,428 %

5,097 %

60

1,914 %

3,254 %

3,587 %

3,056 %

4,427 %

5,085 %

61

1,933 %

3,266 %

3,594 %

3,072 %

4,426 %

5,073 %

62

1,950 %

3,279 %

3,601 %

3,087 %

4,425 %

5,062 %

63

1,967 %

3,290 %

3,608 %

3,102 %

4,424 %

5,050 %

64

1,984 %

3,302 %

3,615 %

3,116 %

4,423 %

5,039 %

65

2,000 %

3,313 %

3,622 %

3,130 %

4,422 %

5,029 %

66

2,016 %

3,324 %

3,628 %

3,144 %

4,421 %

5,019 %

67

2,031 %

3,334 %

3,634 %

3,157 %

4,420 %

5,009 %

68

2,046 %

3,345 %

3,640 %

3,170 %

4,419 %

4,999 %

69

2,060 %

3,355 %

3,646 %

3,182 %

4,418 %

4,990 %

70

2,074 %

3,365 %

3,652 %

3,194 %

4,417 %

4,981 %

71

2,088 %

3,374 %

3,657 %

3,206 %

4,416 %

4,972 %

72

2,101 %

3,383 %

3,663 %

3,218 %

4,415 %

4,963 %

73

2,114 %

3,392 %

3,668 %

3,229 %

4,415 %

4,955 %

74

2,127 %

3,401 %

3,673 %

3,240 %

4,414 %

4,947 %

75

2,139 %

3,410 %

3,678 %

3,251 %

4,413 %

4,939 %

76

2,151 %

3,418 %

3,683 %

3,261 %

4,412 %

4,931 %

77

2,162 %

3,426 %

3,688 %

3,271 %

4,411 %

4,923 %

78

2,174 %

3,434 %

3,692 %

3,281 %

4,411 %

4,916 %

79

2,185 %

3,442 %

3,697 %

3,291 %

4,410 %

4,909 %

80

2,195 %

3,449 %

3,701 %

3,300 %

4,409 %

4,902 %

81

2,206 %

3,457 %

3,705 %

3,309 %

4,408 %

4,895 %

82

2,216 %

3,464 %

3,710 %

3,318 %

4,408 %

4,888 %

83

2,226 %

3,471 %

3,714 %

3,327 %

4,407 %

4,882 %

84

2,236 %

3,478 %

3,718 %

3,336 %

4,406 %

4,876 %

85

2,245 %

3,484 %

3,722 %

3,344 %

4,406 %

4,869 %

86

2,255 %

3,491 %

3,725 %

3,352 %

4,405 %

4,863 %

87

2,264 %

3,497 %

3,729 %

3,360 %

4,405 %

4,857 %

88

2,273 %

3,503 %

3,733 %

3,368 %

4,404 %

4,852 %

89

2,281 %

3,510 %

3,736 %

3,376 %

4,403 %

4,846 %

90

2,290 %

3,516 %

3,740 %

3,383 %

4,403 %

4,840 %

91

2,298 %

3,521 %

3,743 %

3,390 %

4,402 %

4,835 %

92

2,306 %

3,527 %

3,746 %

3,398 %

4,402 %

4,830 %

93

2,314 %

3,533 %

3,750 %

3,404 %

4,401 %

4,825 %

94

2,322 %

3,538 %

3,753 %

3,411 %

4,401 %

4,820 %

95

2,330 %

3,544 %

3,756 %

3,418 %

4,400 %

4,815 %

96

2,337 %

3,549 %

3,759 %

3,425 %

4,400 %

4,810 %

97

2,344 %

3,554 %

3,762 %

3,431 %

4,399 %

4,805 %

98

2,352 %

3,559 %

3,765 %

3,437 %

4,399 %

4,800 %

99

2,359 %

3,564 %

3,768 %

3,443 %

4,398 %

4,796 %

100

2,366 %

3,569 %

3,771 %

3,450 %

4,398 %

4,791 %

101

2,372 %

3,574 %

3,773 %

3,455 %

4,397 %

4,787 %

102

2,379 %

3,578 %

3,776 %

3,461 %

4,397 %

4,783 %

103

2,385 %

3,583 %

3,779 %

3,467 %

4,396 %

4,778 %

104

2,392 %

3,587 %

3,781 %

3,473 %

4,396 %

4,774 %

105

2,398 %

3,592 %

3,784 %

3,478 %

4,395 %

4,770 %

106

2,404 %

3,596 %

3,786 %

3,483 %

4,395 %

4,766 %

107

2,410 %

3,600 %

3,789 %

3,489 %

4,394 %

4,762 %

108

2,416 %

3,604 %

3,791 %

3,494 %

4,394 %

4,759 %

109

2,422 %

3,608 %

3,794 %

3,499 %

4,394 %

4,755 %

110

2,428 %

3,612 %

3,796 %

3,504 %

4,393 %

4,751 %

111

2,433 %

3,616 %

3,798 %

3,509 %

4,393 %

4,747 %

112

2,439 %

3,620 %

3,801 %

3,514 %

4,393 %

4,744 %

113

2,444 %

3,624 %

3,803 %

3,518 %

4,392 %

4,740 %

114

2,449 %

3,628 %

3,805 %

3,523 %

4,392 %

4,737 %

115

2,455 %

3,631 %

3,807 %

3,528 %

4,391 %

4,734 %

116

2,460 %

3,635 %

3,809 %

3,532 %

4,391 %

4,730 %

117

2,465 %

3,639 %

3,811 %

3,537 %

4,391 %

4,727 %

118

2,470 %

3,642 %

3,813 %

3,541 %

4,390 %

4,724 %

119

2,475 %

3,645 %

3,815 %

3,545 %

4,390 %

4,721 %

120

2,479 %

3,649 %

3,817 %

3,549 %

4,390 %

4,718 %

121

2,484 %

3,652 %

3,819 %

3,553 %

4,389 %

4,715 %

122

2,489 %

3,655 %

3,821 %

3,558 %

4,389 %

4,712 %

123

2,493 %

3,659 %

3,823 %

3,562 %

4,389 %

4,709 %

124

2,498 %

3,662 %

3,825 %

3,565 %

4,388 %

4,706 %

125

2,502 %

3,665 %

3,826 %

3,569 %

4,388 %

4,703 %

126

2,506 %

3,668 %

3,828 %

3,573 %

4,388 %

4,700 %

127

2,511 %

3,671 %

3,830 %

3,577 %

4,388 %

4,697 %

128

2,515 %

3,674 %

3,832 %

3,581 %

4,387 %

4,695 %

129

2,519 %

3,677 %

3,833 %

3,584 %

4,387 %

4,692 %

130

2,523 %

3,680 %

3,835 %

3,588 %

4,387 %

4,689 %

131

2,527 %

3,682 %

3,837 %

3,591 %

4,386 %

4,687 %

132

2,531 %

3,685 %

3,838 %

3,595 %

4,386 %

4,684 %

133

2,535 %

3,688 %

3,840 %

3,598 %

4,386 %

4,682 %

134

2,539 %

3,691 %

3,841 %

3,602 %

4,386 %

4,679 %

135

2,543 %

3,693 %

3,843 %

3,605 %

4,385 %

4,677 %

136

2,546 %

3,696 %

3,845 %

3,608 %

4,385 %

4,674 %

137

2,550 %

3,699 %

3,846 %

3,611 %

4,385 %

4,672 %

138

2,554 %

3,701 %

3,848 %

3,615 %

4,385 %

4,670 %

139

2,557 %

3,704 %

3,849 %

3,618 %

4,384 %

4,667 %

140

2,561 %

3,706 %

3,850 %

3,621 %

4,384 %

4,665 %

141

2,564 %

3,708 %

3,852 %

3,624 %

4,384 %

4,663 %

142

2,568 %

3,711 %

3,853 %

3,627 %

4,384 %

4,661 %

143

2,571 %

3,713 %

3,855 %

3,630 %

4,383 %

4,658 %

144

2,574 %

3,716 %

3,856 %

3,633 %

4,383 %

4,656 %

145

2,577 %

3,718 %

3,857 %

3,635 %

4,383 %

4,654 %

146

2,581 %

3,720 %

3,859 %

3,638 %

4,383 %

4,652 %

147

2,584 %

3,722 %

3,860 %

3,641 %

4,382 %

4,650 %

148

2,587 %

3,725 %

3,861 %

3,644 %

4,382 %

4,648 %

149

2,590 %

3,727 %

3,862 %

3,647 %

4,382 %

4,646 %

150

2,593 %

3,729 %

3,864 %

3,649 %

4,382 %

4,644 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,127 % | 7,068 % | 8,188 % | 0,395 % | 1,952 % | 6,941 % |
| 2 | 2,354 % | 7,341 % | 8,042 % | 0,485 % | 2,026 % | 7,153 % |
| 3 | 2,488 % | 7,567 % | 7,870 % | 0,555 % | 2,159 % | 7,349 % |
| 4 | 2,572 % | 7,740 % | 7,797 % | 0,608 % | 2,288 % | 7,534 % |
| 5 | 2,624 % | 7,861 % | 7,764 % | 0,655 % | 2,431 % | 7,712 % |
| 6 | 2,653 % | 7,929 % | 7,789 % | 0,716 % | 2,563 % | 7,881 % |
| 7 | 2,674 % | 7,978 % | 7,841 % | 0,759 % | 2,685 % | 8,033 % |
| 8 | 2,694 % | 8,000 % | 7,894 % | 0,799 % | 2,792 % | 8,160 % |
| 9 | 2,719 % | 8,005 % | 7,948 % | 0,851 % | 2,877 % | 8,267 % |
| 10 | 2,747 % | 8,002 % | 8,005 % | 0,903 % | 2,955 % | 8,363 % |
| 11 | 2,780 % | 7,981 % | 8,065 % | 0,970 % | 3,029 % | 8,464 % |
| 12 | 2,810 % | 7,945 % | 8,127 % | 1,050 % | 3,098 % | 8,564 % |
| 13 | 2,835 % | 7,900 % | 8,188 % | 1,136 % | 3,160 % | 8,655 % |
| 14 | 2,857 % | 7,847 % | 8,246 % | 1,225 % | 3,215 % | 8,727 % |
| 15 | 2,879 % | 7,791 % | 8,301 % | 1,315 % | 3,262 % | 8,775 % |
| 16 | 2,904 % | 7,731 % | 8,352 % | 1,404 % | 3,300 % | 8,794 % |
| 17 | 2,930 % | 7,670 % | 8,395 % | 1,491 % | 3,331 % | 8,788 % |
| 18 | 2,957 % | 7,609 % | 8,427 % | 1,575 % | 3,358 % | 8,764 % |
| 19 | 2,984 % | 7,547 % | 8,445 % | 1,656 % | 3,381 % | 8,725 % |
| 20 | 3,011 % | 7,486 % | 8,447 % | 1,734 % | 3,403 % | 8,675 % |
| 21 | 3,038 % | 7,427 % | 8,431 % | 1,809 % | 3,423 % | 8,618 % |
| 22 | 3,065 % | 7,368 % | 8,400 % | 1,880 % | 3,442 % | 8,554 % |
| 23 | 3,091 % | 7,311 % | 8,358 % | 1,949 % | 3,460 % | 8,487 % |
| 24 | 3,116 % | 7,256 % | 8,308 % | 2,014 % | 3,477 % | 8,417 % |
| 25 | 3,141 % | 7,203 % | 8,251 % | 2,076 % | 3,493 % | 8,346 % |
| 26 | 3,165 % | 7,151 % | 8,189 % | 2,136 % | 3,509 % | 8,274 % |
| 27 | 3,188 % | 7,101 % | 8,124 % | 2,192 % | 3,524 % | 8,202 % |
| 28 | 3,210 % | 7,053 % | 8,058 % | 2,246 % | 3,538 % | 8,131 % |
| 29 | 3,232 % | 7,007 % | 7,990 % | 2,297 % | 3,552 % | 8,061 % |
| 30 | 3,252 % | 6,963 % | 7,923 % | 2,346 % | 3,564 % | 7,993 % |
| 31 | 3,272 % | 6,920 % | 7,855 % | 2,393 % | 3,577 % | 7,926 % |
| 32 | 3,292 % | 6,879 % | 7,789 % | 2,438 % | 3,589 % | 7,861 % |
| 33 | 3,310 % | 6,840 % | 7,724 % | 2,480 % | 3,600 % | 7,798 % |
| 34 | 3,328 % | 6,802 % | 7,660 % | 2,521 % | 3,611 % | 7,737 % |
| 35 | 3,345 % | 6,766 % | 7,598 % | 2,560 % | 3,621 % | 7,679 % |
| 36 | 3,362 % | 6,731 % | 7,537 % | 2,597 % | 3,631 % | 7,622 % |
| 37 | 3,378 % | 6,698 % | 7,479 % | 2,633 % | 3,641 % | 7,567 % |
| 38 | 3,393 % | 6,665 % | 7,422 % | 2,667 % | 3,650 % | 7,514 % |
| 39 | 3,408 % | 6,635 % | 7,367 % | 2,700 % | 3,659 % | 7,464 % |
| 40 | 3,422 % | 6,605 % | 7,314 % | 2,731 % | 3,667 % | 7,415 % |
| 41 | 3,435 % | 6,577 % | 7,263 % | 2,761 % | 3,675 % | 7,368 % |
| 42 | 3,448 % | 6,549 % | 7,214 % | 2,790 % | 3,683 % | 7,323 % |
| 43 | 3,461 % | 6,523 % | 7,166 % | 2,817 % | 3,691 % | 7,279 % |
| 44 | 3,473 % | 6,498 % | 7,121 % | 2,844 % | 3,698 % | 7,237 % |
| 45 | 3,485 % | 6,474 % | 7,076 % | 2,869 % | 3,705 % | 7,197 % |
| 46 | 3,496 % | 6,450 % | 7,034 % | 2,894 % | 3,712 % | 7,158 % |
| 47 | 3,507 % | 6,428 % | 6,993 % | 2,917 % | 3,719 % | 7,121 % |
| 48 | 3,518 % | 6,406 % | 6,954 % | 2,940 % | 3,725 % | 7,085 % |
| 49 | 3,528 % | 6,385 % | 6,916 % | 2,962 % | 3,731 % | 7,050 % |
| 50 | 3,538 % | 6,365 % | 6,879 % | 2,983 % | 3,737 % | 7,017 % |
| 51 | 3,548 % | 6,346 % | 6,844 % | 3,003 % | 3,743 % | 6,985 % |
| 52 | 3,557 % | 6,327 % | 6,810 % | 3,022 % | 3,748 % | 6,954 % |
| 53 | 3,566 % | 6,309 % | 6,777 % | 3,041 % | 3,753 % | 6,924 % |
| 54 | 3,574 % | 6,292 % | 6,745 % | 3,060 % | 3,759 % | 6,895 % |
| 55 | 3,583 % | 6,275 % | 6,715 % | 3,077 % | 3,764 % | 6,867 % |
| 56 | 3,591 % | 6,259 % | 6,685 % | 3,094 % | 3,768 % | 6,840 % |
| 57 | 3,598 % | 6,243 % | 6,656 % | 3,111 % | 3,773 % | 6,814 % |
| 58 | 3,606 % | 6,228 % | 6,629 % | 3,126 % | 3,778 % | 6,789 % |
| 59 | 3,613 % | 6,213 % | 6,602 % | 3,142 % | 3,782 % | 6,765 % |
| 60 | 3,620 % | 6,199 % | 6,576 % | 3,157 % | 3,786 % | 6,741 % |
| 61 | 3,627 % | 6,185 % | 6,551 % | 3,171 % | 3,791 % | 6,718 % |
| 62 | 3,634 % | 6,172 % | 6,527 % | 3,185 % | 3,795 % | 6,696 % |
| 63 | 3,640 % | 6,159 % | 6,503 % | 3,199 % | 3,798 % | 6,675 % |
| 64 | 3,647 % | 6,146 % | 6,481 % | 3,212 % | 3,802 % | 6,654 % |
| 65 | 3,653 % | 6,134 % | 6,459 % | 3,225 % | 3,806 % | 6,634 % |
| 66 | 3,659 % | 6,122 % | 6,437 % | 3,237 % | 3,810 % | 6,614 % |
| 67 | 3,664 % | 6,110 % | 6,416 % | 3,249 % | 3,813 % | 6,596 % |
| 68 | 3,670 % | 6,099 % | 6,396 % | 3,261 % | 3,816 % | 6,577 % |
| 69 | 3,675 % | 6,088 % | 6,377 % | 3,272 % | 3,820 % | 6,559 % |
| 70 | 3,681 % | 6,078 % | 6,358 % | 3,283 % | 3,823 % | 6,542 % |
| 71 | 3,686 % | 6,068 % | 6,339 % | 3,294 % | 3,826 % | 6,525 % |
| 72 | 3,691 % | 6,058 % | 6,321 % | 3,304 % | 3,829 % | 6,509 % |
| 73 | 3,696 % | 6,048 % | 6,304 % | 3,314 % | 3,832 % | 6,493 % |
| 74 | 3,700 % | 6,039 % | 6,287 % | 3,324 % | 3,835 % | 6,477 % |
| 75 | 3,705 % | 6,029 % | 6,270 % | 3,334 % | 3,838 % | 6,462 % |
| 76 | 3,709 % | 6,020 % | 6,254 % | 3,343 % | 3,841 % | 6,448 % |
| 77 | 3,714 % | 6,012 % | 6,238 % | 3,352 % | 3,843 % | 6,433 % |
| 78 | 3,718 % | 6,003 % | 6,223 % | 3,361 % | 3,846 % | 6,419 % |
| 79 | 3,722 % | 5,995 % | 6,208 % | 3,370 % | 3,848 % | 6,406 % |
| 80 | 3,726 % | 5,987 % | 6,193 % | 3,378 % | 3,851 % | 6,392 % |
| 81 | 3,730 % | 5,979 % | 6,179 % | 3,387 % | 3,853 % | 6,380 % |
| 82 | 3,734 % | 5,971 % | 6,165 % | 3,395 % | 3,856 % | 6,367 % |
| 83 | 3,738 % | 5,964 % | 6,152 % | 3,402 % | 3,858 % | 6,355 % |
| 84 | 3,742 % | 5,957 % | 6,139 % | 3,410 % | 3,860 % | 6,343 % |
| 85 | 3,745 % | 5,949 % | 6,126 % | 3,418 % | 3,863 % | 6,331 % |
| 86 | 3,749 % | 5,942 % | 6,113 % | 3,425 % | 3,865 % | 6,319 % |
| 87 | 3,752 % | 5,936 % | 6,101 % | 3,432 % | 3,867 % | 6,308 % |
| 88 | 3,756 % | 5,929 % | 6,089 % | 3,439 % | 3,869 % | 6,297 % |
| 89 | 3,759 % | 5,922 % | 6,077 % | 3,446 % | 3,871 % | 6,287 % |
| 90 | 3,762 % | 5,916 % | 6,066 % | 3,453 % | 3,873 % | 6,276 % |
| 91 | 3,765 % | 5,910 % | 6,055 % | 3,459 % | 3,875 % | 6,266 % |
| 92 | 3,768 % | 5,904 % | 6,044 % | 3,466 % | 3,877 % | 6,256 % |
| 93 | 3,771 % | 5,898 % | 6,033 % | 3,472 % | 3,879 % | 6,246 % |
| 94 | 3,774 % | 5,892 % | 6,022 % | 3,478 % | 3,880 % | 6,237 % |
| 95 | 3,777 % | 5,886 % | 6,012 % | 3,484 % | 3,882 % | 6,227 % |
| 96 | 3,780 % | 5,881 % | 6,002 % | 3,490 % | 3,884 % | 6,218 % |
| 97 | 3,783 % | 5,875 % | 5,992 % | 3,496 % | 3,886 % | 6,209 % |
| 98 | 3,786 % | 5,870 % | 5,982 % | 3,501 % | 3,887 % | 6,200 % |
| 99 | 3,788 % | 5,864 % | 5,973 % | 3,507 % | 3,889 % | 6,192 % |
| 100 | 3,791 % | 5,859 % | 5,964 % | 3,512 % | 3,890 % | 6,183 % |
| 101 | 3,793 % | 5,854 % | 5,955 % | 3,517 % | 3,892 % | 6,175 % |
| 102 | 3,796 % | 5,849 % | 5,946 % | 3,523 % | 3,894 % | 6,167 % |
| 103 | 3,798 % | 5,844 % | 5,937 % | 3,528 % | 3,895 % | 6,159 % |
| 104 | 3,801 % | 5,840 % | 5,928 % | 3,533 % | 3,897 % | 6,151 % |
| 105 | 3,803 % | 5,835 % | 5,920 % | 3,538 % | 3,898 % | 6,143 % |
| 106 | 3,806 % | 5,830 % | 5,912 % | 3,543 % | 3,899 % | 6,136 % |
| 107 | 3,808 % | 5,826 % | 5,904 % | 3,547 % | 3,901 % | 6,128 % |
| 108 | 3,810 % | 5,822 % | 5,896 % | 3,552 % | 3,902 % | 6,121 % |
| 109 | 3,812 % | 5,817 % | 5,888 % | 3,556 % | 3,904 % | 6,114 % |
| 110 | 3,814 % | 5,813 % | 5,880 % | 3,561 % | 3,905 % | 6,107 % |
| 111 | 3,817 % | 5,809 % | 5,873 % | 3,565 % | 3,906 % | 6,100 % |
| 112 | 3,819 % | 5,805 % | 5,865 % | 3,570 % | 3,908 % | 6,094 % |
| 113 | 3,821 % | 5,801 % | 5,858 % | 3,574 % | 3,909 % | 6,087 % |
| 114 | 3,823 % | 5,797 % | 5,851 % | 3,578 % | 3,910 % | 6,081 % |
| 115 | 3,825 % | 5,793 % | 5,844 % | 3,582 % | 3,911 % | 6,074 % |
| 116 | 3,827 % | 5,789 % | 5,837 % | 3,586 % | 3,912 % | 6,068 % |
| 117 | 3,828 % | 5,785 % | 5,830 % | 3,590 % | 3,914 % | 6,062 % |
| 118 | 3,830 % | 5,781 % | 5,824 % | 3,594 % | 3,915 % | 6,056 % |
| 119 | 3,832 % | 5,778 % | 5,817 % | 3,598 % | 3,916 % | 6,050 % |
| 120 | 3,834 % | 5,774 % | 5,811 % | 3,602 % | 3,917 % | 6,044 % |
| 121 | 3,836 % | 5,771 % | 5,805 % | 3,605 % | 3,918 % | 6,038 % |
| 122 | 3,838 % | 5,767 % | 5,798 % | 3,609 % | 3,919 % | 6,032 % |
| 123 | 3,839 % | 5,764 % | 5,792 % | 3,613 % | 3,920 % | 6,027 % |
| 124 | 3,841 % | 5,761 % | 5,786 % | 3,616 % | 3,921 % | 6,021 % |
| 125 | 3,843 % | 5,757 % | 5,780 % | 3,619 % | 3,922 % | 6,016 % |
| 126 | 3,844 % | 5,754 % | 5,775 % | 3,623 % | 3,923 % | 6,011 % |
| 127 | 3,846 % | 5,751 % | 5,769 % | 3,626 % | 3,924 % | 6,006 % |
| 128 | 3,848 % | 5,748 % | 5,763 % | 3,630 % | 3,925 % | 6,000 % |
| 129 | 3,849 % | 5,745 % | 5,758 % | 3,633 % | 3,926 % | 5,995 % |
| 130 | 3,851 % | 5,742 % | 5,752 % | 3,636 % | 3,927 % | 5,990 % |
| 131 | 3,852 % | 5,739 % | 5,747 % | 3,639 % | 3,928 % | 5,985 % |
| 132 | 3,854 % | 5,736 % | 5,742 % | 3,642 % | 3,929 % | 5,981 % |
| 133 | 3,855 % | 5,733 % | 5,736 % | 3,645 % | 3,930 % | 5,976 % |
| 134 | 3,857 % | 5,730 % | 5,731 % | 3,648 % | 3,931 % | 5,971 % |
| 135 | 3,858 % | 5,727 % | 5,726 % | 3,651 % | 3,932 % | 5,967 % |
| 136 | 3,859 % | 5,724 % | 5,721 % | 3,654 % | 3,933 % | 5,962 % |
| 137 | 3,861 % | 5,722 % | 5,716 % | 3,657 % | 3,933 % | 5,958 % |
| 138 | 3,862 % | 5,719 % | 5,711 % | 3,660 % | 3,934 % | 5,953 % |
| 139 | 3,864 % | 5,716 % | 5,707 % | 3,663 % | 3,935 % | 5,949 % |
| 140 | 3,865 % | 5,714 % | 5,702 % | 3,666 % | 3,936 % | 5,944 % |
| 141 | 3,866 % | 5,711 % | 5,697 % | 3,668 % | 3,937 % | 5,940 % |
| 142 | 3,867 % | 5,708 % | 5,693 % | 3,671 % | 3,938 % | 5,936 % |
| 143 | 3,869 % | 5,706 % | 5,688 % | 3,674 % | 3,938 % | 5,932 % |
| 144 | 3,870 % | 5,703 % | 5,684 % | 3,676 % | 3,939 % | 5,928 % |
| 145 | 3,871 % | 5,701 % | 5,679 % | 3,679 % | 3,940 % | 5,924 % |
| 146 | 3,872 % | 5,699 % | 5,675 % | 3,681 % | 3,941 % | 5,920 % |
| 147 | 3,874 % | 5,696 % | 5,671 % | 3,684 % | 3,941 % | 5,916 % |
| 148 | 3,875 % | 5,694 % | 5,667 % | 3,686 % | 3,942 % | 5,912 % |
| 149 | 3,876 % | 5,692 % | 5,662 % | 3,689 % | 3,943 % | 5,908 % |
| 150 | 3,877 % | 5,689 % | 5,658 % | 3,691 % | 3,944 % | 5,905 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

2,127 %

7,068 %

8,188 %

0,395 %

1,952 %

6,941 %

2

2,354 %

7,341 %

8,042 %

0,485 %

2,026 %

7,153 %

3

2,488 %

7,567 %

7,870 %

0,555 %

2,159 %

7,349 %

4

2,572 %

7,740 %

7,797 %

0,608 %

2,288 %

7,534 %

5

2,624 %

7,861 %

7,764 %

0,655 %

2,431 %

7,712 %

6

2,653 %

7,929 %

7,789 %

0,716 %

2,563 %

7,881 %

7

2,674 %

7,978 %

7,841 %

0,759 %

2,685 %

8,033 %

8

2,694 %

8,000 %

7,894 %

0,799 %

2,792 %

8,160 %

9

2,719 %

8,005 %

7,948 %

0,851 %

2,877 %

8,267 %

10

2,747 %

8,002 %

8,005 %

0,903 %

2,955 %

8,363 %

11

2,780 %

7,981 %

8,065 %

0,970 %

3,029 %

8,464 %

12

2,810 %

7,945 %

8,127 %

1,050 %

3,098 %

8,564 %

13

2,835 %

7,900 %

8,188 %

1,136 %

3,160 %

8,655 %

14

2,857 %

7,847 %

8,246 %

1,225 %

3,215 %

8,727 %

15

2,879 %

7,791 %

8,301 %

1,315 %

3,262 %

8,775 %

16

2,904 %

7,731 %

8,352 %

1,404 %

3,300 %

8,794 %

17

2,930 %

7,670 %

8,395 %

1,491 %

3,331 %

8,788 %

18

2,957 %

7,609 %

8,427 %

1,575 %

3,358 %

8,764 %

19

2,984 %

7,547 %

8,445 %

1,656 %

3,381 %

8,725 %

20

3,011 %

7,486 %

8,447 %

1,734 %

3,403 %

8,675 %

21

3,038 %

7,427 %

8,431 %

1,809 %

3,423 %

8,618 %

22

3,065 %

7,368 %

8,400 %

1,880 %

3,442 %

8,554 %

23

3,091 %

7,311 %

8,358 %

1,949 %

3,460 %

8,487 %

24

3,116 %

7,256 %

8,308 %

2,014 %

3,477 %

8,417 %

25

3,141 %

7,203 %

8,251 %

2,076 %

3,493 %

8,346 %

26

3,165 %

7,151 %

8,189 %

2,136 %

3,509 %

8,274 %

27

3,188 %

7,101 %

8,124 %

2,192 %

3,524 %

8,202 %

28

3,210 %

7,053 %

8,058 %

2,246 %

3,538 %

8,131 %

29

3,232 %

7,007 %

7,990 %

2,297 %

3,552 %

8,061 %

30

3,252 %

6,963 %

7,923 %

2,346 %

3,564 %

7,993 %

31

3,272 %

6,920 %

7,855 %

2,393 %

3,577 %

7,926 %

32

3,292 %

6,879 %

7,789 %

2,438 %

3,589 %

7,861 %

33

3,310 %

6,840 %

7,724 %

2,480 %

3,600 %

7,798 %

34

3,328 %

6,802 %

7,660 %

2,521 %

3,611 %

7,737 %

35

3,345 %

6,766 %

7,598 %

2,560 %

3,621 %

7,679 %

36

3,362 %

6,731 %

7,537 %

2,597 %

3,631 %

7,622 %

37

3,378 %

6,698 %

7,479 %

2,633 %

3,641 %

7,567 %

38

3,393 %

6,665 %

7,422 %

2,667 %

3,650 %

7,514 %

39

3,408 %

6,635 %

7,367 %

2,700 %

3,659 %

7,464 %

40

3,422 %

6,605 %

7,314 %

2,731 %

3,667 %

7,415 %

41

3,435 %

6,577 %

7,263 %

2,761 %

3,675 %

7,368 %

42

3,448 %

6,549 %

7,214 %

2,790 %

3,683 %

7,323 %

43

3,461 %

6,523 %

7,166 %

2,817 %

3,691 %

7,279 %

44

3,473 %

6,498 %

7,121 %

2,844 %

3,698 %

7,237 %

45

3,485 %

6,474 %

7,076 %

2,869 %

3,705 %

7,197 %

46

3,496 %

6,450 %

7,034 %

2,894 %

3,712 %

7,158 %

47

3,507 %

6,428 %

6,993 %

2,917 %

3,719 %

7,121 %

48

3,518 %

6,406 %

6,954 %

2,940 %

3,725 %

7,085 %

49

3,528 %

6,385 %

6,916 %

2,962 %

3,731 %

7,050 %

50

3,538 %

6,365 %

6,879 %

2,983 %

3,737 %

7,017 %

51

3,548 %

6,346 %

6,844 %

3,003 %

3,743 %

6,985 %

52

3,557 %

6,327 %

6,810 %

3,022 %

3,748 %

6,954 %

53

3,566 %

6,309 %

6,777 %

3,041 %

3,753 %

6,924 %

54

3,574 %

6,292 %

6,745 %

3,060 %

3,759 %

6,895 %

55

3,583 %

6,275 %

6,715 %

3,077 %

3,764 %

6,867 %

56

3,591 %

6,259 %

6,685 %

3,094 %

3,768 %

6,840 %

57

3,598 %

6,243 %

6,656 %

3,111 %

3,773 %

6,814 %

58

3,606 %

6,228 %

6,629 %

3,126 %

3,778 %

6,789 %

59

3,613 %

6,213 %

6,602 %

3,142 %

3,782 %

6,765 %

60

3,620 %

6,199 %

6,576 %

3,157 %

3,786 %

6,741 %

61

3,627 %

6,185 %

6,551 %

3,171 %

3,791 %

6,718 %

62

3,634 %

6,172 %

6,527 %

3,185 %

3,795 %

6,696 %

63

3,640 %

6,159 %

6,503 %

3,199 %

3,798 %

6,675 %

64

3,647 %

6,146 %

6,481 %

3,212 %

3,802 %

6,654 %

65

3,653 %

6,134 %

6,459 %

3,225 %

3,806 %

6,634 %

66

3,659 %

6,122 %

6,437 %

3,237 %

3,810 %

6,614 %

67

3,664 %

6,110 %

6,416 %

3,249 %

3,813 %

6,596 %

68

3,670 %

6,099 %

6,396 %

3,261 %

3,816 %

6,577 %

69

3,675 %

6,088 %

6,377 %

3,272 %

3,820 %

6,559 %

70

3,681 %

6,078 %

6,358 %

3,283 %

3,823 %

6,542 %

71

3,686 %

6,068 %

6,339 %

3,294 %

3,826 %

6,525 %

72

3,691 %

6,058 %

6,321 %

3,304 %

3,829 %

6,509 %

73

3,696 %

6,048 %

6,304 %

3,314 %

3,832 %

6,493 %

74

3,700 %

6,039 %

6,287 %

3,324 %

3,835 %

6,477 %

75

3,705 %

6,029 %

6,270 %

3,334 %

3,838 %

6,462 %

76

3,709 %

6,020 %

6,254 %

3,343 %

3,841 %

6,448 %

77

3,714 %

6,012 %

6,238 %

3,352 %

3,843 %

6,433 %

78

3,718 %

6,003 %

6,223 %

3,361 %

3,846 %

6,419 %

79

3,722 %

5,995 %

6,208 %

3,370 %

3,848 %

6,406 %

80

3,726 %

5,987 %

6,193 %

3,378 %

3,851 %

6,392 %

81

3,730 %

5,979 %

6,179 %

3,387 %

3,853 %

6,380 %

82

3,734 %

5,971 %

6,165 %

3,395 %

3,856 %

6,367 %

83

3,738 %

5,964 %

6,152 %

3,402 %

3,858 %

6,355 %

84

3,742 %

5,957 %

6,139 %

3,410 %

3,860 %

6,343 %

85

3,745 %

5,949 %

6,126 %

3,418 %

3,863 %

6,331 %

86

3,749 %

5,942 %

6,113 %

3,425 %

3,865 %

6,319 %

87

3,752 %

5,936 %

6,101 %

3,432 %

3,867 %

6,308 %

88

3,756 %

5,929 %

6,089 %

3,439 %

3,869 %

6,297 %

89

3,759 %

5,922 %

6,077 %

3,446 %

3,871 %

6,287 %

90

3,762 %

5,916 %

6,066 %

3,453 %

3,873 %

6,276 %

91

3,765 %

5,910 %

6,055 %

3,459 %

3,875 %

6,266 %

92

3,768 %

5,904 %

6,044 %

3,466 %

3,877 %

6,256 %

93

3,771 %

5,898 %

6,033 %

3,472 %

3,879 %

6,246 %

94

3,774 %

5,892 %

6,022 %

3,478 %

3,880 %

6,237 %

95

3,777 %

5,886 %

6,012 %

3,484 %

3,882 %

6,227 %

96

3,780 %

5,881 %

6,002 %

3,490 %

3,884 %

6,218 %

97

3,783 %

5,875 %

5,992 %

3,496 %

3,886 %

6,209 %

98

3,786 %

5,870 %

5,982 %

3,501 %

3,887 %

6,200 %

99

3,788 %

5,864 %

5,973 %

3,507 %

3,889 %

6,192 %

100

3,791 %

5,859 %

5,964 %

3,512 %

3,890 %

6,183 %

101

3,793 %

5,854 %

5,955 %

3,517 %

3,892 %

6,175 %

102

3,796 %

5,849 %

5,946 %

3,523 %

3,894 %

6,167 %

103

3,798 %

5,844 %

5,937 %

3,528 %

3,895 %

6,159 %

104

3,801 %

5,840 %

5,928 %

3,533 %

3,897 %

6,151 %

105

3,803 %

5,835 %

5,920 %

3,538 %

3,898 %

6,143 %

106

3,806 %

5,830 %

5,912 %

3,543 %

3,899 %

6,136 %

107

3,808 %

5,826 %

5,904 %

3,547 %

3,901 %

6,128 %

108

3,810 %

5,822 %

5,896 %

3,552 %

3,902 %

6,121 %

109

3,812 %

5,817 %

5,888 %

3,556 %

3,904 %

6,114 %

110

3,814 %

5,813 %

5,880 %

3,561 %

3,905 %

6,107 %

111

3,817 %

5,809 %

5,873 %

3,565 %

3,906 %

6,100 %

112

3,819 %

5,805 %

5,865 %

3,570 %

3,908 %

6,094 %

113

3,821 %

5,801 %

5,858 %

3,574 %

3,909 %

6,087 %

114

3,823 %

5,797 %

5,851 %

3,578 %

3,910 %

6,081 %

115

3,825 %

5,793 %

5,844 %

3,582 %

3,911 %

6,074 %

116

3,827 %

5,789 %

5,837 %

3,586 %

3,912 %

6,068 %

117

3,828 %

5,785 %

5,830 %

3,590 %

3,914 %

6,062 %

118

3,830 %

5,781 %

5,824 %

3,594 %

3,915 %

6,056 %

119

3,832 %

5,778 %

5,817 %

3,598 %

3,916 %

6,050 %

120

3,834 %

5,774 %

5,811 %

3,602 %

3,917 %

6,044 %

121

3,836 %

5,771 %

5,805 %

3,605 %

3,918 %

6,038 %

122

3,838 %

5,767 %

5,798 %

3,609 %

3,919 %

6,032 %

123

3,839 %

5,764 %

5,792 %

3,613 %

3,920 %

6,027 %

124

3,841 %

5,761 %

5,786 %

3,616 %

3,921 %

6,021 %

125

3,843 %

5,757 %

5,780 %

3,619 %

3,922 %

6,016 %

126

3,844 %

5,754 %

5,775 %

3,623 %

3,923 %

6,011 %

127

3,846 %

5,751 %

5,769 %

3,626 %

3,924 %

6,006 %

128

3,848 %

5,748 %

5,763 %

3,630 %

3,925 %

6,000 %

129

3,849 %

5,745 %

5,758 %

3,633 %

3,926 %

5,995 %

130

3,851 %

5,742 %

5,752 %

3,636 %

3,927 %

5,990 %

131

3,852 %

5,739 %

5,747 %

3,639 %

3,928 %

5,985 %

132

3,854 %

5,736 %

5,742 %

3,642 %

3,929 %

5,981 %

133

3,855 %

5,733 %

5,736 %

3,645 %

3,930 %

5,976 %

134

3,857 %

5,730 %

5,731 %

3,648 %

3,931 %

5,971 %

135

3,858 %

5,727 %

5,726 %

3,651 %

3,932 %

5,967 %

136

3,859 %

5,724 %

5,721 %

3,654 %

3,933 %

5,962 %

137

3,861 %

5,722 %

5,716 %

3,657 %

3,933 %

5,958 %

138

3,862 %

5,719 %

5,711 %

3,660 %

3,934 %

5,953 %

139

3,864 %

5,716 %

5,707 %

3,663 %

3,935 %

5,949 %

140

3,865 %

5,714 %

5,702 %

3,666 %

3,936 %

5,944 %

141

3,866 %

5,711 %

5,697 %

3,668 %

3,937 %

5,940 %

142

3,867 %

5,708 %

5,693 %

3,671 %

3,938 %

5,936 %

143

3,869 %

5,706 %

5,688 %

3,674 %

3,938 %

5,932 %

144

3,870 %

5,703 %

5,684 %

3,676 %

3,939 %

5,928 %

145

3,871 %

5,701 %

5,679 %

3,679 %

3,940 %

5,924 %

146

3,872 %

5,699 %

5,675 %

3,681 %

3,941 %

5,920 %

147

3,874 %

5,696 %

5,671 %

3,684 %

3,941 %

5,916 %

148

3,875 %

5,694 %

5,667 %

3,686 %

3,942 %

5,912 %

149

3,876 %

5,692 %

5,662 %

3,689 %

3,943 %

5,908 %

150

3,877 %

5,689 %

5,658 %

3,691 %

3,944 %

5,905 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,160 % | 2,871 % | 3,531 % | 7,370 % | 1,743 % | 1,736 % |
| 2 | 8,496 % | 2,938 % | 3,557 % | 7,463 % | 1,954 % | 1,871 % |
| 3 | 9,264 % | 3,027 % | 3,600 % | 7,570 % | 2,080 % | 1,952 % |
| 4 | 10,143 % | 3,121 % | 3,651 % | 7,669 % | 2,165 % | 2,003 % |
| 5 | 10,733 % | 3,196 % | 3,697 % | 7,735 % | 2,240 % | 2,034 % |
| 6 | 11,110 % | 3,244 % | 3,763 % | 7,828 % | 2,310 % | 2,056 % |
| 7 | 11,364 % | 3,277 % | 3,837 % | 7,900 % | 2,370 % | 2,076 % |
| 8 | 11,543 % | 3,299 % | 3,906 % | 7,989 % | 2,421 % | 2,097 % |
| 9 | 11,640 % | 3,318 % | 3,967 % | 8,079 % | 2,470 % | 2,119 % |
| 10 | 11,678 % | 3,338 % | 4,017 % | 8,142 % | 2,522 % | 2,141 % |
| 11 | 11,663 % | 3,361 % | 4,058 % | 8,165 % | 2,581 % | 2,162 % |
| 12 | 11,608 % | 3,385 % | 4,100 % | 8,155 % | 2,639 % | 2,182 % |
| 13 | 11,524 % | 3,411 % | 4,149 % | 8,120 % | 2,690 % | 2,197 % |
| 14 | 11,418 % | 3,436 % | 4,201 % | 8,067 % | 2,734 % | 2,208 % |
| 15 | 11,296 % | 3,462 % | 4,254 % | 8,002 % | 2,769 % | 2,214 % |
| 16 | 11,163 % | 3,487 % | 4,305 % | 7,928 % | 2,797 % | 2,216 % |
| 17 | 11,023 % | 3,512 % | 4,351 % | 7,848 % | 2,821 % | 2,217 % |
| 18 | 10,878 % | 3,535 % | 4,393 % | 7,764 % | 2,841 % | 2,221 % |
| 19 | 10,730 % | 3,559 % | 4,429 % | 7,678 % | 2,861 % | 2,229 % |
| 20 | 10,582 % | 3,581 % | 4,458 % | 7,591 % | 2,882 % | 2,244 % |
| 21 | 10,435 % | 3,603 % | 4,480 % | 7,504 % | 2,905 % | 2,266 % |
| 22 | 10,290 % | 3,624 % | 4,496 % | 7,418 % | 2,929 % | 2,293 % |
| 23 | 10,148 % | 3,644 % | 4,507 % | 7,333 % | 2,953 % | 2,324 % |
| 24 | 10,009 % | 3,664 % | 4,514 % | 7,250 % | 2,978 % | 2,358 % |
| 25 | 9,874 % | 3,682 % | 4,519 % | 7,169 % | 3,003 % | 2,394 % |
| 26 | 9,743 % | 3,700 % | 4,520 % | 7,090 % | 3,028 % | 2,430 % |
| 27 | 9,617 % | 3,717 % | 4,520 % | 7,014 % | 3,052 % | 2,467 % |
| 28 | 9,495 % | 3,734 % | 4,517 % | 6,940 % | 3,076 % | 2,504 % |
| 29 | 9,377 % | 3,750 % | 4,514 % | 6,870 % | 3,100 % | 2,541 % |
| 30 | 9,265 % | 3,765 % | 4,509 % | 6,801 % | 3,123 % | 2,577 % |
| 31 | 9,156 % | 3,780 % | 4,504 % | 6,735 % | 3,145 % | 2,612 % |
| 32 | 9,053 % | 3,794 % | 4,498 % | 6,672 % | 3,167 % | 2,646 % |
| 33 | 8,953 % | 3,807 % | 4,491 % | 6,611 % | 3,188 % | 2,680 % |
| 34 | 8,858 % | 3,820 % | 4,485 % | 6,553 % | 3,208 % | 2,712 % |
| 35 | 8,766 % | 3,833 % | 4,478 % | 6,497 % | 3,227 % | 2,744 % |
| 36 | 8,679 % | 3,845 % | 4,470 % | 6,444 % | 3,246 % | 2,774 % |
| 37 | 8,595 % | 3,856 % | 4,463 % | 6,392 % | 3,265 % | 2,804 % |
| 38 | 8,515 % | 3,867 % | 4,456 % | 6,343 % | 3,282 % | 2,832 % |
| 39 | 8,438 % | 3,878 % | 4,448 % | 6,295 % | 3,299 % | 2,860 % |
| 40 | 8,364 % | 3,888 % | 4,441 % | 6,250 % | 3,316 % | 2,886 % |
| 41 | 8,294 % | 3,898 % | 4,434 % | 6,206 % | 3,332 % | 2,912 % |
| 42 | 8,226 % | 3,908 % | 4,427 % | 6,164 % | 3,347 % | 2,936 % |
| 43 | 8,161 % | 3,917 % | 4,420 % | 6,124 % | 3,362 % | 2,960 % |
| 44 | 8,099 % | 3,926 % | 4,413 % | 6,085 % | 3,376 % | 2,983 % |
| 45 | 8,039 % | 3,934 % | 4,406 % | 6,048 % | 3,390 % | 3,005 % |
| 46 | 7,981 % | 3,942 % | 4,399 % | 6,012 % | 3,403 % | 3,026 % |
| 47 | 7,926 % | 3,950 % | 4,393 % | 5,978 % | 3,416 % | 3,047 % |
| 48 | 7,873 % | 3,958 % | 4,387 % | 5,945 % | 3,428 % | 3,067 % |
| 49 | 7,822 % | 3,966 % | 4,381 % | 5,913 % | 3,440 % | 3,086 % |
| 50 | 7,773 % | 3,973 % | 4,375 % | 5,882 % | 3,452 % | 3,104 % |
| 51 | 7,726 % | 3,980 % | 4,369 % | 5,853 % | 3,463 % | 3,122 % |
| 52 | 7,680 % | 3,986 % | 4,363 % | 5,824 % | 3,474 % | 3,139 % |
| 53 | 7,636 % | 3,993 % | 4,358 % | 5,797 % | 3,484 % | 3,156 % |
| 54 | 7,594 % | 3,999 % | 4,353 % | 5,770 % | 3,494 % | 3,172 % |
| 55 | 7,553 % | 4,005 % | 4,347 % | 5,745 % | 3,504 % | 3,188 % |
| 56 | 7,514 % | 4,011 % | 4,342 % | 5,720 % | 3,513 % | 3,203 % |
| 57 | 7,476 % | 4,017 % | 4,338 % | 5,696 % | 3,523 % | 3,217 % |
| 58 | 7,439 % | 4,022 % | 4,333 % | 5,673 % | 3,531 % | 3,231 % |
| 59 | 7,404 % | 4,028 % | 4,328 % | 5,650 % | 3,540 % | 3,245 % |
| 60 | 7,369 % | 4,033 % | 4,324 % | 5,629 % | 3,548 % | 3,258 % |
| 61 | 7,336 % | 4,038 % | 4,319 % | 5,608 % | 3,556 % | 3,271 % |
| 62 | 7,304 % | 4,043 % | 4,315 % | 5,588 % | 3,564 % | 3,283 % |
| 63 | 7,273 % | 4,047 % | 4,311 % | 5,568 % | 3,572 % | 3,295 % |
| 64 | 7,242 % | 4,052 % | 4,307 % | 5,549 % | 3,579 % | 3,307 % |
| 65 | 7,213 % | 4,056 % | 4,303 % | 5,531 % | 3,586 % | 3,318 % |
| 66 | 7,185 % | 4,061 % | 4,300 % | 5,513 % | 3,593 % | 3,329 % |
| 67 | 7,157 % | 4,065 % | 4,296 % | 5,495 % | 3,600 % | 3,340 % |
| 68 | 7,131 % | 4,069 % | 4,292 % | 5,478 % | 3,606 % | 3,350 % |
| 69 | 7,105 % | 4,073 % | 4,289 % | 5,462 % | 3,613 % | 3,360 % |
| 70 | 7,079 % | 4,077 % | 4,286 % | 5,446 % | 3,619 % | 3,370 % |
| 71 | 7,055 % | 4,081 % | 4,282 % | 5,431 % | 3,625 % | 3,379 % |
| 72 | 7,031 % | 4,084 % | 4,279 % | 5,416 % | 3,631 % | 3,389 % |
| 73 | 7,008 % | 4,088 % | 4,276 % | 5,401 % | 3,636 % | 3,398 % |
| 74 | 6,985 % | 4,092 % | 4,273 % | 5,387 % | 3,642 % | 3,406 % |
| 75 | 6,963 % | 4,095 % | 4,270 % | 5,373 % | 3,647 % | 3,415 % |
| 76 | 6,942 % | 4,098 % | 4,267 % | 5,359 % | 3,653 % | 3,423 % |
| 77 | 6,921 % | 4,101 % | 4,264 % | 5,346 % | 3,658 % | 3,431 % |
| 78 | 6,901 % | 4,105 % | 4,262 % | 5,333 % | 3,663 % | 3,439 % |
| 79 | 6,881 % | 4,108 % | 4,259 % | 5,321 % | 3,668 % | 3,447 % |
| 80 | 6,862 % | 4,111 % | 4,256 % | 5,309 % | 3,672 % | 3,454 % |
| 81 | 6,843 % | 4,114 % | 4,254 % | 5,297 % | 3,677 % | 3,462 % |
| 82 | 6,825 % | 4,117 % | 4,251 % | 5,285 % | 3,682 % | 3,469 % |
| 83 | 6,807 % | 4,119 % | 4,249 % | 5,274 % | 3,686 % | 3,476 % |
| 84 | 6,789 % | 4,122 % | 4,247 % | 5,263 % | 3,690 % | 3,483 % |
| 85 | 6,772 % | 4,125 % | 4,244 % | 5,252 % | 3,695 % | 3,489 % |
| 86 | 6,756 % | 4,127 % | 4,242 % | 5,242 % | 3,699 % | 3,496 % |
| 87 | 6,739 % | 4,130 % | 4,240 % | 5,231 % | 3,703 % | 3,502 % |
| 88 | 6,723 % | 4,132 % | 4,238 % | 5,221 % | 3,707 % | 3,508 % |
| 89 | 6,708 % | 4,135 % | 4,235 % | 5,211 % | 3,710 % | 3,514 % |
| 90 | 6,693 % | 4,137 % | 4,233 % | 5,202 % | 3,714 % | 3,520 % |
| 91 | 6,678 % | 4,139 % | 4,231 % | 5,192 % | 3,718 % | 3,526 % |
| 92 | 6,663 % | 4,142 % | 4,229 % | 5,183 % | 3,721 % | 3,532 % |
| 93 | 6,649 % | 4,144 % | 4,228 % | 5,174 % | 3,725 % | 3,537 % |
| 94 | 6,635 % | 4,146 % | 4,226 % | 5,165 % | 3,728 % | 3,543 % |
| 95 | 6,622 % | 4,148 % | 4,224 % | 5,157 % | 3,732 % | 3,548 % |
| 96 | 6,608 % | 4,150 % | 4,222 % | 5,148 % | 3,735 % | 3,553 % |
| 97 | 6,595 % | 4,152 % | 4,220 % | 5,140 % | 3,738 % | 3,559 % |
| 98 | 6,583 % | 4,154 % | 4,218 % | 5,132 % | 3,742 % | 3,564 % |
| 99 | 6,570 % | 4,156 % | 4,217 % | 5,124 % | 3,745 % | 3,568 % |
| 100 | 6,558 % | 4,158 % | 4,215 % | 5,116 % | 3,748 % | 3,573 % |
| 101 | 6,546 % | 4,160 % | 4,213 % | 5,109 % | 3,751 % | 3,578 % |
| 102 | 6,534 % | 4,162 % | 4,212 % | 5,101 % | 3,754 % | 3,583 % |
| 103 | 6,522 % | 4,164 % | 4,210 % | 5,094 % | 3,756 % | 3,587 % |
| 104 | 6,511 % | 4,166 % | 4,209 % | 5,087 % | 3,759 % | 3,592 % |
| 105 | 6,500 % | 4,167 % | 4,207 % | 5,080 % | 3,762 % | 3,596 % |
| 106 | 6,489 % | 4,169 % | 4,206 % | 5,073 % | 3,765 % | 3,600 % |
| 107 | 6,478 % | 4,171 % | 4,204 % | 5,066 % | 3,767 % | 3,604 % |
| 108 | 6,468 % | 4,173 % | 4,203 % | 5,059 % | 3,770 % | 3,608 % |
| 109 | 6,457 % | 4,174 % | 4,201 % | 5,053 % | 3,773 % | 3,613 % |
| 110 | 6,447 % | 4,176 % | 4,200 % | 5,046 % | 3,775 % | 3,616 % |
| 111 | 6,437 % | 4,177 % | 4,199 % | 5,040 % | 3,778 % | 3,620 % |
| 112 | 6,428 % | 4,179 % | 4,197 % | 5,034 % | 3,780 % | 3,624 % |
| 113 | 6,418 % | 4,180 % | 4,196 % | 5,028 % | 3,782 % | 3,628 % |
| 114 | 6,409 % | 4,182 % | 4,195 % | 5,022 % | 3,785 % | 3,632 % |
| 115 | 6,399 % | 4,183 % | 4,194 % | 5,016 % | 3,787 % | 3,635 % |
| 116 | 6,390 % | 4,185 % | 4,192 % | 5,010 % | 3,789 % | 3,639 % |
| 117 | 6,381 % | 4,186 % | 4,191 % | 5,005 % | 3,792 % | 3,642 % |
| 118 | 6,373 % | 4,188 % | 4,190 % | 4,999 % | 3,794 % | 3,646 % |
| 119 | 6,364 % | 4,189 % | 4,189 % | 4,994 % | 3,796 % | 3,649 % |
| 120 | 6,355 % | 4,190 % | 4,188 % | 4,988 % | 3,798 % | 3,653 % |
| 121 | 6,347 % | 4,192 % | 4,186 % | 4,983 % | 3,800 % | 3,656 % |
| 122 | 6,339 % | 4,193 % | 4,185 % | 4,978 % | 3,802 % | 3,659 % |
| 123 | 6,331 % | 4,194 % | 4,184 % | 4,973 % | 3,804 % | 3,662 % |
| 124 | 6,323 % | 4,195 % | 4,183 % | 4,968 % | 3,806 % | 3,665 % |
| 125 | 6,315 % | 4,197 % | 4,182 % | 4,963 % | 3,808 % | 3,668 % |
| 126 | 6,307 % | 4,198 % | 4,181 % | 4,958 % | 3,810 % | 3,671 % |
| 127 | 6,300 % | 4,199 % | 4,180 % | 4,953 % | 3,812 % | 3,674 % |
| 128 | 6,292 % | 4,200 % | 4,179 % | 4,948 % | 3,814 % | 3,677 % |
| 129 | 6,285 % | 4,201 % | 4,178 % | 4,944 % | 3,816 % | 3,680 % |
| 130 | 6,278 % | 4,203 % | 4,177 % | 4,939 % | 3,817 % | 3,683 % |
| 131 | 6,271 % | 4,204 % | 4,176 % | 4,934 % | 3,819 % | 3,686 % |
| 132 | 6,264 % | 4,205 % | 4,175 % | 4,930 % | 3,821 % | 3,689 % |
| 133 | 6,257 % | 4,206 % | 4,174 % | 4,926 % | 3,823 % | 3,691 % |
| 134 | 6,250 % | 4,207 % | 4,173 % | 4,921 % | 3,824 % | 3,694 % |
| 135 | 6,243 % | 4,208 % | 4,172 % | 4,917 % | 3,826 % | 3,697 % |
| 136 | 6,237 % | 4,209 % | 4,171 % | 4,913 % | 3,828 % | 3,699 % |
| 137 | 6,230 % | 4,210 % | 4,170 % | 4,909 % | 3,829 % | 3,702 % |
| 138 | 6,224 % | 4,211 % | 4,170 % | 4,905 % | 3,831 % | 3,704 % |
| 139 | 6,217 % | 4,212 % | 4,169 % | 4,901 % | 3,832 % | 3,707 % |
| 140 | 6,211 % | 4,213 % | 4,168 % | 4,897 % | 3,834 % | 3,709 % |
| 141 | 6,205 % | 4,214 % | 4,167 % | 4,893 % | 3,835 % | 3,712 % |
| 142 | 6,199 % | 4,215 % | 4,166 % | 4,889 % | 3,837 % | 3,714 % |
| 143 | 6,193 % | 4,216 % | 4,165 % | 4,885 % | 3,838 % | 3,716 % |
| 144 | 6,187 % | 4,217 % | 4,165 % | 4,882 % | 3,840 % | 3,719 % |
| 145 | 6,181 % | 4,218 % | 4,164 % | 4,878 % | 3,841 % | 3,721 % |
| 146 | 6,176 % | 4,219 % | 4,163 % | 4,874 % | 3,843 % | 3,723 % |
| 147 | 6,170 % | 4,220 % | 4,162 % | 4,871 % | 3,844 % | 3,725 % |
| 148 | 6,165 % | 4,220 % | 4,162 % | 4,867 % | 3,846 % | 3,728 % |
| 149 | 6,159 % | 4,221 % | 4,161 % | 4,864 % | 3,847 % | 3,730 % |
| 150 | 6,154 % | 4,222 % | 4,160 % | 4,860 % | 3,848 % | 3,732 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

7,160 %

2,871 %

3,531 %

7,370 %

1,743 %

1,736 %

2

8,496 %

2,938 %

3,557 %

7,463 %

1,954 %

1,871 %

3

9,264 %

3,027 %

3,600 %

7,570 %

2,080 %

1,952 %

4

10,143 %

3,121 %

3,651 %

7,669 %

2,165 %

2,003 %

5

10,733 %

3,196 %

3,697 %

7,735 %

2,240 %

2,034 %

6

11,110 %

3,244 %

3,763 %

7,828 %

2,310 %

2,056 %

7

11,364 %

3,277 %

3,837 %

7,900 %

2,370 %

2,076 %

8

11,543 %

3,299 %

3,906 %

7,989 %

2,421 %

2,097 %

9

11,640 %

3,318 %

3,967 %

8,079 %

2,470 %

2,119 %

10

11,678 %

3,338 %

4,017 %

8,142 %

2,522 %

2,141 %

11

11,663 %

3,361 %

4,058 %

8,165 %

2,581 %

2,162 %

12

11,608 %

3,385 %

4,100 %

8,155 %

2,639 %

2,182 %

13

11,524 %

3,411 %

4,149 %

8,120 %

2,690 %

2,197 %

14

11,418 %

3,436 %

4,201 %

8,067 %

2,734 %

2,208 %

15

11,296 %

3,462 %

4,254 %

8,002 %

2,769 %

2,214 %

16

11,163 %

3,487 %

4,305 %

7,928 %

2,797 %

2,216 %

17

11,023 %

3,512 %

4,351 %

7,848 %

2,821 %

2,217 %

18

10,878 %

3,535 %

4,393 %

7,764 %

2,841 %

2,221 %

19

10,730 %

3,559 %

4,429 %

7,678 %

2,861 %

2,229 %

20

10,582 %

3,581 %

4,458 %

7,591 %

2,882 %

2,244 %

21

10,435 %

3,603 %

4,480 %

7,504 %

2,905 %

2,266 %

22

10,290 %

3,624 %

4,496 %

7,418 %

2,929 %

2,293 %

23

10,148 %

3,644 %

4,507 %

7,333 %

2,953 %

2,324 %

24

10,009 %

3,664 %

4,514 %

7,250 %

2,978 %

2,358 %

25

9,874 %

3,682 %

4,519 %

7,169 %

3,003 %

2,394 %

26

9,743 %

3,700 %

4,520 %

7,090 %

3,028 %

2,430 %

27

9,617 %

3,717 %

4,520 %

7,014 %

3,052 %

2,467 %

28

9,495 %

3,734 %

4,517 %

6,940 %

3,076 %

2,504 %

29

9,377 %

3,750 %

4,514 %

6,870 %

3,100 %

2,541 %

30

9,265 %

3,765 %

4,509 %

6,801 %

3,123 %

2,577 %

31

9,156 %

3,780 %

4,504 %

6,735 %

3,145 %

2,612 %

32

9,053 %

3,794 %

4,498 %

6,672 %

3,167 %

2,646 %

33

8,953 %

3,807 %

4,491 %

6,611 %

3,188 %

2,680 %

34

8,858 %

3,820 %

4,485 %

6,553 %

3,208 %

2,712 %

35

8,766 %

3,833 %

4,478 %

6,497 %

3,227 %

2,744 %

36

8,679 %

3,845 %

4,470 %

6,444 %

3,246 %

2,774 %

37

8,595 %

3,856 %

4,463 %

6,392 %

3,265 %

2,804 %

38

8,515 %

3,867 %

4,456 %

6,343 %

3,282 %

2,832 %

39

8,438 %

3,878 %

4,448 %

6,295 %

3,299 %

2,860 %

40

8,364 %

3,888 %

4,441 %

6,250 %

3,316 %

2,886 %

41

8,294 %

3,898 %

4,434 %

6,206 %

3,332 %

2,912 %

42

8,226 %

3,908 %

4,427 %

6,164 %

3,347 %

2,936 %

43

8,161 %

3,917 %

4,420 %

6,124 %

3,362 %

2,960 %

44

8,099 %

3,926 %

4,413 %

6,085 %

3,376 %

2,983 %

45

8,039 %

3,934 %

4,406 %

6,048 %

3,390 %

3,005 %

46

7,981 %

3,942 %

4,399 %

6,012 %

3,403 %

3,026 %

47

7,926 %

3,950 %

4,393 %

5,978 %

3,416 %

3,047 %

48

7,873 %

3,958 %

4,387 %

5,945 %

3,428 %

3,067 %

49

7,822 %

3,966 %

4,381 %

5,913 %

3,440 %

3,086 %

50

7,773 %

3,973 %

4,375 %

5,882 %

3,452 %

3,104 %

51

7,726 %

3,980 %

4,369 %

5,853 %

3,463 %

3,122 %

52

7,680 %

3,986 %

4,363 %

5,824 %

3,474 %

3,139 %

53

7,636 %

3,993 %

4,358 %

5,797 %

3,484 %

3,156 %

54

7,594 %

3,999 %

4,353 %

5,770 %

3,494 %

3,172 %

55

7,553 %

4,005 %

4,347 %

5,745 %

3,504 %

3,188 %

56

7,514 %

4,011 %

4,342 %

5,720 %

3,513 %

3,203 %

57

7,476 %

4,017 %

4,338 %

5,696 %

3,523 %

3,217 %

58

7,439 %

4,022 %

4,333 %

5,673 %

3,531 %

3,231 %

59

7,404 %

4,028 %

4,328 %

5,650 %

3,540 %

3,245 %

60

7,369 %

4,033 %

4,324 %

5,629 %

3,548 %

3,258 %

61

7,336 %

4,038 %

4,319 %

5,608 %

3,556 %

3,271 %

62

7,304 %

4,043 %

4,315 %

5,588 %

3,564 %

3,283 %

63

7,273 %

4,047 %

4,311 %

5,568 %

3,572 %

3,295 %

64

7,242 %

4,052 %

4,307 %

5,549 %

3,579 %

3,307 %

65

7,213 %

4,056 %

4,303 %

5,531 %

3,586 %

3,318 %

66

7,185 %

4,061 %

4,300 %

5,513 %

3,593 %

3,329 %

67

7,157 %

4,065 %

4,296 %

5,495 %

3,600 %

3,340 %

68

7,131 %

4,069 %

4,292 %

5,478 %

3,606 %

3,350 %

69

7,105 %

4,073 %

4,289 %

5,462 %

3,613 %

3,360 %

70

7,079 %

4,077 %

4,286 %

5,446 %

3,619 %

3,370 %

71

7,055 %

4,081 %

4,282 %

5,431 %

3,625 %

3,379 %

72

7,031 %

4,084 %

4,279 %

5,416 %

3,631 %

3,389 %

73

7,008 %

4,088 %

4,276 %

5,401 %

3,636 %

3,398 %

74

6,985 %

4,092 %

4,273 %

5,387 %

3,642 %

3,406 %

75

6,963 %

4,095 %

4,270 %

5,373 %

3,647 %

3,415 %

76

6,942 %

4,098 %

4,267 %

5,359 %

3,653 %

3,423 %

77

6,921 %

4,101 %

4,264 %

5,346 %

3,658 %

3,431 %

78

6,901 %

4,105 %

4,262 %

5,333 %

3,663 %

3,439 %

79

6,881 %

4,108 %

4,259 %

5,321 %

3,668 %

3,447 %

80

6,862 %

4,111 %

4,256 %

5,309 %

3,672 %

3,454 %

81

6,843 %

4,114 %

4,254 %

5,297 %

3,677 %

3,462 %

82

6,825 %

4,117 %

4,251 %

5,285 %

3,682 %

3,469 %

83

6,807 %

4,119 %

4,249 %

5,274 %

3,686 %

3,476 %

84

6,789 %

4,122 %

4,247 %

5,263 %

3,690 %

3,483 %

85

6,772 %

4,125 %

4,244 %

5,252 %

3,695 %

3,489 %

86

6,756 %

4,127 %

4,242 %

5,242 %

3,699 %

3,496 %

87

6,739 %

4,130 %

4,240 %

5,231 %

3,703 %

3,502 %

88

6,723 %

4,132 %

4,238 %

5,221 %

3,707 %

3,508 %

89

6,708 %

4,135 %

4,235 %

5,211 %

3,710 %

3,514 %

90

6,693 %

4,137 %

4,233 %

5,202 %

3,714 %

3,520 %

91

6,678 %

4,139 %

4,231 %

5,192 %

3,718 %

3,526 %

92

6,663 %

4,142 %

4,229 %

5,183 %

3,721 %

3,532 %

93

6,649 %

4,144 %

4,228 %

5,174 %

3,725 %

3,537 %

94

6,635 %

4,146 %

4,226 %

5,165 %

3,728 %

3,543 %

95

6,622 %

4,148 %

4,224 %

5,157 %

3,732 %

3,548 %

96

6,608 %

4,150 %

4,222 %

5,148 %

3,735 %

3,553 %

97

6,595 %

4,152 %

4,220 %

5,140 %

3,738 %

3,559 %

98

6,583 %

4,154 %

4,218 %

5,132 %

3,742 %

3,564 %

99

6,570 %

4,156 %

4,217 %

5,124 %

3,745 %

3,568 %

100

6,558 %

4,158 %

4,215 %

5,116 %

3,748 %

3,573 %

101

6,546 %

4,160 %

4,213 %

5,109 %

3,751 %

3,578 %

102

6,534 %

4,162 %

4,212 %

5,101 %

3,754 %

3,583 %

103

6,522 %

4,164 %

4,210 %

5,094 %

3,756 %

3,587 %

104

6,511 %

4,166 %

4,209 %

5,087 %

3,759 %

3,592 %

105

6,500 %

4,167 %

4,207 %

5,080 %

3,762 %

3,596 %

106

6,489 %

4,169 %

4,206 %

5,073 %

3,765 %

3,600 %

107

6,478 %

4,171 %

4,204 %

5,066 %

3,767 %

3,604 %

108

6,468 %

4,173 %

4,203 %

5,059 %

3,770 %

3,608 %

109

6,457 %

4,174 %

4,201 %

5,053 %

3,773 %

3,613 %

110

6,447 %

4,176 %

4,200 %

5,046 %

3,775 %

3,616 %

111

6,437 %

4,177 %

4,199 %

5,040 %

3,778 %

3,620 %

112

6,428 %

4,179 %

4,197 %

5,034 %

3,780 %

3,624 %

113

6,418 %

4,180 %

4,196 %

5,028 %

3,782 %

3,628 %

114

6,409 %

4,182 %

4,195 %

5,022 %

3,785 %

3,632 %

115

6,399 %

4,183 %

4,194 %

5,016 %

3,787 %

3,635 %

116

6,390 %

4,185 %

4,192 %

5,010 %

3,789 %

3,639 %

117

6,381 %

4,186 %

4,191 %

5,005 %

3,792 %

3,642 %

118

6,373 %

4,188 %

4,190 %

4,999 %

3,794 %

3,646 %

119

6,364 %

4,189 %

4,189 %

4,994 %

3,796 %

3,649 %

120

6,355 %

4,190 %

4,188 %

4,988 %

3,798 %

3,653 %

121

6,347 %

4,192 %

4,186 %

4,983 %

3,800 %

3,656 %

122

6,339 %

4,193 %

4,185 %

4,978 %

3,802 %

3,659 %

123

6,331 %

4,194 %

4,184 %

4,973 %

3,804 %

3,662 %

124

6,323 %

4,195 %

4,183 %

4,968 %

3,806 %

3,665 %

125

6,315 %

4,197 %

4,182 %

4,963 %

3,808 %

3,668 %

126

6,307 %

4,198 %

4,181 %

4,958 %

3,810 %

3,671 %

127

6,300 %

4,199 %

4,180 %

4,953 %

3,812 %

3,674 %

128

6,292 %

4,200 %

4,179 %

4,948 %

3,814 %

3,677 %

129

6,285 %

4,201 %

4,178 %

4,944 %

3,816 %

3,680 %

130

6,278 %

4,203 %

4,177 %

4,939 %

3,817 %

3,683 %

131

6,271 %

4,204 %

4,176 %

4,934 %

3,819 %

3,686 %

132

6,264 %

4,205 %

4,175 %

4,930 %

3,821 %

3,689 %

133

6,257 %

4,206 %

4,174 %

4,926 %

3,823 %

3,691 %

134

6,250 %

4,207 %

4,173 %

4,921 %

3,824 %

3,694 %

135

6,243 %

4,208 %

4,172 %

4,917 %

3,826 %

3,697 %

136

6,237 %

4,209 %

4,171 %

4,913 %

3,828 %

3,699 %

137

6,230 %

4,210 %

4,170 %

4,909 %

3,829 %

3,702 %

138

6,224 %

4,211 %

4,170 %

4,905 %

3,831 %

3,704 %

139

6,217 %

4,212 %

4,169 %

4,901 %

3,832 %

3,707 %

140

6,211 %

4,213 %

4,168 %

4,897 %

3,834 %

3,709 %

141

6,205 %

4,214 %

4,167 %

4,893 %

3,835 %

3,712 %

142

6,199 %

4,215 %

4,166 %

4,889 %

3,837 %

3,714 %

143

6,193 %

4,216 %

4,165 %

4,885 %

3,838 %

3,716 %

144

6,187 %

4,217 %

4,165 %

4,882 %

3,840 %

3,719 %

145

6,181 %

4,218 %

4,164 %

4,878 %

3,841 %

3,721 %

146

6,176 %

4,219 %

4,163 %

4,874 %

3,843 %

3,723 %

147

6,170 %

4,220 %

4,162 %

4,871 %

3,844 %

3,725 %

148

6,165 %

4,220 %

4,162 %

4,867 %

3,846 %

3,728 %

149

6,159 %

4,221 %

4,161 %

4,864 %

3,847 %

3,730 %

150

6,154 %

4,222 %

4,160 %

4,860 %

3,848 %

3,732 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 20,105 % | 2,481 % | – 0,078 % |
| 2 | 19,485 % | 2,672 % | – 0,060 % |
| 3 | 18,336 % | 2,743 % | – 0,042 % |
| 4 | 17,578 % | 2,765 % | – 0,026 % |
| 5 | 17,191 % | 2,773 % | – 0,003 % |
| 6 | 16,317 % | 2,779 % | 0,024 % |
| 7 | 15,430 % | 2,785 % | 0,053 % |
| 8 | 14,943 % | 2,795 % | 0,084 % |
| 9 | 14,716 % | 2,807 % | 0,116 % |
| 10 | 14,579 % | 2,819 % | 0,152 % |
| 11 | 14,429 % | 2,836 % | 0,190 % |
| 12 | 14,254 % | 2,841 % | 0,229 % |
| 13 | 14,061 % | 2,845 % | 0,268 % |
| 14 | 13,855 % | 2,850 % | 0,307 % |
| 15 | 13,640 % | 2,855 % | 0,345 % |
| 16 | 13,420 % | 2,857 % | 0,382 % |
| 17 | 13,196 % | 2,857 % | 0,417 % |
| 18 | 12,973 % | 2,856 % | 0,450 % |
| 19 | 12,750 % | 2,854 % | 0,482 % |
| 20 | 12,531 % | 2,852 % | 0,512 % |
| 21 | 12,315 % | 2,850 % | 0,540 % |
| 22 | 12,105 % | 2,847 % | 0,566 % |
| 23 | 11,900 % | 2,843 % | 0,588 % |
| 24 | 11,701 % | 2,838 % | 0,607 % |
| 25 | 11,510 % | 2,833 % | 0,621 % |
| 26 | 11,325 % | 2,826 % | 0,632 % |
| 27 | 11,147 % | 2,819 % | 0,642 % |
| 28 | 10,976 % | 2,812 % | 0,653 % |
| 29 | 10,812 % | 2,805 % | 0,669 % |
| 30 | 10,655 % | 2,799 % | 0,691 % |
| 31 | 10,504 % | 2,794 % | 0,719 % |
| 32 | 10,360 % | 2,789 % | 0,754 % |
| 33 | 10,223 % | 2,785 % | 0,792 % |
| 34 | 10,091 % | 2,780 % | 0,832 % |
| 35 | 9,965 % | 2,775 % | 0,875 % |
| 36 | 9,845 % | 2,769 % | 0,919 % |
| 37 | 9,729 % | 2,763 % | 0,963 % |
| 38 | 9,619 % | 2,755 % | 1,008 % |
| 39 | 9,514 % | 2,747 % | 1,053 % |
| 40 | 9,413 % | 2,736 % | 1,097 % |
| 41 | 9,317 % | 2,725 % | 1,140 % |
| 42 | 9,224 % | 2,713 % | 1,183 % |
| 43 | 9,136 % | 2,701 % | 1,225 % |
| 44 | 9,051 % | 2,690 % | 1,266 % |
| 45 | 8,970 % | 2,680 % | 1,306 % |
| 46 | 8,892 % | 2,672 % | 1,345 % |
| 47 | 8,817 % | 2,666 % | 1,383 % |
| 48 | 8,745 % | 2,663 % | 1,419 % |
| 49 | 8,676 % | 2,662 % | 1,455 % |
| 50 | 8,609 % | 2,664 % | 1,490 % |
| 51 | 8,545 % | 2,669 % | 1,524 % |
| 52 | 8,483 % | 2,676 % | 1,557 % |
| 53 | 8,424 % | 2,686 % | 1,588 % |
| 54 | 8,367 % | 2,696 % | 1,619 % |
| 55 | 8,312 % | 2,708 % | 1,649 % |
| 56 | 8,258 % | 2,721 % | 1,678 % |
| 57 | 8,207 % | 2,735 % | 1,706 % |
| 58 | 8,157 % | 2,750 % | 1,733 % |
| 59 | 8,109 % | 2,764 % | 1,760 % |
| 60 | 8,063 % | 2,779 % | 1,785 % |
| 61 | 8,018 % | 2,795 % | 1,810 % |
| 62 | 7,975 % | 2,810 % | 1,834 % |
| 63 | 7,933 % | 2,826 % | 1,858 % |
| 64 | 7,892 % | 2,841 % | 1,881 % |
| 65 | 7,852 % | 2,856 % | 1,903 % |
| 66 | 7,814 % | 2,872 % | 1,924 % |
| 67 | 7,777 % | 2,887 % | 1,945 % |
| 68 | 7,741 % | 2,902 % | 1,966 % |
| 69 | 7,706 % | 2,916 % | 1,985 % |
| 70 | 7,672 % | 2,931 % | 2,005 % |
| 71 | 7,639 % | 2,945 % | 2,023 % |
| 72 | 7,607 % | 2,959 % | 2,041 % |
| 73 | 7,576 % | 2,973 % | 2,059 % |
| 74 | 7,545 % | 2,986 % | 2,076 % |
| 75 | 7,516 % | 3,000 % | 2,093 % |
| 76 | 7,487 % | 3,013 % | 2,110 % |
| 77 | 7,459 % | 3,025 % | 2,125 % |
| 78 | 7,432 % | 3,038 % | 2,141 % |
| 79 | 7,405 % | 3,050 % | 2,156 % |
| 80 | 7,379 % | 3,062 % | 2,171 % |
| 81 | 7,354 % | 3,074 % | 2,185 % |
| 82 | 7,329 % | 3,085 % | 2,200 % |
| 83 | 7,305 % | 3,097 % | 2,213 % |
| 84 | 7,282 % | 3,108 % | 2,227 % |
| 85 | 7,259 % | 3,118 % | 2,240 % |
| 86 | 7,236 % | 3,129 % | 2,253 % |
| 87 | 7,215 % | 3,139 % | 2,265 % |
| 88 | 7,193 % | 3,150 % | 2,277 % |
| 89 | 7,172 % | 3,159 % | 2,289 % |
| 90 | 7,152 % | 3,169 % | 2,301 % |
| 91 | 7,132 % | 3,179 % | 2,313 % |
| 92 | 7,112 % | 3,188 % | 2,324 % |
| 93 | 7,093 % | 3,197 % | 2,335 % |
| 94 | 7,075 % | 3,206 % | 2,346 % |
| 95 | 7,056 % | 3,215 % | 2,356 % |
| 96 | 7,038 % | 3,224 % | 2,366 % |
| 97 | 7,021 % | 3,232 % | 2,376 % |
| 98 | 7,004 % | 3,240 % | 2,386 % |
| 99 | 6,987 % | 3,248 % | 2,396 % |
| 100 | 6,970 % | 3,256 % | 2,406 % |
| 101 | 6,954 % | 3,264 % | 2,415 % |
| 102 | 6,938 % | 3,272 % | 2,424 % |
| 103 | 6,923 % | 3,279 % | 2,433 % |
| 104 | 6,908 % | 3,287 % | 2,442 % |
| 105 | 6,893 % | 3,294 % | 2,450 % |
| 106 | 6,878 % | 3,301 % | 2,459 % |
| 107 | 6,864 % | 3,308 % | 2,467 % |
| 108 | 6,849 % | 3,315 % | 2,475 % |
| 109 | 6,836 % | 3,321 % | 2,483 % |
| 110 | 6,822 % | 3,328 % | 2,491 % |
| 111 | 6,809 % | 3,335 % | 2,499 % |
| 112 | 6,795 % | 3,341 % | 2,506 % |
| 113 | 6,783 % | 3,347 % | 2,514 % |
| 114 | 6,770 % | 3,353 % | 2,521 % |
| 115 | 6,758 % | 3,359 % | 2,528 % |
| 116 | 6,745 % | 3,365 % | 2,535 % |
| 117 | 6,733 % | 3,371 % | 2,542 % |
| 118 | 6,722 % | 3,377 % | 2,549 % |
| 119 | 6,710 % | 3,382 % | 2,556 % |
| 120 | 6,699 % | 3,388 % | 2,562 % |
| 121 | 6,687 % | 3,393 % | 2,569 % |
| 122 | 6,676 % | 3,399 % | 2,575 % |
| 123 | 6,665 % | 3,404 % | 2,581 % |
| 124 | 6,655 % | 3,409 % | 2,588 % |
| 125 | 6,644 % | 3,414 % | 2,594 % |
| 126 | 6,634 % | 3,419 % | 2,600 % |
| 127 | 6,624 % | 3,424 % | 2,606 % |
| 128 | 6,614 % | 3,429 % | 2,611 % |
| 129 | 6,604 % | 3,434 % | 2,617 % |
| 130 | 6,594 % | 3,439 % | 2,623 % |
| 131 | 6,585 % | 3,443 % | 2,628 % |
| 132 | 6,575 % | 3,448 % | 2,634 % |
| 133 | 6,566 % | 3,453 % | 2,639 % |
| 134 | 6,557 % | 3,457 % | 2,644 % |
| 135 | 6,548 % | 3,461 % | 2,650 % |
| 136 | 6,539 % | 3,466 % | 2,655 % |
| 137 | 6,530 % | 3,470 % | 2,660 % |
| 138 | 6,522 % | 3,474 % | 2,665 % |
| 139 | 6,513 % | 3,478 % | 2,670 % |
| 140 | 6,505 % | 3,482 % | 2,674 % |
| 141 | 6,497 % | 3,486 % | 2,679 % |
| 142 | 6,488 % | 3,490 % | 2,684 % |
| 143 | 6,480 % | 3,494 % | 2,689 % |
| 144 | 6,473 % | 3,498 % | 2,693 % |
| 145 | 6,465 % | 3,502 % | 2,698 % |
| 146 | 6,457 % | 3,506 % | 2,702 % |
| 147 | 6,450 % | 3,509 % | 2,707 % |
| 148 | 6,442 % | 3,513 % | 2,711 % |
| 149 | 6,435 % | 3,516 % | 2,715 % |
| 150 | 6,427 % | 3,520 % | 2,719 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

20,105 %

2,481 %

– 0,078 %

2

19,485 %

2,672 %

– 0,060 %

3

18,336 %

2,743 %

– 0,042 %

4

17,578 %

2,765 %

– 0,026 %

5

17,191 %

2,773 %

– 0,003 %

6

16,317 %

2,779 %

0,024 %

7

15,430 %

2,785 %

0,053 %

8

14,943 %

2,795 %

0,084 %

9

14,716 %

2,807 %

0,116 %

10

14,579 %

2,819 %

0,152 %

11

14,429 %

2,836 %

0,190 %

12

14,254 %

2,841 %

0,229 %

13

14,061 %

2,845 %

0,268 %

14

13,855 %

2,850 %

0,307 %

15

13,640 %

2,855 %

0,345 %

16

13,420 %

2,857 %

0,382 %

17

13,196 %

2,857 %

0,417 %

18

12,973 %

2,856 %

0,450 %

19

12,750 %

2,854 %

0,482 %

20

12,531 %

2,852 %

0,512 %

21

12,315 %

2,850 %

0,540 %

22

12,105 %

2,847 %

0,566 %

23

11,900 %

2,843 %

0,588 %

24

11,701 %

2,838 %

0,607 %

25

11,510 %

2,833 %

0,621 %

26

11,325 %

2,826 %

0,632 %

27

11,147 %

2,819 %

0,642 %

28

10,976 %

2,812 %

0,653 %

29

10,812 %

2,805 %

0,669 %

30

10,655 %

2,799 %

0,691 %

31

10,504 %

2,794 %

0,719 %

32

10,360 %

2,789 %

0,754 %

33

10,223 %

2,785 %

0,792 %

34

10,091 %

2,780 %

0,832 %

35

9,965 %

2,775 %

0,875 %

36

9,845 %

2,769 %

0,919 %

37

9,729 %

2,763 %

0,963 %

38

9,619 %

2,755 %

1,008 %

39

9,514 %

2,747 %

1,053 %

40

9,413 %

2,736 %

1,097 %

41

9,317 %

2,725 %

1,140 %

42

9,224 %

2,713 %

1,183 %

43

9,136 %

2,701 %

1,225 %

44

9,051 %

2,690 %

1,266 %

45

8,970 %

2,680 %

1,306 %

46

8,892 %

2,672 %

1,345 %

47

8,817 %

2,666 %

1,383 %

48

8,745 %

2,663 %

1,419 %

49

8,676 %

2,662 %

1,455 %

50

8,609 %

2,664 %

1,490 %

51

8,545 %

2,669 %

1,524 %

52

8,483 %

2,676 %

1,557 %

53

8,424 %

2,686 %

1,588 %

54

8,367 %

2,696 %

1,619 %

55

8,312 %

2,708 %

1,649 %

56

8,258 %

2,721 %

1,678 %

57

8,207 %

2,735 %

1,706 %

58

8,157 %

2,750 %

1,733 %

59

8,109 %

2,764 %

1,760 %

60

8,063 %

2,779 %

1,785 %

61

8,018 %

2,795 %

1,810 %

62

7,975 %

2,810 %

1,834 %

63

7,933 %

2,826 %

1,858 %

64

7,892 %

2,841 %

1,881 %

65

7,852 %

2,856 %

1,903 %

66

7,814 %

2,872 %

1,924 %

67

7,777 %

2,887 %

1,945 %

68

7,741 %

2,902 %

1,966 %

69

7,706 %

2,916 %

1,985 %

70

7,672 %

2,931 %

2,005 %

71

7,639 %

2,945 %

2,023 %

72

7,607 %

2,959 %

2,041 %

73

7,576 %

2,973 %

2,059 %

74

7,545 %

2,986 %

2,076 %

75

7,516 %

3,000 %

2,093 %

76

7,487 %

3,013 %

2,110 %

77

7,459 %

3,025 %

2,125 %

78

7,432 %

3,038 %

2,141 %

79

7,405 %

3,050 %

2,156 %

80

7,379 %

3,062 %

2,171 %

81

7,354 %

3,074 %

2,185 %

82

7,329 %

3,085 %

2,200 %

83

7,305 %

3,097 %

2,213 %

84

7,282 %

3,108 %

2,227 %

85

7,259 %

3,118 %

2,240 %

86

7,236 %

3,129 %

2,253 %

87

7,215 %

3,139 %

2,265 %

88

7,193 %

3,150 %

2,277 %

89

7,172 %

3,159 %

2,289 %

90

7,152 %

3,169 %

2,301 %

91

7,132 %

3,179 %

2,313 %

92

7,112 %

3,188 %

2,324 %

93

7,093 %

3,197 %

2,335 %

94

7,075 %

3,206 %

2,346 %

95

7,056 %

3,215 %

2,356 %

96

7,038 %

3,224 %

2,366 %

97

7,021 %

3,232 %

2,376 %

98

7,004 %

3,240 %

2,386 %

99

6,987 %

3,248 %

2,396 %

100

6,970 %

3,256 %

2,406 %

101

6,954 %

3,264 %

2,415 %

102

6,938 %

3,272 %

2,424 %

103

6,923 %

3,279 %

2,433 %

104

6,908 %

3,287 %

2,442 %

105

6,893 %

3,294 %

2,450 %

106

6,878 %

3,301 %

2,459 %

107

6,864 %

3,308 %

2,467 %

108

6,849 %

3,315 %

2,475 %

109

6,836 %

3,321 %

2,483 %

110

6,822 %

3,328 %

2,491 %

111

6,809 %

3,335 %

2,499 %

112

6,795 %

3,341 %

2,506 %

113

6,783 %

3,347 %

2,514 %

114

6,770 %

3,353 %

2,521 %

115

6,758 %

3,359 %

2,528 %

116

6,745 %

3,365 %

2,535 %

117

6,733 %

3,371 %

2,542 %

118

6,722 %

3,377 %

2,549 %

119

6,710 %

3,382 %

2,556 %

120

6,699 %

3,388 %

2,562 %

121

6,687 %

3,393 %

2,569 %

122

6,676 %

3,399 %

2,575 %

123

6,665 %

3,404 %

2,581 %

124

6,655 %

3,409 %

2,588 %

125

6,644 %

3,414 %

2,594 %

126

6,634 %

3,419 %

2,600 %

127

6,624 %

3,424 %

2,606 %

128

6,614 %

3,429 %

2,611 %

129

6,604 %

3,434 %

2,617 %

130

6,594 %

3,439 %

2,623 %

131

6,585 %

3,443 %

2,628 %

132

6,575 %

3,448 %

2,634 %

133

6,566 %

3,453 %

2,639 %

134

6,557 %

3,457 %

2,644 %

135

6,548 %

3,461 %

2,650 %

136

6,539 %

3,466 %

2,655 %

137

6,530 %

3,470 %

2,660 %

138

6,522 %

3,474 %

2,665 %

139

6,513 %

3,478 %

2,670 %

140

6,505 %

3,482 %

2,674 %

141

6,497 %

3,486 %

2,679 %

142

6,488 %

3,490 %

2,684 %

143

6,480 %

3,494 %

2,689 %

144

6,473 %

3,498 %

2,693 %

145

6,465 %

3,502 %

2,698 %

146

6,457 %

3,506 %

2,702 %

147

6,450 %

3,509 %

2,707 %

148

6,442 %

3,513 %

2,711 %

149

6,435 %

3,516 %

2,715 %

150

6,427 %

3,520 %

2,719 %

---

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 | 26 | 1 |
| 2 | 0 | 0 | 41 | 5 | 1 | 44 | 1 |
| 3 | 0 | 1 | 46 | 5 | 2 | 49 | 0 |
| 4 | 0 | 3 | 49 | 5 | 4 | 50 | 0 |
| 5 | 0 | 4 | 54 | 5 | 5 | 53 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 60 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 61 | 5 | 12 | 56 | 0 |
| 9 | 3 | 8 | 63 | 5 | 13 | 53 | 0 |
| 10 | 4 | 9 | 65 | 5 | 14 | 52 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

33

5

0

26

1

2

0

0

41

5

1

44

1

3

0

1

46

5

2

49

0

4

0

3

49

5

4

50

0

5

0

4

54

5

5

53

0

6

1

5

56

5

7

55

0

7

2

6

60

5

9

56

0

8

3

7

61

5

12

56

0

9

3

8

63

5

13

53

0

10

4

9

65

5

14

52

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 415 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 255 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 225 | 4 | 27 |
| 4 | 3 | 0 | 0 | 0 | 195 | 4 | 28 |
| 5 | 4 | 0 | 0 | 0 | 178 | 4 | 29 |
| 6 | 5 | 0 | 0 | 0 | 175 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 171 | 4 | 31 |
| 8 | 7 | 0 | 1 | 0 | 176 | 2 | 32 |
| 9 | 8 | 1 | 2 | 0 | 178 | 1 | 32 |
| 10 | 9 | 1 | 3 | 0 | 180 | 4 | 33 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

415

4

17

2

0

0

0

0

255

4

24

3

1

0

0

0

225

4

27

4

3

0

0

0

195

4

28

5

4

0

0

0

178

4

29

6

5

0

0

0

175

4

30

7

6

0

0

0

171

4

31

8

7

0

1

0

176

2

32

9

8

1

2

0

178

1

32

10

9

1

3

0

180

4

33

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 17 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 24 | 0 | 4 |
| 3 | 18 | 15 | 16 | 0 | 27 | 0 | 4 |
| 4 | 20 | 17 | 17 | 0 | 28 | 0 | 4 |
| 5 | 22 | 19 | 20 | 0 | 29 | 0 | 4 |
| 6 | 23 | 20 | 21 | 0 | 30 | 0 | 4 |
| 7 | 25 | 22 | 22 | 0 | 31 | 0 | 4 |
| 8 | 26 | 23 | 24 | 1 | 32 | 0 | 4 |
| 9 | 28 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 29 | 25 | 26 | 3 | 33 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

5

0

17

0

4

2

14

12

12

0

24

0

4

3

18

15

16

0

27

0

4

4

20

17

17

0

28

0

4

5

22

19

20

0

29

0

4

6

23

20

21

0

30

0

4

7

25

22

22

0

31

0

4

8

26

23

24

1

32

0

4

9

28

24

25

2

32

0

4

10

29

25

26

3

33

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 10 | 13 | 20 | 5 | 0 | 0 |
| 2 | 44 | 18 | 17 | 23 | 12 | 0 | 0 |
| 3 | 49 | 20 | 19 | 27 | 16 | 0 | 0 |
| 4 | 50 | 21 | 21 | 32 | 17 | 0 | 0 |
| 5 | 53 | 23 | 22 | 35 | 20 | 0 | 0 |
| 6 | 55 | 24 | 23 | 39 | 21 | 0 | 0 |
| 7 | 56 | 26 | 25 | 40 | 22 | 0 | 0 |
| 8 | 56 | 28 | 26 | 42 | 24 | 0 | 0 |
| 9 | 53 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 52 | 27 | 26 | 42 | 26 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

26

10

13

20

5

0

0

2

44

18

17

23

12

0

0

3

49

20

19

27

16

0

0

4

50

21

21

32

17

0

0

5

53

23

22

35

20

0

0

6

55

24

23

39

21

0

0

7

56

26

25

40

22

0

0

8

56

28

26

42

24

0

0

9

53

29

26

42

25

0

0

10

52

27

26

42

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 | 18 | 0 | 9 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 9 | 0 | 0 | 9 |
| 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
| 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
| 6 | 3 | 43 | 0 | 9 | 0 | 0 | 10 |
| 7 | 3 | 45 | 0 | 9 | 0 | 0 | 10 |
| 8 | 7 | 43 | 0 | 9 | 0 | 0 | 10 |
| 9 | 5 | 40 | 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

18

0

9

0

0

9

3

1

30

0

9

0

0

9

4

2

38

0

9

0

0

10

5

2

40

0

9

0

0

10

6

3

43

0

9

0

0

10

7

3

45

0

9

0

0

10

8

7

43

0

9

0

0

10

9

5

40

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 | 5 | 0 | 6 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
| 8 | 0 | 12 | 0 | 8 | 16 | 0 | 4 |
| 9 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |
| 10 | 0 | 19 | 0 | 10 | 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

5

0

6

15

0

4

7

0

8

0

7

16

0

4

8

0

12

0

8

16

0

4

9

0

19

0

9

16

0

4

10

0

19

0

10

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 | 46 | 124 | 238 | 572 | 1 182 |
| 2 | 6 | 21 | 46 | 124 | 238 | 572 | 970 |
| 3 | 7 | 23 | 47 | 116 | 234 | 568 | 804 |
| 4 | 8 | 25 | 50 | 118 | 233 | 567 | 674 |
| 5 | 10 | 28 | 55 | 121 | 233 | 567 | 571 |
| 6 | 11 | 30 | 59 | 126 | 233 | 567 | 567 |
| 7 | 12 | 33 | 60 | 128 | 233 | 567 | 567 |
| 8 | 12 | 34 | 60 | 127 | 233 | 567 | 567 |
| 9 | 12 | 34 | 60 | 126 | 233 | 567 | 567 |
| 10 | 13 | 36 | 60 | 126 | 233 | 567 | 567 |
| 11 | 13 | 37 | 60 | 126 | 233 | 567 | 567 |
| 12 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 13 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 14 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 15 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 16 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 17 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 18 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 19 | 14 | 38 | 60 | 126 | 233 | 567 | 567 |
| 20 | 15 | 38 | 60 | 126 | 233 | 567 | 567 |
| 21 | 15 | 38 | 60 | 126 | 233 | 567 | 567 |
| 22 | 16 | 38 | 60 | 126 | 233 | 567 | 567 |
| 23 | 17 | 38 | 60 | 126 | 233 | 567 | 567 |
| 24 | 18 | 38 | 60 | 126 | 233 | 567 | 567 |
| 25 | 18 | 38 | 60 | 126 | 233 | 567 | 567 |
| 26 | 19 | 38 | 60 | 126 | 233 | 567 | 567 |
| 27 | 20 | 38 | 60 | 126 | 233 | 567 | 567 |
| 28 | 21 | 38 | 60 | 126 | 233 | 567 | 567 |
| 29 | 21 | 38 | 60 | 126 | 233 | 567 | 567 |
| 30 | 22 | 38 | 60 | 126 | 233 | 567 | 567 |

Duration (in years)

Credit quality step 0

Credit 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

46

124

238

572

1 182

2

6

21

46

124

238

572

970

3

7

23

47

116

234

568

804

4

8

25

50

118

233

567

674

5

10

28

55

121

233

567

571

6

11

30

59

126

233

567

567

7

12

33

60

128

233

567

567

8

12

34

60

127

233

567

567

9

12

34

60

126

233

567

567

10

13

36

60

126

233

567

567

11

13

37

60

126

233

567

567

12

14

38

60

126

233

567

567

13

14

38

60

126

233

567

567

14

14

38

60

126

233

567

567

15

14

38

60

126

233

567

567

16

14

38

60

126

233

567

567

17

14

38

60

126

233

567

567

18

14

38

60

126

233

567

567

19

14

38

60

126

233

567

567

20

15

38

60

126

233

567

567

21

15

38

60

126

233

567

567

22

16

38

60

126

233

567

567

23

17

38

60

126

233

567

567

24

18

38

60

126

233

567

567

25

18

38

60

126

233

567

567

26

19

38

60

126

233

567

567

27

20

38

60

126

233

567

567

28

21

38

60

126

233

567

567

29

21

38

60

126

233

567

567

30

22

38

60

126

233

567

567

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 | 11 | 26 | 51 | 129 | 243 | 577 | 1 212 |
| 2 | 13 | 28 | 53 | 131 | 245 | 579 | 997 |
| 3 | 14 | 30 | 55 | 124 | 241 | 575 | 826 |
| 4 | 16 | 33 | 57 | 126 | 240 | 574 | 692 |
| 5 | 17 | 35 | 62 | 128 | 240 | 574 | 587 |
| 6 | 17 | 37 | 65 | 132 | 239 | 573 | 573 |
| 7 | 18 | 39 | 66 | 134 | 238 | 573 | 573 |
| 8 | 17 | 39 | 65 | 132 | 238 | 572 | 572 |
| 9 | 17 | 39 | 65 | 131 | 238 | 572 | 572 |
| 10 | 17 | 40 | 65 | 130 | 237 | 571 | 571 |
| 11 | 17 | 41 | 64 | 129 | 237 | 571 | 571 |
| 12 | 17 | 41 | 64 | 129 | 236 | 570 | 570 |
| 13 | 17 | 41 | 63 | 128 | 235 | 570 | 570 |
| 14 | 17 | 41 | 63 | 128 | 235 | 569 | 569 |
| 15 | 16 | 40 | 62 | 127 | 235 | 569 | 569 |
| 16 | 16 | 40 | 61 | 127 | 234 | 568 | 568 |
| 17 | 15 | 39 | 61 | 127 | 234 | 568 | 568 |
| 18 | 15 | 39 | 61 | 126 | 234 | 568 | 568 |
| 19 | 15 | 39 | 61 | 126 | 234 | 568 | 568 |
| 20 | 16 | 40 | 62 | 127 | 234 | 568 | 568 |
| 21 | 16 | 40 | 62 | 127 | 234 | 568 | 568 |
| 22 | 17 | 40 | 62 | 127 | 235 | 569 | 569 |
| 23 | 18 | 40 | 62 | 128 | 235 | 569 | 569 |
| 24 | 18 | 41 | 62 | 128 | 235 | 569 | 569 |
| 25 | 19 | 41 | 62 | 128 | 235 | 569 | 569 |
| 26 | 19 | 41 | 62 | 128 | 235 | 569 | 569 |
| 27 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 28 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 29 | 21 | 41 | 62 | 128 | 235 | 569 | 569 |
| 30 | 22 | 41 | 62 | 128 | 235 | 569 | 569 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

26

51

129

243

577

1 212

2

13

28

53

131

245

579

997

3

14

30

55

124

241

575

826

4

16

33

57

126

240

574

692

5

17

35

62

128

240

574

587

6

17

37

65

132

239

573

573

7

18

39

66

134

238

573

573

8

17

39

65

132

238

572

572

9

17

39

65

131

238

572

572

10

17

40

65

130

237

571

571

11

17

41

64

129

237

571

571

12

17

41

64

129

236

570

570

13

17

41

63

128

235

570

570

14

17

41

63

128

235

569

569

15

16

40

62

127

235

569

569

16

16

40

61

127

234

568

568

17

15

39

61

127

234

568

568

18

15

39

61

126

234

568

568

19

15

39

61

126

234

568

568

20

16

40

62

127

234

568

568

21

16

40

62

127

234

568

568

22

17

40

62

127

235

569

569

23

18

40

62

128

235

569

569

24

18

41

62

128

235

569

569

25

19

41

62

128

235

569

569

26

19

41

62

128

235

569

569

27

21

41

62

128

235

569

569

28

21

41

62

128

235

569

569

29

21

41

62

128

235

569

569

30

22

41

62

128

235

569

569

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 | 46 | 124 | 237 | 572 | 1 181 |
| 2 | 6 | 21 | 46 | 124 | 237 | 572 | 969 |
| 3 | 7 | 23 | 47 | 116 | 234 | 568 | 803 |
| 4 | 8 | 25 | 50 | 118 | 233 | 567 | 673 |
| 5 | 9 | 28 | 55 | 121 | 232 | 567 | 571 |
| 6 | 11 | 30 | 58 | 126 | 232 | 567 | 567 |
| 7 | 12 | 33 | 60 | 128 | 232 | 567 | 567 |
| 8 | 12 | 33 | 60 | 127 | 232 | 567 | 567 |
| 9 | 12 | 34 | 60 | 126 | 232 | 567 | 567 |
| 10 | 13 | 35 | 60 | 125 | 232 | 567 | 567 |
| 11 | 13 | 36 | 60 | 125 | 232 | 567 | 567 |
| 12 | 14 | 37 | 60 | 125 | 232 | 567 | 567 |
| 13 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 14 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 15 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 16 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 17 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 18 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 19 | 14 | 38 | 60 | 125 | 232 | 567 | 567 |
| 20 | 15 | 38 | 60 | 125 | 232 | 567 | 567 |
| 21 | 15 | 38 | 60 | 125 | 232 | 567 | 567 |
| 22 | 16 | 38 | 60 | 125 | 232 | 567 | 567 |
| 23 | 17 | 38 | 60 | 125 | 232 | 567 | 567 |
| 24 | 18 | 38 | 60 | 125 | 232 | 567 | 567 |
| 25 | 18 | 38 | 60 | 125 | 232 | 567 | 567 |
| 26 | 19 | 38 | 60 | 125 | 232 | 567 | 567 |
| 27 | 20 | 38 | 60 | 125 | 232 | 567 | 567 |
| 28 | 21 | 38 | 60 | 125 | 232 | 567 | 567 |
| 29 | 21 | 38 | 60 | 125 | 232 | 567 | 567 |
| 30 | 22 | 38 | 60 | 125 | 232 | 567 | 567 |

Duration (in years)

Credit quality step 0

Credit 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

46

124

237

572

1 181

2

6

21

46

124

237

572

969

3

7

23

47

116

234

568

803

4

8

25

50

118

233

567

673

5

9

28

55

121

232

567

571

6

11

30

58

126

232

567

567

7

12

33

60

128

232

567

567

8

12

33

60

127

232

567

567

9

12

34

60

126

232

567

567

10

13

35

60

125

232

567

567

11

13

36

60

125

232

567

567

12

14

37

60

125

232

567

567

13

14

38

60

125

232

567

567

14

14

38

60

125

232

567

567

15

14

38

60

125

232

567

567

16

14

38

60

125

232

567

567

17

14

38

60

125

232

567

567

18

14

38

60

125

232

567

567

19

14

38

60

125

232

567

567

20

15

38

60

125

232

567

567

21

15

38

60

125

232

567

567

22

16

38

60

125

232

567

567

23

17

38

60

125

232

567

567

24

18

38

60

125

232

567

567

25

18

38

60

125

232

567

567

26

19

38

60

125

232

567

567

27

20

38

60

125

232

567

567

28

21

38

60

125

232

567

567

29

21

38

60

125

232

567

567

30

22

38

60

125

232

567

567

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 | 84 | 99 | 124 | 202 | 316 | 650 | 1 201 |
| 2 | 79 | 94 | 120 | 197 | 311 | 645 | 995 |
| 3 | 83 | 99 | 123 | 192 | 310 | 644 | 827 |
| 4 | 82 | 99 | 123 | 192 | 306 | 640 | 694 |
| 5 | 81 | 99 | 126 | 192 | 303 | 638 | 638 |
| 6 | 80 | 99 | 127 | 195 | 301 | 635 | 635 |
| 7 | 79 | 99 | 127 | 195 | 299 | 633 | 633 |
| 8 | 77 | 99 | 125 | 192 | 298 | 632 | 632 |
| 9 | 76 | 98 | 124 | 190 | 296 | 631 | 631 |
| 10 | 73 | 96 | 120 | 185 | 293 | 627 | 627 |
| 11 | 70 | 94 | 117 | 183 | 290 | 624 | 624 |
| 12 | 69 | 93 | 116 | 181 | 288 | 622 | 622 |
| 13 | 69 | 93 | 115 | 180 | 287 | 622 | 622 |
| 14 | 69 | 93 | 115 | 180 | 287 | 621 | 621 |
| 15 | 68 | 92 | 114 | 179 | 287 | 621 | 621 |
| 16 | 68 | 92 | 113 | 179 | 286 | 620 | 620 |
| 17 | 67 | 91 | 113 | 178 | 285 | 619 | 619 |
| 18 | 66 | 90 | 112 | 178 | 285 | 619 | 619 |
| 19 | 65 | 89 | 111 | 177 | 284 | 618 | 618 |
| 20 | 65 | 89 | 111 | 176 | 283 | 617 | 617 |
| 21 | 64 | 88 | 110 | 175 | 282 | 617 | 617 |
| 22 | 63 | 87 | 109 | 174 | 282 | 616 | 616 |
| 23 | 62 | 86 | 108 | 174 | 281 | 615 | 615 |
| 24 | 61 | 85 | 107 | 172 | 280 | 614 | 614 |
| 25 | 60 | 84 | 106 | 171 | 279 | 613 | 613 |
| 26 | 59 | 83 | 105 | 170 | 277 | 612 | 612 |
| 27 | 58 | 82 | 104 | 169 | 276 | 610 | 610 |
| 28 | 57 | 81 | 103 | 168 | 275 | 609 | 609 |
| 29 | 56 | 80 | 102 | 167 | 274 | 608 | 608 |
| 30 | 55 | 79 | 101 | 166 | 273 | 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

84

99

124

202

316

650

1 201

2

79

94

120

197

311

645

995

3

83

99

123

192

310

644

827

4

82

99

123

192

306

640

694

5

81

99

126

192

303

638

638

6

80

99

127

195

301

635

635

7

79

99

127

195

299

633

633

8

77

99

125

192

298

632

632

9

76

98

124

190

296

631

631

10

73

96

120

185

293

627

627

11

70

94

117

183

290

624

624

12

69

93

116

181

288

622

622

13

69

93

115

180

287

622

622

14

69

93

115

180

287

621

621

15

68

92

114

179

287

621

621

16

68

92

113

179

286

620

620

17

67

91

113

178

285

619

619

18

66

90

112

178

285

619

619

19

65

89

111

177

284

618

618

20

65

89

111

176

283

617

617

21

64

88

110

175

282

617

617

22

63

87

109

174

282

616

616

23

62

86

108

174

281

615

615

24

61

85

107

172

280

614

614

25

60

84

106

171

279

613

613

26

59

83

105

170

277

612

612

27

58

82

104

169

276

610

610

28

57

81

103

168

275

609

609

29

56

80

102

167

274

608

608

30

55

79

101

166

273

607

607

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 | 24 | 50 | 127 | 241 | 575 | 1 180 |
| 2 | 11 | 26 | 52 | 129 | 243 | 577 | 970 |
| 3 | 14 | 30 | 54 | 123 | 241 | 574 | 804 |
| 4 | 15 | 33 | 57 | 125 | 240 | 574 | 674 |
| 5 | 17 | 35 | 62 | 128 | 240 | 574 | 574 |
| 6 | 18 | 38 | 66 | 133 | 240 | 574 | 574 |
| 7 | 19 | 40 | 67 | 135 | 240 | 574 | 574 |
| 8 | 18 | 40 | 66 | 133 | 239 | 573 | 573 |
| 9 | 18 | 40 | 66 | 132 | 239 | 573 | 573 |
| 10 | 18 | 41 | 66 | 131 | 238 | 572 | 572 |
| 11 | 18 | 42 | 65 | 131 | 238 | 572 | 572 |
| 12 | 18 | 42 | 65 | 130 | 237 | 571 | 571 |
| 13 | 19 | 42 | 65 | 130 | 237 | 571 | 571 |
| 14 | 18 | 42 | 64 | 130 | 237 | 571 | 571 |
| 15 | 18 | 42 | 64 | 129 | 236 | 571 | 571 |
| 16 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 17 | 17 | 42 | 63 | 129 | 236 | 570 | 570 |
| 18 | 17 | 41 | 63 | 129 | 236 | 570 | 570 |
| 19 | 18 | 42 | 63 | 129 | 236 | 570 | 570 |
| 20 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 21 | 18 | 42 | 64 | 130 | 237 | 571 | 571 |
| 22 | 19 | 43 | 64 | 130 | 237 | 571 | 571 |
| 23 | 19 | 43 | 65 | 130 | 237 | 571 | 571 |
| 24 | 19 | 43 | 65 | 130 | 237 | 571 | 571 |
| 25 | 19 | 43 | 65 | 130 | 237 | 571 | 571 |
| 26 | 19 | 43 | 65 | 130 | 237 | 571 | 571 |
| 27 | 20 | 43 | 65 | 130 | 237 | 571 | 571 |
| 28 | 21 | 43 | 65 | 130 | 237 | 571 | 571 |
| 29 | 21 | 43 | 65 | 130 | 237 | 571 | 571 |
| 30 | 22 | 43 | 64 | 130 | 237 | 571 | 571 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

24

50

127

241

575

1 180

2

11

26

52

129

243

577

970

3

14

30

54

123

241

574

804

4

15

33

57

125

240

574

674

5

17

35

62

128

240

574

574

6

18

38

66

133

240

574

574

7

19

40

67

135

240

574

574

8

18

40

66

133

239

573

573

9

18

40

66

132

239

573

573

10

18

41

66

131

238

572

572

11

18

42

65

131

238

572

572

12

18

42

65

130

237

571

571

13

19

42

65

130

237

571

571

14

18

42

64

130

237

571

571

15

18

42

64

129

236

571

571

16

18

42

64

129

236

570

570

17

17

42

63

129

236

570

570

18

17

41

63

129

236

570

570

19

18

42

63

129

236

570

570

20

18

42

64

129

236

570

570

21

18

42

64

130

237

571

571

22

19

43

64

130

237

571

571

23

19

43

65

130

237

571

571

24

19

43

65

130

237

571

571

25

19

43

65

130

237

571

571

26

19

43

65

130

237

571

571

27

20

43

65

130

237

571

571

28

21

43

65

130

237

571

571

29

21

43

65

130

237

571

571

30

22

43

64

130

237

571

571

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 | 51 | 66 | 92 | 169 | 283 | 617 | 1 188 |
| 2 | 55 | 70 | 95 | 173 | 287 | 621 | 978 |
| 3 | 60 | 77 | 101 | 170 | 288 | 621 | 813 |
| 4 | 64 | 81 | 106 | 174 | 289 | 623 | 682 |
| 5 | 66 | 85 | 112 | 178 | 289 | 623 | 623 |
| 6 | 67 | 87 | 115 | 182 | 289 | 623 | 623 |
| 7 | 68 | 89 | 116 | 184 | 288 | 622 | 622 |
| 8 | 67 | 88 | 115 | 181 | 287 | 621 | 621 |
| 9 | 65 | 88 | 113 | 179 | 286 | 620 | 620 |
| 10 | 64 | 87 | 112 | 177 | 284 | 618 | 618 |
| 11 | 63 | 87 | 110 | 176 | 283 | 617 | 617 |
| 12 | 62 | 86 | 109 | 174 | 281 | 615 | 615 |
| 13 | 61 | 85 | 107 | 172 | 280 | 614 | 614 |
| 14 | 60 | 84 | 106 | 171 | 278 | 612 | 612 |
| 15 | 59 | 83 | 105 | 170 | 277 | 611 | 611 |
| 16 | 58 | 82 | 103 | 169 | 276 | 610 | 610 |
| 17 | 57 | 81 | 103 | 168 | 275 | 609 | 609 |
| 18 | 56 | 80 | 102 | 167 | 274 | 608 | 608 |
| 19 | 55 | 79 | 101 | 166 | 273 | 608 | 608 |
| 20 | 54 | 79 | 100 | 166 | 273 | 607 | 607 |
| 21 | 54 | 78 | 100 | 165 | 272 | 606 | 606 |
| 22 | 53 | 77 | 99 | 164 | 271 | 605 | 605 |
| 23 | 52 | 76 | 98 | 163 | 271 | 605 | 605 |
| 24 | 51 | 75 | 97 | 163 | 270 | 604 | 604 |
| 25 | 51 | 75 | 96 | 162 | 269 | 603 | 603 |
| 26 | 50 | 74 | 96 | 161 | 268 | 602 | 602 |
| 27 | 49 | 73 | 95 | 160 | 267 | 601 | 601 |
| 28 | 48 | 72 | 94 | 159 | 266 | 600 | 600 |
| 29 | 47 | 71 | 93 | 158 | 265 | 600 | 600 |
| 30 | 46 | 70 | 92 | 157 | 265 | 599 | 599 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

66

92

169

283

617

1 188

2

55

70

95

173

287

621

978

3

60

77

101

170

288

621

813

4

64

81

106

174

289

623

682

5

66

85

112

178

289

623

623

6

67

87

115

182

289

623

623

7

68

89

116

184

288

622

622

8

67

88

115

181

287

621

621

9

65

88

113

179

286

620

620

10

64

87

112

177

284

618

618

11

63

87

110

176

283

617

617

12

62

86

109

174

281

615

615

13

61

85

107

172

280

614

614

14

60

84

106

171

278

612

612

15

59

83

105

170

277

611

611

16

58

82

103

169

276

610

610

17

57

81

103

168

275

609

609

18

56

80

102

167

274

608

608

19

55

79

101

166

273

608

608

20

54

79

100

166

273

607

607

21

54

78

100

165

272

606

606

22

53

77

99

164

271

605

605

23

52

76

98

163

271

605

605

24

51

75

97

163

270

604

604

25

51

75

96

162

269

603

603

26

50

74

96

161

268

602

602

27

49

73

95

160

267

601

601

28

48

72

94

159

266

600

600

29

47

71

93

158

265

600

600

30

46

70

92

157

265

599

599

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 | 45 | 123 | 237 | 571 | 1 181 |
| 2 | 5 | 20 | 45 | 123 | 237 | 571 | 969 |
| 3 | 6 | 22 | 46 | 115 | 233 | 567 | 803 |
| 4 | 7 | 25 | 49 | 117 | 232 | 566 | 673 |
| 5 | 9 | 27 | 54 | 120 | 232 | 566 | 571 |
| 6 | 10 | 30 | 58 | 125 | 232 | 566 | 566 |
| 7 | 11 | 32 | 60 | 127 | 232 | 566 | 566 |
| 8 | 11 | 33 | 59 | 126 | 232 | 566 | 566 |
| 9 | 11 | 33 | 59 | 125 | 232 | 566 | 566 |
| 10 | 12 | 35 | 59 | 125 | 232 | 566 | 566 |
| 11 | 12 | 36 | 59 | 125 | 232 | 566 | 566 |
| 12 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 13 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 14 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 15 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 16 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 17 | 13 | 37 | 59 | 125 | 232 | 566 | 566 |
| 18 | 14 | 37 | 59 | 125 | 232 | 566 | 566 |
| 19 | 14 | 37 | 59 | 125 | 232 | 566 | 566 |
| 20 | 15 | 37 | 59 | 125 | 232 | 566 | 566 |
| 21 | 15 | 37 | 59 | 125 | 232 | 566 | 566 |
| 22 | 16 | 37 | 59 | 125 | 232 | 566 | 566 |
| 23 | 17 | 37 | 59 | 125 | 232 | 566 | 566 |
| 24 | 18 | 38 | 59 | 125 | 232 | 566 | 566 |
| 25 | 18 | 38 | 59 | 125 | 232 | 566 | 566 |
| 26 | 19 | 38 | 59 | 125 | 232 | 566 | 566 |
| 27 | 20 | 38 | 59 | 125 | 232 | 566 | 566 |
| 28 | 21 | 38 | 59 | 125 | 232 | 566 | 566 |
| 29 | 21 | 38 | 59 | 125 | 232 | 566 | 566 |
| 30 | 22 | 38 | 59 | 125 | 232 | 566 | 566 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

45

123

237

571

1 181

2

5

20

45

123

237

571

969

3

6

22

46

115

233

567

803

4

7

25

49

117

232

566

673

5

9

27

54

120

232

566

571

6

10

30

58

125

232

566

566

7

11

32

60

127

232

566

566

8

11

33

59

126

232

566

566

9

11

33

59

125

232

566

566

10

12

35

59

125

232

566

566

11

12

36

59

125

232

566

566

12

13

37

59

125

232

566

566

13

13

37

59

125

232

566

566

14

13

37

59

125

232

566

566

15

13

37

59

125

232

566

566

16

13

37

59

125

232

566

566

17

13

37

59

125

232

566

566

18

14

37

59

125

232

566

566

19

14

37

59

125

232

566

566

20

15

37

59

125

232

566

566

21

15

37

59

125

232

566

566

22

16

37

59

125

232

566

566

23

17

37

59

125

232

566

566

24

18

38

59

125

232

566

566

25

18

38

59

125

232

566

566

26

19

38

59

125

232

566

566

27

20

38

59

125

232

566

566

28

21

38

59

125

232

566

566

29

21

38

59

125

232

566

566

30

22

38

59

125

232

566

566

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 | 156 | 256 | 590 | 1 203 |
| 2 | 7 | 25 | 57 | 156 | 256 | 590 | 988 |
| 3 | 8 | 27 | 56 | 140 | 252 | 586 | 819 |
| 4 | 10 | 29 | 58 | 129 | 250 | 584 | 686 |
| 5 | 11 | 31 | 59 | 117 | 249 | 583 | 583 |
| 6 | 14 | 34 | 62 | 109 | 248 | 582 | 582 |
| 7 | 15 | 37 | 62 | 101 | 246 | 580 | 580 |
| 8 | 16 | 38 | 61 | 93 | 245 | 579 | 579 |
| 9 | 19 | 45 | 64 | 87 | 244 | 578 | 578 |
| 10 | 18 | 45 | 62 | 84 | 243 | 577 | 577 |
| 11 | 17 | 44 | 60 | 83 | 243 | 577 | 577 |
| 12 | 17 | 43 | 61 | 84 | 242 | 576 | 576 |
| 13 | 17 | 44 | 61 | 84 | 241 | 575 | 575 |
| 14 | 17 | 44 | 61 | 84 | 240 | 574 | 574 |
| 15 | 17 | 44 | 61 | 84 | 239 | 573 | 573 |
| 16 | 17 | 44 | 61 | 84 | 238 | 572 | 572 |
| 17 | 17 | 44 | 61 | 84 | 237 | 571 | 571 |
| 18 | 17 | 44 | 61 | 84 | 236 | 571 | 571 |
| 19 | 17 | 44 | 61 | 84 | 236 | 570 | 570 |
| 20 | 17 | 44 | 61 | 84 | 237 | 571 | 571 |
| 21 | 17 | 44 | 61 | 84 | 237 | 571 | 571 |
| 22 | 17 | 44 | 61 | 84 | 237 | 571 | 571 |
| 23 | 18 | 44 | 61 | 84 | 236 | 571 | 571 |
| 24 | 18 | 44 | 61 | 84 | 236 | 570 | 570 |
| 25 | 18 | 44 | 61 | 84 | 235 | 569 | 569 |
| 26 | 19 | 44 | 61 | 84 | 235 | 569 | 569 |
| 27 | 20 | 44 | 61 | 84 | 235 | 569 | 569 |
| 28 | 21 | 44 | 61 | 84 | 234 | 568 | 568 |
| 29 | 21 | 44 | 61 | 84 | 234 | 568 | 568 |
| 30 | 22 | 44 | 61 | 84 | 233 | 567 | 567 |

Duration (in years)

Credit quality step 0

Credit 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

156

256

590

1 203

2

7

25

57

156

256

590

988

3

8

27

56

140

252

586

819

4

10

29

58

129

250

584

686

5

11

31

59

117

249

583

583

6

14

34

62

109

248

582

582

7

15

37

62

101

246

580

580

8

16

38

61

93

245

579

579

9

19

45

64

87

244

578

578

10

18

45

62

84

243

577

577

11

17

44

60

83

243

577

577

12

17

43

61

84

242

576

576

13

17

44

61

84

241

575

575

14

17

44

61

84

240

574

574

15

17

44

61

84

239

573

573

16

17

44

61

84

238

572

572

17

17

44

61

84

237

571

571

18

17

44

61

84

236

571

571

19

17

44

61

84

236

570

570

20

17

44

61

84

237

571

571

21

17

44

61

84

237

571

571

22

17

44

61

84

237

571

571

23

18

44

61

84

236

571

571

24

18

44

61

84

236

570

570

25

18

44

61

84

235

569

569

26

19

44

61

84

235

569

569

27

20

44

61

84

235

569

569

28

21

44

61

84

234

568

568

29

21

44

61

84

234

568

568

30

22

44

61

84

233

567

567

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 | 101 | 127 | 205 | 318 | 653 | 1 254 |
| 2 | 84 | 99 | 125 | 202 | 316 | 650 | 1 035 |
| 3 | 83 | 99 | 124 | 193 | 310 | 644 | 860 |
| 4 | 82 | 99 | 124 | 192 | 307 | 641 | 722 |
| 5 | 81 | 99 | 126 | 192 | 304 | 638 | 638 |
| 6 | 80 | 99 | 128 | 195 | 301 | 636 | 636 |
| 7 | 78 | 99 | 127 | 194 | 299 | 633 | 633 |
| 8 | 76 | 97 | 124 | 190 | 296 | 630 | 630 |
| 9 | 73 | 95 | 121 | 187 | 294 | 628 | 628 |
| 10 | 72 | 95 | 119 | 185 | 292 | 626 | 626 |
| 11 | 71 | 94 | 118 | 183 | 290 | 624 | 624 |
| 12 | 70 | 93 | 116 | 181 | 289 | 623 | 623 |
| 13 | 68 | 92 | 115 | 180 | 287 | 621 | 621 |
| 14 | 67 | 91 | 113 | 178 | 285 | 619 | 619 |
| 15 | 66 | 90 | 112 | 177 | 284 | 618 | 618 |
| 16 | 64 | 88 | 110 | 176 | 283 | 617 | 617 |
| 17 | 63 | 87 | 109 | 174 | 282 | 616 | 616 |
| 18 | 62 | 86 | 108 | 174 | 281 | 615 | 615 |
| 19 | 61 | 85 | 107 | 173 | 280 | 614 | 614 |
| 20 | 61 | 85 | 107 | 172 | 279 | 613 | 613 |
| 21 | 60 | 84 | 106 | 171 | 278 | 612 | 612 |
| 22 | 59 | 83 | 105 | 170 | 277 | 611 | 611 |
| 23 | 58 | 82 | 104 | 169 | 276 | 610 | 610 |
| 24 | 57 | 81 | 103 | 168 | 275 | 609 | 609 |
| 25 | 56 | 80 | 102 | 167 | 274 | 608 | 608 |
| 26 | 55 | 79 | 101 | 166 | 273 | 607 | 607 |
| 27 | 54 | 78 | 100 | 165 | 272 | 606 | 606 |
| 28 | 53 | 77 | 99 | 164 | 271 | 605 | 605 |
| 29 | 52 | 76 | 98 | 163 | 270 | 604 | 604 |
| 30 | 51 | 75 | 97 | 162 | 269 | 603 | 603 |

Duration (in years)

Credit quality step 0

Credit 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

101

127

205

318

653

1 254

2

84

99

125

202

316

650

1 035

3

83

99

124

193

310

644

860

4

82

99

124

192

307

641

722

5

81

99

126

192

304

638

638

6

80

99

128

195

301

636

636

7

78

99

127

194

299

633

633

8

76

97

124

190

296

630

630

9

73

95

121

187

294

628

628

10

72

95

119

185

292

626

626

11

71

94

118

183

290

624

624

12

70

93

116

181

289

623

623

13

68

92

115

180

287

621

621

14

67

91

113

178

285

619

619

15

66

90

112

177

284

618

618

16

64

88

110

176

283

617

617

17

63

87

109

174

282

616

616

18

62

86

108

174

281

615

615

19

61

85

107

173

280

614

614

20

61

85

107

172

279

613

613

21

60

84

106

171

278

612

612

22

59

83

105

170

277

611

611

23

58

82

104

169

276

610

610

24

57

81

103

168

275

609

609

25

56

80

102

167

274

608

608

26

55

79

101

166

273

607

607

27

54

78

100

165

272

606

606

28

53

77

99

164

271

605

605

29

52

76

98

163

270

604

604

30

51

75

97

162

269

603

603

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 | 100 | 178 | 292 | 626 | 1 211 |
| 2 | 59 | 73 | 99 | 177 | 290 | 624 | 996 |
| 3 | 58 | 75 | 99 | 168 | 285 | 619 | 828 |
| 4 | 58 | 76 | 100 | 169 | 283 | 617 | 695 |
| 5 | 58 | 76 | 103 | 169 | 281 | 615 | 615 |
| 6 | 57 | 77 | 105 | 172 | 279 | 613 | 613 |
| 7 | 57 | 77 | 105 | 173 | 277 | 611 | 611 |
| 8 | 55 | 76 | 103 | 170 | 276 | 610 | 610 |
| 9 | 53 | 76 | 101 | 167 | 274 | 608 | 608 |
| 10 | 53 | 76 | 100 | 166 | 273 | 607 | 607 |
| 11 | 52 | 76 | 99 | 164 | 272 | 606 | 606 |
| 12 | 52 | 76 | 98 | 164 | 271 | 605 | 605 |
| 13 | 52 | 75 | 98 | 163 | 270 | 604 | 604 |
| 14 | 51 | 75 | 97 | 162 | 269 | 603 | 603 |
| 15 | 50 | 74 | 96 | 162 | 269 | 603 | 603 |
| 16 | 49 | 73 | 95 | 160 | 268 | 602 | 602 |
| 17 | 49 | 73 | 95 | 160 | 267 | 601 | 601 |
| 18 | 48 | 72 | 94 | 159 | 266 | 600 | 600 |
| 19 | 47 | 71 | 93 | 159 | 266 | 600 | 600 |
| 20 | 47 | 71 | 93 | 158 | 266 | 600 | 600 |
| 21 | 47 | 71 | 93 | 158 | 265 | 599 | 599 |
| 22 | 47 | 71 | 92 | 158 | 265 | 599 | 599 |
| 23 | 46 | 70 | 92 | 157 | 264 | 598 | 598 |
| 24 | 45 | 69 | 91 | 157 | 264 | 598 | 598 |
| 25 | 45 | 69 | 91 | 156 | 263 | 597 | 597 |
| 26 | 44 | 68 | 90 | 155 | 262 | 596 | 596 |
| 27 | 43 | 67 | 89 | 155 | 262 | 596 | 596 |
| 28 | 43 | 67 | 89 | 154 | 261 | 595 | 595 |
| 29 | 42 | 66 | 88 | 153 | 260 | 594 | 594 |
| 30 | 41 | 65 | 87 | 153 | 260 | 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

60

75

100

178

292

626

1 211

2

59

73

99

177

290

624

996

3

58

75

99

168

285

619

828

4

58

76

100

169

283

617

695

5

58

76

103

169

281

615

615

6

57

77

105

172

279

613

613

7

57

77

105

173

277

611

611

8

55

76

103

170

276

610

610

9

53

76

101

167

274

608

608

10

53

76

100

166

273

607

607

11

52

76

99

164

272

606

606

12

52

76

98

164

271

605

605

13

52

75

98

163

270

604

604

14

51

75

97

162

269

603

603

15

50

74

96

162

269

603

603

16

49

73

95

160

268

602

602

17

49

73

95

160

267

601

601

18

48

72

94

159

266

600

600

19

47

71

93

159

266

600

600

20

47

71

93

158

266

600

600

21

47

71

93

158

265

599

599

22

47

71

92

158

265

599

599

23

46

70

92

157

264

598

598

24

45

69

91

157

264

598

598

25

45

69

91

156

263

597

597

26

44

68

90

155

262

596

596

27

43

67

89

155

262

596

596

28

43

67

89

154

261

595

595

29

42

66

88

153

260

594

594

30

41

65

87

153

260

594

594

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 45 | 71 | 149 | 262 | 596 | 1 209 |
| 2 | 31 | 46 | 72 | 149 | 263 | 597 | 994 |
| 3 | 31 | 47 | 72 | 141 | 258 | 592 | 824 |
| 4 | 32 | 49 | 73 | 142 | 256 | 590 | 691 |
| 5 | 32 | 51 | 78 | 144 | 255 | 589 | 589 |
| 6 | 33 | 52 | 80 | 148 | 254 | 588 | 588 |
| 7 | 33 | 54 | 81 | 149 | 253 | 588 | 588 |
| 8 | 32 | 54 | 80 | 147 | 253 | 587 | 587 |
| 9 | 31 | 54 | 79 | 145 | 252 | 586 | 586 |
| 10 | 31 | 54 | 79 | 144 | 251 | 585 | 585 |
| 11 | 31 | 55 | 78 | 143 | 250 | 585 | 585 |
| 12 | 31 | 55 | 77 | 143 | 250 | 584 | 584 |
| 13 | 30 | 54 | 76 | 142 | 249 | 583 | 583 |
| 14 | 30 | 54 | 76 | 141 | 248 | 582 | 582 |
| 15 | 29 | 53 | 75 | 140 | 247 | 582 | 582 |
| 16 | 28 | 52 | 74 | 139 | 246 | 581 | 581 |
| 17 | 28 | 52 | 74 | 139 | 246 | 580 | 580 |
| 18 | 27 | 51 | 73 | 138 | 246 | 580 | 580 |
| 19 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 20 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 21 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 22 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 23 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 24 | 27 | 51 | 73 | 138 | 245 | 579 | 579 |
| 25 | 26 | 51 | 72 | 138 | 245 | 579 | 579 |
| 26 | 26 | 50 | 72 | 137 | 245 | 579 | 579 |
| 27 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 28 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 29 | 25 | 50 | 71 | 137 | 244 | 578 | 578 |
| 30 | 25 | 49 | 71 | 136 | 243 | 578 | 578 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

45

71

149

262

596

1 209

2

31

46

72

149

263

597

994

3

31

47

72

141

258

592

824

4

32

49

73

142

256

590

691

5

32

51

78

144

255

589

589

6

33

52

80

148

254

588

588

7

33

54

81

149

253

588

588

8

32

54

80

147

253

587

587

9

31

54

79

145

252

586

586

10

31

54

79

144

251

585

585

11

31

55

78

143

250

585

585

12

31

55

77

143

250

584

584

13

30

54

76

142

249

583

583

14

30

54

76

141

248

582

582

15

29

53

75

140

247

582

582

16

28

52

74

139

246

581

581

17

28

52

74

139

246

580

580

18

27

51

73

138

246

580

580

19

27

51

73

138

245

579

579

20

27

51

73

138

245

579

579

21

27

51

73

138

245

579

579

22

27

51

73

138

245

579

579

23

27

51

73

138

245

579

579

24

27

51

73

138

245

579

579

25

26

51

72

138

245

579

579

26

26

50

72

137

245

579

579

27

26

50

72

137

244

578

578

28

26

50

72

137

244

578

578

29

25

50

71

137

244

578

578

30

25

49

71

136

243

578

578

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 | 104 | 217 | 552 | 1 174 |
| 2 | 1 | 5 | 27 | 105 | 218 | 552 | 964 |
| 3 | 2 | 5 | 28 | 97 | 215 | 549 | 799 |
| 4 | 3 | 6 | 31 | 99 | 214 | 548 | 670 |
| 5 | 4 | 9 | 36 | 102 | 214 | 548 | 568 |
| 6 | 4 | 11 | 40 | 107 | 214 | 548 | 548 |
| 7 | 5 | 14 | 41 | 109 | 213 | 548 | 548 |
| 8 | 6 | 14 | 41 | 108 | 213 | 548 | 548 |
| 9 | 7 | 15 | 41 | 107 | 213 | 548 | 548 |
| 10 | 8 | 16 | 41 | 106 | 213 | 547 | 547 |
| 11 | 8 | 19 | 42 | 107 | 215 | 549 | 549 |
| 12 | 9 | 18 | 41 | 106 | 213 | 547 | 547 |
| 13 | 10 | 20 | 42 | 107 | 214 | 548 | 548 |
| 14 | 11 | 20 | 42 | 107 | 214 | 548 | 548 |
| 15 | 11 | 18 | 40 | 106 | 213 | 547 | 547 |
| 16 | 12 | 17 | 39 | 105 | 212 | 546 | 546 |
| 17 | 12 | 17 | 39 | 105 | 212 | 546 | 546 |
| 18 | 14 | 17 | 39 | 105 | 212 | 546 | 546 |
| 19 | 14 | 19 | 40 | 105 | 212 | 546 | 546 |
| 20 | 15 | 19 | 40 | 106 | 213 | 547 | 547 |
| 21 | 15 | 20 | 41 | 106 | 213 | 547 | 547 |
| 22 | 16 | 20 | 41 | 106 | 213 | 547 | 547 |
| 23 | 17 | 22 | 41 | 106 | 213 | 547 | 547 |
| 24 | 18 | 22 | 41 | 106 | 213 | 547 | 547 |
| 25 | 18 | 23 | 42 | 106 | 213 | 547 | 547 |
| 26 | 19 | 23 | 43 | 106 | 213 | 547 | 547 |
| 27 | 19 | 25 | 45 | 106 | 213 | 547 | 547 |
| 28 | 21 | 25 | 46 | 106 | 213 | 547 | 547 |
| 29 | 21 | 26 | 47 | 106 | 213 | 547 | 547 |
| 30 | 22 | 27 | 48 | 106 | 213 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

26

104

217

552

1 174

2

1

5

27

105

218

552

964

3

2

5

28

97

215

549

799

4

3

6

31

99

214

548

670

5

4

9

36

102

214

548

568

6

4

11

40

107

214

548

548

7

5

14

41

109

213

548

548

8

6

14

41

108

213

548

548

9

7

15

41

107

213

548

548

10

8

16

41

106

213

547

547

11

8

19

42

107

215

549

549

12

9

18

41

106

213

547

547

13

10

20

42

107

214

548

548

14

11

20

42

107

214

548

548

15

11

18

40

106

213

547

547

16

12

17

39

105

212

546

546

17

12

17

39

105

212

546

546

18

14

17

39

105

212

546

546

19

14

19

40

105

212

546

546

20

15

19

40

106

213

547

547

21

15

20

41

106

213

547

547

22

16

20

41

106

213

547

547

23

17

22

41

106

213

547

547

24

18

22

41

106

213

547

547

25

18

23

42

106

213

547

547

26

19

23

43

106

213

547

547

27

19

25

45

106

213

547

547

28

21

25

46

106

213

547

547

29

21

26

47

106

213

547

547

30

22

27

48

106

213

547

547

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 | 165 | 279 | 613 | 1 225 |
| 2 | 47 | 62 | 88 | 165 | 279 | 613 | 1 005 |
| 3 | 48 | 64 | 88 | 157 | 275 | 609 | 832 |
| 4 | 48 | 65 | 90 | 158 | 273 | 607 | 697 |
| 5 | 49 | 67 | 94 | 160 | 272 | 606 | 606 |
| 6 | 49 | 68 | 96 | 164 | 270 | 604 | 604 |
| 7 | 49 | 70 | 97 | 165 | 269 | 603 | 603 |
| 8 | 48 | 69 | 96 | 162 | 268 | 602 | 602 |
| 9 | 47 | 69 | 94 | 160 | 267 | 601 | 601 |
| 10 | 46 | 69 | 94 | 159 | 266 | 600 | 600 |
| 11 | 46 | 69 | 93 | 158 | 265 | 599 | 599 |
| 12 | 46 | 69 | 92 | 157 | 265 | 599 | 599 |
| 13 | 45 | 69 | 91 | 157 | 264 | 598 | 598 |
| 14 | 45 | 69 | 91 | 156 | 263 | 597 | 597 |
| 15 | 44 | 68 | 90 | 155 | 262 | 597 | 597 |
| 16 | 43 | 67 | 89 | 154 | 261 | 596 | 596 |
| 17 | 43 | 67 | 89 | 154 | 261 | 595 | 595 |
| 18 | 42 | 66 | 88 | 153 | 260 | 594 | 594 |
| 19 | 42 | 66 | 88 | 153 | 260 | 594 | 594 |
| 20 | 41 | 65 | 87 | 153 | 260 | 594 | 594 |
| 21 | 41 | 65 | 87 | 152 | 260 | 594 | 594 |
| 22 | 41 | 65 | 87 | 152 | 259 | 593 | 593 |
| 23 | 40 | 64 | 86 | 152 | 259 | 593 | 593 |
| 24 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 25 | 39 | 63 | 85 | 150 | 258 | 592 | 592 |
| 26 | 39 | 63 | 85 | 150 | 257 | 591 | 591 |
| 27 | 38 | 62 | 84 | 149 | 256 | 590 | 590 |
| 28 | 37 | 61 | 83 | 149 | 256 | 590 | 590 |
| 29 | 37 | 61 | 83 | 148 | 255 | 589 | 589 |
| 30 | 36 | 60 | 82 | 147 | 254 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit 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

165

279

613

1 225

2

47

62

88

165

279

613

1 005

3

48

64

88

157

275

609

832

4

48

65

90

158

273

607

697

5

49

67

94

160

272

606

606

6

49

68

96

164

270

604

604

7

49

70

97

165

269

603

603

8

48

69

96

162

268

602

602

9

47

69

94

160

267

601

601

10

46

69

94

159

266

600

600

11

46

69

93

158

265

599

599

12

46

69

92

157

265

599

599

13

45

69

91

157

264

598

598

14

45

69

91

156

263

597

597

15

44

68

90

155

262

597

597

16

43

67

89

154

261

596

596

17

43

67

89

154

261

595

595

18

42

66

88

153

260

594

594

19

42

66

88

153

260

594

594

20

41

65

87

153

260

594

594

21

41

65

87

152

260

594

594

22

41

65

87

152

259

593

593

23

40

64

86

152

259

593

593

24

40

64

86

151

258

592

592

25

39

63

85

150

258

592

592

26

39

63

85

150

257

591

591

27

38

62

84

149

256

590

590

28

37

61

83

149

256

590

590

29

37

61

83

148

255

589

589

30

36

60

82

147

254

589

589

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 | 133 | 247 | 581 | 1 212 |
| 2 | 19 | 34 | 60 | 137 | 251 | 585 | 997 |
| 3 | 24 | 40 | 64 | 133 | 251 | 584 | 827 |
| 4 | 27 | 45 | 69 | 137 | 252 | 586 | 693 |
| 5 | 30 | 49 | 76 | 142 | 253 | 587 | 588 |
| 6 | 29 | 49 | 77 | 144 | 251 | 585 | 585 |
| 7 | 34 | 55 | 83 | 151 | 255 | 589 | 589 |
| 8 | 33 | 54 | 81 | 148 | 253 | 588 | 588 |
| 9 | 34 | 56 | 82 | 147 | 254 | 588 | 588 |
| 10 | 36 | 59 | 83 | 149 | 256 | 590 | 590 |
| 11 | 38 | 61 | 84 | 150 | 257 | 591 | 591 |
| 12 | 39 | 62 | 85 | 150 | 258 | 592 | 592 |
| 13 | 40 | 63 | 86 | 151 | 258 | 592 | 592 |
| 14 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 15 | 40 | 64 | 86 | 151 | 258 | 593 | 593 |
| 16 | 40 | 64 | 85 | 151 | 258 | 592 | 592 |
| 17 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 18 | 39 | 63 | 85 | 150 | 257 | 591 | 591 |
| 19 | 38 | 62 | 84 | 150 | 257 | 591 | 591 |
| 20 | 38 | 62 | 84 | 150 | 257 | 591 | 591 |
| 21 | 38 | 62 | 84 | 150 | 257 | 591 | 591 |
| 22 | 38 | 62 | 84 | 149 | 256 | 591 | 591 |
| 23 | 38 | 62 | 84 | 149 | 256 | 590 | 590 |
| 24 | 37 | 61 | 83 | 149 | 256 | 590 | 590 |
| 25 | 37 | 61 | 83 | 148 | 255 | 589 | 589 |
| 26 | 36 | 61 | 82 | 148 | 255 | 589 | 589 |
| 27 | 36 | 60 | 82 | 147 | 254 | 588 | 588 |
| 28 | 35 | 60 | 81 | 147 | 254 | 588 | 588 |
| 29 | 35 | 59 | 81 | 146 | 253 | 587 | 587 |
| 30 | 34 | 59 | 80 | 146 | 253 | 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

15

30

56

133

247

581

1 212

2

19

34

60

137

251

585

997

3

24

40

64

133

251

584

827

4

27

45

69

137

252

586

693

5

30

49

76

142

253

587

588

6

29

49

77

144

251

585

585

7

34

55

83

151

255

589

589

8

33

54

81

148

253

588

588

9

34

56

82

147

254

588

588

10

36

59

83

149

256

590

590

11

38

61

84

150

257

591

591

12

39

62

85

150

258

592

592

13

40

63

86

151

258

592

592

14

40

64

86

151

258

592

592

15

40

64

86

151

258

593

593

16

40

64

85

151

258

592

592

17

40

64

86

151

258

592

592

18

39

63

85

150

257

591

591

19

38

62

84

150

257

591

591

20

38

62

84

150

257

591

591

21

38

62

84

150

257

591

591

22

38

62

84

149

256

591

591

23

38

62

84

149

256

590

590

24

37

61

83

149

256

590

590

25

37

61

83

148

255

589

589

26

36

61

82

148

255

589

589

27

36

60

82

147

254

588

588

28

35

60

81

147

254

588

588

29

35

59

81

146

253

587

587

30

34

59

80

146

253

587

587

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 | 132 | 246 | 580 | 1 222 |
| 2 | 15 | 30 | 56 | 133 | 247 | 581 | 1 005 |
| 3 | 18 | 34 | 58 | 127 | 245 | 578 | 833 |
| 4 | 19 | 36 | 61 | 129 | 244 | 578 | 698 |
| 5 | 21 | 39 | 66 | 132 | 244 | 578 | 591 |
| 6 | 22 | 42 | 70 | 137 | 244 | 578 | 578 |
| 7 | 23 | 44 | 72 | 139 | 244 | 578 | 578 |
| 8 | 23 | 45 | 71 | 138 | 244 | 578 | 578 |
| 9 | 23 | 46 | 71 | 137 | 244 | 578 | 578 |
| 10 | 24 | 47 | 71 | 137 | 244 | 578 | 578 |
| 11 | 25 | 48 | 72 | 137 | 244 | 578 | 578 |
| 12 | 26 | 49 | 72 | 137 | 244 | 578 | 578 |
| 13 | 26 | 50 | 72 | 137 | 244 | 579 | 579 |
| 14 | 26 | 50 | 72 | 137 | 245 | 579 | 579 |
| 15 | 26 | 50 | 72 | 138 | 245 | 579 | 579 |
| 16 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 17 | 26 | 50 | 72 | 137 | 244 | 579 | 579 |
| 18 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 19 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 20 | 26 | 50 | 72 | 137 | 245 | 579 | 579 |
| 21 | 26 | 50 | 72 | 137 | 245 | 579 | 579 |
| 22 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 23 | 26 | 50 | 72 | 137 | 244 | 578 | 578 |
| 24 | 25 | 49 | 71 | 137 | 244 | 578 | 578 |
| 25 | 25 | 49 | 71 | 136 | 243 | 577 | 577 |
| 26 | 25 | 49 | 71 | 136 | 243 | 577 | 577 |
| 27 | 24 | 48 | 70 | 135 | 243 | 577 | 577 |
| 28 | 24 | 48 | 70 | 135 | 242 | 576 | 576 |
| 29 | 24 | 48 | 70 | 135 | 242 | 576 | 576 |
| 30 | 23 | 47 | 69 | 134 | 242 | 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

14

29

55

132

246

580

1 222

2

15

30

56

133

247

581

1 005

3

18

34

58

127

245

578

833

4

19

36

61

129

244

578

698

5

21

39

66

132

244

578

591

6

22

42

70

137

244

578

578

7

23

44

72

139

244

578

578

8

23

45

71

138

244

578

578

9

23

46

71

137

244

578

578

10

24

47

71

137

244

578

578

11

25

48

72

137

244

578

578

12

26

49

72

137

244

578

578

13

26

50

72

137

244

579

579

14

26

50

72

137

245

579

579

15

26

50

72

138

245

579

579

16

26

50

72

137

244

578

578

17

26

50

72

137

244

579

579

18

26

50

72

137

244

578

578

19

26

50

72

137

244

578

578

20

26

50

72

137

245

579

579

21

26

50

72

137

245

579

579

22

26

50

72

137

244

578

578

23

26

50

72

137

244

578

578

24

25

49

71

137

244

578

578

25

25

49

71

136

243

577

577

26

25

49

71

136

243

577

577

27

24

48

70

135

243

577

577

28

24

48

70

135

242

576

576

29

24

48

70

135

242

576

576

30

23

47

69

134

242

576

576

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 | 90 | 168 | 282 | 616 | 1 237 |
| 2 | 53 | 68 | 93 | 171 | 285 | 619 | 1 021 |
| 3 | 57 | 73 | 97 | 166 | 284 | 618 | 848 |
| 4 | 59 | 76 | 101 | 169 | 284 | 618 | 711 |
| 5 | 61 | 79 | 106 | 172 | 284 | 618 | 618 |
| 6 | 63 | 82 | 110 | 178 | 284 | 618 | 618 |
| 7 | 64 | 84 | 112 | 180 | 284 | 618 | 618 |
| 8 | 63 | 84 | 111 | 178 | 284 | 618 | 618 |
| 9 | 63 | 85 | 111 | 176 | 283 | 617 | 617 |
| 10 | 63 | 86 | 111 | 176 | 283 | 617 | 617 |
| 11 | 63 | 87 | 110 | 176 | 283 | 617 | 617 |
| 12 | 63 | 87 | 110 | 175 | 282 | 616 | 616 |
| 13 | 63 | 87 | 109 | 174 | 281 | 615 | 615 |
| 14 | 62 | 86 | 108 | 173 | 280 | 614 | 614 |
| 15 | 61 | 85 | 107 | 172 | 279 | 613 | 613 |
| 16 | 60 | 84 | 106 | 171 | 279 | 613 | 613 |
| 17 | 59 | 83 | 105 | 171 | 278 | 612 | 612 |
| 18 | 59 | 83 | 105 | 170 | 277 | 611 | 611 |
| 19 | 58 | 82 | 104 | 169 | 276 | 610 | 610 |
| 20 | 57 | 81 | 103 | 168 | 276 | 610 | 610 |
| 21 | 56 | 81 | 102 | 168 | 275 | 609 | 609 |
| 22 | 56 | 80 | 102 | 167 | 274 | 608 | 608 |
| 23 | 55 | 79 | 101 | 166 | 273 | 607 | 607 |
| 24 | 54 | 78 | 100 | 165 | 272 | 606 | 606 |
| 25 | 53 | 77 | 99 | 164 | 271 | 605 | 605 |
| 26 | 52 | 76 | 98 | 163 | 270 | 604 | 604 |
| 27 | 51 | 75 | 97 | 162 | 269 | 604 | 604 |
| 28 | 50 | 74 | 96 | 161 | 269 | 603 | 603 |
| 29 | 49 | 73 | 95 | 161 | 268 | 602 | 602 |
| 30 | 49 | 73 | 94 | 160 | 267 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

90

168

282

616

1 237

2

53

68

93

171

285

619

1 021

3

57

73

97

166

284

618

848

4

59

76

101

169

284

618

711

5

61

79

106

172

284

618

618

6

63

82

110

178

284

618

618

7

64

84

112

180

284

618

618

8

63

84

111

178

284

618

618

9

63

85

111

176

283

617

617

10

63

86

111

176

283

617

617

11

63

87

110

176

283

617

617

12

63

87

110

175

282

616

616

13

63

87

109

174

281

615

615

14

62

86

108

173

280

614

614

15

61

85

107

172

279

613

613

16

60

84

106

171

279

613

613

17

59

83

105

171

278

612

612

18

59

83

105

170

277

611

611

19

58

82

104

169

276

610

610

20

57

81

103

168

276

610

610

21

56

81

102

168

275

609

609

22

56

80

102

167

274

608

608

23

55

79

101

166

273

607

607

24

54

78

100

165

272

606

606

25

53

77

99

164

271

605

605

26

52

76

98

163

270

604

604

27

51

75

97

162

269

604

604

28

50

74

96

161

269

603

603

29

49

73

95

161

268

602

602

30

49

73

94

160

267

601

601

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 | 199 | 313 | 647 | 1 273 |
| 2 | 85 | 100 | 126 | 203 | 317 | 651 | 1 049 |
| 3 | 87 | 103 | 127 | 196 | 314 | 648 | 873 |
| 4 | 87 | 104 | 129 | 197 | 312 | 646 | 732 |
| 5 | 90 | 109 | 136 | 202 | 313 | 647 | 647 |
| 6 | 92 | 112 | 140 | 207 | 314 | 648 | 648 |
| 7 | 93 | 114 | 142 | 210 | 314 | 648 | 648 |
| 8 | 94 | 116 | 142 | 209 | 315 | 649 | 649 |
| 9 | 95 | 117 | 143 | 209 | 315 | 650 | 650 |
| 10 | 96 | 118 | 143 | 208 | 315 | 650 | 650 |
| 11 | 96 | 119 | 142 | 208 | 315 | 649 | 649 |
| 12 | 95 | 119 | 142 | 207 | 314 | 648 | 648 |
| 13 | 94 | 118 | 140 | 206 | 313 | 647 | 647 |
| 14 | 93 | 117 | 139 | 204 | 311 | 645 | 645 |
| 15 | 91 | 115 | 137 | 203 | 310 | 644 | 644 |
| 16 | 90 | 114 | 136 | 201 | 308 | 642 | 642 |
| 17 | 89 | 113 | 134 | 200 | 307 | 641 | 641 |
| 18 | 87 | 111 | 133 | 198 | 305 | 640 | 640 |
| 19 | 86 | 110 | 132 | 197 | 304 | 638 | 638 |
| 20 | 84 | 109 | 130 | 196 | 303 | 637 | 637 |
| 21 | 83 | 107 | 129 | 194 | 301 | 636 | 636 |
| 22 | 82 | 106 | 128 | 193 | 300 | 634 | 634 |
| 23 | 80 | 104 | 126 | 191 | 298 | 632 | 632 |
| 24 | 78 | 103 | 124 | 190 | 297 | 631 | 631 |
| 25 | 77 | 101 | 123 | 188 | 295 | 629 | 629 |
| 26 | 75 | 99 | 121 | 187 | 294 | 628 | 628 |
| 27 | 74 | 98 | 120 | 185 | 292 | 626 | 626 |
| 28 | 72 | 96 | 118 | 183 | 291 | 625 | 625 |
| 29 | 71 | 95 | 117 | 182 | 289 | 623 | 623 |
| 30 | 69 | 93 | 115 | 180 | 288 | 622 | 622 |

Duration (in years)

Credit quality step 0

Credit 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

199

313

647

1 273

2

85

100

126

203

317

651

1 049

3

87

103

127

196

314

648

873

4

87

104

129

197

312

646

732

5

90

109

136

202

313

647

647

6

92

112

140

207

314

648

648

7

93

114

142

210

314

648

648

8

94

116

142

209

315

649

649

9

95

117

143

209

315

650

650

10

96

118

143

208

315

650

650

11

96

119

142

208

315

649

649

12

95

119

142

207

314

648

648

13

94

118

140

206

313

647

647

14

93

117

139

204

311

645

645

15

91

115

137

203

310

644

644

16

90

114

136

201

308

642

642

17

89

113

134

200

307

641

641

18

87

111

133

198

305

640

640

19

86

110

132

197

304

638

638

20

84

109

130

196

303

637

637

21

83

107

129

194

301

636

636

22

82

106

128

193

300

634

634

23

80

104

126

191

298

632

632

24

78

103

124

190

297

631

631

25

77

101

123

188

295

629

629

26

75

99

121

187

294

628

628

27

74

98

120

185

292

626

626

28

72

96

118

183

291

625

625

29

71

95

117

182

289

623

623

30

69

93

115

180

288

622

622

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 | 125 | 239 | 573 | 1 228 |
| 2 | 11 | 25 | 51 | 129 | 242 | 577 | 1 010 |
| 3 | 14 | 30 | 55 | 124 | 241 | 575 | 837 |
| 4 | 17 | 35 | 59 | 127 | 242 | 576 | 701 |
| 5 | 20 | 39 | 66 | 131 | 243 | 577 | 594 |
| 6 | 22 | 41 | 70 | 137 | 244 | 578 | 578 |
| 7 | 23 | 44 | 72 | 140 | 244 | 578 | 578 |
| 8 | 23 | 45 | 71 | 138 | 244 | 578 | 578 |
| 9 | 24 | 46 | 71 | 137 | 244 | 578 | 578 |
| 10 | 24 | 47 | 72 | 137 | 244 | 578 | 578 |
| 11 | 25 | 48 | 72 | 137 | 244 | 578 | 578 |
| 12 | 25 | 49 | 71 | 137 | 244 | 578 | 578 |
| 13 | 25 | 49 | 71 | 136 | 243 | 577 | 577 |
| 14 | 24 | 48 | 70 | 135 | 243 | 577 | 577 |
| 15 | 24 | 48 | 69 | 135 | 242 | 576 | 576 |
| 16 | 23 | 47 | 68 | 134 | 241 | 575 | 575 |
| 17 | 22 | 46 | 68 | 133 | 240 | 575 | 575 |
| 18 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 19 | 22 | 46 | 67 | 133 | 240 | 574 | 574 |
| 20 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 21 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 22 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 23 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 24 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 25 | 22 | 46 | 68 | 133 | 240 | 574 | 574 |
| 26 | 22 | 46 | 67 | 133 | 240 | 574 | 574 |
| 27 | 21 | 45 | 67 | 133 | 240 | 574 | 574 |
| 28 | 21 | 45 | 67 | 132 | 239 | 574 | 574 |
| 29 | 22 | 45 | 67 | 132 | 239 | 573 | 573 |
| 30 | 22 | 45 | 67 | 132 | 239 | 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

7

22

48

125

239

573

1 228

2

11

25

51

129

242

577

1 010

3

14

30

55

124

241

575

837

4

17

35

59

127

242

576

701

5

20

39

66

131

243

577

594

6

22

41

70

137

244

578

578

7

23

44

72

140

244

578

578

8

23

45

71

138

244

578

578

9

24

46

71

137

244

578

578

10

24

47

72

137

244

578

578

11

25

48

72

137

244

578

578

12

25

49

71

137

244

578

578

13

25

49

71

136

243

577

577

14

24

48

70

135

243

577

577

15

24

48

69

135

242

576

576

16

23

47

68

134

241

575

575

17

22

46

68

133

240

575

575

18

22

46

68

133

240

574

574

19

22

46

67

133

240

574

574

20

22

46

68

133

240

574

574

21

22

46

68

133

240

574

574

22

22

46

68

133

240

574

574

23

22

46

68

133

240

574

574

24

22

46

68

133

240

574

574

25

22

46

68

133

240

574

574

26

22

46

67

133

240

574

574

27

21

45

67

133

240

574

574

28

21

45

67

132

239

574

574

29

22

45

67

132

239

573

573

30

22

45

67

132

239

573

573

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 | 93 | 108 | 134 | 211 | 325 | 659 | 1 322 |
| 2 | 93 | 108 | 134 | 212 | 325 | 659 | 1 088 |
| 3 | 94 | 110 | 135 | 204 | 321 | 655 | 903 |
| 4 | 95 | 112 | 137 | 205 | 320 | 654 | 758 |
| 5 | 96 | 115 | 142 | 208 | 319 | 653 | 653 |
| 6 | 97 | 116 | 144 | 212 | 318 | 652 | 652 |
| 7 | 97 | 118 | 146 | 214 | 318 | 652 | 652 |
| 8 | 97 | 118 | 145 | 212 | 318 | 652 | 652 |
| 9 | 96 | 118 | 144 | 210 | 317 | 651 | 651 |
| 10 | 95 | 118 | 142 | 208 | 315 | 649 | 649 |
| 11 | 94 | 117 | 141 | 206 | 313 | 647 | 647 |
| 12 | 92 | 116 | 139 | 204 | 311 | 645 | 645 |
| 13 | 91 | 115 | 137 | 202 | 309 | 643 | 643 |
| 14 | 89 | 113 | 135 | 200 | 307 | 642 | 642 |
| 15 | 87 | 111 | 133 | 199 | 306 | 640 | 640 |
| 16 | 85 | 109 | 131 | 196 | 304 | 638 | 638 |
| 17 | 84 | 108 | 130 | 195 | 302 | 636 | 636 |
| 18 | 82 | 106 | 128 | 193 | 300 | 634 | 634 |
| 19 | 81 | 105 | 127 | 192 | 299 | 633 | 633 |
| 20 | 80 | 104 | 126 | 191 | 298 | 632 | 632 |
| 21 | 79 | 103 | 125 | 190 | 297 | 631 | 631 |
| 22 | 77 | 102 | 123 | 189 | 296 | 630 | 630 |
| 23 | 76 | 100 | 122 | 188 | 295 | 629 | 629 |
| 24 | 75 | 99 | 121 | 186 | 293 | 628 | 628 |
| 25 | 74 | 98 | 120 | 185 | 292 | 626 | 626 |
| 26 | 73 | 97 | 119 | 184 | 291 | 625 | 625 |
| 27 | 72 | 96 | 118 | 183 | 290 | 624 | 624 |
| 28 | 71 | 95 | 117 | 182 | 289 | 623 | 623 |
| 29 | 70 | 94 | 116 | 181 | 288 | 622 | 622 |
| 30 | 69 | 93 | 115 | 180 | 287 | 621 | 621 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

93

108

134

211

325

659

1 322

2

93

108

134

212

325

659

1 088

3

94

110

135

204

321

655

903

4

95

112

137

205

320

654

758

5

96

115

142

208

319

653

653

6

97

116

144

212

318

652

652

7

97

118

146

214

318

652

652

8

97

118

145

212

318

652

652

9

96

118

144

210

317

651

651

10

95

118

142

208

315

649

649

11

94

117

141

206

313

647

647

12

92

116

139

204

311

645

645

13

91

115

137

202

309

643

643

14

89

113

135

200

307

642

642

15

87

111

133

199

306

640

640

16

85

109

131

196

304

638

638

17

84

108

130

195

302

636

636

18

82

106

128

193

300

634

634

19

81

105

127

192

299

633

633

20

80

104

126

191

298

632

632

21

79

103

125

190

297

631

631

22

77

102

123

189

296

630

630

23

76

100

122

188

295

629

629

24

75

99

121

186

293

628

628

25

74

98

120

185

292

626

626

26

73

97

119

184

291

625

625

27

72

96

118

183

290

624

624

28

71

95

117

182

289

623

623

29

70

94

116

181

288

622

622

30

69

93

115

180

287

621

621

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 | 345 | 360 | 385 | 463 | 577 | 911 | 1 343 |
| 2 | 79 | 94 | 119 | 197 | 311 | 645 | 1 101 |
| 3 | 83 | 99 | 123 | 192 | 310 | 644 | 910 |
| 4 | 86 | 104 | 128 | 196 | 311 | 645 | 761 |
| 5 | 89 | 107 | 134 | 200 | 312 | 646 | 646 |
| 6 | 91 | 110 | 139 | 206 | 313 | 647 | 647 |
| 7 | 92 | 113 | 141 | 209 | 313 | 647 | 647 |
| 8 | 93 | 115 | 141 | 208 | 314 | 648 | 648 |
| 9 | 94 | 116 | 141 | 207 | 314 | 648 | 648 |
| 10 | 94 | 117 | 141 | 207 | 314 | 648 | 648 |
| 11 | 94 | 118 | 141 | 206 | 314 | 648 | 648 |
| 12 | 95 | 118 | 141 | 206 | 314 | 648 | 648 |
| 13 | 95 | 119 | 142 | 207 | 314 | 648 | 648 |
| 14 | 96 | 120 | 142 | 207 | 314 | 649 | 649 |
| 15 | 97 | 121 | 143 | 208 | 315 | 649 | 649 |
| 16 | 98 | 122 | 144 | 209 | 316 | 650 | 650 |
| 17 | 99 | 123 | 145 | 210 | 317 | 651 | 651 |
| 18 | 100 | 124 | 146 | 211 | 318 | 652 | 652 |
| 19 | 101 | 125 | 147 | 212 | 319 | 653 | 653 |
| 20 | 101 | 126 | 147 | 213 | 320 | 654 | 654 |
| 21 | 102 | 126 | 148 | 213 | 320 | 654 | 654 |
| 22 | 101 | 126 | 147 | 213 | 320 | 654 | 654 |
| 23 | 101 | 125 | 147 | 212 | 319 | 653 | 653 |
| 24 | 100 | 124 | 146 | 211 | 318 | 653 | 653 |
| 25 | 99 | 123 | 145 | 210 | 318 | 652 | 652 |
| 26 | 98 | 122 | 144 | 209 | 316 | 650 | 650 |
| 27 | 97 | 121 | 143 | 208 | 315 | 649 | 649 |
| 28 | 96 | 120 | 141 | 207 | 314 | 648 | 648 |
| 29 | 94 | 118 | 140 | 205 | 313 | 647 | 647 |
| 30 | 93 | 117 | 139 | 204 | 311 | 645 | 645 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

345

360

385

463

577

911

1 343

2

79

94

119

197

311

645

1 101

3

83

99

123

192

310

644

910

4

86

104

128

196

311

645

761

5

89

107

134

200

312

646

646

6

91

110

139

206

313

647

647

7

92

113

141

209

313

647

647

8

93

115

141

208

314

648

648

9

94

116

141

207

314

648

648

10

94

117

141

207

314

648

648

11

94

118

141

206

314

648

648

12

95

118

141

206

314

648

648

13

95

119

142

207

314

648

648

14

96

120

142

207

314

649

649

15

97

121

143

208

315

649

649

16

98

122

144

209

316

650

650

17

99

123

145

210

317

651

651

18

100

124

146

211

318

652

652

19

101

125

147

212

319

653

653

20

101

126

147

213

320

654

654

21

102

126

148

213

320

654

654

22

101

126

147

213

320

654

654

23

101

125

147

212

319

653

653

24

100

124

146

211

318

653

653

25

99

123

145

210

318

652

652

26

98

122

144

209

316

650

650

27

97

121

143

208

315

649

649

28

96

120

141

207

314

648

648

29

94

118

140

205

313

647

647

30

93

117

139

204

311

645

645

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 | 114 | 227 | 561 | 1 195 |
| 2 | 1 | 10 | 36 | 113 | 227 | 561 | 981 |
| 3 | 2 | 12 | 37 | 106 | 223 | 557 | 813 |
| 4 | 3 | 14 | 39 | 107 | 221 | 555 | 680 |
| 5 | 4 | 16 | 43 | 109 | 220 | 554 | 576 |
| 6 | 4 | 17 | 46 | 113 | 219 | 554 | 554 |
| 7 | 5 | 19 | 47 | 115 | 219 | 553 | 553 |
| 8 | 7 | 19 | 45 | 112 | 218 | 552 | 552 |
| 9 | 7 | 19 | 44 | 110 | 217 | 551 | 551 |
| 10 | 8 | 20 | 44 | 109 | 217 | 551 | 551 |
| 11 | 8 | 21 | 44 | 109 | 216 | 551 | 551 |
| 12 | 9 | 21 | 44 | 109 | 216 | 551 | 551 |
| 13 | 10 | 22 | 44 | 109 | 216 | 551 | 551 |
| 14 | 11 | 22 | 44 | 109 | 217 | 551 | 551 |
| 15 | 11 | 23 | 44 | 110 | 217 | 551 | 551 |
| 16 | 12 | 23 | 44 | 110 | 217 | 551 | 551 |
| 17 | 12 | 23 | 45 | 110 | 217 | 551 | 551 |
| 18 | 14 | 23 | 45 | 111 | 218 | 552 | 552 |
| 19 | 15 | 24 | 46 | 111 | 218 | 552 | 552 |
| 20 | 15 | 25 | 47 | 112 | 219 | 553 | 553 |
| 21 | 16 | 26 | 48 | 113 | 220 | 554 | 554 |
| 22 | 17 | 26 | 48 | 114 | 221 | 555 | 555 |
| 23 | 18 | 27 | 49 | 114 | 221 | 555 | 555 |
| 24 | 18 | 28 | 49 | 115 | 222 | 556 | 556 |
| 25 | 18 | 28 | 50 | 115 | 222 | 556 | 556 |
| 26 | 19 | 28 | 50 | 116 | 223 | 557 | 557 |
| 27 | 20 | 29 | 51 | 116 | 223 | 557 | 557 |
| 28 | 21 | 29 | 51 | 116 | 223 | 557 | 557 |
| 29 | 21 | 29 | 51 | 117 | 224 | 558 | 558 |
| 30 | 22 | 30 | 52 | 117 | 224 | 558 | 558 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

10

36

114

227

561

1 195

2

1

10

36

113

227

561

981

3

2

12

37

106

223

557

813

4

3

14

39

107

221

555

680

5

4

16

43

109

220

554

576

6

4

17

46

113

219

554

554

7

5

19

47

115

219

553

553

8

7

19

45

112

218

552

552

9

7

19

44

110

217

551

551

10

8

20

44

109

217

551

551

11

8

21

44

109

216

551

551

12

9

21

44

109

216

551

551

13

10

22

44

109

216

551

551

14

11

22

44

109

217

551

551

15

11

23

44

110

217

551

551

16

12

23

44

110

217

551

551

17

12

23

45

110

217

551

551

18

14

23

45

111

218

552

552

19

15

24

46

111

218

552

552

20

15

25

47

112

219

553

553

21

16

26

48

113

220

554

554

22

17

26

48

114

221

555

555

23

18

27

49

114

221

555

555

24

18

28

49

115

222

556

556

25

18

28

50

115

222

556

556

26

19

28

50

116

223

557

557

27

20

29

51

116

223

557

557

28

21

29

51

116

223

557

557

29

21

29

51

117

224

558

558

30

22

30

52

117

224

558

558

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 | 171 | 285 | 619 | 1 224 |
| 2 | 54 | 69 | 95 | 172 | 286 | 620 | 1 005 |
| 3 | 55 | 71 | 95 | 165 | 282 | 616 | 833 |
| 4 | 56 | 73 | 97 | 166 | 280 | 614 | 698 |
| 5 | 56 | 75 | 102 | 168 | 279 | 613 | 613 |
| 6 | 57 | 76 | 105 | 172 | 279 | 613 | 613 |
| 7 | 57 | 77 | 105 | 173 | 277 | 611 | 611 |
| 8 | 56 | 77 | 104 | 171 | 277 | 611 | 611 |
| 9 | 55 | 78 | 103 | 169 | 276 | 610 | 610 |
| 10 | 54 | 77 | 102 | 167 | 274 | 608 | 608 |
| 11 | 54 | 77 | 100 | 166 | 273 | 607 | 607 |
| 12 | 52 | 76 | 99 | 164 | 271 | 605 | 605 |
| 13 | 51 | 75 | 97 | 162 | 270 | 604 | 604 |
| 14 | 50 | 74 | 96 | 161 | 268 | 602 | 602 |
| 15 | 48 | 72 | 94 | 160 | 267 | 601 | 601 |
| 16 | 47 | 71 | 93 | 158 | 265 | 599 | 599 |
| 17 | 45 | 69 | 91 | 157 | 264 | 598 | 598 |
| 18 | 44 | 68 | 90 | 155 | 263 | 597 | 597 |
| 19 | 43 | 67 | 89 | 155 | 262 | 596 | 596 |
| 20 | 43 | 67 | 89 | 154 | 261 | 595 | 595 |
| 21 | 42 | 66 | 88 | 153 | 261 | 595 | 595 |
| 22 | 42 | 66 | 88 | 153 | 260 | 594 | 594 |
| 23 | 41 | 65 | 87 | 152 | 259 | 593 | 593 |
| 24 | 40 | 64 | 86 | 151 | 258 | 593 | 593 |
| 25 | 39 | 64 | 85 | 151 | 258 | 592 | 592 |
| 26 | 39 | 63 | 85 | 150 | 257 | 591 | 591 |
| 27 | 38 | 62 | 84 | 149 | 256 | 590 | 590 |
| 28 | 37 | 62 | 83 | 149 | 256 | 590 | 590 |
| 29 | 37 | 61 | 83 | 148 | 255 | 589 | 589 |
| 30 | 36 | 60 | 82 | 147 | 254 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit 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

171

285

619

1 224

2

54

69

95

172

286

620

1 005

3

55

71

95

165

282

616

833

4

56

73

97

166

280

614

698

5

56

75

102

168

279

613

613

6

57

76

105

172

279

613

613

7

57

77

105

173

277

611

611

8

56

77

104

171

277

611

611

9

55

78

103

169

276

610

610

10

54

77

102

167

274

608

608

11

54

77

100

166

273

607

607

12

52

76

99

164

271

605

605

13

51

75

97

162

270

604

604

14

50

74

96

161

268

602

602

15

48

72

94

160

267

601

601

16

47

71

93

158

265

599

599

17

45

69

91

157

264

598

598

18

44

68

90

155

263

597

597

19

43

67

89

155

262

596

596

20

43

67

89

154

261

595

595

21

42

66

88

153

261

595

595

22

42

66

88

153

260

594

594

23

41

65

87

152

259

593

593

24

40

64

86

151

258

593

593

25

39

64

85

151

258

592

592

26

39

63

85

150

257

591

591

27

38

62

84

149

256

590

590

28

37

62

83

149

256

590

590

29

37

61

83

148

255

589

589

30

36

60

82

147

254

589

589

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 | 155 | 233 | 347 | 681 | 1 319 |
| 2 | 116 | 131 | 156 | 234 | 348 | 682 | 1 086 |
| 3 | 118 | 134 | 159 | 228 | 345 | 679 | 901 |
| 4 | 120 | 137 | 162 | 230 | 345 | 679 | 756 |
| 5 | 122 | 140 | 167 | 233 | 345 | 679 | 679 |
| 6 | 123 | 142 | 170 | 238 | 344 | 679 | 679 |
| 7 | 123 | 144 | 172 | 239 | 344 | 678 | 678 |
| 8 | 122 | 144 | 170 | 237 | 343 | 677 | 677 |
| 9 | 122 | 144 | 169 | 235 | 342 | 676 | 676 |
| 10 | 121 | 144 | 168 | 234 | 341 | 675 | 675 |
| 11 | 120 | 143 | 167 | 232 | 339 | 673 | 673 |
| 12 | 119 | 142 | 165 | 230 | 337 | 672 | 672 |
| 13 | 117 | 141 | 163 | 228 | 335 | 669 | 669 |
| 14 | 115 | 139 | 161 | 226 | 333 | 667 | 667 |
| 15 | 113 | 137 | 159 | 224 | 331 | 665 | 665 |
| 16 | 110 | 134 | 156 | 221 | 328 | 662 | 662 |
| 17 | 108 | 132 | 154 | 219 | 326 | 660 | 660 |
| 18 | 105 | 129 | 151 | 217 | 324 | 658 | 658 |
| 19 | 103 | 127 | 149 | 215 | 322 | 656 | 656 |
| 20 | 102 | 126 | 148 | 213 | 320 | 654 | 654 |
| 21 | 100 | 124 | 146 | 211 | 318 | 652 | 652 |
| 22 | 98 | 122 | 144 | 209 | 316 | 651 | 651 |
| 23 | 96 | 120 | 142 | 208 | 315 | 649 | 649 |
| 24 | 95 | 119 | 140 | 206 | 313 | 647 | 647 |
| 25 | 93 | 117 | 139 | 204 | 311 | 645 | 645 |
| 26 | 91 | 115 | 137 | 202 | 309 | 643 | 643 |
| 27 | 89 | 113 | 135 | 200 | 308 | 642 | 642 |
| 28 | 88 | 112 | 134 | 199 | 306 | 640 | 640 |
| 29 | 86 | 110 | 132 | 197 | 304 | 638 | 638 |
| 30 | 85 | 109 | 130 | 196 | 303 | 637 | 637 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

115

130

155

233

347

681

1 319

2

116

131

156

234

348

682

1 086

3

118

134

159

228

345

679

901

4

120

137

162

230

345

679

756

5

122

140

167

233

345

679

679

6

123

142

170

238

344

679

679

7

123

144

172

239

344

678

678

8

122

144

170

237

343

677

677

9

122

144

169

235

342

676

676

10

121

144

168

234

341

675

675

11

120

143

167

232

339

673

673

12

119

142

165

230

337

672

672

13

117

141

163

228

335

669

669

14

115

139

161

226

333

667

667

15

113

137

159

224

331

665

665

16

110

134

156

221

328

662

662

17

108

132

154

219

326

660

660

18

105

129

151

217

324

658

658

19

103

127

149

215

322

656

656

20

102

126

148

213

320

654

654

21

100

124

146

211

318

652

652

22

98

122

144

209

316

651

651

23

96

120

142

208

315

649

649

24

95

119

140

206

313

647

647

25

93

117

139

204

311

645

645

26

91

115

137

202

309

643

643

27

89

113

135

200

308

642

642

28

88

112

134

199

306

640

640

29

86

110

132

197

304

638

638

30

85

109

130

196

303

637

637

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 | 173 | 188 | 213 | 291 | 405 | 739 | 1 323 |
| 2 | 182 | 197 | 223 | 300 | 414 | 748 | 1 103 |
| 3 | 187 | 203 | 228 | 297 | 414 | 748 | 922 |
| 4 | 189 | 207 | 231 | 300 | 414 | 748 | 779 |
| 5 | 191 | 209 | 236 | 302 | 414 | 748 | 748 |
| 6 | 190 | 210 | 238 | 305 | 412 | 746 | 746 |
| 7 | 190 | 211 | 238 | 306 | 411 | 745 | 745 |
| 8 | 188 | 210 | 236 | 303 | 409 | 743 | 743 |
| 9 | 187 | 209 | 235 | 301 | 407 | 742 | 742 |
| 10 | 186 | 209 | 233 | 299 | 406 | 740 | 740 |
| 11 | 185 | 208 | 232 | 297 | 404 | 738 | 738 |
| 12 | 183 | 206 | 229 | 294 | 401 | 735 | 735 |
| 13 | 180 | 204 | 226 | 291 | 398 | 733 | 733 |
| 14 | 177 | 201 | 223 | 288 | 395 | 729 | 729 |
| 15 | 174 | 198 | 220 | 285 | 392 | 726 | 726 |
| 16 | 171 | 195 | 217 | 282 | 389 | 723 | 723 |
| 17 | 167 | 191 | 213 | 279 | 386 | 720 | 720 |
| 18 | 164 | 188 | 210 | 275 | 383 | 717 | 717 |
| 19 | 161 | 185 | 207 | 272 | 379 | 714 | 714 |
| 20 | 158 | 182 | 204 | 269 | 376 | 711 | 711 |
| 21 | 155 | 179 | 201 | 266 | 373 | 707 | 707 |
| 22 | 152 | 176 | 198 | 263 | 370 | 704 | 704 |
| 23 | 149 | 173 | 195 | 260 | 367 | 701 | 701 |
| 24 | 146 | 170 | 191 | 257 | 364 | 698 | 698 |
| 25 | 142 | 166 | 188 | 254 | 361 | 695 | 695 |
| 26 | 139 | 163 | 185 | 251 | 358 | 692 | 692 |
| 27 | 136 | 160 | 182 | 248 | 355 | 689 | 689 |
| 28 | 134 | 158 | 179 | 245 | 352 | 686 | 686 |
| 29 | 131 | 155 | 177 | 242 | 349 | 683 | 683 |
| 30 | 128 | 152 | 174 | 239 | 346 | 680 | 680 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

173

188

213

291

405

739

1 323

2

182

197

223

300

414

748

1 103

3

187

203

228

297

414

748

922

4

189

207

231

300

414

748

779

5

191

209

236

302

414

748

748

6

190

210

238

305

412

746

746

7

190

211

238

306

411

745

745

8

188

210

236

303

409

743

743

9

187

209

235

301

407

742

742

10

186

209

233

299

406

740

740

11

185

208

232

297

404

738

738

12

183

206

229

294

401

735

735

13

180

204

226

291

398

733

733

14

177

201

223

288

395

729

729

15

174

198

220

285

392

726

726

16

171

195

217

282

389

723

723

17

167

191

213

279

386

720

720

18

164

188

210

275

383

717

717

19

161

185

207

272

379

714

714

20

158

182

204

269

376

711

711

21

155

179

201

266

373

707

707

22

152

176

198

263

370

704

704

23

149

173

195

260

367

701

701

24

146

170

191

257

364

698

698

25

142

166

188

254

361

695

695

26

139

163

185

251

358

692

692

27

136

160

182

248

355

689

689

28

134

158

179

245

352

686

686

29

131

155

177

242

349

683

683

30

128

152

174

239

346

680

680

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 | 28 | 43 | 69 | 146 | 260 | 594 | 1 242 |
| 2 | 29 | 44 | 70 | 147 | 261 | 595 | 1 019 |
| 3 | 30 | 46 | 71 | 140 | 257 | 591 | 845 |
| 4 | 31 | 48 | 73 | 141 | 256 | 590 | 708 |
| 5 | 32 | 51 | 78 | 144 | 255 | 589 | 600 |
| 6 | 32 | 52 | 80 | 147 | 254 | 588 | 588 |
| 7 | 33 | 54 | 81 | 149 | 253 | 588 | 588 |
| 8 | 32 | 53 | 80 | 146 | 252 | 586 | 586 |
| 9 | 31 | 53 | 79 | 145 | 251 | 585 | 585 |
| 10 | 31 | 54 | 78 | 144 | 251 | 585 | 585 |
| 11 | 31 | 54 | 77 | 143 | 250 | 584 | 584 |
| 12 | 30 | 54 | 77 | 142 | 249 | 583 | 583 |
| 13 | 30 | 54 | 76 | 142 | 249 | 583 | 583 |
| 14 | 30 | 54 | 76 | 141 | 248 | 582 | 582 |
| 15 | 30 | 54 | 75 | 141 | 248 | 582 | 582 |
| 16 | 29 | 53 | 75 | 141 | 248 | 582 | 582 |
| 17 | 29 | 53 | 75 | 140 | 248 | 582 | 582 |
| 18 | 29 | 53 | 75 | 140 | 248 | 582 | 582 |
| 19 | 29 | 53 | 75 | 141 | 248 | 582 | 582 |
| 20 | 29 | 54 | 75 | 141 | 248 | 582 | 582 |
| 21 | 30 | 54 | 75 | 141 | 248 | 582 | 582 |
| 22 | 29 | 54 | 75 | 141 | 248 | 582 | 582 |
| 23 | 29 | 53 | 75 | 141 | 248 | 582 | 582 |
| 24 | 29 | 53 | 75 | 140 | 247 | 582 | 582 |
| 25 | 29 | 53 | 75 | 140 | 247 | 581 | 581 |
| 26 | 29 | 53 | 75 | 140 | 247 | 581 | 581 |
| 27 | 28 | 53 | 74 | 140 | 247 | 581 | 581 |
| 28 | 28 | 52 | 74 | 139 | 246 | 581 | 581 |
| 29 | 28 | 52 | 74 | 139 | 246 | 580 | 580 |
| 30 | 28 | 52 | 73 | 139 | 246 | 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

28

43

69

146

260

594

1 242

2

29

44

70

147

261

595

1 019

3

30

46

71

140

257

591

845

4

31

48

73

141

256

590

708

5

32

51

78

144

255

589

600

6

32

52

80

147

254

588

588

7

33

54

81

149

253

588

588

8

32

53

80

146

252

586

586

9

31

53

79

145

251

585

585

10

31

54

78

144

251

585

585

11

31

54

77

143

250

584

584

12

30

54

77

142

249

583

583

13

30

54

76

142

249

583

583

14

30

54

76

141

248

582

582

15

30

54

75

141

248

582

582

16

29

53

75

141

248

582

582

17

29

53

75

140

248

582

582

18

29

53

75

140

248

582

582

19

29

53

75

141

248

582

582

20

29

54

75

141

248

582

582

21

30

54

75

141

248

582

582

22

29

54

75

141

248

582

582

23

29

53

75

141

248

582

582

24

29

53

75

140

247

582

582

25

29

53

75

140

247

581

581

26

29

53

75

140

247

581

581

27

28

53

74

140

247

581

581

28

28

52

74

139

246

581

581

29

28

52

74

139

246

580

580

30

28

52

73

139

246

580

580

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 | 24 | 39 | 65 | 142 | 256 | 590 | 1 254 |
| 2 | 26 | 41 | 67 | 144 | 258 | 592 | 1 029 |
| 3 | 29 | 45 | 69 | 138 | 256 | 590 | 852 |
| 4 | 31 | 49 | 73 | 141 | 256 | 590 | 714 |
| 5 | 34 | 52 | 79 | 145 | 257 | 591 | 605 |
| 6 | 35 | 55 | 83 | 150 | 257 | 591 | 591 |
| 7 | 37 | 58 | 85 | 153 | 257 | 591 | 591 |
| 8 | 37 | 58 | 85 | 151 | 257 | 591 | 591 |
| 9 | 37 | 59 | 85 | 151 | 257 | 592 | 592 |
| 10 | 38 | 61 | 85 | 151 | 258 | 592 | 592 |
| 11 | 39 | 62 | 86 | 151 | 258 | 592 | 592 |
| 12 | 40 | 63 | 86 | 151 | 258 | 592 | 592 |
| 13 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 14 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 15 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 16 | 39 | 63 | 85 | 150 | 257 | 592 | 592 |
| 17 | 39 | 63 | 85 | 150 | 257 | 592 | 592 |
| 18 | 39 | 63 | 85 | 150 | 257 | 592 | 592 |
| 19 | 39 | 63 | 85 | 150 | 258 | 592 | 592 |
| 20 | 40 | 64 | 85 | 151 | 258 | 592 | 592 |
| 21 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 22 | 40 | 64 | 86 | 151 | 258 | 592 | 592 |
| 23 | 39 | 64 | 85 | 151 | 258 | 592 | 592 |
| 24 | 39 | 63 | 85 | 150 | 257 | 592 | 592 |
| 25 | 39 | 63 | 85 | 150 | 257 | 591 | 591 |
| 26 | 38 | 62 | 84 | 150 | 257 | 591 | 591 |
| 27 | 38 | 62 | 84 | 149 | 256 | 590 | 590 |
| 28 | 37 | 62 | 83 | 149 | 256 | 590 | 590 |
| 29 | 37 | 61 | 83 | 148 | 255 | 589 | 589 |
| 30 | 36 | 61 | 82 | 148 | 255 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

24

39

65

142

256

590

1 254

2

26

41

67

144

258

592

1 029

3

29

45

69

138

256

590

852

4

31

49

73

141

256

590

714

5

34

52

79

145

257

591

605

6

35

55

83

150

257

591

591

7

37

58

85

153

257

591

591

8

37

58

85

151

257

591

591

9

37

59

85

151

257

592

592

10

38

61

85

151

258

592

592

11

39

62

86

151

258

592

592

12

40

63

86

151

258

592

592

13

40

64

86

151

258

592

592

14

40

64

86

151

258

592

592

15

40

64

86

151

258

592

592

16

39

63

85

150

257

592

592

17

39

63

85

150

257

592

592

18

39

63

85

150

257

592

592

19

39

63

85

150

258

592

592

20

40

64

85

151

258

592

592

21

40

64

86

151

258

592

592

22

40

64

86

151

258

592

592

23

39

64

85

151

258

592

592

24

39

63

85

150

257

592

592

25

39

63

85

150

257

591

591

26

38

62

84

150

257

591

591

27

38

62

84

149

256

590

590

28

37

62

83

149

256

590

590

29

37

61

83

148

255

589

589

30

36

61

82

148

255

589

589

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 | 125 | 139 | 165 | 243 | 356 | 690 | 1 327 |
| 2 | 123 | 138 | 164 | 241 | 355 | 689 | 1 091 |
| 3 | 123 | 139 | 163 | 233 | 350 | 684 | 904 |
| 4 | 123 | 141 | 165 | 234 | 348 | 682 | 758 |
| 5 | 124 | 143 | 170 | 236 | 347 | 681 | 681 |
| 6 | 124 | 143 | 172 | 239 | 345 | 680 | 680 |
| 7 | 124 | 145 | 172 | 240 | 344 | 678 | 678 |
| 8 | 123 | 144 | 171 | 238 | 344 | 678 | 678 |
| 9 | 122 | 144 | 169 | 235 | 342 | 676 | 676 |
| 10 | 122 | 145 | 169 | 235 | 342 | 676 | 676 |
| 11 | 122 | 145 | 168 | 234 | 341 | 675 | 675 |
| 12 | 121 | 145 | 167 | 233 | 340 | 674 | 674 |
| 13 | 120 | 144 | 166 | 231 | 338 | 673 | 673 |
| 14 | 119 | 143 | 165 | 230 | 337 | 671 | 671 |
| 15 | 117 | 141 | 163 | 228 | 335 | 669 | 669 |
| 16 | 114 | 138 | 160 | 226 | 333 | 667 | 667 |
| 17 | 112 | 136 | 158 | 223 | 330 | 664 | 664 |
| 18 | 109 | 133 | 155 | 221 | 328 | 662 | 662 |
| 19 | 107 | 131 | 153 | 219 | 326 | 660 | 660 |
| 20 | 105 | 129 | 151 | 216 | 323 | 658 | 658 |
| 21 | 103 | 127 | 149 | 214 | 321 | 655 | 655 |
| 22 | 101 | 125 | 147 | 212 | 319 | 653 | 653 |
| 23 | 98 | 122 | 144 | 210 | 317 | 651 | 651 |
| 24 | 96 | 120 | 142 | 207 | 315 | 649 | 649 |
| 25 | 94 | 118 | 140 | 205 | 312 | 646 | 646 |
| 26 | 92 | 116 | 138 | 203 | 310 | 644 | 644 |
| 27 | 90 | 114 | 136 | 201 | 308 | 642 | 642 |
| 28 | 88 | 112 | 134 | 199 | 306 | 640 | 640 |
| 29 | 86 | 110 | 132 | 197 | 304 | 638 | 638 |
| 30 | 84 | 108 | 130 | 195 | 302 | 636 | 636 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

125

139

165

243

356

690

1 327

2

123

138

164

241

355

689

1 091

3

123

139

163

233

350

684

904

4

123

141

165

234

348

682

758

5

124

143

170

236

347

681

681

6

124

143

172

239

345

680

680

7

124

145

172

240

344

678

678

8

123

144

171

238

344

678

678

9

122

144

169

235

342

676

676

10

122

145

169

235

342

676

676

11

122

145

168

234

341

675

675

12

121

145

167

233

340

674

674

13

120

144

166

231

338

673

673

14

119

143

165

230

337

671

671

15

117

141

163

228

335

669

669

16

114

138

160

226

333

667

667

17

112

136

158

223

330

664

664

18

109

133

155

221

328

662

662

19

107

131

153

219

326

660

660

20

105

129

151

216

323

658

658

21

103

127

149

214

321

655

655

22

101

125

147

212

319

653

653

23

98

122

144

210

317

651

651

24

96

120

142

207

315

649

649

25

94

118

140

205

312

646

646

26

92

116

138

203

310

644

644

27

90

114

136

201

308

642

642

28

88

112

134

199

306

640

640

29

86

110

132

197

304

638

638

30

84

108

130

195

302

636

636

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 | 10 | 35 | 113 | 227 | 561 | 1 221 |
| 2 | 1 | 12 | 37 | 115 | 229 | 563 | 1 004 |
| 3 | 2 | 16 | 40 | 109 | 227 | 560 | 832 |
| 4 | 3 | 19 | 44 | 112 | 227 | 561 | 697 |
| 5 | 4 | 23 | 50 | 116 | 227 | 561 | 591 |
| 6 | 6 | 26 | 54 | 121 | 228 | 562 | 562 |
| 7 | 8 | 28 | 56 | 124 | 228 | 562 | 562 |
| 8 | 8 | 29 | 56 | 122 | 228 | 562 | 562 |
| 9 | 8 | 30 | 55 | 121 | 228 | 562 | 562 |
| 10 | 8 | 31 | 55 | 121 | 228 | 562 | 562 |
| 11 | 9 | 32 | 55 | 121 | 228 | 562 | 562 |
| 12 | 10 | 32 | 55 | 120 | 228 | 562 | 562 |
| 13 | 10 | 33 | 55 | 120 | 227 | 561 | 561 |
| 14 | 11 | 33 | 55 | 120 | 227 | 561 | 561 |
| 15 | 12 | 33 | 55 | 120 | 227 | 561 | 561 |
| 16 | 12 | 32 | 54 | 119 | 227 | 561 | 561 |
| 17 | 14 | 32 | 54 | 119 | 227 | 561 | 561 |
| 18 | 14 | 32 | 54 | 120 | 227 | 561 | 561 |
| 19 | 15 | 33 | 54 | 120 | 227 | 561 | 561 |
| 20 | 15 | 33 | 55 | 120 | 227 | 562 | 562 |
| 21 | 16 | 34 | 56 | 121 | 228 | 562 | 562 |
| 22 | 17 | 34 | 56 | 121 | 228 | 562 | 562 |
| 23 | 18 | 34 | 56 | 122 | 229 | 563 | 563 |
| 24 | 18 | 35 | 57 | 122 | 229 | 563 | 563 |
| 25 | 19 | 35 | 57 | 122 | 229 | 563 | 563 |
| 26 | 19 | 35 | 57 | 122 | 229 | 563 | 563 |
| 27 | 21 | 35 | 57 | 122 | 229 | 564 | 564 |
| 28 | 21 | 35 | 57 | 122 | 230 | 564 | 564 |
| 29 | 22 | 36 | 57 | 123 | 230 | 564 | 564 |
| 30 | 22 | 36 | 57 | 123 | 230 | 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

35

113

227

561

1 221

2

1

12

37

115

229

563

1 004

3

2

16

40

109

227

560

832

4

3

19

44

112

227

561

697

5

4

23

50

116

227

561

591

6

6

26

54

121

228

562

562

7

8

28

56

124

228

562

562

8

8

29

56

122

228

562

562

9

8

30

55

121

228

562

562

10

8

31

55

121

228

562

562

11

9

32

55

121

228

562

562

12

10

32

55

120

228

562

562

13

10

33

55

120

227

561

561

14

11

33

55

120

227

561

561

15

12

33

55

120

227

561

561

16

12

32

54

119

227

561

561

17

14

32

54

119

227

561

561

18

14

32

54

120

227

561

561

19

15

33

54

120

227

561

561

20

15

33

55

120

227

562

562

21

16

34

56

121

228

562

562

22

17

34

56

121

228

562

562

23

18

34

56

122

229

563

563

24

18

35

57

122

229

563

563

25

19

35

57

122

229

563

563

26

19

35

57

122

229

563

563

27

21

35

57

122

229

564

564

28

21

35

57

122

230

564

564

29

22

36

57

123

230

564

564

30

22

36

57

123

230

564

564

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 | 75 | 153 | 267 | 601 | 1 220 |
| 2 | 36 | 50 | 76 | 154 | 267 | 601 | 1 003 |
| 3 | 36 | 52 | 76 | 145 | 263 | 596 | 830 |
| 4 | 36 | 53 | 78 | 146 | 260 | 594 | 695 |
| 5 | 36 | 55 | 82 | 148 | 259 | 593 | 593 |
| 6 | 39 | 58 | 87 | 154 | 260 | 595 | 595 |
| 7 | 36 | 57 | 85 | 152 | 257 | 591 | 591 |
| 8 | 40 | 62 | 88 | 155 | 261 | 595 | 595 |
| 9 | 39 | 61 | 87 | 153 | 260 | 594 | 594 |
| 10 | 34 | 57 | 81 | 147 | 254 | 588 | 588 |
| 11 | 30 | 53 | 76 | 142 | 249 | 583 | 583 |
| 12 | 27 | 50 | 73 | 138 | 245 | 580 | 580 |
| 13 | 24 | 48 | 70 | 136 | 243 | 577 | 577 |
| 14 | 23 | 47 | 68 | 134 | 241 | 575 | 575 |
| 15 | 21 | 45 | 67 | 132 | 239 | 573 | 573 |
| 16 | 19 | 44 | 65 | 131 | 238 | 572 | 572 |
| 17 | 19 | 43 | 65 | 130 | 237 | 571 | 571 |
| 18 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 19 | 18 | 42 | 63 | 129 | 236 | 570 | 570 |
| 20 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 21 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 22 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 23 | 18 | 42 | 64 | 129 | 236 | 570 | 570 |
| 24 | 18 | 42 | 63 | 129 | 236 | 570 | 570 |
| 25 | 19 | 42 | 63 | 129 | 236 | 570 | 570 |
| 26 | 19 | 41 | 63 | 129 | 236 | 570 | 570 |
| 27 | 21 | 41 | 63 | 128 | 236 | 570 | 570 |
| 28 | 21 | 41 | 63 | 128 | 235 | 570 | 570 |
| 29 | 21 | 41 | 63 | 128 | 235 | 569 | 569 |
| 30 | 22 | 41 | 63 | 128 | 235 | 569 | 569 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

75

153

267

601

1 220

2

36

50

76

154

267

601

1 003

3

36

52

76

145

263

596

830

4

36

53

78

146

260

594

695

5

36

55

82

148

259

593

593

6

39

58

87

154

260

595

595

7

36

57

85

152

257

591

591

8

40

62

88

155

261

595

595

9

39

61

87

153

260

594

594

10

34

57

81

147

254

588

588

11

30

53

76

142

249

583

583

12

27

50

73

138

245

580

580

13

24

48

70

136

243

577

577

14

23

47

68

134

241

575

575

15

21

45

67

132

239

573

573

16

19

44

65

131

238

572

572

17

19

43

65

130

237

571

571

18

18

42

64

129

236

570

570

19

18

42

63

129

236

570

570

20

18

42

64

129

236

570

570

21

18

42

64

129

236

570

570

22

18

42

64

129

236

570

570

23

18

42

64

129

236

570

570

24

18

42

63

129

236

570

570

25

19

42

63

129

236

570

570

26

19

41

63

129

236

570

570

27

21

41

63

128

236

570

570

28

21

41

63

128

235

570

570

29

21

41

63

128

235

569

569

30

22

41

63

128

235

569

569

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 | 189 | 204 | 230 | 307 | 421 | 755 | 1 582 |
| 2 | 187 | 202 | 227 | 305 | 418 | 753 | 1 293 |
| 3 | 184 | 200 | 224 | 293 | 411 | 745 | 1 059 |
| 4 | 181 | 198 | 223 | 291 | 405 | 739 | 880 |
| 5 | 178 | 196 | 223 | 289 | 401 | 735 | 742 |
| 6 | 174 | 194 | 222 | 289 | 396 | 730 | 730 |
| 7 | 171 | 192 | 220 | 288 | 392 | 726 | 726 |
| 8 | 167 | 189 | 215 | 282 | 388 | 722 | 722 |
| 9 | 163 | 185 | 211 | 277 | 384 | 718 | 718 |
| 10 | 160 | 183 | 207 | 272 | 380 | 714 | 714 |
| 11 | 156 | 180 | 203 | 268 | 376 | 710 | 710 |
| 12 | 153 | 176 | 199 | 264 | 372 | 706 | 706 |
| 13 | 149 | 173 | 195 | 261 | 368 | 702 | 702 |
| 14 | 146 | 170 | 192 | 257 | 364 | 698 | 698 |
| 15 | 142 | 166 | 188 | 253 | 361 | 695 | 695 |
| 16 | 139 | 163 | 185 | 250 | 357 | 691 | 691 |
| 17 | 136 | 160 | 182 | 247 | 354 | 688 | 688 |
| 18 | 133 | 157 | 179 | 244 | 351 | 685 | 685 |
| 19 | 130 | 154 | 176 | 241 | 348 | 683 | 683 |
| 20 | 127 | 152 | 173 | 239 | 346 | 680 | 680 |
| 21 | 125 | 149 | 171 | 236 | 343 | 677 | 677 |
| 22 | 122 | 146 | 168 | 234 | 341 | 675 | 675 |
| 23 | 120 | 144 | 166 | 231 | 338 | 672 | 672 |
| 24 | 117 | 141 | 163 | 228 | 336 | 670 | 670 |
| 25 | 115 | 139 | 161 | 226 | 333 | 667 | 667 |
| 26 | 113 | 137 | 158 | 224 | 331 | 665 | 665 |
| 27 | 110 | 134 | 156 | 221 | 329 | 663 | 663 |
| 28 | 108 | 132 | 154 | 219 | 326 | 660 | 660 |
| 29 | 106 | 130 | 152 | 217 | 324 | 658 | 658 |
| 30 | 104 | 128 | 150 | 215 | 322 | 656 | 656 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

189

204

230

307

421

755

1 582

2

187

202

227

305

418

753

1 293

3

184

200

224

293

411

745

1 059

4

181

198

223

291

405

739

880

5

178

196

223

289

401

735

742

6

174

194

222

289

396

730

730

7

171

192

220

288

392

726

726

8

167

189

215

282

388

722

722

9

163

185

211

277

384

718

718

10

160

183

207

272

380

714

714

11

156

180

203

268

376

710

710

12

153

176

199

264

372

706

706

13

149

173

195

261

368

702

702

14

146

170

192

257

364

698

698

15

142

166

188

253

361

695

695

16

139

163

185

250

357

691

691

17

136

160

182

247

354

688

688

18

133

157

179

244

351

685

685

19

130

154

176

241

348

683

683

20

127

152

173

239

346

680

680

21

125

149

171

236

343

677

677

22

122

146

168

234

341

675

675

23

120

144

166

231

338

672

672

24

117

141

163

228

336

670

670

25

115

139

161

226

333

667

667

26

113

137

158

224

331

665

665

27

110

134

156

221

329

663

663

28

108

132

154

219

326

660

660

29

106

130

152

217

324

658

658

30

104

128

150

215

322

656

656

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 | 8 | 26 | 51 | 109 | 245 | 579 | 1 234 |
| 2 | 8 | 26 | 51 | 109 | 245 | 579 | 1 015 |
| 3 | 10 | 29 | 53 | 103 | 243 | 577 | 841 |
| 4 | 12 | 34 | 56 | 100 | 243 | 577 | 704 |
| 5 | 16 | 40 | 62 | 103 | 244 | 578 | 596 |
| 6 | 18 | 43 | 66 | 99 | 245 | 579 | 579 |
| 7 | 19 | 46 | 65 | 92 | 245 | 579 | 579 |
| 8 | 17 | 44 | 64 | 91 | 245 | 580 | 580 |
| 9 | 17 | 45 | 66 | 95 | 246 | 580 | 580 |
| 10 | 19 | 48 | 68 | 99 | 246 | 580 | 580 |
| 11 | 21 | 50 | 70 | 102 | 246 | 580 | 580 |
| 12 | 23 | 53 | 71 | 103 | 246 | 580 | 580 |
| 13 | 24 | 54 | 72 | 103 | 246 | 580 | 580 |
| 14 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 15 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 16 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 17 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 18 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 19 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 20 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 21 | 24 | 55 | 72 | 103 | 246 | 581 | 581 |
| 22 | 24 | 55 | 72 | 103 | 247 | 581 | 581 |
| 23 | 24 | 55 | 72 | 103 | 247 | 581 | 581 |
| 24 | 24 | 55 | 72 | 103 | 247 | 581 | 581 |
| 25 | 24 | 55 | 72 | 103 | 247 | 581 | 581 |
| 26 | 24 | 55 | 72 | 103 | 247 | 581 | 581 |
| 27 | 24 | 55 | 72 | 103 | 246 | 581 | 581 |
| 28 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 29 | 24 | 55 | 72 | 103 | 246 | 580 | 580 |
| 30 | 24 | 55 | 72 | 103 | 246 | 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

8

26

51

109

245

579

1 234

2

8

26

51

109

245

579

1 015

3

10

29

53

103

243

577

841

4

12

34

56

100

243

577

704

5

16

40

62

103

244

578

596

6

18

43

66

99

245

579

579

7

19

46

65

92

245

579

579

8

17

44

64

91

245

580

580

9

17

45

66

95

246

580

580

10

19

48

68

99

246

580

580

11

21

50

70

102

246

580

580

12

23

53

71

103

246

580

580

13

24

54

72

103

246

580

580

14

24

55

72

103

246

580

580

15

24

55

72

103

246

580

580

16

24

55

72

103

246

580

580

17

24

55

72

103

246

580

580

18

24

55

72

103

246

580

580

19

24

55

72

103

246

580

580

20

24

55

72

103

246

580

580

21

24

55

72

103

246

581

581

22

24

55

72

103

247

581

581

23

24

55

72

103

247

581

581

24

24

55

72

103

247

581

581

25

24

55

72

103

247

581

581

26

24

55

72

103

247

581

581

27

24

55

72

103

246

581

581

28

24

55

72

103

246

580

580

29

24

55

72

103

246

580

580

30

24

55

72

103

246

580

580

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 | 91 | 205 | 539 | 1 187 |
| 2 | 1 | 5 | 12 | 90 | 203 | 537 | 973 |
| 3 | 2 | 5 | 12 | 81 | 198 | 532 | 805 |
| 4 | 3 | 6 | 13 | 81 | 196 | 530 | 674 |
| 5 | 4 | 7 | 18 | 84 | 195 | 529 | 571 |
| 6 | 4 | 8 | 21 | 88 | 195 | 529 | 529 |
| 7 | 5 | 8 | 22 | 90 | 194 | 529 | 529 |
| 8 | 6 | 9 | 22 | 89 | 194 | 528 | 528 |
| 9 | 7 | 11 | 22 | 88 | 194 | 529 | 529 |
| 10 | 8 | 11 | 22 | 88 | 195 | 529 | 529 |
| 11 | 8 | 12 | 23 | 88 | 195 | 529 | 529 |
| 12 | 9 | 12 | 24 | 88 | 195 | 529 | 529 |
| 13 | 10 | 14 | 26 | 88 | 195 | 529 | 529 |
| 14 | 11 | 14 | 27 | 88 | 196 | 530 | 530 |
| 15 | 11 | 15 | 29 | 89 | 196 | 530 | 530 |
| 16 | 12 | 16 | 30 | 89 | 196 | 530 | 530 |
| 17 | 12 | 17 | 31 | 89 | 197 | 531 | 531 |
| 18 | 14 | 17 | 33 | 90 | 197 | 531 | 531 |
| 19 | 14 | 19 | 34 | 90 | 198 | 532 | 532 |
| 20 | 15 | 19 | 35 | 91 | 198 | 532 | 532 |
| 21 | 15 | 20 | 36 | 92 | 199 | 533 | 533 |
| 22 | 16 | 20 | 38 | 92 | 199 | 533 | 533 |
| 23 | 17 | 22 | 39 | 93 | 200 | 534 | 534 |
| 24 | 18 | 22 | 41 | 93 | 200 | 534 | 534 |
| 25 | 18 | 23 | 42 | 93 | 200 | 534 | 534 |
| 26 | 19 | 23 | 43 | 93 | 200 | 534 | 534 |
| 27 | 19 | 25 | 45 | 93 | 200 | 535 | 535 |
| 28 | 21 | 25 | 46 | 93 | 201 | 535 | 535 |
| 29 | 21 | 26 | 47 | 94 | 201 | 535 | 535 |
| 30 | 22 | 27 | 48 | 94 | 201 | 535 | 535 |

Duration (in years)

Credit quality step 0

Credit 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

91

205

539

1 187

2

1

5

12

90

203

537

973

3

2

5

12

81

198

532

805

4

3

6

13

81

196

530

674

5

4

7

18

84

195

529

571

6

4

8

21

88

195

529

529

7

5

8

22

90

194

529

529

8

6

9

22

89

194

528

528

9

7

11

22

88

194

529

529

10

8

11

22

88

195

529

529

11

8

12

23

88

195

529

529

12

9

12

24

88

195

529

529

13

10

14

26

88

195

529

529

14

11

14

27

88

196

530

530

15

11

15

29

89

196

530

530

16

12

16

30

89

196

530

530

17

12

17

31

89

197

531

531

18

14

17

33

90

197

531

531

19

14

19

34

90

198

532

532

20

15

19

35

91

198

532

532

21

15

20

36

92

199

533

533

22

16

20

38

92

199

533

533

23

17

22

39

93

200

534

534

24

18

22

41

93

200

534

534

25

18

23

42

93

200

534

534

26

19

23

43

93

200

534

534

27

19

25

45

93

200

535

535

28

21

25

46

93

201

535

535

29

21

26

47

94

201

535

535

30

22

27

48

94

201

535

535

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 | 21 | 44 | 166 | 303 | 3 035 |
| 2 | 1 | 15 | 21 | 44 | 166 | 339 | 2 252 |
| 3 | 1 | 15 | 24 | 49 | 160 | 352 | 1 698 |
| 4 | 1 | 16 | 27 | 53 | 158 | 350 | 1 312 |
| 5 | 2 | 18 | 30 | 55 | 158 | 341 | 1 040 |
| 6 | 3 | 21 | 33 | 58 | 158 | 328 | 844 |
| 7 | 4 | 24 | 35 | 60 | 158 | 313 | 699 |
| 8 | 4 | 24 | 36 | 63 | 158 | 296 | 588 |
| 9 | 5 | 25 | 37 | 66 | 158 | 279 | 501 |
| 10 | 5 | 26 | 39 | 68 | 158 | 263 | 432 |
| 11 | 5 | 26 | 39 | 69 | 158 | 251 | 376 |
| 12 | 6 | 26 | 39 | 69 | 158 | 251 | 329 |
| 13 | 6 | 26 | 39 | 69 | 158 | 251 | 290 |
| 14 | 6 | 26 | 39 | 69 | 158 | 251 | 257 |
| 15 | 6 | 26 | 40 | 69 | 158 | 251 | 251 |
| 16 | 8 | 26 | 43 | 69 | 158 | 251 | 251 |
| 17 | 8 | 26 | 46 | 69 | 158 | 251 | 251 |
| 18 | 8 | 26 | 48 | 69 | 158 | 251 | 251 |
| 19 | 9 | 26 | 50 | 69 | 158 | 251 | 251 |
| 20 | 9 | 26 | 53 | 69 | 158 | 251 | 251 |
| 21 | 9 | 26 | 55 | 69 | 158 | 251 | 251 |
| 22 | 10 | 26 | 58 | 69 | 158 | 251 | 251 |
| 23 | 10 | 26 | 61 | 69 | 158 | 251 | 251 |
| 24 | 12 | 26 | 63 | 69 | 158 | 251 | 251 |
| 25 | 12 | 26 | 66 | 69 | 158 | 251 | 251 |
| 26 | 12 | 26 | 68 | 71 | 158 | 251 | 251 |
| 27 | 13 | 26 | 71 | 74 | 158 | 251 | 251 |
| 28 | 13 | 26 | 73 | 76 | 158 | 251 | 251 |
| 29 | 13 | 26 | 75 | 77 | 158 | 251 | 251 |
| 30 | 14 | 27 | 78 | 79 | 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

1

15

21

44

166

303

3 035

2

1

15

21

44

166

339

2 252

3

1

15

24

49

160

352

1 698

4

1

16

27

53

158

350

1 312

5

2

18

30

55

158

341

1 040

6

3

21

33

58

158

328

844

7

4

24

35

60

158

313

699

8

4

24

36

63

158

296

588

9

5

25

37

66

158

279

501

10

5

26

39

68

158

263

432

11

5

26

39

69

158

251

376

12

6

26

39

69

158

251

329

13

6

26

39

69

158

251

290

14

6

26

39

69

158

251

257

15

6

26

40

69

158

251

251

16

8

26

43

69

158

251

251

17

8

26

46

69

158

251

251

18

8

26

48

69

158

251

251

19

9

26

50

69

158

251

251

20

9

26

53

69

158

251

251

21

9

26

55

69

158

251

251

22

10

26

58

69

158

251

251

23

10

26

61

69

158

251

251

24

12

26

63

69

158

251

251

25

12

26

66

69

158

251

251

26

12

26

68

71

158

251

251

27

13

26

71

74

158

251

251

28

13

26

73

76

158

251

251

29

13

26

75

77

158

251

251

30

14

27

78

79

158

251

251

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 | 6 | 20 | 26 | 49 | 171 | 310 | 3 119 |
| 2 | 8 | 22 | 28 | 51 | 173 | 349 | 2 320 |
| 3 | 8 | 23 | 31 | 57 | 168 | 361 | 1 749 |
| 4 | 8 | 24 | 34 | 60 | 165 | 360 | 1 350 |
| 5 | 8 | 25 | 37 | 62 | 165 | 350 | 1 070 |
| 6 | 9 | 27 | 39 | 65 | 164 | 336 | 867 |
| 7 | 10 | 30 | 40 | 66 | 163 | 320 | 717 |
| 8 | 10 | 30 | 41 | 68 | 163 | 303 | 602 |
| 9 | 10 | 30 | 42 | 71 | 163 | 285 | 513 |
| 10 | 10 | 31 | 44 | 73 | 162 | 268 | 441 |
| 11 | 9 | 30 | 43 | 73 | 162 | 255 | 383 |
| 12 | 9 | 30 | 43 | 72 | 161 | 254 | 336 |
| 13 | 8 | 29 | 42 | 72 | 160 | 253 | 296 |
| 14 | 8 | 29 | 42 | 71 | 160 | 253 | 262 |
| 15 | 7 | 28 | 41 | 71 | 160 | 252 | 252 |
| 16 | 8 | 28 | 44 | 70 | 159 | 252 | 252 |
| 17 | 8 | 28 | 46 | 70 | 159 | 252 | 252 |
| 18 | 8 | 27 | 49 | 70 | 159 | 251 | 251 |
| 19 | 9 | 27 | 51 | 70 | 159 | 251 | 251 |
| 20 | 9 | 28 | 54 | 70 | 159 | 252 | 252 |
| 21 | 9 | 28 | 57 | 71 | 159 | 252 | 252 |
| 22 | 10 | 28 | 58 | 71 | 160 | 252 | 252 |
| 23 | 11 | 29 | 61 | 71 | 160 | 253 | 253 |
| 24 | 12 | 29 | 63 | 71 | 160 | 253 | 253 |
| 25 | 12 | 29 | 66 | 71 | 160 | 253 | 253 |
| 26 | 12 | 29 | 68 | 72 | 160 | 253 | 253 |
| 27 | 13 | 29 | 71 | 74 | 160 | 253 | 253 |
| 28 | 13 | 29 | 74 | 76 | 160 | 253 | 253 |
| 29 | 14 | 29 | 77 | 79 | 160 | 253 | 253 |
| 30 | 14 | 29 | 79 | 81 | 160 | 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

6

20

26

49

171

310

3 119

2

8

22

28

51

173

349

2 320

3

8

23

31

57

168

361

1 749

4

8

24

34

60

165

360

1 350

5

8

25

37

62

165

350

1 070

6

9

27

39

65

164

336

867

7

10

30

40

66

163

320

717

8

10

30

41

68

163

303

602

9

10

30

42

71

163

285

513

10

10

31

44

73

162

268

441

11

9

30

43

73

162

255

383

12

9

30

43

72

161

254

336

13

8

29

42

72

160

253

296

14

8

29

42

71

160

253

262

15

7

28

41

71

160

252

252

16

8

28

44

70

159

252

252

17

8

28

46

70

159

252

252

18

8

27

49

70

159

251

251

19

9

27

51

70

159

251

251

20

9

28

54

70

159

252

252

21

9

28

57

71

159

252

252

22

10

28

58

71

160

252

252

23

11

29

61

71

160

253

253

24

12

29

63

71

160

253

253

25

12

29

66

71

160

253

253

26

12

29

68

72

160

253

253

27

13

29

71

74

160

253

253

28

13

29

74

76

160

253

253

29

14

29

77

79

160

253

253

30

14

29

79

81

160

253

253

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 21 | 44 | 166 | 303 | 3 034 |
| 2 | 1 | 15 | 21 | 44 | 166 | 339 | 2 252 |
| 3 | 1 | 15 | 24 | 49 | 160 | 352 | 1 698 |
| 4 | 1 | 16 | 27 | 53 | 157 | 350 | 1 312 |
| 5 | 2 | 18 | 30 | 55 | 157 | 341 | 1 040 |
| 6 | 3 | 21 | 33 | 58 | 157 | 328 | 844 |
| 7 | 4 | 24 | 34 | 60 | 157 | 312 | 699 |
| 8 | 4 | 24 | 36 | 63 | 157 | 296 | 588 |
| 9 | 5 | 25 | 37 | 66 | 157 | 279 | 501 |
| 10 | 5 | 26 | 39 | 68 | 157 | 263 | 432 |
| 11 | 5 | 26 | 39 | 69 | 157 | 250 | 376 |
| 12 | 6 | 26 | 39 | 69 | 157 | 250 | 329 |
| 13 | 6 | 26 | 39 | 69 | 157 | 250 | 290 |
| 14 | 6 | 26 | 39 | 69 | 157 | 250 | 257 |
| 15 | 6 | 26 | 40 | 69 | 157 | 250 | 250 |
| 16 | 8 | 26 | 43 | 69 | 157 | 250 | 250 |
| 17 | 8 | 26 | 46 | 69 | 157 | 250 | 250 |
| 18 | 8 | 26 | 48 | 69 | 157 | 250 | 250 |
| 19 | 9 | 26 | 50 | 69 | 157 | 250 | 250 |
| 20 | 9 | 26 | 53 | 69 | 157 | 250 | 250 |
| 21 | 9 | 26 | 55 | 69 | 157 | 250 | 250 |
| 22 | 10 | 26 | 58 | 69 | 157 | 250 | 250 |
| 23 | 10 | 26 | 61 | 69 | 157 | 250 | 250 |
| 24 | 12 | 26 | 63 | 69 | 157 | 250 | 250 |
| 25 | 12 | 26 | 66 | 69 | 157 | 250 | 250 |
| 26 | 12 | 26 | 68 | 71 | 157 | 250 | 250 |
| 27 | 13 | 26 | 71 | 74 | 157 | 250 | 250 |
| 28 | 13 | 26 | 73 | 76 | 157 | 250 | 250 |
| 29 | 13 | 26 | 75 | 77 | 157 | 250 | 250 |
| 30 | 14 | 27 | 78 | 79 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

21

44

166

303

3 034

2

1

15

21

44

166

339

2 252

3

1

15

24

49

160

352

1 698

4

1

16

27

53

157

350

1 312

5

2

18

30

55

157

341

1 040

6

3

21

33

58

157

328

844

7

4

24

34

60

157

312

699

8

4

24

36

63

157

296

588

9

5

25

37

66

157

279

501

10

5

26

39

68

157

263

432

11

5

26

39

69

157

250

376

12

6

26

39

69

157

250

329

13

6

26

39

69

157

250

290

14

6

26

39

69

157

250

257

15

6

26

40

69

157

250

250

16

8

26

43

69

157

250

250

17

8

26

46

69

157

250

250

18

8

26

48

69

157

250

250

19

9

26

50

69

157

250

250

20

9

26

53

69

157

250

250

21

9

26

55

69

157

250

250

22

10

26

58

69

157

250

250

23

10

26

61

69

157

250

250

24

12

26

63

69

157

250

250

25

12

26

66

69

157

250

250

26

12

26

68

71

157

250

250

27

13

26

71

74

157

250

250

28

13

26

73

76

157

250

250

29

13

26

75

77

157

250

250

30

14

27

78

79

157

250

250

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 | 79 | 93 | 99 | 122 | 244 | 339 | 3 088 |
| 2 | 74 | 88 | 95 | 118 | 239 | 348 | 2 314 |
| 3 | 76 | 91 | 100 | 125 | 236 | 362 | 1 749 |
| 4 | 74 | 90 | 100 | 126 | 231 | 361 | 1 353 |
| 5 | 72 | 89 | 101 | 126 | 229 | 353 | 1 076 |
| 6 | 72 | 90 | 101 | 127 | 226 | 341 | 876 |
| 7 | 71 | 90 | 101 | 127 | 224 | 325 | 726 |
| 8 | 70 | 89 | 101 | 128 | 223 | 316 | 611 |
| 9 | 69 | 89 | 101 | 130 | 221 | 314 | 521 |
| 10 | 65 | 86 | 99 | 128 | 218 | 310 | 449 |
| 11 | 63 | 84 | 97 | 126 | 215 | 308 | 391 |
| 12 | 61 | 82 | 95 | 125 | 213 | 306 | 342 |
| 13 | 60 | 81 | 94 | 124 | 212 | 305 | 305 |
| 14 | 60 | 81 | 94 | 123 | 212 | 305 | 305 |
| 15 | 59 | 80 | 93 | 123 | 212 | 304 | 304 |
| 16 | 59 | 80 | 93 | 122 | 211 | 304 | 304 |
| 17 | 58 | 79 | 92 | 122 | 210 | 303 | 303 |
| 18 | 57 | 78 | 91 | 121 | 210 | 303 | 303 |
| 19 | 57 | 78 | 91 | 120 | 209 | 302 | 302 |
| 20 | 56 | 77 | 90 | 120 | 208 | 301 | 301 |
| 21 | 55 | 76 | 89 | 119 | 207 | 300 | 300 |
| 22 | 54 | 75 | 88 | 118 | 207 | 299 | 299 |
| 23 | 53 | 74 | 87 | 117 | 206 | 299 | 299 |
| 24 | 52 | 73 | 86 | 116 | 205 | 297 | 297 |
| 25 | 51 | 72 | 85 | 115 | 204 | 296 | 296 |
| 26 | 50 | 71 | 84 | 114 | 202 | 295 | 295 |
| 27 | 49 | 70 | 83 | 113 | 201 | 294 | 294 |
| 28 | 48 | 69 | 82 | 112 | 200 | 293 | 293 |
| 29 | 47 | 68 | 81 | 111 | 199 | 292 | 292 |
| 30 | 46 | 67 | 81 | 110 | 198 | 291 | 291 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

79

93

99

122

244

339

3 088

2

74

88

95

118

239

348

2 314

3

76

91

100

125

236

362

1 749

4

74

90

100

126

231

361

1 353

5

72

89

101

126

229

353

1 076

6

72

90

101

127

226

341

876

7

71

90

101

127

224

325

726

8

70

89

101

128

223

316

611

9

69

89

101

130

221

314

521

10

65

86

99

128

218

310

449

11

63

84

97

126

215

308

391

12

61

82

95

125

213

306

342

13

60

81

94

124

212

305

305

14

60

81

94

123

212

305

305

15

59

80

93

123

212

304

304

16

59

80

93

122

211

304

304

17

58

79

92

122

210

303

303

18

57

78

91

121

210

303

303

19

57

78

91

120

209

302

302

20

56

77

90

120

208

301

301

21

55

76

89

119

207

300

300

22

54

75

88

118

207

299

299

23

53

74

87

117

206

299

299

24

52

73

86

116

205

297

297

25

51

72

85

115

204

296

296

26

50

71

84

114

202

295

295

27

49

70

83

113

201

294

294

28

48

69

82

112

200

293

293

29

47

68

81

111

199

292

292

30

46

67

81

110

198

291

291

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 | 18 | 25 | 48 | 169 | 302 | 3 031 |
| 2 | 6 | 20 | 27 | 50 | 171 | 339 | 2 252 |
| 3 | 7 | 22 | 30 | 56 | 167 | 352 | 1 699 |
| 4 | 7 | 23 | 34 | 60 | 165 | 351 | 1 313 |
| 5 | 9 | 26 | 38 | 62 | 165 | 342 | 1 042 |
| 6 | 10 | 28 | 40 | 65 | 165 | 329 | 846 |
| 7 | 11 | 31 | 42 | 67 | 165 | 313 | 700 |
| 8 | 11 | 31 | 42 | 69 | 164 | 297 | 589 |
| 9 | 11 | 31 | 43 | 72 | 164 | 280 | 503 |
| 10 | 11 | 32 | 45 | 73 | 163 | 264 | 433 |
| 11 | 11 | 32 | 45 | 74 | 163 | 256 | 377 |
| 12 | 10 | 31 | 44 | 74 | 162 | 255 | 330 |
| 13 | 10 | 31 | 44 | 73 | 162 | 255 | 292 |
| 14 | 10 | 31 | 44 | 73 | 162 | 255 | 259 |
| 15 | 9 | 30 | 43 | 73 | 161 | 254 | 254 |
| 16 | 9 | 30 | 43 | 72 | 161 | 254 | 254 |
| 17 | 9 | 30 | 46 | 72 | 161 | 254 | 254 |
| 18 | 9 | 30 | 49 | 72 | 161 | 254 | 254 |
| 19 | 9 | 30 | 51 | 72 | 161 | 254 | 254 |
| 20 | 9 | 30 | 53 | 73 | 161 | 254 | 254 |
| 21 | 9 | 30 | 56 | 73 | 162 | 255 | 255 |
| 22 | 10 | 31 | 58 | 73 | 162 | 255 | 255 |
| 23 | 11 | 31 | 61 | 73 | 162 | 255 | 255 |
| 24 | 12 | 31 | 64 | 74 | 162 | 255 | 255 |
| 25 | 12 | 31 | 66 | 74 | 162 | 255 | 255 |
| 26 | 12 | 31 | 69 | 74 | 162 | 255 | 255 |
| 27 | 13 | 31 | 71 | 74 | 162 | 255 | 255 |
| 28 | 13 | 31 | 73 | 76 | 162 | 255 | 255 |
| 29 | 14 | 31 | 77 | 78 | 162 | 255 | 255 |
| 30 | 14 | 31 | 79 | 81 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

4

18

25

48

169

302

3 031

2

6

20

27

50

171

339

2 252

3

7

22

30

56

167

352

1 699

4

7

23

34

60

165

351

1 313

5

9

26

38

62

165

342

1 042

6

10

28

40

65

165

329

846

7

11

31

42

67

165

313

700

8

11

31

42

69

164

297

589

9

11

31

43

72

164

280

503

10

11

32

45

73

163

264

433

11

11

32

45

74

163

256

377

12

10

31

44

74

162

255

330

13

10

31

44

73

162

255

292

14

10

31

44

73

162

255

259

15

9

30

43

73

161

254

254

16

9

30

43

72

161

254

254

17

9

30

46

72

161

254

254

18

9

30

49

72

161

254

254

19

9

30

51

72

161

254

254

20

9

30

53

73

161

254

254

21

9

30

56

73

162

255

255

22

10

31

58

73

162

255

255

23

11

31

61

73

162

255

255

24

12

31

64

74

162

255

255

25

12

31

66

74

162

255

255

26

12

31

69

74

162

255

255

27

13

31

71

74

162

255

255

28

13

31

73

76

162

255

255

29

14

31

77

78

162

255

255

30

14

31

79

81

162

255

255

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 60 | 67 | 90 | 211 | 306 | 3 051 |
| 2 | 50 | 64 | 71 | 93 | 215 | 342 | 2 273 |
| 3 | 54 | 69 | 77 | 103 | 214 | 356 | 1 717 |
| 4 | 56 | 72 | 83 | 109 | 214 | 355 | 1 329 |
| 5 | 58 | 75 | 87 | 111 | 214 | 347 | 1 055 |
| 6 | 59 | 77 | 89 | 115 | 214 | 334 | 858 |
| 7 | 60 | 79 | 90 | 116 | 213 | 318 | 711 |
| 8 | 59 | 79 | 91 | 117 | 212 | 305 | 599 |
| 9 | 58 | 79 | 91 | 119 | 211 | 304 | 510 |
| 10 | 57 | 78 | 91 | 120 | 209 | 302 | 440 |
| 11 | 56 | 77 | 90 | 119 | 208 | 301 | 383 |
| 12 | 54 | 75 | 88 | 118 | 206 | 299 | 335 |
| 13 | 52 | 73 | 86 | 116 | 205 | 297 | 297 |
| 14 | 51 | 72 | 85 | 115 | 203 | 296 | 296 |
| 15 | 50 | 71 | 84 | 113 | 202 | 295 | 295 |
| 16 | 49 | 70 | 83 | 112 | 201 | 294 | 294 |
| 17 | 48 | 69 | 82 | 111 | 200 | 293 | 293 |
| 18 | 47 | 68 | 81 | 111 | 199 | 292 | 292 |
| 19 | 46 | 67 | 80 | 110 | 198 | 291 | 291 |
| 20 | 46 | 67 | 80 | 109 | 198 | 291 | 291 |
| 21 | 45 | 66 | 79 | 109 | 197 | 290 | 290 |
| 22 | 44 | 65 | 78 | 108 | 196 | 289 | 289 |
| 23 | 43 | 64 | 77 | 107 | 196 | 288 | 288 |
| 24 | 43 | 64 | 77 | 106 | 195 | 288 | 288 |
| 25 | 42 | 63 | 76 | 105 | 194 | 287 | 287 |
| 26 | 41 | 62 | 75 | 104 | 193 | 286 | 286 |
| 27 | 40 | 61 | 74 | 104 | 192 | 285 | 285 |
| 28 | 39 | 60 | 75 | 103 | 191 | 284 | 284 |
| 29 | 38 | 59 | 77 | 102 | 190 | 283 | 283 |
| 30 | 37 | 58 | 79 | 101 | 190 | 282 | 282 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

60

67

90

211

306

3 051

2

50

64

71

93

215

342

2 273

3

54

69

77

103

214

356

1 717

4

56

72

83

109

214

355

1 329

5

58

75

87

111

214

347

1 055

6

59

77

89

115

214

334

858

7

60

79

90

116

213

318

711

8

59

79

91

117

212

305

599

9

58

79

91

119

211

304

510

10

57

78

91

120

209

302

440

11

56

77

90

119

208

301

383

12

54

75

88

118

206

299

335

13

52

73

86

116

205

297

297

14

51

72

85

115

203

296

296

15

50

71

84

113

202

295

295

16

49

70

83

112

201

294

294

17

48

69

82

111

200

293

293

18

47

68

81

111

199

292

292

19

46

67

80

110

198

291

291

20

46

67

80

109

198

291

291

21

45

66

79

109

197

290

290

22

44

65

78

108

196

289

289

23

43

64

77

107

196

288

288

24

43

64

77

106

195

288

288

25

42

63

76

105

194

287

287

26

41

62

75

104

193

286

286

27

40

61

74

104

192

285

285

28

39

60

75

103

191

284

284

29

38

59

77

102

190

283

283

30

37

58

79

101

190

282

282

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 | 43 | 165 | 303 | 3 032 |
| 2 | 0 | 14 | 21 | 43 | 165 | 339 | 2 251 |
| 3 | 1 | 14 | 23 | 48 | 159 | 351 | 1 696 |
| 4 | 1 | 15 | 26 | 52 | 157 | 350 | 1 311 |
| 5 | 2 | 17 | 29 | 54 | 157 | 341 | 1 039 |
| 6 | 2 | 20 | 32 | 57 | 157 | 328 | 843 |
| 7 | 4 | 23 | 34 | 59 | 157 | 312 | 698 |
| 8 | 4 | 24 | 35 | 62 | 157 | 296 | 587 |
| 9 | 4 | 24 | 37 | 65 | 157 | 279 | 501 |
| 10 | 4 | 25 | 38 | 67 | 157 | 263 | 432 |
| 11 | 5 | 26 | 39 | 68 | 157 | 250 | 375 |
| 12 | 6 | 26 | 39 | 68 | 157 | 250 | 329 |
| 13 | 6 | 26 | 39 | 68 | 157 | 250 | 290 |
| 14 | 6 | 26 | 39 | 68 | 157 | 250 | 257 |
| 15 | 6 | 26 | 40 | 68 | 157 | 250 | 250 |
| 16 | 8 | 26 | 43 | 68 | 157 | 250 | 250 |
| 17 | 8 | 26 | 46 | 68 | 157 | 250 | 250 |
| 18 | 8 | 26 | 48 | 68 | 157 | 250 | 250 |
| 19 | 9 | 26 | 50 | 68 | 157 | 250 | 250 |
| 20 | 9 | 26 | 53 | 68 | 157 | 250 | 250 |
| 21 | 9 | 26 | 55 | 68 | 157 | 250 | 250 |
| 22 | 10 | 26 | 58 | 68 | 157 | 250 | 250 |
| 23 | 10 | 26 | 61 | 68 | 157 | 250 | 250 |
| 24 | 12 | 26 | 63 | 68 | 157 | 250 | 250 |
| 25 | 12 | 26 | 66 | 69 | 157 | 250 | 250 |
| 26 | 12 | 26 | 68 | 71 | 157 | 250 | 250 |
| 27 | 13 | 26 | 71 | 74 | 157 | 250 | 250 |
| 28 | 13 | 26 | 73 | 76 | 157 | 250 | 250 |
| 29 | 13 | 26 | 75 | 77 | 157 | 250 | 250 |
| 30 | 14 | 27 | 78 | 79 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

21

43

165

303

3 032

2

0

14

21

43

165

339

2 251

3

1

14

23

48

159

351

1 696

4

1

15

26

52

157

350

1 311

5

2

17

29

54

157

341

1 039

6

2

20

32

57

157

328

843

7

4

23

34

59

157

312

698

8

4

24

35

62

157

296

587

9

4

24

37

65

157

279

501

10

4

25

38

67

157

263

432

11

5

26

39

68

157

250

375

12

6

26

39

68

157

250

329

13

6

26

39

68

157

250

290

14

6

26

39

68

157

250

257

15

6

26

40

68

157

250

250

16

8

26

43

68

157

250

250

17

8

26

46

68

157

250

250

18

8

26

48

68

157

250

250

19

9

26

50

68

157

250

250

20

9

26

53

68

157

250

250

21

9

26

55

68

157

250

250

22

10

26

58

68

157

250

250

23

10

26

61

68

157

250

250

24

12

26

63

68

157

250

250

25

12

26

66

69

157

250

250

26

12

26

68

71

157

250

250

27

13

26

71

74

157

250

250

28

13

26

73

76

157

250

250

29

13

26

75

77

157

250

250

30

14

27

78

79

157

250

250

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 | 184 | 308 | 3 092 |
| 2 | 0 | 11 | 22 | 46 | 184 | 345 | 2 298 |
| 3 | 1 | 11 | 24 | 50 | 178 | 358 | 1 732 |
| 4 | 1 | 13 | 26 | 56 | 175 | 357 | 1 337 |
| 5 | 2 | 16 | 29 | 59 | 174 | 347 | 1 059 |
| 6 | 2 | 18 | 33 | 60 | 173 | 333 | 859 |
| 7 | 3 | 21 | 36 | 60 | 171 | 317 | 710 |
| 8 | 4 | 23 | 37 | 60 | 170 | 300 | 597 |
| 9 | 7 | 31 | 42 | 58 | 169 | 283 | 508 |
| 10 | 9 | 34 | 41 | 57 | 168 | 266 | 438 |
| 11 | 8 | 33 | 41 | 56 | 168 | 260 | 380 |
| 12 | 7 | 32 | 41 | 56 | 167 | 260 | 333 |
| 13 | 6 | 31 | 41 | 56 | 166 | 259 | 293 |
| 14 | 6 | 30 | 41 | 56 | 165 | 258 | 260 |
| 15 | 6 | 31 | 41 | 56 | 164 | 257 | 257 |
| 16 | 8 | 31 | 43 | 56 | 163 | 256 | 256 |
| 17 | 8 | 31 | 46 | 56 | 162 | 255 | 255 |
| 18 | 8 | 31 | 48 | 56 | 161 | 254 | 254 |
| 19 | 9 | 31 | 51 | 57 | 161 | 254 | 254 |
| 20 | 9 | 31 | 53 | 59 | 162 | 255 | 255 |
| 21 | 9 | 31 | 56 | 62 | 162 | 255 | 255 |
| 22 | 10 | 31 | 58 | 64 | 162 | 255 | 255 |
| 23 | 10 | 31 | 61 | 66 | 161 | 254 | 254 |
| 24 | 12 | 31 | 63 | 68 | 161 | 254 | 254 |
| 25 | 12 | 31 | 66 | 70 | 160 | 253 | 253 |
| 26 | 12 | 31 | 68 | 72 | 160 | 253 | 253 |
| 27 | 13 | 31 | 71 | 74 | 160 | 252 | 252 |
| 28 | 13 | 31 | 73 | 76 | 159 | 252 | 252 |
| 29 | 13 | 31 | 75 | 77 | 159 | 252 | 252 |
| 30 | 14 | 31 | 78 | 79 | 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

11

22

46

184

308

3 092

2

0

11

22

46

184

345

2 298

3

1

11

24

50

178

358

1 732

4

1

13

26

56

175

357

1 337

5

2

16

29

59

174

347

1 059

6

2

18

33

60

173

333

859

7

3

21

36

60

171

317

710

8

4

23

37

60

170

300

597

9

7

31

42

58

169

283

508

10

9

34

41

57

168

266

438

11

8

33

41

56

168

260

380

12

7

32

41

56

167

260

333

13

6

31

41

56

166

259

293

14

6

30

41

56

165

258

260

15

6

31

41

56

164

257

257

16

8

31

43

56

163

256

256

17

8

31

46

56

162

255

255

18

8

31

48

56

161

254

254

19

9

31

51

57

161

254

254

20

9

31

53

59

162

255

255

21

9

31

56

62

162

255

255

22

10

31

58

64

162

255

255

23

10

31

61

66

161

254

254

24

12

31

63

68

161

254

254

25

12

31

66

70

160

253

253

26

12

31

68

72

160

253

253

27

13

31

71

74

160

252

252

28

13

31

73

76

159

252

252

29

13

31

75

77

159

252

252

30

14

31

78

79

158

251

251

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 | 102 | 125 | 247 | 342 | 3 233 |
| 2 | 79 | 93 | 100 | 123 | 244 | 361 | 2 414 |
| 3 | 77 | 92 | 100 | 126 | 237 | 376 | 1 825 |
| 4 | 74 | 90 | 101 | 127 | 232 | 375 | 1 411 |
| 5 | 72 | 89 | 101 | 126 | 229 | 366 | 1 119 |
| 6 | 72 | 90 | 102 | 127 | 226 | 352 | 908 |
| 7 | 71 | 90 | 101 | 126 | 224 | 335 | 751 |
| 8 | 68 | 88 | 99 | 126 | 221 | 317 | 631 |
| 9 | 66 | 86 | 99 | 127 | 219 | 312 | 538 |
| 10 | 65 | 85 | 98 | 127 | 217 | 310 | 463 |
| 11 | 63 | 84 | 97 | 126 | 215 | 308 | 402 |
| 12 | 61 | 82 | 95 | 125 | 214 | 306 | 352 |
| 13 | 60 | 81 | 94 | 123 | 212 | 305 | 310 |
| 14 | 58 | 79 | 92 | 122 | 210 | 303 | 303 |
| 15 | 57 | 78 | 91 | 120 | 209 | 302 | 302 |
| 16 | 56 | 77 | 90 | 119 | 208 | 301 | 301 |
| 17 | 54 | 75 | 88 | 118 | 207 | 300 | 300 |
| 18 | 53 | 74 | 87 | 117 | 206 | 299 | 299 |
| 19 | 53 | 74 | 87 | 116 | 205 | 298 | 298 |
| 20 | 52 | 73 | 86 | 115 | 204 | 297 | 297 |
| 21 | 51 | 72 | 85 | 114 | 203 | 296 | 296 |
| 22 | 50 | 71 | 84 | 114 | 202 | 295 | 295 |
| 23 | 49 | 70 | 83 | 113 | 201 | 294 | 294 |
| 24 | 48 | 69 | 82 | 112 | 200 | 293 | 293 |
| 25 | 47 | 68 | 81 | 110 | 199 | 292 | 292 |
| 26 | 46 | 67 | 80 | 109 | 198 | 291 | 291 |
| 27 | 45 | 66 | 79 | 108 | 197 | 290 | 290 |
| 28 | 44 | 65 | 78 | 107 | 196 | 289 | 289 |
| 29 | 43 | 64 | 80 | 106 | 195 | 288 | 288 |
| 30 | 42 | 63 | 82 | 106 | 194 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

96

102

125

247

342

3 233

2

79

93

100

123

244

361

2 414

3

77

92

100

126

237

376

1 825

4

74

90

101

127

232

375

1 411

5

72

89

101

126

229

366

1 119

6

72

90

102

127

226

352

908

7

71

90

101

126

224

335

751

8

68

88

99

126

221

317

631

9

66

86

99

127

219

312

538

10

65

85

98

127

217

310

463

11

63

84

97

126

215

308

402

12

61

82

95

125

214

306

352

13

60

81

94

123

212

305

310

14

58

79

92

122

210

303

303

15

57

78

91

120

209

302

302

16

56

77

90

119

208

301

301

17

54

75

88

118

207

300

300

18

53

74

87

117

206

299

299

19

53

74

87

116

205

298

298

20

52

73

86

115

204

297

297

21

51

72

85

114

203

296

296

22

50

71

84

114

202

295

295

23

49

70

83

113

201

294

294

24

48

69

82

112

200

293

293

25

47

68

81

110

199

292

292

26

46

67

80

109

198

291

291

27

45

66

79

108

197

290

290

28

44

65

78

107

196

289

289

29

43

64

80

106

195

288

288

30

42

63

82

106

194

287

287

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 55 | 69 | 76 | 98 | 220 | 315 | 3 116 |
| 2 | 54 | 68 | 74 | 97 | 218 | 348 | 2 319 |
| 3 | 52 | 67 | 75 | 101 | 212 | 362 | 1 752 |
| 4 | 51 | 67 | 77 | 103 | 208 | 362 | 1 356 |
| 5 | 50 | 67 | 79 | 103 | 206 | 353 | 1 076 |
| 6 | 49 | 67 | 79 | 104 | 204 | 340 | 875 |
| 7 | 49 | 68 | 79 | 105 | 202 | 324 | 725 |
| 8 | 47 | 67 | 79 | 106 | 201 | 307 | 610 |
| 9 | 46 | 67 | 79 | 107 | 199 | 292 | 520 |
| 10 | 45 | 66 | 79 | 108 | 198 | 291 | 447 |
| 11 | 44 | 65 | 78 | 108 | 197 | 290 | 389 |
| 12 | 44 | 65 | 78 | 107 | 196 | 289 | 340 |
| 13 | 43 | 64 | 77 | 106 | 195 | 288 | 300 |
| 14 | 42 | 63 | 76 | 106 | 194 | 287 | 287 |
| 15 | 41 | 62 | 75 | 105 | 194 | 287 | 287 |
| 16 | 40 | 61 | 74 | 104 | 193 | 285 | 285 |
| 17 | 40 | 61 | 74 | 103 | 192 | 285 | 285 |
| 18 | 39 | 60 | 73 | 103 | 191 | 284 | 284 |
| 19 | 39 | 60 | 73 | 102 | 191 | 284 | 284 |
| 20 | 38 | 59 | 72 | 102 | 191 | 283 | 283 |
| 21 | 38 | 59 | 72 | 102 | 190 | 283 | 283 |
| 22 | 38 | 59 | 72 | 101 | 190 | 283 | 283 |
| 23 | 37 | 58 | 71 | 101 | 189 | 282 | 282 |
| 24 | 37 | 58 | 71 | 100 | 189 | 282 | 282 |
| 25 | 36 | 57 | 70 | 99 | 188 | 281 | 281 |
| 26 | 35 | 56 | 70 | 99 | 187 | 280 | 280 |
| 27 | 35 | 56 | 72 | 98 | 187 | 280 | 280 |
| 28 | 34 | 55 | 75 | 97 | 186 | 279 | 279 |
| 29 | 33 | 54 | 78 | 97 | 185 | 278 | 278 |
| 30 | 33 | 54 | 80 | 96 | 185 | 278 | 278 |

Duration (in years)

Credit quality step 0

Credit 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

69

76

98

220

315

3 116

2

54

68

74

97

218

348

2 319

3

52

67

75

101

212

362

1 752

4

51

67

77

103

208

362

1 356

5

50

67

79

103

206

353

1 076

6

49

67

79

104

204

340

875

7

49

68

79

105

202

324

725

8

47

67

79

106

201

307

610

9

46

67

79

107

199

292

520

10

45

66

79

108

198

291

447

11

44

65

78

108

197

290

389

12

44

65

78

107

196

289

340

13

43

64

77

106

195

288

300

14

42

63

76

106

194

287

287

15

41

62

75

105

194

287

287

16

40

61

74

104

193

285

285

17

40

61

74

103

192

285

285

18

39

60

73

103

191

284

284

19

39

60

73

102

191

284

284

20

38

59

72

102

191

283

283

21

38

59

72

102

190

283

283

22

38

59

72

101

190

283

283

23

37

58

71

101

189

282

282

24

37

58

71

100

189

282

282

25

36

57

70

99

188

281

281

26

35

56

70

99

187

280

280

27

35

56

72

98

187

280

280

28

34

55

75

97

186

279

279

29

33

54

78

97

185

278

278

30

33

54

80

96

185

278

278

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 | 69 | 191 | 310 | 3 109 |
| 2 | 26 | 40 | 47 | 70 | 191 | 348 | 2 313 |
| 3 | 25 | 40 | 48 | 74 | 185 | 360 | 1 744 |
| 4 | 24 | 40 | 50 | 76 | 181 | 359 | 1 347 |
| 5 | 24 | 41 | 53 | 77 | 180 | 350 | 1 067 |
| 6 | 25 | 43 | 54 | 80 | 179 | 336 | 866 |
| 7 | 25 | 45 | 56 | 81 | 179 | 320 | 716 |
| 8 | 25 | 44 | 56 | 83 | 178 | 303 | 602 |
| 9 | 24 | 45 | 57 | 85 | 177 | 285 | 513 |
| 10 | 24 | 45 | 58 | 87 | 176 | 269 | 442 |
| 11 | 23 | 44 | 57 | 87 | 175 | 268 | 384 |
| 12 | 23 | 44 | 57 | 86 | 175 | 268 | 336 |
| 13 | 22 | 43 | 56 | 85 | 174 | 267 | 296 |
| 14 | 21 | 42 | 55 | 85 | 173 | 266 | 266 |
| 15 | 20 | 41 | 54 | 84 | 172 | 265 | 265 |
| 16 | 19 | 40 | 53 | 83 | 171 | 264 | 264 |
| 17 | 19 | 40 | 53 | 82 | 171 | 264 | 264 |
| 18 | 18 | 39 | 52 | 82 | 171 | 263 | 263 |
| 19 | 18 | 39 | 52 | 82 | 170 | 263 | 263 |
| 20 | 18 | 39 | 54 | 82 | 170 | 263 | 263 |
| 21 | 18 | 39 | 57 | 82 | 170 | 263 | 263 |
| 22 | 18 | 39 | 59 | 82 | 170 | 263 | 263 |
| 23 | 18 | 39 | 61 | 82 | 170 | 263 | 263 |
| 24 | 18 | 39 | 64 | 81 | 170 | 263 | 263 |
| 25 | 18 | 39 | 66 | 81 | 170 | 263 | 263 |
| 26 | 17 | 38 | 70 | 81 | 170 | 262 | 262 |
| 27 | 17 | 38 | 72 | 81 | 169 | 262 | 262 |
| 28 | 17 | 38 | 74 | 80 | 169 | 262 | 262 |
| 29 | 17 | 38 | 77 | 80 | 169 | 262 | 262 |
| 30 | 16 | 37 | 79 | 81 | 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

26

40

46

69

191

310

3 109

2

26

40

47

70

191

348

2 313

3

25

40

48

74

185

360

1 744

4

24

40

50

76

181

359

1 347

5

24

41

53

77

180

350

1 067

6

25

43

54

80

179

336

866

7

25

45

56

81

179

320

716

8

25

44

56

83

178

303

602

9

24

45

57

85

177

285

513

10

24

45

58

87

176

269

442

11

23

44

57

87

175

268

384

12

23

44

57

86

175

268

336

13

22

43

56

85

174

267

296

14

21

42

55

85

173

266

266

15

20

41

54

84

172

265

265

16

19

40

53

83

171

264

264

17

19

40

53

82

171

264

264

18

18

39

52

82

171

263

263

19

18

39

52

82

170

263

263

20

18

39

54

82

170

263

263

21

18

39

57

82

170

263

263

22

18

39

59

82

170

263

263

23

18

39

61

82

170

263

263

24

18

39

64

81

170

263

263

25

18

39

66

81

170

263

263

26

17

38

70

81

170

262

262

27

17

38

72

81

169

262

262

28

17

38

74

80

169

262

262

29

17

38

77

80

169

262

262

30

16

37

79

81

168

261

261

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 146 | 301 | 3 015 |
| 2 | 0 | 1 | 6 | 25 | 147 | 337 | 2 238 |
| 3 | 1 | 2 | 9 | 30 | 141 | 350 | 1 687 |
| 4 | 1 | 3 | 11 | 34 | 139 | 348 | 1 303 |
| 5 | 2 | 4 | 14 | 36 | 139 | 339 | 1 033 |
| 6 | 2 | 4 | 17 | 39 | 139 | 326 | 839 |
| 7 | 3 | 6 | 19 | 41 | 138 | 311 | 694 |
| 8 | 4 | 6 | 22 | 44 | 138 | 294 | 584 |
| 9 | 4 | 8 | 25 | 47 | 138 | 277 | 498 |
| 10 | 4 | 8 | 28 | 49 | 138 | 261 | 429 |
| 11 | 4 | 10 | 30 | 51 | 140 | 245 | 373 |
| 12 | 6 | 10 | 32 | 50 | 138 | 231 | 327 |
| 13 | 6 | 12 | 35 | 51 | 139 | 232 | 288 |
| 14 | 6 | 12 | 38 | 50 | 139 | 232 | 255 |
| 15 | 6 | 14 | 40 | 49 | 138 | 231 | 231 |
| 16 | 8 | 14 | 43 | 49 | 137 | 230 | 230 |
| 17 | 8 | 15 | 45 | 52 | 137 | 230 | 230 |
| 18 | 8 | 16 | 47 | 54 | 137 | 230 | 230 |
| 19 | 9 | 17 | 50 | 56 | 137 | 230 | 230 |
| 20 | 9 | 18 | 53 | 59 | 138 | 231 | 231 |
| 21 | 9 | 19 | 55 | 60 | 138 | 231 | 231 |
| 22 | 10 | 20 | 57 | 62 | 138 | 231 | 231 |
| 23 | 10 | 20 | 59 | 64 | 138 | 231 | 231 |
| 24 | 10 | 22 | 62 | 67 | 138 | 231 | 231 |
| 25 | 12 | 22 | 65 | 69 | 138 | 231 | 231 |
| 26 | 12 | 24 | 67 | 70 | 138 | 231 | 231 |
| 27 | 13 | 24 | 69 | 72 | 138 | 231 | 231 |
| 28 | 13 | 25 | 72 | 74 | 139 | 231 | 231 |
| 29 | 13 | 26 | 74 | 77 | 139 | 231 | 231 |
| 30 | 14 | 27 | 78 | 79 | 141 | 231 | 231 |

Duration (in years)

Credit quality step 0

Credit 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

301

3 015

2

0

1

6

25

147

337

2 238

3

1

2

9

30

141

350

1 687

4

1

3

11

34

139

348

1 303

5

2

4

14

36

139

339

1 033

6

2

4

17

39

139

326

839

7

3

6

19

41

138

311

694

8

4

6

22

44

138

294

584

9

4

8

25

47

138

277

498

10

4

8

28

49

138

261

429

11

4

10

30

51

140

245

373

12

6

10

32

50

138

231

327

13

6

12

35

51

139

232

288

14

6

12

38

50

139

232

255

15

6

14

40

49

138

231

231

16

8

14

43

49

137

230

230

17

8

15

45

52

137

230

230

18

8

16

47

54

137

230

230

19

9

17

50

56

137

230

230

20

9

18

53

59

138

231

231

21

9

19

55

60

138

231

231

22

10

20

57

62

138

231

231

23

10

20

59

64

138

231

231

24

10

22

62

67

138

231

231

25

12

22

65

69

138

231

231

26

12

24

67

70

138

231

231

27

13

24

69

72

138

231

231

28

13

25

72

74

139

231

231

29

13

26

74

77

139

231

231

30

14

27

78

79

141

231

231

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 | 207 | 313 | 3 152 |
| 2 | 42 | 56 | 63 | 86 | 207 | 351 | 2 341 |
| 3 | 41 | 56 | 65 | 90 | 201 | 364 | 1 763 |
| 4 | 40 | 56 | 67 | 93 | 198 | 362 | 1 361 |
| 5 | 40 | 57 | 69 | 94 | 197 | 353 | 1 078 |
| 6 | 41 | 59 | 70 | 96 | 195 | 339 | 875 |
| 7 | 41 | 60 | 71 | 97 | 194 | 323 | 723 |
| 8 | 40 | 60 | 71 | 98 | 193 | 305 | 608 |
| 9 | 39 | 60 | 72 | 100 | 192 | 288 | 518 |
| 10 | 39 | 60 | 73 | 102 | 191 | 284 | 446 |
| 11 | 38 | 59 | 72 | 102 | 190 | 283 | 388 |
| 12 | 37 | 58 | 71 | 101 | 190 | 282 | 339 |
| 13 | 37 | 58 | 71 | 100 | 189 | 282 | 299 |
| 14 | 36 | 57 | 70 | 100 | 188 | 281 | 281 |
| 15 | 35 | 56 | 69 | 99 | 187 | 280 | 280 |
| 16 | 34 | 55 | 68 | 98 | 186 | 279 | 279 |
| 17 | 34 | 55 | 68 | 97 | 186 | 279 | 279 |
| 18 | 33 | 54 | 67 | 97 | 185 | 278 | 278 |
| 19 | 33 | 54 | 67 | 96 | 185 | 278 | 278 |
| 20 | 33 | 54 | 67 | 96 | 185 | 278 | 278 |
| 21 | 32 | 53 | 66 | 96 | 185 | 277 | 277 |
| 22 | 32 | 53 | 66 | 96 | 184 | 277 | 277 |
| 23 | 32 | 53 | 66 | 95 | 184 | 277 | 277 |
| 24 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 25 | 30 | 51 | 67 | 94 | 183 | 275 | 275 |
| 26 | 30 | 51 | 70 | 93 | 182 | 275 | 275 |
| 27 | 29 | 50 | 72 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 75 | 92 | 181 | 274 | 274 |
| 29 | 28 | 49 | 77 | 92 | 180 | 273 | 273 |
| 30 | 27 | 48 | 79 | 91 | 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

42

56

63

86

207

313

3 152

2

42

56

63

86

207

351

2 341

3

41

56

65

90

201

364

1 763

4

40

56

67

93

198

362

1 361

5

40

57

69

94

197

353

1 078

6

41

59

70

96

195

339

875

7

41

60

71

97

194

323

723

8

40

60

71

98

193

305

608

9

39

60

72

100

192

288

518

10

39

60

73

102

191

284

446

11

38

59

72

102

190

283

388

12

37

58

71

101

190

282

339

13

37

58

71

100

189

282

299

14

36

57

70

100

188

281

281

15

35

56

69

99

187

280

280

16

34

55

68

98

186

279

279

17

34

55

68

97

186

279

279

18

33

54

67

97

185

278

278

19

33

54

67

96

185

278

278

20

33

54

67

96

185

278

278

21

32

53

66

96

185

277

277

22

32

53

66

96

184

277

277

23

32

53

66

95

184

277

277

24

31

52

65

95

183

276

276

25

30

51

67

94

183

275

275

26

30

51

70

93

182

275

275

27

29

50

72

93

181

274

274

28

29

50

75

92

181

274

274

29

28

49

77

92

180

273

273

30

27

48

79

91

179

272

272

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 | 175 | 310 | 3 118 |
| 2 | 14 | 28 | 35 | 58 | 179 | 349 | 2 320 |
| 3 | 17 | 32 | 40 | 66 | 177 | 362 | 1 750 |
| 4 | 20 | 35 | 46 | 72 | 177 | 361 | 1 353 |
| 5 | 22 | 39 | 51 | 75 | 178 | 351 | 1 072 |
| 6 | 21 | 39 | 51 | 76 | 176 | 338 | 870 |
| 7 | 27 | 46 | 57 | 82 | 180 | 321 | 720 |
| 8 | 25 | 45 | 57 | 84 | 178 | 304 | 605 |
| 9 | 27 | 47 | 59 | 88 | 179 | 287 | 516 |
| 10 | 28 | 49 | 62 | 91 | 181 | 274 | 444 |
| 11 | 30 | 51 | 64 | 93 | 182 | 275 | 386 |
| 12 | 30 | 51 | 64 | 94 | 183 | 275 | 338 |
| 13 | 31 | 52 | 65 | 94 | 183 | 276 | 298 |
| 14 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 15 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 16 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 17 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 18 | 30 | 51 | 64 | 94 | 182 | 275 | 275 |
| 19 | 30 | 51 | 64 | 93 | 182 | 275 | 275 |
| 20 | 30 | 51 | 64 | 93 | 182 | 275 | 275 |
| 21 | 30 | 51 | 64 | 93 | 182 | 275 | 275 |
| 22 | 29 | 50 | 63 | 93 | 181 | 274 | 274 |
| 23 | 29 | 50 | 63 | 93 | 181 | 274 | 274 |
| 24 | 29 | 50 | 65 | 92 | 181 | 274 | 274 |
| 25 | 28 | 49 | 67 | 92 | 180 | 273 | 273 |
| 26 | 28 | 49 | 70 | 91 | 180 | 273 | 273 |
| 27 | 27 | 48 | 72 | 91 | 179 | 272 | 272 |
| 28 | 27 | 48 | 75 | 90 | 179 | 272 | 272 |
| 29 | 26 | 47 | 77 | 90 | 178 | 271 | 271 |
| 30 | 26 | 47 | 80 | 89 | 178 | 271 | 271 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

31

54

175

310

3 118

2

14

28

35

58

179

349

2 320

3

17

32

40

66

177

362

1 750

4

20

35

46

72

177

361

1 353

5

22

39

51

75

178

351

1 072

6

21

39

51

76

176

338

870

7

27

46

57

82

180

321

720

8

25

45

57

84

178

304

605

9

27

47

59

88

179

287

516

10

28

49

62

91

181

274

444

11

30

51

64

93

182

275

386

12

30

51

64

94

183

275

338

13

31

52

65

94

183

276

298

14

31

52

65

95

183

276

276

15

31

52

65

95

183

276

276

16

31

52

65

94

183

276

276

17

31

52

65

94

183

276

276

18

30

51

64

94

182

275

275

19

30

51

64

93

182

275

275

20

30

51

64

93

182

275

275

21

30

51

64

93

182

275

275

22

29

50

63

93

181

274

274

23

29

50

63

93

181

274

274

24

29

50

65

92

181

274

274

25

28

49

67

92

180

273

273

26

28

49

70

91

180

273

273

27

27

48

72

91

179

272

272

28

27

48

75

90

179

272

272

29

26

47

77

90

178

271

271

30

26

47

80

89

178

271

271

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 | 30 | 52 | 174 | 313 | 3 146 |
| 2 | 10 | 24 | 31 | 54 | 175 | 351 | 2 341 |
| 3 | 11 | 26 | 34 | 60 | 171 | 364 | 1 764 |
| 4 | 11 | 27 | 38 | 64 | 169 | 363 | 1 362 |
| 5 | 12 | 29 | 41 | 66 | 169 | 353 | 1 078 |
| 6 | 14 | 32 | 44 | 69 | 169 | 339 | 874 |
| 7 | 16 | 35 | 46 | 71 | 169 | 322 | 722 |
| 8 | 16 | 36 | 47 | 74 | 169 | 305 | 607 |
| 9 | 16 | 37 | 49 | 77 | 169 | 287 | 517 |
| 10 | 17 | 38 | 51 | 79 | 169 | 270 | 445 |
| 11 | 17 | 38 | 51 | 80 | 169 | 262 | 386 |
| 12 | 17 | 38 | 51 | 81 | 169 | 262 | 338 |
| 13 | 17 | 38 | 51 | 81 | 170 | 262 | 298 |
| 14 | 17 | 38 | 51 | 81 | 170 | 263 | 264 |
| 15 | 18 | 39 | 52 | 81 | 170 | 263 | 263 |
| 16 | 17 | 38 | 51 | 81 | 169 | 262 | 262 |
| 17 | 17 | 38 | 51 | 81 | 169 | 262 | 262 |
| 18 | 17 | 38 | 51 | 81 | 169 | 262 | 262 |
| 19 | 17 | 38 | 51 | 81 | 169 | 262 | 262 |
| 20 | 17 | 38 | 54 | 81 | 170 | 262 | 262 |
| 21 | 17 | 38 | 57 | 81 | 170 | 262 | 262 |
| 22 | 17 | 38 | 59 | 81 | 169 | 262 | 262 |
| 23 | 17 | 38 | 61 | 81 | 169 | 262 | 262 |
| 24 | 17 | 38 | 64 | 80 | 169 | 262 | 262 |
| 25 | 16 | 37 | 66 | 80 | 168 | 261 | 261 |
| 26 | 16 | 37 | 69 | 79 | 168 | 261 | 261 |
| 27 | 15 | 36 | 72 | 79 | 168 | 260 | 260 |
| 28 | 15 | 36 | 74 | 79 | 167 | 260 | 260 |
| 29 | 15 | 36 | 77 | 79 | 167 | 260 | 260 |
| 30 | 14 | 35 | 79 | 81 | 167 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit 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

30

52

174

313

3 146

2

10

24

31

54

175

351

2 341

3

11

26

34

60

171

364

1 764

4

11

27

38

64

169

363

1 362

5

12

29

41

66

169

353

1 078

6

14

32

44

69

169

339

874

7

16

35

46

71

169

322

722

8

16

36

47

74

169

305

607

9

16

37

49

77

169

287

517

10

17

38

51

79

169

270

445

11

17

38

51

80

169

262

386

12

17

38

51

81

169

262

338

13

17

38

51

81

170

262

298

14

17

38

51

81

170

263

264

15

18

39

52

81

170

263

263

16

17

38

51

81

169

262

262

17

17

38

51

81

169

262

262

18

17

38

51

81

169

262

262

19

17

38

51

81

169

262

262

20

17

38

54

81

170

262

262

21

17

38

57

81

170

262

262

22

17

38

59

81

169

262

262

23

17

38

61

81

169

262

262

24

17

38

64

80

169

262

262

25

16

37

66

80

168

261

261

26

16

37

69

79

168

261

261

27

15

36

72

79

168

260

260

28

15

36

74

79

167

260

260

29

15

36

77

79

167

260

260

30

14

35

79

81

167

260

260

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 | 65 | 88 | 210 | 317 | 3 187 |
| 2 | 48 | 62 | 68 | 91 | 213 | 357 | 2 379 |
| 3 | 50 | 65 | 74 | 99 | 210 | 371 | 1 797 |
| 4 | 51 | 67 | 78 | 104 | 208 | 370 | 1 389 |
| 5 | 53 | 70 | 82 | 106 | 209 | 360 | 1 101 |
| 6 | 54 | 73 | 84 | 110 | 209 | 346 | 893 |
| 7 | 56 | 75 | 86 | 112 | 209 | 330 | 739 |
| 8 | 55 | 75 | 87 | 114 | 209 | 312 | 622 |
| 9 | 55 | 76 | 88 | 117 | 208 | 301 | 530 |
| 10 | 56 | 77 | 90 | 119 | 208 | 301 | 456 |
| 11 | 56 | 77 | 90 | 119 | 208 | 301 | 396 |
| 12 | 55 | 76 | 89 | 118 | 207 | 300 | 347 |
| 13 | 54 | 75 | 88 | 118 | 206 | 299 | 306 |
| 14 | 53 | 74 | 87 | 117 | 205 | 298 | 298 |
| 15 | 52 | 73 | 86 | 116 | 204 | 297 | 297 |
| 16 | 51 | 72 | 85 | 115 | 204 | 296 | 296 |
| 17 | 51 | 72 | 85 | 114 | 203 | 296 | 296 |
| 18 | 50 | 71 | 84 | 113 | 202 | 295 | 295 |
| 19 | 49 | 70 | 83 | 113 | 201 | 294 | 294 |
| 20 | 48 | 69 | 82 | 112 | 201 | 293 | 293 |
| 21 | 48 | 69 | 82 | 111 | 200 | 293 | 293 |
| 22 | 47 | 68 | 81 | 110 | 199 | 292 | 292 |
| 23 | 46 | 67 | 80 | 110 | 198 | 291 | 291 |
| 24 | 45 | 66 | 79 | 109 | 197 | 290 | 290 |
| 25 | 44 | 65 | 78 | 108 | 196 | 289 | 289 |
| 26 | 43 | 64 | 77 | 107 | 195 | 288 | 288 |
| 27 | 42 | 63 | 76 | 106 | 194 | 287 | 287 |
| 28 | 41 | 62 | 76 | 105 | 194 | 286 | 286 |
| 29 | 41 | 62 | 78 | 104 | 193 | 286 | 286 |
| 30 | 40 | 61 | 82 | 103 | 192 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

59

65

88

210

317

3 187

2

48

62

68

91

213

357

2 379

3

50

65

74

99

210

371

1 797

4

51

67

78

104

208

370

1 389

5

53

70

82

106

209

360

1 101

6

54

73

84

110

209

346

893

7

56

75

86

112

209

330

739

8

55

75

87

114

209

312

622

9

55

76

88

117

208

301

530

10

56

77

90

119

208

301

456

11

56

77

90

119

208

301

396

12

55

76

89

118

207

300

347

13

54

75

88

118

206

299

306

14

53

74

87

117

205

298

298

15

52

73

86

116

204

297

297

16

51

72

85

115

204

296

296

17

51

72

85

114

203

296

296

18

50

71

84

113

202

295

295

19

49

70

83

113

201

294

294

20

48

69

82

112

201

293

293

21

48

69

82

111

200

293

293

22

47

68

81

110

199

292

292

23

46

67

80

110

198

291

291

24

45

66

79

109

197

290

290

25

44

65

78

108

196

289

289

26

43

64

77

107

195

288

288

27

42

63

76

106

194

287

287

28

41

62

76

105

194

286

286

29

41

62

78

104

193

286

286

30

40

61

82

103

192

285

285

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 76 | 90 | 97 | 120 | 241 | 336 | 3 285 |
| 2 | 80 | 94 | 101 | 124 | 245 | 366 | 2 450 |
| 3 | 80 | 95 | 104 | 129 | 240 | 381 | 1 853 |
| 4 | 79 | 95 | 106 | 132 | 237 | 380 | 1 433 |
| 5 | 82 | 99 | 111 | 135 | 238 | 371 | 1 137 |
| 6 | 84 | 102 | 114 | 139 | 239 | 357 | 923 |
| 7 | 86 | 105 | 116 | 142 | 239 | 341 | 764 |
| 8 | 87 | 107 | 118 | 145 | 240 | 333 | 643 |
| 9 | 88 | 108 | 120 | 149 | 240 | 333 | 547 |
| 10 | 88 | 109 | 122 | 151 | 240 | 333 | 471 |
| 11 | 88 | 109 | 122 | 151 | 240 | 333 | 409 |
| 12 | 87 | 108 | 121 | 150 | 239 | 332 | 358 |
| 13 | 85 | 107 | 120 | 149 | 238 | 331 | 331 |
| 14 | 84 | 105 | 118 | 148 | 236 | 329 | 329 |
| 15 | 83 | 104 | 117 | 146 | 235 | 328 | 328 |
| 16 | 81 | 102 | 115 | 145 | 233 | 326 | 326 |
| 17 | 80 | 101 | 114 | 143 | 232 | 325 | 325 |
| 18 | 78 | 99 | 112 | 142 | 230 | 323 | 323 |
| 19 | 77 | 98 | 111 | 141 | 229 | 322 | 322 |
| 20 | 76 | 97 | 110 | 139 | 228 | 321 | 321 |
| 21 | 74 | 95 | 108 | 138 | 226 | 319 | 319 |
| 22 | 73 | 94 | 107 | 136 | 225 | 318 | 318 |
| 23 | 71 | 92 | 105 | 135 | 223 | 316 | 316 |
| 24 | 70 | 91 | 104 | 133 | 222 | 315 | 315 |
| 25 | 68 | 89 | 102 | 132 | 220 | 313 | 313 |
| 26 | 66 | 87 | 100 | 130 | 219 | 312 | 312 |
| 27 | 65 | 86 | 99 | 129 | 217 | 310 | 310 |
| 28 | 63 | 84 | 97 | 127 | 216 | 308 | 308 |
| 29 | 62 | 83 | 96 | 125 | 214 | 307 | 307 |
| 30 | 60 | 81 | 94 | 124 | 213 | 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

76

90

97

120

241

336

3 285

2

80

94

101

124

245

366

2 450

3

80

95

104

129

240

381

1 853

4

79

95

106

132

237

380

1 433

5

82

99

111

135

238

371

1 137

6

84

102

114

139

239

357

923

7

86

105

116

142

239

341

764

8

87

107

118

145

240

333

643

9

88

108

120

149

240

333

547

10

88

109

122

151

240

333

471

11

88

109

122

151

240

333

409

12

87

108

121

150

239

332

358

13

85

107

120

149

238

331

331

14

84

105

118

148

236

329

329

15

83

104

117

146

235

328

328

16

81

102

115

145

233

326

326

17

80

101

114

143

232

325

325

18

78

99

112

142

230

323

323

19

77

98

111

141

229

322

322

20

76

97

110

139

228

321

321

21

74

95

108

138

226

319

319

22

73

94

107

136

225

318

318

23

71

92

105

135

223

316

316

24

70

91

104

133

222

315

315

25

68

89

102

132

220

313

313

26

66

87

100

130

219

312

312

27

65

86

99

129

217

310

310

28

63

84

97

127

216

308

308

29

62

83

96

125

214

307

307

30

60

81

94

124

213

305

305

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 | 23 | 46 | 167 | 314 | 3 161 |
| 2 | 6 | 20 | 26 | 49 | 171 | 353 | 2 352 |
| 3 | 8 | 23 | 31 | 56 | 167 | 366 | 1 773 |
| 4 | 10 | 25 | 36 | 62 | 167 | 364 | 1 369 |
| 5 | 12 | 29 | 41 | 65 | 168 | 355 | 1 084 |
| 6 | 14 | 32 | 44 | 69 | 169 | 340 | 879 |
| 7 | 16 | 35 | 46 | 71 | 169 | 324 | 726 |
| 8 | 16 | 36 | 47 | 74 | 169 | 306 | 610 |
| 9 | 16 | 37 | 49 | 77 | 169 | 289 | 520 |
| 10 | 17 | 38 | 51 | 80 | 169 | 272 | 447 |
| 11 | 17 | 38 | 51 | 80 | 169 | 262 | 389 |
| 12 | 17 | 38 | 51 | 80 | 169 | 262 | 340 |
| 13 | 16 | 37 | 50 | 80 | 168 | 261 | 300 |
| 14 | 15 | 36 | 49 | 79 | 168 | 260 | 265 |
| 15 | 15 | 36 | 49 | 78 | 167 | 260 | 260 |
| 16 | 14 | 35 | 48 | 77 | 166 | 259 | 259 |
| 17 | 13 | 34 | 47 | 77 | 165 | 258 | 258 |
| 18 | 13 | 34 | 49 | 77 | 165 | 258 | 258 |
| 19 | 13 | 34 | 52 | 76 | 165 | 258 | 258 |
| 20 | 13 | 34 | 54 | 76 | 165 | 258 | 258 |
| 21 | 13 | 34 | 57 | 77 | 165 | 258 | 258 |
| 22 | 13 | 34 | 60 | 77 | 165 | 258 | 258 |
| 23 | 13 | 34 | 62 | 77 | 165 | 258 | 258 |
| 24 | 13 | 34 | 65 | 77 | 165 | 258 | 258 |
| 25 | 13 | 34 | 67 | 76 | 165 | 258 | 258 |
| 26 | 13 | 34 | 70 | 76 | 165 | 258 | 258 |
| 27 | 13 | 33 | 72 | 76 | 165 | 258 | 258 |
| 28 | 13 | 33 | 75 | 78 | 164 | 257 | 257 |
| 29 | 14 | 33 | 77 | 79 | 164 | 257 | 257 |
| 30 | 14 | 33 | 80 | 81 | 164 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

16

23

46

167

314

3 161

2

6

20

26

49

171

353

2 352

3

8

23

31

56

167

366

1 773

4

10

25

36

62

167

364

1 369

5

12

29

41

65

168

355

1 084

6

14

32

44

69

169

340

879

7

16

35

46

71

169

324

726

8

16

36

47

74

169

306

610

9

16

37

49

77

169

289

520

10

17

38

51

80

169

272

447

11

17

38

51

80

169

262

389

12

17

38

51

80

169

262

340

13

16

37

50

80

168

261

300

14

15

36

49

79

168

260

265

15

15

36

49

78

167

260

260

16

14

35

48

77

166

259

259

17

13

34

47

77

165

258

258

18

13

34

49

77

165

258

258

19

13

34

52

76

165

258

258

20

13

34

54

76

165

258

258

21

13

34

57

77

165

258

258

22

13

34

60

77

165

258

258

23

13

34

62

77

165

258

258

24

13

34

65

77

165

258

258

25

13

34

67

76

165

258

258

26

13

34

70

76

165

258

258

27

13

33

72

76

165

258

258

28

13

33

75

78

164

257

257

29

14

33

77

79

164

257

257

30

14

33

80

81

164

257

257

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 88 | 102 | 109 | 131 | 253 | 348 | 3 418 |
| 2 | 89 | 102 | 109 | 132 | 253 | 379 | 2 548 |
| 3 | 88 | 103 | 111 | 136 | 247 | 394 | 1 924 |
| 4 | 87 | 103 | 114 | 140 | 245 | 393 | 1 486 |
| 5 | 88 | 105 | 117 | 141 | 244 | 383 | 1 177 |
| 6 | 89 | 107 | 118 | 144 | 243 | 368 | 954 |
| 7 | 90 | 109 | 120 | 145 | 243 | 350 | 789 |
| 8 | 89 | 109 | 121 | 148 | 243 | 335 | 662 |
| 9 | 89 | 109 | 121 | 150 | 242 | 334 | 564 |
| 10 | 88 | 108 | 121 | 150 | 240 | 333 | 485 |
| 11 | 86 | 107 | 120 | 149 | 238 | 331 | 421 |
| 12 | 84 | 105 | 118 | 148 | 236 | 329 | 368 |
| 13 | 82 | 103 | 116 | 146 | 234 | 327 | 327 |
| 14 | 80 | 101 | 114 | 144 | 232 | 325 | 325 |
| 15 | 78 | 99 | 112 | 142 | 231 | 324 | 324 |
| 16 | 76 | 97 | 110 | 140 | 229 | 321 | 321 |
| 17 | 75 | 96 | 109 | 138 | 227 | 320 | 320 |
| 18 | 73 | 94 | 107 | 137 | 225 | 318 | 318 |
| 19 | 72 | 93 | 106 | 135 | 224 | 317 | 317 |
| 20 | 71 | 92 | 105 | 134 | 223 | 316 | 316 |
| 21 | 70 | 91 | 104 | 133 | 222 | 315 | 315 |
| 22 | 69 | 90 | 103 | 132 | 221 | 314 | 314 |
| 23 | 67 | 89 | 102 | 131 | 220 | 313 | 313 |
| 24 | 66 | 87 | 100 | 130 | 218 | 311 | 311 |
| 25 | 65 | 86 | 99 | 129 | 217 | 310 | 310 |
| 26 | 64 | 85 | 98 | 128 | 216 | 309 | 309 |
| 27 | 63 | 84 | 97 | 127 | 215 | 308 | 308 |
| 28 | 62 | 83 | 96 | 125 | 214 | 307 | 307 |
| 29 | 61 | 82 | 95 | 124 | 213 | 306 | 306 |
| 30 | 60 | 81 | 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

88

102

109

131

253

348

3 418

2

89

102

109

132

253

379

2 548

3

88

103

111

136

247

394

1 924

4

87

103

114

140

245

393

1 486

5

88

105

117

141

244

383

1 177

6

89

107

118

144

243

368

954

7

90

109

120

145

243

350

789

8

89

109

121

148

243

335

662

9

89

109

121

150

242

334

564

10

88

108

121

150

240

333

485

11

86

107

120

149

238

331

421

12

84

105

118

148

236

329

368

13

82

103

116

146

234

327

327

14

80

101

114

144

232

325

325

15

78

99

112

142

231

324

324

16

76

97

110

140

229

321

321

17

75

96

109

138

227

320

320

18

73

94

107

137

225

318

318

19

72

93

106

135

224

317

317

20

71

92

105

134

223

316

316

21

70

91

104

133

222

315

315

22

69

90

103

132

221

314

314

23

67

89

102

131

220

313

313

24

66

87

100

130

218

311

311

25

65

86

99

129

217

310

310

26

64

85

98

128

216

309

309

27

63

84

97

127

215

308

308

28

62

83

96

125

214

307

307

29

61

82

95

124

213

306

306

30

60

81

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 | 340 | 354 | 360 | 383 | 505 | 600 | 3 478 |
| 2 | 74 | 88 | 94 | 117 | 239 | 384 | 2 581 |
| 3 | 76 | 91 | 99 | 125 | 236 | 396 | 1 940 |
| 4 | 78 | 94 | 105 | 131 | 236 | 394 | 1 495 |
| 5 | 81 | 98 | 110 | 134 | 237 | 383 | 1 182 |
| 6 | 83 | 101 | 113 | 138 | 238 | 368 | 957 |
| 7 | 85 | 104 | 115 | 140 | 238 | 350 | 791 |
| 8 | 86 | 105 | 117 | 144 | 239 | 332 | 664 |
| 9 | 86 | 107 | 119 | 147 | 239 | 332 | 565 |
| 10 | 86 | 107 | 120 | 149 | 239 | 332 | 487 |
| 11 | 86 | 107 | 120 | 150 | 239 | 331 | 423 |
| 12 | 86 | 107 | 120 | 150 | 239 | 331 | 370 |
| 13 | 87 | 108 | 121 | 150 | 239 | 332 | 332 |
| 14 | 87 | 108 | 121 | 151 | 239 | 332 | 332 |
| 15 | 88 | 109 | 122 | 152 | 240 | 333 | 333 |
| 16 | 89 | 110 | 123 | 153 | 241 | 334 | 334 |
| 17 | 90 | 111 | 124 | 154 | 242 | 335 | 335 |
| 18 | 91 | 112 | 125 | 155 | 243 | 336 | 336 |
| 19 | 92 | 113 | 126 | 156 | 244 | 337 | 337 |
| 20 | 93 | 114 | 127 | 156 | 245 | 338 | 338 |
| 21 | 93 | 114 | 127 | 156 | 245 | 338 | 338 |
| 22 | 93 | 114 | 127 | 156 | 245 | 338 | 338 |
| 23 | 92 | 113 | 126 | 156 | 244 | 337 | 337 |
| 24 | 91 | 112 | 125 | 155 | 243 | 336 | 336 |
| 25 | 90 | 111 | 124 | 154 | 243 | 335 | 335 |
| 26 | 89 | 110 | 123 | 153 | 241 | 334 | 334 |
| 27 | 88 | 109 | 122 | 152 | 240 | 333 | 333 |
| 28 | 87 | 108 | 121 | 150 | 239 | 332 | 332 |
| 29 | 85 | 106 | 119 | 149 | 238 | 330 | 330 |
| 30 | 84 | 105 | 118 | 148 | 236 | 329 | 329 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

340

354

360

383

505

600

3 478

2

74

88

94

117

239

384

2 581

3

76

91

99

125

236

396

1 940

4

78

94

105

131

236

394

1 495

5

81

98

110

134

237

383

1 182

6

83

101

113

138

238

368

957

7

85

104

115

140

238

350

791

8

86

105

117

144

239

332

664

9

86

107

119

147

239

332

565

10

86

107

120

149

239

332

487

11

86

107

120

150

239

331

423

12

86

107

120

150

239

331

370

13

87

108

121

150

239

332

332

14

87

108

121

151

239

332

332

15

88

109

122

152

240

333

333

16

89

110

123

153

241

334

334

17

90

111

124

154

242

335

335

18

91

112

125

155

243

336

336

19

92

113

126

156

244

337

337

20

93

114

127

156

245

338

338

21

93

114

127

156

245

338

338

22

93

114

127

156

245

338

338

23

92

113

126

156

244

337

337

24

91

112

125

155

243

336

336

25

90

111

124

154

243

335

335

26

89

110

123

153

241

334

334

27

88

109

122

152

240

333

333

28

87

108

121

150

239

332

332

29

85

106

119

149

238

330

330

30

84

105

118

148

236

329

329

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 | 155 | 306 | 3 073 |
| 2 | 0 | 4 | 11 | 34 | 155 | 343 | 2 281 |
| 3 | 1 | 5 | 13 | 38 | 149 | 356 | 1 718 |
| 4 | 1 | 5 | 15 | 41 | 146 | 354 | 1 326 |
| 5 | 2 | 6 | 18 | 42 | 145 | 344 | 1 050 |
| 6 | 2 | 8 | 20 | 45 | 144 | 331 | 852 |
| 7 | 3 | 10 | 21 | 46 | 144 | 315 | 704 |
| 8 | 4 | 10 | 22 | 48 | 143 | 298 | 592 |
| 9 | 4 | 10 | 25 | 50 | 142 | 281 | 504 |
| 10 | 4 | 10 | 28 | 52 | 142 | 264 | 434 |
| 11 | 5 | 10 | 31 | 53 | 141 | 248 | 377 |
| 12 | 6 | 10 | 33 | 53 | 141 | 234 | 331 |
| 13 | 6 | 12 | 35 | 53 | 141 | 234 | 291 |
| 14 | 6 | 12 | 38 | 53 | 142 | 235 | 258 |
| 15 | 6 | 14 | 41 | 53 | 142 | 235 | 235 |
| 16 | 8 | 14 | 43 | 53 | 142 | 235 | 235 |
| 17 | 8 | 15 | 46 | 54 | 142 | 235 | 235 |
| 18 | 8 | 16 | 48 | 54 | 143 | 236 | 236 |
| 19 | 9 | 17 | 50 | 57 | 143 | 236 | 236 |
| 20 | 9 | 19 | 53 | 59 | 144 | 237 | 237 |
| 21 | 9 | 19 | 56 | 62 | 145 | 238 | 238 |
| 22 | 10 | 20 | 58 | 64 | 146 | 239 | 239 |
| 23 | 10 | 21 | 61 | 66 | 146 | 239 | 239 |
| 24 | 12 | 22 | 63 | 68 | 147 | 240 | 240 |
| 25 | 12 | 22 | 66 | 70 | 147 | 240 | 240 |
| 26 | 12 | 24 | 68 | 72 | 148 | 241 | 241 |
| 27 | 13 | 25 | 71 | 74 | 148 | 241 | 241 |
| 28 | 13 | 26 | 73 | 76 | 148 | 241 | 241 |
| 29 | 14 | 27 | 76 | 78 | 149 | 242 | 242 |
| 30 | 14 | 27 | 79 | 80 | 149 | 242 | 242 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

11

34

155

306

3 073

2

0

4

11

34

155

343

2 281

3

1

5

13

38

149

356

1 718

4

1

5

15

41

146

354

1 326

5

2

6

18

42

145

344

1 050

6

2

8

20

45

144

331

852

7

3

10

21

46

144

315

704

8

4

10

22

48

143

298

592

9

4

10

25

50

142

281

504

10

4

10

28

52

142

264

434

11

5

10

31

53

141

248

377

12

6

10

33

53

141

234

331

13

6

12

35

53

141

234

291

14

6

12

38

53

142

235

258

15

6

14

41

53

142

235

235

16

8

14

43

53

142

235

235

17

8

15

46

54

142

235

235

18

8

16

48

54

143

236

236

19

9

17

50

57

143

236

236

20

9

19

53

59

144

237

237

21

9

19

56

62

145

238

238

22

10

20

58

64

146

239

239

23

10

21

61

66

146

239

239

24

12

22

63

68

147

240

240

25

12

22

66

70

147

240

240

26

12

24

68

72

148

241

241

27

13

25

71

74

148

241

241

28

13

26

73

76

148

241

241

29

14

27

76

78

149

242

242

30

14

27

79

80

149

242

242

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 62 | 69 | 92 | 213 | 313 | 3 152 |
| 2 | 49 | 63 | 70 | 93 | 214 | 351 | 2 341 |
| 3 | 49 | 63 | 72 | 97 | 208 | 364 | 1 764 |
| 4 | 48 | 64 | 74 | 100 | 205 | 363 | 1 363 |
| 5 | 48 | 65 | 77 | 101 | 204 | 353 | 1 080 |
| 6 | 49 | 67 | 79 | 104 | 204 | 340 | 876 |
| 7 | 49 | 68 | 79 | 105 | 202 | 324 | 725 |
| 8 | 48 | 68 | 80 | 107 | 202 | 306 | 610 |
| 9 | 48 | 69 | 81 | 109 | 201 | 294 | 520 |
| 10 | 47 | 68 | 81 | 110 | 199 | 292 | 448 |
| 11 | 46 | 67 | 80 | 109 | 198 | 291 | 389 |
| 12 | 44 | 65 | 78 | 108 | 196 | 289 | 341 |
| 13 | 42 | 63 | 76 | 106 | 195 | 287 | 300 |
| 14 | 41 | 62 | 75 | 105 | 193 | 286 | 286 |
| 15 | 39 | 60 | 73 | 103 | 192 | 285 | 285 |
| 16 | 38 | 59 | 72 | 101 | 190 | 283 | 283 |
| 17 | 37 | 58 | 71 | 100 | 189 | 282 | 282 |
| 18 | 35 | 56 | 69 | 99 | 188 | 280 | 280 |
| 19 | 35 | 56 | 69 | 98 | 187 | 280 | 280 |
| 20 | 34 | 55 | 68 | 98 | 186 | 279 | 279 |
| 21 | 33 | 54 | 67 | 97 | 186 | 278 | 278 |
| 22 | 33 | 54 | 67 | 96 | 185 | 278 | 278 |
| 23 | 32 | 53 | 66 | 96 | 184 | 277 | 277 |
| 24 | 31 | 52 | 65 | 95 | 184 | 276 | 276 |
| 25 | 31 | 52 | 67 | 94 | 183 | 276 | 276 |
| 26 | 30 | 51 | 70 | 94 | 182 | 275 | 275 |
| 27 | 29 | 50 | 72 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 75 | 92 | 181 | 274 | 274 |
| 29 | 28 | 49 | 78 | 92 | 180 | 273 | 273 |
| 30 | 27 | 48 | 80 | 91 | 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

48

62

69

92

213

313

3 152

2

49

63

70

93

214

351

2 341

3

49

63

72

97

208

364

1 764

4

48

64

74

100

205

363

1 363

5

48

65

77

101

204

353

1 080

6

49

67

79

104

204

340

876

7

49

68

79

105

202

324

725

8

48

68

80

107

202

306

610

9

48

69

81

109

201

294

520

10

47

68

81

110

199

292

448

11

46

67

80

109

198

291

389

12

44

65

78

108

196

289

341

13

42

63

76

106

195

287

300

14

41

62

75

105

193

286

286

15

39

60

73

103

192

285

285

16

38

59

72

101

190

283

283

17

37

58

71

100

189

282

282

18

35

56

69

99

188

280

280

19

35

56

69

98

187

280

280

20

34

55

68

98

186

279

279

21

33

54

67

97

186

278

278

22

33

54

67

96

185

278

278

23

32

53

66

96

184

277

277

24

31

52

65

95

184

276

276

25

31

52

67

94

183

276

276

26

30

51

70

94

182

275

275

27

29

50

72

93

181

274

274

28

29

50

75

92

181

274

274

29

28

49

78

92

180

273

273

30

27

48

80

91

179

272

272

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 110 | 124 | 130 | 153 | 275 | 370 | 3 411 |
| 2 | 111 | 125 | 132 | 154 | 276 | 378 | 2 541 |
| 3 | 112 | 127 | 135 | 161 | 272 | 393 | 1 918 |
| 4 | 112 | 128 | 139 | 165 | 270 | 392 | 1 482 |
| 5 | 113 | 130 | 142 | 167 | 270 | 382 | 1 174 |
| 6 | 115 | 133 | 145 | 170 | 269 | 367 | 953 |
| 7 | 116 | 135 | 146 | 171 | 269 | 362 | 788 |
| 8 | 115 | 135 | 146 | 173 | 268 | 361 | 663 |
| 9 | 114 | 135 | 147 | 175 | 267 | 360 | 565 |
| 10 | 114 | 134 | 147 | 176 | 266 | 359 | 486 |
| 11 | 112 | 133 | 146 | 176 | 264 | 357 | 422 |
| 12 | 110 | 131 | 144 | 174 | 262 | 355 | 370 |
| 13 | 108 | 129 | 142 | 172 | 260 | 353 | 353 |
| 14 | 106 | 127 | 140 | 170 | 258 | 351 | 351 |
| 15 | 104 | 125 | 138 | 167 | 256 | 349 | 349 |
| 16 | 101 | 122 | 135 | 165 | 253 | 346 | 346 |
| 17 | 99 | 120 | 133 | 162 | 251 | 344 | 344 |
| 18 | 97 | 118 | 131 | 160 | 249 | 342 | 342 |
| 19 | 95 | 116 | 129 | 158 | 247 | 340 | 340 |
| 20 | 93 | 114 | 127 | 156 | 245 | 338 | 338 |
| 21 | 91 | 112 | 125 | 155 | 243 | 336 | 336 |
| 22 | 89 | 110 | 123 | 153 | 241 | 334 | 334 |
| 23 | 88 | 109 | 122 | 151 | 240 | 333 | 333 |
| 24 | 86 | 107 | 120 | 149 | 238 | 331 | 331 |
| 25 | 84 | 105 | 118 | 148 | 236 | 329 | 329 |
| 26 | 82 | 103 | 116 | 146 | 234 | 327 | 327 |
| 27 | 80 | 101 | 114 | 144 | 233 | 326 | 326 |
| 28 | 79 | 100 | 113 | 142 | 231 | 324 | 324 |
| 29 | 77 | 98 | 111 | 141 | 229 | 322 | 322 |
| 30 | 76 | 97 | 110 | 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

370

3 411

2

111

125

132

154

276

378

2 541

3

112

127

135

161

272

393

1 918

4

112

128

139

165

270

392

1 482

5

113

130

142

167

270

382

1 174

6

115

133

145

170

269

367

953

7

116

135

146

171

269

362

788

8

115

135

146

173

268

361

663

9

114

135

147

175

267

360

565

10

114

134

147

176

266

359

486

11

112

133

146

176

264

357

422

12

110

131

144

174

262

355

370

13

108

129

142

172

260

353

353

14

106

127

140

170

258

351

351

15

104

125

138

167

256

349

349

16

101

122

135

165

253

346

346

17

99

120

133

162

251

344

344

18

97

118

131

160

249

342

342

19

95

116

129

158

247

340

340

20

93

114

127

156

245

338

338

21

91

112

125

155

243

336

336

22

89

110

123

153

241

334

334

23

88

109

122

151

240

333

333

24

86

107

120

149

238

331

331

25

84

105

118

148

236

329

329

26

82

103

116

146

234

327

327

27

80

101

114

144

233

326

326

28

79

100

113

142

231

324

324

29

77

98

111

141

229

322

322

30

76

97

110

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 | 168 | 182 | 189 | 211 | 333 | 428 | 3 423 |
| 2 | 177 | 191 | 198 | 221 | 342 | 437 | 2 583 |
| 3 | 181 | 196 | 204 | 230 | 341 | 436 | 1 962 |
| 4 | 182 | 198 | 208 | 234 | 339 | 433 | 1 527 |
| 5 | 182 | 199 | 211 | 236 | 339 | 431 | 1 216 |
| 6 | 182 | 200 | 212 | 238 | 337 | 430 | 989 |
| 7 | 182 | 202 | 213 | 238 | 336 | 428 | 819 |
| 8 | 181 | 201 | 212 | 239 | 334 | 427 | 689 |
| 9 | 180 | 200 | 212 | 241 | 332 | 425 | 587 |
| 10 | 179 | 200 | 212 | 241 | 331 | 424 | 505 |
| 11 | 177 | 198 | 211 | 240 | 329 | 422 | 439 |
| 12 | 174 | 195 | 208 | 238 | 326 | 419 | 419 |
| 13 | 171 | 192 | 205 | 235 | 323 | 416 | 416 |
| 14 | 168 | 189 | 202 | 232 | 320 | 413 | 413 |
| 15 | 165 | 186 | 199 | 229 | 317 | 410 | 410 |
| 16 | 162 | 183 | 196 | 225 | 314 | 407 | 407 |
| 17 | 159 | 180 | 193 | 222 | 311 | 404 | 404 |
| 18 | 155 | 176 | 189 | 219 | 308 | 400 | 400 |
| 19 | 152 | 173 | 186 | 216 | 304 | 397 | 397 |
| 20 | 149 | 170 | 183 | 213 | 301 | 394 | 394 |
| 21 | 146 | 167 | 180 | 210 | 298 | 391 | 391 |
| 22 | 143 | 164 | 177 | 207 | 295 | 388 | 388 |
| 23 | 140 | 161 | 174 | 203 | 292 | 385 | 385 |
| 24 | 137 | 158 | 171 | 200 | 289 | 382 | 382 |
| 25 | 134 | 155 | 168 | 197 | 286 | 379 | 379 |
| 26 | 131 | 152 | 165 | 194 | 283 | 376 | 376 |
| 27 | 128 | 149 | 162 | 191 | 280 | 373 | 373 |
| 28 | 125 | 146 | 159 | 188 | 277 | 370 | 370 |
| 29 | 122 | 143 | 156 | 185 | 274 | 367 | 367 |
| 30 | 119 | 140 | 153 | 183 | 271 | 364 | 364 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

168

182

189

211

333

428

3 423

2

177

191

198

221

342

437

2 583

3

181

196

204

230

341

436

1 962

4

182

198

208

234

339

433

1 527

5

182

199

211

236

339

431

1 216

6

182

200

212

238

337

430

989

7

182

202

213

238

336

428

819

8

181

201

212

239

334

427

689

9

180

200

212

241

332

425

587

10

179

200

212

241

331

424

505

11

177

198

211

240

329

422

439

12

174

195

208

238

326

419

419

13

171

192

205

235

323

416

416

14

168

189

202

232

320

413

413

15

165

186

199

229

317

410

410

16

162

183

196

225

314

407

407

17

159

180

193

222

311

404

404

18

155

176

189

219

308

400

400

19

152

173

186

216

304

397

397

20

149

170

183

213

301

394

394

21

146

167

180

210

298

391

391

22

143

164

177

207

295

388

388

23

140

161

174

203

292

385

385

24

137

158

171

200

289

382

382

25

134

155

168

197

286

379

379

26

131

152

165

194

283

376

376

27

128

149

162

191

280

373

373

28

125

146

159

188

277

370

370

29

122

143

156

185

274

367

367

30

119

140

153

183

271

364

364

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 | 23 | 37 | 44 | 67 | 188 | 318 | 3 199 |
| 2 | 24 | 38 | 45 | 67 | 189 | 356 | 2 376 |
| 3 | 24 | 39 | 47 | 73 | 184 | 369 | 1 790 |
| 4 | 23 | 39 | 50 | 76 | 181 | 368 | 1 382 |
| 5 | 24 | 41 | 53 | 77 | 180 | 358 | 1 095 |
| 6 | 24 | 43 | 54 | 80 | 179 | 344 | 887 |
| 7 | 25 | 45 | 55 | 81 | 178 | 327 | 734 |
| 8 | 24 | 44 | 56 | 82 | 177 | 309 | 616 |
| 9 | 24 | 44 | 56 | 85 | 176 | 292 | 525 |
| 10 | 23 | 44 | 57 | 86 | 176 | 274 | 452 |
| 11 | 23 | 44 | 57 | 86 | 175 | 268 | 392 |
| 12 | 22 | 43 | 56 | 86 | 174 | 267 | 343 |
| 13 | 21 | 42 | 55 | 85 | 174 | 267 | 302 |
| 14 | 21 | 42 | 55 | 85 | 173 | 266 | 268 |
| 15 | 21 | 42 | 55 | 84 | 173 | 266 | 266 |
| 16 | 20 | 42 | 55 | 84 | 173 | 266 | 266 |
| 17 | 20 | 41 | 54 | 84 | 173 | 265 | 265 |
| 18 | 20 | 41 | 54 | 84 | 173 | 265 | 265 |
| 19 | 21 | 42 | 55 | 84 | 173 | 266 | 266 |
| 20 | 21 | 42 | 55 | 84 | 173 | 266 | 266 |
| 21 | 21 | 42 | 57 | 84 | 173 | 266 | 266 |
| 22 | 21 | 42 | 60 | 84 | 173 | 266 | 266 |
| 23 | 21 | 42 | 62 | 84 | 173 | 266 | 266 |
| 24 | 20 | 41 | 65 | 84 | 172 | 265 | 265 |
| 25 | 20 | 41 | 67 | 84 | 172 | 265 | 265 |
| 26 | 20 | 41 | 70 | 83 | 172 | 265 | 265 |
| 27 | 20 | 41 | 72 | 83 | 172 | 265 | 265 |
| 28 | 19 | 40 | 76 | 83 | 171 | 264 | 264 |
| 29 | 19 | 40 | 78 | 83 | 171 | 264 | 264 |
| 30 | 19 | 40 | 81 | 82 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit 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

37

44

67

188

318

3 199

2

24

38

45

67

189

356

2 376

3

24

39

47

73

184

369

1 790

4

23

39

50

76

181

368

1 382

5

24

41

53

77

180

358

1 095

6

24

43

54

80

179

344

887

7

25

45

55

81

178

327

734

8

24

44

56

82

177

309

616

9

24

44

56

85

176

292

525

10

23

44

57

86

176

274

452

11

23

44

57

86

175

268

392

12

22

43

56

86

174

267

343

13

21

42

55

85

174

267

302

14

21

42

55

85

173

266

268

15

21

42

55

84

173

266

266

16

20

42

55

84

173

266

266

17

20

41

54

84

173

265

265

18

20

41

54

84

173

265

265

19

21

42

55

84

173

266

266

20

21

42

55

84

173

266

266

21

21

42

57

84

173

266

266

22

21

42

60

84

173

266

266

23

21

42

62

84

173

266

266

24

20

41

65

84

172

265

265

25

20

41

67

84

172

265

265

26

20

41

70

83

172

265

265

27

20

41

72

83

172

265

265

28

19

40

76

83

171

264

264

29

19

40

78

83

171

264

264

30

19

40

81

82

171

264

264

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 | 19 | 33 | 40 | 63 | 184 | 321 | 3 233 |
| 2 | 21 | 35 | 42 | 65 | 186 | 359 | 2 401 |
| 3 | 22 | 37 | 46 | 71 | 182 | 372 | 1 808 |
| 4 | 23 | 39 | 50 | 76 | 181 | 371 | 1 395 |
| 5 | 25 | 42 | 54 | 79 | 182 | 361 | 1 105 |
| 6 | 27 | 45 | 57 | 82 | 182 | 346 | 895 |
| 7 | 29 | 48 | 59 | 85 | 182 | 330 | 740 |
| 8 | 29 | 49 | 61 | 88 | 182 | 312 | 622 |
| 9 | 30 | 50 | 62 | 91 | 182 | 294 | 530 |
| 10 | 31 | 51 | 64 | 93 | 183 | 277 | 456 |
| 11 | 31 | 52 | 65 | 94 | 183 | 276 | 396 |
| 12 | 31 | 52 | 65 | 95 | 183 | 276 | 347 |
| 13 | 31 | 52 | 65 | 95 | 183 | 276 | 306 |
| 14 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 15 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 16 | 30 | 51 | 64 | 94 | 183 | 275 | 275 |
| 17 | 30 | 51 | 64 | 94 | 183 | 275 | 275 |
| 18 | 30 | 51 | 64 | 94 | 182 | 275 | 275 |
| 19 | 30 | 51 | 64 | 94 | 183 | 275 | 275 |
| 20 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 21 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 22 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 23 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 24 | 30 | 51 | 66 | 94 | 182 | 275 | 275 |
| 25 | 30 | 51 | 69 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 71 | 93 | 182 | 275 | 275 |
| 27 | 29 | 50 | 74 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 76 | 92 | 181 | 274 | 274 |
| 29 | 28 | 49 | 78 | 92 | 180 | 273 | 273 |
| 30 | 28 | 49 | 82 | 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

19

33

40

63

184

321

3 233

2

21

35

42

65

186

359

2 401

3

22

37

46

71

182

372

1 808

4

23

39

50

76

181

371

1 395

5

25

42

54

79

182

361

1 105

6

27

45

57

82

182

346

895

7

29

48

59

85

182

330

740

8

29

49

61

88

182

312

622

9

30

50

62

91

182

294

530

10

31

51

64

93

183

277

456

11

31

52

65

94

183

276

396

12

31

52

65

95

183

276

347

13

31

52

65

95

183

276

306

14

31

52

65

95

183

276

276

15

31

52

65

94

183

276

276

16

30

51

64

94

183

275

275

17

30

51

64

94

183

275

275

18

30

51

64

94

182

275

275

19

30

51

64

94

183

275

275

20

31

52

65

94

183

276

276

21

31

52

65

94

183

276

276

22

31

52

65

94

183

276

276

23

31

52

65

94

183

276

276

24

30

51

66

94

182

275

275

25

30

51

69

94

182

275

275

26

30

51

71

93

182

275

275

27

29

50

74

93

181

274

274

28

29

50

76

92

181

274

274

29

28

49

78

92

180

273

273

30

28

49

82

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 | 120 | 134 | 140 | 163 | 285 | 380 | 3 434 |
| 2 | 118 | 132 | 139 | 162 | 283 | 380 | 2 555 |
| 3 | 117 | 131 | 140 | 165 | 276 | 394 | 1 926 |
| 4 | 116 | 132 | 142 | 168 | 273 | 393 | 1 487 |
| 5 | 116 | 133 | 145 | 169 | 272 | 383 | 1 177 |
| 6 | 116 | 134 | 146 | 171 | 270 | 368 | 954 |
| 7 | 116 | 135 | 146 | 172 | 269 | 362 | 789 |
| 8 | 115 | 135 | 147 | 174 | 269 | 361 | 663 |
| 9 | 114 | 135 | 147 | 175 | 267 | 360 | 564 |
| 10 | 114 | 135 | 148 | 177 | 267 | 360 | 486 |
| 11 | 114 | 135 | 148 | 177 | 266 | 359 | 422 |
| 12 | 113 | 134 | 147 | 176 | 265 | 358 | 369 |
| 13 | 111 | 132 | 145 | 175 | 263 | 356 | 356 |
| 14 | 110 | 131 | 144 | 174 | 262 | 355 | 355 |
| 15 | 108 | 129 | 142 | 171 | 260 | 353 | 353 |
| 16 | 106 | 127 | 140 | 169 | 258 | 351 | 351 |
| 17 | 103 | 124 | 137 | 166 | 255 | 348 | 348 |
| 18 | 101 | 122 | 135 | 164 | 253 | 346 | 346 |
| 19 | 98 | 119 | 132 | 162 | 251 | 344 | 344 |
| 20 | 96 | 117 | 130 | 160 | 248 | 341 | 341 |
| 21 | 94 | 115 | 128 | 158 | 246 | 339 | 339 |
| 22 | 92 | 113 | 126 | 155 | 244 | 337 | 337 |
| 23 | 90 | 111 | 124 | 153 | 242 | 335 | 335 |
| 24 | 87 | 108 | 121 | 151 | 240 | 332 | 332 |
| 25 | 85 | 106 | 119 | 149 | 237 | 330 | 330 |
| 26 | 83 | 104 | 117 | 147 | 235 | 328 | 328 |
| 27 | 81 | 102 | 115 | 145 | 233 | 326 | 326 |
| 28 | 79 | 100 | 113 | 143 | 231 | 324 | 324 |
| 29 | 77 | 98 | 111 | 141 | 229 | 322 | 322 |
| 30 | 75 | 96 | 109 | 139 | 227 | 320 | 320 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

120

134

140

163

285

380

3 434

2

118

132

139

162

283

380

2 555

3

117

131

140

165

276

394

1 926

4

116

132

142

168

273

393

1 487

5

116

133

145

169

272

383

1 177

6

116

134

146

171

270

368

954

7

116

135

146

172

269

362

789

8

115

135

147

174

269

361

663

9

114

135

147

175

267

360

564

10

114

135

148

177

267

360

486

11

114

135

148

177

266

359

422

12

113

134

147

176

265

358

369

13

111

132

145

175

263

356

356

14

110

131

144

174

262

355

355

15

108

129

142

171

260

353

353

16

106

127

140

169

258

351

351

17

103

124

137

166

255

348

348

18

101

122

135

164

253

346

346

19

98

119

132

162

251

344

344

20

96

117

130

160

248

341

341

21

94

115

128

158

246

339

339

22

92

113

126

155

244

337

337

23

90

111

124

153

242

335

335

24

87

108

121

151

240

332

332

25

85

106

119

149

237

330

330

26

83

104

117

147

235

328

328

27

81

102

115

145

233

326

326

28

79

100

113

143

231

324

324

29

77

98

111

141

229

322

322

30

75

96

109

139

227

320

320

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 4 | 10 | 33 | 155 | 312 | 3 141 |
| 2 | 0 | 6 | 13 | 35 | 157 | 351 | 2 337 |
| 3 | 1 | 8 | 16 | 42 | 153 | 364 | 1 761 |
| 4 | 1 | 10 | 21 | 47 | 152 | 362 | 1 360 |
| 5 | 2 | 13 | 25 | 50 | 152 | 353 | 1 077 |
| 6 | 2 | 16 | 28 | 53 | 153 | 339 | 873 |
| 7 | 3 | 19 | 30 | 56 | 153 | 322 | 722 |
| 8 | 4 | 20 | 32 | 58 | 153 | 305 | 607 |
| 9 | 4 | 21 | 33 | 61 | 153 | 288 | 517 |
| 10 | 4 | 22 | 35 | 63 | 153 | 270 | 445 |
| 11 | 5 | 22 | 35 | 64 | 153 | 254 | 387 |
| 12 | 6 | 21 | 34 | 64 | 153 | 245 | 339 |
| 13 | 6 | 21 | 37 | 64 | 152 | 245 | 299 |
| 14 | 6 | 21 | 39 | 64 | 152 | 245 | 265 |
| 15 | 8 | 21 | 41 | 63 | 152 | 245 | 245 |
| 16 | 8 | 20 | 44 | 63 | 152 | 244 | 244 |
| 17 | 8 | 20 | 47 | 63 | 152 | 245 | 245 |
| 18 | 8 | 21 | 49 | 63 | 152 | 245 | 245 |
| 19 | 9 | 21 | 51 | 63 | 152 | 245 | 245 |
| 20 | 9 | 21 | 54 | 64 | 152 | 245 | 245 |
| 21 | 10 | 22 | 57 | 64 | 153 | 246 | 246 |
| 22 | 10 | 22 | 60 | 65 | 153 | 246 | 246 |
| 23 | 11 | 23 | 62 | 67 | 154 | 247 | 247 |
| 24 | 12 | 23 | 65 | 69 | 154 | 247 | 247 |
| 25 | 12 | 24 | 67 | 71 | 154 | 247 | 247 |
| 26 | 12 | 24 | 70 | 73 | 154 | 247 | 247 |
| 27 | 13 | 25 | 72 | 75 | 154 | 247 | 247 |
| 28 | 13 | 26 | 75 | 77 | 155 | 248 | 248 |
| 29 | 14 | 27 | 77 | 79 | 155 | 248 | 248 |
| 30 | 14 | 28 | 80 | 81 | 155 | 248 | 248 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

10

33

155

312

3 141

2

0

6

13

35

157

351

2 337

3

1

8

16

42

153

364

1 761

4

1

10

21

47

152

362

1 360

5

2

13

25

50

152

353

1 077

6

2

16

28

53

153

339

873

7

3

19

30

56

153

322

722

8

4

20

32

58

153

305

607

9

4

21

33

61

153

288

517

10

4

22

35

63

153

270

445

11

5

22

35

64

153

254

387

12

6

21

34

64

153

245

339

13

6

21

37

64

152

245

299

14

6

21

39

64

152

245

265

15

8

21

41

63

152

245

245

16

8

20

44

63

152

244

244

17

8

20

47

63

152

245

245

18

8

21

49

63

152

245

245

19

9

21

51

63

152

245

245

20

9

21

54

64

152

245

245

21

10

22

57

64

153

246

246

22

10

22

60

65

153

246

246

23

11

23

62

67

154

247

247

24

12

23

65

69

154

247

247

25

12

24

67

71

154

247

247

26

12

24

70

73

154

247

247

27

13

25

72

75

154

247

247

28

13

26

75

77

155

248

248

29

14

27

77

79

155

248

248

30

14

28

80

81

155

248

248

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 30 | 44 | 51 | 73 | 195 | 312 | 3 141 |
| 2 | 31 | 44 | 51 | 74 | 195 | 350 | 2 334 |
| 3 | 29 | 44 | 52 | 78 | 189 | 363 | 1 759 |
| 4 | 28 | 44 | 54 | 81 | 185 | 361 | 1 357 |
| 5 | 28 | 45 | 57 | 81 | 184 | 352 | 1 074 |
| 6 | 31 | 49 | 61 | 86 | 185 | 337 | 871 |
| 7 | 29 | 48 | 59 | 84 | 182 | 321 | 720 |
| 8 | 33 | 52 | 64 | 91 | 186 | 304 | 605 |
| 9 | 32 | 52 | 65 | 93 | 185 | 286 | 515 |
| 10 | 26 | 47 | 60 | 89 | 179 | 272 | 443 |
| 11 | 22 | 43 | 56 | 85 | 174 | 267 | 385 |
| 12 | 18 | 39 | 52 | 82 | 170 | 263 | 337 |
| 13 | 16 | 37 | 50 | 79 | 168 | 261 | 297 |
| 14 | 14 | 35 | 48 | 77 | 166 | 259 | 263 |
| 15 | 12 | 33 | 46 | 76 | 164 | 257 | 257 |
| 16 | 11 | 32 | 45 | 74 | 163 | 256 | 256 |
| 17 | 10 | 31 | 46 | 73 | 162 | 255 | 255 |
| 18 | 9 | 30 | 49 | 73 | 161 | 254 | 254 |
| 19 | 9 | 30 | 51 | 72 | 161 | 254 | 254 |
| 20 | 9 | 30 | 54 | 72 | 161 | 254 | 254 |
| 21 | 9 | 30 | 57 | 72 | 161 | 254 | 254 |
| 22 | 10 | 30 | 58 | 72 | 161 | 254 | 254 |
| 23 | 11 | 30 | 61 | 72 | 161 | 254 | 254 |
| 24 | 12 | 30 | 63 | 72 | 161 | 254 | 254 |
| 25 | 12 | 30 | 66 | 72 | 161 | 254 | 254 |
| 26 | 12 | 30 | 69 | 72 | 161 | 254 | 254 |
| 27 | 13 | 29 | 72 | 74 | 161 | 253 | 253 |
| 28 | 13 | 29 | 74 | 76 | 160 | 253 | 253 |
| 29 | 14 | 29 | 77 | 79 | 160 | 253 | 253 |
| 30 | 14 | 29 | 79 | 81 | 160 | 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

30

44

51

73

195

312

3 141

2

31

44

51

74

195

350

2 334

3

29

44

52

78

189

363

1 759

4

28

44

54

81

185

361

1 357

5

28

45

57

81

184

352

1 074

6

31

49

61

86

185

337

871

7

29

48

59

84

182

321

720

8

33

52

64

91

186

304

605

9

32

52

65

93

185

286

515

10

26

47

60

89

179

272

443

11

22

43

56

85

174

267

385

12

18

39

52

82

170

263

337

13

16

37

50

79

168

261

297

14

14

35

48

77

166

259

263

15

12

33

46

76

164

257

257

16

11

32

45

74

163

256

256

17

10

31

46

73

162

255

255

18

9

30

49

73

161

254

254

19

9

30

51

72

161

254

254

20

9

30

54

72

161

254

254

21

9

30

57

72

161

254

254

22

10

30

58

72

161

254

254

23

11

30

61

72

161

254

254

24

12

30

63

72

161

254

254

25

12

30

66

72

161

254

254

26

12

30

69

72

161

254

254

27

13

29

72

74

161

253

253

28

13

29

74

76

160

253

253

29

14

29

77

79

160

253

253

30

14

29

79

81

160

253

253

3.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 184 | 198 | 205 | 228 | 349 | 444 | 4 139 |
| 2 | 182 | 196 | 202 | 225 | 347 | 448 | 3 069 |
| 3 | 177 | 192 | 201 | 226 | 337 | 459 | 2 287 |
| 4 | 173 | 189 | 199 | 226 | 330 | 453 | 1 750 |
| 5 | 169 | 186 | 198 | 223 | 326 | 439 | 1 377 |
| 6 | 166 | 184 | 196 | 222 | 321 | 418 | 1 105 |
| 7 | 164 | 183 | 194 | 219 | 317 | 410 | 904 |
| 8 | 160 | 179 | 191 | 218 | 313 | 406 | 754 |
| 9 | 156 | 176 | 188 | 217 | 309 | 402 | 640 |
| 10 | 152 | 173 | 186 | 215 | 305 | 397 | 549 |
| 11 | 148 | 169 | 182 | 212 | 301 | 393 | 475 |
| 12 | 144 | 165 | 178 | 208 | 297 | 389 | 414 |
| 13 | 141 | 162 | 175 | 204 | 293 | 386 | 386 |
| 14 | 137 | 158 | 171 | 200 | 289 | 382 | 382 |
| 15 | 133 | 154 | 167 | 197 | 286 | 378 | 378 |
| 16 | 130 | 151 | 164 | 194 | 282 | 375 | 375 |
| 17 | 127 | 148 | 161 | 191 | 279 | 372 | 372 |
| 18 | 124 | 145 | 158 | 188 | 276 | 369 | 369 |
| 19 | 121 | 142 | 155 | 185 | 273 | 366 | 366 |
| 20 | 119 | 140 | 153 | 182 | 271 | 364 | 364 |
| 21 | 116 | 137 | 150 | 180 | 268 | 361 | 361 |
| 22 | 113 | 135 | 148 | 177 | 266 | 359 | 359 |
| 23 | 111 | 132 | 145 | 175 | 263 | 356 | 356 |
| 24 | 108 | 129 | 142 | 172 | 261 | 353 | 353 |
| 25 | 106 | 127 | 140 | 170 | 258 | 351 | 351 |
| 26 | 104 | 125 | 138 | 167 | 256 | 349 | 349 |
| 27 | 101 | 122 | 135 | 165 | 254 | 346 | 346 |
| 28 | 99 | 120 | 133 | 163 | 251 | 344 | 344 |
| 29 | 97 | 118 | 131 | 161 | 249 | 342 | 342 |
| 30 | 95 | 116 | 129 | 159 | 247 | 340 | 340 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

184

198

205

228

349

444

4 139

2

182

196

202

225

347

448

3 069

3

177

192

201

226

337

459

2 287

4

173

189

199

226

330

453

1 750

5

169

186

198

223

326

439

1 377

6

166

184

196

222

321

418

1 105

7

164

183

194

219

317

410

904

8

160

179

191

218

313

406

754

9

156

176

188

217

309

402

640

10

152

173

186

215

305

397

549

11

148

169

182

212

301

393

475

12

144

165

178

208

297

389

414

13

141

162

175

204

293

386

386

14

137

158

171

200

289

382

382

15

133

154

167

197

286

378

378

16

130

151

164

194

282

375

375

17

127

148

161

191

279

372

372

18

124

145

158

188

276

369

369

19

121

142

155

185

273

366

366

20

119

140

153

182

271

364

364

21

116

137

150

180

268

361

361

22

113

135

148

177

266

359

359

23

111

132

145

175

263

356

356

24

108

129

142

172

261

353

353

25

106

127

140

170

258

351

351

26

104

125

138

167

256

349

349

27

101

122

135

165

254

346

346

28

99

120

133

163

251

344

344

29

97

118

131

161

249

342

342

30

95

116

129

159

247

340

340

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 26 | 53 | 173 | 316 | 3 179 |
| 2 | 0 | 14 | 26 | 53 | 173 | 355 | 2 365 |
| 3 | 1 | 17 | 28 | 57 | 169 | 367 | 1 781 |
| 4 | 1 | 20 | 32 | 62 | 168 | 366 | 1 374 |
| 5 | 2 | 23 | 37 | 68 | 169 | 356 | 1 088 |
| 6 | 4 | 26 | 39 | 69 | 170 | 341 | 881 |
| 7 | 6 | 30 | 42 | 72 | 170 | 325 | 728 |
| 8 | 9 | 34 | 46 | 74 | 170 | 307 | 612 |
| 9 | 10 | 37 | 49 | 76 | 171 | 289 | 521 |
| 10 | 11 | 38 | 51 | 76 | 171 | 272 | 448 |
| 11 | 12 | 40 | 52 | 78 | 171 | 264 | 389 |
| 12 | 13 | 41 | 54 | 79 | 171 | 264 | 341 |
| 13 | 14 | 42 | 54 | 79 | 171 | 264 | 300 |
| 14 | 14 | 43 | 55 | 80 | 171 | 264 | 266 |
| 15 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 16 | 14 | 43 | 55 | 80 | 171 | 263 | 263 |
| 17 | 14 | 43 | 55 | 80 | 171 | 263 | 263 |
| 18 | 14 | 43 | 55 | 80 | 171 | 263 | 263 |
| 19 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 20 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 21 | 14 | 43 | 57 | 80 | 171 | 264 | 264 |
| 22 | 14 | 43 | 59 | 80 | 172 | 265 | 265 |
| 23 | 14 | 43 | 62 | 80 | 172 | 265 | 265 |
| 24 | 14 | 43 | 65 | 80 | 172 | 265 | 265 |
| 25 | 14 | 43 | 67 | 80 | 172 | 265 | 265 |
| 26 | 14 | 43 | 70 | 80 | 172 | 264 | 264 |
| 27 | 14 | 43 | 72 | 80 | 171 | 264 | 264 |
| 28 | 14 | 43 | 75 | 80 | 171 | 264 | 264 |
| 29 | 14 | 43 | 77 | 80 | 171 | 264 | 264 |
| 30 | 14 | 43 | 80 | 81 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

26

53

173

316

3 179

2

0

14

26

53

173

355

2 365

3

1

17

28

57

169

367

1 781

4

1

20

32

62

168

366

1 374

5

2

23

37

68

169

356

1 088

6

4

26

39

69

170

341

881

7

6

30

42

72

170

325

728

8

9

34

46

74

170

307

612

9

10

37

49

76

171

289

521

10

11

38

51

76

171

272

448

11

12

40

52

78

171

264

389

12

13

41

54

79

171

264

341

13

14

42

54

79

171

264

300

14

14

43

55

80

171

264

266

15

14

43

55

80

171

264

264

16

14

43

55

80

171

263

263

17

14

43

55

80

171

263

263

18

14

43

55

80

171

263

263

19

14

43

55

80

171

264

264

20

14

43

55

80

171

264

264

21

14

43

57

80

171

264

264

22

14

43

59

80

172

265

265

23

14

43

62

80

172

265

265

24

14

43

65

80

172

265

265

25

14

43

67

80

172

265

265

26

14

43

70

80

172

264

264

27

14

43

72

80

171

264

264

28

14

43

75

80

171

264

264

29

14

43

77

80

171

264

264

30

14

43

80

81

171

264

264

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 | 11 | 133 | 304 | 3 049 |
| 2 | 0 | 1 | 6 | 14 | 131 | 340 | 2 261 |
| 3 | 1 | 2 | 9 | 17 | 124 | 352 | 1 702 |
| 4 | 1 | 3 | 12 | 20 | 121 | 350 | 1 313 |
| 5 | 2 | 4 | 15 | 23 | 120 | 341 | 1 040 |
| 6 | 2 | 5 | 17 | 26 | 120 | 327 | 843 |
| 7 | 3 | 6 | 19 | 29 | 119 | 311 | 697 |
| 8 | 4 | 6 | 22 | 30 | 119 | 294 | 586 |
| 9 | 4 | 8 | 25 | 33 | 119 | 278 | 499 |
| 10 | 4 | 9 | 28 | 36 | 120 | 261 | 429 |
| 11 | 4 | 10 | 30 | 38 | 120 | 245 | 373 |
| 12 | 6 | 10 | 32 | 40 | 120 | 230 | 327 |
| 13 | 6 | 12 | 35 | 42 | 120 | 215 | 288 |
| 14 | 6 | 12 | 37 | 46 | 121 | 213 | 255 |
| 15 | 6 | 14 | 40 | 48 | 121 | 214 | 227 |
| 16 | 8 | 14 | 43 | 49 | 121 | 214 | 214 |
| 17 | 8 | 15 | 45 | 52 | 122 | 214 | 214 |
| 18 | 8 | 16 | 47 | 54 | 122 | 215 | 215 |
| 19 | 9 | 17 | 50 | 56 | 124 | 215 | 215 |
| 20 | 9 | 17 | 53 | 59 | 127 | 216 | 216 |
| 21 | 9 | 19 | 55 | 60 | 128 | 217 | 217 |
| 22 | 10 | 20 | 57 | 62 | 130 | 217 | 217 |
| 23 | 10 | 20 | 59 | 64 | 131 | 218 | 218 |
| 24 | 10 | 22 | 62 | 66 | 133 | 218 | 218 |
| 25 | 12 | 22 | 64 | 68 | 135 | 218 | 218 |
| 26 | 12 | 24 | 67 | 70 | 136 | 218 | 218 |
| 27 | 13 | 24 | 69 | 72 | 137 | 218 | 218 |
| 28 | 13 | 25 | 72 | 74 | 139 | 218 | 218 |
| 29 | 13 | 26 | 74 | 77 | 139 | 219 | 219 |
| 30 | 14 | 27 | 77 | 79 | 141 | 219 | 219 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

11

133

304

3 049

2

0

1

6

14

131

340

2 261

3

1

2

9

17

124

352

1 702

4

1

3

12

20

121

350

1 313

5

2

4

15

23

120

341

1 040

6

2

5

17

26

120

327

843

7

3

6

19

29

119

311

697

8

4

6

22

30

119

294

586

9

4

8

25

33

119

278

499

10

4

9

28

36

120

261

429

11

4

10

30

38

120

245

373

12

6

10

32

40

120

230

327

13

6

12

35

42

120

215

288

14

6

12

37

46

121

213

255

15

6

14

40

48

121

214

227

16

8

14

43

49

121

214

214

17

8

15

45

52

122

214

214

18

8

16

47

54

122

215

215

19

9

17

50

56

124

215

215

20

9

17

53

59

127

216

216

21

9

19

55

60

128

217

217

22

10

20

57

62

130

217

217

23

10

20

59

64

131

218

218

24

10

22

62

66

133

218

218

25

12

22

64

68

135

218

218

26

12

24

67

70

136

218

218

27

13

24

69

72

137

218

218

28

13

25

72

74

139

218

218

29

13

26

74

77

139

219

219

30

14

27

77

79

141

219

219

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 10 |
| Euro | Belgium | 10 |
| Euro | Cyprus | 10 |
| Euro | Estonia | 10 |
| Euro | Finland | 10 |
| Euro | France | 10 |
| Euro | Germany | 10 |
| Euro | Greece | 10 |
| Euro | Ireland | 10 |
| Euro | Italy | 10 |
| Euro | Latvia | 10 |
| Euro | Lithuania | 10 |
| Euro | Luxembourg | 10 |
| Euro | Malta | 10 |
| Euro | Netherlands | 10 |
| Euro | Portugal | 10 |
| Euro | Slovakia | 10 |
| Euro | Slovenia | 10 |
| Euro | Spain | 10 |
| Czech koruna | Czech Republic | 6 |
| Danish krone | Denmark | 34 |
| Forint | Hungary | 4 |
| Krona | Sweden | 4 |
| Kuna | Croatia | 8 |
| Lev | Bulgaria | – 4 |
| Pound sterling | United Kingdom | 21 |
| Romanian leu | Romania | 4 |
| Zloty | Poland | 7 |
| Króna | Iceland | 18 |
| Norwegian krone | Norway | 29 |
| Swiss franc | Liechtenstein | 0 |
| Swiss franc | Switzerland | 0 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 22 |
| US dollar | United States | 38 |
| Yen | Japan | 1 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

10

Euro

Belgium

10

Euro

Cyprus

10

Euro

Estonia

10

Euro

Finland

10

Euro

France

10

Euro

Germany

10

Euro

Greece

10

Euro

Ireland

10

Euro

Italy

10

Euro

Latvia

10

Euro

Lithuania

10

Euro

Luxembourg

10

Euro

Malta

10

Euro

Netherlands

10

Euro

Portugal

10

Euro

Slovakia

10

Euro

Slovenia

10

Euro

Spain

10

Czech koruna

Czech Republic

6

Danish krone

Denmark

34

Forint

Hungary

4

Krona

Sweden

4

Kuna

Croatia

8

Lev

Bulgaria

– 4

Pound sterling

United Kingdom

21

Romanian leu

Romania

4

Zloty

Poland

7

Króna

Iceland

18

Norwegian krone

Norway

29

Swiss franc

Liechtenstein

0

Swiss franc

Switzerland

0

Australian dollar

Australia

11

Canadian dollar

Canada

22

US dollar

United States

38

Yen

Japan

1

---