# L_2022030EN.01000701.xml

| 11.2.2022 | EN | Official Journal of the European Union | L 30/7 |
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11.2.2022

EN

Official Journal of the European Union

L 30/7

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COMMISSION IMPLEMENTING REGULATION (EU) 2022/186

of 10 February 2022

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 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. |
| --- | --- |

(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 January 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2021 market data. That information was published on 6 January 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 January 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2021 market data. That information was published on 6 January 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. |
| --- | --- |

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2021 until 30 March 2022.

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

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

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

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

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

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

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

Article 2

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

It shall apply from 31 December 2021.

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

Done at Brussels, 10 February 2022.

For the Commission

The President

Ursula VON DER LEYEN

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

1

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

2

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ANNEX I

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

| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,585  % | 4,635  % | -0,595  % | 3,491  % | -0,011  % | -0,184  % |
| 2 | -0,395  % | 4,380  % | -0,405  % | 3,943  % | 0,197  % | -0,066  % |
| 3 | -0,246  % | 4,133  % | -0,256  % | 4,130  % | 0,388  % | 0,013  % |
| 4 | -0,145  % | 3,911  % | -0,155  % | 4,227  % | 0,517  % | 0,092  % |
| 5 | -0,084  % | 3,714  % | -0,094  % | 4,291  % | 0,613  % | 0,186  % |
| 6 | -0,026  % | 3,539  % | -0,036  % | 4,338  % | 0,657  % | 0,296  % |
| 7 | 0,030  % | 3,390  % | 0,020  % | 4,371  % | 0,684  % | 0,419  % |
| 8 | 0,088  % | 3,266  % | 0,078  % | 4,395  % | 0,722  % | 0,552  % |
| 9 | 0,147  % | 3,167  % | 0,137  % | 4,418  % | 0,783  % | 0,691  % |
| 10 | 0,205  % | 3,092  % | 0,195  % | 4,433  % | 0,881  % | 0,823  % |
| 11 | 0,252  % | 3,038  % | 0,242  % | 4,449  % | 1,020  % | 0,946  % |
| 12 | 0,301  % | 3,001  % | 0,291  % | 4,469  % | 1,174  % | 1,061  % |
| 13 | 0,345  % | 2,977  % | 0,335  % | 4,493  % | 1,326  % | 1,168  % |
| 14 | 0,379  % | 2,962  % | 0,369  % | 4,522  % | 1,468  % | 1,268  % |
| 15 | 0,399  % | 2,954  % | 0,388  % | 4,557  % | 1,598  % | 1,361  % |
| 16 | 0,405  % | 2,951  % | 0,395  % | 4,587  % | 1,716  % | 1,449  % |
| 17 | 0,408  % | 2,953  % | 0,397  % | 4,612  % | 1,823  % | 1,531  % |
| 18 | 0,414  % | 2,957  % | 0,403  % | 4,631  % | 1,919  % | 1,608  % |
| 19 | 0,428  % | 2,964  % | 0,418  % | 4,646  % | 2,005  % | 1,680  % |
| 20 | 0,456  % | 2,973  % | 0,446  % | 4,658  % | 2,084  % | 1,748  % |
| 21 | 0,497  % | 2,982  % | 0,487  % | 4,667  % | 2,155  % | 1,813  % |
| 22 | 0,549  % | 2,993  % | 0,540  % | 4,675  % | 2,220  % | 1,873  % |
| 23 | 0,609  % | 3,004  % | 0,599  % | 4,680  % | 2,280  % | 1,930  % |
| 24 | 0,672  % | 3,016  % | 0,663  % | 4,684  % | 2,334  % | 1,984  % |
| 25 | 0,739  % | 3,028  % | 0,730  % | 4,686  % | 2,384  % | 2,035  % |
| 26 | 0,807  % | 3,040  % | 0,798  % | 4,688  % | 2,431  % | 2,084  % |
| 27 | 0,874  % | 3,052  % | 0,866  % | 4,689  % | 2,474  % | 2,129  % |
| 28 | 0,942  % | 3,063  % | 0,933  % | 4,689  % | 2,514  % | 2,173  % |
| 29 | 1,008  % | 3,075  % | 1,000  % | 4,689  % | 2,551  % | 2,214  % |
| 30 | 1,073  % | 3,087  % | 1,066  % | 4,688  % | 2,586  % | 2,253  % |
| 31 | 1,137  % | 3,098  % | 1,129  % | 4,686  % | 2,619  % | 2,291  % |
| 32 | 1,199  % | 3,109  % | 1,191  % | 4,685  % | 2,649  % | 2,326  % |
| 33 | 1,258  % | 3,120  % | 1,251  % | 4,683  % | 2,678  % | 2,360  % |
| 34 | 1,316  % | 3,130  % | 1,309  % | 4,681  % | 2,705  % | 2,392  % |
| 35 | 1,372  % | 3,140  % | 1,365  % | 4,679  % | 2,730  % | 2,423  % |
| 36 | 1,426  % | 3,150  % | 1,419  % | 4,676  % | 2,754  % | 2,453  % |
| 37 | 1,478  % | 3,160  % | 1,471  % | 4,674  % | 2,777  % | 2,481  % |
| 38 | 1,528  % | 3,169  % | 1,521  % | 4,671  % | 2,799  % | 2,508  % |
| 39 | 1,576  % | 3,178  % | 1,569  % | 4,669  % | 2,819  % | 2,533  % |
| 40 | 1,622  % | 3,187  % | 1,616  % | 4,666  % | 2,839  % | 2,558  % |
| 41 | 1,666  % | 3,196  % | 1,660  % | 4,664  % | 2,857  % | 2,582  % |
| 42 | 1,709  % | 3,204  % | 1,703  % | 4,661  % | 2,875  % | 2,604  % |
| 43 | 1,750  % | 3,212  % | 1,744  % | 4,658  % | 2,892  % | 2,626  % |
| 44 | 1,790  % | 3,220  % | 1,784  % | 4,656  % | 2,908  % | 2,647  % |
| 45 | 1,828  % | 3,227  % | 1,822  % | 4,653  % | 2,923  % | 2,667  % |
| 46 | 1,864  % | 3,234  % | 1,859  % | 4,651  % | 2,938  % | 2,686  % |
| 47 | 1,900  % | 3,241  % | 1,895  % | 4,648  % | 2,952  % | 2,705  % |
| 48 | 1,934  % | 3,248  % | 1,929  % | 4,646  % | 2,965  % | 2,723  % |
| 49 | 1,967  % | 3,255  % | 1,962  % | 4,644  % | 2,978  % | 2,740  % |
| 50 | 1,998  % | 3,261  % | 1,993  % | 4,641  % | 2,990  % | 2,756  % |
| 51 | 2,029  % | 3,267  % | 2,024  % | 4,639  % | 3,002  % | 2,772  % |
| 52 | 2,058  % | 3,273  % | 2,053  % | 4,637  % | 3,014  % | 2,788  % |
| 53 | 2,086  % | 3,279  % | 2,082  % | 4,635  % | 3,025  % | 2,803  % |
| 54 | 2,114  % | 3,284  % | 2,109  % | 4,632  % | 3,035  % | 2,817  % |
| 55 | 2,140  % | 3,290  % | 2,136  % | 4,630  % | 3,046  % | 2,831  % |
| 56 | 2,166  % | 3,295  % | 2,161  % | 4,628  % | 3,056  % | 2,844  % |
| 57 | 2,190  % | 3,300  % | 2,186  % | 4,626  % | 3,065  % | 2,857  % |
| 58 | 2,214  % | 3,305  % | 2,210  % | 4,624  % | 3,074  % | 2,870  % |
| 59 | 2,237  % | 3,310  % | 2,233  % | 4,622  % | 3,083  % | 2,882  % |
| 60 | 2,260  % | 3,315  % | 2,256  % | 4,621  % | 3,092  % | 2,894  % |
| 61 | 2,282  % | 3,319  % | 2,277  % | 4,619  % | 3,100  % | 2,905  % |
| 62 | 2,303  % | 3,323  % | 2,299  % | 4,617  % | 3,108  % | 2,916  % |
| 63 | 2,323  % | 3,328  % | 2,319  % | 4,615  % | 3,116  % | 2,927  % |
| 64 | 2,343  % | 3,332  % | 2,339  % | 4,614  % | 3,123  % | 2,937  % |
| 65 | 2,362  % | 3,336  % | 2,358  % | 4,612  % | 3,131  % | 2,947  % |
| 66 | 2,380  % | 3,340  % | 2,377  % | 4,610  % | 3,138  % | 2,957  % |
| 67 | 2,398  % | 3,344  % | 2,395  % | 4,609  % | 3,145  % | 2,966  % |
| 68 | 2,416  % | 3,347  % | 2,412  % | 4,607  % | 3,151  % | 2,976  % |
| 69 | 2,433  % | 3,351  % | 2,429  % | 4,606  % | 3,158  % | 2,985  % |
| 70 | 2,449  % | 3,354  % | 2,446  % | 4,604  % | 3,164  % | 2,993  % |
| 71 | 2,466  % | 3,358  % | 2,462  % | 4,603  % | 3,170  % | 3,002  % |
| 72 | 2,481  % | 3,361  % | 2,478  % | 4,601  % | 3,176  % | 3,010  % |
| 73 | 2,496  % | 3,364  % | 2,493  % | 4,600  % | 3,182  % | 3,018  % |
| 74 | 2,511  % | 3,367  % | 2,508  % | 4,599  % | 3,188  % | 3,026  % |
| 75 | 2,526  % | 3,370  % | 2,522  % | 4,598  % | 3,193  % | 3,033  % |
| 76 | 2,540  % | 3,373  % | 2,536  % | 4,596  % | 3,199  % | 3,041  % |
| 77 | 2,553  % | 3,376  % | 2,550  % | 4,595  % | 3,204  % | 3,048  % |
| 78 | 2,567  % | 3,379  % | 2,563  % | 4,594  % | 3,209  % | 3,055  % |
| 79 | 2,580  % | 3,382  % | 2,577  % | 4,593  % | 3,214  % | 3,062  % |
| 80 | 2,592  % | 3,385  % | 2,589  % | 4,592  % | 3,219  % | 3,069  % |
| 81 | 2,605  % | 3,387  % | 2,602  % | 4,590  % | 3,223  % | 3,075  % |
| 82 | 2,617  % | 3,390  % | 2,614  % | 4,589  % | 3,228  % | 3,082  % |
| 83 | 2,629  % | 3,392  % | 2,626  % | 4,588  % | 3,232  % | 3,088  % |
| 84 | 2,640  % | 3,395  % | 2,637  % | 4,587  % | 3,237  % | 3,094  % |
| 85 | 2,651  % | 3,397  % | 2,648  % | 4,586  % | 3,241  % | 3,100  % |
| 86 | 2,662  % | 3,400  % | 2,659  % | 4,585  % | 3,245  % | 3,106  % |
| 87 | 2,673  % | 3,402  % | 2,670  % | 4,584  % | 3,249  % | 3,111  % |
| 88 | 2,684  % | 3,404  % | 2,681  % | 4,583  % | 3,253  % | 3,117  % |
| 89 | 2,694  % | 3,406  % | 2,691  % | 4,582  % | 3,257  % | 3,122  % |
| 90 | 2,704  % | 3,408  % | 2,701  % | 4,582  % | 3,261  % | 3,127  % |
| 91 | 2,714  % | 3,411  % | 2,711  % | 4,581  % | 3,265  % | 3,133  % |
| 92 | 2,723  % | 3,413  % | 2,720  % | 4,580  % | 3,268  % | 3,138  % |
| 93 | 2,733  % | 3,415  % | 2,730  % | 4,579  % | 3,272  % | 3,143  % |
| 94 | 2,742  % | 3,417  % | 2,739  % | 4,578  % | 3,275  % | 3,147  % |
| 95 | 2,751  % | 3,419  % | 2,748  % | 4,577  % | 3,279  % | 3,152  % |
| 96 | 2,760  % | 3,420  % | 2,757  % | 4,576  % | 3,282  % | 3,157  % |
| 97 | 2,768  % | 3,422  % | 2,766  % | 4,576  % | 3,285  % | 3,161  % |
| 98 | 2,777  % | 3,424  % | 2,774  % | 4,575  % | 3,289  % | 3,166  % |
| 99 | 2,785  % | 3,426  % | 2,782  % | 4,574  % | 3,292  % | 3,170  % |
| 100 | 2,793  % | 3,428  % | 2,791  % | 4,573  % | 3,295  % | 3,175  % |
| 101 | 2,801  % | 3,429  % | 2,799  % | 4,573  % | 3,298  % | 3,179  % |
| 102 | 2,809  % | 3,431  % | 2,806  % | 4,572  % | 3,301  % | 3,183  % |
| 103 | 2,816  % | 3,433  % | 2,814  % | 4,571  % | 3,304  % | 3,187  % |
| 104 | 2,824  % | 3,434  % | 2,822  % | 4,571  % | 3,306  % | 3,191  % |
| 105 | 2,831  % | 3,436  % | 2,829  % | 4,570  % | 3,309  % | 3,195  % |
| 106 | 2,839  % | 3,437  % | 2,836  % | 4,569  % | 3,312  % | 3,199  % |
| 107 | 2,846  % | 3,439  % | 2,843  % | 4,569  % | 3,315  % | 3,202  % |
| 108 | 2,853  % | 3,440  % | 2,850  % | 4,568  % | 3,317  % | 3,206  % |
| 109 | 2,859  % | 3,442  % | 2,857  % | 4,567  % | 3,320  % | 3,210  % |
| 110 | 2,866  % | 3,443  % | 2,864  % | 4,567  % | 3,322  % | 3,213  % |
| 111 | 2,873  % | 3,445  % | 2,870  % | 4,566  % | 3,325  % | 3,217  % |
| 112 | 2,879  % | 3,446  % | 2,877  % | 4,566  % | 3,327  % | 3,220  % |
| 113 | 2,886  % | 3,447  % | 2,883  % | 4,565  % | 3,330  % | 3,223  % |
| 114 | 2,892  % | 3,449  % | 2,890  % | 4,564  % | 3,332  % | 3,227  % |
| 115 | 2,898  % | 3,450  % | 2,896  % | 4,564  % | 3,335  % | 3,230  % |
| 116 | 2,904  % | 3,451  % | 2,902  % | 4,563  % | 3,337  % | 3,233  % |
| 117 | 2,910  % | 3,453  % | 2,908  % | 4,563  % | 3,339  % | 3,236  % |
| 118 | 2,916  % | 3,454  % | 2,914  % | 4,562  % | 3,341  % | 3,239  % |
| 119 | 2,921  % | 3,455  % | 2,919  % | 4,562  % | 3,343  % | 3,242  % |
| 120 | 2,927  % | 3,456  % | 2,925  % | 4,561  % | 3,346  % | 3,245  % |
| 121 | 2,933  % | 3,457  % | 2,931  % | 4,561  % | 3,348  % | 3,248  % |
| 122 | 2,938  % | 3,459  % | 2,936  % | 4,560  % | 3,350  % | 3,251  % |
| 123 | 2,943  % | 3,460  % | 2,941  % | 4,560  % | 3,352  % | 3,254  % |
| 124 | 2,949  % | 3,461  % | 2,947  % | 4,559  % | 3,354  % | 3,257  % |
| 125 | 2,954  % | 3,462  % | 2,952  % | 4,559  % | 3,356  % | 3,259  % |
| 126 | 2,959  % | 3,463  % | 2,957  % | 4,558  % | 3,358  % | 3,262  % |
| 127 | 2,964  % | 3,464  % | 2,962  % | 4,558  % | 3,360  % | 3,265  % |
| 128 | 2,969  % | 3,465  % | 2,967  % | 4,557  % | 3,361  % | 3,267  % |
| 129 | 2,974  % | 3,466  % | 2,972  % | 4,557  % | 3,363  % | 3,270  % |
| 130 | 2,979  % | 3,467  % | 2,977  % | 4,556  % | 3,365  % | 3,273  % |
| 131 | 2,983  % | 3,468  % | 2,982  % | 4,556  % | 3,367  % | 3,275  % |
| 132 | 2,988  % | 3,469  % | 2,986  % | 4,556  % | 3,369  % | 3,278  % |
| 133 | 2,993  % | 3,470  % | 2,991  % | 4,555  % | 3,370  % | 3,280  % |
| 134 | 2,997  % | 3,471  % | 2,995  % | 4,555  % | 3,372  % | 3,282  % |
| 135 | 3,002  % | 3,472  % | 3,000  % | 4,554  % | 3,374  % | 3,285  % |
| 136 | 3,006  % | 3,473  % | 3,004  % | 4,554  % | 3,375  % | 3,287  % |
| 137 | 3,010  % | 3,474  % | 3,009  % | 4,554  % | 3,377  % | 3,289  % |
| 138 | 3,015  % | 3,475  % | 3,013  % | 4,553  % | 3,379  % | 3,292  % |
| 139 | 3,019  % | 3,476  % | 3,017  % | 4,553  % | 3,380  % | 3,294  % |
| 140 | 3,023  % | 3,477  % | 3,021  % | 4,552  % | 3,382  % | 3,296  % |
| 141 | 3,027  % | 3,478  % | 3,025  % | 4,552  % | 3,383  % | 3,298  % |
| 142 | 3,031  % | 3,479  % | 3,029  % | 4,552  % | 3,385  % | 3,300  % |
| 143 | 3,035  % | 3,479  % | 3,033  % | 4,551  % | 3,386  % | 3,302  % |
| 144 | 3,039  % | 3,480  % | 3,037  % | 4,551  % | 3,388  % | 3,304  % |
| 145 | 3,043  % | 3,481  % | 3,041  % | 4,551  % | 3,389  % | 3,306  % |
| 146 | 3,047  % | 3,482  % | 3,045  % | 4,550  % | 3,391  % | 3,308  % |
| 147 | 3,050  % | 3,483  % | 3,049  % | 4,550  % | 3,392  % | 3,310  % |
| 148 | 3,054  % | 3,483  % | 3,052  % | 4,550  % | 3,394  % | 3,312  % |
| 149 | 3,058  % | 3,484  % | 3,056  % | 4,549  % | 3,395  % | 3,314  % |
| 150 | 3,061  % | 3,485  % | 3,060  % | 4,549  % | 3,396  % | 3,316  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,585  %

4,635  %

-0,595  %

3,491  %

-0,011  %

-0,184  %

2

-0,395  %

4,380  %

-0,405  %

3,943  %

0,197  %

-0,066  %

3

-0,246  %

4,133  %

-0,256  %

4,130  %

0,388  %

0,013  %

4

-0,145  %

3,911  %

-0,155  %

4,227  %

0,517  %

0,092  %

5

-0,084  %

3,714  %

-0,094  %

4,291  %

0,613  %

0,186  %

6

-0,026  %

3,539  %

-0,036  %

4,338  %

0,657  %

0,296  %

7

0,030  %

3,390  %

0,020  %

4,371  %

0,684  %

0,419  %

8

0,088  %

3,266  %

0,078  %

4,395  %

0,722  %

0,552  %

9

0,147  %

3,167  %

0,137  %

4,418  %

0,783  %

0,691  %

10

0,205  %

3,092  %

0,195  %

4,433  %

0,881  %

0,823  %

11

0,252  %

3,038  %

0,242  %

4,449  %

1,020  %

0,946  %

12

0,301  %

3,001  %

0,291  %

4,469  %

1,174  %

1,061  %

13

0,345  %

2,977  %

0,335  %

4,493  %

1,326  %

1,168  %

14

0,379  %

2,962  %

0,369  %

4,522  %

1,468  %

1,268  %

15

0,399  %

2,954  %

0,388  %

4,557  %

1,598  %

1,361  %

16

0,405  %

2,951  %

0,395  %

4,587  %

1,716  %

1,449  %

17

0,408  %

2,953  %

0,397  %

4,612  %

1,823  %

1,531  %

18

0,414  %

2,957  %

0,403  %

4,631  %

1,919  %

1,608  %

19

0,428  %

2,964  %

0,418  %

4,646  %

2,005  %

1,680  %

20

0,456  %

2,973  %

0,446  %

4,658  %

2,084  %

1,748  %

21

0,497  %

2,982  %

0,487  %

4,667  %

2,155  %

1,813  %

22

0,549  %

2,993  %

0,540  %

4,675  %

2,220  %

1,873  %

23

0,609  %

3,004  %

0,599  %

4,680  %

2,280  %

1,930  %

24

0,672  %

3,016  %

0,663  %

4,684  %

2,334  %

1,984  %

25

0,739  %

3,028  %

0,730  %

4,686  %

2,384  %

2,035  %

26

0,807  %

3,040  %

0,798  %

4,688  %

2,431  %

2,084  %

27

0,874  %

3,052  %

0,866  %

4,689  %

2,474  %

2,129  %

28

0,942  %

3,063  %

0,933  %

4,689  %

2,514  %

2,173  %

29

1,008  %

3,075  %

1,000  %

4,689  %

2,551  %

2,214  %

30

1,073  %

3,087  %

1,066  %

4,688  %

2,586  %

2,253  %

31

1,137  %

3,098  %

1,129  %

4,686  %

2,619  %

2,291  %

32

1,199  %

3,109  %

1,191  %

4,685  %

2,649  %

2,326  %

33

1,258  %

3,120  %

1,251  %

4,683  %

2,678  %

2,360  %

34

1,316  %

3,130  %

1,309  %

4,681  %

2,705  %

2,392  %

35

1,372  %

3,140  %

1,365  %

4,679  %

2,730  %

2,423  %

36

1,426  %

3,150  %

1,419  %

4,676  %

2,754  %

2,453  %

37

1,478  %

3,160  %

1,471  %

4,674  %

2,777  %

2,481  %

38

1,528  %

3,169  %

1,521  %

4,671  %

2,799  %

2,508  %

39

1,576  %

3,178  %

1,569  %

4,669  %

2,819  %

2,533  %

40

1,622  %

3,187  %

1,616  %

4,666  %

2,839  %

2,558  %

41

1,666  %

3,196  %

1,660  %

4,664  %

2,857  %

2,582  %

42

1,709  %

3,204  %

1,703  %

4,661  %

2,875  %

2,604  %

43

1,750  %

3,212  %

1,744  %

4,658  %

2,892  %

2,626  %

44

1,790  %

3,220  %

1,784  %

4,656  %

2,908  %

2,647  %

45

1,828  %

3,227  %

1,822  %

4,653  %

2,923  %

2,667  %

46

1,864  %

3,234  %

1,859  %

4,651  %

2,938  %

2,686  %

47

1,900  %

3,241  %

1,895  %

4,648  %

2,952  %

2,705  %

48

1,934  %

3,248  %

1,929  %

4,646  %

2,965  %

2,723  %

49

1,967  %

3,255  %

1,962  %

4,644  %

2,978  %

2,740  %

50

1,998  %

3,261  %

1,993  %

4,641  %

2,990  %

2,756  %

51

2,029  %

3,267  %

2,024  %

4,639  %

3,002  %

2,772  %

52

2,058  %

3,273  %

2,053  %

4,637  %

3,014  %

2,788  %

53

2,086  %

3,279  %

2,082  %

4,635  %

3,025  %

2,803  %

54

2,114  %

3,284  %

2,109  %

4,632  %

3,035  %

2,817  %

55

2,140  %

3,290  %

2,136  %

4,630  %

3,046  %

2,831  %

56

2,166  %

3,295  %

2,161  %

4,628  %

3,056  %

2,844  %

57

2,190  %

3,300  %

2,186  %

4,626  %

3,065  %

2,857  %

58

2,214  %

3,305  %

2,210  %

4,624  %

3,074  %

2,870  %

59

2,237  %

3,310  %

2,233  %

4,622  %

3,083  %

2,882  %

60

2,260  %

3,315  %

2,256  %

4,621  %

3,092  %

2,894  %

61

2,282  %

3,319  %

2,277  %

4,619  %

3,100  %

2,905  %

62

2,303  %

3,323  %

2,299  %

4,617  %

3,108  %

2,916  %

63

2,323  %

3,328  %

2,319  %

4,615  %

3,116  %

2,927  %

64

2,343  %

3,332  %

2,339  %

4,614  %

3,123  %

2,937  %

65

2,362  %

3,336  %

2,358  %

4,612  %

3,131  %

2,947  %

66

2,380  %

3,340  %

2,377  %

4,610  %

3,138  %

2,957  %

67

2,398  %

3,344  %

2,395  %

4,609  %

3,145  %

2,966  %

68

2,416  %

3,347  %

2,412  %

4,607  %

3,151  %

2,976  %

69

2,433  %

3,351  %

2,429  %

4,606  %

3,158  %

2,985  %

70

2,449  %

3,354  %

2,446  %

4,604  %

3,164  %

2,993  %

71

2,466  %

3,358  %

2,462  %

4,603  %

3,170  %

3,002  %

72

2,481  %

3,361  %

2,478  %

4,601  %

3,176  %

3,010  %

73

2,496  %

3,364  %

2,493  %

4,600  %

3,182  %

3,018  %

74

2,511  %

3,367  %

2,508  %

4,599  %

3,188  %

3,026  %

75

2,526  %

3,370  %

2,522  %

4,598  %

3,193  %

3,033  %

76

2,540  %

3,373  %

2,536  %

4,596  %

3,199  %

3,041  %

77

2,553  %

3,376  %

2,550  %

4,595  %

3,204  %

3,048  %

78

2,567  %

3,379  %

2,563  %

4,594  %

3,209  %

3,055  %

79

2,580  %

3,382  %

2,577  %

4,593  %

3,214  %

3,062  %

80

2,592  %

3,385  %

2,589  %

4,592  %

3,219  %

3,069  %

81

2,605  %

3,387  %

2,602  %

4,590  %

3,223  %

3,075  %

82

2,617  %

3,390  %

2,614  %

4,589  %

3,228  %

3,082  %

83

2,629  %

3,392  %

2,626  %

4,588  %

3,232  %

3,088  %

84

2,640  %

3,395  %

2,637  %

4,587  %

3,237  %

3,094  %

85

2,651  %

3,397  %

2,648  %

4,586  %

3,241  %

3,100  %

86

2,662  %

3,400  %

2,659  %

4,585  %

3,245  %

3,106  %

87

2,673  %

3,402  %

2,670  %

4,584  %

3,249  %

3,111  %

88

2,684  %

3,404  %

2,681  %

4,583  %

3,253  %

3,117  %

89

2,694  %

3,406  %

2,691  %

4,582  %

3,257  %

3,122  %

90

2,704  %

3,408  %

2,701  %

4,582  %

3,261  %

3,127  %

91

2,714  %

3,411  %

2,711  %

4,581  %

3,265  %

3,133  %

92

2,723  %

3,413  %

2,720  %

4,580  %

3,268  %

3,138  %

93

2,733  %

3,415  %

2,730  %

4,579  %

3,272  %

3,143  %

94

2,742  %

3,417  %

2,739  %

4,578  %

3,275  %

3,147  %

95

2,751  %

3,419  %

2,748  %

4,577  %

3,279  %

3,152  %

96

2,760  %

3,420  %

2,757  %

4,576  %

3,282  %

3,157  %

97

2,768  %

3,422  %

2,766  %

4,576  %

3,285  %

3,161  %

98

2,777  %

3,424  %

2,774  %

4,575  %

3,289  %

3,166  %

99

2,785  %

3,426  %

2,782  %

4,574  %

3,292  %

3,170  %

100

2,793  %

3,428  %

2,791  %

4,573  %

3,295  %

3,175  %

101

2,801  %

3,429  %

2,799  %

4,573  %

3,298  %

3,179  %

102

2,809  %

3,431  %

2,806  %

4,572  %

3,301  %

3,183  %

103

2,816  %

3,433  %

2,814  %

4,571  %

3,304  %

3,187  %

104

2,824  %

3,434  %

2,822  %

4,571  %

3,306  %

3,191  %

105

2,831  %

3,436  %

2,829  %

4,570  %

3,309  %

3,195  %

106

2,839  %

3,437  %

2,836  %

4,569  %

3,312  %

3,199  %

107

2,846  %

3,439  %

2,843  %

4,569  %

3,315  %

3,202  %

108

2,853  %

3,440  %

2,850  %

4,568  %

3,317  %

3,206  %

109

2,859  %

3,442  %

2,857  %

4,567  %

3,320  %

3,210  %

110

2,866  %

3,443  %

2,864  %

4,567  %

3,322  %

3,213  %

111

2,873  %

3,445  %

2,870  %

4,566  %

3,325  %

3,217  %

112

2,879  %

3,446  %

2,877  %

4,566  %

3,327  %

3,220  %

113

2,886  %

3,447  %

2,883  %

4,565  %

3,330  %

3,223  %

114

2,892  %

3,449  %

2,890  %

4,564  %

3,332  %

3,227  %

115

2,898  %

3,450  %

2,896  %

4,564  %

3,335  %

3,230  %

116

2,904  %

3,451  %

2,902  %

4,563  %

3,337  %

3,233  %

117

2,910  %

3,453  %

2,908  %

4,563  %

3,339  %

3,236  %

118

2,916  %

3,454  %

2,914  %

4,562  %

3,341  %

3,239  %

119

2,921  %

3,455  %

2,919  %

4,562  %

3,343  %

3,242  %

120

2,927  %

3,456  %

2,925  %

4,561  %

3,346  %

3,245  %

121

2,933  %

3,457  %

2,931  %

4,561  %

3,348  %

3,248  %

122

2,938  %

3,459  %

2,936  %

4,560  %

3,350  %

3,251  %

123

2,943  %

3,460  %

2,941  %

4,560  %

3,352  %

3,254  %

124

2,949  %

3,461  %

2,947  %

4,559  %

3,354  %

3,257  %

125

2,954  %

3,462  %

2,952  %

4,559  %

3,356  %

3,259  %

126

2,959  %

3,463  %

2,957  %

4,558  %

3,358  %

3,262  %

127

2,964  %

3,464  %

2,962  %

4,558  %

3,360  %

3,265  %

128

2,969  %

3,465  %

2,967  %

4,557  %

3,361  %

3,267  %

129

2,974  %

3,466  %

2,972  %

4,557  %

3,363  %

3,270  %

130

2,979  %

3,467  %

2,977  %

4,556  %

3,365  %

3,273  %

131

2,983  %

3,468  %

2,982  %

4,556  %

3,367  %

3,275  %

132

2,988  %

3,469  %

2,986  %

4,556  %

3,369  %

3,278  %

133

2,993  %

3,470  %

2,991  %

4,555  %

3,370  %

3,280  %

134

2,997  %

3,471  %

2,995  %

4,555  %

3,372  %

3,282  %

135

3,002  %

3,472  %

3,000  %

4,554  %

3,374  %

3,285  %

136

3,006  %

3,473  %

3,004  %

4,554  %

3,375  %

3,287  %

137

3,010  %

3,474  %

3,009  %

4,554  %

3,377  %

3,289  %

138

3,015  %

3,475  %

3,013  %

4,553  %

3,379  %

3,292  %

139

3,019  %

3,476  %

3,017  %

4,553  %

3,380  %

3,294  %

140

3,023  %

3,477  %

3,021  %

4,552  %

3,382  %

3,296  %

141

3,027  %

3,478  %

3,025  %

4,552  %

3,383  %

3,298  %

142

3,031  %

3,479  %

3,029  %

4,552  %

3,385  %

3,300  %

143

3,035  %

3,479  %

3,033  %

4,551  %

3,386  %

3,302  %

144

3,039  %

3,480  %

3,037  %

4,551  %

3,388  %

3,304  %

145

3,043  %

3,481  %

3,041  %

4,551  %

3,389  %

3,306  %

146

3,047  %

3,482  %

3,045  %

4,550  %

3,391  %

3,308  %

147

3,050  %

3,483  %

3,049  %

4,550  %

3,392  %

3,310  %

148

3,054  %

3,483  %

3,052  %

4,550  %

3,394  %

3,312  %

149

3,058  %

3,484  %

3,056  %

4,549  %

3,395  %

3,314  %

150

3,061  %

3,485  %

3,060  %

4,549  %

3,396  %

3,316  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,635  % | 0,781  % | 3,931  % | 2,656  % | 3,130  % | 1,140  % |
| 2 | -0,445  % | 1,103  % | 4,342  % | 3,379  % | 3,371  % | 1,519  % |
| 3 | -0,296  % | 1,203  % | 4,520  % | 3,603  % | 3,547  % | 1,689  % |
| 4 | -0,196  % | 1,213  % | 4,608  % | 3,702  % | 3,671  % | 1,755  % |
| 5 | -0,134  % | 1,196  % | 4,680  % | 3,734  % | 3,774  % | 1,778  % |
| 6 | -0,076  % | 1,168  % | 4,753  % | 3,718  % | 3,866  % | 1,781  % |
| 7 | -0,020  % | 1,140  % | 4,827  % | 3,676  % | 3,945  % | 1,778  % |
| 8 | 0,037  % | 1,123  % | 4,906  % | 3,630  % | 4,006  % | 1,779  % |
| 9 | 0,097  % | 1,115  % | 4,990  % | 3,596  % | 4,048  % | 1,789  % |
| 10 | 0,155  % | 1,111  % | 5,069  % | 3,574  % | 4,076  % | 1,809  % |
| 11 | 0,201  % | 1,107  % | 5,122  % | 3,556  % | 4,093  % | 1,840  % |
| 12 | 0,250  % | 1,103  % | 5,151  % | 3,543  % | 4,104  % | 1,879  % |
| 13 | 0,295  % | 1,097  % | 5,162  % | 3,533  % | 4,109  % | 1,921  % |
| 14 | 0,328  % | 1,090  % | 5,161  % | 3,525  % | 4,110  % | 1,966  % |
| 15 | 0,348  % | 1,082  % | 5,151  % | 3,519  % | 4,109  % | 2,012  % |
| 16 | 0,354  % | 1,072  % | 5,133  % | 3,514  % | 4,105  % | 2,059  % |
| 17 | 0,356  % | 1,063  % | 5,111  % | 3,511  % | 4,099  % | 2,104  % |
| 18 | 0,362  % | 1,056  % | 5,085  % | 3,508  % | 4,093  % | 2,149  % |
| 19 | 0,377  % | 1,051  % | 5,056  % | 3,506  % | 4,085  % | 2,193  % |
| 20 | 0,405  % | 1,050  % | 5,025  % | 3,504  % | 4,077  % | 2,235  % |
| 21 | 0,447  % | 1,052  % | 4,994  % | 3,503  % | 4,068  % | 2,276  % |
| 22 | 0,500  % | 1,055  % | 4,962  % | 3,503  % | 4,060  % | 2,315  % |
| 23 | 0,561  % | 1,059  % | 4,930  % | 3,503  % | 4,050  % | 2,353  % |
| 24 | 0,625  % | 1,060  % | 4,897  % | 3,503  % | 4,041  % | 2,389  % |
| 25 | 0,693  % | 1,060  % | 4,865  % | 3,503  % | 4,032  % | 2,424  % |
| 26 | 0,762  % | 1,056  % | 4,834  % | 3,503  % | 4,023  % | 2,457  % |
| 27 | 0,831  % | 1,048  % | 4,803  % | 3,504  % | 4,014  % | 2,489  % |
| 28 | 0,900  % | 1,035  % | 4,773  % | 3,505  % | 4,005  % | 2,520  % |
| 29 | 0,967  % | 1,018  % | 4,744  % | 3,506  % | 3,996  % | 2,549  % |
| 30 | 1,034  % | 0,995  % | 4,716  % | 3,507  % | 3,988  % | 2,577  % |
| 31 | 1,098  % | 0,967  % | 4,688  % | 3,508  % | 3,979  % | 2,604  % |
| 32 | 1,161  % | 0,936  % | 4,661  % | 3,509  % | 3,971  % | 2,630  % |
| 33 | 1,222  % | 0,905  % | 4,636  % | 3,510  % | 3,963  % | 2,655  % |
| 34 | 1,280  % | 0,874  % | 4,611  % | 3,511  % | 3,955  % | 2,678  % |
| 35 | 1,337  % | 0,846  % | 4,587  % | 3,512  % | 3,948  % | 2,701  % |
| 36 | 1,392  % | 0,820  % | 4,563  % | 3,513  % | 3,941  % | 2,723  % |
| 37 | 1,444  % | 0,797  % | 4,541  % | 3,514  % | 3,933  % | 2,744  % |
| 38 | 1,495  % | 0,778  % | 4,519  % | 3,516  % | 3,927  % | 2,764  % |
| 39 | 1,544  % | 0,763  % | 4,499  % | 3,517  % | 3,920  % | 2,783  % |
| 40 | 1,591  % | 0,751  % | 4,479  % | 3,518  % | 3,913  % | 2,801  % |
| 41 | 1,636  % | 0,743  % | 4,459  % | 3,519  % | 3,907  % | 2,819  % |
| 42 | 1,680  % | 0,738  % | 4,441  % | 3,520  % | 3,901  % | 2,836  % |
| 43 | 1,721  % | 0,737  % | 4,423  % | 3,521  % | 3,895  % | 2,852  % |
| 44 | 1,762  % | 0,739  % | 4,405  % | 3,523  % | 3,889  % | 2,868  % |
| 45 | 1,800  % | 0,745  % | 4,389  % | 3,524  % | 3,884  % | 2,883  % |
| 46 | 1,838  % | 0,754  % | 4,373  % | 3,525  % | 3,878  % | 2,898  % |
| 47 | 1,873  % | 0,767  % | 4,357  % | 3,526  % | 3,873  % | 2,912  % |
| 48 | 1,908  % | 0,782  % | 4,342  % | 3,527  % | 3,868  % | 2,926  % |
| 49 | 1,941  % | 0,801  % | 4,328  % | 3,528  % | 3,863  % | 2,939  % |
| 50 | 1,973  % | 0,823  % | 4,314  % | 3,529  % | 3,858  % | 2,951  % |
| 51 | 2,004  % | 0,849  % | 4,300  % | 3,530  % | 3,854  % | 2,963  % |
| 52 | 2,034  % | 0,877  % | 4,287  % | 3,531  % | 3,849  % | 2,975  % |
| 53 | 2,063  % | 0,907  % | 4,275  % | 3,532  % | 3,845  % | 2,987  % |
| 54 | 2,091  % | 0,938  % | 4,263  % | 3,533  % | 3,841  % | 2,997  % |
| 55 | 2,118  % | 0,970  % | 4,251  % | 3,534  % | 3,837  % | 3,008  % |
| 56 | 2,144  % | 1,003  % | 4,239  % | 3,535  % | 3,833  % | 3,018  % |
| 57 | 2,169  % | 1,037  % | 4,228  % | 3,536  % | 3,829  % | 3,028  % |
| 58 | 2,193  % | 1,071  % | 4,218  % | 3,537  % | 3,825  % | 3,038  % |
| 59 | 2,216  % | 1,104  % | 4,208  % | 3,538  % | 3,821  % | 3,047  % |
| 60 | 2,239  % | 1,138  % | 4,198  % | 3,539  % | 3,818  % | 3,056  % |
| 61 | 2,261  % | 1,171  % | 4,188  % | 3,539  % | 3,815  % | 3,065  % |
| 62 | 2,282  % | 1,205  % | 4,179  % | 3,540  % | 3,811  % | 3,073  % |
| 63 | 2,303  % | 1,237  % | 4,169  % | 3,541  % | 3,808  % | 3,082  % |
| 64 | 2,323  % | 1,270  % | 4,161  % | 3,542  % | 3,805  % | 3,090  % |
| 65 | 2,343  % | 1,301  % | 4,152  % | 3,543  % | 3,802  % | 3,097  % |
| 66 | 2,361  % | 1,333  % | 4,144  % | 3,543  % | 3,799  % | 3,105  % |
| 67 | 2,380  % | 1,363  % | 4,136  % | 3,544  % | 3,796  % | 3,112  % |
| 68 | 2,398  % | 1,394  % | 4,128  % | 3,545  % | 3,793  % | 3,119  % |
| 69 | 2,415  % | 1,423  % | 4,120  % | 3,546  % | 3,790  % | 3,126  % |
| 70 | 2,432  % | 1,452  % | 4,113  % | 3,546  % | 3,788  % | 3,133  % |
| 71 | 2,448  % | 1,480  % | 4,106  % | 3,547  % | 3,785  % | 3,139  % |
| 72 | 2,464  % | 1,508  % | 4,099  % | 3,548  % | 3,783  % | 3,146  % |
| 73 | 2,479  % | 1,535  % | 4,092  % | 3,548  % | 3,780  % | 3,152  % |
| 74 | 2,494  % | 1,562  % | 4,085  % | 3,549  % | 3,778  % | 3,158  % |
| 75 | 2,509  % | 1,588  % | 4,079  % | 3,549  % | 3,775  % | 3,164  % |
| 76 | 2,523  % | 1,613  % | 4,073  % | 3,550  % | 3,773  % | 3,169  % |
| 77 | 2,537  % | 1,638  % | 4,066  % | 3,551  % | 3,771  % | 3,175  % |
| 78 | 2,551  % | 1,662  % | 4,060  % | 3,551  % | 3,769  % | 3,180  % |
| 79 | 2,564  % | 1,686  % | 4,055  % | 3,552  % | 3,767  % | 3,186  % |
| 80 | 2,577  % | 1,710  % | 4,049  % | 3,552  % | 3,765  % | 3,191  % |
| 81 | 2,589  % | 1,732  % | 4,043  % | 3,553  % | 3,763  % | 3,196  % |
| 82 | 2,602  % | 1,754  % | 4,038  % | 3,553  % | 3,761  % | 3,201  % |
| 83 | 2,614  % | 1,776  % | 4,033  % | 3,554  % | 3,759  % | 3,205  % |
| 84 | 2,625  % | 1,797  % | 4,028  % | 3,555  % | 3,757  % | 3,210  % |
| 85 | 2,637  % | 1,818  % | 4,022  % | 3,555  % | 3,755  % | 3,215  % |
| 86 | 2,648  % | 1,839  % | 4,018  % | 3,556  % | 3,753  % | 3,219  % |
| 87 | 2,659  % | 1,858  % | 4,013  % | 3,556  % | 3,752  % | 3,224  % |
| 88 | 2,669  % | 1,878  % | 4,008  % | 3,556  % | 3,750  % | 3,228  % |
| 89 | 2,680  % | 1,897  % | 4,003  % | 3,557  % | 3,748  % | 3,232  % |
| 90 | 2,690  % | 1,916  % | 3,999  % | 3,557  % | 3,746  % | 3,236  % |
| 91 | 2,700  % | 1,934  % | 3,995  % | 3,558  % | 3,745  % | 3,240  % |
| 92 | 2,710  % | 1,952  % | 3,990  % | 3,558  % | 3,743  % | 3,244  % |
| 93 | 2,719  % | 1,969  % | 3,986  % | 3,559  % | 3,742  % | 3,248  % |
| 94 | 2,728  % | 1,986  % | 3,982  % | 3,559  % | 3,740  % | 3,251  % |
| 95 | 2,738  % | 2,003  % | 3,978  % | 3,560  % | 3,739  % | 3,255  % |
| 96 | 2,747  % | 2,020  % | 3,974  % | 3,560  % | 3,737  % | 3,259  % |
| 97 | 2,755  % | 2,036  % | 3,970  % | 3,560  % | 3,736  % | 3,262  % |
| 98 | 2,764  % | 2,052  % | 3,966  % | 3,561  % | 3,735  % | 3,266  % |
| 99 | 2,772  % | 2,067  % | 3,963  % | 3,561  % | 3,733  % | 3,269  % |
| 100 | 2,781  % | 2,082  % | 3,959  % | 3,562  % | 3,732  % | 3,272  % |
| 101 | 2,789  % | 2,097  % | 3,955  % | 3,562  % | 3,731  % | 3,276  % |
| 102 | 2,797  % | 2,112  % | 3,952  % | 3,562  % | 3,729  % | 3,279  % |
| 103 | 2,804  % | 2,126  % | 3,949  % | 3,563  % | 3,728  % | 3,282  % |
| 104 | 2,812  % | 2,140  % | 3,945  % | 3,563  % | 3,727  % | 3,285  % |
| 105 | 2,819  % | 2,154  % | 3,942  % | 3,563  % | 3,726  % | 3,288  % |
| 106 | 2,827  % | 2,167  % | 3,939  % | 3,564  % | 3,724  % | 3,291  % |
| 107 | 2,834  % | 2,181  % | 3,936  % | 3,564  % | 3,723  % | 3,294  % |
| 108 | 2,841  % | 2,194  % | 3,932  % | 3,564  % | 3,722  % | 3,297  % |
| 109 | 2,848  % | 2,207  % | 3,929  % | 3,565  % | 3,721  % | 3,299  % |
| 110 | 2,855  % | 2,219  % | 3,926  % | 3,565  % | 3,720  % | 3,302  % |
| 111 | 2,861  % | 2,231  % | 3,923  % | 3,565  % | 3,719  % | 3,305  % |
| 112 | 2,868  % | 2,244  % | 3,921  % | 3,566  % | 3,718  % | 3,307  % |
| 113 | 2,874  % | 2,256  % | 3,918  % | 3,566  % | 3,717  % | 3,310  % |
| 114 | 2,881  % | 2,267  % | 3,915  % | 3,566  % | 3,716  % | 3,312  % |
| 115 | 2,887  % | 2,279  % | 3,912  % | 3,566  % | 3,715  % | 3,315  % |
| 116 | 2,893  % | 2,290  % | 3,909  % | 3,567  % | 3,714  % | 3,317  % |
| 117 | 2,899  % | 2,301  % | 3,907  % | 3,567  % | 3,713  % | 3,320  % |
| 118 | 2,905  % | 2,312  % | 3,904  % | 3,567  % | 3,712  % | 3,322  % |
| 119 | 2,911  % | 2,323  % | 3,902  % | 3,568  % | 3,711  % | 3,325  % |
| 120 | 2,917  % | 2,333  % | 3,899  % | 3,568  % | 3,710  % | 3,327  % |
| 121 | 2,922  % | 2,344  % | 3,897  % | 3,568  % | 3,709  % | 3,329  % |
| 122 | 2,928  % | 2,354  % | 3,894  % | 3,568  % | 3,708  % | 3,331  % |
| 123 | 2,933  % | 2,364  % | 3,892  % | 3,569  % | 3,707  % | 3,334  % |
| 124 | 2,939  % | 2,374  % | 3,889  % | 3,569  % | 3,706  % | 3,336  % |
| 125 | 2,944  % | 2,384  % | 3,887  % | 3,569  % | 3,706  % | 3,338  % |
| 126 | 2,949  % | 2,393  % | 3,885  % | 3,569  % | 3,705  % | 3,340  % |
| 127 | 2,954  % | 2,403  % | 3,883  % | 3,570  % | 3,704  % | 3,342  % |
| 128 | 2,959  % | 2,412  % | 3,880  % | 3,570  % | 3,703  % | 3,344  % |
| 129 | 2,964  % | 2,421  % | 3,878  % | 3,570  % | 3,702  % | 3,346  % |
| 130 | 2,969  % | 2,430  % | 3,876  % | 3,570  % | 3,701  % | 3,348  % |
| 131 | 2,974  % | 2,439  % | 3,874  % | 3,571  % | 3,701  % | 3,350  % |
| 132 | 2,979  % | 2,448  % | 3,872  % | 3,571  % | 3,700  % | 3,352  % |
| 133 | 2,983  % | 2,457  % | 3,870  % | 3,571  % | 3,699  % | 3,354  % |
| 134 | 2,988  % | 2,465  % | 3,868  % | 3,571  % | 3,698  % | 3,355  % |
| 135 | 2,992  % | 2,473  % | 3,866  % | 3,571  % | 3,698  % | 3,357  % |
| 136 | 2,997  % | 2,482  % | 3,864  % | 3,572  % | 3,697  % | 3,359  % |
| 137 | 3,001  % | 2,490  % | 3,862  % | 3,572  % | 3,696  % | 3,361  % |
| 138 | 3,006  % | 2,498  % | 3,860  % | 3,572  % | 3,696  % | 3,362  % |
| 139 | 3,010  % | 2,506  % | 3,858  % | 3,572  % | 3,695  % | 3,364  % |
| 140 | 3,014  % | 2,513  % | 3,856  % | 3,572  % | 3,694  % | 3,366  % |
| 141 | 3,018  % | 2,521  % | 3,855  % | 3,573  % | 3,694  % | 3,367  % |
| 142 | 3,022  % | 2,529  % | 3,853  % | 3,573  % | 3,693  % | 3,369  % |
| 143 | 3,026  % | 2,536  % | 3,851  % | 3,573  % | 3,692  % | 3,371  % |
| 144 | 3,030  % | 2,543  % | 3,849  % | 3,573  % | 3,692  % | 3,372  % |
| 145 | 3,034  % | 2,551  % | 3,847  % | 3,573  % | 3,691  % | 3,374  % |
| 146 | 3,038  % | 2,558  % | 3,846  % | 3,574  % | 3,690  % | 3,375  % |
| 147 | 3,042  % | 2,565  % | 3,844  % | 3,574  % | 3,690  % | 3,377  % |
| 148 | 3,046  % | 2,572  % | 3,842  % | 3,574  % | 3,689  % | 3,378  % |
| 149 | 3,049  % | 2,579  % | 3,841  % | 3,574  % | 3,689  % | 3,380  % |
| 150 | 3,053  % | 2,585  % | 3,839  % | 3,574  % | 3,688  % | 3,381  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,635  %

0,781  %

3,931  %

2,656  %

3,130  %

1,140  %

2

-0,445  %

1,103  %

4,342  %

3,379  %

3,371  %

1,519  %

3

-0,296  %

1,203  %

4,520  %

3,603  %

3,547  %

1,689  %

4

-0,196  %

1,213  %

4,608  %

3,702  %

3,671  %

1,755  %

5

-0,134  %

1,196  %

4,680  %

3,734  %

3,774  %

1,778  %

6

-0,076  %

1,168  %

4,753  %

3,718  %

3,866  %

1,781  %

7

-0,020  %

1,140  %

4,827  %

3,676  %

3,945  %

1,778  %

8

0,037  %

1,123  %

4,906  %

3,630  %

4,006  %

1,779  %

9

0,097  %

1,115  %

4,990  %

3,596  %

4,048  %

1,789  %

10

0,155  %

1,111  %

5,069  %

3,574  %

4,076  %

1,809  %

11

0,201  %

1,107  %

5,122  %

3,556  %

4,093  %

1,840  %

12

0,250  %

1,103  %

5,151  %

3,543  %

4,104  %

1,879  %

13

0,295  %

1,097  %

5,162  %

3,533  %

4,109  %

1,921  %

14

0,328  %

1,090  %

5,161  %

3,525  %

4,110  %

1,966  %

15

0,348  %

1,082  %

5,151  %

3,519  %

4,109  %

2,012  %

16

0,354  %

1,072  %

5,133  %

3,514  %

4,105  %

2,059  %

17

0,356  %

1,063  %

5,111  %

3,511  %

4,099  %

2,104  %

18

0,362  %

1,056  %

5,085  %

3,508  %

4,093  %

2,149  %

19

0,377  %

1,051  %

5,056  %

3,506  %

4,085  %

2,193  %

20

0,405  %

1,050  %

5,025  %

3,504  %

4,077  %

2,235  %

21

0,447  %

1,052  %

4,994  %

3,503  %

4,068  %

2,276  %

22

0,500  %

1,055  %

4,962  %

3,503  %

4,060  %

2,315  %

23

0,561  %

1,059  %

4,930  %

3,503  %

4,050  %

2,353  %

24

0,625  %

1,060  %

4,897  %

3,503  %

4,041  %

2,389  %

25

0,693  %

1,060  %

4,865  %

3,503  %

4,032  %

2,424  %

26

0,762  %

1,056  %

4,834  %

3,503  %

4,023  %

2,457  %

27

0,831  %

1,048  %

4,803  %

3,504  %

4,014  %

2,489  %

28

0,900  %

1,035  %

4,773  %

3,505  %

4,005  %

2,520  %

29

0,967  %

1,018  %

4,744  %

3,506  %

3,996  %

2,549  %

30

1,034  %

0,995  %

4,716  %

3,507  %

3,988  %

2,577  %

31

1,098  %

0,967  %

4,688  %

3,508  %

3,979  %

2,604  %

32

1,161  %

0,936  %

4,661  %

3,509  %

3,971  %

2,630  %

33

1,222  %

0,905  %

4,636  %

3,510  %

3,963  %

2,655  %

34

1,280  %

0,874  %

4,611  %

3,511  %

3,955  %

2,678  %

35

1,337  %

0,846  %

4,587  %

3,512  %

3,948  %

2,701  %

36

1,392  %

0,820  %

4,563  %

3,513  %

3,941  %

2,723  %

37

1,444  %

0,797  %

4,541  %

3,514  %

3,933  %

2,744  %

38

1,495  %

0,778  %

4,519  %

3,516  %

3,927  %

2,764  %

39

1,544  %

0,763  %

4,499  %

3,517  %

3,920  %

2,783  %

40

1,591  %

0,751  %

4,479  %

3,518  %

3,913  %

2,801  %

41

1,636  %

0,743  %

4,459  %

3,519  %

3,907  %

2,819  %

42

1,680  %

0,738  %

4,441  %

3,520  %

3,901  %

2,836  %

43

1,721  %

0,737  %

4,423  %

3,521  %

3,895  %

2,852  %

44

1,762  %

0,739  %

4,405  %

3,523  %

3,889  %

2,868  %

45

1,800  %

0,745  %

4,389  %

3,524  %

3,884  %

2,883  %

46

1,838  %

0,754  %

4,373  %

3,525  %

3,878  %

2,898  %

47

1,873  %

0,767  %

4,357  %

3,526  %

3,873  %

2,912  %

48

1,908  %

0,782  %

4,342  %

3,527  %

3,868  %

2,926  %

49

1,941  %

0,801  %

4,328  %

3,528  %

3,863  %

2,939  %

50

1,973  %

0,823  %

4,314  %

3,529  %

3,858  %

2,951  %

51

2,004  %

0,849  %

4,300  %

3,530  %

3,854  %

2,963  %

52

2,034  %

0,877  %

4,287  %

3,531  %

3,849  %

2,975  %

53

2,063  %

0,907  %

4,275  %

3,532  %

3,845  %

2,987  %

54

2,091  %

0,938  %

4,263  %

3,533  %

3,841  %

2,997  %

55

2,118  %

0,970  %

4,251  %

3,534  %

3,837  %

3,008  %

56

2,144  %

1,003  %

4,239  %

3,535  %

3,833  %

3,018  %

57

2,169  %

1,037  %

4,228  %

3,536  %

3,829  %

3,028  %

58

2,193  %

1,071  %

4,218  %

3,537  %

3,825  %

3,038  %

59

2,216  %

1,104  %

4,208  %

3,538  %

3,821  %

3,047  %

60

2,239  %

1,138  %

4,198  %

3,539  %

3,818  %

3,056  %

61

2,261  %

1,171  %

4,188  %

3,539  %

3,815  %

3,065  %

62

2,282  %

1,205  %

4,179  %

3,540  %

3,811  %

3,073  %

63

2,303  %

1,237  %

4,169  %

3,541  %

3,808  %

3,082  %

64

2,323  %

1,270  %

4,161  %

3,542  %

3,805  %

3,090  %

65

2,343  %

1,301  %

4,152  %

3,543  %

3,802  %

3,097  %

66

2,361  %

1,333  %

4,144  %

3,543  %

3,799  %

3,105  %

67

2,380  %

1,363  %

4,136  %

3,544  %

3,796  %

3,112  %

68

2,398  %

1,394  %

4,128  %

3,545  %

3,793  %

3,119  %

69

2,415  %

1,423  %

4,120  %

3,546  %

3,790  %

3,126  %

70

2,432  %

1,452  %

4,113  %

3,546  %

3,788  %

3,133  %

71

2,448  %

1,480  %

4,106  %

3,547  %

3,785  %

3,139  %

72

2,464  %

1,508  %

4,099  %

3,548  %

3,783  %

3,146  %

73

2,479  %

1,535  %

4,092  %

3,548  %

3,780  %

3,152  %

74

2,494  %

1,562  %

4,085  %

3,549  %

3,778  %

3,158  %

75

2,509  %

1,588  %

4,079  %

3,549  %

3,775  %

3,164  %

76

2,523  %

1,613  %

4,073  %

3,550  %

3,773  %

3,169  %

77

2,537  %

1,638  %

4,066  %

3,551  %

3,771  %

3,175  %

78

2,551  %

1,662  %

4,060  %

3,551  %

3,769  %

3,180  %

79

2,564  %

1,686  %

4,055  %

3,552  %

3,767  %

3,186  %

80

2,577  %

1,710  %

4,049  %

3,552  %

3,765  %

3,191  %

81

2,589  %

1,732  %

4,043  %

3,553  %

3,763  %

3,196  %

82

2,602  %

1,754  %

4,038  %

3,553  %

3,761  %

3,201  %

83

2,614  %

1,776  %

4,033  %

3,554  %

3,759  %

3,205  %

84

2,625  %

1,797  %

4,028  %

3,555  %

3,757  %

3,210  %

85

2,637  %

1,818  %

4,022  %

3,555  %

3,755  %

3,215  %

86

2,648  %

1,839  %

4,018  %

3,556  %

3,753  %

3,219  %

87

2,659  %

1,858  %

4,013  %

3,556  %

3,752  %

3,224  %

88

2,669  %

1,878  %

4,008  %

3,556  %

3,750  %

3,228  %

89

2,680  %

1,897  %

4,003  %

3,557  %

3,748  %

3,232  %

90

2,690  %

1,916  %

3,999  %

3,557  %

3,746  %

3,236  %

91

2,700  %

1,934  %

3,995  %

3,558  %

3,745  %

3,240  %

92

2,710  %

1,952  %

3,990  %

3,558  %

3,743  %

3,244  %

93

2,719  %

1,969  %

3,986  %

3,559  %

3,742  %

3,248  %

94

2,728  %

1,986  %

3,982  %

3,559  %

3,740  %

3,251  %

95

2,738  %

2,003  %

3,978  %

3,560  %

3,739  %

3,255  %

96

2,747  %

2,020  %

3,974  %

3,560  %

3,737  %

3,259  %

97

2,755  %

2,036  %

3,970  %

3,560  %

3,736  %

3,262  %

98

2,764  %

2,052  %

3,966  %

3,561  %

3,735  %

3,266  %

99

2,772  %

2,067  %

3,963  %

3,561  %

3,733  %

3,269  %

100

2,781  %

2,082  %

3,959  %

3,562  %

3,732  %

3,272  %

101

2,789  %

2,097  %

3,955  %

3,562  %

3,731  %

3,276  %

102

2,797  %

2,112  %

3,952  %

3,562  %

3,729  %

3,279  %

103

2,804  %

2,126  %

3,949  %

3,563  %

3,728  %

3,282  %

104

2,812  %

2,140  %

3,945  %

3,563  %

3,727  %

3,285  %

105

2,819  %

2,154  %

3,942  %

3,563  %

3,726  %

3,288  %

106

2,827  %

2,167  %

3,939  %

3,564  %

3,724  %

3,291  %

107

2,834  %

2,181  %

3,936  %

3,564  %

3,723  %

3,294  %

108

2,841  %

2,194  %

3,932  %

3,564  %

3,722  %

3,297  %

109

2,848  %

2,207  %

3,929  %

3,565  %

3,721  %

3,299  %

110

2,855  %

2,219  %

3,926  %

3,565  %

3,720  %

3,302  %

111

2,861  %

2,231  %

3,923  %

3,565  %

3,719  %

3,305  %

112

2,868  %

2,244  %

3,921  %

3,566  %

3,718  %

3,307  %

113

2,874  %

2,256  %

3,918  %

3,566  %

3,717  %

3,310  %

114

2,881  %

2,267  %

3,915  %

3,566  %

3,716  %

3,312  %

115

2,887  %

2,279  %

3,912  %

3,566  %

3,715  %

3,315  %

116

2,893  %

2,290  %

3,909  %

3,567  %

3,714  %

3,317  %

117

2,899  %

2,301  %

3,907  %

3,567  %

3,713  %

3,320  %

118

2,905  %

2,312  %

3,904  %

3,567  %

3,712  %

3,322  %

119

2,911  %

2,323  %

3,902  %

3,568  %

3,711  %

3,325  %

120

2,917  %

2,333  %

3,899  %

3,568  %

3,710  %

3,327  %

121

2,922  %

2,344  %

3,897  %

3,568  %

3,709  %

3,329  %

122

2,928  %

2,354  %

3,894  %

3,568  %

3,708  %

3,331  %

123

2,933  %

2,364  %

3,892  %

3,569  %

3,707  %

3,334  %

124

2,939  %

2,374  %

3,889  %

3,569  %

3,706  %

3,336  %

125

2,944  %

2,384  %

3,887  %

3,569  %

3,706  %

3,338  %

126

2,949  %

2,393  %

3,885  %

3,569  %

3,705  %

3,340  %

127

2,954  %

2,403  %

3,883  %

3,570  %

3,704  %

3,342  %

128

2,959  %

2,412  %

3,880  %

3,570  %

3,703  %

3,344  %

129

2,964  %

2,421  %

3,878  %

3,570  %

3,702  %

3,346  %

130

2,969  %

2,430  %

3,876  %

3,570  %

3,701  %

3,348  %

131

2,974  %

2,439  %

3,874  %

3,571  %

3,701  %

3,350  %

132

2,979  %

2,448  %

3,872  %

3,571  %

3,700  %

3,352  %

133

2,983  %

2,457  %

3,870  %

3,571  %

3,699  %

3,354  %

134

2,988  %

2,465  %

3,868  %

3,571  %

3,698  %

3,355  %

135

2,992  %

2,473  %

3,866  %

3,571  %

3,698  %

3,357  %

136

2,997  %

2,482  %

3,864  %

3,572  %

3,697  %

3,359  %

137

3,001  %

2,490  %

3,862  %

3,572  %

3,696  %

3,361  %

138

3,006  %

2,498  %

3,860  %

3,572  %

3,696  %

3,362  %

139

3,010  %

2,506  %

3,858  %

3,572  %

3,695  %

3,364  %

140

3,014  %

2,513  %

3,856  %

3,572  %

3,694  %

3,366  %

141

3,018  %

2,521  %

3,855  %

3,573  %

3,694  %

3,367  %

142

3,022  %

2,529  %

3,853  %

3,573  %

3,693  %

3,369  %

143

3,026  %

2,536  %

3,851  %

3,573  %

3,692  %

3,371  %

144

3,030  %

2,543  %

3,849  %

3,573  %

3,692  %

3,372  %

145

3,034  %

2,551  %

3,847  %

3,573  %

3,691  %

3,374  %

146

3,038  %

2,558  %

3,846  %

3,574  %

3,690  %

3,375  %

147

3,042  %

2,565  %

3,844  %

3,574  %

3,690  %

3,377  %

148

3,046  %

2,572  %

3,842  %

3,574  %

3,689  %

3,378  %

149

3,049  %

2,579  %

3,841  %

3,574  %

3,689  %

3,380  %

150

3,053  %

2,585  %

3,839  %

3,574  %

3,688  %

3,381  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,802  % | 0,359  % | 0,361  % | 1,210  % | 4,625  % | 4,195  % |
| 2 | -0,588  % | 0,884  % | 0,555  % | 1,403  % | 5,059  % | 5,619  % |
| 3 | -0,482  % | 1,259  % | 0,776  % | 1,622  % | 5,298  % | 6,615  % |
| 4 | -0,408  % | 1,459  % | 0,983  % | 1,691  % | 5,416  % | 7,232  % |
| 5 | -0,331  % | 1,582  % | 1,171  % | 1,686  % | 5,478  % | 7,604  % |
| 6 | -0,244  % | 1,679  % | 1,340  % | 1,699  % | 5,511  % | 7,831  % |
| 7 | -0,161  % | 1,762  % | 1,494  % | 1,733  % | 5,534  % | 7,970  % |
| 8 | -0,091  % | 1,825  % | 1,642  % | 1,778  % | 5,555  % | 8,074  % |
| 9 | -0,040  % | 1,872  % | 1,783  % | 1,822  % | 5,573  % | 8,139  % |
| 10 | -0,010  % | 1,918  % | 1,920  % | 1,854  % | 5,583  % | 8,182  % |
| 11 | 0,001  % | 1,958  % | 2,055  % | 1,872  % | 5,583  % | 8,191  % |
| 12 | -0,001  % | 1,992  % | 2,188  % | 1,879  % | 5,576  % | 8,171  % |
| 13 | -0,008  % | 2,019  % | 2,318  % | 1,880  % | 5,563  % | 8,130  % |
| 14 | -0,018  % | 2,042  % | 2,439  % | 1,877  % | 5,547  % | 8,073  % |
| 15 | -0,026  % | 2,059  % | 2,549  % | 1,874  % | 5,528  % | 8,006  % |
| 16 | -0,033  % | 2,070  % | 2,643  % | 1,870  % | 5,508  % | 7,931  % |
| 17 | -0,036  % | 2,078  % | 2,724  % | 1,867  % | 5,486  % | 7,851  % |
| 18 | -0,034  % | 2,082  % | 2,795  % | 1,866  % | 5,464  % | 7,768  % |
| 19 | -0,029  % | 2,082  % | 2,856  % | 1,866  % | 5,441  % | 7,684  % |
| 20 | -0,018  % | 2,080  % | 2,910  % | 1,868  % | 5,418  % | 7,599  % |
| 21 | -0,003  % | 2,075  % | 2,957  % | 1,872  % | 5,395  % | 7,514  % |
| 22 | 0,017  % | 2,067  % | 2,999  % | 1,878  % | 5,373  % | 7,431  % |
| 23 | 0,042  % | 2,056  % | 3,036  % | 1,887  % | 5,351  % | 7,349  % |
| 24 | 0,072  % | 2,042  % | 3,070  % | 1,897  % | 5,330  % | 7,269  % |
| 25 | 0,107  % | 2,024  % | 3,100  % | 1,909  % | 5,309  % | 7,192  % |
| 26 | 0,147  % | 2,004  % | 3,127  % | 1,924  % | 5,288  % | 7,116  % |
| 27 | 0,191  % | 1,983  % | 3,151  % | 1,940  % | 5,268  % | 7,043  % |
| 28 | 0,237  % | 1,965  % | 3,173  % | 1,958  % | 5,249  % | 6,973  % |
| 29 | 0,285  % | 1,953  % | 3,193  % | 1,978  % | 5,231  % | 6,905  % |
| 30 | 0,334  % | 1,947  % | 3,211  % | 2,000  % | 5,213  % | 6,840  % |
| 31 | 0,382  % | 1,949  % | 3,228  % | 2,024  % | 5,195  % | 6,777  % |
| 32 | 0,431  % | 1,957  % | 3,243  % | 2,050  % | 5,178  % | 6,717  % |
| 33 | 0,479  % | 1,970  % | 3,258  % | 2,076  % | 5,162  % | 6,659  % |
| 34 | 0,526  % | 1,986  % | 3,271  % | 2,103  % | 5,147  % | 6,603  % |
| 35 | 0,572  % | 2,006  % | 3,283  % | 2,131  % | 5,131  % | 6,550  % |
| 36 | 0,617  % | 2,027  % | 3,294  % | 2,158  % | 5,117  % | 6,499  % |
| 37 | 0,661  % | 2,051  % | 3,304  % | 2,185  % | 5,103  % | 6,450  % |
| 38 | 0,704  % | 2,075  % | 3,314  % | 2,212  % | 5,089  % | 6,402  % |
| 39 | 0,745  % | 2,100  % | 3,323  % | 2,239  % | 5,076  % | 6,357  % |
| 40 | 0,785  % | 2,125  % | 3,331  % | 2,265  % | 5,064  % | 6,314  % |
| 41 | 0,824  % | 2,151  % | 3,339  % | 2,291  % | 5,052  % | 6,272  % |
| 42 | 0,862  % | 2,176  % | 3,347  % | 2,316  % | 5,040  % | 6,232  % |
| 43 | 0,898  % | 2,201  % | 3,354  % | 2,341  % | 5,029  % | 6,194  % |
| 44 | 0,933  % | 2,227  % | 3,360  % | 2,365  % | 5,018  % | 6,157  % |
| 45 | 0,967  % | 2,251  % | 3,367  % | 2,389  % | 5,007  % | 6,121  % |
| 46 | 1,000  % | 2,276  % | 3,372  % | 2,412  % | 4,997  % | 6,087  % |
| 47 | 1,031  % | 2,299  % | 3,378  % | 2,434  % | 4,987  % | 6,055  % |
| 48 | 1,062  % | 2,323  % | 3,383  % | 2,455  % | 4,978  % | 6,023  % |
| 49 | 1,092  % | 2,346  % | 3,388  % | 2,476  % | 4,969  % | 5,993  % |
| 50 | 1,120  % | 2,368  % | 3,393  % | 2,497  % | 4,960  % | 5,963  % |
| 51 | 1,148  % | 2,390  % | 3,397  % | 2,517  % | 4,951  % | 5,935  % |
| 52 | 1,175  % | 2,411  % | 3,402  % | 2,536  % | 4,943  % | 5,908  % |
| 53 | 1,200  % | 2,431  % | 3,406  % | 2,554  % | 4,935  % | 5,882  % |
| 54 | 1,225  % | 2,451  % | 3,410  % | 2,572  % | 4,927  % | 5,856  % |
| 55 | 1,250  % | 2,471  % | 3,414  % | 2,590  % | 4,920  % | 5,832  % |
| 56 | 1,273  % | 2,490  % | 3,417  % | 2,607  % | 4,913  % | 5,808  % |
| 57 | 1,296  % | 2,508  % | 3,421  % | 2,624  % | 4,906  % | 5,786  % |
| 58 | 1,317  % | 2,526  % | 3,424  % | 2,640  % | 4,899  % | 5,763  % |
| 59 | 1,339  % | 2,543  % | 3,427  % | 2,655  % | 4,892  % | 5,742  % |
| 60 | 1,359  % | 2,560  % | 3,430  % | 2,670  % | 4,886  % | 5,722  % |
| 61 | 1,379  % | 2,577  % | 3,433  % | 2,685  % | 4,880  % | 5,702  % |
| 62 | 1,399  % | 2,593  % | 3,436  % | 2,699  % | 4,874  % | 5,682  % |
| 63 | 1,417  % | 2,608  % | 3,439  % | 2,713  % | 4,868  % | 5,663  % |
| 64 | 1,435  % | 2,623  % | 3,441  % | 2,727  % | 4,862  % | 5,645  % |
| 65 | 1,453  % | 2,638  % | 3,444  % | 2,740  % | 4,857  % | 5,628  % |
| 66 | 1,470  % | 2,652  % | 3,446  % | 2,753  % | 4,852  % | 5,611  % |
| 67 | 1,487  % | 2,666  % | 3,449  % | 2,765  % | 4,846  % | 5,594  % |
| 68 | 1,503  % | 2,679  % | 3,451  % | 2,777  % | 4,841  % | 5,578  % |
| 69 | 1,519  % | 2,692  % | 3,453  % | 2,789  % | 4,837  % | 5,562  % |
| 70 | 1,534  % | 2,705  % | 3,455  % | 2,800  % | 4,832  % | 5,547  % |
| 71 | 1,549  % | 2,718  % | 3,457  % | 2,811  % | 4,827  % | 5,532  % |
| 72 | 1,563  % | 2,730  % | 3,460  % | 2,822  % | 4,823  % | 5,518  % |
| 73 | 1,577  % | 2,742  % | 3,461  % | 2,832  % | 4,818  % | 5,504  % |
| 74 | 1,591  % | 2,753  % | 3,463  % | 2,843  % | 4,814  % | 5,490  % |
| 75 | 1,604  % | 2,764  % | 3,465  % | 2,853  % | 4,810  % | 5,477  % |
| 76 | 1,617  % | 2,775  % | 3,467  % | 2,862  % | 4,806  % | 5,464  % |
| 77 | 1,630  % | 2,786  % | 3,469  % | 2,872  % | 4,802  % | 5,452  % |
| 78 | 1,643  % | 2,796  % | 3,471  % | 2,881  % | 4,798  % | 5,439  % |
| 79 | 1,655  % | 2,806  % | 3,472  % | 2,890  % | 4,794  % | 5,427  % |
| 80 | 1,666  % | 2,816  % | 3,474  % | 2,899  % | 4,791  % | 5,416  % |
| 81 | 1,678  % | 2,826  % | 3,475  % | 2,907  % | 4,787  % | 5,404  % |
| 82 | 1,689  % | 2,835  % | 3,477  % | 2,916  % | 4,783  % | 5,393  % |
| 83 | 1,700  % | 2,844  % | 3,478  % | 2,924  % | 4,780  % | 5,383  % |
| 84 | 1,710  % | 2,853  % | 3,480  % | 2,932  % | 4,777  % | 5,372  % |
| 85 | 1,721  % | 2,862  % | 3,481  % | 2,940  % | 4,774  % | 5,362  % |
| 86 | 1,731  % | 2,870  % | 3,483  % | 2,947  % | 4,770  % | 5,352  % |
| 87 | 1,741  % | 2,879  % | 3,484  % | 2,955  % | 4,767  % | 5,342  % |
| 88 | 1,751  % | 2,887  % | 3,485  % | 2,962  % | 4,764  % | 5,332  % |
| 89 | 1,760  % | 2,895  % | 3,487  % | 2,969  % | 4,761  % | 5,323  % |
| 90 | 1,770  % | 2,903  % | 3,488  % | 2,976  % | 4,758  % | 5,314  % |
| 91 | 1,779  % | 2,910  % | 3,489  % | 2,983  % | 4,756  % | 5,305  % |
| 92 | 1,787  % | 2,918  % | 3,490  % | 2,990  % | 4,753  % | 5,296  % |
| 93 | 1,796  % | 2,925  % | 3,492  % | 2,996  % | 4,750  % | 5,287  % |
| 94 | 1,805  % | 2,932  % | 3,493  % | 3,003  % | 4,747  % | 5,279  % |
| 95 | 1,813  % | 2,939  % | 3,494  % | 3,009  % | 4,745  % | 5,271  % |
| 96 | 1,821  % | 2,946  % | 3,495  % | 3,015  % | 4,742  % | 5,263  % |
| 97 | 1,829  % | 2,953  % | 3,496  % | 3,021  % | 4,740  % | 5,255  % |
| 98 | 1,837  % | 2,959  % | 3,497  % | 3,027  % | 4,737  % | 5,247  % |
| 99 | 1,845  % | 2,966  % | 3,498  % | 3,033  % | 4,735  % | 5,239  % |
| 100 | 1,852  % | 2,972  % | 3,499  % | 3,038  % | 4,733  % | 5,232  % |
| 101 | 1,860  % | 2,978  % | 3,500  % | 3,044  % | 4,730  % | 5,225  % |
| 102 | 1,867  % | 2,984  % | 3,501  % | 3,049  % | 4,728  % | 5,218  % |
| 103 | 1,874  % | 2,990  % | 3,502  % | 3,055  % | 4,726  % | 5,211  % |
| 104 | 1,881  % | 2,996  % | 3,503  % | 3,060  % | 4,724  % | 5,204  % |
| 105 | 1,888  % | 3,002  % | 3,504  % | 3,065  % | 4,721  % | 5,197  % |
| 106 | 1,894  % | 3,007  % | 3,505  % | 3,070  % | 4,719  % | 5,190  % |
| 107 | 1,901  % | 3,013  % | 3,506  % | 3,075  % | 4,717  % | 5,184  % |
| 108 | 1,907  % | 3,018  % | 3,507  % | 3,080  % | 4,715  % | 5,178  % |
| 109 | 1,914  % | 3,024  % | 3,508  % | 3,085  % | 4,713  % | 5,171  % |
| 110 | 1,920  % | 3,029  % | 3,508  % | 3,089  % | 4,711  % | 5,165  % |
| 111 | 1,926  % | 3,034  % | 3,509  % | 3,094  % | 4,709  % | 5,159  % |
| 112 | 1,932  % | 3,039  % | 3,510  % | 3,098  % | 4,708  % | 5,153  % |
| 113 | 1,938  % | 3,044  % | 3,511  % | 3,103  % | 4,706  % | 5,148  % |
| 114 | 1,944  % | 3,049  % | 3,512  % | 3,107  % | 4,704  % | 5,142  % |
| 115 | 1,949  % | 3,054  % | 3,512  % | 3,112  % | 4,702  % | 5,136  % |
| 116 | 1,955  % | 3,058  % | 3,513  % | 3,116  % | 4,700  % | 5,131  % |
| 117 | 1,961  % | 3,063  % | 3,514  % | 3,120  % | 4,699  % | 5,125  % |
| 118 | 1,966  % | 3,068  % | 3,515  % | 3,124  % | 4,697  % | 5,120  % |
| 119 | 1,971  % | 3,072  % | 3,515  % | 3,128  % | 4,695  % | 5,115  % |
| 120 | 1,976  % | 3,076  % | 3,516  % | 3,132  % | 4,694  % | 5,110  % |
| 121 | 1,982  % | 3,081  % | 3,517  % | 3,136  % | 4,692  % | 5,105  % |
| 122 | 1,987  % | 3,085  % | 3,517  % | 3,139  % | 4,691  % | 5,100  % |
| 123 | 1,992  % | 3,089  % | 3,518  % | 3,143  % | 4,689  % | 5,095  % |
| 124 | 1,997  % | 3,093  % | 3,519  % | 3,147  % | 4,687  % | 5,090  % |
| 125 | 2,001  % | 3,097  % | 3,519  % | 3,150  % | 4,686  % | 5,085  % |
| 126 | 2,006  % | 3,101  % | 3,520  % | 3,154  % | 4,685  % | 5,081  % |
| 127 | 2,011  % | 3,105  % | 3,521  % | 3,158  % | 4,683  % | 5,076  % |
| 128 | 2,015  % | 3,109  % | 3,521  % | 3,161  % | 4,682  % | 5,071  % |
| 129 | 2,020  % | 3,113  % | 3,522  % | 3,164  % | 4,680  % | 5,067  % |
| 130 | 2,024  % | 3,117  % | 3,522  % | 3,168  % | 4,679  % | 5,063  % |
| 131 | 2,029  % | 3,120  % | 3,523  % | 3,171  % | 4,677  % | 5,058  % |
| 132 | 2,033  % | 3,124  % | 3,524  % | 3,174  % | 4,676  % | 5,054  % |
| 133 | 2,037  % | 3,127  % | 3,524  % | 3,177  % | 4,675  % | 5,050  % |
| 134 | 2,041  % | 3,131  % | 3,525  % | 3,181  % | 4,673  % | 5,046  % |
| 135 | 2,046  % | 3,134  % | 3,525  % | 3,184  % | 4,672  % | 5,042  % |
| 136 | 2,050  % | 3,138  % | 3,526  % | 3,187  % | 4,671  % | 5,038  % |
| 137 | 2,054  % | 3,141  % | 3,526  % | 3,190  % | 4,670  % | 5,034  % |
| 138 | 2,058  % | 3,145  % | 3,527  % | 3,193  % | 4,668  % | 5,030  % |
| 139 | 2,061  % | 3,148  % | 3,528  % | 3,196  % | 4,667  % | 5,026  % |
| 140 | 2,065  % | 3,151  % | 3,528  % | 3,199  % | 4,666  % | 5,022  % |
| 141 | 2,069  % | 3,154  % | 3,529  % | 3,201  % | 4,665  % | 5,019  % |
| 142 | 2,073  % | 3,157  % | 3,529  % | 3,204  % | 4,664  % | 5,015  % |
| 143 | 2,076  % | 3,160  % | 3,530  % | 3,207  % | 4,663  % | 5,011  % |
| 144 | 2,080  % | 3,164  % | 3,530  % | 3,210  % | 4,661  % | 5,008  % |
| 145 | 2,084  % | 3,167  % | 3,531  % | 3,212  % | 4,660  % | 5,004  % |
| 146 | 2,087  % | 3,169  % | 3,531  % | 3,215  % | 4,659  % | 5,001  % |
| 147 | 2,091  % | 3,172  % | 3,531  % | 3,218  % | 4,658  % | 4,997  % |
| 148 | 2,094  % | 3,175  % | 3,532  % | 3,220  % | 4,657  % | 4,994  % |
| 149 | 2,098  % | 3,178  % | 3,532  % | 3,223  % | 4,656  % | 4,991  % |
| 150 | 2,101  % | 3,181  % | 3,533  % | 3,225  % | 4,655  % | 4,987  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,802  %

0,359  %

0,361  %

1,210  %

4,625  %

4,195  %

2

-0,588  %

0,884  %

0,555  %

1,403  %

5,059  %

5,619  %

3

-0,482  %

1,259  %

0,776  %

1,622  %

5,298  %

6,615  %

4

-0,408  %

1,459  %

0,983  %

1,691  %

5,416  %

7,232  %

5

-0,331  %

1,582  %

1,171  %

1,686  %

5,478  %

7,604  %

6

-0,244  %

1,679  %

1,340  %

1,699  %

5,511  %

7,831  %

7

-0,161  %

1,762  %

1,494  %

1,733  %

5,534  %

7,970  %

8

-0,091  %

1,825  %

1,642  %

1,778  %

5,555  %

8,074  %

9

-0,040  %

1,872  %

1,783  %

1,822  %

5,573  %

8,139  %

10

-0,010  %

1,918  %

1,920  %

1,854  %

5,583  %

8,182  %

11

0,001  %

1,958  %

2,055  %

1,872  %

5,583  %

8,191  %

12

-0,001  %

1,992  %

2,188  %

1,879  %

5,576  %

8,171  %

13

-0,008  %

2,019  %

2,318  %

1,880  %

5,563  %

8,130  %

14

-0,018  %

2,042  %

2,439  %

1,877  %

5,547  %

8,073  %

15

-0,026  %

2,059  %

2,549  %

1,874  %

5,528  %

8,006  %

16

-0,033  %

2,070  %

2,643  %

1,870  %

5,508  %

7,931  %

17

-0,036  %

2,078  %

2,724  %

1,867  %

5,486  %

7,851  %

18

-0,034  %

2,082  %

2,795  %

1,866  %

5,464  %

7,768  %

19

-0,029  %

2,082  %

2,856  %

1,866  %

5,441  %

7,684  %

20

-0,018  %

2,080  %

2,910  %

1,868  %

5,418  %

7,599  %

21

-0,003  %

2,075  %

2,957  %

1,872  %

5,395  %

7,514  %

22

0,017  %

2,067  %

2,999  %

1,878  %

5,373  %

7,431  %

23

0,042  %

2,056  %

3,036  %

1,887  %

5,351  %

7,349  %

24

0,072  %

2,042  %

3,070  %

1,897  %

5,330  %

7,269  %

25

0,107  %

2,024  %

3,100  %

1,909  %

5,309  %

7,192  %

26

0,147  %

2,004  %

3,127  %

1,924  %

5,288  %

7,116  %

27

0,191  %

1,983  %

3,151  %

1,940  %

5,268  %

7,043  %

28

0,237  %

1,965  %

3,173  %

1,958  %

5,249  %

6,973  %

29

0,285  %

1,953  %

3,193  %

1,978  %

5,231  %

6,905  %

30

0,334  %

1,947  %

3,211  %

2,000  %

5,213  %

6,840  %

31

0,382  %

1,949  %

3,228  %

2,024  %

5,195  %

6,777  %

32

0,431  %

1,957  %

3,243  %

2,050  %

5,178  %

6,717  %

33

0,479  %

1,970  %

3,258  %

2,076  %

5,162  %

6,659  %

34

0,526  %

1,986  %

3,271  %

2,103  %

5,147  %

6,603  %

35

0,572  %

2,006  %

3,283  %

2,131  %

5,131  %

6,550  %

36

0,617  %

2,027  %

3,294  %

2,158  %

5,117  %

6,499  %

37

0,661  %

2,051  %

3,304  %

2,185  %

5,103  %

6,450  %

38

0,704  %

2,075  %

3,314  %

2,212  %

5,089  %

6,402  %

39

0,745  %

2,100  %

3,323  %

2,239  %

5,076  %

6,357  %

40

0,785  %

2,125  %

3,331  %

2,265  %

5,064  %

6,314  %

41

0,824  %

2,151  %

3,339  %

2,291  %

5,052  %

6,272  %

42

0,862  %

2,176  %

3,347  %

2,316  %

5,040  %

6,232  %

43

0,898  %

2,201  %

3,354  %

2,341  %

5,029  %

6,194  %

44

0,933  %

2,227  %

3,360  %

2,365  %

5,018  %

6,157  %

45

0,967  %

2,251  %

3,367  %

2,389  %

5,007  %

6,121  %

46

1,000  %

2,276  %

3,372  %

2,412  %

4,997  %

6,087  %

47

1,031  %

2,299  %

3,378  %

2,434  %

4,987  %

6,055  %

48

1,062  %

2,323  %

3,383  %

2,455  %

4,978  %

6,023  %

49

1,092  %

2,346  %

3,388  %

2,476  %

4,969  %

5,993  %

50

1,120  %

2,368  %

3,393  %

2,497  %

4,960  %

5,963  %

51

1,148  %

2,390  %

3,397  %

2,517  %

4,951  %

5,935  %

52

1,175  %

2,411  %

3,402  %

2,536  %

4,943  %

5,908  %

53

1,200  %

2,431  %

3,406  %

2,554  %

4,935  %

5,882  %

54

1,225  %

2,451  %

3,410  %

2,572  %

4,927  %

5,856  %

55

1,250  %

2,471  %

3,414  %

2,590  %

4,920  %

5,832  %

56

1,273  %

2,490  %

3,417  %

2,607  %

4,913  %

5,808  %

57

1,296  %

2,508  %

3,421  %

2,624  %

4,906  %

5,786  %

58

1,317  %

2,526  %

3,424  %

2,640  %

4,899  %

5,763  %

59

1,339  %

2,543  %

3,427  %

2,655  %

4,892  %

5,742  %

60

1,359  %

2,560  %

3,430  %

2,670  %

4,886  %

5,722  %

61

1,379  %

2,577  %

3,433  %

2,685  %

4,880  %

5,702  %

62

1,399  %

2,593  %

3,436  %

2,699  %

4,874  %

5,682  %

63

1,417  %

2,608  %

3,439  %

2,713  %

4,868  %

5,663  %

64

1,435  %

2,623  %

3,441  %

2,727  %

4,862  %

5,645  %

65

1,453  %

2,638  %

3,444  %

2,740  %

4,857  %

5,628  %

66

1,470  %

2,652  %

3,446  %

2,753  %

4,852  %

5,611  %

67

1,487  %

2,666  %

3,449  %

2,765  %

4,846  %

5,594  %

68

1,503  %

2,679  %

3,451  %

2,777  %

4,841  %

5,578  %

69

1,519  %

2,692  %

3,453  %

2,789  %

4,837  %

5,562  %

70

1,534  %

2,705  %

3,455  %

2,800  %

4,832  %

5,547  %

71

1,549  %

2,718  %

3,457  %

2,811  %

4,827  %

5,532  %

72

1,563  %

2,730  %

3,460  %

2,822  %

4,823  %

5,518  %

73

1,577  %

2,742  %

3,461  %

2,832  %

4,818  %

5,504  %

74

1,591  %

2,753  %

3,463  %

2,843  %

4,814  %

5,490  %

75

1,604  %

2,764  %

3,465  %

2,853  %

4,810  %

5,477  %

76

1,617  %

2,775  %

3,467  %

2,862  %

4,806  %

5,464  %

77

1,630  %

2,786  %

3,469  %

2,872  %

4,802  %

5,452  %

78

1,643  %

2,796  %

3,471  %

2,881  %

4,798  %

5,439  %

79

1,655  %

2,806  %

3,472  %

2,890  %

4,794  %

5,427  %

80

1,666  %

2,816  %

3,474  %

2,899  %

4,791  %

5,416  %

81

1,678  %

2,826  %

3,475  %

2,907  %

4,787  %

5,404  %

82

1,689  %

2,835  %

3,477  %

2,916  %

4,783  %

5,393  %

83

1,700  %

2,844  %

3,478  %

2,924  %

4,780  %

5,383  %

84

1,710  %

2,853  %

3,480  %

2,932  %

4,777  %

5,372  %

85

1,721  %

2,862  %

3,481  %

2,940  %

4,774  %

5,362  %

86

1,731  %

2,870  %

3,483  %

2,947  %

4,770  %

5,352  %

87

1,741  %

2,879  %

3,484  %

2,955  %

4,767  %

5,342  %

88

1,751  %

2,887  %

3,485  %

2,962  %

4,764  %

5,332  %

89

1,760  %

2,895  %

3,487  %

2,969  %

4,761  %

5,323  %

90

1,770  %

2,903  %

3,488  %

2,976  %

4,758  %

5,314  %

91

1,779  %

2,910  %

3,489  %

2,983  %

4,756  %

5,305  %

92

1,787  %

2,918  %

3,490  %

2,990  %

4,753  %

5,296  %

93

1,796  %

2,925  %

3,492  %

2,996  %

4,750  %

5,287  %

94

1,805  %

2,932  %

3,493  %

3,003  %

4,747  %

5,279  %

95

1,813  %

2,939  %

3,494  %

3,009  %

4,745  %

5,271  %

96

1,821  %

2,946  %

3,495  %

3,015  %

4,742  %

5,263  %

97

1,829  %

2,953  %

3,496  %

3,021  %

4,740  %

5,255  %

98

1,837  %

2,959  %

3,497  %

3,027  %

4,737  %

5,247  %

99

1,845  %

2,966  %

3,498  %

3,033  %

4,735  %

5,239  %

100

1,852  %

2,972  %

3,499  %

3,038  %

4,733  %

5,232  %

101

1,860  %

2,978  %

3,500  %

3,044  %

4,730  %

5,225  %

102

1,867  %

2,984  %

3,501  %

3,049  %

4,728  %

5,218  %

103

1,874  %

2,990  %

3,502  %

3,055  %

4,726  %

5,211  %

104

1,881  %

2,996  %

3,503  %

3,060  %

4,724  %

5,204  %

105

1,888  %

3,002  %

3,504  %

3,065  %

4,721  %

5,197  %

106

1,894  %

3,007  %

3,505  %

3,070  %

4,719  %

5,190  %

107

1,901  %

3,013  %

3,506  %

3,075  %

4,717  %

5,184  %

108

1,907  %

3,018  %

3,507  %

3,080  %

4,715  %

5,178  %

109

1,914  %

3,024  %

3,508  %

3,085  %

4,713  %

5,171  %

110

1,920  %

3,029  %

3,508  %

3,089  %

4,711  %

5,165  %

111

1,926  %

3,034  %

3,509  %

3,094  %

4,709  %

5,159  %

112

1,932  %

3,039  %

3,510  %

3,098  %

4,708  %

5,153  %

113

1,938  %

3,044  %

3,511  %

3,103  %

4,706  %

5,148  %

114

1,944  %

3,049  %

3,512  %

3,107  %

4,704  %

5,142  %

115

1,949  %

3,054  %

3,512  %

3,112  %

4,702  %

5,136  %

116

1,955  %

3,058  %

3,513  %

3,116  %

4,700  %

5,131  %

117

1,961  %

3,063  %

3,514  %

3,120  %

4,699  %

5,125  %

118

1,966  %

3,068  %

3,515  %

3,124  %

4,697  %

5,120  %

119

1,971  %

3,072  %

3,515  %

3,128  %

4,695  %

5,115  %

120

1,976  %

3,076  %

3,516  %

3,132  %

4,694  %

5,110  %

121

1,982  %

3,081  %

3,517  %

3,136  %

4,692  %

5,105  %

122

1,987  %

3,085  %

3,517  %

3,139  %

4,691  %

5,100  %

123

1,992  %

3,089  %

3,518  %

3,143  %

4,689  %

5,095  %

124

1,997  %

3,093  %

3,519  %

3,147  %

4,687  %

5,090  %

125

2,001  %

3,097  %

3,519  %

3,150  %

4,686  %

5,085  %

126

2,006  %

3,101  %

3,520  %

3,154  %

4,685  %

5,081  %

127

2,011  %

3,105  %

3,521  %

3,158  %

4,683  %

5,076  %

128

2,015  %

3,109  %

3,521  %

3,161  %

4,682  %

5,071  %

129

2,020  %

3,113  %

3,522  %

3,164  %

4,680  %

5,067  %

130

2,024  %

3,117  %

3,522  %

3,168  %

4,679  %

5,063  %

131

2,029  %

3,120  %

3,523  %

3,171  %

4,677  %

5,058  %

132

2,033  %

3,124  %

3,524  %

3,174  %

4,676  %

5,054  %

133

2,037  %

3,127  %

3,524  %

3,177  %

4,675  %

5,050  %

134

2,041  %

3,131  %

3,525  %

3,181  %

4,673  %

5,046  %

135

2,046  %

3,134  %

3,525  %

3,184  %

4,672  %

5,042  %

136

2,050  %

3,138  %

3,526  %

3,187  %

4,671  %

5,038  %

137

2,054  %

3,141  %

3,526  %

3,190  %

4,670  %

5,034  %

138

2,058  %

3,145  %

3,527  %

3,193  %

4,668  %

5,030  %

139

2,061  %

3,148  %

3,528  %

3,196  %

4,667  %

5,026  %

140

2,065  %

3,151  %

3,528  %

3,199  %

4,666  %

5,022  %

141

2,069  %

3,154  %

3,529  %

3,201  %

4,665  %

5,019  %

142

2,073  %

3,157  %

3,529  %

3,204  %

4,664  %

5,015  %

143

2,076  %

3,160  %

3,530  %

3,207  %

4,663  %

5,011  %

144

2,080  %

3,164  %

3,530  %

3,210  %

4,661  %

5,008  %

145

2,084  %

3,167  %

3,531  %

3,212  %

4,660  %

5,004  %

146

2,087  %

3,169  %

3,531  %

3,215  %

4,659  %

5,001  %

147

2,091  %

3,172  %

3,531  %

3,218  %

4,658  %

4,997  %

148

2,094  %

3,175  %

3,532  %

3,220  %

4,657  %

4,994  %

149

2,098  %

3,178  %

3,532  %

3,223  %

4,656  %

4,991  %

150

2,101  %

3,181  %

3,533  %

3,225  %

4,655  %

4,987  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,421  % | 4,214  % | 6,851  % | 0,324  % | 1,649  % | 4,498  % |
| 2 | 0,825  % | 4,815  % | 7,281  % | 0,357  % | 2,086  % | 5,254  % |
| 3 | 1,048  % | 5,271  % | 7,355  % | 0,389  % | 2,338  % | 5,677  % |
| 4 | 1,166  % | 5,644  % | 7,362  % | 0,419  % | 2,436  % | 6,007  % |
| 5 | 1,242  % | 5,925  % | 7,353  % | 0,448  % | 2,476  % | 6,323  % |
| 6 | 1,301  % | 6,144  % | 7,355  % | 0,477  % | 2,501  % | 6,636  % |
| 7 | 1,350  % | 6,318  % | 7,371  % | 0,505  % | 2,522  % | 6,937  % |
| 8 | 1,391  % | 6,459  % | 7,402  % | 0,531  % | 2,537  % | 7,215  % |
| 9 | 1,428  % | 6,578  % | 7,448  % | 0,557  % | 2,550  % | 7,467  % |
| 10 | 1,460  % | 6,687  % | 7,511  % | 0,581  % | 2,569  % | 7,691  % |
| 11 | 1,490  % | 6,766  % | 7,589  % | 0,626  % | 2,580  % | 7,886  % |
| 12 | 1,519  % | 6,817  % | 7,676  % | 0,689  % | 2,584  % | 8,051  % |
| 13 | 1,550  % | 6,846  % | 7,764  % | 0,762  % | 2,585  % | 8,186  % |
| 14 | 1,584  % | 6,861  % | 7,849  % | 0,841  % | 2,585  % | 8,291  % |
| 15 | 1,623  % | 6,864  % | 7,928  % | 0,922  % | 2,585  % | 8,364  % |
| 16 | 1,666  % | 6,859  % | 7,996  % | 1,004  % | 2,585  % | 8,406  % |
| 17 | 1,713  % | 6,847  % | 8,053  % | 1,086  % | 2,588  % | 8,422  % |
| 18 | 1,761  % | 6,830  % | 8,095  % | 1,165  % | 2,593  % | 8,418  % |
| 19 | 1,810  % | 6,810  % | 8,121  % | 1,243  % | 2,600  % | 8,398  % |
| 20 | 1,859  % | 6,787  % | 8,128  % | 1,317  % | 2,610  % | 8,366  % |
| 21 | 1,908  % | 6,762  % | 8,116  % | 1,390  % | 2,624  % | 8,325  % |
| 22 | 1,955  % | 6,736  % | 8,087  % | 1,459  % | 2,639  % | 8,278  % |
| 23 | 2,001  % | 6,710  % | 8,046  % | 1,525  % | 2,656  % | 8,226  % |
| 24 | 2,046  % | 6,682  % | 7,996  % | 1,589  % | 2,674  % | 8,170  % |
| 25 | 2,090  % | 6,655  % | 7,938  % | 1,649  % | 2,693  % | 8,112  % |
| 26 | 2,132  % | 6,628  % | 7,875  % | 1,707  % | 2,712  % | 8,053  % |
| 27 | 2,172  % | 6,602  % | 7,808  % | 1,763  % | 2,731  % | 7,994  % |
| 28 | 2,211  % | 6,575  % | 7,740  % | 1,816  % | 2,750  % | 7,934  % |
| 29 | 2,248  % | 6,550  % | 7,670  % | 1,866  % | 2,769  % | 7,875  % |
| 30 | 2,284  % | 6,524  % | 7,600  % | 1,914  % | 2,788  % | 7,817  % |
| 31 | 2,319  % | 6,500  % | 7,530  % | 1,960  % | 2,806  % | 7,761  % |
| 32 | 2,352  % | 6,476  % | 7,460  % | 2,004  % | 2,825  % | 7,705  % |
| 33 | 2,384  % | 6,453  % | 7,392  % | 2,046  % | 2,842  % | 7,651  % |
| 34 | 2,414  % | 6,430  % | 7,326  % | 2,086  % | 2,859  % | 7,599  % |
| 35 | 2,444  % | 6,409  % | 7,261  % | 2,125  % | 2,876  % | 7,548  % |
| 36 | 2,472  % | 6,388  % | 7,198  % | 2,162  % | 2,892  % | 7,499  % |
| 37 | 2,499  % | 6,367  % | 7,137  % | 2,197  % | 2,908  % | 7,451  % |
| 38 | 2,525  % | 6,348  % | 7,077  % | 2,230  % | 2,923  % | 7,406  % |
| 39 | 2,549  % | 6,329  % | 7,020  % | 2,263  % | 2,938  % | 7,361  % |
| 40 | 2,573  % | 6,311  % | 6,965  % | 2,294  % | 2,952  % | 7,319  % |
| 41 | 2,596  % | 6,293  % | 6,911  % | 2,323  % | 2,966  % | 7,278  % |
| 42 | 2,618  % | 6,276  % | 6,860  % | 2,352  % | 2,979  % | 7,238  % |
| 43 | 2,639  % | 6,260  % | 6,810  % | 2,379  % | 2,992  % | 7,200  % |
| 44 | 2,660  % | 6,244  % | 6,762  % | 2,405  % | 3,004  % | 7,164  % |
| 45 | 2,679  % | 6,228  % | 6,716  % | 2,430  % | 3,016  % | 7,128  % |
| 46 | 2,698  % | 6,214  % | 6,672  % | 2,455  % | 3,028  % | 7,094  % |
| 47 | 2,717  % | 6,199  % | 6,629  % | 2,478  % | 3,039  % | 7,062  % |
| 48 | 2,734  % | 6,186  % | 6,588  % | 2,500  % | 3,050  % | 7,030  % |
| 49 | 2,751  % | 6,172  % | 6,548  % | 2,522  % | 3,061  % | 7,000  % |
| 50 | 2,767  % | 6,160  % | 6,510  % | 2,543  % | 3,071  % | 6,970  % |
| 51 | 2,783  % | 6,147  % | 6,473  % | 2,563  % | 3,081  % | 6,942  % |
| 52 | 2,798  % | 6,135  % | 6,437  % | 2,582  % | 3,090  % | 6,915  % |
| 53 | 2,813  % | 6,124  % | 6,403  % | 2,601  % | 3,099  % | 6,888  % |
| 54 | 2,827  % | 6,113  % | 6,370  % | 2,619  % | 3,108  % | 6,863  % |
| 55 | 2,841  % | 6,102  % | 6,338  % | 2,636  % | 3,117  % | 6,839  % |
| 56 | 2,854  % | 6,091  % | 6,307  % | 2,653  % | 3,125  % | 6,815  % |
| 57 | 2,867  % | 6,081  % | 6,277  % | 2,669  % | 3,133  % | 6,792  % |
| 58 | 2,879  % | 6,071  % | 6,248  % | 2,685  % | 3,141  % | 6,770  % |
| 59 | 2,891  % | 6,062  % | 6,220  % | 2,700  % | 3,148  % | 6,748  % |
| 60 | 2,903  % | 6,053  % | 6,193  % | 2,715  % | 3,156  % | 6,728  % |
| 61 | 2,914  % | 6,044  % | 6,167  % | 2,729  % | 3,163  % | 6,708  % |
| 62 | 2,925  % | 6,035  % | 6,142  % | 2,743  % | 3,170  % | 6,688  % |
| 63 | 2,935  % | 6,027  % | 6,117  % | 2,757  % | 3,176  % | 6,669  % |
| 64 | 2,945  % | 6,019  % | 6,093  % | 2,770  % | 3,183  % | 6,651  % |
| 65 | 2,955  % | 6,011  % | 6,070  % | 2,782  % | 3,189  % | 6,633  % |
| 66 | 2,965  % | 6,003  % | 6,048  % | 2,795  % | 3,195  % | 6,616  % |
| 67 | 2,974  % | 5,996  % | 6,026  % | 2,806  % | 3,201  % | 6,599  % |
| 68 | 2,984  % | 5,988  % | 6,005  % | 2,818  % | 3,207  % | 6,583  % |
| 69 | 2,992  % | 5,981  % | 5,985  % | 2,829  % | 3,213  % | 6,568  % |
| 70 | 3,001  % | 5,974  % | 5,965  % | 2,840  % | 3,218  % | 6,552  % |
| 71 | 3,009  % | 5,968  % | 5,946  % | 2,851  % | 3,223  % | 6,537  % |
| 72 | 3,017  % | 5,961  % | 5,927  % | 2,861  % | 3,229  % | 6,523  % |
| 73 | 3,025  % | 5,955  % | 5,908  % | 2,871  % | 3,234  % | 6,509  % |
| 74 | 3,033  % | 5,949  % | 5,891  % | 2,881  % | 3,239  % | 6,495  % |
| 75 | 3,041  % | 5,943  % | 5,873  % | 2,890  % | 3,243  % | 6,482  % |
| 76 | 3,048  % | 5,937  % | 5,857  % | 2,900  % | 3,248  % | 6,469  % |
| 77 | 3,055  % | 5,931  % | 5,840  % | 2,909  % | 3,253  % | 6,456  % |
| 78 | 3,062  % | 5,926  % | 5,824  % | 2,918  % | 3,257  % | 6,444  % |
| 79 | 3,069  % | 5,921  % | 5,809  % | 2,926  % | 3,261  % | 6,432  % |
| 80 | 3,075  % | 5,915  % | 5,793  % | 2,935  % | 3,266  % | 6,420  % |
| 81 | 3,082  % | 5,910  % | 5,779  % | 2,943  % | 3,270  % | 6,409  % |
| 82 | 3,088  % | 5,905  % | 5,764  % | 2,951  % | 3,274  % | 6,398  % |
| 83 | 3,094  % | 5,900  % | 5,750  % | 2,959  % | 3,278  % | 6,387  % |
| 84 | 3,100  % | 5,895  % | 5,736  % | 2,966  % | 3,281  % | 6,376  % |
| 85 | 3,106  % | 5,891  % | 5,723  % | 2,974  % | 3,285  % | 6,366  % |
| 86 | 3,112  % | 5,886  % | 5,710  % | 2,981  % | 3,289  % | 6,356  % |
| 87 | 3,117  % | 5,882  % | 5,697  % | 2,988  % | 3,292  % | 6,346  % |
| 88 | 3,123  % | 5,878  % | 5,684  % | 2,995  % | 3,296  % | 6,336  % |
| 89 | 3,128  % | 5,873  % | 5,672  % | 3,002  % | 3,299  % | 6,327  % |
| 90 | 3,133  % | 5,869  % | 5,660  % | 3,008  % | 3,303  % | 6,318  % |
| 91 | 3,139  % | 5,865  % | 5,648  % | 3,015  % | 3,306  % | 6,309  % |
| 92 | 3,144  % | 5,861  % | 5,637  % | 3,021  % | 3,309  % | 6,300  % |
| 93 | 3,148  % | 5,857  % | 5,626  % | 3,027  % | 3,312  % | 6,291  % |
| 94 | 3,153  % | 5,853  % | 5,615  % | 3,033  % | 3,315  % | 6,283  % |
| 95 | 3,158  % | 5,850  % | 5,604  % | 3,039  % | 3,318  % | 6,275  % |
| 96 | 3,163  % | 5,846  % | 5,594  % | 3,045  % | 3,321  % | 6,266  % |
| 97 | 3,167  % | 5,842  % | 5,583  % | 3,051  % | 3,324  % | 6,258  % |
| 98 | 3,171  % | 5,839  % | 5,573  % | 3,056  % | 3,327  % | 6,251  % |
| 99 | 3,176  % | 5,836  % | 5,563  % | 3,062  % | 3,330  % | 6,243  % |
| 100 | 3,180  % | 5,832  % | 5,554  % | 3,067  % | 3,332  % | 6,236  % |
| 101 | 3,184  % | 5,829  % | 5,544  % | 3,072  % | 3,335  % | 6,228  % |
| 102 | 3,188  % | 5,826  % | 5,535  % | 3,078  % | 3,337  % | 6,221  % |
| 103 | 3,192  % | 5,822  % | 5,526  % | 3,083  % | 3,340  % | 6,214  % |
| 104 | 3,196  % | 5,819  % | 5,517  % | 3,088  % | 3,343  % | 6,207  % |
| 105 | 3,200  % | 5,816  % | 5,508  % | 3,093  % | 3,345  % | 6,201  % |
| 106 | 3,204  % | 5,813  % | 5,499  % | 3,097  % | 3,347  % | 6,194  % |
| 107 | 3,207  % | 5,810  % | 5,491  % | 3,102  % | 3,350  % | 6,187  % |
| 108 | 3,211  % | 5,808  % | 5,483  % | 3,107  % | 3,352  % | 6,181  % |
| 109 | 3,215  % | 5,805  % | 5,475  % | 3,111  % | 3,354  % | 6,175  % |
| 110 | 3,218  % | 5,802  % | 5,467  % | 3,116  % | 3,357  % | 6,169  % |
| 111 | 3,222  % | 5,799  % | 5,459  % | 3,120  % | 3,359  % | 6,163  % |
| 112 | 3,225  % | 5,797  % | 5,451  % | 3,124  % | 3,361  % | 6,157  % |
| 113 | 3,228  % | 5,794  % | 5,444  % | 3,128  % | 3,363  % | 6,151  % |
| 114 | 3,231  % | 5,791  % | 5,436  % | 3,132  % | 3,365  % | 6,145  % |
| 115 | 3,235  % | 5,789  % | 5,429  % | 3,137  % | 3,367  % | 6,139  % |
| 116 | 3,238  % | 5,786  % | 5,422  % | 3,141  % | 3,369  % | 6,134  % |
| 117 | 3,241  % | 5,784  % | 5,415  % | 3,144  % | 3,371  % | 6,128  % |
| 118 | 3,244  % | 5,781  % | 5,408  % | 3,148  % | 3,373  % | 6,123  % |
| 119 | 3,247  % | 5,779  % | 5,401  % | 3,152  % | 3,375  % | 6,118  % |
| 120 | 3,250  % | 5,777  % | 5,394  % | 3,156  % | 3,377  % | 6,113  % |
| 121 | 3,253  % | 5,774  % | 5,388  % | 3,159  % | 3,379  % | 6,108  % |
| 122 | 3,256  % | 5,772  % | 5,381  % | 3,163  % | 3,380  % | 6,103  % |
| 123 | 3,258  % | 5,770  % | 5,375  % | 3,167  % | 3,382  % | 6,098  % |
| 124 | 3,261  % | 5,768  % | 5,368  % | 3,170  % | 3,384  % | 6,093  % |
| 125 | 3,264  % | 5,766  % | 5,362  % | 3,174  % | 3,386  % | 6,088  % |
| 126 | 3,266  % | 5,764  % | 5,356  % | 3,177  % | 3,387  % | 6,083  % |
| 127 | 3,269  % | 5,761  % | 5,350  % | 3,180  % | 3,389  % | 6,079  % |
| 128 | 3,272  % | 5,759  % | 5,344  % | 3,184  % | 3,391  % | 6,074  % |
| 129 | 3,274  % | 5,757  % | 5,339  % | 3,187  % | 3,392  % | 6,070  % |
| 130 | 3,277  % | 5,755  % | 5,333  % | 3,190  % | 3,394  % | 6,065  % |
| 131 | 3,279  % | 5,753  % | 5,327  % | 3,193  % | 3,396  % | 6,061  % |
| 132 | 3,282  % | 5,752  % | 5,322  % | 3,196  % | 3,397  % | 6,057  % |
| 133 | 3,284  % | 5,750  % | 5,316  % | 3,199  % | 3,399  % | 6,053  % |
| 134 | 3,286  % | 5,748  % | 5,311  % | 3,202  % | 3,400  % | 6,049  % |
| 135 | 3,289  % | 5,746  % | 5,306  % | 3,205  % | 3,402  % | 6,044  % |
| 136 | 3,291  % | 5,744  % | 5,300  % | 3,208  % | 3,403  % | 6,040  % |
| 137 | 3,293  % | 5,742  % | 5,295  % | 3,211  % | 3,404  % | 6,036  % |
| 138 | 3,295  % | 5,741  % | 5,290  % | 3,214  % | 3,406  % | 6,033  % |
| 139 | 3,298  % | 5,739  % | 5,285  % | 3,216  % | 3,407  % | 6,029  % |
| 140 | 3,300  % | 5,737  % | 5,280  % | 3,219  % | 3,409  % | 6,025  % |
| 141 | 3,302  % | 5,735  % | 5,275  % | 3,222  % | 3,410  % | 6,021  % |
| 142 | 3,304  % | 5,734  % | 5,271  % | 3,225  % | 3,411  % | 6,018  % |
| 143 | 3,306  % | 5,732  % | 5,266  % | 3,227  % | 3,413  % | 6,014  % |
| 144 | 3,308  % | 5,731  % | 5,261  % | 3,230  % | 3,414  % | 6,010  % |
| 145 | 3,310  % | 5,729  % | 5,257  % | 3,232  % | 3,415  % | 6,007  % |
| 146 | 3,312  % | 5,727  % | 5,252  % | 3,235  % | 3,417  % | 6,003  % |
| 147 | 3,314  % | 5,726  % | 5,248  % | 3,237  % | 3,418  % | 6,000  % |
| 148 | 3,316  % | 5,724  % | 5,243  % | 3,240  % | 3,419  % | 5,997  % |
| 149 | 3,318  % | 5,723  % | 5,239  % | 3,242  % | 3,420  % | 5,993  % |
| 150 | 3,320  % | 5,721  % | 5,235  % | 3,244  % | 3,421  % | 5,990  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,421  %

4,214  %

6,851  %

0,324  %

1,649  %

4,498  %

2

0,825  %

4,815  %

7,281  %

0,357  %

2,086  %

5,254  %

3

1,048  %

5,271  %

7,355  %

0,389  %

2,338  %

5,677  %

4

1,166  %

5,644  %

7,362  %

0,419  %

2,436  %

6,007  %

5

1,242  %

5,925  %

7,353  %

0,448  %

2,476  %

6,323  %

6

1,301  %

6,144  %

7,355  %

0,477  %

2,501  %

6,636  %

7

1,350  %

6,318  %

7,371  %

0,505  %

2,522  %

6,937  %

8

1,391  %

6,459  %

7,402  %

0,531  %

2,537  %

7,215  %

9

1,428  %

6,578  %

7,448  %

0,557  %

2,550  %

7,467  %

10

1,460  %

6,687  %

7,511  %

0,581  %

2,569  %

7,691  %

11

1,490  %

6,766  %

7,589  %

0,626  %

2,580  %

7,886  %

12

1,519  %

6,817  %

7,676  %

0,689  %

2,584  %

8,051  %

13

1,550  %

6,846  %

7,764  %

0,762  %

2,585  %

8,186  %

14

1,584  %

6,861  %

7,849  %

0,841  %

2,585  %

8,291  %

15

1,623  %

6,864  %

7,928  %

0,922  %

2,585  %

8,364  %

16

1,666  %

6,859  %

7,996  %

1,004  %

2,585  %

8,406  %

17

1,713  %

6,847  %

8,053  %

1,086  %

2,588  %

8,422  %

18

1,761  %

6,830  %

8,095  %

1,165  %

2,593  %

8,418  %

19

1,810  %

6,810  %

8,121  %

1,243  %

2,600  %

8,398  %

20

1,859  %

6,787  %

8,128  %

1,317  %

2,610  %

8,366  %

21

1,908  %

6,762  %

8,116  %

1,390  %

2,624  %

8,325  %

22

1,955  %

6,736  %

8,087  %

1,459  %

2,639  %

8,278  %

23

2,001  %

6,710  %

8,046  %

1,525  %

2,656  %

8,226  %

24

2,046  %

6,682  %

7,996  %

1,589  %

2,674  %

8,170  %

25

2,090  %

6,655  %

7,938  %

1,649  %

2,693  %

8,112  %

26

2,132  %

6,628  %

7,875  %

1,707  %

2,712  %

8,053  %

27

2,172  %

6,602  %

7,808  %

1,763  %

2,731  %

7,994  %

28

2,211  %

6,575  %

7,740  %

1,816  %

2,750  %

7,934  %

29

2,248  %

6,550  %

7,670  %

1,866  %

2,769  %

7,875  %

30

2,284  %

6,524  %

7,600  %

1,914  %

2,788  %

7,817  %

31

2,319  %

6,500  %

7,530  %

1,960  %

2,806  %

7,761  %

32

2,352  %

6,476  %

7,460  %

2,004  %

2,825  %

7,705  %

33

2,384  %

6,453  %

7,392  %

2,046  %

2,842  %

7,651  %

34

2,414  %

6,430  %

7,326  %

2,086  %

2,859  %

7,599  %

35

2,444  %

6,409  %

7,261  %

2,125  %

2,876  %

7,548  %

36

2,472  %

6,388  %

7,198  %

2,162  %

2,892  %

7,499  %

37

2,499  %

6,367  %

7,137  %

2,197  %

2,908  %

7,451  %

38

2,525  %

6,348  %

7,077  %

2,230  %

2,923  %

7,406  %

39

2,549  %

6,329  %

7,020  %

2,263  %

2,938  %

7,361  %

40

2,573  %

6,311  %

6,965  %

2,294  %

2,952  %

7,319  %

41

2,596  %

6,293  %

6,911  %

2,323  %

2,966  %

7,278  %

42

2,618  %

6,276  %

6,860  %

2,352  %

2,979  %

7,238  %

43

2,639  %

6,260  %

6,810  %

2,379  %

2,992  %

7,200  %

44

2,660  %

6,244  %

6,762  %

2,405  %

3,004  %

7,164  %

45

2,679  %

6,228  %

6,716  %

2,430  %

3,016  %

7,128  %

46

2,698  %

6,214  %

6,672  %

2,455  %

3,028  %

7,094  %

47

2,717  %

6,199  %

6,629  %

2,478  %

3,039  %

7,062  %

48

2,734  %

6,186  %

6,588  %

2,500  %

3,050  %

7,030  %

49

2,751  %

6,172  %

6,548  %

2,522  %

3,061  %

7,000  %

50

2,767  %

6,160  %

6,510  %

2,543  %

3,071  %

6,970  %

51

2,783  %

6,147  %

6,473  %

2,563  %

3,081  %

6,942  %

52

2,798  %

6,135  %

6,437  %

2,582  %

3,090  %

6,915  %

53

2,813  %

6,124  %

6,403  %

2,601  %

3,099  %

6,888  %

54

2,827  %

6,113  %

6,370  %

2,619  %

3,108  %

6,863  %

55

2,841  %

6,102  %

6,338  %

2,636  %

3,117  %

6,839  %

56

2,854  %

6,091  %

6,307  %

2,653  %

3,125  %

6,815  %

57

2,867  %

6,081  %

6,277  %

2,669  %

3,133  %

6,792  %

58

2,879  %

6,071  %

6,248  %

2,685  %

3,141  %

6,770  %

59

2,891  %

6,062  %

6,220  %

2,700  %

3,148  %

6,748  %

60

2,903  %

6,053  %

6,193  %

2,715  %

3,156  %

6,728  %

61

2,914  %

6,044  %

6,167  %

2,729  %

3,163  %

6,708  %

62

2,925  %

6,035  %

6,142  %

2,743  %

3,170  %

6,688  %

63

2,935  %

6,027  %

6,117  %

2,757  %

3,176  %

6,669  %

64

2,945  %

6,019  %

6,093  %

2,770  %

3,183  %

6,651  %

65

2,955  %

6,011  %

6,070  %

2,782  %

3,189  %

6,633  %

66

2,965  %

6,003  %

6,048  %

2,795  %

3,195  %

6,616  %

67

2,974  %

5,996  %

6,026  %

2,806  %

3,201  %

6,599  %

68

2,984  %

5,988  %

6,005  %

2,818  %

3,207  %

6,583  %

69

2,992  %

5,981  %

5,985  %

2,829  %

3,213  %

6,568  %

70

3,001  %

5,974  %

5,965  %

2,840  %

3,218  %

6,552  %

71

3,009  %

5,968  %

5,946  %

2,851  %

3,223  %

6,537  %

72

3,017  %

5,961  %

5,927  %

2,861  %

3,229  %

6,523  %

73

3,025  %

5,955  %

5,908  %

2,871  %

3,234  %

6,509  %

74

3,033  %

5,949  %

5,891  %

2,881  %

3,239  %

6,495  %

75

3,041  %

5,943  %

5,873  %

2,890  %

3,243  %

6,482  %

76

3,048  %

5,937  %

5,857  %

2,900  %

3,248  %

6,469  %

77

3,055  %

5,931  %

5,840  %

2,909  %

3,253  %

6,456  %

78

3,062  %

5,926  %

5,824  %

2,918  %

3,257  %

6,444  %

79

3,069  %

5,921  %

5,809  %

2,926  %

3,261  %

6,432  %

80

3,075  %

5,915  %

5,793  %

2,935  %

3,266  %

6,420  %

81

3,082  %

5,910  %

5,779  %

2,943  %

3,270  %

6,409  %

82

3,088  %

5,905  %

5,764  %

2,951  %

3,274  %

6,398  %

83

3,094  %

5,900  %

5,750  %

2,959  %

3,278  %

6,387  %

84

3,100  %

5,895  %

5,736  %

2,966  %

3,281  %

6,376  %

85

3,106  %

5,891  %

5,723  %

2,974  %

3,285  %

6,366  %

86

3,112  %

5,886  %

5,710  %

2,981  %

3,289  %

6,356  %

87

3,117  %

5,882  %

5,697  %

2,988  %

3,292  %

6,346  %

88

3,123  %

5,878  %

5,684  %

2,995  %

3,296  %

6,336  %

89

3,128  %

5,873  %

5,672  %

3,002  %

3,299  %

6,327  %

90

3,133  %

5,869  %

5,660  %

3,008  %

3,303  %

6,318  %

91

3,139  %

5,865  %

5,648  %

3,015  %

3,306  %

6,309  %

92

3,144  %

5,861  %

5,637  %

3,021  %

3,309  %

6,300  %

93

3,148  %

5,857  %

5,626  %

3,027  %

3,312  %

6,291  %

94

3,153  %

5,853  %

5,615  %

3,033  %

3,315  %

6,283  %

95

3,158  %

5,850  %

5,604  %

3,039  %

3,318  %

6,275  %

96

3,163  %

5,846  %

5,594  %

3,045  %

3,321  %

6,266  %

97

3,167  %

5,842  %

5,583  %

3,051  %

3,324  %

6,258  %

98

3,171  %

5,839  %

5,573  %

3,056  %

3,327  %

6,251  %

99

3,176  %

5,836  %

5,563  %

3,062  %

3,330  %

6,243  %

100

3,180  %

5,832  %

5,554  %

3,067  %

3,332  %

6,236  %

101

3,184  %

5,829  %

5,544  %

3,072  %

3,335  %

6,228  %

102

3,188  %

5,826  %

5,535  %

3,078  %

3,337  %

6,221  %

103

3,192  %

5,822  %

5,526  %

3,083  %

3,340  %

6,214  %

104

3,196  %

5,819  %

5,517  %

3,088  %

3,343  %

6,207  %

105

3,200  %

5,816  %

5,508  %

3,093  %

3,345  %

6,201  %

106

3,204  %

5,813  %

5,499  %

3,097  %

3,347  %

6,194  %

107

3,207  %

5,810  %

5,491  %

3,102  %

3,350  %

6,187  %

108

3,211  %

5,808  %

5,483  %

3,107  %

3,352  %

6,181  %

109

3,215  %

5,805  %

5,475  %

3,111  %

3,354  %

6,175  %

110

3,218  %

5,802  %

5,467  %

3,116  %

3,357  %

6,169  %

111

3,222  %

5,799  %

5,459  %

3,120  %

3,359  %

6,163  %

112

3,225  %

5,797  %

5,451  %

3,124  %

3,361  %

6,157  %

113

3,228  %

5,794  %

5,444  %

3,128  %

3,363  %

6,151  %

114

3,231  %

5,791  %

5,436  %

3,132  %

3,365  %

6,145  %

115

3,235  %

5,789  %

5,429  %

3,137  %

3,367  %

6,139  %

116

3,238  %

5,786  %

5,422  %

3,141  %

3,369  %

6,134  %

117

3,241  %

5,784  %

5,415  %

3,144  %

3,371  %

6,128  %

118

3,244  %

5,781  %

5,408  %

3,148  %

3,373  %

6,123  %

119

3,247  %

5,779  %

5,401  %

3,152  %

3,375  %

6,118  %

120

3,250  %

5,777  %

5,394  %

3,156  %

3,377  %

6,113  %

121

3,253  %

5,774  %

5,388  %

3,159  %

3,379  %

6,108  %

122

3,256  %

5,772  %

5,381  %

3,163  %

3,380  %

6,103  %

123

3,258  %

5,770  %

5,375  %

3,167  %

3,382  %

6,098  %

124

3,261  %

5,768  %

5,368  %

3,170  %

3,384  %

6,093  %

125

3,264  %

5,766  %

5,362  %

3,174  %

3,386  %

6,088  %

126

3,266  %

5,764  %

5,356  %

3,177  %

3,387  %

6,083  %

127

3,269  %

5,761  %

5,350  %

3,180  %

3,389  %

6,079  %

128

3,272  %

5,759  %

5,344  %

3,184  %

3,391  %

6,074  %

129

3,274  %

5,757  %

5,339  %

3,187  %

3,392  %

6,070  %

130

3,277  %

5,755  %

5,333  %

3,190  %

3,394  %

6,065  %

131

3,279  %

5,753  %

5,327  %

3,193  %

3,396  %

6,061  %

132

3,282  %

5,752  %

5,322  %

3,196  %

3,397  %

6,057  %

133

3,284  %

5,750  %

5,316  %

3,199  %

3,399  %

6,053  %

134

3,286  %

5,748  %

5,311  %

3,202  %

3,400  %

6,049  %

135

3,289  %

5,746  %

5,306  %

3,205  %

3,402  %

6,044  %

136

3,291  %

5,744  %

5,300  %

3,208  %

3,403  %

6,040  %

137

3,293  %

5,742  %

5,295  %

3,211  %

3,404  %

6,036  %

138

3,295  %

5,741  %

5,290  %

3,214  %

3,406  %

6,033  %

139

3,298  %

5,739  %

5,285  %

3,216  %

3,407  %

6,029  %

140

3,300  %

5,737  %

5,280  %

3,219  %

3,409  %

6,025  %

141

3,302  %

5,735  %

5,275  %

3,222  %

3,410  %

6,021  %

142

3,304  %

5,734  %

5,271  %

3,225  %

3,411  %

6,018  %

143

3,306  %

5,732  %

5,266  %

3,227  %

3,413  %

6,014  %

144

3,308  %

5,731  %

5,261  %

3,230  %

3,414  %

6,010  %

145

3,310  %

5,729  %

5,257  %

3,232  %

3,415  %

6,007  %

146

3,312  %

5,727  %

5,252  %

3,235  %

3,417  %

6,003  %

147

3,314  %

5,726  %

5,248  %

3,237  %

3,418  %

6,000  %

148

3,316  %

5,724  %

5,243  %

3,240  %

3,419  %

5,997  %

149

3,318  %

5,723  %

5,239  %

3,242  %

3,420  %

5,993  %

150

3,320  %

5,721  %

5,235  %

3,244  %

3,421  %

5,990  %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 11,236  % | 2,117  % | 1,922  % | 7,776  % | 0,461  % | 1,491  % |
| 2 | 9,864  % | 2,189  % | 2,496  % | 8,041  % | 0,879  % | 1,677  % |
| 3 | 8,865  % | 2,288  % | 2,819  % | 8,135  % | 1,083  % | 1,733  % |
| 4 | 8,431  % | 2,386  % | 3,008  % | 8,144  % | 1,271  % | 1,751  % |
| 5 | 8,320  % | 2,472  % | 3,157  % | 8,132  % | 1,421  % | 1,751  % |
| 6 | 8,408  % | 2,545  % | 3,293  % | 8,114  % | 1,509  % | 1,744  % |
| 7 | 8,623  % | 2,610  % | 3,417  % | 8,097  % | 1,559  % | 1,748  % |
| 8 | 8,946  % | 2,671  % | 3,528  % | 8,087  % | 1,587  % | 1,764  % |
| 9 | 9,318  % | 2,730  % | 3,630  % | 8,079  % | 1,602  % | 1,776  % |
| 10 | 9,717  % | 2,788  % | 3,716  % | 8,074  % | 1,609  % | 1,768  % |
| 11 | 10,023  % | 2,846  % | 3,793  % | 8,077  % | 1,612  % | 1,738  % |
| 12 | 10,231  % | 2,902  % | 3,863  % | 8,083  % | 1,614  % | 1,695  % |
| 13 | 10,364  % | 2,957  % | 3,926  % | 8,087  % | 1,617  % | 1,648  % |
| 14 | 10,437  % | 3,010  % | 3,984  % | 8,084  % | 1,622  % | 1,603  % |
| 15 | 10,466  % | 3,061  % | 4,041  % | 8,068  % | 1,631  % | 1,565  % |
| 16 | 10,458  % | 3,110  % | 4,096  % | 8,036  % | 1,643  % | 1,534  % |
| 17 | 10,423  % | 3,157  % | 4,150  % | 7,992  % | 1,660  % | 1,513  % |
| 18 | 10,367  % | 3,201  % | 4,198  % | 7,938  % | 1,680  % | 1,502  % |
| 19 | 10,294  % | 3,244  % | 4,240  % | 7,877  % | 1,706  % | 1,502  % |
| 20 | 10,210  % | 3,284  % | 4,274  % | 7,812  % | 1,735  % | 1,512  % |
| 21 | 10,116  % | 3,323  % | 4,299  % | 7,744  % | 1,769  % | 1,533  % |
| 22 | 10,016  % | 3,359  % | 4,315  % | 7,674  % | 1,806  % | 1,562  % |
| 23 | 9,912  % | 3,394  % | 4,325  % | 7,603  % | 1,845  % | 1,596  % |
| 24 | 9,806  % | 3,427  % | 4,330  % | 7,532  % | 1,885  % | 1,634  % |
| 25 | 9,700  % | 3,459  % | 4,331  % | 7,462  % | 1,926  % | 1,674  % |
| 26 | 9,593  % | 3,489  % | 4,329  % | 7,392  % | 1,966  % | 1,716  % |
| 27 | 9,487  % | 3,518  % | 4,324  % | 7,324  % | 2,006  % | 1,758  % |
| 28 | 9,383  % | 3,546  % | 4,317  % | 7,258  % | 2,046  % | 1,801  % |
| 29 | 9,282  % | 3,572  % | 4,309  % | 7,194  % | 2,085  % | 1,843  % |
| 30 | 9,183  % | 3,597  % | 4,299  % | 7,131  % | 2,122  % | 1,885  % |
| 31 | 9,086  % | 3,621  % | 4,289  % | 7,071  % | 2,159  % | 1,926  % |
| 32 | 8,993  % | 3,644  % | 4,278  % | 7,012  % | 2,194  % | 1,966  % |
| 33 | 8,903  % | 3,666  % | 4,266  % | 6,956  % | 2,229  % | 2,005  % |
| 34 | 8,816  % | 3,687  % | 4,254  % | 6,901  % | 2,262  % | 2,043  % |
| 35 | 8,732  % | 3,707  % | 4,242  % | 6,849  % | 2,294  % | 2,080  % |
| 36 | 8,652  % | 3,726  % | 4,230  % | 6,798  % | 2,325  % | 2,116  % |
| 37 | 8,574  % | 3,744  % | 4,218  % | 6,750  % | 2,355  % | 2,150  % |
| 38 | 8,499  % | 3,762  % | 4,206  % | 6,703  % | 2,384  % | 2,184  % |
| 39 | 8,428  % | 3,779  % | 4,194  % | 6,659  % | 2,412  % | 2,216  % |
| 40 | 8,359  % | 3,795  % | 4,182  % | 6,615  % | 2,438  % | 2,247  % |
| 41 | 8,293  % | 3,811  % | 4,171  % | 6,574  % | 2,464  % | 2,277  % |
| 42 | 8,229  % | 3,826  % | 4,159  % | 6,534  % | 2,489  % | 2,305  % |
| 43 | 8,168  % | 3,840  % | 4,148  % | 6,496  % | 2,513  % | 2,333  % |
| 44 | 8,109  % | 3,854  % | 4,138  % | 6,459  % | 2,536  % | 2,360  % |
| 45 | 8,053  % | 3,867  % | 4,127  % | 6,424  % | 2,558  % | 2,386  % |
| 46 | 7,999  % | 3,880  % | 4,117  % | 6,390  % | 2,579  % | 2,411  % |
| 47 | 7,947  % | 3,893  % | 4,107  % | 6,357  % | 2,600  % | 2,435  % |
| 48 | 7,896  % | 3,905  % | 4,098  % | 6,325  % | 2,619  % | 2,458  % |
| 49 | 7,848  % | 3,916  % | 4,088  % | 6,295  % | 2,638  % | 2,480  % |
| 50 | 7,802  % | 3,927  % | 4,079  % | 6,266  % | 2,657  % | 2,501  % |
| 51 | 7,757  % | 3,938  % | 4,070  % | 6,238  % | 2,675  % | 2,522  % |
| 52 | 7,714  % | 3,948  % | 4,062  % | 6,210  % | 2,692  % | 2,542  % |
| 53 | 7,672  % | 3,958  % | 4,054  % | 6,184  % | 2,708  % | 2,562  % |
| 54 | 7,632  % | 3,968  % | 4,046  % | 6,159  % | 2,724  % | 2,580  % |
| 55 | 7,593  % | 3,977  % | 4,038  % | 6,134  % | 2,740  % | 2,598  % |
| 56 | 7,556  % | 3,986  % | 4,030  % | 6,111  % | 2,755  % | 2,616  % |
| 57 | 7,520  % | 3,995  % | 4,023  % | 6,088  % | 2,769  % | 2,633  % |
| 58 | 7,485  % | 4,004  % | 4,016  % | 6,066  % | 2,783  % | 2,649  % |
| 59 | 7,451  % | 4,012  % | 4,009  % | 6,044  % | 2,797  % | 2,665  % |
| 60 | 7,419  % | 4,020  % | 4,003  % | 6,024  % | 2,810  % | 2,680  % |
| 61 | 7,387  % | 4,027  % | 3,996  % | 6,004  % | 2,823  % | 2,695  % |
| 62 | 7,357  % | 4,035  % | 3,990  % | 5,984  % | 2,835  % | 2,710  % |
| 63 | 7,327  % | 4,042  % | 3,984  % | 5,966  % | 2,847  % | 2,724  % |
| 64 | 7,298  % | 4,049  % | 3,978  % | 5,947  % | 2,859  % | 2,737  % |
| 65 | 7,270  % | 4,056  % | 3,972  % | 5,930  % | 2,870  % | 2,750  % |
| 66 | 7,243  % | 4,062  % | 3,967  % | 5,913  % | 2,881  % | 2,763  % |
| 67 | 7,217  % | 4,069  % | 3,961  % | 5,896  % | 2,892  % | 2,775  % |
| 68 | 7,192  % | 4,075  % | 3,956  % | 5,880  % | 2,902  % | 2,787  % |
| 69 | 7,167  % | 4,081  % | 3,951  % | 5,864  % | 2,912  % | 2,799  % |
| 70 | 7,143  % | 4,087  % | 3,946  % | 5,849  % | 2,922  % | 2,810  % |
| 71 | 7,120  % | 4,093  % | 3,941  % | 5,834  % | 2,931  % | 2,821  % |
| 72 | 7,097  % | 4,098  % | 3,936  % | 5,820  % | 2,941  % | 2,832  % |
| 73 | 7,075  % | 4,104  % | 3,932  % | 5,806  % | 2,949  % | 2,843  % |
| 74 | 7,054  % | 4,109  % | 3,927  % | 5,792  % | 2,958  % | 2,853  % |
| 75 | 7,033  % | 4,114  % | 3,923  % | 5,779  % | 2,967  % | 2,863  % |
| 76 | 7,013  % | 4,119  % | 3,919  % | 5,766  % | 2,975  % | 2,872  % |
| 77 | 6,993  % | 4,124  % | 3,915  % | 5,753  % | 2,983  % | 2,882  % |
| 78 | 6,974  % | 4,129  % | 3,910  % | 5,741  % | 2,991  % | 2,891  % |
| 79 | 6,955  % | 4,134  % | 3,907  % | 5,729  % | 2,999  % | 2,900  % |
| 80 | 6,937  % | 4,138  % | 3,903  % | 5,717  % | 3,006  % | 2,909  % |
| 81 | 6,919  % | 4,143  % | 3,899  % | 5,706  % | 3,013  % | 2,917  % |
| 82 | 6,901  % | 4,147  % | 3,895  % | 5,695  % | 3,021  % | 2,925  % |
| 83 | 6,884  % | 4,151  % | 3,892  % | 5,684  % | 3,027  % | 2,933  % |
| 84 | 6,868  % | 4,155  % | 3,888  % | 5,674  % | 3,034  % | 2,941  % |
| 85 | 6,852  % | 4,159  % | 3,885  % | 5,663  % | 3,041  % | 2,949  % |
| 86 | 6,836  % | 4,163  % | 3,882  % | 5,653  % | 3,047  % | 2,957  % |
| 87 | 6,820  % | 4,167  % | 3,878  % | 5,643  % | 3,054  % | 2,964  % |
| 88 | 6,805  % | 4,171  % | 3,875  % | 5,634  % | 3,060  % | 2,971  % |
| 89 | 6,790  % | 4,175  % | 3,872  % | 5,624  % | 3,066  % | 2,978  % |
| 90 | 6,776  % | 4,178  % | 3,869  % | 5,615  % | 3,072  % | 2,985  % |
| 91 | 6,762  % | 4,182  % | 3,866  % | 5,606  % | 3,078  % | 2,992  % |
| 92 | 6,748  % | 4,185  % | 3,863  % | 5,597  % | 3,083  % | 2,998  % |
| 93 | 6,735  % | 4,189  % | 3,860  % | 5,589  % | 3,089  % | 3,005  % |
| 94 | 6,721  % | 4,192  % | 3,858  % | 5,580  % | 3,094  % | 3,011  % |
| 95 | 6,709  % | 4,195  % | 3,855  % | 5,572  % | 3,100  % | 3,017  % |
| 96 | 6,696  % | 4,198  % | 3,852  % | 5,564  % | 3,105  % | 3,023  % |
| 97 | 6,683  % | 4,201  % | 3,850  % | 5,556  % | 3,110  % | 3,029  % |
| 98 | 6,671  % | 4,205  % | 3,847  % | 5,548  % | 3,115  % | 3,035  % |
| 99 | 6,659  % | 4,207  % | 3,845  % | 5,541  % | 3,120  % | 3,041  % |
| 100 | 6,648  % | 4,210  % | 3,842  % | 5,533  % | 3,125  % | 3,046  % |
| 101 | 6,636  % | 4,213  % | 3,840  % | 5,526  % | 3,129  % | 3,052  % |
| 102 | 6,625  % | 4,216  % | 3,837  % | 5,519  % | 3,134  % | 3,057  % |
| 103 | 6,614  % | 4,219  % | 3,835  % | 5,512  % | 3,138  % | 3,062  % |
| 104 | 6,603  % | 4,222  % | 3,833  % | 5,505  % | 3,143  % | 3,068  % |
| 105 | 6,593  % | 4,224  % | 3,831  % | 5,498  % | 3,147  % | 3,073  % |
| 106 | 6,582  % | 4,227  % | 3,828  % | 5,492  % | 3,151  % | 3,078  % |
| 107 | 6,572  % | 4,229  % | 3,826  % | 5,485  % | 3,156  % | 3,083  % |
| 108 | 6,562  % | 4,232  % | 3,824  % | 5,479  % | 3,160  % | 3,087  % |
| 109 | 6,553  % | 4,234  % | 3,822  % | 5,473  % | 3,164  % | 3,092  % |
| 110 | 6,543  % | 4,237  % | 3,820  % | 5,466  % | 3,168  % | 3,097  % |
| 111 | 6,533  % | 4,239  % | 3,818  % | 5,460  % | 3,172  % | 3,101  % |
| 112 | 6,524  % | 4,241  % | 3,816  % | 5,454  % | 3,175  % | 3,106  % |
| 113 | 6,515  % | 4,244  % | 3,814  % | 5,449  % | 3,179  % | 3,110  % |
| 114 | 6,506  % | 4,246  % | 3,812  % | 5,443  % | 3,183  % | 3,114  % |
| 115 | 6,497  % | 4,248  % | 3,811  % | 5,437  % | 3,186  % | 3,118  % |
| 116 | 6,489  % | 4,250  % | 3,809  % | 5,432  % | 3,190  % | 3,123  % |
| 117 | 6,480  % | 4,252  % | 3,807  % | 5,426  % | 3,193  % | 3,127  % |
| 118 | 6,472  % | 4,255  % | 3,805  % | 5,421  % | 3,197  % | 3,131  % |
| 119 | 6,464  % | 4,257  % | 3,803  % | 5,416  % | 3,200  % | 3,135  % |
| 120 | 6,456  % | 4,259  % | 3,802  % | 5,411  % | 3,204  % | 3,138  % |
| 121 | 6,448  % | 4,261  % | 3,800  % | 5,406  % | 3,207  % | 3,142  % |
| 122 | 6,440  % | 4,263  % | 3,798  % | 5,401  % | 3,210  % | 3,146  % |
| 123 | 6,432  % | 4,264  % | 3,797  % | 5,396  % | 3,213  % | 3,150  % |
| 124 | 6,425  % | 4,266  % | 3,795  % | 5,391  % | 3,216  % | 3,153  % |
| 125 | 6,417  % | 4,268  % | 3,794  % | 5,386  % | 3,219  % | 3,157  % |
| 126 | 6,410  % | 4,270  % | 3,792  % | 5,382  % | 3,222  % | 3,160  % |
| 127 | 6,403  % | 4,272  % | 3,791  % | 5,377  % | 3,225  % | 3,164  % |
| 128 | 6,396  % | 4,274  % | 3,789  % | 5,372  % | 3,228  % | 3,167  % |
| 129 | 6,389  % | 4,275  % | 3,788  % | 5,368  % | 3,231  % | 3,171  % |
| 130 | 6,382  % | 4,277  % | 3,786  % | 5,364  % | 3,234  % | 3,174  % |
| 131 | 6,375  % | 4,279  % | 3,785  % | 5,359  % | 3,237  % | 3,177  % |
| 132 | 6,368  % | 4,281  % | 3,783  % | 5,355  % | 3,240  % | 3,180  % |
| 133 | 6,362  % | 4,282  % | 3,782  % | 5,351  % | 3,242  % | 3,183  % |
| 134 | 6,355  % | 4,284  % | 3,781  % | 5,347  % | 3,245  % | 3,187  % |
| 135 | 6,349  % | 4,285  % | 3,779  % | 5,343  % | 3,248  % | 3,190  % |
| 136 | 6,343  % | 4,287  % | 3,778  % | 5,339  % | 3,250  % | 3,193  % |
| 137 | 6,337  % | 4,289  % | 3,777  % | 5,335  % | 3,253  % | 3,196  % |
| 138 | 6,330  % | 4,290  % | 3,775  % | 5,331  % | 3,255  % | 3,199  % |
| 139 | 6,324  % | 4,292  % | 3,774  % | 5,327  % | 3,258  % | 3,201  % |
| 140 | 6,319  % | 4,293  % | 3,773  % | 5,323  % | 3,260  % | 3,204  % |
| 141 | 6,313  % | 4,295  % | 3,772  % | 5,320  % | 3,263  % | 3,207  % |
| 142 | 6,307  % | 4,296  % | 3,770  % | 5,316  % | 3,265  % | 3,210  % |
| 143 | 6,301  % | 4,297  % | 3,769  % | 5,312  % | 3,267  % | 3,213  % |
| 144 | 6,296  % | 4,299  % | 3,768  % | 5,309  % | 3,270  % | 3,215  % |
| 145 | 6,290  % | 4,300  % | 3,767  % | 5,305  % | 3,272  % | 3,218  % |
| 146 | 6,285  % | 4,302  % | 3,766  % | 5,302  % | 3,274  % | 3,220  % |
| 147 | 6,279  % | 4,303  % | 3,765  % | 5,298  % | 3,276  % | 3,223  % |
| 148 | 6,274  % | 4,304  % | 3,764  % | 5,295  % | 3,278  % | 3,226  % |
| 149 | 6,269  % | 4,306  % | 3,762  % | 5,292  % | 3,281  % | 3,228  % |
| 150 | 6,264  % | 4,307  % | 3,761  % | 5,288  % | 3,283  % | 3,231  % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

11,236  %

2,117  %

1,922  %

7,776  %

0,461  %

1,491  %

2

9,864  %

2,189  %

2,496  %

8,041  %

0,879  %

1,677  %

3

8,865  %

2,288  %

2,819  %

8,135  %

1,083  %

1,733  %

4

8,431  %

2,386  %

3,008  %

8,144  %

1,271  %

1,751  %

5

8,320  %

2,472  %

3,157  %

8,132  %

1,421  %

1,751  %

6

8,408  %

2,545  %

3,293  %

8,114  %

1,509  %

1,744  %

7

8,623  %

2,610  %

3,417  %

8,097  %

1,559  %

1,748  %

8

8,946  %

2,671  %

3,528  %

8,087  %

1,587  %

1,764  %

9

9,318  %

2,730  %

3,630  %

8,079  %

1,602  %

1,776  %

10

9,717  %

2,788  %

3,716  %

8,074  %

1,609  %

1,768  %

11

10,023  %

2,846  %

3,793  %

8,077  %

1,612  %

1,738  %

12

10,231  %

2,902  %

3,863  %

8,083  %

1,614  %

1,695  %

13

10,364  %

2,957  %

3,926  %

8,087  %

1,617  %

1,648  %

14

10,437  %

3,010  %

3,984  %

8,084  %

1,622  %

1,603  %

15

10,466  %

3,061  %

4,041  %

8,068  %

1,631  %

1,565  %

16

10,458  %

3,110  %

4,096  %

8,036  %

1,643  %

1,534  %

17

10,423  %

3,157  %

4,150  %

7,992  %

1,660  %

1,513  %

18

10,367  %

3,201  %

4,198  %

7,938  %

1,680  %

1,502  %

19

10,294  %

3,244  %

4,240  %

7,877  %

1,706  %

1,502  %

20

10,210  %

3,284  %

4,274  %

7,812  %

1,735  %

1,512  %

21

10,116  %

3,323  %

4,299  %

7,744  %

1,769  %

1,533  %

22

10,016  %

3,359  %

4,315  %

7,674  %

1,806  %

1,562  %

23

9,912  %

3,394  %

4,325  %

7,603  %

1,845  %

1,596  %

24

9,806  %

3,427  %

4,330  %

7,532  %

1,885  %

1,634  %

25

9,700  %

3,459  %

4,331  %

7,462  %

1,926  %

1,674  %

26

9,593  %

3,489  %

4,329  %

7,392  %

1,966  %

1,716  %

27

9,487  %

3,518  %

4,324  %

7,324  %

2,006  %

1,758  %

28

9,383  %

3,546  %

4,317  %

7,258  %

2,046  %

1,801  %

29

9,282  %

3,572  %

4,309  %

7,194  %

2,085  %

1,843  %

30

9,183  %

3,597  %

4,299  %

7,131  %

2,122  %

1,885  %

31

9,086  %

3,621  %

4,289  %

7,071  %

2,159  %

1,926  %

32

8,993  %

3,644  %

4,278  %

7,012  %

2,194  %

1,966  %

33

8,903  %

3,666  %

4,266  %

6,956  %

2,229  %

2,005  %

34

8,816  %

3,687  %

4,254  %

6,901  %

2,262  %

2,043  %

35

8,732  %

3,707  %

4,242  %

6,849  %

2,294  %

2,080  %

36

8,652  %

3,726  %

4,230  %

6,798  %

2,325  %

2,116  %

37

8,574  %

3,744  %

4,218  %

6,750  %

2,355  %

2,150  %

38

8,499  %

3,762  %

4,206  %

6,703  %

2,384  %

2,184  %

39

8,428  %

3,779  %

4,194  %

6,659  %

2,412  %

2,216  %

40

8,359  %

3,795  %

4,182  %

6,615  %

2,438  %

2,247  %

41

8,293  %

3,811  %

4,171  %

6,574  %

2,464  %

2,277  %

42

8,229  %

3,826  %

4,159  %

6,534  %

2,489  %

2,305  %

43

8,168  %

3,840  %

4,148  %

6,496  %

2,513  %

2,333  %

44

8,109  %

3,854  %

4,138  %

6,459  %

2,536  %

2,360  %

45

8,053  %

3,867  %

4,127  %

6,424  %

2,558  %

2,386  %

46

7,999  %

3,880  %

4,117  %

6,390  %

2,579  %

2,411  %

47

7,947  %

3,893  %

4,107  %

6,357  %

2,600  %

2,435  %

48

7,896  %

3,905  %

4,098  %

6,325  %

2,619  %

2,458  %

49

7,848  %

3,916  %

4,088  %

6,295  %

2,638  %

2,480  %

50

7,802  %

3,927  %

4,079  %

6,266  %

2,657  %

2,501  %

51

7,757  %

3,938  %

4,070  %

6,238  %

2,675  %

2,522  %

52

7,714  %

3,948  %

4,062  %

6,210  %

2,692  %

2,542  %

53

7,672  %

3,958  %

4,054  %

6,184  %

2,708  %

2,562  %

54

7,632  %

3,968  %

4,046  %

6,159  %

2,724  %

2,580  %

55

7,593  %

3,977  %

4,038  %

6,134  %

2,740  %

2,598  %

56

7,556  %

3,986  %

4,030  %

6,111  %

2,755  %

2,616  %

57

7,520  %

3,995  %

4,023  %

6,088  %

2,769  %

2,633  %

58

7,485  %

4,004  %

4,016  %

6,066  %

2,783  %

2,649  %

59

7,451  %

4,012  %

4,009  %

6,044  %

2,797  %

2,665  %

60

7,419  %

4,020  %

4,003  %

6,024  %

2,810  %

2,680  %

61

7,387  %

4,027  %

3,996  %

6,004  %

2,823  %

2,695  %

62

7,357  %

4,035  %

3,990  %

5,984  %

2,835  %

2,710  %

63

7,327  %

4,042  %

3,984  %

5,966  %

2,847  %

2,724  %

64

7,298  %

4,049  %

3,978  %

5,947  %

2,859  %

2,737  %

65

7,270  %

4,056  %

3,972  %

5,930  %

2,870  %

2,750  %

66

7,243  %

4,062  %

3,967  %

5,913  %

2,881  %

2,763  %

67

7,217  %

4,069  %

3,961  %

5,896  %

2,892  %

2,775  %

68

7,192  %

4,075  %

3,956  %

5,880  %

2,902  %

2,787  %

69

7,167  %

4,081  %

3,951  %

5,864  %

2,912  %

2,799  %

70

7,143  %

4,087  %

3,946  %

5,849  %

2,922  %

2,810  %

71

7,120  %

4,093  %

3,941  %

5,834  %

2,931  %

2,821  %

72

7,097  %

4,098  %

3,936  %

5,820  %

2,941  %

2,832  %

73

7,075  %

4,104  %

3,932  %

5,806  %

2,949  %

2,843  %

74

7,054  %

4,109  %

3,927  %

5,792  %

2,958  %

2,853  %

75

7,033  %

4,114  %

3,923  %

5,779  %

2,967  %

2,863  %

76

7,013  %

4,119  %

3,919  %

5,766  %

2,975  %

2,872  %

77

6,993  %

4,124  %

3,915  %

5,753  %

2,983  %

2,882  %

78

6,974  %

4,129  %

3,910  %

5,741  %

2,991  %

2,891  %

79

6,955  %

4,134  %

3,907  %

5,729  %

2,999  %

2,900  %

80

6,937  %

4,138  %

3,903  %

5,717  %

3,006  %

2,909  %

81

6,919  %

4,143  %

3,899  %

5,706  %

3,013  %

2,917  %

82

6,901  %

4,147  %

3,895  %

5,695  %

3,021  %

2,925  %

83

6,884  %

4,151  %

3,892  %

5,684  %

3,027  %

2,933  %

84

6,868  %

4,155  %

3,888  %

5,674  %

3,034  %

2,941  %

85

6,852  %

4,159  %

3,885  %

5,663  %

3,041  %

2,949  %

86

6,836  %

4,163  %

3,882  %

5,653  %

3,047  %

2,957  %

87

6,820  %

4,167  %

3,878  %

5,643  %

3,054  %

2,964  %

88

6,805  %

4,171  %

3,875  %

5,634  %

3,060  %

2,971  %

89

6,790  %

4,175  %

3,872  %

5,624  %

3,066  %

2,978  %

90

6,776  %

4,178  %

3,869  %

5,615  %

3,072  %

2,985  %

91

6,762  %

4,182  %

3,866  %

5,606  %

3,078  %

2,992  %

92

6,748  %

4,185  %

3,863  %

5,597  %

3,083  %

2,998  %

93

6,735  %

4,189  %

3,860  %

5,589  %

3,089  %

3,005  %

94

6,721  %

4,192  %

3,858  %

5,580  %

3,094  %

3,011  %

95

6,709  %

4,195  %

3,855  %

5,572  %

3,100  %

3,017  %

96

6,696  %

4,198  %

3,852  %

5,564  %

3,105  %

3,023  %

97

6,683  %

4,201  %

3,850  %

5,556  %

3,110  %

3,029  %

98

6,671  %

4,205  %

3,847  %

5,548  %

3,115  %

3,035  %

99

6,659  %

4,207  %

3,845  %

5,541  %

3,120  %

3,041  %

100

6,648  %

4,210  %

3,842  %

5,533  %

3,125  %

3,046  %

101

6,636  %

4,213  %

3,840  %

5,526  %

3,129  %

3,052  %

102

6,625  %

4,216  %

3,837  %

5,519  %

3,134  %

3,057  %

103

6,614  %

4,219  %

3,835  %

5,512  %

3,138  %

3,062  %

104

6,603  %

4,222  %

3,833  %

5,505  %

3,143  %

3,068  %

105

6,593  %

4,224  %

3,831  %

5,498  %

3,147  %

3,073  %

106

6,582  %

4,227  %

3,828  %

5,492  %

3,151  %

3,078  %

107

6,572  %

4,229  %

3,826  %

5,485  %

3,156  %

3,083  %

108

6,562  %

4,232  %

3,824  %

5,479  %

3,160  %

3,087  %

109

6,553  %

4,234  %

3,822  %

5,473  %

3,164  %

3,092  %

110

6,543  %

4,237  %

3,820  %

5,466  %

3,168  %

3,097  %

111

6,533  %

4,239  %

3,818  %

5,460  %

3,172  %

3,101  %

112

6,524  %

4,241  %

3,816  %

5,454  %

3,175  %

3,106  %

113

6,515  %

4,244  %

3,814  %

5,449  %

3,179  %

3,110  %

114

6,506  %

4,246  %

3,812  %

5,443  %

3,183  %

3,114  %

115

6,497  %

4,248  %

3,811  %

5,437  %

3,186  %

3,118  %

116

6,489  %

4,250  %

3,809  %

5,432  %

3,190  %

3,123  %

117

6,480  %

4,252  %

3,807  %

5,426  %

3,193  %

3,127  %

118

6,472  %

4,255  %

3,805  %

5,421  %

3,197  %

3,131  %

119

6,464  %

4,257  %

3,803  %

5,416  %

3,200  %

3,135  %

120

6,456  %

4,259  %

3,802  %

5,411  %

3,204  %

3,138  %

121

6,448  %

4,261  %

3,800  %

5,406  %

3,207  %

3,142  %

122

6,440  %

4,263  %

3,798  %

5,401  %

3,210  %

3,146  %

123

6,432  %

4,264  %

3,797  %

5,396  %

3,213  %

3,150  %

124

6,425  %

4,266  %

3,795  %

5,391  %

3,216  %

3,153  %

125

6,417  %

4,268  %

3,794  %

5,386  %

3,219  %

3,157  %

126

6,410  %

4,270  %

3,792  %

5,382  %

3,222  %

3,160  %

127

6,403  %

4,272  %

3,791  %

5,377  %

3,225  %

3,164  %

128

6,396  %

4,274  %

3,789  %

5,372  %

3,228  %

3,167  %

129

6,389  %

4,275  %

3,788  %

5,368  %

3,231  %

3,171  %

130

6,382  %

4,277  %

3,786  %

5,364  %

3,234  %

3,174  %

131

6,375  %

4,279  %

3,785  %

5,359  %

3,237  %

3,177  %

132

6,368  %

4,281  %

3,783  %

5,355  %

3,240  %

3,180  %

133

6,362  %

4,282  %

3,782  %

5,351  %

3,242  %

3,183  %

134

6,355  %

4,284  %

3,781  %

5,347  %

3,245  %

3,187  %

135

6,349  %

4,285  %

3,779  %

5,343  %

3,248  %

3,190  %

136

6,343  %

4,287  %

3,778  %

5,339  %

3,250  %

3,193  %

137

6,337  %

4,289  %

3,777  %

5,335  %

3,253  %

3,196  %

138

6,330  %

4,290  %

3,775  %

5,331  %

3,255  %

3,199  %

139

6,324  %

4,292  %

3,774  %

5,327  %

3,258  %

3,201  %

140

6,319  %

4,293  %

3,773  %

5,323  %

3,260  %

3,204  %

141

6,313  %

4,295  %

3,772  %

5,320  %

3,263  %

3,207  %

142

6,307  %

4,296  %

3,770  %

5,316  %

3,265  %

3,210  %

143

6,301  %

4,297  %

3,769  %

5,312  %

3,267  %

3,213  %

144

6,296  %

4,299  %

3,768  %

5,309  %

3,270  %

3,215  %

145

6,290  %

4,300  %

3,767  %

5,305  %

3,272  %

3,218  %

146

6,285  %

4,302  %

3,766  %

5,302  %

3,274  %

3,220  %

147

6,279  %

4,303  %

3,765  %

5,298  %

3,276  %

3,223  %

148

6,274  %

4,304  %

3,764  %

5,295  %

3,278  %

3,226  %

149

6,269  %

4,306  %

3,762  %

5,292  %

3,281  %

3,228  %

150

6,264  %

4,307  %

3,761  %

5,288  %

3,283  %

3,231  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 21,637  % | 0,440  % | -0,079  % |
| 2 | 23,211  % | 0,835  % | -0,076  % |
| 3 | 24,354  % | 1,077  % | -0,082  % |
| 4 | 25,019  % | 1,185  % | -0,072  % |
| 5 | 25,350  % | 1,276  % | -0,064  % |
| 6 | 25,393  % | 1,332  % | -0,049  % |
| 7 | 25,218  % | 1,383  % | -0,034  % |
| 8 | 24,908  % | 1,433  % | -0,013  % |
| 9 | 24,586  % | 1,461  % | 0,010  % |
| 10 | 24,271  % | 1,495  % | 0,033  % |
| 11 | 23,956  % | 1,523  % | 0,055  % |
| 12 | 23,635  % | 1,545  % | 0,079  % |
| 13 | 23,306  % | 1,566  % | 0,105  % |
| 14 | 22,966  % | 1,588  % | 0,133  % |
| 15 | 22,615  % | 1,607  % | 0,160  % |
| 16 | 22,253  % | 1,624  % | 0,187  % |
| 17 | 21,879  % | 1,638  % | 0,214  % |
| 18 | 21,497  % | 1,650  % | 0,240  % |
| 19 | 21,106  % | 1,659  % | 0,266  % |
| 20 | 20,710  % | 1,666  % | 0,291  % |
| 21 | 20,310  % | 1,669  % | 0,316  % |
| 22 | 19,910  % | 1,671  % | 0,339  % |
| 23 | 19,512  % | 1,672  % | 0,360  % |
| 24 | 19,117  % | 1,673  % | 0,379  % |
| 25 | 18,728  % | 1,674  % | 0,393  % |
| 26 | 18,347  % | 1,676  % | 0,405  % |
| 27 | 17,975  % | 1,675  % | 0,417  % |
| 28 | 17,613  % | 1,670  % | 0,431  % |
| 29 | 17,263  % | 1,659  % | 0,451  % |
| 30 | 16,924  % | 1,641  % | 0,477  % |
| 31 | 16,598  % | 1,616  % | 0,512  % |
| 32 | 16,284  % | 1,585  % | 0,552  % |
| 33 | 15,983  % | 1,552  % | 0,597  % |
| 34 | 15,694  % | 1,519  % | 0,644  % |
| 35 | 15,418  % | 1,486  % | 0,694  % |
| 36 | 15,153  % | 1,454  % | 0,745  % |
| 37 | 14,899  % | 1,426  % | 0,796  % |
| 38 | 14,657  % | 1,400  % | 0,847  % |
| 39 | 14,425  % | 1,377  % | 0,898  % |
| 40 | 14,203  % | 1,358  % | 0,949  % |
| 41 | 13,991  % | 1,342  % | 0,999  % |
| 42 | 13,788  % | 1,330  % | 1,048  % |
| 43 | 13,594  % | 1,321  % | 1,096  % |
| 44 | 13,408  % | 1,316  % | 1,142  % |
| 45 | 13,229  % | 1,313  % | 1,188  % |
| 46 | 13,059  % | 1,315  % | 1,232  % |
| 47 | 12,895  % | 1,319  % | 1,275  % |
| 48 | 12,738  % | 1,327  % | 1,317  % |
| 49 | 12,587  % | 1,338  % | 1,358  % |
| 50 | 12,442  % | 1,352  % | 1,398  % |
| 51 | 12,303  % | 1,369  % | 1,436  % |
| 52 | 12,169  % | 1,389  % | 1,473  % |
| 53 | 12,040  % | 1,411  % | 1,509  % |
| 54 | 11,916  % | 1,434  % | 1,544  % |
| 55 | 11,796  % | 1,458  % | 1,578  % |
| 56 | 11,681  % | 1,484  % | 1,611  % |
| 57 | 11,570  % | 1,510  % | 1,642  % |
| 58 | 11,463  % | 1,536  % | 1,673  % |
| 59 | 11,359  % | 1,562  % | 1,703  % |
| 60 | 11,259  % | 1,589  % | 1,732  % |
| 61 | 11,162  % | 1,616  % | 1,760  % |
| 62 | 11,069  % | 1,642  % | 1,788  % |
| 63 | 10,978  % | 1,668  % | 1,814  % |
| 64 | 10,891  % | 1,694  % | 1,840  % |
| 65 | 10,806  % | 1,720  % | 1,865  % |
| 66 | 10,723  % | 1,745  % | 1,889  % |
| 67 | 10,644  % | 1,770  % | 1,913  % |
| 68 | 10,566  % | 1,794  % | 1,936  % |
| 69 | 10,491  % | 1,818  % | 1,958  % |
| 70 | 10,418  % | 1,841  % | 1,980  % |
| 71 | 10,347  % | 1,864  % | 2,001  % |
| 72 | 10,279  % | 1,887  % | 2,022  % |
| 73 | 10,212  % | 1,909  % | 2,042  % |
| 74 | 10,147  % | 1,931  % | 2,061  % |
| 75 | 10,083  % | 1,952  % | 2,080  % |
| 76 | 10,022  % | 1,973  % | 2,099  % |
| 77 | 9,962  % | 1,993  % | 2,117  % |
| 78 | 9,904  % | 2,013  % | 2,134  % |
| 79 | 9,847  % | 2,032  % | 2,151  % |
| 80 | 9,791  % | 2,051  % | 2,168  % |
| 81 | 9,737  % | 2,070  % | 2,184  % |
| 82 | 9,685  % | 2,088  % | 2,200  % |
| 83 | 9,633  % | 2,106  % | 2,216  % |
| 84 | 9,583  % | 2,123  % | 2,231  % |
| 85 | 9,534  % | 2,140  % | 2,246  % |
| 86 | 9,486  % | 2,157  % | 2,260  % |
| 87 | 9,440  % | 2,173  % | 2,274  % |
| 88 | 9,394  % | 2,189  % | 2,288  % |
| 89 | 9,349  % | 2,205  % | 2,302  % |
| 90 | 9,306  % | 2,220  % | 2,315  % |
| 91 | 9,263  % | 2,235  % | 2,328  % |
| 92 | 9,222  % | 2,249  % | 2,341  % |
| 93 | 9,181  % | 2,264  % | 2,353  % |
| 94 | 9,141  % | 2,278  % | 2,365  % |
| 95 | 9,102  % | 2,292  % | 2,377  % |
| 96 | 9,064  % | 2,305  % | 2,389  % |
| 97 | 9,027  % | 2,318  % | 2,400  % |
| 98 | 8,990  % | 2,331  % | 2,411  % |
| 99 | 8,954  % | 2,344  % | 2,422  % |
| 100 | 8,919  % | 2,356  % | 2,433  % |
| 101 | 8,885  % | 2,369  % | 2,443  % |
| 102 | 8,851  % | 2,381  % | 2,454  % |
| 103 | 8,818  % | 2,392  % | 2,464  % |
| 104 | 8,786  % | 2,404  % | 2,474  % |
| 105 | 8,754  % | 2,415  % | 2,483  % |
| 106 | 8,723  % | 2,426  % | 2,493  % |
| 107 | 8,692  % | 2,437  % | 2,502  % |
| 108 | 8,662  % | 2,448  % | 2,511  % |
| 109 | 8,633  % | 2,458  % | 2,521  % |
| 110 | 8,604  % | 2,469  % | 2,529  % |
| 111 | 8,576  % | 2,479  % | 2,538  % |
| 112 | 8,548  % | 2,489  % | 2,547  % |
| 113 | 8,520  % | 2,499  % | 2,555  % |
| 114 | 8,493  % | 2,508  % | 2,563  % |
| 115 | 8,467  % | 2,518  % | 2,571  % |
| 116 | 8,441  % | 2,527  % | 2,579  % |
| 117 | 8,416  % | 2,536  % | 2,587  % |
| 118 | 8,391  % | 2,545  % | 2,595  % |
| 119 | 8,366  % | 2,554  % | 2,602  % |
| 120 | 8,342  % | 2,562  % | 2,610  % |
| 121 | 8,318  % | 2,571  % | 2,617  % |
| 122 | 8,295  % | 2,579  % | 2,624  % |
| 123 | 8,272  % | 2,588  % | 2,632  % |
| 124 | 8,249  % | 2,596  % | 2,638  % |
| 125 | 8,227  % | 2,604  % | 2,645  % |
| 126 | 8,205  % | 2,612  % | 2,652  % |
| 127 | 8,183  % | 2,619  % | 2,659  % |
| 128 | 8,162  % | 2,627  % | 2,665  % |
| 129 | 8,141  % | 2,635  % | 2,672  % |
| 130 | 8,120  % | 2,642  % | 2,678  % |
| 131 | 8,100  % | 2,649  % | 2,684  % |
| 132 | 8,080  % | 2,656  % | 2,690  % |
| 133 | 8,061  % | 2,663  % | 2,697  % |
| 134 | 8,041  % | 2,670  % | 2,703  % |
| 135 | 8,022  % | 2,677  % | 2,708  % |
| 136 | 8,004  % | 2,684  % | 2,714  % |
| 137 | 7,985  % | 2,691  % | 2,720  % |
| 138 | 7,967  % | 2,697  % | 2,726  % |
| 139 | 7,949  % | 2,704  % | 2,731  % |
| 140 | 7,931  % | 2,710  % | 2,737  % |
| 141 | 7,914  % | 2,716  % | 2,742  % |
| 142 | 7,897  % | 2,723  % | 2,747  % |
| 143 | 7,880  % | 2,729  % | 2,753  % |
| 144 | 7,863  % | 2,735  % | 2,758  % |
| 145 | 7,846  % | 2,741  % | 2,763  % |
| 146 | 7,830  % | 2,746  % | 2,768  % |
| 147 | 7,814  % | 2,752  % | 2,773  % |
| 148 | 7,798  % | 2,758  % | 2,778  % |
| 149 | 7,783  % | 2,764  % | 2,783  % |
| 150 | 7,767  % | 2,769  % | 2,787  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

21,637  %

0,440  %

-0,079  %

2

23,211  %

0,835  %

-0,076  %

3

24,354  %

1,077  %

-0,082  %

4

25,019  %

1,185  %

-0,072  %

5

25,350  %

1,276  %

-0,064  %

6

25,393  %

1,332  %

-0,049  %

7

25,218  %

1,383  %

-0,034  %

8

24,908  %

1,433  %

-0,013  %

9

24,586  %

1,461  %

0,010  %

10

24,271  %

1,495  %

0,033  %

11

23,956  %

1,523  %

0,055  %

12

23,635  %

1,545  %

0,079  %

13

23,306  %

1,566  %

0,105  %

14

22,966  %

1,588  %

0,133  %

15

22,615  %

1,607  %

0,160  %

16

22,253  %

1,624  %

0,187  %

17

21,879  %

1,638  %

0,214  %

18

21,497  %

1,650  %

0,240  %

19

21,106  %

1,659  %

0,266  %

20

20,710  %

1,666  %

0,291  %

21

20,310  %

1,669  %

0,316  %

22

19,910  %

1,671  %

0,339  %

23

19,512  %

1,672  %

0,360  %

24

19,117  %

1,673  %

0,379  %

25

18,728  %

1,674  %

0,393  %

26

18,347  %

1,676  %

0,405  %

27

17,975  %

1,675  %

0,417  %

28

17,613  %

1,670  %

0,431  %

29

17,263  %

1,659  %

0,451  %

30

16,924  %

1,641  %

0,477  %

31

16,598  %

1,616  %

0,512  %

32

16,284  %

1,585  %

0,552  %

33

15,983  %

1,552  %

0,597  %

34

15,694  %

1,519  %

0,644  %

35

15,418  %

1,486  %

0,694  %

36

15,153  %

1,454  %

0,745  %

37

14,899  %

1,426  %

0,796  %

38

14,657  %

1,400  %

0,847  %

39

14,425  %

1,377  %

0,898  %

40

14,203  %

1,358  %

0,949  %

41

13,991  %

1,342  %

0,999  %

42

13,788  %

1,330  %

1,048  %

43

13,594  %

1,321  %

1,096  %

44

13,408  %

1,316  %

1,142  %

45

13,229  %

1,313  %

1,188  %

46

13,059  %

1,315  %

1,232  %

47

12,895  %

1,319  %

1,275  %

48

12,738  %

1,327  %

1,317  %

49

12,587  %

1,338  %

1,358  %

50

12,442  %

1,352  %

1,398  %

51

12,303  %

1,369  %

1,436  %

52

12,169  %

1,389  %

1,473  %

53

12,040  %

1,411  %

1,509  %

54

11,916  %

1,434  %

1,544  %

55

11,796  %

1,458  %

1,578  %

56

11,681  %

1,484  %

1,611  %

57

11,570  %

1,510  %

1,642  %

58

11,463  %

1,536  %

1,673  %

59

11,359  %

1,562  %

1,703  %

60

11,259  %

1,589  %

1,732  %

61

11,162  %

1,616  %

1,760  %

62

11,069  %

1,642  %

1,788  %

63

10,978  %

1,668  %

1,814  %

64

10,891  %

1,694  %

1,840  %

65

10,806  %

1,720  %

1,865  %

66

10,723  %

1,745  %

1,889  %

67

10,644  %

1,770  %

1,913  %

68

10,566  %

1,794  %

1,936  %

69

10,491  %

1,818  %

1,958  %

70

10,418  %

1,841  %

1,980  %

71

10,347  %

1,864  %

2,001  %

72

10,279  %

1,887  %

2,022  %

73

10,212  %

1,909  %

2,042  %

74

10,147  %

1,931  %

2,061  %

75

10,083  %

1,952  %

2,080  %

76

10,022  %

1,973  %

2,099  %

77

9,962  %

1,993  %

2,117  %

78

9,904  %

2,013  %

2,134  %

79

9,847  %

2,032  %

2,151  %

80

9,791  %

2,051  %

2,168  %

81

9,737  %

2,070  %

2,184  %

82

9,685  %

2,088  %

2,200  %

83

9,633  %

2,106  %

2,216  %

84

9,583  %

2,123  %

2,231  %

85

9,534  %

2,140  %

2,246  %

86

9,486  %

2,157  %

2,260  %

87

9,440  %

2,173  %

2,274  %

88

9,394  %

2,189  %

2,288  %

89

9,349  %

2,205  %

2,302  %

90

9,306  %

2,220  %

2,315  %

91

9,263  %

2,235  %

2,328  %

92

9,222  %

2,249  %

2,341  %

93

9,181  %

2,264  %

2,353  %

94

9,141  %

2,278  %

2,365  %

95

9,102  %

2,292  %

2,377  %

96

9,064  %

2,305  %

2,389  %

97

9,027  %

2,318  %

2,400  %

98

8,990  %

2,331  %

2,411  %

99

8,954  %

2,344  %

2,422  %

100

8,919  %

2,356  %

2,433  %

101

8,885  %

2,369  %

2,443  %

102

8,851  %

2,381  %

2,454  %

103

8,818  %

2,392  %

2,464  %

104

8,786  %

2,404  %

2,474  %

105

8,754  %

2,415  %

2,483  %

106

8,723  %

2,426  %

2,493  %

107

8,692  %

2,437  %

2,502  %

108

8,662  %

2,448  %

2,511  %

109

8,633  %

2,458  %

2,521  %

110

8,604  %

2,469  %

2,529  %

111

8,576  %

2,479  %

2,538  %

112

8,548  %

2,489  %

2,547  %

113

8,520  %

2,499  %

2,555  %

114

8,493  %

2,508  %

2,563  %

115

8,467  %

2,518  %

2,571  %

116

8,441  %

2,527  %

2,579  %

117

8,416  %

2,536  %

2,587  %

118

8,391  %

2,545  %

2,595  %

119

8,366  %

2,554  %

2,602  %

120

8,342  %

2,562  %

2,610  %

121

8,318  %

2,571  %

2,617  %

122

8,295  %

2,579  %

2,624  %

123

8,272  %

2,588  %

2,632  %

124

8,249  %

2,596  %

2,638  %

125

8,227  %

2,604  %

2,645  %

126

8,205  %

2,612  %

2,652  %

127

8,183  %

2,619  %

2,659  %

128

8,162  %

2,627  %

2,665  %

129

8,141  %

2,635  %

2,672  %

130

8,120  %

2,642  %

2,678  %

131

8,100  %

2,649  %

2,684  %

132

8,080  %

2,656  %

2,690  %

133

8,061  %

2,663  %

2,697  %

134

8,041  %

2,670  %

2,703  %

135

8,022  %

2,677  %

2,708  %

136

8,004  %

2,684  %

2,714  %

137

7,985  %

2,691  %

2,720  %

138

7,967  %

2,697  %

2,726  %

139

7,949  %

2,704  %

2,731  %

140

7,931  %

2,710  %

2,737  %

141

7,914  %

2,716  %

2,742  %

142

7,897  %

2,723  %

2,747  %

143

7,880  %

2,729  %

2,753  %

144

7,863  %

2,735  %

2,758  %

145

7,846  %

2,741  %

2,763  %

146

7,830  %

2,746  %

2,768  %

147

7,814  %

2,752  %

2,773  %

148

7,798  %

2,758  %

2,778  %

149

7,783  %

2,764  %

2,783  %

150

7,767  %

2,769  %

2,787  %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

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

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

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

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 30 | 5 | 0 | 23 | 0 |
| 2 | 0 | 0 | 37 | 5 | 0 | 38 | 0 |
| 3 | 0 | 0 | 42 | 5 | 1 | 44 | 0 |
| 4 | 0 | 2 | 45 | 5 | 2 | 45 | 0 |
| 5 | 0 | 3 | 49 | 5 | 4 | 48 | 0 |
| 6 | 1 | 4 | 52 | 5 | 6 | 50 | 0 |
| 7 | 1 | 5 | 54 | 5 | 8 | 51 | 0 |
| 8 | 2 | 6 | 56 | 5 | 10 | 51 | 0 |
| 9 | 3 | 7 | 58 | 5 | 11 | 49 | 0 |
| 10 | 3 | 8 | 59 | 5 | 13 | 48 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

30

5

0

23

0

2

0

0

37

5

0

38

0

3

0

0

42

5

1

44

0

4

0

2

45

5

2

45

0

5

0

3

49

5

4

48

0

6

1

4

52

5

6

50

0

7

1

5

54

5

8

51

0

8

2

6

56

5

10

51

0

9

3

7

58

5

11

49

0

10

3

8

59

5

13

48

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 368 | 4 | 15 |
| 2 | 0 | 0 | 0 | 0 | 229 | 4 | 21 |
| 3 | 0 | 0 | 0 | 0 | 203 | 4 | 23 |
| 4 | 2 | 0 | 0 | 0 | 178 | 4 | 24 |
| 5 | 3 | 0 | 0 | 0 | 163 | 4 | 25 |
| 6 | 4 | 0 | 0 | 0 | 161 | 4 | 26 |
| 7 | 5 | 0 | 0 | 0 | 158 | 4 | 27 |
| 8 | 6 | 0 | 1 | 0 | 162 | 3 | 28 |
| 9 | 7 | 0 | 2 | 0 | 164 | 1 | 29 |
| 10 | 8 | 0 | 3 | 0 | 166 | 4 | 29 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

368

4

15

2

0

0

0

0

229

4

21

3

0

0

0

0

203

4

23

4

2

0

0

0

178

4

24

5

3

0

0

0

163

4

25

6

4

0

0

0

161

4

26

7

5

0

0

0

158

4

27

8

6

0

1

0

162

3

28

9

7

0

2

0

164

1

29

10

8

0

3

0

166

4

29

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 4 | 5 | 0 | 15 | 0 | 4 |
| 2 | 14 | 10 | 11 | 0 | 21 | 0 | 4 |
| 3 | 18 | 13 | 14 | 0 | 23 | 0 | 4 |
| 4 | 21 | 15 | 16 | 0 | 24 | 0 | 4 |
| 5 | 24 | 17 | 18 | 0 | 25 | 0 | 4 |
| 6 | 25 | 18 | 20 | 0 | 26 | 0 | 4 |
| 7 | 27 | 19 | 21 | 0 | 27 | 0 | 4 |
| 8 | 28 | 21 | 23 | 0 | 28 | 0 | 4 |
| 9 | 30 | 22 | 24 | 1 | 29 | 0 | 4 |
| 10 | 31 | 22 | 24 | 2 | 29 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

4

5

0

15

0

4

2

14

10

11

0

21

0

4

3

18

13

14

0

23

0

4

4

21

15

16

0

24

0

4

5

24

17

18

0

25

0

4

6

25

18

20

0

26

0

4

7

27

19

21

0

27

0

4

8

28

21

23

0

28

0

4

9

30

22

24

1

29

0

4

10

31

22

24

2

29

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 9 | 11 | 17 | 5 | 0 | 0 |
| 2 | 38 | 16 | 14 | 20 | 11 | 0 | 0 |
| 3 | 44 | 18 | 17 | 24 | 14 | 0 | 0 |
| 4 | 45 | 19 | 18 | 28 | 16 | 0 | 0 |
| 5 | 48 | 20 | 19 | 31 | 18 | 0 | 0 |
| 6 | 50 | 22 | 20 | 34 | 20 | 0 | 0 |
| 7 | 51 | 23 | 22 | 36 | 21 | 0 | 0 |
| 8 | 51 | 25 | 23 | 37 | 23 | 0 | 0 |
| 9 | 49 | 26 | 23 | 38 | 24 | 0 | 0 |
| 10 | 48 | 24 | 24 | 38 | 24 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

23

9

11

17

5

0

0

2

38

16

14

20

11

0

0

3

44

18

17

24

14

0

0

4

45

19

18

28

16

0

0

5

48

20

19

31

18

0

0

6

50

22

20

34

20

0

0

7

51

23

22

36

21

0

0

8

51

25

23

37

23

0

0

9

49

26

23

38

24

0

0

10

48

24

24

38

24

0

0

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

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

18

3

0

0

0

0

12

0

18

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

15

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

15

9

0

0

0

0

12

0

15

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 |
| 2 | 1 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 28 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 35 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 37 | 0 | 10 | 0 | 0 | 10 |
| 6 | 4 | 40 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 41 | 0 | 10 | 0 | 0 | 10 |
| 8 | 8 | 39 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 37 | 0 | 10 | 0 | 0 | 10 |
| 10 | 5 | 39 | 0 | 10 | 1 | 0 | 10 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

12

0

10

0

0

9

2

1

18

0

10

0

0

9

3

2

28

0

10

0

0

10

4

3

35

0

10

0

0

10

5

3

37

0

10

0

0

10

6

4

40

0

10

0

0

10

7

4

41

0

10

0

0

10

8

8

39

0

10

0

0

10

9

5

37

0

10

0

0

10

10

5

39

0

10

1

0

10

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

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

7

9

1

4

2

0

0

0

9

11

0

4

3

0

0

0

11

12

0

4

4

0

0

0

11

14

0

4

5

0

2

0

11

15

0

4

6

0

5

0

12

15

0

4

7

0

7

0

14

16

0

4

8

0

11

0

16

16

0

4

9

0

17

0

17

16

0

4

10

0

17

0

18

16

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 20 | 43 | 113 | 225 | 526 | 1 205 |
| 2 | 7 | 20 | 43 | 113 | 225 | 526 | 971 |
| 3 | 8 | 22 | 44 | 107 | 222 | 522 | 792 |
| 4 | 9 | 24 | 47 | 109 | 221 | 522 | 656 |
| 5 | 10 | 27 | 52 | 113 | 221 | 522 | 552 |
| 6 | 11 | 29 | 55 | 117 | 221 | 522 | 522 |
| 7 | 13 | 31 | 57 | 120 | 221 | 522 | 522 |
| 8 | 13 | 32 | 57 | 119 | 221 | 522 | 522 |
| 9 | 13 | 32 | 57 | 118 | 221 | 522 | 522 |
| 10 | 13 | 34 | 57 | 118 | 221 | 522 | 522 |
| 11 | 14 | 35 | 57 | 118 | 221 | 522 | 522 |
| 12 | 14 | 36 | 58 | 118 | 221 | 522 | 522 |
| 13 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 14 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 15 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 16 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 17 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 18 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 19 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 20 | 15 | 36 | 58 | 118 | 221 | 522 | 522 |
| 21 | 16 | 36 | 58 | 118 | 221 | 522 | 522 |
| 22 | 17 | 36 | 58 | 118 | 221 | 522 | 522 |
| 23 | 17 | 36 | 58 | 118 | 221 | 522 | 522 |
| 24 | 18 | 36 | 58 | 118 | 221 | 522 | 522 |
| 25 | 18 | 36 | 58 | 118 | 221 | 522 | 522 |
| 26 | 19 | 36 | 58 | 118 | 221 | 522 | 522 |
| 27 | 19 | 36 | 58 | 118 | 221 | 522 | 522 |
| 28 | 21 | 36 | 58 | 118 | 221 | 522 | 522 |
| 29 | 21 | 36 | 58 | 118 | 221 | 522 | 522 |
| 30 | 22 | 36 | 58 | 118 | 221 | 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

7

20

43

113

225

526

1 205

2

7

20

43

113

225

526

971

3

8

22

44

107

222

522

792

4

9

24

47

109

221

522

656

5

10

27

52

113

221

522

552

6

11

29

55

117

221

522

522

7

13

31

57

120

221

522

522

8

13

32

57

119

221

522

522

9

13

32

57

118

221

522

522

10

13

34

57

118

221

522

522

11

14

35

57

118

221

522

522

12

14

36

58

118

221

522

522

13

15

36

58

118

221

522

522

14

15

36

58

118

221

522

522

15

15

36

58

118

221

522

522

16

15

36

58

118

221

522

522

17

15

36

58

118

221

522

522

18

15

36

58

118

221

522

522

19

15

36

58

118

221

522

522

20

15

36

58

118

221

522

522

21

16

36

58

118

221

522

522

22

17

36

58

118

221

522

522

23

17

36

58

118

221

522

522

24

18

36

58

118

221

522

522

25

18

36

58

118

221

522

522

26

19

36

58

118

221

522

522

27

19

36

58

118

221

522

522

28

21

36

58

118

221

522

522

29

21

36

58

118

221

522

522

30

22

36

58

118

221

522

522

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 | 15 | 28 | 51 | 121 | 234 | 535 | 1 305 |
| 2 | 17 | 30 | 53 | 123 | 236 | 537 | 1 047 |
| 3 | 18 | 33 | 55 | 118 | 233 | 533 | 851 |
| 4 | 19 | 35 | 57 | 120 | 231 | 532 | 702 |
| 5 | 20 | 37 | 62 | 123 | 231 | 532 | 588 |
| 6 | 21 | 38 | 65 | 127 | 230 | 531 | 531 |
| 7 | 21 | 40 | 66 | 129 | 229 | 530 | 530 |
| 8 | 21 | 40 | 65 | 127 | 229 | 530 | 530 |
| 9 | 20 | 40 | 64 | 126 | 228 | 529 | 529 |
| 10 | 20 | 41 | 64 | 125 | 228 | 529 | 529 |
| 11 | 20 | 41 | 64 | 125 | 227 | 528 | 528 |
| 12 | 20 | 41 | 63 | 124 | 227 | 527 | 527 |
| 13 | 20 | 41 | 63 | 124 | 226 | 527 | 527 |
| 14 | 20 | 41 | 62 | 123 | 225 | 526 | 526 |
| 15 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 16 | 19 | 40 | 61 | 122 | 225 | 525 | 525 |
| 17 | 19 | 40 | 61 | 122 | 224 | 525 | 525 |
| 18 | 18 | 40 | 61 | 122 | 224 | 525 | 525 |
| 19 | 19 | 40 | 61 | 122 | 225 | 525 | 525 |
| 20 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 21 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 22 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 23 | 20 | 41 | 62 | 123 | 225 | 526 | 526 |
| 24 | 20 | 41 | 62 | 123 | 226 | 526 | 526 |
| 25 | 20 | 41 | 62 | 123 | 225 | 526 | 526 |
| 26 | 20 | 41 | 62 | 123 | 225 | 526 | 526 |
| 27 | 21 | 41 | 62 | 123 | 225 | 526 | 526 |
| 28 | 21 | 41 | 62 | 123 | 225 | 526 | 526 |
| 29 | 22 | 41 | 62 | 123 | 225 | 526 | 526 |
| 30 | 22 | 41 | 62 | 123 | 225 | 526 | 526 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

28

51

121

234

535

1 305

2

17

30

53

123

236

537

1 047

3

18

33

55

118

233

533

851

4

19

35

57

120

231

532

702

5

20

37

62

123

231

532

588

6

21

38

65

127

230

531

531

7

21

40

66

129

229

530

530

8

21

40

65

127

229

530

530

9

20

40

64

126

228

529

529

10

20

41

64

125

228

529

529

11

20

41

64

125

227

528

528

12

20

41

63

124

227

527

527

13

20

41

63

124

226

527

527

14

20

41

62

123

225

526

526

15

19

41

62

123

225

526

526

16

19

40

61

122

225

525

525

17

19

40

61

122

224

525

525

18

18

40

61

122

224

525

525

19

19

40

61

122

225

525

525

20

19

41

62

123

225

526

526

21

19

41

62

123

225

526

526

22

19

41

62

123

225

526

526

23

20

41

62

123

225

526

526

24

20

41

62

123

226

526

526

25

20

41

62

123

225

526

526

26

20

41

62

123

225

526

526

27

21

41

62

123

225

526

526

28

21

41

62

123

225

526

526

29

22

41

62

123

225

526

526

30

22

41

62

123

225

526

526

2.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 43 | 113 | 225 | 526 | 1 205 |
| 2 | 6 | 19 | 43 | 113 | 225 | 526 | 971 |
| 3 | 7 | 22 | 44 | 107 | 222 | 522 | 792 |
| 4 | 9 | 24 | 47 | 109 | 221 | 521 | 656 |
| 5 | 10 | 26 | 52 | 112 | 221 | 521 | 551 |
| 6 | 11 | 29 | 55 | 117 | 221 | 521 | 521 |
| 7 | 12 | 31 | 57 | 120 | 221 | 521 | 521 |
| 8 | 12 | 31 | 57 | 119 | 221 | 521 | 521 |
| 9 | 13 | 32 | 57 | 118 | 221 | 521 | 521 |
| 10 | 13 | 34 | 57 | 118 | 221 | 521 | 521 |
| 11 | 14 | 35 | 57 | 118 | 221 | 521 | 521 |
| 12 | 14 | 35 | 57 | 118 | 221 | 521 | 521 |
| 13 | 14 | 36 | 57 | 118 | 221 | 521 | 521 |
| 14 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 15 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 16 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 17 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 18 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 19 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 20 | 15 | 36 | 57 | 118 | 221 | 521 | 521 |
| 21 | 16 | 36 | 57 | 118 | 221 | 521 | 521 |
| 22 | 17 | 36 | 57 | 118 | 221 | 521 | 521 |
| 23 | 17 | 36 | 57 | 118 | 221 | 521 | 521 |
| 24 | 18 | 36 | 57 | 118 | 221 | 521 | 521 |
| 25 | 18 | 36 | 57 | 118 | 221 | 521 | 521 |
| 26 | 19 | 36 | 57 | 118 | 221 | 521 | 521 |
| 27 | 19 | 36 | 57 | 118 | 221 | 521 | 521 |
| 28 | 21 | 36 | 57 | 118 | 221 | 521 | 521 |
| 29 | 21 | 36 | 57 | 118 | 221 | 521 | 521 |
| 30 | 22 | 36 | 57 | 118 | 221 | 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

6

19

43

113

225

526

1 205

2

6

19

43

113

225

526

971

3

7

22

44

107

222

522

792

4

9

24

47

109

221

521

656

5

10

26

52

112

221

521

551

6

11

29

55

117

221

521

521

7

12

31

57

120

221

521

521

8

12

31

57

119

221

521

521

9

13

32

57

118

221

521

521

10

13

34

57

118

221

521

521

11

14

35

57

118

221

521

521

12

14

35

57

118

221

521

521

13

14

36

57

118

221

521

521

14

15

36

57

118

221

521

521

15

15

36

57

118

221

521

521

16

15

36

57

118

221

521

521

17

15

36

57

118

221

521

521

18

15

36

57

118

221

521

521

19

15

36

57

118

221

521

521

20

15

36

57

118

221

521

521

21

16

36

57

118

221

521

521

22

17

36

57

118

221

521

521

23

17

36

57

118

221

521

521

24

18

36

57

118

221

521

521

25

18

36

57

118

221

521

521

26

19

36

57

118

221

521

521

27

19

36

57

118

221

521

521

28

21

36

57

118

221

521

521

29

21

36

57

118

221

521

521

30

22

36

57

118

221

521

521

2.4.   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 90 | 113 | 183 | 296 | 596 | 1 283 |
| 2 | 74 | 87 | 110 | 180 | 293 | 593 | 1 038 |
| 3 | 78 | 92 | 114 | 177 | 292 | 593 | 848 |
| 4 | 77 | 92 | 115 | 178 | 289 | 590 | 702 |
| 5 | 77 | 93 | 118 | 179 | 287 | 588 | 590 |
| 6 | 76 | 94 | 120 | 182 | 286 | 586 | 586 |
| 7 | 76 | 94 | 120 | 183 | 284 | 585 | 585 |
| 8 | 75 | 94 | 119 | 181 | 283 | 584 | 584 |
| 9 | 74 | 94 | 118 | 179 | 282 | 583 | 583 |
| 10 | 71 | 92 | 115 | 176 | 279 | 579 | 579 |
| 11 | 69 | 90 | 113 | 174 | 276 | 577 | 577 |
| 12 | 69 | 90 | 112 | 173 | 275 | 576 | 576 |
| 13 | 68 | 90 | 111 | 172 | 274 | 575 | 575 |
| 14 | 68 | 90 | 111 | 172 | 274 | 575 | 575 |
| 15 | 68 | 89 | 111 | 171 | 274 | 575 | 575 |
| 16 | 67 | 89 | 110 | 171 | 273 | 574 | 574 |
| 17 | 67 | 89 | 110 | 171 | 273 | 574 | 574 |
| 18 | 66 | 88 | 109 | 170 | 272 | 573 | 573 |
| 19 | 66 | 87 | 108 | 169 | 272 | 572 | 572 |
| 20 | 65 | 87 | 108 | 169 | 271 | 572 | 572 |
| 21 | 65 | 86 | 107 | 168 | 271 | 571 | 571 |
| 22 | 64 | 85 | 107 | 167 | 270 | 571 | 571 |
| 23 | 63 | 85 | 106 | 167 | 269 | 570 | 570 |
| 24 | 62 | 84 | 105 | 166 | 268 | 569 | 569 |
| 25 | 61 | 83 | 104 | 165 | 267 | 568 | 568 |
| 26 | 60 | 82 | 103 | 164 | 266 | 567 | 567 |
| 27 | 59 | 81 | 102 | 163 | 265 | 566 | 566 |
| 28 | 58 | 80 | 101 | 161 | 264 | 565 | 565 |
| 29 | 57 | 79 | 100 | 160 | 263 | 564 | 564 |
| 30 | 56 | 77 | 99 | 159 | 262 | 563 | 563 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

90

113

183

296

596

1 283

2

74

87

110

180

293

593

1 038

3

78

92

114

177

292

593

848

4

77

92

115

178

289

590

702

5

77

93

118

179

287

588

590

6

76

94

120

182

286

586

586

7

76

94

120

183

284

585

585

8

75

94

119

181

283

584

584

9

74

94

118

179

282

583

583

10

71

92

115

176

279

579

579

11

69

90

113

174

276

577

577

12

69

90

112

173

275

576

576

13

68

90

111

172

274

575

575

14

68

90

111

172

274

575

575

15

68

89

111

171

274

575

575

16

67

89

110

171

273

574

574

17

67

89

110

171

273

574

574

18

66

88

109

170

272

573

573

19

66

87

108

169

272

572

572

20

65

87

108

169

271

572

572

21

65

86

107

168

271

571

571

22

64

85

107

167

270

571

571

23

63

85

106

167

269

570

570

24

62

84

105

166

268

569

569

25

61

83

104

165

267

568

568

26

60

82

103

164

266

567

567

27

59

81

102

163

265

566

566

28

58

80

101

161

264

565

565

29

57

79

100

160

263

564

564

30

56

77

99

159

262

563

563

2.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 23 | 47 | 117 | 229 | 530 | 1 216 |
| 2 | 12 | 25 | 48 | 119 | 231 | 532 | 980 |
| 3 | 14 | 28 | 51 | 114 | 228 | 529 | 800 |
| 4 | 16 | 31 | 54 | 117 | 228 | 529 | 663 |
| 5 | 18 | 34 | 59 | 120 | 228 | 529 | 557 |
| 6 | 19 | 36 | 62 | 125 | 228 | 529 | 529 |
| 7 | 20 | 38 | 64 | 127 | 228 | 529 | 529 |
| 8 | 19 | 38 | 64 | 125 | 227 | 528 | 528 |
| 9 | 19 | 39 | 63 | 124 | 227 | 528 | 528 |
| 10 | 19 | 40 | 63 | 124 | 227 | 527 | 527 |
| 11 | 20 | 41 | 63 | 124 | 226 | 527 | 527 |
| 12 | 20 | 41 | 63 | 124 | 226 | 527 | 527 |
| 13 | 20 | 42 | 63 | 124 | 226 | 527 | 527 |
| 14 | 20 | 42 | 63 | 124 | 226 | 527 | 527 |
| 15 | 21 | 42 | 63 | 124 | 226 | 527 | 527 |
| 16 | 20 | 42 | 63 | 124 | 226 | 527 | 527 |
| 17 | 20 | 42 | 63 | 124 | 226 | 527 | 527 |
| 18 | 21 | 42 | 63 | 124 | 227 | 527 | 527 |
| 19 | 21 | 42 | 64 | 125 | 227 | 528 | 528 |
| 20 | 21 | 43 | 64 | 125 | 227 | 528 | 528 |
| 21 | 22 | 43 | 64 | 125 | 228 | 528 | 528 |
| 22 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 23 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 24 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 25 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 26 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 27 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 28 | 22 | 44 | 65 | 126 | 228 | 529 | 529 |
| 29 | 22 | 44 | 65 | 125 | 228 | 529 | 529 |
| 30 | 22 | 43 | 64 | 125 | 228 | 528 | 528 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

23

47

117

229

530

1 216

2

12

25

48

119

231

532

980

3

14

28

51

114

228

529

800

4

16

31

54

117

228

529

663

5

18

34

59

120

228

529

557

6

19

36

62

125

228

529

529

7

20

38

64

127

228

529

529

8

19

38

64

125

227

528

528

9

19

39

63

124

227

528

528

10

19

40

63

124

227

527

527

11

20

41

63

124

226

527

527

12

20

41

63

124

226

527

527

13

20

42

63

124

226

527

527

14

20

42

63

124

226

527

527

15

21

42

63

124

226

527

527

16

20

42

63

124

226

527

527

17

20

42

63

124

226

527

527

18

21

42

63

124

227

527

527

19

21

42

64

125

227

528

528

20

21

43

64

125

227

528

528

21

22

43

64

125

228

528

528

22

22

44

65

126

228

529

529

23

22

44

65

126

228

529

529

24

22

44

65

126

228

529

529

25

22

44

65

126

228

529

529

26

22

44

65

126

228

529

529

27

22

44

65

126

228

529

529

28

22

44

65

126

228

529

529

29

22

44

65

125

228

529

529

30

22

43

64

125

228

528

528

2.6.   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 60 | 84 | 154 | 266 | 567 | 1 213 |
| 2 | 51 | 64 | 87 | 157 | 270 | 570 | 976 |
| 3 | 56 | 70 | 92 | 155 | 270 | 571 | 796 |
| 4 | 59 | 75 | 97 | 160 | 271 | 572 | 659 |
| 5 | 62 | 78 | 103 | 164 | 272 | 573 | 573 |
| 6 | 63 | 80 | 107 | 169 | 272 | 573 | 573 |
| 7 | 63 | 82 | 108 | 171 | 272 | 572 | 572 |
| 8 | 63 | 82 | 107 | 169 | 271 | 572 | 572 |
| 9 | 62 | 81 | 106 | 167 | 270 | 570 | 570 |
| 10 | 61 | 81 | 105 | 166 | 268 | 569 | 569 |
| 11 | 60 | 81 | 104 | 165 | 267 | 568 | 568 |
| 12 | 59 | 81 | 103 | 164 | 266 | 567 | 567 |
| 13 | 59 | 80 | 101 | 162 | 265 | 565 | 565 |
| 14 | 58 | 79 | 100 | 161 | 264 | 564 | 564 |
| 15 | 57 | 78 | 99 | 160 | 263 | 563 | 563 |
| 16 | 56 | 77 | 99 | 160 | 262 | 563 | 563 |
| 17 | 55 | 77 | 98 | 159 | 261 | 562 | 562 |
| 18 | 55 | 76 | 97 | 158 | 261 | 561 | 561 |
| 19 | 54 | 76 | 97 | 158 | 260 | 561 | 561 |
| 20 | 54 | 75 | 96 | 157 | 260 | 560 | 560 |
| 21 | 53 | 75 | 96 | 157 | 259 | 560 | 560 |
| 22 | 52 | 74 | 95 | 156 | 258 | 559 | 559 |
| 23 | 52 | 73 | 94 | 155 | 257 | 558 | 558 |
| 24 | 51 | 72 | 94 | 154 | 257 | 558 | 558 |
| 25 | 50 | 72 | 93 | 154 | 256 | 557 | 557 |
| 26 | 49 | 71 | 92 | 153 | 255 | 556 | 556 |
| 27 | 48 | 70 | 91 | 152 | 254 | 555 | 555 |
| 28 | 48 | 69 | 90 | 151 | 253 | 554 | 554 |
| 29 | 47 | 68 | 89 | 150 | 253 | 553 | 553 |
| 30 | 46 | 68 | 89 | 150 | 252 | 553 | 553 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

60

84

154

266

567

1 213

2

51

64

87

157

270

570

976

3

56

70

92

155

270

571

796

4

59

75

97

160

271

572

659

5

62

78

103

164

272

573

573

6

63

80

107

169

272

573

573

7

63

82

108

171

272

572

572

8

63

82

107

169

271

572

572

9

62

81

106

167

270

570

570

10

61

81

105

166

268

569

569

11

60

81

104

165

267

568

568

12

59

81

103

164

266

567

567

13

59

80

101

162

265

565

565

14

58

79

100

161

264

564

564

15

57

78

99

160

263

563

563

16

56

77

99

160

262

563

563

17

55

77

98

159

261

562

562

18

55

76

97

158

261

561

561

19

54

76

97

158

260

561

561

20

54

75

96

157

260

560

560

21

53

75

96

157

259

560

560

22

52

74

95

156

258

559

559

23

52

73

94

155

257

558

558

24

51

72

94

154

257

558

558

25

50

72

93

154

256

557

557

26

49

71

92

153

255

556

556

27

48

70

91

152

254

555

555

28

48

69

90

151

253

554

554

29

47

68

89

150

253

553

553

30

46

68

89

150

252

553

553

2.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 42 | 112 | 224 | 525 | 1 204 |
| 2 | 6 | 19 | 42 | 112 | 224 | 525 | 970 |
| 3 | 7 | 21 | 43 | 106 | 221 | 522 | 792 |
| 4 | 8 | 23 | 46 | 109 | 220 | 521 | 656 |
| 5 | 9 | 26 | 51 | 112 | 220 | 521 | 551 |
| 6 | 10 | 28 | 54 | 116 | 220 | 521 | 521 |
| 7 | 12 | 30 | 56 | 119 | 220 | 521 | 521 |
| 8 | 12 | 31 | 56 | 118 | 220 | 521 | 521 |
| 9 | 12 | 32 | 56 | 117 | 220 | 521 | 521 |
| 10 | 12 | 33 | 56 | 117 | 220 | 521 | 521 |
| 11 | 13 | 34 | 57 | 118 | 220 | 521 | 521 |
| 12 | 13 | 35 | 57 | 118 | 220 | 521 | 521 |
| 13 | 14 | 35 | 57 | 118 | 220 | 521 | 521 |
| 14 | 14 | 36 | 57 | 118 | 220 | 521 | 521 |
| 15 | 14 | 36 | 57 | 118 | 220 | 521 | 521 |
| 16 | 14 | 36 | 57 | 118 | 220 | 521 | 521 |
| 17 | 14 | 35 | 57 | 118 | 220 | 521 | 521 |
| 18 | 14 | 36 | 57 | 118 | 220 | 521 | 521 |
| 19 | 14 | 36 | 57 | 118 | 220 | 521 | 521 |
| 20 | 15 | 36 | 57 | 118 | 220 | 521 | 521 |
| 21 | 16 | 36 | 57 | 118 | 220 | 521 | 521 |
| 22 | 17 | 36 | 57 | 118 | 220 | 521 | 521 |
| 23 | 17 | 36 | 57 | 118 | 220 | 521 | 521 |
| 24 | 18 | 36 | 57 | 118 | 220 | 521 | 521 |
| 25 | 18 | 36 | 57 | 118 | 220 | 521 | 521 |
| 26 | 19 | 36 | 57 | 118 | 220 | 521 | 521 |
| 27 | 19 | 36 | 57 | 118 | 220 | 521 | 521 |
| 28 | 21 | 36 | 57 | 118 | 220 | 521 | 521 |
| 29 | 21 | 36 | 57 | 118 | 220 | 521 | 521 |
| 30 | 22 | 36 | 57 | 118 | 220 | 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

6

19

42

112

224

525

1 204

2

6

19

42

112

224

525

970

3

7

21

43

106

221

522

792

4

8

23

46

109

220

521

656

5

9

26

51

112

220

521

551

6

10

28

54

116

220

521

521

7

12

30

56

119

220

521

521

8

12

31

56

118

220

521

521

9

12

32

56

117

220

521

521

10

12

33

56

117

220

521

521

11

13

34

57

118

220

521

521

12

13

35

57

118

220

521

521

13

14

35

57

118

220

521

521

14

14

36

57

118

220

521

521

15

14

36

57

118

220

521

521

16

14

36

57

118

220

521

521

17

14

35

57

118

220

521

521

18

14

36

57

118

220

521

521

19

14

36

57

118

220

521

521

20

15

36

57

118

220

521

521

21

16

36

57

118

220

521

521

22

17

36

57

118

220

521

521

23

17

36

57

118

220

521

521

24

18

36

57

118

220

521

521

25

18

36

57

118

220

521

521

26

19

36

57

118

220

521

521

27

19

36

57

118

220

521

521

28

21

36

57

118

220

521

521

29

21

36

57

118

220

521

521

30

22

36

57

118

220

521

521

2.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 24 | 53 | 143 | 243 | 544 | 1 231 |
| 2 | 8 | 24 | 53 | 143 | 243 | 544 | 994 |
| 3 | 9 | 26 | 53 | 130 | 240 | 540 | 811 |
| 4 | 10 | 28 | 55 | 121 | 238 | 539 | 671 |
| 5 | 12 | 30 | 56 | 111 | 237 | 538 | 563 |
| 6 | 14 | 34 | 59 | 105 | 236 | 537 | 537 |
| 7 | 16 | 36 | 61 | 98 | 235 | 535 | 535 |
| 8 | 17 | 38 | 59 | 92 | 234 | 534 | 534 |
| 9 | 20 | 44 | 62 | 87 | 233 | 533 | 533 |
| 10 | 19 | 44 | 61 | 84 | 232 | 533 | 533 |
| 11 | 18 | 43 | 59 | 84 | 231 | 532 | 532 |
| 12 | 18 | 43 | 60 | 86 | 230 | 531 | 531 |
| 13 | 18 | 43 | 61 | 86 | 229 | 530 | 530 |
| 14 | 18 | 43 | 61 | 86 | 229 | 530 | 530 |
| 15 | 18 | 43 | 61 | 86 | 228 | 529 | 529 |
| 16 | 18 | 43 | 61 | 86 | 227 | 527 | 527 |
| 17 | 18 | 43 | 61 | 86 | 226 | 527 | 527 |
| 18 | 18 | 43 | 61 | 86 | 225 | 526 | 526 |
| 19 | 18 | 43 | 61 | 86 | 225 | 526 | 526 |
| 20 | 18 | 43 | 61 | 86 | 226 | 526 | 526 |
| 21 | 18 | 43 | 61 | 86 | 226 | 526 | 526 |
| 22 | 18 | 43 | 61 | 86 | 225 | 526 | 526 |
| 23 | 18 | 43 | 61 | 86 | 225 | 526 | 526 |
| 24 | 18 | 43 | 61 | 86 | 224 | 525 | 525 |
| 25 | 18 | 43 | 61 | 86 | 224 | 524 | 524 |
| 26 | 19 | 43 | 61 | 86 | 223 | 524 | 524 |
| 27 | 19 | 43 | 61 | 86 | 222 | 523 | 523 |
| 28 | 21 | 43 | 61 | 86 | 222 | 523 | 523 |
| 29 | 21 | 43 | 61 | 86 | 221 | 522 | 522 |
| 30 | 22 | 43 | 61 | 86 | 221 | 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

8

24

53

143

243

544

1 231

2

8

24

53

143

243

544

994

3

9

26

53

130

240

540

811

4

10

28

55

121

238

539

671

5

12

30

56

111

237

538

563

6

14

34

59

105

236

537

537

7

16

36

61

98

235

535

535

8

17

38

59

92

234

534

534

9

20

44

62

87

233

533

533

10

19

44

61

84

232

533

533

11

18

43

59

84

231

532

532

12

18

43

60

86

230

531

531

13

18

43

61

86

229

530

530

14

18

43

61

86

229

530

530

15

18

43

61

86

228

529

529

16

18

43

61

86

227

527

527

17

18

43

61

86

226

527

527

18

18

43

61

86

225

526

526

19

18

43

61

86

225

526

526

20

18

43

61

86

226

526

526

21

18

43

61

86

226

526

526

22

18

43

61

86

225

526

526

23

18

43

61

86

225

526

526

24

18

43

61

86

224

525

525

25

18

43

61

86

224

524

524

26

19

43

61

86

223

524

524

27

19

43

61

86

222

523

523

28

21

43

61

86

222

523

523

29

21

43

61

86

221

522

522

30

22

43

61

86

221

522

522

2.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 84 | 97 | 121 | 191 | 303 | 604 | 1 292 |
| 2 | 83 | 96 | 119 | 189 | 302 | 602 | 1 044 |
| 3 | 82 | 97 | 119 | 182 | 297 | 597 | 853 |
| 4 | 82 | 97 | 120 | 182 | 294 | 595 | 706 |
| 5 | 81 | 97 | 122 | 183 | 291 | 592 | 594 |
| 6 | 80 | 98 | 124 | 186 | 290 | 590 | 590 |
| 7 | 79 | 97 | 124 | 186 | 287 | 588 | 588 |
| 8 | 77 | 96 | 121 | 183 | 285 | 586 | 586 |
| 9 | 75 | 95 | 119 | 181 | 283 | 584 | 584 |
| 10 | 74 | 95 | 118 | 179 | 282 | 582 | 582 |
| 11 | 73 | 94 | 117 | 178 | 280 | 581 | 581 |
| 12 | 72 | 94 | 115 | 176 | 279 | 579 | 579 |
| 13 | 71 | 93 | 114 | 175 | 277 | 578 | 578 |
| 14 | 70 | 92 | 113 | 174 | 276 | 577 | 577 |
| 15 | 69 | 90 | 111 | 172 | 275 | 575 | 575 |
| 16 | 68 | 89 | 110 | 171 | 273 | 574 | 574 |
| 17 | 66 | 88 | 109 | 170 | 272 | 573 | 573 |
| 18 | 66 | 87 | 108 | 169 | 272 | 572 | 572 |
| 19 | 65 | 86 | 107 | 168 | 271 | 572 | 572 |
| 20 | 64 | 86 | 107 | 168 | 270 | 571 | 571 |
| 21 | 63 | 85 | 106 | 167 | 269 | 570 | 570 |
| 22 | 62 | 84 | 105 | 166 | 268 | 569 | 569 |
| 23 | 61 | 83 | 104 | 165 | 267 | 568 | 568 |
| 24 | 60 | 82 | 103 | 164 | 266 | 567 | 567 |
| 25 | 59 | 81 | 102 | 163 | 265 | 566 | 566 |
| 26 | 58 | 79 | 101 | 161 | 264 | 565 | 565 |
| 27 | 57 | 78 | 99 | 160 | 263 | 563 | 563 |
| 28 | 56 | 77 | 98 | 159 | 262 | 562 | 562 |
| 29 | 55 | 76 | 97 | 158 | 261 | 561 | 561 |
| 30 | 54 | 75 | 96 | 157 | 260 | 560 | 560 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

97

121

191

303

604

1 292

2

83

96

119

189

302

602

1 044

3

82

97

119

182

297

597

853

4

82

97

120

182

294

595

706

5

81

97

122

183

291

592

594

6

80

98

124

186

290

590

590

7

79

97

124

186

287

588

588

8

77

96

121

183

285

586

586

9

75

95

119

181

283

584

584

10

74

95

118

179

282

582

582

11

73

94

117

178

280

581

581

12

72

94

115

176

279

579

579

13

71

93

114

175

277

578

578

14

70

92

113

174

276

577

577

15

69

90

111

172

275

575

575

16

68

89

110

171

273

574

574

17

66

88

109

170

272

573

573

18

66

87

108

169

272

572

572

19

65

86

107

168

271

572

572

20

64

86

107

168

270

571

571

21

63

85

106

167

269

570

570

22

62

84

105

166

268

569

569

23

61

83

104

165

267

568

568

24

60

82

103

164

266

567

567

25

59

81

102

163

265

566

566

26

58

79

101

161

264

565

565

27

57

78

99

160

263

563

563

28

56

77

98

159

262

562

562

29

55

76

97

158

261

561

561

30

54

75

96

157

260

560

560

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 | 56 | 70 | 93 | 163 | 275 | 576 | 1 267 |
| 2 | 56 | 69 | 92 | 162 | 275 | 575 | 1 028 |
| 3 | 56 | 70 | 93 | 156 | 270 | 571 | 840 |
| 4 | 57 | 72 | 95 | 157 | 269 | 569 | 696 |
| 5 | 56 | 73 | 98 | 159 | 267 | 568 | 585 |
| 6 | 56 | 73 | 100 | 162 | 265 | 566 | 566 |
| 7 | 56 | 74 | 100 | 163 | 264 | 565 | 565 |
| 8 | 54 | 74 | 99 | 161 | 263 | 564 | 564 |
| 9 | 53 | 73 | 97 | 159 | 261 | 562 | 562 |
| 10 | 53 | 73 | 97 | 158 | 260 | 561 | 561 |
| 11 | 52 | 73 | 96 | 157 | 259 | 560 | 560 |
| 12 | 52 | 73 | 95 | 156 | 259 | 559 | 559 |
| 13 | 52 | 73 | 95 | 156 | 258 | 559 | 559 |
| 14 | 51 | 73 | 94 | 155 | 257 | 558 | 558 |
| 15 | 51 | 72 | 94 | 154 | 257 | 558 | 558 |
| 16 | 50 | 72 | 93 | 154 | 256 | 557 | 557 |
| 17 | 49 | 71 | 92 | 153 | 255 | 556 | 556 |
| 18 | 49 | 71 | 92 | 153 | 255 | 556 | 556 |
| 19 | 48 | 70 | 91 | 152 | 254 | 555 | 555 |
| 20 | 48 | 70 | 91 | 152 | 254 | 555 | 555 |
| 21 | 48 | 70 | 91 | 152 | 254 | 555 | 555 |
| 22 | 48 | 69 | 90 | 151 | 254 | 554 | 554 |
| 23 | 47 | 69 | 90 | 151 | 253 | 554 | 554 |
| 24 | 47 | 68 | 89 | 150 | 252 | 553 | 553 |
| 25 | 46 | 68 | 89 | 149 | 252 | 553 | 553 |
| 26 | 45 | 67 | 88 | 149 | 251 | 552 | 552 |
| 27 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 28 | 44 | 65 | 86 | 147 | 250 | 550 | 550 |
| 29 | 43 | 65 | 86 | 147 | 249 | 550 | 550 |
| 30 | 42 | 64 | 85 | 146 | 248 | 549 | 549 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

56

70

93

163

275

576

1 267

2

56

69

92

162

275

575

1 028

3

56

70

93

156

270

571

840

4

57

72

95

157

269

569

696

5

56

73

98

159

267

568

585

6

56

73

100

162

265

566

566

7

56

74

100

163

264

565

565

8

54

74

99

161

263

564

564

9

53

73

97

159

261

562

562

10

53

73

97

158

260

561

561

11

52

73

96

157

259

560

560

12

52

73

95

156

259

559

559

13

52

73

95

156

258

559

559

14

51

73

94

155

257

558

558

15

51

72

94

154

257

558

558

16

50

72

93

154

256

557

557

17

49

71

92

153

255

556

556

18

49

71

92

153

255

556

556

19

48

70

91

152

254

555

555

20

48

70

91

152

254

555

555

21

48

70

91

152

254

555

555

22

48

69

90

151

254

554

554

23

47

69

90

151

253

554

554

24

47

68

89

150

252

553

553

25

46

68

89

149

252

553

553

26

45

67

88

149

251

552

552

27

44

66

87

148

250

551

551

28

44

65

86

147

250

550

550

29

43

65

86

147

249

550

550

30

42

64

85

146

248

549

549

2.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 44 | 68 | 138 | 250 | 551 | 1 238 |
| 2 | 32 | 45 | 69 | 139 | 251 | 552 | 1 000 |
| 3 | 32 | 47 | 69 | 132 | 247 | 547 | 816 |
| 4 | 33 | 48 | 71 | 133 | 245 | 546 | 676 |
| 5 | 34 | 50 | 75 | 136 | 244 | 545 | 568 |
| 6 | 34 | 51 | 78 | 140 | 243 | 544 | 544 |
| 7 | 34 | 53 | 79 | 142 | 242 | 543 | 543 |
| 8 | 33 | 52 | 78 | 140 | 242 | 542 | 542 |
| 9 | 33 | 53 | 77 | 138 | 241 | 542 | 542 |
| 10 | 33 | 53 | 77 | 138 | 240 | 541 | 541 |
| 11 | 33 | 54 | 76 | 137 | 240 | 540 | 540 |
| 12 | 32 | 54 | 76 | 137 | 239 | 540 | 540 |
| 13 | 32 | 54 | 75 | 136 | 238 | 539 | 539 |
| 14 | 32 | 53 | 74 | 135 | 238 | 538 | 538 |
| 15 | 31 | 53 | 74 | 135 | 237 | 538 | 538 |
| 16 | 30 | 52 | 73 | 134 | 236 | 537 | 537 |
| 17 | 30 | 52 | 73 | 134 | 236 | 537 | 537 |
| 18 | 30 | 51 | 72 | 133 | 236 | 536 | 536 |
| 19 | 30 | 51 | 72 | 133 | 235 | 536 | 536 |
| 20 | 30 | 51 | 72 | 133 | 236 | 536 | 536 |
| 21 | 30 | 51 | 72 | 133 | 236 | 536 | 536 |
| 22 | 30 | 51 | 72 | 133 | 236 | 536 | 536 |
| 23 | 29 | 51 | 72 | 133 | 235 | 536 | 536 |
| 24 | 29 | 51 | 72 | 133 | 235 | 536 | 536 |
| 25 | 29 | 51 | 72 | 133 | 235 | 536 | 536 |
| 26 | 29 | 50 | 71 | 132 | 235 | 535 | 535 |
| 27 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 28 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 29 | 28 | 49 | 70 | 131 | 234 | 534 | 534 |
| 30 | 27 | 49 | 70 | 131 | 233 | 534 | 534 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

68

138

250

551

1 238

2

32

45

69

139

251

552

1 000

3

32

47

69

132

247

547

816

4

33

48

71

133

245

546

676

5

34

50

75

136

244

545

568

6

34

51

78

140

243

544

544

7

34

53

79

142

242

543

543

8

33

52

78

140

242

542

542

9

33

53

77

138

241

542

542

10

33

53

77

138

240

541

541

11

33

54

76

137

240

540

540

12

32

54

76

137

239

540

540

13

32

54

75

136

238

539

539

14

32

53

74

135

238

538

538

15

31

53

74

135

237

538

538

16

30

52

73

134

236

537

537

17

30

52

73

134

236

537

537

18

30

51

72

133

236

536

536

19

30

51

72

133

235

536

536

20

30

51

72

133

236

536

536

21

30

51

72

133

236

536

536

22

30

51

72

133

236

536

536

23

29

51

72

133

235

536

536

24

29

51

72

133

235

536

536

25

29

51

72

133

235

536

536

26

29

50

71

132

235

535

535

27

28

50

71

132

234

535

535

28

28

50

71

132

234

535

535

29

28

49

70

131

234

534

534

30

27

49

70

131

233

534

534

2.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 25 | 95 | 207 | 508 | 1 201 |
| 2 | 1 | 5 | 25 | 96 | 208 | 509 | 968 |
| 3 | 2 | 5 | 27 | 90 | 205 | 505 | 790 |
| 4 | 2 | 7 | 30 | 92 | 204 | 504 | 654 |
| 5 | 4 | 9 | 35 | 95 | 203 | 504 | 549 |
| 6 | 4 | 11 | 38 | 100 | 203 | 504 | 504 |
| 7 | 5 | 14 | 40 | 103 | 203 | 504 | 504 |
| 8 | 6 | 14 | 40 | 102 | 203 | 504 | 504 |
| 9 | 7 | 15 | 40 | 101 | 203 | 504 | 504 |
| 10 | 8 | 16 | 40 | 101 | 203 | 504 | 504 |
| 11 | 8 | 18 | 41 | 102 | 204 | 505 | 505 |
| 12 | 9 | 18 | 40 | 101 | 203 | 504 | 504 |
| 13 | 10 | 19 | 41 | 102 | 204 | 505 | 505 |
| 14 | 10 | 19 | 40 | 101 | 204 | 504 | 504 |
| 15 | 12 | 18 | 39 | 100 | 202 | 503 | 503 |
| 16 | 12 | 17 | 38 | 99 | 202 | 502 | 502 |
| 17 | 13 | 17 | 38 | 99 | 202 | 502 | 502 |
| 18 | 14 | 17 | 38 | 99 | 202 | 502 | 502 |
| 19 | 14 | 18 | 39 | 100 | 202 | 503 | 503 |
| 20 | 15 | 18 | 39 | 100 | 202 | 503 | 503 |
| 21 | 15 | 20 | 40 | 100 | 203 | 504 | 504 |
| 22 | 17 | 20 | 40 | 101 | 203 | 504 | 504 |
| 23 | 17 | 21 | 39 | 100 | 203 | 503 | 503 |
| 24 | 18 | 21 | 39 | 100 | 202 | 503 | 503 |
| 25 | 18 | 22 | 39 | 100 | 202 | 503 | 503 |
| 26 | 19 | 23 | 39 | 100 | 202 | 503 | 503 |
| 27 | 19 | 24 | 41 | 100 | 202 | 503 | 503 |
| 28 | 21 | 24 | 42 | 100 | 202 | 503 | 503 |
| 29 | 21 | 25 | 43 | 100 | 202 | 503 | 503 |
| 30 | 22 | 26 | 44 | 100 | 202 | 503 | 503 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

25

95

207

508

1 201

2

1

5

25

96

208

509

968

3

2

5

27

90

205

505

790

4

2

7

30

92

204

504

654

5

4

9

35

95

203

504

549

6

4

11

38

100

203

504

504

7

5

14

40

103

203

504

504

8

6

14

40

102

203

504

504

9

7

15

40

101

203

504

504

10

8

16

40

101

203

504

504

11

8

18

41

102

204

505

505

12

9

18

40

101

203

504

504

13

10

19

41

102

204

505

505

14

10

19

40

101

204

504

504

15

12

18

39

100

202

503

503

16

12

17

38

99

202

502

502

17

13

17

38

99

202

502

502

18

14

17

38

99

202

502

502

19

14

18

39

100

202

503

503

20

15

18

39

100

202

503

503

21

15

20

40

100

203

504

504

22

17

20

40

101

203

504

504

23

17

21

39

100

203

503

503

24

18

21

39

100

202

503

503

25

18

22

39

100

202

503

503

26

19

23

39

100

202

503

503

27

19

24

41

100

202

503

503

28

21

24

42

100

202

503

503

29

21

25

43

100

202

503

503

30

22

26

44

100

202

503

503

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 | 82 | 152 | 264 | 565 | 1 223 |
| 2 | 45 | 58 | 82 | 152 | 264 | 565 | 990 |
| 3 | 46 | 60 | 83 | 146 | 260 | 561 | 810 |
| 4 | 47 | 62 | 85 | 147 | 259 | 559 | 672 |
| 5 | 47 | 64 | 89 | 150 | 258 | 558 | 565 |
| 6 | 47 | 65 | 91 | 153 | 257 | 557 | 557 |
| 7 | 48 | 66 | 92 | 155 | 256 | 557 | 557 |
| 8 | 47 | 66 | 91 | 153 | 255 | 556 | 556 |
| 9 | 46 | 66 | 90 | 151 | 254 | 555 | 555 |
| 10 | 46 | 66 | 90 | 151 | 253 | 554 | 554 |
| 11 | 46 | 67 | 89 | 150 | 252 | 553 | 553 |
| 12 | 45 | 67 | 89 | 149 | 252 | 553 | 553 |
| 13 | 45 | 66 | 88 | 149 | 251 | 552 | 552 |
| 14 | 45 | 66 | 87 | 148 | 250 | 551 | 551 |
| 15 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 16 | 43 | 65 | 86 | 147 | 249 | 550 | 550 |
| 17 | 43 | 64 | 85 | 146 | 249 | 549 | 549 |
| 18 | 42 | 64 | 85 | 146 | 248 | 549 | 549 |
| 19 | 42 | 63 | 84 | 145 | 248 | 548 | 548 |
| 20 | 42 | 63 | 84 | 145 | 248 | 548 | 548 |
| 21 | 41 | 63 | 84 | 145 | 247 | 548 | 548 |
| 22 | 41 | 62 | 84 | 145 | 247 | 548 | 548 |
| 23 | 40 | 62 | 83 | 144 | 246 | 547 | 547 |
| 24 | 40 | 61 | 82 | 143 | 246 | 546 | 546 |
| 25 | 39 | 61 | 82 | 143 | 245 | 546 | 546 |
| 26 | 38 | 60 | 81 | 142 | 244 | 545 | 545 |
| 27 | 38 | 59 | 80 | 141 | 243 | 544 | 544 |
| 28 | 37 | 58 | 80 | 140 | 243 | 544 | 544 |
| 29 | 36 | 58 | 79 | 140 | 242 | 543 | 543 |
| 30 | 35 | 57 | 78 | 139 | 241 | 542 | 542 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

58

82

152

264

565

1 223

2

45

58

82

152

264

565

990

3

46

60

83

146

260

561

810

4

47

62

85

147

259

559

672

5

47

64

89

150

258

558

565

6

47

65

91

153

257

557

557

7

48

66

92

155

256

557

557

8

47

66

91

153

255

556

556

9

46

66

90

151

254

555

555

10

46

66

90

151

253

554

554

11

46

67

89

150

252

553

553

12

45

67

89

149

252

553

553

13

45

66

88

149

251

552

552

14

45

66

87

148

250

551

551

15

44

66

87

148

250

551

551

16

43

65

86

147

249

550

550

17

43

64

85

146

249

549

549

18

42

64

85

146

248

549

549

19

42

63

84

145

248

548

548

20

42

63

84

145

248

548

548

21

41

63

84

145

247

548

548

22

41

62

84

145

247

548

548

23

40

62

83

144

246

547

547

24

40

61

82

143

246

546

546

25

39

61

82

143

245

546

546

26

38

60

81

142

244

545

545

27

38

59

80

141

243

544

544

28

37

58

80

140

243

544

544

29

36

58

79

140

242

543

543

30

35

57

78

139

241

542

542

2.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 31 | 54 | 124 | 236 | 537 | 1 223 |
| 2 | 21 | 34 | 58 | 128 | 240 | 541 | 986 |
| 3 | 25 | 40 | 62 | 125 | 240 | 540 | 805 |
| 4 | 29 | 44 | 67 | 129 | 241 | 542 | 668 |
| 5 | 32 | 48 | 73 | 134 | 242 | 543 | 562 |
| 6 | 31 | 48 | 75 | 137 | 240 | 541 | 541 |
| 7 | 35 | 54 | 80 | 143 | 244 | 544 | 544 |
| 8 | 34 | 53 | 79 | 140 | 242 | 543 | 543 |
| 9 | 35 | 55 | 79 | 141 | 243 | 544 | 544 |
| 10 | 37 | 57 | 81 | 142 | 244 | 545 | 545 |
| 11 | 39 | 59 | 82 | 143 | 245 | 546 | 546 |
| 12 | 40 | 61 | 83 | 144 | 246 | 547 | 547 |
| 13 | 40 | 62 | 83 | 144 | 246 | 547 | 547 |
| 14 | 41 | 62 | 83 | 144 | 247 | 548 | 548 |
| 15 | 41 | 63 | 84 | 145 | 247 | 548 | 548 |
| 16 | 40 | 62 | 83 | 144 | 246 | 547 | 547 |
| 17 | 41 | 62 | 83 | 144 | 246 | 547 | 547 |
| 18 | 40 | 62 | 83 | 144 | 246 | 547 | 547 |
| 19 | 40 | 61 | 82 | 143 | 246 | 546 | 546 |
| 20 | 40 | 61 | 82 | 143 | 246 | 546 | 546 |
| 21 | 40 | 61 | 82 | 143 | 246 | 546 | 546 |
| 22 | 39 | 61 | 82 | 143 | 245 | 546 | 546 |
| 23 | 39 | 61 | 82 | 143 | 245 | 546 | 546 |
| 24 | 39 | 60 | 81 | 142 | 245 | 545 | 545 |
| 25 | 38 | 60 | 81 | 142 | 244 | 545 | 545 |
| 26 | 38 | 59 | 80 | 141 | 244 | 544 | 544 |
| 27 | 37 | 59 | 80 | 141 | 243 | 544 | 544 |
| 28 | 37 | 58 | 79 | 140 | 243 | 543 | 543 |
| 29 | 36 | 58 | 79 | 140 | 242 | 543 | 543 |
| 30 | 36 | 57 | 78 | 139 | 242 | 542 | 542 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

18

31

54

124

236

537

1 223

2

21

34

58

128

240

541

986

3

25

40

62

125

240

540

805

4

29

44

67

129

241

542

668

5

32

48

73

134

242

543

562

6

31

48

75

137

240

541

541

7

35

54

80

143

244

544

544

8

34

53

79

140

242

543

543

9

35

55

79

141

243

544

544

10

37

57

81

142

244

545

545

11

39

59

82

143

245

546

546

12

40

61

83

144

246

547

547

13

40

62

83

144

246

547

547

14

41

62

83

144

247

548

548

15

41

63

84

145

247

548

548

16

40

62

83

144

246

547

547

17

41

62

83

144

246

547

547

18

40

62

83

144

246

547

547

19

40

61

82

143

246

546

546

20

40

61

82

143

246

546

546

21

40

61

82

143

246

546

546

22

39

61

82

143

245

546

546

23

39

61

82

143

245

546

546

24

39

60

81

142

245

545

545

25

38

60

81

142

244

545

545

26

38

59

80

141

244

544

544

27

37

59

80

141

243

544

544

28

37

58

79

140

243

543

543

29

36

58

79

140

242

543

543

30

36

57

78

139

242

542

542

2.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 30 | 54 | 124 | 236 | 537 | 1 239 |
| 2 | 19 | 32 | 55 | 125 | 237 | 538 | 999 |
| 3 | 21 | 35 | 57 | 120 | 235 | 536 | 816 |
| 4 | 22 | 38 | 60 | 123 | 234 | 535 | 675 |
| 5 | 24 | 40 | 65 | 126 | 234 | 535 | 567 |
| 6 | 25 | 42 | 69 | 131 | 234 | 535 | 535 |
| 7 | 26 | 44 | 70 | 133 | 234 | 535 | 535 |
| 8 | 26 | 45 | 70 | 132 | 234 | 535 | 535 |
| 9 | 26 | 46 | 70 | 132 | 234 | 535 | 535 |
| 10 | 27 | 47 | 71 | 132 | 234 | 535 | 535 |
| 11 | 27 | 48 | 71 | 132 | 234 | 535 | 535 |
| 12 | 28 | 49 | 71 | 132 | 234 | 535 | 535 |
| 13 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 14 | 29 | 50 | 71 | 132 | 234 | 535 | 535 |
| 15 | 29 | 50 | 71 | 132 | 234 | 535 | 535 |
| 16 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 17 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 18 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 19 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 20 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 21 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 22 | 28 | 50 | 71 | 132 | 234 | 535 | 535 |
| 23 | 28 | 49 | 70 | 131 | 233 | 534 | 534 |
| 24 | 27 | 49 | 70 | 131 | 233 | 534 | 534 |
| 25 | 27 | 48 | 69 | 130 | 233 | 533 | 533 |
| 26 | 26 | 48 | 69 | 130 | 232 | 533 | 533 |
| 27 | 26 | 47 | 68 | 129 | 232 | 532 | 532 |
| 28 | 25 | 47 | 68 | 129 | 231 | 532 | 532 |
| 29 | 25 | 47 | 68 | 129 | 231 | 532 | 532 |
| 30 | 25 | 46 | 67 | 128 | 230 | 531 | 531 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

30

54

124

236

537

1 239

2

19

32

55

125

237

538

999

3

21

35

57

120

235

536

816

4

22

38

60

123

234

535

675

5

24

40

65

126

234

535

567

6

25

42

69

131

234

535

535

7

26

44

70

133

234

535

535

8

26

45

70

132

234

535

535

9

26

46

70

132

234

535

535

10

27

47

71

132

234

535

535

11

27

48

71

132

234

535

535

12

28

49

71

132

234

535

535

13

28

50

71

132

234

535

535

14

29

50

71

132

234

535

535

15

29

50

71

132

234

535

535

16

28

50

71

132

234

535

535

17

28

50

71

132

234

535

535

18

28

50

71

132

234

535

535

19

28

50

71

132

234

535

535

20

28

50

71

132

234

535

535

21

28

50

71

132

234

535

535

22

28

50

71

132

234

535

535

23

28

49

70

131

233

534

534

24

27

49

70

131

233

534

534

25

27

48

69

130

233

533

533

26

26

48

69

130

232

533

533

27

26

47

68

129

232

532

532

28

25

47

68

129

231

532

532

29

25

47

68

129

231

532

532

30

25

46

67

128

230

531

531

2.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 63 | 86 | 156 | 269 | 569 | 1 305 |
| 2 | 53 | 66 | 89 | 159 | 272 | 572 | 1 055 |
| 3 | 57 | 71 | 94 | 157 | 271 | 572 | 863 |
| 4 | 60 | 75 | 98 | 160 | 272 | 572 | 715 |
| 5 | 62 | 78 | 103 | 164 | 272 | 573 | 601 |
| 6 | 63 | 81 | 107 | 169 | 273 | 574 | 574 |
| 7 | 65 | 83 | 109 | 172 | 273 | 574 | 574 |
| 8 | 64 | 83 | 109 | 171 | 273 | 573 | 573 |
| 9 | 64 | 84 | 109 | 170 | 272 | 573 | 573 |
| 10 | 65 | 85 | 109 | 170 | 272 | 573 | 573 |
| 11 | 65 | 86 | 109 | 170 | 272 | 573 | 573 |
| 12 | 65 | 87 | 108 | 169 | 272 | 572 | 572 |
| 13 | 65 | 86 | 108 | 169 | 271 | 572 | 572 |
| 14 | 64 | 86 | 107 | 168 | 270 | 571 | 571 |
| 15 | 64 | 85 | 106 | 167 | 269 | 570 | 570 |
| 16 | 63 | 84 | 106 | 166 | 269 | 570 | 570 |
| 17 | 62 | 84 | 105 | 166 | 268 | 569 | 569 |
| 18 | 62 | 83 | 104 | 165 | 267 | 568 | 568 |
| 19 | 61 | 83 | 104 | 165 | 267 | 568 | 568 |
| 20 | 60 | 82 | 103 | 164 | 266 | 567 | 567 |
| 21 | 60 | 81 | 102 | 163 | 266 | 566 | 566 |
| 22 | 59 | 80 | 101 | 162 | 265 | 566 | 566 |
| 23 | 58 | 80 | 101 | 162 | 264 | 565 | 565 |
| 24 | 57 | 79 | 100 | 161 | 263 | 564 | 564 |
| 25 | 56 | 78 | 99 | 160 | 262 | 563 | 563 |
| 26 | 55 | 77 | 98 | 159 | 261 | 562 | 562 |
| 27 | 54 | 76 | 97 | 158 | 260 | 561 | 561 |
| 28 | 53 | 75 | 96 | 157 | 259 | 560 | 560 |
| 29 | 52 | 74 | 95 | 156 | 258 | 559 | 559 |
| 30 | 51 | 73 | 94 | 155 | 257 | 558 | 558 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

63

86

156

269

569

1 305

2

53

66

89

159

272

572

1 055

3

57

71

94

157

271

572

863

4

60

75

98

160

272

572

715

5

62

78

103

164

272

573

601

6

63

81

107

169

273

574

574

7

65

83

109

172

273

574

574

8

64

83

109

171

273

573

573

9

64

84

109

170

272

573

573

10

65

85

109

170

272

573

573

11

65

86

109

170

272

573

573

12

65

87

108

169

272

572

572

13

65

86

108

169

271

572

572

14

64

86

107

168

270

571

571

15

64

85

106

167

269

570

570

16

63

84

106

166

269

570

570

17

62

84

105

166

268

569

569

18

62

83

104

165

267

568

568

19

61

83

104

165

267

568

568

20

60

82

103

164

266

567

567

21

60

81

102

163

266

566

566

22

59

80

101

162

265

566

566

23

58

80

101

162

264

565

565

24

57

79

100

161

263

564

564

25

56

78

99

160

262

563

563

26

55

77

98

159

261

562

562

27

54

76

97

158

260

561

561

28

53

75

96

157

259

560

560

29

52

74

95

156

258

559

559

30

51

73

94

155

257

558

558

2.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 94 | 117 | 187 | 300 | 600 | 1 297 |
| 2 | 86 | 99 | 122 | 192 | 305 | 605 | 1 061 |
| 3 | 88 | 102 | 125 | 188 | 302 | 603 | 875 |
| 4 | 89 | 105 | 127 | 190 | 301 | 602 | 729 |
| 5 | 93 | 109 | 134 | 195 | 303 | 604 | 615 |
| 6 | 95 | 112 | 139 | 201 | 304 | 605 | 605 |
| 7 | 97 | 115 | 141 | 204 | 305 | 606 | 606 |
| 8 | 98 | 117 | 142 | 204 | 306 | 607 | 607 |
| 9 | 99 | 119 | 143 | 204 | 307 | 608 | 608 |
| 10 | 100 | 120 | 144 | 205 | 307 | 608 | 608 |
| 11 | 100 | 121 | 144 | 205 | 307 | 608 | 608 |
| 12 | 100 | 121 | 143 | 204 | 306 | 607 | 607 |
| 13 | 99 | 120 | 142 | 203 | 305 | 606 | 606 |
| 14 | 98 | 119 | 141 | 201 | 304 | 605 | 605 |
| 15 | 96 | 118 | 139 | 200 | 302 | 603 | 603 |
| 16 | 95 | 117 | 138 | 199 | 301 | 602 | 602 |
| 17 | 94 | 115 | 137 | 197 | 300 | 601 | 601 |
| 18 | 92 | 114 | 135 | 196 | 298 | 599 | 599 |
| 19 | 91 | 113 | 134 | 195 | 297 | 598 | 598 |
| 20 | 90 | 111 | 133 | 193 | 296 | 597 | 597 |
| 21 | 88 | 110 | 131 | 192 | 294 | 595 | 595 |
| 22 | 87 | 108 | 130 | 191 | 293 | 594 | 594 |
| 23 | 85 | 107 | 128 | 189 | 291 | 592 | 592 |
| 24 | 84 | 105 | 126 | 187 | 290 | 590 | 590 |
| 25 | 82 | 104 | 125 | 186 | 288 | 589 | 589 |
| 26 | 80 | 102 | 123 | 184 | 286 | 587 | 587 |
| 27 | 79 | 100 | 121 | 182 | 285 | 585 | 585 |
| 28 | 77 | 99 | 120 | 181 | 283 | 584 | 584 |
| 29 | 76 | 97 | 118 | 179 | 281 | 582 | 582 |
| 30 | 74 | 96 | 117 | 178 | 280 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

94

117

187

300

600

1 297

2

86

99

122

192

305

605

1 061

3

88

102

125

188

302

603

875

4

89

105

127

190

301

602

729

5

93

109

134

195

303

604

615

6

95

112

139

201

304

605

605

7

97

115

141

204

305

606

606

8

98

117

142

204

306

607

607

9

99

119

143

204

307

608

608

10

100

120

144

205

307

608

608

11

100

121

144

205

307

608

608

12

100

121

143

204

306

607

607

13

99

120

142

203

305

606

606

14

98

119

141

201

304

605

605

15

96

118

139

200

302

603

603

16

95

117

138

199

301

602

602

17

94

115

137

197

300

601

601

18

92

114

135

196

298

599

599

19

91

113

134

195

297

598

598

20

90

111

133

193

296

597

597

21

88

110

131

192

294

595

595

22

87

108

130

191

293

594

594

23

85

107

128

189

291

592

592

24

84

105

126

187

290

590

590

25

82

104

125

186

288

589

589

26

80

102

123

184

286

587

587

27

79

100

121

182

285

585

585

28

77

99

120

181

283

584

584

29

76

97

118

179

281

582

582

30

74

96

117

178

280

581

581

2.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 24 | 48 | 118 | 230 | 531 | 1 224 |
| 2 | 14 | 27 | 51 | 121 | 233 | 534 | 989 |
| 3 | 18 | 32 | 54 | 117 | 232 | 532 | 808 |
| 4 | 20 | 36 | 58 | 121 | 232 | 533 | 669 |
| 5 | 23 | 39 | 64 | 125 | 233 | 534 | 563 |
| 6 | 24 | 42 | 68 | 130 | 234 | 535 | 535 |
| 7 | 26 | 44 | 70 | 133 | 234 | 535 | 535 |
| 8 | 26 | 45 | 70 | 132 | 234 | 535 | 535 |
| 9 | 26 | 46 | 70 | 131 | 234 | 535 | 535 |
| 10 | 26 | 47 | 70 | 131 | 234 | 535 | 535 |
| 11 | 27 | 48 | 71 | 132 | 234 | 535 | 535 |
| 12 | 27 | 48 | 70 | 131 | 233 | 534 | 534 |
| 13 | 27 | 48 | 70 | 131 | 233 | 534 | 534 |
| 14 | 26 | 48 | 69 | 130 | 232 | 533 | 533 |
| 15 | 26 | 47 | 68 | 129 | 232 | 532 | 532 |
| 16 | 25 | 47 | 68 | 129 | 231 | 532 | 532 |
| 17 | 25 | 46 | 67 | 128 | 231 | 531 | 531 |
| 18 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 19 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 20 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 21 | 25 | 46 | 67 | 128 | 231 | 531 | 531 |
| 22 | 25 | 46 | 67 | 128 | 231 | 531 | 531 |
| 23 | 25 | 46 | 67 | 128 | 230 | 531 | 531 |
| 24 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 25 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 26 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 27 | 24 | 45 | 67 | 127 | 230 | 531 | 531 |
| 28 | 24 | 45 | 66 | 127 | 230 | 530 | 530 |
| 29 | 23 | 45 | 66 | 127 | 229 | 530 | 530 |
| 30 | 23 | 45 | 66 | 127 | 229 | 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

11

24

48

118

230

531

1 224

2

14

27

51

121

233

534

989

3

18

32

54

117

232

532

808

4

20

36

58

121

232

533

669

5

23

39

64

125

233

534

563

6

24

42

68

130

234

535

535

7

26

44

70

133

234

535

535

8

26

45

70

132

234

535

535

9

26

46

70

131

234

535

535

10

26

47

70

131

234

535

535

11

27

48

71

132

234

535

535

12

27

48

70

131

233

534

534

13

27

48

70

131

233

534

534

14

26

48

69

130

232

533

533

15

26

47

68

129

232

532

532

16

25

47

68

129

231

532

532

17

25

46

67

128

231

531

531

18

24

46

67

128

230

531

531

19

24

46

67

128

230

531

531

20

24

46

67

128

230

531

531

21

25

46

67

128

231

531

531

22

25

46

67

128

231

531

531

23

25

46

67

128

230

531

531

24

24

46

67

128

230

531

531

25

24

46

67

128

230

531

531

26

24

46

67

128

230

531

531

27

24

45

67

127

230

531

531

28

24

45

66

127

230

530

530

29

23

45

66

127

229

530

530

30

23

45

66

127

229

530

530

2.19.   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 95 | 108 | 131 | 201 | 314 | 614 | 1 297 |
| 2 | 96 | 109 | 132 | 202 | 315 | 615 | 1 051 |
| 3 | 97 | 112 | 134 | 197 | 312 | 612 | 861 |
| 4 | 99 | 114 | 137 | 199 | 311 | 612 | 715 |
| 5 | 100 | 117 | 142 | 202 | 311 | 611 | 611 |
| 6 | 101 | 118 | 145 | 207 | 310 | 611 | 611 |
| 7 | 102 | 120 | 146 | 209 | 310 | 611 | 611 |
| 8 | 101 | 121 | 146 | 208 | 310 | 611 | 611 |
| 9 | 101 | 121 | 145 | 206 | 309 | 610 | 610 |
| 10 | 100 | 120 | 144 | 205 | 308 | 608 | 608 |
| 11 | 99 | 120 | 143 | 204 | 306 | 607 | 607 |
| 12 | 98 | 119 | 141 | 202 | 304 | 605 | 605 |
| 13 | 96 | 118 | 139 | 200 | 302 | 603 | 603 |
| 14 | 95 | 116 | 137 | 198 | 301 | 601 | 601 |
| 15 | 93 | 115 | 136 | 197 | 299 | 600 | 600 |
| 16 | 91 | 113 | 134 | 195 | 297 | 598 | 598 |
| 17 | 90 | 111 | 132 | 193 | 295 | 596 | 596 |
| 18 | 88 | 110 | 131 | 192 | 294 | 595 | 595 |
| 19 | 87 | 108 | 129 | 190 | 293 | 593 | 593 |
| 20 | 86 | 107 | 128 | 189 | 292 | 592 | 592 |
| 21 | 85 | 106 | 127 | 188 | 291 | 591 | 591 |
| 22 | 83 | 105 | 126 | 187 | 289 | 590 | 590 |
| 23 | 82 | 104 | 125 | 186 | 288 | 589 | 589 |
| 24 | 81 | 103 | 124 | 185 | 287 | 588 | 588 |
| 25 | 80 | 101 | 123 | 183 | 286 | 587 | 587 |
| 26 | 79 | 100 | 121 | 182 | 285 | 585 | 585 |
| 27 | 77 | 99 | 120 | 181 | 283 | 584 | 584 |
| 28 | 76 | 98 | 119 | 180 | 282 | 583 | 583 |
| 29 | 75 | 97 | 118 | 179 | 281 | 582 | 582 |
| 30 | 74 | 96 | 117 | 178 | 280 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

95

108

131

201

314

614

1 297

2

96

109

132

202

315

615

1 051

3

97

112

134

197

312

612

861

4

99

114

137

199

311

612

715

5

100

117

142

202

311

611

611

6

101

118

145

207

310

611

611

7

102

120

146

209

310

611

611

8

101

121

146

208

310

611

611

9

101

121

145

206

309

610

610

10

100

120

144

205

308

608

608

11

99

120

143

204

306

607

607

12

98

119

141

202

304

605

605

13

96

118

139

200

302

603

603

14

95

116

137

198

301

601

601

15

93

115

136

197

299

600

600

16

91

113

134

195

297

598

598

17

90

111

132

193

295

596

596

18

88

110

131

192

294

595

595

19

87

108

129

190

293

593

593

20

86

107

128

189

292

592

592

21

85

106

127

188

291

591

591

22

83

105

126

187

289

590

590

23

82

104

125

186

288

589

589

24

81

103

124

185

287

588

588

25

80

101

123

183

286

587

587

26

79

100

121

182

285

585

585

27

77

99

120

181

283

584

584

28

76

98

119

180

282

583

583

29

75

97

118

179

281

582

582

30

74

96

117

178

280

581

581

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 | 317 | 330 | 354 | 424 | 536 | 837 | 1 349 |
| 2 | 85 | 98 | 122 | 192 | 304 | 605 | 1 091 |
| 3 | 89 | 103 | 125 | 188 | 303 | 603 | 890 |
| 4 | 92 | 107 | 130 | 193 | 304 | 605 | 737 |
| 5 | 95 | 111 | 136 | 197 | 305 | 606 | 619 |
| 6 | 96 | 114 | 140 | 202 | 306 | 606 | 606 |
| 7 | 98 | 116 | 142 | 205 | 306 | 607 | 607 |
| 8 | 99 | 118 | 143 | 205 | 307 | 608 | 608 |
| 9 | 99 | 119 | 143 | 205 | 307 | 608 | 608 |
| 10 | 99 | 120 | 143 | 204 | 307 | 608 | 608 |
| 11 | 100 | 121 | 144 | 205 | 307 | 608 | 608 |
| 12 | 101 | 122 | 144 | 205 | 307 | 608 | 608 |
| 13 | 101 | 123 | 144 | 205 | 307 | 608 | 608 |
| 14 | 102 | 124 | 145 | 206 | 308 | 609 | 609 |
| 15 | 103 | 124 | 145 | 206 | 309 | 609 | 609 |
| 16 | 104 | 125 | 146 | 207 | 310 | 610 | 610 |
| 17 | 105 | 126 | 147 | 208 | 311 | 611 | 611 |
| 18 | 106 | 127 | 148 | 209 | 312 | 612 | 612 |
| 19 | 106 | 128 | 149 | 210 | 312 | 613 | 613 |
| 20 | 107 | 129 | 150 | 211 | 313 | 614 | 614 |
| 21 | 107 | 129 | 150 | 211 | 313 | 614 | 614 |
| 22 | 107 | 128 | 149 | 210 | 313 | 613 | 613 |
| 23 | 106 | 128 | 149 | 210 | 312 | 613 | 613 |
| 24 | 105 | 127 | 148 | 209 | 311 | 612 | 612 |
| 25 | 104 | 126 | 147 | 208 | 310 | 611 | 611 |
| 26 | 103 | 124 | 145 | 206 | 309 | 609 | 609 |
| 27 | 101 | 123 | 144 | 205 | 307 | 608 | 608 |
| 28 | 100 | 122 | 143 | 204 | 306 | 607 | 607 |
| 29 | 99 | 120 | 141 | 202 | 304 | 605 | 605 |
| 30 | 97 | 119 | 140 | 201 | 303 | 604 | 604 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

317

330

354

424

536

837

1 349

2

85

98

122

192

304

605

1 091

3

89

103

125

188

303

603

890

4

92

107

130

193

304

605

737

5

95

111

136

197

305

606

619

6

96

114

140

202

306

606

606

7

98

116

142

205

306

607

607

8

99

118

143

205

307

608

608

9

99

119

143

205

307

608

608

10

99

120

143

204

307

608

608

11

100

121

144

205

307

608

608

12

101

122

144

205

307

608

608

13

101

123

144

205

307

608

608

14

102

124

145

206

308

609

609

15

103

124

145

206

309

609

609

16

104

125

146

207

310

610

610

17

105

126

147

208

311

611

611

18

106

127

148

209

312

612

612

19

106

128

149

210

312

613

613

20

107

129

150

211

313

614

614

21

107

129

150

211

313

614

614

22

107

128

149

210

313

613

613

23

106

128

149

210

312

613

613

24

105

127

148

209

311

612

612

25

104

126

147

208

310

611

611

26

103

124

145

206

309

609

609

27

101

123

144

205

307

608

608

28

100

122

143

204

306

607

607

29

99

120

141

202

304

605

605

30

97

119

140

201

303

604

604

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 | 106 | 218 | 519 | 1 222 |
| 2 | 1 | 12 | 35 | 106 | 218 | 519 | 983 |
| 3 | 2 | 14 | 36 | 99 | 214 | 515 | 801 |
| 4 | 2 | 16 | 38 | 101 | 212 | 513 | 663 |
| 5 | 4 | 17 | 42 | 103 | 211 | 512 | 557 |
| 6 | 4 | 19 | 45 | 107 | 211 | 511 | 511 |
| 7 | 5 | 20 | 46 | 109 | 210 | 511 | 511 |
| 8 | 6 | 20 | 45 | 107 | 209 | 510 | 510 |
| 9 | 7 | 20 | 44 | 106 | 208 | 509 | 509 |
| 10 | 8 | 21 | 44 | 105 | 208 | 508 | 508 |
| 11 | 8 | 22 | 44 | 105 | 207 | 508 | 508 |
| 12 | 9 | 22 | 44 | 105 | 207 | 508 | 508 |
| 13 | 10 | 23 | 44 | 105 | 208 | 508 | 508 |
| 14 | 11 | 23 | 45 | 105 | 208 | 509 | 509 |
| 15 | 12 | 24 | 45 | 106 | 208 | 509 | 509 |
| 16 | 12 | 24 | 45 | 106 | 208 | 509 | 509 |
| 17 | 13 | 24 | 46 | 106 | 209 | 510 | 510 |
| 18 | 14 | 25 | 46 | 107 | 209 | 510 | 510 |
| 19 | 14 | 26 | 47 | 108 | 210 | 511 | 511 |
| 20 | 15 | 27 | 48 | 109 | 211 | 512 | 512 |
| 21 | 16 | 27 | 48 | 109 | 212 | 512 | 512 |
| 22 | 17 | 28 | 49 | 110 | 212 | 513 | 513 |
| 23 | 17 | 29 | 50 | 111 | 213 | 514 | 514 |
| 24 | 18 | 29 | 50 | 111 | 213 | 514 | 514 |
| 25 | 18 | 29 | 50 | 111 | 214 | 514 | 514 |
| 26 | 19 | 30 | 51 | 112 | 214 | 515 | 515 |
| 27 | 20 | 30 | 51 | 112 | 214 | 515 | 515 |
| 28 | 21 | 30 | 51 | 112 | 214 | 515 | 515 |
| 29 | 22 | 30 | 52 | 112 | 215 | 516 | 516 |
| 30 | 22 | 31 | 52 | 113 | 215 | 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

0

12

35

106

218

519

1 222

2

1

12

35

106

218

519

983

3

2

14

36

99

214

515

801

4

2

16

38

101

212

513

663

5

4

17

42

103

211

512

557

6

4

19

45

107

211

511

511

7

5

20

46

109

210

511

511

8

6

20

45

107

209

510

510

9

7

20

44

106

208

509

509

10

8

21

44

105

208

508

508

11

8

22

44

105

207

508

508

12

9

22

44

105

207

508

508

13

10

23

44

105

208

508

508

14

11

23

45

105

208

509

509

15

12

24

45

106

208

509

509

16

12

24

45

106

208

509

509

17

13

24

46

106

209

510

510

18

14

25

46

107

209

510

510

19

14

26

47

108

210

511

511

20

15

27

48

109

211

512

512

21

16

27

48

109

212

512

512

22

17

28

49

110

212

513

513

23

17

29

50

111

213

514

514

24

18

29

50

111

213

514

514

25

18

29

50

111

214

514

514

26

19

30

51

112

214

515

515

27

20

30

51

112

214

515

515

28

21

30

51

112

214

515

515

29

22

30

52

112

215

516

516

30

22

31

52

113

215

516

516

2.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 51 | 64 | 88 | 158 | 270 | 571 | 1 248 |
| 2 | 52 | 65 | 89 | 159 | 271 | 572 | 1 009 |
| 3 | 53 | 67 | 90 | 153 | 267 | 568 | 824 |
| 4 | 54 | 69 | 92 | 154 | 266 | 566 | 683 |
| 5 | 54 | 71 | 96 | 157 | 265 | 566 | 574 |
| 6 | 55 | 72 | 99 | 161 | 264 | 565 | 565 |
| 7 | 55 | 73 | 99 | 162 | 263 | 564 | 564 |
| 8 | 55 | 74 | 99 | 161 | 263 | 564 | 564 |
| 9 | 54 | 74 | 98 | 160 | 262 | 563 | 563 |
| 10 | 53 | 74 | 97 | 158 | 261 | 562 | 562 |
| 11 | 53 | 74 | 96 | 157 | 259 | 560 | 560 |
| 12 | 52 | 73 | 95 | 156 | 258 | 559 | 559 |
| 13 | 51 | 72 | 93 | 154 | 257 | 557 | 557 |
| 14 | 49 | 71 | 92 | 153 | 255 | 556 | 556 |
| 15 | 48 | 70 | 91 | 152 | 254 | 555 | 555 |
| 16 | 47 | 68 | 89 | 150 | 253 | 553 | 553 |
| 17 | 46 | 67 | 88 | 149 | 252 | 552 | 552 |
| 18 | 45 | 66 | 88 | 148 | 251 | 552 | 552 |
| 19 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 20 | 44 | 65 | 86 | 147 | 249 | 550 | 550 |
| 21 | 43 | 65 | 86 | 147 | 249 | 550 | 550 |
| 22 | 42 | 64 | 85 | 146 | 248 | 549 | 549 |
| 23 | 42 | 63 | 84 | 145 | 248 | 548 | 548 |
| 24 | 41 | 63 | 84 | 145 | 247 | 548 | 548 |
| 25 | 40 | 62 | 83 | 144 | 246 | 547 | 547 |
| 26 | 40 | 61 | 82 | 143 | 246 | 546 | 546 |
| 27 | 39 | 61 | 82 | 143 | 245 | 546 | 546 |
| 28 | 38 | 60 | 81 | 142 | 244 | 545 | 545 |
| 29 | 38 | 59 | 80 | 141 | 244 | 544 | 544 |
| 30 | 37 | 59 | 80 | 141 | 243 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

64

88

158

270

571

1 248

2

52

65

89

159

271

572

1 009

3

53

67

90

153

267

568

824

4

54

69

92

154

266

566

683

5

54

71

96

157

265

566

574

6

55

72

99

161

264

565

565

7

55

73

99

162

263

564

564

8

55

74

99

161

263

564

564

9

54

74

98

160

262

563

563

10

53

74

97

158

261

562

562

11

53

74

96

157

259

560

560

12

52

73

95

156

258

559

559

13

51

72

93

154

257

557

557

14

49

71

92

153

255

556

556

15

48

70

91

152

254

555

555

16

47

68

89

150

253

553

553

17

46

67

88

149

252

552

552

18

45

66

88

148

251

552

552

19

44

66

87

148

250

551

551

20

44

65

86

147

249

550

550

21

43

65

86

147

249

550

550

22

42

64

85

146

248

549

549

23

42

63

84

145

248

548

548

24

41

63

84

145

247

548

548

25

40

62

83

144

246

547

547

26

40

61

82

143

246

546

546

27

39

61

82

143

245

546

546

28

38

60

81

142

244

545

545

29

38

59

80

141

244

544

544

30

37

59

80

141

243

544

544

2.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 115 | 128 | 151 | 221 | 333 | 634 | 1 303 |
| 2 | 116 | 129 | 152 | 222 | 335 | 635 | 1 057 |
| 3 | 119 | 133 | 155 | 218 | 333 | 634 | 866 |
| 4 | 121 | 136 | 159 | 222 | 333 | 634 | 719 |
| 5 | 123 | 139 | 165 | 225 | 334 | 634 | 634 |
| 6 | 124 | 142 | 168 | 230 | 334 | 635 | 635 |
| 7 | 126 | 144 | 170 | 233 | 334 | 635 | 635 |
| 8 | 125 | 144 | 170 | 232 | 333 | 634 | 634 |
| 9 | 125 | 145 | 169 | 231 | 333 | 634 | 634 |
| 10 | 125 | 145 | 169 | 230 | 332 | 633 | 633 |
| 11 | 125 | 146 | 168 | 229 | 331 | 632 | 632 |
| 12 | 124 | 145 | 167 | 228 | 330 | 631 | 631 |
| 13 | 122 | 144 | 165 | 226 | 328 | 629 | 629 |
| 14 | 121 | 142 | 164 | 224 | 327 | 628 | 628 |
| 15 | 119 | 141 | 162 | 223 | 325 | 626 | 626 |
| 16 | 117 | 138 | 159 | 220 | 323 | 623 | 623 |
| 17 | 115 | 136 | 157 | 218 | 321 | 621 | 621 |
| 18 | 113 | 134 | 155 | 216 | 319 | 619 | 619 |
| 19 | 111 | 132 | 154 | 214 | 317 | 618 | 618 |
| 20 | 109 | 131 | 152 | 213 | 315 | 616 | 616 |
| 21 | 107 | 129 | 150 | 211 | 313 | 614 | 614 |
| 22 | 106 | 127 | 148 | 209 | 312 | 612 | 612 |
| 23 | 104 | 125 | 146 | 207 | 310 | 610 | 610 |
| 24 | 102 | 124 | 145 | 206 | 308 | 609 | 609 |
| 25 | 100 | 122 | 143 | 204 | 306 | 607 | 607 |
| 26 | 98 | 120 | 141 | 202 | 304 | 605 | 605 |
| 27 | 96 | 118 | 139 | 200 | 302 | 603 | 603 |
| 28 | 95 | 116 | 137 | 198 | 301 | 601 | 601 |
| 29 | 93 | 115 | 136 | 197 | 299 | 600 | 600 |
| 30 | 91 | 113 | 134 | 195 | 297 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

115

128

151

221

333

634

1 303

2

116

129

152

222

335

635

1 057

3

119

133

155

218

333

634

866

4

121

136

159

222

333

634

719

5

123

139

165

225

334

634

634

6

124

142

168

230

334

635

635

7

126

144

170

233

334

635

635

8

125

144

170

232

333

634

634

9

125

145

169

231

333

634

634

10

125

145

169

230

332

633

633

11

125

146

168

229

331

632

632

12

124

145

167

228

330

631

631

13

122

144

165

226

328

629

629

14

121

142

164

224

327

628

628

15

119

141

162

223

325

626

626

16

117

138

159

220

323

623

623

17

115

136

157

218

321

621

621

18

113

134

155

216

319

619

619

19

111

132

154

214

317

618

618

20

109

131

152

213

315

616

616

21

107

129

150

211

313

614

614

22

106

127

148

209

312

612

612

23

104

125

146

207

310

610

610

24

102

124

145

206

308

609

609

25

100

122

143

204

306

607

607

26

98

120

141

202

304

605

605

27

96

118

139

200

302

603

603

28

95

116

137

198

301

601

601

29

93

115

136

197

299

600

600

30

91

113

134

195

297

598

598

2.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 166 | 179 | 202 | 273 | 385 | 686 | 1 436 |
| 2 | 176 | 189 | 212 | 282 | 395 | 695 | 1 139 |
| 3 | 182 | 196 | 218 | 281 | 396 | 697 | 918 |
| 4 | 185 | 200 | 223 | 285 | 397 | 697 | 756 |
| 5 | 186 | 203 | 228 | 289 | 397 | 698 | 698 |
| 6 | 187 | 204 | 231 | 293 | 396 | 697 | 697 |
| 7 | 187 | 205 | 231 | 294 | 395 | 696 | 696 |
| 8 | 186 | 205 | 230 | 292 | 394 | 695 | 695 |
| 9 | 185 | 204 | 229 | 290 | 393 | 693 | 693 |
| 10 | 184 | 204 | 228 | 289 | 391 | 692 | 692 |
| 11 | 183 | 204 | 226 | 287 | 390 | 690 | 690 |
| 12 | 181 | 202 | 224 | 285 | 387 | 688 | 688 |
| 13 | 179 | 200 | 221 | 282 | 385 | 685 | 685 |
| 14 | 176 | 197 | 219 | 279 | 382 | 683 | 683 |
| 15 | 173 | 194 | 216 | 276 | 379 | 680 | 680 |
| 16 | 170 | 191 | 213 | 274 | 376 | 677 | 677 |
| 17 | 167 | 188 | 210 | 271 | 373 | 674 | 674 |
| 18 | 164 | 186 | 207 | 268 | 370 | 671 | 671 |
| 19 | 161 | 183 | 204 | 265 | 367 | 668 | 668 |
| 20 | 158 | 180 | 201 | 262 | 364 | 665 | 665 |
| 21 | 155 | 177 | 198 | 259 | 361 | 662 | 662 |
| 22 | 152 | 174 | 195 | 256 | 358 | 659 | 659 |
| 23 | 149 | 171 | 192 | 253 | 355 | 656 | 656 |
| 24 | 146 | 168 | 189 | 250 | 352 | 653 | 653 |
| 25 | 143 | 165 | 186 | 246 | 349 | 650 | 650 |
| 26 | 140 | 162 | 183 | 244 | 346 | 647 | 647 |
| 27 | 137 | 159 | 180 | 241 | 343 | 644 | 644 |
| 28 | 134 | 156 | 177 | 238 | 340 | 641 | 641 |
| 29 | 131 | 153 | 174 | 235 | 337 | 638 | 638 |
| 30 | 129 | 150 | 171 | 232 | 335 | 635 | 635 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

166

179

202

273

385

686

1 436

2

176

189

212

282

395

695

1 139

3

182

196

218

281

396

697

918

4

185

200

223

285

397

697

756

5

186

203

228

289

397

698

698

6

187

204

231

293

396

697

697

7

187

205

231

294

395

696

696

8

186

205

230

292

394

695

695

9

185

204

229

290

393

693

693

10

184

204

228

289

391

692

692

11

183

204

226

287

390

690

690

12

181

202

224

285

387

688

688

13

179

200

221

282

385

685

685

14

176

197

219

279

382

683

683

15

173

194

216

276

379

680

680

16

170

191

213

274

376

677

677

17

167

188

210

271

373

674

674

18

164

186

207

268

370

671

671

19

161

183

204

265

367

668

668

20

158

180

201

262

364

665

665

21

155

177

198

259

361

662

662

22

152

174

195

256

358

659

659

23

149

171

192

253

355

656

656

24

146

168

189

250

352

653

653

25

143

165

186

246

349

650

650

26

140

162

183

244

346

647

647

27

137

159

180

241

343

644

644

28

134

156

177

238

340

641

641

29

131

153

174

235

337

638

638

30

129

150

171

232

335

635

635

2.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 32 | 45 | 69 | 139 | 251 | 552 | 1 257 |
| 2 | 33 | 46 | 70 | 140 | 252 | 553 | 1 011 |
| 3 | 34 | 49 | 71 | 134 | 249 | 549 | 825 |
| 4 | 35 | 51 | 73 | 136 | 247 | 548 | 683 |
| 5 | 36 | 53 | 78 | 139 | 247 | 548 | 574 |
| 6 | 37 | 54 | 81 | 143 | 246 | 547 | 547 |
| 7 | 37 | 56 | 82 | 145 | 245 | 546 | 546 |
| 8 | 36 | 55 | 81 | 142 | 244 | 545 | 545 |
| 9 | 36 | 55 | 80 | 141 | 244 | 544 | 544 |
| 10 | 35 | 56 | 79 | 140 | 243 | 544 | 544 |
| 11 | 35 | 56 | 79 | 140 | 242 | 543 | 543 |
| 12 | 35 | 56 | 78 | 139 | 242 | 542 | 542 |
| 13 | 35 | 56 | 78 | 139 | 241 | 542 | 542 |
| 14 | 35 | 56 | 77 | 138 | 241 | 541 | 541 |
| 15 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 16 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 17 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 18 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 19 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 20 | 35 | 56 | 77 | 138 | 240 | 541 | 541 |
| 21 | 35 | 56 | 77 | 138 | 240 | 541 | 541 |
| 22 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 23 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 24 | 34 | 56 | 77 | 138 | 240 | 541 | 541 |
| 25 | 34 | 55 | 76 | 137 | 240 | 540 | 540 |
| 26 | 33 | 55 | 76 | 137 | 239 | 540 | 540 |
| 27 | 33 | 55 | 76 | 137 | 239 | 540 | 540 |
| 28 | 33 | 54 | 75 | 136 | 239 | 539 | 539 |
| 29 | 32 | 54 | 75 | 136 | 238 | 539 | 539 |
| 30 | 32 | 54 | 75 | 136 | 238 | 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

32

45

69

139

251

552

1 257

2

33

46

70

140

252

553

1 011

3

34

49

71

134

249

549

825

4

35

51

73

136

247

548

683

5

36

53

78

139

247

548

574

6

37

54

81

143

246

547

547

7

37

56

82

145

245

546

546

8

36

55

81

142

244

545

545

9

36

55

80

141

244

544

544

10

35

56

79

140

243

544

544

11

35

56

79

140

242

543

543

12

35

56

78

139

242

542

542

13

35

56

78

139

241

542

542

14

35

56

77

138

241

541

541

15

34

56

77

138

240

541

541

16

34

56

77

138

240

541

541

17

34

56

77

138

240

541

541

18

34

56

77

138

240

541

541

19

34

56

77

138

240

541

541

20

35

56

77

138

240

541

541

21

35

56

77

138

240

541

541

22

34

56

77

138

240

541

541

23

34

56

77

138

240

541

541

24

34

56

77

138

240

541

541

25

34

55

76

137

240

540

540

26

33

55

76

137

239

540

540

27

33

55

76

137

239

540

540

28

33

54

75

136

239

539

539

29

32

54

75

136

238

539

539

30

32

54

75

136

238

539

539

2.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 29 | 42 | 66 | 136 | 248 | 549 | 1 253 |
| 2 | 31 | 44 | 67 | 137 | 250 | 551 | 1 014 |
| 3 | 34 | 48 | 70 | 133 | 248 | 548 | 830 |
| 4 | 36 | 51 | 74 | 136 | 248 | 549 | 688 |
| 5 | 38 | 55 | 80 | 141 | 249 | 549 | 579 |
| 6 | 40 | 57 | 83 | 145 | 249 | 550 | 550 |
| 7 | 41 | 60 | 86 | 149 | 249 | 550 | 550 |
| 8 | 41 | 60 | 86 | 148 | 249 | 550 | 550 |
| 9 | 42 | 61 | 86 | 147 | 250 | 550 | 550 |
| 10 | 43 | 63 | 86 | 148 | 250 | 551 | 551 |
| 11 | 44 | 64 | 87 | 148 | 250 | 551 | 551 |
| 12 | 44 | 65 | 87 | 148 | 251 | 551 | 551 |
| 13 | 44 | 66 | 87 | 148 | 251 | 551 | 551 |
| 14 | 45 | 66 | 87 | 148 | 250 | 551 | 551 |
| 15 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 16 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 17 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 18 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 19 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 20 | 45 | 66 | 87 | 148 | 251 | 551 | 551 |
| 21 | 45 | 66 | 88 | 148 | 251 | 552 | 552 |
| 22 | 45 | 66 | 87 | 148 | 251 | 551 | 551 |
| 23 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 24 | 44 | 66 | 87 | 148 | 250 | 551 | 551 |
| 25 | 44 | 65 | 86 | 147 | 249 | 550 | 550 |
| 26 | 43 | 65 | 86 | 147 | 249 | 550 | 550 |
| 27 | 43 | 64 | 85 | 146 | 248 | 549 | 549 |
| 28 | 42 | 64 | 85 | 146 | 248 | 549 | 549 |
| 29 | 41 | 63 | 84 | 145 | 247 | 548 | 548 |
| 30 | 41 | 62 | 83 | 144 | 247 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

42

66

136

248

549

1 253

2

31

44

67

137

250

551

1 014

3

34

48

70

133

248

548

830

4

36

51

74

136

248

549

688

5

38

55

80

141

249

549

579

6

40

57

83

145

249

550

550

7

41

60

86

149

249

550

550

8

41

60

86

148

249

550

550

9

42

61

86

147

250

550

550

10

43

63

86

148

250

551

551

11

44

64

87

148

250

551

551

12

44

65

87

148

251

551

551

13

44

66

87

148

251

551

551

14

45

66

87

148

250

551

551

15

44

66

87

148

250

551

551

16

44

66

87

148

250

551

551

17

44

66

87

148

250

551

551

18

44

66

87

148

250

551

551

19

44

66

87

148

250

551

551

20

45

66

87

148

251

551

551

21

45

66

88

148

251

552

552

22

45

66

87

148

251

551

551

23

44

66

87

148

250

551

551

24

44

66

87

148

250

551

551

25

44

65

86

147

249

550

550

26

43

65

86

147

249

550

550

27

43

64

85

146

248

549

549

28

42

64

85

146

248

549

549

29

41

63

84

145

247

548

548

30

41

62

83

144

247

547

547

2.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 126 | 139 | 162 | 232 | 345 | 645 | 1 367 |
| 2 | 125 | 138 | 161 | 231 | 344 | 644 | 1 104 |
| 3 | 125 | 139 | 161 | 224 | 339 | 640 | 901 |
| 4 | 125 | 141 | 164 | 226 | 337 | 638 | 745 |
| 5 | 126 | 143 | 168 | 228 | 337 | 637 | 637 |
| 6 | 126 | 143 | 170 | 232 | 335 | 636 | 636 |
| 7 | 126 | 144 | 171 | 233 | 334 | 635 | 635 |
| 8 | 125 | 144 | 170 | 232 | 333 | 634 | 634 |
| 9 | 124 | 144 | 168 | 230 | 332 | 633 | 633 |
| 10 | 124 | 145 | 168 | 229 | 332 | 633 | 633 |
| 11 | 124 | 145 | 168 | 229 | 331 | 632 | 632 |
| 12 | 123 | 145 | 167 | 228 | 330 | 631 | 631 |
| 13 | 123 | 144 | 165 | 226 | 329 | 629 | 629 |
| 14 | 122 | 143 | 164 | 225 | 327 | 628 | 628 |
| 15 | 119 | 141 | 162 | 223 | 325 | 626 | 626 |
| 16 | 117 | 139 | 160 | 221 | 323 | 624 | 624 |
| 17 | 115 | 137 | 158 | 219 | 321 | 622 | 622 |
| 18 | 113 | 134 | 156 | 216 | 319 | 620 | 620 |
| 19 | 111 | 132 | 154 | 214 | 317 | 618 | 618 |
| 20 | 109 | 130 | 151 | 212 | 315 | 615 | 615 |
| 21 | 106 | 128 | 149 | 210 | 312 | 613 | 613 |
| 22 | 104 | 126 | 147 | 208 | 310 | 611 | 611 |
| 23 | 102 | 124 | 145 | 206 | 308 | 609 | 609 |
| 24 | 100 | 122 | 143 | 204 | 306 | 607 | 607 |
| 25 | 98 | 119 | 140 | 201 | 304 | 604 | 604 |
| 26 | 96 | 117 | 138 | 199 | 301 | 602 | 602 |
| 27 | 93 | 115 | 136 | 197 | 299 | 600 | 600 |
| 28 | 91 | 113 | 134 | 195 | 297 | 598 | 598 |
| 29 | 89 | 111 | 132 | 193 | 295 | 596 | 596 |
| 30 | 88 | 109 | 130 | 191 | 293 | 594 | 594 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

126

139

162

232

345

645

1 367

2

125

138

161

231

344

644

1 104

3

125

139

161

224

339

640

901

4

125

141

164

226

337

638

745

5

126

143

168

228

337

637

637

6

126

143

170

232

335

636

636

7

126

144

171

233

334

635

635

8

125

144

170

232

333

634

634

9

124

144

168

230

332

633

633

10

124

145

168

229

332

633

633

11

124

145

168

229

331

632

632

12

123

145

167

228

330

631

631

13

123

144

165

226

329

629

629

14

122

143

164

225

327

628

628

15

119

141

162

223

325

626

626

16

117

139

160

221

323

624

624

17

115

137

158

219

321

622

622

18

113

134

156

216

319

620

620

19

111

132

154

214

317

618

618

20

109

130

151

212

315

615

615

21

106

128

149

210

312

613

613

22

104

126

147

208

310

611

611

23

102

124

145

206

308

609

609

24

100

122

143

204

306

607

607

25

98

119

140

201

304

604

604

26

96

117

138

199

301

602

602

27

93

115

136

197

299

600

600

28

91

113

134

195

297

598

598

29

89

111

132

193

295

596

596

30

88

109

130

191

293

594

594

2.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 13 | 36 | 107 | 219 | 520 | 1 225 |
| 2 | 2 | 15 | 38 | 109 | 221 | 522 | 990 |
| 3 | 5 | 19 | 41 | 104 | 219 | 519 | 809 |
| 4 | 7 | 22 | 45 | 107 | 219 | 520 | 670 |
| 5 | 9 | 25 | 51 | 111 | 219 | 520 | 564 |
| 6 | 11 | 28 | 54 | 117 | 220 | 521 | 521 |
| 7 | 12 | 30 | 57 | 119 | 220 | 521 | 521 |
| 8 | 12 | 31 | 56 | 118 | 220 | 521 | 521 |
| 9 | 12 | 32 | 56 | 118 | 220 | 521 | 521 |
| 10 | 13 | 33 | 56 | 118 | 220 | 521 | 521 |
| 11 | 13 | 34 | 57 | 117 | 220 | 521 | 521 |
| 12 | 13 | 34 | 56 | 117 | 219 | 520 | 520 |
| 13 | 13 | 35 | 56 | 117 | 219 | 520 | 520 |
| 14 | 13 | 35 | 56 | 117 | 219 | 520 | 520 |
| 15 | 13 | 34 | 56 | 116 | 219 | 520 | 520 |
| 16 | 13 | 34 | 55 | 116 | 218 | 519 | 519 |
| 17 | 13 | 34 | 55 | 116 | 218 | 519 | 519 |
| 18 | 14 | 34 | 55 | 116 | 218 | 519 | 519 |
| 19 | 14 | 34 | 55 | 116 | 219 | 519 | 519 |
| 20 | 15 | 35 | 56 | 117 | 219 | 520 | 520 |
| 21 | 16 | 35 | 56 | 117 | 220 | 520 | 520 |
| 22 | 17 | 36 | 57 | 118 | 220 | 521 | 521 |
| 23 | 17 | 36 | 57 | 118 | 220 | 521 | 521 |
| 24 | 18 | 36 | 57 | 118 | 220 | 521 | 521 |
| 25 | 19 | 36 | 57 | 118 | 220 | 521 | 521 |
| 26 | 19 | 36 | 57 | 118 | 220 | 521 | 521 |
| 27 | 21 | 36 | 57 | 118 | 220 | 521 | 521 |
| 28 | 21 | 36 | 57 | 118 | 221 | 521 | 521 |
| 29 | 22 | 36 | 57 | 118 | 221 | 521 | 521 |
| 30 | 22 | 36 | 57 | 118 | 221 | 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

0

13

36

107

219

520

1 225

2

2

15

38

109

221

522

990

3

5

19

41

104

219

519

809

4

7

22

45

107

219

520

670

5

9

25

51

111

219

520

564

6

11

28

54

117

220

521

521

7

12

30

57

119

220

521

521

8

12

31

56

118

220

521

521

9

12

32

56

118

220

521

521

10

13

33

56

118

220

521

521

11

13

34

57

117

220

521

521

12

13

34

56

117

219

520

520

13

13

35

56

117

219

520

520

14

13

35

56

117

219

520

520

15

13

34

56

116

219

520

520

16

13

34

55

116

218

519

519

17

13

34

55

116

218

519

519

18

14

34

55

116

218

519

519

19

14

34

55

116

219

519

519

20

15

35

56

117

219

520

520

21

16

35

56

117

220

520

520

22

17

36

57

118

220

521

521

23

17

36

57

118

220

521

521

24

18

36

57

118

220

521

521

25

19

36

57

118

220

521

521

26

19

36

57

118

220

521

521

27

21

36

57

118

220

521

521

28

21

36

57

118

221

521

521

29

22

36

57

118

221

521

521

30

22

36

57

118

221

521

521

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 | 142 | 254 | 555 | 1 245 |
| 2 | 36 | 49 | 72 | 143 | 255 | 556 | 1 003 |
| 3 | 36 | 50 | 73 | 136 | 250 | 551 | 818 |
| 4 | 36 | 52 | 74 | 137 | 248 | 549 | 677 |
| 5 | 37 | 53 | 78 | 139 | 247 | 548 | 568 |
| 6 | 39 | 56 | 83 | 145 | 248 | 549 | 549 |
| 7 | 37 | 55 | 81 | 144 | 245 | 546 | 546 |
| 8 | 40 | 59 | 84 | 146 | 248 | 549 | 549 |
| 9 | 39 | 59 | 83 | 145 | 247 | 548 | 548 |
| 10 | 34 | 55 | 78 | 139 | 242 | 543 | 543 |
| 11 | 31 | 52 | 74 | 135 | 238 | 538 | 538 |
| 12 | 28 | 49 | 71 | 132 | 234 | 535 | 535 |
| 13 | 26 | 47 | 69 | 130 | 232 | 533 | 533 |
| 14 | 24 | 46 | 67 | 128 | 230 | 531 | 531 |
| 15 | 23 | 44 | 65 | 126 | 229 | 529 | 529 |
| 16 | 21 | 43 | 64 | 125 | 227 | 528 | 528 |
| 17 | 20 | 42 | 63 | 124 | 226 | 527 | 527 |
| 18 | 20 | 41 | 63 | 124 | 226 | 527 | 527 |
| 19 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 20 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 21 | 20 | 41 | 62 | 123 | 225 | 526 | 526 |
| 22 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 23 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 24 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 25 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 26 | 19 | 41 | 62 | 123 | 225 | 526 | 526 |
| 27 | 21 | 41 | 62 | 122 | 225 | 526 | 526 |
| 28 | 21 | 40 | 61 | 122 | 225 | 525 | 525 |
| 29 | 22 | 40 | 61 | 122 | 224 | 525 | 525 |
| 30 | 22 | 40 | 61 | 122 | 224 | 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

36

49

72

142

254

555

1 245

2

36

49

72

143

255

556

1 003

3

36

50

73

136

250

551

818

4

36

52

74

137

248

549

677

5

37

53

78

139

247

548

568

6

39

56

83

145

248

549

549

7

37

55

81

144

245

546

546

8

40

59

84

146

248

549

549

9

39

59

83

145

247

548

548

10

34

55

78

139

242

543

543

11

31

52

74

135

238

538

538

12

28

49

71

132

234

535

535

13

26

47

69

130

232

533

533

14

24

46

67

128

230

531

531

15

23

44

65

126

229

529

529

16

21

43

64

125

227

528

528

17

20

42

63

124

226

527

527

18

20

41

63

124

226

527

527

19

19

41

62

123

225

526

526

20

19

41

62

123

225

526

526

21

20

41

62

123

225

526

526

22

19

41

62

123

225

526

526

23

19

41

62

123

225

526

526

24

19

41

62

123

225

526

526

25

19

41

62

123

225

526

526

26

19

41

62

123

225

526

526

27

21

41

62

122

225

526

526

28

21

40

61

122

225

525

525

29

22

40

61

122

224

525

525

30

22

40

61

122

224

525

525

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 | 206 | 219 | 243 | 313 | 425 | 726 | 1 652 |
| 2 | 203 | 216 | 239 | 309 | 422 | 723 | 1 354 |
| 3 | 199 | 214 | 236 | 299 | 414 | 714 | 1 118 |
| 4 | 196 | 211 | 234 | 297 | 408 | 709 | 932 |
| 5 | 193 | 209 | 234 | 295 | 403 | 704 | 786 |
| 6 | 189 | 206 | 233 | 295 | 398 | 699 | 699 |
| 7 | 186 | 204 | 230 | 293 | 394 | 695 | 695 |
| 8 | 181 | 200 | 226 | 288 | 389 | 690 | 690 |
| 9 | 177 | 197 | 221 | 283 | 385 | 686 | 686 |
| 10 | 174 | 194 | 217 | 279 | 381 | 682 | 682 |
| 11 | 170 | 191 | 214 | 275 | 377 | 678 | 678 |
| 12 | 166 | 188 | 210 | 270 | 373 | 674 | 674 |
| 13 | 163 | 184 | 206 | 266 | 369 | 670 | 670 |
| 14 | 159 | 181 | 202 | 263 | 365 | 666 | 666 |
| 15 | 155 | 177 | 198 | 259 | 361 | 662 | 662 |
| 16 | 152 | 174 | 195 | 256 | 358 | 659 | 659 |
| 17 | 149 | 170 | 191 | 252 | 355 | 655 | 655 |
| 18 | 145 | 167 | 188 | 249 | 351 | 652 | 652 |
| 19 | 142 | 164 | 185 | 246 | 348 | 649 | 649 |
| 20 | 140 | 161 | 182 | 243 | 346 | 646 | 646 |
| 21 | 137 | 158 | 180 | 240 | 343 | 644 | 644 |
| 22 | 134 | 156 | 177 | 238 | 340 | 641 | 641 |
| 23 | 131 | 153 | 174 | 235 | 337 | 638 | 638 |
| 24 | 128 | 150 | 171 | 232 | 334 | 635 | 635 |
| 25 | 126 | 147 | 168 | 229 | 332 | 632 | 632 |
| 26 | 123 | 145 | 166 | 227 | 329 | 630 | 630 |
| 27 | 121 | 142 | 163 | 224 | 326 | 627 | 627 |
| 28 | 118 | 140 | 161 | 222 | 324 | 625 | 625 |
| 29 | 116 | 137 | 158 | 219 | 322 | 623 | 623 |
| 30 | 114 | 135 | 156 | 217 | 319 | 620 | 620 |

Duration (in years)

Credit quality step 0

Credit 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

219

243

313

425

726

1 652

2

203

216

239

309

422

723

1 354

3

199

214

236

299

414

714

1 118

4

196

211

234

297

408

709

932

5

193

209

234

295

403

704

786

6

189

206

233

295

398

699

699

7

186

204

230

293

394

695

695

8

181

200

226

288

389

690

690

9

177

197

221

283

385

686

686

10

174

194

217

279

381

682

682

11

170

191

214

275

377

678

678

12

166

188

210

270

373

674

674

13

163

184

206

266

369

670

670

14

159

181

202

263

365

666

666

15

155

177

198

259

361

662

662

16

152

174

195

256

358

659

659

17

149

170

191

252

355

655

655

18

145

167

188

249

351

652

652

19

142

164

185

246

348

649

649

20

140

161

182

243

346

646

646

21

137

158

180

240

343

644

644

22

134

156

177

238

340

641

641

23

131

153

174

235

337

638

638

24

128

150

171

232

334

635

635

25

126

147

168

229

332

632

632

26

123

145

166

227

329

630

630

27

121

142

163

224

326

627

627

28

118

140

161

222

324

625

625

29

116

137

158

219

322

623

623

30

114

135

156

217

319

620

620

2.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 25 | 48 | 102 | 235 | 536 | 1 225 |
| 2 | 9 | 25 | 48 | 102 | 235 | 536 | 989 |
| 3 | 10 | 28 | 50 | 98 | 233 | 534 | 808 |
| 4 | 13 | 33 | 54 | 96 | 233 | 534 | 670 |
| 5 | 16 | 39 | 59 | 99 | 234 | 535 | 563 |
| 6 | 18 | 42 | 63 | 95 | 235 | 536 | 536 |
| 7 | 19 | 44 | 63 | 90 | 235 | 536 | 536 |
| 8 | 18 | 43 | 62 | 89 | 235 | 536 | 536 |
| 9 | 19 | 45 | 64 | 93 | 235 | 536 | 536 |
| 10 | 21 | 48 | 67 | 97 | 235 | 536 | 536 |
| 11 | 22 | 50 | 69 | 99 | 235 | 536 | 536 |
| 12 | 24 | 52 | 70 | 100 | 235 | 536 | 536 |
| 13 | 25 | 54 | 70 | 101 | 235 | 536 | 536 |
| 14 | 26 | 54 | 71 | 101 | 235 | 536 | 536 |
| 15 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 16 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 17 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 18 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 19 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 20 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 21 | 26 | 55 | 71 | 101 | 236 | 536 | 536 |
| 22 | 26 | 55 | 71 | 101 | 236 | 536 | 536 |
| 23 | 26 | 55 | 71 | 101 | 236 | 536 | 536 |
| 24 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 25 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 26 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 27 | 26 | 55 | 71 | 101 | 235 | 536 | 536 |
| 28 | 26 | 55 | 71 | 101 | 235 | 535 | 535 |
| 29 | 26 | 55 | 71 | 101 | 234 | 535 | 535 |
| 30 | 26 | 55 | 71 | 101 | 234 | 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

9

25

48

102

235

536

1 225

2

9

25

48

102

235

536

989

3

10

28

50

98

233

534

808

4

13

33

54

96

233

534

670

5

16

39

59

99

234

535

563

6

18

42

63

95

235

536

536

7

19

44

63

90

235

536

536

8

18

43

62

89

235

536

536

9

19

45

64

93

235

536

536

10

21

48

67

97

235

536

536

11

22

50

69

99

235

536

536

12

24

52

70

100

235

536

536

13

25

54

70

101

235

536

536

14

26

54

71

101

235

536

536

15

26

55

71

101

235

536

536

16

26

55

71

101

235

536

536

17

26

55

71

101

235

536

536

18

26

55

71

101

235

536

536

19

26

55

71

101

235

536

536

20

26

55

71

101

235

536

536

21

26

55

71

101

236

536

536

22

26

55

71

101

236

536

536

23

26

55

71

101

236

536

536

24

26

55

71

101

235

536

536

25

26

55

71

101

235

536

536

26

26

55

71

101

235

536

536

27

26

55

71

101

235

536

536

28

26

55

71

101

235

535

535

29

26

55

71

101

234

535

535

30

26

55

71

101

234

535

535

2.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 15 | 85 | 197 | 498 | 1 215 |
| 2 | 1 | 5 | 14 | 84 | 196 | 497 | 977 |
| 3 | 2 | 5 | 14 | 77 | 191 | 492 | 795 |
| 4 | 2 | 6 | 15 | 78 | 189 | 490 | 658 |
| 5 | 4 | 7 | 19 | 80 | 188 | 489 | 553 |
| 6 | 4 | 7 | 22 | 84 | 188 | 489 | 489 |
| 7 | 5 | 9 | 24 | 87 | 187 | 488 | 488 |
| 8 | 6 | 9 | 23 | 85 | 187 | 488 | 488 |
| 9 | 7 | 10 | 23 | 85 | 187 | 488 | 488 |
| 10 | 8 | 11 | 24 | 85 | 187 | 488 | 488 |
| 11 | 8 | 11 | 24 | 85 | 187 | 488 | 488 |
| 12 | 9 | 13 | 24 | 85 | 188 | 488 | 488 |
| 13 | 10 | 13 | 24 | 85 | 188 | 488 | 488 |
| 14 | 10 | 14 | 25 | 86 | 188 | 489 | 489 |
| 15 | 12 | 14 | 26 | 86 | 188 | 489 | 489 |
| 16 | 12 | 16 | 27 | 86 | 188 | 489 | 489 |
| 17 | 13 | 16 | 29 | 86 | 189 | 490 | 490 |
| 18 | 14 | 17 | 30 | 87 | 189 | 490 | 490 |
| 19 | 14 | 18 | 31 | 87 | 190 | 490 | 490 |
| 20 | 15 | 18 | 32 | 88 | 190 | 491 | 491 |
| 21 | 15 | 20 | 34 | 88 | 191 | 491 | 491 |
| 22 | 17 | 20 | 35 | 89 | 191 | 492 | 492 |
| 23 | 17 | 21 | 36 | 89 | 191 | 492 | 492 |
| 24 | 18 | 21 | 37 | 89 | 191 | 492 | 492 |
| 25 | 18 | 22 | 38 | 89 | 191 | 492 | 492 |
| 26 | 19 | 23 | 39 | 89 | 191 | 492 | 492 |
| 27 | 19 | 24 | 41 | 89 | 191 | 492 | 492 |
| 28 | 21 | 25 | 42 | 89 | 191 | 492 | 492 |
| 29 | 21 | 25 | 43 | 89 | 191 | 492 | 492 |
| 30 | 22 | 26 | 44 | 89 | 191 | 492 | 492 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

15

85

197

498

1 215

2

1

5

14

84

196

497

977

3

2

5

14

77

191

492

795

4

2

6

15

78

189

490

658

5

4

7

19

80

188

489

553

6

4

7

22

84

188

489

489

7

5

9

24

87

187

488

488

8

6

9

23

85

187

488

488

9

7

10

23

85

187

488

488

10

8

11

24

85

187

488

488

11

8

11

24

85

187

488

488

12

9

13

24

85

188

488

488

13

10

13

24

85

188

488

488

14

10

14

25

86

188

489

489

15

12

14

26

86

188

489

489

16

12

16

27

86

188

489

489

17

13

16

29

86

189

490

490

18

14

17

30

87

189

490

490

19

14

18

31

87

190

490

490

20

15

18

32

88

190

491

491

21

15

20

34

88

191

491

491

22

17

20

35

89

191

492

492

23

17

21

36

89

191

492

492

24

18

21

37

89

191

492

492

25

18

22

38

89

191

492

492

26

19

23

39

89

191

492

492

27

19

24

41

89

191

492

492

28

21

25

42

89

191

492

492

29

21

25

43

89

191

492

492

30

22

26

44

89

191

492

492

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 | 160 | 300 | 3 174 |
| 2 | 2 | 14 | 21 | 42 | 160 | 345 | 2 360 |
| 3 | 2 | 15 | 23 | 47 | 155 | 362 | 1 777 |
| 4 | 2 | 16 | 26 | 51 | 152 | 362 | 1 369 |
| 5 | 3 | 18 | 29 | 53 | 152 | 354 | 1 082 |
| 6 | 4 | 20 | 31 | 56 | 152 | 341 | 875 |
| 7 | 6 | 23 | 33 | 58 | 152 | 324 | 722 |
| 8 | 6 | 23 | 34 | 60 | 152 | 307 | 606 |
| 9 | 6 | 24 | 36 | 63 | 152 | 290 | 515 |
| 10 | 6 | 25 | 38 | 65 | 152 | 272 | 442 |
| 11 | 7 | 26 | 38 | 66 | 152 | 256 | 384 |
| 12 | 7 | 26 | 38 | 66 | 152 | 246 | 335 |
| 13 | 7 | 26 | 38 | 66 | 152 | 246 | 295 |
| 14 | 7 | 26 | 38 | 66 | 152 | 246 | 261 |
| 15 | 7 | 26 | 38 | 66 | 152 | 246 | 246 |
| 16 | 7 | 26 | 41 | 66 | 152 | 246 | 246 |
| 17 | 7 | 26 | 43 | 66 | 152 | 246 | 246 |
| 18 | 7 | 26 | 46 | 66 | 152 | 246 | 246 |
| 19 | 7 | 26 | 48 | 66 | 152 | 246 | 246 |
| 20 | 7 | 26 | 50 | 66 | 152 | 246 | 246 |
| 21 | 7 | 26 | 53 | 66 | 152 | 246 | 246 |
| 22 | 8 | 26 | 55 | 66 | 152 | 246 | 246 |
| 23 | 8 | 26 | 57 | 66 | 152 | 246 | 246 |
| 24 | 8 | 26 | 59 | 66 | 152 | 246 | 246 |
| 25 | 9 | 26 | 62 | 66 | 152 | 246 | 246 |
| 26 | 9 | 26 | 65 | 68 | 152 | 246 | 246 |
| 27 | 10 | 26 | 67 | 70 | 152 | 246 | 246 |
| 28 | 10 | 26 | 69 | 72 | 152 | 246 | 246 |
| 29 | 10 | 26 | 72 | 74 | 152 | 246 | 246 |
| 30 | 11 | 26 | 74 | 75 | 152 | 246 | 246 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

14

21

42

160

300

3 174

2

2

14

21

42

160

345

2 360

3

2

15

23

47

155

362

1 777

4

2

16

26

51

152

362

1 369

5

3

18

29

53

152

354

1 082

6

4

20

31

56

152

341

875

7

6

23

33

58

152

324

722

8

6

23

34

60

152

307

606

9

6

24

36

63

152

290

515

10

6

25

38

65

152

272

442

11

7

26

38

66

152

256

384

12

7

26

38

66

152

246

335

13

7

26

38

66

152

246

295

14

7

26

38

66

152

246

261

15

7

26

38

66

152

246

246

16

7

26

41

66

152

246

246

17

7

26

43

66

152

246

246

18

7

26

46

66

152

246

246

19

7

26

48

66

152

246

246

20

7

26

50

66

152

246

246

21

7

26

53

66

152

246

246

22

8

26

55

66

152

246

246

23

8

26

57

66

152

246

246

24

8

26

59

66

152

246

246

25

9

26

62

66

152

246

246

26

9

26

65

68

152

246

246

27

10

26

67

70

152

246

246

28

10

26

69

72

152

246

246

29

10

26

72

74

152

246

246

30

11

26

74

75

152

246

246

3.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 23 | 29 | 51 | 168 | 324 | 3 455 |
| 2 | 13 | 25 | 31 | 53 | 170 | 371 | 2 560 |
| 3 | 12 | 26 | 34 | 58 | 165 | 387 | 1 919 |
| 4 | 12 | 26 | 36 | 61 | 163 | 386 | 1 473 |
| 5 | 13 | 28 | 39 | 63 | 162 | 376 | 1 160 |
| 6 | 13 | 30 | 41 | 65 | 162 | 361 | 936 |
| 7 | 14 | 31 | 42 | 66 | 161 | 343 | 770 |
| 8 | 14 | 31 | 42 | 68 | 160 | 324 | 644 |
| 9 | 14 | 32 | 44 | 71 | 160 | 305 | 546 |
| 10 | 13 | 32 | 45 | 72 | 159 | 286 | 468 |
| 11 | 13 | 32 | 45 | 73 | 159 | 268 | 406 |
| 12 | 13 | 32 | 44 | 72 | 158 | 252 | 354 |
| 13 | 12 | 31 | 44 | 72 | 158 | 251 | 311 |
| 14 | 12 | 31 | 43 | 71 | 157 | 251 | 275 |
| 15 | 11 | 30 | 43 | 71 | 157 | 250 | 250 |
| 16 | 11 | 30 | 43 | 70 | 156 | 250 | 250 |
| 17 | 11 | 30 | 45 | 70 | 156 | 250 | 250 |
| 18 | 11 | 29 | 47 | 70 | 156 | 250 | 250 |
| 19 | 11 | 30 | 50 | 70 | 156 | 250 | 250 |
| 20 | 11 | 30 | 53 | 70 | 156 | 250 | 250 |
| 21 | 11 | 30 | 55 | 71 | 157 | 251 | 251 |
| 22 | 11 | 30 | 57 | 71 | 157 | 251 | 251 |
| 23 | 12 | 31 | 60 | 71 | 157 | 251 | 251 |
| 24 | 12 | 31 | 62 | 71 | 157 | 251 | 251 |
| 25 | 12 | 31 | 65 | 71 | 157 | 251 | 251 |
| 26 | 12 | 31 | 67 | 71 | 157 | 251 | 251 |
| 27 | 12 | 30 | 70 | 73 | 157 | 251 | 251 |
| 28 | 11 | 30 | 72 | 75 | 157 | 251 | 251 |
| 29 | 11 | 30 | 75 | 77 | 157 | 251 | 251 |
| 30 | 11 | 30 | 77 | 79 | 157 | 251 | 251 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

11

23

29

51

168

324

3 455

2

13

25

31

53

170

371

2 560

3

12

26

34

58

165

387

1 919

4

12

26

36

61

163

386

1 473

5

13

28

39

63

162

376

1 160

6

13

30

41

65

162

361

936

7

14

31

42

66

161

343

770

8

14

31

42

68

160

324

644

9

14

32

44

71

160

305

546

10

13

32

45

72

159

286

468

11

13

32

45

73

159

268

406

12

13

32

44

72

158

252

354

13

12

31

44

72

158

251

311

14

12

31

43

71

157

251

275

15

11

30

43

71

157

250

250

16

11

30

43

70

156

250

250

17

11

30

45

70

156

250

250

18

11

29

47

70

156

250

250

19

11

30

50

70

156

250

250

20

11

30

53

70

156

250

250

21

11

30

55

71

157

251

251

22

11

30

57

71

157

251

251

23

12

31

60

71

157

251

251

24

12

31

62

71

157

251

251

25

12

31

65

71

157

251

251

26

12

31

67

71

157

251

251

27

12

30

70

73

157

251

251

28

11

30

72

75

157

251

251

29

11

30

75

77

157

251

251

30

11

30

77

79

157

251

251

3.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 2 | 14 | 21 | 42 | 160 | 300 | 3 173 |
| 2 | 2 | 14 | 21 | 42 | 160 | 345 | 2 360 |
| 3 | 1 | 15 | 23 | 47 | 154 | 362 | 1 777 |
| 4 | 2 | 16 | 26 | 50 | 152 | 362 | 1 369 |
| 5 | 2 | 17 | 29 | 52 | 152 | 354 | 1 082 |
| 6 | 4 | 20 | 31 | 56 | 152 | 340 | 875 |
| 7 | 5 | 23 | 33 | 58 | 152 | 324 | 722 |
| 8 | 5 | 23 | 34 | 60 | 152 | 307 | 605 |
| 9 | 6 | 24 | 36 | 63 | 152 | 290 | 515 |
| 10 | 6 | 25 | 37 | 65 | 152 | 272 | 442 |
| 11 | 7 | 25 | 38 | 66 | 152 | 255 | 384 |
| 12 | 7 | 26 | 38 | 66 | 152 | 246 | 335 |
| 13 | 7 | 26 | 38 | 66 | 152 | 246 | 295 |
| 14 | 7 | 26 | 38 | 66 | 152 | 246 | 261 |
| 15 | 7 | 26 | 38 | 66 | 152 | 246 | 246 |
| 16 | 7 | 26 | 41 | 66 | 152 | 246 | 246 |
| 17 | 7 | 26 | 43 | 66 | 152 | 246 | 246 |
| 18 | 7 | 26 | 46 | 66 | 152 | 246 | 246 |
| 19 | 7 | 26 | 48 | 66 | 152 | 246 | 246 |
| 20 | 7 | 26 | 50 | 66 | 152 | 246 | 246 |
| 21 | 7 | 26 | 53 | 66 | 152 | 246 | 246 |
| 22 | 8 | 26 | 55 | 66 | 152 | 246 | 246 |
| 23 | 8 | 26 | 57 | 66 | 152 | 246 | 246 |
| 24 | 8 | 26 | 59 | 66 | 152 | 246 | 246 |
| 25 | 9 | 26 | 62 | 66 | 152 | 246 | 246 |
| 26 | 9 | 26 | 65 | 68 | 152 | 246 | 246 |
| 27 | 10 | 26 | 67 | 70 | 152 | 246 | 246 |
| 28 | 10 | 26 | 69 | 72 | 152 | 246 | 246 |
| 29 | 10 | 26 | 72 | 74 | 152 | 246 | 246 |
| 30 | 11 | 26 | 74 | 75 | 152 | 246 | 246 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

14

21

42

160

300

3 173

2

2

14

21

42

160

345

2 360

3

1

15

23

47

154

362

1 777

4

2

16

26

50

152

362

1 369

5

2

17

29

52

152

354

1 082

6

4

20

31

56

152

340

875

7

5

23

33

58

152

324

722

8

5

23

34

60

152

307

605

9

6

24

36

63

152

290

515

10

6

25

37

65

152

272

442

11

7

25

38

66

152

255

384

12

7

26

38

66

152

246

335

13

7

26

38

66

152

246

295

14

7

26

38

66

152

246

261

15

7

26

38

66

152

246

246

16

7

26

41

66

152

246

246

17

7

26

43

66

152

246

246

18

7

26

46

66

152

246

246

19

7

26

48

66

152

246

246

20

7

26

50

66

152

246

246

21

7

26

53

66

152

246

246

22

8

26

55

66

152

246

246

23

8

26

57

66

152

246

246

24

8

26

59

66

152

246

246

25

9

26

62

66

152

246

246

26

9

26

65

68

152

246

246

27

10

26

67

70

152

246

246

28

10

26

69

72

152

246

246

29

10

26

72

74

152

246

246

30

11

26

74

75

152

246

246

3.4.   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 73 | 85 | 91 | 112 | 230 | 326 | 3 393 |
| 2 | 69 | 82 | 88 | 109 | 227 | 368 | 2 534 |
| 3 | 72 | 85 | 93 | 117 | 225 | 386 | 1 910 |
| 4 | 70 | 84 | 94 | 119 | 221 | 387 | 1 471 |
| 5 | 69 | 84 | 96 | 119 | 219 | 378 | 1 162 |
| 6 | 69 | 85 | 96 | 121 | 217 | 364 | 939 |
| 7 | 69 | 86 | 96 | 121 | 215 | 347 | 775 |
| 8 | 68 | 86 | 97 | 122 | 214 | 328 | 649 |
| 9 | 67 | 86 | 97 | 124 | 214 | 310 | 551 |
| 10 | 64 | 83 | 95 | 123 | 210 | 304 | 474 |
| 11 | 62 | 81 | 94 | 122 | 208 | 302 | 410 |
| 12 | 61 | 80 | 93 | 121 | 207 | 300 | 358 |
| 13 | 60 | 79 | 92 | 120 | 206 | 300 | 315 |
| 14 | 60 | 79 | 92 | 120 | 206 | 299 | 299 |
| 15 | 60 | 79 | 91 | 119 | 205 | 299 | 299 |
| 16 | 59 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 59 | 78 | 90 | 118 | 204 | 298 | 298 |
| 18 | 58 | 77 | 90 | 118 | 204 | 298 | 298 |
| 19 | 58 | 77 | 89 | 117 | 203 | 297 | 297 |
| 20 | 57 | 76 | 89 | 117 | 203 | 297 | 297 |
| 21 | 57 | 76 | 88 | 116 | 202 | 296 | 296 |
| 22 | 56 | 75 | 87 | 115 | 201 | 295 | 295 |
| 23 | 55 | 74 | 86 | 114 | 200 | 294 | 294 |
| 24 | 54 | 73 | 85 | 113 | 199 | 293 | 293 |
| 25 | 53 | 72 | 84 | 112 | 198 | 292 | 292 |
| 26 | 52 | 71 | 83 | 111 | 197 | 291 | 291 |
| 27 | 51 | 70 | 82 | 110 | 196 | 290 | 290 |
| 28 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 29 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 30 | 48 | 67 | 79 | 107 | 193 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

73

85

91

112

230

326

3 393

2

69

82

88

109

227

368

2 534

3

72

85

93

117

225

386

1 910

4

70

84

94

119

221

387

1 471

5

69

84

96

119

219

378

1 162

6

69

85

96

121

217

364

939

7

69

86

96

121

215

347

775

8

68

86

97

122

214

328

649

9

67

86

97

124

214

310

551

10

64

83

95

123

210

304

474

11

62

81

94

122

208

302

410

12

61

80

93

121

207

300

358

13

60

79

92

120

206

300

315

14

60

79

92

120

206

299

299

15

60

79

91

119

205

299

299

16

59

78

91

119

205

299

299

17

59

78

90

118

204

298

298

18

58

77

90

118

204

298

298

19

58

77

89

117

203

297

297

20

57

76

89

117

203

297

297

21

57

76

88

116

202

296

296

22

56

75

87

115

201

295

295

23

55

74

86

114

200

294

294

24

54

73

85

113

199

293

293

25

53

72

84

112

198

292

292

26

52

71

83

111

197

291

291

27

51

70

82

110

196

290

290

28

50

69

81

109

195

289

289

29

49

68

80

108

194

288

288

30

48

67

79

107

193

287

287

3.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 18 | 25 | 46 | 164 | 303 | 3 204 |
| 2 | 8 | 20 | 26 | 48 | 165 | 348 | 2 384 |
| 3 | 8 | 21 | 30 | 54 | 161 | 365 | 1 796 |
| 4 | 9 | 23 | 33 | 58 | 159 | 366 | 1 384 |
| 5 | 10 | 25 | 36 | 60 | 160 | 358 | 1 094 |
| 6 | 11 | 27 | 39 | 63 | 160 | 344 | 885 |
| 7 | 13 | 30 | 40 | 65 | 159 | 328 | 730 |
| 8 | 12 | 30 | 41 | 67 | 159 | 310 | 612 |
| 9 | 12 | 31 | 42 | 69 | 159 | 293 | 520 |
| 10 | 12 | 31 | 43 | 71 | 158 | 275 | 447 |
| 11 | 12 | 31 | 44 | 72 | 158 | 258 | 388 |
| 12 | 12 | 31 | 44 | 72 | 158 | 252 | 340 |
| 13 | 12 | 31 | 44 | 72 | 158 | 252 | 299 |
| 14 | 12 | 31 | 44 | 72 | 158 | 252 | 265 |
| 15 | 13 | 31 | 44 | 72 | 158 | 252 | 252 |
| 16 | 12 | 31 | 44 | 72 | 158 | 252 | 252 |
| 17 | 13 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 13 | 32 | 47 | 72 | 158 | 252 | 252 |
| 19 | 13 | 32 | 49 | 72 | 158 | 252 | 252 |
| 20 | 13 | 32 | 51 | 73 | 159 | 253 | 253 |
| 21 | 14 | 33 | 54 | 73 | 159 | 253 | 253 |
| 22 | 14 | 33 | 56 | 73 | 159 | 253 | 253 |
| 23 | 14 | 33 | 58 | 74 | 160 | 253 | 253 |
| 24 | 14 | 33 | 61 | 74 | 160 | 253 | 253 |
| 25 | 14 | 33 | 63 | 74 | 160 | 253 | 253 |
| 26 | 14 | 33 | 66 | 74 | 160 | 253 | 253 |
| 27 | 14 | 33 | 68 | 74 | 160 | 253 | 253 |
| 28 | 14 | 33 | 71 | 74 | 159 | 253 | 253 |
| 29 | 14 | 33 | 73 | 75 | 159 | 253 | 253 |
| 30 | 14 | 33 | 76 | 77 | 159 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

18

25

46

164

303

3 204

2

8

20

26

48

165

348

2 384

3

8

21

30

54

161

365

1 796

4

9

23

33

58

159

366

1 384

5

10

25

36

60

160

358

1 094

6

11

27

39

63

160

344

885

7

13

30

40

65

159

328

730

8

12

30

41

67

159

310

612

9

12

31

42

69

159

293

520

10

12

31

43

71

158

275

447

11

12

31

44

72

158

258

388

12

12

31

44

72

158

252

340

13

12

31

44

72

158

252

299

14

12

31

44

72

158

252

265

15

13

31

44

72

158

252

252

16

12

31

44

72

158

252

252

17

13

31

44

72

158

252

252

18

13

32

47

72

158

252

252

19

13

32

49

72

158

252

252

20

13

32

51

73

159

253

253

21

14

33

54

73

159

253

253

22

14

33

56

73

159

253

253

23

14

33

58

74

160

253

253

24

14

33

61

74

160

253

253

25

14

33

63

74

160

253

253

26

14

33

66

74

160

253

253

27

14

33

68

74

160

253

253

28

14

33

71

74

159

253

253

29

14

33

73

75

159

253

253

30

14

33

76

77

159

253

253

3.6.   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 43 | 55 | 61 | 83 | 200 | 302 | 3 195 |
| 2 | 46 | 59 | 65 | 86 | 204 | 347 | 2 374 |
| 3 | 50 | 63 | 71 | 95 | 203 | 363 | 1 786 |
| 4 | 52 | 66 | 76 | 101 | 203 | 364 | 1 376 |
| 5 | 54 | 69 | 80 | 104 | 204 | 355 | 1 087 |
| 6 | 55 | 72 | 83 | 107 | 204 | 342 | 880 |
| 7 | 57 | 74 | 84 | 109 | 203 | 326 | 726 |
| 8 | 56 | 73 | 85 | 110 | 202 | 309 | 610 |
| 9 | 55 | 73 | 85 | 112 | 201 | 295 | 519 |
| 10 | 54 | 73 | 85 | 113 | 200 | 294 | 446 |
| 11 | 53 | 72 | 85 | 113 | 199 | 293 | 387 |
| 12 | 52 | 71 | 83 | 111 | 197 | 291 | 339 |
| 13 | 51 | 70 | 82 | 110 | 196 | 290 | 298 |
| 14 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 15 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 16 | 48 | 67 | 79 | 107 | 193 | 287 | 287 |
| 17 | 47 | 66 | 79 | 107 | 193 | 287 | 287 |
| 18 | 47 | 66 | 78 | 106 | 192 | 286 | 286 |
| 19 | 46 | 65 | 78 | 106 | 192 | 285 | 285 |
| 20 | 46 | 65 | 77 | 105 | 191 | 285 | 285 |
| 21 | 45 | 64 | 76 | 104 | 190 | 284 | 284 |
| 22 | 44 | 63 | 76 | 104 | 190 | 284 | 284 |
| 23 | 44 | 63 | 75 | 103 | 189 | 283 | 283 |
| 24 | 43 | 62 | 74 | 102 | 188 | 282 | 282 |
| 25 | 42 | 61 | 73 | 101 | 187 | 281 | 281 |
| 26 | 41 | 60 | 73 | 101 | 187 | 280 | 280 |
| 27 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 28 | 40 | 58 | 71 | 99 | 185 | 279 | 279 |
| 29 | 39 | 58 | 73 | 98 | 184 | 278 | 278 |
| 30 | 38 | 57 | 76 | 97 | 183 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

43

55

61

83

200

302

3 195

2

46

59

65

86

204

347

2 374

3

50

63

71

95

203

363

1 786

4

52

66

76

101

203

364

1 376

5

54

69

80

104

204

355

1 087

6

55

72

83

107

204

342

880

7

57

74

84

109

203

326

726

8

56

73

85

110

202

309

610

9

55

73

85

112

201

295

519

10

54

73

85

113

200

294

446

11

53

72

85

113

199

293

387

12

52

71

83

111

197

291

339

13

51

70

82

110

196

290

298

14

50

69

81

109

195

289

289

15

49

68

80

108

194

288

288

16

48

67

79

107

193

287

287

17

47

66

79

107

193

287

287

18

47

66

78

106

192

286

286

19

46

65

78

106

192

285

285

20

46

65

77

105

191

285

285

21

45

64

76

104

190

284

284

22

44

63

76

104

190

284

284

23

44

63

75

103

189

283

283

24

43

62

74

102

188

282

282

25

42

61

73

101

187

281

281

26

41

60

73

101

187

280

280

27

40

59

72

100

186

280

280

28

40

58

71

99

185

279

279

29

39

58

73

98

184

278

278

30

38

57

76

97

183

277

277

3.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 20 | 41 | 159 | 300 | 3 171 |
| 2 | 1 | 14 | 20 | 41 | 159 | 345 | 2 358 |
| 3 | 1 | 14 | 22 | 46 | 154 | 361 | 1 775 |
| 4 | 1 | 15 | 25 | 50 | 151 | 362 | 1 368 |
| 5 | 2 | 17 | 28 | 52 | 151 | 354 | 1 081 |
| 6 | 3 | 19 | 30 | 55 | 151 | 340 | 874 |
| 7 | 5 | 22 | 32 | 57 | 151 | 324 | 721 |
| 8 | 5 | 23 | 34 | 59 | 151 | 307 | 605 |
| 9 | 5 | 23 | 35 | 62 | 151 | 289 | 514 |
| 10 | 6 | 24 | 37 | 64 | 151 | 272 | 442 |
| 11 | 6 | 25 | 37 | 65 | 151 | 255 | 383 |
| 12 | 6 | 25 | 37 | 65 | 151 | 245 | 335 |
| 13 | 6 | 25 | 37 | 65 | 151 | 245 | 295 |
| 14 | 6 | 25 | 37 | 65 | 151 | 245 | 261 |
| 15 | 6 | 25 | 38 | 65 | 151 | 245 | 245 |
| 16 | 6 | 25 | 41 | 65 | 151 | 245 | 245 |
| 17 | 6 | 25 | 43 | 65 | 151 | 245 | 245 |
| 18 | 6 | 25 | 46 | 65 | 151 | 245 | 245 |
| 19 | 7 | 25 | 48 | 65 | 151 | 245 | 245 |
| 20 | 7 | 25 | 50 | 65 | 151 | 245 | 245 |
| 21 | 7 | 25 | 53 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 55 | 65 | 151 | 245 | 245 |
| 23 | 8 | 25 | 57 | 65 | 151 | 245 | 245 |
| 24 | 8 | 25 | 59 | 65 | 151 | 245 | 245 |
| 25 | 9 | 25 | 62 | 66 | 151 | 245 | 245 |
| 26 | 9 | 25 | 64 | 68 | 151 | 245 | 245 |
| 27 | 10 | 25 | 67 | 70 | 151 | 245 | 245 |
| 28 | 10 | 25 | 69 | 72 | 151 | 245 | 245 |
| 29 | 10 | 25 | 72 | 74 | 152 | 245 | 245 |
| 30 | 11 | 25 | 74 | 75 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

20

41

159

300

3 171

2

1

14

20

41

159

345

2 358

3

1

14

22

46

154

361

1 775

4

1

15

25

50

151

362

1 368

5

2

17

28

52

151

354

1 081

6

3

19

30

55

151

340

874

7

5

22

32

57

151

324

721

8

5

23

34

59

151

307

605

9

5

23

35

62

151

289

514

10

6

24

37

64

151

272

442

11

6

25

37

65

151

255

383

12

6

25

37

65

151

245

335

13

6

25

37

65

151

245

295

14

6

25

37

65

151

245

261

15

6

25

38

65

151

245

245

16

6

25

41

65

151

245

245

17

6

25

43

65

151

245

245

18

6

25

46

65

151

245

245

19

7

25

48

65

151

245

245

20

7

25

50

65

151

245

245

21

7

25

53

65

151

245

245

22

8

25

55

65

151

245

245

23

8

25

57

65

151

245

245

24

8

25

59

65

151

245

245

25

9

25

62

66

151

245

245

26

9

25

64

68

151

245

245

27

10

25

67

70

151

245

245

28

10

25

69

72

151

245

245

29

10

25

72

74

152

245

245

30

11

25

74

75

152

245

245

3.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 22 | 45 | 178 | 306 | 3 246 |
| 2 | 0 | 11 | 22 | 45 | 178 | 353 | 2 419 |
| 3 | 1 | 11 | 23 | 49 | 172 | 370 | 1 821 |
| 4 | 1 | 13 | 26 | 55 | 169 | 370 | 1 401 |
| 5 | 1 | 16 | 28 | 58 | 168 | 361 | 1 106 |
| 6 | 2 | 18 | 32 | 60 | 167 | 347 | 894 |
| 7 | 3 | 21 | 36 | 60 | 166 | 331 | 737 |
| 8 | 5 | 23 | 37 | 59 | 165 | 313 | 617 |
| 9 | 8 | 30 | 41 | 58 | 164 | 295 | 524 |
| 10 | 11 | 34 | 41 | 57 | 163 | 277 | 450 |
| 11 | 10 | 33 | 41 | 56 | 163 | 260 | 390 |
| 12 | 9 | 32 | 41 | 56 | 162 | 256 | 341 |
| 13 | 8 | 31 | 42 | 57 | 161 | 255 | 300 |
| 14 | 8 | 31 | 42 | 57 | 160 | 254 | 265 |
| 15 | 8 | 31 | 43 | 57 | 159 | 253 | 253 |
| 16 | 8 | 31 | 43 | 57 | 158 | 252 | 252 |
| 17 | 8 | 31 | 44 | 57 | 157 | 251 | 251 |
| 18 | 8 | 31 | 46 | 57 | 157 | 251 | 251 |
| 19 | 8 | 31 | 48 | 57 | 157 | 251 | 251 |
| 20 | 8 | 31 | 51 | 57 | 157 | 251 | 251 |
| 21 | 8 | 31 | 53 | 59 | 157 | 251 | 251 |
| 22 | 8 | 31 | 55 | 61 | 157 | 251 | 251 |
| 23 | 8 | 31 | 58 | 63 | 156 | 250 | 250 |
| 24 | 9 | 31 | 61 | 65 | 156 | 250 | 250 |
| 25 | 9 | 31 | 62 | 67 | 155 | 249 | 249 |
| 26 | 9 | 31 | 65 | 68 | 155 | 248 | 248 |
| 27 | 10 | 31 | 67 | 70 | 154 | 248 | 248 |
| 28 | 10 | 31 | 70 | 73 | 153 | 247 | 247 |
| 29 | 10 | 31 | 72 | 75 | 153 | 247 | 247 |
| 30 | 11 | 31 | 74 | 76 | 152 | 246 | 246 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

45

178

306

3 246

2

0

11

22

45

178

353

2 419

3

1

11

23

49

172

370

1 821

4

1

13

26

55

169

370

1 401

5

1

16

28

58

168

361

1 106

6

2

18

32

60

167

347

894

7

3

21

36

60

166

331

737

8

5

23

37

59

165

313

617

9

8

30

41

58

164

295

524

10

11

34

41

57

163

277

450

11

10

33

41

56

163

260

390

12

9

32

41

56

162

256

341

13

8

31

42

57

161

255

300

14

8

31

42

57

160

254

265

15

8

31

43

57

159

253

253

16

8

31

43

57

158

252

252

17

8

31

44

57

157

251

251

18

8

31

46

57

157

251

251

19

8

31

48

57

157

251

251

20

8

31

51

57

157

251

251

21

8

31

53

59

157

251

251

22

8

31

55

61

157

251

251

23

8

31

58

63

156

250

250

24

9

31

61

65

156

250

250

25

9

31

62

67

155

249

249

26

9

31

65

68

155

248

248

27

10

31

67

70

154

248

248

28

10

31

70

73

153

247

247

29

10

31

72

75

153

247

247

30

11

31

74

76

152

246

246

3.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 80 | 92 | 98 | 120 | 237 | 333 | 3 417 |
| 2 | 78 | 91 | 97 | 118 | 236 | 370 | 2 551 |
| 3 | 76 | 90 | 98 | 122 | 229 | 388 | 1 922 |
| 4 | 75 | 89 | 99 | 124 | 225 | 389 | 1 481 |
| 5 | 73 | 88 | 100 | 123 | 223 | 380 | 1 170 |
| 6 | 73 | 89 | 100 | 125 | 221 | 366 | 946 |
| 7 | 72 | 89 | 100 | 124 | 219 | 349 | 780 |
| 8 | 70 | 88 | 99 | 125 | 217 | 331 | 654 |
| 9 | 68 | 87 | 98 | 126 | 215 | 312 | 556 |
| 10 | 67 | 86 | 98 | 126 | 213 | 307 | 478 |
| 11 | 66 | 85 | 98 | 126 | 212 | 306 | 414 |
| 12 | 65 | 84 | 96 | 124 | 210 | 304 | 362 |
| 13 | 63 | 82 | 95 | 123 | 209 | 303 | 318 |
| 14 | 62 | 81 | 93 | 121 | 207 | 301 | 301 |
| 15 | 61 | 80 | 92 | 120 | 206 | 300 | 300 |
| 16 | 60 | 78 | 91 | 119 | 205 | 299 | 299 |
| 17 | 59 | 77 | 90 | 118 | 204 | 298 | 298 |
| 18 | 58 | 77 | 89 | 117 | 203 | 297 | 297 |
| 19 | 57 | 76 | 88 | 116 | 202 | 296 | 296 |
| 20 | 56 | 75 | 87 | 115 | 201 | 295 | 295 |
| 21 | 55 | 74 | 87 | 115 | 201 | 294 | 294 |
| 22 | 54 | 73 | 86 | 114 | 200 | 293 | 293 |
| 23 | 53 | 72 | 85 | 113 | 199 | 292 | 292 |
| 24 | 52 | 71 | 83 | 111 | 197 | 291 | 291 |
| 25 | 51 | 70 | 82 | 110 | 196 | 290 | 290 |
| 26 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 27 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 28 | 48 | 67 | 79 | 107 | 193 | 287 | 287 |
| 29 | 47 | 66 | 78 | 106 | 192 | 286 | 286 |
| 30 | 46 | 65 | 79 | 105 | 191 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

92

98

120

237

333

3 417

2

78

91

97

118

236

370

2 551

3

76

90

98

122

229

388

1 922

4

75

89

99

124

225

389

1 481

5

73

88

100

123

223

380

1 170

6

73

89

100

125

221

366

946

7

72

89

100

124

219

349

780

8

70

88

99

125

217

331

654

9

68

87

98

126

215

312

556

10

67

86

98

126

213

307

478

11

66

85

98

126

212

306

414

12

65

84

96

124

210

304

362

13

63

82

95

123

209

303

318

14

62

81

93

121

207

301

301

15

61

80

92

120

206

300

300

16

60

78

91

119

205

299

299

17

59

77

90

118

204

298

298

18

58

77

89

117

203

297

297

19

57

76

88

116

202

296

296

20

56

75

87

115

201

295

295

21

55

74

87

115

201

294

294

22

54

73

86

114

200

293

293

23

53

72

85

113

199

292

292

24

52

71

83

111

197

291

291

25

51

70

82

110

196

290

290

26

50

69

81

109

195

289

289

27

49

68

80

108

194

288

288

28

48

67

79

107

193

287

287

29

47

66

78

106

192

286

286

30

46

65

79

105

191

285

285

3.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 52 | 64 | 71 | 92 | 210 | 315 | 3 347 |
| 2 | 51 | 64 | 70 | 91 | 209 | 365 | 2 508 |
| 3 | 50 | 63 | 72 | 95 | 203 | 383 | 1 891 |
| 4 | 49 | 63 | 74 | 98 | 200 | 384 | 1 457 |
| 5 | 49 | 64 | 75 | 99 | 198 | 375 | 1 151 |
| 6 | 49 | 65 | 76 | 100 | 197 | 361 | 930 |
| 7 | 49 | 66 | 76 | 101 | 196 | 343 | 766 |
| 8 | 48 | 65 | 76 | 102 | 194 | 325 | 642 |
| 9 | 47 | 65 | 77 | 104 | 193 | 306 | 545 |
| 10 | 46 | 65 | 77 | 105 | 192 | 287 | 468 |
| 11 | 45 | 64 | 77 | 105 | 191 | 285 | 405 |
| 12 | 45 | 64 | 76 | 104 | 190 | 284 | 354 |
| 13 | 44 | 63 | 75 | 103 | 189 | 283 | 311 |
| 14 | 43 | 62 | 75 | 103 | 189 | 283 | 283 |
| 15 | 43 | 62 | 74 | 102 | 188 | 282 | 282 |
| 16 | 42 | 61 | 73 | 101 | 187 | 281 | 281 |
| 17 | 42 | 60 | 73 | 101 | 187 | 281 | 281 |
| 18 | 41 | 60 | 72 | 100 | 186 | 280 | 280 |
| 19 | 41 | 59 | 72 | 100 | 186 | 280 | 280 |
| 20 | 40 | 59 | 72 | 100 | 186 | 280 | 280 |
| 21 | 40 | 59 | 72 | 100 | 186 | 279 | 279 |
| 22 | 40 | 59 | 71 | 99 | 185 | 279 | 279 |
| 23 | 39 | 58 | 71 | 99 | 185 | 278 | 278 |
| 24 | 39 | 57 | 70 | 98 | 184 | 278 | 278 |
| 25 | 38 | 57 | 69 | 97 | 183 | 277 | 277 |
| 26 | 37 | 56 | 69 | 97 | 183 | 276 | 276 |
| 27 | 37 | 55 | 70 | 96 | 182 | 276 | 276 |
| 28 | 36 | 55 | 72 | 95 | 181 | 275 | 275 |
| 29 | 35 | 54 | 75 | 95 | 181 | 274 | 274 |
| 30 | 34 | 53 | 77 | 94 | 180 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

64

71

92

210

315

3 347

2

51

64

70

91

209

365

2 508

3

50

63

72

95

203

383

1 891

4

49

63

74

98

200

384

1 457

5

49

64

75

99

198

375

1 151

6

49

65

76

100

197

361

930

7

49

66

76

101

196

343

766

8

48

65

76

102

194

325

642

9

47

65

77

104

193

306

545

10

46

65

77

105

192

287

468

11

45

64

77

105

191

285

405

12

45

64

76

104

190

284

354

13

44

63

75

103

189

283

311

14

43

62

75

103

189

283

283

15

43

62

74

102

188

282

282

16

42

61

73

101

187

281

281

17

42

60

73

101

187

281

281

18

41

60

72

100

186

280

280

19

41

59

72

100

186

280

280

20

40

59

72

100

186

280

280

21

40

59

72

100

186

279

279

22

40

59

71

99

185

279

279

23

39

58

71

99

185

278

278

24

39

57

70

98

184

278

278

25

38

57

69

97

183

277

277

26

37

56

69

97

183

276

276

27

37

55

70

96

182

276

276

28

36

55

72

95

181

275

275

29

35

54

75

95

181

274

274

30

34

53

77

94

180

274

274

3.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 39 | 46 | 67 | 185 | 308 | 3 266 |
| 2 | 28 | 40 | 46 | 68 | 185 | 355 | 2 435 |
| 3 | 27 | 40 | 48 | 72 | 179 | 372 | 1 834 |
| 4 | 26 | 40 | 50 | 75 | 176 | 373 | 1 413 |
| 5 | 26 | 41 | 52 | 76 | 176 | 364 | 1 116 |
| 6 | 27 | 43 | 54 | 78 | 175 | 350 | 902 |
| 7 | 27 | 44 | 55 | 79 | 174 | 334 | 744 |
| 8 | 27 | 44 | 55 | 81 | 173 | 316 | 623 |
| 9 | 26 | 44 | 56 | 83 | 172 | 297 | 529 |
| 10 | 26 | 45 | 57 | 85 | 172 | 280 | 455 |
| 11 | 26 | 44 | 57 | 85 | 171 | 265 | 394 |
| 12 | 25 | 44 | 56 | 84 | 170 | 264 | 344 |
| 13 | 24 | 43 | 56 | 84 | 170 | 264 | 303 |
| 14 | 24 | 43 | 55 | 83 | 169 | 263 | 268 |
| 15 | 23 | 42 | 55 | 83 | 169 | 262 | 262 |
| 16 | 22 | 41 | 54 | 82 | 168 | 262 | 262 |
| 17 | 22 | 41 | 53 | 82 | 167 | 261 | 261 |
| 18 | 22 | 41 | 53 | 81 | 167 | 261 | 261 |
| 19 | 22 | 41 | 53 | 81 | 167 | 261 | 261 |
| 20 | 22 | 41 | 53 | 81 | 167 | 261 | 261 |
| 21 | 22 | 41 | 54 | 81 | 167 | 261 | 261 |
| 22 | 22 | 41 | 57 | 81 | 167 | 261 | 261 |
| 23 | 21 | 40 | 58 | 81 | 167 | 261 | 261 |
| 24 | 21 | 40 | 61 | 81 | 167 | 261 | 261 |
| 25 | 21 | 40 | 64 | 80 | 166 | 260 | 260 |
| 26 | 21 | 40 | 66 | 80 | 166 | 260 | 260 |
| 27 | 20 | 39 | 69 | 80 | 166 | 260 | 260 |
| 28 | 20 | 39 | 71 | 80 | 166 | 259 | 259 |
| 29 | 20 | 39 | 73 | 79 | 165 | 259 | 259 |
| 30 | 19 | 38 | 76 | 79 | 165 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

39

46

67

185

308

3 266

2

28

40

46

68

185

355

2 435

3

27

40

48

72

179

372

1 834

4

26

40

50

75

176

373

1 413

5

26

41

52

76

176

364

1 116

6

27

43

54

78

175

350

902

7

27

44

55

79

174

334

744

8

27

44

55

81

173

316

623

9

26

44

56

83

172

297

529

10

26

45

57

85

172

280

455

11

26

44

57

85

171

265

394

12

25

44

56

84

170

264

344

13

24

43

56

84

170

264

303

14

24

43

55

83

169

263

268

15

23

42

55

83

169

262

262

16

22

41

54

82

168

262

262

17

22

41

53

82

167

261

261

18

22

41

53

81

167

261

261

19

22

41

53

81

167

261

261

20

22

41

53

81

167

261

261

21

22

41

54

81

167

261

261

22

22

41

57

81

167

261

261

23

21

40

58

81

167

261

261

24

21

40

61

81

167

261

261

25

21

40

64

80

166

260

260

26

21

40

66

80

166

260

260

27

20

39

69

80

166

260

260

28

20

39

71

80

166

259

259

29

20

39

73

79

165

259

259

30

19

38

76

79

165

259

259

3.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 141 | 299 | 3 162 |
| 2 | 0 | 1 | 6 | 25 | 142 | 344 | 2 352 |
| 3 | 1 | 1 | 9 | 30 | 137 | 360 | 1 770 |
| 4 | 1 | 3 | 11 | 33 | 135 | 361 | 1 363 |
| 5 | 1 | 4 | 14 | 35 | 135 | 353 | 1 078 |
| 6 | 2 | 4 | 16 | 38 | 135 | 339 | 872 |
| 7 | 2 | 6 | 19 | 41 | 135 | 323 | 720 |
| 8 | 2 | 6 | 22 | 43 | 135 | 306 | 604 |
| 9 | 3 | 7 | 24 | 46 | 135 | 289 | 513 |
| 10 | 4 | 8 | 26 | 48 | 135 | 271 | 441 |
| 11 | 4 | 9 | 29 | 50 | 136 | 255 | 382 |
| 12 | 4 | 10 | 31 | 49 | 135 | 238 | 334 |
| 13 | 4 | 10 | 34 | 49 | 135 | 229 | 294 |
| 14 | 4 | 12 | 36 | 49 | 135 | 229 | 260 |
| 15 | 5 | 12 | 38 | 48 | 134 | 228 | 231 |
| 16 | 6 | 13 | 41 | 48 | 133 | 227 | 227 |
| 17 | 6 | 14 | 43 | 50 | 133 | 227 | 227 |
| 18 | 6 | 15 | 45 | 52 | 133 | 227 | 227 |
| 19 | 7 | 15 | 47 | 54 | 133 | 227 | 227 |
| 20 | 7 | 17 | 50 | 56 | 134 | 228 | 228 |
| 21 | 7 | 17 | 52 | 58 | 134 | 228 | 228 |
| 22 | 8 | 18 | 54 | 60 | 134 | 228 | 228 |
| 23 | 8 | 18 | 57 | 61 | 134 | 228 | 228 |
| 24 | 8 | 20 | 59 | 64 | 134 | 228 | 228 |
| 25 | 9 | 20 | 62 | 66 | 134 | 228 | 228 |
| 26 | 9 | 21 | 64 | 68 | 135 | 228 | 228 |
| 27 | 10 | 23 | 67 | 69 | 137 | 227 | 227 |
| 28 | 10 | 23 | 68 | 71 | 138 | 227 | 227 |
| 29 | 10 | 24 | 71 | 73 | 139 | 227 | 227 |
| 30 | 11 | 25 | 74 | 75 | 141 | 227 | 227 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

141

299

3 162

2

0

1

6

25

142

344

2 352

3

1

1

9

30

137

360

1 770

4

1

3

11

33

135

361

1 363

5

1

4

14

35

135

353

1 078

6

2

4

16

38

135

339

872

7

2

6

19

41

135

323

720

8

2

6

22

43

135

306

604

9

3

7

24

46

135

289

513

10

4

8

26

48

135

271

441

11

4

9

29

50

136

255

382

12

4

10

31

49

135

238

334

13

4

10

34

49

135

229

294

14

4

12

36

49

135

229

260

15

5

12

38

48

134

228

231

16

6

13

41

48

133

227

227

17

6

14

43

50

133

227

227

18

6

15

45

52

133

227

227

19

7

15

47

54

133

227

227

20

7

17

50

56

134

228

228

21

7

17

52

58

134

228

228

22

8

18

54

60

134

228

228

23

8

18

57

61

134

228

228

24

8

20

59

64

134

228

228

25

9

20

62

66

134

228

228

26

9

21

64

68

135

228

228

27

10

23

67

69

137

227

227

28

10

23

68

71

138

227

227

29

10

24

71

73

139

227

227

30

11

25

74

75

141

227

227

3.13.   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 41 | 53 | 60 | 81 | 199 | 305 | 3 224 |
| 2 | 41 | 53 | 60 | 81 | 199 | 351 | 2 408 |
| 3 | 40 | 53 | 61 | 85 | 193 | 370 | 1 818 |
| 4 | 39 | 53 | 64 | 88 | 190 | 371 | 1 403 |
| 5 | 40 | 55 | 66 | 89 | 189 | 363 | 1 109 |
| 6 | 40 | 56 | 67 | 92 | 188 | 349 | 897 |
| 7 | 41 | 58 | 68 | 93 | 187 | 333 | 741 |
| 8 | 40 | 58 | 69 | 94 | 186 | 315 | 621 |
| 9 | 39 | 58 | 69 | 96 | 186 | 297 | 528 |
| 10 | 39 | 58 | 70 | 98 | 185 | 280 | 454 |
| 11 | 38 | 57 | 70 | 98 | 184 | 278 | 393 |
| 12 | 38 | 57 | 69 | 97 | 183 | 277 | 344 |
| 13 | 37 | 56 | 69 | 97 | 183 | 276 | 302 |
| 14 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 15 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 16 | 35 | 54 | 67 | 95 | 181 | 274 | 274 |
| 17 | 35 | 54 | 66 | 94 | 180 | 274 | 274 |
| 18 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 19 | 34 | 53 | 65 | 93 | 179 | 273 | 273 |
| 20 | 34 | 53 | 65 | 93 | 179 | 273 | 273 |
| 21 | 33 | 52 | 65 | 93 | 179 | 273 | 273 |
| 22 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 23 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 24 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 25 | 31 | 50 | 63 | 90 | 176 | 270 | 270 |
| 26 | 30 | 49 | 66 | 90 | 176 | 270 | 270 |
| 27 | 30 | 49 | 68 | 89 | 175 | 269 | 269 |
| 28 | 29 | 48 | 71 | 88 | 174 | 268 | 268 |
| 29 | 28 | 47 | 73 | 88 | 174 | 267 | 267 |
| 30 | 27 | 46 | 76 | 87 | 173 | 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

41

53

60

81

199

305

3 224

2

41

53

60

81

199

351

2 408

3

40

53

61

85

193

370

1 818

4

39

53

64

88

190

371

1 403

5

40

55

66

89

189

363

1 109

6

40

56

67

92

188

349

897

7

41

58

68

93

187

333

741

8

40

58

69

94

186

315

621

9

39

58

69

96

186

297

528

10

39

58

70

98

185

280

454

11

38

57

70

98

184

278

393

12

38

57

69

97

183

277

344

13

37

56

69

97

183

276

302

14

37

56

68

96

182

276

276

15

36

55

67

95

181

275

275

16

35

54

67

95

181

274

274

17

35

54

66

94

180

274

274

18

34

53

66

94

180

274

274

19

34

53

65

93

179

273

273

20

34

53

65

93

179

273

273

21

33

52

65

93

179

273

273

22

33

52

64

92

178

272

272

23

32

51

64

92

178

272

272

24

32

51

63

91

177

271

271

25

31

50

63

90

176

270

270

26

30

49

66

90

176

270

270

27

30

49

68

89

175

269

269

28

29

48

71

88

174

268

268

29

28

47

73

88

174

267

267

30

27

46

76

87

173

267

267

3.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 26 | 32 | 53 | 171 | 305 | 3 224 |
| 2 | 17 | 29 | 36 | 57 | 175 | 350 | 2 398 |
| 3 | 19 | 32 | 41 | 65 | 172 | 367 | 1 807 |
| 4 | 22 | 36 | 46 | 71 | 172 | 368 | 1 394 |
| 5 | 24 | 39 | 50 | 74 | 174 | 361 | 1 103 |
| 6 | 24 | 40 | 51 | 75 | 172 | 347 | 893 |
| 7 | 28 | 46 | 56 | 81 | 175 | 331 | 738 |
| 8 | 27 | 45 | 56 | 82 | 174 | 314 | 619 |
| 9 | 28 | 47 | 58 | 86 | 175 | 297 | 527 |
| 10 | 30 | 49 | 61 | 89 | 176 | 279 | 453 |
| 11 | 31 | 50 | 63 | 91 | 177 | 271 | 393 |
| 12 | 32 | 51 | 64 | 92 | 178 | 271 | 344 |
| 13 | 32 | 51 | 64 | 92 | 178 | 272 | 303 |
| 14 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 15 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 16 | 33 | 51 | 64 | 92 | 178 | 272 | 272 |
| 17 | 33 | 52 | 64 | 92 | 178 | 272 | 272 |
| 18 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 19 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 20 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 21 | 32 | 51 | 63 | 91 | 177 | 271 | 271 |
| 22 | 31 | 50 | 63 | 91 | 177 | 271 | 271 |
| 23 | 31 | 50 | 63 | 91 | 177 | 270 | 270 |
| 24 | 31 | 50 | 62 | 90 | 176 | 270 | 270 |
| 25 | 30 | 49 | 64 | 90 | 176 | 270 | 270 |
| 26 | 30 | 49 | 66 | 89 | 175 | 269 | 269 |
| 27 | 29 | 48 | 69 | 89 | 175 | 269 | 269 |
| 28 | 29 | 48 | 71 | 88 | 174 | 268 | 268 |
| 29 | 28 | 47 | 74 | 88 | 174 | 267 | 267 |
| 30 | 28 | 47 | 77 | 87 | 173 | 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

13

26

32

53

171

305

3 224

2

17

29

36

57

175

350

2 398

3

19

32

41

65

172

367

1 807

4

22

36

46

71

172

368

1 394

5

24

39

50

74

174

361

1 103

6

24

40

51

75

172

347

893

7

28

46

56

81

175

331

738

8

27

45

56

82

174

314

619

9

28

47

58

86

175

297

527

10

30

49

61

89

176

279

453

11

31

50

63

91

177

271

393

12

32

51

64

92

178

271

344

13

32

51

64

92

178

272

303

14

33

52

64

92

178

272

272

15

33

52

64

92

178

272

272

16

33

51

64

92

178

272

272

17

33

52

64

92

178

272

272

18

32

51

63

91

177

271

271

19

32

51

63

91

177

271

271

20

32

51

63

91

177

271

271

21

32

51

63

91

177

271

271

22

31

50

63

91

177

271

271

23

31

50

63

91

177

270

270

24

31

50

62

90

176

270

270

25

30

49

64

90

176

270

270

26

30

49

66

89

175

269

269

27

29

48

69

89

175

269

269

28

29

48

71

88

174

268

268

29

28

47

74

88

174

267

267

30

28

47

77

87

173

267

267

3.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 25 | 32 | 53 | 171 | 308 | 3 269 |
| 2 | 14 | 26 | 33 | 54 | 172 | 354 | 2 433 |
| 3 | 15 | 28 | 36 | 60 | 168 | 372 | 1 833 |
| 4 | 15 | 29 | 39 | 64 | 166 | 373 | 1 412 |
| 5 | 16 | 31 | 43 | 66 | 166 | 364 | 1 115 |
| 6 | 18 | 34 | 45 | 69 | 166 | 350 | 901 |
| 7 | 19 | 36 | 47 | 71 | 166 | 333 | 743 |
| 8 | 19 | 37 | 48 | 74 | 166 | 316 | 623 |
| 9 | 19 | 38 | 49 | 77 | 166 | 298 | 529 |
| 10 | 20 | 39 | 51 | 79 | 166 | 280 | 455 |
| 11 | 20 | 39 | 52 | 80 | 166 | 262 | 394 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 21 | 39 | 52 | 80 | 166 | 260 | 303 |
| 14 | 21 | 39 | 52 | 80 | 166 | 260 | 268 |
| 15 | 21 | 40 | 52 | 80 | 166 | 260 | 260 |
| 16 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 17 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 18 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 19 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 20 | 20 | 39 | 52 | 80 | 166 | 260 | 260 |
| 21 | 20 | 39 | 54 | 80 | 166 | 260 | 260 |
| 22 | 20 | 39 | 57 | 79 | 165 | 259 | 259 |
| 23 | 20 | 39 | 58 | 79 | 165 | 259 | 259 |
| 24 | 19 | 38 | 61 | 79 | 165 | 258 | 258 |
| 25 | 19 | 38 | 63 | 78 | 164 | 258 | 258 |
| 26 | 18 | 37 | 66 | 78 | 164 | 257 | 257 |
| 27 | 18 | 37 | 68 | 77 | 163 | 257 | 257 |
| 28 | 17 | 36 | 71 | 77 | 163 | 257 | 257 |
| 29 | 17 | 36 | 73 | 76 | 162 | 256 | 256 |
| 30 | 17 | 35 | 76 | 77 | 162 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

25

32

53

171

308

3 269

2

14

26

33

54

172

354

2 433

3

15

28

36

60

168

372

1 833

4

15

29

39

64

166

373

1 412

5

16

31

43

66

166

364

1 115

6

18

34

45

69

166

350

901

7

19

36

47

71

166

333

743

8

19

37

48

74

166

316

623

9

19

38

49

77

166

298

529

10

20

39

51

79

166

280

455

11

20

39

52

80

166

262

394

12

20

39

52

80

166

260

344

13

21

39

52

80

166

260

303

14

21

39

52

80

166

260

268

15

21

40

52

80

166

260

260

16

20

39

52

80

166

260

260

17

20

39

52

80

166

260

260

18

20

39

52

80

166

260

260

19

20

39

52

80

166

260

260

20

20

39

52

80

166

260

260

21

20

39

54

80

166

260

260

22

20

39

57

79

165

259

259

23

20

39

58

79

165

259

259

24

19

38

61

79

165

258

258

25

19

38

63

78

164

258

258

26

18

37

66

78

164

257

257

27

18

37

68

77

163

257

257

28

17

36

71

77

163

257

257

29

17

36

73

76

162

256

256

30

17

35

76

77

162

256

256

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 58 | 64 | 85 | 203 | 324 | 3 455 |
| 2 | 49 | 61 | 67 | 89 | 206 | 374 | 2 581 |
| 3 | 51 | 64 | 72 | 96 | 204 | 393 | 1 946 |
| 4 | 52 | 66 | 77 | 101 | 203 | 394 | 1 499 |
| 5 | 54 | 69 | 81 | 104 | 204 | 385 | 1 184 |
| 6 | 56 | 72 | 83 | 108 | 204 | 370 | 957 |
| 7 | 58 | 75 | 85 | 110 | 204 | 353 | 789 |
| 8 | 57 | 75 | 86 | 112 | 204 | 334 | 661 |
| 9 | 58 | 76 | 88 | 115 | 204 | 315 | 562 |
| 10 | 58 | 77 | 89 | 117 | 204 | 298 | 482 |
| 11 | 58 | 77 | 90 | 118 | 204 | 298 | 418 |
| 12 | 58 | 77 | 89 | 117 | 203 | 297 | 365 |
| 13 | 57 | 76 | 89 | 117 | 203 | 296 | 321 |
| 14 | 56 | 75 | 88 | 116 | 202 | 296 | 296 |
| 15 | 56 | 74 | 87 | 115 | 201 | 295 | 295 |
| 16 | 55 | 74 | 86 | 114 | 200 | 294 | 294 |
| 17 | 54 | 73 | 86 | 114 | 200 | 293 | 293 |
| 18 | 54 | 72 | 85 | 113 | 199 | 293 | 293 |
| 19 | 53 | 72 | 84 | 112 | 198 | 292 | 292 |
| 20 | 52 | 71 | 84 | 112 | 198 | 292 | 292 |
| 21 | 52 | 71 | 83 | 111 | 197 | 291 | 291 |
| 22 | 51 | 70 | 82 | 110 | 196 | 290 | 290 |
| 23 | 50 | 69 | 81 | 109 | 195 | 289 | 289 |
| 24 | 49 | 68 | 80 | 108 | 194 | 288 | 288 |
| 25 | 48 | 67 | 80 | 108 | 194 | 287 | 287 |
| 26 | 47 | 66 | 79 | 107 | 193 | 286 | 286 |
| 27 | 46 | 65 | 78 | 106 | 192 | 285 | 285 |
| 28 | 45 | 64 | 77 | 105 | 191 | 285 | 285 |
| 29 | 44 | 63 | 77 | 104 | 190 | 284 | 284 |
| 30 | 43 | 62 | 80 | 103 | 189 | 283 | 283 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

58

64

85

203

324

3 455

2

49

61

67

89

206

374

2 581

3

51

64

72

96

204

393

1 946

4

52

66

77

101

203

394

1 499

5

54

69

81

104

204

385

1 184

6

56

72

83

108

204

370

957

7

58

75

85

110

204

353

789

8

57

75

86

112

204

334

661

9

58

76

88

115

204

315

562

10

58

77

89

117

204

298

482

11

58

77

90

118

204

298

418

12

58

77

89

117

203

297

365

13

57

76

89

117

203

296

321

14

56

75

88

116

202

296

296

15

56

74

87

115

201

295

295

16

55

74

86

114

200

294

294

17

54

73

86

114

200

293

293

18

54

72

85

113

199

293

293

19

53

72

84

112

198

292

292

20

52

71

84

112

198

292

292

21

52

71

83

111

197

291

291

22

51

70

82

110

196

290

290

23

50

69

81

109

195

289

289

24

49

68

80

108

194

288

288

25

48

67

80

108

194

287

287

26

47

66

79

107

193

286

286

27

46

65

78

106

192

285

285

28

45

64

77

105

191

285

285

29

44

63

77

104

190

284

284

30

43

62

80

103

189

283

283

3.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 76 | 89 | 95 | 116 | 234 | 330 | 3 431 |
| 2 | 81 | 94 | 100 | 121 | 239 | 376 | 2 593 |
| 3 | 82 | 95 | 103 | 127 | 235 | 399 | 1 972 |
| 4 | 82 | 96 | 106 | 131 | 233 | 403 | 1 528 |
| 5 | 85 | 100 | 112 | 135 | 235 | 395 | 1 211 |
| 6 | 88 | 104 | 115 | 139 | 236 | 381 | 981 |
| 7 | 90 | 107 | 117 | 142 | 236 | 364 | 810 |
| 8 | 91 | 109 | 120 | 146 | 238 | 345 | 680 |
| 9 | 92 | 111 | 122 | 149 | 239 | 332 | 578 |
| 10 | 93 | 112 | 124 | 152 | 239 | 333 | 496 |
| 11 | 93 | 112 | 124 | 152 | 238 | 332 | 430 |
| 12 | 92 | 111 | 124 | 152 | 238 | 332 | 376 |
| 13 | 91 | 110 | 123 | 151 | 237 | 330 | 330 |
| 14 | 90 | 109 | 121 | 149 | 235 | 329 | 329 |
| 15 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 16 | 87 | 106 | 119 | 147 | 233 | 326 | 326 |
| 17 | 86 | 105 | 117 | 145 | 231 | 325 | 325 |
| 18 | 85 | 103 | 116 | 144 | 230 | 324 | 324 |
| 19 | 83 | 102 | 115 | 143 | 229 | 322 | 322 |
| 20 | 82 | 101 | 113 | 141 | 227 | 321 | 321 |
| 21 | 80 | 99 | 112 | 140 | 226 | 320 | 320 |
| 22 | 79 | 98 | 110 | 138 | 224 | 318 | 318 |
| 23 | 77 | 96 | 109 | 137 | 223 | 317 | 317 |
| 24 | 76 | 95 | 107 | 135 | 221 | 315 | 315 |
| 25 | 74 | 93 | 105 | 133 | 219 | 313 | 313 |
| 26 | 72 | 91 | 104 | 132 | 218 | 312 | 312 |
| 27 | 71 | 90 | 102 | 130 | 216 | 310 | 310 |
| 28 | 69 | 88 | 101 | 129 | 215 | 308 | 308 |
| 29 | 68 | 86 | 99 | 127 | 213 | 307 | 307 |
| 30 | 66 | 85 | 97 | 125 | 211 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

76

89

95

116

234

330

3 431

2

81

94

100

121

239

376

2 593

3

82

95

103

127

235

399

1 972

4

82

96

106

131

233

403

1 528

5

85

100

112

135

235

395

1 211

6

88

104

115

139

236

381

981

7

90

107

117

142

236

364

810

8

91

109

120

146

238

345

680

9

92

111

122

149

239

332

578

10

93

112

124

152

239

333

496

11

93

112

124

152

238

332

430

12

92

111

124

152

238

332

376

13

91

110

123

151

237

330

330

14

90

109

121

149

235

329

329

15

88

107

120

148

234

328

328

16

87

106

119

147

233

326

326

17

86

105

117

145

231

325

325

18

85

103

116

144

230

324

324

19

83

102

115

143

229

322

322

20

82

101

113

141

227

321

321

21

80

99

112

140

226

320

320

22

79

98

110

138

224

318

318

23

77

96

109

137

223

317

317

24

76

95

107

135

221

315

315

25

74

93

105

133

219

313

313

26

72

91

104

132

218

312

312

27

71

90

102

130

216

310

310

28

69

88

101

129

215

308

308

29

68

86

99

127

213

307

307

30

66

85

97

125

211

305

305

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 19 | 25 | 47 | 164 | 305 | 3 227 |
| 2 | 10 | 22 | 28 | 50 | 167 | 351 | 2 407 |
| 3 | 12 | 25 | 33 | 57 | 164 | 369 | 1 814 |
| 4 | 13 | 27 | 37 | 62 | 164 | 370 | 1 398 |
| 5 | 15 | 30 | 42 | 65 | 165 | 361 | 1 105 |
| 6 | 17 | 33 | 44 | 69 | 165 | 347 | 894 |
| 7 | 19 | 36 | 46 | 71 | 165 | 331 | 737 |
| 8 | 19 | 37 | 48 | 74 | 166 | 313 | 618 |
| 9 | 19 | 38 | 49 | 76 | 166 | 296 | 525 |
| 10 | 20 | 38 | 51 | 78 | 166 | 278 | 451 |
| 11 | 20 | 39 | 51 | 79 | 165 | 261 | 391 |
| 12 | 20 | 38 | 51 | 79 | 165 | 259 | 342 |
| 13 | 19 | 38 | 50 | 79 | 164 | 258 | 301 |
| 14 | 18 | 37 | 50 | 78 | 164 | 258 | 266 |
| 15 | 18 | 37 | 49 | 77 | 163 | 257 | 257 |
| 16 | 17 | 36 | 48 | 76 | 162 | 256 | 256 |
| 17 | 17 | 36 | 48 | 76 | 162 | 256 | 256 |
| 18 | 16 | 35 | 48 | 76 | 162 | 256 | 256 |
| 19 | 16 | 35 | 49 | 76 | 162 | 256 | 256 |
| 20 | 17 | 35 | 51 | 76 | 162 | 256 | 256 |
| 21 | 17 | 36 | 54 | 76 | 162 | 256 | 256 |
| 22 | 17 | 36 | 56 | 76 | 162 | 256 | 256 |
| 23 | 17 | 35 | 58 | 76 | 162 | 256 | 256 |
| 24 | 16 | 35 | 61 | 76 | 162 | 256 | 256 |
| 25 | 16 | 35 | 63 | 76 | 162 | 256 | 256 |
| 26 | 16 | 35 | 66 | 76 | 162 | 255 | 255 |
| 27 | 16 | 35 | 68 | 75 | 161 | 255 | 255 |
| 28 | 16 | 35 | 71 | 75 | 161 | 255 | 255 |
| 29 | 15 | 34 | 73 | 75 | 161 | 255 | 255 |
| 30 | 15 | 34 | 76 | 77 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

19

25

47

164

305

3 227

2

10

22

28

50

167

351

2 407

3

12

25

33

57

164

369

1 814

4

13

27

37

62

164

370

1 398

5

15

30

42

65

165

361

1 105

6

17

33

44

69

165

347

894

7

19

36

46

71

165

331

737

8

19

37

48

74

166

313

618

9

19

38

49

76

166

296

525

10

20

38

51

78

166

278

451

11

20

39

51

79

165

261

391

12

20

38

51

79

165

259

342

13

19

38

50

79

164

258

301

14

18

37

50

78

164

258

266

15

18

37

49

77

163

257

257

16

17

36

48

76

162

256

256

17

17

36

48

76

162

256

256

18

16

35

48

76

162

256

256

19

16

35

49

76

162

256

256

20

17

35

51

76

162

256

256

21

17

36

54

76

162

256

256

22

17

36

56

76

162

256

256

23

17

35

58

76

162

256

256

24

16

35

61

76

162

256

256

25

16

35

63

76

162

256

256

26

16

35

66

76

162

255

255

27

16

35

68

75

161

255

255

28

16

35

71

75

161

255

255

29

15

34

73

75

161

255

255

30

15

34

76

77

161

255

255

3.19.   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 90 | 103 | 109 | 130 | 248 | 344 | 3 432 |
| 2 | 91 | 104 | 110 | 131 | 249 | 372 | 2 569 |
| 3 | 91 | 104 | 113 | 137 | 244 | 392 | 1 941 |
| 4 | 92 | 106 | 116 | 141 | 242 | 395 | 1 500 |
| 5 | 93 | 108 | 119 | 142 | 242 | 387 | 1 188 |
| 6 | 94 | 110 | 121 | 145 | 242 | 373 | 962 |
| 7 | 95 | 112 | 122 | 147 | 241 | 356 | 794 |
| 8 | 95 | 112 | 123 | 149 | 241 | 338 | 666 |
| 9 | 94 | 112 | 124 | 151 | 240 | 334 | 567 |
| 10 | 93 | 112 | 124 | 152 | 239 | 333 | 487 |
| 11 | 92 | 111 | 123 | 151 | 237 | 331 | 422 |
| 12 | 90 | 109 | 122 | 150 | 236 | 330 | 369 |
| 13 | 89 | 107 | 120 | 148 | 234 | 328 | 328 |
| 14 | 87 | 106 | 118 | 146 | 232 | 326 | 326 |
| 15 | 85 | 104 | 116 | 144 | 230 | 324 | 324 |
| 16 | 83 | 102 | 115 | 143 | 229 | 322 | 322 |
| 17 | 82 | 101 | 113 | 141 | 227 | 321 | 321 |
| 18 | 80 | 99 | 112 | 140 | 226 | 319 | 319 |
| 19 | 79 | 98 | 110 | 138 | 224 | 318 | 318 |
| 20 | 78 | 97 | 109 | 137 | 223 | 317 | 317 |
| 21 | 77 | 96 | 108 | 136 | 222 | 316 | 316 |
| 22 | 76 | 94 | 107 | 135 | 221 | 315 | 315 |
| 23 | 74 | 93 | 106 | 134 | 220 | 314 | 314 |
| 24 | 73 | 92 | 105 | 133 | 219 | 312 | 312 |
| 25 | 72 | 91 | 103 | 131 | 217 | 311 | 311 |
| 26 | 71 | 90 | 102 | 130 | 216 | 310 | 310 |
| 27 | 69 | 88 | 101 | 129 | 215 | 309 | 309 |
| 28 | 68 | 87 | 100 | 128 | 214 | 308 | 308 |
| 29 | 67 | 86 | 99 | 127 | 213 | 306 | 306 |
| 30 | 66 | 85 | 97 | 125 | 211 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

103

109

130

248

344

3 432

2

91

104

110

131

249

372

2 569

3

91

104

113

137

244

392

1 941

4

92

106

116

141

242

395

1 500

5

93

108

119

142

242

387

1 188

6

94

110

121

145

242

373

962

7

95

112

122

147

241

356

794

8

95

112

123

149

241

338

666

9

94

112

124

151

240

334

567

10

93

112

124

152

239

333

487

11

92

111

123

151

237

331

422

12

90

109

122

150

236

330

369

13

89

107

120

148

234

328

328

14

87

106

118

146

232

326

326

15

85

104

116

144

230

324

324

16

83

102

115

143

229

322

322

17

82

101

113

141

227

321

321

18

80

99

112

140

226

319

319

19

79

98

110

138

224

318

318

20

78

97

109

137

223

317

317

21

77

96

108

136

222

316

316

22

76

94

107

135

221

315

315

23

74

93

106

134

220

314

314

24

73

92

105

133

219

312

312

25

72

91

103

131

217

311

311

26

71

90

102

130

216

310

310

27

69

88

101

129

215

309

309

28

68

87

100

128

214

308

308

29

67

86

99

127

213

306

306

30

66

85

97

125

211

305

305

3.20.   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 313 | 325 | 331 | 353 | 470 | 566 | 3 578 |
| 2 | 81 | 93 | 99 | 121 | 238 | 386 | 2 674 |
| 3 | 83 | 96 | 104 | 128 | 236 | 405 | 2 013 |
| 4 | 85 | 99 | 109 | 134 | 235 | 406 | 1 549 |
| 5 | 87 | 102 | 113 | 137 | 237 | 396 | 1 223 |
| 6 | 89 | 105 | 116 | 141 | 237 | 381 | 988 |
| 7 | 91 | 108 | 119 | 143 | 238 | 363 | 814 |
| 8 | 92 | 109 | 121 | 146 | 238 | 344 | 682 |
| 9 | 92 | 111 | 122 | 150 | 239 | 332 | 579 |
| 10 | 93 | 111 | 124 | 151 | 238 | 332 | 497 |
| 11 | 93 | 112 | 124 | 152 | 238 | 332 | 431 |
| 12 | 93 | 112 | 125 | 153 | 239 | 332 | 377 |
| 13 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 14 | 94 | 113 | 125 | 154 | 239 | 333 | 333 |
| 15 | 95 | 114 | 126 | 154 | 240 | 334 | 334 |
| 16 | 96 | 115 | 127 | 155 | 241 | 335 | 335 |
| 17 | 97 | 116 | 128 | 156 | 242 | 336 | 336 |
| 18 | 98 | 117 | 129 | 157 | 243 | 337 | 337 |
| 19 | 99 | 117 | 130 | 158 | 244 | 338 | 338 |
| 20 | 99 | 118 | 130 | 158 | 244 | 338 | 338 |
| 21 | 99 | 118 | 131 | 159 | 245 | 338 | 338 |
| 22 | 99 | 118 | 130 | 158 | 244 | 338 | 338 |
| 23 | 98 | 117 | 129 | 157 | 243 | 337 | 337 |
| 24 | 97 | 116 | 129 | 157 | 243 | 336 | 336 |
| 25 | 96 | 115 | 127 | 155 | 241 | 335 | 335 |
| 26 | 95 | 114 | 126 | 154 | 240 | 334 | 334 |
| 27 | 93 | 112 | 125 | 153 | 239 | 333 | 333 |
| 28 | 92 | 111 | 123 | 151 | 237 | 331 | 331 |
| 29 | 91 | 109 | 122 | 150 | 236 | 330 | 330 |
| 30 | 89 | 108 | 121 | 149 | 235 | 328 | 328 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

313

325

331

353

470

566

3 578

2

81

93

99

121

238

386

2 674

3

83

96

104

128

236

405

2 013

4

85

99

109

134

235

406

1 549

5

87

102

113

137

237

396

1 223

6

89

105

116

141

237

381

988

7

91

108

119

143

238

363

814

8

92

109

121

146

238

344

682

9

92

111

122

150

239

332

579

10

93

111

124

151

238

332

497

11

93

112

124

152

238

332

431

12

93

112

125

153

239

332

377

13

93

112

125

153

239

333

333

14

94

113

125

154

239

333

333

15

95

114

126

154

240

334

334

16

96

115

127

155

241

335

335

17

97

116

128

156

242

336

336

18

98

117

129

157

243

337

337

19

99

117

130

158

244

338

338

20

99

118

130

158

244

338

338

21

99

118

131

159

245

338

338

22

99

118

130

158

244

338

338

23

98

117

129

157

243

337

337

24

97

116

129

157

243

336

336

25

96

115

127

155

241

335

335

26

95

114

126

154

240

334

334

27

93

112

125

153

239

333

333

28

92

111

123

151

237

331

331

29

91

109

122

150

236

330

330

30

89

108

121

149

235

328

328

3.21.   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 7 | 13 | 35 | 152 | 304 | 3 222 |
| 2 | 0 | 7 | 13 | 35 | 152 | 349 | 2 392 |
| 3 | 1 | 7 | 15 | 39 | 147 | 365 | 1 798 |
| 4 | 1 | 7 | 17 | 42 | 144 | 366 | 1 385 |
| 5 | 1 | 8 | 20 | 43 | 143 | 357 | 1 093 |
| 6 | 2 | 10 | 21 | 46 | 142 | 343 | 884 |
| 7 | 2 | 12 | 22 | 47 | 141 | 327 | 729 |
| 8 | 2 | 12 | 23 | 49 | 141 | 310 | 611 |
| 9 | 3 | 12 | 25 | 51 | 140 | 292 | 519 |
| 10 | 4 | 12 | 26 | 52 | 139 | 274 | 446 |
| 11 | 4 | 12 | 29 | 53 | 139 | 257 | 387 |
| 12 | 4 | 12 | 32 | 53 | 139 | 241 | 338 |
| 13 | 4 | 13 | 34 | 53 | 139 | 233 | 297 |
| 14 | 4 | 13 | 37 | 53 | 139 | 233 | 263 |
| 15 | 6 | 13 | 38 | 54 | 140 | 233 | 234 |
| 16 | 6 | 13 | 41 | 54 | 140 | 234 | 234 |
| 17 | 6 | 14 | 44 | 54 | 140 | 234 | 234 |
| 18 | 6 | 15 | 46 | 55 | 141 | 235 | 235 |
| 19 | 7 | 15 | 48 | 55 | 141 | 235 | 235 |
| 20 | 7 | 17 | 51 | 57 | 142 | 236 | 236 |
| 21 | 7 | 17 | 53 | 59 | 143 | 237 | 237 |
| 22 | 8 | 18 | 55 | 61 | 144 | 238 | 238 |
| 23 | 8 | 20 | 58 | 63 | 144 | 238 | 238 |
| 24 | 9 | 20 | 61 | 65 | 145 | 239 | 239 |
| 25 | 9 | 21 | 63 | 67 | 145 | 239 | 239 |
| 26 | 9 | 21 | 65 | 69 | 146 | 239 | 239 |
| 27 | 10 | 23 | 67 | 71 | 146 | 240 | 240 |
| 28 | 10 | 23 | 70 | 73 | 146 | 240 | 240 |
| 29 | 11 | 24 | 72 | 75 | 146 | 240 | 240 |
| 30 | 11 | 25 | 76 | 77 | 146 | 240 | 240 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

7

13

35

152

304

3 222

2

0

7

13

35

152

349

2 392

3

1

7

15

39

147

365

1 798

4

1

7

17

42

144

366

1 385

5

1

8

20

43

143

357

1 093

6

2

10

21

46

142

343

884

7

2

12

22

47

141

327

729

8

2

12

23

49

141

310

611

9

3

12

25

51

140

292

519

10

4

12

26

52

139

274

446

11

4

12

29

53

139

257

387

12

4

12

32

53

139

241

338

13

4

13

34

53

139

233

297

14

4

13

37

53

139

233

263

15

6

13

38

54

140

233

234

16

6

13

41

54

140

234

234

17

6

14

44

54

140

234

234

18

6

15

46

55

141

235

235

19

7

15

48

55

141

235

235

20

7

17

51

57

142

236

236

21

7

17

53

59

143

237

237

22

8

18

55

61

144

238

238

23

8

20

58

63

144

238

238

24

9

20

61

65

145

239

239

25

9

21

63

67

145

239

239

26

9

21

65

69

146

239

239

27

10

23

67

71

146

240

240

28

10

23

70

73

146

240

240

29

11

24

72

75

146

240

240

30

11

25

76

77

146

240

240

3.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 59 | 65 | 87 | 204 | 311 | 3 293 |
| 2 | 48 | 60 | 66 | 88 | 205 | 358 | 2 458 |
| 3 | 47 | 60 | 69 | 92 | 200 | 376 | 1 853 |
| 4 | 47 | 61 | 71 | 95 | 197 | 377 | 1 428 |
| 5 | 47 | 62 | 73 | 97 | 196 | 368 | 1 128 |
| 6 | 48 | 64 | 75 | 99 | 196 | 354 | 912 |
| 7 | 48 | 65 | 76 | 100 | 195 | 337 | 752 |
| 8 | 48 | 65 | 76 | 102 | 194 | 319 | 630 |
| 9 | 47 | 66 | 77 | 105 | 194 | 301 | 535 |
| 10 | 47 | 65 | 78 | 105 | 192 | 286 | 460 |
| 11 | 45 | 64 | 77 | 105 | 191 | 285 | 399 |
| 12 | 44 | 63 | 76 | 104 | 190 | 283 | 348 |
| 13 | 43 | 62 | 74 | 102 | 188 | 282 | 306 |
| 14 | 41 | 60 | 73 | 101 | 187 | 281 | 281 |
| 15 | 40 | 59 | 72 | 100 | 186 | 279 | 279 |
| 16 | 39 | 58 | 70 | 98 | 184 | 278 | 278 |
| 17 | 38 | 57 | 69 | 97 | 183 | 277 | 277 |
| 18 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 19 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 20 | 36 | 54 | 67 | 95 | 181 | 275 | 275 |
| 21 | 35 | 54 | 66 | 94 | 180 | 274 | 274 |
| 22 | 34 | 53 | 66 | 94 | 180 | 274 | 274 |
| 23 | 34 | 53 | 65 | 93 | 179 | 273 | 273 |
| 24 | 33 | 52 | 65 | 93 | 179 | 272 | 272 |
| 25 | 32 | 51 | 64 | 92 | 178 | 272 | 272 |
| 26 | 32 | 51 | 66 | 91 | 177 | 271 | 271 |
| 27 | 31 | 50 | 69 | 90 | 176 | 270 | 270 |
| 28 | 30 | 49 | 71 | 90 | 176 | 270 | 270 |
| 29 | 30 | 49 | 73 | 89 | 175 | 269 | 269 |
| 30 | 29 | 48 | 77 | 89 | 175 | 268 | 268 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

59

65

87

204

311

3 293

2

48

60

66

88

205

358

2 458

3

47

60

69

92

200

376

1 853

4

47

61

71

95

197

377

1 428

5

47

62

73

97

196

368

1 128

6

48

64

75

99

196

354

912

7

48

65

76

100

195

337

752

8

48

65

76

102

194

319

630

9

47

66

77

105

194

301

535

10

47

65

78

105

192

286

460

11

45

64

77

105

191

285

399

12

44

63

76

104

190

283

348

13

43

62

74

102

188

282

306

14

41

60

73

101

187

281

281

15

40

59

72

100

186

279

279

16

39

58

70

98

184

278

278

17

38

57

69

97

183

277

277

18

37

56

68

96

182

276

276

19

36

55

67

95

181

275

275

20

36

54

67

95

181

275

275

21

35

54

66

94

180

274

274

22

34

53

66

94

180

274

274

23

34

53

65

93

179

273

273

24

33

52

65

93

179

272

272

25

32

51

64

92

178

272

272

26

32

51

66

91

177

271

271

27

31

50

69

90

176

270

270

28

30

49

71

90

176

270

270

29

30

49

73

89

175

269

269

30

29

48

77

89

175

268

268

3.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 110 | 122 | 129 | 150 | 268 | 363 | 3 448 |
| 2 | 112 | 124 | 130 | 152 | 269 | 375 | 2 585 |
| 3 | 113 | 126 | 134 | 158 | 266 | 395 | 1 953 |
| 4 | 114 | 128 | 138 | 163 | 264 | 397 | 1 509 |
| 5 | 115 | 130 | 142 | 165 | 265 | 389 | 1 195 |
| 6 | 117 | 133 | 144 | 169 | 265 | 375 | 969 |
| 7 | 119 | 136 | 146 | 171 | 265 | 359 | 801 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 673 |
| 9 | 118 | 137 | 148 | 176 | 265 | 358 | 573 |
| 10 | 118 | 137 | 149 | 177 | 264 | 358 | 493 |
| 11 | 117 | 136 | 149 | 177 | 263 | 357 | 428 |
| 12 | 116 | 135 | 148 | 176 | 262 | 355 | 374 |
| 13 | 115 | 134 | 146 | 174 | 260 | 354 | 354 |
| 14 | 113 | 132 | 144 | 172 | 258 | 352 | 352 |
| 15 | 111 | 130 | 142 | 170 | 256 | 350 | 350 |
| 16 | 109 | 128 | 140 | 168 | 254 | 348 | 348 |
| 17 | 107 | 126 | 138 | 166 | 252 | 346 | 346 |
| 18 | 105 | 124 | 136 | 164 | 250 | 344 | 344 |
| 19 | 103 | 122 | 134 | 162 | 248 | 342 | 342 |
| 20 | 101 | 120 | 133 | 161 | 247 | 340 | 340 |
| 21 | 99 | 118 | 131 | 159 | 245 | 339 | 339 |
| 22 | 98 | 117 | 129 | 157 | 243 | 337 | 337 |
| 23 | 96 | 115 | 127 | 155 | 241 | 335 | 335 |
| 24 | 94 | 113 | 125 | 153 | 239 | 333 | 333 |
| 25 | 92 | 111 | 123 | 152 | 237 | 331 | 331 |
| 26 | 90 | 109 | 122 | 150 | 236 | 330 | 330 |
| 27 | 88 | 107 | 120 | 148 | 234 | 328 | 328 |
| 28 | 87 | 106 | 118 | 146 | 232 | 326 | 326 |
| 29 | 85 | 104 | 116 | 144 | 230 | 324 | 324 |
| 30 | 83 | 102 | 115 | 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

129

150

268

363

3 448

2

112

124

130

152

269

375

2 585

3

113

126

134

158

266

395

1 953

4

114

128

138

163

264

397

1 509

5

115

130

142

165

265

389

1 195

6

117

133

144

169

265

375

969

7

119

136

146

171

265

359

801

8

118

136

147

173

265

359

673

9

118

137

148

176

265

358

573

10

118

137

149

177

264

358

493

11

117

136

149

177

263

357

428

12

116

135

148

176

262

355

374

13

115

134

146

174

260

354

354

14

113

132

144

172

258

352

352

15

111

130

142

170

256

350

350

16

109

128

140

168

254

348

348

17

107

126

138

166

252

346

346

18

105

124

136

164

250

344

344

19

103

122

134

162

248

342

342

20

101

120

133

161

247

340

340

21

99

118

131

159

245

339

339

22

98

117

129

157

243

337

337

23

96

115

127

155

241

335

335

24

94

113

125

153

239

333

333

25

92

111

123

152

237

331

331

26

90

109

122

150

236

330

330

27

88

107

120

148

234

328

328

28

87

106

118

146

232

326

326

29

85

104

116

144

230

324

324

30

83

102

115

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 | 162 | 174 | 180 | 202 | 319 | 415 | 3 827 |
| 2 | 171 | 184 | 190 | 211 | 329 | 425 | 2 806 |
| 3 | 176 | 189 | 197 | 221 | 329 | 424 | 2 088 |
| 4 | 178 | 192 | 202 | 227 | 328 | 423 | 1 598 |
| 5 | 179 | 194 | 205 | 229 | 328 | 422 | 1 258 |
| 6 | 179 | 196 | 207 | 231 | 328 | 421 | 1 016 |
| 7 | 180 | 197 | 208 | 232 | 327 | 420 | 838 |
| 8 | 179 | 196 | 208 | 233 | 325 | 419 | 704 |
| 9 | 178 | 196 | 208 | 235 | 324 | 418 | 599 |
| 10 | 177 | 196 | 208 | 236 | 323 | 417 | 516 |
| 11 | 176 | 195 | 207 | 235 | 321 | 415 | 448 |
| 12 | 173 | 192 | 205 | 233 | 319 | 413 | 413 |
| 13 | 171 | 190 | 202 | 230 | 316 | 410 | 410 |
| 14 | 168 | 187 | 199 | 227 | 313 | 407 | 407 |
| 15 | 165 | 184 | 196 | 224 | 310 | 404 | 404 |
| 16 | 162 | 181 | 193 | 221 | 307 | 401 | 401 |
| 17 | 159 | 178 | 190 | 218 | 304 | 398 | 398 |
| 18 | 156 | 175 | 187 | 215 | 301 | 395 | 395 |
| 19 | 153 | 172 | 184 | 212 | 298 | 392 | 392 |
| 20 | 150 | 169 | 182 | 210 | 296 | 389 | 389 |
| 21 | 147 | 166 | 179 | 207 | 293 | 386 | 386 |
| 22 | 144 | 163 | 176 | 204 | 290 | 383 | 383 |
| 23 | 141 | 160 | 172 | 200 | 286 | 380 | 380 |
| 24 | 138 | 157 | 169 | 197 | 283 | 377 | 377 |
| 25 | 135 | 154 | 166 | 194 | 280 | 374 | 374 |
| 26 | 132 | 151 | 163 | 191 | 277 | 371 | 371 |
| 27 | 129 | 148 | 160 | 188 | 274 | 368 | 368 |
| 28 | 126 | 145 | 158 | 186 | 272 | 365 | 365 |
| 29 | 123 | 142 | 155 | 183 | 269 | 363 | 363 |
| 30 | 121 | 140 | 152 | 180 | 266 | 360 | 360 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

162

174

180

202

319

415

3 827

2

171

184

190

211

329

425

2 806

3

176

189

197

221

329

424

2 088

4

178

192

202

227

328

423

1 598

5

179

194

205

229

328

422

1 258

6

179

196

207

231

328

421

1 016

7

180

197

208

232

327

420

838

8

179

196

208

233

325

419

704

9

178

196

208

235

324

418

599

10

177

196

208

236

323

417

516

11

176

195

207

235

321

415

448

12

173

192

205

233

319

413

413

13

171

190

202

230

316

410

410

14

168

187

199

227

313

407

407

15

165

184

196

224

310

404

404

16

162

181

193

221

307

401

401

17

159

178

190

218

304

398

398

18

156

175

187

215

301

395

395

19

153

172

184

212

298

392

392

20

150

169

182

210

296

389

389

21

147

166

179

207

293

386

386

22

144

163

176

204

290

383

383

23

141

160

172

200

286

380

380

24

138

157

169

197

283

377

377

25

135

154

166

194

280

374

374

26

132

151

163

191

277

371

371

27

129

148

160

188

274

368

368

28

126

145

158

186

272

365

365

29

123

142

155

183

269

363

363

30

121

140

152

180

266

360

360

3.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 28 | 40 | 46 | 68 | 185 | 313 | 3 318 |
| 2 | 29 | 41 | 47 | 69 | 186 | 359 | 2 466 |
| 3 | 28 | 42 | 50 | 74 | 181 | 376 | 1 856 |
| 4 | 28 | 42 | 52 | 77 | 179 | 377 | 1 430 |
| 5 | 29 | 44 | 55 | 79 | 178 | 368 | 1 130 |
| 6 | 30 | 46 | 57 | 81 | 178 | 354 | 914 |
| 7 | 30 | 47 | 58 | 82 | 177 | 338 | 754 |
| 8 | 29 | 47 | 58 | 84 | 176 | 320 | 632 |
| 9 | 29 | 47 | 59 | 86 | 175 | 302 | 537 |
| 10 | 29 | 47 | 60 | 87 | 174 | 284 | 461 |
| 11 | 28 | 47 | 60 | 88 | 174 | 268 | 400 |
| 12 | 28 | 47 | 59 | 87 | 173 | 267 | 350 |
| 13 | 27 | 46 | 59 | 87 | 173 | 266 | 308 |
| 14 | 27 | 46 | 58 | 86 | 172 | 266 | 272 |
| 15 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 16 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 17 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 18 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 19 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 20 | 27 | 46 | 58 | 86 | 172 | 266 | 266 |
| 21 | 27 | 46 | 58 | 86 | 172 | 266 | 266 |
| 22 | 26 | 45 | 58 | 86 | 172 | 266 | 266 |
| 23 | 26 | 45 | 60 | 86 | 172 | 266 | 266 |
| 24 | 26 | 45 | 62 | 85 | 171 | 265 | 265 |
| 25 | 26 | 45 | 65 | 85 | 171 | 265 | 265 |
| 26 | 25 | 44 | 67 | 85 | 171 | 265 | 265 |
| 27 | 25 | 44 | 70 | 85 | 170 | 264 | 264 |
| 28 | 25 | 44 | 72 | 84 | 170 | 264 | 264 |
| 29 | 24 | 43 | 75 | 84 | 170 | 264 | 264 |
| 30 | 24 | 43 | 77 | 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

313

3 318

2

29

41

47

69

186

359

2 466

3

28

42

50

74

181

376

1 856

4

28

42

52

77

179

377

1 430

5

29

44

55

79

178

368

1 130

6

30

46

57

81

178

354

914

7

30

47

58

82

177

338

754

8

29

47

58

84

176

320

632

9

29

47

59

86

175

302

537

10

29

47

60

87

174

284

461

11

28

47

60

88

174

268

400

12

28

47

59

87

173

267

350

13

27

46

59

87

173

266

308

14

27

46

58

86

172

266

272

15

26

45

58

86

172

266

266

16

26

45

58

86

172

266

266

17

26

45

58

86

172

266

266

18

26

45

58

86

172

266

266

19

26

45

58

86

172

266

266

20

27

46

58

86

172

266

266

21

27

46

58

86

172

266

266

22

26

45

58

86

172

266

266

23

26

45

60

86

172

266

266

24

26

45

62

85

171

265

265

25

26

45

65

85

171

265

265

26

25

44

67

85

171

265

265

27

25

44

70

85

170

264

264

28

25

44

72

84

170

264

264

29

24

43

75

84

170

264

264

30

24

43

77

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 | 43 | 65 | 182 | 312 | 3 308 |
| 2 | 27 | 39 | 45 | 67 | 184 | 360 | 2 473 |
| 3 | 28 | 41 | 49 | 73 | 181 | 378 | 1 866 |
| 4 | 29 | 43 | 53 | 78 | 179 | 380 | 1 439 |
| 5 | 31 | 46 | 57 | 81 | 180 | 371 | 1 138 |
| 6 | 32 | 48 | 60 | 84 | 180 | 358 | 921 |
| 7 | 34 | 51 | 62 | 86 | 181 | 341 | 761 |
| 8 | 34 | 52 | 63 | 89 | 181 | 323 | 638 |
| 9 | 35 | 53 | 65 | 92 | 181 | 305 | 543 |
| 10 | 36 | 54 | 67 | 94 | 182 | 287 | 466 |
| 11 | 36 | 55 | 68 | 96 | 182 | 276 | 404 |
| 12 | 37 | 56 | 68 | 96 | 182 | 276 | 354 |
| 13 | 37 | 56 | 68 | 96 | 182 | 276 | 311 |
| 14 | 37 | 55 | 68 | 96 | 182 | 276 | 276 |
| 15 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 16 | 36 | 55 | 68 | 96 | 182 | 275 | 275 |
| 17 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 18 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 19 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 20 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 21 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 22 | 37 | 56 | 68 | 96 | 182 | 276 | 276 |
| 23 | 36 | 55 | 68 | 96 | 182 | 276 | 276 |
| 24 | 36 | 55 | 68 | 96 | 182 | 275 | 275 |
| 25 | 36 | 55 | 67 | 95 | 181 | 275 | 275 |
| 26 | 35 | 54 | 68 | 95 | 181 | 274 | 274 |
| 27 | 35 | 53 | 70 | 94 | 180 | 274 | 274 |
| 28 | 34 | 53 | 73 | 93 | 179 | 273 | 273 |
| 29 | 33 | 52 | 75 | 93 | 179 | 273 | 273 |
| 30 | 33 | 52 | 78 | 92 | 178 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

37

43

65

182

312

3 308

2

27

39

45

67

184

360

2 473

3

28

41

49

73

181

378

1 866

4

29

43

53

78

179

380

1 439

5

31

46

57

81

180

371

1 138

6

32

48

60

84

180

358

921

7

34

51

62

86

181

341

761

8

34

52

63

89

181

323

638

9

35

53

65

92

181

305

543

10

36

54

67

94

182

287

466

11

36

55

68

96

182

276

404

12

37

56

68

96

182

276

354

13

37

56

68

96

182

276

311

14

37

55

68

96

182

276

276

15

36

55

68

96

182

276

276

16

36

55

68

96

182

275

275

17

36

55

68

96

182

276

276

18

36

55

68

96

182

276

276

19

36

55

68

96

182

276

276

20

37

56

68

96

182

276

276

21

37

56

68

96

182

276

276

22

37

56

68

96

182

276

276

23

36

55

68

96

182

276

276

24

36

55

68

96

182

275

275

25

36

55

67

95

181

275

275

26

35

54

68

95

181

274

274

27

35

53

70

94

180

274

274

28

34

53

73

93

179

273

273

29

33

52

75

93

179

273

273

30

33

52

78

92

178

272

272

3.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 121 | 134 | 140 | 161 | 279 | 375 | 3 630 |
| 2 | 120 | 133 | 139 | 160 | 278 | 390 | 2 709 |
| 3 | 119 | 132 | 140 | 164 | 272 | 409 | 2 039 |
| 4 | 118 | 132 | 142 | 167 | 269 | 410 | 1 569 |
| 5 | 118 | 134 | 145 | 168 | 268 | 401 | 1 238 |
| 6 | 119 | 135 | 146 | 170 | 267 | 385 | 1 000 |
| 7 | 119 | 136 | 147 | 171 | 266 | 367 | 824 |
| 8 | 118 | 136 | 147 | 173 | 265 | 359 | 690 |
| 9 | 118 | 136 | 148 | 175 | 264 | 358 | 585 |
| 10 | 117 | 136 | 149 | 176 | 263 | 357 | 502 |
| 11 | 117 | 136 | 148 | 176 | 263 | 356 | 435 |
| 12 | 116 | 135 | 147 | 175 | 261 | 355 | 380 |
| 13 | 115 | 134 | 146 | 174 | 260 | 354 | 354 |
| 14 | 114 | 132 | 145 | 173 | 259 | 353 | 353 |
| 15 | 111 | 130 | 143 | 171 | 257 | 351 | 351 |
| 16 | 109 | 128 | 141 | 169 | 255 | 349 | 349 |
| 17 | 107 | 126 | 138 | 166 | 252 | 346 | 346 |
| 18 | 105 | 124 | 136 | 164 | 250 | 344 | 344 |
| 19 | 103 | 122 | 134 | 162 | 248 | 342 | 342 |
| 20 | 101 | 120 | 132 | 160 | 246 | 340 | 340 |
| 21 | 98 | 117 | 130 | 158 | 244 | 338 | 338 |
| 22 | 96 | 115 | 128 | 156 | 242 | 336 | 336 |
| 23 | 94 | 113 | 126 | 154 | 240 | 333 | 333 |
| 24 | 92 | 111 | 123 | 151 | 237 | 331 | 331 |
| 25 | 90 | 109 | 121 | 149 | 235 | 329 | 329 |
| 26 | 88 | 107 | 119 | 147 | 233 | 327 | 327 |
| 27 | 85 | 104 | 117 | 145 | 231 | 325 | 325 |
| 28 | 83 | 102 | 115 | 143 | 229 | 323 | 323 |
| 29 | 81 | 100 | 113 | 141 | 227 | 321 | 321 |
| 30 | 80 | 98 | 111 | 139 | 225 | 319 | 319 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

121

134

140

161

279

375

3 630

2

120

133

139

160

278

390

2 709

3

119

132

140

164

272

409

2 039

4

118

132

142

167

269

410

1 569

5

118

134

145

168

268

401

1 238

6

119

135

146

170

267

385

1 000

7

119

136

147

171

266

367

824

8

118

136

147

173

265

359

690

9

118

136

148

175

264

358

585

10

117

136

149

176

263

357

502

11

117

136

148

176

263

356

435

12

116

135

147

175

261

355

380

13

115

134

146

174

260

354

354

14

114

132

145

173

259

353

353

15

111

130

143

171

257

351

351

16

109

128

141

169

255

349

349

17

107

126

138

166

252

346

346

18

105

124

136

164

250

344

344

19

103

122

134

162

248

342

342

20

101

120

132

160

246

340

340

21

98

117

130

158

244

338

338

22

96

115

128

156

242

336

336

23

94

113

126

154

240

333

333

24

92

111

123

151

237

331

331

25

90

109

121

149

235

329

329

26

88

107

119

147

233

327

327

27

85

104

117

145

231

325

325

28

83

102

115

143

229

323

323

29

81

100

113

141

227

321

321

30

80

98

111

139

225

319

319

3.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 8 | 14 | 36 | 153 | 305 | 3 229 |
| 2 | 0 | 10 | 16 | 38 | 155 | 351 | 2 409 |
| 3 | 1 | 12 | 20 | 44 | 151 | 369 | 1 815 |
| 4 | 1 | 14 | 24 | 49 | 150 | 370 | 1 400 |
| 5 | 1 | 16 | 28 | 51 | 151 | 362 | 1 107 |
| 6 | 3 | 19 | 31 | 55 | 151 | 348 | 896 |
| 7 | 5 | 22 | 33 | 57 | 152 | 332 | 739 |
| 8 | 5 | 23 | 34 | 60 | 152 | 314 | 620 |
| 9 | 6 | 24 | 35 | 63 | 152 | 296 | 526 |
| 10 | 6 | 24 | 37 | 64 | 152 | 278 | 452 |
| 11 | 6 | 25 | 37 | 65 | 151 | 261 | 392 |
| 12 | 6 | 24 | 37 | 65 | 151 | 245 | 342 |
| 13 | 5 | 24 | 37 | 65 | 151 | 245 | 301 |
| 14 | 5 | 24 | 37 | 65 | 150 | 244 | 266 |
| 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 |
| 16 | 6 | 23 | 41 | 64 | 150 | 244 | 244 |
| 17 | 6 | 23 | 44 | 64 | 150 | 244 | 244 |
| 18 | 7 | 23 | 47 | 64 | 150 | 244 | 244 |
| 19 | 7 | 24 | 49 | 64 | 150 | 244 | 244 |
| 20 | 7 | 24 | 51 | 65 | 151 | 245 | 245 |
| 21 | 7 | 25 | 54 | 65 | 151 | 245 | 245 |
| 22 | 8 | 25 | 56 | 65 | 151 | 245 | 245 |
| 23 | 8 | 25 | 58 | 66 | 152 | 245 | 245 |
| 24 | 9 | 25 | 61 | 66 | 152 | 246 | 246 |
| 25 | 9 | 25 | 63 | 68 | 152 | 246 | 246 |
| 26 | 9 | 25 | 66 | 70 | 152 | 246 | 246 |
| 27 | 10 | 26 | 68 | 72 | 152 | 246 | 246 |
| 28 | 10 | 26 | 71 | 73 | 152 | 246 | 246 |
| 29 | 11 | 26 | 73 | 75 | 152 | 246 | 246 |
| 30 | 11 | 26 | 76 | 77 | 152 | 246 | 246 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

14

36

153

305

3 229

2

0

10

16

38

155

351

2 409

3

1

12

20

44

151

369

1 815

4

1

14

24

49

150

370

1 400

5

1

16

28

51

151

362

1 107

6

3

19

31

55

151

348

896

7

5

22

33

57

152

332

739

8

5

23

34

60

152

314

620

9

6

24

35

63

152

296

526

10

6

24

37

64

152

278

452

11

6

25

37

65

151

261

392

12

6

24

37

65

151

245

342

13

5

24

37

65

151

245

301

14

5

24

37

65

150

244

266

15

6

24

40

64

150

244

244

16

6

23

41

64

150

244

244

17

6

23

44

64

150

244

244

18

7

23

47

64

150

244

244

19

7

24

49

64

150

244

244

20

7

24

51

65

151

245

245

21

7

25

54

65

151

245

245

22

8

25

56

65

151

245

245

23

8

25

58

66

152

245

245

24

9

25

61

66

152

246

246

25

9

25

63

68

152

246

246

26

9

25

66

70

152

246

246

27

10

26

68

72

152

246

246

28

10

26

71

73

152

246

246

29

11

26

73

75

152

246

246

30

11

26

76

77

152

246

246

3.29.   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 43 | 50 | 71 | 189 | 310 | 3 284 |
| 2 | 32 | 44 | 50 | 72 | 189 | 356 | 2 444 |
| 3 | 30 | 43 | 52 | 76 | 183 | 373 | 1 838 |
| 4 | 29 | 43 | 53 | 78 | 180 | 373 | 1 415 |
| 5 | 29 | 44 | 56 | 79 | 179 | 364 | 1 117 |
| 6 | 32 | 48 | 59 | 83 | 180 | 350 | 903 |
| 7 | 30 | 47 | 57 | 82 | 177 | 334 | 744 |
| 8 | 33 | 51 | 62 | 88 | 180 | 316 | 624 |
| 9 | 33 | 51 | 63 | 90 | 179 | 298 | 530 |
| 10 | 28 | 46 | 59 | 86 | 174 | 280 | 455 |
| 11 | 24 | 42 | 55 | 83 | 169 | 263 | 394 |
| 12 | 20 | 39 | 52 | 80 | 166 | 260 | 344 |
| 13 | 18 | 37 | 50 | 78 | 164 | 257 | 302 |
| 14 | 16 | 35 | 48 | 76 | 162 | 256 | 267 |
| 15 | 15 | 34 | 46 | 74 | 160 | 254 | 254 |
| 16 | 13 | 32 | 45 | 73 | 159 | 253 | 253 |
| 17 | 13 | 31 | 44 | 72 | 158 | 252 | 252 |
| 18 | 12 | 31 | 47 | 71 | 157 | 251 | 251 |
| 19 | 12 | 30 | 49 | 71 | 157 | 251 | 251 |
| 20 | 12 | 30 | 51 | 71 | 157 | 251 | 251 |
| 21 | 12 | 30 | 54 | 71 | 157 | 251 | 251 |
| 22 | 12 | 30 | 56 | 71 | 157 | 251 | 251 |
| 23 | 11 | 30 | 58 | 71 | 157 | 251 | 251 |
| 24 | 11 | 30 | 61 | 71 | 157 | 251 | 251 |
| 25 | 11 | 30 | 63 | 71 | 157 | 250 | 250 |
| 26 | 11 | 30 | 66 | 70 | 156 | 250 | 250 |
| 27 | 11 | 30 | 68 | 71 | 156 | 250 | 250 |
| 28 | 11 | 30 | 71 | 73 | 156 | 250 | 250 |
| 29 | 11 | 30 | 73 | 75 | 156 | 250 | 250 |
| 30 | 11 | 29 | 76 | 77 | 156 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

43

50

71

189

310

3 284

2

32

44

50

72

189

356

2 444

3

30

43

52

76

183

373

1 838

4

29

43

53

78

180

373

1 415

5

29

44

56

79

179

364

1 117

6

32

48

59

83

180

350

903

7

30

47

57

82

177

334

744

8

33

51

62

88

180

316

624

9

33

51

63

90

179

298

530

10

28

46

59

86

174

280

455

11

24

42

55

83

169

263

394

12

20

39

52

80

166

260

344

13

18

37

50

78

164

257

302

14

16

35

48

76

162

256

267

15

15

34

46

74

160

254

254

16

13

32

45

73

159

253

253

17

13

31

44

72

158

252

252

18

12

31

47

71

157

251

251

19

12

30

49

71

157

251

251

20

12

30

51

71

157

251

251

21

12

30

54

71

157

251

251

22

12

30

56

71

157

251

251

23

11

30

58

71

157

251

251

24

11

30

61

71

157

251

251

25

11

30

63

71

157

250

250

26

11

30

66

70

156

250

250

27

11

30

68

71

156

250

250

28

11

30

71

73

156

250

250

29

11

30

73

75

156

250

250

30

11

29

76

77

156

250

250

3.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 202 | 214 | 221 | 242 | 360 | 455 | 4 446 |
| 2 | 199 | 211 | 217 | 239 | 356 | 476 | 3 376 |
| 3 | 193 | 207 | 215 | 239 | 346 | 506 | 2 572 |
| 4 | 189 | 203 | 213 | 238 | 340 | 511 | 1 991 |
| 5 | 185 | 200 | 211 | 235 | 335 | 502 | 1 574 |
| 6 | 182 | 198 | 209 | 233 | 330 | 484 | 1 271 |
| 7 | 179 | 196 | 206 | 231 | 325 | 461 | 1 044 |
| 8 | 174 | 192 | 203 | 229 | 321 | 436 | 871 |
| 9 | 171 | 189 | 200 | 228 | 317 | 411 | 737 |
| 10 | 167 | 185 | 198 | 226 | 313 | 406 | 630 |
| 11 | 163 | 182 | 194 | 222 | 308 | 402 | 544 |
| 12 | 159 | 178 | 190 | 218 | 304 | 398 | 473 |
| 13 | 155 | 174 | 186 | 214 | 300 | 394 | 414 |
| 14 | 151 | 170 | 182 | 210 | 296 | 390 | 390 |
| 15 | 147 | 166 | 179 | 207 | 293 | 387 | 387 |
| 16 | 144 | 163 | 175 | 203 | 289 | 383 | 383 |
| 17 | 141 | 160 | 172 | 200 | 286 | 380 | 380 |
| 18 | 138 | 156 | 169 | 197 | 283 | 377 | 377 |
| 19 | 135 | 153 | 166 | 194 | 280 | 374 | 374 |
| 20 | 132 | 151 | 163 | 191 | 277 | 371 | 371 |
| 21 | 129 | 148 | 160 | 188 | 274 | 368 | 368 |
| 22 | 126 | 145 | 157 | 185 | 271 | 365 | 365 |
| 23 | 123 | 142 | 155 | 183 | 269 | 362 | 362 |
| 24 | 120 | 139 | 152 | 180 | 266 | 360 | 360 |
| 25 | 118 | 137 | 149 | 177 | 263 | 357 | 357 |
| 26 | 115 | 134 | 147 | 175 | 261 | 354 | 354 |
| 27 | 113 | 132 | 144 | 172 | 258 | 352 | 352 |
| 28 | 110 | 129 | 142 | 170 | 256 | 349 | 349 |
| 29 | 108 | 127 | 139 | 167 | 253 | 347 | 347 |
| 30 | 106 | 124 | 137 | 165 | 251 | 345 | 345 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

202

214

221

242

360

455

4 446

2

199

211

217

239

356

476

3 376

3

193

207

215

239

346

506

2 572

4

189

203

213

238

340

511

1 991

5

185

200

211

235

335

502

1 574

6

182

198

209

233

330

484

1 271

7

179

196

206

231

325

461

1 044

8

174

192

203

229

321

436

871

9

171

189

200

228

317

411

737

10

167

185

198

226

313

406

630

11

163

182

194

222

308

402

544

12

159

178

190

218

304

398

473

13

155

174

186

214

300

394

414

14

151

170

182

210

296

390

390

15

147

166

179

207

293

387

387

16

144

163

175

203

289

383

383

17

141

160

172

200

286

380

380

18

138

156

169

197

283

377

377

19

135

153

166

194

280

374

374

20

132

151

163

191

277

371

371

21

129

148

160

188

274

368

368

22

126

145

157

185

271

365

365

23

123

142

155

183

269

362

362

24

120

139

152

180

266

360

360

25

118

137

149

177

263

357

357

26

115

134

147

175

261

354

354

27

113

132

144

172

258

352

352

28

110

129

142

170

256

349

349

29

108

127

139

167

253

347

347

30

106

124

137

165

251

345

345

3.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 25 | 51 | 169 | 305 | 3 228 |
| 2 | 0 | 14 | 25 | 51 | 169 | 351 | 2 407 |
| 3 | 1 | 17 | 28 | 55 | 166 | 369 | 1 815 |
| 4 | 1 | 20 | 31 | 61 | 165 | 370 | 1 398 |
| 5 | 3 | 23 | 36 | 66 | 166 | 361 | 1 105 |
| 6 | 5 | 26 | 39 | 68 | 166 | 348 | 894 |
| 7 | 8 | 30 | 42 | 71 | 167 | 331 | 738 |
| 8 | 10 | 34 | 45 | 74 | 167 | 314 | 618 |
| 9 | 12 | 37 | 49 | 76 | 167 | 296 | 526 |
| 10 | 13 | 39 | 51 | 77 | 167 | 278 | 452 |
| 11 | 14 | 40 | 52 | 78 | 167 | 261 | 391 |
| 12 | 15 | 42 | 54 | 79 | 167 | 261 | 342 |
| 13 | 16 | 43 | 54 | 80 | 167 | 261 | 301 |
| 14 | 16 | 44 | 55 | 80 | 167 | 261 | 266 |
| 15 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 16 | 16 | 44 | 55 | 80 | 167 | 260 | 260 |
| 17 | 16 | 44 | 55 | 80 | 167 | 260 | 260 |
| 18 | 16 | 44 | 55 | 80 | 167 | 260 | 260 |
| 19 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 20 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 21 | 16 | 44 | 55 | 80 | 167 | 261 | 261 |
| 22 | 16 | 44 | 56 | 80 | 167 | 261 | 261 |
| 23 | 16 | 44 | 58 | 80 | 167 | 261 | 261 |
| 24 | 16 | 44 | 61 | 80 | 167 | 261 | 261 |
| 25 | 16 | 44 | 63 | 80 | 167 | 261 | 261 |
| 26 | 16 | 44 | 66 | 80 | 167 | 260 | 260 |
| 27 | 16 | 44 | 68 | 80 | 166 | 260 | 260 |
| 28 | 16 | 44 | 71 | 80 | 166 | 260 | 260 |
| 29 | 16 | 44 | 73 | 80 | 166 | 260 | 260 |
| 30 | 16 | 44 | 75 | 80 | 165 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

25

51

169

305

3 228

2

0

14

25

51

169

351

2 407

3

1

17

28

55

166

369

1 815

4

1

20

31

61

165

370

1 398

5

3

23

36

66

166

361

1 105

6

5

26

39

68

166

348

894

7

8

30

42

71

167

331

738

8

10

34

45

74

167

314

618

9

12

37

49

76

167

296

526

10

13

39

51

77

167

278

452

11

14

40

52

78

167

261

391

12

15

42

54

79

167

261

342

13

16

43

54

80

167

261

301

14

16

44

55

80

167

261

266

15

16

44

55

80

167

261

261

16

16

44

55

80

167

260

260

17

16

44

55

80

167

260

260

18

16

44

55

80

167

260

260

19

16

44

55

80

167

261

261

20

16

44

55

80

167

261

261

21

16

44

55

80

167

261

261

22

16

44

56

80

167

261

261

23

16

44

58

80

167

261

261

24

16

44

61

80

167

261

261

25

16

44

63

80

167

261

261

26

16

44

66

80

167

260

260

27

16

44

68

80

166

260

260

28

16

44

71

80

166

260

260

29

16

44

73

80

166

260

260

30

16

44

75

80

165

259

259

3.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 14 | 132 | 303 | 3 200 |
| 2 | 0 | 1 | 6 | 14 | 131 | 347 | 2 375 |
| 3 | 1 | 1 | 9 | 17 | 124 | 363 | 1 785 |
| 4 | 1 | 3 | 11 | 20 | 121 | 363 | 1 374 |
| 5 | 1 | 4 | 14 | 22 | 120 | 354 | 1 085 |
| 6 | 2 | 4 | 16 | 25 | 119 | 341 | 877 |
| 7 | 2 | 6 | 19 | 27 | 119 | 324 | 723 |
| 8 | 2 | 6 | 22 | 30 | 119 | 307 | 606 |
| 9 | 3 | 7 | 24 | 33 | 119 | 289 | 515 |
| 10 | 4 | 8 | 26 | 35 | 119 | 272 | 442 |
| 11 | 4 | 9 | 29 | 37 | 119 | 255 | 384 |
| 12 | 4 | 10 | 31 | 39 | 119 | 239 | 335 |
| 13 | 4 | 10 | 34 | 41 | 119 | 224 | 295 |
| 14 | 4 | 12 | 36 | 43 | 119 | 213 | 261 |
| 15 | 6 | 12 | 38 | 45 | 120 | 214 | 232 |
| 16 | 6 | 13 | 41 | 48 | 120 | 214 | 214 |
| 17 | 6 | 14 | 43 | 50 | 120 | 214 | 214 |
| 18 | 6 | 15 | 46 | 52 | 123 | 215 | 215 |
| 19 | 7 | 15 | 48 | 54 | 125 | 215 | 215 |
| 20 | 7 | 17 | 50 | 56 | 127 | 216 | 216 |
| 21 | 7 | 17 | 53 | 58 | 128 | 216 | 216 |
| 22 | 8 | 18 | 55 | 60 | 130 | 216 | 216 |
| 23 | 8 | 18 | 57 | 62 | 132 | 217 | 217 |
| 24 | 8 | 20 | 59 | 64 | 133 | 217 | 217 |
| 25 | 9 | 20 | 62 | 66 | 135 | 217 | 217 |
| 26 | 9 | 21 | 64 | 68 | 137 | 217 | 217 |
| 27 | 10 | 23 | 67 | 70 | 138 | 217 | 217 |
| 28 | 10 | 23 | 69 | 71 | 139 | 217 | 217 |
| 29 | 10 | 24 | 72 | 73 | 140 | 217 | 217 |
| 30 | 11 | 25 | 74 | 75 | 141 | 217 | 217 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

14

132

303

3 200

2

0

1

6

14

131

347

2 375

3

1

1

9

17

124

363

1 785

4

1

3

11

20

121

363

1 374

5

1

4

14

22

120

354

1 085

6

2

4

16

25

119

341

877

7

2

6

19

27

119

324

723

8

2

6

22

30

119

307

606

9

3

7

24

33

119

289

515

10

4

8

26

35

119

272

442

11

4

9

29

37

119

255

384

12

4

10

31

39

119

239

335

13

4

10

34

41

119

224

295

14

4

12

36

43

119

213

261

15

6

12

38

45

120

214

232

16

6

13

41

48

120

214

214

17

6

14

43

50

120

214

214

18

6

15

46

52

123

215

215

19

7

15

48

54

125

215

215

20

7

17

50

56

127

216

216

21

7

17

53

58

128

216

216

22

8

18

55

60

130

216

216

23

8

18

57

62

132

217

217

24

8

20

59

64

133

217

217

25

9

20

62

66

135

217

217

26

9

21

64

68

137

217

217

27

10

23

67

70

138

217

217

28

10

23

69

71

139

217

217

29

10

24

72

73

140

217

217

30

11

25

74

75

141

217

217

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 3 |
| Euro | Belgium | 3 |
| Euro | Cyprus | 3 |
| Euro | Estonia | 3 |
| Euro | Finland | 3 |
| Euro | France | 3 |
| Euro | Germany | 3 |
| Euro | Greece | 3 |
| Euro | Ireland | 3 |
| Euro | Italy | 3 |
| Euro | Latvia | 3 |
| Euro | Lithuania | 3 |
| Euro | Luxembourg | 3 |
| Euro | Malta | 3 |
| Euro | Netherlands | 3 |
| Euro | Portugal | 3 |
| Euro | Slovakia | 3 |
| Euro | Slovenia | 3 |
| Euro | Spain | 3 |
| Czech koruna | Czech Republic | 21 |
| Danish krone | Denmark | 47 |
| Forint | Hungary | 8 |
| Krona | Sweden | 11 |
| Kuna | Croatia | -0 |
| Lev | Bulgaria | -4 |
| Pound sterling | United Kingdom | 3 |
| Romanian leu | Romania | 5 |
| Zloty | Poland | 17 |
| Króna | Iceland | -7 |
| Norwegian krone | Norway | 32 |
| Swiss franc | Liechtenstein | 4 |
| Swiss franc | Switzerland | 4 |
| Australian dollar | Australia | 15 |
| Canadian dollar | Canada | 39 |
| Renminbi-yuan | China | 34 |
| Hong Kong dollar | Hong Kong | 2 |
| US dollar | United States | 23 |
| Yen | Japan | 4 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

3

Euro

Belgium

3

Euro

Cyprus

3

Euro

Estonia

3

Euro

Finland

3

Euro

France

3

Euro

Germany

3

Euro

Greece

3

Euro

Ireland

3

Euro

Italy

3

Euro

Latvia

3

Euro

Lithuania

3

Euro

Luxembourg

3

Euro

Malta

3

Euro

Netherlands

3

Euro

Portugal

3

Euro

Slovakia

3

Euro

Slovenia

3

Euro

Spain

3

Czech koruna

Czech Republic

21

Danish krone

Denmark

47

Forint

Hungary

8

Krona

Sweden

11

Kuna

Croatia

-0

Lev

Bulgaria

-4

Pound sterling

United Kingdom

3

Romanian leu

Romania

5

Zloty

Poland

17

Króna

Iceland

-7

Norwegian krone

Norway

32

Swiss franc

Liechtenstein

4

Swiss franc

Switzerland

4

Australian dollar

Australia

15

Canadian dollar

Canada

39

Renminbi-yuan

China

34

Hong Kong dollar

Hong Kong

2

US dollar

United States

23

Yen

Japan

4

---