# L_2022207EN.01002401.xml

| 9.8.2022 | EN | Official Journal of the European Union | L 207/24 |
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9.8.2022

EN

Official Journal of the European Union

L 207/24

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COMMISSION IMPLEMENTING REGULATION (EU) 2022/1384

of 8 August 2022

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2022 market data. That information was published on 5 July 2022 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 5 July 2022, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2022 market data. That information was published on 5 July 2022 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 June 2022 until 29 September 2022.

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

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

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

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

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

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

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

Article 2

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

It shall apply from 30 June 2022.

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

Done at Brussels, 8 August 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 | 0,736  % | 6,898  % | 0,726  % | 7,171  % | 2,361  % | 0,728  % |
| 2 | 1,266  % | 6,595  % | 1,256  % | 7,702  % | 2,421  % | 1,426  % |
| 3 | 1,449  % | 6,113  % | 1,439  % | 8,015  % | 2,504  % | 1,924  % |
| 4 | 1,610  % | 5,661  % | 1,600  % | 8,220  % | 2,574  % | 2,325  % |
| 5 | 1,687  % | 5,324  % | 1,677  % | 8,313  % | 2,619  % | 2,675  % |
| 6 | 1,782  % | 5,112  % | 1,771  % | 8,337  % | 2,639  % | 3,005  % |
| 7 | 1,863  % | 4,982  % | 1,853  % | 8,309  % | 2,650  % | 3,328  % |
| 8 | 1,942  % | 4,899  % | 1,932  % | 8,240  % | 2,660  % | 3,664  % |
| 9 | 2,017  % | 4,844  % | 2,007  % | 8,143  % | 2,676  % | 3,964  % |
| 10 | 2,089  % | 4,808  % | 2,079  % | 8,036  % | 2,700  % | 4,189  % |
| 11 | 2,178  % | 4,783  % | 2,168  % | 7,926  % | 2,733  % | 4,352  % |
| 12 | 2,207  % | 4,764  % | 2,197  % | 7,831  % | 2,771  % | 4,470  % |
| 13 | 2,238  % | 4,748  % | 2,227  % | 7,756  % | 2,810  % | 4,553  % |
| 14 | 2,269  % | 4,732  % | 2,259  % | 7,704  % | 2,847  % | 4,611  % |
| 15 | 2,285  % | 4,713  % | 2,274  % | 7,678  % | 2,881  % | 4,649  % |
| 16 | 2,275  % | 4,692  % | 2,264  % | 7,646  % | 2,913  % | 4,672  % |
| 17 | 2,249  % | 4,668  % | 2,239  % | 7,602  % | 2,942  % | 4,683  % |
| 18 | 2,218  % | 4,643  % | 2,208  % | 7,549  % | 2,969  % | 4,686  % |
| 19 | 2,190  % | 4,617  % | 2,180  % | 7,489  % | 2,993  % | 4,681  % |
| 20 | 2,170  % | 4,590  % | 2,160  % | 7,425  % | 3,015  % | 4,671  % |
| 21 | 2,161  % | 4,563  % | 2,151  % | 7,358  % | 3,036  % | 4,657  % |
| 22 | 2,161  % | 4,535  % | 2,151  % | 7,290  % | 3,054  % | 4,640  % |
| 23 | 2,168  % | 4,509  % | 2,159  % | 7,221  % | 3,071  % | 4,621  % |
| 24 | 2,181  % | 4,482  % | 2,172  % | 7,152  % | 3,087  % | 4,600  % |
| 25 | 2,197  % | 4,456  % | 2,188  % | 7,083  % | 3,101  % | 4,578  % |
| 26 | 2,216  % | 4,431  % | 2,207  % | 7,016  % | 3,115  % | 4,555  % |
| 27 | 2,237  % | 4,406  % | 2,229  % | 6,950  % | 3,127  % | 4,532  % |
| 28 | 2,260  % | 4,382  % | 2,251  % | 6,886  % | 3,139  % | 4,509  % |
| 29 | 2,283  % | 4,359  % | 2,275  % | 6,823  % | 3,149  % | 4,485  % |
| 30 | 2,307  % | 4,336  % | 2,299  % | 6,762  % | 3,159  % | 4,462  % |
| 31 | 2,330  % | 4,314  % | 2,323  % | 6,704  % | 3,169  % | 4,439  % |
| 32 | 2,354  % | 4,293  % | 2,347  % | 6,647  % | 3,177  % | 4,417  % |
| 33 | 2,378  % | 4,273  % | 2,371  % | 6,592  % | 3,186  % | 4,395  % |
| 34 | 2,401  % | 4,253  % | 2,394  % | 6,540  % | 3,193  % | 4,374  % |
| 35 | 2,424  % | 4,234  % | 2,418  % | 6,489  % | 3,201  % | 4,353  % |
| 36 | 2,447  % | 4,216  % | 2,440  % | 6,440  % | 3,208  % | 4,332  % |
| 37 | 2,469  % | 4,198  % | 2,462  % | 6,393  % | 3,214  % | 4,313  % |
| 38 | 2,490  % | 4,181  % | 2,484  % | 6,348  % | 3,220  % | 4,294  % |
| 39 | 2,511  % | 4,165  % | 2,505  % | 6,304  % | 3,226  % | 4,275  % |
| 40 | 2,531  % | 4,149  % | 2,525  % | 6,262  % | 3,232  % | 4,257  % |
| 41 | 2,551  % | 4,134  % | 2,545  % | 6,222  % | 3,237  % | 4,240  % |
| 42 | 2,570  % | 4,119  % | 2,564  % | 6,184  % | 3,242  % | 4,223  % |
| 43 | 2,588  % | 4,105  % | 2,582  % | 6,147  % | 3,247  % | 4,207  % |
| 44 | 2,606  % | 4,091  % | 2,600  % | 6,111  % | 3,252  % | 4,191  % |
| 45 | 2,623  % | 4,078  % | 2,617  % | 6,077  % | 3,256  % | 4,176  % |
| 46 | 2,639  % | 4,065  % | 2,634  % | 6,043  % | 3,260  % | 4,161  % |
| 47 | 2,655  % | 4,053  % | 2,650  % | 6,012  % | 3,264  % | 4,147  % |
| 48 | 2,671  % | 4,041  % | 2,666  % | 5,981  % | 3,268  % | 4,134  % |
| 49 | 2,686  % | 4,030  % | 2,681  % | 5,952  % | 3,272  % | 4,120  % |
| 50 | 2,700  % | 4,019  % | 2,695  % | 5,923  % | 3,275  % | 4,108  % |
| 51 | 2,714  % | 4,008  % | 2,710  % | 5,896  % | 3,279  % | 4,095  % |
| 52 | 2,728  % | 3,998  % | 2,723  % | 5,869  % | 3,282  % | 4,083  % |
| 53 | 2,741  % | 3,988  % | 2,736  % | 5,844  % | 3,285  % | 4,072  % |
| 54 | 2,754  % | 3,978  % | 2,749  % | 5,819  % | 3,288  % | 4,061  % |
| 55 | 2,766  % | 3,969  % | 2,761  % | 5,796  % | 3,291  % | 4,050  % |
| 56 | 2,778  % | 3,960  % | 2,773  % | 5,773  % | 3,294  % | 4,040  % |
| 57 | 2,789  % | 3,951  % | 2,785  % | 5,750  % | 3,297  % | 4,029  % |
| 58 | 2,800  % | 3,943  % | 2,796  % | 5,729  % | 3,299  % | 4,020  % |
| 59 | 2,811  % | 3,935  % | 2,807  % | 5,708  % | 3,302  % | 4,010  % |
| 60 | 2,822  % | 3,927  % | 2,817  % | 5,688  % | 3,304  % | 4,001  % |
| 61 | 2,832  % | 3,919  % | 2,828  % | 5,669  % | 3,307  % | 3,992  % |
| 62 | 2,842  % | 3,912  % | 2,838  % | 5,650  % | 3,309  % | 3,984  % |
| 63 | 2,851  % | 3,905  % | 2,847  % | 5,632  % | 3,311  % | 3,975  % |
| 64 | 2,860  % | 3,898  % | 2,856  % | 5,614  % | 3,314  % | 3,967  % |
| 65 | 2,869  % | 3,891  % | 2,865  % | 5,597  % | 3,316  % | 3,959  % |
| 66 | 2,878  % | 3,884  % | 2,874  % | 5,580  % | 3,318  % | 3,951  % |
| 67 | 2,886  % | 3,878  % | 2,883  % | 5,564  % | 3,320  % | 3,944  % |
| 68 | 2,895  % | 3,871  % | 2,891  % | 5,549  % | 3,322  % | 3,937  % |
| 69 | 2,903  % | 3,865  % | 2,899  % | 5,533  % | 3,323  % | 3,930  % |
| 70 | 2,910  % | 3,860  % | 2,907  % | 5,519  % | 3,325  % | 3,923  % |
| 71 | 2,918  % | 3,854  % | 2,914  % | 5,504  % | 3,327  % | 3,916  % |
| 72 | 2,925  % | 3,848  % | 2,922  % | 5,490  % | 3,329  % | 3,910  % |
| 73 | 2,932  % | 3,843  % | 2,929  % | 5,477  % | 3,330  % | 3,904  % |
| 74 | 2,939  % | 3,838  % | 2,936  % | 5,463  % | 3,332  % | 3,898  % |
| 75 | 2,946  % | 3,832  % | 2,943  % | 5,450  % | 3,334  % | 3,892  % |
| 76 | 2,953  % | 3,827  % | 2,949  % | 5,438  % | 3,335  % | 3,886  % |
| 77 | 2,959  % | 3,822  % | 2,956  % | 5,426  % | 3,337  % | 3,880  % |
| 78 | 2,965  % | 3,818  % | 2,962  % | 5,414  % | 3,338  % | 3,875  % |
| 79 | 2,971  % | 3,813  % | 2,968  % | 5,402  % | 3,339  % | 3,869  % |
| 80 | 2,977  % | 3,809  % | 2,974  % | 5,391  % | 3,341  % | 3,864  % |
| 81 | 2,983  % | 3,804  % | 2,980  % | 5,380  % | 3,342  % | 3,859  % |
| 82 | 2,989  % | 3,800  % | 2,986  % | 5,369  % | 3,344  % | 3,854  % |
| 83 | 2,994  % | 3,796  % | 2,991  % | 5,359  % | 3,345  % | 3,849  % |
| 84 | 3,000  % | 3,792  % | 2,997  % | 5,348  % | 3,346  % | 3,844  % |
| 85 | 3,005  % | 3,787  % | 3,002  % | 5,338  % | 3,347  % | 3,840  % |
| 86 | 3,010  % | 3,784  % | 3,007  % | 5,329  % | 3,348  % | 3,835  % |
| 87 | 3,015  % | 3,780  % | 3,012  % | 5,319  % | 3,350  % | 3,831  % |
| 88 | 3,020  % | 3,776  % | 3,017  % | 5,310  % | 3,351  % | 3,826  % |
| 89 | 3,025  % | 3,772  % | 3,022  % | 5,300  % | 3,352  % | 3,822  % |
| 90 | 3,030  % | 3,769  % | 3,027  % | 5,292  % | 3,353  % | 3,818  % |
| 91 | 3,034  % | 3,765  % | 3,032  % | 5,283  % | 3,354  % | 3,814  % |
| 92 | 3,039  % | 3,762  % | 3,036  % | 5,274  % | 3,355  % | 3,810  % |
| 93 | 3,043  % | 3,758  % | 3,041  % | 5,266  % | 3,356  % | 3,806  % |
| 94 | 3,048  % | 3,755  % | 3,045  % | 5,258  % | 3,357  % | 3,802  % |
| 95 | 3,052  % | 3,752  % | 3,049  % | 5,250  % | 3,358  % | 3,799  % |
| 96 | 3,056  % | 3,749  % | 3,053  % | 5,242  % | 3,359  % | 3,795  % |
| 97 | 3,060  % | 3,746  % | 3,057  % | 5,234  % | 3,360  % | 3,791  % |
| 98 | 3,064  % | 3,743  % | 3,061  % | 5,227  % | 3,361  % | 3,788  % |
| 99 | 3,068  % | 3,740  % | 3,065  % | 5,219  % | 3,362  % | 3,785  % |
| 100 | 3,072  % | 3,737  % | 3,069  % | 5,212  % | 3,363  % | 3,781  % |
| 101 | 3,075  % | 3,734  % | 3,073  % | 5,205  % | 3,364  % | 3,778  % |
| 102 | 3,079  % | 3,731  % | 3,077  % | 5,198  % | 3,364  % | 3,775  % |
| 103 | 3,083  % | 3,728  % | 3,080  % | 5,191  % | 3,365  % | 3,771  % |
| 104 | 3,086  % | 3,726  % | 3,084  % | 5,185  % | 3,366  % | 3,768  % |
| 105 | 3,090  % | 3,723  % | 3,087  % | 5,178  % | 3,367  % | 3,765  % |
| 106 | 3,093  % | 3,721  % | 3,091  % | 5,172  % | 3,368  % | 3,762  % |
| 107 | 3,096  % | 3,718  % | 3,094  % | 5,165  % | 3,368  % | 3,759  % |
| 108 | 3,100  % | 3,716  % | 3,097  % | 5,159  % | 3,369  % | 3,757  % |
| 109 | 3,103  % | 3,713  % | 3,101  % | 5,153  % | 3,370  % | 3,754  % |
| 110 | 3,106  % | 3,711  % | 3,104  % | 5,147  % | 3,371  % | 3,751  % |
| 111 | 3,109  % | 3,708  % | 3,107  % | 5,141  % | 3,371  % | 3,748  % |
| 112 | 3,112  % | 3,706  % | 3,110  % | 5,136  % | 3,372  % | 3,746  % |
| 113 | 3,115  % | 3,704  % | 3,113  % | 5,130  % | 3,373  % | 3,743  % |
| 114 | 3,118  % | 3,702  % | 3,116  % | 5,124  % | 3,373  % | 3,740  % |
| 115 | 3,121  % | 3,699  % | 3,119  % | 5,119  % | 3,374  % | 3,738  % |
| 116 | 3,124  % | 3,697  % | 3,122  % | 5,114  % | 3,375  % | 3,735  % |
| 117 | 3,127  % | 3,695  % | 3,124  % | 5,108  % | 3,375  % | 3,733  % |
| 118 | 3,129  % | 3,693  % | 3,127  % | 5,103  % | 3,376  % | 3,731  % |
| 119 | 3,132  % | 3,691  % | 3,130  % | 5,098  % | 3,377  % | 3,728  % |
| 120 | 3,135  % | 3,689  % | 3,133  % | 5,093  % | 3,377  % | 3,726  % |
| 121 | 3,137  % | 3,687  % | 3,135  % | 5,088  % | 3,378  % | 3,724  % |
| 122 | 3,140  % | 3,685  % | 3,138  % | 5,083  % | 3,378  % | 3,721  % |
| 123 | 3,142  % | 3,683  % | 3,140  % | 5,079  % | 3,379  % | 3,719  % |
| 124 | 3,145  % | 3,681  % | 3,143  % | 5,074  % | 3,380  % | 3,717  % |
| 125 | 3,147  % | 3,679  % | 3,145  % | 5,069  % | 3,380  % | 3,715  % |
| 126 | 3,150  % | 3,678  % | 3,148  % | 5,065  % | 3,381  % | 3,713  % |
| 127 | 3,152  % | 3,676  % | 3,150  % | 5,060  % | 3,381  % | 3,711  % |
| 128 | 3,154  % | 3,674  % | 3,152  % | 5,056  % | 3,382  % | 3,709  % |
| 129 | 3,157  % | 3,672  % | 3,155  % | 5,052  % | 3,382  % | 3,707  % |
| 130 | 3,159  % | 3,671  % | 3,157  % | 5,047  % | 3,383  % | 3,705  % |
| 131 | 3,161  % | 3,669  % | 3,159  % | 5,043  % | 3,383  % | 3,703  % |
| 132 | 3,163  % | 3,667  % | 3,161  % | 5,039  % | 3,384  % | 3,701  % |
| 133 | 3,165  % | 3,666  % | 3,164  % | 5,035  % | 3,384  % | 3,699  % |
| 134 | 3,168  % | 3,664  % | 3,166  % | 5,031  % | 3,385  % | 3,697  % |
| 135 | 3,170  % | 3,662  % | 3,168  % | 5,027  % | 3,385  % | 3,695  % |
| 136 | 3,172  % | 3,661  % | 3,170  % | 5,023  % | 3,386  % | 3,693  % |
| 137 | 3,174  % | 3,659  % | 3,172  % | 5,019  % | 3,386  % | 3,692  % |
| 138 | 3,176  % | 3,658  % | 3,174  % | 5,016  % | 3,387  % | 3,690  % |
| 139 | 3,178  % | 3,656  % | 3,176  % | 5,012  % | 3,387  % | 3,688  % |
| 140 | 3,180  % | 3,655  % | 3,178  % | 5,008  % | 3,388  % | 3,686  % |
| 141 | 3,182  % | 3,653  % | 3,180  % | 5,005  % | 3,388  % | 3,685  % |
| 142 | 3,183  % | 3,652  % | 3,182  % | 5,001  % | 3,388  % | 3,683  % |
| 143 | 3,185  % | 3,651  % | 3,184  % | 4,997  % | 3,389  % | 3,681  % |
| 144 | 3,187  % | 3,649  % | 3,185  % | 4,994  % | 3,389  % | 3,680  % |
| 145 | 3,189  % | 3,648  % | 3,187  % | 4,991  % | 3,390  % | 3,678  % |
| 146 | 3,191  % | 3,646  % | 3,189  % | 4,987  % | 3,390  % | 3,677  % |
| 147 | 3,192  % | 3,645  % | 3,191  % | 4,984  % | 3,391  % | 3,675  % |
| 148 | 3,194  % | 3,644  % | 3,193  % | 4,981  % | 3,391  % | 3,674  % |
| 149 | 3,196  % | 3,642  % | 3,194  % | 4,977  % | 3,391  % | 3,672  % |
| 150 | 3,198  % | 3,641  % | 3,196  % | 4,974  % | 3,392  % | 3,671  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

0,736  %

6,898  %

0,726  %

7,171  %

2,361  %

0,728  %

2

1,266  %

6,595  %

1,256  %

7,702  %

2,421  %

1,426  %

3

1,449  %

6,113  %

1,439  %

8,015  %

2,504  %

1,924  %

4

1,610  %

5,661  %

1,600  %

8,220  %

2,574  %

2,325  %

5

1,687  %

5,324  %

1,677  %

8,313  %

2,619  %

2,675  %

6

1,782  %

5,112  %

1,771  %

8,337  %

2,639  %

3,005  %

7

1,863  %

4,982  %

1,853  %

8,309  %

2,650  %

3,328  %

8

1,942  %

4,899  %

1,932  %

8,240  %

2,660  %

3,664  %

9

2,017  %

4,844  %

2,007  %

8,143  %

2,676  %

3,964  %

10

2,089  %

4,808  %

2,079  %

8,036  %

2,700  %

4,189  %

11

2,178  %

4,783  %

2,168  %

7,926  %

2,733  %

4,352  %

12

2,207  %

4,764  %

2,197  %

7,831  %

2,771  %

4,470  %

13

2,238  %

4,748  %

2,227  %

7,756  %

2,810  %

4,553  %

14

2,269  %

4,732  %

2,259  %

7,704  %

2,847  %

4,611  %

15

2,285  %

4,713  %

2,274  %

7,678  %

2,881  %

4,649  %

16

2,275  %

4,692  %

2,264  %

7,646  %

2,913  %

4,672  %

17

2,249  %

4,668  %

2,239  %

7,602  %

2,942  %

4,683  %

18

2,218  %

4,643  %

2,208  %

7,549  %

2,969  %

4,686  %

19

2,190  %

4,617  %

2,180  %

7,489  %

2,993  %

4,681  %

20

2,170  %

4,590  %

2,160  %

7,425  %

3,015  %

4,671  %

21

2,161  %

4,563  %

2,151  %

7,358  %

3,036  %

4,657  %

22

2,161  %

4,535  %

2,151  %

7,290  %

3,054  %

4,640  %

23

2,168  %

4,509  %

2,159  %

7,221  %

3,071  %

4,621  %

24

2,181  %

4,482  %

2,172  %

7,152  %

3,087  %

4,600  %

25

2,197  %

4,456  %

2,188  %

7,083  %

3,101  %

4,578  %

26

2,216  %

4,431  %

2,207  %

7,016  %

3,115  %

4,555  %

27

2,237  %

4,406  %

2,229  %

6,950  %

3,127  %

4,532  %

28

2,260  %

4,382  %

2,251  %

6,886  %

3,139  %

4,509  %

29

2,283  %

4,359  %

2,275  %

6,823  %

3,149  %

4,485  %

30

2,307  %

4,336  %

2,299  %

6,762  %

3,159  %

4,462  %

31

2,330  %

4,314  %

2,323  %

6,704  %

3,169  %

4,439  %

32

2,354  %

4,293  %

2,347  %

6,647  %

3,177  %

4,417  %

33

2,378  %

4,273  %

2,371  %

6,592  %

3,186  %

4,395  %

34

2,401  %

4,253  %

2,394  %

6,540  %

3,193  %

4,374  %

35

2,424  %

4,234  %

2,418  %

6,489  %

3,201  %

4,353  %

36

2,447  %

4,216  %

2,440  %

6,440  %

3,208  %

4,332  %

37

2,469  %

4,198  %

2,462  %

6,393  %

3,214  %

4,313  %

38

2,490  %

4,181  %

2,484  %

6,348  %

3,220  %

4,294  %

39

2,511  %

4,165  %

2,505  %

6,304  %

3,226  %

4,275  %

40

2,531  %

4,149  %

2,525  %

6,262  %

3,232  %

4,257  %

41

2,551  %

4,134  %

2,545  %

6,222  %

3,237  %

4,240  %

42

2,570  %

4,119  %

2,564  %

6,184  %

3,242  %

4,223  %

43

2,588  %

4,105  %

2,582  %

6,147  %

3,247  %

4,207  %

44

2,606  %

4,091  %

2,600  %

6,111  %

3,252  %

4,191  %

45

2,623  %

4,078  %

2,617  %

6,077  %

3,256  %

4,176  %

46

2,639  %

4,065  %

2,634  %

6,043  %

3,260  %

4,161  %

47

2,655  %

4,053  %

2,650  %

6,012  %

3,264  %

4,147  %

48

2,671  %

4,041  %

2,666  %

5,981  %

3,268  %

4,134  %

49

2,686  %

4,030  %

2,681  %

5,952  %

3,272  %

4,120  %

50

2,700  %

4,019  %

2,695  %

5,923  %

3,275  %

4,108  %

51

2,714  %

4,008  %

2,710  %

5,896  %

3,279  %

4,095  %

52

2,728  %

3,998  %

2,723  %

5,869  %

3,282  %

4,083  %

53

2,741  %

3,988  %

2,736  %

5,844  %

3,285  %

4,072  %

54

2,754  %

3,978  %

2,749  %

5,819  %

3,288  %

4,061  %

55

2,766  %

3,969  %

2,761  %

5,796  %

3,291  %

4,050  %

56

2,778  %

3,960  %

2,773  %

5,773  %

3,294  %

4,040  %

57

2,789  %

3,951  %

2,785  %

5,750  %

3,297  %

4,029  %

58

2,800  %

3,943  %

2,796  %

5,729  %

3,299  %

4,020  %

59

2,811  %

3,935  %

2,807  %

5,708  %

3,302  %

4,010  %

60

2,822  %

3,927  %

2,817  %

5,688  %

3,304  %

4,001  %

61

2,832  %

3,919  %

2,828  %

5,669  %

3,307  %

3,992  %

62

2,842  %

3,912  %

2,838  %

5,650  %

3,309  %

3,984  %

63

2,851  %

3,905  %

2,847  %

5,632  %

3,311  %

3,975  %

64

2,860  %

3,898  %

2,856  %

5,614  %

3,314  %

3,967  %

65

2,869  %

3,891  %

2,865  %

5,597  %

3,316  %

3,959  %

66

2,878  %

3,884  %

2,874  %

5,580  %

3,318  %

3,951  %

67

2,886  %

3,878  %

2,883  %

5,564  %

3,320  %

3,944  %

68

2,895  %

3,871  %

2,891  %

5,549  %

3,322  %

3,937  %

69

2,903  %

3,865  %

2,899  %

5,533  %

3,323  %

3,930  %

70

2,910  %

3,860  %

2,907  %

5,519  %

3,325  %

3,923  %

71

2,918  %

3,854  %

2,914  %

5,504  %

3,327  %

3,916  %

72

2,925  %

3,848  %

2,922  %

5,490  %

3,329  %

3,910  %

73

2,932  %

3,843  %

2,929  %

5,477  %

3,330  %

3,904  %

74

2,939  %

3,838  %

2,936  %

5,463  %

3,332  %

3,898  %

75

2,946  %

3,832  %

2,943  %

5,450  %

3,334  %

3,892  %

76

2,953  %

3,827  %

2,949  %

5,438  %

3,335  %

3,886  %

77

2,959  %

3,822  %

2,956  %

5,426  %

3,337  %

3,880  %

78

2,965  %

3,818  %

2,962  %

5,414  %

3,338  %

3,875  %

79

2,971  %

3,813  %

2,968  %

5,402  %

3,339  %

3,869  %

80

2,977  %

3,809  %

2,974  %

5,391  %

3,341  %

3,864  %

81

2,983  %

3,804  %

2,980  %

5,380  %

3,342  %

3,859  %

82

2,989  %

3,800  %

2,986  %

5,369  %

3,344  %

3,854  %

83

2,994  %

3,796  %

2,991  %

5,359  %

3,345  %

3,849  %

84

3,000  %

3,792  %

2,997  %

5,348  %

3,346  %

3,844  %

85

3,005  %

3,787  %

3,002  %

5,338  %

3,347  %

3,840  %

86

3,010  %

3,784  %

3,007  %

5,329  %

3,348  %

3,835  %

87

3,015  %

3,780  %

3,012  %

5,319  %

3,350  %

3,831  %

88

3,020  %

3,776  %

3,017  %

5,310  %

3,351  %

3,826  %

89

3,025  %

3,772  %

3,022  %

5,300  %

3,352  %

3,822  %

90

3,030  %

3,769  %

3,027  %

5,292  %

3,353  %

3,818  %

91

3,034  %

3,765  %

3,032  %

5,283  %

3,354  %

3,814  %

92

3,039  %

3,762  %

3,036  %

5,274  %

3,355  %

3,810  %

93

3,043  %

3,758  %

3,041  %

5,266  %

3,356  %

3,806  %

94

3,048  %

3,755  %

3,045  %

5,258  %

3,357  %

3,802  %

95

3,052  %

3,752  %

3,049  %

5,250  %

3,358  %

3,799  %

96

3,056  %

3,749  %

3,053  %

5,242  %

3,359  %

3,795  %

97

3,060  %

3,746  %

3,057  %

5,234  %

3,360  %

3,791  %

98

3,064  %

3,743  %

3,061  %

5,227  %

3,361  %

3,788  %

99

3,068  %

3,740  %

3,065  %

5,219  %

3,362  %

3,785  %

100

3,072  %

3,737  %

3,069  %

5,212  %

3,363  %

3,781  %

101

3,075  %

3,734  %

3,073  %

5,205  %

3,364  %

3,778  %

102

3,079  %

3,731  %

3,077  %

5,198  %

3,364  %

3,775  %

103

3,083  %

3,728  %

3,080  %

5,191  %

3,365  %

3,771  %

104

3,086  %

3,726  %

3,084  %

5,185  %

3,366  %

3,768  %

105

3,090  %

3,723  %

3,087  %

5,178  %

3,367  %

3,765  %

106

3,093  %

3,721  %

3,091  %

5,172  %

3,368  %

3,762  %

107

3,096  %

3,718  %

3,094  %

5,165  %

3,368  %

3,759  %

108

3,100  %

3,716  %

3,097  %

5,159  %

3,369  %

3,757  %

109

3,103  %

3,713  %

3,101  %

5,153  %

3,370  %

3,754  %

110

3,106  %

3,711  %

3,104  %

5,147  %

3,371  %

3,751  %

111

3,109  %

3,708  %

3,107  %

5,141  %

3,371  %

3,748  %

112

3,112  %

3,706  %

3,110  %

5,136  %

3,372  %

3,746  %

113

3,115  %

3,704  %

3,113  %

5,130  %

3,373  %

3,743  %

114

3,118  %

3,702  %

3,116  %

5,124  %

3,373  %

3,740  %

115

3,121  %

3,699  %

3,119  %

5,119  %

3,374  %

3,738  %

116

3,124  %

3,697  %

3,122  %

5,114  %

3,375  %

3,735  %

117

3,127  %

3,695  %

3,124  %

5,108  %

3,375  %

3,733  %

118

3,129  %

3,693  %

3,127  %

5,103  %

3,376  %

3,731  %

119

3,132  %

3,691  %

3,130  %

5,098  %

3,377  %

3,728  %

120

3,135  %

3,689  %

3,133  %

5,093  %

3,377  %

3,726  %

121

3,137  %

3,687  %

3,135  %

5,088  %

3,378  %

3,724  %

122

3,140  %

3,685  %

3,138  %

5,083  %

3,378  %

3,721  %

123

3,142  %

3,683  %

3,140  %

5,079  %

3,379  %

3,719  %

124

3,145  %

3,681  %

3,143  %

5,074  %

3,380  %

3,717  %

125

3,147  %

3,679  %

3,145  %

5,069  %

3,380  %

3,715  %

126

3,150  %

3,678  %

3,148  %

5,065  %

3,381  %

3,713  %

127

3,152  %

3,676  %

3,150  %

5,060  %

3,381  %

3,711  %

128

3,154  %

3,674  %

3,152  %

5,056  %

3,382  %

3,709  %

129

3,157  %

3,672  %

3,155  %

5,052  %

3,382  %

3,707  %

130

3,159  %

3,671  %

3,157  %

5,047  %

3,383  %

3,705  %

131

3,161  %

3,669  %

3,159  %

5,043  %

3,383  %

3,703  %

132

3,163  %

3,667  %

3,161  %

5,039  %

3,384  %

3,701  %

133

3,165  %

3,666  %

3,164  %

5,035  %

3,384  %

3,699  %

134

3,168  %

3,664  %

3,166  %

5,031  %

3,385  %

3,697  %

135

3,170  %

3,662  %

3,168  %

5,027  %

3,385  %

3,695  %

136

3,172  %

3,661  %

3,170  %

5,023  %

3,386  %

3,693  %

137

3,174  %

3,659  %

3,172  %

5,019  %

3,386  %

3,692  %

138

3,176  %

3,658  %

3,174  %

5,016  %

3,387  %

3,690  %

139

3,178  %

3,656  %

3,176  %

5,012  %

3,387  %

3,688  %

140

3,180  %

3,655  %

3,178  %

5,008  %

3,388  %

3,686  %

141

3,182  %

3,653  %

3,180  %

5,005  %

3,388  %

3,685  %

142

3,183  %

3,652  %

3,182  %

5,001  %

3,388  %

3,683  %

143

3,185  %

3,651  %

3,184  %

4,997  %

3,389  %

3,681  %

144

3,187  %

3,649  %

3,185  %

4,994  %

3,389  %

3,680  %

145

3,189  %

3,648  %

3,187  %

4,991  %

3,390  %

3,678  %

146

3,191  %

3,646  %

3,189  %

4,987  %

3,390  %

3,677  %

147

3,192  %

3,645  %

3,191  %

4,984  %

3,391  %

3,675  %

148

3,194  %

3,644  %

3,193  %

4,981  %

3,391  %

3,674  %

149

3,196  %

3,642  %

3,194  %

4,977  %

3,391  %

3,672  %

150

3,198  %

3,641  %

3,196  %

4,974  %

3,392  %

3,671  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,686  % | 2,491  % | 8,115  % | 7,005  % | 6,143  % | 3,092  % |
| 2 | 1,216  % | 2,663  % | 8,980  % | 7,388  % | 6,308  % | 3,106  % |
| 3 | 1,399  % | 2,626  % | 8,975  % | 7,360  % | 6,326  % | 3,126  % |
| 4 | 1,560  % | 2,564  % | 8,745  % | 7,241  % | 6,231  % | 3,144  % |
| 5 | 1,637  % | 2,518  % | 8,529  % | 7,085  % | 6,057  % | 3,157  % |
| 6 | 1,731  % | 2,463  % | 8,414  % | 6,941  % | 5,856  % | 3,164  % |
| 7 | 1,812  % | 2,414  % | 8,406  % | 6,825  % | 5,660  % | 3,168  % |
| 8 | 1,891  % | 2,382  % | 8,508  % | 6,739  % | 5,486  % | 3,171  % |
| 9 | 1,967  % | 2,365  % | 8,657  % | 6,686  % | 5,341  % | 3,174  % |
| 10 | 2,039  % | 2,360  % | 8,787  % | 6,660  % | 5,220  % | 3,178  % |
| 11 | 2,127  % | 2,355  % | 8,857  % | 6,624  % | 5,116  % | 3,182  % |
| 12 | 2,156  % | 2,348  % | 8,874  % | 6,573  % | 5,026  % | 3,186  % |
| 13 | 2,187  % | 2,340  % | 8,851  % | 6,512  % | 4,946  % | 3,191  % |
| 14 | 2,219  % | 2,332  % | 8,797  % | 6,444  % | 4,874  % | 3,196  % |
| 15 | 2,234  % | 2,324  % | 8,722  % | 6,371  % | 4,810  % | 3,201  % |
| 16 | 2,223  % | 2,316  % | 8,629  % | 6,296  % | 4,751  % | 3,207  % |
| 17 | 2,198  % | 2,308  % | 8,525  % | 6,220  % | 4,698  % | 3,212  % |
| 18 | 2,167  % | 2,298  % | 8,412  % | 6,144  % | 4,648  % | 3,217  % |
| 19 | 2,139  % | 2,286  % | 8,294  % | 6,068  % | 4,603  % | 3,222  % |
| 20 | 2,120  % | 2,272  % | 8,172  % | 5,993  % | 4,560  % | 3,227  % |
| 21 | 2,111  % | 2,256  % | 8,049  % | 5,920  % | 4,521  % | 3,232  % |
| 22 | 2,113  % | 2,239  % | 7,926  % | 5,849  % | 4,484  % | 3,236  % |
| 23 | 2,121  % | 2,222  % | 7,804  % | 5,779  % | 4,449  % | 3,241  % |
| 24 | 2,135  % | 2,207  % | 7,683  % | 5,712  % | 4,417  % | 3,246  % |
| 25 | 2,152  % | 2,194  % | 7,565  % | 5,647  % | 4,386  % | 3,250  % |
| 26 | 2,172  % | 2,184  % | 7,450  % | 5,585  % | 4,357  % | 3,254  % |
| 27 | 2,194  % | 2,177  % | 7,338  % | 5,525  % | 4,330  % | 3,259  % |
| 28 | 2,218  % | 2,173  % | 7,230  % | 5,467  % | 4,304  % | 3,263  % |
| 29 | 2,242  % | 2,174  % | 7,125  % | 5,411  % | 4,279  % | 3,267  % |
| 30 | 2,267  % | 2,178  % | 7,024  % | 5,358  % | 4,256  % | 3,270  % |
| 31 | 2,292  % | 2,186  % | 6,927  % | 5,306  % | 4,234  % | 3,274  % |
| 32 | 2,317  % | 2,197  % | 6,834  % | 5,257  % | 4,213  % | 3,278  % |
| 33 | 2,342  % | 2,211  % | 6,744  % | 5,210  % | 4,193  % | 3,281  % |
| 34 | 2,366  % | 2,227  % | 6,658  % | 5,165  % | 4,174  % | 3,285  % |
| 35 | 2,390  % | 2,244  % | 6,575  % | 5,121  % | 4,156  % | 3,288  % |
| 36 | 2,413  % | 2,262  % | 6,496  % | 5,080  % | 4,138  % | 3,291  % |
| 37 | 2,436  % | 2,280  % | 6,420  % | 5,040  % | 4,122  % | 3,294  % |
| 38 | 2,458  % | 2,300  % | 6,347  % | 5,002  % | 4,106  % | 3,297  % |
| 39 | 2,480  % | 2,319  % | 6,277  % | 4,965  % | 4,091  % | 3,300  % |
| 40 | 2,501  % | 2,339  % | 6,210  % | 4,930  % | 4,076  % | 3,303  % |
| 41 | 2,521  % | 2,358  % | 6,145  % | 4,896  % | 4,062  % | 3,306  % |
| 42 | 2,540  % | 2,377  % | 6,084  % | 4,863  % | 4,049  % | 3,308  % |
| 43 | 2,559  % | 2,397  % | 6,025  % | 4,832  % | 4,036  % | 3,311  % |
| 44 | 2,578  % | 2,416  % | 5,968  % | 4,802  % | 4,023  % | 3,313  % |
| 45 | 2,596  % | 2,434  % | 5,913  % | 4,774  % | 4,011  % | 3,316  % |
| 46 | 2,613  % | 2,452  % | 5,861  % | 4,746  % | 4,000  % | 3,318  % |
| 47 | 2,629  % | 2,470  % | 5,810  % | 4,719  % | 3,989  % | 3,320  % |
| 48 | 2,645  % | 2,488  % | 5,762  % | 4,694  % | 3,978  % | 3,323  % |
| 49 | 2,661  % | 2,505  % | 5,715  % | 4,669  % | 3,968  % | 3,325  % |
| 50 | 2,676  % | 2,522  % | 5,670  % | 4,645  % | 3,958  % | 3,327  % |
| 51 | 2,690  % | 2,538  % | 5,627  % | 4,622  % | 3,949  % | 3,329  % |
| 52 | 2,704  % | 2,554  % | 5,585  % | 4,600  % | 3,939  % | 3,331  % |
| 53 | 2,718  % | 2,569  % | 5,545  % | 4,579  % | 3,931  % | 3,333  % |
| 54 | 2,731  % | 2,584  % | 5,507  % | 4,558  % | 3,922  % | 3,335  % |
| 55 | 2,744  % | 2,599  % | 5,469  % | 4,538  % | 3,914  % | 3,337  % |
| 56 | 2,756  % | 2,613  % | 5,433  % | 4,519  % | 3,906  % | 3,338  % |
| 57 | 2,768  % | 2,627  % | 5,398  % | 4,500  % | 3,898  % | 3,340  % |
| 58 | 2,779  % | 2,640  % | 5,365  % | 4,482  % | 3,890  % | 3,342  % |
| 59 | 2,790  % | 2,653  % | 5,332  % | 4,465  % | 3,883  % | 3,343  % |
| 60 | 2,801  % | 2,666  % | 5,301  % | 4,448  % | 3,876  % | 3,345  % |
| 61 | 2,812  % | 2,678  % | 5,270  % | 4,432  % | 3,869  % | 3,347  % |
| 62 | 2,822  % | 2,690  % | 5,241  % | 4,416  % | 3,863  % | 3,348  % |
| 63 | 2,831  % | 2,702  % | 5,212  % | 4,401  % | 3,856  % | 3,350  % |
| 64 | 2,841  % | 2,713  % | 5,185  % | 4,386  % | 3,850  % | 3,351  % |
| 65 | 2,850  % | 2,724  % | 5,158  % | 4,372  % | 3,844  % | 3,352  % |
| 66 | 2,859  % | 2,735  % | 5,132  % | 4,358  % | 3,838  % | 3,354  % |
| 67 | 2,868  % | 2,745  % | 5,107  % | 4,344  % | 3,832  % | 3,355  % |
| 68 | 2,876  % | 2,755  % | 5,082  % | 4,331  % | 3,827  % | 3,356  % |
| 69 | 2,885  % | 2,765  % | 5,058  % | 4,318  % | 3,821  % | 3,358  % |
| 70 | 2,893  % | 2,775  % | 5,035  % | 4,306  % | 3,816  % | 3,359  % |
| 71 | 2,900  % | 2,784  % | 5,013  % | 4,294  % | 3,811  % | 3,360  % |
| 72 | 2,908  % | 2,793  % | 4,991  % | 4,282  % | 3,806  % | 3,361  % |
| 73 | 2,915  % | 2,802  % | 4,970  % | 4,271  % | 3,801  % | 3,362  % |
| 74 | 2,923  % | 2,811  % | 4,949  % | 4,260  % | 3,796  % | 3,364  % |
| 75 | 2,930  % | 2,819  % | 4,929  % | 4,249  % | 3,792  % | 3,365  % |
| 76 | 2,936  % | 2,827  % | 4,909  % | 4,238  % | 3,787  % | 3,366  % |
| 77 | 2,943  % | 2,835  % | 4,890  % | 4,228  % | 3,783  % | 3,367  % |
| 78 | 2,949  % | 2,843  % | 4,872  % | 4,218  % | 3,779  % | 3,368  % |
| 79 | 2,956  % | 2,851  % | 4,854  % | 4,208  % | 3,775  % | 3,369  % |
| 80 | 2,962  % | 2,858  % | 4,836  % | 4,199  % | 3,771  % | 3,370  % |
| 81 | 2,968  % | 2,865  % | 4,819  % | 4,190  % | 3,767  % | 3,371  % |
| 82 | 2,974  % | 2,872  % | 4,802  % | 4,181  % | 3,763  % | 3,372  % |
| 83 | 2,980  % | 2,879  % | 4,785  % | 4,172  % | 3,759  % | 3,373  % |
| 84 | 2,985  % | 2,886  % | 4,769  % | 4,163  % | 3,755  % | 3,373  % |
| 85 | 2,991  % | 2,893  % | 4,754  % | 4,155  % | 3,752  % | 3,374  % |
| 86 | 2,996  % | 2,899  % | 4,739  % | 4,146  % | 3,748  % | 3,375  % |
| 87 | 3,001  % | 2,905  % | 4,724  % | 4,138  % | 3,745  % | 3,376  % |
| 88 | 3,006  % | 2,911  % | 4,709  % | 4,131  % | 3,742  % | 3,377  % |
| 89 | 3,011  % | 2,918  % | 4,695  % | 4,123  % | 3,738  % | 3,378  % |
| 90 | 3,016  % | 2,923  % | 4,681  % | 4,115  % | 3,735  % | 3,378  % |
| 91 | 3,021  % | 2,929  % | 4,667  % | 4,108  % | 3,732  % | 3,379  % |
| 92 | 3,025  % | 2,935  % | 4,654  % | 4,101  % | 3,729  % | 3,380  % |
| 93 | 3,030  % | 2,940  % | 4,641  % | 4,094  % | 3,726  % | 3,381  % |
| 94 | 3,034  % | 2,946  % | 4,628  % | 4,087  % | 3,723  % | 3,381  % |
| 95 | 3,039  % | 2,951  % | 4,616  % | 4,080  % | 3,720  % | 3,382  % |
| 96 | 3,043  % | 2,956  % | 4,604  % | 4,074  % | 3,717  % | 3,383  % |
| 97 | 3,047  % | 2,961  % | 4,592  % | 4,067  % | 3,715  % | 3,384  % |
| 98 | 3,051  % | 2,966  % | 4,580  % | 4,061  % | 3,712  % | 3,384  % |
| 99 | 3,055  % | 2,971  % | 4,569  % | 4,055  % | 3,709  % | 3,385  % |
| 100 | 3,059  % | 2,976  % | 4,557  % | 4,049  % | 3,707  % | 3,385  % |
| 101 | 3,063  % | 2,981  % | 4,546  % | 4,043  % | 3,704  % | 3,386  % |
| 102 | 3,067  % | 2,985  % | 4,535  % | 4,037  % | 3,702  % | 3,387  % |
| 103 | 3,071  % | 2,990  % | 4,525  % | 4,031  % | 3,699  % | 3,387  % |
| 104 | 3,074  % | 2,994  % | 4,514  % | 4,026  % | 3,697  % | 3,388  % |
| 105 | 3,078  % | 2,998  % | 4,504  % | 4,020  % | 3,694  % | 3,389  % |
| 106 | 3,081  % | 3,003  % | 4,494  % | 4,015  % | 3,692  % | 3,389  % |
| 107 | 3,085  % | 3,007  % | 4,484  % | 4,009  % | 3,690  % | 3,390  % |
| 108 | 3,088  % | 3,011  % | 4,475  % | 4,004  % | 3,688  % | 3,390  % |
| 109 | 3,092  % | 3,015  % | 4,465  % | 3,999  % | 3,685  % | 3,391  % |
| 110 | 3,095  % | 3,019  % | 4,456  % | 3,994  % | 3,683  % | 3,391  % |
| 111 | 3,098  % | 3,023  % | 4,447  % | 3,989  % | 3,681  % | 3,392  % |
| 112 | 3,101  % | 3,027  % | 4,438  % | 3,984  % | 3,679  % | 3,392  % |
| 113 | 3,104  % | 3,030  % | 4,429  % | 3,980  % | 3,677  % | 3,393  % |
| 114 | 3,107  % | 3,034  % | 4,421  % | 3,975  % | 3,675  % | 3,393  % |
| 115 | 3,110  % | 3,038  % | 4,412  % | 3,970  % | 3,673  % | 3,394  % |
| 116 | 3,113  % | 3,041  % | 4,404  % | 3,966  % | 3,671  % | 3,394  % |
| 117 | 3,116  % | 3,045  % | 4,396  % | 3,961  % | 3,669  % | 3,395  % |
| 118 | 3,119  % | 3,048  % | 4,388  % | 3,957  % | 3,667  % | 3,395  % |
| 119 | 3,122  % | 3,051  % | 4,380  % | 3,953  % | 3,666  % | 3,396  % |
| 120 | 3,124  % | 3,055  % | 4,372  % | 3,949  % | 3,664  % | 3,396  % |
| 121 | 3,127  % | 3,058  % | 4,364  % | 3,945  % | 3,662  % | 3,397  % |
| 122 | 3,130  % | 3,061  % | 4,357  % | 3,940  % | 3,660  % | 3,397  % |
| 123 | 3,132  % | 3,064  % | 4,349  % | 3,936  % | 3,659  % | 3,397  % |
| 124 | 3,135  % | 3,067  % | 4,342  % | 3,933  % | 3,657  % | 3,398  % |
| 125 | 3,137  % | 3,070  % | 4,335  % | 3,929  % | 3,655  % | 3,398  % |
| 126 | 3,140  % | 3,074  % | 4,328  % | 3,925  % | 3,654  % | 3,399  % |
| 127 | 3,142  % | 3,076  % | 4,321  % | 3,921  % | 3,652  % | 3,399  % |
| 128 | 3,145  % | 3,079  % | 4,314  % | 3,917  % | 3,650  % | 3,400  % |
| 129 | 3,147  % | 3,082  % | 4,307  % | 3,914  % | 3,649  % | 3,400  % |
| 130 | 3,149  % | 3,085  % | 4,301  % | 3,910  % | 3,647  % | 3,400  % |
| 131 | 3,152  % | 3,088  % | 4,294  % | 3,907  % | 3,646  % | 3,401  % |
| 132 | 3,154  % | 3,091  % | 4,288  % | 3,903  % | 3,644  % | 3,401  % |
| 133 | 3,156  % | 3,093  % | 4,281  % | 3,900  % | 3,643  % | 3,401  % |
| 134 | 3,158  % | 3,096  % | 4,275  % | 3,896  % | 3,641  % | 3,402  % |
| 135 | 3,160  % | 3,099  % | 4,269  % | 3,893  % | 3,640  % | 3,402  % |
| 136 | 3,163  % | 3,101  % | 4,263  % | 3,890  % | 3,639  % | 3,402  % |
| 137 | 3,165  % | 3,104  % | 4,257  % | 3,887  % | 3,637  % | 3,403  % |
| 138 | 3,167  % | 3,106  % | 4,251  % | 3,883  % | 3,636  % | 3,403  % |
| 139 | 3,169  % | 3,109  % | 4,245  % | 3,880  % | 3,635  % | 3,403  % |
| 140 | 3,171  % | 3,111  % | 4,240  % | 3,877  % | 3,633  % | 3,404  % |
| 141 | 3,173  % | 3,113  % | 4,234  % | 3,874  % | 3,632  % | 3,404  % |
| 142 | 3,175  % | 3,116  % | 4,229  % | 3,871  % | 3,631  % | 3,404  % |
| 143 | 3,177  % | 3,118  % | 4,223  % | 3,868  % | 3,629  % | 3,405  % |
| 144 | 3,179  % | 3,120  % | 4,218  % | 3,865  % | 3,628  % | 3,405  % |
| 145 | 3,180  % | 3,123  % | 4,212  % | 3,863  % | 3,627  % | 3,405  % |
| 146 | 3,182  % | 3,125  % | 4,207  % | 3,860  % | 3,626  % | 3,406  % |
| 147 | 3,184  % | 3,127  % | 4,202  % | 3,857  % | 3,625  % | 3,406  % |
| 148 | 3,186  % | 3,129  % | 4,197  % | 3,854  % | 3,623  % | 3,406  % |
| 149 | 3,188  % | 3,132  % | 4,192  % | 3,851  % | 3,622  % | 3,407  % |
| 150 | 3,189  % | 3,134  % | 4,187  % | 3,849  % | 3,621  % | 3,407  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

0,686  %

2,491  %

8,115  %

7,005  %

6,143  %

3,092  %

2

1,216  %

2,663  %

8,980  %

7,388  %

6,308  %

3,106  %

3

1,399  %

2,626  %

8,975  %

7,360  %

6,326  %

3,126  %

4

1,560  %

2,564  %

8,745  %

7,241  %

6,231  %

3,144  %

5

1,637  %

2,518  %

8,529  %

7,085  %

6,057  %

3,157  %

6

1,731  %

2,463  %

8,414  %

6,941  %

5,856  %

3,164  %

7

1,812  %

2,414  %

8,406  %

6,825  %

5,660  %

3,168  %

8

1,891  %

2,382  %

8,508  %

6,739  %

5,486  %

3,171  %

9

1,967  %

2,365  %

8,657  %

6,686  %

5,341  %

3,174  %

10

2,039  %

2,360  %

8,787  %

6,660  %

5,220  %

3,178  %

11

2,127  %

2,355  %

8,857  %

6,624  %

5,116  %

3,182  %

12

2,156  %

2,348  %

8,874  %

6,573  %

5,026  %

3,186  %

13

2,187  %

2,340  %

8,851  %

6,512  %

4,946  %

3,191  %

14

2,219  %

2,332  %

8,797  %

6,444  %

4,874  %

3,196  %

15

2,234  %

2,324  %

8,722  %

6,371  %

4,810  %

3,201  %

16

2,223  %

2,316  %

8,629  %

6,296  %

4,751  %

3,207  %

17

2,198  %

2,308  %

8,525  %

6,220  %

4,698  %

3,212  %

18

2,167  %

2,298  %

8,412  %

6,144  %

4,648  %

3,217  %

19

2,139  %

2,286  %

8,294  %

6,068  %

4,603  %

3,222  %

20

2,120  %

2,272  %

8,172  %

5,993  %

4,560  %

3,227  %

21

2,111  %

2,256  %

8,049  %

5,920  %

4,521  %

3,232  %

22

2,113  %

2,239  %

7,926  %

5,849  %

4,484  %

3,236  %

23

2,121  %

2,222  %

7,804  %

5,779  %

4,449  %

3,241  %

24

2,135  %

2,207  %

7,683  %

5,712  %

4,417  %

3,246  %

25

2,152  %

2,194  %

7,565  %

5,647  %

4,386  %

3,250  %

26

2,172  %

2,184  %

7,450  %

5,585  %

4,357  %

3,254  %

27

2,194  %

2,177  %

7,338  %

5,525  %

4,330  %

3,259  %

28

2,218  %

2,173  %

7,230  %

5,467  %

4,304  %

3,263  %

29

2,242  %

2,174  %

7,125  %

5,411  %

4,279  %

3,267  %

30

2,267  %

2,178  %

7,024  %

5,358  %

4,256  %

3,270  %

31

2,292  %

2,186  %

6,927  %

5,306  %

4,234  %

3,274  %

32

2,317  %

2,197  %

6,834  %

5,257  %

4,213  %

3,278  %

33

2,342  %

2,211  %

6,744  %

5,210  %

4,193  %

3,281  %

34

2,366  %

2,227  %

6,658  %

5,165  %

4,174  %

3,285  %

35

2,390  %

2,244  %

6,575  %

5,121  %

4,156  %

3,288  %

36

2,413  %

2,262  %

6,496  %

5,080  %

4,138  %

3,291  %

37

2,436  %

2,280  %

6,420  %

5,040  %

4,122  %

3,294  %

38

2,458  %

2,300  %

6,347  %

5,002  %

4,106  %

3,297  %

39

2,480  %

2,319  %

6,277  %

4,965  %

4,091  %

3,300  %

40

2,501  %

2,339  %

6,210  %

4,930  %

4,076  %

3,303  %

41

2,521  %

2,358  %

6,145  %

4,896  %

4,062  %

3,306  %

42

2,540  %

2,377  %

6,084  %

4,863  %

4,049  %

3,308  %

43

2,559  %

2,397  %

6,025  %

4,832  %

4,036  %

3,311  %

44

2,578  %

2,416  %

5,968  %

4,802  %

4,023  %

3,313  %

45

2,596  %

2,434  %

5,913  %

4,774  %

4,011  %

3,316  %

46

2,613  %

2,452  %

5,861  %

4,746  %

4,000  %

3,318  %

47

2,629  %

2,470  %

5,810  %

4,719  %

3,989  %

3,320  %

48

2,645  %

2,488  %

5,762  %

4,694  %

3,978  %

3,323  %

49

2,661  %

2,505  %

5,715  %

4,669  %

3,968  %

3,325  %

50

2,676  %

2,522  %

5,670  %

4,645  %

3,958  %

3,327  %

51

2,690  %

2,538  %

5,627  %

4,622  %

3,949  %

3,329  %

52

2,704  %

2,554  %

5,585  %

4,600  %

3,939  %

3,331  %

53

2,718  %

2,569  %

5,545  %

4,579  %

3,931  %

3,333  %

54

2,731  %

2,584  %

5,507  %

4,558  %

3,922  %

3,335  %

55

2,744  %

2,599  %

5,469  %

4,538  %

3,914  %

3,337  %

56

2,756  %

2,613  %

5,433  %

4,519  %

3,906  %

3,338  %

57

2,768  %

2,627  %

5,398  %

4,500  %

3,898  %

3,340  %

58

2,779  %

2,640  %

5,365  %

4,482  %

3,890  %

3,342  %

59

2,790  %

2,653  %

5,332  %

4,465  %

3,883  %

3,343  %

60

2,801  %

2,666  %

5,301  %

4,448  %

3,876  %

3,345  %

61

2,812  %

2,678  %

5,270  %

4,432  %

3,869  %

3,347  %

62

2,822  %

2,690  %

5,241  %

4,416  %

3,863  %

3,348  %

63

2,831  %

2,702  %

5,212  %

4,401  %

3,856  %

3,350  %

64

2,841  %

2,713  %

5,185  %

4,386  %

3,850  %

3,351  %

65

2,850  %

2,724  %

5,158  %

4,372  %

3,844  %

3,352  %

66

2,859  %

2,735  %

5,132  %

4,358  %

3,838  %

3,354  %

67

2,868  %

2,745  %

5,107  %

4,344  %

3,832  %

3,355  %

68

2,876  %

2,755  %

5,082  %

4,331  %

3,827  %

3,356  %

69

2,885  %

2,765  %

5,058  %

4,318  %

3,821  %

3,358  %

70

2,893  %

2,775  %

5,035  %

4,306  %

3,816  %

3,359  %

71

2,900  %

2,784  %

5,013  %

4,294  %

3,811  %

3,360  %

72

2,908  %

2,793  %

4,991  %

4,282  %

3,806  %

3,361  %

73

2,915  %

2,802  %

4,970  %

4,271  %

3,801  %

3,362  %

74

2,923  %

2,811  %

4,949  %

4,260  %

3,796  %

3,364  %

75

2,930  %

2,819  %

4,929  %

4,249  %

3,792  %

3,365  %

76

2,936  %

2,827  %

4,909  %

4,238  %

3,787  %

3,366  %

77

2,943  %

2,835  %

4,890  %

4,228  %

3,783  %

3,367  %

78

2,949  %

2,843  %

4,872  %

4,218  %

3,779  %

3,368  %

79

2,956  %

2,851  %

4,854  %

4,208  %

3,775  %

3,369  %

80

2,962  %

2,858  %

4,836  %

4,199  %

3,771  %

3,370  %

81

2,968  %

2,865  %

4,819  %

4,190  %

3,767  %

3,371  %

82

2,974  %

2,872  %

4,802  %

4,181  %

3,763  %

3,372  %

83

2,980  %

2,879  %

4,785  %

4,172  %

3,759  %

3,373  %

84

2,985  %

2,886  %

4,769  %

4,163  %

3,755  %

3,373  %

85

2,991  %

2,893  %

4,754  %

4,155  %

3,752  %

3,374  %

86

2,996  %

2,899  %

4,739  %

4,146  %

3,748  %

3,375  %

87

3,001  %

2,905  %

4,724  %

4,138  %

3,745  %

3,376  %

88

3,006  %

2,911  %

4,709  %

4,131  %

3,742  %

3,377  %

89

3,011  %

2,918  %

4,695  %

4,123  %

3,738  %

3,378  %

90

3,016  %

2,923  %

4,681  %

4,115  %

3,735  %

3,378  %

91

3,021  %

2,929  %

4,667  %

4,108  %

3,732  %

3,379  %

92

3,025  %

2,935  %

4,654  %

4,101  %

3,729  %

3,380  %

93

3,030  %

2,940  %

4,641  %

4,094  %

3,726  %

3,381  %

94

3,034  %

2,946  %

4,628  %

4,087  %

3,723  %

3,381  %

95

3,039  %

2,951  %

4,616  %

4,080  %

3,720  %

3,382  %

96

3,043  %

2,956  %

4,604  %

4,074  %

3,717  %

3,383  %

97

3,047  %

2,961  %

4,592  %

4,067  %

3,715  %

3,384  %

98

3,051  %

2,966  %

4,580  %

4,061  %

3,712  %

3,384  %

99

3,055  %

2,971  %

4,569  %

4,055  %

3,709  %

3,385  %

100

3,059  %

2,976  %

4,557  %

4,049  %

3,707  %

3,385  %

101

3,063  %

2,981  %

4,546  %

4,043  %

3,704  %

3,386  %

102

3,067  %

2,985  %

4,535  %

4,037  %

3,702  %

3,387  %

103

3,071  %

2,990  %

4,525  %

4,031  %

3,699  %

3,387  %

104

3,074  %

2,994  %

4,514  %

4,026  %

3,697  %

3,388  %

105

3,078  %

2,998  %

4,504  %

4,020  %

3,694  %

3,389  %

106

3,081  %

3,003  %

4,494  %

4,015  %

3,692  %

3,389  %

107

3,085  %

3,007  %

4,484  %

4,009  %

3,690  %

3,390  %

108

3,088  %

3,011  %

4,475  %

4,004  %

3,688  %

3,390  %

109

3,092  %

3,015  %

4,465  %

3,999  %

3,685  %

3,391  %

110

3,095  %

3,019  %

4,456  %

3,994  %

3,683  %

3,391  %

111

3,098  %

3,023  %

4,447  %

3,989  %

3,681  %

3,392  %

112

3,101  %

3,027  %

4,438  %

3,984  %

3,679  %

3,392  %

113

3,104  %

3,030  %

4,429  %

3,980  %

3,677  %

3,393  %

114

3,107  %

3,034  %

4,421  %

3,975  %

3,675  %

3,393  %

115

3,110  %

3,038  %

4,412  %

3,970  %

3,673  %

3,394  %

116

3,113  %

3,041  %

4,404  %

3,966  %

3,671  %

3,394  %

117

3,116  %

3,045  %

4,396  %

3,961  %

3,669  %

3,395  %

118

3,119  %

3,048  %

4,388  %

3,957  %

3,667  %

3,395  %

119

3,122  %

3,051  %

4,380  %

3,953  %

3,666  %

3,396  %

120

3,124  %

3,055  %

4,372  %

3,949  %

3,664  %

3,396  %

121

3,127  %

3,058  %

4,364  %

3,945  %

3,662  %

3,397  %

122

3,130  %

3,061  %

4,357  %

3,940  %

3,660  %

3,397  %

123

3,132  %

3,064  %

4,349  %

3,936  %

3,659  %

3,397  %

124

3,135  %

3,067  %

4,342  %

3,933  %

3,657  %

3,398  %

125

3,137  %

3,070  %

4,335  %

3,929  %

3,655  %

3,398  %

126

3,140  %

3,074  %

4,328  %

3,925  %

3,654  %

3,399  %

127

3,142  %

3,076  %

4,321  %

3,921  %

3,652  %

3,399  %

128

3,145  %

3,079  %

4,314  %

3,917  %

3,650  %

3,400  %

129

3,147  %

3,082  %

4,307  %

3,914  %

3,649  %

3,400  %

130

3,149  %

3,085  %

4,301  %

3,910  %

3,647  %

3,400  %

131

3,152  %

3,088  %

4,294  %

3,907  %

3,646  %

3,401  %

132

3,154  %

3,091  %

4,288  %

3,903  %

3,644  %

3,401  %

133

3,156  %

3,093  %

4,281  %

3,900  %

3,643  %

3,401  %

134

3,158  %

3,096  %

4,275  %

3,896  %

3,641  %

3,402  %

135

3,160  %

3,099  %

4,269  %

3,893  %

3,640  %

3,402  %

136

3,163  %

3,101  %

4,263  %

3,890  %

3,639  %

3,402  %

137

3,165  %

3,104  %

4,257  %

3,887  %

3,637  %

3,403  %

138

3,167  %

3,106  %

4,251  %

3,883  %

3,636  %

3,403  %

139

3,169  %

3,109  %

4,245  %

3,880  %

3,635  %

3,403  %

140

3,171  %

3,111  %

4,240  %

3,877  %

3,633  %

3,404  %

141

3,173  %

3,113  %

4,234  %

3,874  %

3,632  %

3,404  %

142

3,175  %

3,116  %

4,229  %

3,871  %

3,631  %

3,404  %

143

3,177  %

3,118  %

4,223  %

3,868  %

3,629  %

3,405  %

144

3,179  %

3,120  %

4,218  %

3,865  %

3,628  %

3,405  %

145

3,180  %

3,123  %

4,212  %

3,863  %

3,627  %

3,405  %

146

3,182  %

3,125  %

4,207  %

3,860  %

3,626  %

3,406  %

147

3,184  %

3,127  %

4,202  %

3,857  %

3,625  %

3,406  %

148

3,186  %

3,129  %

4,197  %

3,854  %

3,623  %

3,406  %

149

3,188  %

3,132  %

4,192  %

3,851  %

3,622  %

3,407  %

150

3,189  %

3,134  %

4,187  %

3,849  %

3,621  %

3,407  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,288  % | 3,251  % | 1,048  % | 3,391  % | 8,742  % | 9,360  % |
| 2 | -0,068  % | 3,638  % | 1,636  % | 3,398  % | 7,278  % | 9,902  % |
| 3 | 0,119  % | 3,756  % | 2,008  % | 3,393  % | 6,626  % | 10,380  % |
| 4 | 0,280  % | 3,839  % | 2,265  % | 3,357  % | 6,350  % | 10,718  % |
| 5 | 0,423  % | 3,781  % | 2,438  % | 3,349  % | 6,259  % | 10,970  % |
| 6 | 0,550  % | 3,997  % | 2,561  % | 3,376  % | 6,261  % | 11,159  % |
| 7 | 0,666  % | 4,056  % | 2,659  % | 3,422  % | 6,304  % | 11,295  % |
| 8 | 0,769  % | 4,104  % | 2,749  % | 3,475  % | 6,364  % | 11,405  % |
| 9 | 0,860  % | 4,136  % | 2,844  % | 3,523  % | 6,434  % | 11,502  % |
| 10 | 0,939  % | 4,065  % | 2,951  % | 3,559  % | 6,505  % | 11,565  % |
| 11 | 1,004  % | 4,064  % | 3,073  % | 3,579  % | 6,549  % | 11,571  % |
| 12 | 1,055  % | 4,100  % | 3,202  % | 3,586  % | 6,568  % | 11,529  % |
| 13 | 1,094  % | 4,113  % | 3,327  % | 3,585  % | 6,567  % | 11,451  % |
| 14 | 1,120  % | 4,107  % | 3,442  % | 3,578  % | 6,553  % | 11,346  % |
| 15 | 1,142  % | 4,101  % | 3,540  % | 3,567  % | 6,529  % | 11,220  % |
| 16 | 1,167  % | 4,103  % | 3,619  % | 3,553  % | 6,498  % | 11,080  % |
| 17 | 1,194  % | 4,107  % | 3,681  % | 3,538  % | 6,462  % | 10,929  % |
| 18 | 1,222  % | 4,107  % | 3,730  % | 3,521  % | 6,422  % | 10,772  % |
| 19 | 1,252  % | 4,096  % | 3,767  % | 3,504  % | 6,380  % | 10,610  % |
| 20 | 1,282  % | 4,071  % | 3,797  % | 3,488  % | 6,336  % | 10,446  % |
| 21 | 1,312  % | 4,029  % | 3,819  % | 3,472  % | 6,292  % | 10,283  % |
| 22 | 1,341  % | 3,976  % | 3,835  % | 3,456  % | 6,248  % | 10,120  % |
| 23 | 1,370  % | 3,916  % | 3,847  % | 3,441  % | 6,203  % | 9,960  % |
| 24 | 1,399  % | 3,853  % | 3,855  % | 3,427  % | 6,160  % | 9,804  % |
| 25 | 1,427  % | 3,789  % | 3,860  % | 3,414  % | 6,117  % | 9,651  % |
| 26 | 1,453  % | 3,727  % | 3,863  % | 3,403  % | 6,075  % | 9,502  % |
| 27 | 1,479  % | 3,669  % | 3,864  % | 3,392  % | 6,034  % | 9,359  % |
| 28 | 1,505  % | 3,616  % | 3,863  % | 3,383  % | 5,994  % | 9,220  % |
| 29 | 1,529  % | 3,569  % | 3,860  % | 3,374  % | 5,955  % | 9,087  % |
| 30 | 1,552  % | 3,527  % | 3,857  % | 3,367  % | 5,918  % | 8,958  % |
| 31 | 1,575  % | 3,493  % | 3,853  % | 3,361  % | 5,882  % | 8,834  % |
| 32 | 1,597  % | 3,464  % | 3,848  % | 3,357  % | 5,847  % | 8,716  % |
| 33 | 1,618  % | 3,440  % | 3,843  % | 3,353  % | 5,813  % | 8,602  % |
| 34 | 1,638  % | 3,420  % | 3,837  % | 3,349  % | 5,781  % | 8,493  % |
| 35 | 1,657  % | 3,403  % | 3,831  % | 3,347  % | 5,750  % | 8,389  % |
| 36 | 1,676  % | 3,390  % | 3,825  % | 3,345  % | 5,719  % | 8,289  % |
| 37 | 1,694  % | 3,378  % | 3,818  % | 3,343  % | 5,691  % | 8,193  % |
| 38 | 1,711  % | 3,369  % | 3,812  % | 3,342  % | 5,663  % | 8,101  % |
| 39 | 1,728  % | 3,361  % | 3,806  % | 3,342  % | 5,636  % | 8,013  % |
| 40 | 1,744  % | 3,355  % | 3,799  % | 3,341  % | 5,610  % | 7,929  % |
| 41 | 1,760  % | 3,350  % | 3,793  % | 3,341  % | 5,585  % | 7,848  % |
| 42 | 1,774  % | 3,346  % | 3,787  % | 3,341  % | 5,561  % | 7,771  % |
| 43 | 1,789  % | 3,343  % | 3,781  % | 3,341  % | 5,538  % | 7,697  % |
| 44 | 1,803  % | 3,340  % | 3,775  % | 3,342  % | 5,516  % | 7,626  % |
| 45 | 1,816  % | 3,339  % | 3,769  % | 3,342  % | 5,495  % | 7,557  % |
| 46 | 1,829  % | 3,337  % | 3,763  % | 3,343  % | 5,475  % | 7,492  % |
| 47 | 1,841  % | 3,337  % | 3,757  % | 3,344  % | 5,455  % | 7,429  % |
| 48 | 1,853  % | 3,336  % | 3,752  % | 3,345  % | 5,436  % | 7,368  % |
| 49 | 1,864  % | 3,336  % | 3,746  % | 3,346  % | 5,417  % | 7,310  % |
| 50 | 1,876  % | 3,336  % | 3,741  % | 3,347  % | 5,400  % | 7,254  % |
| 51 | 1,886  % | 3,336  % | 3,736  % | 3,348  % | 5,382  % | 7,200  % |
| 52 | 1,897  % | 3,337  % | 3,731  % | 3,349  % | 5,366  % | 7,149  % |
| 53 | 1,907  % | 3,338  % | 3,726  % | 3,350  % | 5,350  % | 7,099  % |
| 54 | 1,916  % | 3,339  % | 3,721  % | 3,351  % | 5,335  % | 7,050  % |
| 55 | 1,926  % | 3,339  % | 3,717  % | 3,352  % | 5,320  % | 7,004  % |
| 56 | 1,935  % | 3,341  % | 3,712  % | 3,353  % | 5,305  % | 6,959  % |
| 57 | 1,943  % | 3,342  % | 3,708  % | 3,354  % | 5,291  % | 6,916  % |
| 58 | 1,952  % | 3,343  % | 3,704  % | 3,355  % | 5,278  % | 6,874  % |
| 59 | 1,960  % | 3,344  % | 3,700  % | 3,357  % | 5,265  % | 6,833  % |
| 60 | 1,968  % | 3,345  % | 3,696  % | 3,358  % | 5,252  % | 6,794  % |
| 61 | 1,976  % | 3,346  % | 3,692  % | 3,359  % | 5,240  % | 6,756  % |
| 62 | 1,983  % | 3,348  % | 3,688  % | 3,360  % | 5,228  % | 6,720  % |
| 63 | 1,991  % | 3,349  % | 3,684  % | 3,361  % | 5,217  % | 6,684  % |
| 64 | 1,998  % | 3,350  % | 3,681  % | 3,362  % | 5,206  % | 6,650  % |
| 65 | 2,004  % | 3,351  % | 3,677  % | 3,363  % | 5,195  % | 6,617  % |
| 66 | 2,011  % | 3,352  % | 3,674  % | 3,364  % | 5,184  % | 6,584  % |
| 67 | 2,018  % | 3,354  % | 3,671  % | 3,366  % | 5,174  % | 6,553  % |
| 68 | 2,024  % | 3,355  % | 3,668  % | 3,367  % | 5,164  % | 6,522  % |
| 69 | 2,030  % | 3,356  % | 3,665  % | 3,368  % | 5,155  % | 6,493  % |
| 70 | 2,036  % | 3,357  % | 3,661  % | 3,369  % | 5,145  % | 6,464  % |
| 71 | 2,042  % | 3,358  % | 3,659  % | 3,370  % | 5,136  % | 6,436  % |
| 72 | 2,047  % | 3,360  % | 3,656  % | 3,371  % | 5,128  % | 6,409  % |
| 73 | 2,053  % | 3,361  % | 3,653  % | 3,372  % | 5,119  % | 6,383  % |
| 74 | 2,058  % | 3,362  % | 3,650  % | 3,373  % | 5,111  % | 6,357  % |
| 75 | 2,063  % | 3,363  % | 3,648  % | 3,373  % | 5,102  % | 6,332  % |
| 76 | 2,068  % | 3,364  % | 3,645  % | 3,374  % | 5,095  % | 6,308  % |
| 77 | 2,073  % | 3,365  % | 3,642  % | 3,375  % | 5,087  % | 6,284  % |
| 78 | 2,078  % | 3,366  % | 3,640  % | 3,376  % | 5,079  % | 6,261  % |
| 79 | 2,083  % | 3,367  % | 3,638  % | 3,377  % | 5,072  % | 6,239  % |
| 80 | 2,087  % | 3,368  % | 3,635  % | 3,378  % | 5,065  % | 6,217  % |
| 81 | 2,092  % | 3,369  % | 3,633  % | 3,379  % | 5,058  % | 6,196  % |
| 82 | 2,096  % | 3,370  % | 3,631  % | 3,380  % | 5,051  % | 6,175  % |
| 83 | 2,100  % | 3,371  % | 3,629  % | 3,380  % | 5,044  % | 6,154  % |
| 84 | 2,104  % | 3,372  % | 3,627  % | 3,381  % | 5,038  % | 6,134  % |
| 85 | 2,109  % | 3,373  % | 3,624  % | 3,382  % | 5,032  % | 6,115  % |
| 86 | 2,112  % | 3,374  % | 3,622  % | 3,383  % | 5,025  % | 6,096  % |
| 87 | 2,116  % | 3,375  % | 3,620  % | 3,383  % | 5,019  % | 6,078  % |
| 88 | 2,120  % | 3,375  % | 3,618  % | 3,384  % | 5,013  % | 6,060  % |
| 89 | 2,124  % | 3,376  % | 3,617  % | 3,385  % | 5,008  % | 6,042  % |
| 90 | 2,127  % | 3,377  % | 3,615  % | 3,386  % | 5,002  % | 6,025  % |
| 91 | 2,131  % | 3,378  % | 3,613  % | 3,386  % | 4,996  % | 6,008  % |
| 92 | 2,134  % | 3,379  % | 3,611  % | 3,387  % | 4,991  % | 5,991  % |
| 93 | 2,138  % | 3,379  % | 3,609  % | 3,388  % | 4,986  % | 5,975  % |
| 94 | 2,141  % | 3,380  % | 3,608  % | 3,388  % | 4,981  % | 5,959  % |
| 95 | 2,144  % | 3,381  % | 3,606  % | 3,389  % | 4,976  % | 5,944  % |
| 96 | 2,148  % | 3,382  % | 3,604  % | 3,390  % | 4,971  % | 5,929  % |
| 97 | 2,151  % | 3,382  % | 3,603  % | 3,390  % | 4,966  % | 5,914  % |
| 98 | 2,154  % | 3,383  % | 3,601  % | 3,391  % | 4,961  % | 5,899  % |
| 99 | 2,157  % | 3,384  % | 3,600  % | 3,391  % | 4,956  % | 5,885  % |
| 100 | 2,160  % | 3,384  % | 3,598  % | 3,392  % | 4,952  % | 5,871  % |
| 101 | 2,162  % | 3,385  % | 3,597  % | 3,392  % | 4,947  % | 5,858  % |
| 102 | 2,165  % | 3,386  % | 3,595  % | 3,393  % | 4,943  % | 5,844  % |
| 103 | 2,168  % | 3,386  % | 3,594  % | 3,394  % | 4,939  % | 5,831  % |
| 104 | 2,171  % | 3,387  % | 3,593  % | 3,394  % | 4,934  % | 5,818  % |
| 105 | 2,173  % | 3,387  % | 3,591  % | 3,395  % | 4,930  % | 5,806  % |
| 106 | 2,176  % | 3,388  % | 3,590  % | 3,395  % | 4,926  % | 5,793  % |
| 107 | 2,179  % | 3,389  % | 3,589  % | 3,396  % | 4,922  % | 5,781  % |
| 108 | 2,181  % | 3,389  % | 3,587  % | 3,396  % | 4,918  % | 5,769  % |
| 109 | 2,184  % | 3,390  % | 3,586  % | 3,397  % | 4,914  % | 5,757  % |
| 110 | 2,186  % | 3,390  % | 3,585  % | 3,397  % | 4,911  % | 5,746  % |
| 111 | 2,188  % | 3,391  % | 3,584  % | 3,398  % | 4,907  % | 5,735  % |
| 112 | 2,191  % | 3,391  % | 3,582  % | 3,398  % | 4,903  % | 5,724  % |
| 113 | 2,193  % | 3,392  % | 3,581  % | 3,399  % | 4,900  % | 5,713  % |
| 114 | 2,195  % | 3,392  % | 3,580  % | 3,399  % | 4,896  % | 5,702  % |
| 115 | 2,197  % | 3,393  % | 3,579  % | 3,399  % | 4,893  % | 5,691  % |
| 116 | 2,200  % | 3,393  % | 3,578  % | 3,400  % | 4,889  % | 5,681  % |
| 117 | 2,202  % | 3,394  % | 3,577  % | 3,400  % | 4,886  % | 5,671  % |
| 118 | 2,204  % | 3,394  % | 3,576  % | 3,401  % | 4,883  % | 5,661  % |
| 119 | 2,206  % | 3,395  % | 3,575  % | 3,401  % | 4,879  % | 5,651  % |
| 120 | 2,208  % | 3,395  % | 3,574  % | 3,401  % | 4,876  % | 5,642  % |
| 121 | 2,210  % | 3,396  % | 3,573  % | 3,402  % | 4,873  % | 5,632  % |
| 122 | 2,212  % | 3,396  % | 3,572  % | 3,402  % | 4,870  % | 5,623  % |
| 123 | 2,214  % | 3,397  % | 3,571  % | 3,403  % | 4,867  % | 5,614  % |
| 124 | 2,216  % | 3,397  % | 3,570  % | 3,403  % | 4,864  % | 5,604  % |
| 125 | 2,218  % | 3,397  % | 3,569  % | 3,403  % | 4,861  % | 5,596  % |
| 126 | 2,219  % | 3,398  % | 3,568  % | 3,404  % | 4,858  % | 5,587  % |
| 127 | 2,221  % | 3,398  % | 3,567  % | 3,404  % | 4,856  % | 5,578  % |
| 128 | 2,223  % | 3,399  % | 3,566  % | 3,405  % | 4,853  % | 5,570  % |
| 129 | 2,225  % | 3,399  % | 3,565  % | 3,405  % | 4,850  % | 5,561  % |
| 130 | 2,227  % | 3,399  % | 3,564  % | 3,405  % | 4,847  % | 5,553  % |
| 131 | 2,228  % | 3,400  % | 3,563  % | 3,406  % | 4,845  % | 5,545  % |
| 132 | 2,230  % | 3,400  % | 3,562  % | 3,406  % | 4,842  % | 5,537  % |
| 133 | 2,232  % | 3,401  % | 3,561  % | 3,406  % | 4,839  % | 5,529  % |
| 134 | 2,233  % | 3,401  % | 3,561  % | 3,407  % | 4,837  % | 5,522  % |
| 135 | 2,235  % | 3,401  % | 3,560  % | 3,407  % | 4,834  % | 5,514  % |
| 136 | 2,236  % | 3,402  % | 3,559  % | 3,407  % | 4,832  % | 5,507  % |
| 137 | 2,238  % | 3,402  % | 3,558  % | 3,407  % | 4,830  % | 5,499  % |
| 138 | 2,239  % | 3,402  % | 3,557  % | 3,408  % | 4,827  % | 5,492  % |
| 139 | 2,241  % | 3,403  % | 3,557  % | 3,408  % | 4,825  % | 5,485  % |
| 140 | 2,242  % | 3,403  % | 3,556  % | 3,408  % | 4,822  % | 5,478  % |
| 141 | 2,244  % | 3,403  % | 3,555  % | 3,409  % | 4,820  % | 5,471  % |
| 142 | 2,245  % | 3,404  % | 3,554  % | 3,409  % | 4,818  % | 5,464  % |
| 143 | 2,247  % | 3,404  % | 3,554  % | 3,409  % | 4,816  % | 5,457  % |
| 144 | 2,248  % | 3,404  % | 3,553  % | 3,410  % | 4,813  % | 5,450  % |
| 145 | 2,250  % | 3,405  % | 3,552  % | 3,410  % | 4,811  % | 5,444  % |
| 146 | 2,251  % | 3,405  % | 3,552  % | 3,410  % | 4,809  % | 5,437  % |
| 147 | 2,252  % | 3,405  % | 3,551  % | 3,410  % | 4,807  % | 5,431  % |
| 148 | 2,254  % | 3,406  % | 3,550  % | 3,411  % | 4,805  % | 5,425  % |
| 149 | 2,255  % | 3,406  % | 3,550  % | 3,411  % | 4,803  % | 5,418  % |
| 150 | 2,256  % | 3,406  % | 3,549  % | 3,411  % | 4,801  % | 5,412  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,288  %

3,251  %

1,048  %

3,391  %

8,742  %

9,360  %

2

-0,068  %

3,638  %

1,636  %

3,398  %

7,278  %

9,902  %

3

0,119  %

3,756  %

2,008  %

3,393  %

6,626  %

10,380  %

4

0,280  %

3,839  %

2,265  %

3,357  %

6,350  %

10,718  %

5

0,423  %

3,781  %

2,438  %

3,349  %

6,259  %

10,970  %

6

0,550  %

3,997  %

2,561  %

3,376  %

6,261  %

11,159  %

7

0,666  %

4,056  %

2,659  %

3,422  %

6,304  %

11,295  %

8

0,769  %

4,104  %

2,749  %

3,475  %

6,364  %

11,405  %

9

0,860  %

4,136  %

2,844  %

3,523  %

6,434  %

11,502  %

10

0,939  %

4,065  %

2,951  %

3,559  %

6,505  %

11,565  %

11

1,004  %

4,064  %

3,073  %

3,579  %

6,549  %

11,571  %

12

1,055  %

4,100  %

3,202  %

3,586  %

6,568  %

11,529  %

13

1,094  %

4,113  %

3,327  %

3,585  %

6,567  %

11,451  %

14

1,120  %

4,107  %

3,442  %

3,578  %

6,553  %

11,346  %

15

1,142  %

4,101  %

3,540  %

3,567  %

6,529  %

11,220  %

16

1,167  %

4,103  %

3,619  %

3,553  %

6,498  %

11,080  %

17

1,194  %

4,107  %

3,681  %

3,538  %

6,462  %

10,929  %

18

1,222  %

4,107  %

3,730  %

3,521  %

6,422  %

10,772  %

19

1,252  %

4,096  %

3,767  %

3,504  %

6,380  %

10,610  %

20

1,282  %

4,071  %

3,797  %

3,488  %

6,336  %

10,446  %

21

1,312  %

4,029  %

3,819  %

3,472  %

6,292  %

10,283  %

22

1,341  %

3,976  %

3,835  %

3,456  %

6,248  %

10,120  %

23

1,370  %

3,916  %

3,847  %

3,441  %

6,203  %

9,960  %

24

1,399  %

3,853  %

3,855  %

3,427  %

6,160  %

9,804  %

25

1,427  %

3,789  %

3,860  %

3,414  %

6,117  %

9,651  %

26

1,453  %

3,727  %

3,863  %

3,403  %

6,075  %

9,502  %

27

1,479  %

3,669  %

3,864  %

3,392  %

6,034  %

9,359  %

28

1,505  %

3,616  %

3,863  %

3,383  %

5,994  %

9,220  %

29

1,529  %

3,569  %

3,860  %

3,374  %

5,955  %

9,087  %

30

1,552  %

3,527  %

3,857  %

3,367  %

5,918  %

8,958  %

31

1,575  %

3,493  %

3,853  %

3,361  %

5,882  %

8,834  %

32

1,597  %

3,464  %

3,848  %

3,357  %

5,847  %

8,716  %

33

1,618  %

3,440  %

3,843  %

3,353  %

5,813  %

8,602  %

34

1,638  %

3,420  %

3,837  %

3,349  %

5,781  %

8,493  %

35

1,657  %

3,403  %

3,831  %

3,347  %

5,750  %

8,389  %

36

1,676  %

3,390  %

3,825  %

3,345  %

5,719  %

8,289  %

37

1,694  %

3,378  %

3,818  %

3,343  %

5,691  %

8,193  %

38

1,711  %

3,369  %

3,812  %

3,342  %

5,663  %

8,101  %

39

1,728  %

3,361  %

3,806  %

3,342  %

5,636  %

8,013  %

40

1,744  %

3,355  %

3,799  %

3,341  %

5,610  %

7,929  %

41

1,760  %

3,350  %

3,793  %

3,341  %

5,585  %

7,848  %

42

1,774  %

3,346  %

3,787  %

3,341  %

5,561  %

7,771  %

43

1,789  %

3,343  %

3,781  %

3,341  %

5,538  %

7,697  %

44

1,803  %

3,340  %

3,775  %

3,342  %

5,516  %

7,626  %

45

1,816  %

3,339  %

3,769  %

3,342  %

5,495  %

7,557  %

46

1,829  %

3,337  %

3,763  %

3,343  %

5,475  %

7,492  %

47

1,841  %

3,337  %

3,757  %

3,344  %

5,455  %

7,429  %

48

1,853  %

3,336  %

3,752  %

3,345  %

5,436  %

7,368  %

49

1,864  %

3,336  %

3,746  %

3,346  %

5,417  %

7,310  %

50

1,876  %

3,336  %

3,741  %

3,347  %

5,400  %

7,254  %

51

1,886  %

3,336  %

3,736  %

3,348  %

5,382  %

7,200  %

52

1,897  %

3,337  %

3,731  %

3,349  %

5,366  %

7,149  %

53

1,907  %

3,338  %

3,726  %

3,350  %

5,350  %

7,099  %

54

1,916  %

3,339  %

3,721  %

3,351  %

5,335  %

7,050  %

55

1,926  %

3,339  %

3,717  %

3,352  %

5,320  %

7,004  %

56

1,935  %

3,341  %

3,712  %

3,353  %

5,305  %

6,959  %

57

1,943  %

3,342  %

3,708  %

3,354  %

5,291  %

6,916  %

58

1,952  %

3,343  %

3,704  %

3,355  %

5,278  %

6,874  %

59

1,960  %

3,344  %

3,700  %

3,357  %

5,265  %

6,833  %

60

1,968  %

3,345  %

3,696  %

3,358  %

5,252  %

6,794  %

61

1,976  %

3,346  %

3,692  %

3,359  %

5,240  %

6,756  %

62

1,983  %

3,348  %

3,688  %

3,360  %

5,228  %

6,720  %

63

1,991  %

3,349  %

3,684  %

3,361  %

5,217  %

6,684  %

64

1,998  %

3,350  %

3,681  %

3,362  %

5,206  %

6,650  %

65

2,004  %

3,351  %

3,677  %

3,363  %

5,195  %

6,617  %

66

2,011  %

3,352  %

3,674  %

3,364  %

5,184  %

6,584  %

67

2,018  %

3,354  %

3,671  %

3,366  %

5,174  %

6,553  %

68

2,024  %

3,355  %

3,668  %

3,367  %

5,164  %

6,522  %

69

2,030  %

3,356  %

3,665  %

3,368  %

5,155  %

6,493  %

70

2,036  %

3,357  %

3,661  %

3,369  %

5,145  %

6,464  %

71

2,042  %

3,358  %

3,659  %

3,370  %

5,136  %

6,436  %

72

2,047  %

3,360  %

3,656  %

3,371  %

5,128  %

6,409  %

73

2,053  %

3,361  %

3,653  %

3,372  %

5,119  %

6,383  %

74

2,058  %

3,362  %

3,650  %

3,373  %

5,111  %

6,357  %

75

2,063  %

3,363  %

3,648  %

3,373  %

5,102  %

6,332  %

76

2,068  %

3,364  %

3,645  %

3,374  %

5,095  %

6,308  %

77

2,073  %

3,365  %

3,642  %

3,375  %

5,087  %

6,284  %

78

2,078  %

3,366  %

3,640  %

3,376  %

5,079  %

6,261  %

79

2,083  %

3,367  %

3,638  %

3,377  %

5,072  %

6,239  %

80

2,087  %

3,368  %

3,635  %

3,378  %

5,065  %

6,217  %

81

2,092  %

3,369  %

3,633  %

3,379  %

5,058  %

6,196  %

82

2,096  %

3,370  %

3,631  %

3,380  %

5,051  %

6,175  %

83

2,100  %

3,371  %

3,629  %

3,380  %

5,044  %

6,154  %

84

2,104  %

3,372  %

3,627  %

3,381  %

5,038  %

6,134  %

85

2,109  %

3,373  %

3,624  %

3,382  %

5,032  %

6,115  %

86

2,112  %

3,374  %

3,622  %

3,383  %

5,025  %

6,096  %

87

2,116  %

3,375  %

3,620  %

3,383  %

5,019  %

6,078  %

88

2,120  %

3,375  %

3,618  %

3,384  %

5,013  %

6,060  %

89

2,124  %

3,376  %

3,617  %

3,385  %

5,008  %

6,042  %

90

2,127  %

3,377  %

3,615  %

3,386  %

5,002  %

6,025  %

91

2,131  %

3,378  %

3,613  %

3,386  %

4,996  %

6,008  %

92

2,134  %

3,379  %

3,611  %

3,387  %

4,991  %

5,991  %

93

2,138  %

3,379  %

3,609  %

3,388  %

4,986  %

5,975  %

94

2,141  %

3,380  %

3,608  %

3,388  %

4,981  %

5,959  %

95

2,144  %

3,381  %

3,606  %

3,389  %

4,976  %

5,944  %

96

2,148  %

3,382  %

3,604  %

3,390  %

4,971  %

5,929  %

97

2,151  %

3,382  %

3,603  %

3,390  %

4,966  %

5,914  %

98

2,154  %

3,383  %

3,601  %

3,391  %

4,961  %

5,899  %

99

2,157  %

3,384  %

3,600  %

3,391  %

4,956  %

5,885  %

100

2,160  %

3,384  %

3,598  %

3,392  %

4,952  %

5,871  %

101

2,162  %

3,385  %

3,597  %

3,392  %

4,947  %

5,858  %

102

2,165  %

3,386  %

3,595  %

3,393  %

4,943  %

5,844  %

103

2,168  %

3,386  %

3,594  %

3,394  %

4,939  %

5,831  %

104

2,171  %

3,387  %

3,593  %

3,394  %

4,934  %

5,818  %

105

2,173  %

3,387  %

3,591  %

3,395  %

4,930  %

5,806  %

106

2,176  %

3,388  %

3,590  %

3,395  %

4,926  %

5,793  %

107

2,179  %

3,389  %

3,589  %

3,396  %

4,922  %

5,781  %

108

2,181  %

3,389  %

3,587  %

3,396  %

4,918  %

5,769  %

109

2,184  %

3,390  %

3,586  %

3,397  %

4,914  %

5,757  %

110

2,186  %

3,390  %

3,585  %

3,397  %

4,911  %

5,746  %

111

2,188  %

3,391  %

3,584  %

3,398  %

4,907  %

5,735  %

112

2,191  %

3,391  %

3,582  %

3,398  %

4,903  %

5,724  %

113

2,193  %

3,392  %

3,581  %

3,399  %

4,900  %

5,713  %

114

2,195  %

3,392  %

3,580  %

3,399  %

4,896  %

5,702  %

115

2,197  %

3,393  %

3,579  %

3,399  %

4,893  %

5,691  %

116

2,200  %

3,393  %

3,578  %

3,400  %

4,889  %

5,681  %

117

2,202  %

3,394  %

3,577  %

3,400  %

4,886  %

5,671  %

118

2,204  %

3,394  %

3,576  %

3,401  %

4,883  %

5,661  %

119

2,206  %

3,395  %

3,575  %

3,401  %

4,879  %

5,651  %

120

2,208  %

3,395  %

3,574  %

3,401  %

4,876  %

5,642  %

121

2,210  %

3,396  %

3,573  %

3,402  %

4,873  %

5,632  %

122

2,212  %

3,396  %

3,572  %

3,402  %

4,870  %

5,623  %

123

2,214  %

3,397  %

3,571  %

3,403  %

4,867  %

5,614  %

124

2,216  %

3,397  %

3,570  %

3,403  %

4,864  %

5,604  %

125

2,218  %

3,397  %

3,569  %

3,403  %

4,861  %

5,596  %

126

2,219  %

3,398  %

3,568  %

3,404  %

4,858  %

5,587  %

127

2,221  %

3,398  %

3,567  %

3,404  %

4,856  %

5,578  %

128

2,223  %

3,399  %

3,566  %

3,405  %

4,853  %

5,570  %

129

2,225  %

3,399  %

3,565  %

3,405  %

4,850  %

5,561  %

130

2,227  %

3,399  %

3,564  %

3,405  %

4,847  %

5,553  %

131

2,228  %

3,400  %

3,563  %

3,406  %

4,845  %

5,545  %

132

2,230  %

3,400  %

3,562  %

3,406  %

4,842  %

5,537  %

133

2,232  %

3,401  %

3,561  %

3,406  %

4,839  %

5,529  %

134

2,233  %

3,401  %

3,561  %

3,407  %

4,837  %

5,522  %

135

2,235  %

3,401  %

3,560  %

3,407  %

4,834  %

5,514  %

136

2,236  %

3,402  %

3,559  %

3,407  %

4,832  %

5,507  %

137

2,238  %

3,402  %

3,558  %

3,407  %

4,830  %

5,499  %

138

2,239  %

3,402  %

3,557  %

3,408  %

4,827  %

5,492  %

139

2,241  %

3,403  %

3,557  %

3,408  %

4,825  %

5,485  %

140

2,242  %

3,403  %

3,556  %

3,408  %

4,822  %

5,478  %

141

2,244  %

3,403  %

3,555  %

3,409  %

4,820  %

5,471  %

142

2,245  %

3,404  %

3,554  %

3,409  %

4,818  %

5,464  %

143

2,247  %

3,404  %

3,554  %

3,409  %

4,816  %

5,457  %

144

2,248  %

3,404  %

3,553  %

3,410  %

4,813  %

5,450  %

145

2,250  %

3,405  %

3,552  %

3,410  %

4,811  %

5,444  %

146

2,251  %

3,405  %

3,552  %

3,410  %

4,809  %

5,437  %

147

2,252  %

3,405  %

3,551  %

3,410  %

4,807  %

5,431  %

148

2,254  %

3,406  %

3,550  %

3,411  %

4,805  %

5,425  %

149

2,255  %

3,406  %

3,550  %

3,411  %

4,803  %

5,418  %

150

2,256  %

3,406  %

3,549  %

3,411  %

4,801  %

5,412  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 2,810  % | 6,255  % | 9,825  % | 0,718  % | 3,830  % | 6,478  % |
| 2 | 3,048  % | 6,703  % | 9,731  % | 0,775  % | 4,014  % | 7,351  % |
| 3 | 3,047  % | 6,973  % | 9,475  % | 0,830  % | 4,041  % | 7,790  % |
| 4 | 3,057  % | 7,149  % | 9,245  % | 0,884  % | 4,025  % | 8,094  % |
| 5 | 3,100  % | 7,273  % | 9,139  % | 0,933  % | 3,995  % | 8,375  % |
| 6 | 3,134  % | 7,374  % | 9,103  % | 0,981  % | 4,002  % | 8,664  % |
| 7 | 3,158  % | 7,445  % | 9,092  % | 1,028  % | 4,016  % | 8,947  % |
| 8 | 3,177  % | 7,506  % | 9,084  % | 1,074  % | 4,036  % | 9,192  % |
| 9 | 3,194  % | 7,564  % | 9,065  % | 1,119  % | 4,057  % | 9,396  % |
| 10 | 3,209  % | 7,614  % | 9,027  % | 1,165  % | 4,073  % | 9,563  % |
| 11 | 3,225  % | 7,641  % | 8,965  % | 1,218  % | 4,082  % | 9,693  % |
| 12 | 3,240  % | 7,645  % | 8,884  % | 1,278  % | 4,085  % | 9,790  % |
| 13 | 3,254  % | 7,633  % | 8,790  % | 1,341  % | 4,084  % | 9,856  % |
| 14 | 3,267  % | 7,610  % | 8,688  % | 1,406  % | 4,080  % | 9,894  % |
| 15 | 3,279  % | 7,578  % | 8,581  % | 1,470  % | 4,074  % | 9,902  % |
| 16 | 3,289  % | 7,541  % | 8,470  % | 1,532  % | 4,067  % | 9,883  % |
| 17 | 3,298  % | 7,499  % | 8,359  % | 1,594  % | 4,058  % | 9,842  % |
| 18 | 3,306  % | 7,455  % | 8,248  % | 1,653  % | 4,048  % | 9,784  % |
| 19 | 3,314  % | 7,410  % | 8,137  % | 1,711  % | 4,037  % | 9,714  % |
| 20 | 3,320  % | 7,363  % | 8,029  % | 1,766  % | 4,026  % | 9,634  % |
| 21 | 3,326  % | 7,316  % | 7,923  % | 1,819  % | 4,014  % | 9,547  % |
| 22 | 3,332  % | 7,270  % | 7,820  % | 1,870  % | 4,003  % | 9,456  % |
| 23 | 3,337  % | 7,223  % | 7,720  % | 1,918  % | 3,991  % | 9,363  % |
| 24 | 3,341  % | 7,178  % | 7,623  % | 1,964  % | 3,979  % | 9,268  % |
| 25 | 3,345  % | 7,134  % | 7,530  % | 2,009  % | 3,967  % | 9,173  % |
| 26 | 3,349  % | 7,090  % | 7,440  % | 2,051  % | 3,956  % | 9,079  % |
| 27 | 3,353  % | 7,048  % | 7,354  % | 2,091  % | 3,945  % | 8,986  % |
| 28 | 3,356  % | 7,008  % | 7,271  % | 2,130  % | 3,933  % | 8,894  % |
| 29 | 3,359  % | 6,968  % | 7,191  % | 2,167  % | 3,922  % | 8,805  % |
| 30 | 3,362  % | 6,930  % | 7,115  % | 2,202  % | 3,912  % | 8,719  % |
| 31 | 3,365  % | 6,893  % | 7,041  % | 2,235  % | 3,901  % | 8,635  % |
| 32 | 3,368  % | 6,858  % | 6,971  % | 2,267  % | 3,891  % | 8,553  % |
| 33 | 3,370  % | 6,824  % | 6,904  % | 2,298  % | 3,882  % | 8,475  % |
| 34 | 3,372  % | 6,791  % | 6,840  % | 2,327  % | 3,872  % | 8,399  % |
| 35 | 3,374  % | 6,759  % | 6,778  % | 2,356  % | 3,863  % | 8,326  % |
| 36 | 3,377  % | 6,729  % | 6,719  % | 2,382  % | 3,854  % | 8,256  % |
| 37 | 3,378  % | 6,700  % | 6,663  % | 2,408  % | 3,845  % | 8,188  % |
| 38 | 3,380  % | 6,672  % | 6,609  % | 2,433  % | 3,837  % | 8,123  % |
| 39 | 3,382  % | 6,645  % | 6,557  % | 2,457  % | 3,829  % | 8,061  % |
| 40 | 3,384  % | 6,619  % | 6,507  % | 2,479  % | 3,821  % | 8,001  % |
| 41 | 3,385  % | 6,593  % | 6,460  % | 2,501  % | 3,813  % | 7,943  % |
| 42 | 3,387  % | 6,569  % | 6,414  % | 2,522  % | 3,806  % | 7,888  % |
| 43 | 3,388  % | 6,546  % | 6,370  % | 2,542  % | 3,798  % | 7,834  % |
| 44 | 3,390  % | 6,524  % | 6,328  % | 2,561  % | 3,792  % | 7,783  % |
| 45 | 3,391  % | 6,502  % | 6,288  % | 2,580  % | 3,785  % | 7,734  % |
| 46 | 3,392  % | 6,482  % | 6,249  % | 2,598  % | 3,778  % | 7,687  % |
| 47 | 3,393  % | 6,462  % | 6,211  % | 2,615  % | 3,772  % | 7,641  % |
| 48 | 3,394  % | 6,443  % | 6,175  % | 2,632  % | 3,766  % | 7,598  % |
| 49 | 3,396  % | 6,424  % | 6,141  % | 2,648  % | 3,760  % | 7,555  % |
| 50 | 3,397  % | 6,406  % | 6,108  % | 2,663  % | 3,755  % | 7,515  % |
| 51 | 3,398  % | 6,389  % | 6,075  % | 2,678  % | 3,749  % | 7,476  % |
| 52 | 3,399  % | 6,372  % | 6,045  % | 2,692  % | 3,744  % | 7,438  % |
| 53 | 3,400  % | 6,356  % | 6,015  % | 2,706  % | 3,739  % | 7,402  % |
| 54 | 3,401  % | 6,341  % | 5,986  % | 2,719  % | 3,734  % | 7,367  % |
| 55 | 3,401  % | 6,326  % | 5,958  % | 2,732  % | 3,729  % | 7,333  % |
| 56 | 3,402  % | 6,311  % | 5,931  % | 2,745  % | 3,724  % | 7,300  % |
| 57 | 3,403  % | 6,297  % | 5,906  % | 2,757  % | 3,719  % | 7,269  % |
| 58 | 3,404  % | 6,284  % | 5,881  % | 2,769  % | 3,715  % | 7,238  % |
| 59 | 3,405  % | 6,271  % | 5,856  % | 2,780  % | 3,711  % | 7,209  % |
| 60 | 3,405  % | 6,258  % | 5,833  % | 2,791  % | 3,706  % | 7,180  % |
| 61 | 3,406  % | 6,246  % | 5,810  % | 2,801  % | 3,702  % | 7,153  % |
| 62 | 3,407  % | 6,234  % | 5,788  % | 2,812  % | 3,699  % | 7,126  % |
| 63 | 3,408  % | 6,222  % | 5,767  % | 2,822  % | 3,695  % | 7,100  % |
| 64 | 3,408  % | 6,211  % | 5,747  % | 2,831  % | 3,691  % | 7,075  % |
| 65 | 3,409  % | 6,200  % | 5,727  % | 2,841  % | 3,687  % | 7,051  % |
| 66 | 3,409  % | 6,189  % | 5,707  % | 2,850  % | 3,684  % | 7,027  % |
| 67 | 3,410  % | 6,179  % | 5,688  % | 2,859  % | 3,680  % | 7,004  % |
| 68 | 3,411  % | 6,169  % | 5,670  % | 2,867  % | 3,677  % | 6,982  % |
| 69 | 3,411  % | 6,160  % | 5,652  % | 2,876  % | 3,674  % | 6,960  % |
| 70 | 3,412  % | 6,150  % | 5,635  % | 2,884  % | 3,671  % | 6,939  % |
| 71 | 3,412  % | 6,141  % | 5,618  % | 2,892  % | 3,668  % | 6,919  % |
| 72 | 3,413  % | 6,132  % | 5,602  % | 2,899  % | 3,665  % | 6,899  % |
| 73 | 3,413  % | 6,124  % | 5,586  % | 2,907  % | 3,662  % | 6,880  % |
| 74 | 3,414  % | 6,115  % | 5,571  % | 2,914  % | 3,659  % | 6,861  % |
| 75 | 3,414  % | 6,107  % | 5,556  % | 2,921  % | 3,656  % | 6,843  % |
| 76 | 3,415  % | 6,099  % | 5,541  % | 2,928  % | 3,654  % | 6,825  % |
| 77 | 3,415  % | 6,091  % | 5,527  % | 2,935  % | 3,651  % | 6,808  % |
| 78 | 3,416  % | 6,084  % | 5,513  % | 2,942  % | 3,648  % | 6,791  % |
| 79 | 3,416  % | 6,076  % | 5,500  % | 2,948  % | 3,646  % | 6,775  % |
| 80 | 3,416  % | 6,069  % | 5,486  % | 2,954  % | 3,644  % | 6,759  % |
| 81 | 3,417  % | 6,062  % | 5,474  % | 2,960  % | 3,641  % | 6,743  % |
| 82 | 3,417  % | 6,055  % | 5,461  % | 2,966  % | 3,639  % | 6,728  % |
| 83 | 3,418  % | 6,048  % | 5,449  % | 2,972  % | 3,637  % | 6,713  % |
| 84 | 3,418  % | 6,042  % | 5,437  % | 2,978  % | 3,634  % | 6,698  % |
| 85 | 3,418  % | 6,035  % | 5,425  % | 2,983  % | 3,632  % | 6,684  % |
| 86 | 3,419  % | 6,029  % | 5,414  % | 2,989  % | 3,630  % | 6,670  % |
| 87 | 3,419  % | 6,023  % | 5,403  % | 2,994  % | 3,628  % | 6,657  % |
| 88 | 3,419  % | 6,017  % | 5,392  % | 2,999  % | 3,626  % | 6,644  % |
| 89 | 3,420  % | 6,011  % | 5,381  % | 3,004  % | 3,624  % | 6,631  % |
| 90 | 3,420  % | 6,006  % | 5,371  % | 3,009  % | 3,622  % | 6,618  % |
| 91 | 3,420  % | 6,000  % | 5,361  % | 3,014  % | 3,620  % | 6,606  % |
| 92 | 3,421  % | 5,995  % | 5,351  % | 3,019  % | 3,618  % | 6,594  % |
| 93 | 3,421  % | 5,989  % | 5,341  % | 3,023  % | 3,617  % | 6,582  % |
| 94 | 3,421  % | 5,984  % | 5,332  % | 3,028  % | 3,615  % | 6,570  % |
| 95 | 3,422  % | 5,979  % | 5,322  % | 3,032  % | 3,613  % | 6,559  % |
| 96 | 3,422  % | 5,974  % | 5,313  % | 3,037  % | 3,611  % | 6,548  % |
| 97 | 3,422  % | 5,969  % | 5,304  % | 3,041  % | 3,610  % | 6,537  % |
| 98 | 3,423  % | 5,964  % | 5,295  % | 3,045  % | 3,608  % | 6,526  % |
| 99 | 3,423  % | 5,960  % | 5,287  % | 3,049  % | 3,607  % | 6,516  % |
| 100 | 3,423  % | 5,955  % | 5,278  % | 3,053  % | 3,605  % | 6,506  % |
| 101 | 3,423  % | 5,951  % | 5,270  % | 3,057  % | 3,603  % | 6,496  % |
| 102 | 3,424  % | 5,946  % | 5,262  % | 3,061  % | 3,602  % | 6,486  % |
| 103 | 3,424  % | 5,942  % | 5,254  % | 3,065  % | 3,600  % | 6,476  % |
| 104 | 3,424  % | 5,937  % | 5,246  % | 3,068  % | 3,599  % | 6,467  % |
| 105 | 3,424  % | 5,933  % | 5,239  % | 3,072  % | 3,598  % | 6,458  % |
| 106 | 3,425  % | 5,929  % | 5,231  % | 3,075  % | 3,596  % | 6,449  % |
| 107 | 3,425  % | 5,925  % | 5,224  % | 3,079  % | 3,595  % | 6,440  % |
| 108 | 3,425  % | 5,921  % | 5,217  % | 3,082  % | 3,593  % | 6,431  % |
| 109 | 3,425  % | 5,917  % | 5,210  % | 3,086  % | 3,592  % | 6,422  % |
| 110 | 3,426  % | 5,914  % | 5,203  % | 3,089  % | 3,591  % | 6,414  % |
| 111 | 3,426  % | 5,910  % | 5,196  % | 3,092  % | 3,590  % | 6,406  % |
| 112 | 3,426  % | 5,906  % | 5,189  % | 3,095  % | 3,588  % | 6,398  % |
| 113 | 3,426  % | 5,903  % | 5,183  % | 3,099  % | 3,587  % | 6,390  % |
| 114 | 3,426  % | 5,899  % | 5,176  % | 3,102  % | 3,586  % | 6,382  % |
| 115 | 3,427  % | 5,896  % | 5,170  % | 3,105  % | 3,585  % | 6,374  % |
| 116 | 3,427  % | 5,892  % | 5,164  % | 3,108  % | 3,584  % | 6,366  % |
| 117 | 3,427  % | 5,889  % | 5,158  % | 3,111  % | 3,582  % | 6,359  % |
| 118 | 3,427  % | 5,885  % | 5,152  % | 3,113  % | 3,581  % | 6,352  % |
| 119 | 3,427  % | 5,882  % | 5,146  % | 3,116  % | 3,580  % | 6,345  % |
| 120 | 3,428  % | 5,879  % | 5,140  % | 3,119  % | 3,579  % | 6,337  % |
| 121 | 3,428  % | 5,876  % | 5,134  % | 3,122  % | 3,578  % | 6,331  % |
| 122 | 3,428  % | 5,873  % | 5,129  % | 3,124  % | 3,577  % | 6,324  % |
| 123 | 3,428  % | 5,870  % | 5,123  % | 3,127  % | 3,576  % | 6,317  % |
| 124 | 3,428  % | 5,867  % | 5,118  % | 3,130  % | 3,575  % | 6,310  % |
| 125 | 3,429  % | 5,864  % | 5,112  % | 3,132  % | 3,574  % | 6,304  % |
| 126 | 3,429  % | 5,861  % | 5,107  % | 3,135  % | 3,573  % | 6,297  % |
| 127 | 3,429  % | 5,858  % | 5,102  % | 3,137  % | 3,572  % | 6,291  % |
| 128 | 3,429  % | 5,855  % | 5,097  % | 3,140  % | 3,571  % | 6,285  % |
| 129 | 3,429  % | 5,853  % | 5,092  % | 3,142  % | 3,570  % | 6,279  % |
| 130 | 3,429  % | 5,850  % | 5,087  % | 3,144  % | 3,569  % | 6,273  % |
| 131 | 3,429  % | 5,847  % | 5,082  % | 3,147  % | 3,568  % | 6,267  % |
| 132 | 3,430  % | 5,845  % | 5,077  % | 3,149  % | 3,567  % | 6,261  % |
| 133 | 3,430  % | 5,842  % | 5,072  % | 3,151  % | 3,567  % | 6,255  % |
| 134 | 3,430  % | 5,839  % | 5,068  % | 3,154  % | 3,566  % | 6,250  % |
| 135 | 3,430  % | 5,837  % | 5,063  % | 3,156  % | 3,565  % | 6,244  % |
| 136 | 3,430  % | 5,834  % | 5,059  % | 3,158  % | 3,564  % | 6,239  % |
| 137 | 3,430  % | 5,832  % | 5,054  % | 3,160  % | 3,563  % | 6,233  % |
| 138 | 3,431  % | 5,830  % | 5,050  % | 3,162  % | 3,562  % | 6,228  % |
| 139 | 3,431  % | 5,827  % | 5,045  % | 3,164  % | 3,561  % | 6,223  % |
| 140 | 3,431  % | 5,825  % | 5,041  % | 3,166  % | 3,561  % | 6,217  % |
| 141 | 3,431  % | 5,823  % | 5,037  % | 3,168  % | 3,560  % | 6,212  % |
| 142 | 3,431  % | 5,820  % | 5,033  % | 3,170  % | 3,559  % | 6,207  % |
| 143 | 3,431  % | 5,818  % | 5,029  % | 3,172  % | 3,558  % | 6,202  % |
| 144 | 3,431  % | 5,816  % | 5,025  % | 3,174  % | 3,558  % | 6,197  % |
| 145 | 3,431  % | 5,814  % | 5,021  % | 3,176  % | 3,557  % | 6,193  % |
| 146 | 3,432  % | 5,811  % | 5,017  % | 3,178  % | 3,556  % | 6,188  % |
| 147 | 3,432  % | 5,809  % | 5,013  % | 3,180  % | 3,555  % | 6,183  % |
| 148 | 3,432  % | 5,807  % | 5,009  % | 3,182  % | 3,555  % | 6,179  % |
| 149 | 3,432  % | 5,805  % | 5,005  % | 3,183  % | 3,554  % | 6,174  % |
| 150 | 3,432  % | 5,803  % | 5,002  % | 3,185  % | 3,553  % | 6,169  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

2,810  %

6,255  %

9,825  %

0,718  %

3,830  %

6,478  %

2

3,048  %

6,703  %

9,731  %

0,775  %

4,014  %

7,351  %

3

3,047  %

6,973  %

9,475  %

0,830  %

4,041  %

7,790  %

4

3,057  %

7,149  %

9,245  %

0,884  %

4,025  %

8,094  %

5

3,100  %

7,273  %

9,139  %

0,933  %

3,995  %

8,375  %

6

3,134  %

7,374  %

9,103  %

0,981  %

4,002  %

8,664  %

7

3,158  %

7,445  %

9,092  %

1,028  %

4,016  %

8,947  %

8

3,177  %

7,506  %

9,084  %

1,074  %

4,036  %

9,192  %

9

3,194  %

7,564  %

9,065  %

1,119  %

4,057  %

9,396  %

10

3,209  %

7,614  %

9,027  %

1,165  %

4,073  %

9,563  %

11

3,225  %

7,641  %

8,965  %

1,218  %

4,082  %

9,693  %

12

3,240  %

7,645  %

8,884  %

1,278  %

4,085  %

9,790  %

13

3,254  %

7,633  %

8,790  %

1,341  %

4,084  %

9,856  %

14

3,267  %

7,610  %

8,688  %

1,406  %

4,080  %

9,894  %

15

3,279  %

7,578  %

8,581  %

1,470  %

4,074  %

9,902  %

16

3,289  %

7,541  %

8,470  %

1,532  %

4,067  %

9,883  %

17

3,298  %

7,499  %

8,359  %

1,594  %

4,058  %

9,842  %

18

3,306  %

7,455  %

8,248  %

1,653  %

4,048  %

9,784  %

19

3,314  %

7,410  %

8,137  %

1,711  %

4,037  %

9,714  %

20

3,320  %

7,363  %

8,029  %

1,766  %

4,026  %

9,634  %

21

3,326  %

7,316  %

7,923  %

1,819  %

4,014  %

9,547  %

22

3,332  %

7,270  %

7,820  %

1,870  %

4,003  %

9,456  %

23

3,337  %

7,223  %

7,720  %

1,918  %

3,991  %

9,363  %

24

3,341  %

7,178  %

7,623  %

1,964  %

3,979  %

9,268  %

25

3,345  %

7,134  %

7,530  %

2,009  %

3,967  %

9,173  %

26

3,349  %

7,090  %

7,440  %

2,051  %

3,956  %

9,079  %

27

3,353  %

7,048  %

7,354  %

2,091  %

3,945  %

8,986  %

28

3,356  %

7,008  %

7,271  %

2,130  %

3,933  %

8,894  %

29

3,359  %

6,968  %

7,191  %

2,167  %

3,922  %

8,805  %

30

3,362  %

6,930  %

7,115  %

2,202  %

3,912  %

8,719  %

31

3,365  %

6,893  %

7,041  %

2,235  %

3,901  %

8,635  %

32

3,368  %

6,858  %

6,971  %

2,267  %

3,891  %

8,553  %

33

3,370  %

6,824  %

6,904  %

2,298  %

3,882  %

8,475  %

34

3,372  %

6,791  %

6,840  %

2,327  %

3,872  %

8,399  %

35

3,374  %

6,759  %

6,778  %

2,356  %

3,863  %

8,326  %

36

3,377  %

6,729  %

6,719  %

2,382  %

3,854  %

8,256  %

37

3,378  %

6,700  %

6,663  %

2,408  %

3,845  %

8,188  %

38

3,380  %

6,672  %

6,609  %

2,433  %

3,837  %

8,123  %

39

3,382  %

6,645  %

6,557  %

2,457  %

3,829  %

8,061  %

40

3,384  %

6,619  %

6,507  %

2,479  %

3,821  %

8,001  %

41

3,385  %

6,593  %

6,460  %

2,501  %

3,813  %

7,943  %

42

3,387  %

6,569  %

6,414  %

2,522  %

3,806  %

7,888  %

43

3,388  %

6,546  %

6,370  %

2,542  %

3,798  %

7,834  %

44

3,390  %

6,524  %

6,328  %

2,561  %

3,792  %

7,783  %

45

3,391  %

6,502  %

6,288  %

2,580  %

3,785  %

7,734  %

46

3,392  %

6,482  %

6,249  %

2,598  %

3,778  %

7,687  %

47

3,393  %

6,462  %

6,211  %

2,615  %

3,772  %

7,641  %

48

3,394  %

6,443  %

6,175  %

2,632  %

3,766  %

7,598  %

49

3,396  %

6,424  %

6,141  %

2,648  %

3,760  %

7,555  %

50

3,397  %

6,406  %

6,108  %

2,663  %

3,755  %

7,515  %

51

3,398  %

6,389  %

6,075  %

2,678  %

3,749  %

7,476  %

52

3,399  %

6,372  %

6,045  %

2,692  %

3,744  %

7,438  %

53

3,400  %

6,356  %

6,015  %

2,706  %

3,739  %

7,402  %

54

3,401  %

6,341  %

5,986  %

2,719  %

3,734  %

7,367  %

55

3,401  %

6,326  %

5,958  %

2,732  %

3,729  %

7,333  %

56

3,402  %

6,311  %

5,931  %

2,745  %

3,724  %

7,300  %

57

3,403  %

6,297  %

5,906  %

2,757  %

3,719  %

7,269  %

58

3,404  %

6,284  %

5,881  %

2,769  %

3,715  %

7,238  %

59

3,405  %

6,271  %

5,856  %

2,780  %

3,711  %

7,209  %

60

3,405  %

6,258  %

5,833  %

2,791  %

3,706  %

7,180  %

61

3,406  %

6,246  %

5,810  %

2,801  %

3,702  %

7,153  %

62

3,407  %

6,234  %

5,788  %

2,812  %

3,699  %

7,126  %

63

3,408  %

6,222  %

5,767  %

2,822  %

3,695  %

7,100  %

64

3,408  %

6,211  %

5,747  %

2,831  %

3,691  %

7,075  %

65

3,409  %

6,200  %

5,727  %

2,841  %

3,687  %

7,051  %

66

3,409  %

6,189  %

5,707  %

2,850  %

3,684  %

7,027  %

67

3,410  %

6,179  %

5,688  %

2,859  %

3,680  %

7,004  %

68

3,411  %

6,169  %

5,670  %

2,867  %

3,677  %

6,982  %

69

3,411  %

6,160  %

5,652  %

2,876  %

3,674  %

6,960  %

70

3,412  %

6,150  %

5,635  %

2,884  %

3,671  %

6,939  %

71

3,412  %

6,141  %

5,618  %

2,892  %

3,668  %

6,919  %

72

3,413  %

6,132  %

5,602  %

2,899  %

3,665  %

6,899  %

73

3,413  %

6,124  %

5,586  %

2,907  %

3,662  %

6,880  %

74

3,414  %

6,115  %

5,571  %

2,914  %

3,659  %

6,861  %

75

3,414  %

6,107  %

5,556  %

2,921  %

3,656  %

6,843  %

76

3,415  %

6,099  %

5,541  %

2,928  %

3,654  %

6,825  %

77

3,415  %

6,091  %

5,527  %

2,935  %

3,651  %

6,808  %

78

3,416  %

6,084  %

5,513  %

2,942  %

3,648  %

6,791  %

79

3,416  %

6,076  %

5,500  %

2,948  %

3,646  %

6,775  %

80

3,416  %

6,069  %

5,486  %

2,954  %

3,644  %

6,759  %

81

3,417  %

6,062  %

5,474  %

2,960  %

3,641  %

6,743  %

82

3,417  %

6,055  %

5,461  %

2,966  %

3,639  %

6,728  %

83

3,418  %

6,048  %

5,449  %

2,972  %

3,637  %

6,713  %

84

3,418  %

6,042  %

5,437  %

2,978  %

3,634  %

6,698  %

85

3,418  %

6,035  %

5,425  %

2,983  %

3,632  %

6,684  %

86

3,419  %

6,029  %

5,414  %

2,989  %

3,630  %

6,670  %

87

3,419  %

6,023  %

5,403  %

2,994  %

3,628  %

6,657  %

88

3,419  %

6,017  %

5,392  %

2,999  %

3,626  %

6,644  %

89

3,420  %

6,011  %

5,381  %

3,004  %

3,624  %

6,631  %

90

3,420  %

6,006  %

5,371  %

3,009  %

3,622  %

6,618  %

91

3,420  %

6,000  %

5,361  %

3,014  %

3,620  %

6,606  %

92

3,421  %

5,995  %

5,351  %

3,019  %

3,618  %

6,594  %

93

3,421  %

5,989  %

5,341  %

3,023  %

3,617  %

6,582  %

94

3,421  %

5,984  %

5,332  %

3,028  %

3,615  %

6,570  %

95

3,422  %

5,979  %

5,322  %

3,032  %

3,613  %

6,559  %

96

3,422  %

5,974  %

5,313  %

3,037  %

3,611  %

6,548  %

97

3,422  %

5,969  %

5,304  %

3,041  %

3,610  %

6,537  %

98

3,423  %

5,964  %

5,295  %

3,045  %

3,608  %

6,526  %

99

3,423  %

5,960  %

5,287  %

3,049  %

3,607  %

6,516  %

100

3,423  %

5,955  %

5,278  %

3,053  %

3,605  %

6,506  %

101

3,423  %

5,951  %

5,270  %

3,057  %

3,603  %

6,496  %

102

3,424  %

5,946  %

5,262  %

3,061  %

3,602  %

6,486  %

103

3,424  %

5,942  %

5,254  %

3,065  %

3,600  %

6,476  %

104

3,424  %

5,937  %

5,246  %

3,068  %

3,599  %

6,467  %

105

3,424  %

5,933  %

5,239  %

3,072  %

3,598  %

6,458  %

106

3,425  %

5,929  %

5,231  %

3,075  %

3,596  %

6,449  %

107

3,425  %

5,925  %

5,224  %

3,079  %

3,595  %

6,440  %

108

3,425  %

5,921  %

5,217  %

3,082  %

3,593  %

6,431  %

109

3,425  %

5,917  %

5,210  %

3,086  %

3,592  %

6,422  %

110

3,426  %

5,914  %

5,203  %

3,089  %

3,591  %

6,414  %

111

3,426  %

5,910  %

5,196  %

3,092  %

3,590  %

6,406  %

112

3,426  %

5,906  %

5,189  %

3,095  %

3,588  %

6,398  %

113

3,426  %

5,903  %

5,183  %

3,099  %

3,587  %

6,390  %

114

3,426  %

5,899  %

5,176  %

3,102  %

3,586  %

6,382  %

115

3,427  %

5,896  %

5,170  %

3,105  %

3,585  %

6,374  %

116

3,427  %

5,892  %

5,164  %

3,108  %

3,584  %

6,366  %

117

3,427  %

5,889  %

5,158  %

3,111  %

3,582  %

6,359  %

118

3,427  %

5,885  %

5,152  %

3,113  %

3,581  %

6,352  %

119

3,427  %

5,882  %

5,146  %

3,116  %

3,580  %

6,345  %

120

3,428  %

5,879  %

5,140  %

3,119  %

3,579  %

6,337  %

121

3,428  %

5,876  %

5,134  %

3,122  %

3,578  %

6,331  %

122

3,428  %

5,873  %

5,129  %

3,124  %

3,577  %

6,324  %

123

3,428  %

5,870  %

5,123  %

3,127  %

3,576  %

6,317  %

124

3,428  %

5,867  %

5,118  %

3,130  %

3,575  %

6,310  %

125

3,429  %

5,864  %

5,112  %

3,132  %

3,574  %

6,304  %

126

3,429  %

5,861  %

5,107  %

3,135  %

3,573  %

6,297  %

127

3,429  %

5,858  %

5,102  %

3,137  %

3,572  %

6,291  %

128

3,429  %

5,855  %

5,097  %

3,140  %

3,571  %

6,285  %

129

3,429  %

5,853  %

5,092  %

3,142  %

3,570  %

6,279  %

130

3,429  %

5,850  %

5,087  %

3,144  %

3,569  %

6,273  %

131

3,429  %

5,847  %

5,082  %

3,147  %

3,568  %

6,267  %

132

3,430  %

5,845  %

5,077  %

3,149  %

3,567  %

6,261  %

133

3,430  %

5,842  %

5,072  %

3,151  %

3,567  %

6,255  %

134

3,430  %

5,839  %

5,068  %

3,154  %

3,566  %

6,250  %

135

3,430  %

5,837  %

5,063  %

3,156  %

3,565  %

6,244  %

136

3,430  %

5,834  %

5,059  %

3,158  %

3,564  %

6,239  %

137

3,430  %

5,832  %

5,054  %

3,160  %

3,563  %

6,233  %

138

3,431  %

5,830  %

5,050  %

3,162  %

3,562  %

6,228  %

139

3,431  %

5,827  %

5,045  %

3,164  %

3,561  %

6,223  %

140

3,431  %

5,825  %

5,041  %

3,166  %

3,561  %

6,217  %

141

3,431  %

5,823  %

5,037  %

3,168  %

3,560  %

6,212  %

142

3,431  %

5,820  %

5,033  %

3,170  %

3,559  %

6,207  %

143

3,431  %

5,818  %

5,029  %

3,172  %

3,558  %

6,202  %

144

3,431  %

5,816  %

5,025  %

3,174  %

3,558  %

6,197  %

145

3,431  %

5,814  %

5,021  %

3,176  %

3,557  %

6,193  %

146

3,432  %

5,811  %

5,017  %

3,178  %

3,556  %

6,188  %

147

3,432  %

5,809  %

5,013  %

3,180  %

3,555  %

6,183  %

148

3,432  %

5,807  %

5,009  %

3,182  %

3,555  %

6,179  %

149

3,432  %

5,805  %

5,005  %

3,183  %

3,554  %

6,174  %

150

3,432  %

5,803  %

5,002  %

3,185  %

3,553  %

6,169  %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 13,438  % | 2,076  % | 2,973  % | 11,291  % | 2,594  % | 3,122  % |
| 2 | 12,559  % | 2,220  % | 3,292  % | 9,760  % | 2,746  % | 3,421  % |
| 3 | 12,404  % | 2,355  % | 3,594  % | 9,077  % | 2,844  % | 3,480  % |
| 4 | 12,426  % | 2,470  % | 3,859  % | 8,791  % | 2,891  % | 3,457  % |
| 5 | 12,521  % | 2,566  % | 4,039  % | 8,686  % | 2,917  % | 3,412  % |
| 6 | 12,633  % | 2,643  % | 4,160  % | 8,667  % | 2,935  % | 3,355  % |
| 7 | 12,736  % | 2,709  % | 4,250  % | 8,689  % | 2,951  % | 3,309  % |
| 8 | 12,830  % | 2,769  % | 4,324  % | 8,732  % | 2,966  % | 3,285  % |
| 9 | 12,933  % | 2,826  % | 4,398  % | 8,791  % | 2,981  % | 3,261  % |
| 10 | 13,024  % | 2,882  % | 4,477  % | 8,839  % | 2,997  % | 3,222  % |
| 11 | 13,056  % | 2,937  % | 4,558  % | 8,876  % | 3,013  % | 3,161  % |
| 12 | 13,032  % | 2,990  % | 4,637  % | 8,898  % | 3,030  % | 3,086  % |
| 13 | 12,966  % | 3,042  % | 4,711  % | 8,903  % | 3,046  % | 3,007  % |
| 14 | 12,866  % | 3,092  % | 4,781  % | 8,888  % | 3,063  % | 2,930  % |
| 15 | 12,742  % | 3,140  % | 4,846  % | 8,852  % | 3,078  % | 2,857  % |
| 16 | 12,599  % | 3,186  % | 4,904  % | 8,800  % | 3,093  % | 2,791  % |
| 17 | 12,443  % | 3,230  % | 4,955  % | 8,735  % | 3,107  % | 2,734  % |
| 18 | 12,277  % | 3,272  % | 4,998  % | 8,662  % | 3,121  % | 2,687  % |
| 19 | 12,105  % | 3,312  % | 5,031  % | 8,582  % | 3,133  % | 2,649  % |
| 20 | 11,930  % | 3,350  % | 5,053  % | 8,498  % | 3,145  % | 2,622  % |
| 21 | 11,753  % | 3,386  % | 5,063  % | 8,412  % | 3,155  % | 2,605  % |
| 22 | 11,576  % | 3,421  % | 5,062  % | 8,325  % | 3,165  % | 2,596  % |
| 23 | 11,402  % | 3,454  % | 5,054  % | 8,238  % | 3,175  % | 2,593  % |
| 24 | 11,230  % | 3,485  % | 5,040  % | 8,151  % | 3,183  % | 2,595  % |
| 25 | 11,062  % | 3,515  % | 5,021  % | 8,065  % | 3,191  % | 2,601  % |
| 26 | 10,899  % | 3,543  % | 4,998  % | 7,982  % | 3,199  % | 2,609  % |
| 27 | 10,740  % | 3,571  % | 4,973  % | 7,900  % | 3,206  % | 2,619  % |
| 28 | 10,587  % | 3,596  % | 4,946  % | 7,820  % | 3,213  % | 2,631  % |
| 29 | 10,439  % | 3,621  % | 4,917  % | 7,743  % | 3,219  % | 2,644  % |
| 30 | 10,297  % | 3,645  % | 4,888  % | 7,669  % | 3,225  % | 2,658  % |
| 31 | 10,159  % | 3,667  % | 4,858  % | 7,597  % | 3,231  % | 2,673  % |
| 32 | 10,028  % | 3,689  % | 4,828  % | 7,527  % | 3,236  % | 2,687  % |
| 33 | 9,901  % | 3,710  % | 4,798  % | 7,460  % | 3,241  % | 2,702  % |
| 34 | 9,780  % | 3,729  % | 4,769  % | 7,396  % | 3,246  % | 2,717  % |
| 35 | 9,664  % | 3,748  % | 4,740  % | 7,334  % | 3,251  % | 2,732  % |
| 36 | 9,553  % | 3,766  % | 4,712  % | 7,275  % | 3,256  % | 2,747  % |
| 37 | 9,446  % | 3,784  % | 4,684  % | 7,218  % | 3,260  % | 2,761  % |
| 38 | 9,344  % | 3,801  % | 4,657  % | 7,163  % | 3,264  % | 2,775  % |
| 39 | 9,247  % | 3,817  % | 4,630  % | 7,111  % | 3,268  % | 2,789  % |
| 40 | 9,153  % | 3,832  % | 4,605  % | 7,060  % | 3,272  % | 2,803  % |
| 41 | 9,063  % | 3,847  % | 4,580  % | 7,011  % | 3,275  % | 2,816  % |
| 42 | 8,977  % | 3,861  % | 4,556  % | 6,965  % | 3,279  % | 2,829  % |
| 43 | 8,895  % | 3,874  % | 4,532  % | 6,920  % | 3,282  % | 2,841  % |
| 44 | 8,816  % | 3,888  % | 4,510  % | 6,877  % | 3,286  % | 2,854  % |
| 45 | 8,740  % | 3,900  % | 4,488  % | 6,836  % | 3,289  % | 2,865  % |
| 46 | 8,667  % | 3,912  % | 4,467  % | 6,796  % | 3,292  % | 2,877  % |
| 47 | 8,597  % | 3,924  % | 4,446  % | 6,758  % | 3,295  % | 2,888  % |
| 48 | 8,530  % | 3,935  % | 4,427  % | 6,721  % | 3,298  % | 2,899  % |
| 49 | 8,465  % | 3,946  % | 4,408  % | 6,685  % | 3,300  % | 2,909  % |
| 50 | 8,403  % | 3,957  % | 4,389  % | 6,651  % | 3,303  % | 2,919  % |
| 51 | 8,343  % | 3,967  % | 4,372  % | 6,618  % | 3,305  % | 2,929  % |
| 52 | 8,286  % | 3,977  % | 4,354  % | 6,587  % | 3,308  % | 2,938  % |
| 53 | 8,230  % | 3,986  % | 4,338  % | 6,556  % | 3,310  % | 2,948  % |
| 54 | 8,177  % | 3,995  % | 4,322  % | 6,527  % | 3,313  % | 2,956  % |
| 55 | 8,125  % | 4,004  % | 4,306  % | 6,498  % | 3,315  % | 2,965  % |
| 56 | 8,075  % | 4,013  % | 4,291  % | 6,471  % | 3,317  % | 2,973  % |
| 57 | 8,027  % | 4,021  % | 4,277  % | 6,444  % | 3,319  % | 2,981  % |
| 58 | 7,981  % | 4,029  % | 4,263  % | 6,418  % | 3,321  % | 2,989  % |
| 59 | 7,936  % | 4,037  % | 4,249  % | 6,394  % | 3,323  % | 2,997  % |
| 60 | 7,892  % | 4,044  % | 4,236  % | 6,370  % | 3,325  % | 3,004  % |
| 61 | 7,850  % | 4,052  % | 4,223  % | 6,346  % | 3,327  % | 3,011  % |
| 62 | 7,810  % | 4,059  % | 4,211  % | 6,324  % | 3,329  % | 3,018  % |
| 63 | 7,770  % | 4,066  % | 4,199  % | 6,302  % | 3,331  % | 3,025  % |
| 64 | 7,732  % | 4,072  % | 4,187  % | 6,281  % | 3,332  % | 3,031  % |
| 65 | 7,695  % | 4,079  % | 4,176  % | 6,260  % | 3,334  % | 3,038  % |
| 66 | 7,659  % | 4,085  % | 4,165  % | 6,240  % | 3,336  % | 3,044  % |
| 67 | 7,624  % | 4,091  % | 4,154  % | 6,221  % | 3,337  % | 3,050  % |
| 68 | 7,591  % | 4,097  % | 4,144  % | 6,202  % | 3,339  % | 3,056  % |
| 69 | 7,558  % | 4,103  % | 4,134  % | 6,184  % | 3,340  % | 3,061  % |
| 70 | 7,526  % | 4,108  % | 4,124  % | 6,166  % | 3,342  % | 3,067  % |
| 71 | 7,495  % | 4,114  % | 4,115  % | 6,149  % | 3,343  % | 3,072  % |
| 72 | 7,465  % | 4,119  % | 4,105  % | 6,133  % | 3,345  % | 3,077  % |
| 73 | 7,436  % | 4,124  % | 4,096  % | 6,116  % | 3,346  % | 3,082  % |
| 74 | 7,407  % | 4,129  % | 4,088  % | 6,100  % | 3,347  % | 3,087  % |
| 75 | 7,380  % | 4,134  % | 4,079  % | 6,085  % | 3,349  % | 3,092  % |
| 76 | 7,353  % | 4,139  % | 4,071  % | 6,070  % | 3,350  % | 3,097  % |
| 77 | 7,327  % | 4,144  % | 4,063  % | 6,055  % | 3,351  % | 3,101  % |
| 78 | 7,301  % | 4,148  % | 4,055  % | 6,041  % | 3,352  % | 3,106  % |
| 79 | 7,276  % | 4,153  % | 4,047  % | 6,027  % | 3,354  % | 3,110  % |
| 80 | 7,252  % | 4,157  % | 4,040  % | 6,014  % | 3,355  % | 3,114  % |
| 81 | 7,228  % | 4,161  % | 4,032  % | 6,001  % | 3,356  % | 3,119  % |
| 82 | 7,205  % | 4,165  % | 4,025  % | 5,988  % | 3,357  % | 3,123  % |
| 83 | 7,183  % | 4,169  % | 4,018  % | 5,975  % | 3,358  % | 3,127  % |
| 84 | 7,161  % | 4,173  % | 4,012  % | 5,963  % | 3,359  % | 3,130  % |
| 85 | 7,139  % | 4,177  % | 4,005  % | 5,951  % | 3,360  % | 3,134  % |
| 86 | 7,118  % | 4,181  % | 3,999  % | 5,939  % | 3,361  % | 3,138  % |
| 87 | 7,098  % | 4,184  % | 3,992  % | 5,928  % | 3,362  % | 3,141  % |
| 88 | 7,078  % | 4,188  % | 3,986  % | 5,917  % | 3,363  % | 3,145  % |
| 89 | 7,058  % | 4,191  % | 3,980  % | 5,906  % | 3,364  % | 3,148  % |
| 90 | 7,039  % | 4,195  % | 3,974  % | 5,895  % | 3,365  % | 3,152  % |
| 91 | 7,020  % | 4,198  % | 3,968  % | 5,885  % | 3,366  % | 3,155  % |
| 92 | 7,002  % | 4,201  % | 3,963  % | 5,874  % | 3,367  % | 3,158  % |
| 93 | 6,984  % | 4,205  % | 3,957  % | 5,864  % | 3,368  % | 3,161  % |
| 94 | 6,966  % | 4,208  % | 3,952  % | 5,855  % | 3,369  % | 3,164  % |
| 95 | 6,949  % | 4,211  % | 3,946  % | 5,845  % | 3,369  % | 3,167  % |
| 96 | 6,933  % | 4,214  % | 3,941  % | 5,836  % | 3,370  % | 3,170  % |
| 97 | 6,916  % | 4,217  % | 3,936  % | 5,827  % | 3,371  % | 3,173  % |
| 98 | 6,900  % | 4,220  % | 3,931  % | 5,818  % | 3,372  % | 3,176  % |
| 99 | 6,884  % | 4,222  % | 3,926  % | 5,809  % | 3,373  % | 3,179  % |
| 100 | 6,869  % | 4,225  % | 3,922  % | 5,800  % | 3,373  % | 3,181  % |
| 101 | 6,854  % | 4,228  % | 3,917  % | 5,792  % | 3,374  % | 3,184  % |
| 102 | 6,839  % | 4,231  % | 3,912  % | 5,783  % | 3,375  % | 3,187  % |
| 103 | 6,824  % | 4,233  % | 3,908  % | 5,775  % | 3,376  % | 3,189  % |
| 104 | 6,810  % | 4,236  % | 3,903  % | 5,767  % | 3,376  % | 3,192  % |
| 105 | 6,796  % | 4,238  % | 3,899  % | 5,760  % | 3,377  % | 3,194  % |
| 106 | 6,782  % | 4,241  % | 3,895  % | 5,752  % | 3,378  % | 3,197  % |
| 107 | 6,769  % | 4,243  % | 3,891  % | 5,744  % | 3,378  % | 3,199  % |
| 108 | 6,756  % | 4,246  % | 3,887  % | 5,737  % | 3,379  % | 3,201  % |
| 109 | 6,743  % | 4,248  % | 3,883  % | 5,730  % | 3,380  % | 3,204  % |
| 110 | 6,730  % | 4,250  % | 3,879  % | 5,723  % | 3,380  % | 3,206  % |
| 111 | 6,717  % | 4,252  % | 3,875  % | 5,716  % | 3,381  % | 3,208  % |
| 112 | 6,705  % | 4,255  % | 3,871  % | 5,709  % | 3,381  % | 3,210  % |
| 113 | 6,693  % | 4,257  % | 3,867  % | 5,702  % | 3,382  % | 3,212  % |
| 114 | 6,681  % | 4,259  % | 3,864  % | 5,695  % | 3,383  % | 3,214  % |
| 115 | 6,669  % | 4,261  % | 3,860  % | 5,689  % | 3,383  % | 3,216  % |
| 116 | 6,658  % | 4,263  % | 3,856  % | 5,683  % | 3,384  % | 3,218  % |
| 117 | 6,647  % | 4,265  % | 3,853  % | 5,676  % | 3,384  % | 3,220  % |
| 118 | 6,636  % | 4,267  % | 3,850  % | 5,670  % | 3,385  % | 3,222  % |
| 119 | 6,625  % | 4,269  % | 3,846  % | 5,664  % | 3,385  % | 3,224  % |
| 120 | 6,614  % | 4,271  % | 3,843  % | 5,658  % | 3,386  % | 3,226  % |
| 121 | 6,604  % | 4,273  % | 3,840  % | 5,652  % | 3,386  % | 3,228  % |
| 122 | 6,593  % | 4,275  % | 3,836  % | 5,646  % | 3,387  % | 3,230  % |
| 123 | 6,583  % | 4,277  % | 3,833  % | 5,641  % | 3,388  % | 3,232  % |
| 124 | 6,573  % | 4,278  % | 3,830  % | 5,635  % | 3,388  % | 3,233  % |
| 125 | 6,563  % | 4,280  % | 3,827  % | 5,630  % | 3,389  % | 3,235  % |
| 126 | 6,554  % | 4,282  % | 3,824  % | 5,624  % | 3,389  % | 3,237  % |
| 127 | 6,544  % | 4,284  % | 3,821  % | 5,619  % | 3,389  % | 3,238  % |
| 128 | 6,535  % | 4,285  % | 3,818  % | 5,614  % | 3,390  % | 3,240  % |
| 129 | 6,525  % | 4,287  % | 3,815  % | 5,608  % | 3,390  % | 3,242  % |
| 130 | 6,516  % | 4,289  % | 3,813  % | 5,603  % | 3,391  % | 3,243  % |
| 131 | 6,507  % | 4,290  % | 3,810  % | 5,598  % | 3,391  % | 3,245  % |
| 132 | 6,499  % | 4,292  % | 3,807  % | 5,593  % | 3,392  % | 3,246  % |
| 133 | 6,490  % | 4,293  % | 3,804  % | 5,589  % | 3,392  % | 3,248  % |
| 134 | 6,481  % | 4,295  % | 3,802  % | 5,584  % | 3,393  % | 3,249  % |
| 135 | 6,473  % | 4,296  % | 3,799  % | 5,579  % | 3,393  % | 3,251  % |
| 136 | 6,465  % | 4,298  % | 3,797  % | 5,575  % | 3,393  % | 3,252  % |
| 137 | 6,456  % | 4,299  % | 3,794  % | 5,570  % | 3,394  % | 3,254  % |
| 138 | 6,448  % | 4,301  % | 3,792  % | 5,565  % | 3,394  % | 3,255  % |
| 139 | 6,440  % | 4,302  % | 3,789  % | 5,561  % | 3,395  % | 3,257  % |
| 140 | 6,433  % | 4,304  % | 3,787  % | 5,557  % | 3,395  % | 3,258  % |
| 141 | 6,425  % | 4,305  % | 3,784  % | 5,552  % | 3,395  % | 3,259  % |
| 142 | 6,417  % | 4,306  % | 3,782  % | 5,548  % | 3,396  % | 3,261  % |
| 143 | 6,410  % | 4,308  % | 3,780  % | 5,544  % | 3,396  % | 3,262  % |
| 144 | 6,402  % | 4,309  % | 3,777  % | 5,540  % | 3,397  % | 3,263  % |
| 145 | 6,395  % | 4,310  % | 3,775  % | 5,536  % | 3,397  % | 3,265  % |
| 146 | 6,388  % | 4,312  % | 3,773  % | 5,532  % | 3,397  % | 3,266  % |
| 147 | 6,381  % | 4,313  % | 3,771  % | 5,528  % | 3,398  % | 3,267  % |
| 148 | 6,374  % | 4,314  % | 3,768  % | 5,524  % | 3,398  % | 3,268  % |
| 149 | 6,367  % | 4,315  % | 3,766  % | 5,520  % | 3,398  % | 3,270  % |
| 150 | 6,360  % | 4,317  % | 3,764  % | 5,516  % | 3,399  % | 3,271  % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

13,438  %

2,076  %

2,973  %

11,291  %

2,594  %

3,122  %

2

12,559  %

2,220  %

3,292  %

9,760  %

2,746  %

3,421  %

3

12,404  %

2,355  %

3,594  %

9,077  %

2,844  %

3,480  %

4

12,426  %

2,470  %

3,859  %

8,791  %

2,891  %

3,457  %

5

12,521  %

2,566  %

4,039  %

8,686  %

2,917  %

3,412  %

6

12,633  %

2,643  %

4,160  %

8,667  %

2,935  %

3,355  %

7

12,736  %

2,709  %

4,250  %

8,689  %

2,951  %

3,309  %

8

12,830  %

2,769  %

4,324  %

8,732  %

2,966  %

3,285  %

9

12,933  %

2,826  %

4,398  %

8,791  %

2,981  %

3,261  %

10

13,024  %

2,882  %

4,477  %

8,839  %

2,997  %

3,222  %

11

13,056  %

2,937  %

4,558  %

8,876  %

3,013  %

3,161  %

12

13,032  %

2,990  %

4,637  %

8,898  %

3,030  %

3,086  %

13

12,966  %

3,042  %

4,711  %

8,903  %

3,046  %

3,007  %

14

12,866  %

3,092  %

4,781  %

8,888  %

3,063  %

2,930  %

15

12,742  %

3,140  %

4,846  %

8,852  %

3,078  %

2,857  %

16

12,599  %

3,186  %

4,904  %

8,800  %

3,093  %

2,791  %

17

12,443  %

3,230  %

4,955  %

8,735  %

3,107  %

2,734  %

18

12,277  %

3,272  %

4,998  %

8,662  %

3,121  %

2,687  %

19

12,105  %

3,312  %

5,031  %

8,582  %

3,133  %

2,649  %

20

11,930  %

3,350  %

5,053  %

8,498  %

3,145  %

2,622  %

21

11,753  %

3,386  %

5,063  %

8,412  %

3,155  %

2,605  %

22

11,576  %

3,421  %

5,062  %

8,325  %

3,165  %

2,596  %

23

11,402  %

3,454  %

5,054  %

8,238  %

3,175  %

2,593  %

24

11,230  %

3,485  %

5,040  %

8,151  %

3,183  %

2,595  %

25

11,062  %

3,515  %

5,021  %

8,065  %

3,191  %

2,601  %

26

10,899  %

3,543  %

4,998  %

7,982  %

3,199  %

2,609  %

27

10,740  %

3,571  %

4,973  %

7,900  %

3,206  %

2,619  %

28

10,587  %

3,596  %

4,946  %

7,820  %

3,213  %

2,631  %

29

10,439  %

3,621  %

4,917  %

7,743  %

3,219  %

2,644  %

30

10,297  %

3,645  %

4,888  %

7,669  %

3,225  %

2,658  %

31

10,159  %

3,667  %

4,858  %

7,597  %

3,231  %

2,673  %

32

10,028  %

3,689  %

4,828  %

7,527  %

3,236  %

2,687  %

33

9,901  %

3,710  %

4,798  %

7,460  %

3,241  %

2,702  %

34

9,780  %

3,729  %

4,769  %

7,396  %

3,246  %

2,717  %

35

9,664  %

3,748  %

4,740  %

7,334  %

3,251  %

2,732  %

36

9,553  %

3,766  %

4,712  %

7,275  %

3,256  %

2,747  %

37

9,446  %

3,784  %

4,684  %

7,218  %

3,260  %

2,761  %

38

9,344  %

3,801  %

4,657  %

7,163  %

3,264  %

2,775  %

39

9,247  %

3,817  %

4,630  %

7,111  %

3,268  %

2,789  %

40

9,153  %

3,832  %

4,605  %

7,060  %

3,272  %

2,803  %

41

9,063  %

3,847  %

4,580  %

7,011  %

3,275  %

2,816  %

42

8,977  %

3,861  %

4,556  %

6,965  %

3,279  %

2,829  %

43

8,895  %

3,874  %

4,532  %

6,920  %

3,282  %

2,841  %

44

8,816  %

3,888  %

4,510  %

6,877  %

3,286  %

2,854  %

45

8,740  %

3,900  %

4,488  %

6,836  %

3,289  %

2,865  %

46

8,667  %

3,912  %

4,467  %

6,796  %

3,292  %

2,877  %

47

8,597  %

3,924  %

4,446  %

6,758  %

3,295  %

2,888  %

48

8,530  %

3,935  %

4,427  %

6,721  %

3,298  %

2,899  %

49

8,465  %

3,946  %

4,408  %

6,685  %

3,300  %

2,909  %

50

8,403  %

3,957  %

4,389  %

6,651  %

3,303  %

2,919  %

51

8,343  %

3,967  %

4,372  %

6,618  %

3,305  %

2,929  %

52

8,286  %

3,977  %

4,354  %

6,587  %

3,308  %

2,938  %

53

8,230  %

3,986  %

4,338  %

6,556  %

3,310  %

2,948  %

54

8,177  %

3,995  %

4,322  %

6,527  %

3,313  %

2,956  %

55

8,125  %

4,004  %

4,306  %

6,498  %

3,315  %

2,965  %

56

8,075  %

4,013  %

4,291  %

6,471  %

3,317  %

2,973  %

57

8,027  %

4,021  %

4,277  %

6,444  %

3,319  %

2,981  %

58

7,981  %

4,029  %

4,263  %

6,418  %

3,321  %

2,989  %

59

7,936  %

4,037  %

4,249  %

6,394  %

3,323  %

2,997  %

60

7,892  %

4,044  %

4,236  %

6,370  %

3,325  %

3,004  %

61

7,850  %

4,052  %

4,223  %

6,346  %

3,327  %

3,011  %

62

7,810  %

4,059  %

4,211  %

6,324  %

3,329  %

3,018  %

63

7,770  %

4,066  %

4,199  %

6,302  %

3,331  %

3,025  %

64

7,732  %

4,072  %

4,187  %

6,281  %

3,332  %

3,031  %

65

7,695  %

4,079  %

4,176  %

6,260  %

3,334  %

3,038  %

66

7,659  %

4,085  %

4,165  %

6,240  %

3,336  %

3,044  %

67

7,624  %

4,091  %

4,154  %

6,221  %

3,337  %

3,050  %

68

7,591  %

4,097  %

4,144  %

6,202  %

3,339  %

3,056  %

69

7,558  %

4,103  %

4,134  %

6,184  %

3,340  %

3,061  %

70

7,526  %

4,108  %

4,124  %

6,166  %

3,342  %

3,067  %

71

7,495  %

4,114  %

4,115  %

6,149  %

3,343  %

3,072  %

72

7,465  %

4,119  %

4,105  %

6,133  %

3,345  %

3,077  %

73

7,436  %

4,124  %

4,096  %

6,116  %

3,346  %

3,082  %

74

7,407  %

4,129  %

4,088  %

6,100  %

3,347  %

3,087  %

75

7,380  %

4,134  %

4,079  %

6,085  %

3,349  %

3,092  %

76

7,353  %

4,139  %

4,071  %

6,070  %

3,350  %

3,097  %

77

7,327  %

4,144  %

4,063  %

6,055  %

3,351  %

3,101  %

78

7,301  %

4,148  %

4,055  %

6,041  %

3,352  %

3,106  %

79

7,276  %

4,153  %

4,047  %

6,027  %

3,354  %

3,110  %

80

7,252  %

4,157  %

4,040  %

6,014  %

3,355  %

3,114  %

81

7,228  %

4,161  %

4,032  %

6,001  %

3,356  %

3,119  %

82

7,205  %

4,165  %

4,025  %

5,988  %

3,357  %

3,123  %

83

7,183  %

4,169  %

4,018  %

5,975  %

3,358  %

3,127  %

84

7,161  %

4,173  %

4,012  %

5,963  %

3,359  %

3,130  %

85

7,139  %

4,177  %

4,005  %

5,951  %

3,360  %

3,134  %

86

7,118  %

4,181  %

3,999  %

5,939  %

3,361  %

3,138  %

87

7,098  %

4,184  %

3,992  %

5,928  %

3,362  %

3,141  %

88

7,078  %

4,188  %

3,986  %

5,917  %

3,363  %

3,145  %

89

7,058  %

4,191  %

3,980  %

5,906  %

3,364  %

3,148  %

90

7,039  %

4,195  %

3,974  %

5,895  %

3,365  %

3,152  %

91

7,020  %

4,198  %

3,968  %

5,885  %

3,366  %

3,155  %

92

7,002  %

4,201  %

3,963  %

5,874  %

3,367  %

3,158  %

93

6,984  %

4,205  %

3,957  %

5,864  %

3,368  %

3,161  %

94

6,966  %

4,208  %

3,952  %

5,855  %

3,369  %

3,164  %

95

6,949  %

4,211  %

3,946  %

5,845  %

3,369  %

3,167  %

96

6,933  %

4,214  %

3,941  %

5,836  %

3,370  %

3,170  %

97

6,916  %

4,217  %

3,936  %

5,827  %

3,371  %

3,173  %

98

6,900  %

4,220  %

3,931  %

5,818  %

3,372  %

3,176  %

99

6,884  %

4,222  %

3,926  %

5,809  %

3,373  %

3,179  %

100

6,869  %

4,225  %

3,922  %

5,800  %

3,373  %

3,181  %

101

6,854  %

4,228  %

3,917  %

5,792  %

3,374  %

3,184  %

102

6,839  %

4,231  %

3,912  %

5,783  %

3,375  %

3,187  %

103

6,824  %

4,233  %

3,908  %

5,775  %

3,376  %

3,189  %

104

6,810  %

4,236  %

3,903  %

5,767  %

3,376  %

3,192  %

105

6,796  %

4,238  %

3,899  %

5,760  %

3,377  %

3,194  %

106

6,782  %

4,241  %

3,895  %

5,752  %

3,378  %

3,197  %

107

6,769  %

4,243  %

3,891  %

5,744  %

3,378  %

3,199  %

108

6,756  %

4,246  %

3,887  %

5,737  %

3,379  %

3,201  %

109

6,743  %

4,248  %

3,883  %

5,730  %

3,380  %

3,204  %

110

6,730  %

4,250  %

3,879  %

5,723  %

3,380  %

3,206  %

111

6,717  %

4,252  %

3,875  %

5,716  %

3,381  %

3,208  %

112

6,705  %

4,255  %

3,871  %

5,709  %

3,381  %

3,210  %

113

6,693  %

4,257  %

3,867  %

5,702  %

3,382  %

3,212  %

114

6,681  %

4,259  %

3,864  %

5,695  %

3,383  %

3,214  %

115

6,669  %

4,261  %

3,860  %

5,689  %

3,383  %

3,216  %

116

6,658  %

4,263  %

3,856  %

5,683  %

3,384  %

3,218  %

117

6,647  %

4,265  %

3,853  %

5,676  %

3,384  %

3,220  %

118

6,636  %

4,267  %

3,850  %

5,670  %

3,385  %

3,222  %

119

6,625  %

4,269  %

3,846  %

5,664  %

3,385  %

3,224  %

120

6,614  %

4,271  %

3,843  %

5,658  %

3,386  %

3,226  %

121

6,604  %

4,273  %

3,840  %

5,652  %

3,386  %

3,228  %

122

6,593  %

4,275  %

3,836  %

5,646  %

3,387  %

3,230  %

123

6,583  %

4,277  %

3,833  %

5,641  %

3,388  %

3,232  %

124

6,573  %

4,278  %

3,830  %

5,635  %

3,388  %

3,233  %

125

6,563  %

4,280  %

3,827  %

5,630  %

3,389  %

3,235  %

126

6,554  %

4,282  %

3,824  %

5,624  %

3,389  %

3,237  %

127

6,544  %

4,284  %

3,821  %

5,619  %

3,389  %

3,238  %

128

6,535  %

4,285  %

3,818  %

5,614  %

3,390  %

3,240  %

129

6,525  %

4,287  %

3,815  %

5,608  %

3,390  %

3,242  %

130

6,516  %

4,289  %

3,813  %

5,603  %

3,391  %

3,243  %

131

6,507  %

4,290  %

3,810  %

5,598  %

3,391  %

3,245  %

132

6,499  %

4,292  %

3,807  %

5,593  %

3,392  %

3,246  %

133

6,490  %

4,293  %

3,804  %

5,589  %

3,392  %

3,248  %

134

6,481  %

4,295  %

3,802  %

5,584  %

3,393  %

3,249  %

135

6,473  %

4,296  %

3,799  %

5,579  %

3,393  %

3,251  %

136

6,465  %

4,298  %

3,797  %

5,575  %

3,393  %

3,252  %

137

6,456  %

4,299  %

3,794  %

5,570  %

3,394  %

3,254  %

138

6,448  %

4,301  %

3,792  %

5,565  %

3,394  %

3,255  %

139

6,440  %

4,302  %

3,789  %

5,561  %

3,395  %

3,257  %

140

6,433  %

4,304  %

3,787  %

5,557  %

3,395  %

3,258  %

141

6,425  %

4,305  %

3,784  %

5,552  %

3,395  %

3,259  %

142

6,417  %

4,306  %

3,782  %

5,548  %

3,396  %

3,261  %

143

6,410  %

4,308  %

3,780  %

5,544  %

3,396  %

3,262  %

144

6,402  %

4,309  %

3,777  %

5,540  %

3,397  %

3,263  %

145

6,395  %

4,310  %

3,775  %

5,536  %

3,397  %

3,265  %

146

6,388  %

4,312  %

3,773  %

5,532  %

3,397  %

3,266  %

147

6,381  %

4,313  %

3,771  %

5,528  %

3,398  %

3,267  %

148

6,374  %

4,314  %

3,768  %

5,524  %

3,398  %

3,268  %

149

6,367  %

4,315  %

3,766  %

5,520  %

3,398  %

3,270  %

150

6,360  %

4,317  %

3,764  %

5,516  %

3,399  %

3,271  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 23,252  % | 3,218  % | -0,208  % |
| 2 | 25,455  % | 3,208  % | -0,182  % |
| 3 | 26,574  % | 3,058  % | -0,164  % |
| 4 | 26,628  % | 3,015  % | -0,125  % |
| 5 | 25,815  % | 2,984  % | -0,064  % |
| 6 | 24,269  % | 2,984  % | 0,005  % |
| 7 | 22,133  % | 2,983  % | 0,068  % |
| 8 | 19,564  % | 2,983  % | 0,123  % |
| 9 | 16,695  % | 2,992  % | 0,175  % |
| 10 | 14,486  % | 3,014  % | 0,232  % |
| 11 | 12,882  % | 3,034  % | 0,296  % |
| 12 | 11,681  % | 3,052  % | 0,365  % |
| 13 | 10,760  % | 3,072  % | 0,435  % |
| 14 | 10,039  % | 3,092  % | 0,504  % |
| 15 | 9,465  % | 3,109  % | 0,570  % |
| 16 | 9,001  % | 3,121  % | 0,634  % |
| 17 | 8,622  % | 3,126  % | 0,694  % |
| 18 | 8,308  % | 3,124  % | 0,751  % |
| 19 | 8,045  % | 3,113  % | 0,803  % |
| 20 | 7,824  % | 3,093  % | 0,851  % |
| 21 | 7,635  % | 3,063  % | 0,896  % |
| 22 | 7,473  % | 3,028  % | 0,939  % |
| 23 | 7,334  % | 2,992  % | 0,979  % |
| 24 | 7,212  % | 2,958  % | 1,015  % |
| 25 | 7,106  % | 2,927  % | 1,047  % |
| 26 | 7,012  % | 2,902  % | 1,074  % |
| 27 | 6,929  % | 2,879  % | 1,100  % |
| 28 | 6,856  % | 2,854  % | 1,125  % |
| 29 | 6,790  % | 2,825  % | 1,152  % |
| 30 | 6,730  % | 2,789  % | 1,181  % |
| 31 | 6,677  % | 2,746  % | 1,214  % |
| 32 | 6,628  % | 2,697  % | 1,250  % |
| 33 | 6,584  % | 2,646  % | 1,288  % |
| 34 | 6,543  % | 2,594  % | 1,327  % |
| 35 | 6,506  % | 2,543  % | 1,366  % |
| 36 | 6,471  % | 2,494  % | 1,407  % |
| 37 | 6,440  % | 2,447  % | 1,447  % |
| 38 | 6,410  % | 2,403  % | 1,486  % |
| 39 | 6,383  % | 2,363  % | 1,526  % |
| 40 | 6,357  % | 2,326  % | 1,565  % |
| 41 | 6,333  % | 2,293  % | 1,603  % |
| 42 | 6,311  % | 2,264  % | 1,640  % |
| 43 | 6,290  % | 2,238  % | 1,676  % |
| 44 | 6,270  % | 2,216  % | 1,712  % |
| 45 | 6,251  % | 2,198  % | 1,746  % |
| 46 | 6,233  % | 2,183  % | 1,780  % |
| 47 | 6,216  % | 2,171  % | 1,812  % |
| 48 | 6,200  % | 2,163  % | 1,844  % |
| 49 | 6,185  % | 2,159  % | 1,875  % |
| 50 | 6,171  % | 2,157  % | 1,905  % |
| 51 | 6,157  % | 2,159  % | 1,934  % |
| 52 | 6,144  % | 2,164  % | 1,962  % |
| 53 | 6,131  % | 2,170  % | 1,989  % |
| 54 | 6,119  % | 2,179  % | 2,015  % |
| 55 | 6,107  % | 2,189  % | 2,041  % |
| 56 | 6,096  % | 2,200  % | 2,066  % |
| 57 | 6,085  % | 2,212  % | 2,090  % |
| 58 | 6,075  % | 2,225  % | 2,113  % |
| 59 | 6,065  % | 2,238  % | 2,136  % |
| 60 | 6,055  % | 2,251  % | 2,158  % |
| 61 | 6,046  % | 2,265  % | 2,179  % |
| 62 | 6,037  % | 2,280  % | 2,200  % |
| 63 | 6,028  % | 2,294  % | 2,220  % |
| 64 | 6,020  % | 2,308  % | 2,240  % |
| 65 | 6,012  % | 2,322  % | 2,259  % |
| 66 | 6,004  % | 2,336  % | 2,277  % |
| 67 | 5,996  % | 2,350  % | 2,295  % |
| 68 | 5,989  % | 2,364  % | 2,312  % |
| 69 | 5,982  % | 2,378  % | 2,329  % |
| 70 | 5,975  % | 2,392  % | 2,346  % |
| 71 | 5,968  % | 2,405  % | 2,362  % |
| 72 | 5,961  % | 2,418  % | 2,377  % |
| 73 | 5,955  % | 2,431  % | 2,393  % |
| 74 | 5,949  % | 2,444  % | 2,407  % |
| 75 | 5,943  % | 2,456  % | 2,422  % |
| 76 | 5,937  % | 2,469  % | 2,436  % |
| 77 | 5,931  % | 2,481  % | 2,449  % |
| 78 | 5,926  % | 2,492  % | 2,463  % |
| 79 | 5,920  % | 2,504  % | 2,476  % |
| 80 | 5,915  % | 2,515  % | 2,489  % |
| 81 | 5,910  % | 2,526  % | 2,501  % |
| 82 | 5,905  % | 2,537  % | 2,513  % |
| 83 | 5,900  % | 2,548  % | 2,525  % |
| 84 | 5,895  % | 2,558  % | 2,536  % |
| 85 | 5,891  % | 2,569  % | 2,548  % |
| 86 | 5,886  % | 2,579  % | 2,559  % |
| 87 | 5,882  % | 2,588  % | 2,569  % |
| 88 | 5,877  % | 2,598  % | 2,580  % |
| 89 | 5,873  % | 2,607  % | 2,590  % |
| 90 | 5,869  % | 2,617  % | 2,600  % |
| 91 | 5,865  % | 2,626  % | 2,610  % |
| 92 | 5,861  % | 2,634  % | 2,620  % |
| 93 | 5,857  % | 2,643  % | 2,629  % |
| 94 | 5,853  % | 2,652  % | 2,638  % |
| 95 | 5,849  % | 2,660  % | 2,647  % |
| 96 | 5,846  % | 2,668  % | 2,656  % |
| 97 | 5,842  % | 2,676  % | 2,665  % |
| 98 | 5,839  % | 2,684  % | 2,673  % |
| 99 | 5,835  % | 2,691  % | 2,682  % |
| 100 | 5,832  % | 2,699  % | 2,690  % |
| 101 | 5,829  % | 2,706  % | 2,698  % |
| 102 | 5,825  % | 2,714  % | 2,706  % |
| 103 | 5,822  % | 2,721  % | 2,713  % |
| 104 | 5,819  % | 2,728  % | 2,721  % |
| 105 | 5,816  % | 2,735  % | 2,728  % |
| 106 | 5,813  % | 2,741  % | 2,735  % |
| 107 | 5,810  % | 2,748  % | 2,743  % |
| 108 | 5,807  % | 2,754  % | 2,750  % |
| 109 | 5,804  % | 2,761  % | 2,756  % |
| 110 | 5,802  % | 2,767  % | 2,763  % |
| 111 | 5,799  % | 2,773  % | 2,770  % |
| 112 | 5,796  % | 2,779  % | 2,776  % |
| 113 | 5,794  % | 2,785  % | 2,783  % |
| 114 | 5,791  % | 2,791  % | 2,789  % |
| 115 | 5,788  % | 2,796  % | 2,795  % |
| 116 | 5,786  % | 2,802  % | 2,801  % |
| 117 | 5,784  % | 2,808  % | 2,807  % |
| 118 | 5,781  % | 2,813  % | 2,813  % |
| 119 | 5,779  % | 2,818  % | 2,819  % |
| 120 | 5,776  % | 2,824  % | 2,824  % |
| 121 | 5,774  % | 2,829  % | 2,830  % |
| 122 | 5,772  % | 2,834  % | 2,835  % |
| 123 | 5,770  % | 2,839  % | 2,841  % |
| 124 | 5,768  % | 2,844  % | 2,846  % |
| 125 | 5,765  % | 2,849  % | 2,851  % |
| 126 | 5,763  % | 2,853  % | 2,856  % |
| 127 | 5,761  % | 2,858  % | 2,861  % |
| 128 | 5,759  % | 2,863  % | 2,866  % |
| 129 | 5,757  % | 2,867  % | 2,871  % |
| 130 | 5,755  % | 2,872  % | 2,876  % |
| 131 | 5,753  % | 2,876  % | 2,881  % |
| 132 | 5,751  % | 2,880  % | 2,886  % |
| 133 | 5,749  % | 2,885  % | 2,890  % |
| 134 | 5,748  % | 2,889  % | 2,895  % |
| 135 | 5,746  % | 2,893  % | 2,899  % |
| 136 | 5,744  % | 2,897  % | 2,904  % |
| 137 | 5,742  % | 2,901  % | 2,908  % |
| 138 | 5,740  % | 2,905  % | 2,912  % |
| 139 | 5,739  % | 2,909  % | 2,916  % |
| 140 | 5,737  % | 2,913  % | 2,921  % |
| 141 | 5,735  % | 2,917  % | 2,925  % |
| 142 | 5,734  % | 2,920  % | 2,929  % |
| 143 | 5,732  % | 2,924  % | 2,933  % |
| 144 | 5,730  % | 2,928  % | 2,937  % |
| 145 | 5,729  % | 2,931  % | 2,941  % |
| 146 | 5,727  % | 2,935  % | 2,944  % |
| 147 | 5,726  % | 2,938  % | 2,948  % |
| 148 | 5,724  % | 2,942  % | 2,952  % |
| 149 | 5,723  % | 2,945  % | 2,956  % |
| 150 | 5,721  % | 2,949  % | 2,959  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

23,252  %

3,218  %

-0,208  %

2

25,455  %

3,208  %

-0,182  %

3

26,574  %

3,058  %

-0,164  %

4

26,628  %

3,015  %

-0,125  %

5

25,815  %

2,984  %

-0,064  %

6

24,269  %

2,984  %

0,005  %

7

22,133  %

2,983  %

0,068  %

8

19,564  %

2,983  %

0,123  %

9

16,695  %

2,992  %

0,175  %

10

14,486  %

3,014  %

0,232  %

11

12,882  %

3,034  %

0,296  %

12

11,681  %

3,052  %

0,365  %

13

10,760  %

3,072  %

0,435  %

14

10,039  %

3,092  %

0,504  %

15

9,465  %

3,109  %

0,570  %

16

9,001  %

3,121  %

0,634  %

17

8,622  %

3,126  %

0,694  %

18

8,308  %

3,124  %

0,751  %

19

8,045  %

3,113  %

0,803  %

20

7,824  %

3,093  %

0,851  %

21

7,635  %

3,063  %

0,896  %

22

7,473  %

3,028  %

0,939  %

23

7,334  %

2,992  %

0,979  %

24

7,212  %

2,958  %

1,015  %

25

7,106  %

2,927  %

1,047  %

26

7,012  %

2,902  %

1,074  %

27

6,929  %

2,879  %

1,100  %

28

6,856  %

2,854  %

1,125  %

29

6,790  %

2,825  %

1,152  %

30

6,730  %

2,789  %

1,181  %

31

6,677  %

2,746  %

1,214  %

32

6,628  %

2,697  %

1,250  %

33

6,584  %

2,646  %

1,288  %

34

6,543  %

2,594  %

1,327  %

35

6,506  %

2,543  %

1,366  %

36

6,471  %

2,494  %

1,407  %

37

6,440  %

2,447  %

1,447  %

38

6,410  %

2,403  %

1,486  %

39

6,383  %

2,363  %

1,526  %

40

6,357  %

2,326  %

1,565  %

41

6,333  %

2,293  %

1,603  %

42

6,311  %

2,264  %

1,640  %

43

6,290  %

2,238  %

1,676  %

44

6,270  %

2,216  %

1,712  %

45

6,251  %

2,198  %

1,746  %

46

6,233  %

2,183  %

1,780  %

47

6,216  %

2,171  %

1,812  %

48

6,200  %

2,163  %

1,844  %

49

6,185  %

2,159  %

1,875  %

50

6,171  %

2,157  %

1,905  %

51

6,157  %

2,159  %

1,934  %

52

6,144  %

2,164  %

1,962  %

53

6,131  %

2,170  %

1,989  %

54

6,119  %

2,179  %

2,015  %

55

6,107  %

2,189  %

2,041  %

56

6,096  %

2,200  %

2,066  %

57

6,085  %

2,212  %

2,090  %

58

6,075  %

2,225  %

2,113  %

59

6,065  %

2,238  %

2,136  %

60

6,055  %

2,251  %

2,158  %

61

6,046  %

2,265  %

2,179  %

62

6,037  %

2,280  %

2,200  %

63

6,028  %

2,294  %

2,220  %

64

6,020  %

2,308  %

2,240  %

65

6,012  %

2,322  %

2,259  %

66

6,004  %

2,336  %

2,277  %

67

5,996  %

2,350  %

2,295  %

68

5,989  %

2,364  %

2,312  %

69

5,982  %

2,378  %

2,329  %

70

5,975  %

2,392  %

2,346  %

71

5,968  %

2,405  %

2,362  %

72

5,961  %

2,418  %

2,377  %

73

5,955  %

2,431  %

2,393  %

74

5,949  %

2,444  %

2,407  %

75

5,943  %

2,456  %

2,422  %

76

5,937  %

2,469  %

2,436  %

77

5,931  %

2,481  %

2,449  %

78

5,926  %

2,492  %

2,463  %

79

5,920  %

2,504  %

2,476  %

80

5,915  %

2,515  %

2,489  %

81

5,910  %

2,526  %

2,501  %

82

5,905  %

2,537  %

2,513  %

83

5,900  %

2,548  %

2,525  %

84

5,895  %

2,558  %

2,536  %

85

5,891  %

2,569  %

2,548  %

86

5,886  %

2,579  %

2,559  %

87

5,882  %

2,588  %

2,569  %

88

5,877  %

2,598  %

2,580  %

89

5,873  %

2,607  %

2,590  %

90

5,869  %

2,617  %

2,600  %

91

5,865  %

2,626  %

2,610  %

92

5,861  %

2,634  %

2,620  %

93

5,857  %

2,643  %

2,629  %

94

5,853  %

2,652  %

2,638  %

95

5,849  %

2,660  %

2,647  %

96

5,846  %

2,668  %

2,656  %

97

5,842  %

2,676  %

2,665  %

98

5,839  %

2,684  %

2,673  %

99

5,835  %

2,691  %

2,682  %

100

5,832  %

2,699  %

2,690  %

101

5,829  %

2,706  %

2,698  %

102

5,825  %

2,714  %

2,706  %

103

5,822  %

2,721  %

2,713  %

104

5,819  %

2,728  %

2,721  %

105

5,816  %

2,735  %

2,728  %

106

5,813  %

2,741  %

2,735  %

107

5,810  %

2,748  %

2,743  %

108

5,807  %

2,754  %

2,750  %

109

5,804  %

2,761  %

2,756  %

110

5,802  %

2,767  %

2,763  %

111

5,799  %

2,773  %

2,770  %

112

5,796  %

2,779  %

2,776  %

113

5,794  %

2,785  %

2,783  %

114

5,791  %

2,791  %

2,789  %

115

5,788  %

2,796  %

2,795  %

116

5,786  %

2,802  %

2,801  %

117

5,784  %

2,808  %

2,807  %

118

5,781  %

2,813  %

2,813  %

119

5,779  %

2,818  %

2,819  %

120

5,776  %

2,824  %

2,824  %

121

5,774  %

2,829  %

2,830  %

122

5,772  %

2,834  %

2,835  %

123

5,770  %

2,839  %

2,841  %

124

5,768  %

2,844  %

2,846  %

125

5,765  %

2,849  %

2,851  %

126

5,763  %

2,853  %

2,856  %

127

5,761  %

2,858  %

2,861  %

128

5,759  %

2,863  %

2,866  %

129

5,757  %

2,867  %

2,871  %

130

5,755  %

2,872  %

2,876  %

131

5,753  %

2,876  %

2,881  %

132

5,751  %

2,880  %

2,886  %

133

5,749  %

2,885  %

2,890  %

134

5,748  %

2,889  %

2,895  %

135

5,746  %

2,893  %

2,899  %

136

5,744  %

2,897  %

2,904  %

137

5,742  %

2,901  %

2,908  %

138

5,740  %

2,905  %

2,912  %

139

5,739  %

2,909  %

2,916  %

140

5,737  %

2,913  %

2,921  %

141

5,735  %

2,917  %

2,925  %

142

5,734  %

2,920  %

2,929  %

143

5,732  %

2,924  %

2,933  %

144

5,730  %

2,928  %

2,937  %

145

5,729  %

2,931  %

2,941  %

146

5,727  %

2,935  %

2,944  %

147

5,726  %

2,938  %

2,948  %

148

5,724  %

2,942  %

2,952  %

149

5,723  %

2,945  %

2,956  %

150

5,721  %

2,949  %

2,959  %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

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

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

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

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 29 | 5 | 0 | 23 | 0 |
| 2 | 0 | 0 | 36 | 5 | 0 | 38 | 0 |
| 3 | 0 | 0 | 41 | 5 | 0 | 43 | 0 |
| 4 | 0 | 2 | 44 | 5 | 2 | 44 | 0 |
| 5 | 0 | 3 | 48 | 5 | 3 | 47 | 0 |
| 6 | 0 | 4 | 51 | 5 | 6 | 49 | 0 |
| 7 | 1 | 5 | 53 | 5 | 8 | 51 | 0 |
| 8 | 2 | 6 | 55 | 5 | 10 | 50 | 0 |
| 9 | 3 | 7 | 57 | 5 | 11 | 48 | 0 |
| 10 | 3 | 7 | 58 | 5 | 12 | 47 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

29

5

0

23

0

2

0

0

36

5

0

38

0

3

0

0

41

5

0

43

0

4

0

2

44

5

2

44

0

5

0

3

48

5

3

47

0

6

0

4

51

5

6

49

0

7

1

5

53

5

8

51

0

8

2

6

55

5

10

50

0

9

3

7

57

5

11

48

0

10

3

7

58

5

12

47

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 361 | 4 | 14 |
| 2 | 0 | 0 | 0 | 0 | 225 | 4 | 20 |
| 3 | 0 | 0 | 0 | 0 | 200 | 4 | 22 |
| 4 | 2 | 0 | 0 | 0 | 175 | 4 | 23 |
| 5 | 3 | 0 | 0 | 0 | 161 | 4 | 25 |
| 6 | 4 | 0 | 0 | 0 | 159 | 4 | 26 |
| 7 | 5 | 0 | 0 | 0 | 156 | 4 | 27 |
| 8 | 6 | 0 | 1 | 0 | 160 | 3 | 28 |
| 9 | 7 | 0 | 2 | 0 | 162 | 1 | 28 |
| 10 | 7 | 0 | 3 | 0 | 164 | 4 | 28 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

361

4

14

2

0

0

0

0

225

4

20

3

0

0

0

0

200

4

22

4

2

0

0

0

175

4

23

5

3

0

0

0

161

4

25

6

4

0

0

0

159

4

26

7

5

0

0

0

156

4

27

8

6

0

1

0

160

3

28

9

7

0

2

0

162

1

28

10

7

0

3

0

164

4

28

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

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

4

5

0

14

0

4

2

14

10

10

0

20

0

4

3

18

13

14

0

22

0

4

4

21

14

16

0

23

0

4

5

23

16

18

0

25

0

4

6

25

18

19

0

26

0

4

7

27

19

21

0

27

0

4

8

28

20

22

0

28

0

4

9

30

21

23

1

28

0

4

10

31

22

24

2

28

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 9 | 11 | 16 | 5 | 0 | 0 |
| 2 | 38 | 16 | 14 | 19 | 10 | 0 | 0 |
| 3 | 43 | 18 | 16 | 23 | 14 | 0 | 0 |
| 4 | 44 | 19 | 17 | 27 | 16 | 0 | 0 |
| 5 | 47 | 20 | 19 | 31 | 18 | 0 | 0 |
| 6 | 49 | 21 | 20 | 34 | 19 | 0 | 0 |
| 7 | 51 | 23 | 21 | 35 | 21 | 0 | 0 |
| 8 | 50 | 24 | 23 | 37 | 22 | 0 | 0 |
| 9 | 48 | 25 | 23 | 37 | 23 | 0 | 0 |
| 10 | 47 | 23 | 23 | 37 | 24 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

23

9

11

16

5

0

0

2

38

16

14

19

10

0

0

3

43

18

16

23

14

0

0

4

44

19

17

27

16

0

0

5

47

20

19

31

18

0

0

6

49

21

20

34

19

0

0

7

51

23

21

35

21

0

0

8

50

24

23

37

22

0

0

9

48

25

23

37

23

0

0

10

47

23

23

37

24

0

0

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

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

18

3

0

0

0

0

12

0

17

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

15

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

14

9

0

0

0

0

12

0

15

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 0 | 10 | 0 | 0 | 9 |
| 2 | 1 | 18 | 0 | 10 | 0 | 0 | 9 |
| 3 | 2 | 27 | 0 | 10 | 0 | 0 | 10 |
| 4 | 3 | 34 | 0 | 10 | 0 | 0 | 10 |
| 5 | 3 | 36 | 0 | 10 | 0 | 0 | 10 |
| 6 | 4 | 39 | 0 | 10 | 0 | 0 | 10 |
| 7 | 4 | 41 | 0 | 10 | 0 | 0 | 10 |
| 8 | 7 | 39 | 0 | 10 | 0 | 0 | 10 |
| 9 | 5 | 36 | 0 | 10 | 1 | 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

27

0

10

0

0

10

4

3

34

0

10

0

0

10

5

3

36

0

10

0

0

10

6

4

39

0

10

0

0

10

7

4

41

0

10

0

0

10

8

7

39

0

10

0

0

10

9

5

36

0

10

1

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 | 10 | 11 | 0 | 4 |
| 3 | 0 | 0 | 0 | 11 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 11 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 12 | 15 | 0 | 4 |
| 6 | 0 | 5 | 0 | 13 | 15 | 0 | 4 |
| 7 | 0 | 7 | 0 | 15 | 16 | 0 | 4 |
| 8 | 0 | 11 | 0 | 17 | 16 | 0 | 4 |
| 9 | 0 | 17 | 0 | 18 | 16 | 0 | 4 |
| 10 | 0 | 17 | 0 | 20 | 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

10

11

0

4

3

0

0

0

11

12

0

4

4

0

0

0

11

14

0

4

5

0

2

0

12

15

0

4

6

0

5

0

13

15

0

4

7

0

7

0

15

16

0

4

8

0

11

0

17

16

0

4

9

0

17

0

18

16

0

4

10

0

17

0

20

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 | 19 | 42 | 112 | 224 | 520 | 1 241 |
| 2 | 7 | 19 | 42 | 112 | 224 | 520 | 1 000 |
| 3 | 8 | 22 | 44 | 106 | 220 | 516 | 815 |
| 4 | 9 | 24 | 47 | 108 | 219 | 515 | 674 |
| 5 | 10 | 26 | 51 | 111 | 219 | 515 | 566 |
| 6 | 11 | 29 | 55 | 116 | 219 | 515 | 515 |
| 7 | 13 | 31 | 57 | 119 | 219 | 515 | 515 |
| 8 | 13 | 31 | 57 | 118 | 219 | 515 | 515 |
| 9 | 13 | 32 | 57 | 117 | 219 | 515 | 515 |
| 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 |
| 11 | 14 | 35 | 57 | 117 | 219 | 515 | 515 |
| 12 | 14 | 35 | 57 | 117 | 219 | 515 | 515 |
| 13 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 14 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 15 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 16 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 17 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 18 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 19 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 20 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 21 | 17 | 36 | 57 | 117 | 219 | 515 | 515 |
| 22 | 17 | 36 | 57 | 117 | 219 | 515 | 515 |
| 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 |
| 24 | 19 | 36 | 57 | 117 | 219 | 515 | 515 |
| 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 |
| 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 |
| 27 | 20 | 36 | 57 | 117 | 219 | 515 | 515 |
| 28 | 21 | 36 | 57 | 117 | 219 | 515 | 515 |
| 29 | 22 | 36 | 57 | 117 | 219 | 515 | 515 |
| 30 | 23 | 36 | 57 | 117 | 219 | 515 | 515 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

19

42

112

224

520

1 241

2

7

19

42

112

224

520

1 000

3

8

22

44

106

220

516

815

4

9

24

47

108

219

515

674

5

10

26

51

111

219

515

566

6

11

29

55

116

219

515

515

7

13

31

57

119

219

515

515

8

13

31

57

118

219

515

515

9

13

32

57

117

219

515

515

10

13

33

57

117

219

515

515

11

14

35

57

117

219

515

515

12

14

35

57

117

219

515

515

13

15

36

57

117

219

515

515

14

15

36

57

117

219

515

515

15

15

36

57

117

219

515

515

16

15

36

57

117

219

515

515

17

15

36

57

117

219

515

515

18

15

36

57

117

219

515

515

19

15

36

57

117

219

515

515

20

15

36

57

117

219

515

515

21

17

36

57

117

219

515

515

22

17

36

57

117

219

515

515

23

18

36

57

117

219

515

515

24

19

36

57

117

219

515

515

25

19

36

57

117

219

515

515

26

20

36

57

117

219

515

515

27

20

36

57

117

219

515

515

28

21

36

57

117

219

515

515

29

22

36

57

117

219

515

515

30

23

36

57

117

219

515

515

2.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 29 | 52 | 122 | 234 | 530 | 1 361 |
| 2 | 18 | 31 | 54 | 123 | 236 | 531 | 1 088 |
| 3 | 20 | 34 | 56 | 118 | 232 | 528 | 879 |
| 4 | 20 | 36 | 58 | 120 | 231 | 527 | 722 |
| 5 | 21 | 37 | 62 | 122 | 230 | 526 | 603 |
| 6 | 22 | 39 | 65 | 126 | 230 | 525 | 525 |
| 7 | 22 | 40 | 66 | 128 | 229 | 524 | 524 |
| 8 | 21 | 40 | 65 | 127 | 228 | 524 | 524 |
| 9 | 21 | 41 | 65 | 125 | 228 | 523 | 523 |
| 10 | 21 | 41 | 65 | 125 | 227 | 523 | 523 |
| 11 | 21 | 42 | 64 | 125 | 227 | 522 | 522 |
| 12 | 21 | 42 | 64 | 124 | 226 | 522 | 522 |
| 13 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 14 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 15 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 16 | 19 | 41 | 62 | 122 | 224 | 520 | 520 |
| 17 | 19 | 41 | 62 | 122 | 224 | 519 | 519 |
| 18 | 19 | 41 | 62 | 122 | 224 | 519 | 519 |
| 19 | 19 | 41 | 62 | 122 | 224 | 519 | 519 |
| 20 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 21 | 20 | 41 | 62 | 123 | 225 | 520 | 520 |
| 22 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 23 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 24 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 25 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 26 | 20 | 42 | 63 | 123 | 225 | 520 | 520 |
| 27 | 22 | 42 | 62 | 123 | 225 | 520 | 520 |
| 28 | 22 | 41 | 62 | 123 | 225 | 520 | 520 |
| 29 | 23 | 41 | 62 | 122 | 224 | 520 | 520 |
| 30 | 23 | 41 | 62 | 122 | 224 | 520 | 520 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

29

52

122

234

530

1 361

2

18

31

54

123

236

531

1 088

3

20

34

56

118

232

528

879

4

20

36

58

120

231

527

722

5

21

37

62

122

230

526

603

6

22

39

65

126

230

525

525

7

22

40

66

128

229

524

524

8

21

40

65

127

228

524

524

9

21

41

65

125

228

523

523

10

21

41

65

125

227

523

523

11

21

42

64

125

227

522

522

12

21

42

64

124

226

522

522

13

21

42

63

123

225

521

521

14

20

42

63

123

225

520

520

15

20

41

62

122

224

520

520

16

19

41

62

122

224

520

520

17

19

41

62

122

224

519

519

18

19

41

62

122

224

519

519

19

19

41

62

122

224

519

519

20

20

41

62

122

224

520

520

21

20

41

62

123

225

520

520

22

20

42

63

123

225

520

520

23

20

42

63

123

225

520

520

24

20

42

63

123

225

520

520

25

20

42

63

123

225

520

520

26

20

42

63

123

225

520

520

27

22

42

62

123

225

520

520

28

22

41

62

123

225

520

520

29

23

41

62

122

224

520

520

30

23

41

62

122

224

520

520

2.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 42 | 111 | 224 | 519 | 1 241 |
| 2 | 6 | 19 | 42 | 111 | 224 | 519 | 1 000 |
| 3 | 7 | 21 | 44 | 106 | 220 | 516 | 814 |
| 4 | 9 | 24 | 46 | 108 | 219 | 515 | 674 |
| 5 | 10 | 26 | 51 | 111 | 219 | 515 | 566 |
| 6 | 11 | 28 | 55 | 116 | 219 | 515 | 515 |
| 7 | 12 | 31 | 56 | 119 | 219 | 515 | 515 |
| 8 | 12 | 31 | 56 | 118 | 219 | 515 | 515 |
| 9 | 13 | 32 | 56 | 117 | 219 | 515 | 515 |
| 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 |
| 11 | 14 | 34 | 57 | 117 | 219 | 515 | 515 |
| 12 | 14 | 35 | 57 | 117 | 219 | 515 | 515 |
| 13 | 14 | 36 | 57 | 117 | 219 | 515 | 515 |
| 14 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 15 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 16 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 17 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 18 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 19 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 20 | 15 | 36 | 57 | 117 | 219 | 515 | 515 |
| 21 | 17 | 36 | 57 | 117 | 219 | 515 | 515 |
| 22 | 17 | 36 | 57 | 117 | 219 | 515 | 515 |
| 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 |
| 24 | 18 | 36 | 57 | 117 | 219 | 515 | 515 |
| 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 |
| 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 |
| 27 | 20 | 36 | 57 | 117 | 219 | 515 | 515 |
| 28 | 21 | 36 | 57 | 117 | 219 | 515 | 515 |
| 29 | 22 | 36 | 57 | 117 | 219 | 515 | 515 |
| 30 | 23 | 36 | 57 | 117 | 219 | 515 | 515 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

19

42

111

224

519

1 241

2

6

19

42

111

224

519

1 000

3

7

21

44

106

220

516

814

4

9

24

46

108

219

515

674

5

10

26

51

111

219

515

566

6

11

28

55

116

219

515

515

7

12

31

56

119

219

515

515

8

12

31

56

118

219

515

515

9

13

32

56

117

219

515

515

10

13

33

57

117

219

515

515

11

14

34

57

117

219

515

515

12

14

35

57

117

219

515

515

13

14

36

57

117

219

515

515

14

15

36

57

117

219

515

515

15

15

36

57

117

219

515

515

16

15

36

57

117

219

515

515

17

15

36

57

117

219

515

515

18

15

36

57

117

219

515

515

19

15

36

57

117

219

515

515

20

15

36

57

117

219

515

515

21

17

36

57

117

219

515

515

22

17

36

57

117

219

515

515

23

18

36

57

117

219

515

515

24

18

36

57

117

219

515

515

25

19

36

57

117

219

515

515

26

20

36

57

117

219

515

515

27

20

36

57

117

219

515

515

28

21

36

57

117

219

515

515

29

22

36

57

117

219

515

515

30

23

36

57

117

219

515

515

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 | 182 | 295 | 590 | 1 367 |
| 2 | 74 | 87 | 110 | 179 | 292 | 587 | 1103 |
| 3 | 78 | 92 | 114 | 176 | 291 | 586 | 899 |
| 4 | 77 | 92 | 115 | 177 | 288 | 584 | 744 |
| 5 | 77 | 93 | 118 | 178 | 286 | 582 | 625 |
| 6 | 77 | 94 | 120 | 181 | 285 | 580 | 580 |
| 7 | 76 | 94 | 120 | 182 | 283 | 578 | 578 |
| 8 | 75 | 94 | 119 | 180 | 282 | 577 | 577 |
| 9 | 74 | 94 | 118 | 179 | 281 | 577 | 577 |
| 10 | 72 | 92 | 115 | 175 | 278 | 573 | 573 |
| 11 | 70 | 91 | 113 | 173 | 275 | 571 | 571 |
| 12 | 69 | 90 | 112 | 172 | 274 | 570 | 570 |
| 13 | 69 | 90 | 111 | 171 | 273 | 569 | 569 |
| 14 | 69 | 90 | 111 | 171 | 273 | 569 | 569 |
| 15 | 68 | 90 | 111 | 171 | 273 | 568 | 568 |
| 16 | 68 | 89 | 110 | 170 | 272 | 568 | 568 |
| 17 | 67 | 89 | 110 | 170 | 272 | 568 | 568 |
| 18 | 67 | 88 | 109 | 169 | 271 | 567 | 567 |
| 19 | 66 | 88 | 109 | 169 | 271 | 566 | 566 |
| 20 | 66 | 87 | 108 | 168 | 270 | 566 | 566 |
| 21 | 65 | 86 | 107 | 168 | 270 | 565 | 565 |
| 22 | 64 | 86 | 107 | 167 | 269 | 564 | 564 |
| 23 | 63 | 85 | 106 | 166 | 268 | 564 | 564 |
| 24 | 62 | 84 | 105 | 165 | 267 | 563 | 563 |
| 25 | 61 | 83 | 104 | 164 | 266 | 562 | 562 |
| 26 | 60 | 82 | 103 | 163 | 265 | 561 | 561 |
| 27 | 59 | 81 | 102 | 162 | 264 | 560 | 560 |
| 28 | 58 | 80 | 101 | 161 | 263 | 558 | 558 |
| 29 | 57 | 79 | 100 | 160 | 262 | 557 | 557 |
| 30 | 56 | 78 | 99 | 159 | 261 | 556 | 556 |

Duration (in years)

Credit quality step 0

Credit 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

182

295

590

1 367

2

74

87

110

179

292

587

1103

3

78

92

114

176

291

586

899

4

77

92

115

177

288

584

744

5

77

93

118

178

286

582

625

6

77

94

120

181

285

580

580

7

76

94

120

182

283

578

578

8

75

94

119

180

282

577

577

9

74

94

118

179

281

577

577

10

72

92

115

175

278

573

573

11

70

91

113

173

275

571

571

12

69

90

112

172

274

570

570

13

69

90

111

171

273

569

569

14

69

90

111

171

273

569

569

15

68

90

111

171

273

568

568

16

68

89

110

170

272

568

568

17

67

89

110

170

272

568

568

18

67

88

109

169

271

567

567

19

66

88

109

169

271

566

566

20

66

87

108

168

270

566

566

21

65

86

107

168

270

565

565

22

64

86

107

167

269

564

564

23

63

85

106

166

268

564

564

24

62

84

105

165

267

563

563

25

61

83

104

164

266

562

562

26

60

82

103

163

265

561

561

27

59

81

102

162

264

560

560

28

58

80

101

161

263

558

558

29

57

79

100

160

262

557

557

30

56

78

99

159

261

556

556

2.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 11 | 23 | 47 | 116 | 228 | 524 | 1 272 |
| 2 | 12 | 25 | 48 | 117 | 230 | 525 | 1 020 |
| 3 | 14 | 28 | 50 | 113 | 227 | 523 | 829 |
| 4 | 16 | 31 | 54 | 115 | 227 | 522 | 685 |
| 5 | 18 | 34 | 59 | 119 | 227 | 522 | 575 |
| 6 | 19 | 36 | 62 | 124 | 227 | 522 | 522 |
| 7 | 20 | 38 | 64 | 126 | 226 | 522 | 522 |
| 8 | 19 | 38 | 63 | 124 | 226 | 522 | 522 |
| 9 | 19 | 39 | 63 | 123 | 226 | 521 | 521 |
| 10 | 19 | 39 | 63 | 123 | 225 | 521 | 521 |
| 11 | 20 | 40 | 63 | 123 | 225 | 521 | 521 |
| 12 | 20 | 41 | 63 | 123 | 225 | 521 | 521 |
| 13 | 20 | 42 | 63 | 123 | 225 | 521 | 521 |
| 14 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 15 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 16 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 17 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 18 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 19 | 21 | 43 | 64 | 124 | 226 | 521 | 521 |
| 20 | 22 | 43 | 64 | 124 | 226 | 522 | 522 |
| 21 | 22 | 43 | 64 | 125 | 227 | 522 | 522 |
| 22 | 22 | 44 | 65 | 125 | 227 | 522 | 522 |
| 23 | 22 | 44 | 65 | 125 | 227 | 523 | 523 |
| 24 | 22 | 44 | 65 | 125 | 227 | 523 | 523 |
| 25 | 22 | 44 | 65 | 125 | 227 | 523 | 523 |
| 26 | 22 | 44 | 65 | 125 | 227 | 523 | 523 |
| 27 | 22 | 44 | 65 | 125 | 227 | 523 | 523 |
| 28 | 22 | 44 | 65 | 125 | 227 | 522 | 522 |
| 29 | 22 | 44 | 65 | 125 | 227 | 522 | 522 |
| 30 | 23 | 43 | 64 | 125 | 227 | 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

11

23

47

116

228

524

1 272

2

12

25

48

117

230

525

1 020

3

14

28

50

113

227

523

829

4

16

31

54

115

227

522

685

5

18

34

59

119

227

522

575

6

19

36

62

124

227

522

522

7

20

38

64

126

226

522

522

8

19

38

63

124

226

522

522

9

19

39

63

123

226

521

521

10

19

39

63

123

225

521

521

11

20

40

63

123

225

521

521

12

20

41

63

123

225

521

521

13

20

42

63

123

225

521

521

14

21

42

63

123

225

521

521

15

21

42

63

123

225

521

521

16

21

42

63

123

225

521

521

17

21

42

63

123

225

521

521

18

21

42

63

123

225

521

521

19

21

43

64

124

226

521

521

20

22

43

64

124

226

522

522

21

22

43

64

125

227

522

522

22

22

44

65

125

227

522

522

23

22

44

65

125

227

523

523

24

22

44

65

125

227

523

523

25

22

44

65

125

227

523

523

26

22

44

65

125

227

523

523

27

22

44

65

125

227

523

523

28

22

44

65

125

227

522

522

29

22

44

65

125

227

522

522

30

23

43

64

125

227

522

522

2.6.   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 46 | 59 | 82 | 151 | 264 | 559 | 1 241 |
| 2 | 50 | 63 | 86 | 155 | 267 | 563 | 1002 |
| 3 | 55 | 69 | 91 | 153 | 268 | 563 | 819 |
| 4 | 58 | 74 | 96 | 158 | 269 | 565 | 679 |
| 5 | 61 | 77 | 102 | 162 | 270 | 565 | 572 |
| 6 | 62 | 79 | 105 | 167 | 270 | 566 | 566 |
| 7 | 63 | 81 | 107 | 169 | 270 | 565 | 565 |
| 8 | 62 | 81 | 106 | 167 | 269 | 564 | 564 |
| 9 | 61 | 81 | 105 | 166 | 268 | 563 | 563 |
| 10 | 61 | 81 | 104 | 164 | 267 | 562 | 562 |
| 11 | 60 | 81 | 103 | 163 | 265 | 561 | 561 |
| 12 | 59 | 80 | 102 | 162 | 264 | 560 | 560 |
| 13 | 58 | 80 | 101 | 161 | 263 | 559 | 559 |
| 14 | 57 | 79 | 100 | 160 | 262 | 558 | 558 |
| 15 | 56 | 78 | 99 | 159 | 261 | 557 | 557 |
| 16 | 56 | 77 | 98 | 158 | 260 | 556 | 556 |
| 17 | 55 | 76 | 97 | 158 | 260 | 555 | 555 |
| 18 | 54 | 76 | 97 | 157 | 259 | 555 | 555 |
| 19 | 54 | 75 | 96 | 157 | 259 | 554 | 554 |
| 20 | 54 | 75 | 96 | 156 | 258 | 554 | 554 |
| 21 | 53 | 74 | 95 | 155 | 258 | 553 | 553 |
| 22 | 52 | 74 | 95 | 155 | 257 | 552 | 552 |
| 23 | 52 | 73 | 94 | 154 | 256 | 552 | 552 |
| 24 | 51 | 72 | 93 | 153 | 255 | 551 | 551 |
| 25 | 50 | 71 | 92 | 152 | 255 | 550 | 550 |
| 26 | 49 | 71 | 92 | 152 | 254 | 549 | 549 |
| 27 | 48 | 70 | 91 | 151 | 253 | 549 | 549 |
| 28 | 48 | 69 | 90 | 150 | 252 | 548 | 548 |
| 29 | 47 | 68 | 89 | 149 | 251 | 547 | 547 |
| 30 | 46 | 67 | 88 | 148 | 251 | 546 | 546 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

46

59

82

151

264

559

1 241

2

50

63

86

155

267

563

1002

3

55

69

91

153

268

563

819

4

58

74

96

158

269

565

679

5

61

77

102

162

270

565

572

6

62

79

105

167

270

566

566

7

63

81

107

169

270

565

565

8

62

81

106

167

269

564

564

9

61

81

105

166

268

563

563

10

61

81

104

164

267

562

562

11

60

81

103

163

265

561

561

12

59

80

102

162

264

560

560

13

58

80

101

161

263

559

559

14

57

79

100

160

262

558

558

15

56

78

99

159

261

557

557

16

56

77

98

158

260

556

556

17

55

76

97

158

260

555

555

18

54

76

97

157

259

555

555

19

54

75

96

157

259

554

554

20

54

75

96

156

258

554

554

21

53

74

95

155

258

553

553

22

52

74

95

155

257

552

552

23

52

73

94

154

256

552

552

24

51

72

93

153

255

551

551

25

50

71

92

152

255

550

550

26

49

71

92

152

254

549

549

27

48

70

91

151

253

549

549

28

48

69

90

150

252

548

548

29

47

68

89

149

251

547

547

30

46

67

88

148

251

546

546

2.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 19 | 42 | 111 | 223 | 519 | 1 240 |
| 2 | 6 | 19 | 42 | 111 | 223 | 519 | 999 |
| 3 | 7 | 21 | 43 | 105 | 220 | 515 | 814 |
| 4 | 8 | 23 | 46 | 107 | 219 | 514 | 673 |
| 5 | 9 | 26 | 51 | 111 | 218 | 514 | 565 |
| 6 | 10 | 28 | 54 | 115 | 218 | 514 | 514 |
| 7 | 12 | 30 | 56 | 118 | 218 | 514 | 514 |
| 8 | 12 | 31 | 56 | 117 | 218 | 514 | 514 |
| 9 | 12 | 31 | 56 | 116 | 218 | 514 | 514 |
| 10 | 12 | 33 | 56 | 116 | 218 | 514 | 514 |
| 11 | 13 | 34 | 56 | 116 | 218 | 514 | 514 |
| 12 | 13 | 34 | 56 | 116 | 218 | 514 | 514 |
| 13 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 14 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 15 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 16 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 17 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 18 | 14 | 35 | 56 | 116 | 218 | 514 | 514 |
| 19 | 15 | 35 | 56 | 116 | 218 | 514 | 514 |
| 20 | 15 | 35 | 56 | 116 | 218 | 514 | 514 |
| 21 | 17 | 35 | 56 | 116 | 218 | 514 | 514 |
| 22 | 17 | 35 | 56 | 116 | 218 | 514 | 514 |
| 23 | 18 | 35 | 56 | 116 | 218 | 514 | 514 |
| 24 | 18 | 35 | 56 | 116 | 219 | 514 | 514 |
| 25 | 19 | 35 | 56 | 116 | 219 | 514 | 514 |
| 26 | 20 | 35 | 56 | 117 | 219 | 514 | 514 |
| 27 | 20 | 35 | 56 | 117 | 219 | 514 | 514 |
| 28 | 21 | 35 | 56 | 117 | 219 | 514 | 514 |
| 29 | 22 | 35 | 56 | 117 | 219 | 514 | 514 |
| 30 | 23 | 35 | 56 | 117 | 219 | 514 | 514 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

19

42

111

223

519

1 240

2

6

19

42

111

223

519

999

3

7

21

43

105

220

515

814

4

8

23

46

107

219

514

673

5

9

26

51

111

218

514

565

6

10

28

54

115

218

514

514

7

12

30

56

118

218

514

514

8

12

31

56

117

218

514

514

9

12

31

56

116

218

514

514

10

12

33

56

116

218

514

514

11

13

34

56

116

218

514

514

12

13

34

56

116

218

514

514

13

14

35

56

116

218

514

514

14

14

35

56

116

218

514

514

15

14

35

56

116

218

514

514

16

14

35

56

116

218

514

514

17

14

35

56

116

218

514

514

18

14

35

56

116

218

514

514

19

15

35

56

116

218

514

514

20

15

35

56

116

218

514

514

21

17

35

56

116

218

514

514

22

17

35

56

116

218

514

514

23

18

35

56

116

218

514

514

24

18

35

56

116

219

514

514

25

19

35

56

116

219

514

514

26

20

35

56

117

219

514

514

27

20

35

56

117

219

514

514

28

21

35

56

117

219

514

514

29

22

35

56

117

219

514

514

30

23

35

56

117

219

514

514

2.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 24 | 52 | 141 | 242 | 538 | 1 275 |
| 2 | 8 | 24 | 52 | 141 | 242 | 538 | 1 023 |
| 3 | 9 | 26 | 52 | 129 | 238 | 534 | 831 |
| 4 | 10 | 28 | 54 | 120 | 237 | 532 | 686 |
| 5 | 12 | 30 | 56 | 110 | 235 | 531 | 575 |
| 6 | 14 | 33 | 59 | 104 | 234 | 530 | 530 |
| 7 | 16 | 36 | 60 | 98 | 233 | 529 | 529 |
| 8 | 18 | 38 | 59 | 91 | 232 | 528 | 528 |
| 9 | 20 | 44 | 62 | 86 | 231 | 527 | 527 |
| 10 | 20 | 44 | 60 | 84 | 230 | 526 | 526 |
| 11 | 19 | 43 | 59 | 84 | 230 | 525 | 525 |
| 12 | 18 | 43 | 60 | 86 | 229 | 524 | 524 |
| 13 | 18 | 43 | 60 | 86 | 228 | 524 | 524 |
| 14 | 19 | 43 | 60 | 86 | 227 | 523 | 523 |
| 15 | 19 | 43 | 60 | 86 | 227 | 522 | 522 |
| 16 | 19 | 43 | 60 | 86 | 225 | 521 | 521 |
| 17 | 19 | 43 | 60 | 86 | 224 | 520 | 520 |
| 18 | 19 | 43 | 60 | 86 | 224 | 520 | 520 |
| 19 | 19 | 43 | 60 | 86 | 224 | 519 | 519 |
| 20 | 19 | 43 | 60 | 86 | 224 | 520 | 520 |
| 21 | 19 | 43 | 60 | 86 | 224 | 520 | 520 |
| 22 | 19 | 43 | 60 | 86 | 224 | 520 | 520 |
| 23 | 19 | 43 | 60 | 86 | 223 | 519 | 519 |
| 24 | 19 | 43 | 60 | 86 | 223 | 518 | 518 |
| 25 | 19 | 43 | 60 | 86 | 222 | 518 | 518 |
| 26 | 20 | 43 | 60 | 86 | 222 | 517 | 517 |
| 27 | 20 | 43 | 60 | 86 | 221 | 517 | 517 |
| 28 | 21 | 43 | 60 | 86 | 220 | 516 | 516 |
| 29 | 22 | 43 | 60 | 86 | 220 | 516 | 516 |
| 30 | 23 | 43 | 60 | 86 | 219 | 515 | 515 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

24

52

141

242

538

1 275

2

8

24

52

141

242

538

1 023

3

9

26

52

129

238

534

831

4

10

28

54

120

237

532

686

5

12

30

56

110

235

531

575

6

14

33

59

104

234

530

530

7

16

36

60

98

233

529

529

8

18

38

59

91

232

528

528

9

20

44

62

86

231

527

527

10

20

44

60

84

230

526

526

11

19

43

59

84

230

525

525

12

18

43

60

86

229

524

524

13

18

43

60

86

228

524

524

14

19

43

60

86

227

523

523

15

19

43

60

86

227

522

522

16

19

43

60

86

225

521

521

17

19

43

60

86

224

520

520

18

19

43

60

86

224

520

520

19

19

43

60

86

224

519

519

20

19

43

60

86

224

520

520

21

19

43

60

86

224

520

520

22

19

43

60

86

224

520

520

23

19

43

60

86

223

519

519

24

19

43

60

86

223

518

518

25

19

43

60

86

222

518

518

26

20

43

60

86

222

517

517

27

20

43

60

86

221

517

517

28

21

43

60

86

220

516

516

29

22

43

60

86

220

516

516

30

23

43

60

86

219

515

515

2.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 84 | 97 | 120 | 189 | 302 | 597 | 1 386 |
| 2 | 83 | 96 | 119 | 188 | 300 | 596 | 1 122 |
| 3 | 83 | 97 | 119 | 181 | 296 | 591 | 913 |
| 4 | 82 | 97 | 120 | 182 | 293 | 588 | 752 |
| 5 | 81 | 97 | 122 | 182 | 290 | 586 | 629 |
| 6 | 81 | 98 | 124 | 185 | 289 | 584 | 584 |
| 7 | 80 | 98 | 124 | 186 | 286 | 582 | 582 |
| 8 | 77 | 96 | 121 | 183 | 284 | 580 | 580 |
| 9 | 76 | 95 | 119 | 180 | 282 | 578 | 578 |
| 10 | 75 | 95 | 118 | 179 | 281 | 576 | 576 |
| 11 | 74 | 95 | 117 | 177 | 279 | 575 | 575 |
| 12 | 73 | 94 | 116 | 176 | 278 | 574 | 574 |
| 13 | 72 | 93 | 114 | 174 | 276 | 572 | 572 |
| 14 | 71 | 92 | 113 | 173 | 275 | 571 | 571 |
| 15 | 69 | 91 | 112 | 172 | 274 | 569 | 569 |
| 16 | 68 | 90 | 111 | 171 | 273 | 568 | 568 |
| 17 | 67 | 89 | 110 | 170 | 272 | 567 | 567 |
| 18 | 66 | 88 | 109 | 169 | 271 | 566 | 566 |
| 19 | 65 | 87 | 108 | 168 | 270 | 566 | 566 |
| 20 | 65 | 86 | 107 | 167 | 269 | 565 | 565 |
| 21 | 64 | 85 | 106 | 166 | 268 | 564 | 564 |
| 22 | 63 | 84 | 105 | 165 | 267 | 563 | 563 |
| 23 | 62 | 83 | 104 | 164 | 266 | 562 | 562 |
| 24 | 61 | 82 | 103 | 163 | 265 | 561 | 561 |
| 25 | 59 | 81 | 102 | 162 | 264 | 560 | 560 |
| 26 | 58 | 80 | 101 | 161 | 263 | 559 | 559 |
| 27 | 57 | 79 | 100 | 160 | 262 | 557 | 557 |
| 28 | 56 | 78 | 99 | 159 | 261 | 556 | 556 |
| 29 | 55 | 77 | 98 | 158 | 260 | 555 | 555 |
| 30 | 54 | 76 | 97 | 157 | 259 | 554 | 554 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

97

120

189

302

597

1 386

2

83

96

119

188

300

596

1 122

3

83

97

119

181

296

591

913

4

82

97

120

182

293

588

752

5

81

97

122

182

290

586

629

6

81

98

124

185

289

584

584

7

80

98

124

186

286

582

582

8

77

96

121

183

284

580

580

9

76

95

119

180

282

578

578

10

75

95

118

179

281

576

576

11

74

95

117

177

279

575

575

12

73

94

116

176

278

574

574

13

72

93

114

174

276

572

572

14

71

92

113

173

275

571

571

15

69

91

112

172

274

569

569

16

68

90

111

171

273

568

568

17

67

89

110

170

272

567

567

18

66

88

109

169

271

566

566

19

65

87

108

168

270

566

566

20

65

86

107

167

269

565

565

21

64

85

106

166

268

564

564

22

63

84

105

165

267

563

563

23

62

83

104

164

266

562

562

24

61

82

103

163

265

561

561

25

59

81

102

162

264

560

560

26

58

80

101

161

263

559

559

27

57

79

100

160

262

557

557

28

56

78

99

159

261

556

556

29

55

77

98

158

260

555

555

30

54

76

97

157

259

554

554

2.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 57 | 70 | 93 | 162 | 274 | 570 | 1 364 |
| 2 | 56 | 69 | 92 | 161 | 274 | 569 | 1 098 |
| 3 | 57 | 71 | 93 | 155 | 269 | 565 | 892 |
| 4 | 57 | 72 | 95 | 156 | 268 | 563 | 736 |
| 5 | 57 | 73 | 98 | 158 | 266 | 562 | 616 |
| 6 | 57 | 74 | 100 | 161 | 264 | 560 | 560 |
| 7 | 56 | 74 | 100 | 162 | 263 | 559 | 559 |
| 8 | 55 | 74 | 99 | 160 | 262 | 557 | 557 |
| 9 | 54 | 73 | 98 | 158 | 260 | 556 | 556 |
| 10 | 53 | 73 | 97 | 157 | 259 | 555 | 555 |
| 11 | 53 | 74 | 96 | 156 | 258 | 554 | 554 |
| 12 | 53 | 74 | 96 | 156 | 258 | 553 | 553 |
| 13 | 52 | 74 | 95 | 155 | 257 | 553 | 553 |
| 14 | 52 | 73 | 94 | 154 | 256 | 552 | 552 |
| 15 | 51 | 73 | 94 | 154 | 256 | 552 | 552 |
| 16 | 50 | 72 | 93 | 153 | 255 | 551 | 551 |
| 17 | 50 | 71 | 92 | 153 | 255 | 550 | 550 |
| 18 | 49 | 71 | 92 | 152 | 254 | 550 | 550 |
| 19 | 49 | 70 | 91 | 152 | 254 | 549 | 549 |
| 20 | 49 | 70 | 91 | 151 | 253 | 549 | 549 |
| 21 | 49 | 70 | 91 | 151 | 253 | 549 | 549 |
| 22 | 48 | 70 | 91 | 151 | 253 | 548 | 548 |
| 23 | 48 | 69 | 90 | 150 | 252 | 548 | 548 |
| 24 | 47 | 68 | 89 | 150 | 252 | 547 | 547 |
| 25 | 46 | 68 | 89 | 149 | 251 | 546 | 546 |
| 26 | 46 | 67 | 88 | 148 | 250 | 546 | 546 |
| 27 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 28 | 44 | 66 | 87 | 147 | 249 | 544 | 544 |
| 29 | 44 | 65 | 86 | 146 | 248 | 544 | 544 |
| 30 | 43 | 64 | 85 | 145 | 247 | 543 | 543 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

57

70

93

162

274

570

1 364

2

56

69

92

161

274

569

1 098

3

57

71

93

155

269

565

892

4

57

72

95

156

268

563

736

5

57

73

98

158

266

562

616

6

57

74

100

161

264

560

560

7

56

74

100

162

263

559

559

8

55

74

99

160

262

557

557

9

54

73

98

158

260

556

556

10

53

73

97

157

259

555

555

11

53

74

96

156

258

554

554

12

53

74

96

156

258

553

553

13

52

74

95

155

257

553

553

14

52

73

94

154

256

552

552

15

51

73

94

154

256

552

552

16

50

72

93

153

255

551

551

17

50

71

92

153

255

550

550

18

49

71

92

152

254

550

550

19

49

70

91

152

254

549

549

20

49

70

91

151

253

549

549

21

49

70

91

151

253

549

549

22

48

70

91

151

253

548

548

23

48

69

90

150

252

548

548

24

47

68

89

150

252

547

547

25

46

68

89

149

251

546

546

26

46

67

88

148

250

546

546

27

45

66

87

147

249

545

545

28

44

66

87

147

249

544

544

29

44

65

86

146

248

544

544

30

43

64

85

145

247

543

543

2.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 32 | 44 | 67 | 137 | 249 | 545 | 1 287 |
| 2 | 32 | 45 | 68 | 137 | 250 | 545 | 1 031 |
| 3 | 33 | 47 | 69 | 131 | 245 | 541 | 838 |
| 4 | 33 | 48 | 71 | 132 | 244 | 539 | 692 |
| 5 | 34 | 50 | 75 | 135 | 243 | 538 | 580 |
| 6 | 34 | 51 | 77 | 139 | 242 | 538 | 538 |
| 7 | 34 | 52 | 78 | 140 | 241 | 537 | 537 |
| 8 | 33 | 52 | 78 | 139 | 240 | 536 | 536 |
| 9 | 33 | 52 | 77 | 137 | 240 | 535 | 535 |
| 10 | 33 | 53 | 76 | 137 | 239 | 535 | 535 |
| 11 | 33 | 53 | 76 | 136 | 238 | 534 | 534 |
| 12 | 32 | 54 | 75 | 136 | 238 | 533 | 533 |
| 13 | 32 | 53 | 75 | 135 | 237 | 533 | 533 |
| 14 | 32 | 53 | 74 | 134 | 236 | 532 | 532 |
| 15 | 31 | 53 | 74 | 134 | 236 | 531 | 531 |
| 16 | 30 | 52 | 73 | 133 | 235 | 531 | 531 |
| 17 | 30 | 52 | 73 | 133 | 235 | 530 | 530 |
| 18 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 19 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 20 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 21 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 22 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 23 | 30 | 51 | 72 | 132 | 234 | 530 | 530 |
| 24 | 29 | 51 | 72 | 132 | 234 | 530 | 530 |
| 25 | 29 | 51 | 72 | 132 | 234 | 529 | 529 |
| 26 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 27 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 28 | 28 | 50 | 71 | 131 | 233 | 528 | 528 |
| 29 | 28 | 49 | 70 | 130 | 233 | 528 | 528 |
| 30 | 28 | 49 | 70 | 130 | 232 | 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

32

44

67

137

249

545

1 287

2

32

45

68

137

250

545

1 031

3

33

47

69

131

245

541

838

4

33

48

71

132

244

539

692

5

34

50

75

135

243

538

580

6

34

51

77

139

242

538

538

7

34

52

78

140

241

537

537

8

33

52

78

139

240

536

536

9

33

52

77

137

240

535

535

10

33

53

76

137

239

535

535

11

33

53

76

136

238

534

534

12

32

54

75

136

238

533

533

13

32

53

75

135

237

533

533

14

32

53

74

134

236

532

532

15

31

53

74

134

236

531

531

16

30

52

73

133

235

531

531

17

30

52

73

133

235

530

530

18

30

51

72

132

234

530

530

19

30

51

72

132

234

530

530

20

30

51

72

132

234

530

530

21

30

51

72

132

234

530

530

22

30

51

72

132

234

530

530

23

30

51

72

132

234

530

530

24

29

51

72

132

234

530

530

25

29

51

72

132

234

529

529

26

29

50

71

131

233

529

529

27

29

50

71

131

233

529

529

28

28

50

71

131

233

528

528

29

28

49

70

130

233

528

528

30

28

49

70

130

232

528

528

2.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 24 | 93 | 206 | 501 | 1 221 |
| 2 | 1 | 5 | 25 | 94 | 207 | 502 | 981 |
| 3 | 2 | 5 | 27 | 89 | 203 | 499 | 798 |
| 4 | 2 | 7 | 29 | 91 | 202 | 498 | 660 |
| 5 | 4 | 9 | 34 | 94 | 202 | 498 | 555 |
| 6 | 4 | 11 | 38 | 99 | 202 | 498 | 498 |
| 7 | 5 | 14 | 39 | 102 | 202 | 498 | 498 |
| 8 | 7 | 14 | 39 | 100 | 202 | 498 | 498 |
| 9 | 7 | 15 | 39 | 100 | 202 | 498 | 498 |
| 10 | 8 | 16 | 40 | 100 | 202 | 498 | 498 |
| 11 | 9 | 18 | 41 | 101 | 203 | 499 | 499 |
| 12 | 9 | 18 | 40 | 100 | 202 | 497 | 497 |
| 13 | 10 | 19 | 40 | 101 | 203 | 498 | 498 |
| 14 | 11 | 19 | 40 | 100 | 202 | 498 | 498 |
| 15 | 12 | 18 | 39 | 99 | 201 | 497 | 497 |
| 16 | 13 | 17 | 38 | 98 | 200 | 496 | 496 |
| 17 | 13 | 17 | 38 | 98 | 200 | 496 | 496 |
| 18 | 14 | 17 | 38 | 98 | 200 | 496 | 496 |
| 19 | 14 | 18 | 39 | 99 | 201 | 496 | 496 |
| 20 | 15 | 18 | 39 | 99 | 201 | 497 | 497 |
| 21 | 16 | 19 | 39 | 100 | 202 | 497 | 497 |
| 22 | 17 | 20 | 39 | 100 | 202 | 497 | 497 |
| 23 | 18 | 21 | 39 | 99 | 202 | 497 | 497 |
| 24 | 18 | 21 | 39 | 99 | 201 | 497 | 497 |
| 25 | 19 | 22 | 39 | 99 | 201 | 497 | 497 |
| 26 | 19 | 23 | 39 | 99 | 201 | 497 | 497 |
| 27 | 20 | 23 | 39 | 99 | 201 | 496 | 496 |
| 28 | 20 | 25 | 40 | 99 | 201 | 496 | 496 |
| 29 | 21 | 25 | 41 | 99 | 201 | 496 | 496 |
| 30 | 23 | 26 | 42 | 99 | 201 | 496 | 496 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

24

93

206

501

1 221

2

1

5

25

94

207

502

981

3

2

5

27

89

203

499

798

4

2

7

29

91

202

498

660

5

4

9

34

94

202

498

555

6

4

11

38

99

202

498

498

7

5

14

39

102

202

498

498

8

7

14

39

100

202

498

498

9

7

15

39

100

202

498

498

10

8

16

40

100

202

498

498

11

9

18

41

101

203

499

499

12

9

18

40

100

202

497

497

13

10

19

40

101

203

498

498

14

11

19

40

100

202

498

498

15

12

18

39

99

201

497

497

16

13

17

38

98

200

496

496

17

13

17

38

98

200

496

496

18

14

17

38

98

200

496

496

19

14

18

39

99

201

496

496

20

15

18

39

99

201

497

497

21

16

19

39

100

202

497

497

22

17

20

39

100

202

497

497

23

18

21

39

99

202

497

497

24

18

21

39

99

201

497

497

25

19

22

39

99

201

497

497

26

19

23

39

99

201

497

497

27

20

23

39

99

201

496

496

28

20

25

40

99

201

496

496

29

21

25

41

99

201

496

496

30

23

26

42

99

201

496

496

2.13.   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 58 | 81 | 150 | 263 | 558 | 1 290 |
| 2 | 45 | 58 | 81 | 150 | 263 | 558 | 1 038 |
| 3 | 46 | 60 | 82 | 144 | 259 | 554 | 845 |
| 4 | 47 | 62 | 84 | 146 | 257 | 553 | 698 |
| 5 | 47 | 63 | 88 | 148 | 256 | 552 | 585 |
| 6 | 47 | 64 | 91 | 152 | 255 | 551 | 551 |
| 7 | 48 | 66 | 92 | 154 | 254 | 550 | 550 |
| 8 | 47 | 65 | 91 | 152 | 253 | 549 | 549 |
| 9 | 46 | 65 | 90 | 150 | 253 | 548 | 548 |
| 10 | 46 | 66 | 89 | 150 | 252 | 547 | 547 |
| 11 | 46 | 66 | 89 | 149 | 251 | 547 | 547 |
| 12 | 45 | 66 | 88 | 148 | 250 | 546 | 546 |
| 13 | 45 | 66 | 88 | 148 | 250 | 545 | 545 |
| 14 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 15 | 44 | 65 | 86 | 147 | 249 | 544 | 544 |
| 16 | 43 | 65 | 86 | 146 | 248 | 543 | 543 |
| 17 | 43 | 64 | 85 | 145 | 247 | 543 | 543 |
| 18 | 42 | 64 | 85 | 145 | 247 | 542 | 542 |
| 19 | 42 | 63 | 84 | 144 | 246 | 542 | 542 |
| 20 | 42 | 63 | 84 | 144 | 246 | 542 | 542 |
| 21 | 41 | 63 | 84 | 144 | 246 | 542 | 542 |
| 22 | 41 | 62 | 83 | 143 | 245 | 541 | 541 |
| 23 | 40 | 62 | 83 | 143 | 245 | 541 | 541 |
| 24 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 25 | 39 | 60 | 81 | 142 | 244 | 539 | 539 |
| 26 | 38 | 60 | 81 | 141 | 243 | 538 | 538 |
| 27 | 38 | 59 | 80 | 140 | 242 | 538 | 538 |
| 28 | 37 | 58 | 79 | 139 | 241 | 537 | 537 |
| 29 | 36 | 57 | 78 | 139 | 241 | 536 | 536 |
| 30 | 35 | 57 | 78 | 138 | 240 | 536 | 536 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

58

81

150

263

558

1 290

2

45

58

81

150

263

558

1 038

3

46

60

82

144

259

554

845

4

47

62

84

146

257

553

698

5

47

63

88

148

256

552

585

6

47

64

91

152

255

551

551

7

48

66

92

154

254

550

550

8

47

65

91

152

253

549

549

9

46

65

90

150

253

548

548

10

46

66

89

150

252

547

547

11

46

66

89

149

251

547

547

12

45

66

88

148

250

546

546

13

45

66

88

148

250

545

545

14

45

66

87

147

249

545

545

15

44

65

86

147

249

544

544

16

43

65

86

146

248

543

543

17

43

64

85

145

247

543

543

18

42

64

85

145

247

542

542

19

42

63

84

144

246

542

542

20

42

63

84

144

246

542

542

21

41

63

84

144

246

542

542

22

41

62

83

143

245

541

541

23

40

62

83

143

245

541

541

24

40

61

82

142

244

540

540

25

39

60

81

142

244

539

539

26

38

60

81

141

243

538

538

27

38

59

80

140

242

538

538

28

37

58

79

139

241

537

537

29

36

57

78

139

241

536

536

30

35

57

78

138

240

536

536

2.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 31 | 54 | 123 | 235 | 531 | 1 247 |
| 2 | 21 | 34 | 57 | 126 | 239 | 534 | 1006 |
| 3 | 25 | 39 | 61 | 123 | 238 | 533 | 821 |
| 4 | 29 | 44 | 66 | 128 | 239 | 535 | 680 |
| 5 | 31 | 48 | 73 | 133 | 241 | 536 | 571 |
| 6 | 31 | 48 | 74 | 136 | 239 | 534 | 534 |
| 7 | 35 | 53 | 79 | 141 | 242 | 538 | 538 |
| 8 | 34 | 53 | 78 | 139 | 241 | 537 | 537 |
| 9 | 35 | 55 | 79 | 140 | 242 | 537 | 537 |
| 10 | 37 | 57 | 81 | 141 | 243 | 539 | 539 |
| 11 | 38 | 59 | 82 | 142 | 244 | 540 | 540 |
| 12 | 40 | 61 | 82 | 143 | 245 | 540 | 540 |
| 13 | 40 | 62 | 83 | 143 | 245 | 541 | 541 |
| 14 | 41 | 62 | 83 | 143 | 245 | 541 | 541 |
| 15 | 41 | 62 | 83 | 143 | 246 | 541 | 541 |
| 16 | 41 | 62 | 83 | 143 | 245 | 541 | 541 |
| 17 | 41 | 62 | 83 | 143 | 245 | 541 | 541 |
| 18 | 40 | 61 | 82 | 143 | 245 | 540 | 540 |
| 19 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 20 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 21 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 22 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 23 | 39 | 61 | 82 | 142 | 244 | 539 | 539 |
| 24 | 39 | 60 | 81 | 141 | 243 | 539 | 539 |
| 25 | 38 | 60 | 81 | 141 | 243 | 539 | 539 |
| 26 | 38 | 59 | 80 | 140 | 242 | 538 | 538 |
| 27 | 37 | 59 | 80 | 140 | 242 | 538 | 538 |
| 28 | 37 | 58 | 79 | 139 | 241 | 537 | 537 |
| 29 | 36 | 58 | 79 | 139 | 241 | 536 | 536 |
| 30 | 36 | 57 | 78 | 138 | 240 | 536 | 536 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

18

31

54

123

235

531

1 247

2

21

34

57

126

239

534

1006

3

25

39

61

123

238

533

821

4

29

44

66

128

239

535

680

5

31

48

73

133

241

536

571

6

31

48

74

136

239

534

534

7

35

53

79

141

242

538

538

8

34

53

78

139

241

537

537

9

35

55

79

140

242

537

537

10

37

57

81

141

243

539

539

11

38

59

82

142

244

540

540

12

40

61

82

143

245

540

540

13

40

62

83

143

245

541

541

14

41

62

83

143

245

541

541

15

41

62

83

143

246

541

541

16

41

62

83

143

245

541

541

17

41

62

83

143

245

541

541

18

40

61

82

143

245

540

540

19

40

61

82

142

244

540

540

20

40

61

82

142

244

540

540

21

40

61

82

142

244

540

540

22

40

61

82

142

244

540

540

23

39

61

82

142

244

539

539

24

39

60

81

141

243

539

539

25

38

60

81

141

243

539

539

26

38

59

80

140

242

538

538

27

37

59

80

140

242

538

538

28

37

58

79

139

241

537

537

29

36

58

79

139

241

536

536

30

36

57

78

138

240

536

536

2.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 31 | 54 | 123 | 235 | 531 | 1 292 |
| 2 | 19 | 32 | 55 | 124 | 237 | 532 | 1 036 |
| 3 | 21 | 35 | 57 | 119 | 234 | 529 | 841 |
| 4 | 23 | 38 | 60 | 122 | 233 | 529 | 694 |
| 5 | 24 | 40 | 65 | 125 | 233 | 529 | 582 |
| 6 | 25 | 42 | 69 | 130 | 233 | 529 | 529 |
| 7 | 26 | 44 | 70 | 132 | 233 | 529 | 529 |
| 8 | 26 | 45 | 70 | 131 | 233 | 529 | 529 |
| 9 | 26 | 46 | 70 | 131 | 233 | 529 | 529 |
| 10 | 27 | 47 | 71 | 131 | 233 | 529 | 529 |
| 11 | 28 | 48 | 71 | 131 | 233 | 529 | 529 |
| 12 | 28 | 49 | 71 | 131 | 233 | 529 | 529 |
| 13 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 14 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 15 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 16 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 17 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 18 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 19 | 28 | 50 | 71 | 131 | 233 | 529 | 529 |
| 20 | 29 | 50 | 71 | 131 | 233 | 529 | 529 |
| 21 | 28 | 50 | 71 | 131 | 233 | 529 | 529 |
| 22 | 28 | 50 | 71 | 131 | 233 | 528 | 528 |
| 23 | 28 | 49 | 70 | 130 | 232 | 528 | 528 |
| 24 | 27 | 49 | 70 | 130 | 232 | 527 | 527 |
| 25 | 27 | 48 | 69 | 129 | 231 | 527 | 527 |
| 26 | 26 | 48 | 69 | 129 | 231 | 527 | 527 |
| 27 | 26 | 47 | 68 | 128 | 230 | 526 | 526 |
| 28 | 26 | 47 | 68 | 128 | 230 | 526 | 526 |
| 29 | 25 | 47 | 67 | 128 | 230 | 525 | 525 |
| 30 | 25 | 46 | 67 | 127 | 229 | 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

18

31

54

123

235

531

1 292

2

19

32

55

124

237

532

1 036

3

21

35

57

119

234

529

841

4

23

38

60

122

233

529

694

5

24

40

65

125

233

529

582

6

25

42

69

130

233

529

529

7

26

44

70

132

233

529

529

8

26

45

70

131

233

529

529

9

26

46

70

131

233

529

529

10

27

47

71

131

233

529

529

11

28

48

71

131

233

529

529

12

28

49

71

131

233

529

529

13

29

50

71

131

233

529

529

14

29

50

71

131

233

529

529

15

29

50

71

131

233

529

529

16

29

50

71

131

233

529

529

17

29

50

71

131

233

529

529

18

29

50

71

131

233

529

529

19

28

50

71

131

233

529

529

20

29

50

71

131

233

529

529

21

28

50

71

131

233

529

529

22

28

50

71

131

233

528

528

23

28

49

70

130

232

528

528

24

27

49

70

130

232

527

527

25

27

48

69

129

231

527

527

26

26

48

69

129

231

527

527

27

26

47

68

128

230

526

526

28

26

47

68

128

230

526

526

29

25

47

67

128

230

525

525

30

25

46

67

127

229

525

525

2.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 51 | 64 | 87 | 156 | 269 | 564 | 1 398 |
| 2 | 54 | 67 | 90 | 159 | 272 | 567 | 1103 |
| 3 | 58 | 72 | 94 | 156 | 271 | 566 | 889 |
| 4 | 60 | 75 | 98 | 160 | 271 | 566 | 732 |
| 5 | 62 | 79 | 104 | 164 | 271 | 567 | 613 |
| 6 | 64 | 81 | 108 | 169 | 272 | 568 | 568 |
| 7 | 65 | 83 | 109 | 171 | 272 | 568 | 568 |
| 8 | 65 | 84 | 109 | 170 | 272 | 567 | 567 |
| 9 | 65 | 85 | 109 | 170 | 272 | 567 | 567 |
| 10 | 66 | 86 | 109 | 170 | 272 | 567 | 567 |
| 11 | 66 | 87 | 109 | 169 | 271 | 567 | 567 |
| 12 | 66 | 87 | 109 | 169 | 271 | 567 | 567 |
| 13 | 65 | 87 | 108 | 168 | 270 | 566 | 566 |
| 14 | 65 | 86 | 107 | 167 | 269 | 565 | 565 |
| 15 | 64 | 86 | 106 | 167 | 269 | 564 | 564 |
| 16 | 63 | 85 | 106 | 166 | 268 | 564 | 564 |
| 17 | 63 | 84 | 105 | 165 | 267 | 563 | 563 |
| 18 | 62 | 84 | 105 | 165 | 267 | 562 | 562 |
| 19 | 62 | 83 | 104 | 164 | 266 | 562 | 562 |
| 20 | 61 | 82 | 103 | 163 | 266 | 561 | 561 |
| 21 | 60 | 82 | 103 | 163 | 265 | 560 | 560 |
| 22 | 59 | 81 | 102 | 162 | 264 | 560 | 560 |
| 23 | 59 | 80 | 101 | 161 | 263 | 559 | 559 |
| 24 | 58 | 79 | 100 | 160 | 262 | 558 | 558 |
| 25 | 57 | 78 | 99 | 159 | 261 | 557 | 557 |
| 26 | 56 | 77 | 98 | 158 | 260 | 556 | 556 |
| 27 | 55 | 76 | 97 | 157 | 259 | 555 | 555 |
| 28 | 54 | 75 | 96 | 156 | 258 | 554 | 554 |
| 29 | 53 | 74 | 95 | 155 | 257 | 553 | 553 |
| 30 | 52 | 73 | 94 | 155 | 257 | 552 | 552 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

64

87

156

269

564

1 398

2

54

67

90

159

272

567

1103

3

58

72

94

156

271

566

889

4

60

75

98

160

271

566

732

5

62

79

104

164

271

567

613

6

64

81

108

169

272

568

568

7

65

83

109

171

272

568

568

8

65

84

109

170

272

567

567

9

65

85

109

170

272

567

567

10

66

86

109

170

272

567

567

11

66

87

109

169

271

567

567

12

66

87

109

169

271

567

567

13

65

87

108

168

270

566

566

14

65

86

107

167

269

565

565

15

64

86

106

167

269

564

564

16

63

85

106

166

268

564

564

17

63

84

105

165

267

563

563

18

62

84

105

165

267

562

562

19

62

83

104

164

266

562

562

20

61

82

103

163

266

561

561

21

60

82

103

163

265

560

560

22

59

81

102

162

264

560

560

23

59

80

101

161

263

559

559

24

58

79

100

160

262

558

558

25

57

78

99

159

261

557

557

26

56

77

98

158

260

556

556

27

55

76

97

157

259

555

555

28

54

75

96

156

258

554

554

29

53

74

95

155

257

553

553

30

52

73

94

155

257

552

552

2.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 82 | 95 | 118 | 187 | 299 | 595 | 1 411 |
| 2 | 87 | 100 | 123 | 192 | 304 | 600 | 1 138 |
| 3 | 89 | 103 | 125 | 187 | 302 | 597 | 930 |
| 4 | 90 | 106 | 128 | 190 | 301 | 597 | 771 |
| 5 | 94 | 110 | 135 | 195 | 303 | 599 | 649 |
| 6 | 96 | 113 | 139 | 201 | 304 | 600 | 600 |
| 7 | 98 | 116 | 142 | 204 | 305 | 600 | 600 |
| 8 | 99 | 118 | 143 | 204 | 306 | 602 | 602 |
| 9 | 100 | 120 | 144 | 205 | 307 | 602 | 602 |
| 10 | 101 | 121 | 145 | 205 | 307 | 603 | 603 |
| 11 | 101 | 122 | 145 | 205 | 307 | 602 | 602 |
| 12 | 101 | 122 | 144 | 204 | 306 | 602 | 602 |
| 13 | 100 | 121 | 143 | 203 | 305 | 600 | 600 |
| 14 | 99 | 120 | 141 | 202 | 304 | 599 | 599 |
| 15 | 98 | 119 | 140 | 200 | 302 | 598 | 598 |
| 16 | 96 | 118 | 139 | 199 | 301 | 596 | 596 |
| 17 | 95 | 116 | 137 | 197 | 300 | 595 | 595 |
| 18 | 94 | 115 | 136 | 196 | 298 | 594 | 594 |
| 19 | 92 | 114 | 135 | 195 | 297 | 592 | 592 |
| 20 | 91 | 112 | 133 | 193 | 296 | 591 | 591 |
| 21 | 89 | 111 | 132 | 192 | 294 | 590 | 590 |
| 22 | 88 | 109 | 130 | 190 | 293 | 588 | 588 |
| 23 | 86 | 108 | 129 | 189 | 291 | 586 | 586 |
| 24 | 85 | 106 | 127 | 187 | 289 | 585 | 585 |
| 25 | 83 | 104 | 125 | 186 | 288 | 583 | 583 |
| 26 | 81 | 103 | 124 | 184 | 286 | 581 | 581 |
| 27 | 80 | 101 | 122 | 182 | 284 | 580 | 580 |
| 28 | 78 | 99 | 120 | 181 | 283 | 578 | 578 |
| 29 | 77 | 98 | 119 | 179 | 281 | 577 | 577 |
| 30 | 75 | 96 | 117 | 177 | 279 | 575 | 575 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

95

118

187

299

595

1 411

2

87

100

123

192

304

600

1 138

3

89

103

125

187

302

597

930

4

90

106

128

190

301

597

771

5

94

110

135

195

303

599

649

6

96

113

139

201

304

600

600

7

98

116

142

204

305

600

600

8

99

118

143

204

306

602

602

9

100

120

144

205

307

602

602

10

101

121

145

205

307

603

603

11

101

122

145

205

307

602

602

12

101

122

144

204

306

602

602

13

100

121

143

203

305

600

600

14

99

120

141

202

304

599

599

15

98

119

140

200

302

598

598

16

96

118

139

199

301

596

596

17

95

116

137

197

300

595

595

18

94

115

136

196

298

594

594

19

92

114

135

195

297

592

592

20

91

112

133

193

296

591

591

21

89

111

132

192

294

590

590

22

88

109

130

190

293

588

588

23

86

108

129

189

291

586

586

24

85

106

127

187

289

585

585

25

83

104

125

186

288

583

583

26

81

103

124

184

286

581

581

27

80

101

122

182

284

580

580

28

78

99

120

181

283

578

578

29

77

98

119

179

281

577

577

30

75

96

117

177

279

575

575

2.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 12 | 25 | 48 | 117 | 229 | 525 | 1 281 |
| 2 | 15 | 27 | 51 | 120 | 232 | 528 | 1 029 |
| 3 | 18 | 32 | 54 | 116 | 231 | 526 | 836 |
| 4 | 21 | 36 | 58 | 120 | 231 | 527 | 691 |
| 5 | 23 | 39 | 64 | 124 | 232 | 528 | 579 |
| 6 | 25 | 42 | 68 | 129 | 233 | 528 | 528 |
| 7 | 26 | 44 | 70 | 132 | 233 | 528 | 528 |
| 8 | 26 | 45 | 70 | 131 | 233 | 528 | 528 |
| 9 | 26 | 46 | 70 | 131 | 233 | 528 | 528 |
| 10 | 27 | 47 | 70 | 131 | 233 | 528 | 528 |
| 11 | 27 | 48 | 70 | 131 | 233 | 528 | 528 |
| 12 | 27 | 48 | 70 | 130 | 232 | 528 | 528 |
| 13 | 27 | 48 | 70 | 130 | 232 | 527 | 527 |
| 14 | 27 | 48 | 69 | 129 | 231 | 527 | 527 |
| 15 | 26 | 47 | 68 | 128 | 231 | 526 | 526 |
| 16 | 25 | 47 | 68 | 128 | 230 | 525 | 525 |
| 17 | 25 | 46 | 67 | 127 | 230 | 525 | 525 |
| 18 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 19 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 20 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 21 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 22 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 23 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 24 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 25 | 25 | 46 | 67 | 127 | 229 | 525 | 525 |
| 26 | 24 | 46 | 67 | 127 | 229 | 524 | 524 |
| 27 | 24 | 46 | 66 | 127 | 229 | 524 | 524 |
| 28 | 24 | 45 | 66 | 126 | 228 | 524 | 524 |
| 29 | 24 | 45 | 66 | 126 | 228 | 524 | 524 |
| 30 | 23 | 45 | 66 | 126 | 228 | 524 | 524 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

48

117

229

525

1 281

2

15

27

51

120

232

528

1 029

3

18

32

54

116

231

526

836

4

21

36

58

120

231

527

691

5

23

39

64

124

232

528

579

6

25

42

68

129

233

528

528

7

26

44

70

132

233

528

528

8

26

45

70

131

233

528

528

9

26

46

70

131

233

528

528

10

27

47

70

131

233

528

528

11

27

48

70

131

233

528

528

12

27

48

70

130

232

528

528

13

27

48

70

130

232

527

527

14

27

48

69

129

231

527

527

15

26

47

68

128

231

526

526

16

25

47

68

128

230

525

525

17

25

46

67

127

230

525

525

18

25

46

67

127

229

525

525

19

25

46

67

127

229

525

525

20

25

46

67

127

229

525

525

21

25

46

67

127

229

525

525

22

25

46

67

127

229

525

525

23

25

46

67

127

229

525

525

24

25

46

67

127

229

525

525

25

25

46

67

127

229

525

525

26

24

46

67

127

229

524

524

27

24

46

66

127

229

524

524

28

24

45

66

126

228

524

524

29

24

45

66

126

228

524

524

30

23

45

66

126

228

524

524

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 | 200 | 312 | 608 | 1 349 |
| 2 | 96 | 109 | 132 | 201 | 313 | 609 | 1 087 |
| 3 | 97 | 111 | 134 | 196 | 310 | 606 | 886 |
| 4 | 99 | 114 | 137 | 198 | 310 | 605 | 733 |
| 5 | 100 | 117 | 142 | 202 | 310 | 605 | 616 |
| 6 | 101 | 118 | 145 | 206 | 309 | 605 | 605 |
| 7 | 102 | 120 | 146 | 208 | 309 | 604 | 604 |
| 8 | 102 | 121 | 146 | 207 | 309 | 604 | 604 |
| 9 | 101 | 121 | 145 | 206 | 308 | 604 | 604 |
| 10 | 100 | 121 | 144 | 204 | 307 | 602 | 602 |
| 11 | 99 | 120 | 143 | 203 | 305 | 601 | 601 |
| 12 | 98 | 119 | 141 | 201 | 303 | 599 | 599 |
| 13 | 97 | 118 | 139 | 200 | 302 | 597 | 597 |
| 14 | 95 | 117 | 138 | 198 | 300 | 595 | 595 |
| 15 | 94 | 115 | 136 | 196 | 298 | 594 | 594 |
| 16 | 92 | 113 | 134 | 194 | 296 | 592 | 592 |
| 17 | 90 | 112 | 133 | 193 | 295 | 590 | 590 |
| 18 | 89 | 110 | 131 | 191 | 293 | 589 | 589 |
| 19 | 87 | 109 | 130 | 190 | 292 | 588 | 588 |
| 20 | 86 | 108 | 129 | 189 | 291 | 587 | 587 |
| 21 | 85 | 107 | 128 | 188 | 290 | 585 | 585 |
| 22 | 84 | 106 | 127 | 187 | 289 | 584 | 584 |
| 23 | 83 | 104 | 125 | 185 | 288 | 583 | 583 |
| 24 | 82 | 103 | 124 | 184 | 286 | 582 | 582 |
| 25 | 80 | 102 | 123 | 183 | 285 | 581 | 581 |
| 26 | 79 | 101 | 122 | 182 | 284 | 579 | 579 |
| 27 | 78 | 99 | 120 | 181 | 283 | 578 | 578 |
| 28 | 77 | 98 | 119 | 179 | 281 | 577 | 577 |
| 29 | 76 | 97 | 118 | 178 | 280 | 576 | 576 |
| 30 | 75 | 96 | 117 | 177 | 279 | 575 | 575 |

Duration (in years)

Credit quality step 0

Credit 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

200

312

608

1 349

2

96

109

132

201

313

609

1 087

3

97

111

134

196

310

606

886

4

99

114

137

198

310

605

733

5

100

117

142

202

310

605

616

6

101

118

145

206

309

605

605

7

102

120

146

208

309

604

604

8

102

121

146

207

309

604

604

9

101

121

145

206

308

604

604

10

100

121

144

204

307

602

602

11

99

120

143

203

305

601

601

12

98

119

141

201

303

599

599

13

97

118

139

200

302

597

597

14

95

117

138

198

300

595

595

15

94

115

136

196

298

594

594

16

92

113

134

194

296

592

592

17

90

112

133

193

295

590

590

18

89

110

131

191

293

589

589

19

87

109

130

190

292

588

588

20

86

108

129

189

291

587

587

21

85

107

128

188

290

585

585

22

84

106

127

187

289

584

584

23

83

104

125

185

288

583

583

24

82

103

124

184

286

582

582

25

80

102

123

183

285

581

581

26

79

101

122

182

284

579

579

27

78

99

120

181

283

578

578

28

77

98

119

179

281

577

577

29

76

97

118

178

280

576

576

30

75

96

117

177

279

575

575

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 | 314 | 327 | 350 | 419 | 531 | 827 | 1 420 |
| 2 | 86 | 99 | 122 | 191 | 304 | 599 | 1 138 |
| 3 | 90 | 104 | 126 | 188 | 303 | 598 | 922 |
| 4 | 93 | 108 | 131 | 192 | 304 | 599 | 760 |
| 5 | 95 | 112 | 137 | 197 | 305 | 600 | 637 |
| 6 | 97 | 114 | 141 | 202 | 305 | 601 | 601 |
| 7 | 99 | 117 | 143 | 205 | 306 | 601 | 601 |
| 8 | 99 | 118 | 143 | 205 | 306 | 602 | 602 |
| 9 | 100 | 119 | 144 | 204 | 307 | 602 | 602 |
| 10 | 100 | 120 | 144 | 204 | 306 | 602 | 602 |
| 11 | 101 | 121 | 144 | 204 | 306 | 602 | 602 |
| 12 | 101 | 122 | 144 | 204 | 306 | 602 | 602 |
| 13 | 102 | 123 | 145 | 205 | 307 | 602 | 602 |
| 14 | 103 | 124 | 145 | 205 | 307 | 603 | 603 |
| 15 | 103 | 125 | 146 | 206 | 308 | 604 | 604 |
| 16 | 104 | 126 | 147 | 207 | 309 | 604 | 604 |
| 17 | 105 | 127 | 148 | 208 | 310 | 605 | 605 |
| 18 | 106 | 128 | 149 | 209 | 311 | 606 | 606 |
| 19 | 107 | 128 | 149 | 209 | 311 | 607 | 607 |
| 20 | 107 | 129 | 150 | 210 | 312 | 608 | 608 |
| 21 | 107 | 129 | 150 | 210 | 312 | 608 | 608 |
| 22 | 107 | 128 | 149 | 210 | 312 | 607 | 607 |
| 23 | 106 | 128 | 149 | 209 | 311 | 606 | 606 |
| 24 | 105 | 127 | 148 | 208 | 310 | 606 | 606 |
| 25 | 104 | 126 | 147 | 207 | 309 | 604 | 604 |
| 26 | 103 | 124 | 145 | 205 | 308 | 603 | 603 |
| 27 | 102 | 123 | 144 | 204 | 306 | 602 | 602 |
| 28 | 100 | 122 | 143 | 203 | 305 | 600 | 600 |
| 29 | 99 | 120 | 141 | 201 | 303 | 599 | 599 |
| 30 | 97 | 119 | 140 | 200 | 302 | 597 | 597 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

314

327

350

419

531

827

1 420

2

86

99

122

191

304

599

1 138

3

90

104

126

188

303

598

922

4

93

108

131

192

304

599

760

5

95

112

137

197

305

600

637

6

97

114

141

202

305

601

601

7

99

117

143

205

306

601

601

8

99

118

143

205

306

602

602

9

100

119

144

204

307

602

602

10

100

120

144

204

306

602

602

11

101

121

144

204

306

602

602

12

101

122

144

204

306

602

602

13

102

123

145

205

307

602

602

14

103

124

145

205

307

603

603

15

103

125

146

206

308

604

604

16

104

126

147

207

309

604

604

17

105

127

148

208

310

605

605

18

106

128

149

209

311

606

606

19

107

128

149

209

311

607

607

20

107

129

150

210

312

608

608

21

107

129

150

210

312

608

608

22

107

128

149

210

312

607

607

23

106

128

149

209

311

606

606

24

105

127

148

208

310

606

606

25

104

126

147

207

309

604

604

26

103

124

145

205

308

603

603

27

102

123

144

204

306

602

602

28

100

122

143

203

305

600

600

29

99

120

141

201

303

599

599

30

97

119

140

200

302

597

597

2.21.   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 12 | 35 | 104 | 217 | 512 | 1 241 |
| 2 | 1 | 12 | 35 | 104 | 217 | 512 | 994 |
| 3 | 2 | 14 | 36 | 98 | 213 | 508 | 808 |
| 4 | 2 | 16 | 38 | 100 | 211 | 507 | 668 |
| 5 | 4 | 17 | 42 | 102 | 210 | 506 | 560 |
| 6 | 4 | 19 | 45 | 106 | 209 | 505 | 505 |
| 7 | 5 | 20 | 46 | 108 | 209 | 504 | 504 |
| 8 | 7 | 20 | 45 | 106 | 208 | 504 | 504 |
| 9 | 7 | 20 | 44 | 105 | 207 | 503 | 503 |
| 10 | 8 | 21 | 44 | 104 | 206 | 502 | 502 |
| 11 | 9 | 21 | 44 | 104 | 206 | 502 | 502 |
| 12 | 9 | 22 | 44 | 104 | 206 | 502 | 502 |
| 13 | 10 | 23 | 44 | 104 | 206 | 502 | 502 |
| 14 | 11 | 23 | 44 | 105 | 207 | 502 | 502 |
| 15 | 12 | 24 | 45 | 105 | 207 | 503 | 503 |
| 16 | 13 | 24 | 45 | 105 | 207 | 503 | 503 |
| 17 | 13 | 24 | 45 | 106 | 208 | 503 | 503 |
| 18 | 14 | 25 | 46 | 106 | 208 | 504 | 504 |
| 19 | 15 | 26 | 47 | 107 | 209 | 504 | 504 |
| 20 | 15 | 27 | 48 | 108 | 210 | 505 | 505 |
| 21 | 17 | 27 | 48 | 109 | 211 | 506 | 506 |
| 22 | 17 | 28 | 49 | 109 | 211 | 507 | 507 |
| 23 | 18 | 29 | 50 | 110 | 212 | 507 | 507 |
| 24 | 18 | 29 | 50 | 110 | 212 | 508 | 508 |
| 25 | 19 | 29 | 50 | 111 | 213 | 508 | 508 |
| 26 | 20 | 30 | 51 | 111 | 213 | 508 | 508 |
| 27 | 20 | 30 | 51 | 111 | 213 | 509 | 509 |
| 28 | 21 | 30 | 51 | 111 | 213 | 509 | 509 |
| 29 | 22 | 31 | 51 | 112 | 214 | 509 | 509 |
| 30 | 23 | 31 | 52 | 112 | 214 | 509 | 509 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

12

35

104

217

512

1 241

2

1

12

35

104

217

512

994

3

2

14

36

98

213

508

808

4

2

16

38

100

211

507

668

5

4

17

42

102

210

506

560

6

4

19

45

106

209

505

505

7

5

20

46

108

209

504

504

8

7

20

45

106

208

504

504

9

7

20

44

105

207

503

503

10

8

21

44

104

206

502

502

11

9

21

44

104

206

502

502

12

9

22

44

104

206

502

502

13

10

23

44

104

206

502

502

14

11

23

44

105

207

502

502

15

12

24

45

105

207

503

503

16

13

24

45

105

207

503

503

17

13

24

45

106

208

503

503

18

14

25

46

106

208

504

504

19

15

26

47

107

209

504

504

20

15

27

48

108

210

505

505

21

17

27

48

109

211

506

506

22

17

28

49

109

211

507

507

23

18

29

50

110

212

507

507

24

18

29

50

110

212

508

508

25

19

29

50

111

213

508

508

26

20

30

51

111

213

508

508

27

20

30

51

111

213

509

509

28

21

30

51

111

213

509

509

29

22

31

51

112

214

509

509

30

23

31

52

112

214

509

509

2.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 51 | 64 | 87 | 156 | 269 | 564 | 1301 |
| 2 | 52 | 65 | 88 | 157 | 270 | 565 | 1 045 |
| 3 | 53 | 67 | 89 | 151 | 266 | 561 | 849 |
| 4 | 54 | 69 | 91 | 153 | 264 | 560 | 701 |
| 5 | 54 | 71 | 95 | 156 | 263 | 559 | 588 |
| 6 | 55 | 72 | 98 | 160 | 263 | 559 | 559 |
| 7 | 55 | 73 | 99 | 161 | 262 | 557 | 557 |
| 8 | 54 | 73 | 99 | 160 | 261 | 557 | 557 |
| 9 | 54 | 74 | 98 | 158 | 261 | 556 | 556 |
| 10 | 53 | 73 | 97 | 157 | 259 | 555 | 555 |
| 11 | 53 | 73 | 96 | 156 | 258 | 554 | 554 |
| 12 | 52 | 73 | 94 | 155 | 257 | 552 | 552 |
| 13 | 51 | 72 | 93 | 153 | 255 | 551 | 551 |
| 14 | 49 | 71 | 92 | 152 | 254 | 550 | 550 |
| 15 | 48 | 70 | 91 | 151 | 253 | 548 | 548 |
| 16 | 47 | 68 | 89 | 149 | 251 | 547 | 547 |
| 17 | 46 | 67 | 88 | 148 | 250 | 546 | 546 |
| 18 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 19 | 44 | 66 | 87 | 147 | 249 | 544 | 544 |
| 20 | 44 | 65 | 86 | 146 | 248 | 544 | 544 |
| 21 | 43 | 65 | 86 | 146 | 248 | 543 | 543 |
| 22 | 43 | 64 | 85 | 145 | 247 | 543 | 543 |
| 23 | 42 | 63 | 84 | 144 | 246 | 542 | 542 |
| 24 | 41 | 63 | 84 | 144 | 246 | 541 | 541 |
| 25 | 41 | 62 | 83 | 143 | 245 | 541 | 541 |
| 26 | 40 | 61 | 82 | 142 | 244 | 540 | 540 |
| 27 | 39 | 61 | 82 | 142 | 244 | 539 | 539 |
| 28 | 38 | 60 | 81 | 141 | 243 | 539 | 539 |
| 29 | 38 | 59 | 80 | 140 | 242 | 538 | 538 |
| 30 | 37 | 59 | 80 | 140 | 242 | 537 | 537 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

64

87

156

269

564

1301

2

52

65

88

157

270

565

1 045

3

53

67

89

151

266

561

849

4

54

69

91

153

264

560

701

5

54

71

95

156

263

559

588

6

55

72

98

160

263

559

559

7

55

73

99

161

262

557

557

8

54

73

99

160

261

557

557

9

54

74

98

158

261

556

556

10

53

73

97

157

259

555

555

11

53

73

96

156

258

554

554

12

52

73

94

155

257

552

552

13

51

72

93

153

255

551

551

14

49

71

92

152

254

550

550

15

48

70

91

151

253

548

548

16

47

68

89

149

251

547

547

17

46

67

88

148

250

546

546

18

45

66

87

147

249

545

545

19

44

66

87

147

249

544

544

20

44

65

86

146

248

544

544

21

43

65

86

146

248

543

543

22

43

64

85

145

247

543

543

23

42

63

84

144

246

542

542

24

41

63

84

144

246

541

541

25

41

62

83

143

245

541

541

26

40

61

82

142

244

540

540

27

39

61

82

142

244

539

539

28

38

60

81

141

243

539

539

29

38

59

80

140

242

538

538

30

37

59

80

140

242

537

537

2.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 114 | 127 | 150 | 219 | 332 | 627 | 1 353 |
| 2 | 116 | 129 | 152 | 221 | 333 | 629 | 1 096 |
| 3 | 119 | 133 | 155 | 217 | 331 | 627 | 895 |
| 4 | 121 | 136 | 159 | 220 | 332 | 627 | 742 |
| 5 | 123 | 139 | 164 | 224 | 332 | 628 | 628 |
| 6 | 125 | 142 | 168 | 229 | 333 | 628 | 628 |
| 7 | 126 | 144 | 170 | 232 | 333 | 628 | 628 |
| 8 | 126 | 144 | 170 | 231 | 332 | 628 | 628 |
| 9 | 125 | 145 | 169 | 230 | 332 | 628 | 628 |
| 10 | 125 | 146 | 169 | 229 | 331 | 627 | 627 |
| 11 | 125 | 146 | 168 | 229 | 331 | 626 | 626 |
| 12 | 124 | 145 | 167 | 227 | 329 | 625 | 625 |
| 13 | 123 | 144 | 165 | 226 | 328 | 623 | 623 |
| 14 | 121 | 143 | 164 | 224 | 326 | 622 | 622 |
| 15 | 120 | 141 | 162 | 222 | 324 | 620 | 620 |
| 16 | 117 | 139 | 160 | 220 | 322 | 617 | 617 |
| 17 | 115 | 137 | 158 | 218 | 320 | 616 | 616 |
| 18 | 113 | 135 | 156 | 216 | 318 | 614 | 614 |
| 19 | 112 | 133 | 154 | 214 | 316 | 612 | 612 |
| 20 | 110 | 131 | 152 | 212 | 314 | 610 | 610 |
| 21 | 108 | 130 | 151 | 211 | 313 | 608 | 608 |
| 22 | 106 | 128 | 149 | 209 | 311 | 607 | 607 |
| 23 | 105 | 126 | 147 | 207 | 309 | 605 | 605 |
| 24 | 103 | 124 | 145 | 205 | 307 | 603 | 603 |
| 25 | 101 | 122 | 143 | 203 | 305 | 601 | 601 |
| 26 | 99 | 120 | 141 | 201 | 304 | 599 | 599 |
| 27 | 97 | 119 | 140 | 200 | 302 | 597 | 597 |
| 28 | 95 | 117 | 138 | 198 | 300 | 596 | 596 |
| 29 | 94 | 115 | 136 | 196 | 298 | 594 | 594 |
| 30 | 92 | 114 | 134 | 195 | 297 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

127

150

219

332

627

1 353

2

116

129

152

221

333

629

1 096

3

119

133

155

217

331

627

895

4

121

136

159

220

332

627

742

5

123

139

164

224

332

628

628

6

125

142

168

229

333

628

628

7

126

144

170

232

333

628

628

8

126

144

170

231

332

628

628

9

125

145

169

230

332

628

628

10

125

146

169

229

331

627

627

11

125

146

168

229

331

626

626

12

124

145

167

227

329

625

625

13

123

144

165

226

328

623

623

14

121

143

164

224

326

622

622

15

120

141

162

222

324

620

620

16

117

139

160

220

322

617

617

17

115

137

158

218

320

616

616

18

113

135

156

216

318

614

614

19

112

133

154

214

316

612

612

20

110

131

152

212

314

610

610

21

108

130

151

211

313

608

608

22

106

128

149

209

311

607

607

23

105

126

147

207

309

605

605

24

103

124

145

205

307

603

603

25

101

122

143

203

305

601

601

26

99

120

141

201

304

599

599

27

97

119

140

200

302

597

597

28

95

117

138

198

300

596

596

29

94

115

136

196

298

594

594

30

92

114

134

195

297

592

592

2.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 167 | 180 | 203 | 272 | 384 | 680 | 1 494 |
| 2 | 176 | 189 | 212 | 281 | 394 | 689 | 1 187 |
| 3 | 182 | 196 | 218 | 280 | 395 | 690 | 963 |
| 4 | 185 | 200 | 222 | 284 | 395 | 691 | 795 |
| 5 | 187 | 203 | 228 | 288 | 396 | 691 | 691 |
| 6 | 187 | 204 | 230 | 292 | 395 | 690 | 690 |
| 7 | 187 | 205 | 231 | 293 | 394 | 689 | 689 |
| 8 | 186 | 205 | 230 | 291 | 393 | 688 | 688 |
| 9 | 185 | 204 | 229 | 289 | 391 | 687 | 687 |
| 10 | 184 | 204 | 228 | 288 | 390 | 686 | 686 |
| 11 | 183 | 204 | 226 | 287 | 389 | 684 | 684 |
| 12 | 181 | 202 | 224 | 284 | 386 | 682 | 682 |
| 13 | 179 | 200 | 222 | 282 | 384 | 679 | 679 |
| 14 | 176 | 198 | 219 | 279 | 381 | 676 | 676 |
| 15 | 173 | 195 | 216 | 276 | 378 | 673 | 673 |
| 16 | 170 | 192 | 213 | 273 | 375 | 671 | 671 |
| 17 | 167 | 189 | 210 | 270 | 372 | 668 | 668 |
| 18 | 164 | 186 | 207 | 267 | 369 | 665 | 665 |
| 19 | 162 | 183 | 204 | 264 | 366 | 662 | 662 |
| 20 | 159 | 180 | 201 | 261 | 363 | 659 | 659 |
| 21 | 156 | 177 | 198 | 258 | 360 | 656 | 656 |
| 22 | 153 | 174 | 195 | 255 | 357 | 653 | 653 |
| 23 | 150 | 171 | 192 | 252 | 354 | 650 | 650 |
| 24 | 146 | 168 | 189 | 249 | 351 | 647 | 647 |
| 25 | 143 | 165 | 186 | 246 | 348 | 644 | 644 |
| 26 | 140 | 162 | 183 | 243 | 345 | 641 | 641 |
| 27 | 138 | 159 | 180 | 240 | 342 | 638 | 638 |
| 28 | 135 | 156 | 177 | 237 | 339 | 635 | 635 |
| 29 | 132 | 153 | 174 | 234 | 336 | 632 | 632 |
| 30 | 129 | 151 | 172 | 232 | 334 | 629 | 629 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

167

180

203

272

384

680

1 494

2

176

189

212

281

394

689

1 187

3

182

196

218

280

395

690

963

4

185

200

222

284

395

691

795

5

187

203

228

288

396

691

691

6

187

204

230

292

395

690

690

7

187

205

231

293

394

689

689

8

186

205

230

291

393

688

688

9

185

204

229

289

391

687

687

10

184

204

228

288

390

686

686

11

183

204

226

287

389

684

684

12

181

202

224

284

386

682

682

13

179

200

222

282

384

679

679

14

176

198

219

279

381

676

676

15

173

195

216

276

378

673

673

16

170

192

213

273

375

671

671

17

167

189

210

270

372

668

668

18

164

186

207

267

369

665

665

19

162

183

204

264

366

662

662

20

159

180

201

261

363

659

659

21

156

177

198

258

360

656

656

22

153

174

195

255

357

653

653

23

150

171

192

252

354

650

650

24

146

168

189

249

351

647

647

25

143

165

186

246

348

644

644

26

140

162

183

243

345

641

641

27

138

159

180

240

342

638

638

28

135

156

177

237

339

635

635

29

132

153

174

234

336

632

632

30

129

151

172

232

334

629

629

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 | 33 | 45 | 68 | 138 | 250 | 546 | 1 267 |
| 2 | 33 | 46 | 69 | 138 | 251 | 546 | 1 017 |
| 3 | 35 | 49 | 71 | 133 | 247 | 543 | 827 |
| 4 | 36 | 51 | 73 | 135 | 246 | 542 | 684 |
| 5 | 37 | 53 | 78 | 138 | 246 | 541 | 574 |
| 6 | 37 | 54 | 80 | 142 | 245 | 541 | 541 |
| 7 | 37 | 56 | 82 | 144 | 244 | 540 | 540 |
| 8 | 36 | 55 | 80 | 142 | 243 | 539 | 539 |
| 9 | 36 | 55 | 80 | 140 | 242 | 538 | 538 |
| 10 | 36 | 56 | 79 | 139 | 242 | 537 | 537 |
| 11 | 36 | 56 | 79 | 139 | 241 | 537 | 537 |
| 12 | 35 | 56 | 78 | 138 | 240 | 536 | 536 |
| 13 | 35 | 56 | 78 | 138 | 240 | 536 | 536 |
| 14 | 35 | 56 | 77 | 137 | 240 | 535 | 535 |
| 15 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 16 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 17 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 18 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 19 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 20 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 21 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 22 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 23 | 35 | 56 | 77 | 137 | 239 | 535 | 535 |
| 24 | 34 | 56 | 77 | 137 | 239 | 535 | 535 |
| 25 | 34 | 55 | 76 | 137 | 239 | 534 | 534 |
| 26 | 34 | 55 | 76 | 136 | 238 | 534 | 534 |
| 27 | 33 | 55 | 76 | 136 | 238 | 534 | 534 |
| 28 | 33 | 54 | 75 | 136 | 238 | 533 | 533 |
| 29 | 33 | 54 | 75 | 135 | 237 | 533 | 533 |
| 30 | 32 | 54 | 75 | 135 | 237 | 532 | 532 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

33

45

68

138

250

546

1 267

2

33

46

69

138

251

546

1 017

3

35

49

71

133

247

543

827

4

36

51

73

135

246

542

684

5

37

53

78

138

246

541

574

6

37

54

80

142

245

541

541

7

37

56

82

144

244

540

540

8

36

55

80

142

243

539

539

9

36

55

80

140

242

538

538

10

36

56

79

139

242

537

537

11

36

56

79

139

241

537

537

12

35

56

78

138

240

536

536

13

35

56

78

138

240

536

536

14

35

56

77

137

240

535

535

15

35

56

77

137

239

535

535

16

35

56

77

137

239

535

535

17

35

56

77

137

239

535

535

18

35

56

77

137

239

535

535

19

35

56

77

137

239

535

535

20

35

56

77

137

239

535

535

21

35

56

77

137

239

535

535

22

35

56

77

137

239

535

535

23

35

56

77

137

239

535

535

24

34

56

77

137

239

535

535

25

34

55

76

137

239

534

534

26

34

55

76

136

238

534

534

27

33

55

76

136

238

534

534

28

33

54

75

136

238

533

533

29

33

54

75

135

237

533

533

30

32

54

75

135

237

532

532

2.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 30 | 43 | 66 | 135 | 247 | 543 | 1 284 |
| 2 | 31 | 44 | 67 | 136 | 249 | 544 | 1 033 |
| 3 | 34 | 48 | 70 | 132 | 247 | 542 | 842 |
| 4 | 36 | 51 | 74 | 136 | 247 | 543 | 697 |
| 5 | 39 | 55 | 80 | 140 | 248 | 543 | 586 |
| 6 | 40 | 57 | 83 | 145 | 248 | 544 | 544 |
| 7 | 42 | 60 | 86 | 148 | 248 | 544 | 544 |
| 8 | 42 | 61 | 86 | 147 | 249 | 544 | 544 |
| 9 | 42 | 62 | 86 | 146 | 249 | 544 | 544 |
| 10 | 43 | 63 | 87 | 147 | 249 | 545 | 545 |
| 11 | 44 | 65 | 87 | 147 | 250 | 545 | 545 |
| 12 | 45 | 66 | 87 | 148 | 250 | 545 | 545 |
| 13 | 45 | 66 | 87 | 148 | 250 | 545 | 545 |
| 14 | 45 | 66 | 87 | 148 | 250 | 545 | 545 |
| 15 | 45 | 66 | 87 | 147 | 250 | 545 | 545 |
| 16 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 17 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 18 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 19 | 45 | 66 | 87 | 148 | 250 | 545 | 545 |
| 20 | 45 | 67 | 88 | 148 | 250 | 545 | 545 |
| 21 | 45 | 67 | 88 | 148 | 250 | 546 | 546 |
| 22 | 45 | 67 | 88 | 148 | 250 | 545 | 545 |
| 23 | 45 | 66 | 87 | 148 | 250 | 545 | 545 |
| 24 | 45 | 66 | 87 | 147 | 249 | 545 | 545 |
| 25 | 44 | 66 | 87 | 147 | 249 | 544 | 544 |
| 26 | 44 | 65 | 86 | 146 | 248 | 544 | 544 |
| 27 | 43 | 65 | 85 | 146 | 248 | 543 | 543 |
| 28 | 43 | 64 | 85 | 145 | 247 | 543 | 543 |
| 29 | 42 | 63 | 84 | 144 | 246 | 542 | 542 |
| 30 | 41 | 63 | 84 | 144 | 246 | 541 | 541 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

43

66

135

247

543

1 284

2

31

44

67

136

249

544

1 033

3

34

48

70

132

247

542

842

4

36

51

74

136

247

543

697

5

39

55

80

140

248

543

586

6

40

57

83

145

248

544

544

7

42

60

86

148

248

544

544

8

42

61

86

147

249

544

544

9

42

62

86

146

249

544

544

10

43

63

87

147

249

545

545

11

44

65

87

147

250

545

545

12

45

66

87

148

250

545

545

13

45

66

87

148

250

545

545

14

45

66

87

148

250

545

545

15

45

66

87

147

250

545

545

16

45

66

87

147

249

545

545

17

45

66

87

147

249

545

545

18

45

66

87

147

249

545

545

19

45

66

87

148

250

545

545

20

45

67

88

148

250

545

545

21

45

67

88

148

250

546

546

22

45

67

88

148

250

545

545

23

45

66

87

148

250

545

545

24

45

66

87

147

249

545

545

25

44

66

87

147

249

544

544

26

44

65

86

146

248

544

544

27

43

65

85

146

248

543

543

28

43

64

85

145

247

543

543

29

42

63

84

144

246

542

542

30

41

63

84

144

246

541

541

2.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 127 | 140 | 163 | 232 | 345 | 640 | 1 450 |
| 2 | 126 | 139 | 162 | 231 | 343 | 639 | 1 143 |
| 3 | 126 | 140 | 162 | 224 | 339 | 634 | 922 |
| 4 | 127 | 142 | 164 | 226 | 337 | 633 | 759 |
| 5 | 127 | 143 | 168 | 228 | 336 | 632 | 635 |
| 6 | 127 | 144 | 170 | 232 | 335 | 630 | 630 |
| 7 | 127 | 145 | 171 | 233 | 334 | 629 | 629 |
| 8 | 126 | 145 | 170 | 231 | 333 | 629 | 629 |
| 9 | 125 | 145 | 169 | 230 | 332 | 627 | 627 |
| 10 | 125 | 145 | 169 | 229 | 331 | 627 | 627 |
| 11 | 125 | 146 | 168 | 229 | 331 | 626 | 626 |
| 12 | 124 | 145 | 167 | 227 | 329 | 625 | 625 |
| 13 | 123 | 145 | 166 | 226 | 328 | 624 | 624 |
| 14 | 122 | 144 | 165 | 225 | 327 | 623 | 623 |
| 15 | 120 | 142 | 163 | 223 | 325 | 621 | 621 |
| 16 | 118 | 140 | 161 | 221 | 323 | 619 | 619 |
| 17 | 116 | 137 | 158 | 218 | 320 | 616 | 616 |
| 18 | 114 | 135 | 156 | 216 | 318 | 614 | 614 |
| 19 | 112 | 133 | 154 | 214 | 316 | 612 | 612 |
| 20 | 110 | 131 | 152 | 212 | 314 | 610 | 610 |
| 21 | 107 | 129 | 150 | 210 | 312 | 608 | 608 |
| 22 | 105 | 127 | 148 | 208 | 310 | 605 | 605 |
| 23 | 103 | 124 | 145 | 206 | 308 | 603 | 603 |
| 24 | 101 | 122 | 143 | 203 | 305 | 601 | 601 |
| 25 | 99 | 120 | 141 | 201 | 303 | 599 | 599 |
| 26 | 96 | 118 | 139 | 199 | 301 | 597 | 597 |
| 27 | 94 | 116 | 137 | 197 | 299 | 595 | 595 |
| 28 | 92 | 114 | 135 | 195 | 297 | 592 | 592 |
| 29 | 90 | 112 | 133 | 193 | 295 | 590 | 590 |
| 30 | 88 | 110 | 131 | 191 | 293 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

127

140

163

232

345

640

1 450

2

126

139

162

231

343

639

1 143

3

126

140

162

224

339

634

922

4

127

142

164

226

337

633

759

5

127

143

168

228

336

632

635

6

127

144

170

232

335

630

630

7

127

145

171

233

334

629

629

8

126

145

170

231

333

629

629

9

125

145

169

230

332

627

627

10

125

145

169

229

331

627

627

11

125

146

168

229

331

626

626

12

124

145

167

227

329

625

625

13

123

145

166

226

328

624

624

14

122

144

165

225

327

623

623

15

120

142

163

223

325

621

621

16

118

140

161

221

323

619

619

17

116

137

158

218

320

616

616

18

114

135

156

216

318

614

614

19

112

133

154

214

316

612

612

20

110

131

152

212

314

610

610

21

107

129

150

210

312

608

608

22

105

127

148

208

310

605

605

23

103

124

145

206

308

603

603

24

101

122

143

203

305

601

601

25

99

120

141

201

303

599

599

26

96

118

139

199

301

597

597

27

94

116

137

197

299

595

595

28

92

114

135

195

297

592

592

29

90

112

133

193

295

590

590

30

88

110

131

191

293

589

589

2.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 37 | 106 | 218 | 514 | 1 277 |
| 2 | 3 | 15 | 39 | 108 | 220 | 516 | 1 025 |
| 3 | 5 | 19 | 41 | 103 | 218 | 513 | 834 |
| 4 | 7 | 22 | 45 | 107 | 218 | 514 | 689 |
| 5 | 10 | 26 | 51 | 111 | 219 | 514 | 578 |
| 6 | 11 | 28 | 54 | 116 | 219 | 515 | 515 |
| 7 | 13 | 31 | 57 | 119 | 219 | 515 | 515 |
| 8 | 13 | 31 | 57 | 118 | 219 | 515 | 515 |
| 9 | 13 | 32 | 56 | 117 | 219 | 515 | 515 |
| 10 | 13 | 33 | 57 | 117 | 219 | 515 | 515 |
| 11 | 13 | 34 | 57 | 117 | 219 | 514 | 514 |
| 12 | 13 | 34 | 56 | 116 | 219 | 514 | 514 |
| 13 | 13 | 35 | 56 | 116 | 218 | 514 | 514 |
| 14 | 13 | 35 | 56 | 116 | 218 | 514 | 514 |
| 15 | 13 | 35 | 56 | 116 | 218 | 513 | 513 |
| 16 | 13 | 34 | 55 | 115 | 217 | 513 | 513 |
| 17 | 14 | 34 | 55 | 115 | 218 | 513 | 513 |
| 18 | 14 | 34 | 55 | 116 | 218 | 513 | 513 |
| 19 | 15 | 35 | 56 | 116 | 218 | 513 | 513 |
| 20 | 16 | 35 | 56 | 116 | 218 | 514 | 514 |
| 21 | 17 | 35 | 56 | 117 | 219 | 514 | 514 |
| 22 | 18 | 36 | 57 | 117 | 219 | 515 | 515 |
| 23 | 18 | 36 | 57 | 117 | 219 | 515 | 515 |
| 24 | 19 | 36 | 57 | 117 | 219 | 515 | 515 |
| 25 | 19 | 36 | 57 | 117 | 219 | 515 | 515 |
| 26 | 20 | 36 | 57 | 117 | 219 | 515 | 515 |
| 27 | 20 | 36 | 57 | 118 | 220 | 515 | 515 |
| 28 | 22 | 36 | 57 | 118 | 220 | 515 | 515 |
| 29 | 22 | 36 | 57 | 118 | 220 | 515 | 515 |
| 30 | 23 | 37 | 57 | 118 | 220 | 515 | 515 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

37

106

218

514

1 277

2

3

15

39

108

220

516

1 025

3

5

19

41

103

218

513

834

4

7

22

45

107

218

514

689

5

10

26

51

111

219

514

578

6

11

28

54

116

219

515

515

7

13

31

57

119

219

515

515

8

13

31

57

118

219

515

515

9

13

32

56

117

219

515

515

10

13

33

57

117

219

515

515

11

13

34

57

117

219

514

514

12

13

34

56

116

219

514

514

13

13

35

56

116

218

514

514

14

13

35

56

116

218

514

514

15

13

35

56

116

218

513

513

16

13

34

55

115

217

513

513

17

14

34

55

115

218

513

513

18

14

34

55

116

218

513

513

19

15

35

56

116

218

513

513

20

16

35

56

116

218

514

514

21

17

35

56

117

219

514

514

22

18

36

57

117

219

515

515

23

18

36

57

117

219

515

515

24

19

36

57

117

219

515

515

25

19

36

57

117

219

515

515

26

20

36

57

117

219

515

515

27

20

36

57

118

220

515

515

28

22

36

57

118

220

515

515

29

22

36

57

118

220

515

515

30

23

37

57

118

220

515

515

2.29.   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 36 | 49 | 72 | 141 | 253 | 549 | 1 287 |
| 2 | 36 | 49 | 72 | 141 | 254 | 549 | 1 035 |
| 3 | 36 | 50 | 72 | 135 | 249 | 545 | 842 |
| 4 | 37 | 52 | 74 | 136 | 247 | 543 | 695 |
| 5 | 37 | 53 | 78 | 138 | 246 | 542 | 582 |
| 6 | 39 | 56 | 82 | 144 | 247 | 543 | 543 |
| 7 | 37 | 55 | 81 | 143 | 244 | 539 | 539 |
| 8 | 40 | 59 | 84 | 145 | 247 | 542 | 542 |
| 9 | 39 | 59 | 83 | 144 | 246 | 541 | 541 |
| 10 | 35 | 55 | 78 | 138 | 241 | 536 | 536 |
| 11 | 31 | 52 | 74 | 134 | 236 | 532 | 532 |
| 12 | 28 | 49 | 71 | 131 | 233 | 529 | 529 |
| 13 | 26 | 47 | 69 | 129 | 231 | 526 | 526 |
| 14 | 24 | 46 | 67 | 127 | 229 | 525 | 525 |
| 15 | 23 | 44 | 65 | 125 | 228 | 523 | 523 |
| 16 | 22 | 43 | 64 | 124 | 226 | 522 | 522 |
| 17 | 21 | 42 | 63 | 123 | 225 | 521 | 521 |
| 18 | 20 | 41 | 62 | 123 | 225 | 520 | 520 |
| 19 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 20 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 21 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 22 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 23 | 20 | 41 | 62 | 122 | 224 | 520 | 520 |
| 24 | 19 | 41 | 62 | 122 | 224 | 520 | 520 |
| 25 | 19 | 41 | 62 | 122 | 224 | 519 | 519 |
| 26 | 20 | 41 | 62 | 122 | 224 | 519 | 519 |
| 27 | 20 | 40 | 61 | 122 | 224 | 519 | 519 |
| 28 | 21 | 40 | 61 | 121 | 223 | 519 | 519 |
| 29 | 22 | 40 | 61 | 121 | 223 | 519 | 519 |
| 30 | 23 | 40 | 61 | 121 | 223 | 519 | 519 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

36

49

72

141

253

549

1 287

2

36

49

72

141

254

549

1 035

3

36

50

72

135

249

545

842

4

37

52

74

136

247

543

695

5

37

53

78

138

246

542

582

6

39

56

82

144

247

543

543

7

37

55

81

143

244

539

539

8

40

59

84

145

247

542

542

9

39

59

83

144

246

541

541

10

35

55

78

138

241

536

536

11

31

52

74

134

236

532

532

12

28

49

71

131

233

529

529

13

26

47

69

129

231

526

526

14

24

46

67

127

229

525

525

15

23

44

65

125

228

523

523

16

22

43

64

124

226

522

522

17

21

42

63

123

225

521

521

18

20

41

62

123

225

520

520

19

20

41

62

122

224

520

520

20

20

41

62

122

224

520

520

21

20

41

62

122

224

520

520

22

20

41

62

122

224

520

520

23

20

41

62

122

224

520

520

24

19

41

62

122

224

520

520

25

19

41

62

122

224

519

519

26

20

41

62

122

224

519

519

27

20

40

61

122

224

519

519

28

21

40

61

121

223

519

519

29

22

40

61

121

223

519

519

30

23

40

61

121

223

519

519

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 | 210 | 223 | 246 | 315 | 427 | 723 | 1702 |
| 2 | 207 | 220 | 243 | 312 | 424 | 720 | 1 397 |
| 3 | 204 | 218 | 240 | 302 | 416 | 712 | 1 150 |
| 4 | 200 | 215 | 238 | 300 | 411 | 706 | 952 |
| 5 | 197 | 213 | 238 | 298 | 406 | 701 | 794 |
| 6 | 193 | 210 | 236 | 298 | 401 | 697 | 697 |
| 7 | 190 | 208 | 234 | 296 | 396 | 692 | 692 |
| 8 | 185 | 204 | 229 | 290 | 392 | 688 | 688 |
| 9 | 181 | 200 | 225 | 285 | 388 | 683 | 683 |
| 10 | 177 | 197 | 221 | 281 | 383 | 679 | 679 |
| 11 | 173 | 194 | 217 | 277 | 379 | 675 | 675 |
| 12 | 170 | 191 | 213 | 273 | 375 | 670 | 670 |
| 13 | 166 | 187 | 208 | 269 | 371 | 666 | 666 |
| 14 | 162 | 183 | 204 | 265 | 367 | 662 | 662 |
| 15 | 158 | 180 | 201 | 261 | 363 | 659 | 659 |
| 16 | 155 | 176 | 197 | 257 | 359 | 655 | 655 |
| 17 | 151 | 173 | 194 | 254 | 356 | 652 | 652 |
| 18 | 148 | 170 | 191 | 251 | 353 | 648 | 648 |
| 19 | 145 | 167 | 188 | 248 | 350 | 645 | 645 |
| 20 | 142 | 164 | 185 | 245 | 347 | 643 | 643 |
| 21 | 139 | 161 | 182 | 242 | 344 | 640 | 640 |
| 22 | 137 | 158 | 179 | 239 | 341 | 637 | 637 |
| 23 | 134 | 155 | 176 | 236 | 338 | 634 | 634 |
| 24 | 131 | 152 | 173 | 233 | 335 | 631 | 631 |
| 25 | 128 | 149 | 170 | 231 | 333 | 628 | 628 |
| 26 | 125 | 147 | 168 | 228 | 330 | 626 | 626 |
| 27 | 123 | 144 | 165 | 225 | 327 | 623 | 623 |
| 28 | 120 | 142 | 163 | 223 | 325 | 620 | 620 |
| 29 | 118 | 139 | 160 | 220 | 322 | 618 | 618 |
| 30 | 116 | 137 | 158 | 218 | 320 | 616 | 616 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

210

223

246

315

427

723

1702

2

207

220

243

312

424

720

1 397

3

204

218

240

302

416

712

1 150

4

200

215

238

300

411

706

952

5

197

213

238

298

406

701

794

6

193

210

236

298

401

697

697

7

190

208

234

296

396

692

692

8

185

204

229

290

392

688

688

9

181

200

225

285

388

683

683

10

177

197

221

281

383

679

679

11

173

194

217

277

379

675

675

12

170

191

213

273

375

670

670

13

166

187

208

269

371

666

666

14

162

183

204

265

367

662

662

15

158

180

201

261

363

659

659

16

155

176

197

257

359

655

655

17

151

173

194

254

356

652

652

18

148

170

191

251

353

648

648

19

145

167

188

248

350

645

645

20

142

164

185

245

347

643

643

21

139

161

182

242

344

640

640

22

137

158

179

239

341

637

637

23

134

155

176

236

338

634

634

24

131

152

173

233

335

631

631

25

128

149

170

231

333

628

628

26

125

147

168

228

330

626

626

27

123

144

165

225

327

623

623

28

120

142

163

223

325

620

620

29

118

139

160

220

322

618

618

30

116

137

158

218

320

616

616

2.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 25 | 48 | 101 | 234 | 530 | 1 289 |
| 2 | 8 | 25 | 48 | 101 | 234 | 530 | 1 033 |
| 3 | 10 | 28 | 50 | 97 | 232 | 528 | 838 |
| 4 | 12 | 32 | 54 | 95 | 232 | 528 | 691 |
| 5 | 16 | 38 | 59 | 98 | 233 | 529 | 579 |
| 6 | 18 | 42 | 63 | 95 | 234 | 529 | 529 |
| 7 | 19 | 44 | 63 | 89 | 234 | 530 | 530 |
| 8 | 18 | 43 | 62 | 89 | 234 | 530 | 530 |
| 9 | 19 | 45 | 64 | 93 | 234 | 530 | 530 |
| 10 | 21 | 48 | 67 | 96 | 234 | 530 | 530 |
| 11 | 23 | 50 | 68 | 99 | 234 | 530 | 530 |
| 12 | 24 | 52 | 69 | 100 | 234 | 530 | 530 |
| 13 | 26 | 54 | 70 | 100 | 234 | 530 | 530 |
| 14 | 26 | 54 | 71 | 100 | 234 | 530 | 530 |
| 15 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 16 | 26 | 55 | 71 | 100 | 234 | 529 | 529 |
| 17 | 26 | 55 | 71 | 100 | 234 | 529 | 529 |
| 18 | 26 | 55 | 71 | 100 | 234 | 529 | 529 |
| 19 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 20 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 21 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 22 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 23 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 24 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 25 | 26 | 55 | 71 | 100 | 234 | 530 | 530 |
| 26 | 26 | 55 | 71 | 100 | 234 | 529 | 529 |
| 27 | 26 | 55 | 71 | 100 | 233 | 529 | 529 |
| 28 | 26 | 55 | 71 | 100 | 233 | 529 | 529 |
| 29 | 26 | 55 | 71 | 100 | 233 | 528 | 528 |
| 30 | 26 | 55 | 71 | 100 | 232 | 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

8

25

48

101

234

530

1 289

2

8

25

48

101

234

530

1 033

3

10

28

50

97

232

528

838

4

12

32

54

95

232

528

691

5

16

38

59

98

233

529

579

6

18

42

63

95

234

529

529

7

19

44

63

89

234

530

530

8

18

43

62

89

234

530

530

9

19

45

64

93

234

530

530

10

21

48

67

96

234

530

530

11

23

50

68

99

234

530

530

12

24

52

69

100

234

530

530

13

26

54

70

100

234

530

530

14

26

54

71

100

234

530

530

15

26

55

71

100

234

530

530

16

26

55

71

100

234

529

529

17

26

55

71

100

234

529

529

18

26

55

71

100

234

529

529

19

26

55

71

100

234

530

530

20

26

55

71

100

234

530

530

21

26

55

71

100

234

530

530

22

26

55

71

100

234

530

530

23

26

55

71

100

234

530

530

24

26

55

71

100

234

530

530

25

26

55

71

100

234

530

530

26

26

55

71

100

234

529

529

27

26

55

71

100

233

529

529

28

26

55

71

100

233

529

529

29

26

55

71

100

233

528

528

30

26

55

71

100

232

528

528

2.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 15 | 84 | 197 | 492 | 1 223 |
| 2 | 1 | 5 | 14 | 83 | 195 | 491 | 980 |
| 3 | 2 | 5 | 14 | 76 | 190 | 486 | 796 |
| 4 | 2 | 6 | 15 | 77 | 188 | 484 | 657 |
| 5 | 4 | 6 | 19 | 79 | 187 | 483 | 551 |
| 6 | 4 | 7 | 22 | 84 | 187 | 482 | 482 |
| 7 | 5 | 9 | 24 | 86 | 186 | 482 | 482 |
| 8 | 7 | 9 | 24 | 85 | 186 | 482 | 482 |
| 9 | 7 | 10 | 23 | 84 | 186 | 482 | 482 |
| 10 | 8 | 10 | 24 | 84 | 186 | 482 | 482 |
| 11 | 8 | 11 | 24 | 84 | 186 | 482 | 482 |
| 12 | 9 | 13 | 24 | 85 | 187 | 482 | 482 |
| 13 | 10 | 13 | 24 | 85 | 187 | 482 | 482 |
| 14 | 11 | 14 | 25 | 85 | 187 | 483 | 483 |
| 15 | 12 | 14 | 25 | 85 | 187 | 483 | 483 |
| 16 | 13 | 15 | 26 | 85 | 187 | 483 | 483 |
| 17 | 13 | 16 | 27 | 86 | 188 | 483 | 483 |
| 18 | 14 | 17 | 28 | 86 | 188 | 484 | 484 |
| 19 | 14 | 18 | 30 | 87 | 189 | 484 | 484 |
| 20 | 15 | 18 | 31 | 87 | 189 | 485 | 485 |
| 21 | 16 | 19 | 32 | 88 | 190 | 485 | 485 |
| 22 | 17 | 20 | 33 | 88 | 190 | 486 | 486 |
| 23 | 18 | 21 | 34 | 88 | 190 | 486 | 486 |
| 24 | 18 | 21 | 36 | 88 | 190 | 486 | 486 |
| 25 | 19 | 22 | 37 | 88 | 190 | 486 | 486 |
| 26 | 19 | 22 | 38 | 88 | 190 | 486 | 486 |
| 27 | 20 | 23 | 39 | 88 | 190 | 486 | 486 |
| 28 | 20 | 25 | 40 | 88 | 190 | 486 | 486 |
| 29 | 21 | 25 | 41 | 88 | 190 | 486 | 486 |
| 30 | 22 | 26 | 42 | 88 | 190 | 486 | 486 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

15

84

197

492

1 223

2

1

5

14

83

195

491

980

3

2

5

14

76

190

486

796

4

2

6

15

77

188

484

657

5

4

6

19

79

187

483

551

6

4

7

22

84

187

482

482

7

5

9

24

86

186

482

482

8

7

9

24

85

186

482

482

9

7

10

23

84

186

482

482

10

8

10

24

84

186

482

482

11

8

11

24

84

186

482

482

12

9

13

24

85

187

482

482

13

10

13

24

85

187

482

482

14

11

14

25

85

187

483

483

15

12

14

25

85

187

483

483

16

13

15

26

85

187

483

483

17

13

16

27

86

188

483

483

18

14

17

28

86

188

484

484

19

14

18

30

87

189

484

484

20

15

18

31

87

189

485

485

21

16

19

32

88

190

485

485

22

17

20

33

88

190

486

486

23

18

21

34

88

190

486

486

24

18

21

36

88

190

486

486

25

19

22

37

88

190

486

486

26

19

22

38

88

190

486

486

27

20

23

39

88

190

486

486

28

20

25

40

88

190

486

486

29

21

25

41

88

190

486

486

30

22

26

42

88

190

486

486

3.   Other exposures

3.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 2 | 14 | 21 | 42 | 159 | 297 | 3 056 |
| 2 | 2 | 14 | 21 | 42 | 159 | 340 | 2 295 |
| 3 | 2 | 15 | 23 | 47 | 154 | 355 | 1 739 |
| 4 | 2 | 16 | 26 | 50 | 152 | 356 | 1 347 |
| 5 | 3 | 18 | 29 | 52 | 152 | 348 | 1 070 |
| 6 | 4 | 20 | 31 | 55 | 152 | 335 | 869 |
| 7 | 6 | 22 | 33 | 57 | 152 | 320 | 719 |
| 8 | 6 | 23 | 34 | 60 | 152 | 303 | 605 |
| 9 | 6 | 24 | 36 | 63 | 152 | 286 | 516 |
| 10 | 6 | 25 | 37 | 65 | 152 | 269 | 444 |
| 11 | 7 | 25 | 38 | 66 | 152 | 253 | 386 |
| 12 | 7 | 26 | 38 | 66 | 152 | 245 | 338 |
| 13 | 7 | 26 | 38 | 66 | 152 | 245 | 298 |
| 14 | 7 | 26 | 38 | 66 | 152 | 245 | 264 |
| 15 | 7 | 26 | 40 | 66 | 152 | 245 | 245 |
| 16 | 7 | 26 | 42 | 66 | 152 | 245 | 245 |
| 17 | 7 | 26 | 44 | 66 | 152 | 245 | 245 |
| 18 | 7 | 26 | 47 | 66 | 152 | 245 | 245 |
| 19 | 7 | 26 | 50 | 66 | 152 | 245 | 245 |
| 20 | 7 | 26 | 51 | 66 | 152 | 245 | 245 |
| 21 | 7 | 26 | 54 | 66 | 152 | 245 | 245 |
| 22 | 8 | 26 | 57 | 66 | 152 | 245 | 245 |
| 23 | 8 | 26 | 59 | 66 | 152 | 245 | 245 |
| 24 | 9 | 26 | 62 | 66 | 152 | 245 | 245 |
| 25 | 10 | 26 | 63 | 66 | 152 | 245 | 245 |
| 26 | 10 | 26 | 66 | 67 | 152 | 245 | 245 |
| 27 | 11 | 26 | 68 | 69 | 152 | 245 | 245 |
| 28 | 11 | 26 | 71 | 71 | 152 | 245 | 245 |
| 29 | 11 | 26 | 73 | 73 | 152 | 245 | 245 |
| 30 | 12 | 26 | 76 | 75 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

14

21

42

159

297

3 056

2

2

14

21

42

159

340

2 295

3

2

15

23

47

154

355

1 739

4

2

16

26

50

152

356

1 347

5

3

18

29

52

152

348

1 070

6

4

20

31

55

152

335

869

7

6

22

33

57

152

320

719

8

6

23

34

60

152

303

605

9

6

24

36

63

152

286

516

10

6

25

37

65

152

269

444

11

7

25

38

66

152

253

386

12

7

26

38

66

152

245

338

13

7

26

38

66

152

245

298

14

7

26

38

66

152

245

264

15

7

26

40

66

152

245

245

16

7

26

42

66

152

245

245

17

7

26

44

66

152

245

245

18

7

26

47

66

152

245

245

19

7

26

50

66

152

245

245

20

7

26

51

66

152

245

245

21

7

26

54

66

152

245

245

22

8

26

57

66

152

245

245

23

8

26

59

66

152

245

245

24

9

26

62

66

152

245

245

25

10

26

63

66

152

245

245

26

10

26

66

67

152

245

245

27

11

26

68

69

152

245

245

28

11

26

71

71

152

245

245

29

11

26

73

73

152

245

245

30

12

26

76

75

152

245

245

3.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 12 | 24 | 31 | 52 | 169 | 324 | 3 372 |
| 2 | 14 | 26 | 32 | 54 | 171 | 368 | 2511 |
| 3 | 14 | 27 | 35 | 58 | 166 | 382 | 1 889 |
| 4 | 13 | 27 | 37 | 62 | 163 | 380 | 1 454 |
| 5 | 14 | 29 | 40 | 63 | 163 | 369 | 1 148 |
| 6 | 14 | 30 | 41 | 66 | 162 | 354 | 929 |
| 7 | 15 | 32 | 43 | 67 | 161 | 337 | 766 |
| 8 | 15 | 32 | 43 | 69 | 160 | 319 | 643 |
| 9 | 14 | 32 | 44 | 71 | 160 | 300 | 547 |
| 10 | 14 | 33 | 45 | 73 | 159 | 282 | 470 |
| 11 | 14 | 33 | 45 | 73 | 159 | 265 | 408 |
| 12 | 13 | 32 | 45 | 72 | 158 | 252 | 357 |
| 13 | 13 | 32 | 44 | 72 | 158 | 251 | 314 |
| 14 | 12 | 31 | 44 | 71 | 157 | 251 | 278 |
| 15 | 12 | 31 | 43 | 71 | 157 | 250 | 250 |
| 16 | 12 | 30 | 44 | 70 | 156 | 250 | 250 |
| 17 | 11 | 30 | 47 | 70 | 156 | 250 | 250 |
| 18 | 11 | 30 | 49 | 70 | 156 | 249 | 249 |
| 19 | 11 | 30 | 51 | 70 | 156 | 250 | 250 |
| 20 | 12 | 31 | 54 | 71 | 157 | 250 | 250 |
| 21 | 12 | 31 | 57 | 71 | 157 | 250 | 250 |
| 22 | 12 | 31 | 59 | 71 | 157 | 250 | 250 |
| 23 | 12 | 31 | 61 | 71 | 157 | 250 | 250 |
| 24 | 12 | 31 | 63 | 71 | 157 | 250 | 250 |
| 25 | 12 | 31 | 66 | 71 | 157 | 250 | 250 |
| 26 | 12 | 31 | 68 | 71 | 157 | 250 | 250 |
| 27 | 12 | 31 | 71 | 72 | 157 | 250 | 250 |
| 28 | 12 | 31 | 73 | 74 | 157 | 250 | 250 |
| 29 | 12 | 31 | 77 | 76 | 157 | 250 | 250 |
| 30 | 12 | 31 | 79 | 78 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

24

31

52

169

324

3 372

2

14

26

32

54

171

368

2511

3

14

27

35

58

166

382

1 889

4

13

27

37

62

163

380

1 454

5

14

29

40

63

163

369

1 148

6

14

30

41

66

162

354

929

7

15

32

43

67

161

337

766

8

15

32

43

69

160

319

643

9

14

32

44

71

160

300

547

10

14

33

45

73

159

282

470

11

14

33

45

73

159

265

408

12

13

32

45

72

158

252

357

13

13

32

44

72

158

251

314

14

12

31

44

71

157

251

278

15

12

31

43

71

157

250

250

16

12

30

44

70

156

250

250

17

11

30

47

70

156

250

250

18

11

30

49

70

156

249

249

19

11

30

51

70

156

250

250

20

12

31

54

71

157

250

250

21

12

31

57

71

157

250

250

22

12

31

59

71

157

250

250

23

12

31

61

71

157

250

250

24

12

31

63

71

157

250

250

25

12

31

66

71

157

250

250

26

12

31

68

71

157

250

250

27

12

31

71

72

157

250

250

28

12

31

73

74

157

250

250

29

12

31

77

76

157

250

250

30

12

31

79

78

157

250

250

3.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 2 | 14 | 20 | 42 | 159 | 296 | 3 056 |
| 2 | 2 | 14 | 20 | 42 | 159 | 340 | 2 294 |
| 3 | 2 | 14 | 23 | 46 | 154 | 355 | 1 738 |
| 4 | 2 | 15 | 26 | 50 | 151 | 356 | 1 347 |
| 5 | 3 | 17 | 29 | 52 | 151 | 348 | 1 069 |
| 6 | 4 | 20 | 31 | 55 | 151 | 335 | 869 |
| 7 | 5 | 22 | 33 | 57 | 151 | 319 | 719 |
| 8 | 6 | 23 | 34 | 60 | 151 | 303 | 605 |
| 9 | 6 | 24 | 36 | 63 | 151 | 286 | 515 |
| 10 | 6 | 25 | 37 | 65 | 151 | 269 | 444 |
| 11 | 7 | 25 | 38 | 65 | 151 | 253 | 386 |
| 12 | 7 | 25 | 38 | 66 | 151 | 245 | 338 |
| 13 | 7 | 26 | 38 | 66 | 151 | 245 | 298 |
| 14 | 7 | 26 | 38 | 66 | 151 | 245 | 264 |
| 15 | 7 | 26 | 40 | 66 | 151 | 245 | 245 |
| 16 | 7 | 26 | 42 | 66 | 151 | 245 | 245 |
| 17 | 7 | 26 | 44 | 66 | 151 | 245 | 245 |
| 18 | 7 | 26 | 47 | 66 | 151 | 245 | 245 |
| 19 | 7 | 26 | 50 | 66 | 151 | 245 | 245 |
| 20 | 7 | 26 | 51 | 66 | 151 | 245 | 245 |
| 21 | 7 | 26 | 54 | 66 | 151 | 245 | 245 |
| 22 | 8 | 26 | 57 | 66 | 151 | 245 | 245 |
| 23 | 8 | 26 | 59 | 66 | 151 | 245 | 245 |
| 24 | 8 | 26 | 62 | 66 | 151 | 245 | 245 |
| 25 | 10 | 26 | 63 | 66 | 151 | 245 | 245 |
| 26 | 10 | 26 | 66 | 67 | 151 | 245 | 245 |
| 27 | 11 | 26 | 68 | 69 | 151 | 245 | 245 |
| 28 | 11 | 26 | 71 | 71 | 151 | 245 | 245 |
| 29 | 11 | 26 | 73 | 73 | 151 | 245 | 245 |
| 30 | 12 | 26 | 76 | 75 | 151 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

2

14

20

42

159

296

3 056

2

2

14

20

42

159

340

2 294

3

2

14

23

46

154

355

1 738

4

2

15

26

50

151

356

1 347

5

3

17

29

52

151

348

1 069

6

4

20

31

55

151

335

869

7

5

22

33

57

151

319

719

8

6

23

34

60

151

303

605

9

6

24

36

63

151

286

515

10

6

25

37

65

151

269

444

11

7

25

38

65

151

253

386

12

7

25

38

66

151

245

338

13

7

26

38

66

151

245

298

14

7

26

38

66

151

245

264

15

7

26

40

66

151

245

245

16

7

26

42

66

151

245

245

17

7

26

44

66

151

245

245

18

7

26

47

66

151

245

245

19

7

26

50

66

151

245

245

20

7

26

51

66

151

245

245

21

7

26

54

66

151

245

245

22

8

26

57

66

151

245

245

23

8

26

59

66

151

245

245

24

8

26

62

66

151

245

245

25

10

26

63

66

151

245

245

26

10

26

66

67

151

245

245

27

11

26

68

69

151

245

245

28

11

26

71

71

151

245

245

29

11

26

73

73

151

245

245

30

12

26

76

75

151

245

245

3.4.   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 73 | 85 | 91 | 112 | 230 | 326 | 3 386 |
| 2 | 70 | 82 | 88 | 109 | 227 | 373 | 2 546 |
| 3 | 72 | 85 | 93 | 117 | 224 | 391 | 1 933 |
| 4 | 70 | 84 | 94 | 119 | 220 | 392 | 1 498 |
| 5 | 69 | 84 | 96 | 119 | 218 | 384 | 1 189 |
| 6 | 69 | 85 | 96 | 121 | 217 | 369 | 964 |
| 7 | 69 | 86 | 96 | 121 | 215 | 352 | 797 |
| 8 | 68 | 86 | 97 | 122 | 214 | 333 | 669 |
| 9 | 68 | 86 | 97 | 124 | 213 | 314 | 569 |
| 10 | 65 | 83 | 96 | 123 | 210 | 303 | 489 |
| 11 | 63 | 81 | 94 | 122 | 208 | 301 | 424 |
| 12 | 62 | 80 | 93 | 121 | 206 | 300 | 371 |
| 13 | 61 | 80 | 92 | 120 | 206 | 299 | 326 |
| 14 | 61 | 79 | 92 | 120 | 205 | 299 | 299 |
| 15 | 60 | 79 | 92 | 119 | 205 | 299 | 299 |
| 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 |
| 17 | 60 | 78 | 91 | 118 | 204 | 298 | 298 |
| 18 | 59 | 78 | 90 | 118 | 204 | 297 | 297 |
| 19 | 58 | 77 | 90 | 117 | 203 | 297 | 297 |
| 20 | 58 | 77 | 89 | 117 | 203 | 296 | 296 |
| 21 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 22 | 56 | 75 | 88 | 115 | 201 | 295 | 295 |
| 23 | 56 | 74 | 87 | 114 | 200 | 294 | 294 |
| 24 | 55 | 73 | 86 | 113 | 199 | 293 | 293 |
| 25 | 54 | 72 | 85 | 112 | 198 | 292 | 292 |
| 26 | 53 | 71 | 84 | 111 | 197 | 291 | 291 |
| 27 | 52 | 70 | 83 | 110 | 196 | 290 | 290 |
| 28 | 50 | 69 | 82 | 109 | 195 | 289 | 289 |
| 29 | 49 | 68 | 81 | 108 | 194 | 288 | 288 |
| 30 | 48 | 67 | 82 | 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

3 386

2

70

82

88

109

227

373

2 546

3

72

85

93

117

224

391

1 933

4

70

84

94

119

220

392

1 498

5

69

84

96

119

218

384

1 189

6

69

85

96

121

217

369

964

7

69

86

96

121

215

352

797

8

68

86

97

122

214

333

669

9

68

86

97

124

213

314

569

10

65

83

96

123

210

303

489

11

63

81

94

122

208

301

424

12

62

80

93

121

206

300

371

13

61

80

92

120

206

299

326

14

61

79

92

120

205

299

299

15

60

79

92

119

205

299

299

16

60

79

91

119

205

298

298

17

60

78

91

118

204

298

298

18

59

78

90

118

204

297

297

19

58

77

90

117

203

297

297

20

58

77

89

117

203

296

296

21

57

76

88

116

202

295

295

22

56

75

88

115

201

295

295

23

56

74

87

114

200

294

294

24

55

73

86

113

199

293

293

25

54

72

85

112

198

292

292

26

53

71

84

111

197

291

291

27

52

70

83

110

196

290

290

28

50

69

82

109

195

289

289

29

49

68

81

108

194

288

288

30

48

67

82

107

193

287

287

3.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 18 | 25 | 46 | 163 | 304 | 3 138 |
| 2 | 8 | 20 | 26 | 47 | 165 | 346 | 2 344 |
| 3 | 8 | 21 | 30 | 53 | 161 | 361 | 1 773 |
| 4 | 9 | 23 | 33 | 57 | 159 | 362 | 1 373 |
| 5 | 10 | 25 | 36 | 60 | 159 | 353 | 1 089 |
| 6 | 12 | 27 | 39 | 63 | 159 | 340 | 884 |
| 7 | 13 | 30 | 40 | 65 | 159 | 324 | 731 |
| 8 | 12 | 30 | 41 | 67 | 158 | 307 | 614 |
| 9 | 12 | 30 | 42 | 69 | 158 | 289 | 523 |
| 10 | 12 | 31 | 43 | 71 | 158 | 272 | 450 |
| 11 | 13 | 31 | 44 | 71 | 157 | 256 | 391 |
| 12 | 13 | 31 | 44 | 72 | 157 | 251 | 342 |
| 13 | 13 | 31 | 44 | 72 | 157 | 251 | 302 |
| 14 | 13 | 32 | 44 | 72 | 157 | 251 | 267 |
| 15 | 13 | 32 | 44 | 72 | 158 | 251 | 251 |
| 16 | 13 | 31 | 44 | 72 | 157 | 251 | 251 |
| 17 | 13 | 32 | 45 | 72 | 158 | 251 | 251 |
| 18 | 13 | 32 | 47 | 72 | 158 | 251 | 251 |
| 19 | 13 | 32 | 50 | 72 | 158 | 251 | 251 |
| 20 | 14 | 33 | 53 | 73 | 159 | 252 | 252 |
| 21 | 14 | 33 | 55 | 73 | 159 | 252 | 252 |
| 22 | 14 | 33 | 57 | 73 | 159 | 253 | 253 |
| 23 | 15 | 33 | 59 | 73 | 159 | 253 | 253 |
| 24 | 15 | 33 | 62 | 74 | 159 | 253 | 253 |
| 25 | 15 | 33 | 65 | 74 | 159 | 253 | 253 |
| 26 | 15 | 33 | 67 | 73 | 159 | 253 | 253 |
| 27 | 14 | 33 | 69 | 73 | 159 | 253 | 253 |
| 28 | 14 | 33 | 72 | 73 | 159 | 252 | 252 |
| 29 | 14 | 33 | 74 | 75 | 159 | 252 | 252 |
| 30 | 14 | 33 | 77 | 76 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

18

25

46

163

304

3 138

2

8

20

26

47

165

346

2 344

3

8

21

30

53

161

361

1 773

4

9

23

33

57

159

362

1 373

5

10

25

36

60

159

353

1 089

6

12

27

39

63

159

340

884

7

13

30

40

65

159

324

731

8

12

30

41

67

158

307

614

9

12

30

42

69

158

289

523

10

12

31

43

71

158

272

450

11

13

31

44

71

157

256

391

12

13

31

44

72

157

251

342

13

13

31

44

72

157

251

302

14

13

32

44

72

157

251

267

15

13

32

44

72

158

251

251

16

13

31

44

72

157

251

251

17

13

32

45

72

158

251

251

18

13

32

47

72

158

251

251

19

13

32

50

72

158

251

251

20

14

33

53

73

159

252

252

21

14

33

55

73

159

252

252

22

14

33

57

73

159

253

253

23

15

33

59

73

159

253

253

24

15

33

62

74

159

253

253

25

15

33

65

74

159

253

253

26

15

33

67

73

159

253

253

27

14

33

69

73

159

253

253

28

14

33

72

73

159

252

252

29

14

33

74

75

159

252

252

30

14

33

77

76

159

252

252

3.6.   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 54 | 60 | 82 | 199 | 296 | 3 056 |
| 2 | 46 | 58 | 64 | 85 | 203 | 340 | 2 299 |
| 3 | 49 | 62 | 70 | 94 | 201 | 357 | 1 748 |
| 4 | 51 | 65 | 75 | 100 | 201 | 359 | 1 359 |
| 5 | 53 | 68 | 79 | 103 | 202 | 352 | 1 082 |
| 6 | 55 | 71 | 82 | 106 | 202 | 340 | 881 |
| 7 | 56 | 73 | 83 | 108 | 202 | 325 | 731 |
| 8 | 55 | 73 | 84 | 109 | 201 | 309 | 617 |
| 9 | 55 | 73 | 84 | 111 | 200 | 294 | 527 |
| 10 | 54 | 72 | 85 | 112 | 199 | 292 | 455 |
| 11 | 53 | 72 | 84 | 112 | 198 | 291 | 396 |
| 12 | 52 | 70 | 83 | 111 | 196 | 290 | 347 |
| 13 | 51 | 69 | 82 | 110 | 195 | 289 | 306 |
| 14 | 50 | 68 | 81 | 108 | 194 | 288 | 288 |
| 15 | 49 | 67 | 80 | 108 | 193 | 287 | 287 |
| 16 | 48 | 67 | 79 | 107 | 193 | 286 | 286 |
| 17 | 47 | 66 | 78 | 106 | 192 | 285 | 285 |
| 18 | 47 | 65 | 78 | 106 | 191 | 285 | 285 |
| 19 | 46 | 65 | 77 | 105 | 191 | 284 | 284 |
| 20 | 46 | 64 | 77 | 105 | 190 | 284 | 284 |
| 21 | 45 | 64 | 76 | 104 | 190 | 283 | 283 |
| 22 | 44 | 63 | 76 | 103 | 189 | 283 | 283 |
| 23 | 44 | 62 | 75 | 103 | 188 | 282 | 282 |
| 24 | 43 | 62 | 74 | 102 | 188 | 281 | 281 |
| 25 | 42 | 61 | 73 | 101 | 187 | 280 | 280 |
| 26 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 27 | 40 | 59 | 72 | 99 | 185 | 279 | 279 |
| 28 | 40 | 58 | 73 | 99 | 184 | 278 | 278 |
| 29 | 39 | 58 | 76 | 98 | 184 | 277 | 277 |
| 30 | 38 | 57 | 78 | 97 | 183 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

54

60

82

199

296

3 056

2

46

58

64

85

203

340

2 299

3

49

62

70

94

201

357

1 748

4

51

65

75

100

201

359

1 359

5

53

68

79

103

202

352

1 082

6

55

71

82

106

202

340

881

7

56

73

83

108

202

325

731

8

55

73

84

109

201

309

617

9

55

73

84

111

200

294

527

10

54

72

85

112

199

292

455

11

53

72

84

112

198

291

396

12

52

70

83

111

196

290

347

13

51

69

82

110

195

289

306

14

50

68

81

108

194

288

288

15

49

67

80

108

193

287

287

16

48

67

79

107

193

286

286

17

47

66

78

106

192

285

285

18

47

65

78

106

191

285

285

19

46

65

77

105

191

284

284

20

46

64

77

105

190

284

284

21

45

64

76

104

190

283

283

22

44

63

76

103

189

283

283

23

44

62

75

103

188

282

282

24

43

62

74

102

188

281

281

25

42

61

73

101

187

280

280

26

41

60

72

100

186

279

279

27

40

59

72

99

185

279

279

28

40

58

73

99

184

278

278

29

39

58

76

98

184

277

277

30

38

57

78

97

183

276

276

3.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 13 | 20 | 41 | 158 | 296 | 3 054 |
| 2 | 1 | 13 | 20 | 41 | 158 | 339 | 2 293 |
| 3 | 1 | 14 | 22 | 46 | 153 | 355 | 1 737 |
| 4 | 1 | 15 | 25 | 49 | 151 | 356 | 1 346 |
| 5 | 2 | 17 | 28 | 51 | 151 | 348 | 1 069 |
| 6 | 3 | 19 | 30 | 54 | 151 | 335 | 868 |
| 7 | 5 | 22 | 32 | 57 | 151 | 319 | 719 |
| 8 | 5 | 22 | 33 | 59 | 151 | 303 | 604 |
| 9 | 5 | 23 | 35 | 62 | 151 | 286 | 515 |
| 10 | 6 | 24 | 36 | 64 | 151 | 269 | 444 |
| 11 | 6 | 25 | 37 | 65 | 151 | 253 | 386 |
| 12 | 6 | 25 | 37 | 65 | 151 | 244 | 338 |
| 13 | 6 | 25 | 37 | 65 | 151 | 244 | 298 |
| 14 | 6 | 25 | 37 | 65 | 151 | 244 | 264 |
| 15 | 6 | 25 | 40 | 65 | 151 | 244 | 244 |
| 16 | 6 | 25 | 42 | 65 | 151 | 244 | 244 |
| 17 | 6 | 25 | 44 | 65 | 151 | 244 | 244 |
| 18 | 6 | 25 | 47 | 65 | 151 | 244 | 244 |
| 19 | 7 | 25 | 50 | 65 | 151 | 244 | 244 |
| 20 | 7 | 25 | 51 | 65 | 151 | 244 | 244 |
| 21 | 7 | 25 | 54 | 65 | 151 | 244 | 244 |
| 22 | 8 | 25 | 57 | 65 | 151 | 244 | 244 |
| 23 | 8 | 25 | 59 | 65 | 151 | 244 | 244 |
| 24 | 8 | 25 | 61 | 65 | 151 | 244 | 244 |
| 25 | 10 | 25 | 63 | 65 | 151 | 244 | 244 |
| 26 | 10 | 25 | 66 | 67 | 151 | 244 | 244 |
| 27 | 11 | 25 | 68 | 69 | 151 | 244 | 244 |
| 28 | 11 | 25 | 71 | 71 | 151 | 244 | 244 |
| 29 | 11 | 25 | 73 | 73 | 151 | 244 | 244 |
| 30 | 12 | 26 | 76 | 75 | 151 | 244 | 244 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

13

20

41

158

296

3 054

2

1

13

20

41

158

339

2 293

3

1

14

22

46

153

355

1 737

4

1

15

25

49

151

356

1 346

5

2

17

28

51

151

348

1 069

6

3

19

30

54

151

335

868

7

5

22

32

57

151

319

719

8

5

22

33

59

151

303

604

9

5

23

35

62

151

286

515

10

6

24

36

64

151

269

444

11

6

25

37

65

151

253

386

12

6

25

37

65

151

244

338

13

6

25

37

65

151

244

298

14

6

25

37

65

151

244

264

15

6

25

40

65

151

244

244

16

6

25

42

65

151

244

244

17

6

25

44

65

151

244

244

18

6

25

47

65

151

244

244

19

7

25

50

65

151

244

244

20

7

25

51

65

151

244

244

21

7

25

54

65

151

244

244

22

8

25

57

65

151

244

244

23

8

25

59

65

151

244

244

24

8

25

61

65

151

244

244

25

10

25

63

65

151

244

244

26

10

25

66

67

151

244

244

27

11

25

68

69

151

244

244

28

11

25

71

71

151

244

244

29

11

25

73

73

151

244

244

30

12

26

76

75

151

244

244

3.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 22 | 44 | 177 | 304 | 3 145 |
| 2 | 0 | 11 | 22 | 44 | 177 | 347 | 2 352 |
| 3 | 1 | 11 | 23 | 49 | 172 | 362 | 1 777 |
| 4 | 1 | 13 | 26 | 54 | 169 | 362 | 1 374 |
| 5 | 1 | 16 | 28 | 58 | 168 | 353 | 1 089 |
| 6 | 2 | 18 | 32 | 59 | 167 | 339 | 883 |
| 7 | 3 | 21 | 36 | 59 | 166 | 323 | 730 |
| 8 | 6 | 24 | 37 | 59 | 164 | 306 | 613 |
| 9 | 8 | 30 | 41 | 58 | 164 | 288 | 522 |
| 10 | 11 | 34 | 42 | 57 | 163 | 271 | 449 |
| 11 | 10 | 33 | 41 | 57 | 162 | 255 | 390 |
| 12 | 9 | 32 | 41 | 57 | 161 | 254 | 341 |
| 13 | 8 | 31 | 42 | 57 | 160 | 254 | 300 |
| 14 | 8 | 31 | 42 | 58 | 160 | 253 | 266 |
| 15 | 8 | 31 | 43 | 58 | 159 | 252 | 252 |
| 16 | 8 | 31 | 43 | 58 | 158 | 251 | 251 |
| 17 | 8 | 31 | 44 | 58 | 157 | 250 | 250 |
| 18 | 8 | 31 | 47 | 58 | 156 | 250 | 250 |
| 19 | 8 | 31 | 50 | 58 | 156 | 250 | 250 |
| 20 | 8 | 31 | 51 | 58 | 156 | 250 | 250 |
| 21 | 8 | 31 | 54 | 58 | 156 | 250 | 250 |
| 22 | 8 | 31 | 57 | 60 | 156 | 250 | 250 |
| 23 | 9 | 31 | 59 | 62 | 156 | 249 | 249 |
| 24 | 9 | 31 | 62 | 63 | 155 | 248 | 248 |
| 25 | 10 | 31 | 64 | 65 | 154 | 248 | 248 |
| 26 | 10 | 31 | 67 | 67 | 154 | 247 | 247 |
| 27 | 11 | 31 | 69 | 69 | 153 | 247 | 247 |
| 28 | 11 | 31 | 72 | 71 | 153 | 246 | 246 |
| 29 | 11 | 31 | 74 | 73 | 152 | 246 | 246 |
| 30 | 12 | 31 | 76 | 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

0

11

22

44

177

304

3 145

2

0

11

22

44

177

347

2 352

3

1

11

23

49

172

362

1 777

4

1

13

26

54

169

362

1 374

5

1

16

28

58

168

353

1 089

6

2

18

32

59

167

339

883

7

3

21

36

59

166

323

730

8

6

24

37

59

164

306

613

9

8

30

41

58

164

288

522

10

11

34

42

57

163

271

449

11

10

33

41

57

162

255

390

12

9

32

41

57

161

254

341

13

8

31

42

57

160

254

300

14

8

31

42

58

160

253

266

15

8

31

43

58

159

252

252

16

8

31

43

58

158

251

251

17

8

31

44

58

157

250

250

18

8

31

47

58

156

250

250

19

8

31

50

58

156

250

250

20

8

31

51

58

156

250

250

21

8

31

54

58

156

250

250

22

8

31

57

60

156

250

250

23

9

31

59

62

156

249

249

24

9

31

62

63

155

248

248

25

10

31

64

65

154

248

248

26

10

31

67

67

154

247

247

27

11

31

69

69

153

247

247

28

11

31

72

71

153

246

246

29

11

31

74

73

152

246

246

30

12

31

76

75

152

245

245

3.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 80 | 92 | 98 | 120 | 237 | 332 | 3 435 |
| 2 | 79 | 91 | 97 | 118 | 236 | 380 | 2 594 |
| 3 | 77 | 90 | 98 | 122 | 229 | 397 | 1 963 |
| 4 | 75 | 89 | 99 | 124 | 225 | 396 | 1515 |
| 5 | 74 | 89 | 100 | 123 | 223 | 386 | 1 199 |
| 6 | 73 | 89 | 100 | 125 | 221 | 371 | 971 |
| 7 | 73 | 90 | 100 | 125 | 219 | 353 | 802 |
| 8 | 71 | 88 | 99 | 125 | 217 | 335 | 674 |
| 9 | 69 | 87 | 99 | 126 | 215 | 316 | 575 |
| 10 | 68 | 86 | 99 | 126 | 213 | 307 | 495 |
| 11 | 67 | 85 | 98 | 126 | 212 | 305 | 430 |
| 12 | 65 | 84 | 97 | 124 | 210 | 304 | 376 |
| 13 | 64 | 83 | 95 | 123 | 209 | 302 | 331 |
| 14 | 63 | 81 | 94 | 122 | 207 | 301 | 301 |
| 15 | 61 | 80 | 93 | 120 | 206 | 299 | 299 |
| 16 | 60 | 79 | 91 | 119 | 205 | 298 | 298 |
| 17 | 59 | 78 | 90 | 118 | 204 | 297 | 297 |
| 18 | 58 | 77 | 90 | 117 | 203 | 297 | 297 |
| 19 | 58 | 76 | 89 | 116 | 202 | 296 | 296 |
| 20 | 57 | 75 | 88 | 116 | 201 | 295 | 295 |
| 21 | 56 | 75 | 87 | 115 | 201 | 294 | 294 |
| 22 | 55 | 74 | 86 | 114 | 200 | 293 | 293 |
| 23 | 54 | 73 | 85 | 113 | 198 | 292 | 292 |
| 24 | 53 | 71 | 84 | 112 | 197 | 291 | 291 |
| 25 | 52 | 70 | 83 | 111 | 196 | 290 | 290 |
| 26 | 51 | 69 | 82 | 109 | 195 | 289 | 289 |
| 27 | 49 | 68 | 81 | 108 | 194 | 288 | 288 |
| 28 | 48 | 67 | 80 | 107 | 193 | 286 | 286 |
| 29 | 47 | 66 | 80 | 106 | 192 | 285 | 285 |
| 30 | 46 | 65 | 82 | 105 | 191 | 284 | 284 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

92

98

120

237

332

3 435

2

79

91

97

118

236

380

2 594

3

77

90

98

122

229

397

1 963

4

75

89

99

124

225

396

1515

5

74

89

100

123

223

386

1 199

6

73

89

100

125

221

371

971

7

73

90

100

125

219

353

802

8

71

88

99

125

217

335

674

9

69

87

99

126

215

316

575

10

68

86

99

126

213

307

495

11

67

85

98

126

212

305

430

12

65

84

97

124

210

304

376

13

64

83

95

123

209

302

331

14

63

81

94

122

207

301

301

15

61

80

93

120

206

299

299

16

60

79

91

119

205

298

298

17

59

78

90

118

204

297

297

18

58

77

90

117

203

297

297

19

58

76

89

116

202

296

296

20

57

75

88

116

201

295

295

21

56

75

87

115

201

294

294

22

55

74

86

114

200

293

293

23

54

73

85

113

198

292

292

24

53

71

84

112

197

291

291

25

52

70

83

111

196

290

290

26

51

69

82

109

195

289

289

27

49

68

81

108

194

288

288

28

48

67

80

107

193

286

286

29

47

66

80

106

192

285

285

30

46

65

82

105

191

284

284

3.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 53 | 65 | 71 | 92 | 210 | 325 | 3 377 |
| 2 | 52 | 64 | 70 | 91 | 209 | 372 | 2 535 |
| 3 | 51 | 64 | 72 | 96 | 203 | 388 | 1 917 |
| 4 | 50 | 64 | 74 | 98 | 200 | 388 | 1 481 |
| 5 | 49 | 64 | 76 | 99 | 198 | 378 | 1 172 |
| 6 | 49 | 65 | 76 | 101 | 197 | 363 | 949 |
| 7 | 49 | 66 | 77 | 101 | 195 | 346 | 784 |
| 8 | 48 | 66 | 77 | 102 | 194 | 327 | 658 |
| 9 | 47 | 65 | 77 | 104 | 193 | 308 | 559 |
| 10 | 46 | 65 | 77 | 105 | 192 | 290 | 481 |
| 11 | 46 | 65 | 77 | 105 | 191 | 284 | 417 |
| 12 | 45 | 64 | 76 | 104 | 190 | 283 | 365 |
| 13 | 45 | 63 | 76 | 104 | 189 | 283 | 321 |
| 14 | 44 | 63 | 75 | 103 | 189 | 282 | 284 |
| 15 | 43 | 62 | 75 | 102 | 188 | 282 | 282 |
| 16 | 43 | 61 | 74 | 102 | 187 | 281 | 281 |
| 17 | 42 | 61 | 73 | 101 | 187 | 280 | 280 |
| 18 | 42 | 60 | 73 | 101 | 186 | 280 | 280 |
| 19 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 20 | 41 | 60 | 72 | 100 | 186 | 279 | 279 |
| 21 | 41 | 59 | 72 | 100 | 185 | 279 | 279 |
| 22 | 40 | 59 | 71 | 99 | 185 | 278 | 278 |
| 23 | 40 | 58 | 71 | 99 | 184 | 278 | 278 |
| 24 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 25 | 38 | 57 | 70 | 97 | 183 | 277 | 277 |
| 26 | 38 | 57 | 70 | 97 | 182 | 276 | 276 |
| 27 | 37 | 56 | 72 | 96 | 182 | 275 | 275 |
| 28 | 36 | 55 | 75 | 95 | 181 | 274 | 274 |
| 29 | 36 | 54 | 78 | 95 | 180 | 274 | 274 |
| 30 | 35 | 54 | 80 | 94 | 180 | 273 | 273 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

65

71

92

210

325

3 377

2

52

64

70

91

209

372

2 535

3

51

64

72

96

203

388

1 917

4

50

64

74

98

200

388

1 481

5

49

64

76

99

198

378

1 172

6

49

65

76

101

197

363

949

7

49

66

77

101

195

346

784

8

48

66

77

102

194

327

658

9

47

65

77

104

193

308

559

10

46

65

77

105

192

290

481

11

46

65

77

105

191

284

417

12

45

64

76

104

190

283

365

13

45

63

76

104

189

283

321

14

44

63

75

103

189

282

284

15

43

62

75

102

188

282

282

16

43

61

74

102

187

281

281

17

42

61

73

101

187

280

280

18

42

60

73

101

186

280

280

19

41

60

72

100

186

279

279

20

41

60

72

100

186

279

279

21

41

59

72

100

185

279

279

22

40

59

71

99

185

278

278

23

40

58

71

99

184

278

278

24

39

58

70

98

184

277

277

25

38

57

70

97

183

277

277

26

38

57

70

97

182

276

276

27

37

56

72

96

182

275

275

28

36

55

75

95

181

274

274

29

36

54

78

95

180

274

274

30

35

54

80

94

180

273

273

3.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 39 | 46 | 67 | 184 | 307 | 3 175 |
| 2 | 28 | 40 | 46 | 67 | 185 | 349 | 2 371 |
| 3 | 27 | 40 | 48 | 71 | 179 | 365 | 1 793 |
| 4 | 26 | 40 | 50 | 74 | 176 | 365 | 1 387 |
| 5 | 26 | 41 | 52 | 76 | 175 | 356 | 1 100 |
| 6 | 27 | 43 | 54 | 78 | 174 | 343 | 892 |
| 7 | 27 | 44 | 55 | 79 | 173 | 327 | 738 |
| 8 | 27 | 44 | 55 | 81 | 173 | 309 | 620 |
| 9 | 26 | 44 | 56 | 83 | 172 | 292 | 528 |
| 10 | 26 | 45 | 57 | 84 | 171 | 274 | 454 |
| 11 | 26 | 44 | 57 | 85 | 171 | 264 | 394 |
| 12 | 25 | 44 | 56 | 84 | 170 | 263 | 345 |
| 13 | 24 | 43 | 56 | 83 | 169 | 263 | 304 |
| 14 | 24 | 43 | 55 | 83 | 169 | 262 | 269 |
| 15 | 23 | 42 | 55 | 82 | 168 | 261 | 261 |
| 16 | 23 | 41 | 54 | 82 | 167 | 261 | 261 |
| 17 | 22 | 41 | 54 | 81 | 167 | 260 | 260 |
| 18 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 19 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 20 | 22 | 41 | 53 | 81 | 167 | 260 | 260 |
| 21 | 22 | 41 | 55 | 81 | 167 | 260 | 260 |
| 22 | 22 | 41 | 58 | 81 | 167 | 260 | 260 |
| 23 | 22 | 41 | 59 | 81 | 166 | 260 | 260 |
| 24 | 22 | 40 | 62 | 80 | 166 | 260 | 260 |
| 25 | 21 | 40 | 65 | 80 | 166 | 259 | 259 |
| 26 | 21 | 40 | 67 | 80 | 166 | 259 | 259 |
| 27 | 21 | 39 | 70 | 80 | 165 | 259 | 259 |
| 28 | 20 | 39 | 72 | 79 | 165 | 259 | 259 |
| 29 | 20 | 39 | 74 | 79 | 165 | 258 | 258 |
| 30 | 20 | 39 | 78 | 79 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

39

46

67

184

307

3 175

2

28

40

46

67

185

349

2 371

3

27

40

48

71

179

365

1 793

4

26

40

50

74

176

365

1 387

5

26

41

52

76

175

356

1 100

6

27

43

54

78

174

343

892

7

27

44

55

79

173

327

738

8

27

44

55

81

173

309

620

9

26

44

56

83

172

292

528

10

26

45

57

84

171

274

454

11

26

44

57

85

171

264

394

12

25

44

56

84

170

263

345

13

24

43

56

83

169

263

304

14

24

43

55

83

169

262

269

15

23

42

55

82

168

261

261

16

23

41

54

82

167

261

261

17

22

41

54

81

167

260

260

18

22

41

53

81

167

260

260

19

22

41

53

81

167

260

260

20

22

41

53

81

167

260

260

21

22

41

55

81

167

260

260

22

22

41

58

81

167

260

260

23

22

41

59

81

166

260

260

24

22

40

62

80

166

260

260

25

21

40

65

80

166

259

259

26

21

40

67

80

166

259

259

27

21

39

70

80

165

259

259

28

20

39

72

79

165

259

259

29

20

39

74

79

165

258

258

30

20

39

78

79

164

258

258

3.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 141 | 292 | 3005 |
| 2 | 0 | 1 | 6 | 24 | 142 | 333 | 2 247 |
| 3 | 1 | 1 | 8 | 29 | 137 | 348 | 1702 |
| 4 | 1 | 3 | 11 | 33 | 134 | 349 | 1 319 |
| 5 | 1 | 4 | 15 | 35 | 134 | 341 | 1 048 |
| 6 | 2 | 4 | 17 | 38 | 134 | 329 | 851 |
| 7 | 2 | 6 | 19 | 40 | 134 | 314 | 705 |
| 8 | 2 | 6 | 21 | 43 | 134 | 297 | 593 |
| 9 | 4 | 7 | 24 | 46 | 134 | 281 | 506 |
| 10 | 4 | 8 | 27 | 47 | 134 | 264 | 436 |
| 11 | 4 | 9 | 30 | 49 | 135 | 248 | 379 |
| 12 | 4 | 9 | 31 | 48 | 134 | 233 | 332 |
| 13 | 4 | 11 | 34 | 49 | 135 | 228 | 292 |
| 14 | 5 | 11 | 37 | 49 | 135 | 228 | 259 |
| 15 | 6 | 13 | 39 | 48 | 134 | 227 | 231 |
| 16 | 6 | 13 | 41 | 47 | 133 | 226 | 226 |
| 17 | 6 | 14 | 44 | 49 | 133 | 226 | 226 |
| 18 | 6 | 15 | 46 | 51 | 133 | 226 | 226 |
| 19 | 7 | 16 | 48 | 53 | 133 | 226 | 226 |
| 20 | 7 | 16 | 51 | 55 | 134 | 227 | 227 |
| 21 | 7 | 18 | 53 | 57 | 134 | 227 | 227 |
| 22 | 8 | 19 | 55 | 59 | 134 | 227 | 227 |
| 23 | 8 | 19 | 58 | 61 | 134 | 227 | 227 |
| 24 | 8 | 21 | 60 | 63 | 134 | 227 | 227 |
| 25 | 9 | 21 | 63 | 65 | 133 | 227 | 227 |
| 26 | 9 | 22 | 66 | 67 | 135 | 227 | 227 |
| 27 | 10 | 23 | 68 | 69 | 136 | 227 | 227 |
| 28 | 10 | 24 | 70 | 70 | 138 | 226 | 226 |
| 29 | 10 | 24 | 73 | 73 | 138 | 226 | 226 |
| 30 | 11 | 26 | 75 | 75 | 140 | 226 | 226 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

141

292

3005

2

0

1

6

24

142

333

2 247

3

1

1

8

29

137

348

1702

4

1

3

11

33

134

349

1 319

5

1

4

15

35

134

341

1 048

6

2

4

17

38

134

329

851

7

2

6

19

40

134

314

705

8

2

6

21

43

134

297

593

9

4

7

24

46

134

281

506

10

4

8

27

47

134

264

436

11

4

9

30

49

135

248

379

12

4

9

31

48

134

233

332

13

4

11

34

49

135

228

292

14

5

11

37

49

135

228

259

15

6

13

39

48

134

227

231

16

6

13

41

47

133

226

226

17

6

14

44

49

133

226

226

18

6

15

46

51

133

226

226

19

7

16

48

53

133

226

226

20

7

16

51

55

134

227

227

21

7

18

53

57

134

227

227

22

8

19

55

59

134

227

227

23

8

19

58

61

134

227

227

24

8

21

60

63

134

227

227

25

9

21

63

65

133

227

227

26

9

22

66

67

135

227

227

27

10

23

68

69

136

227

227

28

10

24

70

70

138

226

226

29

10

24

73

73

138

226

226

30

11

26

75

75

140

226

226

3.13.   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 41 | 53 | 59 | 80 | 198 | 308 | 3 183 |
| 2 | 41 | 53 | 59 | 80 | 198 | 352 | 2 387 |
| 3 | 40 | 53 | 61 | 85 | 192 | 368 | 1 808 |
| 4 | 39 | 53 | 63 | 88 | 189 | 368 | 1 400 |
| 5 | 39 | 54 | 66 | 89 | 188 | 359 | 1109 |
| 6 | 40 | 56 | 67 | 91 | 187 | 347 | 902 |
| 7 | 41 | 58 | 68 | 93 | 187 | 331 | 746 |
| 8 | 40 | 57 | 68 | 94 | 186 | 313 | 627 |
| 9 | 39 | 57 | 69 | 96 | 185 | 296 | 534 |
| 10 | 39 | 57 | 70 | 97 | 184 | 278 | 459 |
| 11 | 39 | 57 | 70 | 97 | 183 | 277 | 399 |
| 12 | 38 | 57 | 69 | 97 | 183 | 276 | 349 |
| 13 | 37 | 56 | 68 | 96 | 182 | 275 | 308 |
| 14 | 37 | 55 | 68 | 96 | 181 | 275 | 275 |
| 15 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 16 | 35 | 54 | 67 | 94 | 180 | 273 | 273 |
| 17 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 18 | 34 | 53 | 66 | 93 | 179 | 272 | 272 |
| 19 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 20 | 34 | 53 | 65 | 93 | 178 | 272 | 272 |
| 21 | 34 | 52 | 65 | 92 | 178 | 272 | 272 |
| 22 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 23 | 32 | 51 | 64 | 91 | 177 | 271 | 271 |
| 24 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 25 | 31 | 50 | 66 | 90 | 176 | 269 | 269 |
| 26 | 30 | 49 | 68 | 89 | 175 | 269 | 269 |
| 27 | 30 | 48 | 71 | 89 | 174 | 268 | 268 |
| 28 | 29 | 48 | 73 | 88 | 174 | 267 | 267 |
| 29 | 28 | 47 | 75 | 87 | 173 | 266 | 266 |
| 30 | 28 | 46 | 78 | 86 | 172 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

41

53

59

80

198

308

3 183

2

41

53

59

80

198

352

2 387

3

40

53

61

85

192

368

1 808

4

39

53

63

88

189

368

1 400

5

39

54

66

89

188

359

1109

6

40

56

67

91

187

347

902

7

41

58

68

93

187

331

746

8

40

57

68

94

186

313

627

9

39

57

69

96

185

296

534

10

39

57

70

97

184

278

459

11

39

57

70

97

183

277

399

12

38

57

69

97

183

276

349

13

37

56

68

96

182

275

308

14

37

55

68

96

181

275

275

15

36

55

67

95

181

274

274

16

35

54

67

94

180

273

273

17

35

54

66

94

180

273

273

18

34

53

66

93

179

272

272

19

34

53

65

93

179

272

272

20

34

53

65

93

178

272

272

21

34

52

65

92

178

272

272

22

33

52

64

92

178

271

271

23

32

51

64

91

177

271

271

24

32

51

63

91

177

270

270

25

31

50

66

90

176

269

269

26

30

49

68

89

175

269

269

27

30

48

71

89

174

268

268

28

29

48

73

88

174

267

267

29

28

47

75

87

173

266

266

30

28

46

78

86

172

266

266

3.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 25 | 32 | 53 | 170 | 298 | 3 072 |
| 2 | 17 | 29 | 35 | 57 | 174 | 341 | 2308 |
| 3 | 19 | 32 | 40 | 64 | 172 | 358 | 1 753 |
| 4 | 22 | 35 | 46 | 70 | 171 | 359 | 1 360 |
| 5 | 24 | 39 | 50 | 73 | 173 | 352 | 1 081 |
| 6 | 24 | 39 | 51 | 75 | 171 | 339 | 878 |
| 7 | 28 | 45 | 56 | 80 | 174 | 323 | 727 |
| 8 | 27 | 45 | 56 | 82 | 173 | 306 | 612 |
| 9 | 29 | 47 | 58 | 85 | 174 | 289 | 521 |
| 10 | 30 | 49 | 61 | 88 | 175 | 272 | 449 |
| 11 | 31 | 50 | 63 | 90 | 176 | 270 | 391 |
| 12 | 32 | 51 | 63 | 91 | 177 | 270 | 342 |
| 13 | 33 | 51 | 64 | 92 | 177 | 271 | 302 |
| 14 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 15 | 33 | 52 | 64 | 92 | 178 | 271 | 271 |
| 16 | 33 | 51 | 64 | 92 | 177 | 271 | 271 |
| 17 | 33 | 52 | 64 | 92 | 177 | 271 | 271 |
| 18 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 19 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 20 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 21 | 32 | 51 | 63 | 91 | 177 | 270 | 270 |
| 22 | 32 | 50 | 63 | 91 | 176 | 270 | 270 |
| 23 | 31 | 50 | 63 | 90 | 176 | 270 | 270 |
| 24 | 31 | 50 | 62 | 90 | 176 | 269 | 269 |
| 25 | 31 | 49 | 65 | 89 | 175 | 269 | 269 |
| 26 | 30 | 49 | 67 | 89 | 175 | 268 | 268 |
| 27 | 30 | 48 | 70 | 88 | 174 | 268 | 268 |
| 28 | 29 | 48 | 72 | 88 | 174 | 267 | 267 |
| 29 | 28 | 47 | 75 | 87 | 173 | 267 | 267 |
| 30 | 28 | 47 | 78 | 87 | 173 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

25

32

53

170

298

3 072

2

17

29

35

57

174

341

2308

3

19

32

40

64

172

358

1 753

4

22

35

46

70

171

359

1 360

5

24

39

50

73

173

352

1 081

6

24

39

51

75

171

339

878

7

28

45

56

80

174

323

727

8

27

45

56

82

173

306

612

9

29

47

58

85

174

289

521

10

30

49

61

88

175

272

449

11

31

50

63

90

176

270

391

12

32

51

63

91

177

270

342

13

33

51

64

92

177

271

302

14

33

52

64

92

178

271

271

15

33

52

64

92

178

271

271

16

33

51

64

92

177

271

271

17

33

52

64

92

177

271

271

18

32

51

63

91

177

270

270

19

32

51

63

91

177

270

270

20

32

51

63

91

177

270

270

21

32

51

63

91

177

270

270

22

32

50

63

91

176

270

270

23

31

50

63

90

176

270

270

24

31

50

62

90

176

269

269

25

31

49

65

89

175

269

269

26

30

49

67

89

175

268

268

27

30

48

70

88

174

268

268

28

29

48

72

88

174

267

267

29

28

47

75

87

173

267

267

30

28

47

78

87

173

266

266

3.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 14 | 26 | 32 | 53 | 171 | 308 | 3 190 |
| 2 | 15 | 27 | 33 | 54 | 172 | 351 | 2 382 |
| 3 | 15 | 28 | 36 | 60 | 167 | 366 | 1801 |
| 4 | 16 | 29 | 39 | 64 | 165 | 366 | 1 392 |
| 5 | 16 | 31 | 43 | 66 | 165 | 357 | 1104 |
| 6 | 18 | 34 | 45 | 69 | 165 | 344 | 895 |
| 7 | 19 | 36 | 47 | 71 | 165 | 328 | 741 |
| 8 | 19 | 37 | 48 | 74 | 165 | 311 | 623 |
| 9 | 20 | 38 | 49 | 76 | 165 | 293 | 530 |
| 10 | 20 | 39 | 51 | 79 | 165 | 276 | 457 |
| 11 | 21 | 39 | 52 | 79 | 165 | 259 | 397 |
| 12 | 21 | 39 | 52 | 80 | 166 | 259 | 347 |
| 13 | 21 | 40 | 52 | 80 | 166 | 259 | 306 |
| 14 | 21 | 40 | 52 | 80 | 166 | 259 | 271 |
| 15 | 21 | 40 | 52 | 80 | 166 | 259 | 259 |
| 16 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 17 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 18 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 19 | 21 | 39 | 52 | 80 | 165 | 259 | 259 |
| 20 | 21 | 39 | 53 | 80 | 165 | 259 | 259 |
| 21 | 21 | 39 | 55 | 80 | 165 | 259 | 259 |
| 22 | 20 | 39 | 58 | 79 | 165 | 258 | 258 |
| 23 | 20 | 39 | 61 | 79 | 165 | 258 | 258 |
| 24 | 19 | 38 | 62 | 78 | 164 | 258 | 258 |
| 25 | 19 | 38 | 65 | 78 | 164 | 257 | 257 |
| 26 | 19 | 37 | 67 | 77 | 163 | 257 | 257 |
| 27 | 18 | 37 | 70 | 77 | 163 | 256 | 256 |
| 28 | 18 | 36 | 72 | 77 | 162 | 256 | 256 |
| 29 | 17 | 36 | 75 | 76 | 162 | 255 | 255 |
| 30 | 17 | 36 | 78 | 77 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

26

32

53

171

308

3 190

2

15

27

33

54

172

351

2 382

3

15

28

36

60

167

366

1801

4

16

29

39

64

165

366

1 392

5

16

31

43

66

165

357

1104

6

18

34

45

69

165

344

895

7

19

36

47

71

165

328

741

8

19

37

48

74

165

311

623

9

20

38

49

76

165

293

530

10

20

39

51

79

165

276

457

11

21

39

52

79

165

259

397

12

21

39

52

80

166

259

347

13

21

40

52

80

166

259

306

14

21

40

52

80

166

259

271

15

21

40

52

80

166

259

259

16

21

39

52

80

165

259

259

17

21

39

52

80

165

259

259

18

21

39

52

80

165

259

259

19

21

39

52

80

165

259

259

20

21

39

53

80

165

259

259

21

21

39

55

80

165

259

259

22

20

39

58

79

165

258

258

23

20

39

61

79

165

258

258

24

19

38

62

78

164

258

258

25

19

38

65

78

164

257

257

26

19

37

67

77

163

257

257

27

18

37

70

77

163

256

256

28

18

36

72

77

162

256

256

29

17

36

75

76

162

255

255

30

17

36

78

77

162

255

255

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 59 | 65 | 86 | 204 | 333 | 3 469 |
| 2 | 50 | 62 | 68 | 89 | 207 | 372 | 2 551 |
| 3 | 52 | 65 | 73 | 97 | 204 | 386 | 1 914 |
| 4 | 53 | 67 | 77 | 102 | 203 | 384 | 1 475 |
| 5 | 55 | 70 | 81 | 104 | 204 | 374 | 1 167 |
| 6 | 57 | 73 | 84 | 108 | 204 | 360 | 946 |
| 7 | 58 | 75 | 86 | 110 | 204 | 343 | 782 |
| 8 | 58 | 76 | 87 | 112 | 204 | 325 | 657 |
| 9 | 58 | 77 | 88 | 115 | 204 | 307 | 559 |
| 10 | 59 | 77 | 90 | 117 | 204 | 297 | 481 |
| 11 | 59 | 78 | 90 | 118 | 204 | 297 | 418 |
| 12 | 58 | 77 | 90 | 117 | 203 | 297 | 366 |
| 13 | 58 | 77 | 89 | 117 | 202 | 296 | 322 |
| 14 | 57 | 76 | 88 | 116 | 202 | 295 | 295 |
| 15 | 56 | 75 | 87 | 115 | 201 | 294 | 294 |
| 16 | 56 | 74 | 87 | 114 | 200 | 294 | 294 |
| 17 | 55 | 74 | 86 | 114 | 200 | 293 | 293 |
| 18 | 54 | 73 | 85 | 113 | 199 | 292 | 292 |
| 19 | 54 | 72 | 85 | 113 | 198 | 292 | 292 |
| 20 | 53 | 72 | 84 | 112 | 198 | 291 | 291 |
| 21 | 52 | 71 | 84 | 111 | 197 | 290 | 290 |
| 22 | 52 | 70 | 83 | 110 | 196 | 290 | 290 |
| 23 | 51 | 69 | 82 | 110 | 195 | 289 | 289 |
| 24 | 50 | 68 | 81 | 109 | 194 | 288 | 288 |
| 25 | 49 | 68 | 80 | 108 | 193 | 287 | 287 |
| 26 | 48 | 67 | 79 | 107 | 193 | 286 | 286 |
| 27 | 47 | 66 | 78 | 106 | 192 | 285 | 285 |
| 28 | 46 | 65 | 77 | 105 | 191 | 284 | 284 |
| 29 | 45 | 64 | 78 | 104 | 190 | 283 | 283 |
| 30 | 44 | 63 | 81 | 103 | 189 | 282 | 282 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

59

65

86

204

333

3 469

2

50

62

68

89

207

372

2 551

3

52

65

73

97

204

386

1 914

4

53

67

77

102

203

384

1 475

5

55

70

81

104

204

374

1 167

6

57

73

84

108

204

360

946

7

58

75

86

110

204

343

782

8

58

76

87

112

204

325

657

9

58

77

88

115

204

307

559

10

59

77

90

117

204

297

481

11

59

78

90

118

204

297

418

12

58

77

90

117

203

297

366

13

58

77

89

117

202

296

322

14

57

76

88

116

202

295

295

15

56

75

87

115

201

294

294

16

56

74

87

114

200

294

294

17

55

74

86

114

200

293

293

18

54

73

85

113

199

292

292

19

54

72

85

113

198

292

292

20

53

72

84

112

198

291

291

21

52

71

84

111

197

290

290

22

52

70

83

110

196

290

290

23

51

69

82

110

195

289

289

24

50

68

81

109

194

288

288

25

49

68

80

108

193

287

287

26

48

67

79

107

193

286

286

27

47

66

78

106

192

285

285

28

46

65

77

105

191

284

284

29

45

64

78

104

190

283

283

30

44

63

81

103

189

282

282

3.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 77 | 89 | 96 | 117 | 234 | 336 | 3501 |
| 2 | 82 | 94 | 101 | 122 | 239 | 385 | 2 635 |
| 3 | 83 | 96 | 104 | 128 | 235 | 404 | 2004 |
| 4 | 83 | 97 | 107 | 132 | 233 | 406 | 1 555 |
| 5 | 86 | 101 | 113 | 136 | 235 | 398 | 1 236 |
| 6 | 89 | 105 | 116 | 140 | 236 | 384 | 1004 |
| 7 | 91 | 108 | 118 | 143 | 237 | 367 | 831 |
| 8 | 92 | 110 | 121 | 147 | 238 | 348 | 699 |
| 9 | 94 | 112 | 123 | 150 | 239 | 332 | 595 |
| 10 | 94 | 113 | 125 | 152 | 239 | 333 | 512 |
| 11 | 94 | 113 | 125 | 153 | 239 | 332 | 445 |
| 12 | 94 | 112 | 125 | 152 | 238 | 332 | 389 |
| 13 | 92 | 111 | 124 | 151 | 237 | 331 | 342 |
| 14 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 15 | 90 | 109 | 121 | 149 | 234 | 328 | 328 |
| 16 | 88 | 107 | 120 | 147 | 233 | 327 | 327 |
| 17 | 87 | 106 | 118 | 146 | 232 | 325 | 325 |
| 18 | 86 | 105 | 117 | 145 | 230 | 324 | 324 |
| 19 | 84 | 103 | 116 | 143 | 229 | 323 | 323 |
| 20 | 83 | 102 | 114 | 142 | 228 | 321 | 321 |
| 21 | 82 | 100 | 113 | 141 | 226 | 320 | 320 |
| 22 | 80 | 99 | 111 | 139 | 225 | 318 | 318 |
| 23 | 78 | 97 | 110 | 137 | 223 | 317 | 317 |
| 24 | 77 | 96 | 108 | 136 | 221 | 315 | 315 |
| 25 | 75 | 94 | 106 | 134 | 220 | 313 | 313 |
| 26 | 73 | 92 | 105 | 132 | 218 | 312 | 312 |
| 27 | 72 | 91 | 103 | 131 | 216 | 310 | 310 |
| 28 | 70 | 89 | 101 | 129 | 215 | 308 | 308 |
| 29 | 69 | 87 | 100 | 128 | 213 | 307 | 307 |
| 30 | 67 | 86 | 98 | 126 | 212 | 305 | 305 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

77

89

96

117

234

336

3501

2

82

94

101

122

239

385

2 635

3

83

96

104

128

235

404

2004

4

83

97

107

132

233

406

1 555

5

86

101

113

136

235

398

1 236

6

89

105

116

140

236

384

1004

7

91

108

118

143

237

367

831

8

92

110

121

147

238

348

699

9

94

112

123

150

239

332

595

10

94

113

125

152

239

333

512

11

94

113

125

153

239

332

445

12

94

112

125

152

238

332

389

13

92

111

124

151

237

331

342

14

91

110

122

150

236

329

329

15

90

109

121

149

234

328

328

16

88

107

120

147

233

327

327

17

87

106

118

146

232

325

325

18

86

105

117

145

230

324

324

19

84

103

116

143

229

323

323

20

83

102

114

142

228

321

321

21

82

100

113

141

226

320

320

22

80

99

111

139

225

318

318

23

78

97

110

137

223

317

317

24

77

96

108

136

221

315

315

25

75

94

106

134

220

313

313

26

73

92

105

132

218

312

312

27

72

91

103

131

216

310

310

28

70

89

101

129

215

308

308

29

69

87

100

128

213

307

307

30

67

86

98

126

212

305

305

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 19 | 26 | 47 | 164 | 306 | 3 161 |
| 2 | 10 | 22 | 29 | 50 | 167 | 349 | 2 366 |
| 3 | 12 | 25 | 33 | 57 | 164 | 364 | 1 789 |
| 4 | 13 | 27 | 37 | 62 | 163 | 364 | 1 384 |
| 5 | 15 | 30 | 42 | 65 | 164 | 356 | 1 098 |
| 6 | 17 | 33 | 44 | 69 | 165 | 342 | 891 |
| 7 | 19 | 36 | 46 | 71 | 165 | 326 | 737 |
| 8 | 19 | 37 | 48 | 73 | 165 | 309 | 619 |
| 9 | 20 | 38 | 49 | 76 | 165 | 292 | 527 |
| 10 | 20 | 38 | 51 | 78 | 165 | 274 | 454 |
| 11 | 20 | 39 | 51 | 79 | 165 | 258 | 394 |
| 12 | 20 | 39 | 51 | 79 | 165 | 258 | 345 |
| 13 | 19 | 38 | 51 | 78 | 164 | 257 | 304 |
| 14 | 19 | 37 | 50 | 78 | 163 | 257 | 269 |
| 15 | 18 | 37 | 49 | 77 | 163 | 256 | 256 |
| 16 | 17 | 36 | 49 | 76 | 162 | 255 | 255 |
| 17 | 17 | 36 | 48 | 76 | 162 | 255 | 255 |
| 18 | 17 | 36 | 48 | 76 | 162 | 255 | 255 |
| 19 | 17 | 35 | 50 | 76 | 161 | 255 | 255 |
| 20 | 17 | 36 | 53 | 76 | 162 | 255 | 255 |
| 21 | 17 | 36 | 55 | 76 | 162 | 255 | 255 |
| 22 | 17 | 36 | 58 | 76 | 162 | 255 | 255 |
| 23 | 17 | 36 | 59 | 76 | 162 | 255 | 255 |
| 24 | 17 | 36 | 62 | 76 | 161 | 255 | 255 |
| 25 | 17 | 35 | 65 | 76 | 161 | 255 | 255 |
| 26 | 16 | 35 | 67 | 75 | 161 | 255 | 255 |
| 27 | 16 | 35 | 70 | 75 | 161 | 254 | 254 |
| 28 | 16 | 35 | 72 | 75 | 161 | 254 | 254 |
| 29 | 16 | 35 | 74 | 75 | 160 | 254 | 254 |
| 30 | 16 | 34 | 78 | 77 | 160 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

19

26

47

164

306

3 161

2

10

22

29

50

167

349

2 366

3

12

25

33

57

164

364

1 789

4

13

27

37

62

163

364

1 384

5

15

30

42

65

164

356

1 098

6

17

33

44

69

165

342

891

7

19

36

46

71

165

326

737

8

19

37

48

73

165

309

619

9

20

38

49

76

165

292

527

10

20

38

51

78

165

274

454

11

20

39

51

79

165

258

394

12

20

39

51

79

165

258

345

13

19

38

51

78

164

257

304

14

19

37

50

78

163

257

269

15

18

37

49

77

163

256

256

16

17

36

49

76

162

255

255

17

17

36

48

76

162

255

255

18

17

36

48

76

162

255

255

19

17

35

50

76

161

255

255

20

17

36

53

76

162

255

255

21

17

36

55

76

162

255

255

22

17

36

58

76

162

255

255

23

17

36

59

76

162

255

255

24

17

36

62

76

161

255

255

25

17

35

65

76

161

255

255

26

16

35

67

75

161

255

255

27

16

35

70

75

161

254

254

28

16

35

72

75

161

254

254

29

16

35

74

75

160

254

254

30

16

34

78

77

160

254

254

3.19.   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 91 | 103 | 109 | 130 | 247 | 343 | 3 338 |
| 2 | 92 | 104 | 110 | 131 | 249 | 368 | 2507 |
| 3 | 92 | 104 | 113 | 136 | 244 | 385 | 1902 |
| 4 | 92 | 106 | 116 | 140 | 242 | 386 | 1 474 |
| 5 | 93 | 108 | 119 | 142 | 242 | 378 | 1 170 |
| 6 | 94 | 110 | 121 | 145 | 241 | 364 | 950 |
| 7 | 95 | 112 | 122 | 147 | 241 | 347 | 786 |
| 8 | 95 | 113 | 124 | 149 | 241 | 334 | 661 |
| 9 | 95 | 113 | 124 | 151 | 240 | 334 | 563 |
| 10 | 94 | 112 | 125 | 152 | 239 | 332 | 484 |
| 11 | 92 | 111 | 124 | 151 | 237 | 331 | 421 |
| 12 | 91 | 110 | 122 | 150 | 236 | 329 | 368 |
| 13 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 14 | 87 | 106 | 119 | 146 | 232 | 325 | 325 |
| 15 | 86 | 104 | 117 | 145 | 230 | 324 | 324 |
| 16 | 84 | 103 | 115 | 143 | 228 | 322 | 322 |
| 17 | 82 | 101 | 114 | 141 | 227 | 320 | 320 |
| 18 | 81 | 100 | 112 | 140 | 226 | 319 | 319 |
| 19 | 80 | 98 | 111 | 138 | 224 | 318 | 318 |
| 20 | 79 | 97 | 110 | 137 | 223 | 317 | 317 |
| 21 | 77 | 96 | 109 | 136 | 222 | 316 | 316 |
| 22 | 76 | 95 | 107 | 135 | 221 | 314 | 314 |
| 23 | 75 | 94 | 106 | 134 | 220 | 313 | 313 |
| 24 | 74 | 93 | 105 | 133 | 219 | 312 | 312 |
| 25 | 73 | 91 | 104 | 132 | 217 | 311 | 311 |
| 26 | 71 | 90 | 103 | 130 | 216 | 309 | 309 |
| 27 | 70 | 89 | 101 | 129 | 215 | 308 | 308 |
| 28 | 69 | 88 | 100 | 128 | 214 | 307 | 307 |
| 29 | 68 | 87 | 99 | 127 | 213 | 306 | 306 |
| 30 | 67 | 86 | 98 | 126 | 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

91

103

109

130

247

343

3 338

2

92

104

110

131

249

368

2507

3

92

104

113

136

244

385

1902

4

92

106

116

140

242

386

1 474

5

93

108

119

142

242

378

1 170

6

94

110

121

145

241

364

950

7

95

112

122

147

241

347

786

8

95

113

124

149

241

334

661

9

95

113

124

151

240

334

563

10

94

112

125

152

239

332

484

11

92

111

124

151

237

331

421

12

91

110

122

150

236

329

368

13

89

108

120

148

234

327

327

14

87

106

119

146

232

325

325

15

86

104

117

145

230

324

324

16

84

103

115

143

228

322

322

17

82

101

114

141

227

320

320

18

81

100

112

140

226

319

319

19

80

98

111

138

224

318

318

20

79

97

110

137

223

317

317

21

77

96

109

136

222

316

316

22

76

95

107

135

221

314

314

23

75

94

106

134

220

313

313

24

74

93

105

133

219

312

312

25

73

91

104

132

217

311

311

26

71

90

103

130

216

309

309

27

70

89

101

129

215

308

308

28

69

88

100

128

214

307

307

29

68

87

99

127

213

306

306

30

67

86

98

126

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 | 309 | 321 | 328 | 349 | 466 | 561 | 3 526 |
| 2 | 82 | 94 | 100 | 122 | 239 | 384 | 2 635 |
| 3 | 84 | 97 | 105 | 129 | 236 | 400 | 1 988 |
| 4 | 86 | 100 | 110 | 134 | 236 | 400 | 1 534 |
| 5 | 88 | 103 | 114 | 137 | 237 | 390 | 1214 |
| 6 | 90 | 106 | 117 | 141 | 237 | 375 | 984 |
| 7 | 92 | 109 | 119 | 144 | 238 | 357 | 813 |
| 8 | 93 | 110 | 121 | 147 | 239 | 338 | 682 |
| 9 | 93 | 111 | 123 | 150 | 239 | 332 | 580 |
| 10 | 93 | 112 | 124 | 152 | 239 | 332 | 499 |
| 11 | 94 | 112 | 125 | 153 | 239 | 332 | 433 |
| 12 | 94 | 113 | 125 | 153 | 239 | 332 | 378 |
| 13 | 94 | 113 | 125 | 153 | 239 | 332 | 333 |
| 14 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 15 | 96 | 114 | 127 | 154 | 240 | 334 | 334 |
| 16 | 96 | 115 | 128 | 155 | 241 | 335 | 335 |
| 17 | 97 | 116 | 129 | 156 | 242 | 335 | 335 |
| 18 | 98 | 117 | 129 | 157 | 243 | 336 | 336 |
| 19 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 20 | 100 | 118 | 131 | 158 | 244 | 338 | 338 |
| 21 | 100 | 118 | 131 | 158 | 244 | 338 | 338 |
| 22 | 99 | 118 | 130 | 158 | 244 | 337 | 337 |
| 23 | 98 | 117 | 130 | 157 | 243 | 337 | 337 |
| 24 | 98 | 116 | 129 | 156 | 242 | 336 | 336 |
| 25 | 96 | 115 | 128 | 155 | 241 | 334 | 334 |
| 26 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 27 | 94 | 112 | 125 | 153 | 238 | 332 | 332 |
| 28 | 92 | 111 | 123 | 151 | 237 | 330 | 330 |
| 29 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 30 | 89 | 108 | 121 | 148 | 234 | 327 | 327 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

309

321

328

349

466

561

3 526

2

82

94

100

122

239

384

2 635

3

84

97

105

129

236

400

1 988

4

86

100

110

134

236

400

1 534

5

88

103

114

137

237

390

1214

6

90

106

117

141

237

375

984

7

92

109

119

144

238

357

813

8

93

110

121

147

239

338

682

9

93

111

123

150

239

332

580

10

93

112

124

152

239

332

499

11

94

112

125

153

239

332

433

12

94

113

125

153

239

332

378

13

94

113

125

153

239

332

333

14

95

114

126

154

240

333

333

15

96

114

127

154

240

334

334

16

96

115

128

155

241

335

335

17

97

116

129

156

242

335

335

18

98

117

129

157

243

336

336

19

99

118

130

158

244

337

337

20

100

118

131

158

244

338

338

21

100

118

131

158

244

338

338

22

99

118

130

158

244

337

337

23

98

117

130

157

243

337

337

24

98

116

129

156

242

336

336

25

96

115

128

155

241

334

334

26

95

114

126

154

240

333

333

27

94

112

125

153

238

332

332

28

92

111

123

151

237

330

330

29

91

110

122

150

236

329

329

30

89

108

121

148

234

327

327

3.21.   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 7 | 14 | 35 | 152 | 296 | 3 055 |
| 2 | 0 | 7 | 13 | 34 | 152 | 337 | 2 281 |
| 3 | 1 | 7 | 15 | 39 | 146 | 352 | 1 725 |
| 4 | 1 | 7 | 17 | 42 | 143 | 353 | 1 335 |
| 5 | 1 | 8 | 20 | 43 | 142 | 344 | 1 059 |
| 6 | 2 | 10 | 21 | 45 | 142 | 331 | 860 |
| 7 | 2 | 12 | 22 | 47 | 141 | 316 | 712 |
| 8 | 2 | 12 | 23 | 49 | 140 | 299 | 598 |
| 9 | 4 | 12 | 24 | 50 | 139 | 282 | 510 |
| 10 | 4 | 12 | 27 | 52 | 139 | 266 | 439 |
| 11 | 4 | 12 | 30 | 53 | 139 | 249 | 381 |
| 12 | 4 | 13 | 31 | 53 | 139 | 234 | 334 |
| 13 | 4 | 13 | 34 | 53 | 139 | 232 | 294 |
| 14 | 5 | 13 | 37 | 53 | 139 | 232 | 261 |
| 15 | 6 | 13 | 40 | 53 | 139 | 233 | 233 |
| 16 | 6 | 13 | 41 | 54 | 139 | 233 | 233 |
| 17 | 6 | 14 | 44 | 54 | 140 | 233 | 233 |
| 18 | 6 | 15 | 47 | 55 | 140 | 234 | 234 |
| 19 | 7 | 16 | 49 | 55 | 141 | 235 | 235 |
| 20 | 7 | 17 | 51 | 56 | 142 | 235 | 235 |
| 21 | 7 | 18 | 54 | 57 | 143 | 236 | 236 |
| 22 | 8 | 19 | 56 | 60 | 143 | 237 | 237 |
| 23 | 8 | 19 | 58 | 61 | 144 | 237 | 237 |
| 24 | 8 | 21 | 61 | 63 | 144 | 238 | 238 |
| 25 | 9 | 21 | 63 | 65 | 145 | 238 | 238 |
| 26 | 9 | 22 | 66 | 67 | 145 | 239 | 239 |
| 27 | 10 | 23 | 68 | 69 | 145 | 239 | 239 |
| 28 | 10 | 24 | 71 | 71 | 146 | 239 | 239 |
| 29 | 10 | 25 | 73 | 73 | 146 | 239 | 239 |
| 30 | 11 | 26 | 75 | 75 | 146 | 240 | 240 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

7

14

35

152

296

3 055

2

0

7

13

34

152

337

2 281

3

1

7

15

39

146

352

1 725

4

1

7

17

42

143

353

1 335

5

1

8

20

43

142

344

1 059

6

2

10

21

45

142

331

860

7

2

12

22

47

141

316

712

8

2

12

23

49

140

299

598

9

4

12

24

50

139

282

510

10

4

12

27

52

139

266

439

11

4

12

30

53

139

249

381

12

4

13

31

53

139

234

334

13

4

13

34

53

139

232

294

14

5

13

37

53

139

232

261

15

6

13

40

53

139

233

233

16

6

13

41

54

139

233

233

17

6

14

44

54

140

233

233

18

6

15

47

55

140

234

234

19

7

16

49

55

141

235

235

20

7

17

51

56

142

235

235

21

7

18

54

57

143

236

236

22

8

19

56

60

143

237

237

23

8

19

58

61

144

237

237

24

8

21

61

63

144

238

238

25

9

21

63

65

145

238

238

26

9

22

66

67

145

239

239

27

10

23

68

69

145

239

239

28

10

24

71

71

146

239

239

29

10

25

73

73

146

239

239

30

11

26

75

75

146

240

240

3.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 59 | 65 | 86 | 204 | 310 | 3213 |
| 2 | 48 | 60 | 66 | 87 | 205 | 354 | 2 404 |
| 3 | 47 | 60 | 68 | 92 | 199 | 370 | 1 818 |
| 4 | 47 | 60 | 71 | 95 | 196 | 370 | 1 406 |
| 5 | 47 | 62 | 73 | 96 | 196 | 361 | 1 115 |
| 6 | 48 | 64 | 75 | 99 | 195 | 347 | 904 |
| 7 | 48 | 65 | 75 | 100 | 194 | 331 | 748 |
| 8 | 48 | 65 | 76 | 102 | 194 | 313 | 628 |
| 9 | 47 | 65 | 77 | 104 | 193 | 296 | 535 |
| 10 | 47 | 65 | 77 | 105 | 192 | 285 | 460 |
| 11 | 45 | 64 | 77 | 104 | 190 | 284 | 400 |
| 12 | 44 | 63 | 75 | 103 | 189 | 282 | 350 |
| 13 | 43 | 62 | 74 | 102 | 188 | 281 | 308 |
| 14 | 42 | 60 | 73 | 100 | 186 | 280 | 280 |
| 15 | 40 | 59 | 72 | 99 | 185 | 278 | 278 |
| 16 | 39 | 58 | 70 | 98 | 184 | 277 | 277 |
| 17 | 38 | 57 | 69 | 97 | 183 | 276 | 276 |
| 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 19 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 20 | 36 | 55 | 67 | 95 | 180 | 274 | 274 |
| 21 | 35 | 54 | 66 | 94 | 180 | 273 | 273 |
| 22 | 35 | 53 | 66 | 94 | 179 | 273 | 273 |
| 23 | 34 | 53 | 65 | 93 | 179 | 272 | 272 |
| 24 | 33 | 52 | 65 | 92 | 178 | 271 | 271 |
| 25 | 33 | 51 | 66 | 92 | 177 | 271 | 271 |
| 26 | 32 | 51 | 68 | 91 | 177 | 270 | 270 |
| 27 | 31 | 50 | 71 | 90 | 176 | 269 | 269 |
| 28 | 31 | 49 | 73 | 89 | 175 | 269 | 269 |
| 29 | 30 | 49 | 76 | 89 | 175 | 268 | 268 |
| 30 | 29 | 48 | 78 | 88 | 174 | 267 | 267 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

59

65

86

204

310

3213

2

48

60

66

87

205

354

2 404

3

47

60

68

92

199

370

1 818

4

47

60

71

95

196

370

1 406

5

47

62

73

96

196

361

1 115

6

48

64

75

99

195

347

904

7

48

65

75

100

194

331

748

8

48

65

76

102

194

313

628

9

47

65

77

104

193

296

535

10

47

65

77

105

192

285

460

11

45

64

77

104

190

284

400

12

44

63

75

103

189

282

350

13

43

62

74

102

188

281

308

14

42

60

73

100

186

280

280

15

40

59

72

99

185

278

278

16

39

58

70

98

184

277

277

17

38

57

69

97

183

276

276

18

37

56

68

96

182

275

275

19

36

55

67

95

181

274

274

20

36

55

67

95

180

274

274

21

35

54

66

94

180

273

273

22

35

53

66

94

179

273

273

23

34

53

65

93

179

272

272

24

33

52

65

92

178

271

271

25

33

51

66

92

177

271

271

26

32

51

68

91

177

270

270

27

31

50

71

90

176

269

269

28

31

49

73

89

175

269

269

29

30

49

76

89

175

268

268

30

29

48

78

88

174

267

267

3.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 110 | 122 | 128 | 150 | 267 | 362 | 3 350 |
| 2 | 111 | 123 | 130 | 151 | 268 | 371 | 2529 |
| 3 | 113 | 126 | 134 | 157 | 265 | 390 | 1 922 |
| 4 | 114 | 128 | 138 | 162 | 264 | 391 | 1 492 |
| 5 | 116 | 130 | 142 | 165 | 264 | 383 | 1 186 |
| 6 | 117 | 133 | 144 | 169 | 265 | 370 | 965 |
| 7 | 119 | 136 | 146 | 171 | 265 | 358 | 800 |
| 8 | 119 | 136 | 147 | 173 | 265 | 358 | 674 |
| 9 | 119 | 137 | 148 | 175 | 264 | 358 | 574 |
| 10 | 119 | 137 | 149 | 177 | 264 | 357 | 495 |
| 11 | 118 | 137 | 149 | 177 | 263 | 356 | 430 |
| 12 | 117 | 135 | 148 | 176 | 261 | 355 | 377 |
| 13 | 115 | 134 | 146 | 174 | 260 | 353 | 353 |
| 14 | 114 | 132 | 145 | 172 | 258 | 352 | 352 |
| 15 | 112 | 130 | 143 | 171 | 256 | 350 | 350 |
| 16 | 109 | 128 | 141 | 168 | 254 | 348 | 348 |
| 17 | 108 | 126 | 139 | 166 | 252 | 346 | 346 |
| 18 | 106 | 124 | 137 | 164 | 250 | 344 | 344 |
| 19 | 104 | 122 | 135 | 163 | 248 | 342 | 342 |
| 20 | 102 | 121 | 133 | 161 | 247 | 340 | 340 |
| 21 | 100 | 119 | 132 | 159 | 245 | 338 | 338 |
| 22 | 99 | 117 | 130 | 157 | 243 | 337 | 337 |
| 23 | 97 | 115 | 128 | 156 | 241 | 335 | 335 |
| 24 | 95 | 114 | 126 | 154 | 239 | 333 | 333 |
| 25 | 93 | 112 | 124 | 152 | 238 | 331 | 331 |
| 26 | 91 | 110 | 122 | 150 | 236 | 329 | 329 |
| 27 | 89 | 108 | 120 | 148 | 234 | 327 | 327 |
| 28 | 88 | 106 | 119 | 146 | 232 | 326 | 326 |
| 29 | 86 | 105 | 117 | 145 | 231 | 324 | 324 |
| 30 | 84 | 103 | 115 | 143 | 229 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

110

122

128

150

267

362

3 350

2

111

123

130

151

268

371

2529

3

113

126

134

157

265

390

1 922

4

114

128

138

162

264

391

1 492

5

116

130

142

165

264

383

1 186

6

117

133

144

169

265

370

965

7

119

136

146

171

265

358

800

8

119

136

147

173

265

358

674

9

119

137

148

175

264

358

574

10

119

137

149

177

264

357

495

11

118

137

149

177

263

356

430

12

117

135

148

176

261

355

377

13

115

134

146

174

260

353

353

14

114

132

145

172

258

352

352

15

112

130

143

171

256

350

350

16

109

128

141

168

254

348

348

17

108

126

139

166

252

346

346

18

106

124

137

164

250

344

344

19

104

122

135

163

248

342

342

20

102

121

133

161

247

340

340

21

100

119

132

159

245

338

338

22

99

117

130

157

243

337

337

23

97

115

128

156

241

335

335

24

95

114

126

154

239

333

333

25

93

112

124

152

238

331

331

26

91

110

122

150

236

329

329

27

89

108

120

148

234

327

327

28

88

106

119

146

232

326

326

29

86

105

117

145

231

324

324

30

84

103

115

143

229

322

322

3.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 162 | 175 | 181 | 202 | 319 | 415 | 3 721 |
| 2 | 172 | 184 | 190 | 211 | 329 | 424 | 2 760 |
| 3 | 176 | 189 | 197 | 221 | 328 | 423 | 2 084 |
| 4 | 178 | 192 | 202 | 226 | 328 | 422 | 1 611 |
| 5 | 179 | 194 | 205 | 229 | 328 | 421 | 1 277 |
| 6 | 180 | 195 | 207 | 231 | 327 | 420 | 1 036 |
| 7 | 180 | 197 | 207 | 232 | 326 | 419 | 857 |
| 8 | 179 | 196 | 208 | 233 | 325 | 418 | 720 |
| 9 | 178 | 196 | 208 | 235 | 324 | 417 | 613 |
| 10 | 178 | 196 | 208 | 236 | 323 | 416 | 527 |
| 11 | 176 | 195 | 207 | 235 | 321 | 414 | 458 |
| 12 | 174 | 193 | 205 | 233 | 319 | 412 | 412 |
| 13 | 171 | 190 | 202 | 230 | 316 | 409 | 409 |
| 14 | 168 | 187 | 200 | 227 | 313 | 407 | 407 |
| 15 | 165 | 184 | 197 | 224 | 310 | 404 | 404 |
| 16 | 163 | 181 | 194 | 221 | 307 | 401 | 401 |
| 17 | 160 | 178 | 191 | 218 | 304 | 398 | 398 |
| 18 | 157 | 175 | 188 | 216 | 301 | 395 | 395 |
| 19 | 154 | 172 | 185 | 213 | 298 | 392 | 392 |
| 20 | 151 | 170 | 182 | 210 | 295 | 389 | 389 |
| 21 | 148 | 167 | 179 | 207 | 293 | 386 | 386 |
| 22 | 145 | 164 | 176 | 204 | 289 | 383 | 383 |
| 23 | 142 | 160 | 173 | 201 | 286 | 380 | 380 |
| 24 | 139 | 157 | 170 | 197 | 283 | 377 | 377 |
| 25 | 136 | 154 | 167 | 194 | 280 | 374 | 374 |
| 26 | 133 | 151 | 164 | 191 | 277 | 371 | 371 |
| 27 | 130 | 148 | 161 | 189 | 274 | 368 | 368 |
| 28 | 127 | 146 | 158 | 186 | 271 | 365 | 365 |
| 29 | 124 | 143 | 155 | 183 | 269 | 362 | 362 |
| 30 | 121 | 140 | 153 | 180 | 266 | 360 | 360 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

162

175

181

202

319

415

3 721

2

172

184

190

211

329

424

2 760

3

176

189

197

221

328

423

2 084

4

178

192

202

226

328

422

1 611

5

179

194

205

229

328

421

1 277

6

180

195

207

231

327

420

1 036

7

180

197

207

232

326

419

857

8

179

196

208

233

325

418

720

9

178

196

208

235

324

417

613

10

178

196

208

236

323

416

527

11

176

195

207

235

321

414

458

12

174

193

205

233

319

412

412

13

171

190

202

230

316

409

409

14

168

187

200

227

313

407

407

15

165

184

197

224

310

404

404

16

163

181

194

221

307

401

401

17

160

178

191

218

304

398

398

18

157

175

188

216

301

395

395

19

154

172

185

213

298

392

392

20

151

170

182

210

295

389

389

21

148

167

179

207

293

386

386

22

145

164

176

204

289

383

383

23

142

160

173

201

286

380

380

24

139

157

170

197

283

377

377

25

136

154

167

194

280

374

374

26

133

151

164

191

277

371

371

27

130

148

161

189

274

368

368

28

127

146

158

186

271

365

365

29

124

143

155

183

269

362

362

30

121

140

153

180

266

360

360

3.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 28 | 40 | 47 | 68 | 185 | 303 | 3 124 |
| 2 | 29 | 41 | 47 | 69 | 186 | 345 | 2 335 |
| 3 | 29 | 41 | 50 | 73 | 181 | 360 | 1 768 |
| 4 | 28 | 42 | 52 | 77 | 178 | 361 | 1 369 |
| 5 | 29 | 44 | 55 | 79 | 178 | 353 | 1 087 |
| 6 | 30 | 46 | 57 | 81 | 177 | 340 | 882 |
| 7 | 30 | 47 | 58 | 82 | 176 | 324 | 730 |
| 8 | 30 | 47 | 58 | 84 | 175 | 307 | 614 |
| 9 | 29 | 47 | 59 | 86 | 175 | 290 | 523 |
| 10 | 29 | 47 | 60 | 87 | 174 | 273 | 451 |
| 11 | 28 | 47 | 60 | 87 | 173 | 267 | 392 |
| 12 | 28 | 47 | 59 | 87 | 173 | 266 | 343 |
| 13 | 28 | 46 | 59 | 86 | 172 | 266 | 302 |
| 14 | 27 | 46 | 58 | 86 | 172 | 265 | 268 |
| 15 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 16 | 27 | 45 | 58 | 86 | 171 | 265 | 265 |
| 17 | 27 | 45 | 58 | 86 | 171 | 265 | 265 |
| 18 | 27 | 46 | 58 | 86 | 171 | 265 | 265 |
| 19 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 20 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 21 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 22 | 27 | 46 | 58 | 86 | 172 | 265 | 265 |
| 23 | 27 | 45 | 59 | 86 | 171 | 265 | 265 |
| 24 | 27 | 45 | 62 | 85 | 171 | 265 | 265 |
| 25 | 26 | 45 | 65 | 85 | 171 | 264 | 264 |
| 26 | 26 | 45 | 67 | 85 | 171 | 264 | 264 |
| 27 | 26 | 44 | 70 | 84 | 170 | 264 | 264 |
| 28 | 25 | 44 | 72 | 84 | 170 | 263 | 263 |
| 29 | 25 | 44 | 74 | 84 | 169 | 263 | 263 |
| 30 | 24 | 43 | 78 | 83 | 169 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

28

40

47

68

185

303

3 124

2

29

41

47

69

186

345

2 335

3

29

41

50

73

181

360

1 768

4

28

42

52

77

178

361

1 369

5

29

44

55

79

178

353

1 087

6

30

46

57

81

177

340

882

7

30

47

58

82

176

324

730

8

30

47

58

84

175

307

614

9

29

47

59

86

175

290

523

10

29

47

60

87

174

273

451

11

28

47

60

87

173

267

392

12

28

47

59

87

173

266

343

13

28

46

59

86

172

266

302

14

27

46

58

86

172

265

268

15

27

46

58

86

172

265

265

16

27

45

58

86

171

265

265

17

27

45

58

86

171

265

265

18

27

46

58

86

171

265

265

19

27

46

58

86

172

265

265

20

27

46

58

86

172

265

265

21

27

46

58

86

172

265

265

22

27

46

58

86

172

265

265

23

27

45

59

86

171

265

265

24

27

45

62

85

171

265

265

25

26

45

65

85

171

264

264

26

26

45

67

85

171

264

264

27

26

44

70

84

170

264

264

28

25

44

72

84

170

263

263

29

25

44

74

84

169

263

263

30

24

43

78

83

169

263

263

3.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 37 | 44 | 65 | 182 | 307 | 3 169 |
| 2 | 27 | 39 | 45 | 67 | 184 | 350 | 2 375 |
| 3 | 28 | 41 | 49 | 73 | 180 | 367 | 1802 |
| 4 | 29 | 43 | 53 | 78 | 179 | 368 | 1 398 |
| 5 | 31 | 46 | 57 | 81 | 180 | 360 | 1 110 |
| 6 | 33 | 49 | 60 | 84 | 180 | 347 | 902 |
| 7 | 35 | 52 | 62 | 87 | 181 | 331 | 747 |
| 8 | 35 | 52 | 63 | 89 | 181 | 314 | 628 |
| 9 | 35 | 54 | 65 | 92 | 181 | 296 | 535 |
| 10 | 36 | 55 | 67 | 95 | 181 | 279 | 461 |
| 11 | 37 | 56 | 68 | 96 | 182 | 275 | 401 |
| 12 | 37 | 56 | 68 | 96 | 182 | 275 | 351 |
| 13 | 37 | 56 | 68 | 96 | 182 | 275 | 309 |
| 14 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 15 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 16 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 17 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 18 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 19 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 20 | 37 | 56 | 69 | 96 | 182 | 276 | 276 |
| 21 | 38 | 56 | 69 | 96 | 182 | 276 | 276 |
| 22 | 37 | 56 | 69 | 96 | 182 | 276 | 276 |
| 23 | 37 | 56 | 68 | 96 | 182 | 275 | 275 |
| 24 | 37 | 56 | 68 | 96 | 181 | 275 | 275 |
| 25 | 36 | 55 | 67 | 95 | 181 | 274 | 274 |
| 26 | 36 | 55 | 69 | 95 | 180 | 274 | 274 |
| 27 | 35 | 54 | 71 | 94 | 180 | 273 | 273 |
| 28 | 35 | 53 | 73 | 94 | 179 | 273 | 273 |
| 29 | 34 | 53 | 77 | 93 | 179 | 272 | 272 |
| 30 | 33 | 52 | 79 | 92 | 178 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

25

37

44

65

182

307

3 169

2

27

39

45

67

184

350

2 375

3

28

41

49

73

180

367

1802

4

29

43

53

78

179

368

1 398

5

31

46

57

81

180

360

1 110

6

33

49

60

84

180

347

902

7

35

52

62

87

181

331

747

8

35

52

63

89

181

314

628

9

35

54

65

92

181

296

535

10

36

55

67

95

181

279

461

11

37

56

68

96

182

275

401

12

37

56

68

96

182

275

351

13

37

56

68

96

182

275

309

14

37

56

68

96

182

275

275

15

37

56

68

96

182

275

275

16

37

56

68

96

182

275

275

17

37

56

68

96

182

275

275

18

37

56

68

96

182

275

275

19

37

56

68

96

182

275

275

20

37

56

69

96

182

276

276

21

38

56

69

96

182

276

276

22

37

56

69

96

182

276

276

23

37

56

68

96

182

275

275

24

37

56

68

96

181

275

275

25

36

55

67

95

181

274

274

26

36

55

69

95

180

274

274

27

35

54

71

94

180

273

273

28

35

53

73

94

179

273

273

29

34

53

77

93

179

272

272

30

33

52

79

92

178

272

272

3.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 123 | 135 | 141 | 162 | 280 | 375 | 3605 |
| 2 | 122 | 134 | 140 | 161 | 279 | 386 | 2 652 |
| 3 | 120 | 133 | 141 | 165 | 272 | 399 | 1 990 |
| 4 | 119 | 133 | 143 | 168 | 269 | 398 | 1 533 |
| 5 | 120 | 134 | 146 | 169 | 269 | 388 | 1213 |
| 6 | 120 | 136 | 147 | 171 | 267 | 373 | 983 |
| 7 | 120 | 137 | 148 | 172 | 266 | 360 | 812 |
| 8 | 119 | 137 | 148 | 174 | 265 | 359 | 682 |
| 9 | 119 | 137 | 148 | 175 | 264 | 358 | 580 |
| 10 | 118 | 137 | 149 | 177 | 264 | 357 | 499 |
| 11 | 118 | 137 | 149 | 177 | 263 | 356 | 433 |
| 12 | 117 | 136 | 148 | 176 | 262 | 355 | 379 |
| 13 | 116 | 135 | 147 | 175 | 260 | 354 | 354 |
| 14 | 115 | 133 | 146 | 173 | 259 | 353 | 353 |
| 15 | 113 | 131 | 144 | 171 | 257 | 351 | 351 |
| 16 | 111 | 129 | 142 | 169 | 255 | 349 | 349 |
| 17 | 108 | 127 | 139 | 167 | 253 | 346 | 346 |
| 18 | 106 | 125 | 137 | 165 | 251 | 344 | 344 |
| 19 | 104 | 123 | 135 | 163 | 249 | 342 | 342 |
| 20 | 102 | 121 | 133 | 161 | 246 | 340 | 340 |
| 21 | 100 | 118 | 131 | 158 | 244 | 338 | 338 |
| 22 | 97 | 116 | 129 | 156 | 242 | 335 | 335 |
| 23 | 95 | 114 | 126 | 154 | 240 | 333 | 333 |
| 24 | 93 | 112 | 124 | 152 | 238 | 331 | 331 |
| 25 | 91 | 110 | 122 | 150 | 235 | 329 | 329 |
| 26 | 89 | 107 | 120 | 148 | 233 | 327 | 327 |
| 27 | 87 | 105 | 118 | 145 | 231 | 325 | 325 |
| 28 | 84 | 103 | 116 | 143 | 229 | 323 | 323 |
| 29 | 82 | 101 | 114 | 141 | 227 | 321 | 321 |
| 30 | 81 | 99 | 112 | 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

123

135

141

162

280

375

3605

2

122

134

140

161

279

386

2 652

3

120

133

141

165

272

399

1 990

4

119

133

143

168

269

398

1 533

5

120

134

146

169

269

388

1213

6

120

136

147

171

267

373

983

7

120

137

148

172

266

360

812

8

119

137

148

174

265

359

682

9

119

137

148

175

264

358

580

10

118

137

149

177

264

357

499

11

118

137

149

177

263

356

433

12

117

136

148

176

262

355

379

13

116

135

147

175

260

354

354

14

115

133

146

173

259

353

353

15

113

131

144

171

257

351

351

16

111

129

142

169

255

349

349

17

108

127

139

167

253

346

346

18

106

125

137

165

251

344

344

19

104

123

135

163

249

342

342

20

102

121

133

161

246

340

340

21

100

118

131

158

244

338

338

22

97

116

129

156

242

335

335

23

95

114

126

154

240

333

333

24

93

112

124

152

238

331

331

25

91

110

122

150

235

329

329

26

89

107

120

148

233

327

327

27

87

105

118

145

231

325

325

28

84

103

116

143

229

323

323

29

82

101

114

141

227

321

321

30

81

99

112

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 | 15 | 36 | 153 | 305 | 3 150 |
| 2 | 0 | 10 | 17 | 38 | 155 | 347 | 2 355 |
| 3 | 1 | 12 | 20 | 44 | 151 | 363 | 1 783 |
| 4 | 1 | 14 | 24 | 49 | 150 | 363 | 1 380 |
| 5 | 2 | 17 | 28 | 52 | 151 | 355 | 1 094 |
| 6 | 4 | 20 | 31 | 55 | 151 | 341 | 888 |
| 7 | 6 | 23 | 33 | 57 | 152 | 325 | 734 |
| 8 | 6 | 23 | 34 | 60 | 152 | 308 | 617 |
| 9 | 6 | 24 | 36 | 63 | 152 | 291 | 525 |
| 10 | 6 | 25 | 37 | 64 | 151 | 273 | 452 |
| 11 | 6 | 25 | 37 | 65 | 151 | 257 | 393 |
| 12 | 6 | 25 | 37 | 65 | 151 | 244 | 344 |
| 13 | 6 | 25 | 37 | 65 | 151 | 244 | 303 |
| 14 | 6 | 24 | 37 | 64 | 150 | 244 | 268 |
| 15 | 6 | 24 | 40 | 64 | 150 | 244 | 244 |
| 16 | 6 | 24 | 43 | 64 | 150 | 243 | 243 |
| 17 | 6 | 24 | 45 | 64 | 150 | 243 | 243 |
| 18 | 6 | 24 | 47 | 64 | 150 | 243 | 243 |
| 19 | 7 | 24 | 50 | 64 | 150 | 243 | 243 |
| 20 | 7 | 25 | 53 | 65 | 150 | 244 | 244 |
| 21 | 7 | 25 | 55 | 65 | 151 | 244 | 244 |
| 22 | 9 | 25 | 57 | 65 | 151 | 245 | 245 |
| 23 | 9 | 25 | 59 | 66 | 151 | 245 | 245 |
| 24 | 10 | 26 | 62 | 66 | 152 | 245 | 245 |
| 25 | 10 | 26 | 65 | 67 | 152 | 245 | 245 |
| 26 | 10 | 26 | 67 | 69 | 152 | 245 | 245 |
| 27 | 11 | 26 | 70 | 71 | 152 | 245 | 245 |
| 28 | 11 | 26 | 72 | 73 | 152 | 245 | 245 |
| 29 | 11 | 26 | 74 | 75 | 152 | 245 | 245 |
| 30 | 12 | 26 | 77 | 76 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

15

36

153

305

3 150

2

0

10

17

38

155

347

2 355

3

1

12

20

44

151

363

1 783

4

1

14

24

49

150

363

1 380

5

2

17

28

52

151

355

1 094

6

4

20

31

55

151

341

888

7

6

23

33

57

152

325

734

8

6

23

34

60

152

308

617

9

6

24

36

63

152

291

525

10

6

25

37

64

151

273

452

11

6

25

37

65

151

257

393

12

6

25

37

65

151

244

344

13

6

25

37

65

151

244

303

14

6

24

37

64

150

244

268

15

6

24

40

64

150

244

244

16

6

24

43

64

150

243

243

17

6

24

45

64

150

243

243

18

6

24

47

64

150

243

243

19

7

24

50

64

150

243

243

20

7

25

53

65

150

244

244

21

7

25

55

65

151

244

244

22

9

25

57

65

151

245

245

23

9

25

59

66

151

245

245

24

10

26

62

66

152

245

245

25

10

26

65

67

152

245

245

26

10

26

67

69

152

245

245

27

11

26

70

71

152

245

245

28

11

26

72

73

152

245

245

29

11

26

74

75

152

245

245

30

12

26

77

76

152

245

245

3.29.   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 43 | 50 | 71 | 188 | 307 | 3 177 |
| 2 | 32 | 44 | 50 | 71 | 189 | 351 | 2 380 |
| 3 | 30 | 43 | 52 | 75 | 183 | 367 | 1801 |
| 4 | 29 | 43 | 53 | 78 | 179 | 367 | 1 393 |
| 5 | 29 | 44 | 56 | 79 | 178 | 358 | 1104 |
| 6 | 32 | 48 | 59 | 83 | 179 | 344 | 895 |
| 7 | 30 | 47 | 57 | 82 | 176 | 327 | 740 |
| 8 | 33 | 51 | 62 | 87 | 179 | 310 | 621 |
| 9 | 33 | 51 | 62 | 89 | 178 | 292 | 529 |
| 10 | 28 | 46 | 59 | 86 | 173 | 275 | 455 |
| 11 | 24 | 42 | 55 | 83 | 169 | 262 | 395 |
| 12 | 21 | 39 | 52 | 80 | 165 | 259 | 345 |
| 13 | 18 | 37 | 50 | 77 | 163 | 256 | 304 |
| 14 | 17 | 35 | 48 | 75 | 161 | 255 | 269 |
| 15 | 15 | 34 | 46 | 74 | 160 | 253 | 253 |
| 16 | 14 | 32 | 45 | 73 | 158 | 252 | 252 |
| 17 | 13 | 32 | 45 | 72 | 158 | 251 | 251 |
| 18 | 12 | 31 | 47 | 71 | 157 | 250 | 250 |
| 19 | 12 | 31 | 50 | 71 | 157 | 250 | 250 |
| 20 | 12 | 31 | 52 | 71 | 157 | 250 | 250 |
| 21 | 12 | 31 | 55 | 71 | 157 | 250 | 250 |
| 22 | 12 | 31 | 57 | 71 | 157 | 250 | 250 |
| 23 | 12 | 30 | 59 | 71 | 156 | 250 | 250 |
| 24 | 12 | 30 | 62 | 71 | 156 | 250 | 250 |
| 25 | 11 | 30 | 64 | 70 | 156 | 250 | 250 |
| 26 | 11 | 30 | 67 | 70 | 156 | 249 | 249 |
| 27 | 11 | 30 | 69 | 70 | 156 | 249 | 249 |
| 28 | 11 | 30 | 72 | 72 | 156 | 249 | 249 |
| 29 | 11 | 30 | 74 | 74 | 156 | 249 | 249 |
| 30 | 12 | 29 | 77 | 76 | 155 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

43

50

71

188

307

3 177

2

32

44

50

71

189

351

2 380

3

30

43

52

75

183

367

1801

4

29

43

53

78

179

367

1 393

5

29

44

56

79

178

358

1104

6

32

48

59

83

179

344

895

7

30

47

57

82

176

327

740

8

33

51

62

87

179

310

621

9

33

51

62

89

178

292

529

10

28

46

59

86

173

275

455

11

24

42

55

83

169

262

395

12

21

39

52

80

165

259

345

13

18

37

50

77

163

256

304

14

17

35

48

75

161

255

269

15

15

34

46

74

160

253

253

16

14

32

45

73

158

252

252

17

13

32

45

72

158

251

251

18

12

31

47

71

157

250

250

19

12

31

50

71

157

250

250

20

12

31

52

71

157

250

250

21

12

31

55

71

157

250

250

22

12

31

57

71

157

250

250

23

12

30

59

71

156

250

250

24

12

30

62

71

156

250

250

25

11

30

64

70

156

250

250

26

11

30

67

70

156

249

249

27

11

30

69

70

156

249

249

28

11

30

72

72

156

249

249

29

11

30

74

74

156

249

249

30

12

29

77

76

155

249

249

3.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 205 | 218 | 224 | 245 | 362 | 458 | 4 274 |
| 2 | 203 | 215 | 221 | 242 | 360 | 470 | 3 282 |
| 3 | 198 | 211 | 219 | 242 | 350 | 497 | 2514 |
| 4 | 193 | 207 | 217 | 242 | 343 | 499 | 1 947 |
| 5 | 189 | 204 | 215 | 239 | 338 | 485 | 1 532 |
| 6 | 186 | 202 | 213 | 237 | 333 | 461 | 1 225 |
| 7 | 183 | 200 | 210 | 235 | 329 | 431 | 993 |
| 8 | 178 | 196 | 207 | 233 | 324 | 418 | 814 |
| 9 | 174 | 192 | 204 | 231 | 320 | 413 | 675 |
| 10 | 170 | 189 | 201 | 229 | 315 | 409 | 568 |
| 11 | 166 | 185 | 197 | 225 | 311 | 405 | 485 |
| 12 | 162 | 181 | 193 | 221 | 307 | 400 | 418 |
| 13 | 158 | 177 | 189 | 217 | 303 | 396 | 396 |
| 14 | 154 | 173 | 185 | 213 | 299 | 392 | 392 |
| 15 | 151 | 169 | 182 | 209 | 295 | 389 | 389 |
| 16 | 147 | 166 | 178 | 206 | 292 | 385 | 385 |
| 17 | 144 | 162 | 175 | 203 | 288 | 382 | 382 |
| 18 | 140 | 159 | 172 | 199 | 285 | 379 | 379 |
| 19 | 137 | 156 | 169 | 196 | 282 | 376 | 376 |
| 20 | 135 | 153 | 166 | 193 | 279 | 373 | 373 |
| 21 | 132 | 150 | 163 | 190 | 276 | 370 | 370 |
| 22 | 129 | 147 | 160 | 188 | 273 | 367 | 367 |
| 23 | 126 | 145 | 157 | 185 | 270 | 364 | 364 |
| 24 | 123 | 142 | 154 | 182 | 268 | 361 | 361 |
| 25 | 120 | 139 | 151 | 179 | 265 | 358 | 358 |
| 26 | 118 | 136 | 149 | 176 | 262 | 356 | 356 |
| 27 | 115 | 134 | 146 | 174 | 260 | 353 | 353 |
| 28 | 112 | 131 | 144 | 171 | 257 | 351 | 351 |
| 29 | 110 | 129 | 141 | 169 | 255 | 348 | 348 |
| 30 | 108 | 126 | 139 | 167 | 252 | 346 | 346 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

205

218

224

245

362

458

4 274

2

203

215

221

242

360

470

3 282

3

198

211

219

242

350

497

2514

4

193

207

217

242

343

499

1 947

5

189

204

215

239

338

485

1 532

6

186

202

213

237

333

461

1 225

7

183

200

210

235

329

431

993

8

178

196

207

233

324

418

814

9

174

192

204

231

320

413

675

10

170

189

201

229

315

409

568

11

166

185

197

225

311

405

485

12

162

181

193

221

307

400

418

13

158

177

189

217

303

396

396

14

154

173

185

213

299

392

392

15

151

169

182

209

295

389

389

16

147

166

178

206

292

385

385

17

144

162

175

203

288

382

382

18

140

159

172

199

285

379

379

19

137

156

169

196

282

376

376

20

135

153

166

193

279

373

373

21

132

150

163

190

276

370

370

22

129

147

160

188

273

367

367

23

126

145

157

185

270

364

364

24

123

142

154

182

268

361

361

25

120

139

151

179

265

358

358

26

118

136

149

176

262

356

356

27

115

134

146

174

260

353

353

28

112

131

144

171

257

351

351

29

110

129

141

169

255

348

348

30

108

126

139

167

252

346

346

3.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 25 | 51 | 169 | 308 | 3 182 |
| 2 | 0 | 14 | 25 | 51 | 169 | 350 | 2 375 |
| 3 | 1 | 17 | 28 | 55 | 166 | 365 | 1 792 |
| 4 | 1 | 20 | 31 | 60 | 164 | 364 | 1 386 |
| 5 | 3 | 23 | 36 | 66 | 165 | 356 | 1 098 |
| 6 | 5 | 26 | 39 | 68 | 166 | 342 | 891 |
| 7 | 8 | 30 | 42 | 70 | 166 | 326 | 736 |
| 8 | 10 | 34 | 45 | 74 | 166 | 309 | 619 |
| 9 | 12 | 37 | 49 | 76 | 166 | 291 | 527 |
| 10 | 13 | 39 | 51 | 77 | 166 | 274 | 453 |
| 11 | 14 | 40 | 52 | 78 | 166 | 260 | 394 |
| 12 | 15 | 42 | 54 | 79 | 166 | 260 | 345 |
| 13 | 16 | 43 | 54 | 80 | 166 | 260 | 304 |
| 14 | 16 | 44 | 55 | 80 | 166 | 260 | 269 |
| 15 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 16 | 17 | 44 | 55 | 80 | 166 | 259 | 259 |
| 17 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 18 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 19 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 20 | 17 | 44 | 55 | 80 | 166 | 260 | 260 |
| 21 | 17 | 44 | 55 | 80 | 167 | 260 | 260 |
| 22 | 17 | 44 | 57 | 80 | 167 | 260 | 260 |
| 23 | 17 | 44 | 59 | 80 | 167 | 260 | 260 |
| 24 | 17 | 44 | 62 | 80 | 166 | 260 | 260 |
| 25 | 17 | 44 | 64 | 80 | 166 | 260 | 260 |
| 26 | 17 | 44 | 67 | 80 | 166 | 259 | 259 |
| 27 | 17 | 44 | 69 | 80 | 166 | 259 | 259 |
| 28 | 17 | 44 | 72 | 80 | 165 | 259 | 259 |
| 29 | 17 | 44 | 74 | 80 | 165 | 258 | 258 |
| 30 | 17 | 44 | 77 | 80 | 165 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

25

51

169

308

3 182

2

0

14

25

51

169

350

2 375

3

1

17

28

55

166

365

1 792

4

1

20

31

60

164

364

1 386

5

3

23

36

66

165

356

1 098

6

5

26

39

68

166

342

891

7

8

30

42

70

166

326

736

8

10

34

45

74

166

309

619

9

12

37

49

76

166

291

527

10

13

39

51

77

166

274

453

11

14

40

52

78

166

260

394

12

15

42

54

79

166

260

345

13

16

43

54

80

166

260

304

14

16

44

55

80

166

260

269

15

17

44

55

80

166

260

260

16

17

44

55

80

166

259

259

17

17

44

55

80

166

260

260

18

17

44

55

80

166

260

260

19

17

44

55

80

166

260

260

20

17

44

55

80

166

260

260

21

17

44

55

80

167

260

260

22

17

44

57

80

167

260

260

23

17

44

59

80

167

260

260

24

17

44

62

80

166

260

260

25

17

44

64

80

166

260

260

26

17

44

67

80

166

259

259

27

17

44

69

80

166

259

259

28

17

44

72

80

165

259

259

29

17

44

74

80

165

258

258

30

17

44

77

80

165

258

258

3.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 14 | 132 | 292 | 3 009 |
| 2 | 0 | 1 | 6 | 13 | 130 | 333 | 2 245 |
| 3 | 1 | 1 | 8 | 16 | 124 | 347 | 1 697 |
| 4 | 1 | 3 | 11 | 19 | 120 | 347 | 1 313 |
| 5 | 1 | 4 | 13 | 21 | 120 | 339 | 1 042 |
| 6 | 2 | 4 | 16 | 24 | 119 | 326 | 846 |
| 7 | 2 | 6 | 19 | 26 | 119 | 311 | 700 |
| 8 | 2 | 6 | 21 | 29 | 119 | 295 | 589 |
| 9 | 4 | 7 | 24 | 31 | 119 | 278 | 502 |
| 10 | 4 | 8 | 27 | 33 | 119 | 262 | 432 |
| 11 | 4 | 9 | 28 | 36 | 119 | 246 | 376 |
| 12 | 4 | 9 | 31 | 38 | 119 | 231 | 329 |
| 13 | 4 | 11 | 34 | 40 | 119 | 216 | 290 |
| 14 | 5 | 11 | 36 | 42 | 119 | 213 | 257 |
| 15 | 6 | 13 | 38 | 44 | 119 | 213 | 229 |
| 16 | 6 | 13 | 41 | 46 | 120 | 213 | 213 |
| 17 | 6 | 14 | 43 | 49 | 120 | 213 | 213 |
| 18 | 6 | 15 | 46 | 51 | 120 | 214 | 214 |
| 19 | 7 | 16 | 48 | 52 | 122 | 214 | 214 |
| 20 | 7 | 16 | 51 | 55 | 124 | 215 | 215 |
| 21 | 7 | 18 | 53 | 57 | 126 | 215 | 215 |
| 22 | 8 | 18 | 55 | 58 | 128 | 216 | 216 |
| 23 | 8 | 19 | 58 | 61 | 129 | 216 | 216 |
| 24 | 8 | 21 | 60 | 63 | 131 | 216 | 216 |
| 25 | 9 | 21 | 63 | 65 | 133 | 216 | 216 |
| 26 | 9 | 22 | 64 | 66 | 134 | 216 | 216 |
| 27 | 10 | 23 | 67 | 68 | 135 | 216 | 216 |
| 28 | 10 | 24 | 69 | 70 | 136 | 216 | 216 |
| 29 | 10 | 24 | 72 | 72 | 138 | 216 | 216 |
| 30 | 11 | 26 | 74 | 73 | 138 | 216 | 216 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

14

132

292

3 009

2

0

1

6

13

130

333

2 245

3

1

1

8

16

124

347

1 697

4

1

3

11

19

120

347

1 313

5

1

4

13

21

120

339

1 042

6

2

4

16

24

119

326

846

7

2

6

19

26

119

311

700

8

2

6

21

29

119

295

589

9

4

7

24

31

119

278

502

10

4

8

27

33

119

262

432

11

4

9

28

36

119

246

376

12

4

9

31

38

119

231

329

13

4

11

34

40

119

216

290

14

5

11

36

42

119

213

257

15

6

13

38

44

119

213

229

16

6

13

41

46

120

213

213

17

6

14

43

49

120

213

213

18

6

15

46

51

120

214

214

19

7

16

48

52

122

214

214

20

7

16

51

55

124

215

215

21

7

18

53

57

126

215

215

22

8

18

55

58

128

216

216

23

8

19

58

61

129

216

216

24

8

21

60

63

131

216

216

25

9

21

63

65

133

216

216

26

9

22

64

66

134

216

216

27

10

23

67

68

135

216

216

28

10

24

69

70

136

216

216

29

10

24

72

72

138

216

216

30

11

26

74

73

138

216

216

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 25 |
| Euro | Belgium | 25 |
| Euro | Cyprus | 25 |
| Euro | Estonia | 25 |
| Euro | Finland | 25 |
| Euro | France | 25 |
| Euro | Germany | 25 |
| Euro | Greece | 25 |
| Euro | Ireland | 25 |
| Euro | Italy | 25 |
| Euro | Latvia | 25 |
| Euro | Lithuania | 25 |
| Euro | Luxembourg | 25 |
| Euro | Malta | 25 |
| Euro | Netherlands | 25 |
| Euro | Portugal | 25 |
| Euro | Slovakia | 25 |
| Euro | Slovenia | 25 |
| Euro | Spain | 25 |
| Czech koruna | Czech Republic | 32 |
| Danish krone | Denmark | 33 |
| Forint | Hungary | 18 |
| Krona | Sweden | 19 |
| Kuna | Croatia | 5 |
| Lev | Bulgaria | -0 |
| Pound sterling | United Kingdom | 26 |
| Romanian leu | Romania | 13 |
| Zloty | Poland | 32 |
| Króna | Iceland | 12 |
| Norwegian krone | Norway | 52 |
| Swiss franc | Liechtenstein | -2 |
| Swiss franc | Switzerland | -2 |
| Australian dollar | Australia | 35 |
| Canadian dollar | Canada | 54 |
| Renminbi-yuan | China | 28 |
| Hong Kong dollar | Hong Kong | 8 |
| US dollar | United States | 61 |
| Yen | Japan | 6 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

25

Euro

Belgium

25

Euro

Cyprus

25

Euro

Estonia

25

Euro

Finland

25

Euro

France

25

Euro

Germany

25

Euro

Greece

25

Euro

Ireland

25

Euro

Italy

25

Euro

Latvia

25

Euro

Lithuania

25

Euro

Luxembourg

25

Euro

Malta

25

Euro

Netherlands

25

Euro

Portugal

25

Euro

Slovakia

25

Euro

Slovenia

25

Euro

Spain

25

Czech koruna

Czech Republic

32

Danish krone

Denmark

33

Forint

Hungary

18

Krona

Sweden

19

Kuna

Croatia

5

Lev

Bulgaria

-0

Pound sterling

United Kingdom

26

Romanian leu

Romania

13

Zloty

Poland

32

Króna

Iceland

12

Norwegian krone

Norway

52

Swiss franc

Liechtenstein

-2

Swiss franc

Switzerland

-2

Australian dollar

Australia

35

Canadian dollar

Canada

54

Renminbi-yuan

China

28

Hong Kong dollar

Hong Kong

8

US dollar

United States

61

Yen

Japan

6

---