# L_2022301EN.01002201.xml

| 22.11.2022 | EN | Official Journal of the European Union | L 301/22 |
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22.11.2022

EN

Official Journal of the European Union

L 301/22

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COMMISSION IMPLEMENTING REGULATION (EU) 2022/2282

of 21 November 2022

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2022 until 30 December 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 6 October 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2022 market data. That information was published on 6 October 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 6 October 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2022 market data. That information was published on 6 October 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 30 September 2022 until 30 December 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 30 September 2022.

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

Done at Brussels, 21 November 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 | 2,378  % | 6,852  % | 2,368  % | 13,041  % | 3,151  % | 2,114  % |
| 2 | 2,725  % | 6,556  % | 2,715  % | 12,493  % | 3,170  % | 2,588  % |
| 3 | 2,792  % | 6,085  % | 2,782  % | 11,733  % | 3,196  % | 2,920  % |
| 4 | 2,837  % | 5,649  % | 2,827  % | 11,030  % | 3,207  % | 3,181  % |
| 5 | 2,873  % | 5,332  % | 2,863  % | 10,464  % | 3,195  % | 3,422  % |
| 6 | 2,901  % | 5,144  % | 2,891  % | 10,033  % | 3,161  % | 3,663  % |
| 7 | 2,920  % | 5,033  % | 2,910  % | 9,719  % | 3,122  % | 3,905  % |
| 8 | 2,943  % | 4,964  % | 2,933  % | 9,502  % | 3,089  % | 4,163  % |
| 9 | 2,967  % | 4,915  % | 2,956  % | 9,370  % | 3,067  % | 4,392  % |
| 10 | 2,992  % | 4,874  % | 2,982  % | 9,285  % | 3,058  % | 4,561  % |
| 11 | 3,006  % | 4,835  % | 2,996  % | 9,244  % | 3,062  % | 4,679  % |
| 12 | 3,018  % | 4,797  % | 3,008  % | 9,225  % | 3,075  % | 4,759  % |
| 13 | 3,020  % | 4,760  % | 3,010  % | 9,216  % | 3,091  % | 4,812  % |
| 14 | 3,006  % | 4,724  % | 2,996  % | 9,215  % | 3,109  % | 4,844  % |
| 15 | 2,974  % | 4,688  % | 2,964  % | 9,208  % | 3,126  % | 4,861  % |
| 16 | 2,922  % | 4,652  % | 2,912  % | 9,178  % | 3,143  % | 4,866  % |
| 17 | 2,861  % | 4,618  % | 2,851  % | 9,127  % | 3,159  % | 4,861  % |
| 18 | 2,799  % | 4,584  % | 2,789  % | 9,059  % | 3,173  % | 4,850  % |
| 19 | 2,744  % | 4,551  % | 2,734  % | 8,979  % | 3,187  % | 4,834  % |
| 20 | 2,699  % | 4,520  % | 2,689  % | 8,890  % | 3,200  % | 4,814  % |
| 21 | 2,668  % | 4,489  % | 2,658  % | 8,795  % | 3,211  % | 4,791  % |
| 22 | 2,647  % | 4,460  % | 2,638  % | 8,695  % | 3,222  % | 4,766  % |
| 23 | 2,635  % | 4,431  % | 2,626  % | 8,594  % | 3,231  % | 4,740  % |
| 24 | 2,630  % | 4,404  % | 2,621  % | 8,491  % | 3,240  % | 4,713  % |
| 25 | 2,629  % | 4,377  % | 2,620  % | 8,389  % | 3,249  % | 4,685  % |
| 26 | 2,632  % | 4,352  % | 2,624  % | 8,287  % | 3,256  % | 4,657  % |
| 27 | 2,639  % | 4,328  % | 2,631  % | 8,188  % | 3,263  % | 4,630  % |
| 28 | 2,648  % | 4,304  % | 2,640  % | 8,090  % | 3,270  % | 4,602  % |
| 29 | 2,658  % | 4,282  % | 2,650  % | 7,995  % | 3,276  % | 4,575  % |
| 30 | 2,670  % | 4,260  % | 2,662  % | 7,902  % | 3,282  % | 4,548  % |
| 31 | 2,682  % | 4,240  % | 2,675  % | 7,813  % | 3,287  % | 4,522  % |
| 32 | 2,696  % | 4,220  % | 2,688  % | 7,726  % | 3,293  % | 4,497  % |
| 33 | 2,709  % | 4,200  % | 2,702  % | 7,642  % | 3,297  % | 4,472  % |
| 34 | 2,723  % | 4,182  % | 2,716  % | 7,562  % | 3,302  % | 4,449  % |
| 35 | 2,737  % | 4,164  % | 2,731  % | 7,484  % | 3,306  % | 4,425  % |
| 36 | 2,751  % | 4,148  % | 2,745  % | 7,410  % | 3,310  % | 4,403  % |
| 37 | 2,765  % | 4,131  % | 2,759  % | 7,338  % | 3,314  % | 4,381  % |
| 38 | 2,779  % | 4,116  % | 2,773  % | 7,269  % | 3,317  % | 4,360  % |
| 39 | 2,792  % | 4,101  % | 2,786  % | 7,203  % | 3,321  % | 4,340  % |
| 40 | 2,806  % | 4,086  % | 2,800  % | 7,139  % | 3,324  % | 4,320  % |
| 41 | 2,819  % | 4,072  % | 2,813  % | 7,078  % | 3,327  % | 4,301  % |
| 42 | 2,831  % | 4,059  % | 2,825  % | 7,020  % | 3,330  % | 4,283  % |
| 43 | 2,843  % | 4,046  % | 2,838  % | 6,963  % | 3,333  % | 4,265  % |
| 44 | 2,855  % | 4,033  % | 2,850  % | 6,909  % | 3,335  % | 4,248  % |
| 45 | 2,867  % | 4,021  % | 2,862  % | 6,857  % | 3,338  % | 4,232  % |
| 46 | 2,878  % | 4,010  % | 2,873  % | 6,807  % | 3,340  % | 4,216  % |
| 47 | 2,889  % | 3,999  % | 2,884  % | 6,759  % | 3,343  % | 4,200  % |
| 48 | 2,900  % | 3,988  % | 2,895  % | 6,713  % | 3,345  % | 4,186  % |
| 49 | 2,910  % | 3,978  % | 2,906  % | 6,668  % | 3,347  % | 4,171  % |
| 50 | 2,920  % | 3,967  % | 2,916  % | 6,625  % | 3,349  % | 4,158  % |
| 51 | 2,930  % | 3,958  % | 2,925  % | 6,584  % | 3,351  % | 4,144  % |
| 52 | 2,940  % | 3,948  % | 2,935  % | 6,544  % | 3,353  % | 4,131  % |
| 53 | 2,949  % | 3,939  % | 2,944  % | 6,506  % | 3,355  % | 4,119  % |
| 54 | 2,958  % | 3,931  % | 2,953  % | 6,469  % | 3,357  % | 4,107  % |
| 55 | 2,966  % | 3,922  % | 2,962  % | 6,433  % | 3,358  % | 4,095  % |
| 56 | 2,974  % | 3,914  % | 2,970  % | 6,399  % | 3,360  % | 4,084  % |
| 57 | 2,982  % | 3,906  % | 2,978  % | 6,366  % | 3,362  % | 4,073  % |
| 58 | 2,990  % | 3,899  % | 2,986  % | 6,333  % | 3,363  % | 4,063  % |
| 59 | 2,998  % | 3,891  % | 2,994  % | 6,302  % | 3,365  % | 4,052  % |
| 60 | 3,005  % | 3,884  % | 3,001  % | 6,272  % | 3,366  % | 4,043  % |
| 61 | 3,012  % | 3,877  % | 3,008  % | 6,243  % | 3,367  % | 4,033  % |
| 62 | 3,019  % | 3,870  % | 3,015  % | 6,215  % | 3,369  % | 4,024  % |
| 63 | 3,026  % | 3,864  % | 3,022  % | 6,187  % | 3,370  % | 4,015  % |
| 64 | 3,032  % | 3,857  % | 3,029  % | 6,161  % | 3,371  % | 4,006  % |
| 65 | 3,039  % | 3,851  % | 3,035  % | 6,135  % | 3,372  % | 3,998  % |
| 66 | 3,045  % | 3,845  % | 3,041  % | 6,110  % | 3,374  % | 3,989  % |
| 67 | 3,051  % | 3,839  % | 3,047  % | 6,086  % | 3,375  % | 3,981  % |
| 68 | 3,057  % | 3,834  % | 3,053  % | 6,063  % | 3,376  % | 3,974  % |
| 69 | 3,062  % | 3,828  % | 3,059  % | 6,040  % | 3,377  % | 3,966  % |
| 70 | 3,068  % | 3,823  % | 3,064  % | 6,018  % | 3,378  % | 3,959  % |
| 71 | 3,073  % | 3,818  % | 3,070  % | 5,996  % | 3,379  % | 3,951  % |
| 72 | 3,078  % | 3,813  % | 3,075  % | 5,976  % | 3,380  % | 3,945  % |
| 73 | 3,083  % | 3,808  % | 3,080  % | 5,955  % | 3,381  % | 3,938  % |
| 74 | 3,088  % | 3,803  % | 3,085  % | 5,935  % | 3,382  % | 3,931  % |
| 75 | 3,093  % | 3,798  % | 3,090  % | 5,916  % | 3,383  % | 3,925  % |
| 76 | 3,098  % | 3,794  % | 3,095  % | 5,897  % | 3,384  % | 3,919  % |
| 77 | 3,102  % | 3,789  % | 3,099  % | 5,879  % | 3,385  % | 3,912  % |
| 78 | 3,107  % | 3,785  % | 3,104  % | 5,861  % | 3,385  % | 3,907  % |
| 79 | 3,111  % | 3,781  % | 3,108  % | 5,844  % | 3,386  % | 3,901  % |
| 80 | 3,115  % | 3,776  % | 3,112  % | 5,827  % | 3,387  % | 3,895  % |
| 81 | 3,119  % | 3,772  % | 3,116  % | 5,811  % | 3,388  % | 3,890  % |
| 82 | 3,123  % | 3,769  % | 3,120  % | 5,795  % | 3,389  % | 3,884  % |
| 83 | 3,127  % | 3,765  % | 3,124  % | 5,779  % | 3,389  % | 3,879  % |
| 84 | 3,131  % | 3,761  % | 3,128  % | 5,764  % | 3,390  % | 3,874  % |
| 85 | 3,135  % | 3,757  % | 3,132  % | 5,749  % | 3,391  % | 3,869  % |
| 86 | 3,138  % | 3,754  % | 3,136  % | 5,734  % | 3,391  % | 3,864  % |
| 87 | 3,142  % | 3,750  % | 3,139  % | 5,720  % | 3,392  % | 3,859  % |
| 88 | 3,146  % | 3,747  % | 3,143  % | 5,706  % | 3,393  % | 3,855  % |
| 89 | 3,149  % | 3,744  % | 3,146  % | 5,692  % | 3,393  % | 3,850  % |
| 90 | 3,152  % | 3,740  % | 3,150  % | 5,679  % | 3,394  % | 3,846  % |
| 91 | 3,156  % | 3,737  % | 3,153  % | 5,666  % | 3,395  % | 3,841  % |
| 92 | 3,159  % | 3,734  % | 3,156  % | 5,653  % | 3,395  % | 3,837  % |
| 93 | 3,162  % | 3,731  % | 3,159  % | 5,641  % | 3,396  % | 3,833  % |
| 94 | 3,165  % | 3,728  % | 3,162  % | 5,629  % | 3,396  % | 3,829  % |
| 95 | 3,168  % | 3,725  % | 3,165  % | 5,617  % | 3,397  % | 3,825  % |
| 96 | 3,171  % | 3,722  % | 3,168  % | 5,605  % | 3,397  % | 3,821  % |
| 97 | 3,174  % | 3,719  % | 3,171  % | 5,593  % | 3,398  % | 3,817  % |
| 98 | 3,177  % | 3,717  % | 3,174  % | 5,582  % | 3,399  % | 3,813  % |
| 99 | 3,179  % | 3,714  % | 3,177  % | 5,571  % | 3,399  % | 3,810  % |
| 100 | 3,182  % | 3,711  % | 3,180  % | 5,560  % | 3,400  % | 3,806  % |
| 101 | 3,185  % | 3,709  % | 3,182  % | 5,550  % | 3,400  % | 3,803  % |
| 102 | 3,187  % | 3,706  % | 3,185  % | 5,540  % | 3,401  % | 3,799  % |
| 103 | 3,190  % | 3,704  % | 3,187  % | 5,529  % | 3,401  % | 3,796  % |
| 104 | 3,192  % | 3,701  % | 3,190  % | 5,519  % | 3,402  % | 3,792  % |
| 105 | 3,195  % | 3,699  % | 3,192  % | 5,510  % | 3,402  % | 3,789  % |
| 106 | 3,197  % | 3,696  % | 3,195  % | 5,500  % | 3,402  % | 3,786  % |
| 107 | 3,200  % | 3,694  % | 3,197  % | 5,491  % | 3,403  % | 3,783  % |
| 108 | 3,202  % | 3,692  % | 3,200  % | 5,482  % | 3,403  % | 3,780  % |
| 109 | 3,204  % | 3,690  % | 3,202  % | 5,472  % | 3,404  % | 3,777  % |
| 110 | 3,206  % | 3,687  % | 3,204  % | 5,464  % | 3,404  % | 3,774  % |
| 111 | 3,209  % | 3,685  % | 3,206  % | 5,455  % | 3,405  % | 3,771  % |
| 112 | 3,211  % | 3,683  % | 3,209  % | 5,446  % | 3,405  % | 3,768  % |
| 113 | 3,213  % | 3,681  % | 3,211  % | 5,438  % | 3,405  % | 3,765  % |
| 114 | 3,215  % | 3,679  % | 3,213  % | 5,430  % | 3,406  % | 3,762  % |
| 115 | 3,217  % | 3,677  % | 3,215  % | 5,422  % | 3,406  % | 3,760  % |
| 116 | 3,219  % | 3,675  % | 3,217  % | 5,414  % | 3,407  % | 3,757  % |
| 117 | 3,221  % | 3,673  % | 3,219  % | 5,406  % | 3,407  % | 3,754  % |
| 118 | 3,223  % | 3,671  % | 3,221  % | 5,398  % | 3,407  % | 3,752  % |
| 119 | 3,225  % | 3,669  % | 3,223  % | 5,390  % | 3,408  % | 3,749  % |
| 120 | 3,227  % | 3,668  % | 3,225  % | 5,383  % | 3,408  % | 3,747  % |
| 121 | 3,228  % | 3,666  % | 3,226  % | 5,376  % | 3,408  % | 3,744  % |
| 122 | 3,230  % | 3,664  % | 3,228  % | 5,368  % | 3,409  % | 3,742  % |
| 123 | 3,232  % | 3,662  % | 3,230  % | 5,361  % | 3,409  % | 3,739  % |
| 124 | 3,234  % | 3,661  % | 3,232  % | 5,354  % | 3,409  % | 3,737  % |
| 125 | 3,236  % | 3,659  % | 3,234  % | 5,348  % | 3,410  % | 3,735  % |
| 126 | 3,237  % | 3,657  % | 3,235  % | 5,341  % | 3,410  % | 3,732  % |
| 127 | 3,239  % | 3,656  % | 3,237  % | 5,334  % | 3,410  % | 3,730  % |
| 128 | 3,241  % | 3,654  % | 3,239  % | 5,328  % | 3,411  % | 3,728  % |
| 129 | 3,242  % | 3,652  % | 3,240  % | 5,321  % | 3,411  % | 3,726  % |
| 130 | 3,244  % | 3,651  % | 3,242  % | 5,315  % | 3,411  % | 3,724  % |
| 131 | 3,245  % | 3,649  % | 3,244  % | 5,309  % | 3,412  % | 3,722  % |
| 132 | 3,247  % | 3,648  % | 3,245  % | 5,302  % | 3,412  % | 3,720  % |
| 133 | 3,248  % | 3,646  % | 3,247  % | 5,296  % | 3,412  % | 3,718  % |
| 134 | 3,250  % | 3,645  % | 3,248  % | 5,290  % | 3,412  % | 3,716  % |
| 135 | 3,251  % | 3,643  % | 3,250  % | 5,284  % | 3,413  % | 3,714  % |
| 136 | 3,253  % | 3,642  % | 3,251  % | 5,279  % | 3,413  % | 3,712  % |
| 137 | 3,254  % | 3,641  % | 3,253  % | 5,273  % | 3,413  % | 3,710  % |
| 138 | 3,256  % | 3,639  % | 3,254  % | 5,267  % | 3,413  % | 3,708  % |
| 139 | 3,257  % | 3,638  % | 3,255  % | 5,262  % | 3,414  % | 3,706  % |
| 140 | 3,259  % | 3,637  % | 3,257  % | 5,256  % | 3,414  % | 3,704  % |
| 141 | 3,260  % | 3,635  % | 3,258  % | 5,251  % | 3,414  % | 3,702  % |
| 142 | 3,261  % | 3,634  % | 3,260  % | 5,246  % | 3,414  % | 3,701  % |
| 143 | 3,263  % | 3,633  % | 3,261  % | 5,240  % | 3,415  % | 3,699  % |
| 144 | 3,264  % | 3,631  % | 3,262  % | 5,235  % | 3,415  % | 3,697  % |
| 145 | 3,265  % | 3,630  % | 3,263  % | 5,230  % | 3,415  % | 3,695  % |
| 146 | 3,266  % | 3,629  % | 3,265  % | 5,225  % | 3,415  % | 3,694  % |
| 147 | 3,268  % | 3,628  % | 3,266  % | 5,220  % | 3,416  % | 3,692  % |
| 148 | 3,269  % | 3,626  % | 3,267  % | 5,215  % | 3,416  % | 3,690  % |
| 149 | 3,270  % | 3,625  % | 3,268  % | 5,211  % | 3,416  % | 3,689  % |
| 150 | 3,271  % | 3,624  % | 3,270  % | 5,206  % | 3,416  % | 3,687  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

2,378  %

6,852  %

2,368  %

13,041  %

3,151  %

2,114  %

2

2,725  %

6,556  %

2,715  %

12,493  %

3,170  %

2,588  %

3

2,792  %

6,085  %

2,782  %

11,733  %

3,196  %

2,920  %

4

2,837  %

5,649  %

2,827  %

11,030  %

3,207  %

3,181  %

5

2,873  %

5,332  %

2,863  %

10,464  %

3,195  %

3,422  %

6

2,901  %

5,144  %

2,891  %

10,033  %

3,161  %

3,663  %

7

2,920  %

5,033  %

2,910  %

9,719  %

3,122  %

3,905  %

8

2,943  %

4,964  %

2,933  %

9,502  %

3,089  %

4,163  %

9

2,967  %

4,915  %

2,956  %

9,370  %

3,067  %

4,392  %

10

2,992  %

4,874  %

2,982  %

9,285  %

3,058  %

4,561  %

11

3,006  %

4,835  %

2,996  %

9,244  %

3,062  %

4,679  %

12

3,018  %

4,797  %

3,008  %

9,225  %

3,075  %

4,759  %

13

3,020  %

4,760  %

3,010  %

9,216  %

3,091  %

4,812  %

14

3,006  %

4,724  %

2,996  %

9,215  %

3,109  %

4,844  %

15

2,974  %

4,688  %

2,964  %

9,208  %

3,126  %

4,861  %

16

2,922  %

4,652  %

2,912  %

9,178  %

3,143  %

4,866  %

17

2,861  %

4,618  %

2,851  %

9,127  %

3,159  %

4,861  %

18

2,799  %

4,584  %

2,789  %

9,059  %

3,173  %

4,850  %

19

2,744  %

4,551  %

2,734  %

8,979  %

3,187  %

4,834  %

20

2,699  %

4,520  %

2,689  %

8,890  %

3,200  %

4,814  %

21

2,668  %

4,489  %

2,658  %

8,795  %

3,211  %

4,791  %

22

2,647  %

4,460  %

2,638  %

8,695  %

3,222  %

4,766  %

23

2,635  %

4,431  %

2,626  %

8,594  %

3,231  %

4,740  %

24

2,630  %

4,404  %

2,621  %

8,491  %

3,240  %

4,713  %

25

2,629  %

4,377  %

2,620  %

8,389  %

3,249  %

4,685  %

26

2,632  %

4,352  %

2,624  %

8,287  %

3,256  %

4,657  %

27

2,639  %

4,328  %

2,631  %

8,188  %

3,263  %

4,630  %

28

2,648  %

4,304  %

2,640  %

8,090  %

3,270  %

4,602  %

29

2,658  %

4,282  %

2,650  %

7,995  %

3,276  %

4,575  %

30

2,670  %

4,260  %

2,662  %

7,902  %

3,282  %

4,548  %

31

2,682  %

4,240  %

2,675  %

7,813  %

3,287  %

4,522  %

32

2,696  %

4,220  %

2,688  %

7,726  %

3,293  %

4,497  %

33

2,709  %

4,200  %

2,702  %

7,642  %

3,297  %

4,472  %

34

2,723  %

4,182  %

2,716  %

7,562  %

3,302  %

4,449  %

35

2,737  %

4,164  %

2,731  %

7,484  %

3,306  %

4,425  %

36

2,751  %

4,148  %

2,745  %

7,410  %

3,310  %

4,403  %

37

2,765  %

4,131  %

2,759  %

7,338  %

3,314  %

4,381  %

38

2,779  %

4,116  %

2,773  %

7,269  %

3,317  %

4,360  %

39

2,792  %

4,101  %

2,786  %

7,203  %

3,321  %

4,340  %

40

2,806  %

4,086  %

2,800  %

7,139  %

3,324  %

4,320  %

41

2,819  %

4,072  %

2,813  %

7,078  %

3,327  %

4,301  %

42

2,831  %

4,059  %

2,825  %

7,020  %

3,330  %

4,283  %

43

2,843  %

4,046  %

2,838  %

6,963  %

3,333  %

4,265  %

44

2,855  %

4,033  %

2,850  %

6,909  %

3,335  %

4,248  %

45

2,867  %

4,021  %

2,862  %

6,857  %

3,338  %

4,232  %

46

2,878  %

4,010  %

2,873  %

6,807  %

3,340  %

4,216  %

47

2,889  %

3,999  %

2,884  %

6,759  %

3,343  %

4,200  %

48

2,900  %

3,988  %

2,895  %

6,713  %

3,345  %

4,186  %

49

2,910  %

3,978  %

2,906  %

6,668  %

3,347  %

4,171  %

50

2,920  %

3,967  %

2,916  %

6,625  %

3,349  %

4,158  %

51

2,930  %

3,958  %

2,925  %

6,584  %

3,351  %

4,144  %

52

2,940  %

3,948  %

2,935  %

6,544  %

3,353  %

4,131  %

53

2,949  %

3,939  %

2,944  %

6,506  %

3,355  %

4,119  %

54

2,958  %

3,931  %

2,953  %

6,469  %

3,357  %

4,107  %

55

2,966  %

3,922  %

2,962  %

6,433  %

3,358  %

4,095  %

56

2,974  %

3,914  %

2,970  %

6,399  %

3,360  %

4,084  %

57

2,982  %

3,906  %

2,978  %

6,366  %

3,362  %

4,073  %

58

2,990  %

3,899  %

2,986  %

6,333  %

3,363  %

4,063  %

59

2,998  %

3,891  %

2,994  %

6,302  %

3,365  %

4,052  %

60

3,005  %

3,884  %

3,001  %

6,272  %

3,366  %

4,043  %

61

3,012  %

3,877  %

3,008  %

6,243  %

3,367  %

4,033  %

62

3,019  %

3,870  %

3,015  %

6,215  %

3,369  %

4,024  %

63

3,026  %

3,864  %

3,022  %

6,187  %

3,370  %

4,015  %

64

3,032  %

3,857  %

3,029  %

6,161  %

3,371  %

4,006  %

65

3,039  %

3,851  %

3,035  %

6,135  %

3,372  %

3,998  %

66

3,045  %

3,845  %

3,041  %

6,110  %

3,374  %

3,989  %

67

3,051  %

3,839  %

3,047  %

6,086  %

3,375  %

3,981  %

68

3,057  %

3,834  %

3,053  %

6,063  %

3,376  %

3,974  %

69

3,062  %

3,828  %

3,059  %

6,040  %

3,377  %

3,966  %

70

3,068  %

3,823  %

3,064  %

6,018  %

3,378  %

3,959  %

71

3,073  %

3,818  %

3,070  %

5,996  %

3,379  %

3,951  %

72

3,078  %

3,813  %

3,075  %

5,976  %

3,380  %

3,945  %

73

3,083  %

3,808  %

3,080  %

5,955  %

3,381  %

3,938  %

74

3,088  %

3,803  %

3,085  %

5,935  %

3,382  %

3,931  %

75

3,093  %

3,798  %

3,090  %

5,916  %

3,383  %

3,925  %

76

3,098  %

3,794  %

3,095  %

5,897  %

3,384  %

3,919  %

77

3,102  %

3,789  %

3,099  %

5,879  %

3,385  %

3,912  %

78

3,107  %

3,785  %

3,104  %

5,861  %

3,385  %

3,907  %

79

3,111  %

3,781  %

3,108  %

5,844  %

3,386  %

3,901  %

80

3,115  %

3,776  %

3,112  %

5,827  %

3,387  %

3,895  %

81

3,119  %

3,772  %

3,116  %

5,811  %

3,388  %

3,890  %

82

3,123  %

3,769  %

3,120  %

5,795  %

3,389  %

3,884  %

83

3,127  %

3,765  %

3,124  %

5,779  %

3,389  %

3,879  %

84

3,131  %

3,761  %

3,128  %

5,764  %

3,390  %

3,874  %

85

3,135  %

3,757  %

3,132  %

5,749  %

3,391  %

3,869  %

86

3,138  %

3,754  %

3,136  %

5,734  %

3,391  %

3,864  %

87

3,142  %

3,750  %

3,139  %

5,720  %

3,392  %

3,859  %

88

3,146  %

3,747  %

3,143  %

5,706  %

3,393  %

3,855  %

89

3,149  %

3,744  %

3,146  %

5,692  %

3,393  %

3,850  %

90

3,152  %

3,740  %

3,150  %

5,679  %

3,394  %

3,846  %

91

3,156  %

3,737  %

3,153  %

5,666  %

3,395  %

3,841  %

92

3,159  %

3,734  %

3,156  %

5,653  %

3,395  %

3,837  %

93

3,162  %

3,731  %

3,159  %

5,641  %

3,396  %

3,833  %

94

3,165  %

3,728  %

3,162  %

5,629  %

3,396  %

3,829  %

95

3,168  %

3,725  %

3,165  %

5,617  %

3,397  %

3,825  %

96

3,171  %

3,722  %

3,168  %

5,605  %

3,397  %

3,821  %

97

3,174  %

3,719  %

3,171  %

5,593  %

3,398  %

3,817  %

98

3,177  %

3,717  %

3,174  %

5,582  %

3,399  %

3,813  %

99

3,179  %

3,714  %

3,177  %

5,571  %

3,399  %

3,810  %

100

3,182  %

3,711  %

3,180  %

5,560  %

3,400  %

3,806  %

101

3,185  %

3,709  %

3,182  %

5,550  %

3,400  %

3,803  %

102

3,187  %

3,706  %

3,185  %

5,540  %

3,401  %

3,799  %

103

3,190  %

3,704  %

3,187  %

5,529  %

3,401  %

3,796  %

104

3,192  %

3,701  %

3,190  %

5,519  %

3,402  %

3,792  %

105

3,195  %

3,699  %

3,192  %

5,510  %

3,402  %

3,789  %

106

3,197  %

3,696  %

3,195  %

5,500  %

3,402  %

3,786  %

107

3,200  %

3,694  %

3,197  %

5,491  %

3,403  %

3,783  %

108

3,202  %

3,692  %

3,200  %

5,482  %

3,403  %

3,780  %

109

3,204  %

3,690  %

3,202  %

5,472  %

3,404  %

3,777  %

110

3,206  %

3,687  %

3,204  %

5,464  %

3,404  %

3,774  %

111

3,209  %

3,685  %

3,206  %

5,455  %

3,405  %

3,771  %

112

3,211  %

3,683  %

3,209  %

5,446  %

3,405  %

3,768  %

113

3,213  %

3,681  %

3,211  %

5,438  %

3,405  %

3,765  %

114

3,215  %

3,679  %

3,213  %

5,430  %

3,406  %

3,762  %

115

3,217  %

3,677  %

3,215  %

5,422  %

3,406  %

3,760  %

116

3,219  %

3,675  %

3,217  %

5,414  %

3,407  %

3,757  %

117

3,221  %

3,673  %

3,219  %

5,406  %

3,407  %

3,754  %

118

3,223  %

3,671  %

3,221  %

5,398  %

3,407  %

3,752  %

119

3,225  %

3,669  %

3,223  %

5,390  %

3,408  %

3,749  %

120

3,227  %

3,668  %

3,225  %

5,383  %

3,408  %

3,747  %

121

3,228  %

3,666  %

3,226  %

5,376  %

3,408  %

3,744  %

122

3,230  %

3,664  %

3,228  %

5,368  %

3,409  %

3,742  %

123

3,232  %

3,662  %

3,230  %

5,361  %

3,409  %

3,739  %

124

3,234  %

3,661  %

3,232  %

5,354  %

3,409  %

3,737  %

125

3,236  %

3,659  %

3,234  %

5,348  %

3,410  %

3,735  %

126

3,237  %

3,657  %

3,235  %

5,341  %

3,410  %

3,732  %

127

3,239  %

3,656  %

3,237  %

5,334  %

3,410  %

3,730  %

128

3,241  %

3,654  %

3,239  %

5,328  %

3,411  %

3,728  %

129

3,242  %

3,652  %

3,240  %

5,321  %

3,411  %

3,726  %

130

3,244  %

3,651  %

3,242  %

5,315  %

3,411  %

3,724  %

131

3,245  %

3,649  %

3,244  %

5,309  %

3,412  %

3,722  %

132

3,247  %

3,648  %

3,245  %

5,302  %

3,412  %

3,720  %

133

3,248  %

3,646  %

3,247  %

5,296  %

3,412  %

3,718  %

134

3,250  %

3,645  %

3,248  %

5,290  %

3,412  %

3,716  %

135

3,251  %

3,643  %

3,250  %

5,284  %

3,413  %

3,714  %

136

3,253  %

3,642  %

3,251  %

5,279  %

3,413  %

3,712  %

137

3,254  %

3,641  %

3,253  %

5,273  %

3,413  %

3,710  %

138

3,256  %

3,639  %

3,254  %

5,267  %

3,413  %

3,708  %

139

3,257  %

3,638  %

3,255  %

5,262  %

3,414  %

3,706  %

140

3,259  %

3,637  %

3,257  %

5,256  %

3,414  %

3,704  %

141

3,260  %

3,635  %

3,258  %

5,251  %

3,414  %

3,702  %

142

3,261  %

3,634  %

3,260  %

5,246  %

3,414  %

3,701  %

143

3,263  %

3,633  %

3,261  %

5,240  %

3,415  %

3,699  %

144

3,264  %

3,631  %

3,262  %

5,235  %

3,415  %

3,697  %

145

3,265  %

3,630  %

3,263  %

5,230  %

3,415  %

3,695  %

146

3,266  %

3,629  %

3,265  %

5,225  %

3,415  %

3,694  %

147

3,268  %

3,628  %

3,266  %

5,220  %

3,416  %

3,692  %

148

3,269  %

3,626  %

3,267  %

5,215  %

3,416  %

3,690  %

149

3,270  %

3,625  %

3,268  %

5,211  %

3,416  %

3,689  %

150

3,271  %

3,624  %

3,270  %

5,206  %

3,416  %

3,687  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,328  % | 5,093  % | 7,909  % | 7,166  % | 6,023  % | 3,581  % |
| 2 | 2,675  % | 5,417  % | 8,285  % | 7,388  % | 6,018  % | 3,537  % |
| 3 | 2,742  % | 5,365  % | 8,471  % | 7,411  % | 5,995  % | 3,475  % |
| 4 | 2,787  % | 5,208  % | 8,536  % | 7,349  % | 5,963  % | 3,424  % |
| 5 | 2,823  % | 5,039  % | 8,555  % | 7,270  % | 5,925  % | 3,394  % |
| 6 | 2,851  % | 4,851  % | 8,549  % | 7,197  % | 5,882  % | 3,387  % |
| 7 | 2,870  % | 4,679  % | 8,521  % | 7,138  % | 5,834  % | 3,393  % |
| 8 | 2,893  % | 4,546  % | 8,482  % | 7,099  % | 5,780  % | 3,403  % |
| 9 | 2,916  % | 4,444  % | 8,431  % | 7,086  % | 5,721  % | 3,415  % |
| 10 | 2,942  % | 4,364  % | 8,363  % | 7,080  % | 5,658  % | 3,426  % |
| 11 | 2,956  % | 4,291  % | 8,276  % | 7,053  % | 5,594  % | 3,435  % |
| 12 | 2,967  % | 4,222  % | 8,174  % | 7,005  % | 5,530  % | 3,442  % |
| 13 | 2,970  % | 4,157  % | 8,062  % | 6,944  % | 5,466  % | 3,448  % |
| 14 | 2,956  % | 4,098  % | 7,944  % | 6,873  % | 5,404  % | 3,452  % |
| 15 | 2,924  % | 4,043  % | 7,822  % | 6,795  % | 5,343  % | 3,456  % |
| 16 | 2,872  % | 3,991  % | 7,699  % | 6,713  % | 5,284  % | 3,459  % |
| 17 | 2,810  % | 3,943  % | 7,576  % | 6,628  % | 5,226  % | 3,462  % |
| 18 | 2,749  % | 3,897  % | 7,454  % | 6,543  % | 5,171  % | 3,464  % |
| 19 | 2,694  % | 3,852  % | 7,334  % | 6,457  % | 5,118  % | 3,466  % |
| 20 | 2,650  % | 3,808  % | 7,217  % | 6,373  % | 5,066  % | 3,468  % |
| 21 | 2,620  % | 3,764  % | 7,103  % | 6,289  % | 5,017  % | 3,469  % |
| 22 | 2,600  % | 3,721  % | 6,992  % | 6,208  % | 4,970  % | 3,470  % |
| 23 | 2,589  % | 3,679  % | 6,885  % | 6,129  % | 4,924  % | 3,471  % |
| 24 | 2,585  % | 3,640  % | 6,782  % | 6,052  % | 4,881  % | 3,471  % |
| 25 | 2,585  % | 3,603  % | 6,683  % | 5,977  % | 4,839  % | 3,472  % |
| 26 | 2,590  % | 3,569  % | 6,587  % | 5,905  % | 4,799  % | 3,473  % |
| 27 | 2,597  % | 3,538  % | 6,496  % | 5,836  % | 4,761  % | 3,473  % |
| 28 | 2,607  % | 3,511  % | 6,408  % | 5,769  % | 4,724  % | 3,473  % |
| 29 | 2,619  % | 3,486  % | 6,323  % | 5,705  % | 4,689  % | 3,474  % |
| 30 | 2,632  % | 3,465  % | 6,243  % | 5,643  % | 4,656  % | 3,474  % |
| 31 | 2,645  % | 3,447  % | 6,165  % | 5,584  % | 4,624  % | 3,474  % |
| 32 | 2,659  % | 3,432  % | 6,091  % | 5,527  % | 4,593  % | 3,474  % |
| 33 | 2,674  % | 3,419  % | 6,021  % | 5,473  % | 4,564  % | 3,474  % |
| 34 | 2,689  % | 3,408  % | 5,953  % | 5,420  % | 4,535  % | 3,474  % |
| 35 | 2,704  % | 3,399  % | 5,888  % | 5,370  % | 4,508  % | 3,474  % |
| 36 | 2,719  % | 3,391  % | 5,826  % | 5,322  % | 4,482  % | 3,474  % |
| 37 | 2,733  % | 3,385  % | 5,767  % | 5,276  % | 4,458  % | 3,474  % |
| 38 | 2,748  % | 3,380  % | 5,710  % | 5,232  % | 4,434  % | 3,474  % |
| 39 | 2,762  % | 3,375  % | 5,655  % | 5,190  % | 4,411  % | 3,473  % |
| 40 | 2,776  % | 3,372  % | 5,603  % | 5,149  % | 4,389  % | 3,473  % |
| 41 | 2,790  % | 3,369  % | 5,553  % | 5,110  % | 4,368  % | 3,473  % |
| 42 | 2,803  % | 3,367  % | 5,505  % | 5,072  % | 4,348  % | 3,473  % |
| 43 | 2,816  % | 3,365  % | 5,459  % | 5,037  % | 4,328  % | 3,473  % |
| 44 | 2,828  % | 3,363  % | 5,415  % | 5,002  % | 4,309  % | 3,473  % |
| 45 | 2,841  % | 3,363  % | 5,373  % | 4,969  % | 4,291  % | 3,472  % |
| 46 | 2,853  % | 3,362  % | 5,332  % | 4,937  % | 4,274  % | 3,472  % |
| 47 | 2,864  % | 3,361  % | 5,293  % | 4,906  % | 4,257  % | 3,472  % |
| 48 | 2,875  % | 3,361  % | 5,255  % | 4,877  % | 4,241  % | 3,472  % |
| 49 | 2,886  % | 3,361  % | 5,219  % | 4,848  % | 4,226  % | 3,471  % |
| 50 | 2,897  % | 3,361  % | 5,184  % | 4,821  % | 4,211  % | 3,471  % |
| 51 | 2,907  % | 3,362  % | 5,150  % | 4,794  % | 4,196  % | 3,471  % |
| 52 | 2,917  % | 3,362  % | 5,118  % | 4,769  % | 4,182  % | 3,471  % |
| 53 | 2,926  % | 3,363  % | 5,087  % | 4,744  % | 4,169  % | 3,471  % |
| 54 | 2,935  % | 3,363  % | 5,057  % | 4,721  % | 4,156  % | 3,470  % |
| 55 | 2,944  % | 3,364  % | 5,028  % | 4,698  % | 4,143  % | 3,470  % |
| 56 | 2,953  % | 3,365  % | 5,000  % | 4,676  % | 4,131  % | 3,470  % |
| 57 | 2,962  % | 3,366  % | 4,973  % | 4,654  % | 4,120  % | 3,470  % |
| 58 | 2,970  % | 3,367  % | 4,946  % | 4,634  % | 4,108  % | 3,469  % |
| 59 | 2,978  % | 3,367  % | 4,921  % | 4,614  % | 4,097  % | 3,469  % |
| 60 | 2,985  % | 3,368  % | 4,897  % | 4,595  % | 4,087  % | 3,469  % |
| 61 | 2,993  % | 3,369  % | 4,873  % | 4,576  % | 4,076  % | 3,469  % |
| 62 | 3,000  % | 3,370  % | 4,850  % | 4,558  % | 4,066  % | 3,469  % |
| 63 | 3,007  % | 3,371  % | 4,828  % | 4,540  % | 4,057  % | 3,468  % |
| 64 | 3,014  % | 3,372  % | 4,806  % | 4,523  % | 4,047  % | 3,468  % |
| 65 | 3,020  % | 3,373  % | 4,785  % | 4,507  % | 4,038  % | 3,468  % |
| 66 | 3,027  % | 3,374  % | 4,765  % | 4,491  % | 4,029  % | 3,468  % |
| 67 | 3,033  % | 3,375  % | 4,745  % | 4,475  % | 4,021  % | 3,468  % |
| 68 | 3,039  % | 3,376  % | 4,726  % | 4,460  % | 4,012  % | 3,467  % |
| 69 | 3,045  % | 3,377  % | 4,708  % | 4,445  % | 4,004  % | 3,467  % |
| 70 | 3,051  % | 3,377  % | 4,690  % | 4,431  % | 3,996  % | 3,467  % |
| 71 | 3,056  % | 3,378  % | 4,672  % | 4,417  % | 3,989  % | 3,467  % |
| 72 | 3,062  % | 3,379  % | 4,655  % | 4,404  % | 3,981  % | 3,467  % |
| 73 | 3,067  % | 3,380  % | 4,638  % | 4,391  % | 3,974  % | 3,466  % |
| 74 | 3,072  % | 3,381  % | 4,622  % | 4,378  % | 3,967  % | 3,466  % |
| 75 | 3,077  % | 3,382  % | 4,607  % | 4,366  % | 3,960  % | 3,466  % |
| 76 | 3,082  % | 3,383  % | 4,591  % | 4,353  % | 3,953  % | 3,466  % |
| 77 | 3,087  % | 3,383  % | 4,576  % | 4,342  % | 3,947  % | 3,466  % |
| 78 | 3,091  % | 3,384  % | 4,562  % | 4,330  % | 3,940  % | 3,466  % |
| 79 | 3,096  % | 3,385  % | 4,548  % | 4,319  % | 3,934  % | 3,465  % |
| 80 | 3,100  % | 3,386  % | 4,534  % | 4,308  % | 3,928  % | 3,465  % |
| 81 | 3,105  % | 3,386  % | 4,521  % | 4,298  % | 3,922  % | 3,465  % |
| 82 | 3,109  % | 3,387  % | 4,507  % | 4,287  % | 3,917  % | 3,465  % |
| 83 | 3,113  % | 3,388  % | 4,495  % | 4,277  % | 3,911  % | 3,465  % |
| 84 | 3,117  % | 3,389  % | 4,482  % | 4,267  % | 3,905  % | 3,465  % |
| 85 | 3,121  % | 3,389  % | 4,470  % | 4,258  % | 3,900  % | 3,464  % |
| 86 | 3,125  % | 3,390  % | 4,458  % | 4,248  % | 3,895  % | 3,464  % |
| 87 | 3,128  % | 3,391  % | 4,446  % | 4,239  % | 3,890  % | 3,464  % |
| 88 | 3,132  % | 3,391  % | 4,435  % | 4,230  % | 3,885  % | 3,464  % |
| 89 | 3,136  % | 3,392  % | 4,424  % | 4,221  % | 3,880  % | 3,464  % |
| 90 | 3,139  % | 3,393  % | 4,413  % | 4,213  % | 3,875  % | 3,464  % |
| 91 | 3,142  % | 3,393  % | 4,402  % | 4,204  % | 3,870  % | 3,464  % |
| 92 | 3,146  % | 3,394  % | 4,392  % | 4,196  % | 3,866  % | 3,464  % |
| 93 | 3,149  % | 3,394  % | 4,382  % | 4,188  % | 3,861  % | 3,463  % |
| 94 | 3,152  % | 3,395  % | 4,372  % | 4,180  % | 3,857  % | 3,463  % |
| 95 | 3,155  % | 3,396  % | 4,362  % | 4,172  % | 3,853  % | 3,463  % |
| 96 | 3,158  % | 3,396  % | 4,353  % | 4,165  % | 3,848  % | 3,463  % |
| 97 | 3,161  % | 3,397  % | 4,343  % | 4,157  % | 3,844  % | 3,463  % |
| 98 | 3,164  % | 3,397  % | 4,334  % | 4,150  % | 3,840  % | 3,463  % |
| 99 | 3,167  % | 3,398  % | 4,325  % | 4,143  % | 3,836  % | 3,463  % |
| 100 | 3,170  % | 3,398  % | 4,316  % | 4,136  % | 3,832  % | 3,463  % |
| 101 | 3,173  % | 3,399  % | 4,308  % | 4,129  % | 3,829  % | 3,462  % |
| 102 | 3,176  % | 3,399  % | 4,299  % | 4,123  % | 3,825  % | 3,462  % |
| 103 | 3,178  % | 3,400  % | 4,291  % | 4,116  % | 3,821  % | 3,462  % |
| 104 | 3,181  % | 3,400  % | 4,283  % | 4,110  % | 3,818  % | 3,462  % |
| 105 | 3,183  % | 3,401  % | 4,275  % | 4,103  % | 3,814  % | 3,462  % |
| 106 | 3,186  % | 3,401  % | 4,267  % | 4,097  % | 3,811  % | 3,462  % |
| 107 | 3,188  % | 3,402  % | 4,259  % | 4,091  % | 3,807  % | 3,462  % |
| 108 | 3,191  % | 3,402  % | 4,252  % | 4,085  % | 3,804  % | 3,462  % |
| 109 | 3,193  % | 3,402  % | 4,245  % | 4,079  % | 3,801  % | 3,462  % |
| 110 | 3,195  % | 3,403  % | 4,237  % | 4,073  % | 3,798  % | 3,461  % |
| 111 | 3,198  % | 3,403  % | 4,230  % | 4,068  % | 3,795  % | 3,461  % |
| 112 | 3,200  % | 3,404  % | 4,223  % | 4,062  % | 3,791  % | 3,461  % |
| 113 | 3,202  % | 3,404  % | 4,216  % | 4,057  % | 3,788  % | 3,461  % |
| 114 | 3,204  % | 3,405  % | 4,210  % | 4,052  % | 3,785  % | 3,461  % |
| 115 | 3,207  % | 3,405  % | 4,203  % | 4,046  % | 3,783  % | 3,461  % |
| 116 | 3,209  % | 3,405  % | 4,196  % | 4,041  % | 3,780  % | 3,461  % |
| 117 | 3,211  % | 3,406  % | 4,190  % | 4,036  % | 3,777  % | 3,461  % |
| 118 | 3,213  % | 3,406  % | 4,184  % | 4,031  % | 3,774  % | 3,461  % |
| 119 | 3,215  % | 3,406  % | 4,178  % | 4,026  % | 3,771  % | 3,461  % |
| 120 | 3,217  % | 3,407  % | 4,171  % | 4,021  % | 3,769  % | 3,461  % |
| 121 | 3,219  % | 3,407  % | 4,165  % | 4,017  % | 3,766  % | 3,460  % |
| 122 | 3,220  % | 3,407  % | 4,160  % | 4,012  % | 3,763  % | 3,460  % |
| 123 | 3,222  % | 3,408  % | 4,154  % | 4,007  % | 3,761  % | 3,460  % |
| 124 | 3,224  % | 3,408  % | 4,148  % | 4,003  % | 3,758  % | 3,460  % |
| 125 | 3,226  % | 3,409  % | 4,142  % | 3,998  % | 3,756  % | 3,460  % |
| 126 | 3,228  % | 3,409  % | 4,137  % | 3,994  % | 3,753  % | 3,460  % |
| 127 | 3,230  % | 3,409  % | 4,132  % | 3,990  % | 3,751  % | 3,460  % |
| 128 | 3,231  % | 3,409  % | 4,126  % | 3,986  % | 3,749  % | 3,460  % |
| 129 | 3,233  % | 3,410  % | 4,121  % | 3,981  % | 3,746  % | 3,460  % |
| 130 | 3,235  % | 3,410  % | 4,116  % | 3,977  % | 3,744  % | 3,460  % |
| 131 | 3,236  % | 3,410  % | 4,111  % | 3,973  % | 3,742  % | 3,460  % |
| 132 | 3,238  % | 3,411  % | 4,106  % | 3,969  % | 3,740  % | 3,460  % |
| 133 | 3,239  % | 3,411  % | 4,101  % | 3,965  % | 3,737  % | 3,460  % |
| 134 | 3,241  % | 3,411  % | 4,096  % | 3,962  % | 3,735  % | 3,459  % |
| 135 | 3,243  % | 3,412  % | 4,091  % | 3,958  % | 3,733  % | 3,459  % |
| 136 | 3,244  % | 3,412  % | 4,086  % | 3,954  % | 3,731  % | 3,459  % |
| 137 | 3,246  % | 3,412  % | 4,082  % | 3,950  % | 3,729  % | 3,459  % |
| 138 | 3,247  % | 3,412  % | 4,077  % | 3,947  % | 3,727  % | 3,459  % |
| 139 | 3,249  % | 3,413  % | 4,073  % | 3,943  % | 3,725  % | 3,459  % |
| 140 | 3,250  % | 3,413  % | 4,068  % | 3,940  % | 3,723  % | 3,459  % |
| 141 | 3,251  % | 3,413  % | 4,064  % | 3,936  % | 3,721  % | 3,459  % |
| 142 | 3,253  % | 3,413  % | 4,059  % | 3,933  % | 3,719  % | 3,459  % |
| 143 | 3,254  % | 3,414  % | 4,055  % | 3,929  % | 3,717  % | 3,459  % |
| 144 | 3,256  % | 3,414  % | 4,051  % | 3,926  % | 3,715  % | 3,459  % |
| 145 | 3,257  % | 3,414  % | 4,047  % | 3,923  % | 3,714  % | 3,459  % |
| 146 | 3,258  % | 3,414  % | 4,043  % | 3,919  % | 3,712  % | 3,459  % |
| 147 | 3,259  % | 3,415  % | 4,039  % | 3,916  % | 3,710  % | 3,459  % |
| 148 | 3,261  % | 3,415  % | 4,035  % | 3,913  % | 3,708  % | 3,459  % |
| 149 | 3,262  % | 3,415  % | 4,031  % | 3,910  % | 3,707  % | 3,458  % |
| 150 | 3,263  % | 3,415  % | 4,027  % | 3,907  % | 3,705  % | 3,458  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

2,328  %

5,093  %

7,909  %

7,166  %

6,023  %

3,581  %

2

2,675  %

5,417  %

8,285  %

7,388  %

6,018  %

3,537  %

3

2,742  %

5,365  %

8,471  %

7,411  %

5,995  %

3,475  %

4

2,787  %

5,208  %

8,536  %

7,349  %

5,963  %

3,424  %

5

2,823  %

5,039  %

8,555  %

7,270  %

5,925  %

3,394  %

6

2,851  %

4,851  %

8,549  %

7,197  %

5,882  %

3,387  %

7

2,870  %

4,679  %

8,521  %

7,138  %

5,834  %

3,393  %

8

2,893  %

4,546  %

8,482  %

7,099  %

5,780  %

3,403  %

9

2,916  %

4,444  %

8,431  %

7,086  %

5,721  %

3,415  %

10

2,942  %

4,364  %

8,363  %

7,080  %

5,658  %

3,426  %

11

2,956  %

4,291  %

8,276  %

7,053  %

5,594  %

3,435  %

12

2,967  %

4,222  %

8,174  %

7,005  %

5,530  %

3,442  %

13

2,970  %

4,157  %

8,062  %

6,944  %

5,466  %

3,448  %

14

2,956  %

4,098  %

7,944  %

6,873  %

5,404  %

3,452  %

15

2,924  %

4,043  %

7,822  %

6,795  %

5,343  %

3,456  %

16

2,872  %

3,991  %

7,699  %

6,713  %

5,284  %

3,459  %

17

2,810  %

3,943  %

7,576  %

6,628  %

5,226  %

3,462  %

18

2,749  %

3,897  %

7,454  %

6,543  %

5,171  %

3,464  %

19

2,694  %

3,852  %

7,334  %

6,457  %

5,118  %

3,466  %

20

2,650  %

3,808  %

7,217  %

6,373  %

5,066  %

3,468  %

21

2,620  %

3,764  %

7,103  %

6,289  %

5,017  %

3,469  %

22

2,600  %

3,721  %

6,992  %

6,208  %

4,970  %

3,470  %

23

2,589  %

3,679  %

6,885  %

6,129  %

4,924  %

3,471  %

24

2,585  %

3,640  %

6,782  %

6,052  %

4,881  %

3,471  %

25

2,585  %

3,603  %

6,683  %

5,977  %

4,839  %

3,472  %

26

2,590  %

3,569  %

6,587  %

5,905  %

4,799  %

3,473  %

27

2,597  %

3,538  %

6,496  %

5,836  %

4,761  %

3,473  %

28

2,607  %

3,511  %

6,408  %

5,769  %

4,724  %

3,473  %

29

2,619  %

3,486  %

6,323  %

5,705  %

4,689  %

3,474  %

30

2,632  %

3,465  %

6,243  %

5,643  %

4,656  %

3,474  %

31

2,645  %

3,447  %

6,165  %

5,584  %

4,624  %

3,474  %

32

2,659  %

3,432  %

6,091  %

5,527  %

4,593  %

3,474  %

33

2,674  %

3,419  %

6,021  %

5,473  %

4,564  %

3,474  %

34

2,689  %

3,408  %

5,953  %

5,420  %

4,535  %

3,474  %

35

2,704  %

3,399  %

5,888  %

5,370  %

4,508  %

3,474  %

36

2,719  %

3,391  %

5,826  %

5,322  %

4,482  %

3,474  %

37

2,733  %

3,385  %

5,767  %

5,276  %

4,458  %

3,474  %

38

2,748  %

3,380  %

5,710  %

5,232  %

4,434  %

3,474  %

39

2,762  %

3,375  %

5,655  %

5,190  %

4,411  %

3,473  %

40

2,776  %

3,372  %

5,603  %

5,149  %

4,389  %

3,473  %

41

2,790  %

3,369  %

5,553  %

5,110  %

4,368  %

3,473  %

42

2,803  %

3,367  %

5,505  %

5,072  %

4,348  %

3,473  %

43

2,816  %

3,365  %

5,459  %

5,037  %

4,328  %

3,473  %

44

2,828  %

3,363  %

5,415  %

5,002  %

4,309  %

3,473  %

45

2,841  %

3,363  %

5,373  %

4,969  %

4,291  %

3,472  %

46

2,853  %

3,362  %

5,332  %

4,937  %

4,274  %

3,472  %

47

2,864  %

3,361  %

5,293  %

4,906  %

4,257  %

3,472  %

48

2,875  %

3,361  %

5,255  %

4,877  %

4,241  %

3,472  %

49

2,886  %

3,361  %

5,219  %

4,848  %

4,226  %

3,471  %

50

2,897  %

3,361  %

5,184  %

4,821  %

4,211  %

3,471  %

51

2,907  %

3,362  %

5,150  %

4,794  %

4,196  %

3,471  %

52

2,917  %

3,362  %

5,118  %

4,769  %

4,182  %

3,471  %

53

2,926  %

3,363  %

5,087  %

4,744  %

4,169  %

3,471  %

54

2,935  %

3,363  %

5,057  %

4,721  %

4,156  %

3,470  %

55

2,944  %

3,364  %

5,028  %

4,698  %

4,143  %

3,470  %

56

2,953  %

3,365  %

5,000  %

4,676  %

4,131  %

3,470  %

57

2,962  %

3,366  %

4,973  %

4,654  %

4,120  %

3,470  %

58

2,970  %

3,367  %

4,946  %

4,634  %

4,108  %

3,469  %

59

2,978  %

3,367  %

4,921  %

4,614  %

4,097  %

3,469  %

60

2,985  %

3,368  %

4,897  %

4,595  %

4,087  %

3,469  %

61

2,993  %

3,369  %

4,873  %

4,576  %

4,076  %

3,469  %

62

3,000  %

3,370  %

4,850  %

4,558  %

4,066  %

3,469  %

63

3,007  %

3,371  %

4,828  %

4,540  %

4,057  %

3,468  %

64

3,014  %

3,372  %

4,806  %

4,523  %

4,047  %

3,468  %

65

3,020  %

3,373  %

4,785  %

4,507  %

4,038  %

3,468  %

66

3,027  %

3,374  %

4,765  %

4,491  %

4,029  %

3,468  %

67

3,033  %

3,375  %

4,745  %

4,475  %

4,021  %

3,468  %

68

3,039  %

3,376  %

4,726  %

4,460  %

4,012  %

3,467  %

69

3,045  %

3,377  %

4,708  %

4,445  %

4,004  %

3,467  %

70

3,051  %

3,377  %

4,690  %

4,431  %

3,996  %

3,467  %

71

3,056  %

3,378  %

4,672  %

4,417  %

3,989  %

3,467  %

72

3,062  %

3,379  %

4,655  %

4,404  %

3,981  %

3,467  %

73

3,067  %

3,380  %

4,638  %

4,391  %

3,974  %

3,466  %

74

3,072  %

3,381  %

4,622  %

4,378  %

3,967  %

3,466  %

75

3,077  %

3,382  %

4,607  %

4,366  %

3,960  %

3,466  %

76

3,082  %

3,383  %

4,591  %

4,353  %

3,953  %

3,466  %

77

3,087  %

3,383  %

4,576  %

4,342  %

3,947  %

3,466  %

78

3,091  %

3,384  %

4,562  %

4,330  %

3,940  %

3,466  %

79

3,096  %

3,385  %

4,548  %

4,319  %

3,934  %

3,465  %

80

3,100  %

3,386  %

4,534  %

4,308  %

3,928  %

3,465  %

81

3,105  %

3,386  %

4,521  %

4,298  %

3,922  %

3,465  %

82

3,109  %

3,387  %

4,507  %

4,287  %

3,917  %

3,465  %

83

3,113  %

3,388  %

4,495  %

4,277  %

3,911  %

3,465  %

84

3,117  %

3,389  %

4,482  %

4,267  %

3,905  %

3,465  %

85

3,121  %

3,389  %

4,470  %

4,258  %

3,900  %

3,464  %

86

3,125  %

3,390  %

4,458  %

4,248  %

3,895  %

3,464  %

87

3,128  %

3,391  %

4,446  %

4,239  %

3,890  %

3,464  %

88

3,132  %

3,391  %

4,435  %

4,230  %

3,885  %

3,464  %

89

3,136  %

3,392  %

4,424  %

4,221  %

3,880  %

3,464  %

90

3,139  %

3,393  %

4,413  %

4,213  %

3,875  %

3,464  %

91

3,142  %

3,393  %

4,402  %

4,204  %

3,870  %

3,464  %

92

3,146  %

3,394  %

4,392  %

4,196  %

3,866  %

3,464  %

93

3,149  %

3,394  %

4,382  %

4,188  %

3,861  %

3,463  %

94

3,152  %

3,395  %

4,372  %

4,180  %

3,857  %

3,463  %

95

3,155  %

3,396  %

4,362  %

4,172  %

3,853  %

3,463  %

96

3,158  %

3,396  %

4,353  %

4,165  %

3,848  %

3,463  %

97

3,161  %

3,397  %

4,343  %

4,157  %

3,844  %

3,463  %

98

3,164  %

3,397  %

4,334  %

4,150  %

3,840  %

3,463  %

99

3,167  %

3,398  %

4,325  %

4,143  %

3,836  %

3,463  %

100

3,170  %

3,398  %

4,316  %

4,136  %

3,832  %

3,463  %

101

3,173  %

3,399  %

4,308  %

4,129  %

3,829  %

3,462  %

102

3,176  %

3,399  %

4,299  %

4,123  %

3,825  %

3,462  %

103

3,178  %

3,400  %

4,291  %

4,116  %

3,821  %

3,462  %

104

3,181  %

3,400  %

4,283  %

4,110  %

3,818  %

3,462  %

105

3,183  %

3,401  %

4,275  %

4,103  %

3,814  %

3,462  %

106

3,186  %

3,401  %

4,267  %

4,097  %

3,811  %

3,462  %

107

3,188  %

3,402  %

4,259  %

4,091  %

3,807  %

3,462  %

108

3,191  %

3,402  %

4,252  %

4,085  %

3,804  %

3,462  %

109

3,193  %

3,402  %

4,245  %

4,079  %

3,801  %

3,462  %

110

3,195  %

3,403  %

4,237  %

4,073  %

3,798  %

3,461  %

111

3,198  %

3,403  %

4,230  %

4,068  %

3,795  %

3,461  %

112

3,200  %

3,404  %

4,223  %

4,062  %

3,791  %

3,461  %

113

3,202  %

3,404  %

4,216  %

4,057  %

3,788  %

3,461  %

114

3,204  %

3,405  %

4,210  %

4,052  %

3,785  %

3,461  %

115

3,207  %

3,405  %

4,203  %

4,046  %

3,783  %

3,461  %

116

3,209  %

3,405  %

4,196  %

4,041  %

3,780  %

3,461  %

117

3,211  %

3,406  %

4,190  %

4,036  %

3,777  %

3,461  %

118

3,213  %

3,406  %

4,184  %

4,031  %

3,774  %

3,461  %

119

3,215  %

3,406  %

4,178  %

4,026  %

3,771  %

3,461  %

120

3,217  %

3,407  %

4,171  %

4,021  %

3,769  %

3,461  %

121

3,219  %

3,407  %

4,165  %

4,017  %

3,766  %

3,460  %

122

3,220  %

3,407  %

4,160  %

4,012  %

3,763  %

3,460  %

123

3,222  %

3,408  %

4,154  %

4,007  %

3,761  %

3,460  %

124

3,224  %

3,408  %

4,148  %

4,003  %

3,758  %

3,460  %

125

3,226  %

3,409  %

4,142  %

3,998  %

3,756  %

3,460  %

126

3,228  %

3,409  %

4,137  %

3,994  %

3,753  %

3,460  %

127

3,230  %

3,409  %

4,132  %

3,990  %

3,751  %

3,460  %

128

3,231  %

3,409  %

4,126  %

3,986  %

3,749  %

3,460  %

129

3,233  %

3,410  %

4,121  %

3,981  %

3,746  %

3,460  %

130

3,235  %

3,410  %

4,116  %

3,977  %

3,744  %

3,460  %

131

3,236  %

3,410  %

4,111  %

3,973  %

3,742  %

3,460  %

132

3,238  %

3,411  %

4,106  %

3,969  %

3,740  %

3,460  %

133

3,239  %

3,411  %

4,101  %

3,965  %

3,737  %

3,460  %

134

3,241  %

3,411  %

4,096  %

3,962  %

3,735  %

3,459  %

135

3,243  %

3,412  %

4,091  %

3,958  %

3,733  %

3,459  %

136

3,244  %

3,412  %

4,086  %

3,954  %

3,731  %

3,459  %

137

3,246  %

3,412  %

4,082  %

3,950  %

3,729  %

3,459  %

138

3,247  %

3,412  %

4,077  %

3,947  %

3,727  %

3,459  %

139

3,249  %

3,413  %

4,073  %

3,943  %

3,725  %

3,459  %

140

3,250  %

3,413  %

4,068  %

3,940  %

3,723  %

3,459  %

141

3,251  %

3,413  %

4,064  %

3,936  %

3,721  %

3,459  %

142

3,253  %

3,413  %

4,059  %

3,933  %

3,719  %

3,459  %

143

3,254  %

3,414  %

4,055  %

3,929  %

3,717  %

3,459  %

144

3,256  %

3,414  %

4,051  %

3,926  %

3,715  %

3,459  %

145

3,257  %

3,414  %

4,047  %

3,923  %

3,714  %

3,459  %

146

3,258  %

3,414  %

4,043  %

3,919  %

3,712  %

3,459  %

147

3,259  %

3,415  %

4,039  %

3,916  %

3,710  %

3,459  %

148

3,261  %

3,415  %

4,035  %

3,913  %

3,708  %

3,459  %

149

3,262  %

3,415  %

4,031  %

3,910  %

3,707  %

3,458  %

150

3,263  %

3,415  %

4,027  %

3,907  %

3,705  %

3,458  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,415  % | 3,996  % | 1,463  % | 4,256  % | 10,191  % | 11,136  % |
| 2 | 0,558  % | 4,179  % | 1,882  % | 4,090  % | 8,600  % | 11,653  % |
| 3 | 0,657  % | 4,162  % | 2,216  % | 3,851  % | 7,805  % | 12,009  % |
| 4 | 0,741  % | 4,163  % | 2,468  % | 3,653  % | 7,386  % | 12,260  % |
| 5 | 0,820  % | 4,211  % | 2,666  % | 3,538  % | 7,152  % | 12,431  % |
| 6 | 0,896  % | 4,267  % | 2,825  % | 3,496  % | 7,019  % | 12,539  % |
| 7 | 0,962  % | 4,315  % | 2,956  % | 3,489  % | 6,941  % | 12,614  % |
| 8 | 1,014  % | 4,361  % | 3,068  % | 3,492  % | 6,896  % | 12,669  % |
| 9 | 1,053  % | 4,395  % | 3,175  % | 3,497  % | 6,870  % | 12,704  % |
| 10 | 1,077  % | 4,417  % | 3,278  % | 3,498  % | 6,849  % | 12,704  % |
| 11 | 1,090  % | 4,438  % | 3,394  % | 3,494  % | 6,818  % | 12,655  % |
| 12 | 1,092  % | 4,454  % | 3,519  % | 3,485  % | 6,778  % | 12,565  % |
| 13 | 1,085  % | 4,461  % | 3,640  % | 3,473  % | 6,731  % | 12,443  % |
| 14 | 1,070  % | 4,459  % | 3,751  % | 3,460  % | 6,680  % | 12,298  % |
| 15 | 1,057  % | 4,449  % | 3,845  % | 3,445  % | 6,626  % | 12,135  % |
| 16 | 1,055  % | 4,430  % | 3,919  % | 3,431  % | 6,571  % | 11,961  % |
| 17 | 1,063  % | 4,402  % | 3,975  % | 3,416  % | 6,516  % | 11,778  % |
| 18 | 1,078  % | 4,366  % | 4,017  % | 3,402  % | 6,460  % | 11,589  % |
| 19 | 1,097  % | 4,322  % | 4,048  % | 3,388  % | 6,406  % | 11,398  % |
| 20 | 1,121  % | 4,271  % | 4,070  % | 3,375  % | 6,352  % | 11,207  % |
| 21 | 1,146  % | 4,211  % | 4,085  % | 3,363  % | 6,299  % | 11,016  % |
| 22 | 1,174  % | 4,147  % | 4,094  % | 3,352  % | 6,248  % | 10,828  % |
| 23 | 1,202  % | 4,081  % | 4,099  % | 3,342  % | 6,199  % | 10,644  % |
| 24 | 1,230  % | 4,014  % | 4,100  % | 3,332  % | 6,151  % | 10,464  % |
| 25 | 1,259  % | 3,949  % | 4,098  % | 3,324  % | 6,104  % | 10,289  % |
| 26 | 1,288  % | 3,885  % | 4,094  % | 3,316  % | 6,059  % | 10,120  % |
| 27 | 1,316  % | 3,826  % | 4,088  % | 3,310  % | 6,016  % | 9,956  % |
| 28 | 1,343  % | 3,771  % | 4,081  % | 3,304  % | 5,975  % | 9,798  % |
| 29 | 1,370  % | 3,722  % | 4,072  % | 3,299  % | 5,935  % | 9,646  % |
| 30 | 1,397  % | 3,679  % | 4,063  % | 3,296  % | 5,897  % | 9,500  % |
| 31 | 1,422  % | 3,642  % | 4,053  % | 3,293  % | 5,860  % | 9,360  % |
| 32 | 1,447  % | 3,611  % | 4,043  % | 3,291  % | 5,825  % | 9,226  % |
| 33 | 1,471  % | 3,584  % | 4,032  % | 3,289  % | 5,791  % | 9,097  % |
| 34 | 1,495  % | 3,562  % | 4,022  % | 3,288  % | 5,758  % | 8,974  % |
| 35 | 1,517  % | 3,542  % | 4,011  % | 3,288  % | 5,727  % | 8,856  % |
| 36 | 1,539  % | 3,526  % | 4,000  % | 3,288  % | 5,697  % | 8,743  % |
| 37 | 1,560  % | 3,511  % | 3,989  % | 3,288  % | 5,668  % | 8,635  % |
| 38 | 1,580  % | 3,499  % | 3,979  % | 3,289  % | 5,640  % | 8,532  % |
| 39 | 1,600  % | 3,489  % | 3,969  % | 3,290  % | 5,614  % | 8,433  % |
| 40 | 1,618  % | 3,480  % | 3,958  % | 3,291  % | 5,588  % | 8,338  % |
| 41 | 1,637  % | 3,472  % | 3,948  % | 3,292  % | 5,564  % | 8,247  % |
| 42 | 1,654  % | 3,466  % | 3,939  % | 3,293  % | 5,540  % | 8,160  % |
| 43 | 1,671  % | 3,460  % | 3,929  % | 3,295  % | 5,518  % | 8,077  % |
| 44 | 1,687  % | 3,455  % | 3,920  % | 3,296  % | 5,496  % | 7,997  % |
| 45 | 1,703  % | 3,451  % | 3,911  % | 3,298  % | 5,475  % | 7,920  % |
| 46 | 1,718  % | 3,448  % | 3,902  % | 3,300  % | 5,455  % | 7,847  % |
| 47 | 1,733  % | 3,445  % | 3,893  % | 3,302  % | 5,435  % | 7,776  % |
| 48 | 1,747  % | 3,442  % | 3,885  % | 3,303  % | 5,417  % | 7,708  % |
| 49 | 1,760  % | 3,440  % | 3,877  % | 3,305  % | 5,399  % | 7,643  % |
| 50 | 1,773  % | 3,438  % | 3,869  % | 3,307  % | 5,381  % | 7,580  % |
| 51 | 1,786  % | 3,437  % | 3,861  % | 3,309  % | 5,365  % | 7,520  % |
| 52 | 1,798  % | 3,435  % | 3,854  % | 3,311  % | 5,348  % | 7,462  % |
| 53 | 1,810  % | 3,434  % | 3,847  % | 3,313  % | 5,333  % | 7,406  % |
| 54 | 1,821  % | 3,433  % | 3,840  % | 3,314  % | 5,318  % | 7,352  % |
| 55 | 1,833  % | 3,432  % | 3,833  % | 3,316  % | 5,303  % | 7,299  % |
| 56 | 1,843  % | 3,432  % | 3,826  % | 3,318  % | 5,289  % | 7,249  % |
| 57 | 1,854  % | 3,431  % | 3,820  % | 3,320  % | 5,275  % | 7,201  % |
| 58 | 1,864  % | 3,431  % | 3,814  % | 3,322  % | 5,262  % | 7,154  % |
| 59 | 1,873  % | 3,431  % | 3,808  % | 3,323  % | 5,249  % | 7,108  % |
| 60 | 1,883  % | 3,430  % | 3,802  % | 3,325  % | 5,237  % | 7,065  % |
| 61 | 1,892  % | 3,430  % | 3,797  % | 3,327  % | 5,225  % | 7,022  % |
| 62 | 1,901  % | 3,430  % | 3,791  % | 3,328  % | 5,214  % | 6,981  % |
| 63 | 1,909  % | 3,430  % | 3,786  % | 3,330  % | 5,202  % | 6,941  % |
| 64 | 1,918  % | 3,430  % | 3,781  % | 3,332  % | 5,191  % | 6,903  % |
| 65 | 1,926  % | 3,430  % | 3,776  % | 3,333  % | 5,181  % | 6,866  % |
| 66 | 1,933  % | 3,430  % | 3,771  % | 3,335  % | 5,171  % | 6,830  % |
| 67 | 1,941  % | 3,430  % | 3,766  % | 3,336  % | 5,161  % | 6,794  % |
| 68 | 1,949  % | 3,430  % | 3,762  % | 3,338  % | 5,151  % | 6,760  % |
| 69 | 1,956  % | 3,430  % | 3,757  % | 3,339  % | 5,142  % | 6,727  % |
| 70 | 1,963  % | 3,430  % | 3,753  % | 3,341  % | 5,132  % | 6,695  % |
| 71 | 1,969  % | 3,431  % | 3,748  % | 3,342  % | 5,123  % | 6,664  % |
| 72 | 1,976  % | 3,431  % | 3,744  % | 3,343  % | 5,115  % | 6,634  % |
| 73 | 1,983  % | 3,431  % | 3,740  % | 3,345  % | 5,106  % | 6,604  % |
| 74 | 1,989  % | 3,431  % | 3,736  % | 3,346  % | 5,098  % | 6,575  % |
| 75 | 1,995  % | 3,431  % | 3,733  % | 3,347  % | 5,090  % | 6,548  % |
| 76 | 2,001  % | 3,431  % | 3,729  % | 3,349  % | 5,083  % | 6,520  % |
| 77 | 2,007  % | 3,432  % | 3,725  % | 3,350  % | 5,075  % | 6,494  % |
| 78 | 2,012  % | 3,432  % | 3,722  % | 3,351  % | 5,068  % | 6,468  % |
| 79 | 2,018  % | 3,432  % | 3,718  % | 3,352  % | 5,060  % | 6,443  % |
| 80 | 2,023  % | 3,432  % | 3,715  % | 3,353  % | 5,053  % | 6,418  % |
| 81 | 2,028  % | 3,432  % | 3,712  % | 3,355  % | 5,047  % | 6,395  % |
| 82 | 2,034  % | 3,433  % | 3,709  % | 3,356  % | 5,040  % | 6,371  % |
| 83 | 2,039  % | 3,433  % | 3,705  % | 3,357  % | 5,033  % | 6,349  % |
| 84 | 2,043  % | 3,433  % | 3,702  % | 3,358  % | 5,027  % | 6,326  % |
| 85 | 2,048  % | 3,433  % | 3,699  % | 3,359  % | 5,021  % | 6,305  % |
| 86 | 2,053  % | 3,433  % | 3,697  % | 3,360  % | 5,015  % | 6,284  % |
| 87 | 2,057  % | 3,433  % | 3,694  % | 3,361  % | 5,009  % | 6,263  % |
| 88 | 2,062  % | 3,434  % | 3,691  % | 3,362  % | 5,003  % | 6,243  % |
| 89 | 2,066  % | 3,434  % | 3,688  % | 3,363  % | 4,997  % | 6,223  % |
| 90 | 2,070  % | 3,434  % | 3,686  % | 3,364  % | 4,992  % | 6,204  % |
| 91 | 2,075  % | 3,434  % | 3,683  % | 3,365  % | 4,986  % | 6,185  % |
| 92 | 2,079  % | 3,434  % | 3,681  % | 3,366  % | 4,981  % | 6,166  % |
| 93 | 2,083  % | 3,434  % | 3,678  % | 3,366  % | 4,976  % | 6,148  % |
| 94 | 2,087  % | 3,435  % | 3,676  % | 3,367  % | 4,971  % | 6,131  % |
| 95 | 2,090  % | 3,435  % | 3,673  % | 3,368  % | 4,966  % | 6,113  % |
| 96 | 2,094  % | 3,435  % | 3,671  % | 3,369  % | 4,961  % | 6,096  % |
| 97 | 2,098  % | 3,435  % | 3,669  % | 3,370  % | 4,956  % | 6,080  % |
| 98 | 2,101  % | 3,435  % | 3,666  % | 3,371  % | 4,952  % | 6,064  % |
| 99 | 2,105  % | 3,435  % | 3,664  % | 3,371  % | 4,947  % | 6,048  % |
| 100 | 2,108  % | 3,435  % | 3,662  % | 3,372  % | 4,943  % | 6,032  % |
| 101 | 2,112  % | 3,436  % | 3,660  % | 3,373  % | 4,938  % | 6,017  % |
| 102 | 2,115  % | 3,436  % | 3,658  % | 3,374  % | 4,934  % | 6,002  % |
| 103 | 2,118  % | 3,436  % | 3,656  % | 3,374  % | 4,930  % | 5,987  % |
| 104 | 2,121  % | 3,436  % | 3,654  % | 3,375  % | 4,926  % | 5,973  % |
| 105 | 2,125  % | 3,436  % | 3,652  % | 3,376  % | 4,921  % | 5,959  % |
| 106 | 2,128  % | 3,436  % | 3,650  % | 3,377  % | 4,917  % | 5,945  % |
| 107 | 2,131  % | 3,436  % | 3,648  % | 3,377  % | 4,914  % | 5,931  % |
| 108 | 2,134  % | 3,437  % | 3,646  % | 3,378  % | 4,910  % | 5,918  % |
| 109 | 2,136  % | 3,437  % | 3,645  % | 3,379  % | 4,906  % | 5,905  % |
| 110 | 2,139  % | 3,437  % | 3,643  % | 3,379  % | 4,902  % | 5,892  % |
| 111 | 2,142  % | 3,437  % | 3,641  % | 3,380  % | 4,899  % | 5,879  % |
| 112 | 2,145  % | 3,437  % | 3,639  % | 3,381  % | 4,895  % | 5,867  % |
| 113 | 2,148  % | 3,437  % | 3,638  % | 3,381  % | 4,892  % | 5,855  % |
| 114 | 2,150  % | 3,437  % | 3,636  % | 3,382  % | 4,888  % | 5,843  % |
| 115 | 2,153  % | 3,437  % | 3,634  % | 3,382  % | 4,885  % | 5,831  % |
| 116 | 2,155  % | 3,437  % | 3,633  % | 3,383  % | 4,881  % | 5,819  % |
| 117 | 2,158  % | 3,438  % | 3,631  % | 3,383  % | 4,878  % | 5,808  % |
| 118 | 2,160  % | 3,438  % | 3,630  % | 3,384  % | 4,875  % | 5,797  % |
| 119 | 2,163  % | 3,438  % | 3,628  % | 3,385  % | 4,872  % | 5,786  % |
| 120 | 2,165  % | 3,438  % | 3,627  % | 3,385  % | 4,869  % | 5,775  % |
| 121 | 2,168  % | 3,438  % | 3,625  % | 3,386  % | 4,866  % | 5,765  % |
| 122 | 2,170  % | 3,438  % | 3,624  % | 3,386  % | 4,863  % | 5,754  % |
| 123 | 2,172  % | 3,438  % | 3,622  % | 3,387  % | 4,860  % | 5,744  % |
| 124 | 2,174  % | 3,438  % | 3,621  % | 3,387  % | 4,857  % | 5,734  % |
| 125 | 2,177  % | 3,438  % | 3,620  % | 3,388  % | 4,854  % | 5,724  % |
| 126 | 2,179  % | 3,438  % | 3,618  % | 3,388  % | 4,851  % | 5,714  % |
| 127 | 2,181  % | 3,439  % | 3,617  % | 3,389  % | 4,848  % | 5,704  % |
| 128 | 2,183  % | 3,439  % | 3,616  % | 3,389  % | 4,846  % | 5,695  % |
| 129 | 2,185  % | 3,439  % | 3,614  % | 3,390  % | 4,843  % | 5,686  % |
| 130 | 2,187  % | 3,439  % | 3,613  % | 3,390  % | 4,840  % | 5,676  % |
| 131 | 2,189  % | 3,439  % | 3,612  % | 3,391  % | 4,838  % | 5,667  % |
| 132 | 2,191  % | 3,439  % | 3,611  % | 3,391  % | 4,835  % | 5,659  % |
| 133 | 2,193  % | 3,439  % | 3,609  % | 3,391  % | 4,833  % | 5,650  % |
| 134 | 2,195  % | 3,439  % | 3,608  % | 3,392  % | 4,830  % | 5,641  % |
| 135 | 2,197  % | 3,439  % | 3,607  % | 3,392  % | 4,828  % | 5,633  % |
| 136 | 2,199  % | 3,439  % | 3,606  % | 3,393  % | 4,825  % | 5,624  % |
| 137 | 2,200  % | 3,439  % | 3,605  % | 3,393  % | 4,823  % | 5,616  % |
| 138 | 2,202  % | 3,439  % | 3,604  % | 3,394  % | 4,821  % | 5,608  % |
| 139 | 2,204  % | 3,440  % | 3,603  % | 3,394  % | 4,818  % | 5,600  % |
| 140 | 2,206  % | 3,440  % | 3,601  % | 3,394  % | 4,816  % | 5,592  % |
| 141 | 2,208  % | 3,440  % | 3,600  % | 3,395  % | 4,814  % | 5,584  % |
| 142 | 2,209  % | 3,440  % | 3,599  % | 3,395  % | 4,811  % | 5,577  % |
| 143 | 2,211  % | 3,440  % | 3,598  % | 3,396  % | 4,809  % | 5,569  % |
| 144 | 2,213  % | 3,440  % | 3,597  % | 3,396  % | 4,807  % | 5,562  % |
| 145 | 2,214  % | 3,440  % | 3,596  % | 3,396  % | 4,805  % | 5,554  % |
| 146 | 2,216  % | 3,440  % | 3,595  % | 3,397  % | 4,803  % | 5,547  % |
| 147 | 2,217  % | 3,440  % | 3,594  % | 3,397  % | 4,801  % | 5,540  % |
| 148 | 2,219  % | 3,440  % | 3,593  % | 3,397  % | 4,799  % | 5,533  % |
| 149 | 2,221  % | 3,440  % | 3,592  % | 3,398  % | 4,797  % | 5,526  % |
| 150 | 2,222  % | 3,440  % | 3,591  % | 3,398  % | 4,795  % | 5,519  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

0,415  %

3,996  %

1,463  %

4,256  %

10,191  %

11,136  %

2

0,558  %

4,179  %

1,882  %

4,090  %

8,600  %

11,653  %

3

0,657  %

4,162  %

2,216  %

3,851  %

7,805  %

12,009  %

4

0,741  %

4,163  %

2,468  %

3,653  %

7,386  %

12,260  %

5

0,820  %

4,211  %

2,666  %

3,538  %

7,152  %

12,431  %

6

0,896  %

4,267  %

2,825  %

3,496  %

7,019  %

12,539  %

7

0,962  %

4,315  %

2,956  %

3,489  %

6,941  %

12,614  %

8

1,014  %

4,361  %

3,068  %

3,492  %

6,896  %

12,669  %

9

1,053  %

4,395  %

3,175  %

3,497  %

6,870  %

12,704  %

10

1,077  %

4,417  %

3,278  %

3,498  %

6,849  %

12,704  %

11

1,090  %

4,438  %

3,394  %

3,494  %

6,818  %

12,655  %

12

1,092  %

4,454  %

3,519  %

3,485  %

6,778  %

12,565  %

13

1,085  %

4,461  %

3,640  %

3,473  %

6,731  %

12,443  %

14

1,070  %

4,459  %

3,751  %

3,460  %

6,680  %

12,298  %

15

1,057  %

4,449  %

3,845  %

3,445  %

6,626  %

12,135  %

16

1,055  %

4,430  %

3,919  %

3,431  %

6,571  %

11,961  %

17

1,063  %

4,402  %

3,975  %

3,416  %

6,516  %

11,778  %

18

1,078  %

4,366  %

4,017  %

3,402  %

6,460  %

11,589  %

19

1,097  %

4,322  %

4,048  %

3,388  %

6,406  %

11,398  %

20

1,121  %

4,271  %

4,070  %

3,375  %

6,352  %

11,207  %

21

1,146  %

4,211  %

4,085  %

3,363  %

6,299  %

11,016  %

22

1,174  %

4,147  %

4,094  %

3,352  %

6,248  %

10,828  %

23

1,202  %

4,081  %

4,099  %

3,342  %

6,199  %

10,644  %

24

1,230  %

4,014  %

4,100  %

3,332  %

6,151  %

10,464  %

25

1,259  %

3,949  %

4,098  %

3,324  %

6,104  %

10,289  %

26

1,288  %

3,885  %

4,094  %

3,316  %

6,059  %

10,120  %

27

1,316  %

3,826  %

4,088  %

3,310  %

6,016  %

9,956  %

28

1,343  %

3,771  %

4,081  %

3,304  %

5,975  %

9,798  %

29

1,370  %

3,722  %

4,072  %

3,299  %

5,935  %

9,646  %

30

1,397  %

3,679  %

4,063  %

3,296  %

5,897  %

9,500  %

31

1,422  %

3,642  %

4,053  %

3,293  %

5,860  %

9,360  %

32

1,447  %

3,611  %

4,043  %

3,291  %

5,825  %

9,226  %

33

1,471  %

3,584  %

4,032  %

3,289  %

5,791  %

9,097  %

34

1,495  %

3,562  %

4,022  %

3,288  %

5,758  %

8,974  %

35

1,517  %

3,542  %

4,011  %

3,288  %

5,727  %

8,856  %

36

1,539  %

3,526  %

4,000  %

3,288  %

5,697  %

8,743  %

37

1,560  %

3,511  %

3,989  %

3,288  %

5,668  %

8,635  %

38

1,580  %

3,499  %

3,979  %

3,289  %

5,640  %

8,532  %

39

1,600  %

3,489  %

3,969  %

3,290  %

5,614  %

8,433  %

40

1,618  %

3,480  %

3,958  %

3,291  %

5,588  %

8,338  %

41

1,637  %

3,472  %

3,948  %

3,292  %

5,564  %

8,247  %

42

1,654  %

3,466  %

3,939  %

3,293  %

5,540  %

8,160  %

43

1,671  %

3,460  %

3,929  %

3,295  %

5,518  %

8,077  %

44

1,687  %

3,455  %

3,920  %

3,296  %

5,496  %

7,997  %

45

1,703  %

3,451  %

3,911  %

3,298  %

5,475  %

7,920  %

46

1,718  %

3,448  %

3,902  %

3,300  %

5,455  %

7,847  %

47

1,733  %

3,445  %

3,893  %

3,302  %

5,435  %

7,776  %

48

1,747  %

3,442  %

3,885  %

3,303  %

5,417  %

7,708  %

49

1,760  %

3,440  %

3,877  %

3,305  %

5,399  %

7,643  %

50

1,773  %

3,438  %

3,869  %

3,307  %

5,381  %

7,580  %

51

1,786  %

3,437  %

3,861  %

3,309  %

5,365  %

7,520  %

52

1,798  %

3,435  %

3,854  %

3,311  %

5,348  %

7,462  %

53

1,810  %

3,434  %

3,847  %

3,313  %

5,333  %

7,406  %

54

1,821  %

3,433  %

3,840  %

3,314  %

5,318  %

7,352  %

55

1,833  %

3,432  %

3,833  %

3,316  %

5,303  %

7,299  %

56

1,843  %

3,432  %

3,826  %

3,318  %

5,289  %

7,249  %

57

1,854  %

3,431  %

3,820  %

3,320  %

5,275  %

7,201  %

58

1,864  %

3,431  %

3,814  %

3,322  %

5,262  %

7,154  %

59

1,873  %

3,431  %

3,808  %

3,323  %

5,249  %

7,108  %

60

1,883  %

3,430  %

3,802  %

3,325  %

5,237  %

7,065  %

61

1,892  %

3,430  %

3,797  %

3,327  %

5,225  %

7,022  %

62

1,901  %

3,430  %

3,791  %

3,328  %

5,214  %

6,981  %

63

1,909  %

3,430  %

3,786  %

3,330  %

5,202  %

6,941  %

64

1,918  %

3,430  %

3,781  %

3,332  %

5,191  %

6,903  %

65

1,926  %

3,430  %

3,776  %

3,333  %

5,181  %

6,866  %

66

1,933  %

3,430  %

3,771  %

3,335  %

5,171  %

6,830  %

67

1,941  %

3,430  %

3,766  %

3,336  %

5,161  %

6,794  %

68

1,949  %

3,430  %

3,762  %

3,338  %

5,151  %

6,760  %

69

1,956  %

3,430  %

3,757  %

3,339  %

5,142  %

6,727  %

70

1,963  %

3,430  %

3,753  %

3,341  %

5,132  %

6,695  %

71

1,969  %

3,431  %

3,748  %

3,342  %

5,123  %

6,664  %

72

1,976  %

3,431  %

3,744  %

3,343  %

5,115  %

6,634  %

73

1,983  %

3,431  %

3,740  %

3,345  %

5,106  %

6,604  %

74

1,989  %

3,431  %

3,736  %

3,346  %

5,098  %

6,575  %

75

1,995  %

3,431  %

3,733  %

3,347  %

5,090  %

6,548  %

76

2,001  %

3,431  %

3,729  %

3,349  %

5,083  %

6,520  %

77

2,007  %

3,432  %

3,725  %

3,350  %

5,075  %

6,494  %

78

2,012  %

3,432  %

3,722  %

3,351  %

5,068  %

6,468  %

79

2,018  %

3,432  %

3,718  %

3,352  %

5,060  %

6,443  %

80

2,023  %

3,432  %

3,715  %

3,353  %

5,053  %

6,418  %

81

2,028  %

3,432  %

3,712  %

3,355  %

5,047  %

6,395  %

82

2,034  %

3,433  %

3,709  %

3,356  %

5,040  %

6,371  %

83

2,039  %

3,433  %

3,705  %

3,357  %

5,033  %

6,349  %

84

2,043  %

3,433  %

3,702  %

3,358  %

5,027  %

6,326  %

85

2,048  %

3,433  %

3,699  %

3,359  %

5,021  %

6,305  %

86

2,053  %

3,433  %

3,697  %

3,360  %

5,015  %

6,284  %

87

2,057  %

3,433  %

3,694  %

3,361  %

5,009  %

6,263  %

88

2,062  %

3,434  %

3,691  %

3,362  %

5,003  %

6,243  %

89

2,066  %

3,434  %

3,688  %

3,363  %

4,997  %

6,223  %

90

2,070  %

3,434  %

3,686  %

3,364  %

4,992  %

6,204  %

91

2,075  %

3,434  %

3,683  %

3,365  %

4,986  %

6,185  %

92

2,079  %

3,434  %

3,681  %

3,366  %

4,981  %

6,166  %

93

2,083  %

3,434  %

3,678  %

3,366  %

4,976  %

6,148  %

94

2,087  %

3,435  %

3,676  %

3,367  %

4,971  %

6,131  %

95

2,090  %

3,435  %

3,673  %

3,368  %

4,966  %

6,113  %

96

2,094  %

3,435  %

3,671  %

3,369  %

4,961  %

6,096  %

97

2,098  %

3,435  %

3,669  %

3,370  %

4,956  %

6,080  %

98

2,101  %

3,435  %

3,666  %

3,371  %

4,952  %

6,064  %

99

2,105  %

3,435  %

3,664  %

3,371  %

4,947  %

6,048  %

100

2,108  %

3,435  %

3,662  %

3,372  %

4,943  %

6,032  %

101

2,112  %

3,436  %

3,660  %

3,373  %

4,938  %

6,017  %

102

2,115  %

3,436  %

3,658  %

3,374  %

4,934  %

6,002  %

103

2,118  %

3,436  %

3,656  %

3,374  %

4,930  %

5,987  %

104

2,121  %

3,436  %

3,654  %

3,375  %

4,926  %

5,973  %

105

2,125  %

3,436  %

3,652  %

3,376  %

4,921  %

5,959  %

106

2,128  %

3,436  %

3,650  %

3,377  %

4,917  %

5,945  %

107

2,131  %

3,436  %

3,648  %

3,377  %

4,914  %

5,931  %

108

2,134  %

3,437  %

3,646  %

3,378  %

4,910  %

5,918  %

109

2,136  %

3,437  %

3,645  %

3,379  %

4,906  %

5,905  %

110

2,139  %

3,437  %

3,643  %

3,379  %

4,902  %

5,892  %

111

2,142  %

3,437  %

3,641  %

3,380  %

4,899  %

5,879  %

112

2,145  %

3,437  %

3,639  %

3,381  %

4,895  %

5,867  %

113

2,148  %

3,437  %

3,638  %

3,381  %

4,892  %

5,855  %

114

2,150  %

3,437  %

3,636  %

3,382  %

4,888  %

5,843  %

115

2,153  %

3,437  %

3,634  %

3,382  %

4,885  %

5,831  %

116

2,155  %

3,437  %

3,633  %

3,383  %

4,881  %

5,819  %

117

2,158  %

3,438  %

3,631  %

3,383  %

4,878  %

5,808  %

118

2,160  %

3,438  %

3,630  %

3,384  %

4,875  %

5,797  %

119

2,163  %

3,438  %

3,628  %

3,385  %

4,872  %

5,786  %

120

2,165  %

3,438  %

3,627  %

3,385  %

4,869  %

5,775  %

121

2,168  %

3,438  %

3,625  %

3,386  %

4,866  %

5,765  %

122

2,170  %

3,438  %

3,624  %

3,386  %

4,863  %

5,754  %

123

2,172  %

3,438  %

3,622  %

3,387  %

4,860  %

5,744  %

124

2,174  %

3,438  %

3,621  %

3,387  %

4,857  %

5,734  %

125

2,177  %

3,438  %

3,620  %

3,388  %

4,854  %

5,724  %

126

2,179  %

3,438  %

3,618  %

3,388  %

4,851  %

5,714  %

127

2,181  %

3,439  %

3,617  %

3,389  %

4,848  %

5,704  %

128

2,183  %

3,439  %

3,616  %

3,389  %

4,846  %

5,695  %

129

2,185  %

3,439  %

3,614  %

3,390  %

4,843  %

5,686  %

130

2,187  %

3,439  %

3,613  %

3,390  %

4,840  %

5,676  %

131

2,189  %

3,439  %

3,612  %

3,391  %

4,838  %

5,667  %

132

2,191  %

3,439  %

3,611  %

3,391  %

4,835  %

5,659  %

133

2,193  %

3,439  %

3,609  %

3,391  %

4,833  %

5,650  %

134

2,195  %

3,439  %

3,608  %

3,392  %

4,830  %

5,641  %

135

2,197  %

3,439  %

3,607  %

3,392  %

4,828  %

5,633  %

136

2,199  %

3,439  %

3,606  %

3,393  %

4,825  %

5,624  %

137

2,200  %

3,439  %

3,605  %

3,393  %

4,823  %

5,616  %

138

2,202  %

3,439  %

3,604  %

3,394  %

4,821  %

5,608  %

139

2,204  %

3,440  %

3,603  %

3,394  %

4,818  %

5,600  %

140

2,206  %

3,440  %

3,601  %

3,394  %

4,816  %

5,592  %

141

2,208  %

3,440  %

3,600  %

3,395  %

4,814  %

5,584  %

142

2,209  %

3,440  %

3,599  %

3,395  %

4,811  %

5,577  %

143

2,211  %

3,440  %

3,598  %

3,396  %

4,809  %

5,569  %

144

2,213  %

3,440  %

3,597  %

3,396  %

4,807  %

5,562  %

145

2,214  %

3,440  %

3,596  %

3,396  %

4,805  %

5,554  %

146

2,216  %

3,440  %

3,595  %

3,397  %

4,803  %

5,547  %

147

2,217  %

3,440  %

3,594  %

3,397  %

4,801  %

5,540  %

148

2,219  %

3,440  %

3,593  %

3,397  %

4,799  %

5,533  %

149

2,221  %

3,440  %

3,592  %

3,398  %

4,797  %

5,526  %

150

2,222  %

3,440  %

3,591  %

3,398  %

4,795  %

5,519  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,216  % | 6,763  % | 10,965  % | 1,139  % | 4,614  % | 7,729  % |
| 2 | 4,321  % | 7,093  % | 10,418  % | 1,242  % | 4,733  % | 8,236  % |
| 3 | 4,196  % | 7,244  % | 9,827  % | 1,334  % | 4,651  % | 8,518  % |
| 4 | 4,093  % | 7,327  % | 9,536  % | 1,403  % | 4,572  % | 8,764  % |
| 5 | 4,044  % | 7,358  % | 9,439  % | 1,462  % | 4,507  % | 9,021  % |
| 6 | 3,984  % | 7,379  % | 9,411  % | 1,511  % | 4,480  % | 9,285  % |
| 7 | 3,920  % | 7,403  % | 9,406  % | 1,550  % | 4,467  % | 9,577  % |
| 8 | 3,864  % | 7,428  % | 9,400  % | 1,581  % | 4,458  % | 9,827  % |
| 9 | 3,824  % | 7,454  % | 9,382  % | 1,607  % | 4,455  % | 10,028  % |
| 10 | 3,805  % | 7,482  % | 9,342  % | 1,626  % | 4,455  % | 10,189  % |
| 11 | 3,807  % | 7,492  % | 9,277  % | 1,653  % | 4,460  % | 10,316  % |
| 12 | 3,822  % | 7,485  % | 9,191  % | 1,690  % | 4,467  % | 10,412  % |
| 13 | 3,842  % | 7,466  % | 9,092  % | 1,731  % | 4,474  % | 10,477  % |
| 14 | 3,862  % | 7,438  % | 8,984  % | 1,776  % | 4,481  % | 10,512  % |
| 15 | 3,880  % | 7,405  % | 8,870  % | 1,822  % | 4,487  % | 10,517  % |
| 16 | 3,892  % | 7,367  % | 8,752  % | 1,868  % | 4,490  % | 10,491  % |
| 17 | 3,899  % | 7,326  % | 8,633  % | 1,915  % | 4,491  % | 10,442  % |
| 18 | 3,904  % | 7,283  % | 8,514  % | 1,960  % | 4,490  % | 10,374  % |
| 19 | 3,905  % | 7,240  % | 8,396  % | 2,004  % | 4,485  % | 10,292  % |
| 20 | 3,904  % | 7,196  % | 8,280  % | 2,048  % | 4,477  % | 10,199  % |
| 21 | 3,902  % | 7,152  % | 8,167  % | 2,089  % | 4,466  % | 10,099  % |
| 22 | 3,898  % | 7,109  % | 8,056  % | 2,129  % | 4,452  % | 9,995  % |
| 23 | 3,893  % | 7,066  % | 7,949  % | 2,168  % | 4,437  % | 9,888  % |
| 24 | 3,887  % | 7,025  % | 7,845  % | 2,205  % | 4,420  % | 9,779  % |
| 25 | 3,881  % | 6,984  % | 7,745  % | 2,241  % | 4,402  % | 9,670  % |
| 26 | 3,874  % | 6,945  % | 7,649  % | 2,275  % | 4,383  % | 9,562  % |
| 27 | 3,867  % | 6,906  % | 7,556  % | 2,308  % | 4,364  % | 9,455  % |
| 28 | 3,860  % | 6,869  % | 7,467  % | 2,340  % | 4,345  % | 9,351  % |
| 29 | 3,852  % | 6,833  % | 7,381  % | 2,370  % | 4,326  % | 9,249  % |
| 30 | 3,845  % | 6,799  % | 7,299  % | 2,399  % | 4,307  % | 9,149  % |
| 31 | 3,837  % | 6,765  % | 7,221  % | 2,426  % | 4,288  % | 9,053  % |
| 32 | 3,830  % | 6,733  % | 7,146  % | 2,453  % | 4,269  % | 8,960  % |
| 33 | 3,822  % | 6,702  % | 7,074  % | 2,478  % | 4,251  % | 8,871  % |
| 34 | 3,815  % | 6,673  % | 7,005  % | 2,503  % | 4,233  % | 8,784  % |
| 35 | 3,807  % | 6,644  % | 6,939  % | 2,526  % | 4,216  % | 8,701  % |
| 36 | 3,800  % | 6,616  % | 6,876  % | 2,548  % | 4,199  % | 8,621  % |
| 37 | 3,793  % | 6,590  % | 6,815  % | 2,570  % | 4,182  % | 8,543  % |
| 38 | 3,787  % | 6,564  % | 6,757  % | 2,590  % | 4,166  % | 8,469  % |
| 39 | 3,780  % | 6,540  % | 6,701  % | 2,610  % | 4,151  % | 8,398  % |
| 40 | 3,773  % | 6,516  % | 6,648  % | 2,629  % | 4,136  % | 8,330  % |
| 41 | 3,767  % | 6,494  % | 6,597  % | 2,647  % | 4,121  % | 8,264  % |
| 42 | 3,761  % | 6,472  % | 6,548  % | 2,665  % | 4,107  % | 8,202  % |
| 43 | 3,755  % | 6,451  % | 6,501  % | 2,682  % | 4,093  % | 8,141  % |
| 44 | 3,749  % | 6,431  % | 6,456  % | 2,698  % | 4,080  % | 8,083  % |
| 45 | 3,743  % | 6,411  % | 6,413  % | 2,714  % | 4,068  % | 8,027  % |
| 46 | 3,738  % | 6,392  % | 6,371  % | 2,729  % | 4,055  % | 7,973  % |
| 47 | 3,732  % | 6,374  % | 6,331  % | 2,743  % | 4,043  % | 7,922  % |
| 48 | 3,727  % | 6,357  % | 6,293  % | 2,757  % | 4,032  % | 7,872  % |
| 49 | 3,722  % | 6,340  % | 6,256  % | 2,770  % | 4,021  % | 7,824  % |
| 50 | 3,717  % | 6,324  % | 6,220  % | 2,783  % | 4,010  % | 7,778  % |
| 51 | 3,713  % | 6,308  % | 6,186  % | 2,796  % | 3,999  % | 7,734  % |
| 52 | 3,708  % | 6,293  % | 6,153  % | 2,808  % | 3,989  % | 7,691  % |
| 53 | 3,704  % | 6,279  % | 6,121  % | 2,820  % | 3,980  % | 7,650  % |
| 54 | 3,699  % | 6,265  % | 6,090  % | 2,831  % | 3,970  % | 7,610  % |
| 55 | 3,695  % | 6,251  % | 6,061  % | 2,842  % | 3,961  % | 7,572  % |
| 56 | 3,691  % | 6,238  % | 6,032  % | 2,852  % | 3,952  % | 7,535  % |
| 57 | 3,687  % | 6,225  % | 6,004  % | 2,863  % | 3,944  % | 7,499  % |
| 58 | 3,683  % | 6,213  % | 5,978  % | 2,872  % | 3,935  % | 7,465  % |
| 59 | 3,679  % | 6,201  % | 5,952  % | 2,882  % | 3,927  % | 7,431  % |
| 60 | 3,676  % | 6,189  % | 5,927  % | 2,891  % | 3,920  % | 7,399  % |
| 61 | 3,672  % | 6,178  % | 5,903  % | 2,900  % | 3,912  % | 7,368  % |
| 62 | 3,669  % | 6,167  % | 5,879  % | 2,909  % | 3,905  % | 7,338  % |
| 63 | 3,665  % | 6,157  % | 5,856  % | 2,917  % | 3,898  % | 7,308  % |
| 64 | 3,662  % | 6,147  % | 5,834  % | 2,926  % | 3,891  % | 7,280  % |
| 65 | 3,659  % | 6,137  % | 5,813  % | 2,934  % | 3,884  % | 7,252  % |
| 66 | 3,656  % | 6,127  % | 5,792  % | 2,941  % | 3,877  % | 7,226  % |
| 67 | 3,653  % | 6,118  % | 5,772  % | 2,949  % | 3,871  % | 7,200  % |
| 68 | 3,650  % | 6,109  % | 5,753  % | 2,956  % | 3,865  % | 7,175  % |
| 69 | 3,647  % | 6,100  % | 5,734  % | 2,963  % | 3,859  % | 7,150  % |
| 70 | 3,644  % | 6,092  % | 5,715  % | 2,970  % | 3,853  % | 7,127  % |
| 71 | 3,642  % | 6,083  % | 5,697  % | 2,977  % | 3,848  % | 7,104  % |
| 72 | 3,639  % | 6,075  % | 5,680  % | 2,983  % | 3,842  % | 7,081  % |
| 73 | 3,636  % | 6,067  % | 5,663  % | 2,990  % | 3,837  % | 7,059  % |
| 74 | 3,634  % | 6,060  % | 5,647  % | 2,996  % | 3,832  % | 7,038  % |
| 75 | 3,632  % | 6,052  % | 5,631  % | 3,002  % | 3,826  % | 7,018  % |
| 76 | 3,629  % | 6,045  % | 5,615  % | 3,008  % | 3,822  % | 6,997  % |
| 77 | 3,627  % | 6,038  % | 5,600  % | 3,013  % | 3,817  % | 6,978  % |
| 78 | 3,625  % | 6,031  % | 5,585  % | 3,019  % | 3,812  % | 6,959  % |
| 79 | 3,622  % | 6,024  % | 5,571  % | 3,024  % | 3,807  % | 6,940  % |
| 80 | 3,620  % | 6,018  % | 5,557  % | 3,030  % | 3,803  % | 6,922  % |
| 81 | 3,618  % | 6,011  % | 5,543  % | 3,035  % | 3,799  % | 6,904  % |
| 82 | 3,616  % | 6,005  % | 5,529  % | 3,040  % | 3,794  % | 6,887  % |
| 83 | 3,614  % | 5,999  % | 5,516  % | 3,045  % | 3,790  % | 6,870  % |
| 84 | 3,612  % | 5,993  % | 5,504  % | 3,049  % | 3,786  % | 6,854  % |
| 85 | 3,610  % | 5,987  % | 5,491  % | 3,054  % | 3,782  % | 6,838  % |
| 86 | 3,609  % | 5,982  % | 5,479  % | 3,059  % | 3,778  % | 6,822  % |
| 87 | 3,607  % | 5,976  % | 5,467  % | 3,063  % | 3,775  % | 6,807  % |
| 88 | 3,605  % | 5,971  % | 5,456  % | 3,068  % | 3,771  % | 6,792  % |
| 89 | 3,603  % | 5,965  % | 5,444  % | 3,072  % | 3,767  % | 6,777  % |
| 90 | 3,602  % | 5,960  % | 5,433  % | 3,076  % | 3,764  % | 6,763  % |
| 91 | 3,600  % | 5,955  % | 5,422  % | 3,080  % | 3,760  % | 6,749  % |
| 92 | 3,598  % | 5,950  % | 5,412  % | 3,084  % | 3,757  % | 6,736  % |
| 93 | 3,597  % | 5,945  % | 5,401  % | 3,088  % | 3,754  % | 6,722  % |
| 94 | 3,595  % | 5,941  % | 5,391  % | 3,092  % | 3,750  % | 6,709  % |
| 95 | 3,594  % | 5,936  % | 5,381  % | 3,096  % | 3,747  % | 6,696  % |
| 96 | 3,592  % | 5,931  % | 5,371  % | 3,099  % | 3,744  % | 6,684  % |
| 97 | 3,591  % | 5,927  % | 5,362  % | 3,103  % | 3,741  % | 6,672  % |
| 98 | 3,589  % | 5,923  % | 5,353  % | 3,107  % | 3,738  % | 6,659  % |
| 99 | 3,588  % | 5,918  % | 5,343  % | 3,110  % | 3,735  % | 6,648  % |
| 100 | 3,586  % | 5,914  % | 5,334  % | 3,113  % | 3,732  % | 6,636  % |
| 101 | 3,585  % | 5,910  % | 5,326  % | 3,117  % | 3,730  % | 6,625  % |
| 102 | 3,584  % | 5,906  % | 5,317  % | 3,120  % | 3,727  % | 6,614  % |
| 103 | 3,582  % | 5,902  % | 5,309  % | 3,123  % | 3,724  % | 6,603  % |
| 104 | 3,581  % | 5,898  % | 5,300  % | 3,126  % | 3,722  % | 6,592  % |
| 105 | 3,580  % | 5,894  % | 5,292  % | 3,129  % | 3,719  % | 6,582  % |
| 106 | 3,579  % | 5,891  % | 5,284  % | 3,132  % | 3,716  % | 6,572  % |
| 107 | 3,577  % | 5,887  % | 5,276  % | 3,135  % | 3,714  % | 6,561  % |
| 108 | 3,576  % | 5,883  % | 5,269  % | 3,138  % | 3,711  % | 6,552  % |
| 109 | 3,575  % | 5,880  % | 5,261  % | 3,141  % | 3,709  % | 6,542  % |
| 110 | 3,574  % | 5,876  % | 5,254  % | 3,144  % | 3,707  % | 6,532  % |
| 111 | 3,573  % | 5,873  % | 5,246  % | 3,147  % | 3,704  % | 6,523  % |
| 112 | 3,572  % | 5,870  % | 5,239  % | 3,149  % | 3,702  % | 6,514  % |
| 113 | 3,571  % | 5,866  % | 5,232  % | 3,152  % | 3,700  % | 6,505  % |
| 114 | 3,570  % | 5,863  % | 5,225  % | 3,155  % | 3,698  % | 6,496  % |
| 115 | 3,569  % | 5,860  % | 5,219  % | 3,157  % | 3,696  % | 6,487  % |
| 116 | 3,568  % | 5,857  % | 5,212  % | 3,160  % | 3,693  % | 6,479  % |
| 117 | 3,567  % | 5,854  % | 5,205  % | 3,162  % | 3,691  % | 6,470  % |
| 118 | 3,566  % | 5,851  % | 5,199  % | 3,165  % | 3,689  % | 6,462  % |
| 119 | 3,565  % | 5,848  % | 5,193  % | 3,167  % | 3,687  % | 6,454  % |
| 120 | 3,564  % | 5,845  % | 5,186  % | 3,169  % | 3,685  % | 6,446  % |
| 121 | 3,563  % | 5,842  % | 5,180  % | 3,172  % | 3,683  % | 6,438  % |
| 122 | 3,562  % | 5,839  % | 5,174  % | 3,174  % | 3,681  % | 6,430  % |
| 123 | 3,561  % | 5,837  % | 5,168  % | 3,176  % | 3,680  % | 6,423  % |
| 124 | 3,560  % | 5,834  % | 5,163  % | 3,178  % | 3,678  % | 6,415  % |
| 125 | 3,559  % | 5,831  % | 5,157  % | 3,181  % | 3,676  % | 6,408  % |
| 126 | 3,558  % | 5,829  % | 5,151  % | 3,183  % | 3,674  % | 6,401  % |
| 127 | 3,557  % | 5,826  % | 5,146  % | 3,185  % | 3,672  % | 6,394  % |
| 128 | 3,557  % | 5,823  % | 5,140  % | 3,187  % | 3,671  % | 6,387  % |
| 129 | 3,556  % | 5,821  % | 5,135  % | 3,189  % | 3,669  % | 6,380  % |
| 130 | 3,555  % | 5,818  % | 5,130  % | 3,191  % | 3,667  % | 6,373  % |
| 131 | 3,554  % | 5,816  % | 5,124  % | 3,193  % | 3,665  % | 6,366  % |
| 132 | 3,553  % | 5,814  % | 5,119  % | 3,195  % | 3,664  % | 6,360  % |
| 133 | 3,553  % | 5,811  % | 5,114  % | 3,197  % | 3,662  % | 6,353  % |
| 134 | 3,552  % | 5,809  % | 5,109  % | 3,199  % | 3,661  % | 6,347  % |
| 135 | 3,551  % | 5,807  % | 5,104  % | 3,201  % | 3,659  % | 6,340  % |
| 136 | 3,550  % | 5,804  % | 5,100  % | 3,202  % | 3,658  % | 6,334  % |
| 137 | 3,550  % | 5,802  % | 5,095  % | 3,204  % | 3,656  % | 6,328  % |
| 138 | 3,549  % | 5,800  % | 5,090  % | 3,206  % | 3,655  % | 6,322  % |
| 139 | 3,548  % | 5,798  % | 5,086  % | 3,208  % | 3,653  % | 6,316  % |
| 140 | 3,547  % | 5,796  % | 5,081  % | 3,209  % | 3,652  % | 6,310  % |
| 141 | 3,547  % | 5,794  % | 5,076  % | 3,211  % | 3,650  % | 6,305  % |
| 142 | 3,546  % | 5,791  % | 5,072  % | 3,213  % | 3,649  % | 6,299  % |
| 143 | 3,545  % | 5,789  % | 5,068  % | 3,214  % | 3,647  % | 6,293  % |
| 144 | 3,545  % | 5,787  % | 5,063  % | 3,216  % | 3,646  % | 6,288  % |
| 145 | 3,544  % | 5,785  % | 5,059  % | 3,218  % | 3,645  % | 6,282  % |
| 146 | 3,543  % | 5,783  % | 5,055  % | 3,219  % | 3,643  % | 6,277  % |
| 147 | 3,543  % | 5,782  % | 5,051  % | 3,221  % | 3,642  % | 6,272  % |
| 148 | 3,542  % | 5,780  % | 5,047  % | 3,222  % | 3,641  % | 6,266  % |
| 149 | 3,542  % | 5,778  % | 5,043  % | 3,224  % | 3,639  % | 6,261  % |
| 150 | 3,541  % | 5,776  % | 5,039  % | 3,225  % | 3,638  % | 6,256  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

4,216  %

6,763  %

10,965  %

1,139  %

4,614  %

7,729  %

2

4,321  %

7,093  %

10,418  %

1,242  %

4,733  %

8,236  %

3

4,196  %

7,244  %

9,827  %

1,334  %

4,651  %

8,518  %

4

4,093  %

7,327  %

9,536  %

1,403  %

4,572  %

8,764  %

5

4,044  %

7,358  %

9,439  %

1,462  %

4,507  %

9,021  %

6

3,984  %

7,379  %

9,411  %

1,511  %

4,480  %

9,285  %

7

3,920  %

7,403  %

9,406  %

1,550  %

4,467  %

9,577  %

8

3,864  %

7,428  %

9,400  %

1,581  %

4,458  %

9,827  %

9

3,824  %

7,454  %

9,382  %

1,607  %

4,455  %

10,028  %

10

3,805  %

7,482  %

9,342  %

1,626  %

4,455  %

10,189  %

11

3,807  %

7,492  %

9,277  %

1,653  %

4,460  %

10,316  %

12

3,822  %

7,485  %

9,191  %

1,690  %

4,467  %

10,412  %

13

3,842  %

7,466  %

9,092  %

1,731  %

4,474  %

10,477  %

14

3,862  %

7,438  %

8,984  %

1,776  %

4,481  %

10,512  %

15

3,880  %

7,405  %

8,870  %

1,822  %

4,487  %

10,517  %

16

3,892  %

7,367  %

8,752  %

1,868  %

4,490  %

10,491  %

17

3,899  %

7,326  %

8,633  %

1,915  %

4,491  %

10,442  %

18

3,904  %

7,283  %

8,514  %

1,960  %

4,490  %

10,374  %

19

3,905  %

7,240  %

8,396  %

2,004  %

4,485  %

10,292  %

20

3,904  %

7,196  %

8,280  %

2,048  %

4,477  %

10,199  %

21

3,902  %

7,152  %

8,167  %

2,089  %

4,466  %

10,099  %

22

3,898  %

7,109  %

8,056  %

2,129  %

4,452  %

9,995  %

23

3,893  %

7,066  %

7,949  %

2,168  %

4,437  %

9,888  %

24

3,887  %

7,025  %

7,845  %

2,205  %

4,420  %

9,779  %

25

3,881  %

6,984  %

7,745  %

2,241  %

4,402  %

9,670  %

26

3,874  %

6,945  %

7,649  %

2,275  %

4,383  %

9,562  %

27

3,867  %

6,906  %

7,556  %

2,308  %

4,364  %

9,455  %

28

3,860  %

6,869  %

7,467  %

2,340  %

4,345  %

9,351  %

29

3,852  %

6,833  %

7,381  %

2,370  %

4,326  %

9,249  %

30

3,845  %

6,799  %

7,299  %

2,399  %

4,307  %

9,149  %

31

3,837  %

6,765  %

7,221  %

2,426  %

4,288  %

9,053  %

32

3,830  %

6,733  %

7,146  %

2,453  %

4,269  %

8,960  %

33

3,822  %

6,702  %

7,074  %

2,478  %

4,251  %

8,871  %

34

3,815  %

6,673  %

7,005  %

2,503  %

4,233  %

8,784  %

35

3,807  %

6,644  %

6,939  %

2,526  %

4,216  %

8,701  %

36

3,800  %

6,616  %

6,876  %

2,548  %

4,199  %

8,621  %

37

3,793  %

6,590  %

6,815  %

2,570  %

4,182  %

8,543  %

38

3,787  %

6,564  %

6,757  %

2,590  %

4,166  %

8,469  %

39

3,780  %

6,540  %

6,701  %

2,610  %

4,151  %

8,398  %

40

3,773  %

6,516  %

6,648  %

2,629  %

4,136  %

8,330  %

41

3,767  %

6,494  %

6,597  %

2,647  %

4,121  %

8,264  %

42

3,761  %

6,472  %

6,548  %

2,665  %

4,107  %

8,202  %

43

3,755  %

6,451  %

6,501  %

2,682  %

4,093  %

8,141  %

44

3,749  %

6,431  %

6,456  %

2,698  %

4,080  %

8,083  %

45

3,743  %

6,411  %

6,413  %

2,714  %

4,068  %

8,027  %

46

3,738  %

6,392  %

6,371  %

2,729  %

4,055  %

7,973  %

47

3,732  %

6,374  %

6,331  %

2,743  %

4,043  %

7,922  %

48

3,727  %

6,357  %

6,293  %

2,757  %

4,032  %

7,872  %

49

3,722  %

6,340  %

6,256  %

2,770  %

4,021  %

7,824  %

50

3,717  %

6,324  %

6,220  %

2,783  %

4,010  %

7,778  %

51

3,713  %

6,308  %

6,186  %

2,796  %

3,999  %

7,734  %

52

3,708  %

6,293  %

6,153  %

2,808  %

3,989  %

7,691  %

53

3,704  %

6,279  %

6,121  %

2,820  %

3,980  %

7,650  %

54

3,699  %

6,265  %

6,090  %

2,831  %

3,970  %

7,610  %

55

3,695  %

6,251  %

6,061  %

2,842  %

3,961  %

7,572  %

56

3,691  %

6,238  %

6,032  %

2,852  %

3,952  %

7,535  %

57

3,687  %

6,225  %

6,004  %

2,863  %

3,944  %

7,499  %

58

3,683  %

6,213  %

5,978  %

2,872  %

3,935  %

7,465  %

59

3,679  %

6,201  %

5,952  %

2,882  %

3,927  %

7,431  %

60

3,676  %

6,189  %

5,927  %

2,891  %

3,920  %

7,399  %

61

3,672  %

6,178  %

5,903  %

2,900  %

3,912  %

7,368  %

62

3,669  %

6,167  %

5,879  %

2,909  %

3,905  %

7,338  %

63

3,665  %

6,157  %

5,856  %

2,917  %

3,898  %

7,308  %

64

3,662  %

6,147  %

5,834  %

2,926  %

3,891  %

7,280  %

65

3,659  %

6,137  %

5,813  %

2,934  %

3,884  %

7,252  %

66

3,656  %

6,127  %

5,792  %

2,941  %

3,877  %

7,226  %

67

3,653  %

6,118  %

5,772  %

2,949  %

3,871  %

7,200  %

68

3,650  %

6,109  %

5,753  %

2,956  %

3,865  %

7,175  %

69

3,647  %

6,100  %

5,734  %

2,963  %

3,859  %

7,150  %

70

3,644  %

6,092  %

5,715  %

2,970  %

3,853  %

7,127  %

71

3,642  %

6,083  %

5,697  %

2,977  %

3,848  %

7,104  %

72

3,639  %

6,075  %

5,680  %

2,983  %

3,842  %

7,081  %

73

3,636  %

6,067  %

5,663  %

2,990  %

3,837  %

7,059  %

74

3,634  %

6,060  %

5,647  %

2,996  %

3,832  %

7,038  %

75

3,632  %

6,052  %

5,631  %

3,002  %

3,826  %

7,018  %

76

3,629  %

6,045  %

5,615  %

3,008  %

3,822  %

6,997  %

77

3,627  %

6,038  %

5,600  %

3,013  %

3,817  %

6,978  %

78

3,625  %

6,031  %

5,585  %

3,019  %

3,812  %

6,959  %

79

3,622  %

6,024  %

5,571  %

3,024  %

3,807  %

6,940  %

80

3,620  %

6,018  %

5,557  %

3,030  %

3,803  %

6,922  %

81

3,618  %

6,011  %

5,543  %

3,035  %

3,799  %

6,904  %

82

3,616  %

6,005  %

5,529  %

3,040  %

3,794  %

6,887  %

83

3,614  %

5,999  %

5,516  %

3,045  %

3,790  %

6,870  %

84

3,612  %

5,993  %

5,504  %

3,049  %

3,786  %

6,854  %

85

3,610  %

5,987  %

5,491  %

3,054  %

3,782  %

6,838  %

86

3,609  %

5,982  %

5,479  %

3,059  %

3,778  %

6,822  %

87

3,607  %

5,976  %

5,467  %

3,063  %

3,775  %

6,807  %

88

3,605  %

5,971  %

5,456  %

3,068  %

3,771  %

6,792  %

89

3,603  %

5,965  %

5,444  %

3,072  %

3,767  %

6,777  %

90

3,602  %

5,960  %

5,433  %

3,076  %

3,764  %

6,763  %

91

3,600  %

5,955  %

5,422  %

3,080  %

3,760  %

6,749  %

92

3,598  %

5,950  %

5,412  %

3,084  %

3,757  %

6,736  %

93

3,597  %

5,945  %

5,401  %

3,088  %

3,754  %

6,722  %

94

3,595  %

5,941  %

5,391  %

3,092  %

3,750  %

6,709  %

95

3,594  %

5,936  %

5,381  %

3,096  %

3,747  %

6,696  %

96

3,592  %

5,931  %

5,371  %

3,099  %

3,744  %

6,684  %

97

3,591  %

5,927  %

5,362  %

3,103  %

3,741  %

6,672  %

98

3,589  %

5,923  %

5,353  %

3,107  %

3,738  %

6,659  %

99

3,588  %

5,918  %

5,343  %

3,110  %

3,735  %

6,648  %

100

3,586  %

5,914  %

5,334  %

3,113  %

3,732  %

6,636  %

101

3,585  %

5,910  %

5,326  %

3,117  %

3,730  %

6,625  %

102

3,584  %

5,906  %

5,317  %

3,120  %

3,727  %

6,614  %

103

3,582  %

5,902  %

5,309  %

3,123  %

3,724  %

6,603  %

104

3,581  %

5,898  %

5,300  %

3,126  %

3,722  %

6,592  %

105

3,580  %

5,894  %

5,292  %

3,129  %

3,719  %

6,582  %

106

3,579  %

5,891  %

5,284  %

3,132  %

3,716  %

6,572  %

107

3,577  %

5,887  %

5,276  %

3,135  %

3,714  %

6,561  %

108

3,576  %

5,883  %

5,269  %

3,138  %

3,711  %

6,552  %

109

3,575  %

5,880  %

5,261  %

3,141  %

3,709  %

6,542  %

110

3,574  %

5,876  %

5,254  %

3,144  %

3,707  %

6,532  %

111

3,573  %

5,873  %

5,246  %

3,147  %

3,704  %

6,523  %

112

3,572  %

5,870  %

5,239  %

3,149  %

3,702  %

6,514  %

113

3,571  %

5,866  %

5,232  %

3,152  %

3,700  %

6,505  %

114

3,570  %

5,863  %

5,225  %

3,155  %

3,698  %

6,496  %

115

3,569  %

5,860  %

5,219  %

3,157  %

3,696  %

6,487  %

116

3,568  %

5,857  %

5,212  %

3,160  %

3,693  %

6,479  %

117

3,567  %

5,854  %

5,205  %

3,162  %

3,691  %

6,470  %

118

3,566  %

5,851  %

5,199  %

3,165  %

3,689  %

6,462  %

119

3,565  %

5,848  %

5,193  %

3,167  %

3,687  %

6,454  %

120

3,564  %

5,845  %

5,186  %

3,169  %

3,685  %

6,446  %

121

3,563  %

5,842  %

5,180  %

3,172  %

3,683  %

6,438  %

122

3,562  %

5,839  %

5,174  %

3,174  %

3,681  %

6,430  %

123

3,561  %

5,837  %

5,168  %

3,176  %

3,680  %

6,423  %

124

3,560  %

5,834  %

5,163  %

3,178  %

3,678  %

6,415  %

125

3,559  %

5,831  %

5,157  %

3,181  %

3,676  %

6,408  %

126

3,558  %

5,829  %

5,151  %

3,183  %

3,674  %

6,401  %

127

3,557  %

5,826  %

5,146  %

3,185  %

3,672  %

6,394  %

128

3,557  %

5,823  %

5,140  %

3,187  %

3,671  %

6,387  %

129

3,556  %

5,821  %

5,135  %

3,189  %

3,669  %

6,380  %

130

3,555  %

5,818  %

5,130  %

3,191  %

3,667  %

6,373  %

131

3,554  %

5,816  %

5,124  %

3,193  %

3,665  %

6,366  %

132

3,553  %

5,814  %

5,119  %

3,195  %

3,664  %

6,360  %

133

3,553  %

5,811  %

5,114  %

3,197  %

3,662  %

6,353  %

134

3,552  %

5,809  %

5,109  %

3,199  %

3,661  %

6,347  %

135

3,551  %

5,807  %

5,104  %

3,201  %

3,659  %

6,340  %

136

3,550  %

5,804  %

5,100  %

3,202  %

3,658  %

6,334  %

137

3,550  %

5,802  %

5,095  %

3,204  %

3,656  %

6,328  %

138

3,549  %

5,800  %

5,090  %

3,206  %

3,655  %

6,322  %

139

3,548  %

5,798  %

5,086  %

3,208  %

3,653  %

6,316  %

140

3,547  %

5,796  %

5,081  %

3,209  %

3,652  %

6,310  %

141

3,547  %

5,794  %

5,076  %

3,211  %

3,650  %

6,305  %

142

3,546  %

5,791  %

5,072  %

3,213  %

3,649  %

6,299  %

143

3,545  %

5,789  %

5,068  %

3,214  %

3,647  %

6,293  %

144

3,545  %

5,787  %

5,063  %

3,216  %

3,646  %

6,288  %

145

3,544  %

5,785  %

5,059  %

3,218  %

3,645  %

6,282  %

146

3,543  %

5,783  %

5,055  %

3,219  %

3,643  %

6,277  %

147

3,543  %

5,782  %

5,051  %

3,221  %

3,642  %

6,272  %

148

3,542  %

5,780  %

5,047  %

3,222  %

3,641  %

6,266  %

149

3,542  %

5,778  %

5,043  %

3,224  %

3,639  %

6,261  %

150

3,541  %

5,776  %

5,039  %

3,225  %

3,638  %

6,256  %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 12,616  % | 1,934  % | 3,152  % | 10,036  % | 3,506  % | 4,051  % |
| 2 | 11,611  % | 2,109  % | 3,590  % | 10,364  % | 3,721  % | 4,219  % |
| 3 | 11,337  % | 2,254  % | 3,839  % | 10,488  % | 3,746  % | 4,174  % |
| 4 | 11,339  % | 2,390  % | 4,003  % | 10,528  % | 3,718  % | 4,117  % |
| 5 | 11,453  % | 2,495  % | 4,140  % | 10,532  % | 3,679  % | 4,053  % |
| 6 | 11,593  % | 2,577  % | 4,260  % | 10,516  % | 3,637  % | 3,976  % |
| 7 | 11,736  % | 2,645  % | 4,361  % | 10,498  % | 3,596  % | 3,901  % |
| 8 | 11,889  % | 2,706  % | 4,444  % | 10,497  % | 3,559  % | 3,837  % |
| 9 | 12,028  % | 2,765  % | 4,517  % | 10,499  % | 3,527  % | 3,781  % |
| 10 | 12,174  % | 2,821  % | 4,575  % | 10,520  % | 3,500  % | 3,731  % |
| 11 | 12,259  % | 2,878  % | 4,631  % | 10,558  % | 3,480  % | 3,685  % |
| 12 | 12,280  % | 2,933  % | 4,686  % | 10,626  % | 3,464  % | 3,643  % |
| 13 | 12,252  % | 2,987  % | 4,740  % | 10,731  % | 3,452  % | 3,604  % |
| 14 | 12,188  % | 3,038  % | 4,793  % | 10,831  % | 3,442  % | 3,569  % |
| 15 | 12,096  % | 3,088  % | 4,848  % | 10,886  % | 3,435  % | 3,538  % |
| 16 | 11,982  % | 3,136  % | 4,903  % | 10,895  % | 3,429  % | 3,510  % |
| 17 | 11,852  % | 3,182  % | 4,956  % | 10,869  % | 3,424  % | 3,485  % |
| 18 | 11,711  % | 3,225  % | 5,005  % | 10,814  % | 3,420  % | 3,463  % |
| 19 | 11,561  % | 3,267  % | 5,044  % | 10,738  % | 3,416  % | 3,444  % |
| 20 | 11,407  % | 3,306  % | 5,073  % | 10,645  % | 3,414  % | 3,429  % |
| 21 | 11,251  % | 3,344  % | 5,088  % | 10,539  % | 3,412  % | 3,416  % |
| 22 | 11,093  % | 3,380  % | 5,092  % | 10,424  % | 3,410  % | 3,405  % |
| 23 | 10,936  % | 3,414  % | 5,087  % | 10,302  % | 3,408  % | 3,396  % |
| 24 | 10,782  % | 3,447  % | 5,075  % | 10,177  % | 3,407  % | 3,389  % |
| 25 | 10,630  % | 3,478  % | 5,057  % | 10,050  % | 3,406  % | 3,383  % |
| 26 | 10,481  % | 3,507  % | 5,036  % | 9,922  % | 3,405  % | 3,378  % |
| 27 | 10,337  % | 3,536  % | 5,011  % | 9,795  % | 3,405  % | 3,374  % |
| 28 | 10,197  % | 3,563  % | 4,985  % | 9,669  % | 3,405  % | 3,371  % |
| 29 | 10,062  % | 3,588  % | 4,956  % | 9,546  % | 3,404  % | 3,369  % |
| 30 | 9,931  % | 3,613  % | 4,927  % | 9,426  % | 3,404  % | 3,367  % |
| 31 | 9,805  % | 3,636  % | 4,897  % | 9,308  % | 3,404  % | 3,365  % |
| 32 | 9,684  % | 3,659  % | 4,867  % | 9,195  % | 3,404  % | 3,364  % |
| 33 | 9,568  % | 3,680  % | 4,836  % | 9,085  % | 3,404  % | 3,364  % |
| 34 | 9,457  % | 3,701  % | 4,806  % | 8,979  % | 3,404  % | 3,363  % |
| 35 | 9,350  % | 3,720  % | 4,777  % | 8,876  % | 3,404  % | 3,363  % |
| 36 | 9,247  % | 3,739  % | 4,748  % | 8,777  % | 3,405  % | 3,364  % |
| 37 | 9,149  % | 3,757  % | 4,719  % | 8,683  % | 3,405  % | 3,364  % |
| 38 | 9,055  % | 3,775  % | 4,691  % | 8,591  % | 3,405  % | 3,364  % |
| 39 | 8,965  % | 3,791  % | 4,664  % | 8,504  % | 3,406  % | 3,365  % |
| 40 | 8,878  % | 3,807  % | 4,638  % | 8,420  % | 3,406  % | 3,366  % |
| 41 | 8,795  % | 3,823  % | 4,612  % | 8,339  % | 3,406  % | 3,366  % |
| 42 | 8,716  % | 3,837  % | 4,588  % | 8,261  % | 3,407  % | 3,367  % |
| 43 | 8,640  % | 3,852  % | 4,564  % | 8,187  % | 3,407  % | 3,368  % |
| 44 | 8,567  % | 3,865  % | 4,540  % | 8,115  % | 3,407  % | 3,369  % |
| 45 | 8,496  % | 3,878  % | 4,518  % | 8,046  % | 3,408  % | 3,370  % |
| 46 | 8,429  % | 3,891  % | 4,496  % | 7,980  % | 3,408  % | 3,371  % |
| 47 | 8,364  % | 3,903  % | 4,475  % | 7,916  % | 3,409  % | 3,372  % |
| 48 | 8,302  % | 3,915  % | 4,455  % | 7,855  % | 3,409  % | 3,373  % |
| 49 | 8,242  % | 3,926  % | 4,435  % | 7,796  % | 3,410  % | 3,374  % |
| 50 | 8,184  % | 3,937  % | 4,417  % | 7,740  % | 3,410  % | 3,375  % |
| 51 | 8,129  % | 3,948  % | 4,398  % | 7,685  % | 3,411  % | 3,376  % |
| 52 | 8,075  % | 3,958  % | 4,381  % | 7,633  % | 3,411  % | 3,377  % |
| 53 | 8,024  % | 3,968  % | 4,363  % | 7,582  % | 3,411  % | 3,378  % |
| 54 | 7,974  % | 3,977  % | 4,347  % | 7,533  % | 3,412  % | 3,379  % |
| 55 | 7,927  % | 3,986  % | 4,331  % | 7,486  % | 3,412  % | 3,380  % |
| 56 | 7,880  % | 3,995  % | 4,315  % | 7,441  % | 3,413  % | 3,381  % |
| 57 | 7,836  % | 4,004  % | 4,301  % | 7,397  % | 3,413  % | 3,382  % |
| 58 | 7,793  % | 4,012  % | 4,286  % | 7,355  % | 3,414  % | 3,383  % |
| 59 | 7,751  % | 4,020  % | 4,272  % | 7,314  % | 3,414  % | 3,384  % |
| 60 | 7,711  % | 4,028  % | 4,258  % | 7,274  % | 3,415  % | 3,385  % |
| 61 | 7,672  % | 4,035  % | 4,245  % | 7,236  % | 3,415  % | 3,386  % |
| 62 | 7,634  % | 4,043  % | 4,233  % | 7,199  % | 3,415  % | 3,386  % |
| 63 | 7,598  % | 4,050  % | 4,220  % | 7,163  % | 3,416  % | 3,387  % |
| 64 | 7,562  % | 4,057  % | 4,208  % | 7,128  % | 3,416  % | 3,388  % |
| 65 | 7,528  % | 4,063  % | 4,197  % | 7,094  % | 3,417  % | 3,389  % |
| 66 | 7,495  % | 4,070  % | 4,185  % | 7,061  % | 3,417  % | 3,390  % |
| 67 | 7,462  % | 4,076  % | 4,174  % | 7,029  % | 3,417  % | 3,391  % |
| 68 | 7,431  % | 4,082  % | 4,164  % | 6,999  % | 3,418  % | 3,391  % |
| 69 | 7,401  % | 4,088  % | 4,153  % | 6,969  % | 3,418  % | 3,392  % |
| 70 | 7,371  % | 4,094  % | 4,143  % | 6,940  % | 3,418  % | 3,393  % |
| 71 | 7,342  % | 4,100  % | 4,134  % | 6,911  % | 3,419  % | 3,394  % |
| 72 | 7,315  % | 4,105  % | 4,124  % | 6,884  % | 3,419  % | 3,394  % |
| 73 | 7,287  % | 4,111  % | 4,115  % | 6,857  % | 3,419  % | 3,395  % |
| 74 | 7,261  % | 4,116  % | 4,106  % | 6,831  % | 3,420  % | 3,396  % |
| 75 | 7,235  % | 4,121  % | 4,097  % | 6,806  % | 3,420  % | 3,397  % |
| 76 | 7,210  % | 4,126  % | 4,089  % | 6,781  % | 3,421  % | 3,397  % |
| 77 | 7,186  % | 4,131  % | 4,080  % | 6,757  % | 3,421  % | 3,398  % |
| 78 | 7,162  % | 4,135  % | 4,072  % | 6,734  % | 3,421  % | 3,399  % |
| 79 | 7,139  % | 4,140  % | 4,064  % | 6,711  % | 3,421  % | 3,399  % |
| 80 | 7,117  % | 4,144  % | 4,057  % | 6,689  % | 3,422  % | 3,400  % |
| 81 | 7,095  % | 4,149  % | 4,049  % | 6,667  % | 3,422  % | 3,400  % |
| 82 | 7,073  % | 4,153  % | 4,042  % | 6,646  % | 3,422  % | 3,401  % |
| 83 | 7,052  % | 4,157  % | 4,035  % | 6,626  % | 3,423  % | 3,402  % |
| 84 | 7,032  % | 4,161  % | 4,028  % | 6,606  % | 3,423  % | 3,402  % |
| 85 | 7,012  % | 4,165  % | 4,021  % | 6,586  % | 3,423  % | 3,403  % |
| 86 | 6,992  % | 4,169  % | 4,014  % | 6,567  % | 3,424  % | 3,403  % |
| 87 | 6,973  % | 4,173  % | 4,008  % | 6,548  % | 3,424  % | 3,404  % |
| 88 | 6,955  % | 4,177  % | 4,001  % | 6,530  % | 3,424  % | 3,404  % |
| 89 | 6,937  % | 4,180  % | 3,995  % | 6,512  % | 3,424  % | 3,405  % |
| 90 | 6,919  % | 4,184  % | 3,989  % | 6,494  % | 3,425  % | 3,405  % |
| 91 | 6,901  % | 4,187  % | 3,983  % | 6,477  % | 3,425  % | 3,406  % |
| 92 | 6,884  % | 4,191  % | 3,977  % | 6,461  % | 3,425  % | 3,406  % |
| 93 | 6,868  % | 4,194  % | 3,972  % | 6,444  % | 3,425  % | 3,407  % |
| 94 | 6,852  % | 4,197  % | 3,966  % | 6,428  % | 3,426  % | 3,407  % |
| 95 | 6,836  % | 4,200  % | 3,961  % | 6,413  % | 3,426  % | 3,408  % |
| 96 | 6,820  % | 4,203  % | 3,955  % | 6,397  % | 3,426  % | 3,408  % |
| 97 | 6,805  % | 4,207  % | 3,950  % | 6,382  % | 3,426  % | 3,408  % |
| 98 | 6,790  % | 4,210  % | 3,945  % | 6,368  % | 3,427  % | 3,409  % |
| 99 | 6,775  % | 4,212  % | 3,940  % | 6,353  % | 3,427  % | 3,409  % |
| 100 | 6,761  % | 4,215  % | 3,935  % | 6,339  % | 3,427  % | 3,410  % |
| 101 | 6,747  % | 4,218  % | 3,930  % | 6,325  % | 3,427  % | 3,410  % |
| 102 | 6,733  % | 4,221  % | 3,926  % | 6,312  % | 3,427  % | 3,410  % |
| 103 | 6,720  % | 4,224  % | 3,921  % | 6,298  % | 3,428  % | 3,411  % |
| 104 | 6,706  % | 4,226  % | 3,916  % | 6,285  % | 3,428  % | 3,411  % |
| 105 | 6,693  % | 4,229  % | 3,912  % | 6,272  % | 3,428  % | 3,412  % |
| 106 | 6,681  % | 4,231  % | 3,908  % | 6,260  % | 3,428  % | 3,412  % |
| 107 | 6,668  % | 4,234  % | 3,903  % | 6,248  % | 3,428  % | 3,412  % |
| 108 | 6,656  % | 4,236  % | 3,899  % | 6,235  % | 3,429  % | 3,413  % |
| 109 | 6,644  % | 4,239  % | 3,895  % | 6,224  % | 3,429  % | 3,413  % |
| 110 | 6,632  % | 4,241  % | 3,891  % | 6,212  % | 3,429  % | 3,413  % |
| 111 | 6,620  % | 4,243  % | 3,887  % | 6,201  % | 3,429  % | 3,414  % |
| 112 | 6,609  % | 4,246  % | 3,883  % | 6,189  % | 3,429  % | 3,414  % |
| 113 | 6,598  % | 4,248  % | 3,879  % | 6,178  % | 3,430  % | 3,414  % |
| 114 | 6,587  % | 4,250  % | 3,875  % | 6,167  % | 3,430  % | 3,415  % |
| 115 | 6,576  % | 4,252  % | 3,872  % | 6,157  % | 3,430  % | 3,415  % |
| 116 | 6,565  % | 4,255  % | 3,868  % | 6,146  % | 3,430  % | 3,415  % |
| 117 | 6,555  % | 4,257  % | 3,864  % | 6,136  % | 3,430  % | 3,415  % |
| 118 | 6,544  % | 4,259  % | 3,861  % | 6,126  % | 3,430  % | 3,416  % |
| 119 | 6,534  % | 4,261  % | 3,857  % | 6,116  % | 3,431  % | 3,416  % |
| 120 | 6,524  % | 4,263  % | 3,854  % | 6,106  % | 3,431  % | 3,416  % |
| 121 | 6,515  % | 4,265  % | 3,851  % | 6,097  % | 3,431  % | 3,417  % |
| 122 | 6,505  % | 4,267  % | 3,847  % | 6,087  % | 3,431  % | 3,417  % |
| 123 | 6,496  % | 4,268  % | 3,844  % | 6,078  % | 3,431  % | 3,417  % |
| 124 | 6,486  % | 4,270  % | 3,841  % | 6,069  % | 3,431  % | 3,417  % |
| 125 | 6,477  % | 4,272  % | 3,838  % | 6,060  % | 3,431  % | 3,418  % |
| 126 | 6,468  % | 4,274  % | 3,835  % | 6,051  % | 3,432  % | 3,418  % |
| 127 | 6,459  % | 4,276  % | 3,832  % | 6,042  % | 3,432  % | 3,418  % |
| 128 | 6,451  % | 4,277  % | 3,829  % | 6,034  % | 3,432  % | 3,418  % |
| 129 | 6,442  % | 4,279  % | 3,826  % | 6,025  % | 3,432  % | 3,419  % |
| 130 | 6,434  % | 4,281  % | 3,823  % | 6,017  % | 3,432  % | 3,419  % |
| 131 | 6,425  % | 4,283  % | 3,820  % | 6,009  % | 3,432  % | 3,419  % |
| 132 | 6,417  % | 4,284  % | 3,817  % | 6,001  % | 3,432  % | 3,419  % |
| 133 | 6,409  % | 4,286  % | 3,815  % | 5,993  % | 3,433  % | 3,420  % |
| 134 | 6,401  % | 4,287  % | 3,812  % | 5,985  % | 3,433  % | 3,420  % |
| 135 | 6,393  % | 4,289  % | 3,809  % | 5,977  % | 3,433  % | 3,420  % |
| 136 | 6,386  % | 4,291  % | 3,806  % | 5,970  % | 3,433  % | 3,420  % |
| 137 | 6,378  % | 4,292  % | 3,804  % | 5,962  % | 3,433  % | 3,420  % |
| 138 | 6,371  % | 4,294  % | 3,801  % | 5,955  % | 3,433  % | 3,421  % |
| 139 | 6,363  % | 4,295  % | 3,799  % | 5,947  % | 3,433  % | 3,421  % |
| 140 | 6,356  % | 4,297  % | 3,796  % | 5,940  % | 3,433  % | 3,421  % |
| 141 | 6,349  % | 4,298  % | 3,794  % | 5,933  % | 3,434  % | 3,421  % |
| 142 | 6,342  % | 4,299  % | 3,791  % | 5,926  % | 3,434  % | 3,422  % |
| 143 | 6,335  % | 4,301  % | 3,789  % | 5,919  % | 3,434  % | 3,422  % |
| 144 | 6,328  % | 4,302  % | 3,787  % | 5,913  % | 3,434  % | 3,422  % |
| 145 | 6,321  % | 4,304  % | 3,784  % | 5,906  % | 3,434  % | 3,422  % |
| 146 | 6,314  % | 4,305  % | 3,782  % | 5,899  % | 3,434  % | 3,422  % |
| 147 | 6,308  % | 4,306  % | 3,780  % | 5,893  % | 3,434  % | 3,423  % |
| 148 | 6,301  % | 4,308  % | 3,778  % | 5,887  % | 3,434  % | 3,423  % |
| 149 | 6,295  % | 4,309  % | 3,775  % | 5,880  % | 3,434  % | 3,423  % |
| 150 | 6,289  % | 4,310  % | 3,773  % | 5,874  % | 3,434  % | 3,423  % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

12,616  %

1,934  %

3,152  %

10,036  %

3,506  %

4,051  %

2

11,611  %

2,109  %

3,590  %

10,364  %

3,721  %

4,219  %

3

11,337  %

2,254  %

3,839  %

10,488  %

3,746  %

4,174  %

4

11,339  %

2,390  %

4,003  %

10,528  %

3,718  %

4,117  %

5

11,453  %

2,495  %

4,140  %

10,532  %

3,679  %

4,053  %

6

11,593  %

2,577  %

4,260  %

10,516  %

3,637  %

3,976  %

7

11,736  %

2,645  %

4,361  %

10,498  %

3,596  %

3,901  %

8

11,889  %

2,706  %

4,444  %

10,497  %

3,559  %

3,837  %

9

12,028  %

2,765  %

4,517  %

10,499  %

3,527  %

3,781  %

10

12,174  %

2,821  %

4,575  %

10,520  %

3,500  %

3,731  %

11

12,259  %

2,878  %

4,631  %

10,558  %

3,480  %

3,685  %

12

12,280  %

2,933  %

4,686  %

10,626  %

3,464  %

3,643  %

13

12,252  %

2,987  %

4,740  %

10,731  %

3,452  %

3,604  %

14

12,188  %

3,038  %

4,793  %

10,831  %

3,442  %

3,569  %

15

12,096  %

3,088  %

4,848  %

10,886  %

3,435  %

3,538  %

16

11,982  %

3,136  %

4,903  %

10,895  %

3,429  %

3,510  %

17

11,852  %

3,182  %

4,956  %

10,869  %

3,424  %

3,485  %

18

11,711  %

3,225  %

5,005  %

10,814  %

3,420  %

3,463  %

19

11,561  %

3,267  %

5,044  %

10,738  %

3,416  %

3,444  %

20

11,407  %

3,306  %

5,073  %

10,645  %

3,414  %

3,429  %

21

11,251  %

3,344  %

5,088  %

10,539  %

3,412  %

3,416  %

22

11,093  %

3,380  %

5,092  %

10,424  %

3,410  %

3,405  %

23

10,936  %

3,414  %

5,087  %

10,302  %

3,408  %

3,396  %

24

10,782  %

3,447  %

5,075  %

10,177  %

3,407  %

3,389  %

25

10,630  %

3,478  %

5,057  %

10,050  %

3,406  %

3,383  %

26

10,481  %

3,507  %

5,036  %

9,922  %

3,405  %

3,378  %

27

10,337  %

3,536  %

5,011  %

9,795  %

3,405  %

3,374  %

28

10,197  %

3,563  %

4,985  %

9,669  %

3,405  %

3,371  %

29

10,062  %

3,588  %

4,956  %

9,546  %

3,404  %

3,369  %

30

9,931  %

3,613  %

4,927  %

9,426  %

3,404  %

3,367  %

31

9,805  %

3,636  %

4,897  %

9,308  %

3,404  %

3,365  %

32

9,684  %

3,659  %

4,867  %

9,195  %

3,404  %

3,364  %

33

9,568  %

3,680  %

4,836  %

9,085  %

3,404  %

3,364  %

34

9,457  %

3,701  %

4,806  %

8,979  %

3,404  %

3,363  %

35

9,350  %

3,720  %

4,777  %

8,876  %

3,404  %

3,363  %

36

9,247  %

3,739  %

4,748  %

8,777  %

3,405  %

3,364  %

37

9,149  %

3,757  %

4,719  %

8,683  %

3,405  %

3,364  %

38

9,055  %

3,775  %

4,691  %

8,591  %

3,405  %

3,364  %

39

8,965  %

3,791  %

4,664  %

8,504  %

3,406  %

3,365  %

40

8,878  %

3,807  %

4,638  %

8,420  %

3,406  %

3,366  %

41

8,795  %

3,823  %

4,612  %

8,339  %

3,406  %

3,366  %

42

8,716  %

3,837  %

4,588  %

8,261  %

3,407  %

3,367  %

43

8,640  %

3,852  %

4,564  %

8,187  %

3,407  %

3,368  %

44

8,567  %

3,865  %

4,540  %

8,115  %

3,407  %

3,369  %

45

8,496  %

3,878  %

4,518  %

8,046  %

3,408  %

3,370  %

46

8,429  %

3,891  %

4,496  %

7,980  %

3,408  %

3,371  %

47

8,364  %

3,903  %

4,475  %

7,916  %

3,409  %

3,372  %

48

8,302  %

3,915  %

4,455  %

7,855  %

3,409  %

3,373  %

49

8,242  %

3,926  %

4,435  %

7,796  %

3,410  %

3,374  %

50

8,184  %

3,937  %

4,417  %

7,740  %

3,410  %

3,375  %

51

8,129  %

3,948  %

4,398  %

7,685  %

3,411  %

3,376  %

52

8,075  %

3,958  %

4,381  %

7,633  %

3,411  %

3,377  %

53

8,024  %

3,968  %

4,363  %

7,582  %

3,411  %

3,378  %

54

7,974  %

3,977  %

4,347  %

7,533  %

3,412  %

3,379  %

55

7,927  %

3,986  %

4,331  %

7,486  %

3,412  %

3,380  %

56

7,880  %

3,995  %

4,315  %

7,441  %

3,413  %

3,381  %

57

7,836  %

4,004  %

4,301  %

7,397  %

3,413  %

3,382  %

58

7,793  %

4,012  %

4,286  %

7,355  %

3,414  %

3,383  %

59

7,751  %

4,020  %

4,272  %

7,314  %

3,414  %

3,384  %

60

7,711  %

4,028  %

4,258  %

7,274  %

3,415  %

3,385  %

61

7,672  %

4,035  %

4,245  %

7,236  %

3,415  %

3,386  %

62

7,634  %

4,043  %

4,233  %

7,199  %

3,415  %

3,386  %

63

7,598  %

4,050  %

4,220  %

7,163  %

3,416  %

3,387  %

64

7,562  %

4,057  %

4,208  %

7,128  %

3,416  %

3,388  %

65

7,528  %

4,063  %

4,197  %

7,094  %

3,417  %

3,389  %

66

7,495  %

4,070  %

4,185  %

7,061  %

3,417  %

3,390  %

67

7,462  %

4,076  %

4,174  %

7,029  %

3,417  %

3,391  %

68

7,431  %

4,082  %

4,164  %

6,999  %

3,418  %

3,391  %

69

7,401  %

4,088  %

4,153  %

6,969  %

3,418  %

3,392  %

70

7,371  %

4,094  %

4,143  %

6,940  %

3,418  %

3,393  %

71

7,342  %

4,100  %

4,134  %

6,911  %

3,419  %

3,394  %

72

7,315  %

4,105  %

4,124  %

6,884  %

3,419  %

3,394  %

73

7,287  %

4,111  %

4,115  %

6,857  %

3,419  %

3,395  %

74

7,261  %

4,116  %

4,106  %

6,831  %

3,420  %

3,396  %

75

7,235  %

4,121  %

4,097  %

6,806  %

3,420  %

3,397  %

76

7,210  %

4,126  %

4,089  %

6,781  %

3,421  %

3,397  %

77

7,186  %

4,131  %

4,080  %

6,757  %

3,421  %

3,398  %

78

7,162  %

4,135  %

4,072  %

6,734  %

3,421  %

3,399  %

79

7,139  %

4,140  %

4,064  %

6,711  %

3,421  %

3,399  %

80

7,117  %

4,144  %

4,057  %

6,689  %

3,422  %

3,400  %

81

7,095  %

4,149  %

4,049  %

6,667  %

3,422  %

3,400  %

82

7,073  %

4,153  %

4,042  %

6,646  %

3,422  %

3,401  %

83

7,052  %

4,157  %

4,035  %

6,626  %

3,423  %

3,402  %

84

7,032  %

4,161  %

4,028  %

6,606  %

3,423  %

3,402  %

85

7,012  %

4,165  %

4,021  %

6,586  %

3,423  %

3,403  %

86

6,992  %

4,169  %

4,014  %

6,567  %

3,424  %

3,403  %

87

6,973  %

4,173  %

4,008  %

6,548  %

3,424  %

3,404  %

88

6,955  %

4,177  %

4,001  %

6,530  %

3,424  %

3,404  %

89

6,937  %

4,180  %

3,995  %

6,512  %

3,424  %

3,405  %

90

6,919  %

4,184  %

3,989  %

6,494  %

3,425  %

3,405  %

91

6,901  %

4,187  %

3,983  %

6,477  %

3,425  %

3,406  %

92

6,884  %

4,191  %

3,977  %

6,461  %

3,425  %

3,406  %

93

6,868  %

4,194  %

3,972  %

6,444  %

3,425  %

3,407  %

94

6,852  %

4,197  %

3,966  %

6,428  %

3,426  %

3,407  %

95

6,836  %

4,200  %

3,961  %

6,413  %

3,426  %

3,408  %

96

6,820  %

4,203  %

3,955  %

6,397  %

3,426  %

3,408  %

97

6,805  %

4,207  %

3,950  %

6,382  %

3,426  %

3,408  %

98

6,790  %

4,210  %

3,945  %

6,368  %

3,427  %

3,409  %

99

6,775  %

4,212  %

3,940  %

6,353  %

3,427  %

3,409  %

100

6,761  %

4,215  %

3,935  %

6,339  %

3,427  %

3,410  %

101

6,747  %

4,218  %

3,930  %

6,325  %

3,427  %

3,410  %

102

6,733  %

4,221  %

3,926  %

6,312  %

3,427  %

3,410  %

103

6,720  %

4,224  %

3,921  %

6,298  %

3,428  %

3,411  %

104

6,706  %

4,226  %

3,916  %

6,285  %

3,428  %

3,411  %

105

6,693  %

4,229  %

3,912  %

6,272  %

3,428  %

3,412  %

106

6,681  %

4,231  %

3,908  %

6,260  %

3,428  %

3,412  %

107

6,668  %

4,234  %

3,903  %

6,248  %

3,428  %

3,412  %

108

6,656  %

4,236  %

3,899  %

6,235  %

3,429  %

3,413  %

109

6,644  %

4,239  %

3,895  %

6,224  %

3,429  %

3,413  %

110

6,632  %

4,241  %

3,891  %

6,212  %

3,429  %

3,413  %

111

6,620  %

4,243  %

3,887  %

6,201  %

3,429  %

3,414  %

112

6,609  %

4,246  %

3,883  %

6,189  %

3,429  %

3,414  %

113

6,598  %

4,248  %

3,879  %

6,178  %

3,430  %

3,414  %

114

6,587  %

4,250  %

3,875  %

6,167  %

3,430  %

3,415  %

115

6,576  %

4,252  %

3,872  %

6,157  %

3,430  %

3,415  %

116

6,565  %

4,255  %

3,868  %

6,146  %

3,430  %

3,415  %

117

6,555  %

4,257  %

3,864  %

6,136  %

3,430  %

3,415  %

118

6,544  %

4,259  %

3,861  %

6,126  %

3,430  %

3,416  %

119

6,534  %

4,261  %

3,857  %

6,116  %

3,431  %

3,416  %

120

6,524  %

4,263  %

3,854  %

6,106  %

3,431  %

3,416  %

121

6,515  %

4,265  %

3,851  %

6,097  %

3,431  %

3,417  %

122

6,505  %

4,267  %

3,847  %

6,087  %

3,431  %

3,417  %

123

6,496  %

4,268  %

3,844  %

6,078  %

3,431  %

3,417  %

124

6,486  %

4,270  %

3,841  %

6,069  %

3,431  %

3,417  %

125

6,477  %

4,272  %

3,838  %

6,060  %

3,431  %

3,418  %

126

6,468  %

4,274  %

3,835  %

6,051  %

3,432  %

3,418  %

127

6,459  %

4,276  %

3,832  %

6,042  %

3,432  %

3,418  %

128

6,451  %

4,277  %

3,829  %

6,034  %

3,432  %

3,418  %

129

6,442  %

4,279  %

3,826  %

6,025  %

3,432  %

3,419  %

130

6,434  %

4,281  %

3,823  %

6,017  %

3,432  %

3,419  %

131

6,425  %

4,283  %

3,820  %

6,009  %

3,432  %

3,419  %

132

6,417  %

4,284  %

3,817  %

6,001  %

3,432  %

3,419  %

133

6,409  %

4,286  %

3,815  %

5,993  %

3,433  %

3,420  %

134

6,401  %

4,287  %

3,812  %

5,985  %

3,433  %

3,420  %

135

6,393  %

4,289  %

3,809  %

5,977  %

3,433  %

3,420  %

136

6,386  %

4,291  %

3,806  %

5,970  %

3,433  %

3,420  %

137

6,378  %

4,292  %

3,804  %

5,962  %

3,433  %

3,420  %

138

6,371  %

4,294  %

3,801  %

5,955  %

3,433  %

3,421  %

139

6,363  %

4,295  %

3,799  %

5,947  %

3,433  %

3,421  %

140

6,356  %

4,297  %

3,796  %

5,940  %

3,433  %

3,421  %

141

6,349  %

4,298  %

3,794  %

5,933  %

3,434  %

3,421  %

142

6,342  %

4,299  %

3,791  %

5,926  %

3,434  %

3,422  %

143

6,335  %

4,301  %

3,789  %

5,919  %

3,434  %

3,422  %

144

6,328  %

4,302  %

3,787  %

5,913  %

3,434  %

3,422  %

145

6,321  %

4,304  %

3,784  %

5,906  %

3,434  %

3,422  %

146

6,314  %

4,305  %

3,782  %

5,899  %

3,434  %

3,422  %

147

6,308  %

4,306  %

3,780  %

5,893  %

3,434  %

3,423  %

148

6,301  %

4,308  %

3,778  %

5,887  %

3,434  %

3,423  %

149

6,295  %

4,309  %

3,775  %

5,880  %

3,434  %

3,423  %

150

6,289  %

4,310  %

3,773  %

5,874  %

3,434  %

3,423  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 14,772  % | 4,529  % | -0,216  % |
| 2 | 13,240  % | 4,493  % | -0,159  % |
| 3 | 11,771  % | 4,294  % | -0,134  % |
| 4 | 10,775  % | 4,147  % | -0,087  % |
| 5 | 10,259  % | 4,052  % | -0,025  % |
| 6 | 10,164  % | 3,973  % | 0,039  % |
| 7 | 10,430  % | 3,908  % | 0,096  % |
| 8 | 11,005  % | 3,852  % | 0,143  % |
| 9 | 11,791  % | 3,804  % | 0,190  % |
| 10 | 12,447  % | 3,771  % | 0,249  % |
| 11 | 12,927  % | 3,743  % | 0,321  % |
| 12 | 13,271  % | 3,723  % | 0,405  % |
| 13 | 13,508  % | 3,712  % | 0,493  % |
| 14 | 13,657  % | 3,704  % | 0,579  % |
| 15 | 13,736  % | 3,692  % | 0,660  % |
| 16 | 13,758  % | 3,672  % | 0,735  % |
| 17 | 13,732  % | 3,645  % | 0,804  % |
| 18 | 13,668  % | 3,612  % | 0,867  % |
| 19 | 13,573  % | 3,573  % | 0,926  % |
| 20 | 13,453  % | 3,531  % | 0,980  % |
| 21 | 13,314  % | 3,486  % | 1,031  % |
| 22 | 13,160  % | 3,439  % | 1,081  % |
| 23 | 12,996  % | 3,392  % | 1,126  % |
| 24 | 12,825  % | 3,348  % | 1,168  % |
| 25 | 12,649  % | 3,306  % | 1,204  % |
| 26 | 12,472  % | 3,266  % | 1,236  % |
| 27 | 12,294  % | 3,228  % | 1,266  % |
| 28 | 12,118  % | 3,188  % | 1,294  % |
| 29 | 11,945  % | 3,147  % | 1,323  % |
| 30 | 11,775  % | 3,101  % | 1,353  % |
| 31 | 11,609  % | 3,052  % | 1,386  % |
| 32 | 11,449  % | 3,000  % | 1,422  % |
| 33 | 11,293  % | 2,948  % | 1,458  % |
| 34 | 11,142  % | 2,896  % | 1,495  % |
| 35 | 10,997  % | 2,845  % | 1,533  % |
| 36 | 10,857  % | 2,797  % | 1,571  % |
| 37 | 10,723  % | 2,751  % | 1,608  % |
| 38 | 10,593  % | 2,709  % | 1,645  % |
| 39 | 10,469  % | 2,670  % | 1,682  % |
| 40 | 10,350  % | 2,634  % | 1,718  % |
| 41 | 10,236  % | 2,602  % | 1,753  % |
| 42 | 10,126  % | 2,573  % | 1,788  % |
| 43 | 10,021  % | 2,547  % | 1,821  % |
| 44 | 9,919  % | 2,525  % | 1,854  % |
| 45 | 9,822  % | 2,506  % | 1,886  % |
| 46 | 9,729  % | 2,490  % | 1,917  % |
| 47 | 9,639  % | 2,477  % | 1,947  % |
| 48 | 9,553  % | 2,468  % | 1,976  % |
| 49 | 9,471  % | 2,461  % | 2,004  % |
| 50 | 9,391  % | 2,457  % | 2,032  % |
| 51 | 9,314  % | 2,456  % | 2,058  % |
| 52 | 9,241  % | 2,457  % | 2,084  % |
| 53 | 9,169  % | 2,460  % | 2,109  % |
| 54 | 9,101  % | 2,465  % | 2,133  % |
| 55 | 9,035  % | 2,471  % | 2,157  % |
| 56 | 8,971  % | 2,479  % | 2,180  % |
| 57 | 8,910  % | 2,487  % | 2,202  % |
| 58 | 8,850  % | 2,496  % | 2,223  % |
| 59 | 8,793  % | 2,505  % | 2,244  % |
| 60 | 8,737  % | 2,515  % | 2,264  % |
| 61 | 8,684  % | 2,525  % | 2,284  % |
| 62 | 8,632  % | 2,535  % | 2,303  % |
| 63 | 8,581  % | 2,546  % | 2,322  % |
| 64 | 8,533  % | 2,557  % | 2,340  % |
| 65 | 8,485  % | 2,567  % | 2,357  % |
| 66 | 8,439  % | 2,578  % | 2,374  % |
| 67 | 8,395  % | 2,589  % | 2,391  % |
| 68 | 8,352  % | 2,599  % | 2,407  % |
| 69 | 8,310  % | 2,610  % | 2,422  % |
| 70 | 8,270  % | 2,620  % | 2,437  % |
| 71 | 8,230  % | 2,630  % | 2,452  % |
| 72 | 8,192  % | 2,640  % | 2,466  % |
| 73 | 8,154  % | 2,650  % | 2,480  % |
| 74 | 8,118  % | 2,660  % | 2,494  % |
| 75 | 8,083  % | 2,670  % | 2,507  % |
| 76 | 8,048  % | 2,679  % | 2,520  % |
| 77 | 8,015  % | 2,689  % | 2,533  % |
| 78 | 7,982  % | 2,698  % | 2,545  % |
| 79 | 7,950  % | 2,707  % | 2,557  % |
| 80 | 7,920  % | 2,716  % | 2,569  % |
| 81 | 7,889  % | 2,724  % | 2,580  % |
| 82 | 7,860  % | 2,733  % | 2,591  % |
| 83 | 7,831  % | 2,741  % | 2,602  % |
| 84 | 7,803  % | 2,749  % | 2,613  % |
| 85 | 7,776  % | 2,757  % | 2,623  % |
| 86 | 7,749  % | 2,765  % | 2,633  % |
| 87 | 7,723  % | 2,773  % | 2,643  % |
| 88 | 7,697  % | 2,780  % | 2,653  % |
| 89 | 7,672  % | 2,788  % | 2,662  % |
| 90 | 7,648  % | 2,795  % | 2,672  % |
| 91 | 7,624  % | 2,802  % | 2,681  % |
| 92 | 7,601  % | 2,809  % | 2,690  % |
| 93 | 7,578  % | 2,816  % | 2,698  % |
| 94 | 7,556  % | 2,822  % | 2,707  % |
| 95 | 7,534  % | 2,829  % | 2,715  % |
| 96 | 7,512  % | 2,835  % | 2,723  % |
| 97 | 7,492  % | 2,842  % | 2,731  % |
| 98 | 7,471  % | 2,848  % | 2,739  % |
| 99 | 7,451  % | 2,854  % | 2,747  % |
| 100 | 7,431  % | 2,860  % | 2,754  % |
| 101 | 7,412  % | 2,865  % | 2,761  % |
| 102 | 7,393  % | 2,871  % | 2,769  % |
| 103 | 7,374  % | 2,877  % | 2,776  % |
| 104 | 7,356  % | 2,882  % | 2,783  % |
| 105 | 7,338  % | 2,888  % | 2,789  % |
| 106 | 7,321  % | 2,893  % | 2,796  % |
| 107 | 7,304  % | 2,898  % | 2,803  % |
| 108 | 7,287  % | 2,903  % | 2,809  % |
| 109 | 7,270  % | 2,908  % | 2,815  % |
| 110 | 7,254  % | 2,913  % | 2,822  % |
| 111 | 7,238  % | 2,918  % | 2,828  % |
| 112 | 7,223  % | 2,923  % | 2,834  % |
| 113 | 7,207  % | 2,927  % | 2,840  % |
| 114 | 7,192  % | 2,932  % | 2,845  % |
| 115 | 7,177  % | 2,936  % | 2,851  % |
| 116 | 7,163  % | 2,941  % | 2,857  % |
| 117 | 7,148  % | 2,945  % | 2,862  % |
| 118 | 7,134  % | 2,949  % | 2,868  % |
| 119 | 7,121  % | 2,954  % | 2,873  % |
| 120 | 7,107  % | 2,958  % | 2,878  % |
| 121 | 7,094  % | 2,962  % | 2,883  % |
| 122 | 7,080  % | 2,966  % | 2,888  % |
| 123 | 7,067  % | 2,970  % | 2,893  % |
| 124 | 7,055  % | 2,973  % | 2,898  % |
| 125 | 7,042  % | 2,977  % | 2,903  % |
| 126 | 7,030  % | 2,981  % | 2,908  % |
| 127 | 7,018  % | 2,985  % | 2,912  % |
| 128 | 7,006  % | 2,988  % | 2,917  % |
| 129 | 6,994  % | 2,992  % | 2,921  % |
| 130 | 6,982  % | 2,995  % | 2,926  % |
| 131 | 6,971  % | 2,999  % | 2,930  % |
| 132 | 6,960  % | 3,002  % | 2,934  % |
| 133 | 6,949  % | 3,006  % | 2,939  % |
| 134 | 6,938  % | 3,009  % | 2,943  % |
| 135 | 6,927  % | 3,012  % | 2,947  % |
| 136 | 6,917  % | 3,015  % | 2,951  % |
| 137 | 6,906  % | 3,019  % | 2,955  % |
| 138 | 6,896  % | 3,022  % | 2,959  % |
| 139 | 6,886  % | 3,025  % | 2,963  % |
| 140 | 6,876  % | 3,028  % | 2,967  % |
| 141 | 6,866  % | 3,031  % | 2,970  % |
| 142 | 6,856  % | 3,034  % | 2,974  % |
| 143 | 6,847  % | 3,037  % | 2,978  % |
| 144 | 6,837  % | 3,040  % | 2,981  % |
| 145 | 6,828  % | 3,042  % | 2,985  % |
| 146 | 6,819  % | 3,045  % | 2,989  % |
| 147 | 6,810  % | 3,048  % | 2,992  % |
| 148 | 6,801  % | 3,051  % | 2,995  % |
| 149 | 6,792  % | 3,053  % | 2,999  % |
| 150 | 6,784  % | 3,056  % | 3,002  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

14,772  %

4,529  %

-0,216  %

2

13,240  %

4,493  %

-0,159  %

3

11,771  %

4,294  %

-0,134  %

4

10,775  %

4,147  %

-0,087  %

5

10,259  %

4,052  %

-0,025  %

6

10,164  %

3,973  %

0,039  %

7

10,430  %

3,908  %

0,096  %

8

11,005  %

3,852  %

0,143  %

9

11,791  %

3,804  %

0,190  %

10

12,447  %

3,771  %

0,249  %

11

12,927  %

3,743  %

0,321  %

12

13,271  %

3,723  %

0,405  %

13

13,508  %

3,712  %

0,493  %

14

13,657  %

3,704  %

0,579  %

15

13,736  %

3,692  %

0,660  %

16

13,758  %

3,672  %

0,735  %

17

13,732  %

3,645  %

0,804  %

18

13,668  %

3,612  %

0,867  %

19

13,573  %

3,573  %

0,926  %

20

13,453  %

3,531  %

0,980  %

21

13,314  %

3,486  %

1,031  %

22

13,160  %

3,439  %

1,081  %

23

12,996  %

3,392  %

1,126  %

24

12,825  %

3,348  %

1,168  %

25

12,649  %

3,306  %

1,204  %

26

12,472  %

3,266  %

1,236  %

27

12,294  %

3,228  %

1,266  %

28

12,118  %

3,188  %

1,294  %

29

11,945  %

3,147  %

1,323  %

30

11,775  %

3,101  %

1,353  %

31

11,609  %

3,052  %

1,386  %

32

11,449  %

3,000  %

1,422  %

33

11,293  %

2,948  %

1,458  %

34

11,142  %

2,896  %

1,495  %

35

10,997  %

2,845  %

1,533  %

36

10,857  %

2,797  %

1,571  %

37

10,723  %

2,751  %

1,608  %

38

10,593  %

2,709  %

1,645  %

39

10,469  %

2,670  %

1,682  %

40

10,350  %

2,634  %

1,718  %

41

10,236  %

2,602  %

1,753  %

42

10,126  %

2,573  %

1,788  %

43

10,021  %

2,547  %

1,821  %

44

9,919  %

2,525  %

1,854  %

45

9,822  %

2,506  %

1,886  %

46

9,729  %

2,490  %

1,917  %

47

9,639  %

2,477  %

1,947  %

48

9,553  %

2,468  %

1,976  %

49

9,471  %

2,461  %

2,004  %

50

9,391  %

2,457  %

2,032  %

51

9,314  %

2,456  %

2,058  %

52

9,241  %

2,457  %

2,084  %

53

9,169  %

2,460  %

2,109  %

54

9,101  %

2,465  %

2,133  %

55

9,035  %

2,471  %

2,157  %

56

8,971  %

2,479  %

2,180  %

57

8,910  %

2,487  %

2,202  %

58

8,850  %

2,496  %

2,223  %

59

8,793  %

2,505  %

2,244  %

60

8,737  %

2,515  %

2,264  %

61

8,684  %

2,525  %

2,284  %

62

8,632  %

2,535  %

2,303  %

63

8,581  %

2,546  %

2,322  %

64

8,533  %

2,557  %

2,340  %

65

8,485  %

2,567  %

2,357  %

66

8,439  %

2,578  %

2,374  %

67

8,395  %

2,589  %

2,391  %

68

8,352  %

2,599  %

2,407  %

69

8,310  %

2,610  %

2,422  %

70

8,270  %

2,620  %

2,437  %

71

8,230  %

2,630  %

2,452  %

72

8,192  %

2,640  %

2,466  %

73

8,154  %

2,650  %

2,480  %

74

8,118  %

2,660  %

2,494  %

75

8,083  %

2,670  %

2,507  %

76

8,048  %

2,679  %

2,520  %

77

8,015  %

2,689  %

2,533  %

78

7,982  %

2,698  %

2,545  %

79

7,950  %

2,707  %

2,557  %

80

7,920  %

2,716  %

2,569  %

81

7,889  %

2,724  %

2,580  %

82

7,860  %

2,733  %

2,591  %

83

7,831  %

2,741  %

2,602  %

84

7,803  %

2,749  %

2,613  %

85

7,776  %

2,757  %

2,623  %

86

7,749  %

2,765  %

2,633  %

87

7,723  %

2,773  %

2,643  %

88

7,697  %

2,780  %

2,653  %

89

7,672  %

2,788  %

2,662  %

90

7,648  %

2,795  %

2,672  %

91

7,624  %

2,802  %

2,681  %

92

7,601  %

2,809  %

2,690  %

93

7,578  %

2,816  %

2,698  %

94

7,556  %

2,822  %

2,707  %

95

7,534  %

2,829  %

2,715  %

96

7,512  %

2,835  %

2,723  %

97

7,492  %

2,842  %

2,731  %

98

7,471  %

2,848  %

2,739  %

99

7,451  %

2,854  %

2,747  %

100

7,431  %

2,860  %

2,754  %

101

7,412  %

2,865  %

2,761  %

102

7,393  %

2,871  %

2,769  %

103

7,374  %

2,877  %

2,776  %

104

7,356  %

2,882  %

2,783  %

105

7,338  %

2,888  %

2,789  %

106

7,321  %

2,893  %

2,796  %

107

7,304  %

2,898  %

2,803  %

108

7,287  %

2,903  %

2,809  %

109

7,270  %

2,908  %

2,815  %

110

7,254  %

2,913  %

2,822  %

111

7,238  %

2,918  %

2,828  %

112

7,223  %

2,923  %

2,834  %

113

7,207  %

2,927  %

2,840  %

114

7,192  %

2,932  %

2,845  %

115

7,177  %

2,936  %

2,851  %

116

7,163  %

2,941  %

2,857  %

117

7,148  %

2,945  %

2,862  %

118

7,134  %

2,949  %

2,868  %

119

7,121  %

2,954  %

2,873  %

120

7,107  %

2,958  %

2,878  %

121

7,094  %

2,962  %

2,883  %

122

7,080  %

2,966  %

2,888  %

123

7,067  %

2,970  %

2,893  %

124

7,055  %

2,973  %

2,898  %

125

7,042  %

2,977  %

2,903  %

126

7,030  %

2,981  %

2,908  %

127

7,018  %

2,985  %

2,912  %

128

7,006  %

2,988  %

2,917  %

129

6,994  %

2,992  %

2,921  %

130

6,982  %

2,995  %

2,926  %

131

6,971  %

2,999  %

2,930  %

132

6,960  %

3,002  %

2,934  %

133

6,949  %

3,006  %

2,939  %

134

6,938  %

3,009  %

2,943  %

135

6,927  %

3,012  %

2,947  %

136

6,917  %

3,015  %

2,951  %

137

6,906  %

3,019  %

2,955  %

138

6,896  %

3,022  %

2,959  %

139

6,886  %

3,025  %

2,963  %

140

6,876  %

3,028  %

2,967  %

141

6,866  %

3,031  %

2,970  %

142

6,856  %

3,034  %

2,974  %

143

6,847  %

3,037  %

2,978  %

144

6,837  %

3,040  %

2,981  %

145

6,828  %

3,042  %

2,985  %

146

6,819  %

3,045  %

2,989  %

147

6,810  %

3,048  %

2,992  %

148

6,801  %

3,051  %

2,995  %

149

6,792  %

3,053  %

2,999  %

150

6,784  %

3,056  %

3,002  %

---

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 | 29 | 5 | 0 | 22 | 0 |
| 2 | 0 | 0 | 36 | 5 | 0 | 37 | 0 |
| 3 | 0 | 0 | 41 | 5 | 0 | 42 | 0 |
| 4 | 0 | 1 | 44 | 5 | 2 | 43 | 0 |
| 5 | 0 | 3 | 48 | 5 | 3 | 46 | 0 |
| 6 | 0 | 4 | 50 | 5 | 5 | 49 | 0 |
| 7 | 1 | 5 | 53 | 5 | 8 | 50 | 0 |
| 8 | 2 | 6 | 54 | 4 | 10 | 50 | 0 |
| 9 | 2 | 7 | 56 | 5 | 11 | 48 | 0 |
| 10 | 3 | 7 | 58 | 5 | 12 | 47 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

29

5

0

22

0

2

0

0

36

5

0

37

0

3

0

0

41

5

0

42

0

4

0

1

44

5

2

43

0

5

0

3

48

5

3

46

0

6

0

4

50

5

5

49

0

7

1

5

53

5

8

50

0

8

2

6

54

4

10

50

0

9

2

7

56

5

11

48

0

10

3

7

58

5

12

47

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 357 | 4 | 14 |
| 2 | 0 | 0 | 0 | 0 | 223 | 4 | 20 |
| 3 | 0 | 0 | 0 | 0 | 199 | 4 | 22 |
| 4 | 1 | 0 | 0 | 0 | 174 | 4 | 23 |
| 5 | 3 | 0 | 0 | 0 | 160 | 4 | 24 |
| 6 | 4 | 0 | 0 | 0 | 157 | 4 | 25 |
| 7 | 5 | 0 | 0 | 0 | 155 | 4 | 26 |
| 8 | 6 | 0 | 1 | 0 | 159 | 3 | 27 |
| 9 | 7 | 0 | 2 | 0 | 161 | 1 | 28 |
| 10 | 7 | 0 | 3 | 0 | 163 | 4 | 28 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

357

4

14

2

0

0

0

0

223

4

20

3

0

0

0

0

199

4

22

4

1

0

0

0

174

4

23

5

3

0

0

0

160

4

24

6

4

0

0

0

157

4

25

7

5

0

0

0

155

4

26

8

6

0

1

0

159

3

27

9

7

0

2

0

161

1

28

10

7

0

3

0

163

4

28

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 4 | 4 | 0 | 14 | 0 | 4 |
| 2 | 14 | 9 | 10 | 0 | 20 | 0 | 4 |
| 3 | 18 | 12 | 13 | 0 | 22 | 0 | 4 |
| 4 | 21 | 14 | 15 | 0 | 23 | 0 | 4 |
| 5 | 23 | 16 | 18 | 0 | 24 | 0 | 4 |
| 6 | 25 | 17 | 19 | 0 | 25 | 0 | 4 |
| 7 | 27 | 19 | 21 | 0 | 26 | 0 | 4 |
| 8 | 28 | 20 | 22 | 0 | 27 | 0 | 4 |
| 9 | 30 | 21 | 23 | 1 | 28 | 0 | 4 |
| 10 | 31 | 22 | 24 | 2 | 28 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

4

4

0

14

0

4

2

14

9

10

0

20

0

4

3

18

12

13

0

22

0

4

4

21

14

15

0

23

0

4

5

23

16

18

0

24

0

4

6

25

17

19

0

25

0

4

7

27

19

21

0

26

0

4

8

28

20

22

0

27

0

4

9

30

21

23

1

28

0

4

10

31

22

24

2

28

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 22 | 9 | 11 | 16 | 4 | 0 | 0 |
| 2 | 37 | 15 | 14 | 19 | 10 | 0 | 0 |
| 3 | 42 | 18 | 16 | 23 | 13 | 0 | 0 |
| 4 | 43 | 19 | 17 | 27 | 15 | 0 | 0 |
| 5 | 46 | 20 | 18 | 30 | 18 | 0 | 0 |
| 6 | 49 | 21 | 20 | 33 | 19 | 0 | 0 |
| 7 | 50 | 22 | 21 | 35 | 21 | 0 | 0 |
| 8 | 50 | 24 | 22 | 36 | 22 | 0 | 0 |
| 9 | 48 | 25 | 23 | 37 | 23 | 0 | 0 |
| 10 | 47 | 23 | 23 | 37 | 24 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

22

9

11

16

4

0

0

2

37

15

14

19

10

0

0

3

42

18

16

23

13

0

0

4

43

19

17

27

15

0

0

5

46

20

18

30

18

0

0

6

49

21

20

33

19

0

0

7

50

22

21

35

21

0

0

8

50

24

22

36

22

0

0

9

48

25

23

37

23

0

0

10

47

23

23

37

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 | 17 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 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

17

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

15

6

0

0

0

0

12

0

14

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

14

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 | 27 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 34 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 6 | 4 | 39 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 40 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 39 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 36 | 0 | 10 | 1 | 0 | 10 |
| 10 | 5 | 38 | 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

27

0

10

0

0

10

4

3

34

0

10

0

0

10

5

3

36

0

10

0

0

10

6

4

39

0

10

0

0

10

7

4

40

0

10

0

0

10

8

7

39

0

10

0

0

10

9

5

36

0

10

1

0

10

10

5

38

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 | 10 | 11 | 0 | 4 |
| 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 12 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 12 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 14 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 16 | 15 | 0 | 4 |
| 8 | 0 | 11 | 0 | 18 | 15 | 0 | 4 |
| 9 | 0 | 16 | 0 | 19 | 15 | 0 | 4 |
| 10 | 0 | 16 | 0 | 20 | 15 | 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

10

11

0

4

3

0

0

0

11

12

0

4

4

0

0

0

12

14

0

4

5

0

2

0

12

15

0

4

6

0

5

0

14

15

0

4

7

0

7

0

16

15

0

4

8

0

11

0

18

15

0

4

9

0

16

0

19

15

0

4

10

0

16

0

20

15

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 19 | 42 | 111 | 224 | 517 | 1 273 |
| 2 | 7 | 19 | 42 | 111 | 224 | 517 | 1 024 |
| 3 | 8 | 22 | 44 | 105 | 220 | 513 | 833 |
| 4 | 9 | 24 | 46 | 108 | 219 | 512 | 688 |
| 5 | 10 | 26 | 51 | 111 | 219 | 512 | 577 |
| 6 | 11 | 28 | 55 | 116 | 219 | 512 | 512 |
| 7 | 12 | 31 | 57 | 118 | 219 | 512 | 512 |
| 8 | 12 | 31 | 56 | 117 | 219 | 512 | 512 |
| 9 | 13 | 32 | 56 | 117 | 219 | 512 | 512 |
| 10 | 13 | 33 | 57 | 117 | 219 | 512 | 512 |
| 11 | 14 | 34 | 57 | 117 | 219 | 512 | 512 |
| 12 | 14 | 35 | 57 | 117 | 219 | 512 | 512 |
| 13 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 14 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 15 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 16 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 17 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 18 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 19 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 20 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 21 | 17 | 36 | 57 | 117 | 219 | 512 | 512 |
| 22 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 23 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 24 | 19 | 36 | 57 | 117 | 219 | 512 | 512 |
| 25 | 19 | 36 | 57 | 117 | 219 | 512 | 512 |
| 26 | 20 | 36 | 57 | 117 | 219 | 512 | 512 |
| 27 | 20 | 36 | 57 | 117 | 219 | 512 | 512 |
| 28 | 21 | 36 | 57 | 117 | 219 | 512 | 512 |
| 29 | 22 | 36 | 57 | 117 | 219 | 512 | 512 |
| 30 | 23 | 36 | 57 | 117 | 219 | 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

7

19

42

111

224

517

1 273

2

7

19

42

111

224

517

1 024

3

8

22

44

105

220

513

833

4

9

24

46

108

219

512

688

5

10

26

51

111

219

512

577

6

11

28

55

116

219

512

512

7

12

31

57

118

219

512

512

8

12

31

56

117

219

512

512

9

13

32

56

117

219

512

512

10

13

33

57

117

219

512

512

11

14

34

57

117

219

512

512

12

14

35

57

117

219

512

512

13

15

36

57

117

219

512

512

14

15

36

57

117

219

512

512

15

15

36

57

117

219

512

512

16

15

36

57

117

219

512

512

17

15

36

57

117

219

512

512

18

15

36

57

117

219

512

512

19

15

36

57

117

219

512

512

20

15

36

57

117

219

512

512

21

17

36

57

117

219

512

512

22

18

36

57

117

219

512

512

23

18

36

57

117

219

512

512

24

19

36

57

117

219

512

512

25

19

36

57

117

219

512

512

26

20

36

57

117

219

512

512

27

20

36

57

117

219

512

512

28

21

36

57

117

219

512

512

29

22

36

57

117

219

512

512

30

23

36

57

117

219

512

512

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 30 | 53 | 122 | 235 | 528 | 1 361 |
| 2 | 19 | 32 | 55 | 123 | 236 | 529 | 1 087 |
| 3 | 20 | 34 | 56 | 118 | 233 | 526 | 879 |
| 4 | 21 | 36 | 59 | 120 | 232 | 524 | 722 |
| 5 | 22 | 38 | 63 | 123 | 231 | 524 | 603 |
| 6 | 22 | 39 | 65 | 126 | 230 | 523 | 523 |
| 7 | 22 | 40 | 66 | 128 | 229 | 522 | 522 |
| 8 | 22 | 40 | 66 | 126 | 229 | 521 | 521 |
| 9 | 21 | 41 | 65 | 125 | 228 | 521 | 521 |
| 10 | 21 | 41 | 65 | 125 | 227 | 520 | 520 |
| 11 | 21 | 42 | 65 | 124 | 227 | 520 | 520 |
| 12 | 21 | 42 | 64 | 124 | 226 | 519 | 519 |
| 13 | 21 | 42 | 63 | 123 | 226 | 518 | 518 |
| 14 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 15 | 20 | 41 | 62 | 122 | 225 | 518 | 518 |
| 16 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 17 | 19 | 41 | 62 | 122 | 224 | 517 | 517 |
| 18 | 19 | 41 | 62 | 122 | 224 | 517 | 517 |
| 19 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 20 | 20 | 41 | 62 | 122 | 225 | 517 | 517 |
| 21 | 20 | 42 | 63 | 122 | 225 | 518 | 518 |
| 22 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 23 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 24 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 25 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 26 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 27 | 22 | 42 | 63 | 122 | 225 | 518 | 518 |
| 28 | 22 | 42 | 63 | 122 | 225 | 518 | 518 |
| 29 | 23 | 41 | 62 | 122 | 225 | 518 | 518 |
| 30 | 23 | 41 | 62 | 122 | 225 | 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

17

30

53

122

235

528

1 361

2

19

32

55

123

236

529

1 087

3

20

34

56

118

233

526

879

4

21

36

59

120

232

524

722

5

22

38

63

123

231

524

603

6

22

39

65

126

230

523

523

7

22

40

66

128

229

522

522

8

22

40

66

126

229

521

521

9

21

41

65

125

228

521

521

10

21

41

65

125

227

520

520

11

21

42

65

124

227

520

520

12

21

42

64

124

226

519

519

13

21

42

63

123

226

518

518

14

21

42

63

123

225

518

518

15

20

41

62

122

225

518

518

16

20

41

62

122

224

517

517

17

19

41

62

122

224

517

517

18

19

41

62

122

224

517

517

19

20

41

62

122

224

517

517

20

20

41

62

122

225

517

517

21

20

42

63

122

225

518

518

22

20

42

63

123

225

518

518

23

20

42

63

123

225

518

518

24

20

42

63

123

225

518

518

25

20

42

63

123

225

518

518

26

20

42

63

123

225

518

518

27

22

42

63

122

225

518

518

28

22

42

63

122

225

518

518

29

23

41

62

122

225

518

518

30

23

41

62

122

225

517

517

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 | 42 | 111 | 224 | 517 | 1 272 |
| 2 | 6 | 19 | 42 | 111 | 224 | 517 | 1 024 |
| 3 | 7 | 21 | 43 | 105 | 220 | 513 | 832 |
| 4 | 9 | 24 | 46 | 108 | 219 | 512 | 688 |
| 5 | 10 | 26 | 51 | 111 | 219 | 512 | 577 |
| 6 | 11 | 28 | 54 | 116 | 219 | 512 | 512 |
| 7 | 12 | 30 | 56 | 118 | 219 | 512 | 512 |
| 8 | 12 | 31 | 56 | 117 | 219 | 512 | 512 |
| 9 | 12 | 32 | 56 | 117 | 219 | 512 | 512 |
| 10 | 13 | 33 | 57 | 117 | 219 | 512 | 512 |
| 11 | 14 | 34 | 57 | 117 | 219 | 512 | 512 |
| 12 | 14 | 35 | 57 | 117 | 219 | 512 | 512 |
| 13 | 14 | 36 | 57 | 117 | 219 | 512 | 512 |
| 14 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 15 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 16 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 17 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 18 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 19 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 20 | 15 | 36 | 57 | 117 | 219 | 512 | 512 |
| 21 | 17 | 36 | 57 | 117 | 219 | 512 | 512 |
| 22 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 23 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 24 | 19 | 36 | 57 | 117 | 219 | 512 | 512 |
| 25 | 19 | 36 | 57 | 117 | 219 | 512 | 512 |
| 26 | 20 | 36 | 57 | 117 | 219 | 512 | 512 |
| 27 | 20 | 36 | 57 | 117 | 219 | 512 | 512 |
| 28 | 21 | 36 | 57 | 117 | 219 | 512 | 512 |
| 29 | 22 | 36 | 57 | 117 | 219 | 512 | 512 |
| 30 | 23 | 36 | 57 | 117 | 219 | 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

6

19

42

111

224

517

1 272

2

6

19

42

111

224

517

1 024

3

7

21

43

105

220

513

832

4

9

24

46

108

219

512

688

5

10

26

51

111

219

512

577

6

11

28

54

116

219

512

512

7

12

30

56

118

219

512

512

8

12

31

56

117

219

512

512

9

12

32

56

117

219

512

512

10

13

33

57

117

219

512

512

11

14

34

57

117

219

512

512

12

14

35

57

117

219

512

512

13

14

36

57

117

219

512

512

14

15

36

57

117

219

512

512

15

15

36

57

117

219

512

512

16

15

36

57

117

219

512

512

17

15

36

57

117

219

512

512

18

15

36

57

117

219

512

512

19

15

36

57

117

219

512

512

20

15

36

57

117

219

512

512

21

17

36

57

117

219

512

512

22

18

36

57

117

219

512

512

23

18

36

57

117

219

512

512

24

19

36

57

117

219

512

512

25

19

36

57

117

219

512

512

26

20

36

57

117

219

512

512

27

20

36

57

117

219

512

512

28

21

36

57

117

219

512

512

29

22

36

57

117

219

512

512

30

23

36

57

117

219

512

512

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 | 78 | 91 | 113 | 182 | 295 | 588 | 1 486 |
| 2 | 75 | 88 | 110 | 179 | 292 | 585 | 1 185 |
| 3 | 78 | 92 | 114 | 176 | 291 | 584 | 956 |
| 4 | 78 | 93 | 115 | 177 | 289 | 581 | 784 |
| 5 | 78 | 94 | 119 | 178 | 287 | 579 | 653 |
| 6 | 77 | 94 | 120 | 181 | 285 | 578 | 578 |
| 7 | 76 | 95 | 121 | 182 | 283 | 576 | 576 |
| 8 | 75 | 94 | 119 | 180 | 282 | 575 | 575 |
| 9 | 75 | 94 | 119 | 179 | 281 | 574 | 574 |
| 10 | 72 | 92 | 116 | 175 | 278 | 571 | 571 |
| 11 | 70 | 91 | 113 | 173 | 276 | 569 | 569 |
| 12 | 69 | 90 | 112 | 172 | 275 | 567 | 567 |
| 13 | 69 | 90 | 112 | 171 | 274 | 567 | 567 |
| 14 | 69 | 90 | 111 | 171 | 273 | 566 | 566 |
| 15 | 69 | 90 | 111 | 171 | 273 | 566 | 566 |
| 16 | 68 | 89 | 110 | 170 | 273 | 566 | 566 |
| 17 | 68 | 89 | 110 | 170 | 272 | 565 | 565 |
| 18 | 67 | 89 | 110 | 169 | 272 | 565 | 565 |
| 19 | 67 | 88 | 109 | 169 | 271 | 564 | 564 |
| 20 | 66 | 87 | 108 | 168 | 271 | 564 | 564 |
| 21 | 65 | 87 | 108 | 168 | 270 | 563 | 563 |
| 22 | 65 | 86 | 107 | 167 | 269 | 562 | 562 |
| 23 | 64 | 85 | 106 | 166 | 268 | 561 | 561 |
| 24 | 63 | 84 | 105 | 165 | 267 | 560 | 560 |
| 25 | 62 | 83 | 104 | 164 | 266 | 559 | 559 |
| 26 | 61 | 82 | 103 | 163 | 265 | 558 | 558 |
| 27 | 60 | 81 | 102 | 162 | 264 | 557 | 557 |
| 28 | 59 | 80 | 101 | 161 | 263 | 556 | 556 |
| 29 | 58 | 79 | 100 | 160 | 262 | 555 | 555 |
| 30 | 57 | 78 | 99 | 159 | 261 | 554 | 554 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

78

91

113

182

295

588

1 486

2

75

88

110

179

292

585

1 185

3

78

92

114

176

291

584

956

4

78

93

115

177

289

581

784

5

78

94

119

178

287

579

653

6

77

94

120

181

285

578

578

7

76

95

121

182

283

576

576

8

75

94

119

180

282

575

575

9

75

94

119

179

281

574

574

10

72

92

116

175

278

571

571

11

70

91

113

173

276

569

569

12

69

90

112

172

275

567

567

13

69

90

112

171

274

567

567

14

69

90

111

171

273

566

566

15

69

90

111

171

273

566

566

16

68

89

110

170

273

566

566

17

68

89

110

170

272

565

565

18

67

89

110

169

272

565

565

19

67

88

109

169

271

564

564

20

66

87

108

168

271

564

564

21

65

87

108

168

270

563

563

22

65

86

107

167

269

562

562

23

64

85

106

166

268

561

561

24

63

84

105

165

267

560

560

25

62

83

104

164

266

559

559

26

61

82

103

163

265

558

558

27

60

81

102

162

264

557

557

28

59

80

101

161

263

556

556

29

58

79

100

160

262

555

555

30

57

78

99

159

261

554

554

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 | 11 | 24 | 46 | 115 | 228 | 521 | 1 288 |
| 2 | 12 | 25 | 48 | 117 | 230 | 523 | 1 032 |
| 3 | 14 | 28 | 50 | 112 | 227 | 520 | 839 |
| 4 | 16 | 31 | 54 | 115 | 227 | 520 | 692 |
| 5 | 18 | 34 | 59 | 119 | 227 | 520 | 581 |
| 6 | 19 | 36 | 62 | 123 | 227 | 520 | 520 |
| 7 | 20 | 38 | 64 | 125 | 227 | 519 | 519 |
| 8 | 19 | 38 | 63 | 124 | 226 | 519 | 519 |
| 9 | 19 | 38 | 63 | 123 | 226 | 519 | 519 |
| 10 | 19 | 39 | 63 | 123 | 225 | 518 | 518 |
| 11 | 20 | 40 | 63 | 123 | 225 | 518 | 518 |
| 12 | 20 | 41 | 63 | 123 | 225 | 518 | 518 |
| 13 | 20 | 42 | 63 | 123 | 225 | 518 | 518 |
| 14 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 15 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 16 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 17 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 18 | 21 | 42 | 63 | 123 | 226 | 518 | 518 |
| 19 | 21 | 43 | 64 | 123 | 226 | 519 | 519 |
| 20 | 22 | 43 | 64 | 124 | 226 | 519 | 519 |
| 21 | 22 | 43 | 64 | 124 | 227 | 520 | 520 |
| 22 | 22 | 44 | 65 | 125 | 227 | 520 | 520 |
| 23 | 22 | 44 | 65 | 125 | 227 | 520 | 520 |
| 24 | 23 | 44 | 65 | 125 | 227 | 520 | 520 |
| 25 | 23 | 44 | 65 | 125 | 227 | 520 | 520 |
| 26 | 23 | 44 | 65 | 125 | 227 | 520 | 520 |
| 27 | 22 | 44 | 65 | 125 | 227 | 520 | 520 |
| 28 | 22 | 44 | 65 | 124 | 227 | 520 | 520 |
| 29 | 22 | 44 | 65 | 124 | 227 | 520 | 520 |
| 30 | 23 | 43 | 64 | 124 | 227 | 520 | 520 |

Duration (in years)

Credit quality step 0

Credit 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

46

115

228

521

1 288

2

12

25

48

117

230

523

1 032

3

14

28

50

112

227

520

839

4

16

31

54

115

227

520

692

5

18

34

59

119

227

520

581

6

19

36

62

123

227

520

520

7

20

38

64

125

227

519

519

8

19

38

63

124

226

519

519

9

19

38

63

123

226

519

519

10

19

39

63

123

225

518

518

11

20

40

63

123

225

518

518

12

20

41

63

123

225

518

518

13

20

42

63

123

225

518

518

14

21

42

63

123

225

518

518

15

21

42

63

123

225

518

518

16

21

42

63

123

225

518

518

17

21

42

63

123

225

518

518

18

21

42

63

123

226

518

518

19

21

43

64

123

226

519

519

20

22

43

64

124

226

519

519

21

22

43

64

124

227

520

520

22

22

44

65

125

227

520

520

23

22

44

65

125

227

520

520

24

23

44

65

125

227

520

520

25

23

44

65

125

227

520

520

26

23

44

65

125

227

520

520

27

22

44

65

125

227

520

520

28

22

44

65

124

227

520

520

29

22

44

65

124

227

520

520

30

23

43

64

124

227

520

520

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 | 46 | 59 | 82 | 150 | 263 | 556 | 1 267 |
| 2 | 49 | 62 | 85 | 154 | 267 | 560 | 1 021 |
| 3 | 55 | 68 | 91 | 152 | 267 | 560 | 833 |
| 4 | 58 | 73 | 96 | 157 | 269 | 561 | 690 |
| 5 | 60 | 76 | 101 | 161 | 269 | 562 | 580 |
| 6 | 62 | 79 | 105 | 166 | 270 | 562 | 562 |
| 7 | 62 | 81 | 106 | 168 | 269 | 562 | 562 |
| 8 | 62 | 80 | 106 | 167 | 269 | 561 | 561 |
| 9 | 61 | 80 | 105 | 165 | 268 | 560 | 560 |
| 10 | 60 | 80 | 104 | 164 | 266 | 559 | 559 |
| 11 | 60 | 80 | 103 | 163 | 265 | 558 | 558 |
| 12 | 59 | 80 | 102 | 162 | 264 | 557 | 557 |
| 13 | 58 | 79 | 101 | 160 | 263 | 556 | 556 |
| 14 | 57 | 79 | 100 | 159 | 262 | 555 | 555 |
| 15 | 56 | 78 | 99 | 158 | 261 | 554 | 554 |
| 16 | 56 | 77 | 98 | 158 | 260 | 553 | 553 |
| 17 | 55 | 76 | 97 | 157 | 260 | 552 | 552 |
| 18 | 54 | 76 | 97 | 157 | 259 | 552 | 552 |
| 19 | 54 | 75 | 96 | 156 | 259 | 551 | 551 |
| 20 | 53 | 75 | 96 | 156 | 258 | 551 | 551 |
| 21 | 53 | 74 | 95 | 155 | 258 | 550 | 550 |
| 22 | 52 | 74 | 95 | 154 | 257 | 550 | 550 |
| 23 | 52 | 73 | 94 | 154 | 256 | 549 | 549 |
| 24 | 51 | 72 | 93 | 153 | 255 | 548 | 548 |
| 25 | 50 | 71 | 92 | 152 | 255 | 547 | 547 |
| 26 | 49 | 70 | 91 | 151 | 254 | 547 | 547 |
| 27 | 48 | 70 | 91 | 150 | 253 | 546 | 546 |
| 28 | 48 | 69 | 90 | 150 | 252 | 545 | 545 |
| 29 | 47 | 68 | 89 | 149 | 251 | 544 | 544 |
| 30 | 46 | 67 | 88 | 148 | 251 | 543 | 543 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

59

82

150

263

556

1 267

2

49

62

85

154

267

560

1 021

3

55

68

91

152

267

560

833

4

58

73

96

157

269

561

690

5

60

76

101

161

269

562

580

6

62

79

105

166

270

562

562

7

62

81

106

168

269

562

562

8

62

80

106

167

269

561

561

9

61

80

105

165

268

560

560

10

60

80

104

164

266

559

559

11

60

80

103

163

265

558

558

12

59

80

102

162

264

557

557

13

58

79

101

160

263

556

556

14

57

79

100

159

262

555

555

15

56

78

99

158

261

554

554

16

56

77

98

158

260

553

553

17

55

76

97

157

260

552

552

18

54

76

97

157

259

552

552

19

54

75

96

156

259

551

551

20

53

75

96

156

258

551

551

21

53

74

95

155

258

550

550

22

52

74

95

154

257

550

550

23

52

73

94

154

256

549

549

24

51

72

93

153

255

548

548

25

50

71

92

152

255

547

547

26

49

70

91

151

254

547

547

27

48

70

91

150

253

546

546

28

48

69

90

150

252

545

545

29

47

68

89

149

251

544

544

30

46

67

88

148

251

543

543

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 | 18 | 41 | 110 | 223 | 516 | 1 272 |
| 2 | 6 | 18 | 41 | 110 | 223 | 516 | 1 023 |
| 3 | 7 | 21 | 43 | 105 | 220 | 512 | 832 |
| 4 | 8 | 23 | 46 | 107 | 219 | 511 | 687 |
| 5 | 9 | 26 | 50 | 110 | 218 | 511 | 577 |
| 6 | 10 | 28 | 54 | 115 | 218 | 511 | 511 |
| 7 | 12 | 30 | 56 | 117 | 218 | 511 | 511 |
| 8 | 12 | 30 | 56 | 116 | 218 | 511 | 511 |
| 9 | 12 | 31 | 56 | 116 | 218 | 511 | 511 |
| 10 | 12 | 32 | 56 | 116 | 218 | 511 | 511 |
| 11 | 13 | 34 | 56 | 116 | 218 | 511 | 511 |
| 12 | 13 | 34 | 56 | 116 | 218 | 511 | 511 |
| 13 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 14 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 15 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 16 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 17 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 18 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 19 | 15 | 35 | 56 | 116 | 218 | 511 | 511 |
| 20 | 15 | 35 | 56 | 116 | 218 | 511 | 511 |
| 21 | 17 | 35 | 56 | 116 | 218 | 511 | 511 |
| 22 | 17 | 35 | 56 | 116 | 218 | 511 | 511 |
| 23 | 18 | 35 | 56 | 116 | 218 | 511 | 511 |
| 24 | 19 | 35 | 56 | 116 | 219 | 511 | 511 |
| 25 | 19 | 35 | 56 | 116 | 219 | 511 | 511 |
| 26 | 20 | 35 | 56 | 116 | 219 | 511 | 511 |
| 27 | 20 | 35 | 56 | 116 | 219 | 511 | 511 |
| 28 | 21 | 35 | 56 | 116 | 219 | 511 | 511 |
| 29 | 22 | 35 | 56 | 116 | 219 | 511 | 511 |
| 30 | 23 | 35 | 56 | 116 | 219 | 511 | 511 |

Duration (in years)

Credit quality step 0

Credit 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

41

110

223

516

1 272

2

6

18

41

110

223

516

1 023

3

7

21

43

105

220

512

832

4

8

23

46

107

219

511

687

5

9

26

50

110

218

511

577

6

10

28

54

115

218

511

511

7

12

30

56

117

218

511

511

8

12

30

56

116

218

511

511

9

12

31

56

116

218

511

511

10

12

32

56

116

218

511

511

11

13

34

56

116

218

511

511

12

13

34

56

116

218

511

511

13

14

35

56

116

218

511

511

14

14

35

56

116

218

511

511

15

14

35

56

116

218

511

511

16

14

35

56

116

218

511

511

17

14

35

56

116

218

511

511

18

14

35

56

116

218

511

511

19

15

35

56

116

218

511

511

20

15

35

56

116

218

511

511

21

17

35

56

116

218

511

511

22

17

35

56

116

218

511

511

23

18

35

56

116

218

511

511

24

19

35

56

116

219

511

511

25

19

35

56

116

219

511

511

26

20

35

56

116

219

511

511

27

20

35

56

116

219

511

511

28

21

35

56

116

219

511

511

29

22

35

56

116

219

511

511

30

23

35

56

116

219

511

511

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 | 52 | 141 | 242 | 535 | 1 326 |
| 2 | 8 | 24 | 52 | 141 | 242 | 535 | 1 067 |
| 3 | 9 | 26 | 52 | 128 | 238 | 531 | 866 |
| 4 | 10 | 28 | 54 | 120 | 237 | 529 | 714 |
| 5 | 12 | 30 | 56 | 110 | 235 | 528 | 598 |
| 6 | 14 | 33 | 59 | 104 | 234 | 527 | 527 |
| 7 | 16 | 36 | 60 | 98 | 233 | 526 | 526 |
| 8 | 18 | 38 | 59 | 92 | 232 | 525 | 525 |
| 9 | 20 | 44 | 62 | 87 | 231 | 524 | 524 |
| 10 | 20 | 44 | 61 | 84 | 230 | 523 | 523 |
| 11 | 19 | 43 | 59 | 85 | 230 | 522 | 522 |
| 12 | 18 | 43 | 60 | 86 | 229 | 522 | 522 |
| 13 | 19 | 43 | 61 | 87 | 228 | 521 | 521 |
| 14 | 19 | 43 | 61 | 87 | 227 | 520 | 520 |
| 15 | 19 | 43 | 61 | 87 | 227 | 519 | 519 |
| 16 | 19 | 43 | 61 | 87 | 225 | 518 | 518 |
| 17 | 19 | 43 | 61 | 87 | 225 | 517 | 517 |
| 18 | 19 | 44 | 61 | 87 | 224 | 517 | 517 |
| 19 | 19 | 44 | 61 | 87 | 224 | 517 | 517 |
| 20 | 19 | 44 | 61 | 87 | 224 | 517 | 517 |
| 21 | 19 | 44 | 61 | 87 | 224 | 517 | 517 |
| 22 | 19 | 44 | 61 | 87 | 224 | 517 | 517 |
| 23 | 19 | 44 | 61 | 87 | 223 | 516 | 516 |
| 24 | 19 | 44 | 61 | 87 | 223 | 516 | 516 |
| 25 | 19 | 44 | 61 | 87 | 222 | 515 | 515 |
| 26 | 20 | 44 | 61 | 87 | 222 | 514 | 514 |
| 27 | 21 | 44 | 61 | 87 | 221 | 514 | 514 |
| 28 | 22 | 44 | 61 | 87 | 221 | 513 | 513 |
| 29 | 23 | 44 | 61 | 87 | 220 | 513 | 513 |
| 30 | 23 | 44 | 61 | 87 | 219 | 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

8

24

52

141

242

535

1 326

2

8

24

52

141

242

535

1 067

3

9

26

52

128

238

531

866

4

10

28

54

120

237

529

714

5

12

30

56

110

235

528

598

6

14

33

59

104

234

527

527

7

16

36

60

98

233

526

526

8

18

38

59

92

232

525

525

9

20

44

62

87

231

524

524

10

20

44

61

84

230

523

523

11

19

43

59

85

230

522

522

12

18

43

60

86

229

522

522

13

19

43

61

87

228

521

521

14

19

43

61

87

227

520

520

15

19

43

61

87

227

519

519

16

19

43

61

87

225

518

518

17

19

43

61

87

225

517

517

18

19

44

61

87

224

517

517

19

19

44

61

87

224

517

517

20

19

44

61

87

224

517

517

21

19

44

61

87

224

517

517

22

19

44

61

87

224

517

517

23

19

44

61

87

223

516

516

24

19

44

61

87

223

516

516

25

19

44

61

87

222

515

515

26

20

44

61

87

222

514

514

27

21

44

61

87

221

514

514

28

22

44

61

87

221

513

513

29

23

44

61

87

220

513

513

30

23

44

61

87

219

512

512

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 | 85 | 97 | 120 | 189 | 302 | 595 | 1 382 |
| 2 | 83 | 96 | 119 | 188 | 301 | 593 | 1 113 |
| 3 | 83 | 97 | 119 | 181 | 296 | 588 | 906 |
| 4 | 83 | 98 | 120 | 181 | 293 | 586 | 749 |
| 5 | 82 | 98 | 123 | 182 | 291 | 584 | 628 |
| 6 | 81 | 98 | 124 | 185 | 289 | 582 | 582 |
| 7 | 80 | 98 | 124 | 186 | 287 | 580 | 580 |
| 8 | 78 | 97 | 122 | 183 | 285 | 577 | 577 |
| 9 | 76 | 95 | 120 | 180 | 283 | 576 | 576 |
| 10 | 75 | 95 | 119 | 179 | 281 | 574 | 574 |
| 11 | 74 | 95 | 117 | 177 | 280 | 573 | 573 |
| 12 | 73 | 94 | 116 | 176 | 278 | 571 | 571 |
| 13 | 72 | 93 | 115 | 174 | 277 | 570 | 570 |
| 14 | 71 | 92 | 113 | 173 | 275 | 568 | 568 |
| 15 | 70 | 91 | 112 | 172 | 274 | 567 | 567 |
| 16 | 68 | 90 | 111 | 171 | 273 | 566 | 566 |
| 17 | 67 | 89 | 110 | 170 | 272 | 565 | 565 |
| 18 | 67 | 88 | 109 | 169 | 271 | 564 | 564 |
| 19 | 66 | 87 | 108 | 168 | 270 | 563 | 563 |
| 20 | 65 | 86 | 107 | 167 | 270 | 562 | 562 |
| 21 | 64 | 85 | 106 | 166 | 269 | 561 | 561 |
| 22 | 63 | 84 | 105 | 165 | 268 | 560 | 560 |
| 23 | 62 | 83 | 104 | 164 | 267 | 559 | 559 |
| 24 | 61 | 82 | 103 | 163 | 265 | 558 | 558 |
| 25 | 60 | 81 | 102 | 162 | 264 | 557 | 557 |
| 26 | 59 | 80 | 101 | 161 | 263 | 556 | 556 |
| 27 | 58 | 79 | 100 | 160 | 262 | 555 | 555 |
| 28 | 57 | 78 | 99 | 159 | 261 | 554 | 554 |
| 29 | 55 | 77 | 98 | 158 | 260 | 553 | 553 |
| 30 | 54 | 76 | 97 | 157 | 259 | 552 | 552 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

85

97

120

189

302

595

1 382

2

83

96

119

188

301

593

1 113

3

83

97

119

181

296

588

906

4

83

98

120

181

293

586

749

5

82

98

123

182

291

584

628

6

81

98

124

185

289

582

582

7

80

98

124

186

287

580

580

8

78

97

122

183

285

577

577

9

76

95

120

180

283

576

576

10

75

95

119

179

281

574

574

11

74

95

117

177

280

573

573

12

73

94

116

176

278

571

571

13

72

93

115

174

277

570

570

14

71

92

113

173

275

568

568

15

70

91

112

172

274

567

567

16

68

90

111

171

273

566

566

17

67

89

110

170

272

565

565

18

67

88

109

169

271

564

564

19

66

87

108

168

270

563

563

20

65

86

107

167

270

562

562

21

64

85

106

166

269

561

561

22

63

84

105

165

268

560

560

23

62

83

104

164

267

559

559

24

61

82

103

163

265

558

558

25

60

81

102

162

264

557

557

26

59

80

101

161

263

556

556

27

58

79

100

160

262

555

555

28

57

78

99

159

261

554

554

29

55

77

98

158

260

553

553

30

54

76

97

157

259

552

552

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 | 567 | 1 367 |
| 2 | 56 | 69 | 92 | 161 | 274 | 567 | 1 099 |
| 3 | 57 | 71 | 93 | 155 | 270 | 562 | 893 |
| 4 | 57 | 72 | 95 | 156 | 268 | 561 | 737 |
| 5 | 57 | 73 | 98 | 158 | 266 | 559 | 618 |
| 6 | 57 | 74 | 100 | 161 | 265 | 558 | 558 |
| 7 | 57 | 75 | 101 | 162 | 263 | 556 | 556 |
| 8 | 55 | 74 | 99 | 160 | 262 | 555 | 555 |
| 9 | 54 | 73 | 98 | 158 | 261 | 554 | 554 |
| 10 | 53 | 74 | 97 | 157 | 260 | 552 | 552 |
| 11 | 53 | 74 | 96 | 156 | 259 | 552 | 552 |
| 12 | 53 | 74 | 96 | 155 | 258 | 551 | 551 |
| 13 | 52 | 74 | 95 | 155 | 257 | 550 | 550 |
| 14 | 52 | 73 | 94 | 154 | 257 | 550 | 550 |
| 15 | 52 | 73 | 94 | 154 | 256 | 549 | 549 |
| 16 | 51 | 72 | 93 | 153 | 255 | 548 | 548 |
| 17 | 50 | 71 | 93 | 152 | 255 | 548 | 548 |
| 18 | 50 | 71 | 92 | 152 | 254 | 547 | 547 |
| 19 | 49 | 71 | 92 | 151 | 254 | 547 | 547 |
| 20 | 49 | 70 | 91 | 151 | 254 | 547 | 547 |
| 21 | 49 | 70 | 91 | 151 | 253 | 546 | 546 |
| 22 | 48 | 70 | 91 | 150 | 253 | 546 | 546 |
| 23 | 48 | 69 | 90 | 150 | 252 | 545 | 545 |
| 24 | 47 | 68 | 89 | 149 | 252 | 545 | 545 |
| 25 | 46 | 68 | 89 | 149 | 251 | 544 | 544 |
| 26 | 46 | 67 | 88 | 148 | 250 | 543 | 543 |
| 27 | 45 | 66 | 87 | 147 | 250 | 543 | 543 |
| 28 | 44 | 66 | 87 | 146 | 249 | 542 | 542 |
| 29 | 44 | 65 | 86 | 146 | 248 | 541 | 541 |
| 30 | 43 | 64 | 85 | 145 | 248 | 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

57

70

93

162

275

567

1 367

2

56

69

92

161

274

567

1 099

3

57

71

93

155

270

562

893

4

57

72

95

156

268

561

737

5

57

73

98

158

266

559

618

6

57

74

100

161

265

558

558

7

57

75

101

162

263

556

556

8

55

74

99

160

262

555

555

9

54

73

98

158

261

554

554

10

53

74

97

157

260

552

552

11

53

74

96

156

259

552

552

12

53

74

96

155

258

551

551

13

52

74

95

155

257

550

550

14

52

73

94

154

257

550

550

15

52

73

94

154

256

549

549

16

51

72

93

153

255

548

548

17

50

71

93

152

255

548

548

18

50

71

92

152

254

547

547

19

49

71

92

151

254

547

547

20

49

70

91

151

254

547

547

21

49

70

91

151

253

546

546

22

48

70

91

150

253

546

546

23

48

69

90

150

252

545

545

24

47

68

89

149

252

545

545

25

46

68

89

149

251

544

544

26

46

67

88

148

250

543

543

27

45

66

87

147

250

543

543

28

44

66

87

146

249

542

542

29

44

65

86

146

248

541

541

30

43

64

85

145

248

540

540

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 | 32 | 44 | 67 | 136 | 249 | 542 | 1 296 |
| 2 | 32 | 45 | 68 | 137 | 250 | 543 | 1 038 |
| 3 | 33 | 46 | 69 | 130 | 245 | 538 | 843 |
| 4 | 33 | 48 | 71 | 132 | 244 | 536 | 695 |
| 5 | 34 | 50 | 75 | 134 | 243 | 536 | 583 |
| 6 | 34 | 51 | 77 | 138 | 242 | 535 | 535 |
| 7 | 34 | 52 | 78 | 140 | 241 | 534 | 534 |
| 8 | 33 | 52 | 77 | 138 | 240 | 533 | 533 |
| 9 | 33 | 52 | 77 | 137 | 240 | 532 | 532 |
| 10 | 33 | 53 | 76 | 136 | 239 | 532 | 532 |
| 11 | 33 | 53 | 76 | 136 | 238 | 531 | 531 |
| 12 | 32 | 53 | 75 | 135 | 238 | 530 | 530 |
| 13 | 32 | 53 | 75 | 134 | 237 | 530 | 530 |
| 14 | 32 | 53 | 74 | 134 | 236 | 529 | 529 |
| 15 | 31 | 53 | 74 | 133 | 236 | 529 | 529 |
| 16 | 30 | 52 | 73 | 133 | 235 | 528 | 528 |
| 17 | 30 | 51 | 73 | 132 | 235 | 528 | 528 |
| 18 | 30 | 51 | 72 | 132 | 235 | 527 | 527 |
| 19 | 30 | 51 | 72 | 132 | 234 | 527 | 527 |
| 20 | 30 | 51 | 72 | 132 | 234 | 527 | 527 |
| 21 | 30 | 51 | 72 | 132 | 235 | 527 | 527 |
| 22 | 30 | 51 | 72 | 132 | 234 | 527 | 527 |
| 23 | 30 | 51 | 72 | 132 | 234 | 527 | 527 |
| 24 | 29 | 51 | 72 | 132 | 234 | 527 | 527 |
| 25 | 29 | 51 | 72 | 131 | 234 | 527 | 527 |
| 26 | 29 | 50 | 71 | 131 | 234 | 526 | 526 |
| 27 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 28 | 28 | 50 | 71 | 130 | 233 | 526 | 526 |
| 29 | 28 | 49 | 70 | 130 | 233 | 525 | 525 |
| 30 | 28 | 49 | 70 | 130 | 232 | 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

32

44

67

136

249

542

1 296

2

32

45

68

137

250

543

1 038

3

33

46

69

130

245

538

843

4

33

48

71

132

244

536

695

5

34

50

75

134

243

536

583

6

34

51

77

138

242

535

535

7

34

52

78

140

241

534

534

8

33

52

77

138

240

533

533

9

33

52

77

137

240

532

532

10

33

53

76

136

239

532

532

11

33

53

76

136

238

531

531

12

32

53

75

135

238

530

530

13

32

53

75

134

237

530

530

14

32

53

74

134

236

529

529

15

31

53

74

133

236

529

529

16

30

52

73

133

235

528

528

17

30

51

73

132

235

528

528

18

30

51

72

132

235

527

527

19

30

51

72

132

234

527

527

20

30

51

72

132

234

527

527

21

30

51

72

132

235

527

527

22

30

51

72

132

234

527

527

23

30

51

72

132

234

527

527

24

29

51

72

132

234

527

527

25

29

51

72

131

234

527

527

26

29

50

71

131

234

526

526

27

29

50

71

131

233

526

526

28

28

50

71

130

233

526

526

29

28

49

70

130

233

525

525

30

28

49

70

130

232

525

525

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 | 4 | 24 | 93 | 206 | 499 | 1 235 |
| 2 | 1 | 5 | 25 | 94 | 207 | 499 | 991 |
| 3 | 2 | 5 | 26 | 88 | 203 | 496 | 806 |
| 4 | 2 | 7 | 29 | 91 | 202 | 495 | 666 |
| 5 | 4 | 9 | 34 | 94 | 202 | 495 | 559 |
| 6 | 4 | 11 | 37 | 99 | 202 | 495 | 495 |
| 7 | 5 | 13 | 39 | 101 | 202 | 495 | 495 |
| 8 | 7 | 14 | 39 | 100 | 202 | 495 | 495 |
| 9 | 7 | 15 | 39 | 99 | 202 | 495 | 495 |
| 10 | 8 | 16 | 39 | 99 | 202 | 495 | 495 |
| 11 | 9 | 18 | 41 | 101 | 203 | 496 | 496 |
| 12 | 9 | 18 | 39 | 99 | 202 | 495 | 495 |
| 13 | 10 | 19 | 40 | 100 | 203 | 495 | 495 |
| 14 | 11 | 19 | 40 | 100 | 202 | 495 | 495 |
| 15 | 12 | 18 | 39 | 99 | 201 | 494 | 494 |
| 16 | 13 | 17 | 38 | 98 | 200 | 493 | 493 |
| 17 | 13 | 17 | 38 | 98 | 200 | 493 | 493 |
| 18 | 14 | 17 | 38 | 98 | 200 | 493 | 493 |
| 19 | 15 | 18 | 39 | 98 | 201 | 494 | 494 |
| 20 | 15 | 18 | 39 | 99 | 201 | 494 | 494 |
| 21 | 16 | 19 | 39 | 99 | 202 | 494 | 494 |
| 22 | 17 | 20 | 39 | 99 | 202 | 494 | 494 |
| 23 | 18 | 21 | 39 | 99 | 202 | 494 | 494 |
| 24 | 18 | 21 | 39 | 99 | 201 | 494 | 494 |
| 25 | 19 | 22 | 39 | 99 | 201 | 494 | 494 |
| 26 | 19 | 23 | 39 | 99 | 201 | 494 | 494 |
| 27 | 20 | 23 | 39 | 98 | 201 | 494 | 494 |
| 28 | 20 | 25 | 40 | 98 | 201 | 494 | 494 |
| 29 | 21 | 25 | 41 | 98 | 201 | 494 | 494 |
| 30 | 23 | 26 | 42 | 98 | 201 | 494 | 494 |

Duration (in years)

Credit quality step 0

Credit 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

4

24

93

206

499

1 235

2

1

5

25

94

207

499

991

3

2

5

26

88

203

496

806

4

2

7

29

91

202

495

666

5

4

9

34

94

202

495

559

6

4

11

37

99

202

495

495

7

5

13

39

101

202

495

495

8

7

14

39

100

202

495

495

9

7

15

39

99

202

495

495

10

8

16

39

99

202

495

495

11

9

18

41

101

203

496

496

12

9

18

39

99

202

495

495

13

10

19

40

100

203

495

495

14

11

19

40

100

202

495

495

15

12

18

39

99

201

494

494

16

13

17

38

98

200

493

493

17

13

17

38

98

200

493

493

18

14

17

38

98

200

493

493

19

15

18

39

98

201

494

494

20

15

18

39

99

201

494

494

21

16

19

39

99

202

494

494

22

17

20

39

99

202

494

494

23

18

21

39

99

202

494

494

24

18

21

39

99

201

494

494

25

19

22

39

99

201

494

494

26

19

23

39

99

201

494

494

27

20

23

39

98

201

494

494

28

20

25

40

98

201

494

494

29

21

25

41

98

201

494

494

30

23

26

42

98

201

494

494

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 | 149 | 262 | 555 | 1 304 |
| 2 | 45 | 58 | 81 | 150 | 263 | 555 | 1 047 |
| 3 | 46 | 60 | 82 | 144 | 259 | 551 | 851 |
| 4 | 46 | 61 | 84 | 145 | 257 | 550 | 703 |
| 5 | 47 | 63 | 88 | 148 | 256 | 549 | 590 |
| 6 | 47 | 64 | 91 | 152 | 255 | 548 | 548 |
| 7 | 48 | 66 | 92 | 153 | 254 | 547 | 547 |
| 8 | 47 | 65 | 91 | 151 | 253 | 546 | 546 |
| 9 | 46 | 65 | 90 | 150 | 253 | 545 | 545 |
| 10 | 46 | 66 | 89 | 149 | 252 | 545 | 545 |
| 11 | 46 | 66 | 89 | 149 | 251 | 544 | 544 |
| 12 | 45 | 66 | 88 | 148 | 250 | 543 | 543 |
| 13 | 45 | 66 | 87 | 147 | 250 | 543 | 543 |
| 14 | 45 | 66 | 87 | 147 | 249 | 542 | 542 |
| 15 | 44 | 65 | 86 | 146 | 249 | 541 | 541 |
| 16 | 43 | 64 | 86 | 145 | 248 | 541 | 541 |
| 17 | 43 | 64 | 85 | 145 | 247 | 540 | 540 |
| 18 | 42 | 64 | 85 | 144 | 247 | 540 | 540 |
| 19 | 42 | 63 | 84 | 144 | 246 | 539 | 539 |
| 20 | 42 | 63 | 84 | 144 | 246 | 539 | 539 |
| 21 | 41 | 63 | 84 | 143 | 246 | 539 | 539 |
| 22 | 41 | 62 | 83 | 143 | 245 | 538 | 538 |
| 23 | 40 | 62 | 83 | 142 | 245 | 538 | 538 |
| 24 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 25 | 39 | 60 | 81 | 141 | 244 | 536 | 536 |
| 26 | 38 | 60 | 81 | 140 | 243 | 536 | 536 |
| 27 | 38 | 59 | 80 | 140 | 242 | 535 | 535 |
| 28 | 37 | 58 | 79 | 139 | 241 | 534 | 534 |
| 29 | 36 | 57 | 78 | 138 | 241 | 533 | 533 |
| 30 | 35 | 57 | 78 | 137 | 240 | 533 | 533 |

Duration (in years)

Credit quality step 0

Credit 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

149

262

555

1 304

2

45

58

81

150

263

555

1 047

3

46

60

82

144

259

551

851

4

46

61

84

145

257

550

703

5

47

63

88

148

256

549

590

6

47

64

91

152

255

548

548

7

48

66

92

153

254

547

547

8

47

65

91

151

253

546

546

9

46

65

90

150

253

545

545

10

46

66

89

149

252

545

545

11

46

66

89

149

251

544

544

12

45

66

88

148

250

543

543

13

45

66

87

147

250

543

543

14

45

66

87

147

249

542

542

15

44

65

86

146

249

541

541

16

43

64

86

145

248

541

541

17

43

64

85

145

247

540

540

18

42

64

85

144

247

540

540

19

42

63

84

144

246

539

539

20

42

63

84

144

246

539

539

21

41

63

84

143

246

539

539

22

41

62

83

143

245

538

538

23

40

62

83

142

245

538

538

24

40

61

82

142

244

537

537

25

39

60

81

141

244

536

536

26

38

60

81

140

243

536

536

27

38

59

80

140

242

535

535

28

37

58

79

139

241

534

534

29

36

57

78

138

241

533

533

30

35

57

78

137

240

533

533

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 | 30 | 53 | 122 | 235 | 528 | 1 255 |
| 2 | 21 | 34 | 57 | 126 | 239 | 531 | 1 010 |
| 3 | 25 | 39 | 61 | 123 | 238 | 531 | 824 |
| 4 | 29 | 44 | 66 | 128 | 239 | 532 | 682 |
| 5 | 31 | 47 | 72 | 132 | 240 | 533 | 574 |
| 6 | 31 | 48 | 74 | 135 | 239 | 532 | 532 |
| 7 | 35 | 53 | 79 | 141 | 242 | 535 | 535 |
| 8 | 34 | 53 | 78 | 139 | 241 | 534 | 534 |
| 9 | 35 | 54 | 79 | 139 | 242 | 535 | 535 |
| 10 | 37 | 57 | 80 | 140 | 243 | 536 | 536 |
| 11 | 38 | 59 | 82 | 141 | 244 | 537 | 537 |
| 12 | 39 | 60 | 82 | 142 | 245 | 537 | 537 |
| 13 | 40 | 61 | 83 | 142 | 245 | 538 | 538 |
| 14 | 41 | 62 | 83 | 143 | 245 | 538 | 538 |
| 15 | 41 | 62 | 83 | 143 | 245 | 538 | 538 |
| 16 | 40 | 62 | 83 | 143 | 245 | 538 | 538 |
| 17 | 41 | 62 | 83 | 143 | 245 | 538 | 538 |
| 18 | 40 | 61 | 82 | 142 | 245 | 537 | 537 |
| 19 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 20 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 21 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 22 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 23 | 39 | 61 | 82 | 141 | 244 | 537 | 537 |
| 24 | 39 | 60 | 81 | 141 | 243 | 536 | 536 |
| 25 | 38 | 60 | 81 | 141 | 243 | 536 | 536 |
| 26 | 38 | 59 | 80 | 140 | 242 | 535 | 535 |
| 27 | 37 | 59 | 80 | 140 | 242 | 535 | 535 |
| 28 | 37 | 58 | 79 | 139 | 241 | 534 | 534 |
| 29 | 36 | 58 | 79 | 138 | 241 | 534 | 534 |
| 30 | 36 | 57 | 78 | 138 | 240 | 533 | 533 |

Duration (in years)

Credit quality step 0

Credit 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

30

53

122

235

528

1 255

2

21

34

57

126

239

531

1 010

3

25

39

61

123

238

531

824

4

29

44

66

128

239

532

682

5

31

47

72

132

240

533

574

6

31

48

74

135

239

532

532

7

35

53

79

141

242

535

535

8

34

53

78

139

241

534

534

9

35

54

79

139

242

535

535

10

37

57

80

140

243

536

536

11

38

59

82

141

244

537

537

12

39

60

82

142

245

537

537

13

40

61

83

142

245

538

538

14

41

62

83

143

245

538

538

15

41

62

83

143

245

538

538

16

40

62

83

143

245

538

538

17

41

62

83

143

245

538

538

18

40

61

82

142

245

537

537

19

40

61

82

142

244

537

537

20

40

61

82

142

244

537

537

21

40

61

82

142

244

537

537

22

40

61

82

142

244

537

537

23

39

61

82

141

244

537

537

24

39

60

81

141

243

536

536

25

38

60

81

141

243

536

536

26

38

59

80

140

242

535

535

27

37

59

80

140

242

535

535

28

37

58

79

139

241

534

534

29

36

58

79

138

241

534

534

30

36

57

78

138

240

533

533

2.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 31 | 54 | 123 | 236 | 528 | 1 309 |
| 2 | 19 | 32 | 55 | 124 | 237 | 529 | 1 047 |
| 3 | 21 | 35 | 57 | 119 | 234 | 527 | 849 |
| 4 | 23 | 38 | 60 | 122 | 233 | 526 | 699 |
| 5 | 24 | 40 | 65 | 125 | 233 | 526 | 585 |
| 6 | 25 | 42 | 69 | 130 | 233 | 526 | 526 |
| 7 | 26 | 44 | 70 | 132 | 233 | 526 | 526 |
| 8 | 26 | 45 | 70 | 131 | 233 | 526 | 526 |
| 9 | 26 | 46 | 70 | 131 | 233 | 526 | 526 |
| 10 | 27 | 47 | 71 | 131 | 233 | 526 | 526 |
| 11 | 28 | 48 | 71 | 131 | 233 | 526 | 526 |
| 12 | 28 | 49 | 71 | 131 | 233 | 526 | 526 |
| 13 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 14 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 15 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 16 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 17 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 18 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 19 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 20 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 21 | 29 | 50 | 71 | 131 | 233 | 526 | 526 |
| 22 | 28 | 50 | 71 | 130 | 233 | 526 | 526 |
| 23 | 28 | 49 | 70 | 130 | 232 | 525 | 525 |
| 24 | 27 | 49 | 70 | 130 | 232 | 525 | 525 |
| 25 | 27 | 48 | 69 | 129 | 231 | 524 | 524 |
| 26 | 26 | 48 | 69 | 129 | 231 | 524 | 524 |
| 27 | 26 | 47 | 68 | 128 | 231 | 523 | 523 |
| 28 | 26 | 47 | 68 | 128 | 230 | 523 | 523 |
| 29 | 25 | 46 | 67 | 127 | 230 | 523 | 523 |
| 30 | 25 | 46 | 67 | 127 | 229 | 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

18

31

54

123

236

528

1 309

2

19

32

55

124

237

529

1 047

3

21

35

57

119

234

527

849

4

23

38

60

122

233

526

699

5

24

40

65

125

233

526

585

6

25

42

69

130

233

526

526

7

26

44

70

132

233

526

526

8

26

45

70

131

233

526

526

9

26

46

70

131

233

526

526

10

27

47

71

131

233

526

526

11

28

48

71

131

233

526

526

12

28

49

71

131

233

526

526

13

29

50

71

131

233

526

526

14

29

50

71

131

233

526

526

15

29

50

71

131

233

526

526

16

29

50

71

131

233

526

526

17

29

50

71

131

233

526

526

18

29

50

71

131

233

526

526

19

29

50

71

131

233

526

526

20

29

50

71

131

233

526

526

21

29

50

71

131

233

526

526

22

28

50

71

130

233

526

526

23

28

49

70

130

232

525

525

24

27

49

70

130

232

525

525

25

27

48

69

129

231

524

524

26

26

48

69

129

231

524

524

27

26

47

68

128

231

523

523

28

26

47

68

128

230

523

523

29

25

46

67

127

230

523

523

30

25

46

67

127

229

522

522

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 | 52 | 65 | 88 | 157 | 270 | 562 | 1 428 |
| 2 | 55 | 67 | 90 | 159 | 272 | 565 | 1 125 |
| 3 | 58 | 72 | 94 | 156 | 271 | 564 | 906 |
| 4 | 61 | 76 | 98 | 160 | 271 | 564 | 744 |
| 5 | 63 | 79 | 104 | 164 | 272 | 565 | 622 |
| 6 | 64 | 81 | 108 | 169 | 272 | 565 | 565 |
| 7 | 65 | 84 | 110 | 171 | 272 | 565 | 565 |
| 8 | 65 | 84 | 109 | 170 | 272 | 565 | 565 |
| 9 | 65 | 85 | 109 | 169 | 272 | 565 | 565 |
| 10 | 66 | 86 | 109 | 169 | 272 | 565 | 565 |
| 11 | 66 | 87 | 109 | 169 | 272 | 565 | 565 |
| 12 | 66 | 87 | 109 | 169 | 271 | 564 | 564 |
| 13 | 66 | 87 | 108 | 168 | 270 | 563 | 563 |
| 14 | 65 | 86 | 107 | 167 | 270 | 563 | 563 |
| 15 | 64 | 86 | 107 | 166 | 269 | 562 | 562 |
| 16 | 64 | 85 | 106 | 166 | 268 | 561 | 561 |
| 17 | 63 | 84 | 105 | 165 | 268 | 560 | 560 |
| 18 | 62 | 84 | 105 | 165 | 267 | 560 | 560 |
| 19 | 62 | 83 | 104 | 164 | 266 | 559 | 559 |
| 20 | 61 | 82 | 103 | 163 | 266 | 559 | 559 |
| 21 | 60 | 82 | 103 | 163 | 265 | 558 | 558 |
| 22 | 60 | 81 | 102 | 162 | 264 | 557 | 557 |
| 23 | 59 | 80 | 101 | 161 | 263 | 556 | 556 |
| 24 | 58 | 79 | 100 | 160 | 262 | 555 | 555 |
| 25 | 57 | 78 | 99 | 159 | 261 | 554 | 554 |
| 26 | 56 | 77 | 98 | 158 | 261 | 553 | 553 |
| 27 | 55 | 76 | 97 | 157 | 260 | 552 | 552 |
| 28 | 54 | 75 | 96 | 156 | 259 | 552 | 552 |
| 29 | 53 | 74 | 95 | 155 | 258 | 551 | 551 |
| 30 | 52 | 74 | 95 | 154 | 257 | 550 | 550 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

65

88

157

270

562

1 428

2

55

67

90

159

272

565

1 125

3

58

72

94

156

271

564

906

4

61

76

98

160

271

564

744

5

63

79

104

164

272

565

622

6

64

81

108

169

272

565

565

7

65

84

110

171

272

565

565

8

65

84

109

170

272

565

565

9

65

85

109

169

272

565

565

10

66

86

109

169

272

565

565

11

66

87

109

169

272

565

565

12

66

87

109

169

271

564

564

13

66

87

108

168

270

563

563

14

65

86

107

167

270

563

563

15

64

86

107

166

269

562

562

16

64

85

106

166

268

561

561

17

63

84

105

165

268

560

560

18

62

84

105

165

267

560

560

19

62

83

104

164

266

559

559

20

61

82

103

163

266

559

559

21

60

82

103

163

265

558

558

22

60

81

102

162

264

557

557

23

59

80

101

161

263

556

556

24

58

79

100

160

262

555

555

25

57

78

99

159

261

554

554

26

56

77

98

158

261

553

553

27

55

76

97

157

260

552

552

28

54

75

96

156

259

552

552

29

53

74

95

155

258

551

551

30

52

74

95

154

257

550

550

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 95 | 118 | 187 | 300 | 593 | 1 447 |
| 2 | 87 | 100 | 123 | 192 | 305 | 598 | 1 167 |
| 3 | 90 | 104 | 126 | 188 | 303 | 595 | 953 |
| 4 | 91 | 106 | 129 | 190 | 302 | 595 | 789 |
| 5 | 95 | 111 | 136 | 196 | 304 | 597 | 663 |
| 6 | 97 | 114 | 140 | 201 | 305 | 598 | 598 |
| 7 | 99 | 117 | 143 | 204 | 306 | 598 | 598 |
| 8 | 100 | 119 | 144 | 205 | 307 | 600 | 600 |
| 9 | 101 | 120 | 145 | 205 | 308 | 600 | 600 |
| 10 | 102 | 122 | 145 | 205 | 308 | 601 | 601 |
| 11 | 102 | 123 | 145 | 205 | 308 | 600 | 600 |
| 12 | 102 | 123 | 145 | 204 | 307 | 600 | 600 |
| 13 | 101 | 122 | 143 | 203 | 306 | 598 | 598 |
| 14 | 100 | 121 | 142 | 202 | 304 | 597 | 597 |
| 15 | 98 | 120 | 141 | 200 | 303 | 596 | 596 |
| 16 | 97 | 118 | 139 | 199 | 302 | 594 | 594 |
| 17 | 96 | 117 | 138 | 198 | 300 | 593 | 593 |
| 18 | 94 | 116 | 137 | 196 | 299 | 592 | 592 |
| 19 | 93 | 114 | 135 | 195 | 298 | 590 | 590 |
| 20 | 92 | 113 | 134 | 194 | 296 | 589 | 589 |
| 21 | 90 | 111 | 133 | 192 | 295 | 588 | 588 |
| 22 | 89 | 110 | 131 | 191 | 293 | 586 | 586 |
| 23 | 87 | 108 | 129 | 189 | 292 | 584 | 584 |
| 24 | 85 | 107 | 128 | 187 | 290 | 583 | 583 |
| 25 | 84 | 105 | 126 | 186 | 288 | 581 | 581 |
| 26 | 82 | 103 | 124 | 184 | 287 | 579 | 579 |
| 27 | 80 | 102 | 123 | 182 | 285 | 578 | 578 |
| 28 | 79 | 100 | 121 | 181 | 283 | 576 | 576 |
| 29 | 77 | 98 | 119 | 179 | 282 | 574 | 574 |
| 30 | 76 | 97 | 118 | 178 | 280 | 573 | 573 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

95

118

187

300

593

1 447

2

87

100

123

192

305

598

1 167

3

90

104

126

188

303

595

953

4

91

106

129

190

302

595

789

5

95

111

136

196

304

597

663

6

97

114

140

201

305

598

598

7

99

117

143

204

306

598

598

8

100

119

144

205

307

600

600

9

101

120

145

205

308

600

600

10

102

122

145

205

308

601

601

11

102

123

145

205

308

600

600

12

102

123

145

204

307

600

600

13

101

122

143

203

306

598

598

14

100

121

142

202

304

597

597

15

98

120

141

200

303

596

596

16

97

118

139

199

302

594

594

17

96

117

138

198

300

593

593

18

94

116

137

196

299

592

592

19

93

114

135

195

298

590

590

20

92

113

134

194

296

589

589

21

90

111

133

192

295

588

588

22

89

110

131

191

293

586

586

23

87

108

129

189

292

584

584

24

85

107

128

187

290

583

583

25

84

105

126

186

288

581

581

26

82

103

124

184

287

579

579

27

80

102

123

182

285

578

578

28

79

100

121

181

283

576

576

29

77

98

119

179

282

574

574

30

76

97

118

178

280

573

573

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 | 12 | 25 | 48 | 116 | 229 | 522 | 1 308 |
| 2 | 15 | 28 | 51 | 119 | 232 | 525 | 1 050 |
| 3 | 18 | 32 | 54 | 116 | 231 | 524 | 852 |
| 4 | 21 | 36 | 58 | 120 | 231 | 524 | 703 |
| 5 | 23 | 39 | 64 | 124 | 232 | 525 | 589 |
| 6 | 25 | 42 | 68 | 129 | 233 | 526 | 526 |
| 7 | 26 | 44 | 70 | 132 | 233 | 526 | 526 |
| 8 | 26 | 45 | 70 | 131 | 233 | 526 | 526 |
| 9 | 26 | 46 | 70 | 130 | 233 | 526 | 526 |
| 10 | 27 | 47 | 70 | 130 | 233 | 526 | 526 |
| 11 | 27 | 48 | 70 | 130 | 233 | 526 | 526 |
| 12 | 27 | 48 | 70 | 130 | 232 | 525 | 525 |
| 13 | 27 | 48 | 70 | 129 | 232 | 525 | 525 |
| 14 | 27 | 48 | 69 | 129 | 231 | 524 | 524 |
| 15 | 26 | 47 | 68 | 128 | 231 | 523 | 523 |
| 16 | 25 | 47 | 68 | 127 | 230 | 523 | 523 |
| 17 | 25 | 46 | 67 | 127 | 230 | 522 | 522 |
| 18 | 25 | 46 | 67 | 127 | 229 | 522 | 522 |
| 19 | 25 | 46 | 67 | 127 | 229 | 522 | 522 |
| 20 | 25 | 46 | 67 | 127 | 229 | 522 | 522 |
| 21 | 25 | 46 | 67 | 127 | 230 | 522 | 522 |
| 22 | 25 | 46 | 67 | 127 | 230 | 522 | 522 |
| 23 | 25 | 46 | 67 | 127 | 230 | 522 | 522 |
| 24 | 25 | 46 | 67 | 127 | 229 | 522 | 522 |
| 25 | 25 | 46 | 67 | 127 | 229 | 522 | 522 |
| 26 | 24 | 46 | 67 | 127 | 229 | 522 | 522 |
| 27 | 24 | 46 | 67 | 126 | 229 | 522 | 522 |
| 28 | 24 | 45 | 66 | 126 | 229 | 521 | 521 |
| 29 | 24 | 45 | 66 | 126 | 228 | 521 | 521 |
| 30 | 24 | 45 | 66 | 126 | 228 | 521 | 521 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

48

116

229

522

1 308

2

15

28

51

119

232

525

1 050

3

18

32

54

116

231

524

852

4

21

36

58

120

231

524

703

5

23

39

64

124

232

525

589

6

25

42

68

129

233

526

526

7

26

44

70

132

233

526

526

8

26

45

70

131

233

526

526

9

26

46

70

130

233

526

526

10

27

47

70

130

233

526

526

11

27

48

70

130

233

526

526

12

27

48

70

130

232

525

525

13

27

48

70

129

232

525

525

14

27

48

69

129

231

524

524

15

26

47

68

128

231

523

523

16

25

47

68

127

230

523

523

17

25

46

67

127

230

522

522

18

25

46

67

127

229

522

522

19

25

46

67

127

229

522

522

20

25

46

67

127

229

522

522

21

25

46

67

127

230

522

522

22

25

46

67

127

230

522

522

23

25

46

67

127

230

522

522

24

25

46

67

127

229

522

522

25

25

46

67

127

229

522

522

26

24

46

67

127

229

522

522

27

24

46

67

126

229

522

522

28

24

45

66

126

229

521

521

29

24

45

66

126

228

521

521

30

24

45

66

126

228

521

521

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 | 199 | 312 | 605 | 1 359 |
| 2 | 96 | 109 | 132 | 200 | 313 | 606 | 1 093 |
| 3 | 98 | 111 | 133 | 195 | 310 | 603 | 890 |
| 4 | 99 | 114 | 137 | 198 | 310 | 602 | 736 |
| 5 | 100 | 117 | 142 | 201 | 310 | 602 | 617 |
| 6 | 101 | 118 | 145 | 206 | 309 | 602 | 602 |
| 7 | 102 | 120 | 146 | 208 | 309 | 602 | 602 |
| 8 | 102 | 121 | 146 | 207 | 309 | 602 | 602 |
| 9 | 101 | 121 | 145 | 205 | 308 | 601 | 601 |
| 10 | 101 | 121 | 144 | 204 | 307 | 600 | 600 |
| 11 | 100 | 120 | 143 | 203 | 305 | 598 | 598 |
| 12 | 98 | 119 | 141 | 201 | 303 | 596 | 596 |
| 13 | 97 | 118 | 139 | 199 | 302 | 595 | 595 |
| 14 | 95 | 117 | 138 | 198 | 300 | 593 | 593 |
| 15 | 94 | 115 | 136 | 196 | 298 | 591 | 591 |
| 16 | 92 | 113 | 134 | 194 | 296 | 589 | 589 |
| 17 | 90 | 112 | 133 | 192 | 295 | 588 | 588 |
| 18 | 89 | 110 | 131 | 191 | 294 | 586 | 586 |
| 19 | 88 | 109 | 130 | 190 | 292 | 585 | 585 |
| 20 | 87 | 108 | 129 | 189 | 291 | 584 | 584 |
| 21 | 85 | 107 | 128 | 188 | 290 | 583 | 583 |
| 22 | 84 | 106 | 127 | 187 | 289 | 582 | 582 |
| 23 | 83 | 104 | 125 | 185 | 288 | 581 | 581 |
| 24 | 82 | 103 | 124 | 184 | 287 | 579 | 579 |
| 25 | 81 | 102 | 123 | 183 | 285 | 578 | 578 |
| 26 | 79 | 101 | 122 | 182 | 284 | 577 | 577 |
| 27 | 78 | 100 | 121 | 180 | 283 | 576 | 576 |
| 28 | 77 | 98 | 119 | 179 | 282 | 575 | 575 |
| 29 | 76 | 97 | 118 | 178 | 281 | 573 | 573 |
| 30 | 75 | 96 | 117 | 177 | 279 | 572 | 572 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

95

108

131

199

312

605

1 359

2

96

109

132

200

313

606

1 093

3

98

111

133

195

310

603

890

4

99

114

137

198

310

602

736

5

100

117

142

201

310

602

617

6

101

118

145

206

309

602

602

7

102

120

146

208

309

602

602

8

102

121

146

207

309

602

602

9

101

121

145

205

308

601

601

10

101

121

144

204

307

600

600

11

100

120

143

203

305

598

598

12

98

119

141

201

303

596

596

13

97

118

139

199

302

595

595

14

95

117

138

198

300

593

593

15

94

115

136

196

298

591

591

16

92

113

134

194

296

589

589

17

90

112

133

192

295

588

588

18

89

110

131

191

294

586

586

19

88

109

130

190

292

585

585

20

87

108

129

189

291

584

584

21

85

107

128

188

290

583

583

22

84

106

127

187

289

582

582

23

83

104

125

185

288

581

581

24

82

103

124

184

287

579

579

25

81

102

123

183

285

578

578

26

79

101

122

182

284

577

577

27

78

100

121

180

283

576

576

28

77

98

119

179

282

575

575

29

76

97

118

178

281

573

573

30

75

96

117

177

279

572

572

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 | 312 | 325 | 348 | 416 | 529 | 822 | 1 443 |
| 2 | 87 | 100 | 123 | 191 | 304 | 597 | 1 151 |
| 3 | 90 | 104 | 126 | 188 | 303 | 596 | 930 |
| 4 | 93 | 108 | 131 | 192 | 304 | 597 | 765 |
| 5 | 96 | 112 | 137 | 197 | 305 | 598 | 641 |
| 6 | 98 | 115 | 141 | 202 | 306 | 598 | 598 |
| 7 | 99 | 117 | 143 | 205 | 306 | 599 | 599 |
| 8 | 100 | 119 | 144 | 205 | 307 | 599 | 599 |
| 9 | 100 | 120 | 144 | 204 | 307 | 600 | 600 |
| 10 | 101 | 121 | 144 | 204 | 307 | 600 | 600 |
| 11 | 101 | 122 | 144 | 204 | 307 | 599 | 599 |
| 12 | 102 | 123 | 144 | 204 | 307 | 600 | 600 |
| 13 | 102 | 123 | 145 | 205 | 307 | 600 | 600 |
| 14 | 103 | 124 | 145 | 205 | 307 | 600 | 600 |
| 15 | 104 | 125 | 146 | 206 | 308 | 601 | 601 |
| 16 | 104 | 126 | 147 | 207 | 309 | 602 | 602 |
| 17 | 105 | 127 | 148 | 208 | 310 | 603 | 603 |
| 18 | 106 | 128 | 149 | 208 | 311 | 604 | 604 |
| 19 | 107 | 128 | 149 | 209 | 312 | 605 | 605 |
| 20 | 107 | 129 | 150 | 210 | 312 | 605 | 605 |
| 21 | 107 | 129 | 150 | 210 | 312 | 605 | 605 |
| 22 | 107 | 128 | 149 | 209 | 312 | 605 | 605 |
| 23 | 106 | 128 | 149 | 209 | 311 | 604 | 604 |
| 24 | 105 | 127 | 148 | 208 | 310 | 603 | 603 |
| 25 | 104 | 126 | 147 | 206 | 309 | 602 | 602 |
| 26 | 103 | 124 | 145 | 205 | 308 | 600 | 600 |
| 27 | 102 | 123 | 144 | 204 | 306 | 599 | 599 |
| 28 | 100 | 122 | 143 | 202 | 305 | 598 | 598 |
| 29 | 99 | 120 | 141 | 201 | 303 | 596 | 596 |
| 30 | 97 | 119 | 140 | 199 | 302 | 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

312

325

348

416

529

822

1 443

2

87

100

123

191

304

597

1 151

3

90

104

126

188

303

596

930

4

93

108

131

192

304

597

765

5

96

112

137

197

305

598

641

6

98

115

141

202

306

598

598

7

99

117

143

205

306

599

599

8

100

119

144

205

307

599

599

9

100

120

144

204

307

600

600

10

101

121

144

204

307

600

600

11

101

122

144

204

307

599

599

12

102

123

144

204

307

600

600

13

102

123

145

205

307

600

600

14

103

124

145

205

307

600

600

15

104

125

146

206

308

601

601

16

104

126

147

207

309

602

602

17

105

127

148

208

310

603

603

18

106

128

149

208

311

604

604

19

107

128

149

209

312

605

605

20

107

129

150

210

312

605

605

21

107

129

150

210

312

605

605

22

107

128

149

209

312

605

605

23

106

128

149

209

311

604

604

24

105

127

148

208

310

603

603

25

104

126

147

206

309

602

602

26

103

124

145

205

308

600

600

27

102

123

144

204

306

599

599

28

100

122

143

202

305

598

598

29

99

120

141

201

303

596

596

30

97

119

140

199

302

595

595

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 | 104 | 217 | 510 | 1 249 |
| 2 | 1 | 12 | 35 | 104 | 217 | 509 | 1 001 |
| 3 | 2 | 14 | 36 | 98 | 213 | 506 | 814 |
| 4 | 2 | 16 | 38 | 99 | 211 | 504 | 673 |
| 5 | 4 | 17 | 42 | 102 | 210 | 503 | 565 |
| 6 | 4 | 18 | 45 | 106 | 209 | 502 | 502 |
| 7 | 5 | 20 | 46 | 108 | 209 | 502 | 502 |
| 8 | 7 | 20 | 45 | 106 | 208 | 501 | 501 |
| 9 | 7 | 20 | 44 | 104 | 207 | 500 | 500 |
| 10 | 8 | 20 | 44 | 104 | 206 | 499 | 499 |
| 11 | 9 | 21 | 44 | 104 | 206 | 499 | 499 |
| 12 | 9 | 22 | 44 | 104 | 206 | 499 | 499 |
| 13 | 11 | 23 | 44 | 104 | 206 | 499 | 499 |
| 14 | 12 | 23 | 44 | 104 | 207 | 500 | 500 |
| 15 | 12 | 24 | 45 | 105 | 207 | 500 | 500 |
| 16 | 13 | 24 | 45 | 105 | 207 | 500 | 500 |
| 17 | 13 | 24 | 45 | 105 | 208 | 501 | 501 |
| 18 | 14 | 25 | 46 | 106 | 208 | 501 | 501 |
| 19 | 15 | 26 | 47 | 107 | 209 | 502 | 502 |
| 20 | 15 | 27 | 48 | 107 | 210 | 503 | 503 |
| 21 | 17 | 27 | 48 | 108 | 211 | 504 | 504 |
| 22 | 17 | 28 | 49 | 109 | 211 | 504 | 504 |
| 23 | 18 | 29 | 50 | 109 | 212 | 505 | 505 |
| 24 | 18 | 29 | 50 | 110 | 212 | 505 | 505 |
| 25 | 19 | 29 | 50 | 110 | 213 | 506 | 506 |
| 26 | 20 | 30 | 51 | 111 | 213 | 506 | 506 |
| 27 | 20 | 30 | 51 | 111 | 213 | 506 | 506 |
| 28 | 21 | 30 | 51 | 111 | 214 | 506 | 506 |
| 29 | 22 | 30 | 51 | 111 | 214 | 507 | 507 |
| 30 | 23 | 31 | 52 | 111 | 214 | 507 | 507 |

Duration (in years)

Credit quality step 0

Credit 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

104

217

510

1 249

2

1

12

35

104

217

509

1 001

3

2

14

36

98

213

506

814

4

2

16

38

99

211

504

673

5

4

17

42

102

210

503

565

6

4

18

45

106

209

502

502

7

5

20

46

108

209

502

502

8

7

20

45

106

208

501

501

9

7

20

44

104

207

500

500

10

8

20

44

104

206

499

499

11

9

21

44

104

206

499

499

12

9

22

44

104

206

499

499

13

11

23

44

104

206

499

499

14

12

23

44

104

207

500

500

15

12

24

45

105

207

500

500

16

13

24

45

105

207

500

500

17

13

24

45

105

208

501

501

18

14

25

46

106

208

501

501

19

15

26

47

107

209

502

502

20

15

27

48

107

210

503

503

21

17

27

48

108

211

504

504

22

17

28

49

109

211

504

504

23

18

29

50

109

212

505

505

24

18

29

50

110

212

505

505

25

19

29

50

110

213

506

506

26

20

30

51

111

213

506

506

27

20

30

51

111

213

506

506

28

21

30

51

111

214

506

506

29

22

30

51

111

214

507

507

30

23

31

52

111

214

507

507

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 | 156 | 269 | 561 | 1 316 |
| 2 | 52 | 65 | 88 | 156 | 269 | 562 | 1 056 |
| 3 | 53 | 67 | 89 | 151 | 266 | 558 | 858 |
| 4 | 54 | 69 | 91 | 153 | 264 | 557 | 707 |
| 5 | 54 | 70 | 95 | 155 | 263 | 556 | 593 |
| 6 | 55 | 72 | 98 | 159 | 263 | 556 | 556 |
| 7 | 55 | 73 | 99 | 161 | 262 | 554 | 554 |
| 8 | 54 | 73 | 98 | 159 | 261 | 554 | 554 |
| 9 | 54 | 73 | 98 | 158 | 261 | 553 | 553 |
| 10 | 53 | 73 | 97 | 157 | 259 | 552 | 552 |
| 11 | 52 | 73 | 96 | 156 | 258 | 551 | 551 |
| 12 | 51 | 72 | 94 | 154 | 257 | 549 | 549 |
| 13 | 50 | 72 | 93 | 153 | 255 | 548 | 548 |
| 14 | 49 | 71 | 92 | 151 | 254 | 547 | 547 |
| 15 | 48 | 69 | 90 | 150 | 253 | 546 | 546 |
| 16 | 47 | 68 | 89 | 149 | 251 | 544 | 544 |
| 17 | 46 | 67 | 88 | 148 | 250 | 543 | 543 |
| 18 | 45 | 66 | 87 | 147 | 249 | 542 | 542 |
| 19 | 44 | 65 | 86 | 146 | 249 | 542 | 542 |
| 20 | 44 | 65 | 86 | 146 | 248 | 541 | 541 |
| 21 | 43 | 64 | 85 | 145 | 248 | 541 | 541 |
| 22 | 43 | 64 | 85 | 145 | 247 | 540 | 540 |
| 23 | 42 | 63 | 84 | 144 | 247 | 539 | 539 |
| 24 | 41 | 63 | 84 | 143 | 246 | 539 | 539 |
| 25 | 41 | 62 | 83 | 143 | 245 | 538 | 538 |
| 26 | 40 | 61 | 82 | 142 | 244 | 537 | 537 |
| 27 | 39 | 60 | 81 | 141 | 244 | 537 | 537 |
| 28 | 39 | 60 | 81 | 141 | 243 | 536 | 536 |
| 29 | 38 | 59 | 80 | 140 | 242 | 535 | 535 |
| 30 | 37 | 59 | 80 | 139 | 242 | 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

51

64

87

156

269

561

1 316

2

52

65

88

156

269

562

1 056

3

53

67

89

151

266

558

858

4

54

69

91

153

264

557

707

5

54

70

95

155

263

556

593

6

55

72

98

159

263

556

556

7

55

73

99

161

262

554

554

8

54

73

98

159

261

554

554

9

54

73

98

158

261

553

553

10

53

73

97

157

259

552

552

11

52

73

96

156

258

551

551

12

51

72

94

154

257

549

549

13

50

72

93

153

255

548

548

14

49

71

92

151

254

547

547

15

48

69

90

150

253

546

546

16

47

68

89

149

251

544

544

17

46

67

88

148

250

543

543

18

45

66

87

147

249

542

542

19

44

65

86

146

249

542

542

20

44

65

86

146

248

541

541

21

43

64

85

145

248

541

541

22

43

64

85

145

247

540

540

23

42

63

84

144

247

539

539

24

41

63

84

143

246

539

539

25

41

62

83

143

245

538

538

26

40

61

82

142

244

537

537

27

39

60

81

141

244

537

537

28

39

60

81

141

243

536

536

29

38

59

80

140

242

535

535

30

37

59

80

139

242

535

535

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 | 150 | 219 | 332 | 624 | 1 378 |
| 2 | 116 | 129 | 151 | 220 | 333 | 626 | 1 111 |
| 3 | 119 | 132 | 154 | 216 | 331 | 624 | 906 |
| 4 | 121 | 136 | 158 | 220 | 332 | 624 | 750 |
| 5 | 123 | 139 | 164 | 224 | 332 | 625 | 631 |
| 6 | 125 | 142 | 168 | 229 | 333 | 625 | 625 |
| 7 | 126 | 144 | 170 | 232 | 333 | 626 | 626 |
| 8 | 126 | 144 | 170 | 230 | 333 | 625 | 625 |
| 9 | 125 | 145 | 169 | 230 | 332 | 625 | 625 |
| 10 | 126 | 146 | 169 | 229 | 332 | 625 | 625 |
| 11 | 125 | 146 | 168 | 228 | 331 | 624 | 624 |
| 12 | 124 | 145 | 167 | 227 | 329 | 622 | 622 |
| 13 | 123 | 144 | 166 | 225 | 328 | 621 | 621 |
| 14 | 122 | 143 | 164 | 224 | 326 | 619 | 619 |
| 15 | 120 | 141 | 162 | 222 | 324 | 617 | 617 |
| 16 | 118 | 139 | 160 | 220 | 322 | 615 | 615 |
| 17 | 116 | 137 | 158 | 218 | 320 | 613 | 613 |
| 18 | 114 | 135 | 156 | 216 | 318 | 611 | 611 |
| 19 | 112 | 133 | 154 | 214 | 317 | 609 | 609 |
| 20 | 110 | 132 | 153 | 212 | 315 | 608 | 608 |
| 21 | 109 | 130 | 151 | 211 | 313 | 606 | 606 |
| 22 | 107 | 128 | 149 | 209 | 311 | 604 | 604 |
| 23 | 105 | 126 | 147 | 207 | 310 | 602 | 602 |
| 24 | 103 | 124 | 145 | 205 | 308 | 600 | 600 |
| 25 | 101 | 122 | 143 | 203 | 306 | 599 | 599 |
| 26 | 99 | 121 | 142 | 201 | 304 | 597 | 597 |
| 27 | 98 | 119 | 140 | 200 | 302 | 595 | 595 |
| 28 | 96 | 117 | 138 | 198 | 300 | 593 | 593 |
| 29 | 94 | 115 | 136 | 196 | 299 | 592 | 592 |
| 30 | 92 | 114 | 135 | 195 | 297 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

127

150

219

332

624

1 378

2

116

129

151

220

333

626

1 111

3

119

132

154

216

331

624

906

4

121

136

158

220

332

624

750

5

123

139

164

224

332

625

631

6

125

142

168

229

333

625

625

7

126

144

170

232

333

626

626

8

126

144

170

230

333

625

625

9

125

145

169

230

332

625

625

10

126

146

169

229

332

625

625

11

125

146

168

228

331

624

624

12

124

145

167

227

329

622

622

13

123

144

166

225

328

621

621

14

122

143

164

224

326

619

619

15

120

141

162

222

324

617

617

16

118

139

160

220

322

615

615

17

116

137

158

218

320

613

613

18

114

135

156

216

318

611

611

19

112

133

154

214

317

609

609

20

110

132

153

212

315

608

608

21

109

130

151

211

313

606

606

22

107

128

149

209

311

604

604

23

105

126

147

207

310

602

602

24

103

124

145

205

308

600

600

25

101

122

143

203

306

599

599

26

99

121

142

201

304

597

597

27

98

119

140

200

302

595

595

28

96

117

138

198

300

593

593

29

94

115

136

196

299

592

592

30

92

114

135

195

297

590

590

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 | 167 | 180 | 203 | 272 | 385 | 677 | 1 477 |
| 2 | 176 | 189 | 212 | 281 | 394 | 686 | 1 172 |
| 3 | 182 | 196 | 218 | 280 | 395 | 687 | 950 |
| 4 | 185 | 200 | 222 | 284 | 395 | 688 | 784 |
| 5 | 186 | 203 | 227 | 287 | 396 | 688 | 688 |
| 6 | 187 | 204 | 230 | 291 | 395 | 688 | 688 |
| 7 | 187 | 205 | 231 | 293 | 394 | 687 | 687 |
| 8 | 186 | 205 | 230 | 291 | 393 | 686 | 686 |
| 9 | 185 | 204 | 229 | 289 | 392 | 684 | 684 |
| 10 | 184 | 204 | 228 | 288 | 390 | 683 | 683 |
| 11 | 183 | 204 | 226 | 286 | 389 | 682 | 682 |
| 12 | 181 | 202 | 224 | 284 | 387 | 679 | 679 |
| 13 | 179 | 200 | 222 | 281 | 384 | 677 | 677 |
| 14 | 176 | 198 | 219 | 279 | 381 | 674 | 674 |
| 15 | 173 | 195 | 216 | 276 | 378 | 671 | 671 |
| 16 | 171 | 192 | 213 | 273 | 375 | 668 | 668 |
| 17 | 168 | 189 | 210 | 270 | 372 | 665 | 665 |
| 18 | 165 | 186 | 207 | 267 | 369 | 662 | 662 |
| 19 | 162 | 183 | 204 | 264 | 366 | 659 | 659 |
| 20 | 159 | 180 | 201 | 261 | 363 | 656 | 656 |
| 21 | 156 | 177 | 198 | 258 | 360 | 653 | 653 |
| 22 | 153 | 174 | 195 | 255 | 357 | 650 | 650 |
| 23 | 150 | 171 | 192 | 252 | 354 | 647 | 647 |
| 24 | 147 | 168 | 189 | 249 | 351 | 644 | 644 |
| 25 | 144 | 165 | 186 | 246 | 348 | 641 | 641 |
| 26 | 141 | 162 | 183 | 243 | 345 | 638 | 638 |
| 27 | 138 | 159 | 180 | 240 | 342 | 635 | 635 |
| 28 | 135 | 156 | 177 | 237 | 339 | 632 | 632 |
| 29 | 132 | 153 | 174 | 234 | 337 | 630 | 630 |
| 30 | 129 | 151 | 172 | 232 | 334 | 627 | 627 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

167

180

203

272

385

677

1 477

2

176

189

212

281

394

686

1 172

3

182

196

218

280

395

687

950

4

185

200

222

284

395

688

784

5

186

203

227

287

396

688

688

6

187

204

230

291

395

688

688

7

187

205

231

293

394

687

687

8

186

205

230

291

393

686

686

9

185

204

229

289

392

684

684

10

184

204

228

288

390

683

683

11

183

204

226

286

389

682

682

12

181

202

224

284

387

679

679

13

179

200

222

281

384

677

677

14

176

198

219

279

381

674

674

15

173

195

216

276

378

671

671

16

171

192

213

273

375

668

668

17

168

189

210

270

372

665

665

18

165

186

207

267

369

662

662

19

162

183

204

264

366

659

659

20

159

180

201

261

363

656

656

21

156

177

198

258

360

653

653

22

153

174

195

255

357

650

650

23

150

171

192

252

354

647

647

24

147

168

189

249

351

644

644

25

144

165

186

246

348

641

641

26

141

162

183

243

345

638

638

27

138

159

180

240

342

635

635

28

135

156

177

237

339

632

632

29

132

153

174

234

337

630

630

30

129

151

172

232

334

627

627

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 | 68 | 137 | 250 | 543 | 1 264 |
| 2 | 33 | 46 | 69 | 138 | 251 | 543 | 1 015 |
| 3 | 34 | 48 | 70 | 132 | 247 | 540 | 826 |
| 4 | 35 | 50 | 73 | 134 | 246 | 539 | 683 |
| 5 | 36 | 53 | 77 | 137 | 246 | 538 | 573 |
| 6 | 37 | 54 | 80 | 141 | 245 | 538 | 538 |
| 7 | 37 | 55 | 81 | 143 | 244 | 537 | 537 |
| 8 | 36 | 55 | 80 | 141 | 243 | 536 | 536 |
| 9 | 36 | 55 | 79 | 140 | 242 | 535 | 535 |
| 10 | 35 | 56 | 79 | 139 | 242 | 535 | 535 |
| 11 | 35 | 56 | 79 | 139 | 241 | 534 | 534 |
| 12 | 35 | 56 | 78 | 138 | 240 | 533 | 533 |
| 13 | 35 | 56 | 78 | 137 | 240 | 533 | 533 |
| 14 | 35 | 56 | 77 | 137 | 240 | 532 | 532 |
| 15 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 16 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 17 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 18 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 19 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 20 | 35 | 56 | 77 | 137 | 240 | 532 | 532 |
| 21 | 35 | 56 | 77 | 137 | 240 | 532 | 532 |
| 22 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 23 | 35 | 56 | 77 | 137 | 239 | 532 | 532 |
| 24 | 34 | 56 | 77 | 137 | 239 | 532 | 532 |
| 25 | 34 | 55 | 76 | 136 | 239 | 532 | 532 |
| 26 | 34 | 55 | 76 | 136 | 238 | 531 | 531 |
| 27 | 33 | 55 | 76 | 136 | 238 | 531 | 531 |
| 28 | 33 | 54 | 75 | 135 | 238 | 531 | 531 |
| 29 | 33 | 54 | 75 | 135 | 237 | 530 | 530 |
| 30 | 32 | 54 | 75 | 135 | 237 | 530 | 530 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

32

45

68

137

250

543

1 264

2

33

46

69

138

251

543

1 015

3

34

48

70

132

247

540

826

4

35

50

73

134

246

539

683

5

36

53

77

137

246

538

573

6

37

54

80

141

245

538

538

7

37

55

81

143

244

537

537

8

36

55

80

141

243

536

536

9

36

55

79

140

242

535

535

10

35

56

79

139

242

535

535

11

35

56

79

139

241

534

534

12

35

56

78

138

240

533

533

13

35

56

78

137

240

533

533

14

35

56

77

137

240

532

532

15

35

56

77

137

239

532

532

16

35

56

77

137

239

532

532

17

35

56

77

137

239

532

532

18

35

56

77

137

239

532

532

19

35

56

77

137

239

532

532

20

35

56

77

137

240

532

532

21

35

56

77

137

240

532

532

22

35

56

77

137

239

532

532

23

35

56

77

137

239

532

532

24

34

56

77

137

239

532

532

25

34

55

76

136

239

532

532

26

34

55

76

136

238

531

531

27

33

55

76

136

238

531

531

28

33

54

75

135

238

531

531

29

33

54

75

135

237

530

530

30

32

54

75

135

237

530

530

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 | 30 | 43 | 65 | 134 | 247 | 540 | 1 288 |
| 2 | 31 | 44 | 67 | 136 | 249 | 542 | 1 037 |
| 3 | 34 | 48 | 70 | 132 | 247 | 540 | 845 |
| 4 | 37 | 52 | 74 | 135 | 247 | 540 | 699 |
| 5 | 39 | 55 | 80 | 140 | 248 | 541 | 587 |
| 6 | 40 | 57 | 83 | 144 | 248 | 541 | 541 |
| 7 | 42 | 60 | 86 | 148 | 249 | 541 | 541 |
| 8 | 42 | 61 | 86 | 147 | 249 | 542 | 542 |
| 9 | 42 | 62 | 86 | 146 | 249 | 542 | 542 |
| 10 | 43 | 63 | 87 | 147 | 249 | 542 | 542 |
| 11 | 44 | 65 | 87 | 147 | 250 | 542 | 542 |
| 12 | 45 | 66 | 88 | 147 | 250 | 543 | 543 |
| 13 | 45 | 66 | 88 | 147 | 250 | 543 | 543 |
| 14 | 45 | 66 | 87 | 147 | 250 | 543 | 543 |
| 15 | 45 | 66 | 87 | 147 | 250 | 543 | 543 |
| 16 | 45 | 66 | 87 | 147 | 249 | 542 | 542 |
| 17 | 45 | 66 | 87 | 147 | 250 | 542 | 542 |
| 18 | 45 | 66 | 87 | 147 | 250 | 542 | 542 |
| 19 | 45 | 66 | 87 | 147 | 250 | 543 | 543 |
| 20 | 45 | 67 | 88 | 148 | 250 | 543 | 543 |
| 21 | 46 | 67 | 88 | 148 | 250 | 543 | 543 |
| 22 | 45 | 67 | 88 | 148 | 250 | 543 | 543 |
| 23 | 45 | 66 | 88 | 147 | 250 | 543 | 543 |
| 24 | 45 | 66 | 87 | 147 | 249 | 542 | 542 |
| 25 | 44 | 66 | 87 | 146 | 249 | 542 | 542 |
| 26 | 44 | 65 | 86 | 146 | 248 | 541 | 541 |
| 27 | 43 | 65 | 86 | 145 | 248 | 541 | 541 |
| 28 | 43 | 64 | 85 | 145 | 247 | 540 | 540 |
| 29 | 42 | 63 | 84 | 144 | 247 | 539 | 539 |
| 30 | 41 | 63 | 84 | 144 | 246 | 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

30

43

65

134

247

540

1 288

2

31

44

67

136

249

542

1 037

3

34

48

70

132

247

540

845

4

37

52

74

135

247

540

699

5

39

55

80

140

248

541

587

6

40

57

83

144

248

541

541

7

42

60

86

148

249

541

541

8

42

61

86

147

249

542

542

9

42

62

86

146

249

542

542

10

43

63

87

147

249

542

542

11

44

65

87

147

250

542

542

12

45

66

88

147

250

543

543

13

45

66

88

147

250

543

543

14

45

66

87

147

250

543

543

15

45

66

87

147

250

543

543

16

45

66

87

147

249

542

542

17

45

66

87

147

250

542

542

18

45

66

87

147

250

542

542

19

45

66

87

147

250

543

543

20

45

67

88

148

250

543

543

21

46

67

88

148

250

543

543

22

45

67

88

148

250

543

543

23

45

66

88

147

250

543

543

24

45

66

87

147

249

542

542

25

44

66

87

146

249

542

542

26

44

65

86

146

248

541

541

27

43

65

86

145

248

541

541

28

43

64

85

145

247

540

540

29

42

63

84

144

247

539

539

30

41

63

84

144

246

539

539

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 127 | 140 | 163 | 232 | 345 | 638 | 1 425 |
| 2 | 126 | 139 | 162 | 231 | 344 | 636 | 1 147 |
| 3 | 126 | 140 | 162 | 224 | 339 | 632 | 934 |
| 4 | 127 | 142 | 164 | 226 | 337 | 630 | 771 |
| 5 | 127 | 143 | 168 | 228 | 336 | 629 | 647 |
| 6 | 127 | 144 | 170 | 231 | 335 | 628 | 628 |
| 7 | 127 | 145 | 171 | 233 | 334 | 627 | 627 |
| 8 | 126 | 145 | 170 | 231 | 333 | 626 | 626 |
| 9 | 125 | 145 | 169 | 229 | 332 | 625 | 625 |
| 10 | 125 | 145 | 169 | 229 | 331 | 624 | 624 |
| 11 | 125 | 146 | 168 | 228 | 331 | 624 | 624 |
| 12 | 124 | 145 | 167 | 227 | 330 | 622 | 622 |
| 13 | 124 | 145 | 166 | 226 | 328 | 621 | 621 |
| 14 | 123 | 144 | 165 | 225 | 327 | 620 | 620 |
| 15 | 121 | 142 | 163 | 223 | 325 | 618 | 618 |
| 16 | 119 | 140 | 161 | 221 | 323 | 616 | 616 |
| 17 | 116 | 137 | 158 | 218 | 321 | 614 | 614 |
| 18 | 114 | 135 | 156 | 216 | 319 | 611 | 611 |
| 19 | 112 | 133 | 154 | 214 | 317 | 609 | 609 |
| 20 | 110 | 131 | 152 | 212 | 314 | 607 | 607 |
| 21 | 108 | 129 | 150 | 210 | 312 | 605 | 605 |
| 22 | 105 | 127 | 148 | 208 | 310 | 603 | 603 |
| 23 | 103 | 125 | 146 | 205 | 308 | 601 | 601 |
| 24 | 101 | 122 | 143 | 203 | 306 | 599 | 599 |
| 25 | 99 | 120 | 141 | 201 | 303 | 596 | 596 |
| 26 | 97 | 118 | 139 | 199 | 301 | 594 | 594 |
| 27 | 95 | 116 | 137 | 197 | 299 | 592 | 592 |
| 28 | 93 | 114 | 135 | 195 | 297 | 590 | 590 |
| 29 | 91 | 112 | 133 | 193 | 295 | 588 | 588 |
| 30 | 89 | 110 | 131 | 191 | 293 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

127

140

163

232

345

638

1 425

2

126

139

162

231

344

636

1 147

3

126

140

162

224

339

632

934

4

127

142

164

226

337

630

771

5

127

143

168

228

336

629

647

6

127

144

170

231

335

628

628

7

127

145

171

233

334

627

627

8

126

145

170

231

333

626

626

9

125

145

169

229

332

625

625

10

125

145

169

229

331

624

624

11

125

146

168

228

331

624

624

12

124

145

167

227

330

622

622

13

124

145

166

226

328

621

621

14

123

144

165

225

327

620

620

15

121

142

163

223

325

618

618

16

119

140

161

221

323

616

616

17

116

137

158

218

321

614

614

18

114

135

156

216

319

611

611

19

112

133

154

214

317

609

609

20

110

131

152

212

314

607

607

21

108

129

150

210

312

605

605

22

105

127

148

208

310

603

603

23

103

125

146

205

308

601

601

24

101

122

143

203

306

599

599

25

99

120

141

201

303

596

596

26

97

118

139

199

301

594

594

27

95

116

137

197

299

592

592

28

93

114

135

195

297

590

590

29

91

112

133

193

295

588

588

30

89

110

131

191

293

586

586

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 | 1 | 14 | 37 | 105 | 219 | 511 | 1 295 |
| 2 | 3 | 16 | 39 | 107 | 220 | 513 | 1 040 |
| 3 | 5 | 19 | 41 | 103 | 218 | 511 | 845 |
| 4 | 8 | 23 | 45 | 107 | 218 | 511 | 698 |
| 5 | 10 | 26 | 51 | 111 | 219 | 512 | 585 |
| 6 | 11 | 28 | 55 | 116 | 219 | 512 | 512 |
| 7 | 13 | 31 | 57 | 119 | 220 | 512 | 512 |
| 8 | 13 | 32 | 57 | 118 | 220 | 512 | 512 |
| 9 | 13 | 32 | 57 | 117 | 219 | 512 | 512 |
| 10 | 13 | 33 | 57 | 117 | 219 | 512 | 512 |
| 11 | 13 | 34 | 57 | 117 | 219 | 512 | 512 |
| 12 | 14 | 35 | 56 | 116 | 219 | 512 | 512 |
| 13 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 14 | 14 | 35 | 56 | 116 | 218 | 511 | 511 |
| 15 | 13 | 35 | 56 | 116 | 218 | 511 | 511 |
| 16 | 13 | 34 | 55 | 115 | 218 | 511 | 511 |
| 17 | 14 | 34 | 55 | 115 | 218 | 511 | 511 |
| 18 | 14 | 34 | 56 | 115 | 218 | 511 | 511 |
| 19 | 15 | 35 | 56 | 116 | 218 | 511 | 511 |
| 20 | 16 | 35 | 56 | 116 | 218 | 511 | 511 |
| 21 | 17 | 36 | 57 | 116 | 219 | 512 | 512 |
| 22 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 23 | 18 | 36 | 57 | 117 | 219 | 512 | 512 |
| 24 | 19 | 36 | 57 | 117 | 219 | 512 | 512 |
| 25 | 19 | 36 | 57 | 117 | 220 | 512 | 512 |
| 26 | 20 | 36 | 57 | 117 | 220 | 513 | 513 |
| 27 | 20 | 36 | 57 | 117 | 220 | 513 | 513 |
| 28 | 22 | 37 | 58 | 117 | 220 | 513 | 513 |
| 29 | 23 | 37 | 58 | 117 | 220 | 513 | 513 |
| 30 | 23 | 37 | 58 | 117 | 220 | 513 | 513 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

37

105

219

511

1 295

2

3

16

39

107

220

513

1 040

3

5

19

41

103

218

511

845

4

8

23

45

107

218

511

698

5

10

26

51

111

219

512

585

6

11

28

55

116

219

512

512

7

13

31

57

119

220

512

512

8

13

32

57

118

220

512

512

9

13

32

57

117

219

512

512

10

13

33

57

117

219

512

512

11

13

34

57

117

219

512

512

12

14

35

56

116

219

512

512

13

14

35

56

116

218

511

511

14

14

35

56

116

218

511

511

15

13

35

56

116

218

511

511

16

13

34

55

115

218

511

511

17

14

34

55

115

218

511

511

18

14

34

56

115

218

511

511

19

15

35

56

116

218

511

511

20

16

35

56

116

218

511

511

21

17

36

57

116

219

512

512

22

18

36

57

117

219

512

512

23

18

36

57

117

219

512

512

24

19

36

57

117

219

512

512

25

19

36

57

117

220

512

512

26

20

36

57

117

220

513

513

27

20

36

57

117

220

513

513

28

22

37

58

117

220

513

513

29

23

37

58

117

220

513

513

30

23

37

58

117

220

513

513

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 | 140 | 253 | 546 | 1 305 |
| 2 | 36 | 49 | 72 | 141 | 254 | 546 | 1 048 |
| 3 | 36 | 50 | 72 | 134 | 249 | 542 | 851 |
| 4 | 37 | 52 | 74 | 136 | 247 | 540 | 702 |
| 5 | 37 | 53 | 78 | 138 | 246 | 539 | 589 |
| 6 | 39 | 56 | 82 | 143 | 247 | 540 | 540 |
| 7 | 37 | 55 | 81 | 143 | 244 | 537 | 537 |
| 8 | 40 | 59 | 84 | 145 | 247 | 540 | 540 |
| 9 | 39 | 59 | 83 | 143 | 246 | 539 | 539 |
| 10 | 34 | 55 | 78 | 138 | 241 | 533 | 533 |
| 11 | 31 | 51 | 74 | 134 | 236 | 529 | 529 |
| 12 | 28 | 49 | 71 | 131 | 233 | 526 | 526 |
| 13 | 26 | 47 | 69 | 128 | 231 | 524 | 524 |
| 14 | 24 | 46 | 67 | 127 | 229 | 522 | 522 |
| 15 | 23 | 44 | 65 | 125 | 228 | 520 | 520 |
| 16 | 22 | 43 | 64 | 124 | 226 | 519 | 519 |
| 17 | 21 | 42 | 63 | 123 | 225 | 518 | 518 |
| 18 | 20 | 41 | 62 | 122 | 225 | 518 | 518 |
| 19 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 20 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 21 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 22 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 23 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 24 | 20 | 41 | 62 | 122 | 224 | 517 | 517 |
| 25 | 19 | 41 | 62 | 122 | 224 | 517 | 517 |
| 26 | 20 | 41 | 62 | 121 | 224 | 517 | 517 |
| 27 | 20 | 40 | 61 | 121 | 224 | 517 | 517 |
| 28 | 22 | 40 | 61 | 121 | 224 | 516 | 516 |
| 29 | 23 | 40 | 61 | 121 | 223 | 516 | 516 |
| 30 | 23 | 40 | 61 | 121 | 223 | 516 | 516 |

Duration (in years)

Credit quality step 0

Credit 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

140

253

546

1 305

2

36

49

72

141

254

546

1 048

3

36

50

72

134

249

542

851

4

37

52

74

136

247

540

702

5

37

53

78

138

246

539

589

6

39

56

82

143

247

540

540

7

37

55

81

143

244

537

537

8

40

59

84

145

247

540

540

9

39

59

83

143

246

539

539

10

34

55

78

138

241

533

533

11

31

51

74

134

236

529

529

12

28

49

71

131

233

526

526

13

26

47

69

128

231

524

524

14

24

46

67

127

229

522

522

15

23

44

65

125

228

520

520

16

22

43

64

124

226

519

519

17

21

42

63

123

225

518

518

18

20

41

62

122

225

518

518

19

20

41

62

122

224

517

517

20

20

41

62

122

224

517

517

21

20

41

62

122

224

517

517

22

20

41

62

122

224

517

517

23

20

41

62

122

224

517

517

24

20

41

62

122

224

517

517

25

19

41

62

122

224

517

517

26

20

41

62

121

224

517

517

27

20

40

61

121

224

517

517

28

22

40

61

121

224

516

516

29

23

40

61

121

223

516

516

30

23

40

61

121

223

516

516

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 | 211 | 224 | 247 | 315 | 428 | 721 | 1 522 |
| 2 | 208 | 221 | 244 | 312 | 425 | 718 | 1 201 |
| 3 | 204 | 218 | 240 | 302 | 417 | 710 | 962 |
| 4 | 201 | 216 | 239 | 300 | 412 | 704 | 785 |
| 5 | 197 | 213 | 238 | 298 | 406 | 699 | 699 |
| 6 | 194 | 211 | 237 | 298 | 402 | 694 | 694 |
| 7 | 190 | 208 | 234 | 296 | 397 | 690 | 690 |
| 8 | 186 | 204 | 230 | 290 | 393 | 685 | 685 |
| 9 | 181 | 201 | 225 | 286 | 388 | 681 | 681 |
| 10 | 178 | 198 | 221 | 281 | 384 | 677 | 677 |
| 11 | 174 | 195 | 217 | 277 | 380 | 672 | 672 |
| 12 | 170 | 191 | 213 | 273 | 375 | 668 | 668 |
| 13 | 166 | 188 | 209 | 269 | 371 | 664 | 664 |
| 14 | 163 | 184 | 205 | 265 | 367 | 660 | 660 |
| 15 | 159 | 180 | 201 | 261 | 364 | 657 | 657 |
| 16 | 156 | 177 | 198 | 258 | 360 | 653 | 653 |
| 17 | 152 | 173 | 195 | 254 | 357 | 650 | 650 |
| 18 | 149 | 170 | 191 | 251 | 354 | 646 | 646 |
| 19 | 146 | 167 | 188 | 248 | 351 | 643 | 643 |
| 20 | 143 | 164 | 185 | 245 | 348 | 640 | 640 |
| 21 | 140 | 161 | 182 | 242 | 345 | 638 | 638 |
| 22 | 137 | 158 | 180 | 239 | 342 | 635 | 635 |
| 23 | 134 | 156 | 177 | 236 | 339 | 632 | 632 |
| 24 | 131 | 153 | 174 | 234 | 336 | 629 | 629 |
| 25 | 129 | 150 | 171 | 231 | 333 | 626 | 626 |
| 26 | 126 | 147 | 168 | 228 | 331 | 623 | 623 |
| 27 | 123 | 145 | 166 | 226 | 328 | 621 | 621 |
| 28 | 121 | 142 | 163 | 223 | 326 | 618 | 618 |
| 29 | 119 | 140 | 161 | 221 | 323 | 616 | 616 |
| 30 | 116 | 138 | 158 | 218 | 321 | 614 | 614 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

211

224

247

315

428

721

1 522

2

208

221

244

312

425

718

1 201

3

204

218

240

302

417

710

962

4

201

216

239

300

412

704

785

5

197

213

238

298

406

699

699

6

194

211

237

298

402

694

694

7

190

208

234

296

397

690

690

8

186

204

230

290

393

685

685

9

181

201

225

286

388

681

681

10

178

198

221

281

384

677

677

11

174

195

217

277

380

672

672

12

170

191

213

273

375

668

668

13

166

188

209

269

371

664

664

14

163

184

205

265

367

660

660

15

159

180

201

261

364

657

657

16

156

177

198

258

360

653

653

17

152

173

195

254

357

650

650

18

149

170

191

251

354

646

646

19

146

167

188

248

351

643

643

20

143

164

185

245

348

640

640

21

140

161

182

242

345

638

638

22

137

158

180

239

342

635

635

23

134

156

177

236

339

632

632

24

131

153

174

234

336

629

629

25

129

150

171

231

333

626

626

26

126

147

168

228

331

623

623

27

123

145

166

226

328

621

621

28

121

142

163

223

326

618

618

29

119

140

161

221

323

616

616

30

116

138

158

218

321

614

614

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 25 | 48 | 101 | 234 | 527 | 1 315 |
| 2 | 8 | 25 | 48 | 101 | 234 | 527 | 1 053 |
| 3 | 10 | 28 | 50 | 97 | 232 | 525 | 854 |
| 4 | 12 | 32 | 54 | 95 | 233 | 525 | 704 |
| 5 | 16 | 38 | 59 | 98 | 233 | 526 | 590 |
| 6 | 18 | 42 | 63 | 95 | 234 | 527 | 527 |
| 7 | 19 | 44 | 63 | 89 | 234 | 527 | 527 |
| 8 | 18 | 43 | 62 | 89 | 234 | 527 | 527 |
| 9 | 19 | 45 | 64 | 92 | 234 | 527 | 527 |
| 10 | 21 | 48 | 67 | 96 | 234 | 527 | 527 |
| 11 | 23 | 50 | 68 | 99 | 234 | 527 | 527 |
| 12 | 24 | 52 | 69 | 100 | 234 | 527 | 527 |
| 13 | 26 | 54 | 70 | 100 | 234 | 527 | 527 |
| 14 | 26 | 54 | 71 | 100 | 234 | 527 | 527 |
| 15 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 16 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 17 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 18 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 19 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 20 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 21 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 22 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 23 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 24 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 25 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 26 | 26 | 55 | 71 | 100 | 234 | 527 | 527 |
| 27 | 26 | 55 | 71 | 100 | 233 | 526 | 526 |
| 28 | 26 | 55 | 71 | 100 | 233 | 526 | 526 |
| 29 | 26 | 55 | 71 | 100 | 233 | 526 | 526 |
| 30 | 26 | 55 | 71 | 100 | 232 | 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

8

25

48

101

234

527

1 315

2

8

25

48

101

234

527

1 053

3

10

28

50

97

232

525

854

4

12

32

54

95

233

525

704

5

16

38

59

98

233

526

590

6

18

42

63

95

234

527

527

7

19

44

63

89

234

527

527

8

18

43

62

89

234

527

527

9

19

45

64

92

234

527

527

10

21

48

67

96

234

527

527

11

23

50

68

99

234

527

527

12

24

52

69

100

234

527

527

13

26

54

70

100

234

527

527

14

26

54

71

100

234

527

527

15

26

55

71

100

234

527

527

16

26

55

71

100

234

527

527

17

26

55

71

100

234

527

527

18

26

55

71

100

234

527

527

19

26

55

71

100

234

527

527

20

26

55

71

100

234

527

527

21

26

55

71

100

234

527

527

22

26

55

71

100

234

527

527

23

26

55

71

100

234

527

527

24

26

55

71

100

234

527

527

25

26

55

71

100

234

527

527

26

26

55

71

100

234

527

527

27

26

55

71

100

233

526

526

28

26

55

71

100

233

526

526

29

26

55

71

100

233

526

526

30

26

55

71

100

232

525

525

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 | 84 | 197 | 490 | 1 223 |
| 2 | 1 | 5 | 14 | 82 | 195 | 488 | 980 |
| 3 | 2 | 5 | 13 | 75 | 190 | 483 | 796 |
| 4 | 2 | 6 | 15 | 77 | 188 | 481 | 657 |
| 5 | 4 | 6 | 19 | 79 | 187 | 480 | 552 |
| 6 | 4 | 7 | 22 | 83 | 187 | 480 | 480 |
| 7 | 5 | 9 | 24 | 85 | 187 | 479 | 479 |
| 8 | 7 | 9 | 24 | 84 | 186 | 479 | 479 |
| 9 | 7 | 10 | 23 | 84 | 186 | 479 | 479 |
| 10 | 8 | 10 | 24 | 84 | 186 | 479 | 479 |
| 11 | 8 | 11 | 24 | 84 | 186 | 479 | 479 |
| 12 | 9 | 13 | 24 | 84 | 187 | 479 | 479 |
| 13 | 10 | 13 | 24 | 84 | 187 | 480 | 480 |
| 14 | 11 | 14 | 25 | 85 | 187 | 480 | 480 |
| 15 | 12 | 14 | 25 | 85 | 187 | 480 | 480 |
| 16 | 13 | 15 | 26 | 85 | 187 | 480 | 480 |
| 17 | 13 | 16 | 27 | 85 | 188 | 481 | 481 |
| 18 | 14 | 17 | 28 | 86 | 188 | 481 | 481 |
| 19 | 14 | 18 | 30 | 86 | 189 | 482 | 482 |
| 20 | 15 | 18 | 31 | 87 | 189 | 482 | 482 |
| 21 | 16 | 19 | 32 | 87 | 190 | 483 | 483 |
| 22 | 17 | 20 | 33 | 88 | 190 | 483 | 483 |
| 23 | 18 | 21 | 34 | 88 | 190 | 483 | 483 |
| 24 | 18 | 21 | 36 | 88 | 191 | 483 | 483 |
| 25 | 19 | 22 | 37 | 88 | 191 | 483 | 483 |
| 26 | 19 | 23 | 38 | 88 | 191 | 483 | 483 |
| 27 | 20 | 23 | 39 | 88 | 190 | 483 | 483 |
| 28 | 20 | 25 | 40 | 88 | 190 | 483 | 483 |
| 29 | 21 | 25 | 41 | 88 | 190 | 483 | 483 |
| 30 | 22 | 26 | 42 | 88 | 190 | 483 | 483 |

Duration (in years)

Credit quality step 0

Credit 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

84

197

490

1 223

2

1

5

14

82

195

488

980

3

2

5

13

75

190

483

796

4

2

6

15

77

188

481

657

5

4

6

19

79

187

480

552

6

4

7

22

83

187

480

480

7

5

9

24

85

187

479

479

8

7

9

24

84

186

479

479

9

7

10

23

84

186

479

479

10

8

10

24

84

186

479

479

11

8

11

24

84

186

479

479

12

9

13

24

84

187

479

479

13

10

13

24

84

187

480

480

14

11

14

25

85

187

480

480

15

12

14

25

85

187

480

480

16

13

15

26

85

187

480

480

17

13

16

27

85

188

481

481

18

14

17

28

86

188

481

481

19

14

18

30

86

189

482

482

20

15

18

31

87

189

482

482

21

16

19

32

87

190

483

483

22

17

20

33

88

190

483

483

23

18

21

34

88

190

483

483

24

18

21

36

88

191

483

483

25

19

22

37

88

191

483

483

26

19

23

38

88

191

483

483

27

20

23

39

88

190

483

483

28

20

25

40

88

190

483

483

29

21

25

41

88

190

483

483

30

22

26

42

88

190

483

483

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 | 304 | 3 139 |
| 2 | 2 | 14 | 21 | 42 | 159 | 347 | 2 352 |
| 3 | 2 | 14 | 23 | 46 | 154 | 363 | 1 780 |
| 4 | 2 | 15 | 26 | 50 | 152 | 363 | 1 378 |
| 5 | 3 | 17 | 29 | 52 | 152 | 355 | 1 093 |
| 6 | 4 | 20 | 31 | 55 | 152 | 341 | 887 |
| 7 | 6 | 22 | 33 | 57 | 152 | 325 | 734 |
| 8 | 6 | 23 | 34 | 60 | 152 | 308 | 617 |
| 9 | 6 | 24 | 36 | 63 | 152 | 291 | 525 |
| 10 | 6 | 25 | 37 | 65 | 152 | 273 | 452 |
| 11 | 7 | 25 | 38 | 65 | 152 | 257 | 393 |
| 12 | 7 | 26 | 38 | 66 | 152 | 245 | 344 |
| 13 | 7 | 26 | 38 | 66 | 152 | 245 | 303 |
| 14 | 7 | 26 | 38 | 66 | 152 | 245 | 268 |
| 15 | 7 | 26 | 40 | 66 | 152 | 245 | 245 |
| 16 | 7 | 26 | 43 | 66 | 152 | 245 | 245 |
| 17 | 7 | 26 | 45 | 66 | 152 | 245 | 245 |
| 18 | 7 | 26 | 47 | 66 | 152 | 245 | 245 |
| 19 | 7 | 26 | 50 | 66 | 152 | 245 | 245 |
| 20 | 7 | 26 | 52 | 66 | 152 | 245 | 245 |
| 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 |
| 22 | 8 | 26 | 57 | 66 | 152 | 245 | 245 |
| 23 | 9 | 26 | 59 | 66 | 152 | 245 | 245 |
| 24 | 9 | 26 | 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 | 245 | 245 |
| 29 | 11 | 26 | 74 | 73 | 152 | 245 | 245 |
| 30 | 12 | 26 | 77 | 76 | 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

304

3 139

2

2

14

21

42

159

347

2 352

3

2

14

23

46

154

363

1 780

4

2

15

26

50

152

363

1 378

5

3

17

29

52

152

355

1 093

6

4

20

31

55

152

341

887

7

6

22

33

57

152

325

734

8

6

23

34

60

152

308

617

9

6

24

36

63

152

291

525

10

6

25

37

65

152

273

452

11

7

25

38

65

152

257

393

12

7

26

38

66

152

245

344

13

7

26

38

66

152

245

303

14

7

26

38

66

152

245

268

15

7

26

40

66

152

245

245

16

7

26

43

66

152

245

245

17

7

26

45

66

152

245

245

18

7

26

47

66

152

245

245

19

7

26

50

66

152

245

245

20

7

26

52

66

152

245

245

21

7

26

54

66

152

245

245

22

8

26

57

66

152

245

245

23

9

26

59

66

152

245

245

24

9

26

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

245

245

29

11

26

74

73

152

245

245

30

12

26

77

76

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 | 13 | 25 | 31 | 52 | 170 | 324 | 3 369 |
| 2 | 14 | 27 | 33 | 54 | 171 | 368 | 2 509 |
| 3 | 14 | 27 | 35 | 59 | 166 | 382 | 1 888 |
| 4 | 14 | 28 | 38 | 62 | 164 | 380 | 1 453 |
| 5 | 14 | 29 | 40 | 64 | 163 | 369 | 1 148 |
| 6 | 15 | 31 | 42 | 66 | 162 | 354 | 929 |
| 7 | 15 | 32 | 43 | 67 | 161 | 337 | 767 |
| 8 | 15 | 32 | 43 | 69 | 161 | 319 | 643 |
| 9 | 15 | 33 | 44 | 71 | 160 | 301 | 547 |
| 10 | 15 | 33 | 45 | 73 | 160 | 283 | 471 |
| 11 | 14 | 33 | 45 | 73 | 159 | 265 | 408 |
| 12 | 14 | 32 | 45 | 73 | 158 | 252 | 357 |
| 13 | 13 | 32 | 44 | 72 | 158 | 251 | 314 |
| 14 | 13 | 31 | 44 | 71 | 157 | 251 | 278 |
| 15 | 12 | 31 | 43 | 71 | 157 | 250 | 250 |
| 16 | 12 | 30 | 44 | 71 | 156 | 250 | 250 |
| 17 | 12 | 30 | 47 | 70 | 156 | 250 | 250 |
| 18 | 12 | 30 | 49 | 70 | 156 | 250 | 250 |
| 19 | 12 | 30 | 51 | 71 | 156 | 250 | 250 |
| 20 | 12 | 31 | 54 | 71 | 157 | 250 | 250 |
| 21 | 12 | 31 | 57 | 71 | 157 | 250 | 250 |
| 22 | 13 | 31 | 59 | 71 | 157 | 251 | 251 |
| 23 | 13 | 31 | 61 | 71 | 157 | 251 | 251 |
| 24 | 13 | 31 | 63 | 71 | 157 | 251 | 251 |
| 25 | 13 | 31 | 66 | 71 | 157 | 251 | 251 |
| 26 | 13 | 31 | 68 | 71 | 157 | 251 | 251 |
| 27 | 13 | 31 | 71 | 72 | 157 | 250 | 250 |
| 28 | 12 | 31 | 73 | 74 | 157 | 250 | 250 |
| 29 | 12 | 31 | 77 | 76 | 157 | 250 | 250 |
| 30 | 12 | 31 | 79 | 78 | 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

13

25

31

52

170

324

3 369

2

14

27

33

54

171

368

2 509

3

14

27

35

59

166

382

1 888

4

14

28

38

62

164

380

1 453

5

14

29

40

64

163

369

1 148

6

15

31

42

66

162

354

929

7

15

32

43

67

161

337

767

8

15

32

43

69

161

319

643

9

15

33

44

71

160

301

547

10

15

33

45

73

160

283

471

11

14

33

45

73

159

265

408

12

14

32

45

73

158

252

357

13

13

32

44

72

158

251

314

14

13

31

44

71

157

251

278

15

12

31

43

71

157

250

250

16

12

30

44

71

156

250

250

17

12

30

47

70

156

250

250

18

12

30

49

70

156

250

250

19

12

30

51

71

156

250

250

20

12

31

54

71

157

250

250

21

12

31

57

71

157

250

250

22

13

31

59

71

157

251

251

23

13

31

61

71

157

251

251

24

13

31

63

71

157

251

251

25

13

31

66

71

157

251

251

26

13

31

68

71

157

251

251

27

13

31

71

72

157

250

250

28

12

31

73

74

157

250

250

29

12

31

77

76

157

250

250

30

12

31

79

78

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 | 20 | 42 | 159 | 304 | 3 138 |
| 2 | 2 | 14 | 20 | 42 | 159 | 347 | 2 352 |
| 3 | 1 | 14 | 23 | 46 | 154 | 363 | 1 780 |
| 4 | 2 | 15 | 25 | 50 | 151 | 363 | 1 378 |
| 5 | 2 | 17 | 29 | 52 | 151 | 355 | 1 093 |
| 6 | 4 | 20 | 31 | 55 | 151 | 341 | 887 |
| 7 | 5 | 22 | 33 | 57 | 151 | 325 | 733 |
| 8 | 6 | 23 | 34 | 60 | 151 | 308 | 616 |
| 9 | 6 | 24 | 36 | 62 | 151 | 291 | 525 |
| 10 | 6 | 25 | 37 | 64 | 151 | 273 | 452 |
| 11 | 7 | 25 | 38 | 65 | 151 | 257 | 393 |
| 12 | 7 | 25 | 38 | 65 | 151 | 245 | 344 |
| 13 | 7 | 25 | 38 | 66 | 151 | 245 | 303 |
| 14 | 7 | 25 | 38 | 65 | 151 | 245 | 268 |
| 15 | 7 | 25 | 40 | 65 | 151 | 245 | 245 |
| 16 | 7 | 25 | 43 | 65 | 151 | 245 | 245 |
| 17 | 7 | 25 | 45 | 65 | 151 | 245 | 245 |
| 18 | 7 | 25 | 47 | 65 | 151 | 245 | 245 |
| 19 | 7 | 25 | 50 | 65 | 151 | 245 | 245 |
| 20 | 7 | 25 | 52 | 65 | 151 | 245 | 245 |
| 21 | 7 | 25 | 54 | 66 | 151 | 245 | 245 |
| 22 | 8 | 25 | 57 | 66 | 151 | 245 | 245 |
| 23 | 9 | 25 | 59 | 66 | 151 | 245 | 245 |
| 24 | 9 | 25 | 62 | 66 | 151 | 245 | 245 |
| 25 | 10 | 25 | 64 | 66 | 151 | 245 | 245 |
| 26 | 10 | 25 | 67 | 68 | 151 | 245 | 245 |
| 27 | 11 | 25 | 69 | 70 | 151 | 245 | 245 |
| 28 | 11 | 25 | 72 | 72 | 151 | 245 | 245 |
| 29 | 11 | 25 | 74 | 73 | 151 | 245 | 245 |
| 30 | 12 | 26 | 77 | 76 | 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

2

14

20

42

159

304

3 138

2

2

14

20

42

159

347

2 352

3

1

14

23

46

154

363

1 780

4

2

15

25

50

151

363

1 378

5

2

17

29

52

151

355

1 093

6

4

20

31

55

151

341

887

7

5

22

33

57

151

325

733

8

6

23

34

60

151

308

616

9

6

24

36

62

151

291

525

10

6

25

37

64

151

273

452

11

7

25

38

65

151

257

393

12

7

25

38

65

151

245

344

13

7

25

38

66

151

245

303

14

7

25

38

65

151

245

268

15

7

25

40

65

151

245

245

16

7

25

43

65

151

245

245

17

7

25

45

65

151

245

245

18

7

25

47

65

151

245

245

19

7

25

50

65

151

245

245

20

7

25

52

65

151

245

245

21

7

25

54

66

151

245

245

22

8

25

57

66

151

245

245

23

9

25

59

66

151

245

245

24

9

25

62

66

151

245

245

25

10

25

64

66

151

245

245

26

10

25

67

68

151

245

245

27

11

25

69

70

151

245

245

28

11

25

72

72

151

245

245

29

11

25

74

73

151

245

245

30

12

26

77

76

151

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 | 92 | 113 | 230 | 353 | 3 699 |
| 2 | 70 | 82 | 89 | 110 | 227 | 400 | 2 753 |
| 3 | 72 | 85 | 94 | 117 | 225 | 414 | 2 067 |
| 4 | 71 | 85 | 95 | 119 | 221 | 411 | 1 587 |
| 5 | 70 | 85 | 96 | 119 | 219 | 399 | 1 250 |
| 6 | 70 | 86 | 97 | 121 | 217 | 382 | 1 008 |
| 7 | 70 | 86 | 97 | 121 | 216 | 362 | 830 |
| 8 | 69 | 86 | 97 | 123 | 215 | 342 | 695 |
| 9 | 68 | 86 | 98 | 125 | 214 | 322 | 590 |
| 10 | 65 | 84 | 96 | 123 | 210 | 304 | 507 |
| 11 | 63 | 82 | 94 | 122 | 208 | 301 | 440 |
| 12 | 62 | 81 | 93 | 121 | 207 | 300 | 384 |
| 13 | 61 | 80 | 93 | 120 | 206 | 299 | 338 |
| 14 | 61 | 80 | 92 | 120 | 206 | 299 | 299 |
| 15 | 61 | 80 | 92 | 120 | 205 | 299 | 299 |
| 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 |
| 17 | 60 | 79 | 91 | 119 | 205 | 298 | 298 |
| 18 | 59 | 78 | 91 | 118 | 204 | 297 | 297 |
| 19 | 59 | 77 | 90 | 118 | 203 | 297 | 297 |
| 20 | 58 | 77 | 89 | 117 | 203 | 296 | 296 |
| 21 | 58 | 76 | 89 | 116 | 202 | 296 | 296 |
| 22 | 57 | 76 | 88 | 116 | 201 | 295 | 295 |
| 23 | 56 | 75 | 87 | 115 | 201 | 294 | 294 |
| 24 | 55 | 74 | 86 | 114 | 200 | 293 | 293 |
| 25 | 54 | 73 | 85 | 113 | 199 | 292 | 292 |
| 26 | 53 | 72 | 84 | 112 | 198 | 291 | 291 |
| 27 | 52 | 71 | 83 | 111 | 197 | 290 | 290 |
| 28 | 51 | 70 | 82 | 110 | 195 | 289 | 289 |
| 29 | 50 | 68 | 81 | 109 | 194 | 288 | 288 |
| 30 | 49 | 67 | 83 | 108 | 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

92

113

230

353

3 699

2

70

82

89

110

227

400

2 753

3

72

85

94

117

225

414

2 067

4

71

85

95

119

221

411

1 587

5

70

85

96

119

219

399

1 250

6

70

86

97

121

217

382

1 008

7

70

86

97

121

216

362

830

8

69

86

97

123

215

342

695

9

68

86

98

125

214

322

590

10

65

84

96

123

210

304

507

11

63

82

94

122

208

301

440

12

62

81

93

121

207

300

384

13

61

80

93

120

206

299

338

14

61

80

92

120

206

299

299

15

61

80

92

120

205

299

299

16

60

79

91

119

205

298

298

17

60

79

91

119

205

298

298

18

59

78

91

118

204

297

297

19

59

77

90

118

203

297

297

20

58

77

89

117

203

296

296

21

58

76

89

116

202

296

296

22

57

76

88

116

201

295

295

23

56

75

87

115

201

294

294

24

55

74

86

114

200

293

293

25

54

73

85

113

199

292

292

26

53

72

84

112

198

291

291

27

52

71

83

111

197

290

290

28

51

70

82

110

195

289

289

29

50

68

81

109

194

288

288

30

49

67

83

108

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 | 307 | 3 178 |
| 2 | 8 | 20 | 26 | 47 | 165 | 350 | 2 373 |
| 3 | 8 | 21 | 30 | 53 | 161 | 365 | 1 795 |
| 4 | 9 | 23 | 33 | 57 | 159 | 365 | 1 388 |
| 5 | 10 | 25 | 36 | 60 | 159 | 357 | 1 101 |
| 6 | 12 | 27 | 38 | 63 | 159 | 343 | 892 |
| 7 | 13 | 30 | 40 | 65 | 159 | 326 | 738 |
| 8 | 12 | 30 | 41 | 67 | 158 | 309 | 620 |
| 9 | 12 | 30 | 42 | 69 | 158 | 291 | 527 |
| 10 | 12 | 31 | 43 | 71 | 158 | 274 | 454 |
| 11 | 13 | 31 | 44 | 71 | 157 | 257 | 394 |
| 12 | 13 | 31 | 44 | 71 | 157 | 251 | 345 |
| 13 | 13 | 31 | 44 | 72 | 157 | 251 | 304 |
| 14 | 13 | 32 | 44 | 72 | 157 | 251 | 269 |
| 15 | 13 | 32 | 44 | 72 | 158 | 251 | 251 |
| 16 | 13 | 31 | 44 | 71 | 157 | 251 | 251 |
| 17 | 13 | 32 | 45 | 72 | 158 | 251 | 251 |
| 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 |
| 19 | 13 | 32 | 50 | 72 | 158 | 251 | 251 |
| 20 | 14 | 33 | 53 | 73 | 159 | 252 | 252 |
| 21 | 14 | 33 | 55 | 73 | 159 | 252 | 252 |
| 22 | 15 | 33 | 58 | 73 | 159 | 253 | 253 |
| 23 | 15 | 33 | 59 | 73 | 159 | 253 | 253 |
| 24 | 15 | 33 | 62 | 73 | 159 | 253 | 253 |
| 25 | 15 | 33 | 65 | 73 | 159 | 253 | 253 |
| 26 | 15 | 33 | 67 | 73 | 159 | 253 | 253 |
| 27 | 15 | 33 | 70 | 73 | 159 | 253 | 253 |
| 28 | 15 | 33 | 72 | 73 | 159 | 252 | 252 |
| 29 | 14 | 33 | 74 | 75 | 159 | 252 | 252 |
| 30 | 14 | 33 | 78 | 77 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

18

25

46

163

307

3 178

2

8

20

26

47

165

350

2 373

3

8

21

30

53

161

365

1 795

4

9

23

33

57

159

365

1 388

5

10

25

36

60

159

357

1 101

6

12

27

38

63

159

343

892

7

13

30

40

65

159

326

738

8

12

30

41

67

158

309

620

9

12

30

42

69

158

291

527

10

12

31

43

71

158

274

454

11

13

31

44

71

157

257

394

12

13

31

44

71

157

251

345

13

13

31

44

72

157

251

304

14

13

32

44

72

157

251

269

15

13

32

44

72

158

251

251

16

13

31

44

71

157

251

251

17

13

32

45

72

158

251

251

18

13

32

47

72

158

251

251

19

13

32

50

72

158

251

251

20

14

33

53

73

159

252

252

21

14

33

55

73

159

252

252

22

15

33

58

73

159

253

253

23

15

33

59

73

159

253

253

24

15

33

62

73

159

253

253

25

15

33

65

73

159

253

253

26

15

33

67

73

159

253

253

27

15

33

70

73

159

253

253

28

15

33

72

73

159

252

252

29

14

33

74

75

159

252

252

30

14

33

78

77

159

252

252

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 | 41 | 53 | 60 | 81 | 198 | 303 | 3 125 |
| 2 | 45 | 57 | 63 | 85 | 202 | 346 | 2 346 |
| 3 | 49 | 61 | 70 | 93 | 201 | 363 | 1 780 |
| 4 | 51 | 65 | 75 | 99 | 201 | 364 | 1 381 |
| 5 | 53 | 68 | 79 | 102 | 202 | 357 | 1 098 |
| 6 | 54 | 70 | 81 | 106 | 202 | 344 | 893 |
| 7 | 56 | 72 | 83 | 107 | 201 | 329 | 741 |
| 8 | 55 | 72 | 83 | 109 | 201 | 312 | 624 |
| 9 | 54 | 72 | 84 | 111 | 200 | 295 | 533 |
| 10 | 54 | 72 | 84 | 112 | 199 | 292 | 459 |
| 11 | 53 | 71 | 84 | 111 | 198 | 291 | 399 |
| 12 | 52 | 70 | 83 | 110 | 196 | 290 | 350 |
| 13 | 51 | 69 | 82 | 109 | 195 | 288 | 308 |
| 14 | 49 | 68 | 81 | 108 | 194 | 287 | 287 |
| 15 | 49 | 67 | 80 | 107 | 193 | 286 | 286 |
| 16 | 48 | 66 | 79 | 107 | 192 | 286 | 286 |
| 17 | 47 | 66 | 78 | 106 | 192 | 285 | 285 |
| 18 | 47 | 65 | 78 | 105 | 191 | 285 | 285 |
| 19 | 46 | 65 | 77 | 105 | 191 | 284 | 284 |
| 20 | 46 | 64 | 77 | 104 | 190 | 284 | 284 |
| 21 | 45 | 64 | 76 | 104 | 190 | 283 | 283 |
| 22 | 44 | 63 | 76 | 103 | 189 | 282 | 282 |
| 23 | 44 | 62 | 75 | 102 | 188 | 282 | 282 |
| 24 | 43 | 62 | 74 | 102 | 188 | 281 | 281 |
| 25 | 42 | 61 | 73 | 101 | 187 | 280 | 280 |
| 26 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 27 | 41 | 59 | 72 | 99 | 185 | 278 | 278 |
| 28 | 40 | 58 | 73 | 98 | 184 | 278 | 278 |
| 29 | 39 | 58 | 76 | 98 | 184 | 277 | 277 |
| 30 | 38 | 57 | 78 | 97 | 183 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

41

53

60

81

198

303

3 125

2

45

57

63

85

202

346

2 346

3

49

61

70

93

201

363

1 780

4

51

65

75

99

201

364

1 381

5

53

68

79

102

202

357

1 098

6

54

70

81

106

202

344

893

7

56

72

83

107

201

329

741

8

55

72

83

109

201

312

624

9

54

72

84

111

200

295

533

10

54

72

84

112

199

292

459

11

53

71

84

111

198

291

399

12

52

70

83

110

196

290

350

13

51

69

82

109

195

288

308

14

49

68

81

108

194

287

287

15

49

67

80

107

193

286

286

16

48

66

79

107

192

286

286

17

47

66

78

106

192

285

285

18

47

65

78

105

191

285

285

19

46

65

77

105

191

284

284

20

46

64

77

104

190

284

284

21

45

64

76

104

190

283

283

22

44

63

76

103

189

282

282

23

44

62

75

102

188

282

282

24

43

62

74

102

188

281

281

25

42

61

73

101

187

280

280

26

41

60

72

100

186

279

279

27

41

59

72

99

185

278

278

28

40

58

73

98

184

278

278

29

39

58

76

98

184

277

277

30

38

57

78

97

183

276

276

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 | 158 | 304 | 3 136 |
| 2 | 1 | 13 | 20 | 41 | 158 | 347 | 2 350 |
| 3 | 1 | 14 | 22 | 46 | 153 | 363 | 1 779 |
| 4 | 1 | 15 | 25 | 49 | 151 | 363 | 1 377 |
| 5 | 2 | 17 | 28 | 51 | 151 | 354 | 1 092 |
| 6 | 3 | 19 | 30 | 54 | 151 | 341 | 886 |
| 7 | 5 | 22 | 32 | 57 | 151 | 325 | 733 |
| 8 | 5 | 22 | 33 | 59 | 151 | 308 | 616 |
| 9 | 5 | 23 | 35 | 62 | 151 | 290 | 525 |
| 10 | 6 | 24 | 36 | 64 | 151 | 273 | 452 |
| 11 | 6 | 24 | 37 | 65 | 151 | 256 | 392 |
| 12 | 6 | 25 | 37 | 65 | 151 | 244 | 343 |
| 13 | 6 | 25 | 37 | 65 | 151 | 244 | 302 |
| 14 | 6 | 25 | 37 | 65 | 151 | 244 | 268 |
| 15 | 6 | 25 | 40 | 65 | 151 | 244 | 244 |
| 16 | 6 | 25 | 43 | 65 | 151 | 244 | 244 |
| 17 | 6 | 25 | 45 | 65 | 151 | 244 | 244 |
| 18 | 6 | 25 | 47 | 65 | 151 | 244 | 244 |
| 19 | 7 | 25 | 50 | 65 | 151 | 244 | 244 |
| 20 | 7 | 25 | 52 | 65 | 151 | 244 | 244 |
| 21 | 7 | 25 | 54 | 65 | 151 | 244 | 244 |
| 22 | 8 | 25 | 57 | 65 | 151 | 244 | 244 |
| 23 | 9 | 25 | 59 | 65 | 151 | 244 | 244 |
| 24 | 9 | 25 | 62 | 65 | 151 | 244 | 244 |
| 25 | 10 | 25 | 64 | 66 | 151 | 244 | 244 |
| 26 | 10 | 25 | 67 | 68 | 151 | 244 | 244 |
| 27 | 11 | 25 | 69 | 70 | 151 | 244 | 244 |
| 28 | 11 | 25 | 72 | 72 | 151 | 244 | 244 |
| 29 | 11 | 25 | 74 | 73 | 151 | 244 | 244 |
| 30 | 12 | 26 | 77 | 76 | 151 | 244 | 244 |

Duration (in years)

Credit quality step 0

Credit 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

158

304

3 136

2

1

13

20

41

158

347

2 350

3

1

14

22

46

153

363

1 779

4

1

15

25

49

151

363

1 377

5

2

17

28

51

151

354

1 092

6

3

19

30

54

151

341

886

7

5

22

32

57

151

325

733

8

5

22

33

59

151

308

616

9

5

23

35

62

151

290

525

10

6

24

36

64

151

273

452

11

6

24

37

65

151

256

392

12

6

25

37

65

151

244

343

13

6

25

37

65

151

244

302

14

6

25

37

65

151

244

268

15

6

25

40

65

151

244

244

16

6

25

43

65

151

244

244

17

6

25

45

65

151

244

244

18

6

25

47

65

151

244

244

19

7

25

50

65

151

244

244

20

7

25

52

65

151

244

244

21

7

25

54

65

151

244

244

22

8

25

57

65

151

244

244

23

9

25

59

65

151

244

244

24

9

25

62

65

151

244

244

25

10

25

64

66

151

244

244

26

10

25

67

68

151

244

244

27

11

25

69

70

151

244

244

28

11

25

72

72

151

244

244

29

11

25

74

73

151

244

244

30

12

26

77

76

151

244

244

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 | 44 | 177 | 316 | 3 278 |
| 2 | 0 | 11 | 22 | 44 | 177 | 361 | 2 458 |
| 3 | 1 | 10 | 23 | 49 | 172 | 377 | 1 858 |
| 4 | 1 | 13 | 26 | 54 | 169 | 376 | 1 435 |
| 5 | 2 | 16 | 28 | 58 | 168 | 367 | 1 135 |
| 6 | 2 | 18 | 32 | 59 | 167 | 352 | 919 |
| 7 | 4 | 21 | 36 | 59 | 166 | 335 | 758 |
| 8 | 6 | 24 | 37 | 59 | 164 | 317 | 636 |
| 9 | 9 | 30 | 41 | 58 | 163 | 298 | 541 |
| 10 | 11 | 34 | 42 | 57 | 163 | 280 | 465 |
| 11 | 10 | 33 | 42 | 57 | 162 | 263 | 403 |
| 12 | 9 | 32 | 42 | 57 | 161 | 254 | 353 |
| 13 | 8 | 31 | 42 | 57 | 160 | 254 | 310 |
| 14 | 8 | 31 | 43 | 58 | 160 | 253 | 275 |
| 15 | 8 | 31 | 43 | 58 | 159 | 252 | 252 |
| 16 | 8 | 31 | 43 | 58 | 158 | 251 | 251 |
| 17 | 8 | 31 | 46 | 58 | 157 | 250 | 250 |
| 18 | 8 | 31 | 48 | 58 | 156 | 250 | 250 |
| 19 | 8 | 31 | 51 | 58 | 156 | 249 | 249 |
| 20 | 9 | 31 | 53 | 58 | 156 | 250 | 250 |
| 21 | 9 | 31 | 55 | 60 | 156 | 250 | 250 |
| 22 | 9 | 31 | 58 | 62 | 156 | 250 | 250 |
| 23 | 9 | 31 | 61 | 63 | 156 | 249 | 249 |
| 24 | 10 | 31 | 63 | 65 | 155 | 248 | 248 |
| 25 | 10 | 31 | 66 | 67 | 154 | 248 | 248 |
| 26 | 10 | 31 | 68 | 69 | 154 | 247 | 247 |
| 27 | 11 | 31 | 71 | 71 | 153 | 247 | 247 |
| 28 | 11 | 31 | 73 | 73 | 153 | 246 | 246 |
| 29 | 12 | 31 | 75 | 75 | 152 | 246 | 246 |
| 30 | 12 | 31 | 78 | 77 | 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

0

11

22

44

177

316

3 278

2

0

11

22

44

177

361

2 458

3

1

10

23

49

172

377

1 858

4

1

13

26

54

169

376

1 435

5

2

16

28

58

168

367

1 135

6

2

18

32

59

167

352

919

7

4

21

36

59

166

335

758

8

6

24

37

59

164

317

636

9

9

30

41

58

163

298

541

10

11

34

42

57

163

280

465

11

10

33

42

57

162

263

403

12

9

32

42

57

161

254

353

13

8

31

42

57

160

254

310

14

8

31

43

58

160

253

275

15

8

31

43

58

159

252

252

16

8

31

43

58

158

251

251

17

8

31

46

58

157

250

250

18

8

31

48

58

156

250

250

19

8

31

51

58

156

249

249

20

9

31

53

58

156

250

250

21

9

31

55

60

156

250

250

22

9

31

58

62

156

250

250

23

9

31

61

63

156

249

249

24

10

31

63

65

155

248

248

25

10

31

66

67

154

248

248

26

10

31

68

69

154

247

247

27

11

31

71

71

153

247

247

28

11

31

73

73

153

246

246

29

12

31

75

75

152

246

246

30

12

31

78

77

152

245

245

3.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 80 | 92 | 99 | 120 | 237 | 332 | 3 425 |
| 2 | 79 | 91 | 97 | 118 | 236 | 376 | 2 571 |
| 3 | 77 | 90 | 98 | 122 | 229 | 394 | 1 949 |
| 4 | 75 | 89 | 99 | 124 | 225 | 395 | 1 509 |
| 5 | 74 | 89 | 100 | 124 | 223 | 385 | 1 196 |
| 6 | 74 | 90 | 101 | 125 | 221 | 371 | 970 |
| 7 | 73 | 90 | 100 | 125 | 219 | 353 | 801 |
| 8 | 71 | 88 | 99 | 125 | 217 | 335 | 673 |
| 9 | 69 | 87 | 99 | 126 | 215 | 316 | 572 |
| 10 | 68 | 87 | 99 | 126 | 213 | 307 | 492 |
| 11 | 67 | 86 | 98 | 126 | 212 | 305 | 427 |
| 12 | 66 | 84 | 97 | 125 | 211 | 304 | 373 |
| 13 | 64 | 83 | 96 | 123 | 209 | 302 | 328 |
| 14 | 63 | 82 | 94 | 122 | 208 | 301 | 301 |
| 15 | 62 | 80 | 93 | 121 | 206 | 300 | 300 |
| 16 | 61 | 79 | 92 | 119 | 205 | 299 | 299 |
| 17 | 60 | 78 | 91 | 118 | 204 | 298 | 298 |
| 18 | 59 | 77 | 90 | 118 | 203 | 297 | 297 |
| 19 | 58 | 77 | 89 | 117 | 203 | 296 | 296 |
| 20 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 21 | 56 | 75 | 87 | 115 | 201 | 294 | 294 |
| 22 | 55 | 74 | 86 | 114 | 200 | 293 | 293 |
| 23 | 54 | 73 | 85 | 113 | 199 | 292 | 292 |
| 24 | 53 | 72 | 84 | 112 | 198 | 291 | 291 |
| 25 | 52 | 71 | 83 | 111 | 197 | 290 | 290 |
| 26 | 51 | 70 | 82 | 110 | 196 | 289 | 289 |
| 27 | 50 | 68 | 81 | 109 | 194 | 288 | 288 |
| 28 | 49 | 67 | 80 | 107 | 193 | 287 | 287 |
| 29 | 48 | 66 | 79 | 106 | 192 | 286 | 286 |
| 30 | 47 | 65 | 82 | 105 | 191 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

92

99

120

237

332

3 425

2

79

91

97

118

236

376

2 571

3

77

90

98

122

229

394

1 949

4

75

89

99

124

225

395

1 509

5

74

89

100

124

223

385

1 196

6

74

90

101

125

221

371

970

7

73

90

100

125

219

353

801

8

71

88

99

125

217

335

673

9

69

87

99

126

215

316

572

10

68

87

99

126

213

307

492

11

67

86

98

126

212

305

427

12

66

84

97

125

211

304

373

13

64

83

96

123

209

302

328

14

63

82

94

122

208

301

301

15

62

80

93

121

206

300

300

16

61

79

92

119

205

299

299

17

60

78

91

118

204

298

298

18

59

77

90

118

203

297

297

19

58

77

89

117

203

296

296

20

57

76

88

116

202

295

295

21

56

75

87

115

201

294

294

22

55

74

86

114

200

293

293

23

54

73

85

113

199

292

292

24

53

72

84

112

198

291

291

25

52

71

83

111

197

290

290

26

51

70

82

110

196

289

289

27

50

68

81

109

194

288

288

28

49

67

80

107

193

287

287

29

48

66

79

106

192

286

286

30

47

65

82

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 | 53 | 65 | 71 | 92 | 210 | 326 | 3 386 |
| 2 | 52 | 64 | 70 | 92 | 209 | 372 | 2 537 |
| 3 | 51 | 64 | 72 | 96 | 203 | 388 | 1 919 |
| 4 | 50 | 64 | 74 | 99 | 200 | 388 | 1 484 |
| 5 | 50 | 64 | 76 | 99 | 199 | 379 | 1 175 |
| 6 | 49 | 65 | 76 | 101 | 197 | 364 | 952 |
| 7 | 50 | 66 | 77 | 101 | 196 | 347 | 787 |
| 8 | 48 | 66 | 77 | 103 | 194 | 328 | 660 |
| 9 | 47 | 65 | 77 | 104 | 193 | 310 | 562 |
| 10 | 47 | 65 | 77 | 105 | 192 | 291 | 483 |
| 11 | 46 | 65 | 77 | 105 | 191 | 284 | 419 |
| 12 | 45 | 64 | 77 | 104 | 190 | 283 | 367 |
| 13 | 45 | 64 | 76 | 104 | 190 | 283 | 323 |
| 14 | 44 | 63 | 75 | 103 | 189 | 282 | 285 |
| 15 | 44 | 62 | 75 | 102 | 188 | 282 | 282 |
| 16 | 43 | 62 | 74 | 102 | 187 | 281 | 281 |
| 17 | 42 | 61 | 74 | 101 | 187 | 280 | 280 |
| 18 | 42 | 61 | 73 | 101 | 187 | 280 | 280 |
| 19 | 41 | 60 | 73 | 100 | 186 | 279 | 279 |
| 20 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 21 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 22 | 41 | 59 | 72 | 99 | 185 | 278 | 278 |
| 23 | 40 | 59 | 71 | 99 | 185 | 278 | 278 |
| 24 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 25 | 39 | 57 | 70 | 97 | 183 | 277 | 277 |
| 26 | 38 | 57 | 70 | 97 | 183 | 276 | 276 |
| 27 | 37 | 56 | 73 | 96 | 182 | 275 | 275 |
| 28 | 37 | 55 | 76 | 95 | 181 | 275 | 275 |
| 29 | 36 | 55 | 78 | 95 | 180 | 274 | 274 |
| 30 | 35 | 54 | 81 | 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

53

65

71

92

210

326

3 386

2

52

64

70

92

209

372

2 537

3

51

64

72

96

203

388

1 919

4

50

64

74

99

200

388

1 484

5

50

64

76

99

199

379

1 175

6

49

65

76

101

197

364

952

7

50

66

77

101

196

347

787

8

48

66

77

103

194

328

660

9

47

65

77

104

193

310

562

10

47

65

77

105

192

291

483

11

46

65

77

105

191

284

419

12

45

64

77

104

190

283

367

13

45

64

76

104

190

283

323

14

44

63

75

103

189

282

285

15

44

62

75

102

188

282

282

16

43

62

74

102

187

281

281

17

42

61

74

101

187

280

280

18

42

61

73

101

187

280

280

19

41

60

73

100

186

279

279

20

41

60

72

100

186

279

279

21

41

60

72

100

186

279

279

22

41

59

72

99

185

278

278

23

40

59

71

99

185

278

278

24

39

58

70

98

184

277

277

25

39

57

70

97

183

277

277

26

38

57

70

97

183

276

276

27

37

56

73

96

182

275

275

28

37

55

76

95

181

275

275

29

36

55

78

95

180

274

274

30

35

54

81

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 | 309 | 3 200 |
| 2 | 28 | 40 | 46 | 67 | 185 | 352 | 2 388 |
| 3 | 27 | 39 | 48 | 71 | 179 | 367 | 1 804 |
| 4 | 26 | 40 | 50 | 74 | 176 | 367 | 1 395 |
| 5 | 26 | 41 | 52 | 76 | 175 | 358 | 1 105 |
| 6 | 27 | 43 | 54 | 78 | 174 | 344 | 896 |
| 7 | 27 | 44 | 55 | 79 | 173 | 328 | 741 |
| 8 | 27 | 44 | 55 | 81 | 173 | 310 | 623 |
| 9 | 26 | 44 | 56 | 83 | 172 | 293 | 530 |
| 10 | 26 | 44 | 57 | 84 | 171 | 275 | 456 |
| 11 | 26 | 44 | 57 | 84 | 171 | 264 | 396 |
| 12 | 25 | 44 | 56 | 84 | 170 | 263 | 347 |
| 13 | 25 | 43 | 56 | 83 | 169 | 262 | 305 |
| 14 | 24 | 43 | 55 | 83 | 169 | 262 | 270 |
| 15 | 23 | 42 | 54 | 82 | 168 | 261 | 261 |
| 16 | 23 | 41 | 54 | 81 | 167 | 261 | 261 |
| 17 | 22 | 41 | 54 | 81 | 167 | 260 | 260 |
| 18 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 19 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 21 | 22 | 41 | 55 | 81 | 167 | 260 | 260 |
| 22 | 22 | 41 | 58 | 81 | 167 | 260 | 260 |
| 23 | 22 | 41 | 61 | 81 | 167 | 260 | 260 |
| 24 | 22 | 40 | 62 | 80 | 166 | 260 | 260 |
| 25 | 21 | 40 | 65 | 80 | 166 | 259 | 259 |
| 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 |
| 27 | 21 | 39 | 70 | 80 | 165 | 259 | 259 |
| 28 | 20 | 39 | 72 | 79 | 165 | 258 | 258 |
| 29 | 20 | 39 | 75 | 79 | 165 | 258 | 258 |
| 30 | 20 | 39 | 78 | 79 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

39

46

67

184

309

3 200

2

28

40

46

67

185

352

2 388

3

27

39

48

71

179

367

1 804

4

26

40

50

74

176

367

1 395

5

26

41

52

76

175

358

1 105

6

27

43

54

78

174

344

896

7

27

44

55

79

173

328

741

8

27

44

55

81

173

310

623

9

26

44

56

83

172

293

530

10

26

44

57

84

171

275

456

11

26

44

57

84

171

264

396

12

25

44

56

84

170

263

347

13

25

43

56

83

169

262

305

14

24

43

55

83

169

262

270

15

23

42

54

82

168

261

261

16

23

41

54

81

167

261

261

17

22

41

54

81

167

260

260

18

22

41

53

81

167

260

260

19

22

41

53

81

167

260

260

20

22

41

53

81

167

260

260

21

22

41

55

81

167

260

260

22

22

41

58

81

167

260

260

23

22

41

61

81

167

260

260

24

22

40

62

80

166

260

260

25

21

40

65

80

166

259

259

26

21

40

67

80

166

259

259

27

21

39

70

80

165

259

259

28

20

39

72

79

165

258

258

29

20

39

75

79

165

258

258

30

20

39

78

79

164

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 | 4 | 23 | 141 | 295 | 3 040 |
| 2 | 0 | 1 | 6 | 24 | 142 | 336 | 2 271 |
| 3 | 1 | 1 | 8 | 29 | 137 | 351 | 1 719 |
| 4 | 1 | 3 | 12 | 33 | 134 | 352 | 1 331 |
| 5 | 1 | 4 | 15 | 35 | 134 | 344 | 1 056 |
| 6 | 2 | 4 | 17 | 38 | 134 | 331 | 858 |
| 7 | 2 | 6 | 20 | 40 | 134 | 315 | 710 |
| 8 | 2 | 6 | 21 | 43 | 134 | 299 | 597 |
| 9 | 4 | 7 | 24 | 45 | 134 | 282 | 509 |
| 10 | 4 | 8 | 27 | 47 | 134 | 265 | 438 |
| 11 | 4 | 9 | 30 | 49 | 135 | 249 | 380 |
| 12 | 4 | 9 | 31 | 48 | 134 | 233 | 333 |
| 13 | 4 | 11 | 34 | 49 | 135 | 228 | 293 |
| 14 | 5 | 11 | 37 | 49 | 135 | 228 | 260 |
| 15 | 6 | 13 | 39 | 48 | 133 | 227 | 231 |
| 16 | 6 | 13 | 41 | 47 | 133 | 226 | 226 |
| 17 | 6 | 14 | 44 | 49 | 133 | 226 | 226 |
| 18 | 6 | 15 | 46 | 51 | 133 | 226 | 226 |
| 19 | 7 | 16 | 48 | 53 | 133 | 226 | 226 |
| 20 | 7 | 16 | 51 | 55 | 134 | 227 | 227 |
| 21 | 7 | 18 | 54 | 57 | 134 | 227 | 227 |
| 22 | 8 | 19 | 55 | 58 | 134 | 227 | 227 |
| 23 | 8 | 19 | 58 | 61 | 134 | 227 | 227 |
| 24 | 8 | 21 | 60 | 63 | 134 | 227 | 227 |
| 25 | 9 | 21 | 63 | 65 | 133 | 227 | 227 |
| 26 | 9 | 22 | 65 | 67 | 135 | 227 | 227 |
| 27 | 10 | 23 | 68 | 69 | 136 | 226 | 226 |
| 28 | 10 | 24 | 70 | 71 | 137 | 226 | 226 |
| 29 | 10 | 24 | 73 | 73 | 138 | 226 | 226 |
| 30 | 11 | 26 | 75 | 74 | 139 | 226 | 226 |

Duration (in years)

Credit quality step 0

Credit 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

4

23

141

295

3 040

2

0

1

6

24

142

336

2 271

3

1

1

8

29

137

351

1 719

4

1

3

12

33

134

352

1 331

5

1

4

15

35

134

344

1 056

6

2

4

17

38

134

331

858

7

2

6

20

40

134

315

710

8

2

6

21

43

134

299

597

9

4

7

24

45

134

282

509

10

4

8

27

47

134

265

438

11

4

9

30

49

135

249

380

12

4

9

31

48

134

233

333

13

4

11

34

49

135

228

293

14

5

11

37

49

135

228

260

15

6

13

39

48

133

227

231

16

6

13

41

47

133

226

226

17

6

14

44

49

133

226

226

18

6

15

46

51

133

226

226

19

7

16

48

53

133

226

226

20

7

16

51

55

134

227

227

21

7

18

54

57

134

227

227

22

8

19

55

58

134

227

227

23

8

19

58

61

134

227

227

24

8

21

60

63

134

227

227

25

9

21

63

65

133

227

227

26

9

22

65

67

135

227

227

27

10

23

68

69

136

226

226

28

10

24

70

71

137

226

226

29

10

24

73

73

138

226

226

30

11

26

75

74

139

226

226

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 | 311 | 3 221 |
| 2 | 41 | 53 | 59 | 80 | 198 | 355 | 2 411 |
| 3 | 40 | 53 | 61 | 85 | 192 | 370 | 1 823 |
| 4 | 39 | 53 | 63 | 88 | 189 | 371 | 1 410 |
| 5 | 39 | 54 | 66 | 89 | 188 | 362 | 1 118 |
| 6 | 40 | 56 | 67 | 91 | 187 | 348 | 907 |
| 7 | 41 | 57 | 68 | 92 | 187 | 332 | 751 |
| 8 | 40 | 57 | 68 | 94 | 186 | 315 | 631 |
| 9 | 39 | 57 | 69 | 96 | 185 | 297 | 537 |
| 10 | 39 | 57 | 70 | 97 | 184 | 279 | 463 |
| 11 | 39 | 57 | 70 | 97 | 183 | 277 | 402 |
| 12 | 38 | 57 | 69 | 97 | 183 | 276 | 351 |
| 13 | 37 | 56 | 68 | 96 | 182 | 275 | 310 |
| 14 | 37 | 55 | 68 | 95 | 181 | 275 | 275 |
| 15 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 16 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 17 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 18 | 34 | 53 | 66 | 93 | 179 | 272 | 272 |
| 19 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 20 | 34 | 53 | 65 | 93 | 178 | 272 | 272 |
| 21 | 34 | 52 | 65 | 92 | 178 | 272 | 272 |
| 22 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 23 | 33 | 51 | 64 | 91 | 177 | 270 | 270 |
| 24 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 25 | 31 | 50 | 66 | 90 | 176 | 269 | 269 |
| 26 | 30 | 49 | 68 | 89 | 175 | 268 | 268 |
| 27 | 30 | 48 | 71 | 88 | 174 | 268 | 268 |
| 28 | 29 | 48 | 73 | 88 | 174 | 267 | 267 |
| 29 | 28 | 47 | 76 | 87 | 173 | 266 | 266 |
| 30 | 28 | 46 | 78 | 86 | 172 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit 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

311

3 221

2

41

53

59

80

198

355

2 411

3

40

53

61

85

192

370

1 823

4

39

53

63

88

189

371

1 410

5

39

54

66

89

188

362

1 118

6

40

56

67

91

187

348

907

7

41

57

68

92

187

332

751

8

40

57

68

94

186

315

631

9

39

57

69

96

185

297

537

10

39

57

70

97

184

279

463

11

39

57

70

97

183

277

402

12

38

57

69

97

183

276

351

13

37

56

68

96

182

275

310

14

37

55

68

95

181

275

275

15

36

55

67

95

181

274

274

16

35

54

66

94

180

273

273

17

35

54

66

94

180

273

273

18

34

53

66

93

179

272

272

19

34

53

65

93

179

272

272

20

34

53

65

93

178

272

272

21

34

52

65

92

178

272

272

22

33

52

64

92

178

271

271

23

33

51

64

91

177

270

270

24

32

51

63

91

177

270

270

25

31

50

66

90

176

269

269

26

30

49

68

89

175

268

268

27

30

48

71

88

174

268

268

28

29

48

73

88

174

267

267

29

28

47

76

87

173

266

266

30

28

46

78

86

172

265

265

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 | 25 | 32 | 53 | 170 | 300 | 3 093 |
| 2 | 17 | 29 | 35 | 56 | 174 | 343 | 2 319 |
| 3 | 19 | 32 | 40 | 64 | 171 | 359 | 1 760 |
| 4 | 21 | 35 | 45 | 70 | 171 | 361 | 1 365 |
| 5 | 24 | 39 | 50 | 73 | 173 | 353 | 1 085 |
| 6 | 23 | 39 | 50 | 75 | 171 | 340 | 882 |
| 7 | 28 | 45 | 56 | 80 | 174 | 325 | 730 |
| 8 | 27 | 45 | 56 | 81 | 173 | 308 | 615 |
| 9 | 28 | 46 | 58 | 85 | 174 | 291 | 524 |
| 10 | 30 | 49 | 61 | 88 | 175 | 274 | 452 |
| 11 | 31 | 50 | 62 | 90 | 176 | 269 | 393 |
| 12 | 32 | 51 | 63 | 91 | 177 | 270 | 344 |
| 13 | 33 | 51 | 64 | 91 | 177 | 271 | 303 |
| 14 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 15 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 16 | 33 | 51 | 64 | 91 | 177 | 271 | 271 |
| 17 | 33 | 51 | 64 | 92 | 177 | 271 | 271 |
| 18 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 19 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 20 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 21 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 22 | 32 | 50 | 63 | 90 | 176 | 270 | 270 |
| 23 | 31 | 50 | 63 | 90 | 176 | 269 | 269 |
| 24 | 31 | 50 | 63 | 90 | 176 | 269 | 269 |
| 25 | 31 | 49 | 65 | 89 | 175 | 269 | 269 |
| 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 |
| 27 | 30 | 48 | 70 | 88 | 174 | 268 | 268 |
| 28 | 29 | 48 | 73 | 88 | 174 | 267 | 267 |
| 29 | 29 | 47 | 76 | 87 | 173 | 266 | 266 |
| 30 | 28 | 47 | 78 | 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

25

32

53

170

300

3 093

2

17

29

35

56

174

343

2 319

3

19

32

40

64

171

359

1 760

4

21

35

45

70

171

361

1 365

5

24

39

50

73

173

353

1 085

6

23

39

50

75

171

340

882

7

28

45

56

80

174

325

730

8

27

45

56

81

173

308

615

9

28

46

58

85

174

291

524

10

30

49

61

88

175

274

452

11

31

50

62

90

176

269

393

12

32

51

63

91

177

270

344

13

33

51

64

91

177

271

303

14

33

52

64

92

178

271

271

15

33

52

64

92

178

271

271

16

33

51

64

91

177

271

271

17

33

51

64

92

177

271

271

18

32

51

63

91

177

270

270

19

32

51

63

91

177

270

270

20

32

51

63

91

177

270

270

21

32

51

63

91

177

270

270

22

32

50

63

90

176

270

270

23

31

50

63

90

176

269

269

24

31

50

63

90

176

269

269

25

31

49

65

89

175

269

269

26

30

49

67

89

175

268

268

27

30

48

70

88

174

268

268

28

29

48

73

88

174

267

267

29

29

47

76

87

173

266

266

30

28

47

78

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 | 14 | 26 | 32 | 53 | 171 | 312 | 3 235 |
| 2 | 15 | 27 | 33 | 54 | 172 | 355 | 2 411 |
| 3 | 15 | 28 | 36 | 60 | 168 | 369 | 1 818 |
| 4 | 16 | 29 | 40 | 64 | 166 | 368 | 1 403 |
| 5 | 17 | 31 | 43 | 66 | 165 | 359 | 1 111 |
| 6 | 18 | 34 | 45 | 69 | 165 | 345 | 900 |
| 7 | 19 | 36 | 47 | 71 | 165 | 329 | 744 |
| 8 | 19 | 37 | 48 | 74 | 165 | 311 | 625 |
| 9 | 20 | 38 | 49 | 76 | 165 | 293 | 532 |
| 10 | 20 | 39 | 51 | 78 | 165 | 276 | 458 |
| 11 | 21 | 39 | 52 | 79 | 166 | 259 | 398 |
| 12 | 21 | 40 | 52 | 80 | 166 | 259 | 348 |
| 13 | 21 | 40 | 52 | 80 | 166 | 259 | 306 |
| 14 | 21 | 40 | 52 | 80 | 166 | 259 | 271 |
| 15 | 21 | 40 | 52 | 80 | 166 | 259 | 259 |
| 16 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 17 | 21 | 40 | 52 | 80 | 165 | 259 | 259 |
| 18 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 19 | 21 | 39 | 52 | 79 | 165 | 259 | 259 |
| 20 | 21 | 40 | 53 | 80 | 165 | 259 | 259 |
| 21 | 21 | 39 | 55 | 79 | 165 | 259 | 259 |
| 22 | 20 | 39 | 58 | 79 | 165 | 258 | 258 |
| 23 | 20 | 39 | 61 | 79 | 165 | 258 | 258 |
| 24 | 20 | 38 | 62 | 78 | 164 | 258 | 258 |
| 25 | 19 | 38 | 65 | 78 | 164 | 257 | 257 |
| 26 | 19 | 37 | 67 | 77 | 163 | 257 | 257 |
| 27 | 18 | 37 | 70 | 77 | 163 | 256 | 256 |
| 28 | 18 | 36 | 72 | 76 | 162 | 256 | 256 |
| 29 | 17 | 36 | 75 | 76 | 162 | 255 | 255 |
| 30 | 17 | 36 | 78 | 77 | 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

14

26

32

53

171

312

3 235

2

15

27

33

54

172

355

2 411

3

15

28

36

60

168

369

1 818

4

16

29

40

64

166

368

1 403

5

17

31

43

66

165

359

1 111

6

18

34

45

69

165

345

900

7

19

36

47

71

165

329

744

8

19

37

48

74

165

311

625

9

20

38

49

76

165

293

532

10

20

39

51

78

165

276

458

11

21

39

52

79

166

259

398

12

21

40

52

80

166

259

348

13

21

40

52

80

166

259

306

14

21

40

52

80

166

259

271

15

21

40

52

80

166

259

259

16

21

39

52

80

165

259

259

17

21

40

52

80

165

259

259

18

21

39

52

80

165

259

259

19

21

39

52

79

165

259

259

20

21

40

53

80

165

259

259

21

21

39

55

79

165

259

259

22

20

39

58

79

165

258

258

23

20

39

61

79

165

258

258

24

20

38

62

78

164

258

258

25

19

38

65

78

164

257

257

26

19

37

67

77

163

257

257

27

18

37

70

77

163

256

256

28

18

36

72

76

162

256

256

29

17

36

75

76

162

255

255

30

17

36

78

77

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 | 48 | 60 | 66 | 87 | 205 | 340 | 3 546 |
| 2 | 50 | 62 | 69 | 90 | 207 | 379 | 2 605 |
| 3 | 52 | 65 | 74 | 97 | 205 | 392 | 1 952 |
| 4 | 54 | 67 | 77 | 102 | 203 | 390 | 1 502 |
| 5 | 55 | 70 | 81 | 105 | 204 | 380 | 1 187 |
| 6 | 57 | 73 | 84 | 108 | 205 | 365 | 961 |
| 7 | 59 | 75 | 86 | 110 | 205 | 347 | 793 |
| 8 | 58 | 76 | 87 | 113 | 204 | 328 | 665 |
| 9 | 59 | 77 | 88 | 115 | 204 | 310 | 566 |
| 10 | 59 | 78 | 90 | 117 | 204 | 298 | 486 |
| 11 | 59 | 78 | 90 | 118 | 204 | 297 | 422 |
| 12 | 59 | 77 | 90 | 117 | 203 | 297 | 369 |
| 13 | 58 | 77 | 89 | 117 | 203 | 296 | 324 |
| 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 15 | 57 | 75 | 88 | 115 | 201 | 294 | 294 |
| 16 | 56 | 75 | 87 | 115 | 200 | 294 | 294 |
| 17 | 55 | 74 | 86 | 114 | 200 | 293 | 293 |
| 18 | 55 | 73 | 86 | 113 | 199 | 293 | 293 |
| 19 | 54 | 73 | 85 | 113 | 199 | 292 | 292 |
| 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 |
| 21 | 53 | 71 | 84 | 111 | 197 | 291 | 291 |
| 22 | 52 | 71 | 83 | 111 | 196 | 290 | 290 |
| 23 | 51 | 70 | 82 | 110 | 196 | 289 | 289 |
| 24 | 50 | 69 | 81 | 109 | 195 | 288 | 288 |
| 25 | 49 | 68 | 80 | 108 | 194 | 287 | 287 |
| 26 | 48 | 67 | 79 | 107 | 193 | 286 | 286 |
| 27 | 47 | 66 | 78 | 106 | 192 | 285 | 285 |
| 28 | 46 | 65 | 77 | 105 | 191 | 284 | 284 |
| 29 | 45 | 64 | 78 | 104 | 190 | 283 | 283 |
| 30 | 44 | 63 | 81 | 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

48

60

66

87

205

340

3 546

2

50

62

69

90

207

379

2 605

3

52

65

74

97

205

392

1 952

4

54

67

77

102

203

390

1 502

5

55

70

81

105

204

380

1 187

6

57

73

84

108

205

365

961

7

59

75

86

110

205

347

793

8

58

76

87

113

204

328

665

9

59

77

88

115

204

310

566

10

59

78

90

117

204

298

486

11

59

78

90

118

204

297

422

12

59

77

90

117

203

297

369

13

58

77

89

117

203

296

324

14

57

76

88

116

202

295

295

15

57

75

88

115

201

294

294

16

56

75

87

115

200

294

294

17

55

74

86

114

200

293

293

18

55

73

86

113

199

293

293

19

54

73

85

113

199

292

292

20

53

72

84

112

198

291

291

21

53

71

84

111

197

291

291

22

52

71

83

111

196

290

290

23

51

70

82

110

196

289

289

24

50

69

81

109

195

288

288

25

49

68

80

108

194

287

287

26

48

67

79

107

193

286

286

27

47

66

78

106

192

285

285

28

46

65

77

105

191

284

284

29

45

64

78

104

190

283

283

30

44

63

81

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 | 78 | 90 | 97 | 118 | 235 | 344 | 3 596 |
| 2 | 83 | 95 | 101 | 123 | 240 | 394 | 2 707 |
| 3 | 84 | 97 | 105 | 129 | 236 | 414 | 2 056 |
| 4 | 84 | 98 | 108 | 133 | 234 | 415 | 1 594 |
| 5 | 87 | 102 | 113 | 137 | 236 | 406 | 1 266 |
| 6 | 90 | 105 | 117 | 141 | 237 | 392 | 1 027 |
| 7 | 92 | 109 | 119 | 144 | 238 | 374 | 849 |
| 8 | 93 | 111 | 122 | 147 | 239 | 354 | 714 |
| 9 | 94 | 112 | 124 | 151 | 240 | 335 | 607 |
| 10 | 95 | 113 | 126 | 153 | 240 | 333 | 522 |
| 11 | 95 | 114 | 126 | 154 | 240 | 333 | 453 |
| 12 | 94 | 113 | 125 | 153 | 239 | 332 | 396 |
| 13 | 93 | 112 | 124 | 152 | 238 | 331 | 348 |
| 14 | 92 | 111 | 123 | 151 | 237 | 330 | 330 |
| 15 | 91 | 109 | 122 | 149 | 235 | 328 | 328 |
| 16 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 17 | 88 | 107 | 119 | 147 | 232 | 326 | 326 |
| 18 | 87 | 105 | 118 | 145 | 231 | 324 | 324 |
| 19 | 85 | 104 | 116 | 144 | 230 | 323 | 323 |
| 20 | 84 | 103 | 115 | 143 | 228 | 322 | 322 |
| 21 | 82 | 101 | 113 | 141 | 227 | 320 | 320 |
| 22 | 81 | 99 | 112 | 140 | 225 | 319 | 319 |
| 23 | 79 | 98 | 110 | 138 | 224 | 317 | 317 |
| 24 | 77 | 96 | 109 | 136 | 222 | 315 | 315 |
| 25 | 76 | 94 | 107 | 135 | 220 | 314 | 314 |
| 26 | 74 | 93 | 105 | 133 | 219 | 312 | 312 |
| 27 | 72 | 91 | 104 | 131 | 217 | 310 | 310 |
| 28 | 71 | 89 | 102 | 130 | 215 | 309 | 309 |
| 29 | 69 | 88 | 100 | 128 | 214 | 307 | 307 |
| 30 | 68 | 86 | 99 | 126 | 212 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

78

90

97

118

235

344

3 596

2

83

95

101

123

240

394

2 707

3

84

97

105

129

236

414

2 056

4

84

98

108

133

234

415

1 594

5

87

102

113

137

236

406

1 266

6

90

105

117

141

237

392

1 027

7

92

109

119

144

238

374

849

8

93

111

122

147

239

354

714

9

94

112

124

151

240

335

607

10

95

113

126

153

240

333

522

11

95

114

126

154

240

333

453

12

94

113

125

153

239

332

396

13

93

112

124

152

238

331

348

14

92

111

123

151

237

330

330

15

91

109

122

149

235

328

328

16

89

108

120

148

234

327

327

17

88

107

119

147

232

326

326

18

87

105

118

145

231

324

324

19

85

104

116

144

230

323

323

20

84

103

115

143

228

322

322

21

82

101

113

141

227

320

320

22

81

99

112

140

225

319

319

23

79

98

110

138

224

317

317

24

77

96

109

136

222

315

315

25

76

94

107

135

220

314

314

26

74

93

105

133

219

312

312

27

72

91

104

131

217

310

310

28

71

89

102

130

215

309

309

29

69

88

100

128

214

307

307

30

68

86

99

126

212

306

306

3.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 19 | 26 | 47 | 164 | 312 | 3 233 |
| 2 | 10 | 22 | 29 | 50 | 167 | 356 | 2 417 |
| 3 | 12 | 25 | 33 | 57 | 164 | 371 | 1 825 |
| 4 | 14 | 27 | 38 | 62 | 163 | 370 | 1 410 |
| 5 | 16 | 30 | 42 | 65 | 164 | 361 | 1 117 |
| 6 | 17 | 33 | 44 | 69 | 165 | 347 | 906 |
| 7 | 19 | 36 | 46 | 71 | 165 | 331 | 748 |
| 8 | 19 | 37 | 48 | 73 | 165 | 313 | 628 |
| 9 | 20 | 38 | 49 | 76 | 165 | 295 | 535 |
| 10 | 20 | 38 | 51 | 78 | 165 | 277 | 460 |
| 11 | 20 | 39 | 51 | 79 | 165 | 260 | 399 |
| 12 | 20 | 39 | 51 | 79 | 165 | 258 | 349 |
| 13 | 19 | 38 | 51 | 78 | 164 | 257 | 308 |
| 14 | 19 | 37 | 50 | 78 | 163 | 257 | 272 |
| 15 | 18 | 37 | 49 | 77 | 163 | 256 | 256 |
| 16 | 17 | 36 | 49 | 76 | 162 | 255 | 255 |
| 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 |
| 18 | 17 | 36 | 48 | 76 | 162 | 255 | 255 |
| 19 | 17 | 36 | 51 | 76 | 162 | 255 | 255 |
| 20 | 17 | 36 | 53 | 76 | 162 | 255 | 255 |
| 21 | 17 | 36 | 55 | 76 | 162 | 255 | 255 |
| 22 | 17 | 36 | 58 | 76 | 162 | 255 | 255 |
| 23 | 17 | 36 | 61 | 76 | 162 | 255 | 255 |
| 24 | 17 | 36 | 63 | 76 | 162 | 255 | 255 |
| 25 | 17 | 35 | 66 | 76 | 161 | 255 | 255 |
| 26 | 17 | 35 | 68 | 75 | 161 | 255 | 255 |
| 27 | 16 | 35 | 71 | 75 | 161 | 254 | 254 |
| 28 | 16 | 35 | 73 | 75 | 161 | 254 | 254 |
| 29 | 16 | 35 | 76 | 75 | 161 | 254 | 254 |
| 30 | 16 | 34 | 78 | 77 | 160 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

19

26

47

164

312

3 233

2

10

22

29

50

167

356

2 417

3

12

25

33

57

164

371

1 825

4

14

27

38

62

163

370

1 410

5

16

30

42

65

164

361

1 117

6

17

33

44

69

165

347

906

7

19

36

46

71

165

331

748

8

19

37

48

73

165

313

628

9

20

38

49

76

165

295

535

10

20

38

51

78

165

277

460

11

20

39

51

79

165

260

399

12

20

39

51

79

165

258

349

13

19

38

51

78

164

257

308

14

19

37

50

78

163

257

272

15

18

37

49

77

163

256

256

16

17

36

49

76

162

255

255

17

17

36

48

76

162

255

255

18

17

36

48

76

162

255

255

19

17

36

51

76

162

255

255

20

17

36

53

76

162

255

255

21

17

36

55

76

162

255

255

22

17

36

58

76

162

255

255

23

17

36

61

76

162

255

255

24

17

36

63

76

162

255

255

25

17

35

66

76

161

255

255

26

17

35

68

75

161

255

255

27

16

35

71

75

161

254

254

28

16

35

73

75

161

254

254

29

16

35

76

75

161

254

254

30

16

34

78

77

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 | 102 | 109 | 130 | 247 | 342 | 3 364 |
| 2 | 91 | 104 | 110 | 131 | 249 | 370 | 2 524 |
| 3 | 92 | 104 | 113 | 136 | 244 | 387 | 1 912 |
| 4 | 92 | 106 | 116 | 140 | 242 | 388 | 1 480 |
| 5 | 93 | 108 | 119 | 142 | 242 | 379 | 1 174 |
| 6 | 94 | 110 | 121 | 145 | 241 | 365 | 952 |
| 7 | 95 | 112 | 123 | 147 | 241 | 348 | 787 |
| 8 | 95 | 113 | 124 | 149 | 241 | 334 | 661 |
| 9 | 95 | 113 | 124 | 151 | 240 | 334 | 563 |
| 10 | 94 | 112 | 125 | 152 | 239 | 332 | 485 |
| 11 | 93 | 111 | 124 | 151 | 237 | 331 | 421 |
| 12 | 91 | 110 | 122 | 150 | 236 | 329 | 368 |
| 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 14 | 88 | 106 | 119 | 146 | 232 | 326 | 326 |
| 15 | 86 | 105 | 117 | 145 | 231 | 324 | 324 |
| 16 | 84 | 103 | 115 | 143 | 229 | 322 | 322 |
| 17 | 83 | 101 | 114 | 141 | 227 | 321 | 321 |
| 18 | 81 | 100 | 112 | 140 | 226 | 319 | 319 |
| 19 | 80 | 98 | 111 | 139 | 224 | 318 | 318 |
| 20 | 79 | 97 | 110 | 138 | 223 | 317 | 317 |
| 21 | 78 | 96 | 109 | 136 | 222 | 316 | 316 |
| 22 | 77 | 95 | 108 | 135 | 221 | 315 | 315 |
| 23 | 75 | 94 | 106 | 134 | 220 | 313 | 313 |
| 24 | 74 | 93 | 105 | 133 | 219 | 312 | 312 |
| 25 | 73 | 92 | 104 | 132 | 218 | 311 | 311 |
| 26 | 72 | 90 | 103 | 130 | 216 | 310 | 310 |
| 27 | 70 | 89 | 102 | 129 | 215 | 308 | 308 |
| 28 | 69 | 88 | 100 | 128 | 214 | 307 | 307 |
| 29 | 68 | 87 | 99 | 127 | 213 | 306 | 306 |
| 30 | 67 | 86 | 98 | 126 | 212 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

102

109

130

247

342

3 364

2

91

104

110

131

249

370

2 524

3

92

104

113

136

244

387

1 912

4

92

106

116

140

242

388

1 480

5

93

108

119

142

242

379

1 174

6

94

110

121

145

241

365

952

7

95

112

123

147

241

348

787

8

95

113

124

149

241

334

661

9

95

113

124

151

240

334

563

10

94

112

125

152

239

332

485

11

93

111

124

151

237

331

421

12

91

110

122

150

236

329

368

13

89

108

120

148

234

327

327

14

88

106

119

146

232

326

326

15

86

105

117

145

231

324

324

16

84

103

115

143

229

322

322

17

83

101

114

141

227

321

321

18

81

100

112

140

226

319

319

19

80

98

111

139

224

318

318

20

79

97

110

138

223

317

317

21

78

96

109

136

222

316

316

22

77

95

108

135

221

315

315

23

75

94

106

134

220

313

313

24

74

93

105

133

219

312

312

25

73

92

104

132

218

311

311

26

72

90

103

130

216

310

310

27

70

89

102

129

215

308

308

28

69

88

100

128

214

307

307

29

68

87

99

127

213

306

306

30

67

86

98

126

212

305

305

3.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 307 | 319 | 326 | 347 | 464 | 559 | 3 587 |
| 2 | 82 | 94 | 101 | 122 | 239 | 388 | 2 668 |
| 3 | 84 | 97 | 105 | 129 | 236 | 403 | 2 006 |
| 4 | 86 | 100 | 110 | 135 | 236 | 402 | 1 546 |
| 5 | 88 | 103 | 114 | 138 | 237 | 392 | 1 223 |
| 6 | 90 | 106 | 117 | 142 | 238 | 377 | 991 |
| 7 | 92 | 109 | 119 | 144 | 238 | 359 | 819 |
| 8 | 93 | 110 | 121 | 147 | 239 | 340 | 687 |
| 9 | 94 | 112 | 123 | 150 | 239 | 332 | 585 |
| 10 | 94 | 112 | 125 | 152 | 239 | 332 | 502 |
| 11 | 94 | 113 | 125 | 153 | 239 | 332 | 436 |
| 12 | 94 | 113 | 125 | 153 | 239 | 332 | 381 |
| 13 | 95 | 113 | 126 | 153 | 239 | 333 | 335 |
| 14 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 15 | 96 | 114 | 127 | 154 | 240 | 334 | 334 |
| 16 | 97 | 115 | 128 | 155 | 241 | 335 | 335 |
| 17 | 98 | 116 | 129 | 156 | 242 | 336 | 336 |
| 18 | 99 | 117 | 130 | 157 | 243 | 336 | 336 |
| 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 20 | 100 | 118 | 131 | 158 | 244 | 338 | 338 |
| 21 | 100 | 118 | 131 | 158 | 244 | 338 | 338 |
| 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 23 | 99 | 117 | 130 | 157 | 243 | 337 | 337 |
| 24 | 98 | 116 | 129 | 156 | 242 | 336 | 336 |
| 25 | 96 | 115 | 128 | 155 | 241 | 334 | 334 |
| 26 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 27 | 94 | 113 | 125 | 153 | 238 | 332 | 332 |
| 28 | 92 | 111 | 124 | 151 | 237 | 330 | 330 |
| 29 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 30 | 89 | 108 | 121 | 148 | 234 | 327 | 327 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

307

319

326

347

464

559

3 587

2

82

94

101

122

239

388

2 668

3

84

97

105

129

236

403

2 006

4

86

100

110

135

236

402

1 546

5

88

103

114

138

237

392

1 223

6

90

106

117

142

238

377

991

7

92

109

119

144

238

359

819

8

93

110

121

147

239

340

687

9

94

112

123

150

239

332

585

10

94

112

125

152

239

332

502

11

94

113

125

153

239

332

436

12

94

113

125

153

239

332

381

13

95

113

126

153

239

333

335

14

95

114

126

154

240

333

333

15

96

114

127

154

240

334

334

16

97

115

128

155

241

335

335

17

98

116

129

156

242

336

336

18

99

117

130

157

243

336

336

19

99

118

130

158

244

337

337

20

100

118

131

158

244

338

338

21

100

118

131

158

244

338

338

22

99

118

130

158

244

337

337

23

99

117

130

157

243

337

337

24

98

116

129

156

242

336

336

25

96

115

128

155

241

334

334

26

95

114

126

154

240

333

333

27

94

113

125

153

238

332

332

28

92

111

124

151

237

330

330

29

91

110

122

150

236

329

329

30

89

108

121

148

234

327

327

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 | 298 | 3 076 |
| 2 | 0 | 7 | 13 | 34 | 152 | 340 | 2 298 |
| 3 | 1 | 7 | 15 | 39 | 146 | 355 | 1 739 |
| 4 | 1 | 7 | 17 | 42 | 143 | 355 | 1 346 |
| 5 | 1 | 8 | 20 | 43 | 142 | 347 | 1 068 |
| 6 | 2 | 10 | 21 | 45 | 142 | 334 | 867 |
| 7 | 2 | 12 | 22 | 47 | 141 | 318 | 717 |
| 8 | 2 | 12 | 23 | 48 | 140 | 302 | 603 |
| 9 | 4 | 12 | 24 | 50 | 139 | 284 | 514 |
| 10 | 4 | 12 | 27 | 52 | 139 | 268 | 442 |
| 11 | 4 | 12 | 30 | 52 | 139 | 251 | 384 |
| 12 | 4 | 12 | 32 | 53 | 139 | 236 | 336 |
| 13 | 4 | 13 | 34 | 53 | 139 | 232 | 296 |
| 14 | 5 | 13 | 37 | 53 | 139 | 232 | 263 |
| 15 | 6 | 13 | 40 | 53 | 139 | 233 | 234 |
| 16 | 6 | 13 | 41 | 53 | 139 | 233 | 233 |
| 17 | 6 | 14 | 44 | 54 | 140 | 233 | 233 |
| 18 | 6 | 15 | 47 | 55 | 141 | 234 | 234 |
| 19 | 7 | 16 | 49 | 55 | 141 | 235 | 235 |
| 20 | 7 | 17 | 51 | 56 | 142 | 235 | 235 |
| 21 | 7 | 18 | 54 | 58 | 143 | 236 | 236 |
| 22 | 8 | 19 | 57 | 60 | 144 | 237 | 237 |
| 23 | 8 | 19 | 59 | 61 | 144 | 237 | 237 |
| 24 | 8 | 21 | 61 | 63 | 145 | 238 | 238 |
| 25 | 10 | 21 | 63 | 65 | 145 | 238 | 238 |
| 26 | 10 | 23 | 66 | 67 | 145 | 239 | 239 |
| 27 | 11 | 23 | 68 | 69 | 145 | 239 | 239 |
| 28 | 11 | 24 | 71 | 71 | 146 | 239 | 239 |
| 29 | 11 | 25 | 73 | 73 | 146 | 239 | 239 |
| 30 | 12 | 26 | 76 | 75 | 146 | 239 | 239 |

Duration (in years)

Credit quality step 0

Credit 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

298

3 076

2

0

7

13

34

152

340

2 298

3

1

7

15

39

146

355

1 739

4

1

7

17

42

143

355

1 346

5

1

8

20

43

142

347

1 068

6

2

10

21

45

142

334

867

7

2

12

22

47

141

318

717

8

2

12

23

48

140

302

603

9

4

12

24

50

139

284

514

10

4

12

27

52

139

268

442

11

4

12

30

52

139

251

384

12

4

12

32

53

139

236

336

13

4

13

34

53

139

232

296

14

5

13

37

53

139

232

263

15

6

13

40

53

139

233

234

16

6

13

41

53

139

233

233

17

6

14

44

54

140

233

233

18

6

15

47

55

141

234

234

19

7

16

49

55

141

235

235

20

7

17

51

56

142

235

235

21

7

18

54

58

143

236

236

22

8

19

57

60

144

237

237

23

8

19

59

61

144

237

237

24

8

21

61

63

145

238

238

25

10

21

63

65

145

238

238

26

10

23

66

67

145

239

239

27

11

23

68

69

145

239

239

28

11

24

71

71

146

239

239

29

11

25

73

73

146

239

239

30

12

26

76

75

146

239

239

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 | 86 | 204 | 314 | 3 253 |
| 2 | 48 | 60 | 66 | 87 | 205 | 358 | 2 433 |
| 3 | 47 | 60 | 68 | 92 | 199 | 373 | 1 838 |
| 4 | 46 | 60 | 70 | 95 | 196 | 373 | 1 421 |
| 5 | 47 | 61 | 73 | 96 | 196 | 364 | 1 125 |
| 6 | 48 | 63 | 75 | 99 | 195 | 350 | 912 |
| 7 | 48 | 65 | 75 | 100 | 194 | 333 | 754 |
| 8 | 48 | 65 | 76 | 102 | 193 | 316 | 634 |
| 9 | 47 | 65 | 77 | 104 | 193 | 298 | 539 |
| 10 | 46 | 65 | 77 | 105 | 192 | 285 | 464 |
| 11 | 45 | 64 | 76 | 104 | 190 | 284 | 403 |
| 12 | 44 | 63 | 75 | 103 | 189 | 282 | 352 |
| 13 | 43 | 62 | 74 | 102 | 187 | 281 | 310 |
| 14 | 42 | 60 | 73 | 100 | 186 | 280 | 280 |
| 15 | 40 | 59 | 71 | 99 | 185 | 278 | 278 |
| 16 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 17 | 38 | 57 | 69 | 97 | 183 | 276 | 276 |
| 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 19 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 20 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 21 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 22 | 35 | 53 | 66 | 93 | 179 | 273 | 273 |
| 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 24 | 33 | 52 | 65 | 92 | 178 | 271 | 271 |
| 25 | 33 | 51 | 66 | 91 | 177 | 271 | 271 |
| 26 | 32 | 51 | 68 | 91 | 177 | 270 | 270 |
| 27 | 31 | 50 | 71 | 90 | 176 | 269 | 269 |
| 28 | 31 | 49 | 73 | 89 | 175 | 269 | 269 |
| 29 | 30 | 49 | 76 | 89 | 175 | 268 | 268 |
| 30 | 29 | 48 | 79 | 88 | 174 | 267 | 267 |

Duration (in years)

Credit quality step 0

Credit 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

86

204

314

3 253

2

48

60

66

87

205

358

2 433

3

47

60

68

92

199

373

1 838

4

46

60

70

95

196

373

1 421

5

47

61

73

96

196

364

1 125

6

48

63

75

99

195

350

912

7

48

65

75

100

194

333

754

8

48

65

76

102

193

316

634

9

47

65

77

104

193

298

539

10

46

65

77

105

192

285

464

11

45

64

76

104

190

284

403

12

44

63

75

103

189

282

352

13

43

62

74

102

187

281

310

14

42

60

73

100

186

280

280

15

40

59

71

99

185

278

278

16

39

58

70

98

184

277

277

17

38

57

69

97

183

276

276

18

37

56

68

96

182

275

275

19

36

55

67

95

181

274

274

20

36

55

67

95

181

274

274

21

35

54

66

94

180

273

273

22

35

53

66

93

179

273

273

23

34

53

65

93

179

272

272

24

33

52

65

92

178

271

271

25

33

51

66

91

177

271

271

26

32

51

68

91

177

270

270

27

31

50

71

90

176

269

269

28

31

49

73

89

175

269

269

29

30

49

76

89

175

268

268

30

29

48

79

88

174

267

267

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 | 128 | 149 | 267 | 362 | 3 415 |
| 2 | 111 | 123 | 130 | 151 | 268 | 376 | 2 568 |
| 3 | 113 | 125 | 134 | 157 | 265 | 394 | 1 949 |
| 4 | 114 | 128 | 138 | 162 | 264 | 395 | 1 511 |
| 5 | 116 | 130 | 142 | 165 | 264 | 387 | 1 201 |
| 6 | 117 | 133 | 144 | 169 | 265 | 374 | 976 |
| 7 | 119 | 136 | 146 | 171 | 265 | 358 | 809 |
| 8 | 119 | 136 | 147 | 173 | 265 | 358 | 681 |
| 9 | 119 | 137 | 149 | 175 | 264 | 358 | 581 |
| 10 | 119 | 137 | 150 | 177 | 264 | 357 | 501 |
| 11 | 118 | 137 | 149 | 177 | 263 | 356 | 435 |
| 12 | 117 | 136 | 148 | 176 | 262 | 355 | 381 |
| 13 | 116 | 134 | 147 | 174 | 260 | 353 | 353 |
| 14 | 114 | 133 | 145 | 173 | 258 | 352 | 352 |
| 15 | 112 | 131 | 143 | 171 | 257 | 350 | 350 |
| 16 | 110 | 129 | 141 | 169 | 254 | 348 | 348 |
| 17 | 108 | 127 | 139 | 167 | 253 | 346 | 346 |
| 18 | 106 | 125 | 137 | 165 | 251 | 344 | 344 |
| 19 | 104 | 123 | 135 | 163 | 249 | 342 | 342 |
| 20 | 102 | 121 | 134 | 161 | 247 | 340 | 340 |
| 21 | 101 | 119 | 132 | 159 | 245 | 339 | 339 |
| 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 23 | 97 | 116 | 128 | 156 | 242 | 335 | 335 |
| 24 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 25 | 93 | 112 | 124 | 152 | 238 | 331 | 331 |
| 26 | 92 | 110 | 123 | 150 | 236 | 329 | 329 |
| 27 | 90 | 108 | 121 | 148 | 234 | 328 | 328 |
| 28 | 88 | 107 | 119 | 147 | 233 | 326 | 326 |
| 29 | 86 | 105 | 117 | 145 | 231 | 324 | 324 |
| 30 | 85 | 103 | 116 | 143 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

110

122

128

149

267

362

3 415

2

111

123

130

151

268

376

2 568

3

113

125

134

157

265

394

1 949

4

114

128

138

162

264

395

1 511

5

116

130

142

165

264

387

1 201

6

117

133

144

169

265

374

976

7

119

136

146

171

265

358

809

8

119

136

147

173

265

358

681

9

119

137

149

175

264

358

581

10

119

137

150

177

264

357

501

11

118

137

149

177

263

356

435

12

117

136

148

176

262

355

381

13

116

134

147

174

260

353

353

14

114

133

145

173

258

352

352

15

112

131

143

171

257

350

350

16

110

129

141

169

254

348

348

17

108

127

139

167

253

346

346

18

106

125

137

165

251

344

344

19

104

123

135

163

249

342

342

20

102

121

134

161

247

340

340

21

101

119

132

159

245

339

339

22

99

118

130

158

244

337

337

23

97

116

128

156

242

335

335

24

95

114

126

154

240

333

333

25

93

112

124

152

238

331

331

26

92

110

123

150

236

329

329

27

90

108

121

148

234

328

328

28

88

107

119

147

233

326

326

29

86

105

117

145

231

324

324

30

85

103

116

143

229

323

323

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 163 | 175 | 181 | 202 | 320 | 415 | 3 676 |
| 2 | 172 | 184 | 190 | 211 | 329 | 424 | 2 722 |
| 3 | 176 | 189 | 197 | 221 | 328 | 423 | 2 052 |
| 4 | 178 | 191 | 202 | 226 | 327 | 421 | 1 587 |
| 5 | 179 | 194 | 205 | 228 | 328 | 421 | 1 258 |
| 6 | 180 | 195 | 207 | 231 | 327 | 420 | 1 021 |
| 7 | 180 | 197 | 207 | 232 | 326 | 419 | 844 |
| 8 | 179 | 196 | 207 | 233 | 325 | 418 | 710 |
| 9 | 178 | 196 | 208 | 235 | 324 | 417 | 605 |
| 10 | 178 | 196 | 208 | 236 | 323 | 416 | 521 |
| 11 | 176 | 195 | 207 | 235 | 321 | 414 | 452 |
| 12 | 174 | 193 | 205 | 233 | 319 | 412 | 412 |
| 13 | 171 | 190 | 203 | 230 | 316 | 409 | 409 |
| 14 | 169 | 187 | 200 | 227 | 313 | 407 | 407 |
| 15 | 166 | 184 | 197 | 224 | 310 | 404 | 404 |
| 16 | 163 | 181 | 194 | 221 | 307 | 401 | 401 |
| 17 | 160 | 178 | 191 | 218 | 304 | 398 | 398 |
| 18 | 157 | 176 | 188 | 216 | 301 | 395 | 395 |
| 19 | 154 | 173 | 185 | 213 | 299 | 392 | 392 |
| 20 | 151 | 170 | 182 | 210 | 296 | 389 | 389 |
| 21 | 148 | 167 | 179 | 207 | 293 | 386 | 386 |
| 22 | 145 | 164 | 176 | 204 | 290 | 383 | 383 |
| 23 | 142 | 161 | 173 | 201 | 287 | 380 | 380 |
| 24 | 139 | 158 | 170 | 198 | 283 | 377 | 377 |
| 25 | 136 | 154 | 167 | 195 | 280 | 374 | 374 |
| 26 | 133 | 151 | 164 | 192 | 277 | 371 | 371 |
| 27 | 130 | 149 | 161 | 189 | 275 | 368 | 368 |
| 28 | 127 | 146 | 158 | 186 | 272 | 365 | 365 |
| 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 |
| 30 | 122 | 140 | 153 | 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

163

175

181

202

320

415

3 676

2

172

184

190

211

329

424

2 722

3

176

189

197

221

328

423

2 052

4

178

191

202

226

327

421

1 587

5

179

194

205

228

328

421

1 258

6

180

195

207

231

327

420

1 021

7

180

197

207

232

326

419

844

8

179

196

207

233

325

418

710

9

178

196

208

235

324

417

605

10

178

196

208

236

323

416

521

11

176

195

207

235

321

414

452

12

174

193

205

233

319

412

412

13

171

190

203

230

316

409

409

14

169

187

200

227

313

407

407

15

166

184

197

224

310

404

404

16

163

181

194

221

307

401

401

17

160

178

191

218

304

398

398

18

157

176

188

216

301

395

395

19

154

173

185

213

299

392

392

20

151

170

182

210

296

389

389

21

148

167

179

207

293

386

386

22

145

164

176

204

290

383

383

23

142

161

173

201

287

380

380

24

139

158

170

198

283

377

377

25

136

154

167

195

280

374

374

26

133

151

164

192

277

371

371

27

130

149

161

189

275

368

368

28

127

146

158

186

272

365

365

29

124

143

155

183

269

362

362

30

122

140

153

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 | 46 | 68 | 185 | 302 | 3 116 |
| 2 | 29 | 41 | 47 | 68 | 186 | 344 | 2 330 |
| 3 | 28 | 41 | 50 | 73 | 181 | 360 | 1 765 |
| 4 | 28 | 42 | 52 | 77 | 178 | 361 | 1 367 |
| 5 | 29 | 44 | 55 | 78 | 178 | 352 | 1 085 |
| 6 | 30 | 45 | 57 | 81 | 177 | 339 | 881 |
| 7 | 30 | 47 | 58 | 82 | 176 | 323 | 729 |
| 8 | 30 | 47 | 58 | 84 | 175 | 307 | 613 |
| 9 | 29 | 47 | 59 | 86 | 175 | 289 | 523 |
| 10 | 29 | 47 | 60 | 87 | 174 | 272 | 450 |
| 11 | 28 | 47 | 60 | 87 | 173 | 267 | 391 |
| 12 | 28 | 47 | 59 | 87 | 173 | 266 | 342 |
| 13 | 28 | 46 | 59 | 86 | 172 | 265 | 302 |
| 14 | 27 | 46 | 58 | 86 | 172 | 265 | 267 |
| 15 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 16 | 27 | 45 | 58 | 86 | 171 | 265 | 265 |
| 17 | 27 | 45 | 58 | 86 | 171 | 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 | 46 | 59 | 86 | 171 | 265 | 265 |
| 24 | 27 | 45 | 62 | 85 | 171 | 265 | 265 |
| 25 | 26 | 45 | 65 | 85 | 171 | 264 | 264 |
| 26 | 26 | 45 | 67 | 85 | 171 | 264 | 264 |
| 27 | 26 | 44 | 70 | 84 | 170 | 264 | 264 |
| 28 | 25 | 44 | 72 | 84 | 170 | 263 | 263 |
| 29 | 25 | 44 | 74 | 84 | 170 | 263 | 263 |
| 30 | 25 | 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

46

68

185

302

3 116

2

29

41

47

68

186

344

2 330

3

28

41

50

73

181

360

1 765

4

28

42

52

77

178

361

1 367

5

29

44

55

78

178

352

1 085

6

30

45

57

81

177

339

881

7

30

47

58

82

176

323

729

8

30

47

58

84

175

307

613

9

29

47

59

86

175

289

523

10

29

47

60

87

174

272

450

11

28

47

60

87

173

267

391

12

28

47

59

87

173

266

342

13

28

46

59

86

172

265

302

14

27

46

58

86

172

265

267

15

27

46

58

86

172

265

265

16

27

45

58

86

171

265

265

17

27

45

58

86

171

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

46

59

86

171

265

265

24

27

45

62

85

171

265

265

25

26

45

65

85

171

264

264

26

26

45

67

85

171

264

264

27

26

44

70

84

170

264

264

28

25

44

72

84

170

263

263

29

25

44

74

84

170

263

263

30

25

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 | 307 | 3 178 |
| 2 | 27 | 39 | 45 | 67 | 184 | 352 | 2 385 |
| 3 | 28 | 41 | 49 | 73 | 180 | 368 | 1 809 |
| 4 | 29 | 43 | 53 | 78 | 179 | 369 | 1 402 |
| 5 | 31 | 46 | 57 | 81 | 180 | 361 | 1 113 |
| 6 | 33 | 49 | 60 | 84 | 180 | 348 | 904 |
| 7 | 35 | 52 | 62 | 87 | 181 | 332 | 748 |
| 8 | 35 | 52 | 63 | 89 | 181 | 315 | 629 |
| 9 | 36 | 54 | 65 | 92 | 181 | 297 | 536 |
| 10 | 36 | 55 | 67 | 95 | 181 | 279 | 462 |
| 11 | 37 | 56 | 68 | 96 | 182 | 275 | 401 |
| 12 | 37 | 56 | 68 | 96 | 182 | 275 | 351 |
| 13 | 37 | 56 | 69 | 96 | 182 | 275 | 310 |
| 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 16 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 17 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 19 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 20 | 38 | 56 | 69 | 96 | 182 | 276 | 276 |
| 21 | 38 | 56 | 69 | 97 | 182 | 276 | 276 |
| 22 | 38 | 56 | 69 | 96 | 182 | 276 | 276 |
| 23 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 24 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 25 | 37 | 55 | 68 | 95 | 181 | 274 | 274 |
| 26 | 36 | 55 | 69 | 95 | 181 | 274 | 274 |
| 27 | 35 | 54 | 71 | 94 | 180 | 273 | 273 |
| 28 | 35 | 54 | 73 | 94 | 179 | 273 | 273 |
| 29 | 34 | 53 | 77 | 93 | 179 | 272 | 272 |
| 30 | 34 | 52 | 79 | 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

307

3 178

2

27

39

45

67

184

352

2 385

3

28

41

49

73

180

368

1 809

4

29

43

53

78

179

369

1 402

5

31

46

57

81

180

361

1 113

6

33

49

60

84

180

348

904

7

35

52

62

87

181

332

748

8

35

52

63

89

181

315

629

9

36

54

65

92

181

297

536

10

36

55

67

95

181

279

462

11

37

56

68

96

182

275

401

12

37

56

68

96

182

275

351

13

37

56

69

96

182

275

310

14

37

56

68

96

182

275

275

15

37

56

68

96

182

275

275

16

37

56

68

96

182

275

275

17

37

56

68

96

182

275

275

18

37

56

68

96

182

275

275

19

37

56

68

96

182

275

275

20

38

56

69

96

182

276

276

21

38

56

69

97

182

276

276

22

38

56

69

96

182

276

276

23

37

56

68

96

182

275

275

24

37

56

68

96

182

275

275

25

37

55

68

95

181

274

274

26

36

55

69

95

181

274

274

27

35

54

71

94

180

273

273

28

35

54

73

94

179

273

273

29

34

53

77

93

179

272

272

30

34

52

79

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 | 123 | 135 | 141 | 163 | 280 | 375 | 3 537 |
| 2 | 122 | 134 | 140 | 161 | 279 | 387 | 2 656 |
| 3 | 120 | 133 | 141 | 165 | 272 | 405 | 2 012 |
| 4 | 120 | 133 | 143 | 168 | 269 | 406 | 1 557 |
| 5 | 120 | 134 | 146 | 169 | 269 | 396 | 1 234 |
| 6 | 120 | 136 | 147 | 171 | 267 | 382 | 1 000 |
| 7 | 120 | 137 | 148 | 172 | 266 | 364 | 826 |
| 8 | 120 | 137 | 148 | 174 | 265 | 359 | 694 |
| 9 | 119 | 137 | 148 | 175 | 264 | 358 | 590 |
| 10 | 119 | 137 | 149 | 177 | 264 | 357 | 508 |
| 11 | 118 | 137 | 149 | 177 | 263 | 356 | 441 |
| 12 | 117 | 136 | 148 | 176 | 262 | 355 | 386 |
| 13 | 116 | 135 | 147 | 175 | 261 | 354 | 354 |
| 14 | 115 | 133 | 146 | 173 | 259 | 353 | 353 |
| 15 | 113 | 131 | 144 | 171 | 257 | 351 | 351 |
| 16 | 111 | 129 | 142 | 169 | 255 | 349 | 349 |
| 17 | 108 | 127 | 139 | 167 | 253 | 346 | 346 |
| 18 | 106 | 125 | 137 | 165 | 251 | 344 | 344 |
| 19 | 104 | 123 | 135 | 163 | 249 | 342 | 342 |
| 20 | 102 | 121 | 133 | 161 | 247 | 340 | 340 |
| 21 | 100 | 119 | 131 | 159 | 244 | 338 | 338 |
| 22 | 98 | 116 | 129 | 156 | 242 | 336 | 336 |
| 23 | 95 | 114 | 127 | 154 | 240 | 333 | 333 |
| 24 | 93 | 112 | 124 | 152 | 238 | 331 | 331 |
| 25 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 26 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 27 | 87 | 105 | 118 | 146 | 231 | 325 | 325 |
| 28 | 85 | 103 | 116 | 143 | 229 | 323 | 323 |
| 29 | 83 | 101 | 114 | 141 | 227 | 321 | 321 |
| 30 | 81 | 99 | 112 | 140 | 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

123

135

141

163

280

375

3 537

2

122

134

140

161

279

387

2 656

3

120

133

141

165

272

405

2 012

4

120

133

143

168

269

406

1 557

5

120

134

146

169

269

396

1 234

6

120

136

147

171

267

382

1 000

7

120

137

148

172

266

364

826

8

120

137

148

174

265

359

694

9

119

137

148

175

264

358

590

10

119

137

149

177

264

357

508

11

118

137

149

177

263

356

441

12

117

136

148

176

262

355

386

13

116

135

147

175

261

354

354

14

115

133

146

173

259

353

353

15

113

131

144

171

257

351

351

16

111

129

142

169

255

349

349

17

108

127

139

167

253

346

346

18

106

125

137

165

251

344

344

19

104

123

135

163

249

342

342

20

102

121

133

161

247

340

340

21

100

119

131

159

244

338

338

22

98

116

129

156

242

336

336

23

95

114

127

154

240

333

333

24

93

112

124

152

238

331

331

25

91

110

122

150

236

329

329

26

89

108

120

148

234

327

327

27

87

105

118

146

231

325

325

28

85

103

116

143

229

323

323

29

83

101

114

141

227

321

321

30

81

99

112

140

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 | 9 | 15 | 36 | 154 | 309 | 3 196 |
| 2 | 0 | 10 | 17 | 38 | 155 | 352 | 2 392 |
| 3 | 1 | 12 | 20 | 44 | 152 | 368 | 1 810 |
| 4 | 1 | 14 | 24 | 49 | 150 | 368 | 1 399 |
| 5 | 2 | 17 | 28 | 52 | 151 | 359 | 1 109 |
| 6 | 4 | 20 | 31 | 55 | 152 | 345 | 899 |
| 7 | 6 | 23 | 33 | 58 | 152 | 329 | 743 |
| 8 | 6 | 23 | 34 | 60 | 152 | 311 | 624 |
| 9 | 6 | 24 | 36 | 63 | 152 | 293 | 531 |
| 10 | 6 | 25 | 37 | 65 | 152 | 276 | 457 |
| 11 | 6 | 25 | 38 | 65 | 151 | 259 | 397 |
| 12 | 6 | 25 | 37 | 65 | 151 | 244 | 347 |
| 13 | 6 | 25 | 37 | 65 | 151 | 244 | 306 |
| 14 | 6 | 24 | 38 | 65 | 150 | 244 | 271 |
| 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 |
| 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 |
| 17 | 6 | 24 | 46 | 64 | 150 | 243 | 243 |
| 18 | 7 | 24 | 48 | 64 | 150 | 243 | 243 |
| 19 | 7 | 24 | 50 | 64 | 150 | 244 | 244 |
| 20 | 7 | 25 | 53 | 65 | 151 | 244 | 244 |
| 21 | 7 | 25 | 55 | 65 | 151 | 244 | 244 |
| 22 | 9 | 25 | 58 | 65 | 151 | 245 | 245 |
| 23 | 9 | 26 | 61 | 66 | 152 | 245 | 245 |
| 24 | 10 | 26 | 62 | 66 | 152 | 245 | 245 |
| 25 | 10 | 26 | 65 | 67 | 152 | 245 | 245 |
| 26 | 10 | 26 | 67 | 69 | 152 | 245 | 245 |
| 27 | 11 | 26 | 70 | 71 | 152 | 245 | 245 |
| 28 | 11 | 26 | 72 | 73 | 152 | 245 | 245 |
| 29 | 11 | 26 | 75 | 75 | 152 | 245 | 245 |
| 30 | 12 | 26 | 78 | 77 | 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

0

9

15

36

154

309

3 196

2

0

10

17

38

155

352

2 392

3

1

12

20

44

152

368

1 810

4

1

14

24

49

150

368

1 399

5

2

17

28

52

151

359

1 109

6

4

20

31

55

152

345

899

7

6

23

33

58

152

329

743

8

6

23

34

60

152

311

624

9

6

24

36

63

152

293

531

10

6

25

37

65

152

276

457

11

6

25

38

65

151

259

397

12

6

25

37

65

151

244

347

13

6

25

37

65

151

244

306

14

6

24

38

65

150

244

271

15

6

24

40

64

150

244

244

16

6

24

43

64

150

243

243

17

6

24

46

64

150

243

243

18

7

24

48

64

150

243

243

19

7

24

50

64

150

244

244

20

7

25

53

65

151

244

244

21

7

25

55

65

151

244

244

22

9

25

58

65

151

245

245

23

9

26

61

66

152

245

245

24

10

26

62

66

152

245

245

25

10

26

65

67

152

245

245

26

10

26

67

69

152

245

245

27

11

26

70

71

152

245

245

28

11

26

72

73

152

245

245

29

11

26

75

75

152

245

245

30

12

26

78

77

152

245

245

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 | 311 | 3 224 |
| 2 | 32 | 44 | 50 | 71 | 189 | 355 | 2 412 |
| 3 | 30 | 43 | 52 | 75 | 183 | 371 | 1 823 |
| 4 | 29 | 43 | 53 | 78 | 179 | 370 | 1 409 |
| 5 | 29 | 44 | 55 | 79 | 178 | 361 | 1 117 |
| 6 | 32 | 48 | 59 | 83 | 179 | 347 | 905 |
| 7 | 30 | 47 | 57 | 82 | 176 | 331 | 748 |
| 8 | 33 | 51 | 62 | 87 | 179 | 313 | 628 |
| 9 | 33 | 51 | 62 | 89 | 178 | 295 | 534 |
| 10 | 28 | 46 | 59 | 86 | 173 | 277 | 459 |
| 11 | 24 | 42 | 55 | 82 | 169 | 262 | 399 |
| 12 | 21 | 39 | 52 | 80 | 165 | 259 | 349 |
| 13 | 18 | 37 | 50 | 77 | 163 | 256 | 307 |
| 14 | 17 | 35 | 48 | 75 | 161 | 255 | 272 |
| 15 | 15 | 34 | 46 | 74 | 160 | 253 | 253 |
| 16 | 14 | 32 | 45 | 72 | 158 | 252 | 252 |
| 17 | 13 | 32 | 46 | 72 | 158 | 251 | 251 |
| 18 | 12 | 31 | 48 | 71 | 157 | 250 | 250 |
| 19 | 12 | 31 | 50 | 71 | 157 | 250 | 250 |
| 20 | 12 | 31 | 53 | 71 | 157 | 250 | 250 |
| 21 | 12 | 31 | 55 | 71 | 157 | 250 | 250 |
| 22 | 12 | 31 | 58 | 71 | 157 | 250 | 250 |
| 23 | 12 | 31 | 61 | 71 | 156 | 250 | 250 |
| 24 | 12 | 30 | 63 | 70 | 156 | 250 | 250 |
| 25 | 12 | 30 | 65 | 70 | 156 | 250 | 250 |
| 26 | 11 | 30 | 67 | 70 | 156 | 249 | 249 |
| 27 | 11 | 30 | 70 | 71 | 156 | 249 | 249 |
| 28 | 11 | 30 | 73 | 73 | 156 | 249 | 249 |
| 29 | 11 | 30 | 75 | 75 | 156 | 249 | 249 |
| 30 | 12 | 30 | 78 | 77 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

43

50

71

188

311

3 224

2

32

44

50

71

189

355

2 412

3

30

43

52

75

183

371

1 823

4

29

43

53

78

179

370

1 409

5

29

44

55

79

178

361

1 117

6

32

48

59

83

179

347

905

7

30

47

57

82

176

331

748

8

33

51

62

87

179

313

628

9

33

51

62

89

178

295

534

10

28

46

59

86

173

277

459

11

24

42

55

82

169

262

399

12

21

39

52

80

165

259

349

13

18

37

50

77

163

256

307

14

17

35

48

75

161

255

272

15

15

34

46

74

160

253

253

16

14

32

45

72

158

252

252

17

13

32

46

72

158

251

251

18

12

31

48

71

157

250

250

19

12

31

50

71

157

250

250

20

12

31

53

71

157

250

250

21

12

31

55

71

157

250

250

22

12

31

58

71

157

250

250

23

12

31

61

71

156

250

250

24

12

30

63

70

156

250

250

25

12

30

65

70

156

250

250

26

11

30

67

70

156

249

249

27

11

30

70

71

156

249

249

28

11

30

73

73

156

249

249

29

11

30

75

75

156

249

249

30

12

30

78

77

155

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 | 206 | 218 | 225 | 246 | 363 | 458 | 3 794 |
| 2 | 203 | 215 | 222 | 243 | 360 | 455 | 2 795 |
| 3 | 198 | 211 | 219 | 243 | 351 | 446 | 2 083 |
| 4 | 194 | 208 | 218 | 242 | 344 | 438 | 1 593 |
| 5 | 190 | 204 | 216 | 239 | 339 | 432 | 1 255 |
| 6 | 186 | 202 | 213 | 238 | 334 | 427 | 1 015 |
| 7 | 183 | 200 | 211 | 235 | 329 | 423 | 840 |
| 8 | 179 | 196 | 207 | 233 | 325 | 418 | 709 |
| 9 | 175 | 193 | 204 | 231 | 320 | 414 | 607 |
| 10 | 171 | 189 | 202 | 229 | 316 | 409 | 525 |
| 11 | 167 | 186 | 198 | 226 | 312 | 405 | 457 |
| 12 | 163 | 182 | 194 | 222 | 308 | 401 | 401 |
| 13 | 159 | 178 | 190 | 218 | 304 | 397 | 397 |
| 14 | 155 | 174 | 186 | 214 | 300 | 393 | 393 |
| 15 | 151 | 170 | 182 | 210 | 296 | 389 | 389 |
| 16 | 148 | 166 | 179 | 206 | 292 | 386 | 386 |
| 17 | 144 | 163 | 175 | 203 | 289 | 382 | 382 |
| 18 | 141 | 160 | 172 | 200 | 286 | 379 | 379 |
| 19 | 138 | 157 | 169 | 197 | 283 | 376 | 376 |
| 20 | 135 | 154 | 166 | 194 | 280 | 373 | 373 |
| 21 | 132 | 151 | 163 | 191 | 277 | 370 | 370 |
| 22 | 129 | 148 | 161 | 188 | 274 | 367 | 367 |
| 23 | 127 | 145 | 158 | 185 | 271 | 364 | 364 |
| 24 | 124 | 142 | 155 | 182 | 268 | 362 | 362 |
| 25 | 121 | 140 | 152 | 180 | 266 | 359 | 359 |
| 26 | 118 | 137 | 149 | 177 | 263 | 356 | 356 |
| 27 | 116 | 134 | 147 | 174 | 260 | 354 | 354 |
| 28 | 113 | 132 | 144 | 172 | 258 | 351 | 351 |
| 29 | 111 | 129 | 142 | 169 | 255 | 349 | 349 |
| 30 | 108 | 127 | 139 | 167 | 253 | 346 | 346 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

206

218

225

246

363

458

3 794

2

203

215

222

243

360

455

2 795

3

198

211

219

243

351

446

2 083

4

194

208

218

242

344

438

1 593

5

190

204

216

239

339

432

1 255

6

186

202

213

238

334

427

1 015

7

183

200

211

235

329

423

840

8

179

196

207

233

325

418

709

9

175

193

204

231

320

414

607

10

171

189

202

229

316

409

525

11

167

186

198

226

312

405

457

12

163

182

194

222

308

401

401

13

159

178

190

218

304

397

397

14

155

174

186

214

300

393

393

15

151

170

182

210

296

389

389

16

148

166

179

206

292

386

386

17

144

163

175

203

289

382

382

18

141

160

172

200

286

379

379

19

138

157

169

197

283

376

376

20

135

154

166

194

280

373

373

21

132

151

163

191

277

370

370

22

129

148

161

188

274

367

367

23

127

145

158

185

271

364

364

24

124

142

155

182

268

362

362

25

121

140

152

180

266

359

359

26

118

137

149

177

263

356

356

27

116

134

147

174

260

354

354

28

113

132

144

172

258

351

351

29

111

129

142

169

255

349

349

30

108

127

139

167

253

346

346

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 | 314 | 3 249 |
| 2 | 0 | 14 | 25 | 51 | 169 | 357 | 2 425 |
| 3 | 1 | 16 | 28 | 55 | 166 | 372 | 1 830 |
| 4 | 1 | 20 | 31 | 60 | 165 | 371 | 1 413 |
| 5 | 3 | 23 | 36 | 66 | 165 | 362 | 1 119 |
| 6 | 5 | 27 | 39 | 68 | 166 | 347 | 907 |
| 7 | 8 | 30 | 42 | 70 | 166 | 331 | 749 |
| 8 | 10 | 34 | 45 | 74 | 166 | 313 | 629 |
| 9 | 12 | 37 | 49 | 76 | 166 | 295 | 535 |
| 10 | 14 | 39 | 51 | 77 | 167 | 277 | 460 |
| 11 | 14 | 40 | 52 | 78 | 167 | 260 | 399 |
| 12 | 15 | 42 | 54 | 79 | 166 | 260 | 349 |
| 13 | 16 | 43 | 54 | 80 | 166 | 260 | 308 |
| 14 | 17 | 44 | 55 | 80 | 166 | 260 | 272 |
| 15 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 16 | 17 | 44 | 55 | 80 | 166 | 259 | 259 |
| 17 | 17 | 44 | 55 | 80 | 166 | 259 | 259 |
| 18 | 17 | 44 | 55 | 80 | 166 | 259 | 259 |
| 19 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 20 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 21 | 17 | 44 | 55 | 80 | 167 | 260 | 260 |
| 22 | 17 | 44 | 58 | 80 | 167 | 260 | 260 |
| 23 | 17 | 44 | 61 | 80 | 167 | 260 | 260 |
| 24 | 17 | 44 | 63 | 80 | 166 | 260 | 260 |
| 25 | 17 | 44 | 65 | 80 | 166 | 260 | 260 |
| 26 | 17 | 44 | 67 | 80 | 166 | 259 | 259 |
| 27 | 17 | 44 | 70 | 80 | 166 | 259 | 259 |
| 28 | 17 | 44 | 72 | 80 | 165 | 259 | 259 |
| 29 | 17 | 44 | 75 | 80 | 165 | 258 | 258 |
| 30 | 17 | 44 | 78 | 80 | 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

0

14

25

51

169

314

3 249

2

0

14

25

51

169

357

2 425

3

1

16

28

55

166

372

1 830

4

1

20

31

60

165

371

1 413

5

3

23

36

66

165

362

1 119

6

5

27

39

68

166

347

907

7

8

30

42

70

166

331

749

8

10

34

45

74

166

313

629

9

12

37

49

76

166

295

535

10

14

39

51

77

167

277

460

11

14

40

52

78

167

260

399

12

15

42

54

79

166

260

349

13

16

43

54

80

166

260

308

14

17

44

55

80

166

260

272

15

17

44

55

80

166

260

260

16

17

44

55

80

166

259

259

17

17

44

55

80

166

259

259

18

17

44

55

80

166

259

259

19

17

44

55

80

166

260

260

20

17

44

55

80

166

260

260

21

17

44

55

80

167

260

260

22

17

44

58

80

167

260

260

23

17

44

61

80

167

260

260

24

17

44

63

80

166

260

260

25

17

44

65

80

166

260

260

26

17

44

67

80

166

259

259

27

17

44

70

80

166

259

259

28

17

44

72

80

165

259

259

29

17

44

75

80

165

258

258

30

17

44

78

80

165

258

258

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 | 3 009 |
| 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 245 |
| 3 | 1 | 1 | 8 | 16 | 124 | 347 | 1 697 |
| 4 | 1 | 3 | 11 | 19 | 120 | 347 | 1 314 |
| 5 | 1 | 4 | 13 | 21 | 120 | 339 | 1 043 |
| 6 | 2 | 4 | 16 | 24 | 119 | 326 | 846 |
| 7 | 2 | 6 | 19 | 26 | 119 | 311 | 701 |
| 8 | 2 | 6 | 21 | 29 | 119 | 295 | 589 |
| 9 | 4 | 7 | 24 | 31 | 119 | 278 | 502 |
| 10 | 4 | 8 | 27 | 33 | 119 | 262 | 432 |
| 11 | 4 | 9 | 28 | 36 | 119 | 246 | 376 |
| 12 | 4 | 9 | 31 | 38 | 119 | 231 | 329 |
| 13 | 4 | 11 | 34 | 40 | 119 | 216 | 290 |
| 14 | 5 | 11 | 37 | 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 | 213 | 213 |
| 18 | 6 | 15 | 46 | 51 | 121 | 214 | 214 |
| 19 | 7 | 16 | 48 | 52 | 122 | 214 | 214 |
| 20 | 7 | 16 | 51 | 55 | 125 | 215 | 215 |
| 21 | 7 | 18 | 53 | 57 | 126 | 215 | 215 |
| 22 | 8 | 18 | 55 | 58 | 128 | 216 | 216 |
| 23 | 8 | 19 | 58 | 61 | 130 | 216 | 216 |
| 24 | 8 | 21 | 60 | 63 | 131 | 216 | 216 |
| 25 | 9 | 21 | 63 | 65 | 133 | 216 | 216 |
| 26 | 9 | 22 | 64 | 66 | 134 | 216 | 216 |
| 27 | 10 | 23 | 67 | 68 | 136 | 216 | 216 |
| 28 | 10 | 24 | 69 | 70 | 136 | 216 | 216 |
| 29 | 10 | 24 | 72 | 72 | 138 | 216 | 216 |
| 30 | 11 | 26 | 75 | 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

3 009

2

0

1

6

13

130

333

2 245

3

1

1

8

16

124

347

1 697

4

1

3

11

19

120

347

1 314

5

1

4

13

21

120

339

1 043

6

2

4

16

24

119

326

846

7

2

6

19

26

119

311

701

8

2

6

21

29

119

295

589

9

4

7

24

31

119

278

502

10

4

8

27

33

119

262

432

11

4

9

28

36

119

246

376

12

4

9

31

38

119

231

329

13

4

11

34

40

119

216

290

14

5

11

37

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

213

213

18

6

15

46

51

121

214

214

19

7

16

48

52

122

214

214

20

7

16

51

55

125

215

215

21

7

18

53

57

126

215

215

22

8

18

55

58

128

216

216

23

8

19

58

61

130

216

216

24

8

21

60

63

131

216

216

25

9

21

63

65

133

216

216

26

9

22

64

66

134

216

216

27

10

23

67

68

136

216

216

28

10

24

69

70

136

216

216

29

10

24

72

72

138

216

216

30

11

26

75

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 | 17 |
| Euro | Belgium | 17 |
| Euro | Cyprus | 17 |
| Euro | Estonia | 17 |
| Euro | Finland | 17 |
| Euro | France | 17 |
| Euro | Germany | 17 |
| Euro | Greece | 17 |
| Euro | Ireland | 17 |
| Euro | Italy | 17 |
| Euro | Latvia | 17 |
| Euro | Lithuania | 17 |
| Euro | Luxembourg | 17 |
| Euro | Malta | 17 |
| Euro | Netherlands | 17 |
| Euro | Portugal | 17 |
| Euro | Slovakia | 17 |
| Euro | Slovenia | 17 |
| Euro | Spain | 17 |
| Czech koruna | Czech Republic | 32 |
| Danish krone | Denmark | 49 |
| Forint | Hungary | 22 |
| Krona | Sweden | 4 |
| Kuna | Croatia | 2 |
| Lev | Bulgaria | -4 |
| Pound sterling | United Kingdom | 26 |
| Romanian leu | Romania | 9 |
| Zloty | Poland | 24 |
| Króna | Iceland | 3 |
| Norwegian krone | Norway | 23 |
| Swiss franc | Liechtenstein | -3 |
| Swiss franc | Switzerland | -3 |
| Australian dollar | Australia | 13 |
| Canadian dollar | Canada | 20 |
| Renminbi-yuan | China | 11 |
| Hong Kong dollar | Hong Kong | 5 |
| US dollar | United States | 66 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

17

Euro

Belgium

17

Euro

Cyprus

17

Euro

Estonia

17

Euro

Finland

17

Euro

France

17

Euro

Germany

17

Euro

Greece

17

Euro

Ireland

17

Euro

Italy

17

Euro

Latvia

17

Euro

Lithuania

17

Euro

Luxembourg

17

Euro

Malta

17

Euro

Netherlands

17

Euro

Portugal

17

Euro

Slovakia

17

Euro

Slovenia

17

Euro

Spain

17

Czech koruna

Czech Republic

32

Danish krone

Denmark

49

Forint

Hungary

22

Krona

Sweden

4

Kuna

Croatia

2

Lev

Bulgaria

-4

Pound sterling

United Kingdom

26

Romanian leu

Romania

9

Zloty

Poland

24

Króna

Iceland

3

Norwegian krone

Norway

23

Swiss franc

Liechtenstein

-3

Swiss franc

Switzerland

-3

Australian dollar

Australia

13

Canadian dollar

Canada

20

Renminbi-yuan

China

11

Hong Kong dollar

Hong Kong

5

US dollar

United States

66

Yen

Japan

2

---