# L_2019037EN.01002201.xml

| 8.2.2019 | EN | Official Journal of the European Union | L 37/22 |
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8.2.2019

EN

Official Journal of the European Union

L 37/22

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COMMISSION IMPLEMENTING REGULATION (EU) 2019/228

of 7 February 2019

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2018 until 30 March 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. |
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(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2018 market data. That information was published on 9 January 2019 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 9 January 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2018 market data. That information was published on 9 January 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 December 2018 until 30 March 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; |
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(a)

the relevant risk-free rate term structures set out in Annex I;

| (b) | the fundamental spreads for the calculation of the matching adjustment set out in Annex II; |
| --- | --- |

(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 December 2018.

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

Done at Brussels, 7 February 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 | – 0,333 % | 1,961 % | – 0,343 % | 0,438 % | – 0,178 % | 0,083 % |
| 2 | – 0,275 % | 1,910 % | – 0,285 % | 1,030 % | – 0,043 % | 0,277 % |
| 3 | – 0,177 % | 1,841 % | – 0,187 % | 1,591 % | 0,106 % | 0,545 % |
| 4 | – 0,046 % | 1,769 % | – 0,056 % | 1,994 % | 0,257 % | 0,857 % |
| 5 | 0,099 % | 1,708 % | 0,088 % | 2,235 % | 0,404 % | 1,136 % |
| 6 | 0,238 % | 1,664 % | 0,228 % | 2,422 % | 0,564 % | 1,383 % |
| 7 | 0,372 % | 1,636 % | 0,362 % | 2,649 % | 0,707 % | 1,609 % |
| 8 | 0,499 % | 1,630 % | 0,489 % | 2,820 % | 0,833 % | 1,819 % |
| 9 | 0,618 % | 1,637 % | 0,608 % | 2,964 % | 0,946 % | 2,013 % |
| 10 | 0,726 % | 1,652 % | 0,716 % | 3,125 % | 1,042 % | 2,176 % |
| 11 | 0,822 % | 1,674 % | 0,812 % | 3,262 % | 1,184 % | 2,312 % |
| 12 | 0,909 % | 1,697 % | 0,899 % | 3,373 % | 1,350 % | 2,428 % |
| 13 | 0,987 % | 1,719 % | 0,977 % | 3,464 % | 1,517 % | 2,528 % |
| 14 | 1,054 % | 1,743 % | 1,043 % | 3,540 % | 1,675 % | 2,615 % |
| 15 | 1,105 % | 1,774 % | 1,095 % | 3,605 % | 1,820 % | 2,692 % |
| 16 | 1,143 % | 1,814 % | 1,133 % | 3,661 % | 1,951 % | 2,760 % |
| 17 | 1,173 % | 1,860 % | 1,163 % | 3,710 % | 2,070 % | 2,822 % |
| 18 | 1,202 % | 1,911 % | 1,192 % | 3,753 % | 2,177 % | 2,878 % |
| 19 | 1,235 % | 1,964 % | 1,225 % | 3,791 % | 2,273 % | 2,929 % |
| 20 | 1,275 % | 2,018 % | 1,264 % | 3,825 % | 2,361 % | 2,975 % |
| 21 | 1,322 % | 2,072 % | 1,312 % | 3,855 % | 2,440 % | 3,018 % |
| 22 | 1,376 % | 2,126 % | 1,366 % | 3,883 % | 2,513 % | 3,057 % |
| 23 | 1,434 % | 2,179 % | 1,424 % | 3,907 % | 2,579 % | 3,093 % |
| 24 | 1,494 % | 2,230 % | 1,485 % | 3,930 % | 2,640 % | 3,127 % |
| 25 | 1,555 % | 2,281 % | 1,546 % | 3,950 % | 2,696 % | 3,159 % |
| 26 | 1,617 % | 2,329 % | 1,608 % | 3,968 % | 2,747 % | 3,188 % |
| 27 | 1,678 % | 2,376 % | 1,669 % | 3,986 % | 2,795 % | 3,216 % |
| 28 | 1,738 % | 2,422 % | 1,729 % | 4,001 % | 2,840 % | 3,242 % |
| 29 | 1,797 % | 2,466 % | 1,788 % | 4,016 % | 2,881 % | 3,266 % |
| 30 | 1,854 % | 2,508 % | 1,846 % | 4,029 % | 2,920 % | 3,289 % |
| 31 | 1,910 % | 2,548 % | 1,902 % | 4,041 % | 2,956 % | 3,311 % |
| 32 | 1,964 % | 2,587 % | 1,956 % | 4,053 % | 2,990 % | 3,331 % |
| 33 | 2,016 % | 2,624 % | 2,008 % | 4,063 % | 3,022 % | 3,351 % |
| 34 | 2,066 % | 2,660 % | 2,059 % | 4,073 % | 3,052 % | 3,369 % |
| 35 | 2,115 % | 2,695 % | 2,108 % | 4,083 % | 3,081 % | 3,387 % |
| 36 | 2,162 % | 2,728 % | 2,154 % | 4,091 % | 3,108 % | 3,404 % |
| 37 | 2,207 % | 2,759 % | 2,200 % | 4,100 % | 3,133 % | 3,419 % |
| 38 | 2,250 % | 2,790 % | 2,243 % | 4,107 % | 3,157 % | 3,435 % |
| 39 | 2,292 % | 2,819 % | 2,285 % | 4,114 % | 3,180 % | 3,449 % |
| 40 | 2,332 % | 2,847 % | 2,325 % | 4,121 % | 3,201 % | 3,463 % |
| 41 | 2,370 % | 2,874 % | 2,364 % | 4,128 % | 3,222 % | 3,476 % |
| 42 | 2,407 % | 2,900 % | 2,401 % | 4,134 % | 3,242 % | 3,489 % |
| 43 | 2,443 % | 2,925 % | 2,437 % | 4,139 % | 3,260 % | 3,501 % |
| 44 | 2,477 % | 2,949 % | 2,472 % | 4,145 % | 3,278 % | 3,513 % |
| 45 | 2,510 % | 2,972 % | 2,505 % | 4,150 % | 3,295 % | 3,524 % |
| 46 | 2,542 % | 2,994 % | 2,537 % | 4,155 % | 3,312 % | 3,535 % |
| 47 | 2,573 % | 3,016 % | 2,567 % | 4,160 % | 3,327 % | 3,545 % |
| 48 | 2,602 % | 3,036 % | 2,597 % | 4,164 % | 3,342 % | 3,555 % |
| 49 | 2,631 % | 3,056 % | 2,626 % | 4,168 % | 3,357 % | 3,565 % |
| 50 | 2,658 % | 3,075 % | 2,653 % | 4,172 % | 3,371 % | 3,574 % |
| 51 | 2,685 % | 3,094 % | 2,680 % | 4,176 % | 3,384 % | 3,583 % |
| 52 | 2,710 % | 3,111 % | 2,705 % | 4,180 % | 3,397 % | 3,591 % |
| 53 | 2,735 % | 3,129 % | 2,730 % | 4,183 % | 3,409 % | 3,600 % |
| 54 | 2,759 % | 3,145 % | 2,754 % | 4,187 % | 3,421 % | 3,608 % |
| 55 | 2,782 % | 3,161 % | 2,777 % | 4,190 % | 3,432 % | 3,616 % |
| 56 | 2,804 % | 3,177 % | 2,799 % | 4,193 % | 3,443 % | 3,623 % |
| 57 | 2,825 % | 3,192 % | 2,821 % | 4,196 % | 3,454 % | 3,630 % |
| 58 | 2,846 % | 3,206 % | 2,841 % | 4,199 % | 3,464 % | 3,637 % |
| 59 | 2,866 % | 3,220 % | 2,862 % | 4,202 % | 3,474 % | 3,644 % |
| 60 | 2,885 % | 3,234 % | 2,881 % | 4,204 % | 3,484 % | 3,651 % |
| 61 | 2,904 % | 3,247 % | 2,900 % | 4,207 % | 3,493 % | 3,657 % |
| 62 | 2,923 % | 3,260 % | 2,918 % | 4,209 % | 3,502 % | 3,663 % |
| 63 | 2,940 % | 3,272 % | 2,936 % | 4,212 % | 3,510 % | 3,669 % |
| 64 | 2,957 % | 3,284 % | 2,953 % | 4,214 % | 3,519 % | 3,675 % |
| 65 | 2,974 % | 3,296 % | 2,970 % | 4,216 % | 3,527 % | 3,681 % |
| 66 | 2,990 % | 3,307 % | 2,986 % | 4,218 % | 3,535 % | 3,686 % |
| 67 | 3,006 % | 3,318 % | 3,002 % | 4,220 % | 3,543 % | 3,691 % |
| 68 | 3,021 % | 3,329 % | 3,017 % | 4,222 % | 3,550 % | 3,697 % |
| 69 | 3,036 % | 3,339 % | 3,032 % | 4,224 % | 3,557 % | 3,702 % |
| 70 | 3,050 % | 3,349 % | 3,046 % | 4,226 % | 3,564 % | 3,707 % |
| 71 | 3,064 % | 3,359 % | 3,061 % | 4,228 % | 3,571 % | 3,711 % |
| 72 | 3,078 % | 3,368 % | 3,074 % | 4,230 % | 3,578 % | 3,716 % |
| 73 | 3,091 % | 3,378 % | 3,087 % | 4,231 % | 3,584 % | 3,720 % |
| 74 | 3,104 % | 3,387 % | 3,100 % | 4,233 % | 3,590 % | 3,725 % |
| 75 | 3,116 % | 3,396 % | 3,113 % | 4,235 % | 3,597 % | 3,729 % |
| 76 | 3,129 % | 3,404 % | 3,125 % | 4,236 % | 3,603 % | 3,733 % |
| 77 | 3,140 % | 3,412 % | 3,137 % | 4,238 % | 3,608 % | 3,737 % |
| 78 | 3,152 % | 3,421 % | 3,149 % | 4,239 % | 3,614 % | 3,741 % |
| 79 | 3,163 % | 3,429 % | 3,160 % | 4,241 % | 3,619 % | 3,745 % |
| 80 | 3,174 % | 3,436 % | 3,171 % | 4,242 % | 3,625 % | 3,749 % |
| 81 | 3,185 % | 3,444 % | 3,182 % | 4,243 % | 3,630 % | 3,753 % |
| 82 | 3,196 % | 3,451 % | 3,193 % | 4,245 % | 3,635 % | 3,756 % |
| 83 | 3,206 % | 3,458 % | 3,203 % | 4,246 % | 3,640 % | 3,760 % |
| 84 | 3,216 % | 3,465 % | 3,213 % | 4,247 % | 3,645 % | 3,763 % |
| 85 | 3,226 % | 3,472 % | 3,223 % | 4,249 % | 3,650 % | 3,767 % |
| 86 | 3,235 % | 3,479 % | 3,232 % | 4,250 % | 3,654 % | 3,770 % |
| 87 | 3,245 % | 3,485 % | 3,242 % | 4,251 % | 3,659 % | 3,773 % |
| 88 | 3,254 % | 3,492 % | 3,251 % | 4,252 % | 3,663 % | 3,776 % |
| 89 | 3,263 % | 3,498 % | 3,260 % | 4,253 % | 3,668 % | 3,779 % |
| 90 | 3,271 % | 3,504 % | 3,268 % | 4,254 % | 3,672 % | 3,782 % |
| 91 | 3,280 % | 3,510 % | 3,277 % | 4,255 % | 3,676 % | 3,785 % |
| 92 | 3,288 % | 3,516 % | 3,285 % | 4,256 % | 3,680 % | 3,788 % |
| 93 | 3,296 % | 3,522 % | 3,294 % | 4,257 % | 3,684 % | 3,791 % |
| 94 | 3,304 % | 3,527 % | 3,302 % | 4,258 % | 3,688 % | 3,793 % |
| 95 | 3,312 % | 3,533 % | 3,309 % | 4,259 % | 3,692 % | 3,796 % |
| 96 | 3,320 % | 3,538 % | 3,317 % | 4,260 % | 3,696 % | 3,799 % |
| 97 | 3,327 % | 3,543 % | 3,325 % | 4,261 % | 3,699 % | 3,801 % |
| 98 | 3,335 % | 3,549 % | 3,332 % | 4,262 % | 3,703 % | 3,804 % |
| 99 | 3,342 % | 3,554 % | 3,339 % | 4,263 % | 3,706 % | 3,806 % |
| 100 | 3,349 % | 3,559 % | 3,346 % | 4,264 % | 3,710 % | 3,809 % |
| 101 | 3,356 % | 3,563 % | 3,353 % | 4,265 % | 3,713 % | 3,811 % |
| 102 | 3,363 % | 3,568 % | 3,360 % | 4,266 % | 3,716 % | 3,814 % |
| 103 | 3,369 % | 3,573 % | 3,367 % | 4,267 % | 3,720 % | 3,816 % |
| 104 | 3,376 % | 3,577 % | 3,373 % | 4,267 % | 3,723 % | 3,818 % |
| 105 | 3,382 % | 3,582 % | 3,380 % | 4,268 % | 3,726 % | 3,820 % |
| 106 | 3,388 % | 3,586 % | 3,386 % | 4,269 % | 3,729 % | 3,822 % |
| 107 | 3,395 % | 3,591 % | 3,392 % | 4,270 % | 3,732 % | 3,825 % |
| 108 | 3,401 % | 3,595 % | 3,398 % | 4,270 % | 3,735 % | 3,827 % |
| 109 | 3,407 % | 3,599 % | 3,404 % | 4,271 % | 3,738 % | 3,829 % |
| 110 | 3,412 % | 3,603 % | 3,410 % | 4,272 % | 3,741 % | 3,831 % |
| 111 | 3,418 % | 3,607 % | 3,416 % | 4,273 % | 3,743 % | 3,833 % |
| 112 | 3,424 % | 3,611 % | 3,421 % | 4,273 % | 3,746 % | 3,835 % |
| 113 | 3,429 % | 3,615 % | 3,427 % | 4,274 % | 3,749 % | 3,836 % |
| 114 | 3,435 % | 3,619 % | 3,432 % | 4,275 % | 3,751 % | 3,838 % |
| 115 | 3,440 % | 3,623 % | 3,438 % | 4,275 % | 3,754 % | 3,840 % |
| 116 | 3,445 % | 3,626 % | 3,443 % | 4,276 % | 3,757 % | 3,842 % |
| 117 | 3,450 % | 3,630 % | 3,448 % | 4,277 % | 3,759 % | 3,844 % |
| 118 | 3,456 % | 3,633 % | 3,453 % | 4,277 % | 3,762 % | 3,846 % |
| 119 | 3,461 % | 3,637 % | 3,458 % | 4,278 % | 3,764 % | 3,847 % |
| 120 | 3,465 % | 3,640 % | 3,463 % | 4,278 % | 3,766 % | 3,849 % |
| 121 | 3,470 % | 3,644 % | 3,468 % | 4,279 % | 3,769 % | 3,851 % |
| 122 | 3,475 % | 3,647 % | 3,473 % | 4,280 % | 3,771 % | 3,852 % |
| 123 | 3,480 % | 3,650 % | 3,478 % | 4,280 % | 3,773 % | 3,854 % |
| 124 | 3,484 % | 3,654 % | 3,482 % | 4,281 % | 3,776 % | 3,855 % |
| 125 | 3,489 % | 3,657 % | 3,487 % | 4,281 % | 3,778 % | 3,857 % |
| 126 | 3,493 % | 3,660 % | 3,491 % | 4,282 % | 3,780 % | 3,858 % |
| 127 | 3,498 % | 3,663 % | 3,495 % | 4,282 % | 3,782 % | 3,860 % |
| 128 | 3,502 % | 3,666 % | 3,500 % | 4,283 % | 3,784 % | 3,861 % |
| 129 | 3,506 % | 3,669 % | 3,504 % | 4,283 % | 3,786 % | 3,863 % |
| 130 | 3,510 % | 3,672 % | 3,508 % | 4,284 % | 3,788 % | 3,864 % |
| 131 | 3,514 % | 3,675 % | 3,512 % | 4,284 % | 3,790 % | 3,866 % |
| 132 | 3,518 % | 3,678 % | 3,516 % | 4,285 % | 3,792 % | 3,867 % |
| 133 | 3,522 % | 3,680 % | 3,520 % | 4,285 % | 3,794 % | 3,869 % |
| 134 | 3,526 % | 3,683 % | 3,524 % | 4,286 % | 3,796 % | 3,870 % |
| 135 | 3,530 % | 3,686 % | 3,528 % | 4,286 % | 3,798 % | 3,871 % |
| 136 | 3,534 % | 3,688 % | 3,532 % | 4,287 % | 3,800 % | 3,873 % |
| 137 | 3,538 % | 3,691 % | 3,536 % | 4,287 % | 3,802 % | 3,874 % |
| 138 | 3,541 % | 3,694 % | 3,540 % | 4,288 % | 3,803 % | 3,875 % |
| 139 | 3,545 % | 3,696 % | 3,543 % | 4,288 % | 3,805 % | 3,876 % |
| 140 | 3,549 % | 3,699 % | 3,547 % | 4,289 % | 3,807 % | 3,878 % |
| 141 | 3,552 % | 3,701 % | 3,550 % | 4,289 % | 3,809 % | 3,879 % |
| 142 | 3,556 % | 3,704 % | 3,554 % | 4,290 % | 3,810 % | 3,880 % |
| 143 | 3,559 % | 3,706 % | 3,557 % | 4,290 % | 3,812 % | 3,881 % |
| 144 | 3,563 % | 3,709 % | 3,561 % | 4,290 % | 3,814 % | 3,882 % |
| 145 | 3,566 % | 3,711 % | 3,564 % | 4,291 % | 3,815 % | 3,884 % |
| 146 | 3,569 % | 3,713 % | 3,567 % | 4,291 % | 3,817 % | 3,885 % |
| 147 | 3,573 % | 3,715 % | 3,571 % | 4,292 % | 3,818 % | 3,886 % |
| 148 | 3,576 % | 3,718 % | 3,574 % | 4,292 % | 3,820 % | 3,887 % |
| 149 | 3,579 % | 3,720 % | 3,577 % | 4,292 % | 3,822 % | 3,888 % |
| 150 | 3,582 % | 3,722 % | 3,580 % | 4,293 % | 3,823 % | 3,889 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,333 %

1,961 %

– 0,343 %

0,438 %

– 0,178 %

0,083 %

2

– 0,275 %

1,910 %

– 0,285 %

1,030 %

– 0,043 %

0,277 %

3

– 0,177 %

1,841 %

– 0,187 %

1,591 %

0,106 %

0,545 %

4

– 0,046 %

1,769 %

– 0,056 %

1,994 %

0,257 %

0,857 %

5

0,099 %

1,708 %

0,088 %

2,235 %

0,404 %

1,136 %

6

0,238 %

1,664 %

0,228 %

2,422 %

0,564 %

1,383 %

7

0,372 %

1,636 %

0,362 %

2,649 %

0,707 %

1,609 %

8

0,499 %

1,630 %

0,489 %

2,820 %

0,833 %

1,819 %

9

0,618 %

1,637 %

0,608 %

2,964 %

0,946 %

2,013 %

10

0,726 %

1,652 %

0,716 %

3,125 %

1,042 %

2,176 %

11

0,822 %

1,674 %

0,812 %

3,262 %

1,184 %

2,312 %

12

0,909 %

1,697 %

0,899 %

3,373 %

1,350 %

2,428 %

13

0,987 %

1,719 %

0,977 %

3,464 %

1,517 %

2,528 %

14

1,054 %

1,743 %

1,043 %

3,540 %

1,675 %

2,615 %

15

1,105 %

1,774 %

1,095 %

3,605 %

1,820 %

2,692 %

16

1,143 %

1,814 %

1,133 %

3,661 %

1,951 %

2,760 %

17

1,173 %

1,860 %

1,163 %

3,710 %

2,070 %

2,822 %

18

1,202 %

1,911 %

1,192 %

3,753 %

2,177 %

2,878 %

19

1,235 %

1,964 %

1,225 %

3,791 %

2,273 %

2,929 %

20

1,275 %

2,018 %

1,264 %

3,825 %

2,361 %

2,975 %

21

1,322 %

2,072 %

1,312 %

3,855 %

2,440 %

3,018 %

22

1,376 %

2,126 %

1,366 %

3,883 %

2,513 %

3,057 %

23

1,434 %

2,179 %

1,424 %

3,907 %

2,579 %

3,093 %

24

1,494 %

2,230 %

1,485 %

3,930 %

2,640 %

3,127 %

25

1,555 %

2,281 %

1,546 %

3,950 %

2,696 %

3,159 %

26

1,617 %

2,329 %

1,608 %

3,968 %

2,747 %

3,188 %

27

1,678 %

2,376 %

1,669 %

3,986 %

2,795 %

3,216 %

28

1,738 %

2,422 %

1,729 %

4,001 %

2,840 %

3,242 %

29

1,797 %

2,466 %

1,788 %

4,016 %

2,881 %

3,266 %

30

1,854 %

2,508 %

1,846 %

4,029 %

2,920 %

3,289 %

31

1,910 %

2,548 %

1,902 %

4,041 %

2,956 %

3,311 %

32

1,964 %

2,587 %

1,956 %

4,053 %

2,990 %

3,331 %

33

2,016 %

2,624 %

2,008 %

4,063 %

3,022 %

3,351 %

34

2,066 %

2,660 %

2,059 %

4,073 %

3,052 %

3,369 %

35

2,115 %

2,695 %

2,108 %

4,083 %

3,081 %

3,387 %

36

2,162 %

2,728 %

2,154 %

4,091 %

3,108 %

3,404 %

37

2,207 %

2,759 %

2,200 %

4,100 %

3,133 %

3,419 %

38

2,250 %

2,790 %

2,243 %

4,107 %

3,157 %

3,435 %

39

2,292 %

2,819 %

2,285 %

4,114 %

3,180 %

3,449 %

40

2,332 %

2,847 %

2,325 %

4,121 %

3,201 %

3,463 %

41

2,370 %

2,874 %

2,364 %

4,128 %

3,222 %

3,476 %

42

2,407 %

2,900 %

2,401 %

4,134 %

3,242 %

3,489 %

43

2,443 %

2,925 %

2,437 %

4,139 %

3,260 %

3,501 %

44

2,477 %

2,949 %

2,472 %

4,145 %

3,278 %

3,513 %

45

2,510 %

2,972 %

2,505 %

4,150 %

3,295 %

3,524 %

46

2,542 %

2,994 %

2,537 %

4,155 %

3,312 %

3,535 %

47

2,573 %

3,016 %

2,567 %

4,160 %

3,327 %

3,545 %

48

2,602 %

3,036 %

2,597 %

4,164 %

3,342 %

3,555 %

49

2,631 %

3,056 %

2,626 %

4,168 %

3,357 %

3,565 %

50

2,658 %

3,075 %

2,653 %

4,172 %

3,371 %

3,574 %

51

2,685 %

3,094 %

2,680 %

4,176 %

3,384 %

3,583 %

52

2,710 %

3,111 %

2,705 %

4,180 %

3,397 %

3,591 %

53

2,735 %

3,129 %

2,730 %

4,183 %

3,409 %

3,600 %

54

2,759 %

3,145 %

2,754 %

4,187 %

3,421 %

3,608 %

55

2,782 %

3,161 %

2,777 %

4,190 %

3,432 %

3,616 %

56

2,804 %

3,177 %

2,799 %

4,193 %

3,443 %

3,623 %

57

2,825 %

3,192 %

2,821 %

4,196 %

3,454 %

3,630 %

58

2,846 %

3,206 %

2,841 %

4,199 %

3,464 %

3,637 %

59

2,866 %

3,220 %

2,862 %

4,202 %

3,474 %

3,644 %

60

2,885 %

3,234 %

2,881 %

4,204 %

3,484 %

3,651 %

61

2,904 %

3,247 %

2,900 %

4,207 %

3,493 %

3,657 %

62

2,923 %

3,260 %

2,918 %

4,209 %

3,502 %

3,663 %

63

2,940 %

3,272 %

2,936 %

4,212 %

3,510 %

3,669 %

64

2,957 %

3,284 %

2,953 %

4,214 %

3,519 %

3,675 %

65

2,974 %

3,296 %

2,970 %

4,216 %

3,527 %

3,681 %

66

2,990 %

3,307 %

2,986 %

4,218 %

3,535 %

3,686 %

67

3,006 %

3,318 %

3,002 %

4,220 %

3,543 %

3,691 %

68

3,021 %

3,329 %

3,017 %

4,222 %

3,550 %

3,697 %

69

3,036 %

3,339 %

3,032 %

4,224 %

3,557 %

3,702 %

70

3,050 %

3,349 %

3,046 %

4,226 %

3,564 %

3,707 %

71

3,064 %

3,359 %

3,061 %

4,228 %

3,571 %

3,711 %

72

3,078 %

3,368 %

3,074 %

4,230 %

3,578 %

3,716 %

73

3,091 %

3,378 %

3,087 %

4,231 %

3,584 %

3,720 %

74

3,104 %

3,387 %

3,100 %

4,233 %

3,590 %

3,725 %

75

3,116 %

3,396 %

3,113 %

4,235 %

3,597 %

3,729 %

76

3,129 %

3,404 %

3,125 %

4,236 %

3,603 %

3,733 %

77

3,140 %

3,412 %

3,137 %

4,238 %

3,608 %

3,737 %

78

3,152 %

3,421 %

3,149 %

4,239 %

3,614 %

3,741 %

79

3,163 %

3,429 %

3,160 %

4,241 %

3,619 %

3,745 %

80

3,174 %

3,436 %

3,171 %

4,242 %

3,625 %

3,749 %

81

3,185 %

3,444 %

3,182 %

4,243 %

3,630 %

3,753 %

82

3,196 %

3,451 %

3,193 %

4,245 %

3,635 %

3,756 %

83

3,206 %

3,458 %

3,203 %

4,246 %

3,640 %

3,760 %

84

3,216 %

3,465 %

3,213 %

4,247 %

3,645 %

3,763 %

85

3,226 %

3,472 %

3,223 %

4,249 %

3,650 %

3,767 %

86

3,235 %

3,479 %

3,232 %

4,250 %

3,654 %

3,770 %

87

3,245 %

3,485 %

3,242 %

4,251 %

3,659 %

3,773 %

88

3,254 %

3,492 %

3,251 %

4,252 %

3,663 %

3,776 %

89

3,263 %

3,498 %

3,260 %

4,253 %

3,668 %

3,779 %

90

3,271 %

3,504 %

3,268 %

4,254 %

3,672 %

3,782 %

91

3,280 %

3,510 %

3,277 %

4,255 %

3,676 %

3,785 %

92

3,288 %

3,516 %

3,285 %

4,256 %

3,680 %

3,788 %

93

3,296 %

3,522 %

3,294 %

4,257 %

3,684 %

3,791 %

94

3,304 %

3,527 %

3,302 %

4,258 %

3,688 %

3,793 %

95

3,312 %

3,533 %

3,309 %

4,259 %

3,692 %

3,796 %

96

3,320 %

3,538 %

3,317 %

4,260 %

3,696 %

3,799 %

97

3,327 %

3,543 %

3,325 %

4,261 %

3,699 %

3,801 %

98

3,335 %

3,549 %

3,332 %

4,262 %

3,703 %

3,804 %

99

3,342 %

3,554 %

3,339 %

4,263 %

3,706 %

3,806 %

100

3,349 %

3,559 %

3,346 %

4,264 %

3,710 %

3,809 %

101

3,356 %

3,563 %

3,353 %

4,265 %

3,713 %

3,811 %

102

3,363 %

3,568 %

3,360 %

4,266 %

3,716 %

3,814 %

103

3,369 %

3,573 %

3,367 %

4,267 %

3,720 %

3,816 %

104

3,376 %

3,577 %

3,373 %

4,267 %

3,723 %

3,818 %

105

3,382 %

3,582 %

3,380 %

4,268 %

3,726 %

3,820 %

106

3,388 %

3,586 %

3,386 %

4,269 %

3,729 %

3,822 %

107

3,395 %

3,591 %

3,392 %

4,270 %

3,732 %

3,825 %

108

3,401 %

3,595 %

3,398 %

4,270 %

3,735 %

3,827 %

109

3,407 %

3,599 %

3,404 %

4,271 %

3,738 %

3,829 %

110

3,412 %

3,603 %

3,410 %

4,272 %

3,741 %

3,831 %

111

3,418 %

3,607 %

3,416 %

4,273 %

3,743 %

3,833 %

112

3,424 %

3,611 %

3,421 %

4,273 %

3,746 %

3,835 %

113

3,429 %

3,615 %

3,427 %

4,274 %

3,749 %

3,836 %

114

3,435 %

3,619 %

3,432 %

4,275 %

3,751 %

3,838 %

115

3,440 %

3,623 %

3,438 %

4,275 %

3,754 %

3,840 %

116

3,445 %

3,626 %

3,443 %

4,276 %

3,757 %

3,842 %

117

3,450 %

3,630 %

3,448 %

4,277 %

3,759 %

3,844 %

118

3,456 %

3,633 %

3,453 %

4,277 %

3,762 %

3,846 %

119

3,461 %

3,637 %

3,458 %

4,278 %

3,764 %

3,847 %

120

3,465 %

3,640 %

3,463 %

4,278 %

3,766 %

3,849 %

121

3,470 %

3,644 %

3,468 %

4,279 %

3,769 %

3,851 %

122

3,475 %

3,647 %

3,473 %

4,280 %

3,771 %

3,852 %

123

3,480 %

3,650 %

3,478 %

4,280 %

3,773 %

3,854 %

124

3,484 %

3,654 %

3,482 %

4,281 %

3,776 %

3,855 %

125

3,489 %

3,657 %

3,487 %

4,281 %

3,778 %

3,857 %

126

3,493 %

3,660 %

3,491 %

4,282 %

3,780 %

3,858 %

127

3,498 %

3,663 %

3,495 %

4,282 %

3,782 %

3,860 %

128

3,502 %

3,666 %

3,500 %

4,283 %

3,784 %

3,861 %

129

3,506 %

3,669 %

3,504 %

4,283 %

3,786 %

3,863 %

130

3,510 %

3,672 %

3,508 %

4,284 %

3,788 %

3,864 %

131

3,514 %

3,675 %

3,512 %

4,284 %

3,790 %

3,866 %

132

3,518 %

3,678 %

3,516 %

4,285 %

3,792 %

3,867 %

133

3,522 %

3,680 %

3,520 %

4,285 %

3,794 %

3,869 %

134

3,526 %

3,683 %

3,524 %

4,286 %

3,796 %

3,870 %

135

3,530 %

3,686 %

3,528 %

4,286 %

3,798 %

3,871 %

136

3,534 %

3,688 %

3,532 %

4,287 %

3,800 %

3,873 %

137

3,538 %

3,691 %

3,536 %

4,287 %

3,802 %

3,874 %

138

3,541 %

3,694 %

3,540 %

4,288 %

3,803 %

3,875 %

139

3,545 %

3,696 %

3,543 %

4,288 %

3,805 %

3,876 %

140

3,549 %

3,699 %

3,547 %

4,289 %

3,807 %

3,878 %

141

3,552 %

3,701 %

3,550 %

4,289 %

3,809 %

3,879 %

142

3,556 %

3,704 %

3,554 %

4,290 %

3,810 %

3,880 %

143

3,559 %

3,706 %

3,557 %

4,290 %

3,812 %

3,881 %

144

3,563 %

3,709 %

3,561 %

4,290 %

3,814 %

3,882 %

145

3,566 %

3,711 %

3,564 %

4,291 %

3,815 %

3,884 %

146

3,569 %

3,713 %

3,567 %

4,291 %

3,817 %

3,885 %

147

3,573 %

3,715 %

3,571 %

4,292 %

3,818 %

3,886 %

148

3,576 %

3,718 %

3,574 %

4,292 %

3,820 %

3,887 %

149

3,579 %

3,720 %

3,577 %

4,292 %

3,822 %

3,888 %

150

3,582 %

3,722 %

3,580 %

4,293 %

3,823 %

3,889 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,383 % | 0,981 % | 3,384 % | 0,936 % | 4,912 % | 1,247 % |
| 2 | – 0,325 % | 1,062 % | 3,716 % | 1,325 % | 5,030 % | 1,436 % |
| 3 | – 0,227 % | 1,124 % | 3,944 % | 1,668 % | 5,185 % | 1,538 % |
| 4 | – 0,096 % | 1,170 % | 4,118 % | 1,898 % | 5,271 % | 1,627 % |
| 5 | 0,048 % | 1,204 % | 4,245 % | 2,127 % | 5,313 % | 1,706 % |
| 6 | 0,188 % | 1,236 % | 4,349 % | 2,315 % | 5,333 % | 1,781 % |
| 7 | 0,322 % | 1,262 % | 4,448 % | 2,477 % | 5,340 % | 1,852 % |
| 8 | 0,449 % | 1,288 % | 4,550 % | 2,604 % | 5,337 % | 1,917 % |
| 9 | 0,567 % | 1,315 % | 4,661 % | 2,724 % | 5,324 % | 1,976 % |
| 10 | 0,675 % | 1,342 % | 4,793 % | 2,770 % | 5,304 % | 2,026 % |
| 11 | 0,771 % | 1,366 % | 4,899 % | 2,802 % | 5,280 % | 2,080 % |
| 12 | 0,858 % | 1,386 % | 4,973 % | 2,836 % | 5,253 % | 2,137 % |
| 13 | 0,936 % | 1,403 % | 5,024 % | 2,871 % | 5,224 % | 2,196 % |
| 14 | 1,002 % | 1,417 % | 5,058 % | 2,905 % | 5,195 % | 2,254 % |
| 15 | 1,054 % | 1,429 % | 5,078 % | 2,939 % | 5,165 % | 2,312 % |
| 16 | 1,091 % | 1,439 % | 5,088 % | 2,973 % | 5,135 % | 2,368 % |
| 17 | 1,121 % | 1,447 % | 5,091 % | 3,005 % | 5,106 % | 2,422 % |
| 18 | 1,150 % | 1,454 % | 5,087 % | 3,037 % | 5,077 % | 2,475 % |
| 19 | 1,183 % | 1,460 % | 5,079 % | 3,067 % | 5,049 % | 2,525 % |
| 20 | 1,223 % | 1,463 % | 5,067 % | 3,096 % | 5,021 % | 2,573 % |
| 21 | 1,271 % | 1,465 % | 5,053 % | 3,124 % | 4,994 % | 2,620 % |
| 22 | 1,326 % | 1,466 % | 5,037 % | 3,151 % | 4,968 % | 2,664 % |
| 23 | 1,385 % | 1,466 % | 5,020 % | 3,177 % | 4,943 % | 2,706 % |
| 24 | 1,446 % | 1,466 % | 5,001 % | 3,202 % | 4,919 % | 2,747 % |
| 25 | 1,508 % | 1,464 % | 4,982 % | 3,226 % | 4,896 % | 2,785 % |
| 26 | 1,571 % | 1,463 % | 4,963 % | 3,249 % | 4,873 % | 2,822 % |
| 27 | 1,633 % | 1,461 % | 4,943 % | 3,271 % | 4,851 % | 2,857 % |
| 28 | 1,694 % | 1,458 % | 4,924 % | 3,292 % | 4,830 % | 2,891 % |
| 29 | 1,754 % | 1,456 % | 4,904 % | 3,312 % | 4,810 % | 2,923 % |
| 30 | 1,813 % | 1,453 % | 4,885 % | 3,331 % | 4,791 % | 2,953 % |
| 31 | 1,870 % | 1,450 % | 4,866 % | 3,350 % | 4,772 % | 2,983 % |
| 32 | 1,925 % | 1,447 % | 4,848 % | 3,367 % | 4,754 % | 3,011 % |
| 33 | 1,978 % | 1,444 % | 4,830 % | 3,384 % | 4,737 % | 3,038 % |
| 34 | 2,029 % | 1,441 % | 4,812 % | 3,400 % | 4,720 % | 3,063 % |
| 35 | 2,079 % | 1,440 % | 4,795 % | 3,416 % | 4,704 % | 3,088 % |
| 36 | 2,126 % | 1,438 % | 4,778 % | 3,431 % | 4,689 % | 3,111 % |
| 37 | 2,172 % | 1,436 % | 4,762 % | 3,446 % | 4,674 % | 3,134 % |
| 38 | 2,216 % | 1,433 % | 4,747 % | 3,459 % | 4,660 % | 3,155 % |
| 39 | 2,259 % | 1,427 % | 4,732 % | 3,473 % | 4,646 % | 3,176 % |
| 40 | 2,300 % | 1,419 % | 4,717 % | 3,485 % | 4,633 % | 3,196 % |
| 41 | 2,339 % | 1,408 % | 4,703 % | 3,498 % | 4,620 % | 3,215 % |
| 42 | 2,377 % | 1,396 % | 4,689 % | 3,510 % | 4,608 % | 3,233 % |
| 43 | 2,413 % | 1,384 % | 4,676 % | 3,521 % | 4,597 % | 3,251 % |
| 44 | 2,448 % | 1,373 % | 4,663 % | 3,532 % | 4,585 % | 3,268 % |
| 45 | 2,482 % | 1,365 % | 4,650 % | 3,542 % | 4,574 % | 3,284 % |
| 46 | 2,514 % | 1,360 % | 4,638 % | 3,553 % | 4,564 % | 3,300 % |
| 47 | 2,546 % | 1,359 % | 4,627 % | 3,563 % | 4,554 % | 3,315 % |
| 48 | 2,576 % | 1,362 % | 4,616 % | 3,572 % | 4,544 % | 3,329 % |
| 49 | 2,605 % | 1,370 % | 4,605 % | 3,581 % | 4,534 % | 3,343 % |
| 50 | 2,632 % | 1,382 % | 4,594 % | 3,590 % | 4,525 % | 3,357 % |
| 51 | 2,659 % | 1,398 % | 4,584 % | 3,598 % | 4,516 % | 3,370 % |
| 52 | 2,685 % | 1,419 % | 4,574 % | 3,607 % | 4,508 % | 3,383 % |
| 53 | 2,710 % | 1,443 % | 4,565 % | 3,615 % | 4,499 % | 3,395 % |
| 54 | 2,735 % | 1,469 % | 4,556 % | 3,622 % | 4,492 % | 3,406 % |
| 55 | 2,758 % | 1,497 % | 4,547 % | 3,630 % | 4,484 % | 3,418 % |
| 56 | 2,781 % | 1,526 % | 4,538 % | 3,637 % | 4,476 % | 3,429 % |
| 57 | 2,803 % | 1,557 % | 4,530 % | 3,644 % | 4,469 % | 3,439 % |
| 58 | 2,824 % | 1,587 % | 4,522 % | 3,651 % | 4,462 % | 3,450 % |
| 59 | 2,844 % | 1,619 % | 4,514 % | 3,657 % | 4,455 % | 3,460 % |
| 60 | 2,864 % | 1,650 % | 4,507 % | 3,664 % | 4,449 % | 3,469 % |
| 61 | 2,883 % | 1,682 % | 4,499 % | 3,670 % | 4,442 % | 3,479 % |
| 62 | 2,902 % | 1,713 % | 4,492 % | 3,676 % | 4,436 % | 3,488 % |
| 63 | 2,920 % | 1,744 % | 4,485 % | 3,682 % | 4,430 % | 3,496 % |
| 64 | 2,937 % | 1,775 % | 4,478 % | 3,687 % | 4,424 % | 3,505 % |
| 65 | 2,954 % | 1,805 % | 4,472 % | 3,693 % | 4,419 % | 3,513 % |
| 66 | 2,971 % | 1,836 % | 4,466 % | 3,698 % | 4,413 % | 3,521 % |
| 67 | 2,986 % | 1,865 % | 4,460 % | 3,703 % | 4,408 % | 3,529 % |
| 68 | 3,002 % | 1,894 % | 4,454 % | 3,708 % | 4,403 % | 3,537 % |
| 69 | 3,017 % | 1,923 % | 4,448 % | 3,713 % | 4,398 % | 3,544 % |
| 70 | 3,032 % | 1,951 % | 4,442 % | 3,718 % | 4,393 % | 3,551 % |
| 71 | 3,046 % | 1,978 % | 4,437 % | 3,722 % | 4,388 % | 3,558 % |
| 72 | 3,060 % | 2,005 % | 4,431 % | 3,727 % | 4,383 % | 3,565 % |
| 73 | 3,073 % | 2,032 % | 4,426 % | 3,731 % | 4,379 % | 3,571 % |
| 74 | 3,086 % | 2,058 % | 4,421 % | 3,736 % | 4,374 % | 3,578 % |
| 75 | 3,099 % | 2,083 % | 4,416 % | 3,740 % | 4,370 % | 3,584 % |
| 76 | 3,112 % | 2,108 % | 4,411 % | 3,744 % | 4,366 % | 3,590 % |
| 77 | 3,124 % | 2,132 % | 4,407 % | 3,748 % | 4,362 % | 3,596 % |
| 78 | 3,135 % | 2,156 % | 4,402 % | 3,752 % | 4,358 % | 3,602 % |
| 79 | 3,147 % | 2,179 % | 4,398 % | 3,755 % | 4,354 % | 3,607 % |
| 80 | 3,158 % | 2,202 % | 4,393 % | 3,759 % | 4,350 % | 3,613 % |
| 81 | 3,169 % | 2,224 % | 4,389 % | 3,762 % | 4,346 % | 3,618 % |
| 82 | 3,180 % | 2,246 % | 4,385 % | 3,766 % | 4,343 % | 3,624 % |
| 83 | 3,190 % | 2,267 % | 4,381 % | 3,769 % | 4,339 % | 3,629 % |
| 84 | 3,200 % | 2,288 % | 4,377 % | 3,773 % | 4,336 % | 3,634 % |
| 85 | 3,210 % | 2,308 % | 4,373 % | 3,776 % | 4,332 % | 3,639 % |
| 86 | 3,220 % | 2,328 % | 4,369 % | 3,779 % | 4,329 % | 3,643 % |
| 87 | 3,230 % | 2,347 % | 4,366 % | 3,782 % | 4,326 % | 3,648 % |
| 88 | 3,239 % | 2,366 % | 4,362 % | 3,785 % | 4,323 % | 3,653 % |
| 89 | 3,248 % | 2,385 % | 4,359 % | 3,788 % | 4,320 % | 3,657 % |
| 90 | 3,257 % | 2,403 % | 4,355 % | 3,791 % | 4,317 % | 3,661 % |
| 91 | 3,266 % | 2,421 % | 4,352 % | 3,794 % | 4,314 % | 3,666 % |
| 92 | 3,274 % | 2,438 % | 4,349 % | 3,797 % | 4,311 % | 3,670 % |
| 93 | 3,282 % | 2,456 % | 4,345 % | 3,799 % | 4,308 % | 3,674 % |
| 94 | 3,290 % | 2,472 % | 4,342 % | 3,802 % | 4,305 % | 3,678 % |
| 95 | 3,298 % | 2,489 % | 4,339 % | 3,805 % | 4,303 % | 3,682 % |
| 96 | 3,306 % | 2,505 % | 4,336 % | 3,807 % | 4,300 % | 3,686 % |
| 97 | 3,314 % | 2,521 % | 4,333 % | 3,810 % | 4,298 % | 3,689 % |
| 98 | 3,321 % | 2,536 % | 4,330 % | 3,812 % | 4,295 % | 3,693 % |
| 99 | 3,329 % | 2,551 % | 4,327 % | 3,815 % | 4,293 % | 3,697 % |
| 100 | 3,336 % | 2,566 % | 4,325 % | 3,817 % | 4,290 % | 3,700 % |
| 101 | 3,343 % | 2,581 % | 4,322 % | 3,819 % | 4,288 % | 3,704 % |
| 102 | 3,350 % | 2,595 % | 4,319 % | 3,821 % | 4,285 % | 3,707 % |
| 103 | 3,357 % | 2,609 % | 4,317 % | 3,824 % | 4,283 % | 3,710 % |
| 104 | 3,363 % | 2,623 % | 4,314 % | 3,826 % | 4,281 % | 3,714 % |
| 105 | 3,370 % | 2,636 % | 4,312 % | 3,828 % | 4,279 % | 3,717 % |
| 106 | 3,376 % | 2,649 % | 4,309 % | 3,830 % | 4,277 % | 3,720 % |
| 107 | 3,382 % | 2,662 % | 4,307 % | 3,832 % | 4,274 % | 3,723 % |
| 108 | 3,389 % | 2,675 % | 4,304 % | 3,834 % | 4,272 % | 3,726 % |
| 109 | 3,395 % | 2,688 % | 4,302 % | 3,836 % | 4,270 % | 3,729 % |
| 110 | 3,401 % | 2,700 % | 4,300 % | 3,838 % | 4,268 % | 3,732 % |
| 111 | 3,406 % | 2,712 % | 4,297 % | 3,840 % | 4,266 % | 3,735 % |
| 112 | 3,412 % | 2,724 % | 4,295 % | 3,842 % | 4,264 % | 3,737 % |
| 113 | 3,418 % | 2,736 % | 4,293 % | 3,844 % | 4,262 % | 3,740 % |
| 114 | 3,423 % | 2,747 % | 4,291 % | 3,845 % | 4,261 % | 3,743 % |
| 115 | 3,429 % | 2,758 % | 4,289 % | 3,847 % | 4,259 % | 3,746 % |
| 116 | 3,434 % | 2,769 % | 4,287 % | 3,849 % | 4,257 % | 3,748 % |
| 117 | 3,439 % | 2,780 % | 4,285 % | 3,851 % | 4,255 % | 3,751 % |
| 118 | 3,445 % | 2,791 % | 4,283 % | 3,852 % | 4,253 % | 3,753 % |
| 119 | 3,450 % | 2,801 % | 4,281 % | 3,854 % | 4,252 % | 3,756 % |
| 120 | 3,455 % | 2,812 % | 4,279 % | 3,856 % | 4,250 % | 3,758 % |
| 121 | 3,459 % | 2,822 % | 4,277 % | 3,857 % | 4,248 % | 3,761 % |
| 122 | 3,464 % | 2,832 % | 4,275 % | 3,859 % | 4,247 % | 3,763 % |
| 123 | 3,469 % | 2,842 % | 4,273 % | 3,860 % | 4,245 % | 3,765 % |
| 124 | 3,474 % | 2,851 % | 4,271 % | 3,862 % | 4,244 % | 3,768 % |
| 125 | 3,478 % | 2,861 % | 4,270 % | 3,863 % | 4,242 % | 3,770 % |
| 126 | 3,483 % | 2,870 % | 4,268 % | 3,865 % | 4,241 % | 3,772 % |
| 127 | 3,487 % | 2,880 % | 4,266 % | 3,866 % | 4,239 % | 3,774 % |
| 128 | 3,492 % | 2,889 % | 4,265 % | 3,868 % | 4,238 % | 3,777 % |
| 129 | 3,496 % | 2,898 % | 4,263 % | 3,869 % | 4,236 % | 3,779 % |
| 130 | 3,500 % | 2,906 % | 4,261 % | 3,871 % | 4,235 % | 3,781 % |
| 131 | 3,504 % | 2,915 % | 4,260 % | 3,872 % | 4,233 % | 3,783 % |
| 132 | 3,509 % | 2,924 % | 4,258 % | 3,873 % | 4,232 % | 3,785 % |
| 133 | 3,513 % | 2,932 % | 4,256 % | 3,875 % | 4,230 % | 3,787 % |
| 134 | 3,517 % | 2,940 % | 4,255 % | 3,876 % | 4,229 % | 3,789 % |
| 135 | 3,521 % | 2,949 % | 4,253 % | 3,877 % | 4,228 % | 3,791 % |
| 136 | 3,524 % | 2,957 % | 4,252 % | 3,879 % | 4,227 % | 3,793 % |
| 137 | 3,528 % | 2,965 % | 4,250 % | 3,880 % | 4,225 % | 3,794 % |
| 138 | 3,532 % | 2,972 % | 4,249 % | 3,881 % | 4,224 % | 3,796 % |
| 139 | 3,536 % | 2,980 % | 4,248 % | 3,882 % | 4,223 % | 3,798 % |
| 140 | 3,539 % | 2,988 % | 4,246 % | 3,883 % | 4,221 % | 3,800 % |
| 141 | 3,543 % | 2,995 % | 4,245 % | 3,885 % | 4,220 % | 3,802 % |
| 142 | 3,547 % | 3,003 % | 4,243 % | 3,886 % | 4,219 % | 3,803 % |
| 143 | 3,550 % | 3,010 % | 4,242 % | 3,887 % | 4,218 % | 3,805 % |
| 144 | 3,554 % | 3,017 % | 4,241 % | 3,888 % | 4,217 % | 3,807 % |
| 145 | 3,557 % | 3,024 % | 4,239 % | 3,889 % | 4,216 % | 3,809 % |
| 146 | 3,560 % | 3,031 % | 4,238 % | 3,890 % | 4,214 % | 3,810 % |
| 147 | 3,564 % | 3,038 % | 4,237 % | 3,891 % | 4,213 % | 3,812 % |
| 148 | 3,567 % | 3,045 % | 4,235 % | 3,892 % | 4,212 % | 3,813 % |
| 149 | 3,570 % | 3,052 % | 4,234 % | 3,893 % | 4,211 % | 3,815 % |
| 150 | 3,573 % | 3,058 % | 4,233 % | 3,895 % | 4,210 % | 3,817 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,383 %

0,981 %

3,384 %

0,936 %

4,912 %

1,247 %

2

– 0,325 %

1,062 %

3,716 %

1,325 %

5,030 %

1,436 %

3

– 0,227 %

1,124 %

3,944 %

1,668 %

5,185 %

1,538 %

4

– 0,096 %

1,170 %

4,118 %

1,898 %

5,271 %

1,627 %

5

0,048 %

1,204 %

4,245 %

2,127 %

5,313 %

1,706 %

6

0,188 %

1,236 %

4,349 %

2,315 %

5,333 %

1,781 %

7

0,322 %

1,262 %

4,448 %

2,477 %

5,340 %

1,852 %

8

0,449 %

1,288 %

4,550 %

2,604 %

5,337 %

1,917 %

9

0,567 %

1,315 %

4,661 %

2,724 %

5,324 %

1,976 %

10

0,675 %

1,342 %

4,793 %

2,770 %

5,304 %

2,026 %

11

0,771 %

1,366 %

4,899 %

2,802 %

5,280 %

2,080 %

12

0,858 %

1,386 %

4,973 %

2,836 %

5,253 %

2,137 %

13

0,936 %

1,403 %

5,024 %

2,871 %

5,224 %

2,196 %

14

1,002 %

1,417 %

5,058 %

2,905 %

5,195 %

2,254 %

15

1,054 %

1,429 %

5,078 %

2,939 %

5,165 %

2,312 %

16

1,091 %

1,439 %

5,088 %

2,973 %

5,135 %

2,368 %

17

1,121 %

1,447 %

5,091 %

3,005 %

5,106 %

2,422 %

18

1,150 %

1,454 %

5,087 %

3,037 %

5,077 %

2,475 %

19

1,183 %

1,460 %

5,079 %

3,067 %

5,049 %

2,525 %

20

1,223 %

1,463 %

5,067 %

3,096 %

5,021 %

2,573 %

21

1,271 %

1,465 %

5,053 %

3,124 %

4,994 %

2,620 %

22

1,326 %

1,466 %

5,037 %

3,151 %

4,968 %

2,664 %

23

1,385 %

1,466 %

5,020 %

3,177 %

4,943 %

2,706 %

24

1,446 %

1,466 %

5,001 %

3,202 %

4,919 %

2,747 %

25

1,508 %

1,464 %

4,982 %

3,226 %

4,896 %

2,785 %

26

1,571 %

1,463 %

4,963 %

3,249 %

4,873 %

2,822 %

27

1,633 %

1,461 %

4,943 %

3,271 %

4,851 %

2,857 %

28

1,694 %

1,458 %

4,924 %

3,292 %

4,830 %

2,891 %

29

1,754 %

1,456 %

4,904 %

3,312 %

4,810 %

2,923 %

30

1,813 %

1,453 %

4,885 %

3,331 %

4,791 %

2,953 %

31

1,870 %

1,450 %

4,866 %

3,350 %

4,772 %

2,983 %

32

1,925 %

1,447 %

4,848 %

3,367 %

4,754 %

3,011 %

33

1,978 %

1,444 %

4,830 %

3,384 %

4,737 %

3,038 %

34

2,029 %

1,441 %

4,812 %

3,400 %

4,720 %

3,063 %

35

2,079 %

1,440 %

4,795 %

3,416 %

4,704 %

3,088 %

36

2,126 %

1,438 %

4,778 %

3,431 %

4,689 %

3,111 %

37

2,172 %

1,436 %

4,762 %

3,446 %

4,674 %

3,134 %

38

2,216 %

1,433 %

4,747 %

3,459 %

4,660 %

3,155 %

39

2,259 %

1,427 %

4,732 %

3,473 %

4,646 %

3,176 %

40

2,300 %

1,419 %

4,717 %

3,485 %

4,633 %

3,196 %

41

2,339 %

1,408 %

4,703 %

3,498 %

4,620 %

3,215 %

42

2,377 %

1,396 %

4,689 %

3,510 %

4,608 %

3,233 %

43

2,413 %

1,384 %

4,676 %

3,521 %

4,597 %

3,251 %

44

2,448 %

1,373 %

4,663 %

3,532 %

4,585 %

3,268 %

45

2,482 %

1,365 %

4,650 %

3,542 %

4,574 %

3,284 %

46

2,514 %

1,360 %

4,638 %

3,553 %

4,564 %

3,300 %

47

2,546 %

1,359 %

4,627 %

3,563 %

4,554 %

3,315 %

48

2,576 %

1,362 %

4,616 %

3,572 %

4,544 %

3,329 %

49

2,605 %

1,370 %

4,605 %

3,581 %

4,534 %

3,343 %

50

2,632 %

1,382 %

4,594 %

3,590 %

4,525 %

3,357 %

51

2,659 %

1,398 %

4,584 %

3,598 %

4,516 %

3,370 %

52

2,685 %

1,419 %

4,574 %

3,607 %

4,508 %

3,383 %

53

2,710 %

1,443 %

4,565 %

3,615 %

4,499 %

3,395 %

54

2,735 %

1,469 %

4,556 %

3,622 %

4,492 %

3,406 %

55

2,758 %

1,497 %

4,547 %

3,630 %

4,484 %

3,418 %

56

2,781 %

1,526 %

4,538 %

3,637 %

4,476 %

3,429 %

57

2,803 %

1,557 %

4,530 %

3,644 %

4,469 %

3,439 %

58

2,824 %

1,587 %

4,522 %

3,651 %

4,462 %

3,450 %

59

2,844 %

1,619 %

4,514 %

3,657 %

4,455 %

3,460 %

60

2,864 %

1,650 %

4,507 %

3,664 %

4,449 %

3,469 %

61

2,883 %

1,682 %

4,499 %

3,670 %

4,442 %

3,479 %

62

2,902 %

1,713 %

4,492 %

3,676 %

4,436 %

3,488 %

63

2,920 %

1,744 %

4,485 %

3,682 %

4,430 %

3,496 %

64

2,937 %

1,775 %

4,478 %

3,687 %

4,424 %

3,505 %

65

2,954 %

1,805 %

4,472 %

3,693 %

4,419 %

3,513 %

66

2,971 %

1,836 %

4,466 %

3,698 %

4,413 %

3,521 %

67

2,986 %

1,865 %

4,460 %

3,703 %

4,408 %

3,529 %

68

3,002 %

1,894 %

4,454 %

3,708 %

4,403 %

3,537 %

69

3,017 %

1,923 %

4,448 %

3,713 %

4,398 %

3,544 %

70

3,032 %

1,951 %

4,442 %

3,718 %

4,393 %

3,551 %

71

3,046 %

1,978 %

4,437 %

3,722 %

4,388 %

3,558 %

72

3,060 %

2,005 %

4,431 %

3,727 %

4,383 %

3,565 %

73

3,073 %

2,032 %

4,426 %

3,731 %

4,379 %

3,571 %

74

3,086 %

2,058 %

4,421 %

3,736 %

4,374 %

3,578 %

75

3,099 %

2,083 %

4,416 %

3,740 %

4,370 %

3,584 %

76

3,112 %

2,108 %

4,411 %

3,744 %

4,366 %

3,590 %

77

3,124 %

2,132 %

4,407 %

3,748 %

4,362 %

3,596 %

78

3,135 %

2,156 %

4,402 %

3,752 %

4,358 %

3,602 %

79

3,147 %

2,179 %

4,398 %

3,755 %

4,354 %

3,607 %

80

3,158 %

2,202 %

4,393 %

3,759 %

4,350 %

3,613 %

81

3,169 %

2,224 %

4,389 %

3,762 %

4,346 %

3,618 %

82

3,180 %

2,246 %

4,385 %

3,766 %

4,343 %

3,624 %

83

3,190 %

2,267 %

4,381 %

3,769 %

4,339 %

3,629 %

84

3,200 %

2,288 %

4,377 %

3,773 %

4,336 %

3,634 %

85

3,210 %

2,308 %

4,373 %

3,776 %

4,332 %

3,639 %

86

3,220 %

2,328 %

4,369 %

3,779 %

4,329 %

3,643 %

87

3,230 %

2,347 %

4,366 %

3,782 %

4,326 %

3,648 %

88

3,239 %

2,366 %

4,362 %

3,785 %

4,323 %

3,653 %

89

3,248 %

2,385 %

4,359 %

3,788 %

4,320 %

3,657 %

90

3,257 %

2,403 %

4,355 %

3,791 %

4,317 %

3,661 %

91

3,266 %

2,421 %

4,352 %

3,794 %

4,314 %

3,666 %

92

3,274 %

2,438 %

4,349 %

3,797 %

4,311 %

3,670 %

93

3,282 %

2,456 %

4,345 %

3,799 %

4,308 %

3,674 %

94

3,290 %

2,472 %

4,342 %

3,802 %

4,305 %

3,678 %

95

3,298 %

2,489 %

4,339 %

3,805 %

4,303 %

3,682 %

96

3,306 %

2,505 %

4,336 %

3,807 %

4,300 %

3,686 %

97

3,314 %

2,521 %

4,333 %

3,810 %

4,298 %

3,689 %

98

3,321 %

2,536 %

4,330 %

3,812 %

4,295 %

3,693 %

99

3,329 %

2,551 %

4,327 %

3,815 %

4,293 %

3,697 %

100

3,336 %

2,566 %

4,325 %

3,817 %

4,290 %

3,700 %

101

3,343 %

2,581 %

4,322 %

3,819 %

4,288 %

3,704 %

102

3,350 %

2,595 %

4,319 %

3,821 %

4,285 %

3,707 %

103

3,357 %

2,609 %

4,317 %

3,824 %

4,283 %

3,710 %

104

3,363 %

2,623 %

4,314 %

3,826 %

4,281 %

3,714 %

105

3,370 %

2,636 %

4,312 %

3,828 %

4,279 %

3,717 %

106

3,376 %

2,649 %

4,309 %

3,830 %

4,277 %

3,720 %

107

3,382 %

2,662 %

4,307 %

3,832 %

4,274 %

3,723 %

108

3,389 %

2,675 %

4,304 %

3,834 %

4,272 %

3,726 %

109

3,395 %

2,688 %

4,302 %

3,836 %

4,270 %

3,729 %

110

3,401 %

2,700 %

4,300 %

3,838 %

4,268 %

3,732 %

111

3,406 %

2,712 %

4,297 %

3,840 %

4,266 %

3,735 %

112

3,412 %

2,724 %

4,295 %

3,842 %

4,264 %

3,737 %

113

3,418 %

2,736 %

4,293 %

3,844 %

4,262 %

3,740 %

114

3,423 %

2,747 %

4,291 %

3,845 %

4,261 %

3,743 %

115

3,429 %

2,758 %

4,289 %

3,847 %

4,259 %

3,746 %

116

3,434 %

2,769 %

4,287 %

3,849 %

4,257 %

3,748 %

117

3,439 %

2,780 %

4,285 %

3,851 %

4,255 %

3,751 %

118

3,445 %

2,791 %

4,283 %

3,852 %

4,253 %

3,753 %

119

3,450 %

2,801 %

4,281 %

3,854 %

4,252 %

3,756 %

120

3,455 %

2,812 %

4,279 %

3,856 %

4,250 %

3,758 %

121

3,459 %

2,822 %

4,277 %

3,857 %

4,248 %

3,761 %

122

3,464 %

2,832 %

4,275 %

3,859 %

4,247 %

3,763 %

123

3,469 %

2,842 %

4,273 %

3,860 %

4,245 %

3,765 %

124

3,474 %

2,851 %

4,271 %

3,862 %

4,244 %

3,768 %

125

3,478 %

2,861 %

4,270 %

3,863 %

4,242 %

3,770 %

126

3,483 %

2,870 %

4,268 %

3,865 %

4,241 %

3,772 %

127

3,487 %

2,880 %

4,266 %

3,866 %

4,239 %

3,774 %

128

3,492 %

2,889 %

4,265 %

3,868 %

4,238 %

3,777 %

129

3,496 %

2,898 %

4,263 %

3,869 %

4,236 %

3,779 %

130

3,500 %

2,906 %

4,261 %

3,871 %

4,235 %

3,781 %

131

3,504 %

2,915 %

4,260 %

3,872 %

4,233 %

3,783 %

132

3,509 %

2,924 %

4,258 %

3,873 %

4,232 %

3,785 %

133

3,513 %

2,932 %

4,256 %

3,875 %

4,230 %

3,787 %

134

3,517 %

2,940 %

4,255 %

3,876 %

4,229 %

3,789 %

135

3,521 %

2,949 %

4,253 %

3,877 %

4,228 %

3,791 %

136

3,524 %

2,957 %

4,252 %

3,879 %

4,227 %

3,793 %

137

3,528 %

2,965 %

4,250 %

3,880 %

4,225 %

3,794 %

138

3,532 %

2,972 %

4,249 %

3,881 %

4,224 %

3,796 %

139

3,536 %

2,980 %

4,248 %

3,882 %

4,223 %

3,798 %

140

3,539 %

2,988 %

4,246 %

3,883 %

4,221 %

3,800 %

141

3,543 %

2,995 %

4,245 %

3,885 %

4,220 %

3,802 %

142

3,547 %

3,003 %

4,243 %

3,886 %

4,219 %

3,803 %

143

3,550 %

3,010 %

4,242 %

3,887 %

4,218 %

3,805 %

144

3,554 %

3,017 %

4,241 %

3,888 %

4,217 %

3,807 %

145

3,557 %

3,024 %

4,239 %

3,889 %

4,216 %

3,809 %

146

3,560 %

3,031 %

4,238 %

3,890 %

4,214 %

3,810 %

147

3,564 %

3,038 %

4,237 %

3,891 %

4,213 %

3,812 %

148

3,567 %

3,045 %

4,235 %

3,892 %

4,212 %

3,813 %

149

3,570 %

3,052 %

4,234 %

3,893 %

4,211 %

3,815 %

150

3,573 %

3,058 %

4,233 %

3,895 %

4,210 %

3,817 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,745 % | 1,830 % | 1,612 % | 2,082 % | 2,899 % | 4,514 % |
| 2 | – 0,670 % | 1,787 % | 1,693 % | 2,066 % | 3,083 % | 4,945 % |
| 3 | – 0,573 % | 1,784 % | 1,795 % | 2,069 % | 3,259 % | 5,231 % |
| 4 | – 0,466 % | 1,843 % | 1,873 % | 2,083 % | 3,402 % | 5,530 % |
| 5 | – 0,354 % | 1,929 % | 1,919 % | 2,110 % | 3,501 % | 5,772 % |
| 6 | – 0,237 % | 2,017 % | 1,984 % | 2,145 % | 3,591 % | 5,996 % |
| 7 | – 0,051 % | 2,099 % | 2,057 % | 2,186 % | 3,678 % | 6,231 % |
| 8 | – 0,008 % | 2,169 % | 2,123 % | 2,228 % | 3,762 % | 6,417 % |
| 9 | 0,119 % | 2,234 % | 2,182 % | 2,267 % | 3,839 % | 6,537 % |
| 10 | 0,216 % | 2,294 % | 2,235 % | 2,313 % | 3,905 % | 6,659 % |
| 11 | 0,351 % | 2,349 % | 2,282 % | 2,352 % | 3,959 % | 6,745 % |
| 12 | 0,376 % | 2,396 % | 2,323 % | 2,386 % | 4,004 % | 6,793 % |
| 13 | 0,494 % | 2,436 % | 2,359 % | 2,418 % | 4,041 % | 6,813 % |
| 14 | 0,490 % | 2,469 % | 2,394 % | 2,448 % | 4,072 % | 6,812 % |
| 15 | 0,529 % | 2,495 % | 2,430 % | 2,475 % | 4,099 % | 6,795 % |
| 16 | 0,580 % | 2,515 % | 2,468 % | 2,497 % | 4,122 % | 6,767 % |
| 17 | 0,622 % | 2,530 % | 2,508 % | 2,515 % | 4,142 % | 6,731 % |
| 18 | 0,654 % | 2,543 % | 2,548 % | 2,529 % | 4,159 % | 6,688 % |
| 19 | 0,677 % | 2,555 % | 2,589 % | 2,537 % | 4,174 % | 6,641 % |
| 20 | 0,691 % | 2,567 % | 2,629 % | 2,540 % | 4,188 % | 6,591 % |
| 21 | 0,696 % | 2,578 % | 2,669 % | 2,538 % | 4,200 % | 6,540 % |
| 22 | 0,697 % | 2,586 % | 2,707 % | 2,534 % | 4,210 % | 6,488 % |
| 23 | 0,700 % | 2,590 % | 2,745 % | 2,528 % | 4,220 % | 6,435 % |
| 24 | 0,707 % | 2,588 % | 2,781 % | 2,523 % | 4,228 % | 6,382 % |
| 25 | 0,721 % | 2,578 % | 2,816 % | 2,518 % | 4,236 % | 6,330 % |
| 26 | 0,744 % | 2,560 % | 2,850 % | 2,516 % | 4,243 % | 6,279 % |
| 27 | 0,773 % | 2,539 % | 2,883 % | 2,517 % | 4,249 % | 6,229 % |
| 28 | 0,807 % | 2,519 % | 2,914 % | 2,521 % | 4,255 % | 6,181 % |
| 29 | 0,845 % | 2,503 % | 2,945 % | 2,528 % | 4,261 % | 6,133 % |
| 30 | 0,885 % | 2,494 % | 2,974 % | 2,539 % | 4,265 % | 6,087 % |
| 31 | 0,926 % | 2,492 % | 3,002 % | 2,553 % | 4,270 % | 6,043 % |
| 32 | 0,969 % | 2,497 % | 3,028 % | 2,571 % | 4,274 % | 6,000 % |
| 33 | 1,011 % | 2,507 % | 3,054 % | 2,590 % | 4,277 % | 5,958 % |
| 34 | 1,054 % | 2,521 % | 3,079 % | 2,612 % | 4,281 % | 5,918 % |
| 35 | 1,096 % | 2,538 % | 3,103 % | 2,634 % | 4,284 % | 5,880 % |
| 36 | 1,137 % | 2,557 % | 3,125 % | 2,657 % | 4,287 % | 5,843 % |
| 37 | 1,178 % | 2,578 % | 3,147 % | 2,681 % | 4,290 % | 5,807 % |
| 38 | 1,218 % | 2,600 % | 3,168 % | 2,705 % | 4,292 % | 5,773 % |
| 39 | 1,257 % | 2,623 % | 3,188 % | 2,729 % | 4,295 % | 5,740 % |
| 40 | 1,295 % | 2,647 % | 3,208 % | 2,753 % | 4,297 % | 5,708 % |
| 41 | 1,332 % | 2,670 % | 3,226 % | 2,777 % | 4,299 % | 5,677 % |
| 42 | 1,367 % | 2,694 % | 3,244 % | 2,800 % | 4,301 % | 5,648 % |
| 43 | 1,402 % | 2,718 % | 3,262 % | 2,823 % | 4,302 % | 5,620 % |
| 44 | 1,436 % | 2,741 % | 3,278 % | 2,846 % | 4,304 % | 5,592 % |
| 45 | 1,468 % | 2,765 % | 3,294 % | 2,868 % | 4,306 % | 5,566 % |
| 46 | 1,500 % | 2,788 % | 3,310 % | 2,890 % | 4,307 % | 5,541 % |
| 47 | 1,530 % | 2,810 % | 3,324 % | 2,911 % | 4,309 % | 5,516 % |
| 48 | 1,560 % | 2,832 % | 3,339 % | 2,932 % | 4,310 % | 5,493 % |
| 49 | 1,588 % | 2,854 % | 3,353 % | 2,952 % | 4,311 % | 5,470 % |
| 50 | 1,616 % | 2,875 % | 3,366 % | 2,972 % | 4,312 % | 5,449 % |
| 51 | 1,642 % | 2,896 % | 3,379 % | 2,991 % | 4,313 % | 5,428 % |
| 52 | 1,668 % | 2,916 % | 3,391 % | 3,009 % | 4,314 % | 5,407 % |
| 53 | 1,693 % | 2,935 % | 3,403 % | 3,027 % | 4,315 % | 5,388 % |
| 54 | 1,717 % | 2,954 % | 3,415 % | 3,045 % | 4,316 % | 5,369 % |
| 55 | 1,741 % | 2,973 % | 3,426 % | 3,062 % | 4,317 % | 5,351 % |
| 56 | 1,763 % | 2,991 % | 3,437 % | 3,079 % | 4,318 % | 5,333 % |
| 57 | 1,785 % | 3,008 % | 3,447 % | 3,095 % | 4,319 % | 5,316 % |
| 58 | 1,806 % | 3,025 % | 3,457 % | 3,110 % | 4,319 % | 5,300 % |
| 59 | 1,827 % | 3,042 % | 3,467 % | 3,126 % | 4,320 % | 5,284 % |
| 60 | 1,847 % | 3,058 % | 3,477 % | 3,140 % | 4,321 % | 5,268 % |
| 61 | 1,866 % | 3,074 % | 3,486 % | 3,155 % | 4,321 % | 5,253 % |
| 62 | 1,885 % | 3,089 % | 3,495 % | 3,169 % | 4,322 % | 5,239 % |
| 63 | 1,903 % | 3,104 % | 3,503 % | 3,182 % | 4,323 % | 5,225 % |
| 64 | 1,921 % | 3,118 % | 3,512 % | 3,195 % | 4,323 % | 5,211 % |
| 65 | 1,938 % | 3,132 % | 3,520 % | 3,208 % | 4,324 % | 5,198 % |
| 66 | 1,954 % | 3,145 % | 3,528 % | 3,221 % | 4,324 % | 5,185 % |
| 67 | 1,971 % | 3,159 % | 3,536 % | 3,233 % | 4,325 % | 5,173 % |
| 68 | 1,986 % | 3,171 % | 3,543 % | 3,244 % | 4,325 % | 5,161 % |
| 69 | 2,002 % | 3,184 % | 3,550 % | 3,256 % | 4,326 % | 5,149 % |
| 70 | 2,016 % | 3,196 % | 3,557 % | 3,267 % | 4,326 % | 5,137 % |
| 71 | 2,031 % | 3,208 % | 3,564 % | 3,278 % | 4,327 % | 5,126 % |
| 72 | 2,045 % | 3,219 % | 3,571 % | 3,288 % | 4,327 % | 5,116 % |
| 73 | 2,058 % | 3,231 % | 3,577 % | 3,299 % | 4,327 % | 5,105 % |
| 74 | 2,072 % | 3,242 % | 3,584 % | 3,309 % | 4,328 % | 5,095 % |
| 75 | 2,085 % | 3,252 % | 3,590 % | 3,319 % | 4,328 % | 5,085 % |
| 76 | 2,097 % | 3,263 % | 3,596 % | 3,328 % | 4,328 % | 5,075 % |
| 77 | 2,110 % | 3,273 % | 3,602 % | 3,337 % | 4,329 % | 5,066 % |
| 78 | 2,122 % | 3,283 % | 3,608 % | 3,346 % | 4,329 % | 5,057 % |
| 79 | 2,133 % | 3,292 % | 3,613 % | 3,355 % | 4,329 % | 5,048 % |
| 80 | 2,145 % | 3,302 % | 3,619 % | 3,364 % | 4,330 % | 5,039 % |
| 81 | 2,156 % | 3,311 % | 3,624 % | 3,372 % | 4,330 % | 5,030 % |
| 82 | 2,167 % | 3,320 % | 3,629 % | 3,380 % | 4,330 % | 5,022 % |
| 83 | 2,177 % | 3,329 % | 3,634 % | 3,388 % | 4,331 % | 5,014 % |
| 84 | 2,187 % | 3,337 % | 3,639 % | 3,396 % | 4,331 % | 5,006 % |
| 85 | 2,198 % | 3,345 % | 3,644 % | 3,404 % | 4,331 % | 4,998 % |
| 86 | 2,207 % | 3,354 % | 3,649 % | 3,411 % | 4,331 % | 4,991 % |
| 87 | 2,217 % | 3,362 % | 3,653 % | 3,419 % | 4,332 % | 4,983 % |
| 88 | 2,226 % | 3,369 % | 3,658 % | 3,426 % | 4,332 % | 4,976 % |
| 89 | 2,236 % | 3,377 % | 3,662 % | 3,433 % | 4,332 % | 4,969 % |
| 90 | 2,245 % | 3,384 % | 3,666 % | 3,440 % | 4,332 % | 4,962 % |
| 91 | 2,254 % | 3,392 % | 3,670 % | 3,446 % | 4,332 % | 4,955 % |
| 92 | 2,262 % | 3,399 % | 3,675 % | 3,453 % | 4,333 % | 4,949 % |
| 93 | 2,271 % | 3,406 % | 3,679 % | 3,459 % | 4,333 % | 4,942 % |
| 94 | 2,279 % | 3,413 % | 3,683 % | 3,466 % | 4,333 % | 4,936 % |
| 95 | 2,287 % | 3,419 % | 3,686 % | 3,472 % | 4,333 % | 4,930 % |
| 96 | 2,295 % | 3,426 % | 3,690 % | 3,478 % | 4,333 % | 4,924 % |
| 97 | 2,303 % | 3,432 % | 3,694 % | 3,484 % | 4,334 % | 4,918 % |
| 98 | 2,310 % | 3,439 % | 3,698 % | 3,489 % | 4,334 % | 4,912 % |
| 99 | 2,318 % | 3,445 % | 3,701 % | 3,495 % | 4,334 % | 4,906 % |
| 100 | 2,325 % | 3,451 % | 3,705 % | 3,500 % | 4,334 % | 4,901 % |
| 101 | 2,332 % | 3,457 % | 3,708 % | 3,506 % | 4,334 % | 4,895 % |
| 102 | 2,339 % | 3,462 % | 3,711 % | 3,511 % | 4,335 % | 4,890 % |
| 103 | 2,346 % | 3,468 % | 3,715 % | 3,516 % | 4,335 % | 4,885 % |
| 104 | 2,353 % | 3,474 % | 3,718 % | 3,522 % | 4,335 % | 4,880 % |
| 105 | 2,359 % | 3,479 % | 3,721 % | 3,527 % | 4,335 % | 4,875 % |
| 106 | 2,366 % | 3,485 % | 3,724 % | 3,531 % | 4,335 % | 4,870 % |
| 107 | 2,372 % | 3,490 % | 3,727 % | 3,536 % | 4,335 % | 4,865 % |
| 108 | 2,378 % | 3,495 % | 3,730 % | 3,541 % | 4,335 % | 4,860 % |
| 109 | 2,385 % | 3,500 % | 3,733 % | 3,546 % | 4,336 % | 4,855 % |
| 110 | 2,391 % | 3,505 % | 3,736 % | 3,550 % | 4,336 % | 4,851 % |
| 111 | 2,397 % | 3,510 % | 3,739 % | 3,555 % | 4,336 % | 4,846 % |
| 112 | 2,402 % | 3,515 % | 3,742 % | 3,559 % | 4,336 % | 4,842 % |
| 113 | 2,408 % | 3,519 % | 3,744 % | 3,564 % | 4,336 % | 4,837 % |
| 114 | 2,414 % | 3,524 % | 3,747 % | 3,568 % | 4,336 % | 4,833 % |
| 115 | 2,419 % | 3,529 % | 3,750 % | 3,572 % | 4,336 % | 4,829 % |
| 116 | 2,425 % | 3,533 % | 3,752 % | 3,576 % | 4,336 % | 4,825 % |
| 117 | 2,430 % | 3,538 % | 3,755 % | 3,580 % | 4,337 % | 4,821 % |
| 118 | 2,435 % | 3,542 % | 3,757 % | 3,584 % | 4,337 % | 4,817 % |
| 119 | 2,440 % | 3,546 % | 3,760 % | 3,588 % | 4,337 % | 4,813 % |
| 120 | 2,445 % | 3,550 % | 3,762 % | 3,592 % | 4,337 % | 4,809 % |
| 121 | 2,450 % | 3,554 % | 3,764 % | 3,596 % | 4,337 % | 4,805 % |
| 122 | 2,455 % | 3,559 % | 3,767 % | 3,599 % | 4,337 % | 4,801 % |
| 123 | 2,460 % | 3,563 % | 3,769 % | 3,603 % | 4,337 % | 4,798 % |
| 124 | 2,465 % | 3,566 % | 3,771 % | 3,607 % | 4,337 % | 4,794 % |
| 125 | 2,470 % | 3,570 % | 3,774 % | 3,610 % | 4,337 % | 4,790 % |
| 126 | 2,474 % | 3,574 % | 3,776 % | 3,614 % | 4,338 % | 4,787 % |
| 127 | 2,479 % | 3,578 % | 3,778 % | 3,617 % | 4,338 % | 4,783 % |
| 128 | 2,483 % | 3,582 % | 3,780 % | 3,620 % | 4,338 % | 4,780 % |
| 129 | 2,487 % | 3,585 % | 3,782 % | 3,624 % | 4,338 % | 4,777 % |
| 130 | 2,492 % | 3,589 % | 3,784 % | 3,627 % | 4,338 % | 4,773 % |
| 131 | 2,496 % | 3,592 % | 3,786 % | 3,630 % | 4,338 % | 4,770 % |
| 132 | 2,500 % | 3,596 % | 3,788 % | 3,633 % | 4,338 % | 4,767 % |
| 133 | 2,504 % | 3,599 % | 3,790 % | 3,637 % | 4,338 % | 4,764 % |
| 134 | 2,508 % | 3,602 % | 3,792 % | 3,640 % | 4,338 % | 4,761 % |
| 135 | 2,512 % | 3,606 % | 3,794 % | 3,643 % | 4,338 % | 4,758 % |
| 136 | 2,516 % | 3,609 % | 3,796 % | 3,646 % | 4,339 % | 4,755 % |
| 137 | 2,520 % | 3,612 % | 3,798 % | 3,649 % | 4,339 % | 4,752 % |
| 138 | 2,524 % | 3,615 % | 3,800 % | 3,651 % | 4,339 % | 4,749 % |
| 139 | 2,528 % | 3,619 % | 3,801 % | 3,654 % | 4,339 % | 4,746 % |
| 140 | 2,532 % | 3,622 % | 3,803 % | 3,657 % | 4,339 % | 4,743 % |
| 141 | 2,535 % | 3,625 % | 3,805 % | 3,660 % | 4,339 % | 4,740 % |
| 142 | 2,539 % | 3,628 % | 3,807 % | 3,663 % | 4,339 % | 4,738 % |
| 143 | 2,542 % | 3,631 % | 3,808 % | 3,665 % | 4,339 % | 4,735 % |
| 144 | 2,546 % | 3,633 % | 3,810 % | 3,668 % | 4,339 % | 4,732 % |
| 145 | 2,549 % | 3,636 % | 3,812 % | 3,671 % | 4,339 % | 4,730 % |
| 146 | 2,553 % | 3,639 % | 3,813 % | 3,673 % | 4,339 % | 4,727 % |
| 147 | 2,556 % | 3,642 % | 3,815 % | 3,676 % | 4,339 % | 4,724 % |
| 148 | 2,560 % | 3,645 % | 3,816 % | 3,678 % | 4,339 % | 4,722 % |
| 149 | 2,563 % | 3,647 % | 3,818 % | 3,681 % | 4,340 % | 4,719 % |
| 150 | 2,566 % | 3,650 % | 3,820 % | 3,683 % | 4,340 % | 4,717 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,745 %

1,830 %

1,612 %

2,082 %

2,899 %

4,514 %

2

– 0,670 %

1,787 %

1,693 %

2,066 %

3,083 %

4,945 %

3

– 0,573 %

1,784 %

1,795 %

2,069 %

3,259 %

5,231 %

4

– 0,466 %

1,843 %

1,873 %

2,083 %

3,402 %

5,530 %

5

– 0,354 %

1,929 %

1,919 %

2,110 %

3,501 %

5,772 %

6

– 0,237 %

2,017 %

1,984 %

2,145 %

3,591 %

5,996 %

7

– 0,051 %

2,099 %

2,057 %

2,186 %

3,678 %

6,231 %

8

– 0,008 %

2,169 %

2,123 %

2,228 %

3,762 %

6,417 %

9

0,119 %

2,234 %

2,182 %

2,267 %

3,839 %

6,537 %

10

0,216 %

2,294 %

2,235 %

2,313 %

3,905 %

6,659 %

11

0,351 %

2,349 %

2,282 %

2,352 %

3,959 %

6,745 %

12

0,376 %

2,396 %

2,323 %

2,386 %

4,004 %

6,793 %

13

0,494 %

2,436 %

2,359 %

2,418 %

4,041 %

6,813 %

14

0,490 %

2,469 %

2,394 %

2,448 %

4,072 %

6,812 %

15

0,529 %

2,495 %

2,430 %

2,475 %

4,099 %

6,795 %

16

0,580 %

2,515 %

2,468 %

2,497 %

4,122 %

6,767 %

17

0,622 %

2,530 %

2,508 %

2,515 %

4,142 %

6,731 %

18

0,654 %

2,543 %

2,548 %

2,529 %

4,159 %

6,688 %

19

0,677 %

2,555 %

2,589 %

2,537 %

4,174 %

6,641 %

20

0,691 %

2,567 %

2,629 %

2,540 %

4,188 %

6,591 %

21

0,696 %

2,578 %

2,669 %

2,538 %

4,200 %

6,540 %

22

0,697 %

2,586 %

2,707 %

2,534 %

4,210 %

6,488 %

23

0,700 %

2,590 %

2,745 %

2,528 %

4,220 %

6,435 %

24

0,707 %

2,588 %

2,781 %

2,523 %

4,228 %

6,382 %

25

0,721 %

2,578 %

2,816 %

2,518 %

4,236 %

6,330 %

26

0,744 %

2,560 %

2,850 %

2,516 %

4,243 %

6,279 %

27

0,773 %

2,539 %

2,883 %

2,517 %

4,249 %

6,229 %

28

0,807 %

2,519 %

2,914 %

2,521 %

4,255 %

6,181 %

29

0,845 %

2,503 %

2,945 %

2,528 %

4,261 %

6,133 %

30

0,885 %

2,494 %

2,974 %

2,539 %

4,265 %

6,087 %

31

0,926 %

2,492 %

3,002 %

2,553 %

4,270 %

6,043 %

32

0,969 %

2,497 %

3,028 %

2,571 %

4,274 %

6,000 %

33

1,011 %

2,507 %

3,054 %

2,590 %

4,277 %

5,958 %

34

1,054 %

2,521 %

3,079 %

2,612 %

4,281 %

5,918 %

35

1,096 %

2,538 %

3,103 %

2,634 %

4,284 %

5,880 %

36

1,137 %

2,557 %

3,125 %

2,657 %

4,287 %

5,843 %

37

1,178 %

2,578 %

3,147 %

2,681 %

4,290 %

5,807 %

38

1,218 %

2,600 %

3,168 %

2,705 %

4,292 %

5,773 %

39

1,257 %

2,623 %

3,188 %

2,729 %

4,295 %

5,740 %

40

1,295 %

2,647 %

3,208 %

2,753 %

4,297 %

5,708 %

41

1,332 %

2,670 %

3,226 %

2,777 %

4,299 %

5,677 %

42

1,367 %

2,694 %

3,244 %

2,800 %

4,301 %

5,648 %

43

1,402 %

2,718 %

3,262 %

2,823 %

4,302 %

5,620 %

44

1,436 %

2,741 %

3,278 %

2,846 %

4,304 %

5,592 %

45

1,468 %

2,765 %

3,294 %

2,868 %

4,306 %

5,566 %

46

1,500 %

2,788 %

3,310 %

2,890 %

4,307 %

5,541 %

47

1,530 %

2,810 %

3,324 %

2,911 %

4,309 %

5,516 %

48

1,560 %

2,832 %

3,339 %

2,932 %

4,310 %

5,493 %

49

1,588 %

2,854 %

3,353 %

2,952 %

4,311 %

5,470 %

50

1,616 %

2,875 %

3,366 %

2,972 %

4,312 %

5,449 %

51

1,642 %

2,896 %

3,379 %

2,991 %

4,313 %

5,428 %

52

1,668 %

2,916 %

3,391 %

3,009 %

4,314 %

5,407 %

53

1,693 %

2,935 %

3,403 %

3,027 %

4,315 %

5,388 %

54

1,717 %

2,954 %

3,415 %

3,045 %

4,316 %

5,369 %

55

1,741 %

2,973 %

3,426 %

3,062 %

4,317 %

5,351 %

56

1,763 %

2,991 %

3,437 %

3,079 %

4,318 %

5,333 %

57

1,785 %

3,008 %

3,447 %

3,095 %

4,319 %

5,316 %

58

1,806 %

3,025 %

3,457 %

3,110 %

4,319 %

5,300 %

59

1,827 %

3,042 %

3,467 %

3,126 %

4,320 %

5,284 %

60

1,847 %

3,058 %

3,477 %

3,140 %

4,321 %

5,268 %

61

1,866 %

3,074 %

3,486 %

3,155 %

4,321 %

5,253 %

62

1,885 %

3,089 %

3,495 %

3,169 %

4,322 %

5,239 %

63

1,903 %

3,104 %

3,503 %

3,182 %

4,323 %

5,225 %

64

1,921 %

3,118 %

3,512 %

3,195 %

4,323 %

5,211 %

65

1,938 %

3,132 %

3,520 %

3,208 %

4,324 %

5,198 %

66

1,954 %

3,145 %

3,528 %

3,221 %

4,324 %

5,185 %

67

1,971 %

3,159 %

3,536 %

3,233 %

4,325 %

5,173 %

68

1,986 %

3,171 %

3,543 %

3,244 %

4,325 %

5,161 %

69

2,002 %

3,184 %

3,550 %

3,256 %

4,326 %

5,149 %

70

2,016 %

3,196 %

3,557 %

3,267 %

4,326 %

5,137 %

71

2,031 %

3,208 %

3,564 %

3,278 %

4,327 %

5,126 %

72

2,045 %

3,219 %

3,571 %

3,288 %

4,327 %

5,116 %

73

2,058 %

3,231 %

3,577 %

3,299 %

4,327 %

5,105 %

74

2,072 %

3,242 %

3,584 %

3,309 %

4,328 %

5,095 %

75

2,085 %

3,252 %

3,590 %

3,319 %

4,328 %

5,085 %

76

2,097 %

3,263 %

3,596 %

3,328 %

4,328 %

5,075 %

77

2,110 %

3,273 %

3,602 %

3,337 %

4,329 %

5,066 %

78

2,122 %

3,283 %

3,608 %

3,346 %

4,329 %

5,057 %

79

2,133 %

3,292 %

3,613 %

3,355 %

4,329 %

5,048 %

80

2,145 %

3,302 %

3,619 %

3,364 %

4,330 %

5,039 %

81

2,156 %

3,311 %

3,624 %

3,372 %

4,330 %

5,030 %

82

2,167 %

3,320 %

3,629 %

3,380 %

4,330 %

5,022 %

83

2,177 %

3,329 %

3,634 %

3,388 %

4,331 %

5,014 %

84

2,187 %

3,337 %

3,639 %

3,396 %

4,331 %

5,006 %

85

2,198 %

3,345 %

3,644 %

3,404 %

4,331 %

4,998 %

86

2,207 %

3,354 %

3,649 %

3,411 %

4,331 %

4,991 %

87

2,217 %

3,362 %

3,653 %

3,419 %

4,332 %

4,983 %

88

2,226 %

3,369 %

3,658 %

3,426 %

4,332 %

4,976 %

89

2,236 %

3,377 %

3,662 %

3,433 %

4,332 %

4,969 %

90

2,245 %

3,384 %

3,666 %

3,440 %

4,332 %

4,962 %

91

2,254 %

3,392 %

3,670 %

3,446 %

4,332 %

4,955 %

92

2,262 %

3,399 %

3,675 %

3,453 %

4,333 %

4,949 %

93

2,271 %

3,406 %

3,679 %

3,459 %

4,333 %

4,942 %

94

2,279 %

3,413 %

3,683 %

3,466 %

4,333 %

4,936 %

95

2,287 %

3,419 %

3,686 %

3,472 %

4,333 %

4,930 %

96

2,295 %

3,426 %

3,690 %

3,478 %

4,333 %

4,924 %

97

2,303 %

3,432 %

3,694 %

3,484 %

4,334 %

4,918 %

98

2,310 %

3,439 %

3,698 %

3,489 %

4,334 %

4,912 %

99

2,318 %

3,445 %

3,701 %

3,495 %

4,334 %

4,906 %

100

2,325 %

3,451 %

3,705 %

3,500 %

4,334 %

4,901 %

101

2,332 %

3,457 %

3,708 %

3,506 %

4,334 %

4,895 %

102

2,339 %

3,462 %

3,711 %

3,511 %

4,335 %

4,890 %

103

2,346 %

3,468 %

3,715 %

3,516 %

4,335 %

4,885 %

104

2,353 %

3,474 %

3,718 %

3,522 %

4,335 %

4,880 %

105

2,359 %

3,479 %

3,721 %

3,527 %

4,335 %

4,875 %

106

2,366 %

3,485 %

3,724 %

3,531 %

4,335 %

4,870 %

107

2,372 %

3,490 %

3,727 %

3,536 %

4,335 %

4,865 %

108

2,378 %

3,495 %

3,730 %

3,541 %

4,335 %

4,860 %

109

2,385 %

3,500 %

3,733 %

3,546 %

4,336 %

4,855 %

110

2,391 %

3,505 %

3,736 %

3,550 %

4,336 %

4,851 %

111

2,397 %

3,510 %

3,739 %

3,555 %

4,336 %

4,846 %

112

2,402 %

3,515 %

3,742 %

3,559 %

4,336 %

4,842 %

113

2,408 %

3,519 %

3,744 %

3,564 %

4,336 %

4,837 %

114

2,414 %

3,524 %

3,747 %

3,568 %

4,336 %

4,833 %

115

2,419 %

3,529 %

3,750 %

3,572 %

4,336 %

4,829 %

116

2,425 %

3,533 %

3,752 %

3,576 %

4,336 %

4,825 %

117

2,430 %

3,538 %

3,755 %

3,580 %

4,337 %

4,821 %

118

2,435 %

3,542 %

3,757 %

3,584 %

4,337 %

4,817 %

119

2,440 %

3,546 %

3,760 %

3,588 %

4,337 %

4,813 %

120

2,445 %

3,550 %

3,762 %

3,592 %

4,337 %

4,809 %

121

2,450 %

3,554 %

3,764 %

3,596 %

4,337 %

4,805 %

122

2,455 %

3,559 %

3,767 %

3,599 %

4,337 %

4,801 %

123

2,460 %

3,563 %

3,769 %

3,603 %

4,337 %

4,798 %

124

2,465 %

3,566 %

3,771 %

3,607 %

4,337 %

4,794 %

125

2,470 %

3,570 %

3,774 %

3,610 %

4,337 %

4,790 %

126

2,474 %

3,574 %

3,776 %

3,614 %

4,338 %

4,787 %

127

2,479 %

3,578 %

3,778 %

3,617 %

4,338 %

4,783 %

128

2,483 %

3,582 %

3,780 %

3,620 %

4,338 %

4,780 %

129

2,487 %

3,585 %

3,782 %

3,624 %

4,338 %

4,777 %

130

2,492 %

3,589 %

3,784 %

3,627 %

4,338 %

4,773 %

131

2,496 %

3,592 %

3,786 %

3,630 %

4,338 %

4,770 %

132

2,500 %

3,596 %

3,788 %

3,633 %

4,338 %

4,767 %

133

2,504 %

3,599 %

3,790 %

3,637 %

4,338 %

4,764 %

134

2,508 %

3,602 %

3,792 %

3,640 %

4,338 %

4,761 %

135

2,512 %

3,606 %

3,794 %

3,643 %

4,338 %

4,758 %

136

2,516 %

3,609 %

3,796 %

3,646 %

4,339 %

4,755 %

137

2,520 %

3,612 %

3,798 %

3,649 %

4,339 %

4,752 %

138

2,524 %

3,615 %

3,800 %

3,651 %

4,339 %

4,749 %

139

2,528 %

3,619 %

3,801 %

3,654 %

4,339 %

4,746 %

140

2,532 %

3,622 %

3,803 %

3,657 %

4,339 %

4,743 %

141

2,535 %

3,625 %

3,805 %

3,660 %

4,339 %

4,740 %

142

2,539 %

3,628 %

3,807 %

3,663 %

4,339 %

4,738 %

143

2,542 %

3,631 %

3,808 %

3,665 %

4,339 %

4,735 %

144

2,546 %

3,633 %

3,810 %

3,668 %

4,339 %

4,732 %

145

2,549 %

3,636 %

3,812 %

3,671 %

4,339 %

4,730 %

146

2,553 %

3,639 %

3,813 %

3,673 %

4,339 %

4,727 %

147

2,556 %

3,642 %

3,815 %

3,676 %

4,339 %

4,724 %

148

2,560 %

3,645 %

3,816 %

3,678 %

4,339 %

4,722 %

149

2,563 %

3,647 %

3,818 %

3,681 %

4,340 %

4,719 %

150

2,566 %

3,650 %

3,820 %

3,683 %

4,340 %

4,717 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,812 % | 6,698 % | 8,796 % | 0,451 % | 1,826 % | 7,068 % |
| 2 | 1,863 % | 6,796 % | 8,577 % | 0,502 % | 1,829 % | 7,175 % |
| 3 | 1,900 % | 6,897 % | 8,537 % | 0,555 % | 1,893 % | 7,298 % |
| 4 | 1,941 % | 6,986 % | 8,570 % | 0,610 % | 1,978 % | 7,429 % |
| 5 | 1,967 % | 7,062 % | 8,549 % | 0,646 % | 2,079 % | 7,569 % |
| 6 | 1,992 % | 7,132 % | 8,594 % | 0,677 % | 2,190 % | 7,723 % |
| 7 | 2,020 % | 7,183 % | 8,678 % | 0,700 % | 2,294 % | 7,872 % |
| 8 | 2,053 % | 7,237 % | 8,763 % | 0,728 % | 2,388 % | 8,014 % |
| 9 | 2,089 % | 7,288 % | 8,845 % | 0,758 % | 2,474 % | 8,139 % |
| 10 | 2,129 % | 7,334 % | 8,925 % | 0,790 % | 2,556 % | 8,250 % |
| 11 | 2,168 % | 7,358 % | 9,004 % | 0,844 % | 2,628 % | 8,352 % |
| 12 | 2,189 % | 7,361 % | 9,083 % | 0,916 % | 2,691 % | 8,447 % |
| 13 | 2,185 % | 7,349 % | 9,164 % | 0,998 % | 2,748 % | 8,536 % |
| 14 | 2,171 % | 7,327 % | 9,249 % | 1,086 % | 2,800 % | 8,609 % |
| 15 | 2,162 % | 7,297 % | 9,339 % | 1,176 % | 2,843 % | 8,659 % |
| 16 | 2,168 % | 7,262 % | 9,435 % | 1,266 % | 2,880 % | 8,680 % |
| 17 | 2,186 % | 7,223 % | 9,530 % | 1,355 % | 2,911 % | 8,677 % |
| 18 | 2,213 % | 7,182 % | 9,614 % | 1,442 % | 2,938 % | 8,655 % |
| 19 | 2,245 % | 7,139 % | 9,681 % | 1,527 % | 2,964 % | 8,619 % |
| 20 | 2,281 % | 7,096 % | 9,722 % | 1,608 % | 2,990 % | 8,572 % |
| 21 | 2,319 % | 7,052 % | 9,732 % | 1,686 % | 3,015 % | 8,518 % |
| 22 | 2,359 % | 7,008 % | 9,715 % | 1,761 % | 3,040 % | 8,457 % |
| 23 | 2,400 % | 6,965 % | 9,678 % | 1,833 % | 3,066 % | 8,392 % |
| 24 | 2,440 % | 6,923 % | 9,624 % | 1,901 % | 3,090 % | 8,325 % |
| 25 | 2,481 % | 6,881 % | 9,557 % | 1,967 % | 3,115 % | 8,257 % |
| 26 | 2,520 % | 6,841 % | 9,480 % | 2,029 % | 3,138 % | 8,187 % |
| 27 | 2,559 % | 6,802 % | 9,396 % | 2,089 % | 3,162 % | 8,118 % |
| 28 | 2,598 % | 6,764 % | 9,308 % | 2,145 % | 3,184 % | 8,050 % |
| 29 | 2,635 % | 6,727 % | 9,217 % | 2,200 % | 3,206 % | 7,982 % |
| 30 | 2,671 % | 6,692 % | 9,124 % | 2,251 % | 3,227 % | 7,916 % |
| 31 | 2,705 % | 6,657 % | 9,030 % | 2,301 % | 3,247 % | 7,852 % |
| 32 | 2,739 % | 6,624 % | 8,937 % | 2,348 % | 3,267 % | 7,789 % |
| 33 | 2,771 % | 6,592 % | 8,845 % | 2,393 % | 3,286 % | 7,728 % |
| 34 | 2,803 % | 6,562 % | 8,755 % | 2,436 % | 3,304 % | 7,669 % |
| 35 | 2,833 % | 6,532 % | 8,666 % | 2,477 % | 3,321 % | 7,612 % |
| 36 | 2,862 % | 6,504 % | 8,580 % | 2,516 % | 3,338 % | 7,557 % |
| 37 | 2,890 % | 6,476 % | 8,496 % | 2,554 % | 3,355 % | 7,504 % |
| 38 | 2,917 % | 6,450 % | 8,415 % | 2,590 % | 3,371 % | 7,453 % |
| 39 | 2,943 % | 6,425 % | 8,337 % | 2,624 % | 3,386 % | 7,404 % |
| 40 | 2,968 % | 6,400 % | 8,261 % | 2,657 % | 3,400 % | 7,356 % |
| 41 | 2,992 % | 6,377 % | 8,188 % | 2,689 % | 3,414 % | 7,311 % |
| 42 | 3,015 % | 6,354 % | 8,117 % | 2,720 % | 3,428 % | 7,267 % |
| 43 | 3,037 % | 6,333 % | 8,049 % | 2,749 % | 3,441 % | 7,225 % |
| 44 | 3,058 % | 6,312 % | 7,983 % | 2,777 % | 3,454 % | 7,184 % |
| 45 | 3,079 % | 6,292 % | 7,920 % | 2,804 % | 3,466 % | 7,145 % |
| 46 | 3,099 % | 6,272 % | 7,860 % | 2,829 % | 3,478 % | 7,107 % |
| 47 | 3,118 % | 6,253 % | 7,801 % | 2,854 % | 3,489 % | 7,071 % |
| 48 | 3,136 % | 6,235 % | 7,745 % | 2,878 % | 3,500 % | 7,036 % |
| 49 | 3,154 % | 6,218 % | 7,691 % | 2,901 % | 3,510 % | 7,002 % |
| 50 | 3,171 % | 6,201 % | 7,638 % | 2,924 % | 3,520 % | 6,970 % |
| 51 | 3,188 % | 6,185 % | 7,588 % | 2,945 % | 3,530 % | 6,939 % |
| 52 | 3,204 % | 6,170 % | 7,539 % | 2,966 % | 3,540 % | 6,909 % |
| 53 | 3,219 % | 6,155 % | 7,493 % | 2,985 % | 3,549 % | 6,880 % |
| 54 | 3,234 % | 6,140 % | 7,447 % | 3,005 % | 3,558 % | 6,852 % |
| 55 | 3,249 % | 6,126 % | 7,404 % | 3,023 % | 3,567 % | 6,824 % |
| 56 | 3,263 % | 6,112 % | 7,362 % | 3,041 % | 3,575 % | 6,798 % |
| 57 | 3,276 % | 6,099 % | 7,321 % | 3,059 % | 3,583 % | 6,773 % |
| 58 | 3,289 % | 6,086 % | 7,282 % | 3,075 % | 3,591 % | 6,749 % |
| 59 | 3,302 % | 6,074 % | 7,244 % | 3,092 % | 3,598 % | 6,725 % |
| 60 | 3,314 % | 6,062 % | 7,207 % | 3,107 % | 3,606 % | 6,702 % |
| 61 | 3,326 % | 6,051 % | 7,171 % | 3,123 % | 3,613 % | 6,680 % |
| 62 | 3,337 % | 6,039 % | 7,137 % | 3,137 % | 3,620 % | 6,659 % |
| 63 | 3,349 % | 6,029 % | 7,104 % | 3,152 % | 3,626 % | 6,638 % |
| 64 | 3,359 % | 6,018 % | 7,071 % | 3,165 % | 3,633 % | 6,618 % |
| 65 | 3,370 % | 6,008 % | 7,040 % | 3,179 % | 3,639 % | 6,598 % |
| 66 | 3,380 % | 5,998 % | 7,010 % | 3,192 % | 3,645 % | 6,579 % |
| 67 | 3,390 % | 5,988 % | 6,980 % | 3,205 % | 3,651 % | 6,561 % |
| 68 | 3,400 % | 5,979 % | 6,952 % | 3,217 % | 3,657 % | 6,543 % |
| 69 | 3,409 % | 5,970 % | 6,924 % | 3,229 % | 3,663 % | 6,526 % |
| 70 | 3,418 % | 5,961 % | 6,897 % | 3,241 % | 3,668 % | 6,509 % |
| 71 | 3,427 % | 5,953 % | 6,871 % | 3,252 % | 3,673 % | 6,492 % |
| 72 | 3,435 % | 5,944 % | 6,845 % | 3,263 % | 3,679 % | 6,476 % |
| 73 | 3,444 % | 5,936 % | 6,820 % | 3,274 % | 3,684 % | 6,461 % |
| 74 | 3,452 % | 5,928 % | 6,796 % | 3,284 % | 3,688 % | 6,446 % |
| 75 | 3,460 % | 5,920 % | 6,773 % | 3,294 % | 3,693 % | 6,431 % |
| 76 | 3,468 % | 5,913 % | 6,750 % | 3,304 % | 3,698 % | 6,417 % |
| 77 | 3,475 % | 5,906 % | 6,728 % | 3,314 % | 3,702 % | 6,403 % |
| 78 | 3,482 % | 5,898 % | 6,706 % | 3,323 % | 3,707 % | 6,389 % |
| 79 | 3,490 % | 5,892 % | 6,685 % | 3,332 % | 3,711 % | 6,376 % |
| 80 | 3,497 % | 5,885 % | 6,664 % | 3,341 % | 3,715 % | 6,363 % |
| 81 | 3,503 % | 5,878 % | 6,644 % | 3,350 % | 3,720 % | 6,351 % |
| 82 | 3,510 % | 5,872 % | 6,625 % | 3,358 % | 3,724 % | 6,339 % |
| 83 | 3,516 % | 5,865 % | 6,606 % | 3,367 % | 3,727 % | 6,327 % |
| 84 | 3,523 % | 5,859 % | 6,587 % | 3,375 % | 3,731 % | 6,315 % |
| 85 | 3,529 % | 5,853 % | 6,569 % | 3,383 % | 3,735 % | 6,304 % |
| 86 | 3,535 % | 5,847 % | 6,551 % | 3,390 % | 3,739 % | 6,292 % |
| 87 | 3,541 % | 5,842 % | 6,534 % | 3,398 % | 3,742 % | 6,281 % |
| 88 | 3,547 % | 5,836 % | 6,517 % | 3,405 % | 3,746 % | 6,271 % |
| 89 | 3,552 % | 5,831 % | 6,500 % | 3,413 % | 3,749 % | 6,260 % |
| 90 | 3,558 % | 5,825 % | 6,484 % | 3,420 % | 3,752 % | 6,250 % |
| 91 | 3,563 % | 5,820 % | 6,468 % | 3,426 % | 3,756 % | 6,240 % |
| 92 | 3,568 % | 5,815 % | 6,452 % | 3,433 % | 3,759 % | 6,231 % |
| 93 | 3,574 % | 5,810 % | 6,437 % | 3,440 % | 3,762 % | 6,221 % |
| 94 | 3,579 % | 5,805 % | 6,422 % | 3,446 % | 3,765 % | 6,212 % |
| 95 | 3,584 % | 5,800 % | 6,408 % | 3,453 % | 3,768 % | 6,203 % |
| 96 | 3,588 % | 5,796 % | 6,394 % | 3,459 % | 3,771 % | 6,194 % |
| 97 | 3,593 % | 5,791 % | 6,380 % | 3,465 % | 3,774 % | 6,185 % |
| 98 | 3,598 % | 5,786 % | 6,366 % | 3,471 % | 3,777 % | 6,177 % |
| 99 | 3,602 % | 5,782 % | 6,353 % | 3,477 % | 3,779 % | 6,168 % |
| 100 | 3,607 % | 5,778 % | 6,340 % | 3,482 % | 3,782 % | 6,160 % |
| 101 | 3,611 % | 5,773 % | 6,327 % | 3,488 % | 3,785 % | 6,152 % |
| 102 | 3,616 % | 5,769 % | 6,314 % | 3,494 % | 3,787 % | 6,144 % |
| 103 | 3,620 % | 5,765 % | 6,302 % | 3,499 % | 3,790 % | 6,136 % |
| 104 | 3,624 % | 5,761 % | 6,290 % | 3,504 % | 3,792 % | 6,129 % |
| 105 | 3,628 % | 5,757 % | 6,278 % | 3,509 % | 3,795 % | 6,121 % |
| 106 | 3,632 % | 5,753 % | 6,266 % | 3,514 % | 3,797 % | 6,114 % |
| 107 | 3,636 % | 5,750 % | 6,255 % | 3,519 % | 3,800 % | 6,107 % |
| 108 | 3,640 % | 5,746 % | 6,244 % | 3,524 % | 3,802 % | 6,100 % |
| 109 | 3,643 % | 5,742 % | 6,233 % | 3,529 % | 3,804 % | 6,093 % |
| 110 | 3,647 % | 5,739 % | 6,222 % | 3,534 % | 3,806 % | 6,086 % |
| 111 | 3,651 % | 5,735 % | 6,211 % | 3,539 % | 3,809 % | 6,079 % |
| 112 | 3,654 % | 5,732 % | 6,201 % | 3,543 % | 3,811 % | 6,073 % |
| 113 | 3,658 % | 5,728 % | 6,190 % | 3,548 % | 3,813 % | 6,066 % |
| 114 | 3,661 % | 5,725 % | 6,180 % | 3,552 % | 3,815 % | 6,060 % |
| 115 | 3,665 % | 5,722 % | 6,170 % | 3,556 % | 3,817 % | 6,054 % |
| 116 | 3,668 % | 5,719 % | 6,161 % | 3,561 % | 3,819 % | 6,048 % |
| 117 | 3,671 % | 5,715 % | 6,151 % | 3,565 % | 3,821 % | 6,042 % |
| 118 | 3,674 % | 5,712 % | 6,142 % | 3,569 % | 3,823 % | 6,036 % |
| 119 | 3,678 % | 5,709 % | 6,133 % | 3,573 % | 3,825 % | 6,030 % |
| 120 | 3,681 % | 5,706 % | 6,124 % | 3,577 % | 3,827 % | 6,025 % |
| 121 | 3,684 % | 5,703 % | 6,115 % | 3,581 % | 3,829 % | 6,019 % |
| 122 | 3,687 % | 5,700 % | 6,106 % | 3,585 % | 3,830 % | 6,013 % |
| 123 | 3,690 % | 5,698 % | 6,097 % | 3,588 % | 3,832 % | 6,008 % |
| 124 | 3,693 % | 5,695 % | 6,089 % | 3,592 % | 3,834 % | 6,003 % |
| 125 | 3,695 % | 5,692 % | 6,080 % | 3,596 % | 3,836 % | 5,997 % |
| 126 | 3,698 % | 5,689 % | 6,072 % | 3,599 % | 3,837 % | 5,992 % |
| 127 | 3,701 % | 5,687 % | 6,064 % | 3,603 % | 3,839 % | 5,987 % |
| 128 | 3,704 % | 5,684 % | 6,056 % | 3,606 % | 3,841 % | 5,982 % |
| 129 | 3,706 % | 5,681 % | 6,048 % | 3,610 % | 3,842 % | 5,977 % |
| 130 | 3,709 % | 5,679 % | 6,041 % | 3,613 % | 3,844 % | 5,972 % |
| 131 | 3,712 % | 5,676 % | 6,033 % | 3,616 % | 3,845 % | 5,968 % |
| 132 | 3,714 % | 5,674 % | 6,026 % | 3,620 % | 3,847 % | 5,963 % |
| 133 | 3,717 % | 5,671 % | 6,018 % | 3,623 % | 3,848 % | 5,958 % |
| 134 | 3,719 % | 5,669 % | 6,011 % | 3,626 % | 3,850 % | 5,954 % |
| 135 | 3,722 % | 5,667 % | 6,004 % | 3,629 % | 3,851 % | 5,949 % |
| 136 | 3,724 % | 5,664 % | 5,997 % | 3,632 % | 3,853 % | 5,945 % |
| 137 | 3,726 % | 5,662 % | 5,990 % | 3,635 % | 3,854 % | 5,941 % |
| 138 | 3,729 % | 5,660 % | 5,983 % | 3,638 % | 3,856 % | 5,936 % |
| 139 | 3,731 % | 5,658 % | 5,976 % | 3,641 % | 3,857 % | 5,932 % |
| 140 | 3,733 % | 5,655 % | 5,970 % | 3,644 % | 3,859 % | 5,928 % |
| 141 | 3,736 % | 5,653 % | 5,963 % | 3,647 % | 3,860 % | 5,924 % |
| 142 | 3,738 % | 5,651 % | 5,957 % | 3,650 % | 3,861 % | 5,920 % |
| 143 | 3,740 % | 5,649 % | 5,950 % | 3,653 % | 3,863 % | 5,916 % |
| 144 | 3,742 % | 5,647 % | 5,944 % | 3,656 % | 3,864 % | 5,912 % |
| 145 | 3,744 % | 5,645 % | 5,938 % | 3,658 % | 3,865 % | 5,908 % |
| 146 | 3,746 % | 5,643 % | 5,932 % | 3,661 % | 3,866 % | 5,904 % |
| 147 | 3,748 % | 5,641 % | 5,926 % | 3,664 % | 3,868 % | 5,900 % |
| 148 | 3,750 % | 5,639 % | 5,920 % | 3,666 % | 3,869 % | 5,897 % |
| 149 | 3,752 % | 5,637 % | 5,914 % | 3,669 % | 3,870 % | 5,893 % |
| 150 | 3,754 % | 5,635 % | 5,908 % | 3,671 % | 3,871 % | 5,889 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,812 %

6,698 %

8,796 %

0,451 %

1,826 %

7,068 %

2

1,863 %

6,796 %

8,577 %

0,502 %

1,829 %

7,175 %

3

1,900 %

6,897 %

8,537 %

0,555 %

1,893 %

7,298 %

4

1,941 %

6,986 %

8,570 %

0,610 %

1,978 %

7,429 %

5

1,967 %

7,062 %

8,549 %

0,646 %

2,079 %

7,569 %

6

1,992 %

7,132 %

8,594 %

0,677 %

2,190 %

7,723 %

7

2,020 %

7,183 %

8,678 %

0,700 %

2,294 %

7,872 %

8

2,053 %

7,237 %

8,763 %

0,728 %

2,388 %

8,014 %

9

2,089 %

7,288 %

8,845 %

0,758 %

2,474 %

8,139 %

10

2,129 %

7,334 %

8,925 %

0,790 %

2,556 %

8,250 %

11

2,168 %

7,358 %

9,004 %

0,844 %

2,628 %

8,352 %

12

2,189 %

7,361 %

9,083 %

0,916 %

2,691 %

8,447 %

13

2,185 %

7,349 %

9,164 %

0,998 %

2,748 %

8,536 %

14

2,171 %

7,327 %

9,249 %

1,086 %

2,800 %

8,609 %

15

2,162 %

7,297 %

9,339 %

1,176 %

2,843 %

8,659 %

16

2,168 %

7,262 %

9,435 %

1,266 %

2,880 %

8,680 %

17

2,186 %

7,223 %

9,530 %

1,355 %

2,911 %

8,677 %

18

2,213 %

7,182 %

9,614 %

1,442 %

2,938 %

8,655 %

19

2,245 %

7,139 %

9,681 %

1,527 %

2,964 %

8,619 %

20

2,281 %

7,096 %

9,722 %

1,608 %

2,990 %

8,572 %

21

2,319 %

7,052 %

9,732 %

1,686 %

3,015 %

8,518 %

22

2,359 %

7,008 %

9,715 %

1,761 %

3,040 %

8,457 %

23

2,400 %

6,965 %

9,678 %

1,833 %

3,066 %

8,392 %

24

2,440 %

6,923 %

9,624 %

1,901 %

3,090 %

8,325 %

25

2,481 %

6,881 %

9,557 %

1,967 %

3,115 %

8,257 %

26

2,520 %

6,841 %

9,480 %

2,029 %

3,138 %

8,187 %

27

2,559 %

6,802 %

9,396 %

2,089 %

3,162 %

8,118 %

28

2,598 %

6,764 %

9,308 %

2,145 %

3,184 %

8,050 %

29

2,635 %

6,727 %

9,217 %

2,200 %

3,206 %

7,982 %

30

2,671 %

6,692 %

9,124 %

2,251 %

3,227 %

7,916 %

31

2,705 %

6,657 %

9,030 %

2,301 %

3,247 %

7,852 %

32

2,739 %

6,624 %

8,937 %

2,348 %

3,267 %

7,789 %

33

2,771 %

6,592 %

8,845 %

2,393 %

3,286 %

7,728 %

34

2,803 %

6,562 %

8,755 %

2,436 %

3,304 %

7,669 %

35

2,833 %

6,532 %

8,666 %

2,477 %

3,321 %

7,612 %

36

2,862 %

6,504 %

8,580 %

2,516 %

3,338 %

7,557 %

37

2,890 %

6,476 %

8,496 %

2,554 %

3,355 %

7,504 %

38

2,917 %

6,450 %

8,415 %

2,590 %

3,371 %

7,453 %

39

2,943 %

6,425 %

8,337 %

2,624 %

3,386 %

7,404 %

40

2,968 %

6,400 %

8,261 %

2,657 %

3,400 %

7,356 %

41

2,992 %

6,377 %

8,188 %

2,689 %

3,414 %

7,311 %

42

3,015 %

6,354 %

8,117 %

2,720 %

3,428 %

7,267 %

43

3,037 %

6,333 %

8,049 %

2,749 %

3,441 %

7,225 %

44

3,058 %

6,312 %

7,983 %

2,777 %

3,454 %

7,184 %

45

3,079 %

6,292 %

7,920 %

2,804 %

3,466 %

7,145 %

46

3,099 %

6,272 %

7,860 %

2,829 %

3,478 %

7,107 %

47

3,118 %

6,253 %

7,801 %

2,854 %

3,489 %

7,071 %

48

3,136 %

6,235 %

7,745 %

2,878 %

3,500 %

7,036 %

49

3,154 %

6,218 %

7,691 %

2,901 %

3,510 %

7,002 %

50

3,171 %

6,201 %

7,638 %

2,924 %

3,520 %

6,970 %

51

3,188 %

6,185 %

7,588 %

2,945 %

3,530 %

6,939 %

52

3,204 %

6,170 %

7,539 %

2,966 %

3,540 %

6,909 %

53

3,219 %

6,155 %

7,493 %

2,985 %

3,549 %

6,880 %

54

3,234 %

6,140 %

7,447 %

3,005 %

3,558 %

6,852 %

55

3,249 %

6,126 %

7,404 %

3,023 %

3,567 %

6,824 %

56

3,263 %

6,112 %

7,362 %

3,041 %

3,575 %

6,798 %

57

3,276 %

6,099 %

7,321 %

3,059 %

3,583 %

6,773 %

58

3,289 %

6,086 %

7,282 %

3,075 %

3,591 %

6,749 %

59

3,302 %

6,074 %

7,244 %

3,092 %

3,598 %

6,725 %

60

3,314 %

6,062 %

7,207 %

3,107 %

3,606 %

6,702 %

61

3,326 %

6,051 %

7,171 %

3,123 %

3,613 %

6,680 %

62

3,337 %

6,039 %

7,137 %

3,137 %

3,620 %

6,659 %

63

3,349 %

6,029 %

7,104 %

3,152 %

3,626 %

6,638 %

64

3,359 %

6,018 %

7,071 %

3,165 %

3,633 %

6,618 %

65

3,370 %

6,008 %

7,040 %

3,179 %

3,639 %

6,598 %

66

3,380 %

5,998 %

7,010 %

3,192 %

3,645 %

6,579 %

67

3,390 %

5,988 %

6,980 %

3,205 %

3,651 %

6,561 %

68

3,400 %

5,979 %

6,952 %

3,217 %

3,657 %

6,543 %

69

3,409 %

5,970 %

6,924 %

3,229 %

3,663 %

6,526 %

70

3,418 %

5,961 %

6,897 %

3,241 %

3,668 %

6,509 %

71

3,427 %

5,953 %

6,871 %

3,252 %

3,673 %

6,492 %

72

3,435 %

5,944 %

6,845 %

3,263 %

3,679 %

6,476 %

73

3,444 %

5,936 %

6,820 %

3,274 %

3,684 %

6,461 %

74

3,452 %

5,928 %

6,796 %

3,284 %

3,688 %

6,446 %

75

3,460 %

5,920 %

6,773 %

3,294 %

3,693 %

6,431 %

76

3,468 %

5,913 %

6,750 %

3,304 %

3,698 %

6,417 %

77

3,475 %

5,906 %

6,728 %

3,314 %

3,702 %

6,403 %

78

3,482 %

5,898 %

6,706 %

3,323 %

3,707 %

6,389 %

79

3,490 %

5,892 %

6,685 %

3,332 %

3,711 %

6,376 %

80

3,497 %

5,885 %

6,664 %

3,341 %

3,715 %

6,363 %

81

3,503 %

5,878 %

6,644 %

3,350 %

3,720 %

6,351 %

82

3,510 %

5,872 %

6,625 %

3,358 %

3,724 %

6,339 %

83

3,516 %

5,865 %

6,606 %

3,367 %

3,727 %

6,327 %

84

3,523 %

5,859 %

6,587 %

3,375 %

3,731 %

6,315 %

85

3,529 %

5,853 %

6,569 %

3,383 %

3,735 %

6,304 %

86

3,535 %

5,847 %

6,551 %

3,390 %

3,739 %

6,292 %

87

3,541 %

5,842 %

6,534 %

3,398 %

3,742 %

6,281 %

88

3,547 %

5,836 %

6,517 %

3,405 %

3,746 %

6,271 %

89

3,552 %

5,831 %

6,500 %

3,413 %

3,749 %

6,260 %

90

3,558 %

5,825 %

6,484 %

3,420 %

3,752 %

6,250 %

91

3,563 %

5,820 %

6,468 %

3,426 %

3,756 %

6,240 %

92

3,568 %

5,815 %

6,452 %

3,433 %

3,759 %

6,231 %

93

3,574 %

5,810 %

6,437 %

3,440 %

3,762 %

6,221 %

94

3,579 %

5,805 %

6,422 %

3,446 %

3,765 %

6,212 %

95

3,584 %

5,800 %

6,408 %

3,453 %

3,768 %

6,203 %

96

3,588 %

5,796 %

6,394 %

3,459 %

3,771 %

6,194 %

97

3,593 %

5,791 %

6,380 %

3,465 %

3,774 %

6,185 %

98

3,598 %

5,786 %

6,366 %

3,471 %

3,777 %

6,177 %

99

3,602 %

5,782 %

6,353 %

3,477 %

3,779 %

6,168 %

100

3,607 %

5,778 %

6,340 %

3,482 %

3,782 %

6,160 %

101

3,611 %

5,773 %

6,327 %

3,488 %

3,785 %

6,152 %

102

3,616 %

5,769 %

6,314 %

3,494 %

3,787 %

6,144 %

103

3,620 %

5,765 %

6,302 %

3,499 %

3,790 %

6,136 %

104

3,624 %

5,761 %

6,290 %

3,504 %

3,792 %

6,129 %

105

3,628 %

5,757 %

6,278 %

3,509 %

3,795 %

6,121 %

106

3,632 %

5,753 %

6,266 %

3,514 %

3,797 %

6,114 %

107

3,636 %

5,750 %

6,255 %

3,519 %

3,800 %

6,107 %

108

3,640 %

5,746 %

6,244 %

3,524 %

3,802 %

6,100 %

109

3,643 %

5,742 %

6,233 %

3,529 %

3,804 %

6,093 %

110

3,647 %

5,739 %

6,222 %

3,534 %

3,806 %

6,086 %

111

3,651 %

5,735 %

6,211 %

3,539 %

3,809 %

6,079 %

112

3,654 %

5,732 %

6,201 %

3,543 %

3,811 %

6,073 %

113

3,658 %

5,728 %

6,190 %

3,548 %

3,813 %

6,066 %

114

3,661 %

5,725 %

6,180 %

3,552 %

3,815 %

6,060 %

115

3,665 %

5,722 %

6,170 %

3,556 %

3,817 %

6,054 %

116

3,668 %

5,719 %

6,161 %

3,561 %

3,819 %

6,048 %

117

3,671 %

5,715 %

6,151 %

3,565 %

3,821 %

6,042 %

118

3,674 %

5,712 %

6,142 %

3,569 %

3,823 %

6,036 %

119

3,678 %

5,709 %

6,133 %

3,573 %

3,825 %

6,030 %

120

3,681 %

5,706 %

6,124 %

3,577 %

3,827 %

6,025 %

121

3,684 %

5,703 %

6,115 %

3,581 %

3,829 %

6,019 %

122

3,687 %

5,700 %

6,106 %

3,585 %

3,830 %

6,013 %

123

3,690 %

5,698 %

6,097 %

3,588 %

3,832 %

6,008 %

124

3,693 %

5,695 %

6,089 %

3,592 %

3,834 %

6,003 %

125

3,695 %

5,692 %

6,080 %

3,596 %

3,836 %

5,997 %

126

3,698 %

5,689 %

6,072 %

3,599 %

3,837 %

5,992 %

127

3,701 %

5,687 %

6,064 %

3,603 %

3,839 %

5,987 %

128

3,704 %

5,684 %

6,056 %

3,606 %

3,841 %

5,982 %

129

3,706 %

5,681 %

6,048 %

3,610 %

3,842 %

5,977 %

130

3,709 %

5,679 %

6,041 %

3,613 %

3,844 %

5,972 %

131

3,712 %

5,676 %

6,033 %

3,616 %

3,845 %

5,968 %

132

3,714 %

5,674 %

6,026 %

3,620 %

3,847 %

5,963 %

133

3,717 %

5,671 %

6,018 %

3,623 %

3,848 %

5,958 %

134

3,719 %

5,669 %

6,011 %

3,626 %

3,850 %

5,954 %

135

3,722 %

5,667 %

6,004 %

3,629 %

3,851 %

5,949 %

136

3,724 %

5,664 %

5,997 %

3,632 %

3,853 %

5,945 %

137

3,726 %

5,662 %

5,990 %

3,635 %

3,854 %

5,941 %

138

3,729 %

5,660 %

5,983 %

3,638 %

3,856 %

5,936 %

139

3,731 %

5,658 %

5,976 %

3,641 %

3,857 %

5,932 %

140

3,733 %

5,655 %

5,970 %

3,644 %

3,859 %

5,928 %

141

3,736 %

5,653 %

5,963 %

3,647 %

3,860 %

5,924 %

142

3,738 %

5,651 %

5,957 %

3,650 %

3,861 %

5,920 %

143

3,740 %

5,649 %

5,950 %

3,653 %

3,863 %

5,916 %

144

3,742 %

5,647 %

5,944 %

3,656 %

3,864 %

5,912 %

145

3,744 %

5,645 %

5,938 %

3,658 %

3,865 %

5,908 %

146

3,746 %

5,643 %

5,932 %

3,661 %

3,866 %

5,904 %

147

3,748 %

5,641 %

5,926 %

3,664 %

3,868 %

5,900 %

148

3,750 %

5,639 %

5,920 %

3,666 %

3,869 %

5,897 %

149

3,752 %

5,637 %

5,914 %

3,669 %

3,870 %

5,893 %

150

3,754 %

5,635 %

5,908 %

3,671 %

3,871 %

5,889 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,349 % | 2,486 % | 3,495 % | 9,220 % | 1,715 % | 1,766 % |
| 2 | 7,061 % | 2,524 % | 3,500 % | 9,346 % | 1,704 % | 1,708 % |
| 3 | 7,724 % | 2,620 % | 3,522 % | 9,333 % | 1,704 % | 1,674 % |
| 4 | 8,293 % | 2,703 % | 3,597 % | 9,263 % | 1,737 % | 1,667 % |
| 5 | 8,607 % | 2,780 % | 3,635 % | 9,193 % | 1,791 % | 1,662 % |
| 6 | 8,817 % | 2,871 % | 3,695 % | 9,120 % | 1,843 % | 1,665 % |
| 7 | 8,938 % | 2,951 % | 3,775 % | 9,059 % | 1,894 % | 1,675 % |
| 8 | 9,028 % | 3,007 % | 3,864 % | 9,011 % | 1,947 % | 1,692 % |
| 9 | 9,025 % | 3,047 % | 3,947 % | 8,963 % | 2,002 % | 1,709 % |
| 10 | 9,022 % | 3,083 % | 4,015 % | 8,903 % | 2,061 % | 1,724 % |
| 11 | 9,001 % | 3,119 % | 4,066 % | 8,824 % | 2,123 % | 1,735 % |
| 12 | 8,958 % | 3,156 % | 4,110 % | 8,731 % | 2,187 % | 1,746 % |
| 13 | 8,899 % | 3,193 % | 4,156 % | 8,628 % | 2,249 % | 1,757 % |
| 14 | 8,829 % | 3,229 % | 4,206 % | 8,520 % | 2,303 % | 1,762 % |
| 15 | 8,753 % | 3,264 % | 4,262 % | 8,408 % | 2,345 % | 1,759 % |
| 16 | 8,671 % | 3,298 % | 4,323 % | 8,294 % | 2,373 % | 1,744 % |
| 17 | 8,587 % | 3,331 % | 4,386 % | 8,181 % | 2,392 % | 1,726 % |
| 18 | 8,501 % | 3,362 % | 4,445 % | 8,068 % | 2,407 % | 1,712 % |
| 19 | 8,415 % | 3,392 % | 4,498 % | 7,958 % | 2,423 % | 1,706 % |
| 20 | 8,329 % | 3,421 % | 4,543 % | 7,849 % | 2,442 % | 1,712 % |
| 21 | 8,245 % | 3,449 % | 4,577 % | 7,744 % | 2,466 % | 1,731 % |
| 22 | 8,163 % | 3,476 % | 4,602 % | 7,642 % | 2,493 % | 1,760 % |
| 23 | 8,082 % | 3,501 % | 4,620 % | 7,543 % | 2,523 % | 1,796 % |
| 24 | 8,004 % | 3,526 % | 4,632 % | 7,447 % | 2,555 % | 1,837 % |
| 25 | 7,928 % | 3,549 % | 4,639 % | 7,356 % | 2,588 % | 1,882 % |
| 26 | 7,855 % | 3,571 % | 4,643 % | 7,267 % | 2,621 % | 1,928 % |
| 27 | 7,785 % | 3,593 % | 4,643 % | 7,182 % | 2,654 % | 1,975 % |
| 28 | 7,717 % | 3,613 % | 4,642 % | 7,101 % | 2,687 % | 2,023 % |
| 29 | 7,651 % | 3,633 % | 4,638 % | 7,023 % | 2,719 % | 2,071 % |
| 30 | 7,588 % | 3,652 % | 4,632 % | 6,948 % | 2,751 % | 2,118 % |
| 31 | 7,528 % | 3,670 % | 4,626 % | 6,877 % | 2,782 % | 2,164 % |
| 32 | 7,470 % | 3,687 % | 4,618 % | 6,808 % | 2,813 % | 2,210 % |
| 33 | 7,414 % | 3,703 % | 4,610 % | 6,743 % | 2,842 % | 2,254 % |
| 34 | 7,361 % | 3,719 % | 4,601 % | 6,680 % | 2,871 % | 2,297 % |
| 35 | 7,310 % | 3,734 % | 4,592 % | 6,620 % | 2,899 % | 2,339 % |
| 36 | 7,261 % | 3,749 % | 4,583 % | 6,562 % | 2,926 % | 2,379 % |
| 37 | 7,214 % | 3,763 % | 4,573 % | 6,507 % | 2,951 % | 2,418 % |
| 38 | 7,169 % | 3,776 % | 4,564 % | 6,455 % | 2,976 % | 2,455 % |
| 39 | 7,126 % | 3,789 % | 4,554 % | 6,404 % | 3,001 % | 2,492 % |
| 40 | 7,084 % | 3,802 % | 4,545 % | 6,356 % | 3,024 % | 2,527 % |
| 41 | 7,045 % | 3,814 % | 4,536 % | 6,309 % | 3,046 % | 2,560 % |
| 42 | 7,006 % | 3,825 % | 4,527 % | 6,265 % | 3,068 % | 2,593 % |
| 43 | 6,970 % | 3,836 % | 4,517 % | 6,222 % | 3,089 % | 2,624 % |
| 44 | 6,934 % | 3,847 % | 4,509 % | 6,181 % | 3,109 % | 2,655 % |
| 45 | 6,901 % | 3,857 % | 4,500 % | 6,141 % | 3,129 % | 2,684 % |
| 46 | 6,868 % | 3,867 % | 4,492 % | 6,104 % | 3,147 % | 2,712 % |
| 47 | 6,837 % | 3,876 % | 4,483 % | 6,067 % | 3,165 % | 2,739 % |
| 48 | 6,806 % | 3,886 % | 4,475 % | 6,032 % | 3,183 % | 2,765 % |
| 49 | 6,777 % | 3,894 % | 4,467 % | 5,998 % | 3,200 % | 2,790 % |
| 50 | 6,749 % | 3,903 % | 4,460 % | 5,966 % | 3,216 % | 2,814 % |
| 51 | 6,722 % | 3,911 % | 4,452 % | 5,935 % | 3,231 % | 2,838 % |
| 52 | 6,697 % | 3,919 % | 4,445 % | 5,905 % | 3,247 % | 2,860 % |
| 53 | 6,671 % | 3,927 % | 4,438 % | 5,876 % | 3,261 % | 2,882 % |
| 54 | 6,647 % | 3,935 % | 4,431 % | 5,848 % | 3,275 % | 2,903 % |
| 55 | 6,624 % | 3,942 % | 4,425 % | 5,821 % | 3,289 % | 2,923 % |
| 56 | 6,601 % | 3,949 % | 4,418 % | 5,794 % | 3,302 % | 2,943 % |
| 57 | 6,580 % | 3,956 % | 4,412 % | 5,769 % | 3,315 % | 2,962 % |
| 58 | 6,559 % | 3,962 % | 4,406 % | 5,745 % | 3,328 % | 2,981 % |
| 59 | 6,538 % | 3,968 % | 4,400 % | 5,721 % | 3,339 % | 2,998 % |
| 60 | 6,518 % | 3,975 % | 4,395 % | 5,698 % | 3,351 % | 3,016 % |
| 61 | 6,499 % | 3,981 % | 4,389 % | 5,676 % | 3,362 % | 3,032 % |
| 62 | 6,481 % | 3,986 % | 4,384 % | 5,655 % | 3,373 % | 3,049 % |
| 63 | 6,463 % | 3,992 % | 4,379 % | 5,634 % | 3,384 % | 3,064 % |
| 64 | 6,446 % | 3,998 % | 4,374 % | 5,614 % | 3,394 % | 3,079 % |
| 65 | 6,429 % | 4,003 % | 4,369 % | 5,595 % | 3,404 % | 3,094 % |
| 66 | 6,412 % | 4,008 % | 4,364 % | 5,576 % | 3,414 % | 3,109 % |
| 67 | 6,396 % | 4,013 % | 4,359 % | 5,557 % | 3,423 % | 3,123 % |
| 68 | 6,381 % | 4,018 % | 4,355 % | 5,540 % | 3,432 % | 3,136 % |
| 69 | 6,366 % | 4,023 % | 4,351 % | 5,522 % | 3,441 % | 3,149 % |
| 70 | 6,352 % | 4,027 % | 4,346 % | 5,506 % | 3,450 % | 3,162 % |
| 71 | 6,337 % | 4,032 % | 4,342 % | 5,489 % | 3,458 % | 3,174 % |
| 72 | 6,324 % | 4,036 % | 4,338 % | 5,473 % | 3,466 % | 3,186 % |
| 73 | 6,310 % | 4,040 % | 4,334 % | 5,458 % | 3,474 % | 3,198 % |
| 74 | 6,297 % | 4,044 % | 4,330 % | 5,443 % | 3,482 % | 3,210 % |
| 75 | 6,285 % | 4,048 % | 4,327 % | 5,428 % | 3,490 % | 3,221 % |
| 76 | 6,272 % | 4,052 % | 4,323 % | 5,414 % | 3,497 % | 3,232 % |
| 77 | 6,260 % | 4,056 % | 4,320 % | 5,400 % | 3,504 % | 3,242 % |
| 78 | 6,249 % | 4,060 % | 4,316 % | 5,387 % | 3,511 % | 3,253 % |
| 79 | 6,237 % | 4,064 % | 4,313 % | 5,374 % | 3,518 % | 3,263 % |
| 80 | 6,226 % | 4,067 % | 4,309 % | 5,361 % | 3,524 % | 3,272 % |
| 81 | 6,215 % | 4,071 % | 4,306 % | 5,348 % | 3,531 % | 3,282 % |
| 82 | 6,205 % | 4,074 % | 4,303 % | 5,336 % | 3,537 % | 3,291 % |
| 83 | 6,194 % | 4,077 % | 4,300 % | 5,324 % | 3,543 % | 3,300 % |
| 84 | 6,184 % | 4,081 % | 4,297 % | 5,312 % | 3,549 % | 3,309 % |
| 85 | 6,174 % | 4,084 % | 4,294 % | 5,301 % | 3,555 % | 3,318 % |
| 86 | 6,165 % | 4,087 % | 4,291 % | 5,290 % | 3,561 % | 3,326 % |
| 87 | 6,155 % | 4,090 % | 4,289 % | 5,279 % | 3,567 % | 3,335 % |
| 88 | 6,146 % | 4,093 % | 4,286 % | 5,268 % | 3,572 % | 3,343 % |
| 89 | 6,137 % | 4,096 % | 4,283 % | 5,258 % | 3,577 % | 3,351 % |
| 90 | 6,128 % | 4,098 % | 4,281 % | 5,248 % | 3,583 % | 3,358 % |
| 91 | 6,120 % | 4,101 % | 4,278 % | 5,238 % | 3,588 % | 3,366 % |
| 92 | 6,111 % | 4,104 % | 4,276 % | 5,228 % | 3,593 % | 3,373 % |
| 93 | 6,103 % | 4,106 % | 4,273 % | 5,219 % | 3,598 % | 3,381 % |
| 94 | 6,095 % | 4,109 % | 4,271 % | 5,210 % | 3,602 % | 3,388 % |
| 95 | 6,087 % | 4,112 % | 4,269 % | 5,201 % | 3,607 % | 3,395 % |
| 96 | 6,080 % | 4,114 % | 4,266 % | 5,192 % | 3,612 % | 3,401 % |
| 97 | 6,072 % | 4,116 % | 4,264 % | 5,183 % | 3,616 % | 3,408 % |
| 98 | 6,065 % | 4,119 % | 4,262 % | 5,174 % | 3,621 % | 3,415 % |
| 99 | 6,057 % | 4,121 % | 4,260 % | 5,166 % | 3,625 % | 3,421 % |
| 100 | 6,050 % | 4,123 % | 4,258 % | 5,158 % | 3,629 % | 3,427 % |
| 101 | 6,043 % | 4,126 % | 4,256 % | 5,150 % | 3,633 % | 3,434 % |
| 102 | 6,037 % | 4,128 % | 4,254 % | 5,142 % | 3,637 % | 3,440 % |
| 103 | 6,030 % | 4,130 % | 4,252 % | 5,134 % | 3,641 % | 3,445 % |
| 104 | 6,023 % | 4,132 % | 4,250 % | 5,127 % | 3,645 % | 3,451 % |
| 105 | 6,017 % | 4,134 % | 4,248 % | 5,119 % | 3,649 % | 3,457 % |
| 106 | 6,011 % | 4,136 % | 4,246 % | 5,112 % | 3,653 % | 3,462 % |
| 107 | 6,004 % | 4,138 % | 4,244 % | 5,105 % | 3,657 % | 3,468 % |
| 108 | 5,998 % | 4,140 % | 4,242 % | 5,098 % | 3,660 % | 3,473 % |
| 109 | 5,992 % | 4,142 % | 4,240 % | 5,091 % | 3,664 % | 3,479 % |
| 110 | 5,986 % | 4,144 % | 4,239 % | 5,084 % | 3,667 % | 3,484 % |
| 111 | 5,981 % | 4,146 % | 4,237 % | 5,078 % | 3,671 % | 3,489 % |
| 112 | 5,975 % | 4,148 % | 4,235 % | 5,071 % | 3,674 % | 3,494 % |
| 113 | 5,970 % | 4,149 % | 4,234 % | 5,065 % | 3,678 % | 3,499 % |
| 114 | 5,964 % | 4,151 % | 4,232 % | 5,058 % | 3,681 % | 3,504 % |
| 115 | 5,959 % | 4,153 % | 4,230 % | 5,052 % | 3,684 % | 3,508 % |
| 116 | 5,953 % | 4,155 % | 4,229 % | 5,046 % | 3,687 % | 3,513 % |
| 117 | 5,948 % | 4,156 % | 4,227 % | 5,040 % | 3,690 % | 3,518 % |
| 118 | 5,943 % | 4,158 % | 4,226 % | 5,034 % | 3,693 % | 3,522 % |
| 119 | 5,938 % | 4,160 % | 4,224 % | 5,028 % | 3,696 % | 3,527 % |
| 120 | 5,933 % | 4,161 % | 4,223 % | 5,023 % | 3,699 % | 3,531 % |
| 121 | 5,928 % | 4,163 % | 4,222 % | 5,017 % | 3,702 % | 3,535 % |
| 122 | 5,924 % | 4,164 % | 4,220 % | 5,012 % | 3,705 % | 3,539 % |
| 123 | 5,919 % | 4,166 % | 4,219 % | 5,006 % | 3,708 % | 3,543 % |
| 124 | 5,914 % | 4,167 % | 4,217 % | 5,001 % | 3,711 % | 3,548 % |
| 125 | 5,910 % | 4,169 % | 4,216 % | 4,996 % | 3,713 % | 3,552 % |
| 126 | 5,905 % | 4,170 % | 4,215 % | 4,991 % | 3,716 % | 3,556 % |
| 127 | 5,901 % | 4,172 % | 4,213 % | 4,986 % | 3,719 % | 3,559 % |
| 128 | 5,897 % | 4,173 % | 4,212 % | 4,981 % | 3,721 % | 3,563 % |
| 129 | 5,893 % | 4,174 % | 4,211 % | 4,976 % | 3,724 % | 3,567 % |
| 130 | 5,888 % | 4,176 % | 4,210 % | 4,971 % | 3,726 % | 3,571 % |
| 131 | 5,884 % | 4,177 % | 4,208 % | 4,966 % | 3,729 % | 3,574 % |
| 132 | 5,880 % | 4,178 % | 4,207 % | 4,961 % | 3,731 % | 3,578 % |
| 133 | 5,876 % | 4,180 % | 4,206 % | 4,957 % | 3,733 % | 3,581 % |
| 134 | 5,872 % | 4,181 % | 4,205 % | 4,952 % | 3,736 % | 3,585 % |
| 135 | 5,868 % | 4,182 % | 4,204 % | 4,948 % | 3,738 % | 3,588 % |
| 136 | 5,865 % | 4,183 % | 4,203 % | 4,943 % | 3,740 % | 3,592 % |
| 137 | 5,861 % | 4,185 % | 4,201 % | 4,939 % | 3,743 % | 3,595 % |
| 138 | 5,857 % | 4,186 % | 4,200 % | 4,935 % | 3,745 % | 3,598 % |
| 139 | 5,853 % | 4,187 % | 4,199 % | 4,931 % | 3,747 % | 3,602 % |
| 140 | 5,850 % | 4,188 % | 4,198 % | 4,926 % | 3,749 % | 3,605 % |
| 141 | 5,846 % | 4,189 % | 4,197 % | 4,922 % | 3,751 % | 3,608 % |
| 142 | 5,843 % | 4,190 % | 4,196 % | 4,918 % | 3,753 % | 3,611 % |
| 143 | 5,839 % | 4,192 % | 4,195 % | 4,914 % | 3,756 % | 3,614 % |
| 144 | 5,836 % | 4,193 % | 4,194 % | 4,910 % | 3,758 % | 3,617 % |
| 145 | 5,833 % | 4,194 % | 4,193 % | 4,906 % | 3,760 % | 3,620 % |
| 146 | 5,829 % | 4,195 % | 4,192 % | 4,903 % | 3,762 % | 3,623 % |
| 147 | 5,826 % | 4,196 % | 4,191 % | 4,899 % | 3,764 % | 3,626 % |
| 148 | 5,823 % | 4,197 % | 4,190 % | 4,895 % | 3,765 % | 3,629 % |
| 149 | 5,820 % | 4,198 % | 4,189 % | 4,891 % | 3,767 % | 3,632 % |
| 150 | 5,816 % | 4,199 % | 4,188 % | 4,888 % | 3,769 % | 3,634 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

6,349 %

2,486 %

3,495 %

9,220 %

1,715 %

1,766 %

2

7,061 %

2,524 %

3,500 %

9,346 %

1,704 %

1,708 %

3

7,724 %

2,620 %

3,522 %

9,333 %

1,704 %

1,674 %

4

8,293 %

2,703 %

3,597 %

9,263 %

1,737 %

1,667 %

5

8,607 %

2,780 %

3,635 %

9,193 %

1,791 %

1,662 %

6

8,817 %

2,871 %

3,695 %

9,120 %

1,843 %

1,665 %

7

8,938 %

2,951 %

3,775 %

9,059 %

1,894 %

1,675 %

8

9,028 %

3,007 %

3,864 %

9,011 %

1,947 %

1,692 %

9

9,025 %

3,047 %

3,947 %

8,963 %

2,002 %

1,709 %

10

9,022 %

3,083 %

4,015 %

8,903 %

2,061 %

1,724 %

11

9,001 %

3,119 %

4,066 %

8,824 %

2,123 %

1,735 %

12

8,958 %

3,156 %

4,110 %

8,731 %

2,187 %

1,746 %

13

8,899 %

3,193 %

4,156 %

8,628 %

2,249 %

1,757 %

14

8,829 %

3,229 %

4,206 %

8,520 %

2,303 %

1,762 %

15

8,753 %

3,264 %

4,262 %

8,408 %

2,345 %

1,759 %

16

8,671 %

3,298 %

4,323 %

8,294 %

2,373 %

1,744 %

17

8,587 %

3,331 %

4,386 %

8,181 %

2,392 %

1,726 %

18

8,501 %

3,362 %

4,445 %

8,068 %

2,407 %

1,712 %

19

8,415 %

3,392 %

4,498 %

7,958 %

2,423 %

1,706 %

20

8,329 %

3,421 %

4,543 %

7,849 %

2,442 %

1,712 %

21

8,245 %

3,449 %

4,577 %

7,744 %

2,466 %

1,731 %

22

8,163 %

3,476 %

4,602 %

7,642 %

2,493 %

1,760 %

23

8,082 %

3,501 %

4,620 %

7,543 %

2,523 %

1,796 %

24

8,004 %

3,526 %

4,632 %

7,447 %

2,555 %

1,837 %

25

7,928 %

3,549 %

4,639 %

7,356 %

2,588 %

1,882 %

26

7,855 %

3,571 %

4,643 %

7,267 %

2,621 %

1,928 %

27

7,785 %

3,593 %

4,643 %

7,182 %

2,654 %

1,975 %

28

7,717 %

3,613 %

4,642 %

7,101 %

2,687 %

2,023 %

29

7,651 %

3,633 %

4,638 %

7,023 %

2,719 %

2,071 %

30

7,588 %

3,652 %

4,632 %

6,948 %

2,751 %

2,118 %

31

7,528 %

3,670 %

4,626 %

6,877 %

2,782 %

2,164 %

32

7,470 %

3,687 %

4,618 %

6,808 %

2,813 %

2,210 %

33

7,414 %

3,703 %

4,610 %

6,743 %

2,842 %

2,254 %

34

7,361 %

3,719 %

4,601 %

6,680 %

2,871 %

2,297 %

35

7,310 %

3,734 %

4,592 %

6,620 %

2,899 %

2,339 %

36

7,261 %

3,749 %

4,583 %

6,562 %

2,926 %

2,379 %

37

7,214 %

3,763 %

4,573 %

6,507 %

2,951 %

2,418 %

38

7,169 %

3,776 %

4,564 %

6,455 %

2,976 %

2,455 %

39

7,126 %

3,789 %

4,554 %

6,404 %

3,001 %

2,492 %

40

7,084 %

3,802 %

4,545 %

6,356 %

3,024 %

2,527 %

41

7,045 %

3,814 %

4,536 %

6,309 %

3,046 %

2,560 %

42

7,006 %

3,825 %

4,527 %

6,265 %

3,068 %

2,593 %

43

6,970 %

3,836 %

4,517 %

6,222 %

3,089 %

2,624 %

44

6,934 %

3,847 %

4,509 %

6,181 %

3,109 %

2,655 %

45

6,901 %

3,857 %

4,500 %

6,141 %

3,129 %

2,684 %

46

6,868 %

3,867 %

4,492 %

6,104 %

3,147 %

2,712 %

47

6,837 %

3,876 %

4,483 %

6,067 %

3,165 %

2,739 %

48

6,806 %

3,886 %

4,475 %

6,032 %

3,183 %

2,765 %

49

6,777 %

3,894 %

4,467 %

5,998 %

3,200 %

2,790 %

50

6,749 %

3,903 %

4,460 %

5,966 %

3,216 %

2,814 %

51

6,722 %

3,911 %

4,452 %

5,935 %

3,231 %

2,838 %

52

6,697 %

3,919 %

4,445 %

5,905 %

3,247 %

2,860 %

53

6,671 %

3,927 %

4,438 %

5,876 %

3,261 %

2,882 %

54

6,647 %

3,935 %

4,431 %

5,848 %

3,275 %

2,903 %

55

6,624 %

3,942 %

4,425 %

5,821 %

3,289 %

2,923 %

56

6,601 %

3,949 %

4,418 %

5,794 %

3,302 %

2,943 %

57

6,580 %

3,956 %

4,412 %

5,769 %

3,315 %

2,962 %

58

6,559 %

3,962 %

4,406 %

5,745 %

3,328 %

2,981 %

59

6,538 %

3,968 %

4,400 %

5,721 %

3,339 %

2,998 %

60

6,518 %

3,975 %

4,395 %

5,698 %

3,351 %

3,016 %

61

6,499 %

3,981 %

4,389 %

5,676 %

3,362 %

3,032 %

62

6,481 %

3,986 %

4,384 %

5,655 %

3,373 %

3,049 %

63

6,463 %

3,992 %

4,379 %

5,634 %

3,384 %

3,064 %

64

6,446 %

3,998 %

4,374 %

5,614 %

3,394 %

3,079 %

65

6,429 %

4,003 %

4,369 %

5,595 %

3,404 %

3,094 %

66

6,412 %

4,008 %

4,364 %

5,576 %

3,414 %

3,109 %

67

6,396 %

4,013 %

4,359 %

5,557 %

3,423 %

3,123 %

68

6,381 %

4,018 %

4,355 %

5,540 %

3,432 %

3,136 %

69

6,366 %

4,023 %

4,351 %

5,522 %

3,441 %

3,149 %

70

6,352 %

4,027 %

4,346 %

5,506 %

3,450 %

3,162 %

71

6,337 %

4,032 %

4,342 %

5,489 %

3,458 %

3,174 %

72

6,324 %

4,036 %

4,338 %

5,473 %

3,466 %

3,186 %

73

6,310 %

4,040 %

4,334 %

5,458 %

3,474 %

3,198 %

74

6,297 %

4,044 %

4,330 %

5,443 %

3,482 %

3,210 %

75

6,285 %

4,048 %

4,327 %

5,428 %

3,490 %

3,221 %

76

6,272 %

4,052 %

4,323 %

5,414 %

3,497 %

3,232 %

77

6,260 %

4,056 %

4,320 %

5,400 %

3,504 %

3,242 %

78

6,249 %

4,060 %

4,316 %

5,387 %

3,511 %

3,253 %

79

6,237 %

4,064 %

4,313 %

5,374 %

3,518 %

3,263 %

80

6,226 %

4,067 %

4,309 %

5,361 %

3,524 %

3,272 %

81

6,215 %

4,071 %

4,306 %

5,348 %

3,531 %

3,282 %

82

6,205 %

4,074 %

4,303 %

5,336 %

3,537 %

3,291 %

83

6,194 %

4,077 %

4,300 %

5,324 %

3,543 %

3,300 %

84

6,184 %

4,081 %

4,297 %

5,312 %

3,549 %

3,309 %

85

6,174 %

4,084 %

4,294 %

5,301 %

3,555 %

3,318 %

86

6,165 %

4,087 %

4,291 %

5,290 %

3,561 %

3,326 %

87

6,155 %

4,090 %

4,289 %

5,279 %

3,567 %

3,335 %

88

6,146 %

4,093 %

4,286 %

5,268 %

3,572 %

3,343 %

89

6,137 %

4,096 %

4,283 %

5,258 %

3,577 %

3,351 %

90

6,128 %

4,098 %

4,281 %

5,248 %

3,583 %

3,358 %

91

6,120 %

4,101 %

4,278 %

5,238 %

3,588 %

3,366 %

92

6,111 %

4,104 %

4,276 %

5,228 %

3,593 %

3,373 %

93

6,103 %

4,106 %

4,273 %

5,219 %

3,598 %

3,381 %

94

6,095 %

4,109 %

4,271 %

5,210 %

3,602 %

3,388 %

95

6,087 %

4,112 %

4,269 %

5,201 %

3,607 %

3,395 %

96

6,080 %

4,114 %

4,266 %

5,192 %

3,612 %

3,401 %

97

6,072 %

4,116 %

4,264 %

5,183 %

3,616 %

3,408 %

98

6,065 %

4,119 %

4,262 %

5,174 %

3,621 %

3,415 %

99

6,057 %

4,121 %

4,260 %

5,166 %

3,625 %

3,421 %

100

6,050 %

4,123 %

4,258 %

5,158 %

3,629 %

3,427 %

101

6,043 %

4,126 %

4,256 %

5,150 %

3,633 %

3,434 %

102

6,037 %

4,128 %

4,254 %

5,142 %

3,637 %

3,440 %

103

6,030 %

4,130 %

4,252 %

5,134 %

3,641 %

3,445 %

104

6,023 %

4,132 %

4,250 %

5,127 %

3,645 %

3,451 %

105

6,017 %

4,134 %

4,248 %

5,119 %

3,649 %

3,457 %

106

6,011 %

4,136 %

4,246 %

5,112 %

3,653 %

3,462 %

107

6,004 %

4,138 %

4,244 %

5,105 %

3,657 %

3,468 %

108

5,998 %

4,140 %

4,242 %

5,098 %

3,660 %

3,473 %

109

5,992 %

4,142 %

4,240 %

5,091 %

3,664 %

3,479 %

110

5,986 %

4,144 %

4,239 %

5,084 %

3,667 %

3,484 %

111

5,981 %

4,146 %

4,237 %

5,078 %

3,671 %

3,489 %

112

5,975 %

4,148 %

4,235 %

5,071 %

3,674 %

3,494 %

113

5,970 %

4,149 %

4,234 %

5,065 %

3,678 %

3,499 %

114

5,964 %

4,151 %

4,232 %

5,058 %

3,681 %

3,504 %

115

5,959 %

4,153 %

4,230 %

5,052 %

3,684 %

3,508 %

116

5,953 %

4,155 %

4,229 %

5,046 %

3,687 %

3,513 %

117

5,948 %

4,156 %

4,227 %

5,040 %

3,690 %

3,518 %

118

5,943 %

4,158 %

4,226 %

5,034 %

3,693 %

3,522 %

119

5,938 %

4,160 %

4,224 %

5,028 %

3,696 %

3,527 %

120

5,933 %

4,161 %

4,223 %

5,023 %

3,699 %

3,531 %

121

5,928 %

4,163 %

4,222 %

5,017 %

3,702 %

3,535 %

122

5,924 %

4,164 %

4,220 %

5,012 %

3,705 %

3,539 %

123

5,919 %

4,166 %

4,219 %

5,006 %

3,708 %

3,543 %

124

5,914 %

4,167 %

4,217 %

5,001 %

3,711 %

3,548 %

125

5,910 %

4,169 %

4,216 %

4,996 %

3,713 %

3,552 %

126

5,905 %

4,170 %

4,215 %

4,991 %

3,716 %

3,556 %

127

5,901 %

4,172 %

4,213 %

4,986 %

3,719 %

3,559 %

128

5,897 %

4,173 %

4,212 %

4,981 %

3,721 %

3,563 %

129

5,893 %

4,174 %

4,211 %

4,976 %

3,724 %

3,567 %

130

5,888 %

4,176 %

4,210 %

4,971 %

3,726 %

3,571 %

131

5,884 %

4,177 %

4,208 %

4,966 %

3,729 %

3,574 %

132

5,880 %

4,178 %

4,207 %

4,961 %

3,731 %

3,578 %

133

5,876 %

4,180 %

4,206 %

4,957 %

3,733 %

3,581 %

134

5,872 %

4,181 %

4,205 %

4,952 %

3,736 %

3,585 %

135

5,868 %

4,182 %

4,204 %

4,948 %

3,738 %

3,588 %

136

5,865 %

4,183 %

4,203 %

4,943 %

3,740 %

3,592 %

137

5,861 %

4,185 %

4,201 %

4,939 %

3,743 %

3,595 %

138

5,857 %

4,186 %

4,200 %

4,935 %

3,745 %

3,598 %

139

5,853 %

4,187 %

4,199 %

4,931 %

3,747 %

3,602 %

140

5,850 %

4,188 %

4,198 %

4,926 %

3,749 %

3,605 %

141

5,846 %

4,189 %

4,197 %

4,922 %

3,751 %

3,608 %

142

5,843 %

4,190 %

4,196 %

4,918 %

3,753 %

3,611 %

143

5,839 %

4,192 %

4,195 %

4,914 %

3,756 %

3,614 %

144

5,836 %

4,193 %

4,194 %

4,910 %

3,758 %

3,617 %

145

5,833 %

4,194 %

4,193 %

4,906 %

3,760 %

3,620 %

146

5,829 %

4,195 %

4,192 %

4,903 %

3,762 %

3,623 %

147

5,826 %

4,196 %

4,191 %

4,899 %

3,764 %

3,626 %

148

5,823 %

4,197 %

4,190 %

4,895 %

3,765 %

3,629 %

149

5,820 %

4,198 %

4,189 %

4,891 %

3,767 %

3,632 %

150

5,816 %

4,199 %

4,188 %

4,888 %

3,769 %

3,634 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 21,800 % | 2,593 % | – 0,091 % |
| 2 | 19,421 % | 2,491 % | – 0,092 % |
| 3 | 18,795 % | 2,422 % | – 0,094 % |
| 4 | 17,703 % | 2,400 % | – 0,090 % |
| 5 | 16,309 % | 2,402 % | – 0,079 % |
| 6 | 15,898 % | 2,427 % | – 0,060 % |
| 7 | 15,751 % | 2,461 % | – 0,034 % |
| 8 | 15,214 % | 2,492 % | – 0,003 % |
| 9 | 14,433 % | 2,526 % | 0,034 % |
| 10 | 13,642 % | 2,551 % | 0,074 % |
| 11 | 12,965 % | 2,586 % | 0,115 % |
| 12 | 12,397 % | 2,601 % | 0,156 % |
| 13 | 11,912 % | 2,618 % | 0,198 % |
| 14 | 11,492 % | 2,639 % | 0,240 % |
| 15 | 11,125 % | 2,659 % | 0,280 % |
| 16 | 10,800 % | 2,673 % | 0,319 % |
| 17 | 10,510 % | 2,683 % | 0,357 % |
| 18 | 10,251 % | 2,690 % | 0,392 % |
| 19 | 10,016 % | 2,695 % | 0,426 % |
| 20 | 9,803 % | 2,698 % | 0,458 % |
| 21 | 9,608 % | 2,699 % | 0,487 % |
| 22 | 9,430 % | 2,699 % | 0,514 % |
| 23 | 9,266 % | 2,698 % | 0,537 % |
| 24 | 9,114 % | 2,698 % | 0,557 % |
| 25 | 8,974 % | 2,697 % | 0,572 % |
| 26 | 8,843 % | 2,697 % | 0,583 % |
| 27 | 8,721 % | 2,696 % | 0,593 % |
| 28 | 8,607 % | 2,695 % | 0,606 % |
| 29 | 8,501 % | 2,694 % | 0,622 % |
| 30 | 8,401 % | 2,692 % | 0,645 % |
| 31 | 8,307 % | 2,689 % | 0,674 % |
| 32 | 8,218 % | 2,686 % | 0,709 % |
| 33 | 8,135 % | 2,682 % | 0,748 % |
| 34 | 8,056 % | 2,677 % | 0,790 % |
| 35 | 7,981 % | 2,672 % | 0,833 % |
| 36 | 7,910 % | 2,666 % | 0,878 % |
| 37 | 7,843 % | 2,659 % | 0,923 % |
| 38 | 7,779 % | 2,652 % | 0,969 % |
| 39 | 7,718 % | 2,643 % | 1,014 % |
| 40 | 7,660 % | 2,634 % | 1,059 % |
| 41 | 7,605 % | 2,623 % | 1,103 % |
| 42 | 7,552 % | 2,612 % | 1,147 % |
| 43 | 7,502 % | 2,602 % | 1,190 % |
| 44 | 7,453 % | 2,593 % | 1,231 % |
| 45 | 7,407 % | 2,585 % | 1,272 % |
| 46 | 7,363 % | 2,579 % | 1,312 % |
| 47 | 7,321 % | 2,575 % | 1,350 % |
| 48 | 7,280 % | 2,574 % | 1,388 % |
| 49 | 7,241 % | 2,575 % | 1,424 % |
| 50 | 7,203 % | 2,579 % | 1,459 % |
| 51 | 7,167 % | 2,585 % | 1,494 % |
| 52 | 7,132 % | 2,594 % | 1,527 % |
| 53 | 7,099 % | 2,605 % | 1,559 % |
| 54 | 7,067 % | 2,617 % | 1,591 % |
| 55 | 7,036 % | 2,631 % | 1,621 % |
| 56 | 7,005 % | 2,645 % | 1,651 % |
| 57 | 6,976 % | 2,660 % | 1,679 % |
| 58 | 6,948 % | 2,676 % | 1,707 % |
| 59 | 6,921 % | 2,692 % | 1,734 % |
| 60 | 6,895 % | 2,708 % | 1,760 % |
| 61 | 6,870 % | 2,724 % | 1,785 % |
| 62 | 6,845 % | 2,741 % | 1,810 % |
| 63 | 6,822 % | 2,758 % | 1,834 % |
| 64 | 6,798 % | 2,774 % | 1,857 % |
| 65 | 6,776 % | 2,790 % | 1,879 % |
| 66 | 6,755 % | 2,807 % | 1,901 % |
| 67 | 6,734 % | 2,823 % | 1,922 % |
| 68 | 6,713 % | 2,838 % | 1,943 % |
| 69 | 6,693 % | 2,854 % | 1,963 % |
| 70 | 6,674 % | 2,869 % | 1,983 % |
| 71 | 6,655 % | 2,885 % | 2,002 % |
| 72 | 6,637 % | 2,899 % | 2,020 % |
| 73 | 6,619 % | 2,914 % | 2,038 % |
| 74 | 6,602 % | 2,928 % | 2,056 % |
| 75 | 6,585 % | 2,942 % | 2,073 % |
| 76 | 6,569 % | 2,956 % | 2,089 % |
| 77 | 6,553 % | 2,970 % | 2,105 % |
| 78 | 6,538 % | 2,983 % | 2,121 % |
| 79 | 6,523 % | 2,996 % | 2,137 % |
| 80 | 6,508 % | 3,008 % | 2,152 % |
| 81 | 6,494 % | 3,021 % | 2,166 % |
| 82 | 6,480 % | 3,033 % | 2,181 % |
| 83 | 6,466 % | 3,045 % | 2,195 % |
| 84 | 6,453 % | 3,056 % | 2,208 % |
| 85 | 6,440 % | 3,068 % | 2,222 % |
| 86 | 6,427 % | 3,079 % | 2,235 % |
| 87 | 6,414 % | 3,090 % | 2,247 % |
| 88 | 6,402 % | 3,101 % | 2,260 % |
| 89 | 6,390 % | 3,111 % | 2,272 % |
| 90 | 6,379 % | 3,121 % | 2,284 % |
| 91 | 6,367 % | 3,131 % | 2,296 % |
| 92 | 6,356 % | 3,141 % | 2,307 % |
| 93 | 6,345 % | 3,151 % | 2,318 % |
| 94 | 6,335 % | 3,160 % | 2,329 % |
| 95 | 6,324 % | 3,170 % | 2,340 % |
| 96 | 6,314 % | 3,179 % | 2,350 % |
| 97 | 6,304 % | 3,188 % | 2,361 % |
| 98 | 6,294 % | 3,196 % | 2,371 % |
| 99 | 6,285 % | 3,205 % | 2,380 % |
| 100 | 6,275 % | 3,213 % | 2,390 % |
| 101 | 6,266 % | 3,221 % | 2,400 % |
| 102 | 6,257 % | 3,230 % | 2,409 % |
| 103 | 6,248 % | 3,237 % | 2,418 % |
| 104 | 6,240 % | 3,245 % | 2,427 % |
| 105 | 6,231 % | 3,253 % | 2,436 % |
| 106 | 6,223 % | 3,260 % | 2,444 % |
| 107 | 6,215 % | 3,268 % | 2,453 % |
| 108 | 6,207 % | 3,275 % | 2,461 % |
| 109 | 6,199 % | 3,282 % | 2,469 % |
| 110 | 6,191 % | 3,289 % | 2,477 % |
| 111 | 6,183 % | 3,296 % | 2,485 % |
| 112 | 6,176 % | 3,302 % | 2,492 % |
| 113 | 6,169 % | 3,309 % | 2,500 % |
| 114 | 6,161 % | 3,315 % | 2,507 % |
| 115 | 6,154 % | 3,322 % | 2,515 % |
| 116 | 6,147 % | 3,328 % | 2,522 % |
| 117 | 6,141 % | 3,334 % | 2,529 % |
| 118 | 6,134 % | 3,340 % | 2,536 % |
| 119 | 6,127 % | 3,346 % | 2,543 % |
| 120 | 6,121 % | 3,352 % | 2,549 % |
| 121 | 6,114 % | 3,358 % | 2,556 % |
| 122 | 6,108 % | 3,363 % | 2,562 % |
| 123 | 6,102 % | 3,369 % | 2,569 % |
| 124 | 6,096 % | 3,374 % | 2,575 % |
| 125 | 6,090 % | 3,380 % | 2,581 % |
| 126 | 6,084 % | 3,385 % | 2,587 % |
| 127 | 6,078 % | 3,390 % | 2,593 % |
| 128 | 6,072 % | 3,396 % | 2,599 % |
| 129 | 6,067 % | 3,401 % | 2,605 % |
| 130 | 6,061 % | 3,406 % | 2,611 % |
| 131 | 6,056 % | 3,410 % | 2,616 % |
| 132 | 6,050 % | 3,415 % | 2,622 % |
| 133 | 6,045 % | 3,420 % | 2,627 % |
| 134 | 6,040 % | 3,425 % | 2,633 % |
| 135 | 6,035 % | 3,429 % | 2,638 % |
| 136 | 6,030 % | 3,434 % | 2,643 % |
| 137 | 6,025 % | 3,438 % | 2,648 % |
| 138 | 6,020 % | 3,443 % | 2,653 % |
| 139 | 6,015 % | 3,447 % | 2,658 % |
| 140 | 6,010 % | 3,451 % | 2,663 % |
| 141 | 6,006 % | 3,456 % | 2,668 % |
| 142 | 6,001 % | 3,460 % | 2,673 % |
| 143 | 5,996 % | 3,464 % | 2,678 % |
| 144 | 5,992 % | 3,468 % | 2,682 % |
| 145 | 5,987 % | 3,472 % | 2,687 % |
| 146 | 5,983 % | 3,476 % | 2,692 % |
| 147 | 5,979 % | 3,480 % | 2,696 % |
| 148 | 5,974 % | 3,484 % | 2,700 % |
| 149 | 5,970 % | 3,488 % | 2,705 % |
| 150 | 5,966 % | 3,491 % | 2,709 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

21,800 %

2,593 %

– 0,091 %

2

19,421 %

2,491 %

– 0,092 %

3

18,795 %

2,422 %

– 0,094 %

4

17,703 %

2,400 %

– 0,090 %

5

16,309 %

2,402 %

– 0,079 %

6

15,898 %

2,427 %

– 0,060 %

7

15,751 %

2,461 %

– 0,034 %

8

15,214 %

2,492 %

– 0,003 %

9

14,433 %

2,526 %

0,034 %

10

13,642 %

2,551 %

0,074 %

11

12,965 %

2,586 %

0,115 %

12

12,397 %

2,601 %

0,156 %

13

11,912 %

2,618 %

0,198 %

14

11,492 %

2,639 %

0,240 %

15

11,125 %

2,659 %

0,280 %

16

10,800 %

2,673 %

0,319 %

17

10,510 %

2,683 %

0,357 %

18

10,251 %

2,690 %

0,392 %

19

10,016 %

2,695 %

0,426 %

20

9,803 %

2,698 %

0,458 %

21

9,608 %

2,699 %

0,487 %

22

9,430 %

2,699 %

0,514 %

23

9,266 %

2,698 %

0,537 %

24

9,114 %

2,698 %

0,557 %

25

8,974 %

2,697 %

0,572 %

26

8,843 %

2,697 %

0,583 %

27

8,721 %

2,696 %

0,593 %

28

8,607 %

2,695 %

0,606 %

29

8,501 %

2,694 %

0,622 %

30

8,401 %

2,692 %

0,645 %

31

8,307 %

2,689 %

0,674 %

32

8,218 %

2,686 %

0,709 %

33

8,135 %

2,682 %

0,748 %

34

8,056 %

2,677 %

0,790 %

35

7,981 %

2,672 %

0,833 %

36

7,910 %

2,666 %

0,878 %

37

7,843 %

2,659 %

0,923 %

38

7,779 %

2,652 %

0,969 %

39

7,718 %

2,643 %

1,014 %

40

7,660 %

2,634 %

1,059 %

41

7,605 %

2,623 %

1,103 %

42

7,552 %

2,612 %

1,147 %

43

7,502 %

2,602 %

1,190 %

44

7,453 %

2,593 %

1,231 %

45

7,407 %

2,585 %

1,272 %

46

7,363 %

2,579 %

1,312 %

47

7,321 %

2,575 %

1,350 %

48

7,280 %

2,574 %

1,388 %

49

7,241 %

2,575 %

1,424 %

50

7,203 %

2,579 %

1,459 %

51

7,167 %

2,585 %

1,494 %

52

7,132 %

2,594 %

1,527 %

53

7,099 %

2,605 %

1,559 %

54

7,067 %

2,617 %

1,591 %

55

7,036 %

2,631 %

1,621 %

56

7,005 %

2,645 %

1,651 %

57

6,976 %

2,660 %

1,679 %

58

6,948 %

2,676 %

1,707 %

59

6,921 %

2,692 %

1,734 %

60

6,895 %

2,708 %

1,760 %

61

6,870 %

2,724 %

1,785 %

62

6,845 %

2,741 %

1,810 %

63

6,822 %

2,758 %

1,834 %

64

6,798 %

2,774 %

1,857 %

65

6,776 %

2,790 %

1,879 %

66

6,755 %

2,807 %

1,901 %

67

6,734 %

2,823 %

1,922 %

68

6,713 %

2,838 %

1,943 %

69

6,693 %

2,854 %

1,963 %

70

6,674 %

2,869 %

1,983 %

71

6,655 %

2,885 %

2,002 %

72

6,637 %

2,899 %

2,020 %

73

6,619 %

2,914 %

2,038 %

74

6,602 %

2,928 %

2,056 %

75

6,585 %

2,942 %

2,073 %

76

6,569 %

2,956 %

2,089 %

77

6,553 %

2,970 %

2,105 %

78

6,538 %

2,983 %

2,121 %

79

6,523 %

2,996 %

2,137 %

80

6,508 %

3,008 %

2,152 %

81

6,494 %

3,021 %

2,166 %

82

6,480 %

3,033 %

2,181 %

83

6,466 %

3,045 %

2,195 %

84

6,453 %

3,056 %

2,208 %

85

6,440 %

3,068 %

2,222 %

86

6,427 %

3,079 %

2,235 %

87

6,414 %

3,090 %

2,247 %

88

6,402 %

3,101 %

2,260 %

89

6,390 %

3,111 %

2,272 %

90

6,379 %

3,121 %

2,284 %

91

6,367 %

3,131 %

2,296 %

92

6,356 %

3,141 %

2,307 %

93

6,345 %

3,151 %

2,318 %

94

6,335 %

3,160 %

2,329 %

95

6,324 %

3,170 %

2,340 %

96

6,314 %

3,179 %

2,350 %

97

6,304 %

3,188 %

2,361 %

98

6,294 %

3,196 %

2,371 %

99

6,285 %

3,205 %

2,380 %

100

6,275 %

3,213 %

2,390 %

101

6,266 %

3,221 %

2,400 %

102

6,257 %

3,230 %

2,409 %

103

6,248 %

3,237 %

2,418 %

104

6,240 %

3,245 %

2,427 %

105

6,231 %

3,253 %

2,436 %

106

6,223 %

3,260 %

2,444 %

107

6,215 %

3,268 %

2,453 %

108

6,207 %

3,275 %

2,461 %

109

6,199 %

3,282 %

2,469 %

110

6,191 %

3,289 %

2,477 %

111

6,183 %

3,296 %

2,485 %

112

6,176 %

3,302 %

2,492 %

113

6,169 %

3,309 %

2,500 %

114

6,161 %

3,315 %

2,507 %

115

6,154 %

3,322 %

2,515 %

116

6,147 %

3,328 %

2,522 %

117

6,141 %

3,334 %

2,529 %

118

6,134 %

3,340 %

2,536 %

119

6,127 %

3,346 %

2,543 %

120

6,121 %

3,352 %

2,549 %

121

6,114 %

3,358 %

2,556 %

122

6,108 %

3,363 %

2,562 %

123

6,102 %

3,369 %

2,569 %

124

6,096 %

3,374 %

2,575 %

125

6,090 %

3,380 %

2,581 %

126

6,084 %

3,385 %

2,587 %

127

6,078 %

3,390 %

2,593 %

128

6,072 %

3,396 %

2,599 %

129

6,067 %

3,401 %

2,605 %

130

6,061 %

3,406 %

2,611 %

131

6,056 %

3,410 %

2,616 %

132

6,050 %

3,415 %

2,622 %

133

6,045 %

3,420 %

2,627 %

134

6,040 %

3,425 %

2,633 %

135

6,035 %

3,429 %

2,638 %

136

6,030 %

3,434 %

2,643 %

137

6,025 %

3,438 %

2,648 %

138

6,020 %

3,443 %

2,653 %

139

6,015 %

3,447 %

2,658 %

140

6,010 %

3,451 %

2,663 %

141

6,006 %

3,456 %

2,668 %

142

6,001 %

3,460 %

2,673 %

143

5,996 %

3,464 %

2,678 %

144

5,992 %

3,468 %

2,682 %

145

5,987 %

3,472 %

2,687 %

146

5,983 %

3,476 %

2,692 %

147

5,979 %

3,480 %

2,696 %

148

5,974 %

3,484 %

2,700 %

149

5,970 %

3,488 %

2,705 %

150

5,966 %

3,491 %

2,709 %

---

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 | 3 | 48 | 5 | 3 | 49 | 0 |
| 5 | 0 | 4 | 53 | 5 | 5 | 52 | 0 |
| 6 | 1 | 5 | 56 | 5 | 7 | 55 | 0 |
| 7 | 2 | 6 | 59 | 5 | 9 | 56 | 0 |
| 8 | 3 | 7 | 60 | 5 | 12 | 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

3

48

5

3

49

0

5

0

4

53

5

5

52

0

6

1

5

56

5

7

55

0

7

2

6

59

5

9

56

0

8

3

7

60

5

12

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 | 408 | 4 | 17 |
| 2 | 0 | 0 | 0 | 0 | 252 | 4 | 24 |
| 3 | 1 | 0 | 0 | 0 | 223 | 4 | 26 |
| 4 | 3 | 0 | 0 | 0 | 194 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 177 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 174 | 4 | 30 |
| 7 | 6 | 0 | 0 | 0 | 170 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 175 | 2 | 31 |
| 9 | 8 | 1 | 2 | 0 | 177 | 1 | 32 |
| 10 | 8 | 0 | 3 | 0 | 179 | 4 | 32 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

408

4

17

2

0

0

0

0

252

4

24

3

1

0

0

0

223

4

26

4

3

0

0

0

194

4

27

5

4

0

0

0

177

4

28

6

5

0

0

0

174

4

30

7

6

0

0

0

170

4

30

8

7

0

1

0

175

2

31

9

8

1

2

0

177

1

32

10

8

0

3

0

179

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 | 24 | 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 | 30 | 0 | 4 |
| 7 | 26 | 22 | 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

24

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

30

0

4

7

26

22

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 | 19 | 27 | 15 | 0 | 0 |
| 4 | 49 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 52 | 23 | 22 | 35 | 19 | 0 | 0 |
| 6 | 55 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 56 | 25 | 24 | 40 | 22 | 0 | 0 |
| 8 | 55 | 27 | 26 | 41 | 24 | 0 | 0 |
| 9 | 52 | 29 | 26 | 42 | 25 | 0 | 0 |
| 10 | 51 | 26 | 26 | 42 | 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

19

27

15

0

0

4

49

21

20

31

17

0

0

5

52

23

22

35

19

0

0

6

55

24

23

38

21

0

0

7

56

25

24

40

22

0

0

8

55

27

26

41

24

0

0

9

52

29

26

42

25

0

0

10

51

26

26

42

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 | 43 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 45 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 42 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 40 | 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

43

0

10

0

0

10

7

4

45

0

10

0

0

10

8

7

42

0

10

0

0

10

9

5

40

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 | 6 | 15 | 0 | 4 |
| 7 | 0 | 8 | 0 | 8 | 16 | 0 | 4 |
| 8 | 0 | 12 | 0 | 9 | 16 | 0 | 4 |
| 9 | 0 | 18 | 0 | 9 | 16 | 0 | 4 |
| 10 | 0 | 18 | 0 | 10 | 16 | 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

6

15

0

4

7

0

8

0

8

16

0

4

8

0

12

0

9

16

0

4

9

0

18

0

9

16

0

4

10

0

18

0

10

16

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 46 | 122 | 236 | 566 | 1 182 |
| 2 | 6 | 20 | 46 | 122 | 236 | 566 | 970 |
| 3 | 7 | 23 | 47 | 115 | 232 | 562 | 803 |
| 4 | 8 | 25 | 49 | 117 | 231 | 561 | 673 |
| 5 | 10 | 28 | 55 | 120 | 231 | 561 | 571 |
| 6 | 11 | 30 | 58 | 125 | 231 | 561 | 561 |
| 7 | 12 | 33 | 60 | 127 | 231 | 561 | 561 |
| 8 | 12 | 33 | 60 | 126 | 231 | 561 | 561 |
| 9 | 12 | 34 | 59 | 125 | 231 | 561 | 561 |
| 10 | 13 | 35 | 60 | 125 | 231 | 561 | 561 |
| 11 | 13 | 36 | 60 | 125 | 231 | 561 | 561 |
| 12 | 14 | 37 | 60 | 125 | 231 | 561 | 561 |
| 13 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 14 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 15 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 16 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 17 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 18 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 19 | 14 | 38 | 60 | 125 | 231 | 561 | 561 |
| 20 | 15 | 38 | 60 | 125 | 231 | 561 | 561 |
| 21 | 15 | 38 | 60 | 125 | 231 | 561 | 561 |
| 22 | 16 | 38 | 60 | 125 | 231 | 561 | 561 |
| 23 | 17 | 38 | 60 | 125 | 231 | 561 | 561 |
| 24 | 18 | 38 | 60 | 125 | 231 | 561 | 561 |
| 25 | 18 | 38 | 60 | 125 | 231 | 561 | 561 |
| 26 | 19 | 38 | 60 | 125 | 231 | 561 | 561 |
| 27 | 20 | 38 | 60 | 125 | 231 | 561 | 561 |
| 28 | 21 | 38 | 60 | 125 | 231 | 561 | 561 |
| 29 | 21 | 38 | 60 | 125 | 231 | 561 | 561 |
| 30 | 22 | 38 | 60 | 125 | 231 | 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

6

20

46

122

236

566

1 182

2

6

20

46

122

236

566

970

3

7

23

47

115

232

562

803

4

8

25

49

117

231

561

673

5

10

28

55

120

231

561

571

6

11

30

58

125

231

561

561

7

12

33

60

127

231

561

561

8

12

33

60

126

231

561

561

9

12

34

59

125

231

561

561

10

13

35

60

125

231

561

561

11

13

36

60

125

231

561

561

12

14

37

60

125

231

561

561

13

14

38

60

125

231

561

561

14

14

38

60

125

231

561

561

15

14

38

60

125

231

561

561

16

14

38

60

125

231

561

561

17

14

38

60

125

231

561

561

18

14

38

60

125

231

561

561

19

14

38

60

125

231

561

561

20

15

38

60

125

231

561

561

21

15

38

60

125

231

561

561

22

16

38

60

125

231

561

561

23

17

38

60

125

231

561

561

24

18

38

60

125

231

561

561

25

18

38

60

125

231

561

561

26

19

38

60

125

231

561

561

27

20

38

60

125

231

561

561

28

21

38

60

125

231

561

561

29

21

38

60

125

231

561

561

30

22

38

60

125

231

561

561

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 26 | 51 | 128 | 242 | 571 | 1 225 |
| 2 | 14 | 28 | 53 | 130 | 244 | 573 | 1 004 |
| 3 | 15 | 31 | 55 | 123 | 240 | 570 | 830 |
| 4 | 16 | 33 | 57 | 125 | 239 | 568 | 694 |
| 5 | 17 | 35 | 62 | 128 | 239 | 568 | 587 |
| 6 | 18 | 37 | 65 | 132 | 238 | 567 | 567 |
| 7 | 18 | 39 | 66 | 134 | 237 | 567 | 567 |
| 8 | 18 | 39 | 65 | 132 | 237 | 566 | 566 |
| 9 | 17 | 39 | 65 | 130 | 236 | 566 | 566 |
| 10 | 18 | 40 | 64 | 130 | 236 | 565 | 565 |
| 11 | 18 | 41 | 64 | 129 | 235 | 565 | 565 |
| 12 | 17 | 41 | 64 | 128 | 235 | 564 | 564 |
| 13 | 17 | 41 | 63 | 128 | 234 | 564 | 564 |
| 14 | 17 | 41 | 62 | 127 | 234 | 563 | 563 |
| 15 | 16 | 40 | 62 | 127 | 233 | 563 | 563 |
| 16 | 16 | 40 | 61 | 126 | 233 | 562 | 562 |
| 17 | 16 | 39 | 61 | 126 | 232 | 562 | 562 |
| 18 | 15 | 39 | 61 | 126 | 232 | 562 | 562 |
| 19 | 15 | 39 | 61 | 126 | 232 | 562 | 562 |
| 20 | 16 | 40 | 61 | 126 | 233 | 562 | 562 |
| 21 | 16 | 40 | 62 | 127 | 233 | 563 | 563 |
| 22 | 17 | 40 | 62 | 127 | 233 | 563 | 563 |
| 23 | 18 | 40 | 62 | 127 | 233 | 563 | 563 |
| 24 | 18 | 40 | 62 | 127 | 234 | 563 | 563 |
| 25 | 19 | 41 | 62 | 127 | 234 | 563 | 563 |
| 26 | 19 | 41 | 62 | 127 | 234 | 563 | 563 |
| 27 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 28 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 29 | 21 | 41 | 62 | 127 | 234 | 563 | 563 |
| 30 | 22 | 40 | 62 | 127 | 234 | 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

11

26

51

128

242

571

1 225

2

14

28

53

130

244

573

1 004

3

15

31

55

123

240

570

830

4

16

33

57

125

239

568

694

5

17

35

62

128

239

568

587

6

18

37

65

132

238

567

567

7

18

39

66

134

237

567

567

8

18

39

65

132

237

566

566

9

17

39

65

130

236

566

566

10

18

40

64

130

236

565

565

11

18

41

64

129

235

565

565

12

17

41

64

128

235

564

564

13

17

41

63

128

234

564

564

14

17

41

62

127

234

563

563

15

16

40

62

127

233

563

563

16

16

40

61

126

233

562

562

17

16

39

61

126

232

562

562

18

15

39

61

126

232

562

562

19

15

39

61

126

232

562

562

20

16

40

61

126

233

562

562

21

16

40

62

127

233

563

563

22

17

40

62

127

233

563

563

23

18

40

62

127

233

563

563

24

18

40

62

127

234

563

563

25

19

41

62

127

234

563

563

26

19

41

62

127

234

563

563

27

21

41

62

127

234

563

563

28

21

41

62

127

234

563

563

29

21

41

62

127

234

563

563

30

22

40

62

127

234

563

563

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 | 46 | 122 | 236 | 565 | 1 182 |
| 2 | 6 | 20 | 46 | 122 | 236 | 565 | 970 |
| 3 | 7 | 23 | 47 | 115 | 232 | 561 | 803 |
| 4 | 8 | 25 | 49 | 117 | 231 | 560 | 673 |
| 5 | 10 | 28 | 55 | 120 | 231 | 560 | 571 |
| 6 | 11 | 30 | 58 | 125 | 231 | 560 | 560 |
| 7 | 12 | 32 | 60 | 127 | 231 | 560 | 560 |
| 8 | 12 | 33 | 59 | 126 | 231 | 560 | 560 |
| 9 | 12 | 34 | 59 | 125 | 231 | 560 | 560 |
| 10 | 13 | 35 | 59 | 124 | 231 | 560 | 560 |
| 11 | 13 | 36 | 60 | 124 | 231 | 560 | 560 |
| 12 | 14 | 37 | 60 | 124 | 231 | 560 | 560 |
| 13 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 14 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 15 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 16 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 17 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 18 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 19 | 14 | 38 | 60 | 124 | 231 | 560 | 560 |
| 20 | 15 | 38 | 60 | 124 | 231 | 560 | 560 |
| 21 | 15 | 38 | 60 | 124 | 231 | 560 | 560 |
| 22 | 16 | 38 | 60 | 124 | 231 | 560 | 560 |
| 23 | 17 | 38 | 60 | 124 | 231 | 560 | 560 |
| 24 | 18 | 38 | 60 | 125 | 231 | 560 | 560 |
| 25 | 18 | 38 | 60 | 125 | 231 | 560 | 560 |
| 26 | 19 | 38 | 60 | 125 | 231 | 560 | 560 |
| 27 | 20 | 38 | 60 | 125 | 231 | 560 | 560 |
| 28 | 21 | 38 | 60 | 125 | 231 | 560 | 560 |
| 29 | 21 | 38 | 60 | 125 | 231 | 560 | 560 |
| 30 | 22 | 38 | 60 | 125 | 231 | 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

6

20

46

122

236

565

1 182

2

6

20

46

122

236

565

970

3

7

23

47

115

232

561

803

4

8

25

49

117

231

560

673

5

10

28

55

120

231

560

571

6

11

30

58

125

231

560

560

7

12

32

60

127

231

560

560

8

12

33

59

126

231

560

560

9

12

34

59

125

231

560

560

10

13

35

59

124

231

560

560

11

13

36

60

124

231

560

560

12

14

37

60

124

231

560

560

13

14

38

60

124

231

560

560

14

14

38

60

124

231

560

560

15

14

38

60

124

231

560

560

16

14

38

60

124

231

560

560

17

14

38

60

124

231

560

560

18

14

38

60

124

231

560

560

19

14

38

60

124

231

560

560

20

15

38

60

124

231

560

560

21

15

38

60

124

231

560

560

22

16

38

60

124

231

560

560

23

17

38

60

124

231

560

560

24

18

38

60

125

231

560

560

25

18

38

60

125

231

560

560

26

19

38

60

125

231

560

560

27

20

38

60

125

231

560

560

28

21

38

60

125

231

560

560

29

21

38

60

125

231

560

560

30

22

38

60

125

231

560

560

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 | 83 | 97 | 123 | 199 | 313 | 642 | 1 196 |
| 2 | 79 | 93 | 118 | 195 | 309 | 638 | 988 |
| 3 | 82 | 98 | 122 | 190 | 308 | 637 | 823 |
| 4 | 81 | 98 | 122 | 190 | 304 | 633 | 692 |
| 5 | 80 | 98 | 125 | 190 | 301 | 631 | 631 |
| 6 | 79 | 99 | 126 | 193 | 299 | 629 | 629 |
| 7 | 78 | 99 | 126 | 193 | 297 | 627 | 627 |
| 8 | 77 | 98 | 124 | 191 | 296 | 625 | 625 |
| 9 | 76 | 98 | 123 | 188 | 295 | 624 | 624 |
| 10 | 72 | 95 | 119 | 184 | 291 | 620 | 620 |
| 11 | 70 | 93 | 117 | 182 | 288 | 617 | 617 |
| 12 | 69 | 93 | 115 | 180 | 287 | 616 | 616 |
| 13 | 69 | 92 | 114 | 179 | 286 | 615 | 615 |
| 14 | 68 | 92 | 114 | 179 | 285 | 615 | 615 |
| 15 | 68 | 92 | 114 | 178 | 285 | 614 | 614 |
| 16 | 67 | 91 | 113 | 178 | 284 | 614 | 614 |
| 17 | 67 | 91 | 112 | 177 | 284 | 613 | 613 |
| 18 | 66 | 90 | 112 | 177 | 283 | 612 | 612 |
| 19 | 65 | 89 | 111 | 176 | 282 | 612 | 612 |
| 20 | 65 | 88 | 110 | 175 | 282 | 611 | 611 |
| 21 | 64 | 88 | 110 | 174 | 281 | 610 | 610 |
| 22 | 63 | 87 | 109 | 174 | 280 | 609 | 609 |
| 23 | 62 | 86 | 108 | 173 | 279 | 608 | 608 |
| 24 | 61 | 85 | 107 | 172 | 278 | 607 | 607 |
| 25 | 60 | 84 | 106 | 171 | 277 | 606 | 606 |
| 26 | 59 | 83 | 105 | 169 | 276 | 605 | 605 |
| 27 | 58 | 82 | 104 | 168 | 275 | 604 | 604 |
| 28 | 57 | 81 | 103 | 167 | 274 | 603 | 603 |
| 29 | 56 | 80 | 101 | 166 | 273 | 602 | 602 |
| 30 | 55 | 79 | 100 | 165 | 272 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

83

97

123

199

313

642

1 196

2

79

93

118

195

309

638

988

3

82

98

122

190

308

637

823

4

81

98

122

190

304

633

692

5

80

98

125

190

301

631

631

6

79

99

126

193

299

629

629

7

78

99

126

193

297

627

627

8

77

98

124

191

296

625

625

9

76

98

123

188

295

624

624

10

72

95

119

184

291

620

620

11

70

93

117

182

288

617

617

12

69

93

115

180

287

616

616

13

69

92

114

179

286

615

615

14

68

92

114

179

285

615

615

15

68

92

114

178

285

614

614

16

67

91

113

178

284

614

614

17

67

91

112

177

284

613

613

18

66

90

112

177

283

612

612

19

65

89

111

176

282

612

612

20

65

88

110

175

282

611

611

21

64

88

110

174

281

610

610

22

63

87

109

174

280

609

609

23

62

86

108

173

279

608

608

24

61

85

107

172

278

607

607

25

60

84

106

171

277

606

606

26

59

83

105

169

276

605

605

27

58

82

104

168

275

604

604

28

57

81

103

167

274

603

603

29

56

80

101

166

273

602

602

30

55

79

100

165

272

601

601

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 | 126 | 240 | 569 | 1 185 |
| 2 | 11 | 26 | 51 | 128 | 242 | 571 | 973 |
| 3 | 14 | 29 | 53 | 122 | 239 | 568 | 807 |
| 4 | 15 | 32 | 57 | 124 | 238 | 568 | 676 |
| 5 | 17 | 35 | 62 | 127 | 238 | 568 | 573 |
| 6 | 18 | 37 | 65 | 132 | 238 | 568 | 568 |
| 7 | 19 | 39 | 67 | 134 | 238 | 567 | 567 |
| 8 | 18 | 40 | 66 | 132 | 238 | 567 | 567 |
| 9 | 18 | 40 | 65 | 131 | 237 | 566 | 566 |
| 10 | 18 | 41 | 65 | 130 | 237 | 566 | 566 |
| 11 | 18 | 41 | 65 | 130 | 236 | 566 | 566 |
| 12 | 18 | 42 | 65 | 129 | 236 | 565 | 565 |
| 13 | 19 | 42 | 64 | 129 | 236 | 565 | 565 |
| 14 | 18 | 42 | 64 | 129 | 235 | 565 | 565 |
| 15 | 18 | 42 | 64 | 129 | 235 | 565 | 565 |
| 16 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 17 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 18 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 19 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 20 | 18 | 42 | 64 | 129 | 235 | 564 | 564 |
| 21 | 19 | 42 | 64 | 129 | 235 | 565 | 565 |
| 22 | 19 | 43 | 64 | 129 | 236 | 565 | 565 |
| 23 | 19 | 43 | 64 | 129 | 236 | 565 | 565 |
| 24 | 19 | 43 | 65 | 129 | 236 | 565 | 565 |
| 25 | 19 | 43 | 65 | 129 | 236 | 565 | 565 |
| 26 | 19 | 43 | 65 | 129 | 236 | 565 | 565 |
| 27 | 20 | 43 | 65 | 129 | 236 | 565 | 565 |
| 28 | 21 | 43 | 64 | 129 | 236 | 565 | 565 |
| 29 | 21 | 43 | 64 | 129 | 236 | 565 | 565 |
| 30 | 22 | 43 | 64 | 129 | 236 | 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

9

24

49

126

240

569

1 185

2

11

26

51

128

242

571

973

3

14

29

53

122

239

568

807

4

15

32

57

124

238

568

676

5

17

35

62

127

238

568

573

6

18

37

65

132

238

568

568

7

19

39

67

134

238

567

567

8

18

40

66

132

238

567

567

9

18

40

65

131

237

566

566

10

18

41

65

130

237

566

566

11

18

41

65

130

236

566

566

12

18

42

65

129

236

565

565

13

19

42

64

129

236

565

565

14

18

42

64

129

235

565

565

15

18

42

64

129

235

565

565

16

18

41

63

128

235

564

564

17

18

41

63

128

235

564

564

18

18

41

63

128

235

564

564

19

18

41

63

128

235

564

564

20

18

42

64

129

235

564

564

21

19

42

64

129

235

565

565

22

19

43

64

129

236

565

565

23

19

43

64

129

236

565

565

24

19

43

65

129

236

565

565

25

19

43

65

129

236

565

565

26

19

43

65

129

236

565

565

27

20

43

65

129

236

565

565

28

21

43

64

129

236

565

565

29

21

43

64

129

236

565

565

30

22

43

64

129

236

565

565

2.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 51 | 65 | 90 | 167 | 281 | 610 | 1 190 |
| 2 | 54 | 69 | 94 | 171 | 285 | 614 | 978 |
| 3 | 60 | 76 | 100 | 168 | 285 | 614 | 812 |
| 4 | 63 | 80 | 105 | 172 | 286 | 616 | 682 |
| 5 | 66 | 84 | 111 | 176 | 287 | 616 | 616 |
| 6 | 67 | 86 | 114 | 181 | 287 | 616 | 616 |
| 7 | 67 | 88 | 115 | 183 | 286 | 616 | 616 |
| 8 | 66 | 87 | 114 | 180 | 285 | 615 | 615 |
| 9 | 65 | 87 | 112 | 178 | 284 | 613 | 613 |
| 10 | 64 | 86 | 111 | 176 | 282 | 612 | 612 |
| 11 | 63 | 86 | 109 | 174 | 281 | 610 | 610 |
| 12 | 62 | 85 | 108 | 173 | 279 | 609 | 609 |
| 13 | 61 | 84 | 106 | 171 | 278 | 607 | 607 |
| 14 | 60 | 83 | 105 | 170 | 276 | 606 | 606 |
| 15 | 58 | 82 | 104 | 169 | 275 | 605 | 605 |
| 16 | 57 | 81 | 103 | 168 | 274 | 603 | 603 |
| 17 | 56 | 80 | 102 | 167 | 273 | 603 | 603 |
| 18 | 56 | 79 | 101 | 166 | 272 | 602 | 602 |
| 19 | 55 | 79 | 100 | 165 | 272 | 601 | 601 |
| 20 | 54 | 78 | 100 | 165 | 271 | 601 | 601 |
| 21 | 54 | 77 | 99 | 164 | 270 | 600 | 600 |
| 22 | 53 | 77 | 98 | 163 | 270 | 599 | 599 |
| 23 | 52 | 76 | 98 | 162 | 269 | 598 | 598 |
| 24 | 51 | 75 | 97 | 162 | 268 | 597 | 597 |
| 25 | 50 | 74 | 96 | 161 | 267 | 597 | 597 |
| 26 | 49 | 73 | 95 | 160 | 266 | 596 | 596 |
| 27 | 49 | 72 | 94 | 159 | 265 | 595 | 595 |
| 28 | 48 | 72 | 93 | 158 | 265 | 594 | 594 |
| 29 | 47 | 71 | 93 | 157 | 264 | 593 | 593 |
| 30 | 46 | 70 | 92 | 157 | 263 | 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

51

65

90

167

281

610

1 190

2

54

69

94

171

285

614

978

3

60

76

100

168

285

614

812

4

63

80

105

172

286

616

682

5

66

84

111

176

287

616

616

6

67

86

114

181

287

616

616

7

67

88

115

183

286

616

616

8

66

87

114

180

285

615

615

9

65

87

112

178

284

613

613

10

64

86

111

176

282

612

612

11

63

86

109

174

281

610

610

12

62

85

108

173

279

609

609

13

61

84

106

171

278

607

607

14

60

83

105

170

276

606

606

15

58

82

104

169

275

605

605

16

57

81

103

168

274

603

603

17

56

80

102

167

273

603

603

18

56

79

101

166

272

602

602

19

55

79

100

165

272

601

601

20

54

78

100

165

271

601

601

21

54

77

99

164

270

600

600

22

53

77

98

163

270

599

599

23

52

76

98

162

269

598

598

24

51

75

97

162

268

597

597

25

50

74

96

161

267

597

597

26

49

73

95

160

266

596

596

27

49

72

94

159

265

595

595

28

48

72

93

158

265

594

594

29

47

71

93

157

264

593

593

30

46

70

92

157

263

592

592

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 | 122 | 235 | 565 | 1 181 |
| 2 | 5 | 20 | 45 | 122 | 235 | 565 | 969 |
| 3 | 6 | 22 | 46 | 114 | 232 | 561 | 803 |
| 4 | 7 | 24 | 49 | 116 | 230 | 560 | 673 |
| 5 | 9 | 27 | 54 | 119 | 230 | 560 | 570 |
| 6 | 10 | 29 | 57 | 124 | 230 | 560 | 560 |
| 7 | 11 | 32 | 59 | 126 | 230 | 560 | 560 |
| 8 | 11 | 32 | 59 | 125 | 230 | 560 | 560 |
| 9 | 11 | 33 | 59 | 124 | 230 | 560 | 560 |
| 10 | 12 | 34 | 59 | 124 | 230 | 560 | 560 |
| 11 | 12 | 35 | 59 | 124 | 230 | 560 | 560 |
| 12 | 13 | 36 | 59 | 124 | 230 | 560 | 560 |
| 13 | 13 | 37 | 59 | 124 | 230 | 560 | 560 |
| 14 | 13 | 37 | 59 | 124 | 230 | 560 | 560 |
| 15 | 13 | 37 | 59 | 124 | 230 | 560 | 560 |
| 16 | 13 | 37 | 59 | 124 | 230 | 560 | 560 |
| 17 | 13 | 37 | 59 | 124 | 230 | 560 | 560 |
| 18 | 14 | 37 | 59 | 124 | 230 | 560 | 560 |
| 19 | 14 | 37 | 59 | 124 | 230 | 560 | 560 |
| 20 | 15 | 37 | 59 | 124 | 230 | 560 | 560 |
| 21 | 15 | 37 | 59 | 124 | 230 | 560 | 560 |
| 22 | 16 | 37 | 59 | 124 | 230 | 560 | 560 |
| 23 | 17 | 37 | 59 | 124 | 230 | 560 | 560 |
| 24 | 18 | 37 | 59 | 124 | 230 | 560 | 560 |
| 25 | 18 | 37 | 59 | 124 | 230 | 560 | 560 |
| 26 | 19 | 37 | 59 | 124 | 230 | 560 | 560 |
| 27 | 20 | 37 | 59 | 124 | 230 | 560 | 560 |
| 28 | 21 | 37 | 59 | 124 | 230 | 560 | 560 |
| 29 | 21 | 37 | 59 | 124 | 230 | 560 | 560 |
| 30 | 22 | 37 | 59 | 124 | 230 | 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

5

20

45

122

235

565

1 181

2

5

20

45

122

235

565

969

3

6

22

46

114

232

561

803

4

7

24

49

116

230

560

673

5

9

27

54

119

230

560

570

6

10

29

57

124

230

560

560

7

11

32

59

126

230

560

560

8

11

32

59

125

230

560

560

9

11

33

59

124

230

560

560

10

12

34

59

124

230

560

560

11

12

35

59

124

230

560

560

12

13

36

59

124

230

560

560

13

13

37

59

124

230

560

560

14

13

37

59

124

230

560

560

15

13

37

59

124

230

560

560

16

13

37

59

124

230

560

560

17

13

37

59

124

230

560

560

18

14

37

59

124

230

560

560

19

14

37

59

124

230

560

560

20

15

37

59

124

230

560

560

21

15

37

59

124

230

560

560

22

16

37

59

124

230

560

560

23

17

37

59

124

230

560

560

24

18

37

59

124

230

560

560

25

18

37

59

124

230

560

560

26

19

37

59

124

230

560

560

27

20

37

59

124

230

560

560

28

21

37

59

124

230

560

560

29

21

37

59

124

230

560

560

30

22

37

59

124

230

560

560

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 | 154 | 254 | 584 | 1 206 |
| 2 | 7 | 25 | 56 | 154 | 254 | 584 | 990 |
| 3 | 8 | 27 | 56 | 139 | 250 | 579 | 820 |
| 4 | 10 | 29 | 57 | 128 | 248 | 578 | 687 |
| 5 | 11 | 31 | 58 | 116 | 247 | 577 | 582 |
| 6 | 14 | 34 | 62 | 108 | 246 | 575 | 575 |
| 7 | 16 | 37 | 62 | 101 | 245 | 574 | 574 |
| 8 | 16 | 38 | 61 | 93 | 244 | 573 | 573 |
| 9 | 19 | 45 | 64 | 87 | 243 | 572 | 572 |
| 10 | 19 | 45 | 62 | 84 | 242 | 571 | 571 |
| 11 | 17 | 44 | 60 | 83 | 241 | 570 | 570 |
| 12 | 17 | 44 | 61 | 84 | 240 | 570 | 570 |
| 13 | 17 | 44 | 61 | 84 | 240 | 569 | 569 |
| 14 | 17 | 44 | 61 | 84 | 239 | 568 | 568 |
| 15 | 17 | 44 | 61 | 84 | 238 | 567 | 567 |
| 16 | 17 | 44 | 61 | 84 | 236 | 566 | 566 |
| 17 | 17 | 44 | 61 | 84 | 236 | 565 | 565 |
| 18 | 17 | 44 | 61 | 84 | 235 | 564 | 564 |
| 19 | 17 | 44 | 61 | 84 | 235 | 564 | 564 |
| 20 | 17 | 44 | 61 | 84 | 235 | 565 | 565 |
| 21 | 17 | 44 | 61 | 84 | 236 | 565 | 565 |
| 22 | 17 | 44 | 61 | 84 | 235 | 565 | 565 |
| 23 | 17 | 44 | 61 | 84 | 235 | 564 | 564 |
| 24 | 18 | 44 | 61 | 84 | 234 | 564 | 564 |
| 25 | 18 | 44 | 61 | 84 | 234 | 563 | 563 |
| 26 | 19 | 44 | 61 | 84 | 233 | 563 | 563 |
| 27 | 20 | 44 | 61 | 84 | 233 | 562 | 562 |
| 28 | 21 | 44 | 61 | 84 | 233 | 562 | 562 |
| 29 | 21 | 44 | 61 | 84 | 232 | 562 | 562 |
| 30 | 22 | 44 | 61 | 84 | 232 | 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

7

25

56

154

254

584

1 206

2

7

25

56

154

254

584

990

3

8

27

56

139

250

579

820

4

10

29

57

128

248

578

687

5

11

31

58

116

247

577

582

6

14

34

62

108

246

575

575

7

16

37

62

101

245

574

574

8

16

38

61

93

244

573

573

9

19

45

64

87

243

572

572

10

19

45

62

84

242

571

571

11

17

44

60

83

241

570

570

12

17

44

61

84

240

570

570

13

17

44

61

84

240

569

569

14

17

44

61

84

239

568

568

15

17

44

61

84

238

567

567

16

17

44

61

84

236

566

566

17

17

44

61

84

236

565

565

18

17

44

61

84

235

564

564

19

17

44

61

84

235

564

564

20

17

44

61

84

235

565

565

21

17

44

61

84

236

565

565

22

17

44

61

84

235

565

565

23

17

44

61

84

235

564

564

24

18

44

61

84

234

564

564

25

18

44

61

84

234

563

563

26

19

44

61

84

233

563

563

27

20

44

61

84

233

562

562

28

21

44

61

84

233

562

562

29

21

44

61

84

232

562

562

30

22

44

61

84

232

561

561

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 | 203 | 317 | 646 | 1 251 |
| 2 | 84 | 99 | 124 | 201 | 314 | 644 | 1 031 |
| 3 | 83 | 99 | 123 | 191 | 309 | 638 | 855 |
| 4 | 82 | 99 | 123 | 191 | 305 | 635 | 717 |
| 5 | 81 | 99 | 126 | 191 | 302 | 632 | 632 |
| 6 | 80 | 99 | 127 | 194 | 300 | 629 | 629 |
| 7 | 78 | 99 | 126 | 193 | 297 | 627 | 627 |
| 8 | 76 | 97 | 123 | 189 | 295 | 624 | 624 |
| 9 | 73 | 95 | 121 | 186 | 292 | 622 | 622 |
| 10 | 72 | 95 | 119 | 184 | 291 | 620 | 620 |
| 11 | 71 | 94 | 118 | 183 | 289 | 618 | 618 |
| 12 | 70 | 93 | 116 | 181 | 287 | 617 | 617 |
| 13 | 69 | 92 | 114 | 179 | 286 | 615 | 615 |
| 14 | 67 | 91 | 113 | 178 | 284 | 614 | 614 |
| 15 | 66 | 90 | 111 | 176 | 283 | 612 | 612 |
| 16 | 65 | 88 | 110 | 175 | 282 | 611 | 611 |
| 17 | 64 | 87 | 109 | 174 | 280 | 610 | 610 |
| 18 | 63 | 86 | 108 | 173 | 279 | 609 | 609 |
| 19 | 62 | 85 | 107 | 172 | 279 | 608 | 608 |
| 20 | 61 | 85 | 106 | 171 | 278 | 607 | 607 |
| 21 | 60 | 84 | 106 | 170 | 277 | 606 | 606 |
| 22 | 59 | 83 | 105 | 169 | 276 | 605 | 605 |
| 23 | 58 | 82 | 104 | 168 | 275 | 604 | 604 |
| 24 | 57 | 81 | 103 | 167 | 274 | 603 | 603 |
| 25 | 56 | 80 | 102 | 166 | 273 | 602 | 602 |
| 26 | 55 | 79 | 101 | 165 | 272 | 601 | 601 |
| 27 | 54 | 78 | 100 | 164 | 271 | 600 | 600 |
| 28 | 53 | 77 | 99 | 163 | 270 | 599 | 599 |
| 29 | 52 | 76 | 98 | 162 | 269 | 598 | 598 |
| 30 | 51 | 75 | 97 | 161 | 268 | 597 | 597 |

Duration (in years)

Credit quality step 0

Credit 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

203

317

646

1 251

2

84

99

124

201

314

644

1 031

3

83

99

123

191

309

638

855

4

82

99

123

191

305

635

717

5

81

99

126

191

302

632

632

6

80

99

127

194

300

629

629

7

78

99

126

193

297

627

627

8

76

97

123

189

295

624

624

9

73

95

121

186

292

622

622

10

72

95

119

184

291

620

620

11

71

94

118

183

289

618

618

12

70

93

116

181

287

617

617

13

69

92

114

179

286

615

615

14

67

91

113

178

284

614

614

15

66

90

111

176

283

612

612

16

65

88

110

175

282

611

611

17

64

87

109

174

280

610

610

18

63

86

108

173

279

609

609

19

62

85

107

172

279

608

608

20

61

85

106

171

278

607

607

21

60

84

106

170

277

606

606

22

59

83

105

169

276

605

605

23

58

82

104

168

275

604

604

24

57

81

103

167

274

603

603

25

56

80

102

166

273

602

602

26

55

79

101

165

272

601

601

27

54

78

100

164

271

600

600

28

53

77

99

163

270

599

599

29

52

76

98

162

269

598

598

30

51

75

97

161

268

597

597

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 60 | 74 | 99 | 176 | 290 | 619 | 1 205 |
| 2 | 58 | 73 | 98 | 175 | 288 | 618 | 993 |
| 3 | 58 | 74 | 98 | 166 | 284 | 613 | 825 |
| 4 | 58 | 75 | 100 | 167 | 281 | 611 | 693 |
| 5 | 58 | 76 | 103 | 168 | 279 | 609 | 609 |
| 6 | 57 | 76 | 104 | 171 | 277 | 607 | 607 |
| 7 | 57 | 77 | 104 | 172 | 276 | 605 | 605 |
| 8 | 55 | 76 | 103 | 169 | 274 | 603 | 603 |
| 9 | 53 | 75 | 101 | 166 | 272 | 602 | 602 |
| 10 | 53 | 75 | 100 | 165 | 271 | 601 | 601 |
| 11 | 52 | 75 | 99 | 164 | 270 | 600 | 600 |
| 12 | 52 | 75 | 98 | 163 | 269 | 599 | 599 |
| 13 | 51 | 75 | 97 | 162 | 268 | 598 | 598 |
| 14 | 51 | 75 | 97 | 161 | 268 | 597 | 597 |
| 15 | 50 | 74 | 96 | 161 | 267 | 597 | 597 |
| 16 | 49 | 73 | 95 | 160 | 266 | 595 | 595 |
| 17 | 49 | 72 | 94 | 159 | 265 | 595 | 595 |
| 18 | 48 | 72 | 94 | 158 | 265 | 594 | 594 |
| 19 | 47 | 71 | 93 | 158 | 264 | 594 | 594 |
| 20 | 47 | 71 | 93 | 158 | 264 | 593 | 593 |
| 21 | 47 | 71 | 93 | 157 | 264 | 593 | 593 |
| 22 | 46 | 70 | 92 | 157 | 263 | 593 | 593 |
| 23 | 46 | 70 | 92 | 156 | 263 | 592 | 592 |
| 24 | 45 | 69 | 91 | 156 | 262 | 592 | 592 |
| 25 | 45 | 69 | 90 | 155 | 262 | 591 | 591 |
| 26 | 44 | 68 | 90 | 154 | 261 | 590 | 590 |
| 27 | 43 | 67 | 89 | 154 | 260 | 590 | 590 |
| 28 | 43 | 66 | 88 | 153 | 260 | 589 | 589 |
| 29 | 42 | 66 | 88 | 152 | 259 | 588 | 588 |
| 30 | 41 | 65 | 87 | 152 | 258 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

60

74

99

176

290

619

1 205

2

58

73

98

175

288

618

993

3

58

74

98

166

284

613

825

4

58

75

100

167

281

611

693

5

58

76

103

168

279

609

609

6

57

76

104

171

277

607

607

7

57

77

104

172

276

605

605

8

55

76

103

169

274

603

603

9

53

75

101

166

272

602

602

10

53

75

100

165

271

601

601

11

52

75

99

164

270

600

600

12

52

75

98

163

269

599

599

13

51

75

97

162

268

598

598

14

51

75

97

161

268

597

597

15

50

74

96

161

267

597

597

16

49

73

95

160

266

595

595

17

49

72

94

159

265

595

595

18

48

72

94

158

265

594

594

19

47

71

93

158

264

594

594

20

47

71

93

158

264

593

593

21

47

71

93

157

264

593

593

22

46

70

92

157

263

593

593

23

46

70

92

156

263

592

592

24

45

69

91

156

262

592

592

25

45

69

90

155

262

591

591

26

44

68

90

154

261

590

590

27

43

67

89

154

260

590

590

28

43

66

88

153

260

589

589

29

42

66

88

152

259

588

588

30

41

65

87

152

258

588

588

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 45 | 71 | 147 | 261 | 590 | 1 211 |
| 2 | 31 | 46 | 71 | 148 | 262 | 591 | 996 |
| 3 | 31 | 47 | 71 | 140 | 257 | 586 | 825 |
| 4 | 32 | 49 | 73 | 141 | 255 | 584 | 691 |
| 5 | 32 | 51 | 77 | 143 | 254 | 583 | 586 |
| 6 | 33 | 52 | 80 | 147 | 253 | 582 | 582 |
| 7 | 33 | 54 | 81 | 148 | 252 | 581 | 581 |
| 8 | 32 | 53 | 80 | 146 | 251 | 581 | 581 |
| 9 | 32 | 53 | 79 | 144 | 250 | 580 | 580 |
| 10 | 31 | 54 | 78 | 143 | 250 | 579 | 579 |
| 11 | 31 | 54 | 78 | 143 | 249 | 578 | 578 |
| 12 | 31 | 54 | 77 | 142 | 248 | 578 | 578 |
| 13 | 30 | 54 | 76 | 141 | 247 | 577 | 577 |
| 14 | 30 | 54 | 75 | 140 | 247 | 576 | 576 |
| 15 | 29 | 53 | 75 | 140 | 246 | 575 | 575 |
| 16 | 28 | 52 | 74 | 139 | 245 | 575 | 575 |
| 17 | 28 | 52 | 73 | 138 | 245 | 574 | 574 |
| 18 | 27 | 51 | 73 | 138 | 244 | 574 | 574 |
| 19 | 27 | 51 | 73 | 138 | 244 | 573 | 573 |
| 20 | 27 | 51 | 73 | 138 | 244 | 573 | 573 |
| 21 | 27 | 51 | 73 | 138 | 244 | 573 | 573 |
| 22 | 27 | 51 | 73 | 138 | 244 | 573 | 573 |
| 23 | 27 | 51 | 73 | 137 | 244 | 573 | 573 |
| 24 | 27 | 51 | 72 | 137 | 244 | 573 | 573 |
| 25 | 27 | 50 | 72 | 137 | 243 | 573 | 573 |
| 26 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 27 | 26 | 50 | 72 | 136 | 243 | 572 | 572 |
| 28 | 26 | 50 | 71 | 136 | 243 | 572 | 572 |
| 29 | 26 | 49 | 71 | 136 | 242 | 572 | 572 |
| 30 | 25 | 49 | 71 | 136 | 242 | 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

31

45

71

147

261

590

1 211

2

31

46

71

148

262

591

996

3

31

47

71

140

257

586

825

4

32

49

73

141

255

584

691

5

32

51

77

143

254

583

586

6

33

52

80

147

253

582

582

7

33

54

81

148

252

581

581

8

32

53

80

146

251

581

581

9

32

53

79

144

250

580

580

10

31

54

78

143

250

579

579

11

31

54

78

143

249

578

578

12

31

54

77

142

248

578

578

13

30

54

76

141

247

577

577

14

30

54

75

140

247

576

576

15

29

53

75

140

246

575

575

16

28

52

74

139

245

575

575

17

28

52

73

138

245

574

574

18

27

51

73

138

244

574

574

19

27

51

73

138

244

573

573

20

27

51

73

138

244

573

573

21

27

51

73

138

244

573

573

22

27

51

73

138

244

573

573

23

27

51

73

137

244

573

573

24

27

51

72

137

244

573

573

25

27

50

72

137

243

573

573

26

26

50

72

137

243

573

573

27

26

50

72

136

243

572

572

28

26

50

71

136

243

572

572

29

26

49

71

136

242

572

572

30

25

49

71

136

242

572

572

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 | 546 | 1 174 |
| 2 | 1 | 5 | 27 | 103 | 217 | 547 | 964 |
| 3 | 2 | 5 | 28 | 96 | 214 | 543 | 798 |
| 4 | 3 | 6 | 31 | 98 | 212 | 542 | 669 |
| 5 | 4 | 9 | 36 | 101 | 212 | 542 | 567 |
| 6 | 4 | 11 | 39 | 106 | 212 | 542 | 542 |
| 7 | 5 | 14 | 41 | 108 | 212 | 542 | 542 |
| 8 | 6 | 14 | 41 | 107 | 212 | 542 | 542 |
| 9 | 7 | 15 | 40 | 106 | 212 | 542 | 542 |
| 10 | 8 | 16 | 41 | 106 | 212 | 542 | 542 |
| 11 | 8 | 18 | 42 | 107 | 213 | 543 | 543 |
| 12 | 9 | 18 | 41 | 105 | 212 | 541 | 541 |
| 13 | 10 | 20 | 42 | 106 | 213 | 542 | 542 |
| 14 | 11 | 20 | 41 | 106 | 213 | 542 | 542 |
| 15 | 11 | 18 | 40 | 105 | 211 | 541 | 541 |
| 16 | 12 | 17 | 39 | 104 | 210 | 540 | 540 |
| 17 | 12 | 17 | 39 | 104 | 210 | 540 | 540 |
| 18 | 14 | 17 | 39 | 104 | 211 | 540 | 540 |
| 19 | 14 | 19 | 40 | 104 | 211 | 540 | 540 |
| 20 | 15 | 19 | 40 | 105 | 211 | 541 | 541 |
| 21 | 15 | 20 | 41 | 105 | 212 | 541 | 541 |
| 22 | 16 | 20 | 41 | 106 | 212 | 541 | 541 |
| 23 | 17 | 22 | 41 | 106 | 212 | 541 | 541 |
| 24 | 18 | 22 | 41 | 105 | 212 | 541 | 541 |
| 25 | 18 | 23 | 42 | 105 | 212 | 541 | 541 |
| 26 | 19 | 23 | 43 | 105 | 212 | 541 | 541 |
| 27 | 19 | 25 | 45 | 105 | 212 | 541 | 541 |
| 28 | 21 | 25 | 46 | 105 | 212 | 541 | 541 |
| 29 | 21 | 26 | 47 | 105 | 212 | 541 | 541 |
| 30 | 22 | 27 | 48 | 105 | 212 | 541 | 541 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

26

102

216

546

1 174

2

1

5

27

103

217

547

964

3

2

5

28

96

214

543

798

4

3

6

31

98

212

542

669

5

4

9

36

101

212

542

567

6

4

11

39

106

212

542

542

7

5

14

41

108

212

542

542

8

6

14

41

107

212

542

542

9

7

15

40

106

212

542

542

10

8

16

41

106

212

542

542

11

8

18

42

107

213

543

543

12

9

18

41

105

212

541

541

13

10

20

42

106

213

542

542

14

11

20

41

106

213

542

542

15

11

18

40

105

211

541

541

16

12

17

39

104

210

540

540

17

12

17

39

104

210

540

540

18

14

17

39

104

211

540

540

19

14

19

40

104

211

540

540

20

15

19

40

105

211

541

541

21

15

20

41

105

212

541

541

22

16

20

41

106

212

541

541

23

17

22

41

106

212

541

541

24

18

22

41

105

212

541

541

25

18

23

42

105

212

541

541

26

19

23

43

105

212

541

541

27

19

25

45

105

212

541

541

28

21

25

46

105

212

541

541

29

21

26

47

105

212

541

541

30

22

27

48

105

212

541

541

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 | 164 | 277 | 607 | 1 222 |
| 2 | 47 | 62 | 87 | 164 | 277 | 607 | 1 002 |
| 3 | 48 | 64 | 88 | 156 | 273 | 602 | 829 |
| 4 | 48 | 65 | 89 | 157 | 271 | 601 | 694 |
| 5 | 49 | 67 | 94 | 159 | 270 | 599 | 599 |
| 6 | 49 | 68 | 96 | 162 | 269 | 598 | 598 |
| 7 | 49 | 69 | 97 | 164 | 268 | 597 | 597 |
| 8 | 48 | 69 | 95 | 161 | 267 | 596 | 596 |
| 9 | 47 | 69 | 94 | 159 | 266 | 595 | 595 |
| 10 | 46 | 69 | 93 | 158 | 265 | 594 | 594 |
| 11 | 46 | 69 | 92 | 157 | 264 | 593 | 593 |
| 12 | 46 | 69 | 92 | 157 | 263 | 592 | 592 |
| 13 | 45 | 69 | 91 | 156 | 262 | 592 | 592 |
| 14 | 45 | 68 | 90 | 155 | 262 | 591 | 591 |
| 15 | 44 | 68 | 90 | 154 | 261 | 590 | 590 |
| 16 | 43 | 67 | 89 | 154 | 260 | 589 | 589 |
| 17 | 43 | 66 | 88 | 153 | 259 | 589 | 589 |
| 18 | 42 | 66 | 88 | 152 | 259 | 588 | 588 |
| 19 | 41 | 65 | 87 | 152 | 258 | 588 | 588 |
| 20 | 41 | 65 | 87 | 152 | 258 | 588 | 588 |
| 21 | 41 | 65 | 87 | 152 | 258 | 587 | 587 |
| 22 | 41 | 65 | 86 | 151 | 258 | 587 | 587 |
| 23 | 40 | 64 | 86 | 151 | 257 | 587 | 587 |
| 24 | 40 | 64 | 85 | 150 | 257 | 586 | 586 |
| 25 | 39 | 63 | 85 | 150 | 256 | 585 | 585 |
| 26 | 39 | 62 | 84 | 149 | 255 | 585 | 585 |
| 27 | 38 | 62 | 83 | 148 | 255 | 584 | 584 |
| 28 | 37 | 61 | 83 | 148 | 254 | 583 | 583 |
| 29 | 37 | 60 | 82 | 147 | 253 | 583 | 583 |
| 30 | 36 | 60 | 82 | 146 | 253 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

62

87

164

277

607

1 222

2

47

62

87

164

277

607

1 002

3

48

64

88

156

273

602

829

4

48

65

89

157

271

601

694

5

49

67

94

159

270

599

599

6

49

68

96

162

269

598

598

7

49

69

97

164

268

597

597

8

48

69

95

161

267

596

596

9

47

69

94

159

266

595

595

10

46

69

93

158

265

594

594

11

46

69

92

157

264

593

593

12

46

69

92

157

263

592

592

13

45

69

91

156

262

592

592

14

45

68

90

155

262

591

591

15

44

68

90

154

261

590

590

16

43

67

89

154

260

589

589

17

43

66

88

153

259

589

589

18

42

66

88

152

259

588

588

19

41

65

87

152

258

588

588

20

41

65

87

152

258

588

588

21

41

65

87

152

258

587

587

22

41

65

86

151

258

587

587

23

40

64

86

151

257

587

587

24

40

64

85

150

257

586

586

25

39

63

85

150

256

585

585

26

39

62

84

149

255

585

585

27

38

62

83

148

255

584

584

28

37

61

83

148

254

583

583

29

37

60

82

147

253

583

583

30

36

60

82

146

253

582

582

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 | 246 | 575 | 1 218 |
| 2 | 20 | 34 | 60 | 136 | 250 | 579 | 1 000 |
| 3 | 24 | 40 | 64 | 132 | 249 | 579 | 829 |
| 4 | 28 | 45 | 69 | 136 | 251 | 580 | 694 |
| 5 | 30 | 49 | 75 | 141 | 252 | 581 | 588 |
| 6 | 29 | 49 | 77 | 143 | 250 | 579 | 579 |
| 7 | 34 | 55 | 82 | 150 | 253 | 583 | 583 |
| 8 | 33 | 54 | 81 | 147 | 252 | 582 | 582 |
| 9 | 34 | 56 | 81 | 147 | 253 | 582 | 582 |
| 10 | 36 | 58 | 83 | 148 | 254 | 584 | 584 |
| 11 | 38 | 61 | 84 | 149 | 255 | 585 | 585 |
| 12 | 39 | 62 | 85 | 150 | 256 | 586 | 586 |
| 13 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 14 | 40 | 64 | 86 | 150 | 257 | 586 | 586 |
| 15 | 40 | 64 | 86 | 151 | 257 | 586 | 586 |
| 16 | 40 | 63 | 85 | 150 | 256 | 586 | 586 |
| 17 | 40 | 63 | 85 | 150 | 256 | 586 | 586 |
| 18 | 39 | 63 | 84 | 149 | 256 | 585 | 585 |
| 19 | 38 | 62 | 84 | 149 | 255 | 585 | 585 |
| 20 | 38 | 62 | 84 | 149 | 255 | 585 | 585 |
| 21 | 38 | 62 | 84 | 149 | 255 | 585 | 585 |
| 22 | 38 | 62 | 84 | 149 | 255 | 584 | 584 |
| 23 | 38 | 62 | 83 | 148 | 255 | 584 | 584 |
| 24 | 37 | 61 | 83 | 148 | 254 | 584 | 584 |
| 25 | 37 | 61 | 83 | 147 | 254 | 583 | 583 |
| 26 | 36 | 60 | 82 | 147 | 253 | 583 | 583 |
| 27 | 36 | 60 | 82 | 146 | 253 | 582 | 582 |
| 28 | 35 | 59 | 81 | 146 | 252 | 582 | 582 |
| 29 | 35 | 59 | 80 | 145 | 252 | 581 | 581 |
| 30 | 34 | 58 | 80 | 145 | 251 | 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

16

30

56

132

246

575

1 218

2

20

34

60

136

250

579

1 000

3

24

40

64

132

249

579

829

4

28

45

69

136

251

580

694

5

30

49

75

141

252

581

588

6

29

49

77

143

250

579

579

7

34

55

82

150

253

583

583

8

33

54

81

147

252

582

582

9

34

56

81

147

253

582

582

10

36

58

83

148

254

584

584

11

38

61

84

149

255

585

585

12

39

62

85

150

256

586

586

13

40

63

85

150

257

586

586

14

40

64

86

150

257

586

586

15

40

64

86

151

257

586

586

16

40

63

85

150

256

586

586

17

40

63

85

150

256

586

586

18

39

63

84

149

256

585

585

19

38

62

84

149

255

585

585

20

38

62

84

149

255

585

585

21

38

62

84

149

255

585

585

22

38

62

84

149

255

584

584

23

38

62

83

148

255

584

584

24

37

61

83

148

254

584

584

25

37

61

83

147

254

583

583

26

36

60

82

147

253

583

583

27

36

60

82

146

253

582

582

28

35

59

81

146

252

582

582

29

35

59

80

145

252

581

581

30

34

58

80

145

251

581

581

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 | 29 | 55 | 131 | 245 | 574 | 1 227 |
| 2 | 16 | 31 | 56 | 133 | 246 | 576 | 1 006 |
| 3 | 18 | 34 | 58 | 126 | 244 | 573 | 833 |
| 4 | 20 | 37 | 61 | 129 | 243 | 572 | 697 |
| 5 | 21 | 40 | 66 | 132 | 243 | 572 | 590 |
| 6 | 22 | 42 | 70 | 136 | 243 | 572 | 572 |
| 7 | 24 | 44 | 72 | 139 | 243 | 572 | 572 |
| 8 | 24 | 45 | 71 | 137 | 243 | 572 | 572 |
| 9 | 24 | 46 | 71 | 136 | 243 | 572 | 572 |
| 10 | 24 | 47 | 71 | 136 | 243 | 572 | 572 |
| 11 | 25 | 48 | 72 | 137 | 243 | 572 | 572 |
| 12 | 26 | 49 | 72 | 137 | 243 | 573 | 573 |
| 13 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 14 | 27 | 50 | 72 | 137 | 243 | 573 | 573 |
| 15 | 27 | 50 | 72 | 137 | 243 | 573 | 573 |
| 16 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 17 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 18 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 19 | 26 | 50 | 72 | 137 | 243 | 572 | 572 |
| 20 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 21 | 26 | 50 | 72 | 137 | 243 | 573 | 573 |
| 22 | 26 | 50 | 72 | 137 | 243 | 572 | 572 |
| 23 | 26 | 50 | 71 | 136 | 243 | 572 | 572 |
| 24 | 25 | 49 | 71 | 136 | 242 | 572 | 572 |
| 25 | 25 | 49 | 71 | 135 | 242 | 571 | 571 |
| 26 | 25 | 48 | 70 | 135 | 242 | 571 | 571 |
| 27 | 24 | 48 | 70 | 135 | 241 | 571 | 571 |
| 28 | 24 | 48 | 70 | 134 | 241 | 570 | 570 |
| 29 | 24 | 47 | 69 | 134 | 240 | 570 | 570 |
| 30 | 23 | 47 | 69 | 134 | 240 | 570 | 570 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

29

55

131

245

574

1 227

2

16

31

56

133

246

576

1 006

3

18

34

58

126

244

573

833

4

20

37

61

129

243

572

697

5

21

40

66

132

243

572

590

6

22

42

70

136

243

572

572

7

24

44

72

139

243

572

572

8

24

45

71

137

243

572

572

9

24

46

71

136

243

572

572

10

24

47

71

136

243

572

572

11

25

48

72

137

243

572

572

12

26

49

72

137

243

573

573

13

26

50

72

137

243

573

573

14

27

50

72

137

243

573

573

15

27

50

72

137

243

573

573

16

26

50

72

137

243

573

573

17

26

50

72

137

243

573

573

18

26

50

72

137

243

573

573

19

26

50

72

137

243

572

572

20

26

50

72

137

243

573

573

21

26

50

72

137

243

573

573

22

26

50

72

137

243

572

572

23

26

50

71

136

243

572

572

24

25

49

71

136

242

572

572

25

25

49

71

135

242

571

571

26

25

48

70

135

242

571

571

27

24

48

70

135

241

571

571

28

24

48

70

134

241

570

570

29

24

47

69

134

240

570

570

30

23

47

69

134

240

570

570

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 | 167 | 280 | 610 | 1 242 |
| 2 | 53 | 68 | 93 | 170 | 283 | 613 | 1 021 |
| 3 | 57 | 73 | 97 | 165 | 282 | 612 | 847 |
| 4 | 59 | 76 | 101 | 168 | 282 | 612 | 710 |
| 5 | 61 | 79 | 106 | 171 | 283 | 612 | 612 |
| 6 | 63 | 82 | 110 | 177 | 283 | 612 | 612 |
| 7 | 64 | 84 | 112 | 179 | 283 | 612 | 612 |
| 8 | 63 | 84 | 111 | 177 | 282 | 612 | 612 |
| 9 | 63 | 85 | 110 | 176 | 282 | 611 | 611 |
| 10 | 63 | 86 | 110 | 175 | 282 | 611 | 611 |
| 11 | 64 | 87 | 110 | 175 | 281 | 611 | 611 |
| 12 | 63 | 87 | 109 | 174 | 281 | 610 | 610 |
| 13 | 63 | 86 | 109 | 173 | 280 | 609 | 609 |
| 14 | 62 | 86 | 108 | 172 | 279 | 608 | 608 |
| 15 | 61 | 85 | 107 | 172 | 278 | 607 | 607 |
| 16 | 60 | 84 | 106 | 171 | 277 | 607 | 607 |
| 17 | 59 | 83 | 105 | 170 | 276 | 606 | 606 |
| 18 | 59 | 83 | 104 | 169 | 276 | 605 | 605 |
| 19 | 58 | 82 | 104 | 168 | 275 | 604 | 604 |
| 20 | 57 | 81 | 103 | 168 | 274 | 604 | 604 |
| 21 | 57 | 80 | 102 | 167 | 274 | 603 | 603 |
| 22 | 56 | 80 | 101 | 166 | 273 | 602 | 602 |
| 23 | 55 | 79 | 101 | 165 | 272 | 601 | 601 |
| 24 | 54 | 78 | 100 | 164 | 271 | 600 | 600 |
| 25 | 53 | 77 | 99 | 164 | 270 | 599 | 599 |
| 26 | 52 | 76 | 98 | 163 | 269 | 598 | 598 |
| 27 | 51 | 75 | 97 | 162 | 268 | 598 | 598 |
| 28 | 50 | 74 | 96 | 161 | 267 | 597 | 597 |
| 29 | 50 | 73 | 95 | 160 | 266 | 596 | 596 |
| 30 | 49 | 72 | 94 | 159 | 265 | 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

50

65

90

167

280

610

1 242

2

53

68

93

170

283

613

1 021

3

57

73

97

165

282

612

847

4

59

76

101

168

282

612

710

5

61

79

106

171

283

612

612

6

63

82

110

177

283

612

612

7

64

84

112

179

283

612

612

8

63

84

111

177

282

612

612

9

63

85

110

176

282

611

611

10

63

86

110

175

282

611

611

11

64

87

110

175

281

611

611

12

63

87

109

174

281

610

610

13

63

86

109

173

280

609

609

14

62

86

108

172

279

608

608

15

61

85

107

172

278

607

607

16

60

84

106

171

277

607

607

17

59

83

105

170

276

606

606

18

59

83

104

169

276

605

605

19

58

82

104

168

275

604

604

20

57

81

103

168

274

604

604

21

57

80

102

167

274

603

603

22

56

80

101

166

273

602

602

23

55

79

101

165

272

601

601

24

54

78

100

164

271

600

600

25

53

77

99

164

270

599

599

26

52

76

98

163

269

598

598

27

51

75

97

162

268

598

598

28

50

74

96

161

267

597

597

29

50

73

95

160

266

596

596

30

49

72

94

159

265

595

595

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 96 | 121 | 198 | 312 | 641 | 1 273 |
| 2 | 86 | 100 | 125 | 202 | 316 | 645 | 1 050 |
| 3 | 87 | 103 | 127 | 195 | 312 | 642 | 872 |
| 4 | 87 | 104 | 129 | 196 | 311 | 640 | 732 |
| 5 | 91 | 109 | 136 | 201 | 312 | 641 | 641 |
| 6 | 92 | 112 | 140 | 206 | 313 | 642 | 642 |
| 7 | 94 | 114 | 142 | 209 | 313 | 642 | 642 |
| 8 | 95 | 116 | 142 | 208 | 314 | 643 | 643 |
| 9 | 95 | 117 | 143 | 208 | 314 | 644 | 644 |
| 10 | 96 | 118 | 143 | 208 | 314 | 644 | 644 |
| 11 | 96 | 119 | 142 | 207 | 314 | 643 | 643 |
| 12 | 95 | 119 | 142 | 206 | 313 | 642 | 642 |
| 13 | 95 | 118 | 140 | 205 | 312 | 641 | 641 |
| 14 | 93 | 117 | 139 | 204 | 310 | 639 | 639 |
| 15 | 92 | 116 | 137 | 202 | 309 | 638 | 638 |
| 16 | 90 | 114 | 136 | 201 | 307 | 637 | 637 |
| 17 | 89 | 113 | 134 | 199 | 306 | 635 | 635 |
| 18 | 87 | 111 | 133 | 198 | 304 | 634 | 634 |
| 19 | 86 | 110 | 132 | 197 | 303 | 632 | 632 |
| 20 | 85 | 109 | 130 | 195 | 302 | 631 | 631 |
| 21 | 83 | 107 | 129 | 194 | 300 | 630 | 630 |
| 22 | 82 | 106 | 128 | 192 | 299 | 628 | 628 |
| 23 | 80 | 104 | 126 | 191 | 297 | 627 | 627 |
| 24 | 79 | 103 | 124 | 189 | 296 | 625 | 625 |
| 25 | 77 | 101 | 123 | 188 | 294 | 623 | 623 |
| 26 | 76 | 99 | 121 | 186 | 292 | 622 | 622 |
| 27 | 74 | 98 | 120 | 184 | 291 | 620 | 620 |
| 28 | 73 | 96 | 118 | 183 | 289 | 619 | 619 |
| 29 | 71 | 95 | 117 | 181 | 288 | 617 | 617 |
| 30 | 70 | 93 | 115 | 180 | 286 | 616 | 616 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

96

121

198

312

641

1 273

2

86

100

125

202

316

645

1 050

3

87

103

127

195

312

642

872

4

87

104

129

196

311

640

732

5

91

109

136

201

312

641

641

6

92

112

140

206

313

642

642

7

94

114

142

209

313

642

642

8

95

116

142

208

314

643

643

9

95

117

143

208

314

644

644

10

96

118

143

208

314

644

644

11

96

119

142

207

314

643

643

12

95

119

142

206

313

642

642

13

95

118

140

205

312

641

641

14

93

117

139

204

310

639

639

15

92

116

137

202

309

638

638

16

90

114

136

201

307

637

637

17

89

113

134

199

306

635

635

18

87

111

133

198

304

634

634

19

86

110

132

197

303

632

632

20

85

109

130

195

302

631

631

21

83

107

129

194

300

630

630

22

82

106

128

192

299

628

628

23

80

104

126

191

297

627

627

24

79

103

124

189

296

625

625

25

77

101

123

188

294

623

623

26

76

99

121

186

292

622

622

27

74

98

120

184

291

620

620

28

73

96

118

183

289

619

619

29

71

95

117

181

288

617

617

30

70

93

115

180

286

616

616

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 | 125 | 238 | 568 | 1 222 |
| 2 | 11 | 26 | 51 | 128 | 242 | 571 | 1 003 |
| 3 | 15 | 31 | 55 | 123 | 240 | 570 | 830 |
| 4 | 18 | 35 | 59 | 127 | 241 | 570 | 695 |
| 5 | 21 | 39 | 66 | 131 | 242 | 571 | 589 |
| 6 | 22 | 42 | 70 | 136 | 243 | 572 | 572 |
| 7 | 24 | 44 | 72 | 139 | 243 | 572 | 572 |
| 8 | 24 | 45 | 71 | 138 | 243 | 572 | 572 |
| 9 | 24 | 46 | 71 | 137 | 243 | 572 | 572 |
| 10 | 25 | 47 | 72 | 137 | 243 | 572 | 572 |
| 11 | 25 | 48 | 72 | 136 | 243 | 572 | 572 |
| 12 | 25 | 49 | 71 | 136 | 243 | 572 | 572 |
| 13 | 25 | 49 | 71 | 136 | 242 | 571 | 571 |
| 14 | 25 | 48 | 70 | 135 | 241 | 571 | 571 |
| 15 | 24 | 48 | 69 | 134 | 241 | 570 | 570 |
| 16 | 23 | 47 | 68 | 133 | 240 | 569 | 569 |
| 17 | 22 | 46 | 68 | 133 | 239 | 569 | 569 |
| 18 | 22 | 46 | 68 | 133 | 239 | 568 | 568 |
| 19 | 22 | 46 | 67 | 132 | 239 | 568 | 568 |
| 20 | 22 | 46 | 68 | 132 | 239 | 568 | 568 |
| 21 | 22 | 46 | 68 | 133 | 239 | 568 | 568 |
| 22 | 22 | 46 | 68 | 133 | 239 | 568 | 568 |
| 23 | 22 | 46 | 68 | 133 | 239 | 568 | 568 |
| 24 | 22 | 46 | 68 | 132 | 239 | 568 | 568 |
| 25 | 22 | 46 | 68 | 132 | 239 | 568 | 568 |
| 26 | 22 | 46 | 67 | 132 | 239 | 568 | 568 |
| 27 | 22 | 45 | 67 | 132 | 238 | 568 | 568 |
| 28 | 21 | 45 | 67 | 132 | 238 | 568 | 568 |
| 29 | 21 | 45 | 67 | 132 | 238 | 568 | 568 |
| 30 | 22 | 45 | 67 | 131 | 238 | 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

8

23

48

125

238

568

1 222

2

11

26

51

128

242

571

1 003

3

15

31

55

123

240

570

830

4

18

35

59

127

241

570

695

5

21

39

66

131

242

571

589

6

22

42

70

136

243

572

572

7

24

44

72

139

243

572

572

8

24

45

71

138

243

572

572

9

24

46

71

137

243

572

572

10

25

47

72

137

243

572

572

11

25

48

72

136

243

572

572

12

25

49

71

136

243

572

572

13

25

49

71

136

242

571

571

14

25

48

70

135

241

571

571

15

24

48

69

134

241

570

570

16

23

47

68

133

240

569

569

17

22

46

68

133

239

569

569

18

22

46

68

133

239

568

568

19

22

46

67

132

239

568

568

20

22

46

68

132

239

568

568

21

22

46

68

133

239

568

568

22

22

46

68

133

239

568

568

23

22

46

68

133

239

568

568

24

22

46

68

132

239

568

568

25

22

46

68

132

239

568

568

26

22

46

67

132

239

568

568

27

22

45

67

132

238

568

568

28

21

45

67

132

238

568

568

29

21

45

67

132

238

568

568

30

22

45

67

131

238

567

567

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 | 654 | 1 315 |
| 2 | 94 | 109 | 134 | 211 | 325 | 654 | 1 080 |
| 3 | 95 | 111 | 135 | 203 | 321 | 650 | 895 |
| 4 | 96 | 113 | 137 | 205 | 319 | 648 | 750 |
| 5 | 97 | 115 | 142 | 207 | 318 | 648 | 648 |
| 6 | 97 | 117 | 145 | 211 | 318 | 647 | 647 |
| 7 | 98 | 119 | 146 | 213 | 317 | 646 | 646 |
| 8 | 98 | 119 | 145 | 211 | 317 | 646 | 646 |
| 9 | 97 | 119 | 144 | 210 | 316 | 645 | 645 |
| 10 | 96 | 118 | 143 | 208 | 314 | 644 | 644 |
| 11 | 95 | 118 | 141 | 206 | 312 | 642 | 642 |
| 12 | 93 | 117 | 139 | 204 | 311 | 640 | 640 |
| 13 | 92 | 115 | 137 | 202 | 309 | 638 | 638 |
| 14 | 90 | 114 | 135 | 200 | 307 | 636 | 636 |
| 15 | 88 | 112 | 134 | 198 | 305 | 634 | 634 |
| 16 | 86 | 110 | 131 | 196 | 303 | 632 | 632 |
| 17 | 84 | 108 | 130 | 195 | 301 | 631 | 631 |
| 18 | 83 | 106 | 128 | 193 | 300 | 629 | 629 |
| 19 | 81 | 105 | 127 | 192 | 298 | 628 | 628 |
| 20 | 80 | 104 | 126 | 191 | 297 | 627 | 627 |
| 21 | 79 | 103 | 125 | 190 | 296 | 626 | 626 |
| 22 | 78 | 102 | 124 | 189 | 295 | 624 | 624 |
| 23 | 77 | 101 | 123 | 187 | 294 | 623 | 623 |
| 24 | 76 | 100 | 121 | 186 | 293 | 622 | 622 |
| 25 | 75 | 98 | 120 | 185 | 292 | 621 | 621 |
| 26 | 74 | 97 | 119 | 184 | 290 | 620 | 620 |
| 27 | 72 | 96 | 118 | 183 | 289 | 619 | 619 |
| 28 | 71 | 95 | 117 | 182 | 288 | 618 | 618 |
| 29 | 70 | 94 | 116 | 181 | 287 | 616 | 616 |
| 30 | 69 | 93 | 115 | 180 | 286 | 615 | 615 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

94

109

134

210

324

654

1 315

2

94

109

134

211

325

654

1 080

3

95

111

135

203

321

650

895

4

96

113

137

205

319

648

750

5

97

115

142

207

318

648

648

6

97

117

145

211

318

647

647

7

98

119

146

213

317

646

646

8

98

119

145

211

317

646

646

9

97

119

144

210

316

645

645

10

96

118

143

208

314

644

644

11

95

118

141

206

312

642

642

12

93

117

139

204

311

640

640

13

92

115

137

202

309

638

638

14

90

114

135

200

307

636

636

15

88

112

134

198

305

634

634

16

86

110

131

196

303

632

632

17

84

108

130

195

301

631

631

18

83

106

128

193

300

629

629

19

81

105

127

192

298

628

628

20

80

104

126

191

297

627

627

21

79

103

125

190

296

626

626

22

78

102

124

189

295

624

624

23

77

101

123

187

294

623

623

24

76

100

121

186

293

622

622

25

75

98

120

185

292

621

621

26

74

97

119

184

290

620

620

27

72

96

118

183

289

619

619

28

71

95

117

182

288

618

618

29

70

94

116

181

287

616

616

30

69

93

115

180

286

615

615

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 | 341 | 356 | 381 | 458 | 572 | 901 | 1 355 |
| 2 | 80 | 95 | 120 | 197 | 310 | 640 | 1 110 |
| 3 | 84 | 100 | 124 | 192 | 309 | 639 | 919 |
| 4 | 87 | 104 | 129 | 196 | 311 | 640 | 769 |
| 5 | 90 | 108 | 135 | 200 | 312 | 641 | 651 |
| 6 | 92 | 111 | 139 | 206 | 312 | 642 | 642 |
| 7 | 93 | 114 | 141 | 209 | 312 | 642 | 642 |
| 8 | 94 | 115 | 142 | 208 | 313 | 643 | 643 |
| 9 | 94 | 116 | 142 | 207 | 313 | 643 | 643 |
| 10 | 95 | 117 | 142 | 207 | 313 | 643 | 643 |
| 11 | 95 | 118 | 142 | 207 | 313 | 642 | 642 |
| 12 | 96 | 119 | 142 | 207 | 313 | 642 | 642 |
| 13 | 96 | 120 | 142 | 207 | 313 | 643 | 643 |
| 14 | 97 | 121 | 143 | 207 | 314 | 643 | 643 |
| 15 | 98 | 122 | 143 | 208 | 315 | 644 | 644 |
| 16 | 99 | 122 | 144 | 209 | 316 | 645 | 645 |
| 17 | 100 | 123 | 145 | 210 | 317 | 646 | 646 |
| 18 | 101 | 125 | 146 | 211 | 318 | 647 | 647 |
| 19 | 102 | 125 | 147 | 212 | 319 | 648 | 648 |
| 20 | 102 | 126 | 148 | 213 | 319 | 649 | 649 |
| 21 | 102 | 126 | 148 | 213 | 319 | 649 | 649 |
| 22 | 102 | 126 | 148 | 213 | 319 | 648 | 648 |
| 23 | 102 | 125 | 147 | 212 | 319 | 648 | 648 |
| 24 | 101 | 125 | 146 | 211 | 318 | 647 | 647 |
| 25 | 100 | 124 | 145 | 210 | 317 | 646 | 646 |
| 26 | 99 | 123 | 144 | 209 | 316 | 645 | 645 |
| 27 | 97 | 121 | 143 | 208 | 314 | 644 | 644 |
| 28 | 96 | 120 | 142 | 207 | 313 | 642 | 642 |
| 29 | 95 | 119 | 140 | 205 | 312 | 641 | 641 |
| 30 | 93 | 117 | 139 | 204 | 310 | 640 | 640 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

341

356

381

458

572

901

1 355

2

80

95

120

197

310

640

1 110

3

84

100

124

192

309

639

919

4

87

104

129

196

311

640

769

5

90

108

135

200

312

641

651

6

92

111

139

206

312

642

642

7

93

114

141

209

312

642

642

8

94

115

142

208

313

643

643

9

94

116

142

207

313

643

643

10

95

117

142

207

313

643

643

11

95

118

142

207

313

642

642

12

96

119

142

207

313

642

642

13

96

120

142

207

313

643

643

14

97

121

143

207

314

643

643

15

98

122

143

208

315

644

644

16

99

122

144

209

316

645

645

17

100

123

145

210

317

646

646

18

101

125

146

211

318

647

647

19

102

125

147

212

319

648

648

20

102

126

148

213

319

649

649

21

102

126

148

213

319

649

649

22

102

126

148

213

319

648

648

23

102

125

147

212

319

648

648

24

101

125

146

211

318

647

647

25

100

124

145

210

317

646

646

26

99

123

144

209

316

645

645

27

97

121

143

208

314

644

644

28

96

120

142

207

313

642

642

29

95

119

140

205

312

641

641

30

93

117

139

204

310

640

640

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 | 556 | 1 196 |
| 2 | 1 | 10 | 36 | 112 | 226 | 556 | 982 |
| 3 | 2 | 12 | 36 | 105 | 222 | 551 | 813 |
| 4 | 3 | 14 | 38 | 106 | 220 | 549 | 681 |
| 5 | 4 | 16 | 43 | 108 | 219 | 549 | 576 |
| 6 | 4 | 17 | 45 | 112 | 218 | 548 | 548 |
| 7 | 5 | 19 | 47 | 114 | 218 | 547 | 547 |
| 8 | 7 | 19 | 45 | 112 | 217 | 546 | 546 |
| 9 | 7 | 19 | 44 | 110 | 216 | 545 | 545 |
| 10 | 8 | 20 | 44 | 109 | 215 | 545 | 545 |
| 11 | 8 | 20 | 44 | 109 | 215 | 545 | 545 |
| 12 | 9 | 21 | 44 | 109 | 215 | 545 | 545 |
| 13 | 10 | 22 | 44 | 109 | 215 | 545 | 545 |
| 14 | 11 | 22 | 44 | 109 | 215 | 545 | 545 |
| 15 | 11 | 23 | 44 | 109 | 216 | 545 | 545 |
| 16 | 12 | 23 | 44 | 109 | 216 | 545 | 545 |
| 17 | 12 | 23 | 45 | 110 | 216 | 545 | 545 |
| 18 | 14 | 23 | 45 | 110 | 217 | 546 | 546 |
| 19 | 15 | 24 | 46 | 111 | 217 | 547 | 547 |
| 20 | 15 | 25 | 47 | 112 | 218 | 547 | 547 |
| 21 | 16 | 26 | 48 | 112 | 219 | 548 | 548 |
| 22 | 17 | 26 | 48 | 113 | 220 | 549 | 549 |
| 23 | 17 | 27 | 49 | 114 | 220 | 550 | 550 |
| 24 | 18 | 28 | 49 | 114 | 221 | 550 | 550 |
| 25 | 18 | 28 | 50 | 115 | 221 | 550 | 550 |
| 26 | 19 | 28 | 50 | 115 | 221 | 551 | 551 |
| 27 | 20 | 29 | 51 | 115 | 222 | 551 | 551 |
| 28 | 21 | 29 | 51 | 116 | 222 | 552 | 552 |
| 29 | 21 | 29 | 51 | 116 | 222 | 552 | 552 |
| 30 | 22 | 30 | 51 | 116 | 223 | 552 | 552 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

36

112

226

556

1 196

2

1

10

36

112

226

556

982

3

2

12

36

105

222

551

813

4

3

14

38

106

220

549

681

5

4

16

43

108

219

549

576

6

4

17

45

112

218

548

548

7

5

19

47

114

218

547

547

8

7

19

45

112

217

546

546

9

7

19

44

110

216

545

545

10

8

20

44

109

215

545

545

11

8

20

44

109

215

545

545

12

9

21

44

109

215

545

545

13

10

22

44

109

215

545

545

14

11

22

44

109

215

545

545

15

11

23

44

109

216

545

545

16

12

23

44

109

216

545

545

17

12

23

45

110

216

545

545

18

14

23

45

110

217

546

546

19

15

24

46

111

217

547

547

20

15

25

47

112

218

547

547

21

16

26

48

112

219

548

548

22

17

26

48

113

220

549

549

23

17

27

49

114

220

550

550

24

18

28

49

114

221

550

550

25

18

28

50

115

221

550

550

26

19

28

50

115

221

551

551

27

20

29

51

115

222

551

551

28

21

29

51

116

222

552

552

29

21

29

51

116

222

552

552

30

22

30

51

116

223

552

552

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 | 170 | 283 | 613 | 1 222 |
| 2 | 54 | 69 | 94 | 171 | 284 | 614 | 1 002 |
| 3 | 55 | 71 | 95 | 163 | 280 | 610 | 830 |
| 4 | 55 | 72 | 97 | 164 | 279 | 608 | 695 |
| 5 | 56 | 74 | 101 | 166 | 277 | 607 | 607 |
| 6 | 57 | 76 | 104 | 171 | 277 | 606 | 606 |
| 7 | 56 | 77 | 104 | 172 | 275 | 605 | 605 |
| 8 | 56 | 77 | 103 | 170 | 275 | 604 | 604 |
| 9 | 55 | 77 | 102 | 168 | 274 | 604 | 604 |
| 10 | 54 | 77 | 101 | 166 | 273 | 602 | 602 |
| 11 | 53 | 76 | 100 | 165 | 271 | 601 | 601 |
| 12 | 52 | 76 | 98 | 163 | 270 | 599 | 599 |
| 13 | 51 | 75 | 97 | 162 | 268 | 597 | 597 |
| 14 | 50 | 73 | 95 | 160 | 267 | 596 | 596 |
| 15 | 48 | 72 | 94 | 159 | 265 | 595 | 595 |
| 16 | 47 | 70 | 92 | 157 | 263 | 593 | 593 |
| 17 | 45 | 69 | 91 | 156 | 262 | 592 | 592 |
| 18 | 44 | 68 | 90 | 155 | 261 | 591 | 591 |
| 19 | 43 | 67 | 89 | 154 | 260 | 590 | 590 |
| 20 | 43 | 67 | 88 | 153 | 260 | 589 | 589 |
| 21 | 42 | 66 | 88 | 153 | 259 | 589 | 589 |
| 22 | 42 | 65 | 87 | 152 | 259 | 588 | 588 |
| 23 | 41 | 65 | 87 | 151 | 258 | 587 | 587 |
| 24 | 40 | 64 | 86 | 151 | 257 | 587 | 587 |
| 25 | 40 | 63 | 85 | 150 | 256 | 586 | 586 |
| 26 | 39 | 63 | 84 | 149 | 256 | 585 | 585 |
| 27 | 38 | 62 | 84 | 149 | 255 | 584 | 584 |
| 28 | 37 | 61 | 83 | 148 | 254 | 584 | 584 |
| 29 | 37 | 61 | 82 | 147 | 254 | 583 | 583 |
| 30 | 36 | 60 | 82 | 147 | 253 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

68

93

170

283

613

1 222

2

54

69

94

171

284

614

1 002

3

55

71

95

163

280

610

830

4

55

72

97

164

279

608

695

5

56

74

101

166

277

607

607

6

57

76

104

171

277

606

606

7

56

77

104

172

275

605

605

8

56

77

103

170

275

604

604

9

55

77

102

168

274

604

604

10

54

77

101

166

273

602

602

11

53

76

100

165

271

601

601

12

52

76

98

163

270

599

599

13

51

75

97

162

268

597

597

14

50

73

95

160

267

596

596

15

48

72

94

159

265

595

595

16

47

70

92

157

263

593

593

17

45

69

91

156

262

592

592

18

44

68

90

155

261

591

591

19

43

67

89

154

260

590

590

20

43

67

88

153

260

589

589

21

42

66

88

153

259

589

589

22

42

65

87

152

259

588

588

23

41

65

87

151

258

587

587

24

40

64

86

151

257

587

587

25

40

63

85

150

256

586

586

26

39

63

84

149

256

585

585

27

38

62

84

149

255

584

584

28

37

61

83

148

254

584

584

29

37

61

82

147

254

583

583

30

36

60

82

147

253

582

582

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 115 | 130 | 155 | 232 | 346 | 675 | 1 322 |
| 2 | 116 | 131 | 156 | 233 | 347 | 676 | 1 086 |
| 3 | 119 | 135 | 159 | 227 | 344 | 673 | 901 |
| 4 | 121 | 138 | 162 | 229 | 344 | 673 | 755 |
| 5 | 122 | 140 | 167 | 233 | 344 | 673 | 673 |
| 6 | 123 | 142 | 170 | 237 | 343 | 673 | 673 |
| 7 | 124 | 144 | 172 | 239 | 343 | 672 | 672 |
| 8 | 123 | 144 | 170 | 237 | 342 | 671 | 671 |
| 9 | 122 | 144 | 169 | 235 | 341 | 670 | 670 |
| 10 | 121 | 144 | 168 | 233 | 340 | 669 | 669 |
| 11 | 121 | 144 | 167 | 232 | 338 | 668 | 668 |
| 12 | 119 | 143 | 165 | 230 | 337 | 666 | 666 |
| 13 | 117 | 141 | 163 | 228 | 335 | 664 | 664 |
| 14 | 116 | 139 | 161 | 226 | 332 | 662 | 662 |
| 15 | 113 | 137 | 159 | 224 | 330 | 659 | 659 |
| 16 | 111 | 134 | 156 | 221 | 327 | 657 | 657 |
| 17 | 108 | 132 | 154 | 219 | 325 | 655 | 655 |
| 18 | 106 | 130 | 152 | 217 | 323 | 652 | 652 |
| 19 | 104 | 128 | 150 | 215 | 321 | 650 | 650 |
| 20 | 102 | 126 | 148 | 213 | 319 | 649 | 649 |
| 21 | 101 | 124 | 146 | 211 | 318 | 647 | 647 |
| 22 | 99 | 123 | 144 | 209 | 316 | 645 | 645 |
| 23 | 97 | 121 | 143 | 207 | 314 | 643 | 643 |
| 24 | 95 | 119 | 141 | 206 | 312 | 642 | 642 |
| 25 | 93 | 117 | 139 | 204 | 310 | 640 | 640 |
| 26 | 92 | 115 | 137 | 202 | 309 | 638 | 638 |
| 27 | 90 | 114 | 136 | 200 | 307 | 636 | 636 |
| 28 | 88 | 112 | 134 | 199 | 305 | 635 | 635 |
| 29 | 87 | 111 | 132 | 197 | 304 | 633 | 633 |
| 30 | 85 | 109 | 131 | 196 | 302 | 631 | 631 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

115

130

155

232

346

675

1 322

2

116

131

156

233

347

676

1 086

3

119

135

159

227

344

673

901

4

121

138

162

229

344

673

755

5

122

140

167

233

344

673

673

6

123

142

170

237

343

673

673

7

124

144

172

239

343

672

672

8

123

144

170

237

342

671

671

9

122

144

169

235

341

670

670

10

121

144

168

233

340

669

669

11

121

144

167

232

338

668

668

12

119

143

165

230

337

666

666

13

117

141

163

228

335

664

664

14

116

139

161

226

332

662

662

15

113

137

159

224

330

659

659

16

111

134

156

221

327

657

657

17

108

132

154

219

325

655

655

18

106

130

152

217

323

652

652

19

104

128

150

215

321

650

650

20

102

126

148

213

319

649

649

21

101

124

146

211

318

647

647

22

99

123

144

209

316

645

645

23

97

121

143

207

314

643

643

24

95

119

141

206

312

642

642

25

93

117

139

204

310

640

640

26

92

115

137

202

309

638

638

27

90

114

136

200

307

636

636

28

88

112

134

199

305

635

635

29

87

111

132

197

304

633

633

30

85

109

131

196

302

631

631

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 | 187 | 212 | 289 | 403 | 732 | 1 308 |
| 2 | 182 | 196 | 222 | 298 | 412 | 741 | 1 082 |
| 3 | 187 | 203 | 227 | 295 | 412 | 742 | 903 |
| 4 | 189 | 206 | 231 | 298 | 412 | 742 | 761 |
| 5 | 190 | 209 | 235 | 301 | 412 | 741 | 741 |
| 6 | 190 | 210 | 238 | 304 | 411 | 740 | 740 |
| 7 | 190 | 210 | 238 | 305 | 409 | 738 | 738 |
| 8 | 188 | 210 | 236 | 302 | 407 | 737 | 737 |
| 9 | 187 | 209 | 234 | 300 | 406 | 735 | 735 |
| 10 | 186 | 209 | 233 | 298 | 405 | 734 | 734 |
| 11 | 185 | 208 | 231 | 296 | 403 | 732 | 732 |
| 12 | 183 | 206 | 229 | 294 | 400 | 729 | 729 |
| 13 | 180 | 204 | 226 | 291 | 397 | 726 | 726 |
| 14 | 177 | 201 | 223 | 287 | 394 | 723 | 723 |
| 15 | 174 | 198 | 219 | 284 | 391 | 720 | 720 |
| 16 | 171 | 194 | 216 | 281 | 388 | 717 | 717 |
| 17 | 167 | 191 | 213 | 278 | 384 | 714 | 714 |
| 18 | 164 | 188 | 210 | 275 | 381 | 711 | 711 |
| 19 | 161 | 185 | 207 | 272 | 378 | 707 | 707 |
| 20 | 158 | 182 | 204 | 269 | 375 | 704 | 704 |
| 21 | 155 | 179 | 201 | 266 | 372 | 701 | 701 |
| 22 | 152 | 176 | 198 | 262 | 369 | 698 | 698 |
| 23 | 149 | 173 | 194 | 259 | 366 | 695 | 695 |
| 24 | 146 | 169 | 191 | 256 | 362 | 692 | 692 |
| 25 | 143 | 166 | 188 | 253 | 359 | 689 | 689 |
| 26 | 139 | 163 | 185 | 250 | 356 | 686 | 686 |
| 27 | 137 | 160 | 182 | 247 | 353 | 683 | 683 |
| 28 | 134 | 157 | 179 | 244 | 350 | 680 | 680 |
| 29 | 131 | 155 | 176 | 241 | 348 | 677 | 677 |
| 30 | 128 | 152 | 174 | 239 | 345 | 674 | 674 |

Duration (in years)

Credit quality step 0

Credit 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

187

212

289

403

732

1 308

2

182

196

222

298

412

741

1 082

3

187

203

227

295

412

742

903

4

189

206

231

298

412

742

761

5

190

209

235

301

412

741

741

6

190

210

238

304

411

740

740

7

190

210

238

305

409

738

738

8

188

210

236

302

407

737

737

9

187

209

234

300

406

735

735

10

186

209

233

298

405

734

734

11

185

208

231

296

403

732

732

12

183

206

229

294

400

729

729

13

180

204

226

291

397

726

726

14

177

201

223

287

394

723

723

15

174

198

219

284

391

720

720

16

171

194

216

281

388

717

717

17

167

191

213

278

384

714

714

18

164

188

210

275

381

711

711

19

161

185

207

272

378

707

707

20

158

182

204

269

375

704

704

21

155

179

201

266

372

701

701

22

152

176

198

262

369

698

698

23

149

173

194

259

366

695

695

24

146

169

191

256

362

692

692

25

143

166

188

253

359

689

689

26

139

163

185

250

356

686

686

27

137

160

182

247

353

683

683

28

134

157

179

244

350

680

680

29

131

155

176

241

348

677

677

30

128

152

174

239

345

674

674

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 | 43 | 69 | 145 | 259 | 588 | 1 234 |
| 2 | 30 | 44 | 70 | 146 | 260 | 589 | 1 013 |
| 3 | 31 | 47 | 71 | 139 | 256 | 585 | 839 |
| 4 | 32 | 49 | 73 | 141 | 255 | 584 | 703 |
| 5 | 33 | 51 | 78 | 143 | 254 | 584 | 596 |
| 6 | 33 | 52 | 80 | 147 | 253 | 583 | 583 |
| 7 | 33 | 54 | 81 | 149 | 252 | 582 | 582 |
| 8 | 32 | 53 | 80 | 146 | 251 | 581 | 581 |
| 9 | 31 | 53 | 79 | 144 | 250 | 580 | 580 |
| 10 | 31 | 54 | 78 | 143 | 250 | 579 | 579 |
| 11 | 31 | 54 | 78 | 142 | 249 | 578 | 578 |
| 12 | 31 | 54 | 77 | 142 | 248 | 578 | 578 |
| 13 | 31 | 54 | 76 | 141 | 248 | 577 | 577 |
| 14 | 30 | 54 | 76 | 141 | 247 | 577 | 577 |
| 15 | 30 | 54 | 76 | 140 | 247 | 576 | 576 |
| 16 | 30 | 53 | 75 | 140 | 247 | 576 | 576 |
| 17 | 30 | 53 | 75 | 140 | 247 | 576 | 576 |
| 18 | 30 | 53 | 75 | 140 | 247 | 576 | 576 |
| 19 | 30 | 53 | 75 | 140 | 247 | 576 | 576 |
| 20 | 30 | 54 | 75 | 140 | 247 | 576 | 576 |
| 21 | 30 | 54 | 76 | 140 | 247 | 576 | 576 |
| 22 | 30 | 54 | 75 | 140 | 247 | 576 | 576 |
| 23 | 30 | 53 | 75 | 140 | 247 | 576 | 576 |
| 24 | 30 | 53 | 75 | 140 | 246 | 576 | 576 |
| 25 | 29 | 53 | 75 | 140 | 246 | 576 | 576 |
| 26 | 29 | 53 | 75 | 139 | 246 | 575 | 575 |
| 27 | 29 | 53 | 74 | 139 | 246 | 575 | 575 |
| 28 | 28 | 52 | 74 | 139 | 245 | 575 | 575 |
| 29 | 28 | 52 | 74 | 139 | 245 | 574 | 574 |
| 30 | 28 | 52 | 73 | 138 | 245 | 574 | 574 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

43

69

145

259

588

1 234

2

30

44

70

146

260

589

1 013

3

31

47

71

139

256

585

839

4

32

49

73

141

255

584

703

5

33

51

78

143

254

584

596

6

33

52

80

147

253

583

583

7

33

54

81

149

252

582

582

8

32

53

80

146

251

581

581

9

31

53

79

144

250

580

580

10

31

54

78

143

250

579

579

11

31

54

78

142

249

578

578

12

31

54

77

142

248

578

578

13

31

54

76

141

248

577

577

14

30

54

76

141

247

577

577

15

30

54

76

140

247

576

576

16

30

53

75

140

247

576

576

17

30

53

75

140

247

576

576

18

30

53

75

140

247

576

576

19

30

53

75

140

247

576

576

20

30

54

75

140

247

576

576

21

30

54

76

140

247

576

576

22

30

54

75

140

247

576

576

23

30

53

75

140

247

576

576

24

30

53

75

140

246

576

576

25

29

53

75

140

246

576

576

26

29

53

75

139

246

575

575

27

29

53

74

139

246

575

575

28

28

52

74

139

245

575

575

29

28

52

74

139

245

574

574

30

28

52

73

138

245

574

574

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 | 25 | 40 | 65 | 142 | 255 | 585 | 1 253 |
| 2 | 27 | 42 | 67 | 144 | 257 | 587 | 1 028 |
| 3 | 30 | 45 | 69 | 138 | 255 | 584 | 851 |
| 4 | 32 | 49 | 73 | 141 | 255 | 584 | 713 |
| 5 | 34 | 53 | 79 | 145 | 256 | 585 | 604 |
| 6 | 36 | 55 | 83 | 150 | 256 | 585 | 585 |
| 7 | 37 | 58 | 85 | 153 | 256 | 586 | 586 |
| 8 | 37 | 59 | 85 | 151 | 256 | 586 | 586 |
| 9 | 38 | 59 | 85 | 150 | 257 | 586 | 586 |
| 10 | 39 | 61 | 85 | 150 | 257 | 586 | 586 |
| 11 | 39 | 63 | 86 | 151 | 257 | 587 | 587 |
| 12 | 40 | 63 | 86 | 151 | 257 | 587 | 587 |
| 13 | 40 | 64 | 86 | 151 | 257 | 587 | 587 |
| 14 | 40 | 64 | 86 | 151 | 257 | 587 | 587 |
| 15 | 40 | 64 | 86 | 151 | 257 | 586 | 586 |
| 16 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 17 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 18 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 19 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 20 | 40 | 64 | 86 | 150 | 257 | 586 | 586 |
| 21 | 40 | 64 | 86 | 151 | 257 | 586 | 586 |
| 22 | 40 | 64 | 86 | 151 | 257 | 586 | 586 |
| 23 | 40 | 64 | 86 | 150 | 257 | 586 | 586 |
| 24 | 40 | 63 | 85 | 150 | 257 | 586 | 586 |
| 25 | 39 | 63 | 85 | 150 | 256 | 586 | 586 |
| 26 | 39 | 63 | 84 | 149 | 256 | 585 | 585 |
| 27 | 38 | 62 | 84 | 149 | 255 | 585 | 585 |
| 28 | 38 | 62 | 83 | 148 | 255 | 584 | 584 |
| 29 | 37 | 61 | 83 | 148 | 254 | 584 | 584 |
| 30 | 37 | 61 | 82 | 147 | 254 | 583 | 583 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

40

65

142

255

585

1 253

2

27

42

67

144

257

587

1 028

3

30

45

69

138

255

584

851

4

32

49

73

141

255

584

713

5

34

53

79

145

256

585

604

6

36

55

83

150

256

585

585

7

37

58

85

153

256

586

586

8

37

59

85

151

256

586

586

9

38

59

85

150

257

586

586

10

39

61

85

150

257

586

586

11

39

63

86

151

257

587

587

12

40

63

86

151

257

587

587

13

40

64

86

151

257

587

587

14

40

64

86

151

257

587

587

15

40

64

86

151

257

586

586

16

40

63

85

150

257

586

586

17

40

63

85

150

257

586

586

18

40

63

85

150

257

586

586

19

40

63

85

150

257

586

586

20

40

64

86

150

257

586

586

21

40

64

86

151

257

586

586

22

40

64

86

151

257

586

586

23

40

64

86

150

257

586

586

24

40

63

85

150

257

586

586

25

39

63

85

150

256

586

586

26

39

63

84

149

256

585

585

27

38

62

84

149

255

585

585

28

38

62

83

148

255

584

584

29

37

61

83

148

254

584

584

30

37

61

82

147

254

583

583

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 125 | 140 | 165 | 242 | 356 | 685 | 1 363 |
| 2 | 124 | 139 | 164 | 240 | 354 | 684 | 1 121 |
| 3 | 124 | 140 | 164 | 232 | 349 | 679 | 928 |
| 4 | 124 | 141 | 165 | 233 | 347 | 677 | 777 |
| 5 | 125 | 143 | 170 | 235 | 346 | 676 | 676 |
| 6 | 124 | 144 | 172 | 238 | 345 | 674 | 674 |
| 7 | 124 | 145 | 172 | 240 | 343 | 673 | 673 |
| 8 | 124 | 145 | 171 | 237 | 343 | 672 | 672 |
| 9 | 122 | 144 | 170 | 235 | 341 | 671 | 671 |
| 10 | 122 | 145 | 169 | 234 | 341 | 670 | 670 |
| 11 | 122 | 145 | 169 | 233 | 340 | 669 | 669 |
| 12 | 121 | 145 | 167 | 232 | 339 | 668 | 668 |
| 13 | 120 | 144 | 166 | 231 | 337 | 667 | 667 |
| 14 | 119 | 143 | 165 | 230 | 336 | 665 | 665 |
| 15 | 117 | 141 | 163 | 227 | 334 | 663 | 663 |
| 16 | 115 | 139 | 160 | 225 | 332 | 661 | 661 |
| 17 | 112 | 136 | 158 | 222 | 329 | 658 | 658 |
| 18 | 110 | 134 | 155 | 220 | 327 | 656 | 656 |
| 19 | 108 | 131 | 153 | 218 | 325 | 654 | 654 |
| 20 | 105 | 129 | 151 | 216 | 322 | 652 | 652 |
| 21 | 103 | 127 | 149 | 214 | 320 | 649 | 649 |
| 22 | 101 | 125 | 147 | 211 | 318 | 647 | 647 |
| 23 | 99 | 123 | 144 | 209 | 316 | 645 | 645 |
| 24 | 97 | 120 | 142 | 207 | 313 | 643 | 643 |
| 25 | 94 | 118 | 140 | 205 | 311 | 641 | 641 |
| 26 | 92 | 116 | 138 | 203 | 309 | 639 | 639 |
| 27 | 90 | 114 | 136 | 201 | 307 | 636 | 636 |
| 28 | 88 | 112 | 134 | 199 | 305 | 634 | 634 |
| 29 | 86 | 110 | 132 | 197 | 303 | 632 | 632 |
| 30 | 84 | 108 | 130 | 195 | 301 | 631 | 631 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

125

140

165

242

356

685

1 363

2

124

139

164

240

354

684

1 121

3

124

140

164

232

349

679

928

4

124

141

165

233

347

677

777

5

125

143

170

235

346

676

676

6

124

144

172

238

345

674

674

7

124

145

172

240

343

673

673

8

124

145

171

237

343

672

672

9

122

144

170

235

341

671

671

10

122

145

169

234

341

670

670

11

122

145

169

233

340

669

669

12

121

145

167

232

339

668

668

13

120

144

166

231

337

667

667

14

119

143

165

230

336

665

665

15

117

141

163

227

334

663

663

16

115

139

160

225

332

661

661

17

112

136

158

222

329

658

658

18

110

134

155

220

327

656

656

19

108

131

153

218

325

654

654

20

105

129

151

216

322

652

652

21

103

127

149

214

320

649

649

22

101

125

147

211

318

647

647

23

99

123

144

209

316

645

645

24

97

120

142

207

313

643

643

25

94

118

140

205

311

641

641

26

92

116

138

203

309

639

639

27

90

114

136

201

307

636

636

28

88

112

134

199

305

634

634

29

86

110

132

197

303

632

632

30

84

108

130

195

301

631

631

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 10 | 36 | 112 | 226 | 555 | 1 220 |
| 2 | 1 | 13 | 38 | 114 | 228 | 558 | 1 000 |
| 3 | 2 | 16 | 40 | 109 | 226 | 555 | 828 |
| 4 | 3 | 20 | 44 | 112 | 226 | 555 | 693 |
| 5 | 5 | 23 | 50 | 115 | 227 | 556 | 587 |
| 6 | 7 | 26 | 54 | 121 | 227 | 556 | 556 |
| 7 | 8 | 29 | 56 | 124 | 227 | 557 | 557 |
| 8 | 8 | 30 | 56 | 122 | 227 | 557 | 557 |
| 9 | 8 | 30 | 56 | 121 | 227 | 557 | 557 |
| 10 | 9 | 31 | 56 | 121 | 227 | 557 | 557 |
| 11 | 9 | 32 | 56 | 120 | 227 | 556 | 556 |
| 12 | 10 | 33 | 55 | 120 | 227 | 556 | 556 |
| 13 | 10 | 33 | 55 | 120 | 226 | 556 | 556 |
| 14 | 11 | 33 | 55 | 120 | 226 | 556 | 556 |
| 15 | 12 | 33 | 55 | 120 | 226 | 555 | 555 |
| 16 | 12 | 33 | 54 | 119 | 226 | 555 | 555 |
| 17 | 14 | 33 | 54 | 119 | 226 | 555 | 555 |
| 18 | 14 | 33 | 54 | 119 | 226 | 555 | 555 |
| 19 | 15 | 33 | 55 | 119 | 226 | 555 | 555 |
| 20 | 15 | 33 | 55 | 120 | 227 | 556 | 556 |
| 21 | 16 | 34 | 56 | 121 | 227 | 556 | 556 |
| 22 | 17 | 34 | 56 | 121 | 227 | 557 | 557 |
| 23 | 18 | 35 | 56 | 121 | 228 | 557 | 557 |
| 24 | 18 | 35 | 57 | 121 | 228 | 557 | 557 |
| 25 | 19 | 35 | 57 | 122 | 228 | 558 | 558 |
| 26 | 19 | 35 | 57 | 122 | 228 | 558 | 558 |
| 27 | 21 | 35 | 57 | 122 | 228 | 558 | 558 |
| 28 | 21 | 36 | 57 | 122 | 229 | 558 | 558 |
| 29 | 21 | 36 | 57 | 122 | 229 | 558 | 558 |
| 30 | 22 | 36 | 57 | 122 | 229 | 558 | 558 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

10

36

112

226

555

1 220

2

1

13

38

114

228

558

1 000

3

2

16

40

109

226

555

828

4

3

20

44

112

226

555

693

5

5

23

50

115

227

556

587

6

7

26

54

121

227

556

556

7

8

29

56

124

227

557

557

8

8

30

56

122

227

557

557

9

8

30

56

121

227

557

557

10

9

31

56

121

227

557

557

11

9

32

56

120

227

556

556

12

10

33

55

120

227

556

556

13

10

33

55

120

226

556

556

14

11

33

55

120

226

556

556

15

12

33

55

120

226

555

555

16

12

33

54

119

226

555

555

17

14

33

54

119

226

555

555

18

14

33

54

119

226

555

555

19

15

33

55

119

226

555

555

20

15

33

55

120

227

556

556

21

16

34

56

121

227

556

556

22

17

34

56

121

227

557

557

23

18

35

56

121

228

557

557

24

18

35

57

121

228

557

557

25

19

35

57

122

228

558

558

26

19

35

57

122

228

558

558

27

21

35

57

122

228

558

558

28

21

36

57

122

229

558

558

29

21

36

57

122

229

558

558

30

22

36

57

122

229

558

558

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 | 152 | 265 | 595 | 1 221 |
| 2 | 36 | 50 | 76 | 152 | 266 | 595 | 1 001 |
| 3 | 36 | 52 | 76 | 144 | 261 | 590 | 828 |
| 4 | 36 | 53 | 77 | 145 | 259 | 588 | 693 |
| 5 | 36 | 55 | 81 | 147 | 258 | 587 | 587 |
| 6 | 39 | 58 | 86 | 153 | 259 | 588 | 588 |
| 7 | 36 | 57 | 84 | 152 | 255 | 585 | 585 |
| 8 | 40 | 61 | 88 | 154 | 259 | 588 | 588 |
| 9 | 39 | 61 | 86 | 152 | 258 | 587 | 587 |
| 10 | 34 | 56 | 81 | 146 | 252 | 582 | 582 |
| 11 | 30 | 53 | 76 | 141 | 247 | 577 | 577 |
| 12 | 27 | 50 | 73 | 138 | 244 | 573 | 573 |
| 13 | 24 | 48 | 70 | 135 | 241 | 571 | 571 |
| 14 | 23 | 46 | 68 | 133 | 240 | 569 | 569 |
| 15 | 21 | 45 | 67 | 132 | 238 | 567 | 567 |
| 16 | 20 | 43 | 65 | 130 | 236 | 566 | 566 |
| 17 | 19 | 42 | 64 | 129 | 236 | 565 | 565 |
| 18 | 18 | 42 | 64 | 128 | 235 | 564 | 564 |
| 19 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 20 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 21 | 18 | 42 | 63 | 128 | 235 | 564 | 564 |
| 22 | 18 | 42 | 63 | 128 | 235 | 564 | 564 |
| 23 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 24 | 18 | 41 | 63 | 128 | 235 | 564 | 564 |
| 25 | 19 | 41 | 63 | 128 | 234 | 564 | 564 |
| 26 | 19 | 41 | 63 | 128 | 234 | 564 | 564 |
| 27 | 20 | 41 | 63 | 128 | 234 | 564 | 564 |
| 28 | 21 | 41 | 63 | 128 | 234 | 563 | 563 |
| 29 | 21 | 41 | 63 | 127 | 234 | 563 | 563 |
| 30 | 22 | 41 | 63 | 127 | 234 | 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

35

50

75

152

265

595

1 221

2

36

50

76

152

266

595

1 001

3

36

52

76

144

261

590

828

4

36

53

77

145

259

588

693

5

36

55

81

147

258

587

587

6

39

58

86

153

259

588

588

7

36

57

84

152

255

585

585

8

40

61

88

154

259

588

588

9

39

61

86

152

258

587

587

10

34

56

81

146

252

582

582

11

30

53

76

141

247

577

577

12

27

50

73

138

244

573

573

13

24

48

70

135

241

571

571

14

23

46

68

133

240

569

569

15

21

45

67

132

238

567

567

16

20

43

65

130

236

566

566

17

19

42

64

129

236

565

565

18

18

42

64

128

235

564

564

19

18

41

63

128

235

564

564

20

18

41

63

128

235

564

564

21

18

42

63

128

235

564

564

22

18

42

63

128

235

564

564

23

18

41

63

128

235

564

564

24

18

41

63

128

235

564

564

25

19

41

63

128

234

564

564

26

19

41

63

128

234

564

564

27

20

41

63

128

234

564

564

28

21

41

63

128

234

563

563

29

21

41

63

127

234

563

563

30

22

41

63

127

234

563

563

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 | 194 | 209 | 234 | 311 | 424 | 754 | 1 617 |
| 2 | 191 | 206 | 231 | 307 | 421 | 751 | 1 298 |
| 3 | 187 | 203 | 227 | 296 | 413 | 742 | 1 068 |
| 4 | 184 | 201 | 226 | 293 | 407 | 737 | 885 |
| 5 | 181 | 199 | 226 | 291 | 402 | 732 | 739 |
| 6 | 177 | 196 | 224 | 291 | 397 | 727 | 727 |
| 7 | 174 | 194 | 222 | 289 | 393 | 722 | 722 |
| 8 | 169 | 191 | 217 | 283 | 388 | 718 | 718 |
| 9 | 165 | 187 | 213 | 278 | 384 | 714 | 714 |
| 10 | 162 | 184 | 209 | 274 | 380 | 709 | 709 |
| 11 | 158 | 181 | 205 | 269 | 376 | 705 | 705 |
| 12 | 155 | 178 | 201 | 265 | 372 | 701 | 701 |
| 13 | 151 | 175 | 197 | 261 | 368 | 697 | 697 |
| 14 | 147 | 171 | 193 | 258 | 364 | 694 | 694 |
| 15 | 144 | 168 | 189 | 254 | 361 | 690 | 690 |
| 16 | 140 | 164 | 186 | 251 | 357 | 687 | 687 |
| 17 | 137 | 161 | 183 | 248 | 354 | 684 | 684 |
| 18 | 134 | 158 | 180 | 245 | 351 | 681 | 681 |
| 19 | 131 | 155 | 177 | 242 | 348 | 678 | 678 |
| 20 | 129 | 153 | 174 | 239 | 346 | 675 | 675 |
| 21 | 126 | 150 | 172 | 237 | 343 | 672 | 672 |
| 22 | 124 | 147 | 169 | 234 | 340 | 670 | 670 |
| 23 | 121 | 145 | 167 | 231 | 338 | 667 | 667 |
| 24 | 118 | 142 | 164 | 229 | 335 | 665 | 665 |
| 25 | 116 | 140 | 162 | 226 | 333 | 662 | 662 |
| 26 | 114 | 137 | 159 | 224 | 330 | 660 | 660 |
| 27 | 111 | 135 | 157 | 222 | 328 | 658 | 658 |
| 28 | 109 | 133 | 155 | 219 | 326 | 655 | 655 |
| 29 | 107 | 131 | 152 | 217 | 324 | 653 | 653 |
| 30 | 105 | 129 | 150 | 215 | 322 | 651 | 651 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

194

209

234

311

424

754

1 617

2

191

206

231

307

421

751

1 298

3

187

203

227

296

413

742

1 068

4

184

201

226

293

407

737

885

5

181

199

226

291

402

732

739

6

177

196

224

291

397

727

727

7

174

194

222

289

393

722

722

8

169

191

217

283

388

718

718

9

165

187

213

278

384

714

714

10

162

184

209

274

380

709

709

11

158

181

205

269

376

705

705

12

155

178

201

265

372

701

701

13

151

175

197

261

368

697

697

14

147

171

193

258

364

694

694

15

144

168

189

254

361

690

690

16

140

164

186

251

357

687

687

17

137

161

183

248

354

684

684

18

134

158

180

245

351

681

681

19

131

155

177

242

348

678

678

20

129

153

174

239

346

675

675

21

126

150

172

237

343

672

672

22

124

147

169

234

340

670

670

23

121

145

167

231

338

667

667

24

118

142

164

229

335

665

665

25

116

140

162

226

333

662

662

26

114

137

159

224

330

660

660

27

111

135

157

222

328

658

658

28

109

133

155

219

326

655

655

29

107

131

152

217

324

653

653

30

105

129

150

215

322

651

651

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 | 108 | 244 | 573 | 1 236 |
| 2 | 8 | 26 | 51 | 108 | 244 | 573 | 1 013 |
| 3 | 9 | 29 | 53 | 102 | 242 | 571 | 838 |
| 4 | 12 | 34 | 56 | 100 | 242 | 572 | 701 |
| 5 | 16 | 40 | 61 | 103 | 243 | 573 | 593 |
| 6 | 18 | 43 | 65 | 99 | 244 | 573 | 573 |
| 7 | 19 | 45 | 64 | 92 | 244 | 574 | 574 |
| 8 | 17 | 44 | 64 | 91 | 244 | 574 | 574 |
| 9 | 17 | 45 | 66 | 95 | 245 | 574 | 574 |
| 10 | 19 | 48 | 68 | 99 | 245 | 574 | 574 |
| 11 | 21 | 50 | 70 | 102 | 245 | 574 | 574 |
| 12 | 23 | 53 | 71 | 103 | 245 | 574 | 574 |
| 13 | 24 | 54 | 72 | 103 | 245 | 574 | 574 |
| 14 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |
| 15 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |
| 16 | 24 | 55 | 72 | 103 | 244 | 574 | 574 |
| 17 | 24 | 55 | 72 | 103 | 244 | 574 | 574 |
| 18 | 24 | 55 | 72 | 103 | 244 | 574 | 574 |
| 19 | 24 | 55 | 72 | 103 | 244 | 574 | 574 |
| 20 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |
| 21 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 22 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 23 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 24 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 25 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 26 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 27 | 24 | 55 | 72 | 103 | 245 | 575 | 575 |
| 28 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |
| 29 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |
| 30 | 24 | 55 | 72 | 103 | 245 | 574 | 574 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

26

51

108

244

573

1 236

2

8

26

51

108

244

573

1 013

3

9

29

53

102

242

571

838

4

12

34

56

100

242

572

701

5

16

40

61

103

243

573

593

6

18

43

65

99

244

573

573

7

19

45

64

92

244

574

574

8

17

44

64

91

244

574

574

9

17

45

66

95

245

574

574

10

19

48

68

99

245

574

574

11

21

50

70

102

245

574

574

12

23

53

71

103

245

574

574

13

24

54

72

103

245

574

574

14

24

55

72

103

245

574

574

15

24

55

72

103

245

574

574

16

24

55

72

103

244

574

574

17

24

55

72

103

244

574

574

18

24

55

72

103

244

574

574

19

24

55

72

103

244

574

574

20

24

55

72

103

245

574

574

21

24

55

72

103

245

575

575

22

24

55

72

103

245

575

575

23

24

55

72

103

245

575

575

24

24

55

72

103

245

575

575

25

24

55

72

103

245

575

575

26

24

55

72

103

245

575

575

27

24

55

72

103

245

575

575

28

24

55

72

103

245

574

574

29

24

55

72

103

245

574

574

30

24

55

72

103

245

574

574

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 | 533 | 1 186 |
| 2 | 1 | 5 | 12 | 89 | 203 | 532 | 973 |
| 3 | 2 | 5 | 12 | 80 | 197 | 527 | 805 |
| 4 | 3 | 6 | 13 | 81 | 195 | 524 | 673 |
| 5 | 4 | 7 | 18 | 83 | 194 | 524 | 570 |
| 6 | 4 | 8 | 21 | 87 | 194 | 523 | 523 |
| 7 | 5 | 8 | 22 | 90 | 194 | 523 | 523 |
| 8 | 6 | 9 | 22 | 88 | 193 | 523 | 523 |
| 9 | 7 | 11 | 22 | 87 | 194 | 523 | 523 |
| 10 | 8 | 11 | 22 | 87 | 194 | 523 | 523 |
| 11 | 8 | 12 | 23 | 87 | 194 | 523 | 523 |
| 12 | 9 | 12 | 24 | 88 | 194 | 523 | 523 |
| 13 | 10 | 14 | 26 | 88 | 194 | 524 | 524 |
| 14 | 11 | 14 | 27 | 88 | 195 | 524 | 524 |
| 15 | 11 | 15 | 29 | 88 | 195 | 524 | 524 |
| 16 | 12 | 16 | 30 | 89 | 195 | 524 | 524 |
| 17 | 12 | 17 | 31 | 89 | 195 | 525 | 525 |
| 18 | 14 | 17 | 33 | 89 | 196 | 525 | 525 |
| 19 | 14 | 19 | 34 | 90 | 196 | 526 | 526 |
| 20 | 15 | 19 | 35 | 91 | 197 | 527 | 527 |
| 21 | 15 | 20 | 36 | 91 | 198 | 527 | 527 |
| 22 | 16 | 20 | 38 | 92 | 198 | 528 | 528 |
| 23 | 17 | 22 | 39 | 92 | 199 | 528 | 528 |
| 24 | 18 | 22 | 41 | 92 | 199 | 528 | 528 |
| 25 | 18 | 23 | 42 | 93 | 199 | 528 | 528 |
| 26 | 19 | 23 | 43 | 93 | 199 | 529 | 529 |
| 27 | 19 | 25 | 45 | 93 | 199 | 529 | 529 |
| 28 | 21 | 25 | 46 | 93 | 199 | 529 | 529 |
| 29 | 21 | 26 | 47 | 93 | 199 | 529 | 529 |
| 30 | 22 | 26 | 48 | 93 | 199 | 529 | 529 |

Duration (in years)

Credit quality step 0

Credit 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

533

1 186

2

1

5

12

89

203

532

973

3

2

5

12

80

197

527

805

4

3

6

13

81

195

524

673

5

4

7

18

83

194

524

570

6

4

8

21

87

194

523

523

7

5

8

22

90

194

523

523

8

6

9

22

88

193

523

523

9

7

11

22

87

194

523

523

10

8

11

22

87

194

523

523

11

8

12

23

87

194

523

523

12

9

12

24

88

194

523

523

13

10

14

26

88

194

524

524

14

11

14

27

88

195

524

524

15

11

15

29

88

195

524

524

16

12

16

30

89

195

524

524

17

12

17

31

89

195

525

525

18

14

17

33

89

196

525

525

19

14

19

34

90

196

526

526

20

15

19

35

91

197

527

527

21

15

20

36

91

198

527

527

22

16

20

38

92

198

528

528

23

17

22

39

92

199

528

528

24

18

22

41

92

199

528

528

25

18

23

42

93

199

528

528

26

19

23

43

93

199

529

529

27

19

25

45

93

199

529

529

28

21

25

46

93

199

529

529

29

21

26

47

93

199

529

529

30

22

26

48

93

199

529

529

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 | 303 | 3 036 |
| 2 | 1 | 15 | 21 | 44 | 165 | 339 | 2 253 |
| 3 | 1 | 15 | 24 | 49 | 160 | 352 | 1 697 |
| 4 | 1 | 16 | 27 | 53 | 157 | 350 | 1 311 |
| 5 | 2 | 18 | 30 | 55 | 157 | 341 | 1 039 |
| 6 | 3 | 21 | 33 | 58 | 157 | 328 | 844 |
| 7 | 5 | 24 | 34 | 60 | 157 | 312 | 698 |
| 8 | 5 | 24 | 36 | 63 | 157 | 296 | 587 |
| 9 | 5 | 25 | 37 | 66 | 157 | 279 | 501 |
| 10 | 5 | 26 | 39 | 68 | 157 | 263 | 432 |
| 11 | 6 | 26 | 39 | 68 | 157 | 250 | 375 |
| 12 | 6 | 26 | 39 | 69 | 157 | 250 | 329 |
| 13 | 6 | 26 | 39 | 69 | 157 | 250 | 290 |
| 14 | 6 | 26 | 39 | 69 | 157 | 250 | 257 |
| 15 | 6 | 26 | 40 | 69 | 157 | 250 | 250 |
| 16 | 8 | 26 | 43 | 69 | 157 | 250 | 250 |
| 17 | 8 | 26 | 46 | 69 | 157 | 250 | 250 |
| 18 | 8 | 26 | 48 | 69 | 157 | 250 | 250 |
| 19 | 9 | 26 | 50 | 69 | 157 | 250 | 250 |
| 20 | 9 | 26 | 53 | 69 | 157 | 250 | 250 |
| 21 | 9 | 26 | 55 | 69 | 157 | 250 | 250 |
| 22 | 10 | 26 | 58 | 69 | 157 | 250 | 250 |
| 23 | 10 | 26 | 61 | 69 | 157 | 250 | 250 |
| 24 | 12 | 26 | 63 | 69 | 157 | 250 | 250 |
| 25 | 12 | 26 | 66 | 69 | 157 | 250 | 250 |
| 26 | 12 | 26 | 68 | 71 | 157 | 250 | 250 |
| 27 | 13 | 26 | 71 | 74 | 157 | 250 | 250 |
| 28 | 13 | 26 | 73 | 76 | 157 | 250 | 250 |
| 29 | 13 | 26 | 75 | 77 | 157 | 250 | 250 |
| 30 | 14 | 27 | 78 | 79 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

21

44

165

303

3 036

2

1

15

21

44

165

339

2 253

3

1

15

24

49

160

352

1 697

4

1

16

27

53

157

350

1 311

5

2

18

30

55

157

341

1 039

6

3

21

33

58

157

328

844

7

5

24

34

60

157

312

698

8

5

24

36

63

157

296

587

9

5

25

37

66

157

279

501

10

5

26

39

68

157

263

432

11

6

26

39

68

157

250

375

12

6

26

39

69

157

250

329

13

6

26

39

69

157

250

290

14

6

26

39

69

157

250

257

15

6

26

40

69

157

250

250

16

8

26

43

69

157

250

250

17

8

26

46

69

157

250

250

18

8

26

48

69

157

250

250

19

9

26

50

69

157

250

250

20

9

26

53

69

157

250

250

21

9

26

55

69

157

250

250

22

10

26

58

69

157

250

250

23

10

26

61

69

157

250

250

24

12

26

63

69

157

250

250

25

12

26

66

69

157

250

250

26

12

26

68

71

157

250

250

27

13

26

71

74

157

250

250

28

13

26

73

76

157

250

250

29

13

26

75

77

157

250

250

30

14

27

78

79

157

250

250

3.2   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 | 49 | 171 | 313 | 3 152 |
| 2 | 9 | 22 | 29 | 51 | 173 | 351 | 2 338 |
| 3 | 8 | 23 | 32 | 57 | 168 | 363 | 1 758 |
| 4 | 8 | 24 | 35 | 60 | 165 | 360 | 1 355 |
| 5 | 9 | 26 | 38 | 62 | 164 | 350 | 1 071 |
| 6 | 10 | 28 | 39 | 65 | 164 | 336 | 868 |
| 7 | 11 | 30 | 41 | 66 | 163 | 319 | 717 |
| 8 | 10 | 30 | 41 | 68 | 163 | 302 | 602 |
| 9 | 10 | 30 | 43 | 71 | 162 | 285 | 512 |
| 10 | 10 | 31 | 44 | 73 | 162 | 267 | 441 |
| 11 | 10 | 31 | 44 | 73 | 161 | 254 | 383 |
| 12 | 9 | 30 | 43 | 72 | 161 | 253 | 335 |
| 13 | 9 | 29 | 42 | 72 | 160 | 253 | 295 |
| 14 | 8 | 29 | 42 | 71 | 160 | 252 | 262 |
| 15 | 8 | 28 | 41 | 71 | 159 | 252 | 252 |
| 16 | 8 | 28 | 44 | 70 | 158 | 251 | 251 |
| 17 | 8 | 28 | 46 | 70 | 158 | 251 | 251 |
| 18 | 8 | 28 | 49 | 70 | 158 | 251 | 251 |
| 19 | 9 | 28 | 51 | 70 | 158 | 251 | 251 |
| 20 | 9 | 28 | 54 | 70 | 159 | 251 | 251 |
| 21 | 9 | 28 | 56 | 71 | 159 | 252 | 252 |
| 22 | 10 | 29 | 58 | 71 | 159 | 252 | 252 |
| 23 | 11 | 29 | 61 | 71 | 159 | 252 | 252 |
| 24 | 12 | 29 | 63 | 71 | 159 | 252 | 252 |
| 25 | 12 | 29 | 66 | 71 | 159 | 252 | 252 |
| 26 | 12 | 29 | 68 | 72 | 159 | 252 | 252 |
| 27 | 13 | 29 | 71 | 74 | 159 | 252 | 252 |
| 28 | 13 | 29 | 74 | 76 | 159 | 252 | 252 |
| 29 | 14 | 29 | 77 | 79 | 159 | 252 | 252 |
| 30 | 14 | 29 | 79 | 81 | 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

49

171

313

3 152

2

9

22

29

51

173

351

2 338

3

8

23

32

57

168

363

1 758

4

8

24

35

60

165

360

1 355

5

9

26

38

62

164

350

1 071

6

10

28

39

65

164

336

868

7

11

30

41

66

163

319

717

8

10

30

41

68

163

302

602

9

10

30

43

71

162

285

512

10

10

31

44

73

162

267

441

11

10

31

44

73

161

254

383

12

9

30

43

72

161

253

335

13

9

29

42

72

160

253

295

14

8

29

42

71

160

252

262

15

8

28

41

71

159

252

252

16

8

28

44

70

158

251

251

17

8

28

46

70

158

251

251

18

8

28

49

70

158

251

251

19

9

28

51

70

158

251

251

20

9

28

54

70

159

251

251

21

9

28

56

71

159

252

252

22

10

29

58

71

159

252

252

23

11

29

61

71

159

252

252

24

12

29

63

71

159

252

252

25

12

29

66

71

159

252

252

26

12

29

68

72

159

252

252

27

13

29

71

74

159

252

252

28

13

29

74

76

159

252

252

29

14

29

77

79

159

252

252

30

14

29

79

81

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 | 15 | 21 | 44 | 165 | 303 | 3 035 |
| 2 | 1 | 15 | 21 | 44 | 165 | 339 | 2 252 |
| 3 | 1 | 15 | 23 | 49 | 159 | 351 | 1 697 |
| 4 | 1 | 16 | 26 | 52 | 157 | 350 | 1 311 |
| 5 | 2 | 18 | 30 | 54 | 157 | 341 | 1 039 |
| 6 | 3 | 21 | 32 | 58 | 157 | 328 | 843 |
| 7 | 4 | 23 | 34 | 60 | 157 | 312 | 698 |
| 8 | 4 | 24 | 36 | 62 | 157 | 296 | 587 |
| 9 | 5 | 25 | 37 | 65 | 157 | 279 | 501 |
| 10 | 5 | 26 | 39 | 67 | 157 | 263 | 432 |
| 11 | 5 | 26 | 39 | 68 | 157 | 250 | 375 |
| 12 | 6 | 26 | 39 | 69 | 157 | 250 | 329 |
| 13 | 6 | 26 | 39 | 69 | 157 | 250 | 290 |
| 14 | 6 | 26 | 39 | 69 | 157 | 250 | 257 |
| 15 | 6 | 26 | 40 | 69 | 157 | 250 | 250 |
| 16 | 8 | 26 | 43 | 69 | 157 | 250 | 250 |
| 17 | 8 | 26 | 46 | 69 | 157 | 250 | 250 |
| 18 | 8 | 26 | 47 | 69 | 157 | 250 | 250 |
| 19 | 9 | 26 | 50 | 69 | 157 | 250 | 250 |
| 20 | 9 | 26 | 53 | 69 | 157 | 250 | 250 |
| 21 | 9 | 26 | 55 | 69 | 157 | 250 | 250 |
| 22 | 10 | 26 | 58 | 69 | 157 | 250 | 250 |
| 23 | 10 | 26 | 61 | 69 | 157 | 250 | 250 |
| 24 | 12 | 26 | 63 | 69 | 157 | 250 | 250 |
| 25 | 12 | 26 | 66 | 69 | 157 | 250 | 250 |
| 26 | 12 | 26 | 68 | 71 | 157 | 250 | 250 |
| 27 | 13 | 26 | 71 | 74 | 157 | 250 | 250 |
| 28 | 13 | 26 | 73 | 76 | 157 | 250 | 250 |
| 29 | 13 | 26 | 75 | 77 | 157 | 250 | 250 |
| 30 | 14 | 27 | 78 | 79 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

21

44

165

303

3 035

2

1

15

21

44

165

339

2 252

3

1

15

23

49

159

351

1 697

4

1

16

26

52

157

350

1 311

5

2

18

30

54

157

341

1 039

6

3

21

32

58

157

328

843

7

4

23

34

60

157

312

698

8

4

24

36

62

157

296

587

9

5

25

37

65

157

279

501

10

5

26

39

67

157

263

432

11

5

26

39

68

157

250

375

12

6

26

39

69

157

250

329

13

6

26

39

69

157

250

290

14

6

26

39

69

157

250

257

15

6

26

40

69

157

250

250

16

8

26

43

69

157

250

250

17

8

26

46

69

157

250

250

18

8

26

47

69

157

250

250

19

9

26

50

69

157

250

250

20

9

26

53

69

157

250

250

21

9

26

55

69

157

250

250

22

10

26

58

69

157

250

250

23

10

26

61

69

157

250

250

24

12

26

63

69

157

250

250

25

12

26

66

69

157

250

250

26

12

26

68

71

157

250

250

27

13

26

71

74

157

250

250

28

13

26

73

76

157

250

250

29

13

26

75

77

157

250

250

30

14

27

78

79

157

250

250

3.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 78 | 92 | 98 | 121 | 242 | 337 | 3 075 |
| 2 | 74 | 87 | 94 | 117 | 238 | 346 | 2 297 |
| 3 | 76 | 90 | 99 | 124 | 235 | 360 | 1 740 |
| 4 | 73 | 89 | 99 | 125 | 230 | 360 | 1 348 |
| 5 | 72 | 88 | 100 | 125 | 227 | 352 | 1 070 |
| 6 | 71 | 89 | 101 | 126 | 225 | 338 | 869 |
| 7 | 71 | 90 | 100 | 126 | 223 | 323 | 720 |
| 8 | 69 | 89 | 100 | 127 | 222 | 314 | 606 |
| 9 | 68 | 89 | 101 | 129 | 220 | 313 | 517 |
| 10 | 65 | 86 | 99 | 127 | 217 | 309 | 446 |
| 11 | 62 | 83 | 96 | 125 | 214 | 307 | 388 |
| 12 | 61 | 82 | 95 | 124 | 212 | 305 | 340 |
| 13 | 60 | 81 | 94 | 123 | 212 | 304 | 304 |
| 14 | 60 | 80 | 93 | 123 | 211 | 304 | 304 |
| 15 | 59 | 80 | 93 | 122 | 211 | 304 | 304 |
| 16 | 59 | 79 | 92 | 122 | 210 | 303 | 303 |
| 17 | 58 | 79 | 92 | 121 | 210 | 302 | 302 |
| 18 | 57 | 78 | 91 | 121 | 209 | 302 | 302 |
| 19 | 57 | 77 | 90 | 120 | 208 | 301 | 301 |
| 20 | 56 | 77 | 90 | 119 | 207 | 300 | 300 |
| 21 | 55 | 76 | 89 | 118 | 207 | 300 | 300 |
| 22 | 54 | 75 | 88 | 118 | 206 | 299 | 299 |
| 23 | 53 | 74 | 87 | 117 | 205 | 298 | 298 |
| 24 | 52 | 73 | 86 | 116 | 204 | 297 | 297 |
| 25 | 51 | 72 | 85 | 115 | 203 | 296 | 296 |
| 26 | 50 | 71 | 84 | 114 | 202 | 295 | 295 |
| 27 | 49 | 70 | 83 | 112 | 201 | 294 | 294 |
| 28 | 48 | 69 | 82 | 111 | 200 | 292 | 292 |
| 29 | 47 | 68 | 81 | 110 | 199 | 291 | 291 |
| 30 | 46 | 67 | 81 | 109 | 198 | 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

78

92

98

121

242

337

3 075

2

74

87

94

117

238

346

2 297

3

76

90

99

124

235

360

1 740

4

73

89

99

125

230

360

1 348

5

72

88

100

125

227

352

1 070

6

71

89

101

126

225

338

869

7

71

90

100

126

223

323

720

8

69

89

100

127

222

314

606

9

68

89

101

129

220

313

517

10

65

86

99

127

217

309

446

11

62

83

96

125

214

307

388

12

61

82

95

124

212

305

340

13

60

81

94

123

212

304

304

14

60

80

93

123

211

304

304

15

59

80

93

122

211

304

304

16

59

79

92

122

210

303

303

17

58

79

92

121

210

302

302

18

57

78

91

121

209

302

302

19

57

77

90

120

208

301

301

20

56

77

90

119

207

300

300

21

55

76

89

118

207

300

300

22

54

75

88

118

206

299

299

23

53

74

87

117

205

298

298

24

52

73

86

116

204

297

297

25

51

72

85

115

203

296

296

26

50

71

84

114

202

295

295

27

49

70

83

112

201

294

294

28

48

69

82

111

200

292

292

29

47

68

81

110

199

291

291

30

46

67

81

109

198

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 | 169 | 304 | 3 044 |
| 2 | 6 | 20 | 27 | 49 | 171 | 340 | 2 261 |
| 3 | 7 | 22 | 30 | 55 | 166 | 353 | 1 704 |
| 4 | 8 | 23 | 34 | 60 | 164 | 352 | 1 317 |
| 5 | 9 | 25 | 37 | 62 | 164 | 343 | 1 044 |
| 6 | 10 | 28 | 40 | 65 | 164 | 329 | 848 |
| 7 | 11 | 30 | 41 | 67 | 164 | 314 | 702 |
| 8 | 11 | 31 | 42 | 69 | 163 | 297 | 590 |
| 9 | 11 | 31 | 43 | 72 | 163 | 280 | 503 |
| 10 | 11 | 31 | 44 | 73 | 162 | 264 | 434 |
| 11 | 11 | 31 | 44 | 74 | 162 | 255 | 377 |
| 12 | 10 | 31 | 44 | 73 | 162 | 255 | 331 |
| 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 | 46 | 72 | 160 | 253 | 253 |
| 18 | 9 | 30 | 49 | 72 | 160 | 253 | 253 |
| 19 | 9 | 30 | 51 | 72 | 160 | 253 | 253 |
| 20 | 9 | 30 | 53 | 73 | 161 | 254 | 254 |
| 21 | 10 | 31 | 56 | 73 | 161 | 254 | 254 |
| 22 | 10 | 31 | 58 | 73 | 161 | 254 | 254 |
| 23 | 11 | 31 | 61 | 73 | 162 | 254 | 254 |
| 24 | 12 | 31 | 64 | 73 | 162 | 254 | 254 |
| 25 | 12 | 31 | 66 | 73 | 162 | 255 | 255 |
| 26 | 12 | 31 | 69 | 73 | 162 | 255 | 255 |
| 27 | 13 | 31 | 71 | 74 | 162 | 254 | 254 |
| 28 | 13 | 31 | 73 | 76 | 162 | 254 | 254 |
| 29 | 14 | 31 | 77 | 78 | 162 | 254 | 254 |
| 30 | 14 | 31 | 79 | 81 | 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

169

304

3 044

2

6

20

27

49

171

340

2 261

3

7

22

30

55

166

353

1 704

4

8

23

34

60

164

352

1 317

5

9

25

37

62

164

343

1 044

6

10

28

40

65

164

329

848

7

11

30

41

67

164

314

702

8

11

31

42

69

163

297

590

9

11

31

43

72

163

280

503

10

11

31

44

73

162

264

434

11

11

31

44

74

162

255

377

12

10

31

44

73

162

255

331

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

46

72

160

253

253

18

9

30

49

72

160

253

253

19

9

30

51

72

160

253

253

20

9

30

53

73

161

254

254

21

10

31

56

73

161

254

254

22

10

31

58

73

161

254

254

23

11

31

61

73

162

254

254

24

12

31

64

73

162

254

254

25

12

31

66

73

162

255

255

26

12

31

69

73

162

255

255

27

13

31

71

74

162

254

254

28

13

31

73

76

162

254

254

29

14

31

77

78

162

254

254

30

14

31

79

81

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 | 46 | 59 | 66 | 89 | 210 | 305 | 3 057 |
| 2 | 50 | 63 | 70 | 92 | 214 | 342 | 2 272 |
| 3 | 53 | 68 | 76 | 102 | 212 | 355 | 1 715 |
| 4 | 56 | 71 | 82 | 108 | 212 | 355 | 1 328 |
| 5 | 57 | 74 | 86 | 110 | 213 | 346 | 1 054 |
| 6 | 59 | 77 | 88 | 114 | 213 | 333 | 857 |
| 7 | 60 | 79 | 90 | 115 | 212 | 318 | 710 |
| 8 | 59 | 78 | 90 | 117 | 211 | 304 | 598 |
| 9 | 58 | 78 | 90 | 118 | 210 | 302 | 510 |
| 10 | 56 | 77 | 90 | 119 | 208 | 301 | 440 |
| 11 | 55 | 76 | 89 | 118 | 207 | 299 | 383 |
| 12 | 54 | 74 | 87 | 117 | 205 | 298 | 335 |
| 13 | 52 | 73 | 86 | 115 | 204 | 296 | 296 |
| 14 | 51 | 72 | 85 | 114 | 202 | 295 | 295 |
| 15 | 50 | 70 | 83 | 113 | 201 | 294 | 294 |
| 16 | 49 | 69 | 82 | 112 | 200 | 293 | 293 |
| 17 | 48 | 68 | 81 | 111 | 199 | 292 | 292 |
| 18 | 47 | 68 | 81 | 110 | 198 | 291 | 291 |
| 19 | 46 | 67 | 80 | 109 | 198 | 290 | 290 |
| 20 | 46 | 66 | 79 | 109 | 197 | 290 | 290 |
| 21 | 45 | 66 | 79 | 108 | 196 | 289 | 289 |
| 22 | 44 | 65 | 78 | 107 | 196 | 288 | 288 |
| 23 | 43 | 64 | 77 | 106 | 195 | 288 | 288 |
| 24 | 42 | 63 | 76 | 106 | 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 | 75 | 102 | 190 | 283 | 283 |
| 29 | 38 | 59 | 77 | 101 | 190 | 282 | 282 |
| 30 | 37 | 58 | 79 | 101 | 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

46

59

66

89

210

305

3 057

2

50

63

70

92

214

342

2 272

3

53

68

76

102

212

355

1 715

4

56

71

82

108

212

355

1 328

5

57

74

86

110

213

346

1 054

6

59

77

88

114

213

333

857

7

60

79

90

115

212

318

710

8

59

78

90

117

211

304

598

9

58

78

90

118

210

302

510

10

56

77

90

119

208

301

440

11

55

76

89

118

207

299

383

12

54

74

87

117

205

298

335

13

52

73

86

115

204

296

296

14

51

72

85

114

202

295

295

15

50

70

83

113

201

294

294

16

49

69

82

112

200

293

293

17

48

68

81

111

199

292

292

18

47

68

81

110

198

291

291

19

46

67

80

109

198

290

290

20

46

66

79

109

197

290

290

21

45

66

79

108

196

289

289

22

44

65

78

107

196

288

288

23

43

64

77

106

195

288

288

24

42

63

76

106

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

75

102

190

283

283

29

38

59

77

101

190

282

282

30

37

58

79

101

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 | 303 | 3 033 |
| 2 | 0 | 14 | 20 | 43 | 164 | 339 | 2 251 |
| 3 | 1 | 14 | 23 | 48 | 159 | 351 | 1 696 |
| 4 | 1 | 15 | 26 | 52 | 156 | 350 | 1 310 |
| 5 | 2 | 17 | 29 | 54 | 156 | 341 | 1 038 |
| 6 | 2 | 20 | 32 | 57 | 156 | 327 | 843 |
| 7 | 4 | 23 | 34 | 59 | 156 | 312 | 698 |
| 8 | 4 | 23 | 35 | 62 | 156 | 296 | 587 |
| 9 | 4 | 24 | 36 | 65 | 156 | 279 | 500 |
| 10 | 4 | 25 | 38 | 67 | 156 | 262 | 431 |
| 11 | 5 | 25 | 38 | 68 | 156 | 249 | 375 |
| 12 | 6 | 25 | 38 | 68 | 156 | 249 | 329 |
| 13 | 6 | 25 | 38 | 68 | 156 | 249 | 290 |
| 14 | 6 | 25 | 38 | 68 | 156 | 249 | 257 |
| 15 | 6 | 25 | 40 | 68 | 156 | 249 | 249 |
| 16 | 8 | 25 | 43 | 68 | 156 | 249 | 249 |
| 17 | 8 | 25 | 46 | 68 | 156 | 249 | 249 |
| 18 | 8 | 25 | 47 | 68 | 156 | 249 | 249 |
| 19 | 9 | 25 | 50 | 68 | 156 | 249 | 249 |
| 20 | 9 | 25 | 53 | 68 | 156 | 249 | 249 |
| 21 | 9 | 25 | 55 | 68 | 156 | 249 | 249 |
| 22 | 10 | 25 | 58 | 68 | 156 | 249 | 249 |
| 23 | 10 | 25 | 61 | 68 | 156 | 249 | 249 |
| 24 | 12 | 25 | 63 | 68 | 156 | 249 | 249 |
| 25 | 12 | 25 | 66 | 69 | 156 | 249 | 249 |
| 26 | 12 | 25 | 68 | 71 | 156 | 249 | 249 |
| 27 | 13 | 25 | 71 | 74 | 156 | 249 | 249 |
| 28 | 13 | 26 | 73 | 76 | 156 | 249 | 249 |
| 29 | 13 | 26 | 75 | 77 | 156 | 249 | 249 |
| 30 | 14 | 27 | 78 | 79 | 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

303

3 033

2

0

14

20

43

164

339

2 251

3

1

14

23

48

159

351

1 696

4

1

15

26

52

156

350

1 310

5

2

17

29

54

156

341

1 038

6

2

20

32

57

156

327

843

7

4

23

34

59

156

312

698

8

4

23

35

62

156

296

587

9

4

24

36

65

156

279

500

10

4

25

38

67

156

262

431

11

5

25

38

68

156

249

375

12

6

25

38

68

156

249

329

13

6

25

38

68

156

249

290

14

6

25

38

68

156

249

257

15

6

25

40

68

156

249

249

16

8

25

43

68

156

249

249

17

8

25

46

68

156

249

249

18

8

25

47

68

156

249

249

19

9

25

50

68

156

249

249

20

9

25

53

68

156

249

249

21

9

25

55

68

156

249

249

22

10

25

58

68

156

249

249

23

10

25

61

68

156

249

249

24

12

25

63

68

156

249

249

25

12

25

66

69

156

249

249

26

12

25

68

71

156

249

249

27

13

25

71

74

156

249

249

28

13

26

73

76

156

249

249

29

13

26

75

77

156

249

249

30

14

27

78

79

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 | 309 | 3 102 |
| 2 | 0 | 11 | 22 | 45 | 183 | 346 | 2 304 |
| 3 | 1 | 11 | 24 | 50 | 177 | 359 | 1 735 |
| 4 | 1 | 13 | 26 | 56 | 174 | 357 | 1 339 |
| 5 | 2 | 16 | 29 | 59 | 173 | 347 | 1 060 |
| 6 | 2 | 18 | 33 | 60 | 172 | 333 | 859 |
| 7 | 3 | 21 | 36 | 60 | 171 | 317 | 710 |
| 8 | 4 | 23 | 37 | 60 | 170 | 300 | 597 |
| 9 | 7 | 31 | 42 | 58 | 169 | 283 | 508 |
| 10 | 9 | 34 | 41 | 57 | 168 | 266 | 438 |
| 11 | 8 | 33 | 41 | 56 | 167 | 260 | 380 |
| 12 | 7 | 32 | 41 | 56 | 166 | 259 | 333 |
| 13 | 6 | 31 | 41 | 56 | 165 | 258 | 293 |
| 14 | 6 | 31 | 41 | 56 | 165 | 257 | 260 |
| 15 | 6 | 31 | 42 | 56 | 164 | 257 | 257 |
| 16 | 8 | 31 | 43 | 56 | 162 | 255 | 255 |
| 17 | 8 | 31 | 46 | 56 | 161 | 254 | 254 |
| 18 | 8 | 31 | 48 | 56 | 161 | 254 | 254 |
| 19 | 9 | 31 | 51 | 57 | 161 | 254 | 254 |
| 20 | 9 | 31 | 53 | 59 | 161 | 254 | 254 |
| 21 | 9 | 31 | 55 | 61 | 161 | 254 | 254 |
| 22 | 10 | 31 | 58 | 64 | 161 | 254 | 254 |
| 23 | 10 | 31 | 61 | 66 | 161 | 254 | 254 |
| 24 | 12 | 31 | 63 | 67 | 160 | 253 | 253 |
| 25 | 12 | 31 | 66 | 70 | 160 | 252 | 252 |
| 26 | 12 | 31 | 68 | 72 | 159 | 252 | 252 |
| 27 | 13 | 31 | 71 | 74 | 159 | 252 | 252 |
| 28 | 13 | 31 | 73 | 76 | 158 | 251 | 251 |
| 29 | 13 | 31 | 75 | 77 | 158 | 251 | 251 |
| 30 | 14 | 31 | 78 | 79 | 158 | 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

309

3 102

2

0

11

22

45

183

346

2 304

3

1

11

24

50

177

359

1 735

4

1

13

26

56

174

357

1 339

5

2

16

29

59

173

347

1 060

6

2

18

33

60

172

333

859

7

3

21

36

60

171

317

710

8

4

23

37

60

170

300

597

9

7

31

42

58

169

283

508

10

9

34

41

57

168

266

438

11

8

33

41

56

167

260

380

12

7

32

41

56

166

259

333

13

6

31

41

56

165

258

293

14

6

31

41

56

165

257

260

15

6

31

42

56

164

257

257

16

8

31

43

56

162

255

255

17

8

31

46

56

161

254

254

18

8

31

48

56

161

254

254

19

9

31

51

57

161

254

254

20

9

31

53

59

161

254

254

21

9

31

55

61

161

254

254

22

10

31

58

64

161

254

254

23

10

31

61

66

161

254

254

24

12

31

63

67

160

253

253

25

12

31

66

70

160

252

252

26

12

31

68

72

159

252

252

27

13

31

71

74

159

252

252

28

13

31

73

76

158

251

251

29

13

31

75

77

158

251

251

30

14

31

78

79

158

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 | 82 | 95 | 102 | 124 | 246 | 341 | 3 225 |
| 2 | 79 | 93 | 100 | 122 | 243 | 360 | 2 404 |
| 3 | 77 | 91 | 100 | 125 | 236 | 374 | 1 814 |
| 4 | 74 | 90 | 101 | 127 | 231 | 373 | 1 402 |
| 5 | 72 | 89 | 101 | 126 | 228 | 363 | 1 111 |
| 6 | 72 | 90 | 101 | 127 | 226 | 349 | 901 |
| 7 | 71 | 90 | 101 | 126 | 223 | 332 | 745 |
| 8 | 68 | 88 | 99 | 126 | 221 | 315 | 627 |
| 9 | 66 | 86 | 99 | 127 | 218 | 311 | 534 |
| 10 | 65 | 85 | 98 | 127 | 216 | 309 | 460 |
| 11 | 63 | 84 | 97 | 126 | 215 | 308 | 400 |
| 12 | 62 | 82 | 95 | 125 | 213 | 306 | 350 |
| 13 | 60 | 81 | 94 | 123 | 211 | 304 | 309 |
| 14 | 59 | 79 | 92 | 122 | 210 | 303 | 303 |
| 15 | 57 | 78 | 91 | 120 | 209 | 301 | 301 |
| 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 | 296 | 296 |
| 21 | 51 | 72 | 85 | 114 | 203 | 296 | 296 |
| 22 | 50 | 71 | 84 | 114 | 202 | 295 | 295 |
| 23 | 49 | 70 | 83 | 112 | 201 | 294 | 294 |
| 24 | 48 | 69 | 82 | 111 | 200 | 293 | 293 |
| 25 | 47 | 68 | 81 | 110 | 199 | 291 | 291 |
| 26 | 46 | 67 | 80 | 109 | 198 | 290 | 290 |
| 27 | 45 | 66 | 79 | 108 | 197 | 289 | 289 |
| 28 | 44 | 65 | 78 | 107 | 196 | 288 | 288 |
| 29 | 43 | 64 | 80 | 106 | 195 | 287 | 287 |
| 30 | 42 | 63 | 82 | 105 | 194 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

95

102

124

246

341

3 225

2

79

93

100

122

243

360

2 404

3

77

91

100

125

236

374

1 814

4

74

90

101

127

231

373

1 402

5

72

89

101

126

228

363

1 111

6

72

90

101

127

226

349

901

7

71

90

101

126

223

332

745

8

68

88

99

126

221

315

627

9

66

86

99

127

218

311

534

10

65

85

98

127

216

309

460

11

63

84

97

126

215

308

400

12

62

82

95

125

213

306

350

13

60

81

94

123

211

304

309

14

59

79

92

122

210

303

303

15

57

78

91

120

209

301

301

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

296

296

21

51

72

85

114

203

296

296

22

50

71

84

114

202

295

295

23

49

70

83

112

201

294

294

24

48

69

82

111

200

293

293

25

47

68

81

110

199

291

291

26

46

67

80

109

198

290

290

27

45

66

79

108

197

289

289

28

44

65

78

107

196

288

288

29

43

64

80

106

195

287

287

30

42

63

82

105

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 | 98 | 219 | 314 | 3 100 |
| 2 | 53 | 67 | 74 | 96 | 217 | 347 | 2 310 |
| 3 | 52 | 66 | 75 | 100 | 211 | 361 | 1 746 |
| 4 | 51 | 66 | 77 | 103 | 207 | 360 | 1 350 |
| 5 | 49 | 66 | 78 | 103 | 205 | 351 | 1 071 |
| 6 | 49 | 67 | 79 | 104 | 203 | 338 | 870 |
| 7 | 49 | 68 | 79 | 104 | 201 | 322 | 720 |
| 8 | 47 | 67 | 79 | 105 | 200 | 305 | 606 |
| 9 | 46 | 66 | 79 | 107 | 198 | 291 | 517 |
| 10 | 45 | 66 | 79 | 108 | 197 | 290 | 445 |
| 11 | 45 | 65 | 78 | 107 | 196 | 289 | 387 |
| 12 | 44 | 64 | 77 | 107 | 195 | 288 | 338 |
| 13 | 43 | 64 | 77 | 106 | 194 | 287 | 298 |
| 14 | 42 | 63 | 76 | 105 | 194 | 286 | 286 |
| 15 | 42 | 62 | 75 | 105 | 193 | 286 | 286 |
| 16 | 40 | 61 | 74 | 104 | 192 | 285 | 285 |
| 17 | 40 | 61 | 74 | 103 | 191 | 284 | 284 |
| 18 | 39 | 60 | 73 | 102 | 191 | 283 | 283 |
| 19 | 39 | 59 | 72 | 102 | 190 | 283 | 283 |
| 20 | 39 | 59 | 72 | 102 | 190 | 283 | 283 |
| 21 | 38 | 59 | 72 | 101 | 190 | 282 | 282 |
| 22 | 38 | 59 | 72 | 101 | 189 | 282 | 282 |
| 23 | 37 | 58 | 71 | 100 | 189 | 281 | 281 |
| 24 | 37 | 57 | 70 | 100 | 188 | 281 | 281 |
| 25 | 36 | 57 | 70 | 99 | 187 | 280 | 280 |
| 26 | 35 | 56 | 70 | 99 | 187 | 280 | 280 |
| 27 | 35 | 55 | 72 | 98 | 186 | 279 | 279 |
| 28 | 34 | 55 | 75 | 97 | 185 | 278 | 278 |
| 29 | 33 | 54 | 77 | 96 | 185 | 278 | 278 |
| 30 | 33 | 53 | 80 | 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

98

219

314

3 100

2

53

67

74

96

217

347

2 310

3

52

66

75

100

211

361

1 746

4

51

66

77

103

207

360

1 350

5

49

66

78

103

205

351

1 071

6

49

67

79

104

203

338

870

7

49

68

79

104

201

322

720

8

47

67

79

105

200

305

606

9

46

66

79

107

198

291

517

10

45

66

79

108

197

290

445

11

45

65

78

107

196

289

387

12

44

64

77

107

195

288

338

13

43

64

77

106

194

287

298

14

42

63

76

105

194

286

286

15

42

62

75

105

193

286

286

16

40

61

74

104

192

285

285

17

40

61

74

103

191

284

284

18

39

60

73

102

191

283

283

19

39

59

72

102

190

283

283

20

39

59

72

102

190

283

283

21

38

59

72

101

190

282

282

22

38

59

72

101

189

282

282

23

37

58

71

100

189

281

281

24

37

57

70

100

188

281

281

25

36

57

70

99

187

280

280

26

35

56

70

99

187

280

280

27

35

55

72

98

186

279

279

28

34

55

75

97

185

278

278

29

33

54

77

96

185

278

278

30

33

53

80

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 | 40 | 46 | 69 | 190 | 310 | 3 116 |
| 2 | 26 | 40 | 47 | 69 | 191 | 348 | 2 317 |
| 3 | 25 | 40 | 48 | 73 | 184 | 361 | 1 746 |
| 4 | 24 | 40 | 50 | 76 | 180 | 359 | 1 348 |
| 5 | 24 | 41 | 53 | 77 | 180 | 350 | 1 068 |
| 6 | 25 | 43 | 54 | 80 | 179 | 336 | 866 |
| 7 | 25 | 44 | 55 | 81 | 178 | 320 | 716 |
| 8 | 25 | 44 | 56 | 83 | 177 | 303 | 602 |
| 9 | 24 | 45 | 57 | 85 | 176 | 285 | 513 |
| 10 | 24 | 45 | 58 | 86 | 176 | 268 | 442 |
| 11 | 23 | 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 | 173 | 265 | 265 |
| 15 | 20 | 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 | 18 | 39 | 52 | 82 | 170 | 263 | 263 |
| 20 | 18 | 39 | 54 | 82 | 170 | 263 | 263 |
| 21 | 18 | 39 | 57 | 82 | 170 | 263 | 263 |
| 22 | 18 | 39 | 59 | 82 | 170 | 263 | 263 |
| 23 | 18 | 39 | 61 | 81 | 170 | 263 | 263 |
| 24 | 18 | 39 | 64 | 81 | 169 | 262 | 262 |
| 25 | 18 | 39 | 66 | 81 | 169 | 262 | 262 |
| 26 | 18 | 38 | 70 | 81 | 169 | 262 | 262 |
| 27 | 17 | 38 | 72 | 81 | 169 | 262 | 262 |
| 28 | 17 | 38 | 74 | 80 | 168 | 261 | 261 |
| 29 | 17 | 38 | 77 | 80 | 168 | 261 | 261 |
| 30 | 17 | 37 | 79 | 81 | 168 | 261 | 261 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

46

69

190

310

3 116

2

26

40

47

69

191

348

2 317

3

25

40

48

73

184

361

1 746

4

24

40

50

76

180

359

1 348

5

24

41

53

77

180

350

1 068

6

25

43

54

80

179

336

866

7

25

44

55

81

178

320

716

8

25

44

56

83

177

303

602

9

24

45

57

85

176

285

513

10

24

45

58

86

176

268

442

11

23

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

173

265

265

15

20

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

18

39

52

82

170

263

263

20

18

39

54

82

170

263

263

21

18

39

57

82

170

263

263

22

18

39

59

82

170

263

263

23

18

39

61

81

170

263

263

24

18

39

64

81

169

262

262

25

18

39

66

81

169

262

262

26

18

38

70

81

169

262

262

27

17

38

72

81

169

262

262

28

17

38

74

80

168

261

261

29

17

38

77

80

168

261

261

30

17

37

79

81

168

261

261

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 145 | 301 | 3 015 |
| 2 | 0 | 1 | 6 | 25 | 146 | 337 | 2 238 |
| 3 | 1 | 2 | 9 | 30 | 141 | 349 | 1 686 |
| 4 | 1 | 3 | 11 | 34 | 138 | 348 | 1 302 |
| 5 | 2 | 4 | 14 | 36 | 138 | 339 | 1 032 |
| 6 | 2 | 4 | 17 | 39 | 138 | 325 | 837 |
| 7 | 3 | 6 | 19 | 41 | 138 | 310 | 693 |
| 8 | 4 | 6 | 22 | 44 | 138 | 294 | 583 |
| 9 | 4 | 8 | 25 | 47 | 138 | 277 | 497 |
| 10 | 4 | 8 | 28 | 49 | 138 | 261 | 428 |
| 11 | 4 | 10 | 30 | 51 | 139 | 245 | 373 |
| 12 | 6 | 10 | 32 | 49 | 138 | 231 | 326 |
| 13 | 6 | 12 | 35 | 50 | 139 | 232 | 288 |
| 14 | 6 | 12 | 37 | 50 | 139 | 231 | 255 |
| 15 | 6 | 14 | 40 | 49 | 137 | 230 | 230 |
| 16 | 8 | 14 | 43 | 49 | 136 | 229 | 229 |
| 17 | 8 | 15 | 45 | 52 | 136 | 229 | 229 |
| 18 | 8 | 16 | 47 | 54 | 136 | 229 | 229 |
| 19 | 9 | 17 | 50 | 56 | 137 | 229 | 229 |
| 20 | 9 | 18 | 53 | 59 | 137 | 230 | 230 |
| 21 | 9 | 19 | 55 | 60 | 138 | 231 | 231 |
| 22 | 10 | 20 | 57 | 62 | 138 | 231 | 231 |
| 23 | 10 | 20 | 59 | 64 | 138 | 231 | 231 |
| 24 | 10 | 22 | 62 | 66 | 138 | 231 | 231 |
| 25 | 12 | 22 | 64 | 68 | 138 | 230 | 230 |
| 26 | 12 | 24 | 67 | 70 | 138 | 230 | 230 |
| 27 | 13 | 24 | 69 | 72 | 137 | 230 | 230 |
| 28 | 13 | 25 | 72 | 74 | 139 | 230 | 230 |
| 29 | 13 | 26 | 74 | 77 | 139 | 230 | 230 |
| 30 | 14 | 27 | 78 | 79 | 141 | 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

301

3 015

2

0

1

6

25

146

337

2 238

3

1

2

9

30

141

349

1 686

4

1

3

11

34

138

348

1 302

5

2

4

14

36

138

339

1 032

6

2

4

17

39

138

325

837

7

3

6

19

41

138

310

693

8

4

6

22

44

138

294

583

9

4

8

25

47

138

277

497

10

4

8

28

49

138

261

428

11

4

10

30

51

139

245

373

12

6

10

32

49

138

231

326

13

6

12

35

50

139

232

288

14

6

12

37

50

139

231

255

15

6

14

40

49

137

230

230

16

8

14

43

49

136

229

229

17

8

15

45

52

136

229

229

18

8

16

47

54

136

229

229

19

9

17

50

56

137

229

229

20

9

18

53

59

137

230

230

21

9

19

55

60

138

231

231

22

10

20

57

62

138

231

231

23

10

20

59

64

138

231

231

24

10

22

62

66

138

231

231

25

12

22

64

68

138

230

230

26

12

24

67

70

138

230

230

27

13

24

69

72

137

230

230

28

13

25

72

74

139

230

230

29

13

26

74

77

139

230

230

30

14

27

78

79

141

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 | 63 | 85 | 206 | 313 | 3 146 |
| 2 | 42 | 56 | 63 | 85 | 206 | 350 | 2 333 |
| 3 | 41 | 56 | 64 | 90 | 200 | 362 | 1 756 |
| 4 | 40 | 56 | 67 | 92 | 197 | 361 | 1 355 |
| 5 | 40 | 57 | 69 | 93 | 196 | 351 | 1 073 |
| 6 | 41 | 58 | 70 | 95 | 195 | 337 | 870 |
| 7 | 41 | 60 | 71 | 97 | 194 | 321 | 720 |
| 8 | 40 | 60 | 71 | 98 | 192 | 304 | 605 |
| 9 | 39 | 60 | 72 | 100 | 191 | 287 | 515 |
| 10 | 39 | 60 | 72 | 101 | 191 | 283 | 444 |
| 11 | 38 | 59 | 72 | 101 | 190 | 282 | 386 |
| 12 | 37 | 58 | 71 | 101 | 189 | 282 | 338 |
| 13 | 37 | 57 | 70 | 100 | 188 | 281 | 298 |
| 14 | 36 | 57 | 70 | 99 | 187 | 280 | 280 |
| 15 | 35 | 56 | 69 | 99 | 187 | 280 | 280 |
| 16 | 34 | 55 | 68 | 98 | 186 | 279 | 279 |
| 17 | 34 | 55 | 68 | 97 | 185 | 278 | 278 |
| 18 | 33 | 54 | 67 | 96 | 185 | 277 | 277 |
| 19 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 20 | 33 | 53 | 66 | 96 | 184 | 277 | 277 |
| 21 | 32 | 53 | 66 | 96 | 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 | 66 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 69 | 93 | 181 | 274 | 274 |
| 27 | 29 | 50 | 72 | 92 | 181 | 273 | 273 |
| 28 | 28 | 49 | 74 | 92 | 180 | 273 | 273 |
| 29 | 28 | 49 | 77 | 91 | 179 | 272 | 272 |
| 30 | 27 | 48 | 79 | 90 | 179 | 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

63

85

206

313

3 146

2

42

56

63

85

206

350

2 333

3

41

56

64

90

200

362

1 756

4

40

56

67

92

197

361

1 355

5

40

57

69

93

196

351

1 073

6

41

58

70

95

195

337

870

7

41

60

71

97

194

321

720

8

40

60

71

98

192

304

605

9

39

60

72

100

191

287

515

10

39

60

72

101

191

283

444

11

38

59

72

101

190

282

386

12

37

58

71

101

189

282

338

13

37

57

70

100

188

281

298

14

36

57

70

99

187

280

280

15

35

56

69

99

187

280

280

16

34

55

68

98

186

279

279

17

34

55

68

97

185

278

278

18

33

54

67

96

185

277

277

19

33

54

67

96

184

277

277

20

33

53

66

96

184

277

277

21

32

53

66

96

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

66

94

182

275

275

26

30

51

69

93

181

274

274

27

29

50

72

92

181

273

273

28

28

49

74

92

180

273

273

29

28

49

77

91

179

272

272

30

27

48

79

90

179

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 | 24 | 31 | 54 | 175 | 312 | 3 134 |
| 2 | 15 | 29 | 35 | 58 | 179 | 350 | 2 328 |
| 3 | 17 | 32 | 41 | 66 | 177 | 362 | 1 754 |
| 4 | 20 | 35 | 46 | 72 | 176 | 361 | 1 354 |
| 5 | 22 | 39 | 51 | 75 | 178 | 351 | 1 072 |
| 6 | 21 | 39 | 51 | 76 | 176 | 337 | 869 |
| 7 | 27 | 46 | 57 | 82 | 179 | 321 | 719 |
| 8 | 26 | 45 | 57 | 84 | 178 | 304 | 604 |
| 9 | 27 | 47 | 59 | 87 | 179 | 286 | 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 | 183 | 276 | 276 |
| 15 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 16 | 31 | 52 | 65 | 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 | 65 | 92 | 180 | 273 | 273 |
| 25 | 28 | 49 | 67 | 91 | 180 | 272 | 272 |
| 26 | 28 | 48 | 70 | 91 | 179 | 272 | 272 |
| 27 | 27 | 48 | 72 | 90 | 179 | 271 | 271 |
| 28 | 27 | 47 | 75 | 90 | 178 | 271 | 271 |
| 29 | 26 | 47 | 77 | 89 | 178 | 270 | 270 |
| 30 | 26 | 46 | 79 | 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

24

31

54

175

312

3 134

2

15

29

35

58

179

350

2 328

3

17

32

41

66

177

362

1 754

4

20

35

46

72

176

361

1 354

5

22

39

51

75

178

351

1 072

6

21

39

51

76

176

337

869

7

27

46

57

82

179

321

719

8

26

45

57

84

178

304

604

9

27

47

59

87

179

286

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

183

276

276

15

31

52

65

95

183

276

276

16

31

52

65

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

65

92

180

273

273

25

28

49

67

91

180

272

272

26

28

48

70

91

179

272

272

27

27

48

72

90

179

271

271

28

27

47

75

90

178

271

271

29

26

47

77

89

178

270

270

30

26

46

79

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 | 314 | 3 158 |
| 2 | 11 | 25 | 31 | 54 | 175 | 352 | 2 343 |
| 3 | 12 | 26 | 35 | 60 | 171 | 364 | 1 764 |
| 4 | 12 | 28 | 38 | 64 | 169 | 362 | 1 360 |
| 5 | 13 | 30 | 42 | 66 | 169 | 352 | 1 077 |
| 6 | 14 | 32 | 44 | 69 | 169 | 338 | 873 |
| 7 | 16 | 35 | 46 | 71 | 169 | 322 | 722 |
| 8 | 16 | 36 | 47 | 74 | 168 | 304 | 606 |
| 9 | 17 | 37 | 49 | 77 | 169 | 287 | 516 |
| 10 | 17 | 38 | 51 | 79 | 169 | 270 | 445 |
| 11 | 17 | 38 | 51 | 80 | 169 | 262 | 386 |
| 12 | 18 | 38 | 51 | 81 | 169 | 262 | 338 |
| 13 | 18 | 38 | 51 | 81 | 169 | 262 | 298 |
| 14 | 18 | 39 | 52 | 81 | 169 | 262 | 264 |
| 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 | 17 | 38 | 51 | 81 | 169 | 262 | 262 |
| 20 | 18 | 38 | 54 | 81 | 169 | 262 | 262 |
| 21 | 18 | 38 | 57 | 81 | 169 | 262 | 262 |
| 22 | 17 | 38 | 59 | 81 | 169 | 262 | 262 |
| 23 | 17 | 38 | 62 | 80 | 169 | 261 | 261 |
| 24 | 17 | 38 | 64 | 80 | 168 | 261 | 261 |
| 25 | 16 | 37 | 66 | 80 | 168 | 261 | 261 |
| 26 | 16 | 37 | 70 | 79 | 167 | 260 | 260 |
| 27 | 16 | 36 | 72 | 79 | 167 | 260 | 260 |
| 28 | 15 | 36 | 74 | 78 | 167 | 259 | 259 |
| 29 | 15 | 36 | 77 | 79 | 166 | 259 | 259 |
| 30 | 15 | 35 | 79 | 81 | 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

314

3 158

2

11

25

31

54

175

352

2 343

3

12

26

35

60

171

364

1 764

4

12

28

38

64

169

362

1 360

5

13

30

42

66

169

352

1 077

6

14

32

44

69

169

338

873

7

16

35

46

71

169

322

722

8

16

36

47

74

168

304

606

9

17

37

49

77

169

287

516

10

17

38

51

79

169

270

445

11

17

38

51

80

169

262

386

12

18

38

51

81

169

262

338

13

18

38

51

81

169

262

298

14

18

39

52

81

169

262

264

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

17

38

51

81

169

262

262

20

18

38

54

81

169

262

262

21

18

38

57

81

169

262

262

22

17

38

59

81

169

262

262

23

17

38

62

80

169

261

261

24

17

38

64

80

168

261

261

25

16

37

66

80

168

261

261

26

16

37

70

79

167

260

260

27

16

36

72

79

167

260

260

28

15

36

74

78

167

259

259

29

15

36

77

79

166

259

259

30

15

35

79

81

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 | 45 | 59 | 66 | 88 | 209 | 318 | 3 200 |
| 2 | 48 | 62 | 68 | 91 | 212 | 357 | 2 381 |
| 3 | 51 | 65 | 74 | 99 | 210 | 370 | 1 796 |
| 4 | 51 | 67 | 78 | 104 | 208 | 369 | 1 387 |
| 5 | 53 | 70 | 82 | 106 | 208 | 359 | 1 099 |
| 6 | 55 | 73 | 84 | 110 | 209 | 345 | 891 |
| 7 | 56 | 75 | 86 | 111 | 209 | 329 | 737 |
| 8 | 56 | 75 | 87 | 114 | 208 | 311 | 620 |
| 9 | 56 | 76 | 88 | 116 | 208 | 301 | 528 |
| 10 | 56 | 77 | 90 | 118 | 208 | 300 | 455 |
| 11 | 56 | 77 | 90 | 119 | 207 | 300 | 395 |
| 12 | 55 | 76 | 89 | 118 | 206 | 299 | 346 |
| 13 | 54 | 75 | 88 | 117 | 206 | 298 | 305 |
| 14 | 53 | 74 | 87 | 117 | 205 | 298 | 298 |
| 15 | 52 | 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 | 49 | 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 | 199 | 291 | 291 |
| 23 | 46 | 67 | 80 | 109 | 198 | 290 | 290 |
| 24 | 45 | 66 | 79 | 109 | 197 | 290 | 290 |
| 25 | 44 | 65 | 78 | 108 | 196 | 289 | 289 |
| 26 | 43 | 64 | 77 | 107 | 195 | 288 | 288 |
| 27 | 43 | 63 | 76 | 106 | 194 | 287 | 287 |
| 28 | 42 | 62 | 76 | 105 | 193 | 286 | 286 |
| 29 | 41 | 62 | 78 | 104 | 192 | 285 | 285 |
| 30 | 40 | 61 | 82 | 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

45

59

66

88

209

318

3 200

2

48

62

68

91

212

357

2 381

3

51

65

74

99

210

370

1 796

4

51

67

78

104

208

369

1 387

5

53

70

82

106

208

359

1 099

6

55

73

84

110

209

345

891

7

56

75

86

111

209

329

737

8

56

75

87

114

208

311

620

9

56

76

88

116

208

301

528

10

56

77

90

118

208

300

455

11

56

77

90

119

207

300

395

12

55

76

89

118

206

299

346

13

54

75

88

117

206

298

305

14

53

74

87

117

205

298

298

15

52

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

49

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

199

291

291

23

46

67

80

109

198

290

290

24

45

66

79

109

197

290

290

25

44

65

78

108

196

289

289

26

43

64

77

107

195

288

288

27

43

63

76

106

194

287

287

28

42

62

76

105

193

286

286

29

41

62

78

104

192

285

285

30

40

61

82

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 | 76 | 90 | 97 | 119 | 241 | 336 | 3 284 |
| 2 | 81 | 94 | 101 | 124 | 245 | 366 | 2 451 |
| 3 | 80 | 95 | 104 | 129 | 240 | 381 | 1 851 |
| 4 | 80 | 95 | 106 | 132 | 236 | 380 | 1 432 |
| 5 | 82 | 99 | 111 | 135 | 238 | 371 | 1 136 |
| 6 | 84 | 102 | 114 | 139 | 238 | 357 | 923 |
| 7 | 86 | 105 | 116 | 142 | 239 | 341 | 764 |
| 8 | 87 | 107 | 118 | 145 | 240 | 332 | 643 |
| 9 | 88 | 108 | 121 | 149 | 240 | 333 | 548 |
| 10 | 89 | 109 | 122 | 151 | 240 | 333 | 472 |
| 11 | 88 | 109 | 122 | 151 | 240 | 332 | 410 |
| 12 | 87 | 108 | 121 | 150 | 239 | 331 | 359 |
| 13 | 86 | 107 | 120 | 149 | 237 | 330 | 330 |
| 14 | 84 | 105 | 118 | 148 | 236 | 329 | 329 |
| 15 | 83 | 104 | 117 | 146 | 234 | 327 | 327 |
| 16 | 82 | 102 | 115 | 145 | 233 | 326 | 326 |
| 17 | 80 | 101 | 114 | 143 | 232 | 324 | 324 |
| 18 | 79 | 100 | 113 | 142 | 230 | 323 | 323 |
| 19 | 77 | 98 | 111 | 141 | 229 | 322 | 322 |
| 20 | 76 | 97 | 110 | 139 | 228 | 320 | 320 |
| 21 | 75 | 95 | 108 | 138 | 226 | 319 | 319 |
| 22 | 73 | 94 | 107 | 136 | 225 | 317 | 317 |
| 23 | 72 | 92 | 105 | 135 | 223 | 316 | 316 |
| 24 | 70 | 91 | 104 | 133 | 221 | 314 | 314 |
| 25 | 68 | 89 | 102 | 132 | 220 | 313 | 313 |
| 26 | 67 | 88 | 101 | 130 | 218 | 311 | 311 |
| 27 | 65 | 86 | 99 | 129 | 217 | 310 | 310 |
| 28 | 64 | 85 | 98 | 127 | 215 | 308 | 308 |
| 29 | 62 | 83 | 96 | 125 | 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

76

90

97

119

241

336

3 284

2

81

94

101

124

245

366

2 451

3

80

95

104

129

240

381

1 851

4

80

95

106

132

236

380

1 432

5

82

99

111

135

238

371

1 136

6

84

102

114

139

238

357

923

7

86

105

116

142

239

341

764

8

87

107

118

145

240

332

643

9

88

108

121

149

240

333

548

10

89

109

122

151

240

333

472

11

88

109

122

151

240

332

410

12

87

108

121

150

239

331

359

13

86

107

120

149

237

330

330

14

84

105

118

148

236

329

329

15

83

104

117

146

234

327

327

16

82

102

115

145

233

326

326

17

80

101

114

143

232

324

324

18

79

100

113

142

230

323

323

19

77

98

111

141

229

322

322

20

76

97

110

139

228

320

320

21

75

95

108

138

226

319

319

22

73

94

107

136

225

317

317

23

72

92

105

135

223

316

316

24

70

91

104

133

221

314

314

25

68

89

102

132

220

313

313

26

67

88

101

130

218

311

311

27

65

86

99

129

217

310

310

28

64

85

98

127

215

308

308

29

62

83

96

125

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 | 3 | 17 | 23 | 46 | 167 | 313 | 3 145 |
| 2 | 7 | 20 | 27 | 49 | 171 | 350 | 2 335 |
| 3 | 8 | 23 | 32 | 57 | 168 | 363 | 1 758 |
| 4 | 10 | 26 | 36 | 62 | 167 | 361 | 1 356 |
| 5 | 12 | 29 | 41 | 65 | 168 | 351 | 1 074 |
| 6 | 14 | 32 | 44 | 69 | 168 | 337 | 870 |
| 7 | 16 | 35 | 46 | 72 | 169 | 321 | 719 |
| 8 | 16 | 36 | 48 | 74 | 169 | 304 | 605 |
| 9 | 17 | 37 | 49 | 77 | 169 | 286 | 515 |
| 10 | 17 | 38 | 51 | 80 | 169 | 269 | 443 |
| 11 | 17 | 38 | 51 | 80 | 169 | 262 | 385 |
| 12 | 17 | 38 | 51 | 80 | 168 | 261 | 337 |
| 13 | 16 | 37 | 50 | 80 | 168 | 261 | 297 |
| 14 | 16 | 37 | 50 | 79 | 167 | 260 | 263 |
| 15 | 15 | 36 | 49 | 78 | 167 | 259 | 259 |
| 16 | 14 | 35 | 48 | 77 | 166 | 258 | 258 |
| 17 | 14 | 35 | 48 | 77 | 165 | 258 | 258 |
| 18 | 13 | 34 | 49 | 77 | 165 | 258 | 258 |
| 19 | 13 | 34 | 51 | 76 | 165 | 257 | 257 |
| 20 | 13 | 34 | 54 | 77 | 165 | 258 | 258 |
| 21 | 13 | 34 | 57 | 77 | 165 | 258 | 258 |
| 22 | 13 | 34 | 58 | 77 | 165 | 258 | 258 |
| 23 | 13 | 34 | 61 | 77 | 165 | 258 | 258 |
| 24 | 13 | 34 | 64 | 77 | 165 | 258 | 258 |
| 25 | 13 | 34 | 66 | 76 | 165 | 257 | 257 |
| 26 | 13 | 34 | 69 | 76 | 164 | 257 | 257 |
| 27 | 13 | 34 | 72 | 76 | 164 | 257 | 257 |
| 28 | 13 | 33 | 74 | 76 | 164 | 257 | 257 |
| 29 | 14 | 33 | 77 | 79 | 164 | 257 | 257 |
| 30 | 14 | 33 | 79 | 81 | 164 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

3

17

23

46

167

313

3 145

2

7

20

27

49

171

350

2 335

3

8

23

32

57

168

363

1 758

4

10

26

36

62

167

361

1 356

5

12

29

41

65

168

351

1 074

6

14

32

44

69

168

337

870

7

16

35

46

72

169

321

719

8

16

36

48

74

169

304

605

9

17

37

49

77

169

286

515

10

17

38

51

80

169

269

443

11

17

38

51

80

169

262

385

12

17

38

51

80

168

261

337

13

16

37

50

80

168

261

297

14

16

37

50

79

167

260

263

15

15

36

49

78

167

259

259

16

14

35

48

77

166

258

258

17

14

35

48

77

165

258

258

18

13

34

49

77

165

258

258

19

13

34

51

76

165

257

257

20

13

34

54

77

165

258

258

21

13

34

57

77

165

258

258

22

13

34

58

77

165

258

258

23

13

34

61

77

165

258

258

24

13

34

64

77

165

258

258

25

13

34

66

76

165

257

257

26

13

34

69

76

164

257

257

27

13

34

72

76

164

257

257

28

13

33

74

76

164

257

257

29

14

33

77

79

164

257

257

30

14

33

79

81

164

257

257

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 89 | 103 | 109 | 132 | 253 | 348 | 3 399 |
| 2 | 89 | 103 | 110 | 132 | 254 | 377 | 2 528 |
| 3 | 89 | 103 | 112 | 137 | 248 | 391 | 1 906 |
| 4 | 88 | 104 | 114 | 140 | 245 | 389 | 1 471 |
| 5 | 89 | 105 | 117 | 142 | 244 | 379 | 1 165 |
| 6 | 89 | 107 | 119 | 144 | 243 | 364 | 944 |
| 7 | 90 | 109 | 120 | 146 | 243 | 346 | 780 |
| 8 | 90 | 110 | 121 | 148 | 243 | 335 | 655 |
| 9 | 90 | 110 | 122 | 150 | 242 | 334 | 558 |
| 10 | 88 | 109 | 122 | 151 | 240 | 333 | 480 |
| 11 | 87 | 108 | 121 | 150 | 238 | 331 | 417 |
| 12 | 85 | 106 | 119 | 148 | 236 | 329 | 365 |
| 13 | 83 | 104 | 117 | 146 | 234 | 327 | 327 |
| 14 | 81 | 102 | 115 | 144 | 233 | 325 | 325 |
| 15 | 79 | 100 | 113 | 142 | 231 | 324 | 324 |
| 16 | 77 | 98 | 111 | 140 | 229 | 321 | 321 |
| 17 | 76 | 96 | 109 | 139 | 227 | 320 | 320 |
| 18 | 74 | 95 | 108 | 137 | 225 | 318 | 318 |
| 19 | 73 | 93 | 106 | 136 | 224 | 317 | 317 |
| 20 | 72 | 92 | 105 | 135 | 223 | 316 | 316 |
| 21 | 71 | 91 | 104 | 134 | 222 | 315 | 315 |
| 22 | 69 | 90 | 103 | 133 | 221 | 314 | 314 |
| 23 | 68 | 89 | 102 | 131 | 220 | 312 | 312 |
| 24 | 67 | 88 | 101 | 130 | 219 | 311 | 311 |
| 25 | 66 | 87 | 100 | 129 | 217 | 310 | 310 |
| 26 | 65 | 86 | 99 | 128 | 216 | 309 | 309 |
| 27 | 64 | 84 | 97 | 127 | 215 | 308 | 308 |
| 28 | 63 | 83 | 96 | 126 | 214 | 307 | 307 |
| 29 | 61 | 82 | 95 | 125 | 213 | 306 | 306 |
| 30 | 60 | 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

109

132

253

348

3 399

2

89

103

110

132

254

377

2 528

3

89

103

112

137

248

391

1 906

4

88

104

114

140

245

389

1 471

5

89

105

117

142

244

379

1 165

6

89

107

119

144

243

364

944

7

90

109

120

146

243

346

780

8

90

110

121

148

243

335

655

9

90

110

122

150

242

334

558

10

88

109

122

151

240

333

480

11

87

108

121

150

238

331

417

12

85

106

119

148

236

329

365

13

83

104

117

146

234

327

327

14

81

102

115

144

233

325

325

15

79

100

113

142

231

324

324

16

77

98

111

140

229

321

321

17

76

96

109

139

227

320

320

18

74

95

108

137

225

318

318

19

73

93

106

136

224

317

317

20

72

92

105

135

223

316

316

21

71

91

104

134

222

315

315

22

69

90

103

133

221

314

314

23

68

89

102

131

220

312

312

24

67

88

101

130

219

311

311

25

66

87

100

129

217

310

310

26

65

86

99

128

216

309

309

27

64

84

97

127

215

308

308

28

63

83

96

126

214

307

307

29

61

82

95

125

213

306

306

30

60

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 | 337 | 350 | 357 | 379 | 501 | 596 | 3 510 |
| 2 | 75 | 89 | 96 | 118 | 239 | 387 | 2 604 |
| 3 | 77 | 92 | 101 | 126 | 236 | 400 | 1 960 |
| 4 | 80 | 95 | 106 | 132 | 236 | 398 | 1 511 |
| 5 | 82 | 98 | 110 | 135 | 237 | 387 | 1 195 |
| 6 | 84 | 102 | 114 | 139 | 238 | 372 | 968 |
| 7 | 86 | 105 | 116 | 141 | 238 | 354 | 800 |
| 8 | 87 | 106 | 118 | 145 | 239 | 336 | 672 |
| 9 | 87 | 107 | 120 | 148 | 239 | 332 | 572 |
| 10 | 87 | 108 | 121 | 150 | 239 | 332 | 493 |
| 11 | 87 | 108 | 121 | 150 | 239 | 332 | 428 |
| 12 | 87 | 108 | 121 | 151 | 239 | 332 | 375 |
| 13 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 14 | 88 | 109 | 122 | 151 | 240 | 333 | 333 |
| 15 | 89 | 110 | 123 | 152 | 240 | 333 | 333 |
| 16 | 90 | 111 | 124 | 153 | 241 | 334 | 334 |
| 17 | 91 | 112 | 125 | 154 | 242 | 335 | 335 |
| 18 | 92 | 113 | 126 | 155 | 243 | 336 | 336 |
| 19 | 93 | 114 | 127 | 156 | 244 | 337 | 337 |
| 20 | 94 | 114 | 127 | 157 | 245 | 338 | 338 |
| 21 | 94 | 114 | 127 | 157 | 245 | 338 | 338 |
| 22 | 93 | 114 | 127 | 157 | 245 | 338 | 338 |
| 23 | 93 | 114 | 127 | 156 | 244 | 337 | 337 |
| 24 | 92 | 113 | 126 | 155 | 244 | 336 | 336 |
| 25 | 91 | 112 | 125 | 154 | 243 | 335 | 335 |
| 26 | 90 | 111 | 124 | 153 | 241 | 334 | 334 |
| 27 | 89 | 110 | 123 | 152 | 240 | 333 | 333 |
| 28 | 87 | 108 | 121 | 151 | 239 | 332 | 332 |
| 29 | 86 | 107 | 120 | 149 | 237 | 330 | 330 |
| 30 | 85 | 105 | 118 | 148 | 236 | 329 | 329 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

337

350

357

379

501

596

3 510

2

75

89

96

118

239

387

2 604

3

77

92

101

126

236

400

1 960

4

80

95

106

132

236

398

1 511

5

82

98

110

135

237

387

1 195

6

84

102

114

139

238

372

968

7

86

105

116

141

238

354

800

8

87

106

118

145

239

336

672

9

87

107

120

148

239

332

572

10

87

108

121

150

239

332

493

11

87

108

121

150

239

332

428

12

87

108

121

151

239

332

375

13

88

109

122

151

239

332

332

14

88

109

122

151

240

333

333

15

89

110

123

152

240

333

333

16

90

111

124

153

241

334

334

17

91

112

125

154

242

335

335

18

92

113

126

155

243

336

336

19

93

114

127

156

244

337

337

20

94

114

127

157

245

338

338

21

94

114

127

157

245

338

338

22

93

114

127

157

245

338

338

23

93

114

127

156

244

337

337

24

92

113

126

155

244

336

336

25

91

112

125

154

243

335

335

26

90

111

124

153

241

334

334

27

89

110

123

152

240

333

333

28

87

108

121

151

239

332

332

29

86

107

120

149

237

330

330

30

85

105

118

148

236

329

329

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 5 | 11 | 34 | 155 | 306 | 3 075 |
| 2 | 0 | 5 | 11 | 34 | 155 | 343 | 2 282 |
| 3 | 1 | 5 | 13 | 38 | 149 | 356 | 1 719 |
| 4 | 1 | 5 | 16 | 41 | 146 | 354 | 1 326 |
| 5 | 2 | 6 | 18 | 42 | 145 | 344 | 1 050 |
| 6 | 2 | 8 | 20 | 45 | 144 | 330 | 851 |
| 7 | 3 | 10 | 21 | 46 | 144 | 314 | 704 |
| 8 | 4 | 10 | 22 | 48 | 143 | 297 | 592 |
| 9 | 4 | 10 | 25 | 50 | 142 | 280 | 504 |
| 10 | 4 | 10 | 28 | 52 | 141 | 264 | 434 |
| 11 | 5 | 10 | 31 | 53 | 141 | 247 | 377 |
| 12 | 6 | 10 | 33 | 53 | 141 | 234 | 330 |
| 13 | 6 | 12 | 35 | 53 | 141 | 234 | 291 |
| 14 | 6 | 12 | 38 | 53 | 141 | 234 | 258 |
| 15 | 6 | 14 | 40 | 53 | 141 | 234 | 234 |
| 16 | 8 | 14 | 43 | 53 | 141 | 234 | 234 |
| 17 | 8 | 15 | 46 | 54 | 142 | 235 | 235 |
| 18 | 8 | 16 | 48 | 54 | 142 | 235 | 235 |
| 19 | 9 | 17 | 50 | 57 | 143 | 236 | 236 |
| 20 | 9 | 19 | 53 | 59 | 144 | 237 | 237 |
| 21 | 9 | 19 | 56 | 62 | 145 | 238 | 238 |
| 22 | 10 | 20 | 58 | 64 | 145 | 238 | 238 |
| 23 | 10 | 21 | 61 | 65 | 146 | 239 | 239 |
| 24 | 12 | 22 | 63 | 67 | 146 | 239 | 239 |
| 25 | 12 | 22 | 66 | 70 | 147 | 240 | 240 |
| 26 | 12 | 24 | 68 | 72 | 147 | 240 | 240 |
| 27 | 13 | 25 | 71 | 74 | 148 | 240 | 240 |
| 28 | 13 | 26 | 73 | 76 | 148 | 241 | 241 |
| 29 | 14 | 27 | 76 | 78 | 148 | 241 | 241 |
| 30 | 14 | 27 | 79 | 80 | 149 | 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

306

3 075

2

0

5

11

34

155

343

2 282

3

1

5

13

38

149

356

1 719

4

1

5

16

41

146

354

1 326

5

2

6

18

42

145

344

1 050

6

2

8

20

45

144

330

851

7

3

10

21

46

144

314

704

8

4

10

22

48

143

297

592

9

4

10

25

50

142

280

504

10

4

10

28

52

141

264

434

11

5

10

31

53

141

247

377

12

6

10

33

53

141

234

330

13

6

12

35

53

141

234

291

14

6

12

38

53

141

234

258

15

6

14

40

53

141

234

234

16

8

14

43

53

141

234

234

17

8

15

46

54

142

235

235

18

8

16

48

54

142

235

235

19

9

17

50

57

143

236

236

20

9

19

53

59

144

237

237

21

9

19

56

62

145

238

238

22

10

20

58

64

145

238

238

23

10

21

61

65

146

239

239

24

12

22

63

67

146

239

239

25

12

22

66

70

147

240

240

26

12

24

68

72

147

240

240

27

13

25

71

74

148

240

240

28

13

26

73

76

148

241

241

29

14

27

76

78

148

241

241

30

14

27

79

80

149

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 | 69 | 91 | 212 | 313 | 3 145 |
| 2 | 49 | 63 | 69 | 92 | 213 | 350 | 2 334 |
| 3 | 48 | 63 | 72 | 97 | 208 | 363 | 1 758 |
| 4 | 48 | 63 | 74 | 100 | 204 | 361 | 1 357 |
| 5 | 48 | 64 | 76 | 101 | 203 | 352 | 1 075 |
| 6 | 49 | 67 | 78 | 104 | 203 | 338 | 872 |
| 7 | 49 | 68 | 79 | 104 | 201 | 322 | 722 |
| 8 | 48 | 68 | 80 | 106 | 201 | 305 | 607 |
| 9 | 48 | 68 | 80 | 109 | 200 | 293 | 517 |
| 10 | 47 | 68 | 81 | 109 | 199 | 291 | 445 |
| 11 | 46 | 66 | 79 | 109 | 197 | 290 | 387 |
| 12 | 44 | 65 | 78 | 107 | 195 | 288 | 339 |
| 13 | 42 | 63 | 76 | 106 | 194 | 287 | 299 |
| 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 | 186 | 278 | 278 |
| 21 | 34 | 54 | 67 | 97 | 185 | 278 | 278 |
| 22 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 23 | 32 | 53 | 66 | 95 | 184 | 276 | 276 |
| 24 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 25 | 31 | 52 | 67 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 70 | 93 | 182 | 274 | 274 |
| 27 | 29 | 50 | 72 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 75 | 92 | 180 | 273 | 273 |
| 29 | 28 | 49 | 77 | 91 | 180 | 272 | 272 |
| 30 | 27 | 48 | 80 | 91 | 179 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

62

69

91

212

313

3 145

2

49

63

69

92

213

350

2 334

3

48

63

72

97

208

363

1 758

4

48

63

74

100

204

361

1 357

5

48

64

76

101

203

352

1 075

6

49

67

78

104

203

338

872

7

49

68

79

104

201

322

722

8

48

68

80

106

201

305

607

9

48

68

80

109

200

293

517

10

47

68

81

109

199

291

445

11

46

66

79

109

197

290

387

12

44

65

78

107

195

288

339

13

42

63

76

106

194

287

299

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

186

278

278

21

34

54

67

97

185

278

278

22

33

54

67

96

184

277

277

23

32

53

66

95

184

276

276

24

32

52

65

95

183

276

276

25

31

52

67

94

182

275

275

26

30

51

70

93

182

274

274

27

29

50

72

93

181

274

274

28

29

50

75

92

180

273

273

29

28

49

77

91

180

272

272

30

27

48

80

91

179

272

272

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 110 | 124 | 131 | 153 | 275 | 369 | 3 418 |
| 2 | 112 | 125 | 132 | 154 | 276 | 379 | 2 543 |
| 3 | 112 | 127 | 135 | 161 | 271 | 393 | 1 918 |
| 4 | 113 | 128 | 139 | 165 | 269 | 391 | 1 481 |
| 5 | 114 | 131 | 143 | 167 | 269 | 381 | 1 173 |
| 6 | 115 | 133 | 145 | 170 | 269 | 367 | 952 |
| 7 | 116 | 135 | 146 | 172 | 269 | 361 | 787 |
| 8 | 115 | 135 | 146 | 173 | 268 | 361 | 662 |
| 9 | 115 | 135 | 147 | 175 | 267 | 360 | 564 |
| 10 | 114 | 135 | 148 | 176 | 266 | 359 | 486 |
| 11 | 113 | 134 | 147 | 176 | 264 | 357 | 422 |
| 12 | 111 | 132 | 145 | 174 | 262 | 355 | 370 |
| 13 | 109 | 130 | 143 | 172 | 260 | 353 | 353 |
| 14 | 107 | 127 | 140 | 170 | 258 | 351 | 351 |
| 15 | 104 | 125 | 138 | 168 | 256 | 349 | 349 |
| 16 | 102 | 123 | 136 | 165 | 253 | 346 | 346 |
| 17 | 100 | 120 | 133 | 163 | 251 | 344 | 344 |
| 18 | 97 | 118 | 131 | 161 | 249 | 342 | 342 |
| 19 | 95 | 116 | 129 | 159 | 247 | 340 | 340 |
| 20 | 94 | 114 | 127 | 157 | 245 | 338 | 338 |
| 21 | 92 | 113 | 126 | 155 | 243 | 336 | 336 |
| 22 | 90 | 111 | 124 | 153 | 242 | 334 | 334 |
| 23 | 88 | 109 | 122 | 152 | 240 | 333 | 333 |
| 24 | 87 | 107 | 120 | 150 | 238 | 331 | 331 |
| 25 | 85 | 105 | 118 | 148 | 236 | 329 | 329 |
| 26 | 83 | 104 | 117 | 146 | 234 | 327 | 327 |
| 27 | 81 | 102 | 115 | 144 | 233 | 325 | 325 |
| 28 | 80 | 100 | 113 | 143 | 231 | 324 | 324 |
| 29 | 78 | 99 | 112 | 141 | 229 | 322 | 322 |
| 30 | 76 | 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

110

124

131

153

275

369

3 418

2

112

125

132

154

276

379

2 543

3

112

127

135

161

271

393

1 918

4

113

128

139

165

269

391

1 481

5

114

131

143

167

269

381

1 173

6

115

133

145

170

269

367

952

7

116

135

146

172

269

361

787

8

115

135

146

173

268

361

662

9

115

135

147

175

267

360

564

10

114

135

148

176

266

359

486

11

113

134

147

176

264

357

422

12

111

132

145

174

262

355

370

13

109

130

143

172

260

353

353

14

107

127

140

170

258

351

351

15

104

125

138

168

256

349

349

16

102

123

136

165

253

346

346

17

100

120

133

163

251

344

344

18

97

118

131

161

249

342

342

19

95

116

129

159

247

340

340

20

94

114

127

157

245

338

338

21

92

113

126

155

243

336

336

22

90

111

124

153

242

334

334

23

88

109

122

152

240

333

333

24

87

107

120

150

238

331

331

25

85

105

118

148

236

329

329

26

83

104

117

146

234

327

327

27

81

102

115

144

233

325

325

28

80

100

113

143

231

324

324

29

78

99

112

141

229

322

322

30

76

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 | 168 | 181 | 188 | 210 | 332 | 427 | 3 380 |
| 2 | 177 | 191 | 197 | 220 | 341 | 436 | 2 532 |
| 3 | 180 | 195 | 204 | 229 | 340 | 434 | 1 921 |
| 4 | 182 | 197 | 208 | 234 | 338 | 432 | 1 490 |
| 5 | 182 | 199 | 211 | 235 | 338 | 431 | 1 183 |
| 6 | 182 | 200 | 212 | 237 | 336 | 429 | 961 |
| 7 | 182 | 201 | 212 | 238 | 335 | 428 | 795 |
| 8 | 181 | 201 | 212 | 239 | 333 | 426 | 668 |
| 9 | 180 | 200 | 212 | 240 | 332 | 425 | 568 |
| 10 | 179 | 199 | 212 | 241 | 330 | 423 | 489 |
| 11 | 177 | 198 | 211 | 240 | 328 | 421 | 425 |
| 12 | 174 | 195 | 208 | 238 | 326 | 419 | 419 |
| 13 | 171 | 192 | 205 | 235 | 323 | 416 | 416 |
| 14 | 168 | 189 | 202 | 232 | 320 | 413 | 413 |
| 15 | 165 | 186 | 199 | 228 | 317 | 409 | 409 |
| 16 | 162 | 183 | 196 | 225 | 313 | 406 | 406 |
| 17 | 159 | 180 | 193 | 222 | 310 | 403 | 403 |
| 18 | 156 | 176 | 189 | 219 | 307 | 400 | 400 |
| 19 | 153 | 173 | 186 | 216 | 304 | 397 | 397 |
| 20 | 149 | 170 | 183 | 213 | 301 | 394 | 394 |
| 21 | 146 | 167 | 180 | 210 | 298 | 391 | 391 |
| 22 | 143 | 164 | 177 | 206 | 295 | 387 | 387 |
| 23 | 140 | 161 | 174 | 203 | 291 | 384 | 384 |
| 24 | 137 | 158 | 171 | 200 | 288 | 381 | 381 |
| 25 | 134 | 155 | 168 | 197 | 285 | 378 | 378 |
| 26 | 131 | 151 | 164 | 194 | 282 | 375 | 375 |
| 27 | 128 | 149 | 162 | 191 | 279 | 372 | 372 |
| 28 | 125 | 146 | 159 | 188 | 276 | 369 | 369 |
| 29 | 122 | 143 | 156 | 185 | 273 | 366 | 366 |
| 30 | 119 | 140 | 153 | 183 | 271 | 364 | 364 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

168

181

188

210

332

427

3 380

2

177

191

197

220

341

436

2 532

3

180

195

204

229

340

434

1 921

4

182

197

208

234

338

432

1 490

5

182

199

211

235

338

431

1 183

6

182

200

212

237

336

429

961

7

182

201

212

238

335

428

795

8

181

201

212

239

333

426

668

9

180

200

212

240

332

425

568

10

179

199

212

241

330

423

489

11

177

198

211

240

328

421

425

12

174

195

208

238

326

419

419

13

171

192

205

235

323

416

416

14

168

189

202

232

320

413

413

15

165

186

199

228

317

409

409

16

162

183

196

225

313

406

406

17

159

180

193

222

310

403

403

18

156

176

189

219

307

400

400

19

153

173

186

216

304

397

397

20

149

170

183

213

301

394

394

21

146

167

180

210

298

391

391

22

143

164

177

206

295

387

387

23

140

161

174

203

291

384

384

24

137

158

171

200

288

381

381

25

134

155

168

197

285

378

378

26

131

151

164

194

282

375

375

27

128

149

162

191

279

372

372

28

125

146

159

188

276

369

369

29

122

143

156

185

273

366

366

30

119

140

153

183

271

364

364

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 24 | 38 | 44 | 67 | 188 | 316 | 3 179 |
| 2 | 25 | 38 | 45 | 68 | 189 | 354 | 2 360 |
| 3 | 24 | 39 | 47 | 73 | 183 | 367 | 1 779 |
| 4 | 24 | 40 | 50 | 76 | 180 | 365 | 1 373 |
| 5 | 24 | 41 | 53 | 78 | 180 | 356 | 1 087 |
| 6 | 25 | 43 | 55 | 80 | 179 | 342 | 882 |
| 7 | 26 | 45 | 56 | 81 | 178 | 325 | 729 |
| 8 | 25 | 44 | 56 | 83 | 177 | 308 | 613 |
| 9 | 24 | 44 | 57 | 85 | 176 | 290 | 522 |
| 10 | 24 | 44 | 57 | 86 | 175 | 273 | 449 |
| 11 | 23 | 44 | 57 | 86 | 175 | 268 | 390 |
| 12 | 23 | 43 | 56 | 86 | 174 | 267 | 342 |
| 13 | 22 | 43 | 56 | 85 | 173 | 266 | 301 |
| 14 | 22 | 42 | 55 | 85 | 173 | 266 | 267 |
| 15 | 21 | 42 | 55 | 84 | 173 | 265 | 265 |
| 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 | 265 | 265 |
| 21 | 21 | 42 | 57 | 84 | 173 | 265 | 265 |
| 22 | 21 | 42 | 60 | 84 | 173 | 265 | 265 |
| 23 | 21 | 42 | 62 | 84 | 172 | 265 | 265 |
| 24 | 21 | 42 | 65 | 84 | 172 | 265 | 265 |
| 25 | 21 | 41 | 67 | 84 | 172 | 265 | 265 |
| 26 | 20 | 41 | 70 | 83 | 172 | 265 | 265 |
| 27 | 20 | 41 | 72 | 83 | 171 | 264 | 264 |
| 28 | 20 | 41 | 75 | 83 | 171 | 264 | 264 |
| 29 | 19 | 40 | 78 | 83 | 171 | 264 | 264 |
| 30 | 19 | 40 | 80 | 82 | 171 | 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

24

38

44

67

188

316

3 179

2

25

38

45

68

189

354

2 360

3

24

39

47

73

183

367

1 779

4

24

40

50

76

180

365

1 373

5

24

41

53

78

180

356

1 087

6

25

43

55

80

179

342

882

7

26

45

56

81

178

325

729

8

25

44

56

83

177

308

613

9

24

44

57

85

176

290

522

10

24

44

57

86

175

273

449

11

23

44

57

86

175

268

390

12

23

43

56

86

174

267

342

13

22

43

56

85

173

266

301

14

22

42

55

85

173

266

267

15

21

42

55

84

173

265

265

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

265

265

21

21

42

57

84

173

265

265

22

21

42

60

84

173

265

265

23

21

42

62

84

172

265

265

24

21

42

65

84

172

265

265

25

21

41

67

84

172

265

265

26

20

41

70

83

172

265

265

27

20

41

72

83

171

264

264

28

20

41

75

83

171

264

264

29

19

40

78

83

171

264

264

30

19

40

80

82

171

263

263

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 | 20 | 34 | 41 | 63 | 184 | 321 | 3 231 |
| 2 | 22 | 36 | 42 | 65 | 186 | 359 | 2 399 |
| 3 | 23 | 38 | 46 | 71 | 182 | 372 | 1 806 |
| 4 | 24 | 40 | 50 | 76 | 181 | 370 | 1 394 |
| 5 | 26 | 43 | 55 | 79 | 182 | 360 | 1 104 |
| 6 | 28 | 46 | 57 | 83 | 182 | 346 | 895 |
| 7 | 30 | 49 | 60 | 85 | 182 | 329 | 740 |
| 8 | 30 | 50 | 61 | 88 | 182 | 312 | 622 |
| 9 | 30 | 51 | 63 | 91 | 182 | 294 | 530 |
| 10 | 31 | 52 | 65 | 93 | 183 | 277 | 456 |
| 11 | 32 | 52 | 65 | 95 | 183 | 276 | 396 |
| 12 | 32 | 53 | 66 | 95 | 183 | 276 | 347 |
| 13 | 32 | 53 | 66 | 95 | 183 | 276 | 306 |
| 14 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 15 | 31 | 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 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 21 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 22 | 31 | 52 | 65 | 95 | 183 | 276 | 276 |
| 23 | 31 | 52 | 65 | 94 | 183 | 275 | 275 |
| 24 | 31 | 52 | 66 | 94 | 182 | 275 | 275 |
| 25 | 31 | 51 | 69 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 71 | 93 | 182 | 274 | 274 |
| 27 | 30 | 50 | 74 | 93 | 181 | 274 | 274 |
| 28 | 29 | 50 | 76 | 92 | 181 | 273 | 273 |
| 29 | 29 | 49 | 79 | 92 | 180 | 273 | 273 |
| 30 | 28 | 49 | 82 | 91 | 180 | 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

20

34

41

63

184

321

3 231

2

22

36

42

65

186

359

2 399

3

23

38

46

71

182

372

1 806

4

24

40

50

76

181

370

1 394

5

26

43

55

79

182

360

1 104

6

28

46

57

83

182

346

895

7

30

49

60

85

182

329

740

8

30

50

61

88

182

312

622

9

30

51

63

91

182

294

530

10

31

52

65

93

183

277

456

11

32

52

65

95

183

276

396

12

32

53

66

95

183

276

347

13

32

53

66

95

183

276

306

14

32

52

65

95

183

276

276

15

31

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

31

52

65

95

183

276

276

21

31

52

65

95

183

276

276

22

31

52

65

95

183

276

276

23

31

52

65

94

183

275

275

24

31

52

66

94

182

275

275

25

31

51

69

94

182

275

275

26

30

51

71

93

182

274

274

27

30

50

74

93

181

274

274

28

29

50

76

92

181

273

273

29

29

49

79

92

180

273

273

30

28

49

82

91

180

272

272

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 120 | 134 | 141 | 163 | 285 | 379 | 3 533 |
| 2 | 119 | 133 | 139 | 162 | 283 | 390 | 2 631 |
| 3 | 117 | 132 | 141 | 166 | 276 | 404 | 1 981 |
| 4 | 116 | 132 | 143 | 169 | 273 | 402 | 1 527 |
| 5 | 116 | 133 | 145 | 170 | 272 | 391 | 1 207 |
| 6 | 116 | 134 | 146 | 171 | 270 | 375 | 976 |
| 7 | 117 | 136 | 147 | 172 | 269 | 362 | 806 |
| 8 | 116 | 136 | 147 | 174 | 268 | 361 | 676 |
| 9 | 115 | 135 | 147 | 176 | 267 | 360 | 575 |
| 10 | 115 | 135 | 148 | 177 | 266 | 359 | 494 |
| 11 | 114 | 135 | 148 | 177 | 266 | 358 | 429 |
| 12 | 113 | 134 | 147 | 176 | 264 | 357 | 374 |
| 13 | 112 | 133 | 146 | 175 | 263 | 356 | 356 |
| 14 | 110 | 131 | 144 | 174 | 262 | 355 | 355 |
| 15 | 108 | 129 | 142 | 171 | 260 | 352 | 352 |
| 16 | 106 | 127 | 140 | 169 | 257 | 350 | 350 |
| 17 | 103 | 124 | 137 | 166 | 255 | 348 | 348 |
| 18 | 101 | 122 | 135 | 164 | 253 | 345 | 345 |
| 19 | 99 | 120 | 133 | 162 | 250 | 343 | 343 |
| 20 | 97 | 118 | 131 | 160 | 248 | 341 | 341 |
| 21 | 94 | 115 | 128 | 158 | 246 | 339 | 339 |
| 22 | 92 | 113 | 126 | 155 | 244 | 336 | 336 |
| 23 | 90 | 111 | 124 | 153 | 241 | 334 | 334 |
| 24 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 25 | 86 | 106 | 119 | 149 | 237 | 330 | 330 |
| 26 | 84 | 104 | 117 | 147 | 235 | 328 | 328 |
| 27 | 81 | 102 | 115 | 145 | 233 | 326 | 326 |
| 28 | 79 | 100 | 113 | 143 | 231 | 324 | 324 |
| 29 | 77 | 98 | 111 | 141 | 229 | 322 | 322 |
| 30 | 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

120

134

141

163

285

379

3 533

2

119

133

139

162

283

390

2 631

3

117

132

141

166

276

404

1 981

4

116

132

143

169

273

402

1 527

5

116

133

145

170

272

391

1 207

6

116

134

146

171

270

375

976

7

117

136

147

172

269

362

806

8

116

136

147

174

268

361

676

9

115

135

147

176

267

360

575

10

115

135

148

177

266

359

494

11

114

135

148

177

266

358

429

12

113

134

147

176

264

357

374

13

112

133

146

175

263

356

356

14

110

131

144

174

262

355

355

15

108

129

142

171

260

352

352

16

106

127

140

169

257

350

350

17

103

124

137

166

255

348

348

18

101

122

135

164

253

345

345

19

99

120

133

162

250

343

343

20

97

118

131

160

248

341

341

21

94

115

128

158

246

339

339

22

92

113

126

155

244

336

336

23

90

111

124

153

241

334

334

24

88

109

122

151

239

332

332

25

86

106

119

149

237

330

330

26

84

104

117

147

235

328

328

27

81

102

115

145

233

326

326

28

79

100

113

143

231

324

324

29

77

98

111

141

229

322

322

30

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 | 11 | 34 | 155 | 312 | 3 140 |
| 2 | 0 | 7 | 13 | 36 | 157 | 350 | 2 329 |
| 3 | 1 | 9 | 17 | 42 | 153 | 362 | 1 753 |
| 4 | 1 | 11 | 21 | 47 | 152 | 360 | 1 352 |
| 5 | 2 | 14 | 26 | 50 | 152 | 350 | 1 071 |
| 6 | 2 | 17 | 28 | 54 | 153 | 336 | 868 |
| 7 | 3 | 20 | 31 | 56 | 153 | 320 | 718 |
| 8 | 4 | 21 | 32 | 59 | 153 | 303 | 603 |
| 9 | 4 | 21 | 33 | 62 | 153 | 286 | 514 |
| 10 | 4 | 22 | 35 | 64 | 153 | 269 | 443 |
| 11 | 5 | 22 | 35 | 64 | 153 | 252 | 385 |
| 12 | 6 | 22 | 35 | 64 | 152 | 245 | 337 |
| 13 | 6 | 22 | 36 | 64 | 152 | 245 | 297 |
| 14 | 6 | 21 | 38 | 64 | 152 | 245 | 263 |
| 15 | 6 | 21 | 41 | 64 | 152 | 245 | 245 |
| 16 | 8 | 21 | 44 | 63 | 151 | 244 | 244 |
| 17 | 8 | 21 | 46 | 63 | 152 | 244 | 244 |
| 18 | 8 | 21 | 49 | 63 | 152 | 244 | 244 |
| 19 | 9 | 21 | 51 | 64 | 152 | 245 | 245 |
| 20 | 9 | 22 | 54 | 64 | 152 | 245 | 245 |
| 21 | 9 | 22 | 57 | 65 | 153 | 246 | 246 |
| 22 | 10 | 23 | 59 | 65 | 153 | 246 | 246 |
| 23 | 11 | 23 | 61 | 66 | 154 | 246 | 246 |
| 24 | 12 | 23 | 64 | 68 | 154 | 247 | 247 |
| 25 | 12 | 23 | 66 | 71 | 154 | 247 | 247 |
| 26 | 12 | 24 | 69 | 72 | 154 | 247 | 247 |
| 27 | 13 | 25 | 72 | 74 | 154 | 247 | 247 |
| 28 | 13 | 26 | 74 | 76 | 154 | 247 | 247 |
| 29 | 14 | 27 | 77 | 79 | 154 | 247 | 247 |
| 30 | 14 | 28 | 79 | 81 | 155 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit 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

312

3 140

2

0

7

13

36

157

350

2 329

3

1

9

17

42

153

362

1 753

4

1

11

21

47

152

360

1 352

5

2

14

26

50

152

350

1 071

6

2

17

28

54

153

336

868

7

3

20

31

56

153

320

718

8

4

21

32

59

153

303

603

9

4

21

33

62

153

286

514

10

4

22

35

64

153

269

443

11

5

22

35

64

153

252

385

12

6

22

35

64

152

245

337

13

6

22

36

64

152

245

297

14

6

21

38

64

152

245

263

15

6

21

41

64

152

245

245

16

8

21

44

63

151

244

244

17

8

21

46

63

152

244

244

18

8

21

49

63

152

244

244

19

9

21

51

64

152

245

245

20

9

22

54

64

152

245

245

21

9

22

57

65

153

246

246

22

10

23

59

65

153

246

246

23

11

23

61

66

154

246

246

24

12

23

64

68

154

247

247

25

12

23

66

71

154

247

247

26

12

24

69

72

154

247

247

27

13

25

72

74

154

247

247

28

13

26

74

76

154

247

247

29

14

27

77

79

154

247

247

30

14

28

79

81

155

247

247

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 | 313 | 3 142 |
| 2 | 31 | 44 | 51 | 74 | 195 | 350 | 2 330 |
| 3 | 29 | 44 | 52 | 78 | 188 | 362 | 1 753 |
| 4 | 28 | 44 | 54 | 80 | 185 | 360 | 1 352 |
| 5 | 28 | 45 | 57 | 81 | 184 | 350 | 1 070 |
| 6 | 31 | 49 | 60 | 86 | 185 | 336 | 867 |
| 7 | 29 | 48 | 59 | 84 | 181 | 319 | 716 |
| 8 | 33 | 52 | 64 | 91 | 185 | 302 | 602 |
| 9 | 32 | 52 | 64 | 93 | 184 | 285 | 512 |
| 10 | 26 | 47 | 60 | 89 | 178 | 271 | 441 |
| 11 | 22 | 43 | 56 | 85 | 173 | 266 | 383 |
| 12 | 18 | 39 | 52 | 82 | 170 | 263 | 335 |
| 13 | 16 | 37 | 50 | 79 | 167 | 260 | 295 |
| 14 | 14 | 35 | 48 | 77 | 165 | 258 | 262 |
| 15 | 12 | 33 | 46 | 76 | 164 | 257 | 257 |
| 16 | 11 | 32 | 45 | 74 | 162 | 255 | 255 |
| 17 | 10 | 31 | 46 | 73 | 161 | 254 | 254 |
| 18 | 9 | 30 | 48 | 73 | 161 | 254 | 254 |
| 19 | 9 | 30 | 51 | 72 | 160 | 253 | 253 |
| 20 | 9 | 30 | 54 | 72 | 160 | 253 | 253 |
| 21 | 9 | 30 | 56 | 72 | 160 | 253 | 253 |
| 22 | 10 | 30 | 58 | 72 | 160 | 253 | 253 |
| 23 | 11 | 30 | 61 | 72 | 160 | 253 | 253 |
| 24 | 12 | 30 | 63 | 72 | 160 | 253 | 253 |
| 25 | 12 | 30 | 66 | 72 | 160 | 253 | 253 |
| 26 | 12 | 29 | 68 | 72 | 160 | 253 | 253 |
| 27 | 13 | 29 | 71 | 74 | 160 | 253 | 253 |
| 28 | 13 | 29 | 73 | 76 | 160 | 253 | 253 |
| 29 | 14 | 29 | 77 | 78 | 160 | 253 | 253 |
| 30 | 14 | 29 | 79 | 80 | 160 | 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

313

3 142

2

31

44

51

74

195

350

2 330

3

29

44

52

78

188

362

1 753

4

28

44

54

80

185

360

1 352

5

28

45

57

81

184

350

1 070

6

31

49

60

86

185

336

867

7

29

48

59

84

181

319

716

8

33

52

64

91

185

302

602

9

32

52

64

93

184

285

512

10

26

47

60

89

178

271

441

11

22

43

56

85

173

266

383

12

18

39

52

82

170

263

335

13

16

37

50

79

167

260

295

14

14

35

48

77

165

258

262

15

12

33

46

76

164

257

257

16

11

32

45

74

162

255

255

17

10

31

46

73

161

254

254

18

9

30

48

73

161

254

254

19

9

30

51

72

160

253

253

20

9

30

54

72

160

253

253

21

9

30

56

72

160

253

253

22

10

30

58

72

160

253

253

23

11

30

61

72

160

253

253

24

12

30

63

72

160

253

253

25

12

30

66

72

160

253

253

26

12

29

68

72

160

253

253

27

13

29

71

74

160

253

253

28

13

29

73

76

160

253

253

29

14

29

77

78

160

253

253

30

14

29

79

80

160

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 | 189 | 203 | 210 | 232 | 353 | 448 | 4 237 |
| 2 | 186 | 200 | 206 | 229 | 350 | 449 | 3 087 |
| 3 | 181 | 196 | 204 | 229 | 340 | 462 | 2 310 |
| 4 | 177 | 192 | 203 | 229 | 333 | 455 | 1 761 |
| 5 | 172 | 189 | 201 | 226 | 328 | 436 | 1 373 |
| 6 | 169 | 187 | 199 | 224 | 323 | 417 | 1 106 |
| 7 | 166 | 185 | 196 | 222 | 319 | 411 | 910 |
| 8 | 162 | 182 | 193 | 220 | 314 | 407 | 759 |
| 9 | 158 | 178 | 190 | 219 | 310 | 403 | 640 |
| 10 | 154 | 175 | 188 | 217 | 306 | 399 | 546 |
| 11 | 150 | 171 | 184 | 213 | 302 | 395 | 470 |
| 12 | 146 | 167 | 180 | 209 | 298 | 391 | 409 |
| 13 | 142 | 163 | 176 | 206 | 294 | 387 | 387 |
| 14 | 139 | 159 | 172 | 202 | 290 | 383 | 383 |
| 15 | 135 | 156 | 169 | 198 | 286 | 379 | 379 |
| 16 | 132 | 152 | 165 | 195 | 283 | 376 | 376 |
| 17 | 129 | 149 | 162 | 192 | 280 | 373 | 373 |
| 18 | 126 | 146 | 159 | 189 | 277 | 370 | 370 |
| 19 | 123 | 143 | 156 | 186 | 274 | 367 | 367 |
| 20 | 120 | 141 | 154 | 183 | 271 | 364 | 364 |
| 21 | 117 | 138 | 151 | 181 | 269 | 362 | 362 |
| 22 | 115 | 136 | 149 | 178 | 266 | 359 | 359 |
| 23 | 112 | 133 | 146 | 175 | 264 | 356 | 356 |
| 24 | 110 | 130 | 143 | 173 | 261 | 354 | 354 |
| 25 | 107 | 128 | 141 | 170 | 259 | 351 | 351 |
| 26 | 105 | 126 | 139 | 168 | 256 | 349 | 349 |
| 27 | 103 | 123 | 136 | 166 | 254 | 347 | 347 |
| 28 | 100 | 121 | 134 | 163 | 252 | 345 | 345 |
| 29 | 98 | 119 | 132 | 161 | 250 | 342 | 342 |
| 30 | 96 | 117 | 130 | 159 | 247 | 340 | 340 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

189

203

210

232

353

448

4 237

2

186

200

206

229

350

449

3 087

3

181

196

204

229

340

462

2 310

4

177

192

203

229

333

455

1 761

5

172

189

201

226

328

436

1 373

6

169

187

199

224

323

417

1 106

7

166

185

196

222

319

411

910

8

162

182

193

220

314

407

759

9

158

178

190

219

310

403

640

10

154

175

188

217

306

399

546

11

150

171

184

213

302

395

470

12

146

167

180

209

298

391

409

13

142

163

176

206

294

387

387

14

139

159

172

202

290

383

383

15

135

156

169

198

286

379

379

16

132

152

165

195

283

376

376

17

129

149

162

192

280

373

373

18

126

146

159

189

277

370

370

19

123

143

156

186

274

367

367

20

120

141

154

183

271

364

364

21

117

138

151

181

269

362

362

22

115

136

149

178

266

359

359

23

112

133

146

175

264

356

356

24

110

130

143

173

261

354

354

25

107

128

141

170

259

351

351

26

105

126

139

168

256

349

349

27

103

123

136

166

254

347

347

28

100

121

134

163

252

345

345

29

98

119

132

161

250

342

342

30

96

117

130

159

247

340

340

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 26 | 53 | 173 | 316 | 3 185 |
| 2 | 0 | 14 | 26 | 53 | 173 | 354 | 2 361 |
| 3 | 1 | 17 | 28 | 57 | 169 | 366 | 1 775 |
| 4 | 1 | 20 | 32 | 62 | 168 | 364 | 1 369 |
| 5 | 2 | 23 | 37 | 68 | 169 | 354 | 1 083 |
| 6 | 4 | 26 | 39 | 69 | 170 | 340 | 878 |
| 7 | 6 | 30 | 42 | 71 | 170 | 323 | 726 |
| 8 | 9 | 34 | 46 | 74 | 170 | 306 | 610 |
| 9 | 10 | 37 | 49 | 76 | 170 | 288 | 519 |
| 10 | 11 | 38 | 51 | 76 | 170 | 271 | 447 |
| 11 | 12 | 40 | 52 | 78 | 170 | 263 | 388 |
| 12 | 13 | 41 | 54 | 79 | 171 | 263 | 340 |
| 13 | 14 | 42 | 54 | 79 | 170 | 263 | 299 |
| 14 | 14 | 43 | 55 | 80 | 170 | 263 | 265 |
| 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 | 57 | 80 | 171 | 264 | 264 |
| 22 | 14 | 43 | 59 | 80 | 171 | 264 | 264 |
| 23 | 14 | 43 | 62 | 80 | 171 | 264 | 264 |
| 24 | 14 | 43 | 65 | 80 | 171 | 264 | 264 |
| 25 | 14 | 43 | 67 | 80 | 171 | 264 | 264 |
| 26 | 14 | 43 | 70 | 80 | 171 | 264 | 264 |
| 27 | 14 | 43 | 72 | 80 | 171 | 264 | 264 |
| 28 | 14 | 43 | 74 | 80 | 171 | 264 | 264 |
| 29 | 14 | 43 | 77 | 80 | 171 | 263 | 263 |
| 30 | 14 | 43 | 79 | 81 | 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

316

3 185

2

0

14

26

53

173

354

2 361

3

1

17

28

57

169

366

1 775

4

1

20

32

62

168

364

1 369

5

2

23

37

68

169

354

1 083

6

4

26

39

69

170

340

878

7

6

30

42

71

170

323

726

8

9

34

46

74

170

306

610

9

10

37

49

76

170

288

519

10

11

38

51

76

170

271

447

11

12

40

52

78

170

263

388

12

13

41

54

79

171

263

340

13

14

42

54

79

170

263

299

14

14

43

55

80

170

263

265

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

57

80

171

264

264

22

14

43

59

80

171

264

264

23

14

43

62

80

171

264

264

24

14

43

65

80

171

264

264

25

14

43

67

80

171

264

264

26

14

43

70

80

171

264

264

27

14

43

72

80

171

264

264

28

14

43

74

80

171

264

264

29

14

43

77

80

171

263

263

30

14

43

79

81

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 | 304 | 3 048 |
| 2 | 0 | 1 | 6 | 14 | 132 | 340 | 2 260 |
| 3 | 1 | 2 | 9 | 17 | 124 | 352 | 1 701 |
| 4 | 1 | 3 | 12 | 20 | 121 | 350 | 1 312 |
| 5 | 2 | 4 | 15 | 23 | 120 | 341 | 1 039 |
| 6 | 2 | 4 | 17 | 26 | 120 | 327 | 842 |
| 7 | 3 | 6 | 19 | 28 | 119 | 311 | 696 |
| 8 | 4 | 6 | 22 | 30 | 119 | 294 | 585 |
| 9 | 4 | 8 | 25 | 33 | 119 | 277 | 498 |
| 10 | 4 | 8 | 28 | 35 | 119 | 261 | 429 |
| 11 | 4 | 10 | 30 | 38 | 120 | 245 | 373 |
| 12 | 6 | 10 | 32 | 40 | 120 | 229 | 326 |
| 13 | 6 | 12 | 35 | 42 | 120 | 215 | 288 |
| 14 | 6 | 12 | 37 | 46 | 120 | 213 | 255 |
| 15 | 6 | 14 | 40 | 47 | 121 | 214 | 227 |
| 16 | 8 | 14 | 43 | 49 | 121 | 214 | 214 |
| 17 | 8 | 15 | 45 | 52 | 121 | 214 | 214 |
| 18 | 8 | 16 | 47 | 54 | 122 | 215 | 215 |
| 19 | 9 | 17 | 50 | 56 | 124 | 215 | 215 |
| 20 | 9 | 17 | 53 | 59 | 127 | 216 | 216 |
| 21 | 9 | 19 | 55 | 60 | 128 | 216 | 216 |
| 22 | 10 | 20 | 57 | 62 | 130 | 217 | 217 |
| 23 | 10 | 20 | 59 | 64 | 131 | 217 | 217 |
| 24 | 10 | 22 | 62 | 66 | 133 | 218 | 218 |
| 25 | 12 | 22 | 64 | 68 | 135 | 218 | 218 |
| 26 | 12 | 24 | 67 | 70 | 136 | 218 | 218 |
| 27 | 13 | 24 | 69 | 72 | 137 | 218 | 218 |
| 28 | 13 | 25 | 72 | 74 | 138 | 218 | 218 |
| 29 | 13 | 26 | 74 | 77 | 139 | 218 | 218 |
| 30 | 14 | 27 | 76 | 79 | 141 | 218 | 218 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

12

133

304

3 048

2

0

1

6

14

132

340

2 260

3

1

2

9

17

124

352

1 701

4

1

3

12

20

121

350

1 312

5

2

4

15

23

120

341

1 039

6

2

4

17

26

120

327

842

7

3

6

19

28

119

311

696

8

4

6

22

30

119

294

585

9

4

8

25

33

119

277

498

10

4

8

28

35

119

261

429

11

4

10

30

38

120

245

373

12

6

10

32

40

120

229

326

13

6

12

35

42

120

215

288

14

6

12

37

46

120

213

255

15

6

14

40

47

121

214

227

16

8

14

43

49

121

214

214

17

8

15

45

52

121

214

214

18

8

16

47

54

122

215

215

19

9

17

50

56

124

215

215

20

9

17

53

59

127

216

216

21

9

19

55

60

128

216

216

22

10

20

57

62

130

217

217

23

10

20

59

64

131

217

217

24

10

22

62

66

133

218

218

25

12

22

64

68

135

218

218

26

12

24

67

70

136

218

218

27

13

24

69

72

137

218

218

28

13

25

72

74

138

218

218

29

13

26

74

77

139

218

218

30

14

27

76

79

141

218

218

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 24 |
| Euro | Belgium | 24 |
| Euro | Cyprus | 24 |
| Euro | Estonia | 24 |
| Euro | Finland | 24 |
| Euro | France | 24 |
| Euro | Germany | 24 |
| Euro | Greece | 24 |
| Euro | Ireland | 24 |
| Euro | Italy | 24 |
| Euro | Latvia | 24 |
| Euro | Lithuania | 24 |
| Euro | Luxembourg | 24 |
| Euro | Malta | 24 |
| Euro | Netherlands | 24 |
| Euro | Portugal | 24 |
| Euro | Slovakia | 24 |
| Euro | Slovenia | 24 |
| Euro | Spain | 24 |
| Czech koruna | Czech Republic | 17 |
| Danish krone | Denmark | 45 |
| Forint | Hungary | 5 |
| Krona | Sweden | 12 |
| Kuna | Croatia | 12 |
| Lev | Bulgaria | – 2 |
| Pound sterling | United Kingdom | 27 |
| Romanian leu | Romania | 5 |
| Zloty | Poland | 9 |
| Króna | Iceland | 28 |
| Norwegian krone | Norway | 42 |
| Swiss franc | Liechtenstein | 4 |
| Swiss franc | Switzerland | 4 |
| Australian dollar | Australia | 13 |
| Canadian dollar | Canada | 27 |
| US dollar | United States | 56 |
| Yen | Japan | 3 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

24

Euro

Belgium

24

Euro

Cyprus

24

Euro

Estonia

24

Euro

Finland

24

Euro

France

24

Euro

Germany

24

Euro

Greece

24

Euro

Ireland

24

Euro

Italy

24

Euro

Latvia

24

Euro

Lithuania

24

Euro

Luxembourg

24

Euro

Malta

24

Euro

Netherlands

24

Euro

Portugal

24

Euro

Slovakia

24

Euro

Slovenia

24

Euro

Spain

24

Czech koruna

Czech Republic

17

Danish krone

Denmark

45

Forint

Hungary

5

Krona

Sweden

12

Kuna

Croatia

12

Lev

Bulgaria

– 2

Pound sterling

United Kingdom

27

Romanian leu

Romania

5

Zloty

Poland

9

Króna

Iceland

28

Norwegian krone

Norway

42

Swiss franc

Liechtenstein

4

Swiss franc

Switzerland

4

Australian dollar

Australia

13

Canadian dollar

Canada

27

US dollar

United States

56

Yen

Japan

3

---