# L_2019119EN.01007001.xml

| 7.5.2019 | EN | Official Journal of the European Union | L 119/70 |
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7.5.2019

EN

Official Journal of the European Union

L 119/70

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COMMISSION IMPLEMENTING REGULATION (EU) 2019/699

of 6 May 2019

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(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 reinsurance 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 4 April 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2019 market data. That information was published on 4 April 2019 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and reinsurance 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 4 April 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2019 market data. That information was published on 4 April 2019 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2019 until 29 June 2019.

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; |
| --- | --- |

(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; |
| --- | --- |

(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. |
| --- | --- |

(c)

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

Article 2

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

It shall apply from 31 March 2019.

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

Done at Brussels, 6 May 2019.

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 | – 0,330 % | 1,993 % | – 0,340 % | 0,288 % | – 0,055 % | – 0,033 % |
| 2 | – 0,290 % | 1,904 % | – 0,300 % | 0,917 % | 0,003 % | 0,050 % |
| 3 | – 0,240 % | 1,833 % | – 0,250 % | 1,129 % | 0,081 % | 0,208 % |
| 4 | – 0,168 % | 1,765 % | – 0,178 % | 1,417 % | 0,171 % | 0,442 % |
| 5 | – 0,088 % | 1,711 % | – 0,098 % | 1,691 % | 0,273 % | 0,721 % |
| 6 | 0,001 % | 1,670 % | – 0,009 % | 1,954 % | 0,371 % | 1,001 % |
| 7 | 0,095 % | 1,651 % | 0,085 % | 2,229 % | 0,471 % | 1,256 % |
| 8 | 0,191 % | 1,652 % | 0,181 % | 2,437 % | 0,568 % | 1,476 % |
| 9 | 0,290 % | 1,664 % | 0,280 % | 2,600 % | 0,658 % | 1,658 % |
| 10 | 0,378 % | 1,678 % | 0,367 % | 2,730 % | 0,746 % | 1,811 % |
| 11 | 0,460 % | 1,681 % | 0,450 % | 2,847 % | 0,891 % | 1,941 % |
| 12 | 0,541 % | 1,684 % | 0,531 % | 2,956 % | 1,064 % | 2,054 % |
| 13 | 0,619 % | 1,697 % | 0,609 % | 3,055 % | 1,239 % | 2,154 % |
| 14 | 0,687 % | 1,721 % | 0,677 % | 3,146 % | 1,405 % | 2,243 % |
| 15 | 0,741 % | 1,754 % | 0,731 % | 3,227 % | 1,557 % | 2,323 % |
| 16 | 0,779 % | 1,794 % | 0,769 % | 3,298 % | 1,695 % | 2,395 % |
| 17 | 0,809 % | 1,840 % | 0,798 % | 3,362 % | 1,820 % | 2,460 % |
| 18 | 0,838 % | 1,889 % | 0,827 % | 3,419 % | 1,932 % | 2,521 % |
| 19 | 0,871 % | 1,940 % | 0,860 % | 3,470 % | 2,033 % | 2,576 % |
| 20 | 0,911 % | 1,992 % | 0,901 % | 3,516 % | 2,125 % | 2,627 % |
| 21 | 0,962 % | 2,043 % | 0,951 % | 3,559 % | 2,209 % | 2,674 % |
| 22 | 1,019 % | 2,094 % | 1,009 % | 3,597 % | 2,285 % | 2,718 % |
| 23 | 1,081 % | 2,144 % | 1,071 % | 3,633 % | 2,354 % | 2,760 % |
| 24 | 1,146 % | 2,192 % | 1,136 % | 3,666 % | 2,418 % | 2,798 % |
| 25 | 1,212 % | 2,240 % | 1,203 % | 3,696 % | 2,477 % | 2,834 % |
| 26 | 1,278 % | 2,285 % | 1,269 % | 3,724 % | 2,531 % | 2,868 % |
| 27 | 1,344 % | 2,330 % | 1,335 % | 3,750 % | 2,582 % | 2,900 % |
| 28 | 1,409 % | 2,372 % | 1,400 % | 3,775 % | 2,629 % | 2,930 % |
| 29 | 1,473 % | 2,413 % | 1,464 % | 3,798 % | 2,672 % | 2,959 % |
| 30 | 1,535 % | 2,453 % | 1,526 % | 3,819 % | 2,713 % | 2,986 % |
| 31 | 1,595 % | 2,491 % | 1,587 % | 3,839 % | 2,751 % | 3,011 % |
| 32 | 1,653 % | 2,527 % | 1,645 % | 3,858 % | 2,787 % | 3,036 % |
| 33 | 1,709 % | 2,562 % | 1,702 % | 3,876 % | 2,820 % | 3,059 % |
| 34 | 1,764 % | 2,596 % | 1,757 % | 3,893 % | 2,852 % | 3,081 % |
| 35 | 1,816 % | 2,628 % | 1,809 % | 3,909 % | 2,882 % | 3,102 % |
| 36 | 1,867 % | 2,659 % | 1,860 % | 3,925 % | 2,910 % | 3,122 % |
| 37 | 1,915 % | 2,689 % | 1,909 % | 3,939 % | 2,936 % | 3,141 % |
| 38 | 1,962 % | 2,717 % | 1,956 % | 3,953 % | 2,962 % | 3,159 % |
| 39 | 2,007 % | 2,745 % | 2,001 % | 3,966 % | 2,986 % | 3,176 % |
| 40 | 2,050 % | 2,771 % | 2,044 % | 3,978 % | 3,008 % | 3,193 % |
| 41 | 2,092 % | 2,796 % | 2,086 % | 3,990 % | 3,030 % | 3,209 % |
| 42 | 2,132 % | 2,820 % | 2,126 % | 4,002 % | 3,051 % | 3,224 % |
| 43 | 2,171 % | 2,844 % | 2,165 % | 4,013 % | 3,070 % | 3,239 % |
| 44 | 2,208 % | 2,866 % | 2,202 % | 4,023 % | 3,089 % | 3,253 % |
| 45 | 2,243 % | 2,888 % | 2,238 % | 4,033 % | 3,107 % | 3,266 % |
| 46 | 2,278 % | 2,909 % | 2,272 % | 4,043 % | 3,124 % | 3,279 % |
| 47 | 2,311 % | 2,929 % | 2,305 % | 4,052 % | 3,141 % | 3,292 % |
| 48 | 2,342 % | 2,948 % | 2,337 % | 4,061 % | 3,156 % | 3,304 % |
| 49 | 2,373 % | 2,967 % | 2,368 % | 4,070 % | 3,172 % | 3,315 % |
| 50 | 2,402 % | 2,985 % | 2,397 % | 4,078 % | 3,186 % | 3,327 % |
| 51 | 2,431 % | 3,002 % | 2,426 % | 4,086 % | 3,200 % | 3,337 % |
| 52 | 2,458 % | 3,019 % | 2,453 % | 4,093 % | 3,213 % | 3,348 % |
| 53 | 2,485 % | 3,035 % | 2,480 % | 4,101 % | 3,226 % | 3,358 % |
| 54 | 2,510 % | 3,050 % | 2,506 % | 4,108 % | 3,239 % | 3,367 % |
| 55 | 2,535 % | 3,065 % | 2,531 % | 4,115 % | 3,251 % | 3,377 % |
| 56 | 2,559 % | 3,080 % | 2,555 % | 4,121 % | 3,262 % | 3,386 % |
| 57 | 2,582 % | 3,094 % | 2,578 % | 4,128 % | 3,273 % | 3,395 % |
| 58 | 2,605 % | 3,108 % | 2,600 % | 4,134 % | 3,284 % | 3,403 % |
| 59 | 2,626 % | 3,121 % | 2,622 % | 4,140 % | 3,295 % | 3,411 % |
| 60 | 2,647 % | 3,133 % | 2,643 % | 4,146 % | 3,305 % | 3,419 % |
| 61 | 2,667 % | 3,146 % | 2,663 % | 4,151 % | 3,314 % | 3,427 % |
| 62 | 2,687 % | 3,158 % | 2,683 % | 4,157 % | 3,324 % | 3,434 % |
| 63 | 2,706 % | 3,169 % | 2,702 % | 4,162 % | 3,333 % | 3,442 % |
| 64 | 2,724 % | 3,181 % | 2,720 % | 4,167 % | 3,342 % | 3,449 % |
| 65 | 2,742 % | 3,192 % | 2,738 % | 4,172 % | 3,350 % | 3,456 % |
| 66 | 2,760 % | 3,202 % | 2,756 % | 4,177 % | 3,359 % | 3,462 % |
| 67 | 2,777 % | 3,213 % | 2,773 % | 4,182 % | 3,367 % | 3,469 % |
| 68 | 2,793 % | 3,223 % | 2,789 % | 4,186 % | 3,375 % | 3,475 % |
| 69 | 2,809 % | 3,232 % | 2,805 % | 4,191 % | 3,382 % | 3,481 % |
| 70 | 2,824 % | 3,242 % | 2,821 % | 4,195 % | 3,390 % | 3,487 % |
| 71 | 2,839 % | 3,251 % | 2,836 % | 4,199 % | 3,397 % | 3,493 % |
| 72 | 2,854 % | 3,260 % | 2,850 % | 4,203 % | 3,404 % | 3,498 % |
| 73 | 2,868 % | 3,269 % | 2,865 % | 4,207 % | 3,410 % | 3,504 % |
| 74 | 2,882 % | 3,277 % | 2,879 % | 4,211 % | 3,417 % | 3,509 % |
| 75 | 2,896 % | 3,285 % | 2,892 % | 4,215 % | 3,423 % | 3,514 % |
| 76 | 2,909 % | 3,293 % | 2,905 % | 4,219 % | 3,430 % | 3,519 % |
| 77 | 2,921 % | 3,301 % | 2,918 % | 4,222 % | 3,436 % | 3,524 % |
| 78 | 2,934 % | 3,309 % | 2,931 % | 4,226 % | 3,442 % | 3,529 % |
| 79 | 2,946 % | 3,316 % | 2,943 % | 4,229 % | 3,448 % | 3,533 % |
| 80 | 2,958 % | 3,323 % | 2,955 % | 4,233 % | 3,453 % | 3,538 % |
| 81 | 2,970 % | 3,331 % | 2,966 % | 4,236 % | 3,459 % | 3,542 % |
| 82 | 2,981 % | 3,337 % | 2,978 % | 4,239 % | 3,464 % | 3,547 % |
| 83 | 2,992 % | 3,344 % | 2,989 % | 4,242 % | 3,469 % | 3,551 % |
| 84 | 3,003 % | 3,351 % | 3,000 % | 4,245 % | 3,474 % | 3,555 % |
| 85 | 3,013 % | 3,357 % | 3,010 % | 4,248 % | 3,479 % | 3,559 % |
| 86 | 3,023 % | 3,364 % | 3,020 % | 4,251 % | 3,484 % | 3,563 % |
| 87 | 3,033 % | 3,370 % | 3,030 % | 4,254 % | 3,489 % | 3,567 % |
| 88 | 3,043 % | 3,376 % | 3,040 % | 4,257 % | 3,494 % | 3,571 % |
| 89 | 3,053 % | 3,382 % | 3,050 % | 4,259 % | 3,498 % | 3,574 % |
| 90 | 3,062 % | 3,387 % | 3,059 % | 4,262 % | 3,503 % | 3,578 % |
| 91 | 3,071 % | 3,393 % | 3,068 % | 4,265 % | 3,507 % | 3,582 % |
| 92 | 3,080 % | 3,398 % | 3,077 % | 4,267 % | 3,511 % | 3,585 % |
| 93 | 3,089 % | 3,404 % | 3,086 % | 4,270 % | 3,516 % | 3,588 % |
| 94 | 3,098 % | 3,409 % | 3,095 % | 4,272 % | 3,520 % | 3,592 % |
| 95 | 3,106 % | 3,414 % | 3,103 % | 4,274 % | 3,524 % | 3,595 % |
| 96 | 3,114 % | 3,419 % | 3,112 % | 4,277 % | 3,528 % | 3,598 % |
| 97 | 3,122 % | 3,424 % | 3,120 % | 4,279 % | 3,531 % | 3,601 % |
| 98 | 3,130 % | 3,429 % | 3,128 % | 4,281 % | 3,535 % | 3,604 % |
| 99 | 3,138 % | 3,434 % | 3,135 % | 4,283 % | 3,539 % | 3,607 % |
| 100 | 3,146 % | 3,438 % | 3,143 % | 4,286 % | 3,542 % | 3,610 % |
| 101 | 3,153 % | 3,443 % | 3,150 % | 4,288 % | 3,546 % | 3,613 % |
| 102 | 3,160 % | 3,447 % | 3,158 % | 4,290 % | 3,549 % | 3,616 % |
| 103 | 3,168 % | 3,452 % | 3,165 % | 4,292 % | 3,553 % | 3,619 % |
| 104 | 3,175 % | 3,456 % | 3,172 % | 4,294 % | 3,556 % | 3,621 % |
| 105 | 3,181 % | 3,460 % | 3,179 % | 4,296 % | 3,559 % | 3,624 % |
| 106 | 3,188 % | 3,465 % | 3,186 % | 4,298 % | 3,563 % | 3,626 % |
| 107 | 3,195 % | 3,469 % | 3,192 % | 4,300 % | 3,566 % | 3,629 % |
| 108 | 3,201 % | 3,473 % | 3,199 % | 4,301 % | 3,569 % | 3,632 % |
| 109 | 3,208 % | 3,476 % | 3,205 % | 4,303 % | 3,572 % | 3,634 % |
| 110 | 3,214 % | 3,480 % | 3,212 % | 4,305 % | 3,575 % | 3,636 % |
| 111 | 3,220 % | 3,484 % | 3,218 % | 4,307 % | 3,578 % | 3,639 % |
| 112 | 3,226 % | 3,488 % | 3,224 % | 4,308 % | 3,581 % | 3,641 % |
| 113 | 3,232 % | 3,491 % | 3,230 % | 4,310 % | 3,583 % | 3,643 % |
| 114 | 3,238 % | 3,495 % | 3,236 % | 4,312 % | 3,586 % | 3,646 % |
| 115 | 3,244 % | 3,499 % | 3,241 % | 4,313 % | 3,589 % | 3,648 % |
| 116 | 3,249 % | 3,502 % | 3,247 % | 4,315 % | 3,592 % | 3,650 % |
| 117 | 3,255 % | 3,505 % | 3,253 % | 4,317 % | 3,594 % | 3,652 % |
| 118 | 3,260 % | 3,509 % | 3,258 % | 4,318 % | 3,597 % | 3,654 % |
| 119 | 3,266 % | 3,512 % | 3,264 % | 4,320 % | 3,599 % | 3,656 % |
| 120 | 3,271 % | 3,515 % | 3,269 % | 4,321 % | 3,602 % | 3,658 % |
| 121 | 3,276 % | 3,518 % | 3,274 % | 4,323 % | 3,604 % | 3,660 % |
| 122 | 3,281 % | 3,522 % | 3,279 % | 4,324 % | 3,607 % | 3,662 % |
| 123 | 3,286 % | 3,525 % | 3,284 % | 4,326 % | 3,609 % | 3,664 % |
| 124 | 3,291 % | 3,528 % | 3,289 % | 4,327 % | 3,612 % | 3,666 % |
| 125 | 3,296 % | 3,531 % | 3,294 % | 4,328 % | 3,614 % | 3,668 % |
| 126 | 3,301 % | 3,534 % | 3,299 % | 4,330 % | 3,616 % | 3,670 % |
| 127 | 3,306 % | 3,536 % | 3,303 % | 4,331 % | 3,618 % | 3,672 % |
| 128 | 3,310 % | 3,539 % | 3,308 % | 4,332 % | 3,621 % | 3,673 % |
| 129 | 3,315 % | 3,542 % | 3,313 % | 4,334 % | 3,623 % | 3,675 % |
| 130 | 3,319 % | 3,545 % | 3,317 % | 4,335 % | 3,625 % | 3,677 % |
| 131 | 3,324 % | 3,547 % | 3,322 % | 4,336 % | 3,627 % | 3,679 % |
| 132 | 3,328 % | 3,550 % | 3,326 % | 4,337 % | 3,629 % | 3,680 % |
| 133 | 3,332 % | 3,553 % | 3,330 % | 4,339 % | 3,631 % | 3,682 % |
| 134 | 3,336 % | 3,555 % | 3,335 % | 4,340 % | 3,633 % | 3,684 % |
| 135 | 3,341 % | 3,558 % | 3,339 % | 4,341 % | 3,635 % | 3,685 % |
| 136 | 3,345 % | 3,560 % | 3,343 % | 4,342 % | 3,637 % | 3,687 % |
| 137 | 3,349 % | 3,563 % | 3,347 % | 4,343 % | 3,639 % | 3,688 % |
| 138 | 3,353 % | 3,565 % | 3,351 % | 4,344 % | 3,641 % | 3,690 % |
| 139 | 3,357 % | 3,568 % | 3,355 % | 4,346 % | 3,643 % | 3,691 % |
| 140 | 3,361 % | 3,570 % | 3,359 % | 4,347 % | 3,644 % | 3,693 % |
| 141 | 3,364 % | 3,572 % | 3,363 % | 4,348 % | 3,646 % | 3,694 % |
| 142 | 3,368 % | 3,575 % | 3,366 % | 4,349 % | 3,648 % | 3,696 % |
| 143 | 3,372 % | 3,577 % | 3,370 % | 4,350 % | 3,650 % | 3,697 % |
| 144 | 3,376 % | 3,579 % | 3,374 % | 4,351 % | 3,652 % | 3,699 % |
| 145 | 3,379 % | 3,581 % | 3,377 % | 4,352 % | 3,653 % | 3,700 % |
| 146 | 3,383 % | 3,584 % | 3,381 % | 4,353 % | 3,655 % | 3,701 % |
| 147 | 3,386 % | 3,586 % | 3,384 % | 4,354 % | 3,657 % | 3,703 % |
| 148 | 3,390 % | 3,588 % | 3,388 % | 4,355 % | 3,658 % | 3,704 % |
| 149 | 3,393 % | 3,590 % | 3,391 % | 4,356 % | 3,660 % | 3,705 % |
| 150 | 3,396 % | 3,592 % | 3,395 % | 4,357 % | 3,661 % | 3,707 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,330 %

1,993 %

– 0,340 %

0,288 %

– 0,055 %

– 0,033 %

2

– 0,290 %

1,904 %

– 0,300 %

0,917 %

0,003 %

0,050 %

3

– 0,240 %

1,833 %

– 0,250 %

1,129 %

0,081 %

0,208 %

4

– 0,168 %

1,765 %

– 0,178 %

1,417 %

0,171 %

0,442 %

5

– 0,088 %

1,711 %

– 0,098 %

1,691 %

0,273 %

0,721 %

6

0,001 %

1,670 %

– 0,009 %

1,954 %

0,371 %

1,001 %

7

0,095 %

1,651 %

0,085 %

2,229 %

0,471 %

1,256 %

8

0,191 %

1,652 %

0,181 %

2,437 %

0,568 %

1,476 %

9

0,290 %

1,664 %

0,280 %

2,600 %

0,658 %

1,658 %

10

0,378 %

1,678 %

0,367 %

2,730 %

0,746 %

1,811 %

11

0,460 %

1,681 %

0,450 %

2,847 %

0,891 %

1,941 %

12

0,541 %

1,684 %

0,531 %

2,956 %

1,064 %

2,054 %

13

0,619 %

1,697 %

0,609 %

3,055 %

1,239 %

2,154 %

14

0,687 %

1,721 %

0,677 %

3,146 %

1,405 %

2,243 %

15

0,741 %

1,754 %

0,731 %

3,227 %

1,557 %

2,323 %

16

0,779 %

1,794 %

0,769 %

3,298 %

1,695 %

2,395 %

17

0,809 %

1,840 %

0,798 %

3,362 %

1,820 %

2,460 %

18

0,838 %

1,889 %

0,827 %

3,419 %

1,932 %

2,521 %

19

0,871 %

1,940 %

0,860 %

3,470 %

2,033 %

2,576 %

20

0,911 %

1,992 %

0,901 %

3,516 %

2,125 %

2,627 %

21

0,962 %

2,043 %

0,951 %

3,559 %

2,209 %

2,674 %

22

1,019 %

2,094 %

1,009 %

3,597 %

2,285 %

2,718 %

23

1,081 %

2,144 %

1,071 %

3,633 %

2,354 %

2,760 %

24

1,146 %

2,192 %

1,136 %

3,666 %

2,418 %

2,798 %

25

1,212 %

2,240 %

1,203 %

3,696 %

2,477 %

2,834 %

26

1,278 %

2,285 %

1,269 %

3,724 %

2,531 %

2,868 %

27

1,344 %

2,330 %

1,335 %

3,750 %

2,582 %

2,900 %

28

1,409 %

2,372 %

1,400 %

3,775 %

2,629 %

2,930 %

29

1,473 %

2,413 %

1,464 %

3,798 %

2,672 %

2,959 %

30

1,535 %

2,453 %

1,526 %

3,819 %

2,713 %

2,986 %

31

1,595 %

2,491 %

1,587 %

3,839 %

2,751 %

3,011 %

32

1,653 %

2,527 %

1,645 %

3,858 %

2,787 %

3,036 %

33

1,709 %

2,562 %

1,702 %

3,876 %

2,820 %

3,059 %

34

1,764 %

2,596 %

1,757 %

3,893 %

2,852 %

3,081 %

35

1,816 %

2,628 %

1,809 %

3,909 %

2,882 %

3,102 %

36

1,867 %

2,659 %

1,860 %

3,925 %

2,910 %

3,122 %

37

1,915 %

2,689 %

1,909 %

3,939 %

2,936 %

3,141 %

38

1,962 %

2,717 %

1,956 %

3,953 %

2,962 %

3,159 %

39

2,007 %

2,745 %

2,001 %

3,966 %

2,986 %

3,176 %

40

2,050 %

2,771 %

2,044 %

3,978 %

3,008 %

3,193 %

41

2,092 %

2,796 %

2,086 %

3,990 %

3,030 %

3,209 %

42

2,132 %

2,820 %

2,126 %

4,002 %

3,051 %

3,224 %

43

2,171 %

2,844 %

2,165 %

4,013 %

3,070 %

3,239 %

44

2,208 %

2,866 %

2,202 %

4,023 %

3,089 %

3,253 %

45

2,243 %

2,888 %

2,238 %

4,033 %

3,107 %

3,266 %

46

2,278 %

2,909 %

2,272 %

4,043 %

3,124 %

3,279 %

47

2,311 %

2,929 %

2,305 %

4,052 %

3,141 %

3,292 %

48

2,342 %

2,948 %

2,337 %

4,061 %

3,156 %

3,304 %

49

2,373 %

2,967 %

2,368 %

4,070 %

3,172 %

3,315 %

50

2,402 %

2,985 %

2,397 %

4,078 %

3,186 %

3,327 %

51

2,431 %

3,002 %

2,426 %

4,086 %

3,200 %

3,337 %

52

2,458 %

3,019 %

2,453 %

4,093 %

3,213 %

3,348 %

53

2,485 %

3,035 %

2,480 %

4,101 %

3,226 %

3,358 %

54

2,510 %

3,050 %

2,506 %

4,108 %

3,239 %

3,367 %

55

2,535 %

3,065 %

2,531 %

4,115 %

3,251 %

3,377 %

56

2,559 %

3,080 %

2,555 %

4,121 %

3,262 %

3,386 %

57

2,582 %

3,094 %

2,578 %

4,128 %

3,273 %

3,395 %

58

2,605 %

3,108 %

2,600 %

4,134 %

3,284 %

3,403 %

59

2,626 %

3,121 %

2,622 %

4,140 %

3,295 %

3,411 %

60

2,647 %

3,133 %

2,643 %

4,146 %

3,305 %

3,419 %

61

2,667 %

3,146 %

2,663 %

4,151 %

3,314 %

3,427 %

62

2,687 %

3,158 %

2,683 %

4,157 %

3,324 %

3,434 %

63

2,706 %

3,169 %

2,702 %

4,162 %

3,333 %

3,442 %

64

2,724 %

3,181 %

2,720 %

4,167 %

3,342 %

3,449 %

65

2,742 %

3,192 %

2,738 %

4,172 %

3,350 %

3,456 %

66

2,760 %

3,202 %

2,756 %

4,177 %

3,359 %

3,462 %

67

2,777 %

3,213 %

2,773 %

4,182 %

3,367 %

3,469 %

68

2,793 %

3,223 %

2,789 %

4,186 %

3,375 %

3,475 %

69

2,809 %

3,232 %

2,805 %

4,191 %

3,382 %

3,481 %

70

2,824 %

3,242 %

2,821 %

4,195 %

3,390 %

3,487 %

71

2,839 %

3,251 %

2,836 %

4,199 %

3,397 %

3,493 %

72

2,854 %

3,260 %

2,850 %

4,203 %

3,404 %

3,498 %

73

2,868 %

3,269 %

2,865 %

4,207 %

3,410 %

3,504 %

74

2,882 %

3,277 %

2,879 %

4,211 %

3,417 %

3,509 %

75

2,896 %

3,285 %

2,892 %

4,215 %

3,423 %

3,514 %

76

2,909 %

3,293 %

2,905 %

4,219 %

3,430 %

3,519 %

77

2,921 %

3,301 %

2,918 %

4,222 %

3,436 %

3,524 %

78

2,934 %

3,309 %

2,931 %

4,226 %

3,442 %

3,529 %

79

2,946 %

3,316 %

2,943 %

4,229 %

3,448 %

3,533 %

80

2,958 %

3,323 %

2,955 %

4,233 %

3,453 %

3,538 %

81

2,970 %

3,331 %

2,966 %

4,236 %

3,459 %

3,542 %

82

2,981 %

3,337 %

2,978 %

4,239 %

3,464 %

3,547 %

83

2,992 %

3,344 %

2,989 %

4,242 %

3,469 %

3,551 %

84

3,003 %

3,351 %

3,000 %

4,245 %

3,474 %

3,555 %

85

3,013 %

3,357 %

3,010 %

4,248 %

3,479 %

3,559 %

86

3,023 %

3,364 %

3,020 %

4,251 %

3,484 %

3,563 %

87

3,033 %

3,370 %

3,030 %

4,254 %

3,489 %

3,567 %

88

3,043 %

3,376 %

3,040 %

4,257 %

3,494 %

3,571 %

89

3,053 %

3,382 %

3,050 %

4,259 %

3,498 %

3,574 %

90

3,062 %

3,387 %

3,059 %

4,262 %

3,503 %

3,578 %

91

3,071 %

3,393 %

3,068 %

4,265 %

3,507 %

3,582 %

92

3,080 %

3,398 %

3,077 %

4,267 %

3,511 %

3,585 %

93

3,089 %

3,404 %

3,086 %

4,270 %

3,516 %

3,588 %

94

3,098 %

3,409 %

3,095 %

4,272 %

3,520 %

3,592 %

95

3,106 %

3,414 %

3,103 %

4,274 %

3,524 %

3,595 %

96

3,114 %

3,419 %

3,112 %

4,277 %

3,528 %

3,598 %

97

3,122 %

3,424 %

3,120 %

4,279 %

3,531 %

3,601 %

98

3,130 %

3,429 %

3,128 %

4,281 %

3,535 %

3,604 %

99

3,138 %

3,434 %

3,135 %

4,283 %

3,539 %

3,607 %

100

3,146 %

3,438 %

3,143 %

4,286 %

3,542 %

3,610 %

101

3,153 %

3,443 %

3,150 %

4,288 %

3,546 %

3,613 %

102

3,160 %

3,447 %

3,158 %

4,290 %

3,549 %

3,616 %

103

3,168 %

3,452 %

3,165 %

4,292 %

3,553 %

3,619 %

104

3,175 %

3,456 %

3,172 %

4,294 %

3,556 %

3,621 %

105

3,181 %

3,460 %

3,179 %

4,296 %

3,559 %

3,624 %

106

3,188 %

3,465 %

3,186 %

4,298 %

3,563 %

3,626 %

107

3,195 %

3,469 %

3,192 %

4,300 %

3,566 %

3,629 %

108

3,201 %

3,473 %

3,199 %

4,301 %

3,569 %

3,632 %

109

3,208 %

3,476 %

3,205 %

4,303 %

3,572 %

3,634 %

110

3,214 %

3,480 %

3,212 %

4,305 %

3,575 %

3,636 %

111

3,220 %

3,484 %

3,218 %

4,307 %

3,578 %

3,639 %

112

3,226 %

3,488 %

3,224 %

4,308 %

3,581 %

3,641 %

113

3,232 %

3,491 %

3,230 %

4,310 %

3,583 %

3,643 %

114

3,238 %

3,495 %

3,236 %

4,312 %

3,586 %

3,646 %

115

3,244 %

3,499 %

3,241 %

4,313 %

3,589 %

3,648 %

116

3,249 %

3,502 %

3,247 %

4,315 %

3,592 %

3,650 %

117

3,255 %

3,505 %

3,253 %

4,317 %

3,594 %

3,652 %

118

3,260 %

3,509 %

3,258 %

4,318 %

3,597 %

3,654 %

119

3,266 %

3,512 %

3,264 %

4,320 %

3,599 %

3,656 %

120

3,271 %

3,515 %

3,269 %

4,321 %

3,602 %

3,658 %

121

3,276 %

3,518 %

3,274 %

4,323 %

3,604 %

3,660 %

122

3,281 %

3,522 %

3,279 %

4,324 %

3,607 %

3,662 %

123

3,286 %

3,525 %

3,284 %

4,326 %

3,609 %

3,664 %

124

3,291 %

3,528 %

3,289 %

4,327 %

3,612 %

3,666 %

125

3,296 %

3,531 %

3,294 %

4,328 %

3,614 %

3,668 %

126

3,301 %

3,534 %

3,299 %

4,330 %

3,616 %

3,670 %

127

3,306 %

3,536 %

3,303 %

4,331 %

3,618 %

3,672 %

128

3,310 %

3,539 %

3,308 %

4,332 %

3,621 %

3,673 %

129

3,315 %

3,542 %

3,313 %

4,334 %

3,623 %

3,675 %

130

3,319 %

3,545 %

3,317 %

4,335 %

3,625 %

3,677 %

131

3,324 %

3,547 %

3,322 %

4,336 %

3,627 %

3,679 %

132

3,328 %

3,550 %

3,326 %

4,337 %

3,629 %

3,680 %

133

3,332 %

3,553 %

3,330 %

4,339 %

3,631 %

3,682 %

134

3,336 %

3,555 %

3,335 %

4,340 %

3,633 %

3,684 %

135

3,341 %

3,558 %

3,339 %

4,341 %

3,635 %

3,685 %

136

3,345 %

3,560 %

3,343 %

4,342 %

3,637 %

3,687 %

137

3,349 %

3,563 %

3,347 %

4,343 %

3,639 %

3,688 %

138

3,353 %

3,565 %

3,351 %

4,344 %

3,641 %

3,690 %

139

3,357 %

3,568 %

3,355 %

4,346 %

3,643 %

3,691 %

140

3,361 %

3,570 %

3,359 %

4,347 %

3,644 %

3,693 %

141

3,364 %

3,572 %

3,363 %

4,348 %

3,646 %

3,694 %

142

3,368 %

3,575 %

3,366 %

4,349 %

3,648 %

3,696 %

143

3,372 %

3,577 %

3,370 %

4,350 %

3,650 %

3,697 %

144

3,376 %

3,579 %

3,374 %

4,351 %

3,652 %

3,699 %

145

3,379 %

3,581 %

3,377 %

4,352 %

3,653 %

3,700 %

146

3,383 %

3,584 %

3,381 %

4,353 %

3,655 %

3,701 %

147

3,386 %

3,586 %

3,384 %

4,354 %

3,657 %

3,703 %

148

3,390 %

3,588 %

3,388 %

4,355 %

3,658 %

3,704 %

149

3,393 %

3,590 %

3,391 %

4,356 %

3,660 %

3,705 %

150

3,396 %

3,592 %

3,395 %

4,357 %

3,661 %

3,707 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,380 % | 0,839 % | 3,019 % | 1,412 % | 4,368 % | 1,404 % |
| 2 | – 0,340 % | 0,830 % | 3,322 % | 1,565 % | 4,380 % | 1,574 % |
| 3 | – 0,290 % | 0,872 % | 3,619 % | 1,737 % | 4,395 % | 1,627 % |
| 4 | – 0,218 % | 0,914 % | 3,890 % | 1,924 % | 4,404 % | 1,667 % |
| 5 | – 0,139 % | 0,951 % | 4,103 % | 2,094 % | 4,410 % | 1,703 % |
| 6 | – 0,049 % | 0,984 % | 4,266 % | 2,253 % | 4,417 % | 1,737 % |
| 7 | 0,044 % | 1,014 % | 4,407 % | 2,421 % | 4,425 % | 1,770 % |
| 8 | 0,140 % | 1,044 % | 4,543 % | 2,563 % | 4,430 % | 1,804 % |
| 9 | 0,240 % | 1,065 % | 4,678 % | 2,680 % | 4,430 % | 1,836 % |
| 10 | 0,327 % | 1,103 % | 4,831 % | 2,746 % | 4,427 % | 1,871 % |
| 11 | 0,409 % | 1,130 % | 4,951 % | 2,798 % | 4,421 % | 1,914 % |
| 12 | 0,490 % | 1,155 % | 5,034 % | 2,844 % | 4,413 % | 1,964 % |
| 13 | 0,568 % | 1,167 % | 5,090 % | 2,887 % | 4,404 % | 2,017 % |
| 14 | 0,636 % | 1,195 % | 5,126 % | 2,927 % | 4,394 % | 2,072 % |
| 15 | 0,689 % | 1,210 % | 5,147 % | 2,964 % | 4,384 % | 2,127 % |
| 16 | 0,727 % | 1,224 % | 5,156 % | 2,998 % | 4,374 % | 2,181 % |
| 17 | 0,757 % | 1,235 % | 5,156 % | 3,030 % | 4,363 % | 2,235 % |
| 18 | 0,785 % | 1,233 % | 5,149 % | 3,060 % | 4,353 % | 2,287 % |
| 19 | 0,818 % | 1,251 % | 5,137 % | 3,089 % | 4,342 % | 2,337 % |
| 20 | 0,859 % | 1,258 % | 5,122 % | 3,115 % | 4,332 % | 2,385 % |
| 21 | 0,911 % | 1,261 % | 5,103 % | 3,141 % | 4,322 % | 2,432 % |
| 22 | 0,969 % | 1,264 % | 5,083 % | 3,165 % | 4,312 % | 2,477 % |
| 23 | 1,032 % | 1,266 % | 5,060 % | 3,187 % | 4,302 % | 2,520 % |
| 24 | 1,098 % | 1,268 % | 5,037 % | 3,208 % | 4,292 % | 2,561 % |
| 25 | 1,165 % | 1,268 % | 5,013 % | 3,229 % | 4,283 % | 2,600 % |
| 26 | 1,233 % | 1,266 % | 4,989 % | 3,248 % | 4,274 % | 2,638 % |
| 27 | 1,300 % | 1,263 % | 4,965 % | 3,266 % | 4,265 % | 2,673 % |
| 28 | 1,366 % | 1,260 % | 4,941 % | 3,284 % | 4,257 % | 2,708 % |
| 29 | 1,431 % | 1,257 % | 4,917 % | 3,301 % | 4,249 % | 2,741 % |
| 30 | 1,494 % | 1,255 % | 4,894 % | 3,316 % | 4,241 % | 2,772 % |
| 31 | 1,555 % | 1,253 % | 4,871 % | 3,332 % | 4,233 % | 2,802 % |
| 32 | 1,614 % | 1,251 % | 4,848 % | 3,346 % | 4,225 % | 2,831 % |
| 33 | 1,672 % | 1,250 % | 4,826 % | 3,360 % | 4,218 % | 2,858 % |
| 34 | 1,727 % | 1,250 % | 4,805 % | 3,373 % | 4,211 % | 2,885 % |
| 35 | 1,780 % | 1,250 % | 4,784 % | 3,386 % | 4,204 % | 2,910 % |
| 36 | 1,832 % | 1,250 % | 4,764 % | 3,398 % | 4,198 % | 2,934 % |
| 37 | 1,881 % | 1,249 % | 4,745 % | 3,410 % | 4,192 % | 2,957 % |
| 38 | 1,929 % | 1,246 % | 4,726 % | 3,421 % | 4,185 % | 2,979 % |
| 39 | 1,975 % | 1,241 % | 4,707 % | 3,432 % | 4,179 % | 3,001 % |
| 40 | 2,019 % | 1,234 % | 4,690 % | 3,442 % | 4,174 % | 3,021 % |
| 41 | 2,061 % | 1,223 % | 4,673 % | 3,452 % | 4,168 % | 3,041 % |
| 42 | 2,102 % | 1,212 % | 4,656 % | 3,462 % | 4,163 % | 3,060 % |
| 43 | 2,141 % | 1,200 % | 4,640 % | 3,471 % | 4,158 % | 3,078 % |
| 44 | 2,179 % | 1,190 % | 4,625 % | 3,480 % | 4,153 % | 3,095 % |
| 45 | 2,215 % | 1,183 % | 4,610 % | 3,488 % | 4,148 % | 3,112 % |
| 46 | 2,250 % | 1,178 % | 4,596 % | 3,496 % | 4,143 % | 3,128 % |
| 47 | 2,283 % | 1,178 % | 4,582 % | 3,504 % | 4,139 % | 3,144 % |
| 48 | 2,316 % | 1,181 % | 4,569 % | 3,512 % | 4,134 % | 3,159 % |
| 49 | 2,347 % | 1,189 % | 4,556 % | 3,519 % | 4,130 % | 3,173 % |
| 50 | 2,377 % | 1,201 % | 4,543 % | 3,526 % | 4,126 % | 3,187 % |
| 51 | 2,406 % | 1,218 % | 4,531 % | 3,533 % | 4,122 % | 3,200 % |
| 52 | 2,434 % | 1,239 % | 4,520 % | 3,540 % | 4,118 % | 3,213 % |
| 53 | 2,461 % | 1,264 % | 4,508 % | 3,546 % | 4,114 % | 3,226 % |
| 54 | 2,487 % | 1,290 % | 4,497 % | 3,553 % | 4,110 % | 3,238 % |
| 55 | 2,512 % | 1,319 % | 4,487 % | 3,559 % | 4,107 % | 3,249 % |
| 56 | 2,536 % | 1,348 % | 4,477 % | 3,564 % | 4,104 % | 3,261 % |
| 57 | 2,560 % | 1,379 % | 4,467 % | 3,570 % | 4,100 % | 3,272 % |
| 58 | 2,582 % | 1,410 % | 4,457 % | 3,576 % | 4,097 % | 3,282 % |
| 59 | 2,604 % | 1,442 % | 4,448 % | 3,581 % | 4,094 % | 3,293 % |
| 60 | 2,626 % | 1,474 % | 4,439 % | 3,586 % | 4,091 % | 3,302 % |
| 61 | 2,646 % | 1,506 % | 4,430 % | 3,591 % | 4,088 % | 3,312 % |
| 62 | 2,666 % | 1,537 % | 4,422 % | 3,596 % | 4,085 % | 3,321 % |
| 63 | 2,686 % | 1,569 % | 4,414 % | 3,600 % | 4,082 % | 3,330 % |
| 64 | 2,704 % | 1,600 % | 4,406 % | 3,605 % | 4,079 % | 3,339 % |
| 65 | 2,723 % | 1,631 % | 4,398 % | 3,609 % | 4,077 % | 3,348 % |
| 66 | 2,740 % | 1,661 % | 4,391 % | 3,614 % | 4,074 % | 3,356 % |
| 67 | 2,757 % | 1,691 % | 4,383 % | 3,618 % | 4,072 % | 3,364 % |
| 68 | 2,774 % | 1,721 % | 4,376 % | 3,622 % | 4,069 % | 3,372 % |
| 69 | 2,790 % | 1,750 % | 4,369 % | 3,626 % | 4,067 % | 3,379 % |
| 70 | 2,806 % | 1,778 % | 4,363 % | 3,630 % | 4,065 % | 3,387 % |
| 71 | 2,821 % | 1,806 % | 4,356 % | 3,633 % | 4,062 % | 3,394 % |
| 72 | 2,836 % | 1,833 % | 4,350 % | 3,637 % | 4,060 % | 3,401 % |
| 73 | 2,851 % | 1,860 % | 4,344 % | 3,641 % | 4,058 % | 3,408 % |
| 74 | 2,865 % | 1,886 % | 4,338 % | 3,644 % | 4,056 % | 3,414 % |
| 75 | 2,878 % | 1,912 % | 4,332 % | 3,647 % | 4,054 % | 3,421 % |
| 76 | 2,892 % | 1,937 % | 4,326 % | 3,651 % | 4,052 % | 3,427 % |
| 77 | 2,905 % | 1,961 % | 4,321 % | 3,654 % | 4,050 % | 3,433 % |
| 78 | 2,917 % | 1,985 % | 4,315 % | 3,657 % | 4,048 % | 3,439 % |
| 79 | 2,930 % | 2,009 % | 4,310 % | 3,660 % | 4,046 % | 3,445 % |
| 80 | 2,942 % | 2,032 % | 4,305 % | 3,663 % | 4,044 % | 3,450 % |
| 81 | 2,954 % | 2,054 % | 4,300 % | 3,666 % | 4,043 % | 3,456 % |
| 82 | 2,965 % | 2,076 % | 4,295 % | 3,669 % | 4,041 % | 3,461 % |
| 83 | 2,976 % | 2,098 % | 4,290 % | 3,672 % | 4,039 % | 3,467 % |
| 84 | 2,987 % | 2,119 % | 4,286 % | 3,674 % | 4,038 % | 3,472 % |
| 85 | 2,998 % | 2,139 % | 4,281 % | 3,677 % | 4,036 % | 3,477 % |
| 86 | 3,008 % | 2,159 % | 4,277 % | 3,679 % | 4,034 % | 3,482 % |
| 87 | 3,019 % | 2,179 % | 4,272 % | 3,682 % | 4,033 % | 3,486 % |
| 88 | 3,029 % | 2,198 % | 4,268 % | 3,684 % | 4,031 % | 3,491 % |
| 89 | 3,038 % | 2,217 % | 4,264 % | 3,687 % | 4,030 % | 3,496 % |
| 90 | 3,048 % | 2,235 % | 4,260 % | 3,689 % | 4,028 % | 3,500 % |
| 91 | 3,057 % | 2,253 % | 4,256 % | 3,692 % | 4,027 % | 3,505 % |
| 92 | 3,066 % | 2,271 % | 4,252 % | 3,694 % | 4,026 % | 3,509 % |
| 93 | 3,075 % | 2,288 % | 4,248 % | 3,696 % | 4,024 % | 3,513 % |
| 94 | 3,084 % | 2,305 % | 4,245 % | 3,698 % | 4,023 % | 3,517 % |
| 95 | 3,092 % | 2,322 % | 4,241 % | 3,700 % | 4,022 % | 3,521 % |
| 96 | 3,101 % | 2,338 % | 4,237 % | 3,702 % | 4,020 % | 3,525 % |
| 97 | 3,109 % | 2,354 % | 4,234 % | 3,704 % | 4,019 % | 3,529 % |
| 98 | 3,117 % | 2,370 % | 4,231 % | 3,706 % | 4,018 % | 3,533 % |
| 99 | 3,125 % | 2,385 % | 4,227 % | 3,708 % | 4,017 % | 3,536 % |
| 100 | 3,133 % | 2,400 % | 4,224 % | 3,710 % | 4,016 % | 3,540 % |
| 101 | 3,140 % | 2,415 % | 4,221 % | 3,712 % | 4,015 % | 3,544 % |
| 102 | 3,148 % | 2,429 % | 4,218 % | 3,714 % | 4,013 % | 3,547 % |
| 103 | 3,155 % | 2,443 % | 4,215 % | 3,716 % | 4,012 % | 3,550 % |
| 104 | 3,162 % | 2,457 % | 4,211 % | 3,717 % | 4,011 % | 3,554 % |
| 105 | 3,169 % | 2,471 % | 4,209 % | 3,719 % | 4,010 % | 3,557 % |
| 106 | 3,176 % | 2,484 % | 4,206 % | 3,721 % | 4,009 % | 3,560 % |
| 107 | 3,183 % | 2,497 % | 4,203 % | 3,723 % | 4,008 % | 3,564 % |
| 108 | 3,189 % | 2,510 % | 4,200 % | 3,724 % | 4,007 % | 3,567 % |
| 109 | 3,196 % | 2,523 % | 4,197 % | 3,726 % | 4,006 % | 3,570 % |
| 110 | 3,202 % | 2,535 % | 4,194 % | 3,727 % | 4,005 % | 3,573 % |
| 111 | 3,208 % | 2,548 % | 4,192 % | 3,729 % | 4,004 % | 3,576 % |
| 112 | 3,215 % | 2,559 % | 4,189 % | 3,730 % | 4,003 % | 3,579 % |
| 113 | 3,221 % | 2,571 % | 4,187 % | 3,732 % | 4,002 % | 3,581 % |
| 114 | 3,227 % | 2,583 % | 4,184 % | 3,733 % | 4,002 % | 3,584 % |
| 115 | 3,232 % | 2,594 % | 4,182 % | 3,735 % | 4,001 % | 3,587 % |
| 116 | 3,238 % | 2,605 % | 4,179 % | 3,736 % | 4,000 % | 3,590 % |
| 117 | 3,244 % | 2,616 % | 4,177 % | 3,738 % | 3,999 % | 3,592 % |
| 118 | 3,249 % | 2,627 % | 4,174 % | 3,739 % | 3,998 % | 3,595 % |
| 119 | 3,255 % | 2,638 % | 4,172 % | 3,740 % | 3,997 % | 3,597 % |
| 120 | 3,260 % | 2,648 % | 4,170 % | 3,742 % | 3,996 % | 3,600 % |
| 121 | 3,265 % | 2,659 % | 4,168 % | 3,743 % | 3,996 % | 3,602 % |
| 122 | 3,271 % | 2,669 % | 4,165 % | 3,744 % | 3,995 % | 3,605 % |
| 123 | 3,276 % | 2,679 % | 4,163 % | 3,746 % | 3,994 % | 3,607 % |
| 124 | 3,281 % | 2,688 % | 4,161 % | 3,747 % | 3,993 % | 3,610 % |
| 125 | 3,286 % | 2,698 % | 4,159 % | 3,748 % | 3,993 % | 3,612 % |
| 126 | 3,291 % | 2,708 % | 4,157 % | 3,749 % | 3,992 % | 3,614 % |
| 127 | 3,295 % | 2,717 % | 4,155 % | 3,750 % | 3,991 % | 3,616 % |
| 128 | 3,300 % | 2,726 % | 4,153 % | 3,752 % | 3,990 % | 3,619 % |
| 129 | 3,305 % | 2,735 % | 4,151 % | 3,753 % | 3,990 % | 3,621 % |
| 130 | 3,309 % | 2,744 % | 4,149 % | 3,754 % | 3,989 % | 3,623 % |
| 131 | 3,314 % | 2,753 % | 4,147 % | 3,755 % | 3,988 % | 3,625 % |
| 132 | 3,318 % | 2,761 % | 4,145 % | 3,756 % | 3,988 % | 3,627 % |
| 133 | 3,323 % | 2,770 % | 4,143 % | 3,757 % | 3,987 % | 3,629 % |
| 134 | 3,327 % | 2,778 % | 4,142 % | 3,758 % | 3,986 % | 3,631 % |
| 135 | 3,331 % | 2,787 % | 4,140 % | 3,759 % | 3,986 % | 3,633 % |
| 136 | 3,335 % | 2,795 % | 4,138 % | 3,760 % | 3,985 % | 3,635 % |
| 137 | 3,339 % | 2,803 % | 4,136 % | 3,761 % | 3,984 % | 3,637 % |
| 138 | 3,343 % | 2,811 % | 4,135 % | 3,762 % | 3,984 % | 3,639 % |
| 139 | 3,347 % | 2,818 % | 4,133 % | 3,763 % | 3,983 % | 3,641 % |
| 140 | 3,351 % | 2,826 % | 4,131 % | 3,764 % | 3,983 % | 3,643 % |
| 141 | 3,355 % | 2,834 % | 4,130 % | 3,765 % | 3,982 % | 3,645 % |
| 142 | 3,359 % | 2,841 % | 4,128 % | 3,766 % | 3,981 % | 3,646 % |
| 143 | 3,363 % | 2,849 % | 4,126 % | 3,767 % | 3,981 % | 3,648 % |
| 144 | 3,367 % | 2,856 % | 4,125 % | 3,768 % | 3,980 % | 3,650 % |
| 145 | 3,370 % | 2,863 % | 4,123 % | 3,769 % | 3,980 % | 3,652 % |
| 146 | 3,374 % | 2,870 % | 4,122 % | 3,770 % | 3,979 % | 3,653 % |
| 147 | 3,377 % | 2,877 % | 4,120 % | 3,771 % | 3,979 % | 3,655 % |
| 148 | 3,381 % | 2,884 % | 4,119 % | 3,772 % | 3,978 % | 3,657 % |
| 149 | 3,384 % | 2,891 % | 4,117 % | 3,773 % | 3,978 % | 3,658 % |
| 150 | 3,388 % | 2,897 % | 4,116 % | 3,773 % | 3,977 % | 3,660 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,380 %

0,839 %

3,019 %

1,412 %

4,368 %

1,404 %

2

– 0,340 %

0,830 %

3,322 %

1,565 %

4,380 %

1,574 %

3

– 0,290 %

0,872 %

3,619 %

1,737 %

4,395 %

1,627 %

4

– 0,218 %

0,914 %

3,890 %

1,924 %

4,404 %

1,667 %

5

– 0,139 %

0,951 %

4,103 %

2,094 %

4,410 %

1,703 %

6

– 0,049 %

0,984 %

4,266 %

2,253 %

4,417 %

1,737 %

7

0,044 %

1,014 %

4,407 %

2,421 %

4,425 %

1,770 %

8

0,140 %

1,044 %

4,543 %

2,563 %

4,430 %

1,804 %

9

0,240 %

1,065 %

4,678 %

2,680 %

4,430 %

1,836 %

10

0,327 %

1,103 %

4,831 %

2,746 %

4,427 %

1,871 %

11

0,409 %

1,130 %

4,951 %

2,798 %

4,421 %

1,914 %

12

0,490 %

1,155 %

5,034 %

2,844 %

4,413 %

1,964 %

13

0,568 %

1,167 %

5,090 %

2,887 %

4,404 %

2,017 %

14

0,636 %

1,195 %

5,126 %

2,927 %

4,394 %

2,072 %

15

0,689 %

1,210 %

5,147 %

2,964 %

4,384 %

2,127 %

16

0,727 %

1,224 %

5,156 %

2,998 %

4,374 %

2,181 %

17

0,757 %

1,235 %

5,156 %

3,030 %

4,363 %

2,235 %

18

0,785 %

1,233 %

5,149 %

3,060 %

4,353 %

2,287 %

19

0,818 %

1,251 %

5,137 %

3,089 %

4,342 %

2,337 %

20

0,859 %

1,258 %

5,122 %

3,115 %

4,332 %

2,385 %

21

0,911 %

1,261 %

5,103 %

3,141 %

4,322 %

2,432 %

22

0,969 %

1,264 %

5,083 %

3,165 %

4,312 %

2,477 %

23

1,032 %

1,266 %

5,060 %

3,187 %

4,302 %

2,520 %

24

1,098 %

1,268 %

5,037 %

3,208 %

4,292 %

2,561 %

25

1,165 %

1,268 %

5,013 %

3,229 %

4,283 %

2,600 %

26

1,233 %

1,266 %

4,989 %

3,248 %

4,274 %

2,638 %

27

1,300 %

1,263 %

4,965 %

3,266 %

4,265 %

2,673 %

28

1,366 %

1,260 %

4,941 %

3,284 %

4,257 %

2,708 %

29

1,431 %

1,257 %

4,917 %

3,301 %

4,249 %

2,741 %

30

1,494 %

1,255 %

4,894 %

3,316 %

4,241 %

2,772 %

31

1,555 %

1,253 %

4,871 %

3,332 %

4,233 %

2,802 %

32

1,614 %

1,251 %

4,848 %

3,346 %

4,225 %

2,831 %

33

1,672 %

1,250 %

4,826 %

3,360 %

4,218 %

2,858 %

34

1,727 %

1,250 %

4,805 %

3,373 %

4,211 %

2,885 %

35

1,780 %

1,250 %

4,784 %

3,386 %

4,204 %

2,910 %

36

1,832 %

1,250 %

4,764 %

3,398 %

4,198 %

2,934 %

37

1,881 %

1,249 %

4,745 %

3,410 %

4,192 %

2,957 %

38

1,929 %

1,246 %

4,726 %

3,421 %

4,185 %

2,979 %

39

1,975 %

1,241 %

4,707 %

3,432 %

4,179 %

3,001 %

40

2,019 %

1,234 %

4,690 %

3,442 %

4,174 %

3,021 %

41

2,061 %

1,223 %

4,673 %

3,452 %

4,168 %

3,041 %

42

2,102 %

1,212 %

4,656 %

3,462 %

4,163 %

3,060 %

43

2,141 %

1,200 %

4,640 %

3,471 %

4,158 %

3,078 %

44

2,179 %

1,190 %

4,625 %

3,480 %

4,153 %

3,095 %

45

2,215 %

1,183 %

4,610 %

3,488 %

4,148 %

3,112 %

46

2,250 %

1,178 %

4,596 %

3,496 %

4,143 %

3,128 %

47

2,283 %

1,178 %

4,582 %

3,504 %

4,139 %

3,144 %

48

2,316 %

1,181 %

4,569 %

3,512 %

4,134 %

3,159 %

49

2,347 %

1,189 %

4,556 %

3,519 %

4,130 %

3,173 %

50

2,377 %

1,201 %

4,543 %

3,526 %

4,126 %

3,187 %

51

2,406 %

1,218 %

4,531 %

3,533 %

4,122 %

3,200 %

52

2,434 %

1,239 %

4,520 %

3,540 %

4,118 %

3,213 %

53

2,461 %

1,264 %

4,508 %

3,546 %

4,114 %

3,226 %

54

2,487 %

1,290 %

4,497 %

3,553 %

4,110 %

3,238 %

55

2,512 %

1,319 %

4,487 %

3,559 %

4,107 %

3,249 %

56

2,536 %

1,348 %

4,477 %

3,564 %

4,104 %

3,261 %

57

2,560 %

1,379 %

4,467 %

3,570 %

4,100 %

3,272 %

58

2,582 %

1,410 %

4,457 %

3,576 %

4,097 %

3,282 %

59

2,604 %

1,442 %

4,448 %

3,581 %

4,094 %

3,293 %

60

2,626 %

1,474 %

4,439 %

3,586 %

4,091 %

3,302 %

61

2,646 %

1,506 %

4,430 %

3,591 %

4,088 %

3,312 %

62

2,666 %

1,537 %

4,422 %

3,596 %

4,085 %

3,321 %

63

2,686 %

1,569 %

4,414 %

3,600 %

4,082 %

3,330 %

64

2,704 %

1,600 %

4,406 %

3,605 %

4,079 %

3,339 %

65

2,723 %

1,631 %

4,398 %

3,609 %

4,077 %

3,348 %

66

2,740 %

1,661 %

4,391 %

3,614 %

4,074 %

3,356 %

67

2,757 %

1,691 %

4,383 %

3,618 %

4,072 %

3,364 %

68

2,774 %

1,721 %

4,376 %

3,622 %

4,069 %

3,372 %

69

2,790 %

1,750 %

4,369 %

3,626 %

4,067 %

3,379 %

70

2,806 %

1,778 %

4,363 %

3,630 %

4,065 %

3,387 %

71

2,821 %

1,806 %

4,356 %

3,633 %

4,062 %

3,394 %

72

2,836 %

1,833 %

4,350 %

3,637 %

4,060 %

3,401 %

73

2,851 %

1,860 %

4,344 %

3,641 %

4,058 %

3,408 %

74

2,865 %

1,886 %

4,338 %

3,644 %

4,056 %

3,414 %

75

2,878 %

1,912 %

4,332 %

3,647 %

4,054 %

3,421 %

76

2,892 %

1,937 %

4,326 %

3,651 %

4,052 %

3,427 %

77

2,905 %

1,961 %

4,321 %

3,654 %

4,050 %

3,433 %

78

2,917 %

1,985 %

4,315 %

3,657 %

4,048 %

3,439 %

79

2,930 %

2,009 %

4,310 %

3,660 %

4,046 %

3,445 %

80

2,942 %

2,032 %

4,305 %

3,663 %

4,044 %

3,450 %

81

2,954 %

2,054 %

4,300 %

3,666 %

4,043 %

3,456 %

82

2,965 %

2,076 %

4,295 %

3,669 %

4,041 %

3,461 %

83

2,976 %

2,098 %

4,290 %

3,672 %

4,039 %

3,467 %

84

2,987 %

2,119 %

4,286 %

3,674 %

4,038 %

3,472 %

85

2,998 %

2,139 %

4,281 %

3,677 %

4,036 %

3,477 %

86

3,008 %

2,159 %

4,277 %

3,679 %

4,034 %

3,482 %

87

3,019 %

2,179 %

4,272 %

3,682 %

4,033 %

3,486 %

88

3,029 %

2,198 %

4,268 %

3,684 %

4,031 %

3,491 %

89

3,038 %

2,217 %

4,264 %

3,687 %

4,030 %

3,496 %

90

3,048 %

2,235 %

4,260 %

3,689 %

4,028 %

3,500 %

91

3,057 %

2,253 %

4,256 %

3,692 %

4,027 %

3,505 %

92

3,066 %

2,271 %

4,252 %

3,694 %

4,026 %

3,509 %

93

3,075 %

2,288 %

4,248 %

3,696 %

4,024 %

3,513 %

94

3,084 %

2,305 %

4,245 %

3,698 %

4,023 %

3,517 %

95

3,092 %

2,322 %

4,241 %

3,700 %

4,022 %

3,521 %

96

3,101 %

2,338 %

4,237 %

3,702 %

4,020 %

3,525 %

97

3,109 %

2,354 %

4,234 %

3,704 %

4,019 %

3,529 %

98

3,117 %

2,370 %

4,231 %

3,706 %

4,018 %

3,533 %

99

3,125 %

2,385 %

4,227 %

3,708 %

4,017 %

3,536 %

100

3,133 %

2,400 %

4,224 %

3,710 %

4,016 %

3,540 %

101

3,140 %

2,415 %

4,221 %

3,712 %

4,015 %

3,544 %

102

3,148 %

2,429 %

4,218 %

3,714 %

4,013 %

3,547 %

103

3,155 %

2,443 %

4,215 %

3,716 %

4,012 %

3,550 %

104

3,162 %

2,457 %

4,211 %

3,717 %

4,011 %

3,554 %

105

3,169 %

2,471 %

4,209 %

3,719 %

4,010 %

3,557 %

106

3,176 %

2,484 %

4,206 %

3,721 %

4,009 %

3,560 %

107

3,183 %

2,497 %

4,203 %

3,723 %

4,008 %

3,564 %

108

3,189 %

2,510 %

4,200 %

3,724 %

4,007 %

3,567 %

109

3,196 %

2,523 %

4,197 %

3,726 %

4,006 %

3,570 %

110

3,202 %

2,535 %

4,194 %

3,727 %

4,005 %

3,573 %

111

3,208 %

2,548 %

4,192 %

3,729 %

4,004 %

3,576 %

112

3,215 %

2,559 %

4,189 %

3,730 %

4,003 %

3,579 %

113

3,221 %

2,571 %

4,187 %

3,732 %

4,002 %

3,581 %

114

3,227 %

2,583 %

4,184 %

3,733 %

4,002 %

3,584 %

115

3,232 %

2,594 %

4,182 %

3,735 %

4,001 %

3,587 %

116

3,238 %

2,605 %

4,179 %

3,736 %

4,000 %

3,590 %

117

3,244 %

2,616 %

4,177 %

3,738 %

3,999 %

3,592 %

118

3,249 %

2,627 %

4,174 %

3,739 %

3,998 %

3,595 %

119

3,255 %

2,638 %

4,172 %

3,740 %

3,997 %

3,597 %

120

3,260 %

2,648 %

4,170 %

3,742 %

3,996 %

3,600 %

121

3,265 %

2,659 %

4,168 %

3,743 %

3,996 %

3,602 %

122

3,271 %

2,669 %

4,165 %

3,744 %

3,995 %

3,605 %

123

3,276 %

2,679 %

4,163 %

3,746 %

3,994 %

3,607 %

124

3,281 %

2,688 %

4,161 %

3,747 %

3,993 %

3,610 %

125

3,286 %

2,698 %

4,159 %

3,748 %

3,993 %

3,612 %

126

3,291 %

2,708 %

4,157 %

3,749 %

3,992 %

3,614 %

127

3,295 %

2,717 %

4,155 %

3,750 %

3,991 %

3,616 %

128

3,300 %

2,726 %

4,153 %

3,752 %

3,990 %

3,619 %

129

3,305 %

2,735 %

4,151 %

3,753 %

3,990 %

3,621 %

130

3,309 %

2,744 %

4,149 %

3,754 %

3,989 %

3,623 %

131

3,314 %

2,753 %

4,147 %

3,755 %

3,988 %

3,625 %

132

3,318 %

2,761 %

4,145 %

3,756 %

3,988 %

3,627 %

133

3,323 %

2,770 %

4,143 %

3,757 %

3,987 %

3,629 %

134

3,327 %

2,778 %

4,142 %

3,758 %

3,986 %

3,631 %

135

3,331 %

2,787 %

4,140 %

3,759 %

3,986 %

3,633 %

136

3,335 %

2,795 %

4,138 %

3,760 %

3,985 %

3,635 %

137

3,339 %

2,803 %

4,136 %

3,761 %

3,984 %

3,637 %

138

3,343 %

2,811 %

4,135 %

3,762 %

3,984 %

3,639 %

139

3,347 %

2,818 %

4,133 %

3,763 %

3,983 %

3,641 %

140

3,351 %

2,826 %

4,131 %

3,764 %

3,983 %

3,643 %

141

3,355 %

2,834 %

4,130 %

3,765 %

3,982 %

3,645 %

142

3,359 %

2,841 %

4,128 %

3,766 %

3,981 %

3,646 %

143

3,363 %

2,849 %

4,126 %

3,767 %

3,981 %

3,648 %

144

3,367 %

2,856 %

4,125 %

3,768 %

3,980 %

3,650 %

145

3,370 %

2,863 %

4,123 %

3,769 %

3,980 %

3,652 %

146

3,374 %

2,870 %

4,122 %

3,770 %

3,979 %

3,653 %

147

3,377 %

2,877 %

4,120 %

3,771 %

3,979 %

3,655 %

148

3,381 %

2,884 %

4,119 %

3,772 %

3,978 %

3,657 %

149

3,384 %

2,891 %

4,117 %

3,773 %

3,978 %

3,658 %

150

3,388 %

2,897 %

4,116 %

3,773 %

3,977 %

3,660 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,757 % | 1,421 % | 1,606 % | 1,812 % | 2,881 % | 4,181 % |
| 2 | – 0,740 % | 1,320 % | 1,647 % | 1,731 % | 2,932 % | 4,625 % |
| 3 | – 0,678 % | 1,309 % | 1,688 % | 1,704 % | 3,010 % | 4,914 % |
| 4 | – 0,603 % | 1,343 % | 1,724 % | 1,709 % | 3,116 % | 5,231 % |
| 5 | – 0,524 % | 1,403 % | 1,755 % | 1,729 % | 3,234 % | 5,438 % |
| 6 | – 0,435 % | 1,477 % | 1,799 % | 1,760 % | 3,340 % | 5,661 % |
| 7 | – 0,347 % | 1,553 % | 1,855 % | 1,793 % | 3,436 % | 5,849 % |
| 8 | – 0,257 % | 1,626 % | 1,916 % | 1,829 % | 3,528 % | 6,033 % |
| 9 | – 0,175 % | 1,692 % | 1,969 % | 1,851 % | 3,612 % | 6,207 % |
| 10 | – 0,083 % | 1,753 % | 2,005 % | 1,922 % | 3,686 % | 6,359 % |
| 11 | – 0,028 % | 1,812 % | 2,025 % | 1,978 % | 3,747 % | 6,465 % |
| 12 | 0,066 % | 1,866 % | 2,042 % | 2,016 % | 3,799 % | 6,531 % |
| 13 | 0,112 % | 1,914 % | 2,067 % | 2,046 % | 3,843 % | 6,567 % |
| 14 | 0,187 % | 1,955 % | 2,100 % | 2,074 % | 3,881 % | 6,582 % |
| 15 | 0,241 % | 1,991 % | 2,138 % | 2,105 % | 3,915 % | 6,580 % |
| 16 | 0,285 % | 2,021 % | 2,179 % | 2,138 % | 3,945 % | 6,566 % |
| 17 | 0,323 % | 2,048 % | 2,222 % | 2,170 % | 3,972 % | 6,543 % |
| 18 | 0,354 % | 2,072 % | 2,266 % | 2,198 % | 3,996 % | 6,513 % |
| 19 | 0,378 % | 2,092 % | 2,310 % | 2,217 % | 4,017 % | 6,478 % |
| 20 | 0,392 % | 2,110 % | 2,354 % | 2,227 % | 4,037 % | 6,440 % |
| 21 | 0,398 % | 2,125 % | 2,398 % | 2,226 % | 4,055 % | 6,399 % |
| 22 | 0,401 % | 2,136 % | 2,440 % | 2,218 % | 4,072 % | 6,357 % |
| 23 | 0,406 % | 2,144 % | 2,481 % | 2,207 % | 4,087 % | 6,314 % |
| 24 | 0,415 % | 2,146 % | 2,521 % | 2,194 % | 4,102 % | 6,270 % |
| 25 | 0,431 % | 2,144 % | 2,559 % | 2,182 % | 4,115 % | 6,227 % |
| 26 | 0,457 % | 2,137 % | 2,596 % | 2,173 % | 4,127 % | 6,184 % |
| 27 | 0,489 % | 2,128 % | 2,632 % | 2,167 % | 4,139 % | 6,142 % |
| 28 | 0,526 % | 2,121 % | 2,666 % | 2,165 % | 4,150 % | 6,101 % |
| 29 | 0,567 % | 2,117 % | 2,700 % | 2,168 % | 4,160 % | 6,061 % |
| 30 | 0,610 % | 2,119 % | 2,731 % | 2,175 % | 4,170 % | 6,022 % |
| 31 | 0,655 % | 2,128 % | 2,762 % | 2,189 % | 4,179 % | 5,983 % |
| 32 | 0,700 % | 2,142 % | 2,791 % | 2,206 % | 4,187 % | 5,947 % |
| 33 | 0,746 % | 2,160 % | 2,819 % | 2,226 % | 4,195 % | 5,911 % |
| 34 | 0,791 % | 2,182 % | 2,846 % | 2,249 % | 4,203 % | 5,876 % |
| 35 | 0,836 % | 2,205 % | 2,872 % | 2,274 % | 4,211 % | 5,843 % |
| 36 | 0,880 % | 2,231 % | 2,897 % | 2,300 % | 4,218 % | 5,811 % |
| 37 | 0,923 % | 2,257 % | 2,921 % | 2,326 % | 4,224 % | 5,780 % |
| 38 | 0,966 % | 2,285 % | 2,944 % | 2,353 % | 4,231 % | 5,750 % |
| 39 | 1,007 % | 2,313 % | 2,966 % | 2,381 % | 4,237 % | 5,722 % |
| 40 | 1,047 % | 2,340 % | 2,987 % | 2,408 % | 4,242 % | 5,694 % |
| 41 | 1,086 % | 2,368 % | 3,007 % | 2,435 % | 4,248 % | 5,667 % |
| 42 | 1,124 % | 2,396 % | 3,027 % | 2,462 % | 4,253 % | 5,642 % |
| 43 | 1,161 % | 2,424 % | 3,045 % | 2,489 % | 4,259 % | 5,617 % |
| 44 | 1,196 % | 2,451 % | 3,063 % | 2,515 % | 4,263 % | 5,593 % |
| 45 | 1,231 % | 2,477 % | 3,081 % | 2,540 % | 4,268 % | 5,570 % |
| 46 | 1,264 % | 2,503 % | 3,097 % | 2,566 % | 4,273 % | 5,548 % |
| 47 | 1,296 % | 2,529 % | 3,114 % | 2,590 % | 4,277 % | 5,527 % |
| 48 | 1,328 % | 2,554 % | 3,129 % | 2,614 % | 4,281 % | 5,506 % |
| 49 | 1,358 % | 2,578 % | 3,144 % | 2,637 % | 4,285 % | 5,487 % |
| 50 | 1,387 % | 2,602 % | 3,159 % | 2,660 % | 4,289 % | 5,467 % |
| 51 | 1,415 % | 2,625 % | 3,173 % | 2,682 % | 4,293 % | 5,449 % |
| 52 | 1,442 % | 2,647 % | 3,186 % | 2,703 % | 4,297 % | 5,431 % |
| 53 | 1,469 % | 2,669 % | 3,199 % | 2,724 % | 4,300 % | 5,414 % |
| 54 | 1,494 % | 2,690 % | 3,212 % | 2,744 % | 4,304 % | 5,398 % |
| 55 | 1,519 % | 2,711 % | 3,224 % | 2,764 % | 4,307 % | 5,382 % |
| 56 | 1,543 % | 2,731 % | 3,235 % | 2,783 % | 4,310 % | 5,366 % |
| 57 | 1,566 % | 2,750 % | 3,247 % | 2,802 % | 4,313 % | 5,351 % |
| 58 | 1,588 % | 2,769 % | 3,258 % | 2,820 % | 4,316 % | 5,337 % |
| 59 | 1,610 % | 2,787 % | 3,268 % | 2,837 % | 4,319 % | 5,323 % |
| 60 | 1,631 % | 2,805 % | 3,279 % | 2,854 % | 4,322 % | 5,309 % |
| 61 | 1,651 % | 2,823 % | 3,289 % | 2,871 % | 4,325 % | 5,296 % |
| 62 | 1,671 % | 2,839 % | 3,298 % | 2,887 % | 4,328 % | 5,283 % |
| 63 | 1,690 % | 2,856 % | 3,308 % | 2,903 % | 4,330 % | 5,271 % |
| 64 | 1,709 % | 2,872 % | 3,317 % | 2,918 % | 4,333 % | 5,259 % |
| 65 | 1,727 % | 2,887 % | 3,326 % | 2,932 % | 4,335 % | 5,247 % |
| 66 | 1,744 % | 2,902 % | 3,334 % | 2,947 % | 4,337 % | 5,236 % |
| 67 | 1,761 % | 2,917 % | 3,343 % | 2,961 % | 4,340 % | 5,225 % |
| 68 | 1,778 % | 2,931 % | 3,351 % | 2,974 % | 4,342 % | 5,214 % |
| 69 | 1,794 % | 2,945 % | 3,359 % | 2,987 % | 4,344 % | 5,204 % |
| 70 | 1,810 % | 2,958 % | 3,366 % | 3,000 % | 4,346 % | 5,194 % |
| 71 | 1,825 % | 2,971 % | 3,374 % | 3,013 % | 4,348 % | 5,184 % |
| 72 | 1,840 % | 2,984 % | 3,381 % | 3,025 % | 4,350 % | 5,175 % |
| 73 | 1,854 % | 2,996 % | 3,388 % | 3,037 % | 4,352 % | 5,165 % |
| 74 | 1,868 % | 3,008 % | 3,395 % | 3,048 % | 4,354 % | 5,156 % |
| 75 | 1,882 % | 3,020 % | 3,402 % | 3,060 % | 4,356 % | 5,148 % |
| 76 | 1,895 % | 3,031 % | 3,408 % | 3,070 % | 4,358 % | 5,139 % |
| 77 | 1,908 % | 3,043 % | 3,415 % | 3,081 % | 4,360 % | 5,131 % |
| 78 | 1,921 % | 3,054 % | 3,421 % | 3,092 % | 4,362 % | 5,123 % |
| 79 | 1,933 % | 3,064 % | 3,427 % | 3,102 % | 4,363 % | 5,115 % |
| 80 | 1,945 % | 3,075 % | 3,433 % | 3,112 % | 4,365 % | 5,107 % |
| 81 | 1,957 % | 3,085 % | 3,438 % | 3,121 % | 4,367 % | 5,100 % |
| 82 | 1,968 % | 3,095 % | 3,444 % | 3,131 % | 4,368 % | 5,092 % |
| 83 | 1,979 % | 3,104 % | 3,449 % | 3,140 % | 4,370 % | 5,085 % |
| 84 | 1,990 % | 3,114 % | 3,455 % | 3,149 % | 4,371 % | 5,078 % |
| 85 | 2,001 % | 3,123 % | 3,460 % | 3,158 % | 4,373 % | 5,071 % |
| 86 | 2,011 % | 3,132 % | 3,465 % | 3,166 % | 4,374 % | 5,065 % |
| 87 | 2,021 % | 3,141 % | 3,470 % | 3,175 % | 4,376 % | 5,058 % |
| 88 | 2,031 % | 3,149 % | 3,475 % | 3,183 % | 4,377 % | 5,052 % |
| 89 | 2,041 % | 3,158 % | 3,480 % | 3,191 % | 4,378 % | 5,046 % |
| 90 | 2,051 % | 3,166 % | 3,484 % | 3,199 % | 4,380 % | 5,040 % |
| 91 | 2,060 % | 3,174 % | 3,489 % | 3,206 % | 4,381 % | 5,034 % |
| 92 | 2,069 % | 3,182 % | 3,493 % | 3,214 % | 4,382 % | 5,028 % |
| 93 | 2,078 % | 3,189 % | 3,498 % | 3,221 % | 4,383 % | 5,022 % |
| 94 | 2,087 % | 3,197 % | 3,502 % | 3,228 % | 4,385 % | 5,017 % |
| 95 | 2,095 % | 3,204 % | 3,506 % | 3,235 % | 4,386 % | 5,011 % |
| 96 | 2,103 % | 3,211 % | 3,510 % | 3,242 % | 4,387 % | 5,006 % |
| 97 | 2,112 % | 3,219 % | 3,514 % | 3,249 % | 4,388 % | 5,001 % |
| 98 | 2,120 % | 3,225 % | 3,518 % | 3,256 % | 4,389 % | 4,995 % |
| 99 | 2,127 % | 3,232 % | 3,522 % | 3,262 % | 4,390 % | 4,990 % |
| 100 | 2,135 % | 3,239 % | 3,526 % | 3,269 % | 4,391 % | 4,986 % |
| 101 | 2,143 % | 3,245 % | 3,530 % | 3,275 % | 4,393 % | 4,981 % |
| 102 | 2,150 % | 3,252 % | 3,533 % | 3,281 % | 4,394 % | 4,976 % |
| 103 | 2,157 % | 3,258 % | 3,537 % | 3,287 % | 4,395 % | 4,971 % |
| 104 | 2,164 % | 3,264 % | 3,540 % | 3,293 % | 4,396 % | 4,967 % |
| 105 | 2,171 % | 3,270 % | 3,544 % | 3,299 % | 4,397 % | 4,962 % |
| 106 | 2,178 % | 3,276 % | 3,547 % | 3,304 % | 4,398 % | 4,958 % |
| 107 | 2,185 % | 3,282 % | 3,550 % | 3,310 % | 4,399 % | 4,954 % |
| 108 | 2,192 % | 3,288 % | 3,553 % | 3,315 % | 4,399 % | 4,949 % |
| 109 | 2,198 % | 3,293 % | 3,557 % | 3,321 % | 4,400 % | 4,945 % |
| 110 | 2,204 % | 3,299 % | 3,560 % | 3,326 % | 4,401 % | 4,941 % |
| 111 | 2,211 % | 3,304 % | 3,563 % | 3,331 % | 4,402 % | 4,937 % |
| 112 | 2,217 % | 3,309 % | 3,566 % | 3,336 % | 4,403 % | 4,933 % |
| 113 | 2,223 % | 3,315 % | 3,569 % | 3,341 % | 4,404 % | 4,930 % |
| 114 | 2,229 % | 3,320 % | 3,572 % | 3,346 % | 4,405 % | 4,926 % |
| 115 | 2,235 % | 3,325 % | 3,575 % | 3,351 % | 4,406 % | 4,922 % |
| 116 | 2,240 % | 3,330 % | 3,577 % | 3,355 % | 4,406 % | 4,918 % |
| 117 | 2,246 % | 3,335 % | 3,580 % | 3,360 % | 4,407 % | 4,915 % |
| 118 | 2,251 % | 3,339 % | 3,583 % | 3,365 % | 4,408 % | 4,911 % |
| 119 | 2,257 % | 3,344 % | 3,585 % | 3,369 % | 4,409 % | 4,908 % |
| 120 | 2,262 % | 3,349 % | 3,588 % | 3,373 % | 4,409 % | 4,904 % |
| 121 | 2,267 % | 3,353 % | 3,591 % | 3,378 % | 4,410 % | 4,901 % |
| 122 | 2,273 % | 3,358 % | 3,593 % | 3,382 % | 4,411 % | 4,898 % |
| 123 | 2,278 % | 3,362 % | 3,596 % | 3,386 % | 4,412 % | 4,895 % |
| 124 | 2,283 % | 3,366 % | 3,598 % | 3,390 % | 4,412 % | 4,891 % |
| 125 | 2,288 % | 3,371 % | 3,601 % | 3,395 % | 4,413 % | 4,888 % |
| 126 | 2,293 % | 3,375 % | 3,603 % | 3,399 % | 4,414 % | 4,885 % |
| 127 | 2,297 % | 3,379 % | 3,605 % | 3,402 % | 4,414 % | 4,882 % |
| 128 | 2,302 % | 3,383 % | 3,608 % | 3,406 % | 4,415 % | 4,879 % |
| 129 | 2,307 % | 3,387 % | 3,610 % | 3,410 % | 4,416 % | 4,876 % |
| 130 | 2,311 % | 3,391 % | 3,612 % | 3,414 % | 4,416 % | 4,873 % |
| 131 | 2,316 % | 3,395 % | 3,614 % | 3,418 % | 4,417 % | 4,870 % |
| 132 | 2,320 % | 3,399 % | 3,616 % | 3,421 % | 4,418 % | 4,868 % |
| 133 | 2,324 % | 3,403 % | 3,619 % | 3,425 % | 4,418 % | 4,865 % |
| 134 | 2,329 % | 3,406 % | 3,621 % | 3,428 % | 4,419 % | 4,862 % |
| 135 | 2,333 % | 3,410 % | 3,623 % | 3,432 % | 4,419 % | 4,859 % |
| 136 | 2,337 % | 3,413 % | 3,625 % | 3,435 % | 4,420 % | 4,857 % |
| 137 | 2,341 % | 3,417 % | 3,627 % | 3,439 % | 4,421 % | 4,854 % |
| 138 | 2,345 % | 3,420 % | 3,629 % | 3,442 % | 4,421 % | 4,852 % |
| 139 | 2,349 % | 3,424 % | 3,631 % | 3,445 % | 4,422 % | 4,849 % |
| 140 | 2,353 % | 3,427 % | 3,633 % | 3,449 % | 4,422 % | 4,847 % |
| 141 | 2,357 % | 3,431 % | 3,634 % | 3,452 % | 4,423 % | 4,844 % |
| 142 | 2,361 % | 3,434 % | 3,636 % | 3,455 % | 4,423 % | 4,842 % |
| 143 | 2,365 % | 3,437 % | 3,638 % | 3,458 % | 4,424 % | 4,839 % |
| 144 | 2,368 % | 3,440 % | 3,640 % | 3,461 % | 4,424 % | 4,837 % |
| 145 | 2,372 % | 3,444 % | 3,642 % | 3,464 % | 4,425 % | 4,835 % |
| 146 | 2,376 % | 3,447 % | 3,644 % | 3,467 % | 4,426 % | 4,832 % |
| 147 | 2,379 % | 3,450 % | 3,645 % | 3,470 % | 4,426 % | 4,830 % |
| 148 | 2,383 % | 3,453 % | 3,647 % | 3,473 % | 4,427 % | 4,828 % |
| 149 | 2,386 % | 3,456 % | 3,649 % | 3,476 % | 4,427 % | 4,826 % |
| 150 | 2,389 % | 3,459 % | 3,650 % | 3,479 % | 4,427 % | 4,823 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,757 %

1,421 %

1,606 %

1,812 %

2,881 %

4,181 %

2

– 0,740 %

1,320 %

1,647 %

1,731 %

2,932 %

4,625 %

3

– 0,678 %

1,309 %

1,688 %

1,704 %

3,010 %

4,914 %

4

– 0,603 %

1,343 %

1,724 %

1,709 %

3,116 %

5,231 %

5

– 0,524 %

1,403 %

1,755 %

1,729 %

3,234 %

5,438 %

6

– 0,435 %

1,477 %

1,799 %

1,760 %

3,340 %

5,661 %

7

– 0,347 %

1,553 %

1,855 %

1,793 %

3,436 %

5,849 %

8

– 0,257 %

1,626 %

1,916 %

1,829 %

3,528 %

6,033 %

9

– 0,175 %

1,692 %

1,969 %

1,851 %

3,612 %

6,207 %

10

– 0,083 %

1,753 %

2,005 %

1,922 %

3,686 %

6,359 %

11

– 0,028 %

1,812 %

2,025 %

1,978 %

3,747 %

6,465 %

12

0,066 %

1,866 %

2,042 %

2,016 %

3,799 %

6,531 %

13

0,112 %

1,914 %

2,067 %

2,046 %

3,843 %

6,567 %

14

0,187 %

1,955 %

2,100 %

2,074 %

3,881 %

6,582 %

15

0,241 %

1,991 %

2,138 %

2,105 %

3,915 %

6,580 %

16

0,285 %

2,021 %

2,179 %

2,138 %

3,945 %

6,566 %

17

0,323 %

2,048 %

2,222 %

2,170 %

3,972 %

6,543 %

18

0,354 %

2,072 %

2,266 %

2,198 %

3,996 %

6,513 %

19

0,378 %

2,092 %

2,310 %

2,217 %

4,017 %

6,478 %

20

0,392 %

2,110 %

2,354 %

2,227 %

4,037 %

6,440 %

21

0,398 %

2,125 %

2,398 %

2,226 %

4,055 %

6,399 %

22

0,401 %

2,136 %

2,440 %

2,218 %

4,072 %

6,357 %

23

0,406 %

2,144 %

2,481 %

2,207 %

4,087 %

6,314 %

24

0,415 %

2,146 %

2,521 %

2,194 %

4,102 %

6,270 %

25

0,431 %

2,144 %

2,559 %

2,182 %

4,115 %

6,227 %

26

0,457 %

2,137 %

2,596 %

2,173 %

4,127 %

6,184 %

27

0,489 %

2,128 %

2,632 %

2,167 %

4,139 %

6,142 %

28

0,526 %

2,121 %

2,666 %

2,165 %

4,150 %

6,101 %

29

0,567 %

2,117 %

2,700 %

2,168 %

4,160 %

6,061 %

30

0,610 %

2,119 %

2,731 %

2,175 %

4,170 %

6,022 %

31

0,655 %

2,128 %

2,762 %

2,189 %

4,179 %

5,983 %

32

0,700 %

2,142 %

2,791 %

2,206 %

4,187 %

5,947 %

33

0,746 %

2,160 %

2,819 %

2,226 %

4,195 %

5,911 %

34

0,791 %

2,182 %

2,846 %

2,249 %

4,203 %

5,876 %

35

0,836 %

2,205 %

2,872 %

2,274 %

4,211 %

5,843 %

36

0,880 %

2,231 %

2,897 %

2,300 %

4,218 %

5,811 %

37

0,923 %

2,257 %

2,921 %

2,326 %

4,224 %

5,780 %

38

0,966 %

2,285 %

2,944 %

2,353 %

4,231 %

5,750 %

39

1,007 %

2,313 %

2,966 %

2,381 %

4,237 %

5,722 %

40

1,047 %

2,340 %

2,987 %

2,408 %

4,242 %

5,694 %

41

1,086 %

2,368 %

3,007 %

2,435 %

4,248 %

5,667 %

42

1,124 %

2,396 %

3,027 %

2,462 %

4,253 %

5,642 %

43

1,161 %

2,424 %

3,045 %

2,489 %

4,259 %

5,617 %

44

1,196 %

2,451 %

3,063 %

2,515 %

4,263 %

5,593 %

45

1,231 %

2,477 %

3,081 %

2,540 %

4,268 %

5,570 %

46

1,264 %

2,503 %

3,097 %

2,566 %

4,273 %

5,548 %

47

1,296 %

2,529 %

3,114 %

2,590 %

4,277 %

5,527 %

48

1,328 %

2,554 %

3,129 %

2,614 %

4,281 %

5,506 %

49

1,358 %

2,578 %

3,144 %

2,637 %

4,285 %

5,487 %

50

1,387 %

2,602 %

3,159 %

2,660 %

4,289 %

5,467 %

51

1,415 %

2,625 %

3,173 %

2,682 %

4,293 %

5,449 %

52

1,442 %

2,647 %

3,186 %

2,703 %

4,297 %

5,431 %

53

1,469 %

2,669 %

3,199 %

2,724 %

4,300 %

5,414 %

54

1,494 %

2,690 %

3,212 %

2,744 %

4,304 %

5,398 %

55

1,519 %

2,711 %

3,224 %

2,764 %

4,307 %

5,382 %

56

1,543 %

2,731 %

3,235 %

2,783 %

4,310 %

5,366 %

57

1,566 %

2,750 %

3,247 %

2,802 %

4,313 %

5,351 %

58

1,588 %

2,769 %

3,258 %

2,820 %

4,316 %

5,337 %

59

1,610 %

2,787 %

3,268 %

2,837 %

4,319 %

5,323 %

60

1,631 %

2,805 %

3,279 %

2,854 %

4,322 %

5,309 %

61

1,651 %

2,823 %

3,289 %

2,871 %

4,325 %

5,296 %

62

1,671 %

2,839 %

3,298 %

2,887 %

4,328 %

5,283 %

63

1,690 %

2,856 %

3,308 %

2,903 %

4,330 %

5,271 %

64

1,709 %

2,872 %

3,317 %

2,918 %

4,333 %

5,259 %

65

1,727 %

2,887 %

3,326 %

2,932 %

4,335 %

5,247 %

66

1,744 %

2,902 %

3,334 %

2,947 %

4,337 %

5,236 %

67

1,761 %

2,917 %

3,343 %

2,961 %

4,340 %

5,225 %

68

1,778 %

2,931 %

3,351 %

2,974 %

4,342 %

5,214 %

69

1,794 %

2,945 %

3,359 %

2,987 %

4,344 %

5,204 %

70

1,810 %

2,958 %

3,366 %

3,000 %

4,346 %

5,194 %

71

1,825 %

2,971 %

3,374 %

3,013 %

4,348 %

5,184 %

72

1,840 %

2,984 %

3,381 %

3,025 %

4,350 %

5,175 %

73

1,854 %

2,996 %

3,388 %

3,037 %

4,352 %

5,165 %

74

1,868 %

3,008 %

3,395 %

3,048 %

4,354 %

5,156 %

75

1,882 %

3,020 %

3,402 %

3,060 %

4,356 %

5,148 %

76

1,895 %

3,031 %

3,408 %

3,070 %

4,358 %

5,139 %

77

1,908 %

3,043 %

3,415 %

3,081 %

4,360 %

5,131 %

78

1,921 %

3,054 %

3,421 %

3,092 %

4,362 %

5,123 %

79

1,933 %

3,064 %

3,427 %

3,102 %

4,363 %

5,115 %

80

1,945 %

3,075 %

3,433 %

3,112 %

4,365 %

5,107 %

81

1,957 %

3,085 %

3,438 %

3,121 %

4,367 %

5,100 %

82

1,968 %

3,095 %

3,444 %

3,131 %

4,368 %

5,092 %

83

1,979 %

3,104 %

3,449 %

3,140 %

4,370 %

5,085 %

84

1,990 %

3,114 %

3,455 %

3,149 %

4,371 %

5,078 %

85

2,001 %

3,123 %

3,460 %

3,158 %

4,373 %

5,071 %

86

2,011 %

3,132 %

3,465 %

3,166 %

4,374 %

5,065 %

87

2,021 %

3,141 %

3,470 %

3,175 %

4,376 %

5,058 %

88

2,031 %

3,149 %

3,475 %

3,183 %

4,377 %

5,052 %

89

2,041 %

3,158 %

3,480 %

3,191 %

4,378 %

5,046 %

90

2,051 %

3,166 %

3,484 %

3,199 %

4,380 %

5,040 %

91

2,060 %

3,174 %

3,489 %

3,206 %

4,381 %

5,034 %

92

2,069 %

3,182 %

3,493 %

3,214 %

4,382 %

5,028 %

93

2,078 %

3,189 %

3,498 %

3,221 %

4,383 %

5,022 %

94

2,087 %

3,197 %

3,502 %

3,228 %

4,385 %

5,017 %

95

2,095 %

3,204 %

3,506 %

3,235 %

4,386 %

5,011 %

96

2,103 %

3,211 %

3,510 %

3,242 %

4,387 %

5,006 %

97

2,112 %

3,219 %

3,514 %

3,249 %

4,388 %

5,001 %

98

2,120 %

3,225 %

3,518 %

3,256 %

4,389 %

4,995 %

99

2,127 %

3,232 %

3,522 %

3,262 %

4,390 %

4,990 %

100

2,135 %

3,239 %

3,526 %

3,269 %

4,391 %

4,986 %

101

2,143 %

3,245 %

3,530 %

3,275 %

4,393 %

4,981 %

102

2,150 %

3,252 %

3,533 %

3,281 %

4,394 %

4,976 %

103

2,157 %

3,258 %

3,537 %

3,287 %

4,395 %

4,971 %

104

2,164 %

3,264 %

3,540 %

3,293 %

4,396 %

4,967 %

105

2,171 %

3,270 %

3,544 %

3,299 %

4,397 %

4,962 %

106

2,178 %

3,276 %

3,547 %

3,304 %

4,398 %

4,958 %

107

2,185 %

3,282 %

3,550 %

3,310 %

4,399 %

4,954 %

108

2,192 %

3,288 %

3,553 %

3,315 %

4,399 %

4,949 %

109

2,198 %

3,293 %

3,557 %

3,321 %

4,400 %

4,945 %

110

2,204 %

3,299 %

3,560 %

3,326 %

4,401 %

4,941 %

111

2,211 %

3,304 %

3,563 %

3,331 %

4,402 %

4,937 %

112

2,217 %

3,309 %

3,566 %

3,336 %

4,403 %

4,933 %

113

2,223 %

3,315 %

3,569 %

3,341 %

4,404 %

4,930 %

114

2,229 %

3,320 %

3,572 %

3,346 %

4,405 %

4,926 %

115

2,235 %

3,325 %

3,575 %

3,351 %

4,406 %

4,922 %

116

2,240 %

3,330 %

3,577 %

3,355 %

4,406 %

4,918 %

117

2,246 %

3,335 %

3,580 %

3,360 %

4,407 %

4,915 %

118

2,251 %

3,339 %

3,583 %

3,365 %

4,408 %

4,911 %

119

2,257 %

3,344 %

3,585 %

3,369 %

4,409 %

4,908 %

120

2,262 %

3,349 %

3,588 %

3,373 %

4,409 %

4,904 %

121

2,267 %

3,353 %

3,591 %

3,378 %

4,410 %

4,901 %

122

2,273 %

3,358 %

3,593 %

3,382 %

4,411 %

4,898 %

123

2,278 %

3,362 %

3,596 %

3,386 %

4,412 %

4,895 %

124

2,283 %

3,366 %

3,598 %

3,390 %

4,412 %

4,891 %

125

2,288 %

3,371 %

3,601 %

3,395 %

4,413 %

4,888 %

126

2,293 %

3,375 %

3,603 %

3,399 %

4,414 %

4,885 %

127

2,297 %

3,379 %

3,605 %

3,402 %

4,414 %

4,882 %

128

2,302 %

3,383 %

3,608 %

3,406 %

4,415 %

4,879 %

129

2,307 %

3,387 %

3,610 %

3,410 %

4,416 %

4,876 %

130

2,311 %

3,391 %

3,612 %

3,414 %

4,416 %

4,873 %

131

2,316 %

3,395 %

3,614 %

3,418 %

4,417 %

4,870 %

132

2,320 %

3,399 %

3,616 %

3,421 %

4,418 %

4,868 %

133

2,324 %

3,403 %

3,619 %

3,425 %

4,418 %

4,865 %

134

2,329 %

3,406 %

3,621 %

3,428 %

4,419 %

4,862 %

135

2,333 %

3,410 %

3,623 %

3,432 %

4,419 %

4,859 %

136

2,337 %

3,413 %

3,625 %

3,435 %

4,420 %

4,857 %

137

2,341 %

3,417 %

3,627 %

3,439 %

4,421 %

4,854 %

138

2,345 %

3,420 %

3,629 %

3,442 %

4,421 %

4,852 %

139

2,349 %

3,424 %

3,631 %

3,445 %

4,422 %

4,849 %

140

2,353 %

3,427 %

3,633 %

3,449 %

4,422 %

4,847 %

141

2,357 %

3,431 %

3,634 %

3,452 %

4,423 %

4,844 %

142

2,361 %

3,434 %

3,636 %

3,455 %

4,423 %

4,842 %

143

2,365 %

3,437 %

3,638 %

3,458 %

4,424 %

4,839 %

144

2,368 %

3,440 %

3,640 %

3,461 %

4,424 %

4,837 %

145

2,372 %

3,444 %

3,642 %

3,464 %

4,425 %

4,835 %

146

2,376 %

3,447 %

3,644 %

3,467 %

4,426 %

4,832 %

147

2,379 %

3,450 %

3,645 %

3,470 %

4,426 %

4,830 %

148

2,383 %

3,453 %

3,647 %

3,473 %

4,427 %

4,828 %

149

2,386 %

3,456 %

3,649 %

3,476 %

4,427 %

4,826 %

150

2,389 %

3,459 %

3,650 %

3,479 %

4,427 %

4,823 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,521 % | 6,284 % | 8,278 % | 0,387 % | 1,567 % | 6,929 % |
| 2 | 1,529 % | 6,425 % | 7,931 % | 0,435 % | 1,501 % | 6,962 % |
| 3 | 1,560 % | 6,571 % | 7,752 % | 0,483 % | 1,518 % | 7,063 % |
| 4 | 1,596 % | 6,721 % | 7,698 % | 0,528 % | 1,571 % | 7,172 % |
| 5 | 1,622 % | 6,871 % | 7,703 % | 0,555 % | 1,650 % | 7,331 % |
| 6 | 1,652 % | 7,043 % | 7,761 % | 0,580 % | 1,732 % | 7,463 % |
| 7 | 1,686 % | 7,166 % | 7,848 % | 0,597 % | 1,819 % | 7,616 % |
| 8 | 1,721 % | 7,296 % | 7,945 % | 0,624 % | 1,903 % | 7,760 % |
| 9 | 1,759 % | 7,404 % | 8,045 % | 0,656 % | 1,985 % | 7,896 % |
| 10 | 1,803 % | 7,493 % | 8,144 % | 0,686 % | 2,062 % | 8,007 % |
| 11 | 1,850 % | 7,549 % | 8,239 % | 0,737 % | 2,136 % | 8,121 % |
| 12 | 1,891 % | 7,576 % | 8,329 % | 0,807 % | 2,206 % | 8,229 % |
| 13 | 1,917 % | 7,583 % | 8,412 % | 0,887 % | 2,266 % | 8,313 % |
| 14 | 1,938 % | 7,574 % | 8,489 % | 0,973 % | 2,317 % | 8,371 % |
| 15 | 1,962 % | 7,554 % | 8,559 % | 1,061 % | 2,361 % | 8,404 % |
| 16 | 1,993 % | 7,526 % | 8,621 % | 1,150 % | 2,398 % | 8,414 % |
| 17 | 2,030 % | 7,492 % | 8,672 % | 1,237 % | 2,431 % | 8,404 % |
| 18 | 2,071 % | 7,454 % | 8,710 % | 1,323 % | 2,461 % | 8,379 % |
| 19 | 2,115 % | 7,413 % | 8,732 % | 1,405 % | 2,490 % | 8,343 % |
| 20 | 2,159 % | 7,370 % | 8,735 % | 1,486 % | 2,520 % | 8,299 % |
| 21 | 2,204 % | 7,326 % | 8,717 % | 1,563 % | 2,551 % | 8,249 % |
| 22 | 2,248 % | 7,282 % | 8,683 % | 1,636 % | 2,583 % | 8,194 % |
| 23 | 2,292 % | 7,237 % | 8,636 % | 1,707 % | 2,614 % | 8,136 % |
| 24 | 2,336 % | 7,193 % | 8,579 % | 1,775 % | 2,646 % | 8,077 % |
| 25 | 2,378 % | 7,150 % | 8,514 % | 1,839 % | 2,677 % | 8,017 % |
| 26 | 2,419 % | 7,108 % | 8,444 % | 1,901 % | 2,708 % | 7,956 % |
| 27 | 2,459 % | 7,066 % | 8,371 % | 1,960 % | 2,738 % | 7,896 % |
| 28 | 2,497 % | 7,026 % | 8,295 % | 2,016 % | 2,768 % | 7,837 % |
| 29 | 2,534 % | 6,986 % | 8,219 % | 2,070 % | 2,796 % | 7,778 % |
| 30 | 2,570 % | 6,948 % | 8,142 % | 2,121 % | 2,824 % | 7,721 % |
| 31 | 2,604 % | 6,912 % | 8,065 % | 2,169 % | 2,851 % | 7,665 % |
| 32 | 2,637 % | 6,876 % | 7,990 % | 2,216 % | 2,877 % | 7,611 % |
| 33 | 2,669 % | 6,842 % | 7,916 % | 2,261 % | 2,902 % | 7,559 % |
| 34 | 2,700 % | 6,809 % | 7,843 % | 2,303 % | 2,926 % | 7,508 % |
| 35 | 2,729 % | 6,777 % | 7,772 % | 2,344 % | 2,949 % | 7,459 % |
| 36 | 2,757 % | 6,746 % | 7,704 % | 2,383 % | 2,971 % | 7,412 % |
| 37 | 2,785 % | 6,717 % | 7,637 % | 2,420 % | 2,993 % | 7,366 % |
| 38 | 2,811 % | 6,688 % | 7,573 % | 2,455 % | 3,014 % | 7,322 % |
| 39 | 2,836 % | 6,661 % | 7,511 % | 2,489 % | 3,034 % | 7,279 % |
| 40 | 2,860 % | 6,635 % | 7,451 % | 2,522 % | 3,053 % | 7,239 % |
| 41 | 2,883 % | 6,609 % | 7,393 % | 2,553 % | 3,072 % | 7,199 % |
| 42 | 2,905 % | 6,585 % | 7,337 % | 2,584 % | 3,090 % | 7,161 % |
| 43 | 2,927 % | 6,561 % | 7,283 % | 2,612 % | 3,107 % | 7,125 % |
| 44 | 2,947 % | 6,539 % | 7,232 % | 2,640 % | 3,123 % | 7,090 % |
| 45 | 2,967 % | 6,517 % | 7,182 % | 2,667 % | 3,139 % | 7,056 % |
| 46 | 2,986 % | 6,496 % | 7,134 % | 2,692 % | 3,155 % | 7,024 % |
| 47 | 3,005 % | 6,476 % | 7,088 % | 2,717 % | 3,170 % | 6,992 % |
| 48 | 3,022 % | 6,456 % | 7,043 % | 2,741 % | 3,184 % | 6,962 % |
| 49 | 3,039 % | 6,438 % | 7,000 % | 2,763 % | 3,198 % | 6,933 % |
| 50 | 3,056 % | 6,419 % | 6,959 % | 2,785 % | 3,211 % | 6,905 % |
| 51 | 3,072 % | 6,402 % | 6,919 % | 2,806 % | 3,224 % | 6,878 % |
| 52 | 3,087 % | 6,385 % | 6,880 % | 2,827 % | 3,237 % | 6,852 % |
| 53 | 3,102 % | 6,369 % | 6,843 % | 2,847 % | 3,249 % | 6,827 % |
| 54 | 3,116 % | 6,353 % | 6,808 % | 2,866 % | 3,260 % | 6,803 % |
| 55 | 3,130 % | 6,338 % | 6,773 % | 2,884 % | 3,272 % | 6,779 % |
| 56 | 3,144 % | 6,323 % | 6,740 % | 2,902 % | 3,282 % | 6,757 % |
| 57 | 3,157 % | 6,309 % | 6,707 % | 2,919 % | 3,293 % | 6,735 % |
| 58 | 3,169 % | 6,295 % | 6,676 % | 2,936 % | 3,303 % | 6,714 % |
| 59 | 3,181 % | 6,282 % | 6,646 % | 2,952 % | 3,313 % | 6,693 % |
| 60 | 3,193 % | 6,269 % | 6,617 % | 2,967 % | 3,323 % | 6,673 % |
| 61 | 3,204 % | 6,256 % | 6,589 % | 2,982 % | 3,332 % | 6,654 % |
| 62 | 3,215 % | 6,244 % | 6,561 % | 2,997 % | 3,341 % | 6,636 % |
| 63 | 3,226 % | 6,233 % | 6,535 % | 3,011 % | 3,350 % | 6,618 % |
| 64 | 3,237 % | 6,221 % | 6,509 % | 3,025 % | 3,358 % | 6,600 % |
| 65 | 3,247 % | 6,210 % | 6,485 % | 3,038 % | 3,366 % | 6,583 % |
| 66 | 3,256 % | 6,200 % | 6,460 % | 3,051 % | 3,374 % | 6,567 % |
| 67 | 3,266 % | 6,189 % | 6,437 % | 3,063 % | 3,382 % | 6,551 % |
| 68 | 3,275 % | 6,179 % | 6,414 % | 3,076 % | 3,390 % | 6,536 % |
| 69 | 3,284 % | 6,169 % | 6,392 % | 3,088 % | 3,397 % | 6,520 % |
| 70 | 3,293 % | 6,160 % | 6,371 % | 3,099 % | 3,404 % | 6,506 % |
| 71 | 3,301 % | 6,150 % | 6,350 % | 3,110 % | 3,411 % | 6,492 % |
| 72 | 3,310 % | 6,141 % | 6,330 % | 3,121 % | 3,418 % | 6,478 % |
| 73 | 3,318 % | 6,133 % | 6,310 % | 3,132 % | 3,424 % | 6,464 % |
| 74 | 3,325 % | 6,124 % | 6,291 % | 3,142 % | 3,431 % | 6,451 % |
| 75 | 3,333 % | 6,116 % | 6,272 % | 3,152 % | 3,437 % | 6,439 % |
| 76 | 3,340 % | 6,108 % | 6,254 % | 3,162 % | 3,443 % | 6,426 % |
| 77 | 3,348 % | 6,100 % | 6,236 % | 3,171 % | 3,449 % | 6,414 % |
| 78 | 3,355 % | 6,092 % | 6,219 % | 3,181 % | 3,455 % | 6,402 % |
| 79 | 3,362 % | 6,085 % | 6,202 % | 3,190 % | 3,460 % | 6,391 % |
| 80 | 3,368 % | 6,077 % | 6,186 % | 3,199 % | 3,466 % | 6,380 % |
| 81 | 3,375 % | 6,070 % | 6,170 % | 3,207 % | 3,471 % | 6,369 % |
| 82 | 3,381 % | 6,063 % | 6,154 % | 3,216 % | 3,476 % | 6,358 % |
| 83 | 3,387 % | 6,056 % | 6,139 % | 3,224 % | 3,481 % | 6,348 % |
| 84 | 3,393 % | 6,050 % | 6,124 % | 3,232 % | 3,486 % | 6,338 % |
| 85 | 3,399 % | 6,043 % | 6,110 % | 3,240 % | 3,491 % | 6,328 % |
| 86 | 3,405 % | 6,037 % | 6,096 % | 3,247 % | 3,496 % | 6,318 % |
| 87 | 3,411 % | 6,031 % | 6,082 % | 3,255 % | 3,500 % | 6,309 % |
| 88 | 3,416 % | 6,025 % | 6,068 % | 3,262 % | 3,505 % | 6,300 % |
| 89 | 3,422 % | 6,019 % | 6,055 % | 3,269 % | 3,509 % | 6,291 % |
| 90 | 3,427 % | 6,013 % | 6,042 % | 3,276 % | 3,514 % | 6,282 % |
| 91 | 3,432 % | 6,007 % | 6,030 % | 3,283 % | 3,518 % | 6,273 % |
| 92 | 3,437 % | 6,002 % | 6,017 % | 3,290 % | 3,522 % | 6,265 % |
| 93 | 3,442 % | 5,996 % | 6,005 % | 3,296 % | 3,526 % | 6,256 % |
| 94 | 3,447 % | 5,991 % | 5,993 % | 3,303 % | 3,530 % | 6,248 % |
| 95 | 3,452 % | 5,986 % | 5,982 % | 3,309 % | 3,534 % | 6,240 % |
| 96 | 3,457 % | 5,981 % | 5,971 % | 3,315 % | 3,538 % | 6,233 % |
| 97 | 3,461 % | 5,976 % | 5,959 % | 3,321 % | 3,542 % | 6,225 % |
| 98 | 3,466 % | 5,971 % | 5,949 % | 3,327 % | 3,545 % | 6,218 % |
| 99 | 3,470 % | 5,966 % | 5,938 % | 3,333 % | 3,549 % | 6,210 % |
| 100 | 3,474 % | 5,962 % | 5,928 % | 3,338 % | 3,552 % | 6,203 % |
| 101 | 3,479 % | 5,957 % | 5,917 % | 3,344 % | 3,556 % | 6,196 % |
| 102 | 3,483 % | 5,953 % | 5,907 % | 3,349 % | 3,559 % | 6,189 % |
| 103 | 3,487 % | 5,948 % | 5,897 % | 3,355 % | 3,562 % | 6,183 % |
| 104 | 3,491 % | 5,944 % | 5,888 % | 3,360 % | 3,566 % | 6,176 % |
| 105 | 3,495 % | 5,940 % | 5,878 % | 3,365 % | 3,569 % | 6,170 % |
| 106 | 3,498 % | 5,935 % | 5,869 % | 3,370 % | 3,572 % | 6,163 % |
| 107 | 3,502 % | 5,931 % | 5,860 % | 3,375 % | 3,575 % | 6,157 % |
| 108 | 3,506 % | 5,927 % | 5,851 % | 3,380 % | 3,578 % | 6,151 % |
| 109 | 3,509 % | 5,923 % | 5,842 % | 3,385 % | 3,581 % | 6,145 % |
| 110 | 3,513 % | 5,920 % | 5,834 % | 3,389 % | 3,584 % | 6,139 % |
| 111 | 3,516 % | 5,916 % | 5,825 % | 3,394 % | 3,587 % | 6,133 % |
| 112 | 3,520 % | 5,912 % | 5,817 % | 3,398 % | 3,589 % | 6,128 % |
| 113 | 3,523 % | 5,908 % | 5,809 % | 3,403 % | 3,592 % | 6,122 % |
| 114 | 3,526 % | 5,905 % | 5,801 % | 3,407 % | 3,595 % | 6,117 % |
| 115 | 3,530 % | 5,901 % | 5,793 % | 3,411 % | 3,598 % | 6,111 % |
| 116 | 3,533 % | 5,898 % | 5,785 % | 3,416 % | 3,600 % | 6,106 % |
| 117 | 3,536 % | 5,894 % | 5,778 % | 3,420 % | 3,603 % | 6,101 % |
| 118 | 3,539 % | 5,891 % | 5,770 % | 3,424 % | 3,605 % | 6,096 % |
| 119 | 3,542 % | 5,888 % | 5,763 % | 3,428 % | 3,608 % | 6,091 % |
| 120 | 3,545 % | 5,885 % | 5,756 % | 3,432 % | 3,610 % | 6,086 % |
| 121 | 3,548 % | 5,881 % | 5,749 % | 3,436 % | 3,612 % | 6,081 % |
| 122 | 3,551 % | 5,878 % | 5,742 % | 3,439 % | 3,615 % | 6,076 % |
| 123 | 3,554 % | 5,875 % | 5,735 % | 3,443 % | 3,617 % | 6,071 % |
| 124 | 3,557 % | 5,872 % | 5,728 % | 3,447 % | 3,619 % | 6,067 % |
| 125 | 3,559 % | 5,869 % | 5,721 % | 3,450 % | 3,622 % | 6,062 % |
| 126 | 3,562 % | 5,866 % | 5,715 % | 3,454 % | 3,624 % | 6,058 % |
| 127 | 3,565 % | 5,863 % | 5,708 % | 3,457 % | 3,626 % | 6,053 % |
| 128 | 3,567 % | 5,860 % | 5,702 % | 3,461 % | 3,628 % | 6,049 % |
| 129 | 3,570 % | 5,858 % | 5,696 % | 3,464 % | 3,630 % | 6,045 % |
| 130 | 3,572 % | 5,855 % | 5,690 % | 3,468 % | 3,632 % | 6,041 % |
| 131 | 3,575 % | 5,852 % | 5,683 % | 3,471 % | 3,634 % | 6,036 % |
| 132 | 3,577 % | 5,850 % | 5,678 % | 3,474 % | 3,636 % | 6,032 % |
| 133 | 3,580 % | 5,847 % | 5,672 % | 3,477 % | 3,638 % | 6,028 % |
| 134 | 3,582 % | 5,844 % | 5,666 % | 3,481 % | 3,640 % | 6,024 % |
| 135 | 3,584 % | 5,842 % | 5,660 % | 3,484 % | 3,642 % | 6,021 % |
| 136 | 3,587 % | 5,839 % | 5,655 % | 3,487 % | 3,644 % | 6,017 % |
| 137 | 3,589 % | 5,837 % | 5,649 % | 3,490 % | 3,646 % | 6,013 % |
| 138 | 3,591 % | 5,834 % | 5,644 % | 3,493 % | 3,648 % | 6,009 % |
| 139 | 3,594 % | 5,832 % | 5,638 % | 3,496 % | 3,650 % | 6,006 % |
| 140 | 3,596 % | 5,830 % | 5,633 % | 3,498 % | 3,651 % | 6,002 % |
| 141 | 3,598 % | 5,827 % | 5,628 % | 3,501 % | 3,653 % | 5,998 % |
| 142 | 3,600 % | 5,825 % | 5,623 % | 3,504 % | 3,655 % | 5,995 % |
| 143 | 3,602 % | 5,823 % | 5,618 % | 3,507 % | 3,657 % | 5,991 % |
| 144 | 3,604 % | 5,820 % | 5,613 % | 3,510 % | 3,658 % | 5,988 % |
| 145 | 3,606 % | 5,818 % | 5,608 % | 3,512 % | 3,660 % | 5,985 % |
| 146 | 3,608 % | 5,816 % | 5,603 % | 3,515 % | 3,662 % | 5,981 % |
| 147 | 3,610 % | 5,814 % | 5,598 % | 3,518 % | 3,663 % | 5,978 % |
| 148 | 3,612 % | 5,812 % | 5,593 % | 3,520 % | 3,665 % | 5,975 % |
| 149 | 3,614 % | 5,810 % | 5,589 % | 3,523 % | 3,666 % | 5,972 % |
| 150 | 3,616 % | 5,808 % | 5,584 % | 3,525 % | 3,668 % | 5,968 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,521 %

6,284 %

8,278 %

0,387 %

1,567 %

6,929 %

2

1,529 %

6,425 %

7,931 %

0,435 %

1,501 %

6,962 %

3

1,560 %

6,571 %

7,752 %

0,483 %

1,518 %

7,063 %

4

1,596 %

6,721 %

7,698 %

0,528 %

1,571 %

7,172 %

5

1,622 %

6,871 %

7,703 %

0,555 %

1,650 %

7,331 %

6

1,652 %

7,043 %

7,761 %

0,580 %

1,732 %

7,463 %

7

1,686 %

7,166 %

7,848 %

0,597 %

1,819 %

7,616 %

8

1,721 %

7,296 %

7,945 %

0,624 %

1,903 %

7,760 %

9

1,759 %

7,404 %

8,045 %

0,656 %

1,985 %

7,896 %

10

1,803 %

7,493 %

8,144 %

0,686 %

2,062 %

8,007 %

11

1,850 %

7,549 %

8,239 %

0,737 %

2,136 %

8,121 %

12

1,891 %

7,576 %

8,329 %

0,807 %

2,206 %

8,229 %

13

1,917 %

7,583 %

8,412 %

0,887 %

2,266 %

8,313 %

14

1,938 %

7,574 %

8,489 %

0,973 %

2,317 %

8,371 %

15

1,962 %

7,554 %

8,559 %

1,061 %

2,361 %

8,404 %

16

1,993 %

7,526 %

8,621 %

1,150 %

2,398 %

8,414 %

17

2,030 %

7,492 %

8,672 %

1,237 %

2,431 %

8,404 %

18

2,071 %

7,454 %

8,710 %

1,323 %

2,461 %

8,379 %

19

2,115 %

7,413 %

8,732 %

1,405 %

2,490 %

8,343 %

20

2,159 %

7,370 %

8,735 %

1,486 %

2,520 %

8,299 %

21

2,204 %

7,326 %

8,717 %

1,563 %

2,551 %

8,249 %

22

2,248 %

7,282 %

8,683 %

1,636 %

2,583 %

8,194 %

23

2,292 %

7,237 %

8,636 %

1,707 %

2,614 %

8,136 %

24

2,336 %

7,193 %

8,579 %

1,775 %

2,646 %

8,077 %

25

2,378 %

7,150 %

8,514 %

1,839 %

2,677 %

8,017 %

26

2,419 %

7,108 %

8,444 %

1,901 %

2,708 %

7,956 %

27

2,459 %

7,066 %

8,371 %

1,960 %

2,738 %

7,896 %

28

2,497 %

7,026 %

8,295 %

2,016 %

2,768 %

7,837 %

29

2,534 %

6,986 %

8,219 %

2,070 %

2,796 %

7,778 %

30

2,570 %

6,948 %

8,142 %

2,121 %

2,824 %

7,721 %

31

2,604 %

6,912 %

8,065 %

2,169 %

2,851 %

7,665 %

32

2,637 %

6,876 %

7,990 %

2,216 %

2,877 %

7,611 %

33

2,669 %

6,842 %

7,916 %

2,261 %

2,902 %

7,559 %

34

2,700 %

6,809 %

7,843 %

2,303 %

2,926 %

7,508 %

35

2,729 %

6,777 %

7,772 %

2,344 %

2,949 %

7,459 %

36

2,757 %

6,746 %

7,704 %

2,383 %

2,971 %

7,412 %

37

2,785 %

6,717 %

7,637 %

2,420 %

2,993 %

7,366 %

38

2,811 %

6,688 %

7,573 %

2,455 %

3,014 %

7,322 %

39

2,836 %

6,661 %

7,511 %

2,489 %

3,034 %

7,279 %

40

2,860 %

6,635 %

7,451 %

2,522 %

3,053 %

7,239 %

41

2,883 %

6,609 %

7,393 %

2,553 %

3,072 %

7,199 %

42

2,905 %

6,585 %

7,337 %

2,584 %

3,090 %

7,161 %

43

2,927 %

6,561 %

7,283 %

2,612 %

3,107 %

7,125 %

44

2,947 %

6,539 %

7,232 %

2,640 %

3,123 %

7,090 %

45

2,967 %

6,517 %

7,182 %

2,667 %

3,139 %

7,056 %

46

2,986 %

6,496 %

7,134 %

2,692 %

3,155 %

7,024 %

47

3,005 %

6,476 %

7,088 %

2,717 %

3,170 %

6,992 %

48

3,022 %

6,456 %

7,043 %

2,741 %

3,184 %

6,962 %

49

3,039 %

6,438 %

7,000 %

2,763 %

3,198 %

6,933 %

50

3,056 %

6,419 %

6,959 %

2,785 %

3,211 %

6,905 %

51

3,072 %

6,402 %

6,919 %

2,806 %

3,224 %

6,878 %

52

3,087 %

6,385 %

6,880 %

2,827 %

3,237 %

6,852 %

53

3,102 %

6,369 %

6,843 %

2,847 %

3,249 %

6,827 %

54

3,116 %

6,353 %

6,808 %

2,866 %

3,260 %

6,803 %

55

3,130 %

6,338 %

6,773 %

2,884 %

3,272 %

6,779 %

56

3,144 %

6,323 %

6,740 %

2,902 %

3,282 %

6,757 %

57

3,157 %

6,309 %

6,707 %

2,919 %

3,293 %

6,735 %

58

3,169 %

6,295 %

6,676 %

2,936 %

3,303 %

6,714 %

59

3,181 %

6,282 %

6,646 %

2,952 %

3,313 %

6,693 %

60

3,193 %

6,269 %

6,617 %

2,967 %

3,323 %

6,673 %

61

3,204 %

6,256 %

6,589 %

2,982 %

3,332 %

6,654 %

62

3,215 %

6,244 %

6,561 %

2,997 %

3,341 %

6,636 %

63

3,226 %

6,233 %

6,535 %

3,011 %

3,350 %

6,618 %

64

3,237 %

6,221 %

6,509 %

3,025 %

3,358 %

6,600 %

65

3,247 %

6,210 %

6,485 %

3,038 %

3,366 %

6,583 %

66

3,256 %

6,200 %

6,460 %

3,051 %

3,374 %

6,567 %

67

3,266 %

6,189 %

6,437 %

3,063 %

3,382 %

6,551 %

68

3,275 %

6,179 %

6,414 %

3,076 %

3,390 %

6,536 %

69

3,284 %

6,169 %

6,392 %

3,088 %

3,397 %

6,520 %

70

3,293 %

6,160 %

6,371 %

3,099 %

3,404 %

6,506 %

71

3,301 %

6,150 %

6,350 %

3,110 %

3,411 %

6,492 %

72

3,310 %

6,141 %

6,330 %

3,121 %

3,418 %

6,478 %

73

3,318 %

6,133 %

6,310 %

3,132 %

3,424 %

6,464 %

74

3,325 %

6,124 %

6,291 %

3,142 %

3,431 %

6,451 %

75

3,333 %

6,116 %

6,272 %

3,152 %

3,437 %

6,439 %

76

3,340 %

6,108 %

6,254 %

3,162 %

3,443 %

6,426 %

77

3,348 %

6,100 %

6,236 %

3,171 %

3,449 %

6,414 %

78

3,355 %

6,092 %

6,219 %

3,181 %

3,455 %

6,402 %

79

3,362 %

6,085 %

6,202 %

3,190 %

3,460 %

6,391 %

80

3,368 %

6,077 %

6,186 %

3,199 %

3,466 %

6,380 %

81

3,375 %

6,070 %

6,170 %

3,207 %

3,471 %

6,369 %

82

3,381 %

6,063 %

6,154 %

3,216 %

3,476 %

6,358 %

83

3,387 %

6,056 %

6,139 %

3,224 %

3,481 %

6,348 %

84

3,393 %

6,050 %

6,124 %

3,232 %

3,486 %

6,338 %

85

3,399 %

6,043 %

6,110 %

3,240 %

3,491 %

6,328 %

86

3,405 %

6,037 %

6,096 %

3,247 %

3,496 %

6,318 %

87

3,411 %

6,031 %

6,082 %

3,255 %

3,500 %

6,309 %

88

3,416 %

6,025 %

6,068 %

3,262 %

3,505 %

6,300 %

89

3,422 %

6,019 %

6,055 %

3,269 %

3,509 %

6,291 %

90

3,427 %

6,013 %

6,042 %

3,276 %

3,514 %

6,282 %

91

3,432 %

6,007 %

6,030 %

3,283 %

3,518 %

6,273 %

92

3,437 %

6,002 %

6,017 %

3,290 %

3,522 %

6,265 %

93

3,442 %

5,996 %

6,005 %

3,296 %

3,526 %

6,256 %

94

3,447 %

5,991 %

5,993 %

3,303 %

3,530 %

6,248 %

95

3,452 %

5,986 %

5,982 %

3,309 %

3,534 %

6,240 %

96

3,457 %

5,981 %

5,971 %

3,315 %

3,538 %

6,233 %

97

3,461 %

5,976 %

5,959 %

3,321 %

3,542 %

6,225 %

98

3,466 %

5,971 %

5,949 %

3,327 %

3,545 %

6,218 %

99

3,470 %

5,966 %

5,938 %

3,333 %

3,549 %

6,210 %

100

3,474 %

5,962 %

5,928 %

3,338 %

3,552 %

6,203 %

101

3,479 %

5,957 %

5,917 %

3,344 %

3,556 %

6,196 %

102

3,483 %

5,953 %

5,907 %

3,349 %

3,559 %

6,189 %

103

3,487 %

5,948 %

5,897 %

3,355 %

3,562 %

6,183 %

104

3,491 %

5,944 %

5,888 %

3,360 %

3,566 %

6,176 %

105

3,495 %

5,940 %

5,878 %

3,365 %

3,569 %

6,170 %

106

3,498 %

5,935 %

5,869 %

3,370 %

3,572 %

6,163 %

107

3,502 %

5,931 %

5,860 %

3,375 %

3,575 %

6,157 %

108

3,506 %

5,927 %

5,851 %

3,380 %

3,578 %

6,151 %

109

3,509 %

5,923 %

5,842 %

3,385 %

3,581 %

6,145 %

110

3,513 %

5,920 %

5,834 %

3,389 %

3,584 %

6,139 %

111

3,516 %

5,916 %

5,825 %

3,394 %

3,587 %

6,133 %

112

3,520 %

5,912 %

5,817 %

3,398 %

3,589 %

6,128 %

113

3,523 %

5,908 %

5,809 %

3,403 %

3,592 %

6,122 %

114

3,526 %

5,905 %

5,801 %

3,407 %

3,595 %

6,117 %

115

3,530 %

5,901 %

5,793 %

3,411 %

3,598 %

6,111 %

116

3,533 %

5,898 %

5,785 %

3,416 %

3,600 %

6,106 %

117

3,536 %

5,894 %

5,778 %

3,420 %

3,603 %

6,101 %

118

3,539 %

5,891 %

5,770 %

3,424 %

3,605 %

6,096 %

119

3,542 %

5,888 %

5,763 %

3,428 %

3,608 %

6,091 %

120

3,545 %

5,885 %

5,756 %

3,432 %

3,610 %

6,086 %

121

3,548 %

5,881 %

5,749 %

3,436 %

3,612 %

6,081 %

122

3,551 %

5,878 %

5,742 %

3,439 %

3,615 %

6,076 %

123

3,554 %

5,875 %

5,735 %

3,443 %

3,617 %

6,071 %

124

3,557 %

5,872 %

5,728 %

3,447 %

3,619 %

6,067 %

125

3,559 %

5,869 %

5,721 %

3,450 %

3,622 %

6,062 %

126

3,562 %

5,866 %

5,715 %

3,454 %

3,624 %

6,058 %

127

3,565 %

5,863 %

5,708 %

3,457 %

3,626 %

6,053 %

128

3,567 %

5,860 %

5,702 %

3,461 %

3,628 %

6,049 %

129

3,570 %

5,858 %

5,696 %

3,464 %

3,630 %

6,045 %

130

3,572 %

5,855 %

5,690 %

3,468 %

3,632 %

6,041 %

131

3,575 %

5,852 %

5,683 %

3,471 %

3,634 %

6,036 %

132

3,577 %

5,850 %

5,678 %

3,474 %

3,636 %

6,032 %

133

3,580 %

5,847 %

5,672 %

3,477 %

3,638 %

6,028 %

134

3,582 %

5,844 %

5,666 %

3,481 %

3,640 %

6,024 %

135

3,584 %

5,842 %

5,660 %

3,484 %

3,642 %

6,021 %

136

3,587 %

5,839 %

5,655 %

3,487 %

3,644 %

6,017 %

137

3,589 %

5,837 %

5,649 %

3,490 %

3,646 %

6,013 %

138

3,591 %

5,834 %

5,644 %

3,493 %

3,648 %

6,009 %

139

3,594 %

5,832 %

5,638 %

3,496 %

3,650 %

6,006 %

140

3,596 %

5,830 %

5,633 %

3,498 %

3,651 %

6,002 %

141

3,598 %

5,827 %

5,628 %

3,501 %

3,653 %

5,998 %

142

3,600 %

5,825 %

5,623 %

3,504 %

3,655 %

5,995 %

143

3,602 %

5,823 %

5,618 %

3,507 %

3,657 %

5,991 %

144

3,604 %

5,820 %

5,613 %

3,510 %

3,658 %

5,988 %

145

3,606 %

5,818 %

5,608 %

3,512 %

3,660 %

5,985 %

146

3,608 %

5,816 %

5,603 %

3,515 %

3,662 %

5,981 %

147

3,610 %

5,814 %

5,598 %

3,518 %

3,663 %

5,978 %

148

3,612 %

5,812 %

5,593 %

3,520 %

3,665 %

5,975 %

149

3,614 %

5,810 %

5,589 %

3,523 %

3,666 %

5,972 %

150

3,616 %

5,808 %

5,584 %

3,525 %

3,668 %

5,968 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,262 % | 2,437 % | 3,336 % | 8,170 % | 1,800 % | 1,680 % |
| 2 | 7,003 % | 2,499 % | 3,336 % | 8,014 % | 1,757 % | 1,573 % |
| 3 | 7,545 % | 2,574 % | 3,336 % | 8,005 % | 1,760 % | 1,538 % |
| 4 | 7,948 % | 2,674 % | 3,401 % | 8,074 % | 1,768 % | 1,517 % |
| 5 | 8,223 % | 2,747 % | 3,433 % | 8,120 % | 1,798 % | 1,507 % |
| 6 | 8,415 % | 2,847 % | 3,489 % | 8,180 % | 1,849 % | 1,500 % |
| 7 | 8,585 % | 2,943 % | 3,562 % | 8,254 % | 1,905 % | 1,497 % |
| 8 | 8,695 % | 3,012 % | 3,634 % | 8,289 % | 1,958 % | 1,500 % |
| 9 | 8,727 % | 3,064 % | 3,703 % | 8,285 % | 2,010 % | 1,508 % |
| 10 | 8,753 % | 3,109 % | 3,764 % | 8,253 % | 2,067 % | 1,519 % |
| 11 | 8,755 % | 3,153 % | 3,818 % | 8,200 % | 2,128 % | 1,532 % |
| 12 | 8,732 % | 3,197 % | 3,865 % | 8,131 % | 2,187 % | 1,543 % |
| 13 | 8,692 % | 3,240 % | 3,907 % | 8,053 % | 2,237 % | 1,551 % |
| 14 | 8,639 % | 3,281 % | 3,947 % | 7,968 % | 2,278 % | 1,552 % |
| 15 | 8,578 % | 3,321 % | 3,989 % | 7,880 % | 2,309 % | 1,546 % |
| 16 | 8,510 % | 3,360 % | 4,033 % | 7,789 % | 2,331 % | 1,533 % |
| 17 | 8,439 % | 3,397 % | 4,078 % | 7,698 % | 2,347 % | 1,520 % |
| 18 | 8,366 % | 3,432 % | 4,120 % | 7,607 % | 2,362 % | 1,511 % |
| 19 | 8,291 % | 3,466 % | 4,158 % | 7,517 % | 2,378 % | 1,512 % |
| 20 | 8,216 % | 3,498 % | 4,190 % | 7,428 % | 2,397 % | 1,523 % |
| 21 | 8,142 % | 3,529 % | 4,215 % | 7,342 % | 2,420 % | 1,547 % |
| 22 | 8,069 % | 3,558 % | 4,234 % | 7,258 % | 2,446 % | 1,580 % |
| 23 | 7,998 % | 3,586 % | 4,248 % | 7,177 % | 2,474 % | 1,619 % |
| 24 | 7,928 % | 3,613 % | 4,259 % | 7,099 % | 2,504 % | 1,662 % |
| 25 | 7,860 % | 3,639 % | 4,266 % | 7,023 % | 2,535 % | 1,709 % |
| 26 | 7,794 % | 3,663 % | 4,270 % | 6,950 % | 2,566 % | 1,757 % |
| 27 | 7,731 % | 3,686 % | 4,272 % | 6,880 % | 2,597 % | 1,806 % |
| 28 | 7,669 % | 3,709 % | 4,273 % | 6,813 % | 2,627 % | 1,855 % |
| 29 | 7,610 % | 3,730 % | 4,272 % | 6,748 % | 2,658 % | 1,904 % |
| 30 | 7,553 % | 3,750 % | 4,270 % | 6,686 % | 2,687 % | 1,952 % |
| 31 | 7,499 % | 3,770 % | 4,267 % | 6,627 % | 2,717 % | 1,999 % |
| 32 | 7,446 % | 3,789 % | 4,263 % | 6,570 % | 2,745 % | 2,045 % |
| 33 | 7,395 % | 3,806 % | 4,259 % | 6,515 % | 2,772 % | 2,090 % |
| 34 | 7,347 % | 3,824 % | 4,254 % | 6,463 % | 2,799 % | 2,134 % |
| 35 | 7,300 % | 3,840 % | 4,249 % | 6,413 % | 2,825 % | 2,176 % |
| 36 | 7,256 % | 3,856 % | 4,244 % | 6,365 % | 2,850 % | 2,217 % |
| 37 | 7,213 % | 3,871 % | 4,239 % | 6,319 % | 2,874 % | 2,256 % |
| 38 | 7,172 % | 3,885 % | 4,233 % | 6,275 % | 2,897 % | 2,294 % |
| 39 | 7,132 % | 3,899 % | 4,228 % | 6,233 % | 2,920 % | 2,331 % |
| 40 | 7,094 % | 3,913 % | 4,222 % | 6,192 % | 2,941 % | 2,366 % |
| 41 | 7,058 % | 3,925 % | 4,216 % | 6,153 % | 2,962 % | 2,400 % |
| 42 | 7,023 % | 3,938 % | 4,211 % | 6,116 % | 2,982 % | 2,433 % |
| 43 | 6,989 % | 3,950 % | 4,205 % | 6,080 % | 3,002 % | 2,464 % |
| 44 | 6,957 % | 3,961 % | 4,200 % | 6,046 % | 3,021 % | 2,495 % |
| 45 | 6,926 % | 3,972 % | 4,194 % | 6,013 % | 3,039 % | 2,524 % |
| 46 | 6,896 % | 3,983 % | 4,189 % | 5,981 % | 3,056 % | 2,553 % |
| 47 | 6,867 % | 3,993 % | 4,184 % | 5,950 % | 3,073 % | 2,580 % |
| 48 | 6,840 % | 4,003 % | 4,179 % | 5,921 % | 3,089 % | 2,606 % |
| 49 | 6,813 % | 4,013 % | 4,174 % | 5,892 % | 3,105 % | 2,631 % |
| 50 | 6,788 % | 4,022 % | 4,169 % | 5,865 % | 3,120 % | 2,656 % |
| 51 | 6,763 % | 4,031 % | 4,165 % | 5,839 % | 3,135 % | 2,679 % |
| 52 | 6,739 % | 4,039 % | 4,160 % | 5,814 % | 3,149 % | 2,702 % |
| 53 | 6,716 % | 4,047 % | 4,156 % | 5,789 % | 3,163 % | 2,724 % |
| 54 | 6,694 % | 4,055 % | 4,151 % | 5,766 % | 3,176 % | 2,745 % |
| 55 | 6,672 % | 4,063 % | 4,147 % | 5,743 % | 3,189 % | 2,766 % |
| 56 | 6,652 % | 4,071 % | 4,143 % | 5,721 % | 3,201 % | 2,786 % |
| 57 | 6,632 % | 4,078 % | 4,139 % | 5,699 % | 3,213 % | 2,805 % |
| 58 | 6,612 % | 4,085 % | 4,135 % | 5,679 % | 3,225 % | 2,823 % |
| 59 | 6,593 % | 4,092 % | 4,131 % | 5,659 % | 3,236 % | 2,841 % |
| 60 | 6,575 % | 4,098 % | 4,128 % | 5,640 % | 3,247 % | 2,859 % |
| 61 | 6,558 % | 4,105 % | 4,124 % | 5,621 % | 3,257 % | 2,875 % |
| 62 | 6,541 % | 4,111 % | 4,120 % | 5,603 % | 3,267 % | 2,892 % |
| 63 | 6,524 % | 4,117 % | 4,117 % | 5,586 % | 3,277 % | 2,908 % |
| 64 | 6,508 % | 4,123 % | 4,114 % | 5,569 % | 3,287 % | 2,923 % |
| 65 | 6,493 % | 4,129 % | 4,111 % | 5,552 % | 3,296 % | 2,938 % |
| 66 | 6,478 % | 4,134 % | 4,108 % | 5,536 % | 3,305 % | 2,952 % |
| 67 | 6,463 % | 4,140 % | 4,104 % | 5,521 % | 3,314 % | 2,966 % |
| 68 | 6,449 % | 4,145 % | 4,102 % | 5,506 % | 3,322 % | 2,980 % |
| 69 | 6,435 % | 4,150 % | 4,099 % | 5,491 % | 3,331 % | 2,993 % |
| 70 | 6,422 % | 4,155 % | 4,096 % | 5,477 % | 3,339 % | 3,006 % |
| 71 | 6,409 % | 4,160 % | 4,093 % | 5,463 % | 3,347 % | 3,018 % |
| 72 | 6,396 % | 4,164 % | 4,091 % | 5,450 % | 3,354 % | 3,031 % |
| 73 | 6,384 % | 4,169 % | 4,088 % | 5,437 % | 3,362 % | 3,042 % |
| 74 | 6,372 % | 4,173 % | 4,085 % | 5,424 % | 3,369 % | 3,054 % |
| 75 | 6,360 % | 4,178 % | 4,083 % | 5,412 % | 3,376 % | 3,065 % |
| 76 | 6,349 % | 4,182 % | 4,081 % | 5,400 % | 3,383 % | 3,076 % |
| 77 | 6,338 % | 4,186 % | 4,078 % | 5,388 % | 3,389 % | 3,087 % |
| 78 | 6,327 % | 4,190 % | 4,076 % | 5,377 % | 3,396 % | 3,097 % |
| 79 | 6,317 % | 4,194 % | 4,074 % | 5,366 % | 3,402 % | 3,107 % |
| 80 | 6,306 % | 4,197 % | 4,072 % | 5,355 % | 3,409 % | 3,117 % |
| 81 | 6,296 % | 4,201 % | 4,070 % | 5,344 % | 3,415 % | 3,127 % |
| 82 | 6,287 % | 4,205 % | 4,067 % | 5,334 % | 3,420 % | 3,136 % |
| 83 | 6,277 % | 4,208 % | 4,065 % | 5,324 % | 3,426 % | 3,145 % |
| 84 | 6,268 % | 4,212 % | 4,064 % | 5,314 % | 3,432 % | 3,154 % |
| 85 | 6,259 % | 4,215 % | 4,062 % | 5,304 % | 3,437 % | 3,163 % |
| 86 | 6,250 % | 4,218 % | 4,060 % | 5,295 % | 3,443 % | 3,171 % |
| 87 | 6,241 % | 4,222 % | 4,058 % | 5,286 % | 3,448 % | 3,180 % |
| 88 | 6,233 % | 4,225 % | 4,056 % | 5,277 % | 3,453 % | 3,188 % |
| 89 | 6,225 % | 4,228 % | 4,054 % | 5,268 % | 3,458 % | 3,196 % |
| 90 | 6,217 % | 4,231 % | 4,053 % | 5,259 % | 3,463 % | 3,204 % |
| 91 | 6,209 % | 4,234 % | 4,051 % | 5,251 % | 3,468 % | 3,211 % |
| 92 | 6,201 % | 4,237 % | 4,049 % | 5,243 % | 3,472 % | 3,219 % |
| 93 | 6,193 % | 4,240 % | 4,048 % | 5,235 % | 3,477 % | 3,226 % |
| 94 | 6,186 % | 4,242 % | 4,046 % | 5,227 % | 3,482 % | 3,233 % |
| 95 | 6,179 % | 4,245 % | 4,045 % | 5,219 % | 3,486 % | 3,240 % |
| 96 | 6,172 % | 4,248 % | 4,043 % | 5,212 % | 3,490 % | 3,247 % |
| 97 | 6,165 % | 4,250 % | 4,042 % | 5,204 % | 3,494 % | 3,254 % |
| 98 | 6,158 % | 4,253 % | 4,040 % | 5,197 % | 3,499 % | 3,260 % |
| 99 | 6,151 % | 4,255 % | 4,039 % | 5,190 % | 3,503 % | 3,267 % |
| 100 | 6,145 % | 4,258 % | 4,037 % | 5,183 % | 3,507 % | 3,273 % |
| 101 | 6,138 % | 4,260 % | 4,036 % | 5,176 % | 3,510 % | 3,279 % |
| 102 | 6,132 % | 4,263 % | 4,035 % | 5,170 % | 3,514 % | 3,285 % |
| 103 | 6,126 % | 4,265 % | 4,033 % | 5,163 % | 3,518 % | 3,291 % |
| 104 | 6,120 % | 4,267 % | 4,032 % | 5,157 % | 3,522 % | 3,297 % |
| 105 | 6,114 % | 4,269 % | 4,031 % | 5,151 % | 3,525 % | 3,303 % |
| 106 | 6,108 % | 4,271 % | 4,030 % | 5,144 % | 3,529 % | 3,309 % |
| 107 | 6,102 % | 4,274 % | 4,028 % | 5,138 % | 3,532 % | 3,314 % |
| 108 | 6,097 % | 4,276 % | 4,027 % | 5,133 % | 3,536 % | 3,319 % |
| 109 | 6,091 % | 4,278 % | 4,026 % | 5,127 % | 3,539 % | 3,325 % |
| 110 | 6,086 % | 4,280 % | 4,025 % | 5,121 % | 3,542 % | 3,330 % |
| 111 | 6,081 % | 4,282 % | 4,024 % | 5,115 % | 3,545 % | 3,335 % |
| 112 | 6,075 % | 4,284 % | 4,023 % | 5,110 % | 3,549 % | 3,340 % |
| 113 | 6,070 % | 4,286 % | 4,022 % | 5,104 % | 3,552 % | 3,345 % |
| 114 | 6,065 % | 4,287 % | 4,021 % | 5,099 % | 3,555 % | 3,350 % |
| 115 | 6,060 % | 4,289 % | 4,019 % | 5,094 % | 3,558 % | 3,355 % |
| 116 | 6,056 % | 4,291 % | 4,018 % | 5,089 % | 3,561 % | 3,359 % |
| 117 | 6,051 % | 4,293 % | 4,017 % | 5,084 % | 3,564 % | 3,364 % |
| 118 | 6,046 % | 4,295 % | 4,016 % | 5,079 % | 3,566 % | 3,369 % |
| 119 | 6,042 % | 4,296 % | 4,015 % | 5,074 % | 3,569 % | 3,373 % |
| 120 | 6,037 % | 4,298 % | 4,014 % | 5,069 % | 3,572 % | 3,377 % |
| 121 | 6,033 % | 4,300 % | 4,014 % | 5,064 % | 3,575 % | 3,382 % |
| 122 | 6,028 % | 4,301 % | 4,013 % | 5,060 % | 3,577 % | 3,386 % |
| 123 | 6,024 % | 4,303 % | 4,012 % | 5,055 % | 3,580 % | 3,390 % |
| 124 | 6,020 % | 4,305 % | 4,011 % | 5,051 % | 3,583 % | 3,394 % |
| 125 | 6,015 % | 4,306 % | 4,010 % | 5,046 % | 3,585 % | 3,398 % |
| 126 | 6,011 % | 4,308 % | 4,009 % | 5,042 % | 3,588 % | 3,402 % |
| 127 | 6,007 % | 4,309 % | 4,008 % | 5,038 % | 3,590 % | 3,406 % |
| 128 | 6,003 % | 4,311 % | 4,007 % | 5,033 % | 3,592 % | 3,410 % |
| 129 | 5,999 % | 4,312 % | 4,006 % | 5,029 % | 3,595 % | 3,414 % |
| 130 | 5,996 % | 4,314 % | 4,006 % | 5,025 % | 3,597 % | 3,417 % |
| 131 | 5,992 % | 4,315 % | 4,005 % | 5,021 % | 3,600 % | 3,421 % |
| 132 | 5,988 % | 4,316 % | 4,004 % | 5,017 % | 3,602 % | 3,425 % |
| 133 | 5,984 % | 4,318 % | 4,003 % | 5,013 % | 3,604 % | 3,428 % |
| 134 | 5,981 % | 4,319 % | 4,003 % | 5,009 % | 3,606 % | 3,432 % |
| 135 | 5,977 % | 4,320 % | 4,002 % | 5,006 % | 3,608 % | 3,435 % |
| 136 | 5,974 % | 4,322 % | 4,001 % | 5,002 % | 3,611 % | 3,439 % |
| 137 | 5,970 % | 4,323 % | 4,000 % | 4,998 % | 3,613 % | 3,442 % |
| 138 | 5,967 % | 4,324 % | 4,000 % | 4,995 % | 3,615 % | 3,445 % |
| 139 | 5,963 % | 4,326 % | 3,999 % | 4,991 % | 3,617 % | 3,449 % |
| 140 | 5,960 % | 4,327 % | 3,998 % | 4,988 % | 3,619 % | 3,452 % |
| 141 | 5,957 % | 4,328 % | 3,997 % | 4,984 % | 3,621 % | 3,455 % |
| 142 | 5,954 % | 4,329 % | 3,997 % | 4,981 % | 3,623 % | 3,458 % |
| 143 | 5,950 % | 4,331 % | 3,996 % | 4,977 % | 3,625 % | 3,461 % |
| 144 | 5,947 % | 4,332 % | 3,995 % | 4,974 % | 3,627 % | 3,464 % |
| 145 | 5,944 % | 4,333 % | 3,995 % | 4,971 % | 3,628 % | 3,467 % |
| 146 | 5,941 % | 4,334 % | 3,994 % | 4,968 % | 3,630 % | 3,470 % |
| 147 | 5,938 % | 4,335 % | 3,993 % | 4,964 % | 3,632 % | 3,473 % |
| 148 | 5,935 % | 4,336 % | 3,993 % | 4,961 % | 3,634 % | 3,476 % |
| 149 | 5,932 % | 4,337 % | 3,992 % | 4,958 % | 3,636 % | 3,479 % |
| 150 | 5,929 % | 4,338 % | 3,992 % | 4,955 % | 3,638 % | 3,482 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

6,262 %

2,437 %

3,336 %

8,170 %

1,800 %

1,680 %

2

7,003 %

2,499 %

3,336 %

8,014 %

1,757 %

1,573 %

3

7,545 %

2,574 %

3,336 %

8,005 %

1,760 %

1,538 %

4

7,948 %

2,674 %

3,401 %

8,074 %

1,768 %

1,517 %

5

8,223 %

2,747 %

3,433 %

8,120 %

1,798 %

1,507 %

6

8,415 %

2,847 %

3,489 %

8,180 %

1,849 %

1,500 %

7

8,585 %

2,943 %

3,562 %

8,254 %

1,905 %

1,497 %

8

8,695 %

3,012 %

3,634 %

8,289 %

1,958 %

1,500 %

9

8,727 %

3,064 %

3,703 %

8,285 %

2,010 %

1,508 %

10

8,753 %

3,109 %

3,764 %

8,253 %

2,067 %

1,519 %

11

8,755 %

3,153 %

3,818 %

8,200 %

2,128 %

1,532 %

12

8,732 %

3,197 %

3,865 %

8,131 %

2,187 %

1,543 %

13

8,692 %

3,240 %

3,907 %

8,053 %

2,237 %

1,551 %

14

8,639 %

3,281 %

3,947 %

7,968 %

2,278 %

1,552 %

15

8,578 %

3,321 %

3,989 %

7,880 %

2,309 %

1,546 %

16

8,510 %

3,360 %

4,033 %

7,789 %

2,331 %

1,533 %

17

8,439 %

3,397 %

4,078 %

7,698 %

2,347 %

1,520 %

18

8,366 %

3,432 %

4,120 %

7,607 %

2,362 %

1,511 %

19

8,291 %

3,466 %

4,158 %

7,517 %

2,378 %

1,512 %

20

8,216 %

3,498 %

4,190 %

7,428 %

2,397 %

1,523 %

21

8,142 %

3,529 %

4,215 %

7,342 %

2,420 %

1,547 %

22

8,069 %

3,558 %

4,234 %

7,258 %

2,446 %

1,580 %

23

7,998 %

3,586 %

4,248 %

7,177 %

2,474 %

1,619 %

24

7,928 %

3,613 %

4,259 %

7,099 %

2,504 %

1,662 %

25

7,860 %

3,639 %

4,266 %

7,023 %

2,535 %

1,709 %

26

7,794 %

3,663 %

4,270 %

6,950 %

2,566 %

1,757 %

27

7,731 %

3,686 %

4,272 %

6,880 %

2,597 %

1,806 %

28

7,669 %

3,709 %

4,273 %

6,813 %

2,627 %

1,855 %

29

7,610 %

3,730 %

4,272 %

6,748 %

2,658 %

1,904 %

30

7,553 %

3,750 %

4,270 %

6,686 %

2,687 %

1,952 %

31

7,499 %

3,770 %

4,267 %

6,627 %

2,717 %

1,999 %

32

7,446 %

3,789 %

4,263 %

6,570 %

2,745 %

2,045 %

33

7,395 %

3,806 %

4,259 %

6,515 %

2,772 %

2,090 %

34

7,347 %

3,824 %

4,254 %

6,463 %

2,799 %

2,134 %

35

7,300 %

3,840 %

4,249 %

6,413 %

2,825 %

2,176 %

36

7,256 %

3,856 %

4,244 %

6,365 %

2,850 %

2,217 %

37

7,213 %

3,871 %

4,239 %

6,319 %

2,874 %

2,256 %

38

7,172 %

3,885 %

4,233 %

6,275 %

2,897 %

2,294 %

39

7,132 %

3,899 %

4,228 %

6,233 %

2,920 %

2,331 %

40

7,094 %

3,913 %

4,222 %

6,192 %

2,941 %

2,366 %

41

7,058 %

3,925 %

4,216 %

6,153 %

2,962 %

2,400 %

42

7,023 %

3,938 %

4,211 %

6,116 %

2,982 %

2,433 %

43

6,989 %

3,950 %

4,205 %

6,080 %

3,002 %

2,464 %

44

6,957 %

3,961 %

4,200 %

6,046 %

3,021 %

2,495 %

45

6,926 %

3,972 %

4,194 %

6,013 %

3,039 %

2,524 %

46

6,896 %

3,983 %

4,189 %

5,981 %

3,056 %

2,553 %

47

6,867 %

3,993 %

4,184 %

5,950 %

3,073 %

2,580 %

48

6,840 %

4,003 %

4,179 %

5,921 %

3,089 %

2,606 %

49

6,813 %

4,013 %

4,174 %

5,892 %

3,105 %

2,631 %

50

6,788 %

4,022 %

4,169 %

5,865 %

3,120 %

2,656 %

51

6,763 %

4,031 %

4,165 %

5,839 %

3,135 %

2,679 %

52

6,739 %

4,039 %

4,160 %

5,814 %

3,149 %

2,702 %

53

6,716 %

4,047 %

4,156 %

5,789 %

3,163 %

2,724 %

54

6,694 %

4,055 %

4,151 %

5,766 %

3,176 %

2,745 %

55

6,672 %

4,063 %

4,147 %

5,743 %

3,189 %

2,766 %

56

6,652 %

4,071 %

4,143 %

5,721 %

3,201 %

2,786 %

57

6,632 %

4,078 %

4,139 %

5,699 %

3,213 %

2,805 %

58

6,612 %

4,085 %

4,135 %

5,679 %

3,225 %

2,823 %

59

6,593 %

4,092 %

4,131 %

5,659 %

3,236 %

2,841 %

60

6,575 %

4,098 %

4,128 %

5,640 %

3,247 %

2,859 %

61

6,558 %

4,105 %

4,124 %

5,621 %

3,257 %

2,875 %

62

6,541 %

4,111 %

4,120 %

5,603 %

3,267 %

2,892 %

63

6,524 %

4,117 %

4,117 %

5,586 %

3,277 %

2,908 %

64

6,508 %

4,123 %

4,114 %

5,569 %

3,287 %

2,923 %

65

6,493 %

4,129 %

4,111 %

5,552 %

3,296 %

2,938 %

66

6,478 %

4,134 %

4,108 %

5,536 %

3,305 %

2,952 %

67

6,463 %

4,140 %

4,104 %

5,521 %

3,314 %

2,966 %

68

6,449 %

4,145 %

4,102 %

5,506 %

3,322 %

2,980 %

69

6,435 %

4,150 %

4,099 %

5,491 %

3,331 %

2,993 %

70

6,422 %

4,155 %

4,096 %

5,477 %

3,339 %

3,006 %

71

6,409 %

4,160 %

4,093 %

5,463 %

3,347 %

3,018 %

72

6,396 %

4,164 %

4,091 %

5,450 %

3,354 %

3,031 %

73

6,384 %

4,169 %

4,088 %

5,437 %

3,362 %

3,042 %

74

6,372 %

4,173 %

4,085 %

5,424 %

3,369 %

3,054 %

75

6,360 %

4,178 %

4,083 %

5,412 %

3,376 %

3,065 %

76

6,349 %

4,182 %

4,081 %

5,400 %

3,383 %

3,076 %

77

6,338 %

4,186 %

4,078 %

5,388 %

3,389 %

3,087 %

78

6,327 %

4,190 %

4,076 %

5,377 %

3,396 %

3,097 %

79

6,317 %

4,194 %

4,074 %

5,366 %

3,402 %

3,107 %

80

6,306 %

4,197 %

4,072 %

5,355 %

3,409 %

3,117 %

81

6,296 %

4,201 %

4,070 %

5,344 %

3,415 %

3,127 %

82

6,287 %

4,205 %

4,067 %

5,334 %

3,420 %

3,136 %

83

6,277 %

4,208 %

4,065 %

5,324 %

3,426 %

3,145 %

84

6,268 %

4,212 %

4,064 %

5,314 %

3,432 %

3,154 %

85

6,259 %

4,215 %

4,062 %

5,304 %

3,437 %

3,163 %

86

6,250 %

4,218 %

4,060 %

5,295 %

3,443 %

3,171 %

87

6,241 %

4,222 %

4,058 %

5,286 %

3,448 %

3,180 %

88

6,233 %

4,225 %

4,056 %

5,277 %

3,453 %

3,188 %

89

6,225 %

4,228 %

4,054 %

5,268 %

3,458 %

3,196 %

90

6,217 %

4,231 %

4,053 %

5,259 %

3,463 %

3,204 %

91

6,209 %

4,234 %

4,051 %

5,251 %

3,468 %

3,211 %

92

6,201 %

4,237 %

4,049 %

5,243 %

3,472 %

3,219 %

93

6,193 %

4,240 %

4,048 %

5,235 %

3,477 %

3,226 %

94

6,186 %

4,242 %

4,046 %

5,227 %

3,482 %

3,233 %

95

6,179 %

4,245 %

4,045 %

5,219 %

3,486 %

3,240 %

96

6,172 %

4,248 %

4,043 %

5,212 %

3,490 %

3,247 %

97

6,165 %

4,250 %

4,042 %

5,204 %

3,494 %

3,254 %

98

6,158 %

4,253 %

4,040 %

5,197 %

3,499 %

3,260 %

99

6,151 %

4,255 %

4,039 %

5,190 %

3,503 %

3,267 %

100

6,145 %

4,258 %

4,037 %

5,183 %

3,507 %

3,273 %

101

6,138 %

4,260 %

4,036 %

5,176 %

3,510 %

3,279 %

102

6,132 %

4,263 %

4,035 %

5,170 %

3,514 %

3,285 %

103

6,126 %

4,265 %

4,033 %

5,163 %

3,518 %

3,291 %

104

6,120 %

4,267 %

4,032 %

5,157 %

3,522 %

3,297 %

105

6,114 %

4,269 %

4,031 %

5,151 %

3,525 %

3,303 %

106

6,108 %

4,271 %

4,030 %

5,144 %

3,529 %

3,309 %

107

6,102 %

4,274 %

4,028 %

5,138 %

3,532 %

3,314 %

108

6,097 %

4,276 %

4,027 %

5,133 %

3,536 %

3,319 %

109

6,091 %

4,278 %

4,026 %

5,127 %

3,539 %

3,325 %

110

6,086 %

4,280 %

4,025 %

5,121 %

3,542 %

3,330 %

111

6,081 %

4,282 %

4,024 %

5,115 %

3,545 %

3,335 %

112

6,075 %

4,284 %

4,023 %

5,110 %

3,549 %

3,340 %

113

6,070 %

4,286 %

4,022 %

5,104 %

3,552 %

3,345 %

114

6,065 %

4,287 %

4,021 %

5,099 %

3,555 %

3,350 %

115

6,060 %

4,289 %

4,019 %

5,094 %

3,558 %

3,355 %

116

6,056 %

4,291 %

4,018 %

5,089 %

3,561 %

3,359 %

117

6,051 %

4,293 %

4,017 %

5,084 %

3,564 %

3,364 %

118

6,046 %

4,295 %

4,016 %

5,079 %

3,566 %

3,369 %

119

6,042 %

4,296 %

4,015 %

5,074 %

3,569 %

3,373 %

120

6,037 %

4,298 %

4,014 %

5,069 %

3,572 %

3,377 %

121

6,033 %

4,300 %

4,014 %

5,064 %

3,575 %

3,382 %

122

6,028 %

4,301 %

4,013 %

5,060 %

3,577 %

3,386 %

123

6,024 %

4,303 %

4,012 %

5,055 %

3,580 %

3,390 %

124

6,020 %

4,305 %

4,011 %

5,051 %

3,583 %

3,394 %

125

6,015 %

4,306 %

4,010 %

5,046 %

3,585 %

3,398 %

126

6,011 %

4,308 %

4,009 %

5,042 %

3,588 %

3,402 %

127

6,007 %

4,309 %

4,008 %

5,038 %

3,590 %

3,406 %

128

6,003 %

4,311 %

4,007 %

5,033 %

3,592 %

3,410 %

129

5,999 %

4,312 %

4,006 %

5,029 %

3,595 %

3,414 %

130

5,996 %

4,314 %

4,006 %

5,025 %

3,597 %

3,417 %

131

5,992 %

4,315 %

4,005 %

5,021 %

3,600 %

3,421 %

132

5,988 %

4,316 %

4,004 %

5,017 %

3,602 %

3,425 %

133

5,984 %

4,318 %

4,003 %

5,013 %

3,604 %

3,428 %

134

5,981 %

4,319 %

4,003 %

5,009 %

3,606 %

3,432 %

135

5,977 %

4,320 %

4,002 %

5,006 %

3,608 %

3,435 %

136

5,974 %

4,322 %

4,001 %

5,002 %

3,611 %

3,439 %

137

5,970 %

4,323 %

4,000 %

4,998 %

3,613 %

3,442 %

138

5,967 %

4,324 %

4,000 %

4,995 %

3,615 %

3,445 %

139

5,963 %

4,326 %

3,999 %

4,991 %

3,617 %

3,449 %

140

5,960 %

4,327 %

3,998 %

4,988 %

3,619 %

3,452 %

141

5,957 %

4,328 %

3,997 %

4,984 %

3,621 %

3,455 %

142

5,954 %

4,329 %

3,997 %

4,981 %

3,623 %

3,458 %

143

5,950 %

4,331 %

3,996 %

4,977 %

3,625 %

3,461 %

144

5,947 %

4,332 %

3,995 %

4,974 %

3,627 %

3,464 %

145

5,944 %

4,333 %

3,995 %

4,971 %

3,628 %

3,467 %

146

5,941 %

4,334 %

3,994 %

4,968 %

3,630 %

3,470 %

147

5,938 %

4,335 %

3,993 %

4,964 %

3,632 %

3,473 %

148

5,935 %

4,336 %

3,993 %

4,961 %

3,634 %

3,476 %

149

5,932 %

4,337 %

3,992 %

4,958 %

3,636 %

3,479 %

150

5,929 %

4,338 %

3,992 %

4,955 %

3,638 %

3,482 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 28,820 % | 2,387 % | – 0,115 % |
| 2 | 24,682 % | 2,222 % | – 0,142 % |
| 3 | 22,352 % | 2,144 % | – 0,155 % |
| 4 | 20,747 % | 2,120 % | – 0,154 % |
| 5 | 19,546 % | 2,124 % | – 0,142 % |
| 6 | 18,566 % | 2,142 % | – 0,123 % |
| 7 | 17,758 % | 2,166 % | – 0,096 % |
| 8 | 17,110 % | 2,195 % | – 0,066 % |
| 9 | 16,570 % | 2,227 % | – 0,034 % |
| 10 | 16,098 % | 2,259 % | 0,001 % |
| 11 | 15,666 % | 2,290 % | 0,036 % |
| 12 | 15,264 % | 2,320 % | 0,072 % |
| 13 | 14,887 % | 2,345 % | 0,107 % |
| 14 | 14,531 % | 2,366 % | 0,142 % |
| 15 | 14,195 % | 2,383 % | 0,176 % |
| 16 | 13,874 % | 2,398 % | 0,208 % |
| 17 | 13,570 % | 2,409 % | 0,238 % |
| 18 | 13,280 % | 2,419 % | 0,266 % |
| 19 | 13,004 % | 2,427 % | 0,293 % |
| 20 | 12,741 % | 2,433 % | 0,319 % |
| 21 | 12,490 % | 2,438 % | 0,343 % |
| 22 | 12,252 % | 2,441 % | 0,365 % |
| 23 | 12,025 % | 2,443 % | 0,383 % |
| 24 | 11,809 % | 2,445 % | 0,397 % |
| 25 | 11,603 % | 2,446 % | 0,407 % |
| 26 | 11,408 % | 2,447 % | 0,412 % |
| 27 | 11,222 % | 2,448 % | 0,416 % |
| 28 | 11,045 % | 2,448 % | 0,423 % |
| 29 | 10,877 % | 2,448 % | 0,437 % |
| 30 | 10,716 % | 2,447 % | 0,458 % |
| 31 | 10,564 % | 2,447 % | 0,488 % |
| 32 | 10,419 % | 2,446 % | 0,525 % |
| 33 | 10,281 % | 2,444 % | 0,568 % |
| 34 | 10,149 % | 2,442 % | 0,614 % |
| 35 | 10,024 % | 2,440 % | 0,662 % |
| 36 | 9,904 % | 2,436 % | 0,712 % |
| 37 | 9,790 % | 2,432 % | 0,763 % |
| 38 | 9,682 % | 2,427 % | 0,814 % |
| 39 | 9,578 % | 2,420 % | 0,865 % |
| 40 | 9,478 % | 2,412 % | 0,916 % |
| 41 | 9,383 % | 2,403 % | 0,966 % |
| 42 | 9,293 % | 2,393 % | 1,015 % |
| 43 | 9,206 % | 2,383 % | 1,064 % |
| 44 | 9,122 % | 2,374 % | 1,111 % |
| 45 | 9,043 % | 2,367 % | 1,157 % |
| 46 | 8,966 % | 2,362 % | 1,201 % |
| 47 | 8,893 % | 2,358 % | 1,245 % |
| 48 | 8,822 % | 2,357 % | 1,287 % |
| 49 | 8,754 % | 2,359 % | 1,329 % |
| 50 | 8,689 % | 2,363 % | 1,369 % |
| 51 | 8,627 % | 2,371 % | 1,407 % |
| 52 | 8,566 % | 2,380 % | 1,445 % |
| 53 | 8,508 % | 2,392 % | 1,481 % |
| 54 | 8,452 % | 2,405 % | 1,517 % |
| 55 | 8,398 % | 2,419 % | 1,551 % |
| 56 | 8,346 % | 2,434 % | 1,584 % |
| 57 | 8,296 % | 2,450 % | 1,617 % |
| 58 | 8,247 % | 2,467 % | 1,648 % |
| 59 | 8,200 % | 2,484 % | 1,678 % |
| 60 | 8,155 % | 2,501 % | 1,708 % |
| 61 | 8,111 % | 2,518 % | 1,736 % |
| 62 | 8,069 % | 2,536 % | 1,764 % |
| 63 | 8,027 % | 2,553 % | 1,791 % |
| 64 | 7,988 % | 2,570 % | 1,817 % |
| 65 | 7,949 % | 2,587 % | 1,842 % |
| 66 | 7,912 % | 2,604 % | 1,867 % |
| 67 | 7,875 % | 2,621 % | 1,891 % |
| 68 | 7,840 % | 2,638 % | 1,914 % |
| 69 | 7,806 % | 2,654 % | 1,937 % |
| 70 | 7,772 % | 2,670 % | 1,959 % |
| 71 | 7,740 % | 2,686 % | 1,980 % |
| 72 | 7,709 % | 2,701 % | 2,001 % |
| 73 | 7,678 % | 2,716 % | 2,021 % |
| 74 | 7,648 % | 2,731 % | 2,041 % |
| 75 | 7,620 % | 2,746 % | 2,060 % |
| 76 | 7,591 % | 2,760 % | 2,079 % |
| 77 | 7,564 % | 2,774 % | 2,097 % |
| 78 | 7,537 % | 2,788 % | 2,115 % |
| 79 | 7,511 % | 2,802 % | 2,133 % |
| 80 | 7,486 % | 2,815 % | 2,149 % |
| 81 | 7,461 % | 2,828 % | 2,166 % |
| 82 | 7,437 % | 2,841 % | 2,182 % |
| 83 | 7,414 % | 2,853 % | 2,198 % |
| 84 | 7,391 % | 2,865 % | 2,213 % |
| 85 | 7,368 % | 2,877 % | 2,228 % |
| 86 | 7,346 % | 2,889 % | 2,243 % |
| 87 | 7,325 % | 2,900 % | 2,257 % |
| 88 | 7,304 % | 2,911 % | 2,271 % |
| 89 | 7,283 % | 2,922 % | 2,285 % |
| 90 | 7,263 % | 2,933 % | 2,298 % |
| 91 | 7,244 % | 2,943 % | 2,312 % |
| 92 | 7,225 % | 2,953 % | 2,324 % |
| 93 | 7,206 % | 2,964 % | 2,337 % |
| 94 | 7,188 % | 2,973 % | 2,349 % |
| 95 | 7,170 % | 2,983 % | 2,361 % |
| 96 | 7,152 % | 2,992 % | 2,373 % |
| 97 | 7,135 % | 3,002 % | 2,385 % |
| 98 | 7,118 % | 3,011 % | 2,396 % |
| 99 | 7,102 % | 3,020 % | 2,407 % |
| 100 | 7,086 % | 3,028 % | 2,418 % |
| 101 | 7,070 % | 3,037 % | 2,429 % |
| 102 | 7,054 % | 3,045 % | 2,439 % |
| 103 | 7,039 % | 3,054 % | 2,449 % |
| 104 | 7,024 % | 3,062 % | 2,459 % |
| 105 | 7,010 % | 3,070 % | 2,469 % |
| 106 | 6,995 % | 3,077 % | 2,479 % |
| 107 | 6,981 % | 3,085 % | 2,488 % |
| 108 | 6,968 % | 3,093 % | 2,498 % |
| 109 | 6,954 % | 3,100 % | 2,507 % |
| 110 | 6,941 % | 3,107 % | 2,516 % |
| 111 | 6,928 % | 3,114 % | 2,525 % |
| 112 | 6,915 % | 3,121 % | 2,533 % |
| 113 | 6,902 % | 3,128 % | 2,542 % |
| 114 | 6,890 % | 3,135 % | 2,550 % |
| 115 | 6,878 % | 3,142 % | 2,558 % |
| 116 | 6,866 % | 3,148 % | 2,567 % |
| 117 | 6,854 % | 3,154 % | 2,574 % |
| 118 | 6,842 % | 3,161 % | 2,582 % |
| 119 | 6,831 % | 3,167 % | 2,590 % |
| 120 | 6,820 % | 3,173 % | 2,597 % |
| 121 | 6,809 % | 3,179 % | 2,605 % |
| 122 | 6,798 % | 3,185 % | 2,612 % |
| 123 | 6,787 % | 3,191 % | 2,619 % |
| 124 | 6,777 % | 3,196 % | 2,626 % |
| 125 | 6,767 % | 3,202 % | 2,633 % |
| 126 | 6,757 % | 3,207 % | 2,640 % |
| 127 | 6,747 % | 3,213 % | 2,647 % |
| 128 | 6,737 % | 3,218 % | 2,654 % |
| 129 | 6,727 % | 3,224 % | 2,660 % |
| 130 | 6,718 % | 3,229 % | 2,667 % |
| 131 | 6,708 % | 3,234 % | 2,673 % |
| 132 | 6,699 % | 3,239 % | 2,679 % |
| 133 | 6,690 % | 3,244 % | 2,685 % |
| 134 | 6,681 % | 3,249 % | 2,691 % |
| 135 | 6,672 % | 3,254 % | 2,697 % |
| 136 | 6,664 % | 3,258 % | 2,703 % |
| 137 | 6,655 % | 3,263 % | 2,709 % |
| 138 | 6,647 % | 3,268 % | 2,715 % |
| 139 | 6,638 % | 3,272 % | 2,720 % |
| 140 | 6,630 % | 3,277 % | 2,726 % |
| 141 | 6,622 % | 3,281 % | 2,731 % |
| 142 | 6,614 % | 3,285 % | 2,737 % |
| 143 | 6,606 % | 3,290 % | 2,742 % |
| 144 | 6,599 % | 3,294 % | 2,747 % |
| 145 | 6,591 % | 3,298 % | 2,753 % |
| 146 | 6,584 % | 3,302 % | 2,758 % |
| 147 | 6,576 % | 3,306 % | 2,763 % |
| 148 | 6,569 % | 3,310 % | 2,768 % |
| 149 | 6,562 % | 3,314 % | 2,773 % |
| 150 | 6,555 % | 3,318 % | 2,777 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

28,820 %

2,387 %

– 0,115 %

2

24,682 %

2,222 %

– 0,142 %

3

22,352 %

2,144 %

– 0,155 %

4

20,747 %

2,120 %

– 0,154 %

5

19,546 %

2,124 %

– 0,142 %

6

18,566 %

2,142 %

– 0,123 %

7

17,758 %

2,166 %

– 0,096 %

8

17,110 %

2,195 %

– 0,066 %

9

16,570 %

2,227 %

– 0,034 %

10

16,098 %

2,259 %

0,001 %

11

15,666 %

2,290 %

0,036 %

12

15,264 %

2,320 %

0,072 %

13

14,887 %

2,345 %

0,107 %

14

14,531 %

2,366 %

0,142 %

15

14,195 %

2,383 %

0,176 %

16

13,874 %

2,398 %

0,208 %

17

13,570 %

2,409 %

0,238 %

18

13,280 %

2,419 %

0,266 %

19

13,004 %

2,427 %

0,293 %

20

12,741 %

2,433 %

0,319 %

21

12,490 %

2,438 %

0,343 %

22

12,252 %

2,441 %

0,365 %

23

12,025 %

2,443 %

0,383 %

24

11,809 %

2,445 %

0,397 %

25

11,603 %

2,446 %

0,407 %

26

11,408 %

2,447 %

0,412 %

27

11,222 %

2,448 %

0,416 %

28

11,045 %

2,448 %

0,423 %

29

10,877 %

2,448 %

0,437 %

30

10,716 %

2,447 %

0,458 %

31

10,564 %

2,447 %

0,488 %

32

10,419 %

2,446 %

0,525 %

33

10,281 %

2,444 %

0,568 %

34

10,149 %

2,442 %

0,614 %

35

10,024 %

2,440 %

0,662 %

36

9,904 %

2,436 %

0,712 %

37

9,790 %

2,432 %

0,763 %

38

9,682 %

2,427 %

0,814 %

39

9,578 %

2,420 %

0,865 %

40

9,478 %

2,412 %

0,916 %

41

9,383 %

2,403 %

0,966 %

42

9,293 %

2,393 %

1,015 %

43

9,206 %

2,383 %

1,064 %

44

9,122 %

2,374 %

1,111 %

45

9,043 %

2,367 %

1,157 %

46

8,966 %

2,362 %

1,201 %

47

8,893 %

2,358 %

1,245 %

48

8,822 %

2,357 %

1,287 %

49

8,754 %

2,359 %

1,329 %

50

8,689 %

2,363 %

1,369 %

51

8,627 %

2,371 %

1,407 %

52

8,566 %

2,380 %

1,445 %

53

8,508 %

2,392 %

1,481 %

54

8,452 %

2,405 %

1,517 %

55

8,398 %

2,419 %

1,551 %

56

8,346 %

2,434 %

1,584 %

57

8,296 %

2,450 %

1,617 %

58

8,247 %

2,467 %

1,648 %

59

8,200 %

2,484 %

1,678 %

60

8,155 %

2,501 %

1,708 %

61

8,111 %

2,518 %

1,736 %

62

8,069 %

2,536 %

1,764 %

63

8,027 %

2,553 %

1,791 %

64

7,988 %

2,570 %

1,817 %

65

7,949 %

2,587 %

1,842 %

66

7,912 %

2,604 %

1,867 %

67

7,875 %

2,621 %

1,891 %

68

7,840 %

2,638 %

1,914 %

69

7,806 %

2,654 %

1,937 %

70

7,772 %

2,670 %

1,959 %

71

7,740 %

2,686 %

1,980 %

72

7,709 %

2,701 %

2,001 %

73

7,678 %

2,716 %

2,021 %

74

7,648 %

2,731 %

2,041 %

75

7,620 %

2,746 %

2,060 %

76

7,591 %

2,760 %

2,079 %

77

7,564 %

2,774 %

2,097 %

78

7,537 %

2,788 %

2,115 %

79

7,511 %

2,802 %

2,133 %

80

7,486 %

2,815 %

2,149 %

81

7,461 %

2,828 %

2,166 %

82

7,437 %

2,841 %

2,182 %

83

7,414 %

2,853 %

2,198 %

84

7,391 %

2,865 %

2,213 %

85

7,368 %

2,877 %

2,228 %

86

7,346 %

2,889 %

2,243 %

87

7,325 %

2,900 %

2,257 %

88

7,304 %

2,911 %

2,271 %

89

7,283 %

2,922 %

2,285 %

90

7,263 %

2,933 %

2,298 %

91

7,244 %

2,943 %

2,312 %

92

7,225 %

2,953 %

2,324 %

93

7,206 %

2,964 %

2,337 %

94

7,188 %

2,973 %

2,349 %

95

7,170 %

2,983 %

2,361 %

96

7,152 %

2,992 %

2,373 %

97

7,135 %

3,002 %

2,385 %

98

7,118 %

3,011 %

2,396 %

99

7,102 %

3,020 %

2,407 %

100

7,086 %

3,028 %

2,418 %

101

7,070 %

3,037 %

2,429 %

102

7,054 %

3,045 %

2,439 %

103

7,039 %

3,054 %

2,449 %

104

7,024 %

3,062 %

2,459 %

105

7,010 %

3,070 %

2,469 %

106

6,995 %

3,077 %

2,479 %

107

6,981 %

3,085 %

2,488 %

108

6,968 %

3,093 %

2,498 %

109

6,954 %

3,100 %

2,507 %

110

6,941 %

3,107 %

2,516 %

111

6,928 %

3,114 %

2,525 %

112

6,915 %

3,121 %

2,533 %

113

6,902 %

3,128 %

2,542 %

114

6,890 %

3,135 %

2,550 %

115

6,878 %

3,142 %

2,558 %

116

6,866 %

3,148 %

2,567 %

117

6,854 %

3,154 %

2,574 %

118

6,842 %

3,161 %

2,582 %

119

6,831 %

3,167 %

2,590 %

120

6,820 %

3,173 %

2,597 %

121

6,809 %

3,179 %

2,605 %

122

6,798 %

3,185 %

2,612 %

123

6,787 %

3,191 %

2,619 %

124

6,777 %

3,196 %

2,626 %

125

6,767 %

3,202 %

2,633 %

126

6,757 %

3,207 %

2,640 %

127

6,747 %

3,213 %

2,647 %

128

6,737 %

3,218 %

2,654 %

129

6,727 %

3,224 %

2,660 %

130

6,718 %

3,229 %

2,667 %

131

6,708 %

3,234 %

2,673 %

132

6,699 %

3,239 %

2,679 %

133

6,690 %

3,244 %

2,685 %

134

6,681 %

3,249 %

2,691 %

135

6,672 %

3,254 %

2,697 %

136

6,664 %

3,258 %

2,703 %

137

6,655 %

3,263 %

2,709 %

138

6,647 %

3,268 %

2,715 %

139

6,638 %

3,272 %

2,720 %

140

6,630 %

3,277 %

2,726 %

141

6,622 %

3,281 %

2,731 %

142

6,614 %

3,285 %

2,737 %

143

6,606 %

3,290 %

2,742 %

144

6,599 %

3,294 %

2,747 %

145

6,591 %

3,298 %

2,753 %

146

6,584 %

3,302 %

2,758 %

147

6,576 %

3,306 %

2,763 %

148

6,569 %

3,310 %

2,768 %

149

6,562 %

3,314 %

2,773 %

150

6,555 %

3,318 %

2,777 %

---

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 | 32 | 5 | 0 | 26 | 1 |
| 2 | 0 | 0 | 40 | 5 | 0 | 43 | 0 |
| 3 | 0 | 1 | 45 | 5 | 2 | 48 | 0 |
| 4 | 0 | 2 | 48 | 5 | 3 | 49 | 0 |
| 5 | 0 | 4 | 52 | 5 | 5 | 52 | 0 |
| 6 | 1 | 5 | 55 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 58 | 5 | 9 | 55 | 0 |
| 8 | 3 | 7 | 60 | 5 | 11 | 55 | 0 |
| 9 | 3 | 8 | 62 | 5 | 13 | 52 | 0 |
| 10 | 3 | 8 | 64 | 5 | 14 | 51 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

32

5

0

26

1

2

0

0

40

5

0

43

0

3

0

1

45

5

2

48

0

4

0

2

48

5

3

49

0

5

0

4

52

5

5

52

0

6

1

5

55

5

7

55

0

7

2

6

58

5

9

55

0

8

3

7

60

5

11

55

0

9

3

8

62

5

13

52

0

10

3

8

64

5

14

51

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 405 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 250 | 4 | 23 |
| 3 | 1 | 0 | 0 | 0 | 221 | 4 | 26 |
| 4 | 2 | 0 | 0 | 0 | 193 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 176 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 173 | 4 | 29 |
| 7 | 6 | 0 | 0 | 0 | 170 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 174 | 2 | 31 |
| 9 | 8 | 1 | 2 | 0 | 176 | 1 | 32 |
| 10 | 8 | 0 | 3 | 0 | 178 | 4 | 32 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

405

4

17

2

0

0

0

0

250

4

23

3

1

0

0

0

221

4

26

4

2

0

0

0

193

4

27

5

4

0

0

0

176

4

28

6

5

0

0

0

173

4

29

7

6

0

0

0

170

4

30

8

7

0

1

0

174

2

31

9

8

1

2

0

176

1

32

10

8

0

3

0

178

4

32

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 17 | 0 | 4 |
| 2 | 14 | 11 | 12 | 0 | 23 | 0 | 4 |
| 3 | 18 | 15 | 15 | 0 | 26 | 0 | 4 |
| 4 | 21 | 17 | 17 | 0 | 27 | 0 | 4 |
| 5 | 23 | 19 | 19 | 0 | 28 | 0 | 4 |
| 6 | 24 | 20 | 21 | 0 | 29 | 0 | 4 |
| 7 | 26 | 21 | 22 | 0 | 30 | 0 | 4 |
| 8 | 27 | 23 | 24 | 1 | 31 | 0 | 4 |
| 9 | 29 | 24 | 25 | 2 | 32 | 0 | 4 |
| 10 | 30 | 24 | 25 | 3 | 32 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

5

0

17

0

4

2

14

11

12

0

23

0

4

3

18

15

15

0

26

0

4

4

21

17

17

0

27

0

4

5

23

19

19

0

28

0

4

6

24

20

21

0

29

0

4

7

26

21

22

0

30

0

4

8

27

23

24

1

31

0

4

9

29

24

25

2

32

0

4

10

30

24

25

3

32

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 9 | 12 | 19 | 5 | 0 | 0 |
| 2 | 43 | 17 | 16 | 22 | 12 | 0 | 0 |
| 3 | 48 | 20 | 18 | 27 | 15 | 0 | 0 |
| 4 | 49 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 52 | 22 | 21 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 55 | 25 | 24 | 39 | 22 | 0 | 0 |
| 8 | 55 | 27 | 25 | 41 | 24 | 0 | 0 |
| 9 | 52 | 28 | 26 | 41 | 25 | 0 | 0 |
| 10 | 51 | 26 | 26 | 41 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

26

9

12

19

5

0

0

2

43

17

16

22

12

0

0

3

48

20

18

27

15

0

0

4

49

21

20

31

17

0

0

5

52

22

21

35

19

0

0

6

55

24

23

38

21

0

0

7

55

25

24

39

22

0

0

8

55

27

25

41

24

0

0

9

52

28

26

41

25

0

0

10

51

26

26

41

25

0

0

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

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

19

3

0

0

0

0

12

0

18

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

16

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

15

9

0

0

0

0

12

0

16

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 1 | 29 | 0 | 10 | 0 | 0 | 9 |
| 4 | 2 | 37 | 0 | 10 | 0 | 0 | 10 |
| 5 | 2 | 39 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 42 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 44 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 42 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 39 | 0 | 10 | 1 | 0 | 9 |
| 10 | 5 | 42 | 0 | 10 | 1 | 0 | 9 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

11

0

10

0

0

9

2

0

18

0

10

0

0

9

3

1

29

0

10

0

0

9

4

2

37

0

10

0

0

10

5

2

39

0

10

0

0

10

6

3

42

0

10

0

0

10

7

4

44

0

10

0

0

10

8

7

42

0

10

0

0

10

9

5

39

0

10

1

0

9

10

5

42

0

10

1

0

9

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 5 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 7 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 6 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 7 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 8 | 15 | 0 | 4 |
| 8 | 0 | 12 | 0 | 9 | 15 | 0 | 4 |
| 9 | 0 | 18 | 0 | 10 | 15 | 0 | 4 |
| 10 | 0 | 18 | 0 | 11 | 15 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

5

10

0

4

2

0

0

0

7

12

0

4

3

0

0

0

7

12

0

4

4

0

0

0

7

14

0

4

5

0

1

0

6

15

0

4

6

0

5

0

7

15

0

4

7

0

8

0

8

15

0

4

8

0

12

0

9

15

0

4

9

0

18

0

10

15

0

4

10

0

18

0

11

15

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 46 | 122 | 236 | 563 | 1 244 |
| 2 | 6 | 20 | 46 | 122 | 236 | 563 | 1 003 |
| 3 | 7 | 23 | 47 | 115 | 232 | 559 | 818 |
| 4 | 8 | 25 | 49 | 117 | 231 | 558 | 678 |
| 5 | 10 | 28 | 55 | 120 | 231 | 558 | 570 |
| 6 | 11 | 30 | 58 | 124 | 231 | 558 | 558 |
| 7 | 12 | 32 | 60 | 127 | 231 | 558 | 558 |
| 8 | 12 | 33 | 59 | 125 | 231 | 558 | 558 |
| 9 | 12 | 34 | 59 | 125 | 231 | 558 | 558 |
| 10 | 13 | 35 | 60 | 124 | 231 | 558 | 558 |
| 11 | 13 | 36 | 60 | 124 | 231 | 558 | 558 |
| 12 | 14 | 37 | 60 | 124 | 231 | 558 | 558 |
| 13 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 14 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 15 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 16 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 17 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 18 | 14 | 38 | 60 | 124 | 231 | 558 | 558 |
| 19 | 15 | 38 | 60 | 124 | 231 | 558 | 558 |
| 20 | 16 | 38 | 60 | 124 | 231 | 558 | 558 |
| 21 | 16 | 38 | 60 | 124 | 231 | 558 | 558 |
| 22 | 17 | 38 | 60 | 124 | 231 | 558 | 558 |
| 23 | 17 | 38 | 60 | 124 | 231 | 558 | 558 |
| 24 | 19 | 38 | 60 | 124 | 231 | 558 | 558 |
| 25 | 19 | 38 | 60 | 124 | 231 | 558 | 558 |
| 26 | 20 | 38 | 60 | 124 | 231 | 558 | 558 |
| 27 | 20 | 38 | 60 | 124 | 231 | 558 | 558 |
| 28 | 21 | 38 | 60 | 124 | 231 | 558 | 558 |
| 29 | 22 | 38 | 60 | 124 | 231 | 558 | 558 |
| 30 | 23 | 38 | 60 | 124 | 231 | 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

6

20

46

122

236

563

1 244

2

6

20

46

122

236

563

1 003

3

7

23

47

115

232

559

818

4

8

25

49

117

231

558

678

5

10

28

55

120

231

558

570

6

11

30

58

124

231

558

558

7

12

32

60

127

231

558

558

8

12

33

59

125

231

558

558

9

12

34

59

125

231

558

558

10

13

35

60

124

231

558

558

11

13

36

60

124

231

558

558

12

14

37

60

124

231

558

558

13

14

38

60

124

231

558

558

14

14

38

60

124

231

558

558

15

14

38

60

124

231

558

558

16

14

38

60

124

231

558

558

17

14

38

60

124

231

558

558

18

14

38

60

124

231

558

558

19

15

38

60

124

231

558

558

20

16

38

60

124

231

558

558

21

16

38

60

124

231

558

558

22

17

38

60

124

231

558

558

23

17

38

60

124

231

558

558

24

19

38

60

124

231

558

558

25

19

38

60

124

231

558

558

26

20

38

60

124

231

558

558

27

20

38

60

124

231

558

558

28

21

38

60

124

231

558

558

29

22

38

60

124

231

558

558

30

23

38

60

124

231

558

558

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 | 12 | 26 | 51 | 127 | 241 | 569 | 1 290 |
| 2 | 14 | 28 | 53 | 130 | 243 | 571 | 1 038 |
| 3 | 15 | 31 | 55 | 123 | 240 | 567 | 846 |
| 4 | 16 | 33 | 57 | 125 | 239 | 566 | 700 |
| 5 | 17 | 36 | 62 | 127 | 238 | 566 | 587 |
| 6 | 18 | 37 | 65 | 131 | 238 | 565 | 565 |
| 7 | 19 | 39 | 66 | 133 | 237 | 564 | 564 |
| 8 | 18 | 39 | 65 | 131 | 236 | 564 | 564 |
| 9 | 18 | 39 | 65 | 130 | 236 | 563 | 563 |
| 10 | 18 | 40 | 64 | 129 | 235 | 563 | 563 |
| 11 | 18 | 41 | 64 | 129 | 235 | 562 | 562 |
| 12 | 18 | 41 | 64 | 128 | 234 | 562 | 562 |
| 13 | 17 | 41 | 63 | 128 | 234 | 561 | 561 |
| 14 | 17 | 41 | 62 | 127 | 233 | 561 | 561 |
| 15 | 17 | 40 | 62 | 127 | 233 | 560 | 560 |
| 16 | 16 | 40 | 61 | 126 | 232 | 560 | 560 |
| 17 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 18 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 19 | 16 | 39 | 61 | 126 | 232 | 559 | 559 |
| 20 | 16 | 40 | 61 | 126 | 232 | 560 | 560 |
| 21 | 16 | 40 | 62 | 126 | 233 | 560 | 560 |
| 22 | 17 | 40 | 62 | 127 | 233 | 560 | 560 |
| 23 | 18 | 40 | 62 | 127 | 233 | 560 | 560 |
| 24 | 19 | 40 | 62 | 127 | 233 | 560 | 560 |
| 25 | 19 | 40 | 62 | 127 | 233 | 560 | 560 |
| 26 | 20 | 41 | 62 | 127 | 233 | 561 | 561 |
| 27 | 20 | 41 | 62 | 127 | 233 | 560 | 560 |
| 28 | 21 | 41 | 62 | 127 | 233 | 560 | 560 |
| 29 | 22 | 40 | 62 | 127 | 233 | 560 | 560 |
| 30 | 23 | 40 | 62 | 127 | 233 | 560 | 560 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

26

51

127

241

569

1 290

2

14

28

53

130

243

571

1 038

3

15

31

55

123

240

567

846

4

16

33

57

125

239

566

700

5

17

36

62

127

238

566

587

6

18

37

65

131

238

565

565

7

19

39

66

133

237

564

564

8

18

39

65

131

236

564

564

9

18

39

65

130

236

563

563

10

18

40

64

129

235

563

563

11

18

41

64

129

235

562

562

12

18

41

64

128

234

562

562

13

17

41

63

128

234

561

561

14

17

41

62

127

233

561

561

15

17

40

62

127

233

560

560

16

16

40

61

126

232

560

560

17

16

39

61

126

232

559

559

18

16

39

61

126

232

559

559

19

16

39

61

126

232

559

559

20

16

40

61

126

232

560

560

21

16

40

62

126

233

560

560

22

17

40

62

127

233

560

560

23

18

40

62

127

233

560

560

24

19

40

62

127

233

560

560

25

19

40

62

127

233

560

560

26

20

41

62

127

233

561

561

27

20

41

62

127

233

560

560

28

21

41

62

127

233

560

560

29

22

40

62

127

233

560

560

30

23

40

62

127

233

560

560

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 45 | 122 | 235 | 563 | 1 244 |
| 2 | 6 | 20 | 45 | 122 | 235 | 563 | 1 003 |
| 3 | 7 | 22 | 46 | 114 | 232 | 559 | 818 |
| 4 | 8 | 25 | 49 | 116 | 230 | 558 | 678 |
| 5 | 10 | 28 | 54 | 119 | 230 | 558 | 569 |
| 6 | 11 | 30 | 58 | 124 | 230 | 558 | 558 |
| 7 | 12 | 32 | 60 | 127 | 230 | 558 | 558 |
| 8 | 12 | 33 | 59 | 125 | 230 | 558 | 558 |
| 9 | 12 | 34 | 59 | 124 | 230 | 558 | 558 |
| 10 | 13 | 35 | 59 | 124 | 230 | 558 | 558 |
| 11 | 13 | 36 | 60 | 124 | 230 | 558 | 558 |
| 12 | 14 | 37 | 60 | 124 | 230 | 558 | 558 |
| 13 | 14 | 37 | 60 | 124 | 230 | 558 | 558 |
| 14 | 14 | 38 | 60 | 124 | 230 | 558 | 558 |
| 15 | 14 | 38 | 60 | 124 | 230 | 558 | 558 |
| 16 | 14 | 38 | 60 | 124 | 230 | 558 | 558 |
| 17 | 14 | 38 | 60 | 124 | 230 | 558 | 558 |
| 18 | 14 | 38 | 60 | 124 | 230 | 558 | 558 |
| 19 | 15 | 38 | 60 | 124 | 230 | 558 | 558 |
| 20 | 16 | 38 | 60 | 124 | 230 | 558 | 558 |
| 21 | 16 | 38 | 60 | 124 | 230 | 558 | 558 |
| 22 | 17 | 38 | 60 | 124 | 230 | 558 | 558 |
| 23 | 17 | 38 | 60 | 124 | 230 | 558 | 558 |
| 24 | 19 | 38 | 60 | 124 | 230 | 558 | 558 |
| 25 | 19 | 38 | 60 | 124 | 230 | 558 | 558 |
| 26 | 20 | 38 | 60 | 124 | 230 | 558 | 558 |
| 27 | 20 | 38 | 60 | 124 | 230 | 558 | 558 |
| 28 | 21 | 38 | 60 | 124 | 230 | 558 | 558 |
| 29 | 22 | 38 | 60 | 124 | 230 | 558 | 558 |
| 30 | 23 | 38 | 60 | 124 | 230 | 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

6

20

45

122

235

563

1 244

2

6

20

45

122

235

563

1 003

3

7

22

46

114

232

559

818

4

8

25

49

116

230

558

678

5

10

28

54

119

230

558

569

6

11

30

58

124

230

558

558

7

12

32

60

127

230

558

558

8

12

33

59

125

230

558

558

9

12

34

59

124

230

558

558

10

13

35

59

124

230

558

558

11

13

36

60

124

230

558

558

12

14

37

60

124

230

558

558

13

14

37

60

124

230

558

558

14

14

38

60

124

230

558

558

15

14

38

60

124

230

558

558

16

14

38

60

124

230

558

558

17

14

38

60

124

230

558

558

18

14

38

60

124

230

558

558

19

15

38

60

124

230

558

558

20

16

38

60

124

230

558

558

21

16

38

60

124

230

558

558

22

17

38

60

124

230

558

558

23

17

38

60

124

230

558

558

24

19

38

60

124

230

558

558

25

19

38

60

124

230

558

558

26

20

38

60

124

230

558

558

27

20

38

60

124

230

558

558

28

21

38

60

124

230

558

558

29

22

38

60

124

230

558

558

30

23

38

60

124

230

558

558

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 | 82 | 97 | 122 | 198 | 312 | 639 | 1 256 |
| 2 | 78 | 93 | 118 | 194 | 308 | 635 | 1 020 |
| 3 | 82 | 98 | 121 | 189 | 307 | 634 | 834 |
| 4 | 81 | 98 | 122 | 189 | 303 | 630 | 693 |
| 5 | 80 | 98 | 125 | 190 | 301 | 628 | 628 |
| 6 | 79 | 98 | 126 | 192 | 299 | 626 | 626 |
| 7 | 78 | 98 | 126 | 193 | 296 | 624 | 624 |
| 8 | 77 | 98 | 124 | 190 | 295 | 622 | 622 |
| 9 | 76 | 97 | 123 | 188 | 294 | 621 | 621 |
| 10 | 72 | 95 | 119 | 184 | 290 | 617 | 617 |
| 11 | 70 | 93 | 117 | 181 | 287 | 615 | 615 |
| 12 | 69 | 92 | 115 | 180 | 286 | 613 | 613 |
| 13 | 69 | 92 | 114 | 179 | 285 | 612 | 612 |
| 14 | 68 | 92 | 114 | 178 | 285 | 612 | 612 |
| 15 | 68 | 92 | 113 | 178 | 284 | 612 | 612 |
| 16 | 67 | 91 | 113 | 177 | 284 | 611 | 611 |
| 17 | 67 | 90 | 112 | 177 | 283 | 610 | 610 |
| 18 | 66 | 90 | 112 | 176 | 282 | 610 | 610 |
| 19 | 65 | 89 | 111 | 175 | 282 | 609 | 609 |
| 20 | 65 | 88 | 110 | 175 | 281 | 608 | 608 |
| 21 | 64 | 88 | 109 | 174 | 280 | 608 | 608 |
| 22 | 63 | 87 | 109 | 173 | 279 | 607 | 607 |
| 23 | 62 | 86 | 108 | 172 | 278 | 606 | 606 |
| 24 | 61 | 85 | 107 | 171 | 277 | 605 | 605 |
| 25 | 60 | 84 | 106 | 170 | 276 | 604 | 604 |
| 26 | 59 | 83 | 105 | 169 | 275 | 603 | 603 |
| 27 | 58 | 82 | 103 | 168 | 274 | 602 | 602 |
| 28 | 57 | 81 | 102 | 167 | 273 | 601 | 601 |
| 29 | 56 | 80 | 101 | 166 | 272 | 600 | 600 |
| 30 | 55 | 79 | 100 | 165 | 271 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

97

122

198

312

639

1 256

2

78

93

118

194

308

635

1 020

3

82

98

121

189

307

634

834

4

81

98

122

189

303

630

693

5

80

98

125

190

301

628

628

6

79

98

126

192

299

626

626

7

78

98

126

193

296

624

624

8

77

98

124

190

295

622

622

9

76

97

123

188

294

621

621

10

72

95

119

184

290

617

617

11

70

93

117

181

287

615

615

12

69

92

115

180

286

613

613

13

69

92

114

179

285

612

612

14

68

92

114

178

285

612

612

15

68

92

113

178

284

612

612

16

67

91

113

177

284

611

611

17

67

90

112

177

283

610

610

18

66

90

112

176

282

610

610

19

65

89

111

175

282

609

609

20

65

88

110

175

281

608

608

21

64

88

109

174

280

608

608

22

63

87

109

173

279

607

607

23

62

86

108

172

278

606

606

24

61

85

107

171

277

605

605

25

60

84

106

170

276

604

604

26

59

83

105

169

275

603

603

27

58

82

103

168

274

602

602

28

57

81

102

167

273

601

601

29

56

80

101

166

272

600

600

30

55

79

100

165

271

598

598

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 | 49 | 125 | 239 | 566 | 1 250 |
| 2 | 11 | 26 | 51 | 127 | 241 | 568 | 1 007 |
| 3 | 14 | 29 | 53 | 121 | 238 | 565 | 822 |
| 4 | 15 | 32 | 56 | 124 | 238 | 565 | 681 |
| 5 | 17 | 35 | 62 | 127 | 238 | 565 | 573 |
| 6 | 18 | 37 | 65 | 132 | 238 | 565 | 565 |
| 7 | 19 | 39 | 67 | 134 | 237 | 565 | 565 |
| 8 | 18 | 40 | 66 | 132 | 237 | 564 | 564 |
| 9 | 18 | 40 | 65 | 130 | 236 | 564 | 564 |
| 10 | 18 | 41 | 65 | 130 | 236 | 563 | 563 |
| 11 | 18 | 41 | 65 | 129 | 236 | 563 | 563 |
| 12 | 19 | 42 | 64 | 129 | 235 | 563 | 563 |
| 13 | 19 | 42 | 64 | 129 | 235 | 562 | 562 |
| 14 | 19 | 42 | 64 | 129 | 235 | 562 | 562 |
| 15 | 18 | 42 | 64 | 128 | 235 | 562 | 562 |
| 16 | 18 | 41 | 63 | 128 | 234 | 562 | 562 |
| 17 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 18 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 19 | 18 | 42 | 63 | 128 | 234 | 562 | 562 |
| 20 | 18 | 42 | 64 | 128 | 235 | 562 | 562 |
| 21 | 19 | 42 | 64 | 129 | 235 | 562 | 562 |
| 22 | 19 | 43 | 64 | 129 | 235 | 563 | 563 |
| 23 | 19 | 43 | 65 | 129 | 235 | 563 | 563 |
| 24 | 19 | 43 | 65 | 129 | 235 | 563 | 563 |
| 25 | 19 | 43 | 65 | 129 | 235 | 563 | 563 |
| 26 | 20 | 43 | 65 | 129 | 235 | 563 | 563 |
| 27 | 20 | 43 | 65 | 129 | 235 | 563 | 563 |
| 28 | 21 | 43 | 65 | 129 | 235 | 563 | 563 |
| 29 | 22 | 43 | 64 | 129 | 235 | 563 | 563 |
| 30 | 23 | 43 | 64 | 129 | 235 | 563 | 563 |

Duration (in years)

Credit quality step 0

Credit 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

49

125

239

566

1 250

2

11

26

51

127

241

568

1 007

3

14

29

53

121

238

565

822

4

15

32

56

124

238

565

681

5

17

35

62

127

238

565

573

6

18

37

65

132

238

565

565

7

19

39

67

134

237

565

565

8

18

40

66

132

237

564

564

9

18

40

65

130

236

564

564

10

18

41

65

130

236

563

563

11

18

41

65

129

236

563

563

12

19

42

64

129

235

563

563

13

19

42

64

129

235

562

562

14

19

42

64

129

235

562

562

15

18

42

64

128

235

562

562

16

18

41

63

128

234

562

562

17

18

41

63

128

234

561

561

18

18

41

63

128

234

561

561

19

18

42

63

128

234

562

562

20

18

42

64

128

235

562

562

21

19

42

64

129

235

562

562

22

19

43

64

129

235

563

563

23

19

43

65

129

235

563

563

24

19

43

65

129

235

563

563

25

19

43

65

129

235

563

563

26

20

43

65

129

235

563

563

27

20

43

65

129

235

563

563

28

21

43

65

129

235

563

563

29

22

43

64

129

235

563

563

30

23

43

64

129

235

563

563

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 | 50 | 65 | 90 | 166 | 280 | 607 | 1 250 |
| 2 | 54 | 69 | 94 | 170 | 284 | 611 | 1 008 |
| 3 | 60 | 75 | 99 | 167 | 284 | 611 | 824 |
| 4 | 63 | 80 | 104 | 171 | 285 | 613 | 683 |
| 5 | 65 | 83 | 110 | 175 | 286 | 614 | 614 |
| 6 | 66 | 86 | 114 | 180 | 286 | 613 | 613 |
| 7 | 67 | 87 | 115 | 182 | 285 | 613 | 613 |
| 8 | 66 | 87 | 113 | 179 | 284 | 612 | 612 |
| 9 | 65 | 86 | 112 | 177 | 283 | 610 | 610 |
| 10 | 64 | 86 | 110 | 175 | 281 | 609 | 609 |
| 11 | 63 | 86 | 109 | 174 | 280 | 607 | 607 |
| 12 | 62 | 85 | 108 | 172 | 278 | 606 | 606 |
| 13 | 61 | 84 | 106 | 171 | 277 | 604 | 604 |
| 14 | 59 | 83 | 105 | 169 | 276 | 603 | 603 |
| 15 | 58 | 82 | 104 | 168 | 274 | 602 | 602 |
| 16 | 57 | 81 | 103 | 167 | 273 | 601 | 601 |
| 17 | 56 | 80 | 102 | 166 | 272 | 600 | 600 |
| 18 | 55 | 79 | 101 | 166 | 272 | 599 | 599 |
| 19 | 55 | 78 | 100 | 165 | 271 | 598 | 598 |
| 20 | 54 | 78 | 100 | 164 | 270 | 598 | 598 |
| 21 | 54 | 77 | 99 | 164 | 270 | 597 | 597 |
| 22 | 53 | 76 | 98 | 163 | 269 | 596 | 596 |
| 23 | 52 | 76 | 97 | 162 | 268 | 596 | 596 |
| 24 | 51 | 75 | 97 | 161 | 267 | 595 | 595 |
| 25 | 50 | 74 | 96 | 160 | 267 | 594 | 594 |
| 26 | 49 | 73 | 95 | 159 | 266 | 593 | 593 |
| 27 | 49 | 72 | 94 | 159 | 265 | 592 | 592 |
| 28 | 48 | 71 | 93 | 158 | 264 | 591 | 591 |
| 29 | 47 | 71 | 92 | 157 | 263 | 591 | 591 |
| 30 | 46 | 70 | 92 | 156 | 262 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit 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

166

280

607

1 250

2

54

69

94

170

284

611

1 008

3

60

75

99

167

284

611

824

4

63

80

104

171

285

613

683

5

65

83

110

175

286

614

614

6

66

86

114

180

286

613

613

7

67

87

115

182

285

613

613

8

66

87

113

179

284

612

612

9

65

86

112

177

283

610

610

10

64

86

110

175

281

609

609

11

63

86

109

174

280

607

607

12

62

85

108

172

278

606

606

13

61

84

106

171

277

604

604

14

59

83

105

169

276

603

603

15

58

82

104

168

274

602

602

16

57

81

103

167

273

601

601

17

56

80

102

166

272

600

600

18

55

79

101

166

272

599

599

19

55

78

100

165

271

598

598

20

54

78

100

164

270

598

598

21

54

77

99

164

270

597

597

22

53

76

98

163

269

596

596

23

52

76

97

162

268

596

596

24

51

75

97

161

267

595

595

25

50

74

96

160

267

594

594

26

49

73

95

159

266

593

593

27

49

72

94

159

265

592

592

28

48

71

93

158

264

591

591

29

47

71

92

157

263

591

591

30

46

70

92

156

262

590

590

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 | 121 | 235 | 562 | 1 243 |
| 2 | 5 | 20 | 45 | 121 | 235 | 562 | 1 002 |
| 3 | 6 | 22 | 46 | 114 | 231 | 558 | 818 |
| 4 | 7 | 24 | 48 | 116 | 230 | 557 | 677 |
| 5 | 9 | 27 | 54 | 119 | 230 | 557 | 569 |
| 6 | 10 | 29 | 57 | 123 | 230 | 557 | 557 |
| 7 | 11 | 32 | 59 | 126 | 230 | 557 | 557 |
| 8 | 11 | 32 | 59 | 125 | 230 | 557 | 557 |
| 9 | 11 | 33 | 58 | 124 | 230 | 557 | 557 |
| 10 | 12 | 34 | 59 | 123 | 230 | 557 | 557 |
| 11 | 12 | 35 | 59 | 123 | 230 | 557 | 557 |
| 12 | 13 | 36 | 59 | 123 | 230 | 557 | 557 |
| 13 | 13 | 37 | 59 | 123 | 230 | 557 | 557 |
| 14 | 13 | 37 | 59 | 123 | 230 | 557 | 557 |
| 15 | 13 | 37 | 59 | 123 | 230 | 557 | 557 |
| 16 | 13 | 37 | 59 | 123 | 230 | 557 | 557 |
| 17 | 13 | 37 | 59 | 123 | 230 | 557 | 557 |
| 18 | 14 | 37 | 59 | 123 | 230 | 557 | 557 |
| 19 | 15 | 37 | 59 | 123 | 230 | 557 | 557 |
| 20 | 16 | 37 | 59 | 123 | 230 | 557 | 557 |
| 21 | 16 | 37 | 59 | 123 | 230 | 557 | 557 |
| 22 | 17 | 37 | 59 | 123 | 230 | 557 | 557 |
| 23 | 17 | 37 | 59 | 123 | 230 | 557 | 557 |
| 24 | 19 | 37 | 59 | 123 | 230 | 557 | 557 |
| 25 | 19 | 37 | 59 | 123 | 230 | 557 | 557 |
| 26 | 20 | 37 | 59 | 124 | 230 | 557 | 557 |
| 27 | 20 | 37 | 59 | 124 | 230 | 557 | 557 |
| 28 | 21 | 37 | 59 | 124 | 230 | 557 | 557 |
| 29 | 22 | 37 | 59 | 124 | 230 | 557 | 557 |
| 30 | 23 | 37 | 59 | 124 | 230 | 557 | 557 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

45

121

235

562

1 243

2

5

20

45

121

235

562

1 002

3

6

22

46

114

231

558

818

4

7

24

48

116

230

557

677

5

9

27

54

119

230

557

569

6

10

29

57

123

230

557

557

7

11

32

59

126

230

557

557

8

11

32

59

125

230

557

557

9

11

33

58

124

230

557

557

10

12

34

59

123

230

557

557

11

12

35

59

123

230

557

557

12

13

36

59

123

230

557

557

13

13

37

59

123

230

557

557

14

13

37

59

123

230

557

557

15

13

37

59

123

230

557

557

16

13

37

59

123

230

557

557

17

13

37

59

123

230

557

557

18

14

37

59

123

230

557

557

19

15

37

59

123

230

557

557

20

16

37

59

123

230

557

557

21

16

37

59

123

230

557

557

22

17

37

59

123

230

557

557

23

17

37

59

123

230

557

557

24

19

37

59

123

230

557

557

25

19

37

59

123

230

557

557

26

20

37

59

124

230

557

557

27

20

37

59

124

230

557

557

28

21

37

59

124

230

557

557

29

22

37

59

124

230

557

557

30

23

37

59

124

230

557

557

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 | 56 | 153 | 254 | 581 | 1 267 |
| 2 | 7 | 25 | 56 | 153 | 254 | 581 | 1 021 |
| 3 | 8 | 27 | 55 | 138 | 250 | 577 | 833 |
| 4 | 10 | 29 | 57 | 128 | 248 | 575 | 690 |
| 5 | 11 | 31 | 58 | 116 | 247 | 574 | 579 |
| 6 | 14 | 34 | 61 | 108 | 245 | 573 | 573 |
| 7 | 16 | 37 | 62 | 101 | 244 | 572 | 572 |
| 8 | 16 | 38 | 61 | 93 | 243 | 571 | 571 |
| 9 | 19 | 45 | 64 | 87 | 242 | 570 | 570 |
| 10 | 19 | 45 | 62 | 84 | 241 | 569 | 569 |
| 11 | 18 | 44 | 60 | 84 | 240 | 568 | 568 |
| 12 | 17 | 44 | 61 | 84 | 240 | 567 | 567 |
| 13 | 17 | 44 | 61 | 85 | 239 | 566 | 566 |
| 14 | 17 | 44 | 61 | 85 | 238 | 566 | 566 |
| 15 | 17 | 44 | 61 | 85 | 237 | 565 | 565 |
| 16 | 17 | 44 | 61 | 85 | 236 | 563 | 563 |
| 17 | 17 | 44 | 61 | 85 | 235 | 562 | 562 |
| 18 | 17 | 44 | 61 | 85 | 234 | 562 | 562 |
| 19 | 17 | 44 | 61 | 85 | 234 | 562 | 562 |
| 20 | 17 | 44 | 61 | 85 | 235 | 562 | 562 |
| 21 | 17 | 44 | 61 | 85 | 235 | 562 | 562 |
| 22 | 17 | 44 | 61 | 85 | 235 | 562 | 562 |
| 23 | 17 | 44 | 61 | 85 | 234 | 562 | 562 |
| 24 | 19 | 44 | 61 | 85 | 234 | 561 | 561 |
| 25 | 19 | 44 | 61 | 85 | 233 | 561 | 561 |
| 26 | 20 | 44 | 61 | 85 | 233 | 560 | 560 |
| 27 | 20 | 44 | 61 | 85 | 232 | 560 | 560 |
| 28 | 21 | 44 | 61 | 85 | 232 | 559 | 559 |
| 29 | 22 | 44 | 61 | 85 | 231 | 559 | 559 |
| 30 | 23 | 44 | 61 | 85 | 231 | 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

7

25

56

153

254

581

1 267

2

7

25

56

153

254

581

1 021

3

8

27

55

138

250

577

833

4

10

29

57

128

248

575

690

5

11

31

58

116

247

574

579

6

14

34

61

108

245

573

573

7

16

37

62

101

244

572

572

8

16

38

61

93

243

571

571

9

19

45

64

87

242

570

570

10

19

45

62

84

241

569

569

11

18

44

60

84

240

568

568

12

17

44

61

84

240

567

567

13

17

44

61

85

239

566

566

14

17

44

61

85

238

566

566

15

17

44

61

85

237

565

565

16

17

44

61

85

236

563

563

17

17

44

61

85

235

562

562

18

17

44

61

85

234

562

562

19

17

44

61

85

234

562

562

20

17

44

61

85

235

562

562

21

17

44

61

85

235

562

562

22

17

44

61

85

235

562

562

23

17

44

61

85

234

562

562

24

19

44

61

85

234

561

561

25

19

44

61

85

233

561

561

26

20

44

61

85

233

560

560

27

20

44

61

85

232

560

560

28

21

44

61

85

232

559

559

29

22

44

61

85

231

559

559

30

23

44

61

85

231

558

558

2.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 86 | 101 | 126 | 202 | 316 | 643 | 1 310 |
| 2 | 84 | 99 | 124 | 200 | 314 | 641 | 1 060 |
| 3 | 83 | 99 | 123 | 191 | 308 | 635 | 868 |
| 4 | 82 | 99 | 123 | 190 | 305 | 632 | 720 |
| 5 | 81 | 99 | 126 | 191 | 302 | 629 | 629 |
| 6 | 80 | 99 | 127 | 193 | 299 | 627 | 627 |
| 7 | 78 | 99 | 126 | 193 | 297 | 624 | 624 |
| 8 | 76 | 97 | 123 | 189 | 294 | 622 | 622 |
| 9 | 74 | 95 | 121 | 186 | 292 | 619 | 619 |
| 10 | 72 | 95 | 119 | 184 | 290 | 618 | 618 |
| 11 | 71 | 94 | 118 | 182 | 289 | 616 | 616 |
| 12 | 70 | 93 | 116 | 181 | 287 | 614 | 614 |
| 13 | 69 | 92 | 114 | 179 | 285 | 613 | 613 |
| 14 | 68 | 91 | 113 | 178 | 284 | 611 | 611 |
| 15 | 66 | 90 | 112 | 176 | 282 | 610 | 610 |
| 16 | 65 | 88 | 110 | 175 | 281 | 609 | 609 |
| 17 | 64 | 87 | 109 | 174 | 280 | 607 | 607 |
| 18 | 63 | 86 | 108 | 173 | 279 | 606 | 606 |
| 19 | 62 | 85 | 107 | 172 | 278 | 606 | 606 |
| 20 | 61 | 85 | 107 | 171 | 277 | 605 | 605 |
| 21 | 60 | 84 | 106 | 170 | 276 | 604 | 604 |
| 22 | 59 | 83 | 105 | 169 | 275 | 603 | 603 |
| 23 | 58 | 82 | 104 | 168 | 274 | 602 | 602 |
| 24 | 57 | 81 | 103 | 167 | 273 | 601 | 601 |
| 25 | 56 | 80 | 102 | 166 | 272 | 600 | 600 |
| 26 | 55 | 79 | 101 | 165 | 271 | 599 | 599 |
| 27 | 54 | 78 | 100 | 164 | 270 | 598 | 598 |
| 28 | 53 | 77 | 99 | 163 | 269 | 597 | 597 |
| 29 | 52 | 76 | 98 | 162 | 268 | 596 | 596 |
| 30 | 51 | 75 | 97 | 161 | 267 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

101

126

202

316

643

1 310

2

84

99

124

200

314

641

1 060

3

83

99

123

191

308

635

868

4

82

99

123

190

305

632

720

5

81

99

126

191

302

629

629

6

80

99

127

193

299

627

627

7

78

99

126

193

297

624

624

8

76

97

123

189

294

622

622

9

74

95

121

186

292

619

619

10

72

95

119

184

290

618

618

11

71

94

118

182

289

616

616

12

70

93

116

181

287

614

614

13

69

92

114

179

285

613

613

14

68

91

113

178

284

611

611

15

66

90

112

176

282

610

610

16

65

88

110

175

281

609

609

17

64

87

109

174

280

607

607

18

63

86

108

173

279

606

606

19

62

85

107

172

278

606

606

20

61

85

107

171

277

605

605

21

60

84

106

170

276

604

604

22

59

83

105

169

275

603

603

23

58

82

104

168

274

602

602

24

57

81

103

167

273

601

601

25

56

80

102

166

272

600

600

26

55

79

101

165

271

599

599

27

54

78

100

164

270

598

598

28

53

77

99

163

269

597

597

29

52

76

98

162

268

596

596

30

51

75

97

161

267

595

595

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 | 59 | 74 | 99 | 175 | 289 | 616 | 1 278 |
| 2 | 58 | 73 | 98 | 174 | 288 | 615 | 1 032 |
| 3 | 58 | 74 | 98 | 166 | 283 | 610 | 843 |
| 4 | 58 | 75 | 99 | 166 | 281 | 608 | 699 |
| 5 | 58 | 76 | 102 | 168 | 278 | 606 | 606 |
| 6 | 57 | 76 | 104 | 170 | 277 | 604 | 604 |
| 7 | 57 | 77 | 104 | 171 | 275 | 602 | 602 |
| 8 | 55 | 76 | 102 | 168 | 273 | 601 | 601 |
| 9 | 53 | 75 | 101 | 166 | 272 | 599 | 599 |
| 10 | 53 | 75 | 99 | 164 | 270 | 598 | 598 |
| 11 | 52 | 75 | 99 | 163 | 269 | 597 | 597 |
| 12 | 52 | 75 | 98 | 162 | 269 | 596 | 596 |
| 13 | 51 | 75 | 97 | 162 | 268 | 595 | 595 |
| 14 | 51 | 75 | 96 | 161 | 267 | 595 | 595 |
| 15 | 50 | 74 | 96 | 160 | 267 | 594 | 594 |
| 16 | 49 | 73 | 95 | 159 | 265 | 593 | 593 |
| 17 | 49 | 72 | 94 | 159 | 265 | 592 | 592 |
| 18 | 48 | 72 | 93 | 158 | 264 | 592 | 592 |
| 19 | 47 | 71 | 93 | 157 | 264 | 591 | 591 |
| 20 | 47 | 71 | 93 | 157 | 263 | 591 | 591 |
| 21 | 47 | 71 | 92 | 157 | 263 | 591 | 591 |
| 22 | 47 | 70 | 92 | 157 | 263 | 590 | 590 |
| 23 | 46 | 70 | 91 | 156 | 262 | 590 | 590 |
| 24 | 45 | 69 | 91 | 155 | 262 | 589 | 589 |
| 25 | 45 | 68 | 90 | 155 | 261 | 588 | 588 |
| 26 | 44 | 68 | 90 | 154 | 260 | 588 | 588 |
| 27 | 43 | 67 | 89 | 153 | 260 | 587 | 587 |
| 28 | 43 | 66 | 88 | 153 | 259 | 586 | 586 |
| 29 | 42 | 66 | 87 | 152 | 258 | 586 | 586 |
| 30 | 41 | 65 | 87 | 151 | 258 | 585 | 585 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

59

74

99

175

289

616

1 278

2

58

73

98

174

288

615

1 032

3

58

74

98

166

283

610

843

4

58

75

99

166

281

608

699

5

58

76

102

168

278

606

606

6

57

76

104

170

277

604

604

7

57

77

104

171

275

602

602

8

55

76

102

168

273

601

601

9

53

75

101

166

272

599

599

10

53

75

99

164

270

598

598

11

52

75

99

163

269

597

597

12

52

75

98

162

269

596

596

13

51

75

97

162

268

595

595

14

51

75

96

161

267

595

595

15

50

74

96

160

267

594

594

16

49

73

95

159

265

593

593

17

49

72

94

159

265

592

592

18

48

72

93

158

264

592

592

19

47

71

93

157

264

591

591

20

47

71

93

157

263

591

591

21

47

71

92

157

263

591

591

22

47

70

92

157

263

590

590

23

46

70

91

156

262

590

590

24

45

69

91

155

262

589

589

25

45

68

90

155

261

588

588

26

44

68

90

154

260

588

588

27

43

67

89

153

260

587

587

28

43

66

88

153

259

586

586

29

42

66

87

152

258

586

586

30

41

65

87

151

258

585

585

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 45 | 70 | 147 | 260 | 588 | 1 278 |
| 2 | 31 | 46 | 71 | 147 | 261 | 588 | 1 032 |
| 3 | 32 | 47 | 71 | 139 | 256 | 583 | 842 |
| 4 | 32 | 49 | 73 | 140 | 254 | 582 | 697 |
| 5 | 32 | 51 | 77 | 142 | 253 | 581 | 586 |
| 6 | 33 | 52 | 80 | 146 | 252 | 580 | 580 |
| 7 | 33 | 53 | 81 | 148 | 252 | 579 | 579 |
| 8 | 32 | 53 | 80 | 146 | 251 | 578 | 578 |
| 9 | 32 | 53 | 79 | 144 | 250 | 577 | 577 |
| 10 | 31 | 54 | 78 | 143 | 249 | 577 | 577 |
| 11 | 31 | 54 | 78 | 142 | 248 | 576 | 576 |
| 12 | 31 | 54 | 77 | 142 | 248 | 575 | 575 |
| 13 | 31 | 54 | 76 | 141 | 247 | 574 | 574 |
| 14 | 30 | 54 | 75 | 140 | 246 | 574 | 574 |
| 15 | 29 | 53 | 75 | 139 | 245 | 573 | 573 |
| 16 | 28 | 52 | 74 | 138 | 245 | 572 | 572 |
| 17 | 28 | 51 | 73 | 138 | 244 | 572 | 572 |
| 18 | 27 | 51 | 73 | 138 | 244 | 571 | 571 |
| 19 | 27 | 51 | 73 | 137 | 243 | 571 | 571 |
| 20 | 27 | 51 | 73 | 137 | 244 | 571 | 571 |
| 21 | 27 | 51 | 73 | 137 | 244 | 571 | 571 |
| 22 | 27 | 51 | 73 | 137 | 243 | 571 | 571 |
| 23 | 27 | 51 | 73 | 137 | 243 | 571 | 571 |
| 24 | 27 | 51 | 72 | 137 | 243 | 571 | 571 |
| 25 | 27 | 50 | 72 | 137 | 243 | 570 | 570 |
| 26 | 26 | 50 | 72 | 136 | 243 | 570 | 570 |
| 27 | 26 | 50 | 72 | 136 | 242 | 570 | 570 |
| 28 | 26 | 50 | 71 | 136 | 242 | 570 | 570 |
| 29 | 26 | 49 | 71 | 136 | 242 | 569 | 569 |
| 30 | 25 | 49 | 71 | 135 | 242 | 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

31

45

70

147

260

588

1 278

2

31

46

71

147

261

588

1 032

3

32

47

71

139

256

583

842

4

32

49

73

140

254

582

697

5

32

51

77

142

253

581

586

6

33

52

80

146

252

580

580

7

33

53

81

148

252

579

579

8

32

53

80

146

251

578

578

9

32

53

79

144

250

577

577

10

31

54

78

143

249

577

577

11

31

54

78

142

248

576

576

12

31

54

77

142

248

575

575

13

31

54

76

141

247

574

574

14

30

54

75

140

246

574

574

15

29

53

75

139

245

573

573

16

28

52

74

138

245

572

572

17

28

51

73

138

244

572

572

18

27

51

73

138

244

571

571

19

27

51

73

137

243

571

571

20

27

51

73

137

244

571

571

21

27

51

73

137

244

571

571

22

27

51

73

137

243

571

571

23

27

51

73

137

243

571

571

24

27

51

72

137

243

571

571

25

27

50

72

137

243

570

570

26

26

50

72

136

243

570

570

27

26

50

72

136

242

570

570

28

26

50

71

136

242

570

570

29

26

49

71

136

242

569

569

30

25

49

71

135

242

569

569

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 | 102 | 216 | 543 | 1 236 |
| 2 | 1 | 5 | 27 | 103 | 217 | 544 | 996 |
| 3 | 2 | 5 | 28 | 96 | 213 | 540 | 813 |
| 4 | 3 | 6 | 31 | 98 | 212 | 539 | 673 |
| 5 | 4 | 9 | 36 | 101 | 212 | 539 | 566 |
| 6 | 4 | 11 | 39 | 106 | 212 | 539 | 539 |
| 7 | 5 | 14 | 41 | 108 | 212 | 539 | 539 |
| 8 | 7 | 14 | 41 | 107 | 212 | 539 | 539 |
| 9 | 7 | 15 | 40 | 106 | 212 | 539 | 539 |
| 10 | 8 | 16 | 41 | 105 | 212 | 539 | 539 |
| 11 | 8 | 18 | 42 | 107 | 213 | 540 | 540 |
| 12 | 9 | 18 | 41 | 105 | 211 | 539 | 539 |
| 13 | 11 | 19 | 42 | 106 | 212 | 540 | 540 |
| 14 | 11 | 20 | 41 | 106 | 212 | 540 | 540 |
| 15 | 12 | 18 | 40 | 105 | 211 | 538 | 538 |
| 16 | 12 | 17 | 39 | 104 | 210 | 537 | 537 |
| 17 | 13 | 17 | 39 | 104 | 210 | 537 | 537 |
| 18 | 13 | 17 | 39 | 104 | 210 | 537 | 537 |
| 19 | 15 | 18 | 40 | 104 | 210 | 538 | 538 |
| 20 | 16 | 18 | 40 | 105 | 211 | 538 | 538 |
| 21 | 16 | 20 | 41 | 105 | 211 | 539 | 539 |
| 22 | 17 | 20 | 41 | 105 | 211 | 539 | 539 |
| 23 | 17 | 21 | 41 | 105 | 211 | 539 | 539 |
| 24 | 19 | 21 | 41 | 105 | 211 | 539 | 539 |
| 25 | 19 | 22 | 40 | 105 | 211 | 539 | 539 |
| 26 | 20 | 24 | 41 | 105 | 211 | 539 | 539 |
| 27 | 20 | 24 | 42 | 105 | 211 | 538 | 538 |
| 28 | 21 | 25 | 45 | 105 | 211 | 538 | 538 |
| 29 | 21 | 25 | 46 | 105 | 211 | 538 | 538 |
| 30 | 23 | 27 | 47 | 105 | 211 | 538 | 538 |

Duration (in years)

Credit quality step 0

Credit 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

102

216

543

1 236

2

1

5

27

103

217

544

996

3

2

5

28

96

213

540

813

4

3

6

31

98

212

539

673

5

4

9

36

101

212

539

566

6

4

11

39

106

212

539

539

7

5

14

41

108

212

539

539

8

7

14

41

107

212

539

539

9

7

15

40

106

212

539

539

10

8

16

41

105

212

539

539

11

8

18

42

107

213

540

540

12

9

18

41

105

211

539

539

13

11

19

42

106

212

540

540

14

11

20

41

106

212

540

540

15

12

18

40

105

211

538

538

16

12

17

39

104

210

537

537

17

13

17

39

104

210

537

537

18

13

17

39

104

210

537

537

19

15

18

40

104

210

538

538

20

16

18

40

105

211

538

538

21

16

20

41

105

211

539

539

22

17

20

41

105

211

539

539

23

17

21

41

105

211

539

539

24

19

21

41

105

211

539

539

25

19

22

40

105

211

539

539

26

20

24

41

105

211

539

539

27

20

24

42

105

211

538

538

28

21

25

45

105

211

538

538

29

21

25

46

105

211

538

538

30

23

27

47

105

211

538

538

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 | 87 | 163 | 277 | 604 | 1 278 |
| 2 | 47 | 62 | 87 | 163 | 277 | 604 | 1 029 |
| 3 | 48 | 63 | 87 | 155 | 272 | 600 | 839 |
| 4 | 48 | 65 | 89 | 156 | 271 | 598 | 695 |
| 5 | 48 | 67 | 93 | 158 | 269 | 597 | 597 |
| 6 | 48 | 68 | 96 | 162 | 268 | 596 | 596 |
| 7 | 49 | 69 | 96 | 163 | 267 | 594 | 594 |
| 8 | 47 | 69 | 95 | 161 | 266 | 593 | 593 |
| 9 | 47 | 68 | 94 | 159 | 265 | 592 | 592 |
| 10 | 46 | 69 | 93 | 158 | 264 | 591 | 591 |
| 11 | 46 | 69 | 92 | 157 | 263 | 591 | 591 |
| 12 | 46 | 69 | 91 | 156 | 262 | 590 | 590 |
| 13 | 45 | 69 | 91 | 155 | 262 | 589 | 589 |
| 14 | 45 | 68 | 90 | 155 | 261 | 588 | 588 |
| 15 | 44 | 68 | 89 | 154 | 260 | 588 | 588 |
| 16 | 43 | 67 | 89 | 153 | 259 | 587 | 587 |
| 17 | 43 | 66 | 88 | 153 | 259 | 586 | 586 |
| 18 | 42 | 66 | 87 | 152 | 258 | 586 | 586 |
| 19 | 41 | 65 | 87 | 152 | 258 | 585 | 585 |
| 20 | 41 | 65 | 87 | 151 | 258 | 585 | 585 |
| 21 | 41 | 65 | 87 | 151 | 257 | 585 | 585 |
| 22 | 41 | 64 | 86 | 151 | 257 | 584 | 584 |
| 23 | 40 | 64 | 86 | 150 | 256 | 584 | 584 |
| 24 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 25 | 39 | 63 | 85 | 149 | 255 | 583 | 583 |
| 26 | 38 | 62 | 84 | 149 | 255 | 582 | 582 |
| 27 | 38 | 61 | 83 | 148 | 254 | 581 | 581 |
| 28 | 37 | 61 | 83 | 147 | 253 | 581 | 581 |
| 29 | 37 | 60 | 82 | 147 | 253 | 580 | 580 |
| 30 | 36 | 60 | 81 | 146 | 252 | 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

47

62

87

163

277

604

1 278

2

47

62

87

163

277

604

1 029

3

48

63

87

155

272

600

839

4

48

65

89

156

271

598

695

5

48

67

93

158

269

597

597

6

48

68

96

162

268

596

596

7

49

69

96

163

267

594

594

8

47

69

95

161

266

593

593

9

47

68

94

159

265

592

592

10

46

69

93

158

264

591

591

11

46

69

92

157

263

591

591

12

46

69

91

156

262

590

590

13

45

69

91

155

262

589

589

14

45

68

90

155

261

588

588

15

44

68

89

154

260

588

588

16

43

67

89

153

259

587

587

17

43

66

88

153

259

586

586

18

42

66

87

152

258

586

586

19

41

65

87

152

258

585

585

20

41

65

87

151

258

585

585

21

41

65

87

151

257

585

585

22

41

64

86

151

257

584

584

23

40

64

86

150

256

584

584

24

40

63

85

150

256

583

583

25

39

63

85

149

255

583

583

26

38

62

84

149

255

582

582

27

38

61

83

148

254

581

581

28

37

61

83

147

253

581

581

29

37

60

82

147

253

580

580

30

36

60

81

146

252

580

580

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 | 16 | 30 | 56 | 132 | 245 | 573 | 1 282 |
| 2 | 20 | 34 | 60 | 136 | 250 | 577 | 1 034 |
| 3 | 24 | 40 | 64 | 132 | 249 | 576 | 844 |
| 4 | 28 | 45 | 69 | 136 | 250 | 578 | 698 |
| 5 | 31 | 49 | 75 | 140 | 251 | 579 | 587 |
| 6 | 30 | 49 | 77 | 143 | 249 | 577 | 577 |
| 7 | 35 | 55 | 82 | 149 | 253 | 580 | 580 |
| 8 | 33 | 54 | 80 | 147 | 252 | 579 | 579 |
| 9 | 34 | 56 | 81 | 146 | 252 | 580 | 580 |
| 10 | 36 | 58 | 83 | 148 | 254 | 581 | 581 |
| 11 | 38 | 61 | 84 | 149 | 255 | 582 | 582 |
| 12 | 39 | 62 | 85 | 149 | 255 | 583 | 583 |
| 13 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 14 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 15 | 40 | 64 | 86 | 150 | 256 | 584 | 584 |
| 16 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 17 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 18 | 39 | 62 | 84 | 149 | 255 | 582 | 582 |
| 19 | 38 | 62 | 84 | 148 | 255 | 582 | 582 |
| 20 | 38 | 62 | 84 | 148 | 255 | 582 | 582 |
| 21 | 38 | 62 | 84 | 148 | 255 | 582 | 582 |
| 22 | 38 | 62 | 84 | 148 | 254 | 582 | 582 |
| 23 | 38 | 61 | 83 | 148 | 254 | 581 | 581 |
| 24 | 37 | 61 | 83 | 147 | 254 | 581 | 581 |
| 25 | 37 | 61 | 82 | 147 | 253 | 581 | 581 |
| 26 | 36 | 60 | 82 | 147 | 253 | 580 | 580 |
| 27 | 36 | 60 | 81 | 146 | 252 | 580 | 580 |
| 28 | 35 | 59 | 81 | 145 | 252 | 579 | 579 |
| 29 | 35 | 59 | 80 | 145 | 251 | 579 | 579 |
| 30 | 34 | 58 | 80 | 144 | 251 | 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

16

30

56

132

245

573

1 282

2

20

34

60

136

250

577

1 034

3

24

40

64

132

249

576

844

4

28

45

69

136

250

578

698

5

31

49

75

140

251

579

587

6

30

49

77

143

249

577

577

7

35

55

82

149

253

580

580

8

33

54

80

147

252

579

579

9

34

56

81

146

252

580

580

10

36

58

83

148

254

581

581

11

38

61

84

149

255

582

582

12

39

62

85

149

255

583

583

13

40

63

85

150

256

583

583

14

40

64

85

150

256

584

584

15

40

64

86

150

256

584

584

16

40

63

85

150

256

583

583

17

40

63

85

150

256

583

583

18

39

62

84

149

255

582

582

19

38

62

84

148

255

582

582

20

38

62

84

148

255

582

582

21

38

62

84

148

255

582

582

22

38

62

84

148

254

582

582

23

38

61

83

148

254

581

581

24

37

61

83

147

254

581

581

25

37

61

82

147

253

581

581

26

36

60

82

147

253

580

580

27

36

60

81

146

252

580

580

28

35

59

81

145

252

579

579

29

35

59

80

145

251

579

579

30

34

58

80

144

251

578

578

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 | 15 | 30 | 55 | 131 | 245 | 572 | 1 286 |
| 2 | 16 | 31 | 56 | 132 | 246 | 573 | 1 035 |
| 3 | 18 | 34 | 58 | 126 | 243 | 570 | 844 |
| 4 | 20 | 37 | 61 | 128 | 242 | 570 | 699 |
| 5 | 22 | 40 | 66 | 131 | 242 | 570 | 587 |
| 6 | 23 | 42 | 70 | 136 | 242 | 570 | 570 |
| 7 | 24 | 44 | 72 | 139 | 242 | 570 | 570 |
| 8 | 24 | 45 | 71 | 137 | 242 | 570 | 570 |
| 9 | 24 | 46 | 71 | 136 | 242 | 570 | 570 |
| 10 | 25 | 47 | 71 | 136 | 242 | 570 | 570 |
| 11 | 25 | 48 | 72 | 136 | 243 | 570 | 570 |
| 12 | 26 | 49 | 72 | 136 | 243 | 570 | 570 |
| 13 | 26 | 50 | 72 | 137 | 243 | 570 | 570 |
| 14 | 27 | 50 | 72 | 137 | 243 | 570 | 570 |
| 15 | 27 | 50 | 72 | 137 | 243 | 570 | 570 |
| 16 | 26 | 50 | 72 | 136 | 243 | 570 | 570 |
| 17 | 26 | 50 | 72 | 137 | 243 | 570 | 570 |
| 18 | 26 | 50 | 72 | 136 | 243 | 570 | 570 |
| 19 | 26 | 50 | 72 | 136 | 243 | 570 | 570 |
| 20 | 26 | 50 | 72 | 137 | 243 | 570 | 570 |
| 21 | 26 | 50 | 72 | 137 | 243 | 570 | 570 |
| 22 | 26 | 50 | 72 | 136 | 243 | 570 | 570 |
| 23 | 26 | 50 | 71 | 136 | 242 | 570 | 570 |
| 24 | 26 | 49 | 71 | 136 | 242 | 569 | 569 |
| 25 | 25 | 49 | 71 | 135 | 241 | 569 | 569 |
| 26 | 25 | 48 | 70 | 135 | 241 | 568 | 568 |
| 27 | 24 | 48 | 70 | 134 | 241 | 568 | 568 |
| 28 | 24 | 48 | 69 | 134 | 240 | 568 | 568 |
| 29 | 24 | 47 | 69 | 134 | 240 | 567 | 567 |
| 30 | 23 | 47 | 69 | 133 | 240 | 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

15

30

55

131

245

572

1 286

2

16

31

56

132

246

573

1 035

3

18

34

58

126

243

570

844

4

20

37

61

128

242

570

699

5

22

40

66

131

242

570

587

6

23

42

70

136

242

570

570

7

24

44

72

139

242

570

570

8

24

45

71

137

242

570

570

9

24

46

71

136

242

570

570

10

25

47

71

136

242

570

570

11

25

48

72

136

243

570

570

12

26

49

72

136

243

570

570

13

26

50

72

137

243

570

570

14

27

50

72

137

243

570

570

15

27

50

72

137

243

570

570

16

26

50

72

136

243

570

570

17

26

50

72

137

243

570

570

18

26

50

72

136

243

570

570

19

26

50

72

136

243

570

570

20

26

50

72

137

243

570

570

21

26

50

72

137

243

570

570

22

26

50

72

136

243

570

570

23

26

50

71

136

242

570

570

24

26

49

71

136

242

569

569

25

25

49

71

135

241

569

569

26

25

48

70

135

241

568

568

27

24

48

70

134

241

568

568

28

24

48

69

134

240

568

568

29

24

47

69

134

240

567

567

30

23

47

69

133

240

567

567

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 | 166 | 280 | 607 | 1 307 |
| 2 | 53 | 68 | 93 | 169 | 283 | 610 | 1 054 |
| 3 | 57 | 73 | 97 | 165 | 282 | 609 | 861 |
| 4 | 59 | 76 | 100 | 168 | 282 | 609 | 713 |
| 5 | 61 | 79 | 106 | 171 | 282 | 609 | 609 |
| 6 | 63 | 82 | 110 | 176 | 282 | 610 | 610 |
| 7 | 64 | 84 | 111 | 179 | 282 | 610 | 610 |
| 8 | 63 | 84 | 111 | 177 | 282 | 609 | 609 |
| 9 | 63 | 85 | 110 | 175 | 281 | 609 | 609 |
| 10 | 63 | 86 | 110 | 175 | 281 | 609 | 609 |
| 11 | 64 | 87 | 110 | 175 | 281 | 608 | 608 |
| 12 | 63 | 87 | 109 | 174 | 280 | 608 | 608 |
| 13 | 63 | 86 | 108 | 173 | 279 | 607 | 607 |
| 14 | 62 | 86 | 108 | 172 | 278 | 606 | 606 |
| 15 | 61 | 85 | 107 | 171 | 277 | 605 | 605 |
| 16 | 60 | 84 | 106 | 170 | 277 | 604 | 604 |
| 17 | 60 | 83 | 105 | 170 | 276 | 603 | 603 |
| 18 | 59 | 82 | 104 | 169 | 275 | 603 | 603 |
| 19 | 58 | 82 | 104 | 168 | 274 | 602 | 602 |
| 20 | 58 | 81 | 103 | 168 | 274 | 601 | 601 |
| 21 | 57 | 80 | 102 | 167 | 273 | 600 | 600 |
| 22 | 56 | 80 | 101 | 166 | 272 | 600 | 600 |
| 23 | 55 | 79 | 101 | 165 | 271 | 599 | 599 |
| 24 | 54 | 78 | 100 | 164 | 270 | 598 | 598 |
| 25 | 53 | 77 | 99 | 163 | 269 | 597 | 597 |
| 26 | 52 | 76 | 98 | 162 | 269 | 596 | 596 |
| 27 | 51 | 75 | 97 | 161 | 268 | 595 | 595 |
| 28 | 51 | 74 | 96 | 161 | 267 | 594 | 594 |
| 29 | 50 | 73 | 95 | 160 | 266 | 593 | 593 |
| 30 | 49 | 72 | 94 | 159 | 265 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit 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

166

280

607

1 307

2

53

68

93

169

283

610

1 054

3

57

73

97

165

282

609

861

4

59

76

100

168

282

609

713

5

61

79

106

171

282

609

609

6

63

82

110

176

282

610

610

7

64

84

111

179

282

610

610

8

63

84

111

177

282

609

609

9

63

85

110

175

281

609

609

10

63

86

110

175

281

609

609

11

64

87

110

175

281

608

608

12

63

87

109

174

280

608

608

13

63

86

108

173

279

607

607

14

62

86

108

172

278

606

606

15

61

85

107

171

277

605

605

16

60

84

106

170

277

604

604

17

60

83

105

170

276

603

603

18

59

82

104

169

275

603

603

19

58

82

104

168

274

602

602

20

58

81

103

168

274

601

601

21

57

80

102

167

273

600

600

22

56

80

101

166

272

600

600

23

55

79

101

165

271

599

599

24

54

78

100

164

270

598

598

25

53

77

99

163

269

597

597

26

52

76

98

162

269

596

596

27

51

75

97

161

268

595

595

28

51

74

96

161

267

594

594

29

50

73

95

160

266

593

593

30

49

72

94

159

265

592

592

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 96 | 121 | 197 | 311 | 638 | 1 333 |
| 2 | 86 | 100 | 125 | 201 | 315 | 643 | 1 080 |
| 3 | 87 | 103 | 127 | 195 | 312 | 639 | 885 |
| 4 | 88 | 105 | 129 | 196 | 310 | 637 | 735 |
| 5 | 91 | 109 | 136 | 201 | 312 | 639 | 639 |
| 6 | 93 | 112 | 140 | 206 | 312 | 640 | 640 |
| 7 | 94 | 114 | 142 | 209 | 312 | 640 | 640 |
| 8 | 95 | 116 | 142 | 208 | 313 | 641 | 641 |
| 9 | 96 | 117 | 143 | 208 | 314 | 641 | 641 |
| 10 | 96 | 119 | 143 | 208 | 314 | 641 | 641 |
| 11 | 96 | 119 | 143 | 207 | 313 | 641 | 641 |
| 12 | 96 | 119 | 142 | 206 | 312 | 640 | 640 |
| 13 | 95 | 118 | 140 | 205 | 311 | 639 | 639 |
| 14 | 94 | 117 | 139 | 204 | 310 | 637 | 637 |
| 15 | 92 | 116 | 137 | 202 | 308 | 636 | 636 |
| 16 | 91 | 114 | 136 | 201 | 307 | 634 | 634 |
| 17 | 89 | 113 | 135 | 199 | 305 | 633 | 633 |
| 18 | 88 | 111 | 133 | 198 | 304 | 631 | 631 |
| 19 | 86 | 110 | 132 | 196 | 303 | 630 | 630 |
| 20 | 85 | 109 | 131 | 195 | 301 | 629 | 629 |
| 21 | 84 | 107 | 129 | 194 | 300 | 627 | 627 |
| 22 | 82 | 106 | 128 | 192 | 298 | 626 | 626 |
| 23 | 81 | 104 | 126 | 191 | 297 | 624 | 624 |
| 24 | 79 | 103 | 124 | 189 | 295 | 623 | 623 |
| 25 | 77 | 101 | 123 | 187 | 294 | 621 | 621 |
| 26 | 76 | 100 | 121 | 186 | 292 | 619 | 619 |
| 27 | 74 | 98 | 120 | 184 | 291 | 618 | 618 |
| 28 | 73 | 96 | 118 | 183 | 289 | 616 | 616 |
| 29 | 71 | 95 | 117 | 181 | 287 | 615 | 615 |
| 30 | 70 | 93 | 115 | 180 | 286 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit 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

121

197

311

638

1 333

2

86

100

125

201

315

643

1 080

3

87

103

127

195

312

639

885

4

88

105

129

196

310

637

735

5

91

109

136

201

312

639

639

6

93

112

140

206

312

640

640

7

94

114

142

209

312

640

640

8

95

116

142

208

313

641

641

9

96

117

143

208

314

641

641

10

96

119

143

208

314

641

641

11

96

119

143

207

313

641

641

12

96

119

142

206

312

640

640

13

95

118

140

205

311

639

639

14

94

117

139

204

310

637

637

15

92

116

137

202

308

636

636

16

91

114

136

201

307

634

634

17

89

113

135

199

305

633

633

18

88

111

133

198

304

631

631

19

86

110

132

196

303

630

630

20

85

109

131

195

301

629

629

21

84

107

129

194

300

627

627

22

82

106

128

192

298

626

626

23

81

104

126

191

297

624

624

24

79

103

124

189

295

623

623

25

77

101

123

187

294

621

621

26

76

100

121

186

292

619

619

27

74

98

120

184

291

618

618

28

73

96

118

183

289

616

616

29

71

95

117

181

287

615

615

30

70

93

115

180

286

613

613

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 | 8 | 23 | 48 | 124 | 238 | 565 | 1 280 |
| 2 | 12 | 26 | 51 | 128 | 241 | 569 | 1 032 |
| 3 | 15 | 31 | 55 | 123 | 240 | 567 | 842 |
| 4 | 18 | 35 | 59 | 127 | 241 | 568 | 697 |
| 5 | 21 | 39 | 66 | 131 | 242 | 569 | 585 |
| 6 | 23 | 42 | 70 | 136 | 242 | 570 | 570 |
| 7 | 24 | 44 | 72 | 139 | 242 | 570 | 570 |
| 8 | 24 | 45 | 71 | 137 | 243 | 570 | 570 |
| 9 | 24 | 46 | 71 | 137 | 243 | 570 | 570 |
| 10 | 25 | 47 | 72 | 136 | 243 | 570 | 570 |
| 11 | 25 | 48 | 72 | 136 | 242 | 570 | 570 |
| 12 | 25 | 49 | 71 | 136 | 242 | 570 | 570 |
| 13 | 25 | 49 | 71 | 135 | 242 | 569 | 569 |
| 14 | 25 | 48 | 70 | 135 | 241 | 568 | 568 |
| 15 | 24 | 48 | 69 | 134 | 240 | 568 | 568 |
| 16 | 23 | 47 | 68 | 133 | 239 | 567 | 567 |
| 17 | 23 | 46 | 68 | 133 | 239 | 566 | 566 |
| 18 | 22 | 46 | 68 | 132 | 238 | 566 | 566 |
| 19 | 22 | 46 | 67 | 132 | 238 | 566 | 566 |
| 20 | 22 | 46 | 68 | 132 | 238 | 566 | 566 |
| 21 | 22 | 46 | 68 | 132 | 239 | 566 | 566 |
| 22 | 22 | 46 | 68 | 132 | 239 | 566 | 566 |
| 23 | 22 | 46 | 68 | 132 | 239 | 566 | 566 |
| 24 | 22 | 46 | 68 | 132 | 238 | 566 | 566 |
| 25 | 22 | 46 | 67 | 132 | 238 | 566 | 566 |
| 26 | 22 | 46 | 67 | 132 | 238 | 566 | 566 |
| 27 | 22 | 45 | 67 | 132 | 238 | 565 | 565 |
| 28 | 22 | 45 | 67 | 132 | 238 | 565 | 565 |
| 29 | 22 | 45 | 67 | 131 | 238 | 565 | 565 |
| 30 | 23 | 45 | 67 | 131 | 237 | 565 | 565 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

23

48

124

238

565

1 280

2

12

26

51

128

241

569

1 032

3

15

31

55

123

240

567

842

4

18

35

59

127

241

568

697

5

21

39

66

131

242

569

585

6

23

42

70

136

242

570

570

7

24

44

72

139

242

570

570

8

24

45

71

137

243

570

570

9

24

46

71

137

243

570

570

10

25

47

72

136

243

570

570

11

25

48

72

136

242

570

570

12

25

49

71

136

242

570

570

13

25

49

71

135

242

569

569

14

25

48

70

135

241

568

568

15

24

48

69

134

240

568

568

16

23

47

68

133

239

567

567

17

23

46

68

133

239

566

566

18

22

46

68

132

238

566

566

19

22

46

67

132

238

566

566

20

22

46

68

132

238

566

566

21

22

46

68

132

239

566

566

22

22

46

68

132

239

566

566

23

22

46

68

132

239

566

566

24

22

46

68

132

238

566

566

25

22

46

67

132

238

566

566

26

22

46

67

132

238

566

566

27

22

45

67

132

238

565

565

28

22

45

67

132

238

565

565

29

22

45

67

131

238

565

565

30

23

45

67

131

237

565

565

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 | 94 | 109 | 134 | 210 | 324 | 651 | 1 376 |
| 2 | 95 | 109 | 134 | 210 | 324 | 652 | 1 111 |
| 3 | 95 | 111 | 135 | 203 | 320 | 647 | 908 |
| 4 | 96 | 113 | 137 | 205 | 319 | 646 | 753 |
| 5 | 97 | 115 | 142 | 207 | 318 | 646 | 646 |
| 6 | 98 | 117 | 145 | 211 | 317 | 645 | 645 |
| 7 | 98 | 119 | 146 | 213 | 317 | 644 | 644 |
| 8 | 98 | 119 | 145 | 211 | 316 | 644 | 644 |
| 9 | 97 | 119 | 144 | 210 | 315 | 643 | 643 |
| 10 | 96 | 119 | 143 | 208 | 314 | 641 | 641 |
| 11 | 95 | 118 | 141 | 206 | 312 | 640 | 640 |
| 12 | 94 | 117 | 139 | 204 | 310 | 638 | 638 |
| 13 | 92 | 115 | 138 | 202 | 308 | 636 | 636 |
| 14 | 90 | 114 | 136 | 200 | 306 | 634 | 634 |
| 15 | 88 | 112 | 134 | 198 | 305 | 632 | 632 |
| 16 | 86 | 110 | 132 | 196 | 303 | 630 | 630 |
| 17 | 85 | 108 | 130 | 195 | 301 | 628 | 628 |
| 18 | 83 | 107 | 129 | 193 | 299 | 627 | 627 |
| 19 | 82 | 105 | 127 | 192 | 298 | 625 | 625 |
| 20 | 81 | 104 | 126 | 191 | 297 | 624 | 624 |
| 21 | 80 | 103 | 125 | 190 | 296 | 623 | 623 |
| 22 | 79 | 102 | 124 | 189 | 295 | 622 | 622 |
| 23 | 77 | 101 | 123 | 187 | 294 | 621 | 621 |
| 24 | 76 | 100 | 122 | 186 | 292 | 620 | 620 |
| 25 | 75 | 99 | 120 | 185 | 291 | 619 | 619 |
| 26 | 74 | 98 | 119 | 184 | 290 | 617 | 617 |
| 27 | 73 | 96 | 118 | 183 | 289 | 616 | 616 |
| 28 | 72 | 95 | 117 | 182 | 288 | 615 | 615 |
| 29 | 71 | 94 | 116 | 181 | 287 | 614 | 614 |
| 30 | 70 | 93 | 115 | 180 | 286 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

94

109

134

210

324

651

1 376

2

95

109

134

210

324

652

1 111

3

95

111

135

203

320

647

908

4

96

113

137

205

319

646

753

5

97

115

142

207

318

646

646

6

98

117

145

211

317

645

645

7

98

119

146

213

317

644

644

8

98

119

145

211

316

644

644

9

97

119

144

210

315

643

643

10

96

119

143

208

314

641

641

11

95

118

141

206

312

640

640

12

94

117

139

204

310

638

638

13

92

115

138

202

308

636

636

14

90

114

136

200

306

634

634

15

88

112

134

198

305

632

632

16

86

110

132

196

303

630

630

17

85

108

130

195

301

628

628

18

83

107

129

193

299

627

627

19

82

105

127

192

298

625

625

20

81

104

126

191

297

624

624

21

80

103

125

190

296

623

623

22

79

102

124

189

295

622

622

23

77

101

123

187

294

621

621

24

76

100

122

186

292

620

620

25

75

99

120

185

291

619

619

26

74

98

119

184

290

617

617

27

73

96

118

183

289

616

616

28

72

95

117

182

288

615

615

29

71

94

116

181

287

614

614

30

70

93

115

180

286

613

613

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 | 340 | 354 | 379 | 456 | 569 | 897 | 1 416 |
| 2 | 81 | 95 | 120 | 197 | 310 | 638 | 1 138 |
| 3 | 85 | 100 | 124 | 192 | 309 | 637 | 927 |
| 4 | 88 | 105 | 129 | 196 | 310 | 638 | 766 |
| 5 | 91 | 109 | 135 | 200 | 311 | 639 | 644 |
| 6 | 92 | 112 | 139 | 206 | 312 | 639 | 639 |
| 7 | 94 | 114 | 142 | 209 | 312 | 640 | 640 |
| 8 | 95 | 116 | 142 | 208 | 313 | 640 | 640 |
| 9 | 95 | 117 | 142 | 207 | 313 | 641 | 641 |
| 10 | 95 | 118 | 142 | 207 | 313 | 640 | 640 |
| 11 | 96 | 119 | 142 | 207 | 313 | 640 | 640 |
| 12 | 96 | 119 | 142 | 207 | 313 | 640 | 640 |
| 13 | 97 | 120 | 142 | 207 | 313 | 641 | 641 |
| 14 | 98 | 121 | 143 | 208 | 314 | 641 | 641 |
| 15 | 98 | 122 | 144 | 208 | 315 | 642 | 642 |
| 16 | 99 | 123 | 145 | 209 | 315 | 643 | 643 |
| 17 | 100 | 124 | 146 | 210 | 316 | 644 | 644 |
| 18 | 101 | 125 | 147 | 211 | 317 | 645 | 645 |
| 19 | 102 | 126 | 148 | 212 | 318 | 646 | 646 |
| 20 | 103 | 126 | 148 | 213 | 319 | 646 | 646 |
| 21 | 103 | 127 | 148 | 213 | 319 | 647 | 647 |
| 22 | 103 | 126 | 148 | 213 | 319 | 646 | 646 |
| 23 | 102 | 126 | 148 | 212 | 318 | 646 | 646 |
| 24 | 101 | 125 | 147 | 211 | 317 | 645 | 645 |
| 25 | 100 | 124 | 146 | 210 | 316 | 644 | 644 |
| 26 | 99 | 123 | 145 | 209 | 315 | 643 | 643 |
| 27 | 98 | 122 | 143 | 208 | 314 | 641 | 641 |
| 28 | 97 | 120 | 142 | 207 | 313 | 640 | 640 |
| 29 | 95 | 119 | 141 | 205 | 311 | 639 | 639 |
| 30 | 94 | 117 | 139 | 204 | 310 | 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

340

354

379

456

569

897

1 416

2

81

95

120

197

310

638

1 138

3

85

100

124

192

309

637

927

4

88

105

129

196

310

638

766

5

91

109

135

200

311

639

644

6

92

112

139

206

312

639

639

7

94

114

142

209

312

640

640

8

95

116

142

208

313

640

640

9

95

117

142

207

313

641

641

10

95

118

142

207

313

640

640

11

96

119

142

207

313

640

640

12

96

119

142

207

313

640

640

13

97

120

142

207

313

641

641

14

98

121

143

208

314

641

641

15

98

122

144

208

315

642

642

16

99

123

145

209

315

643

643

17

100

124

146

210

316

644

644

18

101

125

147

211

317

645

645

19

102

126

148

212

318

646

646

20

103

126

148

213

319

646

646

21

103

127

148

213

319

647

647

22

103

126

148

213

319

646

646

23

102

126

148

212

318

646

646

24

101

125

147

211

317

645

645

25

100

124

146

210

316

644

644

26

99

123

145

209

315

643

643

27

98

122

143

208

314

641

641

28

97

120

142

207

313

640

640

29

95

119

141

205

311

639

639

30

94

117

139

204

310

637

637

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 | 11 | 36 | 112 | 226 | 553 | 1 258 |
| 2 | 1 | 11 | 36 | 112 | 226 | 553 | 1 014 |
| 3 | 2 | 13 | 36 | 104 | 222 | 549 | 828 |
| 4 | 3 | 14 | 38 | 106 | 220 | 547 | 685 |
| 5 | 4 | 16 | 43 | 108 | 219 | 546 | 576 |
| 6 | 5 | 17 | 45 | 112 | 218 | 545 | 545 |
| 7 | 5 | 19 | 47 | 114 | 217 | 545 | 545 |
| 8 | 7 | 19 | 45 | 111 | 216 | 544 | 544 |
| 9 | 7 | 19 | 44 | 109 | 215 | 543 | 543 |
| 10 | 8 | 20 | 44 | 109 | 215 | 542 | 542 |
| 11 | 8 | 21 | 44 | 109 | 215 | 542 | 542 |
| 12 | 9 | 21 | 44 | 109 | 215 | 542 | 542 |
| 13 | 11 | 22 | 44 | 109 | 215 | 542 | 542 |
| 14 | 11 | 22 | 44 | 109 | 215 | 542 | 542 |
| 15 | 12 | 23 | 44 | 109 | 215 | 543 | 543 |
| 16 | 12 | 23 | 44 | 109 | 215 | 543 | 543 |
| 17 | 13 | 23 | 45 | 109 | 216 | 543 | 543 |
| 18 | 15 | 23 | 45 | 110 | 216 | 544 | 544 |
| 19 | 15 | 24 | 46 | 111 | 217 | 544 | 544 |
| 20 | 16 | 25 | 47 | 111 | 218 | 545 | 545 |
| 21 | 16 | 26 | 48 | 112 | 218 | 546 | 546 |
| 22 | 17 | 26 | 48 | 113 | 219 | 547 | 547 |
| 23 | 17 | 27 | 49 | 114 | 220 | 547 | 547 |
| 24 | 19 | 28 | 49 | 114 | 220 | 548 | 548 |
| 25 | 19 | 28 | 50 | 114 | 221 | 548 | 548 |
| 26 | 20 | 28 | 50 | 115 | 221 | 548 | 548 |
| 27 | 20 | 29 | 51 | 115 | 221 | 549 | 549 |
| 28 | 21 | 29 | 51 | 116 | 222 | 549 | 549 |
| 29 | 22 | 29 | 51 | 116 | 222 | 549 | 549 |
| 30 | 23 | 30 | 51 | 116 | 222 | 550 | 550 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

36

112

226

553

1 258

2

1

11

36

112

226

553

1 014

3

2

13

36

104

222

549

828

4

3

14

38

106

220

547

685

5

4

16

43

108

219

546

576

6

5

17

45

112

218

545

545

7

5

19

47

114

217

545

545

8

7

19

45

111

216

544

544

9

7

19

44

109

215

543

543

10

8

20

44

109

215

542

542

11

8

21

44

109

215

542

542

12

9

21

44

109

215

542

542

13

11

22

44

109

215

542

542

14

11

22

44

109

215

542

542

15

12

23

44

109

215

543

543

16

12

23

44

109

215

543

543

17

13

23

45

109

216

543

543

18

15

23

45

110

216

544

544

19

15

24

46

111

217

544

544

20

16

25

47

111

218

545

545

21

16

26

48

112

218

546

546

22

17

26

48

113

219

547

547

23

17

27

49

114

220

547

547

24

19

28

49

114

220

548

548

25

19

28

50

114

221

548

548

26

20

28

50

115

221

548

548

27

20

29

51

115

221

549

549

28

21

29

51

116

222

549

549

29

22

29

51

116

222

549

549

30

23

30

51

116

222

550

550

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 | 93 | 169 | 283 | 610 | 1 281 |
| 2 | 54 | 68 | 94 | 170 | 284 | 611 | 1 032 |
| 3 | 55 | 71 | 94 | 162 | 280 | 607 | 842 |
| 4 | 55 | 72 | 96 | 164 | 278 | 605 | 697 |
| 5 | 56 | 74 | 101 | 166 | 277 | 604 | 604 |
| 6 | 57 | 76 | 104 | 170 | 276 | 604 | 604 |
| 7 | 56 | 77 | 104 | 171 | 275 | 602 | 602 |
| 8 | 56 | 77 | 103 | 169 | 274 | 602 | 602 |
| 9 | 55 | 77 | 102 | 167 | 273 | 601 | 601 |
| 10 | 54 | 77 | 101 | 166 | 272 | 599 | 599 |
| 11 | 53 | 76 | 100 | 164 | 271 | 598 | 598 |
| 12 | 52 | 75 | 98 | 163 | 269 | 596 | 596 |
| 13 | 51 | 75 | 97 | 161 | 267 | 595 | 595 |
| 14 | 50 | 73 | 95 | 160 | 266 | 593 | 593 |
| 15 | 48 | 72 | 94 | 158 | 264 | 592 | 592 |
| 16 | 47 | 70 | 92 | 157 | 263 | 590 | 590 |
| 17 | 45 | 69 | 91 | 156 | 262 | 589 | 589 |
| 18 | 44 | 68 | 90 | 154 | 261 | 588 | 588 |
| 19 | 43 | 67 | 89 | 153 | 260 | 587 | 587 |
| 20 | 43 | 66 | 88 | 153 | 259 | 587 | 587 |
| 21 | 42 | 66 | 88 | 152 | 259 | 586 | 586 |
| 22 | 42 | 65 | 87 | 152 | 258 | 585 | 585 |
| 23 | 41 | 65 | 86 | 151 | 257 | 585 | 585 |
| 24 | 40 | 64 | 86 | 150 | 257 | 584 | 584 |
| 25 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 26 | 39 | 63 | 84 | 149 | 255 | 583 | 583 |
| 27 | 38 | 62 | 84 | 148 | 254 | 582 | 582 |
| 28 | 38 | 61 | 83 | 148 | 254 | 581 | 581 |
| 29 | 37 | 61 | 82 | 147 | 253 | 580 | 580 |
| 30 | 36 | 60 | 82 | 146 | 252 | 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

53

68

93

169

283

610

1 281

2

54

68

94

170

284

611

1 032

3

55

71

94

162

280

607

842

4

55

72

96

164

278

605

697

5

56

74

101

166

277

604

604

6

57

76

104

170

276

604

604

7

56

77

104

171

275

602

602

8

56

77

103

169

274

602

602

9

55

77

102

167

273

601

601

10

54

77

101

166

272

599

599

11

53

76

100

164

271

598

598

12

52

75

98

163

269

596

596

13

51

75

97

161

267

595

595

14

50

73

95

160

266

593

593

15

48

72

94

158

264

592

592

16

47

70

92

157

263

590

590

17

45

69

91

156

262

589

589

18

44

68

90

154

261

588

588

19

43

67

89

153

260

587

587

20

43

66

88

153

259

587

587

21

42

66

88

152

259

586

586

22

42

65

87

152

258

585

585

23

41

65

86

151

257

585

585

24

40

64

86

150

257

584

584

25

40

63

85

150

256

583

583

26

39

63

84

149

255

583

583

27

38

62

84

148

254

582

582

28

38

61

83

148

254

581

581

29

37

61

82

147

253

580

580

30

36

60

82

146

252

580

580

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 116 | 130 | 155 | 231 | 345 | 672 | 1 389 |
| 2 | 117 | 131 | 156 | 232 | 346 | 674 | 1 120 |
| 3 | 119 | 135 | 158 | 226 | 344 | 671 | 915 |
| 4 | 121 | 138 | 162 | 229 | 343 | 670 | 758 |
| 5 | 122 | 141 | 167 | 232 | 343 | 671 | 671 |
| 6 | 123 | 143 | 170 | 237 | 343 | 670 | 670 |
| 7 | 124 | 144 | 172 | 239 | 342 | 670 | 670 |
| 8 | 123 | 144 | 170 | 236 | 341 | 669 | 669 |
| 9 | 122 | 144 | 169 | 235 | 341 | 668 | 668 |
| 10 | 122 | 144 | 168 | 233 | 339 | 667 | 667 |
| 11 | 121 | 144 | 167 | 232 | 338 | 665 | 665 |
| 12 | 119 | 143 | 165 | 230 | 336 | 664 | 664 |
| 13 | 118 | 141 | 163 | 228 | 334 | 662 | 662 |
| 14 | 116 | 139 | 161 | 226 | 332 | 659 | 659 |
| 15 | 114 | 137 | 159 | 224 | 330 | 657 | 657 |
| 16 | 111 | 135 | 156 | 221 | 327 | 655 | 655 |
| 17 | 109 | 132 | 154 | 219 | 325 | 652 | 652 |
| 18 | 107 | 130 | 152 | 217 | 323 | 650 | 650 |
| 19 | 104 | 128 | 150 | 215 | 321 | 648 | 648 |
| 20 | 103 | 126 | 148 | 213 | 319 | 646 | 646 |
| 21 | 101 | 125 | 147 | 211 | 317 | 645 | 645 |
| 22 | 99 | 123 | 145 | 209 | 315 | 643 | 643 |
| 23 | 97 | 121 | 143 | 207 | 314 | 641 | 641 |
| 24 | 96 | 119 | 141 | 206 | 312 | 639 | 639 |
| 25 | 94 | 117 | 139 | 204 | 310 | 637 | 637 |
| 26 | 92 | 116 | 137 | 202 | 308 | 636 | 636 |
| 27 | 90 | 114 | 136 | 200 | 307 | 634 | 634 |
| 28 | 89 | 112 | 134 | 199 | 305 | 632 | 632 |
| 29 | 87 | 111 | 133 | 197 | 303 | 631 | 631 |
| 30 | 86 | 109 | 131 | 196 | 302 | 629 | 629 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

116

130

155

231

345

672

1 389

2

117

131

156

232

346

674

1 120

3

119

135

158

226

344

671

915

4

121

138

162

229

343

670

758

5

122

141

167

232

343

671

671

6

123

143

170

237

343

670

670

7

124

144

172

239

342

670

670

8

123

144

170

236

341

669

669

9

122

144

169

235

341

668

668

10

122

144

168

233

339

667

667

11

121

144

167

232

338

665

665

12

119

143

165

230

336

664

664

13

118

141

163

228

334

662

662

14

116

139

161

226

332

659

659

15

114

137

159

224

330

657

657

16

111

135

156

221

327

655

655

17

109

132

154

219

325

652

652

18

107

130

152

217

323

650

650

19

104

128

150

215

321

648

648

20

103

126

148

213

319

646

646

21

101

125

147

211

317

645

645

22

99

123

145

209

315

643

643

23

97

121

143

207

314

641

641

24

96

119

141

206

312

639

639

25

94

117

139

204

310

637

637

26

92

116

137

202

308

636

636

27

90

114

136

200

307

634

634

28

89

112

134

199

305

632

632

29

87

111

133

197

303

631

631

30

86

109

131

196

302

629

629

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 | 172 | 186 | 212 | 288 | 402 | 729 | 1 375 |
| 2 | 181 | 196 | 221 | 297 | 411 | 738 | 1 118 |
| 3 | 187 | 202 | 226 | 294 | 411 | 739 | 918 |
| 4 | 189 | 206 | 230 | 297 | 411 | 739 | 764 |
| 5 | 190 | 208 | 235 | 300 | 411 | 738 | 738 |
| 6 | 190 | 209 | 237 | 304 | 410 | 737 | 737 |
| 7 | 190 | 210 | 237 | 305 | 408 | 736 | 736 |
| 8 | 188 | 209 | 236 | 302 | 407 | 734 | 734 |
| 9 | 187 | 209 | 234 | 299 | 405 | 733 | 733 |
| 10 | 186 | 208 | 233 | 298 | 404 | 731 | 731 |
| 11 | 185 | 207 | 231 | 296 | 402 | 729 | 729 |
| 12 | 182 | 206 | 228 | 293 | 399 | 727 | 727 |
| 13 | 180 | 203 | 225 | 290 | 396 | 724 | 724 |
| 14 | 177 | 201 | 222 | 287 | 393 | 721 | 721 |
| 15 | 174 | 197 | 219 | 284 | 390 | 717 | 717 |
| 16 | 171 | 194 | 216 | 281 | 387 | 714 | 714 |
| 17 | 167 | 191 | 213 | 277 | 384 | 711 | 711 |
| 18 | 164 | 188 | 210 | 274 | 380 | 708 | 708 |
| 19 | 161 | 185 | 207 | 271 | 377 | 705 | 705 |
| 20 | 158 | 182 | 204 | 268 | 374 | 702 | 702 |
| 21 | 155 | 179 | 200 | 265 | 371 | 699 | 699 |
| 22 | 152 | 175 | 197 | 262 | 368 | 695 | 695 |
| 23 | 149 | 172 | 194 | 259 | 365 | 692 | 692 |
| 24 | 146 | 169 | 191 | 256 | 362 | 689 | 689 |
| 25 | 142 | 166 | 188 | 252 | 359 | 686 | 686 |
| 26 | 139 | 163 | 185 | 249 | 356 | 683 | 683 |
| 27 | 136 | 160 | 182 | 246 | 353 | 680 | 680 |
| 28 | 134 | 157 | 179 | 244 | 350 | 677 | 677 |
| 29 | 131 | 154 | 176 | 241 | 347 | 674 | 674 |
| 30 | 128 | 152 | 173 | 238 | 344 | 672 | 672 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

172

186

212

288

402

729

1 375

2

181

196

221

297

411

738

1 118

3

187

202

226

294

411

739

918

4

189

206

230

297

411

739

764

5

190

208

235

300

411

738

738

6

190

209

237

304

410

737

737

7

190

210

237

305

408

736

736

8

188

209

236

302

407

734

734

9

187

209

234

299

405

733

733

10

186

208

233

298

404

731

731

11

185

207

231

296

402

729

729

12

182

206

228

293

399

727

727

13

180

203

225

290

396

724

724

14

177

201

222

287

393

721

721

15

174

197

219

284

390

717

717

16

171

194

216

281

387

714

714

17

167

191

213

277

384

711

711

18

164

188

210

274

380

708

708

19

161

185

207

271

377

705

705

20

158

182

204

268

374

702

702

21

155

179

200

265

371

699

699

22

152

175

197

262

368

695

695

23

149

172

194

259

365

692

692

24

146

169

191

256

362

689

689

25

142

166

188

252

359

686

686

26

139

163

185

249

356

683

683

27

136

160

182

246

353

680

680

28

134

157

179

244

350

677

677

29

131

154

176

241

347

674

674

30

128

152

173

238

344

672

672

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 | 29 | 44 | 69 | 145 | 259 | 586 | 1 299 |
| 2 | 30 | 44 | 70 | 146 | 259 | 587 | 1 047 |
| 3 | 31 | 47 | 71 | 139 | 256 | 583 | 855 |
| 4 | 32 | 49 | 73 | 140 | 254 | 582 | 708 |
| 5 | 33 | 51 | 78 | 143 | 254 | 581 | 595 |
| 6 | 33 | 53 | 80 | 147 | 253 | 580 | 580 |
| 7 | 34 | 54 | 81 | 148 | 252 | 579 | 579 |
| 8 | 32 | 54 | 80 | 146 | 251 | 578 | 578 |
| 9 | 32 | 53 | 79 | 144 | 250 | 577 | 577 |
| 10 | 31 | 54 | 78 | 143 | 249 | 577 | 577 |
| 11 | 31 | 54 | 78 | 142 | 248 | 576 | 576 |
| 12 | 31 | 54 | 77 | 142 | 248 | 575 | 575 |
| 13 | 31 | 54 | 76 | 141 | 247 | 575 | 575 |
| 14 | 31 | 54 | 76 | 141 | 247 | 574 | 574 |
| 15 | 30 | 54 | 76 | 140 | 246 | 574 | 574 |
| 16 | 30 | 54 | 75 | 140 | 246 | 574 | 574 |
| 17 | 30 | 53 | 75 | 140 | 246 | 574 | 574 |
| 18 | 30 | 54 | 75 | 140 | 246 | 574 | 574 |
| 19 | 30 | 54 | 75 | 140 | 246 | 574 | 574 |
| 20 | 30 | 54 | 76 | 140 | 246 | 574 | 574 |
| 21 | 30 | 54 | 76 | 140 | 246 | 574 | 574 |
| 22 | 30 | 54 | 76 | 140 | 246 | 574 | 574 |
| 23 | 30 | 54 | 75 | 140 | 246 | 574 | 574 |
| 24 | 30 | 53 | 75 | 140 | 246 | 573 | 573 |
| 25 | 30 | 53 | 75 | 140 | 246 | 573 | 573 |
| 26 | 29 | 53 | 75 | 139 | 245 | 573 | 573 |
| 27 | 29 | 53 | 74 | 139 | 245 | 573 | 573 |
| 28 | 29 | 52 | 74 | 139 | 245 | 572 | 572 |
| 29 | 28 | 52 | 74 | 138 | 245 | 572 | 572 |
| 30 | 28 | 52 | 74 | 138 | 244 | 572 | 572 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

44

69

145

259

586

1 299

2

30

44

70

146

259

587

1 047

3

31

47

71

139

256

583

855

4

32

49

73

140

254

582

708

5

33

51

78

143

254

581

595

6

33

53

80

147

253

580

580

7

34

54

81

148

252

579

579

8

32

54

80

146

251

578

578

9

32

53

79

144

250

577

577

10

31

54

78

143

249

577

577

11

31

54

78

142

248

576

576

12

31

54

77

142

248

575

575

13

31

54

76

141

247

575

575

14

31

54

76

141

247

574

574

15

30

54

76

140

246

574

574

16

30

54

75

140

246

574

574

17

30

53

75

140

246

574

574

18

30

54

75

140

246

574

574

19

30

54

75

140

246

574

574

20

30

54

76

140

246

574

574

21

30

54

76

140

246

574

574

22

30

54

76

140

246

574

574

23

30

54

75

140

246

574

574

24

30

53

75

140

246

573

573

25

30

53

75

140

246

573

573

26

29

53

75

139

245

573

573

27

29

53

74

139

245

573

573

28

29

52

74

139

245

572

572

29

28

52

74

138

245

572

572

30

28

52

74

138

244

572

572

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 | 26 | 40 | 65 | 141 | 255 | 583 | 1 316 |
| 2 | 27 | 42 | 67 | 143 | 257 | 584 | 1 061 |
| 3 | 30 | 46 | 70 | 138 | 255 | 582 | 866 |
| 4 | 32 | 49 | 74 | 141 | 255 | 582 | 717 |
| 5 | 35 | 53 | 79 | 145 | 255 | 583 | 602 |
| 6 | 36 | 55 | 83 | 150 | 256 | 583 | 583 |
| 7 | 38 | 58 | 85 | 153 | 256 | 584 | 584 |
| 8 | 38 | 59 | 85 | 151 | 256 | 584 | 584 |
| 9 | 38 | 60 | 85 | 150 | 256 | 584 | 584 |
| 10 | 39 | 61 | 86 | 150 | 257 | 584 | 584 |
| 11 | 40 | 63 | 86 | 151 | 257 | 584 | 584 |
| 12 | 40 | 64 | 86 | 151 | 257 | 584 | 584 |
| 13 | 41 | 64 | 86 | 151 | 257 | 584 | 584 |
| 14 | 41 | 64 | 86 | 151 | 257 | 584 | 584 |
| 15 | 40 | 64 | 86 | 150 | 257 | 584 | 584 |
| 16 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 17 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 18 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 19 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 20 | 40 | 64 | 86 | 150 | 257 | 584 | 584 |
| 21 | 40 | 64 | 86 | 151 | 257 | 584 | 584 |
| 22 | 40 | 64 | 86 | 150 | 257 | 584 | 584 |
| 23 | 40 | 64 | 86 | 150 | 256 | 584 | 584 |
| 24 | 40 | 64 | 85 | 150 | 256 | 584 | 584 |
| 25 | 40 | 63 | 85 | 150 | 256 | 583 | 583 |
| 26 | 39 | 63 | 85 | 149 | 255 | 583 | 583 |
| 27 | 39 | 62 | 84 | 149 | 255 | 582 | 582 |
| 28 | 38 | 62 | 84 | 148 | 254 | 582 | 582 |
| 29 | 38 | 61 | 83 | 148 | 254 | 581 | 581 |
| 30 | 37 | 61 | 83 | 147 | 253 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

65

141

255

583

1 316

2

27

42

67

143

257

584

1 061

3

30

46

70

138

255

582

866

4

32

49

74

141

255

582

717

5

35

53

79

145

255

583

602

6

36

55

83

150

256

583

583

7

38

58

85

153

256

584

584

8

38

59

85

151

256

584

584

9

38

60

85

150

256

584

584

10

39

61

86

150

257

584

584

11

40

63

86

151

257

584

584

12

40

64

86

151

257

584

584

13

41

64

86

151

257

584

584

14

41

64

86

151

257

584

584

15

40

64

86

150

257

584

584

16

40

64

85

150

256

584

584

17

40

64

85

150

256

584

584

18

40

64

85

150

256

584

584

19

40

64

85

150

256

584

584

20

40

64

86

150

257

584

584

21

40

64

86

151

257

584

584

22

40

64

86

150

257

584

584

23

40

64

86

150

256

584

584

24

40

64

85

150

256

584

584

25

40

63

85

150

256

583

583

26

39

63

85

149

255

583

583

27

39

62

84

149

255

582

582

28

38

62

84

148

254

582

582

29

38

61

83

148

254

581

581

30

37

61

83

147

253

581

581

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 126 | 140 | 165 | 241 | 355 | 683 | 1 414 |
| 2 | 124 | 139 | 164 | 240 | 354 | 681 | 1 139 |
| 3 | 124 | 140 | 164 | 232 | 349 | 676 | 929 |
| 4 | 125 | 141 | 166 | 233 | 347 | 674 | 769 |
| 5 | 125 | 143 | 170 | 235 | 346 | 673 | 673 |
| 6 | 125 | 144 | 172 | 238 | 344 | 672 | 672 |
| 7 | 125 | 145 | 172 | 240 | 343 | 671 | 671 |
| 8 | 124 | 145 | 171 | 237 | 342 | 670 | 670 |
| 9 | 123 | 144 | 170 | 235 | 341 | 668 | 668 |
| 10 | 123 | 145 | 169 | 234 | 340 | 668 | 668 |
| 11 | 122 | 145 | 169 | 233 | 339 | 667 | 667 |
| 12 | 122 | 145 | 167 | 232 | 338 | 666 | 666 |
| 13 | 121 | 144 | 166 | 231 | 337 | 664 | 664 |
| 14 | 119 | 143 | 165 | 229 | 336 | 663 | 663 |
| 15 | 117 | 141 | 163 | 227 | 333 | 661 | 661 |
| 16 | 115 | 139 | 160 | 225 | 331 | 659 | 659 |
| 17 | 112 | 136 | 158 | 222 | 328 | 656 | 656 |
| 18 | 110 | 134 | 155 | 220 | 326 | 654 | 654 |
| 19 | 108 | 131 | 153 | 218 | 324 | 652 | 652 |
| 20 | 106 | 129 | 151 | 216 | 322 | 649 | 649 |
| 21 | 103 | 127 | 149 | 213 | 320 | 647 | 647 |
| 22 | 101 | 125 | 147 | 211 | 317 | 645 | 645 |
| 23 | 99 | 123 | 144 | 209 | 315 | 643 | 643 |
| 24 | 97 | 120 | 142 | 207 | 313 | 640 | 640 |
| 25 | 95 | 118 | 140 | 205 | 311 | 638 | 638 |
| 26 | 92 | 116 | 138 | 203 | 309 | 636 | 636 |
| 27 | 90 | 114 | 136 | 200 | 307 | 634 | 634 |
| 28 | 88 | 112 | 134 | 198 | 305 | 632 | 632 |
| 29 | 86 | 110 | 132 | 196 | 303 | 630 | 630 |
| 30 | 85 | 108 | 130 | 195 | 301 | 628 | 628 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

126

140

165

241

355

683

1 414

2

124

139

164

240

354

681

1 139

3

124

140

164

232

349

676

929

4

125

141

166

233

347

674

769

5

125

143

170

235

346

673

673

6

125

144

172

238

344

672

672

7

125

145

172

240

343

671

671

8

124

145

171

237

342

670

670

9

123

144

170

235

341

668

668

10

123

145

169

234

340

668

668

11

122

145

169

233

339

667

667

12

122

145

167

232

338

666

666

13

121

144

166

231

337

664

664

14

119

143

165

229

336

663

663

15

117

141

163

227

333

661

661

16

115

139

160

225

331

659

659

17

112

136

158

222

328

656

656

18

110

134

155

220

326

654

654

19

108

131

153

218

324

652

652

20

106

129

151

216

322

649

649

21

103

127

149

213

320

647

647

22

101

125

147

211

317

645

645

23

99

123

144

209

315

643

643

24

97

120

142

207

313

640

640

25

95

118

140

205

311

638

638

26

92

116

138

203

309

636

636

27

90

114

136

200

307

634

634

28

88

112

134

198

305

632

632

29

86

110

132

196

303

630

630

30

85

108

130

195

301

628

628

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 | 11 | 36 | 112 | 226 | 553 | 1 286 |
| 2 | 1 | 13 | 38 | 114 | 228 | 555 | 1 036 |
| 3 | 2 | 17 | 40 | 108 | 226 | 553 | 845 |
| 4 | 3 | 20 | 44 | 112 | 226 | 553 | 699 |
| 5 | 6 | 24 | 50 | 115 | 226 | 554 | 587 |
| 6 | 7 | 26 | 54 | 121 | 227 | 554 | 554 |
| 7 | 9 | 29 | 56 | 123 | 227 | 554 | 554 |
| 8 | 9 | 30 | 56 | 122 | 227 | 555 | 555 |
| 9 | 9 | 30 | 56 | 121 | 227 | 554 | 554 |
| 10 | 9 | 31 | 56 | 121 | 227 | 554 | 554 |
| 11 | 9 | 32 | 56 | 120 | 227 | 554 | 554 |
| 12 | 10 | 33 | 56 | 120 | 226 | 554 | 554 |
| 13 | 11 | 33 | 55 | 120 | 226 | 554 | 554 |
| 14 | 11 | 33 | 55 | 120 | 226 | 553 | 553 |
| 15 | 12 | 33 | 55 | 120 | 226 | 553 | 553 |
| 16 | 13 | 33 | 55 | 119 | 225 | 553 | 553 |
| 17 | 13 | 33 | 55 | 119 | 225 | 553 | 553 |
| 18 | 15 | 33 | 55 | 119 | 225 | 553 | 553 |
| 19 | 15 | 33 | 55 | 119 | 226 | 553 | 553 |
| 20 | 16 | 34 | 55 | 120 | 226 | 554 | 554 |
| 21 | 16 | 34 | 56 | 120 | 227 | 554 | 554 |
| 22 | 17 | 34 | 56 | 121 | 227 | 554 | 554 |
| 23 | 18 | 35 | 57 | 121 | 227 | 555 | 555 |
| 24 | 19 | 35 | 57 | 121 | 228 | 555 | 555 |
| 25 | 19 | 35 | 57 | 122 | 228 | 555 | 555 |
| 26 | 20 | 35 | 57 | 122 | 228 | 555 | 555 |
| 27 | 20 | 35 | 57 | 122 | 228 | 555 | 555 |
| 28 | 21 | 36 | 57 | 122 | 228 | 556 | 556 |
| 29 | 23 | 36 | 57 | 122 | 228 | 556 | 556 |
| 30 | 23 | 36 | 58 | 122 | 228 | 556 | 556 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

36

112

226

553

1 286

2

1

13

38

114

228

555

1 036

3

2

17

40

108

226

553

845

4

3

20

44

112

226

553

699

5

6

24

50

115

226

554

587

6

7

26

54

121

227

554

554

7

9

29

56

123

227

554

554

8

9

30

56

122

227

555

555

9

9

30

56

121

227

554

554

10

9

31

56

121

227

554

554

11

9

32

56

120

227

554

554

12

10

33

56

120

226

554

554

13

11

33

55

120

226

554

554

14

11

33

55

120

226

553

553

15

12

33

55

120

226

553

553

16

13

33

55

119

225

553

553

17

13

33

55

119

225

553

553

18

15

33

55

119

225

553

553

19

15

33

55

119

226

553

553

20

16

34

55

120

226

554

554

21

16

34

56

120

227

554

554

22

17

34

56

121

227

554

554

23

18

35

57

121

227

555

555

24

19

35

57

121

228

555

555

25

19

35

57

122

228

555

555

26

20

35

57

122

228

555

555

27

20

35

57

122

228

555

555

28

21

36

57

122

228

556

556

29

23

36

57

122

228

556

556

30

23

36

58

122

228

556

556

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 | 151 | 265 | 592 | 1 284 |
| 2 | 36 | 50 | 75 | 152 | 265 | 593 | 1 033 |
| 3 | 36 | 51 | 75 | 143 | 261 | 588 | 842 |
| 4 | 36 | 53 | 77 | 144 | 258 | 586 | 697 |
| 5 | 36 | 54 | 81 | 146 | 257 | 585 | 585 |
| 6 | 39 | 58 | 86 | 152 | 258 | 586 | 586 |
| 7 | 36 | 57 | 84 | 151 | 255 | 582 | 582 |
| 8 | 40 | 61 | 87 | 153 | 258 | 586 | 586 |
| 9 | 39 | 61 | 86 | 151 | 257 | 585 | 585 |
| 10 | 34 | 56 | 81 | 145 | 252 | 579 | 579 |
| 11 | 30 | 53 | 76 | 141 | 247 | 574 | 574 |
| 12 | 27 | 50 | 73 | 137 | 243 | 571 | 571 |
| 13 | 25 | 48 | 70 | 135 | 241 | 568 | 568 |
| 14 | 23 | 46 | 68 | 133 | 239 | 566 | 566 |
| 15 | 21 | 45 | 67 | 131 | 237 | 565 | 565 |
| 16 | 20 | 43 | 65 | 130 | 236 | 563 | 563 |
| 17 | 19 | 42 | 64 | 129 | 235 | 562 | 562 |
| 18 | 18 | 42 | 64 | 128 | 234 | 562 | 562 |
| 19 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 20 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 21 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 22 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 23 | 18 | 41 | 63 | 128 | 234 | 561 | 561 |
| 24 | 19 | 41 | 63 | 128 | 234 | 561 | 561 |
| 25 | 19 | 41 | 63 | 128 | 234 | 561 | 561 |
| 26 | 20 | 41 | 63 | 128 | 234 | 561 | 561 |
| 27 | 20 | 41 | 63 | 127 | 234 | 561 | 561 |
| 28 | 21 | 41 | 63 | 127 | 233 | 561 | 561 |
| 29 | 22 | 41 | 63 | 127 | 233 | 561 | 561 |
| 30 | 23 | 41 | 62 | 127 | 233 | 561 | 561 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

75

151

265

592

1 284

2

36

50

75

152

265

593

1 033

3

36

51

75

143

261

588

842

4

36

53

77

144

258

586

697

5

36

54

81

146

257

585

585

6

39

58

86

152

258

586

586

7

36

57

84

151

255

582

582

8

40

61

87

153

258

586

586

9

39

61

86

151

257

585

585

10

34

56

81

145

252

579

579

11

30

53

76

141

247

574

574

12

27

50

73

137

243

571

571

13

25

48

70

135

241

568

568

14

23

46

68

133

239

566

566

15

21

45

67

131

237

565

565

16

20

43

65

130

236

563

563

17

19

42

64

129

235

562

562

18

18

42

64

128

234

562

562

19

18

41

63

128

234

561

561

20

18

41

63

128

234

561

561

21

18

41

63

128

234

561

561

22

18

41

63

128

234

561

561

23

18

41

63

128

234

561

561

24

19

41

63

128

234

561

561

25

19

41

63

128

234

561

561

26

20

41

63

128

234

561

561

27

20

41

63

127

234

561

561

28

21

41

63

127

233

561

561

29

22

41

63

127

233

561

561

30

23

41

62

127

233

561

561

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 | 196 | 211 | 236 | 312 | 426 | 753 | 1 860 |
| 2 | 193 | 207 | 232 | 308 | 422 | 749 | 1 445 |
| 3 | 189 | 204 | 228 | 296 | 414 | 741 | 1 153 |
| 4 | 185 | 202 | 226 | 294 | 408 | 735 | 940 |
| 5 | 182 | 200 | 227 | 292 | 403 | 730 | 779 |
| 6 | 178 | 197 | 225 | 292 | 398 | 725 | 725 |
| 7 | 175 | 195 | 222 | 290 | 393 | 720 | 720 |
| 8 | 170 | 191 | 218 | 284 | 389 | 716 | 716 |
| 9 | 166 | 188 | 213 | 278 | 384 | 712 | 712 |
| 10 | 162 | 185 | 209 | 274 | 380 | 708 | 708 |
| 11 | 159 | 182 | 205 | 270 | 376 | 704 | 704 |
| 12 | 155 | 179 | 201 | 266 | 372 | 699 | 699 |
| 13 | 152 | 175 | 197 | 262 | 368 | 696 | 696 |
| 14 | 148 | 172 | 194 | 258 | 364 | 692 | 692 |
| 15 | 145 | 168 | 190 | 255 | 361 | 688 | 688 |
| 16 | 141 | 165 | 187 | 251 | 357 | 685 | 685 |
| 17 | 138 | 162 | 183 | 248 | 354 | 682 | 682 |
| 18 | 135 | 159 | 180 | 245 | 351 | 679 | 679 |
| 19 | 132 | 156 | 178 | 242 | 348 | 676 | 676 |
| 20 | 129 | 153 | 175 | 240 | 346 | 673 | 673 |
| 21 | 127 | 150 | 172 | 237 | 343 | 670 | 670 |
| 22 | 124 | 148 | 170 | 234 | 340 | 668 | 668 |
| 23 | 122 | 145 | 167 | 232 | 338 | 665 | 665 |
| 24 | 119 | 143 | 164 | 229 | 335 | 663 | 663 |
| 25 | 117 | 140 | 162 | 227 | 333 | 660 | 660 |
| 26 | 114 | 138 | 160 | 224 | 330 | 658 | 658 |
| 27 | 112 | 135 | 157 | 222 | 328 | 655 | 655 |
| 28 | 110 | 133 | 155 | 220 | 326 | 653 | 653 |
| 29 | 107 | 131 | 153 | 217 | 324 | 651 | 651 |
| 30 | 105 | 129 | 151 | 215 | 322 | 649 | 649 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

196

211

236

312

426

753

1 860

2

193

207

232

308

422

749

1 445

3

189

204

228

296

414

741

1 153

4

185

202

226

294

408

735

940

5

182

200

227

292

403

730

779

6

178

197

225

292

398

725

725

7

175

195

222

290

393

720

720

8

170

191

218

284

389

716

716

9

166

188

213

278

384

712

712

10

162

185

209

274

380

708

708

11

159

182

205

270

376

704

704

12

155

179

201

266

372

699

699

13

152

175

197

262

368

696

696

14

148

172

194

258

364

692

692

15

145

168

190

255

361

688

688

16

141

165

187

251

357

685

685

17

138

162

183

248

354

682

682

18

135

159

180

245

351

679

679

19

132

156

178

242

348

676

676

20

129

153

175

240

346

673

673

21

127

150

172

237

343

670

670

22

124

148

170

234

340

668

668

23

122

145

167

232

338

665

665

24

119

143

164

229

335

663

663

25

117

140

162

227

333

660

660

26

114

138

160

224

330

658

658

27

112

135

157

222

328

655

655

28

110

133

155

220

326

653

653

29

107

131

153

217

324

651

651

30

105

129

151

215

322

649

649

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 | 107 | 244 | 571 | 1 298 |
| 2 | 8 | 26 | 51 | 107 | 244 | 571 | 1 044 |
| 3 | 9 | 29 | 52 | 102 | 242 | 569 | 850 |
| 4 | 12 | 34 | 56 | 99 | 242 | 569 | 704 |
| 5 | 16 | 40 | 61 | 102 | 243 | 570 | 591 |
| 6 | 18 | 43 | 65 | 99 | 244 | 571 | 571 |
| 7 | 19 | 45 | 64 | 92 | 244 | 571 | 571 |
| 8 | 17 | 44 | 64 | 91 | 244 | 571 | 571 |
| 9 | 18 | 45 | 66 | 95 | 244 | 572 | 572 |
| 10 | 19 | 48 | 68 | 99 | 244 | 572 | 572 |
| 11 | 21 | 50 | 70 | 102 | 244 | 572 | 572 |
| 12 | 23 | 53 | 71 | 103 | 244 | 572 | 572 |
| 13 | 24 | 54 | 72 | 103 | 244 | 572 | 572 |
| 14 | 24 | 55 | 72 | 103 | 244 | 572 | 572 |
| 15 | 24 | 55 | 72 | 103 | 244 | 572 | 572 |
| 16 | 24 | 55 | 72 | 103 | 244 | 571 | 571 |
| 17 | 24 | 55 | 72 | 103 | 244 | 571 | 571 |
| 18 | 24 | 55 | 72 | 103 | 244 | 571 | 571 |
| 19 | 24 | 55 | 72 | 103 | 244 | 571 | 571 |
| 20 | 24 | 55 | 72 | 103 | 244 | 572 | 572 |
| 21 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 22 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 23 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 24 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 25 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 26 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 27 | 24 | 55 | 72 | 103 | 245 | 572 | 572 |
| 28 | 24 | 55 | 72 | 103 | 244 | 572 | 572 |
| 29 | 24 | 55 | 72 | 103 | 244 | 572 | 572 |
| 30 | 24 | 55 | 72 | 103 | 244 | 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

8

26

51

107

244

571

1 298

2

8

26

51

107

244

571

1 044

3

9

29

52

102

242

569

850

4

12

34

56

99

242

569

704

5

16

40

61

102

243

570

591

6

18

43

65

99

244

571

571

7

19

45

64

92

244

571

571

8

17

44

64

91

244

571

571

9

18

45

66

95

244

572

572

10

19

48

68

99

244

572

572

11

21

50

70

102

244

572

572

12

23

53

71

103

244

572

572

13

24

54

72

103

244

572

572

14

24

55

72

103

244

572

572

15

24

55

72

103

244

572

572

16

24

55

72

103

244

571

571

17

24

55

72

103

244

571

571

18

24

55

72

103

244

571

571

19

24

55

72

103

244

571

571

20

24

55

72

103

244

572

572

21

24

55

72

103

245

572

572

22

24

55

72

103

245

572

572

23

24

55

72

103

245

572

572

24

24

55

72

103

245

572

572

25

24

55

72

103

245

572

572

26

24

55

72

103

245

572

572

27

24

55

72

103

245

572

572

28

24

55

72

103

244

572

572

29

24

55

72

103

244

572

572

30

24

55

72

103

244

571

571

2.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 14 | 90 | 204 | 531 | 1 248 |
| 2 | 1 | 5 | 12 | 88 | 202 | 530 | 1 005 |
| 3 | 2 | 5 | 12 | 80 | 197 | 524 | 820 |
| 4 | 3 | 6 | 14 | 81 | 195 | 522 | 678 |
| 5 | 4 | 6 | 18 | 83 | 194 | 521 | 570 |
| 6 | 5 | 8 | 21 | 87 | 193 | 521 | 521 |
| 7 | 5 | 9 | 22 | 90 | 193 | 521 | 521 |
| 8 | 7 | 9 | 22 | 88 | 193 | 521 | 521 |
| 9 | 7 | 10 | 22 | 87 | 193 | 521 | 521 |
| 10 | 8 | 11 | 22 | 87 | 193 | 521 | 521 |
| 11 | 8 | 12 | 23 | 87 | 193 | 521 | 521 |
| 12 | 9 | 12 | 24 | 87 | 194 | 521 | 521 |
| 13 | 11 | 13 | 25 | 88 | 194 | 521 | 521 |
| 14 | 11 | 14 | 26 | 88 | 194 | 522 | 522 |
| 15 | 12 | 15 | 28 | 88 | 194 | 522 | 522 |
| 16 | 12 | 15 | 29 | 88 | 195 | 522 | 522 |
| 17 | 13 | 16 | 30 | 89 | 195 | 522 | 522 |
| 18 | 13 | 17 | 32 | 89 | 195 | 523 | 523 |
| 19 | 15 | 18 | 33 | 90 | 196 | 523 | 523 |
| 20 | 16 | 18 | 34 | 91 | 197 | 524 | 524 |
| 21 | 16 | 20 | 35 | 91 | 197 | 525 | 525 |
| 22 | 17 | 20 | 37 | 92 | 198 | 525 | 525 |
| 23 | 17 | 21 | 38 | 92 | 198 | 526 | 526 |
| 24 | 19 | 22 | 39 | 92 | 198 | 526 | 526 |
| 25 | 19 | 22 | 40 | 92 | 199 | 526 | 526 |
| 26 | 20 | 24 | 41 | 93 | 199 | 526 | 526 |
| 27 | 20 | 24 | 42 | 93 | 199 | 526 | 526 |
| 28 | 21 | 25 | 45 | 93 | 199 | 526 | 526 |
| 29 | 21 | 25 | 46 | 93 | 199 | 526 | 526 |
| 30 | 23 | 26 | 47 | 93 | 199 | 526 | 526 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

14

90

204

531

1 248

2

1

5

12

88

202

530

1 005

3

2

5

12

80

197

524

820

4

3

6

14

81

195

522

678

5

4

6

18

83

194

521

570

6

5

8

21

87

193

521

521

7

5

9

22

90

193

521

521

8

7

9

22

88

193

521

521

9

7

10

22

87

193

521

521

10

8

11

22

87

193

521

521

11

8

12

23

87

193

521

521

12

9

12

24

87

194

521

521

13

11

13

25

88

194

521

521

14

11

14

26

88

194

522

522

15

12

15

28

88

194

522

522

16

12

15

29

88

195

522

522

17

13

16

30

89

195

522

522

18

13

17

32

89

195

523

523

19

15

18

33

90

196

523

523

20

16

18

34

91

197

524

524

21

16

20

35

91

197

525

525

22

17

20

37

92

198

525

525

23

17

21

38

92

198

526

526

24

19

22

39

92

198

526

526

25

19

22

40

92

199

526

526

26

20

24

41

93

199

526

526

27

20

24

42

93

199

526

526

28

21

25

45

93

199

526

526

29

21

25

46

93

199

526

526

30

23

26

47

93

199

526

526

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 | 165 | 298 | 3 050 |
| 2 | 1 | 15 | 21 | 44 | 165 | 336 | 2 263 |
| 3 | 1 | 15 | 24 | 49 | 159 | 349 | 1 704 |
| 4 | 1 | 16 | 27 | 52 | 157 | 348 | 1 315 |
| 5 | 1 | 18 | 30 | 54 | 157 | 339 | 1 042 |
| 6 | 3 | 21 | 32 | 58 | 157 | 326 | 845 |
| 7 | 5 | 23 | 34 | 60 | 157 | 310 | 699 |
| 8 | 5 | 24 | 36 | 62 | 157 | 294 | 587 |
| 9 | 5 | 25 | 37 | 66 | 157 | 277 | 501 |
| 10 | 5 | 26 | 39 | 68 | 157 | 261 | 431 |
| 11 | 6 | 26 | 39 | 68 | 157 | 250 | 375 |
| 12 | 6 | 26 | 39 | 69 | 157 | 250 | 328 |
| 13 | 6 | 26 | 39 | 69 | 157 | 250 | 289 |
| 14 | 6 | 26 | 39 | 69 | 157 | 250 | 256 |
| 15 | 6 | 26 | 39 | 69 | 157 | 250 | 250 |
| 16 | 6 | 26 | 42 | 69 | 157 | 250 | 250 |
| 17 | 6 | 26 | 45 | 69 | 157 | 250 | 250 |
| 18 | 6 | 26 | 46 | 69 | 157 | 250 | 250 |
| 19 | 7 | 26 | 49 | 69 | 157 | 250 | 250 |
| 20 | 7 | 26 | 52 | 69 | 157 | 250 | 250 |
| 21 | 7 | 26 | 54 | 69 | 157 | 250 | 250 |
| 22 | 8 | 26 | 56 | 69 | 157 | 250 | 250 |
| 23 | 8 | 26 | 59 | 69 | 157 | 250 | 250 |
| 24 | 8 | 26 | 61 | 69 | 157 | 250 | 250 |
| 25 | 9 | 26 | 64 | 69 | 157 | 250 | 250 |
| 26 | 9 | 26 | 66 | 69 | 157 | 250 | 250 |
| 27 | 9 | 26 | 68 | 70 | 157 | 250 | 250 |
| 28 | 10 | 26 | 71 | 72 | 157 | 250 | 250 |
| 29 | 10 | 26 | 73 | 74 | 157 | 250 | 250 |
| 30 | 11 | 26 | 76 | 77 | 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

165

298

3 050

2

1

15

21

44

165

336

2 263

3

1

15

24

49

159

349

1 704

4

1

16

27

52

157

348

1 315

5

1

18

30

54

157

339

1 042

6

3

21

32

58

157

326

845

7

5

23

34

60

157

310

699

8

5

24

36

62

157

294

587

9

5

25

37

66

157

277

501

10

5

26

39

68

157

261

431

11

6

26

39

68

157

250

375

12

6

26

39

69

157

250

328

13

6

26

39

69

157

250

289

14

6

26

39

69

157

250

256

15

6

26

39

69

157

250

250

16

6

26

42

69

157

250

250

17

6

26

45

69

157

250

250

18

6

26

46

69

157

250

250

19

7

26

49

69

157

250

250

20

7

26

52

69

157

250

250

21

7

26

54

69

157

250

250

22

8

26

56

69

157

250

250

23

8

26

59

69

157

250

250

24

8

26

61

69

157

250

250

25

9

26

64

69

157

250

250

26

9

26

66

69

157

250

250

27

9

26

68

70

157

250

250

28

10

26

71

72

157

250

250

29

10

26

73

74

157

250

250

30

11

26

76

77

157

250

250

3.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 20 | 27 | 50 | 171 | 308 | 3 169 |
| 2 | 9 | 23 | 29 | 52 | 173 | 347 | 2 349 |
| 3 | 9 | 23 | 32 | 57 | 168 | 360 | 1 767 |
| 4 | 9 | 24 | 35 | 61 | 165 | 359 | 1 361 |
| 5 | 9 | 26 | 38 | 62 | 164 | 349 | 1 076 |
| 6 | 10 | 28 | 40 | 65 | 164 | 335 | 871 |
| 7 | 11 | 30 | 41 | 66 | 163 | 318 | 720 |
| 8 | 11 | 30 | 42 | 68 | 163 | 301 | 604 |
| 9 | 10 | 31 | 43 | 71 | 162 | 284 | 514 |
| 10 | 10 | 31 | 44 | 73 | 162 | 267 | 442 |
| 11 | 10 | 31 | 44 | 73 | 161 | 254 | 384 |
| 12 | 9 | 30 | 43 | 72 | 161 | 254 | 336 |
| 13 | 9 | 29 | 42 | 72 | 160 | 253 | 296 |
| 14 | 8 | 29 | 42 | 71 | 159 | 252 | 262 |
| 15 | 8 | 29 | 42 | 71 | 159 | 252 | 252 |
| 16 | 7 | 28 | 43 | 70 | 158 | 251 | 251 |
| 17 | 7 | 28 | 45 | 70 | 158 | 251 | 251 |
| 18 | 7 | 28 | 48 | 70 | 158 | 251 | 251 |
| 19 | 7 | 28 | 50 | 70 | 158 | 251 | 251 |
| 20 | 7 | 28 | 53 | 70 | 158 | 251 | 251 |
| 21 | 8 | 28 | 55 | 71 | 159 | 252 | 252 |
| 22 | 8 | 29 | 57 | 71 | 159 | 252 | 252 |
| 23 | 8 | 29 | 60 | 71 | 159 | 252 | 252 |
| 24 | 8 | 29 | 62 | 71 | 159 | 252 | 252 |
| 25 | 9 | 29 | 65 | 71 | 159 | 252 | 252 |
| 26 | 9 | 29 | 67 | 71 | 159 | 252 | 252 |
| 27 | 10 | 29 | 70 | 72 | 159 | 252 | 252 |
| 28 | 10 | 29 | 72 | 74 | 159 | 252 | 252 |
| 29 | 10 | 29 | 75 | 75 | 159 | 252 | 252 |
| 30 | 11 | 29 | 77 | 77 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

20

27

50

171

308

3 169

2

9

23

29

52

173

347

2 349

3

9

23

32

57

168

360

1 767

4

9

24

35

61

165

359

1 361

5

9

26

38

62

164

349

1 076

6

10

28

40

65

164

335

871

7

11

30

41

66

163

318

720

8

11

30

42

68

163

301

604

9

10

31

43

71

162

284

514

10

10

31

44

73

162

267

442

11

10

31

44

73

161

254

384

12

9

30

43

72

161

254

336

13

9

29

42

72

160

253

296

14

8

29

42

71

159

252

262

15

8

29

42

71

159

252

252

16

7

28

43

70

158

251

251

17

7

28

45

70

158

251

251

18

7

28

48

70

158

251

251

19

7

28

50

70

158

251

251

20

7

28

53

70

158

251

251

21

8

28

55

71

159

252

252

22

8

29

57

71

159

252

252

23

8

29

60

71

159

252

252

24

8

29

62

71

159

252

252

25

9

29

65

71

159

252

252

26

9

29

67

71

159

252

252

27

10

29

70

72

159

252

252

28

10

29

72

74

159

252

252

29

10

29

75

75

159

252

252

30

11

29

77

77

159

252

252

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 21 | 44 | 165 | 298 | 3 050 |
| 2 | 1 | 14 | 21 | 44 | 165 | 336 | 2 263 |
| 3 | 1 | 15 | 23 | 48 | 159 | 349 | 1 704 |
| 4 | 1 | 16 | 26 | 52 | 157 | 348 | 1 315 |
| 5 | 1 | 18 | 30 | 54 | 157 | 339 | 1 041 |
| 6 | 3 | 21 | 32 | 57 | 157 | 326 | 845 |
| 7 | 4 | 23 | 34 | 60 | 157 | 310 | 699 |
| 8 | 4 | 24 | 35 | 62 | 157 | 294 | 587 |
| 9 | 5 | 25 | 37 | 65 | 157 | 277 | 500 |
| 10 | 5 | 26 | 39 | 67 | 157 | 261 | 431 |
| 11 | 5 | 26 | 39 | 68 | 157 | 250 | 375 |
| 12 | 5 | 26 | 39 | 68 | 157 | 250 | 328 |
| 13 | 5 | 26 | 39 | 68 | 157 | 250 | 289 |
| 14 | 5 | 26 | 39 | 68 | 157 | 250 | 256 |
| 15 | 5 | 26 | 39 | 68 | 157 | 250 | 250 |
| 16 | 5 | 26 | 42 | 68 | 157 | 250 | 250 |
| 17 | 6 | 26 | 45 | 68 | 157 | 250 | 250 |
| 18 | 6 | 26 | 46 | 68 | 157 | 250 | 250 |
| 19 | 7 | 26 | 49 | 68 | 157 | 250 | 250 |
| 20 | 7 | 26 | 52 | 68 | 157 | 250 | 250 |
| 21 | 7 | 26 | 54 | 68 | 157 | 250 | 250 |
| 22 | 8 | 26 | 56 | 68 | 157 | 250 | 250 |
| 23 | 8 | 26 | 59 | 68 | 157 | 250 | 250 |
| 24 | 8 | 26 | 61 | 68 | 157 | 250 | 250 |
| 25 | 9 | 26 | 64 | 68 | 157 | 250 | 250 |
| 26 | 9 | 26 | 66 | 68 | 157 | 250 | 250 |
| 27 | 9 | 26 | 68 | 70 | 157 | 250 | 250 |
| 28 | 10 | 26 | 71 | 72 | 157 | 250 | 250 |
| 29 | 10 | 26 | 73 | 74 | 157 | 250 | 250 |
| 30 | 11 | 26 | 76 | 77 | 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

14

21

44

165

298

3 050

2

1

14

21

44

165

336

2 263

3

1

15

23

48

159

349

1 704

4

1

16

26

52

157

348

1 315

5

1

18

30

54

157

339

1 041

6

3

21

32

57

157

326

845

7

4

23

34

60

157

310

699

8

4

24

35

62

157

294

587

9

5

25

37

65

157

277

500

10

5

26

39

67

157

261

431

11

5

26

39

68

157

250

375

12

5

26

39

68

157

250

328

13

5

26

39

68

157

250

289

14

5

26

39

68

157

250

256

15

5

26

39

68

157

250

250

16

5

26

42

68

157

250

250

17

6

26

45

68

157

250

250

18

6

26

46

68

157

250

250

19

7

26

49

68

157

250

250

20

7

26

52

68

157

250

250

21

7

26

54

68

157

250

250

22

8

26

56

68

157

250

250

23

8

26

59

68

157

250

250

24

8

26

61

68

157

250

250

25

9

26

64

68

157

250

250

26

9

26

66

68

157

250

250

27

9

26

68

70

157

250

250

28

10

26

71

72

157

250

250

29

10

26

73

74

157

250

250

30

11

26

76

77

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 | 77 | 91 | 97 | 120 | 241 | 336 | 3 082 |
| 2 | 73 | 87 | 93 | 116 | 237 | 341 | 2 304 |
| 3 | 75 | 90 | 98 | 124 | 234 | 356 | 1 738 |
| 4 | 73 | 88 | 99 | 125 | 229 | 356 | 1 345 |
| 5 | 71 | 88 | 100 | 124 | 227 | 347 | 1 068 |
| 6 | 71 | 89 | 100 | 126 | 225 | 335 | 867 |
| 7 | 70 | 89 | 100 | 126 | 222 | 320 | 719 |
| 8 | 69 | 89 | 100 | 127 | 221 | 314 | 605 |
| 9 | 68 | 88 | 101 | 129 | 220 | 313 | 516 |
| 10 | 65 | 85 | 98 | 127 | 216 | 309 | 445 |
| 11 | 62 | 83 | 96 | 125 | 214 | 307 | 387 |
| 12 | 61 | 82 | 95 | 124 | 212 | 305 | 339 |
| 13 | 60 | 81 | 94 | 123 | 211 | 304 | 304 |
| 14 | 60 | 80 | 93 | 123 | 211 | 304 | 304 |
| 15 | 59 | 80 | 93 | 122 | 210 | 303 | 303 |
| 16 | 59 | 79 | 92 | 122 | 210 | 303 | 303 |
| 17 | 58 | 79 | 92 | 121 | 209 | 302 | 302 |
| 18 | 57 | 78 | 91 | 120 | 209 | 302 | 302 |
| 19 | 57 | 77 | 90 | 120 | 208 | 301 | 301 |
| 20 | 56 | 77 | 90 | 119 | 207 | 300 | 300 |
| 21 | 55 | 76 | 89 | 118 | 206 | 299 | 299 |
| 22 | 54 | 75 | 88 | 117 | 206 | 299 | 299 |
| 23 | 54 | 74 | 87 | 117 | 205 | 298 | 298 |
| 24 | 52 | 73 | 86 | 116 | 204 | 297 | 297 |
| 25 | 51 | 72 | 85 | 114 | 203 | 296 | 296 |
| 26 | 50 | 71 | 84 | 113 | 202 | 295 | 295 |
| 27 | 49 | 70 | 83 | 112 | 200 | 293 | 293 |
| 28 | 48 | 69 | 82 | 111 | 199 | 292 | 292 |
| 29 | 47 | 68 | 81 | 110 | 198 | 291 | 291 |
| 30 | 46 | 67 | 80 | 109 | 197 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

91

97

120

241

336

3 082

2

73

87

93

116

237

341

2 304

3

75

90

98

124

234

356

1 738

4

73

88

99

125

229

356

1 345

5

71

88

100

124

227

347

1 068

6

71

89

100

126

225

335

867

7

70

89

100

126

222

320

719

8

69

89

100

127

221

314

605

9

68

88

101

129

220

313

516

10

65

85

98

127

216

309

445

11

62

83

96

125

214

307

387

12

61

82

95

124

212

305

339

13

60

81

94

123

211

304

304

14

60

80

93

123

211

304

304

15

59

80

93

122

210

303

303

16

59

79

92

122

210

303

303

17

58

79

92

121

209

302

302

18

57

78

91

120

209

302

302

19

57

77

90

120

208

301

301

20

56

77

90

119

207

300

300

21

55

76

89

118

206

299

299

22

54

75

88

117

206

299

299

23

54

74

87

117

205

298

298

24

52

73

86

116

204

297

297

25

51

72

85

114

203

296

296

26

50

71

84

113

202

295

295

27

49

70

83

112

200

293

293

28

48

69

82

111

199

292

292

29

47

68

81

110

198

291

291

30

46

67

80

109

197

290

290

3.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 18 | 25 | 47 | 168 | 299 | 3 064 |
| 2 | 7 | 20 | 27 | 49 | 170 | 337 | 2 274 |
| 3 | 7 | 22 | 30 | 55 | 166 | 350 | 1 713 |
| 4 | 8 | 23 | 34 | 60 | 164 | 350 | 1 322 |
| 5 | 9 | 25 | 37 | 62 | 164 | 341 | 1 048 |
| 6 | 10 | 28 | 40 | 65 | 164 | 327 | 850 |
| 7 | 11 | 30 | 41 | 67 | 164 | 312 | 703 |
| 8 | 11 | 31 | 42 | 69 | 163 | 295 | 591 |
| 9 | 11 | 31 | 43 | 71 | 163 | 279 | 503 |
| 10 | 11 | 31 | 44 | 73 | 162 | 262 | 434 |
| 11 | 11 | 31 | 44 | 74 | 162 | 255 | 377 |
| 12 | 10 | 31 | 44 | 73 | 161 | 254 | 330 |
| 13 | 10 | 31 | 44 | 73 | 161 | 254 | 292 |
| 14 | 10 | 30 | 43 | 73 | 161 | 254 | 259 |
| 15 | 10 | 30 | 43 | 73 | 161 | 254 | 254 |
| 16 | 9 | 30 | 43 | 72 | 160 | 253 | 253 |
| 17 | 9 | 30 | 45 | 72 | 160 | 253 | 253 |
| 18 | 9 | 30 | 48 | 72 | 160 | 253 | 253 |
| 19 | 9 | 30 | 49 | 72 | 160 | 253 | 253 |
| 20 | 10 | 30 | 52 | 73 | 161 | 254 | 254 |
| 21 | 10 | 31 | 55 | 73 | 161 | 254 | 254 |
| 22 | 10 | 31 | 57 | 73 | 161 | 254 | 254 |
| 23 | 10 | 31 | 60 | 73 | 162 | 255 | 255 |
| 24 | 10 | 31 | 62 | 74 | 162 | 255 | 255 |
| 25 | 10 | 31 | 65 | 74 | 162 | 255 | 255 |
| 26 | 10 | 31 | 67 | 74 | 162 | 255 | 255 |
| 27 | 10 | 31 | 70 | 73 | 162 | 255 | 255 |
| 28 | 10 | 31 | 72 | 74 | 161 | 254 | 254 |
| 29 | 10 | 31 | 75 | 75 | 161 | 254 | 254 |
| 30 | 11 | 31 | 77 | 77 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

18

25

47

168

299

3 064

2

7

20

27

49

170

337

2 274

3

7

22

30

55

166

350

1 713

4

8

23

34

60

164

350

1 322

5

9

25

37

62

164

341

1 048

6

10

28

40

65

164

327

850

7

11

30

41

67

164

312

703

8

11

31

42

69

163

295

591

9

11

31

43

71

163

279

503

10

11

31

44

73

162

262

434

11

11

31

44

74

162

255

377

12

10

31

44

73

161

254

330

13

10

31

44

73

161

254

292

14

10

30

43

73

161

254

259

15

10

30

43

73

161

254

254

16

9

30

43

72

160

253

253

17

9

30

45

72

160

253

253

18

9

30

48

72

160

253

253

19

9

30

49

72

160

253

253

20

10

30

52

73

161

254

254

21

10

31

55

73

161

254

254

22

10

31

57

73

161

254

254

23

10

31

60

73

162

255

255

24

10

31

62

74

162

255

255

25

10

31

65

74

162

255

255

26

10

31

67

74

162

255

255

27

10

31

70

73

162

255

255

28

10

31

72

74

161

254

254

29

10

31

75

75

161

254

254

30

11

31

77

77

161

254

254

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 | 45 | 59 | 66 | 88 | 209 | 304 | 3 065 |
| 2 | 49 | 63 | 69 | 92 | 213 | 337 | 2 276 |
| 3 | 53 | 68 | 76 | 101 | 212 | 351 | 1 716 |
| 4 | 55 | 71 | 81 | 107 | 212 | 351 | 1 326 |
| 5 | 57 | 74 | 86 | 110 | 212 | 343 | 1 053 |
| 6 | 59 | 76 | 88 | 113 | 212 | 330 | 855 |
| 7 | 59 | 78 | 89 | 115 | 212 | 315 | 709 |
| 8 | 58 | 78 | 89 | 116 | 211 | 304 | 597 |
| 9 | 57 | 78 | 90 | 118 | 209 | 302 | 509 |
| 10 | 56 | 77 | 90 | 119 | 208 | 301 | 439 |
| 11 | 55 | 76 | 89 | 118 | 206 | 299 | 382 |
| 12 | 53 | 74 | 87 | 117 | 205 | 298 | 334 |
| 13 | 52 | 73 | 86 | 115 | 203 | 296 | 296 |
| 14 | 51 | 71 | 84 | 114 | 202 | 295 | 295 |
| 15 | 49 | 70 | 83 | 113 | 201 | 294 | 294 |
| 16 | 48 | 69 | 82 | 112 | 200 | 293 | 293 |
| 17 | 48 | 68 | 81 | 111 | 199 | 292 | 292 |
| 18 | 47 | 67 | 80 | 110 | 198 | 291 | 291 |
| 19 | 46 | 67 | 80 | 109 | 197 | 290 | 290 |
| 20 | 46 | 66 | 79 | 109 | 197 | 290 | 290 |
| 21 | 45 | 65 | 78 | 108 | 196 | 289 | 289 |
| 22 | 44 | 65 | 78 | 107 | 195 | 288 | 288 |
| 23 | 43 | 64 | 77 | 106 | 194 | 287 | 287 |
| 24 | 42 | 63 | 76 | 105 | 194 | 287 | 287 |
| 25 | 42 | 62 | 75 | 105 | 193 | 286 | 286 |
| 26 | 41 | 61 | 74 | 104 | 192 | 285 | 285 |
| 27 | 40 | 61 | 74 | 103 | 191 | 284 | 284 |
| 28 | 39 | 60 | 73 | 102 | 190 | 283 | 283 |
| 29 | 38 | 59 | 75 | 101 | 189 | 282 | 282 |
| 30 | 37 | 58 | 77 | 100 | 189 | 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

45

59

66

88

209

304

3 065

2

49

63

69

92

213

337

2 276

3

53

68

76

101

212

351

1 716

4

55

71

81

107

212

351

1 326

5

57

74

86

110

212

343

1 053

6

59

76

88

113

212

330

855

7

59

78

89

115

212

315

709

8

58

78

89

116

211

304

597

9

57

78

90

118

209

302

509

10

56

77

90

119

208

301

439

11

55

76

89

118

206

299

382

12

53

74

87

117

205

298

334

13

52

73

86

115

203

296

296

14

51

71

84

114

202

295

295

15

49

70

83

113

201

294

294

16

48

69

82

112

200

293

293

17

48

68

81

111

199

292

292

18

47

67

80

110

198

291

291

19

46

67

80

109

197

290

290

20

46

66

79

109

197

290

290

21

45

65

78

108

196

289

289

22

44

65

78

107

195

288

288

23

43

64

77

106

194

287

287

24

42

63

76

105

194

287

287

25

42

62

75

105

193

286

286

26

41

61

74

104

192

285

285

27

40

61

74

103

191

284

284

28

39

60

73

102

190

283

283

29

38

59

75

101

189

282

282

30

37

58

77

100

189

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 | 20 | 43 | 164 | 297 | 3 048 |
| 2 | 0 | 14 | 20 | 43 | 164 | 335 | 2 261 |
| 3 | 1 | 14 | 23 | 48 | 158 | 348 | 1 703 |
| 4 | 1 | 15 | 26 | 52 | 156 | 347 | 1 314 |
| 5 | 1 | 17 | 29 | 54 | 156 | 339 | 1 041 |
| 6 | 2 | 20 | 32 | 57 | 156 | 325 | 844 |
| 7 | 4 | 23 | 34 | 59 | 156 | 310 | 698 |
| 8 | 4 | 23 | 35 | 62 | 156 | 294 | 587 |
| 9 | 4 | 24 | 36 | 65 | 156 | 277 | 500 |
| 10 | 4 | 25 | 38 | 67 | 156 | 261 | 431 |
| 11 | 5 | 25 | 38 | 68 | 156 | 249 | 374 |
| 12 | 5 | 25 | 38 | 68 | 156 | 249 | 328 |
| 13 | 5 | 25 | 38 | 68 | 156 | 249 | 289 |
| 14 | 5 | 25 | 38 | 68 | 156 | 249 | 256 |
| 15 | 5 | 25 | 39 | 68 | 156 | 249 | 249 |
| 16 | 5 | 25 | 42 | 68 | 156 | 249 | 249 |
| 17 | 6 | 25 | 45 | 68 | 156 | 249 | 249 |
| 18 | 6 | 25 | 46 | 68 | 156 | 249 | 249 |
| 19 | 7 | 25 | 49 | 68 | 156 | 249 | 249 |
| 20 | 7 | 25 | 52 | 68 | 156 | 249 | 249 |
| 21 | 7 | 25 | 54 | 68 | 156 | 249 | 249 |
| 22 | 8 | 25 | 56 | 68 | 156 | 249 | 249 |
| 23 | 8 | 25 | 59 | 68 | 156 | 249 | 249 |
| 24 | 8 | 25 | 61 | 68 | 156 | 249 | 249 |
| 25 | 9 | 25 | 64 | 68 | 156 | 249 | 249 |
| 26 | 9 | 25 | 66 | 68 | 156 | 249 | 249 |
| 27 | 9 | 25 | 68 | 70 | 156 | 249 | 249 |
| 28 | 10 | 25 | 71 | 72 | 156 | 249 | 249 |
| 29 | 10 | 25 | 73 | 74 | 156 | 249 | 249 |
| 30 | 11 | 25 | 76 | 77 | 156 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

20

43

164

297

3 048

2

0

14

20

43

164

335

2 261

3

1

14

23

48

158

348

1 703

4

1

15

26

52

156

347

1 314

5

1

17

29

54

156

339

1 041

6

2

20

32

57

156

325

844

7

4

23

34

59

156

310

698

8

4

23

35

62

156

294

587

9

4

24

36

65

156

277

500

10

4

25

38

67

156

261

431

11

5

25

38

68

156

249

374

12

5

25

38

68

156

249

328

13

5

25

38

68

156

249

289

14

5

25

38

68

156

249

256

15

5

25

39

68

156

249

249

16

5

25

42

68

156

249

249

17

6

25

45

68

156

249

249

18

6

25

46

68

156

249

249

19

7

25

49

68

156

249

249

20

7

25

52

68

156

249

249

21

7

25

54

68

156

249

249

22

8

25

56

68

156

249

249

23

8

25

59

68

156

249

249

24

8

25

61

68

156

249

249

25

9

25

64

68

156

249

249

26

9

25

66

68

156

249

249

27

9

25

68

70

156

249

249

28

10

25

71

72

156

249

249

29

10

25

73

74

156

249

249

30

11

25

76

77

156

249

249

3.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 22 | 45 | 183 | 303 | 3 110 |
| 2 | 0 | 11 | 22 | 45 | 183 | 341 | 2 307 |
| 3 | 1 | 11 | 24 | 50 | 177 | 355 | 1 737 |
| 4 | 1 | 13 | 26 | 56 | 174 | 354 | 1 340 |
| 5 | 1 | 16 | 29 | 59 | 173 | 344 | 1 061 |
| 6 | 2 | 18 | 33 | 60 | 172 | 331 | 859 |
| 7 | 2 | 21 | 36 | 60 | 171 | 315 | 710 |
| 8 | 4 | 24 | 37 | 60 | 169 | 298 | 597 |
| 9 | 7 | 31 | 42 | 59 | 168 | 281 | 508 |
| 10 | 10 | 34 | 41 | 57 | 168 | 264 | 437 |
| 11 | 8 | 33 | 41 | 56 | 167 | 260 | 380 |
| 12 | 7 | 32 | 41 | 56 | 166 | 259 | 332 |
| 13 | 6 | 31 | 41 | 56 | 165 | 258 | 293 |
| 14 | 6 | 31 | 42 | 56 | 164 | 257 | 259 |
| 15 | 6 | 31 | 42 | 56 | 164 | 257 | 257 |
| 16 | 6 | 31 | 42 | 56 | 162 | 255 | 255 |
| 17 | 6 | 31 | 45 | 56 | 161 | 254 | 254 |
| 18 | 6 | 31 | 48 | 56 | 161 | 254 | 254 |
| 19 | 7 | 31 | 49 | 56 | 161 | 254 | 254 |
| 20 | 7 | 31 | 52 | 56 | 161 | 254 | 254 |
| 21 | 7 | 31 | 54 | 59 | 161 | 254 | 254 |
| 22 | 8 | 31 | 57 | 61 | 161 | 254 | 254 |
| 23 | 8 | 31 | 60 | 63 | 161 | 253 | 253 |
| 24 | 8 | 31 | 61 | 65 | 160 | 253 | 253 |
| 25 | 9 | 31 | 64 | 66 | 159 | 252 | 252 |
| 26 | 9 | 31 | 66 | 68 | 159 | 252 | 252 |
| 27 | 9 | 31 | 69 | 70 | 159 | 251 | 251 |
| 28 | 10 | 31 | 71 | 72 | 158 | 251 | 251 |
| 29 | 10 | 31 | 73 | 75 | 158 | 251 | 251 |
| 30 | 11 | 31 | 76 | 77 | 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

11

22

45

183

303

3 110

2

0

11

22

45

183

341

2 307

3

1

11

24

50

177

355

1 737

4

1

13

26

56

174

354

1 340

5

1

16

29

59

173

344

1 061

6

2

18

33

60

172

331

859

7

2

21

36

60

171

315

710

8

4

24

37

60

169

298

597

9

7

31

42

59

168

281

508

10

10

34

41

57

168

264

437

11

8

33

41

56

167

260

380

12

7

32

41

56

166

259

332

13

6

31

41

56

165

258

293

14

6

31

42

56

164

257

259

15

6

31

42

56

164

257

257

16

6

31

42

56

162

255

255

17

6

31

45

56

161

254

254

18

6

31

48

56

161

254

254

19

7

31

49

56

161

254

254

20

7

31

52

56

161

254

254

21

7

31

54

59

161

254

254

22

8

31

57

61

161

254

254

23

8

31

60

63

161

253

253

24

8

31

61

65

160

253

253

25

9

31

64

66

159

252

252

26

9

31

66

68

159

252

252

27

9

31

69

70

159

251

251

28

10

31

71

72

158

251

251

29

10

31

73

75

158

251

251

30

11

31

76

77

157

250

250

3.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 95 | 101 | 124 | 245 | 340 | 3 222 |
| 2 | 79 | 93 | 99 | 122 | 243 | 354 | 2 400 |
| 3 | 77 | 91 | 100 | 125 | 235 | 369 | 1 813 |
| 4 | 74 | 90 | 100 | 126 | 231 | 369 | 1 402 |
| 5 | 72 | 89 | 101 | 125 | 228 | 361 | 1 112 |
| 6 | 72 | 90 | 101 | 127 | 226 | 347 | 902 |
| 7 | 71 | 90 | 101 | 126 | 223 | 331 | 746 |
| 8 | 68 | 88 | 99 | 126 | 220 | 314 | 628 |
| 9 | 66 | 87 | 99 | 127 | 218 | 311 | 535 |
| 10 | 65 | 86 | 98 | 127 | 216 | 309 | 461 |
| 11 | 64 | 84 | 97 | 126 | 215 | 308 | 401 |
| 12 | 62 | 83 | 96 | 125 | 213 | 306 | 351 |
| 13 | 60 | 81 | 94 | 123 | 211 | 304 | 309 |
| 14 | 59 | 79 | 92 | 122 | 210 | 303 | 303 |
| 15 | 57 | 78 | 91 | 120 | 209 | 302 | 302 |
| 16 | 56 | 77 | 90 | 119 | 207 | 300 | 300 |
| 17 | 55 | 76 | 89 | 118 | 206 | 299 | 299 |
| 18 | 54 | 75 | 88 | 117 | 205 | 298 | 298 |
| 19 | 53 | 74 | 87 | 116 | 204 | 297 | 297 |
| 20 | 52 | 73 | 86 | 115 | 204 | 297 | 297 |
| 21 | 52 | 72 | 85 | 115 | 203 | 296 | 296 |
| 22 | 51 | 71 | 84 | 114 | 202 | 295 | 295 |
| 23 | 50 | 70 | 83 | 113 | 201 | 294 | 294 |
| 24 | 49 | 69 | 82 | 112 | 200 | 293 | 293 |
| 25 | 47 | 68 | 81 | 111 | 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 | 77 | 106 | 195 | 288 | 288 |
| 30 | 42 | 63 | 81 | 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

81

95

101

124

245

340

3 222

2

79

93

99

122

243

354

2 400

3

77

91

100

125

235

369

1 813

4

74

90

100

126

231

369

1 402

5

72

89

101

125

228

361

1 112

6

72

90

101

127

226

347

902

7

71

90

101

126

223

331

746

8

68

88

99

126

220

314

628

9

66

87

99

127

218

311

535

10

65

86

98

127

216

309

461

11

64

84

97

126

215

308

401

12

62

83

96

125

213

306

351

13

60

81

94

123

211

304

309

14

59

79

92

122

210

303

303

15

57

78

91

120

209

302

302

16

56

77

90

119

207

300

300

17

55

76

89

118

206

299

299

18

54

75

88

117

205

298

298

19

53

74

87

116

204

297

297

20

52

73

86

115

204

297

297

21

52

72

85

115

203

296

296

22

51

71

84

114

202

295

295

23

50

70

83

113

201

294

294

24

49

69

82

112

200

293

293

25

47

68

81

111

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

77

106

195

288

288

30

42

63

81

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 | 68 | 75 | 97 | 218 | 313 | 3 139 |
| 2 | 53 | 67 | 73 | 96 | 217 | 345 | 2 334 |
| 3 | 52 | 66 | 75 | 100 | 210 | 359 | 1 760 |
| 4 | 50 | 66 | 76 | 102 | 207 | 359 | 1 360 |
| 5 | 49 | 66 | 78 | 102 | 205 | 350 | 1 078 |
| 6 | 49 | 67 | 79 | 104 | 203 | 337 | 875 |
| 7 | 49 | 68 | 79 | 104 | 201 | 321 | 724 |
| 8 | 48 | 67 | 79 | 105 | 200 | 304 | 609 |
| 9 | 46 | 66 | 78 | 107 | 198 | 291 | 519 |
| 10 | 45 | 66 | 79 | 108 | 197 | 290 | 447 |
| 11 | 45 | 65 | 78 | 107 | 196 | 289 | 388 |
| 12 | 44 | 64 | 77 | 107 | 195 | 288 | 340 |
| 13 | 43 | 64 | 77 | 106 | 194 | 287 | 299 |
| 14 | 42 | 63 | 76 | 105 | 193 | 286 | 286 |
| 15 | 42 | 62 | 75 | 105 | 193 | 286 | 286 |
| 16 | 41 | 61 | 74 | 104 | 192 | 285 | 285 |
| 17 | 40 | 61 | 74 | 103 | 191 | 284 | 284 |
| 18 | 39 | 60 | 73 | 102 | 190 | 283 | 283 |
| 19 | 39 | 59 | 72 | 102 | 190 | 283 | 283 |
| 20 | 39 | 59 | 72 | 102 | 190 | 283 | 283 |
| 21 | 38 | 59 | 72 | 101 | 189 | 282 | 282 |
| 22 | 38 | 59 | 71 | 101 | 189 | 282 | 282 |
| 23 | 37 | 58 | 71 | 100 | 188 | 281 | 281 |
| 24 | 37 | 57 | 70 | 100 | 188 | 281 | 281 |
| 25 | 36 | 57 | 70 | 99 | 187 | 280 | 280 |
| 26 | 35 | 56 | 69 | 98 | 187 | 280 | 280 |
| 27 | 35 | 55 | 71 | 98 | 186 | 279 | 279 |
| 28 | 34 | 55 | 74 | 97 | 185 | 278 | 278 |
| 29 | 33 | 54 | 76 | 96 | 184 | 277 | 277 |
| 30 | 33 | 53 | 78 | 96 | 184 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

55

68

75

97

218

313

3 139

2

53

67

73

96

217

345

2 334

3

52

66

75

100

210

359

1 760

4

50

66

76

102

207

359

1 360

5

49

66

78

102

205

350

1 078

6

49

67

79

104

203

337

875

7

49

68

79

104

201

321

724

8

48

67

79

105

200

304

609

9

46

66

78

107

198

291

519

10

45

66

79

108

197

290

447

11

45

65

78

107

196

289

388

12

44

64

77

107

195

288

340

13

43

64

77

106

194

287

299

14

42

63

76

105

193

286

286

15

42

62

75

105

193

286

286

16

41

61

74

104

192

285

285

17

40

61

74

103

191

284

284

18

39

60

73

102

190

283

283

19

39

59

72

102

190

283

283

20

39

59

72

102

190

283

283

21

38

59

72

101

189

282

282

22

38

59

71

101

189

282

282

23

37

58

71

100

188

281

281

24

37

57

70

100

188

281

281

25

36

57

70

99

187

280

280

26

35

56

69

98

187

280

280

27

35

55

71

98

186

279

279

28

34

55

74

97

185

278

278

29

33

54

76

96

184

277

277

30

33

53

78

96

184

277

277

3.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 39 | 46 | 69 | 190 | 306 | 3 138 |
| 2 | 27 | 40 | 47 | 69 | 190 | 345 | 2 334 |
| 3 | 25 | 40 | 48 | 73 | 184 | 359 | 1 758 |
| 4 | 24 | 40 | 50 | 76 | 180 | 358 | 1 356 |
| 5 | 24 | 41 | 53 | 77 | 179 | 348 | 1 073 |
| 6 | 25 | 43 | 54 | 80 | 179 | 335 | 870 |
| 7 | 26 | 44 | 55 | 81 | 178 | 319 | 719 |
| 8 | 25 | 44 | 56 | 83 | 177 | 302 | 604 |
| 9 | 24 | 45 | 57 | 85 | 176 | 284 | 514 |
| 10 | 24 | 45 | 58 | 86 | 175 | 268 | 442 |
| 11 | 24 | 44 | 57 | 86 | 175 | 268 | 384 |
| 12 | 23 | 43 | 56 | 86 | 174 | 267 | 336 |
| 13 | 22 | 43 | 56 | 85 | 173 | 266 | 296 |
| 14 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 15 | 21 | 41 | 54 | 84 | 172 | 265 | 265 |
| 16 | 20 | 40 | 53 | 83 | 171 | 264 | 264 |
| 17 | 19 | 40 | 53 | 82 | 170 | 263 | 263 |
| 18 | 19 | 39 | 52 | 82 | 170 | 263 | 263 |
| 19 | 19 | 39 | 52 | 82 | 170 | 263 | 263 |
| 20 | 19 | 39 | 53 | 82 | 170 | 263 | 263 |
| 21 | 19 | 39 | 55 | 82 | 170 | 263 | 263 |
| 22 | 19 | 39 | 57 | 82 | 170 | 263 | 263 |
| 23 | 18 | 39 | 60 | 81 | 170 | 263 | 263 |
| 24 | 18 | 39 | 62 | 81 | 169 | 262 | 262 |
| 25 | 18 | 39 | 65 | 81 | 169 | 262 | 262 |
| 26 | 18 | 38 | 67 | 81 | 169 | 262 | 262 |
| 27 | 17 | 38 | 70 | 81 | 169 | 262 | 262 |
| 28 | 17 | 38 | 72 | 80 | 168 | 261 | 261 |
| 29 | 17 | 38 | 75 | 80 | 168 | 261 | 261 |
| 30 | 17 | 37 | 78 | 80 | 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

39

46

69

190

306

3 138

2

27

40

47

69

190

345

2 334

3

25

40

48

73

184

359

1 758

4

24

40

50

76

180

358

1 356

5

24

41

53

77

179

348

1 073

6

25

43

54

80

179

335

870

7

26

44

55

81

178

319

719

8

25

44

56

83

177

302

604

9

24

45

57

85

176

284

514

10

24

45

58

86

175

268

442

11

24

44

57

86

175

268

384

12

23

43

56

86

174

267

336

13

22

43

56

85

173

266

296

14

21

42

55

84

172

265

265

15

21

41

54

84

172

265

265

16

20

40

53

83

171

264

264

17

19

40

53

82

170

263

263

18

19

39

52

82

170

263

263

19

19

39

52

82

170

263

263

20

19

39

53

82

170

263

263

21

19

39

55

82

170

263

263

22

19

39

57

82

170

263

263

23

18

39

60

81

170

263

263

24

18

39

62

81

169

262

262

25

18

39

65

81

169

262

262

26

18

38

67

81

169

262

262

27

17

38

70

81

169

262

262

28

17

38

72

80

168

261

261

29

17

38

75

80

168

261

261

30

17

37

78

80

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 | 145 | 296 | 3 029 |
| 2 | 0 | 1 | 6 | 25 | 146 | 333 | 2 246 |
| 3 | 1 | 1 | 9 | 30 | 141 | 346 | 1 692 |
| 4 | 1 | 3 | 11 | 34 | 138 | 345 | 1 305 |
| 5 | 1 | 4 | 14 | 36 | 138 | 337 | 1 034 |
| 6 | 2 | 4 | 16 | 39 | 138 | 323 | 839 |
| 7 | 2 | 6 | 19 | 41 | 138 | 308 | 694 |
| 8 | 2 | 6 | 22 | 44 | 138 | 292 | 583 |
| 9 | 2 | 7 | 25 | 47 | 138 | 275 | 497 |
| 10 | 4 | 8 | 27 | 49 | 138 | 259 | 428 |
| 11 | 4 | 9 | 29 | 51 | 139 | 243 | 372 |
| 12 | 4 | 10 | 32 | 49 | 138 | 231 | 326 |
| 13 | 4 | 10 | 35 | 51 | 139 | 232 | 287 |
| 14 | 4 | 11 | 36 | 50 | 138 | 231 | 254 |
| 15 | 5 | 12 | 39 | 49 | 137 | 230 | 230 |
| 16 | 5 | 13 | 42 | 48 | 136 | 229 | 229 |
| 17 | 6 | 14 | 44 | 49 | 136 | 229 | 229 |
| 18 | 6 | 15 | 46 | 52 | 136 | 229 | 229 |
| 19 | 7 | 15 | 49 | 54 | 137 | 230 | 230 |
| 20 | 7 | 17 | 52 | 56 | 137 | 230 | 230 |
| 21 | 7 | 17 | 53 | 58 | 138 | 231 | 231 |
| 22 | 8 | 18 | 56 | 60 | 138 | 231 | 231 |
| 23 | 8 | 18 | 58 | 62 | 138 | 231 | 231 |
| 24 | 8 | 20 | 61 | 64 | 138 | 231 | 231 |
| 25 | 9 | 20 | 63 | 66 | 137 | 230 | 230 |
| 26 | 9 | 21 | 66 | 68 | 137 | 230 | 230 |
| 27 | 9 | 22 | 68 | 70 | 137 | 230 | 230 |
| 28 | 10 | 23 | 71 | 72 | 137 | 230 | 230 |
| 29 | 10 | 23 | 73 | 73 | 137 | 230 | 230 |
| 30 | 11 | 25 | 75 | 75 | 137 | 230 | 230 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

145

296

3 029

2

0

1

6

25

146

333

2 246

3

1

1

9

30

141

346

1 692

4

1

3

11

34

138

345

1 305

5

1

4

14

36

138

337

1 034

6

2

4

16

39

138

323

839

7

2

6

19

41

138

308

694

8

2

6

22

44

138

292

583

9

2

7

25

47

138

275

497

10

4

8

27

49

138

259

428

11

4

9

29

51

139

243

372

12

4

10

32

49

138

231

326

13

4

10

35

51

139

232

287

14

4

11

36

50

138

231

254

15

5

12

39

49

137

230

230

16

5

13

42

48

136

229

229

17

6

14

44

49

136

229

229

18

6

15

46

52

136

229

229

19

7

15

49

54

137

230

230

20

7

17

52

56

137

230

230

21

7

17

53

58

138

231

231

22

8

18

56

60

138

231

231

23

8

18

58

62

138

231

231

24

8

20

61

64

138

231

231

25

9

20

63

66

137

230

230

26

9

21

66

68

137

230

230

27

9

22

68

70

137

230

230

28

10

23

71

72

137

230

230

29

10

23

73

73

137

230

230

30

11

25

75

75

137

230

230

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 56 | 62 | 85 | 206 | 306 | 3 139 |
| 2 | 42 | 56 | 62 | 85 | 206 | 344 | 2 327 |
| 3 | 41 | 56 | 64 | 89 | 200 | 357 | 1 751 |
| 4 | 40 | 56 | 66 | 92 | 197 | 356 | 1 350 |
| 5 | 40 | 57 | 69 | 93 | 195 | 347 | 1 069 |
| 6 | 41 | 58 | 70 | 95 | 194 | 333 | 867 |
| 7 | 41 | 60 | 71 | 96 | 193 | 317 | 717 |
| 8 | 40 | 60 | 71 | 98 | 192 | 301 | 602 |
| 9 | 39 | 60 | 72 | 100 | 191 | 284 | 513 |
| 10 | 39 | 59 | 72 | 101 | 190 | 283 | 442 |
| 11 | 38 | 59 | 72 | 101 | 189 | 282 | 384 |
| 12 | 37 | 58 | 71 | 100 | 189 | 282 | 336 |
| 13 | 37 | 57 | 70 | 100 | 188 | 281 | 296 |
| 14 | 36 | 57 | 70 | 99 | 187 | 280 | 280 |
| 15 | 35 | 56 | 69 | 98 | 186 | 279 | 279 |
| 16 | 34 | 55 | 68 | 97 | 186 | 279 | 279 |
| 17 | 34 | 54 | 67 | 97 | 185 | 278 | 278 |
| 18 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 19 | 33 | 53 | 66 | 96 | 184 | 277 | 277 |
| 20 | 33 | 53 | 66 | 96 | 184 | 277 | 277 |
| 21 | 32 | 53 | 66 | 95 | 184 | 277 | 277 |
| 22 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 23 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 24 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 25 | 30 | 51 | 65 | 93 | 182 | 275 | 275 |
| 26 | 30 | 50 | 67 | 93 | 181 | 274 | 274 |
| 27 | 29 | 50 | 70 | 92 | 180 | 273 | 273 |
| 28 | 28 | 49 | 72 | 92 | 180 | 273 | 273 |
| 29 | 28 | 48 | 75 | 91 | 179 | 272 | 272 |
| 30 | 27 | 48 | 77 | 90 | 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

42

56

62

85

206

306

3 139

2

42

56

62

85

206

344

2 327

3

41

56

64

89

200

357

1 751

4

40

56

66

92

197

356

1 350

5

40

57

69

93

195

347

1 069

6

41

58

70

95

194

333

867

7

41

60

71

96

193

317

717

8

40

60

71

98

192

301

602

9

39

60

72

100

191

284

513

10

39

59

72

101

190

283

442

11

38

59

72

101

189

282

384

12

37

58

71

100

189

282

336

13

37

57

70

100

188

281

296

14

36

57

70

99

187

280

280

15

35

56

69

98

186

279

279

16

34

55

68

97

186

279

279

17

34

54

67

97

185

278

278

18

33

54

67

96

184

277

277

19

33

53

66

96

184

277

277

20

33

53

66

96

184

277

277

21

32

53

66

95

184

277

277

22

32

53

66

95

183

276

276

23

32

52

65

95

183

276

276

24

31

52

65

94

182

275

275

25

30

51

65

93

182

275

275

26

30

50

67

93

181

274

274

27

29

50

70

92

180

273

273

28

28

49

72

92

180

273

273

29

28

48

75

91

179

272

272

30

27

48

77

90

178

271

271

3.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 25 | 31 | 54 | 175 | 307 | 3 149 |
| 2 | 15 | 29 | 35 | 58 | 179 | 346 | 2 338 |
| 3 | 18 | 32 | 41 | 66 | 176 | 359 | 1 760 |
| 4 | 20 | 36 | 46 | 72 | 176 | 358 | 1 358 |
| 5 | 22 | 39 | 51 | 75 | 178 | 349 | 1 075 |
| 6 | 22 | 39 | 51 | 76 | 175 | 335 | 871 |
| 7 | 27 | 46 | 57 | 82 | 179 | 319 | 720 |
| 8 | 26 | 45 | 57 | 84 | 178 | 302 | 605 |
| 9 | 27 | 47 | 59 | 87 | 179 | 285 | 515 |
| 10 | 29 | 49 | 62 | 91 | 180 | 273 | 443 |
| 11 | 30 | 51 | 64 | 93 | 181 | 274 | 385 |
| 12 | 31 | 51 | 64 | 94 | 182 | 275 | 337 |
| 13 | 31 | 52 | 65 | 94 | 182 | 275 | 297 |
| 14 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 15 | 31 | 52 | 65 | 94 | 183 | 276 | 276 |
| 16 | 31 | 52 | 64 | 94 | 182 | 275 | 275 |
| 17 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 18 | 30 | 51 | 64 | 93 | 181 | 274 | 274 |
| 19 | 30 | 50 | 63 | 93 | 181 | 274 | 274 |
| 20 | 30 | 50 | 63 | 93 | 181 | 274 | 274 |
| 21 | 30 | 50 | 63 | 93 | 181 | 274 | 274 |
| 22 | 29 | 50 | 63 | 93 | 181 | 274 | 274 |
| 23 | 29 | 50 | 63 | 92 | 180 | 273 | 273 |
| 24 | 29 | 49 | 62 | 92 | 180 | 273 | 273 |
| 25 | 28 | 49 | 65 | 91 | 179 | 272 | 272 |
| 26 | 28 | 48 | 67 | 91 | 179 | 272 | 272 |
| 27 | 27 | 48 | 70 | 90 | 178 | 271 | 271 |
| 28 | 27 | 47 | 72 | 90 | 178 | 271 | 271 |
| 29 | 26 | 47 | 75 | 89 | 177 | 270 | 270 |
| 30 | 26 | 46 | 78 | 89 | 177 | 270 | 270 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

25

31

54

175

307

3 149

2

15

29

35

58

179

346

2 338

3

18

32

41

66

176

359

1 760

4

20

36

46

72

176

358

1 358

5

22

39

51

75

178

349

1 075

6

22

39

51

76

175

335

871

7

27

46

57

82

179

319

720

8

26

45

57

84

178

302

605

9

27

47

59

87

179

285

515

10

29

49

62

91

180

273

443

11

30

51

64

93

181

274

385

12

31

51

64

94

182

275

337

13

31

52

65

94

182

275

297

14

31

52

65

94

182

275

275

15

31

52

65

94

183

276

276

16

31

52

64

94

182

275

275

17

31

52

65

94

182

275

275

18

30

51

64

93

181

274

274

19

30

50

63

93

181

274

274

20

30

50

63

93

181

274

274

21

30

50

63

93

181

274

274

22

29

50

63

93

181

274

274

23

29

50

63

92

180

273

273

24

29

49

62

92

180

273

273

25

28

49

65

91

179

272

272

26

28

48

67

91

179

272

272

27

27

48

70

90

178

271

271

28

27

47

72

90

178

271

271

29

26

47

75

89

177

270

270

30

26

46

78

89

177

270

270

3.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 24 | 30 | 53 | 174 | 307 | 3 159 |
| 2 | 12 | 25 | 32 | 54 | 175 | 346 | 2 342 |
| 3 | 12 | 26 | 35 | 60 | 171 | 359 | 1 762 |
| 4 | 12 | 28 | 38 | 64 | 169 | 358 | 1 359 |
| 5 | 13 | 30 | 42 | 66 | 169 | 349 | 1 075 |
| 6 | 15 | 33 | 44 | 69 | 169 | 335 | 871 |
| 7 | 16 | 35 | 46 | 72 | 168 | 319 | 720 |
| 8 | 16 | 36 | 47 | 74 | 168 | 302 | 605 |
| 9 | 17 | 37 | 49 | 77 | 168 | 284 | 515 |
| 10 | 17 | 38 | 51 | 79 | 169 | 268 | 443 |
| 11 | 18 | 38 | 51 | 80 | 169 | 262 | 385 |
| 12 | 18 | 38 | 51 | 81 | 169 | 262 | 337 |
| 13 | 18 | 38 | 51 | 81 | 169 | 262 | 297 |
| 14 | 18 | 39 | 52 | 81 | 169 | 262 | 263 |
| 15 | 18 | 39 | 52 | 81 | 169 | 262 | 262 |
| 16 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 17 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 18 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 19 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 20 | 18 | 38 | 53 | 81 | 169 | 262 | 262 |
| 21 | 18 | 38 | 55 | 81 | 169 | 262 | 262 |
| 22 | 18 | 38 | 57 | 81 | 169 | 262 | 262 |
| 23 | 17 | 38 | 60 | 80 | 168 | 261 | 261 |
| 24 | 17 | 38 | 62 | 80 | 168 | 261 | 261 |
| 25 | 16 | 37 | 65 | 80 | 168 | 261 | 261 |
| 26 | 16 | 37 | 67 | 79 | 167 | 260 | 260 |
| 27 | 16 | 36 | 70 | 79 | 167 | 260 | 260 |
| 28 | 15 | 36 | 72 | 78 | 166 | 259 | 259 |
| 29 | 15 | 36 | 75 | 78 | 166 | 259 | 259 |
| 30 | 15 | 35 | 77 | 78 | 166 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

30

53

174

307

3 159

2

12

25

32

54

175

346

2 342

3

12

26

35

60

171

359

1 762

4

12

28

38

64

169

358

1 359

5

13

30

42

66

169

349

1 075

6

15

33

44

69

169

335

871

7

16

35

46

72

168

319

720

8

16

36

47

74

168

302

605

9

17

37

49

77

168

284

515

10

17

38

51

79

169

268

443

11

18

38

51

80

169

262

385

12

18

38

51

81

169

262

337

13

18

38

51

81

169

262

297

14

18

39

52

81

169

262

263

15

18

39

52

81

169

262

262

16

18

38

51

81

169

262

262

17

18

38

51

81

169

262

262

18

18

38

51

81

169

262

262

19

18

38

51

81

169

262

262

20

18

38

53

81

169

262

262

21

18

38

55

81

169

262

262

22

18

38

57

81

169

262

262

23

17

38

60

80

168

261

261

24

17

38

62

80

168

261

261

25

16

37

65

80

168

261

261

26

16

37

67

79

167

260

260

27

16

36

70

79

167

260

260

28

15

36

72

78

166

259

259

29

15

36

75

78

166

259

259

30

15

35

77

78

166

259

259

3.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 59 | 66 | 88 | 209 | 312 | 3 215 |
| 2 | 48 | 62 | 69 | 91 | 212 | 352 | 2 388 |
| 3 | 51 | 65 | 74 | 99 | 209 | 366 | 1 799 |
| 4 | 52 | 67 | 78 | 104 | 208 | 366 | 1 389 |
| 5 | 53 | 70 | 82 | 106 | 208 | 356 | 1 100 |
| 6 | 55 | 73 | 84 | 110 | 209 | 343 | 892 |
| 7 | 56 | 75 | 86 | 111 | 208 | 326 | 737 |
| 8 | 56 | 75 | 87 | 114 | 208 | 309 | 620 |
| 9 | 56 | 76 | 88 | 116 | 208 | 301 | 528 |
| 10 | 56 | 77 | 90 | 118 | 207 | 300 | 454 |
| 11 | 56 | 77 | 90 | 119 | 207 | 300 | 395 |
| 12 | 55 | 76 | 89 | 118 | 206 | 299 | 346 |
| 13 | 54 | 75 | 88 | 117 | 205 | 298 | 304 |
| 14 | 53 | 74 | 87 | 117 | 205 | 298 | 298 |
| 15 | 53 | 73 | 86 | 116 | 204 | 297 | 297 |
| 16 | 52 | 72 | 85 | 115 | 203 | 296 | 296 |
| 17 | 51 | 72 | 85 | 114 | 202 | 295 | 295 |
| 18 | 50 | 71 | 84 | 113 | 201 | 294 | 294 |
| 19 | 50 | 70 | 83 | 113 | 201 | 294 | 294 |
| 20 | 49 | 69 | 82 | 112 | 200 | 293 | 293 |
| 21 | 48 | 69 | 82 | 111 | 199 | 292 | 292 |
| 22 | 47 | 68 | 81 | 110 | 198 | 291 | 291 |
| 23 | 46 | 67 | 80 | 109 | 198 | 291 | 291 |
| 24 | 45 | 66 | 79 | 109 | 197 | 290 | 290 |
| 25 | 45 | 65 | 78 | 108 | 196 | 289 | 289 |
| 26 | 44 | 64 | 77 | 107 | 195 | 288 | 288 |
| 27 | 43 | 63 | 76 | 106 | 194 | 287 | 287 |
| 28 | 42 | 62 | 75 | 105 | 193 | 286 | 286 |
| 29 | 41 | 62 | 77 | 104 | 192 | 285 | 285 |
| 30 | 40 | 61 | 80 | 103 | 191 | 284 | 284 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

59

66

88

209

312

3 215

2

48

62

69

91

212

352

2 388

3

51

65

74

99

209

366

1 799

4

52

67

78

104

208

366

1 389

5

53

70

82

106

208

356

1 100

6

55

73

84

110

209

343

892

7

56

75

86

111

208

326

737

8

56

75

87

114

208

309

620

9

56

76

88

116

208

301

528

10

56

77

90

118

207

300

454

11

56

77

90

119

207

300

395

12

55

76

89

118

206

299

346

13

54

75

88

117

205

298

304

14

53

74

87

117

205

298

298

15

53

73

86

116

204

297

297

16

52

72

85

115

203

296

296

17

51

72

85

114

202

295

295

18

50

71

84

113

201

294

294

19

50

70

83

113

201

294

294

20

49

69

82

112

200

293

293

21

48

69

82

111

199

292

292

22

47

68

81

110

198

291

291

23

46

67

80

109

198

291

291

24

45

66

79

109

197

290

290

25

45

65

78

108

196

289

289

26

44

64

77

107

195

288

288

27

43

63

76

106

194

287

287

28

42

62

75

105

193

286

286

29

41

62

77

104

192

285

285

30

40

61

80

103

191

284

284

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 90 | 97 | 119 | 240 | 335 | 3 282 |
| 2 | 81 | 94 | 101 | 123 | 245 | 361 | 2 450 |
| 3 | 81 | 95 | 104 | 129 | 239 | 376 | 1 851 |
| 4 | 80 | 95 | 106 | 132 | 236 | 377 | 1 432 |
| 5 | 83 | 99 | 111 | 136 | 238 | 368 | 1 135 |
| 6 | 85 | 102 | 114 | 139 | 238 | 354 | 922 |
| 7 | 87 | 105 | 116 | 142 | 239 | 338 | 763 |
| 8 | 87 | 107 | 118 | 145 | 240 | 333 | 642 |
| 9 | 88 | 109 | 121 | 149 | 240 | 333 | 547 |
| 10 | 89 | 109 | 122 | 151 | 240 | 333 | 471 |
| 11 | 88 | 109 | 122 | 151 | 240 | 333 | 410 |
| 12 | 88 | 108 | 121 | 151 | 239 | 332 | 358 |
| 13 | 86 | 107 | 120 | 149 | 237 | 330 | 330 |
| 14 | 85 | 105 | 118 | 148 | 236 | 329 | 329 |
| 15 | 83 | 104 | 117 | 146 | 234 | 327 | 327 |
| 16 | 82 | 103 | 116 | 145 | 233 | 326 | 326 |
| 17 | 80 | 101 | 114 | 144 | 232 | 325 | 325 |
| 18 | 79 | 100 | 113 | 142 | 230 | 323 | 323 |
| 19 | 78 | 98 | 111 | 141 | 229 | 322 | 322 |
| 20 | 76 | 97 | 110 | 139 | 228 | 321 | 321 |
| 21 | 75 | 96 | 109 | 138 | 226 | 319 | 319 |
| 22 | 74 | 94 | 107 | 137 | 225 | 318 | 318 |
| 23 | 72 | 93 | 106 | 135 | 223 | 316 | 316 |
| 24 | 70 | 91 | 104 | 133 | 221 | 314 | 314 |
| 25 | 69 | 89 | 102 | 132 | 220 | 313 | 313 |
| 26 | 67 | 88 | 101 | 130 | 218 | 311 | 311 |
| 27 | 66 | 86 | 99 | 129 | 217 | 310 | 310 |
| 28 | 64 | 85 | 98 | 127 | 215 | 308 | 308 |
| 29 | 63 | 83 | 96 | 126 | 214 | 307 | 307 |
| 30 | 61 | 82 | 95 | 124 | 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

77

90

97

119

240

335

3 282

2

81

94

101

123

245

361

2 450

3

81

95

104

129

239

376

1 851

4

80

95

106

132

236

377

1 432

5

83

99

111

136

238

368

1 135

6

85

102

114

139

238

354

922

7

87

105

116

142

239

338

763

8

87

107

118

145

240

333

642

9

88

109

121

149

240

333

547

10

89

109

122

151

240

333

471

11

88

109

122

151

240

333

410

12

88

108

121

151

239

332

358

13

86

107

120

149

237

330

330

14

85

105

118

148

236

329

329

15

83

104

117

146

234

327

327

16

82

103

116

145

233

326

326

17

80

101

114

144

232

325

325

18

79

100

113

142

230

323

323

19

78

98

111

141

229

322

322

20

76

97

110

139

228

321

321

21

75

96

109

138

226

319

319

22

74

94

107

137

225

318

318

23

72

93

106

135

223

316

316

24

70

91

104

133

221

314

314

25

69

89

102

132

220

313

313

26

67

88

101

130

218

311

311

27

66

86

99

129

217

310

310

28

64

85

98

127

215

308

308

29

63

83

96

126

214

307

307

30

61

82

95

124

212

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 | 4 | 17 | 24 | 46 | 167 | 306 | 3 144 |
| 2 | 7 | 20 | 27 | 50 | 171 | 345 | 2 334 |
| 3 | 9 | 23 | 32 | 57 | 168 | 358 | 1 757 |
| 4 | 11 | 26 | 37 | 62 | 167 | 357 | 1 355 |
| 5 | 13 | 29 | 41 | 66 | 168 | 348 | 1 073 |
| 6 | 15 | 32 | 44 | 69 | 168 | 334 | 869 |
| 7 | 17 | 35 | 46 | 72 | 169 | 318 | 718 |
| 8 | 17 | 36 | 48 | 74 | 169 | 301 | 603 |
| 9 | 17 | 37 | 49 | 78 | 169 | 284 | 514 |
| 10 | 17 | 38 | 51 | 80 | 169 | 267 | 442 |
| 11 | 18 | 38 | 51 | 80 | 169 | 262 | 384 |
| 12 | 17 | 38 | 51 | 80 | 168 | 261 | 336 |
| 13 | 17 | 37 | 50 | 80 | 168 | 261 | 296 |
| 14 | 16 | 37 | 50 | 79 | 167 | 260 | 262 |
| 15 | 15 | 36 | 49 | 78 | 166 | 259 | 259 |
| 16 | 14 | 35 | 48 | 77 | 165 | 258 | 258 |
| 17 | 14 | 35 | 48 | 77 | 165 | 258 | 258 |
| 18 | 14 | 34 | 48 | 77 | 165 | 258 | 258 |
| 19 | 13 | 34 | 50 | 76 | 164 | 257 | 257 |
| 20 | 14 | 34 | 53 | 77 | 165 | 258 | 258 |
| 21 | 14 | 34 | 55 | 77 | 165 | 258 | 258 |
| 22 | 14 | 34 | 57 | 77 | 165 | 258 | 258 |
| 23 | 14 | 34 | 60 | 77 | 165 | 258 | 258 |
| 24 | 14 | 34 | 62 | 77 | 165 | 258 | 258 |
| 25 | 13 | 34 | 65 | 76 | 164 | 257 | 257 |
| 26 | 13 | 34 | 67 | 76 | 164 | 257 | 257 |
| 27 | 13 | 34 | 70 | 76 | 164 | 257 | 257 |
| 28 | 13 | 34 | 72 | 76 | 164 | 257 | 257 |
| 29 | 13 | 33 | 75 | 76 | 164 | 257 | 257 |
| 30 | 13 | 33 | 77 | 77 | 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

4

17

24

46

167

306

3 144

2

7

20

27

50

171

345

2 334

3

9

23

32

57

168

358

1 757

4

11

26

37

62

167

357

1 355

5

13

29

41

66

168

348

1 073

6

15

32

44

69

168

334

869

7

17

35

46

72

169

318

718

8

17

36

48

74

169

301

603

9

17

37

49

78

169

284

514

10

17

38

51

80

169

267

442

11

18

38

51

80

169

262

384

12

17

38

51

80

168

261

336

13

17

37

50

80

168

261

296

14

16

37

50

79

167

260

262

15

15

36

49

78

166

259

259

16

14

35

48

77

165

258

258

17

14

35

48

77

165

258

258

18

14

34

48

77

165

258

258

19

13

34

50

76

164

257

257

20

14

34

53

77

165

258

258

21

14

34

55

77

165

258

258

22

14

34

57

77

165

258

258

23

14

34

60

77

165

258

258

24

14

34

62

77

165

258

258

25

13

34

65

76

164

257

257

26

13

34

67

76

164

257

257

27

13

34

70

76

164

257

257

28

13

34

72

76

164

257

257

29

13

33

75

76

164

257

257

30

13

33

77

77

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 | 89 | 103 | 110 | 132 | 253 | 348 | 3 393 |
| 2 | 90 | 103 | 110 | 132 | 254 | 371 | 2 525 |
| 3 | 89 | 103 | 112 | 137 | 248 | 386 | 1 904 |
| 4 | 89 | 104 | 115 | 141 | 245 | 385 | 1 471 |
| 5 | 89 | 106 | 118 | 142 | 244 | 376 | 1 165 |
| 6 | 90 | 108 | 119 | 145 | 244 | 362 | 945 |
| 7 | 91 | 110 | 121 | 146 | 243 | 345 | 781 |
| 8 | 91 | 110 | 122 | 148 | 243 | 336 | 657 |
| 9 | 90 | 110 | 122 | 150 | 242 | 335 | 559 |
| 10 | 89 | 109 | 122 | 151 | 240 | 333 | 481 |
| 11 | 87 | 108 | 121 | 150 | 238 | 331 | 418 |
| 12 | 85 | 106 | 119 | 148 | 236 | 329 | 366 |
| 13 | 83 | 104 | 117 | 146 | 235 | 328 | 328 |
| 14 | 82 | 102 | 115 | 145 | 233 | 326 | 326 |
| 15 | 80 | 100 | 113 | 143 | 231 | 324 | 324 |
| 16 | 78 | 98 | 111 | 141 | 229 | 322 | 322 |
| 17 | 76 | 97 | 110 | 139 | 227 | 320 | 320 |
| 18 | 74 | 95 | 108 | 137 | 226 | 319 | 319 |
| 19 | 73 | 94 | 107 | 136 | 224 | 317 | 317 |
| 20 | 72 | 93 | 106 | 135 | 223 | 316 | 316 |
| 21 | 71 | 92 | 105 | 134 | 222 | 315 | 315 |
| 22 | 70 | 90 | 103 | 133 | 221 | 314 | 314 |
| 23 | 69 | 89 | 102 | 132 | 220 | 313 | 313 |
| 24 | 67 | 88 | 101 | 131 | 219 | 312 | 312 |
| 25 | 66 | 87 | 100 | 129 | 217 | 310 | 310 |
| 26 | 65 | 86 | 99 | 128 | 216 | 309 | 309 |
| 27 | 64 | 85 | 98 | 127 | 215 | 308 | 308 |
| 28 | 63 | 84 | 97 | 126 | 214 | 307 | 307 |
| 29 | 62 | 83 | 95 | 125 | 213 | 306 | 306 |
| 30 | 61 | 81 | 94 | 124 | 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

89

103

110

132

253

348

3 393

2

90

103

110

132

254

371

2 525

3

89

103

112

137

248

386

1 904

4

89

104

115

141

245

385

1 471

5

89

106

118

142

244

376

1 165

6

90

108

119

145

244

362

945

7

91

110

121

146

243

345

781

8

91

110

122

148

243

336

657

9

90

110

122

150

242

335

559

10

89

109

122

151

240

333

481

11

87

108

121

150

238

331

418

12

85

106

119

148

236

329

366

13

83

104

117

146

235

328

328

14

82

102

115

145

233

326

326

15

80

100

113

143

231

324

324

16

78

98

111

141

229

322

322

17

76

97

110

139

227

320

320

18

74

95

108

137

226

319

319

19

73

94

107

136

224

317

317

20

72

93

106

135

223

316

316

21

71

92

105

134

222

315

315

22

70

90

103

133

221

314

314

23

69

89

102

132

220

313

313

24

67

88

101

131

219

312

312

25

66

87

100

129

217

310

310

26

65

86

99

128

216

309

309

27

64

85

98

127

215

308

308

28

63

84

97

126

214

307

307

29

62

83

95

125

213

306

306

30

61

81

94

124

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 | 335 | 348 | 355 | 378 | 499 | 594 | 3 499 |
| 2 | 76 | 90 | 96 | 119 | 240 | 379 | 2 592 |
| 3 | 78 | 93 | 101 | 126 | 237 | 393 | 1 947 |
| 4 | 80 | 96 | 106 | 132 | 237 | 392 | 1 500 |
| 5 | 82 | 99 | 111 | 135 | 238 | 381 | 1 186 |
| 6 | 84 | 102 | 114 | 139 | 238 | 366 | 961 |
| 7 | 86 | 105 | 116 | 142 | 239 | 349 | 794 |
| 8 | 87 | 107 | 118 | 145 | 239 | 332 | 667 |
| 9 | 88 | 108 | 120 | 148 | 240 | 333 | 568 |
| 10 | 88 | 108 | 121 | 150 | 239 | 332 | 489 |
| 11 | 88 | 109 | 122 | 151 | 239 | 332 | 424 |
| 12 | 88 | 109 | 122 | 151 | 239 | 332 | 371 |
| 13 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 14 | 89 | 110 | 122 | 152 | 240 | 333 | 333 |
| 15 | 90 | 110 | 123 | 153 | 241 | 334 | 334 |
| 16 | 91 | 111 | 124 | 154 | 242 | 335 | 335 |
| 17 | 92 | 112 | 125 | 155 | 243 | 336 | 336 |
| 18 | 93 | 113 | 126 | 156 | 244 | 337 | 337 |
| 19 | 93 | 114 | 127 | 157 | 245 | 338 | 338 |
| 20 | 94 | 115 | 128 | 157 | 245 | 338 | 338 |
| 21 | 94 | 115 | 128 | 157 | 245 | 338 | 338 |
| 22 | 94 | 115 | 128 | 157 | 245 | 338 | 338 |
| 23 | 93 | 114 | 127 | 156 | 245 | 338 | 338 |
| 24 | 93 | 113 | 126 | 156 | 244 | 337 | 337 |
| 25 | 92 | 112 | 125 | 155 | 243 | 336 | 336 |
| 26 | 90 | 111 | 124 | 153 | 242 | 335 | 335 |
| 27 | 89 | 110 | 123 | 152 | 240 | 333 | 333 |
| 28 | 88 | 108 | 121 | 151 | 239 | 332 | 332 |
| 29 | 86 | 107 | 120 | 150 | 238 | 331 | 331 |
| 30 | 85 | 106 | 119 | 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

335

348

355

378

499

594

3 499

2

76

90

96

119

240

379

2 592

3

78

93

101

126

237

393

1 947

4

80

96

106

132

237

392

1 500

5

82

99

111

135

238

381

1 186

6

84

102

114

139

238

366

961

7

86

105

116

142

239

349

794

8

87

107

118

145

239

332

667

9

88

108

120

148

240

333

568

10

88

108

121

150

239

332

489

11

88

109

122

151

239

332

424

12

88

109

122

151

239

332

371

13

88

109

122

151

239

332

332

14

89

110

122

152

240

333

333

15

90

110

123

153

241

334

334

16

91

111

124

154

242

335

335

17

92

112

125

155

243

336

336

18

93

113

126

156

244

337

337

19

93

114

127

157

245

338

338

20

94

115

128

157

245

338

338

21

94

115

128

157

245

338

338

22

94

115

128

157

245

338

338

23

93

114

127

156

245

338

338

24

93

113

126

156

244

337

337

25

92

112

125

155

243

336

336

26

90

111

124

153

242

335

335

27

89

110

123

152

240

333

333

28

88

108

121

151

239

332

332

29

86

107

120

150

238

331

331

30

85

106

119

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 | 5 | 11 | 34 | 155 | 301 | 3 087 |
| 2 | 0 | 5 | 11 | 34 | 155 | 339 | 2 291 |
| 3 | 1 | 5 | 13 | 39 | 149 | 353 | 1 725 |
| 4 | 1 | 5 | 16 | 42 | 146 | 352 | 1 331 |
| 5 | 1 | 6 | 18 | 43 | 145 | 342 | 1 053 |
| 6 | 2 | 8 | 20 | 45 | 144 | 329 | 854 |
| 7 | 2 | 10 | 21 | 47 | 143 | 313 | 705 |
| 8 | 2 | 10 | 22 | 48 | 143 | 296 | 593 |
| 9 | 2 | 10 | 25 | 50 | 142 | 279 | 505 |
| 10 | 4 | 10 | 27 | 52 | 141 | 262 | 434 |
| 11 | 4 | 11 | 30 | 53 | 141 | 246 | 377 |
| 12 | 4 | 10 | 32 | 53 | 141 | 234 | 330 |
| 13 | 4 | 11 | 35 | 53 | 141 | 234 | 291 |
| 14 | 4 | 12 | 38 | 53 | 141 | 234 | 258 |
| 15 | 5 | 12 | 39 | 53 | 141 | 234 | 234 |
| 16 | 5 | 13 | 42 | 53 | 141 | 234 | 234 |
| 17 | 6 | 14 | 45 | 54 | 142 | 235 | 235 |
| 18 | 6 | 15 | 48 | 54 | 142 | 235 | 235 |
| 19 | 7 | 15 | 49 | 55 | 143 | 236 | 236 |
| 20 | 7 | 17 | 52 | 57 | 144 | 237 | 237 |
| 21 | 7 | 17 | 55 | 59 | 145 | 238 | 238 |
| 22 | 8 | 18 | 57 | 61 | 145 | 238 | 238 |
| 23 | 8 | 19 | 60 | 63 | 146 | 239 | 239 |
| 24 | 8 | 20 | 62 | 65 | 146 | 239 | 239 |
| 25 | 9 | 20 | 64 | 68 | 147 | 240 | 240 |
| 26 | 9 | 22 | 66 | 69 | 147 | 240 | 240 |
| 27 | 9 | 22 | 69 | 71 | 148 | 241 | 241 |
| 28 | 10 | 23 | 72 | 73 | 148 | 241 | 241 |
| 29 | 10 | 24 | 74 | 75 | 148 | 241 | 241 |
| 30 | 11 | 25 | 77 | 77 | 148 | 241 | 241 |

Duration (in years)

Credit quality step 0

Credit 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

5

11

34

155

301

3 087

2

0

5

11

34

155

339

2 291

3

1

5

13

39

149

353

1 725

4

1

5

16

42

146

352

1 331

5

1

6

18

43

145

342

1 053

6

2

8

20

45

144

329

854

7

2

10

21

47

143

313

705

8

2

10

22

48

143

296

593

9

2

10

25

50

142

279

505

10

4

10

27

52

141

262

434

11

4

11

30

53

141

246

377

12

4

10

32

53

141

234

330

13

4

11

35

53

141

234

291

14

4

12

38

53

141

234

258

15

5

12

39

53

141

234

234

16

5

13

42

53

141

234

234

17

6

14

45

54

142

235

235

18

6

15

48

54

142

235

235

19

7

15

49

55

143

236

236

20

7

17

52

57

144

237

237

21

7

17

55

59

145

238

238

22

8

18

57

61

145

238

238

23

8

19

60

63

146

239

239

24

8

20

62

65

146

239

239

25

9

20

64

68

147

240

240

26

9

22

66

69

147

240

240

27

9

22

69

71

148

241

241

28

10

23

72

73

148

241

241

29

10

24

74

75

148

241

241

30

11

25

77

77

148

241

241

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 | 68 | 91 | 212 | 307 | 3 147 |
| 2 | 49 | 63 | 69 | 92 | 213 | 345 | 2 333 |
| 3 | 48 | 63 | 71 | 97 | 207 | 358 | 1 756 |
| 4 | 48 | 63 | 74 | 100 | 204 | 357 | 1 355 |
| 5 | 48 | 64 | 76 | 101 | 203 | 348 | 1 073 |
| 6 | 49 | 66 | 78 | 103 | 202 | 335 | 870 |
| 7 | 49 | 68 | 79 | 104 | 201 | 319 | 719 |
| 8 | 48 | 68 | 79 | 106 | 200 | 302 | 605 |
| 9 | 48 | 68 | 80 | 108 | 200 | 293 | 515 |
| 10 | 47 | 67 | 80 | 109 | 198 | 291 | 443 |
| 11 | 46 | 66 | 79 | 108 | 197 | 290 | 385 |
| 12 | 44 | 65 | 78 | 107 | 195 | 288 | 337 |
| 13 | 42 | 63 | 76 | 106 | 194 | 287 | 297 |
| 14 | 41 | 62 | 75 | 104 | 192 | 285 | 285 |
| 15 | 40 | 60 | 73 | 103 | 191 | 284 | 284 |
| 16 | 38 | 59 | 72 | 101 | 189 | 282 | 282 |
| 17 | 37 | 57 | 70 | 100 | 188 | 281 | 281 |
| 18 | 36 | 56 | 69 | 99 | 187 | 280 | 280 |
| 19 | 35 | 55 | 68 | 98 | 186 | 279 | 279 |
| 20 | 34 | 55 | 68 | 97 | 185 | 278 | 278 |
| 21 | 34 | 54 | 67 | 97 | 185 | 278 | 278 |
| 22 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 23 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 24 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 25 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 67 | 93 | 181 | 274 | 274 |
| 27 | 29 | 50 | 70 | 93 | 181 | 274 | 274 |
| 28 | 29 | 49 | 72 | 92 | 180 | 273 | 273 |
| 29 | 28 | 49 | 75 | 91 | 179 | 272 | 272 |
| 30 | 28 | 48 | 78 | 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

68

91

212

307

3 147

2

49

63

69

92

213

345

2 333

3

48

63

71

97

207

358

1 756

4

48

63

74

100

204

357

1 355

5

48

64

76

101

203

348

1 073

6

49

66

78

103

202

335

870

7

49

68

79

104

201

319

719

8

48

68

79

106

200

302

605

9

48

68

80

108

200

293

515

10

47

67

80

109

198

291

443

11

46

66

79

108

197

290

385

12

44

65

78

107

195

288

337

13

42

63

76

106

194

287

297

14

41

62

75

104

192

285

285

15

40

60

73

103

191

284

284

16

38

59

72

101

189

282

282

17

37

57

70

100

188

281

281

18

36

56

69

99

187

280

280

19

35

55

68

98

186

279

279

20

34

55

68

97

185

278

278

21

34

54

67

97

185

278

278

22

33

54

67

96

184

277

277

23

32

53

66

95

183

276

276

24

32

52

65

95

183

276

276

25

31

52

65

94

182

275

275

26

30

51

67

93

181

274

274

27

29

50

70

93

181

274

274

28

29

49

72

92

180

273

273

29

28

49

75

91

179

272

272

30

28

48

78

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 | 111 | 124 | 131 | 153 | 274 | 370 | 3 427 |
| 2 | 112 | 125 | 132 | 154 | 276 | 374 | 2 548 |
| 3 | 112 | 127 | 135 | 161 | 271 | 389 | 1 921 |
| 4 | 113 | 129 | 139 | 165 | 269 | 388 | 1 482 |
| 5 | 114 | 131 | 143 | 167 | 269 | 379 | 1 174 |
| 6 | 115 | 133 | 145 | 170 | 269 | 364 | 952 |
| 7 | 116 | 135 | 146 | 172 | 268 | 361 | 787 |
| 8 | 116 | 135 | 147 | 173 | 268 | 361 | 662 |
| 9 | 115 | 135 | 147 | 176 | 267 | 360 | 564 |
| 10 | 114 | 135 | 148 | 177 | 266 | 359 | 485 |
| 11 | 113 | 134 | 147 | 176 | 264 | 357 | 422 |
| 12 | 111 | 132 | 145 | 174 | 262 | 355 | 369 |
| 13 | 109 | 130 | 143 | 172 | 260 | 353 | 353 |
| 14 | 107 | 128 | 141 | 170 | 258 | 351 | 351 |
| 15 | 105 | 125 | 138 | 168 | 256 | 349 | 349 |
| 16 | 102 | 123 | 136 | 165 | 253 | 346 | 346 |
| 17 | 100 | 121 | 134 | 163 | 251 | 344 | 344 |
| 18 | 98 | 119 | 131 | 161 | 249 | 342 | 342 |
| 19 | 96 | 116 | 129 | 159 | 247 | 340 | 340 |
| 20 | 94 | 115 | 128 | 157 | 245 | 338 | 338 |
| 21 | 92 | 113 | 126 | 155 | 244 | 337 | 337 |
| 22 | 91 | 111 | 124 | 154 | 242 | 335 | 335 |
| 23 | 89 | 109 | 122 | 152 | 240 | 333 | 333 |
| 24 | 87 | 108 | 121 | 150 | 238 | 331 | 331 |
| 25 | 85 | 106 | 119 | 148 | 236 | 329 | 329 |
| 26 | 83 | 104 | 117 | 146 | 234 | 327 | 327 |
| 27 | 82 | 102 | 115 | 145 | 233 | 326 | 326 |
| 28 | 80 | 101 | 114 | 143 | 231 | 324 | 324 |
| 29 | 78 | 99 | 112 | 141 | 230 | 323 | 323 |
| 30 | 77 | 97 | 110 | 140 | 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

111

124

131

153

274

370

3 427

2

112

125

132

154

276

374

2 548

3

112

127

135

161

271

389

1 921

4

113

129

139

165

269

388

1 482

5

114

131

143

167

269

379

1 174

6

115

133

145

170

269

364

952

7

116

135

146

172

268

361

787

8

116

135

147

173

268

361

662

9

115

135

147

176

267

360

564

10

114

135

148

177

266

359

485

11

113

134

147

176

264

357

422

12

111

132

145

174

262

355

369

13

109

130

143

172

260

353

353

14

107

128

141

170

258

351

351

15

105

125

138

168

256

349

349

16

102

123

136

165

253

346

346

17

100

121

134

163

251

344

344

18

98

119

131

161

249

342

342

19

96

116

129

159

247

340

340

20

94

115

128

157

245

338

338

21

92

113

126

155

244

337

337

22

91

111

124

154

242

335

335

23

89

109

122

152

240

333

333

24

87

108

121

150

238

331

331

25

85

106

119

148

236

329

329

26

83

104

117

146

234

327

327

27

82

102

115

145

233

326

326

28

80

101

114

143

231

324

324

29

78

99

112

141

230

323

323

30

77

97

110

140

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 | 167 | 181 | 187 | 210 | 331 | 426 | 3 392 |
| 2 | 177 | 190 | 197 | 219 | 340 | 435 | 2 542 |
| 3 | 180 | 195 | 203 | 228 | 339 | 434 | 1 926 |
| 4 | 181 | 197 | 207 | 233 | 337 | 431 | 1 491 |
| 5 | 182 | 199 | 211 | 235 | 337 | 430 | 1 183 |
| 6 | 182 | 200 | 212 | 237 | 336 | 429 | 960 |
| 7 | 182 | 201 | 212 | 237 | 334 | 427 | 794 |
| 8 | 181 | 200 | 212 | 239 | 333 | 426 | 668 |
| 9 | 180 | 200 | 212 | 240 | 331 | 424 | 568 |
| 10 | 179 | 199 | 212 | 241 | 330 | 423 | 489 |
| 11 | 177 | 197 | 210 | 240 | 328 | 421 | 424 |
| 12 | 174 | 195 | 208 | 237 | 325 | 418 | 418 |
| 13 | 171 | 192 | 205 | 234 | 322 | 415 | 415 |
| 14 | 168 | 189 | 202 | 231 | 319 | 412 | 412 |
| 15 | 165 | 186 | 199 | 228 | 316 | 409 | 409 |
| 16 | 162 | 182 | 195 | 225 | 313 | 406 | 406 |
| 17 | 159 | 179 | 192 | 222 | 310 | 403 | 403 |
| 18 | 156 | 176 | 189 | 219 | 307 | 400 | 400 |
| 19 | 152 | 173 | 186 | 215 | 304 | 397 | 397 |
| 20 | 149 | 170 | 183 | 212 | 301 | 394 | 394 |
| 21 | 146 | 167 | 180 | 209 | 297 | 390 | 390 |
| 22 | 143 | 164 | 177 | 206 | 294 | 387 | 387 |
| 23 | 140 | 161 | 174 | 203 | 291 | 384 | 384 |
| 24 | 137 | 157 | 170 | 200 | 288 | 381 | 381 |
| 25 | 134 | 154 | 167 | 197 | 285 | 378 | 378 |
| 26 | 131 | 151 | 164 | 194 | 282 | 375 | 375 |
| 27 | 128 | 148 | 161 | 191 | 279 | 372 | 372 |
| 28 | 125 | 145 | 158 | 188 | 276 | 369 | 369 |
| 29 | 122 | 143 | 156 | 185 | 273 | 366 | 366 |
| 30 | 119 | 140 | 153 | 182 | 270 | 363 | 363 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

167

181

187

210

331

426

3 392

2

177

190

197

219

340

435

2 542

3

180

195

203

228

339

434

1 926

4

181

197

207

233

337

431

1 491

5

182

199

211

235

337

430

1 183

6

182

200

212

237

336

429

960

7

182

201

212

237

334

427

794

8

181

200

212

239

333

426

668

9

180

200

212

240

331

424

568

10

179

199

212

241

330

423

489

11

177

197

210

240

328

421

424

12

174

195

208

237

325

418

418

13

171

192

205

234

322

415

415

14

168

189

202

231

319

412

412

15

165

186

199

228

316

409

409

16

162

182

195

225

313

406

406

17

159

179

192

222

310

403

403

18

156

176

189

219

307

400

400

19

152

173

186

215

304

397

397

20

149

170

183

212

301

394

394

21

146

167

180

209

297

390

390

22

143

164

177

206

294

387

387

23

140

161

174

203

291

384

384

24

137

157

170

200

288

381

381

25

134

154

167

197

285

378

378

26

131

151

164

194

282

375

375

27

128

148

161

191

279

372

372

28

125

145

158

188

276

369

369

29

122

143

156

185

273

366

366

30

119

140

153

182

270

363

363

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 24 | 38 | 44 | 67 | 188 | 310 | 3 192 |
| 2 | 25 | 39 | 45 | 68 | 189 | 350 | 2 371 |
| 3 | 25 | 39 | 48 | 73 | 183 | 364 | 1 786 |
| 4 | 24 | 40 | 50 | 76 | 180 | 363 | 1 379 |
| 5 | 25 | 41 | 53 | 78 | 180 | 354 | 1 092 |
| 6 | 25 | 43 | 55 | 80 | 179 | 340 | 885 |
| 7 | 26 | 45 | 56 | 81 | 178 | 324 | 732 |
| 8 | 25 | 45 | 56 | 83 | 177 | 307 | 615 |
| 9 | 24 | 45 | 57 | 85 | 176 | 289 | 524 |
| 10 | 24 | 45 | 58 | 86 | 175 | 272 | 451 |
| 11 | 24 | 44 | 57 | 86 | 175 | 268 | 391 |
| 12 | 23 | 44 | 57 | 86 | 174 | 267 | 343 |
| 13 | 22 | 43 | 56 | 85 | 173 | 266 | 302 |
| 14 | 22 | 42 | 55 | 85 | 173 | 266 | 267 |
| 15 | 21 | 42 | 55 | 85 | 173 | 266 | 266 |
| 16 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 17 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 18 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 19 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 20 | 21 | 42 | 55 | 84 | 173 | 266 | 266 |
| 21 | 21 | 42 | 56 | 85 | 173 | 266 | 266 |
| 22 | 21 | 42 | 59 | 84 | 173 | 266 | 266 |
| 23 | 21 | 42 | 61 | 84 | 172 | 265 | 265 |
| 24 | 21 | 42 | 64 | 84 | 172 | 265 | 265 |
| 25 | 21 | 41 | 66 | 84 | 172 | 265 | 265 |
| 26 | 21 | 41 | 69 | 84 | 172 | 265 | 265 |
| 27 | 20 | 41 | 71 | 83 | 171 | 264 | 264 |
| 28 | 20 | 41 | 74 | 83 | 171 | 264 | 264 |
| 29 | 20 | 40 | 76 | 83 | 171 | 264 | 264 |
| 30 | 19 | 40 | 78 | 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

24

38

44

67

188

310

3 192

2

25

39

45

68

189

350

2 371

3

25

39

48

73

183

364

1 786

4

24

40

50

76

180

363

1 379

5

25

41

53

78

180

354

1 092

6

25

43

55

80

179

340

885

7

26

45

56

81

178

324

732

8

25

45

56

83

177

307

615

9

24

45

57

85

176

289

524

10

24

45

58

86

175

272

451

11

24

44

57

86

175

268

391

12

23

44

57

86

174

267

343

13

22

43

56

85

173

266

302

14

22

42

55

85

173

266

267

15

21

42

55

85

173

266

266

16

21

42

55

84

172

265

265

17

21

42

55

84

172

265

265

18

21

42

55

84

172

265

265

19

21

42

55

84

172

265

265

20

21

42

55

84

173

266

266

21

21

42

56

85

173

266

266

22

21

42

59

84

173

266

266

23

21

42

61

84

172

265

265

24

21

42

64

84

172

265

265

25

21

41

66

84

172

265

265

26

21

41

69

84

172

265

265

27

20

41

71

83

171

264

264

28

20

41

74

83

171

264

264

29

20

40

76

83

171

264

264

30

19

40

78

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 | 21 | 34 | 41 | 64 | 185 | 314 | 3 238 |
| 2 | 23 | 36 | 43 | 65 | 186 | 354 | 2 404 |
| 3 | 24 | 38 | 47 | 72 | 182 | 368 | 1 810 |
| 4 | 25 | 40 | 51 | 77 | 181 | 367 | 1 396 |
| 5 | 26 | 43 | 55 | 79 | 182 | 358 | 1 105 |
| 6 | 28 | 46 | 58 | 83 | 182 | 344 | 895 |
| 7 | 30 | 49 | 60 | 85 | 182 | 327 | 740 |
| 8 | 30 | 50 | 61 | 88 | 182 | 310 | 622 |
| 9 | 31 | 51 | 63 | 91 | 182 | 292 | 530 |
| 10 | 31 | 52 | 65 | 94 | 183 | 276 | 456 |
| 11 | 32 | 53 | 66 | 95 | 183 | 276 | 396 |
| 12 | 32 | 53 | 66 | 95 | 183 | 276 | 346 |
| 13 | 32 | 53 | 66 | 95 | 183 | 276 | 305 |
| 14 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 15 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 16 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 17 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 18 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 19 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 20 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 21 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 22 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 23 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 24 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 25 | 31 | 51 | 66 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 69 | 93 | 182 | 275 | 275 |
| 27 | 30 | 51 | 71 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 75 | 92 | 181 | 274 | 274 |
| 29 | 29 | 50 | 77 | 92 | 180 | 273 | 273 |
| 30 | 28 | 49 | 80 | 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

21

34

41

64

185

314

3 238

2

23

36

43

65

186

354

2 404

3

24

38

47

72

182

368

1 810

4

25

40

51

77

181

367

1 396

5

26

43

55

79

182

358

1 105

6

28

46

58

83

182

344

895

7

30

49

60

85

182

327

740

8

30

50

61

88

182

310

622

9

31

51

63

91

182

292

530

10

31

52

65

94

183

276

456

11

32

53

66

95

183

276

396

12

32

53

66

95

183

276

346

13

32

53

66

95

183

276

305

14

32

53

66

95

183

276

276

15

32

52

65

95

183

276

276

16

31

52

65

94

182

275

275

17

31

52

65

94

182

275

275

18

31

52

65

94

182

275

275

19

31

52

65

94

182

275

275

20

32

52

65

95

183

276

276

21

32

52

65

95

183

276

276

22

32

52

65

95

183

276

276

23

32

52

65

95

183

276

276

24

31

52

65

94

182

275

275

25

31

51

66

94

182

275

275

26

30

51

69

93

182

275

275

27

30

51

71

93

181

274

274

28

29

50

75

92

181

274

274

29

29

50

77

92

180

273

273

30

28

49

80

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 | 121 | 134 | 141 | 164 | 285 | 380 | 3 493 |
| 2 | 119 | 133 | 140 | 162 | 283 | 379 | 2 593 |
| 3 | 118 | 132 | 141 | 166 | 277 | 394 | 1 952 |
| 4 | 117 | 132 | 143 | 169 | 273 | 393 | 1 506 |
| 5 | 117 | 133 | 145 | 170 | 272 | 383 | 1 191 |
| 6 | 117 | 134 | 146 | 171 | 270 | 368 | 965 |
| 7 | 117 | 136 | 147 | 172 | 269 | 362 | 797 |
| 8 | 116 | 136 | 147 | 174 | 268 | 361 | 669 |
| 9 | 115 | 135 | 148 | 176 | 267 | 360 | 569 |
| 10 | 115 | 136 | 149 | 177 | 267 | 360 | 489 |
| 11 | 115 | 135 | 148 | 177 | 266 | 359 | 424 |
| 12 | 113 | 134 | 147 | 176 | 264 | 357 | 371 |
| 13 | 112 | 133 | 146 | 175 | 263 | 356 | 356 |
| 14 | 111 | 131 | 144 | 174 | 262 | 355 | 355 |
| 15 | 108 | 129 | 142 | 172 | 260 | 353 | 353 |
| 16 | 106 | 127 | 140 | 169 | 257 | 350 | 350 |
| 17 | 104 | 124 | 137 | 167 | 255 | 348 | 348 |
| 18 | 101 | 122 | 135 | 164 | 252 | 345 | 345 |
| 19 | 99 | 120 | 133 | 162 | 250 | 343 | 343 |
| 20 | 97 | 118 | 131 | 160 | 248 | 341 | 341 |
| 21 | 95 | 115 | 128 | 158 | 246 | 339 | 339 |
| 22 | 93 | 113 | 126 | 156 | 244 | 337 | 337 |
| 23 | 90 | 111 | 124 | 153 | 241 | 334 | 334 |
| 24 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 25 | 86 | 107 | 120 | 149 | 237 | 330 | 330 |
| 26 | 84 | 104 | 117 | 147 | 235 | 328 | 328 |
| 27 | 82 | 102 | 115 | 145 | 233 | 326 | 326 |
| 28 | 80 | 100 | 113 | 143 | 231 | 324 | 324 |
| 29 | 78 | 98 | 111 | 141 | 229 | 322 | 322 |
| 30 | 76 | 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

121

134

141

164

285

380

3 493

2

119

133

140

162

283

379

2 593

3

118

132

141

166

277

394

1 952

4

117

132

143

169

273

393

1 506

5

117

133

145

170

272

383

1 191

6

117

134

146

171

270

368

965

7

117

136

147

172

269

362

797

8

116

136

147

174

268

361

669

9

115

135

148

176

267

360

569

10

115

136

149

177

267

360

489

11

115

135

148

177

266

359

424

12

113

134

147

176

264

357

371

13

112

133

146

175

263

356

356

14

111

131

144

174

262

355

355

15

108

129

142

172

260

353

353

16

106

127

140

169

257

350

350

17

104

124

137

167

255

348

348

18

101

122

135

164

252

345

345

19

99

120

133

162

250

343

343

20

97

118

131

160

248

341

341

21

95

115

128

158

246

339

339

22

93

113

126

156

244

337

337

23

90

111

124

153

241

334

334

24

88

109

122

151

239

332

332

25

86

107

120

149

237

330

330

26

84

104

117

147

235

328

328

27

82

102

115

145

233

326

326

28

80

100

113

143

231

324

324

29

78

98

111

141

229

322

322

30

76

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 | 5 | 12 | 34 | 155 | 307 | 3 159 |
| 2 | 0 | 7 | 14 | 36 | 157 | 346 | 2 343 |
| 3 | 1 | 9 | 17 | 43 | 153 | 360 | 1 763 |
| 4 | 1 | 11 | 22 | 47 | 152 | 358 | 1 360 |
| 5 | 1 | 14 | 26 | 50 | 153 | 349 | 1 076 |
| 6 | 2 | 17 | 29 | 54 | 153 | 335 | 872 |
| 7 | 2 | 20 | 31 | 56 | 153 | 319 | 721 |
| 8 | 2 | 21 | 32 | 59 | 153 | 302 | 606 |
| 9 | 3 | 22 | 34 | 62 | 153 | 285 | 516 |
| 10 | 4 | 22 | 35 | 64 | 153 | 268 | 444 |
| 11 | 4 | 22 | 35 | 65 | 153 | 252 | 386 |
| 12 | 4 | 22 | 35 | 64 | 153 | 246 | 338 |
| 13 | 4 | 22 | 35 | 64 | 152 | 245 | 297 |
| 14 | 4 | 22 | 38 | 64 | 152 | 245 | 263 |
| 15 | 5 | 21 | 41 | 64 | 152 | 245 | 245 |
| 16 | 6 | 21 | 43 | 63 | 152 | 245 | 245 |
| 17 | 6 | 21 | 45 | 64 | 152 | 245 | 245 |
| 18 | 6 | 21 | 48 | 64 | 152 | 245 | 245 |
| 19 | 7 | 21 | 50 | 64 | 152 | 245 | 245 |
| 20 | 7 | 22 | 53 | 64 | 152 | 245 | 245 |
| 21 | 7 | 22 | 55 | 65 | 153 | 246 | 246 |
| 22 | 8 | 23 | 57 | 65 | 153 | 246 | 246 |
| 23 | 8 | 23 | 60 | 65 | 154 | 247 | 247 |
| 24 | 8 | 23 | 62 | 66 | 154 | 247 | 247 |
| 25 | 9 | 23 | 65 | 68 | 154 | 247 | 247 |
| 26 | 9 | 24 | 67 | 70 | 154 | 247 | 247 |
| 27 | 10 | 24 | 70 | 72 | 154 | 247 | 247 |
| 28 | 10 | 24 | 72 | 74 | 154 | 247 | 247 |
| 29 | 10 | 25 | 75 | 76 | 154 | 247 | 247 |
| 30 | 11 | 25 | 78 | 77 | 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

5

12

34

155

307

3 159

2

0

7

14

36

157

346

2 343

3

1

9

17

43

153

360

1 763

4

1

11

22

47

152

358

1 360

5

1

14

26

50

153

349

1 076

6

2

17

29

54

153

335

872

7

2

20

31

56

153

319

721

8

2

21

32

59

153

302

606

9

3

22

34

62

153

285

516

10

4

22

35

64

153

268

444

11

4

22

35

65

153

252

386

12

4

22

35

64

153

246

338

13

4

22

35

64

152

245

297

14

4

22

38

64

152

245

263

15

5

21

41

64

152

245

245

16

6

21

43

63

152

245

245

17

6

21

45

64

152

245

245

18

6

21

48

64

152

245

245

19

7

21

50

64

152

245

245

20

7

22

53

64

152

245

245

21

7

22

55

65

153

246

246

22

8

23

57

65

153

246

246

23

8

23

60

65

154

247

247

24

8

23

62

66

154

247

247

25

9

23

65

68

154

247

247

26

9

24

67

70

154

247

247

27

10

24

70

72

154

247

247

28

10

24

72

74

154

247

247

29

10

25

75

76

154

247

247

30

11

25

78

77

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 | 194 | 307 | 3 153 |
| 2 | 31 | 44 | 51 | 74 | 195 | 345 | 2 337 |
| 3 | 29 | 44 | 52 | 77 | 188 | 358 | 1 758 |
| 4 | 28 | 44 | 54 | 80 | 184 | 357 | 1 355 |
| 5 | 28 | 45 | 57 | 81 | 183 | 348 | 1 072 |
| 6 | 31 | 49 | 60 | 86 | 185 | 334 | 868 |
| 7 | 29 | 48 | 59 | 84 | 181 | 318 | 717 |
| 8 | 33 | 52 | 64 | 90 | 185 | 300 | 602 |
| 9 | 32 | 52 | 64 | 92 | 184 | 283 | 513 |
| 10 | 26 | 47 | 60 | 89 | 178 | 271 | 441 |
| 11 | 22 | 43 | 56 | 85 | 173 | 266 | 383 |
| 12 | 19 | 39 | 52 | 82 | 170 | 263 | 335 |
| 13 | 16 | 37 | 50 | 79 | 167 | 260 | 295 |
| 14 | 14 | 35 | 48 | 77 | 165 | 258 | 261 |
| 15 | 13 | 33 | 46 | 76 | 164 | 257 | 257 |
| 16 | 11 | 32 | 45 | 74 | 162 | 255 | 255 |
| 17 | 10 | 31 | 45 | 73 | 161 | 254 | 254 |
| 18 | 9 | 30 | 48 | 73 | 161 | 254 | 254 |
| 19 | 9 | 30 | 50 | 72 | 160 | 253 | 253 |
| 20 | 9 | 30 | 52 | 72 | 160 | 253 | 253 |
| 21 | 9 | 30 | 55 | 72 | 160 | 253 | 253 |
| 22 | 9 | 30 | 57 | 72 | 160 | 253 | 253 |
| 23 | 9 | 30 | 60 | 72 | 160 | 253 | 253 |
| 24 | 9 | 30 | 62 | 72 | 160 | 253 | 253 |
| 25 | 9 | 30 | 65 | 72 | 160 | 253 | 253 |
| 26 | 9 | 29 | 67 | 72 | 160 | 253 | 253 |
| 27 | 9 | 29 | 70 | 72 | 160 | 253 | 253 |
| 28 | 10 | 29 | 72 | 73 | 160 | 253 | 253 |
| 29 | 10 | 29 | 74 | 75 | 160 | 253 | 253 |
| 30 | 11 | 29 | 77 | 77 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

51

73

194

307

3 153

2

31

44

51

74

195

345

2 337

3

29

44

52

77

188

358

1 758

4

28

44

54

80

184

357

1 355

5

28

45

57

81

183

348

1 072

6

31

49

60

86

185

334

868

7

29

48

59

84

181

318

717

8

33

52

64

90

185

300

602

9

32

52

64

92

184

283

513

10

26

47

60

89

178

271

441

11

22

43

56

85

173

266

383

12

19

39

52

82

170

263

335

13

16

37

50

79

167

260

295

14

14

35

48

77

165

258

261

15

13

33

46

76

164

257

257

16

11

32

45

74

162

255

255

17

10

31

45

73

161

254

254

18

9

30

48

73

161

254

254

19

9

30

50

72

160

253

253

20

9

30

52

72

160

253

253

21

9

30

55

72

160

253

253

22

9

30

57

72

160

253

253

23

9

30

60

72

160

253

253

24

9

30

62

72

160

253

253

25

9

30

65

72

160

253

253

26

9

29

67

72

160

253

253

27

9

29

70

72

160

253

253

28

10

29

72

73

160

253

253

29

10

29

74

75

160

253

253

30

11

29

77

77

159

252

252

3.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 191 | 205 | 211 | 234 | 355 | 450 | 4 678 |
| 2 | 188 | 201 | 208 | 230 | 351 | 476 | 3 361 |
| 3 | 182 | 197 | 205 | 230 | 341 | 483 | 2 476 |
| 4 | 178 | 193 | 204 | 230 | 334 | 473 | 1 877 |
| 5 | 173 | 190 | 202 | 226 | 329 | 455 | 1 464 |
| 6 | 170 | 188 | 200 | 225 | 324 | 433 | 1 172 |
| 7 | 167 | 186 | 197 | 222 | 319 | 412 | 958 |
| 8 | 163 | 182 | 194 | 221 | 315 | 408 | 797 |
| 9 | 159 | 179 | 191 | 219 | 311 | 404 | 673 |
| 10 | 155 | 176 | 189 | 217 | 306 | 399 | 575 |
| 11 | 151 | 172 | 185 | 214 | 302 | 395 | 496 |
| 12 | 147 | 168 | 181 | 210 | 298 | 391 | 431 |
| 13 | 143 | 164 | 177 | 206 | 294 | 387 | 387 |
| 14 | 139 | 160 | 173 | 202 | 291 | 384 | 384 |
| 15 | 136 | 157 | 169 | 199 | 287 | 380 | 380 |
| 16 | 133 | 153 | 166 | 196 | 284 | 377 | 377 |
| 17 | 129 | 150 | 163 | 192 | 280 | 373 | 373 |
| 18 | 126 | 147 | 160 | 189 | 277 | 370 | 370 |
| 19 | 123 | 144 | 157 | 187 | 275 | 368 | 368 |
| 20 | 121 | 141 | 154 | 184 | 272 | 365 | 365 |
| 21 | 118 | 139 | 152 | 181 | 269 | 362 | 362 |
| 22 | 116 | 136 | 149 | 179 | 267 | 360 | 360 |
| 23 | 113 | 134 | 147 | 176 | 264 | 357 | 357 |
| 24 | 110 | 131 | 144 | 173 | 261 | 354 | 354 |
| 25 | 108 | 129 | 141 | 171 | 259 | 352 | 352 |
| 26 | 105 | 126 | 139 | 169 | 257 | 350 | 350 |
| 27 | 103 | 124 | 137 | 166 | 254 | 347 | 347 |
| 28 | 101 | 122 | 135 | 164 | 252 | 345 | 345 |
| 29 | 99 | 119 | 132 | 162 | 250 | 343 | 343 |
| 30 | 97 | 117 | 130 | 160 | 248 | 341 | 341 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

191

205

211

234

355

450

4 678

2

188

201

208

230

351

476

3 361

3

182

197

205

230

341

483

2 476

4

178

193

204

230

334

473

1 877

5

173

190

202

226

329

455

1 464

6

170

188

200

225

324

433

1 172

7

167

186

197

222

319

412

958

8

163

182

194

221

315

408

797

9

159

179

191

219

311

404

673

10

155

176

189

217

306

399

575

11

151

172

185

214

302

395

496

12

147

168

181

210

298

391

431

13

143

164

177

206

294

387

387

14

139

160

173

202

291

384

384

15

136

157

169

199

287

380

380

16

133

153

166

196

284

377

377

17

129

150

163

192

280

373

373

18

126

147

160

189

277

370

370

19

123

144

157

187

275

368

368

20

121

141

154

184

272

365

365

21

118

139

152

181

269

362

362

22

116

136

149

179

267

360

360

23

113

134

147

176

264

357

357

24

110

131

144

173

261

354

354

25

108

129

141

171

259

352

352

26

105

126

139

169

257

350

350

27

103

124

137

166

254

347

347

28

101

122

135

164

252

345

345

29

99

119

132

162

250

343

343

30

97

117

130

160

248

341

341

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 26 | 53 | 173 | 310 | 3 189 |
| 2 | 0 | 14 | 26 | 53 | 173 | 349 | 2 362 |
| 3 | 1 | 17 | 28 | 57 | 169 | 362 | 1 776 |
| 4 | 1 | 20 | 32 | 62 | 168 | 360 | 1 369 |
| 5 | 2 | 23 | 37 | 68 | 169 | 351 | 1 083 |
| 6 | 4 | 26 | 39 | 69 | 170 | 337 | 877 |
| 7 | 7 | 30 | 42 | 71 | 170 | 321 | 725 |
| 8 | 9 | 34 | 46 | 74 | 170 | 304 | 609 |
| 9 | 10 | 37 | 49 | 76 | 170 | 286 | 518 |
| 10 | 11 | 38 | 51 | 77 | 170 | 269 | 446 |
| 11 | 12 | 40 | 52 | 78 | 170 | 263 | 387 |
| 12 | 13 | 41 | 54 | 79 | 170 | 263 | 339 |
| 13 | 14 | 42 | 54 | 80 | 170 | 263 | 299 |
| 14 | 14 | 43 | 55 | 80 | 170 | 263 | 264 |
| 15 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 16 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 17 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 18 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 19 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 20 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 21 | 14 | 43 | 56 | 80 | 171 | 264 | 264 |
| 22 | 14 | 43 | 57 | 80 | 171 | 264 | 264 |
| 23 | 14 | 43 | 60 | 80 | 171 | 264 | 264 |
| 24 | 14 | 43 | 62 | 80 | 171 | 264 | 264 |
| 25 | 14 | 43 | 65 | 80 | 171 | 264 | 264 |
| 26 | 14 | 43 | 67 | 80 | 171 | 264 | 264 |
| 27 | 14 | 43 | 70 | 80 | 171 | 264 | 264 |
| 28 | 14 | 43 | 72 | 80 | 171 | 264 | 264 |
| 29 | 14 | 43 | 75 | 80 | 170 | 263 | 263 |
| 30 | 14 | 43 | 78 | 80 | 170 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

26

53

173

310

3 189

2

0

14

26

53

173

349

2 362

3

1

17

28

57

169

362

1 776

4

1

20

32

62

168

360

1 369

5

2

23

37

68

169

351

1 083

6

4

26

39

69

170

337

877

7

7

30

42

71

170

321

725

8

9

34

46

74

170

304

609

9

10

37

49

76

170

286

518

10

11

38

51

77

170

269

446

11

12

40

52

78

170

263

387

12

13

41

54

79

170

263

339

13

14

42

54

80

170

263

299

14

14

43

55

80

170

263

264

15

14

43

55

80

170

263

263

16

14

43

55

80

170

263

263

17

14

43

55

80

170

263

263

18

14

43

55

80

170

263

263

19

14

43

55

80

170

263

263

20

14

43

55

80

171

264

264

21

14

43

56

80

171

264

264

22

14

43

57

80

171

264

264

23

14

43

60

80

171

264

264

24

14

43

62

80

171

264

264

25

14

43

65

80

171

264

264

26

14

43

67

80

171

264

264

27

14

43

70

80

171

264

264

28

14

43

72

80

171

264

264

29

14

43

75

80

170

263

263

30

14

43

78

80

170

263

263

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 12 | 133 | 299 | 3 061 |
| 2 | 0 | 1 | 6 | 14 | 132 | 336 | 2 270 |
| 3 | 1 | 1 | 9 | 17 | 125 | 349 | 1 708 |
| 4 | 1 | 3 | 11 | 19 | 121 | 348 | 1 317 |
| 5 | 1 | 4 | 14 | 22 | 120 | 339 | 1 042 |
| 6 | 2 | 4 | 16 | 25 | 120 | 325 | 844 |
| 7 | 2 | 6 | 19 | 28 | 119 | 310 | 698 |
| 8 | 2 | 6 | 22 | 30 | 119 | 293 | 586 |
| 9 | 2 | 7 | 25 | 32 | 119 | 276 | 499 |
| 10 | 4 | 8 | 27 | 34 | 119 | 260 | 430 |
| 11 | 4 | 9 | 29 | 37 | 120 | 244 | 373 |
| 12 | 4 | 10 | 32 | 39 | 120 | 228 | 327 |
| 13 | 4 | 10 | 35 | 41 | 120 | 214 | 288 |
| 14 | 4 | 11 | 36 | 43 | 120 | 213 | 255 |
| 15 | 5 | 12 | 39 | 46 | 121 | 214 | 227 |
| 16 | 5 | 13 | 42 | 48 | 121 | 214 | 214 |
| 17 | 6 | 14 | 44 | 49 | 121 | 214 | 214 |
| 18 | 6 | 15 | 46 | 52 | 122 | 215 | 215 |
| 19 | 7 | 15 | 49 | 54 | 122 | 215 | 215 |
| 20 | 7 | 17 | 52 | 56 | 123 | 216 | 216 |
| 21 | 7 | 17 | 53 | 58 | 124 | 217 | 217 |
| 22 | 8 | 18 | 56 | 60 | 125 | 217 | 217 |
| 23 | 8 | 18 | 58 | 62 | 127 | 217 | 217 |
| 24 | 8 | 20 | 61 | 64 | 129 | 218 | 218 |
| 25 | 9 | 20 | 63 | 66 | 130 | 218 | 218 |
| 26 | 9 | 21 | 66 | 68 | 131 | 218 | 218 |
| 27 | 9 | 22 | 68 | 70 | 132 | 218 | 218 |
| 28 | 10 | 23 | 71 | 72 | 133 | 218 | 218 |
| 29 | 10 | 23 | 73 | 73 | 134 | 218 | 218 |
| 30 | 10 | 25 | 75 | 75 | 135 | 218 | 218 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

12

133

299

3 061

2

0

1

6

14

132

336

2 270

3

1

1

9

17

125

349

1 708

4

1

3

11

19

121

348

1 317

5

1

4

14

22

120

339

1 042

6

2

4

16

25

120

325

844

7

2

6

19

28

119

310

698

8

2

6

22

30

119

293

586

9

2

7

25

32

119

276

499

10

4

8

27

34

119

260

430

11

4

9

29

37

120

244

373

12

4

10

32

39

120

228

327

13

4

10

35

41

120

214

288

14

4

11

36

43

120

213

255

15

5

12

39

46

121

214

227

16

5

13

42

48

121

214

214

17

6

14

44

49

121

214

214

18

6

15

46

52

122

215

215

19

7

15

49

54

122

215

215

20

7

17

52

56

123

216

216

21

7

17

53

58

124

217

217

22

8

18

56

60

125

217

217

23

8

18

58

62

127

217

217

24

8

20

61

64

129

218

218

25

9

20

63

66

130

218

218

26

9

21

66

68

131

218

218

27

9

22

68

70

132

218

218

28

10

23

71

72

133

218

218

29

10

23

73

73

134

218

218

30

10

25

75

75

135

218

218

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 14 |
| Euro | Belgium | 14 |
| Euro | Cyprus | 14 |
| Euro | Estonia | 14 |
| Euro | Finland | 14 |
| Euro | France | 14 |
| Euro | Germany | 14 |
| Euro | Greece | 14 |
| Euro | Ireland | 14 |
| Euro | Italy | 14 |
| Euro | Latvia | 14 |
| Euro | Lithuania | 14 |
| Euro | Luxembourg | 14 |
| Euro | Malta | 14 |
| Euro | Netherlands | 14 |
| Euro | Portugal | 14 |
| Euro | Slovakia | 14 |
| Euro | Slovenia | 14 |
| Euro | Spain | 14 |
| Czech koruna | Czech Republic | 12 |
| Danish krone | Denmark | 15 |
| Forint | Hungary | 3 |
| Krona | Sweden | 8 |
| Kuna | Croatia | 1 |
| Lev | Bulgaria | – 2 |
| Pound sterling | United Kingdom | 20 |
| Romanian leu | Romania | 3 |
| Zloty | Poland | 11 |
| Króna | Iceland | 1 |
| Norwegian krone | Norway | 37 |
| Swiss franc | Liechtenstein | 4 |
| Swiss franc | Switzerland | 4 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 30 |
| US dollar | United States | 42 |
| Yen | Japan | 1 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

14

Euro

Belgium

14

Euro

Cyprus

14

Euro

Estonia

14

Euro

Finland

14

Euro

France

14

Euro

Germany

14

Euro

Greece

14

Euro

Ireland

14

Euro

Italy

14

Euro

Latvia

14

Euro

Lithuania

14

Euro

Luxembourg

14

Euro

Malta

14

Euro

Netherlands

14

Euro

Portugal

14

Euro

Slovakia

14

Euro

Slovenia

14

Euro

Spain

14

Czech koruna

Czech Republic

12

Danish krone

Denmark

15

Forint

Hungary

3

Krona

Sweden

8

Kuna

Croatia

1

Lev

Bulgaria

– 2

Pound sterling

United Kingdom

20

Romanian leu

Romania

3

Zloty

Poland

11

Króna

Iceland

1

Norwegian krone

Norway

37

Swiss franc

Liechtenstein

4

Swiss franc

Switzerland

4

Australian dollar

Australia

10

Canadian dollar

Canada

30

US dollar

United States

42

Yen

Japan

1

---