# L_2021400EN.01005201.xml

| 12.11.2021 | EN | Official Journal of the European Union | L 400/52 |
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12.11.2021

EN

Official Journal of the European Union

L 400/52

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COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964

of 11 November 2021

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 October 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2021 market data. That information was published on 5 October 2021 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 5 October 2021, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2021 market data. That information was published on 5 October 2021 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 30 September 2021 until 30 December 2021.

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

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

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

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

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

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

(c)

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

Article 2

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

It shall apply from 30 September 2021.

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

Done at Brussels, 11 November 2021.

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 | -0,595 % | 2,325 % | -0,605 % | 1,411 % | -0,092 % | -0,194 % |
| 2 | -0,525 % | 2,609 % | -0,535 % | 1,804 % | 0,017 % | -0,115 % |
| 3 | -0,445 % | 2,671 % | -0,455 % | 2,108 % | 0,148 % | -0,071 % |
| 4 | -0,366 % | 2,637 % | -0,376 % | 2,360 % | 0,283 % | -0,028 % |
| 5 | -0,286 % | 2,573 % | -0,296 % | 2,560 % | 0,409 % | 0,037 % |
| 6 | -0,206 % | 2,503 % | -0,216 % | 2,723 % | 0,488 % | 0,135 % |
| 7 | -0,145 % | 2,438 % | -0,155 % | 2,856 % | 0,549 % | 0,269 % |
| 8 | -0,069 % | 2,387 % | -0,079 % | 2,963 % | 0,614 % | 0,437 % |
| 9 | 0,001 % | 2,350 % | -0,009 % | 3,050 % | 0,697 % | 0,635 % |
| 10 | 0,066 % | 2,330 % | 0,056 % | 3,124 % | 0,810 % | 0,816 % |
| 11 | 0,118 % | 2,326 % | 0,108 % | 3,185 % | 0,959 % | 0,975 % |
| 12 | 0,180 % | 2,333 % | 0,170 % | 3,245 % | 1,120 % | 1,115 % |
| 13 | 0,237 % | 2,349 % | 0,226 % | 3,306 % | 1,277 % | 1,240 % |
| 14 | 0,281 % | 2,369 % | 0,271 % | 3,373 % | 1,423 % | 1,353 % |
| 15 | 0,311 % | 2,393 % | 0,301 % | 3,448 % | 1,556 % | 1,456 % |
| 16 | 0,328 % | 2,419 % | 0,317 % | 3,517 % | 1,677 % | 1,550 % |
| 17 | 0,339 % | 2,447 % | 0,328 % | 3,578 % | 1,786 % | 1,637 % |
| 18 | 0,352 % | 2,476 % | 0,342 % | 3,632 % | 1,884 % | 1,716 % |
| 19 | 0,374 % | 2,504 % | 0,364 % | 3,681 % | 1,972 % | 1,790 % |
| 20 | 0,407 % | 2,533 % | 0,397 % | 3,724 % | 2,052 % | 1,859 % |
| 21 | 0,453 % | 2,561 % | 0,443 % | 3,763 % | 2,125 % | 1,923 % |
| 22 | 0,509 % | 2,589 % | 0,499 % | 3,798 % | 2,191 % | 1,982 % |
| 23 | 0,571 % | 2,616 % | 0,562 % | 3,831 % | 2,252 % | 2,038 % |
| 24 | 0,638 % | 2,642 % | 0,628 % | 3,860 % | 2,308 % | 2,091 % |
| 25 | 0,706 % | 2,668 % | 0,697 % | 3,887 % | 2,359 % | 2,140 % |
| 26 | 0,776 % | 2,692 % | 0,767 % | 3,912 % | 2,407 % | 2,187 % |
| 27 | 0,846 % | 2,716 % | 0,837 % | 3,935 % | 2,451 % | 2,231 % |
| 28 | 0,915 % | 2,739 % | 0,906 % | 3,957 % | 2,491 % | 2,272 % |
| 29 | 0,982 % | 2,761 % | 0,974 % | 3,976 % | 2,529 % | 2,311 % |
| 30 | 1,049 % | 2,783 % | 1,041 % | 3,995 % | 2,565 % | 2,348 % |
| 31 | 1,113 % | 2,803 % | 1,105 % | 4,012 % | 2,598 % | 2,384 % |
| 32 | 1,176 % | 2,823 % | 1,168 % | 4,028 % | 2,629 % | 2,417 % |
| 33 | 1,236 % | 2,842 % | 1,229 % | 4,043 % | 2,659 % | 2,449 % |
| 34 | 1,295 % | 2,861 % | 1,288 % | 4,057 % | 2,686 % | 2,479 % |
| 35 | 1,351 % | 2,878 % | 1,344 % | 4,071 % | 2,712 % | 2,508 % |
| 36 | 1,406 % | 2,895 % | 1,399 % | 4,083 % | 2,737 % | 2,535 % |
| 37 | 1,458 % | 2,912 % | 1,452 % | 4,095 % | 2,760 % | 2,562 % |
| 38 | 1,509 % | 2,927 % | 1,502 % | 4,106 % | 2,782 % | 2,587 % |
| 39 | 1,557 % | 2,942 % | 1,551 % | 4,117 % | 2,803 % | 2,611 % |
| 40 | 1,604 % | 2,957 % | 1,598 % | 4,127 % | 2,823 % | 2,634 % |
| 41 | 1,649 % | 2,971 % | 1,643 % | 4,136 % | 2,842 % | 2,656 % |
| 42 | 1,692 % | 2,985 % | 1,686 % | 4,145 % | 2,860 % | 2,677 % |
| 43 | 1,734 % | 2,998 % | 1,728 % | 4,154 % | 2,877 % | 2,697 % |
| 44 | 1,774 % | 3,010 % | 1,768 % | 4,162 % | 2,893 % | 2,716 % |
| 45 | 1,812 % | 3,022 % | 1,807 % | 4,170 % | 2,909 % | 2,735 % |
| 46 | 1,849 % | 3,034 % | 1,844 % | 4,178 % | 2,924 % | 2,753 % |
| 47 | 1,885 % | 3,045 % | 1,879 % | 4,185 % | 2,938 % | 2,770 % |
| 48 | 1,919 % | 3,056 % | 1,914 % | 4,191 % | 2,952 % | 2,787 % |
| 49 | 1,952 % | 3,066 % | 1,947 % | 4,198 % | 2,965 % | 2,803 % |
| 50 | 1,984 % | 3,076 % | 1,979 % | 4,204 % | 2,978 % | 2,818 % |
| 51 | 2,015 % | 3,086 % | 2,010 % | 4,210 % | 2,990 % | 2,833 % |
| 52 | 2,044 % | 3,095 % | 2,040 % | 4,216 % | 3,002 % | 2,847 % |
| 53 | 2,073 % | 3,105 % | 2,068 % | 4,222 % | 3,013 % | 2,861 % |
| 54 | 2,101 % | 3,113 % | 2,096 % | 4,227 % | 3,024 % | 2,874 % |
| 55 | 2,127 % | 3,122 % | 2,123 % | 4,232 % | 3,034 % | 2,887 % |
| 56 | 2,153 % | 3,130 % | 2,149 % | 4,237 % | 3,044 % | 2,899 % |
| 57 | 2,178 % | 3,138 % | 2,174 % | 4,242 % | 3,054 % | 2,911 % |
| 58 | 2,202 % | 3,146 % | 2,198 % | 4,246 % | 3,063 % | 2,923 % |
| 59 | 2,225 % | 3,153 % | 2,221 % | 4,251 % | 3,072 % | 2,934 % |
| 60 | 2,248 % | 3,160 % | 2,244 % | 4,255 % | 3,081 % | 2,945 % |
| 61 | 2,270 % | 3,168 % | 2,266 % | 4,259 % | 3,090 % | 2,956 % |
| 62 | 2,291 % | 3,174 % | 2,287 % | 4,263 % | 3,098 % | 2,966 % |
| 63 | 2,312 % | 3,181 % | 2,308 % | 4,267 % | 3,106 % | 2,976 % |
| 64 | 2,332 % | 3,187 % | 2,328 % | 4,271 % | 3,114 % | 2,985 % |
| 65 | 2,351 % | 3,194 % | 2,347 % | 4,274 % | 3,121 % | 2,995 % |
| 66 | 2,370 % | 3,200 % | 2,366 % | 4,278 % | 3,128 % | 3,004 % |
| 67 | 2,388 % | 3,206 % | 2,384 % | 4,281 % | 3,135 % | 3,013 % |
| 68 | 2,405 % | 3,211 % | 2,402 % | 4,284 % | 3,142 % | 3,021 % |
| 69 | 2,423 % | 3,217 % | 2,419 % | 4,288 % | 3,149 % | 3,029 % |
| 70 | 2,439 % | 3,222 % | 2,436 % | 4,291 % | 3,155 % | 3,037 % |
| 71 | 2,456 % | 3,227 % | 2,452 % | 4,294 % | 3,161 % | 3,045 % |
| 72 | 2,471 % | 3,233 % | 2,468 % | 4,297 % | 3,167 % | 3,053 % |
| 73 | 2,487 % | 3,238 % | 2,483 % | 4,299 % | 3,173 % | 3,060 % |
| 74 | 2,502 % | 3,242 % | 2,498 % | 4,302 % | 3,179 % | 3,068 % |
| 75 | 2,516 % | 3,247 % | 2,513 % | 4,305 % | 3,185 % | 3,075 % |
| 76 | 2,530 % | 3,252 % | 2,527 % | 4,307 % | 3,190 % | 3,081 % |
| 77 | 2,544 % | 3,256 % | 2,541 % | 4,310 % | 3,195 % | 3,088 % |
| 78 | 2,558 % | 3,261 % | 2,554 % | 4,312 % | 3,201 % | 3,095 % |
| 79 | 2,571 % | 3,265 % | 2,567 % | 4,315 % | 3,206 % | 3,101 % |
| 80 | 2,583 % | 3,269 % | 2,580 % | 4,317 % | 3,211 % | 3,107 % |
| 81 | 2,596 % | 3,273 % | 2,593 % | 4,320 % | 3,215 % | 3,113 % |
| 82 | 2,608 % | 3,277 % | 2,605 % | 4,322 % | 3,220 % | 3,119 % |
| 83 | 2,620 % | 3,281 % | 2,617 % | 4,324 % | 3,225 % | 3,125 % |
| 84 | 2,632 % | 3,285 % | 2,629 % | 4,326 % | 3,229 % | 3,131 % |
| 85 | 2,643 % | 3,288 % | 2,640 % | 4,328 % | 3,233 % | 3,136 % |
| 86 | 2,654 % | 3,292 % | 2,651 % | 4,330 % | 3,238 % | 3,141 % |
| 87 | 2,665 % | 3,296 % | 2,662 % | 4,332 % | 3,242 % | 3,147 % |
| 88 | 2,675 % | 3,299 % | 2,673 % | 4,334 % | 3,246 % | 3,152 % |
| 89 | 2,686 % | 3,302 % | 2,683 % | 4,336 % | 3,250 % | 3,157 % |
| 90 | 2,696 % | 3,306 % | 2,693 % | 4,338 % | 3,254 % | 3,162 % |
| 91 | 2,706 % | 3,309 % | 2,703 % | 4,340 % | 3,258 % | 3,167 % |
| 92 | 2,715 % | 3,312 % | 2,713 % | 4,341 % | 3,261 % | 3,171 % |
| 93 | 2,725 % | 3,315 % | 2,722 % | 4,343 % | 3,265 % | 3,176 % |
| 94 | 2,734 % | 3,318 % | 2,732 % | 4,345 % | 3,269 % | 3,180 % |
| 95 | 2,743 % | 3,321 % | 2,741 % | 4,346 % | 3,272 % | 3,185 % |
| 96 | 2,752 % | 3,324 % | 2,750 % | 4,348 % | 3,275 % | 3,189 % |
| 97 | 2,761 % | 3,327 % | 2,758 % | 4,350 % | 3,279 % | 3,193 % |
| 98 | 2,769 % | 3,330 % | 2,767 % | 4,351 % | 3,282 % | 3,197 % |
| 99 | 2,778 % | 3,332 % | 2,775 % | 4,353 % | 3,285 % | 3,201 % |
| 100 | 2,786 % | 3,335 % | 2,783 % | 4,354 % | 3,288 % | 3,205 % |
| 101 | 2,794 % | 3,338 % | 2,791 % | 4,356 % | 3,291 % | 3,209 % |
| 102 | 2,802 % | 3,340 % | 2,799 % | 4,357 % | 3,294 % | 3,213 % |
| 103 | 2,810 % | 3,343 % | 2,807 % | 4,358 % | 3,297 % | 3,217 % |
| 104 | 2,817 % | 3,345 % | 2,815 % | 4,360 % | 3,300 % | 3,221 % |
| 105 | 2,825 % | 3,348 % | 2,822 % | 4,361 % | 3,303 % | 3,224 % |
| 106 | 2,832 % | 3,350 % | 2,829 % | 4,362 % | 3,306 % | 3,228 % |
| 107 | 2,839 % | 3,352 % | 2,837 % | 4,364 % | 3,309 % | 3,231 % |
| 108 | 2,846 % | 3,355 % | 2,844 % | 4,365 % | 3,311 % | 3,235 % |
| 109 | 2,853 % | 3,357 % | 2,851 % | 4,366 % | 3,314 % | 3,238 % |
| 110 | 2,860 % | 3,359 % | 2,857 % | 4,367 % | 3,317 % | 3,241 % |
| 111 | 2,866 % | 3,361 % | 2,864 % | 4,369 % | 3,319 % | 3,244 % |
| 112 | 2,873 % | 3,363 % | 2,871 % | 4,370 % | 3,322 % | 3,248 % |
| 113 | 2,879 % | 3,365 % | 2,877 % | 4,371 % | 3,324 % | 3,251 % |
| 114 | 2,886 % | 3,368 % | 2,883 % | 4,372 % | 3,327 % | 3,254 % |
| 115 | 2,892 % | 3,370 % | 2,890 % | 4,373 % | 3,329 % | 3,257 % |
| 116 | 2,898 % | 3,372 % | 2,896 % | 4,374 % | 3,331 % | 3,260 % |
| 117 | 2,904 % | 3,373 % | 2,902 % | 4,375 % | 3,334 % | 3,263 % |
| 118 | 2,910 % | 3,375 % | 2,908 % | 4,376 % | 3,336 % | 3,266 % |
| 119 | 2,915 % | 3,377 % | 2,913 % | 4,377 % | 3,338 % | 3,268 % |
| 120 | 2,921 % | 3,379 % | 2,919 % | 4,378 % | 3,340 % | 3,271 % |
| 121 | 2,927 % | 3,381 % | 2,925 % | 4,379 % | 3,342 % | 3,274 % |
| 122 | 2,932 % | 3,383 % | 2,930 % | 4,380 % | 3,345 % | 3,276 % |
| 123 | 2,938 % | 3,384 % | 2,936 % | 4,381 % | 3,347 % | 3,279 % |
| 124 | 2,943 % | 3,386 % | 2,941 % | 4,382 % | 3,349 % | 3,282 % |
| 125 | 2,948 % | 3,388 % | 2,946 % | 4,383 % | 3,351 % | 3,284 % |
| 126 | 2,953 % | 3,390 % | 2,951 % | 4,384 % | 3,353 % | 3,287 % |
| 127 | 2,958 % | 3,391 % | 2,956 % | 4,385 % | 3,355 % | 3,289 % |
| 128 | 2,963 % | 3,393 % | 2,961 % | 4,386 % | 3,356 % | 3,292 % |
| 129 | 2,968 % | 3,395 % | 2,966 % | 4,387 % | 3,358 % | 3,294 % |
| 130 | 2,973 % | 3,396 % | 2,971 % | 4,388 % | 3,360 % | 3,296 % |
| 131 | 2,978 % | 3,398 % | 2,976 % | 4,389 % | 3,362 % | 3,299 % |
| 132 | 2,983 % | 3,399 % | 2,981 % | 4,390 % | 3,364 % | 3,301 % |
| 133 | 2,987 % | 3,401 % | 2,985 % | 4,390 % | 3,366 % | 3,303 % |
| 134 | 2,992 % | 3,402 % | 2,990 % | 4,391 % | 3,367 % | 3,305 % |
| 135 | 2,996 % | 3,404 % | 2,994 % | 4,392 % | 3,369 % | 3,308 % |
| 136 | 3,001 % | 3,405 % | 2,999 % | 4,393 % | 3,371 % | 3,310 % |
| 137 | 3,005 % | 3,406 % | 3,003 % | 4,394 % | 3,372 % | 3,312 % |
| 138 | 3,009 % | 3,408 % | 3,008 % | 4,394 % | 3,374 % | 3,314 % |
| 139 | 3,014 % | 3,409 % | 3,012 % | 4,395 % | 3,376 % | 3,316 % |
| 140 | 3,018 % | 3,411 % | 3,016 % | 4,396 % | 3,377 % | 3,318 % |
| 141 | 3,022 % | 3,412 % | 3,020 % | 4,397 % | 3,379 % | 3,320 % |
| 142 | 3,026 % | 3,413 % | 3,024 % | 4,397 % | 3,380 % | 3,322 % |
| 143 | 3,030 % | 3,415 % | 3,028 % | 4,398 % | 3,382 % | 3,324 % |
| 144 | 3,034 % | 3,416 % | 3,032 % | 4,399 % | 3,384 % | 3,326 % |
| 145 | 3,038 % | 3,417 % | 3,036 % | 4,399 % | 3,385 % | 3,328 % |
| 146 | 3,042 % | 3,418 % | 3,040 % | 4,400 % | 3,386 % | 3,330 % |
| 147 | 3,046 % | 3,420 % | 3,044 % | 4,401 % | 3,388 % | 3,331 % |
| 148 | 3,049 % | 3,421 % | 3,048 % | 4,401 % | 3,389 % | 3,333 % |
| 149 | 3,053 % | 3,422 % | 3,051 % | 4,402 % | 3,391 % | 3,335 % |
| 150 | 3,057 % | 3,423 % | 3,055 % | 4,403 % | 3,392 % | 3,337 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,595 %

2,325 %

-0,605 %

1,411 %

-0,092 %

-0,194 %

2

-0,525 %

2,609 %

-0,535 %

1,804 %

0,017 %

-0,115 %

3

-0,445 %

2,671 %

-0,455 %

2,108 %

0,148 %

-0,071 %

4

-0,366 %

2,637 %

-0,376 %

2,360 %

0,283 %

-0,028 %

5

-0,286 %

2,573 %

-0,296 %

2,560 %

0,409 %

0,037 %

6

-0,206 %

2,503 %

-0,216 %

2,723 %

0,488 %

0,135 %

7

-0,145 %

2,438 %

-0,155 %

2,856 %

0,549 %

0,269 %

8

-0,069 %

2,387 %

-0,079 %

2,963 %

0,614 %

0,437 %

9

0,001 %

2,350 %

-0,009 %

3,050 %

0,697 %

0,635 %

10

0,066 %

2,330 %

0,056 %

3,124 %

0,810 %

0,816 %

11

0,118 %

2,326 %

0,108 %

3,185 %

0,959 %

0,975 %

12

0,180 %

2,333 %

0,170 %

3,245 %

1,120 %

1,115 %

13

0,237 %

2,349 %

0,226 %

3,306 %

1,277 %

1,240 %

14

0,281 %

2,369 %

0,271 %

3,373 %

1,423 %

1,353 %

15

0,311 %

2,393 %

0,301 %

3,448 %

1,556 %

1,456 %

16

0,328 %

2,419 %

0,317 %

3,517 %

1,677 %

1,550 %

17

0,339 %

2,447 %

0,328 %

3,578 %

1,786 %

1,637 %

18

0,352 %

2,476 %

0,342 %

3,632 %

1,884 %

1,716 %

19

0,374 %

2,504 %

0,364 %

3,681 %

1,972 %

1,790 %

20

0,407 %

2,533 %

0,397 %

3,724 %

2,052 %

1,859 %

21

0,453 %

2,561 %

0,443 %

3,763 %

2,125 %

1,923 %

22

0,509 %

2,589 %

0,499 %

3,798 %

2,191 %

1,982 %

23

0,571 %

2,616 %

0,562 %

3,831 %

2,252 %

2,038 %

24

0,638 %

2,642 %

0,628 %

3,860 %

2,308 %

2,091 %

25

0,706 %

2,668 %

0,697 %

3,887 %

2,359 %

2,140 %

26

0,776 %

2,692 %

0,767 %

3,912 %

2,407 %

2,187 %

27

0,846 %

2,716 %

0,837 %

3,935 %

2,451 %

2,231 %

28

0,915 %

2,739 %

0,906 %

3,957 %

2,491 %

2,272 %

29

0,982 %

2,761 %

0,974 %

3,976 %

2,529 %

2,311 %

30

1,049 %

2,783 %

1,041 %

3,995 %

2,565 %

2,348 %

31

1,113 %

2,803 %

1,105 %

4,012 %

2,598 %

2,384 %

32

1,176 %

2,823 %

1,168 %

4,028 %

2,629 %

2,417 %

33

1,236 %

2,842 %

1,229 %

4,043 %

2,659 %

2,449 %

34

1,295 %

2,861 %

1,288 %

4,057 %

2,686 %

2,479 %

35

1,351 %

2,878 %

1,344 %

4,071 %

2,712 %

2,508 %

36

1,406 %

2,895 %

1,399 %

4,083 %

2,737 %

2,535 %

37

1,458 %

2,912 %

1,452 %

4,095 %

2,760 %

2,562 %

38

1,509 %

2,927 %

1,502 %

4,106 %

2,782 %

2,587 %

39

1,557 %

2,942 %

1,551 %

4,117 %

2,803 %

2,611 %

40

1,604 %

2,957 %

1,598 %

4,127 %

2,823 %

2,634 %

41

1,649 %

2,971 %

1,643 %

4,136 %

2,842 %

2,656 %

42

1,692 %

2,985 %

1,686 %

4,145 %

2,860 %

2,677 %

43

1,734 %

2,998 %

1,728 %

4,154 %

2,877 %

2,697 %

44

1,774 %

3,010 %

1,768 %

4,162 %

2,893 %

2,716 %

45

1,812 %

3,022 %

1,807 %

4,170 %

2,909 %

2,735 %

46

1,849 %

3,034 %

1,844 %

4,178 %

2,924 %

2,753 %

47

1,885 %

3,045 %

1,879 %

4,185 %

2,938 %

2,770 %

48

1,919 %

3,056 %

1,914 %

4,191 %

2,952 %

2,787 %

49

1,952 %

3,066 %

1,947 %

4,198 %

2,965 %

2,803 %

50

1,984 %

3,076 %

1,979 %

4,204 %

2,978 %

2,818 %

51

2,015 %

3,086 %

2,010 %

4,210 %

2,990 %

2,833 %

52

2,044 %

3,095 %

2,040 %

4,216 %

3,002 %

2,847 %

53

2,073 %

3,105 %

2,068 %

4,222 %

3,013 %

2,861 %

54

2,101 %

3,113 %

2,096 %

4,227 %

3,024 %

2,874 %

55

2,127 %

3,122 %

2,123 %

4,232 %

3,034 %

2,887 %

56

2,153 %

3,130 %

2,149 %

4,237 %

3,044 %

2,899 %

57

2,178 %

3,138 %

2,174 %

4,242 %

3,054 %

2,911 %

58

2,202 %

3,146 %

2,198 %

4,246 %

3,063 %

2,923 %

59

2,225 %

3,153 %

2,221 %

4,251 %

3,072 %

2,934 %

60

2,248 %

3,160 %

2,244 %

4,255 %

3,081 %

2,945 %

61

2,270 %

3,168 %

2,266 %

4,259 %

3,090 %

2,956 %

62

2,291 %

3,174 %

2,287 %

4,263 %

3,098 %

2,966 %

63

2,312 %

3,181 %

2,308 %

4,267 %

3,106 %

2,976 %

64

2,332 %

3,187 %

2,328 %

4,271 %

3,114 %

2,985 %

65

2,351 %

3,194 %

2,347 %

4,274 %

3,121 %

2,995 %

66

2,370 %

3,200 %

2,366 %

4,278 %

3,128 %

3,004 %

67

2,388 %

3,206 %

2,384 %

4,281 %

3,135 %

3,013 %

68

2,405 %

3,211 %

2,402 %

4,284 %

3,142 %

3,021 %

69

2,423 %

3,217 %

2,419 %

4,288 %

3,149 %

3,029 %

70

2,439 %

3,222 %

2,436 %

4,291 %

3,155 %

3,037 %

71

2,456 %

3,227 %

2,452 %

4,294 %

3,161 %

3,045 %

72

2,471 %

3,233 %

2,468 %

4,297 %

3,167 %

3,053 %

73

2,487 %

3,238 %

2,483 %

4,299 %

3,173 %

3,060 %

74

2,502 %

3,242 %

2,498 %

4,302 %

3,179 %

3,068 %

75

2,516 %

3,247 %

2,513 %

4,305 %

3,185 %

3,075 %

76

2,530 %

3,252 %

2,527 %

4,307 %

3,190 %

3,081 %

77

2,544 %

3,256 %

2,541 %

4,310 %

3,195 %

3,088 %

78

2,558 %

3,261 %

2,554 %

4,312 %

3,201 %

3,095 %

79

2,571 %

3,265 %

2,567 %

4,315 %

3,206 %

3,101 %

80

2,583 %

3,269 %

2,580 %

4,317 %

3,211 %

3,107 %

81

2,596 %

3,273 %

2,593 %

4,320 %

3,215 %

3,113 %

82

2,608 %

3,277 %

2,605 %

4,322 %

3,220 %

3,119 %

83

2,620 %

3,281 %

2,617 %

4,324 %

3,225 %

3,125 %

84

2,632 %

3,285 %

2,629 %

4,326 %

3,229 %

3,131 %

85

2,643 %

3,288 %

2,640 %

4,328 %

3,233 %

3,136 %

86

2,654 %

3,292 %

2,651 %

4,330 %

3,238 %

3,141 %

87

2,665 %

3,296 %

2,662 %

4,332 %

3,242 %

3,147 %

88

2,675 %

3,299 %

2,673 %

4,334 %

3,246 %

3,152 %

89

2,686 %

3,302 %

2,683 %

4,336 %

3,250 %

3,157 %

90

2,696 %

3,306 %

2,693 %

4,338 %

3,254 %

3,162 %

91

2,706 %

3,309 %

2,703 %

4,340 %

3,258 %

3,167 %

92

2,715 %

3,312 %

2,713 %

4,341 %

3,261 %

3,171 %

93

2,725 %

3,315 %

2,722 %

4,343 %

3,265 %

3,176 %

94

2,734 %

3,318 %

2,732 %

4,345 %

3,269 %

3,180 %

95

2,743 %

3,321 %

2,741 %

4,346 %

3,272 %

3,185 %

96

2,752 %

3,324 %

2,750 %

4,348 %

3,275 %

3,189 %

97

2,761 %

3,327 %

2,758 %

4,350 %

3,279 %

3,193 %

98

2,769 %

3,330 %

2,767 %

4,351 %

3,282 %

3,197 %

99

2,778 %

3,332 %

2,775 %

4,353 %

3,285 %

3,201 %

100

2,786 %

3,335 %

2,783 %

4,354 %

3,288 %

3,205 %

101

2,794 %

3,338 %

2,791 %

4,356 %

3,291 %

3,209 %

102

2,802 %

3,340 %

2,799 %

4,357 %

3,294 %

3,213 %

103

2,810 %

3,343 %

2,807 %

4,358 %

3,297 %

3,217 %

104

2,817 %

3,345 %

2,815 %

4,360 %

3,300 %

3,221 %

105

2,825 %

3,348 %

2,822 %

4,361 %

3,303 %

3,224 %

106

2,832 %

3,350 %

2,829 %

4,362 %

3,306 %

3,228 %

107

2,839 %

3,352 %

2,837 %

4,364 %

3,309 %

3,231 %

108

2,846 %

3,355 %

2,844 %

4,365 %

3,311 %

3,235 %

109

2,853 %

3,357 %

2,851 %

4,366 %

3,314 %

3,238 %

110

2,860 %

3,359 %

2,857 %

4,367 %

3,317 %

3,241 %

111

2,866 %

3,361 %

2,864 %

4,369 %

3,319 %

3,244 %

112

2,873 %

3,363 %

2,871 %

4,370 %

3,322 %

3,248 %

113

2,879 %

3,365 %

2,877 %

4,371 %

3,324 %

3,251 %

114

2,886 %

3,368 %

2,883 %

4,372 %

3,327 %

3,254 %

115

2,892 %

3,370 %

2,890 %

4,373 %

3,329 %

3,257 %

116

2,898 %

3,372 %

2,896 %

4,374 %

3,331 %

3,260 %

117

2,904 %

3,373 %

2,902 %

4,375 %

3,334 %

3,263 %

118

2,910 %

3,375 %

2,908 %

4,376 %

3,336 %

3,266 %

119

2,915 %

3,377 %

2,913 %

4,377 %

3,338 %

3,268 %

120

2,921 %

3,379 %

2,919 %

4,378 %

3,340 %

3,271 %

121

2,927 %

3,381 %

2,925 %

4,379 %

3,342 %

3,274 %

122

2,932 %

3,383 %

2,930 %

4,380 %

3,345 %

3,276 %

123

2,938 %

3,384 %

2,936 %

4,381 %

3,347 %

3,279 %

124

2,943 %

3,386 %

2,941 %

4,382 %

3,349 %

3,282 %

125

2,948 %

3,388 %

2,946 %

4,383 %

3,351 %

3,284 %

126

2,953 %

3,390 %

2,951 %

4,384 %

3,353 %

3,287 %

127

2,958 %

3,391 %

2,956 %

4,385 %

3,355 %

3,289 %

128

2,963 %

3,393 %

2,961 %

4,386 %

3,356 %

3,292 %

129

2,968 %

3,395 %

2,966 %

4,387 %

3,358 %

3,294 %

130

2,973 %

3,396 %

2,971 %

4,388 %

3,360 %

3,296 %

131

2,978 %

3,398 %

2,976 %

4,389 %

3,362 %

3,299 %

132

2,983 %

3,399 %

2,981 %

4,390 %

3,364 %

3,301 %

133

2,987 %

3,401 %

2,985 %

4,390 %

3,366 %

3,303 %

134

2,992 %

3,402 %

2,990 %

4,391 %

3,367 %

3,305 %

135

2,996 %

3,404 %

2,994 %

4,392 %

3,369 %

3,308 %

136

3,001 %

3,405 %

2,999 %

4,393 %

3,371 %

3,310 %

137

3,005 %

3,406 %

3,003 %

4,394 %

3,372 %

3,312 %

138

3,009 %

3,408 %

3,008 %

4,394 %

3,374 %

3,314 %

139

3,014 %

3,409 %

3,012 %

4,395 %

3,376 %

3,316 %

140

3,018 %

3,411 %

3,016 %

4,396 %

3,377 %

3,318 %

141

3,022 %

3,412 %

3,020 %

4,397 %

3,379 %

3,320 %

142

3,026 %

3,413 %

3,024 %

4,397 %

3,380 %

3,322 %

143

3,030 %

3,415 %

3,028 %

4,398 %

3,382 %

3,324 %

144

3,034 %

3,416 %

3,032 %

4,399 %

3,384 %

3,326 %

145

3,038 %

3,417 %

3,036 %

4,399 %

3,385 %

3,328 %

146

3,042 %

3,418 %

3,040 %

4,400 %

3,386 %

3,330 %

147

3,046 %

3,420 %

3,044 %

4,401 %

3,388 %

3,331 %

148

3,049 %

3,421 %

3,048 %

4,401 %

3,389 %

3,333 %

149

3,053 %

3,422 %

3,051 %

4,402 %

3,391 %

3,335 %

150

3,057 %

3,423 %

3,055 %

4,403 %

3,392 %

3,337 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,645 % | 0,354 % | 2,502 % | 0,090 % | 2,332 % | 0,859 % |
| 2 | -0,575 % | 0,628 % | 2,861 % | 0,586 % | 2,689 % | 1,232 % |
| 3 | -0,496 % | 0,757 % | 3,142 % | 0,891 % | 2,960 % | 1,440 % |
| 4 | -0,416 % | 0,842 % | 3,375 % | 1,141 % | 3,168 % | 1,556 % |
| 5 | -0,336 % | 0,902 % | 3,559 % | 1,353 % | 3,347 % | 1,628 % |
| 6 | -0,256 % | 0,946 % | 3,712 % | 1,539 % | 3,507 % | 1,673 % |
| 7 | -0,195 % | 0,998 % | 3,840 % | 1,702 % | 3,643 % | 1,707 % |
| 8 | -0,119 % | 1,027 % | 3,947 % | 1,848 % | 3,751 % | 1,739 % |
| 9 | -0,049 % | 1,059 % | 4,037 % | 1,979 % | 3,829 % | 1,773 % |
| 10 | 0,015 % | 1,101 % | 4,119 % | 2,099 % | 3,885 % | 1,812 % |
| 11 | 0,068 % | 1,133 % | 4,180 % | 2,202 % | 3,926 % | 1,856 % |
| 12 | 0,129 % | 1,154 % | 4,223 % | 2,290 % | 3,955 % | 1,904 % |
| 13 | 0,186 % | 1,168 % | 4,252 % | 2,367 % | 3,975 % | 1,954 % |
| 14 | 0,230 % | 1,177 % | 4,271 % | 2,434 % | 3,989 % | 2,004 % |
| 15 | 0,260 % | 1,184 % | 4,282 % | 2,494 % | 3,998 % | 2,053 % |
| 16 | 0,276 % | 1,188 % | 4,287 % | 2,547 % | 4,004 % | 2,101 % |
| 17 | 0,287 % | 1,192 % | 4,287 % | 2,595 % | 4,006 % | 2,149 % |
| 18 | 0,301 % | 1,196 % | 4,284 % | 2,639 % | 4,006 % | 2,194 % |
| 19 | 0,322 % | 1,201 % | 4,279 % | 2,679 % | 4,005 % | 2,238 % |
| 20 | 0,356 % | 1,206 % | 4,271 % | 2,715 % | 4,002 % | 2,280 % |
| 21 | 0,403 % | 1,211 % | 4,262 % | 2,749 % | 3,998 % | 2,321 % |
| 22 | 0,459 % | 1,217 % | 4,252 % | 2,780 % | 3,993 % | 2,360 % |
| 23 | 0,523 % | 1,220 % | 4,241 % | 2,810 % | 3,988 % | 2,397 % |
| 24 | 0,590 % | 1,222 % | 4,229 % | 2,837 % | 3,982 % | 2,432 % |
| 25 | 0,660 % | 1,220 % | 4,217 % | 2,862 % | 3,976 % | 2,466 % |
| 26 | 0,731 % | 1,215 % | 4,205 % | 2,886 % | 3,969 % | 2,499 % |
| 27 | 0,802 % | 1,207 % | 4,193 % | 2,908 % | 3,963 % | 2,530 % |
| 28 | 0,872 % | 1,194 % | 4,180 % | 2,929 % | 3,956 % | 2,560 % |
| 29 | 0,941 % | 1,176 % | 4,168 % | 2,948 % | 3,949 % | 2,588 % |
| 30 | 1,008 % | 1,153 % | 4,156 % | 2,967 % | 3,942 % | 2,616 % |
| 31 | 1,074 % | 1,126 % | 4,144 % | 2,985 % | 3,936 % | 2,642 % |
| 32 | 1,138 % | 1,096 % | 4,132 % | 3,001 % | 3,929 % | 2,666 % |
| 33 | 1,199 % | 1,065 % | 4,121 % | 3,017 % | 3,923 % | 2,690 % |
| 34 | 1,259 % | 1,036 % | 4,109 % | 3,032 % | 3,916 % | 2,713 % |
| 35 | 1,316 % | 1,008 % | 4,098 % | 3,047 % | 3,910 % | 2,735 % |
| 36 | 1,372 % | 0,983 % | 4,088 % | 3,061 % | 3,904 % | 2,756 % |
| 37 | 1,425 % | 0,960 % | 4,077 % | 3,074 % | 3,898 % | 2,776 % |
| 38 | 1,476 % | 0,942 % | 4,067 % | 3,086 % | 3,892 % | 2,795 % |
| 39 | 1,525 % | 0,926 % | 4,057 % | 3,098 % | 3,886 % | 2,814 % |
| 40 | 1,573 % | 0,914 % | 4,048 % | 3,109 % | 3,880 % | 2,832 % |
| 41 | 1,619 % | 0,906 % | 4,039 % | 3,120 % | 3,875 % | 2,849 % |
| 42 | 1,662 % | 0,901 % | 4,030 % | 3,131 % | 3,870 % | 2,865 % |
| 43 | 1,705 % | 0,899 % | 4,021 % | 3,141 % | 3,864 % | 2,881 % |
| 44 | 1,745 % | 0,901 % | 4,013 % | 3,151 % | 3,859 % | 2,896 % |
| 45 | 1,784 % | 0,906 % | 4,004 % | 3,160 % | 3,855 % | 2,911 % |
| 46 | 1,822 % | 0,914 % | 3,997 % | 3,169 % | 3,850 % | 2,925 % |
| 47 | 1,858 % | 0,925 % | 3,989 % | 3,177 % | 3,845 % | 2,938 % |
| 48 | 1,893 % | 0,939 % | 3,982 % | 3,186 % | 3,841 % | 2,951 % |
| 49 | 1,927 % | 0,957 % | 3,974 % | 3,194 % | 3,836 % | 2,964 % |
| 50 | 1,959 % | 0,977 % | 3,968 % | 3,201 % | 3,832 % | 2,976 % |
| 51 | 1,990 % | 1,001 % | 3,961 % | 3,209 % | 3,828 % | 2,988 % |
| 52 | 2,020 % | 1,027 % | 3,954 % | 3,216 % | 3,824 % | 2,999 % |
| 53 | 2,049 % | 1,055 % | 3,948 % | 3,223 % | 3,820 % | 3,010 % |
| 54 | 2,077 % | 1,084 % | 3,942 % | 3,229 % | 3,817 % | 3,020 % |
| 55 | 2,105 % | 1,114 % | 3,936 % | 3,236 % | 3,813 % | 3,030 % |
| 56 | 2,131 % | 1,145 % | 3,930 % | 3,242 % | 3,809 % | 3,040 % |
| 57 | 2,156 % | 1,177 % | 3,925 % | 3,248 % | 3,806 % | 3,050 % |
| 58 | 2,181 % | 1,208 % | 3,919 % | 3,254 % | 3,803 % | 3,059 % |
| 59 | 2,204 % | 1,240 % | 3,914 % | 3,260 % | 3,799 % | 3,068 % |
| 60 | 2,227 % | 1,272 % | 3,909 % | 3,265 % | 3,796 % | 3,077 % |
| 61 | 2,249 % | 1,303 % | 3,904 % | 3,270 % | 3,793 % | 3,085 % |
| 62 | 2,271 % | 1,335 % | 3,899 % | 3,276 % | 3,790 % | 3,093 % |
| 63 | 2,292 % | 1,365 % | 3,895 % | 3,281 % | 3,787 % | 3,101 % |
| 64 | 2,312 % | 1,396 % | 3,890 % | 3,285 % | 3,784 % | 3,109 % |
| 65 | 2,331 % | 1,426 % | 3,886 % | 3,290 % | 3,782 % | 3,116 % |
| 66 | 2,351 % | 1,455 % | 3,882 % | 3,295 % | 3,779 % | 3,123 % |
| 67 | 2,369 % | 1,484 % | 3,878 % | 3,299 % | 3,777 % | 3,130 % |
| 68 | 2,387 % | 1,513 % | 3,874 % | 3,304 % | 3,774 % | 3,137 % |
| 69 | 2,404 % | 1,541 % | 3,870 % | 3,308 % | 3,772 % | 3,144 % |
| 70 | 2,421 % | 1,568 % | 3,866 % | 3,312 % | 3,769 % | 3,150 % |
| 71 | 2,438 % | 1,595 % | 3,862 % | 3,316 % | 3,767 % | 3,157 % |
| 72 | 2,454 % | 1,621 % | 3,859 % | 3,320 % | 3,765 % | 3,163 % |
| 73 | 2,469 % | 1,647 % | 3,855 % | 3,323 % | 3,762 % | 3,169 % |
| 74 | 2,485 % | 1,672 % | 3,852 % | 3,327 % | 3,760 % | 3,174 % |
| 75 | 2,499 % | 1,696 % | 3,848 % | 3,331 % | 3,758 % | 3,180 % |
| 76 | 2,514 % | 1,720 % | 3,845 % | 3,334 % | 3,756 % | 3,186 % |
| 77 | 2,528 % | 1,744 % | 3,842 % | 3,338 % | 3,754 % | 3,191 % |
| 78 | 2,541 % | 1,767 % | 3,839 % | 3,341 % | 3,752 % | 3,196 % |
| 79 | 2,555 % | 1,789 % | 3,836 % | 3,344 % | 3,750 % | 3,201 % |
| 80 | 2,568 % | 1,811 % | 3,833 % | 3,347 % | 3,748 % | 3,206 % |
| 81 | 2,580 % | 1,833 % | 3,830 % | 3,350 % | 3,747 % | 3,211 % |
| 82 | 2,593 % | 1,854 % | 3,827 % | 3,353 % | 3,745 % | 3,216 % |
| 83 | 2,605 % | 1,874 % | 3,825 % | 3,356 % | 3,743 % | 3,220 % |
| 84 | 2,617 % | 1,894 % | 3,822 % | 3,359 % | 3,741 % | 3,225 % |
| 85 | 2,628 % | 1,914 % | 3,819 % | 3,362 % | 3,740 % | 3,229 % |
| 86 | 2,639 % | 1,933 % | 3,817 % | 3,365 % | 3,738 % | 3,233 % |
| 87 | 2,650 % | 1,952 % | 3,814 % | 3,367 % | 3,737 % | 3,238 % |
| 88 | 2,661 % | 1,971 % | 3,812 % | 3,370 % | 3,735 % | 3,242 % |
| 89 | 2,672 % | 1,989 % | 3,809 % | 3,373 % | 3,733 % | 3,246 % |
| 90 | 2,682 % | 2,006 % | 3,807 % | 3,375 % | 3,732 % | 3,250 % |
| 91 | 2,692 % | 2,024 % | 3,805 % | 3,378 % | 3,731 % | 3,254 % |
| 92 | 2,702 % | 2,040 % | 3,803 % | 3,380 % | 3,729 % | 3,257 % |
| 93 | 2,711 % | 2,057 % | 3,800 % | 3,382 % | 3,728 % | 3,261 % |
| 94 | 2,721 % | 2,073 % | 3,798 % | 3,385 % | 3,726 % | 3,265 % |
| 95 | 2,730 % | 2,089 % | 3,796 % | 3,387 % | 3,725 % | 3,268 % |
| 96 | 2,739 % | 2,105 % | 3,794 % | 3,389 % | 3,724 % | 3,272 % |
| 97 | 2,748 % | 2,120 % | 3,792 % | 3,391 % | 3,722 % | 3,275 % |
| 98 | 2,757 % | 2,135 % | 3,790 % | 3,393 % | 3,721 % | 3,278 % |
| 99 | 2,765 % | 2,150 % | 3,788 % | 3,396 % | 3,720 % | 3,281 % |
| 100 | 2,773 % | 2,164 % | 3,786 % | 3,398 % | 3,719 % | 3,285 % |
| 101 | 2,781 % | 2,178 % | 3,785 % | 3,400 % | 3,718 % | 3,288 % |
| 102 | 2,789 % | 2,192 % | 3,783 % | 3,401 % | 3,717 % | 3,291 % |
| 103 | 2,797 % | 2,205 % | 3,781 % | 3,403 % | 3,715 % | 3,294 % |
| 104 | 2,805 % | 2,219 % | 3,779 % | 3,405 % | 3,714 % | 3,297 % |
| 105 | 2,813 % | 2,232 % | 3,778 % | 3,407 % | 3,713 % | 3,300 % |
| 106 | 2,820 % | 2,245 % | 3,776 % | 3,409 % | 3,712 % | 3,302 % |
| 107 | 2,827 % | 2,257 % | 3,774 % | 3,411 % | 3,711 % | 3,305 % |
| 108 | 2,834 % | 2,270 % | 3,773 % | 3,412 % | 3,710 % | 3,308 % |
| 109 | 2,841 % | 2,282 % | 3,771 % | 3,414 % | 3,709 % | 3,311 % |
| 110 | 2,848 % | 2,294 % | 3,769 % | 3,416 % | 3,708 % | 3,313 % |
| 111 | 2,855 % | 2,305 % | 3,768 % | 3,418 % | 3,707 % | 3,316 % |
| 112 | 2,862 % | 2,317 % | 3,766 % | 3,419 % | 3,706 % | 3,318 % |
| 113 | 2,868 % | 2,328 % | 3,765 % | 3,421 % | 3,705 % | 3,321 % |
| 114 | 2,874 % | 2,339 % | 3,764 % | 3,422 % | 3,704 % | 3,323 % |
| 115 | 2,881 % | 2,350 % | 3,762 % | 3,424 % | 3,703 % | 3,326 % |
| 116 | 2,887 % | 2,361 % | 3,761 % | 3,425 % | 3,702 % | 3,328 % |
| 117 | 2,893 % | 2,371 % | 3,759 % | 3,427 % | 3,702 % | 3,330 % |
| 118 | 2,899 % | 2,382 % | 3,758 % | 3,428 % | 3,701 % | 3,333 % |
| 119 | 2,905 % | 2,392 % | 3,757 % | 3,430 % | 3,700 % | 3,335 % |
| 120 | 2,911 % | 2,402 % | 3,755 % | 3,431 % | 3,699 % | 3,337 % |
| 121 | 2,916 % | 2,412 % | 3,754 % | 3,433 % | 3,698 % | 3,339 % |
| 122 | 2,922 % | 2,421 % | 3,753 % | 3,434 % | 3,697 % | 3,341 % |
| 123 | 2,927 % | 2,431 % | 3,752 % | 3,435 % | 3,697 % | 3,344 % |
| 124 | 2,933 % | 2,440 % | 3,750 % | 3,437 % | 3,696 % | 3,346 % |
| 125 | 2,938 % | 2,449 % | 3,749 % | 3,438 % | 3,695 % | 3,348 % |
| 126 | 2,943 % | 2,458 % | 3,748 % | 3,439 % | 3,694 % | 3,350 % |
| 127 | 2,948 % | 2,467 % | 3,747 % | 3,440 % | 3,694 % | 3,352 % |
| 128 | 2,954 % | 2,476 % | 3,746 % | 3,442 % | 3,693 % | 3,354 % |
| 129 | 2,959 % | 2,485 % | 3,744 % | 3,443 % | 3,692 % | 3,355 % |
| 130 | 2,963 % | 2,493 % | 3,743 % | 3,444 % | 3,691 % | 3,357 % |
| 131 | 2,968 % | 2,502 % | 3,742 % | 3,445 % | 3,691 % | 3,359 % |
| 132 | 2,973 % | 2,510 % | 3,741 % | 3,447 % | 3,690 % | 3,361 % |
| 133 | 2,978 % | 2,518 % | 3,740 % | 3,448 % | 3,689 % | 3,363 % |
| 134 | 2,982 % | 2,526 % | 3,739 % | 3,449 % | 3,689 % | 3,365 % |
| 135 | 2,987 % | 2,534 % | 3,738 % | 3,450 % | 3,688 % | 3,366 % |
| 136 | 2,991 % | 2,542 % | 3,737 % | 3,451 % | 3,687 % | 3,368 % |
| 137 | 2,996 % | 2,550 % | 3,736 % | 3,452 % | 3,687 % | 3,370 % |
| 138 | 3,000 % | 2,557 % | 3,735 % | 3,453 % | 3,686 % | 3,371 % |
| 139 | 3,005 % | 2,565 % | 3,734 % | 3,454 % | 3,686 % | 3,373 % |
| 140 | 3,009 % | 2,572 % | 3,733 % | 3,455 % | 3,685 % | 3,375 % |
| 141 | 3,013 % | 2,579 % | 3,732 % | 3,456 % | 3,684 % | 3,376 % |
| 142 | 3,017 % | 2,586 % | 3,731 % | 3,457 % | 3,684 % | 3,378 % |
| 143 | 3,021 % | 2,594 % | 3,730 % | 3,458 % | 3,683 % | 3,379 % |
| 144 | 3,025 % | 2,600 % | 3,729 % | 3,459 % | 3,683 % | 3,381 % |
| 145 | 3,029 % | 2,607 % | 3,729 % | 3,460 % | 3,682 % | 3,382 % |
| 146 | 3,033 % | 2,614 % | 3,728 % | 3,461 % | 3,681 % | 3,384 % |
| 147 | 3,037 % | 2,621 % | 3,727 % | 3,462 % | 3,681 % | 3,385 % |
| 148 | 3,041 % | 2,627 % | 3,726 % | 3,463 % | 3,680 % | 3,387 % |
| 149 | 3,044 % | 2,634 % | 3,725 % | 3,464 % | 3,680 % | 3,388 % |
| 150 | 3,048 % | 2,640 % | 3,724 % | 3,465 % | 3,679 % | 3,390 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,645 %

0,354 %

2,502 %

0,090 %

2,332 %

0,859 %

2

-0,575 %

0,628 %

2,861 %

0,586 %

2,689 %

1,232 %

3

-0,496 %

0,757 %

3,142 %

0,891 %

2,960 %

1,440 %

4

-0,416 %

0,842 %

3,375 %

1,141 %

3,168 %

1,556 %

5

-0,336 %

0,902 %

3,559 %

1,353 %

3,347 %

1,628 %

6

-0,256 %

0,946 %

3,712 %

1,539 %

3,507 %

1,673 %

7

-0,195 %

0,998 %

3,840 %

1,702 %

3,643 %

1,707 %

8

-0,119 %

1,027 %

3,947 %

1,848 %

3,751 %

1,739 %

9

-0,049 %

1,059 %

4,037 %

1,979 %

3,829 %

1,773 %

10

0,015 %

1,101 %

4,119 %

2,099 %

3,885 %

1,812 %

11

0,068 %

1,133 %

4,180 %

2,202 %

3,926 %

1,856 %

12

0,129 %

1,154 %

4,223 %

2,290 %

3,955 %

1,904 %

13

0,186 %

1,168 %

4,252 %

2,367 %

3,975 %

1,954 %

14

0,230 %

1,177 %

4,271 %

2,434 %

3,989 %

2,004 %

15

0,260 %

1,184 %

4,282 %

2,494 %

3,998 %

2,053 %

16

0,276 %

1,188 %

4,287 %

2,547 %

4,004 %

2,101 %

17

0,287 %

1,192 %

4,287 %

2,595 %

4,006 %

2,149 %

18

0,301 %

1,196 %

4,284 %

2,639 %

4,006 %

2,194 %

19

0,322 %

1,201 %

4,279 %

2,679 %

4,005 %

2,238 %

20

0,356 %

1,206 %

4,271 %

2,715 %

4,002 %

2,280 %

21

0,403 %

1,211 %

4,262 %

2,749 %

3,998 %

2,321 %

22

0,459 %

1,217 %

4,252 %

2,780 %

3,993 %

2,360 %

23

0,523 %

1,220 %

4,241 %

2,810 %

3,988 %

2,397 %

24

0,590 %

1,222 %

4,229 %

2,837 %

3,982 %

2,432 %

25

0,660 %

1,220 %

4,217 %

2,862 %

3,976 %

2,466 %

26

0,731 %

1,215 %

4,205 %

2,886 %

3,969 %

2,499 %

27

0,802 %

1,207 %

4,193 %

2,908 %

3,963 %

2,530 %

28

0,872 %

1,194 %

4,180 %

2,929 %

3,956 %

2,560 %

29

0,941 %

1,176 %

4,168 %

2,948 %

3,949 %

2,588 %

30

1,008 %

1,153 %

4,156 %

2,967 %

3,942 %

2,616 %

31

1,074 %

1,126 %

4,144 %

2,985 %

3,936 %

2,642 %

32

1,138 %

1,096 %

4,132 %

3,001 %

3,929 %

2,666 %

33

1,199 %

1,065 %

4,121 %

3,017 %

3,923 %

2,690 %

34

1,259 %

1,036 %

4,109 %

3,032 %

3,916 %

2,713 %

35

1,316 %

1,008 %

4,098 %

3,047 %

3,910 %

2,735 %

36

1,372 %

0,983 %

4,088 %

3,061 %

3,904 %

2,756 %

37

1,425 %

0,960 %

4,077 %

3,074 %

3,898 %

2,776 %

38

1,476 %

0,942 %

4,067 %

3,086 %

3,892 %

2,795 %

39

1,525 %

0,926 %

4,057 %

3,098 %

3,886 %

2,814 %

40

1,573 %

0,914 %

4,048 %

3,109 %

3,880 %

2,832 %

41

1,619 %

0,906 %

4,039 %

3,120 %

3,875 %

2,849 %

42

1,662 %

0,901 %

4,030 %

3,131 %

3,870 %

2,865 %

43

1,705 %

0,899 %

4,021 %

3,141 %

3,864 %

2,881 %

44

1,745 %

0,901 %

4,013 %

3,151 %

3,859 %

2,896 %

45

1,784 %

0,906 %

4,004 %

3,160 %

3,855 %

2,911 %

46

1,822 %

0,914 %

3,997 %

3,169 %

3,850 %

2,925 %

47

1,858 %

0,925 %

3,989 %

3,177 %

3,845 %

2,938 %

48

1,893 %

0,939 %

3,982 %

3,186 %

3,841 %

2,951 %

49

1,927 %

0,957 %

3,974 %

3,194 %

3,836 %

2,964 %

50

1,959 %

0,977 %

3,968 %

3,201 %

3,832 %

2,976 %

51

1,990 %

1,001 %

3,961 %

3,209 %

3,828 %

2,988 %

52

2,020 %

1,027 %

3,954 %

3,216 %

3,824 %

2,999 %

53

2,049 %

1,055 %

3,948 %

3,223 %

3,820 %

3,010 %

54

2,077 %

1,084 %

3,942 %

3,229 %

3,817 %

3,020 %

55

2,105 %

1,114 %

3,936 %

3,236 %

3,813 %

3,030 %

56

2,131 %

1,145 %

3,930 %

3,242 %

3,809 %

3,040 %

57

2,156 %

1,177 %

3,925 %

3,248 %

3,806 %

3,050 %

58

2,181 %

1,208 %

3,919 %

3,254 %

3,803 %

3,059 %

59

2,204 %

1,240 %

3,914 %

3,260 %

3,799 %

3,068 %

60

2,227 %

1,272 %

3,909 %

3,265 %

3,796 %

3,077 %

61

2,249 %

1,303 %

3,904 %

3,270 %

3,793 %

3,085 %

62

2,271 %

1,335 %

3,899 %

3,276 %

3,790 %

3,093 %

63

2,292 %

1,365 %

3,895 %

3,281 %

3,787 %

3,101 %

64

2,312 %

1,396 %

3,890 %

3,285 %

3,784 %

3,109 %

65

2,331 %

1,426 %

3,886 %

3,290 %

3,782 %

3,116 %

66

2,351 %

1,455 %

3,882 %

3,295 %

3,779 %

3,123 %

67

2,369 %

1,484 %

3,878 %

3,299 %

3,777 %

3,130 %

68

2,387 %

1,513 %

3,874 %

3,304 %

3,774 %

3,137 %

69

2,404 %

1,541 %

3,870 %

3,308 %

3,772 %

3,144 %

70

2,421 %

1,568 %

3,866 %

3,312 %

3,769 %

3,150 %

71

2,438 %

1,595 %

3,862 %

3,316 %

3,767 %

3,157 %

72

2,454 %

1,621 %

3,859 %

3,320 %

3,765 %

3,163 %

73

2,469 %

1,647 %

3,855 %

3,323 %

3,762 %

3,169 %

74

2,485 %

1,672 %

3,852 %

3,327 %

3,760 %

3,174 %

75

2,499 %

1,696 %

3,848 %

3,331 %

3,758 %

3,180 %

76

2,514 %

1,720 %

3,845 %

3,334 %

3,756 %

3,186 %

77

2,528 %

1,744 %

3,842 %

3,338 %

3,754 %

3,191 %

78

2,541 %

1,767 %

3,839 %

3,341 %

3,752 %

3,196 %

79

2,555 %

1,789 %

3,836 %

3,344 %

3,750 %

3,201 %

80

2,568 %

1,811 %

3,833 %

3,347 %

3,748 %

3,206 %

81

2,580 %

1,833 %

3,830 %

3,350 %

3,747 %

3,211 %

82

2,593 %

1,854 %

3,827 %

3,353 %

3,745 %

3,216 %

83

2,605 %

1,874 %

3,825 %

3,356 %

3,743 %

3,220 %

84

2,617 %

1,894 %

3,822 %

3,359 %

3,741 %

3,225 %

85

2,628 %

1,914 %

3,819 %

3,362 %

3,740 %

3,229 %

86

2,639 %

1,933 %

3,817 %

3,365 %

3,738 %

3,233 %

87

2,650 %

1,952 %

3,814 %

3,367 %

3,737 %

3,238 %

88

2,661 %

1,971 %

3,812 %

3,370 %

3,735 %

3,242 %

89

2,672 %

1,989 %

3,809 %

3,373 %

3,733 %

3,246 %

90

2,682 %

2,006 %

3,807 %

3,375 %

3,732 %

3,250 %

91

2,692 %

2,024 %

3,805 %

3,378 %

3,731 %

3,254 %

92

2,702 %

2,040 %

3,803 %

3,380 %

3,729 %

3,257 %

93

2,711 %

2,057 %

3,800 %

3,382 %

3,728 %

3,261 %

94

2,721 %

2,073 %

3,798 %

3,385 %

3,726 %

3,265 %

95

2,730 %

2,089 %

3,796 %

3,387 %

3,725 %

3,268 %

96

2,739 %

2,105 %

3,794 %

3,389 %

3,724 %

3,272 %

97

2,748 %

2,120 %

3,792 %

3,391 %

3,722 %

3,275 %

98

2,757 %

2,135 %

3,790 %

3,393 %

3,721 %

3,278 %

99

2,765 %

2,150 %

3,788 %

3,396 %

3,720 %

3,281 %

100

2,773 %

2,164 %

3,786 %

3,398 %

3,719 %

3,285 %

101

2,781 %

2,178 %

3,785 %

3,400 %

3,718 %

3,288 %

102

2,789 %

2,192 %

3,783 %

3,401 %

3,717 %

3,291 %

103

2,797 %

2,205 %

3,781 %

3,403 %

3,715 %

3,294 %

104

2,805 %

2,219 %

3,779 %

3,405 %

3,714 %

3,297 %

105

2,813 %

2,232 %

3,778 %

3,407 %

3,713 %

3,300 %

106

2,820 %

2,245 %

3,776 %

3,409 %

3,712 %

3,302 %

107

2,827 %

2,257 %

3,774 %

3,411 %

3,711 %

3,305 %

108

2,834 %

2,270 %

3,773 %

3,412 %

3,710 %

3,308 %

109

2,841 %

2,282 %

3,771 %

3,414 %

3,709 %

3,311 %

110

2,848 %

2,294 %

3,769 %

3,416 %

3,708 %

3,313 %

111

2,855 %

2,305 %

3,768 %

3,418 %

3,707 %

3,316 %

112

2,862 %

2,317 %

3,766 %

3,419 %

3,706 %

3,318 %

113

2,868 %

2,328 %

3,765 %

3,421 %

3,705 %

3,321 %

114

2,874 %

2,339 %

3,764 %

3,422 %

3,704 %

3,323 %

115

2,881 %

2,350 %

3,762 %

3,424 %

3,703 %

3,326 %

116

2,887 %

2,361 %

3,761 %

3,425 %

3,702 %

3,328 %

117

2,893 %

2,371 %

3,759 %

3,427 %

3,702 %

3,330 %

118

2,899 %

2,382 %

3,758 %

3,428 %

3,701 %

3,333 %

119

2,905 %

2,392 %

3,757 %

3,430 %

3,700 %

3,335 %

120

2,911 %

2,402 %

3,755 %

3,431 %

3,699 %

3,337 %

121

2,916 %

2,412 %

3,754 %

3,433 %

3,698 %

3,339 %

122

2,922 %

2,421 %

3,753 %

3,434 %

3,697 %

3,341 %

123

2,927 %

2,431 %

3,752 %

3,435 %

3,697 %

3,344 %

124

2,933 %

2,440 %

3,750 %

3,437 %

3,696 %

3,346 %

125

2,938 %

2,449 %

3,749 %

3,438 %

3,695 %

3,348 %

126

2,943 %

2,458 %

3,748 %

3,439 %

3,694 %

3,350 %

127

2,948 %

2,467 %

3,747 %

3,440 %

3,694 %

3,352 %

128

2,954 %

2,476 %

3,746 %

3,442 %

3,693 %

3,354 %

129

2,959 %

2,485 %

3,744 %

3,443 %

3,692 %

3,355 %

130

2,963 %

2,493 %

3,743 %

3,444 %

3,691 %

3,357 %

131

2,968 %

2,502 %

3,742 %

3,445 %

3,691 %

3,359 %

132

2,973 %

2,510 %

3,741 %

3,447 %

3,690 %

3,361 %

133

2,978 %

2,518 %

3,740 %

3,448 %

3,689 %

3,363 %

134

2,982 %

2,526 %

3,739 %

3,449 %

3,689 %

3,365 %

135

2,987 %

2,534 %

3,738 %

3,450 %

3,688 %

3,366 %

136

2,991 %

2,542 %

3,737 %

3,451 %

3,687 %

3,368 %

137

2,996 %

2,550 %

3,736 %

3,452 %

3,687 %

3,370 %

138

3,000 %

2,557 %

3,735 %

3,453 %

3,686 %

3,371 %

139

3,005 %

2,565 %

3,734 %

3,454 %

3,686 %

3,373 %

140

3,009 %

2,572 %

3,733 %

3,455 %

3,685 %

3,375 %

141

3,013 %

2,579 %

3,732 %

3,456 %

3,684 %

3,376 %

142

3,017 %

2,586 %

3,731 %

3,457 %

3,684 %

3,378 %

143

3,021 %

2,594 %

3,730 %

3,458 %

3,683 %

3,379 %

144

3,025 %

2,600 %

3,729 %

3,459 %

3,683 %

3,381 %

145

3,029 %

2,607 %

3,729 %

3,460 %

3,682 %

3,382 %

146

3,033 %

2,614 %

3,728 %

3,461 %

3,681 %

3,384 %

147

3,037 %

2,621 %

3,727 %

3,462 %

3,681 %

3,385 %

148

3,041 %

2,627 %

3,726 %

3,463 %

3,680 %

3,387 %

149

3,044 %

2,634 %

3,725 %

3,464 %

3,680 %

3,388 %

150

3,048 %

2,640 %

3,724 %

3,465 %

3,679 %

3,390 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,780 % | -0,001 % | 0,477 % | 0,616 % | 3,403 % | 2,840 % |
| 2 | -0,695 % | 0,214 % | 0,432 % | 0,831 % | 4,232 % | 4,188 % |
| 3 | -0,600 % | 0,465 % | 0,614 % | 1,104 % | 4,622 % | 5,196 % |
| 4 | -0,500 % | 0,703 % | 0,855 % | 1,309 % | 4,856 % | 5,905 % |
| 5 | -0,394 % | 0,911 % | 1,077 % | 1,446 % | 5,021 % | 6,402 % |
| 6 | -0,287 % | 1,072 % | 1,270 % | 1,549 % | 5,148 % | 6,763 % |
| 7 | -0,189 % | 1,231 % | 1,437 % | 1,640 % | 5,256 % | 7,038 % |
| 8 | -0,106 % | 1,362 % | 1,585 % | 1,727 % | 5,352 % | 7,260 % |
| 9 | -0,041 % | 1,471 % | 1,720 % | 1,805 % | 5,433 % | 7,455 % |
| 10 | 0,005 % | 1,564 % | 1,846 % | 1,870 % | 5,495 % | 7,615 % |
| 11 | 0,033 % | 1,663 % | 1,961 % | 1,922 % | 5,534 % | 7,719 % |
| 12 | 0,048 % | 1,749 % | 2,066 % | 1,963 % | 5,557 % | 7,774 % |
| 13 | 0,058 % | 1,808 % | 2,165 % | 1,997 % | 5,568 % | 7,794 % |
| 14 | 0,064 % | 1,846 % | 2,256 % | 2,026 % | 5,570 % | 7,788 % |
| 15 | 0,070 % | 1,874 % | 2,338 % | 2,052 % | 5,565 % | 7,762 % |
| 16 | 0,076 % | 1,897 % | 2,411 % | 2,075 % | 5,555 % | 7,721 % |
| 17 | 0,085 % | 1,917 % | 2,476 % | 2,096 % | 5,541 % | 7,669 % |
| 18 | 0,095 % | 1,933 % | 2,533 % | 2,116 % | 5,525 % | 7,610 % |
| 19 | 0,109 % | 1,945 % | 2,585 % | 2,135 % | 5,507 % | 7,545 % |
| 20 | 0,126 % | 1,953 % | 2,632 % | 2,154 % | 5,488 % | 7,476 % |
| 21 | 0,147 % | 1,957 % | 2,674 % | 2,173 % | 5,467 % | 7,406 % |
| 22 | 0,171 % | 1,957 % | 2,713 % | 2,191 % | 5,447 % | 7,334 % |
| 23 | 0,199 % | 1,953 % | 2,749 % | 2,210 % | 5,425 % | 7,262 % |
| 24 | 0,231 % | 1,946 % | 2,782 % | 2,228 % | 5,404 % | 7,190 % |
| 25 | 0,267 % | 1,935 % | 2,812 % | 2,247 % | 5,383 % | 7,120 % |
| 26 | 0,306 % | 1,921 % | 2,840 % | 2,267 % | 5,363 % | 7,050 % |
| 27 | 0,349 % | 1,908 % | 2,866 % | 2,286 % | 5,342 % | 6,983 % |
| 28 | 0,394 % | 1,897 % | 2,890 % | 2,307 % | 5,322 % | 6,917 % |
| 29 | 0,439 % | 1,890 % | 2,913 % | 2,327 % | 5,302 % | 6,853 % |
| 30 | 0,485 % | 1,890 % | 2,934 % | 2,349 % | 5,283 % | 6,791 % |
| 31 | 0,531 % | 1,896 % | 2,954 % | 2,371 % | 5,265 % | 6,731 % |
| 32 | 0,577 % | 1,908 % | 2,973 % | 2,393 % | 5,247 % | 6,673 % |
| 33 | 0,622 % | 1,924 % | 2,991 % | 2,416 % | 5,229 % | 6,617 % |
| 34 | 0,666 % | 1,944 % | 3,008 % | 2,438 % | 5,212 % | 6,564 % |
| 35 | 0,709 % | 1,966 % | 3,024 % | 2,461 % | 5,196 % | 6,512 % |
| 36 | 0,751 % | 1,990 % | 3,039 % | 2,483 % | 5,180 % | 6,462 % |
| 37 | 0,792 % | 2,015 % | 3,053 % | 2,505 % | 5,165 % | 6,415 % |
| 38 | 0,832 % | 2,040 % | 3,067 % | 2,526 % | 5,150 % | 6,369 % |
| 39 | 0,871 % | 2,067 % | 3,080 % | 2,547 % | 5,136 % | 6,325 % |
| 40 | 0,908 % | 2,093 % | 3,092 % | 2,568 % | 5,122 % | 6,282 % |
| 41 | 0,944 % | 2,120 % | 3,104 % | 2,588 % | 5,108 % | 6,242 % |
| 42 | 0,979 % | 2,146 % | 3,115 % | 2,608 % | 5,096 % | 6,203 % |
| 43 | 1,013 % | 2,173 % | 3,125 % | 2,627 % | 5,083 % | 6,165 % |
| 44 | 1,046 % | 2,199 % | 3,136 % | 2,645 % | 5,071 % | 6,129 % |
| 45 | 1,077 % | 2,224 % | 3,146 % | 2,664 % | 5,060 % | 6,094 % |
| 46 | 1,108 % | 2,249 % | 3,155 % | 2,681 % | 5,048 % | 6,061 % |
| 47 | 1,137 % | 2,274 % | 3,164 % | 2,698 % | 5,038 % | 6,029 % |
| 48 | 1,166 % | 2,298 % | 3,173 % | 2,715 % | 5,027 % | 5,998 % |
| 49 | 1,194 % | 2,321 % | 3,181 % | 2,731 % | 5,017 % | 5,968 % |
| 50 | 1,220 % | 2,344 % | 3,189 % | 2,747 % | 5,007 % | 5,939 % |
| 51 | 1,246 % | 2,366 % | 3,197 % | 2,762 % | 4,998 % | 5,911 % |
| 52 | 1,271 % | 2,388 % | 3,204 % | 2,777 % | 4,989 % | 5,885 % |
| 53 | 1,295 % | 2,409 % | 3,211 % | 2,791 % | 4,980 % | 5,859 % |
| 54 | 1,318 % | 2,429 % | 3,218 % | 2,805 % | 4,971 % | 5,834 % |
| 55 | 1,341 % | 2,449 % | 3,225 % | 2,819 % | 4,963 % | 5,810 % |
| 56 | 1,362 % | 2,469 % | 3,232 % | 2,832 % | 4,955 % | 5,787 % |
| 57 | 1,384 % | 2,487 % | 3,238 % | 2,845 % | 4,947 % | 5,764 % |
| 58 | 1,404 % | 2,506 % | 3,244 % | 2,857 % | 4,940 % | 5,743 % |
| 59 | 1,424 % | 2,523 % | 3,250 % | 2,869 % | 4,933 % | 5,722 % |
| 60 | 1,443 % | 2,541 % | 3,255 % | 2,881 % | 4,926 % | 5,701 % |
| 61 | 1,461 % | 2,557 % | 3,261 % | 2,892 % | 4,919 % | 5,682 % |
| 62 | 1,479 % | 2,574 % | 3,266 % | 2,903 % | 4,912 % | 5,663 % |
| 63 | 1,497 % | 2,589 % | 3,271 % | 2,914 % | 4,906 % | 5,644 % |
| 64 | 1,514 % | 2,605 % | 3,276 % | 2,924 % | 4,899 % | 5,626 % |
| 65 | 1,530 % | 2,620 % | 3,281 % | 2,934 % | 4,893 % | 5,609 % |
| 66 | 1,546 % | 2,634 % | 3,286 % | 2,944 % | 4,888 % | 5,592 % |
| 67 | 1,562 % | 2,648 % | 3,290 % | 2,953 % | 4,882 % | 5,576 % |
| 68 | 1,577 % | 2,662 % | 3,295 % | 2,963 % | 4,876 % | 5,560 % |
| 69 | 1,592 % | 2,675 % | 3,299 % | 2,972 % | 4,871 % | 5,545 % |
| 70 | 1,606 % | 2,688 % | 3,303 % | 2,980 % | 4,866 % | 5,530 % |
| 71 | 1,620 % | 2,701 % | 3,308 % | 2,989 % | 4,860 % | 5,515 % |
| 72 | 1,633 % | 2,713 % | 3,311 % | 2,997 % | 4,856 % | 5,501 % |
| 73 | 1,646 % | 2,725 % | 3,315 % | 3,006 % | 4,851 % | 5,487 % |
| 74 | 1,659 % | 2,737 % | 3,319 % | 3,013 % | 4,846 % | 5,474 % |
| 75 | 1,672 % | 2,748 % | 3,323 % | 3,021 % | 4,841 % | 5,461 % |
| 76 | 1,684 % | 2,760 % | 3,326 % | 3,029 % | 4,837 % | 5,448 % |
| 77 | 1,695 % | 2,770 % | 3,330 % | 3,036 % | 4,833 % | 5,436 % |
| 78 | 1,707 % | 2,781 % | 3,333 % | 3,043 % | 4,828 % | 5,424 % |
| 79 | 1,718 % | 2,791 % | 3,337 % | 3,050 % | 4,824 % | 5,412 % |
| 80 | 1,729 % | 2,801 % | 3,340 % | 3,057 % | 4,820 % | 5,401 % |
| 81 | 1,740 % | 2,811 % | 3,343 % | 3,064 % | 4,816 % | 5,390 % |
| 82 | 1,750 % | 2,821 % | 3,346 % | 3,070 % | 4,812 % | 5,379 % |
| 83 | 1,760 % | 2,830 % | 3,349 % | 3,076 % | 4,809 % | 5,368 % |
| 84 | 1,770 % | 2,839 % | 3,352 % | 3,083 % | 4,805 % | 5,358 % |
| 85 | 1,780 % | 2,848 % | 3,355 % | 3,089 % | 4,801 % | 5,348 % |
| 86 | 1,790 % | 2,857 % | 3,358 % | 3,095 % | 4,798 % | 5,338 % |
| 87 | 1,799 % | 2,865 % | 3,361 % | 3,100 % | 4,794 % | 5,328 % |
| 88 | 1,808 % | 2,873 % | 3,363 % | 3,106 % | 4,791 % | 5,319 % |
| 89 | 1,817 % | 2,881 % | 3,366 % | 3,111 % | 4,788 % | 5,309 % |
| 90 | 1,825 % | 2,889 % | 3,368 % | 3,117 % | 4,785 % | 5,300 % |
| 91 | 1,834 % | 2,897 % | 3,371 % | 3,122 % | 4,781 % | 5,291 % |
| 92 | 1,842 % | 2,905 % | 3,373 % | 3,127 % | 4,778 % | 5,283 % |
| 93 | 1,850 % | 2,912 % | 3,376 % | 3,132 % | 4,775 % | 5,274 % |
| 94 | 1,858 % | 2,920 % | 3,378 % | 3,137 % | 4,772 % | 5,266 % |
| 95 | 1,866 % | 2,927 % | 3,380 % | 3,142 % | 4,770 % | 5,258 % |
| 96 | 1,874 % | 2,934 % | 3,383 % | 3,147 % | 4,767 % | 5,250 % |
| 97 | 1,881 % | 2,941 % | 3,385 % | 3,152 % | 4,764 % | 5,242 % |
| 98 | 1,888 % | 2,947 % | 3,387 % | 3,156 % | 4,761 % | 5,235 % |
| 99 | 1,896 % | 2,954 % | 3,389 % | 3,161 % | 4,759 % | 5,227 % |
| 100 | 1,903 % | 2,960 % | 3,391 % | 3,165 % | 4,756 % | 5,220 % |
| 101 | 1,910 % | 2,967 % | 3,393 % | 3,169 % | 4,754 % | 5,213 % |
| 102 | 1,916 % | 2,973 % | 3,395 % | 3,173 % | 4,751 % | 5,206 % |
| 103 | 1,923 % | 2,979 % | 3,397 % | 3,178 % | 4,749 % | 5,199 % |
| 104 | 1,929 % | 2,985 % | 3,399 % | 3,182 % | 4,746 % | 5,192 % |
| 105 | 1,936 % | 2,991 % | 3,401 % | 3,186 % | 4,744 % | 5,186 % |
| 106 | 1,942 % | 2,996 % | 3,403 % | 3,190 % | 4,742 % | 5,179 % |
| 107 | 1,948 % | 3,002 % | 3,405 % | 3,193 % | 4,739 % | 5,173 % |
| 108 | 1,954 % | 3,007 % | 3,407 % | 3,197 % | 4,737 % | 5,167 % |
| 109 | 1,960 % | 3,013 % | 3,409 % | 3,201 % | 4,735 % | 5,160 % |
| 110 | 1,966 % | 3,018 % | 3,410 % | 3,204 % | 4,733 % | 5,154 % |
| 111 | 1,972 % | 3,023 % | 3,412 % | 3,208 % | 4,731 % | 5,148 % |
| 112 | 1,977 % | 3,029 % | 3,414 % | 3,211 % | 4,729 % | 5,143 % |
| 113 | 1,983 % | 3,034 % | 3,415 % | 3,215 % | 4,727 % | 5,137 % |
| 114 | 1,988 % | 3,039 % | 3,417 % | 3,218 % | 4,725 % | 5,131 % |
| 115 | 1,993 % | 3,043 % | 3,418 % | 3,222 % | 4,723 % | 5,126 % |
| 116 | 1,999 % | 3,048 % | 3,420 % | 3,225 % | 4,721 % | 5,120 % |
| 117 | 2,004 % | 3,053 % | 3,422 % | 3,228 % | 4,719 % | 5,115 % |
| 118 | 2,009 % | 3,058 % | 3,423 % | 3,231 % | 4,717 % | 5,110 % |
| 119 | 2,014 % | 3,062 % | 3,425 % | 3,234 % | 4,715 % | 5,105 % |
| 120 | 2,019 % | 3,067 % | 3,426 % | 3,237 % | 4,713 % | 5,100 % |
| 121 | 2,023 % | 3,071 % | 3,427 % | 3,240 % | 4,712 % | 5,095 % |
| 122 | 2,028 % | 3,075 % | 3,429 % | 3,243 % | 4,710 % | 5,090 % |
| 123 | 2,033 % | 3,080 % | 3,430 % | 3,246 % | 4,708 % | 5,085 % |
| 124 | 2,037 % | 3,084 % | 3,432 % | 3,249 % | 4,707 % | 5,080 % |
| 125 | 2,042 % | 3,088 % | 3,433 % | 3,252 % | 4,705 % | 5,076 % |
| 126 | 2,046 % | 3,092 % | 3,434 % | 3,255 % | 4,703 % | 5,071 % |
| 127 | 2,050 % | 3,096 % | 3,436 % | 3,257 % | 4,702 % | 5,067 % |
| 128 | 2,055 % | 3,100 % | 3,437 % | 3,260 % | 4,700 % | 5,062 % |
| 129 | 2,059 % | 3,104 % | 3,438 % | 3,263 % | 4,699 % | 5,058 % |
| 130 | 2,063 % | 3,107 % | 3,439 % | 3,265 % | 4,697 % | 5,053 % |
| 131 | 2,067 % | 3,111 % | 3,441 % | 3,268 % | 4,695 % | 5,049 % |
| 132 | 2,071 % | 3,115 % | 3,442 % | 3,270 % | 4,694 % | 5,045 % |
| 133 | 2,075 % | 3,119 % | 3,443 % | 3,273 % | 4,693 % | 5,041 % |
| 134 | 2,079 % | 3,122 % | 3,444 % | 3,275 % | 4,691 % | 5,037 % |
| 135 | 2,083 % | 3,126 % | 3,445 % | 3,278 % | 4,690 % | 5,033 % |
| 136 | 2,087 % | 3,129 % | 3,446 % | 3,280 % | 4,688 % | 5,029 % |
| 137 | 2,090 % | 3,133 % | 3,448 % | 3,282 % | 4,687 % | 5,025 % |
| 138 | 2,094 % | 3,136 % | 3,449 % | 3,285 % | 4,686 % | 5,021 % |
| 139 | 2,098 % | 3,139 % | 3,450 % | 3,287 % | 4,684 % | 5,018 % |
| 140 | 2,101 % | 3,143 % | 3,451 % | 3,289 % | 4,683 % | 5,014 % |
| 141 | 2,105 % | 3,146 % | 3,452 % | 3,291 % | 4,682 % | 5,010 % |
| 142 | 2,108 % | 3,149 % | 3,453 % | 3,293 % | 4,680 % | 5,007 % |
| 143 | 2,112 % | 3,152 % | 3,454 % | 3,296 % | 4,679 % | 5,003 % |
| 144 | 2,115 % | 3,155 % | 3,455 % | 3,298 % | 4,678 % | 4,999 % |
| 145 | 2,119 % | 3,158 % | 3,456 % | 3,300 % | 4,677 % | 4,996 % |
| 146 | 2,122 % | 3,161 % | 3,457 % | 3,302 % | 4,675 % | 4,993 % |
| 147 | 2,125 % | 3,164 % | 3,458 % | 3,304 % | 4,674 % | 4,989 % |
| 148 | 2,128 % | 3,167 % | 3,459 % | 3,306 % | 4,673 % | 4,986 % |
| 149 | 2,131 % | 3,170 % | 3,460 % | 3,308 % | 4,672 % | 4,983 % |
| 150 | 2,135 % | 3,173 % | 3,461 % | 3,310 % | 4,671 % | 4,979 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,780 %

-0,001 %

0,477 %

0,616 %

3,403 %

2,840 %

2

-0,695 %

0,214 %

0,432 %

0,831 %

4,232 %

4,188 %

3

-0,600 %

0,465 %

0,614 %

1,104 %

4,622 %

5,196 %

4

-0,500 %

0,703 %

0,855 %

1,309 %

4,856 %

5,905 %

5

-0,394 %

0,911 %

1,077 %

1,446 %

5,021 %

6,402 %

6

-0,287 %

1,072 %

1,270 %

1,549 %

5,148 %

6,763 %

7

-0,189 %

1,231 %

1,437 %

1,640 %

5,256 %

7,038 %

8

-0,106 %

1,362 %

1,585 %

1,727 %

5,352 %

7,260 %

9

-0,041 %

1,471 %

1,720 %

1,805 %

5,433 %

7,455 %

10

0,005 %

1,564 %

1,846 %

1,870 %

5,495 %

7,615 %

11

0,033 %

1,663 %

1,961 %

1,922 %

5,534 %

7,719 %

12

0,048 %

1,749 %

2,066 %

1,963 %

5,557 %

7,774 %

13

0,058 %

1,808 %

2,165 %

1,997 %

5,568 %

7,794 %

14

0,064 %

1,846 %

2,256 %

2,026 %

5,570 %

7,788 %

15

0,070 %

1,874 %

2,338 %

2,052 %

5,565 %

7,762 %

16

0,076 %

1,897 %

2,411 %

2,075 %

5,555 %

7,721 %

17

0,085 %

1,917 %

2,476 %

2,096 %

5,541 %

7,669 %

18

0,095 %

1,933 %

2,533 %

2,116 %

5,525 %

7,610 %

19

0,109 %

1,945 %

2,585 %

2,135 %

5,507 %

7,545 %

20

0,126 %

1,953 %

2,632 %

2,154 %

5,488 %

7,476 %

21

0,147 %

1,957 %

2,674 %

2,173 %

5,467 %

7,406 %

22

0,171 %

1,957 %

2,713 %

2,191 %

5,447 %

7,334 %

23

0,199 %

1,953 %

2,749 %

2,210 %

5,425 %

7,262 %

24

0,231 %

1,946 %

2,782 %

2,228 %

5,404 %

7,190 %

25

0,267 %

1,935 %

2,812 %

2,247 %

5,383 %

7,120 %

26

0,306 %

1,921 %

2,840 %

2,267 %

5,363 %

7,050 %

27

0,349 %

1,908 %

2,866 %

2,286 %

5,342 %

6,983 %

28

0,394 %

1,897 %

2,890 %

2,307 %

5,322 %

6,917 %

29

0,439 %

1,890 %

2,913 %

2,327 %

5,302 %

6,853 %

30

0,485 %

1,890 %

2,934 %

2,349 %

5,283 %

6,791 %

31

0,531 %

1,896 %

2,954 %

2,371 %

5,265 %

6,731 %

32

0,577 %

1,908 %

2,973 %

2,393 %

5,247 %

6,673 %

33

0,622 %

1,924 %

2,991 %

2,416 %

5,229 %

6,617 %

34

0,666 %

1,944 %

3,008 %

2,438 %

5,212 %

6,564 %

35

0,709 %

1,966 %

3,024 %

2,461 %

5,196 %

6,512 %

36

0,751 %

1,990 %

3,039 %

2,483 %

5,180 %

6,462 %

37

0,792 %

2,015 %

3,053 %

2,505 %

5,165 %

6,415 %

38

0,832 %

2,040 %

3,067 %

2,526 %

5,150 %

6,369 %

39

0,871 %

2,067 %

3,080 %

2,547 %

5,136 %

6,325 %

40

0,908 %

2,093 %

3,092 %

2,568 %

5,122 %

6,282 %

41

0,944 %

2,120 %

3,104 %

2,588 %

5,108 %

6,242 %

42

0,979 %

2,146 %

3,115 %

2,608 %

5,096 %

6,203 %

43

1,013 %

2,173 %

3,125 %

2,627 %

5,083 %

6,165 %

44

1,046 %

2,199 %

3,136 %

2,645 %

5,071 %

6,129 %

45

1,077 %

2,224 %

3,146 %

2,664 %

5,060 %

6,094 %

46

1,108 %

2,249 %

3,155 %

2,681 %

5,048 %

6,061 %

47

1,137 %

2,274 %

3,164 %

2,698 %

5,038 %

6,029 %

48

1,166 %

2,298 %

3,173 %

2,715 %

5,027 %

5,998 %

49

1,194 %

2,321 %

3,181 %

2,731 %

5,017 %

5,968 %

50

1,220 %

2,344 %

3,189 %

2,747 %

5,007 %

5,939 %

51

1,246 %

2,366 %

3,197 %

2,762 %

4,998 %

5,911 %

52

1,271 %

2,388 %

3,204 %

2,777 %

4,989 %

5,885 %

53

1,295 %

2,409 %

3,211 %

2,791 %

4,980 %

5,859 %

54

1,318 %

2,429 %

3,218 %

2,805 %

4,971 %

5,834 %

55

1,341 %

2,449 %

3,225 %

2,819 %

4,963 %

5,810 %

56

1,362 %

2,469 %

3,232 %

2,832 %

4,955 %

5,787 %

57

1,384 %

2,487 %

3,238 %

2,845 %

4,947 %

5,764 %

58

1,404 %

2,506 %

3,244 %

2,857 %

4,940 %

5,743 %

59

1,424 %

2,523 %

3,250 %

2,869 %

4,933 %

5,722 %

60

1,443 %

2,541 %

3,255 %

2,881 %

4,926 %

5,701 %

61

1,461 %

2,557 %

3,261 %

2,892 %

4,919 %

5,682 %

62

1,479 %

2,574 %

3,266 %

2,903 %

4,912 %

5,663 %

63

1,497 %

2,589 %

3,271 %

2,914 %

4,906 %

5,644 %

64

1,514 %

2,605 %

3,276 %

2,924 %

4,899 %

5,626 %

65

1,530 %

2,620 %

3,281 %

2,934 %

4,893 %

5,609 %

66

1,546 %

2,634 %

3,286 %

2,944 %

4,888 %

5,592 %

67

1,562 %

2,648 %

3,290 %

2,953 %

4,882 %

5,576 %

68

1,577 %

2,662 %

3,295 %

2,963 %

4,876 %

5,560 %

69

1,592 %

2,675 %

3,299 %

2,972 %

4,871 %

5,545 %

70

1,606 %

2,688 %

3,303 %

2,980 %

4,866 %

5,530 %

71

1,620 %

2,701 %

3,308 %

2,989 %

4,860 %

5,515 %

72

1,633 %

2,713 %

3,311 %

2,997 %

4,856 %

5,501 %

73

1,646 %

2,725 %

3,315 %

3,006 %

4,851 %

5,487 %

74

1,659 %

2,737 %

3,319 %

3,013 %

4,846 %

5,474 %

75

1,672 %

2,748 %

3,323 %

3,021 %

4,841 %

5,461 %

76

1,684 %

2,760 %

3,326 %

3,029 %

4,837 %

5,448 %

77

1,695 %

2,770 %

3,330 %

3,036 %

4,833 %

5,436 %

78

1,707 %

2,781 %

3,333 %

3,043 %

4,828 %

5,424 %

79

1,718 %

2,791 %

3,337 %

3,050 %

4,824 %

5,412 %

80

1,729 %

2,801 %

3,340 %

3,057 %

4,820 %

5,401 %

81

1,740 %

2,811 %

3,343 %

3,064 %

4,816 %

5,390 %

82

1,750 %

2,821 %

3,346 %

3,070 %

4,812 %

5,379 %

83

1,760 %

2,830 %

3,349 %

3,076 %

4,809 %

5,368 %

84

1,770 %

2,839 %

3,352 %

3,083 %

4,805 %

5,358 %

85

1,780 %

2,848 %

3,355 %

3,089 %

4,801 %

5,348 %

86

1,790 %

2,857 %

3,358 %

3,095 %

4,798 %

5,338 %

87

1,799 %

2,865 %

3,361 %

3,100 %

4,794 %

5,328 %

88

1,808 %

2,873 %

3,363 %

3,106 %

4,791 %

5,319 %

89

1,817 %

2,881 %

3,366 %

3,111 %

4,788 %

5,309 %

90

1,825 %

2,889 %

3,368 %

3,117 %

4,785 %

5,300 %

91

1,834 %

2,897 %

3,371 %

3,122 %

4,781 %

5,291 %

92

1,842 %

2,905 %

3,373 %

3,127 %

4,778 %

5,283 %

93

1,850 %

2,912 %

3,376 %

3,132 %

4,775 %

5,274 %

94

1,858 %

2,920 %

3,378 %

3,137 %

4,772 %

5,266 %

95

1,866 %

2,927 %

3,380 %

3,142 %

4,770 %

5,258 %

96

1,874 %

2,934 %

3,383 %

3,147 %

4,767 %

5,250 %

97

1,881 %

2,941 %

3,385 %

3,152 %

4,764 %

5,242 %

98

1,888 %

2,947 %

3,387 %

3,156 %

4,761 %

5,235 %

99

1,896 %

2,954 %

3,389 %

3,161 %

4,759 %

5,227 %

100

1,903 %

2,960 %

3,391 %

3,165 %

4,756 %

5,220 %

101

1,910 %

2,967 %

3,393 %

3,169 %

4,754 %

5,213 %

102

1,916 %

2,973 %

3,395 %

3,173 %

4,751 %

5,206 %

103

1,923 %

2,979 %

3,397 %

3,178 %

4,749 %

5,199 %

104

1,929 %

2,985 %

3,399 %

3,182 %

4,746 %

5,192 %

105

1,936 %

2,991 %

3,401 %

3,186 %

4,744 %

5,186 %

106

1,942 %

2,996 %

3,403 %

3,190 %

4,742 %

5,179 %

107

1,948 %

3,002 %

3,405 %

3,193 %

4,739 %

5,173 %

108

1,954 %

3,007 %

3,407 %

3,197 %

4,737 %

5,167 %

109

1,960 %

3,013 %

3,409 %

3,201 %

4,735 %

5,160 %

110

1,966 %

3,018 %

3,410 %

3,204 %

4,733 %

5,154 %

111

1,972 %

3,023 %

3,412 %

3,208 %

4,731 %

5,148 %

112

1,977 %

3,029 %

3,414 %

3,211 %

4,729 %

5,143 %

113

1,983 %

3,034 %

3,415 %

3,215 %

4,727 %

5,137 %

114

1,988 %

3,039 %

3,417 %

3,218 %

4,725 %

5,131 %

115

1,993 %

3,043 %

3,418 %

3,222 %

4,723 %

5,126 %

116

1,999 %

3,048 %

3,420 %

3,225 %

4,721 %

5,120 %

117

2,004 %

3,053 %

3,422 %

3,228 %

4,719 %

5,115 %

118

2,009 %

3,058 %

3,423 %

3,231 %

4,717 %

5,110 %

119

2,014 %

3,062 %

3,425 %

3,234 %

4,715 %

5,105 %

120

2,019 %

3,067 %

3,426 %

3,237 %

4,713 %

5,100 %

121

2,023 %

3,071 %

3,427 %

3,240 %

4,712 %

5,095 %

122

2,028 %

3,075 %

3,429 %

3,243 %

4,710 %

5,090 %

123

2,033 %

3,080 %

3,430 %

3,246 %

4,708 %

5,085 %

124

2,037 %

3,084 %

3,432 %

3,249 %

4,707 %

5,080 %

125

2,042 %

3,088 %

3,433 %

3,252 %

4,705 %

5,076 %

126

2,046 %

3,092 %

3,434 %

3,255 %

4,703 %

5,071 %

127

2,050 %

3,096 %

3,436 %

3,257 %

4,702 %

5,067 %

128

2,055 %

3,100 %

3,437 %

3,260 %

4,700 %

5,062 %

129

2,059 %

3,104 %

3,438 %

3,263 %

4,699 %

5,058 %

130

2,063 %

3,107 %

3,439 %

3,265 %

4,697 %

5,053 %

131

2,067 %

3,111 %

3,441 %

3,268 %

4,695 %

5,049 %

132

2,071 %

3,115 %

3,442 %

3,270 %

4,694 %

5,045 %

133

2,075 %

3,119 %

3,443 %

3,273 %

4,693 %

5,041 %

134

2,079 %

3,122 %

3,444 %

3,275 %

4,691 %

5,037 %

135

2,083 %

3,126 %

3,445 %

3,278 %

4,690 %

5,033 %

136

2,087 %

3,129 %

3,446 %

3,280 %

4,688 %

5,029 %

137

2,090 %

3,133 %

3,448 %

3,282 %

4,687 %

5,025 %

138

2,094 %

3,136 %

3,449 %

3,285 %

4,686 %

5,021 %

139

2,098 %

3,139 %

3,450 %

3,287 %

4,684 %

5,018 %

140

2,101 %

3,143 %

3,451 %

3,289 %

4,683 %

5,014 %

141

2,105 %

3,146 %

3,452 %

3,291 %

4,682 %

5,010 %

142

2,108 %

3,149 %

3,453 %

3,293 %

4,680 %

5,007 %

143

2,112 %

3,152 %

3,454 %

3,296 %

4,679 %

5,003 %

144

2,115 %

3,155 %

3,455 %

3,298 %

4,678 %

4,999 %

145

2,119 %

3,158 %

3,456 %

3,300 %

4,677 %

4,996 %

146

2,122 %

3,161 %

3,457 %

3,302 %

4,675 %

4,993 %

147

2,125 %

3,164 %

3,458 %

3,304 %

4,674 %

4,989 %

148

2,128 %

3,167 %

3,459 %

3,306 %

4,673 %

4,986 %

149

2,131 %

3,170 %

3,460 %

3,308 %

4,672 %

4,983 %

150

2,135 %

3,173 %

3,461 %

3,310 %

4,671 %

4,979 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,120 % | 3,648 % | 5,672 % | 0,128 % | 0,990 % | 3,889 % |
| 2 | 0,311 % | 4,273 % | 6,249 % | 0,159 % | 1,337 % | 4,639 % |
| 3 | 0,573 % | 4,792 % | 6,616 % | 0,187 % | 1,549 % | 5,213 % |
| 4 | 0,801 % | 5,227 % | 6,831 % | 0,214 % | 1,690 % | 5,689 % |
| 5 | 0,982 % | 5,573 % | 6,993 % | 0,238 % | 1,799 % | 6,120 % |
| 6 | 1,122 % | 5,844 % | 7,113 % | 0,260 % | 1,890 % | 6,523 % |
| 7 | 1,234 % | 6,061 % | 7,209 % | 0,280 % | 1,974 % | 6,898 % |
| 8 | 1,325 % | 6,224 % | 7,296 % | 0,298 % | 2,051 % | 7,242 % |
| 9 | 1,400 % | 6,364 % | 7,384 % | 0,315 % | 2,124 % | 7,557 % |
| 10 | 1,462 % | 6,483 % | 7,480 % | 0,332 % | 2,192 % | 7,842 % |
| 11 | 1,513 % | 6,569 % | 7,585 % | 0,374 % | 2,248 % | 8,099 % |
| 12 | 1,559 % | 6,627 % | 7,695 % | 0,438 % | 2,293 % | 8,325 % |
| 13 | 1,601 % | 6,664 % | 7,804 % | 0,515 % | 2,331 % | 8,518 % |
| 14 | 1,644 % | 6,685 % | 7,906 % | 0,599 % | 2,364 % | 8,673 % |
| 15 | 1,689 % | 6,694 % | 8,000 % | 0,687 % | 2,394 % | 8,789 % |
| 16 | 1,737 % | 6,695 % | 8,082 % | 0,776 % | 2,421 % | 8,862 % |
| 17 | 1,786 % | 6,689 % | 8,150 % | 0,864 % | 2,447 % | 8,901 % |
| 18 | 1,835 % | 6,677 % | 8,203 % | 0,951 % | 2,472 % | 8,913 % |
| 19 | 1,885 % | 6,662 % | 8,237 % | 1,036 % | 2,497 % | 8,902 % |
| 20 | 1,934 % | 6,644 % | 8,251 % | 1,117 % | 2,522 % | 8,876 % |
| 21 | 1,981 % | 6,625 % | 8,244 % | 1,196 % | 2,547 % | 8,836 % |
| 22 | 2,028 % | 6,603 % | 8,218 % | 1,272 % | 2,573 % | 8,786 % |
| 23 | 2,073 % | 6,581 % | 8,179 % | 1,344 % | 2,598 % | 8,730 % |
| 24 | 2,117 % | 6,558 % | 8,129 % | 1,414 % | 2,623 % | 8,668 % |
| 25 | 2,159 % | 6,535 % | 8,071 % | 1,480 % | 2,648 % | 8,602 % |
| 26 | 2,199 % | 6,512 % | 8,008 % | 1,543 % | 2,672 % | 8,534 % |
| 27 | 2,238 % | 6,489 % | 7,940 % | 1,604 % | 2,695 % | 8,465 % |
| 28 | 2,276 % | 6,466 % | 7,869 % | 1,661 % | 2,718 % | 8,396 % |
| 29 | 2,312 % | 6,444 % | 7,797 % | 1,717 % | 2,740 % | 8,327 % |
| 30 | 2,346 % | 6,422 % | 7,725 % | 1,769 % | 2,762 % | 8,258 % |
| 31 | 2,379 % | 6,400 % | 7,652 % | 1,819 % | 2,782 % | 8,191 % |
| 32 | 2,411 % | 6,379 % | 7,580 % | 1,867 % | 2,802 % | 8,125 % |
| 33 | 2,441 % | 6,359 % | 7,510 % | 1,913 % | 2,822 % | 8,061 % |
| 34 | 2,470 % | 6,339 % | 7,441 % | 1,957 % | 2,840 % | 7,998 % |
| 35 | 2,498 % | 6,319 % | 7,373 % | 1,999 % | 2,858 % | 7,938 % |
| 36 | 2,525 % | 6,301 % | 7,307 % | 2,039 % | 2,875 % | 7,879 % |
| 37 | 2,551 % | 6,283 % | 7,244 % | 2,077 % | 2,892 % | 7,822 % |
| 38 | 2,575 % | 6,265 % | 7,182 % | 2,114 % | 2,908 % | 7,767 % |
| 39 | 2,599 % | 6,248 % | 7,122 % | 2,149 % | 2,923 % | 7,715 % |
| 40 | 2,622 % | 6,232 % | 7,064 % | 2,182 % | 2,938 % | 7,664 % |
| 41 | 2,644 % | 6,216 % | 7,009 % | 2,215 % | 2,953 % | 7,615 % |
| 42 | 2,665 % | 6,201 % | 6,955 % | 2,245 % | 2,966 % | 7,567 % |
| 43 | 2,685 % | 6,186 % | 6,903 % | 2,275 % | 2,980 % | 7,522 % |
| 44 | 2,704 % | 6,172 % | 6,853 % | 2,304 % | 2,993 % | 7,478 % |
| 45 | 2,723 % | 6,158 % | 6,805 % | 2,331 % | 3,005 % | 7,436 % |
| 46 | 2,741 % | 6,145 % | 6,759 % | 2,357 % | 3,017 % | 7,395 % |
| 47 | 2,758 % | 6,132 % | 6,714 % | 2,383 % | 3,029 % | 7,356 % |
| 48 | 2,775 % | 6,120 % | 6,671 % | 2,407 % | 3,040 % | 7,319 % |
| 49 | 2,791 % | 6,108 % | 6,630 % | 2,431 % | 3,050 % | 7,282 % |
| 50 | 2,807 % | 6,097 % | 6,590 % | 2,453 % | 3,061 % | 7,247 % |
| 51 | 2,821 % | 6,085 % | 6,551 % | 2,475 % | 3,071 % | 7,214 % |
| 52 | 2,836 % | 6,075 % | 6,514 % | 2,496 % | 3,080 % | 7,181 % |
| 53 | 2,850 % | 6,064 % | 6,478 % | 2,516 % | 3,090 % | 7,150 % |
| 54 | 2,863 % | 6,054 % | 6,444 % | 2,536 % | 3,099 % | 7,119 % |
| 55 | 2,876 % | 6,044 % | 6,410 % | 2,555 % | 3,108 % | 7,090 % |
| 56 | 2,889 % | 6,035 % | 6,378 % | 2,573 % | 3,116 % | 7,062 % |
| 57 | 2,901 % | 6,026 % | 6,347 % | 2,591 % | 3,124 % | 7,035 % |
| 58 | 2,913 % | 6,017 % | 6,317 % | 2,608 % | 3,132 % | 7,008 % |
| 59 | 2,924 % | 6,008 % | 6,288 % | 2,624 % | 3,140 % | 6,983 % |
| 60 | 2,935 % | 6,000 % | 6,260 % | 2,640 % | 3,148 % | 6,958 % |
| 61 | 2,946 % | 5,992 % | 6,232 % | 2,656 % | 3,155 % | 6,934 % |
| 62 | 2,956 % | 5,984 % | 6,206 % | 2,671 % | 3,162 % | 6,911 % |
| 63 | 2,966 % | 5,977 % | 6,181 % | 2,685 % | 3,169 % | 6,889 % |
| 64 | 2,976 % | 5,969 % | 6,156 % | 2,700 % | 3,175 % | 6,867 % |
| 65 | 2,986 % | 5,962 % | 6,132 % | 2,713 % | 3,182 % | 6,846 % |
| 66 | 2,995 % | 5,955 % | 6,108 % | 2,727 % | 3,188 % | 6,825 % |
| 67 | 3,004 % | 5,949 % | 6,086 % | 2,739 % | 3,194 % | 6,805 % |
| 68 | 3,012 % | 5,942 % | 6,064 % | 2,752 % | 3,200 % | 6,786 % |
| 69 | 3,021 % | 5,936 % | 6,043 % | 2,764 % | 3,206 % | 6,767 % |
| 70 | 3,029 % | 5,929 % | 6,022 % | 2,776 % | 3,211 % | 6,749 % |
| 71 | 3,037 % | 5,923 % | 6,002 % | 2,788 % | 3,217 % | 6,732 % |
| 72 | 3,045 % | 5,918 % | 5,982 % | 2,799 % | 3,222 % | 6,714 % |
| 73 | 3,052 % | 5,912 % | 5,963 % | 2,810 % | 3,227 % | 6,698 % |
| 74 | 3,060 % | 5,906 % | 5,945 % | 2,820 % | 3,232 % | 6,682 % |
| 75 | 3,067 % | 5,901 % | 5,927 % | 2,831 % | 3,237 % | 6,666 % |
| 76 | 3,074 % | 5,896 % | 5,909 % | 2,841 % | 3,242 % | 6,650 % |
| 77 | 3,081 % | 5,891 % | 5,892 % | 2,850 % | 3,246 % | 6,635 % |
| 78 | 3,087 % | 5,886 % | 5,875 % | 2,860 % | 3,251 % | 6,621 % |
| 79 | 3,094 % | 5,881 % | 5,859 % | 2,869 % | 3,255 % | 6,606 % |
| 80 | 3,100 % | 5,876 % | 5,843 % | 2,878 % | 3,259 % | 6,593 % |
| 81 | 3,106 % | 5,871 % | 5,828 % | 2,887 % | 3,264 % | 6,579 % |
| 82 | 3,112 % | 5,867 % | 5,813 % | 2,896 % | 3,268 % | 6,566 % |
| 83 | 3,118 % | 5,862 % | 5,798 % | 2,904 % | 3,272 % | 6,553 % |
| 84 | 3,124 % | 5,858 % | 5,784 % | 2,913 % | 3,275 % | 6,540 % |
| 85 | 3,129 % | 5,854 % | 5,770 % | 2,921 % | 3,279 % | 6,528 % |
| 86 | 3,135 % | 5,850 % | 5,756 % | 2,929 % | 3,283 % | 6,516 % |
| 87 | 3,140 % | 5,846 % | 5,743 % | 2,936 % | 3,287 % | 6,504 % |
| 88 | 3,145 % | 5,842 % | 5,730 % | 2,944 % | 3,290 % | 6,493 % |
| 89 | 3,150 % | 5,838 % | 5,717 % | 2,951 % | 3,294 % | 6,482 % |
| 90 | 3,155 % | 5,834 % | 5,704 % | 2,958 % | 3,297 % | 6,471 % |
| 91 | 3,160 % | 5,831 % | 5,692 % | 2,965 % | 3,300 % | 6,460 % |
| 92 | 3,165 % | 5,827 % | 5,680 % | 2,972 % | 3,304 % | 6,449 % |
| 93 | 3,170 % | 5,823 % | 5,669 % | 2,979 % | 3,307 % | 6,439 % |
| 94 | 3,174 % | 5,820 % | 5,657 % | 2,985 % | 3,310 % | 6,429 % |
| 95 | 3,179 % | 5,817 % | 5,646 % | 2,992 % | 3,313 % | 6,419 % |
| 96 | 3,183 % | 5,813 % | 5,635 % | 2,998 % | 3,316 % | 6,410 % |
| 97 | 3,187 % | 5,810 % | 5,624 % | 3,004 % | 3,319 % | 6,400 % |
| 98 | 3,192 % | 5,807 % | 5,614 % | 3,010 % | 3,322 % | 6,391 % |
| 99 | 3,196 % | 5,804 % | 5,603 % | 3,016 % | 3,324 % | 6,382 % |
| 100 | 3,200 % | 5,801 % | 5,593 % | 3,022 % | 3,327 % | 6,373 % |
| 101 | 3,204 % | 5,798 % | 5,584 % | 3,028 % | 3,330 % | 6,364 % |
| 102 | 3,208 % | 5,795 % | 5,574 % | 3,034 % | 3,333 % | 6,356 % |
| 103 | 3,211 % | 5,792 % | 5,564 % | 3,039 % | 3,335 % | 6,348 % |
| 104 | 3,215 % | 5,789 % | 5,555 % | 3,044 % | 3,338 % | 6,339 % |
| 105 | 3,219 % | 5,786 % | 5,546 % | 3,050 % | 3,340 % | 6,331 % |
| 106 | 3,222 % | 5,784 % | 5,537 % | 3,055 % | 3,343 % | 6,324 % |
| 107 | 3,226 % | 5,781 % | 5,528 % | 3,060 % | 3,345 % | 6,316 % |
| 108 | 3,229 % | 5,778 % | 5,519 % | 3,065 % | 3,347 % | 6,308 % |
| 109 | 3,233 % | 5,776 % | 5,511 % | 3,070 % | 3,350 % | 6,301 % |
| 110 | 3,236 % | 5,773 % | 5,503 % | 3,075 % | 3,352 % | 6,293 % |
| 111 | 3,239 % | 5,771 % | 5,495 % | 3,079 % | 3,354 % | 6,286 % |
| 112 | 3,243 % | 5,768 % | 5,487 % | 3,084 % | 3,356 % | 6,279 % |
| 113 | 3,246 % | 5,766 % | 5,479 % | 3,089 % | 3,359 % | 6,272 % |
| 114 | 3,249 % | 5,764 % | 5,471 % | 3,093 % | 3,361 % | 6,266 % |
| 115 | 3,252 % | 5,761 % | 5,463 % | 3,097 % | 3,363 % | 6,259 % |
| 116 | 3,255 % | 5,759 % | 5,456 % | 3,102 % | 3,365 % | 6,252 % |
| 117 | 3,258 % | 5,757 % | 5,448 % | 3,106 % | 3,367 % | 6,246 % |
| 118 | 3,261 % | 5,755 % | 5,441 % | 3,110 % | 3,369 % | 6,239 % |
| 119 | 3,263 % | 5,753 % | 5,434 % | 3,114 % | 3,371 % | 6,233 % |
| 120 | 3,266 % | 5,751 % | 5,427 % | 3,118 % | 3,373 % | 6,227 % |
| 121 | 3,269 % | 5,748 % | 5,420 % | 3,122 % | 3,375 % | 6,221 % |
| 122 | 3,272 % | 5,746 % | 5,414 % | 3,126 % | 3,376 % | 6,215 % |
| 123 | 3,274 % | 5,744 % | 5,407 % | 3,130 % | 3,378 % | 6,209 % |
| 124 | 3,277 % | 5,742 % | 5,400 % | 3,134 % | 3,380 % | 6,204 % |
| 125 | 3,280 % | 5,741 % | 5,394 % | 3,138 % | 3,382 % | 6,198 % |
| 126 | 3,282 % | 5,739 % | 5,388 % | 3,141 % | 3,383 % | 6,192 % |
| 127 | 3,285 % | 5,737 % | 5,381 % | 3,145 % | 3,385 % | 6,187 % |
| 128 | 3,287 % | 5,735 % | 5,375 % | 3,148 % | 3,387 % | 6,182 % |
| 129 | 3,290 % | 5,733 % | 5,369 % | 3,152 % | 3,388 % | 6,176 % |
| 130 | 3,292 % | 5,731 % | 5,363 % | 3,155 % | 3,390 % | 6,171 % |
| 131 | 3,294 % | 5,730 % | 5,357 % | 3,159 % | 3,392 % | 6,166 % |
| 132 | 3,297 % | 5,728 % | 5,352 % | 3,162 % | 3,393 % | 6,161 % |
| 133 | 3,299 % | 5,726 % | 5,346 % | 3,165 % | 3,395 % | 6,156 % |
| 134 | 3,301 % | 5,724 % | 5,340 % | 3,169 % | 3,396 % | 6,151 % |
| 135 | 3,303 % | 5,723 % | 5,335 % | 3,172 % | 3,398 % | 6,146 % |
| 136 | 3,305 % | 5,721 % | 5,330 % | 3,175 % | 3,399 % | 6,141 % |
| 137 | 3,308 % | 5,719 % | 5,324 % | 3,178 % | 3,401 % | 6,137 % |
| 138 | 3,310 % | 5,718 % | 5,319 % | 3,181 % | 3,402 % | 6,132 % |
| 139 | 3,312 % | 5,716 % | 5,314 % | 3,184 % | 3,404 % | 6,127 % |
| 140 | 3,314 % | 5,715 % | 5,309 % | 3,187 % | 3,405 % | 6,123 % |
| 141 | 3,316 % | 5,713 % | 5,304 % | 3,190 % | 3,406 % | 6,119 % |
| 142 | 3,318 % | 5,712 % | 5,299 % | 3,193 % | 3,408 % | 6,114 % |
| 143 | 3,320 % | 5,710 % | 5,294 % | 3,196 % | 3,409 % | 6,110 % |
| 144 | 3,322 % | 5,709 % | 5,289 % | 3,198 % | 3,410 % | 6,106 % |
| 145 | 3,324 % | 5,707 % | 5,284 % | 3,201 % | 3,412 % | 6,101 % |
| 146 | 3,326 % | 5,706 % | 5,279 % | 3,204 % | 3,413 % | 6,097 % |
| 147 | 3,328 % | 5,704 % | 5,275 % | 3,207 % | 3,414 % | 6,093 % |
| 148 | 3,329 % | 5,703 % | 5,270 % | 3,209 % | 3,416 % | 6,089 % |
| 149 | 3,331 % | 5,702 % | 5,266 % | 3,212 % | 3,417 % | 6,085 % |
| 150 | 3,333 % | 5,700 % | 5,261 % | 3,214 % | 3,418 % | 6,081 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,120 %

3,648 %

5,672 %

0,128 %

0,990 %

3,889 %

2

0,311 %

4,273 %

6,249 %

0,159 %

1,337 %

4,639 %

3

0,573 %

4,792 %

6,616 %

0,187 %

1,549 %

5,213 %

4

0,801 %

5,227 %

6,831 %

0,214 %

1,690 %

5,689 %

5

0,982 %

5,573 %

6,993 %

0,238 %

1,799 %

6,120 %

6

1,122 %

5,844 %

7,113 %

0,260 %

1,890 %

6,523 %

7

1,234 %

6,061 %

7,209 %

0,280 %

1,974 %

6,898 %

8

1,325 %

6,224 %

7,296 %

0,298 %

2,051 %

7,242 %

9

1,400 %

6,364 %

7,384 %

0,315 %

2,124 %

7,557 %

10

1,462 %

6,483 %

7,480 %

0,332 %

2,192 %

7,842 %

11

1,513 %

6,569 %

7,585 %

0,374 %

2,248 %

8,099 %

12

1,559 %

6,627 %

7,695 %

0,438 %

2,293 %

8,325 %

13

1,601 %

6,664 %

7,804 %

0,515 %

2,331 %

8,518 %

14

1,644 %

6,685 %

7,906 %

0,599 %

2,364 %

8,673 %

15

1,689 %

6,694 %

8,000 %

0,687 %

2,394 %

8,789 %

16

1,737 %

6,695 %

8,082 %

0,776 %

2,421 %

8,862 %

17

1,786 %

6,689 %

8,150 %

0,864 %

2,447 %

8,901 %

18

1,835 %

6,677 %

8,203 %

0,951 %

2,472 %

8,913 %

19

1,885 %

6,662 %

8,237 %

1,036 %

2,497 %

8,902 %

20

1,934 %

6,644 %

8,251 %

1,117 %

2,522 %

8,876 %

21

1,981 %

6,625 %

8,244 %

1,196 %

2,547 %

8,836 %

22

2,028 %

6,603 %

8,218 %

1,272 %

2,573 %

8,786 %

23

2,073 %

6,581 %

8,179 %

1,344 %

2,598 %

8,730 %

24

2,117 %

6,558 %

8,129 %

1,414 %

2,623 %

8,668 %

25

2,159 %

6,535 %

8,071 %

1,480 %

2,648 %

8,602 %

26

2,199 %

6,512 %

8,008 %

1,543 %

2,672 %

8,534 %

27

2,238 %

6,489 %

7,940 %

1,604 %

2,695 %

8,465 %

28

2,276 %

6,466 %

7,869 %

1,661 %

2,718 %

8,396 %

29

2,312 %

6,444 %

7,797 %

1,717 %

2,740 %

8,327 %

30

2,346 %

6,422 %

7,725 %

1,769 %

2,762 %

8,258 %

31

2,379 %

6,400 %

7,652 %

1,819 %

2,782 %

8,191 %

32

2,411 %

6,379 %

7,580 %

1,867 %

2,802 %

8,125 %

33

2,441 %

6,359 %

7,510 %

1,913 %

2,822 %

8,061 %

34

2,470 %

6,339 %

7,441 %

1,957 %

2,840 %

7,998 %

35

2,498 %

6,319 %

7,373 %

1,999 %

2,858 %

7,938 %

36

2,525 %

6,301 %

7,307 %

2,039 %

2,875 %

7,879 %

37

2,551 %

6,283 %

7,244 %

2,077 %

2,892 %

7,822 %

38

2,575 %

6,265 %

7,182 %

2,114 %

2,908 %

7,767 %

39

2,599 %

6,248 %

7,122 %

2,149 %

2,923 %

7,715 %

40

2,622 %

6,232 %

7,064 %

2,182 %

2,938 %

7,664 %

41

2,644 %

6,216 %

7,009 %

2,215 %

2,953 %

7,615 %

42

2,665 %

6,201 %

6,955 %

2,245 %

2,966 %

7,567 %

43

2,685 %

6,186 %

6,903 %

2,275 %

2,980 %

7,522 %

44

2,704 %

6,172 %

6,853 %

2,304 %

2,993 %

7,478 %

45

2,723 %

6,158 %

6,805 %

2,331 %

3,005 %

7,436 %

46

2,741 %

6,145 %

6,759 %

2,357 %

3,017 %

7,395 %

47

2,758 %

6,132 %

6,714 %

2,383 %

3,029 %

7,356 %

48

2,775 %

6,120 %

6,671 %

2,407 %

3,040 %

7,319 %

49

2,791 %

6,108 %

6,630 %

2,431 %

3,050 %

7,282 %

50

2,807 %

6,097 %

6,590 %

2,453 %

3,061 %

7,247 %

51

2,821 %

6,085 %

6,551 %

2,475 %

3,071 %

7,214 %

52

2,836 %

6,075 %

6,514 %

2,496 %

3,080 %

7,181 %

53

2,850 %

6,064 %

6,478 %

2,516 %

3,090 %

7,150 %

54

2,863 %

6,054 %

6,444 %

2,536 %

3,099 %

7,119 %

55

2,876 %

6,044 %

6,410 %

2,555 %

3,108 %

7,090 %

56

2,889 %

6,035 %

6,378 %

2,573 %

3,116 %

7,062 %

57

2,901 %

6,026 %

6,347 %

2,591 %

3,124 %

7,035 %

58

2,913 %

6,017 %

6,317 %

2,608 %

3,132 %

7,008 %

59

2,924 %

6,008 %

6,288 %

2,624 %

3,140 %

6,983 %

60

2,935 %

6,000 %

6,260 %

2,640 %

3,148 %

6,958 %

61

2,946 %

5,992 %

6,232 %

2,656 %

3,155 %

6,934 %

62

2,956 %

5,984 %

6,206 %

2,671 %

3,162 %

6,911 %

63

2,966 %

5,977 %

6,181 %

2,685 %

3,169 %

6,889 %

64

2,976 %

5,969 %

6,156 %

2,700 %

3,175 %

6,867 %

65

2,986 %

5,962 %

6,132 %

2,713 %

3,182 %

6,846 %

66

2,995 %

5,955 %

6,108 %

2,727 %

3,188 %

6,825 %

67

3,004 %

5,949 %

6,086 %

2,739 %

3,194 %

6,805 %

68

3,012 %

5,942 %

6,064 %

2,752 %

3,200 %

6,786 %

69

3,021 %

5,936 %

6,043 %

2,764 %

3,206 %

6,767 %

70

3,029 %

5,929 %

6,022 %

2,776 %

3,211 %

6,749 %

71

3,037 %

5,923 %

6,002 %

2,788 %

3,217 %

6,732 %

72

3,045 %

5,918 %

5,982 %

2,799 %

3,222 %

6,714 %

73

3,052 %

5,912 %

5,963 %

2,810 %

3,227 %

6,698 %

74

3,060 %

5,906 %

5,945 %

2,820 %

3,232 %

6,682 %

75

3,067 %

5,901 %

5,927 %

2,831 %

3,237 %

6,666 %

76

3,074 %

5,896 %

5,909 %

2,841 %

3,242 %

6,650 %

77

3,081 %

5,891 %

5,892 %

2,850 %

3,246 %

6,635 %

78

3,087 %

5,886 %

5,875 %

2,860 %

3,251 %

6,621 %

79

3,094 %

5,881 %

5,859 %

2,869 %

3,255 %

6,606 %

80

3,100 %

5,876 %

5,843 %

2,878 %

3,259 %

6,593 %

81

3,106 %

5,871 %

5,828 %

2,887 %

3,264 %

6,579 %

82

3,112 %

5,867 %

5,813 %

2,896 %

3,268 %

6,566 %

83

3,118 %

5,862 %

5,798 %

2,904 %

3,272 %

6,553 %

84

3,124 %

5,858 %

5,784 %

2,913 %

3,275 %

6,540 %

85

3,129 %

5,854 %

5,770 %

2,921 %

3,279 %

6,528 %

86

3,135 %

5,850 %

5,756 %

2,929 %

3,283 %

6,516 %

87

3,140 %

5,846 %

5,743 %

2,936 %

3,287 %

6,504 %

88

3,145 %

5,842 %

5,730 %

2,944 %

3,290 %

6,493 %

89

3,150 %

5,838 %

5,717 %

2,951 %

3,294 %

6,482 %

90

3,155 %

5,834 %

5,704 %

2,958 %

3,297 %

6,471 %

91

3,160 %

5,831 %

5,692 %

2,965 %

3,300 %

6,460 %

92

3,165 %

5,827 %

5,680 %

2,972 %

3,304 %

6,449 %

93

3,170 %

5,823 %

5,669 %

2,979 %

3,307 %

6,439 %

94

3,174 %

5,820 %

5,657 %

2,985 %

3,310 %

6,429 %

95

3,179 %

5,817 %

5,646 %

2,992 %

3,313 %

6,419 %

96

3,183 %

5,813 %

5,635 %

2,998 %

3,316 %

6,410 %

97

3,187 %

5,810 %

5,624 %

3,004 %

3,319 %

6,400 %

98

3,192 %

5,807 %

5,614 %

3,010 %

3,322 %

6,391 %

99

3,196 %

5,804 %

5,603 %

3,016 %

3,324 %

6,382 %

100

3,200 %

5,801 %

5,593 %

3,022 %

3,327 %

6,373 %

101

3,204 %

5,798 %

5,584 %

3,028 %

3,330 %

6,364 %

102

3,208 %

5,795 %

5,574 %

3,034 %

3,333 %

6,356 %

103

3,211 %

5,792 %

5,564 %

3,039 %

3,335 %

6,348 %

104

3,215 %

5,789 %

5,555 %

3,044 %

3,338 %

6,339 %

105

3,219 %

5,786 %

5,546 %

3,050 %

3,340 %

6,331 %

106

3,222 %

5,784 %

5,537 %

3,055 %

3,343 %

6,324 %

107

3,226 %

5,781 %

5,528 %

3,060 %

3,345 %

6,316 %

108

3,229 %

5,778 %

5,519 %

3,065 %

3,347 %

6,308 %

109

3,233 %

5,776 %

5,511 %

3,070 %

3,350 %

6,301 %

110

3,236 %

5,773 %

5,503 %

3,075 %

3,352 %

6,293 %

111

3,239 %

5,771 %

5,495 %

3,079 %

3,354 %

6,286 %

112

3,243 %

5,768 %

5,487 %

3,084 %

3,356 %

6,279 %

113

3,246 %

5,766 %

5,479 %

3,089 %

3,359 %

6,272 %

114

3,249 %

5,764 %

5,471 %

3,093 %

3,361 %

6,266 %

115

3,252 %

5,761 %

5,463 %

3,097 %

3,363 %

6,259 %

116

3,255 %

5,759 %

5,456 %

3,102 %

3,365 %

6,252 %

117

3,258 %

5,757 %

5,448 %

3,106 %

3,367 %

6,246 %

118

3,261 %

5,755 %

5,441 %

3,110 %

3,369 %

6,239 %

119

3,263 %

5,753 %

5,434 %

3,114 %

3,371 %

6,233 %

120

3,266 %

5,751 %

5,427 %

3,118 %

3,373 %

6,227 %

121

3,269 %

5,748 %

5,420 %

3,122 %

3,375 %

6,221 %

122

3,272 %

5,746 %

5,414 %

3,126 %

3,376 %

6,215 %

123

3,274 %

5,744 %

5,407 %

3,130 %

3,378 %

6,209 %

124

3,277 %

5,742 %

5,400 %

3,134 %

3,380 %

6,204 %

125

3,280 %

5,741 %

5,394 %

3,138 %

3,382 %

6,198 %

126

3,282 %

5,739 %

5,388 %

3,141 %

3,383 %

6,192 %

127

3,285 %

5,737 %

5,381 %

3,145 %

3,385 %

6,187 %

128

3,287 %

5,735 %

5,375 %

3,148 %

3,387 %

6,182 %

129

3,290 %

5,733 %

5,369 %

3,152 %

3,388 %

6,176 %

130

3,292 %

5,731 %

5,363 %

3,155 %

3,390 %

6,171 %

131

3,294 %

5,730 %

5,357 %

3,159 %

3,392 %

6,166 %

132

3,297 %

5,728 %

5,352 %

3,162 %

3,393 %

6,161 %

133

3,299 %

5,726 %

5,346 %

3,165 %

3,395 %

6,156 %

134

3,301 %

5,724 %

5,340 %

3,169 %

3,396 %

6,151 %

135

3,303 %

5,723 %

5,335 %

3,172 %

3,398 %

6,146 %

136

3,305 %

5,721 %

5,330 %

3,175 %

3,399 %

6,141 %

137

3,308 %

5,719 %

5,324 %

3,178 %

3,401 %

6,137 %

138

3,310 %

5,718 %

5,319 %

3,181 %

3,402 %

6,132 %

139

3,312 %

5,716 %

5,314 %

3,184 %

3,404 %

6,127 %

140

3,314 %

5,715 %

5,309 %

3,187 %

3,405 %

6,123 %

141

3,316 %

5,713 %

5,304 %

3,190 %

3,406 %

6,119 %

142

3,318 %

5,712 %

5,299 %

3,193 %

3,408 %

6,114 %

143

3,320 %

5,710 %

5,294 %

3,196 %

3,409 %

6,110 %

144

3,322 %

5,709 %

5,289 %

3,198 %

3,410 %

6,106 %

145

3,324 %

5,707 %

5,284 %

3,201 %

3,412 %

6,101 %

146

3,326 %

5,706 %

5,279 %

3,204 %

3,413 %

6,097 %

147

3,328 %

5,704 %

5,275 %

3,207 %

3,414 %

6,093 %

148

3,329 %

5,703 %

5,270 %

3,209 %

3,416 %

6,089 %

149

3,331 %

5,702 %

5,266 %

3,212 %

3,417 %

6,085 %

150

3,333 %

5,700 %

5,261 %

3,214 %

3,418 %

6,081 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 8,451 % | 2,162 % | 1,642 % | 6,830 % | 0,200 % | 1,254 % |
| 2 | 9,187 % | 2,229 % | 1,993 % | 6,848 % | 0,469 % | 1,460 % |
| 3 | 9,707 % | 2,340 % | 2,342 % | 6,871 % | 0,787 % | 1,575 % |
| 4 | 10,078 % | 2,450 % | 2,627 % | 6,881 % | 1,034 % | 1,670 % |
| 5 | 10,359 % | 2,544 % | 2,854 % | 6,896 % | 1,220 % | 1,722 % |
| 6 | 10,574 % | 2,619 % | 3,043 % | 6,915 % | 1,363 % | 1,749 % |
| 7 | 10,733 % | 2,682 % | 3,202 % | 6,941 % | 1,475 % | 1,773 % |
| 8 | 10,854 % | 2,740 % | 3,338 % | 6,974 % | 1,563 % | 1,800 % |
| 9 | 10,959 % | 2,795 % | 3,459 % | 7,010 % | 1,631 % | 1,822 % |
| 10 | 11,039 % | 2,849 % | 3,575 % | 7,048 % | 1,682 % | 1,831 % |
| 11 | 11,067 % | 2,903 % | 3,681 % | 7,094 % | 1,718 % | 1,824 % |
| 12 | 11,049 % | 2,957 % | 3,782 % | 7,142 % | 1,745 % | 1,809 % |
| 13 | 10,998 % | 3,009 % | 3,878 % | 7,186 % | 1,767 % | 1,791 % |
| 14 | 10,922 % | 3,060 % | 3,971 % | 7,220 % | 1,786 % | 1,774 % |
| 15 | 10,827 % | 3,108 % | 4,059 % | 7,239 % | 1,805 % | 1,760 % |
| 16 | 10,720 % | 3,155 % | 4,141 % | 7,241 % | 1,825 % | 1,751 % |
| 17 | 10,603 % | 3,200 % | 4,215 % | 7,227 % | 1,846 % | 1,749 % |
| 18 | 10,481 % | 3,242 % | 4,281 % | 7,203 % | 1,869 % | 1,752 % |
| 19 | 10,354 % | 3,283 % | 4,337 % | 7,170 % | 1,895 % | 1,762 % |
| 20 | 10,226 % | 3,322 % | 4,381 % | 7,131 % | 1,925 % | 1,779 % |
| 21 | 10,098 % | 3,359 % | 4,414 % | 7,088 % | 1,957 % | 1,803 % |
| 22 | 9,970 % | 3,394 % | 4,436 % | 7,041 % | 1,991 % | 1,833 % |
| 23 | 9,845 % | 3,428 % | 4,450 % | 6,993 % | 2,027 % | 1,865 % |
| 24 | 9,722 % | 3,460 % | 4,458 % | 6,943 % | 2,064 % | 1,900 % |
| 25 | 9,602 % | 3,491 % | 4,460 % | 6,892 % | 2,101 % | 1,937 % |
| 26 | 9,486 % | 3,520 % | 4,458 % | 6,842 % | 2,137 % | 1,974 % |
| 27 | 9,373 % | 3,547 % | 4,453 % | 6,792 % | 2,173 % | 2,012 % |
| 28 | 9,264 % | 3,574 % | 4,446 % | 6,743 % | 2,209 % | 2,049 % |
| 29 | 9,159 % | 3,599 % | 4,436 % | 6,695 % | 2,243 % | 2,086 % |
| 30 | 9,057 % | 3,624 % | 4,425 % | 6,647 % | 2,277 % | 2,122 % |
| 31 | 8,960 % | 3,647 % | 4,412 % | 6,601 % | 2,310 % | 2,158 % |
| 32 | 8,867 % | 3,669 % | 4,399 % | 6,557 % | 2,342 % | 2,193 % |
| 33 | 8,777 % | 3,690 % | 4,385 % | 6,513 % | 2,372 % | 2,226 % |
| 34 | 8,691 % | 3,710 % | 4,371 % | 6,471 % | 2,402 % | 2,259 % |
| 35 | 8,608 % | 3,730 % | 4,356 % | 6,431 % | 2,431 % | 2,291 % |
| 36 | 8,529 % | 3,748 % | 4,342 % | 6,392 % | 2,458 % | 2,321 % |
| 37 | 8,454 % | 3,766 % | 4,327 % | 6,354 % | 2,485 % | 2,351 % |
| 38 | 8,381 % | 3,783 % | 4,313 % | 6,318 % | 2,511 % | 2,380 % |
| 39 | 8,311 % | 3,800 % | 4,299 % | 6,283 % | 2,535 % | 2,407 % |
| 40 | 8,245 % | 3,816 % | 4,285 % | 6,249 % | 2,559 % | 2,434 % |
| 41 | 8,181 % | 3,831 % | 4,271 % | 6,216 % | 2,582 % | 2,459 % |
| 42 | 8,119 % | 3,845 % | 4,258 % | 6,185 % | 2,604 % | 2,484 % |
| 43 | 8,060 % | 3,859 % | 4,245 % | 6,155 % | 2,625 % | 2,508 % |
| 44 | 8,004 % | 3,873 % | 4,232 % | 6,126 % | 2,646 % | 2,531 % |
| 45 | 7,950 % | 3,886 % | 4,220 % | 6,098 % | 2,666 % | 2,553 % |
| 46 | 7,897 % | 3,898 % | 4,207 % | 6,071 % | 2,685 % | 2,575 % |
| 47 | 7,847 % | 3,910 % | 4,196 % | 6,045 % | 2,703 % | 2,595 % |
| 48 | 7,799 % | 3,922 % | 4,184 % | 6,020 % | 2,721 % | 2,615 % |
| 49 | 7,753 % | 3,933 % | 4,173 % | 5,996 % | 2,738 % | 2,634 % |
| 50 | 7,708 % | 3,944 % | 4,163 % | 5,973 % | 2,754 % | 2,653 % |
| 51 | 7,665 % | 3,954 % | 4,152 % | 5,950 % | 2,770 % | 2,671 % |
| 52 | 7,624 % | 3,964 % | 4,142 % | 5,929 % | 2,786 % | 2,688 % |
| 53 | 7,584 % | 3,974 % | 4,132 % | 5,908 % | 2,801 % | 2,704 % |
| 54 | 7,545 % | 3,983 % | 4,123 % | 5,887 % | 2,815 % | 2,721 % |
| 55 | 7,508 % | 3,992 % | 4,114 % | 5,868 % | 2,829 % | 2,736 % |
| 56 | 7,472 % | 4,001 % | 4,105 % | 5,849 % | 2,842 % | 2,751 % |
| 57 | 7,438 % | 4,009 % | 4,096 % | 5,831 % | 2,855 % | 2,766 % |
| 58 | 7,404 % | 4,018 % | 4,088 % | 5,813 % | 2,868 % | 2,780 % |
| 59 | 7,372 % | 4,026 % | 4,080 % | 5,796 % | 2,880 % | 2,793 % |
| 60 | 7,341 % | 4,033 % | 4,072 % | 5,780 % | 2,892 % | 2,807 % |
| 61 | 7,310 % | 4,041 % | 4,065 % | 5,764 % | 2,903 % | 2,819 % |
| 62 | 7,281 % | 4,048 % | 4,057 % | 5,748 % | 2,914 % | 2,832 % |
| 63 | 7,253 % | 4,055 % | 4,050 % | 5,733 % | 2,925 % | 2,844 % |
| 64 | 7,225 % | 4,062 % | 4,043 % | 5,719 % | 2,935 % | 2,856 % |
| 65 | 7,199 % | 4,068 % | 4,036 % | 5,705 % | 2,945 % | 2,867 % |
| 66 | 7,173 % | 4,075 % | 4,030 % | 5,691 % | 2,955 % | 2,878 % |
| 67 | 7,148 % | 4,081 % | 4,023 % | 5,678 % | 2,965 % | 2,889 % |
| 68 | 7,123 % | 4,087 % | 4,017 % | 5,665 % | 2,974 % | 2,899 % |
| 69 | 7,100 % | 4,093 % | 4,011 % | 5,652 % | 2,983 % | 2,909 % |
| 70 | 7,077 % | 4,099 % | 4,005 % | 5,640 % | 2,992 % | 2,919 % |
| 71 | 7,054 % | 4,104 % | 4,000 % | 5,628 % | 3,000 % | 2,928 % |
| 72 | 7,033 % | 4,110 % | 3,994 % | 5,617 % | 3,009 % | 2,938 % |
| 73 | 7,012 % | 4,115 % | 3,989 % | 5,606 % | 3,017 % | 2,947 % |
| 74 | 6,991 % | 4,120 % | 3,984 % | 5,595 % | 3,024 % | 2,955 % |
| 75 | 6,971 % | 4,125 % | 3,979 % | 5,584 % | 3,032 % | 2,964 % |
| 76 | 6,951 % | 4,130 % | 3,974 % | 5,574 % | 3,039 % | 2,972 % |
| 77 | 6,933 % | 4,135 % | 3,969 % | 5,564 % | 3,047 % | 2,980 % |
| 78 | 6,914 % | 4,140 % | 3,964 % | 5,554 % | 3,054 % | 2,988 % |
| 79 | 6,896 % | 4,144 % | 3,959 % | 5,544 % | 3,061 % | 2,996 % |
| 80 | 6,878 % | 4,149 % | 3,955 % | 5,535 % | 3,067 % | 3,003 % |
| 81 | 6,861 % | 4,153 % | 3,950 % | 5,526 % | 3,074 % | 3,011 % |
| 82 | 6,845 % | 4,157 % | 3,946 % | 5,517 % | 3,080 % | 3,018 % |
| 83 | 6,828 % | 4,161 % | 3,942 % | 5,508 % | 3,086 % | 3,025 % |
| 84 | 6,812 % | 4,165 % | 3,938 % | 5,500 % | 3,093 % | 3,032 % |
| 85 | 6,797 % | 4,169 % | 3,934 % | 5,492 % | 3,099 % | 3,038 % |
| 86 | 6,782 % | 4,173 % | 3,930 % | 5,484 % | 3,104 % | 3,045 % |
| 87 | 6,767 % | 4,177 % | 3,926 % | 5,476 % | 3,110 % | 3,051 % |
| 88 | 6,752 % | 4,180 % | 3,923 % | 5,468 % | 3,116 % | 3,057 % |
| 89 | 6,738 % | 4,184 % | 3,919 % | 5,460 % | 3,121 % | 3,064 % |
| 90 | 6,724 % | 4,187 % | 3,915 % | 5,453 % | 3,126 % | 3,069 % |
| 91 | 6,711 % | 4,191 % | 3,912 % | 5,446 % | 3,131 % | 3,075 % |
| 92 | 6,698 % | 4,194 % | 3,909 % | 5,439 % | 3,137 % | 3,081 % |
| 93 | 6,685 % | 4,197 % | 3,905 % | 5,432 % | 3,142 % | 3,087 % |
| 94 | 6,672 % | 4,201 % | 3,902 % | 5,425 % | 3,146 % | 3,092 % |
| 95 | 6,660 % | 4,204 % | 3,899 % | 5,419 % | 3,151 % | 3,097 % |
| 96 | 6,648 % | 4,207 % | 3,896 % | 5,412 % | 3,156 % | 3,103 % |
| 97 | 6,636 % | 4,210 % | 3,893 % | 5,406 % | 3,160 % | 3,108 % |
| 98 | 6,624 % | 4,213 % | 3,890 % | 5,400 % | 3,165 % | 3,113 % |
| 99 | 6,613 % | 4,216 % | 3,887 % | 5,394 % | 3,169 % | 3,118 % |
| 100 | 6,601 % | 4,219 % | 3,884 % | 5,388 % | 3,174 % | 3,122 % |
| 101 | 6,590 % | 4,221 % | 3,881 % | 5,382 % | 3,178 % | 3,127 % |
| 102 | 6,580 % | 4,224 % | 3,878 % | 5,376 % | 3,182 % | 3,132 % |
| 103 | 6,569 % | 4,227 % | 3,876 % | 5,370 % | 3,186 % | 3,136 % |
| 104 | 6,559 % | 4,229 % | 3,873 % | 5,365 % | 3,190 % | 3,141 % |
| 105 | 6,549 % | 4,232 % | 3,870 % | 5,360 % | 3,194 % | 3,145 % |
| 106 | 6,539 % | 4,234 % | 3,868 % | 5,354 % | 3,198 % | 3,149 % |
| 107 | 6,529 % | 4,237 % | 3,865 % | 5,349 % | 3,201 % | 3,154 % |
| 108 | 6,519 % | 4,239 % | 3,863 % | 5,344 % | 3,205 % | 3,158 % |
| 109 | 6,510 % | 4,242 % | 3,860 % | 5,339 % | 3,209 % | 3,162 % |
| 110 | 6,501 % | 4,244 % | 3,858 % | 5,334 % | 3,212 % | 3,166 % |
| 111 | 6,492 % | 4,246 % | 3,856 % | 5,329 % | 3,216 % | 3,170 % |
| 112 | 6,483 % | 4,249 % | 3,853 % | 5,325 % | 3,219 % | 3,173 % |
| 113 | 6,474 % | 4,251 % | 3,851 % | 5,320 % | 3,223 % | 3,177 % |
| 114 | 6,466 % | 4,253 % | 3,849 % | 5,315 % | 3,226 % | 3,181 % |
| 115 | 6,457 % | 4,255 % | 3,847 % | 5,311 % | 3,229 % | 3,185 % |
| 116 | 6,449 % | 4,257 % | 3,845 % | 5,306 % | 3,232 % | 3,188 % |
| 117 | 6,441 % | 4,259 % | 3,843 % | 5,302 % | 3,235 % | 3,192 % |
| 118 | 6,433 % | 4,261 % | 3,841 % | 5,298 % | 3,238 % | 3,195 % |
| 119 | 6,425 % | 4,263 % | 3,838 % | 5,294 % | 3,242 % | 3,198 % |
| 120 | 6,417 % | 4,265 % | 3,837 % | 5,289 % | 3,245 % | 3,202 % |
| 121 | 6,409 % | 4,267 % | 3,835 % | 5,285 % | 3,247 % | 3,205 % |
| 122 | 6,402 % | 4,269 % | 3,833 % | 5,281 % | 3,250 % | 3,208 % |
| 123 | 6,395 % | 4,271 % | 3,831 % | 5,277 % | 3,253 % | 3,212 % |
| 124 | 6,387 % | 4,273 % | 3,829 % | 5,274 % | 3,256 % | 3,215 % |
| 125 | 6,380 % | 4,275 % | 3,827 % | 5,270 % | 3,259 % | 3,218 % |
| 126 | 6,373 % | 4,277 % | 3,825 % | 5,266 % | 3,261 % | 3,221 % |
| 127 | 6,366 % | 4,278 % | 3,823 % | 5,262 % | 3,264 % | 3,224 % |
| 128 | 6,359 % | 4,280 % | 3,822 % | 5,259 % | 3,267 % | 3,227 % |
| 129 | 6,353 % | 4,282 % | 3,820 % | 5,255 % | 3,269 % | 3,230 % |
| 130 | 6,346 % | 4,283 % | 3,818 % | 5,252 % | 3,272 % | 3,232 % |
| 131 | 6,340 % | 4,285 % | 3,817 % | 5,248 % | 3,274 % | 3,235 % |
| 132 | 6,333 % | 4,287 % | 3,815 % | 5,245 % | 3,277 % | 3,238 % |
| 133 | 6,327 % | 4,288 % | 3,813 % | 5,242 % | 3,279 % | 3,241 % |
| 134 | 6,321 % | 4,290 % | 3,812 % | 5,238 % | 3,282 % | 3,243 % |
| 135 | 6,315 % | 4,291 % | 3,810 % | 5,235 % | 3,284 % | 3,246 % |
| 136 | 6,309 % | 4,293 % | 3,809 % | 5,232 % | 3,286 % | 3,249 % |
| 137 | 6,303 % | 4,295 % | 3,807 % | 5,229 % | 3,289 % | 3,251 % |
| 138 | 6,297 % | 4,296 % | 3,806 % | 5,225 % | 3,291 % | 3,254 % |
| 139 | 6,291 % | 4,297 % | 3,804 % | 5,222 % | 3,293 % | 3,256 % |
| 140 | 6,286 % | 4,299 % | 3,803 % | 5,219 % | 3,295 % | 3,259 % |
| 141 | 6,280 % | 4,300 % | 3,801 % | 5,216 % | 3,297 % | 3,261 % |
| 142 | 6,274 % | 4,302 % | 3,800 % | 5,213 % | 3,299 % | 3,263 % |
| 143 | 6,269 % | 4,303 % | 3,798 % | 5,211 % | 3,302 % | 3,266 % |
| 144 | 6,264 % | 4,304 % | 3,797 % | 5,208 % | 3,304 % | 3,268 % |
| 145 | 6,258 % | 4,306 % | 3,796 % | 5,205 % | 3,306 % | 3,270 % |
| 146 | 6,253 % | 4,307 % | 3,794 % | 5,202 % | 3,308 % | 3,273 % |
| 147 | 6,248 % | 4,308 % | 3,793 % | 5,199 % | 3,310 % | 3,275 % |
| 148 | 6,243 % | 4,310 % | 3,792 % | 5,197 % | 3,312 % | 3,277 % |
| 149 | 6,238 % | 4,311 % | 3,790 % | 5,194 % | 3,314 % | 3,279 % |
| 150 | 6,233 % | 4,312 % | 3,789 % | 5,191 % | 3,316 % | 3,281 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

8,451 %

2,162 %

1,642 %

6,830 %

0,200 %

1,254 %

2

9,187 %

2,229 %

1,993 %

6,848 %

0,469 %

1,460 %

3

9,707 %

2,340 %

2,342 %

6,871 %

0,787 %

1,575 %

4

10,078 %

2,450 %

2,627 %

6,881 %

1,034 %

1,670 %

5

10,359 %

2,544 %

2,854 %

6,896 %

1,220 %

1,722 %

6

10,574 %

2,619 %

3,043 %

6,915 %

1,363 %

1,749 %

7

10,733 %

2,682 %

3,202 %

6,941 %

1,475 %

1,773 %

8

10,854 %

2,740 %

3,338 %

6,974 %

1,563 %

1,800 %

9

10,959 %

2,795 %

3,459 %

7,010 %

1,631 %

1,822 %

10

11,039 %

2,849 %

3,575 %

7,048 %

1,682 %

1,831 %

11

11,067 %

2,903 %

3,681 %

7,094 %

1,718 %

1,824 %

12

11,049 %

2,957 %

3,782 %

7,142 %

1,745 %

1,809 %

13

10,998 %

3,009 %

3,878 %

7,186 %

1,767 %

1,791 %

14

10,922 %

3,060 %

3,971 %

7,220 %

1,786 %

1,774 %

15

10,827 %

3,108 %

4,059 %

7,239 %

1,805 %

1,760 %

16

10,720 %

3,155 %

4,141 %

7,241 %

1,825 %

1,751 %

17

10,603 %

3,200 %

4,215 %

7,227 %

1,846 %

1,749 %

18

10,481 %

3,242 %

4,281 %

7,203 %

1,869 %

1,752 %

19

10,354 %

3,283 %

4,337 %

7,170 %

1,895 %

1,762 %

20

10,226 %

3,322 %

4,381 %

7,131 %

1,925 %

1,779 %

21

10,098 %

3,359 %

4,414 %

7,088 %

1,957 %

1,803 %

22

9,970 %

3,394 %

4,436 %

7,041 %

1,991 %

1,833 %

23

9,845 %

3,428 %

4,450 %

6,993 %

2,027 %

1,865 %

24

9,722 %

3,460 %

4,458 %

6,943 %

2,064 %

1,900 %

25

9,602 %

3,491 %

4,460 %

6,892 %

2,101 %

1,937 %

26

9,486 %

3,520 %

4,458 %

6,842 %

2,137 %

1,974 %

27

9,373 %

3,547 %

4,453 %

6,792 %

2,173 %

2,012 %

28

9,264 %

3,574 %

4,446 %

6,743 %

2,209 %

2,049 %

29

9,159 %

3,599 %

4,436 %

6,695 %

2,243 %

2,086 %

30

9,057 %

3,624 %

4,425 %

6,647 %

2,277 %

2,122 %

31

8,960 %

3,647 %

4,412 %

6,601 %

2,310 %

2,158 %

32

8,867 %

3,669 %

4,399 %

6,557 %

2,342 %

2,193 %

33

8,777 %

3,690 %

4,385 %

6,513 %

2,372 %

2,226 %

34

8,691 %

3,710 %

4,371 %

6,471 %

2,402 %

2,259 %

35

8,608 %

3,730 %

4,356 %

6,431 %

2,431 %

2,291 %

36

8,529 %

3,748 %

4,342 %

6,392 %

2,458 %

2,321 %

37

8,454 %

3,766 %

4,327 %

6,354 %

2,485 %

2,351 %

38

8,381 %

3,783 %

4,313 %

6,318 %

2,511 %

2,380 %

39

8,311 %

3,800 %

4,299 %

6,283 %

2,535 %

2,407 %

40

8,245 %

3,816 %

4,285 %

6,249 %

2,559 %

2,434 %

41

8,181 %

3,831 %

4,271 %

6,216 %

2,582 %

2,459 %

42

8,119 %

3,845 %

4,258 %

6,185 %

2,604 %

2,484 %

43

8,060 %

3,859 %

4,245 %

6,155 %

2,625 %

2,508 %

44

8,004 %

3,873 %

4,232 %

6,126 %

2,646 %

2,531 %

45

7,950 %

3,886 %

4,220 %

6,098 %

2,666 %

2,553 %

46

7,897 %

3,898 %

4,207 %

6,071 %

2,685 %

2,575 %

47

7,847 %

3,910 %

4,196 %

6,045 %

2,703 %

2,595 %

48

7,799 %

3,922 %

4,184 %

6,020 %

2,721 %

2,615 %

49

7,753 %

3,933 %

4,173 %

5,996 %

2,738 %

2,634 %

50

7,708 %

3,944 %

4,163 %

5,973 %

2,754 %

2,653 %

51

7,665 %

3,954 %

4,152 %

5,950 %

2,770 %

2,671 %

52

7,624 %

3,964 %

4,142 %

5,929 %

2,786 %

2,688 %

53

7,584 %

3,974 %

4,132 %

5,908 %

2,801 %

2,704 %

54

7,545 %

3,983 %

4,123 %

5,887 %

2,815 %

2,721 %

55

7,508 %

3,992 %

4,114 %

5,868 %

2,829 %

2,736 %

56

7,472 %

4,001 %

4,105 %

5,849 %

2,842 %

2,751 %

57

7,438 %

4,009 %

4,096 %

5,831 %

2,855 %

2,766 %

58

7,404 %

4,018 %

4,088 %

5,813 %

2,868 %

2,780 %

59

7,372 %

4,026 %

4,080 %

5,796 %

2,880 %

2,793 %

60

7,341 %

4,033 %

4,072 %

5,780 %

2,892 %

2,807 %

61

7,310 %

4,041 %

4,065 %

5,764 %

2,903 %

2,819 %

62

7,281 %

4,048 %

4,057 %

5,748 %

2,914 %

2,832 %

63

7,253 %

4,055 %

4,050 %

5,733 %

2,925 %

2,844 %

64

7,225 %

4,062 %

4,043 %

5,719 %

2,935 %

2,856 %

65

7,199 %

4,068 %

4,036 %

5,705 %

2,945 %

2,867 %

66

7,173 %

4,075 %

4,030 %

5,691 %

2,955 %

2,878 %

67

7,148 %

4,081 %

4,023 %

5,678 %

2,965 %

2,889 %

68

7,123 %

4,087 %

4,017 %

5,665 %

2,974 %

2,899 %

69

7,100 %

4,093 %

4,011 %

5,652 %

2,983 %

2,909 %

70

7,077 %

4,099 %

4,005 %

5,640 %

2,992 %

2,919 %

71

7,054 %

4,104 %

4,000 %

5,628 %

3,000 %

2,928 %

72

7,033 %

4,110 %

3,994 %

5,617 %

3,009 %

2,938 %

73

7,012 %

4,115 %

3,989 %

5,606 %

3,017 %

2,947 %

74

6,991 %

4,120 %

3,984 %

5,595 %

3,024 %

2,955 %

75

6,971 %

4,125 %

3,979 %

5,584 %

3,032 %

2,964 %

76

6,951 %

4,130 %

3,974 %

5,574 %

3,039 %

2,972 %

77

6,933 %

4,135 %

3,969 %

5,564 %

3,047 %

2,980 %

78

6,914 %

4,140 %

3,964 %

5,554 %

3,054 %

2,988 %

79

6,896 %

4,144 %

3,959 %

5,544 %

3,061 %

2,996 %

80

6,878 %

4,149 %

3,955 %

5,535 %

3,067 %

3,003 %

81

6,861 %

4,153 %

3,950 %

5,526 %

3,074 %

3,011 %

82

6,845 %

4,157 %

3,946 %

5,517 %

3,080 %

3,018 %

83

6,828 %

4,161 %

3,942 %

5,508 %

3,086 %

3,025 %

84

6,812 %

4,165 %

3,938 %

5,500 %

3,093 %

3,032 %

85

6,797 %

4,169 %

3,934 %

5,492 %

3,099 %

3,038 %

86

6,782 %

4,173 %

3,930 %

5,484 %

3,104 %

3,045 %

87

6,767 %

4,177 %

3,926 %

5,476 %

3,110 %

3,051 %

88

6,752 %

4,180 %

3,923 %

5,468 %

3,116 %

3,057 %

89

6,738 %

4,184 %

3,919 %

5,460 %

3,121 %

3,064 %

90

6,724 %

4,187 %

3,915 %

5,453 %

3,126 %

3,069 %

91

6,711 %

4,191 %

3,912 %

5,446 %

3,131 %

3,075 %

92

6,698 %

4,194 %

3,909 %

5,439 %

3,137 %

3,081 %

93

6,685 %

4,197 %

3,905 %

5,432 %

3,142 %

3,087 %

94

6,672 %

4,201 %

3,902 %

5,425 %

3,146 %

3,092 %

95

6,660 %

4,204 %

3,899 %

5,419 %

3,151 %

3,097 %

96

6,648 %

4,207 %

3,896 %

5,412 %

3,156 %

3,103 %

97

6,636 %

4,210 %

3,893 %

5,406 %

3,160 %

3,108 %

98

6,624 %

4,213 %

3,890 %

5,400 %

3,165 %

3,113 %

99

6,613 %

4,216 %

3,887 %

5,394 %

3,169 %

3,118 %

100

6,601 %

4,219 %

3,884 %

5,388 %

3,174 %

3,122 %

101

6,590 %

4,221 %

3,881 %

5,382 %

3,178 %

3,127 %

102

6,580 %

4,224 %

3,878 %

5,376 %

3,182 %

3,132 %

103

6,569 %

4,227 %

3,876 %

5,370 %

3,186 %

3,136 %

104

6,559 %

4,229 %

3,873 %

5,365 %

3,190 %

3,141 %

105

6,549 %

4,232 %

3,870 %

5,360 %

3,194 %

3,145 %

106

6,539 %

4,234 %

3,868 %

5,354 %

3,198 %

3,149 %

107

6,529 %

4,237 %

3,865 %

5,349 %

3,201 %

3,154 %

108

6,519 %

4,239 %

3,863 %

5,344 %

3,205 %

3,158 %

109

6,510 %

4,242 %

3,860 %

5,339 %

3,209 %

3,162 %

110

6,501 %

4,244 %

3,858 %

5,334 %

3,212 %

3,166 %

111

6,492 %

4,246 %

3,856 %

5,329 %

3,216 %

3,170 %

112

6,483 %

4,249 %

3,853 %

5,325 %

3,219 %

3,173 %

113

6,474 %

4,251 %

3,851 %

5,320 %

3,223 %

3,177 %

114

6,466 %

4,253 %

3,849 %

5,315 %

3,226 %

3,181 %

115

6,457 %

4,255 %

3,847 %

5,311 %

3,229 %

3,185 %

116

6,449 %

4,257 %

3,845 %

5,306 %

3,232 %

3,188 %

117

6,441 %

4,259 %

3,843 %

5,302 %

3,235 %

3,192 %

118

6,433 %

4,261 %

3,841 %

5,298 %

3,238 %

3,195 %

119

6,425 %

4,263 %

3,838 %

5,294 %

3,242 %

3,198 %

120

6,417 %

4,265 %

3,837 %

5,289 %

3,245 %

3,202 %

121

6,409 %

4,267 %

3,835 %

5,285 %

3,247 %

3,205 %

122

6,402 %

4,269 %

3,833 %

5,281 %

3,250 %

3,208 %

123

6,395 %

4,271 %

3,831 %

5,277 %

3,253 %

3,212 %

124

6,387 %

4,273 %

3,829 %

5,274 %

3,256 %

3,215 %

125

6,380 %

4,275 %

3,827 %

5,270 %

3,259 %

3,218 %

126

6,373 %

4,277 %

3,825 %

5,266 %

3,261 %

3,221 %

127

6,366 %

4,278 %

3,823 %

5,262 %

3,264 %

3,224 %

128

6,359 %

4,280 %

3,822 %

5,259 %

3,267 %

3,227 %

129

6,353 %

4,282 %

3,820 %

5,255 %

3,269 %

3,230 %

130

6,346 %

4,283 %

3,818 %

5,252 %

3,272 %

3,232 %

131

6,340 %

4,285 %

3,817 %

5,248 %

3,274 %

3,235 %

132

6,333 %

4,287 %

3,815 %

5,245 %

3,277 %

3,238 %

133

6,327 %

4,288 %

3,813 %

5,242 %

3,279 %

3,241 %

134

6,321 %

4,290 %

3,812 %

5,238 %

3,282 %

3,243 %

135

6,315 %

4,291 %

3,810 %

5,235 %

3,284 %

3,246 %

136

6,309 %

4,293 %

3,809 %

5,232 %

3,286 %

3,249 %

137

6,303 %

4,295 %

3,807 %

5,229 %

3,289 %

3,251 %

138

6,297 %

4,296 %

3,806 %

5,225 %

3,291 %

3,254 %

139

6,291 %

4,297 %

3,804 %

5,222 %

3,293 %

3,256 %

140

6,286 %

4,299 %

3,803 %

5,219 %

3,295 %

3,259 %

141

6,280 %

4,300 %

3,801 %

5,216 %

3,297 %

3,261 %

142

6,274 %

4,302 %

3,800 %

5,213 %

3,299 %

3,263 %

143

6,269 %

4,303 %

3,798 %

5,211 %

3,302 %

3,266 %

144

6,264 %

4,304 %

3,797 %

5,208 %

3,304 %

3,268 %

145

6,258 %

4,306 %

3,796 %

5,205 %

3,306 %

3,270 %

146

6,253 %

4,307 %

3,794 %

5,202 %

3,308 %

3,273 %

147

6,248 %

4,308 %

3,793 %

5,199 %

3,310 %

3,275 %

148

6,243 %

4,310 %

3,792 %

5,197 %

3,312 %

3,277 %

149

6,238 %

4,311 %

3,790 %

5,194 %

3,314 %

3,279 %

150

6,233 %

4,312 %

3,789 %

5,191 %

3,316 %

3,281 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 17,721 % | 0,072 % | -0,109 % |
| 2 | 17,964 % | 0,282 % | -0,092 % |
| 3 | 18,231 % | 0,555 % | -0,086 % |
| 4 | 18,400 % | 0,783 % | -0,081 % |
| 5 | 18,498 % | 0,965 % | -0,073 % |
| 6 | 18,528 % | 1,105 % | -0,060 % |
| 7 | 18,506 % | 1,217 % | -0,045 % |
| 8 | 18,441 % | 1,304 % | -0,028 % |
| 9 | 18,326 % | 1,376 % | -0,008 % |
| 10 | 18,168 % | 1,434 % | 0,014 % |
| 11 | 17,977 % | 1,489 % | 0,036 % |
| 12 | 17,759 % | 1,537 % | 0,060 % |
| 13 | 17,519 % | 1,574 % | 0,087 % |
| 14 | 17,263 % | 1,603 % | 0,114 % |
| 15 | 16,992 % | 1,629 % | 0,141 % |
| 16 | 16,712 % | 1,654 % | 0,167 % |
| 17 | 16,425 % | 1,676 % | 0,192 % |
| 18 | 16,133 % | 1,696 % | 0,216 % |
| 19 | 15,840 % | 1,713 % | 0,240 % |
| 20 | 15,547 % | 1,725 % | 0,264 % |
| 21 | 15,257 % | 1,733 % | 0,289 % |
| 22 | 14,971 % | 1,739 % | 0,311 % |
| 23 | 14,691 % | 1,743 % | 0,332 % |
| 24 | 14,417 % | 1,746 % | 0,350 % |
| 25 | 14,151 % | 1,750 % | 0,363 % |
| 26 | 13,893 % | 1,753 % | 0,374 % |
| 27 | 13,644 % | 1,756 % | 0,384 % |
| 28 | 13,404 % | 1,754 % | 0,397 % |
| 29 | 13,173 % | 1,748 % | 0,415 % |
| 30 | 12,951 % | 1,737 % | 0,441 % |
| 31 | 12,738 % | 1,718 % | 0,474 % |
| 32 | 12,534 % | 1,696 % | 0,514 % |
| 33 | 12,339 % | 1,672 % | 0,559 % |
| 34 | 12,153 % | 1,646 % | 0,607 % |
| 35 | 11,974 % | 1,622 % | 0,656 % |
| 36 | 11,803 % | 1,598 % | 0,708 % |
| 37 | 11,640 % | 1,576 % | 0,759 % |
| 38 | 11,484 % | 1,557 % | 0,811 % |
| 39 | 11,334 % | 1,540 % | 0,863 % |
| 40 | 11,192 % | 1,526 % | 0,914 % |
| 41 | 11,055 % | 1,514 % | 0,965 % |
| 42 | 10,924 % | 1,506 % | 1,014 % |
| 43 | 10,799 % | 1,500 % | 1,063 % |
| 44 | 10,679 % | 1,497 % | 1,110 % |
| 45 | 10,564 % | 1,497 % | 1,156 % |
| 46 | 10,454 % | 1,500 % | 1,201 % |
| 47 | 10,348 % | 1,505 % | 1,245 % |
| 48 | 10,246 % | 1,513 % | 1,287 % |
| 49 | 10,149 % | 1,524 % | 1,329 % |
| 50 | 10,055 % | 1,537 % | 1,369 % |
| 51 | 9,965 % | 1,554 % | 1,407 % |
| 52 | 9,878 % | 1,572 % | 1,445 % |
| 53 | 9,794 % | 1,592 % | 1,482 % |
| 54 | 9,714 % | 1,614 % | 1,517 % |
| 55 | 9,636 % | 1,637 % | 1,551 % |
| 56 | 9,561 % | 1,660 % | 1,585 % |
| 57 | 9,489 % | 1,684 % | 1,617 % |
| 58 | 9,419 % | 1,708 % | 1,648 % |
| 59 | 9,352 % | 1,732 % | 1,678 % |
| 60 | 9,287 % | 1,756 % | 1,708 % |
| 61 | 9,224 % | 1,781 % | 1,736 % |
| 62 | 9,163 % | 1,805 % | 1,764 % |
| 63 | 9,104 % | 1,829 % | 1,791 % |
| 64 | 9,047 % | 1,852 % | 1,817 % |
| 65 | 8,991 % | 1,876 % | 1,843 % |
| 66 | 8,938 % | 1,899 % | 1,867 % |
| 67 | 8,886 % | 1,921 % | 1,891 % |
| 68 | 8,835 % | 1,944 % | 1,914 % |
| 69 | 8,786 % | 1,966 % | 1,937 % |
| 70 | 8,738 % | 1,987 % | 1,959 % |
| 71 | 8,692 % | 2,008 % | 1,980 % |
| 72 | 8,647 % | 2,029 % | 2,001 % |
| 73 | 8,603 % | 2,049 % | 2,022 % |
| 74 | 8,561 % | 2,069 % | 2,041 % |
| 75 | 8,520 % | 2,088 % | 2,061 % |
| 76 | 8,479 % | 2,107 % | 2,079 % |
| 77 | 8,440 % | 2,126 % | 2,098 % |
| 78 | 8,402 % | 2,144 % | 2,115 % |
| 79 | 8,365 % | 2,162 % | 2,133 % |
| 80 | 8,328 % | 2,179 % | 2,150 % |
| 81 | 8,293 % | 2,196 % | 2,166 % |
| 82 | 8,258 % | 2,213 % | 2,182 % |
| 83 | 8,225 % | 2,229 % | 2,198 % |
| 84 | 8,192 % | 2,245 % | 2,213 % |
| 85 | 8,160 % | 2,261 % | 2,228 % |
| 86 | 8,129 % | 2,276 % | 2,243 % |
| 87 | 8,098 % | 2,291 % | 2,257 % |
| 88 | 8,068 % | 2,306 % | 2,272 % |
| 89 | 8,039 % | 2,320 % | 2,285 % |
| 90 | 8,010 % | 2,334 % | 2,299 % |
| 91 | 7,982 % | 2,348 % | 2,312 % |
| 92 | 7,955 % | 2,361 % | 2,325 % |
| 93 | 7,928 % | 2,374 % | 2,337 % |
| 94 | 7,902 % | 2,387 % | 2,349 % |
| 95 | 7,877 % | 2,400 % | 2,361 % |
| 96 | 7,852 % | 2,412 % | 2,373 % |
| 97 | 7,827 % | 2,424 % | 2,385 % |
| 98 | 7,803 % | 2,436 % | 2,396 % |
| 99 | 7,780 % | 2,448 % | 2,407 % |
| 100 | 7,757 % | 2,459 % | 2,418 % |
| 101 | 7,734 % | 2,470 % | 2,429 % |
| 102 | 7,712 % | 2,481 % | 2,439 % |
| 103 | 7,690 % | 2,492 % | 2,449 % |
| 104 | 7,669 % | 2,503 % | 2,460 % |
| 105 | 7,648 % | 2,513 % | 2,469 % |
| 106 | 7,628 % | 2,523 % | 2,479 % |
| 107 | 7,608 % | 2,533 % | 2,489 % |
| 108 | 7,588 % | 2,543 % | 2,498 % |
| 109 | 7,569 % | 2,553 % | 2,507 % |
| 110 | 7,550 % | 2,562 % | 2,516 % |
| 111 | 7,531 % | 2,572 % | 2,525 % |
| 112 | 7,513 % | 2,581 % | 2,533 % |
| 113 | 7,495 % | 2,590 % | 2,542 % |
| 114 | 7,477 % | 2,598 % | 2,550 % |
| 115 | 7,460 % | 2,607 % | 2,559 % |
| 116 | 7,443 % | 2,616 % | 2,567 % |
| 117 | 7,426 % | 2,624 % | 2,575 % |
| 118 | 7,409 % | 2,632 % | 2,582 % |
| 119 | 7,393 % | 2,640 % | 2,590 % |
| 120 | 7,377 % | 2,648 % | 2,598 % |
| 121 | 7,362 % | 2,656 % | 2,605 % |
| 122 | 7,346 % | 2,664 % | 2,612 % |
| 123 | 7,331 % | 2,671 % | 2,620 % |
| 124 | 7,316 % | 2,679 % | 2,627 % |
| 125 | 7,302 % | 2,686 % | 2,634 % |
| 126 | 7,287 % | 2,693 % | 2,640 % |
| 127 | 7,273 % | 2,701 % | 2,647 % |
| 128 | 7,259 % | 2,708 % | 2,654 % |
| 129 | 7,245 % | 2,714 % | 2,660 % |
| 130 | 7,232 % | 2,721 % | 2,667 % |
| 131 | 7,218 % | 2,728 % | 2,673 % |
| 132 | 7,205 % | 2,734 % | 2,679 % |
| 133 | 7,192 % | 2,741 % | 2,685 % |
| 134 | 7,180 % | 2,747 % | 2,692 % |
| 135 | 7,167 % | 2,754 % | 2,697 % |
| 136 | 7,155 % | 2,760 % | 2,703 % |
| 137 | 7,143 % | 2,766 % | 2,709 % |
| 138 | 7,131 % | 2,772 % | 2,715 % |
| 139 | 7,119 % | 2,778 % | 2,721 % |
| 140 | 7,107 % | 2,784 % | 2,726 % |
| 141 | 7,096 % | 2,789 % | 2,732 % |
| 142 | 7,084 % | 2,795 % | 2,737 % |
| 143 | 7,073 % | 2,801 % | 2,742 % |
| 144 | 7,062 % | 2,806 % | 2,747 % |
| 145 | 7,051 % | 2,812 % | 2,753 % |
| 146 | 7,041 % | 2,817 % | 2,758 % |
| 147 | 7,030 % | 2,822 % | 2,763 % |
| 148 | 7,020 % | 2,828 % | 2,768 % |
| 149 | 7,009 % | 2,833 % | 2,773 % |
| 150 | 6,999 % | 2,838 % | 2,777 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

17,721 %

0,072 %

-0,109 %

2

17,964 %

0,282 %

-0,092 %

3

18,231 %

0,555 %

-0,086 %

4

18,400 %

0,783 %

-0,081 %

5

18,498 %

0,965 %

-0,073 %

6

18,528 %

1,105 %

-0,060 %

7

18,506 %

1,217 %

-0,045 %

8

18,441 %

1,304 %

-0,028 %

9

18,326 %

1,376 %

-0,008 %

10

18,168 %

1,434 %

0,014 %

11

17,977 %

1,489 %

0,036 %

12

17,759 %

1,537 %

0,060 %

13

17,519 %

1,574 %

0,087 %

14

17,263 %

1,603 %

0,114 %

15

16,992 %

1,629 %

0,141 %

16

16,712 %

1,654 %

0,167 %

17

16,425 %

1,676 %

0,192 %

18

16,133 %

1,696 %

0,216 %

19

15,840 %

1,713 %

0,240 %

20

15,547 %

1,725 %

0,264 %

21

15,257 %

1,733 %

0,289 %

22

14,971 %

1,739 %

0,311 %

23

14,691 %

1,743 %

0,332 %

24

14,417 %

1,746 %

0,350 %

25

14,151 %

1,750 %

0,363 %

26

13,893 %

1,753 %

0,374 %

27

13,644 %

1,756 %

0,384 %

28

13,404 %

1,754 %

0,397 %

29

13,173 %

1,748 %

0,415 %

30

12,951 %

1,737 %

0,441 %

31

12,738 %

1,718 %

0,474 %

32

12,534 %

1,696 %

0,514 %

33

12,339 %

1,672 %

0,559 %

34

12,153 %

1,646 %

0,607 %

35

11,974 %

1,622 %

0,656 %

36

11,803 %

1,598 %

0,708 %

37

11,640 %

1,576 %

0,759 %

38

11,484 %

1,557 %

0,811 %

39

11,334 %

1,540 %

0,863 %

40

11,192 %

1,526 %

0,914 %

41

11,055 %

1,514 %

0,965 %

42

10,924 %

1,506 %

1,014 %

43

10,799 %

1,500 %

1,063 %

44

10,679 %

1,497 %

1,110 %

45

10,564 %

1,497 %

1,156 %

46

10,454 %

1,500 %

1,201 %

47

10,348 %

1,505 %

1,245 %

48

10,246 %

1,513 %

1,287 %

49

10,149 %

1,524 %

1,329 %

50

10,055 %

1,537 %

1,369 %

51

9,965 %

1,554 %

1,407 %

52

9,878 %

1,572 %

1,445 %

53

9,794 %

1,592 %

1,482 %

54

9,714 %

1,614 %

1,517 %

55

9,636 %

1,637 %

1,551 %

56

9,561 %

1,660 %

1,585 %

57

9,489 %

1,684 %

1,617 %

58

9,419 %

1,708 %

1,648 %

59

9,352 %

1,732 %

1,678 %

60

9,287 %

1,756 %

1,708 %

61

9,224 %

1,781 %

1,736 %

62

9,163 %

1,805 %

1,764 %

63

9,104 %

1,829 %

1,791 %

64

9,047 %

1,852 %

1,817 %

65

8,991 %

1,876 %

1,843 %

66

8,938 %

1,899 %

1,867 %

67

8,886 %

1,921 %

1,891 %

68

8,835 %

1,944 %

1,914 %

69

8,786 %

1,966 %

1,937 %

70

8,738 %

1,987 %

1,959 %

71

8,692 %

2,008 %

1,980 %

72

8,647 %

2,029 %

2,001 %

73

8,603 %

2,049 %

2,022 %

74

8,561 %

2,069 %

2,041 %

75

8,520 %

2,088 %

2,061 %

76

8,479 %

2,107 %

2,079 %

77

8,440 %

2,126 %

2,098 %

78

8,402 %

2,144 %

2,115 %

79

8,365 %

2,162 %

2,133 %

80

8,328 %

2,179 %

2,150 %

81

8,293 %

2,196 %

2,166 %

82

8,258 %

2,213 %

2,182 %

83

8,225 %

2,229 %

2,198 %

84

8,192 %

2,245 %

2,213 %

85

8,160 %

2,261 %

2,228 %

86

8,129 %

2,276 %

2,243 %

87

8,098 %

2,291 %

2,257 %

88

8,068 %

2,306 %

2,272 %

89

8,039 %

2,320 %

2,285 %

90

8,010 %

2,334 %

2,299 %

91

7,982 %

2,348 %

2,312 %

92

7,955 %

2,361 %

2,325 %

93

7,928 %

2,374 %

2,337 %

94

7,902 %

2,387 %

2,349 %

95

7,877 %

2,400 %

2,361 %

96

7,852 %

2,412 %

2,373 %

97

7,827 %

2,424 %

2,385 %

98

7,803 %

2,436 %

2,396 %

99

7,780 %

2,448 %

2,407 %

100

7,757 %

2,459 %

2,418 %

101

7,734 %

2,470 %

2,429 %

102

7,712 %

2,481 %

2,439 %

103

7,690 %

2,492 %

2,449 %

104

7,669 %

2,503 %

2,460 %

105

7,648 %

2,513 %

2,469 %

106

7,628 %

2,523 %

2,479 %

107

7,608 %

2,533 %

2,489 %

108

7,588 %

2,543 %

2,498 %

109

7,569 %

2,553 %

2,507 %

110

7,550 %

2,562 %

2,516 %

111

7,531 %

2,572 %

2,525 %

112

7,513 %

2,581 %

2,533 %

113

7,495 %

2,590 %

2,542 %

114

7,477 %

2,598 %

2,550 %

115

7,460 %

2,607 %

2,559 %

116

7,443 %

2,616 %

2,567 %

117

7,426 %

2,624 %

2,575 %

118

7,409 %

2,632 %

2,582 %

119

7,393 %

2,640 %

2,590 %

120

7,377 %

2,648 %

2,598 %

121

7,362 %

2,656 %

2,605 %

122

7,346 %

2,664 %

2,612 %

123

7,331 %

2,671 %

2,620 %

124

7,316 %

2,679 %

2,627 %

125

7,302 %

2,686 %

2,634 %

126

7,287 %

2,693 %

2,640 %

127

7,273 %

2,701 %

2,647 %

128

7,259 %

2,708 %

2,654 %

129

7,245 %

2,714 %

2,660 %

130

7,232 %

2,721 %

2,667 %

131

7,218 %

2,728 %

2,673 %

132

7,205 %

2,734 %

2,679 %

133

7,192 %

2,741 %

2,685 %

134

7,180 %

2,747 %

2,692 %

135

7,167 %

2,754 %

2,697 %

136

7,155 %

2,760 %

2,703 %

137

7,143 %

2,766 %

2,709 %

138

7,131 %

2,772 %

2,715 %

139

7,119 %

2,778 %

2,721 %

140

7,107 %

2,784 %

2,726 %

141

7,096 %

2,789 %

2,732 %

142

7,084 %

2,795 %

2,737 %

143

7,073 %

2,801 %

2,742 %

144

7,062 %

2,806 %

2,747 %

145

7,051 %

2,812 %

2,753 %

146

7,041 %

2,817 %

2,758 %

147

7,030 %

2,822 %

2,763 %

148

7,020 %

2,828 %

2,768 %

149

7,009 %

2,833 %

2,773 %

150

6,999 %

2,838 %

2,777 %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

The fundamental spreads for durations from 11 to 30 years are equal to the fundamental spreads for duration 10 years.

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 30 | 5 | 0 | 23 | 1 |
| 2 | 0 | 0 | 37 | 5 | 0 | 39 | 0 |
| 3 | 0 | 0 | 42 | 5 | 1 | 44 | 0 |
| 4 | 0 | 2 | 45 | 5 | 2 | 45 | 0 |
| 5 | 0 | 3 | 49 | 5 | 4 | 48 | 0 |
| 6 | 1 | 4 | 52 | 5 | 6 | 51 | 0 |
| 7 | 1 | 5 | 55 | 5 | 8 | 52 | 0 |
| 8 | 2 | 6 | 56 | 5 | 10 | 52 | 0 |
| 9 | 3 | 7 | 58 | 5 | 12 | 49 | 0 |
| 10 | 3 | 8 | 60 | 5 | 13 | 48 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

30

5

0

23

1

2

0

0

37

5

0

39

0

3

0

0

42

5

1

44

0

4

0

2

45

5

2

45

0

5

0

3

49

5

4

48

0

6

1

4

52

5

6

51

0

7

1

5

55

5

8

52

0

8

2

6

56

5

10

52

0

9

3

7

58

5

12

49

0

10

3

8

60

5

13

48

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 371 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 231 | 4 | 21 |
| 3 | 0 | 0 | 0 | 0 | 205 | 4 | 23 |
| 4 | 2 | 0 | 0 | 0 | 179 | 4 | 24 |
| 5 | 3 | 0 | 0 | 0 | 165 | 4 | 25 |
| 6 | 4 | 0 | 0 | 0 | 162 | 4 | 27 |
| 7 | 5 | 0 | 0 | 0 | 159 | 4 | 28 |
| 8 | 6 | 0 | 1 | 0 | 163 | 3 | 29 |
| 9 | 7 | 0 | 2 | 0 | 165 | 1 | 29 |
| 10 | 8 | 0 | 3 | 0 | 167 | 4 | 29 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

371

4

15

2

0

0

0

0

231

4

21

3

0

0

0

0

205

4

23

4

2

0

0

0

179

4

24

5

3

0

0

0

165

4

25

6

4

0

0

0

162

4

27

7

5

0

0

0

159

4

28

8

6

0

1

0

163

3

29

9

7

0

2

0

165

1

29

10

8

0

3

0

167

4

29

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 4 | 5 | 0 | 15 | 0 | 4 |
| 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 |
| 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 |
| 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 |
| 5 | 24 | 17 | 18 | 0 | 25 | 0 | 4 |
| 6 | 25 | 18 | 20 | 0 | 27 | 0 | 4 |
| 7 | 27 | 20 | 21 | 0 | 28 | 0 | 4 |
| 8 | 28 | 21 | 23 | 0 | 29 | 0 | 4 |
| 9 | 30 | 22 | 24 | 1 | 29 | 0 | 4 |
| 10 | 31 | 23 | 25 | 2 | 29 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

4

5

0

15

0

4

2

14

10

11

0

21

0

4

3

18

13

14

0

23

0

4

4

21

15

16

0

24

0

4

5

24

17

18

0

25

0

4

6

25

18

20

0

27

0

4

7

27

20

21

0

28

0

4

8

28

21

23

0

29

0

4

9

30

22

24

1

29

0

4

10

31

23

25

2

29

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 |
| 2 | 39 | 16 | 15 | 20 | 11 | 0 | 0 |
| 3 | 44 | 18 | 17 | 24 | 14 | 0 | 0 |
| 4 | 45 | 19 | 18 | 28 | 16 | 0 | 0 |
| 5 | 48 | 21 | 19 | 32 | 18 | 0 | 0 |
| 6 | 51 | 22 | 21 | 35 | 20 | 0 | 0 |
| 7 | 52 | 23 | 22 | 36 | 21 | 0 | 0 |
| 8 | 52 | 25 | 23 | 38 | 23 | 0 | 0 |
| 9 | 49 | 26 | 24 | 38 | 24 | 0 | 0 |
| 10 | 48 | 24 | 24 | 38 | 25 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

23

9

11

17

5

0

0

2

39

16

15

20

11

0

0

3

44

18

17

24

14

0

0

4

45

19

18

28

16

0

0

5

48

21

19

32

18

0

0

6

51

22

21

35

20

0

0

7

52

23

22

36

21

0

0

8

52

25

23

38

23

0

0

9

49

26

24

38

24

0

0

10

48

24

24

38

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 | 18 |
| 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 | 15 |
| 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

18

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

15

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 |
| 2 | 0 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 3 | 40 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 42 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 40 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 37 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 39 | 0 | 10 | 1 | 0 | 10 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

12

0

10

0

0

9

2

0

18

0

10

0

0

9

3

2

28

0

10

0

0

10

4

3

35

0

10

0

0

10

5

3

37

0

10

0

0

10

6

3

40

0

10

0

0

10

7

4

42

0

10

0

0

10

8

8

40

0

10

0

0

10

9

5

37

0

10

0

0

10

10

5

39

0

10

1

0

10

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 7 | 9 | 1 | 4 |
| 2 | 0 | 0 | 0 | 9 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 10 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 10 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 10 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 12 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 14 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 15 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 16 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 18 | 16 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

7

9

1

4

2

0

0

0

9

12

0

4

3

0

0

0

10

12

0

4

4

0

0

0

10

14

0

4

5

0

2

0

10

15

0

4

6

0

5

0

12

15

0

4

7

0

7

0

14

16

0

4

8

0

11

0

15

16

0

4

9

0

17

0

16

16

0

4

10

0

17

0

18

16

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 20 | 43 | 114 | 226 | 530 | 1 205 |
| 2 | 7 | 20 | 43 | 114 | 226 | 530 | 969 |
| 3 | 8 | 22 | 44 | 108 | 223 | 526 | 790 |
| 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 |
| 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 |
| 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 |
| 7 | 13 | 31 | 57 | 121 | 222 | 525 | 525 |
| 8 | 13 | 32 | 57 | 120 | 222 | 525 | 525 |
| 9 | 13 | 33 | 57 | 119 | 222 | 525 | 525 |
| 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 |
| 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 |
| 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 13 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 14 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 15 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 16 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 17 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 18 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 19 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 20 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 21 | 15 | 37 | 58 | 119 | 222 | 525 | 525 |
| 22 | 17 | 37 | 58 | 119 | 222 | 525 | 525 |
| 23 | 17 | 37 | 58 | 119 | 222 | 525 | 525 |
| 24 | 18 | 37 | 58 | 119 | 222 | 525 | 525 |
| 25 | 18 | 37 | 58 | 119 | 222 | 525 | 525 |
| 26 | 19 | 37 | 58 | 119 | 222 | 525 | 525 |
| 27 | 19 | 37 | 58 | 119 | 222 | 525 | 525 |
| 28 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

20

43

114

226

530

1 205

2

7

20

43

114

226

530

969

3

8

22

44

108

223

526

790

4

9

24

47

110

222

525

654

5

10

27

52

113

222

525

550

6

11

29

55

118

222

525

525

7

13

31

57

121

222

525

525

8

13

32

57

120

222

525

525

9

13

33

57

119

222

525

525

10

13

34

57

119

222

525

525

11

14

35

58

119

222

525

525

12

14

36

58

119

222

525

525

13

15

36

58

119

222

525

525

14

15

37

58

119

222

525

525

15

15

37

58

119

222

525

525

16

15

37

58

119

222

525

525

17

15

37

58

119

222

525

525

18

15

37

58

119

222

525

525

19

15

37

58

119

222

525

525

20

15

37

58

119

222

525

525

21

15

37

58

119

222

525

525

22

17

37

58

119

222

525

525

23

17

37

58

119

222

525

525

24

18

37

58

119

222

525

525

25

18

37

58

119

222

525

525

26

19

37

58

119

222

525

525

27

19

37

58

119

222

525

525

28

21

37

58

119

222

525

525

29

21

37

58

119

222

525

525

30

22

37

58

119

222

525

525

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 | 14 | 28 | 51 | 122 | 234 | 538 | 1 261 |
| 2 | 16 | 30 | 53 | 124 | 236 | 540 | 1 017 |
| 3 | 18 | 32 | 55 | 118 | 233 | 537 | 830 |
| 4 | 19 | 34 | 57 | 120 | 232 | 536 | 686 |
| 5 | 20 | 36 | 62 | 123 | 231 | 535 | 576 |
| 6 | 20 | 38 | 64 | 127 | 231 | 534 | 534 |
| 7 | 21 | 39 | 66 | 129 | 230 | 534 | 534 |
| 8 | 20 | 39 | 65 | 127 | 229 | 533 | 533 |
| 9 | 20 | 40 | 64 | 126 | 229 | 533 | 533 |
| 10 | 20 | 41 | 64 | 126 | 228 | 532 | 532 |
| 11 | 20 | 41 | 64 | 125 | 228 | 531 | 531 |
| 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 |
| 13 | 20 | 41 | 63 | 124 | 227 | 530 | 530 |
| 14 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 15 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 16 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 17 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 18 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 19 | 18 | 40 | 61 | 123 | 225 | 529 | 529 |
| 20 | 19 | 40 | 62 | 123 | 226 | 529 | 529 |
| 21 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 24 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 25 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 26 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 27 | 21 | 41 | 62 | 124 | 226 | 530 | 530 |
| 28 | 21 | 41 | 62 | 124 | 226 | 530 | 530 |
| 29 | 22 | 41 | 62 | 123 | 226 | 530 | 530 |
| 30 | 22 | 41 | 62 | 123 | 226 | 530 | 530 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

28

51

122

234

538

1 261

2

16

30

53

124

236

540

1 017

3

18

32

55

118

233

537

830

4

19

34

57

120

232

536

686

5

20

36

62

123

231

535

576

6

20

38

64

127

231

534

534

7

21

39

66

129

230

534

534

8

20

39

65

127

229

533

533

9

20

40

64

126

229

533

533

10

20

41

64

126

228

532

532

11

20

41

64

125

228

531

531

12

20

41

63

125

227

531

531

13

20

41

63

124

227

530

530

14

19

41

62

124

226

530

530

15

19

41

62

123

226

529

529

16

18

40

61

123

225

529

529

17

18

40

61

123

225

529

529

18

18

40

61

123

225

529

529

19

18

40

61

123

225

529

529

20

19

40

62

123

226

529

529

21

19

41

62

123

226

529

529

22

19

41

62

124

226

530

530

23

19

41

62

124

226

530

530

24

19

41

62

124

226

530

530

25

19

41

62

124

226

530

530

26

19

41

62

124

226

530

530

27

21

41

62

124

226

530

530

28

21

41

62

124

226

530

530

29

22

41

62

123

226

530

530

30

22

41

62

123

226

530

530

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 | 43 | 114 | 226 | 530 | 1 205 |
| 2 | 6 | 20 | 43 | 114 | 226 | 530 | 969 |
| 3 | 7 | 22 | 44 | 108 | 223 | 526 | 790 |
| 4 | 9 | 24 | 47 | 110 | 222 | 525 | 654 |
| 5 | 10 | 27 | 52 | 113 | 222 | 525 | 550 |
| 6 | 11 | 29 | 55 | 118 | 222 | 525 | 525 |
| 7 | 12 | 31 | 57 | 120 | 222 | 525 | 525 |
| 8 | 12 | 32 | 57 | 119 | 222 | 525 | 525 |
| 9 | 13 | 32 | 57 | 119 | 222 | 525 | 525 |
| 10 | 13 | 34 | 57 | 119 | 222 | 525 | 525 |
| 11 | 14 | 35 | 58 | 119 | 222 | 525 | 525 |
| 12 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 13 | 14 | 36 | 58 | 119 | 222 | 525 | 525 |
| 14 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 15 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 16 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 17 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 18 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 19 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 20 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 21 | 15 | 36 | 58 | 119 | 222 | 525 | 525 |
| 22 | 17 | 36 | 58 | 119 | 222 | 525 | 525 |
| 23 | 17 | 36 | 58 | 119 | 222 | 525 | 525 |
| 24 | 18 | 36 | 58 | 119 | 222 | 525 | 525 |
| 25 | 18 | 36 | 58 | 119 | 222 | 525 | 525 |
| 26 | 19 | 36 | 58 | 119 | 222 | 525 | 525 |
| 27 | 19 | 36 | 58 | 119 | 222 | 525 | 525 |
| 28 | 21 | 36 | 58 | 119 | 222 | 525 | 525 |
| 29 | 21 | 37 | 58 | 119 | 222 | 525 | 525 |
| 30 | 22 | 37 | 58 | 119 | 222 | 525 | 525 |

Duration (in years)

Credit quality step 0

Credit 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

43

114

226

530

1 205

2

6

20

43

114

226

530

969

3

7

22

44

108

223

526

790

4

9

24

47

110

222

525

654

5

10

27

52

113

222

525

550

6

11

29

55

118

222

525

525

7

12

31

57

120

222

525

525

8

12

32

57

119

222

525

525

9

13

32

57

119

222

525

525

10

13

34

57

119

222

525

525

11

14

35

58

119

222

525

525

12

14

36

58

119

222

525

525

13

14

36

58

119

222

525

525

14

15

36

58

119

222

525

525

15

15

36

58

119

222

525

525

16

15

36

58

119

222

525

525

17

15

36

58

119

222

525

525

18

15

36

58

119

222

525

525

19

15

36

58

119

222

525

525

20

15

36

58

119

222

525

525

21

15

36

58

119

222

525

525

22

17

36

58

119

222

525

525

23

17

36

58

119

222

525

525

24

18

36

58

119

222

525

525

25

18

36

58

119

222

525

525

26

19

36

58

119

222

525

525

27

19

36

58

119

222

525

525

28

21

36

58

119

222

525

525

29

21

37

58

119

222

525

525

30

22

37

58

119

222

525

525

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 | 77 | 90 | 114 | 185 | 297 | 601 | 1 243 |
| 2 | 74 | 87 | 111 | 181 | 294 | 597 | 1 004 |
| 3 | 78 | 92 | 115 | 178 | 293 | 597 | 821 |
| 4 | 77 | 93 | 116 | 179 | 290 | 594 | 681 |
| 5 | 77 | 93 | 119 | 180 | 288 | 592 | 592 |
| 6 | 76 | 94 | 120 | 183 | 287 | 590 | 590 |
| 7 | 76 | 94 | 120 | 184 | 285 | 588 | 588 |
| 8 | 75 | 94 | 119 | 182 | 284 | 587 | 587 |
| 9 | 74 | 94 | 118 | 180 | 283 | 587 | 587 |
| 10 | 71 | 92 | 115 | 177 | 280 | 583 | 583 |
| 11 | 69 | 90 | 113 | 175 | 277 | 581 | 581 |
| 12 | 69 | 90 | 112 | 173 | 276 | 580 | 580 |
| 13 | 68 | 90 | 111 | 173 | 275 | 579 | 579 |
| 14 | 68 | 90 | 111 | 172 | 275 | 579 | 579 |
| 15 | 68 | 90 | 111 | 172 | 275 | 578 | 578 |
| 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 |
| 17 | 67 | 89 | 110 | 171 | 274 | 577 | 577 |
| 18 | 66 | 88 | 109 | 171 | 273 | 577 | 577 |
| 19 | 66 | 87 | 109 | 170 | 273 | 576 | 576 |
| 20 | 65 | 87 | 108 | 169 | 272 | 576 | 576 |
| 21 | 64 | 86 | 107 | 169 | 271 | 575 | 575 |
| 22 | 64 | 85 | 107 | 168 | 271 | 574 | 574 |
| 23 | 63 | 85 | 106 | 167 | 270 | 573 | 573 |
| 24 | 62 | 84 | 105 | 166 | 269 | 572 | 572 |
| 25 | 61 | 83 | 104 | 165 | 268 | 571 | 571 |
| 26 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 27 | 59 | 81 | 102 | 163 | 266 | 569 | 569 |
| 28 | 58 | 80 | 101 | 162 | 265 | 568 | 568 |
| 29 | 57 | 79 | 100 | 161 | 264 | 567 | 567 |
| 30 | 56 | 78 | 99 | 160 | 263 | 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

77

90

114

185

297

601

1 243

2

74

87

111

181

294

597

1 004

3

78

92

115

178

293

597

821

4

77

93

116

179

290

594

681

5

77

93

119

180

288

592

592

6

76

94

120

183

287

590

590

7

76

94

120

184

285

588

588

8

75

94

119

182

284

587

587

9

74

94

118

180

283

587

587

10

71

92

115

177

280

583

583

11

69

90

113

175

277

581

581

12

69

90

112

173

276

580

580

13

68

90

111

173

275

579

579

14

68

90

111

172

275

579

579

15

68

90

111

172

275

578

578

16

67

89

110

172

274

578

578

17

67

89

110

171

274

577

577

18

66

88

109

171

273

577

577

19

66

87

109

170

273

576

576

20

65

87

108

169

272

576

576

21

64

86

107

169

271

575

575

22

64

85

107

168

271

574

574

23

63

85

106

167

270

573

573

24

62

84

105

166

269

572

572

25

61

83

104

165

268

571

571

26

60

82

103

164

267

570

570

27

59

81

102

163

266

569

569

28

58

80

101

162

265

568

568

29

57

79

100

161

264

567

567

30

56

78

99

160

263

566

566

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 | 47 | 118 | 230 | 534 | 1 214 |
| 2 | 12 | 25 | 49 | 119 | 232 | 535 | 978 |
| 3 | 14 | 29 | 51 | 115 | 229 | 533 | 798 |
| 4 | 16 | 31 | 54 | 117 | 229 | 532 | 661 |
| 5 | 18 | 34 | 59 | 121 | 229 | 533 | 556 |
| 6 | 19 | 36 | 63 | 125 | 229 | 533 | 533 |
| 7 | 20 | 38 | 64 | 128 | 229 | 532 | 532 |
| 8 | 19 | 38 | 64 | 126 | 228 | 532 | 532 |
| 9 | 19 | 39 | 63 | 125 | 228 | 532 | 532 |
| 10 | 19 | 40 | 63 | 125 | 228 | 531 | 531 |
| 11 | 19 | 41 | 63 | 125 | 227 | 531 | 531 |
| 12 | 20 | 41 | 63 | 125 | 227 | 531 | 531 |
| 13 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 14 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 15 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 16 | 20 | 42 | 63 | 124 | 227 | 531 | 531 |
| 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 18 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 19 | 21 | 42 | 64 | 125 | 228 | 531 | 531 |
| 20 | 21 | 43 | 64 | 125 | 228 | 532 | 532 |
| 21 | 21 | 43 | 64 | 126 | 228 | 532 | 532 |
| 22 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 23 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 24 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 25 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 26 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 27 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 28 | 22 | 44 | 65 | 126 | 229 | 532 | 532 |
| 29 | 22 | 43 | 65 | 126 | 229 | 532 | 532 |
| 30 | 22 | 43 | 64 | 126 | 228 | 532 | 532 |

Duration (in years)

Credit quality step 0

Credit 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

47

118

230

534

1 214

2

12

25

49

119

232

535

978

3

14

29

51

115

229

533

798

4

16

31

54

117

229

532

661

5

18

34

59

121

229

533

556

6

19

36

63

125

229

533

533

7

20

38

64

128

229

532

532

8

19

38

64

126

228

532

532

9

19

39

63

125

228

532

532

10

19

40

63

125

228

531

531

11

19

41

63

125

227

531

531

12

20

41

63

125

227

531

531

13

20

42

63

125

227

531

531

14

20

42

63

125

227

531

531

15

20

42

63

125

227

531

531

16

20

42

63

124

227

531

531

17

20

42

63

125

227

531

531

18

20

42

63

125

227

531

531

19

21

42

64

125

228

531

531

20

21

43

64

125

228

532

532

21

21

43

64

126

228

532

532

22

22

44

65

126

229

532

532

23

22

44

65

126

229

532

532

24

22

44

65

126

229

532

532

25

22

44

65

126

229

532

532

26

22

44

65

126

229

532

532

27

22

44

65

126

229

532

532

28

22

44

65

126

229

532

532

29

22

43

65

126

229

532

532

30

22

43

64

126

228

532

532

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 | 48 | 61 | 84 | 155 | 267 | 571 | 1 212 |
| 2 | 51 | 64 | 88 | 159 | 271 | 575 | 976 |
| 3 | 56 | 71 | 93 | 157 | 272 | 575 | 795 |
| 4 | 60 | 75 | 98 | 161 | 273 | 576 | 658 |
| 5 | 62 | 79 | 104 | 165 | 274 | 577 | 577 |
| 6 | 63 | 81 | 107 | 170 | 274 | 577 | 577 |
| 7 | 64 | 82 | 109 | 172 | 273 | 577 | 577 |
| 8 | 63 | 82 | 108 | 170 | 272 | 576 | 576 |
| 9 | 62 | 82 | 106 | 168 | 271 | 575 | 575 |
| 10 | 61 | 82 | 106 | 167 | 270 | 573 | 573 |
| 11 | 61 | 82 | 105 | 166 | 268 | 572 | 572 |
| 12 | 60 | 81 | 103 | 165 | 267 | 571 | 571 |
| 13 | 59 | 81 | 102 | 163 | 266 | 570 | 570 |
| 14 | 58 | 80 | 101 | 162 | 265 | 568 | 568 |
| 15 | 57 | 79 | 100 | 161 | 264 | 567 | 567 |
| 16 | 56 | 78 | 99 | 160 | 263 | 567 | 567 |
| 17 | 55 | 77 | 98 | 160 | 262 | 566 | 566 |
| 18 | 55 | 76 | 98 | 159 | 262 | 565 | 565 |
| 19 | 54 | 76 | 97 | 159 | 261 | 565 | 565 |
| 20 | 54 | 75 | 97 | 158 | 261 | 564 | 564 |
| 21 | 53 | 75 | 96 | 157 | 260 | 564 | 564 |
| 22 | 52 | 74 | 95 | 157 | 259 | 563 | 563 |
| 23 | 52 | 73 | 95 | 156 | 259 | 562 | 562 |
| 24 | 51 | 73 | 94 | 155 | 258 | 561 | 561 |
| 25 | 50 | 72 | 93 | 154 | 257 | 561 | 561 |
| 26 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 27 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 28 | 48 | 69 | 91 | 152 | 255 | 558 | 558 |
| 29 | 47 | 69 | 90 | 151 | 254 | 557 | 557 |
| 30 | 46 | 68 | 89 | 150 | 253 | 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

48

61

84

155

267

571

1 212

2

51

64

88

159

271

575

976

3

56

71

93

157

272

575

795

4

60

75

98

161

273

576

658

5

62

79

104

165

274

577

577

6

63

81

107

170

274

577

577

7

64

82

109

172

273

577

577

8

63

82

108

170

272

576

576

9

62

82

106

168

271

575

575

10

61

82

106

167

270

573

573

11

61

82

105

166

268

572

572

12

60

81

103

165

267

571

571

13

59

81

102

163

266

570

570

14

58

80

101

162

265

568

568

15

57

79

100

161

264

567

567

16

56

78

99

160

263

567

567

17

55

77

98

160

262

566

566

18

55

76

98

159

262

565

565

19

54

76

97

159

261

565

565

20

54

75

97

158

261

564

564

21

53

75

96

157

260

564

564

22

52

74

95

157

259

563

563

23

52

73

95

156

259

562

562

24

51

73

94

155

258

561

561

25

50

72

93

154

257

561

561

26

49

71

92

154

256

560

560

27

48

70

91

153

255

559

559

28

48

69

91

152

255

558

558

29

47

69

90

151

254

557

557

30

46

68

89

150

253

557

557

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 | 6 | 19 | 42 | 113 | 226 | 529 | 1 204 |
| 2 | 6 | 19 | 42 | 113 | 226 | 529 | 969 |
| 3 | 7 | 21 | 44 | 107 | 222 | 525 | 790 |
| 4 | 8 | 23 | 46 | 109 | 221 | 525 | 654 |
| 5 | 9 | 26 | 51 | 113 | 221 | 524 | 550 |
| 6 | 10 | 28 | 55 | 117 | 221 | 524 | 524 |
| 7 | 12 | 30 | 56 | 120 | 221 | 524 | 524 |
| 8 | 12 | 31 | 56 | 119 | 221 | 524 | 524 |
| 9 | 12 | 32 | 56 | 118 | 221 | 524 | 524 |
| 10 | 12 | 33 | 57 | 118 | 221 | 524 | 524 |
| 11 | 13 | 34 | 57 | 118 | 221 | 524 | 524 |
| 12 | 13 | 35 | 57 | 118 | 221 | 524 | 524 |
| 13 | 14 | 35 | 57 | 118 | 221 | 524 | 524 |
| 14 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 15 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 16 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 17 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 18 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 19 | 14 | 36 | 57 | 118 | 221 | 524 | 524 |
| 20 | 15 | 36 | 57 | 118 | 221 | 524 | 524 |
| 21 | 15 | 36 | 57 | 118 | 221 | 524 | 524 |
| 22 | 17 | 36 | 57 | 118 | 221 | 524 | 524 |
| 23 | 17 | 36 | 57 | 118 | 221 | 524 | 524 |
| 24 | 18 | 36 | 57 | 118 | 221 | 524 | 524 |
| 25 | 18 | 36 | 57 | 118 | 221 | 525 | 525 |
| 26 | 19 | 36 | 57 | 118 | 221 | 525 | 525 |
| 27 | 19 | 36 | 57 | 118 | 221 | 525 | 525 |
| 28 | 21 | 36 | 57 | 118 | 221 | 525 | 525 |
| 29 | 21 | 36 | 57 | 118 | 221 | 525 | 525 |
| 30 | 22 | 36 | 57 | 118 | 221 | 525 | 525 |

Duration (in years)

Credit quality step 0

Credit 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

19

42

113

226

529

1 204

2

6

19

42

113

226

529

969

3

7

21

44

107

222

525

790

4

8

23

46

109

221

525

654

5

9

26

51

113

221

524

550

6

10

28

55

117

221

524

524

7

12

30

56

120

221

524

524

8

12

31

56

119

221

524

524

9

12

32

56

118

221

524

524

10

12

33

57

118

221

524

524

11

13

34

57

118

221

524

524

12

13

35

57

118

221

524

524

13

14

35

57

118

221

524

524

14

14

36

57

118

221

524

524

15

14

36

57

118

221

524

524

16

14

36

57

118

221

524

524

17

14

36

57

118

221

524

524

18

14

36

57

118

221

524

524

19

14

36

57

118

221

524

524

20

15

36

57

118

221

524

524

21

15

36

57

118

221

524

524

22

17

36

57

118

221

524

524

23

17

36

57

118

221

524

524

24

18

36

57

118

221

524

524

25

18

36

57

118

221

525

525

26

19

36

57

118

221

525

525

27

19

36

57

118

221

525

525

28

21

36

57

118

221

525

525

29

21

36

57

118

221

525

525

30

22

36

57

118

221

525

525

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 | 8 | 24 | 53 | 145 | 244 | 548 | 1 223 |
| 2 | 8 | 24 | 53 | 145 | 244 | 548 | 986 |
| 3 | 9 | 26 | 53 | 131 | 241 | 544 | 805 |
| 4 | 10 | 28 | 55 | 122 | 239 | 542 | 667 |
| 5 | 12 | 30 | 57 | 112 | 238 | 541 | 560 |
| 6 | 14 | 34 | 60 | 105 | 237 | 540 | 540 |
| 7 | 16 | 36 | 61 | 99 | 236 | 539 | 539 |
| 8 | 17 | 38 | 60 | 92 | 235 | 538 | 538 |
| 9 | 20 | 45 | 63 | 87 | 234 | 537 | 537 |
| 10 | 19 | 44 | 61 | 84 | 233 | 536 | 536 |
| 11 | 18 | 43 | 60 | 84 | 232 | 536 | 536 |
| 12 | 18 | 43 | 60 | 86 | 231 | 535 | 535 |
| 13 | 18 | 43 | 61 | 86 | 230 | 534 | 534 |
| 14 | 18 | 43 | 61 | 86 | 230 | 533 | 533 |
| 15 | 18 | 43 | 61 | 86 | 229 | 532 | 532 |
| 16 | 18 | 43 | 61 | 86 | 228 | 531 | 531 |
| 17 | 18 | 43 | 61 | 86 | 227 | 530 | 530 |
| 18 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 19 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 20 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 21 | 18 | 43 | 61 | 86 | 227 | 530 | 530 |
| 22 | 18 | 43 | 61 | 86 | 226 | 530 | 530 |
| 23 | 18 | 43 | 61 | 86 | 226 | 529 | 529 |
| 24 | 18 | 43 | 61 | 86 | 225 | 529 | 529 |
| 25 | 18 | 43 | 61 | 86 | 225 | 528 | 528 |
| 26 | 19 | 43 | 61 | 86 | 224 | 528 | 528 |
| 27 | 19 | 43 | 61 | 86 | 223 | 527 | 527 |
| 28 | 21 | 43 | 61 | 86 | 223 | 527 | 527 |
| 29 | 21 | 43 | 61 | 86 | 222 | 526 | 526 |
| 30 | 22 | 43 | 61 | 86 | 222 | 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

8

24

53

145

244

548

1 223

2

8

24

53

145

244

548

986

3

9

26

53

131

241

544

805

4

10

28

55

122

239

542

667

5

12

30

57

112

238

541

560

6

14

34

60

105

237

540

540

7

16

36

61

99

236

539

539

8

17

38

60

92

235

538

538

9

20

45

63

87

234

537

537

10

19

44

61

84

233

536

536

11

18

43

60

84

232

536

536

12

18

43

60

86

231

535

535

13

18

43

61

86

230

534

534

14

18

43

61

86

230

533

533

15

18

43

61

86

229

532

532

16

18

43

61

86

228

531

531

17

18

43

61

86

227

530

530

18

18

43

61

86

226

530

530

19

18

43

61

86

226

530

530

20

18

43

61

86

226

530

530

21

18

43

61

86

227

530

530

22

18

43

61

86

226

530

530

23

18

43

61

86

226

529

529

24

18

43

61

86

225

529

529

25

18

43

61

86

225

528

528

26

19

43

61

86

224

528

528

27

19

43

61

86

223

527

527

28

21

43

61

86

223

527

527

29

21

43

61

86

222

526

526

30

22

43

61

86

222

526

526

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 | 84 | 98 | 121 | 192 | 304 | 608 | 1 264 |
| 2 | 83 | 96 | 120 | 190 | 303 | 606 | 1 021 |
| 3 | 82 | 97 | 119 | 183 | 298 | 601 | 835 |
| 4 | 82 | 97 | 120 | 183 | 295 | 598 | 692 |
| 5 | 81 | 97 | 123 | 184 | 292 | 596 | 596 |
| 6 | 80 | 98 | 124 | 187 | 290 | 594 | 594 |
| 7 | 79 | 97 | 124 | 187 | 288 | 592 | 592 |
| 8 | 77 | 96 | 121 | 184 | 286 | 590 | 590 |
| 9 | 75 | 95 | 119 | 181 | 284 | 587 | 587 |
| 10 | 74 | 95 | 118 | 180 | 282 | 586 | 586 |
| 11 | 73 | 94 | 117 | 178 | 281 | 585 | 585 |
| 12 | 72 | 93 | 115 | 177 | 279 | 583 | 583 |
| 13 | 71 | 93 | 114 | 175 | 278 | 582 | 582 |
| 14 | 70 | 91 | 113 | 174 | 277 | 580 | 580 |
| 15 | 68 | 90 | 111 | 173 | 275 | 579 | 579 |
| 16 | 67 | 89 | 110 | 172 | 274 | 578 | 578 |
| 17 | 66 | 88 | 109 | 171 | 273 | 577 | 577 |
| 18 | 65 | 87 | 108 | 170 | 272 | 576 | 576 |
| 19 | 64 | 86 | 107 | 169 | 271 | 575 | 575 |
| 20 | 64 | 85 | 107 | 168 | 271 | 574 | 574 |
| 21 | 63 | 85 | 106 | 167 | 270 | 573 | 573 |
| 22 | 62 | 84 | 105 | 166 | 269 | 572 | 572 |
| 23 | 61 | 83 | 104 | 165 | 268 | 571 | 571 |
| 24 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 25 | 59 | 80 | 102 | 163 | 266 | 569 | 569 |
| 26 | 58 | 79 | 101 | 162 | 264 | 568 | 568 |
| 27 | 57 | 78 | 99 | 161 | 263 | 567 | 567 |
| 28 | 55 | 77 | 98 | 160 | 262 | 566 | 566 |
| 29 | 54 | 76 | 97 | 159 | 261 | 565 | 565 |
| 30 | 53 | 75 | 96 | 158 | 260 | 564 | 564 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

98

121

192

304

608

1 264

2

83

96

120

190

303

606

1 021

3

82

97

119

183

298

601

835

4

82

97

120

183

295

598

692

5

81

97

123

184

292

596

596

6

80

98

124

187

290

594

594

7

79

97

124

187

288

592

592

8

77

96

121

184

286

590

590

9

75

95

119

181

284

587

587

10

74

95

118

180

282

586

586

11

73

94

117

178

281

585

585

12

72

93

115

177

279

583

583

13

71

93

114

175

278

582

582

14

70

91

113

174

277

580

580

15

68

90

111

173

275

579

579

16

67

89

110

172

274

578

578

17

66

88

109

171

273

577

577

18

65

87

108

170

272

576

576

19

64

86

107

169

271

575

575

20

64

85

107

168

271

574

574

21

63

85

106

167

270

573

573

22

62

84

105

166

269

572

572

23

61

83

104

165

268

571

571

24

60

82

103

164

267

570

570

25

59

80

102

163

266

569

569

26

58

79

101

162

264

568

568

27

57

78

99

161

263

567

567

28

55

77

98

160

262

566

566

29

54

76

97

159

261

565

565

30

53

75

96

158

260

564

564

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 | 57 | 70 | 93 | 164 | 276 | 580 | 1 218 |
| 2 | 56 | 69 | 92 | 163 | 276 | 579 | 985 |
| 3 | 56 | 70 | 93 | 156 | 271 | 575 | 806 |
| 4 | 57 | 72 | 95 | 158 | 270 | 573 | 668 |
| 5 | 56 | 73 | 98 | 160 | 268 | 572 | 572 |
| 6 | 56 | 73 | 100 | 163 | 266 | 570 | 570 |
| 7 | 56 | 74 | 101 | 164 | 265 | 569 | 569 |
| 8 | 54 | 74 | 99 | 161 | 264 | 567 | 567 |
| 9 | 53 | 73 | 98 | 159 | 262 | 566 | 566 |
| 10 | 53 | 73 | 97 | 158 | 261 | 565 | 565 |
| 11 | 52 | 73 | 96 | 158 | 260 | 564 | 564 |
| 12 | 52 | 74 | 96 | 157 | 259 | 563 | 563 |
| 13 | 52 | 73 | 95 | 156 | 259 | 562 | 562 |
| 14 | 51 | 73 | 94 | 156 | 258 | 562 | 562 |
| 15 | 51 | 73 | 94 | 155 | 258 | 561 | 561 |
| 16 | 50 | 72 | 93 | 154 | 257 | 560 | 560 |
| 17 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 18 | 49 | 71 | 92 | 153 | 256 | 559 | 559 |
| 19 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 20 | 48 | 70 | 91 | 153 | 255 | 559 | 559 |
| 21 | 48 | 70 | 91 | 152 | 255 | 559 | 559 |
| 22 | 47 | 69 | 91 | 152 | 254 | 558 | 558 |
| 23 | 47 | 69 | 90 | 151 | 254 | 558 | 558 |
| 24 | 46 | 68 | 89 | 151 | 253 | 557 | 557 |
| 25 | 46 | 68 | 89 | 150 | 253 | 556 | 556 |
| 26 | 45 | 67 | 88 | 149 | 252 | 556 | 556 |
| 27 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 28 | 44 | 65 | 87 | 148 | 251 | 554 | 554 |
| 29 | 43 | 65 | 86 | 147 | 250 | 554 | 554 |
| 30 | 42 | 64 | 85 | 147 | 249 | 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

57

70

93

164

276

580

1 218

2

56

69

92

163

276

579

985

3

56

70

93

156

271

575

806

4

57

72

95

158

270

573

668

5

56

73

98

160

268

572

572

6

56

73

100

163

266

570

570

7

56

74

101

164

265

569

569

8

54

74

99

161

264

567

567

9

53

73

98

159

262

566

566

10

53

73

97

158

261

565

565

11

52

73

96

158

260

564

564

12

52

74

96

157

259

563

563

13

52

73

95

156

259

562

562

14

51

73

94

156

258

562

562

15

51

73

94

155

258

561

561

16

50

72

93

154

257

560

560

17

49

71

92

154

256

560

560

18

49

71

92

153

256

559

559

19

48

70

91

153

255

559

559

20

48

70

91

153

255

559

559

21

48

70

91

152

255

559

559

22

47

69

91

152

254

558

558

23

47

69

90

151

254

558

558

24

46

68

89

151

253

557

557

25

46

68

89

150

253

556

556

26

45

67

88

149

252

556

556

27

44

66

87

149

251

555

555

28

44

65

87

148

251

554

554

29

43

65

86

147

250

554

554

30

42

64

85

147

249

553

553

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 | 44 | 68 | 139 | 251 | 555 | 1 233 |
| 2 | 32 | 45 | 69 | 140 | 252 | 555 | 995 |
| 3 | 32 | 47 | 69 | 133 | 248 | 551 | 813 |
| 4 | 33 | 48 | 71 | 134 | 246 | 549 | 674 |
| 5 | 33 | 50 | 75 | 137 | 245 | 549 | 566 |
| 6 | 34 | 51 | 78 | 141 | 244 | 548 | 548 |
| 7 | 34 | 53 | 79 | 142 | 243 | 547 | 547 |
| 8 | 33 | 53 | 78 | 140 | 242 | 546 | 546 |
| 9 | 33 | 53 | 77 | 139 | 242 | 545 | 545 |
| 10 | 33 | 53 | 77 | 138 | 241 | 545 | 545 |
| 11 | 33 | 54 | 76 | 138 | 240 | 544 | 544 |
| 12 | 32 | 54 | 76 | 137 | 240 | 543 | 543 |
| 13 | 32 | 54 | 75 | 136 | 239 | 543 | 543 |
| 14 | 32 | 53 | 74 | 136 | 238 | 542 | 542 |
| 15 | 31 | 53 | 74 | 135 | 238 | 541 | 541 |
| 16 | 30 | 52 | 73 | 135 | 237 | 541 | 541 |
| 17 | 30 | 52 | 73 | 134 | 237 | 540 | 540 |
| 18 | 29 | 51 | 73 | 134 | 236 | 540 | 540 |
| 19 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 20 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 21 | 29 | 51 | 73 | 134 | 236 | 540 | 540 |
| 22 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 23 | 29 | 51 | 72 | 134 | 236 | 540 | 540 |
| 24 | 29 | 51 | 72 | 133 | 236 | 540 | 540 |
| 25 | 29 | 51 | 72 | 133 | 236 | 539 | 539 |
| 26 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 27 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 28 | 28 | 50 | 71 | 132 | 235 | 538 | 538 |
| 29 | 28 | 49 | 71 | 132 | 235 | 538 | 538 |
| 30 | 27 | 49 | 70 | 132 | 234 | 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

31

44

68

139

251

555

1 233

2

32

45

69

140

252

555

995

3

32

47

69

133

248

551

813

4

33

48

71

134

246

549

674

5

33

50

75

137

245

549

566

6

34

51

78

141

244

548

548

7

34

53

79

142

243

547

547

8

33

53

78

140

242

546

546

9

33

53

77

139

242

545

545

10

33

53

77

138

241

545

545

11

33

54

76

138

240

544

544

12

32

54

76

137

240

543

543

13

32

54

75

136

239

543

543

14

32

53

74

136

238

542

542

15

31

53

74

135

238

541

541

16

30

52

73

135

237

541

541

17

30

52

73

134

237

540

540

18

29

51

73

134

236

540

540

19

29

51

72

134

236

540

540

20

29

51

72

134

236

540

540

21

29

51

73

134

236

540

540

22

29

51

72

134

236

540

540

23

29

51

72

134

236

540

540

24

29

51

72

133

236

540

540

25

29

51

72

133

236

539

539

26

28

50

71

133

235

539

539

27

28

50

71

133

235

539

539

28

28

50

71

132

235

538

538

29

28

49

71

132

235

538

538

30

27

49

70

132

234

538

538

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 | 95 | 208 | 511 | 1 201 |
| 2 | 1 | 5 | 26 | 96 | 209 | 512 | 967 |
| 3 | 2 | 5 | 27 | 91 | 205 | 509 | 788 |
| 4 | 2 | 7 | 30 | 93 | 204 | 508 | 653 |
| 5 | 4 | 9 | 35 | 96 | 204 | 508 | 549 |
| 6 | 4 | 11 | 38 | 101 | 204 | 508 | 508 |
| 7 | 5 | 14 | 40 | 103 | 204 | 508 | 508 |
| 8 | 6 | 14 | 40 | 102 | 204 | 508 | 508 |
| 9 | 7 | 15 | 40 | 101 | 204 | 508 | 508 |
| 10 | 8 | 16 | 40 | 101 | 204 | 508 | 508 |
| 11 | 8 | 18 | 41 | 103 | 205 | 509 | 509 |
| 12 | 9 | 18 | 40 | 101 | 204 | 507 | 507 |
| 13 | 10 | 19 | 41 | 102 | 205 | 508 | 508 |
| 14 | 10 | 19 | 41 | 102 | 205 | 508 | 508 |
| 15 | 12 | 18 | 39 | 101 | 203 | 507 | 507 |
| 16 | 12 | 17 | 39 | 100 | 202 | 506 | 506 |
| 17 | 13 | 17 | 38 | 100 | 202 | 506 | 506 |
| 18 | 14 | 17 | 39 | 100 | 203 | 506 | 506 |
| 19 | 14 | 18 | 39 | 100 | 203 | 506 | 506 |
| 20 | 15 | 18 | 39 | 101 | 203 | 507 | 507 |
| 21 | 15 | 20 | 40 | 101 | 204 | 507 | 507 |
| 22 | 17 | 20 | 40 | 101 | 204 | 507 | 507 |
| 23 | 17 | 21 | 40 | 101 | 204 | 507 | 507 |
| 24 | 18 | 21 | 39 | 101 | 203 | 507 | 507 |
| 25 | 18 | 22 | 39 | 101 | 203 | 507 | 507 |
| 26 | 19 | 23 | 39 | 101 | 203 | 507 | 507 |
| 27 | 19 | 24 | 41 | 100 | 203 | 507 | 507 |
| 28 | 21 | 24 | 42 | 100 | 203 | 506 | 506 |
| 29 | 21 | 25 | 43 | 100 | 203 | 506 | 506 |
| 30 | 22 | 26 | 44 | 100 | 203 | 506 | 506 |

Duration (in years)

Credit quality step 0

Credit 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

95

208

511

1 201

2

1

5

26

96

209

512

967

3

2

5

27

91

205

509

788

4

2

7

30

93

204

508

653

5

4

9

35

96

204

508

549

6

4

11

38

101

204

508

508

7

5

14

40

103

204

508

508

8

6

14

40

102

204

508

508

9

7

15

40

101

204

508

508

10

8

16

40

101

204

508

508

11

8

18

41

103

205

509

509

12

9

18

40

101

204

507

507

13

10

19

41

102

205

508

508

14

10

19

41

102

205

508

508

15

12

18

39

101

203

507

507

16

12

17

39

100

202

506

506

17

13

17

38

100

202

506

506

18

14

17

39

100

203

506

506

19

14

18

39

100

203

506

506

20

15

18

39

101

203

507

507

21

15

20

40

101

204

507

507

22

17

20

40

101

204

507

507

23

17

21

40

101

204

507

507

24

18

21

39

101

203

507

507

25

18

22

39

101

203

507

507

26

19

23

39

101

203

507

507

27

19

24

41

100

203

507

507

28

21

24

42

100

203

506

506

29

21

25

43

100

203

506

506

30

22

26

44

100

203

506

506

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 | 46 | 59 | 82 | 153 | 265 | 569 | 1 216 |
| 2 | 46 | 59 | 82 | 153 | 265 | 569 | 980 |
| 3 | 46 | 61 | 83 | 147 | 261 | 565 | 801 |
| 4 | 47 | 62 | 85 | 148 | 260 | 563 | 664 |
| 5 | 47 | 64 | 89 | 150 | 259 | 562 | 562 |
| 6 | 47 | 65 | 92 | 154 | 258 | 561 | 561 |
| 7 | 48 | 66 | 92 | 156 | 257 | 561 | 561 |
| 8 | 47 | 66 | 91 | 154 | 256 | 560 | 560 |
| 9 | 46 | 66 | 90 | 152 | 255 | 559 | 559 |
| 10 | 46 | 66 | 90 | 151 | 254 | 558 | 558 |
| 11 | 46 | 67 | 90 | 151 | 253 | 557 | 557 |
| 12 | 45 | 67 | 89 | 150 | 253 | 556 | 556 |
| 13 | 45 | 67 | 88 | 150 | 252 | 556 | 556 |
| 14 | 45 | 66 | 88 | 149 | 251 | 555 | 555 |
| 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 16 | 43 | 65 | 86 | 147 | 250 | 554 | 554 |
| 17 | 43 | 64 | 86 | 147 | 250 | 553 | 553 |
| 18 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 19 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 20 | 42 | 63 | 85 | 146 | 248 | 552 | 552 |
| 21 | 41 | 63 | 84 | 146 | 248 | 552 | 552 |
| 22 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 23 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 24 | 40 | 61 | 83 | 144 | 247 | 550 | 550 |
| 25 | 39 | 61 | 82 | 143 | 246 | 550 | 550 |
| 26 | 38 | 60 | 81 | 143 | 245 | 549 | 549 |
| 27 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 28 | 37 | 59 | 80 | 141 | 244 | 547 | 547 |
| 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 |
| 30 | 35 | 57 | 78 | 140 | 242 | 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

46

59

82

153

265

569

1 216

2

46

59

82

153

265

569

980

3

46

61

83

147

261

565

801

4

47

62

85

148

260

563

664

5

47

64

89

150

259

562

562

6

47

65

92

154

258

561

561

7

48

66

92

156

257

561

561

8

47

66

91

154

256

560

560

9

46

66

90

152

255

559

559

10

46

66

90

151

254

558

558

11

46

67

90

151

253

557

557

12

45

67

89

150

253

556

556

13

45

67

88

150

252

556

556

14

45

66

88

149

251

555

555

15

44

66

87

148

251

555

555

16

43

65

86

147

250

554

554

17

43

64

86

147

250

553

553

18

42

64

85

147

249

553

553

19

42

63

85

146

249

552

552

20

42

63

85

146

248

552

552

21

41

63

84

146

248

552

552

22

41

63

84

145

248

551

551

23

40

62

83

145

247

551

551

24

40

61

83

144

247

550

550

25

39

61

82

143

246

550

550

26

38

60

81

143

245

549

549

27

38

59

81

142

244

548

548

28

37

59

80

141

244

547

547

29

36

58

79

140

243

547

547

30

35

57

78

140

242

546

546

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 | 18 | 31 | 54 | 125 | 237 | 541 | 1 225 |
| 2 | 21 | 35 | 58 | 129 | 241 | 545 | 985 |
| 3 | 25 | 40 | 62 | 126 | 241 | 544 | 804 |
| 4 | 29 | 44 | 67 | 130 | 242 | 545 | 667 |
| 5 | 32 | 48 | 73 | 135 | 243 | 547 | 561 |
| 6 | 31 | 48 | 75 | 137 | 241 | 545 | 545 |
| 7 | 35 | 54 | 80 | 143 | 244 | 548 | 548 |
| 8 | 34 | 53 | 79 | 141 | 243 | 547 | 547 |
| 9 | 35 | 55 | 79 | 141 | 244 | 548 | 548 |
| 10 | 37 | 57 | 81 | 143 | 245 | 549 | 549 |
| 11 | 38 | 60 | 82 | 144 | 246 | 550 | 550 |
| 12 | 39 | 61 | 83 | 144 | 247 | 551 | 551 |
| 13 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 14 | 41 | 62 | 84 | 145 | 248 | 551 | 551 |
| 15 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 16 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 17 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 18 | 40 | 62 | 83 | 144 | 247 | 550 | 550 |
| 19 | 39 | 61 | 83 | 144 | 246 | 550 | 550 |
| 20 | 40 | 61 | 83 | 144 | 246 | 550 | 550 |
| 21 | 39 | 61 | 82 | 144 | 246 | 550 | 550 |
| 22 | 39 | 61 | 82 | 144 | 246 | 550 | 550 |
| 23 | 39 | 61 | 82 | 143 | 246 | 549 | 549 |
| 24 | 39 | 60 | 82 | 143 | 245 | 549 | 549 |
| 25 | 38 | 60 | 81 | 142 | 245 | 549 | 549 |
| 26 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 27 | 37 | 59 | 80 | 141 | 244 | 548 | 548 |
| 28 | 37 | 58 | 80 | 141 | 243 | 547 | 547 |
| 29 | 36 | 58 | 79 | 140 | 243 | 547 | 547 |
| 30 | 35 | 57 | 78 | 140 | 242 | 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

18

31

54

125

237

541

1 225

2

21

35

58

129

241

545

985

3

25

40

62

126

241

544

804

4

29

44

67

130

242

545

667

5

32

48

73

135

243

547

561

6

31

48

75

137

241

545

545

7

35

54

80

143

244

548

548

8

34

53

79

141

243

547

547

9

35

55

79

141

244

548

548

10

37

57

81

143

245

549

549

11

38

60

82

144

246

550

550

12

39

61

83

144

247

551

551

13

40

62

83

145

247

551

551

14

41

62

84

145

248

551

551

15

41

63

84

145

248

551

551

16

40

62

83

145

247

551

551

17

40

62

83

145

247

551

551

18

40

62

83

144

247

550

550

19

39

61

83

144

246

550

550

20

40

61

83

144

246

550

550

21

39

61

82

144

246

550

550

22

39

61

82

144

246

550

550

23

39

61

82

143

246

549

549

24

39

60

82

143

245

549

549

25

38

60

81

142

245

549

549

26

38

59

81

142

244

548

548

27

37

59

80

141

244

548

548

28

37

58

80

141

243

547

547

29

36

58

79

140

243

547

547

30

35

57

78

140

242

546

546

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 | 17 | 30 | 54 | 125 | 237 | 541 | 1 228 |
| 2 | 18 | 32 | 55 | 126 | 238 | 542 | 990 |
| 3 | 21 | 35 | 57 | 121 | 236 | 539 | 809 |
| 4 | 22 | 37 | 60 | 123 | 235 | 539 | 671 |
| 5 | 23 | 40 | 65 | 127 | 235 | 539 | 564 |
| 6 | 25 | 42 | 69 | 131 | 235 | 539 | 539 |
| 7 | 26 | 44 | 71 | 134 | 235 | 539 | 539 |
| 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 |
| 9 | 26 | 46 | 70 | 132 | 235 | 539 | 539 |
| 10 | 27 | 47 | 71 | 132 | 235 | 539 | 539 |
| 11 | 27 | 48 | 71 | 133 | 235 | 539 | 539 |
| 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 |
| 13 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 14 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 15 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 16 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 17 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 18 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 19 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 20 | 28 | 50 | 71 | 133 | 235 | 539 | 539 |
| 21 | 28 | 50 | 71 | 132 | 235 | 539 | 539 |
| 22 | 28 | 50 | 71 | 132 | 235 | 538 | 538 |
| 23 | 27 | 49 | 70 | 132 | 234 | 538 | 538 |
| 24 | 27 | 49 | 70 | 131 | 234 | 538 | 538 |
| 25 | 26 | 48 | 69 | 131 | 233 | 537 | 537 |
| 26 | 26 | 48 | 69 | 130 | 233 | 537 | 537 |
| 27 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 28 | 25 | 47 | 68 | 130 | 232 | 536 | 536 |
| 29 | 25 | 47 | 68 | 129 | 232 | 535 | 535 |
| 30 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

30

54

125

237

541

1 228

2

18

32

55

126

238

542

990

3

21

35

57

121

236

539

809

4

22

37

60

123

235

539

671

5

23

40

65

127

235

539

564

6

25

42

69

131

235

539

539

7

26

44

71

134

235

539

539

8

26

45

70

133

235

538

538

9

26

46

70

132

235

539

539

10

27

47

71

132

235

539

539

11

27

48

71

133

235

539

539

12

28

49

71

133

235

539

539

13

28

50

71

133

235

539

539

14

28

50

71

133

235

539

539

15

28

50

71

133

235

539

539

16

28

50

71

133

235

539

539

17

28

50

71

133

235

539

539

18

28

50

71

132

235

539

539

19

28

50

71

132

235

539

539

20

28

50

71

133

235

539

539

21

28

50

71

132

235

539

539

22

28

50

71

132

235

538

538

23

27

49

70

132

234

538

538

24

27

49

70

131

234

538

538

25

26

48

69

131

233

537

537

26

26

48

69

130

233

537

537

27

26

47

69

130

233

536

536

28

25

47

68

130

232

536

536

29

25

47

68

129

232

535

535

30

24

46

67

129

231

535

535

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 | 49 | 63 | 86 | 157 | 269 | 573 | 1 281 |
| 2 | 53 | 66 | 89 | 160 | 272 | 576 | 1 041 |
| 3 | 57 | 71 | 93 | 157 | 272 | 575 | 852 |
| 4 | 59 | 75 | 97 | 160 | 272 | 576 | 707 |
| 5 | 61 | 78 | 103 | 164 | 273 | 576 | 595 |
| 6 | 63 | 81 | 107 | 170 | 273 | 577 | 577 |
| 7 | 64 | 83 | 109 | 172 | 273 | 577 | 577 |
| 8 | 64 | 83 | 109 | 171 | 273 | 577 | 577 |
| 9 | 64 | 84 | 108 | 170 | 273 | 577 | 577 |
| 10 | 65 | 85 | 109 | 170 | 273 | 577 | 577 |
| 11 | 65 | 86 | 109 | 170 | 273 | 576 | 576 |
| 12 | 65 | 86 | 108 | 170 | 272 | 576 | 576 |
| 13 | 64 | 86 | 108 | 169 | 272 | 575 | 575 |
| 14 | 64 | 86 | 107 | 168 | 271 | 574 | 574 |
| 15 | 63 | 85 | 106 | 167 | 270 | 574 | 574 |
| 16 | 62 | 84 | 105 | 167 | 269 | 573 | 573 |
| 17 | 62 | 83 | 105 | 166 | 269 | 572 | 572 |
| 18 | 61 | 83 | 104 | 165 | 268 | 572 | 572 |
| 19 | 60 | 82 | 103 | 165 | 267 | 571 | 571 |
| 20 | 60 | 82 | 103 | 164 | 267 | 570 | 570 |
| 21 | 59 | 81 | 102 | 164 | 266 | 570 | 570 |
| 22 | 58 | 80 | 101 | 163 | 265 | 569 | 569 |
| 23 | 57 | 79 | 100 | 162 | 264 | 568 | 568 |
| 24 | 57 | 78 | 100 | 161 | 263 | 567 | 567 |
| 25 | 56 | 77 | 99 | 160 | 263 | 566 | 566 |
| 26 | 55 | 77 | 98 | 159 | 262 | 565 | 565 |
| 27 | 54 | 76 | 97 | 158 | 261 | 564 | 564 |
| 28 | 53 | 75 | 96 | 157 | 260 | 563 | 563 |
| 29 | 52 | 74 | 95 | 156 | 259 | 562 | 562 |
| 30 | 51 | 73 | 94 | 155 | 258 | 562 | 562 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

49

63

86

157

269

573

1 281

2

53

66

89

160

272

576

1 041

3

57

71

93

157

272

575

852

4

59

75

97

160

272

576

707

5

61

78

103

164

273

576

595

6

63

81

107

170

273

577

577

7

64

83

109

172

273

577

577

8

64

83

109

171

273

577

577

9

64

84

108

170

273

577

577

10

65

85

109

170

273

577

577

11

65

86

109

170

273

576

576

12

65

86

108

170

272

576

576

13

64

86

108

169

272

575

575

14

64

86

107

168

271

574

574

15

63

85

106

167

270

574

574

16

62

84

105

167

269

573

573

17

62

83

105

166

269

572

572

18

61

83

104

165

268

572

572

19

60

82

103

165

267

571

571

20

60

82

103

164

267

570

570

21

59

81

102

164

266

570

570

22

58

80

101

163

265

569

569

23

57

79

100

162

264

568

568

24

57

78

100

161

263

567

567

25

56

77

99

160

263

566

566

26

55

77

98

159

262

565

565

27

54

76

97

158

261

564

564

28

53

75

96

157

260

563

563

29

52

74

95

156

259

562

562

30

51

73

94

155

258

562

562

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 94 | 118 | 188 | 301 | 604 | 1 271 |
| 2 | 86 | 99 | 122 | 193 | 305 | 609 | 1 038 |
| 3 | 88 | 102 | 125 | 188 | 303 | 606 | 856 |
| 4 | 89 | 104 | 127 | 190 | 302 | 605 | 714 |
| 5 | 92 | 109 | 134 | 195 | 304 | 607 | 607 |
| 6 | 94 | 112 | 139 | 201 | 305 | 608 | 608 |
| 7 | 96 | 115 | 141 | 204 | 305 | 609 | 609 |
| 8 | 97 | 117 | 142 | 205 | 307 | 610 | 610 |
| 9 | 98 | 118 | 143 | 205 | 308 | 611 | 611 |
| 10 | 99 | 120 | 144 | 205 | 308 | 611 | 611 |
| 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 |
| 12 | 99 | 121 | 143 | 204 | 307 | 610 | 610 |
| 13 | 98 | 120 | 142 | 203 | 306 | 609 | 609 |
| 14 | 97 | 119 | 140 | 202 | 304 | 608 | 608 |
| 15 | 96 | 118 | 139 | 200 | 303 | 607 | 607 |
| 16 | 95 | 116 | 138 | 199 | 302 | 605 | 605 |
| 17 | 93 | 115 | 136 | 198 | 300 | 604 | 604 |
| 18 | 92 | 114 | 135 | 196 | 299 | 603 | 603 |
| 19 | 91 | 112 | 134 | 195 | 298 | 601 | 601 |
| 20 | 89 | 111 | 132 | 194 | 296 | 600 | 600 |
| 21 | 88 | 110 | 131 | 192 | 295 | 598 | 598 |
| 22 | 86 | 108 | 129 | 191 | 293 | 597 | 597 |
| 23 | 85 | 107 | 128 | 189 | 292 | 595 | 595 |
| 24 | 83 | 105 | 126 | 188 | 290 | 594 | 594 |
| 25 | 81 | 103 | 124 | 186 | 288 | 592 | 592 |
| 26 | 80 | 102 | 123 | 184 | 287 | 590 | 590 |
| 27 | 78 | 100 | 121 | 183 | 285 | 589 | 589 |
| 28 | 77 | 98 | 120 | 181 | 284 | 587 | 587 |
| 29 | 75 | 97 | 118 | 179 | 282 | 586 | 586 |
| 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 |

Duration (in years)

Credit quality step 0

Credit 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

118

188

301

604

1 271

2

86

99

122

193

305

609

1 038

3

88

102

125

188

303

606

856

4

89

104

127

190

302

605

714

5

92

109

134

195

304

607

607

6

94

112

139

201

305

608

608

7

96

115

141

204

305

609

609

8

97

117

142

205

307

610

610

9

98

118

143

205

308

611

611

10

99

120

144

205

308

611

611

11

100

121

143

205

307

611

611

12

99

121

143

204

307

610

610

13

98

120

142

203

306

609

609

14

97

119

140

202

304

608

608

15

96

118

139

200

303

607

607

16

95

116

138

199

302

605

605

17

93

115

136

198

300

604

604

18

92

114

135

196

299

603

603

19

91

112

134

195

298

601

601

20

89

111

132

194

296

600

600

21

88

110

131

192

295

598

598

22

86

108

129

191

293

597

597

23

85

107

128

189

292

595

595

24

83

105

126

188

290

594

594

25

81

103

124

186

288

592

592

26

80

102

123

184

287

590

590

27

78

100

121

183

285

589

589

28

77

98

120

181

284

587

587

29

75

97

118

179

282

586

586

30

74

95

117

178

281

584

584

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 | 11 | 24 | 48 | 118 | 231 | 534 | 1 218 |
| 2 | 14 | 27 | 51 | 121 | 234 | 537 | 982 |
| 3 | 17 | 32 | 54 | 118 | 233 | 536 | 802 |
| 4 | 20 | 36 | 58 | 121 | 233 | 537 | 665 |
| 5 | 23 | 39 | 64 | 126 | 234 | 538 | 560 |
| 6 | 24 | 42 | 68 | 131 | 235 | 538 | 538 |
| 7 | 26 | 44 | 70 | 134 | 235 | 538 | 538 |
| 8 | 26 | 45 | 70 | 133 | 235 | 538 | 538 |
| 9 | 26 | 46 | 70 | 132 | 235 | 538 | 538 |
| 10 | 26 | 47 | 71 | 132 | 235 | 538 | 538 |
| 11 | 27 | 48 | 71 | 132 | 235 | 538 | 538 |
| 12 | 27 | 48 | 70 | 132 | 234 | 538 | 538 |
| 13 | 27 | 48 | 70 | 131 | 234 | 537 | 537 |
| 14 | 26 | 48 | 69 | 131 | 233 | 537 | 537 |
| 15 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 16 | 25 | 47 | 68 | 129 | 232 | 535 | 535 |
| 17 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 18 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 19 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 20 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 21 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 22 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 23 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 24 | 24 | 46 | 67 | 129 | 231 | 535 | 535 |
| 25 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 26 | 24 | 46 | 67 | 128 | 231 | 534 | 534 |
| 27 | 24 | 45 | 67 | 128 | 231 | 534 | 534 |
| 28 | 23 | 45 | 66 | 128 | 230 | 534 | 534 |
| 29 | 23 | 45 | 66 | 128 | 230 | 534 | 534 |
| 30 | 23 | 45 | 66 | 127 | 230 | 534 | 534 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

24

48

118

231

534

1 218

2

14

27

51

121

234

537

982

3

17

32

54

118

233

536

802

4

20

36

58

121

233

537

665

5

23

39

64

126

234

538

560

6

24

42

68

131

235

538

538

7

26

44

70

134

235

538

538

8

26

45

70

133

235

538

538

9

26

46

70

132

235

538

538

10

26

47

71

132

235

538

538

11

27

48

71

132

235

538

538

12

27

48

70

132

234

538

538

13

27

48

70

131

234

537

537

14

26

48

69

131

233

537

537

15

26

47

69

130

233

536

536

16

25

47

68

129

232

535

535

17

24

46

67

129

231

535

535

18

24

46

67

129

231

535

535

19

24

46

67

128

231

535

535

20

24

46

67

129

231

535

535

21

24

46

67

129

231

535

535

22

24

46

67

129

231

535

535

23

24

46

67

129

231

535

535

24

24

46

67

129

231

535

535

25

24

46

67

128

231

535

535

26

24

46

67

128

231

534

534

27

24

45

67

128

231

534

534

28

23

45

66

128

230

534

534

29

23

45

66

128

230

534

534

30

23

45

66

127

230

534

534

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 | 108 | 132 | 202 | 315 | 618 | 1 286 |
| 2 | 96 | 109 | 133 | 203 | 316 | 619 | 1 042 |
| 3 | 97 | 112 | 134 | 198 | 312 | 616 | 854 |
| 4 | 99 | 114 | 137 | 200 | 312 | 615 | 710 |
| 5 | 100 | 117 | 142 | 203 | 311 | 615 | 615 |
| 6 | 101 | 118 | 145 | 207 | 311 | 615 | 615 |
| 7 | 101 | 120 | 146 | 210 | 311 | 614 | 614 |
| 8 | 101 | 121 | 146 | 208 | 310 | 614 | 614 |
| 9 | 101 | 121 | 145 | 207 | 310 | 613 | 613 |
| 10 | 100 | 120 | 144 | 205 | 308 | 612 | 612 |
| 11 | 99 | 120 | 143 | 204 | 307 | 610 | 610 |
| 12 | 97 | 119 | 141 | 202 | 305 | 608 | 608 |
| 13 | 96 | 118 | 139 | 201 | 303 | 607 | 607 |
| 14 | 94 | 116 | 137 | 199 | 301 | 605 | 605 |
| 15 | 93 | 114 | 136 | 197 | 300 | 603 | 603 |
| 16 | 91 | 112 | 134 | 195 | 298 | 601 | 601 |
| 17 | 89 | 111 | 132 | 194 | 296 | 600 | 600 |
| 18 | 88 | 109 | 131 | 192 | 295 | 598 | 598 |
| 19 | 86 | 108 | 129 | 191 | 293 | 597 | 597 |
| 20 | 85 | 107 | 128 | 190 | 292 | 596 | 596 |
| 21 | 84 | 106 | 127 | 189 | 291 | 595 | 595 |
| 22 | 83 | 105 | 126 | 187 | 290 | 594 | 594 |
| 23 | 82 | 104 | 125 | 186 | 289 | 592 | 592 |
| 24 | 81 | 102 | 124 | 185 | 288 | 591 | 591 |
| 25 | 79 | 101 | 122 | 184 | 286 | 590 | 590 |
| 26 | 78 | 100 | 121 | 183 | 285 | 589 | 589 |
| 27 | 77 | 99 | 120 | 181 | 284 | 588 | 588 |
| 28 | 76 | 98 | 119 | 180 | 283 | 586 | 586 |
| 29 | 75 | 97 | 118 | 179 | 282 | 585 | 585 |
| 30 | 74 | 95 | 117 | 178 | 281 | 584 | 584 |

Duration (in years)

Credit quality step 0

Credit 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

108

132

202

315

618

1 286

2

96

109

133

203

316

619

1 042

3

97

112

134

198

312

616

854

4

99

114

137

200

312

615

710

5

100

117

142

203

311

615

615

6

101

118

145

207

311

615

615

7

101

120

146

210

311

614

614

8

101

121

146

208

310

614

614

9

101

121

145

207

310

613

613

10

100

120

144

205

308

612

612

11

99

120

143

204

307

610

610

12

97

119

141

202

305

608

608

13

96

118

139

201

303

607

607

14

94

116

137

199

301

605

605

15

93

114

136

197

300

603

603

16

91

112

134

195

298

601

601

17

89

111

132

194

296

600

600

18

88

109

131

192

295

598

598

19

86

108

129

191

293

597

597

20

85

107

128

190

292

596

596

21

84

106

127

189

291

595

595

22

83

105

126

187

290

594

594

23

82

104

125

186

289

592

592

24

81

102

124

185

288

591

591

25

79

101

122

184

286

590

590

26

78

100

121

183

285

589

589

27

77

99

120

181

284

588

588

28

76

98

119

180

283

586

586

29

75

97

118

179

282

585

585

30

74

95

117

178

281

584

584

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 | 319 | 332 | 356 | 427 | 539 | 843 | 1 326 |
| 2 | 85 | 98 | 121 | 192 | 304 | 608 | 1 074 |
| 3 | 88 | 102 | 125 | 188 | 303 | 607 | 879 |
| 4 | 92 | 107 | 130 | 193 | 305 | 608 | 729 |
| 5 | 94 | 111 | 136 | 197 | 306 | 609 | 614 |
| 6 | 96 | 113 | 140 | 203 | 306 | 610 | 610 |
| 7 | 97 | 116 | 142 | 206 | 307 | 610 | 610 |
| 8 | 98 | 117 | 143 | 205 | 307 | 611 | 611 |
| 9 | 99 | 119 | 143 | 205 | 308 | 611 | 611 |
| 10 | 99 | 120 | 143 | 205 | 307 | 611 | 611 |
| 11 | 100 | 121 | 143 | 205 | 307 | 611 | 611 |
| 12 | 100 | 122 | 144 | 205 | 308 | 611 | 611 |
| 13 | 101 | 123 | 144 | 205 | 308 | 612 | 612 |
| 14 | 102 | 123 | 145 | 206 | 308 | 612 | 612 |
| 15 | 102 | 124 | 145 | 207 | 309 | 613 | 613 |
| 16 | 103 | 125 | 146 | 208 | 310 | 614 | 614 |
| 17 | 104 | 126 | 147 | 209 | 311 | 615 | 615 |
| 18 | 105 | 127 | 148 | 210 | 312 | 616 | 616 |
| 19 | 106 | 128 | 149 | 210 | 313 | 617 | 617 |
| 20 | 107 | 128 | 150 | 211 | 313 | 617 | 617 |
| 21 | 107 | 128 | 150 | 211 | 314 | 617 | 617 |
| 22 | 106 | 128 | 149 | 211 | 313 | 617 | 617 |
| 23 | 106 | 127 | 149 | 210 | 313 | 616 | 616 |
| 24 | 105 | 126 | 148 | 209 | 312 | 615 | 615 |
| 25 | 104 | 125 | 147 | 208 | 311 | 614 | 614 |
| 26 | 102 | 124 | 145 | 207 | 309 | 613 | 613 |
| 27 | 101 | 123 | 144 | 205 | 308 | 612 | 612 |
| 28 | 100 | 121 | 143 | 204 | 307 | 610 | 610 |
| 29 | 98 | 120 | 141 | 203 | 305 | 609 | 609 |
| 30 | 97 | 119 | 140 | 201 | 304 | 607 | 607 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

319

332

356

427

539

843

1 326

2

85

98

121

192

304

608

1 074

3

88

102

125

188

303

607

879

4

92

107

130

193

305

608

729

5

94

111

136

197

306

609

614

6

96

113

140

203

306

610

610

7

97

116

142

206

307

610

610

8

98

117

143

205

307

611

611

9

99

119

143

205

308

611

611

10

99

120

143

205

307

611

611

11

100

121

143

205

307

611

611

12

100

122

144

205

308

611

611

13

101

123

144

205

308

612

612

14

102

123

145

206

308

612

612

15

102

124

145

207

309

613

613

16

103

125

146

208

310

614

614

17

104

126

147

209

311

615

615

18

105

127

148

210

312

616

616

19

106

128

149

210

313

617

617

20

107

128

150

211

313

617

617

21

107

128

150

211

314

617

617

22

106

128

149

211

313

617

617

23

106

127

149

210

313

616

616

24

105

126

148

209

312

615

615

25

104

125

147

208

311

614

614

26

102

124

145

207

309

613

613

27

101

123

144

205

308

612

612

28

100

121

143

204

307

610

610

29

98

120

141

203

305

609

609

30

97

119

140

201

304

607

607

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 | 12 | 36 | 106 | 219 | 522 | 1 219 |
| 2 | 1 | 12 | 36 | 106 | 219 | 522 | 980 |
| 3 | 2 | 14 | 36 | 100 | 215 | 518 | 799 |
| 4 | 2 | 16 | 38 | 101 | 213 | 517 | 661 |
| 5 | 4 | 17 | 43 | 104 | 212 | 516 | 555 |
| 6 | 4 | 19 | 45 | 108 | 211 | 515 | 515 |
| 7 | 5 | 20 | 46 | 110 | 211 | 514 | 514 |
| 8 | 6 | 20 | 45 | 108 | 210 | 514 | 514 |
| 9 | 7 | 20 | 44 | 106 | 209 | 513 | 513 |
| 10 | 8 | 21 | 44 | 106 | 208 | 512 | 512 |
| 11 | 8 | 22 | 44 | 106 | 208 | 512 | 512 |
| 12 | 9 | 22 | 44 | 106 | 208 | 512 | 512 |
| 13 | 10 | 23 | 44 | 106 | 208 | 512 | 512 |
| 14 | 11 | 23 | 45 | 106 | 209 | 512 | 512 |
| 15 | 12 | 24 | 45 | 106 | 209 | 512 | 512 |
| 16 | 12 | 24 | 45 | 106 | 209 | 513 | 513 |
| 17 | 13 | 24 | 46 | 107 | 210 | 513 | 513 |
| 18 | 14 | 25 | 46 | 107 | 210 | 514 | 514 |
| 19 | 14 | 26 | 47 | 108 | 211 | 514 | 514 |
| 20 | 15 | 26 | 48 | 109 | 212 | 515 | 515 |
| 21 | 16 | 27 | 48 | 110 | 212 | 516 | 516 |
| 22 | 17 | 28 | 49 | 110 | 213 | 517 | 517 |
| 23 | 17 | 28 | 50 | 111 | 214 | 517 | 517 |
| 24 | 18 | 29 | 50 | 111 | 214 | 518 | 518 |
| 25 | 18 | 29 | 50 | 112 | 214 | 518 | 518 |
| 26 | 19 | 30 | 51 | 112 | 215 | 518 | 518 |
| 27 | 19 | 30 | 51 | 112 | 215 | 519 | 519 |
| 28 | 21 | 30 | 51 | 113 | 215 | 519 | 519 |
| 29 | 21 | 30 | 52 | 113 | 216 | 519 | 519 |
| 30 | 22 | 31 | 52 | 113 | 216 | 519 | 519 |

Duration (in years)

Credit quality step 0

Credit 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

36

106

219

522

1 219

2

1

12

36

106

219

522

980

3

2

14

36

100

215

518

799

4

2

16

38

101

213

517

661

5

4

17

43

104

212

516

555

6

4

19

45

108

211

515

515

7

5

20

46

110

211

514

514

8

6

20

45

108

210

514

514

9

7

20

44

106

209

513

513

10

8

21

44

106

208

512

512

11

8

22

44

106

208

512

512

12

9

22

44

106

208

512

512

13

10

23

44

106

208

512

512

14

11

23

45

106

209

512

512

15

12

24

45

106

209

512

512

16

12

24

45

106

209

513

513

17

13

24

46

107

210

513

513

18

14

25

46

107

210

514

514

19

14

26

47

108

211

514

514

20

15

26

48

109

212

515

515

21

16

27

48

110

212

516

516

22

17

28

49

110

213

517

517

23

17

28

50

111

214

517

517

24

18

29

50

111

214

518

518

25

18

29

50

112

214

518

518

26

19

30

51

112

215

518

518

27

19

30

51

112

215

519

519

28

21

30

51

113

215

519

519

29

21

30

52

113

216

519

519

30

22

31

52

113

216

519

519

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 | 51 | 64 | 88 | 159 | 271 | 575 | 1 235 |
| 2 | 52 | 65 | 89 | 160 | 272 | 576 | 997 |
| 3 | 53 | 67 | 90 | 153 | 268 | 572 | 815 |
| 4 | 54 | 69 | 92 | 155 | 267 | 570 | 675 |
| 5 | 54 | 71 | 96 | 158 | 266 | 569 | 569 |
| 6 | 55 | 73 | 99 | 162 | 265 | 569 | 569 |
| 7 | 55 | 74 | 100 | 163 | 264 | 568 | 568 |
| 8 | 55 | 74 | 99 | 162 | 264 | 567 | 567 |
| 9 | 54 | 74 | 98 | 160 | 263 | 567 | 567 |
| 10 | 53 | 74 | 98 | 159 | 262 | 565 | 565 |
| 11 | 53 | 74 | 96 | 158 | 260 | 564 | 564 |
| 12 | 52 | 73 | 95 | 156 | 259 | 563 | 563 |
| 13 | 51 | 72 | 94 | 155 | 258 | 561 | 561 |
| 14 | 49 | 71 | 92 | 154 | 256 | 560 | 560 |
| 15 | 48 | 70 | 91 | 152 | 255 | 559 | 559 |
| 16 | 47 | 68 | 90 | 151 | 254 | 557 | 557 |
| 17 | 46 | 67 | 89 | 150 | 253 | 556 | 556 |
| 18 | 45 | 66 | 88 | 149 | 252 | 555 | 555 |
| 19 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 20 | 43 | 65 | 86 | 148 | 250 | 554 | 554 |
| 21 | 43 | 65 | 86 | 147 | 250 | 553 | 553 |
| 22 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 23 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 24 | 41 | 63 | 84 | 145 | 248 | 551 | 551 |
| 25 | 40 | 62 | 83 | 145 | 247 | 551 | 551 |
| 26 | 40 | 61 | 83 | 144 | 246 | 550 | 550 |
| 27 | 39 | 61 | 82 | 143 | 246 | 549 | 549 |
| 28 | 38 | 60 | 81 | 143 | 245 | 549 | 549 |
| 29 | 38 | 59 | 81 | 142 | 244 | 548 | 548 |
| 30 | 37 | 59 | 80 | 141 | 244 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

64

88

159

271

575

1 235

2

52

65

89

160

272

576

997

3

53

67

90

153

268

572

815

4

54

69

92

155

267

570

675

5

54

71

96

158

266

569

569

6

55

73

99

162

265

569

569

7

55

74

100

163

264

568

568

8

55

74

99

162

264

567

567

9

54

74

98

160

263

567

567

10

53

74

98

159

262

565

565

11

53

74

96

158

260

564

564

12

52

73

95

156

259

563

563

13

51

72

94

155

258

561

561

14

49

71

92

154

256

560

560

15

48

70

91

152

255

559

559

16

47

68

90

151

254

557

557

17

46

67

89

150

253

556

556

18

45

66

88

149

252

555

555

19

44

66

87

148

251

554

554

20

43

65

86

148

250

554

554

21

43

65

86

147

250

553

553

22

42

64

85

147

249

553

553

23

42

63

85

146

249

552

552

24

41

63

84

145

248

551

551

25

40

62

83

145

247

551

551

26

40

61

83

144

246

550

550

27

39

61

82

143

246

549

549

28

38

60

81

143

245

549

549

29

38

59

81

142

244

548

548

30

37

59

80

141

244

547

547

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 115 | 128 | 151 | 222 | 335 | 638 | 1 291 |
| 2 | 116 | 129 | 153 | 223 | 336 | 639 | 1 048 |
| 3 | 119 | 133 | 156 | 219 | 334 | 637 | 859 |
| 4 | 121 | 136 | 159 | 222 | 334 | 638 | 715 |
| 5 | 123 | 140 | 165 | 226 | 334 | 638 | 638 |
| 6 | 124 | 142 | 168 | 231 | 335 | 638 | 638 |
| 7 | 125 | 144 | 170 | 234 | 335 | 638 | 638 |
| 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 |
| 9 | 125 | 145 | 169 | 231 | 334 | 637 | 637 |
| 10 | 125 | 145 | 169 | 230 | 333 | 637 | 637 |
| 11 | 124 | 145 | 168 | 230 | 332 | 636 | 636 |
| 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 |
| 13 | 122 | 144 | 165 | 227 | 329 | 633 | 633 |
| 14 | 120 | 142 | 163 | 225 | 327 | 631 | 631 |
| 15 | 118 | 140 | 161 | 223 | 325 | 629 | 629 |
| 16 | 116 | 138 | 159 | 221 | 323 | 627 | 627 |
| 17 | 114 | 136 | 157 | 219 | 321 | 625 | 625 |
| 18 | 112 | 134 | 155 | 217 | 319 | 623 | 623 |
| 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 |
| 20 | 109 | 130 | 152 | 213 | 316 | 619 | 619 |
| 21 | 107 | 129 | 150 | 211 | 314 | 617 | 617 |
| 22 | 105 | 127 | 148 | 209 | 312 | 616 | 616 |
| 23 | 103 | 125 | 146 | 208 | 310 | 614 | 614 |
| 24 | 101 | 123 | 144 | 206 | 308 | 612 | 612 |
| 25 | 100 | 121 | 143 | 204 | 306 | 610 | 610 |
| 26 | 98 | 120 | 141 | 202 | 305 | 608 | 608 |
| 27 | 96 | 118 | 139 | 200 | 303 | 606 | 606 |
| 28 | 94 | 116 | 137 | 199 | 301 | 605 | 605 |
| 29 | 93 | 114 | 135 | 197 | 299 | 603 | 603 |
| 30 | 91 | 113 | 134 | 195 | 298 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

115

128

151

222

335

638

1 291

2

116

129

153

223

336

639

1 048

3

119

133

156

219

334

637

859

4

121

136

159

222

334

638

715

5

123

140

165

226

334

638

638

6

124

142

168

231

335

638

638

7

125

144

170

234

335

638

638

8

125

144

170

232

334

638

638

9

125

145

169

231

334

637

637

10

125

145

169

230

333

637

637

11

124

145

168

230

332

636

636

12

123

145

167

228

331

634

634

13

122

144

165

227

329

633

633

14

120

142

163

225

327

631

631

15

118

140

161

223

325

629

629

16

116

138

159

221

323

627

627

17

114

136

157

219

321

625

625

18

112

134

155

217

319

623

623

19

110

132

153

215

317

621

621

20

109

130

152

213

316

619

619

21

107

129

150

211

314

617

617

22

105

127

148

209

312

616

616

23

103

125

146

208

310

614

614

24

101

123

144

206

308

612

612

25

100

121

143

204

306

610

610

26

98

120

141

202

305

608

608

27

96

118

139

200

303

606

606

28

94

116

137

199

301

605

605

29

93

114

135

197

299

603

603

30

91

113

134

195

298

601

601

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 | 166 | 179 | 202 | 273 | 386 | 689 | 1 380 |
| 2 | 176 | 189 | 212 | 283 | 395 | 699 | 1 120 |
| 3 | 182 | 196 | 219 | 282 | 397 | 700 | 919 |
| 4 | 185 | 200 | 223 | 286 | 398 | 701 | 763 |
| 5 | 186 | 203 | 228 | 290 | 398 | 701 | 701 |
| 6 | 187 | 204 | 231 | 293 | 397 | 701 | 701 |
| 7 | 187 | 205 | 232 | 295 | 396 | 700 | 700 |
| 8 | 185 | 205 | 230 | 293 | 395 | 698 | 698 |
| 9 | 184 | 204 | 229 | 291 | 393 | 697 | 697 |
| 10 | 184 | 204 | 228 | 290 | 392 | 696 | 696 |
| 11 | 183 | 204 | 227 | 288 | 391 | 694 | 694 |
| 12 | 181 | 202 | 224 | 286 | 388 | 692 | 692 |
| 13 | 178 | 200 | 222 | 283 | 385 | 689 | 689 |
| 14 | 176 | 197 | 219 | 280 | 383 | 686 | 686 |
| 15 | 173 | 194 | 216 | 277 | 380 | 683 | 683 |
| 16 | 170 | 191 | 213 | 274 | 377 | 680 | 680 |
| 17 | 167 | 188 | 210 | 271 | 374 | 677 | 677 |
| 18 | 164 | 185 | 207 | 268 | 371 | 674 | 674 |
| 19 | 161 | 183 | 204 | 265 | 368 | 671 | 671 |
| 20 | 158 | 180 | 201 | 262 | 365 | 668 | 668 |
| 21 | 155 | 177 | 198 | 259 | 362 | 665 | 665 |
| 22 | 152 | 174 | 195 | 256 | 359 | 662 | 662 |
| 23 | 149 | 171 | 192 | 253 | 356 | 659 | 659 |
| 24 | 146 | 167 | 189 | 250 | 353 | 656 | 656 |
| 25 | 143 | 164 | 186 | 247 | 350 | 653 | 653 |
| 26 | 140 | 161 | 183 | 244 | 347 | 650 | 650 |
| 27 | 137 | 159 | 180 | 241 | 344 | 647 | 647 |
| 28 | 134 | 156 | 177 | 238 | 341 | 644 | 644 |
| 29 | 131 | 153 | 174 | 236 | 338 | 642 | 642 |
| 30 | 129 | 150 | 171 | 233 | 335 | 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

166

179

202

273

386

689

1 380

2

176

189

212

283

395

699

1 120

3

182

196

219

282

397

700

919

4

185

200

223

286

398

701

763

5

186

203

228

290

398

701

701

6

187

204

231

293

397

701

701

7

187

205

232

295

396

700

700

8

185

205

230

293

395

698

698

9

184

204

229

291

393

697

697

10

184

204

228

290

392

696

696

11

183

204

227

288

391

694

694

12

181

202

224

286

388

692

692

13

178

200

222

283

385

689

689

14

176

197

219

280

383

686

686

15

173

194

216

277

380

683

683

16

170

191

213

274

377

680

680

17

167

188

210

271

374

677

677

18

164

185

207

268

371

674

674

19

161

183

204

265

368

671

671

20

158

180

201

262

365

668

668

21

155

177

198

259

362

665

665

22

152

174

195

256

359

662

662

23

149

171

192

253

356

659

659

24

146

167

189

250

353

656

656

25

143

164

186

247

350

653

653

26

140

161

183

244

347

650

650

27

137

159

180

241

344

647

647

28

134

156

177

238

341

644

644

29

131

153

174

236

338

642

642

30

129

150

171

233

335

639

639

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 | 32 | 45 | 69 | 139 | 252 | 555 | 1 257 |
| 2 | 33 | 46 | 70 | 140 | 253 | 556 | 1 012 |
| 3 | 34 | 49 | 71 | 135 | 249 | 553 | 826 |
| 4 | 35 | 51 | 74 | 136 | 248 | 552 | 684 |
| 5 | 36 | 53 | 78 | 139 | 248 | 551 | 575 |
| 6 | 37 | 54 | 81 | 143 | 247 | 551 | 551 |
| 7 | 37 | 56 | 82 | 145 | 246 | 550 | 550 |
| 8 | 36 | 55 | 81 | 143 | 245 | 549 | 549 |
| 9 | 35 | 55 | 80 | 142 | 244 | 548 | 548 |
| 10 | 35 | 56 | 79 | 141 | 244 | 547 | 547 |
| 11 | 35 | 56 | 79 | 140 | 243 | 547 | 547 |
| 12 | 35 | 56 | 78 | 140 | 242 | 546 | 546 |
| 13 | 35 | 56 | 78 | 139 | 242 | 545 | 545 |
| 14 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 15 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 16 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 17 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 18 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 19 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 20 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 21 | 34 | 56 | 77 | 139 | 241 | 545 | 545 |
| 22 | 34 | 56 | 77 | 138 | 241 | 545 | 545 |
| 23 | 34 | 56 | 77 | 138 | 241 | 544 | 544 |
| 24 | 34 | 55 | 77 | 138 | 241 | 544 | 544 |
| 25 | 33 | 55 | 76 | 138 | 240 | 544 | 544 |
| 26 | 33 | 55 | 76 | 137 | 240 | 544 | 544 |
| 27 | 33 | 55 | 76 | 137 | 240 | 543 | 543 |
| 28 | 32 | 54 | 75 | 137 | 239 | 543 | 543 |
| 29 | 32 | 54 | 75 | 136 | 239 | 543 | 543 |
| 30 | 32 | 53 | 75 | 136 | 239 | 542 | 542 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

32

45

69

139

252

555

1 257

2

33

46

70

140

253

556

1 012

3

34

49

71

135

249

553

826

4

35

51

74

136

248

552

684

5

36

53

78

139

248

551

575

6

37

54

81

143

247

551

551

7

37

56

82

145

246

550

550

8

36

55

81

143

245

549

549

9

35

55

80

142

244

548

548

10

35

56

79

141

244

547

547

11

35

56

79

140

243

547

547

12

35

56

78

140

242

546

546

13

35

56

78

139

242

545

545

14

34

56

77

139

241

545

545

15

34

56

77

138

241

545

545

16

34

56

77

138

241

545

545

17

34

56

77

138

241

545

545

18

34

56

77

138

241

545

545

19

34

56

77

138

241

545

545

20

34

56

77

139

241

545

545

21

34

56

77

139

241

545

545

22

34

56

77

138

241

545

545

23

34

56

77

138

241

544

544

24

34

55

77

138

241

544

544

25

33

55

76

138

240

544

544

26

33

55

76

137

240

544

544

27

33

55

76

137

240

543

543

28

32

54

75

137

239

543

543

29

32

54

75

136

239

543

543

30

32

53

75

136

239

542

542

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 | 29 | 42 | 66 | 136 | 249 | 552 | 1 247 |
| 2 | 31 | 44 | 67 | 138 | 251 | 554 | 1 007 |
| 3 | 33 | 48 | 70 | 134 | 249 | 552 | 824 |
| 4 | 36 | 51 | 74 | 137 | 249 | 552 | 684 |
| 5 | 38 | 54 | 80 | 141 | 249 | 553 | 576 |
| 6 | 39 | 57 | 83 | 146 | 250 | 553 | 553 |
| 7 | 41 | 59 | 86 | 149 | 250 | 554 | 554 |
| 8 | 41 | 60 | 86 | 148 | 250 | 554 | 554 |
| 9 | 41 | 61 | 86 | 148 | 250 | 554 | 554 |
| 10 | 42 | 63 | 86 | 148 | 251 | 554 | 554 |
| 11 | 43 | 64 | 87 | 148 | 251 | 555 | 555 |
| 12 | 44 | 65 | 87 | 149 | 251 | 555 | 555 |
| 13 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 14 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 15 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 16 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 17 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 18 | 44 | 66 | 87 | 148 | 251 | 554 | 554 |
| 19 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 20 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 21 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 22 | 44 | 66 | 87 | 149 | 251 | 555 | 555 |
| 23 | 44 | 66 | 87 | 148 | 251 | 555 | 555 |
| 24 | 44 | 65 | 87 | 148 | 251 | 554 | 554 |
| 25 | 43 | 65 | 86 | 148 | 250 | 554 | 554 |
| 26 | 43 | 65 | 86 | 147 | 250 | 553 | 553 |
| 27 | 42 | 64 | 85 | 147 | 249 | 553 | 553 |
| 28 | 42 | 63 | 85 | 146 | 249 | 552 | 552 |
| 29 | 41 | 63 | 84 | 145 | 248 | 552 | 552 |
| 30 | 40 | 62 | 83 | 145 | 247 | 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

29

42

66

136

249

552

1 247

2

31

44

67

138

251

554

1 007

3

33

48

70

134

249

552

824

4

36

51

74

137

249

552

684

5

38

54

80

141

249

553

576

6

39

57

83

146

250

553

553

7

41

59

86

149

250

554

554

8

41

60

86

148

250

554

554

9

41

61

86

148

250

554

554

10

42

63

86

148

251

554

554

11

43

64

87

148

251

555

555

12

44

65

87

149

251

555

555

13

44

66

87

149

251

555

555

14

44

66

87

149

251

555

555

15

44

66

87

148

251

555

555

16

44

66

87

148

251

554

554

17

44

66

87

148

251

554

554

18

44

66

87

148

251

554

554

19

44

66

87

148

251

555

555

20

44

66

87

149

251

555

555

21

44

66

87

149

251

555

555

22

44

66

87

149

251

555

555

23

44

66

87

148

251

555

555

24

44

65

87

148

251

554

554

25

43

65

86

148

250

554

554

26

43

65

86

147

250

553

553

27

42

64

85

147

249

553

553

28

42

63

85

146

249

552

552

29

41

63

84

145

248

552

552

30

40

62

83

145

247

551

551

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 | 139 | 162 | 233 | 345 | 649 | 1 348 |
| 2 | 124 | 138 | 161 | 232 | 344 | 648 | 1 085 |
| 3 | 125 | 139 | 162 | 225 | 340 | 643 | 885 |
| 4 | 125 | 141 | 164 | 227 | 338 | 642 | 732 |
| 5 | 126 | 142 | 168 | 229 | 337 | 641 | 641 |
| 6 | 126 | 143 | 170 | 232 | 336 | 640 | 640 |
| 7 | 126 | 144 | 171 | 234 | 335 | 639 | 639 |
| 8 | 125 | 144 | 170 | 232 | 334 | 638 | 638 |
| 9 | 124 | 144 | 168 | 230 | 333 | 637 | 637 |
| 10 | 124 | 145 | 168 | 230 | 333 | 636 | 636 |
| 11 | 124 | 145 | 168 | 229 | 332 | 635 | 635 |
| 12 | 123 | 145 | 167 | 228 | 331 | 634 | 634 |
| 13 | 122 | 144 | 166 | 227 | 329 | 633 | 633 |
| 14 | 121 | 143 | 164 | 226 | 328 | 632 | 632 |
| 15 | 119 | 141 | 162 | 224 | 326 | 630 | 630 |
| 16 | 117 | 139 | 160 | 222 | 324 | 628 | 628 |
| 17 | 115 | 136 | 158 | 219 | 322 | 625 | 625 |
| 18 | 113 | 134 | 156 | 217 | 319 | 623 | 623 |
| 19 | 110 | 132 | 153 | 215 | 317 | 621 | 621 |
| 20 | 108 | 130 | 151 | 213 | 315 | 619 | 619 |
| 21 | 106 | 128 | 149 | 211 | 313 | 617 | 617 |
| 22 | 104 | 126 | 147 | 208 | 311 | 615 | 615 |
| 23 | 102 | 124 | 145 | 206 | 309 | 612 | 612 |
| 24 | 100 | 121 | 143 | 204 | 306 | 610 | 610 |
| 25 | 97 | 119 | 140 | 202 | 304 | 608 | 608 |
| 26 | 95 | 117 | 138 | 200 | 302 | 606 | 606 |
| 27 | 93 | 115 | 136 | 198 | 300 | 604 | 604 |
| 28 | 91 | 113 | 134 | 195 | 298 | 602 | 602 |
| 29 | 89 | 111 | 132 | 193 | 296 | 600 | 600 |
| 30 | 87 | 109 | 130 | 192 | 294 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

126

139

162

233

345

649

1 348

2

124

138

161

232

344

648

1 085

3

125

139

162

225

340

643

885

4

125

141

164

227

338

642

732

5

126

142

168

229

337

641

641

6

126

143

170

232

336

640

640

7

126

144

171

234

335

639

639

8

125

144

170

232

334

638

638

9

124

144

168

230

333

637

637

10

124

145

168

230

333

636

636

11

124

145

168

229

332

635

635

12

123

145

167

228

331

634

634

13

122

144

166

227

329

633

633

14

121

143

164

226

328

632

632

15

119

141

162

224

326

630

630

16

117

139

160

222

324

628

628

17

115

136

158

219

322

625

625

18

113

134

156

217

319

623

623

19

110

132

153

215

317

621

621

20

108

130

151

213

315

619

619

21

106

128

149

211

313

617

617

22

104

126

147

208

311

615

615

23

102

124

145

206

309

612

612

24

100

121

143

204

306

610

610

25

97

119

140

202

304

608

608

26

95

117

138

200

302

606

606

27

93

115

136

198

300

604

604

28

91

113

134

195

298

602

602

29

89

111

132

193

296

600

600

30

87

109

130

192

294

598

598

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 | 13 | 37 | 107 | 220 | 523 | 1 220 |
| 2 | 2 | 15 | 38 | 109 | 222 | 525 | 984 |
| 3 | 4 | 19 | 41 | 105 | 219 | 523 | 805 |
| 4 | 7 | 22 | 45 | 108 | 220 | 523 | 668 |
| 5 | 9 | 25 | 51 | 112 | 220 | 524 | 562 |
| 6 | 10 | 28 | 54 | 117 | 221 | 524 | 524 |
| 7 | 12 | 30 | 57 | 120 | 221 | 525 | 525 |
| 8 | 12 | 31 | 56 | 119 | 221 | 525 | 525 |
| 9 | 12 | 32 | 56 | 118 | 221 | 525 | 525 |
| 10 | 12 | 33 | 56 | 118 | 221 | 524 | 524 |
| 11 | 13 | 34 | 56 | 118 | 220 | 524 | 524 |
| 12 | 13 | 34 | 56 | 118 | 220 | 524 | 524 |
| 13 | 13 | 34 | 56 | 117 | 220 | 524 | 524 |
| 14 | 13 | 35 | 56 | 117 | 220 | 523 | 523 |
| 15 | 13 | 34 | 56 | 117 | 219 | 523 | 523 |
| 16 | 13 | 34 | 55 | 117 | 219 | 523 | 523 |
| 17 | 13 | 34 | 55 | 117 | 219 | 523 | 523 |
| 18 | 14 | 34 | 55 | 117 | 219 | 523 | 523 |
| 19 | 14 | 34 | 55 | 117 | 219 | 523 | 523 |
| 20 | 15 | 35 | 56 | 117 | 220 | 523 | 523 |
| 21 | 16 | 35 | 56 | 118 | 220 | 524 | 524 |
| 22 | 17 | 35 | 57 | 118 | 221 | 524 | 524 |
| 23 | 18 | 36 | 57 | 118 | 221 | 524 | 524 |
| 24 | 18 | 36 | 57 | 118 | 221 | 525 | 525 |
| 25 | 19 | 36 | 57 | 119 | 221 | 525 | 525 |
| 26 | 19 | 36 | 57 | 119 | 221 | 525 | 525 |
| 27 | 21 | 36 | 57 | 119 | 221 | 525 | 525 |
| 28 | 21 | 36 | 57 | 119 | 221 | 525 | 525 |
| 29 | 22 | 36 | 57 | 119 | 221 | 525 | 525 |
| 30 | 22 | 36 | 57 | 119 | 221 | 525 | 525 |

Duration (in years)

Credit quality step 0

Credit 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

13

37

107

220

523

1 220

2

2

15

38

109

222

525

984

3

4

19

41

105

219

523

805

4

7

22

45

108

220

523

668

5

9

25

51

112

220

524

562

6

10

28

54

117

221

524

524

7

12

30

57

120

221

525

525

8

12

31

56

119

221

525

525

9

12

32

56

118

221

525

525

10

12

33

56

118

221

524

524

11

13

34

56

118

220

524

524

12

13

34

56

118

220

524

524

13

13

34

56

117

220

524

524

14

13

35

56

117

220

523

523

15

13

34

56

117

219

523

523

16

13

34

55

117

219

523

523

17

13

34

55

117

219

523

523

18

14

34

55

117

219

523

523

19

14

34

55

117

219

523

523

20

15

35

56

117

220

523

523

21

16

35

56

118

220

524

524

22

17

35

57

118

221

524

524

23

18

36

57

118

221

524

524

24

18

36

57

118

221

525

525

25

19

36

57

119

221

525

525

26

19

36

57

119

221

525

525

27

21

36

57

119

221

525

525

28

21

36

57

119

221

525

525

29

22

36

57

119

221

525

525

30

22

36

57

119

221

525

525

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 | 49 | 72 | 143 | 255 | 559 | 1 240 |
| 2 | 36 | 49 | 73 | 143 | 256 | 559 | 1 000 |
| 3 | 36 | 51 | 73 | 137 | 251 | 555 | 816 |
| 4 | 36 | 52 | 75 | 138 | 249 | 553 | 675 |
| 5 | 37 | 53 | 79 | 140 | 248 | 552 | 568 |
| 6 | 39 | 56 | 83 | 146 | 249 | 553 | 553 |
| 7 | 37 | 55 | 82 | 145 | 246 | 550 | 550 |
| 8 | 40 | 59 | 85 | 147 | 249 | 553 | 553 |
| 9 | 39 | 59 | 84 | 145 | 248 | 552 | 552 |
| 10 | 34 | 55 | 79 | 140 | 243 | 547 | 547 |
| 11 | 31 | 52 | 75 | 136 | 238 | 542 | 542 |
| 12 | 28 | 49 | 71 | 133 | 235 | 539 | 539 |
| 13 | 26 | 47 | 69 | 130 | 233 | 536 | 536 |
| 14 | 24 | 46 | 67 | 128 | 231 | 535 | 535 |
| 15 | 23 | 44 | 66 | 127 | 230 | 533 | 533 |
| 16 | 21 | 43 | 64 | 126 | 228 | 532 | 532 |
| 17 | 20 | 42 | 63 | 125 | 227 | 531 | 531 |
| 18 | 20 | 41 | 63 | 124 | 227 | 530 | 530 |
| 19 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 20 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 21 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 22 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 23 | 19 | 41 | 62 | 124 | 226 | 530 | 530 |
| 24 | 19 | 41 | 62 | 123 | 226 | 530 | 530 |
| 25 | 19 | 41 | 62 | 123 | 226 | 530 | 530 |
| 26 | 19 | 41 | 62 | 123 | 226 | 529 | 529 |
| 27 | 21 | 41 | 62 | 123 | 226 | 529 | 529 |
| 28 | 21 | 40 | 62 | 123 | 225 | 529 | 529 |
| 29 | 22 | 40 | 61 | 123 | 225 | 529 | 529 |
| 30 | 22 | 40 | 61 | 123 | 225 | 529 | 529 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

36

49

72

143

255

559

1 240

2

36

49

73

143

256

559

1 000

3

36

51

73

137

251

555

816

4

36

52

75

138

249

553

675

5

37

53

79

140

248

552

568

6

39

56

83

146

249

553

553

7

37

55

82

145

246

550

550

8

40

59

85

147

249

553

553

9

39

59

84

145

248

552

552

10

34

55

79

140

243

547

547

11

31

52

75

136

238

542

542

12

28

49

71

133

235

539

539

13

26

47

69

130

233

536

536

14

24

46

67

128

231

535

535

15

23

44

66

127

230

533

533

16

21

43

64

126

228

532

532

17

20

42

63

125

227

531

531

18

20

41

63

124

227

530

530

19

19

41

62

124

226

530

530

20

19

41

62

124

226

530

530

21

19

41

62

124

226

530

530

22

19

41

62

124

226

530

530

23

19

41

62

124

226

530

530

24

19

41

62

123

226

530

530

25

19

41

62

123

226

530

530

26

19

41

62

123

226

529

529

27

21

41

62

123

226

529

529

28

21

40

62

123

225

529

529

29

22

40

61

123

225

529

529

30

22

40

61

123

225

529

529

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 | 205 | 218 | 242 | 312 | 425 | 728 | 1 570 |
| 2 | 201 | 215 | 238 | 309 | 421 | 725 | 1 268 |
| 3 | 198 | 212 | 235 | 298 | 413 | 716 | 1 038 |
| 4 | 194 | 210 | 233 | 296 | 407 | 711 | 860 |
| 5 | 191 | 207 | 233 | 294 | 402 | 706 | 723 |
| 6 | 187 | 205 | 231 | 294 | 397 | 701 | 701 |
| 7 | 184 | 202 | 229 | 292 | 393 | 697 | 697 |
| 8 | 179 | 199 | 224 | 286 | 389 | 692 | 692 |
| 9 | 175 | 195 | 220 | 282 | 384 | 688 | 688 |
| 10 | 172 | 192 | 216 | 277 | 380 | 684 | 684 |
| 11 | 168 | 189 | 212 | 274 | 376 | 680 | 680 |
| 12 | 165 | 186 | 208 | 269 | 372 | 676 | 676 |
| 13 | 161 | 183 | 204 | 265 | 368 | 672 | 672 |
| 14 | 157 | 179 | 200 | 262 | 364 | 668 | 668 |
| 15 | 154 | 175 | 197 | 258 | 361 | 664 | 664 |
| 16 | 150 | 172 | 193 | 255 | 357 | 661 | 661 |
| 17 | 147 | 169 | 190 | 251 | 354 | 657 | 657 |
| 18 | 144 | 166 | 187 | 248 | 351 | 654 | 654 |
| 19 | 141 | 163 | 184 | 245 | 348 | 651 | 651 |
| 20 | 138 | 160 | 181 | 242 | 345 | 649 | 649 |
| 21 | 135 | 157 | 178 | 240 | 342 | 646 | 646 |
| 22 | 132 | 154 | 175 | 237 | 339 | 643 | 643 |
| 23 | 130 | 151 | 173 | 234 | 337 | 640 | 640 |
| 24 | 127 | 149 | 170 | 231 | 334 | 638 | 638 |
| 25 | 124 | 146 | 167 | 229 | 331 | 635 | 635 |
| 26 | 122 | 144 | 165 | 226 | 329 | 632 | 632 |
| 27 | 119 | 141 | 162 | 224 | 326 | 630 | 630 |
| 28 | 117 | 139 | 160 | 221 | 324 | 627 | 627 |
| 29 | 115 | 136 | 158 | 219 | 321 | 625 | 625 |
| 30 | 112 | 134 | 155 | 217 | 319 | 623 | 623 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

205

218

242

312

425

728

1 570

2

201

215

238

309

421

725

1 268

3

198

212

235

298

413

716

1 038

4

194

210

233

296

407

711

860

5

191

207

233

294

402

706

723

6

187

205

231

294

397

701

701

7

184

202

229

292

393

697

697

8

179

199

224

286

389

692

692

9

175

195

220

282

384

688

688

10

172

192

216

277

380

684

684

11

168

189

212

274

376

680

680

12

165

186

208

269

372

676

676

13

161

183

204

265

368

672

672

14

157

179

200

262

364

668

668

15

154

175

197

258

361

664

664

16

150

172

193

255

357

661

661

17

147

169

190

251

354

657

657

18

144

166

187

248

351

654

654

19

141

163

184

245

348

651

651

20

138

160

181

242

345

649

649

21

135

157

178

240

342

646

646

22

132

154

175

237

339

643

643

23

130

151

173

234

337

640

640

24

127

149

170

231

334

638

638

25

124

146

167

229

331

635

635

26

122

144

165

226

329

632

632

27

119

141

162

224

326

630

630

28

117

139

160

221

324

627

627

29

115

136

158

219

321

625

625

30

112

134

155

217

319

623

623

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 | 9 | 25 | 49 | 103 | 236 | 539 | 1 218 |
| 2 | 9 | 25 | 49 | 103 | 236 | 539 | 981 |
| 3 | 10 | 28 | 51 | 98 | 234 | 537 | 802 |
| 4 | 13 | 33 | 54 | 96 | 234 | 538 | 665 |
| 5 | 17 | 39 | 59 | 99 | 235 | 539 | 560 |
| 6 | 18 | 42 | 64 | 96 | 236 | 539 | 539 |
| 7 | 20 | 44 | 63 | 90 | 236 | 540 | 540 |
| 8 | 18 | 43 | 63 | 90 | 236 | 540 | 540 |
| 9 | 19 | 45 | 65 | 93 | 236 | 540 | 540 |
| 10 | 21 | 48 | 67 | 97 | 236 | 540 | 540 |
| 11 | 22 | 50 | 69 | 100 | 236 | 540 | 540 |
| 12 | 24 | 52 | 70 | 101 | 236 | 540 | 540 |
| 13 | 25 | 54 | 71 | 101 | 236 | 540 | 540 |
| 14 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 15 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 16 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 17 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 18 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 19 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 20 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 21 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 22 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 23 | 26 | 55 | 71 | 101 | 237 | 540 | 540 |
| 24 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 25 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 26 | 26 | 55 | 71 | 101 | 236 | 540 | 540 |
| 27 | 26 | 55 | 71 | 101 | 236 | 539 | 539 |
| 28 | 26 | 55 | 71 | 101 | 236 | 539 | 539 |
| 29 | 26 | 55 | 71 | 101 | 235 | 539 | 539 |
| 30 | 26 | 55 | 71 | 101 | 235 | 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

9

25

49

103

236

539

1 218

2

9

25

49

103

236

539

981

3

10

28

51

98

234

537

802

4

13

33

54

96

234

538

665

5

17

39

59

99

235

539

560

6

18

42

64

96

236

539

539

7

20

44

63

90

236

540

540

8

18

43

63

90

236

540

540

9

19

45

65

93

236

540

540

10

21

48

67

97

236

540

540

11

22

50

69

100

236

540

540

12

24

52

70

101

236

540

540

13

25

54

71

101

236

540

540

14

26

55

71

101

236

540

540

15

26

55

71

101

236

540

540

16

26

55

71

101

236

540

540

17

26

55

71

101

236

540

540

18

26

55

71

101

236

540

540

19

26

55

71

101

236

540

540

20

26

55

71

101

236

540

540

21

26

55

71

101

237

540

540

22

26

55

71

101

237

540

540

23

26

55

71

101

237

540

540

24

26

55

71

101

236

540

540

25

26

55

71

101

236

540

540

26

26

55

71

101

236

540

540

27

26

55

71

101

236

539

539

28

26

55

71

101

236

539

539

29

26

55

71

101

235

539

539

30

26

55

71

101

235

538

538

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 | 15 | 86 | 198 | 502 | 1 214 |
| 2 | 1 | 5 | 14 | 84 | 197 | 500 | 976 |
| 3 | 2 | 5 | 13 | 77 | 192 | 495 | 795 |
| 4 | 2 | 6 | 15 | 78 | 190 | 493 | 658 |
| 5 | 4 | 7 | 19 | 81 | 189 | 493 | 553 |
| 6 | 4 | 7 | 22 | 85 | 188 | 492 | 492 |
| 7 | 5 | 9 | 24 | 87 | 188 | 492 | 492 |
| 8 | 6 | 9 | 23 | 86 | 188 | 492 | 492 |
| 9 | 7 | 10 | 23 | 85 | 188 | 492 | 492 |
| 10 | 8 | 11 | 24 | 85 | 188 | 492 | 492 |
| 11 | 8 | 11 | 24 | 86 | 188 | 492 | 492 |
| 12 | 9 | 13 | 24 | 86 | 188 | 492 | 492 |
| 13 | 10 | 13 | 24 | 86 | 188 | 492 | 492 |
| 14 | 10 | 14 | 25 | 86 | 189 | 492 | 492 |
| 15 | 12 | 14 | 26 | 86 | 189 | 493 | 493 |
| 16 | 12 | 16 | 27 | 86 | 189 | 493 | 493 |
| 17 | 13 | 16 | 29 | 87 | 189 | 493 | 493 |
| 18 | 14 | 17 | 30 | 87 | 190 | 493 | 493 |
| 19 | 14 | 18 | 31 | 88 | 190 | 494 | 494 |
| 20 | 15 | 18 | 32 | 88 | 191 | 495 | 495 |
| 21 | 15 | 20 | 34 | 89 | 191 | 495 | 495 |
| 22 | 17 | 20 | 35 | 89 | 192 | 495 | 495 |
| 23 | 17 | 21 | 36 | 89 | 192 | 496 | 496 |
| 24 | 18 | 21 | 37 | 90 | 192 | 496 | 496 |
| 25 | 18 | 22 | 38 | 90 | 192 | 496 | 496 |
| 26 | 19 | 23 | 39 | 90 | 192 | 496 | 496 |
| 27 | 19 | 24 | 41 | 90 | 192 | 496 | 496 |
| 28 | 21 | 25 | 42 | 89 | 192 | 496 | 496 |
| 29 | 21 | 25 | 43 | 89 | 192 | 496 | 496 |
| 30 | 22 | 26 | 44 | 89 | 192 | 496 | 496 |

Duration (in years)

Credit quality step 0

Credit 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

15

86

198

502

1 214

2

1

5

14

84

197

500

976

3

2

5

13

77

192

495

795

4

2

6

15

78

190

493

658

5

4

7

19

81

189

493

553

6

4

7

22

85

188

492

492

7

5

9

24

87

188

492

492

8

6

9

23

86

188

492

492

9

7

10

23

85

188

492

492

10

8

11

24

85

188

492

492

11

8

11

24

86

188

492

492

12

9

13

24

86

188

492

492

13

10

13

24

86

188

492

492

14

10

14

25

86

189

492

492

15

12

14

26

86

189

493

493

16

12

16

27

86

189

493

493

17

13

16

29

87

189

493

493

18

14

17

30

87

190

493

493

19

14

18

31

88

190

494

494

20

15

18

32

88

191

495

495

21

15

20

34

89

191

495

495

22

17

20

35

89

192

495

495

23

17

21

36

89

192

496

496

24

18

21

37

90

192

496

496

25

18

22

38

90

192

496

496

26

19

23

39

90

192

496

496

27

19

24

41

90

192

496

496

28

21

25

42

89

192

496

496

29

21

25

43

89

192

496

496

30

22

26

44

89

192

496

496

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 | 2 | 15 | 21 | 42 | 160 | 300 | 3 173 |
| 2 | 2 | 15 | 21 | 42 | 160 | 344 | 2 356 |
| 3 | 2 | 15 | 23 | 47 | 155 | 361 | 1 772 |
| 4 | 2 | 16 | 26 | 51 | 153 | 361 | 1 365 |
| 5 | 3 | 18 | 29 | 53 | 153 | 353 | 1 079 |
| 6 | 4 | 20 | 32 | 56 | 153 | 340 | 873 |
| 7 | 6 | 23 | 33 | 58 | 153 | 324 | 720 |
| 8 | 6 | 24 | 35 | 61 | 153 | 306 | 604 |
| 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 |
| 10 | 6 | 25 | 38 | 66 | 153 | 272 | 442 |
| 11 | 7 | 26 | 38 | 66 | 153 | 255 | 383 |
| 12 | 7 | 26 | 38 | 67 | 153 | 247 | 335 |
| 13 | 7 | 26 | 38 | 67 | 153 | 247 | 294 |
| 14 | 7 | 26 | 38 | 67 | 153 | 247 | 260 |
| 15 | 7 | 26 | 38 | 67 | 153 | 247 | 247 |
| 16 | 7 | 26 | 41 | 67 | 153 | 247 | 247 |
| 17 | 7 | 26 | 43 | 67 | 153 | 247 | 247 |
| 18 | 7 | 26 | 46 | 67 | 153 | 247 | 247 |
| 19 | 7 | 26 | 48 | 67 | 153 | 247 | 247 |
| 20 | 7 | 26 | 50 | 67 | 153 | 247 | 247 |
| 21 | 7 | 26 | 53 | 67 | 153 | 247 | 247 |
| 22 | 8 | 26 | 55 | 67 | 153 | 247 | 247 |
| 23 | 8 | 26 | 57 | 67 | 153 | 247 | 247 |
| 24 | 8 | 26 | 59 | 67 | 153 | 247 | 247 |
| 25 | 9 | 26 | 62 | 67 | 153 | 247 | 247 |
| 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 |
| 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 |
| 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 |
| 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 |
| 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

15

21

42

160

300

3 173

2

2

15

21

42

160

344

2 356

3

2

15

23

47

155

361

1 772

4

2

16

26

51

153

361

1 365

5

3

18

29

53

153

353

1 079

6

4

20

32

56

153

340

873

7

6

23

33

58

153

324

720

8

6

24

35

61

153

306

604

9

6

24

36

63

153

289

514

10

6

25

38

66

153

272

442

11

7

26

38

66

153

255

383

12

7

26

38

67

153

247

335

13

7

26

38

67

153

247

294

14

7

26

38

67

153

247

260

15

7

26

38

67

153

247

247

16

7

26

41

67

153

247

247

17

7

26

43

67

153

247

247

18

7

26

46

67

153

247

247

19

7

26

48

67

153

247

247

20

7

26

50

67

153

247

247

21

7

26

53

67

153

247

247

22

8

26

55

67

153

247

247

23

8

26

57

67

153

247

247

24

8

26

59

67

153

247

247

25

9

26

62

67

153

247

247

26

9

26

64

68

153

247

247

27

10

26

67

70

153

247

247

28

10

26

69

72

153

247

247

29

10

26

72

74

153

247

247

30

11

26

74

75

153

247

247

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 | 10 | 22 | 29 | 50 | 168 | 314 | 3 329 |
| 2 | 12 | 24 | 31 | 52 | 170 | 361 | 2 481 |
| 3 | 12 | 25 | 33 | 57 | 165 | 378 | 1 867 |
| 4 | 12 | 26 | 36 | 61 | 163 | 378 | 1 436 |
| 5 | 12 | 27 | 39 | 63 | 162 | 369 | 1 133 |
| 6 | 13 | 29 | 41 | 65 | 162 | 355 | 915 |
| 7 | 14 | 31 | 42 | 66 | 161 | 337 | 754 |
| 8 | 13 | 31 | 42 | 68 | 160 | 319 | 631 |
| 9 | 13 | 32 | 43 | 71 | 160 | 301 | 536 |
| 10 | 13 | 32 | 44 | 72 | 160 | 282 | 460 |
| 11 | 13 | 32 | 44 | 73 | 159 | 265 | 399 |
| 12 | 12 | 31 | 44 | 72 | 158 | 252 | 348 |
| 13 | 12 | 31 | 43 | 72 | 158 | 252 | 306 |
| 14 | 11 | 30 | 43 | 71 | 157 | 251 | 271 |
| 15 | 11 | 30 | 42 | 71 | 157 | 251 | 251 |
| 16 | 10 | 29 | 42 | 70 | 156 | 250 | 250 |
| 17 | 10 | 29 | 44 | 70 | 156 | 250 | 250 |
| 18 | 10 | 29 | 47 | 70 | 156 | 250 | 250 |
| 19 | 10 | 29 | 50 | 70 | 156 | 250 | 250 |
| 20 | 11 | 30 | 51 | 70 | 157 | 251 | 251 |
| 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 |
| 22 | 11 | 30 | 57 | 71 | 157 | 251 | 251 |
| 23 | 11 | 30 | 59 | 71 | 157 | 251 | 251 |
| 24 | 11 | 30 | 62 | 71 | 157 | 251 | 251 |
| 25 | 11 | 30 | 64 | 71 | 157 | 251 | 251 |
| 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 |
| 27 | 11 | 30 | 69 | 72 | 157 | 251 | 251 |
| 28 | 11 | 30 | 71 | 74 | 157 | 251 | 251 |
| 29 | 11 | 30 | 73 | 76 | 157 | 251 | 251 |
| 30 | 11 | 30 | 77 | 78 | 157 | 251 | 251 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

22

29

50

168

314

3 329

2

12

24

31

52

170

361

2 481

3

12

25

33

57

165

378

1 867

4

12

26

36

61

163

378

1 436

5

12

27

39

63

162

369

1 133

6

13

29

41

65

162

355

915

7

14

31

42

66

161

337

754

8

13

31

42

68

160

319

631

9

13

32

43

71

160

301

536

10

13

32

44

72

160

282

460

11

13

32

44

73

159

265

399

12

12

31

44

72

158

252

348

13

12

31

43

72

158

252

306

14

11

30

43

71

157

251

271

15

11

30

42

71

157

251

251

16

10

29

42

70

156

250

250

17

10

29

44

70

156

250

250

18

10

29

47

70

156

250

250

19

10

29

50

70

156

250

250

20

11

30

51

70

157

251

251

21

11

30

54

71

157

251

251

22

11

30

57

71

157

251

251

23

11

30

59

71

157

251

251

24

11

30

62

71

157

251

251

25

11

30

64

71

157

251

251

26

11

30

66

71

157

251

251

27

11

30

69

72

157

251

251

28

11

30

71

74

157

251

251

29

11

30

73

76

157

251

251

30

11

30

77

78

157

251

251

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 | 2 | 14 | 21 | 42 | 160 | 300 | 3 173 |
| 2 | 2 | 14 | 21 | 42 | 160 | 344 | 2 356 |
| 3 | 1 | 15 | 23 | 47 | 155 | 361 | 1 772 |
| 4 | 1 | 16 | 26 | 51 | 153 | 361 | 1 365 |
| 5 | 2 | 18 | 29 | 53 | 153 | 353 | 1 079 |
| 6 | 4 | 20 | 31 | 56 | 153 | 340 | 873 |
| 7 | 5 | 23 | 33 | 58 | 153 | 324 | 720 |
| 8 | 5 | 23 | 34 | 60 | 153 | 306 | 604 |
| 9 | 6 | 24 | 36 | 63 | 153 | 289 | 514 |
| 10 | 6 | 25 | 38 | 65 | 153 | 272 | 441 |
| 11 | 6 | 25 | 38 | 66 | 153 | 255 | 383 |
| 12 | 7 | 26 | 38 | 66 | 153 | 247 | 335 |
| 13 | 7 | 26 | 38 | 66 | 153 | 247 | 294 |
| 14 | 7 | 26 | 38 | 66 | 153 | 247 | 260 |
| 15 | 7 | 26 | 38 | 66 | 153 | 247 | 247 |
| 16 | 7 | 26 | 41 | 66 | 153 | 247 | 247 |
| 17 | 7 | 26 | 43 | 66 | 153 | 247 | 247 |
| 18 | 7 | 26 | 46 | 66 | 153 | 247 | 247 |
| 19 | 7 | 26 | 48 | 66 | 153 | 247 | 247 |
| 20 | 7 | 26 | 50 | 66 | 153 | 247 | 247 |
| 21 | 7 | 26 | 53 | 66 | 153 | 247 | 247 |
| 22 | 8 | 26 | 55 | 66 | 153 | 247 | 247 |
| 23 | 8 | 26 | 57 | 66 | 153 | 247 | 247 |
| 24 | 8 | 26 | 59 | 66 | 153 | 247 | 247 |
| 25 | 9 | 26 | 62 | 66 | 153 | 247 | 247 |
| 26 | 9 | 26 | 64 | 68 | 153 | 247 | 247 |
| 27 | 10 | 26 | 67 | 70 | 153 | 247 | 247 |
| 28 | 10 | 26 | 69 | 72 | 153 | 247 | 247 |
| 29 | 10 | 26 | 72 | 74 | 153 | 247 | 247 |
| 30 | 11 | 26 | 74 | 75 | 153 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

14

21

42

160

300

3 173

2

2

14

21

42

160

344

2 356

3

1

15

23

47

155

361

1 772

4

1

16

26

51

153

361

1 365

5

2

18

29

53

153

353

1 079

6

4

20

31

56

153

340

873

7

5

23

33

58

153

324

720

8

5

23

34

60

153

306

604

9

6

24

36

63

153

289

514

10

6

25

38

65

153

272

441

11

6

25

38

66

153

255

383

12

7

26

38

66

153

247

335

13

7

26

38

66

153

247

294

14

7

26

38

66

153

247

260

15

7

26

38

66

153

247

247

16

7

26

41

66

153

247

247

17

7

26

43

66

153

247

247

18

7

26

46

66

153

247

247

19

7

26

48

66

153

247

247

20

7

26

50

66

153

247

247

21

7

26

53

66

153

247

247

22

8

26

55

66

153

247

247

23

8

26

57

66

153

247

247

24

8

26

59

66

153

247

247

25

9

26

62

66

153

247

247

26

9

26

64

68

153

247

247

27

10

26

67

70

153

247

247

28

10

26

69

72

153

247

247

29

10

26

72

74

153

247

247

30

11

26

74

75

153

247

247

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 | 73 | 85 | 92 | 113 | 231 | 327 | 3 280 |
| 2 | 70 | 82 | 88 | 110 | 228 | 356 | 2 447 |
| 3 | 72 | 85 | 93 | 117 | 225 | 375 | 1 846 |
| 4 | 70 | 84 | 94 | 119 | 221 | 376 | 1 425 |
| 5 | 69 | 84 | 96 | 119 | 219 | 368 | 1 127 |
| 6 | 69 | 85 | 96 | 121 | 218 | 355 | 913 |
| 7 | 69 | 86 | 97 | 121 | 216 | 338 | 753 |
| 8 | 68 | 86 | 97 | 123 | 215 | 321 | 632 |
| 9 | 67 | 86 | 97 | 125 | 214 | 308 | 537 |
| 10 | 64 | 83 | 96 | 123 | 211 | 305 | 462 |
| 11 | 62 | 81 | 94 | 122 | 208 | 302 | 401 |
| 12 | 61 | 80 | 93 | 121 | 207 | 301 | 350 |
| 13 | 60 | 79 | 92 | 120 | 206 | 300 | 308 |
| 14 | 60 | 79 | 92 | 120 | 206 | 300 | 300 |
| 15 | 60 | 79 | 91 | 120 | 206 | 300 | 300 |
| 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 59 | 78 | 90 | 119 | 205 | 299 | 299 |
| 18 | 58 | 77 | 90 | 118 | 204 | 298 | 298 |
| 19 | 58 | 77 | 89 | 117 | 204 | 298 | 298 |
| 20 | 57 | 76 | 89 | 117 | 203 | 297 | 297 |
| 21 | 56 | 75 | 88 | 116 | 202 | 297 | 297 |
| 22 | 56 | 75 | 87 | 115 | 202 | 296 | 296 |
| 23 | 55 | 74 | 86 | 115 | 201 | 295 | 295 |
| 24 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 25 | 53 | 72 | 84 | 113 | 199 | 293 | 293 |
| 26 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 27 | 51 | 70 | 82 | 111 | 197 | 291 | 291 |
| 28 | 50 | 69 | 81 | 109 | 196 | 290 | 290 |
| 29 | 49 | 68 | 80 | 108 | 195 | 289 | 289 |
| 30 | 48 | 67 | 79 | 107 | 194 | 288 | 288 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

73

85

92

113

231

327

3 280

2

70

82

88

110

228

356

2 447

3

72

85

93

117

225

375

1 846

4

70

84

94

119

221

376

1 425

5

69

84

96

119

219

368

1 127

6

69

85

96

121

218

355

913

7

69

86

97

121

216

338

753

8

68

86

97

123

215

321

632

9

67

86

97

125

214

308

537

10

64

83

96

123

211

305

462

11

62

81

94

122

208

302

401

12

61

80

93

121

207

301

350

13

60

79

92

120

206

300

308

14

60

79

92

120

206

300

300

15

60

79

91

120

206

300

300

16

59

78

91

119

205

299

299

17

59

78

90

119

205

299

299

18

58

77

90

118

204

298

298

19

58

77

89

117

204

298

298

20

57

76

89

117

203

297

297

21

56

75

88

116

202

297

297

22

56

75

87

115

202

296

296

23

55

74

86

115

201

295

295

24

54

73

85

114

200

294

294

25

53

72

84

113

199

293

293

26

52

71

83

112

198

292

292

27

51

70

82

111

197

291

291

28

50

69

81

109

196

290

290

29

49

68

80

108

195

289

289

30

48

67

79

107

194

288

288

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 | 6 | 18 | 25 | 46 | 164 | 302 | 3 200 |
| 2 | 8 | 20 | 26 | 48 | 166 | 347 | 2 377 |
| 3 | 8 | 21 | 30 | 54 | 162 | 364 | 1 790 |
| 4 | 9 | 23 | 33 | 58 | 160 | 365 | 1 379 |
| 5 | 10 | 25 | 37 | 60 | 160 | 357 | 1 091 |
| 6 | 11 | 28 | 39 | 63 | 160 | 343 | 882 |
| 7 | 13 | 30 | 40 | 65 | 160 | 327 | 728 |
| 8 | 12 | 30 | 41 | 67 | 159 | 310 | 611 |
| 9 | 12 | 31 | 42 | 70 | 159 | 292 | 519 |
| 10 | 12 | 31 | 44 | 71 | 159 | 275 | 446 |
| 11 | 12 | 31 | 44 | 72 | 158 | 258 | 388 |
| 12 | 12 | 31 | 44 | 72 | 158 | 252 | 339 |
| 13 | 12 | 31 | 44 | 72 | 158 | 252 | 299 |
| 14 | 12 | 31 | 44 | 72 | 158 | 252 | 264 |
| 15 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 16 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 12 | 31 | 46 | 72 | 158 | 252 | 252 |
| 19 | 13 | 32 | 49 | 72 | 159 | 253 | 253 |
| 20 | 13 | 32 | 51 | 73 | 159 | 253 | 253 |
| 21 | 13 | 33 | 54 | 73 | 160 | 254 | 254 |
| 22 | 14 | 33 | 56 | 74 | 160 | 254 | 254 |
| 23 | 14 | 33 | 58 | 74 | 160 | 254 | 254 |
| 24 | 14 | 33 | 61 | 74 | 160 | 254 | 254 |
| 25 | 14 | 33 | 63 | 74 | 160 | 254 | 254 |
| 26 | 14 | 33 | 66 | 74 | 160 | 254 | 254 |
| 27 | 14 | 33 | 68 | 74 | 160 | 254 | 254 |
| 28 | 14 | 33 | 71 | 74 | 160 | 254 | 254 |
| 29 | 14 | 33 | 73 | 75 | 160 | 254 | 254 |
| 30 | 13 | 33 | 76 | 77 | 160 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

18

25

46

164

302

3 200

2

8

20

26

48

166

347

2 377

3

8

21

30

54

162

364

1 790

4

9

23

33

58

160

365

1 379

5

10

25

37

60

160

357

1 091

6

11

28

39

63

160

343

882

7

13

30

40

65

160

327

728

8

12

30

41

67

159

310

611

9

12

31

42

70

159

292

519

10

12

31

44

71

159

275

446

11

12

31

44

72

158

258

388

12

12

31

44

72

158

252

339

13

12

31

44

72

158

252

299

14

12

31

44

72

158

252

264

15

12

31

44

72

158

252

252

16

12

31

44

72

158

252

252

17

12

31

44

72

158

252

252

18

12

31

46

72

158

252

252

19

13

32

49

72

159

253

253

20

13

32

51

73

159

253

253

21

13

33

54

73

160

254

254

22

14

33

56

74

160

254

254

23

14

33

58

74

160

254

254

24

14

33

61

74

160

254

254

25

14

33

63

74

160

254

254

26

14

33

66

74

160

254

254

27

14

33

68

74

160

254

254

28

14

33

71

74

160

254

254

29

14

33

73

75

160

254

254

30

13

33

76

77

160

254

254

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 43 | 55 | 62 | 83 | 201 | 302 | 3 194 |
| 2 | 47 | 59 | 65 | 87 | 205 | 346 | 2 372 |
| 3 | 50 | 64 | 72 | 96 | 204 | 363 | 1 784 |
| 4 | 53 | 67 | 77 | 102 | 204 | 363 | 1 374 |
| 5 | 54 | 70 | 81 | 105 | 205 | 355 | 1 085 |
| 6 | 56 | 72 | 83 | 108 | 205 | 341 | 878 |
| 7 | 57 | 74 | 85 | 109 | 204 | 326 | 725 |
| 8 | 56 | 74 | 85 | 111 | 203 | 309 | 609 |
| 9 | 55 | 74 | 85 | 113 | 202 | 296 | 518 |
| 10 | 54 | 73 | 86 | 114 | 201 | 295 | 446 |
| 11 | 53 | 72 | 85 | 113 | 200 | 294 | 387 |
| 12 | 52 | 71 | 84 | 112 | 198 | 292 | 339 |
| 13 | 51 | 70 | 83 | 111 | 197 | 291 | 298 |
| 14 | 50 | 69 | 81 | 110 | 196 | 290 | 290 |
| 15 | 49 | 68 | 80 | 109 | 195 | 289 | 289 |
| 16 | 48 | 67 | 80 | 108 | 194 | 288 | 288 |
| 17 | 47 | 66 | 79 | 107 | 193 | 287 | 287 |
| 18 | 47 | 66 | 78 | 107 | 193 | 287 | 287 |
| 19 | 46 | 65 | 78 | 106 | 192 | 286 | 286 |
| 20 | 46 | 65 | 77 | 105 | 192 | 286 | 286 |
| 21 | 45 | 64 | 77 | 105 | 191 | 285 | 285 |
| 22 | 44 | 63 | 76 | 104 | 190 | 284 | 284 |
| 23 | 44 | 63 | 75 | 103 | 190 | 284 | 284 |
| 24 | 43 | 62 | 74 | 103 | 189 | 283 | 283 |
| 25 | 42 | 61 | 74 | 102 | 188 | 282 | 282 |
| 26 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 27 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 28 | 40 | 59 | 71 | 99 | 186 | 280 | 280 |
| 29 | 39 | 58 | 73 | 99 | 185 | 279 | 279 |
| 30 | 38 | 57 | 76 | 98 | 184 | 278 | 278 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

43

55

62

83

201

302

3 194

2

47

59

65

87

205

346

2 372

3

50

64

72

96

204

363

1 784

4

53

67

77

102

204

363

1 374

5

54

70

81

105

205

355

1 085

6

56

72

83

108

205

341

878

7

57

74

85

109

204

326

725

8

56

74

85

111

203

309

609

9

55

74

85

113

202

296

518

10

54

73

86

114

201

295

446

11

53

72

85

113

200

294

387

12

52

71

84

112

198

292

339

13

51

70

83

111

197

291

298

14

50

69

81

110

196

290

290

15

49

68

80

109

195

289

289

16

48

67

80

108

194

288

288

17

47

66

79

107

193

287

287

18

47

66

78

107

193

287

287

19

46

65

78

106

192

286

286

20

46

65

77

105

192

286

286

21

45

64

77

105

191

285

285

22

44

63

76

104

190

284

284

23

44

63

75

103

190

284

284

24

43

62

74

103

189

283

283

25

42

61

74

102

188

282

282

26

41

60

73

101

187

281

281

27

40

59

72

100

186

280

280

28

40

59

71

99

186

280

280

29

39

58

73

99

185

279

279

30

38

57

76

98

184

278

278

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 | 41 | 160 | 300 | 3 170 |
| 2 | 1 | 14 | 20 | 41 | 160 | 344 | 2 354 |
| 3 | 1 | 14 | 22 | 46 | 154 | 360 | 1 771 |
| 4 | 1 | 15 | 25 | 50 | 152 | 361 | 1 364 |
| 5 | 2 | 17 | 28 | 52 | 152 | 353 | 1 078 |
| 6 | 3 | 19 | 31 | 55 | 152 | 339 | 872 |
| 7 | 5 | 22 | 32 | 57 | 152 | 323 | 720 |
| 8 | 5 | 23 | 34 | 60 | 152 | 306 | 604 |
| 9 | 5 | 24 | 35 | 63 | 152 | 289 | 513 |
| 10 | 5 | 24 | 37 | 65 | 152 | 271 | 441 |
| 11 | 6 | 25 | 37 | 65 | 152 | 255 | 383 |
| 12 | 6 | 25 | 38 | 66 | 152 | 246 | 334 |
| 13 | 6 | 25 | 38 | 66 | 152 | 246 | 294 |
| 14 | 6 | 25 | 37 | 66 | 152 | 246 | 260 |
| 15 | 6 | 25 | 38 | 66 | 152 | 246 | 246 |
| 16 | 6 | 25 | 41 | 66 | 152 | 246 | 246 |
| 17 | 6 | 25 | 43 | 66 | 152 | 246 | 246 |
| 18 | 6 | 25 | 46 | 66 | 152 | 246 | 246 |
| 19 | 7 | 25 | 48 | 66 | 152 | 246 | 246 |
| 20 | 7 | 25 | 50 | 66 | 152 | 246 | 246 |
| 21 | 7 | 25 | 53 | 66 | 152 | 246 | 246 |
| 22 | 8 | 25 | 55 | 66 | 152 | 246 | 246 |
| 23 | 8 | 25 | 57 | 66 | 152 | 246 | 246 |
| 24 | 8 | 25 | 59 | 66 | 152 | 246 | 246 |
| 25 | 9 | 25 | 62 | 66 | 152 | 246 | 246 |
| 26 | 9 | 25 | 64 | 68 | 152 | 246 | 246 |
| 27 | 10 | 25 | 67 | 70 | 152 | 246 | 246 |
| 28 | 10 | 25 | 69 | 72 | 152 | 246 | 246 |
| 29 | 10 | 25 | 72 | 74 | 152 | 246 | 246 |
| 30 | 11 | 25 | 74 | 75 | 152 | 246 | 246 |

Duration (in years)

Credit quality step 0

Credit 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

41

160

300

3 170

2

1

14

20

41

160

344

2 354

3

1

14

22

46

154

360

1 771

4

1

15

25

50

152

361

1 364

5

2

17

28

52

152

353

1 078

6

3

19

31

55

152

339

872

7

5

22

32

57

152

323

720

8

5

23

34

60

152

306

604

9

5

24

35

63

152

289

513

10

5

24

37

65

152

271

441

11

6

25

37

65

152

255

383

12

6

25

38

66

152

246

334

13

6

25

38

66

152

246

294

14

6

25

37

66

152

246

260

15

6

25

38

66

152

246

246

16

6

25

41

66

152

246

246

17

6

25

43

66

152

246

246

18

6

25

46

66

152

246

246

19

7

25

48

66

152

246

246

20

7

25

50

66

152

246

246

21

7

25

53

66

152

246

246

22

8

25

55

66

152

246

246

23

8

25

57

66

152

246

246

24

8

25

59

66

152

246

246

25

9

25

62

66

152

246

246

26

9

25

64

68

152

246

246

27

10

25

67

70

152

246

246

28

10

25

69

72

152

246

246

29

10

25

72

74

152

246

246

30

11

25

74

75

152

246

246

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 | 178 | 305 | 3 224 |
| 2 | 0 | 11 | 22 | 45 | 178 | 350 | 2 400 |
| 3 | 1 | 11 | 23 | 49 | 173 | 367 | 1 807 |
| 4 | 1 | 13 | 26 | 55 | 170 | 368 | 1 392 |
| 5 | 1 | 16 | 28 | 59 | 169 | 359 | 1 100 |
| 6 | 2 | 18 | 33 | 60 | 168 | 346 | 889 |
| 7 | 3 | 21 | 36 | 60 | 167 | 329 | 734 |
| 8 | 5 | 24 | 37 | 59 | 166 | 312 | 615 |
| 9 | 8 | 30 | 42 | 58 | 165 | 294 | 523 |
| 10 | 11 | 34 | 42 | 57 | 164 | 276 | 449 |
| 11 | 10 | 33 | 41 | 57 | 163 | 259 | 389 |
| 12 | 9 | 32 | 41 | 56 | 162 | 256 | 340 |
| 13 | 8 | 31 | 42 | 57 | 162 | 256 | 299 |
| 14 | 8 | 31 | 42 | 57 | 161 | 255 | 265 |
| 15 | 8 | 31 | 43 | 57 | 160 | 254 | 254 |
| 16 | 8 | 31 | 43 | 57 | 159 | 253 | 253 |
| 17 | 8 | 31 | 44 | 57 | 158 | 252 | 252 |
| 18 | 8 | 31 | 46 | 57 | 157 | 251 | 251 |
| 19 | 8 | 31 | 48 | 57 | 157 | 251 | 251 |
| 20 | 8 | 31 | 51 | 57 | 158 | 252 | 252 |
| 21 | 8 | 31 | 53 | 59 | 158 | 252 | 252 |
| 22 | 8 | 31 | 55 | 61 | 157 | 251 | 251 |
| 23 | 8 | 31 | 58 | 63 | 157 | 251 | 251 |
| 24 | 9 | 31 | 61 | 65 | 156 | 250 | 250 |
| 25 | 9 | 31 | 62 | 67 | 156 | 250 | 250 |
| 26 | 9 | 31 | 65 | 68 | 155 | 249 | 249 |
| 27 | 10 | 31 | 67 | 70 | 155 | 249 | 249 |
| 28 | 10 | 31 | 70 | 73 | 154 | 248 | 248 |
| 29 | 11 | 31 | 72 | 75 | 154 | 248 | 248 |
| 30 | 11 | 31 | 74 | 76 | 153 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

45

178

305

3 224

2

0

11

22

45

178

350

2 400

3

1

11

23

49

173

367

1 807

4

1

13

26

55

170

368

1 392

5

1

16

28

59

169

359

1 100

6

2

18

33

60

168

346

889

7

3

21

36

60

167

329

734

8

5

24

37

59

166

312

615

9

8

30

42

58

165

294

523

10

11

34

42

57

164

276

449

11

10

33

41

57

163

259

389

12

9

32

41

56

162

256

340

13

8

31

42

57

162

256

299

14

8

31

42

57

161

255

265

15

8

31

43

57

160

254

254

16

8

31

43

57

159

253

253

17

8

31

44

57

158

252

252

18

8

31

46

57

157

251

251

19

8

31

48

57

157

251

251

20

8

31

51

57

158

252

252

21

8

31

53

59

158

252

252

22

8

31

55

61

157

251

251

23

8

31

58

63

157

251

251

24

9

31

61

65

156

250

250

25

9

31

62

67

156

250

250

26

9

31

65

68

155

249

249

27

10

31

67

70

155

249

249

28

10

31

70

73

154

248

248

29

11

31

72

75

154

248

248

30

11

31

74

76

153

247

247

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 | 80 | 92 | 99 | 120 | 238 | 334 | 3 339 |
| 2 | 78 | 91 | 97 | 119 | 237 | 362 | 2 490 |
| 3 | 76 | 90 | 98 | 122 | 230 | 380 | 1 878 |
| 4 | 75 | 89 | 99 | 124 | 226 | 382 | 1 449 |
| 5 | 73 | 88 | 100 | 123 | 223 | 374 | 1 146 |
| 6 | 73 | 89 | 100 | 125 | 222 | 360 | 928 |
| 7 | 72 | 89 | 100 | 124 | 219 | 343 | 766 |
| 8 | 70 | 88 | 99 | 125 | 217 | 326 | 643 |
| 9 | 68 | 87 | 98 | 126 | 215 | 309 | 546 |
| 10 | 67 | 86 | 98 | 126 | 213 | 308 | 469 |
| 11 | 66 | 85 | 97 | 126 | 212 | 306 | 407 |
| 12 | 64 | 83 | 96 | 124 | 210 | 305 | 356 |
| 13 | 63 | 82 | 95 | 123 | 209 | 303 | 313 |
| 14 | 62 | 81 | 93 | 121 | 208 | 302 | 302 |
| 15 | 60 | 79 | 92 | 120 | 206 | 300 | 300 |
| 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 58 | 77 | 90 | 118 | 204 | 298 | 298 |
| 18 | 57 | 76 | 89 | 117 | 203 | 297 | 297 |
| 19 | 56 | 75 | 88 | 116 | 202 | 297 | 297 |
| 20 | 56 | 75 | 87 | 115 | 202 | 296 | 296 |
| 21 | 55 | 74 | 86 | 115 | 201 | 295 | 295 |
| 22 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 23 | 53 | 72 | 84 | 113 | 199 | 293 | 293 |
| 24 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 25 | 51 | 70 | 82 | 110 | 197 | 291 | 291 |
| 26 | 49 | 69 | 81 | 109 | 196 | 290 | 290 |
| 27 | 48 | 68 | 80 | 108 | 195 | 289 | 289 |
| 28 | 47 | 66 | 79 | 107 | 193 | 288 | 288 |
| 29 | 46 | 65 | 78 | 106 | 192 | 286 | 286 |
| 30 | 45 | 64 | 78 | 105 | 191 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

92

99

120

238

334

3 339

2

78

91

97

119

237

362

2 490

3

76

90

98

122

230

380

1 878

4

75

89

99

124

226

382

1 449

5

73

88

100

123

223

374

1 146

6

73

89

100

125

222

360

928

7

72

89

100

124

219

343

766

8

70

88

99

125

217

326

643

9

68

87

98

126

215

309

546

10

67

86

98

126

213

308

469

11

66

85

97

126

212

306

407

12

64

83

96

124

210

305

356

13

63

82

95

123

209

303

313

14

62

81

93

121

208

302

302

15

60

79

92

120

206

300

300

16

59

78

91

119

205

299

299

17

58

77

90

118

204

298

298

18

57

76

89

117

203

297

297

19

56

75

88

116

202

297

297

20

56

75

87

115

202

296

296

21

55

74

86

115

201

295

295

22

54

73

85

114

200

294

294

23

53

72

84

113

199

293

293

24

52

71

83

112

198

292

292

25

51

70

82

110

197

291

291

26

49

69

81

109

196

290

290

27

48

68

80

108

195

289

289

28

47

66

79

107

193

288

288

29

46

65

78

106

192

286

286

30

45

64

78

105

191

285

285

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 | 52 | 65 | 71 | 92 | 210 | 306 | 3 209 |
| 2 | 51 | 64 | 70 | 92 | 210 | 350 | 2 396 |
| 3 | 50 | 63 | 72 | 96 | 204 | 368 | 1 808 |
| 4 | 49 | 63 | 74 | 99 | 201 | 369 | 1 395 |
| 5 | 49 | 64 | 75 | 99 | 199 | 361 | 1 104 |
| 6 | 49 | 65 | 76 | 101 | 197 | 348 | 894 |
| 7 | 49 | 66 | 77 | 101 | 196 | 332 | 739 |
| 8 | 48 | 65 | 77 | 102 | 195 | 315 | 620 |
| 9 | 46 | 65 | 77 | 104 | 193 | 297 | 528 |
| 10 | 46 | 65 | 77 | 105 | 192 | 286 | 454 |
| 11 | 45 | 64 | 77 | 105 | 191 | 285 | 394 |
| 12 | 44 | 64 | 76 | 104 | 191 | 285 | 344 |
| 13 | 44 | 63 | 75 | 104 | 190 | 284 | 303 |
| 14 | 43 | 62 | 75 | 103 | 189 | 283 | 283 |
| 15 | 43 | 62 | 74 | 103 | 189 | 283 | 283 |
| 16 | 42 | 61 | 73 | 102 | 188 | 282 | 282 |
| 17 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 18 | 41 | 60 | 72 | 101 | 187 | 281 | 281 |
| 19 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 20 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 21 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 22 | 39 | 59 | 71 | 99 | 186 | 280 | 280 |
| 23 | 39 | 58 | 71 | 99 | 185 | 279 | 279 |
| 24 | 38 | 57 | 70 | 98 | 184 | 278 | 278 |
| 25 | 38 | 57 | 69 | 98 | 184 | 278 | 278 |
| 26 | 37 | 56 | 69 | 97 | 183 | 277 | 277 |
| 27 | 36 | 55 | 69 | 96 | 182 | 276 | 276 |
| 28 | 36 | 55 | 71 | 95 | 182 | 276 | 276 |
| 29 | 35 | 54 | 74 | 95 | 181 | 275 | 275 |
| 30 | 34 | 53 | 76 | 94 | 180 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

65

71

92

210

306

3 209

2

51

64

70

92

210

350

2 396

3

50

63

72

96

204

368

1 808

4

49

63

74

99

201

369

1 395

5

49

64

75

99

199

361

1 104

6

49

65

76

101

197

348

894

7

49

66

77

101

196

332

739

8

48

65

77

102

195

315

620

9

46

65

77

104

193

297

528

10

46

65

77

105

192

286

454

11

45

64

77

105

191

285

394

12

44

64

76

104

191

285

344

13

44

63

75

104

190

284

303

14

43

62

75

103

189

283

283

15

43

62

74

103

189

283

283

16

42

61

73

102

188

282

282

17

41

60

73

101

187

281

281

18

41

60

72

101

187

281

281

19

40

59

72

100

186

280

280

20

40

59

72

100

186

280

280

21

40

59

72

100

186

280

280

22

39

59

71

99

186

280

280

23

39

58

71

99

185

279

279

24

38

57

70

98

184

278

278

25

38

57

69

98

184

278

278

26

37

56

69

97

183

277

277

27

36

55

69

96

182

276

276

28

36

55

71

95

182

276

276

29

35

54

74

95

181

275

275

30

34

53

76

94

180

274

274

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 | 39 | 46 | 67 | 185 | 307 | 3 250 |
| 2 | 28 | 40 | 46 | 68 | 186 | 353 | 2 424 |
| 3 | 26 | 40 | 48 | 72 | 180 | 371 | 1 826 |
| 4 | 26 | 40 | 50 | 75 | 177 | 372 | 1 408 |
| 5 | 26 | 41 | 52 | 76 | 176 | 363 | 1 112 |
| 6 | 26 | 43 | 54 | 78 | 175 | 350 | 899 |
| 7 | 27 | 44 | 55 | 80 | 174 | 333 | 742 |
| 8 | 26 | 44 | 55 | 81 | 174 | 315 | 622 |
| 9 | 26 | 45 | 56 | 84 | 173 | 297 | 528 |
| 10 | 26 | 45 | 57 | 85 | 172 | 279 | 454 |
| 11 | 25 | 44 | 57 | 85 | 172 | 266 | 394 |
| 12 | 25 | 44 | 56 | 85 | 171 | 265 | 344 |
| 13 | 24 | 43 | 56 | 84 | 170 | 264 | 303 |
| 14 | 23 | 43 | 55 | 83 | 170 | 264 | 268 |
| 15 | 23 | 42 | 55 | 83 | 169 | 263 | 263 |
| 16 | 22 | 41 | 54 | 82 | 168 | 262 | 262 |
| 17 | 22 | 41 | 53 | 82 | 168 | 262 | 262 |
| 18 | 21 | 41 | 53 | 81 | 168 | 262 | 262 |
| 19 | 21 | 40 | 53 | 81 | 167 | 261 | 261 |
| 20 | 21 | 40 | 53 | 81 | 167 | 262 | 262 |
| 21 | 21 | 41 | 54 | 81 | 168 | 262 | 262 |
| 22 | 21 | 40 | 57 | 81 | 167 | 261 | 261 |
| 23 | 21 | 40 | 58 | 81 | 167 | 261 | 261 |
| 24 | 21 | 40 | 61 | 81 | 167 | 261 | 261 |
| 25 | 21 | 40 | 64 | 81 | 167 | 261 | 261 |
| 26 | 20 | 40 | 66 | 80 | 167 | 261 | 261 |
| 27 | 20 | 39 | 69 | 80 | 166 | 260 | 260 |
| 28 | 20 | 39 | 71 | 80 | 166 | 260 | 260 |
| 29 | 20 | 39 | 73 | 79 | 166 | 260 | 260 |
| 30 | 19 | 38 | 76 | 79 | 165 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

39

46

67

185

307

3 250

2

28

40

46

68

186

353

2 424

3

26

40

48

72

180

371

1 826

4

26

40

50

75

177

372

1 408

5

26

41

52

76

176

363

1 112

6

26

43

54

78

175

350

899

7

27

44

55

80

174

333

742

8

26

44

55

81

174

315

622

9

26

45

56

84

173

297

528

10

26

45

57

85

172

279

454

11

25

44

57

85

172

266

394

12

25

44

56

85

171

265

344

13

24

43

56

84

170

264

303

14

23

43

55

83

170

264

268

15

23

42

55

83

169

263

263

16

22

41

54

82

168

262

262

17

22

41

53

82

168

262

262

18

21

41

53

81

168

262

262

19

21

40

53

81

167

261

261

20

21

40

53

81

167

262

262

21

21

41

54

81

168

262

262

22

21

40

57

81

167

261

261

23

21

40

58

81

167

261

261

24

21

40

61

81

167

261

261

25

21

40

64

81

167

261

261

26

20

40

66

80

167

261

261

27

20

39

69

80

166

260

260

28

20

39

71

80

166

260

260

29

20

39

73

79

166

260

260

30

19

38

76

79

165

259

259

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 | 142 | 299 | 3 163 |
| 2 | 0 | 1 | 6 | 25 | 143 | 343 | 2 349 |
| 3 | 1 | 1 | 8 | 30 | 138 | 360 | 1 767 |
| 4 | 1 | 3 | 11 | 33 | 135 | 360 | 1 362 |
| 5 | 1 | 4 | 14 | 35 | 135 | 352 | 1 077 |
| 6 | 2 | 4 | 16 | 39 | 135 | 339 | 871 |
| 7 | 2 | 6 | 19 | 41 | 135 | 323 | 719 |
| 8 | 2 | 6 | 22 | 43 | 135 | 306 | 603 |
| 9 | 3 | 7 | 24 | 46 | 135 | 289 | 513 |
| 10 | 4 | 8 | 26 | 48 | 135 | 271 | 441 |
| 11 | 4 | 9 | 29 | 50 | 136 | 255 | 382 |
| 12 | 4 | 10 | 31 | 49 | 135 | 238 | 334 |
| 13 | 4 | 10 | 34 | 50 | 136 | 230 | 294 |
| 14 | 4 | 12 | 36 | 49 | 136 | 230 | 260 |
| 15 | 5 | 12 | 38 | 48 | 134 | 229 | 231 |
| 16 | 6 | 13 | 41 | 48 | 134 | 228 | 228 |
| 17 | 6 | 14 | 43 | 50 | 133 | 228 | 228 |
| 18 | 6 | 15 | 45 | 52 | 134 | 228 | 228 |
| 19 | 7 | 15 | 47 | 54 | 134 | 228 | 228 |
| 20 | 7 | 17 | 50 | 56 | 134 | 228 | 228 |
| 21 | 7 | 17 | 53 | 58 | 135 | 229 | 229 |
| 22 | 8 | 18 | 54 | 60 | 135 | 229 | 229 |
| 23 | 8 | 18 | 57 | 61 | 135 | 229 | 229 |
| 24 | 8 | 20 | 59 | 64 | 134 | 229 | 229 |
| 25 | 9 | 20 | 62 | 66 | 134 | 228 | 228 |
| 26 | 9 | 21 | 64 | 68 | 136 | 228 | 228 |
| 27 | 10 | 23 | 67 | 70 | 137 | 228 | 228 |
| 28 | 10 | 23 | 69 | 71 | 138 | 228 | 228 |
| 29 | 10 | 24 | 72 | 73 | 139 | 228 | 228 |
| 30 | 11 | 25 | 74 | 75 | 141 | 228 | 228 |

Duration (in years)

Credit quality step 0

Credit 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

142

299

3 163

2

0

1

6

25

143

343

2 349

3

1

1

8

30

138

360

1 767

4

1

3

11

33

135

360

1 362

5

1

4

14

35

135

352

1 077

6

2

4

16

39

135

339

871

7

2

6

19

41

135

323

719

8

2

6

22

43

135

306

603

9

3

7

24

46

135

289

513

10

4

8

26

48

135

271

441

11

4

9

29

50

136

255

382

12

4

10

31

49

135

238

334

13

4

10

34

50

136

230

294

14

4

12

36

49

136

230

260

15

5

12

38

48

134

229

231

16

6

13

41

48

134

228

228

17

6

14

43

50

133

228

228

18

6

15

45

52

134

228

228

19

7

15

47

54

134

228

228

20

7

17

50

56

134

228

228

21

7

17

53

58

135

229

229

22

8

18

54

60

135

229

229

23

8

18

57

61

135

229

229

24

8

20

59

64

134

229

229

25

9

20

62

66

134

228

228

26

9

21

64

68

136

228

228

27

10

23

67

70

137

228

228

28

10

23

69

71

138

228

228

29

10

24

72

73

139

228

228

30

11

25

74

75

141

228

228

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 | 41 | 53 | 60 | 81 | 199 | 303 | 3 205 |
| 2 | 41 | 54 | 60 | 81 | 199 | 348 | 2 384 |
| 3 | 40 | 53 | 62 | 86 | 194 | 365 | 1 797 |
| 4 | 40 | 54 | 64 | 89 | 191 | 367 | 1 387 |
| 5 | 40 | 55 | 66 | 90 | 190 | 359 | 1 098 |
| 6 | 40 | 56 | 68 | 92 | 189 | 346 | 889 |
| 7 | 41 | 58 | 69 | 93 | 188 | 330 | 734 |
| 8 | 40 | 58 | 69 | 95 | 187 | 313 | 616 |
| 9 | 39 | 58 | 69 | 97 | 186 | 295 | 524 |
| 10 | 39 | 58 | 70 | 98 | 185 | 279 | 451 |
| 11 | 38 | 57 | 70 | 98 | 185 | 279 | 391 |
| 12 | 38 | 57 | 69 | 98 | 184 | 278 | 342 |
| 13 | 37 | 56 | 69 | 97 | 183 | 277 | 301 |
| 14 | 36 | 56 | 68 | 96 | 183 | 277 | 277 |
| 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 16 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 17 | 35 | 54 | 66 | 94 | 181 | 275 | 275 |
| 18 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 19 | 34 | 53 | 65 | 94 | 180 | 274 | 274 |
| 20 | 33 | 53 | 65 | 93 | 180 | 274 | 274 |
| 21 | 33 | 52 | 65 | 93 | 179 | 273 | 273 |
| 22 | 33 | 52 | 64 | 93 | 179 | 273 | 273 |
| 23 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 24 | 32 | 51 | 63 | 91 | 178 | 272 | 272 |
| 25 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 26 | 30 | 49 | 66 | 90 | 176 | 270 | 270 |
| 27 | 29 | 49 | 68 | 89 | 176 | 270 | 270 |
| 28 | 29 | 48 | 71 | 89 | 175 | 269 | 269 |
| 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 |
| 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

41

53

60

81

199

303

3 205

2

41

54

60

81

199

348

2 384

3

40

53

62

86

194

365

1 797

4

40

54

64

89

191

367

1 387

5

40

55

66

90

190

359

1 098

6

40

56

68

92

189

346

889

7

41

58

69

93

188

330

734

8

40

58

69

95

187

313

616

9

39

58

69

97

186

295

524

10

39

58

70

98

185

279

451

11

38

57

70

98

185

279

391

12

38

57

69

98

184

278

342

13

37

56

69

97

183

277

301

14

36

56

68

96

183

277

277

15

36

55

68

96

182

276

276

16

35

54

67

95

181

275

275

17

35

54

66

94

181

275

275

18

34

53

66

94

180

274

274

19

34

53

65

94

180

274

274

20

33

53

65

93

180

274

274

21

33

52

65

93

179

273

273

22

33

52

64

93

179

273

273

23

32

51

64

92

178

272

272

24

32

51

63

91

178

272

272

25

31

50

63

91

177

271

271

26

30

49

66

90

176

270

270

27

29

49

68

89

176

270

270

28

29

48

71

89

175

269

269

29

28

47

73

88

174

268

268

30

27

46

76

87

173

268

268

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 | 13 | 26 | 32 | 53 | 171 | 305 | 3 230 |
| 2 | 17 | 29 | 36 | 57 | 175 | 349 | 2 396 |
| 3 | 19 | 33 | 41 | 65 | 173 | 366 | 1 804 |
| 4 | 22 | 36 | 46 | 71 | 173 | 368 | 1 392 |
| 5 | 24 | 39 | 51 | 74 | 174 | 360 | 1 102 |
| 6 | 23 | 40 | 51 | 75 | 172 | 347 | 892 |
| 7 | 28 | 46 | 56 | 81 | 176 | 331 | 737 |
| 8 | 27 | 45 | 56 | 82 | 174 | 314 | 619 |
| 9 | 28 | 47 | 58 | 86 | 175 | 296 | 526 |
| 10 | 30 | 49 | 61 | 89 | 176 | 279 | 453 |
| 11 | 31 | 50 | 63 | 91 | 177 | 271 | 393 |
| 12 | 32 | 51 | 64 | 92 | 178 | 272 | 344 |
| 13 | 32 | 51 | 64 | 92 | 178 | 272 | 302 |
| 14 | 33 | 52 | 64 | 92 | 179 | 273 | 273 |
| 15 | 33 | 52 | 64 | 93 | 179 | 273 | 273 |
| 16 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 17 | 32 | 51 | 64 | 92 | 178 | 273 | 273 |
| 18 | 32 | 51 | 63 | 92 | 178 | 272 | 272 |
| 19 | 31 | 51 | 63 | 91 | 178 | 272 | 272 |
| 20 | 32 | 51 | 63 | 91 | 178 | 272 | 272 |
| 21 | 31 | 51 | 63 | 91 | 178 | 272 | 272 |
| 22 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 23 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 24 | 30 | 50 | 62 | 90 | 177 | 271 | 271 |
| 25 | 30 | 49 | 64 | 90 | 176 | 270 | 270 |
| 26 | 30 | 49 | 66 | 89 | 176 | 270 | 270 |
| 27 | 29 | 48 | 69 | 89 | 175 | 269 | 269 |
| 28 | 28 | 48 | 71 | 88 | 175 | 269 | 269 |
| 29 | 28 | 47 | 73 | 88 | 174 | 268 | 268 |
| 30 | 27 | 46 | 76 | 87 | 173 | 268 | 268 |

Duration (in years)

Credit quality step 0

Credit 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

26

32

53

171

305

3 230

2

17

29

36

57

175

349

2 396

3

19

33

41

65

173

366

1 804

4

22

36

46

71

173

368

1 392

5

24

39

51

74

174

360

1 102

6

23

40

51

75

172

347

892

7

28

46

56

81

176

331

737

8

27

45

56

82

174

314

619

9

28

47

58

86

175

296

526

10

30

49

61

89

176

279

453

11

31

50

63

91

177

271

393

12

32

51

64

92

178

272

344

13

32

51

64

92

178

272

302

14

33

52

64

92

179

273

273

15

33

52

64

93

179

273

273

16

32

51

64

92

178

272

272

17

32

51

64

92

178

273

273

18

32

51

63

92

178

272

272

19

31

51

63

91

178

272

272

20

32

51

63

91

178

272

272

21

31

51

63

91

178

272

272

22

31

50

63

91

177

271

271

23

31

50

63

91

177

271

271

24

30

50

62

90

177

271

271

25

30

49

64

90

176

270

270

26

30

49

66

89

176

270

270

27

29

48

69

89

175

269

269

28

28

48

71

88

175

269

269

29

28

47

73

88

174

268

268

30

27

46

76

87

173

268

268

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 | 13 | 25 | 31 | 53 | 171 | 306 | 3 237 |
| 2 | 14 | 26 | 33 | 54 | 172 | 351 | 2 409 |
| 3 | 14 | 28 | 36 | 60 | 168 | 369 | 1 817 |
| 4 | 15 | 29 | 39 | 64 | 166 | 370 | 1 401 |
| 5 | 16 | 31 | 42 | 66 | 166 | 362 | 1 108 |
| 6 | 17 | 34 | 45 | 69 | 166 | 349 | 897 |
| 7 | 19 | 36 | 47 | 71 | 166 | 332 | 740 |
| 8 | 19 | 37 | 48 | 74 | 166 | 315 | 621 |
| 9 | 19 | 38 | 49 | 77 | 166 | 297 | 528 |
| 10 | 20 | 39 | 51 | 79 | 166 | 279 | 454 |
| 11 | 20 | 39 | 52 | 80 | 166 | 262 | 393 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 20 | 39 | 52 | 80 | 166 | 260 | 302 |
| 14 | 20 | 39 | 52 | 80 | 166 | 260 | 267 |
| 15 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 16 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 17 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 18 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 19 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 20 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 21 | 20 | 39 | 54 | 80 | 166 | 260 | 260 |
| 22 | 20 | 39 | 57 | 80 | 166 | 260 | 260 |
| 23 | 19 | 38 | 58 | 79 | 165 | 259 | 259 |
| 24 | 19 | 38 | 61 | 79 | 165 | 259 | 259 |
| 25 | 18 | 38 | 63 | 78 | 165 | 259 | 259 |
| 26 | 18 | 37 | 66 | 78 | 164 | 258 | 258 |
| 27 | 18 | 37 | 68 | 77 | 164 | 258 | 258 |
| 28 | 17 | 36 | 71 | 77 | 163 | 257 | 257 |
| 29 | 17 | 36 | 73 | 77 | 163 | 257 | 257 |
| 30 | 16 | 35 | 76 | 77 | 162 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit 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

25

31

53

171

306

3 237

2

14

26

33

54

172

351

2 409

3

14

28

36

60

168

369

1 817

4

15

29

39

64

166

370

1 401

5

16

31

42

66

166

362

1 108

6

17

34

45

69

166

349

897

7

19

36

47

71

166

332

740

8

19

37

48

74

166

315

621

9

19

38

49

77

166

297

528

10

20

39

51

79

166

279

454

11

20

39

52

80

166

262

393

12

20

39

52

80

166

260

344

13

20

39

52

80

166

260

302

14

20

39

52

80

166

260

267

15

20

39

52

80

166

260

260

16

20

39

52

80

166

260

260

17

20

39

52

80

166

260

260

18

20

39

52

80

166

260

260

19

20

39

52

80

166

260

260

20

20

39

52

80

166

260

260

21

20

39

54

80

166

260

260

22

20

39

57

80

166

260

260

23

19

38

58

79

165

259

259

24

19

38

61

79

165

259

259

25

18

38

63

78

165

259

259

26

18

37

66

78

164

258

258

27

18

37

68

77

164

258

258

28

17

36

71

77

163

257

257

29

17

36

73

77

163

257

257

30

16

35

76

77

162

256

256

3.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 57 | 64 | 85 | 203 | 319 | 3 388 |
| 2 | 48 | 60 | 67 | 88 | 206 | 369 | 2 542 |
| 3 | 51 | 64 | 72 | 96 | 204 | 388 | 1 920 |
| 4 | 52 | 66 | 76 | 101 | 203 | 390 | 1 482 |
| 5 | 54 | 69 | 80 | 104 | 204 | 382 | 1 172 |
| 6 | 56 | 72 | 83 | 108 | 204 | 368 | 948 |
| 7 | 57 | 74 | 85 | 110 | 204 | 351 | 782 |
| 8 | 57 | 75 | 86 | 112 | 204 | 332 | 656 |
| 9 | 57 | 76 | 87 | 115 | 204 | 314 | 558 |
| 10 | 58 | 77 | 89 | 117 | 204 | 298 | 479 |
| 11 | 58 | 77 | 89 | 117 | 204 | 298 | 416 |
| 12 | 57 | 76 | 89 | 117 | 203 | 297 | 363 |
| 13 | 57 | 76 | 88 | 116 | 203 | 297 | 319 |
| 14 | 56 | 75 | 87 | 116 | 202 | 296 | 296 |
| 15 | 55 | 74 | 87 | 115 | 201 | 295 | 295 |
| 16 | 54 | 73 | 86 | 114 | 200 | 294 | 294 |
| 17 | 54 | 73 | 85 | 114 | 200 | 294 | 294 |
| 18 | 53 | 72 | 85 | 113 | 199 | 293 | 293 |
| 19 | 52 | 71 | 84 | 112 | 198 | 293 | 293 |
| 20 | 52 | 71 | 83 | 112 | 198 | 292 | 292 |
| 21 | 51 | 70 | 83 | 111 | 197 | 291 | 291 |
| 22 | 50 | 69 | 82 | 110 | 196 | 290 | 290 |
| 23 | 49 | 68 | 81 | 109 | 195 | 290 | 290 |
| 24 | 48 | 68 | 80 | 108 | 195 | 289 | 289 |
| 25 | 48 | 67 | 79 | 107 | 194 | 288 | 288 |
| 26 | 47 | 66 | 78 | 106 | 193 | 287 | 287 |
| 27 | 46 | 65 | 77 | 106 | 192 | 286 | 286 |
| 28 | 45 | 64 | 76 | 105 | 191 | 285 | 285 |
| 29 | 44 | 63 | 76 | 104 | 190 | 284 | 284 |
| 30 | 43 | 62 | 80 | 103 | 189 | 283 | 283 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

57

64

85

203

319

3 388

2

48

60

67

88

206

369

2 542

3

51

64

72

96

204

388

1 920

4

52

66

76

101

203

390

1 482

5

54

69

80

104

204

382

1 172

6

56

72

83

108

204

368

948

7

57

74

85

110

204

351

782

8

57

75

86

112

204

332

656

9

57

76

87

115

204

314

558

10

58

77

89

117

204

298

479

11

58

77

89

117

204

298

416

12

57

76

89

117

203

297

363

13

57

76

88

116

203

297

319

14

56

75

87

116

202

296

296

15

55

74

87

115

201

295

295

16

54

73

86

114

200

294

294

17

54

73

85

114

200

294

294

18

53

72

85

113

199

293

293

19

52

71

84

112

198

293

293

20

52

71

83

112

198

292

292

21

51

70

83

111

197

291

291

22

50

69

82

110

196

290

290

23

49

68

81

109

195

290

290

24

48

68

80

108

195

289

289

25

48

67

79

107

194

288

288

26

47

66

78

106

193

287

287

27

46

65

77

106

192

286

286

28

45

64

76

105

191

285

285

29

44

63

76

104

190

284

284

30

43

62

80

103

189

283

283

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 76 | 89 | 95 | 117 | 235 | 330 | 3 357 |
| 2 | 81 | 94 | 100 | 121 | 239 | 368 | 2 534 |
| 3 | 82 | 95 | 103 | 127 | 235 | 391 | 1 928 |
| 4 | 82 | 96 | 106 | 131 | 233 | 395 | 1 495 |
| 5 | 85 | 100 | 111 | 135 | 235 | 388 | 1 187 |
| 6 | 87 | 103 | 115 | 139 | 236 | 375 | 963 |
| 7 | 89 | 107 | 117 | 142 | 237 | 358 | 796 |
| 8 | 91 | 108 | 120 | 146 | 238 | 340 | 669 |
| 9 | 92 | 110 | 122 | 149 | 239 | 333 | 569 |
| 10 | 92 | 111 | 124 | 152 | 239 | 333 | 490 |
| 11 | 92 | 111 | 124 | 152 | 239 | 333 | 425 |
| 12 | 92 | 111 | 123 | 152 | 238 | 332 | 371 |
| 13 | 91 | 110 | 122 | 150 | 237 | 331 | 331 |
| 14 | 89 | 108 | 121 | 149 | 235 | 329 | 329 |
| 15 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 16 | 87 | 106 | 118 | 146 | 233 | 327 | 327 |
| 17 | 85 | 104 | 117 | 145 | 231 | 325 | 325 |
| 18 | 84 | 103 | 116 | 144 | 230 | 324 | 324 |
| 19 | 83 | 102 | 114 | 142 | 229 | 323 | 323 |
| 20 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 21 | 80 | 99 | 112 | 140 | 226 | 320 | 320 |
| 22 | 78 | 97 | 110 | 138 | 224 | 318 | 318 |
| 23 | 77 | 96 | 108 | 137 | 223 | 317 | 317 |
| 24 | 75 | 94 | 107 | 135 | 221 | 315 | 315 |
| 25 | 73 | 93 | 105 | 133 | 220 | 314 | 314 |
| 26 | 72 | 91 | 103 | 132 | 218 | 312 | 312 |
| 27 | 70 | 89 | 102 | 130 | 216 | 310 | 310 |
| 28 | 69 | 88 | 100 | 128 | 215 | 309 | 309 |
| 29 | 67 | 86 | 99 | 127 | 213 | 307 | 307 |
| 30 | 66 | 85 | 97 | 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

76

89

95

117

235

330

3 357

2

81

94

100

121

239

368

2 534

3

82

95

103

127

235

391

1 928

4

82

96

106

131

233

395

1 495

5

85

100

111

135

235

388

1 187

6

87

103

115

139

236

375

963

7

89

107

117

142

237

358

796

8

91

108

120

146

238

340

669

9

92

110

122

149

239

333

569

10

92

111

124

152

239

333

490

11

92

111

124

152

239

333

425

12

92

111

123

152

238

332

371

13

91

110

122

150

237

331

331

14

89

108

121

149

235

329

329

15

88

107

120

148

234

328

328

16

87

106

118

146

233

327

327

17

85

104

117

145

231

325

325

18

84

103

116

144

230

324

324

19

83

102

114

142

229

323

323

20

81

100

113

141

227

321

321

21

80

99

112

140

226

320

320

22

78

97

110

138

224

318

318

23

77

96

108

137

223

317

317

24

75

94

107

135

221

315

315

25

73

93

105

133

220

314

314

26

72

91

103

132

218

312

312

27

70

89

102

130

216

310

310

28

69

88

100

128

215

309

309

29

67

86

99

127

213

307

307

30

66

85

97

125

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 | 7 | 19 | 25 | 47 | 165 | 303 | 3 211 |
| 2 | 10 | 22 | 28 | 50 | 168 | 349 | 2 388 |
| 3 | 11 | 25 | 33 | 57 | 165 | 366 | 1 801 |
| 4 | 13 | 27 | 37 | 62 | 164 | 367 | 1 389 |
| 5 | 15 | 30 | 42 | 65 | 165 | 359 | 1 099 |
| 6 | 17 | 33 | 44 | 69 | 166 | 346 | 890 |
| 7 | 19 | 36 | 46 | 71 | 166 | 330 | 735 |
| 8 | 19 | 37 | 48 | 74 | 166 | 313 | 616 |
| 9 | 19 | 38 | 49 | 77 | 166 | 295 | 524 |
| 10 | 19 | 38 | 51 | 79 | 166 | 277 | 450 |
| 11 | 20 | 39 | 51 | 79 | 166 | 260 | 391 |
| 12 | 19 | 38 | 51 | 79 | 165 | 260 | 341 |
| 13 | 19 | 38 | 50 | 79 | 165 | 259 | 300 |
| 14 | 18 | 37 | 50 | 78 | 164 | 258 | 266 |
| 15 | 18 | 37 | 49 | 77 | 164 | 258 | 258 |
| 16 | 17 | 36 | 48 | 77 | 163 | 257 | 257 |
| 17 | 16 | 36 | 48 | 76 | 163 | 257 | 257 |
| 18 | 16 | 35 | 48 | 76 | 162 | 256 | 256 |
| 19 | 16 | 35 | 49 | 76 | 162 | 256 | 256 |
| 20 | 16 | 35 | 51 | 76 | 162 | 256 | 256 |
| 21 | 16 | 35 | 54 | 76 | 162 | 256 | 256 |
| 22 | 16 | 35 | 56 | 76 | 162 | 256 | 256 |
| 23 | 16 | 35 | 58 | 76 | 162 | 256 | 256 |
| 24 | 16 | 35 | 61 | 76 | 162 | 256 | 256 |
| 25 | 16 | 35 | 63 | 76 | 162 | 256 | 256 |
| 26 | 16 | 35 | 66 | 76 | 162 | 256 | 256 |
| 27 | 16 | 35 | 68 | 75 | 162 | 256 | 256 |
| 28 | 15 | 34 | 71 | 75 | 161 | 256 | 256 |
| 29 | 15 | 34 | 73 | 75 | 161 | 255 | 255 |
| 30 | 15 | 34 | 76 | 77 | 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

7

19

25

47

165

303

3 211

2

10

22

28

50

168

349

2 388

3

11

25

33

57

165

366

1 801

4

13

27

37

62

164

367

1 389

5

15

30

42

65

165

359

1 099

6

17

33

44

69

166

346

890

7

19

36

46

71

166

330

735

8

19

37

48

74

166

313

616

9

19

38

49

77

166

295

524

10

19

38

51

79

166

277

450

11

20

39

51

79

166

260

391

12

19

38

51

79

165

260

341

13

19

38

50

79

165

259

300

14

18

37

50

78

164

258

266

15

18

37

49

77

164

258

258

16

17

36

48

77

163

257

257

17

16

36

48

76

163

257

257

18

16

35

48

76

162

256

256

19

16

35

49

76

162

256

256

20

16

35

51

76

162

256

256

21

16

35

54

76

162

256

256

22

16

35

56

76

162

256

256

23

16

35

58

76

162

256

256

24

16

35

61

76

162

256

256

25

16

35

63

76

162

256

256

26

16

35

66

76

162

256

256

27

16

35

68

75

162

256

256

28

15

34

71

75

161

256

256

29

15

34

73

75

161

255

255

30

15

34

76

77

161

255

255

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 90 | 103 | 109 | 131 | 249 | 345 | 3 401 |
| 2 | 91 | 104 | 110 | 132 | 250 | 369 | 2 546 |
| 3 | 91 | 104 | 113 | 137 | 245 | 389 | 1 925 |
| 4 | 91 | 106 | 116 | 141 | 243 | 392 | 1 489 |
| 5 | 92 | 107 | 119 | 143 | 243 | 384 | 1 180 |
| 6 | 93 | 110 | 121 | 145 | 242 | 371 | 956 |
| 7 | 94 | 112 | 122 | 147 | 242 | 354 | 790 |
| 8 | 94 | 112 | 123 | 149 | 242 | 336 | 663 |
| 9 | 94 | 112 | 124 | 151 | 241 | 335 | 564 |
| 10 | 93 | 112 | 124 | 152 | 239 | 333 | 485 |
| 11 | 92 | 111 | 123 | 151 | 238 | 332 | 420 |
| 12 | 90 | 109 | 122 | 150 | 236 | 330 | 367 |
| 13 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 14 | 86 | 105 | 118 | 146 | 232 | 326 | 326 |
| 15 | 85 | 104 | 116 | 144 | 231 | 325 | 325 |
| 16 | 83 | 102 | 114 | 142 | 229 | 323 | 323 |
| 17 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 18 | 80 | 99 | 111 | 139 | 226 | 320 | 320 |
| 19 | 78 | 97 | 110 | 138 | 224 | 318 | 318 |
| 20 | 77 | 96 | 109 | 137 | 223 | 317 | 317 |
| 21 | 76 | 95 | 108 | 136 | 222 | 316 | 316 |
| 22 | 75 | 94 | 107 | 135 | 221 | 315 | 315 |
| 23 | 74 | 93 | 105 | 134 | 220 | 314 | 314 |
| 24 | 73 | 92 | 104 | 132 | 219 | 313 | 313 |
| 25 | 71 | 90 | 103 | 131 | 217 | 311 | 311 |
| 26 | 70 | 89 | 102 | 130 | 216 | 310 | 310 |
| 27 | 69 | 88 | 101 | 129 | 215 | 309 | 309 |
| 28 | 68 | 87 | 99 | 128 | 214 | 308 | 308 |
| 29 | 67 | 86 | 98 | 127 | 213 | 307 | 307 |
| 30 | 66 | 85 | 97 | 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

103

109

131

249

345

3 401

2

91

104

110

132

250

369

2 546

3

91

104

113

137

245

389

1 925

4

91

106

116

141

243

392

1 489

5

92

107

119

143

243

384

1 180

6

93

110

121

145

242

371

956

7

94

112

122

147

242

354

790

8

94

112

123

149

242

336

663

9

94

112

124

151

241

335

564

10

93

112

124

152

239

333

485

11

92

111

123

151

238

332

420

12

90

109

122

150

236

330

367

13

88

107

120

148

234

328

328

14

86

105

118

146

232

326

326

15

85

104

116

144

231

325

325

16

83

102

114

142

229

323

323

17

81

100

113

141

227

321

321

18

80

99

111

139

226

320

320

19

78

97

110

138

224

318

318

20

77

96

109

137

223

317

317

21

76

95

108

136

222

316

316

22

75

94

107

135

221

315

315

23

74

93

105

134

220

314

314

24

73

92

104

132

219

313

313

25

71

90

103

131

217

311

311

26

70

89

102

130

216

310

310

27

69

88

101

129

215

309

309

28

68

87

99

128

214

308

308

29

67

86

98

127

213

307

307

30

66

85

97

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 | 315 | 327 | 334 | 355 | 473 | 569 | 3 513 |
| 2 | 80 | 93 | 99 | 120 | 238 | 380 | 2 629 |
| 3 | 82 | 95 | 104 | 128 | 236 | 400 | 1 985 |
| 4 | 84 | 98 | 109 | 134 | 236 | 402 | 1 531 |
| 5 | 86 | 102 | 113 | 137 | 237 | 393 | 1 211 |
| 6 | 88 | 105 | 116 | 140 | 237 | 379 | 979 |
| 7 | 90 | 108 | 118 | 143 | 238 | 361 | 808 |
| 8 | 91 | 109 | 120 | 146 | 238 | 342 | 677 |
| 9 | 92 | 110 | 122 | 149 | 239 | 333 | 576 |
| 10 | 92 | 111 | 123 | 151 | 239 | 333 | 495 |
| 11 | 92 | 111 | 124 | 152 | 239 | 333 | 429 |
| 12 | 93 | 112 | 124 | 152 | 239 | 333 | 375 |
| 13 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 14 | 94 | 113 | 125 | 153 | 240 | 334 | 334 |
| 15 | 94 | 113 | 126 | 154 | 240 | 334 | 334 |
| 16 | 95 | 114 | 127 | 155 | 241 | 335 | 335 |
| 17 | 96 | 115 | 128 | 156 | 242 | 336 | 336 |
| 18 | 97 | 116 | 129 | 157 | 243 | 337 | 337 |
| 19 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 20 | 98 | 118 | 130 | 158 | 245 | 339 | 339 |
| 21 | 99 | 118 | 130 | 158 | 245 | 339 | 339 |
| 22 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 23 | 98 | 117 | 129 | 157 | 244 | 338 | 338 |
| 24 | 97 | 116 | 128 | 156 | 243 | 337 | 337 |
| 25 | 96 | 115 | 127 | 155 | 242 | 336 | 336 |
| 26 | 94 | 113 | 126 | 154 | 240 | 334 | 334 |
| 27 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 28 | 92 | 111 | 123 | 151 | 238 | 332 | 332 |
| 29 | 90 | 109 | 122 | 150 | 236 | 330 | 330 |
| 30 | 89 | 108 | 120 | 149 | 235 | 329 | 329 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

315

327

334

355

473

569

3 513

2

80

93

99

120

238

380

2 629

3

82

95

104

128

236

400

1 985

4

84

98

109

134

236

402

1 531

5

86

102

113

137

237

393

1 211

6

88

105

116

140

237

379

979

7

90

108

118

143

238

361

808

8

91

109

120

146

238

342

677

9

92

110

122

149

239

333

576

10

92

111

123

151

239

333

495

11

92

111

124

152

239

333

429

12

93

112

124

152

239

333

375

13

93

112

125

153

239

333

333

14

94

113

125

153

240

334

334

15

94

113

126

154

240

334

334

16

95

114

127

155

241

335

335

17

96

115

128

156

242

336

336

18

97

116

129

157

243

337

337

19

98

117

130

158

244

338

338

20

98

118

130

158

245

339

339

21

99

118

130

158

245

339

339

22

98

117

130

158

244

338

338

23

98

117

129

157

244

338

338

24

97

116

128

156

243

337

337

25

96

115

127

155

242

336

336

26

94

113

126

154

240

334

334

27

93

112

125

153

239

333

333

28

92

111

123

151

238

332

332

29

90

109

122

150

236

330

330

30

89

108

120

149

235

329

329

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 7 | 13 | 35 | 153 | 303 | 3 211 |
| 2 | 0 | 7 | 13 | 35 | 153 | 348 | 2 384 |
| 3 | 1 | 7 | 15 | 39 | 147 | 364 | 1 792 |
| 4 | 1 | 7 | 17 | 42 | 144 | 365 | 1 380 |
| 5 | 1 | 8 | 20 | 43 | 143 | 356 | 1 090 |
| 6 | 2 | 10 | 21 | 46 | 142 | 342 | 881 |
| 7 | 2 | 12 | 22 | 47 | 142 | 326 | 727 |
| 8 | 2 | 12 | 23 | 49 | 141 | 309 | 609 |
| 9 | 3 | 12 | 25 | 51 | 140 | 291 | 517 |
| 10 | 4 | 12 | 26 | 52 | 140 | 273 | 444 |
| 11 | 4 | 12 | 29 | 53 | 139 | 256 | 385 |
| 12 | 4 | 12 | 32 | 53 | 139 | 240 | 337 |
| 13 | 4 | 12 | 34 | 53 | 139 | 234 | 296 |
| 14 | 4 | 13 | 37 | 53 | 140 | 234 | 262 |
| 15 | 6 | 13 | 38 | 54 | 140 | 234 | 234 |
| 16 | 6 | 13 | 41 | 54 | 140 | 234 | 234 |
| 17 | 6 | 14 | 44 | 54 | 141 | 235 | 235 |
| 18 | 6 | 15 | 46 | 55 | 141 | 235 | 235 |
| 19 | 7 | 15 | 48 | 56 | 142 | 236 | 236 |
| 20 | 7 | 17 | 51 | 57 | 143 | 237 | 237 |
| 21 | 7 | 17 | 53 | 59 | 143 | 238 | 238 |
| 22 | 8 | 18 | 55 | 61 | 144 | 238 | 238 |
| 23 | 8 | 19 | 58 | 63 | 145 | 239 | 239 |
| 24 | 9 | 20 | 61 | 65 | 145 | 239 | 239 |
| 25 | 9 | 21 | 62 | 66 | 145 | 240 | 240 |
| 26 | 9 | 21 | 65 | 68 | 146 | 240 | 240 |
| 27 | 10 | 23 | 67 | 70 | 146 | 240 | 240 |
| 28 | 10 | 23 | 70 | 73 | 146 | 240 | 240 |
| 29 | 11 | 24 | 72 | 75 | 147 | 241 | 241 |
| 30 | 11 | 25 | 74 | 77 | 147 | 241 | 241 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

7

13

35

153

303

3 211

2

0

7

13

35

153

348

2 384

3

1

7

15

39

147

364

1 792

4

1

7

17

42

144

365

1 380

5

1

8

20

43

143

356

1 090

6

2

10

21

46

142

342

881

7

2

12

22

47

142

326

727

8

2

12

23

49

141

309

609

9

3

12

25

51

140

291

517

10

4

12

26

52

140

273

444

11

4

12

29

53

139

256

385

12

4

12

32

53

139

240

337

13

4

12

34

53

139

234

296

14

4

13

37

53

140

234

262

15

6

13

38

54

140

234

234

16

6

13

41

54

140

234

234

17

6

14

44

54

141

235

235

18

6

15

46

55

141

235

235

19

7

15

48

56

142

236

236

20

7

17

51

57

143

237

237

21

7

17

53

59

143

238

238

22

8

18

55

61

144

238

238

23

8

19

58

63

145

239

239

24

9

20

61

65

145

239

239

25

9

21

62

66

145

240

240

26

9

21

65

68

146

240

240

27

10

23

67

70

146

240

240

28

10

23

70

73

146

240

240

29

11

24

72

75

147

241

241

30

11

25

74

77

147

241

241

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 59 | 66 | 87 | 205 | 307 | 3 258 |
| 2 | 48 | 60 | 67 | 88 | 206 | 354 | 2 428 |
| 3 | 47 | 60 | 69 | 93 | 201 | 371 | 1 830 |
| 4 | 47 | 61 | 71 | 96 | 198 | 373 | 1 411 |
| 5 | 47 | 62 | 73 | 97 | 197 | 364 | 1 115 |
| 6 | 48 | 64 | 75 | 100 | 197 | 351 | 902 |
| 7 | 48 | 65 | 76 | 100 | 195 | 334 | 744 |
| 8 | 48 | 66 | 77 | 103 | 195 | 317 | 624 |
| 9 | 47 | 66 | 77 | 105 | 194 | 299 | 531 |
| 10 | 46 | 65 | 78 | 106 | 193 | 287 | 456 |
| 11 | 45 | 64 | 77 | 105 | 192 | 286 | 396 |
| 12 | 44 | 63 | 76 | 104 | 190 | 284 | 346 |
| 13 | 43 | 62 | 74 | 103 | 189 | 283 | 304 |
| 14 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 15 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 16 | 39 | 58 | 70 | 98 | 185 | 279 | 279 |
| 17 | 38 | 57 | 69 | 97 | 184 | 278 | 278 |
| 18 | 37 | 56 | 68 | 96 | 183 | 277 | 277 |
| 19 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 20 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 21 | 35 | 54 | 66 | 95 | 181 | 275 | 275 |
| 22 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 23 | 34 | 53 | 65 | 93 | 180 | 274 | 274 |
| 24 | 33 | 52 | 65 | 93 | 179 | 273 | 273 |
| 25 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 26 | 31 | 51 | 66 | 91 | 178 | 272 | 272 |
| 27 | 31 | 50 | 69 | 91 | 177 | 271 | 271 |
| 28 | 30 | 49 | 71 | 90 | 176 | 270 | 270 |
| 29 | 29 | 49 | 73 | 89 | 176 | 270 | 270 |
| 30 | 29 | 48 | 76 | 89 | 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

47

59

66

87

205

307

3 258

2

48

60

67

88

206

354

2 428

3

47

60

69

93

201

371

1 830

4

47

61

71

96

198

373

1 411

5

47

62

73

97

197

364

1 115

6

48

64

75

100

197

351

902

7

48

65

76

100

195

334

744

8

48

66

77

103

195

317

624

9

47

66

77

105

194

299

531

10

46

65

78

106

193

287

456

11

45

64

77

105

192

286

396

12

44

63

76

104

190

284

346

13

43

62

74

103

189

283

304

14

41

60

73

101

187

281

281

15

40

59

72

100

186

280

280

16

39

58

70

98

185

279

279

17

38

57

69

97

184

278

278

18

37

56

68

96

183

277

277

19

36

55

67

96

182

276

276

20

35

54

67

95

181

275

275

21

35

54

66

95

181

275

275

22

34

53

66

94

180

274

274

23

34

53

65

93

180

274

274

24

33

52

65

93

179

273

273

25

32

51

64

92

178

272

272

26

31

51

66

91

178

272

272

27

31

50

69

91

177

271

271

28

30

49

71

90

176

270

270

29

29

49

73

89

176

270

270

30

29

48

76

89

175

269

269

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 110 | 123 | 129 | 151 | 269 | 364 | 3 414 |
| 2 | 112 | 124 | 130 | 152 | 270 | 371 | 2 560 |
| 3 | 113 | 126 | 134 | 158 | 266 | 392 | 1 937 |
| 4 | 114 | 128 | 138 | 163 | 265 | 394 | 1 499 |
| 5 | 115 | 131 | 142 | 166 | 266 | 387 | 1 188 |
| 6 | 117 | 133 | 145 | 169 | 266 | 374 | 964 |
| 7 | 118 | 136 | 146 | 171 | 266 | 360 | 798 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 671 |
| 9 | 118 | 137 | 148 | 176 | 265 | 359 | 572 |
| 10 | 118 | 137 | 149 | 177 | 264 | 358 | 492 |
| 11 | 117 | 136 | 149 | 177 | 263 | 357 | 428 |
| 12 | 116 | 135 | 147 | 176 | 262 | 356 | 374 |
| 13 | 114 | 133 | 146 | 174 | 260 | 354 | 354 |
| 14 | 112 | 131 | 144 | 172 | 258 | 352 | 352 |
| 15 | 110 | 130 | 142 | 170 | 257 | 351 | 351 |
| 16 | 108 | 127 | 140 | 168 | 254 | 348 | 348 |
| 17 | 106 | 125 | 138 | 166 | 252 | 346 | 346 |
| 18 | 104 | 123 | 136 | 164 | 250 | 344 | 344 |
| 19 | 102 | 121 | 134 | 162 | 248 | 342 | 342 |
| 20 | 101 | 120 | 132 | 160 | 247 | 341 | 341 |
| 21 | 99 | 118 | 131 | 159 | 245 | 339 | 339 |
| 22 | 97 | 116 | 129 | 157 | 243 | 337 | 337 |
| 23 | 95 | 114 | 127 | 155 | 241 | 335 | 335 |
| 24 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 25 | 91 | 111 | 123 | 151 | 238 | 332 | 332 |
| 26 | 90 | 109 | 121 | 149 | 236 | 330 | 330 |
| 27 | 88 | 107 | 119 | 148 | 234 | 328 | 328 |
| 28 | 86 | 105 | 118 | 146 | 232 | 326 | 326 |
| 29 | 84 | 104 | 116 | 144 | 231 | 325 | 325 |
| 30 | 83 | 102 | 114 | 143 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

110

123

129

151

269

364

3 414

2

112

124

130

152

270

371

2 560

3

113

126

134

158

266

392

1 937

4

114

128

138

163

265

394

1 499

5

115

131

142

166

266

387

1 188

6

117

133

145

169

266

374

964

7

118

136

146

171

266

360

798

8

118

136

147

173

265

359

671

9

118

137

148

176

265

359

572

10

118

137

149

177

264

358

492

11

117

136

149

177

263

357

428

12

116

135

147

176

262

356

374

13

114

133

146

174

260

354

354

14

112

131

144

172

258

352

352

15

110

130

142

170

257

351

351

16

108

127

140

168

254

348

348

17

106

125

138

166

252

346

346

18

104

123

136

164

250

344

344

19

102

121

134

162

248

342

342

20

101

120

132

160

247

341

341

21

99

118

131

159

245

339

339

22

97

116

129

157

243

337

337

23

95

114

127

155

241

335

335

24

93

112

125

153

239

333

333

25

91

111

123

151

238

332

332

26

90

109

121

149

236

330

330

27

88

107

119

148

234

328

328

28

86

105

118

146

232

326

326

29

84

104

116

144

231

325

325

30

83

102

114

143

229

323

323

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 | 161 | 174 | 180 | 202 | 320 | 415 | 3 668 |
| 2 | 171 | 184 | 190 | 211 | 329 | 425 | 2 752 |
| 3 | 176 | 189 | 197 | 221 | 329 | 425 | 2 082 |
| 4 | 177 | 192 | 202 | 227 | 329 | 423 | 1 608 |
| 5 | 179 | 194 | 205 | 229 | 329 | 423 | 1 273 |
| 6 | 179 | 196 | 207 | 231 | 328 | 422 | 1 030 |
| 7 | 180 | 197 | 208 | 232 | 327 | 421 | 850 |
| 8 | 179 | 196 | 208 | 234 | 326 | 420 | 713 |
| 9 | 178 | 196 | 208 | 235 | 325 | 419 | 606 |
| 10 | 177 | 196 | 208 | 236 | 323 | 417 | 520 |
| 11 | 175 | 194 | 207 | 235 | 322 | 416 | 451 |
| 12 | 173 | 192 | 205 | 233 | 319 | 413 | 413 |
| 13 | 170 | 190 | 202 | 230 | 317 | 411 | 411 |
| 14 | 168 | 187 | 199 | 227 | 314 | 408 | 408 |
| 15 | 165 | 184 | 196 | 224 | 311 | 405 | 405 |
| 16 | 162 | 181 | 193 | 221 | 308 | 402 | 402 |
| 17 | 159 | 178 | 190 | 218 | 305 | 399 | 399 |
| 18 | 156 | 175 | 187 | 215 | 302 | 396 | 396 |
| 19 | 153 | 172 | 184 | 213 | 299 | 393 | 393 |
| 20 | 150 | 169 | 181 | 210 | 296 | 390 | 390 |
| 21 | 147 | 166 | 178 | 207 | 293 | 387 | 387 |
| 22 | 144 | 163 | 175 | 204 | 290 | 384 | 384 |
| 23 | 141 | 160 | 172 | 201 | 287 | 381 | 381 |
| 24 | 138 | 157 | 169 | 197 | 284 | 378 | 378 |
| 25 | 135 | 154 | 166 | 194 | 281 | 375 | 375 |
| 26 | 132 | 151 | 163 | 191 | 278 | 372 | 372 |
| 27 | 129 | 148 | 160 | 189 | 275 | 369 | 369 |
| 28 | 126 | 145 | 157 | 186 | 272 | 366 | 366 |
| 29 | 123 | 142 | 155 | 183 | 269 | 363 | 363 |
| 30 | 120 | 140 | 152 | 180 | 267 | 361 | 361 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

161

174

180

202

320

415

3 668

2

171

184

190

211

329

425

2 752

3

176

189

197

221

329

425

2 082

4

177

192

202

227

329

423

1 608

5

179

194

205

229

329

423

1 273

6

179

196

207

231

328

422

1 030

7

180

197

208

232

327

421

850

8

179

196

208

234

326

420

713

9

178

196

208

235

325

419

606

10

177

196

208

236

323

417

520

11

175

194

207

235

322

416

451

12

173

192

205

233

319

413

413

13

170

190

202

230

317

411

411

14

168

187

199

227

314

408

408

15

165

184

196

224

311

405

405

16

162

181

193

221

308

402

402

17

159

178

190

218

305

399

399

18

156

175

187

215

302

396

396

19

153

172

184

213

299

393

393

20

150

169

181

210

296

390

390

21

147

166

178

207

293

387

387

22

144

163

175

204

290

384

384

23

141

160

172

201

287

381

381

24

138

157

169

197

284

378

378

25

135

154

166

194

281

375

375

26

132

151

163

191

278

372

372

27

129

148

160

189

275

369

369

28

126

145

157

186

272

366

366

29

123

142

155

183

269

363

363

30

120

140

152

180

267

361

361

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 | 28 | 40 | 46 | 68 | 186 | 313 | 3 321 |
| 2 | 28 | 41 | 47 | 69 | 187 | 359 | 2 468 |
| 3 | 28 | 41 | 50 | 74 | 182 | 376 | 1 857 |
| 4 | 28 | 42 | 52 | 77 | 179 | 377 | 1 431 |
| 5 | 28 | 44 | 55 | 79 | 179 | 369 | 1 131 |
| 6 | 29 | 45 | 57 | 81 | 178 | 355 | 915 |
| 7 | 30 | 47 | 58 | 83 | 177 | 338 | 754 |
| 8 | 29 | 47 | 58 | 84 | 176 | 320 | 633 |
| 9 | 29 | 47 | 59 | 86 | 175 | 302 | 538 |
| 10 | 28 | 47 | 60 | 87 | 175 | 284 | 462 |
| 11 | 28 | 47 | 59 | 88 | 174 | 268 | 400 |
| 12 | 27 | 46 | 59 | 87 | 173 | 267 | 350 |
| 13 | 27 | 46 | 58 | 87 | 173 | 267 | 308 |
| 14 | 26 | 45 | 58 | 86 | 172 | 266 | 272 |
| 15 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 16 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 17 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 18 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 19 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 20 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 21 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 22 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 23 | 26 | 45 | 60 | 86 | 172 | 266 | 266 |
| 24 | 26 | 45 | 62 | 85 | 172 | 266 | 266 |
| 25 | 25 | 44 | 65 | 85 | 171 | 265 | 265 |
| 26 | 25 | 44 | 67 | 85 | 171 | 265 | 265 |
| 27 | 25 | 44 | 70 | 85 | 171 | 265 | 265 |
| 28 | 24 | 43 | 72 | 84 | 170 | 264 | 264 |
| 29 | 24 | 43 | 75 | 84 | 170 | 264 | 264 |
| 30 | 24 | 43 | 77 | 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

28

40

46

68

186

313

3 321

2

28

41

47

69

187

359

2 468

3

28

41

50

74

182

376

1 857

4

28

42

52

77

179

377

1 431

5

28

44

55

79

179

369

1 131

6

29

45

57

81

178

355

915

7

30

47

58

83

177

338

754

8

29

47

58

84

176

320

633

9

29

47

59

86

175

302

538

10

28

47

60

87

175

284

462

11

28

47

59

88

174

268

400

12

27

46

59

87

173

267

350

13

27

46

58

87

173

267

308

14

26

45

58

86

172

266

272

15

26

45

58

86

172

266

266

16

26

45

58

86

172

266

266

17

26

45

58

86

172

266

266

18

26

45

58

86

172

266

266

19

26

45

58

86

172

266

266

20

26

45

58

86

172

266

266

21

26

45

58

86

172

266

266

22

26

45

58

86

172

266

266

23

26

45

60

86

172

266

266

24

26

45

62

85

172

266

266

25

25

44

65

85

171

265

265

26

25

44

67

85

171

265

265

27

25

44

70

85

171

265

265

28

24

43

72

84

170

264

264

29

24

43

75

84

170

264

264

30

24

43

77

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 | 25 | 37 | 43 | 65 | 183 | 310 | 3 293 |
| 2 | 26 | 39 | 45 | 67 | 185 | 357 | 2 455 |
| 3 | 27 | 41 | 49 | 73 | 181 | 376 | 1 853 |
| 4 | 28 | 43 | 53 | 78 | 180 | 378 | 1 430 |
| 5 | 30 | 45 | 57 | 80 | 180 | 370 | 1 132 |
| 6 | 32 | 48 | 59 | 84 | 181 | 356 | 917 |
| 7 | 34 | 51 | 62 | 86 | 181 | 340 | 757 |
| 8 | 34 | 52 | 63 | 89 | 181 | 322 | 635 |
| 9 | 35 | 53 | 65 | 92 | 181 | 304 | 540 |
| 10 | 35 | 54 | 67 | 94 | 182 | 286 | 465 |
| 11 | 36 | 55 | 68 | 96 | 182 | 276 | 403 |
| 12 | 36 | 55 | 68 | 96 | 182 | 276 | 353 |
| 13 | 36 | 55 | 68 | 96 | 182 | 276 | 310 |
| 14 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 16 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 17 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 18 | 36 | 55 | 67 | 96 | 182 | 276 | 276 |
| 19 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 20 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 21 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 22 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 23 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 24 | 36 | 55 | 67 | 95 | 182 | 276 | 276 |
| 25 | 35 | 54 | 67 | 95 | 181 | 275 | 275 |
| 26 | 35 | 54 | 68 | 94 | 181 | 275 | 275 |
| 27 | 34 | 53 | 70 | 94 | 180 | 274 | 274 |
| 28 | 34 | 53 | 73 | 93 | 180 | 274 | 274 |
| 29 | 33 | 52 | 75 | 93 | 179 | 273 | 273 |
| 30 | 32 | 51 | 78 | 92 | 178 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

37

43

65

183

310

3 293

2

26

39

45

67

185

357

2 455

3

27

41

49

73

181

376

1 853

4

28

43

53

78

180

378

1 430

5

30

45

57

80

180

370

1 132

6

32

48

59

84

181

356

917

7

34

51

62

86

181

340

757

8

34

52

63

89

181

322

635

9

35

53

65

92

181

304

540

10

35

54

67

94

182

286

465

11

36

55

68

96

182

276

403

12

36

55

68

96

182

276

353

13

36

55

68

96

182

276

310

14

36

55

68

96

182

276

276

15

36

55

68

96

182

276

276

16

36

55

67

96

182

276

276

17

36

55

67

96

182

276

276

18

36

55

67

96

182

276

276

19

36

55

68

96

182

276

276

20

36

55

68

96

182

276

276

21

36

55

68

96

182

276

276

22

36

55

68

96

182

276

276

23

36

55

68

96

182

276

276

24

36

55

67

95

182

276

276

25

35

54

67

95

181

275

275

26

35

54

68

94

181

275

275

27

34

53

70

94

180

274

274

28

34

53

73

93

180

274

274

29

33

52

75

93

179

273

273

30

32

51

78

92

178

272

272

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 121 | 133 | 140 | 161 | 279 | 375 | 3 577 |
| 2 | 120 | 132 | 139 | 160 | 278 | 384 | 2 661 |
| 3 | 119 | 132 | 140 | 164 | 272 | 402 | 2 001 |
| 4 | 118 | 132 | 142 | 167 | 269 | 403 | 1 540 |
| 5 | 118 | 133 | 145 | 168 | 268 | 394 | 1 215 |
| 6 | 118 | 134 | 146 | 170 | 267 | 379 | 982 |
| 7 | 119 | 136 | 147 | 171 | 266 | 361 | 809 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 678 |
| 9 | 117 | 136 | 147 | 175 | 264 | 358 | 576 |
| 10 | 117 | 136 | 149 | 176 | 264 | 358 | 494 |
| 11 | 117 | 136 | 148 | 176 | 263 | 357 | 428 |
| 12 | 116 | 135 | 147 | 175 | 262 | 356 | 374 |
| 13 | 114 | 134 | 146 | 174 | 261 | 355 | 355 |
| 14 | 113 | 132 | 145 | 173 | 259 | 353 | 353 |
| 15 | 111 | 130 | 143 | 171 | 257 | 351 | 351 |
| 16 | 109 | 128 | 141 | 169 | 255 | 349 | 349 |
| 17 | 107 | 126 | 138 | 166 | 253 | 347 | 347 |
| 18 | 104 | 124 | 136 | 164 | 251 | 345 | 345 |
| 19 | 102 | 122 | 134 | 162 | 249 | 343 | 343 |
| 20 | 100 | 119 | 132 | 160 | 246 | 340 | 340 |
| 21 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 22 | 96 | 115 | 128 | 156 | 242 | 336 | 336 |
| 23 | 94 | 113 | 125 | 154 | 240 | 334 | 334 |
| 24 | 92 | 111 | 123 | 151 | 238 | 332 | 332 |
| 25 | 89 | 108 | 121 | 149 | 235 | 329 | 329 |
| 26 | 87 | 106 | 119 | 147 | 233 | 327 | 327 |
| 27 | 85 | 104 | 117 | 145 | 231 | 325 | 325 |
| 28 | 83 | 102 | 115 | 143 | 229 | 323 | 323 |
| 29 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 30 | 79 | 98 | 111 | 139 | 225 | 319 | 319 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

121

133

140

161

279

375

3 577

2

120

132

139

160

278

384

2 661

3

119

132

140

164

272

402

2 001

4

118

132

142

167

269

403

1 540

5

118

133

145

168

268

394

1 215

6

118

134

146

170

267

379

982

7

119

136

147

171

266

361

809

8

118

136

147

173

265

359

678

9

117

136

147

175

264

358

576

10

117

136

149

176

264

358

494

11

117

136

148

176

263

357

428

12

116

135

147

175

262

356

374

13

114

134

146

174

261

355

355

14

113

132

145

173

259

353

353

15

111

130

143

171

257

351

351

16

109

128

141

169

255

349

349

17

107

126

138

166

253

347

347

18

104

124

136

164

251

345

345

19

102

122

134

162

249

343

343

20

100

119

132

160

246

340

340

21

98

117

130

158

244

338

338

22

96

115

128

156

242

336

336

23

94

113

125

154

240

334

334

24

92

111

123

151

238

332

332

25

89

108

121

149

235

329

329

26

87

106

119

147

233

327

327

27

85

104

117

145

231

325

325

28

83

102

115

143

229

323

323

29

81

100

113

141

227

321

321

30

79

98

111

139

225

319

319

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 | 8 | 14 | 36 | 154 | 304 | 3 215 |
| 2 | 0 | 10 | 16 | 38 | 156 | 349 | 2 394 |
| 3 | 1 | 11 | 20 | 44 | 152 | 367 | 1 806 |
| 4 | 1 | 13 | 24 | 49 | 151 | 369 | 1 394 |
| 5 | 1 | 16 | 28 | 51 | 151 | 361 | 1 103 |
| 6 | 3 | 19 | 30 | 55 | 152 | 347 | 893 |
| 7 | 5 | 22 | 33 | 57 | 152 | 331 | 737 |
| 8 | 5 | 23 | 34 | 60 | 152 | 314 | 618 |
| 9 | 5 | 24 | 35 | 63 | 152 | 296 | 526 |
| 10 | 5 | 24 | 37 | 64 | 152 | 278 | 452 |
| 11 | 5 | 24 | 37 | 65 | 152 | 261 | 392 |
| 12 | 5 | 24 | 37 | 65 | 151 | 245 | 342 |
| 13 | 5 | 24 | 37 | 65 | 151 | 245 | 301 |
| 14 | 5 | 24 | 37 | 65 | 151 | 245 | 266 |
| 15 | 6 | 24 | 40 | 64 | 151 | 245 | 245 |
| 16 | 6 | 23 | 41 | 64 | 150 | 244 | 244 |
| 17 | 6 | 23 | 44 | 64 | 150 | 244 | 244 |
| 18 | 7 | 23 | 47 | 64 | 150 | 244 | 244 |
| 19 | 7 | 23 | 49 | 64 | 150 | 244 | 244 |
| 20 | 7 | 24 | 51 | 65 | 151 | 245 | 245 |
| 21 | 7 | 24 | 54 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 56 | 65 | 152 | 246 | 246 |
| 23 | 8 | 25 | 58 | 66 | 152 | 246 | 246 |
| 24 | 9 | 25 | 61 | 66 | 152 | 246 | 246 |
| 25 | 9 | 25 | 63 | 68 | 152 | 246 | 246 |
| 26 | 9 | 25 | 66 | 70 | 152 | 246 | 246 |
| 27 | 10 | 25 | 68 | 72 | 152 | 246 | 246 |
| 28 | 10 | 25 | 71 | 73 | 152 | 246 | 246 |
| 29 | 11 | 25 | 73 | 75 | 152 | 247 | 247 |
| 30 | 11 | 25 | 76 | 77 | 152 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

14

36

154

304

3 215

2

0

10

16

38

156

349

2 394

3

1

11

20

44

152

367

1 806

4

1

13

24

49

151

369

1 394

5

1

16

28

51

151

361

1 103

6

3

19

30

55

152

347

893

7

5

22

33

57

152

331

737

8

5

23

34

60

152

314

618

9

5

24

35

63

152

296

526

10

5

24

37

64

152

278

452

11

5

24

37

65

152

261

392

12

5

24

37

65

151

245

342

13

5

24

37

65

151

245

301

14

5

24

37

65

151

245

266

15

6

24

40

64

151

245

245

16

6

23

41

64

150

244

244

17

6

23

44

64

150

244

244

18

7

23

47

64

150

244

244

19

7

23

49

64

150

244

244

20

7

24

51

65

151

245

245

21

7

24

54

65

151

245

245

22

8

25

56

65

152

246

246

23

8

25

58

66

152

246

246

24

9

25

61

66

152

246

246

25

9

25

63

68

152

246

246

26

9

25

66

70

152

246

246

27

10

25

68

72

152

246

246

28

10

25

71

73

152

246

246

29

11

25

73

75

152

247

247

30

11

25

76

77

152

247

247

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 43 | 50 | 71 | 189 | 309 | 3 272 |
| 2 | 32 | 44 | 50 | 72 | 190 | 355 | 2 435 |
| 3 | 30 | 43 | 52 | 76 | 184 | 372 | 1 833 |
| 4 | 29 | 43 | 54 | 78 | 180 | 373 | 1 412 |
| 5 | 29 | 44 | 56 | 79 | 179 | 364 | 1 115 |
| 6 | 32 | 48 | 59 | 84 | 180 | 350 | 902 |
| 7 | 30 | 47 | 58 | 82 | 177 | 333 | 744 |
| 8 | 33 | 51 | 62 | 88 | 180 | 316 | 623 |
| 9 | 32 | 51 | 63 | 90 | 179 | 298 | 530 |
| 10 | 28 | 46 | 59 | 87 | 174 | 280 | 455 |
| 11 | 23 | 42 | 55 | 83 | 170 | 264 | 394 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 18 | 37 | 50 | 78 | 164 | 258 | 303 |
| 14 | 16 | 35 | 48 | 76 | 162 | 256 | 267 |
| 15 | 15 | 34 | 46 | 74 | 161 | 255 | 255 |
| 16 | 13 | 32 | 45 | 73 | 159 | 253 | 253 |
| 17 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 12 | 31 | 47 | 71 | 158 | 252 | 252 |
| 19 | 11 | 30 | 49 | 71 | 157 | 251 | 251 |
| 20 | 11 | 30 | 51 | 71 | 157 | 251 | 251 |
| 21 | 11 | 30 | 54 | 71 | 157 | 251 | 251 |
| 22 | 11 | 30 | 56 | 71 | 157 | 251 | 251 |
| 23 | 11 | 30 | 58 | 71 | 157 | 251 | 251 |
| 24 | 11 | 30 | 61 | 71 | 157 | 251 | 251 |
| 25 | 11 | 30 | 63 | 71 | 157 | 251 | 251 |
| 26 | 11 | 30 | 66 | 71 | 157 | 251 | 251 |
| 27 | 11 | 30 | 68 | 72 | 157 | 251 | 251 |
| 28 | 10 | 30 | 71 | 73 | 157 | 251 | 251 |
| 29 | 11 | 29 | 73 | 75 | 156 | 250 | 250 |
| 30 | 11 | 29 | 76 | 77 | 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

31

43

50

71

189

309

3 272

2

32

44

50

72

190

355

2 435

3

30

43

52

76

184

372

1 833

4

29

43

54

78

180

373

1 412

5

29

44

56

79

179

364

1 115

6

32

48

59

84

180

350

902

7

30

47

58

82

177

333

744

8

33

51

62

88

180

316

623

9

32

51

63

90

179

298

530

10

28

46

59

87

174

280

455

11

23

42

55

83

170

264

394

12

20

39

52

80

166

260

344

13

18

37

50

78

164

258

303

14

16

35

48

76

162

256

267

15

15

34

46

74

161

255

255

16

13

32

45

73

159

253

253

17

12

31

44

72

158

252

252

18

12

31

47

71

158

252

252

19

11

30

49

71

157

251

251

20

11

30

51

71

157

251

251

21

11

30

54

71

157

251

251

22

11

30

56

71

157

251

251

23

11

30

58

71

157

251

251

24

11

30

61

71

157

251

251

25

11

30

63

71

157

251

251

26

11

30

66

71

157

251

251

27

11

30

68

72

157

251

251

28

10

30

71

73

157

251

251

29

11

29

73

75

156

250

250

30

11

29

76

77

156

250

250

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 | 201 | 213 | 219 | 241 | 359 | 455 | 4 208 |
| 2 | 197 | 209 | 216 | 237 | 355 | 451 | 3 149 |
| 3 | 192 | 205 | 213 | 237 | 345 | 470 | 2 377 |
| 4 | 187 | 201 | 212 | 236 | 338 | 472 | 1 831 |
| 5 | 183 | 198 | 210 | 233 | 333 | 462 | 1 445 |
| 6 | 180 | 196 | 207 | 232 | 329 | 444 | 1 166 |
| 7 | 177 | 194 | 205 | 229 | 324 | 424 | 960 |
| 8 | 173 | 190 | 202 | 227 | 320 | 414 | 802 |
| 9 | 169 | 187 | 199 | 226 | 316 | 410 | 680 |
| 10 | 165 | 184 | 196 | 224 | 311 | 405 | 582 |
| 11 | 161 | 180 | 193 | 221 | 307 | 401 | 503 |
| 12 | 157 | 176 | 189 | 217 | 303 | 397 | 438 |
| 13 | 153 | 172 | 185 | 213 | 299 | 393 | 393 |
| 14 | 149 | 168 | 181 | 209 | 295 | 389 | 389 |
| 15 | 146 | 165 | 177 | 205 | 292 | 386 | 386 |
| 16 | 142 | 161 | 174 | 202 | 288 | 382 | 382 |
| 17 | 139 | 158 | 171 | 199 | 285 | 379 | 379 |
| 18 | 136 | 155 | 167 | 196 | 282 | 376 | 376 |
| 19 | 133 | 152 | 164 | 193 | 279 | 373 | 373 |
| 20 | 130 | 149 | 162 | 190 | 276 | 370 | 370 |
| 21 | 127 | 146 | 159 | 187 | 273 | 367 | 367 |
| 22 | 124 | 143 | 156 | 184 | 270 | 365 | 365 |
| 23 | 122 | 141 | 153 | 181 | 268 | 362 | 362 |
| 24 | 119 | 138 | 151 | 179 | 265 | 359 | 359 |
| 25 | 116 | 135 | 148 | 176 | 262 | 356 | 356 |
| 26 | 114 | 133 | 145 | 174 | 260 | 354 | 354 |
| 27 | 111 | 130 | 143 | 171 | 257 | 351 | 351 |
| 28 | 109 | 128 | 140 | 169 | 255 | 349 | 349 |
| 29 | 106 | 126 | 138 | 166 | 253 | 347 | 347 |
| 30 | 104 | 123 | 136 | 164 | 250 | 344 | 344 |

Duration (in years)

Credit quality step 0

Credit 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

213

219

241

359

455

4 208

2

197

209

216

237

355

451

3 149

3

192

205

213

237

345

470

2 377

4

187

201

212

236

338

472

1 831

5

183

198

210

233

333

462

1 445

6

180

196

207

232

329

444

1 166

7

177

194

205

229

324

424

960

8

173

190

202

227

320

414

802

9

169

187

199

226

316

410

680

10

165

184

196

224

311

405

582

11

161

180

193

221

307

401

503

12

157

176

189

217

303

397

438

13

153

172

185

213

299

393

393

14

149

168

181

209

295

389

389

15

146

165

177

205

292

386

386

16

142

161

174

202

288

382

382

17

139

158

171

199

285

379

379

18

136

155

167

196

282

376

376

19

133

152

164

193

279

373

373

20

130

149

162

190

276

370

370

21

127

146

159

187

273

367

367

22

124

143

156

184

270

365

365

23

122

141

153

181

268

362

362

24

119

138

151

179

265

359

359

25

116

135

148

176

262

356

356

26

114

133

145

174

260

354

354

27

111

130

143

171

257

351

351

28

109

128

140

169

255

349

349

29

106

126

138

166

253

347

347

30

104

123

136

164

250

344

344

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 | 51 | 170 | 303 | 3 208 |
| 2 | 0 | 14 | 26 | 51 | 170 | 348 | 2 387 |
| 3 | 1 | 17 | 28 | 56 | 166 | 366 | 1 800 |
| 4 | 1 | 20 | 31 | 61 | 165 | 367 | 1 389 |
| 5 | 3 | 23 | 36 | 66 | 166 | 359 | 1 099 |
| 6 | 5 | 27 | 39 | 68 | 167 | 346 | 889 |
| 7 | 8 | 31 | 42 | 71 | 167 | 330 | 734 |
| 8 | 10 | 34 | 45 | 74 | 167 | 313 | 616 |
| 9 | 12 | 37 | 49 | 76 | 167 | 295 | 524 |
| 10 | 13 | 39 | 51 | 77 | 167 | 277 | 450 |
| 11 | 14 | 40 | 52 | 78 | 167 | 262 | 390 |
| 12 | 15 | 42 | 54 | 79 | 167 | 261 | 341 |
| 13 | 16 | 43 | 54 | 80 | 167 | 261 | 300 |
| 14 | 16 | 44 | 55 | 80 | 167 | 261 | 265 |
| 15 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 16 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 17 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 18 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 19 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 20 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 21 | 16 | 44 | 55 | 80 | 168 | 262 | 262 |
| 22 | 16 | 44 | 56 | 80 | 168 | 262 | 262 |
| 23 | 16 | 44 | 58 | 80 | 168 | 262 | 262 |
| 24 | 16 | 44 | 61 | 80 | 168 | 262 | 262 |
| 25 | 16 | 44 | 63 | 80 | 167 | 261 | 261 |
| 26 | 16 | 44 | 66 | 80 | 167 | 261 | 261 |
| 27 | 16 | 44 | 68 | 80 | 167 | 261 | 261 |
| 28 | 16 | 44 | 71 | 80 | 167 | 261 | 261 |
| 29 | 16 | 44 | 73 | 80 | 166 | 260 | 260 |
| 30 | 16 | 44 | 75 | 80 | 166 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

26

51

170

303

3 208

2

0

14

26

51

170

348

2 387

3

1

17

28

56

166

366

1 800

4

1

20

31

61

165

367

1 389

5

3

23

36

66

166

359

1 099

6

5

27

39

68

167

346

889

7

8

31

42

71

167

330

734

8

10

34

45

74

167

313

616

9

12

37

49

76

167

295

524

10

13

39

51

77

167

277

450

11

14

40

52

78

167

262

390

12

15

42

54

79

167

261

341

13

16

43

54

80

167

261

300

14

16

44

55

80

167

261

265

15

16

44

55

80

167

261

261

16

16

44

55

80

167

261

261

17

16

44

55

80

167

261

261

18

16

44

55

80

167

261

261

19

16

44

55

80

167

261

261

20

16

44

55

80

167

261

261

21

16

44

55

80

168

262

262

22

16

44

56

80

168

262

262

23

16

44

58

80

168

262

262

24

16

44

61

80

168

262

262

25

16

44

63

80

167

261

261

26

16

44

66

80

167

261

261

27

16

44

68

80

167

261

261

28

16

44

71

80

167

261

261

29

16

44

73

80

166

260

260

30

16

44

75

80

166

260

260

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 | 14 | 132 | 302 | 3 199 |
| 2 | 0 | 1 | 6 | 14 | 131 | 347 | 2 374 |
| 3 | 1 | 1 | 9 | 17 | 124 | 363 | 1 784 |
| 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1 373 |
| 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1 084 |
| 6 | 2 | 4 | 16 | 25 | 120 | 341 | 877 |
| 7 | 2 | 6 | 19 | 27 | 119 | 324 | 723 |
| 8 | 2 | 6 | 22 | 30 | 119 | 307 | 606 |
| 9 | 3 | 7 | 24 | 33 | 119 | 289 | 515 |
| 10 | 4 | 8 | 26 | 35 | 119 | 272 | 442 |
| 11 | 4 | 9 | 29 | 37 | 119 | 255 | 383 |
| 12 | 4 | 10 | 31 | 39 | 119 | 239 | 335 |
| 13 | 4 | 10 | 34 | 41 | 119 | 224 | 295 |
| 14 | 4 | 12 | 36 | 43 | 120 | 214 | 261 |
| 15 | 6 | 12 | 38 | 45 | 120 | 214 | 232 |
| 16 | 6 | 13 | 41 | 48 | 120 | 214 | 214 |
| 17 | 6 | 14 | 43 | 50 | 121 | 215 | 215 |
| 18 | 6 | 15 | 45 | 52 | 123 | 215 | 215 |
| 19 | 7 | 15 | 48 | 54 | 125 | 215 | 215 |
| 20 | 7 | 17 | 50 | 56 | 127 | 216 | 216 |
| 21 | 7 | 17 | 53 | 58 | 128 | 217 | 217 |
| 22 | 8 | 18 | 55 | 60 | 130 | 217 | 217 |
| 23 | 8 | 18 | 57 | 62 | 132 | 217 | 217 |
| 24 | 8 | 20 | 59 | 64 | 133 | 217 | 217 |
| 25 | 9 | 20 | 62 | 66 | 134 | 217 | 217 |
| 26 | 9 | 21 | 64 | 68 | 137 | 217 | 217 |
| 27 | 10 | 23 | 67 | 70 | 138 | 217 | 217 |
| 28 | 10 | 23 | 69 | 71 | 138 | 217 | 217 |
| 29 | 10 | 24 | 72 | 73 | 140 | 217 | 217 |
| 30 | 11 | 25 | 74 | 75 | 141 | 217 | 217 |

Duration (in years)

Credit quality step 0

Credit 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

14

132

302

3 199

2

0

1

6

14

131

347

2 374

3

1

1

9

17

124

363

1 784

4

1

3

11

20

121

363

1 373

5

1

4

14

22

120

354

1 084

6

2

4

16

25

120

341

877

7

2

6

19

27

119

324

723

8

2

6

22

30

119

307

606

9

3

7

24

33

119

289

515

10

4

8

26

35

119

272

442

11

4

9

29

37

119

255

383

12

4

10

31

39

119

239

335

13

4

10

34

41

119

224

295

14

4

12

36

43

120

214

261

15

6

12

38

45

120

214

232

16

6

13

41

48

120

214

214

17

6

14

43

50

121

215

215

18

6

15

45

52

123

215

215

19

7

15

48

54

125

215

215

20

7

17

50

56

127

216

216

21

7

17

53

58

128

217

217

22

8

18

55

60

130

217

217

23

8

18

57

62

132

217

217

24

8

20

59

64

133

217

217

25

9

20

62

66

134

217

217

26

9

21

64

68

137

217

217

27

10

23

67

70

138

217

217

28

10

23

69

71

138

217

217

29

10

24

72

73

140

217

217

30

11

25

74

75

141

217

217

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 3 |
| Euro | Belgium | 3 |
| Euro | Cyprus | 3 |
| Euro | Estonia | 3 |
| Euro | Finland | 3 |
| Euro | France | 3 |
| Euro | Germany | 3 |
| Euro | Greece | 3 |
| Euro | Ireland | 3 |
| Euro | Italy | 3 |
| Euro | Latvia | 3 |
| Euro | Lithuania | 3 |
| Euro | Luxembourg | 3 |
| Euro | Malta | 3 |
| Euro | Netherlands | 3 |
| Euro | Portugal | 3 |
| Euro | Slovakia | 3 |
| Euro | Slovenia | 3 |
| Euro | Spain | 3 |
| Czech koruna | Czech Republic | 14 |
| Danish krone | Denmark | 55 |
| Forint | Hungary | 4 |
| Krona | Sweden | 10 |
| Kuna | Croatia | 0 |
| Lev | Bulgaria | -7 |
| Pound sterling | United Kingdom | 5 |
| Romanian leu | Romania | 1 |
| Zloty | Poland | 5 |
| Króna | Iceland | -6 |
| Norwegian krone | Norway | 33 |
| Swiss franc | Liechtenstein | 8 |
| Swiss franc | Switzerland | 8 |
| Australian dollar | Australia | 8 |
| Canadian dollar | Canada | 38 |
| Renminbi-yuan | China | 36 |
| Hong Kong dollar | Hong Kong | 2 |
| US dollar | United States | 23 |
| Yen | Japan | 6 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

3

Euro

Belgium

3

Euro

Cyprus

3

Euro

Estonia

3

Euro

Finland

3

Euro

France

3

Euro

Germany

3

Euro

Greece

3

Euro

Ireland

3

Euro

Italy

3

Euro

Latvia

3

Euro

Lithuania

3

Euro

Luxembourg

3

Euro

Malta

3

Euro

Netherlands

3

Euro

Portugal

3

Euro

Slovakia

3

Euro

Slovenia

3

Euro

Spain

3

Czech koruna

Czech Republic

14

Danish krone

Denmark

55

Forint

Hungary

4

Krona

Sweden

10

Kuna

Croatia

0

Lev

Bulgaria

-7

Pound sterling

United Kingdom

5

Romanian leu

Romania

1

Zloty

Poland

5

Króna

Iceland

-6

Norwegian krone

Norway

33

Swiss franc

Liechtenstein

8

Swiss franc

Switzerland

8

Australian dollar

Australia

8

Canadian dollar

Canada

38

Renminbi-yuan

China

36

Hong Kong dollar

Hong Kong

2

US dollar

United States

23

Yen

Japan

6

---