# L_2020150EN.01003401.xml

| 13.5.2020 | EN | Official Journal of the European Union | L 150/34 |
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13.5.2020

EN

Official Journal of the European Union

L 150/34

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COMMISSION IMPLEMENTING REGULATION (EU) 2020/641

of 12 May 2020

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020 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 3 April 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2020 market data. That information was published on 3 April 2020 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 3 April 2020, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2020 market data. That information was published on 3 April 2020 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2020 until 29 June 2020.

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

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

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

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

(b)

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

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

(c)

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

Article 2

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

It shall apply from 31 March 2020.

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

Done at Brussels, 12 May 2020.

For the Commission

The President

Ursula VON DER LEYEN

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(1)  
  OJ L 335, 17.12.2009, p. 1.

1

(2)  Regulation (EU) No 182/2011 of the European Parliament and of the Council of 16 February 2011 laying down the rules and general principles concerning mechanisms for control by Member States of the Commission’s exercise of implementing powers (OJ L 55, 28.2.2011, p. 13).

2

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ANNEX I

Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment

| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,405 % | 0,665 % | -0,415 % | 0,740 % | 0,062 % | 0,141 % |
| 2 | -0,415 % | 0,605 % | -0,425 % | 0,891 % | 0,036 % | 0,256 % |
| 3 | -0,395 % | 0,601 % | -0,405 % | 1,050 % | 0,046 % | 0,372 % |
| 4 | -0,365 % | 0,616 % | -0,375 % | 1,226 % | 0,066 % | 0,486 % |
| 5 | -0,325 % | 0,630 % | -0,335 % | 1,413 % | 0,096 % | 0,600 % |
| 6 | -0,286 % | 0,640 % | -0,296 % | 1,605 % | 0,131 % | 0,713 % |
| 7 | -0,246 % | 0,645 % | -0,256 % | 1,795 % | 0,169 % | 0,826 % |
| 8 | -0,206 % | 0,648 % | -0,216 % | 1,980 % | 0,179 % | 0,939 % |
| 9 | -0,156 % | 0,648 % | -0,166 % | 2,156 % | 0,206 % | 1,052 % |
| 10 | -0,116 % | 0,645 % | -0,126 % | 2,322 % | 0,291 % | 1,161 % |
| 11 | -0,074 % | 0,642 % | -0,084 % | 2,481 % | 0,450 % | 1,266 % |
| 12 | -0,040 % | 0,644 % | -0,050 % | 2,631 % | 0,642 % | 1,365 % |
| 13 | 0,005 % | 0,656 % | -0,005 % | 2,771 % | 0,834 % | 1,459 % |
| 14 | 0,040 % | 0,680 % | 0,029 % | 2,897 % | 1,016 % | 1,549 % |
| 15 | 0,056 % | 0,719 % | 0,046 % | 3,011 % | 1,184 % | 1,633 % |
| 16 | 0,060 % | 0,771 % | 0,050 % | 3,110 % | 1,335 % | 1,712 % |
| 17 | 0,062 % | 0,834 % | 0,052 % | 3,198 % | 1,472 % | 1,787 % |
| 18 | 0,070 % | 0,903 % | 0,060 % | 3,275 % | 1,595 % | 1,858 % |
| 19 | 0,089 % | 0,975 % | 0,079 % | 3,344 % | 1,706 % | 1,925 % |
| 20 | 0,124 % | 1,049 % | 0,114 % | 3,406 % | 1,806 % | 1,988 % |
| 21 | 0,175 % | 1,123 % | 0,165 % | 3,462 % | 1,898 % | 2,048 % |
| 22 | 0,238 % | 1,196 % | 0,228 % | 3,513 % | 1,981 % | 2,104 % |
| 23 | 0,308 % | 1,268 % | 0,299 % | 3,559 % | 2,057 % | 2,158 % |
| 24 | 0,384 % | 1,339 % | 0,375 % | 3,601 % | 2,127 % | 2,208 % |
| 25 | 0,462 % | 1,407 % | 0,453 % | 3,640 % | 2,191 % | 2,256 % |
| 26 | 0,542 % | 1,473 % | 0,533 % | 3,675 % | 2,251 % | 2,302 % |
| 27 | 0,622 % | 1,537 % | 0,613 % | 3,708 % | 2,306 % | 2,345 % |
| 28 | 0,700 % | 1,599 % | 0,692 % | 3,738 % | 2,357 % | 2,386 % |
| 29 | 0,778 % | 1,658 % | 0,770 % | 3,766 % | 2,405 % | 2,425 % |
| 30 | 0,854 % | 1,714 % | 0,846 % | 3,792 % | 2,450 % | 2,462 % |
| 31 | 0,927 % | 1,769 % | 0,920 % | 3,817 % | 2,491 % | 2,498 % |
| 32 | 0,999 % | 1,821 % | 0,991 % | 3,839 % | 2,530 % | 2,532 % |
| 33 | 1,068 % | 1,871 % | 1,061 % | 3,861 % | 2,567 % | 2,564 % |
| 34 | 1,135 % | 1,919 % | 1,128 % | 3,881 % | 2,602 % | 2,594 % |
| 35 | 1,199 % | 1,965 % | 1,192 % | 3,900 % | 2,634 % | 2,624 % |
| 36 | 1,261 % | 2,010 % | 1,255 % | 3,917 % | 2,665 % | 2,652 % |
| 37 | 1,321 % | 2,052 % | 1,315 % | 3,934 % | 2,694 % | 2,679 % |
| 38 | 1,379 % | 2,092 % | 1,372 % | 3,950 % | 2,722 % | 2,704 % |
| 39 | 1,434 % | 2,131 % | 1,428 % | 3,965 % | 2,748 % | 2,729 % |
| 40 | 1,487 % | 2,169 % | 1,481 % | 3,979 % | 2,773 % | 2,752 % |
| 41 | 1,538 % | 2,205 % | 1,532 % | 3,992 % | 2,797 % | 2,775 % |
| 42 | 1,587 % | 2,239 % | 1,581 % | 4,005 % | 2,819 % | 2,796 % |
| 43 | 1,634 % | 2,272 % | 1,629 % | 4,017 % | 2,841 % | 2,817 % |
| 44 | 1,680 % | 2,304 % | 1,674 % | 4,029 % | 2,862 % | 2,837 % |
| 45 | 1,724 % | 2,334 % | 1,718 % | 4,040 % | 2,881 % | 2,856 % |
| 46 | 1,766 % | 2,364 % | 1,760 % | 4,050 % | 2,900 % | 2,875 % |
| 47 | 1,806 % | 2,392 % | 1,801 % | 4,060 % | 2,918 % | 2,892 % |
| 48 | 1,845 % | 2,419 % | 1,840 % | 4,070 % | 2,935 % | 2,910 % |
| 49 | 1,883 % | 2,445 % | 1,878 % | 4,079 % | 2,952 % | 2,926 % |
| 50 | 1,919 % | 2,470 % | 1,914 % | 4,088 % | 2,968 % | 2,942 % |
| 51 | 1,954 % | 2,495 % | 1,949 % | 4,096 % | 2,983 % | 2,957 % |
| 52 | 1,987 % | 2,518 % | 1,983 % | 4,104 % | 2,998 % | 2,972 % |
| 53 | 2,020 % | 2,541 % | 2,015 % | 4,112 % | 3,012 % | 2,986 % |
| 54 | 2,051 % | 2,563 % | 2,046 % | 4,119 % | 3,025 % | 3,000 % |
| 55 | 2,081 % | 2,584 % | 2,077 % | 4,126 % | 3,039 % | 3,013 % |
| 56 | 2,111 % | 2,604 % | 2,106 % | 4,133 % | 3,051 % | 3,026 % |
| 57 | 2,139 % | 2,624 % | 2,134 % | 4,140 % | 3,063 % | 3,038 % |
| 58 | 2,166 % | 2,643 % | 2,162 % | 4,146 % | 3,075 % | 3,050 % |
| 59 | 2,193 % | 2,661 % | 2,188 % | 4,153 % | 3,087 % | 3,062 % |
| 60 | 2,218 % | 2,679 % | 2,214 % | 4,159 % | 3,098 % | 3,073 % |
| 61 | 2,243 % | 2,697 % | 2,239 % | 4,164 % | 3,108 % | 3,084 % |
| 62 | 2,267 % | 2,713 % | 2,263 % | 4,170 % | 3,119 % | 3,095 % |
| 63 | 2,290 % | 2,730 % | 2,286 % | 4,175 % | 3,129 % | 3,105 % |
| 64 | 2,313 % | 2,745 % | 2,309 % | 4,180 % | 3,138 % | 3,115 % |
| 65 | 2,335 % | 2,761 % | 2,331 % | 4,185 % | 3,148 % | 3,124 % |
| 66 | 2,356 % | 2,776 % | 2,352 % | 4,190 % | 3,157 % | 3,134 % |
| 67 | 2,376 % | 2,790 % | 2,373 % | 4,195 % | 3,166 % | 3,143 % |
| 68 | 2,396 % | 2,804 % | 2,393 % | 4,200 % | 3,174 % | 3,152 % |
| 69 | 2,416 % | 2,818 % | 2,412 % | 4,204 % | 3,183 % | 3,160 % |
| 70 | 2,435 % | 2,831 % | 2,431 % | 4,208 % | 3,191 % | 3,169 % |
| 71 | 2,453 % | 2,844 % | 2,450 % | 4,213 % | 3,199 % | 3,177 % |
| 72 | 2,471 % | 2,856 % | 2,468 % | 4,217 % | 3,206 % | 3,185 % |
| 73 | 2,488 % | 2,868 % | 2,485 % | 4,221 % | 3,214 % | 3,192 % |
| 74 | 2,505 % | 2,880 % | 2,502 % | 4,224 % | 3,221 % | 3,200 % |
| 75 | 2,522 % | 2,892 % | 2,518 % | 4,228 % | 3,228 % | 3,207 % |
| 76 | 2,538 % | 2,903 % | 2,535 % | 4,232 % | 3,235 % | 3,214 % |
| 77 | 2,553 % | 2,914 % | 2,550 % | 4,235 % | 3,241 % | 3,221 % |
| 78 | 2,569 % | 2,924 % | 2,566 % | 4,239 % | 3,248 % | 3,228 % |
| 79 | 2,584 % | 2,935 % | 2,580 % | 4,242 % | 3,254 % | 3,234 % |
| 80 | 2,598 % | 2,945 % | 2,595 % | 4,245 % | 3,260 % | 3,241 % |
| 81 | 2,612 % | 2,955 % | 2,609 % | 4,249 % | 3,266 % | 3,247 % |
| 82 | 2,626 % | 2,965 % | 2,623 % | 4,252 % | 3,272 % | 3,253 % |
| 83 | 2,639 % | 2,974 % | 2,636 % | 4,255 % | 3,278 % | 3,259 % |
| 84 | 2,653 % | 2,983 % | 2,650 % | 4,258 % | 3,284 % | 3,265 % |
| 85 | 2,665 % | 2,992 % | 2,662 % | 4,261 % | 3,289 % | 3,271 % |
| 86 | 2,678 % | 3,001 % | 2,675 % | 4,263 % | 3,294 % | 3,276 % |
| 87 | 2,690 % | 3,009 % | 2,687 % | 4,266 % | 3,300 % | 3,282 % |
| 88 | 2,702 % | 3,018 % | 2,699 % | 4,269 % | 3,305 % | 3,287 % |
| 89 | 2,714 % | 3,026 % | 2,711 % | 4,271 % | 3,310 % | 3,292 % |
| 90 | 2,725 % | 3,034 % | 2,723 % | 4,274 % | 3,315 % | 3,297 % |
| 91 | 2,737 % | 3,042 % | 2,734 % | 4,276 % | 3,319 % | 3,302 % |
| 92 | 2,748 % | 3,050 % | 2,745 % | 4,279 % | 3,324 % | 3,307 % |
| 93 | 2,758 % | 3,057 % | 2,756 % | 4,281 % | 3,329 % | 3,312 % |
| 94 | 2,769 % | 3,064 % | 2,766 % | 4,284 % | 3,333 % | 3,316 % |
| 95 | 2,779 % | 3,072 % | 2,776 % | 4,286 % | 3,338 % | 3,321 % |
| 96 | 2,789 % | 3,079 % | 2,787 % | 4,288 % | 3,342 % | 3,325 % |
| 97 | 2,799 % | 3,086 % | 2,796 % | 4,290 % | 3,346 % | 3,330 % |
| 98 | 2,809 % | 3,092 % | 2,806 % | 4,293 % | 3,350 % | 3,334 % |
| 99 | 2,818 % | 3,099 % | 2,816 % | 4,295 % | 3,354 % | 3,338 % |
| 100 | 2,827 % | 3,105 % | 2,825 % | 4,297 % | 3,358 % | 3,342 % |
| 101 | 2,836 % | 3,112 % | 2,834 % | 4,299 % | 3,362 % | 3,346 % |
| 102 | 2,845 % | 3,118 % | 2,843 % | 4,301 % | 3,366 % | 3,350 % |
| 103 | 2,854 % | 3,124 % | 2,852 % | 4,303 % | 3,370 % | 3,354 % |
| 104 | 2,863 % | 3,130 % | 2,860 % | 4,305 % | 3,373 % | 3,358 % |
| 105 | 2,871 % | 3,136 % | 2,869 % | 4,306 % | 3,377 % | 3,362 % |
| 106 | 2,879 % | 3,142 % | 2,877 % | 4,308 % | 3,380 % | 3,365 % |
| 107 | 2,887 % | 3,147 % | 2,885 % | 4,310 % | 3,384 % | 3,369 % |
| 108 | 2,895 % | 3,153 % | 2,893 % | 4,312 % | 3,387 % | 3,372 % |
| 109 | 2,903 % | 3,158 % | 2,901 % | 4,314 % | 3,390 % | 3,376 % |
| 110 | 2,911 % | 3,164 % | 2,909 % | 4,315 % | 3,394 % | 3,379 % |
| 111 | 2,918 % | 3,169 % | 2,916 % | 4,317 % | 3,397 % | 3,383 % |
| 112 | 2,926 % | 3,174 % | 2,924 % | 4,319 % | 3,400 % | 3,386 % |
| 113 | 2,933 % | 3,179 % | 2,931 % | 4,320 % | 3,403 % | 3,389 % |
| 114 | 2,940 % | 3,184 % | 2,938 % | 4,322 % | 3,406 % | 3,392 % |
| 115 | 2,947 % | 3,189 % | 2,945 % | 4,323 % | 3,409 % | 3,395 % |
| 116 | 2,954 % | 3,194 % | 2,952 % | 4,325 % | 3,412 % | 3,398 % |
| 117 | 2,961 % | 3,199 % | 2,959 % | 4,326 % | 3,415 % | 3,401 % |
| 118 | 2,968 % | 3,203 % | 2,965 % | 4,328 % | 3,418 % | 3,404 % |
| 119 | 2,974 % | 3,208 % | 2,972 % | 4,329 % | 3,421 % | 3,407 % |
| 120 | 2,981 % | 3,213 % | 2,978 % | 4,331 % | 3,423 % | 3,410 % |
| 121 | 2,987 % | 3,217 % | 2,985 % | 4,332 % | 3,426 % | 3,413 % |
| 122 | 2,993 % | 3,221 % | 2,991 % | 4,333 % | 3,429 % | 3,416 % |
| 123 | 2,999 % | 3,226 % | 2,997 % | 4,335 % | 3,431 % | 3,418 % |
| 124 | 3,005 % | 3,230 % | 3,003 % | 4,336 % | 3,434 % | 3,421 % |
| 125 | 3,011 % | 3,234 % | 3,009 % | 4,337 % | 3,436 % | 3,424 % |
| 126 | 3,017 % | 3,238 % | 3,015 % | 4,339 % | 3,439 % | 3,426 % |
| 127 | 3,023 % | 3,242 % | 3,021 % | 4,340 % | 3,441 % | 3,429 % |
| 128 | 3,028 % | 3,246 % | 3,027 % | 4,341 % | 3,444 % | 3,431 % |
| 129 | 3,034 % | 3,250 % | 3,032 % | 4,342 % | 3,446 % | 3,434 % |
| 130 | 3,040 % | 3,254 % | 3,038 % | 4,344 % | 3,448 % | 3,436 % |
| 131 | 3,045 % | 3,258 % | 3,043 % | 4,345 % | 3,451 % | 3,439 % |
| 132 | 3,050 % | 3,261 % | 3,048 % | 4,346 % | 3,453 % | 3,441 % |
| 133 | 3,056 % | 3,265 % | 3,054 % | 4,347 % | 3,455 % | 3,443 % |
| 134 | 3,061 % | 3,269 % | 3,059 % | 4,348 % | 3,457 % | 3,446 % |
| 135 | 3,066 % | 3,272 % | 3,064 % | 4,350 % | 3,460 % | 3,448 % |
| 136 | 3,071 % | 3,276 % | 3,069 % | 4,351 % | 3,462 % | 3,450 % |
| 137 | 3,076 % | 3,279 % | 3,074 % | 4,352 % | 3,464 % | 3,452 % |
| 138 | 3,081 % | 3,282 % | 3,079 % | 4,353 % | 3,466 % | 3,454 % |
| 139 | 3,085 % | 3,286 % | 3,084 % | 4,354 % | 3,468 % | 3,457 % |
| 140 | 3,090 % | 3,289 % | 3,088 % | 4,355 % | 3,470 % | 3,459 % |
| 141 | 3,095 % | 3,292 % | 3,093 % | 4,356 % | 3,472 % | 3,461 % |
| 142 | 3,099 % | 3,296 % | 3,098 % | 4,357 % | 3,474 % | 3,463 % |
| 143 | 3,104 % | 3,299 % | 3,102 % | 4,358 % | 3,476 % | 3,465 % |
| 144 | 3,108 % | 3,302 % | 3,107 % | 4,359 % | 3,478 % | 3,467 % |
| 145 | 3,113 % | 3,305 % | 3,111 % | 4,360 % | 3,480 % | 3,469 % |
| 146 | 3,117 % | 3,308 % | 3,115 % | 4,361 % | 3,481 % | 3,471 % |
| 147 | 3,121 % | 3,311 % | 3,120 % | 4,362 % | 3,483 % | 3,472 % |
| 148 | 3,126 % | 3,314 % | 3,124 % | 4,363 % | 3,485 % | 3,474 % |
| 149 | 3,130 % | 3,317 % | 3,128 % | 4,364 % | 3,487 % | 3,476 % |
| 150 | 3,134 % | 3,320 % | 3,132 % | 4,365 % | 3,489 % | 3,478 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,405 %

0,665 %

-0,415 %

0,740 %

0,062 %

0,141 %

2

-0,415 %

0,605 %

-0,425 %

0,891 %

0,036 %

0,256 %

3

-0,395 %

0,601 %

-0,405 %

1,050 %

0,046 %

0,372 %

4

-0,365 %

0,616 %

-0,375 %

1,226 %

0,066 %

0,486 %

5

-0,325 %

0,630 %

-0,335 %

1,413 %

0,096 %

0,600 %

6

-0,286 %

0,640 %

-0,296 %

1,605 %

0,131 %

0,713 %

7

-0,246 %

0,645 %

-0,256 %

1,795 %

0,169 %

0,826 %

8

-0,206 %

0,648 %

-0,216 %

1,980 %

0,179 %

0,939 %

9

-0,156 %

0,648 %

-0,166 %

2,156 %

0,206 %

1,052 %

10

-0,116 %

0,645 %

-0,126 %

2,322 %

0,291 %

1,161 %

11

-0,074 %

0,642 %

-0,084 %

2,481 %

0,450 %

1,266 %

12

-0,040 %

0,644 %

-0,050 %

2,631 %

0,642 %

1,365 %

13

0,005 %

0,656 %

-0,005 %

2,771 %

0,834 %

1,459 %

14

0,040 %

0,680 %

0,029 %

2,897 %

1,016 %

1,549 %

15

0,056 %

0,719 %

0,046 %

3,011 %

1,184 %

1,633 %

16

0,060 %

0,771 %

0,050 %

3,110 %

1,335 %

1,712 %

17

0,062 %

0,834 %

0,052 %

3,198 %

1,472 %

1,787 %

18

0,070 %

0,903 %

0,060 %

3,275 %

1,595 %

1,858 %

19

0,089 %

0,975 %

0,079 %

3,344 %

1,706 %

1,925 %

20

0,124 %

1,049 %

0,114 %

3,406 %

1,806 %

1,988 %

21

0,175 %

1,123 %

0,165 %

3,462 %

1,898 %

2,048 %

22

0,238 %

1,196 %

0,228 %

3,513 %

1,981 %

2,104 %

23

0,308 %

1,268 %

0,299 %

3,559 %

2,057 %

2,158 %

24

0,384 %

1,339 %

0,375 %

3,601 %

2,127 %

2,208 %

25

0,462 %

1,407 %

0,453 %

3,640 %

2,191 %

2,256 %

26

0,542 %

1,473 %

0,533 %

3,675 %

2,251 %

2,302 %

27

0,622 %

1,537 %

0,613 %

3,708 %

2,306 %

2,345 %

28

0,700 %

1,599 %

0,692 %

3,738 %

2,357 %

2,386 %

29

0,778 %

1,658 %

0,770 %

3,766 %

2,405 %

2,425 %

30

0,854 %

1,714 %

0,846 %

3,792 %

2,450 %

2,462 %

31

0,927 %

1,769 %

0,920 %

3,817 %

2,491 %

2,498 %

32

0,999 %

1,821 %

0,991 %

3,839 %

2,530 %

2,532 %

33

1,068 %

1,871 %

1,061 %

3,861 %

2,567 %

2,564 %

34

1,135 %

1,919 %

1,128 %

3,881 %

2,602 %

2,594 %

35

1,199 %

1,965 %

1,192 %

3,900 %

2,634 %

2,624 %

36

1,261 %

2,010 %

1,255 %

3,917 %

2,665 %

2,652 %

37

1,321 %

2,052 %

1,315 %

3,934 %

2,694 %

2,679 %

38

1,379 %

2,092 %

1,372 %

3,950 %

2,722 %

2,704 %

39

1,434 %

2,131 %

1,428 %

3,965 %

2,748 %

2,729 %

40

1,487 %

2,169 %

1,481 %

3,979 %

2,773 %

2,752 %

41

1,538 %

2,205 %

1,532 %

3,992 %

2,797 %

2,775 %

42

1,587 %

2,239 %

1,581 %

4,005 %

2,819 %

2,796 %

43

1,634 %

2,272 %

1,629 %

4,017 %

2,841 %

2,817 %

44

1,680 %

2,304 %

1,674 %

4,029 %

2,862 %

2,837 %

45

1,724 %

2,334 %

1,718 %

4,040 %

2,881 %

2,856 %

46

1,766 %

2,364 %

1,760 %

4,050 %

2,900 %

2,875 %

47

1,806 %

2,392 %

1,801 %

4,060 %

2,918 %

2,892 %

48

1,845 %

2,419 %

1,840 %

4,070 %

2,935 %

2,910 %

49

1,883 %

2,445 %

1,878 %

4,079 %

2,952 %

2,926 %

50

1,919 %

2,470 %

1,914 %

4,088 %

2,968 %

2,942 %

51

1,954 %

2,495 %

1,949 %

4,096 %

2,983 %

2,957 %

52

1,987 %

2,518 %

1,983 %

4,104 %

2,998 %

2,972 %

53

2,020 %

2,541 %

2,015 %

4,112 %

3,012 %

2,986 %

54

2,051 %

2,563 %

2,046 %

4,119 %

3,025 %

3,000 %

55

2,081 %

2,584 %

2,077 %

4,126 %

3,039 %

3,013 %

56

2,111 %

2,604 %

2,106 %

4,133 %

3,051 %

3,026 %

57

2,139 %

2,624 %

2,134 %

4,140 %

3,063 %

3,038 %

58

2,166 %

2,643 %

2,162 %

4,146 %

3,075 %

3,050 %

59

2,193 %

2,661 %

2,188 %

4,153 %

3,087 %

3,062 %

60

2,218 %

2,679 %

2,214 %

4,159 %

3,098 %

3,073 %

61

2,243 %

2,697 %

2,239 %

4,164 %

3,108 %

3,084 %

62

2,267 %

2,713 %

2,263 %

4,170 %

3,119 %

3,095 %

63

2,290 %

2,730 %

2,286 %

4,175 %

3,129 %

3,105 %

64

2,313 %

2,745 %

2,309 %

4,180 %

3,138 %

3,115 %

65

2,335 %

2,761 %

2,331 %

4,185 %

3,148 %

3,124 %

66

2,356 %

2,776 %

2,352 %

4,190 %

3,157 %

3,134 %

67

2,376 %

2,790 %

2,373 %

4,195 %

3,166 %

3,143 %

68

2,396 %

2,804 %

2,393 %

4,200 %

3,174 %

3,152 %

69

2,416 %

2,818 %

2,412 %

4,204 %

3,183 %

3,160 %

70

2,435 %

2,831 %

2,431 %

4,208 %

3,191 %

3,169 %

71

2,453 %

2,844 %

2,450 %

4,213 %

3,199 %

3,177 %

72

2,471 %

2,856 %

2,468 %

4,217 %

3,206 %

3,185 %

73

2,488 %

2,868 %

2,485 %

4,221 %

3,214 %

3,192 %

74

2,505 %

2,880 %

2,502 %

4,224 %

3,221 %

3,200 %

75

2,522 %

2,892 %

2,518 %

4,228 %

3,228 %

3,207 %

76

2,538 %

2,903 %

2,535 %

4,232 %

3,235 %

3,214 %

77

2,553 %

2,914 %

2,550 %

4,235 %

3,241 %

3,221 %

78

2,569 %

2,924 %

2,566 %

4,239 %

3,248 %

3,228 %

79

2,584 %

2,935 %

2,580 %

4,242 %

3,254 %

3,234 %

80

2,598 %

2,945 %

2,595 %

4,245 %

3,260 %

3,241 %

81

2,612 %

2,955 %

2,609 %

4,249 %

3,266 %

3,247 %

82

2,626 %

2,965 %

2,623 %

4,252 %

3,272 %

3,253 %

83

2,639 %

2,974 %

2,636 %

4,255 %

3,278 %

3,259 %

84

2,653 %

2,983 %

2,650 %

4,258 %

3,284 %

3,265 %

85

2,665 %

2,992 %

2,662 %

4,261 %

3,289 %

3,271 %

86

2,678 %

3,001 %

2,675 %

4,263 %

3,294 %

3,276 %

87

2,690 %

3,009 %

2,687 %

4,266 %

3,300 %

3,282 %

88

2,702 %

3,018 %

2,699 %

4,269 %

3,305 %

3,287 %

89

2,714 %

3,026 %

2,711 %

4,271 %

3,310 %

3,292 %

90

2,725 %

3,034 %

2,723 %

4,274 %

3,315 %

3,297 %

91

2,737 %

3,042 %

2,734 %

4,276 %

3,319 %

3,302 %

92

2,748 %

3,050 %

2,745 %

4,279 %

3,324 %

3,307 %

93

2,758 %

3,057 %

2,756 %

4,281 %

3,329 %

3,312 %

94

2,769 %

3,064 %

2,766 %

4,284 %

3,333 %

3,316 %

95

2,779 %

3,072 %

2,776 %

4,286 %

3,338 %

3,321 %

96

2,789 %

3,079 %

2,787 %

4,288 %

3,342 %

3,325 %

97

2,799 %

3,086 %

2,796 %

4,290 %

3,346 %

3,330 %

98

2,809 %

3,092 %

2,806 %

4,293 %

3,350 %

3,334 %

99

2,818 %

3,099 %

2,816 %

4,295 %

3,354 %

3,338 %

100

2,827 %

3,105 %

2,825 %

4,297 %

3,358 %

3,342 %

101

2,836 %

3,112 %

2,834 %

4,299 %

3,362 %

3,346 %

102

2,845 %

3,118 %

2,843 %

4,301 %

3,366 %

3,350 %

103

2,854 %

3,124 %

2,852 %

4,303 %

3,370 %

3,354 %

104

2,863 %

3,130 %

2,860 %

4,305 %

3,373 %

3,358 %

105

2,871 %

3,136 %

2,869 %

4,306 %

3,377 %

3,362 %

106

2,879 %

3,142 %

2,877 %

4,308 %

3,380 %

3,365 %

107

2,887 %

3,147 %

2,885 %

4,310 %

3,384 %

3,369 %

108

2,895 %

3,153 %

2,893 %

4,312 %

3,387 %

3,372 %

109

2,903 %

3,158 %

2,901 %

4,314 %

3,390 %

3,376 %

110

2,911 %

3,164 %

2,909 %

4,315 %

3,394 %

3,379 %

111

2,918 %

3,169 %

2,916 %

4,317 %

3,397 %

3,383 %

112

2,926 %

3,174 %

2,924 %

4,319 %

3,400 %

3,386 %

113

2,933 %

3,179 %

2,931 %

4,320 %

3,403 %

3,389 %

114

2,940 %

3,184 %

2,938 %

4,322 %

3,406 %

3,392 %

115

2,947 %

3,189 %

2,945 %

4,323 %

3,409 %

3,395 %

116

2,954 %

3,194 %

2,952 %

4,325 %

3,412 %

3,398 %

117

2,961 %

3,199 %

2,959 %

4,326 %

3,415 %

3,401 %

118

2,968 %

3,203 %

2,965 %

4,328 %

3,418 %

3,404 %

119

2,974 %

3,208 %

2,972 %

4,329 %

3,421 %

3,407 %

120

2,981 %

3,213 %

2,978 %

4,331 %

3,423 %

3,410 %

121

2,987 %

3,217 %

2,985 %

4,332 %

3,426 %

3,413 %

122

2,993 %

3,221 %

2,991 %

4,333 %

3,429 %

3,416 %

123

2,999 %

3,226 %

2,997 %

4,335 %

3,431 %

3,418 %

124

3,005 %

3,230 %

3,003 %

4,336 %

3,434 %

3,421 %

125

3,011 %

3,234 %

3,009 %

4,337 %

3,436 %

3,424 %

126

3,017 %

3,238 %

3,015 %

4,339 %

3,439 %

3,426 %

127

3,023 %

3,242 %

3,021 %

4,340 %

3,441 %

3,429 %

128

3,028 %

3,246 %

3,027 %

4,341 %

3,444 %

3,431 %

129

3,034 %

3,250 %

3,032 %

4,342 %

3,446 %

3,434 %

130

3,040 %

3,254 %

3,038 %

4,344 %

3,448 %

3,436 %

131

3,045 %

3,258 %

3,043 %

4,345 %

3,451 %

3,439 %

132

3,050 %

3,261 %

3,048 %

4,346 %

3,453 %

3,441 %

133

3,056 %

3,265 %

3,054 %

4,347 %

3,455 %

3,443 %

134

3,061 %

3,269 %

3,059 %

4,348 %

3,457 %

3,446 %

135

3,066 %

3,272 %

3,064 %

4,350 %

3,460 %

3,448 %

136

3,071 %

3,276 %

3,069 %

4,351 %

3,462 %

3,450 %

137

3,076 %

3,279 %

3,074 %

4,352 %

3,464 %

3,452 %

138

3,081 %

3,282 %

3,079 %

4,353 %

3,466 %

3,454 %

139

3,085 %

3,286 %

3,084 %

4,354 %

3,468 %

3,457 %

140

3,090 %

3,289 %

3,088 %

4,355 %

3,470 %

3,459 %

141

3,095 %

3,292 %

3,093 %

4,356 %

3,472 %

3,461 %

142

3,099 %

3,296 %

3,098 %

4,357 %

3,474 %

3,463 %

143

3,104 %

3,299 %

3,102 %

4,358 %

3,476 %

3,465 %

144

3,108 %

3,302 %

3,107 %

4,359 %

3,478 %

3,467 %

145

3,113 %

3,305 %

3,111 %

4,360 %

3,480 %

3,469 %

146

3,117 %

3,308 %

3,115 %

4,361 %

3,481 %

3,471 %

147

3,121 %

3,311 %

3,120 %

4,362 %

3,483 %

3,472 %

148

3,126 %

3,314 %

3,124 %

4,363 %

3,485 %

3,474 %

149

3,130 %

3,317 %

3,128 %

4,364 %

3,487 %

3,476 %

150

3,134 %

3,320 %

3,132 %

4,365 %

3,489 %

3,478 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,455 % | 0,472 % | 3,126 % | 0,651 % | 1,725 % | 0,632 % |
| 2 | -0,465 % | 0,391 % | 3,410 % | 0,764 % | 1,823 % | 0,630 % |
| 3 | -0,445 % | 0,386 % | 3,699 % | 0,858 % | 1,955 % | 0,628 % |
| 4 | -0,415 % | 0,399 % | 3,986 % | 0,980 % | 2,084 % | 0,658 % |
| 5 | -0,375 % | 0,415 % | 4,264 % | 1,122 % | 2,205 % | 0,699 % |
| 6 | -0,336 % | 0,431 % | 4,528 % | 1,271 % | 2,322 % | 0,735 % |
| 7 | -0,296 % | 0,446 % | 4,784 % | 1,417 % | 2,434 % | 0,774 % |
| 8 | -0,256 % | 0,459 % | 5,034 % | 1,560 % | 2,534 % | 0,820 % |
| 9 | -0,206 % | 0,471 % | 5,275 % | 1,701 % | 2,617 % | 0,875 % |
| 10 | -0,166 % | 0,483 % | 5,519 % | 1,842 % | 2,687 % | 0,941 % |
| 11 | -0,124 % | 0,493 % | 5,705 % | 1,966 % | 2,747 % | 1,016 % |
| 12 | -0,091 % | 0,503 % | 5,832 % | 2,073 % | 2,800 % | 1,098 % |
| 13 | -0,046 % | 0,511 % | 5,916 % | 2,167 % | 2,846 % | 1,182 % |
| 14 | -0,011 % | 0,518 % | 5,966 % | 2,250 % | 2,888 % | 1,266 % |
| 15 | 0,005 % | 0,524 % | 5,992 % | 2,324 % | 2,926 % | 1,349 % |
| 16 | 0,009 % | 0,528 % | 5,998 % | 2,391 % | 2,960 % | 1,430 % |
| 17 | 0,011 % | 0,530 % | 5,990 % | 2,451 % | 2,992 % | 1,508 % |
| 18 | 0,019 % | 0,532 % | 5,970 % | 2,506 % | 3,021 % | 1,583 % |
| 19 | 0,038 % | 0,532 % | 5,943 % | 2,557 % | 3,048 % | 1,655 % |
| 20 | 0,073 % | 0,531 % | 5,909 % | 2,604 % | 3,072 % | 1,724 % |
| 21 | 0,125 % | 0,528 % | 5,870 % | 2,647 % | 3,096 % | 1,790 % |
| 22 | 0,188 % | 0,525 % | 5,829 % | 2,687 % | 3,118 % | 1,852 % |
| 23 | 0,260 % | 0,522 % | 5,785 % | 2,724 % | 3,138 % | 1,912 % |
| 24 | 0,337 % | 0,518 % | 5,740 % | 2,759 % | 3,157 % | 1,969 % |
| 25 | 0,417 % | 0,513 % | 5,694 % | 2,792 % | 3,175 % | 2,024 % |
| 26 | 0,497 % | 0,508 % | 5,648 % | 2,823 % | 3,192 % | 2,076 % |
| 27 | 0,578 % | 0,503 % | 5,602 % | 2,851 % | 3,208 % | 2,125 % |
| 28 | 0,658 % | 0,499 % | 5,557 % | 2,879 % | 3,224 % | 2,172 % |
| 29 | 0,737 % | 0,496 % | 5,513 % | 2,904 % | 3,238 % | 2,217 % |
| 30 | 0,814 % | 0,493 % | 5,469 % | 2,929 % | 3,252 % | 2,260 % |
| 31 | 0,889 % | 0,491 % | 5,427 % | 2,952 % | 3,265 % | 2,300 % |
| 32 | 0,961 % | 0,489 % | 5,386 % | 2,973 % | 3,278 % | 2,339 % |
| 33 | 1,031 % | 0,488 % | 5,346 % | 2,994 % | 3,290 % | 2,376 % |
| 34 | 1,099 % | 0,485 % | 5,307 % | 3,014 % | 3,301 % | 2,412 % |
| 35 | 1,164 % | 0,481 % | 5,270 % | 3,033 % | 3,312 % | 2,446 % |
| 36 | 1,227 % | 0,476 % | 5,233 % | 3,050 % | 3,322 % | 2,478 % |
| 37 | 1,288 % | 0,469 % | 5,198 % | 3,068 % | 3,332 % | 2,509 % |
| 38 | 1,346 % | 0,460 % | 5,165 % | 3,084 % | 3,342 % | 2,539 % |
| 39 | 1,402 % | 0,448 % | 5,132 % | 3,099 % | 3,351 % | 2,567 % |
| 40 | 1,456 % | 0,433 % | 5,101 % | 3,114 % | 3,360 % | 2,595 % |
| 41 | 1,508 % | 0,416 % | 5,071 % | 3,129 % | 3,368 % | 2,621 % |
| 42 | 1,558 % | 0,399 % | 5,042 % | 3,142 % | 3,377 % | 2,646 % |
| 43 | 1,606 % | 0,382 % | 5,014 % | 3,155 % | 3,384 % | 2,670 % |
| 44 | 1,652 % | 0,369 % | 4,987 % | 3,168 % | 3,392 % | 2,693 % |
| 45 | 1,696 % | 0,359 % | 4,961 % | 3,180 % | 3,399 % | 2,715 % |
| 46 | 1,739 % | 0,353 % | 4,935 % | 3,192 % | 3,406 % | 2,737 % |
| 47 | 1,780 % | 0,353 % | 4,911 % | 3,203 % | 3,413 % | 2,757 % |
| 48 | 1,819 % | 0,358 % | 4,888 % | 3,214 % | 3,419 % | 2,777 % |
| 49 | 1,857 % | 0,368 % | 4,866 % | 3,224 % | 3,426 % | 2,796 % |
| 50 | 1,894 % | 0,385 % | 4,844 % | 3,234 % | 3,432 % | 2,815 % |
| 51 | 1,929 % | 0,408 % | 4,823 % | 3,244 % | 3,437 % | 2,832 % |
| 52 | 1,963 % | 0,435 % | 4,803 % | 3,253 % | 3,443 % | 2,849 % |
| 53 | 1,996 % | 0,467 % | 4,783 % | 3,262 % | 3,448 % | 2,866 % |
| 54 | 2,028 % | 0,501 % | 4,765 % | 3,271 % | 3,454 % | 2,882 % |
| 55 | 2,059 % | 0,538 % | 4,747 % | 3,279 % | 3,459 % | 2,897 % |
| 56 | 2,088 % | 0,576 % | 4,729 % | 3,287 % | 3,464 % | 2,912 % |
| 57 | 2,117 % | 0,615 % | 4,712 % | 3,295 % | 3,469 % | 2,927 % |
| 58 | 2,145 % | 0,655 % | 4,696 % | 3,303 % | 3,473 % | 2,940 % |
| 59 | 2,171 % | 0,695 % | 4,680 % | 3,310 % | 3,478 % | 2,954 % |
| 60 | 2,197 % | 0,735 % | 4,664 % | 3,317 % | 3,482 % | 2,967 % |
| 61 | 2,222 % | 0,776 % | 4,649 % | 3,324 % | 3,486 % | 2,980 % |
| 62 | 2,247 % | 0,816 % | 4,635 % | 3,331 % | 3,490 % | 2,992 % |
| 63 | 2,270 % | 0,855 % | 4,621 % | 3,338 % | 3,494 % | 3,004 % |
| 64 | 2,293 % | 0,895 % | 4,607 % | 3,344 % | 3,498 % | 3,015 % |
| 65 | 2,315 % | 0,933 % | 4,594 % | 3,350 % | 3,502 % | 3,026 % |
| 66 | 2,337 % | 0,971 % | 4,582 % | 3,356 % | 3,506 % | 3,037 % |
| 67 | 2,358 % | 1,009 % | 4,569 % | 3,362 % | 3,509 % | 3,048 % |
| 68 | 2,378 % | 1,046 % | 4,557 % | 3,367 % | 3,513 % | 3,058 % |
| 69 | 2,398 % | 1,082 % | 4,545 % | 3,373 % | 3,516 % | 3,068 % |
| 70 | 2,417 % | 1,117 % | 4,534 % | 3,378 % | 3,519 % | 3,078 % |
| 71 | 2,436 % | 1,152 % | 4,523 % | 3,383 % | 3,522 % | 3,087 % |
| 72 | 2,454 % | 1,186 % | 4,512 % | 3,388 % | 3,525 % | 3,096 % |
| 73 | 2,471 % | 1,219 % | 4,502 % | 3,393 % | 3,529 % | 3,105 % |
| 74 | 2,488 % | 1,252 % | 4,492 % | 3,398 % | 3,531 % | 3,114 % |
| 75 | 2,505 % | 1,284 % | 4,482 % | 3,403 % | 3,534 % | 3,122 % |
| 76 | 2,521 % | 1,315 % | 4,472 % | 3,407 % | 3,537 % | 3,130 % |
| 77 | 2,537 % | 1,345 % | 4,463 % | 3,412 % | 3,540 % | 3,138 % |
| 78 | 2,553 % | 1,375 % | 4,454 % | 3,416 % | 3,542 % | 3,146 % |
| 79 | 2,568 % | 1,404 % | 4,445 % | 3,420 % | 3,545 % | 3,154 % |
| 80 | 2,582 % | 1,433 % | 4,436 % | 3,424 % | 3,548 % | 3,161 % |
| 81 | 2,597 % | 1,461 % | 4,427 % | 3,428 % | 3,550 % | 3,168 % |
| 82 | 2,611 % | 1,488 % | 4,419 % | 3,432 % | 3,552 % | 3,175 % |
| 83 | 2,624 % | 1,515 % | 4,411 % | 3,436 % | 3,555 % | 3,182 % |
| 84 | 2,638 % | 1,541 % | 4,403 % | 3,440 % | 3,557 % | 3,189 % |
| 85 | 2,651 % | 1,566 % | 4,396 % | 3,443 % | 3,559 % | 3,196 % |
| 86 | 2,663 % | 1,591 % | 4,388 % | 3,447 % | 3,562 % | 3,202 % |
| 87 | 2,676 % | 1,615 % | 4,381 % | 3,450 % | 3,564 % | 3,208 % |
| 88 | 2,688 % | 1,639 % | 4,373 % | 3,454 % | 3,566 % | 3,214 % |
| 89 | 2,700 % | 1,663 % | 4,366 % | 3,457 % | 3,568 % | 3,220 % |
| 90 | 2,711 % | 1,685 % | 4,360 % | 3,460 % | 3,570 % | 3,226 % |
| 91 | 2,723 % | 1,708 % | 4,353 % | 3,463 % | 3,572 % | 3,232 % |
| 92 | 2,734 % | 1,730 % | 4,346 % | 3,466 % | 3,574 % | 3,238 % |
| 93 | 2,745 % | 1,751 % | 4,340 % | 3,469 % | 3,576 % | 3,243 % |
| 94 | 2,755 % | 1,772 % | 4,334 % | 3,472 % | 3,577 % | 3,248 % |
| 95 | 2,766 % | 1,793 % | 4,327 % | 3,475 % | 3,579 % | 3,254 % |
| 96 | 2,776 % | 1,813 % | 4,321 % | 3,478 % | 3,581 % | 3,259 % |
| 97 | 2,786 % | 1,833 % | 4,315 % | 3,481 % | 3,583 % | 3,264 % |
| 98 | 2,796 % | 1,852 % | 4,310 % | 3,484 % | 3,584 % | 3,269 % |
| 99 | 2,805 % | 1,871 % | 4,304 % | 3,486 % | 3,586 % | 3,274 % |
| 100 | 2,815 % | 1,889 % | 4,298 % | 3,489 % | 3,588 % | 3,278 % |
| 101 | 2,824 % | 1,908 % | 4,293 % | 3,492 % | 3,589 % | 3,283 % |
| 102 | 2,833 % | 1,926 % | 4,288 % | 3,494 % | 3,591 % | 3,288 % |
| 103 | 2,842 % | 1,943 % | 4,282 % | 3,497 % | 3,592 % | 3,292 % |
| 104 | 2,851 % | 1,960 % | 4,277 % | 3,499 % | 3,594 % | 3,297 % |
| 105 | 2,859 % | 1,977 % | 4,272 % | 3,501 % | 3,595 % | 3,301 % |
| 106 | 2,868 % | 1,994 % | 4,267 % | 3,504 % | 3,597 % | 3,305 % |
| 107 | 2,876 % | 2,010 % | 4,262 % | 3,506 % | 3,598 % | 3,309 % |
| 108 | 2,884 % | 2,026 % | 4,258 % | 3,508 % | 3,600 % | 3,313 % |
| 109 | 2,892 % | 2,042 % | 4,253 % | 3,510 % | 3,601 % | 3,317 % |
| 110 | 2,900 % | 2,057 % | 4,248 % | 3,513 % | 3,602 % | 3,321 % |
| 111 | 2,907 % | 2,072 % | 4,244 % | 3,515 % | 3,604 % | 3,325 % |
| 112 | 2,915 % | 2,087 % | 4,240 % | 3,517 % | 3,605 % | 3,329 % |
| 113 | 2,922 % | 2,102 % | 4,235 % | 3,519 % | 3,606 % | 3,333 % |
| 114 | 2,929 % | 2,116 % | 4,231 % | 3,521 % | 3,608 % | 3,336 % |
| 115 | 2,936 % | 2,130 % | 4,227 % | 3,523 % | 3,609 % | 3,340 % |
| 116 | 2,943 % | 2,144 % | 4,223 % | 3,525 % | 3,610 % | 3,343 % |
| 117 | 2,950 % | 2,158 % | 4,219 % | 3,527 % | 3,611 % | 3,347 % |
| 118 | 2,957 % | 2,171 % | 4,215 % | 3,529 % | 3,612 % | 3,350 % |
| 119 | 2,964 % | 2,184 % | 4,211 % | 3,531 % | 3,614 % | 3,354 % |
| 120 | 2,970 % | 2,197 % | 4,207 % | 3,532 % | 3,615 % | 3,357 % |
| 121 | 2,977 % | 2,210 % | 4,203 % | 3,534 % | 3,616 % | 3,360 % |
| 122 | 2,983 % | 2,222 % | 4,199 % | 3,536 % | 3,617 % | 3,363 % |
| 123 | 2,989 % | 2,235 % | 4,196 % | 3,538 % | 3,618 % | 3,366 % |
| 124 | 2,995 % | 2,247 % | 4,192 % | 3,539 % | 3,619 % | 3,370 % |
| 125 | 3,001 % | 2,259 % | 4,189 % | 3,541 % | 3,620 % | 3,373 % |
| 126 | 3,007 % | 2,270 % | 4,185 % | 3,543 % | 3,621 % | 3,376 % |
| 127 | 3,013 % | 2,282 % | 4,182 % | 3,544 % | 3,622 % | 3,379 % |
| 128 | 3,019 % | 2,293 % | 4,178 % | 3,546 % | 3,623 % | 3,381 % |
| 129 | 3,024 % | 2,305 % | 4,175 % | 3,548 % | 3,624 % | 3,384 % |
| 130 | 3,030 % | 2,316 % | 4,172 % | 3,549 % | 3,625 % | 3,387 % |
| 131 | 3,035 % | 2,327 % | 4,168 % | 3,551 % | 3,626 % | 3,390 % |
| 132 | 3,041 % | 2,337 % | 4,165 % | 3,552 % | 3,627 % | 3,393 % |
| 133 | 3,046 % | 2,348 % | 4,162 % | 3,554 % | 3,628 % | 3,395 % |
| 134 | 3,051 % | 2,358 % | 4,159 % | 3,555 % | 3,629 % | 3,398 % |
| 135 | 3,056 % | 2,368 % | 4,156 % | 3,557 % | 3,630 % | 3,400 % |
| 136 | 3,062 % | 2,378 % | 4,153 % | 3,558 % | 3,631 % | 3,403 % |
| 137 | 3,067 % | 2,388 % | 4,150 % | 3,559 % | 3,632 % | 3,406 % |
| 138 | 3,072 % | 2,398 % | 4,147 % | 3,561 % | 3,632 % | 3,408 % |
| 139 | 3,076 % | 2,408 % | 4,144 % | 3,562 % | 3,633 % | 3,411 % |
| 140 | 3,081 % | 2,417 % | 4,141 % | 3,563 % | 3,634 % | 3,413 % |
| 141 | 3,086 % | 2,427 % | 4,139 % | 3,565 % | 3,635 % | 3,415 % |
| 142 | 3,091 % | 2,436 % | 4,136 % | 3,566 % | 3,636 % | 3,418 % |
| 143 | 3,095 % | 2,445 % | 4,133 % | 3,567 % | 3,636 % | 3,420 % |
| 144 | 3,100 % | 2,454 % | 4,131 % | 3,569 % | 3,637 % | 3,422 % |
| 145 | 3,104 % | 2,463 % | 4,128 % | 3,570 % | 3,638 % | 3,425 % |
| 146 | 3,109 % | 2,472 % | 4,125 % | 3,571 % | 3,639 % | 3,427 % |
| 147 | 3,113 % | 2,480 % | 4,123 % | 3,572 % | 3,640 % | 3,429 % |
| 148 | 3,117 % | 2,489 % | 4,120 % | 3,574 % | 3,640 % | 3,431 % |
| 149 | 3,121 % | 2,497 % | 4,118 % | 3,575 % | 3,641 % | 3,433 % |
| 150 | 3,126 % | 2,506 % | 4,115 % | 3,576 % | 3,642 % | 3,435 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,455 %

0,472 %

3,126 %

0,651 %

1,725 %

0,632 %

2

-0,465 %

0,391 %

3,410 %

0,764 %

1,823 %

0,630 %

3

-0,445 %

0,386 %

3,699 %

0,858 %

1,955 %

0,628 %

4

-0,415 %

0,399 %

3,986 %

0,980 %

2,084 %

0,658 %

5

-0,375 %

0,415 %

4,264 %

1,122 %

2,205 %

0,699 %

6

-0,336 %

0,431 %

4,528 %

1,271 %

2,322 %

0,735 %

7

-0,296 %

0,446 %

4,784 %

1,417 %

2,434 %

0,774 %

8

-0,256 %

0,459 %

5,034 %

1,560 %

2,534 %

0,820 %

9

-0,206 %

0,471 %

5,275 %

1,701 %

2,617 %

0,875 %

10

-0,166 %

0,483 %

5,519 %

1,842 %

2,687 %

0,941 %

11

-0,124 %

0,493 %

5,705 %

1,966 %

2,747 %

1,016 %

12

-0,091 %

0,503 %

5,832 %

2,073 %

2,800 %

1,098 %

13

-0,046 %

0,511 %

5,916 %

2,167 %

2,846 %

1,182 %

14

-0,011 %

0,518 %

5,966 %

2,250 %

2,888 %

1,266 %

15

0,005 %

0,524 %

5,992 %

2,324 %

2,926 %

1,349 %

16

0,009 %

0,528 %

5,998 %

2,391 %

2,960 %

1,430 %

17

0,011 %

0,530 %

5,990 %

2,451 %

2,992 %

1,508 %

18

0,019 %

0,532 %

5,970 %

2,506 %

3,021 %

1,583 %

19

0,038 %

0,532 %

5,943 %

2,557 %

3,048 %

1,655 %

20

0,073 %

0,531 %

5,909 %

2,604 %

3,072 %

1,724 %

21

0,125 %

0,528 %

5,870 %

2,647 %

3,096 %

1,790 %

22

0,188 %

0,525 %

5,829 %

2,687 %

3,118 %

1,852 %

23

0,260 %

0,522 %

5,785 %

2,724 %

3,138 %

1,912 %

24

0,337 %

0,518 %

5,740 %

2,759 %

3,157 %

1,969 %

25

0,417 %

0,513 %

5,694 %

2,792 %

3,175 %

2,024 %

26

0,497 %

0,508 %

5,648 %

2,823 %

3,192 %

2,076 %

27

0,578 %

0,503 %

5,602 %

2,851 %

3,208 %

2,125 %

28

0,658 %

0,499 %

5,557 %

2,879 %

3,224 %

2,172 %

29

0,737 %

0,496 %

5,513 %

2,904 %

3,238 %

2,217 %

30

0,814 %

0,493 %

5,469 %

2,929 %

3,252 %

2,260 %

31

0,889 %

0,491 %

5,427 %

2,952 %

3,265 %

2,300 %

32

0,961 %

0,489 %

5,386 %

2,973 %

3,278 %

2,339 %

33

1,031 %

0,488 %

5,346 %

2,994 %

3,290 %

2,376 %

34

1,099 %

0,485 %

5,307 %

3,014 %

3,301 %

2,412 %

35

1,164 %

0,481 %

5,270 %

3,033 %

3,312 %

2,446 %

36

1,227 %

0,476 %

5,233 %

3,050 %

3,322 %

2,478 %

37

1,288 %

0,469 %

5,198 %

3,068 %

3,332 %

2,509 %

38

1,346 %

0,460 %

5,165 %

3,084 %

3,342 %

2,539 %

39

1,402 %

0,448 %

5,132 %

3,099 %

3,351 %

2,567 %

40

1,456 %

0,433 %

5,101 %

3,114 %

3,360 %

2,595 %

41

1,508 %

0,416 %

5,071 %

3,129 %

3,368 %

2,621 %

42

1,558 %

0,399 %

5,042 %

3,142 %

3,377 %

2,646 %

43

1,606 %

0,382 %

5,014 %

3,155 %

3,384 %

2,670 %

44

1,652 %

0,369 %

4,987 %

3,168 %

3,392 %

2,693 %

45

1,696 %

0,359 %

4,961 %

3,180 %

3,399 %

2,715 %

46

1,739 %

0,353 %

4,935 %

3,192 %

3,406 %

2,737 %

47

1,780 %

0,353 %

4,911 %

3,203 %

3,413 %

2,757 %

48

1,819 %

0,358 %

4,888 %

3,214 %

3,419 %

2,777 %

49

1,857 %

0,368 %

4,866 %

3,224 %

3,426 %

2,796 %

50

1,894 %

0,385 %

4,844 %

3,234 %

3,432 %

2,815 %

51

1,929 %

0,408 %

4,823 %

3,244 %

3,437 %

2,832 %

52

1,963 %

0,435 %

4,803 %

3,253 %

3,443 %

2,849 %

53

1,996 %

0,467 %

4,783 %

3,262 %

3,448 %

2,866 %

54

2,028 %

0,501 %

4,765 %

3,271 %

3,454 %

2,882 %

55

2,059 %

0,538 %

4,747 %

3,279 %

3,459 %

2,897 %

56

2,088 %

0,576 %

4,729 %

3,287 %

3,464 %

2,912 %

57

2,117 %

0,615 %

4,712 %

3,295 %

3,469 %

2,927 %

58

2,145 %

0,655 %

4,696 %

3,303 %

3,473 %

2,940 %

59

2,171 %

0,695 %

4,680 %

3,310 %

3,478 %

2,954 %

60

2,197 %

0,735 %

4,664 %

3,317 %

3,482 %

2,967 %

61

2,222 %

0,776 %

4,649 %

3,324 %

3,486 %

2,980 %

62

2,247 %

0,816 %

4,635 %

3,331 %

3,490 %

2,992 %

63

2,270 %

0,855 %

4,621 %

3,338 %

3,494 %

3,004 %

64

2,293 %

0,895 %

4,607 %

3,344 %

3,498 %

3,015 %

65

2,315 %

0,933 %

4,594 %

3,350 %

3,502 %

3,026 %

66

2,337 %

0,971 %

4,582 %

3,356 %

3,506 %

3,037 %

67

2,358 %

1,009 %

4,569 %

3,362 %

3,509 %

3,048 %

68

2,378 %

1,046 %

4,557 %

3,367 %

3,513 %

3,058 %

69

2,398 %

1,082 %

4,545 %

3,373 %

3,516 %

3,068 %

70

2,417 %

1,117 %

4,534 %

3,378 %

3,519 %

3,078 %

71

2,436 %

1,152 %

4,523 %

3,383 %

3,522 %

3,087 %

72

2,454 %

1,186 %

4,512 %

3,388 %

3,525 %

3,096 %

73

2,471 %

1,219 %

4,502 %

3,393 %

3,529 %

3,105 %

74

2,488 %

1,252 %

4,492 %

3,398 %

3,531 %

3,114 %

75

2,505 %

1,284 %

4,482 %

3,403 %

3,534 %

3,122 %

76

2,521 %

1,315 %

4,472 %

3,407 %

3,537 %

3,130 %

77

2,537 %

1,345 %

4,463 %

3,412 %

3,540 %

3,138 %

78

2,553 %

1,375 %

4,454 %

3,416 %

3,542 %

3,146 %

79

2,568 %

1,404 %

4,445 %

3,420 %

3,545 %

3,154 %

80

2,582 %

1,433 %

4,436 %

3,424 %

3,548 %

3,161 %

81

2,597 %

1,461 %

4,427 %

3,428 %

3,550 %

3,168 %

82

2,611 %

1,488 %

4,419 %

3,432 %

3,552 %

3,175 %

83

2,624 %

1,515 %

4,411 %

3,436 %

3,555 %

3,182 %

84

2,638 %

1,541 %

4,403 %

3,440 %

3,557 %

3,189 %

85

2,651 %

1,566 %

4,396 %

3,443 %

3,559 %

3,196 %

86

2,663 %

1,591 %

4,388 %

3,447 %

3,562 %

3,202 %

87

2,676 %

1,615 %

4,381 %

3,450 %

3,564 %

3,208 %

88

2,688 %

1,639 %

4,373 %

3,454 %

3,566 %

3,214 %

89

2,700 %

1,663 %

4,366 %

3,457 %

3,568 %

3,220 %

90

2,711 %

1,685 %

4,360 %

3,460 %

3,570 %

3,226 %

91

2,723 %

1,708 %

4,353 %

3,463 %

3,572 %

3,232 %

92

2,734 %

1,730 %

4,346 %

3,466 %

3,574 %

3,238 %

93

2,745 %

1,751 %

4,340 %

3,469 %

3,576 %

3,243 %

94

2,755 %

1,772 %

4,334 %

3,472 %

3,577 %

3,248 %

95

2,766 %

1,793 %

4,327 %

3,475 %

3,579 %

3,254 %

96

2,776 %

1,813 %

4,321 %

3,478 %

3,581 %

3,259 %

97

2,786 %

1,833 %

4,315 %

3,481 %

3,583 %

3,264 %

98

2,796 %

1,852 %

4,310 %

3,484 %

3,584 %

3,269 %

99

2,805 %

1,871 %

4,304 %

3,486 %

3,586 %

3,274 %

100

2,815 %

1,889 %

4,298 %

3,489 %

3,588 %

3,278 %

101

2,824 %

1,908 %

4,293 %

3,492 %

3,589 %

3,283 %

102

2,833 %

1,926 %

4,288 %

3,494 %

3,591 %

3,288 %

103

2,842 %

1,943 %

4,282 %

3,497 %

3,592 %

3,292 %

104

2,851 %

1,960 %

4,277 %

3,499 %

3,594 %

3,297 %

105

2,859 %

1,977 %

4,272 %

3,501 %

3,595 %

3,301 %

106

2,868 %

1,994 %

4,267 %

3,504 %

3,597 %

3,305 %

107

2,876 %

2,010 %

4,262 %

3,506 %

3,598 %

3,309 %

108

2,884 %

2,026 %

4,258 %

3,508 %

3,600 %

3,313 %

109

2,892 %

2,042 %

4,253 %

3,510 %

3,601 %

3,317 %

110

2,900 %

2,057 %

4,248 %

3,513 %

3,602 %

3,321 %

111

2,907 %

2,072 %

4,244 %

3,515 %

3,604 %

3,325 %

112

2,915 %

2,087 %

4,240 %

3,517 %

3,605 %

3,329 %

113

2,922 %

2,102 %

4,235 %

3,519 %

3,606 %

3,333 %

114

2,929 %

2,116 %

4,231 %

3,521 %

3,608 %

3,336 %

115

2,936 %

2,130 %

4,227 %

3,523 %

3,609 %

3,340 %

116

2,943 %

2,144 %

4,223 %

3,525 %

3,610 %

3,343 %

117

2,950 %

2,158 %

4,219 %

3,527 %

3,611 %

3,347 %

118

2,957 %

2,171 %

4,215 %

3,529 %

3,612 %

3,350 %

119

2,964 %

2,184 %

4,211 %

3,531 %

3,614 %

3,354 %

120

2,970 %

2,197 %

4,207 %

3,532 %

3,615 %

3,357 %

121

2,977 %

2,210 %

4,203 %

3,534 %

3,616 %

3,360 %

122

2,983 %

2,222 %

4,199 %

3,536 %

3,617 %

3,363 %

123

2,989 %

2,235 %

4,196 %

3,538 %

3,618 %

3,366 %

124

2,995 %

2,247 %

4,192 %

3,539 %

3,619 %

3,370 %

125

3,001 %

2,259 %

4,189 %

3,541 %

3,620 %

3,373 %

126

3,007 %

2,270 %

4,185 %

3,543 %

3,621 %

3,376 %

127

3,013 %

2,282 %

4,182 %

3,544 %

3,622 %

3,379 %

128

3,019 %

2,293 %

4,178 %

3,546 %

3,623 %

3,381 %

129

3,024 %

2,305 %

4,175 %

3,548 %

3,624 %

3,384 %

130

3,030 %

2,316 %

4,172 %

3,549 %

3,625 %

3,387 %

131

3,035 %

2,327 %

4,168 %

3,551 %

3,626 %

3,390 %

132

3,041 %

2,337 %

4,165 %

3,552 %

3,627 %

3,393 %

133

3,046 %

2,348 %

4,162 %

3,554 %

3,628 %

3,395 %

134

3,051 %

2,358 %

4,159 %

3,555 %

3,629 %

3,398 %

135

3,056 %

2,368 %

4,156 %

3,557 %

3,630 %

3,400 %

136

3,062 %

2,378 %

4,153 %

3,558 %

3,631 %

3,403 %

137

3,067 %

2,388 %

4,150 %

3,559 %

3,632 %

3,406 %

138

3,072 %

2,398 %

4,147 %

3,561 %

3,632 %

3,408 %

139

3,076 %

2,408 %

4,144 %

3,562 %

3,633 %

3,411 %

140

3,081 %

2,417 %

4,141 %

3,563 %

3,634 %

3,413 %

141

3,086 %

2,427 %

4,139 %

3,565 %

3,635 %

3,415 %

142

3,091 %

2,436 %

4,136 %

3,566 %

3,636 %

3,418 %

143

3,095 %

2,445 %

4,133 %

3,567 %

3,636 %

3,420 %

144

3,100 %

2,454 %

4,131 %

3,569 %

3,637 %

3,422 %

145

3,104 %

2,463 %

4,128 %

3,570 %

3,638 %

3,425 %

146

3,109 %

2,472 %

4,125 %

3,571 %

3,639 %

3,427 %

147

3,113 %

2,480 %

4,123 %

3,572 %

3,640 %

3,429 %

148

3,117 %

2,489 %

4,120 %

3,574 %

3,640 %

3,431 %

149

3,121 %

2,497 %

4,118 %

3,575 %

3,641 %

3,433 %

150

3,126 %

2,506 %

4,115 %

3,576 %

3,642 %

3,435 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,705 % | 0,270 % | 0,519 % | 0,524 % | 0,546 % | 4,014 % |
| 2 | -0,745 % | 0,254 % | 0,610 % | 0,585 % | 0,897 % | 4,713 % |
| 3 | -0,706 % | 0,273 % | 0,688 % | 0,660 % | 1,318 % | 5,297 % |
| 4 | -0,631 % | 0,325 % | 0,768 % | 0,748 % | 1,730 % | 5,759 % |
| 5 | -0,544 % | 0,398 % | 0,855 % | 0,793 % | 2,119 % | 6,179 % |
| 6 | -0,454 % | 0,475 % | 0,945 % | 0,838 % | 2,465 % | 6,505 % |
| 7 | -0,373 % | 0,549 % | 1,037 % | 0,885 % | 2,770 % | 6,774 % |
| 8 | -0,311 % | 0,618 % | 1,129 % | 0,923 % | 3,040 % | 6,997 % |
| 9 | -0,269 % | 0,681 % | 1,216 % | 0,953 % | 3,274 % | 7,179 % |
| 10 | -0,250 % | 0,737 % | 1,299 % | 0,973 % | 3,468 % | 7,352 % |
| 11 | -0,251 % | 0,786 % | 1,376 % | 0,983 % | 3,624 % | 7,474 % |
| 12 | -0,264 % | 0,822 % | 1,443 % | 0,989 % | 3,750 % | 7,545 % |
| 13 | -0,281 % | 0,844 % | 1,499 % | 0,993 % | 3,853 % | 7,578 % |
| 14 | -0,299 % | 0,855 % | 1,548 % | 0,997 % | 3,938 % | 7,584 % |
| 15 | -0,315 % | 0,861 % | 1,597 % | 1,002 % | 4,009 % | 7,568 % |
| 16 | -0,326 % | 0,863 % | 1,649 % | 1,010 % | 4,069 % | 7,537 % |
| 17 | -0,333 % | 0,863 % | 1,704 % | 1,020 % | 4,119 % | 7,494 % |
| 18 | -0,333 % | 0,863 % | 1,760 % | 1,032 % | 4,162 % | 7,443 % |
| 19 | -0,328 % | 0,863 % | 1,816 % | 1,047 % | 4,199 % | 7,385 % |
| 20 | -0,317 % | 0,862 % | 1,871 % | 1,065 % | 4,231 % | 7,324 % |
| 21 | -0,299 % | 0,862 % | 1,925 % | 1,085 % | 4,258 % | 7,259 % |
| 22 | -0,275 % | 0,858 % | 1,978 % | 1,107 % | 4,282 % | 7,193 % |
| 23 | -0,246 % | 0,848 % | 2,029 % | 1,132 % | 4,303 % | 7,127 % |
| 24 | -0,210 % | 0,830 % | 2,078 % | 1,159 % | 4,321 % | 7,060 % |
| 25 | -0,168 % | 0,803 % | 2,126 % | 1,188 % | 4,337 % | 6,994 % |
| 26 | -0,120 % | 0,767 % | 2,172 % | 1,219 % | 4,351 % | 6,929 % |
| 27 | -0,067 % | 0,730 % | 2,216 % | 1,252 % | 4,363 % | 6,866 % |
| 28 | -0,012 % | 0,699 % | 2,259 % | 1,287 % | 4,374 % | 6,804 % |
| 29 | 0,045 % | 0,678 % | 2,299 % | 1,324 % | 4,384 % | 6,744 % |
| 30 | 0,103 % | 0,672 % | 2,338 % | 1,364 % | 4,393 % | 6,685 % |
| 31 | 0,161 % | 0,680 % | 2,376 % | 1,405 % | 4,400 % | 6,628 % |
| 32 | 0,218 % | 0,701 % | 2,412 % | 1,448 % | 4,407 % | 6,574 % |
| 33 | 0,275 % | 0,732 % | 2,446 % | 1,491 % | 4,413 % | 6,521 % |
| 34 | 0,330 % | 0,769 % | 2,479 % | 1,535 % | 4,419 % | 6,470 % |
| 35 | 0,385 % | 0,811 % | 2,511 % | 1,579 % | 4,424 % | 6,421 % |
| 36 | 0,438 % | 0,856 % | 2,541 % | 1,623 % | 4,428 % | 6,374 % |
| 37 | 0,490 % | 0,904 % | 2,570 % | 1,666 % | 4,432 % | 6,329 % |
| 38 | 0,540 % | 0,953 % | 2,598 % | 1,708 % | 4,436 % | 6,285 % |
| 39 | 0,589 % | 1,003 % | 2,625 % | 1,749 % | 4,440 % | 6,243 % |
| 40 | 0,636 % | 1,053 % | 2,651 % | 1,790 % | 4,443 % | 6,203 % |
| 41 | 0,681 % | 1,103 % | 2,675 % | 1,829 % | 4,445 % | 6,164 % |
| 42 | 0,725 % | 1,153 % | 2,699 % | 1,868 % | 4,448 % | 6,127 % |
| 43 | 0,768 % | 1,202 % | 2,722 % | 1,905 % | 4,450 % | 6,091 % |
| 44 | 0,809 % | 1,250 % | 2,744 % | 1,942 % | 4,452 % | 6,057 % |
| 45 | 0,849 % | 1,297 % | 2,765 % | 1,977 % | 4,454 % | 6,024 % |
| 46 | 0,887 % | 1,343 % | 2,785 % | 2,012 % | 4,456 % | 5,992 % |
| 47 | 0,924 % | 1,388 % | 2,804 % | 2,045 % | 4,458 % | 5,961 % |
| 48 | 0,960 % | 1,432 % | 2,823 % | 2,077 % | 4,459 % | 5,931 % |
| 49 | 0,995 % | 1,475 % | 2,841 % | 2,109 % | 4,461 % | 5,903 % |
| 50 | 1,028 % | 1,516 % | 2,859 % | 2,139 % | 4,462 % | 5,875 % |
| 51 | 1,060 % | 1,557 % | 2,876 % | 2,168 % | 4,463 % | 5,849 % |
| 52 | 1,092 % | 1,596 % | 2,892 % | 2,197 % | 4,464 % | 5,824 % |
| 53 | 1,122 % | 1,634 % | 2,908 % | 2,225 % | 4,465 % | 5,799 % |
| 54 | 1,151 % | 1,671 % | 2,923 % | 2,251 % | 4,466 % | 5,775 % |
| 55 | 1,179 % | 1,707 % | 2,937 % | 2,277 % | 4,467 % | 5,752 % |
| 56 | 1,206 % | 1,742 % | 2,952 % | 2,302 % | 4,468 % | 5,730 % |
| 57 | 1,233 % | 1,775 % | 2,965 % | 2,327 % | 4,469 % | 5,709 % |
| 58 | 1,258 % | 1,808 % | 2,979 % | 2,350 % | 4,470 % | 5,688 % |
| 59 | 1,283 % | 1,840 % | 2,991 % | 2,373 % | 4,470 % | 5,668 % |
| 60 | 1,307 % | 1,871 % | 3,004 % | 2,395 % | 4,471 % | 5,649 % |
| 61 | 1,330 % | 1,901 % | 3,016 % | 2,417 % | 4,472 % | 5,630 % |
| 62 | 1,352 % | 1,930 % | 3,027 % | 2,438 % | 4,472 % | 5,612 % |
| 63 | 1,374 % | 1,958 % | 3,039 % | 2,458 % | 4,473 % | 5,594 % |
| 64 | 1,395 % | 1,985 % | 3,050 % | 2,478 % | 4,473 % | 5,577 % |
| 65 | 1,416 % | 2,012 % | 3,060 % | 2,497 % | 4,474 % | 5,560 % |
| 66 | 1,436 % | 2,038 % | 3,071 % | 2,516 % | 4,474 % | 5,544 % |
| 67 | 1,455 % | 2,063 % | 3,081 % | 2,534 % | 4,475 % | 5,529 % |
| 68 | 1,474 % | 2,087 % | 3,090 % | 2,551 % | 4,475 % | 5,514 % |
| 69 | 1,492 % | 2,111 % | 3,100 % | 2,568 % | 4,476 % | 5,499 % |
| 70 | 1,510 % | 2,134 % | 3,109 % | 2,585 % | 4,476 % | 5,485 % |
| 71 | 1,527 % | 2,156 % | 3,118 % | 2,601 % | 4,477 % | 5,471 % |
| 72 | 1,544 % | 2,178 % | 3,127 % | 2,617 % | 4,477 % | 5,457 % |
| 73 | 1,561 % | 2,200 % | 3,135 % | 2,632 % | 4,477 % | 5,444 % |
| 74 | 1,576 % | 2,220 % | 3,144 % | 2,647 % | 4,478 % | 5,431 % |
| 75 | 1,592 % | 2,240 % | 3,152 % | 2,662 % | 4,478 % | 5,419 % |
| 76 | 1,607 % | 2,260 % | 3,159 % | 2,676 % | 4,478 % | 5,407 % |
| 77 | 1,622 % | 2,279 % | 3,167 % | 2,690 % | 4,479 % | 5,395 % |
| 78 | 1,636 % | 2,298 % | 3,174 % | 2,703 % | 4,479 % | 5,383 % |
| 79 | 1,650 % | 2,316 % | 3,182 % | 2,716 % | 4,479 % | 5,372 % |
| 80 | 1,664 % | 2,334 % | 3,189 % | 2,729 % | 4,480 % | 5,361 % |
| 81 | 1,677 % | 2,351 % | 3,196 % | 2,742 % | 4,480 % | 5,351 % |
| 82 | 1,690 % | 2,368 % | 3,202 % | 2,754 % | 4,480 % | 5,340 % |
| 83 | 1,703 % | 2,385 % | 3,209 % | 2,766 % | 4,480 % | 5,330 % |
| 84 | 1,715 % | 2,401 % | 3,215 % | 2,778 % | 4,481 % | 5,320 % |
| 85 | 1,727 % | 2,417 % | 3,222 % | 2,789 % | 4,481 % | 5,310 % |
| 86 | 1,739 % | 2,432 % | 3,228 % | 2,800 % | 4,481 % | 5,301 % |
| 87 | 1,751 % | 2,447 % | 3,234 % | 2,811 % | 4,481 % | 5,292 % |
| 88 | 1,762 % | 2,462 % | 3,240 % | 2,821 % | 4,481 % | 5,283 % |
| 89 | 1,773 % | 2,476 % | 3,245 % | 2,832 % | 4,482 % | 5,274 % |
| 90 | 1,784 % | 2,490 % | 3,251 % | 2,842 % | 4,482 % | 5,265 % |
| 91 | 1,794 % | 2,504 % | 3,256 % | 2,852 % | 4,482 % | 5,257 % |
| 92 | 1,805 % | 2,517 % | 3,262 % | 2,862 % | 4,482 % | 5,249 % |
| 93 | 1,815 % | 2,531 % | 3,267 % | 2,871 % | 4,483 % | 5,240 % |
| 94 | 1,825 % | 2,543 % | 3,272 % | 2,880 % | 4,483 % | 5,233 % |
| 95 | 1,834 % | 2,556 % | 3,277 % | 2,890 % | 4,483 % | 5,225 % |
| 96 | 1,844 % | 2,568 % | 3,282 % | 2,898 % | 4,483 % | 5,217 % |
| 97 | 1,853 % | 2,581 % | 3,287 % | 2,907 % | 4,483 % | 5,210 % |
| 98 | 1,862 % | 2,592 % | 3,292 % | 2,916 % | 4,483 % | 5,203 % |
| 99 | 1,871 % | 2,604 % | 3,296 % | 2,924 % | 4,484 % | 5,195 % |
| 100 | 1,880 % | 2,615 % | 3,301 % | 2,932 % | 4,484 % | 5,188 % |
| 101 | 1,889 % | 2,627 % | 3,305 % | 2,940 % | 4,484 % | 5,182 % |
| 102 | 1,897 % | 2,638 % | 3,309 % | 2,948 % | 4,484 % | 5,175 % |
| 103 | 1,905 % | 2,648 % | 3,314 % | 2,956 % | 4,484 % | 5,168 % |
| 104 | 1,913 % | 2,659 % | 3,318 % | 2,964 % | 4,484 % | 5,162 % |
| 105 | 1,921 % | 2,669 % | 3,322 % | 2,971 % | 4,485 % | 5,156 % |
| 106 | 1,929 % | 2,679 % | 3,326 % | 2,978 % | 4,485 % | 5,149 % |
| 107 | 1,937 % | 2,689 % | 3,330 % | 2,986 % | 4,485 % | 5,143 % |
| 108 | 1,944 % | 2,699 % | 3,334 % | 2,993 % | 4,485 % | 5,137 % |
| 109 | 1,952 % | 2,709 % | 3,338 % | 3,000 % | 4,485 % | 5,131 % |
| 110 | 1,959 % | 2,718 % | 3,341 % | 3,006 % | 4,485 % | 5,126 % |
| 111 | 1,966 % | 2,727 % | 3,345 % | 3,013 % | 4,485 % | 5,120 % |
| 112 | 1,973 % | 2,736 % | 3,349 % | 3,020 % | 4,486 % | 5,114 % |
| 113 | 1,980 % | 2,745 % | 3,352 % | 3,026 % | 4,486 % | 5,109 % |
| 114 | 1,986 % | 2,754 % | 3,356 % | 3,032 % | 4,486 % | 5,104 % |
| 115 | 1,993 % | 2,763 % | 3,359 % | 3,039 % | 4,486 % | 5,098 % |
| 116 | 2,000 % | 2,771 % | 3,363 % | 3,045 % | 4,486 % | 5,093 % |
| 117 | 2,006 % | 2,779 % | 3,366 % | 3,051 % | 4,486 % | 5,088 % |
| 118 | 2,012 % | 2,788 % | 3,369 % | 3,057 % | 4,486 % | 5,083 % |
| 119 | 2,018 % | 2,796 % | 3,372 % | 3,062 % | 4,486 % | 5,078 % |
| 120 | 2,025 % | 2,804 % | 3,375 % | 3,068 % | 4,487 % | 5,073 % |
| 121 | 2,031 % | 2,811 % | 3,378 % | 3,074 % | 4,487 % | 5,069 % |
| 122 | 2,036 % | 2,819 % | 3,382 % | 3,079 % | 4,487 % | 5,064 % |
| 123 | 2,042 % | 2,827 % | 3,385 % | 3,085 % | 4,487 % | 5,059 % |
| 124 | 2,048 % | 2,834 % | 3,387 % | 3,090 % | 4,487 % | 5,055 % |
| 125 | 2,053 % | 2,841 % | 3,390 % | 3,095 % | 4,487 % | 5,050 % |
| 126 | 2,059 % | 2,848 % | 3,393 % | 3,101 % | 4,487 % | 5,046 % |
| 127 | 2,064 % | 2,856 % | 3,396 % | 3,106 % | 4,487 % | 5,042 % |
| 128 | 2,070 % | 2,863 % | 3,399 % | 3,111 % | 4,487 % | 5,037 % |
| 129 | 2,075 % | 2,869 % | 3,401 % | 3,116 % | 4,487 % | 5,033 % |
| 130 | 2,080 % | 2,876 % | 3,404 % | 3,120 % | 4,488 % | 5,029 % |
| 131 | 2,085 % | 2,883 % | 3,407 % | 3,125 % | 4,488 % | 5,025 % |
| 132 | 2,090 % | 2,889 % | 3,409 % | 3,130 % | 4,488 % | 5,021 % |
| 133 | 2,095 % | 2,896 % | 3,412 % | 3,135 % | 4,488 % | 5,017 % |
| 134 | 2,100 % | 2,902 % | 3,414 % | 3,139 % | 4,488 % | 5,013 % |
| 135 | 2,105 % | 2,908 % | 3,417 % | 3,144 % | 4,488 % | 5,010 % |
| 136 | 2,110 % | 2,915 % | 3,419 % | 3,148 % | 4,488 % | 5,006 % |
| 137 | 2,114 % | 2,921 % | 3,422 % | 3,153 % | 4,488 % | 5,002 % |
| 138 | 2,119 % | 2,927 % | 3,424 % | 3,157 % | 4,488 % | 4,998 % |
| 139 | 2,123 % | 2,932 % | 3,427 % | 3,161 % | 4,488 % | 4,995 % |
| 140 | 2,128 % | 2,938 % | 3,429 % | 3,165 % | 4,488 % | 4,991 % |
| 141 | 2,132 % | 2,944 % | 3,431 % | 3,169 % | 4,489 % | 4,988 % |
| 142 | 2,137 % | 2,950 % | 3,433 % | 3,173 % | 4,489 % | 4,984 % |
| 143 | 2,141 % | 2,955 % | 3,436 % | 3,178 % | 4,489 % | 4,981 % |
| 144 | 2,145 % | 2,961 % | 3,438 % | 3,181 % | 4,489 % | 4,978 % |
| 145 | 2,149 % | 2,966 % | 3,440 % | 3,185 % | 4,489 % | 4,974 % |
| 146 | 2,153 % | 2,972 % | 3,442 % | 3,189 % | 4,489 % | 4,971 % |
| 147 | 2,157 % | 2,977 % | 3,444 % | 3,193 % | 4,489 % | 4,968 % |
| 148 | 2,161 % | 2,982 % | 3,446 % | 3,197 % | 4,489 % | 4,965 % |
| 149 | 2,165 % | 2,987 % | 3,448 % | 3,201 % | 4,489 % | 4,962 % |
| 150 | 2,169 % | 2,992 % | 3,450 % | 3,204 % | 4,489 % | 4,958 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,705 %

0,270 %

0,519 %

0,524 %

0,546 %

4,014 %

2

-0,745 %

0,254 %

0,610 %

0,585 %

0,897 %

4,713 %

3

-0,706 %

0,273 %

0,688 %

0,660 %

1,318 %

5,297 %

4

-0,631 %

0,325 %

0,768 %

0,748 %

1,730 %

5,759 %

5

-0,544 %

0,398 %

0,855 %

0,793 %

2,119 %

6,179 %

6

-0,454 %

0,475 %

0,945 %

0,838 %

2,465 %

6,505 %

7

-0,373 %

0,549 %

1,037 %

0,885 %

2,770 %

6,774 %

8

-0,311 %

0,618 %

1,129 %

0,923 %

3,040 %

6,997 %

9

-0,269 %

0,681 %

1,216 %

0,953 %

3,274 %

7,179 %

10

-0,250 %

0,737 %

1,299 %

0,973 %

3,468 %

7,352 %

11

-0,251 %

0,786 %

1,376 %

0,983 %

3,624 %

7,474 %

12

-0,264 %

0,822 %

1,443 %

0,989 %

3,750 %

7,545 %

13

-0,281 %

0,844 %

1,499 %

0,993 %

3,853 %

7,578 %

14

-0,299 %

0,855 %

1,548 %

0,997 %

3,938 %

7,584 %

15

-0,315 %

0,861 %

1,597 %

1,002 %

4,009 %

7,568 %

16

-0,326 %

0,863 %

1,649 %

1,010 %

4,069 %

7,537 %

17

-0,333 %

0,863 %

1,704 %

1,020 %

4,119 %

7,494 %

18

-0,333 %

0,863 %

1,760 %

1,032 %

4,162 %

7,443 %

19

-0,328 %

0,863 %

1,816 %

1,047 %

4,199 %

7,385 %

20

-0,317 %

0,862 %

1,871 %

1,065 %

4,231 %

7,324 %

21

-0,299 %

0,862 %

1,925 %

1,085 %

4,258 %

7,259 %

22

-0,275 %

0,858 %

1,978 %

1,107 %

4,282 %

7,193 %

23

-0,246 %

0,848 %

2,029 %

1,132 %

4,303 %

7,127 %

24

-0,210 %

0,830 %

2,078 %

1,159 %

4,321 %

7,060 %

25

-0,168 %

0,803 %

2,126 %

1,188 %

4,337 %

6,994 %

26

-0,120 %

0,767 %

2,172 %

1,219 %

4,351 %

6,929 %

27

-0,067 %

0,730 %

2,216 %

1,252 %

4,363 %

6,866 %

28

-0,012 %

0,699 %

2,259 %

1,287 %

4,374 %

6,804 %

29

0,045 %

0,678 %

2,299 %

1,324 %

4,384 %

6,744 %

30

0,103 %

0,672 %

2,338 %

1,364 %

4,393 %

6,685 %

31

0,161 %

0,680 %

2,376 %

1,405 %

4,400 %

6,628 %

32

0,218 %

0,701 %

2,412 %

1,448 %

4,407 %

6,574 %

33

0,275 %

0,732 %

2,446 %

1,491 %

4,413 %

6,521 %

34

0,330 %

0,769 %

2,479 %

1,535 %

4,419 %

6,470 %

35

0,385 %

0,811 %

2,511 %

1,579 %

4,424 %

6,421 %

36

0,438 %

0,856 %

2,541 %

1,623 %

4,428 %

6,374 %

37

0,490 %

0,904 %

2,570 %

1,666 %

4,432 %

6,329 %

38

0,540 %

0,953 %

2,598 %

1,708 %

4,436 %

6,285 %

39

0,589 %

1,003 %

2,625 %

1,749 %

4,440 %

6,243 %

40

0,636 %

1,053 %

2,651 %

1,790 %

4,443 %

6,203 %

41

0,681 %

1,103 %

2,675 %

1,829 %

4,445 %

6,164 %

42

0,725 %

1,153 %

2,699 %

1,868 %

4,448 %

6,127 %

43

0,768 %

1,202 %

2,722 %

1,905 %

4,450 %

6,091 %

44

0,809 %

1,250 %

2,744 %

1,942 %

4,452 %

6,057 %

45

0,849 %

1,297 %

2,765 %

1,977 %

4,454 %

6,024 %

46

0,887 %

1,343 %

2,785 %

2,012 %

4,456 %

5,992 %

47

0,924 %

1,388 %

2,804 %

2,045 %

4,458 %

5,961 %

48

0,960 %

1,432 %

2,823 %

2,077 %

4,459 %

5,931 %

49

0,995 %

1,475 %

2,841 %

2,109 %

4,461 %

5,903 %

50

1,028 %

1,516 %

2,859 %

2,139 %

4,462 %

5,875 %

51

1,060 %

1,557 %

2,876 %

2,168 %

4,463 %

5,849 %

52

1,092 %

1,596 %

2,892 %

2,197 %

4,464 %

5,824 %

53

1,122 %

1,634 %

2,908 %

2,225 %

4,465 %

5,799 %

54

1,151 %

1,671 %

2,923 %

2,251 %

4,466 %

5,775 %

55

1,179 %

1,707 %

2,937 %

2,277 %

4,467 %

5,752 %

56

1,206 %

1,742 %

2,952 %

2,302 %

4,468 %

5,730 %

57

1,233 %

1,775 %

2,965 %

2,327 %

4,469 %

5,709 %

58

1,258 %

1,808 %

2,979 %

2,350 %

4,470 %

5,688 %

59

1,283 %

1,840 %

2,991 %

2,373 %

4,470 %

5,668 %

60

1,307 %

1,871 %

3,004 %

2,395 %

4,471 %

5,649 %

61

1,330 %

1,901 %

3,016 %

2,417 %

4,472 %

5,630 %

62

1,352 %

1,930 %

3,027 %

2,438 %

4,472 %

5,612 %

63

1,374 %

1,958 %

3,039 %

2,458 %

4,473 %

5,594 %

64

1,395 %

1,985 %

3,050 %

2,478 %

4,473 %

5,577 %

65

1,416 %

2,012 %

3,060 %

2,497 %

4,474 %

5,560 %

66

1,436 %

2,038 %

3,071 %

2,516 %

4,474 %

5,544 %

67

1,455 %

2,063 %

3,081 %

2,534 %

4,475 %

5,529 %

68

1,474 %

2,087 %

3,090 %

2,551 %

4,475 %

5,514 %

69

1,492 %

2,111 %

3,100 %

2,568 %

4,476 %

5,499 %

70

1,510 %

2,134 %

3,109 %

2,585 %

4,476 %

5,485 %

71

1,527 %

2,156 %

3,118 %

2,601 %

4,477 %

5,471 %

72

1,544 %

2,178 %

3,127 %

2,617 %

4,477 %

5,457 %

73

1,561 %

2,200 %

3,135 %

2,632 %

4,477 %

5,444 %

74

1,576 %

2,220 %

3,144 %

2,647 %

4,478 %

5,431 %

75

1,592 %

2,240 %

3,152 %

2,662 %

4,478 %

5,419 %

76

1,607 %

2,260 %

3,159 %

2,676 %

4,478 %

5,407 %

77

1,622 %

2,279 %

3,167 %

2,690 %

4,479 %

5,395 %

78

1,636 %

2,298 %

3,174 %

2,703 %

4,479 %

5,383 %

79

1,650 %

2,316 %

3,182 %

2,716 %

4,479 %

5,372 %

80

1,664 %

2,334 %

3,189 %

2,729 %

4,480 %

5,361 %

81

1,677 %

2,351 %

3,196 %

2,742 %

4,480 %

5,351 %

82

1,690 %

2,368 %

3,202 %

2,754 %

4,480 %

5,340 %

83

1,703 %

2,385 %

3,209 %

2,766 %

4,480 %

5,330 %

84

1,715 %

2,401 %

3,215 %

2,778 %

4,481 %

5,320 %

85

1,727 %

2,417 %

3,222 %

2,789 %

4,481 %

5,310 %

86

1,739 %

2,432 %

3,228 %

2,800 %

4,481 %

5,301 %

87

1,751 %

2,447 %

3,234 %

2,811 %

4,481 %

5,292 %

88

1,762 %

2,462 %

3,240 %

2,821 %

4,481 %

5,283 %

89

1,773 %

2,476 %

3,245 %

2,832 %

4,482 %

5,274 %

90

1,784 %

2,490 %

3,251 %

2,842 %

4,482 %

5,265 %

91

1,794 %

2,504 %

3,256 %

2,852 %

4,482 %

5,257 %

92

1,805 %

2,517 %

3,262 %

2,862 %

4,482 %

5,249 %

93

1,815 %

2,531 %

3,267 %

2,871 %

4,483 %

5,240 %

94

1,825 %

2,543 %

3,272 %

2,880 %

4,483 %

5,233 %

95

1,834 %

2,556 %

3,277 %

2,890 %

4,483 %

5,225 %

96

1,844 %

2,568 %

3,282 %

2,898 %

4,483 %

5,217 %

97

1,853 %

2,581 %

3,287 %

2,907 %

4,483 %

5,210 %

98

1,862 %

2,592 %

3,292 %

2,916 %

4,483 %

5,203 %

99

1,871 %

2,604 %

3,296 %

2,924 %

4,484 %

5,195 %

100

1,880 %

2,615 %

3,301 %

2,932 %

4,484 %

5,188 %

101

1,889 %

2,627 %

3,305 %

2,940 %

4,484 %

5,182 %

102

1,897 %

2,638 %

3,309 %

2,948 %

4,484 %

5,175 %

103

1,905 %

2,648 %

3,314 %

2,956 %

4,484 %

5,168 %

104

1,913 %

2,659 %

3,318 %

2,964 %

4,484 %

5,162 %

105

1,921 %

2,669 %

3,322 %

2,971 %

4,485 %

5,156 %

106

1,929 %

2,679 %

3,326 %

2,978 %

4,485 %

5,149 %

107

1,937 %

2,689 %

3,330 %

2,986 %

4,485 %

5,143 %

108

1,944 %

2,699 %

3,334 %

2,993 %

4,485 %

5,137 %

109

1,952 %

2,709 %

3,338 %

3,000 %

4,485 %

5,131 %

110

1,959 %

2,718 %

3,341 %

3,006 %

4,485 %

5,126 %

111

1,966 %

2,727 %

3,345 %

3,013 %

4,485 %

5,120 %

112

1,973 %

2,736 %

3,349 %

3,020 %

4,486 %

5,114 %

113

1,980 %

2,745 %

3,352 %

3,026 %

4,486 %

5,109 %

114

1,986 %

2,754 %

3,356 %

3,032 %

4,486 %

5,104 %

115

1,993 %

2,763 %

3,359 %

3,039 %

4,486 %

5,098 %

116

2,000 %

2,771 %

3,363 %

3,045 %

4,486 %

5,093 %

117

2,006 %

2,779 %

3,366 %

3,051 %

4,486 %

5,088 %

118

2,012 %

2,788 %

3,369 %

3,057 %

4,486 %

5,083 %

119

2,018 %

2,796 %

3,372 %

3,062 %

4,486 %

5,078 %

120

2,025 %

2,804 %

3,375 %

3,068 %

4,487 %

5,073 %

121

2,031 %

2,811 %

3,378 %

3,074 %

4,487 %

5,069 %

122

2,036 %

2,819 %

3,382 %

3,079 %

4,487 %

5,064 %

123

2,042 %

2,827 %

3,385 %

3,085 %

4,487 %

5,059 %

124

2,048 %

2,834 %

3,387 %

3,090 %

4,487 %

5,055 %

125

2,053 %

2,841 %

3,390 %

3,095 %

4,487 %

5,050 %

126

2,059 %

2,848 %

3,393 %

3,101 %

4,487 %

5,046 %

127

2,064 %

2,856 %

3,396 %

3,106 %

4,487 %

5,042 %

128

2,070 %

2,863 %

3,399 %

3,111 %

4,487 %

5,037 %

129

2,075 %

2,869 %

3,401 %

3,116 %

4,487 %

5,033 %

130

2,080 %

2,876 %

3,404 %

3,120 %

4,488 %

5,029 %

131

2,085 %

2,883 %

3,407 %

3,125 %

4,488 %

5,025 %

132

2,090 %

2,889 %

3,409 %

3,130 %

4,488 %

5,021 %

133

2,095 %

2,896 %

3,412 %

3,135 %

4,488 %

5,017 %

134

2,100 %

2,902 %

3,414 %

3,139 %

4,488 %

5,013 %

135

2,105 %

2,908 %

3,417 %

3,144 %

4,488 %

5,010 %

136

2,110 %

2,915 %

3,419 %

3,148 %

4,488 %

5,006 %

137

2,114 %

2,921 %

3,422 %

3,153 %

4,488 %

5,002 %

138

2,119 %

2,927 %

3,424 %

3,157 %

4,488 %

4,998 %

139

2,123 %

2,932 %

3,427 %

3,161 %

4,488 %

4,995 %

140

2,128 %

2,938 %

3,429 %

3,165 %

4,488 %

4,991 %

141

2,132 %

2,944 %

3,431 %

3,169 %

4,489 %

4,988 %

142

2,137 %

2,950 %

3,433 %

3,173 %

4,489 %

4,984 %

143

2,141 %

2,955 %

3,436 %

3,178 %

4,489 %

4,981 %

144

2,145 %

2,961 %

3,438 %

3,181 %

4,489 %

4,978 %

145

2,149 %

2,966 %

3,440 %

3,185 %

4,489 %

4,974 %

146

2,153 %

2,972 %

3,442 %

3,189 %

4,489 %

4,971 %

147

2,157 %

2,977 %

3,444 %

3,193 %

4,489 %

4,968 %

148

2,161 %

2,982 %

3,446 %

3,197 %

4,489 %

4,965 %

149

2,165 %

2,987 %

3,448 %

3,201 %

4,489 %

4,962 %

150

2,169 %

2,992 %

3,450 %

3,204 %

4,489 %

4,958 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,883 % | 4,505 % | 5,589 % | 0,213 % | 0,343 % | 4,722 % |
| 2 | 0,711 % | 4,794 % | 5,535 % | 0,213 % | 0,363 % | 5,000 % |
| 3 | 0,711 % | 5,115 % | 5,665 % | 0,218 % | 0,380 % | 5,449 % |
| 4 | 0,723 % | 5,456 % | 5,964 % | 0,230 % | 0,411 % | 6,041 % |
| 5 | 0,737 % | 5,767 % | 6,258 % | 0,245 % | 0,456 % | 6,676 % |
| 6 | 0,761 % | 6,034 % | 6,493 % | 0,264 % | 0,481 % | 7,304 % |
| 7 | 0,786 % | 6,228 % | 6,677 % | 0,286 % | 0,581 % | 7,890 % |
| 8 | 0,803 % | 6,368 % | 6,822 % | 0,310 % | 0,612 % | 8,415 % |
| 9 | 0,809 % | 6,469 % | 6,944 % | 0,336 % | 0,669 % | 8,864 % |
| 10 | 0,803 % | 6,537 % | 7,054 % | 0,362 % | 0,770 % | 9,223 % |
| 11 | 0,787 % | 6,580 % | 7,158 % | 0,413 % | 0,882 % | 9,483 % |
| 12 | 0,771 % | 6,605 % | 7,257 % | 0,485 % | 0,997 % | 9,664 % |
| 13 | 0,764 % | 6,617 % | 7,347 % | 0,569 % | 1,111 % | 9,781 % |
| 14 | 0,770 % | 6,619 % | 7,427 % | 0,659 % | 1,222 % | 9,850 % |
| 15 | 0,793 % | 6,614 % | 7,497 % | 0,752 % | 1,328 % | 9,878 % |
| 16 | 0,834 % | 6,604 % | 7,554 % | 0,846 % | 1,430 % | 9,874 % |
| 17 | 0,887 % | 6,590 % | 7,600 % | 0,939 % | 1,526 % | 9,845 % |
| 18 | 0,948 % | 6,574 % | 7,631 % | 1,029 % | 1,617 % | 9,797 % |
| 19 | 1,014 % | 6,555 % | 7,649 % | 1,117 % | 1,702 % | 9,734 % |
| 20 | 1,083 % | 6,534 % | 7,651 % | 1,202 % | 1,781 % | 9,660 % |
| 21 | 1,153 % | 6,513 % | 7,638 % | 1,283 % | 1,855 % | 9,579 % |
| 22 | 1,223 % | 6,491 % | 7,612 % | 1,362 % | 1,924 % | 9,491 % |
| 23 | 1,292 % | 6,469 % | 7,576 % | 1,437 % | 1,988 % | 9,401 % |
| 24 | 1,360 % | 6,447 % | 7,534 % | 1,508 % | 2,048 % | 9,308 % |
| 25 | 1,427 % | 6,425 % | 7,486 % | 1,577 % | 2,105 % | 9,214 % |
| 26 | 1,491 % | 6,403 % | 7,434 % | 1,642 % | 2,158 % | 9,120 % |
| 27 | 1,554 % | 6,382 % | 7,379 % | 1,704 % | 2,208 % | 9,028 % |
| 28 | 1,614 % | 6,361 % | 7,323 % | 1,764 % | 2,256 % | 8,937 % |
| 29 | 1,672 % | 6,340 % | 7,266 % | 1,820 % | 2,300 % | 8,848 % |
| 30 | 1,728 % | 6,320 % | 7,208 % | 1,874 % | 2,342 % | 8,761 % |
| 31 | 1,782 % | 6,300 % | 7,151 % | 1,926 % | 2,383 % | 8,676 % |
| 32 | 1,833 % | 6,282 % | 7,095 % | 1,975 % | 2,421 % | 8,594 % |
| 33 | 1,883 % | 6,263 % | 7,040 % | 2,022 % | 2,457 % | 8,515 % |
| 34 | 1,930 % | 6,245 % | 6,986 % | 2,067 % | 2,491 % | 8,438 % |
| 35 | 1,976 % | 6,228 % | 6,933 % | 2,110 % | 2,524 % | 8,365 % |
| 36 | 2,020 % | 6,212 % | 6,882 % | 2,151 % | 2,555 % | 8,294 % |
| 37 | 2,062 % | 6,195 % | 6,832 % | 2,190 % | 2,584 % | 8,225 % |
| 38 | 2,102 % | 6,180 % | 6,784 % | 2,228 % | 2,613 % | 8,159 % |
| 39 | 2,140 % | 6,165 % | 6,737 % | 2,264 % | 2,640 % | 8,096 % |
| 40 | 2,177 % | 6,150 % | 6,692 % | 2,298 % | 2,666 % | 8,036 % |
| 41 | 2,213 % | 6,136 % | 6,649 % | 2,332 % | 2,691 % | 7,977 % |
| 42 | 2,247 % | 6,123 % | 6,607 % | 2,363 % | 2,714 % | 7,921 % |
| 43 | 2,280 % | 6,110 % | 6,566 % | 2,394 % | 2,737 % | 7,867 % |
| 44 | 2,312 % | 6,097 % | 6,527 % | 2,423 % | 2,759 % | 7,815 % |
| 45 | 2,342 % | 6,085 % | 6,490 % | 2,451 % | 2,780 % | 7,765 % |
| 46 | 2,371 % | 6,073 % | 6,453 % | 2,478 % | 2,800 % | 7,717 % |
| 47 | 2,399 % | 6,062 % | 6,418 % | 2,504 % | 2,819 % | 7,671 % |
| 48 | 2,426 % | 6,051 % | 6,385 % | 2,529 % | 2,838 % | 7,627 % |
| 49 | 2,452 % | 6,041 % | 6,352 % | 2,553 % | 2,856 % | 7,584 % |
| 50 | 2,477 % | 6,030 % | 6,321 % | 2,576 % | 2,873 % | 7,543 % |
| 51 | 2,501 % | 6,020 % | 6,291 % | 2,598 % | 2,890 % | 7,504 % |
| 52 | 2,525 % | 6,011 % | 6,262 % | 2,620 % | 2,906 % | 7,465 % |
| 53 | 2,547 % | 6,002 % | 6,233 % | 2,641 % | 2,921 % | 7,428 % |
| 54 | 2,569 % | 5,993 % | 6,206 % | 2,661 % | 2,936 % | 7,393 % |
| 55 | 2,590 % | 5,984 % | 6,180 % | 2,680 % | 2,951 % | 7,359 % |
| 56 | 2,610 % | 5,976 % | 6,155 % | 2,699 % | 2,965 % | 7,326 % |
| 57 | 2,630 % | 5,968 % | 6,130 % | 2,717 % | 2,978 % | 7,294 % |
| 58 | 2,649 % | 5,960 % | 6,106 % | 2,734 % | 2,991 % | 7,263 % |
| 59 | 2,667 % | 5,952 % | 6,084 % | 2,751 % | 3,004 % | 7,233 % |
| 60 | 2,685 % | 5,945 % | 6,061 % | 2,768 % | 3,016 % | 7,204 % |
| 61 | 2,702 % | 5,938 % | 6,040 % | 2,784 % | 3,028 % | 7,176 % |
| 62 | 2,719 % | 5,931 % | 6,019 % | 2,799 % | 3,039 % | 7,149 % |
| 63 | 2,735 % | 5,924 % | 5,999 % | 2,814 % | 3,050 % | 7,122 % |
| 64 | 2,751 % | 5,918 % | 5,979 % | 2,828 % | 3,061 % | 7,097 % |
| 65 | 2,766 % | 5,911 % | 5,961 % | 2,842 % | 3,072 % | 7,072 % |
| 66 | 2,781 % | 5,905 % | 5,942 % | 2,856 % | 3,082 % | 7,048 % |
| 67 | 2,795 % | 5,899 % | 5,924 % | 2,869 % | 3,092 % | 7,025 % |
| 68 | 2,809 % | 5,893 % | 5,907 % | 2,882 % | 3,101 % | 7,003 % |
| 69 | 2,823 % | 5,888 % | 5,890 % | 2,894 % | 3,111 % | 6,981 % |
| 70 | 2,836 % | 5,882 % | 5,874 % | 2,907 % | 3,120 % | 6,960 % |
| 71 | 2,848 % | 5,877 % | 5,858 % | 2,918 % | 3,128 % | 6,939 % |
| 72 | 2,861 % | 5,872 % | 5,843 % | 2,930 % | 3,137 % | 6,919 % |
| 73 | 2,873 % | 5,867 % | 5,827 % | 2,941 % | 3,145 % | 6,899 % |
| 74 | 2,885 % | 5,862 % | 5,813 % | 2,952 % | 3,153 % | 6,880 % |
| 75 | 2,896 % | 5,857 % | 5,799 % | 2,962 % | 3,161 % | 6,862 % |
| 76 | 2,907 % | 5,852 % | 5,785 % | 2,973 % | 3,169 % | 6,844 % |
| 77 | 2,918 % | 5,848 % | 5,771 % | 2,983 % | 3,177 % | 6,826 % |
| 78 | 2,929 % | 5,843 % | 5,758 % | 2,992 % | 3,184 % | 6,809 % |
| 79 | 2,939 % | 5,839 % | 5,745 % | 3,002 % | 3,191 % | 6,792 % |
| 80 | 2,949 % | 5,835 % | 5,733 % | 3,011 % | 3,198 % | 6,776 % |
| 81 | 2,959 % | 5,830 % | 5,721 % | 3,020 % | 3,205 % | 6,760 % |
| 82 | 2,969 % | 5,826 % | 5,709 % | 3,029 % | 3,211 % | 6,745 % |
| 83 | 2,978 % | 5,823 % | 5,697 % | 3,038 % | 3,218 % | 6,730 % |
| 84 | 2,987 % | 5,819 % | 5,686 % | 3,046 % | 3,224 % | 6,715 % |
| 85 | 2,996 % | 5,815 % | 5,675 % | 3,055 % | 3,230 % | 6,701 % |
| 86 | 3,005 % | 5,811 % | 5,664 % | 3,063 % | 3,236 % | 6,687 % |
| 87 | 3,013 % | 5,808 % | 5,653 % | 3,070 % | 3,242 % | 6,673 % |
| 88 | 3,022 % | 5,804 % | 5,643 % | 3,078 % | 3,248 % | 6,660 % |
| 89 | 3,030 % | 5,801 % | 5,633 % | 3,086 % | 3,253 % | 6,646 % |
| 90 | 3,038 % | 5,797 % | 5,623 % | 3,093 % | 3,259 % | 6,634 % |
| 91 | 3,046 % | 5,794 % | 5,614 % | 3,100 % | 3,264 % | 6,621 % |
| 92 | 3,053 % | 5,791 % | 5,604 % | 3,107 % | 3,270 % | 6,609 % |
| 93 | 3,061 % | 5,788 % | 5,595 % | 3,114 % | 3,275 % | 6,597 % |
| 94 | 3,068 % | 5,785 % | 5,586 % | 3,121 % | 3,280 % | 6,585 % |
| 95 | 3,075 % | 5,782 % | 5,577 % | 3,128 % | 3,285 % | 6,574 % |
| 96 | 3,082 % | 5,779 % | 5,568 % | 3,134 % | 3,290 % | 6,562 % |
| 97 | 3,089 % | 5,776 % | 5,560 % | 3,140 % | 3,294 % | 6,551 % |
| 98 | 3,096 % | 5,773 % | 5,552 % | 3,147 % | 3,299 % | 6,541 % |
| 99 | 3,102 % | 5,770 % | 5,544 % | 3,153 % | 3,303 % | 6,530 % |
| 100 | 3,109 % | 5,768 % | 5,536 % | 3,159 % | 3,308 % | 6,520 % |
| 101 | 3,115 % | 5,765 % | 5,528 % | 3,164 % | 3,312 % | 6,510 % |
| 102 | 3,121 % | 5,762 % | 5,520 % | 3,170 % | 3,317 % | 6,500 % |
| 103 | 3,127 % | 5,760 % | 5,513 % | 3,176 % | 3,321 % | 6,490 % |
| 104 | 3,133 % | 5,757 % | 5,505 % | 3,181 % | 3,325 % | 6,480 % |
| 105 | 3,139 % | 5,755 % | 5,498 % | 3,187 % | 3,329 % | 6,471 % |
| 106 | 3,145 % | 5,753 % | 5,491 % | 3,192 % | 3,333 % | 6,462 % |
| 107 | 3,151 % | 5,750 % | 5,484 % | 3,197 % | 3,337 % | 6,453 % |
| 108 | 3,156 % | 5,748 % | 5,477 % | 3,202 % | 3,341 % | 6,444 % |
| 109 | 3,162 % | 5,746 % | 5,471 % | 3,207 % | 3,344 % | 6,435 % |
| 110 | 3,167 % | 5,743 % | 5,464 % | 3,212 % | 3,348 % | 6,427 % |
| 111 | 3,172 % | 5,741 % | 5,457 % | 3,217 % | 3,352 % | 6,418 % |
| 112 | 3,177 % | 5,739 % | 5,451 % | 3,222 % | 3,355 % | 6,410 % |
| 113 | 3,182 % | 5,737 % | 5,445 % | 3,226 % | 3,359 % | 6,402 % |
| 114 | 3,187 % | 5,735 % | 5,439 % | 3,231 % | 3,362 % | 6,394 % |
| 115 | 3,192 % | 5,733 % | 5,433 % | 3,235 % | 3,365 % | 6,386 % |
| 116 | 3,197 % | 5,731 % | 5,427 % | 3,240 % | 3,369 % | 6,379 % |
| 117 | 3,202 % | 5,729 % | 5,421 % | 3,244 % | 3,372 % | 6,371 % |
| 118 | 3,206 % | 5,727 % | 5,415 % | 3,249 % | 3,375 % | 6,364 % |
| 119 | 3,211 % | 5,725 % | 5,410 % | 3,253 % | 3,378 % | 6,356 % |
| 120 | 3,215 % | 5,723 % | 5,404 % | 3,257 % | 3,381 % | 6,349 % |
| 121 | 3,220 % | 5,721 % | 5,399 % | 3,261 % | 3,384 % | 6,342 % |
| 122 | 3,224 % | 5,719 % | 5,393 % | 3,265 % | 3,387 % | 6,335 % |
| 123 | 3,228 % | 5,718 % | 5,388 % | 3,269 % | 3,390 % | 6,328 % |
| 124 | 3,233 % | 5,716 % | 5,383 % | 3,273 % | 3,393 % | 6,322 % |
| 125 | 3,237 % | 5,714 % | 5,378 % | 3,277 % | 3,396 % | 6,315 % |
| 126 | 3,241 % | 5,712 % | 5,373 % | 3,280 % | 3,399 % | 6,309 % |
| 127 | 3,245 % | 5,711 % | 5,368 % | 3,284 % | 3,402 % | 6,302 % |
| 128 | 3,249 % | 5,709 % | 5,363 % | 3,288 % | 3,404 % | 6,296 % |
| 129 | 3,253 % | 5,707 % | 5,358 % | 3,291 % | 3,407 % | 6,290 % |
| 130 | 3,256 % | 5,706 % | 5,354 % | 3,295 % | 3,410 % | 6,284 % |
| 131 | 3,260 % | 5,704 % | 5,349 % | 3,298 % | 3,412 % | 6,278 % |
| 132 | 3,264 % | 5,703 % | 5,345 % | 3,302 % | 3,415 % | 6,272 % |
| 133 | 3,268 % | 5,701 % | 5,340 % | 3,305 % | 3,417 % | 6,266 % |
| 134 | 3,271 % | 5,700 % | 5,336 % | 3,308 % | 3,420 % | 6,260 % |
| 135 | 3,275 % | 5,698 % | 5,331 % | 3,312 % | 3,422 % | 6,254 % |
| 136 | 3,278 % | 5,697 % | 5,327 % | 3,315 % | 3,425 % | 6,249 % |
| 137 | 3,282 % | 5,695 % | 5,323 % | 3,318 % | 3,427 % | 6,243 % |
| 138 | 3,285 % | 5,694 % | 5,319 % | 3,321 % | 3,429 % | 6,238 % |
| 139 | 3,288 % | 5,693 % | 5,315 % | 3,324 % | 3,432 % | 6,233 % |
| 140 | 3,292 % | 5,691 % | 5,311 % | 3,327 % | 3,434 % | 6,227 % |
| 141 | 3,295 % | 5,690 % | 5,307 % | 3,330 % | 3,436 % | 6,222 % |
| 142 | 3,298 % | 5,688 % | 5,303 % | 3,333 % | 3,438 % | 6,217 % |
| 143 | 3,301 % | 5,687 % | 5,299 % | 3,336 % | 3,441 % | 6,212 % |
| 144 | 3,304 % | 5,686 % | 5,295 % | 3,339 % | 3,443 % | 6,207 % |
| 145 | 3,307 % | 5,685 % | 5,291 % | 3,342 % | 3,445 % | 6,202 % |
| 146 | 3,310 % | 5,683 % | 5,287 % | 3,345 % | 3,447 % | 6,197 % |
| 147 | 3,313 % | 5,682 % | 5,284 % | 3,347 % | 3,449 % | 6,193 % |
| 148 | 3,316 % | 5,681 % | 5,280 % | 3,350 % | 3,451 % | 6,188 % |
| 149 | 3,319 % | 5,680 % | 5,277 % | 3,353 % | 3,453 % | 6,183 % |
| 150 | 3,322 % | 5,678 % | 5,273 % | 3,355 % | 3,455 % | 6,179 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,883 %

4,505 %

5,589 %

0,213 %

0,343 %

4,722 %

2

0,711 %

4,794 %

5,535 %

0,213 %

0,363 %

5,000 %

3

0,711 %

5,115 %

5,665 %

0,218 %

0,380 %

5,449 %

4

0,723 %

5,456 %

5,964 %

0,230 %

0,411 %

6,041 %

5

0,737 %

5,767 %

6,258 %

0,245 %

0,456 %

6,676 %

6

0,761 %

6,034 %

6,493 %

0,264 %

0,481 %

7,304 %

7

0,786 %

6,228 %

6,677 %

0,286 %

0,581 %

7,890 %

8

0,803 %

6,368 %

6,822 %

0,310 %

0,612 %

8,415 %

9

0,809 %

6,469 %

6,944 %

0,336 %

0,669 %

8,864 %

10

0,803 %

6,537 %

7,054 %

0,362 %

0,770 %

9,223 %

11

0,787 %

6,580 %

7,158 %

0,413 %

0,882 %

9,483 %

12

0,771 %

6,605 %

7,257 %

0,485 %

0,997 %

9,664 %

13

0,764 %

6,617 %

7,347 %

0,569 %

1,111 %

9,781 %

14

0,770 %

6,619 %

7,427 %

0,659 %

1,222 %

9,850 %

15

0,793 %

6,614 %

7,497 %

0,752 %

1,328 %

9,878 %

16

0,834 %

6,604 %

7,554 %

0,846 %

1,430 %

9,874 %

17

0,887 %

6,590 %

7,600 %

0,939 %

1,526 %

9,845 %

18

0,948 %

6,574 %

7,631 %

1,029 %

1,617 %

9,797 %

19

1,014 %

6,555 %

7,649 %

1,117 %

1,702 %

9,734 %

20

1,083 %

6,534 %

7,651 %

1,202 %

1,781 %

9,660 %

21

1,153 %

6,513 %

7,638 %

1,283 %

1,855 %

9,579 %

22

1,223 %

6,491 %

7,612 %

1,362 %

1,924 %

9,491 %

23

1,292 %

6,469 %

7,576 %

1,437 %

1,988 %

9,401 %

24

1,360 %

6,447 %

7,534 %

1,508 %

2,048 %

9,308 %

25

1,427 %

6,425 %

7,486 %

1,577 %

2,105 %

9,214 %

26

1,491 %

6,403 %

7,434 %

1,642 %

2,158 %

9,120 %

27

1,554 %

6,382 %

7,379 %

1,704 %

2,208 %

9,028 %

28

1,614 %

6,361 %

7,323 %

1,764 %

2,256 %

8,937 %

29

1,672 %

6,340 %

7,266 %

1,820 %

2,300 %

8,848 %

30

1,728 %

6,320 %

7,208 %

1,874 %

2,342 %

8,761 %

31

1,782 %

6,300 %

7,151 %

1,926 %

2,383 %

8,676 %

32

1,833 %

6,282 %

7,095 %

1,975 %

2,421 %

8,594 %

33

1,883 %

6,263 %

7,040 %

2,022 %

2,457 %

8,515 %

34

1,930 %

6,245 %

6,986 %

2,067 %

2,491 %

8,438 %

35

1,976 %

6,228 %

6,933 %

2,110 %

2,524 %

8,365 %

36

2,020 %

6,212 %

6,882 %

2,151 %

2,555 %

8,294 %

37

2,062 %

6,195 %

6,832 %

2,190 %

2,584 %

8,225 %

38

2,102 %

6,180 %

6,784 %

2,228 %

2,613 %

8,159 %

39

2,140 %

6,165 %

6,737 %

2,264 %

2,640 %

8,096 %

40

2,177 %

6,150 %

6,692 %

2,298 %

2,666 %

8,036 %

41

2,213 %

6,136 %

6,649 %

2,332 %

2,691 %

7,977 %

42

2,247 %

6,123 %

6,607 %

2,363 %

2,714 %

7,921 %

43

2,280 %

6,110 %

6,566 %

2,394 %

2,737 %

7,867 %

44

2,312 %

6,097 %

6,527 %

2,423 %

2,759 %

7,815 %

45

2,342 %

6,085 %

6,490 %

2,451 %

2,780 %

7,765 %

46

2,371 %

6,073 %

6,453 %

2,478 %

2,800 %

7,717 %

47

2,399 %

6,062 %

6,418 %

2,504 %

2,819 %

7,671 %

48

2,426 %

6,051 %

6,385 %

2,529 %

2,838 %

7,627 %

49

2,452 %

6,041 %

6,352 %

2,553 %

2,856 %

7,584 %

50

2,477 %

6,030 %

6,321 %

2,576 %

2,873 %

7,543 %

51

2,501 %

6,020 %

6,291 %

2,598 %

2,890 %

7,504 %

52

2,525 %

6,011 %

6,262 %

2,620 %

2,906 %

7,465 %

53

2,547 %

6,002 %

6,233 %

2,641 %

2,921 %

7,428 %

54

2,569 %

5,993 %

6,206 %

2,661 %

2,936 %

7,393 %

55

2,590 %

5,984 %

6,180 %

2,680 %

2,951 %

7,359 %

56

2,610 %

5,976 %

6,155 %

2,699 %

2,965 %

7,326 %

57

2,630 %

5,968 %

6,130 %

2,717 %

2,978 %

7,294 %

58

2,649 %

5,960 %

6,106 %

2,734 %

2,991 %

7,263 %

59

2,667 %

5,952 %

6,084 %

2,751 %

3,004 %

7,233 %

60

2,685 %

5,945 %

6,061 %

2,768 %

3,016 %

7,204 %

61

2,702 %

5,938 %

6,040 %

2,784 %

3,028 %

7,176 %

62

2,719 %

5,931 %

6,019 %

2,799 %

3,039 %

7,149 %

63

2,735 %

5,924 %

5,999 %

2,814 %

3,050 %

7,122 %

64

2,751 %

5,918 %

5,979 %

2,828 %

3,061 %

7,097 %

65

2,766 %

5,911 %

5,961 %

2,842 %

3,072 %

7,072 %

66

2,781 %

5,905 %

5,942 %

2,856 %

3,082 %

7,048 %

67

2,795 %

5,899 %

5,924 %

2,869 %

3,092 %

7,025 %

68

2,809 %

5,893 %

5,907 %

2,882 %

3,101 %

7,003 %

69

2,823 %

5,888 %

5,890 %

2,894 %

3,111 %

6,981 %

70

2,836 %

5,882 %

5,874 %

2,907 %

3,120 %

6,960 %

71

2,848 %

5,877 %

5,858 %

2,918 %

3,128 %

6,939 %

72

2,861 %

5,872 %

5,843 %

2,930 %

3,137 %

6,919 %

73

2,873 %

5,867 %

5,827 %

2,941 %

3,145 %

6,899 %

74

2,885 %

5,862 %

5,813 %

2,952 %

3,153 %

6,880 %

75

2,896 %

5,857 %

5,799 %

2,962 %

3,161 %

6,862 %

76

2,907 %

5,852 %

5,785 %

2,973 %

3,169 %

6,844 %

77

2,918 %

5,848 %

5,771 %

2,983 %

3,177 %

6,826 %

78

2,929 %

5,843 %

5,758 %

2,992 %

3,184 %

6,809 %

79

2,939 %

5,839 %

5,745 %

3,002 %

3,191 %

6,792 %

80

2,949 %

5,835 %

5,733 %

3,011 %

3,198 %

6,776 %

81

2,959 %

5,830 %

5,721 %

3,020 %

3,205 %

6,760 %

82

2,969 %

5,826 %

5,709 %

3,029 %

3,211 %

6,745 %

83

2,978 %

5,823 %

5,697 %

3,038 %

3,218 %

6,730 %

84

2,987 %

5,819 %

5,686 %

3,046 %

3,224 %

6,715 %

85

2,996 %

5,815 %

5,675 %

3,055 %

3,230 %

6,701 %

86

3,005 %

5,811 %

5,664 %

3,063 %

3,236 %

6,687 %

87

3,013 %

5,808 %

5,653 %

3,070 %

3,242 %

6,673 %

88

3,022 %

5,804 %

5,643 %

3,078 %

3,248 %

6,660 %

89

3,030 %

5,801 %

5,633 %

3,086 %

3,253 %

6,646 %

90

3,038 %

5,797 %

5,623 %

3,093 %

3,259 %

6,634 %

91

3,046 %

5,794 %

5,614 %

3,100 %

3,264 %

6,621 %

92

3,053 %

5,791 %

5,604 %

3,107 %

3,270 %

6,609 %

93

3,061 %

5,788 %

5,595 %

3,114 %

3,275 %

6,597 %

94

3,068 %

5,785 %

5,586 %

3,121 %

3,280 %

6,585 %

95

3,075 %

5,782 %

5,577 %

3,128 %

3,285 %

6,574 %

96

3,082 %

5,779 %

5,568 %

3,134 %

3,290 %

6,562 %

97

3,089 %

5,776 %

5,560 %

3,140 %

3,294 %

6,551 %

98

3,096 %

5,773 %

5,552 %

3,147 %

3,299 %

6,541 %

99

3,102 %

5,770 %

5,544 %

3,153 %

3,303 %

6,530 %

100

3,109 %

5,768 %

5,536 %

3,159 %

3,308 %

6,520 %

101

3,115 %

5,765 %

5,528 %

3,164 %

3,312 %

6,510 %

102

3,121 %

5,762 %

5,520 %

3,170 %

3,317 %

6,500 %

103

3,127 %

5,760 %

5,513 %

3,176 %

3,321 %

6,490 %

104

3,133 %

5,757 %

5,505 %

3,181 %

3,325 %

6,480 %

105

3,139 %

5,755 %

5,498 %

3,187 %

3,329 %

6,471 %

106

3,145 %

5,753 %

5,491 %

3,192 %

3,333 %

6,462 %

107

3,151 %

5,750 %

5,484 %

3,197 %

3,337 %

6,453 %

108

3,156 %

5,748 %

5,477 %

3,202 %

3,341 %

6,444 %

109

3,162 %

5,746 %

5,471 %

3,207 %

3,344 %

6,435 %

110

3,167 %

5,743 %

5,464 %

3,212 %

3,348 %

6,427 %

111

3,172 %

5,741 %

5,457 %

3,217 %

3,352 %

6,418 %

112

3,177 %

5,739 %

5,451 %

3,222 %

3,355 %

6,410 %

113

3,182 %

5,737 %

5,445 %

3,226 %

3,359 %

6,402 %

114

3,187 %

5,735 %

5,439 %

3,231 %

3,362 %

6,394 %

115

3,192 %

5,733 %

5,433 %

3,235 %

3,365 %

6,386 %

116

3,197 %

5,731 %

5,427 %

3,240 %

3,369 %

6,379 %

117

3,202 %

5,729 %

5,421 %

3,244 %

3,372 %

6,371 %

118

3,206 %

5,727 %

5,415 %

3,249 %

3,375 %

6,364 %

119

3,211 %

5,725 %

5,410 %

3,253 %

3,378 %

6,356 %

120

3,215 %

5,723 %

5,404 %

3,257 %

3,381 %

6,349 %

121

3,220 %

5,721 %

5,399 %

3,261 %

3,384 %

6,342 %

122

3,224 %

5,719 %

5,393 %

3,265 %

3,387 %

6,335 %

123

3,228 %

5,718 %

5,388 %

3,269 %

3,390 %

6,328 %

124

3,233 %

5,716 %

5,383 %

3,273 %

3,393 %

6,322 %

125

3,237 %

5,714 %

5,378 %

3,277 %

3,396 %

6,315 %

126

3,241 %

5,712 %

5,373 %

3,280 %

3,399 %

6,309 %

127

3,245 %

5,711 %

5,368 %

3,284 %

3,402 %

6,302 %

128

3,249 %

5,709 %

5,363 %

3,288 %

3,404 %

6,296 %

129

3,253 %

5,707 %

5,358 %

3,291 %

3,407 %

6,290 %

130

3,256 %

5,706 %

5,354 %

3,295 %

3,410 %

6,284 %

131

3,260 %

5,704 %

5,349 %

3,298 %

3,412 %

6,278 %

132

3,264 %

5,703 %

5,345 %

3,302 %

3,415 %

6,272 %

133

3,268 %

5,701 %

5,340 %

3,305 %

3,417 %

6,266 %

134

3,271 %

5,700 %

5,336 %

3,308 %

3,420 %

6,260 %

135

3,275 %

5,698 %

5,331 %

3,312 %

3,422 %

6,254 %

136

3,278 %

5,697 %

5,327 %

3,315 %

3,425 %

6,249 %

137

3,282 %

5,695 %

5,323 %

3,318 %

3,427 %

6,243 %

138

3,285 %

5,694 %

5,319 %

3,321 %

3,429 %

6,238 %

139

3,288 %

5,693 %

5,315 %

3,324 %

3,432 %

6,233 %

140

3,292 %

5,691 %

5,311 %

3,327 %

3,434 %

6,227 %

141

3,295 %

5,690 %

5,307 %

3,330 %

3,436 %

6,222 %

142

3,298 %

5,688 %

5,303 %

3,333 %

3,438 %

6,217 %

143

3,301 %

5,687 %

5,299 %

3,336 %

3,441 %

6,212 %

144

3,304 %

5,686 %

5,295 %

3,339 %

3,443 %

6,207 %

145

3,307 %

5,685 %

5,291 %

3,342 %

3,445 %

6,202 %

146

3,310 %

5,683 %

5,287 %

3,345 %

3,447 %

6,197 %

147

3,313 %

5,682 %

5,284 %

3,347 %

3,449 %

6,193 %

148

3,316 %

5,681 %

5,280 %

3,350 %

3,451 %

6,188 %

149

3,319 %

5,680 %

5,277 %

3,353 %

3,453 %

6,183 %

150

3,322 %

5,678 %

5,273 %

3,355 %

3,455 %

6,179 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 3,067 % | 1,559 % | 2,196 % | 5,638 % | 0,340 % | 0,682 % |
| 2 | 4,144 % | 1,631 % | 2,359 % | 5,946 % | 0,486 % | 0,707 % |
| 3 | 5,176 % | 1,761 % | 2,545 % | 6,108 % | 0,615 % | 0,732 % |
| 4 | 5,965 % | 1,887 % | 2,691 % | 6,187 % | 0,705 % | 0,763 % |
| 5 | 6,586 % | 1,983 % | 2,819 % | 6,252 % | 0,774 % | 0,773 % |
| 6 | 7,035 % | 2,048 % | 2,929 % | 6,294 % | 0,832 % | 0,767 % |
| 7 | 7,375 % | 2,099 % | 3,028 % | 6,326 % | 0,879 % | 0,773 % |
| 8 | 7,636 % | 2,146 % | 3,126 % | 6,361 % | 0,914 % | 0,800 % |
| 9 | 7,834 % | 2,196 % | 3,219 % | 6,400 % | 0,937 % | 0,820 % |
| 10 | 8,001 % | 2,250 % | 3,312 % | 6,450 % | 0,948 % | 0,814 % |
| 11 | 8,116 % | 2,312 % | 3,407 % | 6,538 % | 0,949 % | 0,774 % |
| 12 | 8,184 % | 2,376 % | 3,502 % | 6,651 % | 0,945 % | 0,718 % |
| 13 | 8,218 % | 2,443 % | 3,593 % | 6,771 % | 0,942 % | 0,658 % |
| 14 | 8,226 % | 2,509 % | 3,679 % | 6,881 % | 0,943 % | 0,604 % |
| 15 | 8,214 % | 2,574 % | 3,757 % | 6,971 % | 0,949 % | 0,559 % |
| 16 | 8,189 % | 2,637 % | 3,826 % | 7,030 % | 0,962 % | 0,528 % |
| 17 | 8,153 % | 2,698 % | 3,886 % | 7,062 % | 0,981 % | 0,511 % |
| 18 | 8,109 % | 2,757 % | 3,937 % | 7,074 % | 1,007 % | 0,509 % |
| 19 | 8,059 % | 2,813 % | 3,980 % | 7,071 % | 1,041 % | 0,523 % |
| 20 | 8,006 % | 2,868 % | 4,015 % | 7,054 % | 1,083 % | 0,551 % |
| 21 | 7,950 % | 2,919 % | 4,043 % | 7,029 % | 1,132 % | 0,595 % |
| 22 | 7,892 % | 2,969 % | 4,064 % | 6,996 % | 1,186 % | 0,648 % |
| 23 | 7,834 % | 3,016 % | 4,080 % | 6,957 % | 1,243 % | 0,709 % |
| 24 | 7,776 % | 3,061 % | 4,092 % | 6,915 % | 1,302 % | 0,775 % |
| 25 | 7,718 % | 3,104 % | 4,101 % | 6,870 % | 1,361 % | 0,842 % |
| 26 | 7,661 % | 3,145 % | 4,106 % | 6,824 % | 1,421 % | 0,912 % |
| 27 | 7,605 % | 3,185 % | 4,110 % | 6,776 % | 1,480 % | 0,981 % |
| 28 | 7,551 % | 3,222 % | 4,111 % | 6,728 % | 1,538 % | 1,050 % |
| 29 | 7,498 % | 3,258 % | 4,111 % | 6,680 % | 1,594 % | 1,117 % |
| 30 | 7,446 % | 3,292 % | 4,109 % | 6,632 % | 1,649 % | 1,184 % |
| 31 | 7,396 % | 3,324 % | 4,107 % | 6,585 % | 1,703 % | 1,248 % |
| 32 | 7,348 % | 3,355 % | 4,104 % | 6,539 % | 1,754 % | 1,311 % |
| 33 | 7,302 % | 3,385 % | 4,100 % | 6,494 % | 1,804 % | 1,372 % |
| 34 | 7,257 % | 3,414 % | 4,096 % | 6,450 % | 1,852 % | 1,431 % |
| 35 | 7,213 % | 3,441 % | 4,091 % | 6,407 % | 1,899 % | 1,488 % |
| 36 | 7,172 % | 3,467 % | 4,086 % | 6,366 % | 1,944 % | 1,542 % |
| 37 | 7,131 % | 3,492 % | 4,081 % | 6,326 % | 1,987 % | 1,595 % |
| 38 | 7,093 % | 3,516 % | 4,076 % | 6,287 % | 2,028 % | 1,646 % |
| 39 | 7,056 % | 3,538 % | 4,071 % | 6,250 % | 2,068 % | 1,694 % |
| 40 | 7,020 % | 3,560 % | 4,065 % | 6,214 % | 2,106 % | 1,741 % |
| 41 | 6,986 % | 3,581 % | 4,060 % | 6,179 % | 2,143 % | 1,787 % |
| 42 | 6,953 % | 3,602 % | 4,054 % | 6,145 % | 2,179 % | 1,830 % |
| 43 | 6,921 % | 3,621 % | 4,049 % | 6,113 % | 2,213 % | 1,872 % |
| 44 | 6,890 % | 3,640 % | 4,044 % | 6,081 % | 2,246 % | 1,912 % |
| 45 | 6,861 % | 3,658 % | 4,039 % | 6,051 % | 2,277 % | 1,951 % |
| 46 | 6,832 % | 3,675 % | 4,034 % | 6,022 % | 2,308 % | 1,988 % |
| 47 | 6,805 % | 3,692 % | 4,028 % | 5,994 % | 2,337 % | 2,024 % |
| 48 | 6,779 % | 3,708 % | 4,024 % | 5,967 % | 2,365 % | 2,058 % |
| 49 | 6,753 % | 3,723 % | 4,019 % | 5,941 % | 2,392 % | 2,092 % |
| 50 | 6,729 % | 3,738 % | 4,014 % | 5,916 % | 2,419 % | 2,124 % |
| 51 | 6,705 % | 3,752 % | 4,009 % | 5,892 % | 2,444 % | 2,155 % |
| 52 | 6,683 % | 3,766 % | 4,005 % | 5,869 % | 2,468 % | 2,185 % |
| 53 | 6,661 % | 3,780 % | 4,001 % | 5,846 % | 2,492 % | 2,213 % |
| 54 | 6,640 % | 3,793 % | 3,996 % | 5,824 % | 2,515 % | 2,241 % |
| 55 | 6,619 % | 3,805 % | 3,992 % | 5,803 % | 2,537 % | 2,268 % |
| 56 | 6,599 % | 3,817 % | 3,988 % | 5,783 % | 2,558 % | 2,294 % |
| 57 | 6,580 % | 3,829 % | 3,984 % | 5,763 % | 2,578 % | 2,319 % |
| 58 | 6,562 % | 3,840 % | 3,981 % | 5,744 % | 2,598 % | 2,343 % |
| 59 | 6,544 % | 3,851 % | 3,977 % | 5,726 % | 2,617 % | 2,367 % |
| 60 | 6,527 % | 3,862 % | 3,973 % | 5,708 % | 2,636 % | 2,389 % |
| 61 | 6,510 % | 3,872 % | 3,970 % | 5,691 % | 2,654 % | 2,411 % |
| 62 | 6,494 % | 3,882 % | 3,966 % | 5,674 % | 2,671 % | 2,433 % |
| 63 | 6,478 % | 3,892 % | 3,963 % | 5,658 % | 2,688 % | 2,453 % |
| 64 | 6,463 % | 3,901 % | 3,960 % | 5,642 % | 2,705 % | 2,473 % |
| 65 | 6,448 % | 3,910 % | 3,957 % | 5,627 % | 2,721 % | 2,493 % |
| 66 | 6,434 % | 3,919 % | 3,954 % | 5,612 % | 2,736 % | 2,512 % |
| 67 | 6,420 % | 3,927 % | 3,951 % | 5,597 % | 2,751 % | 2,530 % |
| 68 | 6,406 % | 3,936 % | 3,948 % | 5,584 % | 2,766 % | 2,548 % |
| 69 | 6,393 % | 3,944 % | 3,945 % | 5,570 % | 2,780 % | 2,565 % |
| 70 | 6,380 % | 3,952 % | 3,942 % | 5,557 % | 2,794 % | 2,582 % |
| 71 | 6,368 % | 3,959 % | 3,940 % | 5,544 % | 2,807 % | 2,598 % |
| 72 | 6,356 % | 3,967 % | 3,937 % | 5,532 % | 2,820 % | 2,614 % |
| 73 | 6,344 % | 3,974 % | 3,934 % | 5,520 % | 2,833 % | 2,630 % |
| 74 | 6,333 % | 3,981 % | 3,932 % | 5,508 % | 2,845 % | 2,645 % |
| 75 | 6,322 % | 3,988 % | 3,930 % | 5,496 % | 2,857 % | 2,659 % |
| 76 | 6,311 % | 3,995 % | 3,927 % | 5,485 % | 2,869 % | 2,673 % |
| 77 | 6,300 % | 4,001 % | 3,925 % | 5,474 % | 2,880 % | 2,687 % |
| 78 | 6,290 % | 4,008 % | 3,923 % | 5,464 % | 2,891 % | 2,701 % |
| 79 | 6,280 % | 4,014 % | 3,921 % | 5,453 % | 2,902 % | 2,714 % |
| 80 | 6,270 % | 4,020 % | 3,918 % | 5,443 % | 2,912 % | 2,727 % |
| 81 | 6,261 % | 4,026 % | 3,916 % | 5,433 % | 2,923 % | 2,740 % |
| 82 | 6,251 % | 4,031 % | 3,914 % | 5,424 % | 2,933 % | 2,752 % |
| 83 | 6,242 % | 4,037 % | 3,912 % | 5,414 % | 2,943 % | 2,764 % |
| 84 | 6,233 % | 4,043 % | 3,910 % | 5,405 % | 2,952 % | 2,775 % |
| 85 | 6,225 % | 4,048 % | 3,909 % | 5,396 % | 2,961 % | 2,787 % |
| 86 | 6,216 % | 4,053 % | 3,907 % | 5,388 % | 2,971 % | 2,798 % |
| 87 | 6,208 % | 4,058 % | 3,905 % | 5,379 % | 2,980 % | 2,809 % |
| 88 | 6,200 % | 4,063 % | 3,903 % | 5,371 % | 2,988 % | 2,820 % |
| 89 | 6,192 % | 4,068 % | 3,901 % | 5,363 % | 2,997 % | 2,830 % |
| 90 | 6,184 % | 4,073 % | 3,900 % | 5,355 % | 3,005 % | 2,840 % |
| 91 | 6,177 % | 4,078 % | 3,898 % | 5,347 % | 3,013 % | 2,850 % |
| 92 | 6,169 % | 4,082 % | 3,896 % | 5,339 % | 3,021 % | 2,860 % |
| 93 | 6,162 % | 4,087 % | 3,895 % | 5,332 % | 3,029 % | 2,869 % |
| 94 | 6,155 % | 4,091 % | 3,893 % | 5,325 % | 3,037 % | 2,879 % |
| 95 | 6,148 % | 4,095 % | 3,892 % | 5,318 % | 3,044 % | 2,888 % |
| 96 | 6,141 % | 4,100 % | 3,890 % | 5,311 % | 3,051 % | 2,897 % |
| 97 | 6,135 % | 4,104 % | 3,889 % | 5,304 % | 3,059 % | 2,906 % |
| 98 | 6,128 % | 4,108 % | 3,888 % | 5,297 % | 3,066 % | 2,914 % |
| 99 | 6,122 % | 4,112 % | 3,886 % | 5,291 % | 3,073 % | 2,922 % |
| 100 | 6,116 % | 4,116 % | 3,885 % | 5,284 % | 3,079 % | 2,931 % |
| 101 | 6,110 % | 4,119 % | 3,883 % | 5,278 % | 3,086 % | 2,939 % |
| 102 | 6,104 % | 4,123 % | 3,882 % | 5,272 % | 3,092 % | 2,947 % |
| 103 | 6,098 % | 4,127 % | 3,881 % | 5,266 % | 3,099 % | 2,955 % |
| 104 | 6,092 % | 4,130 % | 3,880 % | 5,260 % | 3,105 % | 2,962 % |
| 105 | 6,086 % | 4,134 % | 3,878 % | 5,254 % | 3,111 % | 2,970 % |
| 106 | 6,081 % | 4,137 % | 3,877 % | 5,248 % | 3,117 % | 2,977 % |
| 107 | 6,075 % | 4,141 % | 3,876 % | 5,243 % | 3,123 % | 2,984 % |
| 108 | 6,070 % | 4,144 % | 3,875 % | 5,237 % | 3,129 % | 2,991 % |
| 109 | 6,065 % | 4,147 % | 3,874 % | 5,232 % | 3,135 % | 2,998 % |
| 110 | 6,060 % | 4,150 % | 3,873 % | 5,226 % | 3,140 % | 3,005 % |
| 111 | 6,055 % | 4,154 % | 3,871 % | 5,221 % | 3,146 % | 3,012 % |
| 112 | 6,050 % | 4,157 % | 3,870 % | 5,216 % | 3,151 % | 3,018 % |
| 113 | 6,045 % | 4,160 % | 3,869 % | 5,211 % | 3,156 % | 3,025 % |
| 114 | 6,040 % | 4,163 % | 3,868 % | 5,206 % | 3,161 % | 3,031 % |
| 115 | 6,035 % | 4,166 % | 3,867 % | 5,201 % | 3,167 % | 3,037 % |
| 116 | 6,031 % | 4,168 % | 3,866 % | 5,196 % | 3,172 % | 3,043 % |
| 117 | 6,026 % | 4,171 % | 3,865 % | 5,192 % | 3,176 % | 3,049 % |
| 118 | 6,022 % | 4,174 % | 3,864 % | 5,187 % | 3,181 % | 3,055 % |
| 119 | 6,017 % | 4,177 % | 3,863 % | 5,183 % | 3,186 % | 3,061 % |
| 120 | 6,013 % | 4,180 % | 3,862 % | 5,178 % | 3,191 % | 3,067 % |
| 121 | 6,009 % | 4,182 % | 3,861 % | 5,174 % | 3,195 % | 3,072 % |
| 122 | 6,004 % | 4,185 % | 3,860 % | 5,170 % | 3,200 % | 3,078 % |
| 123 | 6,000 % | 4,187 % | 3,860 % | 5,165 % | 3,204 % | 3,083 % |
| 124 | 5,996 % | 4,190 % | 3,859 % | 5,161 % | 3,209 % | 3,089 % |
| 125 | 5,992 % | 4,192 % | 3,858 % | 5,157 % | 3,213 % | 3,094 % |
| 126 | 5,988 % | 4,195 % | 3,857 % | 5,153 % | 3,217 % | 3,099 % |
| 127 | 5,985 % | 4,197 % | 3,856 % | 5,149 % | 3,222 % | 3,104 % |
| 128 | 5,981 % | 4,200 % | 3,855 % | 5,145 % | 3,226 % | 3,109 % |
| 129 | 5,977 % | 4,202 % | 3,854 % | 5,141 % | 3,230 % | 3,114 % |
| 130 | 5,973 % | 4,204 % | 3,854 % | 5,137 % | 3,234 % | 3,119 % |
| 131 | 5,970 % | 4,206 % | 3,853 % | 5,134 % | 3,238 % | 3,124 % |
| 132 | 5,966 % | 4,209 % | 3,852 % | 5,130 % | 3,242 % | 3,129 % |
| 133 | 5,963 % | 4,211 % | 3,851 % | 5,126 % | 3,245 % | 3,133 % |
| 134 | 5,959 % | 4,213 % | 3,851 % | 5,123 % | 3,249 % | 3,138 % |
| 135 | 5,956 % | 4,215 % | 3,850 % | 5,119 % | 3,253 % | 3,143 % |
| 136 | 5,952 % | 4,217 % | 3,849 % | 5,116 % | 3,256 % | 3,147 % |
| 137 | 5,949 % | 4,219 % | 3,848 % | 5,113 % | 3,260 % | 3,151 % |
| 138 | 5,946 % | 4,221 % | 3,848 % | 5,109 % | 3,264 % | 3,156 % |
| 139 | 5,943 % | 4,223 % | 3,847 % | 5,106 % | 3,267 % | 3,160 % |
| 140 | 5,939 % | 4,225 % | 3,846 % | 5,103 % | 3,270 % | 3,164 % |
| 141 | 5,936 % | 4,227 % | 3,846 % | 5,099 % | 3,274 % | 3,168 % |
| 142 | 5,933 % | 4,229 % | 3,845 % | 5,096 % | 3,277 % | 3,172 % |
| 143 | 5,930 % | 4,231 % | 3,844 % | 5,093 % | 3,281 % | 3,176 % |
| 144 | 5,927 % | 4,233 % | 3,844 % | 5,090 % | 3,284 % | 3,180 % |
| 145 | 5,924 % | 4,235 % | 3,843 % | 5,087 % | 3,287 % | 3,184 % |
| 146 | 5,921 % | 4,237 % | 3,842 % | 5,084 % | 3,290 % | 3,188 % |
| 147 | 5,918 % | 4,238 % | 3,842 % | 5,081 % | 3,293 % | 3,192 % |
| 148 | 5,916 % | 4,240 % | 3,841 % | 5,078 % | 3,296 % | 3,196 % |
| 149 | 5,913 % | 4,242 % | 3,840 % | 5,075 % | 3,299 % | 3,199 % |
| 150 | 5,910 % | 4,244 % | 3,840 % | 5,072 % | 3,302 % | 3,203 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

3,067 %

1,559 %

2,196 %

5,638 %

0,340 %

0,682 %

2

4,144 %

1,631 %

2,359 %

5,946 %

0,486 %

0,707 %

3

5,176 %

1,761 %

2,545 %

6,108 %

0,615 %

0,732 %

4

5,965 %

1,887 %

2,691 %

6,187 %

0,705 %

0,763 %

5

6,586 %

1,983 %

2,819 %

6,252 %

0,774 %

0,773 %

6

7,035 %

2,048 %

2,929 %

6,294 %

0,832 %

0,767 %

7

7,375 %

2,099 %

3,028 %

6,326 %

0,879 %

0,773 %

8

7,636 %

2,146 %

3,126 %

6,361 %

0,914 %

0,800 %

9

7,834 %

2,196 %

3,219 %

6,400 %

0,937 %

0,820 %

10

8,001 %

2,250 %

3,312 %

6,450 %

0,948 %

0,814 %

11

8,116 %

2,312 %

3,407 %

6,538 %

0,949 %

0,774 %

12

8,184 %

2,376 %

3,502 %

6,651 %

0,945 %

0,718 %

13

8,218 %

2,443 %

3,593 %

6,771 %

0,942 %

0,658 %

14

8,226 %

2,509 %

3,679 %

6,881 %

0,943 %

0,604 %

15

8,214 %

2,574 %

3,757 %

6,971 %

0,949 %

0,559 %

16

8,189 %

2,637 %

3,826 %

7,030 %

0,962 %

0,528 %

17

8,153 %

2,698 %

3,886 %

7,062 %

0,981 %

0,511 %

18

8,109 %

2,757 %

3,937 %

7,074 %

1,007 %

0,509 %

19

8,059 %

2,813 %

3,980 %

7,071 %

1,041 %

0,523 %

20

8,006 %

2,868 %

4,015 %

7,054 %

1,083 %

0,551 %

21

7,950 %

2,919 %

4,043 %

7,029 %

1,132 %

0,595 %

22

7,892 %

2,969 %

4,064 %

6,996 %

1,186 %

0,648 %

23

7,834 %

3,016 %

4,080 %

6,957 %

1,243 %

0,709 %

24

7,776 %

3,061 %

4,092 %

6,915 %

1,302 %

0,775 %

25

7,718 %

3,104 %

4,101 %

6,870 %

1,361 %

0,842 %

26

7,661 %

3,145 %

4,106 %

6,824 %

1,421 %

0,912 %

27

7,605 %

3,185 %

4,110 %

6,776 %

1,480 %

0,981 %

28

7,551 %

3,222 %

4,111 %

6,728 %

1,538 %

1,050 %

29

7,498 %

3,258 %

4,111 %

6,680 %

1,594 %

1,117 %

30

7,446 %

3,292 %

4,109 %

6,632 %

1,649 %

1,184 %

31

7,396 %

3,324 %

4,107 %

6,585 %

1,703 %

1,248 %

32

7,348 %

3,355 %

4,104 %

6,539 %

1,754 %

1,311 %

33

7,302 %

3,385 %

4,100 %

6,494 %

1,804 %

1,372 %

34

7,257 %

3,414 %

4,096 %

6,450 %

1,852 %

1,431 %

35

7,213 %

3,441 %

4,091 %

6,407 %

1,899 %

1,488 %

36

7,172 %

3,467 %

4,086 %

6,366 %

1,944 %

1,542 %

37

7,131 %

3,492 %

4,081 %

6,326 %

1,987 %

1,595 %

38

7,093 %

3,516 %

4,076 %

6,287 %

2,028 %

1,646 %

39

7,056 %

3,538 %

4,071 %

6,250 %

2,068 %

1,694 %

40

7,020 %

3,560 %

4,065 %

6,214 %

2,106 %

1,741 %

41

6,986 %

3,581 %

4,060 %

6,179 %

2,143 %

1,787 %

42

6,953 %

3,602 %

4,054 %

6,145 %

2,179 %

1,830 %

43

6,921 %

3,621 %

4,049 %

6,113 %

2,213 %

1,872 %

44

6,890 %

3,640 %

4,044 %

6,081 %

2,246 %

1,912 %

45

6,861 %

3,658 %

4,039 %

6,051 %

2,277 %

1,951 %

46

6,832 %

3,675 %

4,034 %

6,022 %

2,308 %

1,988 %

47

6,805 %

3,692 %

4,028 %

5,994 %

2,337 %

2,024 %

48

6,779 %

3,708 %

4,024 %

5,967 %

2,365 %

2,058 %

49

6,753 %

3,723 %

4,019 %

5,941 %

2,392 %

2,092 %

50

6,729 %

3,738 %

4,014 %

5,916 %

2,419 %

2,124 %

51

6,705 %

3,752 %

4,009 %

5,892 %

2,444 %

2,155 %

52

6,683 %

3,766 %

4,005 %

5,869 %

2,468 %

2,185 %

53

6,661 %

3,780 %

4,001 %

5,846 %

2,492 %

2,213 %

54

6,640 %

3,793 %

3,996 %

5,824 %

2,515 %

2,241 %

55

6,619 %

3,805 %

3,992 %

5,803 %

2,537 %

2,268 %

56

6,599 %

3,817 %

3,988 %

5,783 %

2,558 %

2,294 %

57

6,580 %

3,829 %

3,984 %

5,763 %

2,578 %

2,319 %

58

6,562 %

3,840 %

3,981 %

5,744 %

2,598 %

2,343 %

59

6,544 %

3,851 %

3,977 %

5,726 %

2,617 %

2,367 %

60

6,527 %

3,862 %

3,973 %

5,708 %

2,636 %

2,389 %

61

6,510 %

3,872 %

3,970 %

5,691 %

2,654 %

2,411 %

62

6,494 %

3,882 %

3,966 %

5,674 %

2,671 %

2,433 %

63

6,478 %

3,892 %

3,963 %

5,658 %

2,688 %

2,453 %

64

6,463 %

3,901 %

3,960 %

5,642 %

2,705 %

2,473 %

65

6,448 %

3,910 %

3,957 %

5,627 %

2,721 %

2,493 %

66

6,434 %

3,919 %

3,954 %

5,612 %

2,736 %

2,512 %

67

6,420 %

3,927 %

3,951 %

5,597 %

2,751 %

2,530 %

68

6,406 %

3,936 %

3,948 %

5,584 %

2,766 %

2,548 %

69

6,393 %

3,944 %

3,945 %

5,570 %

2,780 %

2,565 %

70

6,380 %

3,952 %

3,942 %

5,557 %

2,794 %

2,582 %

71

6,368 %

3,959 %

3,940 %

5,544 %

2,807 %

2,598 %

72

6,356 %

3,967 %

3,937 %

5,532 %

2,820 %

2,614 %

73

6,344 %

3,974 %

3,934 %

5,520 %

2,833 %

2,630 %

74

6,333 %

3,981 %

3,932 %

5,508 %

2,845 %

2,645 %

75

6,322 %

3,988 %

3,930 %

5,496 %

2,857 %

2,659 %

76

6,311 %

3,995 %

3,927 %

5,485 %

2,869 %

2,673 %

77

6,300 %

4,001 %

3,925 %

5,474 %

2,880 %

2,687 %

78

6,290 %

4,008 %

3,923 %

5,464 %

2,891 %

2,701 %

79

6,280 %

4,014 %

3,921 %

5,453 %

2,902 %

2,714 %

80

6,270 %

4,020 %

3,918 %

5,443 %

2,912 %

2,727 %

81

6,261 %

4,026 %

3,916 %

5,433 %

2,923 %

2,740 %

82

6,251 %

4,031 %

3,914 %

5,424 %

2,933 %

2,752 %

83

6,242 %

4,037 %

3,912 %

5,414 %

2,943 %

2,764 %

84

6,233 %

4,043 %

3,910 %

5,405 %

2,952 %

2,775 %

85

6,225 %

4,048 %

3,909 %

5,396 %

2,961 %

2,787 %

86

6,216 %

4,053 %

3,907 %

5,388 %

2,971 %

2,798 %

87

6,208 %

4,058 %

3,905 %

5,379 %

2,980 %

2,809 %

88

6,200 %

4,063 %

3,903 %

5,371 %

2,988 %

2,820 %

89

6,192 %

4,068 %

3,901 %

5,363 %

2,997 %

2,830 %

90

6,184 %

4,073 %

3,900 %

5,355 %

3,005 %

2,840 %

91

6,177 %

4,078 %

3,898 %

5,347 %

3,013 %

2,850 %

92

6,169 %

4,082 %

3,896 %

5,339 %

3,021 %

2,860 %

93

6,162 %

4,087 %

3,895 %

5,332 %

3,029 %

2,869 %

94

6,155 %

4,091 %

3,893 %

5,325 %

3,037 %

2,879 %

95

6,148 %

4,095 %

3,892 %

5,318 %

3,044 %

2,888 %

96

6,141 %

4,100 %

3,890 %

5,311 %

3,051 %

2,897 %

97

6,135 %

4,104 %

3,889 %

5,304 %

3,059 %

2,906 %

98

6,128 %

4,108 %

3,888 %

5,297 %

3,066 %

2,914 %

99

6,122 %

4,112 %

3,886 %

5,291 %

3,073 %

2,922 %

100

6,116 %

4,116 %

3,885 %

5,284 %

3,079 %

2,931 %

101

6,110 %

4,119 %

3,883 %

5,278 %

3,086 %

2,939 %

102

6,104 %

4,123 %

3,882 %

5,272 %

3,092 %

2,947 %

103

6,098 %

4,127 %

3,881 %

5,266 %

3,099 %

2,955 %

104

6,092 %

4,130 %

3,880 %

5,260 %

3,105 %

2,962 %

105

6,086 %

4,134 %

3,878 %

5,254 %

3,111 %

2,970 %

106

6,081 %

4,137 %

3,877 %

5,248 %

3,117 %

2,977 %

107

6,075 %

4,141 %

3,876 %

5,243 %

3,123 %

2,984 %

108

6,070 %

4,144 %

3,875 %

5,237 %

3,129 %

2,991 %

109

6,065 %

4,147 %

3,874 %

5,232 %

3,135 %

2,998 %

110

6,060 %

4,150 %

3,873 %

5,226 %

3,140 %

3,005 %

111

6,055 %

4,154 %

3,871 %

5,221 %

3,146 %

3,012 %

112

6,050 %

4,157 %

3,870 %

5,216 %

3,151 %

3,018 %

113

6,045 %

4,160 %

3,869 %

5,211 %

3,156 %

3,025 %

114

6,040 %

4,163 %

3,868 %

5,206 %

3,161 %

3,031 %

115

6,035 %

4,166 %

3,867 %

5,201 %

3,167 %

3,037 %

116

6,031 %

4,168 %

3,866 %

5,196 %

3,172 %

3,043 %

117

6,026 %

4,171 %

3,865 %

5,192 %

3,176 %

3,049 %

118

6,022 %

4,174 %

3,864 %

5,187 %

3,181 %

3,055 %

119

6,017 %

4,177 %

3,863 %

5,183 %

3,186 %

3,061 %

120

6,013 %

4,180 %

3,862 %

5,178 %

3,191 %

3,067 %

121

6,009 %

4,182 %

3,861 %

5,174 %

3,195 %

3,072 %

122

6,004 %

4,185 %

3,860 %

5,170 %

3,200 %

3,078 %

123

6,000 %

4,187 %

3,860 %

5,165 %

3,204 %

3,083 %

124

5,996 %

4,190 %

3,859 %

5,161 %

3,209 %

3,089 %

125

5,992 %

4,192 %

3,858 %

5,157 %

3,213 %

3,094 %

126

5,988 %

4,195 %

3,857 %

5,153 %

3,217 %

3,099 %

127

5,985 %

4,197 %

3,856 %

5,149 %

3,222 %

3,104 %

128

5,981 %

4,200 %

3,855 %

5,145 %

3,226 %

3,109 %

129

5,977 %

4,202 %

3,854 %

5,141 %

3,230 %

3,114 %

130

5,973 %

4,204 %

3,854 %

5,137 %

3,234 %

3,119 %

131

5,970 %

4,206 %

3,853 %

5,134 %

3,238 %

3,124 %

132

5,966 %

4,209 %

3,852 %

5,130 %

3,242 %

3,129 %

133

5,963 %

4,211 %

3,851 %

5,126 %

3,245 %

3,133 %

134

5,959 %

4,213 %

3,851 %

5,123 %

3,249 %

3,138 %

135

5,956 %

4,215 %

3,850 %

5,119 %

3,253 %

3,143 %

136

5,952 %

4,217 %

3,849 %

5,116 %

3,256 %

3,147 %

137

5,949 %

4,219 %

3,848 %

5,113 %

3,260 %

3,151 %

138

5,946 %

4,221 %

3,848 %

5,109 %

3,264 %

3,156 %

139

5,943 %

4,223 %

3,847 %

5,106 %

3,267 %

3,160 %

140

5,939 %

4,225 %

3,846 %

5,103 %

3,270 %

3,164 %

141

5,936 %

4,227 %

3,846 %

5,099 %

3,274 %

3,168 %

142

5,933 %

4,229 %

3,845 %

5,096 %

3,277 %

3,172 %

143

5,930 %

4,231 %

3,844 %

5,093 %

3,281 %

3,176 %

144

5,927 %

4,233 %

3,844 %

5,090 %

3,284 %

3,180 %

145

5,924 %

4,235 %

3,843 %

5,087 %

3,287 %

3,184 %

146

5,921 %

4,237 %

3,842 %

5,084 %

3,290 %

3,188 %

147

5,918 %

4,238 %

3,842 %

5,081 %

3,293 %

3,192 %

148

5,916 %

4,240 %

3,841 %

5,078 %

3,296 %

3,196 %

149

5,913 %

4,242 %

3,840 %

5,075 %

3,299 %

3,199 %

150

5,910 %

4,244 %

3,840 %

5,072 %

3,302 %

3,203 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 10,448 % | 0,509 % | -0,125 % |
| 2 | 11,830 % | 0,355 % | -0,140 % |
| 3 | 12,604 % | 0,328 % | -0,150 % |
| 4 | 13,054 % | 0,335 % | -0,166 % |
| 5 | 13,313 % | 0,365 % | -0,164 % |
| 6 | 13,430 % | 0,384 % | -0,156 % |
| 7 | 13,444 % | 0,456 % | -0,144 % |
| 8 | 13,378 % | 0,510 % | -0,125 % |
| 9 | 13,261 % | 0,545 % | -0,105 % |
| 10 | 13,114 % | 0,569 % | -0,085 % |
| 11 | 12,948 % | 0,590 % | -0,065 % |
| 12 | 12,768 % | 0,609 % | -0,048 % |
| 13 | 12,579 % | 0,630 % | -0,033 % |
| 14 | 12,386 % | 0,650 % | -0,020 % |
| 15 | 12,190 % | 0,668 % | -0,006 % |
| 16 | 11,993 % | 0,684 % | 0,009 % |
| 17 | 11,798 % | 0,697 % | 0,024 % |
| 18 | 11,606 % | 0,707 % | 0,034 % |
| 19 | 11,418 % | 0,714 % | 0,040 % |
| 20 | 11,234 % | 0,718 % | 0,038 % |
| 21 | 11,056 % | 0,719 % | 0,029 % |
| 22 | 10,883 % | 0,719 % | 0,018 % |
| 23 | 10,716 % | 0,721 % | 0,007 % |
| 24 | 10,555 % | 0,725 % | 0,000 % |
| 25 | 10,400 % | 0,731 % | -0,002 % |
| 26 | 10,252 % | 0,741 % | 0,002 % |
| 27 | 10,109 % | 0,750 % | 0,013 % |
| 28 | 9,973 % | 0,756 % | 0,031 % |
| 29 | 9,843 % | 0,754 % | 0,057 % |
| 30 | 9,718 % | 0,744 % | 0,091 % |
| 31 | 9,598 % | 0,724 % | 0,134 % |
| 32 | 9,484 % | 0,699 % | 0,182 % |
| 33 | 9,375 % | 0,670 % | 0,235 % |
| 34 | 9,271 % | 0,641 % | 0,291 % |
| 35 | 9,171 % | 0,612 % | 0,349 % |
| 36 | 9,076 % | 0,586 % | 0,408 % |
| 37 | 8,985 % | 0,563 % | 0,467 % |
| 38 | 8,898 % | 0,543 % | 0,526 % |
| 39 | 8,815 % | 0,528 % | 0,584 % |
| 40 | 8,735 % | 0,516 % | 0,642 % |
| 41 | 8,659 % | 0,508 % | 0,699 % |
| 42 | 8,586 % | 0,504 % | 0,754 % |
| 43 | 8,516 % | 0,504 % | 0,808 % |
| 44 | 8,449 % | 0,507 % | 0,861 % |
| 45 | 8,384 % | 0,515 % | 0,913 % |
| 46 | 8,323 % | 0,526 % | 0,963 % |
| 47 | 8,263 % | 0,541 % | 1,011 % |
| 48 | 8,206 % | 0,560 % | 1,059 % |
| 49 | 8,151 % | 0,582 % | 1,104 % |
| 50 | 8,098 % | 0,607 % | 1,149 % |
| 51 | 8,048 % | 0,637 % | 1,192 % |
| 52 | 7,999 % | 0,669 % | 1,233 % |
| 53 | 7,952 % | 0,704 % | 1,274 % |
| 54 | 7,906 % | 0,740 % | 1,313 % |
| 55 | 7,862 % | 0,777 % | 1,351 % |
| 56 | 7,820 % | 0,815 % | 1,388 % |
| 57 | 7,779 % | 0,853 % | 1,423 % |
| 58 | 7,740 % | 0,892 % | 1,458 % |
| 59 | 7,702 % | 0,930 % | 1,491 % |
| 60 | 7,665 % | 0,969 % | 1,524 % |
| 61 | 7,629 % | 1,007 % | 1,555 % |
| 62 | 7,595 % | 1,044 % | 1,586 % |
| 63 | 7,561 % | 1,082 % | 1,616 % |
| 64 | 7,529 % | 1,118 % | 1,644 % |
| 65 | 7,497 % | 1,154 % | 1,672 % |
| 66 | 7,467 % | 1,190 % | 1,699 % |
| 67 | 7,437 % | 1,225 % | 1,726 % |
| 68 | 7,409 % | 1,259 % | 1,752 % |
| 69 | 7,381 % | 1,292 % | 1,777 % |
| 70 | 7,354 % | 1,325 % | 1,801 % |
| 71 | 7,327 % | 1,357 % | 1,824 % |
| 72 | 7,302 % | 1,389 % | 1,847 % |
| 73 | 7,277 % | 1,419 % | 1,870 % |
| 74 | 7,253 % | 1,450 % | 1,891 % |
| 75 | 7,229 % | 1,479 % | 1,913 % |
| 76 | 7,206 % | 1,508 % | 1,933 % |
| 77 | 7,184 % | 1,536 % | 1,953 % |
| 78 | 7,162 % | 1,563 % | 1,973 % |
| 79 | 7,141 % | 1,590 % | 1,992 % |
| 80 | 7,120 % | 1,616 % | 2,011 % |
| 81 | 7,100 % | 1,642 % | 2,029 % |
| 82 | 7,081 % | 1,667 % | 2,047 % |
| 83 | 7,061 % | 1,692 % | 2,064 % |
| 84 | 7,043 % | 1,716 % | 2,081 % |
| 85 | 7,024 % | 1,739 % | 2,098 % |
| 86 | 7,007 % | 1,762 % | 2,114 % |
| 87 | 6,989 % | 1,784 % | 2,130 % |
| 88 | 6,972 % | 1,806 % | 2,145 % |
| 89 | 6,955 % | 1,828 % | 2,160 % |
| 90 | 6,939 % | 1,849 % | 2,175 % |
| 91 | 6,923 % | 1,869 % | 2,190 % |
| 92 | 6,908 % | 1,890 % | 2,204 % |
| 93 | 6,892 % | 1,909 % | 2,218 % |
| 94 | 6,878 % | 1,929 % | 2,231 % |
| 95 | 6,863 % | 1,948 % | 2,244 % |
| 96 | 6,849 % | 1,966 % | 2,257 % |
| 97 | 6,835 % | 1,984 % | 2,270 % |
| 98 | 6,821 % | 2,002 % | 2,283 % |
| 99 | 6,808 % | 2,020 % | 2,295 % |
| 100 | 6,794 % | 2,037 % | 2,307 % |
| 101 | 6,782 % | 2,054 % | 2,319 % |
| 102 | 6,769 % | 2,070 % | 2,330 % |
| 103 | 6,756 % | 2,086 % | 2,341 % |
| 104 | 6,744 % | 2,102 % | 2,352 % |
| 105 | 6,732 % | 2,118 % | 2,363 % |
| 106 | 6,721 % | 2,133 % | 2,374 % |
| 107 | 6,709 % | 2,148 % | 2,384 % |
| 108 | 6,698 % | 2,163 % | 2,395 % |
| 109 | 6,687 % | 2,177 % | 2,405 % |
| 110 | 6,676 % | 2,191 % | 2,415 % |
| 111 | 6,665 % | 2,205 % | 2,424 % |
| 112 | 6,655 % | 2,219 % | 2,434 % |
| 113 | 6,645 % | 2,232 % | 2,443 % |
| 114 | 6,635 % | 2,246 % | 2,453 % |
| 115 | 6,625 % | 2,259 % | 2,462 % |
| 116 | 6,615 % | 2,271 % | 2,471 % |
| 117 | 6,605 % | 2,284 % | 2,479 % |
| 118 | 6,596 % | 2,296 % | 2,488 % |
| 119 | 6,587 % | 2,308 % | 2,496 % |
| 120 | 6,578 % | 2,320 % | 2,505 % |
| 121 | 6,569 % | 2,332 % | 2,513 % |
| 122 | 6,560 % | 2,343 % | 2,521 % |
| 123 | 6,551 % | 2,355 % | 2,529 % |
| 124 | 6,543 % | 2,366 % | 2,537 % |
| 125 | 6,534 % | 2,377 % | 2,544 % |
| 126 | 6,526 % | 2,388 % | 2,552 % |
| 127 | 6,518 % | 2,399 % | 2,559 % |
| 128 | 6,510 % | 2,409 % | 2,567 % |
| 129 | 6,502 % | 2,419 % | 2,574 % |
| 130 | 6,494 % | 2,429 % | 2,581 % |
| 131 | 6,487 % | 2,440 % | 2,588 % |
| 132 | 6,479 % | 2,449 % | 2,595 % |
| 133 | 6,472 % | 2,459 % | 2,602 % |
| 134 | 6,464 % | 2,469 % | 2,608 % |
| 135 | 6,457 % | 2,478 % | 2,615 % |
| 136 | 6,450 % | 2,487 % | 2,621 % |
| 137 | 6,443 % | 2,497 % | 2,628 % |
| 138 | 6,436 % | 2,506 % | 2,634 % |
| 139 | 6,430 % | 2,514 % | 2,640 % |
| 140 | 6,423 % | 2,523 % | 2,646 % |
| 141 | 6,416 % | 2,532 % | 2,652 % |
| 142 | 6,410 % | 2,540 % | 2,658 % |
| 143 | 6,404 % | 2,549 % | 2,664 % |
| 144 | 6,397 % | 2,557 % | 2,670 % |
| 145 | 6,391 % | 2,565 % | 2,676 % |
| 146 | 6,385 % | 2,573 % | 2,681 % |
| 147 | 6,379 % | 2,581 % | 2,687 % |
| 148 | 6,373 % | 2,589 % | 2,692 % |
| 149 | 6,367 % | 2,597 % | 2,698 % |
| 150 | 6,361 % | 2,605 % | 2,703 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

10,448 %

0,509 %

-0,125 %

2

11,830 %

0,355 %

-0,140 %

3

12,604 %

0,328 %

-0,150 %

4

13,054 %

0,335 %

-0,166 %

5

13,313 %

0,365 %

-0,164 %

6

13,430 %

0,384 %

-0,156 %

7

13,444 %

0,456 %

-0,144 %

8

13,378 %

0,510 %

-0,125 %

9

13,261 %

0,545 %

-0,105 %

10

13,114 %

0,569 %

-0,085 %

11

12,948 %

0,590 %

-0,065 %

12

12,768 %

0,609 %

-0,048 %

13

12,579 %

0,630 %

-0,033 %

14

12,386 %

0,650 %

-0,020 %

15

12,190 %

0,668 %

-0,006 %

16

11,993 %

0,684 %

0,009 %

17

11,798 %

0,697 %

0,024 %

18

11,606 %

0,707 %

0,034 %

19

11,418 %

0,714 %

0,040 %

20

11,234 %

0,718 %

0,038 %

21

11,056 %

0,719 %

0,029 %

22

10,883 %

0,719 %

0,018 %

23

10,716 %

0,721 %

0,007 %

24

10,555 %

0,725 %

0,000 %

25

10,400 %

0,731 %

-0,002 %

26

10,252 %

0,741 %

0,002 %

27

10,109 %

0,750 %

0,013 %

28

9,973 %

0,756 %

0,031 %

29

9,843 %

0,754 %

0,057 %

30

9,718 %

0,744 %

0,091 %

31

9,598 %

0,724 %

0,134 %

32

9,484 %

0,699 %

0,182 %

33

9,375 %

0,670 %

0,235 %

34

9,271 %

0,641 %

0,291 %

35

9,171 %

0,612 %

0,349 %

36

9,076 %

0,586 %

0,408 %

37

8,985 %

0,563 %

0,467 %

38

8,898 %

0,543 %

0,526 %

39

8,815 %

0,528 %

0,584 %

40

8,735 %

0,516 %

0,642 %

41

8,659 %

0,508 %

0,699 %

42

8,586 %

0,504 %

0,754 %

43

8,516 %

0,504 %

0,808 %

44

8,449 %

0,507 %

0,861 %

45

8,384 %

0,515 %

0,913 %

46

8,323 %

0,526 %

0,963 %

47

8,263 %

0,541 %

1,011 %

48

8,206 %

0,560 %

1,059 %

49

8,151 %

0,582 %

1,104 %

50

8,098 %

0,607 %

1,149 %

51

8,048 %

0,637 %

1,192 %

52

7,999 %

0,669 %

1,233 %

53

7,952 %

0,704 %

1,274 %

54

7,906 %

0,740 %

1,313 %

55

7,862 %

0,777 %

1,351 %

56

7,820 %

0,815 %

1,388 %

57

7,779 %

0,853 %

1,423 %

58

7,740 %

0,892 %

1,458 %

59

7,702 %

0,930 %

1,491 %

60

7,665 %

0,969 %

1,524 %

61

7,629 %

1,007 %

1,555 %

62

7,595 %

1,044 %

1,586 %

63

7,561 %

1,082 %

1,616 %

64

7,529 %

1,118 %

1,644 %

65

7,497 %

1,154 %

1,672 %

66

7,467 %

1,190 %

1,699 %

67

7,437 %

1,225 %

1,726 %

68

7,409 %

1,259 %

1,752 %

69

7,381 %

1,292 %

1,777 %

70

7,354 %

1,325 %

1,801 %

71

7,327 %

1,357 %

1,824 %

72

7,302 %

1,389 %

1,847 %

73

7,277 %

1,419 %

1,870 %

74

7,253 %

1,450 %

1,891 %

75

7,229 %

1,479 %

1,913 %

76

7,206 %

1,508 %

1,933 %

77

7,184 %

1,536 %

1,953 %

78

7,162 %

1,563 %

1,973 %

79

7,141 %

1,590 %

1,992 %

80

7,120 %

1,616 %

2,011 %

81

7,100 %

1,642 %

2,029 %

82

7,081 %

1,667 %

2,047 %

83

7,061 %

1,692 %

2,064 %

84

7,043 %

1,716 %

2,081 %

85

7,024 %

1,739 %

2,098 %

86

7,007 %

1,762 %

2,114 %

87

6,989 %

1,784 %

2,130 %

88

6,972 %

1,806 %

2,145 %

89

6,955 %

1,828 %

2,160 %

90

6,939 %

1,849 %

2,175 %

91

6,923 %

1,869 %

2,190 %

92

6,908 %

1,890 %

2,204 %

93

6,892 %

1,909 %

2,218 %

94

6,878 %

1,929 %

2,231 %

95

6,863 %

1,948 %

2,244 %

96

6,849 %

1,966 %

2,257 %

97

6,835 %

1,984 %

2,270 %

98

6,821 %

2,002 %

2,283 %

99

6,808 %

2,020 %

2,295 %

100

6,794 %

2,037 %

2,307 %

101

6,782 %

2,054 %

2,319 %

102

6,769 %

2,070 %

2,330 %

103

6,756 %

2,086 %

2,341 %

104

6,744 %

2,102 %

2,352 %

105

6,732 %

2,118 %

2,363 %

106

6,721 %

2,133 %

2,374 %

107

6,709 %

2,148 %

2,384 %

108

6,698 %

2,163 %

2,395 %

109

6,687 %

2,177 %

2,405 %

110

6,676 %

2,191 %

2,415 %

111

6,665 %

2,205 %

2,424 %

112

6,655 %

2,219 %

2,434 %

113

6,645 %

2,232 %

2,443 %

114

6,635 %

2,246 %

2,453 %

115

6,625 %

2,259 %

2,462 %

116

6,615 %

2,271 %

2,471 %

117

6,605 %

2,284 %

2,479 %

118

6,596 %

2,296 %

2,488 %

119

6,587 %

2,308 %

2,496 %

120

6,578 %

2,320 %

2,505 %

121

6,569 %

2,332 %

2,513 %

122

6,560 %

2,343 %

2,521 %

123

6,551 %

2,355 %

2,529 %

124

6,543 %

2,366 %

2,537 %

125

6,534 %

2,377 %

2,544 %

126

6,526 %

2,388 %

2,552 %

127

6,518 %

2,399 %

2,559 %

128

6,510 %

2,409 %

2,567 %

129

6,502 %

2,419 %

2,574 %

130

6,494 %

2,429 %

2,581 %

131

6,487 %

2,440 %

2,588 %

132

6,479 %

2,449 %

2,595 %

133

6,472 %

2,459 %

2,602 %

134

6,464 %

2,469 %

2,608 %

135

6,457 %

2,478 %

2,615 %

136

6,450 %

2,487 %

2,621 %

137

6,443 %

2,497 %

2,628 %

138

6,436 %

2,506 %

2,634 %

139

6,430 %

2,514 %

2,640 %

140

6,423 %

2,523 %

2,646 %

141

6,416 %

2,532 %

2,652 %

142

6,410 %

2,540 %

2,658 %

143

6,404 %

2,549 %

2,664 %

144

6,397 %

2,557 %

2,670 %

145

6,391 %

2,565 %

2,676 %

146

6,385 %

2,573 %

2,681 %

147

6,379 %

2,581 %

2,687 %

148

6,373 %

2,589 %

2,692 %

149

6,367 %

2,597 %

2,698 %

150

6,361 %

2,605 %

2,703 %

---

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 | 31 | 5 | 0 | 25 | 1 |
| 2 | 0 | 0 | 39 | 5 | 0 | 41 | 0 |
| 3 | 0 | 1 | 44 | 5 | 1 | 46 | 0 |
| 4 | 0 | 2 | 47 | 5 | 3 | 47 | 0 |
| 5 | 0 | 4 | 51 | 5 | 4 | 51 | 0 |
| 6 | 1 | 5 | 54 | 5 | 6 | 53 | 0 |
| 7 | 2 | 5 | 57 | 5 | 9 | 54 | 0 |
| 8 | 2 | 7 | 58 | 5 | 11 | 54 | 0 |
| 9 | 3 | 7 | 60 | 5 | 12 | 51 | 0 |
| 10 | 3 | 8 | 62 | 5 | 13 | 50 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

31

5

0

25

1

2

0

0

39

5

0

41

0

3

0

1

44

5

1

46

0

4

0

2

47

5

3

47

0

5

0

4

51

5

4

51

0

6

1

5

54

5

6

53

0

7

2

5

57

5

9

54

0

8

2

7

58

5

11

54

0

9

3

7

60

5

12

51

0

10

3

8

62

5

13

50

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 391 | 4 | 16 |
| 2 | 0 | 0 | 0 | 0 | 242 | 4 | 22 |
| 3 | 1 | 0 | 0 | 0 | 215 | 4 | 25 |
| 4 | 2 | 0 | 0 | 0 | 188 | 4 | 26 |
| 5 | 4 | 0 | 0 | 0 | 172 | 4 | 27 |
| 6 | 5 | 0 | 0 | 0 | 169 | 4 | 28 |
| 7 | 5 | 0 | 0 | 0 | 166 | 4 | 29 |
| 8 | 7 | 0 | 1 | 0 | 170 | 2 | 30 |
| 9 | 7 | 0 | 2 | 0 | 172 | 1 | 31 |
| 10 | 8 | 0 | 3 | 0 | 174 | 4 | 31 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

391

4

16

2

0

0

0

0

242

4

22

3

1

0

0

0

215

4

25

4

2

0

0

0

188

4

26

5

4

0

0

0

172

4

27

6

5

0

0

0

169

4

28

7

5

0

0

0

166

4

29

8

7

0

1

0

170

2

30

9

7

0

2

0

172

1

31

10

8

0

3

0

174

4

31

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

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

5

5

0

16

0

4

2

14

11

11

0

22

0

4

3

19

14

15

0

25

0

4

4

21

16

17

0

26

0

4

5

24

18

19

0

27

0

4

6

25

19

20

0

28

0

4

7

27

21

22

0

29

0

4

8

28

22

23

1

30

0

4

9

30

23

24

2

31

0

4

10

31

24

25

3

31

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 9 | 12 | 18 | 5 | 0 | 0 |
| 2 | 41 | 17 | 15 | 21 | 11 | 0 | 0 |
| 3 | 46 | 19 | 18 | 26 | 15 | 0 | 0 |
| 4 | 47 | 20 | 19 | 30 | 17 | 0 | 0 |
| 5 | 51 | 22 | 21 | 33 | 19 | 0 | 0 |
| 6 | 53 | 23 | 22 | 37 | 20 | 0 | 0 |
| 7 | 54 | 24 | 23 | 38 | 22 | 0 | 0 |
| 8 | 54 | 26 | 25 | 39 | 23 | 0 | 0 |
| 9 | 51 | 27 | 25 | 40 | 24 | 0 | 0 |
| 10 | 50 | 25 | 25 | 40 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

25

9

12

18

5

0

0

2

41

17

15

21

11

0

0

3

46

19

18

26

15

0

0

4

47

20

19

30

17

0

0

5

51

22

21

33

19

0

0

6

53

23

22

37

20

0

0

7

54

24

23

38

22

0

0

8

54

26

25

39

23

0

0

9

51

27

25

40

24

0

0

10

50

25

25

40

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 | 10 |
| 4 | 2 | 36 | 0 | 10 | 0 | 0 | 10 |
| 5 | 2 | 38 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 41 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 43 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 41 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 38 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 41 | 0 | 10 | 1 | 0 | 10 |

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

10

4

2

36

0

10

0

0

10

5

2

38

0

10

0

0

10

6

3

41

0

10

0

0

10

7

4

43

0

10

0

0

10

8

7

41

0

10

0

0

10

9

5

38

0

10

0

0

10

10

5

41

0

10

1

0

10

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 6 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 8 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 8 | 14 | 0 | 4 |
| 5 | 0 | 1 | 0 | 7 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 8 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 10 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 11 | 15 | 0 | 4 |
| 9 | 0 | 17 | 0 | 11 | 15 | 0 | 4 |
| 10 | 0 | 17 | 0 | 13 | 15 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

6

9

1

4

2

0

0

0

8

12

0

4

3

0

0

0

8

12

0

4

4

0

0

0

8

14

0

4

5

0

1

0

7

15

0

4

6

0

5

0

8

15

0

4

7

0

7

0

10

15

0

4

8

0

11

0

11

15

0

4

9

0

17

0

11

15

0

4

10

0

17

0

13

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 | 119 | 232 | 551 | 1187 |
| 2 | 6 | 20 | 45 | 119 | 232 | 551 | 955 |
| 3 | 7 | 22 | 46 | 112 | 228 | 547 | 779 |
| 4 | 8 | 25 | 48 | 114 | 227 | 546 | 645 |
| 5 | 10 | 27 | 54 | 117 | 227 | 546 | 546 |
| 6 | 11 | 30 | 57 | 122 | 227 | 546 | 546 |
| 7 | 12 | 32 | 59 | 125 | 227 | 546 | 546 |
| 8 | 12 | 33 | 58 | 123 | 227 | 546 | 546 |
| 9 | 12 | 33 | 58 | 122 | 227 | 546 | 546 |
| 10 | 13 | 35 | 59 | 122 | 227 | 546 | 546 |
| 11 | 14 | 36 | 59 | 122 | 227 | 546 | 546 |
| 12 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 13 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 14 | 15 | 37 | 59 | 122 | 227 | 546 | 546 |
| 15 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 16 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 17 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 18 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 19 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 20 | 16 | 37 | 59 | 122 | 227 | 546 | 546 |
| 21 | 16 | 37 | 59 | 122 | 227 | 546 | 546 |
| 22 | 17 | 37 | 59 | 122 | 227 | 546 | 546 |
| 23 | 17 | 37 | 59 | 122 | 227 | 546 | 546 |
| 24 | 18 | 37 | 59 | 122 | 227 | 546 | 546 |
| 25 | 19 | 37 | 59 | 122 | 227 | 546 | 546 |
| 26 | 20 | 37 | 59 | 122 | 227 | 546 | 546 |
| 27 | 21 | 37 | 59 | 122 | 227 | 546 | 546 |
| 28 | 21 | 37 | 59 | 122 | 227 | 546 | 546 |
| 29 | 22 | 37 | 59 | 122 | 227 | 546 | 546 |
| 30 | 22 | 37 | 59 | 122 | 227 | 546 | 546 |

Duration (in years)

Credit quality step 0

Credit 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

119

232

551

1187

2

6

20

45

119

232

551

955

3

7

22

46

112

228

547

779

4

8

25

48

114

227

546

645

5

10

27

54

117

227

546

546

6

11

30

57

122

227

546

546

7

12

32

59

125

227

546

546

8

12

33

58

123

227

546

546

9

12

33

58

122

227

546

546

10

13

35

59

122

227

546

546

11

14

36

59

122

227

546

546

12

14

37

59

122

227

546

546

13

14

37

59

122

227

546

546

14

15

37

59

122

227

546

546

15

14

37

59

122

227

546

546

16

14

37

59

122

227

546

546

17

14

37

59

122

227

546

546

18

14

37

59

122

227

546

546

19

14

37

59

122

227

546

546

20

16

37

59

122

227

546

546

21

16

37

59

122

227

546

546

22

17

37

59

122

227

546

546

23

17

37

59

122

227

546

546

24

18

37

59

122

227

546

546

25

19

37

59

122

227

546

546

26

20

37

59

122

227

546

546

27

21

37

59

122

227

546

546

28

21

37

59

122

227

546

546

29

22

37

59

122

227

546

546

30

22

37

59

122

227

546

546

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 | 13 | 27 | 52 | 126 | 239 | 558 | 1207 |
| 2 | 15 | 29 | 54 | 128 | 241 | 560 | 970 |
| 3 | 17 | 32 | 55 | 121 | 238 | 556 | 791 |
| 4 | 18 | 34 | 58 | 123 | 236 | 555 | 655 |
| 5 | 19 | 36 | 62 | 126 | 236 | 554 | 554 |
| 6 | 19 | 38 | 65 | 130 | 235 | 554 | 554 |
| 7 | 20 | 39 | 66 | 132 | 234 | 553 | 553 |
| 8 | 19 | 39 | 65 | 130 | 234 | 552 | 552 |
| 9 | 19 | 40 | 65 | 129 | 233 | 552 | 552 |
| 10 | 19 | 40 | 64 | 128 | 233 | 551 | 551 |
| 11 | 19 | 41 | 64 | 127 | 232 | 551 | 551 |
| 12 | 18 | 41 | 63 | 127 | 232 | 550 | 550 |
| 13 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 14 | 18 | 41 | 62 | 126 | 230 | 549 | 549 |
| 15 | 17 | 40 | 62 | 125 | 230 | 549 | 549 |
| 16 | 17 | 40 | 61 | 125 | 229 | 548 | 548 |
| 17 | 17 | 40 | 61 | 125 | 229 | 548 | 548 |
| 18 | 17 | 39 | 61 | 124 | 229 | 548 | 548 |
| 19 | 17 | 39 | 61 | 125 | 229 | 548 | 548 |
| 20 | 17 | 40 | 61 | 125 | 230 | 548 | 548 |
| 21 | 17 | 40 | 62 | 125 | 230 | 549 | 549 |
| 22 | 17 | 40 | 62 | 125 | 230 | 549 | 549 |
| 23 | 18 | 41 | 62 | 126 | 230 | 549 | 549 |
| 24 | 18 | 41 | 62 | 126 | 230 | 549 | 549 |
| 25 | 20 | 41 | 62 | 126 | 230 | 549 | 549 |
| 26 | 20 | 41 | 62 | 126 | 230 | 549 | 549 |
| 27 | 21 | 41 | 62 | 126 | 230 | 549 | 549 |
| 28 | 21 | 41 | 62 | 126 | 230 | 549 | 549 |
| 29 | 22 | 41 | 62 | 126 | 230 | 549 | 549 |
| 30 | 22 | 41 | 62 | 125 | 230 | 549 | 549 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

27

52

126

239

558

1207

2

15

29

54

128

241

560

970

3

17

32

55

121

238

556

791

4

18

34

58

123

236

555

655

5

19

36

62

126

236

554

554

6

19

38

65

130

235

554

554

7

20

39

66

132

234

553

553

8

19

39

65

130

234

552

552

9

19

40

65

129

233

552

552

10

19

40

64

128

233

551

551

11

19

41

64

127

232

551

551

12

18

41

63

127

232

550

550

13

18

41

63

126

231

550

550

14

18

41

62

126

230

549

549

15

17

40

62

125

230

549

549

16

17

40

61

125

229

548

548

17

17

40

61

125

229

548

548

18

17

39

61

124

229

548

548

19

17

39

61

125

229

548

548

20

17

40

61

125

230

548

548

21

17

40

62

125

230

549

549

22

17

40

62

125

230

549

549

23

18

41

62

126

230

549

549

24

18

41

62

126

230

549

549

25

20

41

62

126

230

549

549

26

20

41

62

126

230

549

549

27

21

41

62

126

230

549

549

28

21

41

62

126

230

549

549

29

22

41

62

126

230

549

549

30

22

41

62

125

230

549

549

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 | 44 | 118 | 232 | 550 | 1186 |
| 2 | 6 | 20 | 44 | 118 | 232 | 550 | 955 |
| 3 | 7 | 22 | 46 | 112 | 228 | 547 | 779 |
| 4 | 8 | 25 | 48 | 114 | 227 | 546 | 645 |
| 5 | 10 | 27 | 53 | 117 | 227 | 546 | 546 |
| 6 | 11 | 29 | 57 | 122 | 227 | 546 | 546 |
| 7 | 12 | 32 | 59 | 124 | 227 | 546 | 546 |
| 8 | 12 | 32 | 58 | 123 | 227 | 546 | 546 |
| 9 | 12 | 33 | 58 | 122 | 227 | 546 | 546 |
| 10 | 13 | 34 | 58 | 122 | 227 | 546 | 546 |
| 11 | 13 | 36 | 59 | 122 | 227 | 546 | 546 |
| 12 | 14 | 36 | 59 | 122 | 227 | 546 | 546 |
| 13 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 14 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 15 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 16 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 17 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 18 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 19 | 14 | 37 | 59 | 122 | 227 | 546 | 546 |
| 20 | 16 | 37 | 59 | 122 | 227 | 546 | 546 |
| 21 | 16 | 37 | 59 | 122 | 227 | 546 | 546 |
| 22 | 17 | 37 | 59 | 122 | 227 | 546 | 546 |
| 23 | 17 | 37 | 59 | 122 | 227 | 546 | 546 |
| 24 | 18 | 37 | 59 | 122 | 227 | 546 | 546 |
| 25 | 19 | 37 | 59 | 122 | 227 | 546 | 546 |
| 26 | 20 | 37 | 59 | 122 | 227 | 546 | 546 |
| 27 | 21 | 37 | 59 | 122 | 227 | 546 | 546 |
| 28 | 21 | 37 | 59 | 122 | 227 | 546 | 546 |
| 29 | 22 | 37 | 59 | 122 | 227 | 546 | 546 |
| 30 | 22 | 37 | 59 | 122 | 227 | 546 | 546 |

Duration (in years)

Credit quality step 0

Credit 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

44

118

232

550

1186

2

6

20

44

118

232

550

955

3

7

22

46

112

228

547

779

4

8

25

48

114

227

546

645

5

10

27

53

117

227

546

546

6

11

29

57

122

227

546

546

7

12

32

59

124

227

546

546

8

12

32

58

123

227

546

546

9

12

33

58

122

227

546

546

10

13

34

58

122

227

546

546

11

13

36

59

122

227

546

546

12

14

36

59

122

227

546

546

13

14

37

59

122

227

546

546

14

14

37

59

122

227

546

546

15

14

37

59

122

227

546

546

16

14

37

59

122

227

546

546

17

14

37

59

122

227

546

546

18

14

37

59

122

227

546

546

19

14

37

59

122

227

546

546

20

16

37

59

122

227

546

546

21

16

37

59

122

227

546

546

22

17

37

59

122

227

546

546

23

17

37

59

122

227

546

546

24

18

37

59

122

227

546

546

25

19

37

59

122

227

546

546

26

20

37

59

122

227

546

546

27

21

37

59

122

227

546

546

28

21

37

59

122

227

546

546

29

22

37

59

122

227

546

546

30

22

37

59

122

227

546

546

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 | 80 | 94 | 118 | 192 | 306 | 624 | 1208 |
| 2 | 76 | 90 | 115 | 189 | 302 | 621 | 974 |
| 3 | 80 | 95 | 118 | 185 | 301 | 620 | 796 |
| 4 | 79 | 95 | 119 | 185 | 298 | 616 | 660 |
| 5 | 78 | 96 | 122 | 186 | 296 | 614 | 614 |
| 6 | 78 | 96 | 124 | 189 | 294 | 612 | 612 |
| 7 | 77 | 96 | 123 | 189 | 292 | 610 | 610 |
| 8 | 76 | 96 | 122 | 187 | 291 | 609 | 609 |
| 9 | 75 | 96 | 121 | 185 | 289 | 608 | 608 |
| 10 | 72 | 93 | 117 | 181 | 286 | 605 | 605 |
| 11 | 70 | 92 | 115 | 179 | 283 | 602 | 602 |
| 12 | 69 | 91 | 114 | 177 | 282 | 601 | 601 |
| 13 | 68 | 91 | 113 | 176 | 281 | 600 | 600 |
| 14 | 68 | 91 | 113 | 176 | 281 | 599 | 599 |
| 15 | 68 | 91 | 112 | 176 | 280 | 599 | 599 |
| 16 | 67 | 90 | 112 | 175 | 280 | 598 | 598 |
| 17 | 67 | 90 | 111 | 175 | 279 | 598 | 598 |
| 18 | 66 | 89 | 111 | 174 | 279 | 597 | 597 |
| 19 | 65 | 88 | 110 | 173 | 278 | 597 | 597 |
| 20 | 65 | 88 | 109 | 173 | 277 | 596 | 596 |
| 21 | 64 | 87 | 108 | 172 | 277 | 595 | 595 |
| 22 | 63 | 86 | 108 | 171 | 276 | 595 | 595 |
| 23 | 62 | 85 | 107 | 170 | 275 | 594 | 594 |
| 24 | 61 | 84 | 106 | 169 | 274 | 593 | 593 |
| 25 | 60 | 83 | 105 | 168 | 273 | 592 | 592 |
| 26 | 59 | 82 | 104 | 167 | 272 | 591 | 591 |
| 27 | 58 | 81 | 103 | 166 | 271 | 589 | 589 |
| 28 | 57 | 80 | 102 | 165 | 270 | 588 | 588 |
| 29 | 56 | 79 | 101 | 164 | 269 | 587 | 587 |
| 30 | 55 | 78 | 99 | 163 | 268 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

94

118

192

306

624

1208

2

76

90

115

189

302

621

974

3

80

95

118

185

301

620

796

4

79

95

119

185

298

616

660

5

78

96

122

186

296

614

614

6

78

96

124

189

294

612

612

7

77

96

123

189

292

610

610

8

76

96

122

187

291

609

609

9

75

96

121

185

289

608

608

10

72

93

117

181

286

605

605

11

70

92

115

179

283

602

602

12

69

91

114

177

282

601

601

13

68

91

113

176

281

600

600

14

68

91

113

176

281

599

599

15

68

91

112

176

280

599

599

16

67

90

112

175

280

598

598

17

67

90

111

175

279

598

598

18

66

89

111

174

279

597

597

19

65

88

110

173

278

597

597

20

65

88

109

173

277

596

596

21

64

87

108

172

277

595

595

22

63

86

108

171

276

595

595

23

62

85

107

170

275

594

594

24

61

84

106

169

274

593

593

25

60

83

105

168

273

592

592

26

59

82

104

167

272

591

591

27

58

81

103

166

271

589

589

28

57

80

102

165

270

588

588

29

56

79

101

164

269

587

587

30

55

78

99

163

268

586

586

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 | 48 | 122 | 236 | 554 | 1195 |
| 2 | 12 | 26 | 50 | 124 | 237 | 556 | 962 |
| 3 | 14 | 29 | 52 | 118 | 235 | 553 | 784 |
| 4 | 16 | 32 | 55 | 121 | 234 | 553 | 650 |
| 5 | 17 | 35 | 61 | 124 | 234 | 553 | 553 |
| 6 | 18 | 37 | 64 | 129 | 234 | 553 | 553 |
| 7 | 19 | 39 | 66 | 131 | 234 | 553 | 553 |
| 8 | 19 | 39 | 65 | 130 | 234 | 552 | 552 |
| 9 | 18 | 39 | 64 | 128 | 233 | 552 | 552 |
| 10 | 18 | 40 | 64 | 128 | 233 | 551 | 551 |
| 11 | 19 | 41 | 64 | 128 | 232 | 551 | 551 |
| 12 | 19 | 42 | 64 | 127 | 232 | 551 | 551 |
| 13 | 19 | 42 | 64 | 127 | 232 | 551 | 551 |
| 14 | 19 | 42 | 64 | 127 | 232 | 550 | 550 |
| 15 | 19 | 42 | 63 | 127 | 232 | 550 | 550 |
| 16 | 19 | 42 | 63 | 127 | 231 | 550 | 550 |
| 17 | 19 | 42 | 63 | 127 | 231 | 550 | 550 |
| 18 | 19 | 42 | 63 | 127 | 231 | 550 | 550 |
| 19 | 19 | 42 | 63 | 127 | 232 | 550 | 550 |
| 20 | 19 | 42 | 64 | 127 | 232 | 551 | 551 |
| 21 | 20 | 43 | 64 | 128 | 232 | 551 | 551 |
| 22 | 20 | 43 | 64 | 128 | 233 | 551 | 551 |
| 23 | 20 | 43 | 65 | 128 | 233 | 551 | 551 |
| 24 | 20 | 43 | 65 | 128 | 233 | 551 | 551 |
| 25 | 20 | 43 | 65 | 128 | 233 | 551 | 551 |
| 26 | 20 | 43 | 65 | 128 | 233 | 551 | 551 |
| 27 | 21 | 43 | 65 | 128 | 233 | 551 | 551 |
| 28 | 21 | 43 | 64 | 128 | 233 | 551 | 551 |
| 29 | 22 | 43 | 64 | 128 | 233 | 551 | 551 |
| 30 | 22 | 43 | 64 | 128 | 233 | 551 | 551 |

Duration (in years)

Credit quality step 0

Credit 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

48

122

236

554

1195

2

12

26

50

124

237

556

962

3

14

29

52

118

235

553

784

4

16

32

55

121

234

553

650

5

17

35

61

124

234

553

553

6

18

37

64

129

234

553

553

7

19

39

66

131

234

553

553

8

19

39

65

130

234

552

552

9

18

39

64

128

233

552

552

10

18

40

64

128

233

551

551

11

19

41

64

128

232

551

551

12

19

42

64

127

232

551

551

13

19

42

64

127

232

551

551

14

19

42

64

127

232

550

550

15

19

42

63

127

232

550

550

16

19

42

63

127

231

550

550

17

19

42

63

127

231

550

550

18

19

42

63

127

231

550

550

19

19

42

63

127

232

550

550

20

19

42

64

127

232

551

551

21

20

43

64

128

232

551

551

22

20

43

64

128

233

551

551

23

20

43

65

128

233

551

551

24

20

43

65

128

233

551

551

25

20

43

65

128

233

551

551

26

20

43

65

128

233

551

551

27

21

43

65

128

233

551

551

28

21

43

64

128

233

551

551

29

22

43

64

128

233

551

551

30

22

43

64

128

233

551

551

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 | 49 | 63 | 88 | 162 | 275 | 594 | 1197 |
| 2 | 53 | 67 | 91 | 165 | 279 | 597 | 964 |
| 3 | 58 | 73 | 97 | 163 | 279 | 598 | 788 |
| 4 | 62 | 78 | 102 | 167 | 280 | 599 | 653 |
| 5 | 64 | 81 | 108 | 171 | 281 | 600 | 600 |
| 6 | 65 | 84 | 111 | 176 | 281 | 600 | 600 |
| 7 | 66 | 85 | 112 | 178 | 281 | 599 | 599 |
| 8 | 65 | 85 | 111 | 176 | 280 | 598 | 598 |
| 9 | 64 | 85 | 110 | 174 | 278 | 597 | 597 |
| 10 | 63 | 84 | 108 | 172 | 277 | 596 | 596 |
| 11 | 62 | 84 | 107 | 171 | 275 | 594 | 594 |
| 12 | 61 | 83 | 106 | 169 | 274 | 593 | 593 |
| 13 | 60 | 83 | 104 | 168 | 273 | 591 | 591 |
| 14 | 59 | 82 | 103 | 167 | 271 | 590 | 590 |
| 15 | 58 | 80 | 102 | 165 | 270 | 589 | 589 |
| 16 | 57 | 79 | 101 | 164 | 269 | 588 | 588 |
| 17 | 56 | 79 | 100 | 164 | 268 | 587 | 587 |
| 18 | 55 | 78 | 99 | 163 | 268 | 586 | 586 |
| 19 | 54 | 77 | 99 | 162 | 267 | 586 | 586 |
| 20 | 54 | 77 | 98 | 162 | 267 | 585 | 585 |
| 21 | 53 | 76 | 98 | 161 | 266 | 585 | 585 |
| 22 | 52 | 75 | 97 | 160 | 265 | 584 | 584 |
| 23 | 52 | 75 | 96 | 160 | 264 | 583 | 583 |
| 24 | 51 | 74 | 95 | 159 | 264 | 582 | 582 |
| 25 | 50 | 73 | 94 | 158 | 263 | 581 | 581 |
| 26 | 49 | 72 | 94 | 157 | 262 | 581 | 581 |
| 27 | 48 | 71 | 93 | 156 | 261 | 580 | 580 |
| 28 | 48 | 71 | 92 | 155 | 260 | 579 | 579 |
| 29 | 47 | 70 | 91 | 155 | 259 | 578 | 578 |
| 30 | 46 | 69 | 90 | 154 | 259 | 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

49

63

88

162

275

594

1197

2

53

67

91

165

279

597

964

3

58

73

97

163

279

598

788

4

62

78

102

167

280

599

653

5

64

81

108

171

281

600

600

6

65

84

111

176

281

600

600

7

66

85

112

178

281

599

599

8

65

85

111

176

280

598

598

9

64

85

110

174

278

597

597

10

63

84

108

172

277

596

596

11

62

84

107

171

275

594

594

12

61

83

106

169

274

593

593

13

60

83

104

168

273

591

591

14

59

82

103

167

271

590

590

15

58

80

102

165

270

589

589

16

57

79

101

164

269

588

588

17

56

79

100

164

268

587

587

18

55

78

99

163

268

586

586

19

54

77

99

162

267

586

586

20

54

77

98

162

267

585

585

21

53

76

98

161

266

585

585

22

52

75

97

160

265

584

584

23

52

75

96

160

264

583

583

24

51

74

95

159

264

582

582

25

50

73

94

158

263

581

581

26

49

72

94

157

262

581

581

27

48

71

93

156

261

580

580

28

48

71

92

155

260

579

579

29

47

70

91

155

259

578

578

30

46

69

90

154

259

577

577

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 | 118 | 231 | 550 | 1186 |
| 2 | 5 | 19 | 44 | 118 | 231 | 550 | 954 |
| 3 | 6 | 22 | 45 | 111 | 227 | 546 | 778 |
| 4 | 8 | 24 | 48 | 113 | 226 | 545 | 645 |
| 5 | 9 | 27 | 53 | 116 | 226 | 545 | 545 |
| 6 | 10 | 29 | 56 | 121 | 226 | 545 | 545 |
| 7 | 11 | 31 | 58 | 124 | 226 | 545 | 545 |
| 8 | 11 | 32 | 58 | 122 | 226 | 545 | 545 |
| 9 | 12 | 33 | 58 | 122 | 226 | 545 | 545 |
| 10 | 12 | 34 | 58 | 121 | 226 | 545 | 545 |
| 11 | 13 | 35 | 58 | 121 | 226 | 545 | 545 |
| 12 | 13 | 36 | 58 | 121 | 226 | 545 | 545 |
| 13 | 13 | 36 | 58 | 121 | 226 | 545 | 545 |
| 14 | 14 | 37 | 58 | 121 | 226 | 545 | 545 |
| 15 | 14 | 36 | 58 | 121 | 226 | 545 | 545 |
| 16 | 14 | 36 | 58 | 121 | 226 | 545 | 545 |
| 17 | 14 | 36 | 58 | 121 | 226 | 545 | 545 |
| 18 | 14 | 36 | 58 | 121 | 226 | 545 | 545 |
| 19 | 14 | 36 | 58 | 121 | 226 | 545 | 545 |
| 20 | 16 | 36 | 58 | 121 | 226 | 545 | 545 |
| 21 | 16 | 36 | 58 | 121 | 226 | 545 | 545 |
| 22 | 17 | 36 | 58 | 121 | 226 | 545 | 545 |
| 23 | 17 | 37 | 58 | 122 | 226 | 545 | 545 |
| 24 | 18 | 37 | 58 | 122 | 226 | 545 | 545 |
| 25 | 19 | 37 | 58 | 122 | 226 | 545 | 545 |
| 26 | 20 | 37 | 58 | 122 | 226 | 545 | 545 |
| 27 | 21 | 37 | 58 | 122 | 226 | 545 | 545 |
| 28 | 21 | 37 | 58 | 122 | 226 | 545 | 545 |
| 29 | 22 | 37 | 58 | 122 | 226 | 545 | 545 |
| 30 | 22 | 37 | 58 | 122 | 226 | 545 | 545 |

Duration (in years)

Credit quality step 0

Credit 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

118

231

550

1186

2

5

19

44

118

231

550

954

3

6

22

45

111

227

546

778

4

8

24

48

113

226

545

645

5

9

27

53

116

226

545

545

6

10

29

56

121

226

545

545

7

11

31

58

124

226

545

545

8

11

32

58

122

226

545

545

9

12

33

58

122

226

545

545

10

12

34

58

121

226

545

545

11

13

35

58

121

226

545

545

12

13

36

58

121

226

545

545

13

13

36

58

121

226

545

545

14

14

37

58

121

226

545

545

15

14

36

58

121

226

545

545

16

14

36

58

121

226

545

545

17

14

36

58

121

226

545

545

18

14

36

58

121

226

545

545

19

14

36

58

121

226

545

545

20

16

36

58

121

226

545

545

21

16

36

58

121

226

545

545

22

17

36

58

121

226

545

545

23

17

37

58

122

226

545

545

24

18

37

58

122

226

545

545

25

19

37

58

122

226

545

545

26

20

37

58

122

226

545

545

27

21

37

58

122

226

545

545

28

21

37

58

122

226

545

545

29

22

37

58

122

226

545

545

30

22

37

58

122

226

545

545

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 | 24 | 55 | 150 | 250 | 569 | 1203 |
| 2 | 7 | 24 | 55 | 150 | 250 | 569 | 967 |
| 3 | 8 | 26 | 55 | 136 | 246 | 565 | 789 |
| 4 | 10 | 29 | 57 | 126 | 244 | 563 | 653 |
| 5 | 11 | 31 | 58 | 114 | 243 | 562 | 562 |
| 6 | 14 | 34 | 61 | 107 | 242 | 561 | 561 |
| 7 | 16 | 37 | 62 | 100 | 241 | 560 | 560 |
| 8 | 17 | 38 | 60 | 93 | 240 | 559 | 559 |
| 9 | 20 | 45 | 64 | 87 | 239 | 558 | 558 |
| 10 | 19 | 45 | 62 | 84 | 238 | 557 | 557 |
| 11 | 18 | 44 | 60 | 84 | 237 | 556 | 556 |
| 12 | 18 | 43 | 61 | 85 | 236 | 555 | 555 |
| 13 | 18 | 44 | 61 | 85 | 236 | 554 | 554 |
| 14 | 18 | 44 | 61 | 85 | 235 | 554 | 554 |
| 15 | 18 | 44 | 61 | 85 | 234 | 553 | 553 |
| 16 | 18 | 44 | 61 | 85 | 233 | 551 | 551 |
| 17 | 18 | 44 | 61 | 85 | 232 | 550 | 550 |
| 18 | 18 | 44 | 61 | 85 | 231 | 550 | 550 |
| 19 | 18 | 44 | 61 | 85 | 231 | 550 | 550 |
| 20 | 18 | 44 | 61 | 85 | 232 | 550 | 550 |
| 21 | 18 | 44 | 61 | 85 | 232 | 550 | 550 |
| 22 | 18 | 44 | 61 | 85 | 231 | 550 | 550 |
| 23 | 18 | 44 | 61 | 85 | 231 | 550 | 550 |
| 24 | 18 | 44 | 61 | 85 | 230 | 549 | 549 |
| 25 | 19 | 44 | 61 | 85 | 230 | 548 | 548 |
| 26 | 20 | 44 | 61 | 85 | 229 | 548 | 548 |
| 27 | 21 | 44 | 61 | 85 | 229 | 547 | 547 |
| 28 | 21 | 44 | 61 | 85 | 228 | 547 | 547 |
| 29 | 22 | 44 | 61 | 85 | 228 | 547 | 547 |
| 30 | 22 | 44 | 61 | 85 | 228 | 546 | 546 |

Duration (in years)

Credit quality step 0

Credit 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

24

55

150

250

569

1203

2

7

24

55

150

250

569

967

3

8

26

55

136

246

565

789

4

10

29

57

126

244

563

653

5

11

31

58

114

243

562

562

6

14

34

61

107

242

561

561

7

16

37

62

100

241

560

560

8

17

38

60

93

240

559

559

9

20

45

64

87

239

558

558

10

19

45

62

84

238

557

557

11

18

44

60

84

237

556

556

12

18

43

61

85

236

555

555

13

18

44

61

85

236

554

554

14

18

44

61

85

235

554

554

15

18

44

61

85

234

553

553

16

18

44

61

85

233

551

551

17

18

44

61

85

232

550

550

18

18

44

61

85

231

550

550

19

18

44

61

85

231

550

550

20

18

44

61

85

232

550

550

21

18

44

61

85

232

550

550

22

18

44

61

85

231

550

550

23

18

44

61

85

231

550

550

24

18

44

61

85

230

549

549

25

19

44

61

85

230

548

548

26

20

44

61

85

229

548

548

27

21

44

61

85

229

547

547

28

21

44

61

85

228

547

547

29

22

44

61

85

228

547

547

30

22

44

61

85

228

546

546

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 | 124 | 198 | 312 | 630 | 1253 |
| 2 | 84 | 98 | 122 | 196 | 310 | 628 | 1012 |
| 3 | 83 | 98 | 122 | 188 | 304 | 623 | 828 |
| 4 | 82 | 99 | 122 | 188 | 301 | 620 | 688 |
| 5 | 81 | 99 | 125 | 188 | 298 | 617 | 617 |
| 6 | 80 | 99 | 126 | 191 | 296 | 615 | 615 |
| 7 | 79 | 98 | 125 | 191 | 294 | 612 | 612 |
| 8 | 76 | 97 | 123 | 187 | 291 | 610 | 610 |
| 9 | 74 | 95 | 120 | 184 | 289 | 608 | 608 |
| 10 | 73 | 95 | 119 | 183 | 287 | 606 | 606 |
| 11 | 72 | 94 | 118 | 181 | 286 | 604 | 604 |
| 12 | 71 | 94 | 116 | 179 | 284 | 603 | 603 |
| 13 | 70 | 93 | 114 | 178 | 283 | 601 | 601 |
| 14 | 69 | 91 | 113 | 176 | 281 | 600 | 600 |
| 15 | 67 | 90 | 112 | 175 | 280 | 598 | 598 |
| 16 | 66 | 89 | 110 | 174 | 279 | 597 | 597 |
| 17 | 65 | 88 | 109 | 173 | 278 | 596 | 596 |
| 18 | 64 | 87 | 108 | 172 | 277 | 595 | 595 |
| 19 | 63 | 86 | 108 | 171 | 276 | 594 | 594 |
| 20 | 62 | 85 | 107 | 170 | 275 | 594 | 594 |
| 21 | 61 | 84 | 106 | 169 | 274 | 593 | 593 |
| 22 | 60 | 83 | 105 | 168 | 273 | 592 | 592 |
| 23 | 59 | 82 | 104 | 167 | 272 | 591 | 591 |
| 24 | 58 | 81 | 103 | 166 | 271 | 590 | 590 |
| 25 | 57 | 80 | 102 | 165 | 270 | 589 | 589 |
| 26 | 56 | 79 | 101 | 164 | 269 | 588 | 588 |
| 27 | 55 | 78 | 100 | 163 | 268 | 586 | 586 |
| 28 | 54 | 77 | 99 | 162 | 267 | 585 | 585 |
| 29 | 53 | 76 | 98 | 161 | 266 | 584 | 584 |
| 30 | 52 | 75 | 97 | 160 | 265 | 583 | 583 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

100

124

198

312

630

1253

2

84

98

122

196

310

628

1012

3

83

98

122

188

304

623

828

4

82

99

122

188

301

620

688

5

81

99

125

188

298

617

617

6

80

99

126

191

296

615

615

7

79

98

125

191

294

612

612

8

76

97

123

187

291

610

610

9

74

95

120

184

289

608

608

10

73

95

119

183

287

606

606

11

72

94

118

181

286

604

604

12

71

94

116

179

284

603

603

13

70

93

114

178

283

601

601

14

69

91

113

176

281

600

600

15

67

90

112

175

280

598

598

16

66

89

110

174

279

597

597

17

65

88

109

173

278

596

596

18

64

87

108

172

277

595

595

19

63

86

108

171

276

594

594

20

62

85

107

170

275

594

594

21

61

84

106

169

274

593

593

22

60

83

105

168

273

592

592

23

59

82

104

167

272

591

591

24

58

81

103

166

271

590

590

25

57

80

102

165

270

589

589

26

56

79

101

164

269

588

588

27

55

78

100

163

268

586

586

28

54

77

99

162

267

585

585

29

53

76

98

161

266

584

584

30

52

75

97

160

265

583

583

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 | 73 | 97 | 171 | 284 | 603 | 1206 |
| 2 | 58 | 72 | 96 | 170 | 283 | 602 | 972 |
| 3 | 58 | 73 | 96 | 162 | 279 | 597 | 794 |
| 4 | 58 | 74 | 98 | 163 | 277 | 595 | 658 |
| 5 | 57 | 75 | 101 | 165 | 275 | 593 | 593 |
| 6 | 57 | 75 | 103 | 168 | 273 | 592 | 592 |
| 7 | 57 | 76 | 103 | 169 | 271 | 590 | 590 |
| 8 | 55 | 75 | 101 | 166 | 270 | 589 | 589 |
| 9 | 54 | 75 | 100 | 164 | 268 | 587 | 587 |
| 10 | 53 | 75 | 99 | 162 | 267 | 586 | 586 |
| 11 | 52 | 75 | 98 | 161 | 266 | 585 | 585 |
| 12 | 52 | 75 | 97 | 160 | 265 | 584 | 584 |
| 13 | 52 | 74 | 96 | 160 | 264 | 583 | 583 |
| 14 | 51 | 74 | 96 | 159 | 264 | 582 | 582 |
| 15 | 51 | 73 | 95 | 158 | 263 | 582 | 582 |
| 16 | 50 | 72 | 94 | 157 | 262 | 581 | 581 |
| 17 | 49 | 72 | 93 | 157 | 262 | 580 | 580 |
| 18 | 48 | 71 | 93 | 156 | 261 | 580 | 580 |
| 19 | 48 | 71 | 92 | 156 | 261 | 579 | 579 |
| 20 | 48 | 71 | 92 | 156 | 260 | 579 | 579 |
| 21 | 47 | 70 | 92 | 155 | 260 | 579 | 579 |
| 22 | 47 | 70 | 91 | 155 | 260 | 578 | 578 |
| 23 | 46 | 69 | 91 | 154 | 259 | 578 | 578 |
| 24 | 46 | 69 | 90 | 154 | 258 | 577 | 577 |
| 25 | 45 | 68 | 90 | 153 | 258 | 576 | 576 |
| 26 | 44 | 67 | 89 | 152 | 257 | 576 | 576 |
| 27 | 44 | 67 | 88 | 152 | 256 | 575 | 575 |
| 28 | 43 | 66 | 88 | 151 | 256 | 574 | 574 |
| 29 | 42 | 65 | 87 | 150 | 255 | 574 | 574 |
| 30 | 42 | 65 | 86 | 150 | 254 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

59

73

97

171

284

603

1206

2

58

72

96

170

283

602

972

3

58

73

96

162

279

597

794

4

58

74

98

163

277

595

658

5

57

75

101

165

275

593

593

6

57

75

103

168

273

592

592

7

57

76

103

169

271

590

590

8

55

75

101

166

270

589

589

9

54

75

100

164

268

587

587

10

53

75

99

162

267

586

586

11

52

75

98

161

266

585

585

12

52

75

97

160

265

584

584

13

52

74

96

160

264

583

583

14

51

74

96

159

264

582

582

15

51

73

95

158

263

582

582

16

50

72

94

157

262

581

581

17

49

72

93

157

262

580

580

18

48

71

93

156

261

580

580

19

48

71

92

156

261

579

579

20

48

71

92

156

260

579

579

21

47

70

92

155

260

579

579

22

47

70

91

155

260

578

578

23

46

69

91

154

259

578

578

24

46

69

90

154

258

577

577

25

45

68

90

153

258

576

576

26

44

67

89

152

257

576

576

27

44

67

88

152

256

575

575

28

43

66

88

151

256

574

574

29

42

65

87

150

255

574

574

30

42

65

86

150

254

573

573

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 | 144 | 257 | 576 | 1206 |
| 2 | 32 | 46 | 70 | 144 | 258 | 576 | 970 |
| 3 | 32 | 47 | 71 | 137 | 253 | 572 | 792 |
| 4 | 32 | 49 | 72 | 138 | 251 | 570 | 656 |
| 5 | 33 | 51 | 77 | 140 | 250 | 569 | 569 |
| 6 | 33 | 52 | 79 | 144 | 249 | 568 | 568 |
| 7 | 34 | 53 | 80 | 146 | 249 | 567 | 567 |
| 8 | 33 | 53 | 79 | 144 | 248 | 566 | 566 |
| 9 | 32 | 53 | 78 | 142 | 247 | 566 | 566 |
| 10 | 32 | 54 | 78 | 141 | 246 | 565 | 565 |
| 11 | 32 | 54 | 77 | 141 | 246 | 564 | 564 |
| 12 | 32 | 54 | 76 | 140 | 245 | 563 | 563 |
| 13 | 31 | 54 | 76 | 139 | 244 | 563 | 563 |
| 14 | 31 | 54 | 75 | 139 | 243 | 562 | 562 |
| 15 | 30 | 53 | 74 | 138 | 243 | 561 | 561 |
| 16 | 29 | 52 | 74 | 137 | 242 | 560 | 560 |
| 17 | 29 | 52 | 73 | 137 | 241 | 560 | 560 |
| 18 | 28 | 51 | 73 | 136 | 241 | 560 | 560 |
| 19 | 28 | 51 | 73 | 136 | 241 | 559 | 559 |
| 20 | 28 | 51 | 73 | 136 | 241 | 559 | 559 |
| 21 | 28 | 51 | 73 | 136 | 241 | 559 | 559 |
| 22 | 28 | 51 | 73 | 136 | 241 | 559 | 559 |
| 23 | 28 | 51 | 72 | 136 | 241 | 559 | 559 |
| 24 | 28 | 51 | 72 | 136 | 240 | 559 | 559 |
| 25 | 27 | 50 | 72 | 135 | 240 | 559 | 559 |
| 26 | 27 | 50 | 72 | 135 | 240 | 559 | 559 |
| 27 | 27 | 50 | 71 | 135 | 240 | 558 | 558 |
| 28 | 27 | 50 | 71 | 135 | 239 | 558 | 558 |
| 29 | 26 | 49 | 71 | 134 | 239 | 558 | 558 |
| 30 | 26 | 49 | 71 | 134 | 239 | 557 | 557 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

45

70

144

257

576

1206

2

32

46

70

144

258

576

970

3

32

47

71

137

253

572

792

4

32

49

72

138

251

570

656

5

33

51

77

140

250

569

569

6

33

52

79

144

249

568

568

7

34

53

80

146

249

567

567

8

33

53

79

144

248

566

566

9

32

53

78

142

247

566

566

10

32

54

78

141

246

565

565

11

32

54

77

141

246

564

564

12

32

54

76

140

245

563

563

13

31

54

76

139

244

563

563

14

31

54

75

139

243

562

562

15

30

53

74

138

243

561

561

16

29

52

74

137

242

560

560

17

29

52

73

137

241

560

560

18

28

51

73

136

241

560

560

19

28

51

73

136

241

559

559

20

28

51

73

136

241

559

559

21

28

51

73

136

241

559

559

22

28

51

73

136

241

559

559

23

28

51

72

136

241

559

559

24

28

51

72

136

240

559

559

25

27

50

72

135

240

559

559

26

27

50

72

135

240

559

559

27

27

50

71

135

240

558

558

28

27

50

71

135

239

558

558

29

26

49

71

134

239

558

558

30

26

49

71

134

239

557

557

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 | 25 | 99 | 213 | 531 | 1181 |
| 2 | 1 | 5 | 26 | 100 | 214 | 532 | 950 |
| 3 | 2 | 5 | 27 | 94 | 210 | 529 | 775 |
| 4 | 3 | 7 | 30 | 96 | 209 | 528 | 642 |
| 5 | 4 | 9 | 35 | 99 | 209 | 527 | 541 |
| 6 | 5 | 11 | 39 | 104 | 209 | 527 | 527 |
| 7 | 5 | 14 | 40 | 106 | 209 | 527 | 527 |
| 8 | 6 | 14 | 40 | 105 | 209 | 527 | 527 |
| 9 | 7 | 15 | 40 | 104 | 209 | 527 | 527 |
| 10 | 8 | 16 | 40 | 104 | 209 | 527 | 527 |
| 11 | 9 | 18 | 41 | 105 | 210 | 528 | 528 |
| 12 | 9 | 18 | 40 | 104 | 208 | 527 | 527 |
| 13 | 10 | 19 | 41 | 105 | 209 | 528 | 528 |
| 14 | 11 | 19 | 41 | 104 | 209 | 528 | 528 |
| 15 | 12 | 18 | 40 | 103 | 208 | 527 | 527 |
| 16 | 13 | 17 | 39 | 102 | 207 | 526 | 526 |
| 17 | 13 | 17 | 39 | 102 | 207 | 526 | 526 |
| 18 | 14 | 17 | 39 | 102 | 207 | 526 | 526 |
| 19 | 14 | 18 | 39 | 103 | 207 | 526 | 526 |
| 20 | 16 | 19 | 40 | 103 | 208 | 527 | 527 |
| 21 | 16 | 19 | 40 | 104 | 208 | 527 | 527 |
| 22 | 17 | 20 | 40 | 104 | 208 | 527 | 527 |
| 23 | 17 | 20 | 40 | 104 | 208 | 527 | 527 |
| 24 | 18 | 22 | 40 | 103 | 208 | 527 | 527 |
| 25 | 18 | 22 | 40 | 103 | 208 | 527 | 527 |
| 26 | 20 | 23 | 40 | 103 | 208 | 527 | 527 |
| 27 | 20 | 23 | 41 | 103 | 208 | 527 | 527 |
| 28 | 21 | 24 | 43 | 103 | 208 | 526 | 526 |
| 29 | 21 | 26 | 44 | 103 | 208 | 526 | 526 |
| 30 | 22 | 26 | 45 | 103 | 208 | 526 | 526 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

25

99

213

531

1181

2

1

5

26

100

214

532

950

3

2

5

27

94

210

529

775

4

3

7

30

96

209

528

642

5

4

9

35

99

209

527

541

6

5

11

39

104

209

527

527

7

5

14

40

106

209

527

527

8

6

14

40

105

209

527

527

9

7

15

40

104

209

527

527

10

8

16

40

104

209

527

527

11

9

18

41

105

210

528

528

12

9

18

40

104

208

527

527

13

10

19

41

105

209

528

528

14

11

19

41

104

209

528

528

15

12

18

40

103

208

527

527

16

13

17

39

102

207

526

526

17

13

17

39

102

207

526

526

18

14

17

39

102

207

526

526

19

14

18

39

103

207

526

526

20

16

19

40

103

208

527

527

21

16

19

40

104

208

527

527

22

17

20

40

104

208

527

527

23

17

20

40

104

208

527

527

24

18

22

40

103

208

527

527

25

18

22

40

103

208

527

527

26

20

23

40

103

208

527

527

27

20

23

41

103

208

527

527

28

21

24

43

103

208

526

526

29

21

26

44

103

208

526

526

30

22

26

45

103

208

526

526

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 | 85 | 159 | 273 | 591 | 1199 |
| 2 | 47 | 61 | 85 | 159 | 273 | 591 | 965 |
| 3 | 47 | 62 | 86 | 152 | 268 | 587 | 787 |
| 4 | 48 | 64 | 88 | 153 | 266 | 585 | 652 |
| 5 | 48 | 66 | 92 | 155 | 265 | 584 | 584 |
| 6 | 48 | 67 | 94 | 159 | 264 | 583 | 583 |
| 7 | 48 | 68 | 95 | 161 | 263 | 582 | 582 |
| 8 | 47 | 68 | 93 | 158 | 262 | 581 | 581 |
| 9 | 46 | 67 | 92 | 156 | 261 | 580 | 580 |
| 10 | 46 | 68 | 92 | 155 | 260 | 579 | 579 |
| 11 | 46 | 68 | 91 | 155 | 259 | 578 | 578 |
| 12 | 45 | 68 | 90 | 154 | 259 | 577 | 577 |
| 13 | 45 | 68 | 90 | 153 | 258 | 576 | 576 |
| 14 | 45 | 67 | 89 | 152 | 257 | 576 | 576 |
| 15 | 44 | 67 | 88 | 152 | 257 | 575 | 575 |
| 16 | 43 | 66 | 87 | 151 | 256 | 574 | 574 |
| 17 | 42 | 65 | 87 | 150 | 255 | 574 | 574 |
| 18 | 42 | 65 | 86 | 150 | 255 | 573 | 573 |
| 19 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 20 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 21 | 41 | 64 | 85 | 149 | 254 | 572 | 572 |
| 22 | 41 | 64 | 85 | 149 | 253 | 572 | 572 |
| 23 | 40 | 63 | 85 | 148 | 253 | 571 | 571 |
| 24 | 40 | 62 | 84 | 147 | 252 | 571 | 571 |
| 25 | 39 | 62 | 83 | 147 | 252 | 570 | 570 |
| 26 | 38 | 61 | 83 | 146 | 251 | 570 | 570 |
| 27 | 38 | 61 | 82 | 146 | 250 | 569 | 569 |
| 28 | 37 | 60 | 81 | 145 | 250 | 568 | 568 |
| 29 | 36 | 59 | 81 | 144 | 249 | 568 | 568 |
| 30 | 36 | 59 | 80 | 144 | 248 | 567 | 567 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

61

85

159

273

591

1199

2

47

61

85

159

273

591

965

3

47

62

86

152

268

587

787

4

48

64

88

153

266

585

652

5

48

66

92

155

265

584

584

6

48

67

94

159

264

583

583

7

48

68

95

161

263

582

582

8

47

68

93

158

262

581

581

9

46

67

92

156

261

580

580

10

46

68

92

155

260

579

579

11

46

68

91

155

259

578

578

12

45

68

90

154

259

577

577

13

45

68

90

153

258

576

576

14

45

67

89

152

257

576

576

15

44

67

88

152

257

575

575

16

43

66

87

151

256

574

574

17

42

65

87

150

255

574

574

18

42

65

86

150

255

573

573

19

41

64

86

149

254

573

573

20

41

64

86

149

254

573

573

21

41

64

85

149

254

572

572

22

41

64

85

149

253

572

572

23

40

63

85

148

253

571

571

24

40

62

84

147

252

571

571

25

39

62

83

147

252

570

570

26

38

61

83

146

251

570

570

27

38

61

82

146

250

569

569

28

37

60

81

145

250

568

568

29

36

59

81

144

249

568

568

30

36

59

80

144

248

567

567

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 | 17 | 31 | 55 | 129 | 243 | 561 | 1204 |
| 2 | 21 | 35 | 59 | 133 | 247 | 565 | 970 |
| 3 | 25 | 40 | 63 | 129 | 246 | 564 | 792 |
| 4 | 28 | 45 | 68 | 134 | 247 | 566 | 656 |
| 5 | 31 | 49 | 75 | 138 | 248 | 567 | 567 |
| 6 | 30 | 49 | 76 | 141 | 246 | 565 | 565 |
| 7 | 35 | 55 | 81 | 147 | 250 | 568 | 568 |
| 8 | 34 | 54 | 80 | 145 | 248 | 567 | 567 |
| 9 | 34 | 56 | 80 | 145 | 249 | 568 | 568 |
| 10 | 36 | 58 | 82 | 146 | 251 | 569 | 569 |
| 11 | 38 | 60 | 83 | 147 | 252 | 570 | 570 |
| 12 | 39 | 62 | 84 | 147 | 252 | 571 | 571 |
| 13 | 40 | 63 | 84 | 148 | 253 | 571 | 571 |
| 14 | 40 | 63 | 85 | 148 | 253 | 571 | 571 |
| 15 | 40 | 63 | 85 | 148 | 253 | 572 | 572 |
| 16 | 40 | 63 | 84 | 148 | 252 | 571 | 571 |
| 17 | 40 | 63 | 84 | 148 | 252 | 571 | 571 |
| 18 | 39 | 62 | 83 | 147 | 252 | 570 | 570 |
| 19 | 39 | 62 | 83 | 147 | 251 | 570 | 570 |
| 20 | 39 | 62 | 83 | 147 | 251 | 570 | 570 |
| 21 | 39 | 62 | 83 | 147 | 251 | 570 | 570 |
| 22 | 38 | 61 | 83 | 146 | 251 | 570 | 570 |
| 23 | 38 | 61 | 83 | 146 | 251 | 569 | 569 |
| 24 | 38 | 61 | 82 | 146 | 250 | 569 | 569 |
| 25 | 37 | 60 | 82 | 145 | 250 | 569 | 569 |
| 26 | 37 | 60 | 81 | 145 | 249 | 568 | 568 |
| 27 | 36 | 59 | 81 | 144 | 249 | 568 | 568 |
| 28 | 36 | 59 | 80 | 144 | 248 | 567 | 567 |
| 29 | 35 | 58 | 80 | 143 | 248 | 566 | 566 |
| 30 | 35 | 58 | 79 | 143 | 247 | 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

17

31

55

129

243

561

1204

2

21

35

59

133

247

565

970

3

25

40

63

129

246

564

792

4

28

45

68

134

247

566

656

5

31

49

75

138

248

567

567

6

30

49

76

141

246

565

565

7

35

55

81

147

250

568

568

8

34

54

80

145

248

567

567

9

34

56

80

145

249

568

568

10

36

58

82

146

251

569

569

11

38

60

83

147

252

570

570

12

39

62

84

147

252

571

571

13

40

63

84

148

253

571

571

14

40

63

85

148

253

571

571

15

40

63

85

148

253

572

572

16

40

63

84

148

252

571

571

17

40

63

84

148

252

571

571

18

39

62

83

147

252

570

570

19

39

62

83

147

251

570

570

20

39

62

83

147

251

570

570

21

39

62

83

147

251

570

570

22

38

61

83

146

251

570

570

23

38

61

83

146

251

569

569

24

38

61

82

146

250

569

569

25

37

60

82

145

250

569

569

26

37

60

81

145

249

568

568

27

36

59

81

144

249

568

568

28

36

59

80

144

248

567

567

29

35

58

80

143

248

566

566

30

35

58

79

143

247

566

566

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 | 16 | 30 | 55 | 129 | 242 | 561 | 1204 |
| 2 | 18 | 32 | 56 | 130 | 243 | 562 | 970 |
| 3 | 20 | 35 | 58 | 124 | 241 | 559 | 792 |
| 4 | 21 | 37 | 61 | 127 | 240 | 558 | 656 |
| 5 | 23 | 40 | 66 | 130 | 240 | 558 | 558 |
| 6 | 24 | 42 | 70 | 135 | 240 | 558 | 558 |
| 7 | 25 | 44 | 71 | 137 | 240 | 558 | 558 |
| 8 | 25 | 45 | 71 | 136 | 240 | 558 | 558 |
| 9 | 25 | 46 | 71 | 135 | 240 | 558 | 558 |
| 10 | 25 | 47 | 71 | 135 | 240 | 558 | 558 |
| 11 | 26 | 48 | 72 | 135 | 240 | 558 | 558 |
| 12 | 27 | 49 | 72 | 135 | 240 | 559 | 559 |
| 13 | 27 | 50 | 72 | 135 | 240 | 559 | 559 |
| 14 | 27 | 50 | 72 | 135 | 240 | 559 | 559 |
| 15 | 27 | 50 | 72 | 135 | 240 | 559 | 559 |
| 16 | 27 | 50 | 72 | 135 | 240 | 558 | 558 |
| 17 | 27 | 50 | 72 | 135 | 240 | 558 | 558 |
| 18 | 27 | 50 | 72 | 135 | 240 | 558 | 558 |
| 19 | 27 | 50 | 71 | 135 | 240 | 558 | 558 |
| 20 | 27 | 50 | 72 | 135 | 240 | 558 | 558 |
| 21 | 27 | 50 | 72 | 135 | 240 | 558 | 558 |
| 22 | 27 | 50 | 71 | 135 | 240 | 558 | 558 |
| 23 | 26 | 49 | 71 | 134 | 239 | 558 | 558 |
| 24 | 26 | 49 | 71 | 134 | 239 | 557 | 557 |
| 25 | 26 | 49 | 70 | 134 | 238 | 557 | 557 |
| 26 | 25 | 48 | 70 | 133 | 238 | 557 | 557 |
| 27 | 25 | 48 | 69 | 133 | 237 | 556 | 556 |
| 28 | 24 | 47 | 69 | 132 | 237 | 556 | 556 |
| 29 | 24 | 47 | 68 | 132 | 237 | 555 | 555 |
| 30 | 24 | 47 | 68 | 132 | 236 | 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

16

30

55

129

242

561

1204

2

18

32

56

130

243

562

970

3

20

35

58

124

241

559

792

4

21

37

61

127

240

558

656

5

23

40

66

130

240

558

558

6

24

42

70

135

240

558

558

7

25

44

71

137

240

558

558

8

25

45

71

136

240

558

558

9

25

46

71

135

240

558

558

10

25

47

71

135

240

558

558

11

26

48

72

135

240

558

558

12

27

49

72

135

240

559

559

13

27

50

72

135

240

559

559

14

27

50

72

135

240

559

559

15

27

50

72

135

240

559

559

16

27

50

72

135

240

558

558

17

27

50

72

135

240

558

558

18

27

50

72

135

240

558

558

19

27

50

71

135

240

558

558

20

27

50

72

135

240

558

558

21

27

50

72

135

240

558

558

22

27

50

71

135

240

558

558

23

26

49

71

134

239

558

558

24

26

49

71

134

239

557

557

25

26

49

70

134

238

557

557

26

25

48

70

133

238

557

557

27

25

48

69

133

237

556

556

28

24

47

69

132

237

556

556

29

24

47

68

132

237

555

555

30

24

47

68

132

236

555

555

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 | 51 | 64 | 89 | 163 | 276 | 595 | 1204 |
| 2 | 53 | 67 | 92 | 166 | 279 | 598 | 973 |
| 3 | 57 | 72 | 96 | 162 | 278 | 597 | 798 |
| 4 | 59 | 76 | 99 | 165 | 278 | 597 | 664 |
| 5 | 61 | 79 | 105 | 169 | 279 | 597 | 597 |
| 6 | 63 | 82 | 109 | 174 | 279 | 598 | 598 |
| 7 | 64 | 84 | 110 | 176 | 279 | 597 | 597 |
| 8 | 63 | 84 | 110 | 174 | 278 | 597 | 597 |
| 9 | 63 | 84 | 109 | 173 | 278 | 597 | 597 |
| 10 | 64 | 86 | 110 | 173 | 278 | 597 | 597 |
| 11 | 64 | 86 | 109 | 173 | 278 | 596 | 596 |
| 12 | 64 | 86 | 109 | 172 | 277 | 596 | 596 |
| 13 | 63 | 86 | 108 | 171 | 276 | 595 | 595 |
| 14 | 63 | 86 | 107 | 171 | 275 | 594 | 594 |
| 15 | 62 | 85 | 106 | 170 | 274 | 593 | 593 |
| 16 | 61 | 84 | 105 | 169 | 274 | 592 | 592 |
| 17 | 60 | 83 | 105 | 168 | 273 | 592 | 592 |
| 18 | 59 | 82 | 104 | 167 | 272 | 591 | 591 |
| 19 | 59 | 82 | 103 | 167 | 272 | 590 | 590 |
| 20 | 58 | 81 | 103 | 166 | 271 | 589 | 589 |
| 21 | 57 | 80 | 102 | 165 | 270 | 589 | 589 |
| 22 | 57 | 80 | 101 | 165 | 269 | 588 | 588 |
| 23 | 56 | 79 | 100 | 164 | 268 | 587 | 587 |
| 24 | 55 | 78 | 99 | 163 | 268 | 586 | 586 |
| 25 | 54 | 77 | 98 | 162 | 267 | 585 | 585 |
| 26 | 53 | 76 | 97 | 161 | 266 | 584 | 584 |
| 27 | 52 | 75 | 97 | 160 | 265 | 583 | 583 |
| 28 | 51 | 74 | 96 | 159 | 264 | 582 | 582 |
| 29 | 50 | 73 | 95 | 158 | 263 | 582 | 582 |
| 30 | 49 | 72 | 94 | 157 | 262 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

64

89

163

276

595

1204

2

53

67

92

166

279

598

973

3

57

72

96

162

278

597

798

4

59

76

99

165

278

597

664

5

61

79

105

169

279

597

597

6

63

82

109

174

279

598

598

7

64

84

110

176

279

597

597

8

63

84

110

174

278

597

597

9

63

84

109

173

278

597

597

10

64

86

110

173

278

597

597

11

64

86

109

173

278

596

596

12

64

86

109

172

277

596

596

13

63

86

108

171

276

595

595

14

63

86

107

171

275

594

594

15

62

85

106

170

274

593

593

16

61

84

105

169

274

592

592

17

60

83

105

168

273

592

592

18

59

82

104

167

272

591

591

19

59

82

103

167

272

590

590

20

58

81

103

166

271

589

589

21

57

80

102

165

270

589

589

22

57

80

101

165

269

588

588

23

56

79

100

164

268

587

587

24

55

78

99

163

268

586

586

25

54

77

98

162

267

585

585

26

53

76

97

161

266

584

584

27

52

75

97

160

265

583

583

28

51

74

96

159

264

582

582

29

50

73

95

158

263

582

582

30

49

72

94

157

262

581

581

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 | 120 | 194 | 308 | 626 | 1270 |
| 2 | 86 | 100 | 125 | 199 | 312 | 631 | 1031 |
| 3 | 88 | 103 | 126 | 192 | 309 | 627 | 847 |
| 4 | 88 | 105 | 128 | 194 | 307 | 626 | 705 |
| 5 | 92 | 109 | 135 | 199 | 309 | 627 | 627 |
| 6 | 93 | 112 | 139 | 204 | 309 | 628 | 628 |
| 7 | 95 | 115 | 141 | 207 | 310 | 628 | 628 |
| 8 | 96 | 116 | 142 | 207 | 311 | 629 | 629 |
| 9 | 97 | 118 | 143 | 207 | 311 | 630 | 630 |
| 10 | 97 | 119 | 143 | 207 | 311 | 630 | 630 |
| 11 | 97 | 120 | 143 | 206 | 311 | 630 | 630 |
| 12 | 97 | 119 | 142 | 205 | 310 | 629 | 629 |
| 13 | 96 | 119 | 141 | 204 | 309 | 627 | 627 |
| 14 | 95 | 118 | 139 | 203 | 307 | 626 | 626 |
| 15 | 93 | 116 | 138 | 201 | 306 | 625 | 625 |
| 16 | 92 | 115 | 136 | 200 | 304 | 623 | 623 |
| 17 | 90 | 113 | 135 | 198 | 303 | 622 | 622 |
| 18 | 89 | 112 | 134 | 197 | 302 | 620 | 620 |
| 19 | 88 | 111 | 132 | 196 | 300 | 619 | 619 |
| 20 | 86 | 109 | 131 | 194 | 299 | 618 | 618 |
| 21 | 85 | 108 | 129 | 193 | 298 | 616 | 616 |
| 22 | 83 | 106 | 128 | 191 | 296 | 615 | 615 |
| 23 | 82 | 105 | 126 | 190 | 295 | 613 | 613 |
| 24 | 80 | 103 | 125 | 188 | 293 | 612 | 612 |
| 25 | 79 | 102 | 123 | 187 | 291 | 610 | 610 |
| 26 | 77 | 100 | 122 | 185 | 290 | 608 | 608 |
| 27 | 76 | 98 | 120 | 183 | 288 | 607 | 607 |
| 28 | 74 | 97 | 118 | 182 | 287 | 605 | 605 |
| 29 | 72 | 95 | 117 | 180 | 285 | 604 | 604 |
| 30 | 71 | 94 | 115 | 179 | 284 | 602 | 602 |

Duration (in years)

Credit quality step 0

Credit 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

120

194

308

626

1270

2

86

100

125

199

312

631

1031

3

88

103

126

192

309

627

847

4

88

105

128

194

307

626

705

5

92

109

135

199

309

627

627

6

93

112

139

204

309

628

628

7

95

115

141

207

310

628

628

8

96

116

142

207

311

629

629

9

97

118

143

207

311

630

630

10

97

119

143

207

311

630

630

11

97

120

143

206

311

630

630

12

97

119

142

205

310

629

629

13

96

119

141

204

309

627

627

14

95

118

139

203

307

626

626

15

93

116

138

201

306

625

625

16

92

115

136

200

304

623

623

17

90

113

135

198

303

622

622

18

89

112

134

197

302

620

620

19

88

111

132

196

300

619

619

20

86

109

131

194

299

618

618

21

85

108

129

193

298

616

616

22

83

106

128

191

296

615

615

23

82

105

126

190

295

613

613

24

80

103

125

188

293

612

612

25

79

102

123

187

291

610

610

26

77

100

122

185

290

608

608

27

76

98

120

183

288

607

607

28

74

97

118

182

287

605

605

29

72

95

117

180

285

604

604

30

71

94

115

179

284

602

602

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 | 10 | 24 | 48 | 122 | 236 | 554 | 1211 |
| 2 | 13 | 27 | 52 | 125 | 239 | 557 | 972 |
| 3 | 17 | 32 | 55 | 121 | 238 | 556 | 793 |
| 4 | 19 | 36 | 59 | 125 | 238 | 557 | 657 |
| 5 | 22 | 39 | 65 | 129 | 239 | 558 | 558 |
| 6 | 23 | 42 | 69 | 134 | 240 | 558 | 558 |
| 7 | 25 | 45 | 71 | 137 | 240 | 558 | 558 |
| 8 | 25 | 45 | 71 | 136 | 240 | 558 | 558 |
| 9 | 25 | 46 | 71 | 135 | 240 | 558 | 558 |
| 10 | 26 | 47 | 71 | 135 | 240 | 558 | 558 |
| 11 | 26 | 48 | 71 | 135 | 240 | 558 | 558 |
| 12 | 26 | 49 | 71 | 135 | 239 | 558 | 558 |
| 13 | 26 | 49 | 70 | 134 | 239 | 557 | 557 |
| 14 | 25 | 48 | 70 | 133 | 238 | 557 | 557 |
| 15 | 25 | 48 | 69 | 133 | 237 | 556 | 556 |
| 16 | 24 | 47 | 68 | 132 | 236 | 555 | 555 |
| 17 | 23 | 46 | 68 | 131 | 236 | 555 | 555 |
| 18 | 23 | 46 | 68 | 131 | 236 | 554 | 554 |
| 19 | 23 | 46 | 67 | 131 | 236 | 554 | 554 |
| 20 | 23 | 46 | 67 | 131 | 236 | 554 | 554 |
| 21 | 23 | 46 | 68 | 131 | 236 | 554 | 554 |
| 22 | 23 | 46 | 68 | 131 | 236 | 554 | 554 |
| 23 | 23 | 46 | 68 | 131 | 236 | 554 | 554 |
| 24 | 23 | 46 | 67 | 131 | 236 | 554 | 554 |
| 25 | 23 | 46 | 67 | 131 | 236 | 554 | 554 |
| 26 | 23 | 46 | 67 | 131 | 235 | 554 | 554 |
| 27 | 23 | 45 | 67 | 130 | 235 | 554 | 554 |
| 28 | 22 | 45 | 67 | 130 | 235 | 554 | 554 |
| 29 | 22 | 45 | 67 | 130 | 235 | 553 | 553 |
| 30 | 22 | 45 | 66 | 130 | 235 | 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

10

24

48

122

236

554

1211

2

13

27

52

125

239

557

972

3

17

32

55

121

238

556

793

4

19

36

59

125

238

557

657

5

22

39

65

129

239

558

558

6

23

42

69

134

240

558

558

7

25

45

71

137

240

558

558

8

25

45

71

136

240

558

558

9

25

46

71

135

240

558

558

10

26

47

71

135

240

558

558

11

26

48

71

135

240

558

558

12

26

49

71

135

239

558

558

13

26

49

70

134

239

557

557

14

25

48

70

133

238

557

557

15

25

48

69

133

237

556

556

16

24

47

68

132

236

555

555

17

23

46

68

131

236

555

555

18

23

46

68

131

236

554

554

19

23

46

67

131

236

554

554

20

23

46

67

131

236

554

554

21

23

46

68

131

236

554

554

22

23

46

68

131

236

554

554

23

23

46

68

131

236

554

554

24

23

46

67

131

236

554

554

25

23

46

67

131

236

554

554

26

23

46

67

131

235

554

554

27

23

45

67

130

235

554

554

28

22

45

67

130

235

554

554

29

22

45

67

130

235

553

553

30

22

45

66

130

235

553

553

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 | 208 | 321 | 640 | 1279 |
| 2 | 96 | 110 | 134 | 208 | 321 | 640 | 1034 |
| 3 | 97 | 112 | 135 | 201 | 318 | 636 | 846 |
| 4 | 98 | 114 | 138 | 203 | 316 | 635 | 704 |
| 5 | 99 | 116 | 142 | 206 | 316 | 635 | 635 |
| 6 | 99 | 118 | 145 | 210 | 315 | 634 | 634 |
| 7 | 100 | 119 | 146 | 212 | 315 | 633 | 633 |
| 8 | 100 | 120 | 146 | 211 | 314 | 633 | 633 |
| 9 | 99 | 120 | 145 | 209 | 313 | 632 | 632 |
| 10 | 98 | 119 | 143 | 207 | 312 | 631 | 631 |
| 11 | 97 | 119 | 142 | 205 | 310 | 629 | 629 |
| 12 | 95 | 118 | 140 | 204 | 308 | 627 | 627 |
| 13 | 94 | 116 | 138 | 202 | 306 | 625 | 625 |
| 14 | 92 | 115 | 136 | 200 | 305 | 623 | 623 |
| 15 | 90 | 113 | 135 | 198 | 303 | 621 | 621 |
| 16 | 88 | 111 | 133 | 196 | 301 | 619 | 619 |
| 17 | 86 | 109 | 131 | 194 | 299 | 618 | 618 |
| 18 | 85 | 108 | 129 | 193 | 298 | 616 | 616 |
| 19 | 84 | 106 | 128 | 191 | 296 | 615 | 615 |
| 20 | 83 | 105 | 127 | 190 | 295 | 614 | 614 |
| 21 | 81 | 104 | 126 | 189 | 294 | 613 | 613 |
| 22 | 80 | 103 | 125 | 188 | 293 | 612 | 612 |
| 23 | 79 | 102 | 124 | 187 | 292 | 610 | 610 |
| 24 | 78 | 101 | 122 | 186 | 291 | 609 | 609 |
| 25 | 77 | 100 | 121 | 185 | 289 | 608 | 608 |
| 26 | 76 | 99 | 120 | 183 | 288 | 607 | 607 |
| 27 | 74 | 97 | 119 | 182 | 287 | 606 | 606 |
| 28 | 73 | 96 | 118 | 181 | 286 | 605 | 605 |
| 29 | 72 | 95 | 117 | 180 | 285 | 603 | 603 |
| 30 | 71 | 94 | 116 | 179 | 284 | 602 | 602 |

Duration (in years)

Credit quality step 0

Credit 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

208

321

640

1279

2

96

110

134

208

321

640

1034

3

97

112

135

201

318

636

846

4

98

114

138

203

316

635

704

5

99

116

142

206

316

635

635

6

99

118

145

210

315

634

634

7

100

119

146

212

315

633

633

8

100

120

146

211

314

633

633

9

99

120

145

209

313

632

632

10

98

119

143

207

312

631

631

11

97

119

142

205

310

629

629

12

95

118

140

204

308

627

627

13

94

116

138

202

306

625

625

14

92

115

136

200

305

623

623

15

90

113

135

198

303

621

621

16

88

111

133

196

301

619

619

17

86

109

131

194

299

618

618

18

85

108

129

193

298

616

616

19

84

106

128

191

296

615

615

20

83

105

127

190

295

614

614

21

81

104

126

189

294

613

613

22

80

103

125

188

293

612

612

23

79

102

124

187

292

610

610

24

78

101

122

186

291

609

609

25

77

100

121

185

289

608

608

26

76

99

120

183

288

607

607

27

74

97

119

182

287

606

606

28

73

96

118

181

286

605

605

29

72

95

117

180

285

603

603

30

71

94

116

179

284

602

602

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 | 333 | 346 | 371 | 445 | 558 | 877 | 1300 |
| 2 | 83 | 97 | 122 | 196 | 309 | 628 | 1046 |
| 3 | 87 | 102 | 125 | 191 | 308 | 626 | 855 |
| 4 | 90 | 106 | 130 | 196 | 309 | 627 | 710 |
| 5 | 92 | 110 | 136 | 200 | 310 | 628 | 628 |
| 6 | 94 | 113 | 140 | 205 | 310 | 629 | 629 |
| 7 | 96 | 115 | 142 | 208 | 311 | 629 | 629 |
| 8 | 96 | 117 | 143 | 207 | 311 | 630 | 630 |
| 9 | 97 | 118 | 143 | 207 | 311 | 630 | 630 |
| 10 | 97 | 119 | 143 | 206 | 311 | 630 | 630 |
| 11 | 97 | 120 | 143 | 206 | 311 | 630 | 630 |
| 12 | 98 | 121 | 143 | 206 | 311 | 630 | 630 |
| 13 | 99 | 121 | 143 | 207 | 311 | 630 | 630 |
| 14 | 99 | 122 | 144 | 207 | 312 | 631 | 631 |
| 15 | 100 | 123 | 144 | 208 | 313 | 631 | 631 |
| 16 | 101 | 124 | 145 | 209 | 314 | 632 | 632 |
| 17 | 102 | 125 | 146 | 210 | 315 | 633 | 633 |
| 18 | 103 | 126 | 147 | 211 | 316 | 634 | 634 |
| 19 | 104 | 127 | 148 | 212 | 316 | 635 | 635 |
| 20 | 104 | 127 | 149 | 212 | 317 | 636 | 636 |
| 21 | 104 | 127 | 149 | 212 | 317 | 636 | 636 |
| 22 | 104 | 127 | 149 | 212 | 317 | 635 | 635 |
| 23 | 104 | 126 | 148 | 211 | 316 | 635 | 635 |
| 24 | 103 | 126 | 147 | 211 | 315 | 634 | 634 |
| 25 | 102 | 125 | 146 | 210 | 314 | 633 | 633 |
| 26 | 100 | 123 | 145 | 208 | 313 | 632 | 632 |
| 27 | 99 | 122 | 144 | 207 | 312 | 630 | 630 |
| 28 | 98 | 121 | 142 | 206 | 310 | 629 | 629 |
| 29 | 96 | 119 | 141 | 204 | 309 | 628 | 628 |
| 30 | 95 | 118 | 139 | 203 | 308 | 626 | 626 |

Duration (in years)

Credit quality step 0

Credit 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

346

371

445

558

877

1300

2

83

97

122

196

309

628

1046

3

87

102

125

191

308

626

855

4

90

106

130

196

309

627

710

5

92

110

136

200

310

628

628

6

94

113

140

205

310

629

629

7

96

115

142

208

311

629

629

8

96

117

143

207

311

630

630

9

97

118

143

207

311

630

630

10

97

119

143

206

311

630

630

11

97

120

143

206

311

630

630

12

98

121

143

206

311

630

630

13

99

121

143

207

311

630

630

14

99

122

144

207

312

631

631

15

100

123

144

208

313

631

631

16

101

124

145

209

314

632

632

17

102

125

146

210

315

633

633

18

103

126

147

211

316

634

634

19

104

127

148

212

316

635

635

20

104

127

149

212

317

636

636

21

104

127

149

212

317

636

636

22

104

127

149

212

317

635

635

23

104

126

148

211

316

635

635

24

103

126

147

211

315

634

634

25

102

125

146

210

314

633

633

26

100

123

145

208

313

632

632

27

99

122

144

207

312

630

630

28

98

121

142

206

310

629

629

29

96

119

141

204

309

628

628

30

95

118

139

203

308

626

626

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 | 110 | 223 | 542 | 1198 |
| 2 | 1 | 11 | 36 | 110 | 223 | 542 | 964 |
| 3 | 2 | 13 | 37 | 103 | 219 | 538 | 786 |
| 4 | 3 | 15 | 39 | 104 | 217 | 536 | 651 |
| 5 | 4 | 17 | 43 | 106 | 216 | 535 | 548 |
| 6 | 5 | 18 | 45 | 110 | 215 | 534 | 534 |
| 7 | 5 | 20 | 47 | 112 | 215 | 533 | 533 |
| 8 | 7 | 20 | 45 | 110 | 214 | 533 | 533 |
| 9 | 7 | 19 | 44 | 108 | 213 | 532 | 532 |
| 10 | 8 | 20 | 44 | 108 | 213 | 531 | 531 |
| 11 | 9 | 21 | 44 | 108 | 212 | 531 | 531 |
| 12 | 9 | 22 | 44 | 108 | 212 | 531 | 531 |
| 13 | 11 | 22 | 44 | 108 | 212 | 531 | 531 |
| 14 | 11 | 23 | 44 | 108 | 213 | 531 | 531 |
| 15 | 12 | 23 | 45 | 108 | 213 | 531 | 531 |
| 16 | 13 | 23 | 45 | 108 | 213 | 531 | 531 |
| 17 | 13 | 24 | 45 | 109 | 213 | 532 | 532 |
| 18 | 14 | 24 | 46 | 109 | 214 | 532 | 532 |
| 19 | 15 | 25 | 46 | 110 | 214 | 533 | 533 |
| 20 | 16 | 26 | 47 | 111 | 215 | 534 | 534 |
| 21 | 17 | 26 | 48 | 111 | 216 | 535 | 535 |
| 22 | 17 | 27 | 49 | 112 | 217 | 535 | 535 |
| 23 | 18 | 28 | 49 | 113 | 217 | 536 | 536 |
| 24 | 18 | 28 | 50 | 113 | 218 | 536 | 536 |
| 25 | 20 | 29 | 50 | 114 | 218 | 537 | 537 |
| 26 | 20 | 29 | 50 | 114 | 219 | 537 | 537 |
| 27 | 21 | 29 | 51 | 114 | 219 | 538 | 538 |
| 28 | 21 | 30 | 51 | 114 | 219 | 538 | 538 |
| 29 | 22 | 30 | 51 | 115 | 220 | 538 | 538 |
| 30 | 22 | 30 | 52 | 115 | 220 | 538 | 538 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

36

110

223

542

1198

2

1

11

36

110

223

542

964

3

2

13

37

103

219

538

786

4

3

15

39

104

217

536

651

5

4

17

43

106

216

535

548

6

5

18

45

110

215

534

534

7

5

20

47

112

215

533

533

8

7

20

45

110

214

533

533

9

7

19

44

108

213

532

532

10

8

20

44

108

213

531

531

11

9

21

44

108

212

531

531

12

9

22

44

108

212

531

531

13

11

22

44

108

212

531

531

14

11

23

44

108

213

531

531

15

12

23

45

108

213

531

531

16

13

23

45

108

213

531

531

17

13

24

45

109

213

532

532

18

14

24

46

109

214

532

532

19

15

25

46

110

214

533

533

20

16

26

47

111

215

534

534

21

17

26

48

111

216

535

535

22

17

27

49

112

217

535

535

23

18

28

49

113

217

536

536

24

18

28

50

113

218

536

536

25

20

29

50

114

218

537

537

26

20

29

50

114

219

537

537

27

21

29

51

114

219

538

538

28

21

30

51

114

219

538

538

29

22

30

51

115

220

538

538

30

22

30

52

115

220

538

538

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 | 91 | 165 | 278 | 597 | 1201 |
| 2 | 54 | 67 | 92 | 166 | 279 | 598 | 966 |
| 3 | 54 | 70 | 93 | 159 | 275 | 594 | 788 |
| 4 | 55 | 71 | 95 | 160 | 274 | 592 | 653 |
| 5 | 55 | 73 | 99 | 163 | 273 | 591 | 591 |
| 6 | 56 | 75 | 102 | 167 | 272 | 591 | 591 |
| 7 | 56 | 75 | 102 | 168 | 271 | 589 | 589 |
| 8 | 55 | 76 | 102 | 166 | 270 | 589 | 589 |
| 9 | 55 | 76 | 101 | 165 | 269 | 588 | 588 |
| 10 | 54 | 76 | 100 | 163 | 268 | 587 | 587 |
| 11 | 53 | 75 | 98 | 162 | 267 | 585 | 585 |
| 12 | 52 | 75 | 97 | 160 | 265 | 584 | 584 |
| 13 | 51 | 74 | 95 | 159 | 264 | 582 | 582 |
| 14 | 50 | 73 | 94 | 157 | 262 | 581 | 581 |
| 15 | 48 | 71 | 93 | 156 | 261 | 580 | 580 |
| 16 | 47 | 70 | 91 | 155 | 259 | 578 | 578 |
| 17 | 45 | 68 | 90 | 153 | 258 | 577 | 577 |
| 18 | 44 | 67 | 89 | 152 | 257 | 576 | 576 |
| 19 | 44 | 66 | 88 | 151 | 256 | 575 | 575 |
| 20 | 43 | 66 | 87 | 151 | 256 | 574 | 574 |
| 21 | 42 | 65 | 87 | 150 | 255 | 574 | 574 |
| 22 | 42 | 65 | 86 | 150 | 255 | 573 | 573 |
| 23 | 41 | 64 | 86 | 149 | 254 | 572 | 572 |
| 24 | 40 | 63 | 85 | 148 | 253 | 572 | 572 |
| 25 | 40 | 63 | 84 | 148 | 252 | 571 | 571 |
| 26 | 39 | 62 | 84 | 147 | 252 | 570 | 570 |
| 27 | 38 | 61 | 83 | 146 | 251 | 570 | 570 |
| 28 | 38 | 61 | 82 | 146 | 250 | 569 | 569 |
| 29 | 37 | 60 | 82 | 145 | 250 | 568 | 568 |
| 30 | 36 | 59 | 81 | 144 | 249 | 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

53

67

91

165

278

597

1201

2

54

67

92

166

279

598

966

3

54

70

93

159

275

594

788

4

55

71

95

160

274

592

653

5

55

73

99

163

273

591

591

6

56

75

102

167

272

591

591

7

56

75

102

168

271

589

589

8

55

76

102

166

270

589

589

9

55

76

101

165

269

588

588

10

54

76

100

163

268

587

587

11

53

75

98

162

267

585

585

12

52

75

97

160

265

584

584

13

51

74

95

159

264

582

582

14

50

73

94

157

262

581

581

15

48

71

93

156

261

580

580

16

47

70

91

155

259

578

578

17

45

68

90

153

258

577

577

18

44

67

89

152

257

576

576

19

44

66

88

151

256

575

575

20

43

66

87

151

256

574

574

21

42

65

87

150

255

574

574

22

42

65

86

150

255

573

573

23

41

64

86

149

254

572

572

24

40

63

85

148

253

572

572

25

40

63

84

148

252

571

571

26

39

62

84

147

252

570

570

27

38

61

83

146

251

570

570

28

38

61

82

146

250

569

569

29

37

60

82

145

250

568

568

30

36

59

81

144

249

568

568

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 | 229 | 342 | 661 | 1283 |
| 2 | 117 | 131 | 156 | 230 | 343 | 662 | 1037 |
| 3 | 120 | 135 | 158 | 224 | 341 | 659 | 850 |
| 4 | 121 | 138 | 161 | 227 | 340 | 659 | 709 |
| 5 | 123 | 141 | 167 | 230 | 340 | 659 | 659 |
| 6 | 124 | 143 | 170 | 235 | 340 | 659 | 659 |
| 7 | 125 | 144 | 171 | 237 | 340 | 658 | 658 |
| 8 | 124 | 144 | 170 | 235 | 339 | 658 | 658 |
| 9 | 123 | 144 | 169 | 233 | 338 | 657 | 657 |
| 10 | 123 | 145 | 169 | 232 | 337 | 656 | 656 |
| 11 | 122 | 144 | 168 | 231 | 336 | 654 | 654 |
| 12 | 121 | 143 | 166 | 229 | 334 | 653 | 653 |
| 13 | 119 | 142 | 164 | 227 | 332 | 651 | 651 |
| 14 | 117 | 140 | 162 | 225 | 330 | 649 | 649 |
| 15 | 115 | 138 | 160 | 223 | 328 | 647 | 647 |
| 16 | 113 | 136 | 157 | 221 | 325 | 644 | 644 |
| 17 | 111 | 134 | 155 | 219 | 323 | 642 | 642 |
| 18 | 108 | 131 | 153 | 216 | 321 | 640 | 640 |
| 19 | 106 | 129 | 151 | 214 | 319 | 638 | 638 |
| 20 | 105 | 128 | 149 | 213 | 317 | 636 | 636 |
| 21 | 103 | 126 | 148 | 211 | 316 | 634 | 634 |
| 22 | 101 | 124 | 146 | 209 | 314 | 633 | 633 |
| 23 | 99 | 122 | 144 | 207 | 312 | 631 | 631 |
| 24 | 98 | 121 | 142 | 206 | 310 | 629 | 629 |
| 25 | 96 | 119 | 140 | 204 | 308 | 627 | 627 |
| 26 | 94 | 117 | 138 | 202 | 307 | 625 | 625 |
| 27 | 92 | 115 | 137 | 200 | 305 | 624 | 624 |
| 28 | 91 | 114 | 135 | 198 | 303 | 622 | 622 |
| 29 | 89 | 112 | 133 | 197 | 302 | 620 | 620 |
| 30 | 87 | 110 | 132 | 195 | 300 | 619 | 619 |

Duration (in years)

Credit quality step 0

Credit 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

229

342

661

1283

2

117

131

156

230

343

662

1037

3

120

135

158

224

341

659

850

4

121

138

161

227

340

659

709

5

123

141

167

230

340

659

659

6

124

143

170

235

340

659

659

7

125

144

171

237

340

658

658

8

124

144

170

235

339

658

658

9

123

144

169

233

338

657

657

10

123

145

169

232

337

656

656

11

122

144

168

231

336

654

654

12

121

143

166

229

334

653

653

13

119

142

164

227

332

651

651

14

117

140

162

225

330

649

649

15

115

138

160

223

328

647

647

16

113

136

157

221

325

644

644

17

111

134

155

219

323

642

642

18

108

131

153

216

321

640

640

19

106

129

151

214

319

638

638

20

105

128

149

213

317

636

636

21

103

126

148

211

316

634

634

22

101

124

146

209

314

633

633

23

99

122

144

207

312

631

631

24

98

121

142

206

310

629

629

25

96

119

140

204

308

627

627

26

94

117

138

202

307

625

625

27

92

115

137

200

305

624

624

28

91

114

135

198

303

622

622

29

89

112

133

197

302

620

620

30

87

110

132

195

300

619

619

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 | 170 | 184 | 208 | 282 | 396 | 714 | 1252 |
| 2 | 179 | 193 | 217 | 291 | 405 | 723 | 1021 |
| 3 | 185 | 200 | 223 | 289 | 406 | 724 | 843 |
| 4 | 187 | 203 | 227 | 293 | 406 | 724 | 724 |
| 5 | 188 | 206 | 232 | 296 | 406 | 724 | 724 |
| 6 | 188 | 207 | 234 | 299 | 404 | 723 | 723 |
| 7 | 188 | 208 | 235 | 301 | 403 | 722 | 722 |
| 8 | 187 | 207 | 233 | 298 | 402 | 720 | 720 |
| 9 | 185 | 207 | 231 | 296 | 400 | 719 | 719 |
| 10 | 185 | 206 | 230 | 294 | 399 | 717 | 717 |
| 11 | 183 | 206 | 229 | 292 | 397 | 716 | 716 |
| 12 | 181 | 204 | 226 | 290 | 394 | 713 | 713 |
| 13 | 179 | 202 | 223 | 287 | 392 | 710 | 710 |
| 14 | 176 | 199 | 220 | 284 | 389 | 707 | 707 |
| 15 | 173 | 196 | 217 | 281 | 385 | 704 | 704 |
| 16 | 170 | 193 | 214 | 278 | 382 | 701 | 701 |
| 17 | 166 | 189 | 211 | 274 | 379 | 698 | 698 |
| 18 | 163 | 186 | 208 | 271 | 376 | 695 | 695 |
| 19 | 160 | 183 | 205 | 268 | 373 | 692 | 692 |
| 20 | 157 | 180 | 202 | 265 | 370 | 689 | 689 |
| 21 | 154 | 177 | 199 | 262 | 367 | 686 | 686 |
| 22 | 151 | 174 | 196 | 259 | 364 | 683 | 683 |
| 23 | 148 | 171 | 193 | 256 | 361 | 680 | 680 |
| 24 | 145 | 168 | 190 | 253 | 358 | 676 | 676 |
| 25 | 142 | 165 | 186 | 250 | 355 | 673 | 673 |
| 26 | 139 | 162 | 183 | 247 | 352 | 670 | 670 |
| 27 | 136 | 159 | 181 | 244 | 349 | 667 | 667 |
| 28 | 133 | 156 | 178 | 241 | 346 | 665 | 665 |
| 29 | 131 | 153 | 175 | 238 | 343 | 662 | 662 |
| 30 | 128 | 151 | 172 | 236 | 340 | 659 | 659 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

170

184

208

282

396

714

1252

2

179

193

217

291

405

723

1021

3

185

200

223

289

406

724

843

4

187

203

227

293

406

724

724

5

188

206

232

296

406

724

724

6

188

207

234

299

404

723

723

7

188

208

235

301

403

722

722

8

187

207

233

298

402

720

720

9

185

207

231

296

400

719

719

10

185

206

230

294

399

717

717

11

183

206

229

292

397

716

716

12

181

204

226

290

394

713

713

13

179

202

223

287

392

710

710

14

176

199

220

284

389

707

707

15

173

196

217

281

385

704

704

16

170

193

214

278

382

701

701

17

166

189

211

274

379

698

698

18

163

186

208

271

376

695

695

19

160

183

205

268

373

692

692

20

157

180

202

265

370

689

689

21

154

177

199

262

367

686

686

22

151

174

196

259

364

683

683

23

148

171

193

256

361

680

680

24

145

168

190

253

358

676

676

25

142

165

186

250

355

673

673

26

139

162

183

247

352

670

670

27

136

159

181

244

349

667

667

28

133

156

178

241

346

665

665

29

131

153

175

238

343

662

662

30

128

151

172

236

340

659

659

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 | 30 | 44 | 69 | 143 | 256 | 575 | 1223 |
| 2 | 31 | 45 | 70 | 144 | 257 | 576 | 985 |
| 3 | 32 | 48 | 71 | 137 | 254 | 572 | 805 |
| 4 | 33 | 50 | 73 | 139 | 252 | 571 | 668 |
| 5 | 34 | 52 | 78 | 142 | 251 | 570 | 570 |
| 6 | 35 | 53 | 81 | 146 | 251 | 569 | 569 |
| 7 | 35 | 55 | 82 | 147 | 250 | 569 | 569 |
| 8 | 34 | 54 | 80 | 145 | 249 | 567 | 567 |
| 9 | 33 | 54 | 79 | 143 | 248 | 567 | 567 |
| 10 | 33 | 55 | 79 | 142 | 247 | 566 | 566 |
| 11 | 33 | 55 | 78 | 142 | 246 | 565 | 565 |
| 12 | 33 | 55 | 77 | 141 | 246 | 564 | 564 |
| 13 | 32 | 55 | 77 | 140 | 245 | 564 | 564 |
| 14 | 32 | 55 | 76 | 140 | 245 | 563 | 563 |
| 15 | 32 | 55 | 76 | 140 | 244 | 563 | 563 |
| 16 | 32 | 54 | 76 | 139 | 244 | 563 | 563 |
| 17 | 31 | 54 | 76 | 139 | 244 | 563 | 563 |
| 18 | 31 | 54 | 76 | 139 | 244 | 563 | 563 |
| 19 | 32 | 54 | 76 | 139 | 244 | 563 | 563 |
| 20 | 32 | 55 | 76 | 140 | 244 | 563 | 563 |
| 21 | 32 | 55 | 76 | 140 | 244 | 563 | 563 |
| 22 | 32 | 55 | 76 | 140 | 244 | 563 | 563 |
| 23 | 31 | 54 | 76 | 139 | 244 | 563 | 563 |
| 24 | 31 | 54 | 76 | 139 | 244 | 563 | 563 |
| 25 | 31 | 54 | 75 | 139 | 244 | 562 | 562 |
| 26 | 31 | 54 | 75 | 139 | 243 | 562 | 562 |
| 27 | 30 | 53 | 75 | 138 | 243 | 562 | 562 |
| 28 | 30 | 53 | 74 | 138 | 243 | 561 | 561 |
| 29 | 30 | 53 | 74 | 138 | 242 | 561 | 561 |
| 30 | 29 | 52 | 74 | 137 | 242 | 561 | 561 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

69

143

256

575

1223

2

31

45

70

144

257

576

985

3

32

48

71

137

254

572

805

4

33

50

73

139

252

571

668

5

34

52

78

142

251

570

570

6

35

53

81

146

251

569

569

7

35

55

82

147

250

569

569

8

34

54

80

145

249

567

567

9

33

54

79

143

248

567

567

10

33

55

79

142

247

566

566

11

33

55

78

142

246

565

565

12

33

55

77

141

246

564

564

13

32

55

77

140

245

564

564

14

32

55

76

140

245

563

563

15

32

55

76

140

244

563

563

16

32

54

76

139

244

563

563

17

31

54

76

139

244

563

563

18

31

54

76

139

244

563

563

19

32

54

76

139

244

563

563

20

32

55

76

140

244

563

563

21

32

55

76

140

244

563

563

22

32

55

76

140

244

563

563

23

31

54

76

139

244

563

563

24

31

54

76

139

244

563

563

25

31

54

75

139

244

562

562

26

31

54

75

139

243

562

562

27

30

53

75

138

243

562

562

28

30

53

74

138

243

561

561

29

30

53

74

138

242

561

561

30

29

52

74

137

242

561

561

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 | 28 | 41 | 66 | 140 | 253 | 572 | 1235 |
| 2 | 29 | 43 | 68 | 142 | 255 | 574 | 996 |
| 3 | 32 | 47 | 70 | 136 | 253 | 571 | 814 |
| 4 | 34 | 50 | 74 | 140 | 253 | 571 | 676 |
| 5 | 36 | 54 | 80 | 144 | 253 | 572 | 572 |
| 6 | 38 | 56 | 83 | 148 | 254 | 572 | 572 |
| 7 | 39 | 59 | 86 | 151 | 254 | 573 | 573 |
| 8 | 39 | 59 | 85 | 150 | 254 | 573 | 573 |
| 9 | 39 | 60 | 85 | 149 | 254 | 573 | 573 |
| 10 | 40 | 62 | 86 | 150 | 254 | 573 | 573 |
| 11 | 41 | 63 | 86 | 150 | 255 | 573 | 573 |
| 12 | 42 | 64 | 87 | 150 | 255 | 574 | 574 |
| 13 | 42 | 65 | 87 | 150 | 255 | 573 | 573 |
| 14 | 42 | 65 | 86 | 150 | 255 | 573 | 573 |
| 15 | 42 | 65 | 86 | 150 | 254 | 573 | 573 |
| 16 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 17 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 18 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 19 | 41 | 64 | 86 | 149 | 254 | 573 | 573 |
| 20 | 42 | 65 | 86 | 150 | 254 | 573 | 573 |
| 21 | 42 | 65 | 86 | 150 | 255 | 573 | 573 |
| 22 | 42 | 65 | 86 | 150 | 254 | 573 | 573 |
| 23 | 42 | 64 | 86 | 149 | 254 | 573 | 573 |
| 24 | 41 | 64 | 86 | 149 | 254 | 572 | 572 |
| 25 | 41 | 64 | 85 | 149 | 253 | 572 | 572 |
| 26 | 40 | 63 | 85 | 148 | 253 | 572 | 572 |
| 27 | 40 | 63 | 84 | 148 | 252 | 571 | 571 |
| 28 | 39 | 62 | 84 | 147 | 252 | 571 | 571 |
| 29 | 39 | 62 | 83 | 147 | 251 | 570 | 570 |
| 30 | 38 | 61 | 83 | 146 | 251 | 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

28

41

66

140

253

572

1235

2

29

43

68

142

255

574

996

3

32

47

70

136

253

571

814

4

34

50

74

140

253

571

676

5

36

54

80

144

253

572

572

6

38

56

83

148

254

572

572

7

39

59

86

151

254

573

573

8

39

59

85

150

254

573

573

9

39

60

85

149

254

573

573

10

40

62

86

150

254

573

573

11

41

63

86

150

255

573

573

12

42

64

87

150

255

574

574

13

42

65

87

150

255

573

573

14

42

65

86

150

255

573

573

15

42

65

86

150

254

573

573

16

41

64

86

149

254

573

573

17

41

64

86

149

254

573

573

18

41

64

86

149

254

573

573

19

41

64

86

149

254

573

573

20

42

65

86

150

254

573

573

21

42

65

86

150

255

573

573

22

42

65

86

150

254

573

573

23

42

64

86

149

254

573

573

24

41

64

86

149

254

572

572

25

41

64

85

149

253

572

572

26

40

63

85

148

253

572

572

27

40

63

84

148

252

571

571

28

39

62

84

147

252

571

571

29

39

62

83

147

251

570

570

30

38

61

83

146

251

569

569

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 | 239 | 352 | 671 | 1301 |
| 2 | 125 | 139 | 163 | 237 | 351 | 669 | 1051 |
| 3 | 125 | 140 | 163 | 230 | 346 | 664 | 860 |
| 4 | 125 | 142 | 165 | 231 | 344 | 663 | 713 |
| 5 | 126 | 143 | 169 | 233 | 343 | 662 | 662 |
| 6 | 125 | 144 | 171 | 236 | 341 | 660 | 660 |
| 7 | 126 | 145 | 172 | 238 | 340 | 659 | 659 |
| 8 | 125 | 145 | 171 | 236 | 340 | 658 | 658 |
| 9 | 123 | 145 | 169 | 234 | 338 | 657 | 657 |
| 10 | 123 | 145 | 169 | 233 | 338 | 656 | 656 |
| 11 | 123 | 145 | 169 | 232 | 337 | 655 | 655 |
| 12 | 122 | 145 | 167 | 231 | 336 | 654 | 654 |
| 13 | 122 | 144 | 166 | 230 | 334 | 653 | 653 |
| 14 | 120 | 143 | 165 | 228 | 333 | 652 | 652 |
| 15 | 118 | 141 | 163 | 226 | 331 | 649 | 649 |
| 16 | 116 | 139 | 160 | 224 | 329 | 647 | 647 |
| 17 | 113 | 136 | 158 | 221 | 326 | 645 | 645 |
| 18 | 111 | 134 | 156 | 219 | 324 | 642 | 642 |
| 19 | 109 | 132 | 153 | 217 | 322 | 640 | 640 |
| 20 | 107 | 130 | 151 | 215 | 320 | 638 | 638 |
| 21 | 105 | 127 | 149 | 212 | 317 | 636 | 636 |
| 22 | 102 | 125 | 147 | 210 | 315 | 634 | 634 |
| 23 | 100 | 123 | 145 | 208 | 313 | 631 | 631 |
| 24 | 98 | 121 | 142 | 206 | 311 | 629 | 629 |
| 25 | 96 | 119 | 140 | 204 | 308 | 627 | 627 |
| 26 | 94 | 117 | 138 | 201 | 306 | 625 | 625 |
| 27 | 92 | 114 | 136 | 199 | 304 | 623 | 623 |
| 28 | 89 | 112 | 134 | 197 | 302 | 621 | 621 |
| 29 | 87 | 110 | 132 | 195 | 300 | 619 | 619 |
| 30 | 86 | 109 | 130 | 193 | 298 | 617 | 617 |

Duration (in years)

Credit quality step 0

Credit 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

239

352

671

1301

2

125

139

163

237

351

669

1051

3

125

140

163

230

346

664

860

4

125

142

165

231

344

663

713

5

126

143

169

233

343

662

662

6

125

144

171

236

341

660

660

7

126

145

172

238

340

659

659

8

125

145

171

236

340

658

658

9

123

145

169

234

338

657

657

10

123

145

169

233

338

656

656

11

123

145

169

232

337

655

655

12

122

145

167

231

336

654

654

13

122

144

166

230

334

653

653

14

120

143

165

228

333

652

652

15

118

141

163

226

331

649

649

16

116

139

160

224

329

647

647

17

113

136

158

221

326

645

645

18

111

134

156

219

324

642

642

19

109

132

153

217

322

640

640

20

107

130

151

215

320

638

638

21

105

127

149

212

317

636

636

22

102

125

147

210

315

634

634

23

100

123

145

208

313

631

631

24

98

121

142

206

311

629

629

25

96

119

140

204

308

627

627

26

94

117

138

201

306

625

625

27

92

114

136

199

304

623

623

28

89

112

134

197

302

621

621

29

87

110

132

195

300

619

619

30

86

109

130

193

298

617

617

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 | 12 | 37 | 111 | 224 | 543 | 1201 |
| 2 | 1 | 14 | 39 | 112 | 226 | 545 | 968 |
| 3 | 3 | 18 | 41 | 107 | 224 | 542 | 791 |
| 4 | 5 | 21 | 45 | 110 | 224 | 542 | 655 |
| 5 | 7 | 25 | 51 | 114 | 224 | 543 | 552 |
| 6 | 9 | 27 | 55 | 120 | 225 | 543 | 543 |
| 7 | 10 | 30 | 57 | 122 | 225 | 544 | 544 |
| 8 | 10 | 30 | 56 | 121 | 225 | 544 | 544 |
| 9 | 10 | 31 | 56 | 120 | 225 | 543 | 543 |
| 10 | 11 | 32 | 56 | 120 | 225 | 543 | 543 |
| 11 | 11 | 33 | 56 | 120 | 224 | 543 | 543 |
| 12 | 11 | 34 | 56 | 119 | 224 | 543 | 543 |
| 13 | 11 | 34 | 56 | 119 | 224 | 543 | 543 |
| 14 | 11 | 34 | 55 | 119 | 224 | 542 | 542 |
| 15 | 12 | 34 | 55 | 119 | 224 | 542 | 542 |
| 16 | 13 | 33 | 55 | 118 | 223 | 542 | 542 |
| 17 | 13 | 33 | 55 | 118 | 223 | 542 | 542 |
| 18 | 14 | 33 | 55 | 118 | 223 | 542 | 542 |
| 19 | 15 | 34 | 55 | 119 | 223 | 542 | 542 |
| 20 | 16 | 34 | 56 | 119 | 224 | 543 | 543 |
| 21 | 17 | 35 | 56 | 120 | 224 | 543 | 543 |
| 22 | 17 | 35 | 56 | 120 | 225 | 543 | 543 |
| 23 | 18 | 35 | 57 | 120 | 225 | 544 | 544 |
| 24 | 18 | 35 | 57 | 120 | 225 | 544 | 544 |
| 25 | 20 | 36 | 57 | 121 | 225 | 544 | 544 |
| 26 | 20 | 36 | 57 | 121 | 225 | 544 | 544 |
| 27 | 21 | 36 | 57 | 121 | 226 | 544 | 544 |
| 28 | 21 | 36 | 57 | 121 | 226 | 544 | 544 |
| 29 | 22 | 36 | 57 | 121 | 226 | 544 | 544 |
| 30 | 22 | 36 | 58 | 121 | 226 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit 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

12

37

111

224

543

1201

2

1

14

39

112

226

545

968

3

3

18

41

107

224

542

791

4

5

21

45

110

224

542

655

5

7

25

51

114

224

543

552

6

9

27

55

120

225

543

543

7

10

30

57

122

225

544

544

8

10

30

56

121

225

544

544

9

10

31

56

120

225

543

543

10

11

32

56

120

225

543

543

11

11

33

56

120

224

543

543

12

11

34

56

119

224

543

543

13

11

34

56

119

224

543

543

14

11

34

55

119

224

542

542

15

12

34

55

119

224

542

542

16

13

33

55

118

223

542

542

17

13

33

55

118

223

542

542

18

14

33

55

118

223

542

542

19

15

34

55

119

223

542

542

20

16

34

56

119

224

543

543

21

17

35

56

120

224

543

543

22

17

35

56

120

225

543

543

23

18

35

57

120

225

544

544

24

18

35

57

120

225

544

544

25

20

36

57

121

225

544

544

26

20

36

57

121

225

544

544

27

21

36

57

121

226

544

544

28

21

36

57

121

226

544

544

29

22

36

57

121

226

544

544

30

22

36

58

121

226

544

544

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 | 36 | 50 | 74 | 148 | 261 | 580 | 1207 |
| 2 | 36 | 50 | 74 | 148 | 262 | 580 | 972 |
| 3 | 36 | 51 | 75 | 141 | 257 | 576 | 793 |
| 4 | 36 | 52 | 76 | 142 | 255 | 574 | 657 |
| 5 | 37 | 54 | 80 | 144 | 254 | 572 | 572 |
| 6 | 39 | 57 | 85 | 150 | 255 | 574 | 574 |
| 7 | 37 | 56 | 83 | 149 | 251 | 570 | 570 |
| 8 | 40 | 60 | 86 | 151 | 255 | 574 | 574 |
| 9 | 39 | 60 | 85 | 149 | 254 | 573 | 573 |
| 10 | 34 | 56 | 80 | 143 | 248 | 567 | 567 |
| 11 | 30 | 52 | 75 | 139 | 244 | 562 | 562 |
| 12 | 27 | 50 | 72 | 136 | 240 | 559 | 559 |
| 13 | 25 | 48 | 70 | 133 | 238 | 556 | 556 |
| 14 | 23 | 46 | 68 | 131 | 236 | 555 | 555 |
| 15 | 22 | 45 | 66 | 130 | 234 | 553 | 553 |
| 16 | 20 | 43 | 65 | 128 | 233 | 552 | 552 |
| 17 | 19 | 42 | 64 | 127 | 232 | 551 | 551 |
| 18 | 19 | 42 | 63 | 127 | 231 | 550 | 550 |
| 19 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 20 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 21 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 22 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 23 | 18 | 41 | 63 | 126 | 231 | 550 | 550 |
| 24 | 18 | 41 | 63 | 126 | 231 | 549 | 549 |
| 25 | 20 | 41 | 62 | 126 | 231 | 549 | 549 |
| 26 | 20 | 41 | 62 | 126 | 231 | 549 | 549 |
| 27 | 21 | 41 | 62 | 126 | 230 | 549 | 549 |
| 28 | 21 | 41 | 62 | 126 | 230 | 549 | 549 |
| 29 | 22 | 41 | 62 | 125 | 230 | 549 | 549 |
| 30 | 22 | 40 | 62 | 125 | 230 | 549 | 549 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

36

50

74

148

261

580

1207

2

36

50

74

148

262

580

972

3

36

51

75

141

257

576

793

4

36

52

76

142

255

574

657

5

37

54

80

144

254

572

572

6

39

57

85

150

255

574

574

7

37

56

83

149

251

570

570

8

40

60

86

151

255

574

574

9

39

60

85

149

254

573

573

10

34

56

80

143

248

567

567

11

30

52

75

139

244

562

562

12

27

50

72

136

240

559

559

13

25

48

70

133

238

556

556

14

23

46

68

131

236

555

555

15

22

45

66

130

234

553

553

16

20

43

65

128

233

552

552

17

19

42

64

127

232

551

551

18

19

42

63

127

231

550

550

19

18

41

63

126

231

550

550

20

18

41

63

126

231

550

550

21

18

41

63

126

231

550

550

22

18

41

63

126

231

550

550

23

18

41

63

126

231

550

550

24

18

41

63

126

231

549

549

25

20

41

62

126

231

549

549

26

20

41

62

126

231

549

549

27

21

41

62

126

230

549

549

28

21

41

62

126

230

549

549

29

22

41

62

125

230

549

549

30

22

40

62

125

230

549

549

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 | 201 | 215 | 239 | 313 | 426 | 745 | 1395 |
| 2 | 197 | 211 | 235 | 309 | 422 | 741 | 1141 |
| 3 | 193 | 208 | 231 | 297 | 414 | 732 | 940 |
| 4 | 189 | 205 | 229 | 295 | 408 | 726 | 783 |
| 5 | 185 | 203 | 229 | 293 | 403 | 721 | 721 |
| 6 | 182 | 200 | 228 | 293 | 398 | 716 | 716 |
| 7 | 178 | 198 | 225 | 290 | 393 | 712 | 712 |
| 8 | 174 | 194 | 220 | 285 | 389 | 707 | 707 |
| 9 | 170 | 191 | 216 | 280 | 384 | 703 | 703 |
| 10 | 166 | 188 | 211 | 275 | 380 | 699 | 699 |
| 11 | 162 | 184 | 208 | 271 | 376 | 694 | 694 |
| 12 | 159 | 181 | 203 | 267 | 372 | 690 | 690 |
| 13 | 155 | 178 | 199 | 263 | 368 | 686 | 686 |
| 14 | 151 | 174 | 196 | 259 | 364 | 682 | 682 |
| 15 | 148 | 171 | 192 | 256 | 360 | 679 | 679 |
| 16 | 144 | 167 | 189 | 252 | 357 | 675 | 675 |
| 17 | 141 | 164 | 185 | 249 | 354 | 672 | 672 |
| 18 | 138 | 161 | 182 | 246 | 351 | 669 | 669 |
| 19 | 135 | 158 | 179 | 243 | 348 | 666 | 666 |
| 20 | 132 | 155 | 177 | 240 | 345 | 664 | 664 |
| 21 | 130 | 153 | 174 | 238 | 342 | 661 | 661 |
| 22 | 127 | 150 | 171 | 235 | 340 | 658 | 658 |
| 23 | 124 | 147 | 169 | 232 | 337 | 656 | 656 |
| 24 | 122 | 145 | 166 | 230 | 334 | 653 | 653 |
| 25 | 119 | 142 | 164 | 227 | 332 | 650 | 650 |
| 26 | 117 | 140 | 161 | 225 | 329 | 648 | 648 |
| 27 | 114 | 137 | 159 | 222 | 327 | 646 | 646 |
| 28 | 112 | 135 | 156 | 220 | 325 | 643 | 643 |
| 29 | 110 | 133 | 154 | 218 | 322 | 641 | 641 |
| 30 | 108 | 131 | 152 | 216 | 320 | 639 | 639 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

201

215

239

313

426

745

1395

2

197

211

235

309

422

741

1141

3

193

208

231

297

414

732

940

4

189

205

229

295

408

726

783

5

185

203

229

293

403

721

721

6

182

200

228

293

398

716

716

7

178

198

225

290

393

712

712

8

174

194

220

285

389

707

707

9

170

191

216

280

384

703

703

10

166

188

211

275

380

699

699

11

162

184

208

271

376

694

694

12

159

181

203

267

372

690

690

13

155

178

199

263

368

686

686

14

151

174

196

259

364

682

682

15

148

171

192

256

360

679

679

16

144

167

189

252

357

675

675

17

141

164

185

249

354

672

672

18

138

161

182

246

351

669

669

19

135

158

179

243

348

666

666

20

132

155

177

240

345

664

664

21

130

153

174

238

342

661

661

22

127

150

171

235

340

658

658

23

124

147

169

232

337

656

656

24

122

145

166

230

334

653

653

25

119

142

164

227

332

650

650

26

117

140

161

225

329

648

648

27

114

137

159

222

327

646

646

28

112

135

156

220

325

643

643

29

110

133

154

218

322

641

641

30

108

131

152

216

320

639

639

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 | 105 | 241 | 560 | 1204 |
| 2 | 8 | 26 | 50 | 105 | 241 | 560 | 967 |
| 3 | 10 | 29 | 52 | 101 | 239 | 558 | 788 |
| 4 | 12 | 33 | 55 | 98 | 239 | 558 | 653 |
| 5 | 16 | 40 | 61 | 101 | 240 | 559 | 559 |
| 6 | 18 | 43 | 65 | 97 | 241 | 559 | 559 |
| 7 | 19 | 45 | 64 | 91 | 241 | 560 | 560 |
| 8 | 17 | 44 | 63 | 91 | 241 | 560 | 560 |
| 9 | 18 | 45 | 65 | 94 | 241 | 560 | 560 |
| 10 | 20 | 48 | 68 | 98 | 241 | 560 | 560 |
| 11 | 22 | 50 | 70 | 101 | 241 | 560 | 560 |
| 12 | 23 | 53 | 71 | 102 | 241 | 560 | 560 |
| 13 | 25 | 54 | 71 | 102 | 241 | 560 | 560 |
| 14 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 15 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 16 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 17 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 18 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 19 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 20 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 21 | 25 | 55 | 72 | 102 | 242 | 560 | 560 |
| 22 | 25 | 55 | 72 | 102 | 242 | 560 | 560 |
| 23 | 25 | 55 | 72 | 102 | 242 | 560 | 560 |
| 24 | 25 | 55 | 72 | 102 | 242 | 560 | 560 |
| 25 | 25 | 55 | 72 | 102 | 242 | 560 | 560 |
| 26 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 27 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 28 | 25 | 55 | 72 | 102 | 241 | 560 | 560 |
| 29 | 25 | 55 | 72 | 102 | 241 | 559 | 559 |
| 30 | 25 | 55 | 72 | 102 | 241 | 559 | 559 |

Duration (in years)

Credit quality step 0

Credit 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

105

241

560

1204

2

8

26

50

105

241

560

967

3

10

29

52

101

239

558

788

4

12

33

55

98

239

558

653

5

16

40

61

101

240

559

559

6

18

43

65

97

241

559

559

7

19

45

64

91

241

560

560

8

17

44

63

91

241

560

560

9

18

45

65

94

241

560

560

10

20

48

68

98

241

560

560

11

22

50

70

101

241

560

560

12

23

53

71

102

241

560

560

13

25

54

71

102

241

560

560

14

25

55

72

102

241

560

560

15

25

55

72

102

241

560

560

16

25

55

72

102

241

560

560

17

25

55

72

102

241

560

560

18

25

55

72

102

241

560

560

19

25

55

72

102

241

560

560

20

25

55

72

102

241

560

560

21

25

55

72

102

242

560

560

22

25

55

72

102

242

560

560

23

25

55

72

102

242

560

560

24

25

55

72

102

242

560

560

25

25

55

72

102

242

560

560

26

25

55

72

102

241

560

560

27

25

55

72

102

241

560

560

28

25

55

72

102

241

560

560

29

25

55

72

102

241

559

559

30

25

55

72

102

241

559

559

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 | 88 | 202 | 520 | 1192 |
| 2 | 1 | 5 | 13 | 87 | 200 | 519 | 959 |
| 3 | 2 | 5 | 12 | 79 | 195 | 514 | 782 |
| 4 | 3 | 6 | 14 | 80 | 193 | 511 | 647 |
| 5 | 4 | 6 | 18 | 82 | 192 | 511 | 544 |
| 6 | 5 | 8 | 21 | 86 | 192 | 510 | 510 |
| 7 | 5 | 9 | 23 | 89 | 191 | 510 | 510 |
| 8 | 6 | 9 | 22 | 87 | 191 | 510 | 510 |
| 9 | 7 | 10 | 22 | 86 | 191 | 510 | 510 |
| 10 | 8 | 10 | 23 | 86 | 191 | 510 | 510 |
| 11 | 9 | 12 | 23 | 87 | 191 | 510 | 510 |
| 12 | 9 | 12 | 23 | 87 | 192 | 510 | 510 |
| 13 | 10 | 13 | 24 | 87 | 192 | 510 | 510 |
| 14 | 11 | 13 | 26 | 87 | 192 | 511 | 511 |
| 15 | 12 | 15 | 27 | 88 | 192 | 511 | 511 |
| 16 | 13 | 16 | 28 | 88 | 192 | 511 | 511 |
| 17 | 13 | 16 | 30 | 88 | 193 | 511 | 511 |
| 18 | 14 | 17 | 31 | 89 | 193 | 512 | 512 |
| 19 | 14 | 18 | 32 | 89 | 194 | 512 | 512 |
| 20 | 16 | 19 | 33 | 90 | 194 | 513 | 513 |
| 21 | 16 | 19 | 34 | 90 | 195 | 514 | 514 |
| 22 | 17 | 20 | 36 | 91 | 195 | 514 | 514 |
| 23 | 17 | 21 | 37 | 91 | 196 | 514 | 514 |
| 24 | 18 | 22 | 38 | 91 | 196 | 515 | 515 |
| 25 | 18 | 22 | 39 | 91 | 196 | 515 | 515 |
| 26 | 20 | 23 | 40 | 91 | 196 | 515 | 515 |
| 27 | 20 | 23 | 41 | 91 | 196 | 515 | 515 |
| 28 | 21 | 24 | 43 | 91 | 196 | 515 | 515 |
| 29 | 22 | 26 | 44 | 91 | 196 | 515 | 515 |
| 30 | 22 | 26 | 45 | 91 | 196 | 515 | 515 |

Duration (in years)

Credit quality step 0

Credit 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

88

202

520

1192

2

1

5

13

87

200

519

959

3

2

5

12

79

195

514

782

4

3

6

14

80

193

511

647

5

4

6

18

82

192

511

544

6

5

8

21

86

192

510

510

7

5

9

23

89

191

510

510

8

6

9

22

87

191

510

510

9

7

10

22

86

191

510

510

10

8

10

23

86

191

510

510

11

9

12

23

87

191

510

510

12

9

12

23

87

192

510

510

13

10

13

24

87

192

510

510

14

11

13

26

87

192

511

511

15

12

15

27

88

192

511

511

16

13

16

28

88

192

511

511

17

13

16

30

88

193

511

511

18

14

17

31

89

193

512

512

19

14

18

32

89

194

512

512

20

16

19

33

90

194

513

513

21

16

19

34

90

195

514

514

22

17

20

36

91

195

514

514

23

17

21

37

91

196

514

514

24

18

22

38

91

196

515

515

25

18

22

39

91

196

515

515

26

20

23

40

91

196

515

515

27

20

23

41

91

196

515

515

28

21

24

43

91

196

515

515

29

22

26

44

91

196

515

515

30

22

26

45

91

196

515

515

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 | 43 | 163 | 294 | 3032 |
| 2 | 1 | 15 | 21 | 43 | 163 | 333 | 2257 |
| 3 | 1 | 15 | 23 | 48 | 158 | 347 | 1703 |
| 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1315 |
| 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1042 |
| 6 | 3 | 21 | 32 | 57 | 155 | 325 | 845 |
| 7 | 5 | 23 | 34 | 59 | 155 | 309 | 698 |
| 8 | 5 | 24 | 35 | 62 | 155 | 293 | 587 |
| 9 | 5 | 25 | 37 | 65 | 155 | 276 | 500 |
| 10 | 6 | 26 | 38 | 67 | 155 | 260 | 430 |
| 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 |
| 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 |
| 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 |
| 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 |
| 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 |
| 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 |
| 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 |
| 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 |
| 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 |
| 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 |
| 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 |
| 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 |
| 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 |
| 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 |
| 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 |
| 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 |
| 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 |
| 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 |
| 29 | 10 | 26 | 71 | 72 | 155 | 249 | 249 |
| 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

21

43

163

294

3032

2

1

15

21

43

163

333

2257

3

1

15

23

48

158

347

1703

4

1

16

26

52

155

346

1315

5

2

18

30

54

155

338

1042

6

3

21

32

57

155

325

845

7

5

23

34

59

155

309

698

8

5

24

35

62

155

293

587

9

5

25

37

65

155

276

500

10

6

26

38

67

155

260

430

11

6

26

39

68

155

249

373

12

6

26

39

68

155

249

327

13

6

26

39

68

155

249

288

14

6

26

39

68

155

249

255

15

6

26

39

68

155

249

249

16

6

26

40

68

155

249

249

17

6

26

43

68

155

249

249

18

6

26

45

68

155

249

249

19

7

26

47

68

155

249

249

20

7

26

50

68

155

249

249

21

7

26

52

68

155

249

249

22

7

26

54

68

155

249

249

23

8

26

57

68

155

249

249

24

8

26

59

68

155

249

249

25

9

26

61

68

155

249

249

26

9

26

63

68

155

249

249

27

9

26

66

68

155

249

249

28

10

26

68

70

155

249

249

29

10

26

71

72

155

249

249

30

10

26

73

74

155

249

249

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 | 9 | 22 | 28 | 50 | 170 | 299 | 3086 |
| 2 | 10 | 24 | 30 | 52 | 172 | 338 | 2296 |
| 3 | 10 | 24 | 33 | 57 | 167 | 352 | 1732 |
| 4 | 10 | 25 | 35 | 61 | 164 | 351 | 1338 |
| 5 | 10 | 27 | 38 | 62 | 164 | 343 | 1059 |
| 6 | 11 | 28 | 40 | 65 | 163 | 329 | 859 |
| 7 | 12 | 30 | 41 | 66 | 162 | 314 | 709 |
| 8 | 12 | 31 | 42 | 68 | 162 | 297 | 596 |
| 9 | 11 | 31 | 43 | 71 | 161 | 280 | 507 |
| 10 | 11 | 31 | 44 | 73 | 161 | 263 | 436 |
| 11 | 11 | 31 | 44 | 73 | 160 | 254 | 378 |
| 12 | 10 | 30 | 43 | 72 | 160 | 254 | 331 |
| 13 | 10 | 30 | 43 | 72 | 159 | 253 | 292 |
| 14 | 9 | 29 | 42 | 71 | 159 | 253 | 258 |
| 15 | 9 | 29 | 42 | 71 | 158 | 252 | 252 |
| 16 | 8 | 28 | 41 | 70 | 158 | 252 | 252 |
| 17 | 8 | 28 | 43 | 70 | 157 | 251 | 251 |
| 18 | 8 | 28 | 46 | 70 | 157 | 251 | 251 |
| 19 | 8 | 28 | 48 | 70 | 157 | 251 | 251 |
| 20 | 8 | 29 | 50 | 70 | 158 | 252 | 252 |
| 21 | 9 | 29 | 53 | 71 | 158 | 252 | 252 |
| 22 | 9 | 29 | 55 | 71 | 158 | 252 | 252 |
| 23 | 9 | 29 | 57 | 71 | 158 | 252 | 252 |
| 24 | 9 | 29 | 60 | 71 | 158 | 252 | 252 |
| 25 | 9 | 29 | 62 | 71 | 158 | 253 | 253 |
| 26 | 9 | 29 | 65 | 71 | 158 | 253 | 253 |
| 27 | 9 | 29 | 67 | 71 | 158 | 252 | 252 |
| 28 | 10 | 29 | 69 | 71 | 158 | 252 | 252 |
| 29 | 10 | 29 | 72 | 73 | 158 | 252 | 252 |
| 30 | 10 | 29 | 74 | 74 | 158 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

22

28

50

170

299

3086

2

10

24

30

52

172

338

2296

3

10

24

33

57

167

352

1732

4

10

25

35

61

164

351

1338

5

10

27

38

62

164

343

1059

6

11

28

40

65

163

329

859

7

12

30

41

66

162

314

709

8

12

31

42

68

162

297

596

9

11

31

43

71

161

280

507

10

11

31

44

73

161

263

436

11

11

31

44

73

160

254

378

12

10

30

43

72

160

254

331

13

10

30

43

72

159

253

292

14

9

29

42

71

159

253

258

15

9

29

42

71

158

252

252

16

8

28

41

70

158

252

252

17

8

28

43

70

157

251

251

18

8

28

46

70

157

251

251

19

8

28

48

70

157

251

251

20

8

29

50

70

158

252

252

21

9

29

53

71

158

252

252

22

9

29

55

71

158

252

252

23

9

29

57

71

158

252

252

24

9

29

60

71

158

252

252

25

9

29

62

71

158

253

253

26

9

29

65

71

158

253

253

27

9

29

67

71

158

252

252

28

10

29

69

71

158

252

252

29

10

29

72

73

158

252

252

30

10

29

74

74

158

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 | 163 | 294 | 3032 |
| 2 | 1 | 14 | 21 | 43 | 163 | 333 | 2256 |
| 3 | 1 | 15 | 23 | 48 | 157 | 347 | 1702 |
| 4 | 1 | 16 | 26 | 52 | 155 | 346 | 1315 |
| 5 | 2 | 18 | 30 | 54 | 155 | 338 | 1042 |
| 6 | 3 | 20 | 32 | 57 | 155 | 324 | 845 |
| 7 | 5 | 23 | 34 | 59 | 155 | 309 | 698 |
| 8 | 5 | 24 | 35 | 62 | 155 | 293 | 587 |
| 9 | 5 | 25 | 37 | 65 | 155 | 276 | 500 |
| 10 | 6 | 25 | 38 | 67 | 155 | 260 | 430 |
| 11 | 6 | 26 | 39 | 68 | 155 | 249 | 373 |
| 12 | 6 | 26 | 39 | 68 | 155 | 249 | 327 |
| 13 | 6 | 26 | 39 | 68 | 155 | 249 | 288 |
| 14 | 6 | 26 | 39 | 68 | 155 | 249 | 255 |
| 15 | 6 | 26 | 39 | 68 | 155 | 249 | 249 |
| 16 | 6 | 26 | 40 | 68 | 155 | 249 | 249 |
| 17 | 6 | 26 | 43 | 68 | 155 | 249 | 249 |
| 18 | 6 | 26 | 45 | 68 | 155 | 249 | 249 |
| 19 | 7 | 26 | 47 | 68 | 155 | 249 | 249 |
| 20 | 7 | 26 | 50 | 68 | 155 | 249 | 249 |
| 21 | 7 | 26 | 52 | 68 | 155 | 249 | 249 |
| 22 | 7 | 26 | 54 | 68 | 155 | 249 | 249 |
| 23 | 8 | 26 | 57 | 68 | 155 | 249 | 249 |
| 24 | 8 | 26 | 59 | 68 | 155 | 249 | 249 |
| 25 | 9 | 26 | 61 | 68 | 155 | 249 | 249 |
| 26 | 9 | 26 | 63 | 68 | 155 | 249 | 249 |
| 27 | 9 | 26 | 66 | 68 | 155 | 249 | 249 |
| 28 | 10 | 26 | 68 | 70 | 155 | 249 | 249 |
| 29 | 10 | 26 | 71 | 72 | 155 | 249 | 249 |
| 30 | 10 | 26 | 73 | 74 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

21

43

163

294

3032

2

1

14

21

43

163

333

2256

3

1

15

23

48

157

347

1702

4

1

16

26

52

155

346

1315

5

2

18

30

54

155

338

1042

6

3

20

32

57

155

324

845

7

5

23

34

59

155

309

698

8

5

24

35

62

155

293

587

9

5

25

37

65

155

276

500

10

6

25

38

67

155

260

430

11

6

26

39

68

155

249

373

12

6

26

39

68

155

249

327

13

6

26

39

68

155

249

288

14

6

26

39

68

155

249

255

15

6

26

39

68

155

249

249

16

6

26

40

68

155

249

249

17

6

26

43

68

155

249

249

18

6

26

45

68

155

249

249

19

7

26

47

68

155

249

249

20

7

26

50

68

155

249

249

21

7

26

52

68

155

249

249

22

7

26

54

68

155

249

249

23

8

26

57

68

155

249

249

24

8

26

59

68

155

249

249

25

9

26

61

68

155

249

249

26

9

26

63

68

155

249

249

27

9

26

66

68

155

249

249

28

10

26

68

70

155

249

249

29

10

26

71

72

155

249

249

30

10

26

73

74

155

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 | 75 | 88 | 95 | 117 | 237 | 333 | 3090 |
| 2 | 72 | 85 | 91 | 113 | 233 | 340 | 2305 |
| 3 | 74 | 88 | 96 | 121 | 230 | 354 | 1742 |
| 4 | 72 | 86 | 97 | 122 | 226 | 354 | 1348 |
| 5 | 70 | 86 | 98 | 122 | 224 | 346 | 1070 |
| 6 | 70 | 87 | 99 | 124 | 222 | 334 | 869 |
| 7 | 70 | 88 | 99 | 124 | 220 | 318 | 719 |
| 8 | 68 | 87 | 99 | 125 | 219 | 313 | 605 |
| 9 | 68 | 87 | 99 | 127 | 218 | 312 | 516 |
| 10 | 64 | 84 | 97 | 126 | 214 | 308 | 445 |
| 11 | 62 | 82 | 95 | 124 | 211 | 305 | 387 |
| 12 | 61 | 81 | 94 | 123 | 210 | 304 | 339 |
| 13 | 60 | 80 | 93 | 122 | 209 | 303 | 303 |
| 14 | 60 | 80 | 92 | 122 | 209 | 303 | 303 |
| 15 | 59 | 79 | 92 | 121 | 208 | 303 | 303 |
| 16 | 59 | 79 | 92 | 121 | 208 | 302 | 302 |
| 17 | 58 | 78 | 91 | 120 | 207 | 302 | 302 |
| 18 | 58 | 78 | 90 | 120 | 207 | 301 | 301 |
| 19 | 57 | 77 | 90 | 119 | 206 | 300 | 300 |
| 20 | 56 | 76 | 89 | 118 | 205 | 300 | 300 |
| 21 | 56 | 76 | 88 | 118 | 205 | 299 | 299 |
| 22 | 55 | 75 | 88 | 117 | 204 | 298 | 298 |
| 23 | 54 | 74 | 87 | 116 | 203 | 297 | 297 |
| 24 | 53 | 73 | 86 | 115 | 202 | 296 | 296 |
| 25 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 26 | 51 | 71 | 84 | 113 | 200 | 294 | 294 |
| 27 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 28 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 29 | 48 | 68 | 80 | 110 | 197 | 291 | 291 |
| 30 | 47 | 67 | 79 | 109 | 196 | 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

75

88

95

117

237

333

3090

2

72

85

91

113

233

340

2305

3

74

88

96

121

230

354

1742

4

72

86

97

122

226

354

1348

5

70

86

98

122

224

346

1070

6

70

87

99

124

222

334

869

7

70

88

99

124

220

318

719

8

68

87

99

125

219

313

605

9

68

87

99

127

218

312

516

10

64

84

97

126

214

308

445

11

62

82

95

124

211

305

387

12

61

81

94

123

210

304

339

13

60

80

93

122

209

303

303

14

60

80

92

122

209

303

303

15

59

79

92

121

208

303

303

16

59

79

92

121

208

302

302

17

58

78

91

120

207

302

302

18

58

78

90

120

207

301

301

19

57

77

90

119

206

300

300

20

56

76

89

118

205

300

300

21

56

76

88

118

205

299

299

22

55

75

88

117

204

298

298

23

54

74

87

116

203

297

297

24

53

73

86

115

202

296

296

25

52

72

85

114

201

295

295

26

51

71

84

113

200

294

294

27

50

70

83

112

199

293

293

28

49

69

82

111

198

292

292

29

48

68

80

110

197

291

291

30

47

67

79

109

196

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 | 167 | 297 | 3056 |
| 2 | 7 | 20 | 26 | 48 | 169 | 335 | 2274 |
| 3 | 7 | 21 | 30 | 55 | 164 | 349 | 1716 |
| 4 | 8 | 23 | 33 | 59 | 162 | 348 | 1325 |
| 5 | 9 | 25 | 37 | 61 | 162 | 340 | 1050 |
| 6 | 10 | 28 | 39 | 64 | 162 | 327 | 851 |
| 7 | 12 | 30 | 41 | 66 | 162 | 311 | 703 |
| 8 | 11 | 30 | 42 | 68 | 162 | 295 | 591 |
| 9 | 11 | 31 | 43 | 71 | 161 | 278 | 503 |
| 10 | 11 | 31 | 44 | 72 | 161 | 261 | 433 |
| 11 | 11 | 31 | 44 | 73 | 160 | 254 | 376 |
| 12 | 11 | 31 | 44 | 73 | 160 | 254 | 330 |
| 13 | 11 | 31 | 44 | 73 | 160 | 254 | 291 |
| 14 | 11 | 31 | 44 | 73 | 160 | 254 | 258 |
| 15 | 11 | 31 | 43 | 72 | 160 | 254 | 254 |
| 16 | 10 | 30 | 43 | 72 | 159 | 253 | 253 |
| 17 | 10 | 30 | 43 | 72 | 159 | 254 | 254 |
| 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 |
| 19 | 10 | 30 | 49 | 72 | 160 | 254 | 254 |
| 20 | 11 | 31 | 50 | 73 | 160 | 254 | 254 |
| 21 | 11 | 31 | 53 | 73 | 160 | 255 | 255 |
| 22 | 11 | 31 | 56 | 73 | 161 | 255 | 255 |
| 23 | 12 | 32 | 58 | 74 | 161 | 255 | 255 |
| 24 | 12 | 32 | 60 | 74 | 161 | 255 | 255 |
| 25 | 12 | 32 | 62 | 74 | 161 | 255 | 255 |
| 26 | 12 | 32 | 65 | 74 | 161 | 255 | 255 |
| 27 | 12 | 32 | 67 | 74 | 161 | 255 | 255 |
| 28 | 12 | 32 | 70 | 73 | 161 | 255 | 255 |
| 29 | 11 | 31 | 72 | 74 | 161 | 255 | 255 |
| 30 | 11 | 31 | 74 | 76 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

18

25

47

167

297

3056

2

7

20

26

48

169

335

2274

3

7

21

30

55

164

349

1716

4

8

23

33

59

162

348

1325

5

9

25

37

61

162

340

1050

6

10

28

39

64

162

327

851

7

12

30

41

66

162

311

703

8

11

30

42

68

162

295

591

9

11

31

43

71

161

278

503

10

11

31

44

72

161

261

433

11

11

31

44

73

160

254

376

12

11

31

44

73

160

254

330

13

11

31

44

73

160

254

291

14

11

31

44

73

160

254

258

15

11

31

43

72

160

254

254

16

10

30

43

72

159

253

253

17

10

30

43

72

159

254

254

18

10

30

46

72

159

254

254

19

10

30

49

72

160

254

254

20

11

31

50

73

160

254

254

21

11

31

53

73

160

255

255

22

11

31

56

73

161

255

255

23

12

32

58

74

161

255

255

24

12

32

60

74

161

255

255

25

12

32

62

74

161

255

255

26

12

32

65

74

161

255

255

27

12

32

67

74

161

255

255

28

12

32

70

73

161

255

255

29

11

31

72

74

161

255

255

30

11

31

74

76

161

255

255

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 44 | 58 | 64 | 86 | 206 | 302 | 3060 |
| 2 | 48 | 61 | 68 | 90 | 210 | 336 | 2281 |
| 3 | 52 | 66 | 74 | 99 | 209 | 351 | 1723 |
| 4 | 54 | 69 | 79 | 105 | 208 | 350 | 1332 |
| 5 | 56 | 72 | 84 | 108 | 209 | 342 | 1056 |
| 6 | 57 | 75 | 86 | 111 | 209 | 329 | 857 |
| 7 | 58 | 77 | 87 | 113 | 209 | 314 | 709 |
| 8 | 57 | 76 | 88 | 114 | 208 | 302 | 596 |
| 9 | 56 | 76 | 88 | 116 | 206 | 300 | 508 |
| 10 | 55 | 75 | 88 | 117 | 205 | 299 | 438 |
| 11 | 54 | 74 | 87 | 116 | 203 | 298 | 380 |
| 12 | 53 | 73 | 86 | 115 | 202 | 296 | 333 |
| 13 | 51 | 71 | 84 | 113 | 201 | 295 | 295 |
| 14 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 15 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 16 | 48 | 68 | 81 | 110 | 197 | 291 | 291 |
| 17 | 47 | 67 | 80 | 109 | 196 | 291 | 291 |
| 18 | 47 | 67 | 79 | 109 | 196 | 290 | 290 |
| 19 | 46 | 66 | 79 | 108 | 195 | 289 | 289 |
| 20 | 45 | 65 | 78 | 107 | 195 | 289 | 289 |
| 21 | 45 | 65 | 78 | 107 | 194 | 288 | 288 |
| 22 | 44 | 64 | 77 | 106 | 193 | 287 | 287 |
| 23 | 43 | 63 | 76 | 105 | 192 | 286 | 286 |
| 24 | 42 | 62 | 75 | 104 | 192 | 286 | 286 |
| 25 | 42 | 62 | 74 | 104 | 191 | 285 | 285 |
| 26 | 41 | 61 | 74 | 103 | 190 | 284 | 284 |
| 27 | 40 | 60 | 73 | 102 | 189 | 283 | 283 |
| 28 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 29 | 38 | 58 | 72 | 100 | 187 | 282 | 282 |
| 30 | 37 | 57 | 75 | 99 | 187 | 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

44

58

64

86

206

302

3060

2

48

61

68

90

210

336

2281

3

52

66

74

99

209

351

1723

4

54

69

79

105

208

350

1332

5

56

72

84

108

209

342

1056

6

57

75

86

111

209

329

857

7

58

77

87

113

209

314

709

8

57

76

88

114

208

302

596

9

56

76

88

116

206

300

508

10

55

75

88

117

205

299

438

11

54

74

87

116

203

298

380

12

53

73

86

115

202

296

333

13

51

71

84

113

201

295

295

14

50

70

83

112

199

293

293

15

49

69

82

111

198

292

292

16

48

68

81

110

197

291

291

17

47

67

80

109

196

291

291

18

47

67

79

109

196

290

290

19

46

66

79

108

195

289

289

20

45

65

78

107

195

289

289

21

45

65

78

107

194

288

288

22

44

64

77

106

193

287

287

23

43

63

76

105

192

286

286

24

42

62

75

104

192

286

286

25

42

62

74

104

191

285

285

26

41

61

74

103

190

284

284

27

40

60

73

102

189

283

283

28

39

59

72

101

188

282

282

29

38

58

72

100

187

282

282

30

37

57

75

99

187

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 | 1 | 14 | 20 | 42 | 162 | 294 | 3030 |
| 2 | 1 | 14 | 20 | 42 | 162 | 333 | 2255 |
| 3 | 1 | 14 | 22 | 47 | 157 | 346 | 1701 |
| 4 | 1 | 15 | 25 | 51 | 154 | 346 | 1314 |
| 5 | 1 | 17 | 29 | 53 | 154 | 337 | 1041 |
| 6 | 2 | 20 | 31 | 56 | 154 | 324 | 844 |
| 7 | 4 | 22 | 33 | 58 | 154 | 309 | 698 |
| 8 | 4 | 23 | 34 | 61 | 154 | 293 | 586 |
| 9 | 4 | 24 | 36 | 64 | 154 | 276 | 499 |
| 10 | 5 | 25 | 37 | 66 | 154 | 260 | 430 |
| 11 | 5 | 25 | 38 | 67 | 154 | 248 | 373 |
| 12 | 5 | 25 | 38 | 67 | 154 | 248 | 327 |
| 13 | 5 | 25 | 38 | 67 | 154 | 248 | 288 |
| 14 | 5 | 25 | 38 | 67 | 154 | 248 | 255 |
| 15 | 5 | 25 | 38 | 67 | 154 | 248 | 248 |
| 16 | 6 | 25 | 40 | 67 | 154 | 248 | 248 |
| 17 | 6 | 25 | 43 | 67 | 154 | 248 | 248 |
| 18 | 6 | 25 | 45 | 67 | 154 | 248 | 248 |
| 19 | 7 | 25 | 47 | 67 | 154 | 248 | 248 |
| 20 | 7 | 25 | 50 | 67 | 154 | 248 | 248 |
| 21 | 7 | 25 | 52 | 67 | 154 | 248 | 248 |
| 22 | 7 | 25 | 54 | 67 | 154 | 248 | 248 |
| 23 | 8 | 25 | 57 | 67 | 154 | 248 | 248 |
| 24 | 8 | 25 | 59 | 67 | 154 | 248 | 248 |
| 25 | 9 | 25 | 61 | 67 | 154 | 248 | 248 |
| 26 | 9 | 25 | 63 | 67 | 154 | 248 | 248 |
| 27 | 9 | 25 | 66 | 68 | 154 | 248 | 248 |
| 28 | 10 | 25 | 68 | 70 | 154 | 248 | 248 |
| 29 | 10 | 25 | 70 | 72 | 154 | 248 | 248 |
| 30 | 10 | 25 | 73 | 74 | 154 | 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

20

42

162

294

3030

2

1

14

20

42

162

333

2255

3

1

14

22

47

157

346

1701

4

1

15

25

51

154

346

1314

5

1

17

29

53

154

337

1041

6

2

20

31

56

154

324

844

7

4

22

33

58

154

309

698

8

4

23

34

61

154

293

586

9

4

24

36

64

154

276

499

10

5

25

37

66

154

260

430

11

5

25

38

67

154

248

373

12

5

25

38

67

154

248

327

13

5

25

38

67

154

248

288

14

5

25

38

67

154

248

255

15

5

25

38

67

154

248

248

16

6

25

40

67

154

248

248

17

6

25

43

67

154

248

248

18

6

25

45

67

154

248

248

19

7

25

47

67

154

248

248

20

7

25

50

67

154

248

248

21

7

25

52

67

154

248

248

22

7

25

54

67

154

248

248

23

8

25

57

67

154

248

248

24

8

25

59

67

154

248

248

25

9

25

61

67

154

248

248

26

9

25

63

67

154

248

248

27

9

25

66

68

154

248

248

28

10

25

68

70

154

248

248

29

10

25

70

72

154

248

248

30

10

25

73

74

154

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 | 181 | 298 | 3076 |
| 2 | 0 | 11 | 22 | 45 | 181 | 337 | 2288 |
| 3 | 1 | 11 | 24 | 50 | 176 | 351 | 1726 |
| 4 | 1 | 13 | 26 | 56 | 172 | 350 | 1333 |
| 5 | 1 | 16 | 28 | 59 | 171 | 342 | 1056 |
| 6 | 2 | 18 | 33 | 60 | 170 | 328 | 856 |
| 7 | 3 | 21 | 36 | 60 | 169 | 313 | 707 |
| 8 | 5 | 24 | 37 | 60 | 168 | 296 | 594 |
| 9 | 8 | 31 | 42 | 59 | 167 | 279 | 505 |
| 10 | 10 | 34 | 42 | 57 | 166 | 262 | 435 |
| 11 | 9 | 33 | 41 | 57 | 165 | 259 | 377 |
| 12 | 8 | 32 | 41 | 56 | 164 | 258 | 330 |
| 13 | 7 | 31 | 42 | 57 | 164 | 258 | 291 |
| 14 | 7 | 31 | 42 | 57 | 163 | 257 | 257 |
| 15 | 7 | 31 | 42 | 57 | 162 | 256 | 256 |
| 16 | 7 | 31 | 43 | 57 | 161 | 255 | 255 |
| 17 | 7 | 31 | 43 | 57 | 160 | 254 | 254 |
| 18 | 7 | 31 | 46 | 57 | 159 | 253 | 253 |
| 19 | 7 | 31 | 47 | 57 | 159 | 253 | 253 |
| 20 | 7 | 31 | 50 | 57 | 160 | 254 | 254 |
| 21 | 7 | 31 | 53 | 57 | 160 | 254 | 254 |
| 22 | 8 | 31 | 54 | 59 | 160 | 254 | 254 |
| 23 | 8 | 31 | 57 | 61 | 159 | 253 | 253 |
| 24 | 8 | 31 | 59 | 62 | 158 | 253 | 253 |
| 25 | 9 | 31 | 62 | 64 | 158 | 252 | 252 |
| 26 | 9 | 31 | 64 | 66 | 157 | 251 | 251 |
| 27 | 9 | 31 | 66 | 68 | 157 | 251 | 251 |
| 28 | 10 | 31 | 68 | 70 | 156 | 251 | 251 |
| 29 | 10 | 31 | 70 | 72 | 156 | 250 | 250 |
| 30 | 10 | 31 | 73 | 74 | 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

0

11

22

45

181

298

3076

2

0

11

22

45

181

337

2288

3

1

11

24

50

176

351

1726

4

1

13

26

56

172

350

1333

5

1

16

28

59

171

342

1056

6

2

18

33

60

170

328

856

7

3

21

36

60

169

313

707

8

5

24

37

60

168

296

594

9

8

31

42

59

167

279

505

10

10

34

42

57

166

262

435

11

9

33

41

57

165

259

377

12

8

32

41

56

164

258

330

13

7

31

42

57

164

258

291

14

7

31

42

57

163

257

257

15

7

31

42

57

162

256

256

16

7

31

43

57

161

255

255

17

7

31

43

57

160

254

254

18

7

31

46

57

159

253

253

19

7

31

47

57

159

253

253

20

7

31

50

57

160

254

254

21

7

31

53

57

160

254

254

22

8

31

54

59

160

254

254

23

8

31

57

61

159

253

253

24

8

31

59

62

158

253

253

25

9

31

62

64

158

252

252

26

9

31

64

66

157

251

251

27

9

31

66

68

157

251

251

28

10

31

68

70

156

251

251

29

10

31

70

72

156

250

250

30

10

31

73

74

156

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 | 94 | 101 | 123 | 243 | 339 | 3212 |
| 2 | 79 | 92 | 99 | 121 | 241 | 352 | 2402 |
| 3 | 77 | 91 | 99 | 124 | 234 | 368 | 1818 |
| 4 | 75 | 90 | 100 | 126 | 229 | 369 | 1408 |
| 5 | 73 | 89 | 101 | 125 | 226 | 361 | 1118 |
| 6 | 72 | 90 | 101 | 126 | 224 | 348 | 909 |
| 7 | 71 | 90 | 101 | 126 | 222 | 333 | 753 |
| 8 | 69 | 88 | 99 | 126 | 219 | 316 | 633 |
| 9 | 67 | 87 | 99 | 127 | 217 | 311 | 540 |
| 10 | 66 | 86 | 99 | 127 | 215 | 310 | 466 |
| 11 | 65 | 85 | 98 | 126 | 214 | 308 | 405 |
| 12 | 63 | 83 | 96 | 125 | 212 | 306 | 355 |
| 13 | 61 | 82 | 94 | 123 | 211 | 305 | 313 |
| 14 | 60 | 80 | 93 | 122 | 209 | 303 | 303 |
| 15 | 59 | 79 | 92 | 121 | 208 | 302 | 302 |
| 16 | 57 | 78 | 90 | 119 | 207 | 301 | 301 |
| 17 | 56 | 76 | 89 | 118 | 206 | 300 | 300 |
| 18 | 55 | 75 | 88 | 117 | 205 | 299 | 299 |
| 19 | 55 | 75 | 87 | 117 | 204 | 298 | 298 |
| 20 | 54 | 74 | 87 | 116 | 203 | 297 | 297 |
| 21 | 53 | 73 | 86 | 115 | 202 | 296 | 296 |
| 22 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 23 | 51 | 71 | 84 | 113 | 200 | 294 | 294 |
| 24 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 25 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 26 | 48 | 68 | 81 | 110 | 197 | 291 | 291 |
| 27 | 47 | 67 | 80 | 109 | 196 | 290 | 290 |
| 28 | 46 | 66 | 79 | 108 | 195 | 289 | 289 |
| 29 | 45 | 65 | 78 | 107 | 194 | 288 | 288 |
| 30 | 44 | 64 | 78 | 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

94

101

123

243

339

3212

2

79

92

99

121

241

352

2402

3

77

91

99

124

234

368

1818

4

75

90

100

126

229

369

1408

5

73

89

101

125

226

361

1118

6

72

90

101

126

224

348

909

7

71

90

101

126

222

333

753

8

69

88

99

126

219

316

633

9

67

87

99

127

217

311

540

10

66

86

99

127

215

310

466

11

65

85

98

126

214

308

405

12

63

83

96

125

212

306

355

13

61

82

94

123

211

305

313

14

60

80

93

122

209

303

303

15

59

79

92

121

208

302

302

16

57

78

90

119

207

301

301

17

56

76

89

118

206

300

300

18

55

75

88

117

205

299

299

19

55

75

87

117

204

298

298

20

54

74

87

116

203

297

297

21

53

73

86

115

202

296

296

22

52

72

85

114

201

295

295

23

51

71

84

113

200

294

294

24

50

70

83

112

199

293

293

25

49

69

82

111

198

292

292

26

48

68

81

110

197

291

291

27

47

67

80

109

196

290

290

28

46

66

79

108

195

289

289

29

45

65

78

107

194

288

288

30

44

64

78

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 | 67 | 73 | 96 | 216 | 312 | 3086 |
| 2 | 53 | 66 | 72 | 94 | 214 | 339 | 2301 |
| 3 | 51 | 65 | 74 | 98 | 208 | 353 | 1738 |
| 4 | 50 | 65 | 76 | 101 | 205 | 353 | 1344 |
| 5 | 49 | 65 | 77 | 101 | 203 | 345 | 1066 |
| 6 | 49 | 66 | 78 | 103 | 201 | 332 | 865 |
| 7 | 49 | 67 | 78 | 103 | 199 | 317 | 716 |
| 8 | 48 | 67 | 78 | 104 | 198 | 300 | 602 |
| 9 | 47 | 66 | 78 | 106 | 196 | 290 | 513 |
| 10 | 46 | 66 | 78 | 107 | 195 | 289 | 442 |
| 11 | 45 | 65 | 78 | 107 | 194 | 288 | 384 |
| 12 | 44 | 64 | 77 | 106 | 193 | 287 | 336 |
| 13 | 43 | 63 | 76 | 105 | 193 | 287 | 296 |
| 14 | 43 | 63 | 76 | 105 | 192 | 286 | 286 |
| 15 | 42 | 62 | 75 | 104 | 191 | 285 | 285 |
| 16 | 41 | 61 | 74 | 103 | 190 | 284 | 284 |
| 17 | 40 | 60 | 73 | 102 | 190 | 284 | 284 |
| 18 | 40 | 60 | 73 | 102 | 189 | 283 | 283 |
| 19 | 39 | 59 | 72 | 101 | 189 | 283 | 283 |
| 20 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 21 | 39 | 59 | 72 | 101 | 188 | 282 | 282 |
| 22 | 38 | 58 | 71 | 100 | 188 | 282 | 282 |
| 23 | 38 | 58 | 71 | 100 | 187 | 281 | 281 |
| 24 | 37 | 57 | 70 | 99 | 187 | 281 | 281 |
| 25 | 37 | 57 | 70 | 99 | 186 | 280 | 280 |
| 26 | 36 | 56 | 69 | 98 | 185 | 279 | 279 |
| 27 | 35 | 55 | 68 | 97 | 184 | 279 | 279 |
| 28 | 35 | 55 | 71 | 97 | 184 | 278 | 278 |
| 29 | 34 | 54 | 73 | 96 | 183 | 277 | 277 |
| 30 | 33 | 53 | 76 | 95 | 182 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit 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

67

73

96

216

312

3086

2

53

66

72

94

214

339

2301

3

51

65

74

98

208

353

1738

4

50

65

76

101

205

353

1344

5

49

65

77

101

203

345

1066

6

49

66

78

103

201

332

865

7

49

67

78

103

199

317

716

8

48

67

78

104

198

300

602

9

47

66

78

106

196

290

513

10

46

66

78

107

195

289

442

11

45

65

78

107

194

288

384

12

44

64

77

106

193

287

336

13

43

63

76

105

193

287

296

14

43

63

76

105

192

286

286

15

42

62

75

104

191

285

285

16

41

61

74

103

190

284

284

17

40

60

73

102

190

284

284

18

40

60

73

102

189

283

283

19

39

59

72

101

189

283

283

20

39

59

72

101

188

282

282

21

39

59

72

101

188

282

282

22

38

58

71

100

188

282

282

23

38

58

71

100

187

281

281

24

37

57

70

99

187

281

281

25

37

57

70

99

186

280

280

26

36

56

69

98

185

279

279

27

35

55

68

97

184

279

279

28

35

55

71

97

184

278

278

29

34

54

73

96

183

277

277

30

33

53

76

95

182

276

276

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 | 27 | 40 | 46 | 68 | 188 | 299 | 3085 |
| 2 | 27 | 40 | 47 | 69 | 189 | 338 | 2297 |
| 3 | 26 | 40 | 48 | 73 | 183 | 352 | 1733 |
| 4 | 25 | 40 | 50 | 76 | 179 | 352 | 1338 |
| 5 | 25 | 41 | 53 | 77 | 178 | 343 | 1060 |
| 6 | 26 | 43 | 54 | 79 | 177 | 330 | 859 |
| 7 | 26 | 45 | 55 | 81 | 177 | 314 | 710 |
| 8 | 26 | 44 | 56 | 82 | 176 | 297 | 597 |
| 9 | 25 | 45 | 57 | 85 | 175 | 281 | 508 |
| 10 | 25 | 45 | 57 | 86 | 174 | 268 | 437 |
| 11 | 24 | 44 | 57 | 86 | 174 | 268 | 380 |
| 12 | 24 | 44 | 56 | 86 | 173 | 267 | 333 |
| 13 | 23 | 43 | 56 | 85 | 172 | 266 | 293 |
| 14 | 22 | 42 | 55 | 84 | 171 | 265 | 265 |
| 15 | 21 | 41 | 54 | 83 | 171 | 265 | 265 |
| 16 | 21 | 41 | 54 | 83 | 170 | 264 | 264 |
| 17 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 18 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 19 | 20 | 40 | 52 | 82 | 169 | 263 | 263 |
| 20 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 21 | 20 | 40 | 53 | 82 | 169 | 263 | 263 |
| 22 | 20 | 40 | 56 | 82 | 169 | 263 | 263 |
| 23 | 19 | 39 | 58 | 81 | 169 | 263 | 263 |
| 24 | 19 | 39 | 61 | 81 | 168 | 263 | 263 |
| 25 | 19 | 39 | 62 | 81 | 168 | 262 | 262 |
| 26 | 19 | 39 | 65 | 81 | 168 | 262 | 262 |
| 27 | 18 | 38 | 67 | 80 | 168 | 262 | 262 |
| 28 | 18 | 38 | 70 | 80 | 167 | 261 | 261 |
| 29 | 18 | 38 | 72 | 80 | 167 | 261 | 261 |
| 30 | 18 | 38 | 74 | 80 | 167 | 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

27

40

46

68

188

299

3085

2

27

40

47

69

189

338

2297

3

26

40

48

73

183

352

1733

4

25

40

50

76

179

352

1338

5

25

41

53

77

178

343

1060

6

26

43

54

79

177

330

859

7

26

45

55

81

177

314

710

8

26

44

56

82

176

297

597

9

25

45

57

85

175

281

508

10

25

45

57

86

174

268

437

11

24

44

57

86

174

268

380

12

24

44

56

86

173

267

333

13

23

43

56

85

172

266

293

14

22

42

55

84

171

265

265

15

21

41

54

83

171

265

265

16

21

41

54

83

170

264

264

17

20

40

53

82

169

263

263

18

20

40

53

82

169

263

263

19

20

40

52

82

169

263

263

20

20

40

53

82

169

263

263

21

20

40

53

82

169

263

263

22

20

40

56

82

169

263

263

23

19

39

58

81

169

263

263

24

19

39

61

81

168

263

263

25

19

39

62

81

168

262

262

26

19

39

65

81

168

262

262

27

18

38

67

80

168

262

262

28

18

38

70

80

167

261

261

29

18

38

72

80

167

261

261

30

18

38

74

80

167

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 | 144 | 293 | 3017 |
| 2 | 0 | 1 | 6 | 25 | 145 | 331 | 2245 |
| 3 | 1 | 1 | 8 | 30 | 139 | 345 | 1694 |
| 4 | 1 | 3 | 11 | 34 | 137 | 345 | 1309 |
| 5 | 1 | 4 | 14 | 36 | 137 | 336 | 1038 |
| 6 | 2 | 4 | 16 | 39 | 137 | 323 | 842 |
| 7 | 2 | 6 | 19 | 41 | 137 | 308 | 696 |
| 8 | 2 | 6 | 22 | 43 | 137 | 292 | 585 |
| 9 | 2 | 7 | 23 | 46 | 137 | 275 | 498 |
| 10 | 4 | 8 | 26 | 48 | 137 | 259 | 429 |
| 11 | 4 | 9 | 29 | 50 | 138 | 243 | 372 |
| 12 | 4 | 9 | 30 | 49 | 136 | 231 | 326 |
| 13 | 4 | 10 | 33 | 50 | 137 | 232 | 287 |
| 14 | 4 | 11 | 36 | 50 | 137 | 231 | 254 |
| 15 | 5 | 12 | 38 | 49 | 136 | 230 | 230 |
| 16 | 6 | 12 | 40 | 48 | 135 | 229 | 229 |
| 17 | 6 | 14 | 43 | 49 | 135 | 229 | 229 |
| 18 | 6 | 14 | 45 | 50 | 135 | 229 | 229 |
| 19 | 7 | 15 | 47 | 53 | 135 | 230 | 230 |
| 20 | 7 | 16 | 49 | 54 | 136 | 230 | 230 |
| 21 | 7 | 17 | 52 | 57 | 136 | 230 | 230 |
| 22 | 7 | 17 | 54 | 59 | 136 | 231 | 231 |
| 23 | 8 | 19 | 57 | 60 | 136 | 230 | 230 |
| 24 | 8 | 19 | 58 | 62 | 136 | 230 | 230 |
| 25 | 8 | 20 | 61 | 64 | 136 | 230 | 230 |
| 26 | 9 | 21 | 63 | 66 | 136 | 230 | 230 |
| 27 | 9 | 22 | 66 | 68 | 136 | 230 | 230 |
| 28 | 10 | 22 | 68 | 70 | 136 | 230 | 230 |
| 29 | 10 | 24 | 70 | 72 | 136 | 230 | 230 |
| 30 | 10 | 24 | 73 | 74 | 136 | 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

144

293

3017

2

0

1

6

25

145

331

2245

3

1

1

8

30

139

345

1694

4

1

3

11

34

137

345

1309

5

1

4

14

36

137

336

1038

6

2

4

16

39

137

323

842

7

2

6

19

41

137

308

696

8

2

6

22

43

137

292

585

9

2

7

23

46

137

275

498

10

4

8

26

48

137

259

429

11

4

9

29

50

138

243

372

12

4

9

30

49

136

231

326

13

4

10

33

50

137

232

287

14

4

11

36

50

137

231

254

15

5

12

38

49

136

230

230

16

6

12

40

48

135

229

229

17

6

14

43

49

135

229

229

18

6

14

45

50

135

229

229

19

7

15

47

53

135

230

230

20

7

16

49

54

136

230

230

21

7

17

52

57

136

230

230

22

7

17

54

59

136

231

231

23

8

19

57

60

136

230

230

24

8

19

58

62

136

230

230

25

8

20

61

64

136

230

230

26

9

21

63

66

136

230

230

27

9

22

66

68

136

230

230

28

10

22

68

70

136

230

230

29

10

24

70

72

136

230

230

30

10

24

73

74

136

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 | 55 | 62 | 84 | 204 | 300 | 3066 |
| 2 | 42 | 55 | 62 | 84 | 204 | 336 | 2282 |
| 3 | 41 | 55 | 63 | 88 | 198 | 350 | 1722 |
| 4 | 40 | 55 | 65 | 91 | 194 | 350 | 1331 |
| 5 | 40 | 56 | 68 | 92 | 193 | 341 | 1055 |
| 6 | 40 | 58 | 69 | 94 | 192 | 328 | 855 |
| 7 | 41 | 59 | 70 | 95 | 191 | 313 | 707 |
| 8 | 40 | 59 | 70 | 97 | 190 | 296 | 594 |
| 9 | 39 | 59 | 71 | 99 | 189 | 283 | 506 |
| 10 | 39 | 59 | 71 | 100 | 188 | 282 | 436 |
| 11 | 38 | 58 | 71 | 100 | 187 | 281 | 378 |
| 12 | 37 | 57 | 70 | 99 | 187 | 281 | 331 |
| 13 | 37 | 57 | 70 | 99 | 186 | 280 | 292 |
| 14 | 36 | 56 | 69 | 98 | 185 | 279 | 279 |
| 15 | 35 | 55 | 68 | 97 | 185 | 279 | 279 |
| 16 | 34 | 55 | 67 | 96 | 184 | 278 | 278 |
| 17 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 18 | 33 | 53 | 66 | 95 | 183 | 277 | 277 |
| 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 20 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 21 | 33 | 53 | 65 | 95 | 182 | 276 | 276 |
| 22 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 23 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 24 | 31 | 51 | 64 | 93 | 180 | 274 | 274 |
| 25 | 30 | 50 | 63 | 92 | 180 | 274 | 274 |
| 26 | 30 | 50 | 64 | 92 | 179 | 273 | 273 |
| 27 | 29 | 49 | 67 | 91 | 178 | 272 | 272 |
| 28 | 28 | 48 | 68 | 90 | 178 | 272 | 272 |
| 29 | 28 | 48 | 71 | 90 | 177 | 271 | 271 |
| 30 | 27 | 47 | 74 | 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

42

55

62

84

204

300

3066

2

42

55

62

84

204

336

2282

3

41

55

63

88

198

350

1722

4

40

55

65

91

194

350

1331

5

40

56

68

92

193

341

1055

6

40

58

69

94

192

328

855

7

41

59

70

95

191

313

707

8

40

59

70

97

190

296

594

9

39

59

71

99

189

283

506

10

39

59

71

100

188

282

436

11

38

58

71

100

187

281

378

12

37

57

70

99

187

281

331

13

37

57

70

99

186

280

292

14

36

56

69

98

185

279

279

15

35

55

68

97

185

279

279

16

34

55

67

96

184

278

278

17

34

54

67

96

183

277

277

18

33

53

66

95

183

277

277

19

33

53

66

95

182

276

276

20

33

53

66

95

182

276

276

21

33

53

65

95

182

276

276

22

32

52

65

94

181

275

275

23

32

52

65

94

181

275

275

24

31

51

64

93

180

274

274

25

30

50

63

92

180

274

274

26

30

50

64

92

179

273

273

27

29

49

67

91

178

272

272

28

28

48

68

90

178

272

272

29

28

48

71

90

177

271

271

30

27

47

74

89

176

270

270

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 | 12 | 25 | 32 | 54 | 174 | 299 | 3079 |
| 2 | 16 | 29 | 36 | 58 | 178 | 338 | 2295 |
| 3 | 19 | 33 | 41 | 66 | 175 | 352 | 1733 |
| 4 | 21 | 36 | 46 | 72 | 175 | 352 | 1339 |
| 5 | 23 | 39 | 51 | 75 | 176 | 344 | 1062 |
| 6 | 22 | 40 | 51 | 76 | 174 | 331 | 861 |
| 7 | 28 | 46 | 57 | 82 | 178 | 315 | 712 |
| 8 | 26 | 45 | 57 | 83 | 177 | 299 | 599 |
| 9 | 27 | 47 | 59 | 87 | 177 | 282 | 510 |
| 10 | 29 | 49 | 62 | 90 | 179 | 273 | 439 |
| 11 | 30 | 50 | 63 | 92 | 180 | 274 | 381 |
| 12 | 31 | 51 | 64 | 93 | 180 | 274 | 334 |
| 13 | 31 | 51 | 64 | 93 | 181 | 275 | 294 |
| 14 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 15 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 16 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 17 | 31 | 51 | 64 | 93 | 180 | 275 | 275 |
| 18 | 31 | 51 | 63 | 93 | 180 | 274 | 274 |
| 19 | 30 | 50 | 63 | 92 | 179 | 273 | 273 |
| 20 | 30 | 50 | 63 | 92 | 179 | 274 | 274 |
| 21 | 30 | 50 | 63 | 92 | 179 | 273 | 273 |
| 22 | 30 | 50 | 63 | 92 | 179 | 273 | 273 |
| 23 | 30 | 50 | 62 | 92 | 179 | 273 | 273 |
| 24 | 29 | 49 | 62 | 91 | 178 | 272 | 272 |
| 25 | 29 | 49 | 62 | 91 | 178 | 272 | 272 |
| 26 | 28 | 48 | 65 | 90 | 177 | 272 | 272 |
| 27 | 28 | 48 | 67 | 90 | 177 | 271 | 271 |
| 28 | 27 | 47 | 70 | 89 | 176 | 270 | 270 |
| 29 | 27 | 47 | 72 | 89 | 176 | 270 | 270 |
| 30 | 26 | 46 | 75 | 88 | 175 | 269 | 269 |

Duration (in years)

Credit quality step 0

Credit 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

25

32

54

174

299

3079

2

16

29

36

58

178

338

2295

3

19

33

41

66

175

352

1733

4

21

36

46

72

175

352

1339

5

23

39

51

75

176

344

1062

6

22

40

51

76

174

331

861

7

28

46

57

82

178

315

712

8

26

45

57

83

177

299

599

9

27

47

59

87

177

282

510

10

29

49

62

90

179

273

439

11

30

50

63

92

180

274

381

12

31

51

64

93

180

274

334

13

31

51

64

93

181

275

294

14

32

52

65

94

181

275

275

15

32

52

65

94

181

275

275

16

31

51

64

93

180

275

275

17

31

51

64

93

180

275

275

18

31

51

63

93

180

274

274

19

30

50

63

92

179

273

273

20

30

50

63

92

179

274

274

21

30

50

63

92

179

273

273

22

30

50

63

92

179

273

273

23

30

50

62

92

179

273

273

24

29

49

62

91

178

272

272

25

29

49

62

91

178

272

272

26

28

48

65

90

177

272

272

27

28

48

67

90

177

271

271

28

27

47

70

89

176

270

270

29

27

47

72

89

176

270

270

30

26

46

75

88

175

269

269

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 | 12 | 25 | 31 | 53 | 173 | 299 | 3079 |
| 2 | 13 | 26 | 32 | 54 | 174 | 338 | 2294 |
| 3 | 13 | 27 | 36 | 60 | 170 | 352 | 1732 |
| 4 | 14 | 28 | 39 | 64 | 168 | 352 | 1339 |
| 5 | 14 | 30 | 42 | 66 | 168 | 343 | 1061 |
| 6 | 16 | 33 | 45 | 70 | 168 | 330 | 860 |
| 7 | 17 | 36 | 46 | 72 | 168 | 315 | 711 |
| 8 | 17 | 36 | 48 | 74 | 168 | 298 | 597 |
| 9 | 18 | 37 | 49 | 77 | 168 | 281 | 508 |
| 10 | 18 | 38 | 51 | 79 | 168 | 264 | 437 |
| 11 | 19 | 39 | 51 | 80 | 168 | 262 | 380 |
| 12 | 19 | 39 | 52 | 81 | 168 | 262 | 332 |
| 13 | 19 | 39 | 52 | 81 | 168 | 262 | 293 |
| 14 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 15 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 16 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 17 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 18 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 19 | 19 | 39 | 51 | 81 | 168 | 262 | 262 |
| 20 | 19 | 39 | 52 | 81 | 168 | 262 | 262 |
| 21 | 19 | 39 | 53 | 81 | 168 | 262 | 262 |
| 22 | 18 | 38 | 55 | 80 | 168 | 262 | 262 |
| 23 | 18 | 38 | 57 | 80 | 167 | 261 | 261 |
| 24 | 18 | 38 | 60 | 80 | 167 | 261 | 261 |
| 25 | 17 | 37 | 62 | 79 | 166 | 260 | 260 |
| 26 | 17 | 37 | 64 | 79 | 166 | 260 | 260 |
| 27 | 16 | 36 | 67 | 78 | 166 | 260 | 260 |
| 28 | 16 | 36 | 69 | 78 | 165 | 259 | 259 |
| 29 | 16 | 36 | 72 | 77 | 165 | 259 | 259 |
| 30 | 15 | 35 | 74 | 77 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

31

53

173

299

3079

2

13

26

32

54

174

338

2294

3

13

27

36

60

170

352

1732

4

14

28

39

64

168

352

1339

5

14

30

42

66

168

343

1061

6

16

33

45

70

168

330

860

7

17

36

46

72

168

315

711

8

17

36

48

74

168

298

597

9

18

37

49

77

168

281

508

10

18

38

51

79

168

264

437

11

19

39

51

80

168

262

380

12

19

39

52

81

168

262

332

13

19

39

52

81

168

262

293

14

19

39

52

81

168

262

262

15

19

39

52

81

168

262

262

16

19

39

52

81

168

262

262

17

19

39

52

81

168

262

262

18

19

39

52

81

168

262

262

19

19

39

51

81

168

262

262

20

19

39

52

81

168

262

262

21

19

39

53

81

168

262

262

22

18

38

55

80

168

262

262

23

18

38

57

80

167

261

261

24

18

38

60

80

167

261

261

25

17

37

62

79

166

260

260

26

17

37

64

79

166

260

260

27

16

36

67

78

166

260

260

28

16

36

69

78

165

259

259

29

16

36

72

77

165

259

259

30

15

35

74

77

164

258

258

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 | 65 | 87 | 207 | 303 | 3080 |
| 2 | 49 | 62 | 68 | 90 | 210 | 339 | 2303 |
| 3 | 51 | 65 | 73 | 98 | 208 | 355 | 1746 |
| 4 | 52 | 67 | 77 | 103 | 206 | 356 | 1355 |
| 5 | 53 | 69 | 81 | 105 | 207 | 349 | 1077 |
| 6 | 55 | 72 | 84 | 109 | 207 | 337 | 876 |
| 7 | 57 | 75 | 86 | 111 | 207 | 322 | 726 |
| 8 | 56 | 75 | 86 | 113 | 206 | 306 | 612 |
| 9 | 56 | 76 | 88 | 116 | 206 | 300 | 522 |
| 10 | 57 | 76 | 89 | 118 | 206 | 300 | 450 |
| 11 | 56 | 76 | 89 | 118 | 206 | 300 | 391 |
| 12 | 56 | 76 | 89 | 118 | 205 | 299 | 343 |
| 13 | 55 | 75 | 88 | 117 | 204 | 298 | 302 |
| 14 | 54 | 74 | 87 | 116 | 203 | 297 | 297 |
| 15 | 53 | 73 | 86 | 115 | 202 | 297 | 297 |
| 16 | 52 | 72 | 85 | 114 | 202 | 296 | 296 |
| 17 | 52 | 72 | 85 | 114 | 201 | 295 | 295 |
| 18 | 51 | 71 | 84 | 113 | 200 | 294 | 294 |
| 19 | 50 | 70 | 83 | 112 | 200 | 294 | 294 |
| 20 | 50 | 70 | 83 | 112 | 199 | 293 | 293 |
| 21 | 49 | 69 | 82 | 111 | 198 | 292 | 292 |
| 22 | 48 | 68 | 81 | 110 | 197 | 291 | 291 |
| 23 | 47 | 67 | 80 | 109 | 196 | 291 | 291 |
| 24 | 46 | 66 | 79 | 108 | 196 | 290 | 290 |
| 25 | 45 | 65 | 78 | 107 | 195 | 289 | 289 |
| 26 | 45 | 65 | 77 | 106 | 194 | 288 | 288 |
| 27 | 44 | 64 | 76 | 106 | 193 | 287 | 287 |
| 28 | 43 | 63 | 76 | 105 | 192 | 286 | 286 |
| 29 | 42 | 62 | 75 | 104 | 191 | 285 | 285 |
| 30 | 41 | 61 | 77 | 103 | 190 | 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

65

87

207

303

3080

2

49

62

68

90

210

339

2303

3

51

65

73

98

208

355

1746

4

52

67

77

103

206

356

1355

5

53

69

81

105

207

349

1077

6

55

72

84

109

207

337

876

7

57

75

86

111

207

322

726

8

56

75

86

113

206

306

612

9

56

76

88

116

206

300

522

10

57

76

89

118

206

300

450

11

56

76

89

118

206

300

391

12

56

76

89

118

205

299

343

13

55

75

88

117

204

298

302

14

54

74

87

116

203

297

297

15

53

73

86

115

202

297

297

16

52

72

85

114

202

296

296

17

52

72

85

114

201

295

295

18

51

71

84

113

200

294

294

19

50

70

83

112

200

294

294

20

50

70

83

112

199

293

293

21

49

69

82

111

198

292

292

22

48

68

81

110

197

291

291

23

47

67

80

109

196

291

291

24

46

66

79

108

196

290

290

25

45

65

78

107

195

289

289

26

45

65

77

106

194

288

288

27

44

64

76

106

193

287

287

28

43

63

76

105

192

286

286

29

42

62

75

104

191

285

285

30

41

61

77

103

190

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 | 239 | 335 | 3258 |
| 2 | 81 | 95 | 101 | 123 | 243 | 359 | 2449 |
| 3 | 81 | 95 | 104 | 129 | 238 | 377 | 1860 |
| 4 | 81 | 96 | 106 | 132 | 235 | 378 | 1444 |
| 5 | 83 | 100 | 111 | 135 | 237 | 371 | 1148 |
| 6 | 86 | 103 | 114 | 139 | 237 | 358 | 933 |
| 7 | 88 | 106 | 117 | 142 | 238 | 342 | 773 |
| 8 | 89 | 108 | 119 | 145 | 239 | 333 | 651 |
| 9 | 90 | 109 | 121 | 149 | 239 | 333 | 555 |
| 10 | 90 | 110 | 123 | 151 | 239 | 334 | 478 |
| 11 | 90 | 110 | 123 | 151 | 239 | 333 | 415 |
| 12 | 89 | 109 | 122 | 151 | 238 | 332 | 364 |
| 13 | 88 | 108 | 120 | 150 | 237 | 331 | 331 |
| 14 | 86 | 106 | 119 | 148 | 235 | 329 | 329 |
| 15 | 85 | 105 | 118 | 147 | 234 | 328 | 328 |
| 16 | 83 | 103 | 116 | 145 | 233 | 327 | 327 |
| 17 | 82 | 102 | 115 | 144 | 231 | 325 | 325 |
| 18 | 81 | 101 | 113 | 143 | 230 | 324 | 324 |
| 19 | 79 | 99 | 112 | 141 | 228 | 323 | 323 |
| 20 | 78 | 98 | 111 | 140 | 227 | 321 | 321 |
| 21 | 77 | 97 | 109 | 138 | 226 | 320 | 320 |
| 22 | 75 | 95 | 108 | 137 | 224 | 318 | 318 |
| 23 | 73 | 93 | 106 | 135 | 223 | 317 | 317 |
| 24 | 72 | 92 | 105 | 134 | 221 | 315 | 315 |
| 25 | 70 | 90 | 103 | 132 | 219 | 314 | 314 |
| 26 | 69 | 89 | 102 | 131 | 218 | 312 | 312 |
| 27 | 67 | 87 | 100 | 129 | 216 | 310 | 310 |
| 28 | 65 | 85 | 98 | 127 | 215 | 309 | 309 |
| 29 | 64 | 84 | 97 | 126 | 213 | 307 | 307 |
| 30 | 62 | 83 | 95 | 124 | 212 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

97

119

239

335

3258

2

81

95

101

123

243

359

2449

3

81

95

104

129

238

377

1860

4

81

96

106

132

235

378

1444

5

83

100

111

135

237

371

1148

6

86

103

114

139

237

358

933

7

88

106

117

142

238

342

773

8

89

108

119

145

239

333

651

9

90

109

121

149

239

333

555

10

90

110

123

151

239

334

478

11

90

110

123

151

239

333

415

12

89

109

122

151

238

332

364

13

88

108

120

150

237

331

331

14

86

106

119

148

235

329

329

15

85

105

118

147

234

328

328

16

83

103

116

145

233

327

327

17

82

102

115

144

231

325

325

18

81

101

113

143

230

324

324

19

79

99

112

141

228

323

323

20

78

98

111

140

227

321

321

21

77

97

109

138

226

320

320

22

75

95

108

137

224

318

318

23

73

93

106

135

223

317

317

24

72

92

105

134

221

315

315

25

70

90

103

132

219

314

314

26

69

89

102

131

218

312

312

27

67

87

100

129

216

310

310

28

65

85

98

127

215

309

309

29

64

84

97

126

213

307

307

30

62

83

95

124

212

306

306

3.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 18 | 25 | 47 | 167 | 300 | 3097 |
| 2 | 8 | 21 | 28 | 50 | 170 | 339 | 2302 |
| 3 | 10 | 24 | 33 | 57 | 167 | 353 | 1736 |
| 4 | 12 | 27 | 37 | 63 | 166 | 352 | 1341 |
| 5 | 14 | 30 | 42 | 66 | 167 | 343 | 1062 |
| 6 | 16 | 33 | 45 | 69 | 168 | 330 | 860 |
| 7 | 18 | 36 | 47 | 72 | 168 | 314 | 711 |
| 8 | 18 | 37 | 48 | 74 | 168 | 298 | 597 |
| 9 | 18 | 37 | 49 | 77 | 168 | 281 | 508 |
| 10 | 18 | 38 | 51 | 79 | 168 | 264 | 437 |
| 11 | 18 | 38 | 51 | 80 | 168 | 262 | 379 |
| 12 | 18 | 38 | 51 | 80 | 167 | 261 | 332 |
| 13 | 18 | 38 | 50 | 80 | 167 | 261 | 292 |
| 14 | 17 | 37 | 50 | 79 | 166 | 260 | 260 |
| 15 | 16 | 36 | 49 | 78 | 165 | 259 | 259 |
| 16 | 15 | 35 | 48 | 77 | 165 | 259 | 259 |
| 17 | 15 | 35 | 48 | 77 | 164 | 258 | 258 |
| 18 | 15 | 35 | 47 | 77 | 164 | 258 | 258 |
| 19 | 14 | 34 | 48 | 76 | 164 | 258 | 258 |
| 20 | 15 | 35 | 50 | 77 | 164 | 258 | 258 |
| 21 | 15 | 35 | 53 | 77 | 164 | 258 | 258 |
| 22 | 15 | 35 | 55 | 77 | 164 | 258 | 258 |
| 23 | 15 | 35 | 57 | 77 | 164 | 258 | 258 |
| 24 | 14 | 35 | 60 | 76 | 164 | 258 | 258 |
| 25 | 14 | 34 | 62 | 76 | 164 | 258 | 258 |
| 26 | 14 | 34 | 65 | 76 | 163 | 257 | 257 |
| 27 | 14 | 34 | 67 | 76 | 163 | 257 | 257 |
| 28 | 14 | 34 | 69 | 76 | 163 | 257 | 257 |
| 29 | 14 | 34 | 72 | 76 | 163 | 257 | 257 |
| 30 | 13 | 33 | 74 | 75 | 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

5

18

25

47

167

300

3097

2

8

21

28

50

170

339

2302

3

10

24

33

57

167

353

1736

4

12

27

37

63

166

352

1341

5

14

30

42

66

167

343

1062

6

16

33

45

69

168

330

860

7

18

36

47

72

168

314

711

8

18

37

48

74

168

298

597

9

18

37

49

77

168

281

508

10

18

38

51

79

168

264

437

11

18

38

51

80

168

262

379

12

18

38

51

80

167

261

332

13

18

38

50

80

167

261

292

14

17

37

50

79

166

260

260

15

16

36

49

78

165

259

259

16

15

35

48

77

165

259

259

17

15

35

48

77

164

258

258

18

15

35

47

77

164

258

258

19

14

34

48

76

164

258

258

20

15

35

50

77

164

258

258

21

15

35

53

77

164

258

258

22

15

35

55

77

164

258

258

23

15

35

57

77

164

258

258

24

14

35

60

76

164

258

258

25

14

34

62

76

164

258

258

26

14

34

65

76

163

257

257

27

14

34

67

76

163

257

257

28

14

34

69

76

163

257

257

29

14

34

72

76

163

257

257

30

13

33

74

75

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 | 104 | 110 | 132 | 252 | 348 | 3284 |
| 2 | 91 | 104 | 111 | 133 | 253 | 360 | 2456 |
| 3 | 90 | 104 | 113 | 137 | 247 | 376 | 1860 |
| 4 | 90 | 105 | 116 | 141 | 244 | 377 | 1442 |
| 5 | 91 | 107 | 118 | 143 | 244 | 369 | 1145 |
| 6 | 91 | 109 | 120 | 145 | 243 | 356 | 930 |
| 7 | 93 | 111 | 122 | 147 | 243 | 340 | 770 |
| 8 | 92 | 111 | 122 | 149 | 242 | 337 | 647 |
| 9 | 92 | 111 | 123 | 151 | 241 | 336 | 551 |
| 10 | 91 | 110 | 123 | 152 | 240 | 334 | 474 |
| 11 | 89 | 109 | 122 | 151 | 238 | 332 | 412 |
| 12 | 87 | 107 | 120 | 149 | 236 | 330 | 360 |
| 13 | 85 | 105 | 118 | 147 | 235 | 329 | 329 |
| 14 | 83 | 103 | 116 | 145 | 233 | 327 | 327 |
| 15 | 82 | 102 | 115 | 144 | 231 | 325 | 325 |
| 16 | 80 | 100 | 112 | 142 | 229 | 323 | 323 |
| 17 | 78 | 98 | 111 | 140 | 227 | 321 | 321 |
| 18 | 76 | 96 | 109 | 138 | 226 | 320 | 320 |
| 19 | 75 | 95 | 108 | 137 | 224 | 318 | 318 |
| 20 | 74 | 94 | 107 | 136 | 223 | 317 | 317 |
| 21 | 73 | 93 | 106 | 135 | 222 | 316 | 316 |
| 22 | 72 | 92 | 105 | 134 | 221 | 315 | 315 |
| 23 | 71 | 91 | 104 | 133 | 220 | 314 | 314 |
| 24 | 69 | 89 | 102 | 131 | 219 | 313 | 313 |
| 25 | 68 | 88 | 101 | 130 | 217 | 312 | 312 |
| 26 | 67 | 87 | 100 | 129 | 216 | 310 | 310 |
| 27 | 66 | 86 | 99 | 128 | 215 | 309 | 309 |
| 28 | 65 | 85 | 98 | 127 | 214 | 308 | 308 |
| 29 | 64 | 84 | 97 | 126 | 213 | 307 | 307 |
| 30 | 63 | 83 | 96 | 125 | 212 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

104

110

132

252

348

3284

2

91

104

111

133

253

360

2456

3

90

104

113

137

247

376

1860

4

90

105

116

141

244

377

1442

5

91

107

118

143

244

369

1145

6

91

109

120

145

243

356

930

7

93

111

122

147

243

340

770

8

92

111

122

149

242

337

647

9

92

111

123

151

241

336

551

10

91

110

123

152

240

334

474

11

89

109

122

151

238

332

412

12

87

107

120

149

236

330

360

13

85

105

118

147

235

329

329

14

83

103

116

145

233

327

327

15

82

102

115

144

231

325

325

16

80

100

112

142

229

323

323

17

78

98

111

140

227

321

321

18

76

96

109

138

226

320

320

19

75

95

108

137

224

318

318

20

74

94

107

136

223

317

317

21

73

93

106

135

222

316

316

22

72

92

105

134

221

315

315

23

71

91

104

133

220

314

314

24

69

89

102

131

219

313

313

25

68

88

101

130

217

312

312

26

67

87

100

129

216

310

310

27

66

86

99

128

215

309

309

28

65

85

98

127

214

308

308

29

64

84

97

126

213

307

307

30

63

83

96

125

212

306

306

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 | 328 | 341 | 347 | 369 | 489 | 585 | 3340 |
| 2 | 78 | 91 | 98 | 120 | 240 | 364 | 2489 |
| 3 | 80 | 94 | 103 | 127 | 237 | 379 | 1881 |
| 4 | 82 | 97 | 108 | 133 | 237 | 380 | 1457 |
| 5 | 84 | 100 | 112 | 136 | 238 | 372 | 1157 |
| 6 | 86 | 104 | 115 | 140 | 238 | 359 | 939 |
| 7 | 88 | 107 | 117 | 143 | 239 | 342 | 777 |
| 8 | 89 | 108 | 119 | 146 | 239 | 333 | 653 |
| 9 | 90 | 109 | 121 | 149 | 240 | 334 | 556 |
| 10 | 90 | 110 | 122 | 151 | 239 | 333 | 479 |
| 11 | 90 | 110 | 123 | 152 | 239 | 333 | 416 |
| 12 | 90 | 110 | 123 | 152 | 239 | 333 | 364 |
| 13 | 90 | 110 | 123 | 152 | 240 | 334 | 334 |
| 14 | 91 | 111 | 124 | 153 | 240 | 334 | 334 |
| 15 | 92 | 112 | 124 | 153 | 241 | 335 | 335 |
| 16 | 92 | 112 | 125 | 154 | 242 | 336 | 336 |
| 17 | 93 | 113 | 126 | 155 | 243 | 337 | 337 |
| 18 | 94 | 114 | 127 | 156 | 244 | 338 | 338 |
| 19 | 95 | 115 | 128 | 157 | 244 | 339 | 339 |
| 20 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 22 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 23 | 95 | 115 | 128 | 157 | 244 | 338 | 338 |
| 24 | 94 | 114 | 127 | 156 | 243 | 337 | 337 |
| 25 | 93 | 113 | 126 | 155 | 242 | 336 | 336 |
| 26 | 92 | 112 | 125 | 154 | 241 | 335 | 335 |
| 27 | 91 | 111 | 124 | 153 | 240 | 334 | 334 |
| 28 | 89 | 109 | 122 | 151 | 239 | 333 | 333 |
| 29 | 88 | 108 | 121 | 150 | 237 | 331 | 331 |
| 30 | 86 | 106 | 119 | 148 | 236 | 330 | 330 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

328

341

347

369

489

585

3340

2

78

91

98

120

240

364

2489

3

80

94

103

127

237

379

1881

4

82

97

108

133

237

380

1457

5

84

100

112

136

238

372

1157

6

86

104

115

140

238

359

939

7

88

107

117

143

239

342

777

8

89

108

119

146

239

333

653

9

90

109

121

149

240

334

556

10

90

110

122

151

239

333

479

11

90

110

123

152

239

333

416

12

90

110

123

152

239

333

364

13

90

110

123

152

240

334

334

14

91

111

124

153

240

334

334

15

92

112

124

153

241

335

335

16

92

112

125

154

242

336

336

17

93

113

126

155

243

337

337

18

94

114

127

156

244

338

338

19

95

115

128

157

244

339

339

20

96

116

129

158

245

339

339

21

96

116

129

158

245

339

339

22

96

116

129

158

245

339

339

23

95

115

128

157

244

338

338

24

94

114

127

156

243

337

337

25

93

113

126

155

242

336

336

26

92

112

125

154

241

335

335

27

91

111

124

153

240

334

334

28

89

109

122

151

239

333

333

29

88

108

121

150

237

331

331

30

86

106

119

148

236

330

330

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 6 | 12 | 34 | 154 | 297 | 3063 |
| 2 | 0 | 6 | 12 | 34 | 154 | 336 | 2281 |
| 3 | 1 | 6 | 14 | 39 | 149 | 350 | 1721 |
| 4 | 1 | 6 | 16 | 42 | 145 | 349 | 1329 |
| 5 | 1 | 7 | 19 | 43 | 144 | 341 | 1052 |
| 6 | 2 | 9 | 20 | 45 | 144 | 327 | 853 |
| 7 | 2 | 11 | 22 | 47 | 143 | 312 | 705 |
| 8 | 2 | 11 | 22 | 49 | 142 | 295 | 592 |
| 9 | 2 | 11 | 24 | 51 | 141 | 278 | 504 |
| 10 | 4 | 11 | 26 | 52 | 141 | 262 | 434 |
| 11 | 4 | 11 | 29 | 53 | 140 | 246 | 377 |
| 12 | 4 | 11 | 32 | 53 | 140 | 234 | 330 |
| 13 | 4 | 11 | 33 | 53 | 140 | 235 | 291 |
| 14 | 4 | 11 | 36 | 53 | 141 | 235 | 257 |
| 15 | 5 | 12 | 39 | 54 | 141 | 235 | 235 |
| 16 | 6 | 13 | 40 | 54 | 141 | 235 | 235 |
| 17 | 6 | 14 | 43 | 54 | 141 | 235 | 235 |
| 18 | 6 | 14 | 46 | 55 | 142 | 236 | 236 |
| 19 | 7 | 15 | 48 | 55 | 142 | 237 | 237 |
| 20 | 7 | 16 | 50 | 56 | 143 | 237 | 237 |
| 21 | 7 | 17 | 53 | 57 | 144 | 238 | 238 |
| 22 | 8 | 17 | 55 | 60 | 145 | 239 | 239 |
| 23 | 8 | 19 | 57 | 62 | 145 | 239 | 239 |
| 24 | 8 | 20 | 60 | 64 | 146 | 240 | 240 |
| 25 | 9 | 20 | 62 | 65 | 146 | 240 | 240 |
| 26 | 9 | 22 | 65 | 67 | 147 | 241 | 241 |
| 27 | 9 | 22 | 67 | 69 | 147 | 241 | 241 |
| 28 | 10 | 23 | 69 | 71 | 147 | 241 | 241 |
| 29 | 10 | 24 | 72 | 73 | 148 | 242 | 242 |
| 30 | 10 | 24 | 74 | 74 | 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

6

12

34

154

297

3063

2

0

6

12

34

154

336

2281

3

1

6

14

39

149

350

1721

4

1

6

16

42

145

349

1329

5

1

7

19

43

144

341

1052

6

2

9

20

45

144

327

853

7

2

11

22

47

143

312

705

8

2

11

22

49

142

295

592

9

2

11

24

51

141

278

504

10

4

11

26

52

141

262

434

11

4

11

29

53

140

246

377

12

4

11

32

53

140

234

330

13

4

11

33

53

140

235

291

14

4

11

36

53

141

235

257

15

5

12

39

54

141

235

235

16

6

13

40

54

141

235

235

17

6

14

43

54

141

235

235

18

6

14

46

55

142

236

236

19

7

15

48

55

142

237

237

20

7

16

50

56

143

237

237

21

7

17

53

57

144

238

238

22

8

17

55

60

145

239

239

23

8

19

57

62

145

239

239

24

8

20

60

64

146

240

240

25

9

20

62

65

146

240

240

26

9

22

65

67

147

241

241

27

9

22

67

69

147

241

241

28

10

23

69

71

147

241

241

29

10

24

72

73

148

242

242

30

10

24

74

74

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 | 61 | 67 | 90 | 210 | 306 | 3070 |
| 2 | 49 | 62 | 68 | 90 | 210 | 337 | 2286 |
| 3 | 48 | 62 | 70 | 95 | 205 | 351 | 1725 |
| 4 | 47 | 62 | 73 | 98 | 202 | 350 | 1333 |
| 5 | 47 | 63 | 75 | 99 | 201 | 342 | 1056 |
| 6 | 48 | 66 | 77 | 102 | 200 | 328 | 856 |
| 7 | 49 | 67 | 78 | 103 | 199 | 313 | 708 |
| 8 | 48 | 67 | 78 | 105 | 198 | 296 | 595 |
| 9 | 48 | 67 | 79 | 107 | 198 | 292 | 506 |
| 10 | 47 | 67 | 79 | 108 | 196 | 290 | 436 |
| 11 | 45 | 65 | 78 | 107 | 195 | 289 | 379 |
| 12 | 44 | 64 | 77 | 106 | 193 | 287 | 332 |
| 13 | 43 | 63 | 75 | 104 | 192 | 286 | 292 |
| 14 | 41 | 61 | 74 | 103 | 190 | 284 | 284 |
| 15 | 40 | 60 | 73 | 102 | 189 | 283 | 283 |
| 16 | 38 | 58 | 71 | 100 | 187 | 281 | 281 |
| 17 | 37 | 57 | 70 | 99 | 186 | 280 | 280 |
| 18 | 36 | 56 | 69 | 98 | 185 | 279 | 279 |
| 19 | 35 | 55 | 68 | 97 | 184 | 278 | 278 |
| 20 | 35 | 55 | 67 | 97 | 184 | 278 | 278 |
| 21 | 34 | 54 | 67 | 96 | 183 | 277 | 277 |
| 22 | 33 | 53 | 66 | 95 | 183 | 277 | 277 |
| 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 24 | 32 | 52 | 65 | 94 | 181 | 275 | 275 |
| 25 | 31 | 51 | 64 | 93 | 181 | 275 | 275 |
| 26 | 31 | 51 | 65 | 93 | 180 | 274 | 274 |
| 27 | 30 | 50 | 67 | 92 | 179 | 273 | 273 |
| 28 | 29 | 49 | 70 | 91 | 178 | 273 | 273 |
| 29 | 29 | 49 | 72 | 91 | 178 | 272 | 272 |
| 30 | 28 | 48 | 74 | 90 | 177 | 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

48

61

67

90

210

306

3070

2

49

62

68

90

210

337

2286

3

48

62

70

95

205

351

1725

4

47

62

73

98

202

350

1333

5

47

63

75

99

201

342

1056

6

48

66

77

102

200

328

856

7

49

67

78

103

199

313

708

8

48

67

78

105

198

296

595

9

48

67

79

107

198

292

506

10

47

67

79

108

196

290

436

11

45

65

78

107

195

289

379

12

44

64

77

106

193

287

332

13

43

63

75

104

192

286

292

14

41

61

74

103

190

284

284

15

40

60

73

102

189

283

283

16

38

58

71

100

187

281

281

17

37

57

70

99

186

280

280

18

36

56

69

98

185

279

279

19

35

55

68

97

184

278

278

20

35

55

67

97

184

278

278

21

34

54

67

96

183

277

277

22

33

53

66

95

183

277

277

23

33

53

66

95

182

276

276

24

32

52

65

94

181

275

275

25

31

51

64

93

181

275

275

26

31

51

65

93

180

274

274

27

30

50

67

92

179

273

273

28

29

49

70

91

178

273

273

29

29

49

72

91

178

272

272

30

28

48

74

90

177

271

271

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 | 125 | 131 | 153 | 273 | 369 | 3295 |
| 2 | 113 | 126 | 132 | 154 | 274 | 370 | 2464 |
| 3 | 113 | 127 | 136 | 160 | 270 | 378 | 1869 |
| 4 | 114 | 129 | 139 | 165 | 268 | 380 | 1452 |
| 5 | 115 | 131 | 143 | 167 | 268 | 373 | 1157 |
| 6 | 116 | 134 | 145 | 170 | 268 | 362 | 943 |
| 7 | 117 | 136 | 146 | 172 | 268 | 362 | 784 |
| 8 | 117 | 136 | 147 | 174 | 267 | 361 | 662 |
| 9 | 116 | 136 | 148 | 176 | 266 | 360 | 565 |
| 10 | 116 | 136 | 148 | 177 | 265 | 359 | 488 |
| 11 | 115 | 135 | 147 | 176 | 264 | 358 | 425 |
| 12 | 113 | 133 | 146 | 175 | 262 | 356 | 372 |
| 13 | 111 | 131 | 144 | 173 | 260 | 354 | 354 |
| 14 | 109 | 129 | 142 | 171 | 258 | 352 | 352 |
| 15 | 107 | 127 | 140 | 169 | 256 | 350 | 350 |
| 16 | 104 | 124 | 137 | 166 | 254 | 348 | 348 |
| 17 | 102 | 122 | 135 | 164 | 251 | 345 | 345 |
| 18 | 100 | 120 | 133 | 162 | 249 | 343 | 343 |
| 19 | 98 | 118 | 131 | 160 | 247 | 341 | 341 |
| 20 | 96 | 116 | 129 | 158 | 246 | 340 | 340 |
| 21 | 95 | 115 | 127 | 157 | 244 | 338 | 338 |
| 22 | 93 | 113 | 126 | 155 | 242 | 336 | 336 |
| 23 | 91 | 111 | 124 | 153 | 240 | 334 | 334 |
| 24 | 89 | 109 | 122 | 151 | 238 | 332 | 332 |
| 25 | 87 | 107 | 120 | 149 | 236 | 331 | 331 |
| 26 | 85 | 106 | 118 | 147 | 235 | 329 | 329 |
| 27 | 84 | 104 | 117 | 146 | 233 | 327 | 327 |
| 28 | 82 | 102 | 115 | 144 | 231 | 325 | 325 |
| 29 | 80 | 100 | 113 | 142 | 230 | 324 | 324 |
| 30 | 79 | 99 | 112 | 141 | 228 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit 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

125

131

153

273

369

3295

2

113

126

132

154

274

370

2464

3

113

127

136

160

270

378

1869

4

114

129

139

165

268

380

1452

5

115

131

143

167

268

373

1157

6

116

134

145

170

268

362

943

7

117

136

146

172

268

362

784

8

117

136

147

174

267

361

662

9

116

136

148

176

266

360

565

10

116

136

148

177

265

359

488

11

115

135

147

176

264

358

425

12

113

133

146

175

262

356

372

13

111

131

144

173

260

354

354

14

109

129

142

171

258

352

352

15

107

127

140

169

256

350

350

16

104

124

137

166

254

348

348

17

102

122

135

164

251

345

345

18

100

120

133

162

249

343

343

19

98

118

131

160

247

341

341

20

96

116

129

158

246

340

340

21

95

115

127

157

244

338

338

22

93

113

126

155

242

336

336

23

91

111

124

153

240

334

334

24

89

109

122

151

238

332

332

25

87

107

120

149

236

331

331

26

85

106

118

147

235

329

329

27

84

104

117

146

233

327

327

28

82

102

115

144

231

325

325

29

80

100

113

142

230

324

324

30

79

99

112

141

228

322

322

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 | 165 | 178 | 185 | 207 | 327 | 423 | 3209 |
| 2 | 174 | 187 | 194 | 216 | 336 | 432 | 2422 |
| 3 | 178 | 192 | 201 | 225 | 335 | 431 | 1849 |
| 4 | 180 | 194 | 205 | 230 | 334 | 429 | 1441 |
| 5 | 180 | 196 | 208 | 232 | 334 | 428 | 1148 |
| 6 | 181 | 198 | 209 | 234 | 332 | 427 | 935 |
| 7 | 181 | 199 | 210 | 235 | 331 | 425 | 775 |
| 8 | 179 | 198 | 210 | 236 | 330 | 424 | 653 |
| 9 | 178 | 198 | 210 | 238 | 328 | 422 | 557 |
| 10 | 177 | 197 | 210 | 239 | 327 | 421 | 480 |
| 11 | 176 | 196 | 209 | 237 | 325 | 419 | 419 |
| 12 | 173 | 193 | 206 | 235 | 322 | 417 | 417 |
| 13 | 170 | 190 | 203 | 232 | 320 | 414 | 414 |
| 14 | 167 | 187 | 200 | 229 | 317 | 411 | 411 |
| 15 | 164 | 184 | 197 | 226 | 313 | 408 | 408 |
| 16 | 161 | 181 | 194 | 223 | 310 | 404 | 404 |
| 17 | 158 | 178 | 191 | 220 | 307 | 401 | 401 |
| 18 | 155 | 175 | 188 | 217 | 304 | 398 | 398 |
| 19 | 152 | 172 | 185 | 214 | 301 | 395 | 395 |
| 20 | 149 | 169 | 182 | 211 | 298 | 392 | 392 |
| 21 | 146 | 166 | 179 | 208 | 295 | 389 | 389 |
| 22 | 143 | 163 | 176 | 205 | 292 | 386 | 386 |
| 23 | 140 | 160 | 173 | 202 | 289 | 383 | 383 |
| 24 | 137 | 157 | 169 | 199 | 286 | 380 | 380 |
| 25 | 134 | 154 | 166 | 195 | 283 | 377 | 377 |
| 26 | 131 | 151 | 163 | 192 | 280 | 374 | 374 |
| 27 | 128 | 148 | 160 | 190 | 277 | 371 | 371 |
| 28 | 125 | 145 | 158 | 187 | 274 | 368 | 368 |
| 29 | 122 | 142 | 155 | 184 | 271 | 365 | 365 |
| 30 | 119 | 139 | 152 | 181 | 269 | 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

165

178

185

207

327

423

3209

2

174

187

194

216

336

432

2422

3

178

192

201

225

335

431

1849

4

180

194

205

230

334

429

1441

5

180

196

208

232

334

428

1148

6

181

198

209

234

332

427

935

7

181

199

210

235

331

425

775

8

179

198

210

236

330

424

653

9

178

198

210

238

328

422

557

10

177

197

210

239

327

421

480

11

176

196

209

237

325

419

419

12

173

193

206

235

322

417

417

13

170

190

203

232

320

414

414

14

167

187

200

229

317

411

411

15

164

184

197

226

313

408

408

16

161

181

194

223

310

404

404

17

158

178

191

220

307

401

401

18

155

175

188

217

304

398

398

19

152

172

185

214

301

395

395

20

149

169

182

211

298

392

392

21

146

166

179

208

295

389

389

22

143

163

176

205

292

386

386

23

140

160

173

202

289

383

383

24

137

157

169

199

286

380

380

25

134

154

166

195

283

377

377

26

131

151

163

192

280

374

374

27

128

148

160

190

277

371

371

28

125

145

158

187

274

368

368

29

122

142

155

184

271

365

365

30

119

139

152

181

269

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 | 26 | 39 | 45 | 67 | 187 | 303 | 3132 |
| 2 | 26 | 40 | 46 | 68 | 188 | 343 | 2335 |
| 3 | 26 | 40 | 49 | 73 | 183 | 358 | 1764 |
| 4 | 26 | 41 | 51 | 77 | 180 | 358 | 1364 |
| 5 | 26 | 42 | 54 | 78 | 180 | 350 | 1081 |
| 6 | 27 | 44 | 56 | 81 | 179 | 336 | 877 |
| 7 | 28 | 46 | 57 | 82 | 178 | 320 | 725 |
| 8 | 27 | 46 | 57 | 83 | 177 | 303 | 609 |
| 9 | 26 | 46 | 58 | 85 | 176 | 286 | 518 |
| 10 | 26 | 46 | 58 | 87 | 175 | 269 | 446 |
| 11 | 25 | 45 | 58 | 87 | 174 | 269 | 387 |
| 12 | 25 | 45 | 57 | 87 | 174 | 268 | 339 |
| 13 | 24 | 44 | 57 | 86 | 173 | 267 | 299 |
| 14 | 24 | 44 | 56 | 85 | 173 | 267 | 267 |
| 15 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 16 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 17 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 18 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 19 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 20 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 21 | 23 | 43 | 56 | 85 | 172 | 266 | 266 |
| 22 | 23 | 43 | 57 | 85 | 172 | 266 | 266 |
| 23 | 23 | 43 | 58 | 85 | 172 | 266 | 266 |
| 24 | 23 | 43 | 61 | 85 | 172 | 266 | 266 |
| 25 | 22 | 42 | 64 | 84 | 172 | 266 | 266 |
| 26 | 22 | 42 | 66 | 84 | 171 | 265 | 265 |
| 27 | 22 | 42 | 68 | 84 | 171 | 265 | 265 |
| 28 | 22 | 42 | 71 | 84 | 171 | 265 | 265 |
| 29 | 21 | 41 | 73 | 83 | 170 | 265 | 265 |
| 30 | 21 | 41 | 76 | 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

26

39

45

67

187

303

3132

2

26

40

46

68

188

343

2335

3

26

40

49

73

183

358

1764

4

26

41

51

77

180

358

1364

5

26

42

54

78

180

350

1081

6

27

44

56

81

179

336

877

7

28

46

57

82

178

320

725

8

27

46

57

83

177

303

609

9

26

46

58

85

176

286

518

10

26

46

58

87

175

269

446

11

25

45

58

87

174

269

387

12

25

45

57

87

174

268

339

13

24

44

57

86

173

267

299

14

24

44

56

85

173

267

267

15

23

43

56

85

172

266

266

16

23

43

56

85

172

266

266

17

23

43

56

85

172

266

266

18

23

43

56

85

172

266

266

19

23

43

56

85

172

266

266

20

23

43

56

85

172

266

266

21

23

43

56

85

172

266

266

22

23

43

57

85

172

266

266

23

23

43

58

85

172

266

266

24

23

43

61

85

172

266

266

25

22

42

64

84

172

266

266

26

22

42

66

84

171

265

265

27

22

42

68

84

171

265

265

28

22

42

71

84

171

265

265

29

21

41

73

83

170

265

265

30

21

41

76

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 | 23 | 36 | 42 | 64 | 184 | 306 | 3164 |
| 2 | 24 | 38 | 44 | 66 | 186 | 347 | 2362 |
| 3 | 25 | 39 | 48 | 72 | 182 | 362 | 1786 |
| 4 | 26 | 41 | 52 | 77 | 181 | 362 | 1381 |
| 5 | 28 | 44 | 56 | 80 | 182 | 354 | 1095 |
| 6 | 30 | 47 | 59 | 83 | 182 | 341 | 888 |
| 7 | 32 | 50 | 61 | 86 | 182 | 325 | 735 |
| 8 | 32 | 51 | 62 | 89 | 182 | 308 | 618 |
| 9 | 32 | 52 | 64 | 92 | 182 | 290 | 526 |
| 10 | 33 | 53 | 66 | 94 | 183 | 277 | 453 |
| 11 | 34 | 54 | 66 | 95 | 183 | 277 | 393 |
| 12 | 34 | 54 | 67 | 96 | 183 | 277 | 344 |
| 13 | 34 | 54 | 67 | 96 | 183 | 277 | 304 |
| 14 | 33 | 53 | 66 | 95 | 183 | 277 | 277 |
| 15 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 16 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 17 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 18 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 19 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 20 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 21 | 33 | 53 | 66 | 95 | 183 | 277 | 277 |
| 22 | 33 | 53 | 66 | 95 | 182 | 277 | 277 |
| 23 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 24 | 33 | 53 | 66 | 95 | 182 | 276 | 276 |
| 25 | 32 | 52 | 65 | 94 | 181 | 276 | 276 |
| 26 | 32 | 52 | 67 | 94 | 181 | 275 | 275 |
| 27 | 31 | 51 | 70 | 93 | 181 | 275 | 275 |
| 28 | 31 | 51 | 72 | 93 | 180 | 274 | 274 |
| 29 | 30 | 50 | 75 | 92 | 179 | 274 | 274 |
| 30 | 30 | 50 | 77 | 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

23

36

42

64

184

306

3164

2

24

38

44

66

186

347

2362

3

25

39

48

72

182

362

1786

4

26

41

52

77

181

362

1381

5

28

44

56

80

182

354

1095

6

30

47

59

83

182

341

888

7

32

50

61

86

182

325

735

8

32

51

62

89

182

308

618

9

32

52

64

92

182

290

526

10

33

53

66

94

183

277

453

11

34

54

66

95

183

277

393

12

34

54

67

96

183

277

344

13

34

54

67

96

183

277

304

14

33

53

66

95

183

277

277

15

33

53

66

95

182

277

277

16

33

53

66

95

182

276

276

17

33

53

66

95

182

276

276

18

33

53

66

95

182

276

276

19

33

53

66

95

182

276

276

20

33

53

66

95

182

277

277

21

33

53

66

95

183

277

277

22

33

53

66

95

182

277

277

23

33

53

66

95

182

276

276

24

33

53

66

95

182

276

276

25

32

52

65

94

181

276

276

26

32

52

67

94

181

275

275

27

31

51

70

93

181

275

275

28

31

51

72

93

180

274

274

29

30

50

75

92

179

274

274

30

30

50

77

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 | 122 | 135 | 141 | 163 | 283 | 379 | 3343 |
| 2 | 120 | 133 | 140 | 162 | 282 | 378 | 2502 |
| 3 | 119 | 133 | 141 | 166 | 275 | 382 | 1892 |
| 4 | 118 | 133 | 143 | 169 | 272 | 382 | 1462 |
| 5 | 118 | 134 | 146 | 170 | 271 | 373 | 1158 |
| 6 | 118 | 135 | 146 | 171 | 269 | 364 | 938 |
| 7 | 118 | 136 | 147 | 172 | 268 | 362 | 775 |
| 8 | 117 | 136 | 148 | 174 | 268 | 362 | 651 |
| 9 | 116 | 136 | 148 | 176 | 266 | 360 | 554 |
| 10 | 116 | 136 | 149 | 177 | 266 | 360 | 477 |
| 11 | 116 | 136 | 148 | 177 | 265 | 359 | 414 |
| 12 | 114 | 134 | 147 | 176 | 264 | 358 | 362 |
| 13 | 113 | 133 | 146 | 175 | 262 | 356 | 356 |
| 14 | 112 | 132 | 145 | 174 | 261 | 355 | 355 |
| 15 | 110 | 130 | 143 | 172 | 259 | 353 | 353 |
| 16 | 108 | 128 | 140 | 169 | 257 | 351 | 351 |
| 17 | 105 | 125 | 138 | 167 | 254 | 348 | 348 |
| 18 | 103 | 123 | 136 | 165 | 252 | 346 | 346 |
| 19 | 100 | 121 | 133 | 162 | 250 | 344 | 344 |
| 20 | 98 | 118 | 131 | 160 | 248 | 342 | 342 |
| 21 | 96 | 116 | 129 | 158 | 245 | 339 | 339 |
| 22 | 94 | 114 | 127 | 156 | 243 | 337 | 337 |
| 23 | 92 | 112 | 125 | 154 | 241 | 335 | 335 |
| 24 | 89 | 109 | 122 | 151 | 239 | 333 | 333 |
| 25 | 87 | 107 | 120 | 149 | 236 | 331 | 331 |
| 26 | 85 | 105 | 118 | 147 | 234 | 328 | 328 |
| 27 | 83 | 103 | 116 | 145 | 232 | 326 | 326 |
| 28 | 81 | 101 | 114 | 143 | 230 | 324 | 324 |
| 29 | 79 | 99 | 112 | 141 | 228 | 322 | 322 |
| 30 | 77 | 97 | 110 | 139 | 226 | 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

122

135

141

163

283

379

3343

2

120

133

140

162

282

378

2502

3

119

133

141

166

275

382

1892

4

118

133

143

169

272

382

1462

5

118

134

146

170

271

373

1158

6

118

135

146

171

269

364

938

7

118

136

147

172

268

362

775

8

117

136

148

174

268

362

651

9

116

136

148

176

266

360

554

10

116

136

149

177

266

360

477

11

116

136

148

177

265

359

414

12

114

134

147

176

264

358

362

13

113

133

146

175

262

356

356

14

112

132

145

174

261

355

355

15

110

130

143

172

259

353

353

16

108

128

140

169

257

351

351

17

105

125

138

167

254

348

348

18

103

123

136

165

252

346

346

19

100

121

133

162

250

344

344

20

98

118

131

160

248

342

342

21

96

116

129

158

245

339

339

22

94

114

127

156

243

337

337

23

92

112

125

154

241

335

335

24

89

109

122

151

239

333

333

25

87

107

120

149

236

331

331

26

85

105

118

147

234

328

328

27

83

103

116

145

232

326

326

28

81

101

114

143

230

324

324

29

79

99

112

141

228

322

322

30

77

97

110

139

226

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 | 7 | 13 | 35 | 155 | 298 | 3070 |
| 2 | 0 | 8 | 15 | 37 | 157 | 337 | 2290 |
| 3 | 1 | 10 | 19 | 43 | 153 | 352 | 1730 |
| 4 | 1 | 12 | 23 | 48 | 152 | 352 | 1337 |
| 5 | 1 | 15 | 27 | 51 | 152 | 343 | 1060 |
| 6 | 2 | 18 | 30 | 55 | 153 | 330 | 859 |
| 7 | 3 | 21 | 32 | 57 | 153 | 314 | 710 |
| 8 | 3 | 22 | 33 | 60 | 153 | 298 | 597 |
| 9 | 3 | 23 | 35 | 62 | 153 | 281 | 508 |
| 10 | 4 | 23 | 36 | 64 | 153 | 264 | 437 |
| 11 | 4 | 23 | 36 | 65 | 153 | 248 | 379 |
| 12 | 4 | 23 | 36 | 65 | 152 | 246 | 332 |
| 13 | 4 | 23 | 36 | 65 | 152 | 246 | 292 |
| 14 | 4 | 23 | 36 | 65 | 152 | 246 | 259 |
| 15 | 5 | 22 | 39 | 64 | 152 | 246 | 246 |
| 16 | 6 | 22 | 41 | 64 | 151 | 245 | 245 |
| 17 | 6 | 22 | 43 | 64 | 151 | 245 | 245 |
| 18 | 6 | 22 | 46 | 64 | 151 | 245 | 245 |
| 19 | 7 | 22 | 48 | 64 | 151 | 246 | 246 |
| 20 | 7 | 23 | 50 | 65 | 152 | 246 | 246 |
| 21 | 7 | 23 | 53 | 65 | 152 | 246 | 246 |
| 22 | 8 | 24 | 55 | 65 | 153 | 247 | 247 |
| 23 | 8 | 24 | 57 | 66 | 153 | 247 | 247 |
| 24 | 8 | 24 | 60 | 66 | 153 | 247 | 247 |
| 25 | 9 | 24 | 62 | 66 | 153 | 247 | 247 |
| 26 | 9 | 24 | 65 | 67 | 154 | 248 | 248 |
| 27 | 9 | 24 | 67 | 69 | 154 | 248 | 248 |
| 28 | 10 | 25 | 69 | 71 | 154 | 248 | 248 |
| 29 | 10 | 25 | 72 | 73 | 154 | 248 | 248 |
| 30 | 10 | 25 | 74 | 74 | 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

7

13

35

155

298

3070

2

0

8

15

37

157

337

2290

3

1

10

19

43

153

352

1730

4

1

12

23

48

152

352

1337

5

1

15

27

51

152

343

1060

6

2

18

30

55

153

330

859

7

3

21

32

57

153

314

710

8

3

22

33

60

153

298

597

9

3

23

35

62

153

281

508

10

4

23

36

64

153

264

437

11

4

23

36

65

153

248

379

12

4

23

36

65

152

246

332

13

4

23

36

65

152

246

292

14

4

23

36

65

152

246

259

15

5

22

39

64

152

246

246

16

6

22

41

64

151

245

245

17

6

22

43

64

151

245

245

18

6

22

46

64

151

245

245

19

7

22

48

64

151

246

246

20

7

23

50

65

152

246

246

21

7

23

53

65

152

246

246

22

8

24

55

65

153

247

247

23

8

24

57

66

153

247

247

24

8

24

60

66

153

247

247

25

9

24

62

66

153

247

247

26

9

24

65

67

154

248

248

27

9

24

67

69

154

248

248

28

10

25

69

71

154

248

248

29

10

25

72

73

154

248

248

30

10

25

74

74

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 | 50 | 73 | 193 | 299 | 3087 |
| 2 | 31 | 44 | 51 | 73 | 193 | 339 | 2299 |
| 3 | 30 | 44 | 52 | 77 | 186 | 353 | 1735 |
| 4 | 29 | 44 | 54 | 80 | 183 | 352 | 1340 |
| 5 | 28 | 45 | 56 | 80 | 182 | 343 | 1062 |
| 6 | 31 | 48 | 60 | 85 | 183 | 330 | 860 |
| 7 | 29 | 47 | 58 | 83 | 179 | 314 | 711 |
| 8 | 33 | 52 | 63 | 90 | 183 | 298 | 597 |
| 9 | 32 | 52 | 64 | 91 | 182 | 281 | 508 |
| 10 | 27 | 47 | 59 | 88 | 176 | 270 | 437 |
| 11 | 22 | 42 | 55 | 84 | 172 | 266 | 379 |
| 12 | 19 | 39 | 52 | 81 | 168 | 262 | 331 |
| 13 | 17 | 37 | 50 | 79 | 166 | 260 | 292 |
| 14 | 15 | 35 | 48 | 77 | 164 | 258 | 258 |
| 15 | 13 | 33 | 46 | 75 | 162 | 257 | 257 |
| 16 | 12 | 32 | 45 | 74 | 161 | 255 | 255 |
| 17 | 11 | 31 | 44 | 73 | 160 | 254 | 254 |
| 18 | 10 | 30 | 46 | 72 | 159 | 254 | 254 |
| 19 | 10 | 30 | 47 | 72 | 159 | 253 | 253 |
| 20 | 10 | 30 | 50 | 72 | 159 | 253 | 253 |
| 21 | 10 | 30 | 53 | 72 | 159 | 253 | 253 |
| 22 | 10 | 30 | 54 | 72 | 159 | 253 | 253 |
| 23 | 10 | 30 | 57 | 72 | 159 | 253 | 253 |
| 24 | 10 | 30 | 59 | 72 | 159 | 253 | 253 |
| 25 | 10 | 30 | 62 | 72 | 159 | 253 | 253 |
| 26 | 9 | 29 | 64 | 71 | 159 | 253 | 253 |
| 27 | 9 | 29 | 67 | 71 | 159 | 253 | 253 |
| 28 | 10 | 29 | 69 | 71 | 158 | 252 | 252 |
| 29 | 10 | 29 | 72 | 72 | 158 | 252 | 252 |
| 30 | 10 | 29 | 74 | 74 | 158 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

50

73

193

299

3087

2

31

44

51

73

193

339

2299

3

30

44

52

77

186

353

1735

4

29

44

54

80

183

352

1340

5

28

45

56

80

182

343

1062

6

31

48

60

85

183

330

860

7

29

47

58

83

179

314

711

8

33

52

63

90

183

298

597

9

32

52

64

91

182

281

508

10

27

47

59

88

176

270

437

11

22

42

55

84

172

266

379

12

19

39

52

81

168

262

331

13

17

37

50

79

166

260

292

14

15

35

48

77

164

258

258

15

13

33

46

75

162

257

257

16

12

32

45

74

161

255

255

17

11

31

44

73

160

254

254

18

10

30

46

72

159

254

254

19

10

30

47

72

159

253

253

20

10

30

50

72

159

253

253

21

10

30

53

72

159

253

253

22

10

30

54

72

159

253

253

23

10

30

57

72

159

253

253

24

10

30

59

72

159

253

253

25

10

30

62

72

159

253

253

26

9

29

64

71

159

253

253

27

9

29

67

71

159

253

253

28

10

29

69

71

158

252

252

29

10

29

72

72

158

252

252

30

10

29

74

74

158

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 | 196 | 209 | 215 | 237 | 357 | 454 | 3599 |
| 2 | 192 | 205 | 212 | 234 | 354 | 450 | 2730 |
| 3 | 186 | 200 | 209 | 233 | 343 | 439 | 2079 |
| 4 | 182 | 197 | 207 | 233 | 336 | 431 | 1613 |
| 5 | 177 | 193 | 205 | 229 | 331 | 425 | 1280 |
| 6 | 174 | 191 | 203 | 228 | 326 | 420 | 1038 |
| 7 | 171 | 189 | 200 | 225 | 321 | 415 | 857 |
| 8 | 166 | 185 | 197 | 223 | 317 | 411 | 719 |
| 9 | 162 | 182 | 194 | 222 | 312 | 406 | 611 |
| 10 | 159 | 178 | 191 | 220 | 308 | 402 | 524 |
| 11 | 155 | 175 | 187 | 216 | 304 | 398 | 454 |
| 12 | 150 | 171 | 183 | 212 | 300 | 394 | 396 |
| 13 | 146 | 167 | 179 | 208 | 296 | 390 | 390 |
| 14 | 143 | 163 | 176 | 205 | 292 | 386 | 386 |
| 15 | 139 | 159 | 172 | 201 | 288 | 382 | 382 |
| 16 | 136 | 156 | 169 | 198 | 285 | 379 | 379 |
| 17 | 132 | 152 | 165 | 194 | 282 | 376 | 376 |
| 18 | 129 | 149 | 162 | 191 | 279 | 373 | 373 |
| 19 | 127 | 147 | 159 | 189 | 276 | 370 | 370 |
| 20 | 124 | 144 | 157 | 186 | 273 | 367 | 367 |
| 21 | 121 | 141 | 154 | 183 | 270 | 364 | 364 |
| 22 | 118 | 138 | 151 | 180 | 268 | 362 | 362 |
| 23 | 116 | 136 | 149 | 178 | 265 | 359 | 359 |
| 24 | 113 | 133 | 146 | 175 | 262 | 356 | 356 |
| 25 | 111 | 131 | 143 | 173 | 260 | 354 | 354 |
| 26 | 108 | 128 | 141 | 170 | 257 | 351 | 351 |
| 27 | 106 | 126 | 139 | 168 | 255 | 349 | 349 |
| 28 | 103 | 123 | 136 | 165 | 253 | 347 | 347 |
| 29 | 101 | 121 | 134 | 163 | 250 | 345 | 345 |
| 30 | 99 | 119 | 132 | 161 | 248 | 342 | 342 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

196

209

215

237

357

454

3599

2

192

205

212

234

354

450

2730

3

186

200

209

233

343

439

2079

4

182

197

207

233

336

431

1613

5

177

193

205

229

331

425

1280

6

174

191

203

228

326

420

1038

7

171

189

200

225

321

415

857

8

166

185

197

223

317

411

719

9

162

182

194

222

312

406

611

10

159

178

191

220

308

402

524

11

155

175

187

216

304

398

454

12

150

171

183

212

300

394

396

13

146

167

179

208

296

390

390

14

143

163

176

205

292

386

386

15

139

159

172

201

288

382

382

16

136

156

169

198

285

379

379

17

132

152

165

194

282

376

376

18

129

149

162

191

279

373

373

19

127

147

159

189

276

370

370

20

124

144

157

186

273

367

367

21

121

141

154

183

270

364

364

22

118

138

151

180

268

362

362

23

116

136

149

178

265

359

359

24

113

133

146

175

262

356

356

25

111

131

143

173

260

354

354

26

108

128

141

170

257

351

351

27

106

126

139

168

255

349

349

28

103

123

136

165

253

347

347

29

101

121

134

163

250

345

345

30

99

119

132

161

248

342

342

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 | 172 | 299 | 3078 |
| 2 | 0 | 14 | 26 | 52 | 172 | 337 | 2288 |
| 3 | 1 | 17 | 28 | 56 | 169 | 351 | 1725 |
| 4 | 1 | 20 | 32 | 61 | 167 | 350 | 1332 |
| 5 | 2 | 23 | 36 | 67 | 168 | 341 | 1055 |
| 6 | 4 | 27 | 39 | 69 | 169 | 328 | 855 |
| 7 | 7 | 31 | 42 | 71 | 169 | 313 | 707 |
| 8 | 9 | 34 | 46 | 74 | 169 | 296 | 594 |
| 9 | 11 | 37 | 50 | 76 | 169 | 279 | 506 |
| 10 | 12 | 38 | 51 | 77 | 169 | 263 | 435 |
| 11 | 13 | 40 | 52 | 78 | 169 | 263 | 378 |
| 12 | 14 | 41 | 54 | 79 | 169 | 263 | 331 |
| 13 | 14 | 43 | 54 | 80 | 169 | 263 | 291 |
| 14 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 15 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 16 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 17 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 18 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 19 | 15 | 43 | 55 | 80 | 169 | 263 | 263 |
| 20 | 15 | 43 | 55 | 80 | 169 | 264 | 264 |
| 21 | 15 | 43 | 55 | 80 | 170 | 264 | 264 |
| 22 | 15 | 43 | 55 | 80 | 170 | 264 | 264 |
| 23 | 15 | 43 | 57 | 80 | 170 | 264 | 264 |
| 24 | 15 | 43 | 59 | 80 | 170 | 264 | 264 |
| 25 | 15 | 43 | 62 | 80 | 170 | 264 | 264 |
| 26 | 15 | 43 | 64 | 80 | 169 | 264 | 264 |
| 27 | 15 | 43 | 67 | 80 | 169 | 263 | 263 |
| 28 | 15 | 43 | 69 | 80 | 169 | 263 | 263 |
| 29 | 15 | 43 | 71 | 80 | 169 | 263 | 263 |
| 30 | 15 | 43 | 74 | 80 | 169 | 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

172

299

3078

2

0

14

26

52

172

337

2288

3

1

17

28

56

169

351

1725

4

1

20

32

61

167

350

1332

5

2

23

36

67

168

341

1055

6

4

27

39

69

169

328

855

7

7

31

42

71

169

313

707

8

9

34

46

74

169

296

594

9

11

37

50

76

169

279

506

10

12

38

51

77

169

263

435

11

13

40

52

78

169

263

378

12

14

41

54

79

169

263

331

13

14

43

54

80

169

263

291

14

15

43

55

80

169

263

263

15

15

43

55

80

169

263

263

16

15

43

55

80

169

263

263

17

15

43

55

80

169

263

263

18

15

43

55

80

169

263

263

19

15

43

55

80

169

263

263

20

15

43

55

80

169

264

264

21

15

43

55

80

170

264

264

22

15

43

55

80

170

264

264

23

15

43

57

80

170

264

264

24

15

43

59

80

170

264

264

25

15

43

62

80

170

264

264

26

15

43

64

80

169

264

264

27

15

43

67

80

169

263

263

28

15

43

69

80

169

263

263

29

15

43

71

80

169

263

263

30

15

43

74

80

169

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 | 13 | 133 | 296 | 3046 |
| 2 | 0 | 1 | 6 | 14 | 131 | 334 | 2267 |
| 3 | 1 | 1 | 9 | 16 | 124 | 348 | 1710 |
| 4 | 1 | 3 | 11 | 19 | 121 | 347 | 1320 |
| 5 | 1 | 4 | 14 | 22 | 120 | 339 | 1046 |
| 6 | 2 | 4 | 16 | 25 | 120 | 325 | 847 |
| 7 | 2 | 6 | 19 | 27 | 119 | 310 | 700 |
| 8 | 2 | 6 | 22 | 30 | 119 | 293 | 588 |
| 9 | 2 | 7 | 24 | 31 | 119 | 277 | 501 |
| 10 | 4 | 8 | 26 | 34 | 119 | 260 | 431 |
| 11 | 4 | 9 | 29 | 36 | 119 | 244 | 374 |
| 12 | 4 | 9 | 31 | 38 | 120 | 229 | 327 |
| 13 | 4 | 10 | 33 | 41 | 120 | 214 | 288 |
| 14 | 4 | 11 | 36 | 43 | 120 | 214 | 255 |
| 15 | 5 | 12 | 38 | 44 | 120 | 214 | 227 |
| 16 | 6 | 12 | 40 | 47 | 120 | 215 | 215 |
| 17 | 6 | 14 | 43 | 49 | 121 | 215 | 215 |
| 18 | 6 | 14 | 45 | 50 | 121 | 215 | 215 |
| 19 | 7 | 15 | 47 | 53 | 122 | 216 | 216 |
| 20 | 7 | 16 | 50 | 54 | 122 | 217 | 217 |
| 21 | 7 | 17 | 52 | 57 | 123 | 217 | 217 |
| 22 | 7 | 17 | 54 | 59 | 124 | 218 | 218 |
| 23 | 8 | 19 | 57 | 60 | 126 | 218 | 218 |
| 24 | 8 | 19 | 59 | 62 | 128 | 218 | 218 |
| 25 | 8 | 20 | 61 | 64 | 129 | 218 | 218 |
| 26 | 9 | 21 | 63 | 66 | 129 | 218 | 218 |
| 27 | 9 | 22 | 66 | 68 | 131 | 218 | 218 |
| 28 | 10 | 22 | 68 | 70 | 132 | 218 | 218 |
| 29 | 10 | 24 | 70 | 72 | 133 | 218 | 218 |
| 30 | 10 | 24 | 73 | 74 | 133 | 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

13

133

296

3046

2

0

1

6

14

131

334

2267

3

1

1

9

16

124

348

1710

4

1

3

11

19

121

347

1320

5

1

4

14

22

120

339

1046

6

2

4

16

25

120

325

847

7

2

6

19

27

119

310

700

8

2

6

22

30

119

293

588

9

2

7

24

31

119

277

501

10

4

8

26

34

119

260

431

11

4

9

29

36

119

244

374

12

4

9

31

38

120

229

327

13

4

10

33

41

120

214

288

14

4

11

36

43

120

214

255

15

5

12

38

44

120

214

227

16

6

12

40

47

120

215

215

17

6

14

43

49

121

215

215

18

6

14

45

50

121

215

215

19

7

15

47

53

122

216

216

20

7

16

50

54

122

217

217

21

7

17

52

57

123

217

217

22

7

17

54

59

124

218

218

23

8

19

57

60

126

218

218

24

8

19

59

62

128

218

218

25

8

20

61

64

129

218

218

26

9

21

63

66

129

218

218

27

9

22

66

68

131

218

218

28

10

22

68

70

132

218

218

29

10

24

70

72

133

218

218

30

10

24

73

74

133

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 | 46 |
| Euro | Belgium | 46 |
| Euro | Cyprus | 46 |
| Euro | Estonia | 46 |
| Euro | Finland | 46 |
| Euro | France | 46 |
| Euro | Germany | 46 |
| Euro | Greece | 46 |
| Euro | Ireland | 46 |
| Euro | Italy | 46 |
| Euro | Latvia | 46 |
| Euro | Lithuania | 46 |
| Euro | Luxembourg | 46 |
| Euro | Malta | 46 |
| Euro | Netherlands | 46 |
| Euro | Portugal | 46 |
| Euro | Slovakia | 46 |
| Euro | Slovenia | 46 |
| Euro | Spain | 46 |
| Czech koruna | Czech Republic | 37 |
| Danish krone | Denmark | 54 |
| Forint | Hungary | 12 |
| Krona | Sweden | 36 |
| Kuna | Croatia | 11 |
| Lev | Bulgaria | 0 |
| Pound sterling | United Kingdom | 50 |
| Romanian leu | Romania | 13 |
| Zloty | Poland | 24 |
| Króna | Iceland | 31 |
| Norwegian krone | Norway | 71 |
| Swiss franc | Liechtenstein | 32 |
| Swiss franc | Switzerland | 32 |
| Australian dollar | Australia | 23 |
| Canadian dollar | Canada | 51 |
| Renminbi-yuan | China | 79 |
| Hong Kong dollar | Hong Kong | 16 |
| US dollar | United States | 100 |
| Yen | Japan | 20 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

46

Euro

Belgium

46

Euro

Cyprus

46

Euro

Estonia

46

Euro

Finland

46

Euro

France

46

Euro

Germany

46

Euro

Greece

46

Euro

Ireland

46

Euro

Italy

46

Euro

Latvia

46

Euro

Lithuania

46

Euro

Luxembourg

46

Euro

Malta

46

Euro

Netherlands

46

Euro

Portugal

46

Euro

Slovakia

46

Euro

Slovenia

46

Euro

Spain

46

Czech koruna

Czech Republic

37

Danish krone

Denmark

54

Forint

Hungary

12

Krona

Sweden

36

Kuna

Croatia

11

Lev

Bulgaria

0

Pound sterling

United Kingdom

50

Romanian leu

Romania

13

Zloty

Poland

24

Króna

Iceland

31

Norwegian krone

Norway

71

Swiss franc

Liechtenstein

32

Swiss franc

Switzerland

32

Australian dollar

Australia

23

Canadian dollar

Canada

51

Renminbi-yuan

China

79

Hong Kong dollar

Hong Kong

16

US dollar

United States

100

Yen

Japan

20

---