# L_2019202EN.01000101.xml

| 31.7.2019 | EN | Official Journal of the European Union | L 202/1 |
| --- | --- | --- | --- |

31.7.2019

EN

Official Journal of the European Union

L 202/1

---

COMMISSION IMPLEMENTING REGULATION (EU) 2019/1285

of 30 July 2019

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 2019 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(1)

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

| (2) | Insurance and 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 4 July 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2019 market data. That information was published on 4 July 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 4 July 2019, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2019 market data. That information was published on 4 July 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. |
| --- | --- |

(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), |
| --- | --- |

(5)

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2019 until 29 September 2019.

2.   For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:

| (a) | the relevant risk-free rate term structures set out in Annex I; |
| --- | --- |

(a)

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

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

(b)

the fundamental spreads for the calculation of the matching adjustment set out in Annex II;

| (c) | for each relevant national insurance market, the volatility adjustments set out in Annex III. |
| --- | --- |

(c)

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

Article 2

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

It shall apply from 30 June 2019.

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

Done at Brussels, 30 July 2019.

For the Commission

The President

Jean-Claude JUNCKER

---

(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

---

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 | – 0,462 % | 2,022 % | – 0,472 % | 0,286 % | – 0,176 % | – 0,045 % |
| 2 | – 0,483 % | 1,853 % | – 0,493 % | 0,659 % | – 0,181 % | 0,044 % |
| 3 | – 0,455 % | 1,719 % | – 0,465 % | 0,785 % | – 0,148 % | 0,074 % |
| 4 | – 0,403 % | 1,626 % | – 0,413 % | 1,173 % | – 0,088 % | 0,105 % |
| 5 | – 0,335 % | 1,565 % | – 0,345 % | 1,455 % | – 0,000 % | 0,302 % |
| 6 | – 0,256 % | 1,523 % | – 0,266 % | 1,760 % | 0,090 % | 0,559 % |
| 7 | – 0,174 % | 1,499 % | – 0,184 % | 2,025 % | 0,186 % | 0,794 % |
| 8 | – 0,089 % | 1,486 % | – 0,099 % | 2,224 % | 0,278 % | 0,969 % |
| 9 | – 0,005 % | 1,488 % | – 0,015 % | 2,379 % | 0,364 % | 1,084 % |
| 10 | 0,078 % | 1,501 % | 0,068 % | 2,504 % | 0,449 % | 1,188 % |
| 11 | 0,153 % | 1,523 % | 0,143 % | 2,631 % | 0,602 % | 1,290 % |
| 12 | 0,224 % | 1,547 % | 0,214 % | 2,762 % | 0,790 % | 1,389 % |
| 13 | 0,292 % | 1,569 % | 0,282 % | 2,889 % | 0,982 % | 1,484 % |
| 14 | 0,353 % | 1,592 % | 0,342 % | 3,008 % | 1,163 % | 1,575 % |
| 15 | 0,400 % | 1,622 % | 0,390 % | 3,116 % | 1,330 % | 1,662 % |
| 16 | 0,433 % | 1,662 % | 0,423 % | 3,210 % | 1,482 % | 1,744 % |
| 17 | 0,461 % | 1,707 % | 0,450 % | 3,293 % | 1,619 % | 1,822 % |
| 18 | 0,489 % | 1,758 % | 0,479 % | 3,367 % | 1,742 % | 1,896 % |
| 19 | 0,524 % | 1,810 % | 0,513 % | 3,432 % | 1,853 % | 1,966 % |
| 20 | 0,568 % | 1,864 % | 0,558 % | 3,491 % | 1,954 % | 2,033 % |
| 21 | 0,624 % | 1,918 % | 0,614 % | 3,544 % | 2,045 % | 2,096 % |
| 22 | 0,688 % | 1,972 % | 0,678 % | 3,592 % | 2,129 % | 2,155 % |
| 23 | 0,758 % | 2,025 % | 0,748 % | 3,635 % | 2,205 % | 2,211 % |
| 24 | 0,830 % | 2,076 % | 0,821 % | 3,674 % | 2,275 % | 2,265 % |
| 25 | 0,904 % | 2,127 % | 0,895 % | 3,711 % | 2,339 % | 2,316 % |
| 26 | 0,979 % | 2,175 % | 0,970 % | 3,744 % | 2,399 % | 2,364 % |
| 27 | 1,053 % | 2,223 % | 1,044 % | 3,774 % | 2,454 % | 2,410 % |
| 28 | 1,126 % | 2,268 % | 1,117 % | 3,803 % | 2,505 % | 2,453 % |
| 29 | 1,197 % | 2,312 % | 1,188 % | 3,829 % | 2,553 % | 2,495 % |
| 30 | 1,266 % | 2,354 % | 1,258 % | 3,853 % | 2,598 % | 2,534 % |
| 31 | 1,334 % | 2,395 % | 1,326 % | 3,876 % | 2,640 % | 2,572 % |
| 32 | 1,399 % | 2,434 % | 1,391 % | 3,897 % | 2,679 % | 2,608 % |
| 33 | 1,462 % | 2,471 % | 1,455 % | 3,917 % | 2,716 % | 2,642 % |
| 34 | 1,523 % | 2,507 % | 1,516 % | 3,936 % | 2,750 % | 2,674 % |
| 35 | 1,582 % | 2,541 % | 1,575 % | 3,953 % | 2,783 % | 2,706 % |
| 36 | 1,638 % | 2,575 % | 1,631 % | 3,969 % | 2,814 % | 2,735 % |
| 37 | 1,692 % | 2,606 % | 1,686 % | 3,985 % | 2,843 % | 2,764 % |
| 38 | 1,745 % | 2,637 % | 1,738 % | 3,999 % | 2,871 % | 2,791 % |
| 39 | 1,795 % | 2,666 % | 1,788 % | 4,013 % | 2,897 % | 2,817 % |
| 40 | 1,843 % | 2,694 % | 1,837 % | 4,026 % | 2,922 % | 2,842 % |
| 41 | 1,890 % | 2,721 % | 1,883 % | 4,038 % | 2,946 % | 2,866 % |
| 42 | 1,934 % | 2,747 % | 1,928 % | 4,050 % | 2,968 % | 2,889 % |
| 43 | 1,977 % | 2,772 % | 1,971 % | 4,061 % | 2,990 % | 2,911 % |
| 44 | 2,018 % | 2,796 % | 2,013 % | 4,072 % | 3,010 % | 2,932 % |
| 45 | 2,058 % | 2,819 % | 2,052 % | 4,082 % | 3,030 % | 2,952 % |
| 46 | 2,096 % | 2,842 % | 2,091 % | 4,091 % | 3,049 % | 2,972 % |
| 47 | 2,133 % | 2,863 % | 2,128 % | 4,101 % | 3,067 % | 2,991 % |
| 48 | 2,168 % | 2,884 % | 2,163 % | 4,109 % | 3,084 % | 3,009 % |
| 49 | 2,203 % | 2,904 % | 2,197 % | 4,118 % | 3,101 % | 3,026 % |
| 50 | 2,235 % | 2,923 % | 2,230 % | 4,126 % | 3,117 % | 3,043 % |
| 51 | 2,267 % | 2,941 % | 2,262 % | 4,133 % | 3,132 % | 3,059 % |
| 52 | 2,298 % | 2,959 % | 2,293 % | 4,141 % | 3,147 % | 3,075 % |
| 53 | 2,327 % | 2,976 % | 2,322 % | 4,148 % | 3,161 % | 3,090 % |
| 54 | 2,356 % | 2,993 % | 2,351 % | 4,155 % | 3,175 % | 3,105 % |
| 55 | 2,383 % | 3,009 % | 2,378 % | 4,161 % | 3,188 % | 3,119 % |
| 56 | 2,410 % | 3,025 % | 2,405 % | 4,167 % | 3,200 % | 3,132 % |
| 57 | 2,435 % | 3,040 % | 2,431 % | 4,174 % | 3,213 % | 3,146 % |
| 58 | 2,460 % | 3,054 % | 2,456 % | 4,179 % | 3,224 % | 3,158 % |
| 59 | 2,484 % | 3,068 % | 2,480 % | 4,185 % | 3,236 % | 3,171 % |
| 60 | 2,507 % | 3,082 % | 2,503 % | 4,190 % | 3,247 % | 3,183 % |
| 61 | 2,530 % | 3,095 % | 2,526 % | 4,196 % | 3,258 % | 3,194 % |
| 62 | 2,552 % | 3,108 % | 2,548 % | 4,201 % | 3,268 % | 3,205 % |
| 63 | 2,573 % | 3,120 % | 2,569 % | 4,206 % | 3,278 % | 3,216 % |
| 64 | 2,593 % | 3,132 % | 2,589 % | 4,210 % | 3,288 % | 3,227 % |
| 65 | 2,613 % | 3,144 % | 2,609 % | 4,215 % | 3,297 % | 3,237 % |
| 66 | 2,633 % | 3,155 % | 2,629 % | 4,219 % | 3,306 % | 3,247 % |
| 67 | 2,651 % | 3,166 % | 2,648 % | 4,224 % | 3,315 % | 3,257 % |
| 68 | 2,670 % | 3,177 % | 2,666 % | 4,228 % | 3,323 % | 3,266 % |
| 69 | 2,687 % | 3,187 % | 2,684 % | 4,232 % | 3,332 % | 3,275 % |
| 70 | 2,704 % | 3,197 % | 2,701 % | 4,236 % | 3,340 % | 3,284 % |
| 71 | 2,721 % | 3,207 % | 2,718 % | 4,239 % | 3,348 % | 3,292 % |
| 72 | 2,737 % | 3,217 % | 2,734 % | 4,243 % | 3,355 % | 3,301 % |
| 73 | 2,753 % | 3,226 % | 2,750 % | 4,247 % | 3,363 % | 3,309 % |
| 74 | 2,769 % | 3,235 % | 2,765 % | 4,250 % | 3,370 % | 3,317 % |
| 75 | 2,784 % | 3,244 % | 2,780 % | 4,254 % | 3,377 % | 3,325 % |
| 76 | 2,798 % | 3,253 % | 2,795 % | 4,257 % | 3,384 % | 3,332 % |
| 77 | 2,812 % | 3,261 % | 2,809 % | 4,260 % | 3,391 % | 3,339 % |
| 78 | 2,826 % | 3,269 % | 2,823 % | 4,263 % | 3,397 % | 3,347 % |
| 79 | 2,840 % | 3,277 % | 2,836 % | 4,266 % | 3,404 % | 3,354 % |
| 80 | 2,853 % | 3,285 % | 2,850 % | 4,269 % | 3,410 % | 3,360 % |
| 81 | 2,866 % | 3,292 % | 2,863 % | 4,272 % | 3,416 % | 3,367 % |
| 82 | 2,878 % | 3,300 % | 2,875 % | 4,275 % | 3,422 % | 3,373 % |
| 83 | 2,891 % | 3,307 % | 2,887 % | 4,278 % | 3,427 % | 3,380 % |
| 84 | 2,902 % | 3,314 % | 2,899 % | 4,280 % | 3,433 % | 3,386 % |
| 85 | 2,914 % | 3,321 % | 2,911 % | 4,283 % | 3,439 % | 3,392 % |
| 86 | 2,926 % | 3,328 % | 2,923 % | 4,286 % | 3,444 % | 3,398 % |
| 87 | 2,937 % | 3,334 % | 2,934 % | 4,288 % | 3,449 % | 3,404 % |
| 88 | 2,948 % | 3,340 % | 2,945 % | 4,290 % | 3,454 % | 3,409 % |
| 89 | 2,958 % | 3,347 % | 2,955 % | 4,293 % | 3,459 % | 3,415 % |
| 90 | 2,969 % | 3,353 % | 2,966 % | 4,295 % | 3,464 % | 3,420 % |
| 91 | 2,979 % | 3,359 % | 2,976 % | 4,297 % | 3,469 % | 3,425 % |
| 92 | 2,989 % | 3,365 % | 2,986 % | 4,300 % | 3,474 % | 3,430 % |
| 93 | 2,999 % | 3,370 % | 2,996 % | 4,302 % | 3,478 % | 3,436 % |
| 94 | 3,008 % | 3,376 % | 3,005 % | 4,304 % | 3,483 % | 3,440 % |
| 95 | 3,017 % | 3,382 % | 3,015 % | 4,306 % | 3,487 % | 3,445 % |
| 96 | 3,027 % | 3,387 % | 3,024 % | 4,308 % | 3,491 % | 3,450 % |
| 97 | 3,036 % | 3,392 % | 3,033 % | 4,310 % | 3,496 % | 3,455 % |
| 98 | 3,044 % | 3,397 % | 3,042 % | 4,312 % | 3,500 % | 3,459 % |
| 99 | 3,053 % | 3,402 % | 3,050 % | 4,314 % | 3,504 % | 3,464 % |
| 100 | 3,061 % | 3,407 % | 3,059 % | 4,316 % | 3,508 % | 3,468 % |
| 101 | 3,070 % | 3,412 % | 3,067 % | 4,318 % | 3,512 % | 3,472 % |
| 102 | 3,078 % | 3,417 % | 3,075 % | 4,319 % | 3,515 % | 3,476 % |
| 103 | 3,086 % | 3,422 % | 3,083 % | 4,321 % | 3,519 % | 3,480 % |
| 104 | 3,094 % | 3,426 % | 3,091 % | 4,323 % | 3,523 % | 3,485 % |
| 105 | 3,101 % | 3,431 % | 3,099 % | 4,325 % | 3,526 % | 3,488 % |
| 106 | 3,109 % | 3,435 % | 3,106 % | 4,326 % | 3,530 % | 3,492 % |
| 107 | 3,116 % | 3,440 % | 3,114 % | 4,328 % | 3,533 % | 3,496 % |
| 108 | 3,123 % | 3,444 % | 3,121 % | 4,329 % | 3,537 % | 3,500 % |
| 109 | 3,130 % | 3,448 % | 3,128 % | 4,331 % | 3,540 % | 3,504 % |
| 110 | 3,137 % | 3,452 % | 3,135 % | 4,333 % | 3,543 % | 3,507 % |
| 111 | 3,144 % | 3,456 % | 3,142 % | 4,334 % | 3,546 % | 3,511 % |
| 112 | 3,151 % | 3,460 % | 3,149 % | 4,336 % | 3,550 % | 3,514 % |
| 113 | 3,158 % | 3,464 % | 3,155 % | 4,337 % | 3,553 % | 3,518 % |
| 114 | 3,164 % | 3,468 % | 3,162 % | 4,338 % | 3,556 % | 3,521 % |
| 115 | 3,170 % | 3,472 % | 3,168 % | 4,340 % | 3,559 % | 3,524 % |
| 116 | 3,177 % | 3,475 % | 3,174 % | 4,341 % | 3,562 % | 3,527 % |
| 117 | 3,183 % | 3,479 % | 3,181 % | 4,343 % | 3,565 % | 3,531 % |
| 118 | 3,189 % | 3,482 % | 3,187 % | 4,344 % | 3,567 % | 3,534 % |
| 119 | 3,195 % | 3,486 % | 3,193 % | 4,345 % | 3,570 % | 3,537 % |
| 120 | 3,201 % | 3,489 % | 3,199 % | 4,347 % | 3,573 % | 3,540 % |
| 121 | 3,206 % | 3,493 % | 3,204 % | 4,348 % | 3,576 % | 3,543 % |
| 122 | 3,212 % | 3,496 % | 3,210 % | 4,349 % | 3,578 % | 3,546 % |
| 123 | 3,218 % | 3,499 % | 3,216 % | 4,350 % | 3,581 % | 3,549 % |
| 124 | 3,223 % | 3,503 % | 3,221 % | 4,351 % | 3,583 % | 3,551 % |
| 125 | 3,229 % | 3,506 % | 3,227 % | 4,353 % | 3,586 % | 3,554 % |
| 126 | 3,234 % | 3,509 % | 3,232 % | 4,354 % | 3,588 % | 3,557 % |
| 127 | 3,239 % | 3,512 % | 3,237 % | 4,355 % | 3,591 % | 3,560 % |
| 128 | 3,244 % | 3,515 % | 3,242 % | 4,356 % | 3,593 % | 3,562 % |
| 129 | 3,249 % | 3,518 % | 3,247 % | 4,357 % | 3,596 % | 3,565 % |
| 130 | 3,254 % | 3,521 % | 3,252 % | 4,358 % | 3,598 % | 3,567 % |
| 131 | 3,259 % | 3,524 % | 3,257 % | 4,359 % | 3,600 % | 3,570 % |
| 132 | 3,264 % | 3,527 % | 3,262 % | 4,360 % | 3,603 % | 3,572 % |
| 133 | 3,269 % | 3,529 % | 3,267 % | 4,362 % | 3,605 % | 3,575 % |
| 134 | 3,274 % | 3,532 % | 3,272 % | 4,363 % | 3,607 % | 3,577 % |
| 135 | 3,278 % | 3,535 % | 3,276 % | 4,364 % | 3,609 % | 3,580 % |
| 136 | 3,283 % | 3,538 % | 3,281 % | 4,365 % | 3,611 % | 3,582 % |
| 137 | 3,287 % | 3,540 % | 3,285 % | 4,366 % | 3,613 % | 3,584 % |
| 138 | 3,292 % | 3,543 % | 3,290 % | 4,367 % | 3,616 % | 3,587 % |
| 139 | 3,296 % | 3,545 % | 3,294 % | 4,368 % | 3,618 % | 3,589 % |
| 140 | 3,300 % | 3,548 % | 3,298 % | 4,368 % | 3,620 % | 3,591 % |
| 141 | 3,305 % | 3,550 % | 3,303 % | 4,369 % | 3,622 % | 3,593 % |
| 142 | 3,309 % | 3,553 % | 3,307 % | 4,370 % | 3,624 % | 3,596 % |
| 143 | 3,313 % | 3,555 % | 3,311 % | 4,371 % | 3,625 % | 3,598 % |
| 144 | 3,317 % | 3,558 % | 3,315 % | 4,372 % | 3,627 % | 3,600 % |
| 145 | 3,321 % | 3,560 % | 3,319 % | 4,373 % | 3,629 % | 3,602 % |
| 146 | 3,325 % | 3,562 % | 3,323 % | 4,374 % | 3,631 % | 3,604 % |
| 147 | 3,329 % | 3,565 % | 3,327 % | 4,375 % | 3,633 % | 3,606 % |
| 148 | 3,333 % | 3,567 % | 3,331 % | 4,376 % | 3,635 % | 3,608 % |
| 149 | 3,336 % | 3,569 % | 3,335 % | 4,376 % | 3,637 % | 3,610 % |
| 150 | 3,340 % | 3,571 % | 3,338 % | 4,377 % | 3,638 % | 3,612 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,462 %

2,022 %

– 0,472 %

0,286 %

– 0,176 %

– 0,045 %

2

– 0,483 %

1,853 %

– 0,493 %

0,659 %

– 0,181 %

0,044 %

3

– 0,455 %

1,719 %

– 0,465 %

0,785 %

– 0,148 %

0,074 %

4

– 0,403 %

1,626 %

– 0,413 %

1,173 %

– 0,088 %

0,105 %

5

– 0,335 %

1,565 %

– 0,345 %

1,455 %

– 0,000 %

0,302 %

6

– 0,256 %

1,523 %

– 0,266 %

1,760 %

0,090 %

0,559 %

7

– 0,174 %

1,499 %

– 0,184 %

2,025 %

0,186 %

0,794 %

8

– 0,089 %

1,486 %

– 0,099 %

2,224 %

0,278 %

0,969 %

9

– 0,005 %

1,488 %

– 0,015 %

2,379 %

0,364 %

1,084 %

10

0,078 %

1,501 %

0,068 %

2,504 %

0,449 %

1,188 %

11

0,153 %

1,523 %

0,143 %

2,631 %

0,602 %

1,290 %

12

0,224 %

1,547 %

0,214 %

2,762 %

0,790 %

1,389 %

13

0,292 %

1,569 %

0,282 %

2,889 %

0,982 %

1,484 %

14

0,353 %

1,592 %

0,342 %

3,008 %

1,163 %

1,575 %

15

0,400 %

1,622 %

0,390 %

3,116 %

1,330 %

1,662 %

16

0,433 %

1,662 %

0,423 %

3,210 %

1,482 %

1,744 %

17

0,461 %

1,707 %

0,450 %

3,293 %

1,619 %

1,822 %

18

0,489 %

1,758 %

0,479 %

3,367 %

1,742 %

1,896 %

19

0,524 %

1,810 %

0,513 %

3,432 %

1,853 %

1,966 %

20

0,568 %

1,864 %

0,558 %

3,491 %

1,954 %

2,033 %

21

0,624 %

1,918 %

0,614 %

3,544 %

2,045 %

2,096 %

22

0,688 %

1,972 %

0,678 %

3,592 %

2,129 %

2,155 %

23

0,758 %

2,025 %

0,748 %

3,635 %

2,205 %

2,211 %

24

0,830 %

2,076 %

0,821 %

3,674 %

2,275 %

2,265 %

25

0,904 %

2,127 %

0,895 %

3,711 %

2,339 %

2,316 %

26

0,979 %

2,175 %

0,970 %

3,744 %

2,399 %

2,364 %

27

1,053 %

2,223 %

1,044 %

3,774 %

2,454 %

2,410 %

28

1,126 %

2,268 %

1,117 %

3,803 %

2,505 %

2,453 %

29

1,197 %

2,312 %

1,188 %

3,829 %

2,553 %

2,495 %

30

1,266 %

2,354 %

1,258 %

3,853 %

2,598 %

2,534 %

31

1,334 %

2,395 %

1,326 %

3,876 %

2,640 %

2,572 %

32

1,399 %

2,434 %

1,391 %

3,897 %

2,679 %

2,608 %

33

1,462 %

2,471 %

1,455 %

3,917 %

2,716 %

2,642 %

34

1,523 %

2,507 %

1,516 %

3,936 %

2,750 %

2,674 %

35

1,582 %

2,541 %

1,575 %

3,953 %

2,783 %

2,706 %

36

1,638 %

2,575 %

1,631 %

3,969 %

2,814 %

2,735 %

37

1,692 %

2,606 %

1,686 %

3,985 %

2,843 %

2,764 %

38

1,745 %

2,637 %

1,738 %

3,999 %

2,871 %

2,791 %

39

1,795 %

2,666 %

1,788 %

4,013 %

2,897 %

2,817 %

40

1,843 %

2,694 %

1,837 %

4,026 %

2,922 %

2,842 %

41

1,890 %

2,721 %

1,883 %

4,038 %

2,946 %

2,866 %

42

1,934 %

2,747 %

1,928 %

4,050 %

2,968 %

2,889 %

43

1,977 %

2,772 %

1,971 %

4,061 %

2,990 %

2,911 %

44

2,018 %

2,796 %

2,013 %

4,072 %

3,010 %

2,932 %

45

2,058 %

2,819 %

2,052 %

4,082 %

3,030 %

2,952 %

46

2,096 %

2,842 %

2,091 %

4,091 %

3,049 %

2,972 %

47

2,133 %

2,863 %

2,128 %

4,101 %

3,067 %

2,991 %

48

2,168 %

2,884 %

2,163 %

4,109 %

3,084 %

3,009 %

49

2,203 %

2,904 %

2,197 %

4,118 %

3,101 %

3,026 %

50

2,235 %

2,923 %

2,230 %

4,126 %

3,117 %

3,043 %

51

2,267 %

2,941 %

2,262 %

4,133 %

3,132 %

3,059 %

52

2,298 %

2,959 %

2,293 %

4,141 %

3,147 %

3,075 %

53

2,327 %

2,976 %

2,322 %

4,148 %

3,161 %

3,090 %

54

2,356 %

2,993 %

2,351 %

4,155 %

3,175 %

3,105 %

55

2,383 %

3,009 %

2,378 %

4,161 %

3,188 %

3,119 %

56

2,410 %

3,025 %

2,405 %

4,167 %

3,200 %

3,132 %

57

2,435 %

3,040 %

2,431 %

4,174 %

3,213 %

3,146 %

58

2,460 %

3,054 %

2,456 %

4,179 %

3,224 %

3,158 %

59

2,484 %

3,068 %

2,480 %

4,185 %

3,236 %

3,171 %

60

2,507 %

3,082 %

2,503 %

4,190 %

3,247 %

3,183 %

61

2,530 %

3,095 %

2,526 %

4,196 %

3,258 %

3,194 %

62

2,552 %

3,108 %

2,548 %

4,201 %

3,268 %

3,205 %

63

2,573 %

3,120 %

2,569 %

4,206 %

3,278 %

3,216 %

64

2,593 %

3,132 %

2,589 %

4,210 %

3,288 %

3,227 %

65

2,613 %

3,144 %

2,609 %

4,215 %

3,297 %

3,237 %

66

2,633 %

3,155 %

2,629 %

4,219 %

3,306 %

3,247 %

67

2,651 %

3,166 %

2,648 %

4,224 %

3,315 %

3,257 %

68

2,670 %

3,177 %

2,666 %

4,228 %

3,323 %

3,266 %

69

2,687 %

3,187 %

2,684 %

4,232 %

3,332 %

3,275 %

70

2,704 %

3,197 %

2,701 %

4,236 %

3,340 %

3,284 %

71

2,721 %

3,207 %

2,718 %

4,239 %

3,348 %

3,292 %

72

2,737 %

3,217 %

2,734 %

4,243 %

3,355 %

3,301 %

73

2,753 %

3,226 %

2,750 %

4,247 %

3,363 %

3,309 %

74

2,769 %

3,235 %

2,765 %

4,250 %

3,370 %

3,317 %

75

2,784 %

3,244 %

2,780 %

4,254 %

3,377 %

3,325 %

76

2,798 %

3,253 %

2,795 %

4,257 %

3,384 %

3,332 %

77

2,812 %

3,261 %

2,809 %

4,260 %

3,391 %

3,339 %

78

2,826 %

3,269 %

2,823 %

4,263 %

3,397 %

3,347 %

79

2,840 %

3,277 %

2,836 %

4,266 %

3,404 %

3,354 %

80

2,853 %

3,285 %

2,850 %

4,269 %

3,410 %

3,360 %

81

2,866 %

3,292 %

2,863 %

4,272 %

3,416 %

3,367 %

82

2,878 %

3,300 %

2,875 %

4,275 %

3,422 %

3,373 %

83

2,891 %

3,307 %

2,887 %

4,278 %

3,427 %

3,380 %

84

2,902 %

3,314 %

2,899 %

4,280 %

3,433 %

3,386 %

85

2,914 %

3,321 %

2,911 %

4,283 %

3,439 %

3,392 %

86

2,926 %

3,328 %

2,923 %

4,286 %

3,444 %

3,398 %

87

2,937 %

3,334 %

2,934 %

4,288 %

3,449 %

3,404 %

88

2,948 %

3,340 %

2,945 %

4,290 %

3,454 %

3,409 %

89

2,958 %

3,347 %

2,955 %

4,293 %

3,459 %

3,415 %

90

2,969 %

3,353 %

2,966 %

4,295 %

3,464 %

3,420 %

91

2,979 %

3,359 %

2,976 %

4,297 %

3,469 %

3,425 %

92

2,989 %

3,365 %

2,986 %

4,300 %

3,474 %

3,430 %

93

2,999 %

3,370 %

2,996 %

4,302 %

3,478 %

3,436 %

94

3,008 %

3,376 %

3,005 %

4,304 %

3,483 %

3,440 %

95

3,017 %

3,382 %

3,015 %

4,306 %

3,487 %

3,445 %

96

3,027 %

3,387 %

3,024 %

4,308 %

3,491 %

3,450 %

97

3,036 %

3,392 %

3,033 %

4,310 %

3,496 %

3,455 %

98

3,044 %

3,397 %

3,042 %

4,312 %

3,500 %

3,459 %

99

3,053 %

3,402 %

3,050 %

4,314 %

3,504 %

3,464 %

100

3,061 %

3,407 %

3,059 %

4,316 %

3,508 %

3,468 %

101

3,070 %

3,412 %

3,067 %

4,318 %

3,512 %

3,472 %

102

3,078 %

3,417 %

3,075 %

4,319 %

3,515 %

3,476 %

103

3,086 %

3,422 %

3,083 %

4,321 %

3,519 %

3,480 %

104

3,094 %

3,426 %

3,091 %

4,323 %

3,523 %

3,485 %

105

3,101 %

3,431 %

3,099 %

4,325 %

3,526 %

3,488 %

106

3,109 %

3,435 %

3,106 %

4,326 %

3,530 %

3,492 %

107

3,116 %

3,440 %

3,114 %

4,328 %

3,533 %

3,496 %

108

3,123 %

3,444 %

3,121 %

4,329 %

3,537 %

3,500 %

109

3,130 %

3,448 %

3,128 %

4,331 %

3,540 %

3,504 %

110

3,137 %

3,452 %

3,135 %

4,333 %

3,543 %

3,507 %

111

3,144 %

3,456 %

3,142 %

4,334 %

3,546 %

3,511 %

112

3,151 %

3,460 %

3,149 %

4,336 %

3,550 %

3,514 %

113

3,158 %

3,464 %

3,155 %

4,337 %

3,553 %

3,518 %

114

3,164 %

3,468 %

3,162 %

4,338 %

3,556 %

3,521 %

115

3,170 %

3,472 %

3,168 %

4,340 %

3,559 %

3,524 %

116

3,177 %

3,475 %

3,174 %

4,341 %

3,562 %

3,527 %

117

3,183 %

3,479 %

3,181 %

4,343 %

3,565 %

3,531 %

118

3,189 %

3,482 %

3,187 %

4,344 %

3,567 %

3,534 %

119

3,195 %

3,486 %

3,193 %

4,345 %

3,570 %

3,537 %

120

3,201 %

3,489 %

3,199 %

4,347 %

3,573 %

3,540 %

121

3,206 %

3,493 %

3,204 %

4,348 %

3,576 %

3,543 %

122

3,212 %

3,496 %

3,210 %

4,349 %

3,578 %

3,546 %

123

3,218 %

3,499 %

3,216 %

4,350 %

3,581 %

3,549 %

124

3,223 %

3,503 %

3,221 %

4,351 %

3,583 %

3,551 %

125

3,229 %

3,506 %

3,227 %

4,353 %

3,586 %

3,554 %

126

3,234 %

3,509 %

3,232 %

4,354 %

3,588 %

3,557 %

127

3,239 %

3,512 %

3,237 %

4,355 %

3,591 %

3,560 %

128

3,244 %

3,515 %

3,242 %

4,356 %

3,593 %

3,562 %

129

3,249 %

3,518 %

3,247 %

4,357 %

3,596 %

3,565 %

130

3,254 %

3,521 %

3,252 %

4,358 %

3,598 %

3,567 %

131

3,259 %

3,524 %

3,257 %

4,359 %

3,600 %

3,570 %

132

3,264 %

3,527 %

3,262 %

4,360 %

3,603 %

3,572 %

133

3,269 %

3,529 %

3,267 %

4,362 %

3,605 %

3,575 %

134

3,274 %

3,532 %

3,272 %

4,363 %

3,607 %

3,577 %

135

3,278 %

3,535 %

3,276 %

4,364 %

3,609 %

3,580 %

136

3,283 %

3,538 %

3,281 %

4,365 %

3,611 %

3,582 %

137

3,287 %

3,540 %

3,285 %

4,366 %

3,613 %

3,584 %

138

3,292 %

3,543 %

3,290 %

4,367 %

3,616 %

3,587 %

139

3,296 %

3,545 %

3,294 %

4,368 %

3,618 %

3,589 %

140

3,300 %

3,548 %

3,298 %

4,368 %

3,620 %

3,591 %

141

3,305 %

3,550 %

3,303 %

4,369 %

3,622 %

3,593 %

142

3,309 %

3,553 %

3,307 %

4,370 %

3,624 %

3,596 %

143

3,313 %

3,555 %

3,311 %

4,371 %

3,625 %

3,598 %

144

3,317 %

3,558 %

3,315 %

4,372 %

3,627 %

3,600 %

145

3,321 %

3,560 %

3,319 %

4,373 %

3,629 %

3,602 %

146

3,325 %

3,562 %

3,323 %

4,374 %

3,631 %

3,604 %

147

3,329 %

3,565 %

3,327 %

4,375 %

3,633 %

3,606 %

148

3,333 %

3,567 %

3,331 %

4,376 %

3,635 %

3,608 %

149

3,336 %

3,569 %

3,335 %

4,376 %

3,637 %

3,610 %

150

3,340 %

3,571 %

3,338 %

4,377 %

3,638 %

3,612 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,512 % | 0,744 % | 3,063 % | 1,277 % | 3,696 % | 1,613 % |
| 2 | – 0,533 % | 0,727 % | 3,435 % | 1,496 % | 3,680 % | 1,688 % |
| 3 | – 0,505 % | 0,738 % | 3,716 % | 1,637 % | 3,660 % | 1,655 % |
| 4 | – 0,453 % | 0,762 % | 3,939 % | 1,781 % | 3,655 % | 1,642 % |
| 5 | – 0,385 % | 0,793 % | 4,106 % | 1,902 % | 3,663 % | 1,650 % |
| 6 | – 0,306 % | 0,822 % | 4,239 % | 2,021 % | 3,680 % | 1,663 % |
| 7 | – 0,224 % | 0,851 % | 4,355 % | 2,143 % | 3,704 % | 1,679 % |
| 8 | – 0,140 % | 0,882 % | 4,455 % | 2,237 % | 3,727 % | 1,697 % |
| 9 | – 0,056 % | 0,912 % | 4,543 % | 2,287 % | 3,746 % | 1,724 % |
| 10 | 0,027 % | 0,942 % | 4,656 % | 2,308 % | 3,761 % | 1,750 % |
| 11 | 0,103 % | 0,969 % | 4,747 % | 2,332 % | 3,774 % | 1,788 % |
| 12 | 0,173 % | 0,998 % | 4,810 % | 2,364 % | 3,784 % | 1,835 % |
| 13 | 0,241 % | 1,021 % | 4,852 % | 2,400 % | 3,793 % | 1,888 % |
| 14 | 0,302 % | 1,042 % | 4,879 % | 2,438 % | 3,801 % | 1,943 % |
| 15 | 0,349 % | 1,062 % | 4,894 % | 2,478 % | 3,807 % | 2,000 % |
| 16 | 0,382 % | 1,076 % | 4,901 % | 2,517 % | 3,813 % | 2,057 % |
| 17 | 0,409 % | 1,090 % | 4,901 % | 2,557 % | 3,818 % | 2,113 % |
| 18 | 0,437 % | 1,102 % | 4,895 % | 2,596 % | 3,822 % | 2,167 % |
| 19 | 0,472 % | 1,112 % | 4,886 % | 2,634 % | 3,826 % | 2,221 % |
| 20 | 0,516 % | 1,121 % | 4,874 % | 2,671 % | 3,830 % | 2,272 % |
| 21 | 0,573 % | 1,127 % | 4,859 % | 2,707 % | 3,833 % | 2,322 % |
| 22 | 0,638 % | 1,131 % | 4,843 % | 2,742 % | 3,836 % | 2,370 % |
| 23 | 0,709 % | 1,134 % | 4,826 % | 2,775 % | 3,839 % | 2,416 % |
| 24 | 0,782 % | 1,136 % | 4,808 % | 2,808 % | 3,842 % | 2,460 % |
| 25 | 0,858 % | 1,138 % | 4,789 % | 2,838 % | 3,844 % | 2,502 % |
| 26 | 0,933 % | 1,139 % | 4,770 % | 2,868 % | 3,846 % | 2,543 % |
| 27 | 1,008 % | 1,141 % | 4,752 % | 2,897 % | 3,848 % | 2,581 % |
| 28 | 1,082 % | 1,142 % | 4,733 % | 2,924 % | 3,850 % | 2,618 % |
| 29 | 1,155 % | 1,142 % | 4,714 % | 2,950 % | 3,852 % | 2,654 % |
| 30 | 1,226 % | 1,142 % | 4,696 % | 2,975 % | 3,853 % | 2,687 % |
| 31 | 1,294 % | 1,141 % | 4,678 % | 2,999 % | 3,855 % | 2,720 % |
| 32 | 1,360 % | 1,139 % | 4,660 % | 3,022 % | 3,856 % | 2,751 % |
| 33 | 1,425 % | 1,137 % | 4,643 % | 3,044 % | 3,857 % | 2,780 % |
| 34 | 1,486 % | 1,137 % | 4,626 % | 3,066 % | 3,859 % | 2,809 % |
| 35 | 1,546 % | 1,137 % | 4,610 % | 3,086 % | 3,860 % | 2,836 % |
| 36 | 1,603 % | 1,138 % | 4,594 % | 3,105 % | 3,861 % | 2,862 % |
| 37 | 1,659 % | 1,139 % | 4,579 % | 3,124 % | 3,862 % | 2,887 % |
| 38 | 1,712 % | 1,139 % | 4,564 % | 3,142 % | 3,863 % | 2,911 % |
| 39 | 1,763 % | 1,137 % | 4,549 % | 3,159 % | 3,864 % | 2,934 % |
| 40 | 1,812 % | 1,132 % | 4,535 % | 3,176 % | 3,865 % | 2,956 % |
| 41 | 1,859 % | 1,124 % | 4,522 % | 3,192 % | 3,866 % | 2,977 % |
| 42 | 1,904 % | 1,114 % | 4,509 % | 3,207 % | 3,866 % | 2,997 % |
| 43 | 1,948 % | 1,105 % | 4,496 % | 3,222 % | 3,867 % | 3,017 % |
| 44 | 1,990 % | 1,097 % | 4,484 % | 3,236 % | 3,868 % | 3,035 % |
| 45 | 2,030 % | 1,091 % | 4,472 % | 3,250 % | 3,869 % | 3,053 % |
| 46 | 2,069 % | 1,089 % | 4,461 % | 3,263 % | 3,869 % | 3,071 % |
| 47 | 2,106 % | 1,090 % | 4,450 % | 3,276 % | 3,870 % | 3,088 % |
| 48 | 2,142 % | 1,095 % | 4,439 % | 3,288 % | 3,871 % | 3,104 % |
| 49 | 2,177 % | 1,104 % | 4,429 % | 3,300 % | 3,871 % | 3,119 % |
| 50 | 2,210 % | 1,118 % | 4,419 % | 3,311 % | 3,872 % | 3,134 % |
| 51 | 2,242 % | 1,137 % | 4,409 % | 3,322 % | 3,872 % | 3,149 % |
| 52 | 2,273 % | 1,160 % | 4,400 % | 3,333 % | 3,873 % | 3,163 % |
| 53 | 2,303 % | 1,185 % | 4,391 % | 3,343 % | 3,873 % | 3,176 % |
| 54 | 2,332 % | 1,213 % | 4,382 % | 3,353 % | 3,874 % | 3,189 % |
| 55 | 2,360 % | 1,243 % | 4,374 % | 3,363 % | 3,874 % | 3,202 % |
| 56 | 2,387 % | 1,274 % | 4,365 % | 3,372 % | 3,875 % | 3,214 % |
| 57 | 2,413 % | 1,306 % | 4,358 % | 3,381 % | 3,875 % | 3,225 % |
| 58 | 2,438 % | 1,339 % | 4,350 % | 3,390 % | 3,876 % | 3,237 % |
| 59 | 2,463 % | 1,371 % | 4,342 % | 3,398 % | 3,876 % | 3,248 % |
| 60 | 2,486 % | 1,404 % | 4,335 % | 3,406 % | 3,876 % | 3,258 % |
| 61 | 2,509 % | 1,437 % | 4,328 % | 3,414 % | 3,877 % | 3,269 % |
| 62 | 2,531 % | 1,470 % | 4,321 % | 3,422 % | 3,877 % | 3,279 % |
| 63 | 2,553 % | 1,503 % | 4,315 % | 3,429 % | 3,878 % | 3,288 % |
| 64 | 2,573 % | 1,535 % | 4,309 % | 3,437 % | 3,878 % | 3,298 % |
| 65 | 2,594 % | 1,567 % | 4,302 % | 3,444 % | 3,878 % | 3,307 % |
| 66 | 2,613 % | 1,598 % | 4,296 % | 3,450 % | 3,879 % | 3,316 % |
| 67 | 2,632 % | 1,629 % | 4,290 % | 3,457 % | 3,879 % | 3,325 % |
| 68 | 2,651 % | 1,659 % | 4,285 % | 3,464 % | 3,879 % | 3,333 % |
| 69 | 2,669 % | 1,689 % | 4,279 % | 3,470 % | 3,879 % | 3,341 % |
| 70 | 2,686 % | 1,718 % | 4,274 % | 3,476 % | 3,880 % | 3,349 % |
| 71 | 2,703 % | 1,747 % | 4,269 % | 3,482 % | 3,880 % | 3,357 % |
| 72 | 2,720 % | 1,775 % | 4,264 % | 3,487 % | 3,880 % | 3,364 % |
| 73 | 2,736 % | 1,803 % | 4,259 % | 3,493 % | 3,881 % | 3,371 % |
| 74 | 2,751 % | 1,830 % | 4,254 % | 3,499 % | 3,881 % | 3,378 % |
| 75 | 2,767 % | 1,856 % | 4,249 % | 3,504 % | 3,881 % | 3,385 % |
| 76 | 2,781 % | 1,882 % | 4,245 % | 3,509 % | 3,881 % | 3,392 % |
| 77 | 2,796 % | 1,907 % | 4,240 % | 3,514 % | 3,882 % | 3,399 % |
| 78 | 2,810 % | 1,932 % | 4,236 % | 3,519 % | 3,882 % | 3,405 % |
| 79 | 2,824 % | 1,956 % | 4,231 % | 3,524 % | 3,882 % | 3,411 % |
| 80 | 2,837 % | 1,979 % | 4,227 % | 3,528 % | 3,882 % | 3,417 % |
| 81 | 2,850 % | 2,002 % | 4,223 % | 3,533 % | 3,883 % | 3,423 % |
| 82 | 2,863 % | 2,025 % | 4,219 % | 3,537 % | 3,883 % | 3,429 % |
| 83 | 2,875 % | 2,047 % | 4,216 % | 3,542 % | 3,883 % | 3,435 % |
| 84 | 2,887 % | 2,069 % | 4,212 % | 3,546 % | 3,883 % | 3,440 % |
| 85 | 2,899 % | 2,090 % | 4,208 % | 3,550 % | 3,883 % | 3,446 % |
| 86 | 2,911 % | 2,110 % | 4,205 % | 3,554 % | 3,884 % | 3,451 % |
| 87 | 2,922 % | 2,131 % | 4,201 % | 3,558 % | 3,884 % | 3,456 % |
| 88 | 2,933 % | 2,150 % | 4,198 % | 3,562 % | 3,884 % | 3,461 % |
| 89 | 2,944 % | 2,170 % | 4,194 % | 3,566 % | 3,884 % | 3,466 % |
| 90 | 2,954 % | 2,189 % | 4,191 % | 3,570 % | 3,884 % | 3,471 % |
| 91 | 2,965 % | 2,207 % | 4,188 % | 3,573 % | 3,884 % | 3,475 % |
| 92 | 2,975 % | 2,225 % | 4,185 % | 3,577 % | 3,885 % | 3,480 % |
| 93 | 2,985 % | 2,243 % | 4,182 % | 3,580 % | 3,885 % | 3,485 % |
| 94 | 2,995 % | 2,261 % | 4,179 % | 3,584 % | 3,885 % | 3,489 % |
| 95 | 3,004 % | 2,278 % | 4,176 % | 3,587 % | 3,885 % | 3,493 % |
| 96 | 3,013 % | 2,294 % | 4,173 % | 3,590 % | 3,885 % | 3,498 % |
| 97 | 3,022 % | 2,311 % | 4,170 % | 3,593 % | 3,885 % | 3,502 % |
| 98 | 3,031 % | 2,327 % | 4,167 % | 3,596 % | 3,886 % | 3,506 % |
| 99 | 3,040 % | 2,343 % | 4,165 % | 3,600 % | 3,886 % | 3,510 % |
| 100 | 3,049 % | 2,358 % | 4,162 % | 3,602 % | 3,886 % | 3,514 % |
| 101 | 3,057 % | 2,373 % | 4,159 % | 3,605 % | 3,886 % | 3,517 % |
| 102 | 3,065 % | 2,388 % | 4,157 % | 3,608 % | 3,886 % | 3,521 % |
| 103 | 3,073 % | 2,402 % | 4,154 % | 3,611 % | 3,886 % | 3,525 % |
| 104 | 3,081 % | 2,417 % | 4,152 % | 3,614 % | 3,886 % | 3,528 % |
| 105 | 3,089 % | 2,431 % | 4,149 % | 3,617 % | 3,887 % | 3,532 % |
| 106 | 3,097 % | 2,444 % | 4,147 % | 3,619 % | 3,887 % | 3,535 % |
| 107 | 3,104 % | 2,458 % | 4,145 % | 3,622 % | 3,887 % | 3,539 % |
| 108 | 3,111 % | 2,471 % | 4,142 % | 3,624 % | 3,887 % | 3,542 % |
| 109 | 3,119 % | 2,484 % | 4,140 % | 3,627 % | 3,887 % | 3,545 % |
| 110 | 3,126 % | 2,497 % | 4,138 % | 3,629 % | 3,887 % | 3,549 % |
| 111 | 3,133 % | 2,510 % | 4,136 % | 3,632 % | 3,887 % | 3,552 % |
| 112 | 3,139 % | 2,522 % | 4,134 % | 3,634 % | 3,887 % | 3,555 % |
| 113 | 3,146 % | 2,534 % | 4,132 % | 3,637 % | 3,887 % | 3,558 % |
| 114 | 3,153 % | 2,546 % | 4,130 % | 3,639 % | 3,888 % | 3,561 % |
| 115 | 3,159 % | 2,558 % | 4,128 % | 3,641 % | 3,888 % | 3,564 % |
| 116 | 3,166 % | 2,569 % | 4,126 % | 3,643 % | 3,888 % | 3,567 % |
| 117 | 3,172 % | 2,580 % | 4,124 % | 3,646 % | 3,888 % | 3,570 % |
| 118 | 3,178 % | 2,592 % | 4,122 % | 3,648 % | 3,888 % | 3,572 % |
| 119 | 3,184 % | 2,602 % | 4,120 % | 3,650 % | 3,888 % | 3,575 % |
| 120 | 3,190 % | 2,613 % | 4,118 % | 3,652 % | 3,888 % | 3,578 % |
| 121 | 3,196 % | 2,624 % | 4,116 % | 3,654 % | 3,888 % | 3,581 % |
| 122 | 3,202 % | 2,634 % | 4,115 % | 3,656 % | 3,888 % | 3,583 % |
| 123 | 3,207 % | 2,644 % | 4,113 % | 3,658 % | 3,888 % | 3,586 % |
| 124 | 3,213 % | 2,654 % | 4,111 % | 3,660 % | 3,889 % | 3,588 % |
| 125 | 3,218 % | 2,664 % | 4,109 % | 3,662 % | 3,889 % | 3,591 % |
| 126 | 3,224 % | 2,674 % | 4,108 % | 3,664 % | 3,889 % | 3,593 % |
| 127 | 3,229 % | 2,684 % | 4,106 % | 3,666 % | 3,889 % | 3,596 % |
| 128 | 3,234 % | 2,693 % | 4,105 % | 3,667 % | 3,889 % | 3,598 % |
| 129 | 3,239 % | 2,702 % | 4,103 % | 3,669 % | 3,889 % | 3,600 % |
| 130 | 3,244 % | 2,712 % | 4,101 % | 3,671 % | 3,889 % | 3,603 % |
| 131 | 3,249 % | 2,721 % | 4,100 % | 3,673 % | 3,889 % | 3,605 % |
| 132 | 3,254 % | 2,729 % | 4,098 % | 3,675 % | 3,889 % | 3,607 % |
| 133 | 3,259 % | 2,738 % | 4,097 % | 3,676 % | 3,889 % | 3,609 % |
| 134 | 3,264 % | 2,747 % | 4,095 % | 3,678 % | 3,889 % | 3,611 % |
| 135 | 3,269 % | 2,755 % | 4,094 % | 3,680 % | 3,889 % | 3,614 % |
| 136 | 3,273 % | 2,764 % | 4,093 % | 3,681 % | 3,890 % | 3,616 % |
| 137 | 3,278 % | 2,772 % | 4,091 % | 3,683 % | 3,890 % | 3,618 % |
| 138 | 3,282 % | 2,780 % | 4,090 % | 3,684 % | 3,890 % | 3,620 % |
| 139 | 3,287 % | 2,788 % | 4,088 % | 3,686 % | 3,890 % | 3,622 % |
| 140 | 3,291 % | 2,796 % | 4,087 % | 3,687 % | 3,890 % | 3,624 % |
| 141 | 3,295 % | 2,804 % | 4,086 % | 3,689 % | 3,890 % | 3,626 % |
| 142 | 3,300 % | 2,811 % | 4,084 % | 3,690 % | 3,890 % | 3,628 % |
| 143 | 3,304 % | 2,819 % | 4,083 % | 3,692 % | 3,890 % | 3,630 % |
| 144 | 3,308 % | 2,827 % | 4,082 % | 3,693 % | 3,890 % | 3,631 % |
| 145 | 3,312 % | 2,834 % | 4,081 % | 3,695 % | 3,890 % | 3,633 % |
| 146 | 3,316 % | 2,841 % | 4,079 % | 3,696 % | 3,890 % | 3,635 % |
| 147 | 3,320 % | 2,848 % | 4,078 % | 3,698 % | 3,890 % | 3,637 % |
| 148 | 3,324 % | 2,855 % | 4,077 % | 3,699 % | 3,890 % | 3,639 % |
| 149 | 3,328 % | 2,862 % | 4,076 % | 3,700 % | 3,890 % | 3,640 % |
| 150 | 3,332 % | 2,869 % | 4,075 % | 3,702 % | 3,891 % | 3,642 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,512 %

0,744 %

3,063 %

1,277 %

3,696 %

1,613 %

2

– 0,533 %

0,727 %

3,435 %

1,496 %

3,680 %

1,688 %

3

– 0,505 %

0,738 %

3,716 %

1,637 %

3,660 %

1,655 %

4

– 0,453 %

0,762 %

3,939 %

1,781 %

3,655 %

1,642 %

5

– 0,385 %

0,793 %

4,106 %

1,902 %

3,663 %

1,650 %

6

– 0,306 %

0,822 %

4,239 %

2,021 %

3,680 %

1,663 %

7

– 0,224 %

0,851 %

4,355 %

2,143 %

3,704 %

1,679 %

8

– 0,140 %

0,882 %

4,455 %

2,237 %

3,727 %

1,697 %

9

– 0,056 %

0,912 %

4,543 %

2,287 %

3,746 %

1,724 %

10

0,027 %

0,942 %

4,656 %

2,308 %

3,761 %

1,750 %

11

0,103 %

0,969 %

4,747 %

2,332 %

3,774 %

1,788 %

12

0,173 %

0,998 %

4,810 %

2,364 %

3,784 %

1,835 %

13

0,241 %

1,021 %

4,852 %

2,400 %

3,793 %

1,888 %

14

0,302 %

1,042 %

4,879 %

2,438 %

3,801 %

1,943 %

15

0,349 %

1,062 %

4,894 %

2,478 %

3,807 %

2,000 %

16

0,382 %

1,076 %

4,901 %

2,517 %

3,813 %

2,057 %

17

0,409 %

1,090 %

4,901 %

2,557 %

3,818 %

2,113 %

18

0,437 %

1,102 %

4,895 %

2,596 %

3,822 %

2,167 %

19

0,472 %

1,112 %

4,886 %

2,634 %

3,826 %

2,221 %

20

0,516 %

1,121 %

4,874 %

2,671 %

3,830 %

2,272 %

21

0,573 %

1,127 %

4,859 %

2,707 %

3,833 %

2,322 %

22

0,638 %

1,131 %

4,843 %

2,742 %

3,836 %

2,370 %

23

0,709 %

1,134 %

4,826 %

2,775 %

3,839 %

2,416 %

24

0,782 %

1,136 %

4,808 %

2,808 %

3,842 %

2,460 %

25

0,858 %

1,138 %

4,789 %

2,838 %

3,844 %

2,502 %

26

0,933 %

1,139 %

4,770 %

2,868 %

3,846 %

2,543 %

27

1,008 %

1,141 %

4,752 %

2,897 %

3,848 %

2,581 %

28

1,082 %

1,142 %

4,733 %

2,924 %

3,850 %

2,618 %

29

1,155 %

1,142 %

4,714 %

2,950 %

3,852 %

2,654 %

30

1,226 %

1,142 %

4,696 %

2,975 %

3,853 %

2,687 %

31

1,294 %

1,141 %

4,678 %

2,999 %

3,855 %

2,720 %

32

1,360 %

1,139 %

4,660 %

3,022 %

3,856 %

2,751 %

33

1,425 %

1,137 %

4,643 %

3,044 %

3,857 %

2,780 %

34

1,486 %

1,137 %

4,626 %

3,066 %

3,859 %

2,809 %

35

1,546 %

1,137 %

4,610 %

3,086 %

3,860 %

2,836 %

36

1,603 %

1,138 %

4,594 %

3,105 %

3,861 %

2,862 %

37

1,659 %

1,139 %

4,579 %

3,124 %

3,862 %

2,887 %

38

1,712 %

1,139 %

4,564 %

3,142 %

3,863 %

2,911 %

39

1,763 %

1,137 %

4,549 %

3,159 %

3,864 %

2,934 %

40

1,812 %

1,132 %

4,535 %

3,176 %

3,865 %

2,956 %

41

1,859 %

1,124 %

4,522 %

3,192 %

3,866 %

2,977 %

42

1,904 %

1,114 %

4,509 %

3,207 %

3,866 %

2,997 %

43

1,948 %

1,105 %

4,496 %

3,222 %

3,867 %

3,017 %

44

1,990 %

1,097 %

4,484 %

3,236 %

3,868 %

3,035 %

45

2,030 %

1,091 %

4,472 %

3,250 %

3,869 %

3,053 %

46

2,069 %

1,089 %

4,461 %

3,263 %

3,869 %

3,071 %

47

2,106 %

1,090 %

4,450 %

3,276 %

3,870 %

3,088 %

48

2,142 %

1,095 %

4,439 %

3,288 %

3,871 %

3,104 %

49

2,177 %

1,104 %

4,429 %

3,300 %

3,871 %

3,119 %

50

2,210 %

1,118 %

4,419 %

3,311 %

3,872 %

3,134 %

51

2,242 %

1,137 %

4,409 %

3,322 %

3,872 %

3,149 %

52

2,273 %

1,160 %

4,400 %

3,333 %

3,873 %

3,163 %

53

2,303 %

1,185 %

4,391 %

3,343 %

3,873 %

3,176 %

54

2,332 %

1,213 %

4,382 %

3,353 %

3,874 %

3,189 %

55

2,360 %

1,243 %

4,374 %

3,363 %

3,874 %

3,202 %

56

2,387 %

1,274 %

4,365 %

3,372 %

3,875 %

3,214 %

57

2,413 %

1,306 %

4,358 %

3,381 %

3,875 %

3,225 %

58

2,438 %

1,339 %

4,350 %

3,390 %

3,876 %

3,237 %

59

2,463 %

1,371 %

4,342 %

3,398 %

3,876 %

3,248 %

60

2,486 %

1,404 %

4,335 %

3,406 %

3,876 %

3,258 %

61

2,509 %

1,437 %

4,328 %

3,414 %

3,877 %

3,269 %

62

2,531 %

1,470 %

4,321 %

3,422 %

3,877 %

3,279 %

63

2,553 %

1,503 %

4,315 %

3,429 %

3,878 %

3,288 %

64

2,573 %

1,535 %

4,309 %

3,437 %

3,878 %

3,298 %

65

2,594 %

1,567 %

4,302 %

3,444 %

3,878 %

3,307 %

66

2,613 %

1,598 %

4,296 %

3,450 %

3,879 %

3,316 %

67

2,632 %

1,629 %

4,290 %

3,457 %

3,879 %

3,325 %

68

2,651 %

1,659 %

4,285 %

3,464 %

3,879 %

3,333 %

69

2,669 %

1,689 %

4,279 %

3,470 %

3,879 %

3,341 %

70

2,686 %

1,718 %

4,274 %

3,476 %

3,880 %

3,349 %

71

2,703 %

1,747 %

4,269 %

3,482 %

3,880 %

3,357 %

72

2,720 %

1,775 %

4,264 %

3,487 %

3,880 %

3,364 %

73

2,736 %

1,803 %

4,259 %

3,493 %

3,881 %

3,371 %

74

2,751 %

1,830 %

4,254 %

3,499 %

3,881 %

3,378 %

75

2,767 %

1,856 %

4,249 %

3,504 %

3,881 %

3,385 %

76

2,781 %

1,882 %

4,245 %

3,509 %

3,881 %

3,392 %

77

2,796 %

1,907 %

4,240 %

3,514 %

3,882 %

3,399 %

78

2,810 %

1,932 %

4,236 %

3,519 %

3,882 %

3,405 %

79

2,824 %

1,956 %

4,231 %

3,524 %

3,882 %

3,411 %

80

2,837 %

1,979 %

4,227 %

3,528 %

3,882 %

3,417 %

81

2,850 %

2,002 %

4,223 %

3,533 %

3,883 %

3,423 %

82

2,863 %

2,025 %

4,219 %

3,537 %

3,883 %

3,429 %

83

2,875 %

2,047 %

4,216 %

3,542 %

3,883 %

3,435 %

84

2,887 %

2,069 %

4,212 %

3,546 %

3,883 %

3,440 %

85

2,899 %

2,090 %

4,208 %

3,550 %

3,883 %

3,446 %

86

2,911 %

2,110 %

4,205 %

3,554 %

3,884 %

3,451 %

87

2,922 %

2,131 %

4,201 %

3,558 %

3,884 %

3,456 %

88

2,933 %

2,150 %

4,198 %

3,562 %

3,884 %

3,461 %

89

2,944 %

2,170 %

4,194 %

3,566 %

3,884 %

3,466 %

90

2,954 %

2,189 %

4,191 %

3,570 %

3,884 %

3,471 %

91

2,965 %

2,207 %

4,188 %

3,573 %

3,884 %

3,475 %

92

2,975 %

2,225 %

4,185 %

3,577 %

3,885 %

3,480 %

93

2,985 %

2,243 %

4,182 %

3,580 %

3,885 %

3,485 %

94

2,995 %

2,261 %

4,179 %

3,584 %

3,885 %

3,489 %

95

3,004 %

2,278 %

4,176 %

3,587 %

3,885 %

3,493 %

96

3,013 %

2,294 %

4,173 %

3,590 %

3,885 %

3,498 %

97

3,022 %

2,311 %

4,170 %

3,593 %

3,885 %

3,502 %

98

3,031 %

2,327 %

4,167 %

3,596 %

3,886 %

3,506 %

99

3,040 %

2,343 %

4,165 %

3,600 %

3,886 %

3,510 %

100

3,049 %

2,358 %

4,162 %

3,602 %

3,886 %

3,514 %

101

3,057 %

2,373 %

4,159 %

3,605 %

3,886 %

3,517 %

102

3,065 %

2,388 %

4,157 %

3,608 %

3,886 %

3,521 %

103

3,073 %

2,402 %

4,154 %

3,611 %

3,886 %

3,525 %

104

3,081 %

2,417 %

4,152 %

3,614 %

3,886 %

3,528 %

105

3,089 %

2,431 %

4,149 %

3,617 %

3,887 %

3,532 %

106

3,097 %

2,444 %

4,147 %

3,619 %

3,887 %

3,535 %

107

3,104 %

2,458 %

4,145 %

3,622 %

3,887 %

3,539 %

108

3,111 %

2,471 %

4,142 %

3,624 %

3,887 %

3,542 %

109

3,119 %

2,484 %

4,140 %

3,627 %

3,887 %

3,545 %

110

3,126 %

2,497 %

4,138 %

3,629 %

3,887 %

3,549 %

111

3,133 %

2,510 %

4,136 %

3,632 %

3,887 %

3,552 %

112

3,139 %

2,522 %

4,134 %

3,634 %

3,887 %

3,555 %

113

3,146 %

2,534 %

4,132 %

3,637 %

3,887 %

3,558 %

114

3,153 %

2,546 %

4,130 %

3,639 %

3,888 %

3,561 %

115

3,159 %

2,558 %

4,128 %

3,641 %

3,888 %

3,564 %

116

3,166 %

2,569 %

4,126 %

3,643 %

3,888 %

3,567 %

117

3,172 %

2,580 %

4,124 %

3,646 %

3,888 %

3,570 %

118

3,178 %

2,592 %

4,122 %

3,648 %

3,888 %

3,572 %

119

3,184 %

2,602 %

4,120 %

3,650 %

3,888 %

3,575 %

120

3,190 %

2,613 %

4,118 %

3,652 %

3,888 %

3,578 %

121

3,196 %

2,624 %

4,116 %

3,654 %

3,888 %

3,581 %

122

3,202 %

2,634 %

4,115 %

3,656 %

3,888 %

3,583 %

123

3,207 %

2,644 %

4,113 %

3,658 %

3,888 %

3,586 %

124

3,213 %

2,654 %

4,111 %

3,660 %

3,889 %

3,588 %

125

3,218 %

2,664 %

4,109 %

3,662 %

3,889 %

3,591 %

126

3,224 %

2,674 %

4,108 %

3,664 %

3,889 %

3,593 %

127

3,229 %

2,684 %

4,106 %

3,666 %

3,889 %

3,596 %

128

3,234 %

2,693 %

4,105 %

3,667 %

3,889 %

3,598 %

129

3,239 %

2,702 %

4,103 %

3,669 %

3,889 %

3,600 %

130

3,244 %

2,712 %

4,101 %

3,671 %

3,889 %

3,603 %

131

3,249 %

2,721 %

4,100 %

3,673 %

3,889 %

3,605 %

132

3,254 %

2,729 %

4,098 %

3,675 %

3,889 %

3,607 %

133

3,259 %

2,738 %

4,097 %

3,676 %

3,889 %

3,609 %

134

3,264 %

2,747 %

4,095 %

3,678 %

3,889 %

3,611 %

135

3,269 %

2,755 %

4,094 %

3,680 %

3,889 %

3,614 %

136

3,273 %

2,764 %

4,093 %

3,681 %

3,890 %

3,616 %

137

3,278 %

2,772 %

4,091 %

3,683 %

3,890 %

3,618 %

138

3,282 %

2,780 %

4,090 %

3,684 %

3,890 %

3,620 %

139

3,287 %

2,788 %

4,088 %

3,686 %

3,890 %

3,622 %

140

3,291 %

2,796 %

4,087 %

3,687 %

3,890 %

3,624 %

141

3,295 %

2,804 %

4,086 %

3,689 %

3,890 %

3,626 %

142

3,300 %

2,811 %

4,084 %

3,690 %

3,890 %

3,628 %

143

3,304 %

2,819 %

4,083 %

3,692 %

3,890 %

3,630 %

144

3,308 %

2,827 %

4,082 %

3,693 %

3,890 %

3,631 %

145

3,312 %

2,834 %

4,081 %

3,695 %

3,890 %

3,633 %

146

3,316 %

2,841 %

4,079 %

3,696 %

3,890 %

3,635 %

147

3,320 %

2,848 %

4,078 %

3,698 %

3,890 %

3,637 %

148

3,324 %

2,855 %

4,077 %

3,699 %

3,890 %

3,639 %

149

3,328 %

2,862 %

4,076 %

3,700 %

3,890 %

3,640 %

150

3,332 %

2,869 %

4,075 %

3,702 %

3,891 %

3,642 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,861 % | 0,841 % | 1,390 % | 1,728 % | 2,149 % | 3,954 % |
| 2 | – 0,891 % | 0,790 % | 1,405 % | 1,609 % | 2,136 % | 4,373 % |
| 3 | – 0,860 % | 0,797 % | 1,471 % | 1,560 % | 2,266 % | 4,556 % |
| 4 | – 0,803 % | 0,860 % | 1,528 % | 1,541 % | 2,433 % | 4,739 % |
| 5 | – 0,737 % | 0,925 % | 1,569 % | 1,540 % | 2,608 % | 4,850 % |
| 6 | – 0,655 % | 1,001 % | 1,621 % | 1,557 % | 2,747 % | 5,161 % |
| 7 | – 0,573 % | 1,084 % | 1,674 % | 1,582 % | 2,866 % | 5,370 % |
| 8 | – 0,481 % | 1,163 % | 1,717 % | 1,613 % | 2,981 % | 5,583 % |
| 9 | – 0,398 % | 1,236 % | 1,752 % | 1,646 % | 3,089 % | 5,761 % |
| 10 | – 0,329 % | 1,302 % | 1,779 % | 1,677 % | 3,184 % | 5,904 % |
| 11 | – 0,231 % | 1,365 % | 1,801 % | 1,726 % | 3,266 % | 6,004 % |
| 12 | – 0,180 % | 1,425 % | 1,822 % | 1,775 % | 3,337 % | 6,069 % |
| 13 | – 0,095 % | 1,482 % | 1,846 % | 1,812 % | 3,399 % | 6,108 % |
| 14 | – 0,036 % | 1,532 % | 1,876 % | 1,841 % | 3,454 % | 6,128 % |
| 15 | 0,013 % | 1,575 % | 1,911 % | 1,870 % | 3,504 % | 6,134 % |
| 16 | 0,055 % | 1,609 % | 1,952 % | 1,900 % | 3,548 % | 6,128 % |
| 17 | 0,090 % | 1,637 % | 1,996 % | 1,929 % | 3,589 % | 6,114 % |
| 18 | 0,117 % | 1,661 % | 2,043 % | 1,953 % | 3,626 % | 6,095 % |
| 19 | 0,137 % | 1,683 % | 2,091 % | 1,970 % | 3,660 % | 6,070 % |
| 20 | 0,149 % | 1,704 % | 2,139 % | 1,976 % | 3,692 % | 6,043 % |
| 21 | 0,156 % | 1,724 % | 2,187 % | 1,973 % | 3,721 % | 6,013 % |
| 22 | 0,160 % | 1,742 % | 2,235 % | 1,963 % | 3,748 % | 5,982 % |
| 23 | 0,167 % | 1,757 % | 2,281 % | 1,950 % | 3,774 % | 5,949 % |
| 24 | 0,180 % | 1,766 % | 2,326 % | 1,937 % | 3,798 % | 5,916 % |
| 25 | 0,201 % | 1,769 % | 2,370 % | 1,925 % | 3,820 % | 5,883 % |
| 26 | 0,231 % | 1,765 % | 2,412 % | 1,916 % | 3,841 % | 5,850 % |
| 27 | 0,268 % | 1,759 % | 2,452 % | 1,912 % | 3,861 % | 5,818 % |
| 28 | 0,311 % | 1,754 % | 2,492 % | 1,912 % | 3,879 % | 5,786 % |
| 29 | 0,357 % | 1,753 % | 2,529 % | 1,917 % | 3,897 % | 5,755 % |
| 30 | 0,405 % | 1,759 % | 2,566 % | 1,928 % | 3,914 % | 5,724 % |
| 31 | 0,455 % | 1,772 % | 2,601 % | 1,945 % | 3,930 % | 5,694 % |
| 32 | 0,505 % | 1,792 % | 2,634 % | 1,966 % | 3,945 % | 5,665 % |
| 33 | 0,556 % | 1,816 % | 2,666 % | 1,991 % | 3,959 % | 5,637 % |
| 34 | 0,606 % | 1,844 % | 2,697 % | 2,019 % | 3,973 % | 5,610 % |
| 35 | 0,655 % | 1,874 % | 2,727 % | 2,048 % | 3,986 % | 5,584 % |
| 36 | 0,704 % | 1,906 % | 2,755 % | 2,078 % | 3,999 % | 5,559 % |
| 37 | 0,752 % | 1,939 % | 2,783 % | 2,110 % | 4,011 % | 5,534 % |
| 38 | 0,798 % | 1,973 % | 2,809 % | 2,141 % | 4,022 % | 5,510 % |
| 39 | 0,843 % | 2,008 % | 2,834 % | 2,173 % | 4,033 % | 5,488 % |
| 40 | 0,887 % | 2,042 % | 2,858 % | 2,205 % | 4,043 % | 5,465 % |
| 41 | 0,930 % | 2,076 % | 2,882 % | 2,236 % | 4,053 % | 5,444 % |
| 42 | 0,971 % | 2,110 % | 2,904 % | 2,267 % | 4,063 % | 5,424 % |
| 43 | 1,011 % | 2,143 % | 2,925 % | 2,298 % | 4,072 % | 5,404 % |
| 44 | 1,050 % | 2,176 % | 2,946 % | 2,328 % | 4,081 % | 5,385 % |
| 45 | 1,088 % | 2,208 % | 2,966 % | 2,357 % | 4,090 % | 5,367 % |
| 46 | 1,124 % | 2,240 % | 2,985 % | 2,386 % | 4,098 % | 5,349 % |
| 47 | 1,159 % | 2,270 % | 3,004 % | 2,414 % | 4,106 % | 5,332 % |
| 48 | 1,193 % | 2,300 % | 3,021 % | 2,442 % | 4,114 % | 5,315 % |
| 49 | 1,226 % | 2,330 % | 3,039 % | 2,468 % | 4,121 % | 5,299 % |
| 50 | 1,258 % | 2,358 % | 3,055 % | 2,494 % | 4,128 % | 5,284 % |
| 51 | 1,288 % | 2,386 % | 3,071 % | 2,519 % | 4,135 % | 5,269 % |
| 52 | 1,318 % | 2,412 % | 3,086 % | 2,544 % | 4,142 % | 5,255 % |
| 53 | 1,347 % | 2,439 % | 3,101 % | 2,567 % | 4,148 % | 5,241 % |
| 54 | 1,374 % | 2,464 % | 3,116 % | 2,591 % | 4,154 % | 5,228 % |
| 55 | 1,401 % | 2,489 % | 3,129 % | 2,613 % | 4,160 % | 5,215 % |
| 56 | 1,427 % | 2,512 % | 3,143 % | 2,635 % | 4,166 % | 5,202 % |
| 57 | 1,452 % | 2,536 % | 3,156 % | 2,656 % | 4,172 % | 5,190 % |
| 58 | 1,477 % | 2,558 % | 3,168 % | 2,676 % | 4,177 % | 5,179 % |
| 59 | 1,500 % | 2,580 % | 3,181 % | 2,696 % | 4,182 % | 5,167 % |
| 60 | 1,523 % | 2,601 % | 3,192 % | 2,716 % | 4,187 % | 5,156 % |
| 61 | 1,545 % | 2,622 % | 3,204 % | 2,734 % | 4,192 % | 5,146 % |
| 62 | 1,566 % | 2,642 % | 3,215 % | 2,753 % | 4,197 % | 5,135 % |
| 63 | 1,587 % | 2,661 % | 3,226 % | 2,770 % | 4,202 % | 5,125 % |
| 64 | 1,607 % | 2,680 % | 3,236 % | 2,787 % | 4,206 % | 5,116 % |
| 65 | 1,627 % | 2,698 % | 3,246 % | 2,804 % | 4,211 % | 5,106 % |
| 66 | 1,646 % | 2,716 % | 3,256 % | 2,820 % | 4,215 % | 5,097 % |
| 67 | 1,665 % | 2,734 % | 3,265 % | 2,836 % | 4,219 % | 5,088 % |
| 68 | 1,683 % | 2,750 % | 3,275 % | 2,852 % | 4,223 % | 5,080 % |
| 69 | 1,700 % | 2,767 % | 3,283 % | 2,867 % | 4,227 % | 5,071 % |
| 70 | 1,717 % | 2,783 % | 3,292 % | 2,881 % | 4,231 % | 5,063 % |
| 71 | 1,733 % | 2,798 % | 3,301 % | 2,895 % | 4,235 % | 5,055 % |
| 72 | 1,749 % | 2,813 % | 3,309 % | 2,909 % | 4,238 % | 5,048 % |
| 73 | 1,765 % | 2,828 % | 3,317 % | 2,922 % | 4,242 % | 5,040 % |
| 74 | 1,780 % | 2,842 % | 3,325 % | 2,935 % | 4,245 % | 5,033 % |
| 75 | 1,795 % | 2,856 % | 3,332 % | 2,948 % | 4,249 % | 5,026 % |
| 76 | 1,810 % | 2,870 % | 3,340 % | 2,961 % | 4,252 % | 5,019 % |
| 77 | 1,824 % | 2,883 % | 3,347 % | 2,973 % | 4,255 % | 5,012 % |
| 78 | 1,837 % | 2,896 % | 3,354 % | 2,984 % | 4,258 % | 5,006 % |
| 79 | 1,851 % | 2,909 % | 3,361 % | 2,996 % | 4,261 % | 4,999 % |
| 80 | 1,864 % | 2,921 % | 3,368 % | 3,007 % | 4,264 % | 4,993 % |
| 81 | 1,876 % | 2,933 % | 3,374 % | 3,018 % | 4,267 % | 4,987 % |
| 82 | 1,889 % | 2,945 % | 3,381 % | 3,029 % | 4,270 % | 4,981 % |
| 83 | 1,901 % | 2,956 % | 3,387 % | 3,039 % | 4,273 % | 4,975 % |
| 84 | 1,913 % | 2,967 % | 3,393 % | 3,049 % | 4,275 % | 4,969 % |
| 85 | 1,924 % | 2,978 % | 3,399 % | 3,059 % | 4,278 % | 4,964 % |
| 86 | 1,936 % | 2,989 % | 3,405 % | 3,069 % | 4,280 % | 4,958 % |
| 87 | 1,947 % | 2,999 % | 3,410 % | 3,079 % | 4,283 % | 4,953 % |
| 88 | 1,957 % | 3,009 % | 3,416 % | 3,088 % | 4,285 % | 4,948 % |
| 89 | 1,968 % | 3,019 % | 3,421 % | 3,097 % | 4,288 % | 4,943 % |
| 90 | 1,978 % | 3,029 % | 3,427 % | 3,106 % | 4,290 % | 4,938 % |
| 91 | 1,988 % | 3,039 % | 3,432 % | 3,114 % | 4,292 % | 4,933 % |
| 92 | 1,998 % | 3,048 % | 3,437 % | 3,123 % | 4,295 % | 4,929 % |
| 93 | 2,008 % | 3,057 % | 3,442 % | 3,131 % | 4,297 % | 4,924 % |
| 94 | 2,017 % | 3,066 % | 3,447 % | 3,139 % | 4,299 % | 4,919 % |
| 95 | 2,027 % | 3,075 % | 3,451 % | 3,147 % | 4,301 % | 4,915 % |
| 96 | 2,036 % | 3,083 % | 3,456 % | 3,155 % | 4,303 % | 4,911 % |
| 97 | 2,044 % | 3,092 % | 3,461 % | 3,163 % | 4,305 % | 4,906 % |
| 98 | 2,053 % | 3,100 % | 3,465 % | 3,170 % | 4,307 % | 4,902 % |
| 99 | 2,062 % | 3,108 % | 3,470 % | 3,178 % | 4,309 % | 4,898 % |
| 100 | 2,070 % | 3,116 % | 3,474 % | 3,185 % | 4,311 % | 4,894 % |
| 101 | 2,078 % | 3,124 % | 3,478 % | 3,192 % | 4,313 % | 4,890 % |
| 102 | 2,086 % | 3,131 % | 3,482 % | 3,199 % | 4,315 % | 4,886 % |
| 103 | 2,094 % | 3,139 % | 3,486 % | 3,206 % | 4,317 % | 4,883 % |
| 104 | 2,102 % | 3,146 % | 3,490 % | 3,212 % | 4,318 % | 4,879 % |
| 105 | 2,109 % | 3,153 % | 3,494 % | 3,219 % | 4,320 % | 4,875 % |
| 106 | 2,117 % | 3,160 % | 3,498 % | 3,225 % | 4,322 % | 4,872 % |
| 107 | 2,124 % | 3,167 % | 3,502 % | 3,231 % | 4,323 % | 4,868 % |
| 108 | 2,131 % | 3,174 % | 3,505 % | 3,238 % | 4,325 % | 4,865 % |
| 109 | 2,138 % | 3,180 % | 3,509 % | 3,244 % | 4,327 % | 4,862 % |
| 110 | 2,145 % | 3,187 % | 3,513 % | 3,250 % | 4,328 % | 4,858 % |
| 111 | 2,152 % | 3,193 % | 3,516 % | 3,256 % | 4,330 % | 4,855 % |
| 112 | 2,159 % | 3,200 % | 3,519 % | 3,261 % | 4,331 % | 4,852 % |
| 113 | 2,165 % | 3,206 % | 3,523 % | 3,267 % | 4,333 % | 4,849 % |
| 114 | 2,172 % | 3,212 % | 3,526 % | 3,272 % | 4,334 % | 4,846 % |
| 115 | 2,178 % | 3,218 % | 3,529 % | 3,278 % | 4,336 % | 4,843 % |
| 116 | 2,184 % | 3,224 % | 3,533 % | 3,283 % | 4,337 % | 4,840 % |
| 117 | 2,190 % | 3,229 % | 3,536 % | 3,288 % | 4,338 % | 4,837 % |
| 118 | 2,196 % | 3,235 % | 3,539 % | 3,294 % | 4,340 % | 4,834 % |
| 119 | 2,202 % | 3,241 % | 3,542 % | 3,299 % | 4,341 % | 4,831 % |
| 120 | 2,208 % | 3,246 % | 3,545 % | 3,304 % | 4,342 % | 4,828 % |
| 121 | 2,214 % | 3,252 % | 3,548 % | 3,309 % | 4,344 % | 4,826 % |
| 122 | 2,219 % | 3,257 % | 3,551 % | 3,313 % | 4,345 % | 4,823 % |
| 123 | 2,225 % | 3,262 % | 3,553 % | 3,318 % | 4,346 % | 4,820 % |
| 124 | 2,230 % | 3,267 % | 3,556 % | 3,323 % | 4,348 % | 4,818 % |
| 125 | 2,235 % | 3,272 % | 3,559 % | 3,327 % | 4,349 % | 4,815 % |
| 126 | 2,241 % | 3,277 % | 3,562 % | 3,332 % | 4,350 % | 4,813 % |
| 127 | 2,246 % | 3,282 % | 3,564 % | 3,336 % | 4,351 % | 4,810 % |
| 128 | 2,251 % | 3,287 % | 3,567 % | 3,341 % | 4,352 % | 4,808 % |
| 129 | 2,256 % | 3,292 % | 3,570 % | 3,345 % | 4,353 % | 4,805 % |
| 130 | 2,261 % | 3,296 % | 3,572 % | 3,349 % | 4,355 % | 4,803 % |
| 131 | 2,266 % | 3,301 % | 3,575 % | 3,354 % | 4,356 % | 4,801 % |
| 132 | 2,271 % | 3,305 % | 3,577 % | 3,358 % | 4,357 % | 4,799 % |
| 133 | 2,275 % | 3,310 % | 3,579 % | 3,362 % | 4,358 % | 4,796 % |
| 134 | 2,280 % | 3,314 % | 3,582 % | 3,366 % | 4,359 % | 4,794 % |
| 135 | 2,285 % | 3,319 % | 3,584 % | 3,370 % | 4,360 % | 4,792 % |
| 136 | 2,289 % | 3,323 % | 3,586 % | 3,374 % | 4,361 % | 4,790 % |
| 137 | 2,294 % | 3,327 % | 3,589 % | 3,378 % | 4,362 % | 4,788 % |
| 138 | 2,298 % | 3,331 % | 3,591 % | 3,381 % | 4,363 % | 4,786 % |
| 139 | 2,302 % | 3,335 % | 3,593 % | 3,385 % | 4,364 % | 4,783 % |
| 140 | 2,306 % | 3,339 % | 3,595 % | 3,389 % | 4,365 % | 4,781 % |
| 141 | 2,311 % | 3,343 % | 3,598 % | 3,392 % | 4,366 % | 4,779 % |
| 142 | 2,315 % | 3,347 % | 3,600 % | 3,396 % | 4,367 % | 4,777 % |
| 143 | 2,319 % | 3,351 % | 3,602 % | 3,399 % | 4,368 % | 4,776 % |
| 144 | 2,323 % | 3,355 % | 3,604 % | 3,403 % | 4,369 % | 4,774 % |
| 145 | 2,327 % | 3,359 % | 3,606 % | 3,406 % | 4,370 % | 4,772 % |
| 146 | 2,331 % | 3,362 % | 3,608 % | 3,410 % | 4,370 % | 4,770 % |
| 147 | 2,335 % | 3,366 % | 3,610 % | 3,413 % | 4,371 % | 4,768 % |
| 148 | 2,338 % | 3,370 % | 3,612 % | 3,416 % | 4,372 % | 4,766 % |
| 149 | 2,342 % | 3,373 % | 3,614 % | 3,419 % | 4,373 % | 4,764 % |
| 150 | 2,346 % | 3,377 % | 3,616 % | 3,423 % | 4,374 % | 4,763 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,861 %

0,841 %

1,390 %

1,728 %

2,149 %

3,954 %

2

– 0,891 %

0,790 %

1,405 %

1,609 %

2,136 %

4,373 %

3

– 0,860 %

0,797 %

1,471 %

1,560 %

2,266 %

4,556 %

4

– 0,803 %

0,860 %

1,528 %

1,541 %

2,433 %

4,739 %

5

– 0,737 %

0,925 %

1,569 %

1,540 %

2,608 %

4,850 %

6

– 0,655 %

1,001 %

1,621 %

1,557 %

2,747 %

5,161 %

7

– 0,573 %

1,084 %

1,674 %

1,582 %

2,866 %

5,370 %

8

– 0,481 %

1,163 %

1,717 %

1,613 %

2,981 %

5,583 %

9

– 0,398 %

1,236 %

1,752 %

1,646 %

3,089 %

5,761 %

10

– 0,329 %

1,302 %

1,779 %

1,677 %

3,184 %

5,904 %

11

– 0,231 %

1,365 %

1,801 %

1,726 %

3,266 %

6,004 %

12

– 0,180 %

1,425 %

1,822 %

1,775 %

3,337 %

6,069 %

13

– 0,095 %

1,482 %

1,846 %

1,812 %

3,399 %

6,108 %

14

– 0,036 %

1,532 %

1,876 %

1,841 %

3,454 %

6,128 %

15

0,013 %

1,575 %

1,911 %

1,870 %

3,504 %

6,134 %

16

0,055 %

1,609 %

1,952 %

1,900 %

3,548 %

6,128 %

17

0,090 %

1,637 %

1,996 %

1,929 %

3,589 %

6,114 %

18

0,117 %

1,661 %

2,043 %

1,953 %

3,626 %

6,095 %

19

0,137 %

1,683 %

2,091 %

1,970 %

3,660 %

6,070 %

20

0,149 %

1,704 %

2,139 %

1,976 %

3,692 %

6,043 %

21

0,156 %

1,724 %

2,187 %

1,973 %

3,721 %

6,013 %

22

0,160 %

1,742 %

2,235 %

1,963 %

3,748 %

5,982 %

23

0,167 %

1,757 %

2,281 %

1,950 %

3,774 %

5,949 %

24

0,180 %

1,766 %

2,326 %

1,937 %

3,798 %

5,916 %

25

0,201 %

1,769 %

2,370 %

1,925 %

3,820 %

5,883 %

26

0,231 %

1,765 %

2,412 %

1,916 %

3,841 %

5,850 %

27

0,268 %

1,759 %

2,452 %

1,912 %

3,861 %

5,818 %

28

0,311 %

1,754 %

2,492 %

1,912 %

3,879 %

5,786 %

29

0,357 %

1,753 %

2,529 %

1,917 %

3,897 %

5,755 %

30

0,405 %

1,759 %

2,566 %

1,928 %

3,914 %

5,724 %

31

0,455 %

1,772 %

2,601 %

1,945 %

3,930 %

5,694 %

32

0,505 %

1,792 %

2,634 %

1,966 %

3,945 %

5,665 %

33

0,556 %

1,816 %

2,666 %

1,991 %

3,959 %

5,637 %

34

0,606 %

1,844 %

2,697 %

2,019 %

3,973 %

5,610 %

35

0,655 %

1,874 %

2,727 %

2,048 %

3,986 %

5,584 %

36

0,704 %

1,906 %

2,755 %

2,078 %

3,999 %

5,559 %

37

0,752 %

1,939 %

2,783 %

2,110 %

4,011 %

5,534 %

38

0,798 %

1,973 %

2,809 %

2,141 %

4,022 %

5,510 %

39

0,843 %

2,008 %

2,834 %

2,173 %

4,033 %

5,488 %

40

0,887 %

2,042 %

2,858 %

2,205 %

4,043 %

5,465 %

41

0,930 %

2,076 %

2,882 %

2,236 %

4,053 %

5,444 %

42

0,971 %

2,110 %

2,904 %

2,267 %

4,063 %

5,424 %

43

1,011 %

2,143 %

2,925 %

2,298 %

4,072 %

5,404 %

44

1,050 %

2,176 %

2,946 %

2,328 %

4,081 %

5,385 %

45

1,088 %

2,208 %

2,966 %

2,357 %

4,090 %

5,367 %

46

1,124 %

2,240 %

2,985 %

2,386 %

4,098 %

5,349 %

47

1,159 %

2,270 %

3,004 %

2,414 %

4,106 %

5,332 %

48

1,193 %

2,300 %

3,021 %

2,442 %

4,114 %

5,315 %

49

1,226 %

2,330 %

3,039 %

2,468 %

4,121 %

5,299 %

50

1,258 %

2,358 %

3,055 %

2,494 %

4,128 %

5,284 %

51

1,288 %

2,386 %

3,071 %

2,519 %

4,135 %

5,269 %

52

1,318 %

2,412 %

3,086 %

2,544 %

4,142 %

5,255 %

53

1,347 %

2,439 %

3,101 %

2,567 %

4,148 %

5,241 %

54

1,374 %

2,464 %

3,116 %

2,591 %

4,154 %

5,228 %

55

1,401 %

2,489 %

3,129 %

2,613 %

4,160 %

5,215 %

56

1,427 %

2,512 %

3,143 %

2,635 %

4,166 %

5,202 %

57

1,452 %

2,536 %

3,156 %

2,656 %

4,172 %

5,190 %

58

1,477 %

2,558 %

3,168 %

2,676 %

4,177 %

5,179 %

59

1,500 %

2,580 %

3,181 %

2,696 %

4,182 %

5,167 %

60

1,523 %

2,601 %

3,192 %

2,716 %

4,187 %

5,156 %

61

1,545 %

2,622 %

3,204 %

2,734 %

4,192 %

5,146 %

62

1,566 %

2,642 %

3,215 %

2,753 %

4,197 %

5,135 %

63

1,587 %

2,661 %

3,226 %

2,770 %

4,202 %

5,125 %

64

1,607 %

2,680 %

3,236 %

2,787 %

4,206 %

5,116 %

65

1,627 %

2,698 %

3,246 %

2,804 %

4,211 %

5,106 %

66

1,646 %

2,716 %

3,256 %

2,820 %

4,215 %

5,097 %

67

1,665 %

2,734 %

3,265 %

2,836 %

4,219 %

5,088 %

68

1,683 %

2,750 %

3,275 %

2,852 %

4,223 %

5,080 %

69

1,700 %

2,767 %

3,283 %

2,867 %

4,227 %

5,071 %

70

1,717 %

2,783 %

3,292 %

2,881 %

4,231 %

5,063 %

71

1,733 %

2,798 %

3,301 %

2,895 %

4,235 %

5,055 %

72

1,749 %

2,813 %

3,309 %

2,909 %

4,238 %

5,048 %

73

1,765 %

2,828 %

3,317 %

2,922 %

4,242 %

5,040 %

74

1,780 %

2,842 %

3,325 %

2,935 %

4,245 %

5,033 %

75

1,795 %

2,856 %

3,332 %

2,948 %

4,249 %

5,026 %

76

1,810 %

2,870 %

3,340 %

2,961 %

4,252 %

5,019 %

77

1,824 %

2,883 %

3,347 %

2,973 %

4,255 %

5,012 %

78

1,837 %

2,896 %

3,354 %

2,984 %

4,258 %

5,006 %

79

1,851 %

2,909 %

3,361 %

2,996 %

4,261 %

4,999 %

80

1,864 %

2,921 %

3,368 %

3,007 %

4,264 %

4,993 %

81

1,876 %

2,933 %

3,374 %

3,018 %

4,267 %

4,987 %

82

1,889 %

2,945 %

3,381 %

3,029 %

4,270 %

4,981 %

83

1,901 %

2,956 %

3,387 %

3,039 %

4,273 %

4,975 %

84

1,913 %

2,967 %

3,393 %

3,049 %

4,275 %

4,969 %

85

1,924 %

2,978 %

3,399 %

3,059 %

4,278 %

4,964 %

86

1,936 %

2,989 %

3,405 %

3,069 %

4,280 %

4,958 %

87

1,947 %

2,999 %

3,410 %

3,079 %

4,283 %

4,953 %

88

1,957 %

3,009 %

3,416 %

3,088 %

4,285 %

4,948 %

89

1,968 %

3,019 %

3,421 %

3,097 %

4,288 %

4,943 %

90

1,978 %

3,029 %

3,427 %

3,106 %

4,290 %

4,938 %

91

1,988 %

3,039 %

3,432 %

3,114 %

4,292 %

4,933 %

92

1,998 %

3,048 %

3,437 %

3,123 %

4,295 %

4,929 %

93

2,008 %

3,057 %

3,442 %

3,131 %

4,297 %

4,924 %

94

2,017 %

3,066 %

3,447 %

3,139 %

4,299 %

4,919 %

95

2,027 %

3,075 %

3,451 %

3,147 %

4,301 %

4,915 %

96

2,036 %

3,083 %

3,456 %

3,155 %

4,303 %

4,911 %

97

2,044 %

3,092 %

3,461 %

3,163 %

4,305 %

4,906 %

98

2,053 %

3,100 %

3,465 %

3,170 %

4,307 %

4,902 %

99

2,062 %

3,108 %

3,470 %

3,178 %

4,309 %

4,898 %

100

2,070 %

3,116 %

3,474 %

3,185 %

4,311 %

4,894 %

101

2,078 %

3,124 %

3,478 %

3,192 %

4,313 %

4,890 %

102

2,086 %

3,131 %

3,482 %

3,199 %

4,315 %

4,886 %

103

2,094 %

3,139 %

3,486 %

3,206 %

4,317 %

4,883 %

104

2,102 %

3,146 %

3,490 %

3,212 %

4,318 %

4,879 %

105

2,109 %

3,153 %

3,494 %

3,219 %

4,320 %

4,875 %

106

2,117 %

3,160 %

3,498 %

3,225 %

4,322 %

4,872 %

107

2,124 %

3,167 %

3,502 %

3,231 %

4,323 %

4,868 %

108

2,131 %

3,174 %

3,505 %

3,238 %

4,325 %

4,865 %

109

2,138 %

3,180 %

3,509 %

3,244 %

4,327 %

4,862 %

110

2,145 %

3,187 %

3,513 %

3,250 %

4,328 %

4,858 %

111

2,152 %

3,193 %

3,516 %

3,256 %

4,330 %

4,855 %

112

2,159 %

3,200 %

3,519 %

3,261 %

4,331 %

4,852 %

113

2,165 %

3,206 %

3,523 %

3,267 %

4,333 %

4,849 %

114

2,172 %

3,212 %

3,526 %

3,272 %

4,334 %

4,846 %

115

2,178 %

3,218 %

3,529 %

3,278 %

4,336 %

4,843 %

116

2,184 %

3,224 %

3,533 %

3,283 %

4,337 %

4,840 %

117

2,190 %

3,229 %

3,536 %

3,288 %

4,338 %

4,837 %

118

2,196 %

3,235 %

3,539 %

3,294 %

4,340 %

4,834 %

119

2,202 %

3,241 %

3,542 %

3,299 %

4,341 %

4,831 %

120

2,208 %

3,246 %

3,545 %

3,304 %

4,342 %

4,828 %

121

2,214 %

3,252 %

3,548 %

3,309 %

4,344 %

4,826 %

122

2,219 %

3,257 %

3,551 %

3,313 %

4,345 %

4,823 %

123

2,225 %

3,262 %

3,553 %

3,318 %

4,346 %

4,820 %

124

2,230 %

3,267 %

3,556 %

3,323 %

4,348 %

4,818 %

125

2,235 %

3,272 %

3,559 %

3,327 %

4,349 %

4,815 %

126

2,241 %

3,277 %

3,562 %

3,332 %

4,350 %

4,813 %

127

2,246 %

3,282 %

3,564 %

3,336 %

4,351 %

4,810 %

128

2,251 %

3,287 %

3,567 %

3,341 %

4,352 %

4,808 %

129

2,256 %

3,292 %

3,570 %

3,345 %

4,353 %

4,805 %

130

2,261 %

3,296 %

3,572 %

3,349 %

4,355 %

4,803 %

131

2,266 %

3,301 %

3,575 %

3,354 %

4,356 %

4,801 %

132

2,271 %

3,305 %

3,577 %

3,358 %

4,357 %

4,799 %

133

2,275 %

3,310 %

3,579 %

3,362 %

4,358 %

4,796 %

134

2,280 %

3,314 %

3,582 %

3,366 %

4,359 %

4,794 %

135

2,285 %

3,319 %

3,584 %

3,370 %

4,360 %

4,792 %

136

2,289 %

3,323 %

3,586 %

3,374 %

4,361 %

4,790 %

137

2,294 %

3,327 %

3,589 %

3,378 %

4,362 %

4,788 %

138

2,298 %

3,331 %

3,591 %

3,381 %

4,363 %

4,786 %

139

2,302 %

3,335 %

3,593 %

3,385 %

4,364 %

4,783 %

140

2,306 %

3,339 %

3,595 %

3,389 %

4,365 %

4,781 %

141

2,311 %

3,343 %

3,598 %

3,392 %

4,366 %

4,779 %

142

2,315 %

3,347 %

3,600 %

3,396 %

4,367 %

4,777 %

143

2,319 %

3,351 %

3,602 %

3,399 %

4,368 %

4,776 %

144

2,323 %

3,355 %

3,604 %

3,403 %

4,369 %

4,774 %

145

2,327 %

3,359 %

3,606 %

3,406 %

4,370 %

4,772 %

146

2,331 %

3,362 %

3,608 %

3,410 %

4,370 %

4,770 %

147

2,335 %

3,366 %

3,610 %

3,413 %

4,371 %

4,768 %

148

2,338 %

3,370 %

3,612 %

3,416 %

4,372 %

4,766 %

149

2,342 %

3,373 %

3,614 %

3,419 %

4,373 %

4,764 %

150

2,346 %

3,377 %

3,616 %

3,423 %

4,374 %

4,763 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,690 % | 5,951 % | 7,937 % | 0,435 % | 1,312 % | 6,568 % |
| 2 | 1,410 % | 6,142 % | 7,360 % | 0,438 % | 1,246 % | 6,518 % |
| 3 | 1,426 % | 6,324 % | 7,169 % | 0,460 % | 1,248 % | 6,574 % |
| 4 | 1,427 % | 6,487 % | 7,130 % | 0,491 % | 1,280 % | 6,730 % |
| 5 | 1,359 % | 6,622 % | 7,147 % | 0,513 % | 1,335 % | 6,896 % |
| 6 | 1,400 % | 6,735 % | 7,198 % | 0,537 % | 1,404 % | 7,086 % |
| 7 | 1,481 % | 6,815 % | 7,270 % | 0,554 % | 1,482 % | 7,269 % |
| 8 | 1,540 % | 6,869 % | 7,358 % | 0,573 % | 1,559 % | 7,445 % |
| 9 | 1,570 % | 6,898 % | 7,450 % | 0,592 % | 1,632 % | 7,614 % |
| 10 | 1,576 % | 6,913 % | 7,537 % | 0,615 % | 1,701 % | 7,752 % |
| 11 | 1,564 % | 6,914 % | 7,615 % | 0,664 % | 1,769 % | 7,884 % |
| 12 | 1,558 % | 6,906 % | 7,684 % | 0,733 % | 1,835 % | 8,003 % |
| 13 | 1,574 % | 6,889 % | 7,746 % | 0,814 % | 1,898 % | 8,098 % |
| 14 | 1,605 % | 6,868 % | 7,802 % | 0,901 % | 1,956 % | 8,168 % |
| 15 | 1,648 % | 6,843 % | 7,853 % | 0,990 % | 2,005 % | 8,211 % |
| 16 | 1,697 % | 6,816 % | 7,900 % | 1,081 % | 2,045 % | 8,230 % |
| 17 | 1,750 % | 6,787 % | 7,939 % | 1,170 % | 2,078 % | 8,228 % |
| 18 | 1,805 % | 6,757 % | 7,968 % | 1,258 % | 2,108 % | 8,211 % |
| 19 | 1,862 % | 6,726 % | 7,985 % | 1,342 % | 2,139 % | 8,183 % |
| 20 | 1,918 % | 6,696 % | 7,986 % | 1,425 % | 2,171 % | 8,145 % |
| 21 | 1,973 % | 6,666 % | 7,972 % | 1,503 % | 2,205 % | 8,101 % |
| 22 | 2,028 % | 6,636 % | 7,944 % | 1,579 % | 2,242 % | 8,052 % |
| 23 | 2,081 % | 6,607 % | 7,906 % | 1,652 % | 2,280 % | 8,000 % |
| 24 | 2,133 % | 6,578 % | 7,860 % | 1,721 % | 2,318 % | 7,946 % |
| 25 | 2,183 % | 6,550 % | 7,808 % | 1,787 % | 2,357 % | 7,890 % |
| 26 | 2,231 % | 6,523 % | 7,752 % | 1,851 % | 2,395 % | 7,834 % |
| 27 | 2,277 % | 6,496 % | 7,694 % | 1,911 % | 2,433 % | 7,778 % |
| 28 | 2,322 % | 6,471 % | 7,634 % | 1,969 % | 2,469 % | 7,723 % |
| 29 | 2,365 % | 6,446 % | 7,573 % | 2,024 % | 2,505 % | 7,668 % |
| 30 | 2,406 % | 6,422 % | 7,512 % | 2,076 % | 2,540 % | 7,614 % |
| 31 | 2,445 % | 6,399 % | 7,451 % | 2,126 % | 2,574 % | 7,562 % |
| 32 | 2,483 % | 6,377 % | 7,391 % | 2,174 % | 2,607 % | 7,511 % |
| 33 | 2,520 % | 6,355 % | 7,332 % | 2,220 % | 2,639 % | 7,462 % |
| 34 | 2,555 % | 6,335 % | 7,274 % | 2,263 % | 2,669 % | 7,414 % |
| 35 | 2,588 % | 6,315 % | 7,218 % | 2,305 % | 2,699 % | 7,367 % |
| 36 | 2,620 % | 6,296 % | 7,163 % | 2,345 % | 2,727 % | 7,322 % |
| 37 | 2,651 % | 6,277 % | 7,110 % | 2,383 % | 2,755 % | 7,279 % |
| 38 | 2,681 % | 6,259 % | 7,059 % | 2,419 % | 2,781 % | 7,237 % |
| 39 | 2,709 % | 6,242 % | 7,009 % | 2,454 % | 2,807 % | 7,197 % |
| 40 | 2,736 % | 6,226 % | 6,961 % | 2,488 % | 2,831 % | 7,158 % |
| 41 | 2,762 % | 6,210 % | 6,915 % | 2,520 % | 2,855 % | 7,121 % |
| 42 | 2,787 % | 6,195 % | 6,870 % | 2,551 % | 2,878 % | 7,085 % |
| 43 | 2,811 % | 6,180 % | 6,827 % | 2,580 % | 2,899 % | 7,050 % |
| 44 | 2,835 % | 6,166 % | 6,786 % | 2,609 % | 2,921 % | 7,017 % |
| 45 | 2,857 % | 6,152 % | 6,746 % | 2,636 % | 2,941 % | 6,985 % |
| 46 | 2,878 % | 6,139 % | 6,707 % | 2,662 % | 2,960 % | 6,954 % |
| 47 | 2,899 % | 6,126 % | 6,670 % | 2,688 % | 2,979 % | 6,924 % |
| 48 | 2,919 % | 6,114 % | 6,634 % | 2,712 % | 2,998 % | 6,895 % |
| 49 | 2,938 % | 6,102 % | 6,600 % | 2,735 % | 3,015 % | 6,868 % |
| 50 | 2,957 % | 6,090 % | 6,566 % | 2,758 % | 3,032 % | 6,841 % |
| 51 | 2,975 % | 6,079 % | 6,534 % | 2,779 % | 3,048 % | 6,815 % |
| 52 | 2,992 % | 6,069 % | 6,503 % | 2,800 % | 3,064 % | 6,790 % |
| 53 | 3,008 % | 6,058 % | 6,473 % | 2,821 % | 3,079 % | 6,767 % |
| 54 | 3,024 % | 6,048 % | 6,444 % | 2,840 % | 3,094 % | 6,743 % |
| 55 | 3,040 % | 6,039 % | 6,417 % | 2,859 % | 3,108 % | 6,721 % |
| 56 | 3,055 % | 6,029 % | 6,390 % | 2,877 % | 3,122 % | 6,699 % |
| 57 | 3,069 % | 6,020 % | 6,364 % | 2,895 % | 3,136 % | 6,679 % |
| 58 | 3,084 % | 6,011 % | 6,339 % | 2,912 % | 3,148 % | 6,658 % |
| 59 | 3,097 % | 6,003 % | 6,314 % | 2,928 % | 3,161 % | 6,639 % |
| 60 | 3,110 % | 5,995 % | 6,291 % | 2,944 % | 3,173 % | 6,620 % |
| 61 | 3,123 % | 5,987 % | 6,268 % | 2,960 % | 3,185 % | 6,602 % |
| 62 | 3,135 % | 5,979 % | 6,246 % | 2,975 % | 3,196 % | 6,584 % |
| 63 | 3,147 % | 5,972 % | 6,224 % | 2,989 % | 3,207 % | 6,567 % |
| 64 | 3,159 % | 5,964 % | 6,204 % | 3,003 % | 3,218 % | 6,550 % |
| 65 | 3,170 % | 5,957 % | 6,184 % | 3,017 % | 3,228 % | 6,534 % |
| 66 | 3,181 % | 5,950 % | 6,164 % | 3,030 % | 3,238 % | 6,518 % |
| 67 | 3,192 % | 5,944 % | 6,145 % | 3,043 % | 3,248 % | 6,503 % |
| 68 | 3,202 % | 5,937 % | 6,127 % | 3,055 % | 3,257 % | 6,488 % |
| 69 | 3,212 % | 5,931 % | 6,109 % | 3,067 % | 3,267 % | 6,474 % |
| 70 | 3,222 % | 5,925 % | 6,092 % | 3,079 % | 3,276 % | 6,460 % |
| 71 | 3,231 % | 5,919 % | 6,075 % | 3,091 % | 3,284 % | 6,447 % |
| 72 | 3,240 % | 5,913 % | 6,058 % | 3,102 % | 3,293 % | 6,433 % |
| 73 | 3,249 % | 5,908 % | 6,043 % | 3,113 % | 3,301 % | 6,421 % |
| 74 | 3,258 % | 5,902 % | 6,027 % | 3,123 % | 3,309 % | 6,408 % |
| 75 | 3,267 % | 5,897 % | 6,012 % | 3,134 % | 3,317 % | 6,396 % |
| 76 | 3,275 % | 5,892 % | 5,997 % | 3,144 % | 3,325 % | 6,384 % |
| 77 | 3,283 % | 5,886 % | 5,983 % | 3,153 % | 3,332 % | 6,373 % |
| 78 | 3,291 % | 5,882 % | 5,969 % | 3,163 % | 3,339 % | 6,361 % |
| 79 | 3,299 % | 5,877 % | 5,955 % | 3,172 % | 3,346 % | 6,351 % |
| 80 | 3,306 % | 5,872 % | 5,942 % | 3,181 % | 3,353 % | 6,340 % |
| 81 | 3,313 % | 5,867 % | 5,929 % | 3,190 % | 3,360 % | 6,329 % |
| 82 | 3,320 % | 5,863 % | 5,917 % | 3,199 % | 3,367 % | 6,319 % |
| 83 | 3,327 % | 5,859 % | 5,904 % | 3,207 % | 3,373 % | 6,309 % |
| 84 | 3,334 % | 5,854 % | 5,892 % | 3,215 % | 3,379 % | 6,300 % |
| 85 | 3,341 % | 5,850 % | 5,881 % | 3,223 % | 3,385 % | 6,290 % |
| 86 | 3,347 % | 5,846 % | 5,869 % | 3,231 % | 3,391 % | 6,281 % |
| 87 | 3,354 % | 5,842 % | 5,858 % | 3,239 % | 3,397 % | 6,272 % |
| 88 | 3,360 % | 5,838 % | 5,847 % | 3,246 % | 3,403 % | 6,263 % |
| 89 | 3,366 % | 5,834 % | 5,836 % | 3,254 % | 3,408 % | 6,255 % |
| 90 | 3,372 % | 5,831 % | 5,826 % | 3,261 % | 3,414 % | 6,246 % |
| 91 | 3,378 % | 5,827 % | 5,816 % | 3,268 % | 3,419 % | 6,238 % |
| 92 | 3,383 % | 5,824 % | 5,806 % | 3,275 % | 3,424 % | 6,230 % |
| 93 | 3,389 % | 5,820 % | 5,796 % | 3,281 % | 3,429 % | 6,222 % |
| 94 | 3,394 % | 5,817 % | 5,786 % | 3,288 % | 3,434 % | 6,214 % |
| 95 | 3,400 % | 5,813 % | 5,777 % | 3,294 % | 3,439 % | 6,207 % |
| 96 | 3,405 % | 5,810 % | 5,768 % | 3,301 % | 3,444 % | 6,199 % |
| 97 | 3,410 % | 5,807 % | 5,759 % | 3,307 % | 3,449 % | 6,192 % |
| 98 | 3,415 % | 5,804 % | 5,750 % | 3,313 % | 3,453 % | 6,185 % |
| 99 | 3,420 % | 5,801 % | 5,741 % | 3,319 % | 3,458 % | 6,178 % |
| 100 | 3,424 % | 5,798 % | 5,733 % | 3,324 % | 3,462 % | 6,171 % |
| 101 | 3,429 % | 5,795 % | 5,725 % | 3,330 % | 3,467 % | 6,165 % |
| 102 | 3,434 % | 5,792 % | 5,717 % | 3,336 % | 3,471 % | 6,158 % |
| 103 | 3,438 % | 5,789 % | 5,709 % | 3,341 % | 3,475 % | 6,152 % |
| 104 | 3,443 % | 5,786 % | 5,701 % | 3,347 % | 3,479 % | 6,146 % |
| 105 | 3,447 % | 5,783 % | 5,693 % | 3,352 % | 3,483 % | 6,139 % |
| 106 | 3,451 % | 5,781 % | 5,686 % | 3,357 % | 3,487 % | 6,133 % |
| 107 | 3,456 % | 5,778 % | 5,678 % | 3,362 % | 3,491 % | 6,127 % |
| 108 | 3,460 % | 5,776 % | 5,671 % | 3,367 % | 3,495 % | 6,122 % |
| 109 | 3,464 % | 5,773 % | 5,664 % | 3,372 % | 3,498 % | 6,116 % |
| 110 | 3,468 % | 5,771 % | 5,657 % | 3,377 % | 3,502 % | 6,110 % |
| 111 | 3,472 % | 5,768 % | 5,650 % | 3,381 % | 3,506 % | 6,105 % |
| 112 | 3,475 % | 5,766 % | 5,643 % | 3,386 % | 3,509 % | 6,099 % |
| 113 | 3,479 % | 5,763 % | 5,637 % | 3,391 % | 3,513 % | 6,094 % |
| 114 | 3,483 % | 5,761 % | 5,630 % | 3,395 % | 3,516 % | 6,089 % |
| 115 | 3,486 % | 5,759 % | 5,624 % | 3,399 % | 3,519 % | 6,084 % |
| 116 | 3,490 % | 5,757 % | 5,618 % | 3,404 % | 3,523 % | 6,079 % |
| 117 | 3,493 % | 5,754 % | 5,612 % | 3,408 % | 3,526 % | 6,074 % |
| 118 | 3,497 % | 5,752 % | 5,605 % | 3,412 % | 3,529 % | 6,069 % |
| 119 | 3,500 % | 5,750 % | 5,600 % | 3,416 % | 3,532 % | 6,064 % |
| 120 | 3,504 % | 5,748 % | 5,594 % | 3,420 % | 3,535 % | 6,059 % |
| 121 | 3,507 % | 5,746 % | 5,588 % | 3,424 % | 3,538 % | 6,055 % |
| 122 | 3,510 % | 5,744 % | 5,582 % | 3,428 % | 3,541 % | 6,050 % |
| 123 | 3,513 % | 5,742 % | 5,577 % | 3,432 % | 3,544 % | 6,046 % |
| 124 | 3,516 % | 5,740 % | 5,571 % | 3,436 % | 3,547 % | 6,041 % |
| 125 | 3,519 % | 5,738 % | 5,566 % | 3,439 % | 3,550 % | 6,037 % |
| 126 | 3,522 % | 5,736 % | 5,561 % | 3,443 % | 3,552 % | 6,033 % |
| 127 | 3,525 % | 5,734 % | 5,555 % | 3,447 % | 3,555 % | 6,028 % |
| 128 | 3,528 % | 5,732 % | 5,550 % | 3,450 % | 3,558 % | 6,024 % |
| 129 | 3,531 % | 5,731 % | 5,545 % | 3,454 % | 3,561 % | 6,020 % |
| 130 | 3,534 % | 5,729 % | 5,540 % | 3,457 % | 3,563 % | 6,016 % |
| 131 | 3,537 % | 5,727 % | 5,535 % | 3,460 % | 3,566 % | 6,012 % |
| 132 | 3,540 % | 5,725 % | 5,530 % | 3,464 % | 3,568 % | 6,008 % |
| 133 | 3,542 % | 5,724 % | 5,526 % | 3,467 % | 3,571 % | 6,004 % |
| 134 | 3,545 % | 5,722 % | 5,521 % | 3,470 % | 3,573 % | 6,001 % |
| 135 | 3,548 % | 5,720 % | 5,516 % | 3,473 % | 3,576 % | 5,997 % |
| 136 | 3,550 % | 5,719 % | 5,512 % | 3,476 % | 3,578 % | 5,993 % |
| 137 | 3,553 % | 5,717 % | 5,507 % | 3,480 % | 3,580 % | 5,990 % |
| 138 | 3,555 % | 5,716 % | 5,503 % | 3,483 % | 3,583 % | 5,986 % |
| 139 | 3,558 % | 5,714 % | 5,499 % | 3,486 % | 3,585 % | 5,983 % |
| 140 | 3,560 % | 5,713 % | 5,494 % | 3,489 % | 3,587 % | 5,979 % |
| 141 | 3,563 % | 5,711 % | 5,490 % | 3,491 % | 3,589 % | 5,976 % |
| 142 | 3,565 % | 5,710 % | 5,486 % | 3,494 % | 3,592 % | 5,972 % |
| 143 | 3,567 % | 5,708 % | 5,482 % | 3,497 % | 3,594 % | 5,969 % |
| 144 | 3,570 % | 5,707 % | 5,478 % | 3,500 % | 3,596 % | 5,966 % |
| 145 | 3,572 % | 5,705 % | 5,474 % | 3,503 % | 3,598 % | 5,963 % |
| 146 | 3,574 % | 5,704 % | 5,470 % | 3,505 % | 3,600 % | 5,959 % |
| 147 | 3,576 % | 5,702 % | 5,466 % | 3,508 % | 3,602 % | 5,956 % |
| 148 | 3,578 % | 5,701 % | 5,462 % | 3,511 % | 3,604 % | 5,953 % |
| 149 | 3,581 % | 5,700 % | 5,458 % | 3,513 % | 3,606 % | 5,950 % |
| 150 | 3,583 % | 5,698 % | 5,455 % | 3,516 % | 3,608 % | 5,947 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,690 %

5,951 %

7,937 %

0,435 %

1,312 %

6,568 %

2

1,410 %

6,142 %

7,360 %

0,438 %

1,246 %

6,518 %

3

1,426 %

6,324 %

7,169 %

0,460 %

1,248 %

6,574 %

4

1,427 %

6,487 %

7,130 %

0,491 %

1,280 %

6,730 %

5

1,359 %

6,622 %

7,147 %

0,513 %

1,335 %

6,896 %

6

1,400 %

6,735 %

7,198 %

0,537 %

1,404 %

7,086 %

7

1,481 %

6,815 %

7,270 %

0,554 %

1,482 %

7,269 %

8

1,540 %

6,869 %

7,358 %

0,573 %

1,559 %

7,445 %

9

1,570 %

6,898 %

7,450 %

0,592 %

1,632 %

7,614 %

10

1,576 %

6,913 %

7,537 %

0,615 %

1,701 %

7,752 %

11

1,564 %

6,914 %

7,615 %

0,664 %

1,769 %

7,884 %

12

1,558 %

6,906 %

7,684 %

0,733 %

1,835 %

8,003 %

13

1,574 %

6,889 %

7,746 %

0,814 %

1,898 %

8,098 %

14

1,605 %

6,868 %

7,802 %

0,901 %

1,956 %

8,168 %

15

1,648 %

6,843 %

7,853 %

0,990 %

2,005 %

8,211 %

16

1,697 %

6,816 %

7,900 %

1,081 %

2,045 %

8,230 %

17

1,750 %

6,787 %

7,939 %

1,170 %

2,078 %

8,228 %

18

1,805 %

6,757 %

7,968 %

1,258 %

2,108 %

8,211 %

19

1,862 %

6,726 %

7,985 %

1,342 %

2,139 %

8,183 %

20

1,918 %

6,696 %

7,986 %

1,425 %

2,171 %

8,145 %

21

1,973 %

6,666 %

7,972 %

1,503 %

2,205 %

8,101 %

22

2,028 %

6,636 %

7,944 %

1,579 %

2,242 %

8,052 %

23

2,081 %

6,607 %

7,906 %

1,652 %

2,280 %

8,000 %

24

2,133 %

6,578 %

7,860 %

1,721 %

2,318 %

7,946 %

25

2,183 %

6,550 %

7,808 %

1,787 %

2,357 %

7,890 %

26

2,231 %

6,523 %

7,752 %

1,851 %

2,395 %

7,834 %

27

2,277 %

6,496 %

7,694 %

1,911 %

2,433 %

7,778 %

28

2,322 %

6,471 %

7,634 %

1,969 %

2,469 %

7,723 %

29

2,365 %

6,446 %

7,573 %

2,024 %

2,505 %

7,668 %

30

2,406 %

6,422 %

7,512 %

2,076 %

2,540 %

7,614 %

31

2,445 %

6,399 %

7,451 %

2,126 %

2,574 %

7,562 %

32

2,483 %

6,377 %

7,391 %

2,174 %

2,607 %

7,511 %

33

2,520 %

6,355 %

7,332 %

2,220 %

2,639 %

7,462 %

34

2,555 %

6,335 %

7,274 %

2,263 %

2,669 %

7,414 %

35

2,588 %

6,315 %

7,218 %

2,305 %

2,699 %

7,367 %

36

2,620 %

6,296 %

7,163 %

2,345 %

2,727 %

7,322 %

37

2,651 %

6,277 %

7,110 %

2,383 %

2,755 %

7,279 %

38

2,681 %

6,259 %

7,059 %

2,419 %

2,781 %

7,237 %

39

2,709 %

6,242 %

7,009 %

2,454 %

2,807 %

7,197 %

40

2,736 %

6,226 %

6,961 %

2,488 %

2,831 %

7,158 %

41

2,762 %

6,210 %

6,915 %

2,520 %

2,855 %

7,121 %

42

2,787 %

6,195 %

6,870 %

2,551 %

2,878 %

7,085 %

43

2,811 %

6,180 %

6,827 %

2,580 %

2,899 %

7,050 %

44

2,835 %

6,166 %

6,786 %

2,609 %

2,921 %

7,017 %

45

2,857 %

6,152 %

6,746 %

2,636 %

2,941 %

6,985 %

46

2,878 %

6,139 %

6,707 %

2,662 %

2,960 %

6,954 %

47

2,899 %

6,126 %

6,670 %

2,688 %

2,979 %

6,924 %

48

2,919 %

6,114 %

6,634 %

2,712 %

2,998 %

6,895 %

49

2,938 %

6,102 %

6,600 %

2,735 %

3,015 %

6,868 %

50

2,957 %

6,090 %

6,566 %

2,758 %

3,032 %

6,841 %

51

2,975 %

6,079 %

6,534 %

2,779 %

3,048 %

6,815 %

52

2,992 %

6,069 %

6,503 %

2,800 %

3,064 %

6,790 %

53

3,008 %

6,058 %

6,473 %

2,821 %

3,079 %

6,767 %

54

3,024 %

6,048 %

6,444 %

2,840 %

3,094 %

6,743 %

55

3,040 %

6,039 %

6,417 %

2,859 %

3,108 %

6,721 %

56

3,055 %

6,029 %

6,390 %

2,877 %

3,122 %

6,699 %

57

3,069 %

6,020 %

6,364 %

2,895 %

3,136 %

6,679 %

58

3,084 %

6,011 %

6,339 %

2,912 %

3,148 %

6,658 %

59

3,097 %

6,003 %

6,314 %

2,928 %

3,161 %

6,639 %

60

3,110 %

5,995 %

6,291 %

2,944 %

3,173 %

6,620 %

61

3,123 %

5,987 %

6,268 %

2,960 %

3,185 %

6,602 %

62

3,135 %

5,979 %

6,246 %

2,975 %

3,196 %

6,584 %

63

3,147 %

5,972 %

6,224 %

2,989 %

3,207 %

6,567 %

64

3,159 %

5,964 %

6,204 %

3,003 %

3,218 %

6,550 %

65

3,170 %

5,957 %

6,184 %

3,017 %

3,228 %

6,534 %

66

3,181 %

5,950 %

6,164 %

3,030 %

3,238 %

6,518 %

67

3,192 %

5,944 %

6,145 %

3,043 %

3,248 %

6,503 %

68

3,202 %

5,937 %

6,127 %

3,055 %

3,257 %

6,488 %

69

3,212 %

5,931 %

6,109 %

3,067 %

3,267 %

6,474 %

70

3,222 %

5,925 %

6,092 %

3,079 %

3,276 %

6,460 %

71

3,231 %

5,919 %

6,075 %

3,091 %

3,284 %

6,447 %

72

3,240 %

5,913 %

6,058 %

3,102 %

3,293 %

6,433 %

73

3,249 %

5,908 %

6,043 %

3,113 %

3,301 %

6,421 %

74

3,258 %

5,902 %

6,027 %

3,123 %

3,309 %

6,408 %

75

3,267 %

5,897 %

6,012 %

3,134 %

3,317 %

6,396 %

76

3,275 %

5,892 %

5,997 %

3,144 %

3,325 %

6,384 %

77

3,283 %

5,886 %

5,983 %

3,153 %

3,332 %

6,373 %

78

3,291 %

5,882 %

5,969 %

3,163 %

3,339 %

6,361 %

79

3,299 %

5,877 %

5,955 %

3,172 %

3,346 %

6,351 %

80

3,306 %

5,872 %

5,942 %

3,181 %

3,353 %

6,340 %

81

3,313 %

5,867 %

5,929 %

3,190 %

3,360 %

6,329 %

82

3,320 %

5,863 %

5,917 %

3,199 %

3,367 %

6,319 %

83

3,327 %

5,859 %

5,904 %

3,207 %

3,373 %

6,309 %

84

3,334 %

5,854 %

5,892 %

3,215 %

3,379 %

6,300 %

85

3,341 %

5,850 %

5,881 %

3,223 %

3,385 %

6,290 %

86

3,347 %

5,846 %

5,869 %

3,231 %

3,391 %

6,281 %

87

3,354 %

5,842 %

5,858 %

3,239 %

3,397 %

6,272 %

88

3,360 %

5,838 %

5,847 %

3,246 %

3,403 %

6,263 %

89

3,366 %

5,834 %

5,836 %

3,254 %

3,408 %

6,255 %

90

3,372 %

5,831 %

5,826 %

3,261 %

3,414 %

6,246 %

91

3,378 %

5,827 %

5,816 %

3,268 %

3,419 %

6,238 %

92

3,383 %

5,824 %

5,806 %

3,275 %

3,424 %

6,230 %

93

3,389 %

5,820 %

5,796 %

3,281 %

3,429 %

6,222 %

94

3,394 %

5,817 %

5,786 %

3,288 %

3,434 %

6,214 %

95

3,400 %

5,813 %

5,777 %

3,294 %

3,439 %

6,207 %

96

3,405 %

5,810 %

5,768 %

3,301 %

3,444 %

6,199 %

97

3,410 %

5,807 %

5,759 %

3,307 %

3,449 %

6,192 %

98

3,415 %

5,804 %

5,750 %

3,313 %

3,453 %

6,185 %

99

3,420 %

5,801 %

5,741 %

3,319 %

3,458 %

6,178 %

100

3,424 %

5,798 %

5,733 %

3,324 %

3,462 %

6,171 %

101

3,429 %

5,795 %

5,725 %

3,330 %

3,467 %

6,165 %

102

3,434 %

5,792 %

5,717 %

3,336 %

3,471 %

6,158 %

103

3,438 %

5,789 %

5,709 %

3,341 %

3,475 %

6,152 %

104

3,443 %

5,786 %

5,701 %

3,347 %

3,479 %

6,146 %

105

3,447 %

5,783 %

5,693 %

3,352 %

3,483 %

6,139 %

106

3,451 %

5,781 %

5,686 %

3,357 %

3,487 %

6,133 %

107

3,456 %

5,778 %

5,678 %

3,362 %

3,491 %

6,127 %

108

3,460 %

5,776 %

5,671 %

3,367 %

3,495 %

6,122 %

109

3,464 %

5,773 %

5,664 %

3,372 %

3,498 %

6,116 %

110

3,468 %

5,771 %

5,657 %

3,377 %

3,502 %

6,110 %

111

3,472 %

5,768 %

5,650 %

3,381 %

3,506 %

6,105 %

112

3,475 %

5,766 %

5,643 %

3,386 %

3,509 %

6,099 %

113

3,479 %

5,763 %

5,637 %

3,391 %

3,513 %

6,094 %

114

3,483 %

5,761 %

5,630 %

3,395 %

3,516 %

6,089 %

115

3,486 %

5,759 %

5,624 %

3,399 %

3,519 %

6,084 %

116

3,490 %

5,757 %

5,618 %

3,404 %

3,523 %

6,079 %

117

3,493 %

5,754 %

5,612 %

3,408 %

3,526 %

6,074 %

118

3,497 %

5,752 %

5,605 %

3,412 %

3,529 %

6,069 %

119

3,500 %

5,750 %

5,600 %

3,416 %

3,532 %

6,064 %

120

3,504 %

5,748 %

5,594 %

3,420 %

3,535 %

6,059 %

121

3,507 %

5,746 %

5,588 %

3,424 %

3,538 %

6,055 %

122

3,510 %

5,744 %

5,582 %

3,428 %

3,541 %

6,050 %

123

3,513 %

5,742 %

5,577 %

3,432 %

3,544 %

6,046 %

124

3,516 %

5,740 %

5,571 %

3,436 %

3,547 %

6,041 %

125

3,519 %

5,738 %

5,566 %

3,439 %

3,550 %

6,037 %

126

3,522 %

5,736 %

5,561 %

3,443 %

3,552 %

6,033 %

127

3,525 %

5,734 %

5,555 %

3,447 %

3,555 %

6,028 %

128

3,528 %

5,732 %

5,550 %

3,450 %

3,558 %

6,024 %

129

3,531 %

5,731 %

5,545 %

3,454 %

3,561 %

6,020 %

130

3,534 %

5,729 %

5,540 %

3,457 %

3,563 %

6,016 %

131

3,537 %

5,727 %

5,535 %

3,460 %

3,566 %

6,012 %

132

3,540 %

5,725 %

5,530 %

3,464 %

3,568 %

6,008 %

133

3,542 %

5,724 %

5,526 %

3,467 %

3,571 %

6,004 %

134

3,545 %

5,722 %

5,521 %

3,470 %

3,573 %

6,001 %

135

3,548 %

5,720 %

5,516 %

3,473 %

3,576 %

5,997 %

136

3,550 %

5,719 %

5,512 %

3,476 %

3,578 %

5,993 %

137

3,553 %

5,717 %

5,507 %

3,480 %

3,580 %

5,990 %

138

3,555 %

5,716 %

5,503 %

3,483 %

3,583 %

5,986 %

139

3,558 %

5,714 %

5,499 %

3,486 %

3,585 %

5,983 %

140

3,560 %

5,713 %

5,494 %

3,489 %

3,587 %

5,979 %

141

3,563 %

5,711 %

5,490 %

3,491 %

3,589 %

5,976 %

142

3,565 %

5,710 %

5,486 %

3,494 %

3,592 %

5,972 %

143

3,567 %

5,708 %

5,482 %

3,497 %

3,594 %

5,969 %

144

3,570 %

5,707 %

5,478 %

3,500 %

3,596 %

5,966 %

145

3,572 %

5,705 %

5,474 %

3,503 %

3,598 %

5,963 %

146

3,574 %

5,704 %

5,470 %

3,505 %

3,600 %

5,959 %

147

3,576 %

5,702 %

5,466 %

3,508 %

3,602 %

5,956 %

148

3,578 %

5,701 %

5,462 %

3,511 %

3,604 %

5,953 %

149

3,581 %

5,700 %

5,458 %

3,513 %

3,606 %

5,950 %

150

3,583 %

5,698 %

5,455 %

3,516 %

3,608 %

5,947 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 5,473 % | 2,463 % | 3,182 % | 7,620 % | 1,618 % | 1,493 % |
| 2 | 5,694 % | 2,514 % | 3,182 % | 7,485 % | 1,522 % | 1,389 % |
| 3 | 6,132 % | 2,587 % | 3,209 % | 7,508 % | 1,525 % | 1,351 % |
| 4 | 6,404 % | 2,688 % | 3,257 % | 7,587 % | 1,547 % | 1,330 % |
| 5 | 6,643 % | 2,770 % | 3,295 % | 7,597 % | 1,597 % | 1,320 % |
| 6 | 6,828 % | 2,849 % | 3,319 % | 7,730 % | 1,658 % | 1,312 % |
| 7 | 6,981 % | 2,919 % | 3,355 % | 7,866 % | 1,716 % | 1,310 % |
| 8 | 7,106 % | 2,977 % | 3,414 % | 8,003 % | 1,767 % | 1,318 % |
| 9 | 7,214 % | 3,027 % | 3,478 % | 8,127 % | 1,816 % | 1,330 % |
| 10 | 7,300 % | 3,075 % | 3,534 % | 8,216 % | 1,869 % | 1,342 % |
| 11 | 7,354 % | 3,121 % | 3,576 % | 8,258 % | 1,925 % | 1,354 % |
| 12 | 7,381 % | 3,167 % | 3,616 % | 8,262 % | 1,979 % | 1,363 % |
| 13 | 7,389 % | 3,212 % | 3,664 % | 8,240 % | 2,025 % | 1,367 % |
| 14 | 7,383 % | 3,255 % | 3,715 % | 8,197 % | 2,062 % | 1,366 % |
| 15 | 7,366 % | 3,296 % | 3,766 % | 8,139 % | 2,091 % | 1,357 % |
| 16 | 7,342 % | 3,336 % | 3,815 % | 8,072 % | 2,113 % | 1,340 % |
| 17 | 7,312 % | 3,374 % | 3,859 % | 7,996 % | 2,131 % | 1,324 % |
| 18 | 7,278 % | 3,410 % | 3,899 % | 7,916 % | 2,148 % | 1,313 % |
| 19 | 7,241 % | 3,445 % | 3,934 % | 7,833 % | 2,168 % | 1,312 % |
| 20 | 7,203 % | 3,478 % | 3,964 % | 7,749 % | 2,191 % | 1,324 % |
| 21 | 7,164 % | 3,510 % | 3,988 % | 7,663 % | 2,218 % | 1,349 % |
| 22 | 7,124 % | 3,540 % | 4,008 % | 7,579 % | 2,250 % | 1,384 % |
| 23 | 7,084 % | 3,569 % | 4,024 % | 7,495 % | 2,283 % | 1,427 % |
| 24 | 7,044 % | 3,596 % | 4,036 % | 7,413 % | 2,318 % | 1,475 % |
| 25 | 7,005 % | 3,622 % | 4,046 % | 7,332 % | 2,354 % | 1,526 % |
| 26 | 6,967 % | 3,647 % | 4,054 % | 7,254 % | 2,390 % | 1,578 % |
| 27 | 6,930 % | 3,671 % | 4,060 % | 7,178 % | 2,426 % | 1,632 % |
| 28 | 6,893 % | 3,694 % | 4,065 % | 7,105 % | 2,461 % | 1,685 % |
| 29 | 6,858 % | 3,716 % | 4,068 % | 7,034 % | 2,496 % | 1,738 % |
| 30 | 6,823 % | 3,736 % | 4,070 % | 6,965 % | 2,530 % | 1,791 % |
| 31 | 6,790 % | 3,756 % | 4,072 % | 6,900 % | 2,564 % | 1,842 % |
| 32 | 6,758 % | 3,775 % | 4,072 % | 6,836 % | 2,596 % | 1,892 % |
| 33 | 6,727 % | 3,794 % | 4,072 % | 6,775 % | 2,628 % | 1,941 % |
| 34 | 6,697 % | 3,811 % | 4,072 % | 6,717 % | 2,658 % | 1,988 % |
| 35 | 6,668 % | 3,828 % | 4,071 % | 6,661 % | 2,687 % | 2,034 % |
| 36 | 6,640 % | 3,844 % | 4,070 % | 6,607 % | 2,716 % | 2,079 % |
| 37 | 6,613 % | 3,859 % | 4,068 % | 6,555 % | 2,743 % | 2,121 % |
| 38 | 6,587 % | 3,874 % | 4,067 % | 6,505 % | 2,770 % | 2,163 % |
| 39 | 6,562 % | 3,888 % | 4,065 % | 6,458 % | 2,795 % | 2,203 % |
| 40 | 6,538 % | 3,902 % | 4,063 % | 6,412 % | 2,820 % | 2,241 % |
| 41 | 6,515 % | 3,915 % | 4,061 % | 6,368 % | 2,844 % | 2,278 % |
| 42 | 6,493 % | 3,928 % | 4,059 % | 6,326 % | 2,867 % | 2,313 % |
| 43 | 6,472 % | 3,940 % | 4,056 % | 6,285 % | 2,889 % | 2,348 % |
| 44 | 6,451 % | 3,952 % | 4,054 % | 6,246 % | 2,910 % | 2,381 % |
| 45 | 6,431 % | 3,963 % | 4,052 % | 6,209 % | 2,931 % | 2,412 % |
| 46 | 6,412 % | 3,974 % | 4,049 % | 6,173 % | 2,950 % | 2,443 % |
| 47 | 6,394 % | 3,984 % | 4,047 % | 6,138 % | 2,969 % | 2,473 % |
| 48 | 6,376 % | 3,994 % | 4,045 % | 6,105 % | 2,988 % | 2,501 % |
| 49 | 6,359 % | 4,004 % | 4,043 % | 6,073 % | 3,005 % | 2,528 % |
| 50 | 6,342 % | 4,013 % | 4,040 % | 6,042 % | 3,023 % | 2,555 % |
| 51 | 6,326 % | 4,022 % | 4,038 % | 6,012 % | 3,039 % | 2,580 % |
| 52 | 6,311 % | 4,031 % | 4,036 % | 5,984 % | 3,055 % | 2,605 % |
| 53 | 6,296 % | 4,039 % | 4,034 % | 5,956 % | 3,070 % | 2,629 % |
| 54 | 6,282 % | 4,048 % | 4,032 % | 5,929 % | 3,085 % | 2,652 % |
| 55 | 6,268 % | 4,056 % | 4,030 % | 5,904 % | 3,100 % | 2,674 % |
| 56 | 6,254 % | 4,063 % | 4,028 % | 5,879 % | 3,114 % | 2,695 % |
| 57 | 6,241 % | 4,071 % | 4,026 % | 5,855 % | 3,127 % | 2,716 % |
| 58 | 6,229 % | 4,078 % | 4,024 % | 5,831 % | 3,140 % | 2,736 % |
| 59 | 6,216 % | 4,085 % | 4,022 % | 5,809 % | 3,153 % | 2,756 % |
| 60 | 6,205 % | 4,091 % | 4,020 % | 5,787 % | 3,165 % | 2,774 % |
| 61 | 6,193 % | 4,098 % | 4,018 % | 5,766 % | 3,177 % | 2,793 % |
| 62 | 6,182 % | 4,104 % | 4,016 % | 5,746 % | 3,188 % | 2,810 % |
| 63 | 6,171 % | 4,110 % | 4,015 % | 5,726 % | 3,200 % | 2,827 % |
| 64 | 6,161 % | 4,116 % | 4,013 % | 5,707 % | 3,210 % | 2,844 % |
| 65 | 6,151 % | 4,122 % | 4,011 % | 5,688 % | 3,221 % | 2,860 % |
| 66 | 6,141 % | 4,128 % | 4,010 % | 5,670 % | 3,231 % | 2,876 % |
| 67 | 6,132 % | 4,133 % | 4,008 % | 5,653 % | 3,241 % | 2,891 % |
| 68 | 6,122 % | 4,139 % | 4,007 % | 5,636 % | 3,250 % | 2,905 % |
| 69 | 6,113 % | 4,144 % | 4,005 % | 5,619 % | 3,260 % | 2,920 % |
| 70 | 6,105 % | 4,149 % | 4,004 % | 5,603 % | 3,269 % | 2,934 % |
| 71 | 6,096 % | 4,154 % | 4,002 % | 5,588 % | 3,278 % | 2,947 % |
| 72 | 6,088 % | 4,158 % | 4,001 % | 5,572 % | 3,286 % | 2,960 % |
| 73 | 6,080 % | 4,163 % | 4,000 % | 5,558 % | 3,295 % | 2,973 % |
| 74 | 6,072 % | 4,167 % | 3,998 % | 5,543 % | 3,303 % | 2,985 % |
| 75 | 6,064 % | 4,172 % | 3,997 % | 5,529 % | 3,311 % | 2,998 % |
| 76 | 6,057 % | 4,176 % | 3,996 % | 5,516 % | 3,318 % | 3,009 % |
| 77 | 6,050 % | 4,180 % | 3,995 % | 5,503 % | 3,326 % | 3,021 % |
| 78 | 6,043 % | 4,184 % | 3,993 % | 5,490 % | 3,333 % | 3,032 % |
| 79 | 6,036 % | 4,188 % | 3,992 % | 5,477 % | 3,340 % | 3,043 % |
| 80 | 6,029 % | 4,192 % | 3,991 % | 5,465 % | 3,347 % | 3,054 % |
| 81 | 6,023 % | 4,196 % | 3,990 % | 5,453 % | 3,354 % | 3,064 % |
| 82 | 6,016 % | 4,200 % | 3,989 % | 5,441 % | 3,361 % | 3,074 % |
| 83 | 6,010 % | 4,203 % | 3,988 % | 5,430 % | 3,367 % | 3,084 % |
| 84 | 6,004 % | 4,207 % | 3,987 % | 5,419 % | 3,374 % | 3,094 % |
| 85 | 5,998 % | 4,210 % | 3,986 % | 5,408 % | 3,380 % | 3,103 % |
| 86 | 5,992 % | 4,214 % | 3,985 % | 5,397 % | 3,386 % | 3,112 % |
| 87 | 5,987 % | 4,217 % | 3,984 % | 5,387 % | 3,392 % | 3,121 % |
| 88 | 5,981 % | 4,220 % | 3,983 % | 5,377 % | 3,397 % | 3,130 % |
| 89 | 5,976 % | 4,223 % | 3,982 % | 5,367 % | 3,403 % | 3,139 % |
| 90 | 5,970 % | 4,226 % | 3,981 % | 5,357 % | 3,408 % | 3,147 % |
| 91 | 5,965 % | 4,229 % | 3,980 % | 5,348 % | 3,414 % | 3,156 % |
| 92 | 5,960 % | 4,232 % | 3,979 % | 5,339 % | 3,419 % | 3,164 % |
| 93 | 5,955 % | 4,235 % | 3,978 % | 5,329 % | 3,424 % | 3,172 % |
| 94 | 5,950 % | 4,238 % | 3,978 % | 5,321 % | 3,429 % | 3,179 % |
| 95 | 5,945 % | 4,241 % | 3,977 % | 5,312 % | 3,434 % | 3,187 % |
| 96 | 5,941 % | 4,243 % | 3,976 % | 5,303 % | 3,439 % | 3,194 % |
| 97 | 5,936 % | 4,246 % | 3,975 % | 5,295 % | 3,444 % | 3,201 % |
| 98 | 5,932 % | 4,249 % | 3,974 % | 5,287 % | 3,449 % | 3,209 % |
| 99 | 5,927 % | 4,251 % | 3,974 % | 5,279 % | 3,453 % | 3,216 % |
| 100 | 5,923 % | 4,254 % | 3,973 % | 5,271 % | 3,458 % | 3,222 % |
| 101 | 5,919 % | 4,256 % | 3,972 % | 5,264 % | 3,462 % | 3,229 % |
| 102 | 5,915 % | 4,258 % | 3,972 % | 5,256 % | 3,466 % | 3,236 % |
| 103 | 5,911 % | 4,261 % | 3,971 % | 5,249 % | 3,470 % | 3,242 % |
| 104 | 5,907 % | 4,263 % | 3,970 % | 5,241 % | 3,475 % | 3,248 % |
| 105 | 5,903 % | 4,265 % | 3,970 % | 5,234 % | 3,479 % | 3,255 % |
| 106 | 5,899 % | 4,267 % | 3,969 % | 5,227 % | 3,483 % | 3,261 % |
| 107 | 5,895 % | 4,270 % | 3,968 % | 5,221 % | 3,486 % | 3,267 % |
| 108 | 5,892 % | 4,272 % | 3,968 % | 5,214 % | 3,490 % | 3,272 % |
| 109 | 5,888 % | 4,274 % | 3,967 % | 5,207 % | 3,494 % | 3,278 % |
| 110 | 5,885 % | 4,276 % | 3,966 % | 5,201 % | 3,498 % | 3,284 % |
| 111 | 5,881 % | 4,278 % | 3,966 % | 5,195 % | 3,501 % | 3,289 % |
| 112 | 5,878 % | 4,280 % | 3,965 % | 5,188 % | 3,505 % | 3,295 % |
| 113 | 5,874 % | 4,282 % | 3,965 % | 5,182 % | 3,508 % | 3,300 % |
| 114 | 5,871 % | 4,284 % | 3,964 % | 5,176 % | 3,512 % | 3,305 % |
| 115 | 5,868 % | 4,286 % | 3,963 % | 5,170 % | 3,515 % | 3,310 % |
| 116 | 5,865 % | 4,287 % | 3,963 % | 5,165 % | 3,518 % | 3,316 % |
| 117 | 5,862 % | 4,289 % | 3,962 % | 5,159 % | 3,522 % | 3,321 % |
| 118 | 5,859 % | 4,291 % | 3,962 % | 5,153 % | 3,525 % | 3,325 % |
| 119 | 5,855 % | 4,293 % | 3,961 % | 5,148 % | 3,528 % | 3,330 % |
| 120 | 5,853 % | 4,295 % | 3,961 % | 5,142 % | 3,531 % | 3,335 % |
| 121 | 5,850 % | 4,296 % | 3,960 % | 5,137 % | 3,534 % | 3,340 % |
| 122 | 5,847 % | 4,298 % | 3,960 % | 5,132 % | 3,537 % | 3,344 % |
| 123 | 5,844 % | 4,300 % | 3,959 % | 5,127 % | 3,540 % | 3,349 % |
| 124 | 5,841 % | 4,301 % | 3,959 % | 5,122 % | 3,543 % | 3,353 % |
| 125 | 5,838 % | 4,303 % | 3,958 % | 5,117 % | 3,546 % | 3,358 % |
| 126 | 5,836 % | 4,304 % | 3,958 % | 5,112 % | 3,549 % | 3,362 % |
| 127 | 5,833 % | 4,306 % | 3,957 % | 5,107 % | 3,551 % | 3,366 % |
| 128 | 5,830 % | 4,307 % | 3,957 % | 5,102 % | 3,554 % | 3,370 % |
| 129 | 5,828 % | 4,309 % | 3,957 % | 5,097 % | 3,557 % | 3,374 % |
| 130 | 5,825 % | 4,310 % | 3,956 % | 5,093 % | 3,559 % | 3,378 % |
| 131 | 5,823 % | 4,312 % | 3,956 % | 5,088 % | 3,562 % | 3,382 % |
| 132 | 5,820 % | 4,313 % | 3,955 % | 5,084 % | 3,565 % | 3,386 % |
| 133 | 5,818 % | 4,315 % | 3,955 % | 5,079 % | 3,567 % | 3,390 % |
| 134 | 5,816 % | 4,316 % | 3,954 % | 5,075 % | 3,570 % | 3,394 % |
| 135 | 5,813 % | 4,317 % | 3,954 % | 5,071 % | 3,572 % | 3,398 % |
| 136 | 5,811 % | 4,319 % | 3,954 % | 5,067 % | 3,574 % | 3,401 % |
| 137 | 5,809 % | 4,320 % | 3,953 % | 5,062 % | 3,577 % | 3,405 % |
| 138 | 5,806 % | 4,321 % | 3,953 % | 5,058 % | 3,579 % | 3,409 % |
| 139 | 5,804 % | 4,323 % | 3,953 % | 5,054 % | 3,581 % | 3,412 % |
| 140 | 5,802 % | 4,324 % | 3,952 % | 5,050 % | 3,584 % | 3,416 % |
| 141 | 5,800 % | 4,325 % | 3,952 % | 5,046 % | 3,586 % | 3,419 % |
| 142 | 5,798 % | 4,326 % | 3,951 % | 5,043 % | 3,588 % | 3,422 % |
| 143 | 5,796 % | 4,328 % | 3,951 % | 5,039 % | 3,590 % | 3,426 % |
| 144 | 5,794 % | 4,329 % | 3,951 % | 5,035 % | 3,593 % | 3,429 % |
| 145 | 5,792 % | 4,330 % | 3,950 % | 5,031 % | 3,595 % | 3,432 % |
| 146 | 5,790 % | 4,331 % | 3,950 % | 5,028 % | 3,597 % | 3,435 % |
| 147 | 5,788 % | 4,332 % | 3,950 % | 5,024 % | 3,599 % | 3,439 % |
| 148 | 5,786 % | 4,333 % | 3,949 % | 5,020 % | 3,601 % | 3,442 % |
| 149 | 5,784 % | 4,334 % | 3,949 % | 5,017 % | 3,603 % | 3,445 % |
| 150 | 5,782 % | 4,336 % | 3,949 % | 5,014 % | 3,605 % | 3,448 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

5,473 %

2,463 %

3,182 %

7,620 %

1,618 %

1,493 %

2

5,694 %

2,514 %

3,182 %

7,485 %

1,522 %

1,389 %

3

6,132 %

2,587 %

3,209 %

7,508 %

1,525 %

1,351 %

4

6,404 %

2,688 %

3,257 %

7,587 %

1,547 %

1,330 %

5

6,643 %

2,770 %

3,295 %

7,597 %

1,597 %

1,320 %

6

6,828 %

2,849 %

3,319 %

7,730 %

1,658 %

1,312 %

7

6,981 %

2,919 %

3,355 %

7,866 %

1,716 %

1,310 %

8

7,106 %

2,977 %

3,414 %

8,003 %

1,767 %

1,318 %

9

7,214 %

3,027 %

3,478 %

8,127 %

1,816 %

1,330 %

10

7,300 %

3,075 %

3,534 %

8,216 %

1,869 %

1,342 %

11

7,354 %

3,121 %

3,576 %

8,258 %

1,925 %

1,354 %

12

7,381 %

3,167 %

3,616 %

8,262 %

1,979 %

1,363 %

13

7,389 %

3,212 %

3,664 %

8,240 %

2,025 %

1,367 %

14

7,383 %

3,255 %

3,715 %

8,197 %

2,062 %

1,366 %

15

7,366 %

3,296 %

3,766 %

8,139 %

2,091 %

1,357 %

16

7,342 %

3,336 %

3,815 %

8,072 %

2,113 %

1,340 %

17

7,312 %

3,374 %

3,859 %

7,996 %

2,131 %

1,324 %

18

7,278 %

3,410 %

3,899 %

7,916 %

2,148 %

1,313 %

19

7,241 %

3,445 %

3,934 %

7,833 %

2,168 %

1,312 %

20

7,203 %

3,478 %

3,964 %

7,749 %

2,191 %

1,324 %

21

7,164 %

3,510 %

3,988 %

7,663 %

2,218 %

1,349 %

22

7,124 %

3,540 %

4,008 %

7,579 %

2,250 %

1,384 %

23

7,084 %

3,569 %

4,024 %

7,495 %

2,283 %

1,427 %

24

7,044 %

3,596 %

4,036 %

7,413 %

2,318 %

1,475 %

25

7,005 %

3,622 %

4,046 %

7,332 %

2,354 %

1,526 %

26

6,967 %

3,647 %

4,054 %

7,254 %

2,390 %

1,578 %

27

6,930 %

3,671 %

4,060 %

7,178 %

2,426 %

1,632 %

28

6,893 %

3,694 %

4,065 %

7,105 %

2,461 %

1,685 %

29

6,858 %

3,716 %

4,068 %

7,034 %

2,496 %

1,738 %

30

6,823 %

3,736 %

4,070 %

6,965 %

2,530 %

1,791 %

31

6,790 %

3,756 %

4,072 %

6,900 %

2,564 %

1,842 %

32

6,758 %

3,775 %

4,072 %

6,836 %

2,596 %

1,892 %

33

6,727 %

3,794 %

4,072 %

6,775 %

2,628 %

1,941 %

34

6,697 %

3,811 %

4,072 %

6,717 %

2,658 %

1,988 %

35

6,668 %

3,828 %

4,071 %

6,661 %

2,687 %

2,034 %

36

6,640 %

3,844 %

4,070 %

6,607 %

2,716 %

2,079 %

37

6,613 %

3,859 %

4,068 %

6,555 %

2,743 %

2,121 %

38

6,587 %

3,874 %

4,067 %

6,505 %

2,770 %

2,163 %

39

6,562 %

3,888 %

4,065 %

6,458 %

2,795 %

2,203 %

40

6,538 %

3,902 %

4,063 %

6,412 %

2,820 %

2,241 %

41

6,515 %

3,915 %

4,061 %

6,368 %

2,844 %

2,278 %

42

6,493 %

3,928 %

4,059 %

6,326 %

2,867 %

2,313 %

43

6,472 %

3,940 %

4,056 %

6,285 %

2,889 %

2,348 %

44

6,451 %

3,952 %

4,054 %

6,246 %

2,910 %

2,381 %

45

6,431 %

3,963 %

4,052 %

6,209 %

2,931 %

2,412 %

46

6,412 %

3,974 %

4,049 %

6,173 %

2,950 %

2,443 %

47

6,394 %

3,984 %

4,047 %

6,138 %

2,969 %

2,473 %

48

6,376 %

3,994 %

4,045 %

6,105 %

2,988 %

2,501 %

49

6,359 %

4,004 %

4,043 %

6,073 %

3,005 %

2,528 %

50

6,342 %

4,013 %

4,040 %

6,042 %

3,023 %

2,555 %

51

6,326 %

4,022 %

4,038 %

6,012 %

3,039 %

2,580 %

52

6,311 %

4,031 %

4,036 %

5,984 %

3,055 %

2,605 %

53

6,296 %

4,039 %

4,034 %

5,956 %

3,070 %

2,629 %

54

6,282 %

4,048 %

4,032 %

5,929 %

3,085 %

2,652 %

55

6,268 %

4,056 %

4,030 %

5,904 %

3,100 %

2,674 %

56

6,254 %

4,063 %

4,028 %

5,879 %

3,114 %

2,695 %

57

6,241 %

4,071 %

4,026 %

5,855 %

3,127 %

2,716 %

58

6,229 %

4,078 %

4,024 %

5,831 %

3,140 %

2,736 %

59

6,216 %

4,085 %

4,022 %

5,809 %

3,153 %

2,756 %

60

6,205 %

4,091 %

4,020 %

5,787 %

3,165 %

2,774 %

61

6,193 %

4,098 %

4,018 %

5,766 %

3,177 %

2,793 %

62

6,182 %

4,104 %

4,016 %

5,746 %

3,188 %

2,810 %

63

6,171 %

4,110 %

4,015 %

5,726 %

3,200 %

2,827 %

64

6,161 %

4,116 %

4,013 %

5,707 %

3,210 %

2,844 %

65

6,151 %

4,122 %

4,011 %

5,688 %

3,221 %

2,860 %

66

6,141 %

4,128 %

4,010 %

5,670 %

3,231 %

2,876 %

67

6,132 %

4,133 %

4,008 %

5,653 %

3,241 %

2,891 %

68

6,122 %

4,139 %

4,007 %

5,636 %

3,250 %

2,905 %

69

6,113 %

4,144 %

4,005 %

5,619 %

3,260 %

2,920 %

70

6,105 %

4,149 %

4,004 %

5,603 %

3,269 %

2,934 %

71

6,096 %

4,154 %

4,002 %

5,588 %

3,278 %

2,947 %

72

6,088 %

4,158 %

4,001 %

5,572 %

3,286 %

2,960 %

73

6,080 %

4,163 %

4,000 %

5,558 %

3,295 %

2,973 %

74

6,072 %

4,167 %

3,998 %

5,543 %

3,303 %

2,985 %

75

6,064 %

4,172 %

3,997 %

5,529 %

3,311 %

2,998 %

76

6,057 %

4,176 %

3,996 %

5,516 %

3,318 %

3,009 %

77

6,050 %

4,180 %

3,995 %

5,503 %

3,326 %

3,021 %

78

6,043 %

4,184 %

3,993 %

5,490 %

3,333 %

3,032 %

79

6,036 %

4,188 %

3,992 %

5,477 %

3,340 %

3,043 %

80

6,029 %

4,192 %

3,991 %

5,465 %

3,347 %

3,054 %

81

6,023 %

4,196 %

3,990 %

5,453 %

3,354 %

3,064 %

82

6,016 %

4,200 %

3,989 %

5,441 %

3,361 %

3,074 %

83

6,010 %

4,203 %

3,988 %

5,430 %

3,367 %

3,084 %

84

6,004 %

4,207 %

3,987 %

5,419 %

3,374 %

3,094 %

85

5,998 %

4,210 %

3,986 %

5,408 %

3,380 %

3,103 %

86

5,992 %

4,214 %

3,985 %

5,397 %

3,386 %

3,112 %

87

5,987 %

4,217 %

3,984 %

5,387 %

3,392 %

3,121 %

88

5,981 %

4,220 %

3,983 %

5,377 %

3,397 %

3,130 %

89

5,976 %

4,223 %

3,982 %

5,367 %

3,403 %

3,139 %

90

5,970 %

4,226 %

3,981 %

5,357 %

3,408 %

3,147 %

91

5,965 %

4,229 %

3,980 %

5,348 %

3,414 %

3,156 %

92

5,960 %

4,232 %

3,979 %

5,339 %

3,419 %

3,164 %

93

5,955 %

4,235 %

3,978 %

5,329 %

3,424 %

3,172 %

94

5,950 %

4,238 %

3,978 %

5,321 %

3,429 %

3,179 %

95

5,945 %

4,241 %

3,977 %

5,312 %

3,434 %

3,187 %

96

5,941 %

4,243 %

3,976 %

5,303 %

3,439 %

3,194 %

97

5,936 %

4,246 %

3,975 %

5,295 %

3,444 %

3,201 %

98

5,932 %

4,249 %

3,974 %

5,287 %

3,449 %

3,209 %

99

5,927 %

4,251 %

3,974 %

5,279 %

3,453 %

3,216 %

100

5,923 %

4,254 %

3,973 %

5,271 %

3,458 %

3,222 %

101

5,919 %

4,256 %

3,972 %

5,264 %

3,462 %

3,229 %

102

5,915 %

4,258 %

3,972 %

5,256 %

3,466 %

3,236 %

103

5,911 %

4,261 %

3,971 %

5,249 %

3,470 %

3,242 %

104

5,907 %

4,263 %

3,970 %

5,241 %

3,475 %

3,248 %

105

5,903 %

4,265 %

3,970 %

5,234 %

3,479 %

3,255 %

106

5,899 %

4,267 %

3,969 %

5,227 %

3,483 %

3,261 %

107

5,895 %

4,270 %

3,968 %

5,221 %

3,486 %

3,267 %

108

5,892 %

4,272 %

3,968 %

5,214 %

3,490 %

3,272 %

109

5,888 %

4,274 %

3,967 %

5,207 %

3,494 %

3,278 %

110

5,885 %

4,276 %

3,966 %

5,201 %

3,498 %

3,284 %

111

5,881 %

4,278 %

3,966 %

5,195 %

3,501 %

3,289 %

112

5,878 %

4,280 %

3,965 %

5,188 %

3,505 %

3,295 %

113

5,874 %

4,282 %

3,965 %

5,182 %

3,508 %

3,300 %

114

5,871 %

4,284 %

3,964 %

5,176 %

3,512 %

3,305 %

115

5,868 %

4,286 %

3,963 %

5,170 %

3,515 %

3,310 %

116

5,865 %

4,287 %

3,963 %

5,165 %

3,518 %

3,316 %

117

5,862 %

4,289 %

3,962 %

5,159 %

3,522 %

3,321 %

118

5,859 %

4,291 %

3,962 %

5,153 %

3,525 %

3,325 %

119

5,855 %

4,293 %

3,961 %

5,148 %

3,528 %

3,330 %

120

5,853 %

4,295 %

3,961 %

5,142 %

3,531 %

3,335 %

121

5,850 %

4,296 %

3,960 %

5,137 %

3,534 %

3,340 %

122

5,847 %

4,298 %

3,960 %

5,132 %

3,537 %

3,344 %

123

5,844 %

4,300 %

3,959 %

5,127 %

3,540 %

3,349 %

124

5,841 %

4,301 %

3,959 %

5,122 %

3,543 %

3,353 %

125

5,838 %

4,303 %

3,958 %

5,117 %

3,546 %

3,358 %

126

5,836 %

4,304 %

3,958 %

5,112 %

3,549 %

3,362 %

127

5,833 %

4,306 %

3,957 %

5,107 %

3,551 %

3,366 %

128

5,830 %

4,307 %

3,957 %

5,102 %

3,554 %

3,370 %

129

5,828 %

4,309 %

3,957 %

5,097 %

3,557 %

3,374 %

130

5,825 %

4,310 %

3,956 %

5,093 %

3,559 %

3,378 %

131

5,823 %

4,312 %

3,956 %

5,088 %

3,562 %

3,382 %

132

5,820 %

4,313 %

3,955 %

5,084 %

3,565 %

3,386 %

133

5,818 %

4,315 %

3,955 %

5,079 %

3,567 %

3,390 %

134

5,816 %

4,316 %

3,954 %

5,075 %

3,570 %

3,394 %

135

5,813 %

4,317 %

3,954 %

5,071 %

3,572 %

3,398 %

136

5,811 %

4,319 %

3,954 %

5,067 %

3,574 %

3,401 %

137

5,809 %

4,320 %

3,953 %

5,062 %

3,577 %

3,405 %

138

5,806 %

4,321 %

3,953 %

5,058 %

3,579 %

3,409 %

139

5,804 %

4,323 %

3,953 %

5,054 %

3,581 %

3,412 %

140

5,802 %

4,324 %

3,952 %

5,050 %

3,584 %

3,416 %

141

5,800 %

4,325 %

3,952 %

5,046 %

3,586 %

3,419 %

142

5,798 %

4,326 %

3,951 %

5,043 %

3,588 %

3,422 %

143

5,796 %

4,328 %

3,951 %

5,039 %

3,590 %

3,426 %

144

5,794 %

4,329 %

3,951 %

5,035 %

3,593 %

3,429 %

145

5,792 %

4,330 %

3,950 %

5,031 %

3,595 %

3,432 %

146

5,790 %

4,331 %

3,950 %

5,028 %

3,597 %

3,435 %

147

5,788 %

4,332 %

3,950 %

5,024 %

3,599 %

3,439 %

148

5,786 %

4,333 %

3,949 %

5,020 %

3,601 %

3,442 %

149

5,784 %

4,334 %

3,949 %

5,017 %

3,603 %

3,445 %

150

5,782 %

4,336 %

3,949 %

5,014 %

3,605 %

3,448 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 21,580 % | 1,895 % | – 0,169 % |
| 2 | 19,517 % | 1,680 % | – 0,204 % |
| 3 | 18,100 % | 1,617 % | – 0,222 % |
| 4 | 17,048 % | 1,616 % | – 0,224 % |
| 5 | 16,570 % | 1,641 % | – 0,212 % |
| 6 | 15,915 % | 1,680 % | – 0,194 % |
| 7 | 15,246 % | 1,722 % | – 0,169 % |
| 8 | 14,786 % | 1,765 % | – 0,139 % |
| 9 | 14,471 % | 1,810 % | – 0,107 % |
| 10 | 14,213 % | 1,854 % | – 0,073 % |
| 11 | 13,963 % | 1,894 % | – 0,040 % |
| 12 | 13,712 % | 1,931 % | – 0,008 % |
| 13 | 13,462 % | 1,962 % | 0,025 % |
| 14 | 13,215 % | 1,989 % | 0,056 % |
| 15 | 12,972 % | 2,013 % | 0,085 % |
| 16 | 12,734 % | 2,033 % | 0,112 % |
| 17 | 12,501 % | 2,051 % | 0,137 % |
| 18 | 12,274 % | 2,065 % | 0,161 % |
| 19 | 12,055 % | 2,078 % | 0,183 % |
| 20 | 11,842 % | 2,088 % | 0,205 % |
| 21 | 11,637 % | 2,097 % | 0,225 % |
| 22 | 11,440 % | 2,103 % | 0,243 % |
| 23 | 11,250 % | 2,108 % | 0,258 % |
| 24 | 11,069 % | 2,112 % | 0,269 % |
| 25 | 10,894 % | 2,116 % | 0,276 % |
| 26 | 10,728 % | 2,118 % | 0,278 % |
| 27 | 10,568 % | 2,120 % | 0,281 % |
| 28 | 10,416 % | 2,121 % | 0,287 % |
| 29 | 10,270 % | 2,122 % | 0,299 % |
| 30 | 10,131 % | 2,123 % | 0,320 % |
| 31 | 9,999 % | 2,123 % | 0,351 % |
| 32 | 9,872 % | 2,123 % | 0,390 % |
| 33 | 9,751 % | 2,122 % | 0,434 % |
| 34 | 9,636 % | 2,120 % | 0,482 % |
| 35 | 9,526 % | 2,118 % | 0,532 % |
| 36 | 9,421 % | 2,114 % | 0,585 % |
| 37 | 9,320 % | 2,109 % | 0,638 % |
| 38 | 9,224 % | 2,103 % | 0,691 % |
| 39 | 9,132 % | 2,096 % | 0,745 % |
| 40 | 9,045 % | 2,087 % | 0,798 % |
| 41 | 8,961 % | 2,077 % | 0,850 % |
| 42 | 8,880 % | 2,066 % | 0,902 % |
| 43 | 8,803 % | 2,055 % | 0,952 % |
| 44 | 8,729 % | 2,045 % | 1,002 % |
| 45 | 8,659 % | 2,038 % | 1,050 % |
| 46 | 8,591 % | 2,032 % | 1,097 % |
| 47 | 8,526 % | 2,029 % | 1,142 % |
| 48 | 8,463 % | 2,029 % | 1,187 % |
| 49 | 8,403 % | 2,032 % | 1,230 % |
| 50 | 8,345 % | 2,039 % | 1,272 % |
| 51 | 8,289 % | 2,049 % | 1,312 % |
| 52 | 8,235 % | 2,061 % | 1,352 % |
| 53 | 8,184 % | 2,076 % | 1,390 % |
| 54 | 8,134 % | 2,093 % | 1,427 % |
| 55 | 8,086 % | 2,111 % | 1,463 % |
| 56 | 8,039 % | 2,130 % | 1,497 % |
| 57 | 7,995 % | 2,150 % | 1,531 % |
| 58 | 7,951 % | 2,171 % | 1,564 % |
| 59 | 7,910 % | 2,192 % | 1,596 % |
| 60 | 7,869 % | 2,213 % | 1,626 % |
| 61 | 7,830 % | 2,234 % | 1,656 % |
| 62 | 7,792 % | 2,256 % | 1,685 % |
| 63 | 7,756 % | 2,277 % | 1,713 % |
| 64 | 7,720 % | 2,298 % | 1,741 % |
| 65 | 7,686 % | 2,319 % | 1,767 % |
| 66 | 7,652 % | 2,340 % | 1,793 % |
| 67 | 7,620 % | 2,360 % | 1,818 % |
| 68 | 7,589 % | 2,380 % | 1,842 % |
| 69 | 7,558 % | 2,400 % | 1,866 % |
| 70 | 7,528 % | 2,420 % | 1,889 % |
| 71 | 7,500 % | 2,439 % | 1,911 % |
| 72 | 7,472 % | 2,458 % | 1,933 % |
| 73 | 7,444 % | 2,476 % | 1,954 % |
| 74 | 7,418 % | 2,494 % | 1,975 % |
| 75 | 7,392 % | 2,512 % | 1,995 % |
| 76 | 7,367 % | 2,529 % | 2,015 % |
| 77 | 7,343 % | 2,546 % | 2,034 % |
| 78 | 7,319 % | 2,563 % | 2,052 % |
| 79 | 7,296 % | 2,579 % | 2,070 % |
| 80 | 7,273 % | 2,595 % | 2,088 % |
| 81 | 7,251 % | 2,611 % | 2,105 % |
| 82 | 7,229 % | 2,626 % | 2,122 % |
| 83 | 7,208 % | 2,641 % | 2,139 % |
| 84 | 7,188 % | 2,656 % | 2,155 % |
| 85 | 7,168 % | 2,670 % | 2,171 % |
| 86 | 7,148 % | 2,684 % | 2,186 % |
| 87 | 7,129 % | 2,698 % | 2,201 % |
| 88 | 7,111 % | 2,711 % | 2,216 % |
| 89 | 7,092 % | 2,724 % | 2,230 % |
| 90 | 7,074 % | 2,737 % | 2,244 % |
| 91 | 7,057 % | 2,750 % | 2,258 % |
| 92 | 7,040 % | 2,762 % | 2,271 % |
| 93 | 7,023 % | 2,774 % | 2,284 % |
| 94 | 7,007 % | 2,786 % | 2,297 % |
| 95 | 6,991 % | 2,798 % | 2,310 % |
| 96 | 6,975 % | 2,809 % | 2,322 % |
| 97 | 6,960 % | 2,820 % | 2,334 % |
| 98 | 6,945 % | 2,831 % | 2,346 % |
| 99 | 6,930 % | 2,842 % | 2,357 % |
| 100 | 6,916 % | 2,852 % | 2,369 % |
| 101 | 6,902 % | 2,863 % | 2,380 % |
| 102 | 6,888 % | 2,873 % | 2,391 % |
| 103 | 6,874 % | 2,883 % | 2,402 % |
| 104 | 6,861 % | 2,892 % | 2,412 % |
| 105 | 6,848 % | 2,902 % | 2,422 % |
| 106 | 6,835 % | 2,911 % | 2,433 % |
| 107 | 6,823 % | 2,920 % | 2,442 % |
| 108 | 6,810 % | 2,929 % | 2,452 % |
| 109 | 6,798 % | 2,938 % | 2,462 % |
| 110 | 6,786 % | 2,947 % | 2,471 % |
| 111 | 6,775 % | 2,955 % | 2,480 % |
| 112 | 6,763 % | 2,964 % | 2,489 % |
| 113 | 6,752 % | 2,972 % | 2,498 % |
| 114 | 6,741 % | 2,980 % | 2,507 % |
| 115 | 6,730 % | 2,988 % | 2,516 % |
| 116 | 6,720 % | 2,996 % | 2,524 % |
| 117 | 6,709 % | 3,004 % | 2,532 % |
| 118 | 6,699 % | 3,011 % | 2,541 % |
| 119 | 6,689 % | 3,019 % | 2,549 % |
| 120 | 6,679 % | 3,026 % | 2,556 % |
| 121 | 6,669 % | 3,033 % | 2,564 % |
| 122 | 6,659 % | 3,040 % | 2,572 % |
| 123 | 6,650 % | 3,047 % | 2,579 % |
| 124 | 6,640 % | 3,054 % | 2,587 % |
| 125 | 6,631 % | 3,061 % | 2,594 % |
| 126 | 6,622 % | 3,067 % | 2,601 % |
| 127 | 6,613 % | 3,074 % | 2,608 % |
| 128 | 6,605 % | 3,080 % | 2,615 % |
| 129 | 6,596 % | 3,087 % | 2,622 % |
| 130 | 6,588 % | 3,093 % | 2,629 % |
| 131 | 6,579 % | 3,099 % | 2,635 % |
| 132 | 6,571 % | 3,105 % | 2,642 % |
| 133 | 6,563 % | 3,111 % | 2,648 % |
| 134 | 6,555 % | 3,117 % | 2,655 % |
| 135 | 6,547 % | 3,123 % | 2,661 % |
| 136 | 6,539 % | 3,128 % | 2,667 % |
| 137 | 6,532 % | 3,134 % | 2,673 % |
| 138 | 6,524 % | 3,140 % | 2,679 % |
| 139 | 6,517 % | 3,145 % | 2,685 % |
| 140 | 6,510 % | 3,150 % | 2,691 % |
| 141 | 6,502 % | 3,156 % | 2,696 % |
| 142 | 6,495 % | 3,161 % | 2,702 % |
| 143 | 6,488 % | 3,166 % | 2,708 % |
| 144 | 6,481 % | 3,171 % | 2,713 % |
| 145 | 6,475 % | 3,176 % | 2,719 % |
| 146 | 6,468 % | 3,181 % | 2,724 % |
| 147 | 6,461 % | 3,186 % | 2,729 % |
| 148 | 6,455 % | 3,191 % | 2,734 % |
| 149 | 6,448 % | 3,195 % | 2,739 % |
| 150 | 6,442 % | 3,200 % | 2,744 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

21,580 %

1,895 %

– 0,169 %

2

19,517 %

1,680 %

– 0,204 %

3

18,100 %

1,617 %

– 0,222 %

4

17,048 %

1,616 %

– 0,224 %

5

16,570 %

1,641 %

– 0,212 %

6

15,915 %

1,680 %

– 0,194 %

7

15,246 %

1,722 %

– 0,169 %

8

14,786 %

1,765 %

– 0,139 %

9

14,471 %

1,810 %

– 0,107 %

10

14,213 %

1,854 %

– 0,073 %

11

13,963 %

1,894 %

– 0,040 %

12

13,712 %

1,931 %

– 0,008 %

13

13,462 %

1,962 %

0,025 %

14

13,215 %

1,989 %

0,056 %

15

12,972 %

2,013 %

0,085 %

16

12,734 %

2,033 %

0,112 %

17

12,501 %

2,051 %

0,137 %

18

12,274 %

2,065 %

0,161 %

19

12,055 %

2,078 %

0,183 %

20

11,842 %

2,088 %

0,205 %

21

11,637 %

2,097 %

0,225 %

22

11,440 %

2,103 %

0,243 %

23

11,250 %

2,108 %

0,258 %

24

11,069 %

2,112 %

0,269 %

25

10,894 %

2,116 %

0,276 %

26

10,728 %

2,118 %

0,278 %

27

10,568 %

2,120 %

0,281 %

28

10,416 %

2,121 %

0,287 %

29

10,270 %

2,122 %

0,299 %

30

10,131 %

2,123 %

0,320 %

31

9,999 %

2,123 %

0,351 %

32

9,872 %

2,123 %

0,390 %

33

9,751 %

2,122 %

0,434 %

34

9,636 %

2,120 %

0,482 %

35

9,526 %

2,118 %

0,532 %

36

9,421 %

2,114 %

0,585 %

37

9,320 %

2,109 %

0,638 %

38

9,224 %

2,103 %

0,691 %

39

9,132 %

2,096 %

0,745 %

40

9,045 %

2,087 %

0,798 %

41

8,961 %

2,077 %

0,850 %

42

8,880 %

2,066 %

0,902 %

43

8,803 %

2,055 %

0,952 %

44

8,729 %

2,045 %

1,002 %

45

8,659 %

2,038 %

1,050 %

46

8,591 %

2,032 %

1,097 %

47

8,526 %

2,029 %

1,142 %

48

8,463 %

2,029 %

1,187 %

49

8,403 %

2,032 %

1,230 %

50

8,345 %

2,039 %

1,272 %

51

8,289 %

2,049 %

1,312 %

52

8,235 %

2,061 %

1,352 %

53

8,184 %

2,076 %

1,390 %

54

8,134 %

2,093 %

1,427 %

55

8,086 %

2,111 %

1,463 %

56

8,039 %

2,130 %

1,497 %

57

7,995 %

2,150 %

1,531 %

58

7,951 %

2,171 %

1,564 %

59

7,910 %

2,192 %

1,596 %

60

7,869 %

2,213 %

1,626 %

61

7,830 %

2,234 %

1,656 %

62

7,792 %

2,256 %

1,685 %

63

7,756 %

2,277 %

1,713 %

64

7,720 %

2,298 %

1,741 %

65

7,686 %

2,319 %

1,767 %

66

7,652 %

2,340 %

1,793 %

67

7,620 %

2,360 %

1,818 %

68

7,589 %

2,380 %

1,842 %

69

7,558 %

2,400 %

1,866 %

70

7,528 %

2,420 %

1,889 %

71

7,500 %

2,439 %

1,911 %

72

7,472 %

2,458 %

1,933 %

73

7,444 %

2,476 %

1,954 %

74

7,418 %

2,494 %

1,975 %

75

7,392 %

2,512 %

1,995 %

76

7,367 %

2,529 %

2,015 %

77

7,343 %

2,546 %

2,034 %

78

7,319 %

2,563 %

2,052 %

79

7,296 %

2,579 %

2,070 %

80

7,273 %

2,595 %

2,088 %

81

7,251 %

2,611 %

2,105 %

82

7,229 %

2,626 %

2,122 %

83

7,208 %

2,641 %

2,139 %

84

7,188 %

2,656 %

2,155 %

85

7,168 %

2,670 %

2,171 %

86

7,148 %

2,684 %

2,186 %

87

7,129 %

2,698 %

2,201 %

88

7,111 %

2,711 %

2,216 %

89

7,092 %

2,724 %

2,230 %

90

7,074 %

2,737 %

2,244 %

91

7,057 %

2,750 %

2,258 %

92

7,040 %

2,762 %

2,271 %

93

7,023 %

2,774 %

2,284 %

94

7,007 %

2,786 %

2,297 %

95

6,991 %

2,798 %

2,310 %

96

6,975 %

2,809 %

2,322 %

97

6,960 %

2,820 %

2,334 %

98

6,945 %

2,831 %

2,346 %

99

6,930 %

2,842 %

2,357 %

100

6,916 %

2,852 %

2,369 %

101

6,902 %

2,863 %

2,380 %

102

6,888 %

2,873 %

2,391 %

103

6,874 %

2,883 %

2,402 %

104

6,861 %

2,892 %

2,412 %

105

6,848 %

2,902 %

2,422 %

106

6,835 %

2,911 %

2,433 %

107

6,823 %

2,920 %

2,442 %

108

6,810 %

2,929 %

2,452 %

109

6,798 %

2,938 %

2,462 %

110

6,786 %

2,947 %

2,471 %

111

6,775 %

2,955 %

2,480 %

112

6,763 %

2,964 %

2,489 %

113

6,752 %

2,972 %

2,498 %

114

6,741 %

2,980 %

2,507 %

115

6,730 %

2,988 %

2,516 %

116

6,720 %

2,996 %

2,524 %

117

6,709 %

3,004 %

2,532 %

118

6,699 %

3,011 %

2,541 %

119

6,689 %

3,019 %

2,549 %

120

6,679 %

3,026 %

2,556 %

121

6,669 %

3,033 %

2,564 %

122

6,659 %

3,040 %

2,572 %

123

6,650 %

3,047 %

2,579 %

124

6,640 %

3,054 %

2,587 %

125

6,631 %

3,061 %

2,594 %

126

6,622 %

3,067 %

2,601 %

127

6,613 %

3,074 %

2,608 %

128

6,605 %

3,080 %

2,615 %

129

6,596 %

3,087 %

2,622 %

130

6,588 %

3,093 %

2,629 %

131

6,579 %

3,099 %

2,635 %

132

6,571 %

3,105 %

2,642 %

133

6,563 %

3,111 %

2,648 %

134

6,555 %

3,117 %

2,655 %

135

6,547 %

3,123 %

2,661 %

136

6,539 %

3,128 %

2,667 %

137

6,532 %

3,134 %

2,673 %

138

6,524 %

3,140 %

2,679 %

139

6,517 %

3,145 %

2,685 %

140

6,510 %

3,150 %

2,691 %

141

6,502 %

3,156 %

2,696 %

142

6,495 %

3,161 %

2,702 %

143

6,488 %

3,166 %

2,708 %

144

6,481 %

3,171 %

2,713 %

145

6,475 %

3,176 %

2,719 %

146

6,468 %

3,181 %

2,724 %

147

6,461 %

3,186 %

2,729 %

148

6,455 %

3,191 %

2,734 %

149

6,448 %

3,195 %

2,739 %

150

6,442 %

3,200 %

2,744 %

---

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 | 25 | 1 |
| 2 | 0 | 0 | 40 | 5 | 0 | 42 | 0 |
| 3 | 0 | 1 | 45 | 5 | 2 | 48 | 0 |
| 4 | 0 | 2 | 48 | 5 | 3 | 49 | 0 |
| 5 | 0 | 4 | 52 | 5 | 5 | 52 | 0 |
| 6 | 1 | 5 | 55 | 5 | 7 | 54 | 0 |
| 7 | 2 | 6 | 58 | 5 | 9 | 55 | 0 |
| 8 | 3 | 7 | 60 | 5 | 11 | 55 | 0 |
| 9 | 3 | 8 | 61 | 5 | 12 | 52 | 0 |
| 10 | 3 | 8 | 63 | 5 | 14 | 51 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

32

5

0

25

1

2

0

0

40

5

0

42

0

3

0

1

45

5

2

48

0

4

0

2

48

5

3

49

0

5

0

4

52

5

5

52

0

6

1

5

55

5

7

54

0

7

2

6

58

5

9

55

0

8

3

7

60

5

11

55

0

9

3

8

61

5

12

52

0

10

3

8

63

5

14

51

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 402 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 248 | 4 | 23 |
| 3 | 1 | 0 | 0 | 0 | 220 | 4 | 26 |
| 4 | 2 | 0 | 0 | 0 | 192 | 4 | 27 |
| 5 | 4 | 0 | 0 | 0 | 175 | 4 | 28 |
| 6 | 5 | 0 | 0 | 0 | 172 | 4 | 29 |
| 7 | 6 | 0 | 0 | 0 | 169 | 4 | 30 |
| 8 | 7 | 0 | 1 | 0 | 173 | 2 | 31 |
| 9 | 8 | 1 | 2 | 0 | 175 | 1 | 31 |
| 10 | 8 | 0 | 3 | 0 | 177 | 4 | 32 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

402

4

16

2

0

0

0

0

248

4

23

3

1

0

0

0

220

4

26

4

2

0

0

0

192

4

27

5

4

0

0

0

175

4

28

6

5

0

0

0

172

4

29

7

6

0

0

0

169

4

30

8

7

0

1

0

173

2

31

9

8

1

2

0

175

1

31

10

8

0

3

0

177

4

32

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 5 | 5 | 0 | 16 | 0 | 4 |
| 2 | 14 | 11 | 12 | 0 | 23 | 0 | 4 |
| 3 | 18 | 15 | 15 | 0 | 26 | 0 | 4 |
| 4 | 21 | 16 | 17 | 0 | 27 | 0 | 4 |
| 5 | 23 | 18 | 19 | 0 | 28 | 0 | 4 |
| 6 | 25 | 20 | 21 | 0 | 29 | 0 | 4 |
| 7 | 26 | 21 | 22 | 0 | 30 | 0 | 4 |
| 8 | 28 | 22 | 24 | 1 | 31 | 0 | 4 |
| 9 | 29 | 23 | 25 | 2 | 31 | 0 | 4 |
| 10 | 31 | 24 | 25 | 3 | 32 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

5

0

16

0

4

2

14

11

12

0

23

0

4

3

18

15

15

0

26

0

4

4

21

16

17

0

27

0

4

5

23

18

19

0

28

0

4

6

25

20

21

0

29

0

4

7

26

21

22

0

30

0

4

8

28

22

24

1

31

0

4

9

29

23

25

2

31

0

4

10

31

24

25

3

32

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 9 | 12 | 19 | 5 | 0 | 0 |
| 2 | 42 | 17 | 16 | 22 | 12 | 0 | 0 |
| 3 | 48 | 20 | 18 | 26 | 15 | 0 | 0 |
| 4 | 49 | 21 | 20 | 31 | 17 | 0 | 0 |
| 5 | 52 | 22 | 21 | 34 | 19 | 0 | 0 |
| 6 | 54 | 24 | 23 | 38 | 21 | 0 | 0 |
| 7 | 55 | 25 | 24 | 39 | 22 | 0 | 0 |
| 8 | 55 | 27 | 25 | 40 | 24 | 0 | 0 |
| 9 | 52 | 28 | 25 | 41 | 25 | 0 | 0 |
| 10 | 51 | 26 | 26 | 41 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

25

9

12

19

5

0

0

2

42

17

16

22

12

0

0

3

48

20

18

26

15

0

0

4

49

21

20

31

17

0

0

5

52

22

21

34

19

0

0

6

54

24

23

38

21

0

0

7

55

25

24

39

22

0

0

8

55

27

25

40

24

0

0

9

52

28

25

41

25

0

0

10

51

26

26

41

25

0

0

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

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

19

3

0

0

0

0

12

0

18

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

16

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

15

9

0

0

0

0

12

0

16

10

0

0

0

0

12

0

13

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

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

11

0

10

0

0

9

2

0

18

0

10

0

0

9

3

1

29

0

10

0

0

9

4

2

37

0

10

0

0

10

5

2

39

0

10

0

0

10

6

3

42

0

10

0

0

10

7

4

44

0

10

0

0

10

8

7

42

0

10

0

0

10

9

5

39

0

10

0

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 | 8 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 7 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 6 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 7 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 9 | 15 | 0 | 4 |
| 8 | 0 | 12 | 0 | 10 | 15 | 0 | 4 |
| 9 | 0 | 18 | 0 | 10 | 15 | 0 | 4 |
| 10 | 0 | 18 | 0 | 11 | 15 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

5

10

0

4

2

0

0

0

7

12

0

4

3

0

0

0

8

12

0

4

4

0

0

0

7

14

0

4

5

0

1

0

6

15

0

4

6

0

5

0

7

15

0

4

7

0

7

0

9

15

0

4

8

0

12

0

10

15

0

4

9

0

18

0

10

15

0

4

10

0

18

0

11

15

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 45 | 121 | 235 | 560 | 1 242 |
| 2 | 6 | 20 | 45 | 121 | 235 | 560 | 1 000 |
| 3 | 7 | 23 | 46 | 114 | 231 | 556 | 816 |
| 4 | 8 | 25 | 49 | 116 | 230 | 555 | 675 |
| 5 | 10 | 28 | 54 | 119 | 230 | 555 | 568 |
| 6 | 11 | 30 | 58 | 124 | 230 | 555 | 555 |
| 7 | 12 | 32 | 60 | 126 | 230 | 555 | 555 |
| 8 | 12 | 33 | 59 | 125 | 230 | 555 | 555 |
| 9 | 12 | 34 | 59 | 124 | 230 | 555 | 555 |
| 10 | 13 | 35 | 59 | 124 | 230 | 555 | 555 |
| 11 | 13 | 36 | 60 | 124 | 230 | 555 | 555 |
| 12 | 14 | 37 | 60 | 124 | 230 | 555 | 555 |
| 13 | 14 | 37 | 60 | 124 | 230 | 555 | 555 |
| 14 | 14 | 38 | 60 | 124 | 230 | 555 | 555 |
| 15 | 14 | 38 | 60 | 124 | 230 | 555 | 555 |
| 16 | 14 | 38 | 60 | 124 | 230 | 555 | 555 |
| 17 | 14 | 38 | 60 | 124 | 230 | 555 | 555 |
| 18 | 14 | 38 | 60 | 124 | 230 | 555 | 555 |
| 19 | 15 | 38 | 60 | 124 | 230 | 555 | 555 |
| 20 | 16 | 38 | 60 | 124 | 230 | 555 | 555 |
| 21 | 16 | 38 | 60 | 124 | 230 | 555 | 555 |
| 22 | 17 | 38 | 60 | 124 | 230 | 555 | 555 |
| 23 | 17 | 38 | 60 | 124 | 230 | 555 | 555 |
| 24 | 19 | 38 | 60 | 124 | 230 | 555 | 555 |
| 25 | 19 | 38 | 60 | 124 | 230 | 555 | 555 |
| 26 | 20 | 38 | 60 | 124 | 230 | 555 | 555 |
| 27 | 20 | 38 | 60 | 124 | 230 | 555 | 555 |
| 28 | 21 | 38 | 60 | 124 | 230 | 555 | 555 |
| 29 | 21 | 38 | 60 | 124 | 230 | 555 | 555 |
| 30 | 23 | 38 | 60 | 124 | 230 | 555 | 555 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

20

45

121

235

560

1 242

2

6

20

45

121

235

560

1 000

3

7

23

46

114

231

556

816

4

8

25

49

116

230

555

675

5

10

28

54

119

230

555

568

6

11

30

58

124

230

555

555

7

12

32

60

126

230

555

555

8

12

33

59

125

230

555

555

9

12

34

59

124

230

555

555

10

13

35

59

124

230

555

555

11

13

36

60

124

230

555

555

12

14

37

60

124

230

555

555

13

14

37

60

124

230

555

555

14

14

38

60

124

230

555

555

15

14

38

60

124

230

555

555

16

14

38

60

124

230

555

555

17

14

38

60

124

230

555

555

18

14

38

60

124

230

555

555

19

15

38

60

124

230

555

555

20

16

38

60

124

230

555

555

21

16

38

60

124

230

555

555

22

17

38

60

124

230

555

555

23

17

38

60

124

230

555

555

24

19

38

60

124

230

555

555

25

19

38

60

124

230

555

555

26

20

38

60

124

230

555

555

27

20

38

60

124

230

555

555

28

21

38

60

124

230

555

555

29

21

38

60

124

230

555

555

30

23

38

60

124

230

555

555

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 12 | 26 | 51 | 127 | 241 | 566 | 1 290 |
| 2 | 14 | 28 | 53 | 129 | 243 | 568 | 1 038 |
| 3 | 16 | 31 | 55 | 122 | 239 | 565 | 845 |
| 4 | 17 | 33 | 57 | 124 | 238 | 563 | 699 |
| 5 | 18 | 36 | 62 | 127 | 238 | 563 | 586 |
| 6 | 18 | 37 | 65 | 131 | 237 | 562 | 562 |
| 7 | 19 | 39 | 66 | 133 | 236 | 562 | 562 |
| 8 | 18 | 39 | 65 | 131 | 236 | 561 | 561 |
| 9 | 18 | 39 | 65 | 130 | 235 | 561 | 561 |
| 10 | 18 | 40 | 64 | 129 | 235 | 560 | 560 |
| 11 | 18 | 41 | 64 | 129 | 234 | 560 | 560 |
| 12 | 18 | 41 | 64 | 128 | 234 | 559 | 559 |
| 13 | 18 | 41 | 63 | 127 | 233 | 558 | 558 |
| 14 | 17 | 41 | 62 | 127 | 233 | 558 | 558 |
| 15 | 17 | 40 | 62 | 126 | 232 | 557 | 557 |
| 16 | 16 | 40 | 61 | 126 | 232 | 557 | 557 |
| 17 | 16 | 39 | 61 | 126 | 231 | 557 | 557 |
| 18 | 16 | 39 | 61 | 125 | 231 | 557 | 557 |
| 19 | 16 | 39 | 61 | 125 | 231 | 557 | 557 |
| 20 | 16 | 40 | 61 | 126 | 232 | 557 | 557 |
| 21 | 17 | 40 | 62 | 126 | 232 | 557 | 557 |
| 22 | 17 | 40 | 62 | 126 | 232 | 557 | 557 |
| 23 | 18 | 40 | 62 | 127 | 232 | 558 | 558 |
| 24 | 19 | 40 | 62 | 127 | 232 | 558 | 558 |
| 25 | 19 | 41 | 62 | 127 | 232 | 558 | 558 |
| 26 | 20 | 41 | 62 | 127 | 232 | 558 | 558 |
| 27 | 20 | 41 | 62 | 127 | 232 | 558 | 558 |
| 28 | 21 | 41 | 62 | 127 | 232 | 558 | 558 |
| 29 | 22 | 40 | 62 | 127 | 232 | 558 | 558 |
| 30 | 23 | 40 | 62 | 127 | 232 | 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

12

26

51

127

241

566

1 290

2

14

28

53

129

243

568

1 038

3

16

31

55

122

239

565

845

4

17

33

57

124

238

563

699

5

18

36

62

127

238

563

586

6

18

37

65

131

237

562

562

7

19

39

66

133

236

562

562

8

18

39

65

131

236

561

561

9

18

39

65

130

235

561

561

10

18

40

64

129

235

560

560

11

18

41

64

129

234

560

560

12

18

41

64

128

234

559

559

13

18

41

63

127

233

558

558

14

17

41

62

127

233

558

558

15

17

40

62

126

232

557

557

16

16

40

61

126

232

557

557

17

16

39

61

126

231

557

557

18

16

39

61

125

231

557

557

19

16

39

61

125

231

557

557

20

16

40

61

126

232

557

557

21

17

40

62

126

232

557

557

22

17

40

62

126

232

557

557

23

18

40

62

127

232

558

558

24

19

40

62

127

232

558

558

25

19

41

62

127

232

558

558

26

20

41

62

127

232

558

558

27

20

41

62

127

232

558

558

28

21

41

62

127

232

558

558

29

22

40

62

127

232

558

558

30

23

40

62

127

232

558

558

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 20 | 45 | 121 | 235 | 560 | 1 241 |
| 2 | 6 | 20 | 45 | 121 | 235 | 560 | 1 000 |
| 3 | 7 | 22 | 46 | 114 | 231 | 556 | 816 |
| 4 | 8 | 25 | 49 | 116 | 230 | 555 | 675 |
| 5 | 10 | 28 | 54 | 119 | 230 | 555 | 567 |
| 6 | 11 | 30 | 58 | 124 | 230 | 555 | 555 |
| 7 | 12 | 32 | 59 | 126 | 230 | 555 | 555 |
| 8 | 12 | 33 | 59 | 125 | 230 | 555 | 555 |
| 9 | 12 | 34 | 59 | 124 | 230 | 555 | 555 |
| 10 | 13 | 35 | 59 | 124 | 230 | 555 | 555 |
| 11 | 13 | 36 | 59 | 124 | 230 | 555 | 555 |
| 12 | 14 | 37 | 59 | 124 | 230 | 555 | 555 |
| 13 | 14 | 37 | 59 | 124 | 230 | 555 | 555 |
| 14 | 14 | 38 | 59 | 124 | 230 | 555 | 555 |
| 15 | 14 | 38 | 59 | 124 | 230 | 555 | 555 |
| 16 | 14 | 38 | 59 | 124 | 230 | 555 | 555 |
| 17 | 14 | 38 | 59 | 124 | 230 | 555 | 555 |
| 18 | 14 | 38 | 59 | 124 | 230 | 555 | 555 |
| 19 | 15 | 38 | 59 | 124 | 230 | 555 | 555 |
| 20 | 16 | 38 | 59 | 124 | 230 | 555 | 555 |
| 21 | 16 | 38 | 59 | 124 | 230 | 555 | 555 |
| 22 | 17 | 38 | 59 | 124 | 230 | 555 | 555 |
| 23 | 17 | 38 | 59 | 124 | 230 | 555 | 555 |
| 24 | 19 | 38 | 59 | 124 | 230 | 555 | 555 |
| 25 | 19 | 38 | 59 | 124 | 230 | 555 | 555 |
| 26 | 20 | 38 | 59 | 124 | 230 | 555 | 555 |
| 27 | 20 | 38 | 59 | 124 | 230 | 555 | 555 |
| 28 | 21 | 38 | 59 | 124 | 230 | 555 | 555 |
| 29 | 21 | 38 | 59 | 124 | 230 | 555 | 555 |
| 30 | 23 | 38 | 59 | 124 | 230 | 555 | 555 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

20

45

121

235

560

1 241

2

6

20

45

121

235

560

1 000

3

7

22

46

114

231

556

816

4

8

25

49

116

230

555

675

5

10

28

54

119

230

555

567

6

11

30

58

124

230

555

555

7

12

32

59

126

230

555

555

8

12

33

59

125

230

555

555

9

12

34

59

124

230

555

555

10

13

35

59

124

230

555

555

11

13

36

59

124

230

555

555

12

14

37

59

124

230

555

555

13

14

37

59

124

230

555

555

14

14

38

59

124

230

555

555

15

14

38

59

124

230

555

555

16

14

38

59

124

230

555

555

17

14

38

59

124

230

555

555

18

14

38

59

124

230

555

555

19

15

38

59

124

230

555

555

20

16

38

59

124

230

555

555

21

16

38

59

124

230

555

555

22

17

38

59

124

230

555

555

23

17

38

59

124

230

555

555

24

19

38

59

124

230

555

555

25

19

38

59

124

230

555

555

26

20

38

59

124

230

555

555

27

20

38

59

124

230

555

555

28

21

38

59

124

230

555

555

29

21

38

59

124

230

555

555

30

23

38

59

124

230

555

555

2.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 96 | 121 | 197 | 310 | 636 | 1 256 |
| 2 | 78 | 92 | 117 | 193 | 306 | 632 | 1 017 |
| 3 | 81 | 97 | 121 | 188 | 305 | 630 | 831 |
| 4 | 80 | 97 | 121 | 188 | 302 | 627 | 690 |
| 5 | 79 | 97 | 124 | 189 | 299 | 625 | 625 |
| 6 | 79 | 98 | 125 | 192 | 297 | 623 | 623 |
| 7 | 78 | 98 | 125 | 192 | 295 | 621 | 621 |
| 8 | 76 | 97 | 123 | 189 | 294 | 619 | 619 |
| 9 | 75 | 97 | 122 | 187 | 293 | 618 | 618 |
| 10 | 72 | 94 | 119 | 183 | 289 | 614 | 614 |
| 11 | 70 | 93 | 116 | 181 | 286 | 612 | 612 |
| 12 | 69 | 92 | 115 | 179 | 285 | 610 | 610 |
| 13 | 69 | 92 | 114 | 178 | 284 | 609 | 609 |
| 14 | 68 | 92 | 114 | 178 | 284 | 609 | 609 |
| 15 | 68 | 91 | 113 | 178 | 283 | 609 | 609 |
| 16 | 67 | 91 | 113 | 177 | 283 | 608 | 608 |
| 17 | 67 | 90 | 112 | 176 | 282 | 608 | 608 |
| 18 | 66 | 90 | 111 | 176 | 282 | 607 | 607 |
| 19 | 65 | 89 | 111 | 175 | 281 | 606 | 606 |
| 20 | 65 | 88 | 110 | 174 | 280 | 605 | 605 |
| 21 | 64 | 87 | 109 | 174 | 279 | 605 | 605 |
| 22 | 63 | 87 | 108 | 173 | 279 | 604 | 604 |
| 23 | 62 | 86 | 107 | 172 | 278 | 603 | 603 |
| 24 | 61 | 85 | 106 | 171 | 277 | 602 | 602 |
| 25 | 60 | 84 | 105 | 170 | 276 | 601 | 601 |
| 26 | 59 | 83 | 104 | 169 | 275 | 600 | 600 |
| 27 | 58 | 82 | 103 | 168 | 273 | 599 | 599 |
| 28 | 57 | 80 | 102 | 167 | 272 | 598 | 598 |
| 29 | 56 | 79 | 101 | 166 | 271 | 597 | 597 |
| 30 | 55 | 78 | 100 | 165 | 270 | 596 | 596 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

96

121

197

310

636

1 256

2

78

92

117

193

306

632

1 017

3

81

97

121

188

305

630

831

4

80

97

121

188

302

627

690

5

79

97

124

189

299

625

625

6

79

98

125

192

297

623

623

7

78

98

125

192

295

621

621

8

76

97

123

189

294

619

619

9

75

97

122

187

293

618

618

10

72

94

119

183

289

614

614

11

70

93

116

181

286

612

612

12

69

92

115

179

285

610

610

13

69

92

114

178

284

609

609

14

68

92

114

178

284

609

609

15

68

91

113

178

283

609

609

16

67

91

113

177

283

608

608

17

67

90

112

176

282

608

608

18

66

90

111

176

282

607

607

19

65

89

111

175

281

606

606

20

65

88

110

174

280

605

605

21

64

87

109

174

279

605

605

22

63

87

108

173

279

604

604

23

62

86

107

172

278

603

603

24

61

85

106

171

277

602

602

25

60

84

105

170

276

601

601

26

59

83

104

169

275

600

600

27

58

82

103

168

273

599

599

28

57

80

102

167

272

598

598

29

56

79

101

166

271

597

597

30

55

78

100

165

270

596

596

2.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 24 | 49 | 124 | 238 | 563 | 1 247 |
| 2 | 11 | 26 | 51 | 126 | 240 | 565 | 1 005 |
| 3 | 14 | 29 | 53 | 120 | 237 | 563 | 820 |
| 4 | 15 | 32 | 56 | 123 | 237 | 562 | 679 |
| 5 | 17 | 35 | 61 | 126 | 237 | 562 | 570 |
| 6 | 18 | 37 | 65 | 131 | 237 | 562 | 562 |
| 7 | 19 | 39 | 66 | 133 | 237 | 562 | 562 |
| 8 | 18 | 39 | 66 | 131 | 236 | 561 | 561 |
| 9 | 18 | 40 | 65 | 130 | 236 | 561 | 561 |
| 10 | 18 | 40 | 65 | 129 | 235 | 560 | 560 |
| 11 | 18 | 41 | 65 | 129 | 235 | 560 | 560 |
| 12 | 19 | 42 | 64 | 129 | 235 | 560 | 560 |
| 13 | 19 | 42 | 64 | 128 | 234 | 560 | 560 |
| 14 | 19 | 42 | 64 | 128 | 234 | 559 | 559 |
| 15 | 18 | 42 | 64 | 128 | 234 | 559 | 559 |
| 16 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 17 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 18 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 19 | 18 | 42 | 63 | 128 | 234 | 559 | 559 |
| 20 | 19 | 42 | 64 | 128 | 234 | 559 | 559 |
| 21 | 19 | 42 | 64 | 129 | 234 | 560 | 560 |
| 22 | 19 | 43 | 64 | 129 | 235 | 560 | 560 |
| 23 | 19 | 43 | 64 | 129 | 235 | 560 | 560 |
| 24 | 19 | 43 | 65 | 129 | 235 | 560 | 560 |
| 25 | 19 | 43 | 65 | 129 | 235 | 560 | 560 |
| 26 | 20 | 43 | 65 | 129 | 235 | 560 | 560 |
| 27 | 20 | 43 | 65 | 129 | 235 | 560 | 560 |
| 28 | 21 | 43 | 64 | 129 | 235 | 560 | 560 |
| 29 | 22 | 43 | 64 | 129 | 235 | 560 | 560 |
| 30 | 23 | 43 | 64 | 129 | 235 | 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

10

24

49

124

238

563

1 247

2

11

26

51

126

240

565

1 005

3

14

29

53

120

237

563

820

4

15

32

56

123

237

562

679

5

17

35

61

126

237

562

570

6

18

37

65

131

237

562

562

7

19

39

66

133

237

562

562

8

18

39

66

131

236

561

561

9

18

40

65

130

236

561

561

10

18

40

65

129

235

560

560

11

18

41

65

129

235

560

560

12

19

42

64

129

235

560

560

13

19

42

64

128

234

560

560

14

19

42

64

128

234

559

559

15

18

42

64

128

234

559

559

16

18

41

63

128

233

559

559

17

18

41

63

128

233

559

559

18

18

41

63

128

233

559

559

19

18

42

63

128

234

559

559

20

19

42

64

128

234

559

559

21

19

42

64

129

234

560

560

22

19

43

64

129

235

560

560

23

19

43

64

129

235

560

560

24

19

43

65

129

235

560

560

25

19

43

65

129

235

560

560

26

20

43

65

129

235

560

560

27

20

43

65

129

235

560

560

28

21

43

64

129

235

560

560

29

22

43

64

129

235

560

560

30

23

43

64

129

235

560

560

2.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 64 | 89 | 165 | 279 | 604 | 1 250 |
| 2 | 54 | 68 | 93 | 169 | 282 | 608 | 1 008 |
| 3 | 59 | 75 | 98 | 166 | 283 | 608 | 822 |
| 4 | 63 | 79 | 104 | 170 | 284 | 609 | 681 |
| 5 | 65 | 83 | 109 | 174 | 285 | 610 | 610 |
| 6 | 66 | 85 | 113 | 179 | 285 | 610 | 610 |
| 7 | 67 | 87 | 114 | 181 | 284 | 610 | 610 |
| 8 | 66 | 86 | 113 | 178 | 283 | 609 | 609 |
| 9 | 64 | 86 | 111 | 176 | 282 | 607 | 607 |
| 10 | 63 | 86 | 110 | 175 | 280 | 606 | 606 |
| 11 | 63 | 85 | 109 | 173 | 279 | 604 | 604 |
| 12 | 61 | 85 | 107 | 172 | 277 | 603 | 603 |
| 13 | 60 | 84 | 106 | 170 | 276 | 601 | 601 |
| 14 | 59 | 83 | 104 | 169 | 275 | 600 | 600 |
| 15 | 58 | 81 | 103 | 168 | 273 | 599 | 599 |
| 16 | 57 | 80 | 102 | 167 | 272 | 598 | 598 |
| 17 | 56 | 80 | 101 | 166 | 272 | 597 | 597 |
| 18 | 55 | 79 | 101 | 165 | 271 | 596 | 596 |
| 19 | 55 | 78 | 100 | 164 | 270 | 595 | 595 |
| 20 | 54 | 78 | 99 | 164 | 270 | 595 | 595 |
| 21 | 53 | 77 | 99 | 163 | 269 | 594 | 594 |
| 22 | 53 | 76 | 98 | 162 | 268 | 593 | 593 |
| 23 | 52 | 75 | 97 | 162 | 267 | 593 | 593 |
| 24 | 51 | 75 | 96 | 161 | 266 | 592 | 592 |
| 25 | 50 | 74 | 95 | 160 | 266 | 591 | 591 |
| 26 | 49 | 73 | 95 | 159 | 265 | 590 | 590 |
| 27 | 49 | 72 | 94 | 158 | 264 | 589 | 589 |
| 28 | 48 | 71 | 93 | 157 | 263 | 588 | 588 |
| 29 | 47 | 70 | 92 | 156 | 262 | 588 | 588 |
| 30 | 46 | 70 | 91 | 156 | 261 | 587 | 587 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

64

89

165

279

604

1 250

2

54

68

93

169

282

608

1 008

3

59

75

98

166

283

608

822

4

63

79

104

170

284

609

681

5

65

83

109

174

285

610

610

6

66

85

113

179

285

610

610

7

67

87

114

181

284

610

610

8

66

86

113

178

283

609

609

9

64

86

111

176

282

607

607

10

63

86

110

175

280

606

606

11

63

85

109

173

279

604

604

12

61

85

107

172

277

603

603

13

60

84

106

170

276

601

601

14

59

83

104

169

275

600

600

15

58

81

103

168

273

599

599

16

57

80

102

167

272

598

598

17

56

80

101

166

272

597

597

18

55

79

101

165

271

596

596

19

55

78

100

164

270

595

595

20

54

78

99

164

270

595

595

21

53

77

99

163

269

594

594

22

53

76

98

162

268

593

593

23

52

75

97

162

267

593

593

24

51

75

96

161

266

592

592

25

50

74

95

160

266

591

591

26

49

73

95

159

265

590

590

27

49

72

94

158

264

589

589

28

48

71

93

157

263

588

588

29

47

70

92

156

262

588

588

30

46

70

91

156

261

587

587

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 | 19 | 44 | 120 | 234 | 559 | 1 241 |
| 2 | 5 | 19 | 44 | 120 | 234 | 559 | 999 |
| 3 | 6 | 22 | 45 | 113 | 230 | 555 | 815 |
| 4 | 7 | 24 | 48 | 115 | 229 | 554 | 675 |
| 5 | 9 | 27 | 53 | 118 | 229 | 554 | 567 |
| 6 | 10 | 29 | 57 | 123 | 229 | 554 | 554 |
| 7 | 11 | 31 | 59 | 126 | 229 | 554 | 554 |
| 8 | 11 | 32 | 58 | 124 | 229 | 554 | 554 |
| 9 | 11 | 33 | 58 | 123 | 229 | 554 | 554 |
| 10 | 12 | 34 | 58 | 123 | 229 | 554 | 554 |
| 11 | 12 | 35 | 59 | 123 | 229 | 554 | 554 |
| 12 | 13 | 36 | 59 | 123 | 229 | 554 | 554 |
| 13 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 14 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 15 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 16 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 17 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 18 | 13 | 37 | 59 | 123 | 229 | 554 | 554 |
| 19 | 15 | 37 | 59 | 123 | 229 | 554 | 554 |
| 20 | 16 | 37 | 59 | 123 | 229 | 554 | 554 |
| 21 | 16 | 37 | 59 | 123 | 229 | 554 | 554 |
| 22 | 17 | 37 | 59 | 123 | 229 | 554 | 554 |
| 23 | 17 | 37 | 59 | 123 | 229 | 554 | 554 |
| 24 | 19 | 37 | 59 | 123 | 229 | 554 | 554 |
| 25 | 19 | 37 | 59 | 123 | 229 | 554 | 554 |
| 26 | 20 | 37 | 59 | 123 | 229 | 554 | 554 |
| 27 | 20 | 37 | 59 | 123 | 229 | 554 | 554 |
| 28 | 21 | 37 | 59 | 123 | 229 | 554 | 554 |
| 29 | 21 | 37 | 59 | 123 | 229 | 554 | 554 |
| 30 | 23 | 37 | 59 | 123 | 229 | 554 | 554 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

19

44

120

234

559

1 241

2

5

19

44

120

234

559

999

3

6

22

45

113

230

555

815

4

7

24

48

115

229

554

675

5

9

27

53

118

229

554

567

6

10

29

57

123

229

554

554

7

11

31

59

126

229

554

554

8

11

32

58

124

229

554

554

9

11

33

58

123

229

554

554

10

12

34

58

123

229

554

554

11

12

35

59

123

229

554

554

12

13

36

59

123

229

554

554

13

13

37

59

123

229

554

554

14

13

37

59

123

229

554

554

15

13

37

59

123

229

554

554

16

13

37

59

123

229

554

554

17

13

37

59

123

229

554

554

18

13

37

59

123

229

554

554

19

15

37

59

123

229

554

554

20

16

37

59

123

229

554

554

21

16

37

59

123

229

554

554

22

17

37

59

123

229

554

554

23

17

37

59

123

229

554

554

24

19

37

59

123

229

554

554

25

19

37

59

123

229

554

554

26

20

37

59

123

229

554

554

27

20

37

59

123

229

554

554

28

21

37

59

123

229

554

554

29

21

37

59

123

229

554

554

30

23

37

59

123

229

554

554

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 | 55 | 153 | 253 | 578 | 1 265 |
| 2 | 7 | 25 | 55 | 153 | 253 | 578 | 1 019 |
| 3 | 8 | 27 | 55 | 138 | 249 | 574 | 831 |
| 4 | 10 | 29 | 57 | 127 | 247 | 572 | 688 |
| 5 | 11 | 31 | 58 | 115 | 246 | 571 | 578 |
| 6 | 14 | 34 | 61 | 108 | 245 | 570 | 570 |
| 7 | 16 | 37 | 62 | 100 | 244 | 569 | 569 |
| 8 | 17 | 38 | 61 | 93 | 242 | 568 | 568 |
| 9 | 19 | 45 | 64 | 87 | 241 | 567 | 567 |
| 10 | 19 | 45 | 62 | 84 | 241 | 566 | 566 |
| 11 | 18 | 44 | 60 | 84 | 240 | 565 | 565 |
| 12 | 17 | 44 | 61 | 85 | 239 | 564 | 564 |
| 13 | 17 | 44 | 61 | 85 | 238 | 563 | 563 |
| 14 | 17 | 44 | 61 | 85 | 237 | 563 | 563 |
| 15 | 17 | 44 | 61 | 85 | 237 | 562 | 562 |
| 16 | 17 | 44 | 61 | 85 | 235 | 560 | 560 |
| 17 | 17 | 44 | 61 | 85 | 234 | 560 | 560 |
| 18 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 19 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 20 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 21 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 22 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 23 | 17 | 44 | 61 | 85 | 234 | 559 | 559 |
| 24 | 19 | 44 | 61 | 85 | 233 | 558 | 558 |
| 25 | 19 | 44 | 61 | 85 | 232 | 558 | 558 |
| 26 | 20 | 44 | 61 | 85 | 232 | 557 | 557 |
| 27 | 20 | 44 | 61 | 85 | 231 | 557 | 557 |
| 28 | 21 | 44 | 61 | 85 | 231 | 556 | 556 |
| 29 | 22 | 44 | 61 | 85 | 231 | 556 | 556 |
| 30 | 23 | 44 | 61 | 85 | 230 | 556 | 556 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

25

55

153

253

578

1 265

2

7

25

55

153

253

578

1 019

3

8

27

55

138

249

574

831

4

10

29

57

127

247

572

688

5

11

31

58

115

246

571

578

6

14

34

61

108

245

570

570

7

16

37

62

100

244

569

569

8

17

38

61

93

242

568

568

9

19

45

64

87

241

567

567

10

19

45

62

84

241

566

566

11

18

44

60

84

240

565

565

12

17

44

61

85

239

564

564

13

17

44

61

85

238

563

563

14

17

44

61

85

237

563

563

15

17

44

61

85

237

562

562

16

17

44

61

85

235

560

560

17

17

44

61

85

234

560

560

18

17

44

61

85

234

559

559

19

17

44

61

85

234

559

559

20

17

44

61

85

234

559

559

21

17

44

61

85

234

559

559

22

17

44

61

85

234

559

559

23

17

44

61

85

234

559

559

24

19

44

61

85

233

558

558

25

19

44

61

85

232

558

558

26

20

44

61

85

232

557

557

27

20

44

61

85

231

557

557

28

21

44

61

85

231

556

556

29

22

44

61

85

231

556

556

30

23

44

61

85

230

556

556

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 | 100 | 125 | 201 | 315 | 640 | 1 311 |
| 2 | 84 | 98 | 123 | 199 | 313 | 638 | 1 061 |
| 3 | 83 | 99 | 122 | 190 | 307 | 632 | 869 |
| 4 | 82 | 99 | 123 | 190 | 304 | 629 | 721 |
| 5 | 81 | 99 | 125 | 190 | 301 | 626 | 626 |
| 6 | 80 | 99 | 127 | 193 | 299 | 624 | 624 |
| 7 | 78 | 99 | 126 | 193 | 296 | 621 | 621 |
| 8 | 76 | 97 | 123 | 189 | 294 | 619 | 619 |
| 9 | 74 | 95 | 121 | 186 | 291 | 617 | 617 |
| 10 | 73 | 95 | 119 | 184 | 290 | 615 | 615 |
| 11 | 72 | 94 | 118 | 182 | 288 | 613 | 613 |
| 12 | 70 | 93 | 116 | 180 | 286 | 612 | 612 |
| 13 | 69 | 92 | 114 | 179 | 285 | 610 | 610 |
| 14 | 68 | 91 | 113 | 177 | 283 | 608 | 608 |
| 15 | 66 | 90 | 112 | 176 | 282 | 607 | 607 |
| 16 | 65 | 89 | 110 | 175 | 281 | 606 | 606 |
| 17 | 64 | 87 | 109 | 174 | 279 | 605 | 605 |
| 18 | 63 | 86 | 108 | 173 | 278 | 604 | 604 |
| 19 | 62 | 86 | 107 | 172 | 278 | 603 | 603 |
| 20 | 61 | 85 | 107 | 171 | 277 | 602 | 602 |
| 21 | 60 | 84 | 106 | 170 | 276 | 601 | 601 |
| 22 | 59 | 83 | 105 | 169 | 275 | 600 | 600 |
| 23 | 58 | 82 | 104 | 168 | 274 | 599 | 599 |
| 24 | 57 | 81 | 103 | 167 | 273 | 598 | 598 |
| 25 | 56 | 80 | 102 | 166 | 272 | 597 | 597 |
| 26 | 55 | 79 | 101 | 165 | 271 | 596 | 596 |
| 27 | 54 | 78 | 100 | 164 | 270 | 595 | 595 |
| 28 | 53 | 77 | 99 | 163 | 269 | 594 | 594 |
| 29 | 52 | 76 | 98 | 162 | 268 | 593 | 593 |
| 30 | 51 | 75 | 97 | 161 | 267 | 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

86

100

125

201

315

640

1 311

2

84

98

123

199

313

638

1 061

3

83

99

122

190

307

632

869

4

82

99

123

190

304

629

721

5

81

99

125

190

301

626

626

6

80

99

127

193

299

624

624

7

78

99

126

193

296

621

621

8

76

97

123

189

294

619

619

9

74

95

121

186

291

617

617

10

73

95

119

184

290

615

615

11

72

94

118

182

288

613

613

12

70

93

116

180

286

612

612

13

69

92

114

179

285

610

610

14

68

91

113

177

283

608

608

15

66

90

112

176

282

607

607

16

65

89

110

175

281

606

606

17

64

87

109

174

279

605

605

18

63

86

108

173

278

604

604

19

62

86

107

172

278

603

603

20

61

85

107

171

277

602

602

21

60

84

106

170

276

601

601

22

59

83

105

169

275

600

600

23

58

82

104

168

274

599

599

24

57

81

103

167

273

598

598

25

56

80

102

166

272

597

597

26

55

79

101

165

271

596

596

27

54

78

100

164

270

595

595

28

53

77

99

163

269

594

594

29

52

76

98

162

268

593

593

30

51

75

97

161

267

592

592

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 59 | 74 | 98 | 174 | 288 | 613 | 1 276 |
| 2 | 58 | 72 | 97 | 173 | 287 | 612 | 1 031 |
| 3 | 58 | 73 | 97 | 165 | 282 | 607 | 842 |
| 4 | 58 | 75 | 99 | 166 | 280 | 605 | 698 |
| 5 | 58 | 76 | 102 | 167 | 278 | 603 | 603 |
| 6 | 57 | 76 | 104 | 170 | 276 | 601 | 601 |
| 7 | 57 | 77 | 104 | 171 | 274 | 599 | 599 |
| 8 | 55 | 76 | 102 | 168 | 273 | 598 | 598 |
| 9 | 53 | 75 | 100 | 165 | 271 | 596 | 596 |
| 10 | 53 | 75 | 99 | 164 | 270 | 595 | 595 |
| 11 | 52 | 75 | 98 | 163 | 269 | 594 | 594 |
| 12 | 52 | 75 | 98 | 162 | 268 | 593 | 593 |
| 13 | 52 | 75 | 97 | 161 | 267 | 592 | 592 |
| 14 | 51 | 74 | 96 | 161 | 266 | 592 | 592 |
| 15 | 50 | 74 | 96 | 160 | 266 | 591 | 591 |
| 16 | 49 | 73 | 95 | 159 | 265 | 590 | 590 |
| 17 | 49 | 72 | 94 | 158 | 264 | 589 | 589 |
| 18 | 48 | 71 | 93 | 158 | 263 | 589 | 589 |
| 19 | 47 | 71 | 93 | 157 | 263 | 588 | 588 |
| 20 | 47 | 71 | 93 | 157 | 263 | 588 | 588 |
| 21 | 47 | 70 | 92 | 157 | 262 | 588 | 588 |
| 22 | 47 | 70 | 92 | 156 | 262 | 587 | 587 |
| 23 | 46 | 70 | 91 | 156 | 261 | 587 | 587 |
| 24 | 45 | 69 | 91 | 155 | 261 | 586 | 586 |
| 25 | 45 | 68 | 90 | 154 | 260 | 586 | 586 |
| 26 | 44 | 68 | 89 | 154 | 260 | 585 | 585 |
| 27 | 43 | 67 | 89 | 153 | 259 | 584 | 584 |
| 28 | 43 | 66 | 88 | 152 | 258 | 583 | 583 |
| 29 | 42 | 66 | 87 | 152 | 257 | 583 | 583 |
| 30 | 41 | 65 | 87 | 151 | 257 | 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

59

74

98

174

288

613

1 276

2

58

72

97

173

287

612

1 031

3

58

73

97

165

282

607

842

4

58

75

99

166

280

605

698

5

58

76

102

167

278

603

603

6

57

76

104

170

276

601

601

7

57

77

104

171

274

599

599

8

55

76

102

168

273

598

598

9

53

75

100

165

271

596

596

10

53

75

99

164

270

595

595

11

52

75

98

163

269

594

594

12

52

75

98

162

268

593

593

13

52

75

97

161

267

592

592

14

51

74

96

161

266

592

592

15

50

74

96

160

266

591

591

16

49

73

95

159

265

590

590

17

49

72

94

158

264

589

589

18

48

71

93

158

263

589

589

19

47

71

93

157

263

588

588

20

47

71

93

157

263

588

588

21

47

70

92

157

262

588

588

22

47

70

92

156

262

587

587

23

46

70

91

156

261

587

587

24

45

69

91

155

261

586

586

25

45

68

90

154

260

586

586

26

44

68

89

154

260

585

585

27

43

67

89

153

259

584

584

28

43

66

88

152

258

583

583

29

42

66

87

152

257

583

583

30

41

65

87

151

257

582

582

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 45 | 70 | 146 | 260 | 585 | 1 282 |
| 2 | 32 | 46 | 71 | 146 | 260 | 585 | 1 034 |
| 3 | 32 | 47 | 71 | 139 | 256 | 581 | 843 |
| 4 | 32 | 49 | 73 | 140 | 254 | 579 | 698 |
| 5 | 33 | 51 | 77 | 142 | 253 | 578 | 586 |
| 6 | 33 | 52 | 80 | 146 | 252 | 577 | 577 |
| 7 | 33 | 53 | 81 | 148 | 251 | 576 | 576 |
| 8 | 32 | 53 | 79 | 145 | 250 | 575 | 575 |
| 9 | 32 | 53 | 79 | 144 | 249 | 574 | 574 |
| 10 | 32 | 54 | 78 | 143 | 249 | 574 | 574 |
| 11 | 31 | 54 | 78 | 142 | 248 | 573 | 573 |
| 12 | 31 | 54 | 77 | 141 | 247 | 572 | 572 |
| 13 | 31 | 54 | 76 | 140 | 246 | 571 | 571 |
| 14 | 30 | 54 | 75 | 140 | 245 | 571 | 571 |
| 15 | 29 | 53 | 75 | 139 | 245 | 570 | 570 |
| 16 | 28 | 52 | 74 | 138 | 244 | 569 | 569 |
| 17 | 28 | 51 | 73 | 138 | 243 | 569 | 569 |
| 18 | 28 | 51 | 73 | 137 | 243 | 568 | 568 |
| 19 | 27 | 51 | 73 | 137 | 243 | 568 | 568 |
| 20 | 27 | 51 | 73 | 137 | 243 | 568 | 568 |
| 21 | 27 | 51 | 73 | 137 | 243 | 568 | 568 |
| 22 | 27 | 51 | 73 | 137 | 243 | 568 | 568 |
| 23 | 27 | 51 | 72 | 137 | 243 | 568 | 568 |
| 24 | 27 | 51 | 72 | 137 | 242 | 568 | 568 |
| 25 | 27 | 50 | 72 | 136 | 242 | 568 | 568 |
| 26 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 27 | 26 | 50 | 72 | 136 | 242 | 567 | 567 |
| 28 | 26 | 50 | 71 | 136 | 241 | 567 | 567 |
| 29 | 26 | 49 | 71 | 135 | 241 | 566 | 566 |
| 30 | 26 | 49 | 71 | 135 | 241 | 566 | 566 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

45

70

146

260

585

1 282

2

32

46

71

146

260

585

1 034

3

32

47

71

139

256

581

843

4

32

49

73

140

254

579

698

5

33

51

77

142

253

578

586

6

33

52

80

146

252

577

577

7

33

53

81

148

251

576

576

8

32

53

79

145

250

575

575

9

32

53

79

144

249

574

574

10

32

54

78

143

249

574

574

11

31

54

78

142

248

573

573

12

31

54

77

141

247

572

572

13

31

54

76

140

246

571

571

14

30

54

75

140

245

571

571

15

29

53

75

139

245

570

570

16

28

52

74

138

244

569

569

17

28

51

73

138

243

569

569

18

28

51

73

137

243

568

568

19

27

51

73

137

243

568

568

20

27

51

73

137

243

568

568

21

27

51

73

137

243

568

568

22

27

51

73

137

243

568

568

23

27

51

72

137

243

568

568

24

27

51

72

137

242

568

568

25

27

50

72

136

242

568

568

26

27

50

72

136

242

567

567

27

26

50

72

136

242

567

567

28

26

50

71

136

241

567

567

29

26

49

71

135

241

566

566

30

26

49

71

135

241

566

566

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 | 101 | 215 | 540 | 1 234 |
| 2 | 1 | 5 | 26 | 102 | 216 | 541 | 993 |
| 3 | 2 | 5 | 28 | 95 | 212 | 537 | 810 |
| 4 | 3 | 6 | 30 | 97 | 211 | 536 | 671 |
| 5 | 4 | 9 | 36 | 100 | 211 | 536 | 564 |
| 6 | 4 | 11 | 39 | 105 | 211 | 536 | 536 |
| 7 | 5 | 14 | 41 | 108 | 211 | 536 | 536 |
| 8 | 7 | 14 | 40 | 106 | 211 | 536 | 536 |
| 9 | 7 | 15 | 40 | 105 | 211 | 536 | 536 |
| 10 | 8 | 16 | 40 | 105 | 211 | 536 | 536 |
| 11 | 8 | 18 | 42 | 106 | 212 | 537 | 537 |
| 12 | 9 | 18 | 40 | 105 | 211 | 536 | 536 |
| 13 | 11 | 19 | 41 | 106 | 212 | 537 | 537 |
| 14 | 11 | 20 | 41 | 106 | 211 | 537 | 537 |
| 15 | 12 | 18 | 40 | 104 | 210 | 536 | 536 |
| 16 | 12 | 17 | 39 | 103 | 209 | 535 | 535 |
| 17 | 13 | 17 | 39 | 103 | 209 | 534 | 534 |
| 18 | 13 | 17 | 39 | 104 | 209 | 535 | 535 |
| 19 | 15 | 18 | 39 | 104 | 210 | 535 | 535 |
| 20 | 15 | 18 | 40 | 104 | 210 | 536 | 536 |
| 21 | 16 | 19 | 40 | 105 | 211 | 536 | 536 |
| 22 | 17 | 20 | 41 | 105 | 211 | 536 | 536 |
| 23 | 17 | 21 | 41 | 105 | 211 | 536 | 536 |
| 24 | 19 | 21 | 40 | 105 | 211 | 536 | 536 |
| 25 | 19 | 22 | 40 | 105 | 210 | 536 | 536 |
| 26 | 20 | 24 | 41 | 105 | 210 | 536 | 536 |
| 27 | 20 | 24 | 42 | 105 | 210 | 536 | 536 |
| 28 | 21 | 25 | 44 | 104 | 210 | 536 | 536 |
| 29 | 21 | 25 | 46 | 104 | 210 | 535 | 535 |
| 30 | 22 | 26 | 47 | 104 | 210 | 535 | 535 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

26

101

215

540

1 234

2

1

5

26

102

216

541

993

3

2

5

28

95

212

537

810

4

3

6

30

97

211

536

671

5

4

9

36

100

211

536

564

6

4

11

39

105

211

536

536

7

5

14

41

108

211

536

536

8

7

14

40

106

211

536

536

9

7

15

40

105

211

536

536

10

8

16

40

105

211

536

536

11

8

18

42

106

212

537

537

12

9

18

40

105

211

536

536

13

11

19

41

106

212

537

537

14

11

20

41

106

211

537

537

15

12

18

40

104

210

536

536

16

12

17

39

103

209

535

535

17

13

17

39

103

209

534

534

18

13

17

39

104

209

535

535

19

15

18

39

104

210

535

535

20

15

18

40

104

210

536

536

21

16

19

40

105

211

536

536

22

17

20

41

105

211

536

536

23

17

21

41

105

211

536

536

24

19

21

40

105

211

536

536

25

19

22

40

105

210

536

536

26

20

24

41

105

210

536

536

27

20

24

42

105

210

536

536

28

21

25

44

104

210

536

536

29

21

25

46

104

210

535

535

30

22

26

47

104

210

535

535

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 | 61 | 86 | 162 | 276 | 601 | 1 267 |
| 2 | 47 | 61 | 86 | 162 | 276 | 601 | 1 020 |
| 3 | 48 | 63 | 87 | 154 | 272 | 597 | 832 |
| 4 | 48 | 65 | 89 | 156 | 270 | 595 | 689 |
| 5 | 48 | 66 | 93 | 158 | 268 | 594 | 594 |
| 6 | 48 | 67 | 95 | 161 | 267 | 593 | 593 |
| 7 | 49 | 69 | 96 | 163 | 266 | 591 | 591 |
| 8 | 47 | 68 | 94 | 160 | 265 | 590 | 590 |
| 9 | 47 | 68 | 93 | 158 | 264 | 589 | 589 |
| 10 | 46 | 68 | 93 | 157 | 263 | 588 | 588 |
| 11 | 46 | 69 | 92 | 156 | 262 | 588 | 588 |
| 12 | 46 | 69 | 91 | 156 | 261 | 587 | 587 |
| 13 | 45 | 68 | 91 | 155 | 261 | 586 | 586 |
| 14 | 45 | 68 | 90 | 154 | 260 | 585 | 585 |
| 15 | 44 | 67 | 89 | 154 | 259 | 585 | 585 |
| 16 | 43 | 66 | 88 | 153 | 258 | 584 | 584 |
| 17 | 42 | 66 | 88 | 152 | 258 | 583 | 583 |
| 18 | 42 | 65 | 87 | 152 | 257 | 583 | 583 |
| 19 | 41 | 65 | 87 | 151 | 257 | 582 | 582 |
| 20 | 41 | 65 | 87 | 151 | 257 | 582 | 582 |
| 21 | 41 | 65 | 86 | 151 | 257 | 582 | 582 |
| 22 | 41 | 64 | 86 | 150 | 256 | 581 | 581 |
| 23 | 40 | 64 | 85 | 150 | 256 | 581 | 581 |
| 24 | 40 | 63 | 85 | 149 | 255 | 580 | 580 |
| 25 | 39 | 63 | 84 | 149 | 254 | 580 | 580 |
| 26 | 38 | 62 | 84 | 148 | 254 | 579 | 579 |
| 27 | 38 | 61 | 83 | 147 | 253 | 578 | 578 |
| 28 | 37 | 61 | 82 | 147 | 253 | 578 | 578 |
| 29 | 36 | 60 | 82 | 146 | 252 | 577 | 577 |
| 30 | 36 | 59 | 81 | 145 | 251 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

61

86

162

276

601

1 267

2

47

61

86

162

276

601

1 020

3

48

63

87

154

272

597

832

4

48

65

89

156

270

595

689

5

48

66

93

158

268

594

594

6

48

67

95

161

267

593

593

7

49

69

96

163

266

591

591

8

47

68

94

160

265

590

590

9

47

68

93

158

264

589

589

10

46

68

93

157

263

588

588

11

46

69

92

156

262

588

588

12

46

69

91

156

261

587

587

13

45

68

91

155

261

586

586

14

45

68

90

154

260

585

585

15

44

67

89

154

259

585

585

16

43

66

88

153

258

584

584

17

42

66

88

152

258

583

583

18

42

65

87

152

257

583

583

19

41

65

87

151

257

582

582

20

41

65

87

151

257

582

582

21

41

65

86

151

257

582

582

22

41

64

86

150

256

581

581

23

40

64

85

150

256

581

581

24

40

63

85

149

255

580

580

25

39

63

84

149

254

580

580

26

38

62

84

148

254

579

579

27

38

61

83

147

253

578

578

28

37

61

82

147

253

578

578

29

36

60

82

146

252

577

577

30

36

59

81

145

251

577

577

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 | 31 | 56 | 131 | 245 | 570 | 1 278 |
| 2 | 20 | 35 | 60 | 135 | 249 | 574 | 1 030 |
| 3 | 24 | 40 | 64 | 131 | 248 | 573 | 841 |
| 4 | 28 | 45 | 69 | 136 | 250 | 575 | 696 |
| 5 | 31 | 49 | 75 | 140 | 251 | 576 | 585 |
| 6 | 30 | 49 | 77 | 143 | 249 | 574 | 574 |
| 7 | 35 | 55 | 82 | 149 | 252 | 578 | 578 |
| 8 | 33 | 54 | 80 | 146 | 251 | 576 | 576 |
| 9 | 34 | 56 | 81 | 146 | 252 | 577 | 577 |
| 10 | 36 | 58 | 83 | 147 | 253 | 578 | 578 |
| 11 | 38 | 60 | 84 | 148 | 254 | 579 | 579 |
| 12 | 39 | 62 | 85 | 149 | 255 | 580 | 580 |
| 13 | 40 | 63 | 85 | 149 | 255 | 580 | 580 |
| 14 | 40 | 64 | 85 | 150 | 255 | 581 | 581 |
| 15 | 40 | 64 | 85 | 150 | 256 | 581 | 581 |
| 16 | 40 | 63 | 85 | 149 | 255 | 580 | 580 |
| 17 | 40 | 63 | 85 | 149 | 255 | 580 | 580 |
| 18 | 39 | 62 | 84 | 148 | 254 | 580 | 580 |
| 19 | 38 | 62 | 84 | 148 | 254 | 579 | 579 |
| 20 | 38 | 62 | 84 | 148 | 254 | 579 | 579 |
| 21 | 38 | 62 | 84 | 148 | 254 | 579 | 579 |
| 22 | 38 | 62 | 83 | 148 | 254 | 579 | 579 |
| 23 | 38 | 61 | 83 | 147 | 253 | 579 | 579 |
| 24 | 37 | 61 | 83 | 147 | 253 | 578 | 578 |
| 25 | 37 | 60 | 82 | 147 | 252 | 578 | 578 |
| 26 | 37 | 60 | 82 | 146 | 252 | 577 | 577 |
| 27 | 36 | 59 | 81 | 146 | 251 | 577 | 577 |
| 28 | 36 | 59 | 81 | 145 | 251 | 576 | 576 |
| 29 | 35 | 58 | 80 | 145 | 250 | 576 | 576 |
| 30 | 34 | 58 | 80 | 144 | 250 | 575 | 575 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

16

31

56

131

245

570

1 278

2

20

35

60

135

249

574

1 030

3

24

40

64

131

248

573

841

4

28

45

69

136

250

575

696

5

31

49

75

140

251

576

585

6

30

49

77

143

249

574

574

7

35

55

82

149

252

578

578

8

33

54

80

146

251

576

576

9

34

56

81

146

252

577

577

10

36

58

83

147

253

578

578

11

38

60

84

148

254

579

579

12

39

62

85

149

255

580

580

13

40

63

85

149

255

580

580

14

40

64

85

150

255

581

581

15

40

64

85

150

256

581

581

16

40

63

85

149

255

580

580

17

40

63

85

149

255

580

580

18

39

62

84

148

254

580

580

19

38

62

84

148

254

579

579

20

38

62

84

148

254

579

579

21

38

62

84

148

254

579

579

22

38

62

83

148

254

579

579

23

38

61

83

147

253

579

579

24

37

61

83

147

253

578

578

25

37

60

82

147

252

578

578

26

37

60

82

146

252

577

577

27

36

59

81

146

251

577

577

28

36

59

81

145

251

576

576

29

35

58

80

145

250

576

576

30

34

58

80

144

250

575

575

2.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 15 | 30 | 55 | 130 | 244 | 569 | 1 285 |
| 2 | 17 | 31 | 56 | 132 | 245 | 571 | 1 034 |
| 3 | 19 | 34 | 58 | 126 | 243 | 568 | 843 |
| 4 | 20 | 37 | 61 | 128 | 242 | 567 | 697 |
| 5 | 22 | 40 | 66 | 131 | 242 | 567 | 585 |
| 6 | 23 | 42 | 70 | 136 | 242 | 567 | 567 |
| 7 | 24 | 44 | 71 | 138 | 242 | 567 | 567 |
| 8 | 24 | 45 | 71 | 137 | 242 | 567 | 567 |
| 9 | 24 | 46 | 71 | 136 | 242 | 567 | 567 |
| 10 | 25 | 47 | 71 | 136 | 242 | 567 | 567 |
| 11 | 26 | 48 | 72 | 136 | 242 | 567 | 567 |
| 12 | 26 | 49 | 72 | 136 | 242 | 567 | 567 |
| 13 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 14 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 15 | 27 | 50 | 72 | 136 | 242 | 568 | 568 |
| 16 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 17 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 18 | 26 | 50 | 72 | 136 | 242 | 567 | 567 |
| 19 | 26 | 50 | 72 | 136 | 242 | 567 | 567 |
| 20 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 21 | 27 | 50 | 72 | 136 | 242 | 567 | 567 |
| 22 | 26 | 50 | 72 | 136 | 242 | 567 | 567 |
| 23 | 26 | 49 | 71 | 136 | 241 | 567 | 567 |
| 24 | 26 | 49 | 71 | 135 | 241 | 566 | 566 |
| 25 | 25 | 49 | 70 | 135 | 241 | 566 | 566 |
| 26 | 25 | 48 | 70 | 134 | 240 | 566 | 566 |
| 27 | 24 | 48 | 70 | 134 | 240 | 565 | 565 |
| 28 | 24 | 48 | 69 | 134 | 239 | 565 | 565 |
| 29 | 24 | 47 | 69 | 133 | 239 | 564 | 564 |
| 30 | 23 | 47 | 69 | 133 | 239 | 564 | 564 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

30

55

130

244

569

1 285

2

17

31

56

132

245

571

1 034

3

19

34

58

126

243

568

843

4

20

37

61

128

242

567

697

5

22

40

66

131

242

567

585

6

23

42

70

136

242

567

567

7

24

44

71

138

242

567

567

8

24

45

71

137

242

567

567

9

24

46

71

136

242

567

567

10

25

47

71

136

242

567

567

11

26

48

72

136

242

567

567

12

26

49

72

136

242

567

567

13

27

50

72

136

242

567

567

14

27

50

72

136

242

567

567

15

27

50

72

136

242

568

568

16

27

50

72

136

242

567

567

17

27

50

72

136

242

567

567

18

26

50

72

136

242

567

567

19

26

50

72

136

242

567

567

20

27

50

72

136

242

567

567

21

27

50

72

136

242

567

567

22

26

50

72

136

242

567

567

23

26

49

71

136

241

567

567

24

26

49

71

135

241

566

566

25

25

49

70

135

241

566

566

26

25

48

70

134

240

566

566

27

24

48

70

134

240

565

565

28

24

48

69

134

239

565

565

29

24

47

69

133

239

564

564

30

23

47

69

133

239

564

564

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 | 165 | 279 | 604 | 1 293 |
| 2 | 53 | 68 | 93 | 168 | 282 | 607 | 1 042 |
| 3 | 57 | 73 | 97 | 164 | 281 | 606 | 851 |
| 4 | 59 | 76 | 100 | 167 | 281 | 606 | 705 |
| 5 | 61 | 79 | 106 | 171 | 281 | 607 | 607 |
| 6 | 63 | 82 | 110 | 176 | 282 | 607 | 607 |
| 7 | 64 | 84 | 111 | 178 | 281 | 607 | 607 |
| 8 | 63 | 84 | 110 | 176 | 281 | 606 | 606 |
| 9 | 63 | 85 | 110 | 175 | 281 | 606 | 606 |
| 10 | 64 | 86 | 110 | 175 | 281 | 606 | 606 |
| 11 | 64 | 86 | 110 | 174 | 280 | 605 | 605 |
| 12 | 63 | 87 | 109 | 174 | 279 | 605 | 605 |
| 13 | 63 | 86 | 108 | 173 | 279 | 604 | 604 |
| 14 | 62 | 86 | 107 | 172 | 278 | 603 | 603 |
| 15 | 61 | 85 | 107 | 171 | 277 | 602 | 602 |
| 16 | 61 | 84 | 106 | 170 | 276 | 601 | 601 |
| 17 | 60 | 83 | 105 | 169 | 275 | 600 | 600 |
| 18 | 59 | 82 | 104 | 169 | 274 | 600 | 600 |
| 19 | 58 | 82 | 104 | 168 | 274 | 599 | 599 |
| 20 | 58 | 81 | 103 | 167 | 273 | 598 | 598 |
| 21 | 57 | 80 | 102 | 167 | 272 | 598 | 598 |
| 22 | 56 | 80 | 101 | 166 | 272 | 597 | 597 |
| 23 | 55 | 79 | 100 | 165 | 271 | 596 | 596 |
| 24 | 54 | 78 | 100 | 164 | 270 | 595 | 595 |
| 25 | 53 | 77 | 99 | 163 | 269 | 594 | 594 |
| 26 | 52 | 76 | 98 | 162 | 268 | 593 | 593 |
| 27 | 52 | 75 | 97 | 161 | 267 | 592 | 592 |
| 28 | 51 | 74 | 96 | 160 | 266 | 591 | 591 |
| 29 | 50 | 73 | 95 | 159 | 265 | 590 | 590 |
| 30 | 49 | 72 | 94 | 158 | 264 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

90

165

279

604

1 293

2

53

68

93

168

282

607

1 042

3

57

73

97

164

281

606

851

4

59

76

100

167

281

606

705

5

61

79

106

171

281

607

607

6

63

82

110

176

282

607

607

7

64

84

111

178

281

607

607

8

63

84

110

176

281

606

606

9

63

85

110

175

281

606

606

10

64

86

110

175

281

606

606

11

64

86

110

174

280

605

605

12

63

87

109

174

279

605

605

13

63

86

108

173

279

604

604

14

62

86

107

172

278

603

603

15

61

85

107

171

277

602

602

16

61

84

106

170

276

601

601

17

60

83

105

169

275

600

600

18

59

82

104

169

274

600

600

19

58

82

104

168

274

599

599

20

58

81

103

167

273

598

598

21

57

80

102

167

272

598

598

22

56

80

101

166

272

597

597

23

55

79

100

165

271

596

596

24

54

78

100

164

270

595

595

25

53

77

99

163

269

594

594

26

52

76

98

162

268

593

593

27

52

75

97

161

267

592

592

28

51

74

96

160

266

591

591

29

50

73

95

159

265

590

590

30

49

72

94

158

264

590

590

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 96 | 121 | 197 | 310 | 635 | 1 329 |
| 2 | 86 | 100 | 125 | 201 | 314 | 640 | 1 076 |
| 3 | 87 | 103 | 127 | 194 | 311 | 636 | 880 |
| 4 | 88 | 105 | 129 | 196 | 309 | 635 | 730 |
| 5 | 91 | 109 | 135 | 200 | 311 | 636 | 636 |
| 6 | 93 | 112 | 140 | 206 | 312 | 637 | 637 |
| 7 | 94 | 114 | 142 | 208 | 312 | 637 | 637 |
| 8 | 95 | 116 | 142 | 208 | 313 | 638 | 638 |
| 9 | 96 | 117 | 143 | 208 | 313 | 639 | 639 |
| 10 | 96 | 119 | 143 | 208 | 313 | 639 | 639 |
| 11 | 96 | 119 | 143 | 207 | 313 | 638 | 638 |
| 12 | 96 | 119 | 142 | 206 | 312 | 637 | 637 |
| 13 | 95 | 118 | 140 | 205 | 311 | 636 | 636 |
| 14 | 94 | 117 | 139 | 203 | 309 | 634 | 634 |
| 15 | 92 | 116 | 137 | 202 | 308 | 633 | 633 |
| 16 | 91 | 114 | 136 | 200 | 306 | 632 | 632 |
| 17 | 89 | 113 | 135 | 199 | 305 | 630 | 630 |
| 18 | 88 | 111 | 133 | 198 | 303 | 629 | 629 |
| 19 | 87 | 110 | 132 | 196 | 302 | 627 | 627 |
| 20 | 85 | 109 | 131 | 195 | 301 | 626 | 626 |
| 21 | 84 | 107 | 129 | 194 | 299 | 625 | 625 |
| 22 | 82 | 106 | 128 | 192 | 298 | 623 | 623 |
| 23 | 81 | 104 | 126 | 191 | 296 | 622 | 622 |
| 24 | 79 | 103 | 125 | 189 | 295 | 620 | 620 |
| 25 | 78 | 101 | 123 | 187 | 293 | 618 | 618 |
| 26 | 76 | 100 | 121 | 186 | 292 | 617 | 617 |
| 27 | 75 | 98 | 120 | 184 | 290 | 615 | 615 |
| 28 | 73 | 97 | 118 | 183 | 288 | 614 | 614 |
| 29 | 72 | 95 | 117 | 181 | 287 | 612 | 612 |
| 30 | 70 | 94 | 115 | 180 | 285 | 611 | 611 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

96

121

197

310

635

1 329

2

86

100

125

201

314

640

1 076

3

87

103

127

194

311

636

880

4

88

105

129

196

309

635

730

5

91

109

135

200

311

636

636

6

93

112

140

206

312

637

637

7

94

114

142

208

312

637

637

8

95

116

142

208

313

638

638

9

96

117

143

208

313

639

639

10

96

119

143

208

313

639

639

11

96

119

143

207

313

638

638

12

96

119

142

206

312

637

637

13

95

118

140

205

311

636

636

14

94

117

139

203

309

634

634

15

92

116

137

202

308

633

633

16

91

114

136

200

306

632

632

17

89

113

135

199

305

630

630

18

88

111

133

198

303

629

629

19

87

110

132

196

302

627

627

20

85

109

131

195

301

626

626

21

84

107

129

194

299

625

625

22

82

106

128

192

298

623

623

23

81

104

126

191

296

622

622

24

79

103

125

189

295

620

620

25

78

101

123

187

293

618

618

26

76

100

121

186

292

617

617

27

75

98

120

184

290

615

615

28

73

97

118

183

288

614

614

29

72

95

117

181

287

612

612

30

70

94

115

180

285

611

611

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 | 9 | 23 | 48 | 124 | 237 | 563 | 1 284 |
| 2 | 12 | 26 | 51 | 127 | 241 | 566 | 1 031 |
| 3 | 16 | 31 | 55 | 122 | 239 | 565 | 841 |
| 4 | 18 | 35 | 59 | 126 | 240 | 565 | 696 |
| 5 | 21 | 39 | 66 | 130 | 241 | 566 | 584 |
| 6 | 23 | 42 | 70 | 136 | 242 | 567 | 567 |
| 7 | 24 | 44 | 72 | 138 | 242 | 567 | 567 |
| 8 | 24 | 45 | 71 | 137 | 242 | 567 | 567 |
| 9 | 24 | 46 | 71 | 136 | 242 | 567 | 567 |
| 10 | 25 | 47 | 71 | 136 | 242 | 567 | 567 |
| 11 | 25 | 48 | 72 | 136 | 242 | 567 | 567 |
| 12 | 26 | 49 | 71 | 136 | 241 | 567 | 567 |
| 13 | 25 | 49 | 71 | 135 | 241 | 566 | 566 |
| 14 | 25 | 48 | 70 | 134 | 240 | 565 | 565 |
| 15 | 24 | 48 | 69 | 134 | 240 | 565 | 565 |
| 16 | 23 | 47 | 68 | 133 | 239 | 564 | 564 |
| 17 | 23 | 46 | 68 | 132 | 238 | 563 | 563 |
| 18 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 19 | 22 | 46 | 67 | 132 | 238 | 563 | 563 |
| 20 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 21 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 22 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 23 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 24 | 22 | 46 | 68 | 132 | 238 | 563 | 563 |
| 25 | 22 | 46 | 67 | 132 | 238 | 563 | 563 |
| 26 | 22 | 46 | 67 | 132 | 237 | 563 | 563 |
| 27 | 22 | 45 | 67 | 131 | 237 | 563 | 563 |
| 28 | 22 | 45 | 67 | 131 | 237 | 562 | 562 |
| 29 | 22 | 45 | 67 | 131 | 237 | 562 | 562 |
| 30 | 23 | 45 | 67 | 131 | 237 | 562 | 562 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

23

48

124

237

563

1 284

2

12

26

51

127

241

566

1 031

3

16

31

55

122

239

565

841

4

18

35

59

126

240

565

696

5

21

39

66

130

241

566

584

6

23

42

70

136

242

567

567

7

24

44

72

138

242

567

567

8

24

45

71

137

242

567

567

9

24

46

71

136

242

567

567

10

25

47

71

136

242

567

567

11

25

48

72

136

242

567

567

12

26

49

71

136

241

567

567

13

25

49

71

135

241

566

566

14

25

48

70

134

240

565

565

15

24

48

69

134

240

565

565

16

23

47

68

133

239

564

564

17

23

46

68

132

238

563

563

18

22

46

68

132

238

563

563

19

22

46

67

132

238

563

563

20

22

46

68

132

238

563

563

21

22

46

68

132

238

563

563

22

22

46

68

132

238

563

563

23

22

46

68

132

238

563

563

24

22

46

68

132

238

563

563

25

22

46

67

132

238

563

563

26

22

46

67

132

237

563

563

27

22

45

67

131

237

563

563

28

22

45

67

131

237

562

562

29

22

45

67

131

237

562

562

30

23

45

67

131

237

562

562

2.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 95 | 109 | 134 | 210 | 323 | 649 | 1 369 |
| 2 | 95 | 109 | 134 | 210 | 324 | 649 | 1 106 |
| 3 | 96 | 111 | 135 | 203 | 320 | 645 | 905 |
| 4 | 97 | 113 | 138 | 204 | 318 | 644 | 750 |
| 5 | 98 | 116 | 142 | 207 | 318 | 643 | 643 |
| 6 | 98 | 117 | 145 | 211 | 317 | 642 | 642 |
| 7 | 99 | 119 | 146 | 213 | 316 | 642 | 642 |
| 8 | 98 | 119 | 146 | 211 | 316 | 641 | 641 |
| 9 | 98 | 119 | 144 | 209 | 315 | 640 | 640 |
| 10 | 97 | 119 | 143 | 208 | 314 | 639 | 639 |
| 11 | 95 | 118 | 142 | 206 | 312 | 637 | 637 |
| 12 | 94 | 117 | 140 | 204 | 310 | 635 | 635 |
| 13 | 92 | 116 | 138 | 202 | 308 | 633 | 633 |
| 14 | 91 | 114 | 136 | 200 | 306 | 631 | 631 |
| 15 | 89 | 112 | 134 | 198 | 304 | 630 | 630 |
| 16 | 87 | 110 | 132 | 196 | 302 | 627 | 627 |
| 17 | 85 | 109 | 130 | 195 | 301 | 626 | 626 |
| 18 | 83 | 107 | 129 | 193 | 299 | 624 | 624 |
| 19 | 82 | 106 | 127 | 192 | 298 | 623 | 623 |
| 20 | 81 | 105 | 126 | 191 | 297 | 622 | 622 |
| 21 | 80 | 104 | 125 | 190 | 295 | 621 | 621 |
| 22 | 79 | 102 | 124 | 189 | 294 | 620 | 620 |
| 23 | 78 | 101 | 123 | 187 | 293 | 618 | 618 |
| 24 | 77 | 100 | 122 | 186 | 292 | 617 | 617 |
| 25 | 75 | 99 | 121 | 185 | 291 | 616 | 616 |
| 26 | 74 | 98 | 119 | 184 | 290 | 615 | 615 |
| 27 | 73 | 97 | 118 | 183 | 289 | 614 | 614 |
| 28 | 72 | 95 | 117 | 182 | 287 | 613 | 613 |
| 29 | 71 | 94 | 116 | 181 | 286 | 612 | 612 |
| 30 | 70 | 93 | 115 | 179 | 285 | 611 | 611 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

95

109

134

210

323

649

1 369

2

95

109

134

210

324

649

1 106

3

96

111

135

203

320

645

905

4

97

113

138

204

318

644

750

5

98

116

142

207

318

643

643

6

98

117

145

211

317

642

642

7

99

119

146

213

316

642

642

8

98

119

146

211

316

641

641

9

98

119

144

209

315

640

640

10

97

119

143

208

314

639

639

11

95

118

142

206

312

637

637

12

94

117

140

204

310

635

635

13

92

116

138

202

308

633

633

14

91

114

136

200

306

631

631

15

89

112

134

198

304

630

630

16

87

110

132

196

302

627

627

17

85

109

130

195

301

626

626

18

83

107

129

193

299

624

624

19

82

106

127

192

298

623

623

20

81

105

126

191

297

622

622

21

80

104

125

190

295

621

621

22

79

102

124

189

294

620

620

23

78

101

123

187

293

618

618

24

77

100

122

186

292

617

617

25

75

99

121

185

291

616

616

26

74

98

119

184

290

615

615

27

73

97

118

183

289

614

614

28

72

95

117

182

287

613

613

29

71

94

116

181

286

612

612

30

70

93

115

179

285

611

611

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 | 338 | 352 | 377 | 453 | 567 | 892 | 1 409 |
| 2 | 82 | 96 | 121 | 196 | 310 | 635 | 1 129 |
| 3 | 85 | 101 | 124 | 192 | 309 | 634 | 919 |
| 4 | 89 | 105 | 129 | 196 | 310 | 635 | 760 |
| 5 | 91 | 109 | 136 | 200 | 311 | 636 | 639 |
| 6 | 93 | 112 | 140 | 206 | 312 | 637 | 637 |
| 7 | 94 | 115 | 142 | 209 | 312 | 637 | 637 |
| 8 | 95 | 116 | 142 | 208 | 313 | 638 | 638 |
| 9 | 95 | 117 | 142 | 207 | 313 | 638 | 638 |
| 10 | 96 | 118 | 142 | 207 | 313 | 638 | 638 |
| 11 | 96 | 119 | 142 | 207 | 313 | 638 | 638 |
| 12 | 97 | 120 | 142 | 207 | 313 | 638 | 638 |
| 13 | 97 | 121 | 143 | 207 | 313 | 638 | 638 |
| 14 | 98 | 122 | 143 | 208 | 313 | 639 | 639 |
| 15 | 99 | 122 | 144 | 208 | 314 | 639 | 639 |
| 16 | 100 | 123 | 145 | 209 | 315 | 640 | 640 |
| 17 | 101 | 124 | 146 | 210 | 316 | 641 | 641 |
| 18 | 102 | 125 | 147 | 211 | 317 | 642 | 642 |
| 19 | 103 | 126 | 148 | 212 | 318 | 643 | 643 |
| 20 | 103 | 127 | 148 | 213 | 319 | 644 | 644 |
| 21 | 103 | 127 | 149 | 213 | 319 | 644 | 644 |
| 22 | 103 | 127 | 148 | 213 | 318 | 644 | 644 |
| 23 | 102 | 126 | 148 | 212 | 318 | 643 | 643 |
| 24 | 102 | 125 | 147 | 211 | 317 | 642 | 642 |
| 25 | 101 | 124 | 146 | 210 | 316 | 641 | 641 |
| 26 | 99 | 123 | 145 | 209 | 315 | 640 | 640 |
| 27 | 98 | 122 | 143 | 208 | 314 | 639 | 639 |
| 28 | 97 | 120 | 142 | 207 | 312 | 638 | 638 |
| 29 | 96 | 119 | 141 | 205 | 311 | 636 | 636 |
| 30 | 94 | 118 | 139 | 204 | 310 | 635 | 635 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

338

352

377

453

567

892

1 409

2

82

96

121

196

310

635

1 129

3

85

101

124

192

309

634

919

4

89

105

129

196

310

635

760

5

91

109

136

200

311

636

639

6

93

112

140

206

312

637

637

7

94

115

142

209

312

637

637

8

95

116

142

208

313

638

638

9

95

117

142

207

313

638

638

10

96

118

142

207

313

638

638

11

96

119

142

207

313

638

638

12

97

120

142

207

313

638

638

13

97

121

143

207

313

638

638

14

98

122

143

208

313

639

639

15

99

122

144

208

314

639

639

16

100

123

145

209

315

640

640

17

101

124

146

210

316

641

641

18

102

125

147

211

317

642

642

19

103

126

148

212

318

643

643

20

103

127

148

213

319

644

644

21

103

127

149

213

319

644

644

22

103

127

148

213

318

644

644

23

102

126

148

212

318

643

643

24

102

125

147

211

317

642

642

25

101

124

146

210

316

641

641

26

99

123

145

209

315

640

640

27

98

122

143

208

314

639

639

28

97

120

142

207

312

638

638

29

96

119

141

205

311

636

636

30

94

118

139

204

310

635

635

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 | 111 | 225 | 550 | 1 259 |
| 2 | 1 | 11 | 36 | 111 | 225 | 550 | 1 014 |
| 3 | 2 | 13 | 36 | 104 | 221 | 546 | 828 |
| 4 | 3 | 14 | 38 | 105 | 219 | 544 | 685 |
| 5 | 4 | 16 | 43 | 107 | 218 | 543 | 575 |
| 6 | 5 | 18 | 45 | 111 | 217 | 543 | 543 |
| 7 | 5 | 19 | 47 | 113 | 217 | 542 | 542 |
| 8 | 7 | 19 | 45 | 111 | 216 | 541 | 541 |
| 9 | 7 | 19 | 44 | 109 | 215 | 540 | 540 |
| 10 | 8 | 20 | 44 | 109 | 214 | 540 | 540 |
| 11 | 8 | 21 | 44 | 108 | 214 | 540 | 540 |
| 12 | 9 | 21 | 44 | 108 | 214 | 539 | 539 |
| 13 | 11 | 22 | 44 | 108 | 214 | 540 | 540 |
| 14 | 11 | 22 | 44 | 109 | 214 | 540 | 540 |
| 15 | 12 | 23 | 44 | 109 | 215 | 540 | 540 |
| 16 | 12 | 23 | 44 | 109 | 215 | 540 | 540 |
| 17 | 13 | 23 | 45 | 109 | 215 | 540 | 540 |
| 18 | 15 | 24 | 45 | 110 | 216 | 541 | 541 |
| 19 | 15 | 24 | 46 | 110 | 216 | 541 | 541 |
| 20 | 16 | 25 | 47 | 111 | 217 | 542 | 542 |
| 21 | 16 | 26 | 48 | 112 | 218 | 543 | 543 |
| 22 | 17 | 27 | 48 | 113 | 219 | 544 | 544 |
| 23 | 17 | 27 | 49 | 113 | 219 | 544 | 544 |
| 24 | 19 | 28 | 49 | 114 | 220 | 545 | 545 |
| 25 | 19 | 28 | 50 | 114 | 220 | 545 | 545 |
| 26 | 20 | 28 | 50 | 115 | 220 | 546 | 546 |
| 27 | 20 | 29 | 51 | 115 | 221 | 546 | 546 |
| 28 | 21 | 29 | 51 | 115 | 221 | 546 | 546 |
| 29 | 22 | 29 | 51 | 116 | 221 | 547 | 547 |
| 30 | 23 | 30 | 51 | 116 | 222 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

36

111

225

550

1 259

2

1

11

36

111

225

550

1 014

3

2

13

36

104

221

546

828

4

3

14

38

105

219

544

685

5

4

16

43

107

218

543

575

6

5

18

45

111

217

543

543

7

5

19

47

113

217

542

542

8

7

19

45

111

216

541

541

9

7

19

44

109

215

540

540

10

8

20

44

109

214

540

540

11

8

21

44

108

214

540

540

12

9

21

44

108

214

539

539

13

11

22

44

108

214

540

540

14

11

22

44

109

214

540

540

15

12

23

44

109

215

540

540

16

12

23

44

109

215

540

540

17

13

23

45

109

215

540

540

18

15

24

45

110

216

541

541

19

15

24

46

110

216

541

541

20

16

25

47

111

217

542

542

21

16

26

48

112

218

543

543

22

17

27

48

113

219

544

544

23

17

27

49

113

219

544

544

24

19

28

49

114

220

545

545

25

19

28

50

114

220

545

545

26

20

28

50

115

220

546

546

27

20

29

51

115

221

546

546

28

21

29

51

115

221

546

546

29

22

29

51

116

221

547

547

30

23

30

51

116

222

547

547

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 | 67 | 92 | 168 | 282 | 607 | 1 276 |
| 2 | 54 | 68 | 93 | 169 | 283 | 608 | 1 028 |
| 3 | 55 | 70 | 94 | 162 | 279 | 604 | 838 |
| 4 | 55 | 72 | 96 | 163 | 277 | 602 | 694 |
| 5 | 56 | 74 | 100 | 165 | 276 | 601 | 601 |
| 6 | 56 | 76 | 103 | 169 | 275 | 601 | 601 |
| 7 | 56 | 76 | 104 | 170 | 274 | 599 | 599 |
| 8 | 56 | 77 | 103 | 169 | 273 | 599 | 599 |
| 9 | 55 | 77 | 102 | 167 | 273 | 598 | 598 |
| 10 | 54 | 76 | 101 | 165 | 271 | 596 | 596 |
| 11 | 53 | 76 | 99 | 164 | 270 | 595 | 595 |
| 12 | 52 | 75 | 98 | 162 | 268 | 593 | 593 |
| 13 | 51 | 74 | 96 | 161 | 267 | 592 | 592 |
| 14 | 50 | 73 | 95 | 159 | 265 | 590 | 590 |
| 15 | 48 | 72 | 93 | 158 | 264 | 589 | 589 |
| 16 | 47 | 70 | 92 | 156 | 262 | 587 | 587 |
| 17 | 45 | 69 | 91 | 155 | 261 | 586 | 586 |
| 18 | 44 | 68 | 90 | 154 | 260 | 585 | 585 |
| 19 | 43 | 67 | 89 | 153 | 259 | 584 | 584 |
| 20 | 43 | 66 | 88 | 153 | 258 | 584 | 584 |
| 21 | 42 | 66 | 88 | 152 | 258 | 583 | 583 |
| 22 | 42 | 65 | 87 | 151 | 257 | 582 | 582 |
| 23 | 41 | 64 | 86 | 151 | 256 | 582 | 582 |
| 24 | 40 | 64 | 86 | 150 | 256 | 581 | 581 |
| 25 | 40 | 63 | 85 | 149 | 255 | 580 | 580 |
| 26 | 39 | 62 | 84 | 149 | 254 | 580 | 580 |
| 27 | 38 | 62 | 83 | 148 | 254 | 579 | 579 |
| 28 | 38 | 61 | 83 | 147 | 253 | 578 | 578 |
| 29 | 37 | 60 | 82 | 147 | 252 | 578 | 578 |
| 30 | 36 | 60 | 81 | 146 | 252 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

67

92

168

282

607

1 276

2

54

68

93

169

283

608

1 028

3

55

70

94

162

279

604

838

4

55

72

96

163

277

602

694

5

56

74

100

165

276

601

601

6

56

76

103

169

275

601

601

7

56

76

104

170

274

599

599

8

56

77

103

169

273

599

599

9

55

77

102

167

273

598

598

10

54

76

101

165

271

596

596

11

53

76

99

164

270

595

595

12

52

75

98

162

268

593

593

13

51

74

96

161

267

592

592

14

50

73

95

159

265

590

590

15

48

72

93

158

264

589

589

16

47

70

92

156

262

587

587

17

45

69

91

155

261

586

586

18

44

68

90

154

260

585

585

19

43

67

89

153

259

584

584

20

43

66

88

153

258

584

584

21

42

66

88

152

258

583

583

22

42

65

87

151

257

582

582

23

41

64

86

151

256

582

582

24

40

64

86

150

256

581

581

25

40

63

85

149

255

580

580

26

39

62

84

149

254

580

580

27

38

62

83

148

254

579

579

28

38

61

83

147

253

578

578

29

37

60

82

147

252

578

578

30

36

60

81

146

252

577

577

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 116 | 130 | 155 | 231 | 344 | 670 | 1 381 |
| 2 | 117 | 131 | 156 | 232 | 345 | 671 | 1 113 |
| 3 | 119 | 135 | 158 | 226 | 343 | 668 | 909 |
| 4 | 121 | 138 | 162 | 229 | 343 | 668 | 754 |
| 5 | 123 | 141 | 167 | 232 | 343 | 668 | 668 |
| 6 | 123 | 143 | 170 | 236 | 342 | 668 | 668 |
| 7 | 124 | 144 | 171 | 238 | 342 | 667 | 667 |
| 8 | 123 | 144 | 170 | 236 | 341 | 666 | 666 |
| 9 | 122 | 144 | 169 | 234 | 340 | 665 | 665 |
| 10 | 122 | 144 | 168 | 233 | 339 | 664 | 664 |
| 11 | 121 | 144 | 167 | 232 | 337 | 663 | 663 |
| 12 | 120 | 143 | 165 | 230 | 336 | 661 | 661 |
| 13 | 118 | 141 | 163 | 228 | 334 | 659 | 659 |
| 14 | 116 | 140 | 161 | 226 | 332 | 657 | 657 |
| 15 | 114 | 137 | 159 | 224 | 329 | 655 | 655 |
| 16 | 111 | 135 | 157 | 221 | 327 | 652 | 652 |
| 17 | 109 | 133 | 154 | 219 | 325 | 650 | 650 |
| 18 | 107 | 130 | 152 | 217 | 322 | 648 | 648 |
| 19 | 105 | 128 | 150 | 215 | 320 | 646 | 646 |
| 20 | 103 | 127 | 148 | 213 | 319 | 644 | 644 |
| 21 | 101 | 125 | 147 | 211 | 317 | 642 | 642 |
| 22 | 100 | 123 | 145 | 209 | 315 | 640 | 640 |
| 23 | 98 | 121 | 143 | 207 | 313 | 639 | 639 |
| 24 | 96 | 119 | 141 | 206 | 311 | 637 | 637 |
| 25 | 94 | 118 | 139 | 204 | 310 | 635 | 635 |
| 26 | 92 | 116 | 138 | 202 | 308 | 633 | 633 |
| 27 | 91 | 114 | 136 | 200 | 306 | 631 | 631 |
| 28 | 89 | 113 | 134 | 199 | 304 | 630 | 630 |
| 29 | 87 | 111 | 133 | 197 | 303 | 628 | 628 |
| 30 | 86 | 109 | 131 | 196 | 301 | 627 | 627 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

116

130

155

231

344

670

1 381

2

117

131

156

232

345

671

1 113

3

119

135

158

226

343

668

909

4

121

138

162

229

343

668

754

5

123

141

167

232

343

668

668

6

123

143

170

236

342

668

668

7

124

144

171

238

342

667

667

8

123

144

170

236

341

666

666

9

122

144

169

234

340

665

665

10

122

144

168

233

339

664

664

11

121

144

167

232

337

663

663

12

120

143

165

230

336

661

661

13

118

141

163

228

334

659

659

14

116

140

161

226

332

657

657

15

114

137

159

224

329

655

655

16

111

135

157

221

327

652

652

17

109

133

154

219

325

650

650

18

107

130

152

217

322

648

648

19

105

128

150

215

320

646

646

20

103

127

148

213

319

644

644

21

101

125

147

211

317

642

642

22

100

123

145

209

315

640

640

23

98

121

143

207

313

639

639

24

96

119

141

206

311

637

637

25

94

118

139

204

310

635

635

26

92

116

138

202

308

633

633

27

91

114

136

200

306

631

631

28

89

113

134

199

304

630

630

29

87

111

133

197

303

628

628

30

86

109

131

196

301

627

627

2.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 172 | 186 | 211 | 287 | 400 | 726 | 1 359 |
| 2 | 181 | 195 | 220 | 296 | 410 | 735 | 1 099 |
| 3 | 186 | 202 | 226 | 293 | 410 | 735 | 901 |
| 4 | 189 | 205 | 229 | 296 | 410 | 735 | 748 |
| 5 | 190 | 208 | 234 | 299 | 410 | 735 | 735 |
| 6 | 190 | 209 | 237 | 303 | 409 | 734 | 734 |
| 7 | 190 | 210 | 237 | 304 | 407 | 732 | 732 |
| 8 | 188 | 209 | 235 | 301 | 406 | 731 | 731 |
| 9 | 187 | 208 | 233 | 298 | 404 | 729 | 729 |
| 10 | 186 | 208 | 232 | 297 | 403 | 728 | 728 |
| 11 | 184 | 207 | 230 | 295 | 401 | 726 | 726 |
| 12 | 182 | 205 | 228 | 292 | 398 | 723 | 723 |
| 13 | 180 | 203 | 225 | 289 | 395 | 721 | 721 |
| 14 | 177 | 200 | 222 | 286 | 392 | 717 | 717 |
| 15 | 174 | 197 | 219 | 283 | 389 | 714 | 714 |
| 16 | 170 | 194 | 216 | 280 | 386 | 711 | 711 |
| 17 | 167 | 191 | 212 | 277 | 383 | 708 | 708 |
| 18 | 164 | 187 | 209 | 274 | 379 | 705 | 705 |
| 19 | 161 | 184 | 206 | 271 | 376 | 702 | 702 |
| 20 | 158 | 181 | 203 | 268 | 373 | 699 | 699 |
| 21 | 155 | 178 | 200 | 264 | 370 | 696 | 696 |
| 22 | 152 | 175 | 197 | 261 | 367 | 692 | 692 |
| 23 | 149 | 172 | 194 | 258 | 364 | 689 | 689 |
| 24 | 145 | 169 | 191 | 255 | 361 | 686 | 686 |
| 25 | 142 | 166 | 188 | 252 | 358 | 683 | 683 |
| 26 | 139 | 163 | 185 | 249 | 355 | 680 | 680 |
| 27 | 136 | 160 | 182 | 246 | 352 | 677 | 677 |
| 28 | 133 | 157 | 179 | 243 | 349 | 674 | 674 |
| 29 | 131 | 154 | 176 | 240 | 346 | 671 | 671 |
| 30 | 128 | 152 | 173 | 238 | 343 | 669 | 669 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

172

186

211

287

400

726

1 359

2

181

195

220

296

410

735

1 099

3

186

202

226

293

410

735

901

4

189

205

229

296

410

735

748

5

190

208

234

299

410

735

735

6

190

209

237

303

409

734

734

7

190

210

237

304

407

732

732

8

188

209

235

301

406

731

731

9

187

208

233

298

404

729

729

10

186

208

232

297

403

728

728

11

184

207

230

295

401

726

726

12

182

205

228

292

398

723

723

13

180

203

225

289

395

721

721

14

177

200

222

286

392

717

717

15

174

197

219

283

389

714

714

16

170

194

216

280

386

711

711

17

167

191

212

277

383

708

708

18

164

187

209

274

379

705

705

19

161

184

206

271

376

702

702

20

158

181

203

268

373

699

699

21

155

178

200

264

370

696

696

22

152

175

197

261

367

692

692

23

149

172

194

258

364

689

689

24

145

169

191

255

361

686

686

25

142

166

188

252

358

683

683

26

139

163

185

249

355

680

680

27

136

160

182

246

352

677

677

28

133

157

179

243

349

674

674

29

131

154

176

240

346

671

671

30

128

152

173

238

343

669

669

2.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 29 | 44 | 69 | 144 | 258 | 583 | 1 299 |
| 2 | 30 | 45 | 70 | 145 | 259 | 584 | 1 048 |
| 3 | 31 | 47 | 71 | 138 | 255 | 580 | 855 |
| 4 | 32 | 49 | 73 | 140 | 254 | 579 | 709 |
| 5 | 33 | 51 | 78 | 143 | 253 | 579 | 596 |
| 6 | 34 | 53 | 80 | 147 | 252 | 578 | 578 |
| 7 | 34 | 54 | 81 | 148 | 252 | 577 | 577 |
| 8 | 33 | 54 | 80 | 146 | 250 | 576 | 576 |
| 9 | 32 | 54 | 79 | 144 | 250 | 575 | 575 |
| 10 | 32 | 54 | 78 | 143 | 249 | 574 | 574 |
| 11 | 32 | 54 | 78 | 142 | 248 | 573 | 573 |
| 12 | 31 | 55 | 77 | 142 | 247 | 573 | 573 |
| 13 | 31 | 54 | 77 | 141 | 247 | 572 | 572 |
| 14 | 31 | 54 | 76 | 140 | 246 | 572 | 572 |
| 15 | 31 | 54 | 76 | 140 | 246 | 571 | 571 |
| 16 | 30 | 54 | 76 | 140 | 246 | 571 | 571 |
| 17 | 30 | 54 | 75 | 140 | 246 | 571 | 571 |
| 18 | 30 | 54 | 75 | 140 | 246 | 571 | 571 |
| 19 | 30 | 54 | 76 | 140 | 246 | 571 | 571 |
| 20 | 30 | 54 | 76 | 140 | 246 | 571 | 571 |
| 21 | 30 | 54 | 76 | 140 | 246 | 571 | 571 |
| 22 | 30 | 54 | 76 | 140 | 246 | 571 | 571 |
| 23 | 30 | 54 | 75 | 140 | 246 | 571 | 571 |
| 24 | 30 | 54 | 75 | 140 | 245 | 571 | 571 |
| 25 | 30 | 53 | 75 | 139 | 245 | 571 | 571 |
| 26 | 30 | 53 | 75 | 139 | 245 | 570 | 570 |
| 27 | 29 | 53 | 74 | 139 | 245 | 570 | 570 |
| 28 | 29 | 52 | 74 | 139 | 244 | 570 | 570 |
| 29 | 29 | 52 | 74 | 138 | 244 | 569 | 569 |
| 30 | 28 | 52 | 74 | 138 | 244 | 569 | 569 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

44

69

144

258

583

1 299

2

30

45

70

145

259

584

1 048

3

31

47

71

138

255

580

855

4

32

49

73

140

254

579

709

5

33

51

78

143

253

579

596

6

34

53

80

147

252

578

578

7

34

54

81

148

252

577

577

8

33

54

80

146

250

576

576

9

32

54

79

144

250

575

575

10

32

54

78

143

249

574

574

11

32

54

78

142

248

573

573

12

31

55

77

142

247

573

573

13

31

54

77

141

247

572

572

14

31

54

76

140

246

572

572

15

31

54

76

140

246

571

571

16

30

54

76

140

246

571

571

17

30

54

75

140

246

571

571

18

30

54

75

140

246

571

571

19

30

54

76

140

246

571

571

20

30

54

76

140

246

571

571

21

30

54

76

140

246

571

571

22

30

54

76

140

246

571

571

23

30

54

75

140

246

571

571

24

30

54

75

140

245

571

571

25

30

53

75

139

245

571

571

26

30

53

75

139

245

570

570

27

29

53

74

139

245

570

570

28

29

52

74

139

244

570

570

29

29

52

74

138

244

569

569

30

28

52

74

138

244

569

569

2.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 40 | 65 | 141 | 255 | 580 | 1 313 |
| 2 | 28 | 42 | 67 | 143 | 257 | 582 | 1 059 |
| 3 | 31 | 46 | 70 | 137 | 254 | 579 | 864 |
| 4 | 33 | 50 | 74 | 140 | 254 | 580 | 715 |
| 5 | 35 | 53 | 80 | 144 | 255 | 580 | 601 |
| 6 | 36 | 55 | 83 | 149 | 255 | 581 | 581 |
| 7 | 38 | 58 | 85 | 152 | 256 | 581 | 581 |
| 8 | 38 | 59 | 85 | 151 | 256 | 581 | 581 |
| 9 | 38 | 60 | 85 | 150 | 256 | 581 | 581 |
| 10 | 39 | 61 | 86 | 150 | 256 | 581 | 581 |
| 11 | 40 | 63 | 86 | 151 | 256 | 582 | 582 |
| 12 | 41 | 64 | 86 | 151 | 257 | 582 | 582 |
| 13 | 41 | 64 | 86 | 151 | 256 | 582 | 582 |
| 14 | 41 | 64 | 86 | 151 | 256 | 582 | 582 |
| 15 | 41 | 64 | 86 | 150 | 256 | 581 | 581 |
| 16 | 40 | 64 | 86 | 150 | 256 | 581 | 581 |
| 17 | 40 | 64 | 86 | 150 | 256 | 581 | 581 |
| 18 | 40 | 64 | 86 | 150 | 256 | 581 | 581 |
| 19 | 40 | 64 | 86 | 150 | 256 | 581 | 581 |
| 20 | 41 | 64 | 86 | 150 | 256 | 581 | 581 |
| 21 | 41 | 64 | 86 | 150 | 256 | 582 | 582 |
| 22 | 41 | 64 | 86 | 150 | 256 | 581 | 581 |
| 23 | 41 | 64 | 86 | 150 | 256 | 581 | 581 |
| 24 | 40 | 64 | 85 | 150 | 256 | 581 | 581 |
| 25 | 40 | 63 | 85 | 149 | 255 | 581 | 581 |
| 26 | 39 | 63 | 85 | 149 | 255 | 580 | 580 |
| 27 | 39 | 62 | 84 | 148 | 254 | 580 | 580 |
| 28 | 38 | 62 | 84 | 148 | 254 | 579 | 579 |
| 29 | 38 | 61 | 83 | 147 | 253 | 579 | 579 |
| 30 | 37 | 61 | 83 | 147 | 253 | 578 | 578 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

65

141

255

580

1 313

2

28

42

67

143

257

582

1 059

3

31

46

70

137

254

579

864

4

33

50

74

140

254

580

715

5

35

53

80

144

255

580

601

6

36

55

83

149

255

581

581

7

38

58

85

152

256

581

581

8

38

59

85

151

256

581

581

9

38

60

85

150

256

581

581

10

39

61

86

150

256

581

581

11

40

63

86

151

256

582

582

12

41

64

86

151

257

582

582

13

41

64

86

151

256

582

582

14

41

64

86

151

256

582

582

15

41

64

86

150

256

581

581

16

40

64

86

150

256

581

581

17

40

64

86

150

256

581

581

18

40

64

86

150

256

581

581

19

40

64

86

150

256

581

581

20

41

64

86

150

256

581

581

21

41

64

86

150

256

582

582

22

41

64

86

150

256

581

581

23

41

64

86

150

256

581

581

24

40

64

85

150

256

581

581

25

40

63

85

149

255

581

581

26

39

63

85

149

255

580

580

27

39

62

84

148

254

580

580

28

38

62

84

148

254

579

579

29

38

61

83

147

253

579

579

30

37

61

83

147

253

578

578

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 126 | 140 | 165 | 241 | 355 | 680 | 1 403 |
| 2 | 125 | 139 | 164 | 240 | 353 | 679 | 1 130 |
| 3 | 125 | 140 | 164 | 231 | 348 | 674 | 922 |
| 4 | 125 | 142 | 166 | 233 | 346 | 672 | 764 |
| 5 | 125 | 143 | 170 | 235 | 345 | 671 | 671 |
| 6 | 125 | 144 | 172 | 238 | 344 | 669 | 669 |
| 7 | 125 | 145 | 172 | 239 | 343 | 668 | 668 |
| 8 | 124 | 145 | 171 | 237 | 342 | 667 | 667 |
| 9 | 123 | 144 | 170 | 235 | 340 | 666 | 666 |
| 10 | 123 | 145 | 169 | 234 | 340 | 665 | 665 |
| 11 | 123 | 145 | 169 | 233 | 339 | 664 | 664 |
| 12 | 122 | 145 | 168 | 232 | 338 | 663 | 663 |
| 13 | 121 | 144 | 166 | 231 | 336 | 662 | 662 |
| 14 | 120 | 143 | 165 | 229 | 335 | 660 | 660 |
| 15 | 118 | 141 | 163 | 227 | 333 | 658 | 658 |
| 16 | 115 | 139 | 161 | 225 | 331 | 656 | 656 |
| 17 | 113 | 136 | 158 | 222 | 328 | 653 | 653 |
| 18 | 110 | 134 | 156 | 220 | 326 | 651 | 651 |
| 19 | 108 | 132 | 153 | 218 | 324 | 649 | 649 |
| 20 | 106 | 129 | 151 | 216 | 321 | 647 | 647 |
| 21 | 104 | 127 | 149 | 213 | 319 | 644 | 644 |
| 22 | 101 | 125 | 147 | 211 | 317 | 642 | 642 |
| 23 | 99 | 123 | 145 | 209 | 315 | 640 | 640 |
| 24 | 97 | 121 | 142 | 207 | 312 | 638 | 638 |
| 25 | 95 | 118 | 140 | 205 | 310 | 636 | 636 |
| 26 | 93 | 116 | 138 | 202 | 308 | 633 | 633 |
| 27 | 91 | 114 | 136 | 200 | 306 | 631 | 631 |
| 28 | 89 | 112 | 134 | 198 | 304 | 629 | 629 |
| 29 | 87 | 110 | 132 | 196 | 302 | 627 | 627 |
| 30 | 85 | 108 | 130 | 194 | 300 | 625 | 625 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

126

140

165

241

355

680

1 403

2

125

139

164

240

353

679

1 130

3

125

140

164

231

348

674

922

4

125

142

166

233

346

672

764

5

125

143

170

235

345

671

671

6

125

144

172

238

344

669

669

7

125

145

172

239

343

668

668

8

124

145

171

237

342

667

667

9

123

144

170

235

340

666

666

10

123

145

169

234

340

665

665

11

123

145

169

233

339

664

664

12

122

145

168

232

338

663

663

13

121

144

166

231

336

662

662

14

120

143

165

229

335

660

660

15

118

141

163

227

333

658

658

16

115

139

161

225

331

656

656

17

113

136

158

222

328

653

653

18

110

134

156

220

326

651

651

19

108

132

153

218

324

649

649

20

106

129

151

216

321

647

647

21

104

127

149

213

319

644

644

22

101

125

147

211

317

642

642

23

99

123

145

209

315

640

640

24

97

121

142

207

312

638

638

25

95

118

140

205

310

636

636

26

93

116

138

202

308

633

633

27

91

114

136

200

306

631

631

28

89

112

134

198

304

629

629

29

87

110

132

196

302

627

627

30

85

108

130

194

300

625

625

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 36 | 112 | 225 | 551 | 1 282 |
| 2 | 1 | 13 | 38 | 114 | 228 | 553 | 1 032 |
| 3 | 2 | 17 | 41 | 108 | 225 | 550 | 842 |
| 4 | 4 | 20 | 44 | 111 | 225 | 550 | 697 |
| 5 | 6 | 24 | 50 | 115 | 226 | 551 | 585 |
| 6 | 7 | 27 | 54 | 120 | 226 | 552 | 552 |
| 7 | 9 | 29 | 56 | 123 | 227 | 552 | 552 |
| 8 | 9 | 30 | 56 | 122 | 227 | 552 | 552 |
| 9 | 9 | 31 | 56 | 121 | 227 | 552 | 552 |
| 10 | 9 | 32 | 56 | 121 | 226 | 552 | 552 |
| 11 | 10 | 33 | 56 | 120 | 226 | 551 | 551 |
| 12 | 10 | 33 | 56 | 120 | 226 | 551 | 551 |
| 13 | 11 | 33 | 55 | 120 | 226 | 551 | 551 |
| 14 | 11 | 33 | 55 | 120 | 225 | 551 | 551 |
| 15 | 12 | 33 | 55 | 119 | 225 | 551 | 551 |
| 16 | 13 | 33 | 55 | 119 | 225 | 550 | 550 |
| 17 | 13 | 33 | 55 | 119 | 225 | 550 | 550 |
| 18 | 15 | 33 | 55 | 119 | 225 | 550 | 550 |
| 19 | 15 | 33 | 55 | 119 | 225 | 550 | 550 |
| 20 | 16 | 34 | 55 | 120 | 226 | 551 | 551 |
| 21 | 16 | 34 | 56 | 120 | 226 | 551 | 551 |
| 22 | 17 | 35 | 56 | 121 | 226 | 552 | 552 |
| 23 | 18 | 35 | 57 | 121 | 227 | 552 | 552 |
| 24 | 19 | 35 | 57 | 121 | 227 | 552 | 552 |
| 25 | 19 | 35 | 57 | 121 | 227 | 552 | 552 |
| 26 | 20 | 35 | 57 | 122 | 227 | 553 | 553 |
| 27 | 20 | 36 | 57 | 122 | 227 | 553 | 553 |
| 28 | 21 | 36 | 57 | 122 | 228 | 553 | 553 |
| 29 | 22 | 36 | 57 | 122 | 228 | 553 | 553 |
| 30 | 23 | 36 | 58 | 122 | 228 | 553 | 553 |

Duration (in years)

Credit quality step 0

Credit 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

225

551

1 282

2

1

13

38

114

228

553

1 032

3

2

17

41

108

225

550

842

4

4

20

44

111

225

550

697

5

6

24

50

115

226

551

585

6

7

27

54

120

226

552

552

7

9

29

56

123

227

552

552

8

9

30

56

122

227

552

552

9

9

31

56

121

227

552

552

10

9

32

56

121

226

552

552

11

10

33

56

120

226

551

551

12

10

33

56

120

226

551

551

13

11

33

55

120

226

551

551

14

11

33

55

120

225

551

551

15

12

33

55

119

225

551

551

16

13

33

55

119

225

550

550

17

13

33

55

119

225

550

550

18

15

33

55

119

225

550

550

19

15

33

55

119

225

550

550

20

16

34

55

120

226

551

551

21

16

34

56

120

226

551

551

22

17

35

56

121

226

552

552

23

18

35

57

121

227

552

552

24

19

35

57

121

227

552

552

25

19

35

57

121

227

552

552

26

20

35

57

122

227

553

553

27

20

36

57

122

227

553

553

28

21

36

57

122

228

553

553

29

22

36

57

122

228

553

553

30

23

36

58

122

228

553

553

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 | 150 | 264 | 589 | 1 280 |
| 2 | 36 | 50 | 75 | 151 | 265 | 590 | 1 030 |
| 3 | 36 | 51 | 75 | 143 | 260 | 585 | 840 |
| 4 | 36 | 53 | 77 | 144 | 258 | 583 | 695 |
| 5 | 36 | 54 | 81 | 146 | 256 | 582 | 583 |
| 6 | 39 | 58 | 86 | 152 | 258 | 583 | 583 |
| 7 | 36 | 56 | 84 | 151 | 254 | 579 | 579 |
| 8 | 40 | 61 | 87 | 153 | 258 | 583 | 583 |
| 9 | 39 | 61 | 86 | 151 | 257 | 582 | 582 |
| 10 | 34 | 56 | 80 | 145 | 251 | 576 | 576 |
| 11 | 30 | 52 | 76 | 140 | 246 | 571 | 571 |
| 12 | 27 | 50 | 73 | 137 | 243 | 568 | 568 |
| 13 | 25 | 48 | 70 | 134 | 240 | 565 | 565 |
| 14 | 23 | 46 | 68 | 132 | 238 | 564 | 564 |
| 15 | 21 | 45 | 67 | 131 | 237 | 562 | 562 |
| 16 | 20 | 43 | 65 | 129 | 235 | 560 | 560 |
| 17 | 19 | 42 | 64 | 129 | 234 | 560 | 560 |
| 18 | 18 | 42 | 63 | 128 | 234 | 559 | 559 |
| 19 | 18 | 41 | 63 | 127 | 233 | 559 | 559 |
| 20 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 21 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 22 | 18 | 41 | 63 | 128 | 233 | 559 | 559 |
| 23 | 18 | 41 | 63 | 127 | 233 | 559 | 559 |
| 24 | 19 | 41 | 63 | 127 | 233 | 558 | 558 |
| 25 | 19 | 41 | 63 | 127 | 233 | 558 | 558 |
| 26 | 20 | 41 | 63 | 127 | 233 | 558 | 558 |
| 27 | 20 | 41 | 63 | 127 | 233 | 558 | 558 |
| 28 | 21 | 41 | 63 | 127 | 233 | 558 | 558 |
| 29 | 22 | 41 | 62 | 127 | 233 | 558 | 558 |
| 30 | 23 | 41 | 62 | 127 | 232 | 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

35

50

75

150

264

589

1 280

2

36

50

75

151

265

590

1 030

3

36

51

75

143

260

585

840

4

36

53

77

144

258

583

695

5

36

54

81

146

256

582

583

6

39

58

86

152

258

583

583

7

36

56

84

151

254

579

579

8

40

61

87

153

258

583

583

9

39

61

86

151

257

582

582

10

34

56

80

145

251

576

576

11

30

52

76

140

246

571

571

12

27

50

73

137

243

568

568

13

25

48

70

134

240

565

565

14

23

46

68

132

238

564

564

15

21

45

67

131

237

562

562

16

20

43

65

129

235

560

560

17

19

42

64

129

234

560

560

18

18

42

63

128

234

559

559

19

18

41

63

127

233

559

559

20

18

41

63

128

233

559

559

21

18

41

63

128

233

559

559

22

18

41

63

128

233

559

559

23

18

41

63

127

233

559

559

24

19

41

63

127

233

558

558

25

19

41

63

127

233

558

558

26

20

41

63

127

233

558

558

27

20

41

63

127

233

558

558

28

21

41

63

127

233

558

558

29

22

41

62

127

233

558

558

30

23

41

62

127

232

558

558

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 | 199 | 213 | 238 | 314 | 427 | 753 | 1 698 |
| 2 | 195 | 209 | 234 | 310 | 423 | 749 | 1 344 |
| 3 | 191 | 206 | 230 | 298 | 415 | 740 | 1 082 |
| 4 | 187 | 204 | 228 | 295 | 409 | 734 | 886 |
| 5 | 183 | 201 | 228 | 293 | 403 | 729 | 740 |
| 6 | 180 | 199 | 226 | 293 | 398 | 724 | 724 |
| 7 | 176 | 196 | 224 | 290 | 394 | 719 | 719 |
| 8 | 172 | 193 | 219 | 285 | 389 | 715 | 715 |
| 9 | 167 | 189 | 214 | 279 | 385 | 710 | 710 |
| 10 | 164 | 186 | 210 | 275 | 381 | 706 | 706 |
| 11 | 160 | 183 | 206 | 271 | 376 | 702 | 702 |
| 12 | 156 | 180 | 202 | 267 | 372 | 698 | 698 |
| 13 | 153 | 176 | 198 | 263 | 368 | 694 | 694 |
| 14 | 149 | 173 | 194 | 259 | 365 | 690 | 690 |
| 15 | 146 | 169 | 191 | 255 | 361 | 686 | 686 |
| 16 | 142 | 166 | 187 | 252 | 358 | 683 | 683 |
| 17 | 139 | 162 | 184 | 249 | 354 | 680 | 680 |
| 18 | 136 | 159 | 181 | 246 | 351 | 677 | 677 |
| 19 | 133 | 156 | 178 | 243 | 348 | 674 | 674 |
| 20 | 130 | 154 | 176 | 240 | 346 | 671 | 671 |
| 21 | 128 | 151 | 173 | 237 | 343 | 668 | 668 |
| 22 | 125 | 148 | 170 | 235 | 340 | 666 | 666 |
| 23 | 122 | 146 | 168 | 232 | 338 | 663 | 663 |
| 24 | 120 | 143 | 165 | 229 | 335 | 661 | 661 |
| 25 | 117 | 141 | 163 | 227 | 333 | 658 | 658 |
| 26 | 115 | 138 | 160 | 224 | 330 | 656 | 656 |
| 27 | 113 | 136 | 158 | 222 | 328 | 653 | 653 |
| 28 | 110 | 134 | 155 | 220 | 326 | 651 | 651 |
| 29 | 108 | 132 | 153 | 218 | 323 | 649 | 649 |
| 30 | 106 | 129 | 151 | 216 | 321 | 647 | 647 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

199

213

238

314

427

753

1 698

2

195

209

234

310

423

749

1 344

3

191

206

230

298

415

740

1 082

4

187

204

228

295

409

734

886

5

183

201

228

293

403

729

740

6

180

199

226

293

398

724

724

7

176

196

224

290

394

719

719

8

172

193

219

285

389

715

715

9

167

189

214

279

385

710

710

10

164

186

210

275

381

706

706

11

160

183

206

271

376

702

702

12

156

180

202

267

372

698

698

13

153

176

198

263

368

694

694

14

149

173

194

259

365

690

690

15

146

169

191

255

361

686

686

16

142

166

187

252

358

683

683

17

139

162

184

249

354

680

680

18

136

159

181

246

351

677

677

19

133

156

178

243

348

674

674

20

130

154

176

240

346

671

671

21

128

151

173

237

343

668

668

22

125

148

170

235

340

666

666

23

122

146

168

232

338

663

663

24

120

143

165

229

335

661

661

25

117

141

163

227

333

658

658

26

115

138

160

224

330

656

656

27

113

136

158

222

328

653

653

28

110

134

155

220

326

651

651

29

108

132

153

218

323

649

649

30

106

129

151

216

321

647

647

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 | 50 | 107 | 243 | 568 | 1 288 |
| 2 | 8 | 26 | 50 | 107 | 243 | 568 | 1 035 |
| 3 | 9 | 29 | 52 | 102 | 241 | 566 | 844 |
| 4 | 12 | 34 | 56 | 99 | 241 | 567 | 698 |
| 5 | 16 | 40 | 61 | 102 | 242 | 568 | 586 |
| 6 | 18 | 43 | 65 | 98 | 243 | 568 | 568 |
| 7 | 19 | 45 | 64 | 92 | 243 | 569 | 569 |
| 8 | 17 | 44 | 63 | 91 | 243 | 569 | 569 |
| 9 | 18 | 45 | 66 | 95 | 243 | 569 | 569 |
| 10 | 20 | 48 | 68 | 99 | 244 | 569 | 569 |
| 11 | 21 | 50 | 70 | 102 | 244 | 569 | 569 |
| 12 | 23 | 53 | 71 | 102 | 244 | 569 | 569 |
| 13 | 24 | 54 | 71 | 103 | 244 | 569 | 569 |
| 14 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 15 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 16 | 24 | 55 | 72 | 103 | 243 | 568 | 568 |
| 17 | 24 | 55 | 72 | 103 | 243 | 569 | 569 |
| 18 | 24 | 55 | 72 | 103 | 243 | 569 | 569 |
| 19 | 24 | 55 | 72 | 103 | 243 | 569 | 569 |
| 20 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 21 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 22 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 23 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 24 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 25 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 26 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 27 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 28 | 24 | 55 | 72 | 103 | 244 | 569 | 569 |
| 29 | 24 | 55 | 72 | 103 | 243 | 569 | 569 |
| 30 | 24 | 55 | 72 | 103 | 243 | 568 | 568 |

Duration (in years)

Credit quality step 0

Credit 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

50

107

243

568

1 288

2

8

26

50

107

243

568

1 035

3

9

29

52

102

241

566

844

4

12

34

56

99

241

567

698

5

16

40

61

102

242

568

586

6

18

43

65

98

243

568

568

7

19

45

64

92

243

569

569

8

17

44

63

91

243

569

569

9

18

45

66

95

243

569

569

10

20

48

68

99

244

569

569

11

21

50

70

102

244

569

569

12

23

53

71

102

244

569

569

13

24

54

71

103

244

569

569

14

24

55

72

103

244

569

569

15

24

55

72

103

244

569

569

16

24

55

72

103

243

568

568

17

24

55

72

103

243

569

569

18

24

55

72

103

243

569

569

19

24

55

72

103

243

569

569

20

24

55

72

103

244

569

569

21

24

55

72

103

244

569

569

22

24

55

72

103

244

569

569

23

24

55

72

103

244

569

569

24

24

55

72

103

244

569

569

25

24

55

72

103

244

569

569

26

24

55

72

103

244

569

569

27

24

55

72

103

244

569

569

28

24

55

72

103

244

569

569

29

24

55

72

103

243

569

569

30

24

55

72

103

243

568

568

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 | 89 | 203 | 528 | 1 247 |
| 2 | 1 | 5 | 12 | 88 | 202 | 527 | 1 004 |
| 3 | 2 | 5 | 12 | 80 | 197 | 522 | 819 |
| 4 | 3 | 6 | 14 | 80 | 194 | 520 | 678 |
| 5 | 4 | 6 | 18 | 83 | 194 | 519 | 569 |
| 6 | 5 | 8 | 21 | 87 | 193 | 518 | 518 |
| 7 | 5 | 9 | 23 | 89 | 193 | 518 | 518 |
| 8 | 7 | 9 | 22 | 88 | 193 | 518 | 518 |
| 9 | 7 | 10 | 22 | 87 | 193 | 518 | 518 |
| 10 | 8 | 11 | 22 | 87 | 193 | 518 | 518 |
| 11 | 8 | 12 | 23 | 87 | 193 | 518 | 518 |
| 12 | 9 | 12 | 24 | 87 | 193 | 518 | 518 |
| 13 | 11 | 13 | 25 | 88 | 193 | 519 | 519 |
| 14 | 11 | 14 | 26 | 88 | 194 | 519 | 519 |
| 15 | 12 | 15 | 28 | 88 | 194 | 519 | 519 |
| 16 | 12 | 15 | 29 | 88 | 194 | 519 | 519 |
| 17 | 13 | 16 | 30 | 89 | 194 | 520 | 520 |
| 18 | 13 | 17 | 32 | 89 | 195 | 520 | 520 |
| 19 | 15 | 18 | 33 | 90 | 195 | 521 | 521 |
| 20 | 16 | 18 | 34 | 90 | 196 | 521 | 521 |
| 21 | 16 | 20 | 35 | 91 | 197 | 522 | 522 |
| 22 | 17 | 20 | 37 | 91 | 197 | 522 | 522 |
| 23 | 17 | 21 | 38 | 92 | 198 | 523 | 523 |
| 24 | 19 | 21 | 39 | 92 | 198 | 523 | 523 |
| 25 | 19 | 22 | 40 | 92 | 198 | 523 | 523 |
| 26 | 20 | 24 | 41 | 92 | 198 | 523 | 523 |
| 27 | 20 | 24 | 42 | 92 | 198 | 523 | 523 |
| 28 | 21 | 25 | 45 | 92 | 198 | 523 | 523 |
| 29 | 21 | 25 | 46 | 92 | 198 | 523 | 523 |
| 30 | 23 | 26 | 47 | 92 | 198 | 524 | 524 |

Duration (in years)

Credit quality step 0

Credit 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

89

203

528

1 247

2

1

5

12

88

202

527

1 004

3

2

5

12

80

197

522

819

4

3

6

14

80

194

520

678

5

4

6

18

83

194

519

569

6

5

8

21

87

193

518

518

7

5

9

23

89

193

518

518

8

7

9

22

88

193

518

518

9

7

10

22

87

193

518

518

10

8

11

22

87

193

518

518

11

8

12

23

87

193

518

518

12

9

12

24

87

193

518

518

13

11

13

25

88

193

519

519

14

11

14

26

88

194

519

519

15

12

15

28

88

194

519

519

16

12

15

29

88

194

519

519

17

13

16

30

89

194

520

520

18

13

17

32

89

195

520

520

19

15

18

33

90

195

521

521

20

16

18

34

90

196

521

521

21

16

20

35

91

197

522

522

22

17

20

37

91

197

522

522

23

17

21

38

92

198

523

523

24

19

21

39

92

198

523

523

25

19

22

40

92

198

523

523

26

20

24

41

92

198

523

523

27

20

24

42

92

198

523

523

28

21

25

45

92

198

523

523

29

21

25

46

92

198

523

523

30

23

26

47

92

198

524

524

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 | 164 | 297 | 3 044 |
| 2 | 1 | 15 | 21 | 44 | 164 | 335 | 2 257 |
| 3 | 1 | 15 | 23 | 48 | 159 | 348 | 1 699 |
| 4 | 1 | 16 | 26 | 52 | 156 | 347 | 1 310 |
| 5 | 2 | 18 | 30 | 54 | 156 | 338 | 1 038 |
| 6 | 3 | 21 | 32 | 58 | 156 | 324 | 842 |
| 7 | 5 | 23 | 34 | 60 | 156 | 309 | 696 |
| 8 | 5 | 24 | 36 | 62 | 156 | 293 | 585 |
| 9 | 5 | 25 | 37 | 65 | 156 | 276 | 498 |
| 10 | 5 | 26 | 39 | 67 | 156 | 260 | 429 |
| 11 | 6 | 26 | 39 | 68 | 156 | 250 | 373 |
| 12 | 6 | 26 | 39 | 68 | 156 | 250 | 327 |
| 13 | 6 | 26 | 39 | 68 | 156 | 250 | 288 |
| 14 | 6 | 26 | 39 | 68 | 156 | 250 | 255 |
| 15 | 6 | 26 | 39 | 68 | 156 | 250 | 250 |
| 16 | 6 | 26 | 42 | 68 | 156 | 250 | 250 |
| 17 | 6 | 26 | 44 | 68 | 156 | 250 | 250 |
| 18 | 6 | 26 | 46 | 68 | 156 | 250 | 250 |
| 19 | 7 | 26 | 49 | 68 | 156 | 250 | 250 |
| 20 | 7 | 26 | 52 | 68 | 156 | 250 | 250 |
| 21 | 7 | 26 | 53 | 68 | 156 | 250 | 250 |
| 22 | 8 | 26 | 56 | 68 | 156 | 250 | 250 |
| 23 | 8 | 26 | 58 | 68 | 156 | 250 | 250 |
| 24 | 8 | 26 | 61 | 68 | 156 | 250 | 250 |
| 25 | 9 | 26 | 63 | 68 | 156 | 250 | 250 |
| 26 | 9 | 26 | 66 | 68 | 156 | 250 | 250 |
| 27 | 9 | 26 | 68 | 70 | 156 | 250 | 250 |
| 28 | 10 | 26 | 71 | 72 | 156 | 250 | 250 |
| 29 | 10 | 26 | 73 | 74 | 156 | 250 | 250 |
| 30 | 11 | 26 | 76 | 75 | 156 | 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

164

297

3 044

2

1

15

21

44

164

335

2 257

3

1

15

23

48

159

348

1 699

4

1

16

26

52

156

347

1 310

5

2

18

30

54

156

338

1 038

6

3

21

32

58

156

324

842

7

5

23

34

60

156

309

696

8

5

24

36

62

156

293

585

9

5

25

37

65

156

276

498

10

5

26

39

67

156

260

429

11

6

26

39

68

156

250

373

12

6

26

39

68

156

250

327

13

6

26

39

68

156

250

288

14

6

26

39

68

156

250

255

15

6

26

39

68

156

250

250

16

6

26

42

68

156

250

250

17

6

26

44

68

156

250

250

18

6

26

46

68

156

250

250

19

7

26

49

68

156

250

250

20

7

26

52

68

156

250

250

21

7

26

53

68

156

250

250

22

8

26

56

68

156

250

250

23

8

26

58

68

156

250

250

24

8

26

61

68

156

250

250

25

9

26

63

68

156

250

250

26

9

26

66

68

156

250

250

27

9

26

68

70

156

250

250

28

10

26

71

72

156

250

250

29

10

26

73

74

156

250

250

30

11

26

76

75

156

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 | 21 | 27 | 50 | 171 | 308 | 3 170 |
| 2 | 9 | 23 | 29 | 52 | 173 | 347 | 2 348 |
| 3 | 9 | 23 | 32 | 57 | 167 | 360 | 1 764 |
| 4 | 9 | 24 | 35 | 61 | 165 | 358 | 1 359 |
| 5 | 9 | 26 | 38 | 62 | 164 | 348 | 1 074 |
| 6 | 10 | 28 | 40 | 65 | 164 | 334 | 870 |
| 7 | 11 | 30 | 41 | 66 | 163 | 318 | 718 |
| 8 | 11 | 30 | 42 | 68 | 162 | 301 | 603 |
| 9 | 11 | 31 | 43 | 71 | 162 | 283 | 513 |
| 10 | 11 | 31 | 44 | 73 | 161 | 266 | 442 |
| 11 | 10 | 31 | 44 | 73 | 161 | 254 | 383 |
| 12 | 10 | 30 | 43 | 72 | 160 | 254 | 335 |
| 13 | 9 | 30 | 43 | 72 | 160 | 253 | 295 |
| 14 | 9 | 29 | 42 | 71 | 159 | 252 | 262 |
| 15 | 8 | 29 | 42 | 71 | 159 | 252 | 252 |
| 16 | 7 | 28 | 42 | 70 | 158 | 251 | 251 |
| 17 | 7 | 28 | 45 | 70 | 158 | 251 | 251 |
| 18 | 7 | 28 | 48 | 70 | 158 | 251 | 251 |
| 19 | 7 | 28 | 50 | 70 | 158 | 251 | 251 |
| 20 | 8 | 28 | 52 | 70 | 158 | 252 | 252 |
| 21 | 8 | 28 | 55 | 71 | 159 | 252 | 252 |
| 22 | 8 | 29 | 57 | 71 | 159 | 252 | 252 |
| 23 | 8 | 29 | 60 | 71 | 159 | 252 | 252 |
| 24 | 8 | 29 | 62 | 71 | 159 | 252 | 252 |
| 25 | 9 | 29 | 65 | 71 | 159 | 252 | 252 |
| 26 | 9 | 29 | 67 | 71 | 159 | 252 | 252 |
| 27 | 10 | 29 | 70 | 72 | 159 | 252 | 252 |
| 28 | 10 | 29 | 72 | 73 | 159 | 252 | 252 |
| 29 | 10 | 29 | 75 | 75 | 159 | 252 | 252 |
| 30 | 11 | 29 | 77 | 77 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

21

27

50

171

308

3 170

2

9

23

29

52

173

347

2 348

3

9

23

32

57

167

360

1 764

4

9

24

35

61

165

358

1 359

5

9

26

38

62

164

348

1 074

6

10

28

40

65

164

334

870

7

11

30

41

66

163

318

718

8

11

30

42

68

162

301

603

9

11

31

43

71

162

283

513

10

11

31

44

73

161

266

442

11

10

31

44

73

161

254

383

12

10

30

43

72

160

254

335

13

9

30

43

72

160

253

295

14

9

29

42

71

159

252

262

15

8

29

42

71

159

252

252

16

7

28

42

70

158

251

251

17

7

28

45

70

158

251

251

18

7

28

48

70

158

251

251

19

7

28

50

70

158

251

251

20

8

28

52

70

158

252

252

21

8

28

55

71

159

252

252

22

8

29

57

71

159

252

252

23

8

29

60

71

159

252

252

24

8

29

62

71

159

252

252

25

9

29

65

71

159

252

252

26

9

29

67

71

159

252

252

27

10

29

70

72

159

252

252

28

10

29

72

73

159

252

252

29

10

29

75

75

159

252

252

30

11

29

77

77

159

252

252

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 21 | 43 | 164 | 297 | 3 043 |
| 2 | 1 | 14 | 21 | 43 | 164 | 335 | 2 256 |
| 3 | 1 | 15 | 23 | 48 | 159 | 348 | 1 698 |
| 4 | 1 | 16 | 26 | 52 | 156 | 346 | 1 310 |
| 5 | 1 | 18 | 30 | 54 | 156 | 338 | 1 038 |
| 6 | 3 | 20 | 32 | 57 | 156 | 324 | 841 |
| 7 | 4 | 23 | 34 | 60 | 156 | 309 | 696 |
| 8 | 5 | 24 | 35 | 62 | 156 | 293 | 585 |
| 9 | 5 | 25 | 37 | 65 | 156 | 276 | 498 |
| 10 | 5 | 26 | 39 | 67 | 156 | 260 | 429 |
| 11 | 5 | 26 | 39 | 68 | 156 | 249 | 373 |
| 12 | 5 | 26 | 39 | 68 | 156 | 249 | 327 |
| 13 | 5 | 26 | 39 | 68 | 156 | 249 | 288 |
| 14 | 5 | 26 | 39 | 68 | 156 | 249 | 255 |
| 15 | 5 | 26 | 39 | 68 | 156 | 249 | 249 |
| 16 | 5 | 26 | 42 | 68 | 156 | 249 | 249 |
| 17 | 6 | 26 | 44 | 68 | 156 | 249 | 249 |
| 18 | 6 | 26 | 46 | 68 | 156 | 249 | 249 |
| 19 | 7 | 26 | 49 | 68 | 156 | 249 | 249 |
| 20 | 7 | 26 | 52 | 68 | 156 | 249 | 249 |
| 21 | 7 | 26 | 53 | 68 | 156 | 249 | 249 |
| 22 | 8 | 26 | 56 | 68 | 156 | 249 | 249 |
| 23 | 8 | 26 | 58 | 68 | 156 | 249 | 249 |
| 24 | 8 | 26 | 61 | 68 | 156 | 249 | 249 |
| 25 | 9 | 26 | 63 | 68 | 156 | 249 | 249 |
| 26 | 9 | 26 | 66 | 68 | 156 | 249 | 249 |
| 27 | 9 | 26 | 68 | 70 | 156 | 249 | 249 |
| 28 | 10 | 26 | 71 | 72 | 156 | 249 | 249 |
| 29 | 10 | 26 | 73 | 74 | 156 | 249 | 249 |
| 30 | 11 | 26 | 76 | 75 | 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

1

14

21

43

164

297

3 043

2

1

14

21

43

164

335

2 256

3

1

15

23

48

159

348

1 698

4

1

16

26

52

156

346

1 310

5

1

18

30

54

156

338

1 038

6

3

20

32

57

156

324

841

7

4

23

34

60

156

309

696

8

5

24

35

62

156

293

585

9

5

25

37

65

156

276

498

10

5

26

39

67

156

260

429

11

5

26

39

68

156

249

373

12

5

26

39

68

156

249

327

13

5

26

39

68

156

249

288

14

5

26

39

68

156

249

255

15

5

26

39

68

156

249

249

16

5

26

42

68

156

249

249

17

6

26

44

68

156

249

249

18

6

26

46

68

156

249

249

19

7

26

49

68

156

249

249

20

7

26

52

68

156

249

249

21

7

26

53

68

156

249

249

22

8

26

56

68

156

249

249

23

8

26

58

68

156

249

249

24

8

26

61

68

156

249

249

25

9

26

63

68

156

249

249

26

9

26

66

68

156

249

249

27

9

26

68

70

156

249

249

28

10

26

71

72

156

249

249

29

10

26

73

74

156

249

249

30

11

26

76

75

156

249

249

3.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 90 | 97 | 119 | 240 | 335 | 3 081 |
| 2 | 73 | 86 | 93 | 115 | 236 | 340 | 2 296 |
| 3 | 75 | 89 | 98 | 123 | 233 | 354 | 1 731 |
| 4 | 73 | 88 | 98 | 124 | 228 | 354 | 1 340 |
| 5 | 71 | 88 | 100 | 124 | 226 | 346 | 1 064 |
| 6 | 71 | 88 | 100 | 125 | 224 | 334 | 865 |
| 7 | 70 | 89 | 100 | 125 | 222 | 319 | 717 |
| 8 | 69 | 88 | 100 | 127 | 221 | 314 | 603 |
| 9 | 68 | 88 | 100 | 128 | 219 | 313 | 514 |
| 10 | 65 | 85 | 98 | 127 | 216 | 309 | 443 |
| 11 | 62 | 83 | 96 | 125 | 213 | 306 | 385 |
| 12 | 61 | 81 | 94 | 124 | 212 | 305 | 338 |
| 13 | 60 | 81 | 94 | 123 | 211 | 304 | 304 |
| 14 | 60 | 80 | 93 | 122 | 210 | 304 | 304 |
| 15 | 59 | 80 | 93 | 122 | 210 | 303 | 303 |
| 16 | 59 | 79 | 92 | 121 | 209 | 303 | 303 |
| 17 | 58 | 79 | 92 | 121 | 209 | 302 | 302 |
| 18 | 57 | 78 | 91 | 120 | 208 | 301 | 301 |
| 19 | 57 | 77 | 90 | 120 | 207 | 301 | 301 |
| 20 | 56 | 77 | 90 | 119 | 207 | 300 | 300 |
| 21 | 55 | 76 | 89 | 118 | 206 | 299 | 299 |
| 22 | 55 | 75 | 88 | 117 | 205 | 298 | 298 |
| 23 | 54 | 74 | 87 | 116 | 204 | 297 | 297 |
| 24 | 53 | 73 | 86 | 115 | 203 | 296 | 296 |
| 25 | 52 | 72 | 85 | 114 | 202 | 295 | 295 |
| 26 | 50 | 71 | 84 | 113 | 201 | 294 | 294 |
| 27 | 49 | 70 | 83 | 112 | 200 | 293 | 293 |
| 28 | 48 | 69 | 82 | 111 | 199 | 292 | 292 |
| 29 | 47 | 68 | 81 | 110 | 198 | 291 | 291 |
| 30 | 46 | 67 | 80 | 109 | 197 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

97

119

240

335

3 081

2

73

86

93

115

236

340

2 296

3

75

89

98

123

233

354

1 731

4

73

88

98

124

228

354

1 340

5

71

88

100

124

226

346

1 064

6

71

88

100

125

224

334

865

7

70

89

100

125

222

319

717

8

69

88

100

127

221

314

603

9

68

88

100

128

219

313

514

10

65

85

98

127

216

309

443

11

62

83

96

125

213

306

385

12

61

81

94

124

212

305

338

13

60

81

94

123

211

304

304

14

60

80

93

122

210

304

304

15

59

80

93

122

210

303

303

16

59

79

92

121

209

303

303

17

58

79

92

121

209

302

302

18

57

78

91

120

208

301

301

19

57

77

90

120

207

301

301

20

56

77

90

119

207

300

300

21

55

76

89

118

206

299

299

22

55

75

88

117

205

298

298

23

54

74

87

116

204

297

297

24

53

73

86

115

203

296

296

25

52

72

85

114

202

295

295

26

50

71

84

113

201

294

294

27

49

70

83

112

200

293

293

28

48

69

82

111

199

292

292

29

47

68

81

110

198

291

291

30

46

67

80

109

197

290

290

3.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 18 | 25 | 47 | 168 | 298 | 3 058 |
| 2 | 7 | 20 | 27 | 49 | 170 | 336 | 2 268 |
| 3 | 7 | 21 | 30 | 55 | 165 | 349 | 1 707 |
| 4 | 8 | 23 | 33 | 59 | 163 | 348 | 1 317 |
| 5 | 9 | 25 | 37 | 61 | 164 | 339 | 1 043 |
| 6 | 10 | 28 | 39 | 65 | 163 | 326 | 846 |
| 7 | 11 | 30 | 41 | 67 | 163 | 311 | 700 |
| 8 | 11 | 31 | 42 | 69 | 163 | 294 | 588 |
| 9 | 11 | 31 | 43 | 71 | 162 | 278 | 501 |
| 10 | 11 | 31 | 44 | 73 | 162 | 261 | 432 |
| 11 | 11 | 31 | 44 | 73 | 161 | 255 | 375 |
| 12 | 10 | 31 | 44 | 73 | 161 | 254 | 329 |
| 13 | 10 | 31 | 44 | 73 | 161 | 254 | 290 |
| 14 | 10 | 30 | 43 | 73 | 161 | 254 | 258 |
| 15 | 10 | 30 | 43 | 73 | 161 | 254 | 254 |
| 16 | 9 | 30 | 43 | 72 | 160 | 253 | 253 |
| 17 | 9 | 30 | 45 | 72 | 160 | 253 | 253 |
| 18 | 9 | 30 | 48 | 72 | 160 | 253 | 253 |
| 19 | 9 | 30 | 49 | 72 | 160 | 253 | 253 |
| 20 | 10 | 30 | 52 | 73 | 161 | 254 | 254 |
| 21 | 10 | 31 | 55 | 73 | 161 | 254 | 254 |
| 22 | 10 | 31 | 57 | 73 | 161 | 254 | 254 |
| 23 | 11 | 31 | 60 | 73 | 161 | 255 | 255 |
| 24 | 11 | 31 | 62 | 74 | 161 | 255 | 255 |
| 25 | 11 | 31 | 65 | 74 | 161 | 255 | 255 |
| 26 | 11 | 31 | 67 | 74 | 161 | 255 | 255 |
| 27 | 11 | 31 | 70 | 73 | 161 | 255 | 255 |
| 28 | 11 | 31 | 72 | 74 | 161 | 255 | 255 |
| 29 | 11 | 31 | 75 | 75 | 161 | 254 | 254 |
| 30 | 11 | 31 | 77 | 77 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

18

25

47

168

298

3 058

2

7

20

27

49

170

336

2 268

3

7

21

30

55

165

349

1 707

4

8

23

33

59

163

348

1 317

5

9

25

37

61

164

339

1 043

6

10

28

39

65

163

326

846

7

11

30

41

67

163

311

700

8

11

31

42

69

163

294

588

9

11

31

43

71

162

278

501

10

11

31

44

73

162

261

432

11

11

31

44

73

161

255

375

12

10

31

44

73

161

254

329

13

10

31

44

73

161

254

290

14

10

30

43

73

161

254

258

15

10

30

43

73

161

254

254

16

9

30

43

72

160

253

253

17

9

30

45

72

160

253

253

18

9

30

48

72

160

253

253

19

9

30

49

72

160

253

253

20

10

30

52

73

161

254

254

21

10

31

55

73

161

254

254

22

10

31

57

73

161

254

254

23

11

31

60

73

161

255

255

24

11

31

62

74

161

255

255

25

11

31

65

74

161

255

255

26

11

31

67

74

161

255

255

27

11

31

70

73

161

255

255

28

11

31

72

74

161

255

255

29

11

31

75

75

161

254

254

30

11

31

77

77

161

254

254

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 59 | 65 | 88 | 208 | 304 | 3 065 |
| 2 | 49 | 62 | 69 | 91 | 212 | 337 | 2 276 |
| 3 | 53 | 67 | 76 | 101 | 211 | 350 | 1 713 |
| 4 | 55 | 70 | 81 | 107 | 211 | 349 | 1 321 |
| 5 | 57 | 73 | 85 | 110 | 212 | 341 | 1 048 |
| 6 | 58 | 76 | 88 | 113 | 212 | 328 | 851 |
| 7 | 59 | 78 | 89 | 114 | 211 | 313 | 705 |
| 8 | 58 | 78 | 89 | 116 | 210 | 303 | 593 |
| 9 | 57 | 77 | 89 | 118 | 209 | 302 | 506 |
| 10 | 56 | 77 | 89 | 118 | 207 | 300 | 436 |
| 11 | 55 | 75 | 88 | 117 | 206 | 299 | 379 |
| 12 | 53 | 74 | 87 | 116 | 204 | 297 | 332 |
| 13 | 52 | 72 | 85 | 115 | 203 | 296 | 296 |
| 14 | 51 | 71 | 84 | 113 | 201 | 294 | 294 |
| 15 | 49 | 70 | 83 | 112 | 200 | 293 | 293 |
| 16 | 48 | 69 | 82 | 111 | 199 | 292 | 292 |
| 17 | 48 | 68 | 81 | 110 | 198 | 291 | 291 |
| 18 | 47 | 67 | 80 | 110 | 197 | 291 | 291 |
| 19 | 46 | 67 | 80 | 109 | 197 | 290 | 290 |
| 20 | 45 | 66 | 79 | 108 | 196 | 289 | 289 |
| 21 | 45 | 65 | 78 | 108 | 196 | 289 | 289 |
| 22 | 44 | 65 | 78 | 107 | 195 | 288 | 288 |
| 23 | 43 | 64 | 77 | 106 | 194 | 287 | 287 |
| 24 | 42 | 63 | 76 | 105 | 193 | 286 | 286 |
| 25 | 42 | 62 | 75 | 104 | 192 | 285 | 285 |
| 26 | 41 | 61 | 74 | 104 | 191 | 285 | 285 |
| 27 | 40 | 60 | 73 | 103 | 191 | 284 | 284 |
| 28 | 39 | 60 | 72 | 102 | 190 | 283 | 283 |
| 29 | 38 | 59 | 75 | 101 | 189 | 282 | 282 |
| 30 | 37 | 58 | 77 | 100 | 188 | 281 | 281 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

59

65

88

208

304

3 065

2

49

62

69

91

212

337

2 276

3

53

67

76

101

211

350

1 713

4

55

70

81

107

211

349

1 321

5

57

73

85

110

212

341

1 048

6

58

76

88

113

212

328

851

7

59

78

89

114

211

313

705

8

58

78

89

116

210

303

593

9

57

77

89

118

209

302

506

10

56

77

89

118

207

300

436

11

55

75

88

117

206

299

379

12

53

74

87

116

204

297

332

13

52

72

85

115

203

296

296

14

51

71

84

113

201

294

294

15

49

70

83

112

200

293

293

16

48

69

82

111

199

292

292

17

48

68

81

110

198

291

291

18

47

67

80

110

197

291

291

19

46

67

80

109

197

290

290

20

45

66

79

108

196

289

289

21

45

65

78

108

196

289

289

22

44

65

78

107

195

288

288

23

43

64

77

106

194

287

287

24

42

63

76

105

193

286

286

25

42

62

75

104

192

285

285

26

41

61

74

104

191

285

285

27

40

60

73

103

191

284

284

28

39

60

72

102

190

283

283

29

38

59

75

101

189

282

282

30

37

58

77

100

188

281

281

3.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 20 | 43 | 164 | 297 | 3 041 |
| 2 | 0 | 14 | 20 | 43 | 164 | 334 | 2 255 |
| 3 | 1 | 14 | 23 | 48 | 158 | 347 | 1 697 |
| 4 | 1 | 15 | 26 | 51 | 155 | 346 | 1 309 |
| 5 | 1 | 17 | 29 | 53 | 155 | 337 | 1 037 |
| 6 | 2 | 20 | 31 | 57 | 155 | 324 | 841 |
| 7 | 4 | 22 | 33 | 59 | 155 | 309 | 695 |
| 8 | 4 | 23 | 35 | 61 | 155 | 292 | 585 |
| 9 | 4 | 24 | 36 | 64 | 155 | 276 | 498 |
| 10 | 5 | 25 | 38 | 67 | 155 | 259 | 429 |
| 11 | 5 | 25 | 38 | 67 | 155 | 249 | 373 |
| 12 | 5 | 25 | 38 | 68 | 155 | 249 | 326 |
| 13 | 5 | 25 | 38 | 68 | 155 | 249 | 288 |
| 14 | 5 | 25 | 38 | 68 | 155 | 249 | 255 |
| 15 | 5 | 25 | 39 | 68 | 155 | 249 | 249 |
| 16 | 5 | 25 | 42 | 68 | 155 | 249 | 249 |
| 17 | 6 | 25 | 44 | 68 | 155 | 249 | 249 |
| 18 | 6 | 25 | 46 | 68 | 155 | 249 | 249 |
| 19 | 7 | 25 | 49 | 68 | 155 | 249 | 249 |
| 20 | 7 | 25 | 52 | 68 | 155 | 249 | 249 |
| 21 | 7 | 25 | 53 | 68 | 155 | 249 | 249 |
| 22 | 8 | 25 | 56 | 68 | 155 | 249 | 249 |
| 23 | 8 | 25 | 58 | 68 | 155 | 249 | 249 |
| 24 | 8 | 25 | 61 | 68 | 155 | 249 | 249 |
| 25 | 9 | 25 | 63 | 68 | 156 | 249 | 249 |
| 26 | 9 | 25 | 66 | 68 | 156 | 249 | 249 |
| 27 | 9 | 25 | 68 | 70 | 156 | 249 | 249 |
| 28 | 10 | 25 | 71 | 72 | 156 | 249 | 249 |
| 29 | 10 | 25 | 73 | 74 | 156 | 249 | 249 |
| 30 | 11 | 25 | 76 | 75 | 156 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

20

43

164

297

3 041

2

0

14

20

43

164

334

2 255

3

1

14

23

48

158

347

1 697

4

1

15

26

51

155

346

1 309

5

1

17

29

53

155

337

1 037

6

2

20

31

57

155

324

841

7

4

22

33

59

155

309

695

8

4

23

35

61

155

292

585

9

4

24

36

64

155

276

498

10

5

25

38

67

155

259

429

11

5

25

38

67

155

249

373

12

5

25

38

68

155

249

326

13

5

25

38

68

155

249

288

14

5

25

38

68

155

249

255

15

5

25

39

68

155

249

249

16

5

25

42

68

155

249

249

17

6

25

44

68

155

249

249

18

6

25

46

68

155

249

249

19

7

25

49

68

155

249

249

20

7

25

52

68

155

249

249

21

7

25

53

68

155

249

249

22

8

25

56

68

155

249

249

23

8

25

58

68

155

249

249

24

8

25

61

68

155

249

249

25

9

25

63

68

156

249

249

26

9

25

66

68

156

249

249

27

9

25

68

70

156

249

249

28

10

25

71

72

156

249

249

29

10

25

73

74

156

249

249

30

11

25

76

75

156

249

249

3.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 22 | 45 | 183 | 303 | 3 105 |
| 2 | 0 | 11 | 22 | 45 | 183 | 341 | 2 303 |
| 3 | 1 | 11 | 24 | 50 | 177 | 354 | 1 733 |
| 4 | 1 | 13 | 26 | 56 | 174 | 353 | 1 337 |
| 5 | 1 | 16 | 28 | 59 | 172 | 344 | 1 058 |
| 6 | 2 | 18 | 33 | 60 | 171 | 330 | 857 |
| 7 | 2 | 21 | 36 | 60 | 170 | 314 | 709 |
| 8 | 4 | 24 | 37 | 60 | 169 | 297 | 595 |
| 9 | 7 | 31 | 42 | 59 | 168 | 280 | 507 |
| 10 | 10 | 34 | 42 | 57 | 167 | 264 | 436 |
| 11 | 9 | 33 | 41 | 56 | 166 | 260 | 379 |
| 12 | 7 | 32 | 41 | 56 | 165 | 259 | 332 |
| 13 | 6 | 31 | 41 | 56 | 165 | 258 | 292 |
| 14 | 6 | 31 | 42 | 57 | 164 | 257 | 259 |
| 15 | 6 | 31 | 42 | 57 | 163 | 256 | 256 |
| 16 | 6 | 31 | 42 | 57 | 162 | 255 | 255 |
| 17 | 6 | 31 | 45 | 57 | 161 | 254 | 254 |
| 18 | 6 | 31 | 47 | 57 | 160 | 253 | 253 |
| 19 | 7 | 31 | 49 | 57 | 160 | 253 | 253 |
| 20 | 7 | 31 | 52 | 57 | 161 | 254 | 254 |
| 21 | 7 | 31 | 54 | 59 | 161 | 254 | 254 |
| 22 | 8 | 31 | 57 | 61 | 161 | 254 | 254 |
| 23 | 8 | 31 | 59 | 63 | 160 | 253 | 253 |
| 24 | 8 | 31 | 61 | 64 | 160 | 253 | 253 |
| 25 | 9 | 31 | 64 | 66 | 159 | 252 | 252 |
| 26 | 9 | 31 | 66 | 68 | 159 | 252 | 252 |
| 27 | 9 | 31 | 68 | 70 | 158 | 251 | 251 |
| 28 | 10 | 31 | 71 | 72 | 158 | 251 | 251 |
| 29 | 10 | 31 | 73 | 75 | 157 | 251 | 251 |
| 30 | 11 | 31 | 76 | 77 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

45

183

303

3 105

2

0

11

22

45

183

341

2 303

3

1

11

24

50

177

354

1 733

4

1

13

26

56

174

353

1 337

5

1

16

28

59

172

344

1 058

6

2

18

33

60

171

330

857

7

2

21

36

60

170

314

709

8

4

24

37

60

169

297

595

9

7

31

42

59

168

280

507

10

10

34

42

57

167

264

436

11

9

33

41

56

166

260

379

12

7

32

41

56

165

259

332

13

6

31

41

56

165

258

292

14

6

31

42

57

164

257

259

15

6

31

42

57

163

256

256

16

6

31

42

57

162

255

255

17

6

31

45

57

161

254

254

18

6

31

47

57

160

253

253

19

7

31

49

57

160

253

253

20

7

31

52

57

161

254

254

21

7

31

54

59

161

254

254

22

8

31

57

61

161

254

254

23

8

31

59

63

160

253

253

24

8

31

61

64

160

253

253

25

9

31

64

66

159

252

252

26

9

31

66

68

159

252

252

27

9

31

68

70

158

251

251

28

10

31

71

72

158

251

251

29

10

31

73

75

157

251

251

30

11

31

76

77

157

250

250

3.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 95 | 101 | 124 | 245 | 340 | 3 224 |
| 2 | 79 | 93 | 99 | 122 | 242 | 355 | 2 404 |
| 3 | 77 | 91 | 100 | 125 | 235 | 370 | 1 816 |
| 4 | 75 | 90 | 100 | 126 | 230 | 370 | 1 403 |
| 5 | 73 | 89 | 101 | 125 | 227 | 361 | 1 112 |
| 6 | 72 | 90 | 101 | 127 | 225 | 347 | 902 |
| 7 | 71 | 90 | 101 | 126 | 223 | 331 | 746 |
| 8 | 69 | 88 | 99 | 126 | 220 | 313 | 627 |
| 9 | 67 | 87 | 99 | 127 | 218 | 311 | 534 |
| 10 | 65 | 86 | 99 | 127 | 216 | 309 | 460 |
| 11 | 64 | 84 | 97 | 126 | 215 | 308 | 400 |
| 12 | 62 | 83 | 96 | 125 | 213 | 306 | 350 |
| 13 | 61 | 81 | 94 | 123 | 211 | 304 | 308 |
| 14 | 59 | 80 | 93 | 122 | 210 | 303 | 303 |
| 15 | 58 | 78 | 91 | 121 | 208 | 302 | 302 |
| 16 | 56 | 77 | 90 | 119 | 207 | 300 | 300 |
| 17 | 55 | 76 | 89 | 118 | 206 | 299 | 299 |
| 18 | 54 | 75 | 88 | 117 | 205 | 298 | 298 |
| 19 | 54 | 74 | 87 | 116 | 204 | 297 | 297 |
| 20 | 53 | 73 | 86 | 116 | 203 | 297 | 297 |
| 21 | 52 | 72 | 85 | 115 | 202 | 296 | 296 |
| 22 | 51 | 71 | 84 | 114 | 202 | 295 | 295 |
| 23 | 50 | 70 | 83 | 113 | 201 | 294 | 294 |
| 24 | 49 | 69 | 82 | 112 | 199 | 293 | 293 |
| 25 | 48 | 68 | 81 | 111 | 198 | 292 | 292 |
| 26 | 47 | 67 | 80 | 110 | 197 | 291 | 291 |
| 27 | 46 | 66 | 79 | 109 | 196 | 290 | 290 |
| 28 | 45 | 65 | 78 | 108 | 195 | 289 | 289 |
| 29 | 44 | 64 | 77 | 107 | 194 | 288 | 288 |
| 30 | 43 | 63 | 80 | 106 | 193 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

95

101

124

245

340

3 224

2

79

93

99

122

242

355

2 404

3

77

91

100

125

235

370

1 816

4

75

90

100

126

230

370

1 403

5

73

89

101

125

227

361

1 112

6

72

90

101

127

225

347

902

7

71

90

101

126

223

331

746

8

69

88

99

126

220

313

627

9

67

87

99

127

218

311

534

10

65

86

99

127

216

309

460

11

64

84

97

126

215

308

400

12

62

83

96

125

213

306

350

13

61

81

94

123

211

304

308

14

59

80

93

122

210

303

303

15

58

78

91

121

208

302

302

16

56

77

90

119

207

300

300

17

55

76

89

118

206

299

299

18

54

75

88

117

205

298

298

19

54

74

87

116

204

297

297

20

53

73

86

116

203

297

297

21

52

72

85

115

202

296

296

22

51

71

84

114

202

295

295

23

50

70

83

113

201

294

294

24

49

69

82

112

199

293

293

25

48

68

81

111

198

292

292

26

47

67

80

110

197

291

291

27

46

66

79

109

196

290

290

28

45

65

78

108

195

289

289

29

44

64

77

107

194

288

288

30

43

63

80

106

193

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 | 54 | 68 | 74 | 97 | 218 | 313 | 3 132 |
| 2 | 53 | 67 | 73 | 95 | 216 | 345 | 2 330 |
| 3 | 52 | 66 | 74 | 99 | 210 | 359 | 1 757 |
| 4 | 50 | 66 | 76 | 102 | 206 | 358 | 1 357 |
| 5 | 49 | 66 | 78 | 102 | 204 | 349 | 1 075 |
| 6 | 49 | 67 | 78 | 104 | 202 | 336 | 872 |
| 7 | 49 | 68 | 79 | 104 | 201 | 320 | 721 |
| 8 | 48 | 67 | 78 | 105 | 199 | 303 | 606 |
| 9 | 46 | 66 | 78 | 107 | 198 | 291 | 516 |
| 10 | 45 | 66 | 79 | 107 | 196 | 290 | 444 |
| 11 | 45 | 65 | 78 | 107 | 195 | 289 | 386 |
| 12 | 44 | 64 | 77 | 107 | 194 | 288 | 338 |
| 13 | 43 | 64 | 76 | 106 | 194 | 287 | 298 |
| 14 | 42 | 63 | 76 | 105 | 193 | 286 | 286 |
| 15 | 42 | 62 | 75 | 105 | 192 | 286 | 286 |
| 16 | 41 | 61 | 74 | 103 | 191 | 285 | 285 |
| 17 | 40 | 61 | 74 | 103 | 191 | 284 | 284 |
| 18 | 39 | 60 | 73 | 102 | 190 | 283 | 283 |
| 19 | 39 | 59 | 72 | 102 | 190 | 283 | 283 |
| 20 | 39 | 59 | 72 | 102 | 189 | 283 | 283 |
| 21 | 38 | 59 | 72 | 101 | 189 | 282 | 282 |
| 22 | 38 | 58 | 71 | 101 | 189 | 282 | 282 |
| 23 | 37 | 58 | 71 | 100 | 188 | 281 | 281 |
| 24 | 37 | 57 | 70 | 100 | 188 | 281 | 281 |
| 25 | 36 | 57 | 70 | 99 | 187 | 280 | 280 |
| 26 | 36 | 56 | 69 | 98 | 186 | 279 | 279 |
| 27 | 35 | 55 | 70 | 98 | 185 | 279 | 279 |
| 28 | 34 | 55 | 72 | 97 | 185 | 278 | 278 |
| 29 | 33 | 54 | 76 | 96 | 184 | 277 | 277 |
| 30 | 33 | 53 | 78 | 96 | 183 | 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

54

68

74

97

218

313

3 132

2

53

67

73

95

216

345

2 330

3

52

66

74

99

210

359

1 757

4

50

66

76

102

206

358

1 357

5

49

66

78

102

204

349

1 075

6

49

67

78

104

202

336

872

7

49

68

79

104

201

320

721

8

48

67

78

105

199

303

606

9

46

66

78

107

198

291

516

10

45

66

79

107

196

290

444

11

45

65

78

107

195

289

386

12

44

64

77

107

194

288

338

13

43

64

76

106

194

287

298

14

42

63

76

105

193

286

286

15

42

62

75

105

192

286

286

16

41

61

74

103

191

285

285

17

40

61

74

103

191

284

284

18

39

60

73

102

190

283

283

19

39

59

72

102

190

283

283

20

39

59

72

102

189

283

283

21

38

59

72

101

189

282

282

22

38

58

71

101

189

282

282

23

37

58

71

100

188

281

281

24

37

57

70

100

188

281

281

25

36

57

70

99

187

280

280

26

36

56

69

98

186

279

279

27

35

55

70

98

185

279

279

28

34

55

72

97

185

278

278

29

33

54

76

96

184

277

277

30

33

53

78

96

183

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 | 68 | 189 | 307 | 3 149 |
| 2 | 27 | 40 | 47 | 69 | 190 | 346 | 2 339 |
| 3 | 25 | 40 | 48 | 73 | 183 | 359 | 1 760 |
| 4 | 24 | 40 | 50 | 76 | 180 | 358 | 1 357 |
| 5 | 24 | 41 | 53 | 77 | 179 | 348 | 1 074 |
| 6 | 25 | 43 | 54 | 80 | 178 | 334 | 870 |
| 7 | 26 | 44 | 55 | 81 | 177 | 318 | 719 |
| 8 | 25 | 44 | 56 | 83 | 177 | 301 | 604 |
| 9 | 25 | 45 | 57 | 85 | 176 | 284 | 514 |
| 10 | 24 | 45 | 57 | 86 | 175 | 268 | 442 |
| 11 | 24 | 44 | 57 | 86 | 174 | 268 | 384 |
| 12 | 23 | 43 | 56 | 86 | 174 | 267 | 336 |
| 13 | 22 | 43 | 56 | 85 | 173 | 266 | 296 |
| 14 | 21 | 42 | 55 | 84 | 172 | 265 | 265 |
| 15 | 21 | 41 | 54 | 84 | 171 | 265 | 265 |
| 16 | 20 | 40 | 53 | 83 | 171 | 264 | 264 |
| 17 | 19 | 40 | 53 | 82 | 170 | 263 | 263 |
| 18 | 19 | 39 | 52 | 82 | 170 | 263 | 263 |
| 19 | 19 | 39 | 52 | 82 | 169 | 263 | 263 |
| 20 | 19 | 39 | 53 | 82 | 169 | 263 | 263 |
| 21 | 19 | 39 | 55 | 82 | 170 | 263 | 263 |
| 22 | 19 | 39 | 57 | 82 | 169 | 263 | 263 |
| 23 | 19 | 39 | 60 | 81 | 169 | 263 | 263 |
| 24 | 18 | 39 | 62 | 81 | 169 | 262 | 262 |
| 25 | 18 | 39 | 65 | 81 | 169 | 262 | 262 |
| 26 | 18 | 38 | 67 | 81 | 169 | 262 | 262 |
| 27 | 18 | 38 | 70 | 81 | 168 | 262 | 262 |
| 28 | 17 | 38 | 72 | 80 | 168 | 261 | 261 |
| 29 | 17 | 38 | 75 | 80 | 168 | 261 | 261 |
| 30 | 17 | 37 | 77 | 80 | 168 | 261 | 261 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

46

68

189

307

3 149

2

27

40

47

69

190

346

2 339

3

25

40

48

73

183

359

1 760

4

24

40

50

76

180

358

1 357

5

24

41

53

77

179

348

1 074

6

25

43

54

80

178

334

870

7

26

44

55

81

177

318

719

8

25

44

56

83

177

301

604

9

25

45

57

85

176

284

514

10

24

45

57

86

175

268

442

11

24

44

57

86

174

268

384

12

23

43

56

86

174

267

336

13

22

43

56

85

173

266

296

14

21

42

55

84

172

265

265

15

21

41

54

84

171

265

265

16

20

40

53

83

171

264

264

17

19

40

53

82

170

263

263

18

19

39

52

82

170

263

263

19

19

39

52

82

169

263

263

20

19

39

53

82

169

263

263

21

19

39

55

82

170

263

263

22

19

39

57

82

169

263

263

23

19

39

60

81

169

263

263

24

18

39

62

81

169

262

262

25

18

39

65

81

169

262

262

26

18

38

67

81

169

262

262

27

18

38

70

81

168

262

262

28

17

38

72

80

168

261

261

29

17

38

75

80

168

261

261

30

17

37

77

80

168

261

261

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 145 | 295 | 3 023 |
| 2 | 0 | 1 | 6 | 25 | 146 | 333 | 2 241 |
| 3 | 1 | 1 | 9 | 30 | 140 | 345 | 1 687 |
| 4 | 1 | 3 | 11 | 34 | 138 | 344 | 1 302 |
| 5 | 1 | 4 | 14 | 36 | 138 | 336 | 1 031 |
| 6 | 2 | 4 | 16 | 39 | 138 | 322 | 836 |
| 7 | 2 | 6 | 19 | 41 | 138 | 307 | 691 |
| 8 | 2 | 6 | 22 | 44 | 138 | 291 | 581 |
| 9 | 2 | 7 | 25 | 47 | 138 | 274 | 495 |
| 10 | 4 | 8 | 27 | 49 | 138 | 258 | 426 |
| 11 | 4 | 9 | 29 | 51 | 139 | 242 | 371 |
| 12 | 4 | 10 | 32 | 49 | 137 | 230 | 325 |
| 13 | 4 | 10 | 35 | 50 | 138 | 232 | 286 |
| 14 | 4 | 11 | 36 | 50 | 138 | 231 | 254 |
| 15 | 5 | 12 | 39 | 49 | 137 | 230 | 230 |
| 16 | 5 | 12 | 42 | 48 | 136 | 229 | 229 |
| 17 | 6 | 14 | 44 | 49 | 136 | 229 | 229 |
| 18 | 6 | 15 | 46 | 52 | 136 | 229 | 229 |
| 19 | 7 | 15 | 49 | 53 | 136 | 230 | 230 |
| 20 | 7 | 17 | 51 | 56 | 137 | 230 | 230 |
| 21 | 7 | 17 | 53 | 58 | 137 | 230 | 230 |
| 22 | 8 | 18 | 56 | 59 | 137 | 231 | 231 |
| 23 | 8 | 18 | 58 | 62 | 137 | 231 | 231 |
| 24 | 8 | 20 | 61 | 64 | 137 | 230 | 230 |
| 25 | 9 | 20 | 62 | 66 | 137 | 230 | 230 |
| 26 | 9 | 21 | 65 | 68 | 137 | 230 | 230 |
| 27 | 9 | 22 | 67 | 70 | 137 | 230 | 230 |
| 28 | 10 | 23 | 70 | 71 | 137 | 230 | 230 |
| 29 | 10 | 23 | 72 | 73 | 137 | 230 | 230 |
| 30 | 10 | 25 | 75 | 75 | 137 | 230 | 230 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

145

295

3 023

2

0

1

6

25

146

333

2 241

3

1

1

9

30

140

345

1 687

4

1

3

11

34

138

344

1 302

5

1

4

14

36

138

336

1 031

6

2

4

16

39

138

322

836

7

2

6

19

41

138

307

691

8

2

6

22

44

138

291

581

9

2

7

25

47

138

274

495

10

4

8

27

49

138

258

426

11

4

9

29

51

139

242

371

12

4

10

32

49

137

230

325

13

4

10

35

50

138

232

286

14

4

11

36

50

138

231

254

15

5

12

39

49

137

230

230

16

5

12

42

48

136

229

229

17

6

14

44

49

136

229

229

18

6

15

46

52

136

229

229

19

7

15

49

53

136

230

230

20

7

17

51

56

137

230

230

21

7

17

53

58

137

230

230

22

8

18

56

59

137

231

231

23

8

18

58

62

137

231

231

24

8

20

61

64

137

230

230

25

9

20

62

66

137

230

230

26

9

21

65

68

137

230

230

27

9

22

67

70

137

230

230

28

10

23

70

71

137

230

230

29

10

23

72

73

137

230

230

30

10

25

75

75

137

230

230

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 56 | 62 | 85 | 206 | 303 | 3 110 |
| 2 | 42 | 56 | 62 | 85 | 206 | 341 | 2 306 |
| 3 | 41 | 56 | 64 | 89 | 199 | 354 | 1 735 |
| 4 | 40 | 56 | 66 | 92 | 196 | 353 | 1 339 |
| 5 | 40 | 57 | 69 | 93 | 195 | 344 | 1 060 |
| 6 | 41 | 58 | 70 | 95 | 194 | 331 | 859 |
| 7 | 41 | 60 | 71 | 96 | 193 | 315 | 711 |
| 8 | 40 | 59 | 71 | 98 | 192 | 298 | 597 |
| 9 | 39 | 59 | 71 | 100 | 191 | 284 | 509 |
| 10 | 39 | 59 | 72 | 101 | 190 | 283 | 438 |
| 11 | 38 | 59 | 72 | 101 | 189 | 282 | 381 |
| 12 | 37 | 58 | 71 | 100 | 188 | 281 | 333 |
| 13 | 37 | 57 | 70 | 99 | 187 | 281 | 294 |
| 14 | 36 | 56 | 69 | 99 | 187 | 280 | 280 |
| 15 | 35 | 56 | 69 | 98 | 186 | 279 | 279 |
| 16 | 34 | 55 | 68 | 97 | 185 | 278 | 278 |
| 17 | 34 | 54 | 67 | 97 | 185 | 278 | 278 |
| 18 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 19 | 33 | 53 | 66 | 96 | 184 | 277 | 277 |
| 20 | 33 | 53 | 66 | 96 | 183 | 277 | 277 |
| 21 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 22 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 23 | 32 | 52 | 65 | 94 | 182 | 275 | 275 |
| 24 | 31 | 52 | 64 | 94 | 182 | 275 | 275 |
| 25 | 30 | 51 | 65 | 93 | 181 | 274 | 274 |
| 26 | 30 | 50 | 67 | 93 | 180 | 274 | 274 |
| 27 | 29 | 50 | 70 | 92 | 180 | 273 | 273 |
| 28 | 28 | 49 | 72 | 91 | 179 | 272 | 272 |
| 29 | 28 | 48 | 74 | 91 | 178 | 272 | 272 |
| 30 | 27 | 48 | 77 | 90 | 178 | 271 | 271 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

56

62

85

206

303

3 110

2

42

56

62

85

206

341

2 306

3

41

56

64

89

199

354

1 735

4

40

56

66

92

196

353

1 339

5

40

57

69

93

195

344

1 060

6

41

58

70

95

194

331

859

7

41

60

71

96

193

315

711

8

40

59

71

98

192

298

597

9

39

59

71

100

191

284

509

10

39

59

72

101

190

283

438

11

38

59

72

101

189

282

381

12

37

58

71

100

188

281

333

13

37

57

70

99

187

281

294

14

36

56

69

99

187

280

280

15

35

56

69

98

186

279

279

16

34

55

68

97

185

278

278

17

34

54

67

97

185

278

278

18

33

54

67

96

184

277

277

19

33

53

66

96

184

277

277

20

33

53

66

96

183

277

277

21

32

53

66

95

183

276

276

22

32

53

66

95

183

276

276

23

32

52

65

94

182

275

275

24

31

52

64

94

182

275

275

25

30

51

65

93

181

274

274

26

30

50

67

93

180

274

274

27

29

50

70

92

180

273

273

28

28

49

72

91

179

272

272

29

28

48

74

91

178

272

272

30

27

48

77

90

178

271

271

3.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 25 | 31 | 54 | 175 | 306 | 3 138 |
| 2 | 15 | 29 | 35 | 58 | 179 | 344 | 2 329 |
| 3 | 18 | 32 | 41 | 66 | 176 | 358 | 1 754 |
| 4 | 20 | 36 | 46 | 72 | 176 | 357 | 1 353 |
| 5 | 23 | 39 | 51 | 75 | 177 | 348 | 1 071 |
| 6 | 22 | 39 | 51 | 76 | 175 | 334 | 868 |
| 7 | 27 | 46 | 57 | 82 | 179 | 318 | 718 |
| 8 | 26 | 45 | 57 | 83 | 178 | 301 | 603 |
| 9 | 27 | 47 | 59 | 87 | 178 | 284 | 513 |
| 10 | 29 | 49 | 62 | 91 | 180 | 273 | 442 |
| 11 | 30 | 51 | 63 | 93 | 181 | 274 | 384 |
| 12 | 31 | 51 | 64 | 93 | 181 | 275 | 336 |
| 13 | 31 | 52 | 65 | 94 | 182 | 275 | 296 |
| 14 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 15 | 31 | 52 | 65 | 94 | 182 | 275 | 275 |
| 16 | 31 | 51 | 64 | 94 | 182 | 275 | 275 |
| 17 | 31 | 51 | 64 | 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 | 180 | 274 | 274 |
| 22 | 30 | 50 | 63 | 92 | 180 | 273 | 273 |
| 23 | 29 | 50 | 63 | 92 | 180 | 273 | 273 |
| 24 | 29 | 49 | 62 | 92 | 179 | 273 | 273 |
| 25 | 28 | 49 | 65 | 91 | 179 | 272 | 272 |
| 26 | 28 | 48 | 67 | 91 | 179 | 272 | 272 |
| 27 | 27 | 48 | 70 | 90 | 178 | 271 | 271 |
| 28 | 27 | 47 | 72 | 90 | 178 | 271 | 271 |
| 29 | 26 | 47 | 75 | 89 | 177 | 270 | 270 |
| 30 | 26 | 46 | 77 | 89 | 176 | 270 | 270 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

25

31

54

175

306

3 138

2

15

29

35

58

179

344

2 329

3

18

32

41

66

176

358

1 754

4

20

36

46

72

176

357

1 353

5

23

39

51

75

177

348

1 071

6

22

39

51

76

175

334

868

7

27

46

57

82

179

318

718

8

26

45

57

83

178

301

603

9

27

47

59

87

178

284

513

10

29

49

62

91

180

273

442

11

30

51

63

93

181

274

384

12

31

51

64

93

181

275

336

13

31

52

65

94

182

275

296

14

31

52

65

94

182

275

275

15

31

52

65

94

182

275

275

16

31

51

64

94

182

275

275

17

31

51

64

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

180

274

274

22

30

50

63

92

180

273

273

23

29

50

63

92

180

273

273

24

29

49

62

92

179

273

273

25

28

49

65

91

179

272

272

26

28

48

67

91

179

272

272

27

27

48

70

90

178

271

271

28

27

47

72

90

178

271

271

29

26

47

75

89

177

270

270

30

26

46

77

89

176

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 | 11 | 24 | 31 | 53 | 174 | 307 | 3 155 |
| 2 | 12 | 25 | 32 | 54 | 175 | 346 | 2 338 |
| 3 | 12 | 27 | 35 | 60 | 171 | 359 | 1 759 |
| 4 | 13 | 28 | 38 | 64 | 168 | 357 | 1 356 |
| 5 | 13 | 30 | 42 | 66 | 168 | 348 | 1 073 |
| 6 | 15 | 33 | 44 | 70 | 168 | 334 | 869 |
| 7 | 17 | 35 | 46 | 72 | 168 | 318 | 718 |
| 8 | 17 | 36 | 47 | 74 | 168 | 301 | 603 |
| 9 | 17 | 37 | 49 | 77 | 168 | 284 | 513 |
| 10 | 17 | 38 | 51 | 79 | 168 | 267 | 442 |
| 11 | 18 | 38 | 51 | 80 | 169 | 262 | 384 |
| 12 | 18 | 38 | 51 | 81 | 169 | 262 | 336 |
| 13 | 18 | 39 | 51 | 81 | 169 | 262 | 296 |
| 14 | 18 | 39 | 52 | 81 | 169 | 262 | 262 |
| 15 | 18 | 39 | 52 | 81 | 169 | 262 | 262 |
| 16 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 17 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 18 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 19 | 18 | 38 | 51 | 81 | 169 | 262 | 262 |
| 20 | 18 | 39 | 52 | 81 | 169 | 262 | 262 |
| 21 | 18 | 38 | 55 | 81 | 169 | 262 | 262 |
| 22 | 18 | 38 | 57 | 81 | 168 | 262 | 262 |
| 23 | 17 | 38 | 60 | 80 | 168 | 261 | 261 |
| 24 | 17 | 38 | 62 | 80 | 168 | 261 | 261 |
| 25 | 17 | 37 | 65 | 79 | 167 | 260 | 260 |
| 26 | 16 | 37 | 67 | 79 | 167 | 260 | 260 |
| 27 | 16 | 36 | 70 | 79 | 166 | 260 | 260 |
| 28 | 15 | 36 | 72 | 78 | 166 | 259 | 259 |
| 29 | 15 | 36 | 74 | 78 | 166 | 259 | 259 |
| 30 | 15 | 35 | 77 | 78 | 165 | 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

11

24

31

53

174

307

3 155

2

12

25

32

54

175

346

2 338

3

12

27

35

60

171

359

1 759

4

13

28

38

64

168

357

1 356

5

13

30

42

66

168

348

1 073

6

15

33

44

70

168

334

869

7

17

35

46

72

168

318

718

8

17

36

47

74

168

301

603

9

17

37

49

77

168

284

513

10

17

38

51

79

168

267

442

11

18

38

51

80

169

262

384

12

18

38

51

81

169

262

336

13

18

39

51

81

169

262

296

14

18

39

52

81

169

262

262

15

18

39

52

81

169

262

262

16

18

38

51

81

169

262

262

17

18

38

51

81

169

262

262

18

18

38

51

81

169

262

262

19

18

38

51

81

169

262

262

20

18

39

52

81

169

262

262

21

18

38

55

81

169

262

262

22

18

38

57

81

168

262

262

23

17

38

60

80

168

261

261

24

17

38

62

80

168

261

261

25

17

37

65

79

167

260

260

26

16

37

67

79

167

260

260

27

16

36

70

79

166

260

260

28

15

36

72

78

166

259

259

29

15

36

74

78

166

259

259

30

15

35

77

78

165

259

259

3.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 59 | 66 | 88 | 209 | 309 | 3 177 |
| 2 | 49 | 62 | 69 | 91 | 212 | 348 | 2 357 |
| 3 | 51 | 65 | 74 | 99 | 209 | 362 | 1 777 |
| 4 | 52 | 67 | 78 | 103 | 208 | 362 | 1 372 |
| 5 | 53 | 70 | 82 | 106 | 208 | 353 | 1 088 |
| 6 | 55 | 73 | 84 | 110 | 208 | 339 | 882 |
| 7 | 56 | 75 | 86 | 111 | 208 | 323 | 730 |
| 8 | 56 | 75 | 87 | 114 | 208 | 306 | 614 |
| 9 | 56 | 76 | 88 | 116 | 207 | 301 | 523 |
| 10 | 56 | 77 | 89 | 118 | 207 | 300 | 450 |
| 11 | 56 | 77 | 89 | 119 | 207 | 300 | 391 |
| 12 | 55 | 76 | 89 | 118 | 206 | 299 | 343 |
| 13 | 55 | 75 | 88 | 117 | 205 | 298 | 302 |
| 14 | 54 | 74 | 87 | 116 | 204 | 298 | 298 |
| 15 | 53 | 73 | 86 | 116 | 203 | 297 | 297 |
| 16 | 52 | 72 | 85 | 115 | 203 | 296 | 296 |
| 17 | 51 | 72 | 85 | 114 | 202 | 295 | 295 |
| 18 | 50 | 71 | 84 | 113 | 201 | 294 | 294 |
| 19 | 50 | 70 | 83 | 113 | 200 | 294 | 294 |
| 20 | 49 | 70 | 82 | 112 | 200 | 293 | 293 |
| 21 | 48 | 69 | 82 | 111 | 199 | 292 | 292 |
| 22 | 47 | 68 | 81 | 110 | 198 | 291 | 291 |
| 23 | 47 | 67 | 80 | 109 | 197 | 290 | 290 |
| 24 | 46 | 66 | 79 | 108 | 196 | 290 | 290 |
| 25 | 45 | 65 | 78 | 108 | 195 | 289 | 289 |
| 26 | 44 | 64 | 77 | 107 | 195 | 288 | 288 |
| 27 | 43 | 63 | 76 | 106 | 194 | 287 | 287 |
| 28 | 42 | 62 | 75 | 105 | 193 | 286 | 286 |
| 29 | 41 | 62 | 76 | 104 | 192 | 285 | 285 |
| 30 | 40 | 61 | 78 | 103 | 191 | 284 | 284 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

59

66

88

209

309

3 177

2

49

62

69

91

212

348

2 357

3

51

65

74

99

209

362

1 777

4

52

67

78

103

208

362

1 372

5

53

70

82

106

208

353

1 088

6

55

73

84

110

208

339

882

7

56

75

86

111

208

323

730

8

56

75

87

114

208

306

614

9

56

76

88

116

207

301

523

10

56

77

89

118

207

300

450

11

56

77

89

119

207

300

391

12

55

76

89

118

206

299

343

13

55

75

88

117

205

298

302

14

54

74

87

116

204

298

298

15

53

73

86

116

203

297

297

16

52

72

85

115

203

296

296

17

51

72

85

114

202

295

295

18

50

71

84

113

201

294

294

19

50

70

83

113

200

294

294

20

49

70

82

112

200

293

293

21

48

69

82

111

199

292

292

22

47

68

81

110

198

291

291

23

47

67

80

109

197

290

290

24

46

66

79

108

196

290

290

25

45

65

78

108

195

289

289

26

44

64

77

107

195

288

288

27

43

63

76

106

194

287

287

28

42

62

75

105

193

286

286

29

41

62

76

104

192

285

285

30

40

61

78

103

191

284

284

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 90 | 97 | 119 | 240 | 335 | 3 270 |
| 2 | 81 | 94 | 101 | 123 | 244 | 360 | 2 441 |
| 3 | 81 | 95 | 104 | 129 | 239 | 374 | 1 841 |
| 4 | 80 | 96 | 106 | 132 | 236 | 374 | 1 423 |
| 5 | 83 | 99 | 111 | 136 | 238 | 365 | 1 127 |
| 6 | 85 | 102 | 114 | 139 | 238 | 352 | 915 |
| 7 | 87 | 105 | 116 | 142 | 238 | 335 | 758 |
| 8 | 88 | 107 | 119 | 145 | 239 | 333 | 638 |
| 9 | 89 | 109 | 121 | 149 | 240 | 333 | 544 |
| 10 | 89 | 109 | 122 | 151 | 240 | 333 | 468 |
| 11 | 89 | 109 | 122 | 151 | 239 | 333 | 407 |
| 12 | 88 | 108 | 121 | 151 | 238 | 332 | 356 |
| 13 | 87 | 107 | 120 | 149 | 237 | 330 | 330 |
| 14 | 85 | 106 | 119 | 148 | 236 | 329 | 329 |
| 15 | 84 | 104 | 117 | 146 | 234 | 328 | 328 |
| 16 | 82 | 103 | 116 | 145 | 233 | 326 | 326 |
| 17 | 81 | 101 | 114 | 144 | 231 | 325 | 325 |
| 18 | 79 | 100 | 113 | 142 | 230 | 323 | 323 |
| 19 | 78 | 99 | 111 | 141 | 229 | 322 | 322 |
| 20 | 77 | 97 | 110 | 140 | 227 | 321 | 321 |
| 21 | 75 | 96 | 109 | 138 | 226 | 319 | 319 |
| 22 | 74 | 94 | 107 | 137 | 224 | 318 | 318 |
| 23 | 72 | 93 | 106 | 135 | 223 | 316 | 316 |
| 24 | 71 | 91 | 104 | 133 | 221 | 315 | 315 |
| 25 | 69 | 90 | 103 | 132 | 220 | 313 | 313 |
| 26 | 67 | 88 | 101 | 130 | 218 | 311 | 311 |
| 27 | 66 | 86 | 99 | 129 | 217 | 310 | 310 |
| 28 | 64 | 85 | 98 | 127 | 215 | 308 | 308 |
| 29 | 63 | 83 | 96 | 126 | 214 | 307 | 307 |
| 30 | 61 | 82 | 95 | 124 | 212 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

97

119

240

335

3 270

2

81

94

101

123

244

360

2 441

3

81

95

104

129

239

374

1 841

4

80

96

106

132

236

374

1 423

5

83

99

111

136

238

365

1 127

6

85

102

114

139

238

352

915

7

87

105

116

142

238

335

758

8

88

107

119

145

239

333

638

9

89

109

121

149

240

333

544

10

89

109

122

151

240

333

468

11

89

109

122

151

239

333

407

12

88

108

121

151

238

332

356

13

87

107

120

149

237

330

330

14

85

106

119

148

236

329

329

15

84

104

117

146

234

328

328

16

82

103

116

145

233

326

326

17

81

101

114

144

231

325

325

18

79

100

113

142

230

323

323

19

78

99

111

141

229

322

322

20

77

97

110

140

227

321

321

21

75

96

109

138

226

319

319

22

74

94

107

137

224

318

318

23

72

93

106

135

223

316

316

24

71

91

104

133

221

315

315

25

69

90

103

132

220

313

313

26

67

88

101

130

218

311

311

27

66

86

99

129

217

310

310

28

64

85

98

127

215

308

308

29

63

83

96

126

214

307

307

30

61

82

95

124

212

305

305

3.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 4 | 17 | 24 | 46 | 167 | 307 | 3 153 |
| 2 | 7 | 21 | 27 | 50 | 171 | 345 | 2 332 |
| 3 | 9 | 23 | 32 | 57 | 167 | 358 | 1 755 |
| 4 | 11 | 26 | 37 | 63 | 167 | 357 | 1 353 |
| 5 | 13 | 29 | 41 | 66 | 168 | 347 | 1 070 |
| 6 | 15 | 33 | 44 | 69 | 168 | 333 | 867 |
| 7 | 17 | 35 | 46 | 72 | 168 | 317 | 717 |
| 8 | 17 | 36 | 48 | 74 | 168 | 300 | 602 |
| 9 | 17 | 37 | 49 | 78 | 169 | 283 | 513 |
| 10 | 18 | 38 | 51 | 80 | 169 | 266 | 441 |
| 11 | 18 | 38 | 51 | 80 | 168 | 262 | 383 |
| 12 | 17 | 38 | 51 | 80 | 168 | 261 | 335 |
| 13 | 17 | 37 | 50 | 80 | 168 | 261 | 295 |
| 14 | 16 | 37 | 50 | 79 | 167 | 260 | 261 |
| 15 | 15 | 36 | 49 | 78 | 166 | 259 | 259 |
| 16 | 15 | 35 | 48 | 77 | 165 | 258 | 258 |
| 17 | 14 | 35 | 48 | 77 | 165 | 258 | 258 |
| 18 | 14 | 34 | 48 | 77 | 164 | 258 | 258 |
| 19 | 14 | 34 | 50 | 76 | 164 | 257 | 257 |
| 20 | 14 | 34 | 52 | 77 | 164 | 258 | 258 |
| 21 | 14 | 34 | 55 | 77 | 165 | 258 | 258 |
| 22 | 14 | 34 | 57 | 77 | 165 | 258 | 258 |
| 23 | 14 | 34 | 60 | 77 | 164 | 258 | 258 |
| 24 | 14 | 34 | 62 | 77 | 164 | 258 | 258 |
| 25 | 14 | 34 | 65 | 76 | 164 | 257 | 257 |
| 26 | 13 | 34 | 67 | 76 | 164 | 257 | 257 |
| 27 | 13 | 34 | 70 | 76 | 164 | 257 | 257 |
| 28 | 13 | 34 | 72 | 76 | 164 | 257 | 257 |
| 29 | 13 | 33 | 75 | 76 | 164 | 257 | 257 |
| 30 | 13 | 33 | 77 | 77 | 163 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

4

17

24

46

167

307

3 153

2

7

21

27

50

171

345

2 332

3

9

23

32

57

167

358

1 755

4

11

26

37

63

167

357

1 353

5

13

29

41

66

168

347

1 070

6

15

33

44

69

168

333

867

7

17

35

46

72

168

317

717

8

17

36

48

74

168

300

602

9

17

37

49

78

169

283

513

10

18

38

51

80

169

266

441

11

18

38

51

80

168

262

383

12

17

38

51

80

168

261

335

13

17

37

50

80

168

261

295

14

16

37

50

79

167

260

261

15

15

36

49

78

166

259

259

16

15

35

48

77

165

258

258

17

14

35

48

77

165

258

258

18

14

34

48

77

164

258

258

19

14

34

50

76

164

257

257

20

14

34

52

77

164

258

258

21

14

34

55

77

165

258

258

22

14

34

57

77

165

258

258

23

14

34

60

77

164

258

258

24

14

34

62

77

164

258

258

25

14

34

65

76

164

257

257

26

13

34

67

76

164

257

257

27

13

34

70

76

164

257

257

28

13

34

72

76

164

257

257

29

13

33

75

76

164

257

257

30

13

33

77

77

163

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 | 90 | 103 | 110 | 132 | 253 | 348 | 3 375 |
| 2 | 90 | 104 | 110 | 133 | 253 | 369 | 2 514 |
| 3 | 89 | 104 | 112 | 137 | 248 | 384 | 1 896 |
| 4 | 89 | 104 | 115 | 141 | 245 | 384 | 1 465 |
| 5 | 89 | 106 | 118 | 142 | 244 | 375 | 1 160 |
| 6 | 90 | 108 | 120 | 145 | 244 | 360 | 940 |
| 7 | 91 | 110 | 121 | 146 | 243 | 343 | 777 |
| 8 | 91 | 110 | 122 | 149 | 243 | 336 | 653 |
| 9 | 90 | 110 | 122 | 151 | 242 | 335 | 556 |
| 10 | 89 | 110 | 122 | 151 | 240 | 333 | 478 |
| 11 | 88 | 108 | 121 | 150 | 238 | 332 | 415 |
| 12 | 86 | 106 | 119 | 149 | 236 | 330 | 363 |
| 13 | 84 | 104 | 117 | 147 | 235 | 328 | 328 |
| 14 | 82 | 102 | 115 | 145 | 233 | 326 | 326 |
| 15 | 80 | 101 | 114 | 143 | 231 | 324 | 324 |
| 16 | 78 | 99 | 112 | 141 | 229 | 322 | 322 |
| 17 | 76 | 97 | 110 | 139 | 227 | 320 | 320 |
| 18 | 75 | 95 | 108 | 138 | 226 | 319 | 319 |
| 19 | 73 | 94 | 107 | 136 | 224 | 317 | 317 |
| 20 | 72 | 93 | 106 | 135 | 223 | 316 | 316 |
| 21 | 71 | 92 | 105 | 134 | 222 | 315 | 315 |
| 22 | 70 | 91 | 104 | 133 | 221 | 314 | 314 |
| 23 | 69 | 90 | 103 | 132 | 220 | 313 | 313 |
| 24 | 68 | 88 | 101 | 131 | 219 | 312 | 312 |
| 25 | 67 | 87 | 100 | 130 | 217 | 311 | 311 |
| 26 | 66 | 86 | 99 | 128 | 216 | 310 | 310 |
| 27 | 64 | 85 | 98 | 127 | 215 | 308 | 308 |
| 28 | 63 | 84 | 97 | 126 | 214 | 307 | 307 |
| 29 | 62 | 83 | 96 | 125 | 213 | 306 | 306 |
| 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

90

103

110

132

253

348

3 375

2

90

104

110

133

253

369

2 514

3

89

104

112

137

248

384

1 896

4

89

104

115

141

245

384

1 465

5

89

106

118

142

244

375

1 160

6

90

108

120

145

244

360

940

7

91

110

121

146

243

343

777

8

91

110

122

149

243

336

653

9

90

110

122

151

242

335

556

10

89

110

122

151

240

333

478

11

88

108

121

150

238

332

415

12

86

106

119

149

236

330

363

13

84

104

117

147

235

328

328

14

82

102

115

145

233

326

326

15

80

101

114

143

231

324

324

16

78

99

112

141

229

322

322

17

76

97

110

139

227

320

320

18

75

95

108

138

226

319

319

19

73

94

107

136

224

317

317

20

72

93

106

135

223

316

316

21

71

92

105

134

222

315

315

22

70

91

104

133

221

314

314

23

69

90

103

132

220

313

313

24

68

88

101

131

219

312

312

25

67

87

100

130

217

311

311

26

66

86

99

128

216

310

310

27

64

85

98

127

215

308

308

28

63

84

97

126

214

307

307

29

62

83

96

125

213

306

306

30

61

82

95

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 | 333 | 347 | 353 | 376 | 497 | 592 | 3 481 |
| 2 | 77 | 90 | 97 | 119 | 240 | 376 | 2 571 |
| 3 | 79 | 93 | 102 | 127 | 237 | 390 | 1 931 |
| 4 | 81 | 96 | 107 | 133 | 237 | 388 | 1 488 |
| 5 | 83 | 99 | 111 | 136 | 238 | 378 | 1 177 |
| 6 | 85 | 103 | 114 | 140 | 238 | 364 | 953 |
| 7 | 87 | 106 | 117 | 142 | 239 | 346 | 787 |
| 8 | 88 | 107 | 119 | 145 | 239 | 333 | 661 |
| 9 | 88 | 108 | 120 | 149 | 240 | 333 | 563 |
| 10 | 88 | 109 | 122 | 150 | 239 | 333 | 484 |
| 11 | 88 | 109 | 122 | 151 | 239 | 332 | 421 |
| 12 | 89 | 109 | 122 | 151 | 239 | 332 | 368 |
| 13 | 89 | 109 | 122 | 152 | 240 | 333 | 333 |
| 14 | 89 | 110 | 123 | 152 | 240 | 333 | 333 |
| 15 | 90 | 111 | 124 | 153 | 241 | 334 | 334 |
| 16 | 91 | 112 | 125 | 154 | 242 | 335 | 335 |
| 17 | 92 | 113 | 126 | 155 | 243 | 336 | 336 |
| 18 | 93 | 114 | 127 | 156 | 244 | 337 | 337 |
| 19 | 94 | 114 | 127 | 157 | 245 | 338 | 338 |
| 20 | 95 | 115 | 128 | 157 | 245 | 338 | 338 |
| 21 | 95 | 115 | 128 | 158 | 245 | 339 | 339 |
| 22 | 94 | 115 | 128 | 157 | 245 | 338 | 338 |
| 23 | 94 | 114 | 127 | 157 | 245 | 338 | 338 |
| 24 | 93 | 114 | 126 | 156 | 244 | 337 | 337 |
| 25 | 92 | 113 | 125 | 155 | 243 | 336 | 336 |
| 26 | 91 | 111 | 124 | 154 | 242 | 335 | 335 |
| 27 | 90 | 110 | 123 | 152 | 240 | 333 | 333 |
| 28 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 29 | 87 | 107 | 120 | 150 | 238 | 331 | 331 |
| 30 | 85 | 106 | 119 | 148 | 236 | 329 | 329 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

333

347

353

376

497

592

3 481

2

77

90

97

119

240

376

2 571

3

79

93

102

127

237

390

1 931

4

81

96

107

133

237

388

1 488

5

83

99

111

136

238

378

1 177

6

85

103

114

140

238

364

953

7

87

106

117

142

239

346

787

8

88

107

119

145

239

333

661

9

88

108

120

149

240

333

563

10

88

109

122

150

239

333

484

11

88

109

122

151

239

332

421

12

89

109

122

151

239

332

368

13

89

109

122

152

240

333

333

14

89

110

123

152

240

333

333

15

90

111

124

153

241

334

334

16

91

112

125

154

242

335

335

17

92

113

126

155

243

336

336

18

93

114

127

156

244

337

337

19

94

114

127

157

245

338

338

20

95

115

128

157

245

338

338

21

95

115

128

158

245

339

339

22

94

115

128

157

245

338

338

23

94

114

127

157

245

338

338

24

93

114

126

156

244

337

337

25

92

113

125

155

243

336

336

26

91

111

124

154

242

335

335

27

90

110

123

152

240

333

333

28

88

109

122

151

239

332

332

29

87

107

120

150

238

331

331

30

85

106

119

148

236

329

329

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 5 | 12 | 34 | 155 | 301 | 3 089 |
| 2 | 0 | 5 | 12 | 34 | 155 | 339 | 2 292 |
| 3 | 1 | 5 | 14 | 39 | 149 | 353 | 1 725 |
| 4 | 1 | 5 | 16 | 42 | 146 | 351 | 1 331 |
| 5 | 1 | 6 | 18 | 43 | 145 | 342 | 1 053 |
| 6 | 2 | 8 | 20 | 45 | 144 | 329 | 853 |
| 7 | 2 | 10 | 21 | 47 | 143 | 313 | 705 |
| 8 | 2 | 10 | 22 | 48 | 142 | 296 | 592 |
| 9 | 2 | 10 | 25 | 50 | 141 | 279 | 504 |
| 10 | 4 | 10 | 27 | 52 | 141 | 262 | 434 |
| 11 | 4 | 11 | 30 | 53 | 141 | 246 | 377 |
| 12 | 4 | 11 | 32 | 53 | 141 | 234 | 330 |
| 13 | 4 | 11 | 35 | 53 | 141 | 234 | 291 |
| 14 | 4 | 12 | 38 | 53 | 141 | 234 | 258 |
| 15 | 5 | 12 | 39 | 53 | 141 | 234 | 234 |
| 16 | 5 | 13 | 42 | 53 | 141 | 234 | 234 |
| 17 | 6 | 14 | 45 | 54 | 142 | 235 | 235 |
| 18 | 6 | 15 | 47 | 54 | 142 | 235 | 235 |
| 19 | 7 | 15 | 49 | 55 | 143 | 236 | 236 |
| 20 | 7 | 17 | 52 | 56 | 144 | 237 | 237 |
| 21 | 7 | 17 | 54 | 59 | 144 | 238 | 238 |
| 22 | 8 | 18 | 57 | 61 | 145 | 238 | 238 |
| 23 | 8 | 19 | 60 | 63 | 146 | 239 | 239 |
| 24 | 8 | 20 | 61 | 65 | 146 | 239 | 239 |
| 25 | 9 | 20 | 64 | 66 | 147 | 240 | 240 |
| 26 | 9 | 22 | 66 | 68 | 147 | 240 | 240 |
| 27 | 9 | 22 | 69 | 71 | 147 | 241 | 241 |
| 28 | 10 | 23 | 72 | 73 | 148 | 241 | 241 |
| 29 | 10 | 24 | 74 | 75 | 148 | 241 | 241 |
| 30 | 11 | 25 | 77 | 77 | 148 | 242 | 242 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

12

34

155

301

3 089

2

0

5

12

34

155

339

2 292

3

1

5

14

39

149

353

1 725

4

1

5

16

42

146

351

1 331

5

1

6

18

43

145

342

1 053

6

2

8

20

45

144

329

853

7

2

10

21

47

143

313

705

8

2

10

22

48

142

296

592

9

2

10

25

50

141

279

504

10

4

10

27

52

141

262

434

11

4

11

30

53

141

246

377

12

4

11

32

53

141

234

330

13

4

11

35

53

141

234

291

14

4

12

38

53

141

234

258

15

5

12

39

53

141

234

234

16

5

13

42

53

141

234

234

17

6

14

45

54

142

235

235

18

6

15

47

54

142

235

235

19

7

15

49

55

143

236

236

20

7

17

52

56

144

237

237

21

7

17

54

59

144

238

238

22

8

18

57

61

145

238

238

23

8

19

60

63

146

239

239

24

8

20

61

65

146

239

239

25

9

20

64

66

147

240

240

26

9

22

66

68

147

240

240

27

9

22

69

71

147

241

241

28

10

23

72

73

148

241

241

29

10

24

74

75

148

241

241

30

11

25

77

77

148

242

242

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 62 | 68 | 91 | 211 | 307 | 3 134 |
| 2 | 49 | 63 | 69 | 91 | 212 | 344 | 2 323 |
| 3 | 48 | 63 | 71 | 96 | 207 | 357 | 1 749 |
| 4 | 48 | 63 | 73 | 99 | 203 | 356 | 1 349 |
| 5 | 48 | 64 | 76 | 100 | 202 | 347 | 1 068 |
| 6 | 49 | 66 | 78 | 103 | 202 | 333 | 865 |
| 7 | 49 | 67 | 78 | 104 | 200 | 317 | 716 |
| 8 | 48 | 68 | 79 | 106 | 200 | 300 | 601 |
| 9 | 48 | 68 | 80 | 108 | 199 | 292 | 512 |
| 10 | 47 | 67 | 80 | 109 | 198 | 291 | 441 |
| 11 | 46 | 66 | 79 | 108 | 196 | 289 | 383 |
| 12 | 44 | 65 | 77 | 107 | 195 | 288 | 335 |
| 13 | 42 | 63 | 76 | 105 | 193 | 286 | 296 |
| 14 | 41 | 61 | 74 | 104 | 192 | 285 | 285 |
| 15 | 40 | 60 | 73 | 102 | 190 | 284 | 284 |
| 16 | 38 | 58 | 71 | 101 | 189 | 282 | 282 |
| 17 | 37 | 57 | 70 | 100 | 188 | 281 | 281 |
| 18 | 36 | 56 | 69 | 99 | 186 | 280 | 280 |
| 19 | 35 | 55 | 68 | 98 | 185 | 279 | 279 |
| 20 | 34 | 55 | 68 | 97 | 185 | 278 | 278 |
| 21 | 34 | 54 | 67 | 97 | 184 | 278 | 278 |
| 22 | 33 | 54 | 67 | 96 | 184 | 277 | 277 |
| 23 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 24 | 32 | 52 | 65 | 95 | 182 | 276 | 276 |
| 25 | 31 | 51 | 65 | 94 | 182 | 275 | 275 |
| 26 | 30 | 51 | 67 | 93 | 181 | 274 | 274 |
| 27 | 30 | 50 | 70 | 92 | 180 | 273 | 273 |
| 28 | 29 | 49 | 72 | 92 | 180 | 273 | 273 |
| 29 | 28 | 49 | 75 | 91 | 179 | 272 | 272 |
| 30 | 28 | 48 | 77 | 90 | 178 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

62

68

91

211

307

3 134

2

49

63

69

91

212

344

2 323

3

48

63

71

96

207

357

1 749

4

48

63

73

99

203

356

1 349

5

48

64

76

100

202

347

1 068

6

49

66

78

103

202

333

865

7

49

67

78

104

200

317

716

8

48

68

79

106

200

300

601

9

48

68

80

108

199

292

512

10

47

67

80

109

198

291

441

11

46

66

79

108

196

289

383

12

44

65

77

107

195

288

335

13

42

63

76

105

193

286

296

14

41

61

74

104

192

285

285

15

40

60

73

102

190

284

284

16

38

58

71

101

189

282

282

17

37

57

70

100

188

281

281

18

36

56

69

99

186

280

280

19

35

55

68

98

185

279

279

20

34

55

68

97

185

278

278

21

34

54

67

97

184

278

278

22

33

54

67

96

184

277

277

23

32

53

66

95

183

276

276

24

32

52

65

95

182

276

276

25

31

51

65

94

182

275

275

26

30

51

67

93

181

274

274

27

30

50

70

92

180

273

273

28

29

49

72

92

180

273

273

29

28

49

75

91

179

272

272

30

28

48

77

90

178

272

272

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 111 | 124 | 131 | 153 | 274 | 369 | 3 408 |
| 2 | 112 | 125 | 132 | 154 | 275 | 371 | 2 531 |
| 3 | 113 | 127 | 136 | 161 | 271 | 386 | 1 907 |
| 4 | 113 | 129 | 139 | 165 | 269 | 386 | 1 472 |
| 5 | 114 | 131 | 143 | 167 | 269 | 376 | 1 166 |
| 6 | 116 | 133 | 145 | 170 | 269 | 362 | 946 |
| 7 | 117 | 135 | 146 | 172 | 268 | 362 | 783 |
| 8 | 116 | 135 | 147 | 173 | 267 | 361 | 658 |
| 9 | 115 | 135 | 147 | 176 | 267 | 360 | 561 |
| 10 | 115 | 135 | 148 | 177 | 266 | 359 | 483 |
| 11 | 113 | 134 | 147 | 176 | 264 | 357 | 420 |
| 12 | 112 | 132 | 145 | 174 | 262 | 355 | 368 |
| 13 | 110 | 130 | 143 | 172 | 260 | 353 | 353 |
| 14 | 107 | 128 | 141 | 170 | 258 | 351 | 351 |
| 15 | 105 | 126 | 139 | 168 | 256 | 349 | 349 |
| 16 | 103 | 123 | 136 | 166 | 253 | 347 | 347 |
| 17 | 101 | 121 | 134 | 163 | 251 | 344 | 344 |
| 18 | 98 | 119 | 132 | 161 | 249 | 342 | 342 |
| 19 | 96 | 117 | 130 | 159 | 247 | 340 | 340 |
| 20 | 95 | 115 | 128 | 157 | 245 | 338 | 338 |
| 21 | 93 | 113 | 126 | 156 | 244 | 337 | 337 |
| 22 | 91 | 112 | 124 | 154 | 242 | 335 | 335 |
| 23 | 89 | 110 | 123 | 152 | 240 | 333 | 333 |
| 24 | 87 | 108 | 121 | 150 | 238 | 331 | 331 |
| 25 | 86 | 106 | 119 | 148 | 236 | 329 | 329 |
| 26 | 84 | 104 | 117 | 147 | 234 | 328 | 328 |
| 27 | 82 | 103 | 116 | 145 | 233 | 326 | 326 |
| 28 | 80 | 101 | 114 | 143 | 231 | 324 | 324 |
| 29 | 79 | 99 | 112 | 142 | 229 | 323 | 323 |
| 30 | 77 | 98 | 111 | 140 | 228 | 321 | 321 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

111

124

131

153

274

369

3 408

2

112

125

132

154

275

371

2 531

3

113

127

136

161

271

386

1 907

4

113

129

139

165

269

386

1 472

5

114

131

143

167

269

376

1 166

6

116

133

145

170

269

362

946

7

117

135

146

172

268

362

783

8

116

135

147

173

267

361

658

9

115

135

147

176

267

360

561

10

115

135

148

177

266

359

483

11

113

134

147

176

264

357

420

12

112

132

145

174

262

355

368

13

110

130

143

172

260

353

353

14

107

128

141

170

258

351

351

15

105

126

139

168

256

349

349

16

103

123

136

166

253

347

347

17

101

121

134

163

251

344

344

18

98

119

132

161

249

342

342

19

96

117

130

159

247

340

340

20

95

115

128

157

245

338

338

21

93

113

126

156

244

337

337

22

91

112

124

154

242

335

335

23

89

110

123

152

240

333

333

24

87

108

121

150

238

331

331

25

86

106

119

148

236

329

329

26

84

104

117

147

234

328

328

27

82

103

116

145

233

326

326

28

80

101

114

143

231

324

324

29

79

99

112

142

229

323

323

30

77

98

111

140

228

321

321

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 167 | 180 | 187 | 209 | 330 | 425 | 3 350 |
| 2 | 176 | 190 | 196 | 219 | 339 | 435 | 2 495 |
| 3 | 180 | 194 | 203 | 228 | 338 | 433 | 1 888 |
| 4 | 181 | 196 | 207 | 233 | 337 | 431 | 1 460 |
| 5 | 182 | 198 | 210 | 234 | 337 | 430 | 1 158 |
| 6 | 182 | 199 | 211 | 236 | 335 | 428 | 939 |
| 7 | 182 | 201 | 212 | 237 | 334 | 427 | 777 |
| 8 | 181 | 200 | 211 | 238 | 332 | 425 | 653 |
| 9 | 179 | 199 | 211 | 240 | 331 | 424 | 556 |
| 10 | 178 | 199 | 212 | 240 | 329 | 423 | 479 |
| 11 | 177 | 197 | 210 | 239 | 327 | 421 | 421 |
| 12 | 174 | 195 | 208 | 237 | 325 | 418 | 418 |
| 13 | 171 | 192 | 205 | 234 | 322 | 415 | 415 |
| 14 | 168 | 189 | 202 | 231 | 319 | 412 | 412 |
| 15 | 165 | 185 | 198 | 228 | 316 | 409 | 409 |
| 16 | 162 | 182 | 195 | 225 | 312 | 406 | 406 |
| 17 | 159 | 179 | 192 | 221 | 309 | 402 | 402 |
| 18 | 155 | 176 | 189 | 218 | 306 | 399 | 399 |
| 19 | 152 | 173 | 186 | 215 | 303 | 396 | 396 |
| 20 | 149 | 170 | 183 | 212 | 300 | 393 | 393 |
| 21 | 146 | 167 | 180 | 209 | 297 | 390 | 390 |
| 22 | 143 | 164 | 177 | 206 | 294 | 387 | 387 |
| 23 | 140 | 160 | 173 | 203 | 291 | 384 | 384 |
| 24 | 137 | 157 | 170 | 200 | 287 | 381 | 381 |
| 25 | 134 | 154 | 167 | 197 | 284 | 378 | 378 |
| 26 | 131 | 151 | 164 | 193 | 281 | 375 | 375 |
| 27 | 128 | 148 | 161 | 191 | 278 | 372 | 372 |
| 28 | 125 | 145 | 158 | 188 | 276 | 369 | 369 |
| 29 | 122 | 143 | 155 | 185 | 273 | 366 | 366 |
| 30 | 119 | 140 | 153 | 182 | 270 | 363 | 363 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

167

180

187

209

330

425

3 350

2

176

190

196

219

339

435

2 495

3

180

194

203

228

338

433

1 888

4

181

196

207

233

337

431

1 460

5

182

198

210

234

337

430

1 158

6

182

199

211

236

335

428

939

7

182

201

212

237

334

427

777

8

181

200

211

238

332

425

653

9

179

199

211

240

331

424

556

10

178

199

212

240

329

423

479

11

177

197

210

239

327

421

421

12

174

195

208

237

325

418

418

13

171

192

205

234

322

415

415

14

168

189

202

231

319

412

412

15

165

185

198

228

316

409

409

16

162

182

195

225

312

406

406

17

159

179

192

221

309

402

402

18

155

176

189

218

306

399

399

19

152

173

186

215

303

396

396

20

149

170

183

212

300

393

393

21

146

167

180

209

297

390

390

22

143

164

177

206

294

387

387

23

140

160

173

203

291

384

384

24

137

157

170

200

287

381

381

25

134

154

167

197

284

378

378

26

131

151

164

193

281

375

375

27

128

148

161

191

278

372

372

28

125

145

158

188

276

369

369

29

122

143

155

185

273

366

366

30

119

140

153

182

270

363

363

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 38 | 45 | 67 | 188 | 310 | 3 193 |
| 2 | 25 | 39 | 45 | 68 | 189 | 350 | 2 371 |
| 3 | 25 | 39 | 48 | 73 | 183 | 364 | 1 786 |
| 4 | 25 | 40 | 51 | 76 | 180 | 363 | 1 379 |
| 5 | 25 | 42 | 53 | 78 | 180 | 354 | 1 092 |
| 6 | 26 | 43 | 55 | 80 | 179 | 340 | 885 |
| 7 | 27 | 45 | 56 | 82 | 178 | 324 | 732 |
| 8 | 25 | 45 | 56 | 83 | 177 | 307 | 615 |
| 9 | 25 | 45 | 57 | 85 | 176 | 289 | 523 |
| 10 | 24 | 45 | 58 | 86 | 175 | 272 | 451 |
| 11 | 24 | 44 | 57 | 87 | 175 | 268 | 391 |
| 12 | 23 | 44 | 57 | 86 | 174 | 267 | 343 |
| 13 | 23 | 43 | 56 | 85 | 173 | 267 | 302 |
| 14 | 22 | 43 | 56 | 85 | 173 | 266 | 267 |
| 15 | 22 | 42 | 55 | 85 | 173 | 266 | 266 |
| 16 | 22 | 42 | 55 | 85 | 172 | 266 | 266 |
| 17 | 22 | 42 | 55 | 84 | 172 | 266 | 266 |
| 18 | 22 | 42 | 55 | 84 | 172 | 266 | 266 |
| 19 | 22 | 42 | 55 | 85 | 172 | 266 | 266 |
| 20 | 22 | 42 | 55 | 85 | 172 | 266 | 266 |
| 21 | 22 | 42 | 56 | 85 | 173 | 266 | 266 |
| 22 | 22 | 42 | 59 | 85 | 172 | 266 | 266 |
| 23 | 22 | 42 | 61 | 84 | 172 | 266 | 266 |
| 24 | 21 | 42 | 64 | 84 | 172 | 265 | 265 |
| 25 | 21 | 42 | 66 | 84 | 172 | 265 | 265 |
| 26 | 21 | 41 | 69 | 84 | 172 | 265 | 265 |
| 27 | 21 | 41 | 71 | 83 | 171 | 265 | 265 |
| 28 | 20 | 41 | 74 | 83 | 171 | 264 | 264 |
| 29 | 20 | 41 | 76 | 83 | 171 | 264 | 264 |
| 30 | 20 | 40 | 78 | 83 | 170 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

38

45

67

188

310

3 193

2

25

39

45

68

189

350

2 371

3

25

39

48

73

183

364

1 786

4

25

40

51

76

180

363

1 379

5

25

42

53

78

180

354

1 092

6

26

43

55

80

179

340

885

7

27

45

56

82

178

324

732

8

25

45

56

83

177

307

615

9

25

45

57

85

176

289

523

10

24

45

58

86

175

272

451

11

24

44

57

87

175

268

391

12

23

44

57

86

174

267

343

13

23

43

56

85

173

267

302

14

22

43

56

85

173

266

267

15

22

42

55

85

173

266

266

16

22

42

55

85

172

266

266

17

22

42

55

84

172

266

266

18

22

42

55

84

172

266

266

19

22

42

55

85

172

266

266

20

22

42

55

85

172

266

266

21

22

42

56

85

173

266

266

22

22

42

59

85

172

266

266

23

22

42

61

84

172

266

266

24

21

42

64

84

172

265

265

25

21

42

66

84

172

265

265

26

21

41

69

84

172

265

265

27

21

41

71

83

171

265

265

28

20

41

74

83

171

264

264

29

20

41

76

83

171

264

264

30

20

40

78

83

170

264

264

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 21 | 35 | 41 | 64 | 185 | 314 | 3 230 |
| 2 | 23 | 37 | 43 | 65 | 186 | 354 | 2 398 |
| 3 | 24 | 38 | 47 | 72 | 182 | 367 | 1 806 |
| 4 | 25 | 40 | 51 | 77 | 181 | 366 | 1 393 |
| 5 | 27 | 43 | 55 | 80 | 182 | 357 | 1 102 |
| 6 | 29 | 46 | 58 | 83 | 182 | 343 | 893 |
| 7 | 31 | 49 | 60 | 86 | 182 | 326 | 738 |
| 8 | 31 | 50 | 61 | 88 | 182 | 309 | 620 |
| 9 | 31 | 51 | 63 | 91 | 182 | 291 | 528 |
| 10 | 32 | 52 | 65 | 94 | 183 | 276 | 454 |
| 11 | 32 | 53 | 66 | 95 | 183 | 276 | 395 |
| 12 | 33 | 53 | 66 | 95 | 183 | 276 | 345 |
| 13 | 32 | 53 | 66 | 95 | 183 | 276 | 304 |
| 14 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 15 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 16 | 32 | 52 | 65 | 94 | 182 | 276 | 276 |
| 17 | 32 | 52 | 65 | 94 | 182 | 276 | 276 |
| 18 | 32 | 52 | 65 | 94 | 182 | 276 | 276 |
| 19 | 32 | 52 | 65 | 95 | 182 | 276 | 276 |
| 20 | 32 | 53 | 65 | 95 | 183 | 276 | 276 |
| 21 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 22 | 32 | 53 | 66 | 95 | 183 | 276 | 276 |
| 23 | 32 | 52 | 65 | 95 | 183 | 276 | 276 |
| 24 | 32 | 52 | 65 | 94 | 182 | 275 | 275 |
| 25 | 31 | 52 | 66 | 94 | 182 | 275 | 275 |
| 26 | 31 | 51 | 69 | 94 | 181 | 275 | 275 |
| 27 | 30 | 51 | 71 | 93 | 181 | 274 | 274 |
| 28 | 30 | 50 | 74 | 93 | 180 | 274 | 274 |
| 29 | 29 | 50 | 77 | 92 | 180 | 273 | 273 |
| 30 | 29 | 49 | 79 | 92 | 179 | 273 | 273 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

21

35

41

64

185

314

3 230

2

23

37

43

65

186

354

2 398

3

24

38

47

72

182

367

1 806

4

25

40

51

77

181

366

1 393

5

27

43

55

80

182

357

1 102

6

29

46

58

83

182

343

893

7

31

49

60

86

182

326

738

8

31

50

61

88

182

309

620

9

31

51

63

91

182

291

528

10

32

52

65

94

183

276

454

11

32

53

66

95

183

276

395

12

33

53

66

95

183

276

345

13

32

53

66

95

183

276

304

14

32

53

66

95

183

276

276

15

32

53

66

95

183

276

276

16

32

52

65

94

182

276

276

17

32

52

65

94

182

276

276

18

32

52

65

94

182

276

276

19

32

52

65

95

182

276

276

20

32

53

65

95

183

276

276

21

32

53

66

95

183

276

276

22

32

53

66

95

183

276

276

23

32

52

65

95

183

276

276

24

32

52

65

94

182

275

275

25

31

52

66

94

182

275

275

26

31

51

69

94

181

275

275

27

30

51

71

93

181

274

274

28

30

50

74

93

180

274

274

29

29

50

77

92

180

273

273

30

29

49

79

92

179

273

273

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 121 | 135 | 141 | 164 | 284 | 380 | 3 464 |
| 2 | 120 | 133 | 140 | 162 | 283 | 378 | 2 571 |
| 3 | 118 | 132 | 141 | 166 | 276 | 391 | 1 936 |
| 4 | 117 | 133 | 143 | 169 | 273 | 390 | 1 494 |
| 5 | 117 | 134 | 146 | 170 | 272 | 380 | 1 182 |
| 6 | 117 | 135 | 146 | 172 | 270 | 366 | 958 |
| 7 | 118 | 136 | 147 | 173 | 269 | 362 | 792 |
| 8 | 117 | 136 | 148 | 174 | 268 | 362 | 665 |
| 9 | 116 | 136 | 148 | 176 | 267 | 360 | 567 |
| 10 | 116 | 136 | 149 | 178 | 266 | 360 | 488 |
| 11 | 115 | 135 | 148 | 178 | 266 | 359 | 423 |
| 12 | 114 | 134 | 147 | 177 | 264 | 358 | 370 |
| 13 | 112 | 133 | 146 | 175 | 263 | 356 | 356 |
| 14 | 111 | 132 | 145 | 174 | 262 | 355 | 355 |
| 15 | 109 | 129 | 142 | 172 | 260 | 353 | 353 |
| 16 | 107 | 127 | 140 | 170 | 257 | 351 | 351 |
| 17 | 104 | 124 | 137 | 167 | 255 | 348 | 348 |
| 18 | 102 | 122 | 135 | 165 | 252 | 346 | 346 |
| 19 | 100 | 120 | 133 | 162 | 250 | 343 | 343 |
| 20 | 97 | 118 | 131 | 160 | 248 | 341 | 341 |
| 21 | 95 | 116 | 129 | 158 | 246 | 339 | 339 |
| 22 | 93 | 113 | 126 | 156 | 244 | 337 | 337 |
| 23 | 91 | 111 | 124 | 153 | 241 | 335 | 335 |
| 24 | 88 | 109 | 122 | 151 | 239 | 332 | 332 |
| 25 | 86 | 107 | 120 | 149 | 237 | 330 | 330 |
| 26 | 84 | 105 | 118 | 147 | 235 | 328 | 328 |
| 27 | 82 | 103 | 115 | 145 | 233 | 326 | 326 |
| 28 | 80 | 100 | 113 | 143 | 231 | 324 | 324 |
| 29 | 78 | 99 | 111 | 141 | 229 | 322 | 322 |
| 30 | 76 | 97 | 110 | 139 | 227 | 320 | 320 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

121

135

141

164

284

380

3 464

2

120

133

140

162

283

378

2 571

3

118

132

141

166

276

391

1 936

4

117

133

143

169

273

390

1 494

5

117

134

146

170

272

380

1 182

6

117

135

146

172

270

366

958

7

118

136

147

173

269

362

792

8

117

136

148

174

268

362

665

9

116

136

148

176

267

360

567

10

116

136

149

178

266

360

488

11

115

135

148

178

266

359

423

12

114

134

147

177

264

358

370

13

112

133

146

175

263

356

356

14

111

132

145

174

262

355

355

15

109

129

142

172

260

353

353

16

107

127

140

170

257

351

351

17

104

124

137

167

255

348

348

18

102

122

135

165

252

346

346

19

100

120

133

162

250

343

343

20

97

118

131

160

248

341

341

21

95

116

129

158

246

339

339

22

93

113

126

156

244

337

337

23

91

111

124

153

241

335

335

24

88

109

122

151

239

332

332

25

86

107

120

149

237

330

330

26

84

105

118

147

235

328

328

27

82

103

115

145

233

326

326

28

80

100

113

143

231

324

324

29

78

99

111

141

229

322

322

30

76

97

110

139

227

320

320

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 5 | 12 | 34 | 155 | 307 | 3 149 |
| 2 | 0 | 7 | 14 | 36 | 157 | 345 | 2 334 |
| 3 | 1 | 9 | 18 | 43 | 153 | 358 | 1 757 |
| 4 | 1 | 11 | 22 | 48 | 152 | 357 | 1 355 |
| 5 | 1 | 14 | 26 | 50 | 153 | 348 | 1 073 |
| 6 | 2 | 17 | 29 | 54 | 153 | 334 | 869 |
| 7 | 2 | 20 | 31 | 57 | 153 | 318 | 719 |
| 8 | 2 | 21 | 32 | 59 | 153 | 301 | 604 |
| 9 | 3 | 22 | 34 | 62 | 153 | 284 | 514 |
| 10 | 4 | 22 | 35 | 64 | 153 | 267 | 443 |
| 11 | 4 | 23 | 36 | 65 | 153 | 251 | 384 |
| 12 | 4 | 22 | 35 | 65 | 152 | 246 | 337 |
| 13 | 4 | 22 | 35 | 64 | 152 | 245 | 296 |
| 14 | 4 | 22 | 38 | 64 | 152 | 245 | 263 |
| 15 | 5 | 22 | 41 | 64 | 152 | 245 | 245 |
| 16 | 6 | 21 | 43 | 64 | 151 | 245 | 245 |
| 17 | 6 | 21 | 45 | 64 | 152 | 245 | 245 |
| 18 | 6 | 21 | 48 | 64 | 152 | 245 | 245 |
| 19 | 7 | 22 | 50 | 64 | 152 | 245 | 245 |
| 20 | 7 | 22 | 53 | 64 | 152 | 246 | 246 |
| 21 | 7 | 23 | 55 | 65 | 153 | 246 | 246 |
| 22 | 8 | 23 | 57 | 65 | 153 | 246 | 246 |
| 23 | 8 | 23 | 60 | 66 | 153 | 247 | 247 |
| 24 | 8 | 23 | 62 | 66 | 154 | 247 | 247 |
| 25 | 9 | 24 | 65 | 68 | 154 | 247 | 247 |
| 26 | 9 | 24 | 67 | 70 | 154 | 247 | 247 |
| 27 | 10 | 24 | 70 | 72 | 154 | 247 | 247 |
| 28 | 10 | 24 | 72 | 74 | 154 | 247 | 247 |
| 29 | 10 | 25 | 75 | 75 | 154 | 248 | 248 |
| 30 | 11 | 25 | 77 | 77 | 154 | 248 | 248 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

12

34

155

307

3 149

2

0

7

14

36

157

345

2 334

3

1

9

18

43

153

358

1 757

4

1

11

22

48

152

357

1 355

5

1

14

26

50

153

348

1 073

6

2

17

29

54

153

334

869

7

2

20

31

57

153

318

719

8

2

21

32

59

153

301

604

9

3

22

34

62

153

284

514

10

4

22

35

64

153

267

443

11

4

23

36

65

153

251

384

12

4

22

35

65

152

246

337

13

4

22

35

64

152

245

296

14

4

22

38

64

152

245

263

15

5

22

41

64

152

245

245

16

6

21

43

64

151

245

245

17

6

21

45

64

152

245

245

18

6

21

48

64

152

245

245

19

7

22

50

64

152

245

245

20

7

22

53

64

152

246

246

21

7

23

55

65

153

246

246

22

8

23

57

65

153

246

246

23

8

23

60

66

153

247

247

24

8

23

62

66

154

247

247

25

9

24

65

68

154

247

247

26

9

24

67

70

154

247

247

27

10

24

70

72

154

247

247

28

10

24

72

74

154

247

247

29

10

25

75

75

154

248

248

30

11

25

77

77

154

248

248

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 44 | 51 | 73 | 194 | 306 | 3 143 |
| 2 | 31 | 44 | 51 | 73 | 194 | 344 | 2 329 |
| 3 | 29 | 44 | 52 | 77 | 188 | 357 | 1 752 |
| 4 | 28 | 44 | 54 | 80 | 184 | 356 | 1 351 |
| 5 | 28 | 45 | 57 | 81 | 183 | 347 | 1 069 |
| 6 | 31 | 48 | 60 | 85 | 184 | 333 | 865 |
| 7 | 29 | 48 | 58 | 84 | 181 | 317 | 715 |
| 8 | 33 | 52 | 63 | 90 | 184 | 300 | 600 |
| 9 | 32 | 52 | 64 | 92 | 183 | 282 | 511 |
| 10 | 27 | 47 | 60 | 89 | 177 | 271 | 440 |
| 11 | 22 | 43 | 55 | 85 | 173 | 266 | 382 |
| 12 | 19 | 39 | 52 | 81 | 169 | 263 | 334 |
| 13 | 16 | 37 | 50 | 79 | 167 | 260 | 294 |
| 14 | 14 | 35 | 48 | 77 | 165 | 258 | 260 |
| 15 | 13 | 33 | 46 | 76 | 163 | 257 | 257 |
| 16 | 11 | 32 | 45 | 74 | 162 | 255 | 255 |
| 17 | 10 | 31 | 45 | 73 | 161 | 254 | 254 |
| 18 | 10 | 30 | 48 | 72 | 160 | 254 | 254 |
| 19 | 9 | 30 | 49 | 72 | 160 | 253 | 253 |
| 20 | 9 | 30 | 52 | 72 | 160 | 253 | 253 |
| 21 | 9 | 30 | 54 | 72 | 160 | 253 | 253 |
| 22 | 9 | 30 | 57 | 72 | 160 | 253 | 253 |
| 23 | 9 | 30 | 60 | 72 | 160 | 253 | 253 |
| 24 | 9 | 30 | 62 | 72 | 160 | 253 | 253 |
| 25 | 9 | 30 | 65 | 72 | 160 | 253 | 253 |
| 26 | 9 | 29 | 66 | 72 | 160 | 253 | 253 |
| 27 | 9 | 29 | 70 | 72 | 159 | 253 | 253 |
| 28 | 10 | 29 | 72 | 73 | 159 | 253 | 253 |
| 29 | 10 | 29 | 74 | 75 | 159 | 252 | 252 |
| 30 | 11 | 29 | 77 | 77 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

51

73

194

306

3 143

2

31

44

51

73

194

344

2 329

3

29

44

52

77

188

357

1 752

4

28

44

54

80

184

356

1 351

5

28

45

57

81

183

347

1 069

6

31

48

60

85

184

333

865

7

29

48

58

84

181

317

715

8

33

52

63

90

184

300

600

9

32

52

64

92

183

282

511

10

27

47

60

89

177

271

440

11

22

43

55

85

173

266

382

12

19

39

52

81

169

263

334

13

16

37

50

79

167

260

294

14

14

35

48

77

165

258

260

15

13

33

46

76

163

257

257

16

11

32

45

74

162

255

255

17

10

31

45

73

161

254

254

18

10

30

48

72

160

254

254

19

9

30

49

72

160

253

253

20

9

30

52

72

160

253

253

21

9

30

54

72

160

253

253

22

9

30

57

72

160

253

253

23

9

30

60

72

160

253

253

24

9

30

62

72

160

253

253

25

9

30

65

72

160

253

253

26

9

29

66

72

160

253

253

27

9

29

70

72

159

253

253

28

10

29

72

73

159

253

253

29

10

29

74

75

159

252

252

30

11

29

77

77

159

252

252

3.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 194 | 207 | 214 | 236 | 357 | 452 | 4 245 |
| 2 | 190 | 203 | 210 | 232 | 353 | 448 | 3 103 |
| 3 | 184 | 199 | 207 | 232 | 343 | 455 | 2 305 |
| 4 | 180 | 195 | 205 | 231 | 335 | 449 | 1 757 |
| 5 | 175 | 192 | 204 | 228 | 330 | 435 | 1 381 |
| 6 | 172 | 189 | 201 | 226 | 325 | 418 | 1 109 |
| 7 | 169 | 187 | 198 | 224 | 320 | 414 | 909 |
| 8 | 164 | 184 | 195 | 222 | 316 | 409 | 758 |
| 9 | 160 | 180 | 192 | 221 | 312 | 405 | 642 |
| 10 | 156 | 177 | 190 | 218 | 307 | 401 | 550 |
| 11 | 152 | 173 | 186 | 215 | 303 | 396 | 475 |
| 12 | 148 | 169 | 182 | 211 | 299 | 392 | 414 |
| 13 | 144 | 165 | 178 | 207 | 295 | 388 | 388 |
| 14 | 140 | 161 | 174 | 203 | 291 | 384 | 384 |
| 15 | 137 | 157 | 170 | 200 | 288 | 381 | 381 |
| 16 | 134 | 154 | 167 | 196 | 284 | 377 | 377 |
| 17 | 130 | 151 | 164 | 193 | 281 | 374 | 374 |
| 18 | 127 | 148 | 161 | 190 | 278 | 371 | 371 |
| 19 | 124 | 145 | 158 | 187 | 275 | 368 | 368 |
| 20 | 122 | 142 | 155 | 185 | 272 | 366 | 366 |
| 21 | 119 | 140 | 152 | 182 | 270 | 363 | 363 |
| 22 | 116 | 137 | 150 | 179 | 267 | 360 | 360 |
| 23 | 114 | 134 | 147 | 177 | 264 | 358 | 358 |
| 24 | 111 | 132 | 145 | 174 | 262 | 355 | 355 |
| 25 | 109 | 129 | 142 | 171 | 259 | 353 | 353 |
| 26 | 106 | 127 | 140 | 169 | 257 | 350 | 350 |
| 27 | 104 | 124 | 137 | 167 | 255 | 348 | 348 |
| 28 | 102 | 122 | 135 | 164 | 252 | 346 | 346 |
| 29 | 99 | 120 | 133 | 162 | 250 | 343 | 343 |
| 30 | 97 | 118 | 131 | 160 | 248 | 341 | 341 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

194

207

214

236

357

452

4 245

2

190

203

210

232

353

448

3 103

3

184

199

207

232

343

455

2 305

4

180

195

205

231

335

449

1 757

5

175

192

204

228

330

435

1 381

6

172

189

201

226

325

418

1 109

7

169

187

198

224

320

414

909

8

164

184

195

222

316

409

758

9

160

180

192

221

312

405

642

10

156

177

190

218

307

401

550

11

152

173

186

215

303

396

475

12

148

169

182

211

299

392

414

13

144

165

178

207

295

388

388

14

140

161

174

203

291

384

384

15

137

157

170

200

288

381

381

16

134

154

167

196

284

377

377

17

130

151

164

193

281

374

374

18

127

148

161

190

278

371

371

19

124

145

158

187

275

368

368

20

122

142

155

185

272

366

366

21

119

140

152

182

270

363

363

22

116

137

150

179

267

360

360

23

114

134

147

177

264

358

358

24

111

132

145

174

262

355

355

25

109

129

142

171

259

353

353

26

106

127

140

169

257

350

350

27

104

124

137

167

255

348

348

28

102

122

135

164

252

346

346

29

99

120

133

162

250

343

343

30

97

118

131

160

248

341

341

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 26 | 52 | 173 | 308 | 3 164 |
| 2 | 0 | 14 | 26 | 52 | 173 | 346 | 2 342 |
| 3 | 1 | 17 | 28 | 57 | 169 | 359 | 1 761 |
| 4 | 1 | 20 | 32 | 62 | 168 | 358 | 1 358 |
| 5 | 2 | 23 | 37 | 67 | 169 | 348 | 1 074 |
| 6 | 4 | 26 | 39 | 69 | 170 | 335 | 871 |
| 7 | 7 | 30 | 42 | 71 | 170 | 319 | 720 |
| 8 | 9 | 34 | 46 | 74 | 170 | 301 | 604 |
| 9 | 11 | 37 | 49 | 76 | 170 | 284 | 515 |
| 10 | 12 | 38 | 51 | 77 | 170 | 267 | 443 |
| 11 | 12 | 40 | 52 | 78 | 170 | 263 | 385 |
| 12 | 13 | 41 | 54 | 79 | 170 | 263 | 337 |
| 13 | 14 | 42 | 54 | 80 | 170 | 263 | 297 |
| 14 | 14 | 43 | 55 | 80 | 170 | 263 | 263 |
| 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 | 170 | 264 | 264 |
| 21 | 14 | 43 | 55 | 80 | 171 | 264 | 264 |
| 22 | 14 | 43 | 57 | 80 | 171 | 264 | 264 |
| 23 | 14 | 43 | 60 | 80 | 171 | 264 | 264 |
| 24 | 14 | 43 | 62 | 80 | 171 | 264 | 264 |
| 25 | 14 | 43 | 65 | 80 | 171 | 264 | 264 |
| 26 | 14 | 43 | 67 | 80 | 171 | 264 | 264 |
| 27 | 14 | 43 | 70 | 80 | 170 | 264 | 264 |
| 28 | 14 | 43 | 72 | 80 | 170 | 263 | 263 |
| 29 | 14 | 43 | 75 | 80 | 170 | 263 | 263 |
| 30 | 14 | 43 | 77 | 80 | 170 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

26

52

173

308

3 164

2

0

14

26

52

173

346

2 342

3

1

17

28

57

169

359

1 761

4

1

20

32

62

168

358

1 358

5

2

23

37

67

169

348

1 074

6

4

26

39

69

170

335

871

7

7

30

42

71

170

319

720

8

9

34

46

74

170

301

604

9

11

37

49

76

170

284

515

10

12

38

51

77

170

267

443

11

12

40

52

78

170

263

385

12

13

41

54

79

170

263

337

13

14

42

54

80

170

263

297

14

14

43

55

80

170

263

263

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

170

264

264

21

14

43

55

80

171

264

264

22

14

43

57

80

171

264

264

23

14

43

60

80

171

264

264

24

14

43

62

80

171

264

264

25

14

43

65

80

171

264

264

26

14

43

67

80

171

264

264

27

14

43

70

80

170

264

264

28

14

43

72

80

170

263

263

29

14

43

75

80

170

263

263

30

14

43

77

80

170

263

263

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 12 | 133 | 298 | 3 058 |
| 2 | 0 | 1 | 6 | 14 | 131 | 336 | 2 267 |
| 3 | 1 | 1 | 9 | 17 | 125 | 349 | 1 706 |
| 4 | 1 | 3 | 11 | 19 | 121 | 348 | 1 315 |
| 5 | 1 | 4 | 14 | 22 | 120 | 338 | 1 041 |
| 6 | 2 | 4 | 16 | 25 | 120 | 325 | 843 |
| 7 | 2 | 6 | 19 | 28 | 119 | 309 | 697 |
| 8 | 2 | 6 | 22 | 30 | 119 | 293 | 586 |
| 9 | 2 | 7 | 25 | 32 | 119 | 276 | 499 |
| 10 | 4 | 8 | 27 | 34 | 119 | 259 | 429 |
| 11 | 4 | 9 | 29 | 37 | 120 | 243 | 373 |
| 12 | 4 | 10 | 32 | 39 | 120 | 228 | 326 |
| 13 | 4 | 10 | 35 | 41 | 120 | 214 | 287 |
| 14 | 4 | 11 | 36 | 43 | 120 | 213 | 255 |
| 15 | 5 | 12 | 39 | 46 | 121 | 214 | 227 |
| 16 | 5 | 12 | 42 | 48 | 121 | 214 | 214 |
| 17 | 6 | 14 | 44 | 49 | 121 | 214 | 214 |
| 18 | 6 | 15 | 46 | 52 | 122 | 215 | 215 |
| 19 | 7 | 15 | 49 | 54 | 122 | 215 | 215 |
| 20 | 7 | 17 | 52 | 56 | 123 | 216 | 216 |
| 21 | 7 | 17 | 53 | 58 | 124 | 217 | 217 |
| 22 | 8 | 18 | 56 | 59 | 125 | 217 | 217 |
| 23 | 8 | 18 | 58 | 62 | 126 | 217 | 217 |
| 24 | 8 | 20 | 61 | 64 | 129 | 218 | 218 |
| 25 | 9 | 20 | 63 | 66 | 130 | 218 | 218 |
| 26 | 9 | 21 | 66 | 68 | 130 | 218 | 218 |
| 27 | 9 | 22 | 67 | 70 | 132 | 218 | 218 |
| 28 | 10 | 23 | 70 | 71 | 133 | 218 | 218 |
| 29 | 10 | 23 | 73 | 73 | 134 | 218 | 218 |
| 30 | 10 | 25 | 75 | 75 | 135 | 218 | 218 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

12

133

298

3 058

2

0

1

6

14

131

336

2 267

3

1

1

9

17

125

349

1 706

4

1

3

11

19

121

348

1 315

5

1

4

14

22

120

338

1 041

6

2

4

16

25

120

325

843

7

2

6

19

28

119

309

697

8

2

6

22

30

119

293

586

9

2

7

25

32

119

276

499

10

4

8

27

34

119

259

429

11

4

9

29

37

120

243

373

12

4

10

32

39

120

228

326

13

4

10

35

41

120

214

287

14

4

11

36

43

120

213

255

15

5

12

39

46

121

214

227

16

5

12

42

48

121

214

214

17

6

14

44

49

121

214

214

18

6

15

46

52

122

215

215

19

7

15

49

54

122

215

215

20

7

17

52

56

123

216

216

21

7

17

53

58

124

217

217

22

8

18

56

59

125

217

217

23

8

18

58

62

126

217

217

24

8

20

61

64

129

218

218

25

9

20

63

66

130

218

218

26

9

21

66

68

130

218

218

27

9

22

67

70

132

218

218

28

10

23

70

71

133

218

218

29

10

23

73

73

134

218

218

30

10

25

75

75

135

218

218

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 9 |
| Euro | Belgium | 9 |
| Euro | Cyprus | 9 |
| Euro | Estonia | 9 |
| Euro | Finland | 9 |
| Euro | France | 9 |
| Euro | Germany | 9 |
| Euro | Greece | 9 |
| Euro | Ireland | 9 |
| Euro | Italy | 9 |
| Euro | Latvia | 9 |
| Euro | Lithuania | 9 |
| Euro | Luxembourg | 9 |
| Euro | Malta | 9 |
| Euro | Netherlands | 9 |
| Euro | Portugal | 9 |
| Euro | Slovakia | 9 |
| Euro | Slovenia | 9 |
| Euro | Spain | 9 |
| Czech koruna | Czech Republic | 12 |
| Danish krone | Denmark | 5 |
| Forint | Hungary | 3 |
| Krona | Sweden | 9 |
| Kuna | Croatia | – 1 |
| Lev | Bulgaria | 2 |
| Pound sterling | United Kingdom | 20 |
| Romanian leu | Romania | 4 |
| Zloty | Poland | 11 |
| Króna | Iceland | – 1 |
| Norwegian krone | Norway | 40 |
| Swiss franc | Liechtenstein | 6 |
| Swiss franc | Switzerland | 6 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 31 |
| US dollar | United States | 37 |
| Yen | Japan | 1 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

9

Euro

Belgium

9

Euro

Cyprus

9

Euro

Estonia

9

Euro

Finland

9

Euro

France

9

Euro

Germany

9

Euro

Greece

9

Euro

Ireland

9

Euro

Italy

9

Euro

Latvia

9

Euro

Lithuania

9

Euro

Luxembourg

9

Euro

Malta

9

Euro

Netherlands

9

Euro

Portugal

9

Euro

Slovakia

9

Euro

Slovenia

9

Euro

Spain

9

Czech koruna

Czech Republic

12

Danish krone

Denmark

5

Forint

Hungary

3

Krona

Sweden

9

Kuna

Croatia

– 1

Lev

Bulgaria

2

Pound sterling

United Kingdom

20

Romanian leu

Romania

4

Zloty

Poland

11

Króna

Iceland

– 1

Norwegian krone

Norway

40

Swiss franc

Liechtenstein

6

Swiss franc

Switzerland

6

Australian dollar

Australia

10

Canadian dollar

Canada

31

US dollar

United States

37

Yen

Japan

1

---