# L_2022136EN.01000801.xml

| 13.5.2022 | EN | Official Journal of the European Union | L 136/8 |
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13.5.2022

EN

Official Journal of the European Union

L 136/8

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COMMISSION IMPLEMENTING REGULATION (EU) 2022/732

of 12 May 2022

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 2022 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 April 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2022 market data. That information was published on 5 April 2022 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 April 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2022 market data. That information was published on 5 April 2022 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. |
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(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March 2022 until 29 June 2022.

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. |
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(c)

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

Article 2

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

It shall apply from 31 March 2022.

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

Done at Brussels, 12 May 2022.

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 | –0,175  % | 5,516  % | –0,185  % | 5,955  % | 1,116  % | 0,104  % |
| 2 | 0,436  % | 5,279  % | 0,426  % | 6,139  % | 1,269  % | 0,429  % |
| 3 | 0,703  % | 4,915  % | 0,693  % | 6,227  % | 1,477  % | 0,747  % |
| 4 | 0,829  % | 4,568  % | 0,819  % | 6,271  % | 1,643  % | 1,070  % |
| 5 | 0,895  % | 4,293  % | 0,885  % | 6,250  % | 1,734  % | 1,376  % |
| 6 | 0,943  % | 4,100  % | 0,933  % | 6,203  % | 1,757  % | 1,671  % |
| 7 | 0,983  % | 3,964  % | 0,973  % | 6,136  % | 1,755  % | 1,959  % |
| 8 | 1,025  % | 3,865  % | 1,015  % | 6,054  % | 1,757  % | 2,254  % |
| 9 | 1,067  % | 3,793  % | 1,057  % | 5,964  % | 1,776  % | 2,520  % |
| 10 | 1,109  % | 3,741  % | 1,099  % | 5,875  % | 1,820  % | 2,731  % |
| 11 | 1,143  % | 3,704  % | 1,133  % | 5,792  % | 1,894  % | 2,895  % |
| 12 | 1,170  % | 3,679  % | 1,160  % | 5,725  % | 1,980  % | 3,024  % |
| 13 | 1,193  % | 3,660  % | 1,183  % | 5,678  % | 2,068  % | 3,127  % |
| 14 | 1,208  % | 3,646  % | 1,198  % | 5,651  % | 2,151  % | 3,210  % |
| 15 | 1,208  % | 3,635  % | 1,198  % | 5,649  % | 2,229  % | 3,277  % |
| 16 | 1,193  % | 3,625  % | 1,183  % | 5,646  % | 2,300  % | 3,332  % |
| 17 | 1,172  % | 3,617  % | 1,162  % | 5,638  % | 2,364  % | 3,376  % |
| 18 | 1,153  % | 3,609  % | 1,143  % | 5,625  % | 2,422  % | 3,413  % |
| 19 | 1,143  % | 3,602  % | 1,133  % | 5,609  % | 2,475  % | 3,443  % |
| 20 | 1,144  % | 3,596  % | 1,134  % | 5,591  % | 2,523  % | 3,468  % |
| 21 | 1,160  % | 3,590  % | 1,150  % | 5,571  % | 2,566  % | 3,488  % |
| 22 | 1,186  % | 3,584  % | 1,176  % | 5,550  % | 2,606  % | 3,505  % |
| 23 | 1,220  % | 3,579  % | 1,210  % | 5,528  % | 2,643  % | 3,519  % |
| 24 | 1,259  % | 3,575  % | 1,250  % | 5,506  % | 2,676  % | 3,530  % |
| 25 | 1,302  % | 3,571  % | 1,293  % | 5,484  % | 2,707  % | 3,539  % |
| 26 | 1,347  % | 3,567  % | 1,338  % | 5,461  % | 2,735  % | 3,547  % |
| 27 | 1,393  % | 3,563  % | 1,384  % | 5,439  % | 2,762  % | 3,553  % |
| 28 | 1,440  % | 3,559  % | 1,431  % | 5,417  % | 2,786  % | 3,557  % |
| 29 | 1,486  % | 3,556  % | 1,478  % | 5,396  % | 2,809  % | 3,561  % |
| 30 | 1,533  % | 3,553  % | 1,525  % | 5,375  % | 2,830  % | 3,564  % |
| 31 | 1,578  % | 3,550  % | 1,571  % | 5,354  % | 2,850  % | 3,565  % |
| 32 | 1,623  % | 3,548  % | 1,616  % | 5,334  % | 2,869  % | 3,567  % |
| 33 | 1,667  % | 3,545  % | 1,660  % | 5,315  % | 2,886  % | 3,568  % |
| 34 | 1,709  % | 3,543  % | 1,702  % | 5,296  % | 2,903  % | 3,568  % |
| 35 | 1,750  % | 3,540  % | 1,744  % | 5,278  % | 2,919  % | 3,568  % |
| 36 | 1,790  % | 3,538  % | 1,784  % | 5,260  % | 2,933  % | 3,568  % |
| 37 | 1,829  % | 3,536  % | 1,822  % | 5,243  % | 2,947  % | 3,567  % |
| 38 | 1,866  % | 3,534  % | 1,860  % | 5,226  % | 2,960  % | 3,567  % |
| 39 | 1,902  % | 3,532  % | 1,896  % | 5,210  % | 2,973  % | 3,566  % |
| 40 | 1,937  % | 3,530  % | 1,931  % | 5,195  % | 2,985  % | 3,565  % |
| 41 | 1,970  % | 3,528  % | 1,965  % | 5,180  % | 2,996  % | 3,564  % |
| 42 | 2,003  % | 3,527  % | 1,997  % | 5,165  % | 3,007  % | 3,562  % |
| 43 | 2,034  % | 3,525  % | 2,028  % | 5,151  % | 3,017  % | 3,561  % |
| 44 | 2,064  % | 3,524  % | 2,058  % | 5,138  % | 3,027  % | 3,560  % |
| 45 | 2,093  % | 3,522  % | 2,087  % | 5,125  % | 3,036  % | 3,558  % |
| 46 | 2,121  % | 3,521  % | 2,115  % | 5,112  % | 3,045  % | 3,557  % |
| 47 | 2,147  % | 3,519  % | 2,142  % | 5,100  % | 3,054  % | 3,555  % |
| 48 | 2,173  % | 3,518  % | 2,168  % | 5,089  % | 3,062  % | 3,554  % |
| 49 | 2,198  % | 3,517  % | 2,193  % | 5,077  % | 3,070  % | 3,552  % |
| 50 | 2,222  % | 3,515  % | 2,217  % | 5,066  % | 3,078  % | 3,551  % |
| 51 | 2,246  % | 3,514  % | 2,241  % | 5,056  % | 3,085  % | 3,549  % |
| 52 | 2,268  % | 3,513  % | 2,263  % | 5,046  % | 3,092  % | 3,548  % |
| 53 | 2,290  % | 3,512  % | 2,285  % | 5,036  % | 3,099  % | 3,547  % |
| 54 | 2,311  % | 3,511  % | 2,306  % | 5,026  % | 3,105  % | 3,545  % |
| 55 | 2,331  % | 3,510  % | 2,326  % | 5,017  % | 3,112  % | 3,544  % |
| 56 | 2,350  % | 3,509  % | 2,346  % | 5,008  % | 3,118  % | 3,542  % |
| 57 | 2,369  % | 3,508  % | 2,365  % | 4,999  % | 3,123  % | 3,541  % |
| 58 | 2,388  % | 3,507  % | 2,383  % | 4,991  % | 3,129  % | 3,540  % |
| 59 | 2,405  % | 3,506  % | 2,401  % | 4,983  % | 3,134  % | 3,538  % |
| 60 | 2,422  % | 3,505  % | 2,418  % | 4,975  % | 3,140  % | 3,537  % |
| 61 | 2,439  % | 3,504  % | 2,435  % | 4,967  % | 3,145  % | 3,536  % |
| 62 | 2,455  % | 3,504  % | 2,451  % | 4,960  % | 3,150  % | 3,534  % |
| 63 | 2,471  % | 3,503  % | 2,467  % | 4,953  % | 3,154  % | 3,533  % |
| 64 | 2,486  % | 3,502  % | 2,482  % | 4,946  % | 3,159  % | 3,532  % |
| 65 | 2,501  % | 3,501  % | 2,497  % | 4,939  % | 3,164  % | 3,531  % |
| 66 | 2,515  % | 3,500  % | 2,511  % | 4,932  % | 3,168  % | 3,530  % |
| 67 | 2,529  % | 3,500  % | 2,525  % | 4,926  % | 3,172  % | 3,529  % |
| 68 | 2,542  % | 3,499  % | 2,538  % | 4,920  % | 3,176  % | 3,528  % |
| 69 | 2,555  % | 3,498  % | 2,552  % | 4,914  % | 3,180  % | 3,527  % |
| 70 | 2,568  % | 3,498  % | 2,564  % | 4,908  % | 3,184  % | 3,525  % |
| 71 | 2,580  % | 3,497  % | 2,577  % | 4,902  % | 3,188  % | 3,524  % |
| 72 | 2,592  % | 3,496  % | 2,589  % | 4,897  % | 3,191  % | 3,523  % |
| 73 | 2,604  % | 3,496  % | 2,600  % | 4,891  % | 3,195  % | 3,523  % |
| 74 | 2,615  % | 3,495  % | 2,612  % | 4,886  % | 3,198  % | 3,522  % |
| 75 | 2,626  % | 3,495  % | 2,623  % | 4,881  % | 3,202  % | 3,521  % |
| 76 | 2,637  % | 3,494  % | 2,634  % | 4,876  % | 3,205  % | 3,520  % |
| 77 | 2,648  % | 3,494  % | 2,644  % | 4,871  % | 3,208  % | 3,519  % |
| 78 | 2,658  % | 3,493  % | 2,655  % | 4,866  % | 3,211  % | 3,518  % |
| 79 | 2,668  % | 3,492  % | 2,665  % | 4,862  % | 3,214  % | 3,517  % |
| 80 | 2,677  % | 3,492  % | 2,674  % | 4,857  % | 3,217  % | 3,516  % |
| 81 | 2,687  % | 3,491  % | 2,684  % | 4,853  % | 3,220  % | 3,516  % |
| 82 | 2,696  % | 3,491  % | 2,693  % | 4,848  % | 3,223  % | 3,515  % |
| 83 | 2,705  % | 3,490  % | 2,702  % | 4,844  % | 3,226  % | 3,514  % |
| 84 | 2,714  % | 3,490  % | 2,711  % | 4,840  % | 3,228  % | 3,513  % |
| 85 | 2,723  % | 3,490  % | 2,720  % | 4,836  % | 3,231  % | 3,513  % |
| 86 | 2,731  % | 3,489  % | 2,728  % | 4,832  % | 3,233  % | 3,512  % |
| 87 | 2,739  % | 3,489  % | 2,737  % | 4,828  % | 3,236  % | 3,511  % |
| 88 | 2,747  % | 3,488  % | 2,745  % | 4,825  % | 3,238  % | 3,510  % |
| 89 | 2,755  % | 3,488  % | 2,753  % | 4,821  % | 3,241  % | 3,510  % |
| 90 | 2,763  % | 3,487  % | 2,760  % | 4,817  % | 3,243  % | 3,509  % |
| 91 | 2,770  % | 3,487  % | 2,768  % | 4,814  % | 3,245  % | 3,508  % |
| 92 | 2,778  % | 3,487  % | 2,775  % | 4,810  % | 3,248  % | 3,508  % |
| 93 | 2,785  % | 3,486  % | 2,782  % | 4,807  % | 3,250  % | 3,507  % |
| 94 | 2,792  % | 3,486  % | 2,789  % | 4,804  % | 3,252  % | 3,507  % |
| 95 | 2,799  % | 3,485  % | 2,796  % | 4,801  % | 3,254  % | 3,506  % |
| 96 | 2,806  % | 3,485  % | 2,803  % | 4,798  % | 3,256  % | 3,505  % |
| 97 | 2,812  % | 3,485  % | 2,810  % | 4,794  % | 3,258  % | 3,505  % |
| 98 | 2,819  % | 3,484  % | 2,816  % | 4,791  % | 3,260  % | 3,504  % |
| 99 | 2,825  % | 3,484  % | 2,823  % | 4,789  % | 3,262  % | 3,504  % |
| 100 | 2,831  % | 3,484  % | 2,829  % | 4,786  % | 3,264  % | 3,503  % |
| 101 | 2,838  % | 3,483  % | 2,835  % | 4,783  % | 3,266  % | 3,503  % |
| 102 | 2,844  % | 3,483  % | 2,841  % | 4,780  % | 3,267  % | 3,502  % |
| 103 | 2,849  % | 3,483  % | 2,847  % | 4,777  % | 3,269  % | 3,502  % |
| 104 | 2,855  % | 3,482  % | 2,853  % | 4,775  % | 3,271  % | 3,501  % |
| 105 | 2,861  % | 3,482  % | 2,858  % | 4,772  % | 3,273  % | 3,501  % |
| 106 | 2,866  % | 3,482  % | 2,864  % | 4,769  % | 3,274  % | 3,500  % |
| 107 | 2,872  % | 3,482  % | 2,869  % | 4,767  % | 3,276  % | 3,500  % |
| 108 | 2,877  % | 3,481  % | 2,875  % | 4,764  % | 3,277  % | 3,499  % |
| 109 | 2,882  % | 3,481  % | 2,880  % | 4,762  % | 3,279  % | 3,499  % |
| 110 | 2,888  % | 3,481  % | 2,885  % | 4,760  % | 3,281  % | 3,498  % |
| 111 | 2,893  % | 3,480  % | 2,890  % | 4,757  % | 3,282  % | 3,498  % |
| 112 | 2,898  % | 3,480  % | 2,895  % | 4,755  % | 3,284  % | 3,498  % |
| 113 | 2,902  % | 3,480  % | 2,900  % | 4,753  % | 3,285  % | 3,497  % |
| 114 | 2,907  % | 3,480  % | 2,905  % | 4,751  % | 3,287  % | 3,497  % |
| 115 | 2,912  % | 3,479  % | 2,910  % | 4,748  % | 3,288  % | 3,496  % |
| 116 | 2,917  % | 3,479  % | 2,914  % | 4,746  % | 3,289  % | 3,496  % |
| 117 | 2,921  % | 3,479  % | 2,919  % | 4,744  % | 3,291  % | 3,496  % |
| 118 | 2,926  % | 3,479  % | 2,923  % | 4,742  % | 3,292  % | 3,495  % |
| 119 | 2,930  % | 3,478  % | 2,928  % | 4,740  % | 3,293  % | 3,495  % |
| 120 | 2,934  % | 3,478  % | 2,932  % | 4,738  % | 3,295  % | 3,494  % |
| 121 | 2,939  % | 3,478  % | 2,936  % | 4,736  % | 3,296  % | 3,494  % |
| 122 | 2,943  % | 3,478  % | 2,941  % | 4,734  % | 3,297  % | 3,494  % |
| 123 | 2,947  % | 3,477  % | 2,945  % | 4,732  % | 3,299  % | 3,493  % |
| 124 | 2,951  % | 3,477  % | 2,949  % | 4,730  % | 3,300  % | 3,493  % |
| 125 | 2,955  % | 3,477  % | 2,953  % | 4,728  % | 3,301  % | 3,493  % |
| 126 | 2,959  % | 3,477  % | 2,957  % | 4,727  % | 3,302  % | 3,492  % |
| 127 | 2,963  % | 3,477  % | 2,961  % | 4,725  % | 3,303  % | 3,492  % |
| 128 | 2,966  % | 3,476  % | 2,965  % | 4,723  % | 3,304  % | 3,492  % |
| 129 | 2,970  % | 3,476  % | 2,968  % | 4,721  % | 3,306  % | 3,491  % |
| 130 | 2,974  % | 3,476  % | 2,972  % | 4,720  % | 3,307  % | 3,491  % |
| 131 | 2,977  % | 3,476  % | 2,976  % | 4,718  % | 3,308  % | 3,491  % |
| 132 | 2,981  % | 3,476  % | 2,979  % | 4,716  % | 3,309  % | 3,490  % |
| 133 | 2,985  % | 3,475  % | 2,983  % | 4,715  % | 3,310  % | 3,490  % |
| 134 | 2,988  % | 3,475  % | 2,986  % | 4,713  % | 3,311  % | 3,490  % |
| 135 | 2,991  % | 3,475  % | 2,990  % | 4,712  % | 3,312  % | 3,489  % |
| 136 | 2,995  % | 3,475  % | 2,993  % | 4,710  % | 3,313  % | 3,489  % |
| 137 | 2,998  % | 3,475  % | 2,996  % | 4,708  % | 3,314  % | 3,489  % |
| 138 | 3,001  % | 3,474  % | 3,000  % | 4,707  % | 3,315  % | 3,489  % |
| 139 | 3,005  % | 3,474  % | 3,003  % | 4,705  % | 3,316  % | 3,488  % |
| 140 | 3,008  % | 3,474  % | 3,006  % | 4,704  % | 3,317  % | 3,488  % |
| 141 | 3,011  % | 3,474  % | 3,009  % | 4,702  % | 3,318  % | 3,488  % |
| 142 | 3,014  % | 3,474  % | 3,012  % | 4,701  % | 3,319  % | 3,487  % |
| 143 | 3,017  % | 3,474  % | 3,015  % | 4,700  % | 3,320  % | 3,487  % |
| 144 | 3,020  % | 3,473  % | 3,018  % | 4,698  % | 3,321  % | 3,487  % |
| 145 | 3,023  % | 3,473  % | 3,021  % | 4,697  % | 3,321  % | 3,487  % |
| 146 | 3,026  % | 3,473  % | 3,024  % | 4,696  % | 3,322  % | 3,486  % |
| 147 | 3,029  % | 3,473  % | 3,027  % | 4,694  % | 3,323  % | 3,486  % |
| 148 | 3,032  % | 3,473  % | 3,030  % | 4,693  % | 3,324  % | 3,486  % |
| 149 | 3,034  % | 3,473  % | 3,033  % | 4,692  % | 3,325  % | 3,486  % |
| 150 | 3,037  % | 3,473  % | 3,036  % | 4,690  % | 3,326  % | 3,485  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

–0,175  %

5,516  %

–0,185  %

5,955  %

1,116  %

0,104  %

2

0,436  %

5,279  %

0,426  %

6,139  %

1,269  %

0,429  %

3

0,703  %

4,915  %

0,693  %

6,227  %

1,477  %

0,747  %

4

0,829  %

4,568  %

0,819  %

6,271  %

1,643  %

1,070  %

5

0,895  %

4,293  %

0,885  %

6,250  %

1,734  %

1,376  %

6

0,943  %

4,100  %

0,933  %

6,203  %

1,757  %

1,671  %

7

0,983  %

3,964  %

0,973  %

6,136  %

1,755  %

1,959  %

8

1,025  %

3,865  %

1,015  %

6,054  %

1,757  %

2,254  %

9

1,067  %

3,793  %

1,057  %

5,964  %

1,776  %

2,520  %

10

1,109  %

3,741  %

1,099  %

5,875  %

1,820  %

2,731  %

11

1,143  %

3,704  %

1,133  %

5,792  %

1,894  %

2,895  %

12

1,170  %

3,679  %

1,160  %

5,725  %

1,980  %

3,024  %

13

1,193  %

3,660  %

1,183  %

5,678  %

2,068  %

3,127  %

14

1,208  %

3,646  %

1,198  %

5,651  %

2,151  %

3,210  %

15

1,208  %

3,635  %

1,198  %

5,649  %

2,229  %

3,277  %

16

1,193  %

3,625  %

1,183  %

5,646  %

2,300  %

3,332  %

17

1,172  %

3,617  %

1,162  %

5,638  %

2,364  %

3,376  %

18

1,153  %

3,609  %

1,143  %

5,625  %

2,422  %

3,413  %

19

1,143  %

3,602  %

1,133  %

5,609  %

2,475  %

3,443  %

20

1,144  %

3,596  %

1,134  %

5,591  %

2,523  %

3,468  %

21

1,160  %

3,590  %

1,150  %

5,571  %

2,566  %

3,488  %

22

1,186  %

3,584  %

1,176  %

5,550  %

2,606  %

3,505  %

23

1,220  %

3,579  %

1,210  %

5,528  %

2,643  %

3,519  %

24

1,259  %

3,575  %

1,250  %

5,506  %

2,676  %

3,530  %

25

1,302  %

3,571  %

1,293  %

5,484  %

2,707  %

3,539  %

26

1,347  %

3,567  %

1,338  %

5,461  %

2,735  %

3,547  %

27

1,393  %

3,563  %

1,384  %

5,439  %

2,762  %

3,553  %

28

1,440  %

3,559  %

1,431  %

5,417  %

2,786  %

3,557  %

29

1,486  %

3,556  %

1,478  %

5,396  %

2,809  %

3,561  %

30

1,533  %

3,553  %

1,525  %

5,375  %

2,830  %

3,564  %

31

1,578  %

3,550  %

1,571  %

5,354  %

2,850  %

3,565  %

32

1,623  %

3,548  %

1,616  %

5,334  %

2,869  %

3,567  %

33

1,667  %

3,545  %

1,660  %

5,315  %

2,886  %

3,568  %

34

1,709  %

3,543  %

1,702  %

5,296  %

2,903  %

3,568  %

35

1,750  %

3,540  %

1,744  %

5,278  %

2,919  %

3,568  %

36

1,790  %

3,538  %

1,784  %

5,260  %

2,933  %

3,568  %

37

1,829  %

3,536  %

1,822  %

5,243  %

2,947  %

3,567  %

38

1,866  %

3,534  %

1,860  %

5,226  %

2,960  %

3,567  %

39

1,902  %

3,532  %

1,896  %

5,210  %

2,973  %

3,566  %

40

1,937  %

3,530  %

1,931  %

5,195  %

2,985  %

3,565  %

41

1,970  %

3,528  %

1,965  %

5,180  %

2,996  %

3,564  %

42

2,003  %

3,527  %

1,997  %

5,165  %

3,007  %

3,562  %

43

2,034  %

3,525  %

2,028  %

5,151  %

3,017  %

3,561  %

44

2,064  %

3,524  %

2,058  %

5,138  %

3,027  %

3,560  %

45

2,093  %

3,522  %

2,087  %

5,125  %

3,036  %

3,558  %

46

2,121  %

3,521  %

2,115  %

5,112  %

3,045  %

3,557  %

47

2,147  %

3,519  %

2,142  %

5,100  %

3,054  %

3,555  %

48

2,173  %

3,518  %

2,168  %

5,089  %

3,062  %

3,554  %

49

2,198  %

3,517  %

2,193  %

5,077  %

3,070  %

3,552  %

50

2,222  %

3,515  %

2,217  %

5,066  %

3,078  %

3,551  %

51

2,246  %

3,514  %

2,241  %

5,056  %

3,085  %

3,549  %

52

2,268  %

3,513  %

2,263  %

5,046  %

3,092  %

3,548  %

53

2,290  %

3,512  %

2,285  %

5,036  %

3,099  %

3,547  %

54

2,311  %

3,511  %

2,306  %

5,026  %

3,105  %

3,545  %

55

2,331  %

3,510  %

2,326  %

5,017  %

3,112  %

3,544  %

56

2,350  %

3,509  %

2,346  %

5,008  %

3,118  %

3,542  %

57

2,369  %

3,508  %

2,365  %

4,999  %

3,123  %

3,541  %

58

2,388  %

3,507  %

2,383  %

4,991  %

3,129  %

3,540  %

59

2,405  %

3,506  %

2,401  %

4,983  %

3,134  %

3,538  %

60

2,422  %

3,505  %

2,418  %

4,975  %

3,140  %

3,537  %

61

2,439  %

3,504  %

2,435  %

4,967  %

3,145  %

3,536  %

62

2,455  %

3,504  %

2,451  %

4,960  %

3,150  %

3,534  %

63

2,471  %

3,503  %

2,467  %

4,953  %

3,154  %

3,533  %

64

2,486  %

3,502  %

2,482  %

4,946  %

3,159  %

3,532  %

65

2,501  %

3,501  %

2,497  %

4,939  %

3,164  %

3,531  %

66

2,515  %

3,500  %

2,511  %

4,932  %

3,168  %

3,530  %

67

2,529  %

3,500  %

2,525  %

4,926  %

3,172  %

3,529  %

68

2,542  %

3,499  %

2,538  %

4,920  %

3,176  %

3,528  %

69

2,555  %

3,498  %

2,552  %

4,914  %

3,180  %

3,527  %

70

2,568  %

3,498  %

2,564  %

4,908  %

3,184  %

3,525  %

71

2,580  %

3,497  %

2,577  %

4,902  %

3,188  %

3,524  %

72

2,592  %

3,496  %

2,589  %

4,897  %

3,191  %

3,523  %

73

2,604  %

3,496  %

2,600  %

4,891  %

3,195  %

3,523  %

74

2,615  %

3,495  %

2,612  %

4,886  %

3,198  %

3,522  %

75

2,626  %

3,495  %

2,623  %

4,881  %

3,202  %

3,521  %

76

2,637  %

3,494  %

2,634  %

4,876  %

3,205  %

3,520  %

77

2,648  %

3,494  %

2,644  %

4,871  %

3,208  %

3,519  %

78

2,658  %

3,493  %

2,655  %

4,866  %

3,211  %

3,518  %

79

2,668  %

3,492  %

2,665  %

4,862  %

3,214  %

3,517  %

80

2,677  %

3,492  %

2,674  %

4,857  %

3,217  %

3,516  %

81

2,687  %

3,491  %

2,684  %

4,853  %

3,220  %

3,516  %

82

2,696  %

3,491  %

2,693  %

4,848  %

3,223  %

3,515  %

83

2,705  %

3,490  %

2,702  %

4,844  %

3,226  %

3,514  %

84

2,714  %

3,490  %

2,711  %

4,840  %

3,228  %

3,513  %

85

2,723  %

3,490  %

2,720  %

4,836  %

3,231  %

3,513  %

86

2,731  %

3,489  %

2,728  %

4,832  %

3,233  %

3,512  %

87

2,739  %

3,489  %

2,737  %

4,828  %

3,236  %

3,511  %

88

2,747  %

3,488  %

2,745  %

4,825  %

3,238  %

3,510  %

89

2,755  %

3,488  %

2,753  %

4,821  %

3,241  %

3,510  %

90

2,763  %

3,487  %

2,760  %

4,817  %

3,243  %

3,509  %

91

2,770  %

3,487  %

2,768  %

4,814  %

3,245  %

3,508  %

92

2,778  %

3,487  %

2,775  %

4,810  %

3,248  %

3,508  %

93

2,785  %

3,486  %

2,782  %

4,807  %

3,250  %

3,507  %

94

2,792  %

3,486  %

2,789  %

4,804  %

3,252  %

3,507  %

95

2,799  %

3,485  %

2,796  %

4,801  %

3,254  %

3,506  %

96

2,806  %

3,485  %

2,803  %

4,798  %

3,256  %

3,505  %

97

2,812  %

3,485  %

2,810  %

4,794  %

3,258  %

3,505  %

98

2,819  %

3,484  %

2,816  %

4,791  %

3,260  %

3,504  %

99

2,825  %

3,484  %

2,823  %

4,789  %

3,262  %

3,504  %

100

2,831  %

3,484  %

2,829  %

4,786  %

3,264  %

3,503  %

101

2,838  %

3,483  %

2,835  %

4,783  %

3,266  %

3,503  %

102

2,844  %

3,483  %

2,841  %

4,780  %

3,267  %

3,502  %

103

2,849  %

3,483  %

2,847  %

4,777  %

3,269  %

3,502  %

104

2,855  %

3,482  %

2,853  %

4,775  %

3,271  %

3,501  %

105

2,861  %

3,482  %

2,858  %

4,772  %

3,273  %

3,501  %

106

2,866  %

3,482  %

2,864  %

4,769  %

3,274  %

3,500  %

107

2,872  %

3,482  %

2,869  %

4,767  %

3,276  %

3,500  %

108

2,877  %

3,481  %

2,875  %

4,764  %

3,277  %

3,499  %

109

2,882  %

3,481  %

2,880  %

4,762  %

3,279  %

3,499  %

110

2,888  %

3,481  %

2,885  %

4,760  %

3,281  %

3,498  %

111

2,893  %

3,480  %

2,890  %

4,757  %

3,282  %

3,498  %

112

2,898  %

3,480  %

2,895  %

4,755  %

3,284  %

3,498  %

113

2,902  %

3,480  %

2,900  %

4,753  %

3,285  %

3,497  %

114

2,907  %

3,480  %

2,905  %

4,751  %

3,287  %

3,497  %

115

2,912  %

3,479  %

2,910  %

4,748  %

3,288  %

3,496  %

116

2,917  %

3,479  %

2,914  %

4,746  %

3,289  %

3,496  %

117

2,921  %

3,479  %

2,919  %

4,744  %

3,291  %

3,496  %

118

2,926  %

3,479  %

2,923  %

4,742  %

3,292  %

3,495  %

119

2,930  %

3,478  %

2,928  %

4,740  %

3,293  %

3,495  %

120

2,934  %

3,478  %

2,932  %

4,738  %

3,295  %

3,494  %

121

2,939  %

3,478  %

2,936  %

4,736  %

3,296  %

3,494  %

122

2,943  %

3,478  %

2,941  %

4,734  %

3,297  %

3,494  %

123

2,947  %

3,477  %

2,945  %

4,732  %

3,299  %

3,493  %

124

2,951  %

3,477  %

2,949  %

4,730  %

3,300  %

3,493  %

125

2,955  %

3,477  %

2,953  %

4,728  %

3,301  %

3,493  %

126

2,959  %

3,477  %

2,957  %

4,727  %

3,302  %

3,492  %

127

2,963  %

3,477  %

2,961  %

4,725  %

3,303  %

3,492  %

128

2,966  %

3,476  %

2,965  %

4,723  %

3,304  %

3,492  %

129

2,970  %

3,476  %

2,968  %

4,721  %

3,306  %

3,491  %

130

2,974  %

3,476  %

2,972  %

4,720  %

3,307  %

3,491  %

131

2,977  %

3,476  %

2,976  %

4,718  %

3,308  %

3,491  %

132

2,981  %

3,476  %

2,979  %

4,716  %

3,309  %

3,490  %

133

2,985  %

3,475  %

2,983  %

4,715  %

3,310  %

3,490  %

134

2,988  %

3,475  %

2,986  %

4,713  %

3,311  %

3,490  %

135

2,991  %

3,475  %

2,990  %

4,712  %

3,312  %

3,489  %

136

2,995  %

3,475  %

2,993  %

4,710  %

3,313  %

3,489  %

137

2,998  %

3,475  %

2,996  %

4,708  %

3,314  %

3,489  %

138

3,001  %

3,474  %

3,000  %

4,707  %

3,315  %

3,489  %

139

3,005  %

3,474  %

3,003  %

4,705  %

3,316  %

3,488  %

140

3,008  %

3,474  %

3,006  %

4,704  %

3,317  %

3,488  %

141

3,011  %

3,474  %

3,009  %

4,702  %

3,318  %

3,488  %

142

3,014  %

3,474  %

3,012  %

4,701  %

3,319  %

3,487  %

143

3,017  %

3,474  %

3,015  %

4,700  %

3,320  %

3,487  %

144

3,020  %

3,473  %

3,018  %

4,698  %

3,321  %

3,487  %

145

3,023  %

3,473  %

3,021  %

4,697  %

3,321  %

3,487  %

146

3,026  %

3,473  %

3,024  %

4,696  %

3,322  %

3,486  %

147

3,029  %

3,473  %

3,027  %

4,694  %

3,323  %

3,486  %

148

3,032  %

3,473  %

3,030  %

4,693  %

3,324  %

3,486  %

149

3,034  %

3,473  %

3,033  %

4,692  %

3,325  %

3,486  %

150

3,037  %

3,473  %

3,036  %

4,690  %

3,326  %

3,485  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | –0,225  % | 1,632  % | 4,325  % | 4,881  % | 4,750  % | 2,312  % |
| 2 | 0,386  % | 2,024  % | 5,133  % | 5,372  % | 4,902  % | 2,417  % |
| 3 | 0,653  % | 2,028  % | 5,570  % | 5,515  % | 4,994  % | 2,563  % |
| 4 | 0,779  % | 1,960  % | 5,815  % | 5,501  % | 5,040  % | 2,680  % |
| 5 | 0,845  % | 1,891  % | 5,944  % | 5,396  % | 5,054  % | 2,740  % |
| 6 | 0,892  % | 1,816  % | 6,014  % | 5,275  % | 5,049  % | 2,745  % |
| 7 | 0,933  % | 1,750  % | 6,046  % | 5,165  % | 5,032  % | 2,723  % |
| 8 | 0,975  % | 1,703  % | 6,050  % | 5,080  % | 5,006  % | 2,693  % |
| 9 | 1,017  % | 1,671  % | 6,034  % | 5,025  % | 4,974  % | 2,666  % |
| 10 | 1,058  % | 1,651  % | 6,003  % | 4,998  % | 4,938  % | 2,647  % |
| 11 | 1,093  % | 1,633  % | 5,959  % | 4,972  % | 4,900  % | 2,639  % |
| 12 | 1,120  % | 1,617  % | 5,908  % | 4,941  % | 4,861  % | 2,639  % |
| 13 | 1,143  % | 1,602  % | 5,851  % | 4,908  % | 4,822  % | 2,645  % |
| 14 | 1,157  % | 1,588  % | 5,791  % | 4,873  % | 4,782  % | 2,655  % |
| 15 | 1,157  % | 1,576  % | 5,729  % | 4,836  % | 4,744  % | 2,667  % |
| 16 | 1,142  % | 1,566  % | 5,667  % | 4,800  % | 4,706  % | 2,681  % |
| 17 | 1,121  % | 1,556  % | 5,605  % | 4,763  % | 4,669  % | 2,697  % |
| 18 | 1,103  % | 1,544  % | 5,543  % | 4,727  % | 4,633  % | 2,713  % |
| 19 | 1,092  % | 1,530  % | 5,483  % | 4,692  % | 4,598  % | 2,730  % |
| 20 | 1,094  % | 1,512  % | 5,424  % | 4,657  % | 4,565  % | 2,746  % |
| 21 | 1,110  % | 1,492  % | 5,366  % | 4,624  % | 4,533  % | 2,763  % |
| 22 | 1,137  % | 1,470  % | 5,311  % | 4,591  % | 4,501  % | 2,780  % |
| 23 | 1,172  % | 1,450  % | 5,257  % | 4,559  % | 4,471  % | 2,796  % |
| 24 | 1,213  % | 1,432  % | 5,205  % | 4,529  % | 4,443  % | 2,812  % |
| 25 | 1,257  % | 1,418  % | 5,155  % | 4,499  % | 4,415  % | 2,828  % |
| 26 | 1,303  % | 1,409  % | 5,106  % | 4,471  % | 4,388  % | 2,843  % |
| 27 | 1,350  % | 1,404  % | 5,060  % | 4,443  % | 4,363  % | 2,858  % |
| 28 | 1,398  % | 1,405  % | 5,015  % | 4,417  % | 4,338  % | 2,873  % |
| 29 | 1,446  % | 1,412  % | 4,973  % | 4,392  % | 4,315  % | 2,887  % |
| 30 | 1,493  % | 1,424  % | 4,932  % | 4,367  % | 4,292  % | 2,900  % |
| 31 | 1,540  % | 1,443  % | 4,892  % | 4,344  % | 4,271  % | 2,914  % |
| 32 | 1,586  % | 1,465  % | 4,854  % | 4,321  % | 4,250  % | 2,926  % |
| 33 | 1,631  % | 1,492  % | 4,818  % | 4,299  % | 4,230  % | 2,939  % |
| 34 | 1,674  % | 1,520  % | 4,783  % | 4,279  % | 4,211  % | 2,950  % |
| 35 | 1,716  % | 1,551  % | 4,750  % | 4,259  % | 4,192  % | 2,962  % |
| 36 | 1,757  % | 1,582  % | 4,718  % | 4,239  % | 4,174  % | 2,973  % |
| 37 | 1,796  % | 1,615  % | 4,687  % | 4,221  % | 4,157  % | 2,983  % |
| 38 | 1,834  % | 1,648  % | 4,658  % | 4,203  % | 4,141  % | 2,994  % |
| 39 | 1,871  % | 1,680  % | 4,630  % | 4,186  % | 4,125  % | 3,004  % |
| 40 | 1,907  % | 1,713  % | 4,602  % | 4,169  % | 4,110  % | 3,013  % |
| 41 | 1,941  % | 1,746  % | 4,576  % | 4,154  % | 4,096  % | 3,022  % |
| 42 | 1,974  % | 1,778  % | 4,551  % | 4,138  % | 4,082  % | 3,031  % |
| 43 | 2,006  % | 1,809  % | 4,527  % | 4,124  % | 4,068  % | 3,040  % |
| 44 | 2,036  % | 1,840  % | 4,504  % | 4,109  % | 4,055  % | 3,048  % |
| 45 | 2,066  % | 1,870  % | 4,482  % | 4,096  % | 4,043  % | 3,056  % |
| 46 | 2,094  % | 1,900  % | 4,461  % | 4,083  % | 4,031  % | 3,064  % |
| 47 | 2,121  % | 1,929  % | 4,440  % | 4,070  % | 4,019  % | 3,071  % |
| 48 | 2,148  % | 1,957  % | 4,420  % | 4,058  % | 4,008  % | 3,079  % |
| 49 | 2,173  % | 1,984  % | 4,401  % | 4,046  % | 3,997  % | 3,086  % |
| 50 | 2,198  % | 2,011  % | 4,382  % | 4,035  % | 3,987  % | 3,092  % |
| 51 | 2,222  % | 2,036  % | 4,365  % | 4,024  % | 3,977  % | 3,099  % |
| 52 | 2,245  % | 2,061  % | 4,348  % | 4,013  % | 3,967  % | 3,105  % |
| 53 | 2,267  % | 2,086  % | 4,331  % | 4,003  % | 3,958  % | 3,111  % |
| 54 | 2,288  % | 2,109  % | 4,315  % | 3,993  % | 3,949  % | 3,117  % |
| 55 | 2,309  % | 2,132  % | 4,300  % | 3,983  % | 3,940  % | 3,123  % |
| 56 | 2,329  % | 2,155  % | 4,285  % | 3,974  % | 3,932  % | 3,129  % |
| 57 | 2,348  % | 2,176  % | 4,270  % | 3,965  % | 3,923  % | 3,134  % |
| 58 | 2,366  % | 2,197  % | 4,256  % | 3,957  % | 3,915  % | 3,139  % |
| 59 | 2,385  % | 2,218  % | 4,243  % | 3,948  % | 3,908  % | 3,144  % |
| 60 | 2,402  % | 2,238  % | 4,230  % | 3,940  % | 3,900  % | 3,149  % |
| 61 | 2,419  % | 2,257  % | 4,217  % | 3,932  % | 3,893  % | 3,154  % |
| 62 | 2,435  % | 2,275  % | 4,205  % | 3,924  % | 3,886  % | 3,159  % |
| 63 | 2,451  % | 2,294  % | 4,193  % | 3,917  % | 3,879  % | 3,163  % |
| 64 | 2,467  % | 2,311  % | 4,181  % | 3,910  % | 3,873  % | 3,167  % |
| 65 | 2,482  % | 2,328  % | 4,170  % | 3,903  % | 3,866  % | 3,172  % |
| 66 | 2,496  % | 2,345  % | 4,159  % | 3,896  % | 3,860  % | 3,176  % |
| 67 | 2,510  % | 2,361  % | 4,149  % | 3,889  % | 3,854  % | 3,180  % |
| 68 | 2,524  % | 2,377  % | 4,138  % | 3,883  % | 3,848  % | 3,184  % |
| 69 | 2,537  % | 2,392  % | 4,128  % | 3,877  % | 3,842  % | 3,187  % |
| 70 | 2,550  % | 2,407  % | 4,119  % | 3,871  % | 3,837  % | 3,191  % |
| 71 | 2,563  % | 2,422  % | 4,109  % | 3,865  % | 3,831  % | 3,195  % |
| 72 | 2,575  % | 2,436  % | 4,100  % | 3,859  % | 3,826  % | 3,198  % |
| 73 | 2,587  % | 2,449  % | 4,091  % | 3,854  % | 3,821  % | 3,202  % |
| 74 | 2,599  % | 2,463  % | 4,083  % | 3,848  % | 3,816  % | 3,205  % |
| 75 | 2,610  % | 2,476  % | 4,074  % | 3,843  % | 3,811  % | 3,208  % |
| 76 | 2,621  % | 2,488  % | 4,066  % | 3,838  % | 3,806  % | 3,211  % |
| 77 | 2,632  % | 2,501  % | 4,058  % | 3,833  % | 3,802  % | 3,214  % |
| 78 | 2,642  % | 2,513  % | 4,050  % | 3,828  % | 3,797  % | 3,217  % |
| 79 | 2,652  % | 2,525  % | 4,043  % | 3,823  % | 3,793  % | 3,220  % |
| 80 | 2,662  % | 2,536  % | 4,035  % | 3,818  % | 3,789  % | 3,223  % |
| 81 | 2,672  % | 2,547  % | 4,028  % | 3,814  % | 3,784  % | 3,226  % |
| 82 | 2,681  % | 2,558  % | 4,021  % | 3,809  % | 3,780  % | 3,229  % |
| 83 | 2,690  % | 2,569  % | 4,014  % | 3,805  % | 3,776  % | 3,231  % |
| 84 | 2,699  % | 2,579  % | 4,007  % | 3,801  % | 3,773  % | 3,234  % |
| 85 | 2,708  % | 2,589  % | 4,001  % | 3,797  % | 3,769  % | 3,236  % |
| 86 | 2,717  % | 2,599  % | 3,994  % | 3,793  % | 3,765  % | 3,239  % |
| 87 | 2,725  % | 2,609  % | 3,988  % | 3,789  % | 3,761  % | 3,241  % |
| 88 | 2,733  % | 2,619  % | 3,982  % | 3,785  % | 3,758  % | 3,244  % |
| 89 | 2,741  % | 2,628  % | 3,976  % | 3,781  % | 3,754  % | 3,246  % |
| 90 | 2,749  % | 2,637  % | 3,970  % | 3,778  % | 3,751  % | 3,248  % |
| 91 | 2,757  % | 2,646  % | 3,964  % | 3,774  % | 3,748  % | 3,250  % |
| 92 | 2,764  % | 2,655  % | 3,959  % | 3,770  % | 3,745  % | 3,252  % |
| 93 | 2,772  % | 2,663  % | 3,953  % | 3,767  % | 3,741  % | 3,255  % |
| 94 | 2,779  % | 2,671  % | 3,948  % | 3,764  % | 3,738  % | 3,257  % |
| 95 | 2,786  % | 2,680  % | 3,943  % | 3,760  % | 3,735  % | 3,259  % |
| 96 | 2,793  % | 2,688  % | 3,938  % | 3,757  % | 3,732  % | 3,261  % |
| 97 | 2,800  % | 2,695  % | 3,933  % | 3,754  % | 3,729  % | 3,263  % |
| 98 | 2,806  % | 2,703  % | 3,928  % | 3,751  % | 3,726  % | 3,265  % |
| 99 | 2,813  % | 2,711  % | 3,923  % | 3,748  % | 3,724  % | 3,266  % |
| 100 | 2,819  % | 2,718  % | 3,918  % | 3,745  % | 3,721  % | 3,268  % |
| 101 | 2,825  % | 2,725  % | 3,913  % | 3,742  % | 3,718  % | 3,270  % |
| 102 | 2,831  % | 2,732  % | 3,909  % | 3,739  % | 3,716  % | 3,272  % |
| 103 | 2,837  % | 2,739  % | 3,904  % | 3,736  % | 3,713  % | 3,274  % |
| 104 | 2,843  % | 2,746  % | 3,900  % | 3,733  % | 3,711  % | 3,275  % |
| 105 | 2,849  % | 2,753  % | 3,896  % | 3,731  % | 3,708  % | 3,277  % |
| 106 | 2,855  % | 2,759  % | 3,891  % | 3,728  % | 3,706  % | 3,279  % |
| 107 | 2,860  % | 2,766  % | 3,887  % | 3,725  % | 3,703  % | 3,280  % |
| 108 | 2,866  % | 2,772  % | 3,883  % | 3,723  % | 3,701  % | 3,282  % |
| 109 | 2,871  % | 2,778  % | 3,879  % | 3,720  % | 3,699  % | 3,283  % |
| 110 | 2,876  % | 2,784  % | 3,875  % | 3,718  % | 3,696  % | 3,285  % |
| 111 | 2,881  % | 2,790  % | 3,872  % | 3,716  % | 3,694  % | 3,286  % |
| 112 | 2,887  % | 2,796  % | 3,868  % | 3,713  % | 3,692  % | 3,288  % |
| 113 | 2,892  % | 2,802  % | 3,864  % | 3,711  % | 3,690  % | 3,289  % |
| 114 | 2,896  % | 2,808  % | 3,860  % | 3,709  % | 3,688  % | 3,291  % |
| 115 | 2,901  % | 2,813  % | 3,857  % | 3,706  % | 3,686  % | 3,292  % |
| 116 | 2,906  % | 2,819  % | 3,853  % | 3,704  % | 3,684  % | 3,293  % |
| 117 | 2,911  % | 2,824  % | 3,850  % | 3,702  % | 3,682  % | 3,295  % |
| 118 | 2,915  % | 2,829  % | 3,847  % | 3,700  % | 3,680  % | 3,296  % |
| 119 | 2,920  % | 2,835  % | 3,843  % | 3,698  % | 3,678  % | 3,297  % |
| 120 | 2,924  % | 2,840  % | 3,840  % | 3,696  % | 3,676  % | 3,298  % |
| 121 | 2,928  % | 2,845  % | 3,837  % | 3,694  % | 3,674  % | 3,300  % |
| 122 | 2,933  % | 2,850  % | 3,833  % | 3,692  % | 3,672  % | 3,301  % |
| 123 | 2,937  % | 2,854  % | 3,830  % | 3,690  % | 3,670  % | 3,302  % |
| 124 | 2,941  % | 2,859  % | 3,827  % | 3,688  % | 3,668  % | 3,303  % |
| 125 | 2,945  % | 2,864  % | 3,824  % | 3,686  % | 3,667  % | 3,305  % |
| 126 | 2,949  % | 2,869  % | 3,821  % | 3,684  % | 3,665  % | 3,306  % |
| 127 | 2,953  % | 2,873  % | 3,818  % | 3,682  % | 3,663  % | 3,307  % |
| 128 | 2,957  % | 2,878  % | 3,815  % | 3,680  % | 3,662  % | 3,308  % |
| 129 | 2,961  % | 2,882  % | 3,813  % | 3,678  % | 3,660  % | 3,309  % |
| 130 | 2,964  % | 2,886  % | 3,810  % | 3,677  % | 3,658  % | 3,310  % |
| 131 | 2,968  % | 2,891  % | 3,807  % | 3,675  % | 3,657  % | 3,311  % |
| 132 | 2,972  % | 2,895  % | 3,804  % | 3,673  % | 3,655  % | 3,312  % |
| 133 | 2,975  % | 2,899  % | 3,802  % | 3,672  % | 3,654  % | 3,313  % |
| 134 | 2,979  % | 2,903  % | 3,799  % | 3,670  % | 3,652  % | 3,314  % |
| 135 | 2,982  % | 2,907  % | 3,796  % | 3,668  % | 3,651  % | 3,315  % |
| 136 | 2,986  % | 2,911  % | 3,794  % | 3,667  % | 3,649  % | 3,316  % |
| 137 | 2,989  % | 2,915  % | 3,791  % | 3,665  % | 3,648  % | 3,317  % |
| 138 | 2,992  % | 2,919  % | 3,789  % | 3,664  % | 3,646  % | 3,318  % |
| 139 | 2,996  % | 2,923  % | 3,787  % | 3,662  % | 3,645  % | 3,319  % |
| 140 | 2,999  % | 2,927  % | 3,784  % | 3,660  % | 3,643  % | 3,320  % |
| 141 | 3,002  % | 2,930  % | 3,782  % | 3,659  % | 3,642  % | 3,321  % |
| 142 | 3,005  % | 2,934  % | 3,779  % | 3,657  % | 3,641  % | 3,322  % |
| 143 | 3,008  % | 2,938  % | 3,777  % | 3,656  % | 3,639  % | 3,323  % |
| 144 | 3,011  % | 2,941  % | 3,775  % | 3,655  % | 3,638  % | 3,324  % |
| 145 | 3,015  % | 2,945  % | 3,773  % | 3,653  % | 3,637  % | 3,325  % |
| 146 | 3,017  % | 2,948  % | 3,770  % | 3,652  % | 3,636  % | 3,325  % |
| 147 | 3,020  % | 2,951  % | 3,768  % | 3,650  % | 3,634  % | 3,326  % |
| 148 | 3,023  % | 2,955  % | 3,766  % | 3,649  % | 3,633  % | 3,327  % |
| 149 | 3,026  % | 2,958  % | 3,764  % | 3,648  % | 3,632  % | 3,328  % |
| 150 | 3,029  % | 2,961  % | 3,762  % | 3,646  % | 3,631  % | 3,329  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

–0,225  %

1,632  %

4,325  %

4,881  %

4,750  %

2,312  %

2

0,386  %

2,024  %

5,133  %

5,372  %

4,902  %

2,417  %

3

0,653  %

2,028  %

5,570  %

5,515  %

4,994  %

2,563  %

4

0,779  %

1,960  %

5,815  %

5,501  %

5,040  %

2,680  %

5

0,845  %

1,891  %

5,944  %

5,396  %

5,054  %

2,740  %

6

0,892  %

1,816  %

6,014  %

5,275  %

5,049  %

2,745  %

7

0,933  %

1,750  %

6,046  %

5,165  %

5,032  %

2,723  %

8

0,975  %

1,703  %

6,050  %

5,080  %

5,006  %

2,693  %

9

1,017  %

1,671  %

6,034  %

5,025  %

4,974  %

2,666  %

10

1,058  %

1,651  %

6,003  %

4,998  %

4,938  %

2,647  %

11

1,093  %

1,633  %

5,959  %

4,972  %

4,900  %

2,639  %

12

1,120  %

1,617  %

5,908  %

4,941  %

4,861  %

2,639  %

13

1,143  %

1,602  %

5,851  %

4,908  %

4,822  %

2,645  %

14

1,157  %

1,588  %

5,791  %

4,873  %

4,782  %

2,655  %

15

1,157  %

1,576  %

5,729  %

4,836  %

4,744  %

2,667  %

16

1,142  %

1,566  %

5,667  %

4,800  %

4,706  %

2,681  %

17

1,121  %

1,556  %

5,605  %

4,763  %

4,669  %

2,697  %

18

1,103  %

1,544  %

5,543  %

4,727  %

4,633  %

2,713  %

19

1,092  %

1,530  %

5,483  %

4,692  %

4,598  %

2,730  %

20

1,094  %

1,512  %

5,424  %

4,657  %

4,565  %

2,746  %

21

1,110  %

1,492  %

5,366  %

4,624  %

4,533  %

2,763  %

22

1,137  %

1,470  %

5,311  %

4,591  %

4,501  %

2,780  %

23

1,172  %

1,450  %

5,257  %

4,559  %

4,471  %

2,796  %

24

1,213  %

1,432  %

5,205  %

4,529  %

4,443  %

2,812  %

25

1,257  %

1,418  %

5,155  %

4,499  %

4,415  %

2,828  %

26

1,303  %

1,409  %

5,106  %

4,471  %

4,388  %

2,843  %

27

1,350  %

1,404  %

5,060  %

4,443  %

4,363  %

2,858  %

28

1,398  %

1,405  %

5,015  %

4,417  %

4,338  %

2,873  %

29

1,446  %

1,412  %

4,973  %

4,392  %

4,315  %

2,887  %

30

1,493  %

1,424  %

4,932  %

4,367  %

4,292  %

2,900  %

31

1,540  %

1,443  %

4,892  %

4,344  %

4,271  %

2,914  %

32

1,586  %

1,465  %

4,854  %

4,321  %

4,250  %

2,926  %

33

1,631  %

1,492  %

4,818  %

4,299  %

4,230  %

2,939  %

34

1,674  %

1,520  %

4,783  %

4,279  %

4,211  %

2,950  %

35

1,716  %

1,551  %

4,750  %

4,259  %

4,192  %

2,962  %

36

1,757  %

1,582  %

4,718  %

4,239  %

4,174  %

2,973  %

37

1,796  %

1,615  %

4,687  %

4,221  %

4,157  %

2,983  %

38

1,834  %

1,648  %

4,658  %

4,203  %

4,141  %

2,994  %

39

1,871  %

1,680  %

4,630  %

4,186  %

4,125  %

3,004  %

40

1,907  %

1,713  %

4,602  %

4,169  %

4,110  %

3,013  %

41

1,941  %

1,746  %

4,576  %

4,154  %

4,096  %

3,022  %

42

1,974  %

1,778  %

4,551  %

4,138  %

4,082  %

3,031  %

43

2,006  %

1,809  %

4,527  %

4,124  %

4,068  %

3,040  %

44

2,036  %

1,840  %

4,504  %

4,109  %

4,055  %

3,048  %

45

2,066  %

1,870  %

4,482  %

4,096  %

4,043  %

3,056  %

46

2,094  %

1,900  %

4,461  %

4,083  %

4,031  %

3,064  %

47

2,121  %

1,929  %

4,440  %

4,070  %

4,019  %

3,071  %

48

2,148  %

1,957  %

4,420  %

4,058  %

4,008  %

3,079  %

49

2,173  %

1,984  %

4,401  %

4,046  %

3,997  %

3,086  %

50

2,198  %

2,011  %

4,382  %

4,035  %

3,987  %

3,092  %

51

2,222  %

2,036  %

4,365  %

4,024  %

3,977  %

3,099  %

52

2,245  %

2,061  %

4,348  %

4,013  %

3,967  %

3,105  %

53

2,267  %

2,086  %

4,331  %

4,003  %

3,958  %

3,111  %

54

2,288  %

2,109  %

4,315  %

3,993  %

3,949  %

3,117  %

55

2,309  %

2,132  %

4,300  %

3,983  %

3,940  %

3,123  %

56

2,329  %

2,155  %

4,285  %

3,974  %

3,932  %

3,129  %

57

2,348  %

2,176  %

4,270  %

3,965  %

3,923  %

3,134  %

58

2,366  %

2,197  %

4,256  %

3,957  %

3,915  %

3,139  %

59

2,385  %

2,218  %

4,243  %

3,948  %

3,908  %

3,144  %

60

2,402  %

2,238  %

4,230  %

3,940  %

3,900  %

3,149  %

61

2,419  %

2,257  %

4,217  %

3,932  %

3,893  %

3,154  %

62

2,435  %

2,275  %

4,205  %

3,924  %

3,886  %

3,159  %

63

2,451  %

2,294  %

4,193  %

3,917  %

3,879  %

3,163  %

64

2,467  %

2,311  %

4,181  %

3,910  %

3,873  %

3,167  %

65

2,482  %

2,328  %

4,170  %

3,903  %

3,866  %

3,172  %

66

2,496  %

2,345  %

4,159  %

3,896  %

3,860  %

3,176  %

67

2,510  %

2,361  %

4,149  %

3,889  %

3,854  %

3,180  %

68

2,524  %

2,377  %

4,138  %

3,883  %

3,848  %

3,184  %

69

2,537  %

2,392  %

4,128  %

3,877  %

3,842  %

3,187  %

70

2,550  %

2,407  %

4,119  %

3,871  %

3,837  %

3,191  %

71

2,563  %

2,422  %

4,109  %

3,865  %

3,831  %

3,195  %

72

2,575  %

2,436  %

4,100  %

3,859  %

3,826  %

3,198  %

73

2,587  %

2,449  %

4,091  %

3,854  %

3,821  %

3,202  %

74

2,599  %

2,463  %

4,083  %

3,848  %

3,816  %

3,205  %

75

2,610  %

2,476  %

4,074  %

3,843  %

3,811  %

3,208  %

76

2,621  %

2,488  %

4,066  %

3,838  %

3,806  %

3,211  %

77

2,632  %

2,501  %

4,058  %

3,833  %

3,802  %

3,214  %

78

2,642  %

2,513  %

4,050  %

3,828  %

3,797  %

3,217  %

79

2,652  %

2,525  %

4,043  %

3,823  %

3,793  %

3,220  %

80

2,662  %

2,536  %

4,035  %

3,818  %

3,789  %

3,223  %

81

2,672  %

2,547  %

4,028  %

3,814  %

3,784  %

3,226  %

82

2,681  %

2,558  %

4,021  %

3,809  %

3,780  %

3,229  %

83

2,690  %

2,569  %

4,014  %

3,805  %

3,776  %

3,231  %

84

2,699  %

2,579  %

4,007  %

3,801  %

3,773  %

3,234  %

85

2,708  %

2,589  %

4,001  %

3,797  %

3,769  %

3,236  %

86

2,717  %

2,599  %

3,994  %

3,793  %

3,765  %

3,239  %

87

2,725  %

2,609  %

3,988  %

3,789  %

3,761  %

3,241  %

88

2,733  %

2,619  %

3,982  %

3,785  %

3,758  %

3,244  %

89

2,741  %

2,628  %

3,976  %

3,781  %

3,754  %

3,246  %

90

2,749  %

2,637  %

3,970  %

3,778  %

3,751  %

3,248  %

91

2,757  %

2,646  %

3,964  %

3,774  %

3,748  %

3,250  %

92

2,764  %

2,655  %

3,959  %

3,770  %

3,745  %

3,252  %

93

2,772  %

2,663  %

3,953  %

3,767  %

3,741  %

3,255  %

94

2,779  %

2,671  %

3,948  %

3,764  %

3,738  %

3,257  %

95

2,786  %

2,680  %

3,943  %

3,760  %

3,735  %

3,259  %

96

2,793  %

2,688  %

3,938  %

3,757  %

3,732  %

3,261  %

97

2,800  %

2,695  %

3,933  %

3,754  %

3,729  %

3,263  %

98

2,806  %

2,703  %

3,928  %

3,751  %

3,726  %

3,265  %

99

2,813  %

2,711  %

3,923  %

3,748  %

3,724  %

3,266  %

100

2,819  %

2,718  %

3,918  %

3,745  %

3,721  %

3,268  %

101

2,825  %

2,725  %

3,913  %

3,742  %

3,718  %

3,270  %

102

2,831  %

2,732  %

3,909  %

3,739  %

3,716  %

3,272  %

103

2,837  %

2,739  %

3,904  %

3,736  %

3,713  %

3,274  %

104

2,843  %

2,746  %

3,900  %

3,733  %

3,711  %

3,275  %

105

2,849  %

2,753  %

3,896  %

3,731  %

3,708  %

3,277  %

106

2,855  %

2,759  %

3,891  %

3,728  %

3,706  %

3,279  %

107

2,860  %

2,766  %

3,887  %

3,725  %

3,703  %

3,280  %

108

2,866  %

2,772  %

3,883  %

3,723  %

3,701  %

3,282  %

109

2,871  %

2,778  %

3,879  %

3,720  %

3,699  %

3,283  %

110

2,876  %

2,784  %

3,875  %

3,718  %

3,696  %

3,285  %

111

2,881  %

2,790  %

3,872  %

3,716  %

3,694  %

3,286  %

112

2,887  %

2,796  %

3,868  %

3,713  %

3,692  %

3,288  %

113

2,892  %

2,802  %

3,864  %

3,711  %

3,690  %

3,289  %

114

2,896  %

2,808  %

3,860  %

3,709  %

3,688  %

3,291  %

115

2,901  %

2,813  %

3,857  %

3,706  %

3,686  %

3,292  %

116

2,906  %

2,819  %

3,853  %

3,704  %

3,684  %

3,293  %

117

2,911  %

2,824  %

3,850  %

3,702  %

3,682  %

3,295  %

118

2,915  %

2,829  %

3,847  %

3,700  %

3,680  %

3,296  %

119

2,920  %

2,835  %

3,843  %

3,698  %

3,678  %

3,297  %

120

2,924  %

2,840  %

3,840  %

3,696  %

3,676  %

3,298  %

121

2,928  %

2,845  %

3,837  %

3,694  %

3,674  %

3,300  %

122

2,933  %

2,850  %

3,833  %

3,692  %

3,672  %

3,301  %

123

2,937  %

2,854  %

3,830  %

3,690  %

3,670  %

3,302  %

124

2,941  %

2,859  %

3,827  %

3,688  %

3,668  %

3,303  %

125

2,945  %

2,864  %

3,824  %

3,686  %

3,667  %

3,305  %

126

2,949  %

2,869  %

3,821  %

3,684  %

3,665  %

3,306  %

127

2,953  %

2,873  %

3,818  %

3,682  %

3,663  %

3,307  %

128

2,957  %

2,878  %

3,815  %

3,680  %

3,662  %

3,308  %

129

2,961  %

2,882  %

3,813  %

3,678  %

3,660  %

3,309  %

130

2,964  %

2,886  %

3,810  %

3,677  %

3,658  %

3,310  %

131

2,968  %

2,891  %

3,807  %

3,675  %

3,657  %

3,311  %

132

2,972  %

2,895  %

3,804  %

3,673  %

3,655  %

3,312  %

133

2,975  %

2,899  %

3,802  %

3,672  %

3,654  %

3,313  %

134

2,979  %

2,903  %

3,799  %

3,670  %

3,652  %

3,314  %

135

2,982  %

2,907  %

3,796  %

3,668  %

3,651  %

3,315  %

136

2,986  %

2,911  %

3,794  %

3,667  %

3,649  %

3,316  %

137

2,989  %

2,915  %

3,791  %

3,665  %

3,648  %

3,317  %

138

2,992  %

2,919  %

3,789  %

3,664  %

3,646  %

3,318  %

139

2,996  %

2,923  %

3,787  %

3,662  %

3,645  %

3,319  %

140

2,999  %

2,927  %

3,784  %

3,660  %

3,643  %

3,320  %

141

3,002  %

2,930  %

3,782  %

3,659  %

3,642  %

3,321  %

142

3,005  %

2,934  %

3,779  %

3,657  %

3,641  %

3,322  %

143

3,008  %

2,938  %

3,777  %

3,656  %

3,639  %

3,323  %

144

3,011  %

2,941  %

3,775  %

3,655  %

3,638  %

3,324  %

145

3,015  %

2,945  %

3,773  %

3,653  %

3,637  %

3,325  %

146

3,017  %

2,948  %

3,770  %

3,652  %

3,636  %

3,325  %

147

3,020  %

2,951  %

3,768  %

3,650  %

3,634  %

3,326  %

148

3,023  %

2,955  %

3,766  %

3,649  %

3,633  %

3,327  %

149

3,026  %

2,958  %

3,764  %

3,648  %

3,632  %

3,328  %

150

3,029  %

2,961  %

3,762  %

3,646  %

3,631  %

3,329  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | –0,647  % | 1,236  % | 0,373  % | 2,513  % | 7,120  % | 8,015  % |
| 2 | –0,319  % | 2,224  % | 0,604  % | 2,612  % | 6,994  % | 8,350  % |
| 3 | –0,110  % | 2,620  % | 0,870  % | 2,716  % | 6,800  % | 8,710  % |
| 4 | 0,028  % | 2,787  % | 1,129  % | 2,708  % | 6,592  % | 8,950  % |
| 5 | 0,133  % | 2,872  % | 1,357  % | 2,691  % | 6,422  % | 9,137  % |
| 6 | 0,220  % | 2,941  % | 1,563  % | 2,692  % | 6,290  % | 9,284  % |
| 7 | 0,298  % | 2,986  % | 1,747  % | 2,706  % | 6,190  % | 9,398  % |
| 8 | 0,368  % | 3,020  % | 1,912  % | 2,730  % | 6,119  % | 9,501  % |
| 9 | 0,432  % | 3,037  % | 2,059  % | 2,754  % | 6,070  % | 9,604  % |
| 10 | 0,489  % | 3,051  % | 2,191  % | 2,773  % | 6,036  % | 9,681  % |
| 11 | 0,537  % | 3,068  % | 2,308  % | 2,782  % | 6,003  % | 9,707  % |
| 12 | 0,576  % | 3,081  % | 2,411  % | 2,785  % | 5,966  % | 9,690  % |
| 13 | 0,605  % | 3,087  % | 2,503  % | 2,784  % | 5,929  % | 9,641  % |
| 14 | 0,623  % | 3,087  % | 2,584  % | 2,781  % | 5,890  % | 9,569  % |
| 15 | 0,640  % | 3,082  % | 2,654  % | 2,776  % | 5,852  % | 9,481  % |
| 16 | 0,664  % | 3,072  % | 2,715  % | 2,770  % | 5,814  % | 9,380  % |
| 17 | 0,695  % | 3,060  % | 2,769  % | 2,764  % | 5,777  % | 9,270  % |
| 18 | 0,730  % | 3,044  % | 2,816  % | 2,759  % | 5,740  % | 9,155  % |
| 19 | 0,768  % | 3,025  % | 2,857  % | 2,754  % | 5,705  % | 9,037  % |
| 20 | 0,808  % | 3,004  % | 2,894  % | 2,750  % | 5,670  % | 8,917  % |
| 21 | 0,848  % | 2,979  % | 2,927  % | 2,747  % | 5,637  % | 8,797  % |
| 22 | 0,889  % | 2,952  % | 2,956  % | 2,745  % | 5,605  % | 8,678  % |
| 23 | 0,929  % | 2,925  % | 2,983  % | 2,744  % | 5,573  % | 8,561  % |
| 24 | 0,969  % | 2,896  % | 3,007  % | 2,744  % | 5,543  % | 8,446  % |
| 25 | 1,008  % | 2,868  % | 3,029  % | 2,745  % | 5,515  % | 8,334  % |
| 26 | 1,046  % | 2,840  % | 3,049  % | 2,747  % | 5,487  % | 8,226  % |
| 27 | 1,083  % | 2,813  % | 3,067  % | 2,750  % | 5,460  % | 8,120  % |
| 28 | 1,119  % | 2,790  % | 3,084  % | 2,754  % | 5,434  % | 8,019  % |
| 29 | 1,154  % | 2,770  % | 3,099  % | 2,760  % | 5,410  % | 7,921  % |
| 30 | 1,188  % | 2,755  % | 3,113  % | 2,766  % | 5,386  % | 7,826  % |
| 31 | 1,220  % | 2,745  % | 3,127  % | 2,773  % | 5,363  % | 7,736  % |
| 32 | 1,251  % | 2,740  % | 3,139  % | 2,782  % | 5,341  % | 7,648  % |
| 33 | 1,281  % | 2,737  % | 3,150  % | 2,791  % | 5,320  % | 7,565  % |
| 34 | 1,310  % | 2,738  % | 3,161  % | 2,800  % | 5,300  % | 7,485  % |
| 35 | 1,338  % | 2,741  % | 3,170  % | 2,810  % | 5,281  % | 7,408  % |
| 36 | 1,364  % | 2,745  % | 3,180  % | 2,820  % | 5,262  % | 7,334  % |
| 37 | 1,390  % | 2,751  % | 3,188  % | 2,830  % | 5,244  % | 7,263  % |
| 38 | 1,415  % | 2,758  % | 3,196  % | 2,841  % | 5,227  % | 7,195  % |
| 39 | 1,438  % | 2,766  % | 3,204  % | 2,851  % | 5,211  % | 7,130  % |
| 40 | 1,461  % | 2,774  % | 3,211  % | 2,861  % | 5,195  % | 7,068  % |
| 41 | 1,483  % | 2,783  % | 3,218  % | 2,871  % | 5,179  % | 7,008  % |
| 42 | 1,504  % | 2,793  % | 3,224  % | 2,881  % | 5,165  % | 6,951  % |
| 43 | 1,525  % | 2,802  % | 3,230  % | 2,891  % | 5,151  % | 6,896  % |
| 44 | 1,544  % | 2,812  % | 3,236  % | 2,901  % | 5,137  % | 6,843  % |
| 45 | 1,563  % | 2,822  % | 3,241  % | 2,911  % | 5,124  % | 6,792  % |
| 46 | 1,581  % | 2,832  % | 3,246  % | 2,920  % | 5,111  % | 6,744  % |
| 47 | 1,599  % | 2,842  % | 3,251  % | 2,929  % | 5,099  % | 6,697  % |
| 48 | 1,615  % | 2,852  % | 3,256  % | 2,938  % | 5,087  % | 6,652  % |
| 49 | 1,632  % | 2,862  % | 3,260  % | 2,947  % | 5,076  % | 6,609  % |
| 50 | 1,647  % | 2,871  % | 3,264  % | 2,956  % | 5,065  % | 6,567  % |
| 51 | 1,662  % | 2,881  % | 3,268  % | 2,964  % | 5,054  % | 6,527  % |
| 52 | 1,677  % | 2,890  % | 3,272  % | 2,972  % | 5,044  % | 6,488  % |
| 53 | 1,691  % | 2,899  % | 3,276  % | 2,980  % | 5,034  % | 6,451  % |
| 54 | 1,705  % | 2,908  % | 3,279  % | 2,988  % | 5,025  % | 6,415  % |
| 55 | 1,718  % | 2,917  % | 3,283  % | 2,996  % | 5,015  % | 6,380  % |
| 56 | 1,731  % | 2,925  % | 3,286  % | 3,003  % | 5,006  % | 6,346  % |
| 57 | 1,743  % | 2,933  % | 3,289  % | 3,010  % | 4,998  % | 6,314  % |
| 58 | 1,755  % | 2,942  % | 3,292  % | 3,017  % | 4,989  % | 6,283  % |
| 59 | 1,766  % | 2,950  % | 3,295  % | 3,024  % | 4,981  % | 6,253  % |
| 60 | 1,778  % | 2,957  % | 3,298  % | 3,031  % | 4,973  % | 6,223  % |
| 61 | 1,788  % | 2,965  % | 3,300  % | 3,037  % | 4,966  % | 6,195  % |
| 62 | 1,799  % | 2,972  % | 3,303  % | 3,043  % | 4,958  % | 6,168  % |
| 63 | 1,809  % | 2,979  % | 3,305  % | 3,049  % | 4,951  % | 6,141  % |
| 64 | 1,819  % | 2,986  % | 3,308  % | 3,055  % | 4,944  % | 6,115  % |
| 65 | 1,829  % | 2,993  % | 3,310  % | 3,061  % | 4,938  % | 6,090  % |
| 66 | 1,838  % | 3,000  % | 3,312  % | 3,067  % | 4,931  % | 6,066  % |
| 67 | 1,847  % | 3,006  % | 3,315  % | 3,072  % | 4,925  % | 6,043  % |
| 68 | 1,856  % | 3,013  % | 3,317  % | 3,078  % | 4,918  % | 6,020  % |
| 69 | 1,864  % | 3,019  % | 3,319  % | 3,083  % | 4,912  % | 5,998  % |
| 70 | 1,873  % | 3,025  % | 3,321  % | 3,088  % | 4,907  % | 5,976  % |
| 71 | 1,881  % | 3,031  % | 3,322  % | 3,093  % | 4,901  % | 5,955  % |
| 72 | 1,888  % | 3,036  % | 3,324  % | 3,098  % | 4,895  % | 5,935  % |
| 73 | 1,896  % | 3,042  % | 3,326  % | 3,102  % | 4,890  % | 5,915  % |
| 74 | 1,903  % | 3,047  % | 3,328  % | 3,107  % | 4,885  % | 5,896  % |
| 75 | 1,911  % | 3,053  % | 3,329  % | 3,111  % | 4,880  % | 5,877  % |
| 76 | 1,918  % | 3,058  % | 3,331  % | 3,116  % | 4,875  % | 5,859  % |
| 77 | 1,925  % | 3,063  % | 3,333  % | 3,120  % | 4,870  % | 5,841  % |
| 78 | 1,931  % | 3,068  % | 3,334  % | 3,124  % | 4,865  % | 5,824  % |
| 79 | 1,938  % | 3,072  % | 3,336  % | 3,128  % | 4,861  % | 5,807  % |
| 80 | 1,944  % | 3,077  % | 3,337  % | 3,132  % | 4,856  % | 5,791  % |
| 81 | 1,950  % | 3,082  % | 3,339  % | 3,136  % | 4,852  % | 5,775  % |
| 82 | 1,957  % | 3,086  % | 3,340  % | 3,140  % | 4,847  % | 5,759  % |
| 83 | 1,962  % | 3,090  % | 3,341  % | 3,144  % | 4,843  % | 5,744  % |
| 84 | 1,968  % | 3,095  % | 3,343  % | 3,147  % | 4,839  % | 5,729  % |
| 85 | 1,974  % | 3,099  % | 3,344  % | 3,151  % | 4,835  % | 5,714  % |
| 86 | 1,979  % | 3,103  % | 3,345  % | 3,154  % | 4,831  % | 5,700  % |
| 87 | 1,985  % | 3,107  % | 3,346  % | 3,158  % | 4,827  % | 5,686  % |
| 88 | 1,990  % | 3,111  % | 3,348  % | 3,161  % | 4,824  % | 5,673  % |
| 89 | 1,995  % | 3,115  % | 3,349  % | 3,164  % | 4,820  % | 5,660  % |
| 90 | 2,000  % | 3,118  % | 3,350  % | 3,167  % | 4,817  % | 5,647  % |
| 91 | 2,005  % | 3,122  % | 3,351  % | 3,170  % | 4,813  % | 5,634  % |
| 92 | 2,010  % | 3,125  % | 3,352  % | 3,173  % | 4,810  % | 5,622  % |
| 93 | 2,015  % | 3,129  % | 3,353  % | 3,176  % | 4,806  % | 5,609  % |
| 94 | 2,019  % | 3,132  % | 3,354  % | 3,179  % | 4,803  % | 5,598  % |
| 95 | 2,024  % | 3,136  % | 3,355  % | 3,182  % | 4,800  % | 5,586  % |
| 96 | 2,028  % | 3,139  % | 3,356  % | 3,185  % | 4,797  % | 5,575  % |
| 97 | 2,033  % | 3,142  % | 3,357  % | 3,188  % | 4,794  % | 5,563  % |
| 98 | 2,037  % | 3,145  % | 3,358  % | 3,190  % | 4,791  % | 5,553  % |
| 99 | 2,041  % | 3,148  % | 3,359  % | 3,193  % | 4,788  % | 5,542  % |
| 100 | 2,045  % | 3,151  % | 3,360  % | 3,195  % | 4,785  % | 5,531  % |
| 101 | 2,049  % | 3,154  % | 3,361  % | 3,198  % | 4,782  % | 5,521  % |
| 102 | 2,053  % | 3,157  % | 3,362  % | 3,200  % | 4,779  % | 5,511  % |
| 103 | 2,057  % | 3,160  % | 3,363  % | 3,203  % | 4,777  % | 5,501  % |
| 104 | 2,061  % | 3,163  % | 3,364  % | 3,205  % | 4,774  % | 5,492  % |
| 105 | 2,064  % | 3,166  % | 3,364  % | 3,207  % | 4,771  % | 5,482  % |
| 106 | 2,068  % | 3,168  % | 3,365  % | 3,210  % | 4,769  % | 5,473  % |
| 107 | 2,072  % | 3,171  % | 3,366  % | 3,212  % | 4,766  % | 5,464  % |
| 108 | 2,075  % | 3,173  % | 3,367  % | 3,214  % | 4,764  % | 5,455  % |
| 109 | 2,078  % | 3,176  % | 3,368  % | 3,216  % | 4,761  % | 5,446  % |
| 110 | 2,082  % | 3,178  % | 3,368  % | 3,218  % | 4,759  % | 5,437  % |
| 111 | 2,085  % | 3,181  % | 3,369  % | 3,221  % | 4,757  % | 5,429  % |
| 112 | 2,088  % | 3,183  % | 3,370  % | 3,223  % | 4,754  % | 5,420  % |
| 113 | 2,092  % | 3,186  % | 3,370  % | 3,225  % | 4,752  % | 5,412  % |
| 114 | 2,095  % | 3,188  % | 3,371  % | 3,227  % | 4,750  % | 5,404  % |
| 115 | 2,098  % | 3,190  % | 3,372  % | 3,229  % | 4,748  % | 5,396  % |
| 116 | 2,101  % | 3,192  % | 3,373  % | 3,230  % | 4,746  % | 5,389  % |
| 117 | 2,104  % | 3,195  % | 3,373  % | 3,232  % | 4,743  % | 5,381  % |
| 118 | 2,107  % | 3,197  % | 3,374  % | 3,234  % | 4,741  % | 5,373  % |
| 119 | 2,110  % | 3,199  % | 3,374  % | 3,236  % | 4,739  % | 5,366  % |
| 120 | 2,112  % | 3,201  % | 3,375  % | 3,238  % | 4,737  % | 5,359  % |
| 121 | 2,115  % | 3,203  % | 3,376  % | 3,239  % | 4,735  % | 5,352  % |
| 122 | 2,118  % | 3,205  % | 3,376  % | 3,241  % | 4,733  % | 5,345  % |
| 123 | 2,121  % | 3,207  % | 3,377  % | 3,243  % | 4,732  % | 5,338  % |
| 124 | 2,123  % | 3,209  % | 3,378  % | 3,245  % | 4,730  % | 5,331  % |
| 125 | 2,126  % | 3,211  % | 3,378  % | 3,246  % | 4,728  % | 5,324  % |
| 126 | 2,129  % | 3,213  % | 3,379  % | 3,248  % | 4,726  % | 5,318  % |
| 127 | 2,131  % | 3,215  % | 3,379  % | 3,249  % | 4,724  % | 5,311  % |
| 128 | 2,134  % | 3,217  % | 3,380  % | 3,251  % | 4,722  % | 5,305  % |
| 129 | 2,136  % | 3,218  % | 3,380  % | 3,253  % | 4,721  % | 5,299  % |
| 130 | 2,138  % | 3,220  % | 3,381  % | 3,254  % | 4,719  % | 5,292  % |
| 131 | 2,141  % | 3,222  % | 3,381  % | 3,256  % | 4,717  % | 5,286  % |
| 132 | 2,143  % | 3,224  % | 3,382  % | 3,257  % | 4,716  % | 5,280  % |
| 133 | 2,145  % | 3,225  % | 3,382  % | 3,258  % | 4,714  % | 5,275  % |
| 134 | 2,148  % | 3,227  % | 3,383  % | 3,260  % | 4,713  % | 5,269  % |
| 135 | 2,150  % | 3,229  % | 3,383  % | 3,261  % | 4,711  % | 5,263  % |
| 136 | 2,152  % | 3,230  % | 3,384  % | 3,263  % | 4,709  % | 5,257  % |
| 137 | 2,154  % | 3,232  % | 3,384  % | 3,264  % | 4,708  % | 5,252  % |
| 138 | 2,156  % | 3,233  % | 3,385  % | 3,265  % | 4,706  % | 5,246  % |
| 139 | 2,159  % | 3,235  % | 3,385  % | 3,267  % | 4,705  % | 5,241  % |
| 140 | 2,161  % | 3,237  % | 3,386  % | 3,268  % | 4,703  % | 5,236  % |
| 141 | 2,163  % | 3,238  % | 3,386  % | 3,269  % | 4,702  % | 5,230  % |
| 142 | 2,165  % | 3,240  % | 3,387  % | 3,271  % | 4,701  % | 5,225  % |
| 143 | 2,167  % | 3,241  % | 3,387  % | 3,272  % | 4,699  % | 5,220  % |
| 144 | 2,169  % | 3,242  % | 3,388  % | 3,273  % | 4,698  % | 5,215  % |
| 145 | 2,171  % | 3,244  % | 3,388  % | 3,274  % | 4,696  % | 5,210  % |
| 146 | 2,172  % | 3,245  % | 3,388  % | 3,275  % | 4,695  % | 5,205  % |
| 147 | 2,174  % | 3,247  % | 3,389  % | 3,277  % | 4,694  % | 5,201  % |
| 148 | 2,176  % | 3,248  % | 3,389  % | 3,278  % | 4,692  % | 5,196  % |
| 149 | 2,178  % | 3,249  % | 3,390  % | 3,279  % | 4,691  % | 5,191  % |
| 150 | 2,180  % | 3,251  % | 3,390  % | 3,280  % | 4,690  % | 5,186  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

–0,647  %

1,236  %

0,373  %

2,513  %

7,120  %

8,015  %

2

–0,319  %

2,224  %

0,604  %

2,612  %

6,994  %

8,350  %

3

–0,110  %

2,620  %

0,870  %

2,716  %

6,800  %

8,710  %

4

0,028  %

2,787  %

1,129  %

2,708  %

6,592  %

8,950  %

5

0,133  %

2,872  %

1,357  %

2,691  %

6,422  %

9,137  %

6

0,220  %

2,941  %

1,563  %

2,692  %

6,290  %

9,284  %

7

0,298  %

2,986  %

1,747  %

2,706  %

6,190  %

9,398  %

8

0,368  %

3,020  %

1,912  %

2,730  %

6,119  %

9,501  %

9

0,432  %

3,037  %

2,059  %

2,754  %

6,070  %

9,604  %

10

0,489  %

3,051  %

2,191  %

2,773  %

6,036  %

9,681  %

11

0,537  %

3,068  %

2,308  %

2,782  %

6,003  %

9,707  %

12

0,576  %

3,081  %

2,411  %

2,785  %

5,966  %

9,690  %

13

0,605  %

3,087  %

2,503  %

2,784  %

5,929  %

9,641  %

14

0,623  %

3,087  %

2,584  %

2,781  %

5,890  %

9,569  %

15

0,640  %

3,082  %

2,654  %

2,776  %

5,852  %

9,481  %

16

0,664  %

3,072  %

2,715  %

2,770  %

5,814  %

9,380  %

17

0,695  %

3,060  %

2,769  %

2,764  %

5,777  %

9,270  %

18

0,730  %

3,044  %

2,816  %

2,759  %

5,740  %

9,155  %

19

0,768  %

3,025  %

2,857  %

2,754  %

5,705  %

9,037  %

20

0,808  %

3,004  %

2,894  %

2,750  %

5,670  %

8,917  %

21

0,848  %

2,979  %

2,927  %

2,747  %

5,637  %

8,797  %

22

0,889  %

2,952  %

2,956  %

2,745  %

5,605  %

8,678  %

23

0,929  %

2,925  %

2,983  %

2,744  %

5,573  %

8,561  %

24

0,969  %

2,896  %

3,007  %

2,744  %

5,543  %

8,446  %

25

1,008  %

2,868  %

3,029  %

2,745  %

5,515  %

8,334  %

26

1,046  %

2,840  %

3,049  %

2,747  %

5,487  %

8,226  %

27

1,083  %

2,813  %

3,067  %

2,750  %

5,460  %

8,120  %

28

1,119  %

2,790  %

3,084  %

2,754  %

5,434  %

8,019  %

29

1,154  %

2,770  %

3,099  %

2,760  %

5,410  %

7,921  %

30

1,188  %

2,755  %

3,113  %

2,766  %

5,386  %

7,826  %

31

1,220  %

2,745  %

3,127  %

2,773  %

5,363  %

7,736  %

32

1,251  %

2,740  %

3,139  %

2,782  %

5,341  %

7,648  %

33

1,281  %

2,737  %

3,150  %

2,791  %

5,320  %

7,565  %

34

1,310  %

2,738  %

3,161  %

2,800  %

5,300  %

7,485  %

35

1,338  %

2,741  %

3,170  %

2,810  %

5,281  %

7,408  %

36

1,364  %

2,745  %

3,180  %

2,820  %

5,262  %

7,334  %

37

1,390  %

2,751  %

3,188  %

2,830  %

5,244  %

7,263  %

38

1,415  %

2,758  %

3,196  %

2,841  %

5,227  %

7,195  %

39

1,438  %

2,766  %

3,204  %

2,851  %

5,211  %

7,130  %

40

1,461  %

2,774  %

3,211  %

2,861  %

5,195  %

7,068  %

41

1,483  %

2,783  %

3,218  %

2,871  %

5,179  %

7,008  %

42

1,504  %

2,793  %

3,224  %

2,881  %

5,165  %

6,951  %

43

1,525  %

2,802  %

3,230  %

2,891  %

5,151  %

6,896  %

44

1,544  %

2,812  %

3,236  %

2,901  %

5,137  %

6,843  %

45

1,563  %

2,822  %

3,241  %

2,911  %

5,124  %

6,792  %

46

1,581  %

2,832  %

3,246  %

2,920  %

5,111  %

6,744  %

47

1,599  %

2,842  %

3,251  %

2,929  %

5,099  %

6,697  %

48

1,615  %

2,852  %

3,256  %

2,938  %

5,087  %

6,652  %

49

1,632  %

2,862  %

3,260  %

2,947  %

5,076  %

6,609  %

50

1,647  %

2,871  %

3,264  %

2,956  %

5,065  %

6,567  %

51

1,662  %

2,881  %

3,268  %

2,964  %

5,054  %

6,527  %

52

1,677  %

2,890  %

3,272  %

2,972  %

5,044  %

6,488  %

53

1,691  %

2,899  %

3,276  %

2,980  %

5,034  %

6,451  %

54

1,705  %

2,908  %

3,279  %

2,988  %

5,025  %

6,415  %

55

1,718  %

2,917  %

3,283  %

2,996  %

5,015  %

6,380  %

56

1,731  %

2,925  %

3,286  %

3,003  %

5,006  %

6,346  %

57

1,743  %

2,933  %

3,289  %

3,010  %

4,998  %

6,314  %

58

1,755  %

2,942  %

3,292  %

3,017  %

4,989  %

6,283  %

59

1,766  %

2,950  %

3,295  %

3,024  %

4,981  %

6,253  %

60

1,778  %

2,957  %

3,298  %

3,031  %

4,973  %

6,223  %

61

1,788  %

2,965  %

3,300  %

3,037  %

4,966  %

6,195  %

62

1,799  %

2,972  %

3,303  %

3,043  %

4,958  %

6,168  %

63

1,809  %

2,979  %

3,305  %

3,049  %

4,951  %

6,141  %

64

1,819  %

2,986  %

3,308  %

3,055  %

4,944  %

6,115  %

65

1,829  %

2,993  %

3,310  %

3,061  %

4,938  %

6,090  %

66

1,838  %

3,000  %

3,312  %

3,067  %

4,931  %

6,066  %

67

1,847  %

3,006  %

3,315  %

3,072  %

4,925  %

6,043  %

68

1,856  %

3,013  %

3,317  %

3,078  %

4,918  %

6,020  %

69

1,864  %

3,019  %

3,319  %

3,083  %

4,912  %

5,998  %

70

1,873  %

3,025  %

3,321  %

3,088  %

4,907  %

5,976  %

71

1,881  %

3,031  %

3,322  %

3,093  %

4,901  %

5,955  %

72

1,888  %

3,036  %

3,324  %

3,098  %

4,895  %

5,935  %

73

1,896  %

3,042  %

3,326  %

3,102  %

4,890  %

5,915  %

74

1,903  %

3,047  %

3,328  %

3,107  %

4,885  %

5,896  %

75

1,911  %

3,053  %

3,329  %

3,111  %

4,880  %

5,877  %

76

1,918  %

3,058  %

3,331  %

3,116  %

4,875  %

5,859  %

77

1,925  %

3,063  %

3,333  %

3,120  %

4,870  %

5,841  %

78

1,931  %

3,068  %

3,334  %

3,124  %

4,865  %

5,824  %

79

1,938  %

3,072  %

3,336  %

3,128  %

4,861  %

5,807  %

80

1,944  %

3,077  %

3,337  %

3,132  %

4,856  %

5,791  %

81

1,950  %

3,082  %

3,339  %

3,136  %

4,852  %

5,775  %

82

1,957  %

3,086  %

3,340  %

3,140  %

4,847  %

5,759  %

83

1,962  %

3,090  %

3,341  %

3,144  %

4,843  %

5,744  %

84

1,968  %

3,095  %

3,343  %

3,147  %

4,839  %

5,729  %

85

1,974  %

3,099  %

3,344  %

3,151  %

4,835  %

5,714  %

86

1,979  %

3,103  %

3,345  %

3,154  %

4,831  %

5,700  %

87

1,985  %

3,107  %

3,346  %

3,158  %

4,827  %

5,686  %

88

1,990  %

3,111  %

3,348  %

3,161  %

4,824  %

5,673  %

89

1,995  %

3,115  %

3,349  %

3,164  %

4,820  %

5,660  %

90

2,000  %

3,118  %

3,350  %

3,167  %

4,817  %

5,647  %

91

2,005  %

3,122  %

3,351  %

3,170  %

4,813  %

5,634  %

92

2,010  %

3,125  %

3,352  %

3,173  %

4,810  %

5,622  %

93

2,015  %

3,129  %

3,353  %

3,176  %

4,806  %

5,609  %

94

2,019  %

3,132  %

3,354  %

3,179  %

4,803  %

5,598  %

95

2,024  %

3,136  %

3,355  %

3,182  %

4,800  %

5,586  %

96

2,028  %

3,139  %

3,356  %

3,185  %

4,797  %

5,575  %

97

2,033  %

3,142  %

3,357  %

3,188  %

4,794  %

5,563  %

98

2,037  %

3,145  %

3,358  %

3,190  %

4,791  %

5,553  %

99

2,041  %

3,148  %

3,359  %

3,193  %

4,788  %

5,542  %

100

2,045  %

3,151  %

3,360  %

3,195  %

4,785  %

5,531  %

101

2,049  %

3,154  %

3,361  %

3,198  %

4,782  %

5,521  %

102

2,053  %

3,157  %

3,362  %

3,200  %

4,779  %

5,511  %

103

2,057  %

3,160  %

3,363  %

3,203  %

4,777  %

5,501  %

104

2,061  %

3,163  %

3,364  %

3,205  %

4,774  %

5,492  %

105

2,064  %

3,166  %

3,364  %

3,207  %

4,771  %

5,482  %

106

2,068  %

3,168  %

3,365  %

3,210  %

4,769  %

5,473  %

107

2,072  %

3,171  %

3,366  %

3,212  %

4,766  %

5,464  %

108

2,075  %

3,173  %

3,367  %

3,214  %

4,764  %

5,455  %

109

2,078  %

3,176  %

3,368  %

3,216  %

4,761  %

5,446  %

110

2,082  %

3,178  %

3,368  %

3,218  %

4,759  %

5,437  %

111

2,085  %

3,181  %

3,369  %

3,221  %

4,757  %

5,429  %

112

2,088  %

3,183  %

3,370  %

3,223  %

4,754  %

5,420  %

113

2,092  %

3,186  %

3,370  %

3,225  %

4,752  %

5,412  %

114

2,095  %

3,188  %

3,371  %

3,227  %

4,750  %

5,404  %

115

2,098  %

3,190  %

3,372  %

3,229  %

4,748  %

5,396  %

116

2,101  %

3,192  %

3,373  %

3,230  %

4,746  %

5,389  %

117

2,104  %

3,195  %

3,373  %

3,232  %

4,743  %

5,381  %

118

2,107  %

3,197  %

3,374  %

3,234  %

4,741  %

5,373  %

119

2,110  %

3,199  %

3,374  %

3,236  %

4,739  %

5,366  %

120

2,112  %

3,201  %

3,375  %

3,238  %

4,737  %

5,359  %

121

2,115  %

3,203  %

3,376  %

3,239  %

4,735  %

5,352  %

122

2,118  %

3,205  %

3,376  %

3,241  %

4,733  %

5,345  %

123

2,121  %

3,207  %

3,377  %

3,243  %

4,732  %

5,338  %

124

2,123  %

3,209  %

3,378  %

3,245  %

4,730  %

5,331  %

125

2,126  %

3,211  %

3,378  %

3,246  %

4,728  %

5,324  %

126

2,129  %

3,213  %

3,379  %

3,248  %

4,726  %

5,318  %

127

2,131  %

3,215  %

3,379  %

3,249  %

4,724  %

5,311  %

128

2,134  %

3,217  %

3,380  %

3,251  %

4,722  %

5,305  %

129

2,136  %

3,218  %

3,380  %

3,253  %

4,721  %

5,299  %

130

2,138  %

3,220  %

3,381  %

3,254  %

4,719  %

5,292  %

131

2,141  %

3,222  %

3,381  %

3,256  %

4,717  %

5,286  %

132

2,143  %

3,224  %

3,382  %

3,257  %

4,716  %

5,280  %

133

2,145  %

3,225  %

3,382  %

3,258  %

4,714  %

5,275  %

134

2,148  %

3,227  %

3,383  %

3,260  %

4,713  %

5,269  %

135

2,150  %

3,229  %

3,383  %

3,261  %

4,711  %

5,263  %

136

2,152  %

3,230  %

3,384  %

3,263  %

4,709  %

5,257  %

137

2,154  %

3,232  %

3,384  %

3,264  %

4,708  %

5,252  %

138

2,156  %

3,233  %

3,385  %

3,265  %

4,706  %

5,246  %

139

2,159  %

3,235  %

3,385  %

3,267  %

4,705  %

5,241  %

140

2,161  %

3,237  %

3,386  %

3,268  %

4,703  %

5,236  %

141

2,163  %

3,238  %

3,386  %

3,269  %

4,702  %

5,230  %

142

2,165  %

3,240  %

3,387  %

3,271  %

4,701  %

5,225  %

143

2,167  %

3,241  %

3,387  %

3,272  %

4,699  %

5,220  %

144

2,169  %

3,242  %

3,388  %

3,273  %

4,698  %

5,215  %

145

2,171  %

3,244  %

3,388  %

3,274  %

4,696  %

5,210  %

146

2,172  %

3,245  %

3,388  %

3,275  %

4,695  %

5,205  %

147

2,174  %

3,247  %

3,389  %

3,277  %

4,694  %

5,201  %

148

2,176  %

3,248  %

3,389  %

3,278  %

4,692  %

5,196  %

149

2,178  %

3,249  %

3,390  %

3,279  %

4,691  %

5,191  %

150

2,180  %

3,251  %

3,390  %

3,280  %

4,690  %

5,186  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,439  % | 4,477  % | 8,403  % | 0,582  % | 2,705  % | 5,296  % |
| 2 | 2,125  % | 5,097  % | 8,717  % | 0,616  % | 3,220  % | 6,049  % |
| 3 | 2,268  % | 5,604  % | 8,663  % | 0,647  % | 3,324  % | 6,454  % |
| 4 | 2,276  % | 6,031  % | 8,514  % | 0,677  % | 3,346  % | 6,782  % |
| 5 | 2,275  % | 6,358  % | 8,402  % | 0,708  % | 3,344  % | 7,111  % |
| 6 | 2,279  % | 6,611  % | 8,347  % | 0,738  % | 3,346  % | 7,428  % |
| 7 | 2,288  % | 6,805  % | 8,321  % | 0,766  % | 3,346  % | 7,706  % |
| 8 | 2,299  % | 6,952  % | 8,300  % | 0,794  % | 3,343  % | 7,946  % |
| 9 | 2,312  % | 7,063  % | 8,274  % | 0,818  % | 3,338  % | 8,152  % |
| 10 | 2,327  % | 7,151  % | 8,233  % | 0,841  % | 3,331  % | 8,322  % |
| 11 | 2,342  % | 7,207  % | 8,174  % | 0,881  % | 3,321  % | 8,458  % |
| 12 | 2,359  % | 7,237  % | 8,101  % | 0,935  % | 3,309  % | 8,563  % |
| 13 | 2,377  % | 7,248  % | 8,020  % | 0,997  % | 3,297  % | 8,639  % |
| 14 | 2,397  % | 7,245  % | 7,932  % | 1,064  % | 3,284  % | 8,689  % |
| 15 | 2,418  % | 7,232  % | 7,841  % | 1,134  % | 3,272  % | 8,714  % |
| 16 | 2,441  % | 7,212  % | 7,749  % | 1,203  % | 3,262  % | 8,714  % |
| 17 | 2,464  % | 7,186  % | 7,656  % | 1,273  % | 3,252  % | 8,695  % |
| 18 | 2,488  % | 7,156  % | 7,564  % | 1,340  % | 3,244  % | 8,662  % |
| 19 | 2,513  % | 7,123  % | 7,473  % | 1,406  % | 3,238  % | 8,617  % |
| 20 | 2,537  % | 7,088  % | 7,383  % | 1,470  % | 3,233  % | 8,564  % |
| 21 | 2,561  % | 7,052  % | 7,297  % | 1,532  % | 3,230  % | 8,506  % |
| 22 | 2,584  % | 7,016  % | 7,212  % | 1,591  % | 3,228  % | 8,443  % |
| 23 | 2,607  % | 6,979  % | 7,130  % | 1,648  % | 3,227  % | 8,378  % |
| 24 | 2,629  % | 6,943  % | 7,052  % | 1,702  % | 3,227  % | 8,311  % |
| 25 | 2,651  % | 6,907  % | 6,976  % | 1,754  % | 3,228  % | 8,243  % |
| 26 | 2,672  % | 6,872  % | 6,902  % | 1,804  % | 3,230  % | 8,176  % |
| 27 | 2,692  % | 6,837  % | 6,832  % | 1,851  % | 3,231  % | 8,109  % |
| 28 | 2,711  % | 6,804  % | 6,764  % | 1,897  % | 3,234  % | 8,043  % |
| 29 | 2,730  % | 6,771  % | 6,700  % | 1,940  % | 3,236  % | 7,978  % |
| 30 | 2,748  % | 6,739  % | 6,638  % | 1,982  % | 3,239  % | 7,915  % |
| 31 | 2,766  % | 6,708  % | 6,578  % | 2,022  % | 3,242  % | 7,854  % |
| 32 | 2,782  % | 6,678  % | 6,521  % | 2,060  % | 3,245  % | 7,794  % |
| 33 | 2,798  % | 6,649  % | 6,466  % | 2,096  % | 3,248  % | 7,737  % |
| 34 | 2,814  % | 6,621  % | 6,414  % | 2,131  % | 3,251  % | 7,681  % |
| 35 | 2,829  % | 6,594  % | 6,364  % | 2,164  % | 3,254  % | 7,627  % |
| 36 | 2,844  % | 6,568  % | 6,316  % | 2,196  % | 3,257  % | 7,575  % |
| 37 | 2,857  % | 6,543  % | 6,270  % | 2,226  % | 3,261  % | 7,525  % |
| 38 | 2,871  % | 6,519  % | 6,226  % | 2,255  % | 3,264  % | 7,477  % |
| 39 | 2,884  % | 6,496  % | 6,183  % | 2,283  % | 3,267  % | 7,431  % |
| 40 | 2,896  % | 6,474  % | 6,143  % | 2,310  % | 3,270  % | 7,386  % |
| 41 | 2,908  % | 6,452  % | 6,104  % | 2,336  % | 3,273  % | 7,344  % |
| 42 | 2,920  % | 6,431  % | 6,067  % | 2,360  % | 3,276  % | 7,302  % |
| 43 | 2,931  % | 6,411  % | 6,031  % | 2,384  % | 3,279  % | 7,263  % |
| 44 | 2,941  % | 6,392  % | 5,996  % | 2,407  % | 3,282  % | 7,224  % |
| 45 | 2,952  % | 6,374  % | 5,963  % | 2,429  % | 3,285  % | 7,188  % |
| 46 | 2,962  % | 6,356  % | 5,931  % | 2,450  % | 3,288  % | 7,152  % |
| 47 | 2,971  % | 6,339  % | 5,901  % | 2,470  % | 3,291  % | 7,118  % |
| 48 | 2,980  % | 6,322  % | 5,871  % | 2,490  % | 3,293  % | 7,086  % |
| 49 | 2,989  % | 6,306  % | 5,843  % | 2,508  % | 3,296  % | 7,054  % |
| 50 | 2,998  % | 6,290  % | 5,816  % | 2,527  % | 3,299  % | 7,024  % |
| 51 | 3,006  % | 6,275  % | 5,789  % | 2,544  % | 3,301  % | 6,994  % |
| 52 | 3,015  % | 6,261  % | 5,764  % | 2,561  % | 3,304  % | 6,966  % |
| 53 | 3,022  % | 6,247  % | 5,740  % | 2,577  % | 3,306  % | 6,939  % |
| 54 | 3,030  % | 6,234  % | 5,716  % | 2,593  % | 3,308  % | 6,912  % |
| 55 | 3,037  % | 6,221  % | 5,693  % | 2,608  % | 3,311  % | 6,887  % |
| 56 | 3,044  % | 6,208  % | 5,671  % | 2,623  % | 3,313  % | 6,862  % |
| 57 | 3,051  % | 6,196  % | 5,650  % | 2,637  % | 3,315  % | 6,838  % |
| 58 | 3,058  % | 6,184  % | 5,629  % | 2,651  % | 3,317  % | 6,816  % |
| 59 | 3,064  % | 6,173  % | 5,609  % | 2,664  % | 3,319  % | 6,793  % |
| 60 | 3,070  % | 6,161  % | 5,590  % | 2,677  % | 3,321  % | 6,772  % |
| 61 | 3,076  % | 6,151  % | 5,572  % | 2,689  % | 3,323  % | 6,751  % |
| 62 | 3,082  % | 6,140  % | 5,554  % | 2,701  % | 3,325  % | 6,731  % |
| 63 | 3,088  % | 6,130  % | 5,536  % | 2,713  % | 3,327  % | 6,711  % |
| 64 | 3,094  % | 6,121  % | 5,519  % | 2,725  % | 3,329  % | 6,692  % |
| 65 | 3,099  % | 6,111  % | 5,503  % | 2,736  % | 3,330  % | 6,674  % |
| 66 | 3,104  % | 6,102  % | 5,487  % | 2,746  % | 3,332  % | 6,656  % |
| 67 | 3,109  % | 6,093  % | 5,471  % | 2,757  % | 3,334  % | 6,639  % |
| 68 | 3,114  % | 6,084  % | 5,456  % | 2,767  % | 3,335  % | 6,622  % |
| 69 | 3,119  % | 6,076  % | 5,442  % | 2,777  % | 3,337  % | 6,606  % |
| 70 | 3,124  % | 6,068  % | 5,427  % | 2,786  % | 3,339  % | 6,590  % |
| 71 | 3,128  % | 6,060  % | 5,414  % | 2,795  % | 3,340  % | 6,575  % |
| 72 | 3,133  % | 6,052  % | 5,400  % | 2,804  % | 3,342  % | 6,560  % |
| 73 | 3,137  % | 6,044  % | 5,387  % | 2,813  % | 3,343  % | 6,545  % |
| 74 | 3,141  % | 6,037  % | 5,375  % | 2,822  % | 3,344  % | 6,531  % |
| 75 | 3,145  % | 6,030  % | 5,362  % | 2,830  % | 3,346  % | 6,517  % |
| 76 | 3,149  % | 6,023  % | 5,350  % | 2,838  % | 3,347  % | 6,504  % |
| 77 | 3,153  % | 6,016  % | 5,338  % | 2,846  % | 3,348  % | 6,491  % |
| 78 | 3,157  % | 6,010  % | 5,327  % | 2,854  % | 3,350  % | 6,478  % |
| 79 | 3,160  % | 6,003  % | 5,316  % | 2,861  % | 3,351  % | 6,465  % |
| 80 | 3,164  % | 5,997  % | 5,305  % | 2,869  % | 3,352  % | 6,453  % |
| 81 | 3,168  % | 5,991  % | 5,294  % | 2,876  % | 3,353  % | 6,442  % |
| 82 | 3,171  % | 5,985  % | 5,284  % | 2,883  % | 3,354  % | 6,430  % |
| 83 | 3,174  % | 5,979  % | 5,274  % | 2,889  % | 3,356  % | 6,419  % |
| 84 | 3,178  % | 5,973  % | 5,264  % | 2,896  % | 3,357  % | 6,408  % |
| 85 | 3,181  % | 5,968  % | 5,255  % | 2,903  % | 3,358  % | 6,397  % |
| 86 | 3,184  % | 5,962  % | 5,245  % | 2,909  % | 3,359  % | 6,387  % |
| 87 | 3,187  % | 5,957  % | 5,236  % | 2,915  % | 3,360  % | 6,376  % |
| 88 | 3,190  % | 5,952  % | 5,227  % | 2,921  % | 3,361  % | 6,366  % |
| 89 | 3,193  % | 5,946  % | 5,218  % | 2,927  % | 3,362  % | 6,357  % |
| 90 | 3,196  % | 5,942  % | 5,210  % | 2,933  % | 3,363  % | 6,347  % |
| 91 | 3,198  % | 5,937  % | 5,201  % | 2,939  % | 3,364  % | 6,338  % |
| 92 | 3,201  % | 5,932  % | 5,193  % | 2,944  % | 3,365  % | 6,329  % |
| 93 | 3,204  % | 5,927  % | 5,185  % | 2,950  % | 3,366  % | 6,320  % |
| 94 | 3,206  % | 5,923  % | 5,177  % | 2,955  % | 3,367  % | 6,311  % |
| 95 | 3,209  % | 5,918  % | 5,170  % | 2,960  % | 3,367  % | 6,302  % |
| 96 | 3,211  % | 5,914  % | 5,162  % | 2,965  % | 3,368  % | 6,294  % |
| 97 | 3,214  % | 5,910  % | 5,155  % | 2,970  % | 3,369  % | 6,286  % |
| 98 | 3,216  % | 5,905  % | 5,148  % | 2,975  % | 3,370  % | 6,278  % |
| 99 | 3,219  % | 5,901  % | 5,140  % | 2,980  % | 3,371  % | 6,270  % |
| 100 | 3,221  % | 5,897  % | 5,134  % | 2,984  % | 3,372  % | 6,262  % |
| 101 | 3,223  % | 5,893  % | 5,127  % | 2,989  % | 3,372  % | 6,254  % |
| 102 | 3,225  % | 5,890  % | 5,120  % | 2,994  % | 3,373  % | 6,247  % |
| 103 | 3,228  % | 5,886  % | 5,114  % | 2,998  % | 3,374  % | 6,240  % |
| 104 | 3,230  % | 5,882  % | 5,107  % | 3,002  % | 3,375  % | 6,233  % |
| 105 | 3,232  % | 5,878  % | 5,101  % | 3,007  % | 3,375  % | 6,226  % |
| 106 | 3,234  % | 5,875  % | 5,095  % | 3,011  % | 3,376  % | 6,219  % |
| 107 | 3,236  % | 5,871  % | 5,089  % | 3,015  % | 3,377  % | 6,212  % |
| 108 | 3,238  % | 5,868  % | 5,083  % | 3,019  % | 3,377  % | 6,205  % |
| 109 | 3,240  % | 5,864  % | 5,077  % | 3,023  % | 3,378  % | 6,199  % |
| 110 | 3,242  % | 5,861  % | 5,071  % | 3,027  % | 3,379  % | 6,193  % |
| 111 | 3,244  % | 5,858  % | 5,066  % | 3,031  % | 3,379  % | 6,186  % |
| 112 | 3,245  % | 5,855  % | 5,060  % | 3,034  % | 3,380  % | 6,180  % |
| 113 | 3,247  % | 5,852  % | 5,055  % | 3,038  % | 3,381  % | 6,174  % |
| 114 | 3,249  % | 5,848  % | 5,049  % | 3,042  % | 3,381  % | 6,168  % |
| 115 | 3,251  % | 5,845  % | 5,044  % | 3,045  % | 3,382  % | 6,162  % |
| 116 | 3,253  % | 5,842  % | 5,039  % | 3,049  % | 3,382  % | 6,157  % |
| 117 | 3,254  % | 5,840  % | 5,034  % | 3,052  % | 3,383  % | 6,151  % |
| 118 | 3,256  % | 5,837  % | 5,029  % | 3,055  % | 3,383  % | 6,145  % |
| 119 | 3,258  % | 5,834  % | 5,024  % | 3,059  % | 3,384  % | 6,140  % |
| 120 | 3,259  % | 5,831  % | 5,019  % | 3,062  % | 3,385  % | 6,135  % |
| 121 | 3,261  % | 5,828  % | 5,015  % | 3,065  % | 3,385  % | 6,129  % |
| 122 | 3,262  % | 5,826  % | 5,010  % | 3,068  % | 3,386  % | 6,124  % |
| 123 | 3,264  % | 5,823  % | 5,005  % | 3,071  % | 3,386  % | 6,119  % |
| 124 | 3,265  % | 5,820  % | 5,001  % | 3,074  % | 3,387  % | 6,114  % |
| 125 | 3,267  % | 5,818  % | 4,996  % | 3,077  % | 3,387  % | 6,109  % |
| 126 | 3,268  % | 5,815  % | 4,992  % | 3,080  % | 3,388  % | 6,104  % |
| 127 | 3,270  % | 5,813  % | 4,988  % | 3,083  % | 3,388  % | 6,100  % |
| 128 | 3,271  % | 5,810  % | 4,984  % | 3,086  % | 3,389  % | 6,095  % |
| 129 | 3,272  % | 5,808  % | 4,979  % | 3,089  % | 3,389  % | 6,090  % |
| 130 | 3,274  % | 5,806  % | 4,975  % | 3,092  % | 3,390  % | 6,086  % |
| 131 | 3,275  % | 5,803  % | 4,971  % | 3,094  % | 3,390  % | 6,081  % |
| 132 | 3,276  % | 5,801  % | 4,967  % | 3,097  % | 3,391  % | 6,077  % |
| 133 | 3,278  % | 5,799  % | 4,964  % | 3,100  % | 3,391  % | 6,072  % |
| 134 | 3,279  % | 5,796  % | 4,960  % | 3,102  % | 3,391  % | 6,068  % |
| 135 | 3,280  % | 5,794  % | 4,956  % | 3,105  % | 3,392  % | 6,064  % |
| 136 | 3,282  % | 5,792  % | 4,952  % | 3,107  % | 3,392  % | 6,060  % |
| 137 | 3,283  % | 5,790  % | 4,948  % | 3,110  % | 3,393  % | 6,056  % |
| 138 | 3,284  % | 5,788  % | 4,945  % | 3,112  % | 3,393  % | 6,052  % |
| 139 | 3,285  % | 5,786  % | 4,941  % | 3,115  % | 3,393  % | 6,048  % |
| 140 | 3,286  % | 5,784  % | 4,938  % | 3,117  % | 3,394  % | 6,044  % |
| 141 | 3,288  % | 5,782  % | 4,934  % | 3,120  % | 3,394  % | 6,040  % |
| 142 | 3,289  % | 5,780  % | 4,931  % | 3,122  % | 3,395  % | 6,036  % |
| 143 | 3,290  % | 5,778  % | 4,928  % | 3,124  % | 3,395  % | 6,032  % |
| 144 | 3,291  % | 5,776  % | 4,924  % | 3,126  % | 3,395  % | 6,029  % |
| 145 | 3,292  % | 5,774  % | 4,921  % | 3,129  % | 3,396  % | 6,025  % |
| 146 | 3,293  % | 5,772  % | 4,918  % | 3,131  % | 3,396  % | 6,021  % |
| 147 | 3,294  % | 5,770  % | 4,915  % | 3,133  % | 3,397  % | 6,018  % |
| 148 | 3,295  % | 5,768  % | 4,911  % | 3,135  % | 3,397  % | 6,014  % |
| 149 | 3,296  % | 5,766  % | 4,908  % | 3,137  % | 3,397  % | 6,011  % |
| 150 | 3,297  % | 5,765  % | 4,905  % | 3,139  % | 3,398  % | 6,007  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,439  %

4,477  %

8,403  %

0,582  %

2,705  %

5,296  %

2

2,125  %

5,097  %

8,717  %

0,616  %

3,220  %

6,049  %

3

2,268  %

5,604  %

8,663  %

0,647  %

3,324  %

6,454  %

4

2,276  %

6,031  %

8,514  %

0,677  %

3,346  %

6,782  %

5

2,275  %

6,358  %

8,402  %

0,708  %

3,344  %

7,111  %

6

2,279  %

6,611  %

8,347  %

0,738  %

3,346  %

7,428  %

7

2,288  %

6,805  %

8,321  %

0,766  %

3,346  %

7,706  %

8

2,299  %

6,952  %

8,300  %

0,794  %

3,343  %

7,946  %

9

2,312  %

7,063  %

8,274  %

0,818  %

3,338  %

8,152  %

10

2,327  %

7,151  %

8,233  %

0,841  %

3,331  %

8,322  %

11

2,342  %

7,207  %

8,174  %

0,881  %

3,321  %

8,458  %

12

2,359  %

7,237  %

8,101  %

0,935  %

3,309  %

8,563  %

13

2,377  %

7,248  %

8,020  %

0,997  %

3,297  %

8,639  %

14

2,397  %

7,245  %

7,932  %

1,064  %

3,284  %

8,689  %

15

2,418  %

7,232  %

7,841  %

1,134  %

3,272  %

8,714  %

16

2,441  %

7,212  %

7,749  %

1,203  %

3,262  %

8,714  %

17

2,464  %

7,186  %

7,656  %

1,273  %

3,252  %

8,695  %

18

2,488  %

7,156  %

7,564  %

1,340  %

3,244  %

8,662  %

19

2,513  %

7,123  %

7,473  %

1,406  %

3,238  %

8,617  %

20

2,537  %

7,088  %

7,383  %

1,470  %

3,233  %

8,564  %

21

2,561  %

7,052  %

7,297  %

1,532  %

3,230  %

8,506  %

22

2,584  %

7,016  %

7,212  %

1,591  %

3,228  %

8,443  %

23

2,607  %

6,979  %

7,130  %

1,648  %

3,227  %

8,378  %

24

2,629  %

6,943  %

7,052  %

1,702  %

3,227  %

8,311  %

25

2,651  %

6,907  %

6,976  %

1,754  %

3,228  %

8,243  %

26

2,672  %

6,872  %

6,902  %

1,804  %

3,230  %

8,176  %

27

2,692  %

6,837  %

6,832  %

1,851  %

3,231  %

8,109  %

28

2,711  %

6,804  %

6,764  %

1,897  %

3,234  %

8,043  %

29

2,730  %

6,771  %

6,700  %

1,940  %

3,236  %

7,978  %

30

2,748  %

6,739  %

6,638  %

1,982  %

3,239  %

7,915  %

31

2,766  %

6,708  %

6,578  %

2,022  %

3,242  %

7,854  %

32

2,782  %

6,678  %

6,521  %

2,060  %

3,245  %

7,794  %

33

2,798  %

6,649  %

6,466  %

2,096  %

3,248  %

7,737  %

34

2,814  %

6,621  %

6,414  %

2,131  %

3,251  %

7,681  %

35

2,829  %

6,594  %

6,364  %

2,164  %

3,254  %

7,627  %

36

2,844  %

6,568  %

6,316  %

2,196  %

3,257  %

7,575  %

37

2,857  %

6,543  %

6,270  %

2,226  %

3,261  %

7,525  %

38

2,871  %

6,519  %

6,226  %

2,255  %

3,264  %

7,477  %

39

2,884  %

6,496  %

6,183  %

2,283  %

3,267  %

7,431  %

40

2,896  %

6,474  %

6,143  %

2,310  %

3,270  %

7,386  %

41

2,908  %

6,452  %

6,104  %

2,336  %

3,273  %

7,344  %

42

2,920  %

6,431  %

6,067  %

2,360  %

3,276  %

7,302  %

43

2,931  %

6,411  %

6,031  %

2,384  %

3,279  %

7,263  %

44

2,941  %

6,392  %

5,996  %

2,407  %

3,282  %

7,224  %

45

2,952  %

6,374  %

5,963  %

2,429  %

3,285  %

7,188  %

46

2,962  %

6,356  %

5,931  %

2,450  %

3,288  %

7,152  %

47

2,971  %

6,339  %

5,901  %

2,470  %

3,291  %

7,118  %

48

2,980  %

6,322  %

5,871  %

2,490  %

3,293  %

7,086  %

49

2,989  %

6,306  %

5,843  %

2,508  %

3,296  %

7,054  %

50

2,998  %

6,290  %

5,816  %

2,527  %

3,299  %

7,024  %

51

3,006  %

6,275  %

5,789  %

2,544  %

3,301  %

6,994  %

52

3,015  %

6,261  %

5,764  %

2,561  %

3,304  %

6,966  %

53

3,022  %

6,247  %

5,740  %

2,577  %

3,306  %

6,939  %

54

3,030  %

6,234  %

5,716  %

2,593  %

3,308  %

6,912  %

55

3,037  %

6,221  %

5,693  %

2,608  %

3,311  %

6,887  %

56

3,044  %

6,208  %

5,671  %

2,623  %

3,313  %

6,862  %

57

3,051  %

6,196  %

5,650  %

2,637  %

3,315  %

6,838  %

58

3,058  %

6,184  %

5,629  %

2,651  %

3,317  %

6,816  %

59

3,064  %

6,173  %

5,609  %

2,664  %

3,319  %

6,793  %

60

3,070  %

6,161  %

5,590  %

2,677  %

3,321  %

6,772  %

61

3,076  %

6,151  %

5,572  %

2,689  %

3,323  %

6,751  %

62

3,082  %

6,140  %

5,554  %

2,701  %

3,325  %

6,731  %

63

3,088  %

6,130  %

5,536  %

2,713  %

3,327  %

6,711  %

64

3,094  %

6,121  %

5,519  %

2,725  %

3,329  %

6,692  %

65

3,099  %

6,111  %

5,503  %

2,736  %

3,330  %

6,674  %

66

3,104  %

6,102  %

5,487  %

2,746  %

3,332  %

6,656  %

67

3,109  %

6,093  %

5,471  %

2,757  %

3,334  %

6,639  %

68

3,114  %

6,084  %

5,456  %

2,767  %

3,335  %

6,622  %

69

3,119  %

6,076  %

5,442  %

2,777  %

3,337  %

6,606  %

70

3,124  %

6,068  %

5,427  %

2,786  %

3,339  %

6,590  %

71

3,128  %

6,060  %

5,414  %

2,795  %

3,340  %

6,575  %

72

3,133  %

6,052  %

5,400  %

2,804  %

3,342  %

6,560  %

73

3,137  %

6,044  %

5,387  %

2,813  %

3,343  %

6,545  %

74

3,141  %

6,037  %

5,375  %

2,822  %

3,344  %

6,531  %

75

3,145  %

6,030  %

5,362  %

2,830  %

3,346  %

6,517  %

76

3,149  %

6,023  %

5,350  %

2,838  %

3,347  %

6,504  %

77

3,153  %

6,016  %

5,338  %

2,846  %

3,348  %

6,491  %

78

3,157  %

6,010  %

5,327  %

2,854  %

3,350  %

6,478  %

79

3,160  %

6,003  %

5,316  %

2,861  %

3,351  %

6,465  %

80

3,164  %

5,997  %

5,305  %

2,869  %

3,352  %

6,453  %

81

3,168  %

5,991  %

5,294  %

2,876  %

3,353  %

6,442  %

82

3,171  %

5,985  %

5,284  %

2,883  %

3,354  %

6,430  %

83

3,174  %

5,979  %

5,274  %

2,889  %

3,356  %

6,419  %

84

3,178  %

5,973  %

5,264  %

2,896  %

3,357  %

6,408  %

85

3,181  %

5,968  %

5,255  %

2,903  %

3,358  %

6,397  %

86

3,184  %

5,962  %

5,245  %

2,909  %

3,359  %

6,387  %

87

3,187  %

5,957  %

5,236  %

2,915  %

3,360  %

6,376  %

88

3,190  %

5,952  %

5,227  %

2,921  %

3,361  %

6,366  %

89

3,193  %

5,946  %

5,218  %

2,927  %

3,362  %

6,357  %

90

3,196  %

5,942  %

5,210  %

2,933  %

3,363  %

6,347  %

91

3,198  %

5,937  %

5,201  %

2,939  %

3,364  %

6,338  %

92

3,201  %

5,932  %

5,193  %

2,944  %

3,365  %

6,329  %

93

3,204  %

5,927  %

5,185  %

2,950  %

3,366  %

6,320  %

94

3,206  %

5,923  %

5,177  %

2,955  %

3,367  %

6,311  %

95

3,209  %

5,918  %

5,170  %

2,960  %

3,367  %

6,302  %

96

3,211  %

5,914  %

5,162  %

2,965  %

3,368  %

6,294  %

97

3,214  %

5,910  %

5,155  %

2,970  %

3,369  %

6,286  %

98

3,216  %

5,905  %

5,148  %

2,975  %

3,370  %

6,278  %

99

3,219  %

5,901  %

5,140  %

2,980  %

3,371  %

6,270  %

100

3,221  %

5,897  %

5,134  %

2,984  %

3,372  %

6,262  %

101

3,223  %

5,893  %

5,127  %

2,989  %

3,372  %

6,254  %

102

3,225  %

5,890  %

5,120  %

2,994  %

3,373  %

6,247  %

103

3,228  %

5,886  %

5,114  %

2,998  %

3,374  %

6,240  %

104

3,230  %

5,882  %

5,107  %

3,002  %

3,375  %

6,233  %

105

3,232  %

5,878  %

5,101  %

3,007  %

3,375  %

6,226  %

106

3,234  %

5,875  %

5,095  %

3,011  %

3,376  %

6,219  %

107

3,236  %

5,871  %

5,089  %

3,015  %

3,377  %

6,212  %

108

3,238  %

5,868  %

5,083  %

3,019  %

3,377  %

6,205  %

109

3,240  %

5,864  %

5,077  %

3,023  %

3,378  %

6,199  %

110

3,242  %

5,861  %

5,071  %

3,027  %

3,379  %

6,193  %

111

3,244  %

5,858  %

5,066  %

3,031  %

3,379  %

6,186  %

112

3,245  %

5,855  %

5,060  %

3,034  %

3,380  %

6,180  %

113

3,247  %

5,852  %

5,055  %

3,038  %

3,381  %

6,174  %

114

3,249  %

5,848  %

5,049  %

3,042  %

3,381  %

6,168  %

115

3,251  %

5,845  %

5,044  %

3,045  %

3,382  %

6,162  %

116

3,253  %

5,842  %

5,039  %

3,049  %

3,382  %

6,157  %

117

3,254  %

5,840  %

5,034  %

3,052  %

3,383  %

6,151  %

118

3,256  %

5,837  %

5,029  %

3,055  %

3,383  %

6,145  %

119

3,258  %

5,834  %

5,024  %

3,059  %

3,384  %

6,140  %

120

3,259  %

5,831  %

5,019  %

3,062  %

3,385  %

6,135  %

121

3,261  %

5,828  %

5,015  %

3,065  %

3,385  %

6,129  %

122

3,262  %

5,826  %

5,010  %

3,068  %

3,386  %

6,124  %

123

3,264  %

5,823  %

5,005  %

3,071  %

3,386  %

6,119  %

124

3,265  %

5,820  %

5,001  %

3,074  %

3,387  %

6,114  %

125

3,267  %

5,818  %

4,996  %

3,077  %

3,387  %

6,109  %

126

3,268  %

5,815  %

4,992  %

3,080  %

3,388  %

6,104  %

127

3,270  %

5,813  %

4,988  %

3,083  %

3,388  %

6,100  %

128

3,271  %

5,810  %

4,984  %

3,086  %

3,389  %

6,095  %

129

3,272  %

5,808  %

4,979  %

3,089  %

3,389  %

6,090  %

130

3,274  %

5,806  %

4,975  %

3,092  %

3,390  %

6,086  %

131

3,275  %

5,803  %

4,971  %

3,094  %

3,390  %

6,081  %

132

3,276  %

5,801  %

4,967  %

3,097  %

3,391  %

6,077  %

133

3,278  %

5,799  %

4,964  %

3,100  %

3,391  %

6,072  %

134

3,279  %

5,796  %

4,960  %

3,102  %

3,391  %

6,068  %

135

3,280  %

5,794  %

4,956  %

3,105  %

3,392  %

6,064  %

136

3,282  %

5,792  %

4,952  %

3,107  %

3,392  %

6,060  %

137

3,283  %

5,790  %

4,948  %

3,110  %

3,393  %

6,056  %

138

3,284  %

5,788  %

4,945  %

3,112  %

3,393  %

6,052  %

139

3,285  %

5,786  %

4,941  %

3,115  %

3,393  %

6,048  %

140

3,286  %

5,784  %

4,938  %

3,117  %

3,394  %

6,044  %

141

3,288  %

5,782  %

4,934  %

3,120  %

3,394  %

6,040  %

142

3,289  %

5,780  %

4,931  %

3,122  %

3,395  %

6,036  %

143

3,290  %

5,778  %

4,928  %

3,124  %

3,395  %

6,032  %

144

3,291  %

5,776  %

4,924  %

3,126  %

3,395  %

6,029  %

145

3,292  %

5,774  %

4,921  %

3,129  %

3,396  %

6,025  %

146

3,293  %

5,772  %

4,918  %

3,131  %

3,396  %

6,021  %

147

3,294  %

5,770  %

4,915  %

3,133  %

3,397  %

6,018  %

148

3,295  %

5,768  %

4,911  %

3,135  %

3,397  %

6,014  %

149

3,296  %

5,766  %

4,908  %

3,137  %

3,397  %

6,011  %

150

3,297  %

5,765  %

4,905  %

3,139  %

3,398  %

6,007  %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 12,215  % | 2,107  % | 2,056  % | 13,401  % | 1,449  % | 2,052  % |
| 2 | 11,252  % | 2,179  % | 2,658  % | 12,137  % | 2,022  % | 2,492  % |
| 3 | 10,902  % | 2,293  % | 3,065  % | 11,592  % | 2,201  % | 2,634  % |
| 4 | 10,802  % | 2,408  % | 3,343  % | 11,279  % | 2,288  % | 2,661  % |
| 5 | 10,855  % | 2,493  % | 3,536  % | 11,098  % | 2,340  % | 2,649  % |
| 6 | 11,003  % | 2,562  % | 3,686  % | 10,997  % | 2,359  % | 2,631  % |
| 7 | 11,203  % | 2,624  % | 3,808  % | 10,945  % | 2,362  % | 2,620  % |
| 8 | 11,457  % | 2,684  % | 3,909  % | 10,930  % | 2,359  % | 2,615  % |
| 9 | 11,744  % | 2,741  % | 3,995  % | 10,950  % | 2,357  % | 2,607  % |
| 10 | 12,030  % | 2,798  % | 4,074  % | 10,973  % | 2,359  % | 2,588  % |
| 11 | 12,231  % | 2,855  % | 4,148  % | 10,996  % | 2,365  % | 2,554  % |
| 12 | 12,345  % | 2,910  % | 4,217  % | 11,019  % | 2,376  % | 2,512  % |
| 13 | 12,393  % | 2,965  % | 4,284  % | 11,038  % | 2,390  % | 2,468  % |
| 14 | 12,388  % | 3,017  % | 4,348  % | 11,037  % | 2,406  % | 2,426  % |
| 15 | 12,344  % | 3,068  % | 4,411  % | 11,004  % | 2,423  % | 2,387  % |
| 16 | 12,267  % | 3,116  % | 4,472  % | 10,941  % | 2,442  % | 2,354  % |
| 17 | 12,166  % | 3,162  % | 4,530  % | 10,855  % | 2,461  % | 2,328  % |
| 18 | 12,047  % | 3,207  % | 4,582  % | 10,753  % | 2,481  % | 2,308  % |
| 19 | 11,913  % | 3,249  % | 4,625  % | 10,638  % | 2,502  % | 2,295  % |
| 20 | 11,769  % | 3,289  % | 4,658  % | 10,515  % | 2,523  % | 2,290  % |
| 21 | 11,619  % | 3,327  % | 4,678  % | 10,386  % | 2,544  % | 2,293  % |
| 22 | 11,465  % | 3,364  % | 4,689  % | 10,252  % | 2,566  % | 2,301  % |
| 23 | 11,308  % | 3,398  % | 4,692  % | 10,118  % | 2,587  % | 2,313  % |
| 24 | 11,152  % | 3,431  % | 4,688  % | 9,983  % | 2,609  % | 2,329  % |
| 25 | 10,996  % | 3,463  % | 4,679  % | 9,849  % | 2,629  % | 2,346  % |
| 26 | 10,843  % | 3,493  % | 4,667  % | 9,717  % | 2,650  % | 2,366  % |
| 27 | 10,693  % | 3,522  % | 4,651  % | 9,587  % | 2,670  % | 2,386  % |
| 28 | 10,547  % | 3,549  % | 4,633  % | 9,461  % | 2,689  % | 2,407  % |
| 29 | 10,404  % | 3,575  % | 4,614  % | 9,339  % | 2,708  % | 2,429  % |
| 30 | 10,266  % | 3,600  % | 4,593  % | 9,220  % | 2,726  % | 2,451  % |
| 31 | 10,133  % | 3,624  % | 4,572  % | 9,105  % | 2,743  % | 2,472  % |
| 32 | 10,005  % | 3,647  % | 4,550  % | 8,994  % | 2,760  % | 2,494  % |
| 33 | 9,881  % | 3,669  % | 4,528  % | 8,887  % | 2,777  % | 2,515  % |
| 34 | 9,762  % | 3,689  % | 4,506  % | 8,785  % | 2,793  % | 2,535  % |
| 35 | 9,648  % | 3,709  % | 4,484  % | 8,686  % | 2,808  % | 2,556  % |
| 36 | 9,538  % | 3,729  % | 4,462  % | 8,591  % | 2,823  % | 2,575  % |
| 37 | 9,433  % | 3,747  % | 4,441  % | 8,500  % | 2,837  % | 2,595  % |
| 38 | 9,332  % | 3,765  % | 4,420  % | 8,413  % | 2,851  % | 2,613  % |
| 39 | 9,235  % | 3,781  % | 4,399  % | 8,329  % | 2,864  % | 2,631  % |
| 40 | 9,142  % | 3,798  % | 4,379  % | 8,249  % | 2,877  % | 2,649  % |
| 41 | 9,053  % | 3,813  % | 4,360  % | 8,172  % | 2,889  % | 2,666  % |
| 42 | 8,967  % | 3,828  % | 4,341  % | 8,098  % | 2,901  % | 2,683  % |
| 43 | 8,885  % | 3,842  % | 4,322  % | 8,027  % | 2,912  % | 2,698  % |
| 44 | 8,807  % | 3,856  % | 4,304  % | 7,959  % | 2,923  % | 2,714  % |
| 45 | 8,731  % | 3,870  % | 4,287  % | 7,893  % | 2,934  % | 2,729  % |
| 46 | 8,658  % | 3,882  % | 4,270  % | 7,830  % | 2,944  % | 2,743  % |
| 47 | 8,589  % | 3,895  % | 4,254  % | 7,770  % | 2,954  % | 2,757  % |
| 48 | 8,522  % | 3,907  % | 4,239  % | 7,712  % | 2,964  % | 2,771  % |
| 49 | 8,457  % | 3,918  % | 4,223  % | 7,656  % | 2,973  % | 2,784  % |
| 50 | 8,395  % | 3,929  % | 4,209  % | 7,602  % | 2,982  % | 2,796  % |
| 51 | 8,336  % | 3,940  % | 4,194  % | 7,550  % | 2,991  % | 2,808  % |
| 52 | 8,278  % | 3,950  % | 4,181  % | 7,500  % | 2,999  % | 2,820  % |
| 53 | 8,223  % | 3,960  % | 4,167  % | 7,452  % | 3,007  % | 2,832  % |
| 54 | 8,170  % | 3,970  % | 4,154  % | 7,406  % | 3,015  % | 2,843  % |
| 55 | 8,118  % | 3,979  % | 4,142  % | 7,361  % | 3,023  % | 2,853  % |
| 56 | 8,068  % | 3,988  % | 4,130  % | 7,318  % | 3,030  % | 2,864  % |
| 57 | 8,020  % | 3,997  % | 4,118  % | 7,276  % | 3,037  % | 2,874  % |
| 58 | 7,974  % | 4,005  % | 4,107  % | 7,236  % | 3,044  % | 2,883  % |
| 59 | 7,929  % | 4,013  % | 4,096  % | 7,197  % | 3,051  % | 2,893  % |
| 60 | 7,886  % | 4,021  % | 4,085  % | 7,159  % | 3,057  % | 2,902  % |
| 61 | 7,844  % | 4,029  % | 4,075  % | 7,123  % | 3,063  % | 2,910  % |
| 62 | 7,804  % | 4,036  % | 4,065  % | 7,088  % | 3,069  % | 2,919  % |
| 63 | 7,764  % | 4,044  % | 4,055  % | 7,054  % | 3,075  % | 2,927  % |
| 64 | 7,726  % | 4,051  % | 4,046  % | 7,021  % | 3,081  % | 2,935  % |
| 65 | 7,689  % | 4,057  % | 4,037  % | 6,988  % | 3,087  % | 2,943  % |
| 66 | 7,654  % | 4,064  % | 4,028  % | 6,957  % | 3,092  % | 2,951  % |
| 67 | 7,619  % | 4,070  % | 4,020  % | 6,927  % | 3,097  % | 2,958  % |
| 68 | 7,585  % | 4,077  % | 4,011  % | 6,898  % | 3,102  % | 2,965  % |
| 69 | 7,553  % | 4,083  % | 4,003  % | 6,869  % | 3,107  % | 2,972  % |
| 70 | 7,521  % | 4,089  % | 3,995  % | 6,842  % | 3,112  % | 2,979  % |
| 71 | 7,490  % | 4,094  % | 3,988  % | 6,815  % | 3,117  % | 2,986  % |
| 72 | 7,460  % | 4,100  % | 3,980  % | 6,789  % | 3,121  % | 2,992  % |
| 73 | 7,431  % | 4,105  % | 3,973  % | 6,763  % | 3,126  % | 2,998  % |
| 74 | 7,402  % | 4,111  % | 3,966  % | 6,739  % | 3,130  % | 3,004  % |
| 75 | 7,375  % | 4,116  % | 3,959  % | 6,715  % | 3,134  % | 3,010  % |
| 76 | 7,348  % | 4,121  % | 3,952  % | 6,691  % | 3,139  % | 3,016  % |
| 77 | 7,322  % | 4,126  % | 3,946  % | 6,669  % | 3,143  % | 3,021  % |
| 78 | 7,296  % | 4,130  % | 3,939  % | 6,646  % | 3,146  % | 3,027  % |
| 79 | 7,271  % | 4,135  % | 3,933  % | 6,625  % | 3,150  % | 3,032  % |
| 80 | 7,247  % | 4,140  % | 3,927  % | 6,604  % | 3,154  % | 3,037  % |
| 81 | 7,224  % | 4,144  % | 3,921  % | 6,583  % | 3,158  % | 3,043  % |
| 82 | 7,200  % | 4,148  % | 3,915  % | 6,563  % | 3,161  % | 3,047  % |
| 83 | 7,178  % | 4,152  % | 3,910  % | 6,543  % | 3,165  % | 3,052  % |
| 84 | 7,156  % | 4,157  % | 3,904  % | 6,524  % | 3,168  % | 3,057  % |
| 85 | 7,135  % | 4,161  % | 3,899  % | 6,506  % | 3,171  % | 3,062  % |
| 86 | 7,114  % | 4,165  % | 3,894  % | 6,487  % | 3,175  % | 3,066  % |
| 87 | 7,093  % | 4,168  % | 3,889  % | 6,470  % | 3,178  % | 3,071  % |
| 88 | 7,073  % | 4,172  % | 3,884  % | 6,452  % | 3,181  % | 3,075  % |
| 89 | 7,054  % | 4,176  % | 3,879  % | 6,435  % | 3,184  % | 3,079  % |
| 90 | 7,035  % | 4,179  % | 3,874  % | 6,419  % | 3,187  % | 3,083  % |
| 91 | 7,016  % | 4,183  % | 3,869  % | 6,402  % | 3,190  % | 3,087  % |
| 92 | 6,998  % | 4,186  % | 3,865  % | 6,386  % | 3,192  % | 3,091  % |
| 93 | 6,980  % | 4,190  % | 3,860  % | 6,371  % | 3,195  % | 3,095  % |
| 94 | 6,962  % | 4,193  % | 3,856  % | 6,356  % | 3,198  % | 3,099  % |
| 95 | 6,945  % | 4,196  % | 3,852  % | 6,341  % | 3,201  % | 3,102  % |
| 96 | 6,929  % | 4,199  % | 3,847  % | 6,326  % | 3,203  % | 3,106  % |
| 97 | 6,912  % | 4,202  % | 3,843  % | 6,312  % | 3,206  % | 3,110  % |
| 98 | 6,896  % | 4,205  % | 3,839  % | 6,298  % | 3,208  % | 3,113  % |
| 99 | 6,880  % | 4,208  % | 3,835  % | 6,284  % | 3,211  % | 3,116  % |
| 100 | 6,865  % | 4,211  % | 3,832  % | 6,271  % | 3,213  % | 3,120  % |
| 101 | 6,850  % | 4,214  % | 3,828  % | 6,258  % | 3,215  % | 3,123  % |
| 102 | 6,835  % | 4,217  % | 3,824  % | 6,245  % | 3,218  % | 3,126  % |
| 103 | 6,821  % | 4,220  % | 3,820  % | 6,232  % | 3,220  % | 3,129  % |
| 104 | 6,806  % | 4,222  % | 3,817  % | 6,220  % | 3,222  % | 3,132  % |
| 105 | 6,792  % | 4,225  % | 3,813  % | 6,208  % | 3,224  % | 3,135  % |
| 106 | 6,779  % | 4,228  % | 3,810  % | 6,196  % | 3,226  % | 3,138  % |
| 107 | 6,765  % | 4,230  % | 3,807  % | 6,184  % | 3,228  % | 3,141  % |
| 108 | 6,752  % | 4,233  % | 3,803  % | 6,172  % | 3,231  % | 3,144  % |
| 109 | 6,739  % | 4,235  % | 3,800  % | 6,161  % | 3,233  % | 3,147  % |
| 110 | 6,726  % | 4,238  % | 3,797  % | 6,150  % | 3,234  % | 3,150  % |
| 111 | 6,714  % | 4,240  % | 3,794  % | 6,139  % | 3,236  % | 3,152  % |
| 112 | 6,702  % | 4,242  % | 3,791  % | 6,129  % | 3,238  % | 3,155  % |
| 113 | 6,690  % | 4,245  % | 3,788  % | 6,118  % | 3,240  % | 3,158  % |
| 114 | 6,678  % | 4,247  % | 3,785  % | 6,108  % | 3,242  % | 3,160  % |
| 115 | 6,666  % | 4,249  % | 3,782  % | 6,098  % | 3,244  % | 3,163  % |
| 116 | 6,655  % | 4,251  % | 3,779  % | 6,088  % | 3,246  % | 3,165  % |
| 117 | 6,644  % | 4,253  % | 3,776  % | 6,078  % | 3,247  % | 3,168  % |
| 118 | 6,633  % | 4,255  % | 3,773  % | 6,068  % | 3,249  % | 3,170  % |
| 119 | 6,622  % | 4,257  % | 3,771  % | 6,059  % | 3,251  % | 3,172  % |
| 120 | 6,611  % | 4,259  % | 3,768  % | 6,050  % | 3,252  % | 3,175  % |
| 121 | 6,601  % | 4,261  % | 3,765  % | 6,040  % | 3,254  % | 3,177  % |
| 122 | 6,590  % | 4,263  % | 3,763  % | 6,031  % | 3,256  % | 3,179  % |
| 123 | 6,580  % | 4,265  % | 3,760  % | 6,023  % | 3,257  % | 3,181  % |
| 124 | 6,570  % | 4,267  % | 3,758  % | 6,014  % | 3,259  % | 3,184  % |
| 125 | 6,560  % | 4,269  % | 3,755  % | 6,005  % | 3,260  % | 3,186  % |
| 126 | 6,551  % | 4,271  % | 3,753  % | 5,997  % | 3,262  % | 3,188  % |
| 127 | 6,541  % | 4,273  % | 3,750  % | 5,989  % | 3,263  % | 3,190  % |
| 128 | 6,532  % | 4,274  % | 3,748  % | 5,981  % | 3,265  % | 3,192  % |
| 129 | 6,523  % | 4,276  % | 3,746  % | 5,972  % | 3,266  % | 3,194  % |
| 130 | 6,513  % | 4,278  % | 3,743  % | 5,965  % | 3,268  % | 3,196  % |
| 131 | 6,505  % | 4,280  % | 3,741  % | 5,957  % | 3,269  % | 3,198  % |
| 132 | 6,496  % | 4,281  % | 3,739  % | 5,949  % | 3,270  % | 3,200  % |
| 133 | 6,487  % | 4,283  % | 3,737  % | 5,942  % | 3,272  % | 3,202  % |
| 134 | 6,479  % | 4,285  % | 3,735  % | 5,934  % | 3,273  % | 3,203  % |
| 135 | 6,470  % | 4,286  % | 3,733  % | 5,927  % | 3,274  % | 3,205  % |
| 136 | 6,462  % | 4,288  % | 3,730  % | 5,920  % | 3,276  % | 3,207  % |
| 137 | 6,454  % | 4,289  % | 3,728  % | 5,913  % | 3,277  % | 3,209  % |
| 138 | 6,446  % | 4,291  % | 3,726  % | 5,905  % | 3,278  % | 3,211  % |
| 139 | 6,438  % | 4,292  % | 3,724  % | 5,899  % | 3,279  % | 3,212  % |
| 140 | 6,430  % | 4,294  % | 3,722  % | 5,892  % | 3,281  % | 3,214  % |
| 141 | 6,422  % | 4,295  % | 3,720  % | 5,885  % | 3,282  % | 3,216  % |
| 142 | 6,415  % | 4,297  % | 3,719  % | 5,878  % | 3,283  % | 3,217  % |
| 143 | 6,407  % | 4,298  % | 3,717  % | 5,872  % | 3,284  % | 3,219  % |
| 144 | 6,400  % | 4,299  % | 3,715  % | 5,866  % | 3,285  % | 3,221  % |
| 145 | 6,393  % | 4,301  % | 3,713  % | 5,859  % | 3,286  % | 3,222  % |
| 146 | 6,385  % | 4,302  % | 3,711  % | 5,853  % | 3,288  % | 3,224  % |
| 147 | 6,378  % | 4,304  % | 3,709  % | 5,847  % | 3,289  % | 3,225  % |
| 148 | 6,371  % | 4,305  % | 3,708  % | 5,841  % | 3,290  % | 3,227  % |
| 149 | 6,364  % | 4,306  % | 3,706  % | 5,835  % | 3,291  % | 3,228  % |
| 150 | 6,358  % | 4,307  % | 3,704  % | 5,829  % | 3,292  % | 3,230  % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

12,215  %

2,107  %

2,056  %

13,401  %

1,449  %

2,052  %

2

11,252  %

2,179  %

2,658  %

12,137  %

2,022  %

2,492  %

3

10,902  %

2,293  %

3,065  %

11,592  %

2,201  %

2,634  %

4

10,802  %

2,408  %

3,343  %

11,279  %

2,288  %

2,661  %

5

10,855  %

2,493  %

3,536  %

11,098  %

2,340  %

2,649  %

6

11,003  %

2,562  %

3,686  %

10,997  %

2,359  %

2,631  %

7

11,203  %

2,624  %

3,808  %

10,945  %

2,362  %

2,620  %

8

11,457  %

2,684  %

3,909  %

10,930  %

2,359  %

2,615  %

9

11,744  %

2,741  %

3,995  %

10,950  %

2,357  %

2,607  %

10

12,030  %

2,798  %

4,074  %

10,973  %

2,359  %

2,588  %

11

12,231  %

2,855  %

4,148  %

10,996  %

2,365  %

2,554  %

12

12,345  %

2,910  %

4,217  %

11,019  %

2,376  %

2,512  %

13

12,393  %

2,965  %

4,284  %

11,038  %

2,390  %

2,468  %

14

12,388  %

3,017  %

4,348  %

11,037  %

2,406  %

2,426  %

15

12,344  %

3,068  %

4,411  %

11,004  %

2,423  %

2,387  %

16

12,267  %

3,116  %

4,472  %

10,941  %

2,442  %

2,354  %

17

12,166  %

3,162  %

4,530  %

10,855  %

2,461  %

2,328  %

18

12,047  %

3,207  %

4,582  %

10,753  %

2,481  %

2,308  %

19

11,913  %

3,249  %

4,625  %

10,638  %

2,502  %

2,295  %

20

11,769  %

3,289  %

4,658  %

10,515  %

2,523  %

2,290  %

21

11,619  %

3,327  %

4,678  %

10,386  %

2,544  %

2,293  %

22

11,465  %

3,364  %

4,689  %

10,252  %

2,566  %

2,301  %

23

11,308  %

3,398  %

4,692  %

10,118  %

2,587  %

2,313  %

24

11,152  %

3,431  %

4,688  %

9,983  %

2,609  %

2,329  %

25

10,996  %

3,463  %

4,679  %

9,849  %

2,629  %

2,346  %

26

10,843  %

3,493  %

4,667  %

9,717  %

2,650  %

2,366  %

27

10,693  %

3,522  %

4,651  %

9,587  %

2,670  %

2,386  %

28

10,547  %

3,549  %

4,633  %

9,461  %

2,689  %

2,407  %

29

10,404  %

3,575  %

4,614  %

9,339  %

2,708  %

2,429  %

30

10,266  %

3,600  %

4,593  %

9,220  %

2,726  %

2,451  %

31

10,133  %

3,624  %

4,572  %

9,105  %

2,743  %

2,472  %

32

10,005  %

3,647  %

4,550  %

8,994  %

2,760  %

2,494  %

33

9,881  %

3,669  %

4,528  %

8,887  %

2,777  %

2,515  %

34

9,762  %

3,689  %

4,506  %

8,785  %

2,793  %

2,535  %

35

9,648  %

3,709  %

4,484  %

8,686  %

2,808  %

2,556  %

36

9,538  %

3,729  %

4,462  %

8,591  %

2,823  %

2,575  %

37

9,433  %

3,747  %

4,441  %

8,500  %

2,837  %

2,595  %

38

9,332  %

3,765  %

4,420  %

8,413  %

2,851  %

2,613  %

39

9,235  %

3,781  %

4,399  %

8,329  %

2,864  %

2,631  %

40

9,142  %

3,798  %

4,379  %

8,249  %

2,877  %

2,649  %

41

9,053  %

3,813  %

4,360  %

8,172  %

2,889  %

2,666  %

42

8,967  %

3,828  %

4,341  %

8,098  %

2,901  %

2,683  %

43

8,885  %

3,842  %

4,322  %

8,027  %

2,912  %

2,698  %

44

8,807  %

3,856  %

4,304  %

7,959  %

2,923  %

2,714  %

45

8,731  %

3,870  %

4,287  %

7,893  %

2,934  %

2,729  %

46

8,658  %

3,882  %

4,270  %

7,830  %

2,944  %

2,743  %

47

8,589  %

3,895  %

4,254  %

7,770  %

2,954  %

2,757  %

48

8,522  %

3,907  %

4,239  %

7,712  %

2,964  %

2,771  %

49

8,457  %

3,918  %

4,223  %

7,656  %

2,973  %

2,784  %

50

8,395  %

3,929  %

4,209  %

7,602  %

2,982  %

2,796  %

51

8,336  %

3,940  %

4,194  %

7,550  %

2,991  %

2,808  %

52

8,278  %

3,950  %

4,181  %

7,500  %

2,999  %

2,820  %

53

8,223  %

3,960  %

4,167  %

7,452  %

3,007  %

2,832  %

54

8,170  %

3,970  %

4,154  %

7,406  %

3,015  %

2,843  %

55

8,118  %

3,979  %

4,142  %

7,361  %

3,023  %

2,853  %

56

8,068  %

3,988  %

4,130  %

7,318  %

3,030  %

2,864  %

57

8,020  %

3,997  %

4,118  %

7,276  %

3,037  %

2,874  %

58

7,974  %

4,005  %

4,107  %

7,236  %

3,044  %

2,883  %

59

7,929  %

4,013  %

4,096  %

7,197  %

3,051  %

2,893  %

60

7,886  %

4,021  %

4,085  %

7,159  %

3,057  %

2,902  %

61

7,844  %

4,029  %

4,075  %

7,123  %

3,063  %

2,910  %

62

7,804  %

4,036  %

4,065  %

7,088  %

3,069  %

2,919  %

63

7,764  %

4,044  %

4,055  %

7,054  %

3,075  %

2,927  %

64

7,726  %

4,051  %

4,046  %

7,021  %

3,081  %

2,935  %

65

7,689  %

4,057  %

4,037  %

6,988  %

3,087  %

2,943  %

66

7,654  %

4,064  %

4,028  %

6,957  %

3,092  %

2,951  %

67

7,619  %

4,070  %

4,020  %

6,927  %

3,097  %

2,958  %

68

7,585  %

4,077  %

4,011  %

6,898  %

3,102  %

2,965  %

69

7,553  %

4,083  %

4,003  %

6,869  %

3,107  %

2,972  %

70

7,521  %

4,089  %

3,995  %

6,842  %

3,112  %

2,979  %

71

7,490  %

4,094  %

3,988  %

6,815  %

3,117  %

2,986  %

72

7,460  %

4,100  %

3,980  %

6,789  %

3,121  %

2,992  %

73

7,431  %

4,105  %

3,973  %

6,763  %

3,126  %

2,998  %

74

7,402  %

4,111  %

3,966  %

6,739  %

3,130  %

3,004  %

75

7,375  %

4,116  %

3,959  %

6,715  %

3,134  %

3,010  %

76

7,348  %

4,121  %

3,952  %

6,691  %

3,139  %

3,016  %

77

7,322  %

4,126  %

3,946  %

6,669  %

3,143  %

3,021  %

78

7,296  %

4,130  %

3,939  %

6,646  %

3,146  %

3,027  %

79

7,271  %

4,135  %

3,933  %

6,625  %

3,150  %

3,032  %

80

7,247  %

4,140  %

3,927  %

6,604  %

3,154  %

3,037  %

81

7,224  %

4,144  %

3,921  %

6,583  %

3,158  %

3,043  %

82

7,200  %

4,148  %

3,915  %

6,563  %

3,161  %

3,047  %

83

7,178  %

4,152  %

3,910  %

6,543  %

3,165  %

3,052  %

84

7,156  %

4,157  %

3,904  %

6,524  %

3,168  %

3,057  %

85

7,135  %

4,161  %

3,899  %

6,506  %

3,171  %

3,062  %

86

7,114  %

4,165  %

3,894  %

6,487  %

3,175  %

3,066  %

87

7,093  %

4,168  %

3,889  %

6,470  %

3,178  %

3,071  %

88

7,073  %

4,172  %

3,884  %

6,452  %

3,181  %

3,075  %

89

7,054  %

4,176  %

3,879  %

6,435  %

3,184  %

3,079  %

90

7,035  %

4,179  %

3,874  %

6,419  %

3,187  %

3,083  %

91

7,016  %

4,183  %

3,869  %

6,402  %

3,190  %

3,087  %

92

6,998  %

4,186  %

3,865  %

6,386  %

3,192  %

3,091  %

93

6,980  %

4,190  %

3,860  %

6,371  %

3,195  %

3,095  %

94

6,962  %

4,193  %

3,856  %

6,356  %

3,198  %

3,099  %

95

6,945  %

4,196  %

3,852  %

6,341  %

3,201  %

3,102  %

96

6,929  %

4,199  %

3,847  %

6,326  %

3,203  %

3,106  %

97

6,912  %

4,202  %

3,843  %

6,312  %

3,206  %

3,110  %

98

6,896  %

4,205  %

3,839  %

6,298  %

3,208  %

3,113  %

99

6,880  %

4,208  %

3,835  %

6,284  %

3,211  %

3,116  %

100

6,865  %

4,211  %

3,832  %

6,271  %

3,213  %

3,120  %

101

6,850  %

4,214  %

3,828  %

6,258  %

3,215  %

3,123  %

102

6,835  %

4,217  %

3,824  %

6,245  %

3,218  %

3,126  %

103

6,821  %

4,220  %

3,820  %

6,232  %

3,220  %

3,129  %

104

6,806  %

4,222  %

3,817  %

6,220  %

3,222  %

3,132  %

105

6,792  %

4,225  %

3,813  %

6,208  %

3,224  %

3,135  %

106

6,779  %

4,228  %

3,810  %

6,196  %

3,226  %

3,138  %

107

6,765  %

4,230  %

3,807  %

6,184  %

3,228  %

3,141  %

108

6,752  %

4,233  %

3,803  %

6,172  %

3,231  %

3,144  %

109

6,739  %

4,235  %

3,800  %

6,161  %

3,233  %

3,147  %

110

6,726  %

4,238  %

3,797  %

6,150  %

3,234  %

3,150  %

111

6,714  %

4,240  %

3,794  %

6,139  %

3,236  %

3,152  %

112

6,702  %

4,242  %

3,791  %

6,129  %

3,238  %

3,155  %

113

6,690  %

4,245  %

3,788  %

6,118  %

3,240  %

3,158  %

114

6,678  %

4,247  %

3,785  %

6,108  %

3,242  %

3,160  %

115

6,666  %

4,249  %

3,782  %

6,098  %

3,244  %

3,163  %

116

6,655  %

4,251  %

3,779  %

6,088  %

3,246  %

3,165  %

117

6,644  %

4,253  %

3,776  %

6,078  %

3,247  %

3,168  %

118

6,633  %

4,255  %

3,773  %

6,068  %

3,249  %

3,170  %

119

6,622  %

4,257  %

3,771  %

6,059  %

3,251  %

3,172  %

120

6,611  %

4,259  %

3,768  %

6,050  %

3,252  %

3,175  %

121

6,601  %

4,261  %

3,765  %

6,040  %

3,254  %

3,177  %

122

6,590  %

4,263  %

3,763  %

6,031  %

3,256  %

3,179  %

123

6,580  %

4,265  %

3,760  %

6,023  %

3,257  %

3,181  %

124

6,570  %

4,267  %

3,758  %

6,014  %

3,259  %

3,184  %

125

6,560  %

4,269  %

3,755  %

6,005  %

3,260  %

3,186  %

126

6,551  %

4,271  %

3,753  %

5,997  %

3,262  %

3,188  %

127

6,541  %

4,273  %

3,750  %

5,989  %

3,263  %

3,190  %

128

6,532  %

4,274  %

3,748  %

5,981  %

3,265  %

3,192  %

129

6,523  %

4,276  %

3,746  %

5,972  %

3,266  %

3,194  %

130

6,513  %

4,278  %

3,743  %

5,965  %

3,268  %

3,196  %

131

6,505  %

4,280  %

3,741  %

5,957  %

3,269  %

3,198  %

132

6,496  %

4,281  %

3,739  %

5,949  %

3,270  %

3,200  %

133

6,487  %

4,283  %

3,737  %

5,942  %

3,272  %

3,202  %

134

6,479  %

4,285  %

3,735  %

5,934  %

3,273  %

3,203  %

135

6,470  %

4,286  %

3,733  %

5,927  %

3,274  %

3,205  %

136

6,462  %

4,288  %

3,730  %

5,920  %

3,276  %

3,207  %

137

6,454  %

4,289  %

3,728  %

5,913  %

3,277  %

3,209  %

138

6,446  %

4,291  %

3,726  %

5,905  %

3,278  %

3,211  %

139

6,438  %

4,292  %

3,724  %

5,899  %

3,279  %

3,212  %

140

6,430  %

4,294  %

3,722  %

5,892  %

3,281  %

3,214  %

141

6,422  %

4,295  %

3,720  %

5,885  %

3,282  %

3,216  %

142

6,415  %

4,297  %

3,719  %

5,878  %

3,283  %

3,217  %

143

6,407  %

4,298  %

3,717  %

5,872  %

3,284  %

3,219  %

144

6,400  %

4,299  %

3,715  %

5,866  %

3,285  %

3,221  %

145

6,393  %

4,301  %

3,713  %

5,859  %

3,286  %

3,222  %

146

6,385  %

4,302  %

3,711  %

5,853  %

3,288  %

3,224  %

147

6,378  %

4,304  %

3,709  %

5,847  %

3,289  %

3,225  %

148

6,371  %

4,305  %

3,708  %

5,841  %

3,290  %

3,227  %

149

6,364  %

4,306  %

3,706  %

5,835  %

3,291  %

3,228  %

150

6,358  %

4,307  %

3,704  %

5,829  %

3,292  %

3,230  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 23,470  % | 1,865  % | –0,180  % |
| 2 | 25,231  % | 2,491  % | –0,152  % |
| 3 | 25,914  % | 2,581  % | –0,131  % |
| 4 | 26,243  % | 2,518  % | –0,105  % |
| 5 | 26,225  % | 2,427  % | –0,072  % |
| 6 | 26,025  % | 2,387  % | –0,035  % |
| 7 | 25,685  % | 2,360  % | 0,004  % |
| 8 | 25,261  % | 2,364  % | 0,043  % |
| 9 | 24,809  % | 2,314  % | 0,084  % |
| 10 | 24,377  % | 2,300  % | 0,127  % |
| 11 | 23,963  % | 2,303  % | 0,173  % |
| 12 | 23,559  % | 2,313  % | 0,223  % |
| 13 | 23,159  % | 2,326  % | 0,275  % |
| 14 | 22,758  % | 2,336  % | 0,329  % |
| 15 | 22,354  % | 2,338  % | 0,383  % |
| 16 | 21,947  % | 2,329  % | 0,436  % |
| 17 | 21,536  % | 2,314  % | 0,488  % |
| 18 | 21,123  % | 2,296  % | 0,537  % |
| 19 | 20,707  % | 2,281  % | 0,581  % |
| 20 | 20,292  % | 2,269  % | 0,621  % |
| 21 | 19,878  % | 2,263  % | 0,657  % |
| 22 | 19,468  % | 2,259  % | 0,689  % |
| 23 | 19,064  % | 2,254  % | 0,716  % |
| 24 | 18,667  % | 2,246  % | 0,739  % |
| 25 | 18,278  % | 2,234  % | 0,758  % |
| 26 | 17,900  % | 2,217  % | 0,771  % |
| 27 | 17,533  % | 2,195  % | 0,783  % |
| 28 | 17,178  % | 2,169  % | 0,797  % |
| 29 | 16,835  % | 2,139  % | 0,814  % |
| 30 | 16,505  % | 2,107  % | 0,837  % |
| 31 | 16,187  % | 2,072  % | 0,867  % |
| 32 | 15,883  % | 2,037  % | 0,902  % |
| 33 | 15,591  % | 2,002  % | 0,940  % |
| 34 | 15,311  % | 1,968  % | 0,981  % |
| 35 | 15,044  % | 1,936  % | 1,025  % |
| 36 | 14,789  % | 1,906  % | 1,069  % |
| 37 | 14,544  % | 1,879  % | 1,113  % |
| 38 | 14,311  % | 1,854  % | 1,158  % |
| 39 | 14,087  % | 1,833  % | 1,203  % |
| 40 | 13,874  % | 1,815  % | 1,247  % |
| 41 | 13,670  % | 1,799  % | 1,291  % |
| 42 | 13,474  % | 1,787  % | 1,334  % |
| 43 | 13,288  % | 1,777  % | 1,375  % |
| 44 | 13,109  % | 1,770  % | 1,416  % |
| 45 | 12,937  % | 1,766  % | 1,456  % |
| 46 | 12,773  % | 1,764  % | 1,495  % |
| 47 | 12,616  % | 1,765  % | 1,533  % |
| 48 | 12,465  % | 1,769  % | 1,570  % |
| 49 | 12,320  % | 1,775  % | 1,606  % |
| 50 | 12,181  % | 1,783  % | 1,641  % |
| 51 | 12,047  % | 1,794  % | 1,675  % |
| 52 | 11,918  % | 1,808  % | 1,707  % |
| 53 | 11,794  % | 1,822  % | 1,739  % |
| 54 | 11,675  % | 1,838  % | 1,770  % |
| 55 | 11,560  % | 1,855  % | 1,800  % |
| 56 | 11,449  % | 1,873  % | 1,829  % |
| 57 | 11,342  % | 1,892  % | 1,857  % |
| 58 | 11,239  % | 1,910  % | 1,884  % |
| 59 | 11,140  % | 1,929  % | 1,910  % |
| 60 | 11,043  % | 1,948  % | 1,936  % |
| 61 | 10,950  % | 1,968  % | 1,961  % |
| 62 | 10,860  % | 1,987  % | 1,985  % |
| 63 | 10,773  % | 2,006  % | 2,009  % |
| 64 | 10,689  % | 2,025  % | 2,031  % |
| 65 | 10,607  % | 2,043  % | 2,054  % |
| 66 | 10,528  % | 2,062  % | 2,075  % |
| 67 | 10,452  % | 2,080  % | 2,096  % |
| 68 | 10,377  % | 2,098  % | 2,116  % |
| 69 | 10,305  % | 2,116  % | 2,136  % |
| 70 | 10,235  % | 2,133  % | 2,155  % |
| 71 | 10,167  % | 2,150  % | 2,174  % |
| 72 | 10,100  % | 2,167  % | 2,192  % |
| 73 | 10,036  % | 2,183  % | 2,210  % |
| 74 | 9,974  % | 2,199  % | 2,227  % |
| 75 | 9,913  % | 2,215  % | 2,244  % |
| 76 | 9,853  % | 2,230  % | 2,260  % |
| 77 | 9,796  % | 2,246  % | 2,276  % |
| 78 | 9,740  % | 2,260  % | 2,292  % |
| 79 | 9,685  % | 2,275  % | 2,307  % |
| 80 | 9,632  % | 2,289  % | 2,322  % |
| 81 | 9,580  % | 2,303  % | 2,336  % |
| 82 | 9,529  % | 2,316  % | 2,350  % |
| 83 | 9,479  % | 2,330  % | 2,364  % |
| 84 | 9,431  % | 2,343  % | 2,377  % |
| 85 | 9,384  % | 2,355  % | 2,390  % |
| 86 | 9,338  % | 2,368  % | 2,403  % |
| 87 | 9,293  % | 2,380  % | 2,416  % |
| 88 | 9,249  % | 2,392  % | 2,428  % |
| 89 | 9,207  % | 2,404  % | 2,440  % |
| 90 | 9,165  % | 2,415  % | 2,452  % |
| 91 | 9,124  % | 2,426  % | 2,463  % |
| 92 | 9,084  % | 2,437  % | 2,474  % |
| 93 | 9,045  % | 2,448  % | 2,485  % |
| 94 | 9,006  % | 2,459  % | 2,496  % |
| 95 | 8,969  % | 2,469  % | 2,507  % |
| 96 | 8,932  % | 2,479  % | 2,517  % |
| 97 | 8,896  % | 2,489  % | 2,527  % |
| 98 | 8,861  % | 2,499  % | 2,537  % |
| 99 | 8,826  % | 2,508  % | 2,546  % |
| 100 | 8,793  % | 2,518  % | 2,556  % |
| 101 | 8,759  % | 2,527  % | 2,565  % |
| 102 | 8,727  % | 2,536  % | 2,574  % |
| 103 | 8,695  % | 2,545  % | 2,583  % |
| 104 | 8,664  % | 2,553  % | 2,592  % |
| 105 | 8,633  % | 2,562  % | 2,601  % |
| 106 | 8,603  % | 2,570  % | 2,609  % |
| 107 | 8,574  % | 2,578  % | 2,617  % |
| 108 | 8,545  % | 2,586  % | 2,626  % |
| 109 | 8,517  % | 2,594  % | 2,634  % |
| 110 | 8,489  % | 2,602  % | 2,641  % |
| 111 | 8,462  % | 2,609  % | 2,649  % |
| 112 | 8,435  % | 2,617  % | 2,657  % |
| 113 | 8,409  % | 2,624  % | 2,664  % |
| 114 | 8,383  % | 2,631  % | 2,671  % |
| 115 | 8,357  % | 2,639  % | 2,679  % |
| 116 | 8,332  % | 2,646  % | 2,686  % |
| 117 | 8,308  % | 2,652  % | 2,693  % |
| 118 | 8,284  % | 2,659  % | 2,699  % |
| 119 | 8,260  % | 2,666  % | 2,706  % |
| 120 | 8,237  % | 2,672  % | 2,713  % |
| 121 | 8,214  % | 2,679  % | 2,719  % |
| 122 | 8,191  % | 2,685  % | 2,726  % |
| 123 | 8,169  % | 2,691  % | 2,732  % |
| 124 | 8,147  % | 2,697  % | 2,738  % |
| 125 | 8,126  % | 2,703  % | 2,744  % |
| 126 | 8,105  % | 2,709  % | 2,750  % |
| 127 | 8,084  % | 2,715  % | 2,756  % |
| 128 | 8,064  % | 2,721  % | 2,762  % |
| 129 | 8,044  % | 2,726  % | 2,767  % |
| 130 | 8,024  % | 2,732  % | 2,773  % |
| 131 | 8,004  % | 2,737  % | 2,779  % |
| 132 | 7,985  % | 2,743  % | 2,784  % |
| 133 | 7,966  % | 2,748  % | 2,789  % |
| 134 | 7,948  % | 2,753  % | 2,795  % |
| 135 | 7,929  % | 2,758  % | 2,800  % |
| 136 | 7,911  % | 2,763  % | 2,805  % |
| 137 | 7,893  % | 2,768  % | 2,810  % |
| 138 | 7,876  % | 2,773  % | 2,815  % |
| 139 | 7,859  % | 2,778  % | 2,820  % |
| 140 | 7,841  % | 2,783  % | 2,825  % |
| 141 | 7,825  % | 2,788  % | 2,830  % |
| 142 | 7,808  % | 2,792  % | 2,834  % |
| 143 | 7,792  % | 2,797  % | 2,839  % |
| 144 | 7,776  % | 2,801  % | 2,843  % |
| 145 | 7,760  % | 2,806  % | 2,848  % |
| 146 | 7,744  % | 2,810  % | 2,852  % |
| 147 | 7,729  % | 2,815  % | 2,857  % |
| 148 | 7,714  % | 2,819  % | 2,861  % |
| 149 | 7,699  % | 2,823  % | 2,865  % |
| 150 | 7,684  % | 2,827  % | 2,870  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

23,470  %

1,865  %

–0,180  %

2

25,231  %

2,491  %

–0,152  %

3

25,914  %

2,581  %

–0,131  %

4

26,243  %

2,518  %

–0,105  %

5

26,225  %

2,427  %

–0,072  %

6

26,025  %

2,387  %

–0,035  %

7

25,685  %

2,360  %

0,004  %

8

25,261  %

2,364  %

0,043  %

9

24,809  %

2,314  %

0,084  %

10

24,377  %

2,300  %

0,127  %

11

23,963  %

2,303  %

0,173  %

12

23,559  %

2,313  %

0,223  %

13

23,159  %

2,326  %

0,275  %

14

22,758  %

2,336  %

0,329  %

15

22,354  %

2,338  %

0,383  %

16

21,947  %

2,329  %

0,436  %

17

21,536  %

2,314  %

0,488  %

18

21,123  %

2,296  %

0,537  %

19

20,707  %

2,281  %

0,581  %

20

20,292  %

2,269  %

0,621  %

21

19,878  %

2,263  %

0,657  %

22

19,468  %

2,259  %

0,689  %

23

19,064  %

2,254  %

0,716  %

24

18,667  %

2,246  %

0,739  %

25

18,278  %

2,234  %

0,758  %

26

17,900  %

2,217  %

0,771  %

27

17,533  %

2,195  %

0,783  %

28

17,178  %

2,169  %

0,797  %

29

16,835  %

2,139  %

0,814  %

30

16,505  %

2,107  %

0,837  %

31

16,187  %

2,072  %

0,867  %

32

15,883  %

2,037  %

0,902  %

33

15,591  %

2,002  %

0,940  %

34

15,311  %

1,968  %

0,981  %

35

15,044  %

1,936  %

1,025  %

36

14,789  %

1,906  %

1,069  %

37

14,544  %

1,879  %

1,113  %

38

14,311  %

1,854  %

1,158  %

39

14,087  %

1,833  %

1,203  %

40

13,874  %

1,815  %

1,247  %

41

13,670  %

1,799  %

1,291  %

42

13,474  %

1,787  %

1,334  %

43

13,288  %

1,777  %

1,375  %

44

13,109  %

1,770  %

1,416  %

45

12,937  %

1,766  %

1,456  %

46

12,773  %

1,764  %

1,495  %

47

12,616  %

1,765  %

1,533  %

48

12,465  %

1,769  %

1,570  %

49

12,320  %

1,775  %

1,606  %

50

12,181  %

1,783  %

1,641  %

51

12,047  %

1,794  %

1,675  %

52

11,918  %

1,808  %

1,707  %

53

11,794  %

1,822  %

1,739  %

54

11,675  %

1,838  %

1,770  %

55

11,560  %

1,855  %

1,800  %

56

11,449  %

1,873  %

1,829  %

57

11,342  %

1,892  %

1,857  %

58

11,239  %

1,910  %

1,884  %

59

11,140  %

1,929  %

1,910  %

60

11,043  %

1,948  %

1,936  %

61

10,950  %

1,968  %

1,961  %

62

10,860  %

1,987  %

1,985  %

63

10,773  %

2,006  %

2,009  %

64

10,689  %

2,025  %

2,031  %

65

10,607  %

2,043  %

2,054  %

66

10,528  %

2,062  %

2,075  %

67

10,452  %

2,080  %

2,096  %

68

10,377  %

2,098  %

2,116  %

69

10,305  %

2,116  %

2,136  %

70

10,235  %

2,133  %

2,155  %

71

10,167  %

2,150  %

2,174  %

72

10,100  %

2,167  %

2,192  %

73

10,036  %

2,183  %

2,210  %

74

9,974  %

2,199  %

2,227  %

75

9,913  %

2,215  %

2,244  %

76

9,853  %

2,230  %

2,260  %

77

9,796  %

2,246  %

2,276  %

78

9,740  %

2,260  %

2,292  %

79

9,685  %

2,275  %

2,307  %

80

9,632  %

2,289  %

2,322  %

81

9,580  %

2,303  %

2,336  %

82

9,529  %

2,316  %

2,350  %

83

9,479  %

2,330  %

2,364  %

84

9,431  %

2,343  %

2,377  %

85

9,384  %

2,355  %

2,390  %

86

9,338  %

2,368  %

2,403  %

87

9,293  %

2,380  %

2,416  %

88

9,249  %

2,392  %

2,428  %

89

9,207  %

2,404  %

2,440  %

90

9,165  %

2,415  %

2,452  %

91

9,124  %

2,426  %

2,463  %

92

9,084  %

2,437  %

2,474  %

93

9,045  %

2,448  %

2,485  %

94

9,006  %

2,459  %

2,496  %

95

8,969  %

2,469  %

2,507  %

96

8,932  %

2,479  %

2,517  %

97

8,896  %

2,489  %

2,527  %

98

8,861  %

2,499  %

2,537  %

99

8,826  %

2,508  %

2,546  %

100

8,793  %

2,518  %

2,556  %

101

8,759  %

2,527  %

2,565  %

102

8,727  %

2,536  %

2,574  %

103

8,695  %

2,545  %

2,583  %

104

8,664  %

2,553  %

2,592  %

105

8,633  %

2,562  %

2,601  %

106

8,603  %

2,570  %

2,609  %

107

8,574  %

2,578  %

2,617  %

108

8,545  %

2,586  %

2,626  %

109

8,517  %

2,594  %

2,634  %

110

8,489  %

2,602  %

2,641  %

111

8,462  %

2,609  %

2,649  %

112

8,435  %

2,617  %

2,657  %

113

8,409  %

2,624  %

2,664  %

114

8,383  %

2,631  %

2,671  %

115

8,357  %

2,639  %

2,679  %

116

8,332  %

2,646  %

2,686  %

117

8,308  %

2,652  %

2,693  %

118

8,284  %

2,659  %

2,699  %

119

8,260  %

2,666  %

2,706  %

120

8,237  %

2,672  %

2,713  %

121

8,214  %

2,679  %

2,719  %

122

8,191  %

2,685  %

2,726  %

123

8,169  %

2,691  %

2,732  %

124

8,147  %

2,697  %

2,738  %

125

8,126  %

2,703  %

2,744  %

126

8,105  %

2,709  %

2,750  %

127

8,084  %

2,715  %

2,756  %

128

8,064  %

2,721  %

2,762  %

129

8,044  %

2,726  %

2,767  %

130

8,024  %

2,732  %

2,773  %

131

8,004  %

2,737  %

2,779  %

132

7,985  %

2,743  %

2,784  %

133

7,966  %

2,748  %

2,789  %

134

7,948  %

2,753  %

2,795  %

135

7,929  %

2,758  %

2,800  %

136

7,911  %

2,763  %

2,805  %

137

7,893  %

2,768  %

2,810  %

138

7,876  %

2,773  %

2,815  %

139

7,859  %

2,778  %

2,820  %

140

7,841  %

2,783  %

2,825  %

141

7,825  %

2,788  %

2,830  %

142

7,808  %

2,792  %

2,834  %

143

7,792  %

2,797  %

2,839  %

144

7,776  %

2,801  %

2,843  %

145

7,760  %

2,806  %

2,848  %

146

7,744  %

2,810  %

2,852  %

147

7,729  %

2,815  %

2,857  %

148

7,714  %

2,819  %

2,861  %

149

7,699  %

2,823  %

2,865  %

150

7,684  %

2,827  %

2,870  %

---

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 | 0 |
| 2 | 0 | 0 | 37 | 5 | 0 | 38 | 0 |
| 3 | 0 | 0 | 42 | 5 | 0 | 43 | 0 |
| 4 | 0 | 2 | 44 | 5 | 2 | 44 | 0 |
| 5 | 0 | 3 | 48 | 5 | 4 | 47 | 0 |
| 6 | 0 | 4 | 51 | 5 | 6 | 50 | 0 |
| 7 | 1 | 5 | 54 | 5 | 8 | 51 | 0 |
| 8 | 2 | 6 | 55 | 5 | 10 | 51 | 0 |
| 9 | 3 | 7 | 57 | 5 | 11 | 48 | 0 |
| 10 | 3 | 8 | 59 | 5 | 12 | 48 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

30

5

0

23

0

2

0

0

37

5

0

38

0

3

0

0

42

5

0

43

0

4

0

2

44

5

2

44

0

5

0

3

48

5

4

47

0

6

0

4

51

5

6

50

0

7

1

5

54

5

8

51

0

8

2

6

55

5

10

51

0

9

3

7

57

5

11

48

0

10

3

8

59

5

12

48

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 364 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 227 | 4 | 20 |
| 3 | 0 | 0 | 0 | 0 | 202 | 4 | 23 |
| 4 | 2 | 0 | 0 | 0 | 177 | 4 | 24 |
| 5 | 3 | 0 | 0 | 0 | 162 | 4 | 25 |
| 6 | 4 | 0 | 0 | 0 | 160 | 4 | 26 |
| 7 | 5 | 0 | 0 | 0 | 157 | 4 | 27 |
| 8 | 6 | 0 | 1 | 0 | 161 | 3 | 28 |
| 9 | 7 | 0 | 2 | 0 | 163 | 1 | 28 |
| 10 | 8 | 0 | 3 | 0 | 165 | 4 | 29 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

364

4

15

2

0

0

0

0

227

4

20

3

0

0

0

0

202

4

23

4

2

0

0

0

177

4

24

5

3

0

0

0

162

4

25

6

4

0

0

0

160

4

26

7

5

0

0

0

157

4

27

8

6

0

1

0

161

3

28

9

7

0

2

0

163

1

28

10

8

0

3

0

165

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 | 20 | 0 | 4 |
| 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 |
| 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 |
| 5 | 23 | 16 | 18 | 0 | 25 | 0 | 4 |
| 6 | 25 | 18 | 19 | 0 | 26 | 0 | 4 |
| 7 | 27 | 19 | 21 | 0 | 27 | 0 | 4 |
| 8 | 28 | 20 | 22 | 0 | 28 | 0 | 4 |
| 9 | 30 | 21 | 24 | 1 | 28 | 0 | 4 |
| 10 | 31 | 22 | 24 | 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

20

0

4

3

18

13

14

0

23

0

4

4

21

15

16

0

24

0

4

5

23

16

18

0

25

0

4

6

25

18

19

0

26

0

4

7

27

19

21

0

27

0

4

8

28

20

22

0

28

0

4

9

30

21

24

1

28

0

4

10

31

22

24

2

29

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 |
| 2 | 38 | 16 | 14 | 20 | 11 | 0 | 0 |
| 3 | 43 | 18 | 16 | 24 | 14 | 0 | 0 |
| 4 | 44 | 19 | 18 | 28 | 16 | 0 | 0 |
| 5 | 47 | 20 | 19 | 31 | 18 | 0 | 0 |
| 6 | 50 | 22 | 20 | 34 | 19 | 0 | 0 |
| 7 | 51 | 23 | 22 | 36 | 21 | 0 | 0 |
| 8 | 51 | 24 | 23 | 37 | 22 | 0 | 0 |
| 9 | 48 | 26 | 23 | 38 | 24 | 0 | 0 |
| 10 | 48 | 23 | 23 | 38 | 24 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

23

9

11

17

5

0

0

2

38

16

14

20

11

0

0

3

43

18

16

24

14

0

0

4

44

19

18

28

16

0

0

5

47

20

19

31

18

0

0

6

50

22

20

34

19

0

0

7

51

23

22

36

21

0

0

8

51

24

23

37

22

0

0

9

48

26

23

38

24

0

0

10

48

23

23

38

24

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 | 15 |
| 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

15

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 | 1 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 6 | 4 | 39 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 41 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 39 | 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

1

18

0

10

0

0

9

3

2

28

0

10

0

0

10

4

3

35

0

10

0

0

10

5

3

36

0

10

0

0

10

6

4

39

0

10

0

0

10

7

4

41

0

10

0

0

10

8

7

39

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 | 11 | 0 | 4 |
| 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 11 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 11 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 13 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 15 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 17 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 18 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 19 | 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

11

0

4

3

0

0

0

11

12

0

4

4

0

0

0

11

14

0

4

5

0

2

0

11

15

0

4

6

0

5

0

13

15

0

4

7

0

7

0

15

16

0

4

8

0

11

0

17

16

0

4

9

0

17

0

18

16

0

4

10

0

17

0

19

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 | 112 | 225 | 523 | 1 223 |
| 2 | 7 | 20 | 43 | 112 | 225 | 523 | 987 |
| 3 | 8 | 22 | 44 | 106 | 221 | 519 | 805 |
| 4 | 9 | 24 | 47 | 109 | 220 | 518 | 665 |
| 5 | 10 | 27 | 52 | 112 | 220 | 518 | 559 |
| 6 | 11 | 29 | 55 | 117 | 220 | 518 | 518 |
| 7 | 13 | 31 | 57 | 119 | 220 | 518 | 518 |
| 8 | 13 | 31 | 57 | 118 | 220 | 518 | 518 |
| 9 | 13 | 32 | 57 | 118 | 220 | 518 | 518 |
| 10 | 13 | 34 | 57 | 118 | 220 | 518 | 518 |
| 11 | 14 | 35 | 57 | 118 | 220 | 518 | 518 |
| 12 | 14 | 35 | 57 | 118 | 220 | 518 | 518 |
| 13 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 14 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 15 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 16 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 17 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 18 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 19 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 20 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 21 | 16 | 36 | 57 | 118 | 220 | 518 | 518 |
| 22 | 17 | 36 | 57 | 118 | 220 | 518 | 518 |
| 23 | 18 | 36 | 57 | 118 | 220 | 518 | 518 |
| 24 | 18 | 36 | 57 | 118 | 220 | 518 | 518 |
| 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 26 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 28 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 29 | 21 | 36 | 57 | 118 | 220 | 518 | 518 |
| 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 |

Duration (in years)

Credit quality step 0

Credit 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

112

225

523

1 223

2

7

20

43

112

225

523

987

3

8

22

44

106

221

519

805

4

9

24

47

109

220

518

665

5

10

27

52

112

220

518

559

6

11

29

55

117

220

518

518

7

13

31

57

119

220

518

518

8

13

31

57

118

220

518

518

9

13

32

57

118

220

518

518

10

13

34

57

118

220

518

518

11

14

35

57

118

220

518

518

12

14

35

57

118

220

518

518

13

15

36

57

118

220

518

518

14

15

36

57

118

220

518

518

15

15

36

57

118

220

518

518

16

15

36

57

118

220

518

518

17

15

36

57

118

220

518

518

18

15

36

57

118

220

518

518

19

15

36

57

118

220

518

518

20

15

36

57

118

220

518

518

21

16

36

57

118

220

518

518

22

17

36

57

118

220

518

518

23

18

36

57

118

220

518

518

24

18

36

57

118

220

518

518

25

19

36

57

118

220

518

518

26

19

36

57

118

220

518

518

27

20

36

57

118

220

518

518

28

20

36

57

118

220

518

518

29

21

36

57

118

220

518

518

30

23

36

57

118

220

518

518

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 tep 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 16 | 29 | 52 | 121 | 234 | 532 | 1 334 |
| 2 | 18 | 31 | 54 | 123 | 236 | 534 | 1 066 |
| 3 | 19 | 33 | 55 | 118 | 232 | 530 | 863 |
| 4 | 20 | 35 | 58 | 120 | 231 | 529 | 710 |
| 5 | 21 | 37 | 62 | 123 | 230 | 529 | 593 |
| 6 | 21 | 38 | 65 | 126 | 230 | 528 | 528 |
| 7 | 22 | 40 | 66 | 128 | 229 | 527 | 527 |
| 8 | 21 | 40 | 65 | 127 | 228 | 527 | 527 |
| 9 | 21 | 40 | 65 | 126 | 228 | 526 | 526 |
| 10 | 21 | 41 | 64 | 125 | 227 | 525 | 525 |
| 11 | 21 | 41 | 64 | 125 | 227 | 525 | 525 |
| 12 | 20 | 42 | 63 | 124 | 226 | 524 | 524 |
| 13 | 20 | 42 | 63 | 123 | 226 | 524 | 524 |
| 14 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 15 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 16 | 19 | 40 | 61 | 122 | 224 | 522 | 522 |
| 17 | 19 | 40 | 61 | 122 | 224 | 522 | 522 |
| 18 | 19 | 40 | 61 | 122 | 224 | 522 | 522 |
| 19 | 19 | 40 | 61 | 122 | 224 | 522 | 522 |
| 20 | 19 | 41 | 62 | 122 | 224 | 523 | 523 |
| 21 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 22 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 23 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 24 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 25 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 26 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 27 | 21 | 41 | 62 | 123 | 225 | 523 | 523 |
| 28 | 22 | 41 | 62 | 123 | 225 | 523 | 523 |
| 29 | 23 | 41 | 62 | 123 | 225 | 523 | 523 |
| 30 | 23 | 41 | 62 | 123 | 225 | 523 | 523 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality tep 4

Credit quality step 5

Credit quality step 6

1

16

29

52

121

234

532

1 334

2

18

31

54

123

236

534

1 066

3

19

33

55

118

232

530

863

4

20

35

58

120

231

529

710

5

21

37

62

123

230

529

593

6

21

38

65

126

230

528

528

7

22

40

66

128

229

527

527

8

21

40

65

127

228

527

527

9

21

40

65

126

228

526

526

10

21

41

64

125

227

525

525

11

21

41

64

125

227

525

525

12

20

42

63

124

226

524

524

13

20

42

63

123

226

524

524

14

20

41

62

123

225

523

523

15

20

41

62

123

225

523

523

16

19

40

61

122

224

522

522

17

19

40

61

122

224

522

522

18

19

40

61

122

224

522

522

19

19

40

61

122

224

522

522

20

19

41

62

122

224

523

523

21

20

41

62

123

225

523

523

22

20

41

62

123

225

523

523

23

20

41

62

123

225

523

523

24

20

41

62

123

225

523

523

25

20

41

62

123

225

523

523

26

20

41

62

123

225

523

523

27

21

41

62

123

225

523

523

28

22

41

62

123

225

523

523

29

23

41

62

123

225

523

523

30

23

41

62

123

225

523

523

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 | 19 | 43 | 112 | 224 | 522 | 1 223 |
| 2 | 6 | 19 | 43 | 112 | 224 | 522 | 987 |
| 3 | 7 | 22 | 44 | 106 | 221 | 519 | 804 |
| 4 | 9 | 24 | 46 | 109 | 220 | 518 | 665 |
| 5 | 10 | 26 | 51 | 112 | 220 | 518 | 558 |
| 6 | 11 | 28 | 55 | 116 | 220 | 518 | 518 |
| 7 | 12 | 31 | 57 | 119 | 220 | 518 | 518 |
| 8 | 12 | 31 | 56 | 118 | 220 | 518 | 518 |
| 9 | 13 | 32 | 56 | 117 | 220 | 518 | 518 |
| 10 | 13 | 33 | 57 | 117 | 220 | 518 | 518 |
| 11 | 14 | 34 | 57 | 118 | 220 | 518 | 518 |
| 12 | 14 | 35 | 57 | 118 | 220 | 518 | 518 |
| 13 | 14 | 36 | 57 | 118 | 220 | 518 | 518 |
| 14 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 15 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 16 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 17 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 18 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 19 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 20 | 15 | 36 | 57 | 118 | 220 | 518 | 518 |
| 21 | 16 | 36 | 57 | 118 | 220 | 518 | 518 |
| 22 | 17 | 36 | 57 | 118 | 220 | 518 | 518 |
| 23 | 18 | 36 | 57 | 118 | 220 | 518 | 518 |
| 24 | 18 | 36 | 57 | 118 | 220 | 518 | 518 |
| 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 26 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 28 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 29 | 21 | 36 | 57 | 118 | 220 | 518 | 518 |
| 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 |

Duration (in years)

Credit quality step 0

Credit 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

43

112

224

522

1 223

2

6

19

43

112

224

522

987

3

7

22

44

106

221

519

804

4

9

24

46

109

220

518

665

5

10

26

51

112

220

518

558

6

11

28

55

116

220

518

518

7

12

31

57

119

220

518

518

8

12

31

56

118

220

518

518

9

13

32

56

117

220

518

518

10

13

33

57

117

220

518

518

11

14

34

57

118

220

518

518

12

14

35

57

118

220

518

518

13

14

36

57

118

220

518

518

14

15

36

57

118

220

518

518

15

15

36

57

118

220

518

518

16

15

36

57

118

220

518

518

17

15

36

57

118

220

518

518

18

15

36

57

118

220

518

518

19

15

36

57

118

220

518

518

20

15

36

57

118

220

518

518

21

16

36

57

118

220

518

518

22

17

36

57

118

220

518

518

23

18

36

57

118

220

518

518

24

18

36

57

118

220

518

518

25

19

36

57

118

220

518

518

26

19

36

57

118

220

518

518

27

20

36

57

118

220

518

518

28

20

36

57

118

220

518

518

29

21

36

57

118

220

518

518

30

23

36

57

118

220

518

518

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 | 113 | 183 | 295 | 593 | 1 343 |
| 2 | 74 | 87 | 110 | 180 | 292 | 590 | 1 079 |
| 3 | 78 | 92 | 114 | 177 | 291 | 589 | 877 |
| 4 | 77 | 92 | 115 | 177 | 288 | 586 | 725 |
| 5 | 77 | 93 | 118 | 178 | 286 | 585 | 608 |
| 6 | 76 | 94 | 120 | 182 | 285 | 583 | 583 |
| 7 | 76 | 94 | 120 | 182 | 283 | 581 | 581 |
| 8 | 75 | 94 | 119 | 180 | 282 | 580 | 580 |
| 9 | 74 | 94 | 118 | 179 | 281 | 579 | 579 |
| 10 | 71 | 92 | 115 | 176 | 278 | 576 | 576 |
| 11 | 70 | 90 | 113 | 174 | 276 | 574 | 574 |
| 12 | 69 | 90 | 112 | 172 | 274 | 573 | 573 |
| 13 | 68 | 90 | 111 | 172 | 274 | 572 | 572 |
| 14 | 68 | 90 | 111 | 171 | 273 | 572 | 572 |
| 15 | 68 | 90 | 111 | 171 | 273 | 571 | 571 |
| 16 | 68 | 89 | 110 | 171 | 273 | 571 | 571 |
| 17 | 67 | 89 | 110 | 170 | 272 | 570 | 570 |
| 18 | 67 | 88 | 109 | 170 | 272 | 570 | 570 |
| 19 | 66 | 87 | 108 | 169 | 271 | 569 | 569 |
| 20 | 65 | 87 | 108 | 168 | 271 | 569 | 569 |
| 21 | 65 | 86 | 107 | 168 | 270 | 568 | 568 |
| 22 | 64 | 86 | 107 | 167 | 269 | 567 | 567 |
| 23 | 63 | 85 | 106 | 166 | 268 | 566 | 566 |
| 24 | 62 | 84 | 105 | 165 | 267 | 565 | 565 |
| 25 | 61 | 83 | 104 | 164 | 266 | 564 | 564 |
| 26 | 60 | 82 | 103 | 163 | 265 | 563 | 563 |
| 27 | 59 | 81 | 102 | 162 | 264 | 562 | 562 |
| 28 | 58 | 80 | 101 | 161 | 263 | 561 | 561 |
| 29 | 57 | 79 | 100 | 160 | 262 | 560 | 560 |
| 30 | 56 | 78 | 99 | 159 | 261 | 559 | 559 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

113

183

295

593

1 343

2

74

87

110

180

292

590

1 079

3

78

92

114

177

291

589

877

4

77

92

115

177

288

586

725

5

77

93

118

178

286

585

608

6

76

94

120

182

285

583

583

7

76

94

120

182

283

581

581

8

75

94

119

180

282

580

580

9

74

94

118

179

281

579

579

10

71

92

115

176

278

576

576

11

70

90

113

174

276

574

574

12

69

90

112

172

274

573

573

13

68

90

111

172

274

572

572

14

68

90

111

171

273

572

572

15

68

90

111

171

273

571

571

16

68

89

110

171

273

571

571

17

67

89

110

170

272

570

570

18

67

88

109

170

272

570

570

19

66

87

108

169

271

569

569

20

65

87

108

168

271

569

569

21

65

86

107

168

270

568

568

22

64

86

107

167

269

567

567

23

63

85

106

166

268

566

566

24

62

84

105

165

267

565

565

25

61

83

104

164

266

564

564

26

60

82

103

163

265

563

563

27

59

81

102

162

264

562

562

28

58

80

101

161

263

561

561

29

57

79

100

160

262

560

560

30

56

78

99

159

261

559

559

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 | 23 | 47 | 116 | 228 | 527 | 1 248 |
| 2 | 12 | 25 | 48 | 118 | 230 | 528 | 1 002 |
| 3 | 14 | 28 | 51 | 113 | 228 | 526 | 816 |
| 4 | 16 | 31 | 54 | 116 | 227 | 525 | 675 |
| 5 | 18 | 34 | 59 | 119 | 227 | 525 | 566 |
| 6 | 19 | 36 | 62 | 124 | 227 | 525 | 525 |
| 7 | 20 | 38 | 64 | 126 | 227 | 525 | 525 |
| 8 | 19 | 38 | 63 | 125 | 227 | 525 | 525 |
| 9 | 19 | 39 | 63 | 124 | 226 | 524 | 524 |
| 10 | 19 | 39 | 63 | 124 | 226 | 524 | 524 |
| 11 | 20 | 40 | 63 | 124 | 226 | 524 | 524 |
| 12 | 20 | 41 | 63 | 124 | 226 | 524 | 524 |
| 13 | 20 | 42 | 63 | 124 | 226 | 524 | 524 |
| 14 | 21 | 42 | 63 | 124 | 226 | 524 | 524 |
| 15 | 21 | 42 | 63 | 124 | 226 | 524 | 524 |
| 16 | 20 | 42 | 63 | 123 | 226 | 524 | 524 |
| 17 | 21 | 42 | 63 | 124 | 226 | 524 | 524 |
| 18 | 21 | 42 | 63 | 124 | 226 | 524 | 524 |
| 19 | 21 | 43 | 64 | 124 | 226 | 524 | 524 |
| 20 | 22 | 43 | 64 | 125 | 227 | 525 | 525 |
| 21 | 22 | 43 | 64 | 125 | 227 | 525 | 525 |
| 22 | 22 | 44 | 65 | 125 | 227 | 525 | 525 |
| 23 | 22 | 44 | 65 | 125 | 227 | 526 | 526 |
| 24 | 22 | 44 | 65 | 125 | 227 | 526 | 526 |
| 25 | 22 | 44 | 65 | 125 | 227 | 526 | 526 |
| 26 | 22 | 44 | 65 | 125 | 227 | 526 | 526 |
| 27 | 22 | 44 | 65 | 125 | 227 | 525 | 525 |
| 28 | 22 | 44 | 65 | 125 | 227 | 525 | 525 |
| 29 | 22 | 44 | 65 | 125 | 227 | 525 | 525 |
| 30 | 23 | 43 | 64 | 125 | 227 | 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

10

23

47

116

228

527

1 248

2

12

25

48

118

230

528

1 002

3

14

28

51

113

228

526

816

4

16

31

54

116

227

525

675

5

18

34

59

119

227

525

566

6

19

36

62

124

227

525

525

7

20

38

64

126

227

525

525

8

19

38

63

125

227

525

525

9

19

39

63

124

226

524

524

10

19

39

63

124

226

524

524

11

20

40

63

124

226

524

524

12

20

41

63

124

226

524

524

13

20

42

63

124

226

524

524

14

21

42

63

124

226

524

524

15

21

42

63

124

226

524

524

16

20

42

63

123

226

524

524

17

21

42

63

124

226

524

524

18

21

42

63

124

226

524

524

19

21

43

64

124

226

524

524

20

22

43

64

125

227

525

525

21

22

43

64

125

227

525

525

22

22

44

65

125

227

525

525

23

22

44

65

125

227

526

526

24

22

44

65

125

227

526

526

25

22

44

65

125

227

526

526

26

22

44

65

125

227

526

526

27

22

44

65

125

227

525

525

28

22

44

65

125

227

525

525

29

22

44

65

125

227

525

525

30

23

43

64

125

227

525

525

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 | 47 | 60 | 83 | 152 | 265 | 563 | 1 229 |
| 2 | 50 | 63 | 87 | 156 | 268 | 566 | 988 |
| 3 | 56 | 70 | 92 | 154 | 269 | 567 | 806 |
| 4 | 59 | 74 | 97 | 159 | 270 | 568 | 667 |
| 5 | 61 | 77 | 102 | 163 | 271 | 569 | 569 |
| 6 | 62 | 80 | 106 | 168 | 271 | 569 | 569 |
| 7 | 63 | 81 | 107 | 170 | 270 | 569 | 569 |
| 8 | 62 | 81 | 106 | 168 | 270 | 568 | 568 |
| 9 | 61 | 81 | 105 | 166 | 269 | 567 | 567 |
| 10 | 61 | 81 | 104 | 165 | 267 | 566 | 566 |
| 11 | 60 | 81 | 104 | 164 | 266 | 564 | 564 |
| 12 | 59 | 80 | 102 | 163 | 265 | 563 | 563 |
| 13 | 58 | 80 | 101 | 162 | 264 | 562 | 562 |
| 14 | 57 | 79 | 100 | 160 | 263 | 561 | 561 |
| 15 | 57 | 78 | 99 | 160 | 262 | 560 | 560 |
| 16 | 56 | 77 | 98 | 159 | 261 | 559 | 559 |
| 17 | 55 | 77 | 98 | 158 | 260 | 558 | 558 |
| 18 | 54 | 76 | 97 | 158 | 260 | 558 | 558 |
| 19 | 54 | 75 | 97 | 157 | 259 | 557 | 557 |
| 20 | 54 | 75 | 96 | 157 | 259 | 557 | 557 |
| 21 | 53 | 74 | 95 | 156 | 258 | 556 | 556 |
| 22 | 52 | 74 | 95 | 155 | 257 | 556 | 556 |
| 23 | 52 | 73 | 94 | 155 | 257 | 555 | 555 |
| 24 | 51 | 72 | 93 | 154 | 256 | 554 | 554 |
| 25 | 50 | 71 | 92 | 153 | 255 | 553 | 553 |
| 26 | 49 | 71 | 92 | 152 | 254 | 552 | 552 |
| 27 | 48 | 70 | 91 | 151 | 253 | 552 | 552 |
| 28 | 48 | 69 | 90 | 151 | 253 | 551 | 551 |
| 29 | 47 | 68 | 89 | 150 | 252 | 550 | 550 |
| 30 | 46 | 67 | 88 | 149 | 251 | 549 | 549 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

60

83

152

265

563

1 229

2

50

63

87

156

268

566

988

3

56

70

92

154

269

567

806

4

59

74

97

159

270

568

667

5

61

77

102

163

271

569

569

6

62

80

106

168

271

569

569

7

63

81

107

170

270

569

569

8

62

81

106

168

270

568

568

9

61

81

105

166

269

567

567

10

61

81

104

165

267

566

566

11

60

81

104

164

266

564

564

12

59

80

102

163

265

563

563

13

58

80

101

162

264

562

562

14

57

79

100

160

263

561

561

15

57

78

99

160

262

560

560

16

56

77

98

159

261

559

559

17

55

77

98

158

260

558

558

18

54

76

97

158

260

558

558

19

54

75

97

157

259

557

557

20

54

75

96

157

259

557

557

21

53

74

95

156

258

556

556

22

52

74

95

155

257

556

556

23

52

73

94

155

257

555

555

24

51

72

93

154

256

554

554

25

50

71

92

153

255

553

553

26

49

71

92

152

254

552

552

27

48

70

91

151

253

552

552

28

48

69

90

151

253

551

551

29

47

68

89

150

252

550

550

30

46

67

88

149

251

549

549

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 | 111 | 224 | 522 | 1 222 |
| 2 | 6 | 19 | 42 | 111 | 224 | 522 | 986 |
| 3 | 7 | 21 | 43 | 106 | 220 | 518 | 804 |
| 4 | 8 | 23 | 46 | 108 | 219 | 517 | 665 |
| 5 | 9 | 26 | 51 | 111 | 219 | 517 | 558 |
| 6 | 10 | 28 | 54 | 116 | 219 | 517 | 517 |
| 7 | 12 | 30 | 56 | 118 | 219 | 517 | 517 |
| 8 | 12 | 31 | 56 | 117 | 219 | 517 | 517 |
| 9 | 12 | 31 | 56 | 117 | 219 | 517 | 517 |
| 10 | 12 | 33 | 56 | 117 | 219 | 517 | 517 |
| 11 | 13 | 34 | 56 | 117 | 219 | 517 | 517 |
| 12 | 13 | 35 | 56 | 117 | 219 | 517 | 517 |
| 13 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 14 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 15 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 16 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 17 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 18 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 19 | 14 | 35 | 56 | 117 | 219 | 517 | 517 |
| 20 | 15 | 35 | 56 | 117 | 219 | 517 | 517 |
| 21 | 16 | 35 | 56 | 117 | 219 | 517 | 517 |
| 22 | 17 | 35 | 56 | 117 | 219 | 517 | 517 |
| 23 | 18 | 35 | 56 | 117 | 219 | 517 | 517 |
| 24 | 18 | 35 | 56 | 117 | 219 | 517 | 517 |
| 25 | 19 | 35 | 56 | 117 | 219 | 517 | 517 |
| 26 | 19 | 36 | 56 | 117 | 219 | 517 | 517 |
| 27 | 20 | 36 | 57 | 117 | 219 | 517 | 517 |
| 28 | 20 | 36 | 57 | 117 | 219 | 517 | 517 |
| 29 | 21 | 36 | 57 | 117 | 219 | 517 | 517 |
| 30 | 23 | 36 | 57 | 117 | 219 | 517 | 517 |

Duration (in years)

Credit quality step 0

Credit 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

111

224

522

1 222

2

6

19

42

111

224

522

986

3

7

21

43

106

220

518

804

4

8

23

46

108

219

517

665

5

9

26

51

111

219

517

558

6

10

28

54

116

219

517

517

7

12

30

56

118

219

517

517

8

12

31

56

117

219

517

517

9

12

31

56

117

219

517

517

10

12

33

56

117

219

517

517

11

13

34

56

117

219

517

517

12

13

35

56

117

219

517

517

13

14

35

56

117

219

517

517

14

14

35

56

117

219

517

517

15

14

35

56

117

219

517

517

16

14

35

56

117

219

517

517

17

14

35

56

117

219

517

517

18

14

35

56

117

219

517

517

19

14

35

56

117

219

517

517

20

15

35

56

117

219

517

517

21

16

35

56

117

219

517

517

22

17

35

56

117

219

517

517

23

18

35

56

117

219

517

517

24

18

35

56

117

219

517

517

25

19

35

56

117

219

517

517

26

19

36

56

117

219

517

517

27

20

36

57

117

219

517

517

28

20

36

57

117

219

517

517

29

21

36

57

117

219

517

517

30

23

36

57

117

219

517

517

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 | 142 | 242 | 541 | 1 258 |
| 2 | 8 | 24 | 53 | 142 | 242 | 541 | 1 013 |
| 3 | 9 | 26 | 52 | 129 | 239 | 537 | 823 |
| 4 | 10 | 28 | 55 | 121 | 237 | 535 | 679 |
| 5 | 12 | 30 | 56 | 111 | 236 | 534 | 569 |
| 6 | 14 | 33 | 59 | 104 | 235 | 533 | 533 |
| 7 | 16 | 36 | 60 | 98 | 234 | 532 | 532 |
| 8 | 17 | 38 | 59 | 92 | 233 | 531 | 531 |
| 9 | 20 | 44 | 62 | 86 | 232 | 530 | 530 |
| 10 | 19 | 44 | 60 | 84 | 231 | 529 | 529 |
| 11 | 19 | 43 | 59 | 84 | 230 | 528 | 528 |
| 12 | 18 | 43 | 60 | 86 | 229 | 528 | 528 |
| 13 | 18 | 43 | 60 | 86 | 229 | 527 | 527 |
| 14 | 18 | 43 | 60 | 86 | 228 | 526 | 526 |
| 15 | 18 | 43 | 60 | 86 | 227 | 525 | 525 |
| 16 | 19 | 43 | 60 | 86 | 226 | 524 | 524 |
| 17 | 19 | 43 | 60 | 86 | 225 | 523 | 523 |
| 18 | 19 | 43 | 60 | 86 | 225 | 523 | 523 |
| 19 | 19 | 43 | 60 | 86 | 224 | 523 | 523 |
| 20 | 19 | 43 | 60 | 86 | 225 | 523 | 523 |
| 21 | 19 | 43 | 60 | 86 | 225 | 523 | 523 |
| 22 | 19 | 43 | 60 | 86 | 225 | 523 | 523 |
| 23 | 19 | 43 | 60 | 86 | 224 | 522 | 522 |
| 24 | 19 | 43 | 60 | 86 | 223 | 521 | 521 |
| 25 | 19 | 43 | 60 | 86 | 223 | 521 | 521 |
| 26 | 19 | 43 | 60 | 86 | 222 | 520 | 520 |
| 27 | 20 | 43 | 60 | 86 | 222 | 520 | 520 |
| 28 | 21 | 43 | 60 | 86 | 221 | 519 | 519 |
| 29 | 21 | 43 | 60 | 86 | 221 | 519 | 519 |
| 30 | 23 | 43 | 60 | 86 | 220 | 518 | 518 |

Duration (in years)

Credit quality step 0

Credit 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

142

242

541

1 258

2

8

24

53

142

242

541

1 013

3

9

26

52

129

239

537

823

4

10

28

55

121

237

535

679

5

12

30

56

111

236

534

569

6

14

33

59

104

235

533

533

7

16

36

60

98

234

532

532

8

17

38

59

92

233

531

531

9

20

44

62

86

232

530

530

10

19

44

60

84

231

529

529

11

19

43

59

84

230

528

528

12

18

43

60

86

229

528

528

13

18

43

60

86

229

527

527

14

18

43

60

86

228

526

526

15

18

43

60

86

227

525

525

16

19

43

60

86

226

524

524

17

19

43

60

86

225

523

523

18

19

43

60

86

225

523

523

19

19

43

60

86

224

523

523

20

19

43

60

86

225

523

523

21

19

43

60

86

225

523

523

22

19

43

60

86

225

523

523

23

19

43

60

86

224

522

522

24

19

43

60

86

223

521

521

25

19

43

60

86

223

521

521

26

19

43

60

86

222

520

520

27

20

43

60

86

222

520

520

28

21

43

60

86

221

519

519

29

21

43

60

86

221

519

519

30

23

43

60

86

220

518

518

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 | 97 | 120 | 190 | 302 | 600 | 1 311 |
| 2 | 83 | 96 | 119 | 188 | 301 | 599 | 1 060 |
| 3 | 83 | 97 | 119 | 181 | 296 | 594 | 866 |
| 4 | 82 | 97 | 120 | 182 | 293 | 591 | 717 |
| 5 | 81 | 97 | 122 | 183 | 291 | 589 | 603 |
| 6 | 80 | 98 | 124 | 186 | 289 | 587 | 587 |
| 7 | 79 | 97 | 123 | 186 | 287 | 585 | 585 |
| 8 | 77 | 96 | 121 | 183 | 284 | 583 | 583 |
| 9 | 75 | 95 | 119 | 180 | 283 | 581 | 581 |
| 10 | 74 | 95 | 118 | 179 | 281 | 579 | 579 |
| 11 | 74 | 94 | 117 | 178 | 280 | 578 | 578 |
| 12 | 72 | 94 | 116 | 176 | 278 | 576 | 576 |
| 13 | 71 | 93 | 114 | 175 | 277 | 575 | 575 |
| 14 | 70 | 92 | 113 | 173 | 275 | 573 | 573 |
| 15 | 69 | 90 | 111 | 172 | 274 | 572 | 572 |
| 16 | 68 | 89 | 110 | 171 | 273 | 571 | 571 |
| 17 | 67 | 88 | 109 | 170 | 272 | 570 | 570 |
| 18 | 66 | 87 | 108 | 169 | 271 | 569 | 569 |
| 19 | 65 | 87 | 108 | 168 | 270 | 568 | 568 |
| 20 | 64 | 86 | 107 | 167 | 269 | 568 | 568 |
| 21 | 63 | 85 | 106 | 166 | 268 | 567 | 567 |
| 22 | 62 | 84 | 105 | 165 | 268 | 566 | 566 |
| 23 | 61 | 83 | 104 | 164 | 266 | 565 | 565 |
| 24 | 60 | 82 | 103 | 163 | 265 | 564 | 564 |
| 25 | 59 | 81 | 102 | 162 | 264 | 562 | 562 |
| 26 | 58 | 80 | 101 | 161 | 263 | 561 | 561 |
| 27 | 57 | 79 | 100 | 160 | 262 | 560 | 560 |
| 28 | 56 | 78 | 98 | 159 | 261 | 559 | 559 |
| 29 | 55 | 76 | 97 | 158 | 260 | 558 | 558 |
| 30 | 54 | 75 | 96 | 157 | 259 | 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

84

97

120

190

302

600

1 311

2

83

96

119

188

301

599

1 060

3

83

97

119

181

296

594

866

4

82

97

120

182

293

591

717

5

81

97

122

183

291

589

603

6

80

98

124

186

289

587

587

7

79

97

123

186

287

585

585

8

77

96

121

183

284

583

583

9

75

95

119

180

283

581

581

10

74

95

118

179

281

579

579

11

74

94

117

178

280

578

578

12

72

94

116

176

278

576

576

13

71

93

114

175

277

575

575

14

70

92

113

173

275

573

573

15

69

90

111

172

274

572

572

16

68

89

110

171

273

571

571

17

67

88

109

170

272

570

570

18

66

87

108

169

271

569

569

19

65

87

108

168

270

568

568

20

64

86

107

167

269

568

568

21

63

85

106

166

268

567

567

22

62

84

105

165

268

566

566

23

61

83

104

164

266

565

565

24

60

82

103

163

265

564

564

25

59

81

102

162

264

562

562

26

58

80

101

161

263

561

561

27

57

79

100

160

262

560

560

28

56

78

98

159

261

559

559

29

55

76

97

158

260

558

558

30

54

75

96

157

259

557

557

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 | 162 | 275 | 573 | 1 322 |
| 2 | 56 | 69 | 92 | 162 | 274 | 572 | 1 065 |
| 3 | 56 | 70 | 93 | 155 | 270 | 568 | 867 |
| 4 | 57 | 72 | 95 | 157 | 268 | 566 | 716 |
| 5 | 57 | 73 | 98 | 158 | 266 | 564 | 600 |
| 6 | 56 | 73 | 100 | 161 | 265 | 563 | 563 |
| 7 | 56 | 74 | 100 | 163 | 263 | 562 | 562 |
| 8 | 55 | 74 | 99 | 160 | 262 | 560 | 560 |
| 9 | 53 | 73 | 97 | 158 | 261 | 559 | 559 |
| 10 | 53 | 73 | 97 | 157 | 260 | 558 | 558 |
| 11 | 53 | 73 | 96 | 157 | 259 | 557 | 557 |
| 12 | 52 | 73 | 95 | 156 | 258 | 556 | 556 |
| 13 | 52 | 73 | 95 | 155 | 257 | 555 | 555 |
| 14 | 52 | 73 | 94 | 155 | 257 | 555 | 555 |
| 15 | 51 | 73 | 94 | 154 | 256 | 554 | 554 |
| 16 | 50 | 72 | 93 | 153 | 255 | 553 | 553 |
| 17 | 50 | 71 | 92 | 153 | 255 | 553 | 553 |
| 18 | 49 | 71 | 92 | 152 | 254 | 552 | 552 |
| 19 | 49 | 70 | 91 | 152 | 254 | 552 | 552 |
| 20 | 49 | 70 | 91 | 152 | 254 | 552 | 552 |
| 21 | 48 | 70 | 91 | 151 | 253 | 552 | 552 |
| 22 | 48 | 69 | 90 | 151 | 253 | 551 | 551 |
| 23 | 47 | 69 | 90 | 150 | 252 | 551 | 551 |
| 24 | 47 | 68 | 89 | 150 | 252 | 550 | 550 |
| 25 | 46 | 68 | 89 | 149 | 251 | 549 | 549 |
| 26 | 45 | 67 | 88 | 148 | 250 | 549 | 549 |
| 27 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 28 | 44 | 65 | 86 | 147 | 249 | 547 | 547 |
| 29 | 43 | 65 | 86 | 146 | 248 | 547 | 547 |
| 30 | 43 | 64 | 85 | 146 | 248 | 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

57

70

93

162

275

573

1 322

2

56

69

92

162

274

572

1 065

3

56

70

93

155

270

568

867

4

57

72

95

157

268

566

716

5

57

73

98

158

266

564

600

6

56

73

100

161

265

563

563

7

56

74

100

163

263

562

562

8

55

74

99

160

262

560

560

9

53

73

97

158

261

559

559

10

53

73

97

157

260

558

558

11

53

73

96

157

259

557

557

12

52

73

95

156

258

556

556

13

52

73

95

155

257

555

555

14

52

73

94

155

257

555

555

15

51

73

94

154

256

554

554

16

50

72

93

153

255

553

553

17

50

71

92

153

255

553

553

18

49

71

92

152

254

552

552

19

49

70

91

152

254

552

552

20

49

70

91

152

254

552

552

21

48

70

91

151

253

552

552

22

48

69

90

151

253

551

551

23

47

69

90

150

252

551

551

24

47

68

89

150

252

550

550

25

46

68

89

149

251

549

549

26

45

67

88

148

250

549

549

27

45

66

87

148

250

548

548

28

44

65

86

147

249

547

547

29

43

65

86

146

248

547

547

30

43

64

85

146

248

546

546

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 | 137 | 249 | 548 | 1 271 |
| 2 | 32 | 45 | 68 | 138 | 250 | 548 | 1 020 |
| 3 | 33 | 47 | 69 | 131 | 246 | 544 | 830 |
| 4 | 33 | 48 | 71 | 133 | 244 | 542 | 686 |
| 5 | 34 | 50 | 75 | 135 | 243 | 541 | 576 |
| 6 | 34 | 51 | 77 | 139 | 243 | 541 | 541 |
| 7 | 34 | 53 | 79 | 141 | 242 | 540 | 540 |
| 8 | 33 | 52 | 78 | 139 | 241 | 539 | 539 |
| 9 | 33 | 53 | 77 | 138 | 240 | 538 | 538 |
| 10 | 33 | 53 | 77 | 137 | 239 | 538 | 538 |
| 11 | 33 | 54 | 76 | 137 | 239 | 537 | 537 |
| 12 | 32 | 54 | 76 | 136 | 238 | 536 | 536 |
| 13 | 32 | 54 | 75 | 135 | 237 | 536 | 536 |
| 14 | 32 | 53 | 74 | 135 | 237 | 535 | 535 |
| 15 | 31 | 53 | 74 | 134 | 236 | 534 | 534 |
| 16 | 30 | 52 | 73 | 133 | 236 | 534 | 534 |
| 17 | 30 | 52 | 73 | 133 | 235 | 533 | 533 |
| 18 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 19 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 20 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 21 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 22 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 23 | 30 | 51 | 72 | 133 | 235 | 533 | 533 |
| 24 | 29 | 51 | 72 | 132 | 234 | 533 | 533 |
| 25 | 29 | 51 | 72 | 132 | 234 | 532 | 532 |
| 26 | 29 | 50 | 71 | 132 | 234 | 532 | 532 |
| 27 | 29 | 50 | 71 | 132 | 234 | 532 | 532 |
| 28 | 28 | 50 | 71 | 131 | 233 | 531 | 531 |
| 29 | 28 | 49 | 70 | 131 | 233 | 531 | 531 |
| 30 | 28 | 49 | 70 | 131 | 233 | 531 | 531 |

Duration (in years)

Credit quality step 0

Credit 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

137

249

548

1 271

2

32

45

68

138

250

548

1 020

3

33

47

69

131

246

544

830

4

33

48

71

133

244

542

686

5

34

50

75

135

243

541

576

6

34

51

77

139

243

541

541

7

34

53

79

141

242

540

540

8

33

52

78

139

241

539

539

9

33

53

77

138

240

538

538

10

33

53

77

137

239

538

538

11

33

54

76

137

239

537

537

12

32

54

76

136

238

536

536

13

32

54

75

135

237

536

536

14

32

53

74

135

237

535

535

15

31

53

74

134

236

534

534

16

30

52

73

133

236

534

534

17

30

52

73

133

235

533

533

18

30

51

72

133

235

533

533

19

30

51

72

133

235

533

533

20

30

51

72

133

235

533

533

21

30

51

72

133

235

533

533

22

30

51

72

133

235

533

533

23

30

51

72

133

235

533

533

24

29

51

72

132

234

533

533

25

29

51

72

132

234

532

532

26

29

50

71

132

234

532

532

27

29

50

71

132

234

532

532

28

28

50

71

131

233

531

531

29

28

49

70

131

233

531

531

30

28

49

70

131

233

531

531

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 | 24 | 94 | 206 | 504 | 1 214 |
| 2 | 1 | 5 | 25 | 95 | 207 | 505 | 976 |
| 3 | 2 | 5 | 27 | 89 | 204 | 502 | 795 |
| 4 | 2 | 7 | 29 | 92 | 203 | 501 | 657 |
| 5 | 4 | 9 | 34 | 95 | 203 | 501 | 552 |
| 6 | 4 | 11 | 38 | 99 | 203 | 501 | 501 |
| 7 | 5 | 14 | 40 | 102 | 203 | 501 | 501 |
| 8 | 7 | 14 | 39 | 101 | 203 | 501 | 501 |
| 9 | 7 | 15 | 39 | 100 | 203 | 501 | 501 |
| 10 | 8 | 16 | 40 | 100 | 203 | 501 | 501 |
| 11 | 9 | 18 | 41 | 101 | 204 | 502 | 502 |
| 12 | 9 | 18 | 40 | 100 | 202 | 500 | 500 |
| 13 | 10 | 19 | 41 | 101 | 203 | 501 | 501 |
| 14 | 11 | 19 | 40 | 101 | 203 | 501 | 501 |
| 15 | 12 | 18 | 39 | 100 | 202 | 500 | 500 |
| 16 | 13 | 17 | 38 | 99 | 201 | 499 | 499 |
| 17 | 13 | 17 | 38 | 99 | 201 | 499 | 499 |
| 18 | 14 | 17 | 38 | 99 | 201 | 499 | 499 |
| 19 | 14 | 18 | 39 | 99 | 201 | 499 | 499 |
| 20 | 15 | 18 | 39 | 100 | 202 | 500 | 500 |
| 21 | 16 | 19 | 39 | 100 | 202 | 500 | 500 |
| 22 | 17 | 20 | 39 | 100 | 202 | 500 | 500 |
| 23 | 18 | 21 | 39 | 100 | 202 | 500 | 500 |
| 24 | 18 | 21 | 39 | 100 | 202 | 500 | 500 |
| 25 | 19 | 22 | 39 | 100 | 202 | 500 | 500 |
| 26 | 19 | 22 | 39 | 99 | 201 | 500 | 500 |
| 27 | 20 | 23 | 39 | 99 | 201 | 500 | 500 |
| 28 | 20 | 25 | 40 | 99 | 201 | 499 | 499 |
| 29 | 21 | 25 | 41 | 99 | 201 | 499 | 499 |
| 30 | 22 | 26 | 42 | 99 | 201 | 499 | 499 |

Duration (in years)

Credit quality step 0

Credit 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

24

94

206

504

1 214

2

1

5

25

95

207

505

976

3

2

5

27

89

204

502

795

4

2

7

29

92

203

501

657

5

4

9

34

95

203

501

552

6

4

11

38

99

203

501

501

7

5

14

40

102

203

501

501

8

7

14

39

101

203

501

501

9

7

15

39

100

203

501

501

10

8

16

40

100

203

501

501

11

9

18

41

101

204

502

502

12

9

18

40

100

202

500

500

13

10

19

41

101

203

501

501

14

11

19

40

101

203

501

501

15

12

18

39

100

202

500

500

16

13

17

38

99

201

499

499

17

13

17

38

99

201

499

499

18

14

17

38

99

201

499

499

19

14

18

39

99

201

499

499

20

15

18

39

100

202

500

500

21

16

19

39

100

202

500

500

22

17

20

39

100

202

500

500

23

18

21

39

100

202

500

500

24

18

21

39

100

202

500

500

25

19

22

39

100

202

500

500

26

19

22

39

99

201

500

500

27

20

23

39

99

201

500

500

28

20

25

40

99

201

499

499

29

21

25

41

99

201

499

499

30

22

26

42

99

201

499

499

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 | 45 | 58 | 81 | 151 | 263 | 561 | 1 251 |
| 2 | 45 | 58 | 81 | 151 | 263 | 561 | 1 014 |
| 3 | 46 | 60 | 82 | 145 | 259 | 557 | 828 |
| 4 | 47 | 62 | 84 | 146 | 258 | 556 | 685 |
| 5 | 47 | 63 | 88 | 149 | 257 | 555 | 575 |
| 6 | 47 | 65 | 91 | 153 | 256 | 554 | 554 |
| 7 | 48 | 66 | 92 | 154 | 255 | 553 | 553 |
| 8 | 47 | 66 | 91 | 152 | 254 | 552 | 552 |
| 9 | 46 | 66 | 90 | 151 | 253 | 551 | 551 |
| 10 | 46 | 66 | 89 | 150 | 252 | 551 | 551 |
| 11 | 46 | 66 | 89 | 150 | 252 | 550 | 550 |
| 12 | 45 | 66 | 88 | 149 | 251 | 549 | 549 |
| 13 | 45 | 66 | 88 | 148 | 250 | 548 | 548 |
| 14 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 15 | 44 | 66 | 87 | 147 | 249 | 547 | 547 |
| 16 | 43 | 65 | 86 | 146 | 248 | 546 | 546 |
| 17 | 43 | 64 | 85 | 146 | 248 | 546 | 546 |
| 18 | 42 | 64 | 85 | 145 | 247 | 545 | 545 |
| 19 | 42 | 63 | 84 | 145 | 247 | 545 | 545 |
| 20 | 42 | 63 | 84 | 145 | 247 | 545 | 545 |
| 21 | 41 | 63 | 84 | 144 | 246 | 545 | 545 |
| 22 | 41 | 62 | 83 | 144 | 246 | 544 | 544 |
| 23 | 40 | 62 | 83 | 143 | 245 | 544 | 544 |
| 24 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 25 | 39 | 61 | 82 | 142 | 244 | 542 | 542 |
| 26 | 38 | 60 | 81 | 141 | 243 | 542 | 542 |
| 27 | 38 | 59 | 80 | 141 | 243 | 541 | 541 |
| 28 | 37 | 58 | 79 | 140 | 242 | 540 | 540 |
| 29 | 36 | 58 | 79 | 139 | 241 | 539 | 539 |
| 30 | 35 | 57 | 78 | 138 | 240 | 539 | 539 |

Duration (in years)

Credit quality step 0

Credit 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

58

81

151

263

561

1 251

2

45

58

81

151

263

561

1 014

3

46

60

82

145

259

557

828

4

47

62

84

146

258

556

685

5

47

63

88

149

257

555

575

6

47

65

91

153

256

554

554

7

48

66

92

154

255

553

553

8

47

66

91

152

254

552

552

9

46

66

90

151

253

551

551

10

46

66

89

150

252

551

551

11

46

66

89

150

252

550

550

12

45

66

88

149

251

549

549

13

45

66

88

148

250

548

548

14

45

66

87

148

250

548

548

15

44

66

87

147

249

547

547

16

43

65

86

146

248

546

546

17

43

64

85

146

248

546

546

18

42

64

85

145

247

545

545

19

42

63

84

145

247

545

545

20

42

63

84

145

247

545

545

21

41

63

84

144

246

545

545

22

41

62

83

144

246

544

544

23

40

62

83

143

245

544

544

24

40

61

82

143

245

543

543

25

39

61

82

142

244

542

542

26

38

60

81

141

243

542

542

27

38

59

80

141

243

541

541

28

37

58

79

140

242

540

540

29

36

58

79

139

241

539

539

30

35

57

78

138

240

539

539

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 | 123 | 236 | 534 | 1 234 |
| 2 | 21 | 34 | 57 | 127 | 239 | 537 | 991 |
| 3 | 25 | 39 | 62 | 124 | 239 | 537 | 808 |
| 4 | 29 | 44 | 67 | 129 | 240 | 538 | 669 |
| 5 | 32 | 48 | 73 | 133 | 241 | 539 | 562 |
| 6 | 31 | 48 | 74 | 136 | 239 | 538 | 538 |
| 7 | 35 | 54 | 80 | 142 | 243 | 541 | 541 |
| 8 | 34 | 53 | 78 | 140 | 242 | 540 | 540 |
| 9 | 35 | 55 | 79 | 140 | 242 | 541 | 541 |
| 10 | 37 | 57 | 81 | 141 | 244 | 542 | 542 |
| 11 | 39 | 59 | 82 | 143 | 245 | 543 | 543 |
| 12 | 40 | 61 | 83 | 143 | 245 | 543 | 543 |
| 13 | 40 | 62 | 83 | 144 | 246 | 544 | 544 |
| 14 | 41 | 62 | 83 | 144 | 246 | 544 | 544 |
| 15 | 41 | 62 | 83 | 144 | 246 | 544 | 544 |
| 16 | 41 | 62 | 83 | 144 | 246 | 544 | 544 |
| 17 | 41 | 62 | 83 | 144 | 246 | 544 | 544 |
| 18 | 40 | 62 | 83 | 143 | 245 | 543 | 543 |
| 19 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 20 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 21 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 22 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 23 | 39 | 61 | 82 | 142 | 244 | 542 | 542 |
| 24 | 39 | 60 | 81 | 142 | 244 | 542 | 542 |
| 25 | 38 | 60 | 81 | 141 | 243 | 542 | 542 |
| 26 | 38 | 59 | 80 | 141 | 243 | 541 | 541 |
| 27 | 37 | 59 | 80 | 140 | 242 | 541 | 541 |
| 28 | 37 | 58 | 79 | 140 | 242 | 540 | 540 |
| 29 | 36 | 58 | 79 | 139 | 241 | 540 | 540 |
| 30 | 36 | 57 | 78 | 139 | 241 | 539 | 539 |

Duration (in years)

Credit quality step 0

Credit 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

123

236

534

1 234

2

21

34

57

127

239

537

991

3

25

39

62

124

239

537

808

4

29

44

67

129

240

538

669

5

32

48

73

133

241

539

562

6

31

48

74

136

239

538

538

7

35

54

80

142

243

541

541

8

34

53

78

140

242

540

540

9

35

55

79

140

242

541

541

10

37

57

81

141

244

542

542

11

39

59

82

143

245

543

543

12

40

61

83

143

245

543

543

13

40

62

83

144

246

544

544

14

41

62

83

144

246

544

544

15

41

62

83

144

246

544

544

16

41

62

83

144

246

544

544

17

41

62

83

144

246

544

544

18

40

62

83

143

245

543

543

19

40

61

82

143

245

543

543

20

40

61

82

143

245

543

543

21

40

61

82

143

245

543

543

22

40

61

82

143

245

543

543

23

39

61

82

142

244

542

542

24

39

60

81

142

244

542

542

25

38

60

81

141

243

542

542

26

38

59

80

141

243

541

541

27

37

59

80

140

242

541

541

28

37

58

79

140

242

540

540

29

36

58

79

139

241

540

540

30

36

57

78

139

241

539

539

2.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit qualitystep 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 | 123 | 236 | 534 | 1 275 |
| 2 | 19 | 32 | 55 | 124 | 237 | 535 | 1 023 |
| 3 | 21 | 35 | 57 | 120 | 234 | 532 | 832 |
| 4 | 22 | 38 | 60 | 122 | 234 | 532 | 687 |
| 5 | 24 | 40 | 65 | 126 | 234 | 532 | 576 |
| 6 | 25 | 42 | 69 | 130 | 234 | 532 | 532 |
| 7 | 26 | 44 | 70 | 133 | 233 | 532 | 532 |
| 8 | 26 | 45 | 70 | 132 | 233 | 532 | 532 |
| 9 | 26 | 46 | 70 | 131 | 233 | 532 | 532 |
| 10 | 27 | 47 | 71 | 131 | 234 | 532 | 532 |
| 11 | 28 | 48 | 71 | 132 | 234 | 532 | 532 |
| 12 | 28 | 49 | 71 | 132 | 234 | 532 | 532 |
| 13 | 28 | 50 | 71 | 132 | 234 | 532 | 532 |
| 14 | 29 | 50 | 71 | 132 | 234 | 532 | 532 |
| 15 | 29 | 50 | 71 | 132 | 234 | 532 | 532 |
| 16 | 28 | 50 | 71 | 131 | 234 | 532 | 532 |
| 17 | 28 | 50 | 71 | 132 | 234 | 532 | 532 |
| 18 | 28 | 50 | 71 | 131 | 234 | 532 | 532 |
| 19 | 28 | 50 | 71 | 131 | 233 | 532 | 532 |
| 20 | 28 | 50 | 71 | 132 | 234 | 532 | 532 |
| 21 | 28 | 50 | 71 | 131 | 234 | 532 | 532 |
| 22 | 28 | 50 | 71 | 131 | 233 | 531 | 531 |
| 23 | 28 | 49 | 70 | 131 | 233 | 531 | 531 |
| 24 | 27 | 49 | 70 | 130 | 232 | 530 | 530 |
| 25 | 27 | 48 | 69 | 130 | 232 | 530 | 530 |
| 26 | 26 | 48 | 69 | 129 | 231 | 530 | 530 |
| 27 | 26 | 47 | 68 | 129 | 231 | 529 | 529 |
| 28 | 25 | 47 | 68 | 128 | 231 | 529 | 529 |
| 29 | 25 | 47 | 67 | 128 | 230 | 528 | 528 |
| 30 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |

Duration (in years)

Credit quality step 0

Credit qualitystep 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

123

236

534

1 275

2

19

32

55

124

237

535

1 023

3

21

35

57

120

234

532

832

4

22

38

60

122

234

532

687

5

24

40

65

126

234

532

576

6

25

42

69

130

234

532

532

7

26

44

70

133

233

532

532

8

26

45

70

132

233

532

532

9

26

46

70

131

233

532

532

10

27

47

71

131

234

532

532

11

28

48

71

132

234

532

532

12

28

49

71

132

234

532

532

13

28

50

71

132

234

532

532

14

29

50

71

132

234

532

532

15

29

50

71

132

234

532

532

16

28

50

71

131

234

532

532

17

28

50

71

132

234

532

532

18

28

50

71

131

234

532

532

19

28

50

71

131

233

532

532

20

28

50

71

132

234

532

532

21

28

50

71

131

234

532

532

22

28

50

71

131

233

531

531

23

28

49

70

131

233

531

531

24

27

49

70

130

232

530

530

25

27

48

69

130

232

530

530

26

26

48

69

129

231

530

530

27

26

47

68

129

231

529

529

28

25

47

68

128

231

529

529

29

25

47

67

128

230

528

528

30

25

46

67

128

230

528

528

2.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 51 | 63 | 87 | 156 | 268 | 567 | 1 366 |
| 2 | 54 | 66 | 90 | 159 | 272 | 570 | 1 093 |
| 3 | 58 | 72 | 94 | 156 | 271 | 569 | 887 |
| 4 | 60 | 75 | 98 | 160 | 271 | 569 | 731 |
| 5 | 62 | 78 | 103 | 164 | 272 | 570 | 612 |
| 6 | 64 | 81 | 107 | 169 | 272 | 571 | 571 |
| 7 | 65 | 83 | 109 | 172 | 272 | 570 | 570 |
| 8 | 65 | 84 | 109 | 170 | 272 | 570 | 570 |
| 9 | 65 | 84 | 109 | 170 | 272 | 570 | 570 |
| 10 | 65 | 86 | 109 | 170 | 272 | 570 | 570 |
| 11 | 66 | 86 | 109 | 170 | 272 | 570 | 570 |
| 12 | 66 | 87 | 109 | 169 | 271 | 569 | 569 |
| 13 | 65 | 87 | 108 | 168 | 270 | 569 | 569 |
| 14 | 65 | 86 | 107 | 168 | 270 | 568 | 568 |
| 15 | 64 | 85 | 106 | 167 | 269 | 567 | 567 |
| 16 | 63 | 85 | 106 | 166 | 268 | 566 | 566 |
| 17 | 62 | 84 | 105 | 166 | 268 | 566 | 566 |
| 18 | 62 | 83 | 104 | 165 | 267 | 565 | 565 |
| 19 | 61 | 83 | 104 | 164 | 266 | 565 | 565 |
| 20 | 61 | 82 | 103 | 164 | 266 | 564 | 564 |
| 21 | 60 | 81 | 102 | 163 | 265 | 563 | 563 |
| 22 | 59 | 81 | 102 | 162 | 264 | 562 | 562 |
| 23 | 58 | 80 | 101 | 161 | 263 | 562 | 562 |
| 24 | 57 | 79 | 100 | 160 | 262 | 561 | 561 |
| 25 | 56 | 78 | 99 | 159 | 262 | 560 | 560 |
| 26 | 55 | 77 | 98 | 158 | 261 | 559 | 559 |
| 27 | 55 | 76 | 97 | 158 | 260 | 558 | 558 |
| 28 | 54 | 75 | 96 | 157 | 259 | 557 | 557 |
| 29 | 53 | 74 | 95 | 156 | 258 | 556 | 556 |
| 30 | 52 | 73 | 94 | 155 | 257 | 555 | 555 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

63

87

156

268

567

1 366

2

54

66

90

159

272

570

1 093

3

58

72

94

156

271

569

887

4

60

75

98

160

271

569

731

5

62

78

103

164

272

570

612

6

64

81

107

169

272

571

571

7

65

83

109

172

272

570

570

8

65

84

109

170

272

570

570

9

65

84

109

170

272

570

570

10

65

86

109

170

272

570

570

11

66

86

109

170

272

570

570

12

66

87

109

169

271

569

569

13

65

87

108

168

270

569

569

14

65

86

107

168

270

568

568

15

64

85

106

167

269

567

567

16

63

85

106

166

268

566

566

17

62

84

105

166

268

566

566

18

62

83

104

165

267

565

565

19

61

83

104

164

266

565

565

20

61

82

103

164

266

564

564

21

60

81

102

163

265

563

563

22

59

81

102

162

264

562

562

23

58

80

101

161

263

562

562

24

57

79

100

160

262

561

561

25

56

78

99

159

262

560

560

26

55

77

98

158

261

559

559

27

55

76

97

158

260

558

558

28

54

75

96

157

259

557

557

29

53

74

95

156

258

556

556

30

52

73

94

155

257

555

555

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 | 117 | 187 | 299 | 597 | 1 384 |
| 2 | 86 | 99 | 122 | 192 | 304 | 602 | 1 114 |
| 3 | 89 | 103 | 125 | 187 | 302 | 600 | 909 |
| 4 | 90 | 105 | 128 | 190 | 301 | 599 | 753 |
| 5 | 93 | 110 | 135 | 195 | 303 | 601 | 632 |
| 6 | 95 | 113 | 139 | 201 | 304 | 602 | 602 |
| 7 | 97 | 116 | 142 | 204 | 305 | 603 | 603 |
| 8 | 98 | 117 | 143 | 204 | 306 | 604 | 604 |
| 9 | 100 | 119 | 144 | 204 | 307 | 605 | 605 |
| 10 | 100 | 121 | 144 | 205 | 307 | 605 | 605 |
| 11 | 101 | 121 | 144 | 205 | 307 | 605 | 605 |
| 12 | 100 | 121 | 143 | 204 | 306 | 604 | 604 |
| 13 | 100 | 121 | 142 | 203 | 305 | 603 | 603 |
| 14 | 98 | 120 | 141 | 201 | 303 | 602 | 602 |
| 15 | 97 | 119 | 140 | 200 | 302 | 600 | 600 |
| 16 | 96 | 117 | 138 | 199 | 301 | 599 | 599 |
| 17 | 94 | 116 | 137 | 197 | 299 | 598 | 598 |
| 18 | 93 | 115 | 136 | 196 | 298 | 596 | 596 |
| 19 | 92 | 113 | 134 | 195 | 297 | 595 | 595 |
| 20 | 90 | 112 | 133 | 193 | 296 | 594 | 594 |
| 21 | 89 | 110 | 131 | 192 | 294 | 592 | 592 |
| 22 | 87 | 109 | 130 | 190 | 293 | 591 | 591 |
| 23 | 86 | 107 | 128 | 189 | 291 | 589 | 589 |
| 24 | 84 | 106 | 127 | 187 | 289 | 587 | 587 |
| 25 | 82 | 104 | 125 | 185 | 288 | 586 | 586 |
| 26 | 81 | 102 | 123 | 184 | 286 | 584 | 584 |
| 27 | 79 | 101 | 122 | 182 | 284 | 582 | 582 |
| 28 | 78 | 99 | 120 | 181 | 283 | 581 | 581 |
| 29 | 76 | 98 | 118 | 179 | 281 | 579 | 579 |
| 30 | 74 | 96 | 117 | 177 | 280 | 578 | 578 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

94

117

187

299

597

1 384

2

86

99

122

192

304

602

1 114

3

89

103

125

187

302

600

909

4

90

105

128

190

301

599

753

5

93

110

135

195

303

601

632

6

95

113

139

201

304

602

602

7

97

116

142

204

305

603

603

8

98

117

143

204

306

604

604

9

100

119

144

204

307

605

605

10

100

121

144

205

307

605

605

11

101

121

144

205

307

605

605

12

100

121

143

204

306

604

604

13

100

121

142

203

305

603

603

14

98

120

141

201

303

602

602

15

97

119

140

200

302

600

600

16

96

117

138

199

301

599

599

17

94

116

137

197

299

598

598

18

93

115

136

196

298

596

596

19

92

113

134

195

297

595

595

20

90

112

133

193

296

594

594

21

89

110

131

192

294

592

592

22

87

109

130

190

293

591

591

23

86

107

128

189

291

589

589

24

84

106

127

187

289

587

587

25

82

104

125

185

288

586

586

26

81

102

123

184

286

584

584

27

79

101

122

182

284

582

582

28

78

99

120

181

283

581

581

29

76

98

118

179

281

579

579

30

74

96

117

177

280

578

578

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 | 117 | 229 | 527 | 1 254 |
| 2 | 14 | 27 | 50 | 120 | 232 | 530 | 1 013 |
| 3 | 18 | 32 | 54 | 116 | 231 | 529 | 825 |
| 4 | 20 | 36 | 58 | 120 | 232 | 530 | 681 |
| 5 | 23 | 39 | 64 | 125 | 233 | 531 | 571 |
| 6 | 24 | 42 | 68 | 130 | 233 | 531 | 531 |
| 7 | 26 | 44 | 70 | 133 | 233 | 531 | 531 |
| 8 | 26 | 45 | 70 | 132 | 233 | 531 | 531 |
| 9 | 26 | 46 | 70 | 131 | 233 | 531 | 531 |
| 10 | 27 | 47 | 70 | 131 | 233 | 531 | 531 |
| 11 | 27 | 48 | 70 | 131 | 233 | 531 | 531 |
| 12 | 27 | 48 | 70 | 131 | 233 | 531 | 531 |
| 13 | 27 | 48 | 70 | 130 | 232 | 530 | 530 |
| 14 | 26 | 48 | 69 | 129 | 232 | 530 | 530 |
| 15 | 26 | 47 | 68 | 129 | 231 | 529 | 529 |
| 16 | 25 | 47 | 68 | 128 | 230 | 528 | 528 |
| 17 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 18 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 19 | 24 | 46 | 67 | 127 | 230 | 528 | 528 |
| 20 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 21 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 22 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 23 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 24 | 25 | 46 | 67 | 128 | 230 | 528 | 528 |
| 25 | 24 | 46 | 67 | 127 | 229 | 528 | 528 |
| 26 | 24 | 46 | 67 | 127 | 229 | 527 | 527 |
| 27 | 24 | 46 | 66 | 127 | 229 | 527 | 527 |
| 28 | 24 | 45 | 66 | 127 | 229 | 527 | 527 |
| 29 | 24 | 45 | 66 | 127 | 229 | 527 | 527 |
| 30 | 23 | 45 | 66 | 126 | 228 | 527 | 527 |

Duration (in years)

Credit quality step 0

Credit 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

117

229

527

1 254

2

14

27

50

120

232

530

1 013

3

18

32

54

116

231

529

825

4

20

36

58

120

232

530

681

5

23

39

64

125

233

531

571

6

24

42

68

130

233

531

531

7

26

44

70

133

233

531

531

8

26

45

70

132

233

531

531

9

26

46

70

131

233

531

531

10

27

47

70

131

233

531

531

11

27

48

70

131

233

531

531

12

27

48

70

131

233

531

531

13

27

48

70

130

232

530

530

14

26

48

69

129

232

530

530

15

26

47

68

129

231

529

529

16

25

47

68

128

230

528

528

17

25

46

67

128

230

528

528

18

25

46

67

128

230

528

528

19

24

46

67

127

230

528

528

20

25

46

67

128

230

528

528

21

25

46

67

128

230

528

528

22

25

46

67

128

230

528

528

23

25

46

67

128

230

528

528

24

25

46

67

128

230

528

528

25

24

46

67

127

229

528

528

26

24

46

67

127

229

527

527

27

24

46

66

127

229

527

527

28

24

45

66

127

229

527

527

29

24

45

66

127

229

527

527

30

23

45

66

126

228

527

527

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 | 131 | 201 | 313 | 611 | 1 314 |
| 2 | 96 | 109 | 132 | 202 | 314 | 612 | 1 060 |
| 3 | 97 | 111 | 134 | 196 | 311 | 609 | 867 |
| 4 | 99 | 114 | 137 | 199 | 310 | 608 | 719 |
| 5 | 100 | 117 | 142 | 202 | 310 | 608 | 608 |
| 6 | 101 | 118 | 145 | 206 | 310 | 608 | 608 |
| 7 | 102 | 120 | 146 | 209 | 309 | 607 | 607 |
| 8 | 102 | 121 | 146 | 207 | 309 | 607 | 607 |
| 9 | 101 | 121 | 145 | 206 | 308 | 606 | 606 |
| 10 | 100 | 121 | 144 | 205 | 307 | 605 | 605 |
| 11 | 99 | 120 | 143 | 203 | 305 | 604 | 604 |
| 12 | 98 | 119 | 141 | 202 | 304 | 602 | 602 |
| 13 | 97 | 118 | 139 | 200 | 302 | 600 | 600 |
| 14 | 95 | 117 | 138 | 198 | 300 | 598 | 598 |
| 15 | 93 | 115 | 136 | 196 | 298 | 597 | 597 |
| 16 | 91 | 113 | 134 | 194 | 297 | 595 | 595 |
| 17 | 90 | 111 | 132 | 193 | 295 | 593 | 593 |
| 18 | 88 | 110 | 131 | 191 | 294 | 592 | 592 |
| 19 | 87 | 109 | 130 | 190 | 292 | 590 | 590 |
| 20 | 86 | 108 | 129 | 189 | 291 | 589 | 589 |
| 21 | 85 | 107 | 128 | 188 | 290 | 588 | 588 |
| 22 | 84 | 105 | 126 | 187 | 289 | 587 | 587 |
| 23 | 83 | 104 | 125 | 186 | 288 | 586 | 586 |
| 24 | 81 | 103 | 124 | 184 | 287 | 585 | 585 |
| 25 | 80 | 102 | 123 | 183 | 285 | 583 | 583 |
| 26 | 79 | 101 | 121 | 182 | 284 | 582 | 582 |
| 27 | 78 | 99 | 120 | 181 | 283 | 581 | 581 |
| 28 | 77 | 98 | 119 | 180 | 282 | 580 | 580 |
| 29 | 76 | 97 | 118 | 178 | 281 | 579 | 579 |
| 30 | 74 | 96 | 117 | 177 | 279 | 578 | 578 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

95

108

131

201

313

611

1 314

2

96

109

132

202

314

612

1 060

3

97

111

134

196

311

609

867

4

99

114

137

199

310

608

719

5

100

117

142

202

310

608

608

6

101

118

145

206

310

608

608

7

102

120

146

209

309

607

607

8

102

121

146

207

309

607

607

9

101

121

145

206

308

606

606

10

100

121

144

205

307

605

605

11

99

120

143

203

305

604

604

12

98

119

141

202

304

602

602

13

97

118

139

200

302

600

600

14

95

117

138

198

300

598

598

15

93

115

136

196

298

597

597

16

91

113

134

194

297

595

595

17

90

111

132

193

295

593

593

18

88

110

131

191

294

592

592

19

87

109

130

190

292

590

590

20

86

108

129

189

291

589

589

21

85

107

128

188

290

588

588

22

84

105

126

187

289

587

587

23

83

104

125

186

288

586

586

24

81

103

124

184

287

585

585

25

80

102

123

183

285

583

583

26

79

101

121

182

284

582

582

27

78

99

120

181

283

581

581

28

77

98

119

180

282

580

580

29

76

97

118

178

281

579

579

30

74

96

117

177

279

578

578

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 | 315 | 328 | 352 | 421 | 533 | 831 | 1 392 |
| 2 | 86 | 99 | 122 | 191 | 304 | 602 | 1 120 |
| 3 | 89 | 103 | 125 | 188 | 303 | 601 | 910 |
| 4 | 93 | 108 | 130 | 192 | 304 | 602 | 750 |
| 5 | 95 | 111 | 136 | 197 | 305 | 603 | 629 |
| 6 | 97 | 114 | 140 | 202 | 305 | 603 | 603 |
| 7 | 98 | 117 | 143 | 205 | 306 | 604 | 604 |
| 8 | 99 | 118 | 143 | 205 | 306 | 605 | 605 |
| 9 | 99 | 119 | 143 | 204 | 307 | 605 | 605 |
| 10 | 100 | 120 | 144 | 204 | 307 | 605 | 605 |
| 11 | 100 | 121 | 144 | 204 | 306 | 605 | 605 |
| 12 | 101 | 122 | 144 | 205 | 307 | 605 | 605 |
| 13 | 102 | 123 | 144 | 205 | 307 | 605 | 605 |
| 14 | 102 | 124 | 145 | 205 | 307 | 606 | 606 |
| 15 | 103 | 125 | 146 | 206 | 308 | 606 | 606 |
| 16 | 104 | 126 | 147 | 207 | 309 | 607 | 607 |
| 17 | 105 | 126 | 148 | 208 | 310 | 608 | 608 |
| 18 | 106 | 127 | 148 | 209 | 311 | 609 | 609 |
| 19 | 107 | 128 | 149 | 210 | 312 | 610 | 610 |
| 20 | 107 | 129 | 150 | 210 | 312 | 610 | 610 |
| 21 | 107 | 129 | 150 | 210 | 312 | 611 | 611 |
| 22 | 107 | 128 | 149 | 210 | 312 | 610 | 610 |
| 23 | 106 | 128 | 149 | 209 | 311 | 609 | 609 |
| 24 | 105 | 127 | 148 | 208 | 310 | 609 | 609 |
| 25 | 104 | 126 | 147 | 207 | 309 | 607 | 607 |
| 26 | 103 | 124 | 145 | 206 | 308 | 606 | 606 |
| 27 | 102 | 123 | 144 | 205 | 307 | 605 | 605 |
| 28 | 100 | 122 | 143 | 203 | 305 | 603 | 603 |
| 29 | 99 | 120 | 141 | 202 | 304 | 602 | 602 |
| 30 | 97 | 119 | 140 | 200 | 302 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit 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

328

352

421

533

831

1 392

2

86

99

122

191

304

602

1 120

3

89

103

125

188

303

601

910

4

93

108

130

192

304

602

750

5

95

111

136

197

305

603

629

6

97

114

140

202

305

603

603

7

98

117

143

205

306

604

604

8

99

118

143

205

306

605

605

9

99

119

143

204

307

605

605

10

100

120

144

204

307

605

605

11

100

121

144

204

306

605

605

12

101

122

144

205

307

605

605

13

102

123

144

205

307

605

605

14

102

124

145

205

307

606

606

15

103

125

146

206

308

606

606

16

104

126

147

207

309

607

607

17

105

126

148

208

310

608

608

18

106

127

148

209

311

609

609

19

107

128

149

210

312

610

610

20

107

129

150

210

312

610

610

21

107

129

150

210

312

611

611

22

107

128

149

210

312

610

610

23

106

128

149

209

311

609

609

24

105

127

148

208

310

609

609

25

104

126

147

207

309

607

607

26

103

124

145

206

308

606

606

27

102

123

144

205

307

605

605

28

100

122

143

203

305

603

603

29

99

120

141

202

304

602

602

30

97

119

140

200

302

600

600

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 | 35 | 105 | 217 | 515 | 1 238 |
| 2 | 1 | 12 | 35 | 105 | 217 | 515 | 992 |
| 3 | 2 | 14 | 36 | 99 | 213 | 511 | 806 |
| 4 | 2 | 16 | 38 | 100 | 212 | 510 | 666 |
| 5 | 4 | 17 | 42 | 103 | 211 | 509 | 558 |
| 6 | 4 | 19 | 45 | 107 | 210 | 508 | 508 |
| 7 | 5 | 20 | 46 | 109 | 209 | 507 | 507 |
| 8 | 7 | 20 | 45 | 107 | 208 | 507 | 507 |
| 9 | 7 | 20 | 44 | 105 | 207 | 506 | 506 |
| 10 | 8 | 21 | 44 | 105 | 207 | 505 | 505 |
| 11 | 9 | 22 | 44 | 105 | 207 | 505 | 505 |
| 12 | 9 | 22 | 44 | 105 | 207 | 505 | 505 |
| 13 | 10 | 23 | 44 | 105 | 207 | 505 | 505 |
| 14 | 11 | 24 | 45 | 105 | 207 | 505 | 505 |
| 15 | 12 | 24 | 45 | 105 | 207 | 506 | 506 |
| 16 | 13 | 24 | 45 | 105 | 208 | 506 | 506 |
| 17 | 13 | 24 | 46 | 106 | 208 | 506 | 506 |
| 18 | 14 | 25 | 46 | 107 | 209 | 507 | 507 |
| 19 | 15 | 26 | 47 | 107 | 209 | 507 | 507 |
| 20 | 15 | 27 | 48 | 108 | 210 | 508 | 508 |
| 21 | 16 | 27 | 48 | 109 | 211 | 509 | 509 |
| 22 | 17 | 28 | 49 | 110 | 212 | 510 | 510 |
| 23 | 18 | 29 | 50 | 110 | 212 | 510 | 510 |
| 24 | 18 | 29 | 50 | 111 | 213 | 511 | 511 |
| 25 | 19 | 29 | 50 | 111 | 213 | 511 | 511 |
| 26 | 19 | 30 | 51 | 111 | 213 | 511 | 511 |
| 27 | 20 | 30 | 51 | 112 | 214 | 512 | 512 |
| 28 | 21 | 30 | 51 | 112 | 214 | 512 | 512 |
| 29 | 22 | 31 | 51 | 112 | 214 | 512 | 512 |
| 30 | 23 | 31 | 52 | 112 | 214 | 512 | 512 |

Duration (in years)

Credit quality step 0

Credit 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

35

105

217

515

1 238

2

1

12

35

105

217

515

992

3

2

14

36

99

213

511

806

4

2

16

38

100

212

510

666

5

4

17

42

103

211

509

558

6

4

19

45

107

210

508

508

7

5

20

46

109

209

507

507

8

7

20

45

107

208

507

507

9

7

20

44

105

207

506

506

10

8

21

44

105

207

505

505

11

9

22

44

105

207

505

505

12

9

22

44

105

207

505

505

13

10

23

44

105

207

505

505

14

11

24

45

105

207

505

505

15

12

24

45

105

207

506

506

16

13

24

45

105

208

506

506

17

13

24

46

106

208

506

506

18

14

25

46

107

209

507

507

19

15

26

47

107

209

507

507

20

15

27

48

108

210

508

508

21

16

27

48

109

211

509

509

22

17

28

49

110

212

510

510

23

18

29

50

110

212

510

510

24

18

29

50

111

213

511

511

25

19

29

50

111

213

511

511

26

19

30

51

111

213

511

511

27

20

30

51

112

214

512

512

28

21

30

51

112

214

512

512

29

22

31

51

112

214

512

512

30

23

31

52

112

214

512

512

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 | 87 | 157 | 269 | 567 | 1 279 |
| 2 | 52 | 65 | 88 | 158 | 270 | 568 | 1 031 |
| 3 | 53 | 67 | 89 | 152 | 267 | 564 | 839 |
| 4 | 54 | 69 | 92 | 154 | 265 | 563 | 693 |
| 5 | 54 | 71 | 96 | 156 | 264 | 562 | 581 |
| 6 | 55 | 72 | 99 | 160 | 264 | 562 | 562 |
| 7 | 55 | 73 | 99 | 162 | 262 | 560 | 560 |
| 8 | 55 | 73 | 99 | 160 | 262 | 560 | 560 |
| 9 | 54 | 74 | 98 | 159 | 261 | 559 | 559 |
| 10 | 53 | 74 | 97 | 158 | 260 | 558 | 558 |
| 11 | 53 | 73 | 96 | 157 | 259 | 557 | 557 |
| 12 | 52 | 73 | 95 | 155 | 257 | 555 | 555 |
| 13 | 51 | 72 | 93 | 154 | 256 | 554 | 554 |
| 14 | 49 | 71 | 92 | 152 | 255 | 553 | 553 |
| 15 | 48 | 70 | 91 | 151 | 253 | 551 | 551 |
| 16 | 47 | 68 | 89 | 150 | 252 | 550 | 550 |
| 17 | 46 | 67 | 88 | 149 | 251 | 549 | 549 |
| 18 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 19 | 44 | 66 | 87 | 147 | 249 | 547 | 547 |
| 20 | 44 | 65 | 86 | 147 | 249 | 547 | 547 |
| 21 | 43 | 65 | 86 | 146 | 248 | 546 | 546 |
| 22 | 42 | 64 | 85 | 146 | 248 | 546 | 546 |
| 23 | 42 | 63 | 84 | 145 | 247 | 545 | 545 |
| 24 | 41 | 63 | 84 | 144 | 246 | 544 | 544 |
| 25 | 40 | 62 | 83 | 143 | 246 | 544 | 544 |
| 26 | 40 | 61 | 82 | 143 | 245 | 543 | 543 |
| 27 | 39 | 61 | 82 | 142 | 244 | 542 | 542 |
| 28 | 38 | 60 | 81 | 141 | 244 | 542 | 542 |
| 29 | 38 | 59 | 80 | 141 | 243 | 541 | 541 |
| 30 | 37 | 59 | 80 | 140 | 242 | 540 | 540 |

Duration (in years)

Credit quality step 0

Credit 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

87

157

269

567

1 279

2

52

65

88

158

270

568

1 031

3

53

67

89

152

267

564

839

4

54

69

92

154

265

563

693

5

54

71

96

156

264

562

581

6

55

72

99

160

264

562

562

7

55

73

99

162

262

560

560

8

55

73

99

160

262

560

560

9

54

74

98

159

261

559

559

10

53

74

97

158

260

558

558

11

53

73

96

157

259

557

557

12

52

73

95

155

257

555

555

13

51

72

93

154

256

554

554

14

49

71

92

152

255

553

553

15

48

70

91

151

253

551

551

16

47

68

89

150

252

550

550

17

46

67

88

149

251

549

549

18

45

66

87

148

250

548

548

19

44

66

87

147

249

547

547

20

44

65

86

147

249

547

547

21

43

65

86

146

248

546

546

22

42

64

85

146

248

546

546

23

42

63

84

145

247

545

545

24

41

63

84

144

246

544

544

25

40

62

83

143

246

544

544

26

40

61

82

143

245

543

543

27

39

61

82

142

244

542

542

28

38

60

81

141

244

542

542

29

38

59

80

141

243

541

541

30

37

59

80

140

242

540

540

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 | 114 | 127 | 151 | 220 | 332 | 630 | 1 330 |
| 2 | 116 | 129 | 152 | 222 | 334 | 632 | 1 075 |
| 3 | 119 | 133 | 155 | 217 | 332 | 630 | 878 |
| 4 | 121 | 136 | 159 | 221 | 332 | 630 | 728 |
| 5 | 123 | 139 | 164 | 225 | 333 | 631 | 631 |
| 6 | 125 | 142 | 168 | 230 | 333 | 631 | 631 |
| 7 | 126 | 144 | 170 | 232 | 333 | 631 | 631 |
| 8 | 125 | 144 | 170 | 231 | 333 | 631 | 631 |
| 9 | 125 | 145 | 169 | 230 | 332 | 631 | 631 |
| 10 | 125 | 146 | 169 | 230 | 332 | 630 | 630 |
| 11 | 125 | 146 | 168 | 229 | 331 | 629 | 629 |
| 12 | 124 | 145 | 167 | 227 | 330 | 628 | 628 |
| 13 | 123 | 144 | 165 | 226 | 328 | 626 | 626 |
| 14 | 121 | 143 | 164 | 224 | 326 | 624 | 624 |
| 15 | 119 | 141 | 162 | 222 | 324 | 623 | 623 |
| 16 | 117 | 139 | 160 | 220 | 322 | 620 | 620 |
| 17 | 115 | 137 | 158 | 218 | 320 | 618 | 618 |
| 18 | 113 | 135 | 156 | 216 | 318 | 616 | 616 |
| 19 | 111 | 133 | 154 | 214 | 316 | 614 | 614 |
| 20 | 110 | 131 | 152 | 213 | 315 | 613 | 613 |
| 21 | 108 | 129 | 150 | 211 | 313 | 611 | 611 |
| 22 | 106 | 128 | 149 | 209 | 311 | 609 | 609 |
| 23 | 104 | 126 | 147 | 207 | 309 | 607 | 607 |
| 24 | 102 | 124 | 145 | 205 | 307 | 606 | 606 |
| 25 | 100 | 122 | 143 | 203 | 306 | 604 | 604 |
| 26 | 99 | 120 | 141 | 202 | 304 | 602 | 602 |
| 27 | 97 | 118 | 139 | 200 | 302 | 600 | 600 |
| 28 | 95 | 117 | 138 | 198 | 300 | 598 | 598 |
| 29 | 93 | 115 | 136 | 196 | 298 | 597 | 597 |
| 30 | 92 | 113 | 134 | 195 | 297 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

127

151

220

332

630

1 330

2

116

129

152

222

334

632

1 075

3

119

133

155

217

332

630

878

4

121

136

159

221

332

630

728

5

123

139

164

225

333

631

631

6

125

142

168

230

333

631

631

7

126

144

170

232

333

631

631

8

125

144

170

231

333

631

631

9

125

145

169

230

332

631

631

10

125

146

169

230

332

630

630

11

125

146

168

229

331

629

629

12

124

145

167

227

330

628

628

13

123

144

165

226

328

626

626

14

121

143

164

224

326

624

624

15

119

141

162

222

324

623

623

16

117

139

160

220

322

620

620

17

115

137

158

218

320

618

618

18

113

135

156

216

318

616

616

19

111

133

154

214

316

614

614

20

110

131

152

213

315

613

613

21

108

129

150

211

313

611

611

22

106

128

149

209

311

609

609

23

104

126

147

207

309

607

607

24

102

124

145

205

307

606

606

25

100

122

143

203

306

604

604

26

99

120

141

202

304

602

602

27

97

118

139

200

302

600

600

28

95

117

138

198

300

598

598

29

93

115

136

196

298

597

597

30

92

113

134

195

297

595

595

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 | 203 | 272 | 384 | 682 | 1 469 |
| 2 | 176 | 189 | 212 | 282 | 394 | 692 | 1 166 |
| 3 | 182 | 196 | 218 | 281 | 395 | 693 | 944 |
| 4 | 185 | 200 | 223 | 285 | 396 | 694 | 778 |
| 5 | 187 | 203 | 228 | 288 | 396 | 694 | 694 |
| 6 | 187 | 204 | 230 | 292 | 395 | 693 | 693 |
| 7 | 187 | 205 | 231 | 294 | 394 | 692 | 692 |
| 8 | 186 | 205 | 230 | 291 | 393 | 691 | 691 |
| 9 | 185 | 204 | 229 | 290 | 392 | 690 | 690 |
| 10 | 184 | 204 | 228 | 289 | 391 | 689 | 689 |
| 11 | 183 | 204 | 226 | 287 | 389 | 687 | 687 |
| 12 | 181 | 202 | 224 | 285 | 387 | 685 | 685 |
| 13 | 179 | 200 | 221 | 282 | 384 | 682 | 682 |
| 14 | 176 | 198 | 219 | 279 | 381 | 679 | 679 |
| 15 | 173 | 195 | 216 | 276 | 378 | 676 | 676 |
| 16 | 170 | 192 | 213 | 273 | 375 | 673 | 673 |
| 17 | 167 | 189 | 210 | 270 | 372 | 670 | 670 |
| 18 | 164 | 186 | 207 | 267 | 369 | 668 | 668 |
| 19 | 161 | 183 | 204 | 264 | 366 | 665 | 665 |
| 20 | 158 | 180 | 201 | 261 | 364 | 662 | 662 |
| 21 | 155 | 177 | 198 | 258 | 361 | 659 | 659 |
| 22 | 152 | 174 | 195 | 255 | 357 | 656 | 656 |
| 23 | 149 | 171 | 192 | 252 | 354 | 653 | 653 |
| 24 | 146 | 168 | 189 | 249 | 351 | 649 | 649 |
| 25 | 143 | 165 | 186 | 246 | 348 | 646 | 646 |
| 26 | 140 | 162 | 183 | 243 | 345 | 643 | 643 |
| 27 | 137 | 159 | 180 | 240 | 342 | 641 | 641 |
| 28 | 134 | 156 | 177 | 237 | 340 | 638 | 638 |
| 29 | 132 | 153 | 174 | 235 | 337 | 635 | 635 |
| 30 | 129 | 151 | 172 | 232 | 334 | 632 | 632 |

Duration (in years)

Credit quality step 0

Credit 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

203

272

384

682

1 469

2

176

189

212

282

394

692

1 166

3

182

196

218

281

395

693

944

4

185

200

223

285

396

694

778

5

187

203

228

288

396

694

694

6

187

204

230

292

395

693

693

7

187

205

231

294

394

692

692

8

186

205

230

291

393

691

691

9

185

204

229

290

392

690

690

10

184

204

228

289

391

689

689

11

183

204

226

287

389

687

687

12

181

202

224

285

387

685

685

13

179

200

221

282

384

682

682

14

176

198

219

279

381

679

679

15

173

195

216

276

378

676

676

16

170

192

213

273

375

673

673

17

167

189

210

270

372

670

670

18

164

186

207

267

369

668

668

19

161

183

204

264

366

665

665

20

158

180

201

261

364

662

662

21

155

177

198

258

361

659

659

22

152

174

195

255

357

656

656

23

149

171

192

252

354

653

653

24

146

168

189

249

351

649

649

25

143

165

186

246

348

646

646

26

140

162

183

243

345

643

643

27

137

159

180

240

342

641

641

28

134

156

177

237

340

638

638

29

132

153

174

235

337

635

635

30

129

151

172

232

334

632

632

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 | 138 | 250 | 549 | 1 267 |
| 2 | 33 | 46 | 69 | 139 | 251 | 549 | 1 016 |
| 3 | 35 | 49 | 71 | 133 | 248 | 546 | 827 |
| 4 | 36 | 51 | 73 | 135 | 247 | 545 | 683 |
| 5 | 37 | 53 | 78 | 138 | 246 | 544 | 574 |
| 6 | 37 | 54 | 81 | 142 | 246 | 544 | 544 |
| 7 | 37 | 56 | 82 | 144 | 245 | 543 | 543 |
| 8 | 36 | 55 | 81 | 142 | 244 | 542 | 542 |
| 9 | 36 | 55 | 80 | 141 | 243 | 541 | 541 |
| 10 | 36 | 56 | 79 | 140 | 242 | 540 | 540 |
| 11 | 36 | 56 | 79 | 139 | 242 | 540 | 540 |
| 12 | 35 | 56 | 78 | 139 | 241 | 539 | 539 |
| 13 | 35 | 57 | 78 | 138 | 240 | 539 | 539 |
| 14 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 15 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 16 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 17 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 18 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 19 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 20 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 21 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 22 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 23 | 35 | 56 | 77 | 138 | 240 | 538 | 538 |
| 24 | 34 | 56 | 77 | 137 | 239 | 538 | 538 |
| 25 | 34 | 55 | 76 | 137 | 239 | 537 | 537 |
| 26 | 34 | 55 | 76 | 137 | 239 | 537 | 537 |
| 27 | 33 | 55 | 76 | 136 | 238 | 537 | 537 |
| 28 | 33 | 54 | 75 | 136 | 238 | 536 | 536 |
| 29 | 33 | 54 | 75 | 136 | 238 | 536 | 536 |
| 30 | 32 | 54 | 75 | 135 | 237 | 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

32

45

69

138

250

549

1 267

2

33

46

69

139

251

549

1 016

3

35

49

71

133

248

546

827

4

36

51

73

135

247

545

683

5

37

53

78

138

246

544

574

6

37

54

81

142

246

544

544

7

37

56

82

144

245

543

543

8

36

55

81

142

244

542

542

9

36

55

80

141

243

541

541

10

36

56

79

140

242

540

540

11

36

56

79

139

242

540

540

12

35

56

78

139

241

539

539

13

35

57

78

138

240

539

539

14

35

56

77

138

240

538

538

15

35

56

77

138

240

538

538

16

35

56

77

138

240

538

538

17

35

56

77

138

240

538

538

18

35

56

77

138

240

538

538

19

35

56

77

138

240

538

538

20

35

56

77

138

240

538

538

21

35

56

77

138

240

538

538

22

35

56

77

138

240

538

538

23

35

56

77

138

240

538

538

24

34

56

77

137

239

538

538

25

34

55

76

137

239

537

537

26

34

55

76

137

239

537

537

27

33

55

76

136

238

537

537

28

33

54

75

136

238

536

536

29

33

54

75

136

238

536

536

30

32

54

75

135

237

535

535

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 | 135 | 247 | 546 | 1 266 |
| 2 | 31 | 44 | 67 | 137 | 249 | 547 | 1 022 |
| 3 | 34 | 48 | 70 | 133 | 247 | 545 | 834 |
| 4 | 36 | 51 | 74 | 136 | 247 | 545 | 691 |
| 5 | 38 | 55 | 80 | 140 | 248 | 546 | 581 |
| 6 | 40 | 57 | 83 | 145 | 248 | 547 | 547 |
| 7 | 41 | 60 | 86 | 148 | 249 | 547 | 547 |
| 8 | 42 | 60 | 86 | 147 | 249 | 547 | 547 |
| 9 | 42 | 62 | 86 | 147 | 249 | 547 | 547 |
| 10 | 43 | 63 | 87 | 147 | 249 | 548 | 548 |
| 11 | 44 | 65 | 87 | 148 | 250 | 548 | 548 |
| 12 | 44 | 66 | 87 | 148 | 250 | 548 | 548 |
| 13 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 14 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 15 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 16 | 44 | 66 | 87 | 147 | 250 | 548 | 548 |
| 17 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 18 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 19 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 20 | 45 | 67 | 88 | 148 | 250 | 548 | 548 |
| 21 | 45 | 67 | 88 | 148 | 250 | 548 | 548 |
| 22 | 45 | 67 | 88 | 148 | 250 | 548 | 548 |
| 23 | 45 | 66 | 87 | 148 | 250 | 548 | 548 |
| 24 | 44 | 66 | 87 | 147 | 249 | 548 | 548 |
| 25 | 44 | 65 | 86 | 147 | 249 | 547 | 547 |
| 26 | 43 | 65 | 86 | 146 | 249 | 547 | 547 |
| 27 | 43 | 64 | 85 | 146 | 248 | 546 | 546 |
| 28 | 42 | 64 | 85 | 145 | 247 | 546 | 546 |
| 29 | 42 | 63 | 84 | 145 | 247 | 545 | 545 |
| 30 | 41 | 63 | 84 | 144 | 246 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

42

66

135

247

546

1 266

2

31

44

67

137

249

547

1 022

3

34

48

70

133

247

545

834

4

36

51

74

136

247

545

691

5

38

55

80

140

248

546

581

6

40

57

83

145

248

547

547

7

41

60

86

148

249

547

547

8

42

60

86

147

249

547

547

9

42

62

86

147

249

547

547

10

43

63

87

147

249

548

548

11

44

65

87

148

250

548

548

12

44

66

87

148

250

548

548

13

45

66

87

148

250

548

548

14

45

66

87

148

250

548

548

15

45

66

87

148

250

548

548

16

44

66

87

147

250

548

548

17

45

66

87

148

250

548

548

18

45

66

87

148

250

548

548

19

45

66

87

148

250

548

548

20

45

67

88

148

250

548

548

21

45

67

88

148

250

548

548

22

45

67

88

148

250

548

548

23

45

66

87

148

250

548

548

24

44

66

87

147

249

548

548

25

44

65

86

147

249

547

547

26

43

65

86

146

249

547

547

27

43

64

85

146

248

546

546

28

42

64

85

145

247

546

546

29

42

63

84

145

247

545

545

30

41

63

84

144

246

544

544

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 tep 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 127 | 140 | 163 | 232 | 345 | 643 | 1 493 |
| 2 | 126 | 139 | 162 | 231 | 344 | 642 | 1 182 |
| 3 | 126 | 140 | 162 | 225 | 339 | 637 | 955 |
| 4 | 126 | 141 | 164 | 226 | 337 | 636 | 786 |
| 5 | 127 | 143 | 168 | 229 | 337 | 635 | 657 |
| 6 | 127 | 144 | 170 | 232 | 335 | 633 | 633 |
| 7 | 127 | 145 | 171 | 233 | 334 | 632 | 632 |
| 8 | 126 | 145 | 170 | 232 | 333 | 632 | 632 |
| 9 | 125 | 145 | 169 | 230 | 332 | 630 | 630 |
| 10 | 125 | 145 | 169 | 229 | 332 | 630 | 630 |
| 11 | 125 | 146 | 168 | 229 | 331 | 629 | 629 |
| 12 | 124 | 145 | 167 | 228 | 330 | 628 | 628 |
| 13 | 123 | 145 | 166 | 226 | 329 | 627 | 627 |
| 14 | 122 | 144 | 165 | 225 | 327 | 625 | 625 |
| 15 | 120 | 142 | 163 | 223 | 325 | 623 | 623 |
| 16 | 118 | 140 | 161 | 221 | 323 | 621 | 621 |
| 17 | 116 | 137 | 158 | 219 | 321 | 619 | 619 |
| 18 | 113 | 135 | 156 | 217 | 319 | 617 | 617 |
| 19 | 111 | 133 | 154 | 214 | 317 | 615 | 615 |
| 20 | 109 | 131 | 152 | 212 | 314 | 613 | 613 |
| 21 | 107 | 129 | 150 | 210 | 312 | 610 | 610 |
| 22 | 105 | 126 | 147 | 208 | 310 | 608 | 608 |
| 23 | 103 | 124 | 145 | 206 | 308 | 606 | 606 |
| 24 | 100 | 122 | 143 | 204 | 306 | 604 | 604 |
| 25 | 98 | 120 | 141 | 201 | 303 | 602 | 602 |
| 26 | 96 | 118 | 139 | 199 | 301 | 599 | 599 |
| 27 | 94 | 116 | 137 | 197 | 299 | 597 | 597 |
| 28 | 92 | 114 | 134 | 195 | 297 | 595 | 595 |
| 29 | 90 | 112 | 132 | 193 | 295 | 593 | 593 |
| 30 | 88 | 110 | 131 | 191 | 293 | 591 | 591 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality tep 4

Credit quality step 5

Credit quality step 6

1

127

140

163

232

345

643

1 493

2

126

139

162

231

344

642

1 182

3

126

140

162

225

339

637

955

4

126

141

164

226

337

636

786

5

127

143

168

229

337

635

657

6

127

144

170

232

335

633

633

7

127

145

171

233

334

632

632

8

126

145

170

232

333

632

632

9

125

145

169

230

332

630

630

10

125

145

169

229

332

630

630

11

125

146

168

229

331

629

629

12

124

145

167

228

330

628

628

13

123

145

166

226

329

627

627

14

122

144

165

225

327

625

625

15

120

142

163

223

325

623

623

16

118

140

161

221

323

621

621

17

116

137

158

219

321

619

619

18

113

135

156

217

319

617

617

19

111

133

154

214

317

615

615

20

109

131

152

212

314

613

613

21

107

129

150

210

312

610

610

22

105

126

147

208

310

608

608

23

103

124

145

206

308

606

606

24

100

122

143

204

306

604

604

25

98

120

141

201

303

602

602

26

96

118

139

199

301

599

599

27

94

116

137

197

299

597

597

28

92

114

134

195

297

595

595

29

90

112

132

193

295

593

593

30

88

110

131

191

293

591

591

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 | 36 | 106 | 218 | 516 | 1 255 |
| 2 | 2 | 15 | 38 | 108 | 220 | 518 | 1 012 |
| 3 | 5 | 19 | 41 | 104 | 218 | 516 | 824 |
| 4 | 7 | 22 | 45 | 107 | 218 | 516 | 681 |
| 5 | 9 | 26 | 51 | 111 | 219 | 517 | 572 |
| 6 | 11 | 28 | 54 | 116 | 219 | 518 | 518 |
| 7 | 12 | 31 | 57 | 119 | 220 | 518 | 518 |
| 8 | 12 | 31 | 56 | 118 | 220 | 518 | 518 |
| 9 | 12 | 32 | 56 | 117 | 220 | 518 | 518 |
| 10 | 13 | 33 | 57 | 117 | 219 | 518 | 518 |
| 11 | 13 | 34 | 57 | 117 | 219 | 517 | 517 |
| 12 | 13 | 34 | 56 | 117 | 219 | 517 | 517 |
| 13 | 13 | 35 | 56 | 117 | 219 | 517 | 517 |
| 14 | 13 | 35 | 56 | 116 | 218 | 517 | 517 |
| 15 | 13 | 35 | 56 | 116 | 218 | 516 | 516 |
| 16 | 13 | 34 | 55 | 116 | 218 | 516 | 516 |
| 17 | 13 | 34 | 55 | 116 | 218 | 516 | 516 |
| 18 | 14 | 34 | 55 | 116 | 218 | 516 | 516 |
| 19 | 15 | 34 | 55 | 116 | 218 | 516 | 516 |
| 20 | 15 | 35 | 56 | 116 | 219 | 517 | 517 |
| 21 | 17 | 35 | 56 | 117 | 219 | 517 | 517 |
| 22 | 17 | 36 | 57 | 117 | 219 | 517 | 517 |
| 23 | 18 | 36 | 57 | 117 | 219 | 518 | 518 |
| 24 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 25 | 19 | 36 | 57 | 118 | 220 | 518 | 518 |
| 26 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 27 | 20 | 36 | 57 | 118 | 220 | 518 | 518 |
| 28 | 21 | 36 | 57 | 118 | 220 | 518 | 518 |
| 29 | 22 | 36 | 57 | 118 | 220 | 518 | 518 |
| 30 | 23 | 36 | 57 | 118 | 220 | 518 | 518 |

Duration (in years)

Credit quality step 0

Credit 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

36

106

218

516

1 255

2

2

15

38

108

220

518

1 012

3

5

19

41

104

218

516

824

4

7

22

45

107

218

516

681

5

9

26

51

111

219

517

572

6

11

28

54

116

219

518

518

7

12

31

57

119

220

518

518

8

12

31

56

118

220

518

518

9

12

32

56

117

220

518

518

10

13

33

57

117

219

518

518

11

13

34

57

117

219

517

517

12

13

34

56

117

219

517

517

13

13

35

56

117

219

517

517

14

13

35

56

116

218

517

517

15

13

35

56

116

218

516

516

16

13

34

55

116

218

516

516

17

13

34

55

116

218

516

516

18

14

34

55

116

218

516

516

19

15

34

55

116

218

516

516

20

15

35

56

116

219

517

517

21

17

35

56

117

219

517

517

22

17

36

57

117

219

517

517

23

18

36

57

117

219

518

518

24

19

36

57

118

220

518

518

25

19

36

57

118

220

518

518

26

20

36

57

118

220

518

518

27

20

36

57

118

220

518

518

28

21

36

57

118

220

518

518

29

22

36

57

118

220

518

518

30

23

36

57

118

220

518

518

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 | 141 | 254 | 552 | 1 266 |
| 2 | 36 | 49 | 72 | 142 | 254 | 552 | 1 020 |
| 3 | 36 | 50 | 73 | 135 | 250 | 548 | 830 |
| 4 | 37 | 52 | 74 | 136 | 248 | 546 | 686 |
| 5 | 37 | 53 | 78 | 139 | 247 | 545 | 575 |
| 6 | 39 | 56 | 83 | 144 | 248 | 546 | 546 |
| 7 | 37 | 55 | 81 | 144 | 244 | 542 | 542 |
| 8 | 40 | 59 | 84 | 146 | 247 | 546 | 546 |
| 9 | 39 | 59 | 83 | 144 | 246 | 545 | 545 |
| 10 | 35 | 55 | 78 | 139 | 241 | 539 | 539 |
| 11 | 31 | 52 | 74 | 135 | 237 | 535 | 535 |
| 12 | 28 | 49 | 71 | 132 | 234 | 532 | 532 |
| 13 | 26 | 47 | 69 | 129 | 231 | 529 | 529 |
| 14 | 24 | 46 | 67 | 127 | 229 | 528 | 528 |
| 15 | 23 | 44 | 65 | 126 | 228 | 526 | 526 |
| 16 | 21 | 43 | 64 | 124 | 227 | 525 | 525 |
| 17 | 21 | 42 | 63 | 124 | 226 | 524 | 524 |
| 18 | 20 | 42 | 63 | 123 | 225 | 523 | 523 |
| 19 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 20 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 21 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 22 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 23 | 20 | 41 | 62 | 123 | 225 | 523 | 523 |
| 24 | 19 | 41 | 62 | 122 | 225 | 523 | 523 |
| 25 | 19 | 41 | 62 | 122 | 224 | 523 | 523 |
| 26 | 20 | 41 | 62 | 122 | 224 | 522 | 522 |
| 27 | 20 | 41 | 61 | 122 | 224 | 522 | 522 |
| 28 | 21 | 40 | 61 | 122 | 224 | 522 | 522 |
| 29 | 22 | 40 | 61 | 122 | 224 | 522 | 522 |
| 30 | 23 | 40 | 61 | 122 | 224 | 522 | 522 |

Duration (in years)

Credit quality step 0

Credit 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

141

254

552

1 266

2

36

49

72

142

254

552

1 020

3

36

50

73

135

250

548

830

4

37

52

74

136

248

546

686

5

37

53

78

139

247

545

575

6

39

56

83

144

248

546

546

7

37

55

81

144

244

542

542

8

40

59

84

146

247

546

546

9

39

59

83

144

246

545

545

10

35

55

78

139

241

539

539

11

31

52

74

135

237

535

535

12

28

49

71

132

234

532

532

13

26

47

69

129

231

529

529

14

24

46

67

127

229

528

528

15

23

44

65

126

228

526

526

16

21

43

64

124

227

525

525

17

21

42

63

124

226

524

524

18

20

42

63

123

225

523

523

19

20

41

62

123

225

523

523

20

20

41

62

123

225

523

523

21

20

41

62

123

225

523

523

22

20

41

62

123

225

523

523

23

20

41

62

123

225

523

523

24

19

41

62

122

225

523

523

25

19

41

62

122

224

523

523

26

20

41

62

122

224

522

522

27

20

41

61

122

224

522

522

28

21

40

61

122

224

522

522

29

22

40

61

122

224

522

522

30

23

40

61

122

224

522

522

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 | 208 | 221 | 244 | 314 | 426 | 724 | 1 706 |
| 2 | 205 | 218 | 241 | 311 | 423 | 721 | 1 395 |
| 3 | 202 | 216 | 238 | 300 | 415 | 713 | 1 144 |
| 4 | 198 | 213 | 236 | 298 | 409 | 708 | 949 |
| 5 | 195 | 211 | 236 | 296 | 404 | 703 | 796 |
| 6 | 191 | 208 | 235 | 296 | 400 | 698 | 698 |
| 7 | 188 | 206 | 232 | 294 | 395 | 693 | 693 |
| 8 | 183 | 202 | 228 | 289 | 391 | 689 | 689 |
| 9 | 179 | 199 | 223 | 284 | 387 | 685 | 685 |
| 10 | 176 | 196 | 219 | 280 | 382 | 680 | 680 |
| 11 | 172 | 193 | 215 | 276 | 378 | 676 | 676 |
| 12 | 168 | 189 | 211 | 272 | 374 | 672 | 672 |
| 13 | 165 | 186 | 207 | 268 | 370 | 668 | 668 |
| 14 | 161 | 182 | 203 | 264 | 366 | 664 | 664 |
| 15 | 157 | 179 | 200 | 260 | 362 | 660 | 660 |
| 16 | 154 | 175 | 196 | 257 | 359 | 657 | 657 |
| 17 | 150 | 172 | 193 | 253 | 355 | 654 | 654 |
| 18 | 147 | 169 | 190 | 250 | 352 | 650 | 650 |
| 19 | 144 | 166 | 187 | 247 | 349 | 647 | 647 |
| 20 | 141 | 163 | 184 | 244 | 346 | 645 | 645 |
| 21 | 138 | 160 | 181 | 241 | 344 | 642 | 642 |
| 22 | 136 | 157 | 178 | 239 | 341 | 639 | 639 |
| 23 | 133 | 154 | 175 | 236 | 338 | 636 | 636 |
| 24 | 130 | 151 | 172 | 233 | 335 | 633 | 633 |
| 25 | 127 | 149 | 170 | 230 | 332 | 630 | 630 |
| 26 | 125 | 146 | 167 | 228 | 330 | 628 | 628 |
| 27 | 122 | 143 | 164 | 225 | 327 | 625 | 625 |
| 28 | 120 | 141 | 162 | 223 | 325 | 623 | 623 |
| 29 | 117 | 139 | 160 | 220 | 322 | 620 | 620 |
| 30 | 115 | 136 | 157 | 218 | 320 | 618 | 618 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

208

221

244

314

426

724

1 706

2

205

218

241

311

423

721

1 395

3

202

216

238

300

415

713

1 144

4

198

213

236

298

409

708

949

5

195

211

236

296

404

703

796

6

191

208

235

296

400

698

698

7

188

206

232

294

395

693

693

8

183

202

228

289

391

689

689

9

179

199

223

284

387

685

685

10

176

196

219

280

382

680

680

11

172

193

215

276

378

676

676

12

168

189

211

272

374

672

672

13

165

186

207

268

370

668

668

14

161

182

203

264

366

664

664

15

157

179

200

260

362

660

660

16

154

175

196

257

359

657

657

17

150

172

193

253

355

654

654

18

147

169

190

250

352

650

650

19

144

166

187

247

349

647

647

20

141

163

184

244

346

645

645

21

138

160

181

241

344

642

642

22

136

157

178

239

341

639

639

23

133

154

175

236

338

636

636

24

130

151

172

233

335

633

633

25

127

149

170

230

332

630

630

26

125

146

167

228

330

628

628

27

122

143

164

225

327

625

625

28

120

141

162

223

325

623

623

29

117

139

160

220

322

620

620

30

115

136

157

218

320

618

618

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 | 48 | 102 | 234 | 532 | 1 263 |
| 2 | 9 | 25 | 48 | 102 | 234 | 532 | 1 019 |
| 3 | 10 | 28 | 50 | 97 | 232 | 530 | 829 |
| 4 | 12 | 33 | 54 | 95 | 233 | 531 | 684 |
| 5 | 16 | 38 | 59 | 98 | 234 | 532 | 573 |
| 6 | 18 | 42 | 63 | 95 | 234 | 532 | 532 |
| 7 | 19 | 44 | 63 | 90 | 235 | 533 | 533 |
| 8 | 18 | 43 | 62 | 89 | 235 | 533 | 533 |
| 9 | 19 | 45 | 64 | 93 | 235 | 533 | 533 |
| 10 | 21 | 48 | 67 | 96 | 235 | 533 | 533 |
| 11 | 22 | 50 | 68 | 99 | 235 | 533 | 533 |
| 12 | 24 | 52 | 70 | 100 | 235 | 533 | 533 |
| 13 | 26 | 54 | 70 | 100 | 235 | 533 | 533 |
| 14 | 26 | 54 | 71 | 100 | 235 | 533 | 533 |
| 15 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 16 | 26 | 55 | 71 | 101 | 234 | 532 | 532 |
| 17 | 26 | 55 | 71 | 101 | 234 | 533 | 533 |
| 18 | 26 | 55 | 71 | 101 | 234 | 532 | 532 |
| 19 | 26 | 55 | 71 | 101 | 234 | 533 | 533 |
| 20 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 21 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 22 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 23 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 24 | 26 | 55 | 71 | 101 | 235 | 533 | 533 |
| 25 | 26 | 55 | 71 | 101 | 234 | 533 | 533 |
| 26 | 26 | 55 | 71 | 101 | 234 | 532 | 532 |
| 27 | 26 | 55 | 71 | 101 | 234 | 532 | 532 |
| 28 | 26 | 55 | 71 | 101 | 234 | 532 | 532 |
| 29 | 26 | 55 | 71 | 101 | 233 | 532 | 532 |
| 30 | 26 | 55 | 71 | 101 | 233 | 531 | 531 |

Duration (in years)

Credit quality step 0

Credit 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

48

102

234

532

1 263

2

9

25

48

102

234

532

1 019

3

10

28

50

97

232

530

829

4

12

33

54

95

233

531

684

5

16

38

59

98

234

532

573

6

18

42

63

95

234

532

532

7

19

44

63

90

235

533

533

8

18

43

62

89

235

533

533

9

19

45

64

93

235

533

533

10

21

48

67

96

235

533

533

11

22

50

68

99

235

533

533

12

24

52

70

100

235

533

533

13

26

54

70

100

235

533

533

14

26

54

71

100

235

533

533

15

26

55

71

101

235

533

533

16

26

55

71

101

234

532

532

17

26

55

71

101

234

533

533

18

26

55

71

101

234

532

532

19

26

55

71

101

234

533

533

20

26

55

71

101

235

533

533

21

26

55

71

101

235

533

533

22

26

55

71

101

235

533

533

23

26

55

71

101

235

533

533

24

26

55

71

101

235

533

533

25

26

55

71

101

234

533

533

26

26

55

71

101

234

532

532

27

26

55

71

101

234

532

532

28

26

55

71

101

234

532

532

29

26

55

71

101

233

532

532

30

26

55

71

101

233

531

531

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 | 85 | 197 | 495 | 1 223 |
| 2 | 1 | 5 | 14 | 83 | 196 | 494 | 980 |
| 3 | 2 | 5 | 14 | 76 | 191 | 489 | 796 |
| 4 | 2 | 6 | 15 | 77 | 189 | 487 | 657 |
| 5 | 4 | 6 | 19 | 80 | 188 | 486 | 552 |
| 6 | 4 | 7 | 22 | 84 | 187 | 485 | 485 |
| 7 | 5 | 9 | 24 | 86 | 187 | 485 | 485 |
| 8 | 7 | 9 | 24 | 85 | 187 | 485 | 485 |
| 9 | 7 | 10 | 23 | 84 | 187 | 485 | 485 |
| 10 | 8 | 10 | 24 | 84 | 187 | 485 | 485 |
| 11 | 8 | 11 | 24 | 85 | 187 | 485 | 485 |
| 12 | 9 | 13 | 24 | 85 | 187 | 485 | 485 |
| 13 | 10 | 13 | 25 | 85 | 187 | 485 | 485 |
| 14 | 11 | 14 | 25 | 85 | 187 | 486 | 486 |
| 15 | 12 | 14 | 25 | 86 | 188 | 486 | 486 |
| 16 | 13 | 15 | 26 | 86 | 188 | 486 | 486 |
| 17 | 13 | 16 | 27 | 86 | 188 | 486 | 486 |
| 18 | 14 | 17 | 28 | 87 | 189 | 487 | 487 |
| 19 | 14 | 18 | 30 | 87 | 189 | 487 | 487 |
| 20 | 15 | 18 | 31 | 88 | 190 | 488 | 488 |
| 21 | 16 | 19 | 32 | 88 | 190 | 488 | 488 |
| 22 | 17 | 20 | 33 | 88 | 190 | 489 | 489 |
| 23 | 18 | 21 | 34 | 89 | 191 | 489 | 489 |
| 24 | 18 | 21 | 35 | 89 | 191 | 489 | 489 |
| 25 | 19 | 22 | 37 | 89 | 191 | 489 | 489 |
| 26 | 19 | 22 | 38 | 89 | 191 | 489 | 489 |
| 27 | 20 | 23 | 39 | 89 | 191 | 489 | 489 |
| 28 | 20 | 25 | 40 | 89 | 191 | 489 | 489 |
| 29 | 21 | 25 | 41 | 88 | 191 | 489 | 489 |
| 30 | 22 | 26 | 42 | 88 | 191 | 489 | 489 |

Duration (in years)

Credit quality step 0

Credit 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

85

197

495

1 223

2

1

5

14

83

196

494

980

3

2

5

14

76

191

489

796

4

2

6

15

77

189

487

657

5

4

6

19

80

188

486

552

6

4

7

22

84

187

485

485

7

5

9

24

86

187

485

485

8

7

9

24

85

187

485

485

9

7

10

23

84

187

485

485

10

8

10

24

84

187

485

485

11

8

11

24

85

187

485

485

12

9

13

24

85

187

485

485

13

10

13

25

85

187

485

485

14

11

14

25

85

187

486

486

15

12

14

25

86

188

486

486

16

13

15

26

86

188

486

486

17

13

16

27

86

188

486

486

18

14

17

28

87

189

487

487

19

14

18

30

87

189

487

487

20

15

18

31

88

190

488

488

21

16

19

32

88

190

488

488

22

17

20

33

88

190

489

489

23

18

21

34

89

191

489

489

24

18

21

35

89

191

489

489

25

19

22

37

89

191

489

489

26

19

22

38

89

191

489

489

27

20

23

39

89

191

489

489

28

20

25

40

89

191

489

489

29

21

25

41

88

191

489

489

30

22

26

42

88

191

489

489

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 | 14 | 21 | 42 | 159 | 292 | 3 011 |
| 2 | 2 | 14 | 21 | 42 | 159 | 335 | 2 262 |
| 3 | 2 | 15 | 23 | 47 | 154 | 351 | 1 716 |
| 4 | 2 | 16 | 26 | 50 | 152 | 352 | 1 329 |
| 5 | 3 | 18 | 29 | 52 | 152 | 344 | 1 055 |
| 6 | 4 | 20 | 31 | 55 | 152 | 331 | 857 |
| 7 | 6 | 23 | 33 | 58 | 152 | 315 | 709 |
| 8 | 6 | 23 | 34 | 60 | 152 | 299 | 596 |
| 9 | 6 | 24 | 36 | 63 | 152 | 282 | 508 |
| 10 | 6 | 25 | 37 | 65 | 152 | 265 | 437 |
| 11 | 7 | 26 | 38 | 66 | 152 | 249 | 380 |
| 12 | 7 | 26 | 38 | 66 | 152 | 245 | 333 |
| 13 | 7 | 26 | 38 | 66 | 152 | 245 | 293 |
| 14 | 7 | 26 | 38 | 66 | 152 | 245 | 260 |
| 15 | 7 | 26 | 39 | 66 | 152 | 245 | 245 |
| 16 | 7 | 26 | 41 | 66 | 152 | 245 | 245 |
| 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 |
| 18 | 7 | 26 | 46 | 66 | 152 | 245 | 245 |
| 19 | 7 | 26 | 48 | 66 | 152 | 245 | 245 |
| 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 |
| 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 |
| 22 | 8 | 26 | 55 | 66 | 152 | 245 | 245 |
| 23 | 8 | 26 | 58 | 66 | 152 | 245 | 245 |
| 24 | 8 | 26 | 60 | 66 | 152 | 245 | 245 |
| 25 | 9 | 26 | 63 | 66 | 152 | 245 | 245 |
| 26 | 9 | 26 | 65 | 67 | 152 | 245 | 245 |
| 27 | 10 | 26 | 68 | 69 | 152 | 245 | 245 |
| 28 | 10 | 26 | 70 | 71 | 152 | 245 | 245 |
| 29 | 10 | 26 | 73 | 73 | 152 | 245 | 245 |
| 30 | 11 | 26 | 75 | 75 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit 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

159

292

3 011

2

2

14

21

42

159

335

2 262

3

2

15

23

47

154

351

1 716

4

2

16

26

50

152

352

1 329

5

3

18

29

52

152

344

1 055

6

4

20

31

55

152

331

857

7

6

23

33

58

152

315

709

8

6

23

34

60

152

299

596

9

6

24

36

63

152

282

508

10

6

25

37

65

152

265

437

11

7

26

38

66

152

249

380

12

7

26

38

66

152

245

333

13

7

26

38

66

152

245

293

14

7

26

38

66

152

245

260

15

7

26

39

66

152

245

245

16

7

26

41

66

152

245

245

17

7

26

44

66

152

245

245

18

7

26

46

66

152

245

245

19

7

26

48

66

152

245

245

20

7

26

51

66

152

245

245

21

7

26

54

66

152

245

245

22

8

26

55

66

152

245

245

23

8

26

58

66

152

245

245

24

8

26

60

66

152

245

245

25

9

26

63

66

152

245

245

26

9

26

65

67

152

245

245

27

10

26

68

69

152

245

245

28

10

26

70

71

152

245

245

29

10

26

73

73

152

245

245

30

11

26

75

75

152

245

245

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 | 11 | 24 | 30 | 51 | 169 | 318 | 3 300 |
| 2 | 13 | 25 | 32 | 53 | 170 | 361 | 2 458 |
| 3 | 13 | 26 | 34 | 58 | 166 | 375 | 1 851 |
| 4 | 13 | 27 | 37 | 61 | 163 | 374 | 1 426 |
| 5 | 13 | 28 | 40 | 63 | 162 | 364 | 1 127 |
| 6 | 14 | 30 | 41 | 65 | 162 | 349 | 912 |
| 7 | 15 | 32 | 42 | 67 | 161 | 332 | 753 |
| 8 | 14 | 32 | 43 | 69 | 160 | 314 | 632 |
| 9 | 14 | 32 | 44 | 71 | 160 | 296 | 537 |
| 10 | 14 | 32 | 45 | 72 | 159 | 278 | 462 |
| 11 | 14 | 32 | 45 | 73 | 159 | 261 | 401 |
| 12 | 13 | 32 | 44 | 72 | 158 | 252 | 351 |
| 13 | 13 | 31 | 44 | 72 | 157 | 251 | 309 |
| 14 | 12 | 31 | 43 | 71 | 157 | 251 | 273 |
| 15 | 12 | 30 | 43 | 71 | 157 | 250 | 250 |
| 16 | 11 | 30 | 43 | 70 | 156 | 250 | 250 |
| 17 | 11 | 30 | 46 | 70 | 156 | 250 | 250 |
| 18 | 11 | 30 | 48 | 70 | 156 | 250 | 250 |
| 19 | 11 | 30 | 51 | 70 | 156 | 250 | 250 |
| 20 | 11 | 30 | 53 | 71 | 156 | 250 | 250 |
| 21 | 12 | 31 | 55 | 71 | 157 | 250 | 250 |
| 22 | 12 | 31 | 58 | 71 | 157 | 250 | 250 |
| 23 | 12 | 31 | 61 | 71 | 157 | 251 | 251 |
| 24 | 12 | 31 | 63 | 71 | 157 | 251 | 251 |
| 25 | 12 | 31 | 66 | 71 | 157 | 251 | 251 |
| 26 | 12 | 31 | 68 | 71 | 157 | 251 | 251 |
| 27 | 12 | 31 | 71 | 71 | 157 | 250 | 250 |
| 28 | 12 | 31 | 73 | 73 | 157 | 250 | 250 |
| 29 | 12 | 31 | 75 | 75 | 157 | 250 | 250 |
| 30 | 12 | 30 | 78 | 77 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

24

30

51

169

318

3 300

2

13

25

32

53

170

361

2 458

3

13

26

34

58

166

375

1 851

4

13

27

37

61

163

374

1 426

5

13

28

40

63

162

364

1 127

6

14

30

41

65

162

349

912

7

15

32

42

67

161

332

753

8

14

32

43

69

160

314

632

9

14

32

44

71

160

296

537

10

14

32

45

72

159

278

462

11

14

32

45

73

159

261

401

12

13

32

44

72

158

252

351

13

13

31

44

72

157

251

309

14

12

31

43

71

157

251

273

15

12

30

43

71

157

250

250

16

11

30

43

70

156

250

250

17

11

30

46

70

156

250

250

18

11

30

48

70

156

250

250

19

11

30

51

70

156

250

250

20

11

30

53

71

156

250

250

21

12

31

55

71

157

250

250

22

12

31

58

71

157

250

250

23

12

31

61

71

157

251

251

24

12

31

63

71

157

251

251

25

12

31

66

71

157

251

251

26

12

31

68

71

157

251

251

27

12

31

71

71

157

250

250

28

12

31

73

73

157

250

250

29

12

31

75

75

157

250

250

30

12

30

78

77

157

250

250

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 | 159 | 292 | 3 010 |
| 2 | 2 | 14 | 21 | 42 | 159 | 335 | 2 262 |
| 3 | 2 | 15 | 23 | 47 | 154 | 351 | 1 715 |
| 4 | 2 | 15 | 26 | 50 | 152 | 352 | 1 329 |
| 5 | 3 | 17 | 29 | 52 | 152 | 344 | 1 055 |
| 6 | 4 | 20 | 31 | 55 | 152 | 331 | 856 |
| 7 | 5 | 22 | 33 | 57 | 152 | 315 | 709 |
| 8 | 6 | 23 | 34 | 60 | 152 | 299 | 596 |
| 9 | 6 | 24 | 36 | 63 | 152 | 282 | 508 |
| 10 | 6 | 25 | 37 | 65 | 152 | 265 | 437 |
| 11 | 7 | 25 | 38 | 66 | 152 | 249 | 380 |
| 12 | 7 | 25 | 38 | 66 | 152 | 245 | 333 |
| 13 | 7 | 26 | 38 | 66 | 152 | 245 | 293 |
| 14 | 7 | 26 | 38 | 66 | 152 | 245 | 260 |
| 15 | 7 | 26 | 39 | 66 | 152 | 245 | 245 |
| 16 | 7 | 26 | 41 | 66 | 152 | 245 | 245 |
| 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 |
| 18 | 7 | 26 | 46 | 66 | 152 | 245 | 245 |
| 19 | 7 | 26 | 48 | 66 | 152 | 245 | 245 |
| 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 |
| 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 |
| 22 | 8 | 26 | 55 | 66 | 152 | 245 | 245 |
| 23 | 8 | 26 | 58 | 66 | 152 | 245 | 245 |
| 24 | 8 | 26 | 60 | 66 | 152 | 245 | 245 |
| 25 | 9 | 26 | 63 | 66 | 152 | 245 | 245 |
| 26 | 9 | 26 | 65 | 67 | 152 | 245 | 245 |
| 27 | 10 | 26 | 68 | 69 | 152 | 245 | 245 |
| 28 | 10 | 26 | 70 | 71 | 152 | 245 | 245 |
| 29 | 10 | 26 | 73 | 73 | 152 | 245 | 245 |
| 30 | 11 | 26 | 75 | 75 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit 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

159

292

3 010

2

2

14

21

42

159

335

2 262

3

2

15

23

47

154

351

1 715

4

2

15

26

50

152

352

1 329

5

3

17

29

52

152

344

1 055

6

4

20

31

55

152

331

856

7

5

22

33

57

152

315

709

8

6

23

34

60

152

299

596

9

6

24

36

63

152

282

508

10

6

25

37

65

152

265

437

11

7

25

38

66

152

249

380

12

7

25

38

66

152

245

333

13

7

26

38

66

152

245

293

14

7

26

38

66

152

245

260

15

7

26

39

66

152

245

245

16

7

26

41

66

152

245

245

17

7

26

44

66

152

245

245

18

7

26

46

66

152

245

245

19

7

26

48

66

152

245

245

20

7

26

51

66

152

245

245

21

7

26

54

66

152

245

245

22

8

26

55

66

152

245

245

23

8

26

58

66

152

245

245

24

8

26

60

66

152

245

245

25

9

26

63

66

152

245

245

26

9

26

65

67

152

245

245

27

10

26

68

69

152

245

245

28

10

26

70

71

152

245

245

29

10

26

73

73

152

245

245

30

11

26

75

75

152

245

245

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 | 91 | 112 | 230 | 325 | 3 322 |
| 2 | 70 | 82 | 88 | 109 | 227 | 365 | 2 488 |
| 3 | 72 | 85 | 93 | 117 | 224 | 382 | 1 883 |
| 4 | 70 | 84 | 94 | 119 | 220 | 382 | 1 457 |
| 5 | 69 | 84 | 95 | 119 | 218 | 373 | 1 155 |
| 6 | 69 | 85 | 96 | 120 | 217 | 359 | 936 |
| 7 | 69 | 86 | 96 | 121 | 215 | 342 | 773 |
| 8 | 68 | 86 | 97 | 122 | 214 | 323 | 649 |
| 9 | 67 | 86 | 97 | 124 | 213 | 307 | 552 |
| 10 | 65 | 83 | 95 | 123 | 210 | 304 | 475 |
| 11 | 63 | 81 | 94 | 122 | 208 | 301 | 412 |
| 12 | 61 | 80 | 93 | 121 | 206 | 300 | 360 |
| 13 | 61 | 80 | 92 | 120 | 206 | 299 | 317 |
| 14 | 60 | 79 | 92 | 119 | 205 | 299 | 299 |
| 15 | 60 | 79 | 91 | 119 | 205 | 299 | 299 |
| 16 | 60 | 78 | 91 | 119 | 205 | 298 | 298 |
| 17 | 59 | 78 | 91 | 118 | 204 | 298 | 298 |
| 18 | 59 | 78 | 90 | 118 | 204 | 297 | 297 |
| 19 | 58 | 77 | 89 | 117 | 203 | 297 | 297 |
| 20 | 58 | 76 | 89 | 117 | 203 | 296 | 296 |
| 21 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 22 | 56 | 75 | 87 | 115 | 201 | 295 | 295 |
| 23 | 55 | 74 | 86 | 114 | 200 | 294 | 294 |
| 24 | 54 | 73 | 86 | 113 | 199 | 293 | 293 |
| 25 | 53 | 72 | 85 | 112 | 198 | 292 | 292 |
| 26 | 52 | 71 | 83 | 111 | 197 | 291 | 291 |
| 27 | 51 | 70 | 82 | 110 | 196 | 290 | 290 |
| 28 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 29 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 30 | 48 | 67 | 80 | 107 | 193 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

73

85

91

112

230

325

3 322

2

70

82

88

109

227

365

2 488

3

72

85

93

117

224

382

1 883

4

70

84

94

119

220

382

1 457

5

69

84

95

119

218

373

1 155

6

69

85

96

120

217

359

936

7

69

86

96

121

215

342

773

8

68

86

97

122

214

323

649

9

67

86

97

124

213

307

552

10

65

83

95

123

210

304

475

11

63

81

94

122

208

301

412

12

61

80

93

121

206

300

360

13

61

80

92

120

206

299

317

14

60

79

92

119

205

299

299

15

60

79

91

119

205

299

299

16

60

78

91

119

205

298

298

17

59

78

91

118

204

298

298

18

59

78

90

118

204

297

297

19

58

77

89

117

203

297

297

20

58

76

89

117

203

296

296

21

57

76

88

116

202

295

295

22

56

75

87

115

201

295

295

23

55

74

86

114

200

294

294

24

54

73

86

113

199

293

293

25

53

72

85

112

198

292

292

26

52

71

83

111

197

291

291

27

51

70

82

110

196

290

290

28

50

69

81

109

195

289

289

29

49

68

80

108

194

288

288

30

48

67

80

107

193

287

287

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 | 163 | 298 | 3 075 |
| 2 | 8 | 20 | 26 | 48 | 165 | 340 | 2 298 |
| 3 | 8 | 21 | 30 | 53 | 161 | 356 | 1 742 |
| 4 | 9 | 23 | 33 | 58 | 159 | 356 | 1 350 |
| 5 | 10 | 25 | 36 | 60 | 159 | 348 | 1 071 |
| 6 | 11 | 27 | 39 | 63 | 159 | 335 | 869 |
| 7 | 13 | 30 | 40 | 65 | 159 | 319 | 719 |
| 8 | 12 | 30 | 41 | 67 | 159 | 302 | 604 |
| 9 | 12 | 31 | 42 | 69 | 158 | 285 | 515 |
| 10 | 12 | 31 | 43 | 71 | 158 | 268 | 443 |
| 11 | 13 | 31 | 44 | 72 | 158 | 252 | 385 |
| 12 | 13 | 31 | 44 | 72 | 158 | 251 | 337 |
| 13 | 13 | 31 | 44 | 72 | 158 | 251 | 298 |
| 14 | 13 | 31 | 44 | 72 | 158 | 251 | 264 |
| 15 | 13 | 32 | 44 | 72 | 158 | 251 | 251 |
| 16 | 13 | 31 | 44 | 72 | 157 | 251 | 251 |
| 17 | 13 | 32 | 44 | 72 | 158 | 251 | 251 |
| 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 |
| 19 | 13 | 32 | 50 | 72 | 158 | 252 | 252 |
| 20 | 14 | 32 | 51 | 73 | 159 | 252 | 252 |
| 21 | 14 | 33 | 54 | 73 | 159 | 253 | 253 |
| 22 | 14 | 33 | 57 | 73 | 159 | 253 | 253 |
| 23 | 14 | 33 | 59 | 74 | 159 | 253 | 253 |
| 24 | 14 | 33 | 62 | 74 | 159 | 253 | 253 |
| 25 | 14 | 33 | 64 | 74 | 159 | 253 | 253 |
| 26 | 14 | 33 | 67 | 74 | 159 | 253 | 253 |
| 27 | 14 | 33 | 69 | 73 | 159 | 253 | 253 |
| 28 | 14 | 33 | 72 | 73 | 159 | 253 | 253 |
| 29 | 14 | 33 | 74 | 73 | 159 | 253 | 253 |
| 30 | 14 | 33 | 77 | 75 | 159 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit 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

163

298

3 075

2

8

20

26

48

165

340

2 298

3

8

21

30

53

161

356

1 742

4

9

23

33

58

159

356

1 350

5

10

25

36

60

159

348

1 071

6

11

27

39

63

159

335

869

7

13

30

40

65

159

319

719

8

12

30

41

67

159

302

604

9

12

31

42

69

158

285

515

10

12

31

43

71

158

268

443

11

13

31

44

72

158

252

385

12

13

31

44

72

158

251

337

13

13

31

44

72

158

251

298

14

13

31

44

72

158

251

264

15

13

32

44

72

158

251

251

16

13

31

44

72

157

251

251

17

13

32

44

72

158

251

251

18

13

32

47

72

158

251

251

19

13

32

50

72

158

252

252

20

14

32

51

73

159

252

252

21

14

33

54

73

159

253

253

22

14

33

57

73

159

253

253

23

14

33

59

74

159

253

253

24

14

33

62

74

159

253

253

25

14

33

64

74

159

253

253

26

14

33

67

74

159

253

253

27

14

33

69

73

159

253

253

28

14

33

72

73

159

253

253

29

14

33

74

73

159

253

253

30

14

33

77

75

159

253

253

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 | 42 | 55 | 61 | 82 | 200 | 295 | 3 025 |
| 2 | 46 | 58 | 65 | 86 | 203 | 335 | 2 265 |
| 3 | 50 | 63 | 71 | 95 | 202 | 352 | 1 718 |
| 4 | 52 | 66 | 76 | 100 | 202 | 353 | 1 334 |
| 5 | 54 | 68 | 80 | 103 | 203 | 346 | 1 062 |
| 6 | 55 | 71 | 82 | 106 | 203 | 334 | 864 |
| 7 | 56 | 73 | 84 | 108 | 202 | 319 | 717 |
| 8 | 55 | 73 | 84 | 110 | 202 | 303 | 604 |
| 9 | 55 | 73 | 85 | 112 | 201 | 294 | 516 |
| 10 | 54 | 73 | 85 | 112 | 199 | 293 | 445 |
| 11 | 53 | 72 | 84 | 112 | 198 | 292 | 388 |
| 12 | 52 | 71 | 83 | 111 | 197 | 290 | 340 |
| 13 | 51 | 69 | 82 | 110 | 196 | 289 | 300 |
| 14 | 50 | 68 | 81 | 109 | 195 | 288 | 288 |
| 15 | 49 | 67 | 80 | 108 | 194 | 287 | 287 |
| 16 | 48 | 67 | 79 | 107 | 193 | 286 | 286 |
| 17 | 47 | 66 | 78 | 106 | 192 | 286 | 286 |
| 18 | 47 | 65 | 78 | 106 | 192 | 285 | 285 |
| 19 | 46 | 65 | 77 | 105 | 191 | 285 | 285 |
| 20 | 46 | 64 | 77 | 105 | 191 | 284 | 284 |
| 21 | 45 | 64 | 76 | 104 | 190 | 284 | 284 |
| 22 | 44 | 63 | 76 | 104 | 189 | 283 | 283 |
| 23 | 44 | 62 | 75 | 103 | 189 | 282 | 282 |
| 24 | 43 | 62 | 74 | 102 | 188 | 281 | 281 |
| 25 | 42 | 61 | 73 | 101 | 187 | 281 | 281 |
| 26 | 41 | 60 | 72 | 100 | 186 | 280 | 280 |
| 27 | 40 | 59 | 72 | 100 | 185 | 279 | 279 |
| 28 | 40 | 58 | 72 | 99 | 185 | 278 | 278 |
| 29 | 39 | 58 | 74 | 98 | 184 | 277 | 277 |
| 30 | 38 | 57 | 77 | 97 | 183 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

55

61

82

200

295

3 025

2

46

58

65

86

203

335

2 265

3

50

63

71

95

202

352

1 718

4

52

66

76

100

202

353

1 334

5

54

68

80

103

203

346

1 062

6

55

71

82

106

203

334

864

7

56

73

84

108

202

319

717

8

55

73

84

110

202

303

604

9

55

73

85

112

201

294

516

10

54

73

85

112

199

293

445

11

53

72

84

112

198

292

388

12

52

71

83

111

197

290

340

13

51

69

82

110

196

289

300

14

50

68

81

109

195

288

288

15

49

67

80

108

194

287

287

16

48

67

79

107

193

286

286

17

47

66

78

106

192

286

286

18

47

65

78

106

192

285

285

19

46

65

77

105

191

285

285

20

46

64

77

105

191

284

284

21

45

64

76

104

190

284

284

22

44

63

76

104

189

283

283

23

44

62

75

103

189

282

282

24

43

62

74

102

188

281

281

25

42

61

73

101

187

281

281

26

41

60

72

100

186

280

280

27

40

59

72

100

185

279

279

28

40

58

72

99

185

278

278

29

39

58

74

98

184

277

277

30

38

57

77

97

183

277

277

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 | 13 | 20 | 41 | 159 | 292 | 3 008 |
| 2 | 1 | 13 | 20 | 41 | 159 | 335 | 2 260 |
| 3 | 1 | 14 | 22 | 46 | 153 | 351 | 1 714 |
| 4 | 1 | 15 | 25 | 50 | 151 | 352 | 1 328 |
| 5 | 2 | 17 | 28 | 52 | 151 | 343 | 1 054 |
| 6 | 3 | 19 | 30 | 55 | 151 | 330 | 856 |
| 7 | 5 | 22 | 32 | 57 | 151 | 315 | 708 |
| 8 | 5 | 22 | 33 | 59 | 151 | 299 | 596 |
| 9 | 5 | 23 | 35 | 62 | 151 | 282 | 508 |
| 10 | 6 | 24 | 37 | 64 | 151 | 265 | 437 |
| 11 | 6 | 25 | 37 | 65 | 151 | 249 | 380 |
| 12 | 6 | 25 | 37 | 65 | 151 | 245 | 333 |
| 13 | 6 | 25 | 37 | 65 | 151 | 245 | 293 |
| 14 | 6 | 25 | 37 | 65 | 151 | 245 | 260 |
| 15 | 6 | 25 | 39 | 65 | 151 | 245 | 245 |
| 16 | 6 | 25 | 41 | 65 | 151 | 245 | 245 |
| 17 | 6 | 25 | 44 | 65 | 151 | 245 | 245 |
| 18 | 6 | 25 | 46 | 65 | 151 | 245 | 245 |
| 19 | 7 | 25 | 48 | 65 | 151 | 245 | 245 |
| 20 | 7 | 25 | 51 | 65 | 151 | 245 | 245 |
| 21 | 7 | 25 | 53 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 55 | 65 | 151 | 245 | 245 |
| 23 | 8 | 25 | 58 | 65 | 151 | 245 | 245 |
| 24 | 8 | 25 | 60 | 65 | 151 | 245 | 245 |
| 25 | 9 | 25 | 63 | 65 | 151 | 245 | 245 |
| 26 | 9 | 25 | 65 | 67 | 151 | 245 | 245 |
| 27 | 10 | 25 | 68 | 69 | 151 | 245 | 245 |
| 28 | 10 | 25 | 70 | 71 | 151 | 245 | 245 |
| 29 | 10 | 25 | 73 | 73 | 151 | 245 | 245 |
| 30 | 11 | 26 | 75 | 75 | 151 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit 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

13

20

41

159

292

3 008

2

1

13

20

41

159

335

2 260

3

1

14

22

46

153

351

1 714

4

1

15

25

50

151

352

1 328

5

2

17

28

52

151

343

1 054

6

3

19

30

55

151

330

856

7

5

22

32

57

151

315

708

8

5

22

33

59

151

299

596

9

5

23

35

62

151

282

508

10

6

24

37

64

151

265

437

11

6

25

37

65

151

249

380

12

6

25

37

65

151

245

333

13

6

25

37

65

151

245

293

14

6

25

37

65

151

245

260

15

6

25

39

65

151

245

245

16

6

25

41

65

151

245

245

17

6

25

44

65

151

245

245

18

6

25

46

65

151

245

245

19

7

25

48

65

151

245

245

20

7

25

51

65

151

245

245

21

7

25

53

65

151

245

245

22

8

25

55

65

151

245

245

23

8

25

58

65

151

245

245

24

8

25

60

65

151

245

245

25

9

25

63

65

151

245

245

26

9

25

65

67

151

245

245

27

10

25

68

69

151

245

245

28

10

25

70

71

151

245

245

29

10

25

73

73

151

245

245

30

11

26

75

75

151

245

245

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 | 177 | 301 | 3 101 |
| 2 | 0 | 11 | 22 | 45 | 177 | 344 | 2 325 |
| 3 | 1 | 11 | 23 | 49 | 172 | 359 | 1 758 |
| 4 | 1 | 13 | 26 | 55 | 169 | 358 | 1 359 |
| 5 | 1 | 16 | 28 | 58 | 168 | 350 | 1 077 |
| 6 | 2 | 18 | 32 | 59 | 167 | 336 | 873 |
| 7 | 3 | 21 | 36 | 59 | 166 | 320 | 721 |
| 8 | 5 | 24 | 37 | 59 | 165 | 303 | 606 |
| 9 | 8 | 30 | 41 | 58 | 164 | 285 | 516 |
| 10 | 11 | 33 | 41 | 57 | 163 | 268 | 444 |
| 11 | 10 | 33 | 41 | 56 | 162 | 256 | 385 |
| 12 | 9 | 32 | 41 | 56 | 161 | 255 | 337 |
| 13 | 8 | 31 | 42 | 57 | 161 | 254 | 297 |
| 14 | 8 | 31 | 42 | 57 | 160 | 254 | 263 |
| 15 | 8 | 31 | 43 | 57 | 159 | 253 | 253 |
| 16 | 8 | 31 | 43 | 57 | 158 | 251 | 251 |
| 17 | 8 | 31 | 44 | 57 | 157 | 251 | 251 |
| 18 | 8 | 31 | 47 | 57 | 156 | 250 | 250 |
| 19 | 8 | 31 | 49 | 57 | 156 | 250 | 250 |
| 20 | 8 | 31 | 51 | 57 | 157 | 250 | 250 |
| 21 | 8 | 31 | 54 | 57 | 157 | 250 | 250 |
| 22 | 8 | 31 | 56 | 60 | 156 | 250 | 250 |
| 23 | 8 | 31 | 58 | 61 | 156 | 250 | 250 |
| 24 | 8 | 31 | 61 | 63 | 155 | 249 | 249 |
| 25 | 9 | 31 | 63 | 65 | 155 | 248 | 248 |
| 26 | 10 | 31 | 66 | 67 | 154 | 248 | 248 |
| 27 | 11 | 31 | 68 | 69 | 154 | 247 | 247 |
| 28 | 11 | 31 | 70 | 71 | 153 | 247 | 247 |
| 29 | 11 | 31 | 73 | 73 | 153 | 246 | 246 |
| 30 | 11 | 31 | 75 | 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

0

11

22

45

177

301

3 101

2

0

11

22

45

177

344

2 325

3

1

11

23

49

172

359

1 758

4

1

13

26

55

169

358

1 359

5

1

16

28

58

168

350

1 077

6

2

18

32

59

167

336

873

7

3

21

36

59

166

320

721

8

5

24

37

59

165

303

606

9

8

30

41

58

164

285

516

10

11

33

41

57

163

268

444

11

10

33

41

56

162

256

385

12

9

32

41

56

161

255

337

13

8

31

42

57

161

254

297

14

8

31

42

57

160

254

263

15

8

31

43

57

159

253

253

16

8

31

43

57

158

251

251

17

8

31

44

57

157

251

251

18

8

31

47

57

156

250

250

19

8

31

49

57

156

250

250

20

8

31

51

57

157

250

250

21

8

31

54

57

157

250

250

22

8

31

56

60

156

250

250

23

8

31

58

61

156

250

250

24

8

31

61

63

155

249

249

25

9

31

63

65

155

248

248

26

10

31

66

67

154

248

248

27

11

31

68

69

154

247

247

28

11

31

70

71

153

247

247

29

11

31

73

73

153

246

246

30

11

31

75

75

152

246

246

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 | 98 | 120 | 237 | 332 | 3 238 |
| 2 | 78 | 91 | 97 | 118 | 236 | 359 | 2 441 |
| 3 | 77 | 90 | 98 | 122 | 229 | 377 | 1 856 |
| 4 | 75 | 89 | 99 | 123 | 225 | 379 | 1 439 |
| 5 | 73 | 88 | 100 | 123 | 223 | 370 | 1 143 |
| 6 | 73 | 89 | 100 | 124 | 221 | 357 | 928 |
| 7 | 72 | 89 | 100 | 124 | 219 | 340 | 768 |
| 8 | 70 | 88 | 99 | 125 | 216 | 322 | 645 |
| 9 | 69 | 87 | 98 | 126 | 214 | 308 | 549 |
| 10 | 68 | 86 | 99 | 126 | 213 | 307 | 472 |
| 11 | 66 | 85 | 98 | 126 | 212 | 305 | 410 |
| 12 | 65 | 84 | 96 | 124 | 210 | 304 | 359 |
| 13 | 64 | 82 | 95 | 123 | 209 | 302 | 316 |
| 14 | 62 | 81 | 94 | 121 | 207 | 301 | 301 |
| 15 | 61 | 80 | 92 | 120 | 206 | 300 | 300 |
| 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 |
| 17 | 59 | 78 | 90 | 118 | 204 | 297 | 297 |
| 18 | 58 | 77 | 89 | 117 | 203 | 297 | 297 |
| 19 | 57 | 76 | 88 | 116 | 202 | 296 | 296 |
| 20 | 56 | 75 | 88 | 116 | 201 | 295 | 295 |
| 21 | 55 | 74 | 87 | 115 | 200 | 294 | 294 |
| 22 | 55 | 73 | 86 | 114 | 199 | 293 | 293 |
| 23 | 53 | 72 | 85 | 113 | 198 | 292 | 292 |
| 24 | 52 | 71 | 84 | 112 | 197 | 291 | 291 |
| 25 | 51 | 70 | 83 | 110 | 196 | 290 | 290 |
| 26 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 27 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 28 | 48 | 67 | 79 | 107 | 193 | 287 | 287 |
| 29 | 47 | 66 | 78 | 106 | 192 | 286 | 286 |
| 30 | 46 | 65 | 79 | 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

98

120

237

332

3 238

2

78

91

97

118

236

359

2 441

3

77

90

98

122

229

377

1 856

4

75

89

99

123

225

379

1 439

5

73

88

100

123

223

370

1 143

6

73

89

100

124

221

357

928

7

72

89

100

124

219

340

768

8

70

88

99

125

216

322

645

9

69

87

98

126

214

308

549

10

68

86

99

126

213

307

472

11

66

85

98

126

212

305

410

12

65

84

96

124

210

304

359

13

64

82

95

123

209

302

316

14

62

81

94

121

207

301

301

15

61

80

92

120

206

300

300

16

60

79

91

119

205

298

298

17

59

78

90

118

204

297

297

18

58

77

89

117

203

297

297

19

57

76

88

116

202

296

296

20

56

75

88

116

201

295

295

21

55

74

87

115

200

294

294

22

55

73

86

114

199

293

293

23

53

72

85

113

198

292

292

24

52

71

84

112

197

291

291

25

51

70

83

110

196

290

290

26

50

69

81

109

195

289

289

27

49

68

80

108

194

288

288

28

48

67

79

107

193

287

287

29

47

66

78

106

192

286

286

30

46

65

79

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 | 64 | 71 | 92 | 209 | 315 | 3 267 |
| 2 | 51 | 64 | 70 | 91 | 209 | 361 | 2 454 |
| 3 | 50 | 63 | 72 | 95 | 203 | 378 | 1 859 |
| 4 | 50 | 63 | 74 | 98 | 200 | 378 | 1 438 |
| 5 | 49 | 64 | 75 | 99 | 198 | 368 | 1 139 |
| 6 | 49 | 65 | 76 | 100 | 197 | 354 | 923 |
| 7 | 49 | 66 | 77 | 101 | 195 | 337 | 762 |
| 8 | 48 | 65 | 76 | 102 | 194 | 319 | 640 |
| 9 | 47 | 65 | 77 | 104 | 193 | 300 | 544 |
| 10 | 46 | 65 | 77 | 105 | 191 | 285 | 468 |
| 11 | 46 | 64 | 77 | 105 | 191 | 284 | 406 |
| 12 | 45 | 64 | 76 | 104 | 190 | 283 | 355 |
| 13 | 44 | 63 | 76 | 103 | 189 | 283 | 313 |
| 14 | 44 | 62 | 75 | 103 | 189 | 282 | 282 |
| 15 | 43 | 62 | 74 | 102 | 188 | 282 | 282 |
| 16 | 42 | 61 | 74 | 101 | 187 | 281 | 281 |
| 17 | 42 | 61 | 73 | 101 | 187 | 280 | 280 |
| 18 | 41 | 60 | 73 | 100 | 186 | 280 | 280 |
| 19 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 20 | 41 | 59 | 72 | 100 | 186 | 279 | 279 |
| 21 | 40 | 59 | 72 | 100 | 185 | 279 | 279 |
| 22 | 40 | 59 | 71 | 99 | 185 | 279 | 279 |
| 23 | 39 | 58 | 71 | 99 | 184 | 278 | 278 |
| 24 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 25 | 38 | 57 | 69 | 97 | 183 | 277 | 277 |
| 26 | 37 | 56 | 69 | 97 | 182 | 276 | 276 |
| 27 | 37 | 56 | 71 | 96 | 182 | 275 | 275 |
| 28 | 36 | 55 | 73 | 95 | 181 | 275 | 275 |
| 29 | 35 | 54 | 77 | 94 | 180 | 274 | 274 |
| 30 | 35 | 53 | 79 | 94 | 180 | 273 | 273 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

64

71

92

209

315

3 267

2

51

64

70

91

209

361

2 454

3

50

63

72

95

203

378

1 859

4

50

63

74

98

200

378

1 438

5

49

64

75

99

198

368

1 139

6

49

65

76

100

197

354

923

7

49

66

77

101

195

337

762

8

48

65

76

102

194

319

640

9

47

65

77

104

193

300

544

10

46

65

77

105

191

285

468

11

46

64

77

105

191

284

406

12

45

64

76

104

190

283

355

13

44

63

76

103

189

283

313

14

44

62

75

103

189

282

282

15

43

62

74

102

188

282

282

16

42

61

74

101

187

281

281

17

42

61

73

101

187

280

280

18

41

60

73

100

186

280

280

19

41

60

72

100

186

279

279

20

41

59

72

100

186

279

279

21

40

59

72

100

185

279

279

22

40

59

71

99

185

279

279

23

39

58

71

99

184

278

278

24

39

58

70

98

184

277

277

25

38

57

69

97

183

277

277

26

37

56

69

97

182

276

276

27

37

56

71

96

182

275

275

28

36

55

73

95

181

275

275

29

35

54

77

94

180

274

274

30

35

53

79

94

180

273

273

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 | 184 | 304 | 3 135 |
| 2 | 28 | 40 | 46 | 68 | 185 | 346 | 2 343 |
| 3 | 27 | 40 | 48 | 72 | 179 | 362 | 1 774 |
| 4 | 26 | 40 | 50 | 74 | 176 | 362 | 1 374 |
| 5 | 26 | 41 | 52 | 76 | 175 | 354 | 1 090 |
| 6 | 27 | 43 | 54 | 78 | 174 | 340 | 885 |
| 7 | 27 | 44 | 55 | 79 | 174 | 324 | 731 |
| 8 | 27 | 44 | 55 | 81 | 173 | 307 | 614 |
| 9 | 26 | 44 | 56 | 83 | 172 | 289 | 523 |
| 10 | 26 | 45 | 57 | 85 | 171 | 272 | 450 |
| 11 | 26 | 44 | 57 | 85 | 171 | 264 | 391 |
| 12 | 25 | 44 | 56 | 84 | 170 | 264 | 342 |
| 13 | 24 | 43 | 56 | 84 | 169 | 263 | 301 |
| 14 | 24 | 43 | 55 | 83 | 169 | 262 | 267 |
| 15 | 23 | 42 | 55 | 82 | 168 | 262 | 262 |
| 16 | 23 | 41 | 54 | 82 | 167 | 261 | 261 |
| 17 | 22 | 41 | 54 | 81 | 167 | 261 | 261 |
| 18 | 22 | 41 | 53 | 81 | 167 | 261 | 261 |
| 19 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 21 | 22 | 41 | 54 | 81 | 167 | 260 | 260 |
| 22 | 22 | 41 | 57 | 81 | 167 | 260 | 260 |
| 23 | 22 | 40 | 59 | 81 | 167 | 260 | 260 |
| 24 | 21 | 40 | 62 | 81 | 166 | 260 | 260 |
| 25 | 21 | 40 | 64 | 80 | 166 | 260 | 260 |
| 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 |
| 27 | 21 | 39 | 69 | 80 | 166 | 259 | 259 |
| 28 | 20 | 39 | 72 | 79 | 165 | 259 | 259 |
| 29 | 20 | 39 | 74 | 79 | 165 | 259 | 259 |
| 30 | 20 | 38 | 77 | 79 | 165 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

39

46

67

184

304

3 135

2

28

40

46

68

185

346

2 343

3

27

40

48

72

179

362

1 774

4

26

40

50

74

176

362

1 374

5

26

41

52

76

175

354

1 090

6

27

43

54

78

174

340

885

7

27

44

55

79

174

324

731

8

27

44

55

81

173

307

614

9

26

44

56

83

172

289

523

10

26

45

57

85

171

272

450

11

26

44

57

85

171

264

391

12

25

44

56

84

170

264

342

13

24

43

56

84

169

263

301

14

24

43

55

83

169

262

267

15

23

42

55

82

168

262

262

16

23

41

54

82

167

261

261

17

22

41

54

81

167

261

261

18

22

41

53

81

167

261

261

19

22

41

53

81

167

260

260

20

22

41

53

81

167

260

260

21

22

41

54

81

167

260

260

22

22

41

57

81

167

260

260

23

22

40

59

81

167

260

260

24

21

40

62

81

166

260

260

25

21

40

64

80

166

260

260

26

21

40

67

80

166

259

259

27

21

39

69

80

166

259

259

28

20

39

72

79

165

259

259

29

20

39

74

79

165

259

259

30

20

38

77

79

165

258

258

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 | 141 | 290 | 2 987 |
| 2 | 0 | 1 | 6 | 25 | 142 | 332 | 2 236 |
| 3 | 1 | 1 | 8 | 29 | 137 | 347 | 1 695 |
| 4 | 1 | 3 | 11 | 33 | 135 | 348 | 1 313 |
| 5 | 1 | 4 | 14 | 35 | 135 | 340 | 1 043 |
| 6 | 2 | 4 | 16 | 38 | 135 | 327 | 847 |
| 7 | 2 | 6 | 19 | 40 | 135 | 312 | 701 |
| 8 | 2 | 6 | 21 | 43 | 135 | 296 | 590 |
| 9 | 4 | 7 | 24 | 46 | 135 | 279 | 503 |
| 10 | 4 | 8 | 27 | 48 | 135 | 263 | 433 |
| 11 | 4 | 9 | 29 | 49 | 136 | 247 | 376 |
| 12 | 4 | 9 | 31 | 48 | 134 | 231 | 330 |
| 13 | 4 | 11 | 34 | 49 | 135 | 229 | 290 |
| 14 | 5 | 11 | 37 | 49 | 135 | 228 | 257 |
| 15 | 6 | 13 | 38 | 48 | 134 | 227 | 229 |
| 16 | 6 | 13 | 41 | 47 | 133 | 226 | 226 |
| 17 | 6 | 14 | 43 | 49 | 133 | 226 | 226 |
| 18 | 6 | 15 | 46 | 51 | 133 | 226 | 226 |
| 19 | 7 | 16 | 48 | 52 | 133 | 227 | 227 |
| 20 | 7 | 16 | 51 | 55 | 134 | 227 | 227 |
| 21 | 7 | 18 | 53 | 57 | 134 | 228 | 228 |
| 22 | 8 | 18 | 55 | 58 | 134 | 228 | 228 |
| 23 | 8 | 19 | 58 | 61 | 134 | 228 | 228 |
| 24 | 8 | 21 | 60 | 63 | 134 | 227 | 227 |
| 25 | 9 | 21 | 63 | 65 | 134 | 227 | 227 |
| 26 | 9 | 22 | 64 | 66 | 134 | 227 | 227 |
| 27 | 10 | 23 | 67 | 68 | 135 | 227 | 227 |
| 28 | 10 | 24 | 69 | 70 | 136 | 227 | 227 |
| 29 | 10 | 24 | 72 | 72 | 138 | 227 | 227 |
| 30 | 11 | 26 | 75 | 73 | 138 | 227 | 227 |

Duration (in years)

Credit quality step 0

Credit 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

141

290

2 987

2

0

1

6

25

142

332

2 236

3

1

1

8

29

137

347

1 695

4

1

3

11

33

135

348

1 313

5

1

4

14

35

135

340

1 043

6

2

4

16

38

135

327

847

7

2

6

19

40

135

312

701

8

2

6

21

43

135

296

590

9

4

7

24

46

135

279

503

10

4

8

27

48

135

263

433

11

4

9

29

49

136

247

376

12

4

9

31

48

134

231

330

13

4

11

34

49

135

229

290

14

5

11

37

49

135

228

257

15

6

13

38

48

134

227

229

16

6

13

41

47

133

226

226

17

6

14

43

49

133

226

226

18

6

15

46

51

133

226

226

19

7

16

48

52

133

227

227

20

7

16

51

55

134

227

227

21

7

18

53

57

134

228

228

22

8

18

55

58

134

228

228

23

8

19

58

61

134

228

228

24

8

21

60

63

134

227

227

25

9

21

63

65

134

227

227

26

9

22

64

66

134

227

227

27

10

23

67

68

135

227

227

28

10

24

69

70

136

227

227

29

10

24

72

72

138

227

227

30

11

26

75

73

138

227

227

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 | 59 | 80 | 198 | 299 | 3 081 |
| 2 | 41 | 53 | 59 | 81 | 198 | 344 | 2 327 |
| 3 | 40 | 53 | 61 | 85 | 193 | 361 | 1 768 |
| 4 | 39 | 53 | 63 | 88 | 190 | 362 | 1 370 |
| 5 | 40 | 54 | 66 | 89 | 189 | 354 | 1 088 |
| 6 | 40 | 56 | 67 | 91 | 188 | 341 | 883 |
| 7 | 41 | 58 | 68 | 93 | 187 | 325 | 731 |
| 8 | 40 | 57 | 68 | 94 | 186 | 308 | 615 |
| 9 | 39 | 57 | 69 | 96 | 185 | 290 | 524 |
| 10 | 39 | 58 | 70 | 97 | 184 | 278 | 451 |
| 11 | 39 | 57 | 70 | 98 | 184 | 277 | 392 |
| 12 | 38 | 57 | 69 | 97 | 183 | 276 | 343 |
| 13 | 37 | 56 | 69 | 96 | 182 | 276 | 302 |
| 14 | 37 | 55 | 68 | 96 | 182 | 275 | 275 |
| 15 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 16 | 35 | 54 | 67 | 94 | 180 | 274 | 274 |
| 17 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 18 | 34 | 53 | 66 | 93 | 179 | 273 | 273 |
| 19 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 20 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 21 | 33 | 52 | 65 | 93 | 178 | 272 | 272 |
| 22 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 23 | 32 | 51 | 64 | 92 | 177 | 271 | 271 |
| 24 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 25 | 31 | 50 | 64 | 90 | 176 | 270 | 270 |
| 26 | 30 | 49 | 67 | 90 | 175 | 269 | 269 |
| 27 | 30 | 48 | 69 | 89 | 175 | 268 | 268 |
| 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 |
| 29 | 28 | 47 | 74 | 87 | 173 | 267 | 267 |
| 30 | 27 | 46 | 77 | 87 | 172 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit 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

59

80

198

299

3 081

2

41

53

59

81

198

344

2 327

3

40

53

61

85

193

361

1 768

4

39

53

63

88

190

362

1 370

5

40

54

66

89

189

354

1 088

6

40

56

67

91

188

341

883

7

41

58

68

93

187

325

731

8

40

57

68

94

186

308

615

9

39

57

69

96

185

290

524

10

39

58

70

97

184

278

451

11

39

57

70

98

184

277

392

12

38

57

69

97

183

276

343

13

37

56

69

96

182

276

302

14

37

55

68

96

182

275

275

15

36

55

67

95

181

275

275

16

35

54

67

94

180

274

274

17

35

54

66

94

180

273

273

18

34

53

66

93

179

273

273

19

34

53

65

93

179

272

272

20

34

53

65

93

179

272

272

21

33

52

65

93

178

272

272

22

33

52

64

92

178

272

272

23

32

51

64

92

177

271

271

24

32

51

63

91

177

270

270

25

31

50

64

90

176

270

270

26

30

49

67

90

175

269

269

27

30

48

69

89

175

268

268

28

29

48

72

88

174

267

267

29

28

47

74

87

173

267

267

30

27

46

77

87

172

266

266

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 | 295 | 3 038 |
| 2 | 17 | 29 | 35 | 57 | 174 | 336 | 2 272 |
| 3 | 19 | 32 | 41 | 64 | 172 | 352 | 1 723 |
| 4 | 22 | 36 | 46 | 70 | 172 | 353 | 1 337 |
| 5 | 24 | 39 | 50 | 74 | 173 | 346 | 1 063 |
| 6 | 24 | 40 | 51 | 75 | 171 | 333 | 864 |
| 7 | 28 | 45 | 56 | 80 | 175 | 318 | 716 |
| 8 | 27 | 45 | 56 | 82 | 174 | 302 | 603 |
| 9 | 29 | 47 | 58 | 85 | 174 | 286 | 514 |
| 10 | 30 | 49 | 61 | 89 | 176 | 269 | 443 |
| 11 | 31 | 50 | 63 | 91 | 177 | 270 | 386 |
| 12 | 32 | 51 | 63 | 91 | 177 | 271 | 338 |
| 13 | 33 | 51 | 64 | 92 | 178 | 271 | 298 |
| 14 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 15 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 16 | 33 | 51 | 64 | 92 | 178 | 271 | 271 |
| 17 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 18 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 19 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 20 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 21 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 22 | 32 | 50 | 63 | 91 | 177 | 270 | 270 |
| 23 | 31 | 50 | 63 | 90 | 176 | 270 | 270 |
| 24 | 31 | 50 | 62 | 90 | 176 | 269 | 269 |
| 25 | 30 | 49 | 64 | 90 | 175 | 269 | 269 |
| 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 |
| 27 | 29 | 48 | 69 | 89 | 174 | 268 | 268 |
| 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 |
| 29 | 28 | 47 | 74 | 87 | 173 | 267 | 267 |
| 30 | 28 | 47 | 77 | 87 | 173 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit 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

295

3 038

2

17

29

35

57

174

336

2 272

3

19

32

41

64

172

352

1 723

4

22

36

46

70

172

353

1 337

5

24

39

50

74

173

346

1 063

6

24

40

51

75

171

333

864

7

28

45

56

80

175

318

716

8

27

45

56

82

174

302

603

9

29

47

58

85

174

286

514

10

30

49

61

89

176

269

443

11

31

50

63

91

177

270

386

12

32

51

63

91

177

271

338

13

33

51

64

92

178

271

298

14

33

52

64

92

178

271

271

15

33

52

64

92

178

272

272

16

33

51

64

92

178

271

271

17

33

52

64

92

178

271

271

18

32

51

63

91

177

271

271

19

32

51

63

91

177

270

270

20

32

51

63

91

177

271

271

21

32

51

63

91

177

270

270

22

32

50

63

91

177

270

270

23

31

50

63

90

176

270

270

24

31

50

62

90

176

269

269

25

30

49

64

90

175

269

269

26

30

49

67

89

175

268

268

27

29

48

69

89

174

268

268

28

29

48

72

88

174

267

267

29

28

47

74

87

173

267

267

30

28

47

77

87

173

266

266

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 | 32 | 53 | 170 | 304 | 3 146 |
| 2 | 14 | 27 | 33 | 54 | 172 | 347 | 2 351 |
| 3 | 15 | 28 | 36 | 60 | 167 | 362 | 1 779 |
| 4 | 15 | 29 | 39 | 64 | 165 | 363 | 1 376 |
| 5 | 16 | 31 | 43 | 66 | 165 | 354 | 1 091 |
| 6 | 18 | 34 | 45 | 69 | 165 | 340 | 885 |
| 7 | 19 | 36 | 47 | 71 | 165 | 324 | 732 |
| 8 | 19 | 37 | 48 | 74 | 165 | 307 | 615 |
| 9 | 20 | 38 | 49 | 76 | 165 | 290 | 524 |
| 10 | 20 | 39 | 51 | 79 | 165 | 273 | 451 |
| 11 | 20 | 39 | 52 | 80 | 166 | 259 | 392 |
| 12 | 21 | 39 | 52 | 80 | 166 | 259 | 343 |
| 13 | 21 | 40 | 52 | 80 | 166 | 259 | 302 |
| 14 | 21 | 40 | 52 | 80 | 166 | 259 | 267 |
| 15 | 21 | 40 | 52 | 80 | 166 | 259 | 259 |
| 16 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 17 | 21 | 39 | 52 | 80 | 166 | 259 | 259 |
| 18 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 19 | 20 | 39 | 52 | 80 | 165 | 259 | 259 |
| 20 | 21 | 39 | 52 | 80 | 166 | 259 | 259 |
| 21 | 21 | 39 | 54 | 80 | 165 | 259 | 259 |
| 22 | 20 | 39 | 57 | 79 | 165 | 259 | 259 |
| 23 | 20 | 39 | 59 | 79 | 165 | 258 | 258 |
| 24 | 19 | 38 | 62 | 78 | 164 | 258 | 258 |
| 25 | 19 | 38 | 64 | 78 | 164 | 257 | 257 |
| 26 | 18 | 37 | 67 | 77 | 163 | 257 | 257 |
| 27 | 18 | 37 | 69 | 77 | 163 | 256 | 256 |
| 28 | 17 | 36 | 72 | 77 | 162 | 256 | 256 |
| 29 | 17 | 36 | 74 | 76 | 162 | 256 | 256 |
| 30 | 17 | 36 | 77 | 76 | 162 | 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

13

25

32

53

170

304

3 146

2

14

27

33

54

172

347

2 351

3

15

28

36

60

167

362

1 779

4

15

29

39

64

165

363

1 376

5

16

31

43

66

165

354

1 091

6

18

34

45

69

165

340

885

7

19

36

47

71

165

324

732

8

19

37

48

74

165

307

615

9

20

38

49

76

165

290

524

10

20

39

51

79

165

273

451

11

20

39

52

80

166

259

392

12

21

39

52

80

166

259

343

13

21

40

52

80

166

259

302

14

21

40

52

80

166

259

267

15

21

40

52

80

166

259

259

16

21

39

52

80

165

259

259

17

21

39

52

80

166

259

259

18

21

39

52

80

165

259

259

19

20

39

52

80

165

259

259

20

21

39

52

80

166

259

259

21

21

39

54

80

165

259

259

22

20

39

57

79

165

259

259

23

20

39

59

79

165

258

258

24

19

38

62

78

164

258

258

25

19

38

64

78

164

257

257

26

18

37

67

77

163

257

257

27

18

37

69

77

163

256

256

28

17

36

72

77

162

256

256

29

17

36

74

76

162

256

256

30

17

36

77

76

162

255

255

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 58 | 65 | 86 | 203 | 325 | 3 383 |
| 2 | 49 | 61 | 68 | 89 | 206 | 370 | 2 525 |
| 3 | 52 | 65 | 73 | 97 | 204 | 385 | 1 906 |
| 4 | 53 | 67 | 77 | 102 | 203 | 385 | 1 470 |
| 5 | 55 | 69 | 81 | 104 | 204 | 375 | 1 163 |
| 6 | 57 | 73 | 84 | 108 | 204 | 360 | 942 |
| 7 | 58 | 75 | 85 | 110 | 204 | 343 | 778 |
| 8 | 58 | 75 | 87 | 112 | 204 | 324 | 653 |
| 9 | 58 | 76 | 88 | 115 | 204 | 305 | 555 |
| 10 | 59 | 77 | 90 | 117 | 204 | 298 | 477 |
| 11 | 59 | 77 | 90 | 118 | 204 | 297 | 414 |
| 12 | 58 | 77 | 89 | 117 | 203 | 297 | 362 |
| 13 | 57 | 76 | 89 | 117 | 202 | 296 | 319 |
| 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 15 | 56 | 75 | 87 | 115 | 201 | 295 | 295 |
| 16 | 55 | 74 | 87 | 114 | 200 | 294 | 294 |
| 17 | 55 | 73 | 86 | 114 | 200 | 293 | 293 |
| 18 | 54 | 73 | 85 | 113 | 199 | 293 | 293 |
| 19 | 53 | 72 | 85 | 113 | 198 | 292 | 292 |
| 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 |
| 21 | 52 | 71 | 83 | 111 | 197 | 291 | 291 |
| 22 | 51 | 70 | 83 | 110 | 196 | 290 | 290 |
| 23 | 50 | 69 | 82 | 109 | 195 | 289 | 289 |
| 24 | 49 | 68 | 81 | 109 | 194 | 288 | 288 |
| 25 | 49 | 67 | 80 | 108 | 193 | 287 | 287 |
| 26 | 48 | 66 | 79 | 107 | 193 | 286 | 286 |
| 27 | 47 | 65 | 78 | 106 | 192 | 285 | 285 |
| 28 | 46 | 64 | 77 | 105 | 191 | 284 | 284 |
| 29 | 45 | 64 | 77 | 104 | 190 | 283 | 283 |
| 30 | 44 | 63 | 80 | 103 | 189 | 282 | 282 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

58

65

86

203

325

3 383

2

49

61

68

89

206

370

2 525

3

52

65

73

97

204

385

1 906

4

53

67

77

102

203

385

1 470

5

55

69

81

104

204

375

1 163

6

57

73

84

108

204

360

942

7

58

75

85

110

204

343

778

8

58

75

87

112

204

324

653

9

58

76

88

115

204

305

555

10

59

77

90

117

204

298

477

11

59

77

90

118

204

297

414

12

58

77

89

117

203

297

362

13

57

76

89

117

202

296

319

14

57

76

88

116

202

295

295

15

56

75

87

115

201

295

295

16

55

74

87

114

200

294

294

17

55

73

86

114

200

293

293

18

54

73

85

113

199

293

293

19

53

72

85

113

198

292

292

20

53

72

84

112

198

291

291

21

52

71

83

111

197

291

291

22

51

70

83

110

196

290

290

23

50

69

82

109

195

289

289

24

49

68

81

109

194

288

288

25

49

67

80

108

193

287

287

26

48

66

79

107

193

286

286

27

47

65

78

106

192

285

285

28

46

64

77

105

191

284

284

29

45

64

77

104

190

283

283

30

44

63

80

103

189

282

282

3.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 89 | 95 | 117 | 234 | 330 | 3 430 |
| 2 | 82 | 94 | 100 | 122 | 239 | 377 | 2 574 |
| 3 | 83 | 96 | 104 | 128 | 235 | 395 | 1 955 |
| 4 | 83 | 97 | 107 | 131 | 233 | 396 | 1 516 |
| 5 | 86 | 101 | 112 | 135 | 235 | 388 | 1 204 |
| 6 | 88 | 104 | 115 | 140 | 236 | 374 | 977 |
| 7 | 90 | 107 | 118 | 142 | 237 | 357 | 809 |
| 8 | 92 | 109 | 120 | 146 | 238 | 339 | 680 |
| 9 | 93 | 111 | 123 | 150 | 239 | 332 | 579 |
| 10 | 94 | 112 | 125 | 152 | 239 | 333 | 499 |
| 11 | 94 | 112 | 125 | 153 | 239 | 332 | 433 |
| 12 | 93 | 112 | 124 | 152 | 238 | 331 | 379 |
| 13 | 92 | 111 | 123 | 151 | 237 | 330 | 333 |
| 14 | 90 | 109 | 122 | 150 | 235 | 329 | 329 |
| 15 | 89 | 108 | 120 | 148 | 234 | 328 | 328 |
| 16 | 88 | 107 | 119 | 147 | 233 | 326 | 326 |
| 17 | 86 | 105 | 118 | 146 | 231 | 325 | 325 |
| 18 | 85 | 104 | 116 | 144 | 230 | 324 | 324 |
| 19 | 84 | 103 | 115 | 143 | 229 | 322 | 322 |
| 20 | 82 | 101 | 114 | 142 | 227 | 321 | 321 |
| 21 | 81 | 100 | 112 | 140 | 226 | 320 | 320 |
| 22 | 80 | 98 | 111 | 139 | 224 | 318 | 318 |
| 23 | 78 | 97 | 109 | 137 | 223 | 316 | 316 |
| 24 | 76 | 95 | 107 | 135 | 221 | 315 | 315 |
| 25 | 75 | 93 | 106 | 134 | 220 | 313 | 313 |
| 26 | 73 | 92 | 104 | 132 | 218 | 311 | 311 |
| 27 | 71 | 90 | 103 | 130 | 216 | 310 | 310 |
| 28 | 70 | 88 | 101 | 129 | 215 | 308 | 308 |
| 29 | 68 | 87 | 99 | 127 | 213 | 307 | 307 |
| 30 | 67 | 85 | 98 | 126 | 211 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

89

95

117

234

330

3 430

2

82

94

100

122

239

377

2 574

3

83

96

104

128

235

395

1 955

4

83

97

107

131

233

396

1 516

5

86

101

112

135

235

388

1 204

6

88

104

115

140

236

374

977

7

90

107

118

142

237

357

809

8

92

109

120

146

238

339

680

9

93

111

123

150

239

332

579

10

94

112

125

152

239

333

499

11

94

112

125

153

239

332

433

12

93

112

124

152

238

331

379

13

92

111

123

151

237

330

333

14

90

109

122

150

235

329

329

15

89

108

120

148

234

328

328

16

88

107

119

147

233

326

326

17

86

105

118

146

231

325

325

18

85

104

116

144

230

324

324

19

84

103

115

143

229

322

322

20

82

101

114

142

227

321

321

21

81

100

112

140

226

320

320

22

80

98

111

139

224

318

318

23

78

97

109

137

223

316

316

24

76

95

107

135

221

315

315

25

75

93

106

134

220

313

313

26

73

92

104

132

218

311

311

27

71

90

103

130

216

310

310

28

70

88

101

129

215

308

308

29

68

87

99

127

213

307

307

30

67

85

98

126

211

305

305

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 19 | 26 | 47 | 164 | 300 | 3 091 |
| 2 | 10 | 22 | 29 | 50 | 167 | 344 | 2 326 |
| 3 | 12 | 25 | 33 | 57 | 164 | 360 | 1 762 |
| 4 | 13 | 27 | 37 | 62 | 163 | 360 | 1 363 |
| 5 | 15 | 30 | 42 | 65 | 164 | 351 | 1 081 |
| 6 | 17 | 33 | 44 | 69 | 165 | 338 | 877 |
| 7 | 19 | 36 | 46 | 71 | 165 | 322 | 726 |
| 8 | 19 | 37 | 48 | 73 | 165 | 305 | 610 |
| 9 | 19 | 38 | 49 | 76 | 165 | 288 | 519 |
| 10 | 20 | 38 | 51 | 78 | 165 | 271 | 447 |
| 11 | 20 | 39 | 51 | 79 | 165 | 259 | 388 |
| 12 | 20 | 39 | 51 | 79 | 165 | 258 | 340 |
| 13 | 19 | 38 | 51 | 78 | 164 | 258 | 299 |
| 14 | 19 | 37 | 50 | 78 | 164 | 257 | 265 |
| 15 | 18 | 37 | 49 | 77 | 163 | 257 | 257 |
| 16 | 17 | 36 | 48 | 76 | 162 | 256 | 256 |
| 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 |
| 18 | 17 | 35 | 48 | 76 | 162 | 255 | 255 |
| 19 | 17 | 35 | 50 | 76 | 162 | 255 | 255 |
| 20 | 17 | 36 | 52 | 76 | 162 | 255 | 255 |
| 21 | 17 | 36 | 54 | 76 | 162 | 255 | 255 |
| 22 | 17 | 36 | 57 | 76 | 162 | 255 | 255 |
| 23 | 17 | 36 | 59 | 76 | 162 | 255 | 255 |
| 24 | 17 | 35 | 62 | 76 | 162 | 255 | 255 |
| 25 | 16 | 35 | 64 | 76 | 161 | 255 | 255 |
| 26 | 16 | 35 | 67 | 75 | 161 | 255 | 255 |
| 27 | 16 | 35 | 69 | 75 | 161 | 255 | 255 |
| 28 | 16 | 35 | 72 | 75 | 161 | 254 | 254 |
| 29 | 16 | 34 | 74 | 75 | 161 | 254 | 254 |
| 30 | 15 | 34 | 77 | 75 | 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

7

19

26

47

164

300

3 091

2

10

22

29

50

167

344

2 326

3

12

25

33

57

164

360

1 762

4

13

27

37

62

163

360

1 363

5

15

30

42

65

164

351

1 081

6

17

33

44

69

165

338

877

7

19

36

46

71

165

322

726

8

19

37

48

73

165

305

610

9

19

38

49

76

165

288

519

10

20

38

51

78

165

271

447

11

20

39

51

79

165

259

388

12

20

39

51

79

165

258

340

13

19

38

51

78

164

258

299

14

19

37

50

78

164

257

265

15

18

37

49

77

163

257

257

16

17

36

48

76

162

256

256

17

17

36

48

76

162

255

255

18

17

35

48

76

162

255

255

19

17

35

50

76

162

255

255

20

17

36

52

76

162

255

255

21

17

36

54

76

162

255

255

22

17

36

57

76

162

255

255

23

17

36

59

76

162

255

255

24

17

35

62

76

162

255

255

25

16

35

64

76

161

255

255

26

16

35

67

75

161

255

255

27

16

35

69

75

161

255

255

28

16

35

72

75

161

254

254

29

16

34

74

75

161

254

254

30

15

34

77

75

160

254

254

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 | 130 | 248 | 343 | 3 246 |
| 2 | 92 | 104 | 110 | 131 | 249 | 359 | 2 442 |
| 3 | 91 | 104 | 113 | 136 | 244 | 378 | 1 857 |
| 4 | 92 | 106 | 116 | 140 | 242 | 380 | 1 443 |
| 5 | 93 | 108 | 119 | 142 | 242 | 372 | 1 148 |
| 6 | 94 | 110 | 121 | 145 | 242 | 359 | 934 |
| 7 | 95 | 112 | 122 | 147 | 241 | 343 | 774 |
| 8 | 95 | 113 | 124 | 149 | 241 | 335 | 651 |
| 9 | 94 | 113 | 124 | 151 | 240 | 334 | 555 |
| 10 | 94 | 112 | 125 | 152 | 239 | 333 | 478 |
| 11 | 92 | 111 | 123 | 151 | 237 | 331 | 415 |
| 12 | 91 | 109 | 122 | 150 | 236 | 329 | 364 |
| 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 14 | 87 | 106 | 118 | 146 | 232 | 326 | 326 |
| 15 | 85 | 104 | 117 | 145 | 230 | 324 | 324 |
| 16 | 84 | 102 | 115 | 143 | 228 | 322 | 322 |
| 17 | 82 | 101 | 113 | 141 | 227 | 321 | 321 |
| 18 | 81 | 99 | 112 | 140 | 226 | 319 | 319 |
| 19 | 79 | 98 | 111 | 138 | 224 | 318 | 318 |
| 20 | 78 | 97 | 109 | 137 | 223 | 317 | 317 |
| 21 | 77 | 96 | 108 | 136 | 222 | 316 | 316 |
| 22 | 76 | 95 | 107 | 135 | 221 | 315 | 315 |
| 23 | 75 | 94 | 106 | 134 | 220 | 313 | 313 |
| 24 | 74 | 92 | 105 | 133 | 218 | 312 | 312 |
| 25 | 72 | 91 | 104 | 131 | 217 | 311 | 311 |
| 26 | 71 | 90 | 102 | 130 | 216 | 310 | 310 |
| 27 | 70 | 89 | 101 | 129 | 215 | 308 | 308 |
| 28 | 69 | 88 | 100 | 128 | 214 | 307 | 307 |
| 29 | 68 | 86 | 99 | 127 | 213 | 306 | 306 |
| 30 | 66 | 85 | 98 | 126 | 211 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

103

109

130

248

343

3 246

2

92

104

110

131

249

359

2 442

3

91

104

113

136

244

378

1 857

4

92

106

116

140

242

380

1 443

5

93

108

119

142

242

372

1 148

6

94

110

121

145

242

359

934

7

95

112

122

147

241

343

774

8

95

113

124

149

241

335

651

9

94

113

124

151

240

334

555

10

94

112

125

152

239

333

478

11

92

111

123

151

237

331

415

12

91

109

122

150

236

329

364

13

89

108

120

148

234

327

327

14

87

106

118

146

232

326

326

15

85

104

117

145

230

324

324

16

84

102

115

143

228

322

322

17

82

101

113

141

227

321

321

18

81

99

112

140

226

319

319

19

79

98

111

138

224

318

318

20

78

97

109

137

223

317

317

21

77

96

108

136

222

316

316

22

76

95

107

135

221

315

315

23

75

94

106

134

220

313

313

24

74

92

105

133

218

312

312

25

72

91

104

131

217

311

311

26

71

90

102

130

216

310

310

27

70

89

101

129

215

308

308

28

69

88

100

128

214

307

307

29

68

86

99

127

213

306

306

30

66

85

98

126

211

305

305

3.20.   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 311 | 323 | 330 | 351 | 468 | 564 | 3 451 |
| 2 | 81 | 93 | 100 | 121 | 238 | 379 | 2 589 |
| 3 | 83 | 96 | 104 | 128 | 236 | 395 | 1 958 |
| 4 | 85 | 99 | 109 | 134 | 235 | 395 | 1 512 |
| 5 | 87 | 102 | 114 | 137 | 237 | 385 | 1 197 |
| 6 | 89 | 105 | 117 | 141 | 237 | 370 | 970 |
| 7 | 91 | 108 | 119 | 143 | 238 | 353 | 801 |
| 8 | 92 | 110 | 121 | 147 | 238 | 334 | 673 |
| 9 | 93 | 111 | 123 | 150 | 239 | 332 | 572 |
| 10 | 93 | 112 | 124 | 152 | 238 | 332 | 492 |
| 11 | 93 | 112 | 125 | 152 | 238 | 332 | 427 |
| 12 | 94 | 112 | 125 | 153 | 239 | 332 | 373 |
| 13 | 94 | 113 | 125 | 153 | 239 | 333 | 333 |
| 14 | 94 | 113 | 126 | 154 | 239 | 333 | 333 |
| 15 | 95 | 114 | 126 | 154 | 240 | 334 | 334 |
| 16 | 96 | 115 | 127 | 155 | 241 | 335 | 335 |
| 17 | 97 | 116 | 128 | 156 | 242 | 336 | 336 |
| 18 | 98 | 117 | 129 | 157 | 243 | 337 | 337 |
| 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 20 | 99 | 118 | 131 | 158 | 244 | 338 | 338 |
| 21 | 99 | 118 | 131 | 158 | 244 | 338 | 338 |
| 22 | 99 | 118 | 130 | 158 | 244 | 338 | 338 |
| 23 | 98 | 117 | 130 | 157 | 243 | 337 | 337 |
| 24 | 97 | 116 | 129 | 156 | 242 | 336 | 336 |
| 25 | 96 | 115 | 127 | 155 | 241 | 335 | 335 |
| 26 | 95 | 114 | 126 | 154 | 240 | 334 | 334 |
| 27 | 94 | 112 | 125 | 153 | 239 | 332 | 332 |
| 28 | 92 | 111 | 123 | 151 | 237 | 331 | 331 |
| 29 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 30 | 89 | 108 | 121 | 148 | 234 | 328 | 328 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

311

323

330

351

468

564

3 451

2

81

93

100

121

238

379

2 589

3

83

96

104

128

236

395

1 958

4

85

99

109

134

235

395

1 512

5

87

102

114

137

237

385

1 197

6

89

105

117

141

237

370

970

7

91

108

119

143

238

353

801

8

92

110

121

147

238

334

673

9

93

111

123

150

239

332

572

10

93

112

124

152

238

332

492

11

93

112

125

152

238

332

427

12

94

112

125

153

239

332

373

13

94

113

125

153

239

333

333

14

94

113

126

154

239

333

333

15

95

114

126

154

240

334

334

16

96

115

127

155

241

335

335

17

97

116

128

156

242

336

336

18

98

117

129

157

243

337

337

19

99

118

130

158

244

337

337

20

99

118

131

158

244

338

338

21

99

118

131

158

244

338

338

22

99

118

130

158

244

338

338

23

98

117

130

157

243

337

337

24

97

116

129

156

242

336

336

25

96

115

127

155

241

335

335

26

95

114

126

154

240

334

334

27

94

112

125

153

239

332

332

28

92

111

123

151

237

331

331

29

91

110

122

150

236

329

329

30

89

108

121

148

234

328

328

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 | 152 | 296 | 3 048 |
| 2 | 0 | 7 | 13 | 35 | 152 | 337 | 2 275 |
| 3 | 1 | 7 | 15 | 39 | 147 | 351 | 1 720 |
| 4 | 1 | 7 | 17 | 42 | 143 | 352 | 1 331 |
| 5 | 1 | 8 | 20 | 43 | 143 | 343 | 1 056 |
| 6 | 2 | 10 | 21 | 45 | 142 | 330 | 857 |
| 7 | 2 | 12 | 22 | 47 | 141 | 315 | 709 |
| 8 | 2 | 12 | 23 | 49 | 140 | 298 | 596 |
| 9 | 4 | 12 | 24 | 50 | 139 | 281 | 508 |
| 10 | 4 | 12 | 27 | 52 | 139 | 264 | 437 |
| 11 | 4 | 12 | 30 | 53 | 139 | 248 | 380 |
| 12 | 4 | 13 | 31 | 53 | 139 | 233 | 333 |
| 13 | 4 | 13 | 34 | 53 | 139 | 232 | 293 |
| 14 | 5 | 13 | 37 | 53 | 139 | 233 | 260 |
| 15 | 6 | 13 | 39 | 54 | 139 | 233 | 233 |
| 16 | 6 | 13 | 41 | 54 | 140 | 233 | 233 |
| 17 | 6 | 14 | 44 | 54 | 140 | 234 | 234 |
| 18 | 6 | 15 | 46 | 55 | 141 | 234 | 234 |
| 19 | 7 | 16 | 48 | 55 | 141 | 235 | 235 |
| 20 | 7 | 16 | 51 | 56 | 142 | 236 | 236 |
| 21 | 7 | 18 | 54 | 57 | 143 | 237 | 237 |
| 22 | 8 | 19 | 55 | 59 | 144 | 237 | 237 |
| 23 | 8 | 19 | 58 | 61 | 144 | 238 | 238 |
| 24 | 8 | 21 | 61 | 63 | 145 | 238 | 238 |
| 25 | 9 | 21 | 63 | 65 | 145 | 239 | 239 |
| 26 | 9 | 22 | 66 | 67 | 145 | 239 | 239 |
| 27 | 10 | 23 | 68 | 69 | 146 | 239 | 239 |
| 28 | 10 | 24 | 70 | 71 | 146 | 239 | 239 |
| 29 | 10 | 25 | 73 | 73 | 146 | 240 | 240 |
| 30 | 11 | 26 | 75 | 75 | 146 | 240 | 240 |

Duration (in years)

Credit quality step 0

Credit 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

152

296

3 048

2

0

7

13

35

152

337

2 275

3

1

7

15

39

147

351

1 720

4

1

7

17

42

143

352

1 331

5

1

8

20

43

143

343

1 056

6

2

10

21

45

142

330

857

7

2

12

22

47

141

315

709

8

2

12

23

49

140

298

596

9

4

12

24

50

139

281

508

10

4

12

27

52

139

264

437

11

4

12

30

53

139

248

380

12

4

13

31

53

139

233

333

13

4

13

34

53

139

232

293

14

5

13

37

53

139

233

260

15

6

13

39

54

139

233

233

16

6

13

41

54

140

233

233

17

6

14

44

54

140

234

234

18

6

15

46

55

141

234

234

19

7

16

48

55

141

235

235

20

7

16

51

56

142

236

236

21

7

18

54

57

143

237

237

22

8

19

55

59

144

237

237

23

8

19

58

61

144

238

238

24

8

21

61

63

145

238

238

25

9

21

63

65

145

239

239

26

9

22

66

67

145

239

239

27

10

23

68

69

146

239

239

28

10

24

70

71

146

239

239

29

10

25

73

73

146

240

240

30

11

26

75

75

146

240

240

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 | 65 | 87 | 204 | 305 | 3 155 |
| 2 | 48 | 60 | 66 | 87 | 205 | 350 | 2 370 |
| 3 | 47 | 60 | 68 | 92 | 200 | 366 | 1 794 |
| 4 | 47 | 60 | 71 | 95 | 197 | 366 | 1 388 |
| 5 | 47 | 62 | 73 | 96 | 196 | 357 | 1 101 |
| 6 | 48 | 64 | 75 | 99 | 196 | 343 | 893 |
| 7 | 48 | 65 | 75 | 100 | 194 | 327 | 739 |
| 8 | 48 | 65 | 76 | 102 | 194 | 310 | 621 |
| 9 | 47 | 66 | 77 | 104 | 193 | 292 | 528 |
| 10 | 47 | 65 | 78 | 105 | 192 | 286 | 455 |
| 11 | 46 | 64 | 77 | 105 | 191 | 284 | 395 |
| 12 | 44 | 63 | 75 | 103 | 189 | 283 | 345 |
| 13 | 43 | 62 | 74 | 102 | 188 | 281 | 304 |
| 14 | 42 | 60 | 73 | 101 | 186 | 280 | 280 |
| 15 | 40 | 59 | 72 | 99 | 185 | 279 | 279 |
| 16 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 17 | 38 | 57 | 69 | 97 | 183 | 276 | 276 |
| 18 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 19 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 20 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 21 | 35 | 54 | 66 | 94 | 180 | 274 | 274 |
| 22 | 35 | 53 | 66 | 94 | 180 | 273 | 273 |
| 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 24 | 33 | 52 | 65 | 92 | 178 | 272 | 272 |
| 25 | 33 | 51 | 65 | 92 | 177 | 271 | 271 |
| 26 | 32 | 51 | 67 | 91 | 177 | 270 | 270 |
| 27 | 31 | 50 | 70 | 90 | 176 | 270 | 270 |
| 28 | 31 | 49 | 72 | 90 | 175 | 269 | 269 |
| 29 | 30 | 49 | 74 | 89 | 175 | 268 | 268 |
| 30 | 29 | 48 | 78 | 88 | 174 | 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

47

59

65

87

204

305

3 155

2

48

60

66

87

205

350

2 370

3

47

60

68

92

200

366

1 794

4

47

60

71

95

197

366

1 388

5

47

62

73

96

196

357

1 101

6

48

64

75

99

196

343

893

7

48

65

75

100

194

327

739

8

48

65

76

102

194

310

621

9

47

66

77

104

193

292

528

10

47

65

78

105

192

286

455

11

46

64

77

105

191

284

395

12

44

63

75

103

189

283

345

13

43

62

74

102

188

281

304

14

42

60

73

101

186

280

280

15

40

59

72

99

185

279

279

16

39

58

70

98

184

277

277

17

38

57

69

97

183

276

276

18

37

56

68

96

182

276

276

19

36

55

67

95

181

275

275

20

36

55

67

95

181

274

274

21

35

54

66

94

180

274

274

22

35

53

66

94

180

273

273

23

34

53

65

93

179

272

272

24

33

52

65

92

178

272

272

25

33

51

65

92

177

271

271

26

32

51

67

91

177

270

270

27

31

50

70

90

176

270

270

28

31

49

72

90

175

269

269

29

30

49

74

89

175

268

268

30

29

48

78

88

174

268

268

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 | 122 | 129 | 150 | 267 | 363 | 3 288 |
| 2 | 112 | 124 | 130 | 151 | 269 | 364 | 2 478 |
| 3 | 113 | 126 | 134 | 158 | 265 | 382 | 1 883 |
| 4 | 114 | 128 | 138 | 163 | 264 | 384 | 1 462 |
| 5 | 116 | 130 | 142 | 165 | 265 | 376 | 1 163 |
| 6 | 117 | 133 | 144 | 169 | 265 | 363 | 946 |
| 7 | 119 | 136 | 146 | 171 | 265 | 359 | 785 |
| 8 | 119 | 136 | 147 | 173 | 265 | 358 | 661 |
| 9 | 119 | 137 | 148 | 175 | 264 | 358 | 564 |
| 10 | 118 | 137 | 149 | 177 | 264 | 357 | 486 |
| 11 | 118 | 137 | 149 | 177 | 263 | 356 | 422 |
| 12 | 117 | 135 | 148 | 176 | 261 | 355 | 370 |
| 13 | 115 | 134 | 146 | 174 | 260 | 354 | 354 |
| 14 | 113 | 132 | 144 | 172 | 258 | 352 | 352 |
| 15 | 111 | 130 | 143 | 170 | 256 | 350 | 350 |
| 16 | 109 | 128 | 140 | 168 | 254 | 348 | 348 |
| 17 | 107 | 126 | 138 | 166 | 252 | 346 | 346 |
| 18 | 105 | 124 | 136 | 164 | 250 | 344 | 344 |
| 19 | 103 | 122 | 135 | 162 | 248 | 342 | 342 |
| 20 | 102 | 121 | 133 | 161 | 247 | 340 | 340 |
| 21 | 100 | 119 | 131 | 159 | 245 | 339 | 339 |
| 22 | 98 | 117 | 129 | 157 | 243 | 337 | 337 |
| 23 | 96 | 115 | 128 | 155 | 241 | 335 | 335 |
| 24 | 94 | 113 | 126 | 154 | 239 | 333 | 333 |
| 25 | 93 | 111 | 124 | 152 | 237 | 331 | 331 |
| 26 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 27 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 28 | 87 | 106 | 118 | 146 | 232 | 326 | 326 |
| 29 | 85 | 104 | 117 | 145 | 230 | 324 | 324 |
| 30 | 84 | 103 | 115 | 143 | 229 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

110

122

129

150

267

363

3 288

2

112

124

130

151

269

364

2 478

3

113

126

134

158

265

382

1 883

4

114

128

138

163

264

384

1 462

5

116

130

142

165

265

376

1 163

6

117

133

144

169

265

363

946

7

119

136

146

171

265

359

785

8

119

136

147

173

265

358

661

9

119

137

148

175

264

358

564

10

118

137

149

177

264

357

486

11

118

137

149

177

263

356

422

12

117

135

148

176

261

355

370

13

115

134

146

174

260

354

354

14

113

132

144

172

258

352

352

15

111

130

143

170

256

350

350

16

109

128

140

168

254

348

348

17

107

126

138

166

252

346

346

18

105

124

136

164

250

344

344

19

103

122

135

162

248

342

342

20

102

121

133

161

247

340

340

21

100

119

131

159

245

339

339

22

98

117

129

157

243

337

337

23

96

115

128

155

241

335

335

24

94

113

126

154

239

333

333

25

93

111

124

152

237

331

331

26

91

110

122

150

236

329

329

27

89

108

120

148

234

327

327

28

87

106

118

146

232

326

326

29

85

104

117

145

230

324

324

30

84

103

115

143

229

322

322

3.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 162 | 174 | 181 | 202 | 319 | 415 | 3 655 |
| 2 | 172 | 184 | 190 | 211 | 329 | 424 | 2 707 |
| 3 | 176 | 189 | 197 | 221 | 328 | 424 | 2 039 |
| 4 | 178 | 192 | 202 | 226 | 328 | 422 | 1 575 |
| 5 | 179 | 194 | 205 | 229 | 328 | 422 | 1 248 |
| 6 | 180 | 196 | 207 | 231 | 327 | 421 | 1 013 |
| 7 | 180 | 197 | 207 | 232 | 326 | 420 | 838 |
| 8 | 179 | 196 | 208 | 233 | 325 | 419 | 705 |
| 9 | 178 | 196 | 208 | 235 | 324 | 417 | 602 |
| 10 | 177 | 196 | 208 | 236 | 323 | 416 | 519 |
| 11 | 176 | 195 | 207 | 235 | 321 | 415 | 451 |
| 12 | 174 | 192 | 205 | 233 | 319 | 412 | 412 |
| 13 | 171 | 190 | 202 | 230 | 316 | 410 | 410 |
| 14 | 168 | 187 | 199 | 227 | 313 | 407 | 407 |
| 15 | 165 | 184 | 196 | 224 | 310 | 404 | 404 |
| 16 | 162 | 181 | 194 | 221 | 307 | 401 | 401 |
| 17 | 159 | 178 | 191 | 218 | 304 | 398 | 398 |
| 18 | 156 | 175 | 188 | 215 | 301 | 395 | 395 |
| 19 | 153 | 172 | 185 | 213 | 298 | 392 | 392 |
| 20 | 151 | 169 | 182 | 210 | 295 | 389 | 389 |
| 21 | 148 | 166 | 179 | 207 | 292 | 386 | 386 |
| 22 | 144 | 163 | 176 | 204 | 289 | 383 | 383 |
| 23 | 141 | 160 | 173 | 201 | 286 | 380 | 380 |
| 24 | 138 | 157 | 170 | 197 | 283 | 377 | 377 |
| 25 | 135 | 154 | 167 | 194 | 280 | 374 | 374 |
| 26 | 132 | 151 | 164 | 191 | 277 | 371 | 371 |
| 27 | 129 | 148 | 161 | 188 | 274 | 368 | 368 |
| 28 | 127 | 145 | 158 | 186 | 271 | 365 | 365 |
| 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 |
| 30 | 121 | 140 | 152 | 180 | 266 | 360 | 360 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

162

174

181

202

319

415

3 655

2

172

184

190

211

329

424

2 707

3

176

189

197

221

328

424

2 039

4

178

192

202

226

328

422

1 575

5

179

194

205

229

328

422

1 248

6

180

196

207

231

327

421

1 013

7

180

197

207

232

326

420

838

8

179

196

208

233

325

419

705

9

178

196

208

235

324

417

602

10

177

196

208

236

323

416

519

11

176

195

207

235

321

415

451

12

174

192

205

233

319

412

412

13

171

190

202

230

316

410

410

14

168

187

199

227

313

407

407

15

165

184

196

224

310

404

404

16

162

181

194

221

307

401

401

17

159

178

191

218

304

398

398

18

156

175

188

215

301

395

395

19

153

172

185

213

298

392

392

20

151

169

182

210

295

389

389

21

148

166

179

207

292

386

386

22

144

163

176

204

289

383

383

23

141

160

173

201

286

380

380

24

138

157

170

197

283

377

377

25

135

154

167

194

280

374

374

26

132

151

164

191

277

371

371

27

129

148

161

188

274

368

368

28

127

145

158

186

271

365

365

29

124

143

155

183

269

362

362

30

121

140

152

180

266

360

360

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 | 47 | 68 | 185 | 303 | 3 125 |
| 2 | 29 | 41 | 47 | 69 | 186 | 345 | 2 334 |
| 3 | 29 | 42 | 50 | 74 | 181 | 360 | 1 767 |
| 4 | 28 | 42 | 52 | 77 | 179 | 361 | 1 368 |
| 5 | 29 | 44 | 55 | 79 | 178 | 352 | 1 086 |
| 6 | 30 | 46 | 57 | 81 | 177 | 339 | 882 |
| 7 | 31 | 47 | 58 | 82 | 177 | 323 | 730 |
| 8 | 30 | 47 | 58 | 84 | 176 | 307 | 613 |
| 9 | 29 | 47 | 59 | 86 | 175 | 289 | 523 |
| 10 | 29 | 47 | 60 | 87 | 174 | 272 | 450 |
| 11 | 28 | 47 | 60 | 87 | 174 | 267 | 391 |
| 12 | 28 | 47 | 59 | 87 | 173 | 267 | 342 |
| 13 | 27 | 46 | 59 | 87 | 172 | 266 | 302 |
| 14 | 27 | 46 | 58 | 86 | 172 | 266 | 267 |
| 15 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 16 | 27 | 45 | 58 | 86 | 172 | 265 | 265 |
| 17 | 27 | 45 | 58 | 86 | 172 | 265 | 265 |
| 18 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 19 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 20 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 21 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 22 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 23 | 27 | 45 | 59 | 86 | 172 | 265 | 265 |
| 24 | 26 | 45 | 62 | 85 | 171 | 265 | 265 |
| 25 | 26 | 45 | 65 | 85 | 171 | 265 | 265 |
| 26 | 26 | 45 | 67 | 85 | 171 | 264 | 264 |
| 27 | 25 | 44 | 70 | 85 | 170 | 264 | 264 |
| 28 | 25 | 44 | 72 | 84 | 170 | 264 | 264 |
| 29 | 25 | 43 | 74 | 84 | 170 | 263 | 263 |
| 30 | 24 | 43 | 78 | 83 | 169 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

28

40

47

68

185

303

3 125

2

29

41

47

69

186

345

2 334

3

29

42

50

74

181

360

1 767

4

28

42

52

77

179

361

1 368

5

29

44

55

79

178

352

1 086

6

30

46

57

81

177

339

882

7

31

47

58

82

177

323

730

8

30

47

58

84

176

307

613

9

29

47

59

86

175

289

523

10

29

47

60

87

174

272

450

11

28

47

60

87

174

267

391

12

28

47

59

87

173

267

342

13

27

46

59

87

172

266

302

14

27

46

58

86

172

266

267

15

27

46

58

86

172

265

265

16

27

45

58

86

172

265

265

17

27

45

58

86

172

265

265

18

27

46

58

86

172

265

265

19

27

46

58

86

172

265

265

20

27

46

58

86

172

265

265

21

27

46

58

86

172

265

265

22

27

46

58

86

172

265

265

23

27

45

59

86

172

265

265

24

26

45

62

85

171

265

265

25

26

45

65

85

171

265

265

26

26

45

67

85

171

264

264

27

25

44

70

85

170

264

264

28

25

44

72

84

170

264

264

29

25

43

74

84

170

263

263

30

24

43

78

83

169

263

263

3.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 37 | 44 | 65 | 182 | 302 | 3 123 |
| 2 | 27 | 39 | 45 | 67 | 184 | 347 | 2 347 |
| 3 | 28 | 41 | 49 | 73 | 180 | 364 | 1 783 |
| 4 | 29 | 43 | 53 | 78 | 179 | 365 | 1 384 |
| 5 | 31 | 46 | 57 | 81 | 180 | 357 | 1 100 |
| 6 | 33 | 49 | 60 | 84 | 180 | 344 | 894 |
| 7 | 35 | 52 | 62 | 87 | 181 | 329 | 740 |
| 8 | 35 | 52 | 63 | 89 | 181 | 312 | 623 |
| 9 | 35 | 53 | 65 | 92 | 181 | 294 | 531 |
| 10 | 36 | 55 | 67 | 95 | 181 | 277 | 457 |
| 11 | 37 | 55 | 68 | 96 | 182 | 275 | 397 |
| 12 | 37 | 56 | 68 | 96 | 182 | 276 | 348 |
| 13 | 37 | 56 | 68 | 96 | 182 | 276 | 307 |
| 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 16 | 37 | 55 | 68 | 96 | 181 | 275 | 275 |
| 17 | 37 | 55 | 68 | 96 | 182 | 275 | 275 |
| 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 19 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 20 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 21 | 37 | 56 | 69 | 96 | 182 | 276 | 276 |
| 22 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 23 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 24 | 36 | 55 | 68 | 96 | 181 | 275 | 275 |
| 25 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 26 | 35 | 54 | 68 | 95 | 180 | 274 | 274 |
| 27 | 35 | 54 | 71 | 94 | 180 | 273 | 273 |
| 28 | 34 | 53 | 73 | 93 | 179 | 273 | 273 |
| 29 | 34 | 53 | 76 | 93 | 179 | 272 | 272 |
| 30 | 33 | 52 | 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

44

65

182

302

3 123

2

27

39

45

67

184

347

2 347

3

28

41

49

73

180

364

1 783

4

29

43

53

78

179

365

1 384

5

31

46

57

81

180

357

1 100

6

33

49

60

84

180

344

894

7

35

52

62

87

181

329

740

8

35

52

63

89

181

312

623

9

35

53

65

92

181

294

531

10

36

55

67

95

181

277

457

11

37

55

68

96

182

275

397

12

37

56

68

96

182

276

348

13

37

56

68

96

182

276

307

14

37

56

68

96

182

275

275

15

37

56

68

96

182

275

275

16

37

55

68

96

181

275

275

17

37

55

68

96

182

275

275

18

37

56

68

96

182

275

275

19

37

56

68

96

182

275

275

20

37

56

68

96

182

276

276

21

37

56

69

96

182

276

276

22

37

56

68

96

182

276

276

23

37

56

68

96

182

275

275

24

36

55

68

96

181

275

275

25

36

55

67

95

181

275

275

26

35

54

68

95

180

274

274

27

35

54

71

94

180

273

273

28

34

53

73

93

179

273

273

29

34

53

76

93

179

272

272

30

33

52

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 | 122 | 135 | 141 | 162 | 280 | 375 | 3 719 |
| 2 | 121 | 133 | 140 | 161 | 278 | 398 | 2 747 |
| 3 | 120 | 133 | 141 | 165 | 272 | 413 | 2 065 |
| 4 | 119 | 133 | 143 | 168 | 269 | 412 | 1 591 |
| 5 | 119 | 134 | 146 | 169 | 268 | 401 | 1 258 |
| 6 | 119 | 135 | 146 | 171 | 267 | 386 | 1 018 |
| 7 | 120 | 137 | 147 | 172 | 266 | 367 | 840 |
| 8 | 119 | 137 | 148 | 174 | 265 | 359 | 705 |
| 9 | 118 | 137 | 148 | 175 | 264 | 358 | 600 |
| 10 | 118 | 137 | 149 | 177 | 264 | 357 | 516 |
| 11 | 118 | 136 | 149 | 177 | 263 | 356 | 448 |
| 12 | 117 | 135 | 148 | 176 | 262 | 355 | 391 |
| 13 | 116 | 134 | 147 | 175 | 260 | 354 | 354 |
| 14 | 114 | 133 | 146 | 173 | 259 | 353 | 353 |
| 15 | 112 | 131 | 143 | 171 | 257 | 351 | 351 |
| 16 | 110 | 129 | 141 | 169 | 255 | 349 | 349 |
| 17 | 108 | 126 | 139 | 167 | 253 | 346 | 346 |
| 18 | 106 | 124 | 137 | 165 | 251 | 344 | 344 |
| 19 | 104 | 122 | 135 | 163 | 248 | 342 | 342 |
| 20 | 101 | 120 | 133 | 161 | 246 | 340 | 340 |
| 21 | 99 | 118 | 130 | 158 | 244 | 338 | 338 |
| 22 | 97 | 116 | 128 | 156 | 242 | 336 | 336 |
| 23 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 24 | 93 | 111 | 124 | 152 | 238 | 331 | 331 |
| 25 | 90 | 109 | 122 | 150 | 235 | 329 | 329 |
| 26 | 88 | 107 | 120 | 147 | 233 | 327 | 327 |
| 27 | 86 | 105 | 117 | 145 | 231 | 325 | 325 |
| 28 | 84 | 103 | 115 | 143 | 229 | 323 | 323 |
| 29 | 82 | 101 | 113 | 141 | 227 | 321 | 321 |
| 30 | 80 | 99 | 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

122

135

141

162

280

375

3 719

2

121

133

140

161

278

398

2 747

3

120

133

141

165

272

413

2 065

4

119

133

143

168

269

412

1 591

5

119

134

146

169

268

401

1 258

6

119

135

146

171

267

386

1 018

7

120

137

147

172

266

367

840

8

119

137

148

174

265

359

705

9

118

137

148

175

264

358

600

10

118

137

149

177

264

357

516

11

118

136

149

177

263

356

448

12

117

135

148

176

262

355

391

13

116

134

147

175

260

354

354

14

114

133

146

173

259

353

353

15

112

131

143

171

257

351

351

16

110

129

141

169

255

349

349

17

108

126

139

167

253

346

346

18

106

124

137

165

251

344

344

19

104

122

135

163

248

342

342

20

101

120

133

161

246

340

340

21

99

118

130

158

244

338

338

22

97

116

128

156

242

336

336

23

95

114

126

154

240

333

333

24

93

111

124

152

238

331

331

25

90

109

122

150

235

329

329

26

88

107

120

147

233

327

327

27

86

105

117

145

231

325

325

28

84

103

115

143

229

323

323

29

82

101

113

141

227

321

321

30

80

99

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 | 153 | 300 | 3 092 |
| 2 | 0 | 10 | 16 | 38 | 155 | 343 | 2 323 |
| 3 | 1 | 12 | 20 | 44 | 151 | 359 | 1 760 |
| 4 | 1 | 14 | 24 | 49 | 150 | 360 | 1 363 |
| 5 | 2 | 17 | 28 | 51 | 151 | 351 | 1 082 |
| 6 | 4 | 20 | 31 | 55 | 151 | 338 | 878 |
| 7 | 5 | 22 | 33 | 57 | 152 | 322 | 726 |
| 8 | 6 | 23 | 34 | 60 | 152 | 305 | 610 |
| 9 | 6 | 24 | 36 | 63 | 152 | 288 | 520 |
| 10 | 6 | 25 | 37 | 64 | 151 | 271 | 447 |
| 11 | 6 | 25 | 37 | 65 | 151 | 254 | 388 |
| 12 | 6 | 25 | 37 | 65 | 151 | 244 | 340 |
| 13 | 6 | 24 | 37 | 65 | 151 | 244 | 299 |
| 14 | 5 | 24 | 37 | 64 | 150 | 244 | 265 |
| 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 |
| 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 |
| 17 | 6 | 24 | 44 | 64 | 150 | 243 | 243 |
| 18 | 6 | 24 | 47 | 64 | 150 | 243 | 243 |
| 19 | 7 | 24 | 50 | 64 | 150 | 244 | 244 |
| 20 | 7 | 24 | 52 | 65 | 151 | 244 | 244 |
| 21 | 7 | 25 | 54 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 57 | 65 | 151 | 245 | 245 |
| 23 | 9 | 25 | 59 | 66 | 151 | 245 | 245 |
| 24 | 9 | 25 | 62 | 66 | 152 | 245 | 245 |
| 25 | 10 | 26 | 64 | 66 | 152 | 245 | 245 |
| 26 | 10 | 26 | 67 | 68 | 152 | 245 | 245 |
| 27 | 11 | 26 | 69 | 70 | 152 | 245 | 245 |
| 28 | 11 | 26 | 72 | 72 | 152 | 246 | 246 |
| 29 | 11 | 26 | 74 | 73 | 152 | 246 | 246 |
| 30 | 12 | 26 | 77 | 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

0

8

14

36

153

300

3 092

2

0

10

16

38

155

343

2 323

3

1

12

20

44

151

359

1 760

4

1

14

24

49

150

360

1 363

5

2

17

28

51

151

351

1 082

6

4

20

31

55

151

338

878

7

5

22

33

57

152

322

726

8

6

23

34

60

152

305

610

9

6

24

36

63

152

288

520

10

6

25

37

64

151

271

447

11

6

25

37

65

151

254

388

12

6

25

37

65

151

244

340

13

6

24

37

65

151

244

299

14

5

24

37

64

150

244

265

15

6

24

40

64

150

244

244

16

6

24

43

64

150

243

243

17

6

24

44

64

150

243

243

18

6

24

47

64

150

243

243

19

7

24

50

64

150

244

244

20

7

24

52

65

151

244

244

21

7

25

54

65

151

245

245

22

8

25

57

65

151

245

245

23

9

25

59

66

151

245

245

24

9

25

62

66

152

245

245

25

10

26

64

66

152

245

245

26

10

26

67

68

152

245

245

27

11

26

69

70

152

245

245

28

11

26

72

72

152

246

246

29

11

26

74

73

152

246

246

30

12

26

77

75

152

246

246

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 | 188 | 302 | 3 122 |
| 2 | 32 | 44 | 50 | 71 | 189 | 346 | 2 342 |
| 3 | 30 | 43 | 52 | 75 | 183 | 362 | 1 774 |
| 4 | 29 | 43 | 53 | 78 | 180 | 362 | 1 373 |
| 5 | 29 | 44 | 56 | 79 | 178 | 353 | 1 089 |
| 6 | 32 | 48 | 59 | 83 | 179 | 340 | 883 |
| 7 | 30 | 47 | 57 | 82 | 176 | 324 | 730 |
| 8 | 33 | 51 | 62 | 88 | 179 | 307 | 614 |
| 9 | 33 | 51 | 62 | 89 | 178 | 289 | 522 |
| 10 | 28 | 46 | 59 | 86 | 173 | 272 | 449 |
| 11 | 24 | 42 | 55 | 83 | 169 | 262 | 390 |
| 12 | 21 | 39 | 52 | 80 | 166 | 259 | 341 |
| 13 | 18 | 37 | 50 | 77 | 163 | 257 | 300 |
| 14 | 16 | 35 | 48 | 76 | 161 | 255 | 266 |
| 15 | 15 | 34 | 46 | 74 | 160 | 254 | 254 |
| 16 | 14 | 32 | 45 | 73 | 159 | 252 | 252 |
| 17 | 13 | 32 | 44 | 72 | 158 | 251 | 251 |
| 18 | 12 | 31 | 47 | 71 | 157 | 251 | 251 |
| 19 | 12 | 31 | 50 | 71 | 157 | 250 | 250 |
| 20 | 12 | 31 | 52 | 71 | 157 | 250 | 250 |
| 21 | 12 | 31 | 54 | 71 | 157 | 250 | 250 |
| 22 | 12 | 31 | 57 | 71 | 157 | 250 | 250 |
| 23 | 12 | 30 | 59 | 71 | 157 | 250 | 250 |
| 24 | 12 | 30 | 62 | 71 | 156 | 250 | 250 |
| 25 | 11 | 30 | 64 | 70 | 156 | 250 | 250 |
| 26 | 11 | 30 | 67 | 70 | 156 | 250 | 250 |
| 27 | 11 | 30 | 69 | 70 | 156 | 250 | 250 |
| 28 | 11 | 30 | 72 | 71 | 156 | 249 | 249 |
| 29 | 11 | 30 | 74 | 73 | 156 | 249 | 249 |
| 30 | 12 | 29 | 76 | 75 | 156 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

43

50

71

188

302

3 122

2

32

44

50

71

189

346

2 342

3

30

43

52

75

183

362

1 774

4

29

43

53

78

180

362

1 373

5

29

44

56

79

178

353

1 089

6

32

48

59

83

179

340

883

7

30

47

57

82

176

324

730

8

33

51

62

88

179

307

614

9

33

51

62

89

178

289

522

10

28

46

59

86

173

272

449

11

24

42

55

83

169

262

390

12

21

39

52

80

166

259

341

13

18

37

50

77

163

257

300

14

16

35

48

76

161

255

266

15

15

34

46

74

160

254

254

16

14

32

45

73

159

252

252

17

13

32

44

72

158

251

251

18

12

31

47

71

157

251

251

19

12

31

50

71

157

250

250

20

12

31

52

71

157

250

250

21

12

31

54

71

157

250

250

22

12

31

57

71

157

250

250

23

12

30

59

71

157

250

250

24

12

30

62

71

156

250

250

25

11

30

64

70

156

250

250

26

11

30

67

70

156

250

250

27

11

30

69

70

156

250

250

28

11

30

72

71

156

249

249

29

11

30

74

73

156

249

249

30

12

29

76

75

156

249

249

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 | 204 | 216 | 222 | 243 | 361 | 456 | 4 286 |
| 2 | 201 | 213 | 219 | 240 | 358 | 469 | 3 277 |
| 3 | 196 | 209 | 217 | 241 | 348 | 494 | 2 501 |
| 4 | 191 | 205 | 215 | 240 | 341 | 497 | 1 940 |
| 5 | 187 | 202 | 213 | 237 | 336 | 486 | 1 537 |
| 6 | 184 | 200 | 211 | 235 | 332 | 468 | 1 242 |
| 7 | 181 | 198 | 208 | 233 | 327 | 445 | 1 023 |
| 8 | 177 | 194 | 205 | 231 | 323 | 421 | 855 |
| 9 | 173 | 191 | 202 | 230 | 318 | 412 | 724 |
| 10 | 169 | 187 | 200 | 227 | 314 | 408 | 620 |
| 11 | 165 | 184 | 196 | 224 | 310 | 404 | 535 |
| 12 | 161 | 180 | 192 | 220 | 306 | 399 | 466 |
| 13 | 157 | 176 | 188 | 216 | 302 | 395 | 408 |
| 14 | 153 | 172 | 184 | 212 | 298 | 392 | 392 |
| 15 | 149 | 168 | 181 | 208 | 294 | 388 | 388 |
| 16 | 146 | 165 | 177 | 205 | 291 | 384 | 384 |
| 17 | 142 | 161 | 174 | 202 | 287 | 381 | 381 |
| 18 | 139 | 158 | 171 | 198 | 284 | 378 | 378 |
| 19 | 136 | 155 | 168 | 195 | 281 | 375 | 375 |
| 20 | 133 | 152 | 165 | 193 | 278 | 372 | 372 |
| 21 | 131 | 149 | 162 | 190 | 275 | 369 | 369 |
| 22 | 128 | 146 | 159 | 187 | 273 | 366 | 366 |
| 23 | 125 | 144 | 156 | 184 | 270 | 363 | 363 |
| 24 | 122 | 141 | 153 | 181 | 267 | 361 | 361 |
| 25 | 119 | 138 | 151 | 178 | 264 | 358 | 358 |
| 26 | 117 | 135 | 148 | 176 | 262 | 355 | 355 |
| 27 | 114 | 133 | 145 | 173 | 259 | 353 | 353 |
| 28 | 112 | 130 | 143 | 171 | 257 | 350 | 350 |
| 29 | 109 | 128 | 140 | 168 | 254 | 348 | 348 |
| 30 | 107 | 126 | 138 | 166 | 252 | 345 | 345 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

204

216

222

243

361

456

4 286

2

201

213

219

240

358

469

3 277

3

196

209

217

241

348

494

2 501

4

191

205

215

240

341

497

1 940

5

187

202

213

237

336

486

1 537

6

184

200

211

235

332

468

1 242

7

181

198

208

233

327

445

1 023

8

177

194

205

231

323

421

855

9

173

191

202

230

318

412

724

10

169

187

200

227

314

408

620

11

165

184

196

224

310

404

535

12

161

180

192

220

306

399

466

13

157

176

188

216

302

395

408

14

153

172

184

212

298

392

392

15

149

168

181

208

294

388

388

16

146

165

177

205

291

384

384

17

142

161

174

202

287

381

381

18

139

158

171

198

284

378

378

19

136

155

168

195

281

375

375

20

133

152

165

193

278

372

372

21

131

149

162

190

275

369

369

22

128

146

159

187

273

366

366

23

125

144

156

184

270

363

363

24

122

141

153

181

267

361

361

25

119

138

151

178

264

358

358

26

117

135

148

176

262

355

355

27

114

133

145

173

259

353

353

28

112

130

143

171

257

350

350

29

109

128

140

168

254

348

348

30

107

126

138

166

252

345

345

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 | 25 | 51 | 169 | 302 | 3 113 |
| 2 | 0 | 14 | 25 | 51 | 169 | 346 | 2 341 |
| 3 | 1 | 17 | 28 | 55 | 166 | 362 | 1 772 |
| 4 | 1 | 20 | 31 | 60 | 165 | 361 | 1 370 |
| 5 | 3 | 23 | 36 | 66 | 166 | 352 | 1 085 |
| 6 | 5 | 26 | 39 | 68 | 166 | 339 | 880 |
| 7 | 8 | 30 | 42 | 70 | 166 | 323 | 728 |
| 8 | 10 | 34 | 45 | 74 | 167 | 306 | 612 |
| 9 | 12 | 37 | 49 | 76 | 167 | 288 | 520 |
| 10 | 13 | 39 | 51 | 77 | 167 | 271 | 448 |
| 11 | 14 | 40 | 52 | 78 | 167 | 260 | 389 |
| 12 | 15 | 42 | 53 | 79 | 167 | 260 | 340 |
| 13 | 16 | 43 | 54 | 80 | 167 | 260 | 300 |
| 14 | 16 | 44 | 55 | 80 | 167 | 260 | 265 |
| 15 | 16 | 44 | 55 | 80 | 167 | 260 | 260 |
| 16 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 17 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 18 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 19 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 20 | 17 | 44 | 55 | 80 | 167 | 260 | 260 |
| 21 | 17 | 44 | 55 | 80 | 167 | 260 | 260 |
| 22 | 17 | 44 | 57 | 80 | 167 | 260 | 260 |
| 23 | 17 | 44 | 59 | 80 | 167 | 260 | 260 |
| 24 | 17 | 44 | 62 | 80 | 167 | 260 | 260 |
| 25 | 17 | 44 | 64 | 80 | 166 | 260 | 260 |
| 26 | 17 | 44 | 67 | 80 | 166 | 260 | 260 |
| 27 | 17 | 44 | 68 | 80 | 166 | 260 | 260 |
| 28 | 17 | 44 | 72 | 80 | 166 | 259 | 259 |
| 29 | 17 | 44 | 74 | 80 | 165 | 259 | 259 |
| 30 | 17 | 44 | 76 | 80 | 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

0

14

25

51

169

302

3 113

2

0

14

25

51

169

346

2 341

3

1

17

28

55

166

362

1 772

4

1

20

31

60

165

361

1 370

5

3

23

36

66

166

352

1 085

6

5

26

39

68

166

339

880

7

8

30

42

70

166

323

728

8

10

34

45

74

167

306

612

9

12

37

49

76

167

288

520

10

13

39

51

77

167

271

448

11

14

40

52

78

167

260

389

12

15

42

53

79

167

260

340

13

16

43

54

80

167

260

300

14

16

44

55

80

167

260

265

15

16

44

55

80

167

260

260

16

17

44

55

80

166

260

260

17

17

44

55

80

166

260

260

18

17

44

55

80

166

260

260

19

17

44

55

80

166

260

260

20

17

44

55

80

167

260

260

21

17

44

55

80

167

260

260

22

17

44

57

80

167

260

260

23

17

44

59

80

167

260

260

24

17

44

62

80

167

260

260

25

17

44

64

80

166

260

260

26

17

44

67

80

166

260

260

27

17

44

68

80

166

260

260

28

17

44

72

80

166

259

259

29

17

44

74

80

165

259

259

30

17

44

76

80

165

259

259

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 | 292 | 3 010 |
| 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 246 |
| 3 | 1 | 1 | 8 | 16 | 124 | 347 | 1 698 |
| 4 | 1 | 3 | 11 | 19 | 120 | 347 | 1 314 |
| 5 | 1 | 4 | 13 | 21 | 120 | 339 | 1 042 |
| 6 | 2 | 4 | 16 | 24 | 119 | 326 | 846 |
| 7 | 2 | 6 | 19 | 26 | 119 | 311 | 700 |
| 8 | 2 | 6 | 21 | 29 | 119 | 294 | 589 |
| 9 | 4 | 7 | 24 | 31 | 119 | 278 | 501 |
| 10 | 4 | 8 | 27 | 33 | 119 | 261 | 432 |
| 11 | 4 | 9 | 28 | 36 | 119 | 245 | 375 |
| 12 | 4 | 9 | 31 | 38 | 119 | 230 | 329 |
| 13 | 4 | 11 | 34 | 40 | 119 | 216 | 290 |
| 14 | 5 | 11 | 36 | 42 | 119 | 213 | 257 |
| 15 | 6 | 13 | 38 | 44 | 120 | 213 | 229 |
| 16 | 6 | 13 | 41 | 46 | 120 | 213 | 213 |
| 17 | 6 | 14 | 43 | 49 | 120 | 214 | 214 |
| 18 | 6 | 15 | 46 | 50 | 121 | 214 | 214 |
| 19 | 7 | 16 | 48 | 52 | 122 | 215 | 215 |
| 20 | 7 | 16 | 50 | 54 | 124 | 215 | 215 |
| 21 | 7 | 18 | 53 | 56 | 126 | 216 | 216 |
| 22 | 8 | 18 | 55 | 58 | 128 | 216 | 216 |
| 23 | 8 | 19 | 58 | 60 | 129 | 216 | 216 |
| 24 | 8 | 20 | 60 | 63 | 130 | 216 | 216 |
| 25 | 9 | 21 | 62 | 64 | 132 | 216 | 216 |
| 26 | 9 | 22 | 64 | 66 | 133 | 216 | 216 |
| 27 | 9 | 23 | 67 | 68 | 134 | 216 | 216 |
| 28 | 10 | 24 | 69 | 69 | 136 | 216 | 216 |
| 29 | 10 | 24 | 72 | 71 | 137 | 216 | 216 |
| 30 | 11 | 25 | 74 | 73 | 138 | 216 | 216 |

Duration (in years)

Credit quality step 0

Credit 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

292

3 010

2

0

1

6

13

130

333

2 246

3

1

1

8

16

124

347

1 698

4

1

3

11

19

120

347

1 314

5

1

4

13

21

120

339

1 042

6

2

4

16

24

119

326

846

7

2

6

19

26

119

311

700

8

2

6

21

29

119

294

589

9

4

7

24

31

119

278

501

10

4

8

27

33

119

261

432

11

4

9

28

36

119

245

375

12

4

9

31

38

119

230

329

13

4

11

34

40

119

216

290

14

5

11

36

42

119

213

257

15

6

13

38

44

120

213

229

16

6

13

41

46

120

213

213

17

6

14

43

49

120

214

214

18

6

15

46

50

121

214

214

19

7

16

48

52

122

215

215

20

7

16

50

54

124

215

215

21

7

18

53

56

126

216

216

22

8

18

55

58

128

216

216

23

8

19

58

60

129

216

216

24

8

20

60

63

130

216

216

25

9

21

62

64

132

216

216

26

9

22

64

66

133

216

216

27

9

23

67

68

134

216

216

28

10

24

69

69

136

216

216

29

10

24

72

71

137

216

216

30

11

25

74

73

138

216

216

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 6 |
| Euro | Belgium | 6 |
| Euro | Cyprus | 6 |
| Euro | Estonia | 6 |
| Euro | Finland | 6 |
| Euro | France | 6 |
| Euro | Germany | 6 |
| Euro | Greece | 6 |
| Euro | Ireland | 6 |
| Euro | Italy | 6 |
| Euro | Latvia | 6 |
| Euro | Lithuania | 6 |
| Euro | Luxembourg | 6 |
| Euro | Malta | 6 |
| Euro | Netherlands | 6 |
| Euro | Portugal | 6 |
| Euro | Slovakia | 6 |
| Euro | Slovenia | 6 |
| Euro | Spain | 6 |
| Czech koruna | Czech Republic | 20 |
| Danish krone | Denmark | 48 |
| Forint | Hungary | 12 |
| Krona | Sweden | 9 |
| Kuna | Croatia | 0 |
| Lev | Bulgaria | –12 |
| Pound sterling | United Kingdom | 11 |
| Romanian leu | Romania | 6 |
| Zloty | Poland | 22 |
| Króna | Iceland | –5 |
| Norwegian krone | Norway | 34 |
| Swiss franc | Liechtenstein | –1 |
| Swiss franc | Switzerland | –1 |
| Australian dollar | Australia | 17 |
| Canadian dollar | Canada | 37 |
| Renminbi-yuan | China | 25 |
| Hong Kong dollar | Hong Kong | 2 |
| US dollar | United States | 34 |
| Yen | Japan | 1 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

6

Euro

Belgium

6

Euro

Cyprus

6

Euro

Estonia

6

Euro

Finland

6

Euro

France

6

Euro

Germany

6

Euro

Greece

6

Euro

Ireland

6

Euro

Italy

6

Euro

Latvia

6

Euro

Lithuania

6

Euro

Luxembourg

6

Euro

Malta

6

Euro

Netherlands

6

Euro

Portugal

6

Euro

Slovakia

6

Euro

Slovenia

6

Euro

Spain

6

Czech koruna

Czech Republic

20

Danish krone

Denmark

48

Forint

Hungary

12

Krona

Sweden

9

Kuna

Croatia

0

Lev

Bulgaria

–12

Pound sterling

United Kingdom

11

Romanian leu

Romania

6

Zloty

Poland

22

Króna

Iceland

–5

Norwegian krone

Norway

34

Swiss franc

Liechtenstein

–1

Swiss franc

Switzerland

–1

Australian dollar

Australia

17

Canadian dollar

Canada

37

Renminbi-yuan

China

25

Hong Kong dollar

Hong Kong

2

US dollar

United States

34

Yen

Japan

1

---