# L_2023214EN.01009501.xml

| 31.8.2023 | EN | Official Journal of the European Union | L 214/95 |
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31.8.2023

EN

Official Journal of the European Union

L 214/95

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COMMISSION IMPLEMENTING REGULATION (EU) 2023/1672

of 30 August 2023

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June 2023 until 29 September 2023 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2023 market data. That information was published on 6 July 2023 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2023, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2023 market data. That information was published on 6 July 2023 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 2023 until 29 September 2023.

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 interest rate term structures set out in Annex I; |
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(a)

the relevant risk-free interest 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 2023.

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

Done at Brussels, 30 August 2023.

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 (in %) | Czech koruna (in %) | Danish krone (in %) | Forint (in %) | Krona (in %) | Lev (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 3,983 | 6,675 | 3,973 | 10,109 | 4,127 | 3,933 |
| 2 | 3,772 | 5,586 | 3,762 | 9,347 | 3,935 | 3,722 |
| 3 | 3,501 | 4,936 | 3,491 | 8,668 | 3,656 | 3,451 |
| 4 | 3,282 | 4,551 | 3,272 | 8,087 | 3,426 | 3,232 |
| 5 | 3,132 | 4,309 | 3,122 | 7,626 | 3,255 | 3,083 |
| 6 | 3,037 | 4,162 | 3,027 | 7,273 | 3,131 | 2,987 |
| 7 | 2,970 | 4,072 | 2,960 | 7,009 | 3,043 | 2,920 |
| 8 | 2,926 | 4,018 | 2,916 | 6,821 | 2,983 | 2,877 |
| 9 | 2,897 | 3,988 | 2,887 | 6,696 | 2,947 | 2,847 |
| 10 | 2,879 | 3,972 | 2,870 | 6,612 | 2,933 | 2,830 |
| 11 | 2,869 | 3,968 | 2,860 | 6,564 | 2,939 | 2,820 |
| 12 | 2,859 | 3,970 | 2,849 | 6,538 | 2,957 | 2,809 |
| 13 | 2,851 | 3,975 | 2,841 | 6,531 | 2,979 | 2,801 |
| 14 | 2,839 | 3,979 | 2,829 | 6,539 | 3,003 | 2,790 |
| 15 | 2,819 | 3,982 | 2,809 | 6,553 | 3,026 | 2,770 |
| 16 | 2,788 | 3,981 | 2,778 | 6,555 | 3,049 | 2,739 |
| 17 | 2,752 | 3,979 | 2,742 | 6,545 | 3,070 | 2,702 |
| 18 | 2,716 | 3,974 | 2,706 | 6,526 | 3,090 | 2,666 |
| 19 | 2,684 | 3,968 | 2,674 | 6,499 | 3,108 | 2,635 |
| 20 | 2,660 | 3,960 | 2,650 | 6,467 | 3,124 | 2,611 |
| 21 | 2,644 | 3,952 | 2,635 | 6,431 | 3,139 | 2,596 |
| 22 | 2,636 | 3,944 | 2,627 | 6,393 | 3,153 | 2,589 |
| 23 | 2,634 | 3,935 | 2,625 | 6,353 | 3,166 | 2,588 |
| 24 | 2,636 | 3,926 | 2,627 | 6,312 | 3,177 | 2,591 |
| 25 | 2,642 | 3,916 | 2,633 | 6,270 | 3,188 | 2,597 |
| 26 | 2,650 | 3,907 | 2,641 | 6,228 | 3,198 | 2,606 |
| 27 | 2,660 | 3,898 | 2,651 | 6,186 | 3,208 | 2,618 |
| 28 | 2,671 | 3,888 | 2,663 | 6,145 | 3,216 | 2,630 |
| 29 | 2,684 | 3,879 | 2,676 | 6,105 | 3,224 | 2,644 |
| 30 | 2,697 | 3,870 | 2,689 | 6,066 | 3,232 | 2,658 |
| 31 | 2,710 | 3,861 | 2,703 | 6,027 | 3,239 | 2,673 |
| 32 | 2,724 | 3,852 | 2,717 | 5,990 | 3,245 | 2,688 |
| 33 | 2,738 | 3,844 | 2,731 | 5,954 | 3,252 | 2,703 |
| 34 | 2,753 | 3,835 | 2,746 | 5,919 | 3,257 | 2,718 |
| 35 | 2,767 | 3,827 | 2,760 | 5,885 | 3,263 | 2,733 |
| 36 | 2,781 | 3,819 | 2,774 | 5,852 | 3,268 | 2,747 |
| 37 | 2,794 | 3,811 | 2,788 | 5,820 | 3,273 | 2,762 |
| 38 | 2,808 | 3,804 | 2,801 | 5,789 | 3,278 | 2,776 |
| 39 | 2,821 | 3,797 | 2,815 | 5,760 | 3,282 | 2,790 |
| 40 | 2,834 | 3,790 | 2,828 | 5,731 | 3,286 | 2,804 |
| 41 | 2,846 | 3,783 | 2,840 | 5,704 | 3,290 | 2,817 |
| 42 | 2,859 | 3,776 | 2,853 | 5,678 | 3,294 | 2,830 |
| 43 | 2,870 | 3,770 | 2,865 | 5,652 | 3,298 | 2,842 |
| 44 | 2,882 | 3,763 | 2,876 | 5,628 | 3,301 | 2,854 |
| 45 | 2,893 | 3,757 | 2,888 | 5,604 | 3,304 | 2,866 |
| 46 | 2,904 | 3,752 | 2,899 | 5,581 | 3,308 | 2,878 |
| 47 | 2,915 | 3,746 | 2,909 | 5,559 | 3,311 | 2,889 |
| 48 | 2,925 | 3,740 | 2,920 | 5,538 | 3,314 | 2,899 |
| 49 | 2,935 | 3,735 | 2,930 | 5,518 | 3,316 | 2,910 |
| 50 | 2,944 | 3,730 | 2,939 | 5,498 | 3,319 | 2,920 |
| 51 | 2,953 | 3,725 | 2,949 | 5,479 | 3,322 | 2,930 |
| 52 | 2,962 | 3,720 | 2,958 | 5,461 | 3,324 | 2,939 |
| 53 | 2,971 | 3,715 | 2,967 | 5,443 | 3,326 | 2,948 |
| 54 | 2,980 | 3,711 | 2,975 | 5,426 | 3,329 | 2,957 |
| 55 | 2,988 | 3,706 | 2,983 | 5,409 | 3,331 | 2,966 |
| 56 | 2,996 | 3,702 | 2,991 | 5,393 | 3,333 | 2,974 |
| 57 | 3,003 | 3,698 | 2,999 | 5,378 | 3,335 | 2,982 |
| 58 | 3,011 | 3,694 | 3,007 | 5,363 | 3,337 | 2,990 |
| 59 | 3,018 | 3,690 | 3,014 | 5,349 | 3,339 | 2,997 |
| 60 | 3,025 | 3,686 | 3,021 | 5,335 | 3,341 | 3,005 |
| 61 | 3,032 | 3,682 | 3,028 | 5,321 | 3,343 | 3,012 |
| 62 | 3,038 | 3,679 | 3,035 | 5,308 | 3,344 | 3,019 |
| 63 | 3,045 | 3,675 | 3,041 | 5,295 | 3,346 | 3,026 |
| 64 | 3,051 | 3,672 | 3,047 | 5,283 | 3,348 | 3,032 |
| 65 | 3,057 | 3,668 | 3,053 | 5,271 | 3,349 | 3,038 |
| 66 | 3,063 | 3,665 | 3,059 | 5,259 | 3,351 | 3,045 |
| 67 | 3,069 | 3,662 | 3,065 | 5,248 | 3,352 | 3,050 |
| 68 | 3,074 | 3,659 | 3,071 | 5,237 | 3,354 | 3,056 |
| 69 | 3,080 | 3,656 | 3,076 | 5,226 | 3,355 | 3,062 |
| 70 | 3,085 | 3,653 | 3,081 | 5,216 | 3,356 | 3,067 |
| 71 | 3,090 | 3,650 | 3,086 | 5,206 | 3,358 | 3,073 |
| 72 | 3,095 | 3,648 | 3,091 | 5,196 | 3,359 | 3,078 |
| 73 | 3,100 | 3,645 | 3,096 | 5,186 | 3,360 | 3,083 |
| 74 | 3,104 | 3,642 | 3,101 | 5,177 | 3,361 | 3,088 |
| 75 | 3,109 | 3,640 | 3,106 | 5,168 | 3,363 | 3,093 |
| 76 | 3,113 | 3,637 | 3,110 | 5,159 | 3,364 | 3,097 |
| 77 | 3,118 | 3,635 | 3,115 | 5,151 | 3,365 | 3,102 |
| 78 | 3,122 | 3,633 | 3,119 | 5,142 | 3,366 | 3,106 |
| 79 | 3,126 | 3,630 | 3,123 | 5,134 | 3,367 | 3,111 |
| 80 | 3,130 | 3,628 | 3,127 | 5,126 | 3,368 | 3,115 |
| 81 | 3,134 | 3,626 | 3,131 | 5,119 | 3,369 | 3,119 |
| 82 | 3,138 | 3,624 | 3,135 | 5,111 | 3,370 | 3,123 |
| 83 | 3,142 | 3,622 | 3,139 | 5,104 | 3,371 | 3,127 |
| 84 | 3,145 | 3,620 | 3,142 | 5,096 | 3,372 | 3,131 |
| 85 | 3,149 | 3,618 | 3,146 | 5,089 | 3,373 | 3,135 |
| 86 | 3,152 | 3,616 | 3,150 | 5,083 | 3,374 | 3,138 |
| 87 | 3,156 | 3,614 | 3,153 | 5,076 | 3,375 | 3,142 |
| 88 | 3,159 | 3,612 | 3,156 | 5,069 | 3,376 | 3,145 |
| 89 | 3,162 | 3,610 | 3,160 | 5,063 | 3,376 | 3,149 |
| 90 | 3,166 | 3,608 | 3,163 | 5,057 | 3,377 | 3,152 |
| 91 | 3,169 | 3,607 | 3,166 | 5,050 | 3,378 | 3,155 |
| 92 | 3,172 | 3,605 | 3,169 | 5,044 | 3,379 | 3,158 |
| 93 | 3,175 | 3,603 | 3,172 | 5,039 | 3,380 | 3,162 |
| 94 | 3,178 | 3,602 | 3,175 | 5,033 | 3,380 | 3,165 |
| 95 | 3,181 | 3,600 | 3,178 | 5,027 | 3,381 | 3,168 |
| 96 | 3,183 | 3,599 | 3,181 | 5,022 | 3,382 | 3,171 |
| 97 | 3,186 | 3,597 | 3,184 | 5,016 | 3,382 | 3,173 |
| 98 | 3,189 | 3,596 | 3,186 | 5,011 | 3,383 | 3,176 |
| 99 | 3,191 | 3,594 | 3,189 | 5,006 | 3,384 | 3,179 |
| 100 | 3,194 | 3,593 | 3,192 | 5,001 | 3,384 | 3,182 |
| 101 | 3,196 | 3,591 | 3,194 | 4,996 | 3,385 | 3,184 |
| 102 | 3,199 | 3,590 | 3,197 | 4,991 | 3,386 | 3,187 |
| 103 | 3,201 | 3,588 | 3,199 | 4,986 | 3,386 | 3,190 |
| 104 | 3,204 | 3,587 | 3,201 | 4,981 | 3,387 | 3,192 |
| 105 | 3,206 | 3,586 | 3,204 | 4,977 | 3,388 | 3,195 |
| 106 | 3,208 | 3,585 | 3,206 | 4,972 | 3,388 | 3,197 |
| 107 | 3,211 | 3,583 | 3,208 | 4,968 | 3,389 | 3,199 |
| 108 | 3,213 | 3,582 | 3,211 | 4,964 | 3,389 | 3,202 |
| 109 | 3,215 | 3,581 | 3,213 | 4,959 | 3,390 | 3,204 |
| 110 | 3,217 | 3,580 | 3,215 | 4,955 | 3,390 | 3,206 |
| 111 | 3,219 | 3,578 | 3,217 | 4,951 | 3,391 | 3,208 |
| 112 | 3,221 | 3,577 | 3,219 | 4,947 | 3,391 | 3,210 |
| 113 | 3,223 | 3,576 | 3,221 | 4,943 | 3,392 | 3,213 |
| 114 | 3,225 | 3,575 | 3,223 | 4,939 | 3,393 | 3,215 |
| 115 | 3,227 | 3,574 | 3,225 | 4,935 | 3,393 | 3,217 |
| 116 | 3,229 | 3,573 | 3,227 | 4,932 | 3,393 | 3,219 |
| 117 | 3,231 | 3,572 | 3,229 | 4,928 | 3,394 | 3,221 |
| 118 | 3,233 | 3,571 | 3,231 | 4,924 | 3,394 | 3,223 |
| 119 | 3,235 | 3,570 | 3,233 | 4,921 | 3,395 | 3,225 |
| 120 | 3,237 | 3,569 | 3,235 | 4,917 | 3,395 | 3,226 |
| 121 | 3,238 | 3,568 | 3,236 | 4,914 | 3,396 | 3,228 |
| 122 | 3,240 | 3,567 | 3,238 | 4,910 | 3,396 | 3,230 |
| 123 | 3,242 | 3,566 | 3,240 | 4,907 | 3,397 | 3,232 |
| 124 | 3,243 | 3,565 | 3,241 | 4,904 | 3,397 | 3,234 |
| 125 | 3,245 | 3,564 | 3,243 | 4,900 | 3,398 | 3,235 |
| 126 | 3,247 | 3,563 | 3,245 | 4,897 | 3,398 | 3,237 |
| 127 | 3,248 | 3,562 | 3,246 | 4,894 | 3,398 | 3,239 |
| 128 | 3,250 | 3,561 | 3,248 | 4,891 | 3,399 | 3,240 |
| 129 | 3,251 | 3,561 | 3,250 | 4,888 | 3,399 | 3,242 |
| 130 | 3,253 | 3,560 | 3,251 | 4,885 | 3,400 | 3,244 |
| 131 | 3,254 | 3,559 | 3,253 | 4,882 | 3,400 | 3,245 |
| 132 | 3,256 | 3,558 | 3,254 | 4,879 | 3,400 | 3,247 |
| 133 | 3,257 | 3,557 | 3,256 | 4,876 | 3,401 | 3,248 |
| 134 | 3,259 | 3,556 | 3,257 | 4,874 | 3,401 | 3,250 |
| 135 | 3,260 | 3,556 | 3,258 | 4,871 | 3,401 | 3,251 |
| 136 | 3,262 | 3,555 | 3,260 | 4,868 | 3,402 | 3,253 |
| 137 | 3,263 | 3,554 | 3,261 | 4,865 | 3,402 | 3,254 |
| 138 | 3,264 | 3,553 | 3,263 | 4,863 | 3,403 | 3,256 |
| 139 | 3,266 | 3,553 | 3,264 | 4,860 | 3,403 | 3,257 |
| 140 | 3,267 | 3,552 | 3,265 | 4,857 | 3,403 | 3,258 |
| 141 | 3,268 | 3,551 | 3,267 | 4,855 | 3,404 | 3,260 |
| 142 | 3,270 | 3,550 | 3,268 | 4,852 | 3,404 | 3,261 |
| 143 | 3,271 | 3,550 | 3,269 | 4,850 | 3,404 | 3,262 |
| 144 | 3,272 | 3,549 | 3,270 | 4,848 | 3,404 | 3,264 |
| 145 | 3,273 | 3,548 | 3,272 | 4,845 | 3,405 | 3,265 |
| 146 | 3,275 | 3,548 | 3,273 | 4,843 | 3,405 | 3,266 |
| 147 | 3,276 | 3,547 | 3,274 | 4,840 | 3,405 | 3,267 |
| 148 | 3,277 | 3,546 | 3,275 | 4,838 | 3,406 | 3,269 |
| 149 | 3,278 | 3,546 | 3,276 | 4,836 | 3,406 | 3,270 |
| 150 | 3,279 | 3,545 | 3,278 | 4,834 | 3,406 | 3,271 |

Term to maturity (in years)

Euro (in %)

Czech koruna (in %)

Danish krone (in %)

Forint (in %)

Krona (in %)

Lev (in %)

1

3,983

6,675

3,973

10,109

4,127

3,933

2

3,772

5,586

3,762

9,347

3,935

3,722

3

3,501

4,936

3,491

8,668

3,656

3,451

4

3,282

4,551

3,272

8,087

3,426

3,232

5

3,132

4,309

3,122

7,626

3,255

3,083

6

3,037

4,162

3,027

7,273

3,131

2,987

7

2,970

4,072

2,960

7,009

3,043

2,920

8

2,926

4,018

2,916

6,821

2,983

2,877

9

2,897

3,988

2,887

6,696

2,947

2,847

10

2,879

3,972

2,870

6,612

2,933

2,830

11

2,869

3,968

2,860

6,564

2,939

2,820

12

2,859

3,970

2,849

6,538

2,957

2,809

13

2,851

3,975

2,841

6,531

2,979

2,801

14

2,839

3,979

2,829

6,539

3,003

2,790

15

2,819

3,982

2,809

6,553

3,026

2,770

16

2,788

3,981

2,778

6,555

3,049

2,739

17

2,752

3,979

2,742

6,545

3,070

2,702

18

2,716

3,974

2,706

6,526

3,090

2,666

19

2,684

3,968

2,674

6,499

3,108

2,635

20

2,660

3,960

2,650

6,467

3,124

2,611

21

2,644

3,952

2,635

6,431

3,139

2,596

22

2,636

3,944

2,627

6,393

3,153

2,589

23

2,634

3,935

2,625

6,353

3,166

2,588

24

2,636

3,926

2,627

6,312

3,177

2,591

25

2,642

3,916

2,633

6,270

3,188

2,597

26

2,650

3,907

2,641

6,228

3,198

2,606

27

2,660

3,898

2,651

6,186

3,208

2,618

28

2,671

3,888

2,663

6,145

3,216

2,630

29

2,684

3,879

2,676

6,105

3,224

2,644

30

2,697

3,870

2,689

6,066

3,232

2,658

31

2,710

3,861

2,703

6,027

3,239

2,673

32

2,724

3,852

2,717

5,990

3,245

2,688

33

2,738

3,844

2,731

5,954

3,252

2,703

34

2,753

3,835

2,746

5,919

3,257

2,718

35

2,767

3,827

2,760

5,885

3,263

2,733

36

2,781

3,819

2,774

5,852

3,268

2,747

37

2,794

3,811

2,788

5,820

3,273

2,762

38

2,808

3,804

2,801

5,789

3,278

2,776

39

2,821

3,797

2,815

5,760

3,282

2,790

40

2,834

3,790

2,828

5,731

3,286

2,804

41

2,846

3,783

2,840

5,704

3,290

2,817

42

2,859

3,776

2,853

5,678

3,294

2,830

43

2,870

3,770

2,865

5,652

3,298

2,842

44

2,882

3,763

2,876

5,628

3,301

2,854

45

2,893

3,757

2,888

5,604

3,304

2,866

46

2,904

3,752

2,899

5,581

3,308

2,878

47

2,915

3,746

2,909

5,559

3,311

2,889

48

2,925

3,740

2,920

5,538

3,314

2,899

49

2,935

3,735

2,930

5,518

3,316

2,910

50

2,944

3,730

2,939

5,498

3,319

2,920

51

2,953

3,725

2,949

5,479

3,322

2,930

52

2,962

3,720

2,958

5,461

3,324

2,939

53

2,971

3,715

2,967

5,443

3,326

2,948

54

2,980

3,711

2,975

5,426

3,329

2,957

55

2,988

3,706

2,983

5,409

3,331

2,966

56

2,996

3,702

2,991

5,393

3,333

2,974

57

3,003

3,698

2,999

5,378

3,335

2,982

58

3,011

3,694

3,007

5,363

3,337

2,990

59

3,018

3,690

3,014

5,349

3,339

2,997

60

3,025

3,686

3,021

5,335

3,341

3,005

61

3,032

3,682

3,028

5,321

3,343

3,012

62

3,038

3,679

3,035

5,308

3,344

3,019

63

3,045

3,675

3,041

5,295

3,346

3,026

64

3,051

3,672

3,047

5,283

3,348

3,032

65

3,057

3,668

3,053

5,271

3,349

3,038

66

3,063

3,665

3,059

5,259

3,351

3,045

67

3,069

3,662

3,065

5,248

3,352

3,050

68

3,074

3,659

3,071

5,237

3,354

3,056

69

3,080

3,656

3,076

5,226

3,355

3,062

70

3,085

3,653

3,081

5,216

3,356

3,067

71

3,090

3,650

3,086

5,206

3,358

3,073

72

3,095

3,648

3,091

5,196

3,359

3,078

73

3,100

3,645

3,096

5,186

3,360

3,083

74

3,104

3,642

3,101

5,177

3,361

3,088

75

3,109

3,640

3,106

5,168

3,363

3,093

76

3,113

3,637

3,110

5,159

3,364

3,097

77

3,118

3,635

3,115

5,151

3,365

3,102

78

3,122

3,633

3,119

5,142

3,366

3,106

79

3,126

3,630

3,123

5,134

3,367

3,111

80

3,130

3,628

3,127

5,126

3,368

3,115

81

3,134

3,626

3,131

5,119

3,369

3,119

82

3,138

3,624

3,135

5,111

3,370

3,123

83

3,142

3,622

3,139

5,104

3,371

3,127

84

3,145

3,620

3,142

5,096

3,372

3,131

85

3,149

3,618

3,146

5,089

3,373

3,135

86

3,152

3,616

3,150

5,083

3,374

3,138

87

3,156

3,614

3,153

5,076

3,375

3,142

88

3,159

3,612

3,156

5,069

3,376

3,145

89

3,162

3,610

3,160

5,063

3,376

3,149

90

3,166

3,608

3,163

5,057

3,377

3,152

91

3,169

3,607

3,166

5,050

3,378

3,155

92

3,172

3,605

3,169

5,044

3,379

3,158

93

3,175

3,603

3,172

5,039

3,380

3,162

94

3,178

3,602

3,175

5,033

3,380

3,165

95

3,181

3,600

3,178

5,027

3,381

3,168

96

3,183

3,599

3,181

5,022

3,382

3,171

97

3,186

3,597

3,184

5,016

3,382

3,173

98

3,189

3,596

3,186

5,011

3,383

3,176

99

3,191

3,594

3,189

5,006

3,384

3,179

100

3,194

3,593

3,192

5,001

3,384

3,182

101

3,196

3,591

3,194

4,996

3,385

3,184

102

3,199

3,590

3,197

4,991

3,386

3,187

103

3,201

3,588

3,199

4,986

3,386

3,190

104

3,204

3,587

3,201

4,981

3,387

3,192

105

3,206

3,586

3,204

4,977

3,388

3,195

106

3,208

3,585

3,206

4,972

3,388

3,197

107

3,211

3,583

3,208

4,968

3,389

3,199

108

3,213

3,582

3,211

4,964

3,389

3,202

109

3,215

3,581

3,213

4,959

3,390

3,204

110

3,217

3,580

3,215

4,955

3,390

3,206

111

3,219

3,578

3,217

4,951

3,391

3,208

112

3,221

3,577

3,219

4,947

3,391

3,210

113

3,223

3,576

3,221

4,943

3,392

3,213

114

3,225

3,575

3,223

4,939

3,393

3,215

115

3,227

3,574

3,225

4,935

3,393

3,217

116

3,229

3,573

3,227

4,932

3,393

3,219

117

3,231

3,572

3,229

4,928

3,394

3,221

118

3,233

3,571

3,231

4,924

3,394

3,223

119

3,235

3,570

3,233

4,921

3,395

3,225

120

3,237

3,569

3,235

4,917

3,395

3,226

121

3,238

3,568

3,236

4,914

3,396

3,228

122

3,240

3,567

3,238

4,910

3,396

3,230

123

3,242

3,566

3,240

4,907

3,397

3,232

124

3,243

3,565

3,241

4,904

3,397

3,234

125

3,245

3,564

3,243

4,900

3,398

3,235

126

3,247

3,563

3,245

4,897

3,398

3,237

127

3,248

3,562

3,246

4,894

3,398

3,239

128

3,250

3,561

3,248

4,891

3,399

3,240

129

3,251

3,561

3,250

4,888

3,399

3,242

130

3,253

3,560

3,251

4,885

3,400

3,244

131

3,254

3,559

3,253

4,882

3,400

3,245

132

3,256

3,558

3,254

4,879

3,400

3,247

133

3,257

3,557

3,256

4,876

3,401

3,248

134

3,259

3,556

3,257

4,874

3,401

3,250

135

3,260

3,556

3,258

4,871

3,401

3,251

136

3,262

3,555

3,260

4,868

3,402

3,253

137

3,263

3,554

3,261

4,865

3,402

3,254

138

3,264

3,553

3,263

4,863

3,403

3,256

139

3,266

3,553

3,264

4,860

3,403

3,257

140

3,267

3,552

3,265

4,857

3,403

3,258

141

3,268

3,551

3,267

4,855

3,404

3,260

142

3,270

3,550

3,268

4,852

3,404

3,261

143

3,271

3,550

3,269

4,850

3,404

3,262

144

3,272

3,549

3,270

4,848

3,404

3,264

145

3,273

3,548

3,272

4,845

3,405

3,265

146

3,275

3,548

3,273

4,843

3,405

3,266

147

3,276

3,547

3,274

4,840

3,405

3,267

148

3,277

3,546

3,275

4,838

3,406

3,269

149

3,278

3,546

3,276

4,836

3,406

3,270

150

3,279

3,545

3,278

4,834

3,406

3,271

| Term to maturity (in years) | Pound sterling (in %) | Romanian leu (in %) | Zloty (in %) | Króna (in %) | Norwegian krone (in %) | Swiss franc (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,062 | 6,161 | 5,941 | 8,902 | 4,873 | 1,991 |
| 2 | 5,960 | 6,280 | 5,698 | 8,245 | 4,722 | 1,955 |
| 3 | 5,630 | 6,408 | 5,594 | 7,724 | 4,492 | 1,901 |
| 4 | 5,309 | 6,500 | 5,529 | 7,283 | 4,273 | 1,852 |
| 5 | 5,028 | 6,573 | 5,498 | 6,919 | 4,099 | 1,814 |
| 6 | 4,795 | 6,632 | 5,498 | 6,611 | 3,975 | 1,789 |
| 7 | 4,601 | 6,673 | 5,516 | 6,347 | 3,884 | 1,774 |
| 8 | 4,454 | 6,700 | 5,544 | 6,120 | 3,816 | 1,766 |
| 9 | 4,340 | 6,720 | 5,577 | 5,926 | 3,762 | 1,764 |
| 10 | 4,250 | 6,729 | 5,606 | 5,762 | 3,720 | 1,767 |
| 11 | 4,185 | 6,714 | 5,614 | 5,623 | 3,685 | 1,774 |
| 12 | 4,137 | 6,679 | 5,605 | 5,501 | 3,657 | 1,784 |
| 13 | 4,096 | 6,629 | 5,582 | 5,394 | 3,634 | 1,796 |
| 14 | 4,061 | 6,568 | 5,551 | 5,298 | 3,614 | 1,809 |
| 15 | 4,027 | 6,501 | 5,513 | 5,212 | 3,597 | 1,824 |
| 16 | 3,996 | 6,429 | 5,471 | 5,134 | 3,583 | 1,838 |
| 17 | 3,965 | 6,355 | 5,425 | 5,062 | 3,570 | 1,853 |
| 18 | 3,936 | 6,279 | 5,379 | 4,997 | 3,559 | 1,867 |
| 19 | 3,909 | 6,202 | 5,331 | 4,936 | 3,550 | 1,882 |
| 20 | 3,884 | 6,127 | 5,283 | 4,880 | 3,541 | 1,896 |
| 21 | 3,861 | 6,052 | 5,235 | 4,828 | 3,534 | 1,910 |
| 22 | 3,838 | 5,978 | 5,187 | 4,779 | 3,527 | 1,924 |
| 23 | 3,816 | 5,907 | 5,141 | 4,733 | 3,521 | 1,937 |
| 24 | 3,794 | 5,837 | 5,095 | 4,691 | 3,516 | 1,950 |
| 25 | 3,772 | 5,769 | 5,051 | 4,650 | 3,511 | 1,963 |
| 26 | 3,749 | 5,704 | 5,008 | 4,612 | 3,507 | 1,975 |
| 27 | 3,724 | 5,641 | 4,966 | 4,577 | 3,503 | 1,987 |
| 28 | 3,699 | 5,580 | 4,926 | 4,543 | 3,499 | 1,998 |
| 29 | 3,671 | 5,522 | 4,887 | 4,511 | 3,496 | 2,009 |
| 30 | 3,642 | 5,466 | 4,849 | 4,481 | 3,493 | 2,020 |
| 31 | 3,611 | 5,412 | 4,813 | 4,452 | 3,491 | 2,030 |
| 32 | 3,579 | 5,360 | 4,778 | 4,424 | 3,488 | 2,040 |
| 33 | 3,547 | 5,310 | 4,744 | 4,398 | 3,486 | 2,049 |
| 34 | 3,514 | 5,262 | 4,712 | 4,374 | 3,484 | 2,058 |
| 35 | 3,483 | 5,217 | 4,681 | 4,350 | 3,482 | 2,067 |
| 36 | 3,452 | 5,173 | 4,651 | 4,327 | 3,480 | 2,076 |
| 37 | 3,422 | 5,130 | 4,623 | 4,306 | 3,479 | 2,084 |
| 38 | 3,394 | 5,090 | 4,595 | 4,285 | 3,477 | 2,092 |
| 39 | 3,367 | 5,051 | 4,569 | 4,266 | 3,476 | 2,100 |
| 40 | 3,342 | 5,014 | 4,543 | 4,247 | 3,475 | 2,107 |
| 41 | 3,319 | 4,978 | 4,519 | 4,229 | 3,473 | 2,114 |
| 42 | 3,297 | 4,944 | 4,495 | 4,211 | 3,472 | 2,121 |
| 43 | 3,278 | 4,911 | 4,472 | 4,195 | 3,471 | 2,128 |
| 44 | 3,259 | 4,879 | 4,450 | 4,179 | 3,470 | 2,134 |
| 45 | 3,243 | 4,849 | 4,429 | 4,163 | 3,469 | 2,140 |
| 46 | 3,228 | 4,819 | 4,409 | 4,149 | 3,469 | 2,146 |
| 47 | 3,215 | 4,791 | 4,390 | 4,135 | 3,468 | 2,152 |
| 48 | 3,204 | 4,764 | 4,371 | 4,121 | 3,467 | 2,158 |
| 49 | 3,194 | 4,738 | 4,353 | 4,108 | 3,466 | 2,163 |
| 50 | 3,186 | 4,713 | 4,335 | 4,095 | 3,466 | 2,168 |
| 51 | 3,180 | 4,689 | 4,319 | 4,083 | 3,465 | 2,173 |
| 52 | 3,175 | 4,665 | 4,302 | 4,071 | 3,465 | 2,178 |
| 53 | 3,171 | 4,643 | 4,287 | 4,060 | 3,464 | 2,183 |
| 54 | 3,168 | 4,621 | 4,271 | 4,049 | 3,464 | 2,188 |
| 55 | 3,166 | 4,600 | 4,257 | 4,038 | 3,463 | 2,192 |
| 56 | 3,165 | 4,579 | 4,243 | 4,028 | 3,463 | 2,197 |
| 57 | 3,165 | 4,560 | 4,229 | 4,018 | 3,462 | 2,201 |
| 58 | 3,165 | 4,541 | 4,216 | 4,008 | 3,462 | 2,205 |
| 59 | 3,165 | 4,522 | 4,203 | 3,999 | 3,462 | 2,209 |
| 60 | 3,166 | 4,505 | 4,190 | 3,990 | 3,461 | 2,213 |
| 61 | 3,167 | 4,487 | 4,178 | 3,981 | 3,461 | 2,216 |
| 62 | 3,169 | 4,471 | 4,167 | 3,973 | 3,461 | 2,220 |
| 63 | 3,171 | 4,455 | 4,156 | 3,965 | 3,460 | 2,223 |
| 64 | 3,173 | 4,439 | 4,145 | 3,957 | 3,460 | 2,227 |
| 65 | 3,175 | 4,424 | 4,134 | 3,949 | 3,460 | 2,230 |
| 66 | 3,177 | 4,409 | 4,124 | 3,942 | 3,459 | 2,233 |
| 67 | 3,179 | 4,395 | 4,114 | 3,934 | 3,459 | 2,237 |
| 68 | 3,182 | 4,381 | 4,104 | 3,927 | 3,459 | 2,240 |
| 69 | 3,184 | 4,367 | 4,094 | 3,920 | 3,459 | 2,243 |
| 70 | 3,187 | 4,354 | 4,085 | 3,914 | 3,459 | 2,246 |
| 71 | 3,190 | 4,341 | 4,076 | 3,907 | 3,458 | 2,248 |
| 72 | 3,192 | 4,329 | 4,068 | 3,901 | 3,458 | 2,251 |
| 73 | 3,195 | 4,317 | 4,059 | 3,895 | 3,458 | 2,254 |
| 74 | 3,198 | 4,305 | 4,051 | 3,889 | 3,458 | 2,256 |
| 75 | 3,200 | 4,294 | 4,043 | 3,883 | 3,458 | 2,259 |
| 76 | 3,203 | 4,283 | 4,035 | 3,877 | 3,458 | 2,261 |
| 77 | 3,206 | 4,272 | 4,028 | 3,872 | 3,457 | 2,264 |
| 78 | 3,209 | 4,261 | 4,020 | 3,866 | 3,457 | 2,266 |
| 79 | 3,211 | 4,251 | 4,013 | 3,861 | 3,457 | 2,268 |
| 80 | 3,214 | 4,241 | 4,006 | 3,856 | 3,457 | 2,271 |
| 81 | 3,216 | 4,231 | 3,999 | 3,851 | 3,457 | 2,273 |
| 82 | 3,219 | 4,222 | 3,992 | 3,846 | 3,457 | 2,275 |
| 83 | 3,221 | 4,212 | 3,986 | 3,841 | 3,457 | 2,277 |
| 84 | 3,224 | 4,203 | 3,979 | 3,837 | 3,457 | 2,279 |
| 85 | 3,226 | 4,194 | 3,973 | 3,832 | 3,456 | 2,281 |
| 86 | 3,229 | 4,186 | 3,967 | 3,828 | 3,456 | 2,283 |
| 87 | 3,231 | 4,177 | 3,961 | 3,823 | 3,456 | 2,285 |
| 88 | 3,233 | 4,169 | 3,955 | 3,819 | 3,456 | 2,287 |
| 89 | 3,236 | 4,161 | 3,950 | 3,815 | 3,456 | 2,289 |
| 90 | 3,238 | 4,153 | 3,944 | 3,811 | 3,456 | 2,290 |
| 91 | 3,240 | 4,145 | 3,939 | 3,807 | 3,456 | 2,292 |
| 92 | 3,242 | 4,138 | 3,933 | 3,803 | 3,456 | 2,294 |
| 93 | 3,245 | 4,130 | 3,928 | 3,799 | 3,456 | 2,296 |
| 94 | 3,247 | 4,123 | 3,923 | 3,796 | 3,456 | 2,297 |
| 95 | 3,249 | 4,116 | 3,918 | 3,792 | 3,456 | 2,299 |
| 96 | 3,251 | 4,109 | 3,913 | 3,788 | 3,455 | 2,300 |
| 97 | 3,253 | 4,102 | 3,908 | 3,785 | 3,455 | 2,302 |
| 98 | 3,255 | 4,095 | 3,904 | 3,781 | 3,455 | 2,303 |
| 99 | 3,257 | 4,089 | 3,899 | 3,778 | 3,455 | 2,305 |
| 100 | 3,259 | 4,082 | 3,895 | 3,775 | 3,455 | 2,306 |
| 101 | 3,260 | 4,076 | 3,890 | 3,772 | 3,455 | 2,308 |
| 102 | 3,262 | 4,070 | 3,886 | 3,768 | 3,455 | 2,309 |
| 103 | 3,264 | 4,064 | 3,882 | 3,765 | 3,455 | 2,310 |
| 104 | 3,266 | 4,058 | 3,877 | 3,762 | 3,455 | 2,312 |
| 105 | 3,267 | 4,052 | 3,873 | 3,759 | 3,455 | 2,313 |
| 106 | 3,269 | 4,046 | 3,869 | 3,756 | 3,455 | 2,314 |
| 107 | 3,271 | 4,041 | 3,865 | 3,754 | 3,455 | 2,316 |
| 108 | 3,273 | 4,035 | 3,862 | 3,751 | 3,455 | 2,317 |
| 109 | 3,274 | 4,030 | 3,858 | 3,748 | 3,455 | 2,318 |
| 110 | 3,276 | 4,025 | 3,854 | 3,745 | 3,455 | 2,319 |
| 111 | 3,277 | 4,020 | 3,850 | 3,743 | 3,455 | 2,321 |
| 112 | 3,279 | 4,014 | 3,847 | 3,740 | 3,455 | 2,322 |
| 113 | 3,280 | 4,009 | 3,843 | 3,737 | 3,454 | 2,323 |
| 114 | 3,282 | 4,005 | 3,840 | 3,735 | 3,454 | 2,324 |
| 115 | 3,283 | 4,000 | 3,836 | 3,732 | 3,454 | 2,325 |
| 116 | 3,285 | 3,995 | 3,833 | 3,730 | 3,454 | 2,326 |
| 117 | 3,286 | 3,990 | 3,830 | 3,728 | 3,454 | 2,327 |
| 118 | 3,287 | 3,986 | 3,827 | 3,725 | 3,454 | 2,328 |
| 119 | 3,289 | 3,981 | 3,823 | 3,723 | 3,454 | 2,329 |
| 120 | 3,290 | 3,977 | 3,820 | 3,721 | 3,454 | 2,330 |
| 121 | 3,291 | 3,972 | 3,817 | 3,718 | 3,454 | 2,331 |
| 122 | 3,293 | 3,968 | 3,814 | 3,716 | 3,454 | 2,332 |
| 123 | 3,294 | 3,964 | 3,811 | 3,714 | 3,454 | 2,333 |
| 124 | 3,295 | 3,960 | 3,808 | 3,712 | 3,454 | 2,334 |
| 125 | 3,297 | 3,956 | 3,806 | 3,710 | 3,454 | 2,335 |
| 126 | 3,298 | 3,952 | 3,803 | 3,708 | 3,454 | 2,336 |
| 127 | 3,299 | 3,948 | 3,800 | 3,706 | 3,454 | 2,337 |
| 128 | 3,300 | 3,944 | 3,797 | 3,704 | 3,454 | 2,338 |
| 129 | 3,301 | 3,940 | 3,794 | 3,702 | 3,454 | 2,339 |
| 130 | 3,302 | 3,936 | 3,792 | 3,700 | 3,454 | 2,339 |
| 131 | 3,304 | 3,932 | 3,789 | 3,698 | 3,454 | 2,340 |
| 132 | 3,305 | 3,929 | 3,787 | 3,696 | 3,454 | 2,341 |
| 133 | 3,306 | 3,925 | 3,784 | 3,694 | 3,454 | 2,342 |
| 134 | 3,307 | 3,922 | 3,782 | 3,692 | 3,454 | 2,343 |
| 135 | 3,308 | 3,918 | 3,779 | 3,691 | 3,454 | 2,344 |
| 136 | 3,309 | 3,915 | 3,777 | 3,689 | 3,454 | 2,344 |
| 137 | 3,310 | 3,911 | 3,774 | 3,687 | 3,454 | 2,345 |
| 138 | 3,311 | 3,908 | 3,772 | 3,685 | 3,454 | 2,346 |
| 139 | 3,312 | 3,905 | 3,770 | 3,684 | 3,454 | 2,347 |
| 140 | 3,313 | 3,901 | 3,767 | 3,682 | 3,454 | 2,347 |
| 141 | 3,314 | 3,898 | 3,765 | 3,680 | 3,454 | 2,348 |
| 142 | 3,315 | 3,895 | 3,763 | 3,679 | 3,453 | 2,349 |
| 143 | 3,316 | 3,892 | 3,761 | 3,677 | 3,453 | 2,349 |
| 144 | 3,317 | 3,889 | 3,759 | 3,675 | 3,453 | 2,350 |
| 145 | 3,318 | 3,886 | 3,756 | 3,674 | 3,453 | 2,351 |
| 146 | 3,319 | 3,883 | 3,754 | 3,672 | 3,453 | 2,352 |
| 147 | 3,319 | 3,880 | 3,752 | 3,671 | 3,453 | 2,352 |
| 148 | 3,320 | 3,877 | 3,750 | 3,669 | 3,453 | 2,353 |
| 149 | 3,321 | 3,874 | 3,748 | 3,668 | 3,453 | 2,354 |
| 150 | 3,322 | 3,871 | 3,746 | 3,666 | 3,453 | 2,354 |

Term to maturity (in years)

Pound sterling (in %)

Romanian leu (in %)

Zloty (in %)

Króna (in %)

Norwegian krone (in %)

Swiss franc (in %)

1

6,062

6,161

5,941

8,902

4,873

1,991

2

5,960

6,280

5,698

8,245

4,722

1,955

3

5,630

6,408

5,594

7,724

4,492

1,901

4

5,309

6,500

5,529

7,283

4,273

1,852

5

5,028

6,573

5,498

6,919

4,099

1,814

6

4,795

6,632

5,498

6,611

3,975

1,789

7

4,601

6,673

5,516

6,347

3,884

1,774

8

4,454

6,700

5,544

6,120

3,816

1,766

9

4,340

6,720

5,577

5,926

3,762

1,764

10

4,250

6,729

5,606

5,762

3,720

1,767

11

4,185

6,714

5,614

5,623

3,685

1,774

12

4,137

6,679

5,605

5,501

3,657

1,784

13

4,096

6,629

5,582

5,394

3,634

1,796

14

4,061

6,568

5,551

5,298

3,614

1,809

15

4,027

6,501

5,513

5,212

3,597

1,824

16

3,996

6,429

5,471

5,134

3,583

1,838

17

3,965

6,355

5,425

5,062

3,570

1,853

18

3,936

6,279

5,379

4,997

3,559

1,867

19

3,909

6,202

5,331

4,936

3,550

1,882

20

3,884

6,127

5,283

4,880

3,541

1,896

21

3,861

6,052

5,235

4,828

3,534

1,910

22

3,838

5,978

5,187

4,779

3,527

1,924

23

3,816

5,907

5,141

4,733

3,521

1,937

24

3,794

5,837

5,095

4,691

3,516

1,950

25

3,772

5,769

5,051

4,650

3,511

1,963

26

3,749

5,704

5,008

4,612

3,507

1,975

27

3,724

5,641

4,966

4,577

3,503

1,987

28

3,699

5,580

4,926

4,543

3,499

1,998

29

3,671

5,522

4,887

4,511

3,496

2,009

30

3,642

5,466

4,849

4,481

3,493

2,020

31

3,611

5,412

4,813

4,452

3,491

2,030

32

3,579

5,360

4,778

4,424

3,488

2,040

33

3,547

5,310

4,744

4,398

3,486

2,049

34

3,514

5,262

4,712

4,374

3,484

2,058

35

3,483

5,217

4,681

4,350

3,482

2,067

36

3,452

5,173

4,651

4,327

3,480

2,076

37

3,422

5,130

4,623

4,306

3,479

2,084

38

3,394

5,090

4,595

4,285

3,477

2,092

39

3,367

5,051

4,569

4,266

3,476

2,100

40

3,342

5,014

4,543

4,247

3,475

2,107

41

3,319

4,978

4,519

4,229

3,473

2,114

42

3,297

4,944

4,495

4,211

3,472

2,121

43

3,278

4,911

4,472

4,195

3,471

2,128

44

3,259

4,879

4,450

4,179

3,470

2,134

45

3,243

4,849

4,429

4,163

3,469

2,140

46

3,228

4,819

4,409

4,149

3,469

2,146

47

3,215

4,791

4,390

4,135

3,468

2,152

48

3,204

4,764

4,371

4,121

3,467

2,158

49

3,194

4,738

4,353

4,108

3,466

2,163

50

3,186

4,713

4,335

4,095

3,466

2,168

51

3,180

4,689

4,319

4,083

3,465

2,173

52

3,175

4,665

4,302

4,071

3,465

2,178

53

3,171

4,643

4,287

4,060

3,464

2,183

54

3,168

4,621

4,271

4,049

3,464

2,188

55

3,166

4,600

4,257

4,038

3,463

2,192

56

3,165

4,579

4,243

4,028

3,463

2,197

57

3,165

4,560

4,229

4,018

3,462

2,201

58

3,165

4,541

4,216

4,008

3,462

2,205

59

3,165

4,522

4,203

3,999

3,462

2,209

60

3,166

4,505

4,190

3,990

3,461

2,213

61

3,167

4,487

4,178

3,981

3,461

2,216

62

3,169

4,471

4,167

3,973

3,461

2,220

63

3,171

4,455

4,156

3,965

3,460

2,223

64

3,173

4,439

4,145

3,957

3,460

2,227

65

3,175

4,424

4,134

3,949

3,460

2,230

66

3,177

4,409

4,124

3,942

3,459

2,233

67

3,179

4,395

4,114

3,934

3,459

2,237

68

3,182

4,381

4,104

3,927

3,459

2,240

69

3,184

4,367

4,094

3,920

3,459

2,243

70

3,187

4,354

4,085

3,914

3,459

2,246

71

3,190

4,341

4,076

3,907

3,458

2,248

72

3,192

4,329

4,068

3,901

3,458

2,251

73

3,195

4,317

4,059

3,895

3,458

2,254

74

3,198

4,305

4,051

3,889

3,458

2,256

75

3,200

4,294

4,043

3,883

3,458

2,259

76

3,203

4,283

4,035

3,877

3,458

2,261

77

3,206

4,272

4,028

3,872

3,457

2,264

78

3,209

4,261

4,020

3,866

3,457

2,266

79

3,211

4,251

4,013

3,861

3,457

2,268

80

3,214

4,241

4,006

3,856

3,457

2,271

81

3,216

4,231

3,999

3,851

3,457

2,273

82

3,219

4,222

3,992

3,846

3,457

2,275

83

3,221

4,212

3,986

3,841

3,457

2,277

84

3,224

4,203

3,979

3,837

3,457

2,279

85

3,226

4,194

3,973

3,832

3,456

2,281

86

3,229

4,186

3,967

3,828

3,456

2,283

87

3,231

4,177

3,961

3,823

3,456

2,285

88

3,233

4,169

3,955

3,819

3,456

2,287

89

3,236

4,161

3,950

3,815

3,456

2,289

90

3,238

4,153

3,944

3,811

3,456

2,290

91

3,240

4,145

3,939

3,807

3,456

2,292

92

3,242

4,138

3,933

3,803

3,456

2,294

93

3,245

4,130

3,928

3,799

3,456

2,296

94

3,247

4,123

3,923

3,796

3,456

2,297

95

3,249

4,116

3,918

3,792

3,456

2,299

96

3,251

4,109

3,913

3,788

3,455

2,300

97

3,253

4,102

3,908

3,785

3,455

2,302

98

3,255

4,095

3,904

3,781

3,455

2,303

99

3,257

4,089

3,899

3,778

3,455

2,305

100

3,259

4,082

3,895

3,775

3,455

2,306

101

3,260

4,076

3,890

3,772

3,455

2,308

102

3,262

4,070

3,886

3,768

3,455

2,309

103

3,264

4,064

3,882

3,765

3,455

2,310

104

3,266

4,058

3,877

3,762

3,455

2,312

105

3,267

4,052

3,873

3,759

3,455

2,313

106

3,269

4,046

3,869

3,756

3,455

2,314

107

3,271

4,041

3,865

3,754

3,455

2,316

108

3,273

4,035

3,862

3,751

3,455

2,317

109

3,274

4,030

3,858

3,748

3,455

2,318

110

3,276

4,025

3,854

3,745

3,455

2,319

111

3,277

4,020

3,850

3,743

3,455

2,321

112

3,279

4,014

3,847

3,740

3,455

2,322

113

3,280

4,009

3,843

3,737

3,454

2,323

114

3,282

4,005

3,840

3,735

3,454

2,324

115

3,283

4,000

3,836

3,732

3,454

2,325

116

3,285

3,995

3,833

3,730

3,454

2,326

117

3,286

3,990

3,830

3,728

3,454

2,327

118

3,287

3,986

3,827

3,725

3,454

2,328

119

3,289

3,981

3,823

3,723

3,454

2,329

120

3,290

3,977

3,820

3,721

3,454

2,330

121

3,291

3,972

3,817

3,718

3,454

2,331

122

3,293

3,968

3,814

3,716

3,454

2,332

123

3,294

3,964

3,811

3,714

3,454

2,333

124

3,295

3,960

3,808

3,712

3,454

2,334

125

3,297

3,956

3,806

3,710

3,454

2,335

126

3,298

3,952

3,803

3,708

3,454

2,336

127

3,299

3,948

3,800

3,706

3,454

2,337

128

3,300

3,944

3,797

3,704

3,454

2,338

129

3,301

3,940

3,794

3,702

3,454

2,339

130

3,302

3,936

3,792

3,700

3,454

2,339

131

3,304

3,932

3,789

3,698

3,454

2,340

132

3,305

3,929

3,787

3,696

3,454

2,341

133

3,306

3,925

3,784

3,694

3,454

2,342

134

3,307

3,922

3,782

3,692

3,454

2,343

135

3,308

3,918

3,779

3,691

3,454

2,344

136

3,309

3,915

3,777

3,689

3,454

2,344

137

3,310

3,911

3,774

3,687

3,454

2,345

138

3,311

3,908

3,772

3,685

3,454

2,346

139

3,312

3,905

3,770

3,684

3,454

2,347

140

3,313

3,901

3,767

3,682

3,454

2,347

141

3,314

3,898

3,765

3,680

3,454

2,348

142

3,315

3,895

3,763

3,679

3,453

2,349

143

3,316

3,892

3,761

3,677

3,453

2,349

144

3,317

3,889

3,759

3,675

3,453

2,350

145

3,318

3,886

3,756

3,674

3,453

2,351

146

3,319

3,883

3,754

3,672

3,453

2,352

147

3,319

3,880

3,752

3,671

3,453

2,352

148

3,320

3,877

3,750

3,669

3,453

2,353

149

3,321

3,874

3,748

3,668

3,453

2,354

150

3,322

3,871

3,746

3,666

3,453

2,354

| Term to maturity (in years) | Australian dollar (in %) | Baht (in %) | Canadian dollar (in %) | Chilean peso (in %) | Colombian peso (in %) | Hong Kong dollar (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 4,726 | 1,957 | 5,218 | 7,432 | 9,838 | 4,813 |
| 2 | 4,609 | 2,085 | 4,917 | 6,130 | 9,793 | 4,522 |
| 3 | 4,418 | 2,150 | 4,475 | 5,600 | 9,755 | 4,282 |
| 4 | 4,300 | 2,193 | 4,090 | 5,397 | 9,764 | 4,127 |
| 5 | 4,259 | 2,232 | 3,830 | 5,299 | 9,805 | 4,009 |
| 6 | 4,265 | 2,273 | 3,690 | 5,248 | 9,858 | 3,944 |
| 7 | 4,284 | 2,322 | 3,614 | 5,220 | 9,926 | 3,898 |
| 8 | 4,312 | 2,383 | 3,568 | 5,203 | 9,998 | 3,849 |
| 9 | 4,338 | 2,450 | 3,535 | 5,191 | 10,067 | 3,806 |
| 10 | 4,358 | 2,523 | 3,507 | 5,180 | 10,135 | 3,778 |
| 11 | 4,385 | 2,602 | 3,482 | 5,167 | 10,158 | 3,767 |
| 12 | 4,412 | 2,682 | 3,457 | 5,154 | 10,136 | 3,768 |
| 13 | 4,431 | 2,759 | 3,434 | 5,139 | 10,081 | 3,775 |
| 14 | 4,442 | 2,830 | 3,412 | 5,124 | 10,001 | 3,783 |
| 15 | 4,446 | 2,894 | 3,391 | 5,109 | 9,904 | 3,791 |
| 16 | 4,444 | 2,948 | 3,372 | 5,094 | 9,794 | 3,796 |
| 17 | 4,435 | 2,995 | 3,355 | 5,079 | 9,674 | 3,798 |
| 18 | 4,419 | 3,035 | 3,338 | 5,064 | 9,549 | 3,799 |
| 19 | 4,394 | 3,070 | 3,324 | 5,050 | 9,420 | 3,798 |
| 20 | 4,361 | 3,101 | 3,310 | 5,036 | 9,290 | 3,796 |
| 21 | 4,318 | 3,128 | 3,298 | 5,022 | 9,159 | 3,793 |
| 22 | 4,270 | 3,152 | 3,287 | 5,009 | 9,029 | 3,789 |
| 23 | 4,219 | 3,173 | 3,278 | 4,996 | 8,902 | 3,784 |
| 24 | 4,167 | 3,191 | 3,269 | 4,983 | 8,777 | 3,780 |
| 25 | 4,116 | 3,208 | 3,262 | 4,971 | 8,655 | 3,775 |
| 26 | 4,066 | 3,223 | 3,256 | 4,960 | 8,537 | 3,769 |
| 27 | 4,020 | 3,237 | 3,250 | 4,948 | 8,422 | 3,764 |
| 28 | 3,977 | 3,249 | 3,246 | 4,937 | 8,311 | 3,758 |
| 29 | 3,937 | 3,260 | 3,243 | 4,927 | 8,205 | 3,752 |
| 30 | 3,902 | 3,270 | 3,240 | 4,917 | 8,102 | 3,747 |
| 31 | 3,871 | 3,279 | 3,239 | 4,907 | 8,003 | 3,741 |
| 32 | 3,843 | 3,287 | 3,238 | 4,897 | 7,909 | 3,736 |
| 33 | 3,818 | 3,295 | 3,238 | 4,888 | 7,818 | 3,730 |
| 34 | 3,796 | 3,302 | 3,238 | 4,879 | 7,730 | 3,725 |
| 35 | 3,776 | 3,308 | 3,239 | 4,871 | 7,647 | 3,719 |
| 36 | 3,758 | 3,314 | 3,240 | 4,863 | 7,567 | 3,714 |
| 37 | 3,742 | 3,319 | 3,241 | 4,855 | 7,490 | 3,709 |
| 38 | 3,728 | 3,324 | 3,243 | 4,847 | 7,416 | 3,704 |
| 39 | 3,715 | 3,329 | 3,245 | 4,840 | 7,346 | 3,699 |
| 40 | 3,703 | 3,333 | 3,247 | 4,833 | 7,278 | 3,694 |
| 41 | 3,692 | 3,337 | 3,249 | 4,826 | 7,213 | 3,690 |
| 42 | 3,682 | 3,341 | 3,251 | 4,819 | 7,151 | 3,685 |
| 43 | 3,673 | 3,344 | 3,254 | 4,813 | 7,091 | 3,681 |
| 44 | 3,665 | 3,348 | 3,256 | 4,806 | 7,034 | 3,676 |
| 45 | 3,657 | 3,351 | 3,259 | 4,800 | 6,979 | 3,672 |
| 46 | 3,650 | 3,354 | 3,261 | 4,795 | 6,926 | 3,668 |
| 47 | 3,644 | 3,356 | 3,264 | 4,789 | 6,876 | 3,664 |
| 48 | 3,638 | 3,359 | 3,266 | 4,784 | 6,827 | 3,660 |
| 49 | 3,632 | 3,361 | 3,269 | 4,778 | 6,780 | 3,657 |
| 50 | 3,627 | 3,363 | 3,271 | 4,773 | 6,735 | 3,653 |
| 51 | 3,622 | 3,366 | 3,274 | 4,768 | 6,691 | 3,649 |
| 52 | 3,617 | 3,368 | 3,276 | 4,764 | 6,649 | 3,646 |
| 53 | 3,613 | 3,369 | 3,279 | 4,759 | 6,609 | 3,643 |
| 54 | 3,609 | 3,371 | 3,281 | 4,754 | 6,570 | 3,639 |
| 55 | 3,605 | 3,373 | 3,284 | 4,750 | 6,532 | 3,636 |
| 56 | 3,602 | 3,375 | 3,286 | 4,746 | 6,496 | 3,633 |
| 57 | 3,599 | 3,376 | 3,288 | 4,742 | 6,461 | 3,630 |
| 58 | 3,595 | 3,378 | 3,291 | 4,738 | 6,427 | 3,627 |
| 59 | 3,592 | 3,379 | 3,293 | 4,734 | 6,394 | 3,625 |
| 60 | 3,589 | 3,380 | 3,295 | 4,730 | 6,363 | 3,622 |
| 61 | 3,587 | 3,382 | 3,297 | 4,727 | 6,332 | 3,619 |
| 62 | 3,584 | 3,383 | 3,299 | 4,723 | 6,302 | 3,617 |
| 63 | 3,582 | 3,384 | 3,302 | 4,720 | 6,274 | 3,614 |
| 64 | 3,579 | 3,385 | 3,304 | 4,716 | 6,246 | 3,612 |
| 65 | 3,577 | 3,386 | 3,306 | 4,713 | 6,219 | 3,609 |
| 66 | 3,575 | 3,388 | 3,308 | 4,710 | 6,193 | 3,607 |
| 67 | 3,573 | 3,389 | 3,309 | 4,707 | 6,167 | 3,605 |
| 68 | 3,571 | 3,390 | 3,311 | 4,704 | 6,143 | 3,602 |
| 69 | 3,569 | 3,390 | 3,313 | 4,701 | 6,119 | 3,600 |
| 70 | 3,567 | 3,391 | 3,315 | 4,698 | 6,095 | 3,598 |
| 71 | 3,565 | 3,392 | 3,317 | 4,696 | 6,073 | 3,596 |
| 72 | 3,564 | 3,393 | 3,318 | 4,693 | 6,051 | 3,594 |
| 73 | 3,562 | 3,394 | 3,320 | 4,690 | 6,030 | 3,592 |
| 74 | 3,560 | 3,395 | 3,322 | 4,688 | 6,009 | 3,590 |
| 75 | 3,559 | 3,396 | 3,323 | 4,685 | 5,989 | 3,589 |
| 76 | 3,557 | 3,396 | 3,325 | 4,683 | 5,969 | 3,587 |
| 77 | 3,556 | 3,397 | 3,327 | 4,681 | 5,950 | 3,585 |
| 78 | 3,554 | 3,398 | 3,328 | 4,678 | 5,931 | 3,583 |
| 79 | 3,553 | 3,398 | 3,330 | 4,676 | 5,913 | 3,582 |
| 80 | 3,552 | 3,399 | 3,331 | 4,674 | 5,895 | 3,580 |
| 81 | 3,550 | 3,400 | 3,332 | 4,672 | 5,878 | 3,578 |
| 82 | 3,549 | 3,400 | 3,334 | 4,670 | 5,861 | 3,577 |
| 83 | 3,548 | 3,401 | 3,335 | 4,668 | 5,844 | 3,575 |
| 84 | 3,547 | 3,402 | 3,336 | 4,666 | 5,828 | 3,574 |
| 85 | 3,545 | 3,402 | 3,338 | 4,664 | 5,812 | 3,572 |
| 86 | 3,544 | 3,403 | 3,339 | 4,662 | 5,797 | 3,571 |
| 87 | 3,543 | 3,403 | 3,340 | 4,660 | 5,782 | 3,570 |
| 88 | 3,542 | 3,404 | 3,341 | 4,658 | 5,767 | 3,568 |
| 89 | 3,541 | 3,404 | 3,343 | 4,657 | 5,753 | 3,567 |
| 90 | 3,540 | 3,405 | 3,344 | 4,655 | 5,739 | 3,566 |
| 91 | 3,539 | 3,405 | 3,345 | 4,653 | 5,725 | 3,564 |
| 92 | 3,538 | 3,406 | 3,346 | 4,651 | 5,712 | 3,563 |
| 93 | 3,537 | 3,406 | 3,347 | 4,650 | 5,699 | 3,562 |
| 94 | 3,536 | 3,407 | 3,348 | 4,648 | 5,686 | 3,561 |
| 95 | 3,535 | 3,407 | 3,349 | 4,647 | 5,673 | 3,560 |
| 96 | 3,534 | 3,408 | 3,350 | 4,645 | 5,661 | 3,559 |
| 97 | 3,533 | 3,408 | 3,351 | 4,644 | 5,649 | 3,557 |
| 98 | 3,533 | 3,409 | 3,352 | 4,642 | 5,637 | 3,556 |
| 99 | 3,532 | 3,409 | 3,353 | 4,641 | 5,626 | 3,555 |
| 100 | 3,531 | 3,410 | 3,354 | 4,639 | 5,614 | 3,554 |
| 101 | 3,530 | 3,410 | 3,355 | 4,638 | 5,603 | 3,553 |
| 102 | 3,529 | 3,410 | 3,356 | 4,637 | 5,593 | 3,552 |
| 103 | 3,529 | 3,411 | 3,357 | 4,635 | 5,582 | 3,551 |
| 104 | 3,528 | 3,411 | 3,358 | 4,634 | 5,571 | 3,550 |
| 105 | 3,527 | 3,411 | 3,359 | 4,633 | 5,561 | 3,549 |
| 106 | 3,526 | 3,412 | 3,360 | 4,631 | 5,551 | 3,548 |
| 107 | 3,526 | 3,412 | 3,361 | 4,630 | 5,541 | 3,547 |
| 108 | 3,525 | 3,413 | 3,361 | 4,629 | 5,532 | 3,547 |
| 109 | 3,524 | 3,413 | 3,362 | 4,628 | 5,522 | 3,546 |
| 110 | 3,524 | 3,413 | 3,363 | 4,627 | 5,513 | 3,545 |
| 111 | 3,523 | 3,414 | 3,364 | 4,626 | 5,504 | 3,544 |
| 112 | 3,522 | 3,414 | 3,364 | 4,624 | 5,495 | 3,543 |
| 113 | 3,522 | 3,414 | 3,365 | 4,623 | 5,486 | 3,542 |
| 114 | 3,521 | 3,415 | 3,366 | 4,622 | 5,477 | 3,541 |
| 115 | 3,520 | 3,415 | 3,367 | 4,621 | 5,468 | 3,541 |
| 116 | 3,520 | 3,415 | 3,367 | 4,620 | 5,460 | 3,540 |
| 117 | 3,519 | 3,415 | 3,368 | 4,619 | 5,452 | 3,539 |
| 118 | 3,519 | 3,416 | 3,369 | 4,618 | 5,444 | 3,538 |
| 119 | 3,518 | 3,416 | 3,370 | 4,617 | 5,436 | 3,538 |
| 120 | 3,517 | 3,416 | 3,370 | 4,616 | 5,428 | 3,537 |
| 121 | 3,517 | 3,417 | 3,371 | 4,615 | 5,420 | 3,536 |
| 122 | 3,516 | 3,417 | 3,371 | 4,614 | 5,413 | 3,535 |
| 123 | 3,516 | 3,417 | 3,372 | 4,613 | 5,405 | 3,535 |
| 124 | 3,515 | 3,417 | 3,373 | 4,612 | 5,398 | 3,534 |
| 125 | 3,515 | 3,418 | 3,373 | 4,612 | 5,391 | 3,533 |
| 126 | 3,514 | 3,418 | 3,374 | 4,611 | 5,384 | 3,533 |
| 127 | 3,514 | 3,418 | 3,375 | 4,610 | 5,377 | 3,532 |
| 128 | 3,513 | 3,418 | 3,375 | 4,609 | 5,370 | 3,531 |
| 129 | 3,513 | 3,419 | 3,376 | 4,608 | 5,363 | 3,531 |
| 130 | 3,512 | 3,419 | 3,376 | 4,607 | 5,356 | 3,530 |
| 131 | 3,512 | 3,419 | 3,377 | 4,606 | 5,350 | 3,530 |
| 132 | 3,511 | 3,419 | 3,377 | 4,606 | 5,343 | 3,529 |
| 133 | 3,511 | 3,420 | 3,378 | 4,605 | 5,337 | 3,528 |
| 134 | 3,510 | 3,420 | 3,379 | 4,604 | 5,331 | 3,528 |
| 135 | 3,510 | 3,420 | 3,379 | 4,603 | 5,324 | 3,527 |
| 136 | 3,509 | 3,420 | 3,380 | 4,602 | 5,318 | 3,527 |
| 137 | 3,509 | 3,421 | 3,380 | 4,602 | 5,312 | 3,526 |
| 138 | 3,509 | 3,421 | 3,381 | 4,601 | 5,306 | 3,526 |
| 139 | 3,508 | 3,421 | 3,381 | 4,600 | 5,301 | 3,525 |
| 140 | 3,508 | 3,421 | 3,382 | 4,600 | 5,295 | 3,524 |
| 141 | 3,507 | 3,421 | 3,382 | 4,599 | 5,289 | 3,524 |
| 142 | 3,507 | 3,422 | 3,383 | 4,598 | 5,284 | 3,523 |
| 143 | 3,507 | 3,422 | 3,383 | 4,597 | 5,278 | 3,523 |
| 144 | 3,506 | 3,422 | 3,383 | 4,597 | 5,273 | 3,522 |
| 145 | 3,506 | 3,422 | 3,384 | 4,596 | 5,267 | 3,522 |
| 146 | 3,505 | 3,422 | 3,384 | 4,595 | 5,262 | 3,521 |
| 147 | 3,505 | 3,423 | 3,385 | 4,595 | 5,257 | 3,521 |
| 148 | 3,505 | 3,423 | 3,385 | 4,594 | 5,252 | 3,520 |
| 149 | 3,504 | 3,423 | 3,386 | 4,594 | 5,247 | 3,520 |
| 150 | 3,504 | 3,423 | 3,386 | 4,593 | 5,242 | 3,519 |

Term to maturity (in years)

Australian dollar (in %)

Baht (in %)

Canadian dollar (in %)

Chilean peso (in %)

Colombian peso (in %)

Hong Kong dollar (in %)

1

4,726

1,957

5,218

7,432

9,838

4,813

2

4,609

2,085

4,917

6,130

9,793

4,522

3

4,418

2,150

4,475

5,600

9,755

4,282

4

4,300

2,193

4,090

5,397

9,764

4,127

5

4,259

2,232

3,830

5,299

9,805

4,009

6

4,265

2,273

3,690

5,248

9,858

3,944

7

4,284

2,322

3,614

5,220

9,926

3,898

8

4,312

2,383

3,568

5,203

9,998

3,849

9

4,338

2,450

3,535

5,191

10,067

3,806

10

4,358

2,523

3,507

5,180

10,135

3,778

11

4,385

2,602

3,482

5,167

10,158

3,767

12

4,412

2,682

3,457

5,154

10,136

3,768

13

4,431

2,759

3,434

5,139

10,081

3,775

14

4,442

2,830

3,412

5,124

10,001

3,783

15

4,446

2,894

3,391

5,109

9,904

3,791

16

4,444

2,948

3,372

5,094

9,794

3,796

17

4,435

2,995

3,355

5,079

9,674

3,798

18

4,419

3,035

3,338

5,064

9,549

3,799

19

4,394

3,070

3,324

5,050

9,420

3,798

20

4,361

3,101

3,310

5,036

9,290

3,796

21

4,318

3,128

3,298

5,022

9,159

3,793

22

4,270

3,152

3,287

5,009

9,029

3,789

23

4,219

3,173

3,278

4,996

8,902

3,784

24

4,167

3,191

3,269

4,983

8,777

3,780

25

4,116

3,208

3,262

4,971

8,655

3,775

26

4,066

3,223

3,256

4,960

8,537

3,769

27

4,020

3,237

3,250

4,948

8,422

3,764

28

3,977

3,249

3,246

4,937

8,311

3,758

29

3,937

3,260

3,243

4,927

8,205

3,752

30

3,902

3,270

3,240

4,917

8,102

3,747

31

3,871

3,279

3,239

4,907

8,003

3,741

32

3,843

3,287

3,238

4,897

7,909

3,736

33

3,818

3,295

3,238

4,888

7,818

3,730

34

3,796

3,302

3,238

4,879

7,730

3,725

35

3,776

3,308

3,239

4,871

7,647

3,719

36

3,758

3,314

3,240

4,863

7,567

3,714

37

3,742

3,319

3,241

4,855

7,490

3,709

38

3,728

3,324

3,243

4,847

7,416

3,704

39

3,715

3,329

3,245

4,840

7,346

3,699

40

3,703

3,333

3,247

4,833

7,278

3,694

41

3,692

3,337

3,249

4,826

7,213

3,690

42

3,682

3,341

3,251

4,819

7,151

3,685

43

3,673

3,344

3,254

4,813

7,091

3,681

44

3,665

3,348

3,256

4,806

7,034

3,676

45

3,657

3,351

3,259

4,800

6,979

3,672

46

3,650

3,354

3,261

4,795

6,926

3,668

47

3,644

3,356

3,264

4,789

6,876

3,664

48

3,638

3,359

3,266

4,784

6,827

3,660

49

3,632

3,361

3,269

4,778

6,780

3,657

50

3,627

3,363

3,271

4,773

6,735

3,653

51

3,622

3,366

3,274

4,768

6,691

3,649

52

3,617

3,368

3,276

4,764

6,649

3,646

53

3,613

3,369

3,279

4,759

6,609

3,643

54

3,609

3,371

3,281

4,754

6,570

3,639

55

3,605

3,373

3,284

4,750

6,532

3,636

56

3,602

3,375

3,286

4,746

6,496

3,633

57

3,599

3,376

3,288

4,742

6,461

3,630

58

3,595

3,378

3,291

4,738

6,427

3,627

59

3,592

3,379

3,293

4,734

6,394

3,625

60

3,589

3,380

3,295

4,730

6,363

3,622

61

3,587

3,382

3,297

4,727

6,332

3,619

62

3,584

3,383

3,299

4,723

6,302

3,617

63

3,582

3,384

3,302

4,720

6,274

3,614

64

3,579

3,385

3,304

4,716

6,246

3,612

65

3,577

3,386

3,306

4,713

6,219

3,609

66

3,575

3,388

3,308

4,710

6,193

3,607

67

3,573

3,389

3,309

4,707

6,167

3,605

68

3,571

3,390

3,311

4,704

6,143

3,602

69

3,569

3,390

3,313

4,701

6,119

3,600

70

3,567

3,391

3,315

4,698

6,095

3,598

71

3,565

3,392

3,317

4,696

6,073

3,596

72

3,564

3,393

3,318

4,693

6,051

3,594

73

3,562

3,394

3,320

4,690

6,030

3,592

74

3,560

3,395

3,322

4,688

6,009

3,590

75

3,559

3,396

3,323

4,685

5,989

3,589

76

3,557

3,396

3,325

4,683

5,969

3,587

77

3,556

3,397

3,327

4,681

5,950

3,585

78

3,554

3,398

3,328

4,678

5,931

3,583

79

3,553

3,398

3,330

4,676

5,913

3,582

80

3,552

3,399

3,331

4,674

5,895

3,580

81

3,550

3,400

3,332

4,672

5,878

3,578

82

3,549

3,400

3,334

4,670

5,861

3,577

83

3,548

3,401

3,335

4,668

5,844

3,575

84

3,547

3,402

3,336

4,666

5,828

3,574

85

3,545

3,402

3,338

4,664

5,812

3,572

86

3,544

3,403

3,339

4,662

5,797

3,571

87

3,543

3,403

3,340

4,660

5,782

3,570

88

3,542

3,404

3,341

4,658

5,767

3,568

89

3,541

3,404

3,343

4,657

5,753

3,567

90

3,540

3,405

3,344

4,655

5,739

3,566

91

3,539

3,405

3,345

4,653

5,725

3,564

92

3,538

3,406

3,346

4,651

5,712

3,563

93

3,537

3,406

3,347

4,650

5,699

3,562

94

3,536

3,407

3,348

4,648

5,686

3,561

95

3,535

3,407

3,349

4,647

5,673

3,560

96

3,534

3,408

3,350

4,645

5,661

3,559

97

3,533

3,408

3,351

4,644

5,649

3,557

98

3,533

3,409

3,352

4,642

5,637

3,556

99

3,532

3,409

3,353

4,641

5,626

3,555

100

3,531

3,410

3,354

4,639

5,614

3,554

101

3,530

3,410

3,355

4,638

5,603

3,553

102

3,529

3,410

3,356

4,637

5,593

3,552

103

3,529

3,411

3,357

4,635

5,582

3,551

104

3,528

3,411

3,358

4,634

5,571

3,550

105

3,527

3,411

3,359

4,633

5,561

3,549

106

3,526

3,412

3,360

4,631

5,551

3,548

107

3,526

3,412

3,361

4,630

5,541

3,547

108

3,525

3,413

3,361

4,629

5,532

3,547

109

3,524

3,413

3,362

4,628

5,522

3,546

110

3,524

3,413

3,363

4,627

5,513

3,545

111

3,523

3,414

3,364

4,626

5,504

3,544

112

3,522

3,414

3,364

4,624

5,495

3,543

113

3,522

3,414

3,365

4,623

5,486

3,542

114

3,521

3,415

3,366

4,622

5,477

3,541

115

3,520

3,415

3,367

4,621

5,468

3,541

116

3,520

3,415

3,367

4,620

5,460

3,540

117

3,519

3,415

3,368

4,619

5,452

3,539

118

3,519

3,416

3,369

4,618

5,444

3,538

119

3,518

3,416

3,370

4,617

5,436

3,538

120

3,517

3,416

3,370

4,616

5,428

3,537

121

3,517

3,417

3,371

4,615

5,420

3,536

122

3,516

3,417

3,371

4,614

5,413

3,535

123

3,516

3,417

3,372

4,613

5,405

3,535

124

3,515

3,417

3,373

4,612

5,398

3,534

125

3,515

3,418

3,373

4,612

5,391

3,533

126

3,514

3,418

3,374

4,611

5,384

3,533

127

3,514

3,418

3,375

4,610

5,377

3,532

128

3,513

3,418

3,375

4,609

5,370

3,531

129

3,513

3,419

3,376

4,608

5,363

3,531

130

3,512

3,419

3,376

4,607

5,356

3,530

131

3,512

3,419

3,377

4,606

5,350

3,530

132

3,511

3,419

3,377

4,606

5,343

3,529

133

3,511

3,420

3,378

4,605

5,337

3,528

134

3,510

3,420

3,379

4,604

5,331

3,528

135

3,510

3,420

3,379

4,603

5,324

3,527

136

3,509

3,420

3,380

4,602

5,318

3,527

137

3,509

3,421

3,380

4,602

5,312

3,526

138

3,509

3,421

3,381

4,601

5,306

3,526

139

3,508

3,421

3,381

4,600

5,301

3,525

140

3,508

3,421

3,382

4,600

5,295

3,524

141

3,507

3,421

3,382

4,599

5,289

3,524

142

3,507

3,422

3,383

4,598

5,284

3,523

143

3,507

3,422

3,383

4,597

5,278

3,523

144

3,506

3,422

3,383

4,597

5,273

3,522

145

3,506

3,422

3,384

4,596

5,267

3,522

146

3,505

3,422

3,384

4,595

5,262

3,521

147

3,505

3,423

3,385

4,595

5,257

3,521

148

3,505

3,423

3,385

4,594

5,252

3,520

149

3,504

3,423

3,386

4,594

5,247

3,520

150

3,504

3,423

3,386

4,593

5,242

3,519

| Term to maturity (in years) | Indian rupee (in %) | Mexican peso (in %) | New Taiwan dollar (in %) | New Zealand dollar (in %) | Rand (in %) | Real (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,884 | 11,422 | 0,896 | 5,794 | 8,805 | 11,351 |
| 2 | 7,001 | 9,985 | 0,930 | 5,430 | 8,628 | 10,235 |
| 3 | 7,072 | 9,101 | 0,961 | 5,025 | 8,608 | 10,046 |
| 4 | 7,120 | 8,635 | 0,985 | 4,758 | 8,720 | 10,102 |
| 5 | 7,130 | 8,401 | 1,005 | 4,595 | 8,923 | 10,229 |
| 6 | 7,146 | 8,295 | 1,023 | 4,512 | 9,207 | 10,362 |
| 7 | 7,160 | 8,248 | 1,039 | 4,461 | 9,490 | 10,482 |
| 8 | 7,176 | 8,224 | 1,054 | 4,426 | 9,752 | 10,593 |
| 9 | 7,197 | 8,201 | 1,067 | 4,406 | 9,990 | 10,674 |
| 10 | 7,212 | 8,166 | 1,080 | 4,404 | 10,204 | 10,740 |
| 11 | 7,211 | 8,113 | 1,109 | 4,419 | 10,391 | 10,759 |
| 12 | 7,198 | 8,045 | 1,153 | 4,444 | 10,551 | 10,735 |
| 13 | 7,177 | 7,967 | 1,206 | 4,474 | 10,678 | 10,679 |
| 14 | 7,149 | 7,883 | 1,264 | 4,505 | 10,772 | 10,599 |
| 15 | 7,118 | 7,795 | 1,324 | 4,536 | 10,827 | 10,502 |
| 16 | 7,083 | 7,705 | 1,386 | 4,565 | 10,841 | 10,393 |
| 17 | 7,047 | 7,615 | 1,447 | 4,589 | 10,822 | 10,275 |
| 18 | 7,010 | 7,524 | 1,508 | 4,608 | 10,776 | 10,151 |
| 19 | 6,972 | 7,435 | 1,567 | 4,622 | 10,710 | 10,024 |
| 20 | 6,934 | 7,348 | 1,624 | 4,629 | 10,628 | 9,896 |
| 21 | 6,897 | 7,263 | 1,680 | 4,629 | 10,534 | 9,767 |
| 22 | 6,860 | 7,180 | 1,733 | 4,623 | 10,432 | 9,640 |
| 23 | 6,824 | 7,099 | 1,785 | 4,613 | 10,324 | 9,515 |
| 24 | 6,789 | 7,022 | 1,835 | 4,599 | 10,212 | 9,392 |
| 25 | 6,755 | 6,947 | 1,882 | 4,583 | 10,099 | 9,273 |
| 26 | 6,722 | 6,875 | 1,927 | 4,565 | 9,984 | 9,157 |
| 27 | 6,689 | 6,805 | 1,971 | 4,546 | 9,871 | 9,045 |
| 28 | 6,658 | 6,739 | 2,013 | 4,526 | 9,758 | 8,936 |
| 29 | 6,628 | 6,675 | 2,052 | 4,505 | 9,648 | 8,832 |
| 30 | 6,599 | 6,614 | 2,091 | 4,483 | 9,540 | 8,731 |
| 31 | 6,571 | 6,555 | 2,127 | 4,462 | 9,435 | 8,634 |
| 32 | 6,544 | 6,498 | 2,162 | 4,441 | 9,333 | 8,541 |
| 33 | 6,518 | 6,445 | 2,195 | 4,419 | 9,235 | 8,452 |
| 34 | 6,493 | 6,393 | 2,227 | 4,398 | 9,139 | 8,367 |
| 35 | 6,469 | 6,343 | 2,258 | 4,378 | 9,047 | 8,285 |
| 36 | 6,446 | 6,296 | 2,287 | 4,358 | 8,959 | 8,207 |
| 37 | 6,424 | 6,250 | 2,315 | 4,338 | 8,873 | 8,131 |
| 38 | 6,402 | 6,207 | 2,342 | 4,319 | 8,792 | 8,059 |
| 39 | 6,382 | 6,165 | 2,368 | 4,300 | 8,713 | 7,990 |
| 40 | 6,362 | 6,125 | 2,393 | 4,282 | 8,637 | 7,924 |
| 41 | 6,343 | 6,086 | 2,416 | 4,264 | 8,564 | 7,860 |
| 42 | 6,325 | 6,049 | 2,439 | 4,247 | 8,494 | 7,799 |
| 43 | 6,307 | 6,014 | 2,461 | 4,230 | 8,427 | 7,741 |
| 44 | 6,290 | 5,980 | 2,482 | 4,214 | 8,363 | 7,685 |
| 45 | 6,273 | 5,947 | 2,503 | 4,199 | 8,301 | 7,631 |
| 46 | 6,258 | 5,916 | 2,522 | 4,184 | 8,241 | 7,579 |
| 47 | 6,242 | 5,885 | 2,541 | 4,169 | 8,184 | 7,530 |
| 48 | 6,228 | 5,856 | 2,559 | 4,155 | 8,129 | 7,482 |
| 49 | 6,214 | 5,828 | 2,576 | 4,142 | 8,075 | 7,436 |
| 50 | 6,200 | 5,801 | 2,593 | 4,129 | 8,024 | 7,391 |
| 51 | 6,187 | 5,775 | 2,609 | 4,116 | 7,975 | 7,349 |
| 52 | 6,174 | 5,750 | 2,625 | 4,104 | 7,928 | 7,308 |
| 53 | 6,162 | 5,726 | 2,640 | 4,092 | 7,882 | 7,268 |
| 54 | 6,150 | 5,703 | 2,655 | 4,080 | 7,838 | 7,230 |
| 55 | 6,138 | 5,680 | 2,669 | 4,069 | 7,796 | 7,193 |
| 56 | 6,127 | 5,658 | 2,682 | 4,058 | 7,754 | 7,158 |
| 57 | 6,116 | 5,637 | 2,695 | 4,048 | 7,715 | 7,123 |
| 58 | 6,106 | 5,617 | 2,708 | 4,038 | 7,677 | 7,090 |
| 59 | 6,096 | 5,597 | 2,721 | 4,028 | 7,639 | 7,058 |
| 60 | 6,086 | 5,578 | 2,732 | 4,019 | 7,604 | 7,027 |
| 61 | 6,077 | 5,560 | 2,744 | 4,009 | 7,569 | 6,997 |
| 62 | 6,067 | 5,542 | 2,755 | 4,001 | 7,535 | 6,968 |
| 63 | 6,059 | 5,525 | 2,766 | 3,992 | 7,503 | 6,940 |
| 64 | 6,050 | 5,508 | 2,777 | 3,983 | 7,471 | 6,912 |
| 65 | 6,042 | 5,492 | 2,787 | 3,975 | 7,441 | 6,886 |
| 66 | 6,033 | 5,476 | 2,797 | 3,967 | 7,411 | 6,860 |
| 67 | 6,025 | 5,461 | 2,806 | 3,960 | 7,383 | 6,835 |
| 68 | 6,018 | 5,446 | 2,816 | 3,952 | 7,355 | 6,811 |
| 69 | 6,010 | 5,431 | 2,825 | 3,945 | 7,328 | 6,788 |
| 70 | 6,003 | 5,417 | 2,834 | 3,938 | 7,301 | 6,765 |
| 71 | 5,996 | 5,404 | 2,842 | 3,931 | 7,276 | 6,743 |
| 72 | 5,989 | 5,390 | 2,851 | 3,925 | 7,251 | 6,721 |
| 73 | 5,982 | 5,377 | 2,859 | 3,918 | 7,227 | 6,700 |
| 74 | 5,976 | 5,365 | 2,867 | 3,912 | 7,203 | 6,680 |
| 75 | 5,970 | 5,353 | 2,875 | 3,906 | 7,180 | 6,660 |
| 76 | 5,963 | 5,341 | 2,882 | 3,900 | 7,158 | 6,641 |
| 77 | 5,957 | 5,329 | 2,889 | 3,894 | 7,136 | 6,622 |
| 78 | 5,952 | 5,318 | 2,897 | 3,888 | 7,115 | 6,603 |
| 79 | 5,946 | 5,307 | 2,903 | 3,883 | 7,095 | 6,586 |
| 80 | 5,940 | 5,296 | 2,910 | 3,877 | 7,075 | 6,568 |
| 81 | 5,935 | 5,286 | 2,917 | 3,872 | 7,055 | 6,551 |
| 82 | 5,930 | 5,275 | 2,923 | 3,867 | 7,036 | 6,535 |
| 83 | 5,924 | 5,265 | 2,930 | 3,862 | 7,017 | 6,518 |
| 84 | 5,919 | 5,256 | 2,936 | 3,857 | 6,999 | 6,503 |
| 85 | 5,914 | 5,246 | 2,942 | 3,852 | 6,981 | 6,487 |
| 86 | 5,910 | 5,237 | 2,948 | 3,847 | 6,964 | 6,472 |
| 87 | 5,905 | 5,228 | 2,954 | 3,843 | 6,947 | 6,457 |
| 88 | 5,900 | 5,219 | 2,959 | 3,838 | 6,931 | 6,443 |
| 89 | 5,896 | 5,210 | 2,965 | 3,834 | 6,914 | 6,429 |
| 90 | 5,891 | 5,202 | 2,970 | 3,830 | 6,899 | 6,415 |
| 91 | 5,887 | 5,194 | 2,975 | 3,825 | 6,883 | 6,402 |
| 92 | 5,883 | 5,185 | 2,980 | 3,821 | 6,868 | 6,389 |
| 93 | 5,879 | 5,177 | 2,985 | 3,817 | 6,853 | 6,376 |
| 94 | 5,875 | 5,170 | 2,990 | 3,813 | 6,839 | 6,363 |
| 95 | 5,871 | 5,162 | 2,995 | 3,810 | 6,825 | 6,351 |
| 96 | 5,867 | 5,155 | 3,000 | 3,806 | 6,811 | 6,339 |
| 97 | 5,863 | 5,147 | 3,005 | 3,802 | 6,797 | 6,327 |
| 98 | 5,859 | 5,140 | 3,009 | 3,799 | 6,784 | 6,316 |
| 99 | 5,856 | 5,133 | 3,014 | 3,795 | 6,771 | 6,304 |
| 100 | 5,852 | 5,126 | 3,018 | 3,792 | 6,758 | 6,293 |
| 101 | 5,849 | 5,120 | 3,022 | 3,788 | 6,745 | 6,282 |
| 102 | 5,845 | 5,113 | 3,026 | 3,785 | 6,733 | 6,272 |
| 103 | 5,842 | 5,107 | 3,030 | 3,782 | 6,721 | 6,261 |
| 104 | 5,839 | 5,100 | 3,034 | 3,778 | 6,709 | 6,251 |
| 105 | 5,835 | 5,094 | 3,038 | 3,775 | 6,698 | 6,241 |
| 106 | 5,832 | 5,088 | 3,042 | 3,772 | 6,686 | 6,231 |
| 107 | 5,829 | 5,082 | 3,046 | 3,769 | 6,675 | 6,221 |
| 108 | 5,826 | 5,076 | 3,050 | 3,766 | 6,664 | 6,212 |
| 109 | 5,823 | 5,070 | 3,053 | 3,763 | 6,653 | 6,202 |
| 110 | 5,820 | 5,065 | 3,057 | 3,761 | 6,643 | 6,193 |
| 111 | 5,817 | 5,059 | 3,061 | 3,758 | 6,633 | 6,184 |
| 112 | 5,814 | 5,054 | 3,064 | 3,755 | 6,622 | 6,175 |
| 113 | 5,812 | 5,048 | 3,068 | 3,752 | 6,612 | 6,167 |
| 114 | 5,809 | 5,043 | 3,071 | 3,750 | 6,603 | 6,158 |
| 115 | 5,806 | 5,038 | 3,074 | 3,747 | 6,593 | 6,150 |
| 116 | 5,804 | 5,033 | 3,077 | 3,744 | 6,584 | 6,142 |
| 117 | 5,801 | 5,028 | 3,081 | 3,742 | 6,574 | 6,134 |
| 118 | 5,798 | 5,023 | 3,084 | 3,739 | 6,565 | 6,126 |
| 119 | 5,796 | 5,018 | 3,087 | 3,737 | 6,556 | 6,118 |
| 120 | 5,793 | 5,013 | 3,090 | 3,735 | 6,547 | 6,110 |
| 121 | 5,791 | 5,009 | 3,093 | 3,732 | 6,539 | 6,103 |
| 122 | 5,789 | 5,004 | 3,096 | 3,730 | 6,530 | 6,095 |
| 123 | 5,786 | 5,000 | 3,099 | 3,728 | 6,522 | 6,088 |
| 124 | 5,784 | 4,995 | 3,101 | 3,725 | 6,513 | 6,081 |
| 125 | 5,782 | 4,991 | 3,104 | 3,723 | 6,505 | 6,074 |
| 126 | 5,779 | 4,986 | 3,107 | 3,721 | 6,497 | 6,067 |
| 127 | 5,777 | 4,982 | 3,110 | 3,719 | 6,489 | 6,060 |
| 128 | 5,775 | 4,978 | 3,112 | 3,717 | 6,481 | 6,053 |
| 129 | 5,773 | 4,974 | 3,115 | 3,715 | 6,474 | 6,046 |
| 130 | 5,771 | 4,970 | 3,117 | 3,713 | 6,466 | 6,040 |
| 131 | 5,769 | 4,966 | 3,120 | 3,711 | 6,459 | 6,033 |
| 132 | 5,767 | 4,962 | 3,122 | 3,709 | 6,452 | 6,027 |
| 133 | 5,765 | 4,958 | 3,125 | 3,707 | 6,444 | 6,021 |
| 134 | 5,763 | 4,954 | 3,127 | 3,705 | 6,437 | 6,015 |
| 135 | 5,761 | 4,951 | 3,130 | 3,703 | 6,430 | 6,009 |
| 136 | 5,759 | 4,947 | 3,132 | 3,701 | 6,423 | 6,003 |
| 137 | 5,757 | 4,943 | 3,134 | 3,699 | 6,417 | 5,997 |
| 138 | 5,755 | 4,940 | 3,137 | 3,697 | 6,410 | 5,991 |
| 139 | 5,753 | 4,936 | 3,139 | 3,696 | 6,403 | 5,985 |
| 140 | 5,751 | 4,933 | 3,141 | 3,694 | 6,397 | 5,980 |
| 141 | 5,750 | 4,929 | 3,143 | 3,692 | 6,391 | 5,974 |
| 142 | 5,748 | 4,926 | 3,145 | 3,690 | 6,384 | 5,969 |
| 143 | 5,746 | 4,923 | 3,148 | 3,689 | 6,378 | 5,963 |
| 144 | 5,744 | 4,919 | 3,150 | 3,687 | 6,372 | 5,958 |
| 145 | 5,743 | 4,916 | 3,152 | 3,685 | 6,366 | 5,953 |
| 146 | 5,741 | 4,913 | 3,154 | 3,684 | 6,360 | 5,948 |
| 147 | 5,739 | 4,910 | 3,156 | 3,682 | 6,354 | 5,942 |
| 148 | 5,738 | 4,907 | 3,158 | 3,681 | 6,348 | 5,937 |
| 149 | 5,736 | 4,903 | 3,160 | 3,679 | 6,343 | 5,932 |
| 150 | 5,735 | 4,900 | 3,162 | 3,678 | 6,337 | 5,927 |

Term to maturity (in years)

Indian rupee (in %)

Mexican peso (in %)

New Taiwan dollar (in %)

New Zealand dollar (in %)

Rand (in %)

Real (in %)

1

6,884

11,422

0,896

5,794

8,805

11,351

2

7,001

9,985

0,930

5,430

8,628

10,235

3

7,072

9,101

0,961

5,025

8,608

10,046

4

7,120

8,635

0,985

4,758

8,720

10,102

5

7,130

8,401

1,005

4,595

8,923

10,229

6

7,146

8,295

1,023

4,512

9,207

10,362

7

7,160

8,248

1,039

4,461

9,490

10,482

8

7,176

8,224

1,054

4,426

9,752

10,593

9

7,197

8,201

1,067

4,406

9,990

10,674

10

7,212

8,166

1,080

4,404

10,204

10,740

11

7,211

8,113

1,109

4,419

10,391

10,759

12

7,198

8,045

1,153

4,444

10,551

10,735

13

7,177

7,967

1,206

4,474

10,678

10,679

14

7,149

7,883

1,264

4,505

10,772

10,599

15

7,118

7,795

1,324

4,536

10,827

10,502

16

7,083

7,705

1,386

4,565

10,841

10,393

17

7,047

7,615

1,447

4,589

10,822

10,275

18

7,010

7,524

1,508

4,608

10,776

10,151

19

6,972

7,435

1,567

4,622

10,710

10,024

20

6,934

7,348

1,624

4,629

10,628

9,896

21

6,897

7,263

1,680

4,629

10,534

9,767

22

6,860

7,180

1,733

4,623

10,432

9,640

23

6,824

7,099

1,785

4,613

10,324

9,515

24

6,789

7,022

1,835

4,599

10,212

9,392

25

6,755

6,947

1,882

4,583

10,099

9,273

26

6,722

6,875

1,927

4,565

9,984

9,157

27

6,689

6,805

1,971

4,546

9,871

9,045

28

6,658

6,739

2,013

4,526

9,758

8,936

29

6,628

6,675

2,052

4,505

9,648

8,832

30

6,599

6,614

2,091

4,483

9,540

8,731

31

6,571

6,555

2,127

4,462

9,435

8,634

32

6,544

6,498

2,162

4,441

9,333

8,541

33

6,518

6,445

2,195

4,419

9,235

8,452

34

6,493

6,393

2,227

4,398

9,139

8,367

35

6,469

6,343

2,258

4,378

9,047

8,285

36

6,446

6,296

2,287

4,358

8,959

8,207

37

6,424

6,250

2,315

4,338

8,873

8,131

38

6,402

6,207

2,342

4,319

8,792

8,059

39

6,382

6,165

2,368

4,300

8,713

7,990

40

6,362

6,125

2,393

4,282

8,637

7,924

41

6,343

6,086

2,416

4,264

8,564

7,860

42

6,325

6,049

2,439

4,247

8,494

7,799

43

6,307

6,014

2,461

4,230

8,427

7,741

44

6,290

5,980

2,482

4,214

8,363

7,685

45

6,273

5,947

2,503

4,199

8,301

7,631

46

6,258

5,916

2,522

4,184

8,241

7,579

47

6,242

5,885

2,541

4,169

8,184

7,530

48

6,228

5,856

2,559

4,155

8,129

7,482

49

6,214

5,828

2,576

4,142

8,075

7,436

50

6,200

5,801

2,593

4,129

8,024

7,391

51

6,187

5,775

2,609

4,116

7,975

7,349

52

6,174

5,750

2,625

4,104

7,928

7,308

53

6,162

5,726

2,640

4,092

7,882

7,268

54

6,150

5,703

2,655

4,080

7,838

7,230

55

6,138

5,680

2,669

4,069

7,796

7,193

56

6,127

5,658

2,682

4,058

7,754

7,158

57

6,116

5,637

2,695

4,048

7,715

7,123

58

6,106

5,617

2,708

4,038

7,677

7,090

59

6,096

5,597

2,721

4,028

7,639

7,058

60

6,086

5,578

2,732

4,019

7,604

7,027

61

6,077

5,560

2,744

4,009

7,569

6,997

62

6,067

5,542

2,755

4,001

7,535

6,968

63

6,059

5,525

2,766

3,992

7,503

6,940

64

6,050

5,508

2,777

3,983

7,471

6,912

65

6,042

5,492

2,787

3,975

7,441

6,886

66

6,033

5,476

2,797

3,967

7,411

6,860

67

6,025

5,461

2,806

3,960

7,383

6,835

68

6,018

5,446

2,816

3,952

7,355

6,811

69

6,010

5,431

2,825

3,945

7,328

6,788

70

6,003

5,417

2,834

3,938

7,301

6,765

71

5,996

5,404

2,842

3,931

7,276

6,743

72

5,989

5,390

2,851

3,925

7,251

6,721

73

5,982

5,377

2,859

3,918

7,227

6,700

74

5,976

5,365

2,867

3,912

7,203

6,680

75

5,970

5,353

2,875

3,906

7,180

6,660

76

5,963

5,341

2,882

3,900

7,158

6,641

77

5,957

5,329

2,889

3,894

7,136

6,622

78

5,952

5,318

2,897

3,888

7,115

6,603

79

5,946

5,307

2,903

3,883

7,095

6,586

80

5,940

5,296

2,910

3,877

7,075

6,568

81

5,935

5,286

2,917

3,872

7,055

6,551

82

5,930

5,275

2,923

3,867

7,036

6,535

83

5,924

5,265

2,930

3,862

7,017

6,518

84

5,919

5,256

2,936

3,857

6,999

6,503

85

5,914

5,246

2,942

3,852

6,981

6,487

86

5,910

5,237

2,948

3,847

6,964

6,472

87

5,905

5,228

2,954

3,843

6,947

6,457

88

5,900

5,219

2,959

3,838

6,931

6,443

89

5,896

5,210

2,965

3,834

6,914

6,429

90

5,891

5,202

2,970

3,830

6,899

6,415

91

5,887

5,194

2,975

3,825

6,883

6,402

92

5,883

5,185

2,980

3,821

6,868

6,389

93

5,879

5,177

2,985

3,817

6,853

6,376

94

5,875

5,170

2,990

3,813

6,839

6,363

95

5,871

5,162

2,995

3,810

6,825

6,351

96

5,867

5,155

3,000

3,806

6,811

6,339

97

5,863

5,147

3,005

3,802

6,797

6,327

98

5,859

5,140

3,009

3,799

6,784

6,316

99

5,856

5,133

3,014

3,795

6,771

6,304

100

5,852

5,126

3,018

3,792

6,758

6,293

101

5,849

5,120

3,022

3,788

6,745

6,282

102

5,845

5,113

3,026

3,785

6,733

6,272

103

5,842

5,107

3,030

3,782

6,721

6,261

104

5,839

5,100

3,034

3,778

6,709

6,251

105

5,835

5,094

3,038

3,775

6,698

6,241

106

5,832

5,088

3,042

3,772

6,686

6,231

107

5,829

5,082

3,046

3,769

6,675

6,221

108

5,826

5,076

3,050

3,766

6,664

6,212

109

5,823

5,070

3,053

3,763

6,653

6,202

110

5,820

5,065

3,057

3,761

6,643

6,193

111

5,817

5,059

3,061

3,758

6,633

6,184

112

5,814

5,054

3,064

3,755

6,622

6,175

113

5,812

5,048

3,068

3,752

6,612

6,167

114

5,809

5,043

3,071

3,750

6,603

6,158

115

5,806

5,038

3,074

3,747

6,593

6,150

116

5,804

5,033

3,077

3,744

6,584

6,142

117

5,801

5,028

3,081

3,742

6,574

6,134

118

5,798

5,023

3,084

3,739

6,565

6,126

119

5,796

5,018

3,087

3,737

6,556

6,118

120

5,793

5,013

3,090

3,735

6,547

6,110

121

5,791

5,009

3,093

3,732

6,539

6,103

122

5,789

5,004

3,096

3,730

6,530

6,095

123

5,786

5,000

3,099

3,728

6,522

6,088

124

5,784

4,995

3,101

3,725

6,513

6,081

125

5,782

4,991

3,104

3,723

6,505

6,074

126

5,779

4,986

3,107

3,721

6,497

6,067

127

5,777

4,982

3,110

3,719

6,489

6,060

128

5,775

4,978

3,112

3,717

6,481

6,053

129

5,773

4,974

3,115

3,715

6,474

6,046

130

5,771

4,970

3,117

3,713

6,466

6,040

131

5,769

4,966

3,120

3,711

6,459

6,033

132

5,767

4,962

3,122

3,709

6,452

6,027

133

5,765

4,958

3,125

3,707

6,444

6,021

134

5,763

4,954

3,127

3,705

6,437

6,015

135

5,761

4,951

3,130

3,703

6,430

6,009

136

5,759

4,947

3,132

3,701

6,423

6,003

137

5,757

4,943

3,134

3,699

6,417

5,997

138

5,755

4,940

3,137

3,697

6,410

5,991

139

5,753

4,936

3,139

3,696

6,403

5,985

140

5,751

4,933

3,141

3,694

6,397

5,980

141

5,750

4,929

3,143

3,692

6,391

5,974

142

5,748

4,926

3,145

3,690

6,384

5,969

143

5,746

4,923

3,148

3,689

6,378

5,963

144

5,744

4,919

3,150

3,687

6,372

5,958

145

5,743

4,916

3,152

3,685

6,366

5,953

146

5,741

4,913

3,154

3,684

6,360

5,948

147

5,739

4,910

3,156

3,682

6,354

5,942

148

5,738

4,907

3,158

3,681

6,348

5,937

149

5,736

4,903

3,160

3,679

6,343

5,932

150

5,735

4,900

3,162

3,678

6,337

5,927

| Term to maturity (in years) | Renminbi-yuan (in %) | Ringgit (in %) | Russian rouble (in %) | Singapore dollar (in %) | South Korean won (in %) | Turkish lira (in %) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,924 | 3,235 | 9,415 | 3,861 | 3,787 | 12,896 |
| 2 | 2,027 | 3,342 | 9,679 | 3,690 | 3,669 | 13,780 |
| 3 | 2,161 | 3,440 | 9,921 | 3,564 | 3,561 | 14,803 |
| 4 | 2,276 | 3,518 | 10,175 | 3,454 | 3,495 | 15,728 |
| 5 | 2,371 | 3,591 | 10,424 | 3,364 | 3,439 | 16,477 |
| 6 | 2,448 | 3,661 | 10,654 | 3,298 | 3,402 | 17,036 |
| 7 | 2,515 | 3,726 | 10,866 | 3,249 | 3,380 | 17,446 |
| 8 | 2,577 | 3,786 | 11,069 | 3,213 | 3,369 | 17,737 |
| 9 | 2,637 | 3,842 | 11,234 | 3,186 | 3,362 | 17,922 |
| 10 | 2,697 | 3,892 | 11,365 | 3,168 | 3,355 | 18,011 |
| 11 | 2,756 | 3,938 | 11,465 | 3,155 | 3,348 | 18,022 |
| 12 | 2,815 | 3,981 | 11,533 | 3,147 | 3,340 | 17,971 |
| 13 | 2,873 | 4,019 | 11,568 | 3,143 | 3,332 | 17,871 |
| 14 | 2,928 | 4,055 | 11,566 | 3,141 | 3,324 | 17,729 |
| 15 | 2,982 | 4,089 | 11,528 | 3,141 | 3,317 | 17,554 |
| 16 | 3,034 | 4,124 | 11,460 | 3,143 | 3,311 | 17,350 |
| 17 | 3,083 | 4,156 | 11,369 | 3,145 | 3,305 | 17,124 |
| 18 | 3,130 | 4,185 | 11,260 | 3,149 | 3,300 | 16,880 |
| 19 | 3,175 | 4,209 | 11,138 | 3,152 | 3,296 | 16,623 |
| 20 | 3,217 | 4,227 | 11,006 | 3,157 | 3,293 | 16,355 |
| 21 | 3,258 | 4,238 | 10,868 | 3,161 | 3,292 | 16,082 |
| 22 | 3,297 | 4,244 | 10,727 | 3,166 | 3,290 | 15,805 |
| 23 | 3,334 | 4,245 | 10,583 | 3,171 | 3,290 | 15,527 |
| 24 | 3,369 | 4,242 | 10,440 | 3,176 | 3,290 | 15,251 |
| 25 | 3,402 | 4,236 | 10,297 | 3,182 | 3,291 | 14,978 |
| 26 | 3,434 | 4,228 | 10,157 | 3,187 | 3,292 | 14,710 |
| 27 | 3,465 | 4,219 | 10,019 | 3,192 | 3,293 | 14,449 |
| 28 | 3,494 | 4,208 | 9,885 | 3,197 | 3,294 | 14,194 |
| 29 | 3,522 | 4,196 | 9,754 | 3,202 | 3,296 | 13,948 |
| 30 | 3,548 | 4,184 | 9,628 | 3,207 | 3,298 | 13,709 |
| 31 | 3,574 | 4,170 | 9,506 | 3,212 | 3,300 | 13,479 |
| 32 | 3,598 | 4,157 | 9,388 | 3,217 | 3,302 | 13,258 |
| 33 | 3,621 | 4,144 | 9,274 | 3,221 | 3,304 | 13,045 |
| 34 | 3,643 | 4,130 | 9,165 | 3,226 | 3,306 | 12,841 |
| 35 | 3,664 | 4,116 | 9,060 | 3,230 | 3,308 | 12,645 |
| 36 | 3,685 | 4,103 | 8,960 | 3,235 | 3,310 | 12,458 |
| 37 | 3,704 | 4,090 | 8,863 | 3,239 | 3,313 | 12,278 |
| 38 | 3,723 | 4,077 | 8,770 | 3,243 | 3,315 | 12,106 |
| 39 | 3,741 | 4,064 | 8,681 | 3,247 | 3,317 | 11,942 |
| 40 | 3,758 | 4,051 | 8,596 | 3,251 | 3,319 | 11,784 |
| 41 | 3,774 | 4,039 | 8,514 | 3,255 | 3,321 | 11,633 |
| 42 | 3,790 | 4,027 | 8,435 | 3,258 | 3,323 | 11,489 |
| 43 | 3,805 | 4,016 | 8,360 | 3,262 | 3,325 | 11,350 |
| 44 | 3,820 | 4,005 | 8,288 | 3,265 | 3,327 | 11,218 |
| 45 | 3,834 | 3,994 | 8,218 | 3,269 | 3,329 | 11,090 |
| 46 | 3,848 | 3,983 | 8,151 | 3,272 | 3,331 | 10,968 |
| 47 | 3,861 | 3,973 | 8,087 | 3,275 | 3,333 | 10,851 |
| 48 | 3,873 | 3,963 | 8,026 | 3,278 | 3,335 | 10,739 |
| 49 | 3,885 | 3,953 | 7,966 | 3,281 | 3,337 | 10,631 |
| 50 | 3,897 | 3,944 | 7,909 | 3,284 | 3,339 | 10,527 |
| 51 | 3,908 | 3,935 | 7,854 | 3,287 | 3,341 | 10,427 |
| 52 | 3,919 | 3,926 | 7,801 | 3,290 | 3,342 | 10,331 |
| 53 | 3,930 | 3,917 | 7,750 | 3,293 | 3,344 | 10,239 |
| 54 | 3,940 | 3,909 | 7,701 | 3,295 | 3,346 | 10,150 |
| 55 | 3,950 | 3,901 | 7,654 | 3,298 | 3,347 | 10,064 |
| 56 | 3,959 | 3,893 | 7,608 | 3,300 | 3,349 | 9,981 |
| 57 | 3,969 | 3,886 | 7,564 | 3,303 | 3,350 | 9,901 |
| 58 | 3,978 | 3,879 | 7,521 | 3,305 | 3,352 | 9,824 |
| 59 | 3,986 | 3,871 | 7,480 | 3,307 | 3,353 | 9,750 |
| 60 | 3,994 | 3,865 | 7,440 | 3,309 | 3,355 | 9,678 |
| 61 | 4,003 | 3,858 | 7,401 | 3,311 | 3,356 | 9,608 |
| 62 | 4,010 | 3,852 | 7,364 | 3,314 | 3,358 | 9,541 |
| 63 | 4,018 | 3,845 | 7,328 | 3,316 | 3,359 | 9,475 |
| 64 | 4,025 | 3,839 | 7,293 | 3,318 | 3,360 | 9,412 |
| 65 | 4,033 | 3,833 | 7,259 | 3,319 | 3,361 | 9,351 |
| 66 | 4,040 | 3,828 | 7,226 | 3,321 | 3,363 | 9,292 |
| 67 | 4,046 | 3,822 | 7,194 | 3,323 | 3,364 | 9,234 |
| 68 | 4,053 | 3,817 | 7,163 | 3,325 | 3,365 | 9,178 |
| 69 | 4,059 | 3,811 | 7,133 | 3,327 | 3,366 | 9,124 |
| 70 | 4,066 | 3,806 | 7,103 | 3,328 | 3,367 | 9,072 |
| 71 | 4,072 | 3,801 | 7,075 | 3,330 | 3,368 | 9,021 |
| 72 | 4,078 | 3,796 | 7,047 | 3,332 | 3,369 | 8,971 |
| 73 | 4,083 | 3,792 | 7,020 | 3,333 | 3,371 | 8,923 |
| 74 | 4,089 | 3,787 | 6,994 | 3,335 | 3,372 | 8,876 |
| 75 | 4,094 | 3,783 | 6,969 | 3,336 | 3,373 | 8,830 |
| 76 | 4,100 | 3,778 | 6,944 | 3,338 | 3,374 | 8,785 |
| 77 | 4,105 | 3,774 | 6,920 | 3,339 | 3,374 | 8,742 |
| 78 | 4,110 | 3,770 | 6,896 | 3,340 | 3,375 | 8,700 |
| 79 | 4,115 | 3,766 | 6,873 | 3,342 | 3,376 | 8,659 |
| 80 | 4,119 | 3,762 | 6,851 | 3,343 | 3,377 | 8,619 |
| 81 | 4,124 | 3,758 | 6,829 | 3,344 | 3,378 | 8,580 |
| 82 | 4,129 | 3,754 | 6,808 | 3,346 | 3,379 | 8,542 |
| 83 | 4,133 | 3,751 | 6,787 | 3,347 | 3,380 | 8,505 |
| 84 | 4,137 | 3,747 | 6,767 | 3,348 | 3,381 | 8,468 |
| 85 | 4,142 | 3,743 | 6,747 | 3,349 | 3,381 | 8,433 |
| 86 | 4,146 | 3,740 | 6,728 | 3,350 | 3,382 | 8,398 |
| 87 | 4,150 | 3,737 | 6,709 | 3,352 | 3,383 | 8,365 |
| 88 | 4,154 | 3,733 | 6,691 | 3,353 | 3,384 | 8,332 |
| 89 | 4,158 | 3,730 | 6,673 | 3,354 | 3,384 | 8,299 |
| 90 | 4,162 | 3,727 | 6,655 | 3,355 | 3,385 | 8,268 |
| 91 | 4,165 | 3,724 | 6,638 | 3,356 | 3,386 | 8,237 |
| 92 | 4,169 | 3,721 | 6,621 | 3,357 | 3,387 | 8,207 |
| 93 | 4,172 | 3,718 | 6,605 | 3,358 | 3,387 | 8,177 |
| 94 | 4,176 | 3,715 | 6,588 | 3,359 | 3,388 | 8,149 |
| 95 | 4,179 | 3,713 | 6,573 | 3,360 | 3,388 | 8,120 |
| 96 | 4,183 | 3,710 | 6,557 | 3,361 | 3,389 | 8,093 |
| 97 | 4,186 | 3,707 | 6,542 | 3,362 | 3,390 | 8,066 |
| 98 | 4,189 | 3,705 | 6,527 | 3,363 | 3,390 | 8,039 |
| 99 | 4,192 | 3,702 | 6,513 | 3,363 | 3,391 | 8,013 |
| 100 | 4,195 | 3,699 | 6,499 | 3,364 | 3,392 | 7,988 |
| 101 | 4,198 | 3,697 | 6,485 | 3,365 | 3,392 | 7,963 |
| 102 | 4,201 | 3,695 | 6,471 | 3,366 | 3,393 | 7,938 |
| 103 | 4,204 | 3,692 | 6,458 | 3,367 | 3,393 | 7,915 |
| 104 | 4,207 | 3,690 | 6,444 | 3,368 | 3,394 | 7,891 |
| 105 | 4,210 | 3,688 | 6,431 | 3,368 | 3,394 | 7,868 |
| 106 | 4,213 | 3,685 | 6,419 | 3,369 | 3,395 | 7,845 |
| 107 | 4,215 | 3,683 | 6,406 | 3,370 | 3,395 | 7,823 |
| 108 | 4,218 | 3,681 | 6,394 | 3,371 | 3,396 | 7,802 |
| 109 | 4,220 | 3,679 | 6,382 | 3,371 | 3,396 | 7,780 |
| 110 | 4,223 | 3,677 | 6,371 | 3,372 | 3,397 | 7,759 |
| 111 | 4,225 | 3,675 | 6,359 | 3,373 | 3,397 | 7,739 |
| 112 | 4,228 | 3,673 | 6,348 | 3,373 | 3,398 | 7,718 |
| 113 | 4,230 | 3,671 | 6,337 | 3,374 | 3,398 | 7,699 |
| 114 | 4,233 | 3,669 | 6,326 | 3,375 | 3,399 | 7,679 |
| 115 | 4,235 | 3,667 | 6,315 | 3,375 | 3,399 | 7,660 |
| 116 | 4,237 | 3,665 | 6,305 | 3,376 | 3,400 | 7,641 |
| 117 | 4,240 | 3,663 | 6,294 | 3,377 | 3,400 | 7,623 |
| 118 | 4,242 | 3,661 | 6,284 | 3,377 | 3,400 | 7,605 |
| 119 | 4,244 | 3,660 | 6,274 | 3,378 | 3,401 | 7,587 |
| 120 | 4,246 | 3,658 | 6,264 | 3,378 | 3,401 | 7,569 |
| 121 | 4,248 | 3,656 | 6,254 | 3,379 | 3,402 | 7,552 |
| 122 | 4,250 | 3,654 | 6,245 | 3,380 | 3,402 | 7,535 |
| 123 | 4,252 | 3,653 | 6,236 | 3,380 | 3,402 | 7,518 |
| 124 | 4,254 | 3,651 | 6,226 | 3,381 | 3,403 | 7,502 |
| 125 | 4,256 | 3,650 | 6,217 | 3,381 | 3,403 | 7,486 |
| 126 | 4,258 | 3,648 | 6,208 | 3,382 | 3,404 | 7,470 |
| 127 | 4,260 | 3,646 | 6,200 | 3,382 | 3,404 | 7,454 |
| 128 | 4,262 | 3,645 | 6,191 | 3,383 | 3,404 | 7,439 |
| 129 | 4,264 | 3,643 | 6,183 | 3,383 | 3,405 | 7,423 |
| 130 | 4,266 | 3,642 | 6,174 | 3,384 | 3,405 | 7,409 |
| 131 | 4,267 | 3,640 | 6,166 | 3,384 | 3,405 | 7,394 |
| 132 | 4,269 | 3,639 | 6,158 | 3,385 | 3,406 | 7,379 |
| 133 | 4,271 | 3,637 | 6,150 | 3,385 | 3,406 | 7,365 |
| 134 | 4,273 | 3,636 | 6,142 | 3,386 | 3,406 | 7,351 |
| 135 | 4,274 | 3,635 | 6,134 | 3,386 | 3,407 | 7,337 |
| 136 | 4,276 | 3,633 | 6,127 | 3,387 | 3,407 | 7,324 |
| 137 | 4,277 | 3,632 | 6,119 | 3,387 | 3,407 | 7,310 |
| 138 | 4,279 | 3,631 | 6,112 | 3,388 | 3,408 | 7,297 |
| 139 | 4,281 | 3,629 | 6,104 | 3,388 | 3,408 | 7,284 |
| 140 | 4,282 | 3,628 | 6,097 | 3,389 | 3,408 | 7,271 |
| 141 | 4,284 | 3,627 | 6,090 | 3,389 | 3,408 | 7,258 |
| 142 | 4,285 | 3,626 | 6,083 | 3,390 | 3,409 | 7,246 |
| 143 | 4,287 | 3,624 | 6,076 | 3,390 | 3,409 | 7,234 |
| 144 | 4,288 | 3,623 | 6,069 | 3,390 | 3,409 | 7,221 |
| 145 | 4,290 | 3,622 | 6,063 | 3,391 | 3,410 | 7,210 |
| 146 | 4,291 | 3,621 | 6,056 | 3,391 | 3,410 | 7,198 |
| 147 | 4,293 | 3,620 | 6,049 | 3,392 | 3,410 | 7,186 |
| 148 | 4,294 | 3,618 | 6,043 | 3,392 | 3,410 | 7,175 |
| 149 | 4,295 | 3,617 | 6,037 | 3,392 | 3,411 | 7,163 |
| 150 | 4,297 | 3,616 | 6,030 | 3,393 | 3,411 | 7,152 |

Term to maturity (in years)

Renminbi-yuan (in %)

Ringgit (in %)

Russian rouble (in %)

Singapore dollar (in %)

South Korean won (in %)

Turkish lira (in %)

1

1,924

3,235

9,415

3,861

3,787

12,896

2

2,027

3,342

9,679

3,690

3,669

13,780

3

2,161

3,440

9,921

3,564

3,561

14,803

4

2,276

3,518

10,175

3,454

3,495

15,728

5

2,371

3,591

10,424

3,364

3,439

16,477

6

2,448

3,661

10,654

3,298

3,402

17,036

7

2,515

3,726

10,866

3,249

3,380

17,446

8

2,577

3,786

11,069

3,213

3,369

17,737

9

2,637

3,842

11,234

3,186

3,362

17,922

10

2,697

3,892

11,365

3,168

3,355

18,011

11

2,756

3,938

11,465

3,155

3,348

18,022

12

2,815

3,981

11,533

3,147

3,340

17,971

13

2,873

4,019

11,568

3,143

3,332

17,871

14

2,928

4,055

11,566

3,141

3,324

17,729

15

2,982

4,089

11,528

3,141

3,317

17,554

16

3,034

4,124

11,460

3,143

3,311

17,350

17

3,083

4,156

11,369

3,145

3,305

17,124

18

3,130

4,185

11,260

3,149

3,300

16,880

19

3,175

4,209

11,138

3,152

3,296

16,623

20

3,217

4,227

11,006

3,157

3,293

16,355

21

3,258

4,238

10,868

3,161

3,292

16,082

22

3,297

4,244

10,727

3,166

3,290

15,805

23

3,334

4,245

10,583

3,171

3,290

15,527

24

3,369

4,242

10,440

3,176

3,290

15,251

25

3,402

4,236

10,297

3,182

3,291

14,978

26

3,434

4,228

10,157

3,187

3,292

14,710

27

3,465

4,219

10,019

3,192

3,293

14,449

28

3,494

4,208

9,885

3,197

3,294

14,194

29

3,522

4,196

9,754

3,202

3,296

13,948

30

3,548

4,184

9,628

3,207

3,298

13,709

31

3,574

4,170

9,506

3,212

3,300

13,479

32

3,598

4,157

9,388

3,217

3,302

13,258

33

3,621

4,144

9,274

3,221

3,304

13,045

34

3,643

4,130

9,165

3,226

3,306

12,841

35

3,664

4,116

9,060

3,230

3,308

12,645

36

3,685

4,103

8,960

3,235

3,310

12,458

37

3,704

4,090

8,863

3,239

3,313

12,278

38

3,723

4,077

8,770

3,243

3,315

12,106

39

3,741

4,064

8,681

3,247

3,317

11,942

40

3,758

4,051

8,596

3,251

3,319

11,784

41

3,774

4,039

8,514

3,255

3,321

11,633

42

3,790

4,027

8,435

3,258

3,323

11,489

43

3,805

4,016

8,360

3,262

3,325

11,350

44

3,820

4,005

8,288

3,265

3,327

11,218

45

3,834

3,994

8,218

3,269

3,329

11,090

46

3,848

3,983

8,151

3,272

3,331

10,968

47

3,861

3,973

8,087

3,275

3,333

10,851

48

3,873

3,963

8,026

3,278

3,335

10,739

49

3,885

3,953

7,966

3,281

3,337

10,631

50

3,897

3,944

7,909

3,284

3,339

10,527

51

3,908

3,935

7,854

3,287

3,341

10,427

52

3,919

3,926

7,801

3,290

3,342

10,331

53

3,930

3,917

7,750

3,293

3,344

10,239

54

3,940

3,909

7,701

3,295

3,346

10,150

55

3,950

3,901

7,654

3,298

3,347

10,064

56

3,959

3,893

7,608

3,300

3,349

9,981

57

3,969

3,886

7,564

3,303

3,350

9,901

58

3,978

3,879

7,521

3,305

3,352

9,824

59

3,986

3,871

7,480

3,307

3,353

9,750

60

3,994

3,865

7,440

3,309

3,355

9,678

61

4,003

3,858

7,401

3,311

3,356

9,608

62

4,010

3,852

7,364

3,314

3,358

9,541

63

4,018

3,845

7,328

3,316

3,359

9,475

64

4,025

3,839

7,293

3,318

3,360

9,412

65

4,033

3,833

7,259

3,319

3,361

9,351

66

4,040

3,828

7,226

3,321

3,363

9,292

67

4,046

3,822

7,194

3,323

3,364

9,234

68

4,053

3,817

7,163

3,325

3,365

9,178

69

4,059

3,811

7,133

3,327

3,366

9,124

70

4,066

3,806

7,103

3,328

3,367

9,072

71

4,072

3,801

7,075

3,330

3,368

9,021

72

4,078

3,796

7,047

3,332

3,369

8,971

73

4,083

3,792

7,020

3,333

3,371

8,923

74

4,089

3,787

6,994

3,335

3,372

8,876

75

4,094

3,783

6,969

3,336

3,373

8,830

76

4,100

3,778

6,944

3,338

3,374

8,785

77

4,105

3,774

6,920

3,339

3,374

8,742

78

4,110

3,770

6,896

3,340

3,375

8,700

79

4,115

3,766

6,873

3,342

3,376

8,659

80

4,119

3,762

6,851

3,343

3,377

8,619

81

4,124

3,758

6,829

3,344

3,378

8,580

82

4,129

3,754

6,808

3,346

3,379

8,542

83

4,133

3,751

6,787

3,347

3,380

8,505

84

4,137

3,747

6,767

3,348

3,381

8,468

85

4,142

3,743

6,747

3,349

3,381

8,433

86

4,146

3,740

6,728

3,350

3,382

8,398

87

4,150

3,737

6,709

3,352

3,383

8,365

88

4,154

3,733

6,691

3,353

3,384

8,332

89

4,158

3,730

6,673

3,354

3,384

8,299

90

4,162

3,727

6,655

3,355

3,385

8,268

91

4,165

3,724

6,638

3,356

3,386

8,237

92

4,169

3,721

6,621

3,357

3,387

8,207

93

4,172

3,718

6,605

3,358

3,387

8,177

94

4,176

3,715

6,588

3,359

3,388

8,149

95

4,179

3,713

6,573

3,360

3,388

8,120

96

4,183

3,710

6,557

3,361

3,389

8,093

97

4,186

3,707

6,542

3,362

3,390

8,066

98

4,189

3,705

6,527

3,363

3,390

8,039

99

4,192

3,702

6,513

3,363

3,391

8,013

100

4,195

3,699

6,499

3,364

3,392

7,988

101

4,198

3,697

6,485

3,365

3,392

7,963

102

4,201

3,695

6,471

3,366

3,393

7,938

103

4,204

3,692

6,458

3,367

3,393

7,915

104

4,207

3,690

6,444

3,368

3,394

7,891

105

4,210

3,688

6,431

3,368

3,394

7,868

106

4,213

3,685

6,419

3,369

3,395

7,845

107

4,215

3,683

6,406

3,370

3,395

7,823

108

4,218

3,681

6,394

3,371

3,396

7,802

109

4,220

3,679

6,382

3,371

3,396

7,780

110

4,223

3,677

6,371

3,372

3,397

7,759

111

4,225

3,675

6,359

3,373

3,397

7,739

112

4,228

3,673

6,348

3,373

3,398

7,718

113

4,230

3,671

6,337

3,374

3,398

7,699

114

4,233

3,669

6,326

3,375

3,399

7,679

115

4,235

3,667

6,315

3,375

3,399

7,660

116

4,237

3,665

6,305

3,376

3,400

7,641

117

4,240

3,663

6,294

3,377

3,400

7,623

118

4,242

3,661

6,284

3,377

3,400

7,605

119

4,244

3,660

6,274

3,378

3,401

7,587

120

4,246

3,658

6,264

3,378

3,401

7,569

121

4,248

3,656

6,254

3,379

3,402

7,552

122

4,250

3,654

6,245

3,380

3,402

7,535

123

4,252

3,653

6,236

3,380

3,402

7,518

124

4,254

3,651

6,226

3,381

3,403

7,502

125

4,256

3,650

6,217

3,381

3,403

7,486

126

4,258

3,648

6,208

3,382

3,404

7,470

127

4,260

3,646

6,200

3,382

3,404

7,454

128

4,262

3,645

6,191

3,383

3,404

7,439

129

4,264

3,643

6,183

3,383

3,405

7,423

130

4,266

3,642

6,174

3,384

3,405

7,409

131

4,267

3,640

6,166

3,384

3,405

7,394

132

4,269

3,639

6,158

3,385

3,406

7,379

133

4,271

3,637

6,150

3,385

3,406

7,365

134

4,273

3,636

6,142

3,386

3,406

7,351

135

4,274

3,635

6,134

3,386

3,407

7,337

136

4,276

3,633

6,127

3,387

3,407

7,324

137

4,277

3,632

6,119

3,387

3,407

7,310

138

4,279

3,631

6,112

3,388

3,408

7,297

139

4,281

3,629

6,104

3,388

3,408

7,284

140

4,282

3,628

6,097

3,389

3,408

7,271

141

4,284

3,627

6,090

3,389

3,408

7,258

142

4,285

3,626

6,083

3,390

3,409

7,246

143

4,287

3,624

6,076

3,390

3,409

7,234

144

4,288

3,623

6,069

3,390

3,409

7,221

145

4,290

3,622

6,063

3,391

3,410

7,210

146

4,291

3,621

6,056

3,391

3,410

7,198

147

4,293

3,620

6,049

3,392

3,410

7,186

148

4,294

3,618

6,043

3,392

3,410

7,175

149

4,295

3,617

6,037

3,392

3,411

7,163

150

4,297

3,616

6,030

3,393

3,411

7,152

| Term to maturity (in years) | US dollar (in %) | Yen (in %) |
| --- | --- | --- |
| 1 | 5,379 | -0,007 |
| 2 | 4,788 | 0,063 |
| 3 | 4,357 | 0,118 |
| 4 | 4,069 | 0,165 |
| 5 | 3,882 | 0,223 |
| 6 | 3,756 | 0,294 |
| 7 | 3,667 | 0,369 |
| 8 | 3,602 | 0,442 |
| 9 | 3,555 | 0,508 |
| 10 | 3,521 | 0,568 |
| 11 | 3,498 | 0,623 |
| 12 | 3,484 | 0,673 |
| 13 | 3,475 | 0,721 |
| 14 | 3,467 | 0,766 |
| 15 | 3,460 | 0,810 |
| 16 | 3,452 | 0,851 |
| 17 | 3,441 | 0,890 |
| 18 | 3,426 | 0,925 |
| 19 | 3,406 | 0,957 |
| 20 | 3,379 | 0,984 |
| 21 | 3,347 | 1,006 |
| 22 | 3,310 | 1,023 |
| 23 | 3,272 | 1,036 |
| 24 | 3,235 | 1,044 |
| 25 | 3,198 | 1,047 |
| 26 | 3,164 | 1,047 |
| 27 | 3,133 | 1,045 |
| 28 | 3,106 | 1,046 |
| 29 | 3,083 | 1,052 |
| 30 | 3,064 | 1,065 |
| 31 | 3,049 | 1,085 |
| 32 | 3,039 | 1,112 |
| 33 | 3,031 | 1,143 |
| 34 | 3,026 | 1,177 |
| 35 | 3,023 | 1,214 |
| 36 | 3,022 | 1,252 |
| 37 | 3,022 | 1,291 |
| 38 | 3,024 | 1,331 |
| 39 | 3,026 | 1,371 |
| 40 | 3,029 | 1,410 |
| 41 | 3,033 | 1,450 |
| 42 | 3,037 | 1,489 |
| 43 | 3,042 | 1,527 |
| 44 | 3,047 | 1,564 |
| 45 | 3,052 | 1,601 |
| 46 | 3,057 | 1,637 |
| 47 | 3,063 | 1,672 |
| 48 | 3,068 | 1,706 |
| 49 | 3,074 | 1,739 |
| 50 | 3,079 | 1,771 |
| 51 | 3,085 | 1,802 |
| 52 | 3,090 | 1,832 |
| 53 | 3,096 | 1,862 |
| 54 | 3,101 | 1,890 |
| 55 | 3,107 | 1,918 |
| 56 | 3,112 | 1,945 |
| 57 | 3,117 | 1,971 |
| 58 | 3,122 | 1,996 |
| 59 | 3,127 | 2,021 |
| 60 | 3,132 | 2,045 |
| 61 | 3,136 | 2,068 |
| 62 | 3,141 | 2,090 |
| 63 | 3,146 | 2,112 |
| 64 | 3,150 | 2,133 |
| 65 | 3,154 | 2,154 |
| 66 | 3,159 | 2,174 |
| 67 | 3,163 | 2,193 |
| 68 | 3,167 | 2,212 |
| 69 | 3,171 | 2,230 |
| 70 | 3,174 | 2,248 |
| 71 | 3,178 | 2,266 |
| 72 | 3,182 | 2,283 |
| 73 | 3,185 | 2,299 |
| 74 | 3,189 | 2,315 |
| 75 | 3,192 | 2,331 |
| 76 | 3,196 | 2,346 |
| 77 | 3,199 | 2,361 |
| 78 | 3,202 | 2,375 |
| 79 | 3,205 | 2,389 |
| 80 | 3,208 | 2,403 |
| 81 | 3,211 | 2,417 |
| 82 | 3,214 | 2,430 |
| 83 | 3,217 | 2,443 |
| 84 | 3,219 | 2,455 |
| 85 | 3,222 | 2,467 |
| 86 | 3,225 | 2,479 |
| 87 | 3,227 | 2,491 |
| 88 | 3,230 | 2,502 |
| 89 | 3,232 | 2,513 |
| 90 | 3,235 | 2,524 |
| 91 | 3,237 | 2,535 |
| 92 | 3,239 | 2,545 |
| 93 | 3,242 | 2,556 |
| 94 | 3,244 | 2,566 |
| 95 | 3,246 | 2,575 |
| 96 | 3,248 | 2,585 |
| 97 | 3,250 | 2,594 |
| 98 | 3,252 | 2,604 |
| 99 | 3,254 | 2,613 |
| 100 | 3,256 | 2,621 |
| 101 | 3,258 | 2,630 |
| 102 | 3,260 | 2,639 |
| 103 | 3,262 | 2,647 |
| 104 | 3,264 | 2,655 |
| 105 | 3,265 | 2,663 |
| 106 | 3,267 | 2,671 |
| 107 | 3,269 | 2,679 |
| 108 | 3,270 | 2,686 |
| 109 | 3,272 | 2,694 |
| 110 | 3,274 | 2,701 |
| 111 | 3,275 | 2,708 |
| 112 | 3,277 | 2,715 |
| 113 | 3,278 | 2,722 |
| 114 | 3,280 | 2,729 |
| 115 | 3,281 | 2,736 |
| 116 | 3,283 | 2,742 |
| 117 | 3,284 | 2,749 |
| 118 | 3,286 | 2,755 |
| 119 | 3,287 | 2,761 |
| 120 | 3,288 | 2,767 |
| 121 | 3,290 | 2,773 |
| 122 | 3,291 | 2,779 |
| 123 | 3,292 | 2,785 |
| 124 | 3,294 | 2,791 |
| 125 | 3,295 | 2,797 |
| 126 | 3,296 | 2,802 |
| 127 | 3,297 | 2,808 |
| 128 | 3,298 | 2,813 |
| 129 | 3,300 | 2,818 |
| 130 | 3,301 | 2,823 |
| 131 | 3,302 | 2,829 |
| 132 | 3,303 | 2,834 |
| 133 | 3,304 | 2,839 |
| 134 | 3,305 | 2,844 |
| 135 | 3,306 | 2,848 |
| 136 | 3,307 | 2,853 |
| 137 | 3,308 | 2,858 |
| 138 | 3,309 | 2,863 |
| 139 | 3,310 | 2,867 |
| 140 | 3,311 | 2,872 |
| 141 | 3,312 | 2,876 |
| 142 | 3,313 | 2,880 |
| 143 | 3,314 | 2,885 |
| 144 | 3,315 | 2,889 |
| 145 | 3,316 | 2,893 |
| 146 | 3,317 | 2,897 |
| 147 | 3,318 | 2,902 |
| 148 | 3,319 | 2,906 |
| 149 | 3,320 | 2,910 |
| 150 | 3,321 | 2,913 |

Term to maturity (in years)

US dollar (in %)

Yen (in %)

1

5,379

-0,007

2

4,788

0,063

3

4,357

0,118

4

4,069

0,165

5

3,882

0,223

6

3,756

0,294

7

3,667

0,369

8

3,602

0,442

9

3,555

0,508

10

3,521

0,568

11

3,498

0,623

12

3,484

0,673

13

3,475

0,721

14

3,467

0,766

15

3,460

0,810

16

3,452

0,851

17

3,441

0,890

18

3,426

0,925

19

3,406

0,957

20

3,379

0,984

21

3,347

1,006

22

3,310

1,023

23

3,272

1,036

24

3,235

1,044

25

3,198

1,047

26

3,164

1,047

27

3,133

1,045

28

3,106

1,046

29

3,083

1,052

30

3,064

1,065

31

3,049

1,085

32

3,039

1,112

33

3,031

1,143

34

3,026

1,177

35

3,023

1,214

36

3,022

1,252

37

3,022

1,291

38

3,024

1,331

39

3,026

1,371

40

3,029

1,410

41

3,033

1,450

42

3,037

1,489

43

3,042

1,527

44

3,047

1,564

45

3,052

1,601

46

3,057

1,637

47

3,063

1,672

48

3,068

1,706

49

3,074

1,739

50

3,079

1,771

51

3,085

1,802

52

3,090

1,832

53

3,096

1,862

54

3,101

1,890

55

3,107

1,918

56

3,112

1,945

57

3,117

1,971

58

3,122

1,996

59

3,127

2,021

60

3,132

2,045

61

3,136

2,068

62

3,141

2,090

63

3,146

2,112

64

3,150

2,133

65

3,154

2,154

66

3,159

2,174

67

3,163

2,193

68

3,167

2,212

69

3,171

2,230

70

3,174

2,248

71

3,178

2,266

72

3,182

2,283

73

3,185

2,299

74

3,189

2,315

75

3,192

2,331

76

3,196

2,346

77

3,199

2,361

78

3,202

2,375

79

3,205

2,389

80

3,208

2,403

81

3,211

2,417

82

3,214

2,430

83

3,217

2,443

84

3,219

2,455

85

3,222

2,467

86

3,225

2,479

87

3,227

2,491

88

3,230

2,502

89

3,232

2,513

90

3,235

2,524

91

3,237

2,535

92

3,239

2,545

93

3,242

2,556

94

3,244

2,566

95

3,246

2,575

96

3,248

2,585

97

3,250

2,594

98

3,252

2,604

99

3,254

2,613

100

3,256

2,621

101

3,258

2,630

102

3,260

2,639

103

3,262

2,647

104

3,264

2,655

105

3,265

2,663

106

3,267

2,671

107

3,269

2,679

108

3,270

2,686

109

3,272

2,694

110

3,274

2,701

111

3,275

2,708

112

3,277

2,715

113

3,278

2,722

114

3,280

2,729

115

3,281

2,736

116

3,283

2,742

117

3,284

2,749

118

3,286

2,755

119

3,287

2,761

120

3,288

2,767

121

3,290

2,773

122

3,291

2,779

123

3,292

2,785

124

3,294

2,791

125

3,295

2,797

126

3,296

2,802

127

3,297

2,808

128

3,298

2,813

129

3,300

2,818

130

3,301

2,823

131

3,302

2,829

132

3,303

2,834

133

3,304

2,839

134

3,305

2,844

135

3,306

2,848

136

3,307

2,853

137

3,308

2,858

138

3,309

2,863

139

3,310

2,867

140

3,311

2,872

141

3,312

2,876

142

3,313

2,880

143

3,314

2,885

144

3,315

2,889

145

3,316

2,893

146

3,317

2,897

147

3,318

2,902

148

3,319

2,906

149

3,320

2,910

150

3,321

2,913

---

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 | 27 | 5 | 0 | 21 | 0 |
| 2 | 0 | 0 | 35 | 5 | 0 | 35 | 0 |
| 3 | 0 | 0 | 40 | 5 | 0 | 40 | 0 |
| 4 | 0 | 1 | 43 | 5 | 2 | 42 | 0 |
| 5 | 0 | 2 | 47 | 5 | 3 | 45 | 0 |
| 6 | 0 | 3 | 50 | 5 | 5 | 47 | 0 |
| 7 | 1 | 4 | 53 | 5 | 8 | 49 | 0 |
| 8 | 2 | 5 | 54 | 5 | 10 | 49 | 0 |
| 9 | 2 | 6 | 56 | 5 | 11 | 47 | 0 |
| 10 | 3 | 7 | 58 | 5 | 12 | 46 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

27

5

0

21

0

2

0

0

35

5

0

35

0

3

0

0

40

5

0

40

0

4

0

1

43

5

2

42

0

5

0

2

47

5

3

45

0

6

0

3

50

5

5

47

0

7

1

4

53

5

8

49

0

8

2

5

54

5

10

49

0

9

2

6

56

5

11

47

0

10

3

7

58

5

12

46

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 347 | 4 | 13 |
| 2 | 0 | 0 | 0 | 0 | 217 | 4 | 18 |
| 3 | 0 | 0 | 0 | 0 | 193 | 4 | 21 |
| 4 | 1 | 0 | 0 | 0 | 170 | 4 | 22 |
| 5 | 2 | 0 | 0 | 0 | 156 | 4 | 23 |
| 6 | 3 | 0 | 0 | 0 | 154 | 4 | 24 |
| 7 | 4 | 0 | 0 | 0 | 152 | 4 | 25 |
| 8 | 5 | 0 | 1 | 0 | 156 | 3 | 26 |
| 9 | 6 | 0 | 2 | 0 | 158 | 1 | 27 |
| 10 | 7 | 0 | 3 | 0 | 160 | 4 | 27 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

347

4

13

2

0

0

0

0

217

4

18

3

0

0

0

0

193

4

21

4

1

0

0

0

170

4

22

5

2

0

0

0

156

4

23

6

3

0

0

0

154

4

24

7

4

0

0

0

152

4

25

8

5

0

1

0

156

3

26

9

6

0

2

0

158

1

27

10

7

0

3

0

160

4

27

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 3 | 4 | 0 | 13 | 0 | 4 |
| 2 | 14 | 8 | 10 | 0 | 19 | 0 | 4 |
| 3 | 18 | 11 | 13 | 0 | 21 | 0 | 4 |
| 4 | 21 | 13 | 15 | 0 | 22 | 0 | 4 |
| 5 | 23 | 15 | 17 | 0 | 23 | 0 | 4 |
| 6 | 25 | 17 | 19 | 0 | 25 | 0 | 4 |
| 7 | 27 | 18 | 20 | 0 | 25 | 0 | 4 |
| 8 | 29 | 19 | 22 | 0 | 27 | 0 | 4 |
| 9 | 30 | 20 | 23 | 1 | 27 | 0 | 4 |
| 10 | 32 | 21 | 24 | 1 | 27 | 0 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

3

4

0

13

0

4

2

14

8

10

0

19

0

4

3

18

11

13

0

21

0

4

4

21

13

15

0

22

0

4

5

23

15

17

0

23

0

4

6

25

17

19

0

25

0

4

7

27

18

20

0

25

0

4

8

29

19

22

0

27

0

4

9

30

20

23

1

27

0

4

10

32

21

24

1

27

0

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 21 | 8 | 10 | 14 | 4 | 0 | 0 |
| 2 | 35 | 15 | 13 | 17 | 10 | 0 | 0 |
| 3 | 40 | 17 | 15 | 22 | 13 | 0 | 0 |
| 4 | 42 | 18 | 17 | 26 | 15 | 0 | 0 |
| 5 | 45 | 19 | 18 | 29 | 17 | 0 | 0 |
| 6 | 47 | 21 | 19 | 33 | 19 | 0 | 0 |
| 7 | 49 | 22 | 21 | 34 | 20 | 0 | 0 |
| 8 | 49 | 23 | 22 | 36 | 22 | 0 | 0 |
| 9 | 47 | 24 | 22 | 36 | 23 | 0 | 0 |
| 10 | 46 | 22 | 23 | 37 | 24 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

21

8

10

14

4

0

0

2

35

15

13

17

10

0

0

3

40

17

15

22

13

0

0

4

42

18

17

26

15

0

0

5

45

19

18

29

17

0

0

6

47

21

19

33

19

0

0

7

49

22

21

34

20

0

0

8

49

23

22

36

22

0

0

9

47

24

22

36

23

0

0

10

46

22

23

37

24

0

0

| Duration (in years) | Iceland | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 2 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 3 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 4 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 5 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 6 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 7 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 8 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 9 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |
| 10 | 5 | 0 | 0 | 0 | 0 | 12 | 0 |

Duration (in years)

Iceland

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

1

5

0

0

0

0

12

0

2

5

0

0

0

0

12

0

3

5

0

0

0

0

12

0

4

5

0

0

0

0

12

0

5

5

0

0

0

0

12

0

6

5

0

0

0

0

12

0

7

5

0

0

0

0

12

0

8

5

0

0

0

0

12

0

9

5

0

0

0

0

12

0

10

5

0

0

0

0

12

0

| Duration (in years) | Chile | China | Colombia | Hong Kong | India | Japan | Malaysia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 16 | 0 | 11 | 0 | 10 | 0 | 0 |
| 2 | 18 | 1 | 17 | 0 | 10 | 0 | 0 |
| 3 | 17 | 2 | 27 | 0 | 10 | 0 | 0 |
| 4 | 16 | 3 | 33 | 0 | 10 | 0 | 0 |
| 5 | 15 | 3 | 35 | 0 | 10 | 0 | 0 |
| 6 | 14 | 3 | 38 | 0 | 10 | 0 | 0 |
| 7 | 13 | 4 | 39 | 0 | 10 | 0 | 0 |
| 8 | 14 | 7 | 38 | 0 | 10 | 0 | 0 |
| 9 | 15 | 5 | 35 | 0 | 10 | 0 | 0 |
| 10 | 13 | 5 | 37 | 0 | 10 | 1 | 0 |

Duration (in years)

Chile

China

Colombia

Hong Kong

India

Japan

Malaysia

1

16

0

11

0

10

0

0

2

18

1

17

0

10

0

0

3

17

2

27

0

10

0

0

4

16

3

33

0

10

0

0

5

15

3

35

0

10

0

0

6

14

3

38

0

10

0

0

7

13

4

39

0

10

0

0

8

14

7

38

0

10

0

0

9

15

5

35

0

10

0

0

10

13

5

37

0

10

1

0

| Duration (in years) | Mexico | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 0 | 0 | 0 | 7 | 8 | 1 |
| 2 | 9 | 0 | 0 | 0 | 10 | 11 | 0 |
| 3 | 10 | 0 | 0 | 0 | 11 | 11 | 0 |
| 4 | 10 | 0 | 0 | 0 | 13 | 13 | 0 |
| 5 | 11 | 0 | 2 | 0 | 13 | 15 | 0 |
| 6 | 10 | 0 | 5 | 0 | 15 | 15 | 0 |
| 7 | 10 | 0 | 7 | 0 | 17 | 15 | 0 |
| 8 | 10 | 0 | 11 | 0 | 19 | 15 | 0 |
| 9 | 10 | 0 | 16 | 0 | 20 | 15 | 0 |
| 10 | 10 | 0 | 16 | 0 | 22 | 15 | 0 |

Duration (in years)

Mexico

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

1

8

0

0

0

7

8

1

2

9

0

0

0

10

11

0

3

10

0

0

0

11

11

0

4

10

0

0

0

13

13

0

5

11

0

2

0

13

15

0

6

10

0

5

0

15

15

0

7

10

0

7

0

17

15

0

8

10

0

11

0

19

15

0

9

10

0

16

0

20

15

0

10

10

0

16

0

22

15

0

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

Duration (in years)

Taiwan

Turkey

United States

1

4

0

0

2

4

0

0

3

4

0

0

4

4

0

0

5

4

0

0

6

4

0

0

7

4

0

0

8

4

0

0

9

4

0

0

10

4

0

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 | 6 | 19 | 42 | 109 | 224 | 509 | 1 252 |
| 2 | 6 | 19 | 42 | 109 | 224 | 509 | 1 007 |
| 3 | 7 | 21 | 43 | 104 | 221 | 505 | 820 |
| 4 | 9 | 24 | 46 | 107 | 220 | 504 | 678 |
| 5 | 10 | 26 | 51 | 110 | 219 | 504 | 569 |
| 6 | 11 | 28 | 54 | 115 | 219 | 504 | 504 |
| 7 | 12 | 30 | 56 | 117 | 219 | 504 | 504 |
| 8 | 12 | 31 | 56 | 116 | 219 | 504 | 504 |
| 9 | 13 | 32 | 56 | 116 | 219 | 504 | 504 |
| 10 | 13 | 33 | 57 | 115 | 219 | 504 | 504 |
| 11 | 14 | 34 | 57 | 116 | 219 | 504 | 504 |
| 12 | 14 | 35 | 57 | 116 | 219 | 504 | 504 |
| 13 | 14 | 35 | 57 | 116 | 219 | 504 | 504 |
| 14 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 15 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 16 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 17 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 18 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 19 | 15 | 36 | 57 | 116 | 219 | 504 | 504 |
| 20 | 16 | 36 | 57 | 116 | 219 | 504 | 504 |
| 21 | 16 | 36 | 57 | 116 | 219 | 504 | 504 |
| 22 | 18 | 36 | 57 | 116 | 219 | 504 | 504 |
| 23 | 18 | 36 | 57 | 116 | 219 | 504 | 504 |
| 24 | 19 | 36 | 57 | 116 | 219 | 504 | 504 |
| 25 | 19 | 36 | 57 | 116 | 219 | 504 | 504 |
| 26 | 20 | 36 | 57 | 116 | 219 | 504 | 504 |
| 27 | 21 | 36 | 57 | 116 | 219 | 504 | 504 |
| 28 | 21 | 36 | 57 | 116 | 219 | 504 | 504 |
| 29 | 22 | 36 | 57 | 116 | 219 | 504 | 504 |
| 30 | 23 | 36 | 57 | 116 | 219 | 504 | 504 |

Duration (in years)

Credit quality step 0

Credit 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

109

224

509

1 252

2

6

19

42

109

224

509

1 007

3

7

21

43

104

221

505

820

4

9

24

46

107

220

504

678

5

10

26

51

110

219

504

569

6

11

28

54

115

219

504

504

7

12

30

56

117

219

504

504

8

12

31

56

116

219

504

504

9

13

32

56

116

219

504

504

10

13

33

57

115

219

504

504

11

14

34

57

116

219

504

504

12

14

35

57

116

219

504

504

13

14

35

57

116

219

504

504

14

15

36

57

116

219

504

504

15

15

36

57

116

219

504

504

16

15

36

57

116

219

504

504

17

15

36

57

116

219

504

504

18

15

36

57

116

219

504

504

19

15

36

57

116

219

504

504

20

16

36

57

116

219

504

504

21

16

36

57

116

219

504

504

22

18

36

57

116

219

504

504

23

18

36

57

116

219

504

504

24

19

36

57

116

219

504

504

25

19

36

57

116

219

504

504

26

20

36

57

116

219

504

504

27

21

36

57

116

219

504

504

28

21

36

57

116

219

504

504

29

22

36

57

116

219

504

504

30

23

36

57

116

219

504

504

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 | 18 | 31 | 54 | 122 | 236 | 521 | 1 302 |
| 2 | 20 | 33 | 55 | 123 | 237 | 522 | 1 038 |
| 3 | 21 | 35 | 57 | 118 | 234 | 518 | 841 |
| 4 | 22 | 37 | 59 | 120 | 232 | 517 | 694 |
| 5 | 22 | 38 | 63 | 122 | 232 | 516 | 582 |
| 6 | 23 | 40 | 66 | 126 | 231 | 515 | 515 |
| 7 | 23 | 41 | 67 | 128 | 230 | 515 | 515 |
| 8 | 22 | 41 | 66 | 126 | 229 | 514 | 514 |
| 9 | 22 | 41 | 65 | 125 | 229 | 513 | 513 |
| 10 | 22 | 42 | 65 | 124 | 228 | 513 | 513 |
| 11 | 22 | 42 | 65 | 124 | 228 | 512 | 512 |
| 12 | 22 | 42 | 64 | 123 | 227 | 512 | 512 |
| 13 | 21 | 42 | 64 | 122 | 226 | 511 | 511 |
| 14 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 15 | 21 | 42 | 63 | 122 | 225 | 510 | 510 |
| 16 | 20 | 41 | 62 | 121 | 225 | 510 | 510 |
| 17 | 20 | 41 | 62 | 121 | 225 | 510 | 510 |
| 18 | 20 | 41 | 62 | 121 | 225 | 510 | 510 |
| 19 | 20 | 41 | 62 | 121 | 225 | 510 | 510 |
| 20 | 20 | 42 | 63 | 121 | 225 | 510 | 510 |
| 21 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 22 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 23 | 21 | 42 | 63 | 122 | 226 | 511 | 511 |
| 24 | 21 | 42 | 63 | 122 | 226 | 511 | 511 |
| 25 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 26 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 27 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 28 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 29 | 23 | 42 | 63 | 122 | 225 | 510 | 510 |
| 30 | 24 | 42 | 63 | 121 | 225 | 510 | 510 |

Duration (in years)

Credit quality step 0

Credit 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

122

236

521

1 302

2

20

33

55

123

237

522

1 038

3

21

35

57

118

234

518

841

4

22

37

59

120

232

517

694

5

22

38

63

122

232

516

582

6

23

40

66

126

231

515

515

7

23

41

67

128

230

515

515

8

22

41

66

126

229

514

514

9

22

41

65

125

229

513

513

10

22

42

65

124

228

513

513

11

22

42

65

124

228

512

512

12

22

42

64

123

227

512

512

13

21

42

64

122

226

511

511

14

21

42

63

122

226

510

510

15

21

42

63

122

225

510

510

16

20

41

62

121

225

510

510

17

20

41

62

121

225

510

510

18

20

41

62

121

225

510

510

19

20

41

62

121

225

510

510

20

20

42

63

121

225

510

510

21

21

42

63

122

226

510

510

22

21

42

63

122

226

510

510

23

21

42

63

122

226

511

511

24

21

42

63

122

226

511

511

25

21

42

63

122

226

510

510

26

21

42

63

122

226

510

510

27

21

42

63

122

226

510

510

28

21

42

63

122

226

510

510

29

23

42

63

122

225

510

510

30

24

42

63

121

225

510

510

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 | 109 | 224 | 508 | 1 251 |
| 2 | 6 | 19 | 42 | 109 | 224 | 508 | 1 007 |
| 3 | 7 | 21 | 43 | 104 | 220 | 505 | 820 |
| 4 | 9 | 24 | 46 | 107 | 219 | 504 | 678 |
| 5 | 10 | 26 | 51 | 110 | 219 | 504 | 569 |
| 6 | 11 | 28 | 54 | 114 | 219 | 504 | 504 |
| 7 | 12 | 30 | 56 | 117 | 219 | 504 | 504 |
| 8 | 12 | 31 | 56 | 116 | 219 | 504 | 504 |
| 9 | 12 | 32 | 56 | 115 | 219 | 504 | 504 |
| 10 | 13 | 33 | 56 | 115 | 219 | 504 | 504 |
| 11 | 14 | 34 | 57 | 115 | 219 | 504 | 504 |
| 12 | 14 | 35 | 57 | 115 | 219 | 504 | 504 |
| 13 | 14 | 35 | 57 | 115 | 219 | 504 | 504 |
| 14 | 14 | 36 | 57 | 115 | 219 | 504 | 504 |
| 15 | 14 | 36 | 57 | 115 | 219 | 504 | 504 |
| 16 | 14 | 36 | 57 | 115 | 219 | 504 | 504 |
| 17 | 14 | 36 | 57 | 115 | 219 | 504 | 504 |
| 18 | 14 | 36 | 57 | 115 | 219 | 504 | 504 |
| 19 | 15 | 36 | 57 | 115 | 219 | 504 | 504 |
| 20 | 16 | 36 | 57 | 115 | 219 | 504 | 504 |
| 21 | 16 | 36 | 57 | 115 | 219 | 504 | 504 |
| 22 | 18 | 36 | 57 | 115 | 219 | 504 | 504 |
| 23 | 18 | 36 | 57 | 115 | 219 | 504 | 504 |
| 24 | 19 | 36 | 57 | 115 | 219 | 504 | 504 |
| 25 | 19 | 36 | 57 | 115 | 219 | 504 | 504 |
| 26 | 20 | 36 | 57 | 115 | 219 | 504 | 504 |
| 27 | 21 | 36 | 57 | 115 | 219 | 504 | 504 |
| 28 | 21 | 36 | 57 | 115 | 219 | 504 | 504 |
| 29 | 22 | 36 | 57 | 115 | 219 | 504 | 504 |
| 30 | 23 | 36 | 57 | 115 | 219 | 504 | 504 |

Duration (in years)

Credit quality step 0

Credit 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

109

224

508

1 251

2

6

19

42

109

224

508

1 007

3

7

21

43

104

220

505

820

4

9

24

46

107

219

504

678

5

10

26

51

110

219

504

569

6

11

28

54

114

219

504

504

7

12

30

56

117

219

504

504

8

12

31

56

116

219

504

504

9

12

32

56

115

219

504

504

10

13

33

56

115

219

504

504

11

14

34

57

115

219

504

504

12

14

35

57

115

219

504

504

13

14

35

57

115

219

504

504

14

14

36

57

115

219

504

504

15

14

36

57

115

219

504

504

16

14

36

57

115

219

504

504

17

14

36

57

115

219

504

504

18

14

36

57

115

219

504

504

19

15

36

57

115

219

504

504

20

16

36

57

115

219

504

504

21

16

36

57

115

219

504

504

22

18

36

57

115

219

504

504

23

18

36

57

115

219

504

504

24

19

36

57

115

219

504

504

25

19

36

57

115

219

504

504

26

20

36

57

115

219

504

504

27

21

36

57

115

219

504

504

28

21

36

57

115

219

504

504

29

22

36

57

115

219

504

504

30

23

36

57

115

219

504

504

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 | 80 | 93 | 115 | 183 | 297 | 582 | 1 368 |
| 2 | 76 | 89 | 112 | 179 | 294 | 579 | 1 095 |
| 3 | 80 | 94 | 115 | 176 | 293 | 577 | 888 |
| 4 | 79 | 94 | 116 | 177 | 290 | 574 | 732 |
| 5 | 78 | 94 | 119 | 178 | 288 | 572 | 612 |
| 6 | 78 | 95 | 121 | 181 | 286 | 571 | 571 |
| 7 | 77 | 95 | 121 | 182 | 284 | 569 | 569 |
| 8 | 76 | 95 | 120 | 180 | 283 | 568 | 568 |
| 9 | 75 | 95 | 119 | 178 | 282 | 567 | 567 |
| 10 | 73 | 93 | 116 | 175 | 279 | 564 | 564 |
| 11 | 71 | 91 | 114 | 173 | 277 | 561 | 561 |
| 12 | 70 | 91 | 113 | 172 | 275 | 560 | 560 |
| 13 | 70 | 91 | 112 | 171 | 275 | 559 | 559 |
| 14 | 70 | 91 | 112 | 171 | 274 | 559 | 559 |
| 15 | 69 | 90 | 112 | 170 | 274 | 559 | 559 |
| 16 | 69 | 90 | 111 | 170 | 274 | 558 | 558 |
| 17 | 68 | 90 | 111 | 169 | 273 | 558 | 558 |
| 18 | 68 | 89 | 110 | 169 | 273 | 558 | 558 |
| 19 | 67 | 88 | 110 | 168 | 272 | 557 | 557 |
| 20 | 67 | 88 | 109 | 168 | 272 | 556 | 556 |
| 21 | 66 | 87 | 108 | 167 | 271 | 556 | 556 |
| 22 | 65 | 87 | 108 | 166 | 270 | 555 | 555 |
| 23 | 64 | 86 | 107 | 165 | 269 | 554 | 554 |
| 24 | 63 | 85 | 106 | 164 | 268 | 553 | 553 |
| 25 | 62 | 84 | 105 | 163 | 267 | 552 | 552 |
| 26 | 61 | 83 | 104 | 162 | 266 | 551 | 551 |
| 27 | 60 | 82 | 103 | 161 | 265 | 550 | 550 |
| 28 | 59 | 81 | 102 | 160 | 264 | 549 | 549 |
| 29 | 58 | 79 | 100 | 159 | 263 | 548 | 548 |
| 30 | 57 | 78 | 99 | 158 | 262 | 547 | 547 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

93

115

183

297

582

1 368

2

76

89

112

179

294

579

1 095

3

80

94

115

176

293

577

888

4

79

94

116

177

290

574

732

5

78

94

119

178

288

572

612

6

78

95

121

181

286

571

571

7

77

95

121

182

284

569

569

8

76

95

120

180

283

568

568

9

75

95

119

178

282

567

567

10

73

93

116

175

279

564

564

11

71

91

114

173

277

561

561

12

70

91

113

172

275

560

560

13

70

91

112

171

275

559

559

14

70

91

112

171

274

559

559

15

69

90

112

170

274

559

559

16

69

90

111

170

274

558

558

17

68

90

111

169

273

558

558

18

68

89

110

169

273

558

558

19

67

88

110

168

272

557

557

20

67

88

109

168

272

556

556

21

66

87

108

167

271

556

556

22

65

87

108

166

270

555

555

23

64

86

107

165

269

554

554

24

63

85

106

164

268

553

553

25

62

84

105

163

267

552

552

26

61

83

104

162

266

551

551

27

60

82

103

161

265

550

550

28

59

81

102

160

264

549

549

29

58

79

100

159

263

548

548

30

57

78

99

158

262

547

547

2.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 23 | 46 | 114 | 228 | 513 | 1 254 |
| 2 | 12 | 25 | 47 | 115 | 230 | 514 | 1 009 |
| 3 | 14 | 28 | 50 | 111 | 227 | 512 | 822 |
| 4 | 16 | 31 | 53 | 114 | 227 | 511 | 679 |
| 5 | 17 | 34 | 58 | 117 | 227 | 511 | 570 |
| 6 | 18 | 36 | 62 | 122 | 227 | 511 | 511 |
| 7 | 19 | 37 | 63 | 124 | 226 | 511 | 511 |
| 8 | 19 | 38 | 63 | 123 | 226 | 511 | 511 |
| 9 | 19 | 38 | 62 | 122 | 226 | 510 | 510 |
| 10 | 19 | 39 | 62 | 121 | 225 | 510 | 510 |
| 11 | 19 | 40 | 63 | 121 | 225 | 510 | 510 |
| 12 | 20 | 41 | 63 | 121 | 225 | 510 | 510 |
| 13 | 20 | 41 | 63 | 121 | 225 | 510 | 510 |
| 14 | 20 | 42 | 63 | 121 | 225 | 510 | 510 |
| 15 | 21 | 42 | 63 | 122 | 225 | 510 | 510 |
| 16 | 20 | 42 | 63 | 121 | 225 | 510 | 510 |
| 17 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 18 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 19 | 21 | 42 | 63 | 122 | 226 | 511 | 511 |
| 20 | 22 | 43 | 64 | 123 | 227 | 511 | 511 |
| 21 | 22 | 43 | 64 | 123 | 227 | 512 | 512 |
| 22 | 22 | 44 | 65 | 123 | 227 | 512 | 512 |
| 23 | 23 | 44 | 65 | 124 | 227 | 512 | 512 |
| 24 | 23 | 44 | 65 | 124 | 227 | 512 | 512 |
| 25 | 23 | 44 | 65 | 124 | 227 | 512 | 512 |
| 26 | 23 | 44 | 65 | 124 | 227 | 512 | 512 |
| 27 | 22 | 44 | 65 | 123 | 227 | 512 | 512 |
| 28 | 22 | 44 | 65 | 123 | 227 | 512 | 512 |
| 29 | 22 | 43 | 64 | 123 | 227 | 512 | 512 |
| 30 | 23 | 43 | 64 | 123 | 227 | 512 | 512 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

23

46

114

228

513

1 254

2

12

25

47

115

230

514

1 009

3

14

28

50

111

227

512

822

4

16

31

53

114

227

511

679

5

17

34

58

117

227

511

570

6

18

36

62

122

227

511

511

7

19

37

63

124

226

511

511

8

19

38

63

123

226

511

511

9

19

38

62

122

226

510

510

10

19

39

62

121

225

510

510

11

19

40

63

121

225

510

510

12

20

41

63

121

225

510

510

13

20

41

63

121

225

510

510

14

20

42

63

121

225

510

510

15

21

42

63

122

225

510

510

16

20

42

63

121

225

510

510

17

21

42

63

122

226

510

510

18

21

42

63

122

226

510

510

19

21

42

63

122

226

511

511

20

22

43

64

123

227

511

511

21

22

43

64

123

227

512

512

22

22

44

65

123

227

512

512

23

23

44

65

124

227

512

512

24

23

44

65

124

227

512

512

25

23

44

65

124

227

512

512

26

23

44

65

124

227

512

512

27

22

44

65

123

227

512

512

28

22

44

65

123

227

512

512

29

22

43

64

123

227

512

512

30

23

43

64

123

227

512

512

2.6.   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 | 5 | 18 | 41 | 109 | 223 | 508 | 1 251 |
| 2 | 5 | 18 | 41 | 109 | 223 | 508 | 1 006 |
| 3 | 7 | 21 | 42 | 103 | 220 | 504 | 819 |
| 4 | 8 | 23 | 45 | 106 | 219 | 503 | 677 |
| 5 | 9 | 25 | 50 | 109 | 219 | 503 | 569 |
| 6 | 10 | 27 | 54 | 114 | 219 | 503 | 503 |
| 7 | 12 | 30 | 55 | 116 | 219 | 503 | 503 |
| 8 | 12 | 30 | 55 | 115 | 219 | 503 | 503 |
| 9 | 12 | 31 | 55 | 115 | 219 | 503 | 503 |
| 10 | 12 | 32 | 56 | 115 | 219 | 503 | 503 |
| 11 | 13 | 33 | 56 | 115 | 219 | 503 | 503 |
| 12 | 13 | 34 | 56 | 115 | 219 | 503 | 503 |
| 13 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 14 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 15 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 16 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 17 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 18 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 19 | 15 | 35 | 56 | 115 | 219 | 503 | 503 |
| 20 | 16 | 35 | 56 | 115 | 219 | 503 | 503 |
| 21 | 16 | 35 | 56 | 115 | 219 | 503 | 503 |
| 22 | 18 | 35 | 56 | 115 | 219 | 503 | 503 |
| 23 | 18 | 35 | 56 | 115 | 219 | 503 | 503 |
| 24 | 19 | 35 | 56 | 115 | 219 | 503 | 503 |
| 25 | 19 | 35 | 56 | 115 | 219 | 503 | 503 |
| 26 | 20 | 35 | 56 | 115 | 219 | 503 | 503 |
| 27 | 21 | 35 | 56 | 115 | 219 | 503 | 503 |
| 28 | 21 | 35 | 56 | 115 | 219 | 503 | 503 |
| 29 | 22 | 35 | 56 | 115 | 219 | 503 | 503 |
| 30 | 23 | 35 | 56 | 115 | 219 | 503 | 503 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

18

41

109

223

508

1 251

2

5

18

41

109

223

508

1 006

3

7

21

42

103

220

504

819

4

8

23

45

106

219

503

677

5

9

25

50

109

219

503

569

6

10

27

54

114

219

503

503

7

12

30

55

116

219

503

503

8

12

30

55

115

219

503

503

9

12

31

55

115

219

503

503

10

12

32

56

115

219

503

503

11

13

33

56

115

219

503

503

12

13

34

56

115

219

503

503

13

14

35

56

115

219

503

503

14

14

35

56

115

219

503

503

15

14

35

56

115

219

503

503

16

14

35

56

115

219

503

503

17

14

35

56

115

219

503

503

18

14

35

56

115

219

503

503

19

15

35

56

115

219

503

503

20

16

35

56

115

219

503

503

21

16

35

56

115

219

503

503

22

18

35

56

115

219

503

503

23

18

35

56

115

219

503

503

24

19

35

56

115

219

503

503

25

19

35

56

115

219

503

503

26

20

35

56

115

219

503

503

27

21

35

56

115

219

503

503

28

21

35

56

115

219

503

503

29

22

35

56

115

219

503

503

30

23

35

56

115

219

503

503

2.7.   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 | 7 | 24 | 52 | 139 | 242 | 527 | 1 291 |
| 2 | 7 | 24 | 52 | 139 | 242 | 527 | 1 040 |
| 3 | 8 | 26 | 52 | 127 | 239 | 523 | 847 |
| 4 | 10 | 28 | 54 | 119 | 237 | 521 | 699 |
| 5 | 12 | 30 | 56 | 110 | 236 | 520 | 586 |
| 6 | 14 | 34 | 59 | 104 | 235 | 519 | 519 |
| 7 | 16 | 36 | 60 | 98 | 233 | 518 | 518 |
| 8 | 18 | 38 | 59 | 92 | 232 | 517 | 517 |
| 9 | 20 | 44 | 62 | 87 | 231 | 516 | 516 |
| 10 | 20 | 44 | 61 | 85 | 231 | 515 | 515 |
| 11 | 19 | 43 | 59 | 85 | 230 | 514 | 514 |
| 12 | 19 | 43 | 60 | 87 | 229 | 514 | 514 |
| 13 | 19 | 43 | 60 | 87 | 228 | 513 | 513 |
| 14 | 19 | 43 | 60 | 87 | 228 | 512 | 512 |
| 15 | 19 | 43 | 60 | 87 | 227 | 512 | 512 |
| 16 | 19 | 43 | 60 | 87 | 226 | 510 | 510 |
| 17 | 19 | 44 | 60 | 87 | 225 | 510 | 510 |
| 18 | 19 | 44 | 60 | 87 | 224 | 509 | 509 |
| 19 | 19 | 44 | 60 | 87 | 224 | 509 | 509 |
| 20 | 19 | 44 | 60 | 87 | 225 | 509 | 509 |
| 21 | 19 | 44 | 60 | 87 | 225 | 509 | 509 |
| 22 | 19 | 44 | 60 | 87 | 224 | 509 | 509 |
| 23 | 19 | 44 | 60 | 87 | 224 | 509 | 509 |
| 24 | 19 | 44 | 60 | 87 | 223 | 508 | 508 |
| 25 | 20 | 44 | 60 | 87 | 223 | 507 | 507 |
| 26 | 20 | 44 | 60 | 87 | 222 | 507 | 507 |
| 27 | 21 | 44 | 60 | 87 | 221 | 506 | 506 |
| 28 | 21 | 44 | 60 | 87 | 221 | 506 | 506 |
| 29 | 23 | 44 | 60 | 87 | 220 | 505 | 505 |
| 30 | 24 | 44 | 60 | 87 | 220 | 505 | 505 |

Duration (in years)

Credit quality step 0

Credit 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

24

52

139

242

527

1 291

2

7

24

52

139

242

527

1 040

3

8

26

52

127

239

523

847

4

10

28

54

119

237

521

699

5

12

30

56

110

236

520

586

6

14

34

59

104

235

519

519

7

16

36

60

98

233

518

518

8

18

38

59

92

232

517

517

9

20

44

62

87

231

516

516

10

20

44

61

85

231

515

515

11

19

43

59

85

230

514

514

12

19

43

60

87

229

514

514

13

19

43

60

87

228

513

513

14

19

43

60

87

228

512

512

15

19

43

60

87

227

512

512

16

19

43

60

87

226

510

510

17

19

44

60

87

225

510

510

18

19

44

60

87

224

509

509

19

19

44

60

87

224

509

509

20

19

44

60

87

225

509

509

21

19

44

60

87

225

509

509

22

19

44

60

87

224

509

509

23

19

44

60

87

224

509

509

24

19

44

60

87

223

508

508

25

20

44

60

87

223

507

507

26

20

44

60

87

222

507

507

27

21

44

60

87

221

506

506

28

21

44

60

87

221

506

506

29

23

44

60

87

220

505

505

30

24

44

60

87

220

505

505

2.8.   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 | 119 | 187 | 302 | 586 | 1 293 |
| 2 | 83 | 95 | 118 | 186 | 300 | 585 | 1 044 |
| 3 | 83 | 97 | 118 | 180 | 296 | 580 | 854 |
| 4 | 82 | 97 | 120 | 181 | 293 | 578 | 709 |
| 5 | 82 | 98 | 123 | 182 | 291 | 576 | 597 |
| 6 | 81 | 98 | 124 | 185 | 289 | 574 | 574 |
| 7 | 80 | 98 | 124 | 185 | 287 | 572 | 572 |
| 8 | 78 | 97 | 122 | 182 | 285 | 570 | 570 |
| 9 | 76 | 96 | 120 | 179 | 283 | 568 | 568 |
| 10 | 76 | 96 | 119 | 178 | 282 | 567 | 567 |
| 11 | 75 | 95 | 118 | 177 | 281 | 565 | 565 |
| 12 | 74 | 95 | 117 | 175 | 279 | 564 | 564 |
| 13 | 73 | 94 | 115 | 174 | 278 | 562 | 562 |
| 14 | 71 | 93 | 114 | 172 | 276 | 561 | 561 |
| 15 | 70 | 91 | 112 | 171 | 275 | 560 | 560 |
| 16 | 69 | 90 | 111 | 170 | 274 | 559 | 559 |
| 17 | 68 | 89 | 110 | 169 | 273 | 558 | 558 |
| 18 | 67 | 88 | 109 | 168 | 272 | 557 | 557 |
| 19 | 66 | 88 | 109 | 167 | 271 | 556 | 556 |
| 20 | 66 | 87 | 108 | 167 | 270 | 555 | 555 |
| 21 | 65 | 86 | 107 | 166 | 269 | 554 | 554 |
| 22 | 64 | 85 | 106 | 165 | 268 | 553 | 553 |
| 23 | 63 | 84 | 105 | 164 | 267 | 552 | 552 |
| 24 | 61 | 83 | 104 | 162 | 266 | 551 | 551 |
| 25 | 60 | 82 | 103 | 161 | 265 | 550 | 550 |
| 26 | 59 | 80 | 101 | 160 | 264 | 549 | 549 |
| 27 | 58 | 79 | 100 | 159 | 263 | 548 | 548 |
| 28 | 57 | 78 | 99 | 158 | 262 | 547 | 547 |
| 29 | 56 | 77 | 98 | 157 | 261 | 545 | 545 |
| 30 | 55 | 76 | 97 | 156 | 260 | 544 | 544 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

97

119

187

302

586

1 293

2

83

95

118

186

300

585

1 044

3

83

97

118

180

296

580

854

4

82

97

120

181

293

578

709

5

82

98

123

182

291

576

597

6

81

98

124

185

289

574

574

7

80

98

124

185

287

572

572

8

78

97

122

182

285

570

570

9

76

96

120

179

283

568

568

10

76

96

119

178

282

567

567

11

75

95

118

177

281

565

565

12

74

95

117

175

279

564

564

13

73

94

115

174

278

562

562

14

71

93

114

172

276

561

561

15

70

91

112

171

275

560

560

16

69

90

111

170

274

559

559

17

68

89

110

169

273

558

558

18

67

88

109

168

272

557

557

19

66

88

109

167

271

556

556

20

66

87

108

167

270

555

555

21

65

86

107

166

269

554

554

22

64

85

106

165

268

553

553

23

63

84

105

164

267

552

552

24

61

83

104

162

266

551

551

25

60

82

103

161

265

550

550

26

59

80

101

160

264

549

549

27

58

79

100

159

263

548

548

28

57

78

99

158

262

547

547

29

56

77

98

157

261

545

545

30

55

76

97

156

260

544

544

2.9.   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 | 92 | 160 | 275 | 559 | 1 288 |
| 2 | 56 | 69 | 92 | 159 | 274 | 559 | 1 037 |
| 3 | 57 | 71 | 93 | 154 | 270 | 554 | 846 |
| 4 | 57 | 72 | 95 | 156 | 268 | 553 | 700 |
| 5 | 57 | 74 | 98 | 157 | 267 | 551 | 589 |
| 6 | 57 | 74 | 100 | 160 | 265 | 550 | 550 |
| 7 | 57 | 75 | 101 | 162 | 264 | 549 | 549 |
| 8 | 56 | 74 | 100 | 159 | 263 | 547 | 547 |
| 9 | 54 | 74 | 98 | 157 | 261 | 546 | 546 |
| 10 | 54 | 74 | 97 | 156 | 260 | 545 | 545 |
| 11 | 54 | 74 | 97 | 156 | 259 | 544 | 544 |
| 12 | 53 | 74 | 96 | 155 | 259 | 543 | 543 |
| 13 | 53 | 74 | 95 | 154 | 258 | 543 | 543 |
| 14 | 53 | 74 | 95 | 153 | 257 | 542 | 542 |
| 15 | 52 | 73 | 94 | 153 | 257 | 541 | 541 |
| 16 | 51 | 72 | 93 | 152 | 256 | 541 | 541 |
| 17 | 51 | 72 | 93 | 152 | 255 | 540 | 540 |
| 18 | 50 | 71 | 92 | 151 | 255 | 540 | 540 |
| 19 | 50 | 71 | 92 | 151 | 255 | 539 | 539 |
| 20 | 50 | 71 | 92 | 151 | 254 | 539 | 539 |
| 21 | 49 | 70 | 91 | 150 | 254 | 539 | 539 |
| 22 | 49 | 70 | 91 | 150 | 254 | 538 | 538 |
| 23 | 48 | 69 | 90 | 149 | 253 | 538 | 538 |
| 24 | 48 | 69 | 90 | 149 | 252 | 537 | 537 |
| 25 | 47 | 68 | 89 | 148 | 252 | 536 | 536 |
| 26 | 46 | 67 | 88 | 147 | 251 | 536 | 536 |
| 27 | 45 | 67 | 88 | 146 | 250 | 535 | 535 |
| 28 | 45 | 66 | 87 | 146 | 250 | 534 | 534 |
| 29 | 44 | 65 | 86 | 145 | 249 | 534 | 534 |
| 30 | 43 | 64 | 86 | 144 | 248 | 533 | 533 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

57

70

92

160

275

559

1 288

2

56

69

92

159

274

559

1 037

3

57

71

93

154

270

554

846

4

57

72

95

156

268

553

700

5

57

74

98

157

267

551

589

6

57

74

100

160

265

550

550

7

57

75

101

162

264

549

549

8

56

74

100

159

263

547

547

9

54

74

98

157

261

546

546

10

54

74

97

156

260

545

545

11

54

74

97

156

259

544

544

12

53

74

96

155

259

543

543

13

53

74

95

154

258

543

543

14

53

74

95

153

257

542

542

15

52

73

94

153

257

541

541

16

51

72

93

152

256

541

541

17

51

72

93

152

255

540

540

18

50

71

92

151

255

540

540

19

50

71

92

151

255

539

539

20

50

71

92

151

254

539

539

21

49

70

91

150

254

539

539

22

49

70

91

150

254

538

538

23

48

69

90

149

253

538

538

24

48

69

90

149

252

537

537

25

47

68

89

148

252

536

536

26

46

67

88

147

251

536

536

27

45

67

88

146

250

535

535

28

45

66

87

146

250

534

534

29

44

65

86

145

249

534

534

30

43

64

86

144

248

533

533

2.10.   Króna

| Duration (in years) | Credit quality step 0 | Credit 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 | 104 | 126 | 194 | 308 | 593 | 1 345 |
| 2 | 90 | 103 | 126 | 194 | 308 | 593 | 1 078 |
| 3 | 90 | 104 | 126 | 187 | 303 | 588 | 875 |
| 4 | 90 | 105 | 128 | 188 | 301 | 586 | 722 |
| 5 | 91 | 107 | 131 | 190 | 300 | 585 | 605 |
| 6 | 91 | 108 | 134 | 194 | 299 | 584 | 584 |
| 7 | 92 | 110 | 136 | 197 | 299 | 584 | 584 |
| 8 | 92 | 111 | 136 | 196 | 299 | 584 | 584 |
| 9 | 92 | 111 | 136 | 195 | 299 | 584 | 584 |
| 10 | 93 | 113 | 136 | 195 | 299 | 584 | 584 |
| 11 | 93 | 113 | 136 | 195 | 299 | 583 | 583 |
| 12 | 93 | 113 | 135 | 194 | 298 | 583 | 583 |
| 13 | 92 | 113 | 134 | 193 | 297 | 582 | 582 |
| 14 | 91 | 112 | 133 | 192 | 296 | 581 | 581 |
| 15 | 90 | 111 | 132 | 191 | 295 | 580 | 580 |
| 16 | 89 | 110 | 131 | 190 | 294 | 578 | 578 |
| 17 | 88 | 109 | 130 | 189 | 293 | 577 | 577 |
| 18 | 87 | 108 | 129 | 188 | 292 | 576 | 576 |
| 19 | 86 | 107 | 128 | 187 | 291 | 575 | 575 |
| 20 | 85 | 106 | 127 | 186 | 290 | 574 | 574 |
| 21 | 84 | 105 | 126 | 184 | 288 | 573 | 573 |
| 22 | 82 | 103 | 124 | 183 | 287 | 572 | 572 |
| 23 | 81 | 102 | 123 | 182 | 286 | 570 | 570 |
| 24 | 79 | 100 | 121 | 180 | 284 | 569 | 569 |
| 25 | 78 | 99 | 120 | 179 | 283 | 567 | 567 |
| 26 | 76 | 97 | 118 | 177 | 281 | 566 | 566 |
| 27 | 75 | 96 | 117 | 176 | 279 | 564 | 564 |
| 28 | 73 | 94 | 115 | 174 | 278 | 563 | 563 |
| 29 | 72 | 93 | 114 | 173 | 276 | 561 | 561 |
| 30 | 70 | 91 | 112 | 171 | 275 | 560 | 560 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

91

104

126

194

308

593

1 345

2

90

103

126

194

308

593

1 078

3

90

104

126

187

303

588

875

4

90

105

128

188

301

586

722

5

91

107

131

190

300

585

605

6

91

108

134

194

299

584

584

7

92

110

136

197

299

584

584

8

92

111

136

196

299

584

584

9

92

111

136

195

299

584

584

10

93

113

136

195

299

584

584

11

93

113

136

195

299

583

583

12

93

113

135

194

298

583

583

13

92

113

134

193

297

582

582

14

91

112

133

192

296

581

581

15

90

111

132

191

295

580

580

16

89

110

131

190

294

578

578

17

88

109

130

189

293

577

577

18

87

108

129

188

292

576

576

19

86

107

128

187

291

575

575

20

85

106

127

186

290

574

574

21

84

105

126

184

288

573

573

22

82

103

124

183

287

572

572

23

81

102

123

182

286

570

570

24

79

100

121

180

284

569

569

25

78

99

120

179

283

567

567

26

76

97

118

177

281

566

566

27

75

96

117

176

279

564

564

28

73

94

115

174

278

563

563

29

72

93

114

173

276

561

561

30

70

91

112

171

275

560

560

2.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 44 | 66 | 134 | 249 | 533 | 1 268 |
| 2 | 32 | 44 | 67 | 135 | 249 | 534 | 1 021 |
| 3 | 32 | 46 | 68 | 129 | 245 | 530 | 832 |
| 4 | 33 | 48 | 70 | 131 | 243 | 528 | 688 |
| 5 | 33 | 49 | 74 | 133 | 242 | 527 | 577 |
| 6 | 34 | 51 | 77 | 137 | 242 | 526 | 526 |
| 7 | 34 | 52 | 78 | 139 | 241 | 526 | 526 |
| 8 | 33 | 52 | 77 | 137 | 240 | 525 | 525 |
| 9 | 33 | 52 | 76 | 135 | 239 | 524 | 524 |
| 10 | 32 | 52 | 76 | 135 | 239 | 523 | 523 |
| 11 | 32 | 53 | 75 | 134 | 238 | 523 | 523 |
| 12 | 32 | 53 | 75 | 134 | 237 | 522 | 522 |
| 13 | 32 | 53 | 74 | 133 | 237 | 521 | 521 |
| 14 | 31 | 53 | 74 | 132 | 236 | 521 | 521 |
| 15 | 31 | 52 | 73 | 132 | 236 | 520 | 520 |
| 16 | 30 | 51 | 72 | 131 | 235 | 520 | 520 |
| 17 | 30 | 51 | 72 | 131 | 235 | 520 | 520 |
| 18 | 30 | 51 | 72 | 131 | 235 | 519 | 519 |
| 19 | 30 | 51 | 72 | 131 | 234 | 519 | 519 |
| 20 | 30 | 51 | 72 | 131 | 235 | 519 | 519 |
| 21 | 30 | 51 | 72 | 131 | 235 | 519 | 519 |
| 22 | 30 | 51 | 72 | 131 | 235 | 519 | 519 |
| 23 | 30 | 51 | 72 | 131 | 234 | 519 | 519 |
| 24 | 29 | 51 | 72 | 130 | 234 | 519 | 519 |
| 25 | 29 | 50 | 71 | 130 | 234 | 519 | 519 |
| 26 | 29 | 50 | 71 | 130 | 234 | 518 | 518 |
| 27 | 29 | 50 | 71 | 129 | 233 | 518 | 518 |
| 28 | 28 | 49 | 70 | 129 | 233 | 518 | 518 |
| 29 | 28 | 49 | 70 | 129 | 233 | 517 | 517 |
| 30 | 28 | 49 | 70 | 129 | 232 | 517 | 517 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

44

66

134

249

533

1 268

2

32

44

67

135

249

534

1 021

3

32

46

68

129

245

530

832

4

33

48

70

131

243

528

688

5

33

49

74

133

242

527

577

6

34

51

77

137

242

526

526

7

34

52

78

139

241

526

526

8

33

52

77

137

240

525

525

9

33

52

76

135

239

524

524

10

32

52

76

135

239

523

523

11

32

53

75

134

238

523

523

12

32

53

75

134

237

522

522

13

32

53

74

133

237

521

521

14

31

53

74

132

236

521

521

15

31

52

73

132

236

520

520

16

30

51

72

131

235

520

520

17

30

51

72

131

235

520

520

18

30

51

72

131

235

519

519

19

30

51

72

131

234

519

519

20

30

51

72

131

235

519

519

21

30

51

72

131

235

519

519

22

30

51

72

131

235

519

519

23

30

51

72

131

234

519

519

24

29

51

72

130

234

519

519

25

29

50

71

130

234

519

519

26

29

50

71

130

234

518

518

27

29

50

71

129

233

518

518

28

28

49

70

129

233

518

518

29

28

49

70

129

233

517

517

30

28

49

70

129

232

517

517

2.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 4 | 23 | 91 | 206 | 490 | 1 214 |
| 2 | 1 | 5 | 24 | 92 | 206 | 491 | 979 |
| 3 | 2 | 5 | 26 | 87 | 203 | 488 | 799 |
| 4 | 3 | 6 | 29 | 89 | 202 | 487 | 662 |
| 5 | 4 | 9 | 34 | 93 | 202 | 487 | 556 |
| 6 | 5 | 11 | 37 | 97 | 202 | 487 | 487 |
| 7 | 5 | 13 | 39 | 100 | 202 | 487 | 487 |
| 8 | 7 | 14 | 39 | 99 | 202 | 487 | 487 |
| 9 | 7 | 15 | 39 | 98 | 202 | 487 | 487 |
| 10 | 8 | 16 | 39 | 98 | 202 | 487 | 487 |
| 11 | 9 | 18 | 40 | 99 | 203 | 488 | 488 |
| 12 | 9 | 17 | 39 | 98 | 202 | 487 | 487 |
| 13 | 10 | 19 | 40 | 99 | 203 | 487 | 487 |
| 14 | 12 | 19 | 40 | 99 | 202 | 487 | 487 |
| 15 | 12 | 18 | 39 | 97 | 201 | 486 | 486 |
| 16 | 13 | 17 | 38 | 97 | 201 | 485 | 485 |
| 17 | 14 | 17 | 38 | 97 | 201 | 485 | 485 |
| 18 | 14 | 17 | 38 | 97 | 201 | 485 | 485 |
| 19 | 15 | 18 | 38 | 97 | 201 | 486 | 486 |
| 20 | 15 | 18 | 39 | 98 | 202 | 486 | 486 |
| 21 | 16 | 19 | 39 | 98 | 202 | 487 | 487 |
| 22 | 18 | 19 | 39 | 98 | 202 | 487 | 487 |
| 23 | 18 | 21 | 39 | 98 | 202 | 486 | 486 |
| 24 | 19 | 21 | 39 | 98 | 202 | 486 | 486 |
| 25 | 19 | 22 | 39 | 98 | 201 | 486 | 486 |
| 26 | 20 | 22 | 39 | 97 | 201 | 486 | 486 |
| 27 | 20 | 23 | 39 | 97 | 201 | 486 | 486 |
| 28 | 21 | 24 | 40 | 97 | 201 | 486 | 486 |
| 29 | 22 | 24 | 41 | 97 | 201 | 486 | 486 |
| 30 | 22 | 26 | 42 | 97 | 201 | 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

4

23

91

206

490

1 214

2

1

5

24

92

206

491

979

3

2

5

26

87

203

488

799

4

3

6

29

89

202

487

662

5

4

9

34

93

202

487

556

6

5

11

37

97

202

487

487

7

5

13

39

100

202

487

487

8

7

14

39

99

202

487

487

9

7

15

39

98

202

487

487

10

8

16

39

98

202

487

487

11

9

18

40

99

203

488

488

12

9

17

39

98

202

487

487

13

10

19

40

99

203

487

487

14

12

19

40

99

202

487

487

15

12

18

39

97

201

486

486

16

13

17

38

97

201

485

485

17

14

17

38

97

201

485

485

18

14

17

38

97

201

485

485

19

15

18

38

97

201

486

486

20

15

18

39

98

202

486

486

21

16

19

39

98

202

487

487

22

18

19

39

98

202

487

487

23

18

21

39

98

202

486

486

24

19

21

39

98

202

486

486

25

19

22

39

98

201

486

486

26

20

22

39

97

201

486

486

27

20

23

39

97

201

486

486

28

21

24

40

97

201

486

486

29

22

24

41

97

201

486

486

30

22

26

42

97

201

486

486

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 | 44 | 57 | 80 | 147 | 262 | 546 | 1 265 |
| 2 | 44 | 57 | 80 | 147 | 262 | 546 | 1 019 |
| 3 | 45 | 59 | 81 | 142 | 258 | 543 | 831 |
| 4 | 46 | 61 | 83 | 144 | 257 | 541 | 688 |
| 5 | 46 | 62 | 87 | 146 | 256 | 540 | 578 |
| 6 | 47 | 64 | 90 | 150 | 255 | 540 | 540 |
| 7 | 47 | 65 | 91 | 152 | 254 | 539 | 539 |
| 8 | 46 | 65 | 90 | 150 | 253 | 538 | 538 |
| 9 | 45 | 65 | 89 | 148 | 252 | 537 | 537 |
| 10 | 45 | 65 | 89 | 148 | 252 | 536 | 536 |
| 11 | 45 | 66 | 88 | 147 | 251 | 536 | 536 |
| 12 | 45 | 66 | 88 | 146 | 250 | 535 | 535 |
| 13 | 45 | 66 | 87 | 146 | 250 | 534 | 534 |
| 14 | 44 | 65 | 87 | 145 | 249 | 534 | 534 |
| 15 | 44 | 65 | 86 | 145 | 249 | 533 | 533 |
| 16 | 43 | 64 | 85 | 144 | 248 | 533 | 533 |
| 17 | 43 | 64 | 85 | 144 | 247 | 532 | 532 |
| 18 | 42 | 63 | 84 | 143 | 247 | 532 | 532 |
| 19 | 42 | 63 | 84 | 143 | 247 | 531 | 531 |
| 20 | 42 | 63 | 84 | 143 | 246 | 531 | 531 |
| 21 | 41 | 62 | 83 | 142 | 246 | 531 | 531 |
| 22 | 41 | 62 | 83 | 142 | 246 | 530 | 530 |
| 23 | 40 | 61 | 82 | 141 | 245 | 530 | 530 |
| 24 | 40 | 61 | 82 | 141 | 244 | 529 | 529 |
| 25 | 39 | 60 | 81 | 140 | 244 | 528 | 528 |
| 26 | 38 | 59 | 80 | 139 | 243 | 528 | 528 |
| 27 | 37 | 59 | 80 | 138 | 242 | 527 | 527 |
| 28 | 37 | 58 | 79 | 138 | 241 | 526 | 526 |
| 29 | 36 | 57 | 78 | 137 | 241 | 525 | 525 |
| 30 | 35 | 56 | 77 | 136 | 240 | 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

44

57

80

147

262

546

1 265

2

44

57

80

147

262

546

1 019

3

45

59

81

142

258

543

831

4

46

61

83

144

257

541

688

5

46

62

87

146

256

540

578

6

47

64

90

150

255

540

540

7

47

65

91

152

254

539

539

8

46

65

90

150

253

538

538

9

45

65

89

148

252

537

537

10

45

65

89

148

252

536

536

11

45

66

88

147

251

536

536

12

45

66

88

146

250

535

535

13

45

66

87

146

250

534

534

14

44

65

87

145

249

534

534

15

44

65

86

145

249

533

533

16

43

64

85

144

248

533

533

17

43

64

85

144

247

532

532

18

42

63

84

143

247

532

532

19

42

63

84

143

247

531

531

20

42

63

84

143

246

531

531

21

41

62

83

142

246

531

531

22

41

62

83

142

246

530

530

23

40

61

82

141

245

530

530

24

40

61

82

141

244

529

529

25

39

60

81

140

244

528

528

26

38

59

80

139

243

528

528

27

37

59

80

138

242

527

527

28

37

58

79

138

241

526

526

29

36

57

78

137

241

525

525

30

35

56

77

136

240

525

525

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 | 16 | 29 | 52 | 120 | 234 | 519 | 1 214 |
| 2 | 20 | 33 | 55 | 123 | 238 | 522 | 980 |
| 3 | 24 | 38 | 60 | 121 | 237 | 522 | 801 |
| 4 | 28 | 43 | 65 | 126 | 239 | 523 | 664 |
| 5 | 30 | 47 | 71 | 130 | 240 | 524 | 559 |
| 6 | 30 | 47 | 73 | 133 | 238 | 523 | 523 |
| 7 | 34 | 52 | 78 | 139 | 241 | 526 | 526 |
| 8 | 33 | 52 | 77 | 137 | 240 | 525 | 525 |
| 9 | 34 | 54 | 78 | 137 | 241 | 526 | 526 |
| 10 | 36 | 56 | 80 | 138 | 242 | 527 | 527 |
| 11 | 38 | 58 | 81 | 140 | 243 | 528 | 528 |
| 12 | 39 | 60 | 81 | 140 | 244 | 529 | 529 |
| 13 | 39 | 60 | 82 | 141 | 244 | 529 | 529 |
| 14 | 40 | 61 | 82 | 141 | 245 | 530 | 530 |
| 15 | 40 | 61 | 82 | 141 | 245 | 530 | 530 |
| 16 | 40 | 61 | 82 | 141 | 245 | 529 | 529 |
| 17 | 40 | 61 | 82 | 141 | 245 | 530 | 530 |
| 18 | 40 | 61 | 82 | 141 | 244 | 529 | 529 |
| 19 | 39 | 60 | 82 | 140 | 244 | 529 | 529 |
| 20 | 39 | 61 | 82 | 140 | 244 | 529 | 529 |
| 21 | 39 | 61 | 82 | 140 | 244 | 529 | 529 |
| 22 | 39 | 60 | 81 | 140 | 244 | 529 | 529 |
| 23 | 39 | 60 | 81 | 140 | 244 | 528 | 528 |
| 24 | 39 | 60 | 81 | 139 | 243 | 528 | 528 |
| 25 | 38 | 59 | 80 | 139 | 243 | 528 | 528 |
| 26 | 38 | 59 | 80 | 139 | 242 | 527 | 527 |
| 27 | 37 | 58 | 79 | 138 | 242 | 527 | 527 |
| 28 | 37 | 58 | 79 | 138 | 241 | 526 | 526 |
| 29 | 36 | 57 | 78 | 137 | 241 | 526 | 526 |
| 30 | 36 | 57 | 78 | 136 | 240 | 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

16

29

52

120

234

519

1 214

2

20

33

55

123

238

522

980

3

24

38

60

121

237

522

801

4

28

43

65

126

239

523

664

5

30

47

71

130

240

524

559

6

30

47

73

133

238

523

523

7

34

52

78

139

241

526

526

8

33

52

77

137

240

525

525

9

34

54

78

137

241

526

526

10

36

56

80

138

242

527

527

11

38

58

81

140

243

528

528

12

39

60

81

140

244

529

529

13

39

60

82

141

244

529

529

14

40

61

82

141

245

530

530

15

40

61

82

141

245

530

530

16

40

61

82

141

245

529

529

17

40

61

82

141

245

530

530

18

40

61

82

141

244

529

529

19

39

60

82

140

244

529

529

20

39

61

82

140

244

529

529

21

39

61

82

140

244

529

529

22

39

60

81

140

244

529

529

23

39

60

81

140

244

528

528

24

39

60

81

139

243

528

528

25

38

59

80

139

243

528

528

26

38

59

80

139

242

527

527

27

37

58

79

138

242

527

527

28

37

58

79

138

241

526

526

29

36

57

78

137

241

526

526

30

36

57

78

136

240

525

525

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 | 122 | 236 | 521 | 1 275 |
| 2 | 19 | 32 | 55 | 122 | 237 | 522 | 1 025 |
| 3 | 21 | 35 | 57 | 118 | 234 | 519 | 833 |
| 4 | 23 | 38 | 60 | 121 | 234 | 518 | 687 |
| 5 | 24 | 40 | 65 | 124 | 233 | 518 | 576 |
| 6 | 25 | 42 | 68 | 128 | 233 | 518 | 518 |
| 7 | 26 | 44 | 70 | 131 | 233 | 518 | 518 |
| 8 | 26 | 45 | 70 | 130 | 233 | 518 | 518 |
| 9 | 26 | 46 | 70 | 129 | 233 | 518 | 518 |
| 10 | 27 | 47 | 70 | 129 | 233 | 518 | 518 |
| 11 | 28 | 48 | 71 | 129 | 233 | 518 | 518 |
| 12 | 28 | 49 | 71 | 130 | 233 | 518 | 518 |
| 13 | 28 | 49 | 71 | 130 | 233 | 518 | 518 |
| 14 | 29 | 50 | 71 | 130 | 233 | 518 | 518 |
| 15 | 29 | 50 | 71 | 130 | 233 | 518 | 518 |
| 16 | 28 | 50 | 71 | 129 | 233 | 518 | 518 |
| 17 | 28 | 50 | 71 | 129 | 233 | 518 | 518 |
| 18 | 28 | 50 | 71 | 129 | 233 | 518 | 518 |
| 19 | 28 | 50 | 71 | 129 | 233 | 518 | 518 |
| 20 | 29 | 50 | 71 | 129 | 233 | 518 | 518 |
| 21 | 28 | 50 | 71 | 129 | 233 | 518 | 518 |
| 22 | 28 | 49 | 70 | 129 | 233 | 518 | 518 |
| 23 | 28 | 49 | 70 | 129 | 233 | 517 | 517 |
| 24 | 27 | 48 | 70 | 128 | 232 | 517 | 517 |
| 25 | 27 | 48 | 69 | 128 | 232 | 516 | 516 |
| 26 | 26 | 48 | 69 | 127 | 231 | 516 | 516 |
| 27 | 26 | 47 | 68 | 127 | 231 | 515 | 515 |
| 28 | 25 | 47 | 68 | 126 | 230 | 515 | 515 |
| 29 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 30 | 25 | 46 | 67 | 126 | 229 | 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

18

31

54

122

236

521

1 275

2

19

32

55

122

237

522

1 025

3

21

35

57

118

234

519

833

4

23

38

60

121

234

518

687

5

24

40

65

124

233

518

576

6

25

42

68

128

233

518

518

7

26

44

70

131

233

518

518

8

26

45

70

130

233

518

518

9

26

46

70

129

233

518

518

10

27

47

70

129

233

518

518

11

28

48

71

129

233

518

518

12

28

49

71

130

233

518

518

13

28

49

71

130

233

518

518

14

29

50

71

130

233

518

518

15

29

50

71

130

233

518

518

16

28

50

71

129

233

518

518

17

28

50

71

129

233

518

518

18

28

50

71

129

233

518

518

19

28

50

71

129

233

518

518

20

29

50

71

129

233

518

518

21

28

50

71

129

233

518

518

22

28

49

70

129

233

518

518

23

28

49

70

129

233

517

517

24

27

48

70

128

232

517

517

25

27

48

69

128

232

516

516

26

26

48

69

127

231

516

516

27

26

47

68

127

231

515

515

28

25

47

68

126

230

515

515

29

25

46

67

126

230

515

515

30

25

46

67

126

229

514

514

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 | 53 | 66 | 89 | 156 | 271 | 555 | 1 317 |
| 2 | 55 | 68 | 90 | 158 | 273 | 557 | 1 047 |
| 3 | 58 | 72 | 94 | 155 | 271 | 556 | 850 |
| 4 | 61 | 76 | 98 | 159 | 271 | 556 | 702 |
| 5 | 63 | 79 | 103 | 162 | 272 | 557 | 590 |
| 6 | 64 | 81 | 107 | 168 | 272 | 557 | 557 |
| 7 | 65 | 83 | 109 | 170 | 272 | 557 | 557 |
| 8 | 65 | 84 | 109 | 169 | 272 | 557 | 557 |
| 9 | 65 | 84 | 109 | 168 | 272 | 557 | 557 |
| 10 | 66 | 86 | 109 | 168 | 272 | 557 | 557 |
| 11 | 66 | 86 | 109 | 168 | 272 | 556 | 556 |
| 12 | 66 | 87 | 109 | 167 | 271 | 556 | 556 |
| 13 | 65 | 86 | 108 | 167 | 270 | 555 | 555 |
| 14 | 65 | 86 | 107 | 166 | 270 | 554 | 554 |
| 15 | 64 | 85 | 106 | 165 | 269 | 554 | 554 |
| 16 | 64 | 85 | 106 | 164 | 268 | 553 | 553 |
| 17 | 63 | 84 | 105 | 164 | 268 | 552 | 552 |
| 18 | 62 | 83 | 105 | 163 | 267 | 552 | 552 |
| 19 | 62 | 83 | 104 | 163 | 267 | 551 | 551 |
| 20 | 61 | 82 | 103 | 162 | 266 | 551 | 551 |
| 21 | 60 | 82 | 103 | 161 | 265 | 550 | 550 |
| 22 | 60 | 81 | 102 | 161 | 264 | 549 | 549 |
| 23 | 59 | 80 | 101 | 160 | 264 | 548 | 548 |
| 24 | 58 | 79 | 100 | 159 | 263 | 547 | 547 |
| 25 | 57 | 78 | 99 | 158 | 262 | 546 | 546 |
| 26 | 56 | 77 | 98 | 157 | 261 | 546 | 546 |
| 27 | 55 | 76 | 97 | 156 | 260 | 545 | 545 |
| 28 | 54 | 75 | 96 | 155 | 259 | 544 | 544 |
| 29 | 53 | 74 | 95 | 154 | 258 | 543 | 543 |
| 30 | 52 | 74 | 95 | 153 | 257 | 542 | 542 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

66

89

156

271

555

1 317

2

55

68

90

158

273

557

1 047

3

58

72

94

155

271

556

850

4

61

76

98

159

271

556

702

5

63

79

103

162

272

557

590

6

64

81

107

168

272

557

557

7

65

83

109

170

272

557

557

8

65

84

109

169

272

557

557

9

65

84

109

168

272

557

557

10

66

86

109

168

272

557

557

11

66

86

109

168

272

556

556

12

66

87

109

167

271

556

556

13

65

86

108

167

270

555

555

14

65

86

107

166

270

554

554

15

64

85

106

165

269

554

554

16

64

85

106

164

268

553

553

17

63

84

105

164

268

552

552

18

62

83

105

163

267

552

552

19

62

83

104

163

267

551

551

20

61

82

103

162

266

551

551

21

60

82

103

161

265

550

550

22

60

81

102

161

264

549

549

23

59

80

101

160

264

548

548

24

58

79

100

159

263

547

547

25

57

78

99

158

262

546

546

26

56

77

98

157

261

546

546

27

55

76

97

156

260

545

545

28

54

75

96

155

259

544

544

29

53

74

95

154

258

543

543

30

52

74

95

153

257

542

542

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 | 84 | 97 | 119 | 187 | 302 | 586 | 1 363 |
| 2 | 89 | 102 | 124 | 192 | 307 | 591 | 1 100 |
| 3 | 91 | 105 | 127 | 188 | 305 | 589 | 898 |
| 4 | 93 | 108 | 131 | 191 | 304 | 589 | 745 |
| 5 | 97 | 113 | 137 | 196 | 306 | 591 | 627 |
| 6 | 99 | 116 | 142 | 202 | 307 | 592 | 592 |
| 7 | 101 | 119 | 145 | 205 | 308 | 592 | 592 |
| 8 | 102 | 121 | 146 | 206 | 309 | 594 | 594 |
| 9 | 103 | 122 | 147 | 206 | 310 | 595 | 595 |
| 10 | 104 | 124 | 147 | 206 | 310 | 595 | 595 |
| 11 | 104 | 124 | 147 | 206 | 310 | 594 | 594 |
| 12 | 104 | 124 | 146 | 205 | 309 | 594 | 594 |
| 13 | 103 | 124 | 145 | 204 | 308 | 593 | 593 |
| 14 | 102 | 123 | 144 | 203 | 306 | 591 | 591 |
| 15 | 100 | 121 | 143 | 201 | 305 | 590 | 590 |
| 16 | 99 | 120 | 141 | 200 | 304 | 588 | 588 |
| 17 | 98 | 119 | 140 | 199 | 302 | 587 | 587 |
| 18 | 96 | 117 | 138 | 197 | 301 | 586 | 586 |
| 19 | 95 | 116 | 137 | 196 | 300 | 584 | 584 |
| 20 | 93 | 115 | 136 | 194 | 298 | 583 | 583 |
| 21 | 92 | 113 | 134 | 193 | 297 | 581 | 581 |
| 22 | 90 | 112 | 133 | 191 | 295 | 580 | 580 |
| 23 | 89 | 110 | 131 | 190 | 294 | 578 | 578 |
| 24 | 87 | 108 | 129 | 188 | 292 | 576 | 576 |
| 25 | 85 | 106 | 127 | 186 | 290 | 575 | 575 |
| 26 | 84 | 105 | 126 | 184 | 288 | 573 | 573 |
| 27 | 82 | 103 | 124 | 183 | 287 | 571 | 571 |
| 28 | 80 | 101 | 122 | 181 | 285 | 570 | 570 |
| 29 | 79 | 100 | 121 | 179 | 283 | 568 | 568 |
| 30 | 77 | 98 | 119 | 178 | 282 | 566 | 566 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

97

119

187

302

586

1 363

2

89

102

124

192

307

591

1 100

3

91

105

127

188

305

589

898

4

93

108

131

191

304

589

745

5

97

113

137

196

306

591

627

6

99

116

142

202

307

592

592

7

101

119

145

205

308

592

592

8

102

121

146

206

309

594

594

9

103

122

147

206

310

595

595

10

104

124

147

206

310

595

595

11

104

124

147

206

310

594

594

12

104

124

146

205

309

594

594

13

103

124

145

204

308

593

593

14

102

123

144

203

306

591

591

15

100

121

143

201

305

590

590

16

99

120

141

200

304

588

588

17

98

119

140

199

302

587

587

18

96

117

138

197

301

586

586

19

95

116

137

196

300

584

584

20

93

115

136

194

298

583

583

21

92

113

134

193

297

581

581

22

90

112

133

191

295

580

580

23

89

110

131

190

294

578

578

24

87

108

129

188

292

576

576

25

85

106

127

186

290

575

575

26

84

105

126

184

288

573

573

27

82

103

124

183

287

571

571

28

80

101

122

181

285

570

570

29

79

100

121

179

283

568

568

30

77

98

119

178

282

566

566

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 | 115 | 230 | 515 | 1 267 |
| 2 | 15 | 28 | 50 | 118 | 233 | 517 | 1 019 |
| 3 | 18 | 32 | 54 | 115 | 231 | 516 | 830 |
| 4 | 21 | 36 | 58 | 119 | 232 | 516 | 686 |
| 5 | 23 | 39 | 64 | 123 | 233 | 517 | 577 |
| 6 | 25 | 42 | 68 | 128 | 233 | 518 | 518 |
| 7 | 26 | 44 | 70 | 131 | 233 | 518 | 518 |
| 8 | 26 | 45 | 70 | 130 | 233 | 518 | 518 |
| 9 | 26 | 46 | 70 | 129 | 233 | 518 | 518 |
| 10 | 27 | 47 | 70 | 129 | 233 | 518 | 518 |
| 11 | 27 | 48 | 70 | 129 | 233 | 518 | 518 |
| 12 | 27 | 48 | 70 | 129 | 233 | 517 | 517 |
| 13 | 27 | 48 | 69 | 128 | 232 | 517 | 517 |
| 14 | 27 | 48 | 69 | 128 | 231 | 516 | 516 |
| 15 | 26 | 47 | 68 | 127 | 231 | 516 | 516 |
| 16 | 25 | 47 | 68 | 126 | 230 | 515 | 515 |
| 17 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 18 | 25 | 46 | 67 | 126 | 230 | 514 | 514 |
| 19 | 25 | 46 | 67 | 126 | 230 | 514 | 514 |
| 20 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 21 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 22 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 23 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 24 | 25 | 46 | 67 | 126 | 230 | 515 | 515 |
| 25 | 25 | 46 | 67 | 126 | 230 | 514 | 514 |
| 26 | 25 | 46 | 67 | 126 | 229 | 514 | 514 |
| 27 | 24 | 46 | 67 | 125 | 229 | 514 | 514 |
| 28 | 24 | 45 | 66 | 125 | 229 | 514 | 514 |
| 29 | 24 | 45 | 66 | 125 | 229 | 513 | 513 |
| 30 | 24 | 45 | 66 | 125 | 229 | 513 | 513 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

25

48

115

230

515

1 267

2

15

28

50

118

233

517

1 019

3

18

32

54

115

231

516

830

4

21

36

58

119

232

516

686

5

23

39

64

123

233

517

577

6

25

42

68

128

233

518

518

7

26

44

70

131

233

518

518

8

26

45

70

130

233

518

518

9

26

46

70

129

233

518

518

10

27

47

70

129

233

518

518

11

27

48

70

129

233

518

518

12

27

48

70

129

233

517

517

13

27

48

69

128

232

517

517

14

27

48

69

128

231

516

516

15

26

47

68

127

231

516

516

16

25

47

68

126

230

515

515

17

25

46

67

126

230

515

515

18

25

46

67

126

230

514

514

19

25

46

67

126

230

514

514

20

25

46

67

126

230

515

515

21

25

46

67

126

230

515

515

22

25

46

67

126

230

515

515

23

25

46

67

126

230

515

515

24

25

46

67

126

230

515

515

25

25

46

67

126

230

514

514

26

25

46

67

126

229

514

514

27

24

46

67

125

229

514

514

28

24

45

66

125

229

514

514

29

24

45

66

125

229

513

513

30

24

45

66

125

229

513

513

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 | 94 | 107 | 130 | 197 | 312 | 596 | 1 306 |
| 2 | 95 | 108 | 131 | 198 | 313 | 598 | 1 055 |
| 3 | 97 | 111 | 133 | 194 | 310 | 595 | 863 |
| 4 | 99 | 114 | 136 | 197 | 310 | 594 | 716 |
| 5 | 100 | 116 | 141 | 200 | 310 | 594 | 602 |
| 6 | 101 | 118 | 144 | 204 | 309 | 594 | 594 |
| 7 | 102 | 120 | 146 | 207 | 309 | 594 | 594 |
| 8 | 102 | 120 | 146 | 206 | 309 | 594 | 594 |
| 9 | 101 | 121 | 145 | 204 | 308 | 593 | 593 |
| 10 | 100 | 120 | 144 | 203 | 307 | 592 | 592 |
| 11 | 100 | 120 | 143 | 201 | 305 | 590 | 590 |
| 12 | 98 | 119 | 141 | 200 | 304 | 588 | 588 |
| 13 | 97 | 118 | 139 | 198 | 302 | 587 | 587 |
| 14 | 95 | 117 | 138 | 196 | 300 | 585 | 585 |
| 15 | 94 | 115 | 136 | 195 | 299 | 583 | 583 |
| 16 | 92 | 113 | 134 | 193 | 297 | 581 | 581 |
| 17 | 91 | 112 | 133 | 191 | 295 | 580 | 580 |
| 18 | 89 | 110 | 131 | 190 | 294 | 579 | 579 |
| 19 | 88 | 109 | 130 | 189 | 293 | 577 | 577 |
| 20 | 87 | 108 | 129 | 188 | 292 | 576 | 576 |
| 21 | 86 | 107 | 128 | 187 | 291 | 575 | 575 |
| 22 | 85 | 106 | 127 | 186 | 289 | 574 | 574 |
| 23 | 83 | 105 | 126 | 184 | 288 | 573 | 573 |
| 24 | 82 | 103 | 124 | 183 | 287 | 572 | 572 |
| 25 | 81 | 102 | 123 | 182 | 286 | 571 | 571 |
| 26 | 80 | 101 | 122 | 181 | 285 | 569 | 569 |
| 27 | 79 | 100 | 121 | 180 | 283 | 568 | 568 |
| 28 | 77 | 99 | 120 | 178 | 282 | 567 | 567 |
| 29 | 76 | 98 | 119 | 177 | 281 | 566 | 566 |
| 30 | 75 | 96 | 117 | 176 | 280 | 565 | 565 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

94

107

130

197

312

596

1 306

2

95

108

131

198

313

598

1 055

3

97

111

133

194

310

595

863

4

99

114

136

197

310

594

716

5

100

116

141

200

310

594

602

6

101

118

144

204

309

594

594

7

102

120

146

207

309

594

594

8

102

120

146

206

309

594

594

9

101

121

145

204

308

593

593

10

100

120

144

203

307

592

592

11

100

120

143

201

305

590

590

12

98

119

141

200

304

588

588

13

97

118

139

198

302

587

587

14

95

117

138

196

300

585

585

15

94

115

136

195

299

583

583

16

92

113

134

193

297

581

581

17

91

112

133

191

295

580

580

18

89

110

131

190

294

579

579

19

88

109

130

189

293

577

577

20

87

108

129

188

292

576

576

21

86

107

128

187

291

575

575

22

85

106

127

186

289

574

574

23

83

105

126

184

288

573

573

24

82

103

124

183

287

572

572

25

81

102

123

182

286

571

571

26

80

101

122

181

285

569

569

27

79

100

121

180

283

568

568

28

77

99

120

178

282

567

567

29

76

98

119

177

281

566

566

30

75

96

117

176

280

565

565

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 | 306 | 319 | 342 | 409 | 524 | 809 | 1 394 |
| 2 | 88 | 101 | 124 | 191 | 306 | 590 | 1 108 |
| 3 | 91 | 105 | 127 | 188 | 304 | 589 | 896 |
| 4 | 94 | 109 | 132 | 192 | 305 | 590 | 739 |
| 5 | 96 | 113 | 137 | 196 | 306 | 590 | 619 |
| 6 | 98 | 115 | 141 | 201 | 306 | 591 | 591 |
| 7 | 100 | 118 | 144 | 204 | 307 | 591 | 591 |
| 8 | 100 | 119 | 144 | 204 | 307 | 592 | 592 |
| 9 | 101 | 120 | 144 | 204 | 308 | 592 | 592 |
| 10 | 101 | 121 | 144 | 203 | 307 | 592 | 592 |
| 11 | 102 | 122 | 145 | 203 | 307 | 592 | 592 |
| 12 | 102 | 123 | 145 | 203 | 307 | 592 | 592 |
| 13 | 103 | 124 | 145 | 204 | 308 | 592 | 592 |
| 14 | 103 | 124 | 145 | 204 | 308 | 593 | 593 |
| 15 | 104 | 125 | 146 | 205 | 309 | 593 | 593 |
| 16 | 105 | 126 | 147 | 206 | 310 | 594 | 594 |
| 17 | 106 | 127 | 148 | 207 | 310 | 595 | 595 |
| 18 | 106 | 128 | 149 | 207 | 311 | 596 | 596 |
| 19 | 107 | 128 | 149 | 208 | 312 | 597 | 597 |
| 20 | 108 | 129 | 150 | 208 | 312 | 597 | 597 |
| 21 | 107 | 129 | 150 | 208 | 312 | 597 | 597 |
| 22 | 107 | 128 | 149 | 208 | 312 | 597 | 597 |
| 23 | 106 | 127 | 149 | 207 | 311 | 596 | 596 |
| 24 | 105 | 126 | 148 | 206 | 310 | 595 | 595 |
| 25 | 104 | 125 | 146 | 205 | 309 | 594 | 594 |
| 26 | 103 | 124 | 145 | 204 | 308 | 592 | 592 |
| 27 | 102 | 123 | 144 | 202 | 306 | 591 | 591 |
| 28 | 100 | 121 | 142 | 201 | 305 | 590 | 590 |
| 29 | 99 | 120 | 141 | 200 | 303 | 588 | 588 |
| 30 | 97 | 118 | 139 | 198 | 302 | 587 | 587 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

306

319

342

409

524

809

1 394

2

88

101

124

191

306

590

1 108

3

91

105

127

188

304

589

896

4

94

109

132

192

305

590

739

5

96

113

137

196

306

590

619

6

98

115

141

201

306

591

591

7

100

118

144

204

307

591

591

8

100

119

144

204

307

592

592

9

101

120

144

204

308

592

592

10

101

121

144

203

307

592

592

11

102

122

145

203

307

592

592

12

102

123

145

203

307

592

592

13

103

124

145

204

308

592

592

14

103

124

145

204

308

593

593

15

104

125

146

205

309

593

593

16

105

126

147

206

310

594

594

17

106

127

148

207

310

595

595

18

106

128

149

207

311

596

596

19

107

128

149

208

312

597

597

20

108

129

150

208

312

597

597

21

107

129

150

208

312

597

597

22

107

128

149

208

312

597

597

23

106

127

149

207

311

596

596

24

105

126

148

206

310

595

595

25

104

125

146

205

309

594

594

26

103

124

145

204

308

592

592

27

102

123

144

202

306

591

591

28

100

121

142

201

305

590

590

29

99

120

141

200

303

588

588

30

97

118

139

198

302

587

587

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 | 11 | 34 | 102 | 216 | 501 | 1 194 |
| 2 | 1 | 11 | 34 | 101 | 216 | 501 | 963 |
| 3 | 2 | 13 | 35 | 96 | 212 | 497 | 787 |
| 4 | 3 | 15 | 37 | 98 | 211 | 495 | 652 |
| 5 | 4 | 17 | 41 | 100 | 210 | 495 | 549 |
| 6 | 5 | 18 | 44 | 104 | 209 | 494 | 494 |
| 7 | 5 | 19 | 45 | 106 | 209 | 493 | 493 |
| 8 | 7 | 19 | 45 | 104 | 208 | 492 | 492 |
| 9 | 7 | 19 | 44 | 103 | 207 | 491 | 491 |
| 10 | 8 | 20 | 43 | 102 | 206 | 491 | 491 |
| 11 | 9 | 21 | 44 | 102 | 206 | 491 | 491 |
| 12 | 9 | 22 | 44 | 102 | 206 | 491 | 491 |
| 13 | 10 | 22 | 44 | 102 | 206 | 491 | 491 |
| 14 | 12 | 23 | 44 | 103 | 207 | 491 | 491 |
| 15 | 12 | 23 | 44 | 103 | 207 | 492 | 492 |
| 16 | 13 | 23 | 45 | 103 | 207 | 492 | 492 |
| 17 | 14 | 24 | 45 | 104 | 208 | 492 | 492 |
| 18 | 14 | 25 | 46 | 105 | 208 | 493 | 493 |
| 19 | 15 | 25 | 46 | 105 | 209 | 494 | 494 |
| 20 | 15 | 26 | 47 | 106 | 210 | 495 | 495 |
| 21 | 16 | 27 | 48 | 107 | 211 | 495 | 495 |
| 22 | 17 | 28 | 49 | 108 | 211 | 496 | 496 |
| 23 | 18 | 28 | 49 | 108 | 212 | 497 | 497 |
| 24 | 19 | 29 | 50 | 109 | 212 | 497 | 497 |
| 25 | 19 | 29 | 50 | 109 | 213 | 498 | 498 |
| 26 | 20 | 29 | 51 | 109 | 213 | 498 | 498 |
| 27 | 20 | 30 | 51 | 110 | 213 | 498 | 498 |
| 28 | 21 | 30 | 51 | 110 | 214 | 498 | 498 |
| 29 | 21 | 30 | 51 | 110 | 214 | 499 | 499 |
| 30 | 22 | 30 | 52 | 110 | 214 | 499 | 499 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

34

102

216

501

1 194

2

1

11

34

101

216

501

963

3

2

13

35

96

212

497

787

4

3

15

37

98

211

495

652

5

4

17

41

100

210

495

549

6

5

18

44

104

209

494

494

7

5

19

45

106

209

493

493

8

7

19

45

104

208

492

492

9

7

19

44

103

207

491

491

10

8

20

43

102

206

491

491

11

9

21

44

102

206

491

491

12

9

22

44

102

206

491

491

13

10

22

44

102

206

491

491

14

12

23

44

103

207

491

491

15

12

23

44

103

207

492

492

16

13

23

45

103

207

492

492

17

14

24

45

104

208

492

492

18

14

25

46

105

208

493

493

19

15

25

46

105

209

494

494

20

15

26

47

106

210

495

495

21

16

27

48

107

211

495

495

22

17

28

49

108

211

496

496

23

18

28

49

108

212

497

497

24

19

29

50

109

212

497

497

25

19

29

50

109

213

498

498

26

20

29

51

109

213

498

498

27

20

30

51

110

213

498

498

28

21

30

51

110

214

498

498

29

21

30

51

110

214

499

499

30

22

30

52

110

214

499

499

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 | 63 | 86 | 154 | 268 | 553 | 1 286 |
| 2 | 51 | 64 | 87 | 155 | 269 | 554 | 1 033 |
| 3 | 52 | 66 | 88 | 149 | 265 | 550 | 840 |
| 4 | 53 | 68 | 90 | 151 | 264 | 548 | 694 |
| 5 | 54 | 70 | 95 | 154 | 263 | 548 | 583 |
| 6 | 54 | 71 | 97 | 158 | 263 | 547 | 547 |
| 7 | 54 | 72 | 98 | 159 | 261 | 546 | 546 |
| 8 | 54 | 73 | 98 | 158 | 261 | 546 | 546 |
| 9 | 53 | 73 | 97 | 156 | 260 | 545 | 545 |
| 10 | 53 | 73 | 96 | 155 | 259 | 544 | 544 |
| 11 | 52 | 72 | 95 | 154 | 258 | 542 | 542 |
| 12 | 51 | 72 | 94 | 153 | 256 | 541 | 541 |
| 13 | 50 | 71 | 93 | 151 | 255 | 540 | 540 |
| 14 | 49 | 70 | 91 | 150 | 254 | 539 | 539 |
| 15 | 48 | 69 | 90 | 149 | 253 | 537 | 537 |
| 16 | 47 | 68 | 89 | 148 | 251 | 536 | 536 |
| 17 | 46 | 67 | 88 | 147 | 251 | 535 | 535 |
| 18 | 45 | 66 | 87 | 146 | 250 | 534 | 534 |
| 19 | 44 | 65 | 86 | 145 | 249 | 534 | 534 |
| 20 | 44 | 65 | 86 | 145 | 249 | 533 | 533 |
| 21 | 43 | 64 | 85 | 144 | 248 | 533 | 533 |
| 22 | 43 | 64 | 85 | 144 | 247 | 532 | 532 |
| 23 | 42 | 63 | 84 | 143 | 247 | 531 | 531 |
| 24 | 41 | 62 | 84 | 142 | 246 | 531 | 531 |
| 25 | 41 | 62 | 83 | 142 | 245 | 530 | 530 |
| 26 | 40 | 61 | 82 | 141 | 245 | 529 | 529 |
| 27 | 39 | 60 | 81 | 140 | 244 | 529 | 529 |
| 28 | 39 | 60 | 81 | 140 | 243 | 528 | 528 |
| 29 | 38 | 59 | 80 | 139 | 243 | 527 | 527 |
| 30 | 37 | 59 | 80 | 138 | 242 | 527 | 527 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

51

63

86

154

268

553

1 286

2

51

64

87

155

269

554

1 033

3

52

66

88

149

265

550

840

4

53

68

90

151

264

548

694

5

54

70

95

154

263

548

583

6

54

71

97

158

263

547

547

7

54

72

98

159

261

546

546

8

54

73

98

158

261

546

546

9

53

73

97

156

260

545

545

10

53

73

96

155

259

544

544

11

52

72

95

154

258

542

542

12

51

72

94

153

256

541

541

13

50

71

93

151

255

540

540

14

49

70

91

150

254

539

539

15

48

69

90

149

253

537

537

16

47

68

89

148

251

536

536

17

46

67

88

147

251

535

535

18

45

66

87

146

250

534

534

19

44

65

86

145

249

534

534

20

44

65

86

145

249

533

533

21

43

64

85

144

248

533

533

22

43

64

85

144

247

532

532

23

42

63

84

143

247

531

531

24

41

62

84

142

246

531

531

25

41

62

83

142

245

530

530

26

40

61

82

141

245

529

529

27

39

60

81

140

244

529

529

28

39

60

81

140

243

528

528

29

38

59

80

139

243

527

527

30

37

59

80

138

242

527

527

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 | 113 | 126 | 149 | 217 | 331 | 616 | 1 343 |
| 2 | 115 | 128 | 150 | 218 | 333 | 617 | 1 082 |
| 3 | 118 | 132 | 154 | 215 | 331 | 615 | 884 |
| 4 | 120 | 135 | 158 | 218 | 331 | 616 | 733 |
| 5 | 123 | 139 | 164 | 223 | 332 | 617 | 618 |
| 6 | 124 | 141 | 168 | 228 | 333 | 617 | 617 |
| 7 | 126 | 144 | 170 | 230 | 333 | 618 | 618 |
| 8 | 126 | 144 | 170 | 230 | 333 | 618 | 618 |
| 9 | 126 | 145 | 169 | 229 | 333 | 617 | 617 |
| 10 | 126 | 146 | 169 | 228 | 332 | 617 | 617 |
| 11 | 126 | 146 | 169 | 228 | 331 | 616 | 616 |
| 12 | 125 | 146 | 168 | 226 | 330 | 615 | 615 |
| 13 | 124 | 145 | 166 | 225 | 329 | 613 | 613 |
| 14 | 122 | 143 | 165 | 223 | 327 | 612 | 612 |
| 15 | 121 | 142 | 163 | 222 | 325 | 610 | 610 |
| 16 | 118 | 140 | 161 | 219 | 323 | 608 | 608 |
| 17 | 117 | 138 | 159 | 218 | 322 | 606 | 606 |
| 18 | 115 | 136 | 157 | 216 | 320 | 604 | 604 |
| 19 | 113 | 134 | 155 | 214 | 318 | 602 | 602 |
| 20 | 111 | 132 | 154 | 212 | 316 | 601 | 601 |
| 21 | 110 | 131 | 152 | 211 | 314 | 599 | 599 |
| 22 | 108 | 129 | 150 | 209 | 313 | 597 | 597 |
| 23 | 106 | 127 | 148 | 207 | 311 | 595 | 595 |
| 24 | 104 | 125 | 146 | 205 | 309 | 594 | 594 |
| 25 | 102 | 123 | 144 | 203 | 307 | 592 | 592 |
| 26 | 100 | 122 | 143 | 201 | 305 | 590 | 590 |
| 27 | 99 | 120 | 141 | 200 | 303 | 588 | 588 |
| 28 | 97 | 118 | 139 | 198 | 302 | 586 | 586 |
| 29 | 95 | 116 | 137 | 196 | 300 | 585 | 585 |
| 30 | 93 | 115 | 136 | 194 | 298 | 583 | 583 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

113

126

149

217

331

616

1 343

2

115

128

150

218

333

617

1 082

3

118

132

154

215

331

615

884

4

120

135

158

218

331

616

733

5

123

139

164

223

332

617

618

6

124

141

168

228

333

617

617

7

126

144

170

230

333

618

618

8

126

144

170

230

333

618

618

9

126

145

169

229

333

617

617

10

126

146

169

228

332

617

617

11

126

146

169

228

331

616

616

12

125

146

168

226

330

615

615

13

124

145

166

225

329

613

613

14

122

143

165

223

327

612

612

15

121

142

163

222

325

610

610

16

118

140

161

219

323

608

608

17

117

138

159

218

322

606

606

18

115

136

157

216

320

604

604

19

113

134

155

214

318

602

602

20

111

132

154

212

316

601

601

21

110

131

152

211

314

599

599

22

108

129

150

209

313

597

597

23

106

127

148

207

311

595

595

24

104

125

146

205

309

594

594

25

102

123

144

203

307

592

592

26

100

122

143

201

305

590

590

27

99

120

141

200

303

588

588

28

97

118

139

198

302

586

586

29

95

116

137

196

300

585

585

30

93

115

136

194

298

583

583

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 | 202 | 270 | 385 | 669 | 1 393 |
| 2 | 175 | 188 | 211 | 279 | 393 | 678 | 1 111 |
| 3 | 181 | 195 | 217 | 278 | 394 | 679 | 905 |
| 4 | 184 | 199 | 222 | 282 | 395 | 680 | 750 |
| 5 | 186 | 202 | 227 | 286 | 395 | 680 | 680 |
| 6 | 186 | 203 | 229 | 290 | 395 | 679 | 679 |
| 7 | 187 | 205 | 231 | 291 | 394 | 678 | 678 |
| 8 | 186 | 204 | 229 | 289 | 393 | 677 | 677 |
| 9 | 185 | 204 | 228 | 288 | 392 | 676 | 676 |
| 10 | 184 | 204 | 228 | 287 | 391 | 675 | 675 |
| 11 | 183 | 204 | 226 | 285 | 389 | 674 | 674 |
| 12 | 181 | 202 | 224 | 283 | 387 | 671 | 671 |
| 13 | 179 | 200 | 222 | 280 | 384 | 669 | 669 |
| 14 | 176 | 198 | 219 | 277 | 381 | 666 | 666 |
| 15 | 174 | 195 | 216 | 275 | 378 | 663 | 663 |
| 16 | 171 | 192 | 213 | 272 | 376 | 660 | 660 |
| 17 | 168 | 189 | 210 | 269 | 373 | 657 | 657 |
| 18 | 165 | 186 | 207 | 266 | 370 | 654 | 654 |
| 19 | 162 | 183 | 204 | 263 | 367 | 652 | 652 |
| 20 | 159 | 180 | 201 | 260 | 364 | 649 | 649 |
| 21 | 156 | 177 | 198 | 257 | 361 | 646 | 646 |
| 22 | 153 | 174 | 195 | 254 | 358 | 643 | 643 |
| 23 | 150 | 171 | 192 | 251 | 355 | 640 | 640 |
| 24 | 147 | 168 | 189 | 248 | 352 | 636 | 636 |
| 25 | 144 | 165 | 186 | 245 | 349 | 633 | 633 |
| 26 | 141 | 162 | 183 | 242 | 346 | 630 | 630 |
| 27 | 138 | 159 | 180 | 239 | 343 | 628 | 628 |
| 28 | 135 | 156 | 177 | 236 | 340 | 625 | 625 |
| 29 | 132 | 154 | 175 | 233 | 337 | 622 | 622 |
| 30 | 130 | 151 | 172 | 231 | 335 | 619 | 619 |

Duration (in years)

Credit quality step 0

Credit 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

202

270

385

669

1 393

2

175

188

211

279

393

678

1 111

3

181

195

217

278

394

679

905

4

184

199

222

282

395

680

750

5

186

202

227

286

395

680

680

6

186

203

229

290

395

679

679

7

187

205

231

291

394

678

678

8

186

204

229

289

393

677

677

9

185

204

228

288

392

676

676

10

184

204

228

287

391

675

675

11

183

204

226

285

389

674

674

12

181

202

224

283

387

671

671

13

179

200

222

280

384

669

669

14

176

198

219

277

381

666

666

15

174

195

216

275

378

663

663

16

171

192

213

272

376

660

660

17

168

189

210

269

373

657

657

18

165

186

207

266

370

654

654

19

162

183

204

263

367

652

652

20

159

180

201

260

364

649

649

21

156

177

198

257

361

646

646

22

153

174

195

254

358

643

643

23

150

171

192

251

355

640

640

24

147

168

189

248

352

636

636

25

144

165

186

245

349

633

633

26

141

162

183

242

346

630

630

27

138

159

180

239

343

628

628

28

135

156

177

236

340

625

625

29

132

154

175

233

337

622

622

30

130

151

172

231

335

619

619

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 | 31 | 44 | 67 | 134 | 249 | 533 | 1 213 |
| 2 | 32 | 45 | 67 | 135 | 250 | 534 | 979 |
| 3 | 33 | 47 | 69 | 130 | 247 | 531 | 801 |
| 4 | 35 | 50 | 72 | 133 | 246 | 530 | 665 |
| 5 | 36 | 52 | 77 | 136 | 245 | 530 | 560 |
| 6 | 36 | 53 | 79 | 140 | 244 | 529 | 529 |
| 7 | 37 | 55 | 81 | 141 | 244 | 529 | 529 |
| 8 | 36 | 54 | 80 | 140 | 243 | 528 | 528 |
| 9 | 35 | 55 | 79 | 138 | 242 | 527 | 527 |
| 10 | 35 | 55 | 79 | 137 | 241 | 526 | 526 |
| 11 | 35 | 56 | 78 | 137 | 241 | 526 | 526 |
| 12 | 35 | 56 | 78 | 136 | 240 | 525 | 525 |
| 13 | 35 | 56 | 77 | 136 | 240 | 525 | 525 |
| 14 | 35 | 56 | 77 | 136 | 239 | 524 | 524 |
| 15 | 34 | 56 | 77 | 135 | 239 | 524 | 524 |
| 16 | 34 | 56 | 77 | 135 | 239 | 524 | 524 |
| 17 | 34 | 56 | 77 | 135 | 239 | 524 | 524 |
| 18 | 35 | 56 | 77 | 136 | 239 | 524 | 524 |
| 19 | 35 | 56 | 77 | 136 | 240 | 524 | 524 |
| 20 | 35 | 56 | 77 | 136 | 240 | 524 | 524 |
| 21 | 35 | 56 | 77 | 136 | 240 | 524 | 524 |
| 22 | 35 | 56 | 77 | 136 | 240 | 524 | 524 |
| 23 | 35 | 56 | 77 | 136 | 239 | 524 | 524 |
| 24 | 34 | 56 | 77 | 135 | 239 | 524 | 524 |
| 25 | 34 | 55 | 76 | 135 | 239 | 524 | 524 |
| 26 | 34 | 55 | 76 | 135 | 239 | 523 | 523 |
| 27 | 34 | 55 | 76 | 134 | 238 | 523 | 523 |
| 28 | 33 | 54 | 75 | 134 | 238 | 523 | 523 |
| 29 | 33 | 54 | 75 | 134 | 238 | 522 | 522 |
| 30 | 32 | 54 | 75 | 133 | 237 | 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

31

44

67

134

249

533

1 213

2

32

45

67

135

250

534

979

3

33

47

69

130

247

531

801

4

35

50

72

133

246

530

665

5

36

52

77

136

245

530

560

6

36

53

79

140

244

529

529

7

37

55

81

141

244

529

529

8

36

54

80

140

243

528

528

9

35

55

79

138

242

527

527

10

35

55

79

137

241

526

526

11

35

56

78

137

241

526

526

12

35

56

78

136

240

525

525

13

35

56

77

136

240

525

525

14

35

56

77

136

239

524

524

15

34

56

77

135

239

524

524

16

34

56

77

135

239

524

524

17

34

56

77

135

239

524

524

18

35

56

77

136

239

524

524

19

35

56

77

136

240

524

524

20

35

56

77

136

240

524

524

21

35

56

77

136

240

524

524

22

35

56

77

136

240

524

524

23

35

56

77

136

239

524

524

24

34

56

77

135

239

524

524

25

34

55

76

135

239

524

524

26

34

55

76

135

239

523

523

27

34

55

76

134

238

523

523

28

33

54

75

134

238

523

523

29

33

54

75

134

238

522

522

30

32

54

75

133

237

522

522

2.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 29 | 42 | 65 | 132 | 247 | 531 | 1 237 |
| 2 | 31 | 44 | 66 | 134 | 249 | 533 | 999 |
| 3 | 34 | 48 | 70 | 131 | 247 | 531 | 817 |
| 4 | 36 | 51 | 74 | 134 | 247 | 532 | 678 |
| 5 | 39 | 55 | 79 | 138 | 248 | 533 | 571 |
| 6 | 40 | 57 | 83 | 143 | 248 | 533 | 533 |
| 7 | 42 | 60 | 86 | 146 | 249 | 533 | 533 |
| 8 | 42 | 60 | 86 | 145 | 249 | 533 | 533 |
| 9 | 42 | 61 | 86 | 145 | 249 | 534 | 534 |
| 10 | 43 | 63 | 86 | 145 | 249 | 534 | 534 |
| 11 | 44 | 64 | 87 | 146 | 250 | 534 | 534 |
| 12 | 45 | 65 | 87 | 146 | 250 | 535 | 535 |
| 13 | 45 | 66 | 87 | 146 | 250 | 535 | 535 |
| 14 | 45 | 66 | 87 | 146 | 250 | 535 | 535 |
| 15 | 45 | 66 | 87 | 146 | 250 | 535 | 535 |
| 16 | 45 | 66 | 87 | 146 | 250 | 534 | 534 |
| 17 | 45 | 66 | 87 | 146 | 250 | 535 | 535 |
| 18 | 45 | 66 | 87 | 146 | 250 | 535 | 535 |
| 19 | 45 | 66 | 88 | 146 | 250 | 535 | 535 |
| 20 | 46 | 67 | 88 | 147 | 250 | 535 | 535 |
| 21 | 46 | 67 | 88 | 147 | 251 | 535 | 535 |
| 22 | 46 | 67 | 88 | 147 | 250 | 535 | 535 |
| 23 | 45 | 67 | 88 | 146 | 250 | 535 | 535 |
| 24 | 45 | 66 | 87 | 146 | 250 | 534 | 534 |
| 25 | 44 | 66 | 87 | 145 | 249 | 534 | 534 |
| 26 | 44 | 65 | 86 | 145 | 249 | 533 | 533 |
| 27 | 43 | 65 | 86 | 144 | 248 | 533 | 533 |
| 28 | 43 | 64 | 85 | 144 | 248 | 532 | 532 |
| 29 | 42 | 63 | 84 | 143 | 247 | 532 | 532 |
| 30 | 42 | 63 | 84 | 143 | 246 | 531 | 531 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

42

65

132

247

531

1 237

2

31

44

66

134

249

533

999

3

34

48

70

131

247

531

817

4

36

51

74

134

247

532

678

5

39

55

79

138

248

533

571

6

40

57

83

143

248

533

533

7

42

60

86

146

249

533

533

8

42

60

86

145

249

533

533

9

42

61

86

145

249

534

534

10

43

63

86

145

249

534

534

11

44

64

87

146

250

534

534

12

45

65

87

146

250

535

535

13

45

66

87

146

250

535

535

14

45

66

87

146

250

535

535

15

45

66

87

146

250

535

535

16

45

66

87

146

250

534

534

17

45

66

87

146

250

535

535

18

45

66

87

146

250

535

535

19

45

66

88

146

250

535

535

20

46

67

88

147

250

535

535

21

46

67

88

147

251

535

535

22

46

67

88

147

250

535

535

23

45

67

88

146

250

535

535

24

45

66

87

146

250

534

534

25

44

66

87

145

249

534

534

26

44

65

86

145

249

533

533

27

43

65

86

144

248

533

533

28

43

64

85

144

248

532

532

29

42

63

84

143

247

532

532

30

42

63

84

143

246

531

531

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 | 230 | 345 | 629 | 1 355 |
| 2 | 125 | 138 | 161 | 229 | 343 | 628 | 1 097 |
| 3 | 126 | 140 | 162 | 223 | 339 | 623 | 899 |
| 4 | 127 | 142 | 164 | 225 | 337 | 622 | 747 |
| 5 | 127 | 143 | 168 | 227 | 337 | 621 | 630 |
| 6 | 127 | 144 | 170 | 231 | 335 | 620 | 620 |
| 7 | 128 | 146 | 172 | 232 | 335 | 619 | 619 |
| 8 | 127 | 146 | 171 | 231 | 334 | 619 | 619 |
| 9 | 126 | 145 | 170 | 229 | 333 | 618 | 618 |
| 10 | 126 | 146 | 169 | 228 | 332 | 617 | 617 |
| 11 | 126 | 146 | 169 | 228 | 332 | 616 | 616 |
| 12 | 125 | 146 | 168 | 227 | 331 | 615 | 615 |
| 13 | 124 | 145 | 167 | 226 | 329 | 614 | 614 |
| 14 | 123 | 145 | 166 | 224 | 328 | 613 | 613 |
| 15 | 122 | 143 | 164 | 222 | 326 | 611 | 611 |
| 16 | 120 | 141 | 162 | 221 | 324 | 609 | 609 |
| 17 | 117 | 138 | 159 | 218 | 322 | 607 | 607 |
| 18 | 115 | 136 | 157 | 216 | 320 | 605 | 605 |
| 19 | 113 | 134 | 155 | 214 | 318 | 603 | 603 |
| 20 | 111 | 132 | 153 | 212 | 316 | 601 | 601 |
| 21 | 109 | 130 | 151 | 210 | 314 | 598 | 598 |
| 22 | 107 | 128 | 149 | 208 | 311 | 596 | 596 |
| 23 | 104 | 126 | 147 | 205 | 309 | 594 | 594 |
| 24 | 102 | 123 | 144 | 203 | 307 | 592 | 592 |
| 25 | 100 | 121 | 142 | 201 | 305 | 590 | 590 |
| 26 | 98 | 119 | 140 | 199 | 303 | 587 | 587 |
| 27 | 96 | 117 | 138 | 197 | 301 | 585 | 585 |
| 28 | 94 | 115 | 136 | 195 | 299 | 583 | 583 |
| 29 | 92 | 113 | 134 | 193 | 296 | 581 | 581 |
| 30 | 90 | 111 | 132 | 191 | 295 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit 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

230

345

629

1 355

2

125

138

161

229

343

628

1 097

3

126

140

162

223

339

623

899

4

127

142

164

225

337

622

747

5

127

143

168

227

337

621

630

6

127

144

170

231

335

620

620

7

128

146

172

232

335

619

619

8

127

146

171

231

334

619

619

9

126

145

170

229

333

618

618

10

126

146

169

228

332

617

617

11

126

146

169

228

332

616

616

12

125

146

168

227

331

615

615

13

124

145

167

226

329

614

614

14

123

145

166

224

328

613

613

15

122

143

164

222

326

611

611

16

120

141

162

221

324

609

609

17

117

138

159

218

322

607

607

18

115

136

157

216

320

605

605

19

113

134

155

214

318

603

603

20

111

132

153

212

316

601

601

21

109

130

151

210

314

598

598

22

107

128

149

208

311

596

596

23

104

126

147

205

309

594

594

24

102

123

144

203

307

592

592

25

100

121

142

201

305

590

590

26

98

119

140

199

303

587

587

27

96

117

138

197

301

585

585

28

94

115

136

195

299

583

583

29

92

113

134

193

296

581

581

30

90

111

132

191

295

579

579

2.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 14 | 37 | 105 | 219 | 504 | 1 249 |
| 2 | 3 | 16 | 39 | 106 | 221 | 505 | 1 005 |
| 3 | 6 | 20 | 41 | 102 | 219 | 503 | 820 |
| 4 | 8 | 23 | 45 | 106 | 219 | 503 | 679 |
| 5 | 10 | 26 | 51 | 110 | 219 | 504 | 570 |
| 6 | 12 | 29 | 55 | 115 | 220 | 504 | 504 |
| 7 | 13 | 31 | 57 | 118 | 220 | 505 | 505 |
| 8 | 13 | 32 | 57 | 117 | 220 | 505 | 505 |
| 9 | 13 | 32 | 57 | 116 | 220 | 505 | 505 |
| 10 | 13 | 33 | 57 | 116 | 220 | 504 | 504 |
| 11 | 14 | 34 | 57 | 116 | 219 | 504 | 504 |
| 12 | 14 | 35 | 57 | 115 | 219 | 504 | 504 |
| 13 | 14 | 35 | 56 | 115 | 219 | 504 | 504 |
| 14 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 15 | 14 | 35 | 56 | 115 | 219 | 503 | 503 |
| 16 | 13 | 34 | 56 | 114 | 218 | 503 | 503 |
| 17 | 14 | 35 | 56 | 114 | 218 | 503 | 503 |
| 18 | 14 | 35 | 56 | 114 | 218 | 503 | 503 |
| 19 | 15 | 35 | 56 | 115 | 219 | 503 | 503 |
| 20 | 16 | 35 | 56 | 115 | 219 | 504 | 504 |
| 21 | 16 | 36 | 57 | 116 | 219 | 504 | 504 |
| 22 | 18 | 36 | 57 | 116 | 220 | 504 | 504 |
| 23 | 18 | 36 | 57 | 116 | 220 | 505 | 505 |
| 24 | 19 | 36 | 57 | 116 | 220 | 505 | 505 |
| 25 | 20 | 36 | 58 | 116 | 220 | 505 | 505 |
| 26 | 20 | 37 | 58 | 116 | 220 | 505 | 505 |
| 27 | 21 | 37 | 58 | 116 | 220 | 505 | 505 |
| 28 | 21 | 37 | 58 | 116 | 220 | 505 | 505 |
| 29 | 22 | 37 | 58 | 116 | 220 | 505 | 505 |
| 30 | 23 | 37 | 58 | 116 | 220 | 505 | 505 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

14

37

105

219

504

1 249

2

3

16

39

106

221

505

1 005

3

6

20

41

102

219

503

820

4

8

23

45

106

219

503

679

5

10

26

51

110

219

504

570

6

12

29

55

115

220

504

504

7

13

31

57

118

220

505

505

8

13

32

57

117

220

505

505

9

13

32

57

116

220

505

505

10

13

33

57

116

220

504

504

11

14

34

57

116

219

504

504

12

14

35

57

115

219

504

504

13

14

35

56

115

219

504

504

14

14

35

56

115

219

503

503

15

14

35

56

115

219

503

503

16

13

34

56

114

218

503

503

17

14

35

56

114

218

503

503

18

14

35

56

114

218

503

503

19

15

35

56

115

219

503

503

20

16

35

56

115

219

504

504

21

16

36

57

116

219

504

504

22

18

36

57

116

220

504

504

23

18

36

57

116

220

505

505

24

19

36

57

116

220

505

505

25

20

36

58

116

220

505

505

26

20

37

58

116

220

505

505

27

21

37

58

116

220

505

505

28

21

37

58

116

220

505

505

29

22

37

58

116

220

505

505

30

23

37

58

116

220

505

505

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 | 35 | 48 | 71 | 138 | 253 | 537 | 1 248 |
| 2 | 35 | 48 | 71 | 139 | 253 | 538 | 1 005 |
| 3 | 36 | 50 | 71 | 133 | 249 | 533 | 820 |
| 4 | 36 | 51 | 73 | 134 | 247 | 531 | 679 |
| 5 | 36 | 52 | 77 | 136 | 246 | 530 | 571 |
| 6 | 38 | 55 | 82 | 142 | 247 | 531 | 531 |
| 7 | 36 | 54 | 80 | 141 | 243 | 528 | 528 |
| 8 | 39 | 58 | 83 | 143 | 246 | 531 | 531 |
| 9 | 39 | 58 | 82 | 141 | 245 | 530 | 530 |
| 10 | 34 | 54 | 77 | 136 | 240 | 525 | 525 |
| 11 | 30 | 51 | 74 | 132 | 236 | 521 | 521 |
| 12 | 28 | 49 | 71 | 129 | 233 | 518 | 518 |
| 13 | 26 | 47 | 68 | 127 | 231 | 516 | 516 |
| 14 | 24 | 45 | 66 | 125 | 229 | 514 | 514 |
| 15 | 23 | 44 | 65 | 124 | 228 | 512 | 512 |
| 16 | 21 | 43 | 64 | 122 | 226 | 511 | 511 |
| 17 | 21 | 42 | 63 | 122 | 226 | 510 | 510 |
| 18 | 20 | 41 | 62 | 121 | 225 | 510 | 510 |
| 19 | 20 | 41 | 62 | 121 | 225 | 509 | 509 |
| 20 | 20 | 41 | 62 | 121 | 225 | 509 | 509 |
| 21 | 20 | 41 | 62 | 121 | 225 | 509 | 509 |
| 22 | 20 | 41 | 62 | 121 | 225 | 509 | 509 |
| 23 | 20 | 41 | 62 | 121 | 224 | 509 | 509 |
| 24 | 20 | 41 | 62 | 120 | 224 | 509 | 509 |
| 25 | 20 | 41 | 62 | 120 | 224 | 509 | 509 |
| 26 | 20 | 40 | 61 | 120 | 224 | 509 | 509 |
| 27 | 21 | 40 | 61 | 120 | 224 | 509 | 509 |
| 28 | 21 | 40 | 61 | 120 | 224 | 508 | 508 |
| 29 | 22 | 40 | 61 | 120 | 224 | 508 | 508 |
| 30 | 23 | 40 | 61 | 120 | 223 | 508 | 508 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

48

71

138

253

537

1 248

2

35

48

71

139

253

538

1 005

3

36

50

71

133

249

533

820

4

36

51

73

134

247

531

679

5

36

52

77

136

246

530

571

6

38

55

82

142

247

531

531

7

36

54

80

141

243

528

528

8

39

58

83

143

246

531

531

9

39

58

82

141

245

530

530

10

34

54

77

136

240

525

525

11

30

51

74

132

236

521

521

12

28

49

71

129

233

518

518

13

26

47

68

127

231

516

516

14

24

45

66

125

229

514

514

15

23

44

65

124

228

512

512

16

21

43

64

122

226

511

511

17

21

42

63

122

226

510

510

18

20

41

62

121

225

510

510

19

20

41

62

121

225

509

509

20

20

41

62

121

225

509

509

21

20

41

62

121

225

509

509

22

20

41

62

121

225

509

509

23

20

41

62

121

224

509

509

24

20

41

62

120

224

509

509

25

20

41

62

120

224

509

509

26

20

40

61

120

224

509

509

27

21

40

61

120

224

509

509

28

21

40

61

120

224

508

508

29

22

40

61

120

224

508

508

30

23

40

61

120

223

508

508

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 | 314 | 428 | 713 | 1 423 |
| 2 | 207 | 220 | 243 | 310 | 425 | 709 | 1 160 |
| 3 | 204 | 217 | 239 | 300 | 417 | 701 | 959 |
| 4 | 200 | 215 | 238 | 298 | 411 | 696 | 803 |
| 5 | 197 | 213 | 238 | 297 | 406 | 691 | 691 |
| 6 | 193 | 210 | 236 | 296 | 401 | 686 | 686 |
| 7 | 190 | 208 | 234 | 295 | 397 | 682 | 682 |
| 8 | 185 | 204 | 229 | 289 | 393 | 677 | 677 |
| 9 | 182 | 201 | 225 | 284 | 388 | 673 | 673 |
| 10 | 178 | 198 | 221 | 280 | 384 | 669 | 669 |
| 11 | 174 | 195 | 217 | 276 | 380 | 665 | 665 |
| 12 | 171 | 192 | 213 | 272 | 376 | 661 | 661 |
| 13 | 167 | 188 | 209 | 268 | 372 | 657 | 657 |
| 14 | 163 | 185 | 206 | 264 | 368 | 653 | 653 |
| 15 | 160 | 181 | 202 | 261 | 365 | 649 | 649 |
| 16 | 156 | 177 | 198 | 257 | 361 | 646 | 646 |
| 17 | 153 | 174 | 195 | 254 | 358 | 642 | 642 |
| 18 | 150 | 171 | 192 | 251 | 355 | 639 | 639 |
| 19 | 147 | 168 | 189 | 248 | 352 | 636 | 636 |
| 20 | 144 | 165 | 186 | 245 | 349 | 633 | 633 |
| 21 | 141 | 162 | 183 | 242 | 346 | 631 | 631 |
| 22 | 138 | 159 | 180 | 239 | 343 | 628 | 628 |
| 23 | 135 | 156 | 177 | 236 | 340 | 625 | 625 |
| 24 | 132 | 154 | 175 | 233 | 337 | 622 | 622 |
| 25 | 130 | 151 | 172 | 231 | 334 | 619 | 619 |
| 26 | 127 | 148 | 169 | 228 | 332 | 616 | 616 |
| 27 | 124 | 146 | 167 | 225 | 329 | 614 | 614 |
| 28 | 122 | 143 | 164 | 223 | 327 | 611 | 611 |
| 29 | 119 | 141 | 162 | 220 | 324 | 609 | 609 |
| 30 | 117 | 138 | 159 | 218 | 322 | 607 | 607 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

210

223

246

314

428

713

1 423

2

207

220

243

310

425

709

1 160

3

204

217

239

300

417

701

959

4

200

215

238

298

411

696

803

5

197

213

238

297

406

691

691

6

193

210

236

296

401

686

686

7

190

208

234

295

397

682

682

8

185

204

229

289

393

677

677

9

182

201

225

284

388

673

673

10

178

198

221

280

384

669

669

11

174

195

217

276

380

665

665

12

171

192

213

272

376

661

661

13

167

188

209

268

372

657

657

14

163

185

206

264

368

653

653

15

160

181

202

261

365

649

649

16

156

177

198

257

361

646

646

17

153

174

195

254

358

642

642

18

150

171

192

251

355

639

639

19

147

168

189

248

352

636

636

20

144

165

186

245

349

633

633

21

141

162

183

242

346

631

631

22

138

159

180

239

343

628

628

23

135

156

177

236

340

625

625

24

132

154

175

233

337

622

622

25

130

151

172

231

334

619

619

26

127

148

169

228

332

616

616

27

124

146

167

225

329

614

614

28

122

143

164

223

327

611

611

29

119

141

162

220

324

609

609

30

117

138

159

218

322

607

607

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 | 47 | 100 | 235 | 519 | 1 278 |
| 2 | 8 | 25 | 47 | 100 | 235 | 519 | 1 024 |
| 3 | 10 | 28 | 50 | 96 | 233 | 517 | 832 |
| 4 | 12 | 33 | 54 | 95 | 233 | 517 | 687 |
| 5 | 16 | 38 | 59 | 97 | 233 | 518 | 577 |
| 6 | 18 | 42 | 63 | 95 | 234 | 519 | 519 |
| 7 | 19 | 44 | 63 | 90 | 234 | 519 | 519 |
| 8 | 18 | 43 | 62 | 89 | 234 | 519 | 519 |
| 9 | 19 | 45 | 65 | 92 | 234 | 519 | 519 |
| 10 | 21 | 48 | 67 | 96 | 234 | 519 | 519 |
| 11 | 23 | 50 | 68 | 99 | 234 | 519 | 519 |
| 12 | 24 | 52 | 70 | 99 | 234 | 519 | 519 |
| 13 | 26 | 54 | 70 | 100 | 234 | 519 | 519 |
| 14 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 15 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 16 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 17 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 18 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 19 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 20 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 21 | 26 | 55 | 71 | 100 | 235 | 519 | 519 |
| 22 | 26 | 55 | 71 | 100 | 235 | 519 | 519 |
| 23 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 24 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 25 | 26 | 55 | 71 | 100 | 234 | 519 | 519 |
| 26 | 26 | 55 | 71 | 100 | 234 | 518 | 518 |
| 27 | 26 | 55 | 71 | 100 | 233 | 518 | 518 |
| 28 | 26 | 55 | 71 | 100 | 233 | 518 | 518 |
| 29 | 26 | 55 | 71 | 100 | 233 | 517 | 517 |
| 30 | 26 | 55 | 71 | 100 | 232 | 517 | 517 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

25

47

100

235

519

1 278

2

8

25

47

100

235

519

1 024

3

10

28

50

96

233

517

832

4

12

33

54

95

233

517

687

5

16

38

59

97

233

518

577

6

18

42

63

95

234

519

519

7

19

44

63

90

234

519

519

8

18

43

62

89

234

519

519

9

19

45

65

92

234

519

519

10

21

48

67

96

234

519

519

11

23

50

68

99

234

519

519

12

24

52

70

99

234

519

519

13

26

54

70

100

234

519

519

14

26

55

71

100

234

519

519

15

26

55

71

100

234

519

519

16

26

55

71

100

234

519

519

17

26

55

71

100

234

519

519

18

26

55

71

100

234

519

519

19

26

55

71

100

234

519

519

20

26

55

71

100

234

519

519

21

26

55

71

100

235

519

519

22

26

55

71

100

235

519

519

23

26

55

71

100

234

519

519

24

26

55

71

100

234

519

519

25

26

55

71

100

234

519

519

26

26

55

71

100

234

518

518

27

26

55

71

100

233

518

518

28

26

55

71

100

233

518

518

29

26

55

71

100

233

517

517

30

26

55

71

100

232

517

517

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 | 4 | 14 | 82 | 196 | 481 | 1 177 |
| 2 | 1 | 5 | 13 | 80 | 195 | 479 | 950 |
| 3 | 2 | 5 | 13 | 74 | 190 | 475 | 776 |
| 4 | 2 | 6 | 15 | 75 | 188 | 473 | 644 |
| 5 | 4 | 6 | 19 | 78 | 187 | 472 | 542 |
| 6 | 5 | 7 | 22 | 82 | 187 | 472 | 472 |
| 7 | 5 | 9 | 23 | 84 | 187 | 471 | 471 |
| 8 | 7 | 9 | 23 | 83 | 186 | 471 | 471 |
| 9 | 7 | 10 | 23 | 83 | 186 | 471 | 471 |
| 10 | 8 | 10 | 24 | 83 | 187 | 471 | 471 |
| 11 | 9 | 11 | 24 | 83 | 187 | 471 | 471 |
| 12 | 9 | 11 | 24 | 83 | 187 | 471 | 471 |
| 13 | 10 | 13 | 24 | 83 | 187 | 472 | 472 |
| 14 | 11 | 14 | 25 | 83 | 187 | 472 | 472 |
| 15 | 12 | 14 | 25 | 84 | 188 | 472 | 472 |
| 16 | 13 | 15 | 26 | 84 | 188 | 472 | 472 |
| 17 | 13 | 15 | 27 | 84 | 188 | 473 | 473 |
| 18 | 14 | 17 | 28 | 85 | 189 | 473 | 473 |
| 19 | 15 | 17 | 29 | 85 | 189 | 474 | 474 |
| 20 | 15 | 18 | 30 | 86 | 190 | 474 | 474 |
| 21 | 16 | 18 | 32 | 86 | 190 | 475 | 475 |
| 22 | 16 | 19 | 33 | 87 | 191 | 475 | 475 |
| 23 | 18 | 20 | 34 | 87 | 191 | 475 | 475 |
| 24 | 19 | 21 | 35 | 87 | 191 | 476 | 476 |
| 25 | 19 | 22 | 36 | 87 | 191 | 476 | 476 |
| 26 | 20 | 22 | 37 | 87 | 191 | 476 | 476 |
| 27 | 20 | 23 | 38 | 87 | 191 | 475 | 475 |
| 28 | 21 | 23 | 40 | 87 | 191 | 475 | 475 |
| 29 | 21 | 24 | 41 | 87 | 191 | 475 | 475 |
| 30 | 22 | 24 | 42 | 87 | 191 | 475 | 475 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

14

82

196

481

1 177

2

1

5

13

80

195

479

950

3

2

5

13

74

190

475

776

4

2

6

15

75

188

473

644

5

4

6

19

78

187

472

542

6

5

7

22

82

187

472

472

7

5

9

23

84

187

471

471

8

7

9

23

83

186

471

471

9

7

10

23

83

186

471

471

10

8

10

24

83

187

471

471

11

9

11

24

83

187

471

471

12

9

11

24

83

187

471

471

13

10

13

24

83

187

472

472

14

11

14

25

83

187

472

472

15

12

14

25

84

188

472

472

16

13

15

26

84

188

472

472

17

13

15

27

84

188

473

473

18

14

17

28

85

189

473

473

19

15

17

29

85

189

474

474

20

15

18

30

86

190

474

474

21

16

18

32

86

190

475

475

22

16

19

33

87

191

475

475

23

18

20

34

87

191

475

475

24

19

21

35

87

191

476

476

25

19

22

36

87

191

476

476

26

20

22

37

87

191

476

476

27

20

23

38

87

191

475

475

28

21

23

40

87

191

475

475

29

21

24

41

87

191

475

475

30

22

24

42

87

191

475

475

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 | 20 | 41 | 158 | 306 | 3 148 |
| 2 | 2 | 14 | 20 | 41 | 158 | 347 | 2 358 |
| 3 | 1 | 14 | 22 | 46 | 153 | 361 | 1 785 |
| 4 | 1 | 15 | 25 | 50 | 150 | 361 | 1 382 |
| 5 | 2 | 17 | 29 | 52 | 150 | 352 | 1 096 |
| 6 | 4 | 20 | 31 | 55 | 150 | 338 | 889 |
| 7 | 5 | 22 | 33 | 57 | 150 | 322 | 735 |
| 8 | 6 | 23 | 34 | 59 | 150 | 305 | 618 |
| 9 | 6 | 24 | 35 | 62 | 150 | 288 | 526 |
| 10 | 6 | 25 | 37 | 64 | 150 | 271 | 453 |
| 11 | 7 | 25 | 38 | 65 | 150 | 254 | 393 |
| 12 | 7 | 25 | 38 | 65 | 150 | 243 | 344 |
| 13 | 7 | 26 | 38 | 65 | 150 | 243 | 303 |
| 14 | 7 | 26 | 38 | 65 | 150 | 243 | 268 |
| 15 | 7 | 26 | 40 | 65 | 150 | 243 | 243 |
| 16 | 7 | 26 | 42 | 65 | 150 | 243 | 243 |
| 17 | 7 | 26 | 45 | 65 | 150 | 243 | 243 |
| 18 | 7 | 26 | 47 | 65 | 150 | 243 | 243 |
| 19 | 7 | 26 | 49 | 65 | 150 | 243 | 243 |
| 20 | 8 | 26 | 52 | 65 | 150 | 243 | 243 |
| 21 | 8 | 26 | 54 | 65 | 150 | 243 | 243 |
| 22 | 9 | 26 | 56 | 65 | 150 | 243 | 243 |
| 23 | 9 | 26 | 59 | 65 | 150 | 243 | 243 |
| 24 | 9 | 26 | 61 | 65 | 150 | 243 | 243 |
| 25 | 10 | 26 | 64 | 65 | 150 | 243 | 243 |
| 26 | 10 | 26 | 66 | 67 | 150 | 243 | 243 |
| 27 | 11 | 26 | 69 | 68 | 150 | 243 | 243 |
| 28 | 11 | 26 | 71 | 70 | 150 | 243 | 243 |
| 29 | 11 | 26 | 74 | 72 | 150 | 243 | 243 |
| 30 | 12 | 26 | 76 | 73 | 150 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit 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

41

158

306

3 148

2

2

14

20

41

158

347

2 358

3

1

14

22

46

153

361

1 785

4

1

15

25

50

150

361

1 382

5

2

17

29

52

150

352

1 096

6

4

20

31

55

150

338

889

7

5

22

33

57

150

322

735

8

6

23

34

59

150

305

618

9

6

24

35

62

150

288

526

10

6

25

37

64

150

271

453

11

7

25

38

65

150

254

393

12

7

25

38

65

150

243

344

13

7

26

38

65

150

243

303

14

7

26

38

65

150

243

268

15

7

26

40

65

150

243

243

16

7

26

42

65

150

243

243

17

7

26

45

65

150

243

243

18

7

26

47

65

150

243

243

19

7

26

49

65

150

243

243

20

8

26

52

65

150

243

243

21

8

26

54

65

150

243

243

22

9

26

56

65

150

243

243

23

9

26

59

65

150

243

243

24

9

26

61

65

150

243

243

25

10

26

64

65

150

243

243

26

10

26

66

67

150

243

243

27

11

26

69

68

150

243

243

28

11

26

71

70

150

243

243

29

11

26

74

72

150

243

243

30

12

26

76

73

150

243

243

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 | 14 | 26 | 32 | 53 | 170 | 318 | 3 284 |
| 2 | 15 | 27 | 34 | 55 | 171 | 357 | 2 437 |
| 3 | 15 | 27 | 36 | 59 | 166 | 370 | 1 837 |
| 4 | 14 | 28 | 38 | 63 | 163 | 368 | 1 419 |
| 5 | 15 | 29 | 41 | 64 | 162 | 359 | 1 124 |
| 6 | 15 | 31 | 42 | 66 | 162 | 345 | 911 |
| 7 | 16 | 33 | 43 | 67 | 161 | 328 | 753 |
| 8 | 15 | 33 | 44 | 69 | 160 | 311 | 632 |
| 9 | 15 | 33 | 45 | 71 | 160 | 293 | 538 |
| 10 | 15 | 33 | 46 | 73 | 159 | 276 | 463 |
| 11 | 15 | 33 | 46 | 73 | 158 | 259 | 402 |
| 12 | 14 | 33 | 45 | 73 | 158 | 251 | 352 |
| 13 | 14 | 32 | 45 | 72 | 157 | 250 | 310 |
| 14 | 13 | 32 | 44 | 71 | 157 | 250 | 274 |
| 15 | 13 | 31 | 44 | 71 | 156 | 249 | 249 |
| 16 | 12 | 31 | 43 | 71 | 156 | 249 | 249 |
| 17 | 12 | 31 | 45 | 71 | 156 | 249 | 249 |
| 18 | 12 | 31 | 48 | 70 | 156 | 249 | 249 |
| 19 | 12 | 31 | 51 | 71 | 156 | 249 | 249 |
| 20 | 13 | 31 | 52 | 71 | 156 | 249 | 249 |
| 21 | 13 | 32 | 55 | 71 | 156 | 249 | 249 |
| 22 | 13 | 32 | 58 | 71 | 157 | 250 | 250 |
| 23 | 13 | 32 | 60 | 71 | 157 | 250 | 250 |
| 24 | 13 | 32 | 63 | 71 | 157 | 250 | 250 |
| 25 | 13 | 32 | 65 | 71 | 157 | 250 | 250 |
| 26 | 13 | 32 | 68 | 71 | 157 | 250 | 250 |
| 27 | 13 | 32 | 70 | 71 | 157 | 250 | 250 |
| 28 | 13 | 32 | 73 | 71 | 156 | 249 | 249 |
| 29 | 13 | 31 | 75 | 73 | 156 | 249 | 249 |
| 30 | 13 | 31 | 77 | 75 | 156 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

26

32

53

170

318

3 284

2

15

27

34

55

171

357

2 437

3

15

27

36

59

166

370

1 837

4

14

28

38

63

163

368

1 419

5

15

29

41

64

162

359

1 124

6

15

31

42

66

162

345

911

7

16

33

43

67

161

328

753

8

15

33

44

69

160

311

632

9

15

33

45

71

160

293

538

10

15

33

46

73

159

276

463

11

15

33

46

73

158

259

402

12

14

33

45

73

158

251

352

13

14

32

45

72

157

250

310

14

13

32

44

71

157

250

274

15

13

31

44

71

156

249

249

16

12

31

43

71

156

249

249

17

12

31

45

71

156

249

249

18

12

31

48

70

156

249

249

19

12

31

51

71

156

249

249

20

13

31

52

71

156

249

249

21

13

32

55

71

156

249

249

22

13

32

58

71

157

250

250

23

13

32

60

71

157

250

250

24

13

32

63

71

157

250

250

25

13

32

65

71

157

250

250

26

13

32

68

71

157

250

250

27

13

32

70

71

157

250

250

28

13

32

73

71

156

249

249

29

13

31

75

73

156

249

249

30

13

31

77

75

156

249

249

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 | 1 | 13 | 20 | 41 | 157 | 306 | 3 148 |
| 2 | 1 | 13 | 20 | 41 | 157 | 347 | 2 358 |
| 3 | 1 | 14 | 22 | 46 | 152 | 361 | 1 785 |
| 4 | 1 | 15 | 25 | 50 | 150 | 361 | 1 382 |
| 5 | 2 | 17 | 28 | 52 | 150 | 352 | 1 096 |
| 6 | 4 | 20 | 31 | 55 | 150 | 338 | 889 |
| 7 | 5 | 22 | 32 | 57 | 150 | 322 | 735 |
| 8 | 5 | 23 | 34 | 59 | 150 | 305 | 618 |
| 9 | 6 | 24 | 35 | 62 | 150 | 288 | 526 |
| 10 | 6 | 25 | 37 | 64 | 150 | 271 | 453 |
| 11 | 7 | 25 | 37 | 65 | 150 | 254 | 393 |
| 12 | 7 | 25 | 38 | 65 | 150 | 243 | 344 |
| 13 | 7 | 25 | 38 | 65 | 150 | 243 | 303 |
| 14 | 7 | 25 | 38 | 65 | 150 | 243 | 268 |
| 15 | 7 | 25 | 40 | 65 | 150 | 243 | 243 |
| 16 | 7 | 25 | 42 | 65 | 150 | 243 | 243 |
| 17 | 7 | 25 | 45 | 65 | 150 | 243 | 243 |
| 18 | 7 | 25 | 47 | 65 | 150 | 243 | 243 |
| 19 | 7 | 25 | 49 | 65 | 150 | 243 | 243 |
| 20 | 8 | 25 | 52 | 65 | 150 | 243 | 243 |
| 21 | 8 | 25 | 54 | 65 | 150 | 243 | 243 |
| 22 | 9 | 25 | 56 | 65 | 150 | 243 | 243 |
| 23 | 9 | 25 | 59 | 65 | 150 | 243 | 243 |
| 24 | 9 | 25 | 61 | 65 | 150 | 243 | 243 |
| 25 | 10 | 25 | 64 | 65 | 150 | 243 | 243 |
| 26 | 10 | 25 | 66 | 67 | 150 | 243 | 243 |
| 27 | 11 | 25 | 69 | 68 | 150 | 243 | 243 |
| 28 | 11 | 25 | 71 | 70 | 150 | 243 | 243 |
| 29 | 11 | 25 | 74 | 72 | 150 | 243 | 243 |
| 30 | 12 | 26 | 76 | 73 | 150 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit 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

157

306

3 148

2

1

13

20

41

157

347

2 358

3

1

14

22

46

152

361

1 785

4

1

15

25

50

150

361

1 382

5

2

17

28

52

150

352

1 096

6

4

20

31

55

150

338

889

7

5

22

32

57

150

322

735

8

5

23

34

59

150

305

618

9

6

24

35

62

150

288

526

10

6

25

37

64

150

271

453

11

7

25

37

65

150

254

393

12

7

25

38

65

150

243

344

13

7

25

38

65

150

243

303

14

7

25

38

65

150

243

268

15

7

25

40

65

150

243

243

16

7

25

42

65

150

243

243

17

7

25

45

65

150

243

243

18

7

25

47

65

150

243

243

19

7

25

49

65

150

243

243

20

8

25

52

65

150

243

243

21

8

25

54

65

150

243

243

22

9

25

56

65

150

243

243

23

9

25

59

65

150

243

243

24

9

25

61

65

150

243

243

25

10

25

64

65

150

243

243

26

10

25

66

67

150

243

243

27

11

25

69

68

150

243

243

28

11

25

71

70

150

243

243

29

11

25

74

72

150

243

243

30

12

26

76

73

150

243

243

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 | 75 | 87 | 94 | 115 | 231 | 333 | 3 461 |
| 2 | 72 | 84 | 90 | 111 | 228 | 376 | 2 581 |
| 3 | 73 | 86 | 95 | 118 | 225 | 390 | 1 947 |
| 4 | 72 | 85 | 95 | 120 | 220 | 388 | 1 501 |
| 5 | 71 | 85 | 97 | 120 | 218 | 377 | 1 186 |
| 6 | 70 | 86 | 97 | 122 | 217 | 362 | 959 |
| 7 | 70 | 87 | 97 | 122 | 215 | 344 | 791 |
| 8 | 69 | 87 | 97 | 123 | 214 | 325 | 663 |
| 9 | 69 | 87 | 98 | 125 | 213 | 306 | 564 |
| 10 | 66 | 84 | 96 | 123 | 210 | 303 | 485 |
| 11 | 64 | 82 | 95 | 122 | 208 | 301 | 421 |
| 12 | 63 | 81 | 94 | 121 | 206 | 299 | 368 |
| 13 | 62 | 81 | 93 | 120 | 206 | 299 | 324 |
| 14 | 62 | 80 | 93 | 120 | 205 | 298 | 298 |
| 15 | 62 | 80 | 93 | 120 | 205 | 298 | 298 |
| 16 | 61 | 80 | 92 | 119 | 205 | 298 | 298 |
| 17 | 61 | 79 | 92 | 119 | 204 | 297 | 297 |
| 18 | 60 | 79 | 91 | 118 | 204 | 297 | 297 |
| 19 | 60 | 78 | 91 | 118 | 203 | 296 | 296 |
| 20 | 59 | 78 | 90 | 117 | 203 | 296 | 296 |
| 21 | 58 | 77 | 89 | 117 | 202 | 295 | 295 |
| 22 | 58 | 76 | 89 | 116 | 201 | 294 | 294 |
| 23 | 57 | 75 | 88 | 115 | 200 | 293 | 293 |
| 24 | 56 | 74 | 87 | 114 | 199 | 292 | 292 |
| 25 | 55 | 73 | 86 | 113 | 198 | 291 | 291 |
| 26 | 54 | 72 | 85 | 112 | 197 | 290 | 290 |
| 27 | 53 | 71 | 84 | 111 | 196 | 289 | 289 |
| 28 | 52 | 70 | 83 | 110 | 195 | 288 | 288 |
| 29 | 51 | 69 | 82 | 109 | 194 | 287 | 287 |
| 30 | 50 | 68 | 80 | 108 | 193 | 286 | 286 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

87

94

115

231

333

3 461

2

72

84

90

111

228

376

2 581

3

73

86

95

118

225

390

1 947

4

72

85

95

120

220

388

1 501

5

71

85

97

120

218

377

1 186

6

70

86

97

122

217

362

959

7

70

87

97

122

215

344

791

8

69

87

97

123

214

325

663

9

69

87

98

125

213

306

564

10

66

84

96

123

210

303

485

11

64

82

95

122

208

301

421

12

63

81

94

121

206

299

368

13

62

81

93

120

206

299

324

14

62

80

93

120

205

298

298

15

62

80

93

120

205

298

298

16

61

80

92

119

205

298

298

17

61

79

92

119

204

297

297

18

60

79

91

118

204

297

297

19

60

78

91

118

203

296

296

20

59

78

90

117

203

296

296

21

58

77

89

117

202

295

295

22

58

76

89

116

201

294

294

23

57

75

88

115

200

293

293

24

56

74

87

114

199

292

292

25

55

73

86

113

198

291

291

26

54

72

85

112

197

290

290

27

53

71

84

111

196

289

289

28

52

70

83

110

195

288

288

29

51

69

82

109

194

287

287

30

50

68

80

108

193

286

286

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 | 24 | 45 | 162 | 306 | 3 156 |
| 2 | 7 | 19 | 26 | 47 | 163 | 348 | 2 364 |
| 3 | 8 | 21 | 29 | 53 | 159 | 362 | 1 790 |
| 4 | 9 | 22 | 32 | 57 | 157 | 361 | 1 385 |
| 5 | 10 | 25 | 36 | 59 | 158 | 352 | 1 098 |
| 6 | 11 | 27 | 38 | 62 | 158 | 339 | 891 |
| 7 | 12 | 29 | 40 | 64 | 157 | 323 | 737 |
| 8 | 12 | 30 | 40 | 66 | 157 | 306 | 619 |
| 9 | 12 | 30 | 42 | 68 | 157 | 288 | 527 |
| 10 | 12 | 31 | 43 | 70 | 156 | 271 | 453 |
| 11 | 12 | 31 | 43 | 71 | 156 | 255 | 394 |
| 12 | 13 | 31 | 44 | 71 | 156 | 249 | 345 |
| 13 | 13 | 31 | 44 | 71 | 156 | 249 | 304 |
| 14 | 13 | 31 | 44 | 71 | 156 | 249 | 269 |
| 15 | 13 | 31 | 44 | 71 | 156 | 249 | 249 |
| 16 | 13 | 31 | 44 | 71 | 156 | 249 | 249 |
| 17 | 13 | 32 | 45 | 71 | 156 | 249 | 249 |
| 18 | 13 | 32 | 47 | 71 | 157 | 250 | 250 |
| 19 | 14 | 32 | 49 | 72 | 157 | 250 | 250 |
| 20 | 14 | 33 | 52 | 72 | 157 | 250 | 250 |
| 21 | 14 | 33 | 55 | 73 | 158 | 251 | 251 |
| 22 | 15 | 33 | 56 | 73 | 158 | 251 | 251 |
| 23 | 15 | 33 | 59 | 73 | 158 | 251 | 251 |
| 24 | 15 | 33 | 61 | 73 | 158 | 251 | 251 |
| 25 | 15 | 33 | 64 | 73 | 158 | 251 | 251 |
| 26 | 15 | 33 | 66 | 73 | 158 | 251 | 251 |
| 27 | 15 | 33 | 69 | 73 | 158 | 251 | 251 |
| 28 | 15 | 33 | 71 | 73 | 158 | 251 | 251 |
| 29 | 15 | 33 | 74 | 73 | 158 | 251 | 251 |
| 30 | 14 | 33 | 76 | 75 | 158 | 251 | 251 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

18

24

45

162

306

3 156

2

7

19

26

47

163

348

2 364

3

8

21

29

53

159

362

1 790

4

9

22

32

57

157

361

1 385

5

10

25

36

59

158

352

1 098

6

11

27

38

62

158

339

891

7

12

29

40

64

157

323

737

8

12

30

40

66

157

306

619

9

12

30

42

68

157

288

527

10

12

31

43

70

156

271

453

11

12

31

43

71

156

255

394

12

13

31

44

71

156

249

345

13

13

31

44

71

156

249

304

14

13

31

44

71

156

249

269

15

13

31

44

71

156

249

249

16

13

31

44

71

156

249

249

17

13

32

45

71

156

249

249

18

13

32

47

71

157

250

250

19

14

32

49

72

157

250

250

20

14

33

52

72

157

250

250

21

14

33

55

73

158

251

251

22

15

33

56

73

158

251

251

23

15

33

59

73

158

251

251

24

15

33

61

73

158

251

251

25

15

33

64

73

158

251

251

26

15

33

66

73

158

251

251

27

15

33

69

73

158

251

251

28

15

33

71

73

158

251

251

29

15

33

74

73

158

251

251

30

14

33

76

75

158

251

251

3.6.   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 | 19 | 40 | 157 | 305 | 3 146 |
| 2 | 1 | 13 | 19 | 40 | 157 | 346 | 2 356 |
| 3 | 1 | 13 | 22 | 45 | 152 | 361 | 1 784 |
| 4 | 1 | 14 | 24 | 49 | 149 | 360 | 1 381 |
| 5 | 2 | 16 | 28 | 51 | 149 | 352 | 1 095 |
| 6 | 3 | 19 | 30 | 54 | 149 | 338 | 889 |
| 7 | 5 | 21 | 32 | 56 | 149 | 322 | 735 |
| 8 | 5 | 22 | 33 | 59 | 149 | 305 | 617 |
| 9 | 5 | 23 | 35 | 61 | 149 | 288 | 526 |
| 10 | 6 | 24 | 36 | 63 | 149 | 271 | 453 |
| 11 | 6 | 24 | 37 | 64 | 149 | 254 | 393 |
| 12 | 6 | 24 | 37 | 64 | 149 | 242 | 344 |
| 13 | 6 | 25 | 37 | 64 | 149 | 242 | 303 |
| 14 | 6 | 25 | 37 | 64 | 149 | 242 | 268 |
| 15 | 6 | 25 | 40 | 64 | 149 | 242 | 242 |
| 16 | 6 | 25 | 42 | 64 | 149 | 242 | 242 |
| 17 | 6 | 25 | 45 | 64 | 149 | 242 | 242 |
| 18 | 6 | 25 | 47 | 64 | 149 | 242 | 242 |
| 19 | 7 | 25 | 49 | 64 | 149 | 242 | 242 |
| 20 | 8 | 25 | 52 | 64 | 149 | 242 | 242 |
| 21 | 8 | 25 | 54 | 64 | 149 | 242 | 242 |
| 22 | 9 | 25 | 56 | 64 | 149 | 242 | 242 |
| 23 | 9 | 25 | 59 | 64 | 149 | 242 | 242 |
| 24 | 9 | 25 | 61 | 64 | 150 | 243 | 243 |
| 25 | 10 | 25 | 64 | 65 | 150 | 243 | 243 |
| 26 | 10 | 25 | 66 | 67 | 150 | 243 | 243 |
| 27 | 11 | 25 | 69 | 68 | 150 | 243 | 243 |
| 28 | 11 | 25 | 71 | 70 | 150 | 243 | 243 |
| 29 | 11 | 25 | 74 | 72 | 150 | 243 | 243 |
| 30 | 12 | 26 | 76 | 73 | 150 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit 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

19

40

157

305

3 146

2

1

13

19

40

157

346

2 356

3

1

13

22

45

152

361

1 784

4

1

14

24

49

149

360

1 381

5

2

16

28

51

149

352

1 095

6

3

19

30

54

149

338

889

7

5

21

32

56

149

322

735

8

5

22

33

59

149

305

617

9

5

23

35

61

149

288

526

10

6

24

36

63

149

271

453

11

6

24

37

64

149

254

393

12

6

24

37

64

149

242

344

13

6

25

37

64

149

242

303

14

6

25

37

64

149

242

268

15

6

25

40

64

149

242

242

16

6

25

42

64

149

242

242

17

6

25

45

64

149

242

242

18

6

25

47

64

149

242

242

19

7

25

49

64

149

242

242

20

8

25

52

64

149

242

242

21

8

25

54

64

149

242

242

22

9

25

56

64

149

242

242

23

9

25

59

64

149

242

242

24

9

25

61

64

150

243

243

25

10

25

64

65

150

243

243

26

10

25

66

67

150

243

243

27

11

25

69

68

150

243

243

28

11

25

71

70

150

243

243

29

11

25

74

72

150

243

243

30

12

26

76

73

150

243

243

3.7.   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 | 10 | 21 | 44 | 176 | 315 | 3 253 |
| 2 | 0 | 10 | 21 | 44 | 176 | 358 | 2 441 |
| 3 | 1 | 10 | 23 | 49 | 171 | 373 | 1 848 |
| 4 | 1 | 13 | 26 | 54 | 168 | 372 | 1 429 |
| 5 | 2 | 16 | 28 | 58 | 167 | 362 | 1 132 |
| 6 | 2 | 18 | 33 | 59 | 165 | 348 | 917 |
| 7 | 4 | 21 | 36 | 60 | 164 | 331 | 757 |
| 8 | 6 | 24 | 37 | 59 | 163 | 313 | 635 |
| 9 | 9 | 31 | 42 | 59 | 162 | 295 | 540 |
| 10 | 11 | 34 | 42 | 58 | 161 | 277 | 465 |
| 11 | 10 | 33 | 42 | 57 | 161 | 260 | 403 |
| 12 | 9 | 32 | 42 | 57 | 160 | 253 | 353 |
| 13 | 8 | 31 | 42 | 58 | 159 | 252 | 310 |
| 14 | 8 | 31 | 43 | 58 | 158 | 251 | 275 |
| 15 | 9 | 31 | 43 | 58 | 158 | 251 | 251 |
| 16 | 9 | 31 | 44 | 58 | 156 | 249 | 249 |
| 17 | 9 | 31 | 45 | 58 | 156 | 249 | 249 |
| 18 | 9 | 32 | 48 | 58 | 155 | 248 | 248 |
| 19 | 9 | 32 | 51 | 58 | 155 | 248 | 248 |
| 20 | 9 | 32 | 52 | 58 | 155 | 248 | 248 |
| 21 | 9 | 32 | 55 | 58 | 156 | 249 | 249 |
| 22 | 9 | 32 | 58 | 60 | 155 | 248 | 248 |
| 23 | 9 | 32 | 60 | 62 | 155 | 248 | 248 |
| 24 | 10 | 32 | 63 | 64 | 154 | 247 | 247 |
| 25 | 10 | 32 | 65 | 65 | 153 | 246 | 246 |
| 26 | 10 | 32 | 68 | 67 | 153 | 246 | 246 |
| 27 | 11 | 32 | 70 | 69 | 152 | 245 | 245 |
| 28 | 11 | 32 | 73 | 71 | 152 | 245 | 245 |
| 29 | 11 | 32 | 75 | 73 | 151 | 244 | 244 |
| 30 | 12 | 32 | 77 | 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

0

10

21

44

176

315

3 253

2

0

10

21

44

176

358

2 441

3

1

10

23

49

171

373

1 848

4

1

13

26

54

168

372

1 429

5

2

16

28

58

167

362

1 132

6

2

18

33

59

165

348

917

7

4

21

36

60

164

331

757

8

6

24

37

59

163

313

635

9

9

31

42

59

162

295

540

10

11

34

42

58

161

277

465

11

10

33

42

57

161

260

403

12

9

32

42

57

160

253

353

13

8

31

42

58

159

252

310

14

8

31

43

58

158

251

275

15

9

31

43

58

158

251

251

16

9

31

44

58

156

249

249

17

9

31

45

58

156

249

249

18

9

32

48

58

155

248

248

19

9

32

51

58

155

248

248

20

9

32

52

58

155

248

248

21

9

32

55

58

156

249

249

22

9

32

58

60

155

248

248

23

9

32

60

62

155

248

248

24

10

32

63

64

154

247

247

25

10

32

65

65

153

246

246

26

10

32

68

67

153

246

246

27

11

32

70

69

152

245

245

28

11

32

73

71

152

245

245

29

11

32

75

73

151

244

244

30

12

32

77

75

151

244

244

3.8.   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 | 79 | 91 | 98 | 119 | 235 | 330 | 3 258 |
| 2 | 78 | 90 | 97 | 117 | 234 | 359 | 2 451 |
| 3 | 76 | 89 | 98 | 121 | 228 | 376 | 1 865 |
| 4 | 75 | 89 | 99 | 124 | 224 | 377 | 1 448 |
| 5 | 74 | 89 | 100 | 123 | 222 | 369 | 1 152 |
| 6 | 74 | 90 | 101 | 125 | 220 | 356 | 936 |
| 7 | 73 | 90 | 100 | 125 | 218 | 340 | 775 |
| 8 | 71 | 89 | 100 | 125 | 216 | 322 | 651 |
| 9 | 70 | 88 | 99 | 126 | 214 | 307 | 555 |
| 10 | 69 | 87 | 100 | 127 | 213 | 306 | 478 |
| 11 | 68 | 86 | 99 | 126 | 211 | 304 | 415 |
| 12 | 66 | 85 | 98 | 125 | 210 | 303 | 363 |
| 13 | 65 | 84 | 96 | 123 | 209 | 302 | 319 |
| 14 | 64 | 82 | 95 | 122 | 207 | 300 | 300 |
| 15 | 63 | 81 | 93 | 121 | 206 | 299 | 299 |
| 16 | 61 | 80 | 92 | 120 | 205 | 298 | 298 |
| 17 | 60 | 79 | 91 | 119 | 204 | 297 | 297 |
| 18 | 60 | 78 | 90 | 118 | 203 | 296 | 296 |
| 19 | 59 | 77 | 90 | 117 | 202 | 295 | 295 |
| 20 | 58 | 76 | 89 | 116 | 201 | 294 | 294 |
| 21 | 57 | 76 | 88 | 115 | 200 | 293 | 293 |
| 22 | 56 | 75 | 87 | 114 | 199 | 292 | 292 |
| 23 | 55 | 73 | 86 | 113 | 198 | 291 | 291 |
| 24 | 54 | 72 | 85 | 112 | 197 | 290 | 290 |
| 25 | 53 | 71 | 84 | 111 | 196 | 289 | 289 |
| 26 | 52 | 70 | 82 | 110 | 195 | 288 | 288 |
| 27 | 50 | 69 | 81 | 109 | 194 | 287 | 287 |
| 28 | 49 | 68 | 80 | 107 | 193 | 286 | 286 |
| 29 | 48 | 67 | 79 | 106 | 192 | 285 | 285 |
| 30 | 47 | 66 | 80 | 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

79

91

98

119

235

330

3 258

2

78

90

97

117

234

359

2 451

3

76

89

98

121

228

376

1 865

4

75

89

99

124

224

377

1 448

5

74

89

100

123

222

369

1 152

6

74

90

101

125

220

356

936

7

73

90

100

125

218

340

775

8

71

89

100

125

216

322

651

9

70

88

99

126

214

307

555

10

69

87

100

127

213

306

478

11

68

86

99

126

211

304

415

12

66

85

98

125

210

303

363

13

65

84

96

123

209

302

319

14

64

82

95

122

207

300

300

15

63

81

93

121

206

299

299

16

61

80

92

120

205

298

298

17

60

79

91

119

204

297

297

18

60

78

90

118

203

296

296

19

59

77

90

117

202

295

295

20

58

76

89

116

201

294

294

21

57

76

88

115

200

293

293

22

56

75

87

114

199

292

292

23

55

73

86

113

198

291

291

24

54

72

85

112

197

290

290

25

53

71

84

111

196

289

289

26

52

70

82

110

195

288

288

27

50

69

81

109

194

287

287

28

49

68

80

107

193

286

286

29

48

67

79

106

192

285

285

30

47

66

80

105

191

284

284

3.9.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 52 | 64 | 71 | 92 | 208 | 314 | 3 247 |
| 2 | 52 | 64 | 70 | 91 | 207 | 357 | 2 433 |
| 3 | 51 | 64 | 72 | 95 | 202 | 372 | 1 845 |
| 4 | 50 | 64 | 74 | 99 | 199 | 373 | 1 431 |
| 5 | 50 | 64 | 76 | 99 | 198 | 364 | 1 136 |
| 6 | 50 | 65 | 77 | 101 | 196 | 350 | 923 |
| 7 | 50 | 67 | 77 | 101 | 195 | 334 | 764 |
| 8 | 49 | 66 | 77 | 103 | 194 | 317 | 642 |
| 9 | 48 | 66 | 77 | 104 | 192 | 299 | 547 |
| 10 | 47 | 65 | 78 | 105 | 191 | 284 | 471 |
| 11 | 47 | 65 | 78 | 105 | 190 | 283 | 409 |
| 12 | 46 | 65 | 77 | 104 | 189 | 282 | 358 |
| 13 | 45 | 64 | 76 | 104 | 189 | 282 | 315 |
| 14 | 45 | 63 | 76 | 103 | 188 | 281 | 281 |
| 15 | 44 | 63 | 75 | 102 | 188 | 281 | 281 |
| 16 | 43 | 62 | 74 | 102 | 187 | 280 | 280 |
| 17 | 43 | 62 | 74 | 101 | 186 | 279 | 279 |
| 18 | 42 | 61 | 73 | 101 | 186 | 279 | 279 |
| 19 | 42 | 61 | 73 | 100 | 185 | 278 | 278 |
| 20 | 42 | 60 | 73 | 100 | 185 | 278 | 278 |
| 21 | 42 | 60 | 72 | 100 | 185 | 278 | 278 |
| 22 | 41 | 60 | 72 | 99 | 184 | 277 | 277 |
| 23 | 41 | 59 | 71 | 99 | 184 | 277 | 277 |
| 24 | 40 | 58 | 71 | 98 | 183 | 276 | 276 |
| 25 | 39 | 58 | 70 | 97 | 183 | 276 | 276 |
| 26 | 38 | 57 | 69 | 97 | 182 | 275 | 275 |
| 27 | 38 | 56 | 71 | 96 | 181 | 274 | 274 |
| 28 | 37 | 56 | 74 | 95 | 180 | 273 | 273 |
| 29 | 36 | 55 | 76 | 94 | 180 | 273 | 273 |
| 30 | 36 | 54 | 79 | 94 | 179 | 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

52

64

71

92

208

314

3 247

2

52

64

70

91

207

357

2 433

3

51

64

72

95

202

372

1 845

4

50

64

74

99

199

373

1 431

5

50

64

76

99

198

364

1 136

6

50

65

77

101

196

350

923

7

50

67

77

101

195

334

764

8

49

66

77

103

194

317

642

9

48

66

77

104

192

299

547

10

47

65

78

105

191

284

471

11

47

65

78

105

190

283

409

12

46

65

77

104

189

282

358

13

45

64

76

104

189

282

315

14

45

63

76

103

188

281

281

15

44

63

75

102

188

281

281

16

43

62

74

102

187

280

280

17

43

62

74

101

186

279

279

18

42

61

73

101

186

279

279

19

42

61

73

100

185

278

278

20

42

60

73

100

185

278

278

21

42

60

72

100

185

278

278

22

41

60

72

99

184

277

277

23

41

59

71

99

184

277

277

24

40

58

71

98

183

276

276

25

39

58

70

97

183

276

276

26

38

57

69

97

182

275

275

27

38

56

71

96

181

274

274

28

37

56

74

95

180

273

273

29

36

55

76

94

180

273

273

30

36

54

79

94

179

272

272

3.10.   Króna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 86 | 98 | 105 | 126 | 242 | 337 | 3 399 |
| 2 | 86 | 98 | 104 | 125 | 242 | 370 | 2 537 |
| 3 | 84 | 97 | 105 | 129 | 235 | 385 | 1 916 |
| 4 | 83 | 97 | 107 | 131 | 232 | 383 | 1 479 |
| 5 | 83 | 98 | 109 | 132 | 231 | 373 | 1 170 |
| 6 | 84 | 100 | 111 | 135 | 230 | 358 | 947 |
| 7 | 85 | 102 | 112 | 137 | 230 | 340 | 781 |
| 8 | 85 | 102 | 113 | 139 | 230 | 323 | 655 |
| 9 | 86 | 103 | 115 | 142 | 230 | 323 | 556 |
| 10 | 86 | 104 | 117 | 144 | 230 | 323 | 478 |
| 11 | 86 | 104 | 117 | 144 | 230 | 323 | 414 |
| 12 | 85 | 104 | 116 | 144 | 229 | 322 | 362 |
| 13 | 84 | 103 | 115 | 143 | 228 | 321 | 321 |
| 14 | 83 | 102 | 114 | 142 | 227 | 320 | 320 |
| 15 | 82 | 101 | 113 | 140 | 226 | 319 | 319 |
| 16 | 81 | 100 | 112 | 139 | 225 | 318 | 318 |
| 17 | 80 | 99 | 111 | 138 | 224 | 317 | 317 |
| 18 | 79 | 98 | 110 | 137 | 223 | 316 | 316 |
| 19 | 78 | 97 | 109 | 136 | 222 | 315 | 315 |
| 20 | 77 | 96 | 108 | 135 | 220 | 313 | 313 |
| 21 | 76 | 94 | 107 | 134 | 219 | 312 | 312 |
| 22 | 74 | 93 | 105 | 133 | 218 | 311 | 311 |
| 23 | 73 | 92 | 104 | 131 | 216 | 309 | 309 |
| 24 | 72 | 90 | 102 | 130 | 215 | 308 | 308 |
| 25 | 70 | 89 | 101 | 128 | 213 | 306 | 306 |
| 26 | 68 | 87 | 99 | 127 | 212 | 305 | 305 |
| 27 | 67 | 85 | 98 | 125 | 210 | 303 | 303 |
| 28 | 65 | 84 | 96 | 124 | 209 | 302 | 302 |
| 29 | 64 | 83 | 95 | 122 | 207 | 300 | 300 |
| 30 | 62 | 81 | 93 | 121 | 206 | 299 | 299 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

98

105

126

242

337

3 399

2

86

98

104

125

242

370

2 537

3

84

97

105

129

235

385

1 916

4

83

97

107

131

232

383

1 479

5

83

98

109

132

231

373

1 170

6

84

100

111

135

230

358

947

7

85

102

112

137

230

340

781

8

85

102

113

139

230

323

655

9

86

103

115

142

230

323

556

10

86

104

117

144

230

323

478

11

86

104

117

144

230

323

414

12

85

104

116

144

229

322

362

13

84

103

115

143

228

321

321

14

83

102

114

142

227

320

320

15

82

101

113

140

226

319

319

16

81

100

112

139

225

318

318

17

80

99

111

138

224

317

317

18

79

98

110

137

223

316

316

19

78

97

109

136

222

315

315

20

77

96

108

135

220

313

313

21

76

94

107

134

219

312

312

22

74

93

105

133

218

311

311

23

73

92

104

131

216

309

309

24

72

90

102

130

215

308

308

25

70

89

101

128

213

306

306

26

68

87

99

127

212

305

305

27

67

85

98

125

210

303

303

28

65

84

96

124

209

302

302

29

64

83

95

122

207

300

300

30

62

81

93

121

206

299

299

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 | 26 | 38 | 45 | 66 | 182 | 310 | 3 193 |
| 2 | 27 | 39 | 46 | 66 | 183 | 352 | 2 394 |
| 3 | 26 | 39 | 47 | 71 | 177 | 366 | 1 814 |
| 4 | 25 | 39 | 49 | 74 | 174 | 366 | 1 404 |
| 5 | 25 | 40 | 52 | 75 | 173 | 357 | 1 113 |
| 6 | 26 | 42 | 53 | 77 | 173 | 343 | 903 |
| 7 | 27 | 44 | 54 | 78 | 172 | 327 | 746 |
| 8 | 26 | 44 | 55 | 80 | 171 | 310 | 627 |
| 9 | 26 | 44 | 55 | 82 | 170 | 292 | 534 |
| 10 | 26 | 44 | 56 | 83 | 170 | 275 | 459 |
| 11 | 25 | 44 | 56 | 84 | 169 | 262 | 399 |
| 12 | 25 | 43 | 56 | 83 | 168 | 261 | 349 |
| 13 | 24 | 43 | 55 | 82 | 168 | 261 | 307 |
| 14 | 24 | 42 | 55 | 82 | 167 | 260 | 272 |
| 15 | 23 | 42 | 54 | 81 | 167 | 260 | 260 |
| 16 | 23 | 41 | 53 | 81 | 166 | 259 | 259 |
| 17 | 22 | 41 | 53 | 80 | 166 | 259 | 259 |
| 18 | 22 | 41 | 53 | 80 | 165 | 258 | 258 |
| 19 | 22 | 40 | 53 | 80 | 165 | 258 | 258 |
| 20 | 22 | 41 | 53 | 80 | 165 | 258 | 258 |
| 21 | 22 | 41 | 55 | 80 | 166 | 259 | 259 |
| 22 | 22 | 41 | 57 | 80 | 165 | 258 | 258 |
| 23 | 22 | 40 | 60 | 80 | 165 | 258 | 258 |
| 24 | 22 | 40 | 63 | 80 | 165 | 258 | 258 |
| 25 | 21 | 40 | 64 | 80 | 165 | 258 | 258 |
| 26 | 21 | 40 | 67 | 79 | 165 | 258 | 258 |
| 27 | 21 | 39 | 69 | 79 | 164 | 257 | 257 |
| 28 | 20 | 39 | 71 | 79 | 164 | 257 | 257 |
| 29 | 20 | 39 | 75 | 78 | 164 | 257 | 257 |
| 30 | 20 | 38 | 77 | 78 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

38

45

66

182

310

3 193

2

27

39

46

66

183

352

2 394

3

26

39

47

71

177

366

1 814

4

25

39

49

74

174

366

1 404

5

25

40

52

75

173

357

1 113

6

26

42

53

77

173

343

903

7

27

44

54

78

172

327

746

8

26

44

55

80

171

310

627

9

26

44

55

82

170

292

534

10

26

44

56

83

170

275

459

11

25

44

56

84

169

262

399

12

25

43

56

83

168

261

349

13

24

43

55

82

168

261

307

14

24

42

55

82

167

260

272

15

23

42

54

81

167

260

260

16

23

41

53

81

166

259

259

17

22

41

53

80

166

259

259

18

22

41

53

80

165

258

258

19

22

40

53

80

165

258

258

20

22

41

53

80

165

258

258

21

22

41

55

80

166

259

259

22

22

41

57

80

165

258

258

23

22

40

60

80

165

258

258

24

22

40

63

80

165

258

258

25

21

40

64

80

165

258

258

26

21

40

67

79

165

258

258

27

21

39

69

79

164

257

257

28

20

39

71

79

164

257

257

29

20

39

75

78

164

257

257

30

20

38

77

78

163

256

256

3.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 4 | 23 | 139 | 297 | 3 050 |
| 2 | 0 | 1 | 6 | 23 | 140 | 337 | 2 287 |
| 3 | 1 | 1 | 9 | 28 | 135 | 352 | 1 736 |
| 4 | 1 | 3 | 12 | 32 | 133 | 353 | 1 346 |
| 5 | 1 | 4 | 15 | 35 | 133 | 344 | 1 069 |
| 6 | 2 | 4 | 17 | 38 | 133 | 331 | 868 |
| 7 | 2 | 6 | 20 | 40 | 133 | 316 | 719 |
| 8 | 2 | 7 | 21 | 42 | 133 | 299 | 604 |
| 9 | 4 | 7 | 24 | 45 | 133 | 283 | 515 |
| 10 | 4 | 9 | 27 | 47 | 133 | 266 | 443 |
| 11 | 4 | 9 | 29 | 48 | 134 | 250 | 385 |
| 12 | 4 | 10 | 32 | 47 | 133 | 234 | 337 |
| 13 | 5 | 11 | 34 | 48 | 134 | 227 | 297 |
| 14 | 5 | 11 | 37 | 48 | 133 | 226 | 263 |
| 15 | 6 | 13 | 39 | 47 | 132 | 225 | 234 |
| 16 | 6 | 13 | 41 | 46 | 131 | 224 | 224 |
| 17 | 6 | 15 | 44 | 49 | 131 | 224 | 224 |
| 18 | 6 | 15 | 46 | 50 | 132 | 225 | 225 |
| 19 | 7 | 16 | 48 | 52 | 132 | 225 | 225 |
| 20 | 7 | 17 | 51 | 54 | 132 | 225 | 225 |
| 21 | 8 | 18 | 53 | 57 | 133 | 226 | 226 |
| 22 | 9 | 18 | 56 | 58 | 133 | 226 | 226 |
| 23 | 9 | 20 | 58 | 60 | 133 | 226 | 226 |
| 24 | 9 | 20 | 60 | 62 | 132 | 225 | 225 |
| 25 | 10 | 22 | 63 | 63 | 132 | 225 | 225 |
| 26 | 10 | 22 | 65 | 65 | 134 | 225 | 225 |
| 27 | 10 | 23 | 68 | 67 | 135 | 225 | 225 |
| 28 | 11 | 24 | 70 | 69 | 137 | 225 | 225 |
| 29 | 11 | 25 | 72 | 71 | 137 | 225 | 225 |
| 30 | 12 | 26 | 75 | 73 | 139 | 225 | 225 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

4

23

139

297

3 050

2

0

1

6

23

140

337

2 287

3

1

1

9

28

135

352

1 736

4

1

3

12

32

133

353

1 346

5

1

4

15

35

133

344

1 069

6

2

4

17

38

133

331

868

7

2

6

20

40

133

316

719

8

2

7

21

42

133

299

604

9

4

7

24

45

133

283

515

10

4

9

27

47

133

266

443

11

4

9

29

48

134

250

385

12

4

10

32

47

133

234

337

13

5

11

34

48

134

227

297

14

5

11

37

48

133

226

263

15

6

13

39

47

132

225

234

16

6

13

41

46

131

224

224

17

6

15

44

49

131

224

224

18

6

15

46

50

132

225

225

19

7

16

48

52

132

225

225

20

7

17

51

54

132

225

225

21

8

18

53

57

133

226

226

22

9

18

56

58

133

226

226

23

9

20

58

60

133

226

226

24

9

20

60

62

132

225

225

25

10

22

63

63

132

225

225

26

10

22

65

65

134

225

225

27

10

23

68

67

135

225

225

28

11

24

70

69

137

225

225

29

11

25

72

71

137

225

225

30

12

26

75

73

139

225

225

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 | 39 | 51 | 58 | 79 | 195 | 309 | 3 186 |
| 2 | 39 | 52 | 58 | 79 | 195 | 351 | 2 389 |
| 3 | 39 | 52 | 60 | 84 | 190 | 366 | 1 811 |
| 4 | 38 | 52 | 62 | 87 | 187 | 366 | 1 403 |
| 5 | 39 | 53 | 65 | 88 | 187 | 357 | 1 114 |
| 6 | 39 | 55 | 66 | 90 | 186 | 344 | 905 |
| 7 | 40 | 57 | 67 | 92 | 185 | 328 | 749 |
| 8 | 39 | 57 | 68 | 93 | 184 | 311 | 630 |
| 9 | 39 | 57 | 68 | 95 | 183 | 294 | 537 |
| 10 | 39 | 57 | 69 | 96 | 183 | 277 | 462 |
| 11 | 38 | 57 | 69 | 96 | 182 | 275 | 401 |
| 12 | 38 | 56 | 69 | 96 | 181 | 274 | 351 |
| 13 | 37 | 56 | 68 | 95 | 181 | 274 | 310 |
| 14 | 37 | 55 | 68 | 95 | 180 | 273 | 274 |
| 15 | 36 | 55 | 67 | 94 | 179 | 272 | 272 |
| 16 | 35 | 54 | 66 | 93 | 179 | 272 | 272 |
| 17 | 35 | 53 | 66 | 93 | 178 | 271 | 271 |
| 18 | 34 | 53 | 65 | 93 | 178 | 271 | 271 |
| 19 | 34 | 53 | 65 | 92 | 177 | 270 | 270 |
| 20 | 34 | 52 | 65 | 92 | 177 | 270 | 270 |
| 21 | 34 | 52 | 64 | 92 | 177 | 270 | 270 |
| 22 | 33 | 52 | 64 | 91 | 176 | 269 | 269 |
| 23 | 32 | 51 | 63 | 91 | 176 | 269 | 269 |
| 24 | 32 | 50 | 63 | 90 | 175 | 268 | 268 |
| 25 | 31 | 50 | 65 | 89 | 175 | 268 | 268 |
| 26 | 30 | 49 | 68 | 89 | 174 | 267 | 267 |
| 27 | 30 | 48 | 70 | 88 | 173 | 266 | 266 |
| 28 | 29 | 47 | 73 | 87 | 172 | 265 | 265 |
| 29 | 28 | 47 | 75 | 86 | 172 | 265 | 265 |
| 30 | 27 | 46 | 77 | 86 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

39

51

58

79

195

309

3 186

2

39

52

58

79

195

351

2 389

3

39

52

60

84

190

366

1 811

4

38

52

62

87

187

366

1 403

5

39

53

65

88

187

357

1 114

6

39

55

66

90

186

344

905

7

40

57

67

92

185

328

749

8

39

57

68

93

184

311

630

9

39

57

68

95

183

294

537

10

39

57

69

96

183

277

462

11

38

57

69

96

182

275

401

12

38

56

69

96

181

274

351

13

37

56

68

95

181

274

310

14

37

55

68

95

180

273

274

15

36

55

67

94

179

272

272

16

35

54

66

93

179

272

272

17

35

53

66

93

178

271

271

18

34

53

65

93

178

271

271

19

34

53

65

92

177

270

270

20

34

52

65

92

177

270

270

21

34

52

64

92

177

270

270

22

33

52

64

91

176

269

269

23

32

51

63

91

176

269

269

24

32

50

63

90

175

268

268

25

31

50

65

89

175

268

268

26

30

49

68

89

174

267

267

27

30

48

70

88

173

266

266

28

29

47

73

87

172

265

265

29

28

47

75

86

172

265

265

30

27

46

77

86

171

264

264

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 | 12 | 24 | 30 | 51 | 168 | 297 | 3 048 |
| 2 | 15 | 27 | 34 | 55 | 171 | 338 | 2 291 |
| 3 | 18 | 31 | 39 | 63 | 169 | 353 | 1 741 |
| 4 | 20 | 34 | 44 | 69 | 169 | 354 | 1 351 |
| 5 | 23 | 37 | 49 | 72 | 171 | 346 | 1 074 |
| 6 | 23 | 38 | 49 | 74 | 169 | 333 | 873 |
| 7 | 27 | 44 | 55 | 79 | 172 | 318 | 723 |
| 8 | 27 | 44 | 55 | 80 | 171 | 302 | 609 |
| 9 | 28 | 46 | 57 | 84 | 172 | 285 | 519 |
| 10 | 29 | 48 | 60 | 87 | 173 | 269 | 447 |
| 11 | 31 | 49 | 62 | 89 | 174 | 267 | 389 |
| 12 | 31 | 50 | 62 | 90 | 175 | 268 | 341 |
| 13 | 32 | 50 | 63 | 90 | 175 | 268 | 300 |
| 14 | 32 | 51 | 63 | 90 | 176 | 269 | 269 |
| 15 | 32 | 51 | 63 | 91 | 176 | 269 | 269 |
| 16 | 32 | 51 | 63 | 90 | 176 | 269 | 269 |
| 17 | 32 | 51 | 63 | 91 | 176 | 269 | 269 |
| 18 | 32 | 50 | 63 | 90 | 175 | 268 | 268 |
| 19 | 32 | 50 | 63 | 90 | 175 | 268 | 268 |
| 20 | 32 | 50 | 63 | 90 | 175 | 268 | 268 |
| 21 | 32 | 50 | 63 | 90 | 175 | 268 | 268 |
| 22 | 31 | 50 | 62 | 90 | 175 | 268 | 268 |
| 23 | 31 | 50 | 62 | 89 | 175 | 268 | 268 |
| 24 | 31 | 49 | 62 | 89 | 174 | 267 | 267 |
| 25 | 30 | 49 | 64 | 89 | 174 | 267 | 267 |
| 26 | 30 | 48 | 66 | 88 | 173 | 266 | 266 |
| 27 | 29 | 48 | 69 | 88 | 173 | 266 | 266 |
| 28 | 29 | 47 | 71 | 87 | 172 | 265 | 265 |
| 29 | 28 | 47 | 74 | 86 | 172 | 265 | 265 |
| 30 | 28 | 46 | 76 | 86 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

24

30

51

168

297

3 048

2

15

27

34

55

171

338

2 291

3

18

31

39

63

169

353

1 741

4

20

34

44

69

169

354

1 351

5

23

37

49

72

171

346

1 074

6

23

38

49

74

169

333

873

7

27

44

55

79

172

318

723

8

27

44

55

80

171

302

609

9

28

46

57

84

172

285

519

10

29

48

60

87

173

269

447

11

31

49

62

89

174

267

389

12

31

50

62

90

175

268

341

13

32

50

63

90

175

268

300

14

32

51

63

90

176

269

269

15

32

51

63

91

176

269

269

16

32

51

63

90

176

269

269

17

32

51

63

91

176

269

269

18

32

50

63

90

175

268

268

19

32

50

63

90

175

268

268

20

32

50

63

90

175

268

268

21

32

50

63

90

175

268

268

22

31

50

62

90

175

268

268

23

31

50

62

89

175

268

268

24

31

49

62

89

174

267

267

25

30

49

64

89

174

267

267

26

30

48

66

88

173

266

266

27

29

48

69

88

173

266

266

28

29

47

71

87

172

265

265

29

28

47

74

86

172

265

265

30

28

46

76

86

171

264

264

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 | 170 | 311 | 3 210 |
| 2 | 15 | 27 | 33 | 54 | 170 | 353 | 2 403 |
| 3 | 15 | 28 | 36 | 60 | 166 | 367 | 1 816 |
| 4 | 15 | 29 | 39 | 64 | 164 | 365 | 1 403 |
| 5 | 16 | 31 | 42 | 66 | 164 | 356 | 1 112 |
| 6 | 18 | 34 | 45 | 69 | 164 | 342 | 901 |
| 7 | 19 | 36 | 46 | 71 | 164 | 326 | 745 |
| 8 | 19 | 37 | 48 | 73 | 164 | 309 | 626 |
| 9 | 20 | 38 | 49 | 76 | 164 | 291 | 533 |
| 10 | 20 | 39 | 51 | 78 | 164 | 274 | 459 |
| 11 | 21 | 39 | 52 | 79 | 164 | 257 | 398 |
| 12 | 21 | 39 | 52 | 79 | 164 | 257 | 348 |
| 13 | 21 | 39 | 52 | 79 | 164 | 257 | 307 |
| 14 | 21 | 39 | 52 | 79 | 164 | 257 | 271 |
| 15 | 21 | 40 | 52 | 79 | 164 | 257 | 257 |
| 16 | 21 | 39 | 52 | 79 | 164 | 257 | 257 |
| 17 | 21 | 39 | 52 | 79 | 164 | 257 | 257 |
| 18 | 21 | 39 | 52 | 79 | 164 | 257 | 257 |
| 19 | 21 | 39 | 52 | 79 | 164 | 257 | 257 |
| 20 | 21 | 39 | 52 | 79 | 164 | 257 | 257 |
| 21 | 21 | 39 | 55 | 79 | 164 | 257 | 257 |
| 22 | 20 | 39 | 57 | 79 | 164 | 257 | 257 |
| 23 | 20 | 39 | 60 | 78 | 163 | 256 | 256 |
| 24 | 20 | 38 | 61 | 78 | 163 | 256 | 256 |
| 25 | 19 | 38 | 64 | 77 | 162 | 255 | 255 |
| 26 | 19 | 37 | 66 | 77 | 162 | 255 | 255 |
| 27 | 18 | 37 | 69 | 76 | 162 | 255 | 255 |
| 28 | 18 | 36 | 71 | 76 | 161 | 254 | 254 |
| 29 | 17 | 36 | 74 | 75 | 161 | 254 | 254 |
| 30 | 17 | 36 | 76 | 75 | 160 | 253 | 253 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

26

32

53

170

311

3 210

2

15

27

33

54

170

353

2 403

3

15

28

36

60

166

367

1 816

4

15

29

39

64

164

365

1 403

5

16

31

42

66

164

356

1 112

6

18

34

45

69

164

342

901

7

19

36

46

71

164

326

745

8

19

37

48

73

164

309

626

9

20

38

49

76

164

291

533

10

20

39

51

78

164

274

459

11

21

39

52

79

164

257

398

12

21

39

52

79

164

257

348

13

21

39

52

79

164

257

307

14

21

39

52

79

164

257

271

15

21

40

52

79

164

257

257

16

21

39

52

79

164

257

257

17

21

39

52

79

164

257

257

18

21

39

52

79

164

257

257

19

21

39

52

79

164

257

257

20

21

39

52

79

164

257

257

21

21

39

55

79

164

257

257

22

20

39

57

79

164

257

257

23

20

39

60

78

163

256

256

24

20

38

61

78

163

256

256

25

19

38

64

77

162

255

255

26

19

37

66

77

162

255

255

27

18

37

69

76

162

255

255

28

18

36

71

76

161

254

254

29

17

36

74

75

161

254

254

30

17

36

76

75

160

253

253

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 60 | 67 | 88 | 204 | 321 | 3 323 |
| 2 | 50 | 62 | 69 | 90 | 206 | 360 | 2 460 |
| 3 | 52 | 65 | 73 | 97 | 204 | 373 | 1 857 |
| 4 | 53 | 67 | 77 | 102 | 202 | 373 | 1 437 |
| 5 | 55 | 70 | 81 | 104 | 203 | 364 | 1 140 |
| 6 | 57 | 73 | 84 | 108 | 203 | 350 | 925 |
| 7 | 58 | 75 | 86 | 110 | 203 | 334 | 765 |
| 8 | 58 | 76 | 87 | 112 | 203 | 316 | 643 |
| 9 | 59 | 76 | 88 | 115 | 203 | 298 | 547 |
| 10 | 59 | 77 | 90 | 117 | 203 | 296 | 471 |
| 11 | 59 | 77 | 90 | 117 | 203 | 296 | 409 |
| 12 | 59 | 77 | 90 | 117 | 202 | 295 | 357 |
| 13 | 58 | 77 | 89 | 116 | 201 | 294 | 315 |
| 14 | 57 | 76 | 88 | 115 | 201 | 294 | 294 |
| 15 | 56 | 75 | 87 | 115 | 200 | 293 | 293 |
| 16 | 56 | 74 | 87 | 114 | 199 | 292 | 292 |
| 17 | 55 | 74 | 86 | 113 | 199 | 292 | 292 |
| 18 | 55 | 73 | 86 | 113 | 198 | 291 | 291 |
| 19 | 54 | 73 | 85 | 112 | 197 | 290 | 290 |
| 20 | 53 | 72 | 84 | 112 | 197 | 290 | 290 |
| 21 | 53 | 71 | 84 | 111 | 196 | 289 | 289 |
| 22 | 52 | 71 | 83 | 110 | 195 | 288 | 288 |
| 23 | 51 | 70 | 82 | 109 | 194 | 287 | 287 |
| 24 | 50 | 69 | 81 | 108 | 194 | 287 | 287 |
| 25 | 49 | 68 | 80 | 107 | 193 | 286 | 286 |
| 26 | 48 | 67 | 79 | 106 | 192 | 285 | 285 |
| 27 | 47 | 66 | 78 | 106 | 191 | 284 | 284 |
| 28 | 46 | 65 | 77 | 105 | 190 | 283 | 283 |
| 29 | 46 | 64 | 76 | 104 | 189 | 282 | 282 |
| 30 | 45 | 63 | 79 | 103 | 188 | 281 | 281 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

60

67

88

204

321

3 323

2

50

62

69

90

206

360

2 460

3

52

65

73

97

204

373

1 857

4

53

67

77

102

202

373

1 437

5

55

70

81

104

203

364

1 140

6

57

73

84

108

203

350

925

7

58

75

86

110

203

334

765

8

58

76

87

112

203

316

643

9

59

76

88

115

203

298

547

10

59

77

90

117

203

296

471

11

59

77

90

117

203

296

409

12

59

77

90

117

202

295

357

13

58

77

89

116

201

294

315

14

57

76

88

115

201

294

294

15

56

75

87

115

200

293

293

16

56

74

87

114

199

292

292

17

55

74

86

113

199

292

292

18

55

73

86

113

198

291

291

19

54

73

85

112

197

290

290

20

53

72

84

112

197

290

290

21

53

71

84

111

196

289

289

22

52

71

83

110

195

288

288

23

51

70

82

109

194

287

287

24

50

69

81

108

194

287

287

25

49

68

80

107

193

286

286

26

48

67

79

106

192

285

285

27

47

66

78

106

191

284

284

28

46

65

77

105

190

283

283

29

46

64

76

104

189

282

282

30

45

63

79

103

188

281

281

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 | 79 | 91 | 98 | 119 | 235 | 332 | 3 447 |
| 2 | 84 | 96 | 103 | 124 | 240 | 378 | 2 592 |
| 3 | 85 | 98 | 107 | 130 | 237 | 395 | 1 969 |
| 4 | 86 | 100 | 110 | 134 | 235 | 396 | 1 527 |
| 5 | 89 | 104 | 115 | 138 | 237 | 387 | 1 213 |
| 6 | 91 | 107 | 118 | 143 | 238 | 373 | 986 |
| 7 | 94 | 110 | 121 | 145 | 239 | 356 | 816 |
| 8 | 95 | 112 | 123 | 149 | 240 | 338 | 686 |
| 9 | 96 | 114 | 126 | 152 | 241 | 334 | 584 |
| 10 | 97 | 115 | 128 | 155 | 241 | 334 | 503 |
| 11 | 97 | 116 | 128 | 155 | 241 | 334 | 437 |
| 12 | 96 | 115 | 127 | 155 | 240 | 333 | 382 |
| 13 | 95 | 114 | 126 | 153 | 239 | 332 | 336 |
| 14 | 94 | 113 | 125 | 152 | 237 | 330 | 330 |
| 15 | 93 | 111 | 124 | 151 | 236 | 329 | 329 |
| 16 | 91 | 110 | 122 | 149 | 235 | 328 | 328 |
| 17 | 90 | 108 | 121 | 148 | 233 | 326 | 326 |
| 18 | 89 | 107 | 119 | 147 | 232 | 325 | 325 |
| 19 | 87 | 106 | 118 | 145 | 231 | 324 | 324 |
| 20 | 86 | 104 | 117 | 144 | 229 | 322 | 322 |
| 21 | 84 | 103 | 115 | 142 | 228 | 321 | 321 |
| 22 | 83 | 101 | 114 | 141 | 226 | 319 | 319 |
| 23 | 81 | 100 | 112 | 139 | 224 | 317 | 317 |
| 24 | 79 | 98 | 110 | 137 | 223 | 316 | 316 |
| 25 | 78 | 96 | 108 | 136 | 221 | 314 | 314 |
| 26 | 76 | 94 | 107 | 134 | 219 | 312 | 312 |
| 27 | 74 | 93 | 105 | 132 | 218 | 311 | 311 |
| 28 | 72 | 91 | 103 | 131 | 216 | 309 | 309 |
| 29 | 71 | 89 | 102 | 129 | 214 | 307 | 307 |
| 30 | 69 | 88 | 100 | 127 | 213 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

79

91

98

119

235

332

3 447

2

84

96

103

124

240

378

2 592

3

85

98

107

130

237

395

1 969

4

86

100

110

134

235

396

1 527

5

89

104

115

138

237

387

1 213

6

91

107

118

143

238

373

986

7

94

110

121

145

239

356

816

8

95

112

123

149

240

338

686

9

96

114

126

152

241

334

584

10

97

115

128

155

241

334

503

11

97

116

128

155

241

334

437

12

96

115

127

155

240

333

382

13

95

114

126

153

239

332

336

14

94

113

125

152

237

330

330

15

93

111

124

151

236

329

329

16

91

110

122

149

235

328

328

17

90

108

121

148

233

326

326

18

89

107

119

147

232

325

325

19

87

106

118

145

231

324

324

20

86

104

117

144

229

322

322

21

84

103

115

142

228

321

321

22

83

101

114

141

226

319

319

23

81

100

112

139

224

317

317

24

79

98

110

137

223

316

316

25

78

96

108

136

221

314

314

26

76

94

107

134

219

312

312

27

74

93

105

132

218

311

311

28

72

91

103

131

216

309

309

29

71

89

102

129

214

307

307

30

69

88

100

127

213

306

306

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 20 | 26 | 47 | 163 | 309 | 3 190 |
| 2 | 10 | 22 | 29 | 50 | 166 | 351 | 2 388 |
| 3 | 12 | 25 | 33 | 57 | 163 | 365 | 1 808 |
| 4 | 14 | 27 | 37 | 62 | 162 | 365 | 1 401 |
| 5 | 16 | 30 | 42 | 65 | 163 | 356 | 1 111 |
| 6 | 17 | 33 | 44 | 69 | 164 | 343 | 902 |
| 7 | 19 | 36 | 46 | 71 | 164 | 327 | 746 |
| 8 | 19 | 37 | 48 | 73 | 164 | 309 | 627 |
| 9 | 20 | 38 | 49 | 76 | 164 | 292 | 534 |
| 10 | 20 | 38 | 51 | 78 | 164 | 275 | 459 |
| 11 | 20 | 39 | 51 | 78 | 164 | 258 | 399 |
| 12 | 20 | 39 | 51 | 78 | 163 | 256 | 349 |
| 13 | 20 | 38 | 50 | 78 | 163 | 256 | 307 |
| 14 | 19 | 37 | 50 | 77 | 162 | 255 | 272 |
| 15 | 18 | 37 | 49 | 77 | 162 | 255 | 255 |
| 16 | 18 | 36 | 49 | 76 | 161 | 254 | 254 |
| 17 | 17 | 36 | 48 | 76 | 161 | 254 | 254 |
| 18 | 17 | 36 | 48 | 75 | 161 | 254 | 254 |
| 19 | 17 | 36 | 50 | 75 | 161 | 254 | 254 |
| 20 | 17 | 36 | 52 | 76 | 161 | 254 | 254 |
| 21 | 17 | 36 | 55 | 76 | 161 | 254 | 254 |
| 22 | 17 | 36 | 57 | 76 | 161 | 254 | 254 |
| 23 | 17 | 36 | 60 | 76 | 161 | 254 | 254 |
| 24 | 17 | 36 | 63 | 75 | 161 | 254 | 254 |
| 25 | 17 | 36 | 65 | 75 | 161 | 254 | 254 |
| 26 | 17 | 35 | 68 | 75 | 160 | 253 | 253 |
| 27 | 17 | 35 | 70 | 75 | 160 | 253 | 253 |
| 28 | 16 | 35 | 73 | 75 | 160 | 253 | 253 |
| 29 | 16 | 35 | 75 | 74 | 160 | 253 | 253 |
| 30 | 16 | 35 | 77 | 75 | 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

8

20

26

47

163

309

3 190

2

10

22

29

50

166

351

2 388

3

12

25

33

57

163

365

1 808

4

14

27

37

62

162

365

1 401

5

16

30

42

65

163

356

1 111

6

17

33

44

69

164

343

902

7

19

36

46

71

164

327

746

8

19

37

48

73

164

309

627

9

20

38

49

76

164

292

534

10

20

38

51

78

164

275

459

11

20

39

51

78

164

258

399

12

20

39

51

78

163

256

349

13

20

38

50

78

163

256

307

14

19

37

50

77

162

255

272

15

18

37

49

77

162

255

255

16

18

36

49

76

161

254

254

17

17

36

48

76

161

254

254

18

17

36

48

75

161

254

254

19

17

36

50

75

161

254

254

20

17

36

52

76

161

254

254

21

17

36

55

76

161

254

254

22

17

36

57

76

161

254

254

23

17

36

60

76

161

254

254

24

17

36

63

75

161

254

254

25

17

36

65

75

161

254

254

26

17

35

68

75

160

253

253

27

17

35

70

75

160

253

253

28

16

35

73

75

160

253

253

29

16

35

75

74

160

253

253

30

16

35

77

75

159

252

252

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 | 89 | 101 | 108 | 129 | 245 | 340 | 3 295 |
| 2 | 91 | 103 | 109 | 130 | 246 | 363 | 2 480 |
| 3 | 91 | 104 | 112 | 136 | 242 | 380 | 1 885 |
| 4 | 91 | 105 | 115 | 140 | 240 | 381 | 1 464 |
| 5 | 92 | 107 | 119 | 142 | 240 | 372 | 1 163 |
| 6 | 94 | 109 | 121 | 145 | 240 | 359 | 944 |
| 7 | 95 | 112 | 122 | 147 | 240 | 342 | 782 |
| 8 | 95 | 112 | 123 | 149 | 240 | 333 | 657 |
| 9 | 95 | 113 | 124 | 151 | 239 | 332 | 560 |
| 10 | 94 | 112 | 124 | 151 | 238 | 331 | 482 |
| 11 | 93 | 111 | 123 | 151 | 236 | 329 | 418 |
| 12 | 91 | 110 | 122 | 149 | 235 | 328 | 366 |
| 13 | 89 | 108 | 120 | 148 | 233 | 326 | 326 |
| 14 | 88 | 106 | 119 | 146 | 231 | 324 | 324 |
| 15 | 86 | 105 | 117 | 144 | 229 | 322 | 322 |
| 16 | 84 | 103 | 115 | 142 | 228 | 321 | 321 |
| 17 | 83 | 101 | 114 | 141 | 226 | 319 | 319 |
| 18 | 81 | 100 | 112 | 140 | 225 | 318 | 318 |
| 19 | 80 | 99 | 111 | 138 | 224 | 317 | 317 |
| 20 | 79 | 98 | 110 | 137 | 223 | 316 | 316 |
| 21 | 78 | 97 | 109 | 136 | 222 | 315 | 315 |
| 22 | 77 | 96 | 108 | 135 | 220 | 313 | 313 |
| 23 | 76 | 94 | 107 | 134 | 219 | 312 | 312 |
| 24 | 75 | 93 | 105 | 133 | 218 | 311 | 311 |
| 25 | 73 | 92 | 104 | 131 | 217 | 310 | 310 |
| 26 | 72 | 91 | 103 | 130 | 216 | 309 | 309 |
| 27 | 71 | 89 | 102 | 129 | 214 | 307 | 307 |
| 28 | 70 | 88 | 101 | 128 | 213 | 306 | 306 |
| 29 | 69 | 87 | 100 | 127 | 212 | 305 | 305 |
| 30 | 67 | 86 | 98 | 126 | 211 | 304 | 304 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

89

101

108

129

245

340

3 295

2

91

103

109

130

246

363

2 480

3

91

104

112

136

242

380

1 885

4

91

105

115

140

240

381

1 464

5

92

107

119

142

240

372

1 163

6

94

109

121

145

240

359

944

7

95

112

122

147

240

342

782

8

95

112

123

149

240

333

657

9

95

113

124

151

239

332

560

10

94

112

124

151

238

331

482

11

93

111

123

151

236

329

418

12

91

110

122

149

235

328

366

13

89

108

120

148

233

326

326

14

88

106

119

146

231

324

324

15

86

105

117

144

229

322

322

16

84

103

115

142

228

321

321

17

83

101

114

141

226

319

319

18

81

100

112

140

225

318

318

19

80

99

111

138

224

317

317

20

79

98

110

137

223

316

316

21

78

97

109

136

222

315

315

22

77

96

108

135

220

313

313

23

76

94

107

134

219

312

312

24

75

93

105

133

218

311

311

25

73

92

104

131

217

310

310

26

72

91

103

130

216

309

309

27

71

89

102

129

214

307

307

28

70

88

101

128

213

306

306

29

69

87

100

127

212

305

305

30

67

86

98

126

211

304

304

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 | 302 | 314 | 320 | 341 | 457 | 552 | 3 530 |
| 2 | 83 | 95 | 102 | 123 | 239 | 380 | 2 614 |
| 3 | 85 | 98 | 106 | 130 | 236 | 393 | 1 967 |
| 4 | 87 | 101 | 111 | 135 | 236 | 391 | 1 518 |
| 5 | 89 | 103 | 115 | 138 | 237 | 381 | 1 202 |
| 6 | 91 | 107 | 118 | 142 | 237 | 367 | 974 |
| 7 | 93 | 109 | 120 | 144 | 238 | 349 | 805 |
| 8 | 94 | 111 | 122 | 147 | 238 | 331 | 676 |
| 9 | 94 | 112 | 124 | 150 | 238 | 331 | 575 |
| 10 | 94 | 113 | 125 | 152 | 238 | 331 | 495 |
| 11 | 95 | 113 | 125 | 153 | 238 | 331 | 429 |
| 12 | 95 | 113 | 126 | 153 | 238 | 331 | 375 |
| 13 | 95 | 114 | 126 | 153 | 239 | 332 | 332 |
| 14 | 96 | 114 | 126 | 154 | 239 | 332 | 332 |
| 15 | 96 | 115 | 127 | 154 | 240 | 333 | 333 |
| 16 | 97 | 116 | 128 | 155 | 240 | 333 | 333 |
| 17 | 98 | 116 | 129 | 156 | 241 | 334 | 334 |
| 18 | 99 | 117 | 130 | 157 | 242 | 335 | 335 |
| 19 | 99 | 118 | 130 | 158 | 243 | 336 | 336 |
| 20 | 100 | 118 | 131 | 158 | 243 | 336 | 336 |
| 21 | 100 | 118 | 131 | 158 | 243 | 336 | 336 |
| 22 | 99 | 118 | 130 | 158 | 243 | 336 | 336 |
| 23 | 99 | 117 | 130 | 157 | 242 | 335 | 335 |
| 24 | 98 | 116 | 129 | 156 | 241 | 334 | 334 |
| 25 | 96 | 115 | 127 | 155 | 240 | 333 | 333 |
| 26 | 95 | 114 | 126 | 153 | 239 | 332 | 332 |
| 27 | 94 | 112 | 125 | 152 | 237 | 330 | 330 |
| 28 | 92 | 111 | 123 | 151 | 236 | 329 | 329 |
| 29 | 91 | 109 | 122 | 149 | 234 | 327 | 327 |
| 30 | 89 | 108 | 120 | 148 | 233 | 326 | 326 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

302

314

320

341

457

552

3 530

2

83

95

102

123

239

380

2 614

3

85

98

106

130

236

393

1 967

4

87

101

111

135

236

391

1 518

5

89

103

115

138

237

381

1 202

6

91

107

118

142

237

367

974

7

93

109

120

144

238

349

805

8

94

111

122

147

238

331

676

9

94

112

124

150

238

331

575

10

94

113

125

152

238

331

495

11

95

113

125

153

238

331

429

12

95

113

126

153

238

331

375

13

95

114

126

153

239

332

332

14

96

114

126

154

239

332

332

15

96

115

127

154

240

333

333

16

97

116

128

155

240

333

333

17

98

116

129

156

241

334

334

18

99

117

130

157

242

335

335

19

99

118

130

158

243

336

336

20

100

118

131

158

243

336

336

21

100

118

131

158

243

336

336

22

99

118

130

158

243

336

336

23

99

117

130

157

242

335

335

24

98

116

129

156

241

334

334

25

96

115

127

155

240

333

333

26

95

114

126

153

239

332

332

27

94

112

125

152

237

330

330

28

92

111

123

151

236

329

329

29

91

109

122

149

234

327

327

30

89

108

120

148

233

326

326

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 | 6 | 12 | 33 | 150 | 292 | 2 996 |
| 2 | 0 | 6 | 12 | 33 | 150 | 332 | 2 248 |
| 3 | 1 | 6 | 14 | 38 | 144 | 347 | 1 708 |
| 4 | 1 | 6 | 16 | 41 | 142 | 348 | 1 325 |
| 5 | 1 | 8 | 19 | 42 | 141 | 340 | 1 054 |
| 6 | 2 | 9 | 20 | 45 | 140 | 327 | 856 |
| 7 | 2 | 11 | 22 | 46 | 139 | 312 | 709 |
| 8 | 2 | 11 | 22 | 48 | 139 | 296 | 596 |
| 9 | 4 | 11 | 24 | 49 | 138 | 279 | 508 |
| 10 | 4 | 12 | 27 | 51 | 137 | 263 | 438 |
| 11 | 4 | 12 | 29 | 52 | 137 | 247 | 380 |
| 12 | 4 | 12 | 31 | 52 | 137 | 232 | 333 |
| 13 | 5 | 12 | 34 | 52 | 137 | 230 | 294 |
| 14 | 5 | 13 | 37 | 52 | 137 | 230 | 260 |
| 15 | 6 | 13 | 38 | 53 | 138 | 231 | 232 |
| 16 | 6 | 13 | 41 | 53 | 138 | 231 | 231 |
| 17 | 6 | 15 | 44 | 53 | 139 | 232 | 232 |
| 18 | 6 | 15 | 45 | 54 | 139 | 232 | 232 |
| 19 | 7 | 16 | 48 | 55 | 140 | 233 | 233 |
| 20 | 7 | 17 | 51 | 56 | 141 | 234 | 234 |
| 21 | 8 | 18 | 53 | 56 | 142 | 235 | 235 |
| 22 | 9 | 18 | 55 | 58 | 142 | 235 | 235 |
| 23 | 9 | 20 | 58 | 60 | 143 | 236 | 236 |
| 24 | 9 | 20 | 60 | 61 | 143 | 236 | 236 |
| 25 | 10 | 22 | 63 | 63 | 144 | 237 | 237 |
| 26 | 10 | 22 | 65 | 65 | 144 | 237 | 237 |
| 27 | 10 | 23 | 68 | 67 | 144 | 237 | 237 |
| 28 | 11 | 24 | 70 | 69 | 145 | 238 | 238 |
| 29 | 11 | 25 | 72 | 71 | 145 | 238 | 238 |
| 30 | 12 | 26 | 75 | 73 | 145 | 238 | 238 |

Duration (in years)

Credit quality step 0

Credit 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

6

12

33

150

292

2 996

2

0

6

12

33

150

332

2 248

3

1

6

14

38

144

347

1 708

4

1

6

16

41

142

348

1 325

5

1

8

19

42

141

340

1 054

6

2

9

20

45

140

327

856

7

2

11

22

46

139

312

709

8

2

11

22

48

139

296

596

9

4

11

24

49

138

279

508

10

4

12

27

51

137

263

438

11

4

12

29

52

137

247

380

12

4

12

31

52

137

232

333

13

5

12

34

52

137

230

294

14

5

13

37

52

137

230

260

15

6

13

38

53

138

231

232

16

6

13

41

53

138

231

231

17

6

15

44

53

139

232

232

18

6

15

45

54

139

232

232

19

7

16

48

55

140

233

233

20

7

17

51

56

141

234

234

21

8

18

53

56

142

235

235

22

9

18

55

58

142

235

235

23

9

20

58

60

143

236

236

24

9

20

60

61

143

236

236

25

10

22

63

63

144

237

237

26

10

22

65

65

144

237

237

27

10

23

68

67

144

237

237

28

11

24

70

69

145

238

238

29

11

25

72

71

145

238

238

30

12

26

75

73

145

238

238

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 | 46 | 58 | 65 | 85 | 202 | 314 | 3 240 |
| 2 | 47 | 59 | 65 | 86 | 203 | 355 | 2 423 |
| 3 | 46 | 59 | 67 | 91 | 198 | 370 | 1 832 |
| 4 | 46 | 59 | 70 | 94 | 195 | 369 | 1 417 |
| 5 | 46 | 61 | 72 | 95 | 194 | 360 | 1 124 |
| 6 | 47 | 63 | 74 | 98 | 193 | 346 | 912 |
| 7 | 47 | 64 | 74 | 99 | 192 | 330 | 754 |
| 8 | 47 | 64 | 75 | 101 | 192 | 312 | 634 |
| 9 | 47 | 65 | 76 | 103 | 191 | 295 | 539 |
| 10 | 46 | 64 | 77 | 104 | 190 | 283 | 464 |
| 11 | 45 | 63 | 76 | 103 | 189 | 282 | 403 |
| 12 | 44 | 62 | 75 | 102 | 187 | 280 | 353 |
| 13 | 43 | 61 | 74 | 101 | 186 | 279 | 311 |
| 14 | 41 | 60 | 72 | 99 | 185 | 278 | 278 |
| 15 | 40 | 59 | 71 | 98 | 184 | 277 | 277 |
| 16 | 39 | 57 | 70 | 97 | 182 | 275 | 275 |
| 17 | 38 | 57 | 69 | 96 | 181 | 274 | 274 |
| 18 | 37 | 56 | 68 | 95 | 181 | 274 | 274 |
| 19 | 36 | 55 | 67 | 95 | 180 | 273 | 273 |
| 20 | 36 | 55 | 67 | 94 | 179 | 272 | 272 |
| 21 | 35 | 54 | 66 | 94 | 179 | 272 | 272 |
| 22 | 35 | 53 | 66 | 93 | 178 | 271 | 271 |
| 23 | 34 | 53 | 65 | 92 | 178 | 271 | 271 |
| 24 | 34 | 52 | 65 | 92 | 177 | 270 | 270 |
| 25 | 33 | 51 | 65 | 91 | 176 | 269 | 269 |
| 26 | 32 | 51 | 68 | 90 | 176 | 269 | 269 |
| 27 | 32 | 50 | 70 | 90 | 175 | 268 | 268 |
| 28 | 31 | 49 | 73 | 89 | 174 | 267 | 267 |
| 29 | 30 | 49 | 75 | 88 | 174 | 267 | 267 |
| 30 | 30 | 48 | 77 | 88 | 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

46

58

65

85

202

314

3 240

2

47

59

65

86

203

355

2 423

3

46

59

67

91

198

370

1 832

4

46

59

70

94

195

369

1 417

5

46

61

72

95

194

360

1 124

6

47

63

74

98

193

346

912

7

47

64

74

99

192

330

754

8

47

64

75

101

192

312

634

9

47

65

76

103

191

295

539

10

46

64

77

104

190

283

464

11

45

63

76

103

189

282

403

12

44

62

75

102

187

280

353

13

43

61

74

101

186

279

311

14

41

60

72

99

185

278

278

15

40

59

71

98

184

277

277

16

39

57

70

97

182

275

275

17

38

57

69

96

181

274

274

18

37

56

68

95

181

274

274

19

36

55

67

95

180

273

273

20

36

55

67

94

179

272

272

21

35

54

66

94

179

272

272

22

35

53

66

93

178

271

271

23

34

53

65

92

178

271

271

24

34

52

65

92

177

270

270

25

33

51

65

91

176

269

269

26

32

51

68

90

176

269

269

27

32

50

70

90

175

268

268

28

31

49

73

89

174

267

267

29

30

49

75

88

174

267

267

30

30

48

77

88

173

266

266

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 | 109 | 121 | 127 | 148 | 265 | 359 | 3 394 |
| 2 | 110 | 122 | 129 | 150 | 266 | 372 | 2 547 |
| 3 | 112 | 125 | 133 | 156 | 263 | 389 | 1 934 |
| 4 | 113 | 127 | 137 | 161 | 262 | 390 | 1 502 |
| 5 | 115 | 130 | 141 | 165 | 263 | 382 | 1 196 |
| 6 | 117 | 133 | 144 | 168 | 263 | 369 | 973 |
| 7 | 119 | 136 | 146 | 170 | 264 | 357 | 807 |
| 8 | 119 | 136 | 147 | 173 | 264 | 357 | 680 |
| 9 | 119 | 137 | 149 | 175 | 263 | 356 | 581 |
| 10 | 119 | 137 | 150 | 177 | 263 | 356 | 501 |
| 11 | 119 | 137 | 150 | 177 | 262 | 355 | 436 |
| 12 | 118 | 136 | 149 | 176 | 261 | 354 | 382 |
| 13 | 116 | 135 | 147 | 174 | 260 | 353 | 353 |
| 14 | 115 | 133 | 146 | 173 | 258 | 351 | 351 |
| 15 | 113 | 131 | 144 | 171 | 256 | 349 | 349 |
| 16 | 111 | 129 | 142 | 169 | 254 | 347 | 347 |
| 17 | 109 | 128 | 140 | 167 | 252 | 345 | 345 |
| 18 | 107 | 126 | 138 | 165 | 250 | 343 | 343 |
| 19 | 105 | 124 | 136 | 163 | 249 | 342 | 342 |
| 20 | 104 | 122 | 135 | 162 | 247 | 340 | 340 |
| 21 | 102 | 120 | 133 | 160 | 245 | 338 | 338 |
| 22 | 100 | 119 | 131 | 158 | 244 | 337 | 337 |
| 23 | 98 | 117 | 129 | 156 | 242 | 335 | 335 |
| 24 | 96 | 115 | 127 | 155 | 240 | 333 | 333 |
| 25 | 94 | 113 | 125 | 153 | 238 | 331 | 331 |
| 26 | 93 | 111 | 124 | 151 | 236 | 329 | 329 |
| 27 | 91 | 109 | 122 | 149 | 234 | 327 | 327 |
| 28 | 89 | 108 | 120 | 147 | 232 | 325 | 325 |
| 29 | 87 | 106 | 118 | 146 | 231 | 324 | 324 |
| 30 | 86 | 104 | 117 | 144 | 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

109

121

127

148

265

359

3 394

2

110

122

129

150

266

372

2 547

3

112

125

133

156

263

389

1 934

4

113

127

137

161

262

390

1 502

5

115

130

141

165

263

382

1 196

6

117

133

144

168

263

369

973

7

119

136

146

170

264

357

807

8

119

136

147

173

264

357

680

9

119

137

149

175

263

356

581

10

119

137

150

177

263

356

501

11

119

137

150

177

262

355

436

12

118

136

149

176

261

354

382

13

116

135

147

174

260

353

353

14

115

133

146

173

258

351

351

15

113

131

144

171

256

349

349

16

111

129

142

169

254

347

347

17

109

128

140

167

252

345

345

18

107

126

138

165

250

343

343

19

105

124

136

163

249

342

342

20

104

122

135

162

247

340

340

21

102

120

133

160

245

338

338

22

100

119

131

158

244

337

337

23

98

117

129

156

242

335

335

24

96

115

127

155

240

333

333

25

94

113

125

153

238

331

331

26

93

111

124

151

236

329

329

27

91

109

122

149

234

327

327

28

89

108

120

147

232

325

325

29

87

106

118

146

231

324

324

30

86

104

117

144

229

322

322

3.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 162 | 174 | 181 | 202 | 318 | 413 | 3 526 |
| 2 | 171 | 183 | 189 | 210 | 327 | 421 | 2 621 |
| 3 | 175 | 188 | 196 | 220 | 326 | 421 | 1 986 |
| 4 | 177 | 191 | 201 | 225 | 326 | 419 | 1 541 |
| 5 | 178 | 193 | 204 | 228 | 326 | 419 | 1 225 |
| 6 | 179 | 195 | 206 | 230 | 325 | 418 | 996 |
| 7 | 180 | 196 | 207 | 231 | 325 | 418 | 824 |
| 8 | 179 | 196 | 207 | 233 | 323 | 416 | 693 |
| 9 | 178 | 196 | 208 | 234 | 322 | 415 | 591 |
| 10 | 178 | 196 | 208 | 235 | 321 | 414 | 509 |
| 11 | 176 | 195 | 207 | 234 | 320 | 413 | 442 |
| 12 | 174 | 193 | 205 | 232 | 318 | 411 | 411 |
| 13 | 172 | 190 | 203 | 230 | 315 | 408 | 408 |
| 14 | 169 | 187 | 200 | 227 | 312 | 405 | 405 |
| 15 | 166 | 184 | 197 | 224 | 309 | 402 | 402 |
| 16 | 163 | 182 | 194 | 221 | 306 | 399 | 399 |
| 17 | 160 | 179 | 191 | 218 | 303 | 396 | 396 |
| 18 | 157 | 176 | 188 | 215 | 301 | 394 | 394 |
| 19 | 154 | 173 | 185 | 212 | 298 | 391 | 391 |
| 20 | 151 | 170 | 182 | 210 | 295 | 388 | 388 |
| 21 | 148 | 167 | 179 | 207 | 292 | 385 | 385 |
| 22 | 145 | 164 | 176 | 204 | 289 | 382 | 382 |
| 23 | 142 | 161 | 173 | 200 | 286 | 379 | 379 |
| 24 | 139 | 158 | 170 | 197 | 283 | 376 | 376 |
| 25 | 136 | 155 | 167 | 194 | 280 | 373 | 373 |
| 26 | 133 | 152 | 164 | 191 | 277 | 370 | 370 |
| 27 | 130 | 149 | 161 | 188 | 274 | 367 | 367 |
| 28 | 127 | 146 | 158 | 186 | 271 | 364 | 364 |
| 29 | 125 | 143 | 156 | 183 | 268 | 361 | 361 |
| 30 | 122 | 141 | 153 | 180 | 265 | 358 | 358 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

162

174

181

202

318

413

3 526

2

171

183

189

210

327

421

2 621

3

175

188

196

220

326

421

1 986

4

177

191

201

225

326

419

1 541

5

178

193

204

228

326

419

1 225

6

179

195

206

230

325

418

996

7

180

196

207

231

325

418

824

8

179

196

207

233

323

416

693

9

178

196

208

234

322

415

591

10

178

196

208

235

321

414

509

11

176

195

207

234

320

413

442

12

174

193

205

232

318

411

411

13

172

190

203

230

315

408

408

14

169

187

200

227

312

405

405

15

166

184

197

224

309

402

402

16

163

182

194

221

306

399

399

17

160

179

191

218

303

396

396

18

157

176

188

215

301

394

394

19

154

173

185

212

298

391

391

20

151

170

182

210

295

388

388

21

148

167

179

207

292

385

385

22

145

164

176

204

289

382

382

23

142

161

173

200

286

379

379

24

139

158

170

197

283

376

376

25

136

155

167

194

280

373

373

26

133

152

164

191

277

370

370

27

130

149

161

188

274

367

367

28

127

146

158

186

271

364

364

29

125

143

156

183

268

361

361

30

122

141

153

180

265

358

358

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 | 26 | 39 | 45 | 66 | 182 | 297 | 3 046 |
| 2 | 27 | 39 | 46 | 67 | 183 | 338 | 2 289 |
| 3 | 27 | 40 | 49 | 72 | 179 | 353 | 1 740 |
| 4 | 27 | 41 | 51 | 76 | 176 | 354 | 1 352 |
| 5 | 28 | 43 | 54 | 78 | 176 | 347 | 1 076 |
| 6 | 29 | 45 | 56 | 80 | 175 | 334 | 875 |
| 7 | 30 | 47 | 57 | 81 | 175 | 319 | 725 |
| 8 | 29 | 46 | 57 | 83 | 174 | 303 | 610 |
| 9 | 29 | 47 | 58 | 85 | 173 | 286 | 520 |
| 10 | 28 | 47 | 59 | 86 | 172 | 269 | 448 |
| 11 | 28 | 47 | 59 | 86 | 172 | 265 | 389 |
| 12 | 28 | 46 | 59 | 86 | 171 | 264 | 341 |
| 13 | 27 | 46 | 58 | 85 | 171 | 264 | 301 |
| 14 | 27 | 46 | 58 | 85 | 170 | 263 | 267 |
| 15 | 27 | 45 | 58 | 85 | 170 | 263 | 263 |
| 16 | 27 | 45 | 58 | 85 | 170 | 263 | 263 |
| 17 | 27 | 45 | 58 | 85 | 170 | 263 | 263 |
| 18 | 27 | 45 | 58 | 85 | 170 | 263 | 263 |
| 19 | 27 | 46 | 58 | 85 | 170 | 263 | 263 |
| 20 | 27 | 46 | 58 | 85 | 171 | 264 | 264 |
| 21 | 27 | 46 | 58 | 85 | 171 | 264 | 264 |
| 22 | 27 | 46 | 58 | 85 | 171 | 264 | 264 |
| 23 | 27 | 46 | 59 | 85 | 170 | 263 | 263 |
| 24 | 27 | 45 | 61 | 85 | 170 | 263 | 263 |
| 25 | 26 | 45 | 64 | 85 | 170 | 263 | 263 |
| 26 | 26 | 45 | 66 | 84 | 170 | 263 | 263 |
| 27 | 26 | 44 | 69 | 84 | 169 | 262 | 262 |
| 28 | 25 | 44 | 71 | 84 | 169 | 262 | 262 |
| 29 | 25 | 44 | 74 | 83 | 169 | 262 | 262 |
| 30 | 25 | 43 | 76 | 83 | 168 | 261 | 261 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

39

45

66

182

297

3 046

2

27

39

46

67

183

338

2 289

3

27

40

49

72

179

353

1 740

4

27

41

51

76

176

354

1 352

5

28

43

54

78

176

347

1 076

6

29

45

56

80

175

334

875

7

30

47

57

81

175

319

725

8

29

46

57

83

174

303

610

9

29

47

58

85

173

286

520

10

28

47

59

86

172

269

448

11

28

47

59

86

172

265

389

12

28

46

59

86

171

264

341

13

27

46

58

85

171

264

301

14

27

46

58

85

170

263

267

15

27

45

58

85

170

263

263

16

27

45

58

85

170

263

263

17

27

45

58

85

170

263

263

18

27

45

58

85

170

263

263

19

27

46

58

85

170

263

263

20

27

46

58

85

171

264

264

21

27

46

58

85

171

264

264

22

27

46

58

85

171

264

264

23

27

46

59

85

170

263

263

24

27

45

61

85

170

263

263

25

26

45

64

85

170

263

263

26

26

45

66

84

170

263

263

27

26

44

69

84

169

262

262

28

25

44

71

84

169

262

262

29

25

44

74

83

169

262

262

30

25

43

76

83

168

261

261

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 | 24 | 36 | 43 | 64 | 180 | 302 | 3 111 |
| 2 | 26 | 38 | 45 | 66 | 182 | 344 | 2 338 |
| 3 | 28 | 40 | 49 | 72 | 179 | 360 | 1 778 |
| 4 | 29 | 43 | 53 | 77 | 178 | 361 | 1 381 |
| 5 | 31 | 46 | 57 | 80 | 179 | 353 | 1 098 |
| 6 | 33 | 48 | 59 | 84 | 179 | 340 | 893 |
| 7 | 35 | 51 | 62 | 86 | 180 | 325 | 739 |
| 8 | 35 | 52 | 63 | 89 | 180 | 308 | 622 |
| 9 | 35 | 53 | 65 | 92 | 180 | 291 | 530 |
| 10 | 36 | 55 | 67 | 94 | 180 | 274 | 457 |
| 11 | 37 | 55 | 68 | 95 | 181 | 274 | 397 |
| 12 | 37 | 56 | 68 | 96 | 181 | 274 | 348 |
| 13 | 37 | 56 | 68 | 96 | 181 | 274 | 306 |
| 14 | 37 | 56 | 68 | 96 | 181 | 274 | 274 |
| 15 | 37 | 56 | 68 | 95 | 181 | 274 | 274 |
| 16 | 37 | 56 | 68 | 95 | 181 | 274 | 274 |
| 17 | 37 | 56 | 68 | 95 | 181 | 274 | 274 |
| 18 | 37 | 56 | 68 | 96 | 181 | 274 | 274 |
| 19 | 38 | 56 | 69 | 96 | 181 | 274 | 274 |
| 20 | 38 | 56 | 69 | 96 | 181 | 274 | 274 |
| 21 | 38 | 57 | 69 | 96 | 181 | 274 | 274 |
| 22 | 38 | 56 | 69 | 96 | 181 | 274 | 274 |
| 23 | 38 | 56 | 69 | 96 | 181 | 274 | 274 |
| 24 | 37 | 56 | 68 | 95 | 181 | 274 | 274 |
| 25 | 37 | 55 | 68 | 95 | 180 | 273 | 273 |
| 26 | 36 | 55 | 68 | 94 | 180 | 273 | 273 |
| 27 | 36 | 54 | 70 | 94 | 179 | 272 | 272 |
| 28 | 35 | 54 | 73 | 93 | 179 | 272 | 272 |
| 29 | 34 | 53 | 75 | 93 | 178 | 271 | 271 |
| 30 | 34 | 52 | 77 | 92 | 177 | 270 | 270 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

24

36

43

64

180

302

3 111

2

26

38

45

66

182

344

2 338

3

28

40

49

72

179

360

1 778

4

29

43

53

77

178

361

1 381

5

31

46

57

80

179

353

1 098

6

33

48

59

84

179

340

893

7

35

51

62

86

180

325

739

8

35

52

63

89

180

308

622

9

35

53

65

92

180

291

530

10

36

55

67

94

180

274

457

11

37

55

68

95

181

274

397

12

37

56

68

96

181

274

348

13

37

56

68

96

181

274

306

14

37

56

68

96

181

274

274

15

37

56

68

95

181

274

274

16

37

56

68

95

181

274

274

17

37

56

68

95

181

274

274

18

37

56

68

96

181

274

274

19

38

56

69

96

181

274

274

20

38

56

69

96

181

274

274

21

38

57

69

96

181

274

274

22

38

56

69

96

181

274

274

23

38

56

69

96

181

274

274

24

37

56

68

95

181

274

274

25

37

55

68

95

180

273

273

26

36

55

68

94

180

273

273

27

36

54

70

94

179

272

272

28

35

54

73

93

179

272

272

29

34

53

75

93

178

271

271

30

34

52

77

92

177

270

270

3.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 122 | 134 | 141 | 162 | 278 | 373 | 3 425 |
| 2 | 121 | 133 | 139 | 160 | 277 | 377 | 2 584 |
| 3 | 120 | 133 | 141 | 164 | 271 | 395 | 1 969 |
| 4 | 119 | 133 | 143 | 168 | 268 | 397 | 1 531 |
| 5 | 120 | 134 | 146 | 169 | 268 | 389 | 1 219 |
| 6 | 120 | 136 | 147 | 171 | 266 | 376 | 992 |
| 7 | 121 | 137 | 148 | 172 | 266 | 360 | 823 |
| 8 | 120 | 137 | 148 | 174 | 265 | 358 | 693 |
| 9 | 119 | 137 | 149 | 176 | 264 | 357 | 591 |
| 10 | 119 | 138 | 150 | 177 | 263 | 356 | 509 |
| 11 | 119 | 137 | 150 | 177 | 263 | 356 | 443 |
| 12 | 118 | 137 | 149 | 176 | 261 | 354 | 387 |
| 13 | 117 | 136 | 148 | 175 | 260 | 353 | 353 |
| 14 | 116 | 134 | 147 | 174 | 259 | 352 | 352 |
| 15 | 114 | 132 | 145 | 172 | 257 | 350 | 350 |
| 16 | 112 | 130 | 143 | 170 | 255 | 348 | 348 |
| 17 | 109 | 128 | 140 | 168 | 253 | 346 | 346 |
| 18 | 107 | 126 | 138 | 166 | 251 | 344 | 344 |
| 19 | 105 | 124 | 136 | 164 | 249 | 342 | 342 |
| 20 | 103 | 122 | 134 | 161 | 247 | 340 | 340 |
| 21 | 101 | 120 | 132 | 159 | 245 | 338 | 338 |
| 22 | 99 | 117 | 130 | 157 | 242 | 335 | 335 |
| 23 | 97 | 115 | 128 | 155 | 240 | 333 | 333 |
| 24 | 95 | 113 | 125 | 153 | 238 | 331 | 331 |
| 25 | 92 | 111 | 123 | 150 | 236 | 329 | 329 |
| 26 | 90 | 109 | 121 | 148 | 234 | 327 | 327 |
| 27 | 88 | 107 | 119 | 146 | 231 | 324 | 324 |
| 28 | 86 | 105 | 117 | 144 | 229 | 322 | 322 |
| 29 | 84 | 103 | 115 | 142 | 227 | 320 | 320 |
| 30 | 82 | 101 | 113 | 140 | 225 | 318 | 318 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

122

134

141

162

278

373

3 425

2

121

133

139

160

277

377

2 584

3

120

133

141

164

271

395

1 969

4

119

133

143

168

268

397

1 531

5

120

134

146

169

268

389

1 219

6

120

136

147

171

266

376

992

7

121

137

148

172

266

360

823

8

120

137

148

174

265

358

693

9

119

137

149

176

264

357

591

10

119

138

150

177

263

356

509

11

119

137

150

177

263

356

443

12

118

137

149

176

261

354

387

13

117

136

148

175

260

353

353

14

116

134

147

174

259

352

352

15

114

132

145

172

257

350

350

16

112

130

143

170

255

348

348

17

109

128

140

168

253

346

346

18

107

126

138

166

251

344

344

19

105

124

136

164

249

342

342

20

103

122

134

161

247

340

340

21

101

120

132

159

245

338

338

22

99

117

130

157

242

335

335

23

97

115

128

155

240

333

333

24

95

113

125

153

238

331

331

25

92

111

123

150

236

329

329

26

90

109

121

148

234

327

327

27

88

107

119

146

231

324

324

28

86

105

117

144

229

322

322

29

84

103

115

142

227

320

320

30

82

101

113

140

225

318

318

3.28.   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 15 | 36 | 153 | 305 | 3 142 |
| 2 | 0 | 10 | 17 | 38 | 154 | 346 | 2 355 |
| 3 | 1 | 12 | 21 | 44 | 151 | 361 | 1 786 |
| 4 | 1 | 14 | 24 | 49 | 150 | 361 | 1 384 |
| 5 | 2 | 17 | 28 | 52 | 150 | 353 | 1 098 |
| 6 | 4 | 20 | 31 | 55 | 151 | 339 | 891 |
| 7 | 6 | 23 | 33 | 58 | 151 | 323 | 737 |
| 8 | 6 | 24 | 34 | 60 | 151 | 306 | 620 |
| 9 | 6 | 24 | 36 | 63 | 151 | 289 | 528 |
| 10 | 7 | 25 | 37 | 64 | 151 | 272 | 454 |
| 11 | 7 | 25 | 38 | 65 | 150 | 255 | 394 |
| 12 | 7 | 25 | 38 | 65 | 150 | 243 | 345 |
| 13 | 6 | 25 | 37 | 64 | 150 | 243 | 304 |
| 14 | 6 | 25 | 38 | 64 | 150 | 243 | 269 |
| 15 | 6 | 25 | 40 | 64 | 149 | 242 | 242 |
| 16 | 6 | 24 | 42 | 64 | 149 | 242 | 242 |
| 17 | 6 | 24 | 45 | 64 | 149 | 242 | 242 |
| 18 | 6 | 24 | 47 | 64 | 149 | 242 | 242 |
| 19 | 7 | 25 | 49 | 64 | 149 | 242 | 242 |
| 20 | 8 | 25 | 52 | 65 | 150 | 243 | 243 |
| 21 | 8 | 25 | 55 | 65 | 150 | 243 | 243 |
| 22 | 9 | 26 | 56 | 65 | 151 | 244 | 244 |
| 23 | 9 | 26 | 59 | 66 | 151 | 244 | 244 |
| 24 | 9 | 26 | 61 | 66 | 151 | 244 | 244 |
| 25 | 10 | 26 | 64 | 66 | 151 | 244 | 244 |
| 26 | 10 | 26 | 66 | 67 | 151 | 244 | 244 |
| 27 | 11 | 26 | 69 | 69 | 151 | 244 | 244 |
| 28 | 11 | 26 | 71 | 71 | 151 | 244 | 244 |
| 29 | 11 | 26 | 74 | 73 | 151 | 244 | 244 |
| 30 | 12 | 27 | 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

0

9

15

36

153

305

3 142

2

0

10

17

38

154

346

2 355

3

1

12

21

44

151

361

1 786

4

1

14

24

49

150

361

1 384

5

2

17

28

52

150

353

1 098

6

4

20

31

55

151

339

891

7

6

23

33

58

151

323

737

8

6

24

34

60

151

306

620

9

6

24

36

63

151

289

528

10

7

25

37

64

151

272

454

11

7

25

38

65

150

255

394

12

7

25

38

65

150

243

345

13

6

25

37

64

150

243

304

14

6

25

38

64

150

243

269

15

6

25

40

64

149

242

242

16

6

24

42

64

149

242

242

17

6

24

45

64

149

242

242

18

6

24

47

64

149

242

242

19

7

25

49

64

149

242

242

20

8

25

52

65

150

243

243

21

8

25

55

65

150

243

243

22

9

26

56

65

151

244

244

23

9

26

59

66

151

244

244

24

9

26

61

66

151

244

244

25

10

26

64

66

151

244

244

26

10

26

66

67

151

244

244

27

11

26

69

69

151

244

244

28

11

26

71

71

151

244

244

29

11

26

74

73

151

244

244

30

12

27

76

75

151

244

244

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 | 30 | 42 | 49 | 70 | 186 | 305 | 3 139 |
| 2 | 31 | 43 | 49 | 70 | 187 | 346 | 2 353 |
| 3 | 29 | 42 | 51 | 74 | 181 | 361 | 1 785 |
| 4 | 29 | 42 | 53 | 77 | 178 | 361 | 1 384 |
| 5 | 29 | 43 | 55 | 78 | 177 | 353 | 1 099 |
| 6 | 31 | 47 | 58 | 82 | 177 | 340 | 892 |
| 7 | 29 | 46 | 57 | 81 | 174 | 324 | 738 |
| 8 | 33 | 50 | 61 | 86 | 177 | 307 | 621 |
| 9 | 32 | 50 | 61 | 88 | 176 | 290 | 529 |
| 10 | 27 | 46 | 58 | 85 | 171 | 273 | 455 |
| 11 | 23 | 42 | 54 | 82 | 167 | 260 | 395 |
| 12 | 21 | 39 | 52 | 79 | 164 | 257 | 346 |
| 13 | 18 | 37 | 49 | 76 | 162 | 255 | 305 |
| 14 | 17 | 35 | 47 | 75 | 160 | 253 | 270 |
| 15 | 15 | 34 | 46 | 73 | 159 | 252 | 252 |
| 16 | 14 | 32 | 45 | 72 | 157 | 250 | 250 |
| 17 | 13 | 32 | 45 | 71 | 156 | 249 | 249 |
| 18 | 12 | 31 | 47 | 71 | 156 | 249 | 249 |
| 19 | 12 | 31 | 49 | 70 | 155 | 248 | 248 |
| 20 | 12 | 31 | 52 | 70 | 155 | 248 | 248 |
| 21 | 12 | 31 | 55 | 70 | 155 | 248 | 248 |
| 22 | 12 | 31 | 57 | 70 | 155 | 248 | 248 |
| 23 | 12 | 30 | 59 | 70 | 155 | 248 | 248 |
| 24 | 12 | 30 | 61 | 70 | 155 | 248 | 248 |
| 25 | 12 | 30 | 64 | 70 | 155 | 248 | 248 |
| 26 | 12 | 30 | 66 | 70 | 155 | 248 | 248 |
| 27 | 11 | 30 | 69 | 70 | 155 | 248 | 248 |
| 28 | 11 | 30 | 71 | 71 | 155 | 248 | 248 |
| 29 | 11 | 30 | 74 | 73 | 154 | 247 | 247 |
| 30 | 12 | 29 | 76 | 75 | 154 | 247 | 247 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

42

49

70

186

305

3 139

2

31

43

49

70

187

346

2 353

3

29

42

51

74

181

361

1 785

4

29

42

53

77

178

361

1 384

5

29

43

55

78

177

353

1 099

6

31

47

58

82

177

340

892

7

29

46

57

81

174

324

738

8

33

50

61

86

177

307

621

9

32

50

61

88

176

290

529

10

27

46

58

85

171

273

455

11

23

42

54

82

167

260

395

12

21

39

52

79

164

257

346

13

18

37

49

76

162

255

305

14

17

35

47

75

160

253

270

15

15

34

46

73

159

252

252

16

14

32

45

72

157

250

250

17

13

32

45

71

156

249

249

18

12

31

47

71

156

249

249

19

12

31

49

70

155

248

248

20

12

31

52

70

155

248

248

21

12

31

55

70

155

248

248

22

12

31

57

70

155

248

248

23

12

30

59

70

155

248

248

24

12

30

61

70

155

248

248

25

12

30

64

70

155

248

248

26

12

30

66

70

155

248

248

27

11

30

69

70

155

248

248

28

11

30

71

71

155

248

248

29

11

30

74

73

154

247

247

30

12

29

76

75

154

247

247

3.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 206 | 218 | 224 | 245 | 362 | 456 | 3 608 |
| 2 | 202 | 214 | 221 | 242 | 358 | 453 | 2 743 |
| 3 | 197 | 210 | 219 | 242 | 349 | 443 | 2 107 |
| 4 | 193 | 207 | 217 | 241 | 342 | 436 | 1 650 |
| 5 | 189 | 204 | 215 | 239 | 337 | 430 | 1 320 |
| 6 | 186 | 202 | 213 | 237 | 332 | 425 | 1 077 |
| 7 | 183 | 200 | 210 | 234 | 328 | 421 | 895 |
| 8 | 179 | 196 | 207 | 232 | 323 | 416 | 754 |
| 9 | 175 | 193 | 204 | 231 | 319 | 412 | 643 |
| 10 | 171 | 190 | 202 | 229 | 315 | 408 | 554 |
| 11 | 167 | 186 | 198 | 226 | 311 | 404 | 481 |
| 12 | 163 | 182 | 194 | 222 | 307 | 400 | 421 |
| 13 | 159 | 178 | 190 | 218 | 303 | 396 | 396 |
| 14 | 156 | 174 | 187 | 214 | 299 | 392 | 392 |
| 15 | 152 | 171 | 183 | 210 | 295 | 388 | 388 |
| 16 | 149 | 167 | 180 | 207 | 292 | 385 | 385 |
| 17 | 145 | 164 | 176 | 203 | 289 | 382 | 382 |
| 18 | 142 | 161 | 173 | 200 | 286 | 379 | 379 |
| 19 | 139 | 158 | 170 | 197 | 283 | 376 | 376 |
| 20 | 136 | 155 | 167 | 194 | 280 | 373 | 373 |
| 21 | 133 | 152 | 164 | 191 | 277 | 370 | 370 |
| 22 | 130 | 149 | 161 | 189 | 274 | 367 | 367 |
| 23 | 128 | 146 | 158 | 186 | 271 | 364 | 364 |
| 24 | 125 | 143 | 156 | 183 | 268 | 361 | 361 |
| 25 | 122 | 140 | 153 | 180 | 265 | 358 | 358 |
| 26 | 119 | 138 | 150 | 177 | 263 | 356 | 356 |
| 27 | 117 | 135 | 148 | 175 | 260 | 353 | 353 |
| 28 | 114 | 133 | 145 | 172 | 258 | 351 | 351 |
| 29 | 112 | 130 | 143 | 170 | 255 | 348 | 348 |
| 30 | 109 | 128 | 140 | 167 | 253 | 346 | 346 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

206

218

224

245

362

456

3 608

2

202

214

221

242

358

453

2 743

3

197

210

219

242

349

443

2 107

4

193

207

217

241

342

436

1 650

5

189

204

215

239

337

430

1 320

6

186

202

213

237

332

425

1 077

7

183

200

210

234

328

421

895

8

179

196

207

232

323

416

754

9

175

193

204

231

319

412

643

10

171

190

202

229

315

408

554

11

167

186

198

226

311

404

481

12

163

182

194

222

307

400

421

13

159

178

190

218

303

396

396

14

156

174

187

214

299

392

392

15

152

171

183

210

295

388

388

16

149

167

180

207

292

385

385

17

145

164

176

203

289

382

382

18

142

161

173

200

286

379

379

19

139

158

170

197

283

376

376

20

136

155

167

194

280

373

373

21

133

152

164

191

277

370

370

22

130

149

161

189

274

367

367

23

128

146

158

186

271

364

364

24

125

143

156

183

268

361

361

25

122

140

153

180

265

358

358

26

119

138

150

177

263

356

356

27

117

135

148

175

260

353

353

28

114

133

145

172

258

351

351

29

112

130

143

170

255

348

348

30

109

128

140

167

253

346

346

3.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 25 | 50 | 168 | 312 | 3 219 |
| 2 | 0 | 14 | 25 | 50 | 168 | 352 | 2 401 |
| 3 | 1 | 17 | 28 | 55 | 165 | 366 | 1 814 |
| 4 | 1 | 20 | 31 | 60 | 164 | 365 | 1 403 |
| 5 | 3 | 23 | 36 | 66 | 164 | 356 | 1 112 |
| 6 | 6 | 27 | 39 | 68 | 165 | 342 | 902 |
| 7 | 8 | 31 | 42 | 70 | 165 | 326 | 746 |
| 8 | 11 | 34 | 45 | 74 | 165 | 309 | 626 |
| 9 | 13 | 37 | 49 | 76 | 165 | 291 | 533 |
| 10 | 14 | 39 | 51 | 77 | 165 | 274 | 459 |
| 11 | 15 | 41 | 53 | 78 | 165 | 258 | 398 |
| 12 | 16 | 42 | 54 | 79 | 165 | 258 | 348 |
| 13 | 16 | 43 | 55 | 80 | 165 | 258 | 307 |
| 14 | 17 | 44 | 55 | 80 | 165 | 258 | 272 |
| 15 | 17 | 44 | 55 | 81 | 165 | 258 | 258 |
| 16 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 17 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 18 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 19 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 20 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 21 | 17 | 44 | 56 | 81 | 165 | 258 | 258 |
| 22 | 17 | 44 | 57 | 81 | 165 | 258 | 258 |
| 23 | 17 | 44 | 60 | 81 | 165 | 258 | 258 |
| 24 | 17 | 44 | 61 | 81 | 165 | 258 | 258 |
| 25 | 17 | 44 | 64 | 81 | 165 | 258 | 258 |
| 26 | 17 | 44 | 66 | 81 | 165 | 258 | 258 |
| 27 | 17 | 44 | 69 | 81 | 164 | 257 | 257 |
| 28 | 17 | 44 | 71 | 81 | 164 | 257 | 257 |
| 29 | 17 | 44 | 74 | 81 | 164 | 257 | 257 |
| 30 | 17 | 44 | 76 | 81 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

25

50

168

312

3 219

2

0

14

25

50

168

352

2 401

3

1

17

28

55

165

366

1 814

4

1

20

31

60

164

365

1 403

5

3

23

36

66

164

356

1 112

6

6

27

39

68

165

342

902

7

8

31

42

70

165

326

746

8

11

34

45

74

165

309

626

9

13

37

49

76

165

291

533

10

14

39

51

77

165

274

459

11

15

41

53

78

165

258

398

12

16

42

54

79

165

258

348

13

16

43

55

80

165

258

307

14

17

44

55

80

165

258

272

15

17

44

55

81

165

258

258

16

17

44

56

81

165

258

258

17

17

44

56

81

165

258

258

18

17

44

56

81

165

258

258

19

17

44

56

81

165

258

258

20

17

44

56

81

165

258

258

21

17

44

56

81

165

258

258

22

17

44

57

81

165

258

258

23

17

44

60

81

165

258

258

24

17

44

61

81

165

258

258

25

17

44

64

81

165

258

258

26

17

44

66

81

165

258

258

27

17

44

69

81

164

257

257

28

17

44

71

81

164

257

257

29

17

44

74

81

164

257

257

30

17

44

76

81

163

256

256

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 | 4 | 13 | 130 | 288 | 2 952 |
| 2 | 0 | 1 | 6 | 13 | 128 | 328 | 2 215 |
| 3 | 1 | 1 | 8 | 16 | 122 | 343 | 1 683 |
| 4 | 1 | 3 | 11 | 18 | 119 | 343 | 1 307 |
| 5 | 1 | 4 | 13 | 21 | 118 | 336 | 1 039 |
| 6 | 2 | 4 | 16 | 23 | 118 | 323 | 845 |
| 7 | 2 | 6 | 19 | 26 | 117 | 309 | 700 |
| 8 | 2 | 6 | 21 | 29 | 117 | 293 | 589 |
| 9 | 4 | 7 | 24 | 30 | 117 | 277 | 503 |
| 10 | 4 | 9 | 27 | 33 | 117 | 260 | 433 |
| 11 | 4 | 9 | 28 | 35 | 118 | 245 | 377 |
| 12 | 4 | 9 | 31 | 37 | 118 | 230 | 330 |
| 13 | 4 | 11 | 34 | 39 | 118 | 215 | 291 |
| 14 | 5 | 11 | 36 | 41 | 118 | 211 | 258 |
| 15 | 6 | 13 | 38 | 43 | 118 | 211 | 230 |
| 16 | 6 | 13 | 41 | 45 | 119 | 212 | 212 |
| 17 | 6 | 15 | 43 | 47 | 119 | 212 | 212 |
| 18 | 6 | 15 | 45 | 50 | 120 | 213 | 213 |
| 19 | 7 | 16 | 48 | 51 | 121 | 213 | 213 |
| 20 | 7 | 17 | 51 | 54 | 123 | 214 | 214 |
| 21 | 7 | 18 | 52 | 55 | 125 | 214 | 214 |
| 22 | 9 | 18 | 55 | 57 | 126 | 214 | 214 |
| 23 | 9 | 20 | 57 | 59 | 128 | 215 | 215 |
| 24 | 9 | 20 | 60 | 61 | 129 | 215 | 215 |
| 25 | 10 | 21 | 61 | 63 | 130 | 215 | 215 |
| 26 | 10 | 22 | 64 | 65 | 132 | 215 | 215 |
| 27 | 10 | 23 | 66 | 66 | 133 | 215 | 215 |
| 28 | 11 | 24 | 69 | 68 | 134 | 215 | 215 |
| 29 | 11 | 25 | 71 | 70 | 135 | 214 | 214 |
| 30 | 12 | 25 | 73 | 71 | 137 | 214 | 214 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

4

13

130

288

2 952

2

0

1

6

13

128

328

2 215

3

1

1

8

16

122

343

1 683

4

1

3

11

18

119

343

1 307

5

1

4

13

21

118

336

1 039

6

2

4

16

23

118

323

845

7

2

6

19

26

117

309

700

8

2

6

21

29

117

293

589

9

4

7

24

30

117

277

503

10

4

9

27

33

117

260

433

11

4

9

28

35

118

245

377

12

4

9

31

37

118

230

330

13

4

11

34

39

118

215

291

14

5

11

36

41

118

211

258

15

6

13

38

43

118

211

230

16

6

13

41

45

119

212

212

17

6

15

43

47

119

212

212

18

6

15

45

50

120

213

213

19

7

16

48

51

121

213

213

20

7

17

51

54

123

214

214

21

7

18

52

55

125

214

214

22

9

18

55

57

126

214

214

23

9

20

57

59

128

215

215

24

9

20

60

61

129

215

215

25

10

21

61

63

130

215

215

26

10

22

64

65

132

215

215

27

10

23

66

66

133

215

215

28

11

24

69

68

134

215

215

29

11

25

71

70

135

214

214

30

12

25

73

71

137

214

214

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 21 |
| Euro | Belgium | 21 |
| Euro | Cyprus | 21 |
| Euro | Estonia | 21 |
| Euro | Finland | 21 |
| Euro | France | 21 |
| Euro | Germany | 21 |
| Euro | Greece | 21 |
| Euro | Ireland | 21 |
| Euro | Italy | 21 |
| Euro | Latvia | 21 |
| Euro | Lithuania | 21 |
| Euro | Luxembourg | 21 |
| Euro | Malta | 21 |
| Euro | Netherlands | 21 |
| Euro | Portugal | 21 |
| Euro | Slovakia | 21 |
| Euro | Slovenia | 21 |
| Euro | Spain | 21 |
| Czech koruna | Czech Republic | 14 |
| Danish krone | Denmark | 25 |
| Forint | Hungary | 13 |
| Krona | Sweden | -1 |
| Euro | Croatia | 21 |
| Lev | Bulgaria | 18 |
| Pound sterling | United Kingdom | 18 |
| Romanian leu | Romania | 11 |
| Zloty | Poland | 12 |
| Króna | Iceland | 50 |
| Norwegian krone | Norway | 24 |
| Swiss franc | Liechtenstein | -3 |
| Swiss franc | Switzerland | -3 |
| Australian dollar | Australia | 6 |
| Canadian dollar | Canada | 19 |
| Renminbi-yuan | China | 3 |
| Hong Kong dollar | Hong Kong | 3 |
| US dollar | United States | 53 |
| Yen | Japan | -2 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

21

Euro

Belgium

21

Euro

Cyprus

21

Euro

Estonia

21

Euro

Finland

21

Euro

France

21

Euro

Germany

21

Euro

Greece

21

Euro

Ireland

21

Euro

Italy

21

Euro

Latvia

21

Euro

Lithuania

21

Euro

Luxembourg

21

Euro

Malta

21

Euro

Netherlands

21

Euro

Portugal

21

Euro

Slovakia

21

Euro

Slovenia

21

Euro

Spain

21

Czech koruna

Czech Republic

14

Danish krone

Denmark

25

Forint

Hungary

13

Krona

Sweden

-1

Euro

Croatia

21

Lev

Bulgaria

18

Pound sterling

United Kingdom

18

Romanian leu

Romania

11

Zloty

Poland

12

Króna

Iceland

50

Norwegian krone

Norway

24

Swiss franc

Liechtenstein

-3

Swiss franc

Switzerland

-3

Australian dollar

Australia

6

Canadian dollar

Canada

19

Renminbi-yuan

China

3

Hong Kong dollar

Hong Kong

3

US dollar

United States

53

Yen

Japan

-2

---