# L_2017053EN.01000101.xml

| 28.2.2017 | EN | Official Journal of the European Union | L 53/1 |
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28.2.2017

EN

Official Journal of the European Union

L 53/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2017/309

of 23 February 2017

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017 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 reinsurance 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 9 January 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2016 market data. That information was published on 9 January 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and reinsurance 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 9 January 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of December 2016 market data. That information was published on 9 January 2017 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 December 2016 until 30 March 2017.

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

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

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

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

(b)

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

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

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

Article 2

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

It shall apply from 31 December 2016.

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

Done at Brussels, 23 February 2017.

For the Commission

The President

Jean-Claude JUNCKER

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

1

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

2

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ANNEX I

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

| Term to maturity (in years) | Euro | Czech koruna | Danish krone | Forint | Krona | Kuna |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,302  % | 0,057  % | -0,312  % | 0,262  % | -0,582  % | 0,743  % |
| 2 | -0,261  % | 0,135  % | -0,271  % | 0,626  % | -0,445  % | 1,113  % |
| 3 | -0,208  % | 0,195  % | -0,218  % | 0,849  % | -0,250  % | 1,564  % |
| 4 | -0,123  % | 0,307  % | -0,133  % | 1,340  % | -0,050  % | 2,029  % |
| 5 | -0,024  % | 0,405  % | -0,034  % | 1,688  % | 0,159  % | 2,370  % |
| 6 | 0,092  % | 0,488  % | 0,081  % | 2,135  % | 0,362  % | 2,605  % |
| 7 | 0,215  % | 0,578  % | 0,205  % | 2,456  % | 0,557  % | 2,765  % |
| 8 | 0,341  % | 0,642  % | 0,330  % | 2,694  % | 0,735  % | 2,865  % |
| 9 | 0,461  % | 0,714  % | 0,451  % | 2,880  % | 0,889  % | 2,922  % |
| 10 | 0,571  % | 0,774  % | 0,561  % | 3,029  % | 1,026  % | 2,969  % |
| 11 | 0,671  % | 0,848  % | 0,660  % | 3,182  % | 1,196  % | 3,014  % |
| 12 | 0,760  % | 0,912  % | 0,750  % | 3,337  % | 1,379  % | 3,056  % |
| 13 | 0,841  % | 0,948  % | 0,830  % | 3,486  % | 1,559  % | 3,097  % |
| 14 | 0,908  % | 0,973  % | 0,897  % | 3,623  % | 1,725  % | 3,136  % |
| 15 | 0,958  % | 1,005  % | 0,948  % | 3,742  % | 1,878  % | 3,172  % |
| 16 | 0,993  % | 1,053  % | 0,982  % | 3,840  % | 2,015  % | 3,207  % |
| 17 | 1,019  % | 1,114  % | 1,009  % | 3,921  % | 2,139  % | 3,240  % |
| 18 | 1,046  % | 1,183  % | 1,035  % | 3,988  % | 2,250  % | 3,272  % |
| 19 | 1,077  % | 1,257  % | 1,066  % | 4,043  % | 2,351  % | 3,301  % |
| 20 | 1,117  % | 1,333  % | 1,107  % | 4,089  % | 2,442  % | 3,330  % |
| 21 | 1,167  % | 1,410  % | 1,157  % | 4,127  % | 2,524  % | 3,357  % |
| 22 | 1,226  % | 1,487  % | 1,216  % | 4,158  % | 2,600  % | 3,382  % |
| 23 | 1,289  % | 1,563  % | 1,279  % | 4,184  % | 2,669  % | 3,407  % |
| 24 | 1,355  % | 1,637  % | 1,346  % | 4,206  % | 2,732  % | 3,430  % |
| 25 | 1,423  % | 1,709  % | 1,414  % | 4,224  % | 2,790  % | 3,452  % |
| 26 | 1,492  % | 1,779  % | 1,482  % | 4,239  % | 2,844  % | 3,473  % |
| 27 | 1,559  % | 1,847  % | 1,550  % | 4,251  % | 2,894  % | 3,494  % |
| 28 | 1,626  % | 1,912  % | 1,618  % | 4,261  % | 2,940  % | 3,513  % |
| 29 | 1,692  % | 1,975  % | 1,683  % | 4,269  % | 2,983  % | 3,531  % |
| 30 | 1,756  % | 2,035  % | 1,748  % | 4,276  % | 3,024  % | 3,549  % |
| 31 | 1,818  % | 2,093  % | 1,810  % | 4,281  % | 3,061  % | 3,566  % |
| 32 | 1,878  % | 2,148  % | 1,871  % | 4,286  % | 3,097  % | 3,582  % |
| 33 | 1,937  % | 2,202  % | 1,929  % | 4,289  % | 3,130  % | 3,597  % |
| 34 | 1,993  % | 2,253  % | 1,985  % | 4,292  % | 3,161  % | 3,612  % |
| 35 | 2,047  % | 2,302  % | 2,040  % | 4,294  % | 3,191  % | 3,626  % |
| 36 | 2,099  % | 2,349  % | 2,092  % | 4,295  % | 3,219  % | 3,640  % |
| 37 | 2,149  % | 2,394  % | 2,143  % | 4,296  % | 3,245  % | 3,653  % |
| 38 | 2,198  % | 2,437  % | 2,191  % | 4,296  % | 3,270  % | 3,666  % |
| 39 | 2,244  % | 2,479  % | 2,238  % | 4,297  % | 3,294  % | 3,678  % |
| 40 | 2,289  % | 2,518  % | 2,283  % | 4,297  % | 3,317  % | 3,689  % |
| 41 | 2,332  % | 2,556  % | 2,326  % | 4,296  % | 3,338  % | 3,700  % |
| 42 | 2,373  % | 2,593  % | 2,367  % | 4,296  % | 3,358  % | 3,711  % |
| 43 | 2,413  % | 2,628  % | 2,407  % | 4,295  % | 3,378  % | 3,721  % |
| 44 | 2,451  % | 2,662  % | 2,446  % | 4,294  % | 3,397  % | 3,731  % |
| 45 | 2,488  % | 2,694  % | 2,483  % | 4,293  % | 3,414  % | 3,741  % |
| 46 | 2,524  % | 2,726  % | 2,518  % | 4,292  % | 3,431  % | 3,750  % |
| 47 | 2,558  % | 2,756  % | 2,552  % | 4,291  % | 3,448  % | 3,759  % |
| 48 | 2,591  % | 2,785  % | 2,585  % | 4,290  % | 3,463  % | 3,767  % |
| 49 | 2,622  % | 2,813  % | 2,617  % | 4,289  % | 3,478  % | 3,775  % |
| 50 | 2,653  % | 2,839  % | 2,648  % | 4,288  % | 3,493  % | 3,783  % |
| 51 | 2,682  % | 2,865  % | 2,677  % | 4,287  % | 3,506  % | 3,791  % |
| 52 | 2,711  % | 2,890  % | 2,706  % | 4,286  % | 3,520  % | 3,799  % |
| 53 | 2,738  % | 2,914  % | 2,733  % | 4,285  % | 3,533  % | 3,806  % |
| 54 | 2,764  % | 2,938  % | 2,760  % | 4,283  % | 3,545  % | 3,813  % |
| 55 | 2,790  % | 2,960  % | 2,785  % | 4,282  % | 3,557  % | 3,819  % |
| 56 | 2,815  % | 2,982  % | 2,810  % | 4,281  % | 3,568  % | 3,826  % |
| 57 | 2,839  % | 3,003  % | 2,834  % | 4,280  % | 3,579  % | 3,832  % |
| 58 | 2,862  % | 3,023  % | 2,857  % | 4,279  % | 3,590  % | 3,838  % |
| 59 | 2,884  % | 3,043  % | 2,880  % | 4,278  % | 3,600  % | 3,844  % |
| 60 | 2,906  % | 3,062  % | 2,901  % | 4,277  % | 3,610  % | 3,850  % |
| 61 | 2,927  % | 3,080  % | 2,922  % | 4,275  % | 3,620  % | 3,856  % |
| 62 | 2,947  % | 3,098  % | 2,943  % | 4,274  % | 3,629  % | 3,861  % |
| 63 | 2,966  % | 3,115  % | 2,962  % | 4,273  % | 3,638  % | 3,866  % |
| 64 | 2,986  % | 3,132  % | 2,982  % | 4,272  % | 3,647  % | 3,871  % |
| 65 | 3,004  % | 3,148  % | 3,000  % | 4,271  % | 3,655  % | 3,876  % |
| 66 | 3,022  % | 3,164  % | 3,018  % | 4,270  % | 3,664  % | 3,881  % |
| 67 | 3,039  % | 3,179  % | 3,036  % | 4,269  % | 3,672  % | 3,886  % |
| 68 | 3,056  % | 3,194  % | 3,053  % | 4,268  % | 3,679  % | 3,890  % |
| 69 | 3,073  % | 3,209  % | 3,069  % | 4,267  % | 3,687  % | 3,895  % |
| 70 | 3,089  % | 3,223  % | 3,085  % | 4,267  % | 3,694  % | 3,899  % |
| 71 | 3,104  % | 3,236  % | 3,101  % | 4,266  % | 3,701  % | 3,903  % |
| 72 | 3,119  % | 3,250  % | 3,116  % | 4,265  % | 3,708  % | 3,907  % |
| 73 | 3,134  % | 3,263  % | 3,131  % | 4,264  % | 3,715  % | 3,911  % |
| 74 | 3,148  % | 3,275  % | 3,145  % | 4,263  % | 3,722  % | 3,915  % |
| 75 | 3,162  % | 3,287  % | 3,159  % | 4,262  % | 3,728  % | 3,919  % |
| 76 | 3,176  % | 3,299  % | 3,172  % | 4,261  % | 3,734  % | 3,922  % |
| 77 | 3,189  % | 3,311  % | 3,186  % | 4,261  % | 3,740  % | 3,926  % |
| 78 | 3,202  % | 3,322  % | 3,199  % | 4,260  % | 3,746  % | 3,929  % |
| 79 | 3,215  % | 3,333  % | 3,211  % | 4,259  % | 3,752  % | 3,933  % |
| 80 | 3,227  % | 3,344  % | 3,224  % | 4,258  % | 3,757  % | 3,936  % |
| 81 | 3,239  % | 3,355  % | 3,236  % | 4,258  % | 3,763  % | 3,939  % |
| 82 | 3,250  % | 3,365  % | 3,247  % | 4,257  % | 3,768  % | 3,943  % |
| 83 | 3,262  % | 3,375  % | 3,259  % | 4,256  % | 3,773  % | 3,946  % |
| 84 | 3,273  % | 3,385  % | 3,270  % | 4,256  % | 3,778  % | 3,949  % |
| 85 | 3,284  % | 3,394  % | 3,281  % | 4,255  % | 3,783  % | 3,952  % |
| 86 | 3,294  % | 3,404  % | 3,291  % | 4,254  % | 3,788  % | 3,954  % |
| 87 | 3,305  % | 3,413  % | 3,302  % | 4,254  % | 3,793  % | 3,957  % |
| 88 | 3,315  % | 3,422  % | 3,312  % | 4,253  % | 3,797  % | 3,960  % |
| 89 | 3,325  % | 3,430  % | 3,322  % | 4,253  % | 3,802  % | 3,963  % |
| 90 | 3,334  % | 3,439  % | 3,332  % | 4,252  % | 3,806  % | 3,965  % |
| 91 | 3,344  % | 3,447  % | 3,341  % | 4,251  % | 3,811  % | 3,968  % |
| 92 | 3,353  % | 3,455  % | 3,350  % | 4,251  % | 3,815  % | 3,970  % |
| 93 | 3,362  % | 3,463  % | 3,359  % | 4,250  % | 3,819  % | 3,973  % |
| 94 | 3,371  % | 3,471  % | 3,368  % | 4,250  % | 3,823  % | 3,975  % |
| 95 | 3,380  % | 3,479  % | 3,377  % | 4,249  % | 3,827  % | 3,978  % |
| 96 | 3,388  % | 3,486  % | 3,386  % | 4,249  % | 3,831  % | 3,980  % |
| 97 | 3,397  % | 3,494  % | 3,394  % | 4,248  % | 3,835  % | 3,982  % |
| 98 | 3,405  % | 3,501  % | 3,402  % | 4,248  % | 3,838  % | 3,984  % |
| 99 | 3,413  % | 3,508  % | 3,410  % | 4,247  % | 3,842  % | 3,987  % |
| 100 | 3,421  % | 3,515  % | 3,418  % | 4,247  % | 3,846  % | 3,989  % |
| 101 | 3,428  % | 3,521  % | 3,426  % | 4,246  % | 3,849  % | 3,991  % |
| 102 | 3,436  % | 3,528  % | 3,433  % | 4,246  % | 3,853  % | 3,993  % |
| 103 | 3,443  % | 3,535  % | 3,441  % | 4,246  % | 3,856  % | 3,995  % |
| 104 | 3,450  % | 3,541  % | 3,448  % | 4,245  % | 3,859  % | 3,997  % |
| 105 | 3,458  % | 3,547  % | 3,455  % | 4,245  % | 3,863  % | 3,999  % |
| 106 | 3,465  % | 3,553  % | 3,462  % | 4,244  % | 3,866  % | 4,001  % |
| 107 | 3,471  % | 3,559  % | 3,469  % | 4,244  % | 3,869  % | 4,002  % |
| 108 | 3,478  % | 3,565  % | 3,476  % | 4,243  % | 3,872  % | 4,004  % |
| 109 | 3,485  % | 3,571  % | 3,482  % | 4,243  % | 3,875  % | 4,006  % |
| 110 | 3,491  % | 3,577  % | 3,489  % | 4,243  % | 3,878  % | 4,008  % |
| 111 | 3,498  % | 3,582  % | 3,495  % | 4,242  % | 3,881  % | 4,010  % |
| 112 | 3,504  % | 3,588  % | 3,502  % | 4,242  % | 3,884  % | 4,011  % |
| 113 | 3,510  % | 3,593  % | 3,508  % | 4,241  % | 3,886  % | 4,013  % |
| 114 | 3,516  % | 3,599  % | 3,514  % | 4,241  % | 3,889  % | 4,015  % |
| 115 | 3,522  % | 3,604  % | 3,520  % | 4,241  % | 3,892  % | 4,016  % |
| 116 | 3,528  % | 3,609  % | 3,526  % | 4,240  % | 3,895  % | 4,018  % |
| 117 | 3,533  % | 3,614  % | 3,531  % | 4,240  % | 3,897  % | 4,019  % |
| 118 | 3,539  % | 3,619  % | 3,537  % | 4,240  % | 3,900  % | 4,021  % |
| 119 | 3,545  % | 3,624  % | 3,542  % | 4,239  % | 3,902  % | 4,022  % |
| 120 | 3,550  % | 3,629  % | 3,548  % | 4,239  % | 3,905  % | 4,024  % |
| 121 | 3,555  % | 3,633  % | 3,553  % | 4,239  % | 3,907  % | 4,025  % |
| 122 | 3,561  % | 3,638  % | 3,559  % | 4,238  % | 3,910  % | 4,027  % |
| 123 | 3,566  % | 3,642  % | 3,564  % | 4,238  % | 3,912  % | 4,028  % |
| 124 | 3,571  % | 3,647  % | 3,569  % | 4,238  % | 3,914  % | 4,030  % |
| 125 | 3,576  % | 3,651  % | 3,574  % | 4,238  % | 3,916  % | 4,031  % |
| 126 | 3,581  % | 3,656  % | 3,579  % | 4,237  % | 3,919  % | 4,032  % |
| 127 | 3,586  % | 3,660  % | 3,584  % | 4,237  % | 3,921  % | 4,034  % |
| 128 | 3,591  % | 3,664  % | 3,589  % | 4,237  % | 3,923  % | 4,035  % |
| 129 | 3,595  % | 3,668  % | 3,593  % | 4,236  % | 3,925  % | 4,036  % |
| 130 | 3,600  % | 3,672  % | 3,598  % | 4,236  % | 3,927  % | 4,037  % |
| 131 | 3,605  % | 3,676  % | 3,603  % | 4,236  % | 3,929  % | 4,039  % |
| 132 | 3,609  % | 3,680  % | 3,607  % | 4,236  % | 3,931  % | 4,040  % |
| 133 | 3,613  % | 3,684  % | 3,612  % | 4,235  % | 3,934  % | 4,041  % |
| 134 | 3,618  % | 3,688  % | 3,616  % | 4,235  % | 3,935  % | 4,042  % |
| 135 | 3,622  % | 3,692  % | 3,620  % | 4,235  % | 3,937  % | 4,043  % |
| 136 | 3,626  % | 3,696  % | 3,624  % | 4,234  % | 3,939  % | 4,045  % |
| 137 | 3,631  % | 3,699  % | 3,629  % | 4,234  % | 3,941  % | 4,046  % |
| 138 | 3,635  % | 3,703  % | 3,633  % | 4,234  % | 3,943  % | 4,047  % |
| 139 | 3,639  % | 3,706  % | 3,637  % | 4,234  % | 3,945  % | 4,048  % |
| 140 | 3,643  % | 3,710  % | 3,641  % | 4,233  % | 3,947  % | 4,049  % |
| 141 | 3,647  % | 3,713  % | 3,645  % | 4,233  % | 3,949  % | 4,050  % |
| 142 | 3,651  % | 3,717  % | 3,649  % | 4,233  % | 3,950  % | 4,051  % |
| 143 | 3,654  % | 3,720  % | 3,653  % | 4,233  % | 3,952  % | 4,052  % |
| 144 | 3,658  % | 3,724  % | 3,656  % | 4,233  % | 3,954  % | 4,053  % |
| 145 | 3,662  % | 3,727  % | 3,660  % | 4,232  % | 3,956  % | 4,054  % |
| 146 | 3,666  % | 3,730  % | 3,664  % | 4,232  % | 3,957  % | 4,055  % |
| 147 | 3,669  % | 3,733  % | 3,667  % | 4,232  % | 3,959  % | 4,056  % |
| 148 | 3,673  % | 3,736  % | 3,671  % | 4,232  % | 3,960  % | 4,057  % |
| 149 | 3,676  % | 3,740  % | 3,675  % | 4,231  % | 3,962  % | 4,058  % |
| 150 | 3,680  % | 3,743  % | 3,678  % | 4,231  % | 3,964  % | 4,059  % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

-0,302  %

0,057  %

-0,312  %

0,262  %

-0,582  %

0,743  %

2

-0,261  %

0,135  %

-0,271  %

0,626  %

-0,445  %

1,113  %

3

-0,208  %

0,195  %

-0,218  %

0,849  %

-0,250  %

1,564  %

4

-0,123  %

0,307  %

-0,133  %

1,340  %

-0,050  %

2,029  %

5

-0,024  %

0,405  %

-0,034  %

1,688  %

0,159  %

2,370  %

6

0,092  %

0,488  %

0,081  %

2,135  %

0,362  %

2,605  %

7

0,215  %

0,578  %

0,205  %

2,456  %

0,557  %

2,765  %

8

0,341  %

0,642  %

0,330  %

2,694  %

0,735  %

2,865  %

9

0,461  %

0,714  %

0,451  %

2,880  %

0,889  %

2,922  %

10

0,571  %

0,774  %

0,561  %

3,029  %

1,026  %

2,969  %

11

0,671  %

0,848  %

0,660  %

3,182  %

1,196  %

3,014  %

12

0,760  %

0,912  %

0,750  %

3,337  %

1,379  %

3,056  %

13

0,841  %

0,948  %

0,830  %

3,486  %

1,559  %

3,097  %

14

0,908  %

0,973  %

0,897  %

3,623  %

1,725  %

3,136  %

15

0,958  %

1,005  %

0,948  %

3,742  %

1,878  %

3,172  %

16

0,993  %

1,053  %

0,982  %

3,840  %

2,015  %

3,207  %

17

1,019  %

1,114  %

1,009  %

3,921  %

2,139  %

3,240  %

18

1,046  %

1,183  %

1,035  %

3,988  %

2,250  %

3,272  %

19

1,077  %

1,257  %

1,066  %

4,043  %

2,351  %

3,301  %

20

1,117  %

1,333  %

1,107  %

4,089  %

2,442  %

3,330  %

21

1,167  %

1,410  %

1,157  %

4,127  %

2,524  %

3,357  %

22

1,226  %

1,487  %

1,216  %

4,158  %

2,600  %

3,382  %

23

1,289  %

1,563  %

1,279  %

4,184  %

2,669  %

3,407  %

24

1,355  %

1,637  %

1,346  %

4,206  %

2,732  %

3,430  %

25

1,423  %

1,709  %

1,414  %

4,224  %

2,790  %

3,452  %

26

1,492  %

1,779  %

1,482  %

4,239  %

2,844  %

3,473  %

27

1,559  %

1,847  %

1,550  %

4,251  %

2,894  %

3,494  %

28

1,626  %

1,912  %

1,618  %

4,261  %

2,940  %

3,513  %

29

1,692  %

1,975  %

1,683  %

4,269  %

2,983  %

3,531  %

30

1,756  %

2,035  %

1,748  %

4,276  %

3,024  %

3,549  %

31

1,818  %

2,093  %

1,810  %

4,281  %

3,061  %

3,566  %

32

1,878  %

2,148  %

1,871  %

4,286  %

3,097  %

3,582  %

33

1,937  %

2,202  %

1,929  %

4,289  %

3,130  %

3,597  %

34

1,993  %

2,253  %

1,985  %

4,292  %

3,161  %

3,612  %

35

2,047  %

2,302  %

2,040  %

4,294  %

3,191  %

3,626  %

36

2,099  %

2,349  %

2,092  %

4,295  %

3,219  %

3,640  %

37

2,149  %

2,394  %

2,143  %

4,296  %

3,245  %

3,653  %

38

2,198  %

2,437  %

2,191  %

4,296  %

3,270  %

3,666  %

39

2,244  %

2,479  %

2,238  %

4,297  %

3,294  %

3,678  %

40

2,289  %

2,518  %

2,283  %

4,297  %

3,317  %

3,689  %

41

2,332  %

2,556  %

2,326  %

4,296  %

3,338  %

3,700  %

42

2,373  %

2,593  %

2,367  %

4,296  %

3,358  %

3,711  %

43

2,413  %

2,628  %

2,407  %

4,295  %

3,378  %

3,721  %

44

2,451  %

2,662  %

2,446  %

4,294  %

3,397  %

3,731  %

45

2,488  %

2,694  %

2,483  %

4,293  %

3,414  %

3,741  %

46

2,524  %

2,726  %

2,518  %

4,292  %

3,431  %

3,750  %

47

2,558  %

2,756  %

2,552  %

4,291  %

3,448  %

3,759  %

48

2,591  %

2,785  %

2,585  %

4,290  %

3,463  %

3,767  %

49

2,622  %

2,813  %

2,617  %

4,289  %

3,478  %

3,775  %

50

2,653  %

2,839  %

2,648  %

4,288  %

3,493  %

3,783  %

51

2,682  %

2,865  %

2,677  %

4,287  %

3,506  %

3,791  %

52

2,711  %

2,890  %

2,706  %

4,286  %

3,520  %

3,799  %

53

2,738  %

2,914  %

2,733  %

4,285  %

3,533  %

3,806  %

54

2,764  %

2,938  %

2,760  %

4,283  %

3,545  %

3,813  %

55

2,790  %

2,960  %

2,785  %

4,282  %

3,557  %

3,819  %

56

2,815  %

2,982  %

2,810  %

4,281  %

3,568  %

3,826  %

57

2,839  %

3,003  %

2,834  %

4,280  %

3,579  %

3,832  %

58

2,862  %

3,023  %

2,857  %

4,279  %

3,590  %

3,838  %

59

2,884  %

3,043  %

2,880  %

4,278  %

3,600  %

3,844  %

60

2,906  %

3,062  %

2,901  %

4,277  %

3,610  %

3,850  %

61

2,927  %

3,080  %

2,922  %

4,275  %

3,620  %

3,856  %

62

2,947  %

3,098  %

2,943  %

4,274  %

3,629  %

3,861  %

63

2,966  %

3,115  %

2,962  %

4,273  %

3,638  %

3,866  %

64

2,986  %

3,132  %

2,982  %

4,272  %

3,647  %

3,871  %

65

3,004  %

3,148  %

3,000  %

4,271  %

3,655  %

3,876  %

66

3,022  %

3,164  %

3,018  %

4,270  %

3,664  %

3,881  %

67

3,039  %

3,179  %

3,036  %

4,269  %

3,672  %

3,886  %

68

3,056  %

3,194  %

3,053  %

4,268  %

3,679  %

3,890  %

69

3,073  %

3,209  %

3,069  %

4,267  %

3,687  %

3,895  %

70

3,089  %

3,223  %

3,085  %

4,267  %

3,694  %

3,899  %

71

3,104  %

3,236  %

3,101  %

4,266  %

3,701  %

3,903  %

72

3,119  %

3,250  %

3,116  %

4,265  %

3,708  %

3,907  %

73

3,134  %

3,263  %

3,131  %

4,264  %

3,715  %

3,911  %

74

3,148  %

3,275  %

3,145  %

4,263  %

3,722  %

3,915  %

75

3,162  %

3,287  %

3,159  %

4,262  %

3,728  %

3,919  %

76

3,176  %

3,299  %

3,172  %

4,261  %

3,734  %

3,922  %

77

3,189  %

3,311  %

3,186  %

4,261  %

3,740  %

3,926  %

78

3,202  %

3,322  %

3,199  %

4,260  %

3,746  %

3,929  %

79

3,215  %

3,333  %

3,211  %

4,259  %

3,752  %

3,933  %

80

3,227  %

3,344  %

3,224  %

4,258  %

3,757  %

3,936  %

81

3,239  %

3,355  %

3,236  %

4,258  %

3,763  %

3,939  %

82

3,250  %

3,365  %

3,247  %

4,257  %

3,768  %

3,943  %

83

3,262  %

3,375  %

3,259  %

4,256  %

3,773  %

3,946  %

84

3,273  %

3,385  %

3,270  %

4,256  %

3,778  %

3,949  %

85

3,284  %

3,394  %

3,281  %

4,255  %

3,783  %

3,952  %

86

3,294  %

3,404  %

3,291  %

4,254  %

3,788  %

3,954  %

87

3,305  %

3,413  %

3,302  %

4,254  %

3,793  %

3,957  %

88

3,315  %

3,422  %

3,312  %

4,253  %

3,797  %

3,960  %

89

3,325  %

3,430  %

3,322  %

4,253  %

3,802  %

3,963  %

90

3,334  %

3,439  %

3,332  %

4,252  %

3,806  %

3,965  %

91

3,344  %

3,447  %

3,341  %

4,251  %

3,811  %

3,968  %

92

3,353  %

3,455  %

3,350  %

4,251  %

3,815  %

3,970  %

93

3,362  %

3,463  %

3,359  %

4,250  %

3,819  %

3,973  %

94

3,371  %

3,471  %

3,368  %

4,250  %

3,823  %

3,975  %

95

3,380  %

3,479  %

3,377  %

4,249  %

3,827  %

3,978  %

96

3,388  %

3,486  %

3,386  %

4,249  %

3,831  %

3,980  %

97

3,397  %

3,494  %

3,394  %

4,248  %

3,835  %

3,982  %

98

3,405  %

3,501  %

3,402  %

4,248  %

3,838  %

3,984  %

99

3,413  %

3,508  %

3,410  %

4,247  %

3,842  %

3,987  %

100

3,421  %

3,515  %

3,418  %

4,247  %

3,846  %

3,989  %

101

3,428  %

3,521  %

3,426  %

4,246  %

3,849  %

3,991  %

102

3,436  %

3,528  %

3,433  %

4,246  %

3,853  %

3,993  %

103

3,443  %

3,535  %

3,441  %

4,246  %

3,856  %

3,995  %

104

3,450  %

3,541  %

3,448  %

4,245  %

3,859  %

3,997  %

105

3,458  %

3,547  %

3,455  %

4,245  %

3,863  %

3,999  %

106

3,465  %

3,553  %

3,462  %

4,244  %

3,866  %

4,001  %

107

3,471  %

3,559  %

3,469  %

4,244  %

3,869  %

4,002  %

108

3,478  %

3,565  %

3,476  %

4,243  %

3,872  %

4,004  %

109

3,485  %

3,571  %

3,482  %

4,243  %

3,875  %

4,006  %

110

3,491  %

3,577  %

3,489  %

4,243  %

3,878  %

4,008  %

111

3,498  %

3,582  %

3,495  %

4,242  %

3,881  %

4,010  %

112

3,504  %

3,588  %

3,502  %

4,242  %

3,884  %

4,011  %

113

3,510  %

3,593  %

3,508  %

4,241  %

3,886  %

4,013  %

114

3,516  %

3,599  %

3,514  %

4,241  %

3,889  %

4,015  %

115

3,522  %

3,604  %

3,520  %

4,241  %

3,892  %

4,016  %

116

3,528  %

3,609  %

3,526  %

4,240  %

3,895  %

4,018  %

117

3,533  %

3,614  %

3,531  %

4,240  %

3,897  %

4,019  %

118

3,539  %

3,619  %

3,537  %

4,240  %

3,900  %

4,021  %

119

3,545  %

3,624  %

3,542  %

4,239  %

3,902  %

4,022  %

120

3,550  %

3,629  %

3,548  %

4,239  %

3,905  %

4,024  %

121

3,555  %

3,633  %

3,553  %

4,239  %

3,907  %

4,025  %

122

3,561  %

3,638  %

3,559  %

4,238  %

3,910  %

4,027  %

123

3,566  %

3,642  %

3,564  %

4,238  %

3,912  %

4,028  %

124

3,571  %

3,647  %

3,569  %

4,238  %

3,914  %

4,030  %

125

3,576  %

3,651  %

3,574  %

4,238  %

3,916  %

4,031  %

126

3,581  %

3,656  %

3,579  %

4,237  %

3,919  %

4,032  %

127

3,586  %

3,660  %

3,584  %

4,237  %

3,921  %

4,034  %

128

3,591  %

3,664  %

3,589  %

4,237  %

3,923  %

4,035  %

129

3,595  %

3,668  %

3,593  %

4,236  %

3,925  %

4,036  %

130

3,600  %

3,672  %

3,598  %

4,236  %

3,927  %

4,037  %

131

3,605  %

3,676  %

3,603  %

4,236  %

3,929  %

4,039  %

132

3,609  %

3,680  %

3,607  %

4,236  %

3,931  %

4,040  %

133

3,613  %

3,684  %

3,612  %

4,235  %

3,934  %

4,041  %

134

3,618  %

3,688  %

3,616  %

4,235  %

3,935  %

4,042  %

135

3,622  %

3,692  %

3,620  %

4,235  %

3,937  %

4,043  %

136

3,626  %

3,696  %

3,624  %

4,234  %

3,939  %

4,045  %

137

3,631  %

3,699  %

3,629  %

4,234  %

3,941  %

4,046  %

138

3,635  %

3,703  %

3,633  %

4,234  %

3,943  %

4,047  %

139

3,639  %

3,706  %

3,637  %

4,234  %

3,945  %

4,048  %

140

3,643  %

3,710  %

3,641  %

4,233  %

3,947  %

4,049  %

141

3,647  %

3,713  %

3,645  %

4,233  %

3,949  %

4,050  %

142

3,651  %

3,717  %

3,649  %

4,233  %

3,950  %

4,051  %

143

3,654  %

3,720  %

3,653  %

4,233  %

3,952  %

4,052  %

144

3,658  %

3,724  %

3,656  %

4,233  %

3,954  %

4,053  %

145

3,662  %

3,727  %

3,660  %

4,232  %

3,956  %

4,054  %

146

3,666  %

3,730  %

3,664  %

4,232  %

3,957  %

4,055  %

147

3,669  %

3,733  %

3,667  %

4,232  %

3,959  %

4,056  %

148

3,673  %

3,736  %

3,671  %

4,232  %

3,960  %

4,057  %

149

3,676  %

3,740  %

3,675  %

4,231  %

3,962  %

4,058  %

150

3,680  %

3,743  %

3,678  %

4,231  %

3,964  %

4,059  %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,352  % | 0,382  % | 0,971  % | 1,480  % | 4,871  % | 1,005  % |
| 2 | -0,311  % | 0,439  % | 1,404  % | 1,967  % | 4,890  % | 1,186  % |
| 3 | -0,258  % | 0,520  % | 1,831  % | 2,305  % | 4,910  % | 1,257  % |
| 4 | -0,173  % | 0,607  % | 2,227  % | 2,583  % | 4,906  % | 1,358  % |
| 5 | -0,074  % | 0,694  % | 2,589  % | 2,843  % | 4,892  % | 1,461  % |
| 6 | 0,041  % | 0,781  % | 2,914  % | 3,109  % | 4,880  % | 1,564  % |
| 7 | 0,165  % | 0,873  % | 3,171  % | 3,240  % | 4,872  % | 1,658  % |
| 8 | 0,290  % | 0,948  % | 3,352  % | 3,371  % | 4,865  % | 1,747  % |
| 9 | 0,411  % | 1,017  % | 3,496  % | 3,472  % | 4,855  % | 1,816  % |
| 10 | 0,520  % | 1,079  % | 3,624  % | 3,551  % | 4,843  % | 1,874  % |
| 11 | 0,619  % | 1,135  % | 3,728  % | 3,616  % | 4,830  % | 1,937  % |
| 12 | 0,709  % | 1,170  % | 3,812  % | 3,669  % | 4,816  % | 2,004  % |
| 13 | 0,789  % | 1,209  % | 3,879  % | 3,715  % | 4,801  % | 2,072  % |
| 14 | 0,856  % | 1,240  % | 3,935  % | 3,753  % | 4,786  % | 2,141  % |
| 15 | 0,907  % | 1,263  % | 3,981  % | 3,787  % | 4,772  % | 2,208  % |
| 16 | 0,941  % | 1,282  % | 4,019  % | 3,816  % | 4,757  % | 2,273  % |
| 17 | 0,967  % | 1,295  % | 4,050  % | 3,841  % | 4,743  % | 2,337  % |
| 18 | 0,993  % | 1,302  % | 4,077  % | 3,864  % | 4,729  % | 2,398  % |
| 19 | 1,025  % | 1,307  % | 4,100  % | 3,884  % | 4,715  % | 2,457  % |
| 20 | 1,065  % | 1,316  % | 4,119  % | 3,901  % | 4,702  % | 2,513  % |
| 21 | 1,116  % | 1,318  % | 4,135  % | 3,918  % | 4,689  % | 2,567  % |
| 22 | 1,175  % | 1,314  % | 4,149  % | 3,932  % | 4,677  % | 2,618  % |
| 23 | 1,240  % | 1,307  % | 4,161  % | 3,945  % | 4,665  % | 2,667  % |
| 24 | 1,307  % | 1,298  % | 4,171  % | 3,957  % | 4,653  % | 2,714  % |
| 25 | 1,376  % | 1,290  % | 4,180  % | 3,968  % | 4,642  % | 2,758  % |
| 26 | 1,446  % | 1,283  % | 4,188  % | 3,978  % | 4,631  % | 2,801  % |
| 27 | 1,515  % | 1,277  % | 4,194  % | 3,988  % | 4,620  % | 2,841  % |
| 28 | 1,583  % | 1,272  % | 4,200  % | 3,996  % | 4,610  % | 2,880  % |
| 29 | 1,650  % | 1,267  % | 4,205  % | 4,004  % | 4,600  % | 2,917  % |
| 30 | 1,715  % | 1,264  % | 4,209  % | 4,012  % | 4,591  % | 2,952  % |
| 31 | 1,778  % | 1,260  % | 4,212  % | 4,018  % | 4,581  % | 2,986  % |
| 32 | 1,839  % | 1,255  % | 4,215  % | 4,025  % | 4,573  % | 3,018  % |
| 33 | 1,899  % | 1,248  % | 4,218  % | 4,031  % | 4,564  % | 3,049  % |
| 34 | 1,956  % | 1,239  % | 4,220  % | 4,036  % | 4,556  % | 3,078  % |
| 35 | 2,011  % | 1,227  % | 4,222  % | 4,042  % | 4,548  % | 3,106  % |
| 36 | 2,064  % | 1,211  % | 4,223  % | 4,047  % | 4,540  % | 3,133  % |
| 37 | 2,115  % | 1,194  % | 4,225  % | 4,051  % | 4,533  % | 3,159  % |
| 38 | 2,165  % | 1,179  % | 4,226  % | 4,056  % | 4,526  % | 3,184  % |
| 39 | 2,212  % | 1,166  % | 4,227  % | 4,060  % | 4,519  % | 3,208  % |
| 40 | 2,257  % | 1,157  % | 4,227  % | 4,064  % | 4,512  % | 3,230  % |
| 41 | 2,301  % | 1,152  % | 4,228  % | 4,067  % | 4,506  % | 3,252  % |
| 42 | 2,343  % | 1,148  % | 4,228  % | 4,071  % | 4,499  % | 3,273  % |
| 43 | 2,384  % | 1,144  % | 4,229  % | 4,074  % | 4,493  % | 3,293  % |
| 44 | 2,423  % | 1,138  % | 4,229  % | 4,077  % | 4,488  % | 3,312  % |
| 45 | 2,460  % | 1,129  % | 4,229  % | 4,080  % | 4,482  % | 3,331  % |
| 46 | 2,496  % | 1,115  % | 4,229  % | 4,083  % | 4,477  % | 3,349  % |
| 47 | 2,531  % | 1,100  % | 4,229  % | 4,086  % | 4,471  % | 3,366  % |
| 48 | 2,564  % | 1,088  % | 4,229  % | 4,088  % | 4,466  % | 3,383  % |
| 49 | 2,596  % | 1,081  % | 4,229  % | 4,091  % | 4,461  % | 3,398  % |
| 50 | 2,627  % | 1,082  % | 4,229  % | 4,093  % | 4,457  % | 3,414  % |
| 51 | 2,657  % | 1,091  % | 4,229  % | 4,095  % | 4,452  % | 3,429  % |
| 52 | 2,686  % | 1,107  % | 4,229  % | 4,098  % | 4,448  % | 3,443  % |
| 53 | 2,714  % | 1,129  % | 4,229  % | 4,100  % | 4,443  % | 3,457  % |
| 54 | 2,741  % | 1,155  % | 4,229  % | 4,102  % | 4,439  % | 3,470  % |
| 55 | 2,767  % | 1,184  % | 4,228  % | 4,104  % | 4,435  % | 3,483  % |
| 56 | 2,792  % | 1,215  % | 4,228  % | 4,106  % | 4,431  % | 3,496  % |
| 57 | 2,816  % | 1,249  % | 4,228  % | 4,107  % | 4,427  % | 3,508  % |
| 58 | 2,840  % | 1,283  % | 4,228  % | 4,109  % | 4,424  % | 3,519  % |
| 59 | 2,862  % | 1,319  % | 4,227  % | 4,111  % | 4,420  % | 3,531  % |
| 60 | 2,884  % | 1,355  % | 4,227  % | 4,112  % | 4,416  % | 3,542  % |
| 61 | 2,905  % | 1,391  % | 4,227  % | 4,114  % | 4,413  % | 3,552  % |
| 62 | 2,926  % | 1,428  % | 4,226  % | 4,115  % | 4,410  % | 3,562  % |
| 63 | 2,946  % | 1,464  % | 4,226  % | 4,117  % | 4,407  % | 3,572  % |
| 64 | 2,965  % | 1,500  % | 4,226  % | 4,118  % | 4,403  % | 3,582  % |
| 65 | 2,984  % | 1,536  % | 4,226  % | 4,119  % | 4,400  % | 3,591  % |
| 66 | 3,002  % | 1,572  % | 4,225  % | 4,121  % | 4,397  % | 3,601  % |
| 67 | 3,020  % | 1,607  % | 4,225  % | 4,122  % | 4,395  % | 3,609  % |
| 68 | 3,037  % | 1,641  % | 4,225  % | 4,123  % | 4,392  % | 3,618  % |
| 69 | 3,054  % | 1,675  % | 4,224  % | 4,124  % | 4,389  % | 3,626  % |
| 70 | 3,070  % | 1,708  % | 4,224  % | 4,125  % | 4,387  % | 3,634  % |
| 71 | 3,086  % | 1,741  % | 4,224  % | 4,126  % | 4,384  % | 3,642  % |
| 72 | 3,101  % | 1,773  % | 4,224  % | 4,128  % | 4,381  % | 3,650  % |
| 73 | 3,116  % | 1,804  % | 4,223  % | 4,129  % | 4,379  % | 3,657  % |
| 74 | 3,131  % | 1,835  % | 4,223  % | 4,130  % | 4,377  % | 3,665  % |
| 75 | 3,145  % | 1,865  % | 4,223  % | 4,131  % | 4,374  % | 3,672  % |
| 76 | 3,159  % | 1,894  % | 4,223  % | 4,132  % | 4,372  % | 3,679  % |
| 77 | 3,172  % | 1,923  % | 4,222  % | 4,132  % | 4,370  % | 3,685  % |
| 78 | 3,185  % | 1,951  % | 4,222  % | 4,133  % | 4,368  % | 3,692  % |
| 79 | 3,198  % | 1,979  % | 4,222  % | 4,134  % | 4,366  % | 3,698  % |
| 80 | 3,211  % | 2,006  % | 4,222  % | 4,135  % | 4,364  % | 3,705  % |
| 81 | 3,223  % | 2,032  % | 4,221  % | 4,136  % | 4,362  % | 3,711  % |
| 82 | 3,235  % | 2,058  % | 4,221  % | 4,137  % | 4,360  % | 3,717  % |
| 83 | 3,246  % | 2,083  % | 4,221  % | 4,137  % | 4,358  % | 3,722  % |
| 84 | 3,258  % | 2,108  % | 4,221  % | 4,138  % | 4,356  % | 3,728  % |
| 85 | 3,269  % | 2,132  % | 4,220  % | 4,139  % | 4,354  % | 3,734  % |
| 86 | 3,279  % | 2,155  % | 4,220  % | 4,140  % | 4,352  % | 3,739  % |
| 87 | 3,290  % | 2,178  % | 4,220  % | 4,140  % | 4,351  % | 3,744  % |
| 88 | 3,300  % | 2,201  % | 4,220  % | 4,141  % | 4,349  % | 3,749  % |
| 89 | 3,310  % | 2,223  % | 4,220  % | 4,142  % | 4,347  % | 3,755  % |
| 90 | 3,320  % | 2,245  % | 4,219  % | 4,142  % | 4,346  % | 3,759  % |
| 91 | 3,330  % | 2,266  % | 4,219  % | 4,143  % | 4,344  % | 3,764  % |
| 92 | 3,339  % | 2,287  % | 4,219  % | 4,144  % | 4,342  % | 3,769  % |
| 93 | 3,348  % | 2,307  % | 4,219  % | 4,144  % | 4,341  % | 3,774  % |
| 94 | 3,357  % | 2,327  % | 4,219  % | 4,145  % | 4,339  % | 3,778  % |
| 95 | 3,366  % | 2,346  % | 4,218  % | 4,146  % | 4,338  % | 3,783  % |
| 96 | 3,375  % | 2,365  % | 4,218  % | 4,146  % | 4,337  % | 3,787  % |
| 97 | 3,383  % | 2,384  % | 4,218  % | 4,147  % | 4,335  % | 3,791  % |
| 98 | 3,392  % | 2,402  % | 4,218  % | 4,147  % | 4,334  % | 3,795  % |
| 99 | 3,400  % | 2,420  % | 4,218  % | 4,148  % | 4,332  % | 3,799  % |
| 100 | 3,408  % | 2,438  % | 4,217  % | 4,148  % | 4,331  % | 3,803  % |
| 101 | 3,416  % | 2,455  % | 4,217  % | 4,149  % | 4,330  % | 3,807  % |
| 102 | 3,423  % | 2,472  % | 4,217  % | 4,149  % | 4,329  % | 3,811  % |
| 103 | 3,431  % | 2,489  % | 4,217  % | 4,150  % | 4,327  % | 3,815  % |
| 104 | 3,438  % | 2,505  % | 4,217  % | 4,150  % | 4,326  % | 3,819  % |
| 105 | 3,445  % | 2,521  % | 4,217  % | 4,151  % | 4,325  % | 3,822  % |
| 106 | 3,452  % | 2,537  % | 4,216  % | 4,151  % | 4,324  % | 3,826  % |
| 107 | 3,459  % | 2,552  % | 4,216  % | 4,152  % | 4,323  % | 3,829  % |
| 108 | 3,466  % | 2,567  % | 4,216  % | 4,152  % | 4,321  % | 3,833  % |
| 109 | 3,473  % | 2,582  % | 4,216  % | 4,153  % | 4,320  % | 3,836  % |
| 110 | 3,480  % | 2,597  % | 4,216  % | 4,153  % | 4,319  % | 3,839  % |
| 111 | 3,486  % | 2,611  % | 4,216  % | 4,153  % | 4,318  % | 3,843  % |
| 112 | 3,492  % | 2,625  % | 4,216  % | 4,154  % | 4,317  % | 3,846  % |
| 113 | 3,499  % | 2,639  % | 4,215  % | 4,154  % | 4,316  % | 3,849  % |
| 114 | 3,505  % | 2,653  % | 4,215  % | 4,155  % | 4,315  % | 3,852  % |
| 115 | 3,511  % | 2,666  % | 4,215  % | 4,155  % | 4,314  % | 3,855  % |
| 116 | 3,517  % | 2,679  % | 4,215  % | 4,155  % | 4,313  % | 3,858  % |
| 117 | 3,522  % | 2,692  % | 4,215  % | 4,156  % | 4,312  % | 3,861  % |
| 118 | 3,528  % | 2,705  % | 4,215  % | 4,156  % | 4,311  % | 3,864  % |
| 119 | 3,534  % | 2,717  % | 4,215  % | 4,157  % | 4,310  % | 3,867  % |
| 120 | 3,539  % | 2,729  % | 4,215  % | 4,157  % | 4,309  % | 3,869  % |
| 121 | 3,545  % | 2,742  % | 4,214  % | 4,157  % | 4,308  % | 3,872  % |
| 122 | 3,550  % | 2,753  % | 4,214  % | 4,158  % | 4,307  % | 3,875  % |
| 123 | 3,555  % | 2,765  % | 4,214  % | 4,158  % | 4,307  % | 3,877  % |
| 124 | 3,561  % | 2,777  % | 4,214  % | 4,158  % | 4,306  % | 3,880  % |
| 125 | 3,566  % | 2,788  % | 4,214  % | 4,159  % | 4,305  % | 3,883  % |
| 126 | 3,571  % | 2,799  % | 4,214  % | 4,159  % | 4,304  % | 3,885  % |
| 127 | 3,576  % | 2,810  % | 4,214  % | 4,159  % | 4,303  % | 3,888  % |
| 128 | 3,581  % | 2,821  % | 4,214  % | 4,160  % | 4,302  % | 3,890  % |
| 129 | 3,585  % | 2,831  % | 4,214  % | 4,160  % | 4,302  % | 3,892  % |
| 130 | 3,590  % | 2,842  % | 4,213  % | 4,160  % | 4,301  % | 3,895  % |
| 131 | 3,595  % | 2,852  % | 4,213  % | 4,161  % | 4,300  % | 3,897  % |
| 132 | 3,599  % | 2,862  % | 4,213  % | 4,161  % | 4,299  % | 3,899  % |
| 133 | 3,604  % | 2,872  % | 4,213  % | 4,161  % | 4,299  % | 3,902  % |
| 134 | 3,608  % | 2,882  % | 4,213  % | 4,162  % | 4,298  % | 3,904  % |
| 135 | 3,613  % | 2,892  % | 4,213  % | 4,162  % | 4,297  % | 3,906  % |
| 136 | 3,617  % | 2,901  % | 4,213  % | 4,162  % | 4,296  % | 3,908  % |
| 137 | 3,621  % | 2,911  % | 4,213  % | 4,162  % | 4,296  % | 3,910  % |
| 138 | 3,625  % | 2,920  % | 4,213  % | 4,163  % | 4,295  % | 3,912  % |
| 139 | 3,629  % | 2,929  % | 4,213  % | 4,163  % | 4,294  % | 3,915  % |
| 140 | 3,633  % | 2,938  % | 4,212  % | 4,163  % | 4,294  % | 3,917  % |
| 141 | 3,637  % | 2,947  % | 4,212  % | 4,163  % | 4,293  % | 3,919  % |
| 142 | 3,641  % | 2,956  % | 4,212  % | 4,164  % | 4,292  % | 3,921  % |
| 143 | 3,645  % | 2,965  % | 4,212  % | 4,164  % | 4,292  % | 3,922  % |
| 144 | 3,649  % | 2,973  % | 4,212  % | 4,164  % | 4,291  % | 3,924  % |
| 145 | 3,653  % | 2,982  % | 4,212  % | 4,164  % | 4,290  % | 3,926  % |
| 146 | 3,657  % | 2,990  % | 4,212  % | 4,165  % | 4,290  % | 3,928  % |
| 147 | 3,660  % | 2,998  % | 4,212  % | 4,165  % | 4,289  % | 3,930  % |
| 148 | 3,664  % | 3,006  % | 4,212  % | 4,165  % | 4,289  % | 3,932  % |
| 149 | 3,668  % | 3,014  % | 4,212  % | 4,165  % | 4,288  % | 3,934  % |
| 150 | 3,671  % | 3,022  % | 4,212  % | 4,166  % | 4,287  % | 3,935  % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

-0,352  %

0,382  %

0,971  %

1,480  %

4,871  %

1,005  %

2

-0,311  %

0,439  %

1,404  %

1,967  %

4,890  %

1,186  %

3

-0,258  %

0,520  %

1,831  %

2,305  %

4,910  %

1,257  %

4

-0,173  %

0,607  %

2,227  %

2,583  %

4,906  %

1,358  %

5

-0,074  %

0,694  %

2,589  %

2,843  %

4,892  %

1,461  %

6

0,041  %

0,781  %

2,914  %

3,109  %

4,880  %

1,564  %

7

0,165  %

0,873  %

3,171  %

3,240  %

4,872  %

1,658  %

8

0,290  %

0,948  %

3,352  %

3,371  %

4,865  %

1,747  %

9

0,411  %

1,017  %

3,496  %

3,472  %

4,855  %

1,816  %

10

0,520  %

1,079  %

3,624  %

3,551  %

4,843  %

1,874  %

11

0,619  %

1,135  %

3,728  %

3,616  %

4,830  %

1,937  %

12

0,709  %

1,170  %

3,812  %

3,669  %

4,816  %

2,004  %

13

0,789  %

1,209  %

3,879  %

3,715  %

4,801  %

2,072  %

14

0,856  %

1,240  %

3,935  %

3,753  %

4,786  %

2,141  %

15

0,907  %

1,263  %

3,981  %

3,787  %

4,772  %

2,208  %

16

0,941  %

1,282  %

4,019  %

3,816  %

4,757  %

2,273  %

17

0,967  %

1,295  %

4,050  %

3,841  %

4,743  %

2,337  %

18

0,993  %

1,302  %

4,077  %

3,864  %

4,729  %

2,398  %

19

1,025  %

1,307  %

4,100  %

3,884  %

4,715  %

2,457  %

20

1,065  %

1,316  %

4,119  %

3,901  %

4,702  %

2,513  %

21

1,116  %

1,318  %

4,135  %

3,918  %

4,689  %

2,567  %

22

1,175  %

1,314  %

4,149  %

3,932  %

4,677  %

2,618  %

23

1,240  %

1,307  %

4,161  %

3,945  %

4,665  %

2,667  %

24

1,307  %

1,298  %

4,171  %

3,957  %

4,653  %

2,714  %

25

1,376  %

1,290  %

4,180  %

3,968  %

4,642  %

2,758  %

26

1,446  %

1,283  %

4,188  %

3,978  %

4,631  %

2,801  %

27

1,515  %

1,277  %

4,194  %

3,988  %

4,620  %

2,841  %

28

1,583  %

1,272  %

4,200  %

3,996  %

4,610  %

2,880  %

29

1,650  %

1,267  %

4,205  %

4,004  %

4,600  %

2,917  %

30

1,715  %

1,264  %

4,209  %

4,012  %

4,591  %

2,952  %

31

1,778  %

1,260  %

4,212  %

4,018  %

4,581  %

2,986  %

32

1,839  %

1,255  %

4,215  %

4,025  %

4,573  %

3,018  %

33

1,899  %

1,248  %

4,218  %

4,031  %

4,564  %

3,049  %

34

1,956  %

1,239  %

4,220  %

4,036  %

4,556  %

3,078  %

35

2,011  %

1,227  %

4,222  %

4,042  %

4,548  %

3,106  %

36

2,064  %

1,211  %

4,223  %

4,047  %

4,540  %

3,133  %

37

2,115  %

1,194  %

4,225  %

4,051  %

4,533  %

3,159  %

38

2,165  %

1,179  %

4,226  %

4,056  %

4,526  %

3,184  %

39

2,212  %

1,166  %

4,227  %

4,060  %

4,519  %

3,208  %

40

2,257  %

1,157  %

4,227  %

4,064  %

4,512  %

3,230  %

41

2,301  %

1,152  %

4,228  %

4,067  %

4,506  %

3,252  %

42

2,343  %

1,148  %

4,228  %

4,071  %

4,499  %

3,273  %

43

2,384  %

1,144  %

4,229  %

4,074  %

4,493  %

3,293  %

44

2,423  %

1,138  %

4,229  %

4,077  %

4,488  %

3,312  %

45

2,460  %

1,129  %

4,229  %

4,080  %

4,482  %

3,331  %

46

2,496  %

1,115  %

4,229  %

4,083  %

4,477  %

3,349  %

47

2,531  %

1,100  %

4,229  %

4,086  %

4,471  %

3,366  %

48

2,564  %

1,088  %

4,229  %

4,088  %

4,466  %

3,383  %

49

2,596  %

1,081  %

4,229  %

4,091  %

4,461  %

3,398  %

50

2,627  %

1,082  %

4,229  %

4,093  %

4,457  %

3,414  %

51

2,657  %

1,091  %

4,229  %

4,095  %

4,452  %

3,429  %

52

2,686  %

1,107  %

4,229  %

4,098  %

4,448  %

3,443  %

53

2,714  %

1,129  %

4,229  %

4,100  %

4,443  %

3,457  %

54

2,741  %

1,155  %

4,229  %

4,102  %

4,439  %

3,470  %

55

2,767  %

1,184  %

4,228  %

4,104  %

4,435  %

3,483  %

56

2,792  %

1,215  %

4,228  %

4,106  %

4,431  %

3,496  %

57

2,816  %

1,249  %

4,228  %

4,107  %

4,427  %

3,508  %

58

2,840  %

1,283  %

4,228  %

4,109  %

4,424  %

3,519  %

59

2,862  %

1,319  %

4,227  %

4,111  %

4,420  %

3,531  %

60

2,884  %

1,355  %

4,227  %

4,112  %

4,416  %

3,542  %

61

2,905  %

1,391  %

4,227  %

4,114  %

4,413  %

3,552  %

62

2,926  %

1,428  %

4,226  %

4,115  %

4,410  %

3,562  %

63

2,946  %

1,464  %

4,226  %

4,117  %

4,407  %

3,572  %

64

2,965  %

1,500  %

4,226  %

4,118  %

4,403  %

3,582  %

65

2,984  %

1,536  %

4,226  %

4,119  %

4,400  %

3,591  %

66

3,002  %

1,572  %

4,225  %

4,121  %

4,397  %

3,601  %

67

3,020  %

1,607  %

4,225  %

4,122  %

4,395  %

3,609  %

68

3,037  %

1,641  %

4,225  %

4,123  %

4,392  %

3,618  %

69

3,054  %

1,675  %

4,224  %

4,124  %

4,389  %

3,626  %

70

3,070  %

1,708  %

4,224  %

4,125  %

4,387  %

3,634  %

71

3,086  %

1,741  %

4,224  %

4,126  %

4,384  %

3,642  %

72

3,101  %

1,773  %

4,224  %

4,128  %

4,381  %

3,650  %

73

3,116  %

1,804  %

4,223  %

4,129  %

4,379  %

3,657  %

74

3,131  %

1,835  %

4,223  %

4,130  %

4,377  %

3,665  %

75

3,145  %

1,865  %

4,223  %

4,131  %

4,374  %

3,672  %

76

3,159  %

1,894  %

4,223  %

4,132  %

4,372  %

3,679  %

77

3,172  %

1,923  %

4,222  %

4,132  %

4,370  %

3,685  %

78

3,185  %

1,951  %

4,222  %

4,133  %

4,368  %

3,692  %

79

3,198  %

1,979  %

4,222  %

4,134  %

4,366  %

3,698  %

80

3,211  %

2,006  %

4,222  %

4,135  %

4,364  %

3,705  %

81

3,223  %

2,032  %

4,221  %

4,136  %

4,362  %

3,711  %

82

3,235  %

2,058  %

4,221  %

4,137  %

4,360  %

3,717  %

83

3,246  %

2,083  %

4,221  %

4,137  %

4,358  %

3,722  %

84

3,258  %

2,108  %

4,221  %

4,138  %

4,356  %

3,728  %

85

3,269  %

2,132  %

4,220  %

4,139  %

4,354  %

3,734  %

86

3,279  %

2,155  %

4,220  %

4,140  %

4,352  %

3,739  %

87

3,290  %

2,178  %

4,220  %

4,140  %

4,351  %

3,744  %

88

3,300  %

2,201  %

4,220  %

4,141  %

4,349  %

3,749  %

89

3,310  %

2,223  %

4,220  %

4,142  %

4,347  %

3,755  %

90

3,320  %

2,245  %

4,219  %

4,142  %

4,346  %

3,759  %

91

3,330  %

2,266  %

4,219  %

4,143  %

4,344  %

3,764  %

92

3,339  %

2,287  %

4,219  %

4,144  %

4,342  %

3,769  %

93

3,348  %

2,307  %

4,219  %

4,144  %

4,341  %

3,774  %

94

3,357  %

2,327  %

4,219  %

4,145  %

4,339  %

3,778  %

95

3,366  %

2,346  %

4,218  %

4,146  %

4,338  %

3,783  %

96

3,375  %

2,365  %

4,218  %

4,146  %

4,337  %

3,787  %

97

3,383  %

2,384  %

4,218  %

4,147  %

4,335  %

3,791  %

98

3,392  %

2,402  %

4,218  %

4,147  %

4,334  %

3,795  %

99

3,400  %

2,420  %

4,218  %

4,148  %

4,332  %

3,799  %

100

3,408  %

2,438  %

4,217  %

4,148  %

4,331  %

3,803  %

101

3,416  %

2,455  %

4,217  %

4,149  %

4,330  %

3,807  %

102

3,423  %

2,472  %

4,217  %

4,149  %

4,329  %

3,811  %

103

3,431  %

2,489  %

4,217  %

4,150  %

4,327  %

3,815  %

104

3,438  %

2,505  %

4,217  %

4,150  %

4,326  %

3,819  %

105

3,445  %

2,521  %

4,217  %

4,151  %

4,325  %

3,822  %

106

3,452  %

2,537  %

4,216  %

4,151  %

4,324  %

3,826  %

107

3,459  %

2,552  %

4,216  %

4,152  %

4,323  %

3,829  %

108

3,466  %

2,567  %

4,216  %

4,152  %

4,321  %

3,833  %

109

3,473  %

2,582  %

4,216  %

4,153  %

4,320  %

3,836  %

110

3,480  %

2,597  %

4,216  %

4,153  %

4,319  %

3,839  %

111

3,486  %

2,611  %

4,216  %

4,153  %

4,318  %

3,843  %

112

3,492  %

2,625  %

4,216  %

4,154  %

4,317  %

3,846  %

113

3,499  %

2,639  %

4,215  %

4,154  %

4,316  %

3,849  %

114

3,505  %

2,653  %

4,215  %

4,155  %

4,315  %

3,852  %

115

3,511  %

2,666  %

4,215  %

4,155  %

4,314  %

3,855  %

116

3,517  %

2,679  %

4,215  %

4,155  %

4,313  %

3,858  %

117

3,522  %

2,692  %

4,215  %

4,156  %

4,312  %

3,861  %

118

3,528  %

2,705  %

4,215  %

4,156  %

4,311  %

3,864  %

119

3,534  %

2,717  %

4,215  %

4,157  %

4,310  %

3,867  %

120

3,539  %

2,729  %

4,215  %

4,157  %

4,309  %

3,869  %

121

3,545  %

2,742  %

4,214  %

4,157  %

4,308  %

3,872  %

122

3,550  %

2,753  %

4,214  %

4,158  %

4,307  %

3,875  %

123

3,555  %

2,765  %

4,214  %

4,158  %

4,307  %

3,877  %

124

3,561  %

2,777  %

4,214  %

4,158  %

4,306  %

3,880  %

125

3,566  %

2,788  %

4,214  %

4,159  %

4,305  %

3,883  %

126

3,571  %

2,799  %

4,214  %

4,159  %

4,304  %

3,885  %

127

3,576  %

2,810  %

4,214  %

4,159  %

4,303  %

3,888  %

128

3,581  %

2,821  %

4,214  %

4,160  %

4,302  %

3,890  %

129

3,585  %

2,831  %

4,214  %

4,160  %

4,302  %

3,892  %

130

3,590  %

2,842  %

4,213  %

4,160  %

4,301  %

3,895  %

131

3,595  %

2,852  %

4,213  %

4,161  %

4,300  %

3,897  %

132

3,599  %

2,862  %

4,213  %

4,161  %

4,299  %

3,899  %

133

3,604  %

2,872  %

4,213  %

4,161  %

4,299  %

3,902  %

134

3,608  %

2,882  %

4,213  %

4,162  %

4,298  %

3,904  %

135

3,613  %

2,892  %

4,213  %

4,162  %

4,297  %

3,906  %

136

3,617  %

2,901  %

4,213  %

4,162  %

4,296  %

3,908  %

137

3,621  %

2,911  %

4,213  %

4,162  %

4,296  %

3,910  %

138

3,625  %

2,920  %

4,213  %

4,163  %

4,295  %

3,912  %

139

3,629  %

2,929  %

4,213  %

4,163  %

4,294  %

3,915  %

140

3,633  %

2,938  %

4,212  %

4,163  %

4,294  %

3,917  %

141

3,637  %

2,947  %

4,212  %

4,163  %

4,293  %

3,919  %

142

3,641  %

2,956  %

4,212  %

4,164  %

4,292  %

3,921  %

143

3,645  %

2,965  %

4,212  %

4,164  %

4,292  %

3,922  %

144

3,649  %

2,973  %

4,212  %

4,164  %

4,291  %

3,924  %

145

3,653  %

2,982  %

4,212  %

4,164  %

4,290  %

3,926  %

146

3,657  %

2,990  %

4,212  %

4,165  %

4,290  %

3,928  %

147

3,660  %

2,998  %

4,212  %

4,165  %

4,289  %

3,930  %

148

3,664  %

3,006  %

4,212  %

4,165  %

4,289  %

3,932  %

149

3,668  %

3,014  %

4,212  %

4,165  %

4,288  %

3,934  %

150

3,671  %

3,022  %

4,212  %

4,166  %

4,287  %

3,935  %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | -0,768  % | 1,897  % | 1,370  % | 0,774  % | 2,799  % | 5,636  % |
| 2 | -0,703  % | 2,037  % | 1,553  % | 0,902  % | 2,789  % | 5,677  % |
| 3 | -0,626  % | 2,180  % | 1,758  % | 1,040  % | 2,915  % | 5,925  % |
| 4 | -0,529  % | 2,322  % | 1,960  % | 1,179  % | 3,116  % | 6,049  % |
| 5 | -0,421  % | 2,440  % | 2,111  % | 1,269  % | 3,354  % | 6,106  % |
| 6 | -0,297  % | 2,549  % | 2,250  % | 1,369  % | 3,538  % | 6,218  % |
| 7 | -0,192  % | 2,635  % | 2,366  % | 1,464  % | 3,683  % | 6,331  % |
| 8 | -0,119  % | 2,716  % | 2,450  % | 1,564  % | 3,808  % | 6,445  % |
| 9 | -0,013  % | 2,787  % | 2,520  % | 1,665  % | 3,914  % | 6,569  % |
| 10 | 0,049  % | 2,842  % | 2,593  % | 1,786  % | 4,001  % | 6,664  % |
| 11 | 0,135  % | 2,899  % | 2,674  % | 1,871  % | 4,069  % | 6,719  % |
| 12 | 0,204  % | 2,957  % | 2,752  % | 1,941  % | 4,123  % | 6,741  % |
| 13 | 0,248  % | 3,011  % | 2,818  % | 2,019  % | 4,165  % | 6,741  % |
| 14 | 0,276  % | 3,058  % | 2,875  % | 2,097  % | 4,199  % | 6,723  % |
| 15 | 0,338  % | 3,097  % | 2,925  % | 2,164  % | 4,226  % | 6,694  % |
| 16 | 0,389  % | 3,129  % | 2,973  % | 2,213  % | 4,248  % | 6,655  % |
| 17 | 0,420  % | 3,155  % | 3,017  % | 2,245  % | 4,265  % | 6,610  % |
| 18 | 0,439  % | 3,178  % | 3,059  % | 2,264  % | 4,280  % | 6,560  % |
| 19 | 0,450  % | 3,198  % | 3,098  % | 2,270  % | 4,291  % | 6,508  % |
| 20 | 0,457  % | 3,217  % | 3,135  % | 2,265  % | 4,300  % | 6,453  % |
| 21 | 0,463  % | 3,237  % | 3,170  % | 2,251  % | 4,308  % | 6,398  % |
| 22 | 0,470  % | 3,254  % | 3,203  % | 2,233  % | 4,313  % | 6,343  % |
| 23 | 0,482  % | 3,268  % | 3,235  % | 2,212  % | 4,318  % | 6,287  % |
| 24 | 0,500  % | 3,277  % | 3,264  % | 2,193  % | 4,321  % | 6,233  % |
| 25 | 0,525  % | 3,281  % | 3,292  % | 2,176  % | 4,324  % | 6,179  % |
| 26 | 0,559  % | 3,279  % | 3,319  % | 2,163  % | 4,326  % | 6,127  % |
| 27 | 0,598  % | 3,274  % | 3,345  % | 2,155  % | 4,327  % | 6,076  % |
| 28 | 0,643  % | 3,269  % | 3,369  % | 2,153  % | 4,327  % | 6,026  % |
| 29 | 0,690  % | 3,264  % | 3,392  % | 2,157  % | 4,328  % | 5,978  % |
| 30 | 0,739  % | 3,262  % | 3,414  % | 2,167  % | 4,327  % | 5,932  % |
| 31 | 0,789  % | 3,263  % | 3,435  % | 2,183  % | 4,327  % | 5,887  % |
| 32 | 0,840  % | 3,267  % | 3,455  % | 2,204  % | 4,326  % | 5,844  % |
| 33 | 0,890  % | 3,274  % | 3,474  % | 2,229  % | 4,325  % | 5,802  % |
| 34 | 0,940  % | 3,283  % | 3,492  % | 2,257  % | 4,324  % | 5,762  % |
| 35 | 0,989  % | 3,293  % | 3,509  % | 2,287  % | 4,323  % | 5,724  % |
| 36 | 1,037  % | 3,304  % | 3,526  % | 2,318  % | 4,322  % | 5,686  % |
| 37 | 1,084  % | 3,316  % | 3,542  % | 2,350  % | 4,321  % | 5,651  % |
| 38 | 1,130  % | 3,329  % | 3,557  % | 2,383  % | 4,319  % | 5,616  % |
| 39 | 1,175  % | 3,342  % | 3,572  % | 2,416  % | 4,318  % | 5,583  % |
| 40 | 1,219  % | 3,356  % | 3,586  % | 2,448  % | 4,316  % | 5,552  % |
| 41 | 1,261  % | 3,370  % | 3,600  % | 2,481  % | 4,314  % | 5,521  % |
| 42 | 1,302  % | 3,383  % | 3,613  % | 2,513  % | 4,313  % | 5,492  % |
| 43 | 1,341  % | 3,397  % | 3,625  % | 2,545  % | 4,311  % | 5,464  % |
| 44 | 1,379  % | 3,411  % | 3,637  % | 2,576  % | 4,310  % | 5,436  % |
| 45 | 1,416  % | 3,424  % | 3,649  % | 2,606  % | 4,308  % | 5,410  % |
| 46 | 1,452  % | 3,438  % | 3,660  % | 2,636  % | 4,306  % | 5,385  % |
| 47 | 1,487  % | 3,451  % | 3,671  % | 2,665  % | 4,305  % | 5,361  % |
| 48 | 1,520  % | 3,464  % | 3,681  % | 2,693  % | 4,303  % | 5,338  % |
| 49 | 1,552  % | 3,476  % | 3,691  % | 2,721  % | 4,302  % | 5,315  % |
| 50 | 1,584  % | 3,489  % | 3,701  % | 2,747  % | 4,300  % | 5,293  % |
| 51 | 1,614  % | 3,501  % | 3,710  % | 2,773  % | 4,299  % | 5,272  % |
| 52 | 1,643  % | 3,513  % | 3,719  % | 2,799  % | 4,297  % | 5,252  % |
| 53 | 1,671  % | 3,524  % | 3,728  % | 2,823  % | 4,296  % | 5,233  % |
| 54 | 1,698  % | 3,536  % | 3,736  % | 2,847  % | 4,294  % | 5,214  % |
| 55 | 1,725  % | 3,547  % | 3,744  % | 2,870  % | 4,293  % | 5,196  % |
| 56 | 1,750  % | 3,557  % | 3,752  % | 2,893  % | 4,291  % | 5,178  % |
| 57 | 1,775  % | 3,568  % | 3,760  % | 2,915  % | 4,290  % | 5,161  % |
| 58 | 1,799  % | 3,578  % | 3,767  % | 2,936  % | 4,289  % | 5,145  % |
| 59 | 1,822  % | 3,588  % | 3,774  % | 2,956  % | 4,287  % | 5,129  % |
| 60 | 1,845  % | 3,597  % | 3,781  % | 2,976  % | 4,286  % | 5,114  % |
| 61 | 1,866  % | 3,607  % | 3,788  % | 2,996  % | 4,285  % | 5,099  % |
| 62 | 1,888  % | 3,616  % | 3,794  % | 3,014  % | 4,284  % | 5,084  % |
| 63 | 1,908  % | 3,625  % | 3,801  % | 3,033  % | 4,282  % | 5,070  % |
| 64 | 1,928  % | 3,633  % | 3,807  % | 3,051  % | 4,281  % | 5,057  % |
| 65 | 1,947  % | 3,642  % | 3,813  % | 3,068  % | 4,280  % | 5,044  % |
| 66 | 1,966  % | 3,650  % | 3,818  % | 3,085  % | 4,279  % | 5,031  % |
| 67 | 1,984  % | 3,658  % | 3,824  % | 3,101  % | 4,278  % | 5,019  % |
| 68 | 2,002  % | 3,666  % | 3,829  % | 3,117  % | 4,277  % | 5,007  % |
| 69 | 2,019  % | 3,673  % | 3,835  % | 3,132  % | 4,276  % | 4,995  % |
| 70 | 2,036  % | 3,680  % | 3,840  % | 3,147  % | 4,275  % | 4,984  % |
| 71 | 2,052  % | 3,688  % | 3,845  % | 3,162  % | 4,274  % | 4,973  % |
| 72 | 2,068  % | 3,695  % | 3,850  % | 3,176  % | 4,273  % | 4,962  % |
| 73 | 2,083  % | 3,701  % | 3,855  % | 3,190  % | 4,272  % | 4,951  % |
| 74 | 2,098  % | 3,708  % | 3,859  % | 3,203  % | 4,271  % | 4,941  % |
| 75 | 2,113  % | 3,714  % | 3,864  % | 3,217  % | 4,270  % | 4,931  % |
| 76 | 2,127  % | 3,721  % | 3,868  % | 3,229  % | 4,269  % | 4,922  % |
| 77 | 2,141  % | 3,727  % | 3,872  % | 3,242  % | 4,268  % | 4,912  % |
| 78 | 2,154  % | 3,733  % | 3,876  % | 3,254  % | 4,267  % | 4,903  % |
| 79 | 2,167  % | 3,739  % | 3,881  % | 3,266  % | 4,267  % | 4,894  % |
| 80 | 2,180  % | 3,744  % | 3,884  % | 3,278  % | 4,266  % | 4,886  % |
| 81 | 2,193  % | 3,750  % | 3,888  % | 3,289  % | 4,265  % | 4,877  % |
| 82 | 2,205  % | 3,755  % | 3,892  % | 3,300  % | 4,264  % | 4,869  % |
| 83 | 2,217  % | 3,761  % | 3,896  % | 3,311  % | 4,263  % | 4,861  % |
| 84 | 2,228  % | 3,766  % | 3,899  % | 3,321  % | 4,263  % | 4,853  % |
| 85 | 2,240  % | 3,771  % | 3,903  % | 3,331  % | 4,262  % | 4,845  % |
| 86 | 2,251  % | 3,776  % | 3,906  % | 3,341  % | 4,261  % | 4,838  % |
| 87 | 2,262  % | 3,781  % | 3,910  % | 3,351  % | 4,261  % | 4,830  % |
| 88 | 2,272  % | 3,786  % | 3,913  % | 3,361  % | 4,260  % | 4,823  % |
| 89 | 2,283  % | 3,790  % | 3,916  % | 3,370  % | 4,259  % | 4,816  % |
| 90 | 2,293  % | 3,795  % | 3,919  % | 3,379  % | 4,259  % | 4,809  % |
| 91 | 2,303  % | 3,799  % | 3,922  % | 3,388  % | 4,258  % | 4,803  % |
| 92 | 2,312  % | 3,804  % | 3,925  % | 3,397  % | 4,257  % | 4,796  % |
| 93 | 2,322  % | 3,808  % | 3,928  % | 3,406  % | 4,257  % | 4,790  % |
| 94 | 2,331  % | 3,812  % | 3,931  % | 3,414  % | 4,256  % | 4,783  % |
| 95 | 2,340  % | 3,816  % | 3,934  % | 3,422  % | 4,256  % | 4,777  % |
| 96 | 2,349  % | 3,820  % | 3,937  % | 3,431  % | 4,255  % | 4,771  % |
| 97 | 2,358  % | 3,824  % | 3,940  % | 3,438  % | 4,254  % | 4,765  % |
| 98 | 2,367  % | 3,828  % | 3,942  % | 3,446  % | 4,254  % | 4,759  % |
| 99 | 2,375  % | 3,831  % | 3,945  % | 3,454  % | 4,253  % | 4,754  % |
| 100 | 2,383  % | 3,835  % | 3,947  % | 3,461  % | 4,253  % | 4,748  % |
| 101 | 2,391  % | 3,839  % | 3,950  % | 3,468  % | 4,252  % | 4,743  % |
| 102 | 2,399  % | 3,842  % | 3,952  % | 3,476  % | 4,252  % | 4,737  % |
| 103 | 2,407  % | 3,846  % | 3,955  % | 3,483  % | 4,251  % | 4,732  % |
| 104 | 2,414  % | 3,849  % | 3,957  % | 3,489  % | 4,251  % | 4,727  % |
| 105 | 2,422  % | 3,852  % | 3,959  % | 3,496  % | 4,250  % | 4,722  % |
| 106 | 2,429  % | 3,856  % | 3,962  % | 3,503  % | 4,250  % | 4,717  % |
| 107 | 2,436  % | 3,859  % | 3,964  % | 3,509  % | 4,249  % | 4,712  % |
| 108 | 2,443  % | 3,862  % | 3,966  % | 3,516  % | 4,249  % | 4,707  % |
| 109 | 2,450  % | 3,865  % | 3,968  % | 3,522  % | 4,248  % | 4,703  % |
| 110 | 2,457  % | 3,868  % | 3,970  % | 3,528  % | 4,248  % | 4,698  % |
| 111 | 2,464  % | 3,871  % | 3,972  % | 3,534  % | 4,248  % | 4,694  % |
| 112 | 2,470  % | 3,874  % | 3,974  % | 3,540  % | 4,247  % | 4,689  % |
| 113 | 2,477  % | 3,877  % | 3,976  % | 3,546  % | 4,247  % | 4,685  % |
| 114 | 2,483  % | 3,880  % | 3,978  % | 3,552  % | 4,246  % | 4,681  % |
| 115 | 2,489  % | 3,883  % | 3,980  % | 3,557  % | 4,246  % | 4,676  % |
| 116 | 2,495  % | 3,885  % | 3,982  % | 3,563  % | 4,246  % | 4,672  % |
| 117 | 2,501  % | 3,888  % | 3,984  % | 3,568  % | 4,245  % | 4,668  % |
| 118 | 2,507  % | 3,891  % | 3,986  % | 3,574  % | 4,245  % | 4,664  % |
| 119 | 2,513  % | 3,893  % | 3,988  % | 3,579  % | 4,244  % | 4,660  % |
| 120 | 2,519  % | 3,896  % | 3,989  % | 3,584  % | 4,244  % | 4,657  % |
| 121 | 2,524  % | 3,898  % | 3,991  % | 3,589  % | 4,244  % | 4,653  % |
| 122 | 2,530  % | 3,901  % | 3,993  % | 3,594  % | 4,243  % | 4,649  % |
| 123 | 2,535  % | 3,903  % | 3,995  % | 3,599  % | 4,243  % | 4,645  % |
| 124 | 2,541  % | 3,906  % | 3,996  % | 3,604  % | 4,243  % | 4,642  % |
| 125 | 2,546  % | 3,908  % | 3,998  % | 3,608  % | 4,242  % | 4,638  % |
| 126 | 2,551  % | 3,910  % | 3,999  % | 3,613  % | 4,242  % | 4,635  % |
| 127 | 2,556  % | 3,913  % | 4,001  % | 3,618  % | 4,242  % | 4,631  % |
| 128 | 2,561  % | 3,915  % | 4,003  % | 3,622  % | 4,241  % | 4,628  % |
| 129 | 2,566  % | 3,917  % | 4,004  % | 3,627  % | 4,241  % | 4,625  % |
| 130 | 2,571  % | 3,919  % | 4,006  % | 3,631  % | 4,241  % | 4,621  % |
| 131 | 2,576  % | 3,921  % | 4,007  % | 3,636  % | 4,240  % | 4,618  % |
| 132 | 2,581  % | 3,923  % | 4,008  % | 3,640  % | 4,240  % | 4,615  % |
| 133 | 2,585  % | 3,926  % | 4,010  % | 3,644  % | 4,240  % | 4,612  % |
| 134 | 2,590  % | 3,928  % | 4,011  % | 3,648  % | 4,239  % | 4,609  % |
| 135 | 2,594  % | 3,930  % | 4,013  % | 3,652  % | 4,239  % | 4,606  % |
| 136 | 2,599  % | 3,932  % | 4,014  % | 3,656  % | 4,239  % | 4,603  % |
| 137 | 2,603  % | 3,934  % | 4,015  % | 3,660  % | 4,239  % | 4,600  % |
| 138 | 2,607  % | 3,935  % | 4,017  % | 3,664  % | 4,238  % | 4,597  % |
| 139 | 2,612  % | 3,937  % | 4,018  % | 3,668  % | 4,238  % | 4,594  % |
| 140 | 2,616  % | 3,939  % | 4,019  % | 3,672  % | 4,238  % | 4,591  % |
| 141 | 2,620  % | 3,941  % | 4,021  % | 3,675  % | 4,238  % | 4,588  % |
| 142 | 2,624  % | 3,943  % | 4,022  % | 3,679  % | 4,237  % | 4,586  % |
| 143 | 2,628  % | 3,945  % | 4,023  % | 3,683  % | 4,237  % | 4,583  % |
| 144 | 2,632  % | 3,946  % | 4,024  % | 3,686  % | 4,237  % | 4,580  % |
| 145 | 2,636  % | 3,948  % | 4,026  % | 3,690  % | 4,236  % | 4,578  % |
| 146 | 2,640  % | 3,950  % | 4,027  % | 3,693  % | 4,236  % | 4,575  % |
| 147 | 2,644  % | 3,952  % | 4,028  % | 3,697  % | 4,236  % | 4,573  % |
| 148 | 2,647  % | 3,953  % | 4,029  % | 3,700  % | 4,236  % | 4,570  % |
| 149 | 2,651  % | 3,955  % | 4,030  % | 3,704  % | 4,235  % | 4,568  % |
| 150 | 2,655  % | 3,957  % | 4,031  % | 3,707  % | 4,235  % | 4,565  % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

-0,768  %

1,897  %

1,370  %

0,774  %

2,799  %

5,636  %

2

-0,703  %

2,037  %

1,553  %

0,902  %

2,789  %

5,677  %

3

-0,626  %

2,180  %

1,758  %

1,040  %

2,915  %

5,925  %

4

-0,529  %

2,322  %

1,960  %

1,179  %

3,116  %

6,049  %

5

-0,421  %

2,440  %

2,111  %

1,269  %

3,354  %

6,106  %

6

-0,297  %

2,549  %

2,250  %

1,369  %

3,538  %

6,218  %

7

-0,192  %

2,635  %

2,366  %

1,464  %

3,683  %

6,331  %

8

-0,119  %

2,716  %

2,450  %

1,564  %

3,808  %

6,445  %

9

-0,013  %

2,787  %

2,520  %

1,665  %

3,914  %

6,569  %

10

0,049  %

2,842  %

2,593  %

1,786  %

4,001  %

6,664  %

11

0,135  %

2,899  %

2,674  %

1,871  %

4,069  %

6,719  %

12

0,204  %

2,957  %

2,752  %

1,941  %

4,123  %

6,741  %

13

0,248  %

3,011  %

2,818  %

2,019  %

4,165  %

6,741  %

14

0,276  %

3,058  %

2,875  %

2,097  %

4,199  %

6,723  %

15

0,338  %

3,097  %

2,925  %

2,164  %

4,226  %

6,694  %

16

0,389  %

3,129  %

2,973  %

2,213  %

4,248  %

6,655  %

17

0,420  %

3,155  %

3,017  %

2,245  %

4,265  %

6,610  %

18

0,439  %

3,178  %

3,059  %

2,264  %

4,280  %

6,560  %

19

0,450  %

3,198  %

3,098  %

2,270  %

4,291  %

6,508  %

20

0,457  %

3,217  %

3,135  %

2,265  %

4,300  %

6,453  %

21

0,463  %

3,237  %

3,170  %

2,251  %

4,308  %

6,398  %

22

0,470  %

3,254  %

3,203  %

2,233  %

4,313  %

6,343  %

23

0,482  %

3,268  %

3,235  %

2,212  %

4,318  %

6,287  %

24

0,500  %

3,277  %

3,264  %

2,193  %

4,321  %

6,233  %

25

0,525  %

3,281  %

3,292  %

2,176  %

4,324  %

6,179  %

26

0,559  %

3,279  %

3,319  %

2,163  %

4,326  %

6,127  %

27

0,598  %

3,274  %

3,345  %

2,155  %

4,327  %

6,076  %

28

0,643  %

3,269  %

3,369  %

2,153  %

4,327  %

6,026  %

29

0,690  %

3,264  %

3,392  %

2,157  %

4,328  %

5,978  %

30

0,739  %

3,262  %

3,414  %

2,167  %

4,327  %

5,932  %

31

0,789  %

3,263  %

3,435  %

2,183  %

4,327  %

5,887  %

32

0,840  %

3,267  %

3,455  %

2,204  %

4,326  %

5,844  %

33

0,890  %

3,274  %

3,474  %

2,229  %

4,325  %

5,802  %

34

0,940  %

3,283  %

3,492  %

2,257  %

4,324  %

5,762  %

35

0,989  %

3,293  %

3,509  %

2,287  %

4,323  %

5,724  %

36

1,037  %

3,304  %

3,526  %

2,318  %

4,322  %

5,686  %

37

1,084  %

3,316  %

3,542  %

2,350  %

4,321  %

5,651  %

38

1,130  %

3,329  %

3,557  %

2,383  %

4,319  %

5,616  %

39

1,175  %

3,342  %

3,572  %

2,416  %

4,318  %

5,583  %

40

1,219  %

3,356  %

3,586  %

2,448  %

4,316  %

5,552  %

41

1,261  %

3,370  %

3,600  %

2,481  %

4,314  %

5,521  %

42

1,302  %

3,383  %

3,613  %

2,513  %

4,313  %

5,492  %

43

1,341  %

3,397  %

3,625  %

2,545  %

4,311  %

5,464  %

44

1,379  %

3,411  %

3,637  %

2,576  %

4,310  %

5,436  %

45

1,416  %

3,424  %

3,649  %

2,606  %

4,308  %

5,410  %

46

1,452  %

3,438  %

3,660  %

2,636  %

4,306  %

5,385  %

47

1,487  %

3,451  %

3,671  %

2,665  %

4,305  %

5,361  %

48

1,520  %

3,464  %

3,681  %

2,693  %

4,303  %

5,338  %

49

1,552  %

3,476  %

3,691  %

2,721  %

4,302  %

5,315  %

50

1,584  %

3,489  %

3,701  %

2,747  %

4,300  %

5,293  %

51

1,614  %

3,501  %

3,710  %

2,773  %

4,299  %

5,272  %

52

1,643  %

3,513  %

3,719  %

2,799  %

4,297  %

5,252  %

53

1,671  %

3,524  %

3,728  %

2,823  %

4,296  %

5,233  %

54

1,698  %

3,536  %

3,736  %

2,847  %

4,294  %

5,214  %

55

1,725  %

3,547  %

3,744  %

2,870  %

4,293  %

5,196  %

56

1,750  %

3,557  %

3,752  %

2,893  %

4,291  %

5,178  %

57

1,775  %

3,568  %

3,760  %

2,915  %

4,290  %

5,161  %

58

1,799  %

3,578  %

3,767  %

2,936  %

4,289  %

5,145  %

59

1,822  %

3,588  %

3,774  %

2,956  %

4,287  %

5,129  %

60

1,845  %

3,597  %

3,781  %

2,976  %

4,286  %

5,114  %

61

1,866  %

3,607  %

3,788  %

2,996  %

4,285  %

5,099  %

62

1,888  %

3,616  %

3,794  %

3,014  %

4,284  %

5,084  %

63

1,908  %

3,625  %

3,801  %

3,033  %

4,282  %

5,070  %

64

1,928  %

3,633  %

3,807  %

3,051  %

4,281  %

5,057  %

65

1,947  %

3,642  %

3,813  %

3,068  %

4,280  %

5,044  %

66

1,966  %

3,650  %

3,818  %

3,085  %

4,279  %

5,031  %

67

1,984  %

3,658  %

3,824  %

3,101  %

4,278  %

5,019  %

68

2,002  %

3,666  %

3,829  %

3,117  %

4,277  %

5,007  %

69

2,019  %

3,673  %

3,835  %

3,132  %

4,276  %

4,995  %

70

2,036  %

3,680  %

3,840  %

3,147  %

4,275  %

4,984  %

71

2,052  %

3,688  %

3,845  %

3,162  %

4,274  %

4,973  %

72

2,068  %

3,695  %

3,850  %

3,176  %

4,273  %

4,962  %

73

2,083  %

3,701  %

3,855  %

3,190  %

4,272  %

4,951  %

74

2,098  %

3,708  %

3,859  %

3,203  %

4,271  %

4,941  %

75

2,113  %

3,714  %

3,864  %

3,217  %

4,270  %

4,931  %

76

2,127  %

3,721  %

3,868  %

3,229  %

4,269  %

4,922  %

77

2,141  %

3,727  %

3,872  %

3,242  %

4,268  %

4,912  %

78

2,154  %

3,733  %

3,876  %

3,254  %

4,267  %

4,903  %

79

2,167  %

3,739  %

3,881  %

3,266  %

4,267  %

4,894  %

80

2,180  %

3,744  %

3,884  %

3,278  %

4,266  %

4,886  %

81

2,193  %

3,750  %

3,888  %

3,289  %

4,265  %

4,877  %

82

2,205  %

3,755  %

3,892  %

3,300  %

4,264  %

4,869  %

83

2,217  %

3,761  %

3,896  %

3,311  %

4,263  %

4,861  %

84

2,228  %

3,766  %

3,899  %

3,321  %

4,263  %

4,853  %

85

2,240  %

3,771  %

3,903  %

3,331  %

4,262  %

4,845  %

86

2,251  %

3,776  %

3,906  %

3,341  %

4,261  %

4,838  %

87

2,262  %

3,781  %

3,910  %

3,351  %

4,261  %

4,830  %

88

2,272  %

3,786  %

3,913  %

3,361  %

4,260  %

4,823  %

89

2,283  %

3,790  %

3,916  %

3,370  %

4,259  %

4,816  %

90

2,293  %

3,795  %

3,919  %

3,379  %

4,259  %

4,809  %

91

2,303  %

3,799  %

3,922  %

3,388  %

4,258  %

4,803  %

92

2,312  %

3,804  %

3,925  %

3,397  %

4,257  %

4,796  %

93

2,322  %

3,808  %

3,928  %

3,406  %

4,257  %

4,790  %

94

2,331  %

3,812  %

3,931  %

3,414  %

4,256  %

4,783  %

95

2,340  %

3,816  %

3,934  %

3,422  %

4,256  %

4,777  %

96

2,349  %

3,820  %

3,937  %

3,431  %

4,255  %

4,771  %

97

2,358  %

3,824  %

3,940  %

3,438  %

4,254  %

4,765  %

98

2,367  %

3,828  %

3,942  %

3,446  %

4,254  %

4,759  %

99

2,375  %

3,831  %

3,945  %

3,454  %

4,253  %

4,754  %

100

2,383  %

3,835  %

3,947  %

3,461  %

4,253  %

4,748  %

101

2,391  %

3,839  %

3,950  %

3,468  %

4,252  %

4,743  %

102

2,399  %

3,842  %

3,952  %

3,476  %

4,252  %

4,737  %

103

2,407  %

3,846  %

3,955  %

3,483  %

4,251  %

4,732  %

104

2,414  %

3,849  %

3,957  %

3,489  %

4,251  %

4,727  %

105

2,422  %

3,852  %

3,959  %

3,496  %

4,250  %

4,722  %

106

2,429  %

3,856  %

3,962  %

3,503  %

4,250  %

4,717  %

107

2,436  %

3,859  %

3,964  %

3,509  %

4,249  %

4,712  %

108

2,443  %

3,862  %

3,966  %

3,516  %

4,249  %

4,707  %

109

2,450  %

3,865  %

3,968  %

3,522  %

4,248  %

4,703  %

110

2,457  %

3,868  %

3,970  %

3,528  %

4,248  %

4,698  %

111

2,464  %

3,871  %

3,972  %

3,534  %

4,248  %

4,694  %

112

2,470  %

3,874  %

3,974  %

3,540  %

4,247  %

4,689  %

113

2,477  %

3,877  %

3,976  %

3,546  %

4,247  %

4,685  %

114

2,483  %

3,880  %

3,978  %

3,552  %

4,246  %

4,681  %

115

2,489  %

3,883  %

3,980  %

3,557  %

4,246  %

4,676  %

116

2,495  %

3,885  %

3,982  %

3,563  %

4,246  %

4,672  %

117

2,501  %

3,888  %

3,984  %

3,568  %

4,245  %

4,668  %

118

2,507  %

3,891  %

3,986  %

3,574  %

4,245  %

4,664  %

119

2,513  %

3,893  %

3,988  %

3,579  %

4,244  %

4,660  %

120

2,519  %

3,896  %

3,989  %

3,584  %

4,244  %

4,657  %

121

2,524  %

3,898  %

3,991  %

3,589  %

4,244  %

4,653  %

122

2,530  %

3,901  %

3,993  %

3,594  %

4,243  %

4,649  %

123

2,535  %

3,903  %

3,995  %

3,599  %

4,243  %

4,645  %

124

2,541  %

3,906  %

3,996  %

3,604  %

4,243  %

4,642  %

125

2,546  %

3,908  %

3,998  %

3,608  %

4,242  %

4,638  %

126

2,551  %

3,910  %

3,999  %

3,613  %

4,242  %

4,635  %

127

2,556  %

3,913  %

4,001  %

3,618  %

4,242  %

4,631  %

128

2,561  %

3,915  %

4,003  %

3,622  %

4,241  %

4,628  %

129

2,566  %

3,917  %

4,004  %

3,627  %

4,241  %

4,625  %

130

2,571  %

3,919  %

4,006  %

3,631  %

4,241  %

4,621  %

131

2,576  %

3,921  %

4,007  %

3,636  %

4,240  %

4,618  %

132

2,581  %

3,923  %

4,008  %

3,640  %

4,240  %

4,615  %

133

2,585  %

3,926  %

4,010  %

3,644  %

4,240  %

4,612  %

134

2,590  %

3,928  %

4,011  %

3,648  %

4,239  %

4,609  %

135

2,594  %

3,930  %

4,013  %

3,652  %

4,239  %

4,606  %

136

2,599  %

3,932  %

4,014  %

3,656  %

4,239  %

4,603  %

137

2,603  %

3,934  %

4,015  %

3,660  %

4,239  %

4,600  %

138

2,607  %

3,935  %

4,017  %

3,664  %

4,238  %

4,597  %

139

2,612  %

3,937  %

4,018  %

3,668  %

4,238  %

4,594  %

140

2,616  %

3,939  %

4,019  %

3,672  %

4,238  %

4,591  %

141

2,620  %

3,941  %

4,021  %

3,675  %

4,238  %

4,588  %

142

2,624  %

3,943  %

4,022  %

3,679  %

4,237  %

4,586  %

143

2,628  %

3,945  %

4,023  %

3,683  %

4,237  %

4,583  %

144

2,632  %

3,946  %

4,024  %

3,686  %

4,237  %

4,580  %

145

2,636  %

3,948  %

4,026  %

3,690  %

4,236  %

4,578  %

146

2,640  %

3,950  %

4,027  %

3,693  %

4,236  %

4,575  %

147

2,644  %

3,952  %

4,028  %

3,697  %

4,236  %

4,573  %

148

2,647  %

3,953  %

4,029  %

3,700  %

4,236  %

4,570  %

149

2,651  %

3,955  %

4,030  %

3,704  %

4,235  %

4,568  %

150

2,655  %

3,957  %

4,031  %

3,707  %

4,235  %

4,565  %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,276  % | 5,941  % | 6,878  % | 0,514  % | 1,935  % | 7,243  % |
| 2 | 1,572  % | 5,984  % | 7,121  % | 0,616  % | 2,234  % | 7,306  % |
| 3 | 1,840  % | 6,050  % | 7,311  % | 0,713  % | 2,495  % | 7,413  % |
| 4 | 2,027  % | 6,117  % | 7,461  % | 0,804  % | 2,688  % | 7,569  % |
| 5 | 2,174  % | 6,186  % | 7,542  % | 0,886  % | 2,850  % | 7,715  % |
| 6 | 2,257  % | 6,252  % | 7,644  % | 0,968  % | 2,989  % | 7,874  % |
| 7 | 2,321  % | 6,300  % | 7,748  % | 1,027  % | 3,100  % | 8,031  % |
| 8 | 2,394  % | 6,344  % | 7,829  % | 1,087  % | 3,187  % | 8,169  % |
| 9 | 2,460  % | 6,387  % | 7,894  % | 1,145  % | 3,262  % | 8,289  % |
| 10 | 2,505  % | 6,424  % | 7,955  % | 1,200  % | 3,326  % | 8,389  % |
| 11 | 2,525  % | 6,445  % | 8,018  % | 1,268  % | 3,391  % | 8,473  % |
| 12 | 2,546  % | 6,452  % | 8,082  % | 1,346  % | 3,481  % | 8,538  % |
| 13 | 2,584  % | 6,449  % | 8,148  % | 1,430  % | 3,606  % | 8,579  % |
| 14 | 2,634  % | 6,439  % | 8,214  % | 1,516  % | 3,734  % | 8,598  % |
| 15 | 2,686  % | 6,424  % | 8,282  % | 1,602  % | 3,835  % | 8,595  % |
| 16 | 2,738  % | 6,405  % | 8,352  % | 1,686  % | 3,890  % | 8,573  % |
| 17 | 2,787  % | 6,383  % | 8,425  % | 1,769  % | 3,909  % | 8,535  % |
| 18 | 2,834  % | 6,360  % | 8,494  % | 1,849  % | 3,908  % | 8,485  % |
| 19 | 2,878  % | 6,335  % | 8,554  % | 1,926  % | 3,896  % | 8,427  % |
| 20 | 2,921  % | 6,310  % | 8,600  % | 2,000  % | 3,882  % | 8,363  % |
| 21 | 2,961  % | 6,284  % | 8,627  % | 2,071  % | 3,872  % | 8,295  % |
| 22 | 3,000  % | 6,258  % | 8,632  % | 2,139  % | 3,864  % | 8,224  % |
| 23 | 3,037  % | 6,232  % | 8,620  % | 2,204  % | 3,860  % | 8,152  % |
| 24 | 3,072  % | 6,207  % | 8,592  % | 2,266  % | 3,857  % | 8,079  % |
| 25 | 3,106  % | 6,182  % | 8,553  % | 2,325  % | 3,857  % | 8,006  % |
| 26 | 3,137  % | 6,158  % | 8,506  % | 2,381  % | 3,857  % | 7,934  % |
| 27 | 3,168  % | 6,134  % | 8,452  % | 2,434  % | 3,859  % | 7,863  % |
| 28 | 3,197  % | 6,111  % | 8,393  % | 2,486  % | 3,862  % | 7,794  % |
| 29 | 3,225  % | 6,088  % | 8,331  % | 2,534  % | 3,865  % | 7,726  % |
| 30 | 3,251  % | 6,066  % | 8,266  % | 2,581  % | 3,869  % | 7,661  % |
| 31 | 3,276  % | 6,045  % | 8,201  % | 2,625  % | 3,874  % | 7,597  % |
| 32 | 3,300  % | 6,025  % | 8,135  % | 2,667  % | 3,878  % | 7,536  % |
| 33 | 3,323  % | 6,005  % | 8,069  % | 2,708  % | 3,883  % | 7,476  % |
| 34 | 3,346  % | 5,986  % | 8,004  % | 2,747  % | 3,888  % | 7,419  % |
| 35 | 3,367  % | 5,967  % | 7,941  % | 2,783  % | 3,893  % | 7,364  % |
| 36 | 3,387  % | 5,949  % | 7,878  % | 2,819  % | 3,899  % | 7,310  % |
| 37 | 3,406  % | 5,932  % | 7,817  % | 2,853  % | 3,904  % | 7,259  % |
| 38 | 3,425  % | 5,916  % | 7,757  % | 2,885  % | 3,909  % | 7,210  % |
| 39 | 3,443  % | 5,900  % | 7,699  % | 2,916  % | 3,914  % | 7,163  % |
| 40 | 3,460  % | 5,884  % | 7,643  % | 2,946  % | 3,919  % | 7,117  % |
| 41 | 3,476  % | 5,869  % | 7,589  % | 2,974  % | 3,925  % | 7,073  % |
| 42 | 3,492  % | 5,855  % | 7,536  % | 3,001  % | 3,930  % | 7,031  % |
| 43 | 3,507  % | 5,841  % | 7,486  % | 3,027  % | 3,934  % | 6,991  % |
| 44 | 3,522  % | 5,828  % | 7,437  % | 3,053  % | 3,939  % | 6,952  % |
| 45 | 3,536  % | 5,815  % | 7,390  % | 3,077  % | 3,944  % | 6,915  % |
| 46 | 3,549  % | 5,803  % | 7,344  % | 3,100  % | 3,949  % | 6,879  % |
| 47 | 3,563  % | 5,791  % | 7,300  % | 3,122  % | 3,953  % | 6,844  % |
| 48 | 3,575  % | 5,779  % | 7,258  % | 3,144  % | 3,958  % | 6,811  % |
| 49 | 3,587  % | 5,768  % | 7,217  % | 3,165  % | 3,962  % | 6,779  % |
| 50 | 3,599  % | 5,757  % | 7,177  % | 3,185  % | 3,966  % | 6,748  % |
| 51 | 3,610  % | 5,747  % | 7,139  % | 3,204  % | 3,970  % | 6,718  % |
| 52 | 3,621  % | 5,737  % | 7,102  % | 3,223  % | 3,974  % | 6,689  % |
| 53 | 3,631  % | 5,727  % | 7,067  % | 3,240  % | 3,978  % | 6,661  % |
| 54 | 3,642  % | 5,718  % | 7,033  % | 3,258  % | 3,982  % | 6,634  % |
| 55 | 3,651  % | 5,709  % | 7,000  % | 3,275  % | 3,985  % | 6,609  % |
| 56 | 3,661  % | 5,700  % | 6,968  % | 3,291  % | 3,989  % | 6,584  % |
| 57 | 3,670  % | 5,691  % | 6,937  % | 3,306  % | 3,992  % | 6,560  % |
| 58 | 3,679  % | 5,683  % | 6,907  % | 3,321  % | 3,996  % | 6,536  % |
| 59 | 3,688  % | 5,675  % | 6,878  % | 3,336  % | 3,999  % | 6,514  % |
| 60 | 3,696  % | 5,667  % | 6,850  % | 3,350  % | 4,002  % | 6,492  % |
| 61 | 3,704  % | 5,660  % | 6,823  % | 3,364  % | 4,005  % | 6,471  % |
| 62 | 3,712  % | 5,652  % | 6,797  % | 3,377  % | 4,008  % | 6,450  % |
| 63 | 3,719  % | 5,645  % | 6,771  % | 3,390  % | 4,011  % | 6,430  % |
| 64 | 3,727  % | 5,638  % | 6,747  % | 3,403  % | 4,014  % | 6,411  % |
| 65 | 3,734  % | 5,632  % | 6,723  % | 3,415  % | 4,017  % | 6,392  % |
| 66 | 3,741  % | 5,625  % | 6,700  % | 3,426  % | 4,019  % | 6,374  % |
| 67 | 3,748  % | 5,619  % | 6,677  % | 3,438  % | 4,022  % | 6,357  % |
| 68 | 3,754  % | 5,613  % | 6,655  % | 3,449  % | 4,024  % | 6,340  % |
| 69 | 3,761  % | 5,607  % | 6,634  % | 3,460  % | 4,027  % | 6,323  % |
| 70 | 3,767  % | 5,601  % | 6,614  % | 3,470  % | 4,029  % | 6,307  % |
| 71 | 3,773  % | 5,596  % | 6,594  % | 3,480  % | 4,032  % | 6,291  % |
| 72 | 3,779  % | 5,590  % | 6,574  % | 3,490  % | 4,034  % | 6,276  % |
| 73 | 3,784  % | 5,585  % | 6,555  % | 3,500  % | 4,036  % | 6,261  % |
| 74 | 3,790  % | 5,580  % | 6,537  % | 3,509  % | 4,038  % | 6,247  % |
| 75 | 3,795  % | 5,575  % | 6,519  % | 3,519  % | 4,040  % | 6,233  % |
| 76 | 3,801  % | 5,570  % | 6,501  % | 3,527  % | 4,043  % | 6,219  % |
| 77 | 3,806  % | 5,565  % | 6,484  % | 3,536  % | 4,045  % | 6,206  % |
| 78 | 3,811  % | 5,560  % | 6,468  % | 3,545  % | 4,047  % | 6,193  % |
| 79 | 3,816  % | 5,556  % | 6,452  % | 3,553  % | 4,048  % | 6,181  % |
| 80 | 3,821  % | 5,551  % | 6,436  % | 3,561  % | 4,050  % | 6,168  % |
| 81 | 3,825  % | 5,547  % | 6,421  % | 3,569  % | 4,052  % | 6,156  % |
| 82 | 3,830  % | 5,543  % | 6,406  % | 3,576  % | 4,054  % | 6,145  % |
| 83 | 3,834  % | 5,539  % | 6,391  % | 3,584  % | 4,056  % | 6,133  % |
| 84 | 3,839  % | 5,535  % | 6,377  % | 3,591  % | 4,057  % | 6,122  % |
| 85 | 3,843  % | 5,531  % | 6,363  % | 3,598  % | 4,059  % | 6,111  % |
| 86 | 3,847  % | 5,527  % | 6,349  % | 3,605  % | 4,061  % | 6,100  % |
| 87 | 3,851  % | 5,523  % | 6,336  % | 3,612  % | 4,062  % | 6,090  % |
| 88 | 3,855  % | 5,519  % | 6,323  % | 3,619  % | 4,064  % | 6,080  % |
| 89 | 3,859  % | 5,516  % | 6,310  % | 3,625  % | 4,065  % | 6,070  % |
| 90 | 3,863  % | 5,512  % | 6,298  % | 3,632  % | 4,067  % | 6,060  % |
| 91 | 3,866  % | 5,509  % | 6,286  % | 3,638  % | 4,068  % | 6,051  % |
| 92 | 3,870  % | 5,506  % | 6,274  % | 3,644  % | 4,070  % | 6,042  % |
| 93 | 3,873  % | 5,502  % | 6,262  % | 3,650  % | 4,071  % | 6,032  % |
| 94 | 3,877  % | 5,499  % | 6,251  % | 3,656  % | 4,072  % | 6,024  % |
| 95 | 3,880  % | 5,496  % | 6,240  % | 3,661  % | 4,074  % | 6,015  % |
| 96 | 3,884  % | 5,493  % | 6,229  % | 3,667  % | 4,075  % | 6,006  % |
| 97 | 3,887  % | 5,490  % | 6,218  % | 3,673  % | 4,076  % | 5,998  % |
| 98 | 3,890  % | 5,487  % | 6,208  % | 3,678  % | 4,078  % | 5,990  % |
| 99 | 3,893  % | 5,484  % | 6,198  % | 3,683  % | 4,079  % | 5,982  % |
| 100 | 3,896  % | 5,481  % | 6,188  % | 3,688  % | 4,080  % | 5,974  % |
| 101 | 3,899  % | 5,478  % | 6,178  % | 3,693  % | 4,081  % | 5,966  % |
| 102 | 3,902  % | 5,476  % | 6,168  % | 3,698  % | 4,082  % | 5,959  % |
| 103 | 3,905  % | 5,473  % | 6,159  % | 3,703  % | 4,084  % | 5,951  % |
| 104 | 3,908  % | 5,470  % | 6,150  % | 3,708  % | 4,085  % | 5,944  % |
| 105 | 3,911  % | 5,468  % | 6,140  % | 3,713  % | 4,086  % | 5,937  % |
| 106 | 3,913  % | 5,465  % | 6,132  % | 3,717  % | 4,087  % | 5,930  % |
| 107 | 3,916  % | 5,463  % | 6,123  % | 3,722  % | 4,088  % | 5,923  % |
| 108 | 3,919  % | 5,460  % | 6,114  % | 3,726  % | 4,089  % | 5,916  % |
| 109 | 3,921  % | 5,458  % | 6,106  % | 3,730  % | 4,090  % | 5,910  % |
| 110 | 3,924  % | 5,456  % | 6,098  % | 3,735  % | 4,091  % | 5,903  % |
| 111 | 3,926  % | 5,453  % | 6,089  % | 3,739  % | 4,092  % | 5,897  % |
| 112 | 3,929  % | 5,451  % | 6,081  % | 3,743  % | 4,093  % | 5,891  % |
| 113 | 3,931  % | 5,449  % | 6,074  % | 3,747  % | 4,094  % | 5,885  % |
| 114 | 3,933  % | 5,447  % | 6,066  % | 3,751  % | 4,095  % | 5,879  % |
| 115 | 3,936  % | 5,444  % | 6,058  % | 3,755  % | 4,096  % | 5,873  % |
| 116 | 3,938  % | 5,442  % | 6,051  % | 3,759  % | 4,097  % | 5,867  % |
| 117 | 3,940  % | 5,440  % | 6,044  % | 3,762  % | 4,098  % | 5,861  % |
| 118 | 3,942  % | 5,438  % | 6,036  % | 3,766  % | 4,098  % | 5,856  % |
| 119 | 3,945  % | 5,436  % | 6,029  % | 3,770  % | 4,099  % | 5,850  % |
| 120 | 3,947  % | 5,434  % | 6,022  % | 3,773  % | 4,100  % | 5,845  % |
| 121 | 3,949  % | 5,432  % | 6,016  % | 3,777  % | 4,101  % | 5,839  % |
| 122 | 3,951  % | 5,430  % | 6,009  % | 3,780  % | 4,102  % | 5,834  % |
| 123 | 3,953  % | 5,428  % | 6,002  % | 3,784  % | 4,102  % | 5,829  % |
| 124 | 3,955  % | 5,427  % | 5,996  % | 3,787  % | 4,103  % | 5,824  % |
| 125 | 3,957  % | 5,425  % | 5,989  % | 3,790  % | 4,104  % | 5,819  % |
| 126 | 3,959  % | 5,423  % | 5,983  % | 3,794  % | 4,105  % | 5,814  % |
| 127 | 3,961  % | 5,421  % | 5,977  % | 3,797  % | 4,106  % | 5,809  % |
| 128 | 3,963  % | 5,420  % | 5,971  % | 3,800  % | 4,106  % | 5,804  % |
| 129 | 3,964  % | 5,418  % | 5,965  % | 3,803  % | 4,107  % | 5,799  % |
| 130 | 3,966  % | 5,416  % | 5,959  % | 3,806  % | 4,108  % | 5,795  % |
| 131 | 3,968  % | 5,415  % | 5,953  % | 3,809  % | 4,108  % | 5,790  % |
| 132 | 3,970  % | 5,413  % | 5,947  % | 3,812  % | 4,109  % | 5,786  % |
| 133 | 3,971  % | 5,411  % | 5,942  % | 3,815  % | 4,110  % | 5,781  % |
| 134 | 3,973  % | 5,410  % | 5,936  % | 3,818  % | 4,110  % | 5,777  % |
| 135 | 3,975  % | 5,408  % | 5,931  % | 3,821  % | 4,111  % | 5,773  % |
| 136 | 3,976  % | 5,407  % | 5,925  % | 3,823  % | 4,112  % | 5,769  % |
| 137 | 3,978  % | 5,405  % | 5,920  % | 3,826  % | 4,112  % | 5,764  % |
| 138 | 3,980  % | 5,404  % | 5,915  % | 3,829  % | 4,113  % | 5,760  % |
| 139 | 3,981  % | 5,402  % | 5,910  % | 3,832  % | 4,114  % | 5,756  % |
| 140 | 3,983  % | 5,401  % | 5,905  % | 3,834  % | 4,114  % | 5,752  % |
| 141 | 3,984  % | 5,399  % | 5,900  % | 3,837  % | 4,115  % | 5,748  % |
| 142 | 3,986  % | 5,398  % | 5,895  % | 3,839  % | 4,116  % | 5,744  % |
| 143 | 3,987  % | 5,397  % | 5,890  % | 3,842  % | 4,116  % | 5,741  % |
| 144 | 3,989  % | 5,395  % | 5,885  % | 3,844  % | 4,117  % | 5,737  % |
| 145 | 3,990  % | 5,394  % | 5,880  % | 3,847  % | 4,117  % | 5,733  % |
| 146 | 3,992  % | 5,392  % | 5,876  % | 3,849  % | 4,118  % | 5,730  % |
| 147 | 3,993  % | 5,391  % | 5,871  % | 3,852  % | 4,118  % | 5,726  % |
| 148 | 3,995  % | 5,390  % | 5,866  % | 3,854  % | 4,119  % | 5,722  % |
| 149 | 3,996  % | 5,389  % | 5,862  % | 3,856  % | 4,120  % | 5,719  % |
| 150 | 3,997  % | 5,387  % | 5,857  % | 3,859  % | 4,120  % | 5,715  % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,276  %

5,941  %

6,878  %

0,514  %

1,935  %

7,243  %

2

1,572  %

5,984  %

7,121  %

0,616  %

2,234  %

7,306  %

3

1,840  %

6,050  %

7,311  %

0,713  %

2,495  %

7,413  %

4

2,027  %

6,117  %

7,461  %

0,804  %

2,688  %

7,569  %

5

2,174  %

6,186  %

7,542  %

0,886  %

2,850  %

7,715  %

6

2,257  %

6,252  %

7,644  %

0,968  %

2,989  %

7,874  %

7

2,321  %

6,300  %

7,748  %

1,027  %

3,100  %

8,031  %

8

2,394  %

6,344  %

7,829  %

1,087  %

3,187  %

8,169  %

9

2,460  %

6,387  %

7,894  %

1,145  %

3,262  %

8,289  %

10

2,505  %

6,424  %

7,955  %

1,200  %

3,326  %

8,389  %

11

2,525  %

6,445  %

8,018  %

1,268  %

3,391  %

8,473  %

12

2,546  %

6,452  %

8,082  %

1,346  %

3,481  %

8,538  %

13

2,584  %

6,449  %

8,148  %

1,430  %

3,606  %

8,579  %

14

2,634  %

6,439  %

8,214  %

1,516  %

3,734  %

8,598  %

15

2,686  %

6,424  %

8,282  %

1,602  %

3,835  %

8,595  %

16

2,738  %

6,405  %

8,352  %

1,686  %

3,890  %

8,573  %

17

2,787  %

6,383  %

8,425  %

1,769  %

3,909  %

8,535  %

18

2,834  %

6,360  %

8,494  %

1,849  %

3,908  %

8,485  %

19

2,878  %

6,335  %

8,554  %

1,926  %

3,896  %

8,427  %

20

2,921  %

6,310  %

8,600  %

2,000  %

3,882  %

8,363  %

21

2,961  %

6,284  %

8,627  %

2,071  %

3,872  %

8,295  %

22

3,000  %

6,258  %

8,632  %

2,139  %

3,864  %

8,224  %

23

3,037  %

6,232  %

8,620  %

2,204  %

3,860  %

8,152  %

24

3,072  %

6,207  %

8,592  %

2,266  %

3,857  %

8,079  %

25

3,106  %

6,182  %

8,553  %

2,325  %

3,857  %

8,006  %

26

3,137  %

6,158  %

8,506  %

2,381  %

3,857  %

7,934  %

27

3,168  %

6,134  %

8,452  %

2,434  %

3,859  %

7,863  %

28

3,197  %

6,111  %

8,393  %

2,486  %

3,862  %

7,794  %

29

3,225  %

6,088  %

8,331  %

2,534  %

3,865  %

7,726  %

30

3,251  %

6,066  %

8,266  %

2,581  %

3,869  %

7,661  %

31

3,276  %

6,045  %

8,201  %

2,625  %

3,874  %

7,597  %

32

3,300  %

6,025  %

8,135  %

2,667  %

3,878  %

7,536  %

33

3,323  %

6,005  %

8,069  %

2,708  %

3,883  %

7,476  %

34

3,346  %

5,986  %

8,004  %

2,747  %

3,888  %

7,419  %

35

3,367  %

5,967  %

7,941  %

2,783  %

3,893  %

7,364  %

36

3,387  %

5,949  %

7,878  %

2,819  %

3,899  %

7,310  %

37

3,406  %

5,932  %

7,817  %

2,853  %

3,904  %

7,259  %

38

3,425  %

5,916  %

7,757  %

2,885  %

3,909  %

7,210  %

39

3,443  %

5,900  %

7,699  %

2,916  %

3,914  %

7,163  %

40

3,460  %

5,884  %

7,643  %

2,946  %

3,919  %

7,117  %

41

3,476  %

5,869  %

7,589  %

2,974  %

3,925  %

7,073  %

42

3,492  %

5,855  %

7,536  %

3,001  %

3,930  %

7,031  %

43

3,507  %

5,841  %

7,486  %

3,027  %

3,934  %

6,991  %

44

3,522  %

5,828  %

7,437  %

3,053  %

3,939  %

6,952  %

45

3,536  %

5,815  %

7,390  %

3,077  %

3,944  %

6,915  %

46

3,549  %

5,803  %

7,344  %

3,100  %

3,949  %

6,879  %

47

3,563  %

5,791  %

7,300  %

3,122  %

3,953  %

6,844  %

48

3,575  %

5,779  %

7,258  %

3,144  %

3,958  %

6,811  %

49

3,587  %

5,768  %

7,217  %

3,165  %

3,962  %

6,779  %

50

3,599  %

5,757  %

7,177  %

3,185  %

3,966  %

6,748  %

51

3,610  %

5,747  %

7,139  %

3,204  %

3,970  %

6,718  %

52

3,621  %

5,737  %

7,102  %

3,223  %

3,974  %

6,689  %

53

3,631  %

5,727  %

7,067  %

3,240  %

3,978  %

6,661  %

54

3,642  %

5,718  %

7,033  %

3,258  %

3,982  %

6,634  %

55

3,651  %

5,709  %

7,000  %

3,275  %

3,985  %

6,609  %

56

3,661  %

5,700  %

6,968  %

3,291  %

3,989  %

6,584  %

57

3,670  %

5,691  %

6,937  %

3,306  %

3,992  %

6,560  %

58

3,679  %

5,683  %

6,907  %

3,321  %

3,996  %

6,536  %

59

3,688  %

5,675  %

6,878  %

3,336  %

3,999  %

6,514  %

60

3,696  %

5,667  %

6,850  %

3,350  %

4,002  %

6,492  %

61

3,704  %

5,660  %

6,823  %

3,364  %

4,005  %

6,471  %

62

3,712  %

5,652  %

6,797  %

3,377  %

4,008  %

6,450  %

63

3,719  %

5,645  %

6,771  %

3,390  %

4,011  %

6,430  %

64

3,727  %

5,638  %

6,747  %

3,403  %

4,014  %

6,411  %

65

3,734  %

5,632  %

6,723  %

3,415  %

4,017  %

6,392  %

66

3,741  %

5,625  %

6,700  %

3,426  %

4,019  %

6,374  %

67

3,748  %

5,619  %

6,677  %

3,438  %

4,022  %

6,357  %

68

3,754  %

5,613  %

6,655  %

3,449  %

4,024  %

6,340  %

69

3,761  %

5,607  %

6,634  %

3,460  %

4,027  %

6,323  %

70

3,767  %

5,601  %

6,614  %

3,470  %

4,029  %

6,307  %

71

3,773  %

5,596  %

6,594  %

3,480  %

4,032  %

6,291  %

72

3,779  %

5,590  %

6,574  %

3,490  %

4,034  %

6,276  %

73

3,784  %

5,585  %

6,555  %

3,500  %

4,036  %

6,261  %

74

3,790  %

5,580  %

6,537  %

3,509  %

4,038  %

6,247  %

75

3,795  %

5,575  %

6,519  %

3,519  %

4,040  %

6,233  %

76

3,801  %

5,570  %

6,501  %

3,527  %

4,043  %

6,219  %

77

3,806  %

5,565  %

6,484  %

3,536  %

4,045  %

6,206  %

78

3,811  %

5,560  %

6,468  %

3,545  %

4,047  %

6,193  %

79

3,816  %

5,556  %

6,452  %

3,553  %

4,048  %

6,181  %

80

3,821  %

5,551  %

6,436  %

3,561  %

4,050  %

6,168  %

81

3,825  %

5,547  %

6,421  %

3,569  %

4,052  %

6,156  %

82

3,830  %

5,543  %

6,406  %

3,576  %

4,054  %

6,145  %

83

3,834  %

5,539  %

6,391  %

3,584  %

4,056  %

6,133  %

84

3,839  %

5,535  %

6,377  %

3,591  %

4,057  %

6,122  %

85

3,843  %

5,531  %

6,363  %

3,598  %

4,059  %

6,111  %

86

3,847  %

5,527  %

6,349  %

3,605  %

4,061  %

6,100  %

87

3,851  %

5,523  %

6,336  %

3,612  %

4,062  %

6,090  %

88

3,855  %

5,519  %

6,323  %

3,619  %

4,064  %

6,080  %

89

3,859  %

5,516  %

6,310  %

3,625  %

4,065  %

6,070  %

90

3,863  %

5,512  %

6,298  %

3,632  %

4,067  %

6,060  %

91

3,866  %

5,509  %

6,286  %

3,638  %

4,068  %

6,051  %

92

3,870  %

5,506  %

6,274  %

3,644  %

4,070  %

6,042  %

93

3,873  %

5,502  %

6,262  %

3,650  %

4,071  %

6,032  %

94

3,877  %

5,499  %

6,251  %

3,656  %

4,072  %

6,024  %

95

3,880  %

5,496  %

6,240  %

3,661  %

4,074  %

6,015  %

96

3,884  %

5,493  %

6,229  %

3,667  %

4,075  %

6,006  %

97

3,887  %

5,490  %

6,218  %

3,673  %

4,076  %

5,998  %

98

3,890  %

5,487  %

6,208  %

3,678  %

4,078  %

5,990  %

99

3,893  %

5,484  %

6,198  %

3,683  %

4,079  %

5,982  %

100

3,896  %

5,481  %

6,188  %

3,688  %

4,080  %

5,974  %

101

3,899  %

5,478  %

6,178  %

3,693  %

4,081  %

5,966  %

102

3,902  %

5,476  %

6,168  %

3,698  %

4,082  %

5,959  %

103

3,905  %

5,473  %

6,159  %

3,703  %

4,084  %

5,951  %

104

3,908  %

5,470  %

6,150  %

3,708  %

4,085  %

5,944  %

105

3,911  %

5,468  %

6,140  %

3,713  %

4,086  %

5,937  %

106

3,913  %

5,465  %

6,132  %

3,717  %

4,087  %

5,930  %

107

3,916  %

5,463  %

6,123  %

3,722  %

4,088  %

5,923  %

108

3,919  %

5,460  %

6,114  %

3,726  %

4,089  %

5,916  %

109

3,921  %

5,458  %

6,106  %

3,730  %

4,090  %

5,910  %

110

3,924  %

5,456  %

6,098  %

3,735  %

4,091  %

5,903  %

111

3,926  %

5,453  %

6,089  %

3,739  %

4,092  %

5,897  %

112

3,929  %

5,451  %

6,081  %

3,743  %

4,093  %

5,891  %

113

3,931  %

5,449  %

6,074  %

3,747  %

4,094  %

5,885  %

114

3,933  %

5,447  %

6,066  %

3,751  %

4,095  %

5,879  %

115

3,936  %

5,444  %

6,058  %

3,755  %

4,096  %

5,873  %

116

3,938  %

5,442  %

6,051  %

3,759  %

4,097  %

5,867  %

117

3,940  %

5,440  %

6,044  %

3,762  %

4,098  %

5,861  %

118

3,942  %

5,438  %

6,036  %

3,766  %

4,098  %

5,856  %

119

3,945  %

5,436  %

6,029  %

3,770  %

4,099  %

5,850  %

120

3,947  %

5,434  %

6,022  %

3,773  %

4,100  %

5,845  %

121

3,949  %

5,432  %

6,016  %

3,777  %

4,101  %

5,839  %

122

3,951  %

5,430  %

6,009  %

3,780  %

4,102  %

5,834  %

123

3,953  %

5,428  %

6,002  %

3,784  %

4,102  %

5,829  %

124

3,955  %

5,427  %

5,996  %

3,787  %

4,103  %

5,824  %

125

3,957  %

5,425  %

5,989  %

3,790  %

4,104  %

5,819  %

126

3,959  %

5,423  %

5,983  %

3,794  %

4,105  %

5,814  %

127

3,961  %

5,421  %

5,977  %

3,797  %

4,106  %

5,809  %

128

3,963  %

5,420  %

5,971  %

3,800  %

4,106  %

5,804  %

129

3,964  %

5,418  %

5,965  %

3,803  %

4,107  %

5,799  %

130

3,966  %

5,416  %

5,959  %

3,806  %

4,108  %

5,795  %

131

3,968  %

5,415  %

5,953  %

3,809  %

4,108  %

5,790  %

132

3,970  %

5,413  %

5,947  %

3,812  %

4,109  %

5,786  %

133

3,971  %

5,411  %

5,942  %

3,815  %

4,110  %

5,781  %

134

3,973  %

5,410  %

5,936  %

3,818  %

4,110  %

5,777  %

135

3,975  %

5,408  %

5,931  %

3,821  %

4,111  %

5,773  %

136

3,976  %

5,407  %

5,925  %

3,823  %

4,112  %

5,769  %

137

3,978  %

5,405  %

5,920  %

3,826  %

4,112  %

5,764  %

138

3,980  %

5,404  %

5,915  %

3,829  %

4,113  %

5,760  %

139

3,981  %

5,402  %

5,910  %

3,832  %

4,114  %

5,756  %

140

3,983  %

5,401  %

5,905  %

3,834  %

4,114  %

5,752  %

141

3,984  %

5,399  %

5,900  %

3,837  %

4,115  %

5,748  %

142

3,986  %

5,398  %

5,895  %

3,839  %

4,116  %

5,744  %

143

3,987  %

5,397  %

5,890  %

3,842  %

4,116  %

5,741  %

144

3,989  %

5,395  %

5,885  %

3,844  %

4,117  %

5,737  %

145

3,990  %

5,394  %

5,880  %

3,847  %

4,117  %

5,733  %

146

3,992  %

5,392  %

5,876  %

3,849  %

4,118  %

5,730  %

147

3,993  %

5,391  %

5,871  %

3,852  %

4,118  %

5,726  %

148

3,995  %

5,390  %

5,866  %

3,854  %

4,119  %

5,722  %

149

3,996  %

5,389  %

5,862  %

3,856  %

4,120  %

5,719  %

150

3,997  %

5,387  %

5,857  %

3,859  %

4,120  %

5,715  %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 10,460  % | 3,065  % | 3,346  % | 10,115  % | 1,269  % | 1,364  % |
| 2 | 10,053  % | 3,169  % | 3,430  % | 9,440  % | 1,574  % | 1,385  % |
| 3 | 10,226  % | 3,309  % | 3,515  % | 9,133  % | 1,846  % | 1,431  % |
| 4 | 8,614  % | 3,451  % | 3,573  % | 8,906  % | 2,065  % | 1,490  % |
| 5 | 9,038  % | 3,542  % | 3,666  % | 8,741  % | 2,249  % | 1,545  % |
| 6 | 9,337  % | 3,694  % | 3,746  % | 8,594  % | 2,397  % | 1,577  % |
| 7 | 9,440  % | 3,857  % | 3,822  % | 8,480  % | 2,519  % | 1,607  % |
| 8 | 9,516  % | 3,985  % | 3,903  % | 8,388  % | 2,626  % | 1,646  % |
| 9 | 9,628  % | 4,081  % | 3,978  % | 8,304  % | 2,718  % | 1,684  % |
| 10 | 9,718  % | 4,154  % | 4,036  % | 8,216  % | 2,794  % | 1,713  % |
| 11 | 9,757  % | 4,210  % | 4,074  % | 8,121  % | 2,855  % | 1,731  % |
| 12 | 9,754  % | 4,253  % | 4,105  % | 8,018  % | 2,907  % | 1,742  % |
| 13 | 9,720  % | 4,286  % | 4,138  % | 7,913  % | 2,956  % | 1,749  % |
| 14 | 9,664  % | 4,312  % | 4,176  % | 7,806  % | 2,998  % | 1,746  % |
| 15 | 9,591  % | 4,333  % | 4,217  % | 7,699  % | 3,032  % | 1,728  % |
| 16 | 9,506  % | 4,349  % | 4,262  % | 7,593  % | 3,056  % | 1,695  % |
| 17 | 9,413  % | 4,361  % | 4,307  % | 7,489  % | 3,074  % | 1,658  % |
| 18 | 9,314  % | 4,370  % | 4,350  % | 7,387  % | 3,089  % | 1,626  % |
| 19 | 9,212  % | 4,377  % | 4,389  % | 7,289  % | 3,103  % | 1,605  % |
| 20 | 9,108  % | 4,383  % | 4,422  % | 7,193  % | 3,119  % | 1,601  % |
| 21 | 9,004  % | 4,386  % | 4,449  % | 7,100  % | 3,136  % | 1,614  % |
| 22 | 8,900  % | 4,389  % | 4,469  % | 7,011  % | 3,156  % | 1,641  % |
| 23 | 8,798  % | 4,390  % | 4,485  % | 6,925  % | 3,177  % | 1,677  % |
| 24 | 8,698  % | 4,391  % | 4,497  % | 6,843  % | 3,198  % | 1,720  % |
| 25 | 8,600  % | 4,391  % | 4,505  % | 6,764  % | 3,220  % | 1,768  % |
| 26 | 8,504  % | 4,390  % | 4,511  % | 6,688  % | 3,242  % | 1,819  % |
| 27 | 8,412  % | 4,389  % | 4,515  % | 6,615  % | 3,264  % | 1,871  % |
| 28 | 8,323  % | 4,388  % | 4,517  % | 6,546  % | 3,285  % | 1,924  % |
| 29 | 8,237  % | 4,386  % | 4,518  % | 6,479  % | 3,307  % | 1,977  % |
| 30 | 8,154  % | 4,384  % | 4,517  % | 6,416  % | 3,327  % | 2,030  % |
| 31 | 8,074  % | 4,382  % | 4,515  % | 6,355  % | 3,348  % | 2,081  % |
| 32 | 7,997  % | 4,379  % | 4,513  % | 6,296  % | 3,368  % | 2,132  % |
| 33 | 7,924  % | 4,377  % | 4,510  % | 6,241  % | 3,387  % | 2,182  % |
| 34 | 7,853  % | 4,374  % | 4,507  % | 6,187  % | 3,406  % | 2,230  % |
| 35 | 7,785  % | 4,372  % | 4,503  % | 6,136  % | 3,424  % | 2,277  % |
| 36 | 7,720  % | 4,369  % | 4,499  % | 6,087  % | 3,442  % | 2,322  % |
| 37 | 7,657  % | 4,367  % | 4,495  % | 6,041  % | 3,459  % | 2,366  % |
| 38 | 7,597  % | 4,364  % | 4,490  % | 5,996  % | 3,475  % | 2,409  % |
| 39 | 7,540  % | 4,361  % | 4,486  % | 5,953  % | 3,491  % | 2,449  % |
| 40 | 7,485  % | 4,359  % | 4,481  % | 5,912  % | 3,507  % | 2,489  % |
| 41 | 7,432  % | 4,356  % | 4,476  % | 5,872  % | 3,521  % | 2,527  % |
| 42 | 7,381  % | 4,353  % | 4,472  % | 5,834  % | 3,536  % | 2,564  % |
| 43 | 7,333  % | 4,351  % | 4,467  % | 5,798  % | 3,550  % | 2,599  % |
| 44 | 7,286  % | 4,348  % | 4,462  % | 5,763  % | 3,563  % | 2,633  % |
| 45 | 7,241  % | 4,346  % | 4,458  % | 5,730  % | 3,576  % | 2,666  % |
| 46 | 7,198  % | 4,343  % | 4,453  % | 5,697  % | 3,588  % | 2,697  % |
| 47 | 7,156  % | 4,341  % | 4,449  % | 5,666  % | 3,601  % | 2,728  % |
| 48 | 7,116  % | 4,339  % | 4,445  % | 5,637  % | 3,612  % | 2,757  % |
| 49 | 7,078  % | 4,336  % | 4,440  % | 5,608  % | 3,623  % | 2,785  % |
| 50 | 7,041  % | 4,334  % | 4,436  % | 5,580  % | 3,634  % | 2,812  % |
| 51 | 7,005  % | 4,332  % | 4,432  % | 5,554  % | 3,645  % | 2,839  % |
| 52 | 6,971  % | 4,330  % | 4,428  % | 5,528  % | 3,655  % | 2,864  % |
| 53 | 6,938  % | 4,328  % | 4,424  % | 5,503  % | 3,665  % | 2,889  % |
| 54 | 6,906  % | 4,326  % | 4,421  % | 5,480  % | 3,674  % | 2,912  % |
| 55 | 6,875  % | 4,324  % | 4,417  % | 5,457  % | 3,684  % | 2,935  % |
| 56 | 6,845  % | 4,322  % | 4,413  % | 5,434  % | 3,692  % | 2,957  % |
| 57 | 6,816  % | 4,320  % | 4,410  % | 5,413  % | 3,701  % | 2,979  % |
| 58 | 6,788  % | 4,318  % | 4,406  % | 5,392  % | 3,709  % | 2,999  % |
| 59 | 6,761  % | 4,316  % | 4,403  % | 5,372  % | 3,717  % | 3,019  % |
| 60 | 6,735  % | 4,315  % | 4,400  % | 5,352  % | 3,725  % | 3,039  % |
| 61 | 6,710  % | 4,313  % | 4,397  % | 5,334  % | 3,733  % | 3,058  % |
| 62 | 6,686  % | 4,311  % | 4,394  % | 5,315  % | 3,740  % | 3,076  % |
| 63 | 6,662  % | 4,309  % | 4,391  % | 5,298  % | 3,747  % | 3,093  % |
| 64 | 6,639  % | 4,308  % | 4,388  % | 5,281  % | 3,754  % | 3,111  % |
| 65 | 6,617  % | 4,306  % | 4,385  % | 5,264  % | 3,761  % | 3,127  % |
| 66 | 6,596  % | 4,305  % | 4,382  % | 5,248  % | 3,768  % | 3,143  % |
| 67 | 6,575  % | 4,303  % | 4,380  % | 5,232  % | 3,774  % | 3,159  % |
| 68 | 6,554  % | 4,302  % | 4,377  % | 5,217  % | 3,780  % | 3,174  % |
| 69 | 6,535  % | 4,301  % | 4,375  % | 5,202  % | 3,786  % | 3,189  % |
| 70 | 6,516  % | 4,299  % | 4,372  % | 5,188  % | 3,792  % | 3,203  % |
| 71 | 6,497  % | 4,298  % | 4,370  % | 5,174  % | 3,798  % | 3,217  % |
| 72 | 6,479  % | 4,297  % | 4,368  % | 5,160  % | 3,803  % | 3,231  % |
| 73 | 6,461  % | 4,295  % | 4,365  % | 5,147  % | 3,809  % | 3,244  % |
| 74 | 6,444  % | 4,294  % | 4,363  % | 5,134  % | 3,814  % | 3,257  % |
| 75 | 6,427  % | 4,293  % | 4,361  % | 5,122  % | 3,819  % | 3,269  % |
| 76 | 6,411  % | 4,292  % | 4,359  % | 5,110  % | 3,824  % | 3,281  % |
| 77 | 6,395  % | 4,290  % | 4,357  % | 5,098  % | 3,829  % | 3,293  % |
| 78 | 6,380  % | 4,289  % | 4,355  % | 5,086  % | 3,834  % | 3,305  % |
| 79 | 6,365  % | 4,288  % | 4,353  % | 5,075  % | 3,838  % | 3,316  % |
| 80 | 6,350  % | 4,287  % | 4,351  % | 5,064  % | 3,843  % | 3,327  % |
| 81 | 6,336  % | 4,286  % | 4,349  % | 5,053  % | 3,847  % | 3,338  % |
| 82 | 6,322  % | 4,285  % | 4,347  % | 5,043  % | 3,851  % | 3,348  % |
| 83 | 6,309  % | 4,284  % | 4,346  % | 5,033  % | 3,856  % | 3,358  % |
| 84 | 6,295  % | 4,283  % | 4,344  % | 5,023  % | 3,860  % | 3,368  % |
| 85 | 6,282  % | 4,282  % | 4,342  % | 5,013  % | 3,864  % | 3,378  % |
| 86 | 6,270  % | 4,281  % | 4,340  % | 5,004  % | 3,868  % | 3,388  % |
| 87 | 6,257  % | 4,280  % | 4,339  % | 4,994  % | 3,871  % | 3,397  % |
| 88 | 6,245  % | 4,279  % | 4,337  % | 4,985  % | 3,875  % | 3,406  % |
| 89 | 6,234  % | 4,278  % | 4,336  % | 4,976  % | 3,879  % | 3,415  % |
| 90 | 6,222  % | 4,278  % | 4,334  % | 4,968  % | 3,882  % | 3,424  % |
| 91 | 6,211  % | 4,277  % | 4,333  % | 4,959  % | 3,886  % | 3,432  % |
| 92 | 6,200  % | 4,276  % | 4,331  % | 4,951  % | 3,889  % | 3,440  % |
| 93 | 6,189  % | 4,275  % | 4,330  % | 4,943  % | 3,892  % | 3,449  % |
| 94 | 6,178  % | 4,274  % | 4,329  % | 4,935  % | 3,896  % | 3,457  % |
| 95 | 6,168  % | 4,274  % | 4,327  % | 4,927  % | 3,899  % | 3,464  % |
| 96 | 6,158  % | 4,273  % | 4,326  % | 4,920  % | 3,902  % | 3,472  % |
| 97 | 6,148  % | 4,272  % | 4,325  % | 4,912  % | 3,905  % | 3,479  % |
| 98 | 6,138  % | 4,271  % | 4,323  % | 4,905  % | 3,908  % | 3,487  % |
| 99 | 6,129  % | 4,271  % | 4,322  % | 4,898  % | 3,911  % | 3,494  % |
| 100 | 6,119  % | 4,270  % | 4,321  % | 4,891  % | 3,914  % | 3,501  % |
| 101 | 6,110  % | 4,269  % | 4,320  % | 4,884  % | 3,917  % | 3,508  % |
| 102 | 6,101  % | 4,269  % | 4,318  % | 4,877  % | 3,920  % | 3,515  % |
| 103 | 6,092  % | 4,268  % | 4,317  % | 4,871  % | 3,922  % | 3,521  % |
| 104 | 6,084  % | 4,267  % | 4,316  % | 4,864  % | 3,925  % | 3,528  % |
| 105 | 6,075  % | 4,267  % | 4,315  % | 4,858  % | 3,928  % | 3,534  % |
| 106 | 6,067  % | 4,266  % | 4,314  % | 4,852  % | 3,930  % | 3,540  % |
| 107 | 6,059  % | 4,265  % | 4,313  % | 4,845  % | 3,933  % | 3,547  % |
| 108 | 6,051  % | 4,265  % | 4,312  % | 4,839  % | 3,935  % | 3,553  % |
| 109 | 6,043  % | 4,264  % | 4,311  % | 4,834  % | 3,938  % | 3,558  % |
| 110 | 6,035  % | 4,264  % | 4,310  % | 4,828  % | 3,940  % | 3,564  % |
| 111 | 6,028  % | 4,263  % | 4,309  % | 4,822  % | 3,942  % | 3,570  % |
| 112 | 6,020  % | 4,262  % | 4,308  % | 4,817  % | 3,945  % | 3,576  % |
| 113 | 6,013  % | 4,262  % | 4,307  % | 4,811  % | 3,947  % | 3,581  % |
| 114 | 6,006  % | 4,261  % | 4,306  % | 4,806  % | 3,949  % | 3,587  % |
| 115 | 5,999  % | 4,261  % | 4,305  % | 4,800  % | 3,951  % | 3,592  % |
| 116 | 5,992  % | 4,260  % | 4,304  % | 4,795  % | 3,953  % | 3,597  % |
| 117 | 5,985  % | 4,260  % | 4,303  % | 4,790  % | 3,955  % | 3,602  % |
| 118 | 5,979  % | 4,259  % | 4,302  % | 4,785  % | 3,958  % | 3,607  % |
| 119 | 5,972  % | 4,259  % | 4,302  % | 4,780  % | 3,960  % | 3,612  % |
| 120 | 5,966  % | 4,258  % | 4,301  % | 4,775  % | 3,962  % | 3,617  % |
| 121 | 5,959  % | 4,258  % | 4,300  % | 4,771  % | 3,964  % | 3,622  % |
| 122 | 5,953  % | 4,257  % | 4,299  % | 4,766  % | 3,965  % | 3,627  % |
| 123 | 5,947  % | 4,257  % | 4,298  % | 4,761  % | 3,967  % | 3,631  % |
| 124 | 5,941  % | 4,256  % | 4,297  % | 4,757  % | 3,969  % | 3,636  % |
| 125 | 5,935  % | 4,256  % | 4,297  % | 4,752  % | 3,971  % | 3,640  % |
| 126 | 5,929  % | 4,256  % | 4,296  % | 4,748  % | 3,973  % | 3,645  % |
| 127 | 5,923  % | 4,255  % | 4,295  % | 4,744  % | 3,975  % | 3,649  % |
| 128 | 5,918  % | 4,255  % | 4,294  % | 4,739  % | 3,976  % | 3,653  % |
| 129 | 5,912  % | 4,254  % | 4,294  % | 4,735  % | 3,978  % | 3,658  % |
| 130 | 5,906  % | 4,254  % | 4,293  % | 4,731  % | 3,980  % | 3,662  % |
| 131 | 5,901  % | 4,253  % | 4,292  % | 4,727  % | 3,982  % | 3,666  % |
| 132 | 5,896  % | 4,253  % | 4,292  % | 4,723  % | 3,983  % | 3,670  % |
| 133 | 5,891  % | 4,253  % | 4,291  % | 4,719  % | 3,985  % | 3,674  % |
| 134 | 5,885  % | 4,252  % | 4,290  % | 4,715  % | 3,986  % | 3,678  % |
| 135 | 5,880  % | 4,252  % | 4,290  % | 4,711  % | 3,988  % | 3,682  % |
| 136 | 5,875  % | 4,251  % | 4,289  % | 4,708  % | 3,990  % | 3,686  % |
| 137 | 5,870  % | 4,251  % | 4,288  % | 4,704  % | 3,991  % | 3,689  % |
| 138 | 5,865  % | 4,251  % | 4,288  % | 4,700  % | 3,993  % | 3,693  % |
| 139 | 5,861  % | 4,250  % | 4,287  % | 4,697  % | 3,994  % | 3,697  % |
| 140 | 5,856  % | 4,250  % | 4,286  % | 4,693  % | 3,996  % | 3,700  % |
| 141 | 5,851  % | 4,250  % | 4,286  % | 4,689  % | 3,997  % | 3,704  % |
| 142 | 5,847  % | 4,249  % | 4,285  % | 4,686  % | 3,998  % | 3,707  % |
| 143 | 5,842  % | 4,249  % | 4,285  % | 4,683  % | 4,000  % | 3,711  % |
| 144 | 5,838  % | 4,249  % | 4,284  % | 4,679  % | 4,001  % | 3,714  % |
| 145 | 5,833  % | 4,248  % | 4,283  % | 4,676  % | 4,003  % | 3,717  % |
| 146 | 5,829  % | 4,248  % | 4,283  % | 4,673  % | 4,004  % | 3,721  % |
| 147 | 5,825  % | 4,248  % | 4,282  % | 4,669  % | 4,005  % | 3,724  % |
| 148 | 5,820  % | 4,247  % | 4,282  % | 4,666  % | 4,007  % | 3,727  % |
| 149 | 5,816  % | 4,247  % | 4,281  % | 4,663  % | 4,008  % | 3,730  % |
| 150 | 5,812  % | 4,247  % | 4,281  % | 4,660  % | 4,009  % | 3,733  % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

10,460  %

3,065  %

3,346  %

10,115  %

1,269  %

1,364  %

2

10,053  %

3,169  %

3,430  %

9,440  %

1,574  %

1,385  %

3

10,226  %

3,309  %

3,515  %

9,133  %

1,846  %

1,431  %

4

8,614  %

3,451  %

3,573  %

8,906  %

2,065  %

1,490  %

5

9,038  %

3,542  %

3,666  %

8,741  %

2,249  %

1,545  %

6

9,337  %

3,694  %

3,746  %

8,594  %

2,397  %

1,577  %

7

9,440  %

3,857  %

3,822  %

8,480  %

2,519  %

1,607  %

8

9,516  %

3,985  %

3,903  %

8,388  %

2,626  %

1,646  %

9

9,628  %

4,081  %

3,978  %

8,304  %

2,718  %

1,684  %

10

9,718  %

4,154  %

4,036  %

8,216  %

2,794  %

1,713  %

11

9,757  %

4,210  %

4,074  %

8,121  %

2,855  %

1,731  %

12

9,754  %

4,253  %

4,105  %

8,018  %

2,907  %

1,742  %

13

9,720  %

4,286  %

4,138  %

7,913  %

2,956  %

1,749  %

14

9,664  %

4,312  %

4,176  %

7,806  %

2,998  %

1,746  %

15

9,591  %

4,333  %

4,217  %

7,699  %

3,032  %

1,728  %

16

9,506  %

4,349  %

4,262  %

7,593  %

3,056  %

1,695  %

17

9,413  %

4,361  %

4,307  %

7,489  %

3,074  %

1,658  %

18

9,314  %

4,370  %

4,350  %

7,387  %

3,089  %

1,626  %

19

9,212  %

4,377  %

4,389  %

7,289  %

3,103  %

1,605  %

20

9,108  %

4,383  %

4,422  %

7,193  %

3,119  %

1,601  %

21

9,004  %

4,386  %

4,449  %

7,100  %

3,136  %

1,614  %

22

8,900  %

4,389  %

4,469  %

7,011  %

3,156  %

1,641  %

23

8,798  %

4,390  %

4,485  %

6,925  %

3,177  %

1,677  %

24

8,698  %

4,391  %

4,497  %

6,843  %

3,198  %

1,720  %

25

8,600  %

4,391  %

4,505  %

6,764  %

3,220  %

1,768  %

26

8,504  %

4,390  %

4,511  %

6,688  %

3,242  %

1,819  %

27

8,412  %

4,389  %

4,515  %

6,615  %

3,264  %

1,871  %

28

8,323  %

4,388  %

4,517  %

6,546  %

3,285  %

1,924  %

29

8,237  %

4,386  %

4,518  %

6,479  %

3,307  %

1,977  %

30

8,154  %

4,384  %

4,517  %

6,416  %

3,327  %

2,030  %

31

8,074  %

4,382  %

4,515  %

6,355  %

3,348  %

2,081  %

32

7,997  %

4,379  %

4,513  %

6,296  %

3,368  %

2,132  %

33

7,924  %

4,377  %

4,510  %

6,241  %

3,387  %

2,182  %

34

7,853  %

4,374  %

4,507  %

6,187  %

3,406  %

2,230  %

35

7,785  %

4,372  %

4,503  %

6,136  %

3,424  %

2,277  %

36

7,720  %

4,369  %

4,499  %

6,087  %

3,442  %

2,322  %

37

7,657  %

4,367  %

4,495  %

6,041  %

3,459  %

2,366  %

38

7,597  %

4,364  %

4,490  %

5,996  %

3,475  %

2,409  %

39

7,540  %

4,361  %

4,486  %

5,953  %

3,491  %

2,449  %

40

7,485  %

4,359  %

4,481  %

5,912  %

3,507  %

2,489  %

41

7,432  %

4,356  %

4,476  %

5,872  %

3,521  %

2,527  %

42

7,381  %

4,353  %

4,472  %

5,834  %

3,536  %

2,564  %

43

7,333  %

4,351  %

4,467  %

5,798  %

3,550  %

2,599  %

44

7,286  %

4,348  %

4,462  %

5,763  %

3,563  %

2,633  %

45

7,241  %

4,346  %

4,458  %

5,730  %

3,576  %

2,666  %

46

7,198  %

4,343  %

4,453  %

5,697  %

3,588  %

2,697  %

47

7,156  %

4,341  %

4,449  %

5,666  %

3,601  %

2,728  %

48

7,116  %

4,339  %

4,445  %

5,637  %

3,612  %

2,757  %

49

7,078  %

4,336  %

4,440  %

5,608  %

3,623  %

2,785  %

50

7,041  %

4,334  %

4,436  %

5,580  %

3,634  %

2,812  %

51

7,005  %

4,332  %

4,432  %

5,554  %

3,645  %

2,839  %

52

6,971  %

4,330  %

4,428  %

5,528  %

3,655  %

2,864  %

53

6,938  %

4,328  %

4,424  %

5,503  %

3,665  %

2,889  %

54

6,906  %

4,326  %

4,421  %

5,480  %

3,674  %

2,912  %

55

6,875  %

4,324  %

4,417  %

5,457  %

3,684  %

2,935  %

56

6,845  %

4,322  %

4,413  %

5,434  %

3,692  %

2,957  %

57

6,816  %

4,320  %

4,410  %

5,413  %

3,701  %

2,979  %

58

6,788  %

4,318  %

4,406  %

5,392  %

3,709  %

2,999  %

59

6,761  %

4,316  %

4,403  %

5,372  %

3,717  %

3,019  %

60

6,735  %

4,315  %

4,400  %

5,352  %

3,725  %

3,039  %

61

6,710  %

4,313  %

4,397  %

5,334  %

3,733  %

3,058  %

62

6,686  %

4,311  %

4,394  %

5,315  %

3,740  %

3,076  %

63

6,662  %

4,309  %

4,391  %

5,298  %

3,747  %

3,093  %

64

6,639  %

4,308  %

4,388  %

5,281  %

3,754  %

3,111  %

65

6,617  %

4,306  %

4,385  %

5,264  %

3,761  %

3,127  %

66

6,596  %

4,305  %

4,382  %

5,248  %

3,768  %

3,143  %

67

6,575  %

4,303  %

4,380  %

5,232  %

3,774  %

3,159  %

68

6,554  %

4,302  %

4,377  %

5,217  %

3,780  %

3,174  %

69

6,535  %

4,301  %

4,375  %

5,202  %

3,786  %

3,189  %

70

6,516  %

4,299  %

4,372  %

5,188  %

3,792  %

3,203  %

71

6,497  %

4,298  %

4,370  %

5,174  %

3,798  %

3,217  %

72

6,479  %

4,297  %

4,368  %

5,160  %

3,803  %

3,231  %

73

6,461  %

4,295  %

4,365  %

5,147  %

3,809  %

3,244  %

74

6,444  %

4,294  %

4,363  %

5,134  %

3,814  %

3,257  %

75

6,427  %

4,293  %

4,361  %

5,122  %

3,819  %

3,269  %

76

6,411  %

4,292  %

4,359  %

5,110  %

3,824  %

3,281  %

77

6,395  %

4,290  %

4,357  %

5,098  %

3,829  %

3,293  %

78

6,380  %

4,289  %

4,355  %

5,086  %

3,834  %

3,305  %

79

6,365  %

4,288  %

4,353  %

5,075  %

3,838  %

3,316  %

80

6,350  %

4,287  %

4,351  %

5,064  %

3,843  %

3,327  %

81

6,336  %

4,286  %

4,349  %

5,053  %

3,847  %

3,338  %

82

6,322  %

4,285  %

4,347  %

5,043  %

3,851  %

3,348  %

83

6,309  %

4,284  %

4,346  %

5,033  %

3,856  %

3,358  %

84

6,295  %

4,283  %

4,344  %

5,023  %

3,860  %

3,368  %

85

6,282  %

4,282  %

4,342  %

5,013  %

3,864  %

3,378  %

86

6,270  %

4,281  %

4,340  %

5,004  %

3,868  %

3,388  %

87

6,257  %

4,280  %

4,339  %

4,994  %

3,871  %

3,397  %

88

6,245  %

4,279  %

4,337  %

4,985  %

3,875  %

3,406  %

89

6,234  %

4,278  %

4,336  %

4,976  %

3,879  %

3,415  %

90

6,222  %

4,278  %

4,334  %

4,968  %

3,882  %

3,424  %

91

6,211  %

4,277  %

4,333  %

4,959  %

3,886  %

3,432  %

92

6,200  %

4,276  %

4,331  %

4,951  %

3,889  %

3,440  %

93

6,189  %

4,275  %

4,330  %

4,943  %

3,892  %

3,449  %

94

6,178  %

4,274  %

4,329  %

4,935  %

3,896  %

3,457  %

95

6,168  %

4,274  %

4,327  %

4,927  %

3,899  %

3,464  %

96

6,158  %

4,273  %

4,326  %

4,920  %

3,902  %

3,472  %

97

6,148  %

4,272  %

4,325  %

4,912  %

3,905  %

3,479  %

98

6,138  %

4,271  %

4,323  %

4,905  %

3,908  %

3,487  %

99

6,129  %

4,271  %

4,322  %

4,898  %

3,911  %

3,494  %

100

6,119  %

4,270  %

4,321  %

4,891  %

3,914  %

3,501  %

101

6,110  %

4,269  %

4,320  %

4,884  %

3,917  %

3,508  %

102

6,101  %

4,269  %

4,318  %

4,877  %

3,920  %

3,515  %

103

6,092  %

4,268  %

4,317  %

4,871  %

3,922  %

3,521  %

104

6,084  %

4,267  %

4,316  %

4,864  %

3,925  %

3,528  %

105

6,075  %

4,267  %

4,315  %

4,858  %

3,928  %

3,534  %

106

6,067  %

4,266  %

4,314  %

4,852  %

3,930  %

3,540  %

107

6,059  %

4,265  %

4,313  %

4,845  %

3,933  %

3,547  %

108

6,051  %

4,265  %

4,312  %

4,839  %

3,935  %

3,553  %

109

6,043  %

4,264  %

4,311  %

4,834  %

3,938  %

3,558  %

110

6,035  %

4,264  %

4,310  %

4,828  %

3,940  %

3,564  %

111

6,028  %

4,263  %

4,309  %

4,822  %

3,942  %

3,570  %

112

6,020  %

4,262  %

4,308  %

4,817  %

3,945  %

3,576  %

113

6,013  %

4,262  %

4,307  %

4,811  %

3,947  %

3,581  %

114

6,006  %

4,261  %

4,306  %

4,806  %

3,949  %

3,587  %

115

5,999  %

4,261  %

4,305  %

4,800  %

3,951  %

3,592  %

116

5,992  %

4,260  %

4,304  %

4,795  %

3,953  %

3,597  %

117

5,985  %

4,260  %

4,303  %

4,790  %

3,955  %

3,602  %

118

5,979  %

4,259  %

4,302  %

4,785  %

3,958  %

3,607  %

119

5,972  %

4,259  %

4,302  %

4,780  %

3,960  %

3,612  %

120

5,966  %

4,258  %

4,301  %

4,775  %

3,962  %

3,617  %

121

5,959  %

4,258  %

4,300  %

4,771  %

3,964  %

3,622  %

122

5,953  %

4,257  %

4,299  %

4,766  %

3,965  %

3,627  %

123

5,947  %

4,257  %

4,298  %

4,761  %

3,967  %

3,631  %

124

5,941  %

4,256  %

4,297  %

4,757  %

3,969  %

3,636  %

125

5,935  %

4,256  %

4,297  %

4,752  %

3,971  %

3,640  %

126

5,929  %

4,256  %

4,296  %

4,748  %

3,973  %

3,645  %

127

5,923  %

4,255  %

4,295  %

4,744  %

3,975  %

3,649  %

128

5,918  %

4,255  %

4,294  %

4,739  %

3,976  %

3,653  %

129

5,912  %

4,254  %

4,294  %

4,735  %

3,978  %

3,658  %

130

5,906  %

4,254  %

4,293  %

4,731  %

3,980  %

3,662  %

131

5,901  %

4,253  %

4,292  %

4,727  %

3,982  %

3,666  %

132

5,896  %

4,253  %

4,292  %

4,723  %

3,983  %

3,670  %

133

5,891  %

4,253  %

4,291  %

4,719  %

3,985  %

3,674  %

134

5,885  %

4,252  %

4,290  %

4,715  %

3,986  %

3,678  %

135

5,880  %

4,252  %

4,290  %

4,711  %

3,988  %

3,682  %

136

5,875  %

4,251  %

4,289  %

4,708  %

3,990  %

3,686  %

137

5,870  %

4,251  %

4,288  %

4,704  %

3,991  %

3,689  %

138

5,865  %

4,251  %

4,288  %

4,700  %

3,993  %

3,693  %

139

5,861  %

4,250  %

4,287  %

4,697  %

3,994  %

3,697  %

140

5,856  %

4,250  %

4,286  %

4,693  %

3,996  %

3,700  %

141

5,851  %

4,250  %

4,286  %

4,689  %

3,997  %

3,704  %

142

5,847  %

4,249  %

4,285  %

4,686  %

3,998  %

3,707  %

143

5,842  %

4,249  %

4,285  %

4,683  %

4,000  %

3,711  %

144

5,838  %

4,249  %

4,284  %

4,679  %

4,001  %

3,714  %

145

5,833  %

4,248  %

4,283  %

4,676  %

4,003  %

3,717  %

146

5,829  %

4,248  %

4,283  %

4,673  %

4,004  %

3,721  %

147

5,825  %

4,248  %

4,282  %

4,669  %

4,005  %

3,724  %

148

5,820  %

4,247  %

4,282  %

4,666  %

4,007  %

3,727  %

149

5,816  %

4,247  %

4,281  %

4,663  %

4,008  %

3,730  %

150

5,812  %

4,247  %

4,281  %

4,660  %

4,009  %

3,733  %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 11,155  % | 1,044  % | -0,082  % |
| 2 | 11,232  % | 1,309  % | -0,077  % |
| 3 | 11,440  % | 1,551  % | -0,069  % |
| 4 | 11,392  % | 1,716  % | -0,051  % |
| 5 | 11,399  % | 1,846  % | -0,030  % |
| 6 | 11,292  % | 1,954  % | -0,005  % |
| 7 | 11,177  % | 2,041  % | 0,023  % |
| 8 | 11,157  % | 2,115  % | 0,054  % |
| 9 | 11,185  % | 2,176  % | 0,087  % |
| 10 | 11,203  % | 2,229  % | 0,121  % |
| 11 | 11,180  % | 2,274  % | 0,159  % |
| 12 | 11,121  % | 2,315  % | 0,202  % |
| 13 | 11,035  % | 2,350  % | 0,249  % |
| 14 | 10,929  % | 2,378  % | 0,299  % |
| 15 | 10,810  % | 2,402  % | 0,348  % |
| 16 | 10,681  % | 2,422  % | 0,396  % |
| 17 | 10,545  % | 2,438  % | 0,441  % |
| 18 | 10,406  % | 2,452  % | 0,484  % |
| 19 | 10,265  % | 2,463  % | 0,522  % |
| 20 | 10,125  % | 2,472  % | 0,557  % |
| 21 | 9,985  % | 2,479  % | 0,588  % |
| 22 | 9,848  % | 2,484  % | 0,614  % |
| 23 | 9,713  % | 2,488  % | 0,636  % |
| 24 | 9,582  % | 2,491  % | 0,654  % |
| 25 | 9,455  % | 2,494  % | 0,668  % |
| 26 | 9,331  % | 2,495  % | 0,678  % |
| 27 | 9,212  % | 2,497  % | 0,686  % |
| 28 | 9,098  % | 2,498  % | 0,697  % |
| 29 | 8,988  % | 2,498  % | 0,711  % |
| 30 | 8,882  % | 2,498  % | 0,731  % |
| 31 | 8,780  % | 2,498  % | 0,757  % |
| 32 | 8,682  % | 2,497  % | 0,788  % |
| 33 | 8,589  % | 2,495  % | 0,823  % |
| 34 | 8,499  % | 2,494  % | 0,860  % |
| 35 | 8,414  % | 2,491  % | 0,900  % |
| 36 | 8,331  % | 2,489  % | 0,940  % |
| 37 | 8,253  % | 2,485  % | 0,981  % |
| 38 | 8,177  % | 2,482  % | 1,022  % |
| 39 | 8,105  % | 2,477  % | 1,063  % |
| 40 | 8,036  % | 2,472  % | 1,104  % |
| 41 | 7,970  % | 2,465  % | 1,144  % |
| 42 | 7,906  % | 2,459  % | 1,184  % |
| 43 | 7,845  % | 2,453  % | 1,222  % |
| 44 | 7,787  % | 2,448  % | 1,260  % |
| 45 | 7,730  % | 2,445  % | 1,297  % |
| 46 | 7,676  % | 2,444  % | 1,333  % |
| 47 | 7,625  % | 2,445  % | 1,369  % |
| 48 | 7,575  % | 2,448  % | 1,403  % |
| 49 | 7,527  % | 2,453  % | 1,436  % |
| 50 | 7,481  % | 2,462  % | 1,468  % |
| 51 | 7,436  % | 2,473  % | 1,500  % |
| 52 | 7,393  % | 2,486  % | 1,530  % |
| 53 | 7,352  % | 2,501  % | 1,560  % |
| 54 | 7,312  % | 2,518  % | 1,588  % |
| 55 | 7,274  % | 2,535  % | 1,616  % |
| 56 | 7,237  % | 2,554  % | 1,643  % |
| 57 | 7,201  % | 2,573  % | 1,669  % |
| 58 | 7,167  % | 2,592  % | 1,694  % |
| 59 | 7,133  % | 2,612  % | 1,719  % |
| 60 | 7,101  % | 2,632  % | 1,743  % |
| 61 | 7,070  % | 2,652  % | 1,766  % |
| 62 | 7,039  % | 2,672  % | 1,789  % |
| 63 | 7,010  % | 2,692  % | 1,810  % |
| 64 | 6,982  % | 2,711  % | 1,832  % |
| 65 | 6,954  % | 2,731  % | 1,852  % |
| 66 | 6,927  % | 2,750  % | 1,872  % |
| 67 | 6,902  % | 2,769  % | 1,892  % |
| 68 | 6,876  % | 2,788  % | 1,911  % |
| 69 | 6,852  % | 2,806  % | 1,929  % |
| 70 | 6,828  % | 2,825  % | 1,947  % |
| 71 | 6,805  % | 2,842  % | 1,964  % |
| 72 | 6,783  % | 2,860  % | 1,981  % |
| 73 | 6,761  % | 2,877  % | 1,998  % |
| 74 | 6,740  % | 2,894  % | 2,014  % |
| 75 | 6,719  % | 2,910  % | 2,029  % |
| 76 | 6,699  % | 2,926  % | 2,045  % |
| 77 | 6,679  % | 2,942  % | 2,060  % |
| 78 | 6,660  % | 2,958  % | 2,074  % |
| 79 | 6,642  % | 2,973  % | 2,088  % |
| 80 | 6,623  % | 2,987  % | 2,102  % |
| 81 | 6,606  % | 3,002  % | 2,115  % |
| 82 | 6,589  % | 3,016  % | 2,129  % |
| 83 | 6,572  % | 3,030  % | 2,141  % |
| 84 | 6,555  % | 3,044  % | 2,154  % |
| 85 | 6,539  % | 3,057  % | 2,166  % |
| 86 | 6,524  % | 3,070  % | 2,178  % |
| 87 | 6,508  % | 3,083  % | 2,190  % |
| 88 | 6,493  % | 3,095  % | 2,201  % |
| 89 | 6,479  % | 3,107  % | 2,212  % |
| 90 | 6,464  % | 3,119  % | 2,223  % |
| 91 | 6,450  % | 3,131  % | 2,234  % |
| 92 | 6,437  % | 3,142  % | 2,244  % |
| 93 | 6,423  % | 3,154  % | 2,255  % |
| 94 | 6,410  % | 3,165  % | 2,265  % |
| 95 | 6,397  % | 3,176  % | 2,274  % |
| 96 | 6,385  % | 3,186  % | 2,284  % |
| 97 | 6,373  % | 3,196  % | 2,293  % |
| 98 | 6,361  % | 3,207  % | 2,303  % |
| 99 | 6,349  % | 3,217  % | 2,312  % |
| 100 | 6,337  % | 3,226  % | 2,320  % |
| 101 | 6,326  % | 3,236  % | 2,329  % |
| 102 | 6,315  % | 3,245  % | 2,338  % |
| 103 | 6,304  % | 3,254  % | 2,346  % |
| 104 | 6,293  % | 3,263  % | 2,354  % |
| 105 | 6,283  % | 3,272  % | 2,362  % |
| 106 | 6,273  % | 3,281  % | 2,370  % |
| 107 | 6,263  % | 3,290  % | 2,378  % |
| 108 | 6,253  % | 3,298  % | 2,385  % |
| 109 | 6,243  % | 3,306  % | 2,393  % |
| 110 | 6,233  % | 3,314  % | 2,400  % |
| 111 | 6,224  % | 3,322  % | 2,407  % |
| 112 | 6,215  % | 3,330  % | 2,414  % |
| 113 | 6,206  % | 3,338  % | 2,421  % |
| 114 | 6,197  % | 3,345  % | 2,428  % |
| 115 | 6,188  % | 3,353  % | 2,435  % |
| 116 | 6,180  % | 3,360  % | 2,441  % |
| 117 | 6,171  % | 3,367  % | 2,448  % |
| 118 | 6,163  % | 3,374  % | 2,454  % |
| 119 | 6,155  % | 3,381  % | 2,460  % |
| 120 | 6,147  % | 3,388  % | 2,466  % |
| 121 | 6,139  % | 3,394  % | 2,472  % |
| 122 | 6,131  % | 3,401  % | 2,478  % |
| 123 | 6,124  % | 3,407  % | 2,484  % |
| 124 | 6,116  % | 3,414  % | 2,490  % |
| 125 | 6,109  % | 3,420  % | 2,496  % |
| 126 | 6,102  % | 3,426  % | 2,501  % |
| 127 | 6,094  % | 3,432  % | 2,507  % |
| 128 | 6,087  % | 3,438  % | 2,512  % |
| 129 | 6,081  % | 3,444  % | 2,517  % |
| 130 | 6,074  % | 3,450  % | 2,523  % |
| 131 | 6,067  % | 3,456  % | 2,528  % |
| 132 | 6,060  % | 3,461  % | 2,533  % |
| 133 | 6,054  % | 3,467  % | 2,538  % |
| 134 | 6,048  % | 3,472  % | 2,543  % |
| 135 | 6,041  % | 3,478  % | 2,548  % |
| 136 | 6,035  % | 3,483  % | 2,552  % |
| 137 | 6,029  % | 3,488  % | 2,557  % |
| 138 | 6,023  % | 3,493  % | 2,562  % |
| 139 | 6,017  % | 3,498  % | 2,566  % |
| 140 | 6,011  % | 3,503  % | 2,571  % |
| 141 | 6,005  % | 3,508  % | 2,575  % |
| 142 | 6,000  % | 3,513  % | 2,580  % |
| 143 | 5,994  % | 3,518  % | 2,584  % |
| 144 | 5,988  % | 3,523  % | 2,588  % |
| 145 | 5,983  % | 3,527  % | 2,593  % |
| 146 | 5,978  % | 3,532  % | 2,597  % |
| 147 | 5,972  % | 3,536  % | 2,601  % |
| 148 | 5,967  % | 3,541  % | 2,605  % |
| 149 | 5,962  % | 3,545  % | 2,609  % |
| 150 | 5,957  % | 3,550  % | 2,613  % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

11,155  %

1,044  %

-0,082  %

2

11,232  %

1,309  %

-0,077  %

3

11,440  %

1,551  %

-0,069  %

4

11,392  %

1,716  %

-0,051  %

5

11,399  %

1,846  %

-0,030  %

6

11,292  %

1,954  %

-0,005  %

7

11,177  %

2,041  %

0,023  %

8

11,157  %

2,115  %

0,054  %

9

11,185  %

2,176  %

0,087  %

10

11,203  %

2,229  %

0,121  %

11

11,180  %

2,274  %

0,159  %

12

11,121  %

2,315  %

0,202  %

13

11,035  %

2,350  %

0,249  %

14

10,929  %

2,378  %

0,299  %

15

10,810  %

2,402  %

0,348  %

16

10,681  %

2,422  %

0,396  %

17

10,545  %

2,438  %

0,441  %

18

10,406  %

2,452  %

0,484  %

19

10,265  %

2,463  %

0,522  %

20

10,125  %

2,472  %

0,557  %

21

9,985  %

2,479  %

0,588  %

22

9,848  %

2,484  %

0,614  %

23

9,713  %

2,488  %

0,636  %

24

9,582  %

2,491  %

0,654  %

25

9,455  %

2,494  %

0,668  %

26

9,331  %

2,495  %

0,678  %

27

9,212  %

2,497  %

0,686  %

28

9,098  %

2,498  %

0,697  %

29

8,988  %

2,498  %

0,711  %

30

8,882  %

2,498  %

0,731  %

31

8,780  %

2,498  %

0,757  %

32

8,682  %

2,497  %

0,788  %

33

8,589  %

2,495  %

0,823  %

34

8,499  %

2,494  %

0,860  %

35

8,414  %

2,491  %

0,900  %

36

8,331  %

2,489  %

0,940  %

37

8,253  %

2,485  %

0,981  %

38

8,177  %

2,482  %

1,022  %

39

8,105  %

2,477  %

1,063  %

40

8,036  %

2,472  %

1,104  %

41

7,970  %

2,465  %

1,144  %

42

7,906  %

2,459  %

1,184  %

43

7,845  %

2,453  %

1,222  %

44

7,787  %

2,448  %

1,260  %

45

7,730  %

2,445  %

1,297  %

46

7,676  %

2,444  %

1,333  %

47

7,625  %

2,445  %

1,369  %

48

7,575  %

2,448  %

1,403  %

49

7,527  %

2,453  %

1,436  %

50

7,481  %

2,462  %

1,468  %

51

7,436  %

2,473  %

1,500  %

52

7,393  %

2,486  %

1,530  %

53

7,352  %

2,501  %

1,560  %

54

7,312  %

2,518  %

1,588  %

55

7,274  %

2,535  %

1,616  %

56

7,237  %

2,554  %

1,643  %

57

7,201  %

2,573  %

1,669  %

58

7,167  %

2,592  %

1,694  %

59

7,133  %

2,612  %

1,719  %

60

7,101  %

2,632  %

1,743  %

61

7,070  %

2,652  %

1,766  %

62

7,039  %

2,672  %

1,789  %

63

7,010  %

2,692  %

1,810  %

64

6,982  %

2,711  %

1,832  %

65

6,954  %

2,731  %

1,852  %

66

6,927  %

2,750  %

1,872  %

67

6,902  %

2,769  %

1,892  %

68

6,876  %

2,788  %

1,911  %

69

6,852  %

2,806  %

1,929  %

70

6,828  %

2,825  %

1,947  %

71

6,805  %

2,842  %

1,964  %

72

6,783  %

2,860  %

1,981  %

73

6,761  %

2,877  %

1,998  %

74

6,740  %

2,894  %

2,014  %

75

6,719  %

2,910  %

2,029  %

76

6,699  %

2,926  %

2,045  %

77

6,679  %

2,942  %

2,060  %

78

6,660  %

2,958  %

2,074  %

79

6,642  %

2,973  %

2,088  %

80

6,623  %

2,987  %

2,102  %

81

6,606  %

3,002  %

2,115  %

82

6,589  %

3,016  %

2,129  %

83

6,572  %

3,030  %

2,141  %

84

6,555  %

3,044  %

2,154  %

85

6,539  %

3,057  %

2,166  %

86

6,524  %

3,070  %

2,178  %

87

6,508  %

3,083  %

2,190  %

88

6,493  %

3,095  %

2,201  %

89

6,479  %

3,107  %

2,212  %

90

6,464  %

3,119  %

2,223  %

91

6,450  %

3,131  %

2,234  %

92

6,437  %

3,142  %

2,244  %

93

6,423  %

3,154  %

2,255  %

94

6,410  %

3,165  %

2,265  %

95

6,397  %

3,176  %

2,274  %

96

6,385  %

3,186  %

2,284  %

97

6,373  %

3,196  %

2,293  %

98

6,361  %

3,207  %

2,303  %

99

6,349  %

3,217  %

2,312  %

100

6,337  %

3,226  %

2,320  %

101

6,326  %

3,236  %

2,329  %

102

6,315  %

3,245  %

2,338  %

103

6,304  %

3,254  %

2,346  %

104

6,293  %

3,263  %

2,354  %

105

6,283  %

3,272  %

2,362  %

106

6,273  %

3,281  %

2,370  %

107

6,263  %

3,290  %

2,378  %

108

6,253  %

3,298  %

2,385  %

109

6,243  %

3,306  %

2,393  %

110

6,233  %

3,314  %

2,400  %

111

6,224  %

3,322  %

2,407  %

112

6,215  %

3,330  %

2,414  %

113

6,206  %

3,338  %

2,421  %

114

6,197  %

3,345  %

2,428  %

115

6,188  %

3,353  %

2,435  %

116

6,180  %

3,360  %

2,441  %

117

6,171  %

3,367  %

2,448  %

118

6,163  %

3,374  %

2,454  %

119

6,155  %

3,381  %

2,460  %

120

6,147  %

3,388  %

2,466  %

121

6,139  %

3,394  %

2,472  %

122

6,131  %

3,401  %

2,478  %

123

6,124  %

3,407  %

2,484  %

124

6,116  %

3,414  %

2,490  %

125

6,109  %

3,420  %

2,496  %

126

6,102  %

3,426  %

2,501  %

127

6,094  %

3,432  %

2,507  %

128

6,087  %

3,438  %

2,512  %

129

6,081  %

3,444  %

2,517  %

130

6,074  %

3,450  %

2,523  %

131

6,067  %

3,456  %

2,528  %

132

6,060  %

3,461  %

2,533  %

133

6,054  %

3,467  %

2,538  %

134

6,048  %

3,472  %

2,543  %

135

6,041  %

3,478  %

2,548  %

136

6,035  %

3,483  %

2,552  %

137

6,029  %

3,488  %

2,557  %

138

6,023  %

3,493  %

2,562  %

139

6,017  %

3,498  %

2,566  %

140

6,011  %

3,503  %

2,571  %

141

6,005  %

3,508  %

2,575  %

142

6,000  %

3,513  %

2,580  %

143

5,994  %

3,518  %

2,584  %

144

5,988  %

3,523  %

2,588  %

145

5,983  %

3,527  %

2,593  %

146

5,978  %

3,532  %

2,597  %

147

5,972  %

3,536  %

2,601  %

148

5,967  %

3,541  %

2,605  %

149

5,962  %

3,545  %

2,609  %

150

5,957  %

3,550  %

2,613  %

---

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 | 34 | 5 | 1 | 28 | 2 |
| 2 | 0 | 0 | 42 | 5 | 2 | 46 | 1 |
| 3 | 0 | 2 | 48 | 5 | 4 | 51 | 1 |
| 4 | 0 | 3 | 51 | 5 | 5 | 51 | 0 |
| 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 55 | 0 |
| 7 | 3 | 6 | 62 | 5 | 11 | 57 | 0 |
| 8 | 3 | 8 | 63 | 5 | 13 | 56 | 0 |
| 9 | 4 | 8 | 65 | 5 | 14 | 52 | 0 |
| 10 | 4 | 9 | 67 | 5 | 15 | 51 | 1 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

1

28

2

2

0

0

42

5

2

46

1

3

0

2

48

5

4

51

1

4

0

3

51

5

5

51

0

5

1

5

56

5

7

54

0

6

2

6

59

5

9

55

0

7

3

6

62

5

11

57

0

8

3

8

63

5

13

56

0

9

4

8

65

5

14

52

0

10

4

9

67

5

15

51

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 431 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 230 | 4 | 28 |
| 4 | 3 | 0 | 0 | 0 | 198 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 180 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 177 | 4 | 32 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 8 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 1 | 3 | 0 | 180 | 1 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

431

4

18

2

0

0

0

0

261

4

26

3

2

0

0

0

230

4

28

4

3

0

0

0

198

4

30

5

5

0

0

0

180

4

31

6

6

0

0

0

177

4

32

7

6

0

0

0

173

4

32

8

8

1

2

0

178

2

33

9

8

1

3

0

180

1

34

10

9

1

3

0

182

4

34

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 18 | 0 | 28 |
| 2 | 14 | 13 | 13 | 0 | 26 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 31 | 0 | 54 |
| 6 | 23 | 22 | 22 | 0 | 32 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 32 | 0 | 57 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 |
| 9 | 27 | 25 | 25 | 3 | 34 | 1 | 52 |
| 10 | 29 | 26 | 26 | 3 | 34 | 1 | 51 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Portugal

1

6

6

6

0

18

0

28

2

14

13

13

0

26

0

46

3

18

16

16

0

28

0

51

4

20

18

18

0

30

0

51

5

22

20

20

0

31

0

54

6

23

22

22

0

32

0

56

7

24

23

23

0

32

0

57

8

26

24

24

2

33

0

56

9

27

25

25

3

34

1

52

10

29

26

26

3

34

1

51

| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 24 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 22 | 22 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 37 | 20 | 0 | 0 | 0 |
| 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 27 | 26 | 42 | 23 | 0 | 0 | 0 |
| 8 | 29 | 27 | 44 | 24 | 0 | 0 | 0 |
| 9 | 30 | 27 | 44 | 25 | 0 | 0 | 0 |
| 10 | 28 | 28 | 44 | 26 | 0 | 0 | 0 |

Duration (in years)

Rumania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

14

21

6

0

0

0

2

19

18

24

13

0

0

0

3

21

21

29

16

0

0

0

4

22

22

34

18

0

0

0

5

24

24

37

20

0

0

0

6

26

25

41

22

0

0

0

7

27

26

42

23

0

0

0

8

29

27

44

24

0

0

0

9

30

27

44

25

0

0

0

10

28

28

44

26

0

0

0

| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 11 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 19 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 31 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 3 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 45 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 45 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 42 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 |

Duration (in years)

Norway

Australia

Brazil

Canada

Chile

China

Colombia

1

0

0

12

0

17

0

11

2

0

0

12

0

19

0

19

3

0

0

12

0

18

1

31

4

0

0

12

0

17

2

39

5

0

0

12

0

16

3

41

6

0

0

12

0

15

3

45

7

0

0

12

0

14

4

47

8

0

0

12

0

15

8

45

9

0

0

12

0

16

5

42

10

0

0

12

0

13

5

44

| Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 2 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |

Duration (in years)

Hong Kong

India

Japan

Malaysia

Mexico

New Zealand

Russia

1

0

9

0

0

10

0

0

2

0

9

0

0

10

0

0

3

0

9

0

0

10

0

0

4

0

9

0

0

10

0

1

5

0

9

0

0

10

0

2

6

0

9

0

0

10

0

6

7

0

9

0

0

10

0

9

8

0

9

0

0

10

0

13

9

0

9

1

0

10

0

20

10

0

9

1

0

10

0

20

| Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 0 | 4 | 0 |
| 2 | 0 | 7 | 12 | 0 | 4 | 0 |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 |
| 4 | 0 | 5 | 14 | 0 | 4 | 0 |
| 5 | 0 | 4 | 15 | 0 | 4 | 0 |
| 6 | 0 | 5 | 16 | 0 | 4 | 0 |
| 7 | 0 | 6 | 16 | 0 | 4 | 0 |
| 8 | 0 | 7 | 16 | 0 | 4 | 0 |
| 9 | 0 | 8 | 16 | 0 | 4 | 0 |
| 10 | 0 | 8 | 16 | 0 | 4 | 0 |

Duration (in years)

Singapore

South Africa

South Korea

Thailand

Taiwan

United States

1

0

3

10

0

4

0

2

0

7

12

0

4

0

3

0

6

13

0

4

0

4

0

5

14

0

4

0

5

0

4

15

0

4

0

6

0

5

16

0

4

0

7

0

6

16

0

4

0

8

0

7

16

0

4

0

9

0

8

16

0

4

0

10

0

8

16

0

4

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 | 21 | 48 | 129 | 243 | 591 | 1 504 |
| 2 | 6 | 21 | 48 | 129 | 243 | 591 | 1 199 |
| 3 | 7 | 24 | 49 | 121 | 240 | 587 | 966 |
| 4 | 8 | 26 | 52 | 123 | 238 | 586 | 789 |
| 5 | 10 | 29 | 57 | 125 | 238 | 586 | 654 |
| 6 | 11 | 31 | 60 | 130 | 238 | 586 | 586 |
| 7 | 12 | 34 | 62 | 132 | 238 | 586 | 586 |
| 8 | 12 | 34 | 62 | 130 | 238 | 586 | 586 |
| 9 | 12 | 35 | 61 | 129 | 238 | 586 | 586 |
| 10 | 13 | 36 | 62 | 128 | 238 | 586 | 586 |
| 11 | 13 | 38 | 62 | 128 | 238 | 586 | 586 |
| 12 | 14 | 38 | 62 | 128 | 238 | 586 | 586 |
| 13 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 14 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 15 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 16 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 17 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 18 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 19 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 20 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 21 | 15 | 39 | 62 | 128 | 238 | 586 | 586 |
| 22 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 23 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 24 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 25 | 17 | 39 | 62 | 128 | 238 | 586 | 586 |
| 26 | 18 | 39 | 62 | 128 | 238 | 586 | 586 |
| 27 | 19 | 39 | 62 | 128 | 238 | 586 | 586 |
| 28 | 19 | 39 | 62 | 128 | 238 | 586 | 586 |
| 29 | 20 | 39 | 62 | 128 | 238 | 586 | 586 |
| 30 | 20 | 39 | 62 | 128 | 238 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

129

243

591

1 504

2

6

21

48

129

243

591

1 199

3

7

24

49

121

240

587

966

4

8

26

52

123

238

586

789

5

10

29

57

125

238

586

654

6

11

31

60

130

238

586

586

7

12

34

62

132

238

586

586

8

12

34

62

130

238

586

586

9

12

35

61

129

238

586

586

10

13

36

62

128

238

586

586

11

13

38

62

128

238

586

586

12

14

38

62

128

238

586

586

13

14

39

62

128

238

586

586

14

14

39

62

128

238

586

586

15

14

39

62

128

238

586

586

16

14

39

62

128

238

586

586

17

14

39

62

128

238

586

586

18

14

39

62

128

238

586

586

19

14

39

62

128

238

586

586

20

14

39

62

128

238

586

586

21

15

39

62

128

238

586

586

22

16

39

62

128

238

586

586

23

16

39

62

128

238

586

586

24

16

39

62

128

238

586

586

25

17

39

62

128

238

586

586

26

18

39

62

128

238

586

586

27

19

39

62

128

238

586

586

28

19

39

62

128

238

586

586

29

20

39

62

128

238

586

586

30

20

39

62

128

238

586

586

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 | 10 | 26 | 52 | 133 | 248 | 596 | 1 512 |
| 2 | 12 | 28 | 54 | 136 | 250 | 598 | 1 207 |
| 3 | 14 | 31 | 56 | 128 | 246 | 594 | 972 |
| 4 | 15 | 33 | 58 | 129 | 245 | 593 | 794 |
| 5 | 16 | 36 | 63 | 132 | 245 | 593 | 659 |
| 6 | 17 | 37 | 66 | 136 | 244 | 592 | 592 |
| 7 | 18 | 39 | 68 | 137 | 244 | 592 | 592 |
| 8 | 17 | 39 | 67 | 135 | 243 | 591 | 591 |
| 9 | 17 | 40 | 66 | 133 | 243 | 591 | 591 |
| 10 | 17 | 41 | 66 | 132 | 242 | 590 | 590 |
| 11 | 17 | 41 | 65 | 132 | 242 | 590 | 590 |
| 12 | 17 | 41 | 65 | 131 | 241 | 589 | 589 |
| 13 | 17 | 42 | 64 | 131 | 241 | 589 | 589 |
| 14 | 16 | 41 | 64 | 130 | 240 | 588 | 588 |
| 15 | 16 | 41 | 63 | 130 | 240 | 588 | 588 |
| 16 | 15 | 40 | 63 | 129 | 239 | 587 | 587 |
| 17 | 15 | 40 | 62 | 129 | 239 | 587 | 587 |
| 18 | 15 | 40 | 62 | 129 | 239 | 587 | 587 |
| 19 | 15 | 40 | 62 | 129 | 239 | 587 | 587 |
| 20 | 15 | 40 | 63 | 129 | 239 | 587 | 587 |
| 21 | 16 | 40 | 63 | 129 | 240 | 588 | 588 |
| 22 | 16 | 41 | 63 | 130 | 240 | 588 | 588 |
| 23 | 16 | 41 | 63 | 130 | 240 | 588 | 588 |
| 24 | 16 | 41 | 64 | 130 | 240 | 588 | 588 |
| 25 | 17 | 41 | 64 | 130 | 240 | 588 | 588 |
| 26 | 18 | 41 | 64 | 130 | 240 | 588 | 588 |
| 27 | 19 | 41 | 64 | 130 | 240 | 588 | 588 |
| 28 | 19 | 41 | 64 | 130 | 240 | 588 | 588 |
| 29 | 20 | 41 | 64 | 130 | 240 | 588 | 588 |
| 30 | 20 | 41 | 64 | 130 | 240 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit 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

26

52

133

248

596

1 512

2

12

28

54

136

250

598

1 207

3

14

31

56

128

246

594

972

4

15

33

58

129

245

593

794

5

16

36

63

132

245

593

659

6

17

37

66

136

244

592

592

7

18

39

68

137

244

592

592

8

17

39

67

135

243

591

591

9

17

40

66

133

243

591

591

10

17

41

66

132

242

590

590

11

17

41

65

132

242

590

590

12

17

41

65

131

241

589

589

13

17

42

64

131

241

589

589

14

16

41

64

130

240

588

588

15

16

41

63

130

240

588

588

16

15

40

63

129

239

587

587

17

15

40

62

129

239

587

587

18

15

40

62

129

239

587

587

19

15

40

62

129

239

587

587

20

15

40

63

129

239

587

587

21

16

40

63

129

240

588

588

22

16

41

63

130

240

588

588

23

16

41

63

130

240

588

588

24

16

41

64

130

240

588

588

25

17

41

64

130

240

588

588

26

18

41

64

130

240

588

588

27

19

41

64

130

240

588

588

28

19

41

64

130

240

588

588

29

20

41

64

130

240

588

588

30

20

41

64

130

240

588

588

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 | 21 | 48 | 129 | 243 | 591 | 1 503 |
| 2 | 6 | 21 | 48 | 129 | 243 | 591 | 1 199 |
| 3 | 7 | 24 | 49 | 121 | 239 | 587 | 966 |
| 4 | 8 | 26 | 51 | 122 | 238 | 586 | 789 |
| 5 | 10 | 29 | 57 | 125 | 238 | 586 | 654 |
| 6 | 11 | 31 | 60 | 130 | 238 | 586 | 586 |
| 7 | 12 | 34 | 62 | 132 | 238 | 586 | 586 |
| 8 | 12 | 34 | 61 | 130 | 238 | 586 | 586 |
| 9 | 12 | 35 | 61 | 128 | 238 | 586 | 586 |
| 10 | 13 | 36 | 61 | 128 | 238 | 586 | 586 |
| 11 | 13 | 37 | 62 | 128 | 238 | 586 | 586 |
| 12 | 14 | 38 | 62 | 128 | 238 | 586 | 586 |
| 13 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 14 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 15 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 16 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 17 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 18 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 19 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 20 | 14 | 39 | 62 | 128 | 238 | 586 | 586 |
| 21 | 15 | 39 | 62 | 128 | 238 | 586 | 586 |
| 22 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 23 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 24 | 16 | 39 | 62 | 128 | 238 | 586 | 586 |
| 25 | 17 | 39 | 62 | 128 | 238 | 586 | 586 |
| 26 | 18 | 39 | 62 | 128 | 238 | 586 | 586 |
| 27 | 19 | 39 | 62 | 128 | 238 | 586 | 586 |
| 28 | 19 | 39 | 62 | 128 | 238 | 586 | 586 |
| 29 | 20 | 39 | 62 | 128 | 238 | 586 | 586 |
| 30 | 20 | 39 | 62 | 128 | 238 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

129

243

591

1 503

2

6

21

48

129

243

591

1 199

3

7

24

49

121

239

587

966

4

8

26

51

122

238

586

789

5

10

29

57

125

238

586

654

6

11

31

60

130

238

586

586

7

12

34

62

132

238

586

586

8

12

34

61

130

238

586

586

9

12

35

61

128

238

586

586

10

13

36

61

128

238

586

586

11

13

37

62

128

238

586

586

12

14

38

62

128

238

586

586

13

14

39

62

128

238

586

586

14

14

39

62

128

238

586

586

15

14

39

62

128

238

586

586

16

14

39

62

128

238

586

586

17

14

39

62

128

238

586

586

18

14

39

62

128

238

586

586

19

14

39

62

128

238

586

586

20

14

39

62

128

238

586

586

21

15

39

62

128

238

586

586

22

16

39

62

128

238

586

586

23

16

39

62

128

238

586

586

24

16

39

62

128

238

586

586

25

17

39

62

128

238

586

586

26

18

39

62

128

238

586

586

27

19

39

62

128

238

586

586

28

19

39

62

128

238

586

586

29

20

39

62

128

238

586

586

30

20

39

62

128

238

586

586

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 | 88 | 103 | 130 | 211 | 325 | 673 | 1 517 |
| 2 | 82 | 98 | 125 | 206 | 320 | 668 | 1 215 |
| 3 | 86 | 103 | 128 | 200 | 319 | 667 | 981 |
| 4 | 84 | 103 | 128 | 199 | 315 | 663 | 805 |
| 5 | 83 | 102 | 130 | 199 | 312 | 660 | 669 |
| 6 | 82 | 102 | 131 | 201 | 309 | 657 | 657 |
| 7 | 81 | 102 | 131 | 200 | 307 | 655 | 655 |
| 8 | 79 | 101 | 128 | 197 | 305 | 653 | 653 |
| 9 | 78 | 101 | 127 | 194 | 304 | 652 | 652 |
| 10 | 74 | 98 | 123 | 189 | 300 | 648 | 648 |
| 11 | 72 | 96 | 120 | 186 | 297 | 645 | 645 |
| 12 | 70 | 95 | 118 | 185 | 295 | 643 | 643 |
| 13 | 70 | 95 | 117 | 184 | 294 | 642 | 642 |
| 14 | 69 | 94 | 117 | 183 | 293 | 641 | 641 |
| 15 | 69 | 94 | 116 | 183 | 293 | 641 | 641 |
| 16 | 68 | 93 | 116 | 182 | 292 | 640 | 640 |
| 17 | 68 | 92 | 115 | 181 | 292 | 640 | 640 |
| 18 | 67 | 92 | 114 | 181 | 291 | 639 | 639 |
| 19 | 66 | 91 | 113 | 180 | 290 | 638 | 638 |
| 20 | 65 | 90 | 113 | 179 | 289 | 637 | 637 |
| 21 | 64 | 89 | 112 | 178 | 288 | 636 | 636 |
| 22 | 64 | 88 | 111 | 177 | 288 | 636 | 636 |
| 23 | 63 | 87 | 110 | 176 | 287 | 635 | 635 |
| 24 | 62 | 86 | 109 | 175 | 286 | 634 | 634 |
| 25 | 61 | 85 | 108 | 174 | 284 | 632 | 632 |
| 26 | 59 | 84 | 107 | 173 | 283 | 631 | 631 |
| 27 | 58 | 83 | 106 | 172 | 282 | 630 | 630 |
| 28 | 57 | 82 | 105 | 171 | 281 | 629 | 629 |
| 29 | 56 | 81 | 104 | 170 | 280 | 628 | 628 |
| 30 | 55 | 80 | 103 | 169 | 279 | 627 | 627 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

88

103

130

211

325

673

1 517

2

82

98

125

206

320

668

1 215

3

86

103

128

200

319

667

981

4

84

103

128

199

315

663

805

5

83

102

130

199

312

660

669

6

82

102

131

201

309

657

657

7

81

102

131

200

307

655

655

8

79

101

128

197

305

653

653

9

78

101

127

194

304

652

652

10

74

98

123

189

300

648

648

11

72

96

120

186

297

645

645

12

70

95

118

185

295

643

643

13

70

95

117

184

294

642

642

14

69

94

117

183

293

641

641

15

69

94

116

183

293

641

641

16

68

93

116

182

292

640

640

17

68

92

115

181

292

640

640

18

67

92

114

181

291

639

639

19

66

91

113

180

290

638

638

20

65

90

113

179

289

637

637

21

64

89

112

178

288

636

636

22

64

88

111

177

288

636

636

23

63

87

110

176

287

635

635

24

62

86

109

175

286

634

634

25

61

85

108

174

284

632

632

26

59

84

107

173

283

631

631

27

58

83

106

172

282

630

630

28

57

82

105

171

281

629

629

29

56

81

104

170

280

628

628

30

55

80

103

169

279

627

627

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 | 25 | 52 | 133 | 247 | 595 | 1 497 |
| 2 | 12 | 27 | 54 | 135 | 249 | 597 | 1 195 |
| 3 | 14 | 31 | 56 | 128 | 247 | 594 | 965 |
| 4 | 16 | 34 | 59 | 130 | 246 | 594 | 789 |
| 5 | 17 | 37 | 65 | 133 | 246 | 594 | 655 |
| 6 | 18 | 39 | 68 | 137 | 246 | 594 | 594 |
| 7 | 19 | 41 | 69 | 139 | 245 | 593 | 593 |
| 8 | 19 | 41 | 68 | 136 | 245 | 593 | 593 |
| 9 | 18 | 41 | 67 | 135 | 244 | 592 | 592 |
| 10 | 18 | 42 | 67 | 134 | 244 | 592 | 592 |
| 11 | 18 | 43 | 67 | 133 | 243 | 591 | 591 |
| 12 | 18 | 43 | 66 | 133 | 243 | 591 | 591 |
| 13 | 18 | 43 | 66 | 132 | 242 | 590 | 590 |
| 14 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 15 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 16 | 17 | 42 | 64 | 131 | 241 | 589 | 589 |
| 17 | 17 | 42 | 64 | 131 | 241 | 589 | 589 |
| 18 | 17 | 42 | 64 | 131 | 241 | 589 | 589 |
| 19 | 17 | 42 | 64 | 131 | 241 | 589 | 589 |
| 20 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 21 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 22 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 23 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 24 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 25 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 26 | 18 | 43 | 65 | 132 | 242 | 590 | 590 |
| 27 | 19 | 43 | 65 | 132 | 242 | 590 | 590 |
| 28 | 19 | 43 | 65 | 132 | 242 | 590 | 590 |
| 29 | 20 | 43 | 65 | 132 | 242 | 590 | 590 |
| 30 | 21 | 43 | 65 | 132 | 242 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

52

133

247

595

1 497

2

12

27

54

135

249

597

1 195

3

14

31

56

128

247

594

965

4

16

34

59

130

246

594

789

5

17

37

65

133

246

594

655

6

18

39

68

137

246

594

594

7

19

41

69

139

245

593

593

8

19

41

68

136

245

593

593

9

18

41

67

135

244

592

592

10

18

42

67

134

244

592

592

11

18

43

67

133

243

591

591

12

18

43

66

133

243

591

591

13

18

43

66

132

242

590

590

14

18

43

65

132

242

590

590

15

18

43

65

132

242

590

590

16

17

42

64

131

241

589

589

17

17

42

64

131

241

589

589

18

17

42

64

131

241

589

589

19

17

42

64

131

241

589

589

20

17

42

65

131

241

589

589

21

17

42

65

131

241

589

589

22

18

43

65

132

242

590

590

23

18

43

65

132

242

590

590

24

18

43

65

132

242

590

590

25

18

43

65

132

242

590

590

26

18

43

65

132

242

590

590

27

19

43

65

132

242

590

590

28

19

43

65

132

242

590

590

29

20

43

65

132

242

590

590

30

21

43

65

132

242

590

590

2.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 53 | 69 | 95 | 176 | 291 | 639 | 1 529 |
| 2 | 57 | 72 | 99 | 180 | 294 | 642 | 1 224 |
| 3 | 62 | 79 | 104 | 176 | 295 | 643 | 991 |
| 4 | 66 | 84 | 109 | 180 | 296 | 644 | 813 |
| 5 | 68 | 87 | 115 | 183 | 297 | 645 | 676 |
| 6 | 69 | 89 | 118 | 188 | 296 | 644 | 644 |
| 7 | 69 | 91 | 119 | 189 | 295 | 643 | 643 |
| 8 | 68 | 90 | 118 | 186 | 294 | 642 | 642 |
| 9 | 67 | 90 | 116 | 183 | 293 | 641 | 641 |
| 10 | 66 | 89 | 114 | 181 | 291 | 639 | 639 |
| 11 | 64 | 89 | 113 | 179 | 289 | 637 | 637 |
| 12 | 63 | 88 | 111 | 178 | 288 | 636 | 636 |
| 13 | 62 | 87 | 110 | 176 | 286 | 634 | 634 |
| 14 | 61 | 86 | 108 | 175 | 285 | 633 | 633 |
| 15 | 59 | 84 | 107 | 173 | 283 | 631 | 631 |
| 16 | 58 | 83 | 106 | 172 | 282 | 630 | 630 |
| 17 | 57 | 82 | 105 | 171 | 281 | 629 | 629 |
| 18 | 56 | 81 | 104 | 170 | 280 | 628 | 628 |
| 19 | 56 | 81 | 103 | 170 | 280 | 628 | 628 |
| 20 | 55 | 80 | 102 | 169 | 279 | 627 | 627 |
| 21 | 54 | 79 | 102 | 168 | 278 | 626 | 626 |
| 22 | 53 | 78 | 101 | 167 | 277 | 625 | 625 |
| 23 | 53 | 78 | 100 | 167 | 277 | 625 | 625 |
| 24 | 52 | 77 | 99 | 166 | 276 | 624 | 624 |
| 25 | 51 | 76 | 98 | 165 | 275 | 623 | 623 |
| 26 | 50 | 75 | 97 | 164 | 274 | 622 | 622 |
| 27 | 49 | 74 | 97 | 163 | 273 | 621 | 621 |
| 28 | 48 | 73 | 96 | 162 | 272 | 620 | 620 |
| 29 | 48 | 72 | 95 | 161 | 271 | 619 | 619 |
| 30 | 47 | 72 | 94 | 161 | 271 | 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

53

69

95

176

291

639

1 529

2

57

72

99

180

294

642

1 224

3

62

79

104

176

295

643

991

4

66

84

109

180

296

644

813

5

68

87

115

183

297

645

676

6

69

89

118

188

296

644

644

7

69

91

119

189

295

643

643

8

68

90

118

186

294

642

642

9

67

90

116

183

293

641

641

10

66

89

114

181

291

639

639

11

64

89

113

179

289

637

637

12

63

88

111

178

288

636

636

13

62

87

110

176

286

634

634

14

61

86

108

175

285

633

633

15

59

84

107

173

283

631

631

16

58

83

106

172

282

630

630

17

57

82

105

171

281

629

629

18

56

81

104

170

280

628

628

19

56

81

103

170

280

628

628

20

55

80

102

169

279

627

627

21

54

79

102

168

278

626

626

22

53

78

101

167

277

625

625

23

53

78

100

167

277

625

625

24

52

77

99

166

276

624

624

25

51

76

98

165

275

623

623

26

50

75

97

164

274

622

622

27

49

74

97

163

273

621

621

28

48

73

96

162

272

620

620

29

48

72

95

161

271

619

619

30

47

72

94

161

271

619

619

2.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 20 | 47 | 128 | 242 | 591 | 1 502 |
| 2 | 5 | 20 | 47 | 128 | 242 | 591 | 1 198 |
| 3 | 6 | 23 | 48 | 120 | 239 | 587 | 965 |
| 4 | 7 | 25 | 51 | 122 | 238 | 585 | 789 |
| 5 | 9 | 28 | 56 | 124 | 237 | 585 | 654 |
| 6 | 10 | 31 | 60 | 129 | 237 | 585 | 585 |
| 7 | 11 | 33 | 61 | 131 | 237 | 585 | 585 |
| 8 | 11 | 34 | 61 | 129 | 237 | 585 | 585 |
| 9 | 11 | 34 | 61 | 128 | 237 | 585 | 585 |
| 10 | 12 | 36 | 61 | 127 | 237 | 585 | 585 |
| 11 | 12 | 37 | 61 | 127 | 237 | 585 | 585 |
| 12 | 13 | 37 | 61 | 127 | 237 | 585 | 585 |
| 13 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 14 | 14 | 38 | 61 | 127 | 237 | 585 | 585 |
| 15 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 16 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 17 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 18 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 19 | 13 | 38 | 61 | 127 | 237 | 585 | 585 |
| 20 | 14 | 38 | 61 | 127 | 237 | 585 | 585 |
| 21 | 15 | 38 | 61 | 127 | 237 | 585 | 585 |
| 22 | 15 | 38 | 61 | 127 | 237 | 585 | 585 |
| 23 | 16 | 38 | 61 | 127 | 237 | 585 | 585 |
| 24 | 16 | 38 | 61 | 127 | 237 | 585 | 585 |
| 25 | 17 | 38 | 61 | 127 | 237 | 585 | 585 |
| 26 | 18 | 38 | 61 | 127 | 237 | 586 | 586 |
| 27 | 19 | 38 | 61 | 127 | 237 | 586 | 586 |
| 28 | 19 | 39 | 61 | 127 | 238 | 586 | 586 |
| 29 | 19 | 39 | 61 | 127 | 238 | 586 | 586 |
| 30 | 20 | 39 | 61 | 127 | 238 | 586 | 586 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

47

128

242

591

1 502

2

5

20

47

128

242

591

1 198

3

6

23

48

120

239

587

965

4

7

25

51

122

238

585

789

5

9

28

56

124

237

585

654

6

10

31

60

129

237

585

585

7

11

33

61

131

237

585

585

8

11

34

61

129

237

585

585

9

11

34

61

128

237

585

585

10

12

36

61

127

237

585

585

11

12

37

61

127

237

585

585

12

13

37

61

127

237

585

585

13

13

38

61

127

237

585

585

14

14

38

61

127

237

585

585

15

13

38

61

127

237

585

585

16

13

38

61

127

237

585

585

17

13

38

61

127

237

585

585

18

13

38

61

127

237

585

585

19

13

38

61

127

237

585

585

20

14

38

61

127

237

585

585

21

15

38

61

127

237

585

585

22

15

38

61

127

237

585

585

23

16

38

61

127

237

585

585

24

16

38

61

127

237

585

585

25

17

38

61

127

237

585

585

26

18

38

61

127

237

586

586

27

19

38

61

127

237

586

586

28

19

39

61

127

238

586

586

29

19

39

61

127

238

586

586

30

20

39

61

127

238

586

586

2.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 25 | 58 | 161 | 261 | 609 | 1 520 |
| 2 | 7 | 25 | 58 | 161 | 261 | 609 | 1 213 |
| 3 | 8 | 27 | 58 | 144 | 258 | 605 | 977 |
| 4 | 9 | 30 | 59 | 132 | 256 | 604 | 798 |
| 5 | 11 | 31 | 60 | 119 | 254 | 603 | 662 |
| 6 | 13 | 35 | 63 | 110 | 253 | 601 | 601 |
| 7 | 15 | 37 | 63 | 102 | 252 | 600 | 600 |
| 8 | 16 | 38 | 61 | 94 | 251 | 599 | 599 |
| 9 | 18 | 45 | 65 | 88 | 250 | 598 | 598 |
| 10 | 17 | 44 | 62 | 84 | 249 | 597 | 597 |
| 11 | 16 | 43 | 60 | 83 | 248 | 596 | 596 |
| 12 | 16 | 43 | 60 | 83 | 248 | 596 | 596 |
| 13 | 16 | 44 | 61 | 83 | 247 | 595 | 595 |
| 14 | 16 | 44 | 61 | 83 | 246 | 594 | 594 |
| 15 | 16 | 44 | 61 | 83 | 245 | 593 | 593 |
| 16 | 16 | 44 | 61 | 83 | 244 | 592 | 592 |
| 17 | 16 | 44 | 61 | 83 | 243 | 591 | 591 |
| 18 | 16 | 44 | 61 | 83 | 242 | 590 | 590 |
| 19 | 16 | 44 | 61 | 83 | 242 | 590 | 590 |
| 20 | 16 | 44 | 61 | 83 | 243 | 591 | 591 |
| 21 | 16 | 44 | 61 | 83 | 243 | 591 | 591 |
| 22 | 16 | 44 | 61 | 83 | 243 | 591 | 591 |
| 23 | 16 | 44 | 61 | 83 | 242 | 590 | 590 |
| 24 | 16 | 44 | 61 | 83 | 242 | 590 | 590 |
| 25 | 17 | 44 | 61 | 83 | 241 | 589 | 589 |
| 26 | 18 | 44 | 61 | 83 | 241 | 589 | 589 |
| 27 | 19 | 44 | 61 | 83 | 241 | 589 | 589 |
| 28 | 19 | 44 | 61 | 83 | 240 | 588 | 588 |
| 29 | 20 | 44 | 61 | 83 | 240 | 588 | 588 |
| 30 | 20 | 44 | 61 | 83 | 240 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit 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

25

58

161

261

609

1 520

2

7

25

58

161

261

609

1 213

3

8

27

58

144

258

605

977

4

9

30

59

132

256

604

798

5

11

31

60

119

254

603

662

6

13

35

63

110

253

601

601

7

15

37

63

102

252

600

600

8

16

38

61

94

251

599

599

9

18

45

65

88

250

598

598

10

17

44

62

84

249

597

597

11

16

43

60

83

248

596

596

12

16

43

60

83

248

596

596

13

16

44

61

83

247

595

595

14

16

44

61

83

246

594

594

15

16

44

61

83

245

593

593

16

16

44

61

83

244

592

592

17

16

44

61

83

243

591

591

18

16

44

61

83

242

590

590

19

16

44

61

83

242

590

590

20

16

44

61

83

243

591

591

21

16

44

61

83

243

591

591

22

16

44

61

83

243

591

591

23

16

44

61

83

242

590

590

24

16

44

61

83

242

590

590

25

17

44

61

83

241

589

589

26

18

44

61

83

241

589

589

27

19

44

61

83

241

589

589

28

19

44

61

83

240

588

588

29

20

44

61

83

240

588

588

30

20

44

61

83

240

588

588

2.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 89 | 105 | 131 | 212 | 327 | 675 | 1 534 |
| 2 | 86 | 102 | 129 | 210 | 324 | 672 | 1 230 |
| 3 | 85 | 102 | 127 | 199 | 318 | 665 | 995 |
| 4 | 83 | 101 | 127 | 198 | 314 | 662 | 816 |
| 5 | 82 | 101 | 129 | 197 | 310 | 658 | 678 |
| 6 | 80 | 101 | 130 | 199 | 308 | 656 | 656 |
| 7 | 79 | 100 | 129 | 198 | 305 | 653 | 653 |
| 8 | 76 | 98 | 125 | 194 | 302 | 650 | 650 |
| 9 | 74 | 97 | 123 | 190 | 300 | 648 | 648 |
| 10 | 72 | 96 | 121 | 188 | 298 | 646 | 646 |
| 11 | 71 | 95 | 119 | 186 | 296 | 644 | 644 |
| 12 | 70 | 94 | 118 | 184 | 294 | 642 | 642 |
| 13 | 68 | 93 | 116 | 182 | 292 | 640 | 640 |
| 14 | 67 | 92 | 114 | 181 | 291 | 639 | 639 |
| 15 | 65 | 90 | 113 | 179 | 289 | 637 | 637 |
| 16 | 64 | 89 | 112 | 178 | 288 | 636 | 636 |
| 17 | 63 | 88 | 110 | 177 | 287 | 635 | 635 |
| 18 | 62 | 87 | 109 | 176 | 286 | 634 | 634 |
| 19 | 61 | 86 | 108 | 175 | 285 | 633 | 633 |
| 20 | 60 | 85 | 108 | 174 | 284 | 632 | 632 |
| 21 | 59 | 84 | 107 | 173 | 283 | 631 | 631 |
| 22 | 58 | 83 | 106 | 172 | 282 | 630 | 630 |
| 23 | 57 | 82 | 105 | 171 | 281 | 629 | 629 |
| 24 | 56 | 81 | 104 | 170 | 280 | 628 | 628 |
| 25 | 55 | 80 | 103 | 169 | 279 | 627 | 627 |
| 26 | 54 | 79 | 102 | 168 | 278 | 626 | 626 |
| 27 | 53 | 78 | 101 | 167 | 277 | 625 | 625 |
| 28 | 52 | 77 | 100 | 166 | 276 | 624 | 624 |
| 29 | 51 | 76 | 99 | 165 | 275 | 623 | 623 |
| 30 | 50 | 75 | 98 | 164 | 274 | 622 | 622 |

Duration (in years)

Credit quality step 0

Credit 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

105

131

212

327

675

1 534

2

86

102

129

210

324

672

1 230

3

85

102

127

199

318

665

995

4

83

101

127

198

314

662

816

5

82

101

129

197

310

658

678

6

80

101

130

199

308

656

656

7

79

100

129

198

305

653

653

8

76

98

125

194

302

650

650

9

74

97

123

190

300

648

648

10

72

96

121

188

298

646

646

11

71

95

119

186

296

644

644

12

70

94

118

184

294

642

642

13

68

93

116

182

292

640

640

14

67

92

114

181

291

639

639

15

65

90

113

179

289

637

637

16

64

89

112

178

288

636

636

17

63

88

110

177

287

635

635

18

62

87

109

176

286

634

634

19

61

86

108

175

285

633

633

20

60

85

108

174

284

632

632

21

59

84

107

173

283

631

631

22

58

83

106

172

282

630

630

23

57

82

105

171

281

629

629

24

56

81

104

170

280

628

628

25

55

80

103

169

279

627

627

26

54

79

102

168

278

626

626

27

53

78

101

167

277

625

625

28

52

77

100

166

276

624

624

29

51

76

99

165

275

623

623

30

50

75

98

164

274

622

622

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 61 | 77 | 104 | 185 | 299 | 647 | 1 546 |
| 2 | 60 | 75 | 102 | 183 | 297 | 645 | 1 240 |
| 3 | 59 | 76 | 101 | 173 | 292 | 640 | 1 003 |
| 4 | 59 | 77 | 103 | 173 | 289 | 637 | 821 |
| 5 | 58 | 78 | 106 | 174 | 287 | 635 | 682 |
| 6 | 57 | 78 | 107 | 176 | 285 | 633 | 633 |
| 7 | 57 | 78 | 107 | 176 | 283 | 631 | 631 |
| 8 | 55 | 77 | 105 | 173 | 281 | 629 | 629 |
| 9 | 53 | 76 | 103 | 170 | 279 | 627 | 627 |
| 10 | 53 | 76 | 101 | 168 | 278 | 626 | 626 |
| 11 | 52 | 76 | 101 | 167 | 277 | 625 | 625 |
| 12 | 52 | 76 | 100 | 166 | 276 | 624 | 624 |
| 13 | 51 | 76 | 99 | 165 | 275 | 623 | 623 |
| 14 | 51 | 76 | 98 | 165 | 275 | 623 | 623 |
| 15 | 50 | 75 | 98 | 164 | 274 | 622 | 622 |
| 16 | 49 | 74 | 96 | 163 | 273 | 621 | 621 |
| 17 | 48 | 73 | 96 | 162 | 272 | 620 | 620 |
| 18 | 48 | 73 | 95 | 162 | 272 | 620 | 620 |
| 19 | 47 | 72 | 95 | 161 | 271 | 619 | 619 |
| 20 | 47 | 72 | 94 | 161 | 271 | 619 | 619 |
| 21 | 47 | 72 | 94 | 161 | 271 | 619 | 619 |
| 22 | 46 | 71 | 94 | 160 | 270 | 618 | 618 |
| 23 | 46 | 71 | 93 | 160 | 270 | 618 | 618 |
| 24 | 45 | 70 | 93 | 159 | 269 | 617 | 617 |
| 25 | 44 | 69 | 92 | 158 | 268 | 616 | 616 |
| 26 | 44 | 69 | 91 | 158 | 268 | 616 | 616 |
| 27 | 43 | 68 | 91 | 157 | 267 | 615 | 615 |
| 28 | 43 | 67 | 90 | 156 | 266 | 614 | 614 |
| 29 | 42 | 67 | 89 | 156 | 266 | 614 | 614 |
| 30 | 41 | 66 | 89 | 155 | 265 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

61

77

104

185

299

647

1 546

2

60

75

102

183

297

645

1 240

3

59

76

101

173

292

640

1 003

4

59

77

103

173

289

637

821

5

58

78

106

174

287

635

682

6

57

78

107

176

285

633

633

7

57

78

107

176

283

631

631

8

55

77

105

173

281

629

629

9

53

76

103

170

279

627

627

10

53

76

101

168

278

626

626

11

52

76

101

167

277

625

625

12

52

76

100

166

276

624

624

13

51

76

99

165

275

623

623

14

51

76

98

165

275

623

623

15

50

75

98

164

274

622

622

16

49

74

96

163

273

621

621

17

48

73

96

162

272

620

620

18

48

73

95

162

272

620

620

19

47

72

95

161

271

619

619

20

47

72

94

161

271

619

619

21

47

72

94

161

271

619

619

22

46

71

94

160

270

618

618

23

46

71

93

160

270

618

618

24

45

70

93

159

269

617

617

25

44

69

92

158

268

616

616

26

44

69

91

158

268

616

616

27

43

68

91

157

267

615

615

28

43

67

90

156

266

614

614

29

42

67

89

156

266

614

614

30

41

66

89

155

265

613

613

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 | 46 | 73 | 154 | 268 | 616 | 1 535 |
| 2 | 31 | 47 | 73 | 155 | 269 | 617 | 1 227 |
| 3 | 31 | 48 | 73 | 145 | 264 | 612 | 989 |
| 4 | 32 | 50 | 75 | 146 | 262 | 610 | 808 |
| 5 | 32 | 52 | 79 | 148 | 261 | 609 | 670 |
| 6 | 33 | 53 | 82 | 151 | 260 | 608 | 608 |
| 7 | 33 | 55 | 83 | 153 | 259 | 607 | 607 |
| 8 | 32 | 54 | 82 | 150 | 258 | 606 | 606 |
| 9 | 31 | 54 | 81 | 148 | 257 | 606 | 606 |
| 10 | 31 | 55 | 80 | 147 | 257 | 605 | 605 |
| 11 | 31 | 55 | 80 | 146 | 256 | 604 | 604 |
| 12 | 31 | 55 | 79 | 145 | 255 | 603 | 603 |
| 13 | 30 | 55 | 78 | 144 | 254 | 602 | 602 |
| 14 | 30 | 55 | 77 | 144 | 254 | 602 | 602 |
| 15 | 29 | 54 | 76 | 143 | 253 | 601 | 601 |
| 16 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 17 | 27 | 52 | 75 | 141 | 251 | 599 | 599 |
| 18 | 27 | 52 | 74 | 141 | 251 | 599 | 599 |
| 19 | 27 | 51 | 74 | 140 | 251 | 599 | 599 |
| 20 | 27 | 52 | 74 | 141 | 251 | 599 | 599 |
| 21 | 27 | 52 | 74 | 141 | 251 | 599 | 599 |
| 22 | 27 | 52 | 74 | 140 | 251 | 599 | 599 |
| 23 | 26 | 51 | 74 | 140 | 250 | 598 | 598 |
| 24 | 26 | 51 | 74 | 140 | 250 | 598 | 598 |
| 25 | 26 | 51 | 74 | 140 | 250 | 598 | 598 |
| 26 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 27 | 26 | 51 | 73 | 139 | 250 | 598 | 598 |
| 28 | 25 | 50 | 73 | 139 | 249 | 597 | 597 |
| 29 | 25 | 50 | 73 | 139 | 249 | 597 | 597 |
| 30 | 25 | 50 | 72 | 139 | 249 | 597 | 597 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

46

73

154

268

616

1 535

2

31

47

73

155

269

617

1 227

3

31

48

73

145

264

612

989

4

32

50

75

146

262

610

808

5

32

52

79

148

261

609

670

6

33

53

82

151

260

608

608

7

33

55

83

153

259

607

607

8

32

54

82

150

258

606

606

9

31

54

81

148

257

606

606

10

31

55

80

147

257

605

605

11

31

55

80

146

256

604

604

12

31

55

79

145

255

603

603

13

30

55

78

144

254

602

602

14

30

55

77

144

254

602

602

15

29

54

76

143

253

601

601

16

28

53

75

142

252

600

600

17

27

52

75

141

251

599

599

18

27

52

74

141

251

599

599

19

27

51

74

140

251

599

599

20

27

52

74

141

251

599

599

21

27

52

74

141

251

599

599

22

27

52

74

140

251

599

599

23

26

51

74

140

250

598

598

24

26

51

74

140

250

598

598

25

26

51

74

140

250

598

598

26

26

51

73

140

250

598

598

27

26

51

73

139

250

598

598

28

25

50

73

139

249

597

597

29

25

50

73

139

249

597

597

30

25

50

72

139

249

597

597

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 | 5 | 27 | 108 | 222 | 570 | 1 493 |
| 2 | 1 | 6 | 28 | 109 | 223 | 571 | 1 191 |
| 3 | 2 | 6 | 29 | 101 | 220 | 568 | 959 |
| 4 | 2 | 8 | 32 | 103 | 219 | 567 | 784 |
| 5 | 3 | 9 | 37 | 106 | 219 | 567 | 650 |
| 6 | 4 | 12 | 41 | 110 | 219 | 567 | 567 |
| 7 | 5 | 14 | 43 | 112 | 219 | 567 | 567 |
| 8 | 6 | 15 | 42 | 110 | 219 | 567 | 567 |
| 9 | 6 | 16 | 42 | 109 | 219 | 567 | 567 |
| 10 | 7 | 17 | 42 | 109 | 219 | 567 | 567 |
| 11 | 8 | 19 | 43 | 110 | 220 | 568 | 568 |
| 12 | 9 | 18 | 42 | 108 | 218 | 566 | 566 |
| 13 | 9 | 20 | 43 | 110 | 220 | 568 | 568 |
| 14 | 10 | 20 | 43 | 109 | 219 | 567 | 567 |
| 15 | 10 | 19 | 42 | 108 | 218 | 566 | 566 |
| 16 | 12 | 18 | 40 | 107 | 217 | 565 | 565 |
| 17 | 12 | 19 | 40 | 107 | 217 | 565 | 565 |
| 18 | 13 | 19 | 41 | 107 | 217 | 565 | 565 |
| 19 | 13 | 20 | 41 | 107 | 217 | 565 | 565 |
| 20 | 14 | 21 | 42 | 108 | 218 | 566 | 566 |
| 21 | 15 | 22 | 42 | 109 | 219 | 567 | 567 |
| 22 | 15 | 23 | 42 | 109 | 219 | 567 | 567 |
| 23 | 16 | 23 | 42 | 109 | 219 | 567 | 567 |
| 24 | 16 | 25 | 43 | 109 | 219 | 567 | 567 |
| 25 | 17 | 25 | 44 | 109 | 219 | 567 | 567 |
| 26 | 18 | 26 | 46 | 109 | 219 | 567 | 567 |
| 27 | 19 | 26 | 48 | 109 | 219 | 567 | 567 |
| 28 | 19 | 28 | 49 | 109 | 219 | 567 | 567 |
| 29 | 19 | 29 | 50 | 109 | 219 | 567 | 567 |
| 30 | 20 | 29 | 51 | 109 | 219 | 567 | 567 |

Duration (in years)

Credit quality step 0

Credit 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

5

27

108

222

570

1 493

2

1

6

28

109

223

571

1 191

3

2

6

29

101

220

568

959

4

2

8

32

103

219

567

784

5

3

9

37

106

219

567

650

6

4

12

41

110

219

567

567

7

5

14

43

112

219

567

567

8

6

15

42

110

219

567

567

9

6

16

42

109

219

567

567

10

7

17

42

109

219

567

567

11

8

19

43

110

220

568

568

12

9

18

42

108

218

566

566

13

9

20

43

110

220

568

568

14

10

20

43

109

219

567

567

15

10

19

42

108

218

566

566

16

12

18

40

107

217

565

565

17

12

19

40

107

217

565

565

18

13

19

41

107

217

565

565

19

13

20

41

107

217

565

565

20

14

21

42

108

218

566

566

21

15

22

42

109

219

567

567

22

15

23

42

109

219

567

567

23

16

23

42

109

219

567

567

24

16

25

43

109

219

567

567

25

17

25

44

109

219

567

567

26

18

26

46

109

219

567

567

27

19

26

48

109

219

567

567

28

19

28

49

109

219

567

567

29

19

29

50

109

219

567

567

30

20

29

51

109

219

567

567

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 | 47 | 63 | 90 | 171 | 285 | 633 | 1 556 |
| 2 | 47 | 63 | 90 | 171 | 285 | 633 | 1 243 |
| 3 | 48 | 65 | 90 | 162 | 281 | 628 | 1 003 |
| 4 | 48 | 66 | 92 | 163 | 279 | 626 | 820 |
| 5 | 49 | 68 | 96 | 164 | 277 | 625 | 680 |
| 6 | 49 | 69 | 98 | 168 | 276 | 624 | 624 |
| 7 | 49 | 71 | 99 | 169 | 275 | 623 | 623 |
| 8 | 48 | 70 | 97 | 165 | 274 | 622 | 622 |
| 9 | 47 | 70 | 96 | 163 | 273 | 621 | 621 |
| 10 | 46 | 70 | 95 | 162 | 272 | 620 | 620 |
| 11 | 46 | 70 | 94 | 161 | 271 | 619 | 619 |
| 12 | 46 | 70 | 94 | 160 | 270 | 618 | 618 |
| 13 | 45 | 70 | 93 | 159 | 269 | 617 | 617 |
| 14 | 45 | 70 | 92 | 159 | 269 | 617 | 617 |
| 15 | 44 | 69 | 92 | 158 | 268 | 616 | 616 |
| 16 | 43 | 68 | 91 | 157 | 267 | 615 | 615 |
| 17 | 42 | 67 | 90 | 156 | 266 | 615 | 615 |
| 18 | 42 | 67 | 89 | 156 | 266 | 614 | 614 |
| 19 | 41 | 66 | 89 | 155 | 265 | 613 | 613 |
| 20 | 41 | 66 | 89 | 155 | 265 | 613 | 613 |
| 21 | 41 | 66 | 89 | 155 | 265 | 613 | 613 |
| 22 | 41 | 66 | 88 | 155 | 265 | 613 | 613 |
| 23 | 40 | 65 | 88 | 154 | 264 | 612 | 612 |
| 24 | 40 | 65 | 87 | 154 | 264 | 612 | 612 |
| 25 | 39 | 64 | 87 | 153 | 263 | 611 | 611 |
| 26 | 39 | 64 | 86 | 153 | 263 | 611 | 611 |
| 27 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 28 | 37 | 62 | 85 | 151 | 261 | 609 | 609 |
| 29 | 37 | 62 | 84 | 151 | 261 | 609 | 609 |
| 30 | 36 | 61 | 84 | 150 | 260 | 608 | 608 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

63

90

171

285

633

1 556

2

47

63

90

171

285

633

1 243

3

48

65

90

162

281

628

1 003

4

48

66

92

163

279

626

820

5

49

68

96

164

277

625

680

6

49

69

98

168

276

624

624

7

49

71

99

169

275

623

623

8

48

70

97

165

274

622

622

9

47

70

96

163

273

621

621

10

46

70

95

162

272

620

620

11

46

70

94

161

271

619

619

12

46

70

94

160

270

618

618

13

45

70

93

159

269

617

617

14

45

70

92

159

269

617

617

15

44

69

92

158

268

616

616

16

43

68

91

157

267

615

615

17

42

67

90

156

266

615

615

18

42

67

89

156

266

614

614

19

41

66

89

155

265

613

613

20

41

66

89

155

265

613

613

21

41

66

89

155

265

613

613

22

41

66

88

155

265

613

613

23

40

65

88

154

264

612

612

24

40

65

87

154

264

612

612

25

39

64

87

153

263

611

611

26

39

64

86

153

263

611

611

27

38

63

85

152

262

610

610

28

37

62

85

151

261

609

609

29

37

62

84

151

261

609

609

30

36

61

84

150

260

608

608

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 | 14 | 30 | 56 | 138 | 252 | 600 | 1 544 |
| 2 | 18 | 34 | 61 | 142 | 256 | 604 | 1 234 |
| 3 | 23 | 40 | 65 | 137 | 256 | 603 | 996 |
| 4 | 27 | 45 | 70 | 141 | 257 | 605 | 814 |
| 5 | 30 | 49 | 77 | 145 | 258 | 606 | 676 |
| 6 | 29 | 49 | 78 | 147 | 256 | 604 | 604 |
| 7 | 34 | 56 | 84 | 154 | 260 | 608 | 608 |
| 8 | 33 | 55 | 82 | 150 | 259 | 607 | 607 |
| 9 | 34 | 57 | 83 | 150 | 260 | 608 | 608 |
| 10 | 36 | 59 | 84 | 151 | 261 | 609 | 609 |
| 11 | 37 | 62 | 86 | 152 | 262 | 610 | 610 |
| 12 | 39 | 63 | 87 | 153 | 263 | 611 | 611 |
| 13 | 40 | 64 | 87 | 154 | 264 | 612 | 612 |
| 14 | 40 | 65 | 88 | 154 | 264 | 612 | 612 |
| 15 | 40 | 65 | 88 | 154 | 264 | 612 | 612 |
| 16 | 40 | 65 | 87 | 154 | 264 | 612 | 612 |
| 17 | 40 | 64 | 87 | 154 | 264 | 612 | 612 |
| 18 | 39 | 64 | 86 | 153 | 263 | 611 | 611 |
| 19 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 20 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 21 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 22 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 23 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 24 | 37 | 62 | 85 | 151 | 261 | 609 | 609 |
| 25 | 37 | 62 | 84 | 151 | 261 | 609 | 609 |
| 26 | 36 | 61 | 84 | 150 | 260 | 608 | 608 |
| 27 | 36 | 61 | 83 | 150 | 260 | 608 | 608 |
| 28 | 35 | 60 | 83 | 149 | 259 | 607 | 607 |
| 29 | 35 | 60 | 82 | 149 | 259 | 607 | 607 |
| 30 | 34 | 59 | 82 | 148 | 258 | 606 | 606 |

Duration (in years)

Credit quality step 0

Credit 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

30

56

138

252

600

1 544

2

18

34

61

142

256

604

1 234

3

23

40

65

137

256

603

996

4

27

45

70

141

257

605

814

5

30

49

77

145

258

606

676

6

29

49

78

147

256

604

604

7

34

56

84

154

260

608

608

8

33

55

82

150

259

607

607

9

34

57

83

150

260

608

608

10

36

59

84

151

261

609

609

11

37

62

86

152

262

610

610

12

39

63

87

153

263

611

611

13

40

64

87

154

264

612

612

14

40

65

88

154

264

612

612

15

40

65

88

154

264

612

612

16

40

65

87

154

264

612

612

17

40

64

87

154

264

612

612

18

39

64

86

153

263

611

611

19

38

63

86

152

262

610

610

20

38

63

86

152

262

610

610

21

38

63

86

152

262

610

610

22

38

63

86

152

262

610

610

23

38

63

85

152

262

610

610

24

37

62

85

151

261

609

609

25

37

62

84

151

261

609

609

26

36

61

84

150

260

608

608

27

36

61

83

150

260

608

608

28

35

60

83

149

259

607

607

29

35

60

82

149

259

607

607

30

34

59

82

148

258

606

606

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 | 13 | 28 | 55 | 136 | 250 | 599 | 1 529 |
| 2 | 14 | 30 | 57 | 138 | 252 | 600 | 1 221 |
| 3 | 16 | 33 | 59 | 131 | 249 | 597 | 985 |
| 4 | 18 | 36 | 62 | 133 | 249 | 596 | 805 |
| 5 | 20 | 39 | 67 | 135 | 248 | 597 | 667 |
| 6 | 21 | 42 | 71 | 140 | 249 | 597 | 597 |
| 7 | 23 | 44 | 73 | 142 | 249 | 597 | 597 |
| 8 | 23 | 45 | 72 | 140 | 249 | 597 | 597 |
| 9 | 23 | 46 | 72 | 139 | 249 | 597 | 597 |
| 10 | 24 | 47 | 72 | 139 | 249 | 597 | 597 |
| 11 | 24 | 49 | 73 | 139 | 249 | 597 | 597 |
| 12 | 25 | 50 | 73 | 139 | 250 | 598 | 598 |
| 13 | 26 | 50 | 73 | 140 | 250 | 598 | 598 |
| 14 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 15 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 16 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 17 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 18 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 19 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 20 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 21 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 22 | 26 | 51 | 73 | 140 | 250 | 598 | 598 |
| 23 | 26 | 50 | 73 | 139 | 250 | 598 | 598 |
| 24 | 25 | 50 | 73 | 139 | 249 | 597 | 597 |
| 25 | 25 | 50 | 72 | 139 | 249 | 597 | 597 |
| 26 | 25 | 50 | 72 | 139 | 249 | 597 | 597 |
| 27 | 24 | 49 | 72 | 138 | 248 | 596 | 596 |
| 28 | 24 | 49 | 71 | 138 | 248 | 596 | 596 |
| 29 | 24 | 49 | 71 | 138 | 248 | 596 | 596 |
| 30 | 24 | 48 | 71 | 137 | 247 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

28

55

136

250

599

1 529

2

14

30

57

138

252

600

1 221

3

16

33

59

131

249

597

985

4

18

36

62

133

249

596

805

5

20

39

67

135

248

597

667

6

21

42

71

140

249

597

597

7

23

44

73

142

249

597

597

8

23

45

72

140

249

597

597

9

23

46

72

139

249

597

597

10

24

47

72

139

249

597

597

11

24

49

73

139

249

597

597

12

25

50

73

139

250

598

598

13

26

50

73

140

250

598

598

14

26

51

73

140

250

598

598

15

26

51

73

140

250

598

598

16

26

51

73

140

250

598

598

17

26

51

73

140

250

598

598

18

26

51

73

140

250

598

598

19

26

51

73

140

250

598

598

20

26

51

73

140

250

598

598

21

26

51

73

140

250

598

598

22

26

51

73

140

250

598

598

23

26

50

73

139

250

598

598

24

25

50

73

139

249

597

597

25

25

50

72

139

249

597

597

26

25

50

72

139

249

597

597

27

24

49

72

138

248

596

596

28

24

49

71

138

248

596

596

29

24

49

71

138

248

596

596

30

24

48

71

137

247

595

595

2.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 65 | 92 | 173 | 287 | 635 | 1 578 |
| 2 | 52 | 68 | 95 | 176 | 290 | 638 | 1 259 |
| 3 | 56 | 73 | 99 | 170 | 289 | 637 | 1 015 |
| 4 | 59 | 77 | 102 | 173 | 289 | 637 | 830 |
| 5 | 61 | 80 | 108 | 176 | 289 | 637 | 689 |
| 6 | 62 | 83 | 112 | 181 | 290 | 638 | 638 |
| 7 | 63 | 85 | 113 | 183 | 289 | 637 | 637 |
| 8 | 63 | 85 | 112 | 180 | 289 | 637 | 637 |
| 9 | 63 | 86 | 112 | 179 | 289 | 637 | 637 |
| 10 | 63 | 87 | 112 | 178 | 288 | 636 | 636 |
| 11 | 63 | 87 | 111 | 178 | 288 | 636 | 636 |
| 12 | 63 | 87 | 111 | 177 | 287 | 635 | 635 |
| 13 | 62 | 87 | 110 | 176 | 286 | 634 | 634 |
| 14 | 62 | 87 | 109 | 175 | 286 | 634 | 634 |
| 15 | 61 | 86 | 108 | 175 | 285 | 633 | 633 |
| 16 | 60 | 85 | 107 | 174 | 284 | 632 | 632 |
| 17 | 59 | 84 | 106 | 173 | 283 | 631 | 631 |
| 18 | 58 | 83 | 106 | 172 | 282 | 630 | 630 |
| 19 | 57 | 82 | 105 | 171 | 281 | 629 | 629 |
| 20 | 57 | 82 | 104 | 171 | 281 | 629 | 629 |
| 21 | 56 | 81 | 103 | 170 | 280 | 628 | 628 |
| 22 | 55 | 80 | 103 | 169 | 279 | 627 | 627 |
| 23 | 54 | 79 | 102 | 168 | 278 | 626 | 626 |
| 24 | 53 | 78 | 101 | 167 | 277 | 625 | 625 |
| 25 | 53 | 77 | 100 | 166 | 276 | 624 | 624 |
| 26 | 52 | 77 | 99 | 165 | 276 | 624 | 624 |
| 27 | 51 | 76 | 98 | 165 | 275 | 623 | 623 |
| 28 | 50 | 75 | 97 | 164 | 274 | 622 | 622 |
| 29 | 49 | 74 | 96 | 163 | 273 | 621 | 621 |
| 30 | 48 | 73 | 95 | 162 | 272 | 620 | 620 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

92

173

287

635

1 578

2

52

68

95

176

290

638

1 259

3

56

73

99

170

289

637

1 015

4

59

77

102

173

289

637

830

5

61

80

108

176

289

637

689

6

62

83

112

181

290

638

638

7

63

85

113

183

289

637

637

8

63

85

112

180

289

637

637

9

63

86

112

179

289

637

637

10

63

87

112

178

288

636

636

11

63

87

111

178

288

636

636

12

63

87

111

177

287

635

635

13

62

87

110

176

286

634

634

14

62

87

109

175

286

634

634

15

61

86

108

175

285

633

633

16

60

85

107

174

284

632

632

17

59

84

106

173

283

631

631

18

58

83

106

172

282

630

630

19

57

82

105

171

281

629

629

20

57

82

104

171

281

629

629

21

56

81

103

170

280

628

628

22

55

80

103

169

279

627

627

23

54

79

102

168

278

626

626

24

53

78

101

167

277

625

625

25

53

77

100

166

276

624

624

26

52

77

99

165

276

624

624

27

51

76

98

165

275

623

623

28

50

75

97

164

274

622

622

29

49

74

96

163

273

621

621

30

48

73

95

162

272

620

620

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 | 80 | 96 | 123 | 204 | 318 | 666 | 1 647 |
| 2 | 85 | 100 | 127 | 208 | 322 | 670 | 1 315 |
| 3 | 86 | 103 | 128 | 200 | 319 | 666 | 1 062 |
| 4 | 86 | 104 | 130 | 201 | 316 | 664 | 868 |
| 5 | 89 | 109 | 137 | 205 | 318 | 666 | 720 |
| 6 | 91 | 112 | 141 | 210 | 319 | 667 | 667 |
| 7 | 93 | 114 | 143 | 212 | 319 | 667 | 667 |
| 8 | 94 | 116 | 143 | 211 | 320 | 668 | 668 |
| 9 | 94 | 117 | 144 | 211 | 320 | 668 | 668 |
| 10 | 95 | 119 | 144 | 210 | 320 | 668 | 668 |
| 11 | 95 | 119 | 143 | 210 | 320 | 668 | 668 |
| 12 | 94 | 119 | 142 | 209 | 319 | 667 | 667 |
| 13 | 93 | 118 | 141 | 207 | 318 | 666 | 666 |
| 14 | 92 | 117 | 140 | 206 | 316 | 664 | 664 |
| 15 | 91 | 116 | 138 | 205 | 315 | 663 | 663 |
| 16 | 89 | 114 | 137 | 203 | 313 | 661 | 661 |
| 17 | 88 | 113 | 135 | 202 | 312 | 660 | 660 |
| 18 | 86 | 111 | 134 | 200 | 310 | 658 | 658 |
| 19 | 85 | 110 | 133 | 199 | 309 | 657 | 657 |
| 20 | 84 | 109 | 131 | 198 | 308 | 656 | 656 |
| 21 | 82 | 107 | 130 | 196 | 306 | 654 | 654 |
| 22 | 81 | 106 | 128 | 195 | 305 | 653 | 653 |
| 23 | 79 | 104 | 127 | 193 | 303 | 651 | 651 |
| 24 | 78 | 103 | 125 | 192 | 302 | 650 | 650 |
| 25 | 76 | 101 | 124 | 190 | 300 | 648 | 648 |
| 26 | 75 | 100 | 122 | 189 | 299 | 647 | 647 |
| 27 | 73 | 98 | 121 | 187 | 297 | 645 | 645 |
| 28 | 72 | 97 | 119 | 185 | 296 | 644 | 644 |
| 29 | 70 | 95 | 118 | 184 | 294 | 642 | 642 |
| 30 | 69 | 94 | 116 | 183 | 293 | 641 | 641 |

Duration (in years)

Credit quality step 0

Credit 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

96

123

204

318

666

1 647

2

85

100

127

208

322

670

1 315

3

86

103

128

200

319

666

1 062

4

86

104

130

201

316

664

868

5

89

109

137

205

318

666

720

6

91

112

141

210

319

667

667

7

93

114

143

212

319

667

667

8

94

116

143

211

320

668

668

9

94

117

144

211

320

668

668

10

95

119

144

210

320

668

668

11

95

119

143

210

320

668

668

12

94

119

142

209

319

667

667

13

93

118

141

207

318

666

666

14

92

117

140

206

316

664

664

15

91

116

138

205

315

663

663

16

89

114

137

203

313

661

661

17

88

113

135

202

312

660

660

18

86

111

134

200

310

658

658

19

85

110

133

199

309

657

657

20

84

109

131

198

308

656

656

21

82

107

130

196

306

654

654

22

81

106

128

195

305

653

653

23

79

104

127

193

303

651

651

24

78

103

125

192

302

650

650

25

76

101

124

190

300

648

648

26

75

100

122

189

299

647

647

27

73

98

121

187

297

645

645

28

72

97

119

185

296

644

644

29

70

95

118

184

294

642

642

30

69

94

116

183

293

641

641

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 | 6 | 21 | 48 | 129 | 243 | 591 | 1 541 |
| 2 | 9 | 25 | 51 | 133 | 247 | 595 | 1 234 |
| 3 | 13 | 30 | 55 | 127 | 246 | 593 | 996 |
| 4 | 16 | 34 | 60 | 130 | 246 | 594 | 815 |
| 5 | 19 | 38 | 66 | 134 | 248 | 596 | 676 |
| 6 | 21 | 41 | 70 | 140 | 248 | 596 | 596 |
| 7 | 23 | 44 | 73 | 142 | 249 | 597 | 597 |
| 8 | 23 | 45 | 72 | 140 | 249 | 597 | 597 |
| 9 | 23 | 46 | 72 | 139 | 249 | 597 | 597 |
| 10 | 24 | 47 | 72 | 139 | 249 | 597 | 597 |
| 11 | 24 | 48 | 72 | 139 | 249 | 597 | 597 |
| 12 | 24 | 49 | 72 | 139 | 249 | 597 | 597 |
| 13 | 24 | 49 | 72 | 138 | 248 | 596 | 596 |
| 14 | 24 | 49 | 71 | 137 | 248 | 596 | 596 |
| 15 | 23 | 48 | 70 | 137 | 247 | 595 | 595 |
| 16 | 22 | 47 | 69 | 136 | 246 | 594 | 594 |
| 17 | 21 | 46 | 69 | 135 | 245 | 593 | 593 |
| 18 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 19 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 20 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 21 | 21 | 46 | 69 | 135 | 245 | 593 | 593 |
| 22 | 21 | 46 | 69 | 135 | 245 | 593 | 593 |
| 23 | 21 | 46 | 69 | 135 | 245 | 593 | 593 |
| 24 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 25 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 26 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 27 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 28 | 21 | 45 | 68 | 134 | 244 | 593 | 593 |
| 29 | 20 | 45 | 68 | 134 | 244 | 592 | 592 |
| 30 | 21 | 45 | 68 | 134 | 244 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

129

243

591

1 541

2

9

25

51

133

247

595

1 234

3

13

30

55

127

246

593

996

4

16

34

60

130

246

594

815

5

19

38

66

134

248

596

676

6

21

41

70

140

248

596

596

7

23

44

73

142

249

597

597

8

23

45

72

140

249

597

597

9

23

46

72

139

249

597

597

10

24

47

72

139

249

597

597

11

24

48

72

139

249

597

597

12

24

49

72

139

249

597

597

13

24

49

72

138

248

596

596

14

24

49

71

137

248

596

596

15

23

48

70

137

247

595

595

16

22

47

69

136

246

594

594

17

21

46

69

135

245

593

593

18

21

46

68

135

245

593

593

19

21

46

68

135

245

593

593

20

21

46

68

135

245

593

593

21

21

46

69

135

245

593

593

22

21

46

69

135

245

593

593

23

21

46

69

135

245

593

593

24

21

46

68

135

245

593

593

25

21

46

68

135

245

593

593

26

21

46

68

135

245

593

593

27

21

46

68

135

245

593

593

28

21

45

68

134

244

593

593

29

20

45

68

134

244

592

592

30

21

45

68

134

244

592

592

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 | 92 | 107 | 134 | 215 | 329 | 677 | 1 655 |
| 2 | 92 | 107 | 134 | 215 | 329 | 677 | 1 321 |
| 3 | 93 | 109 | 135 | 207 | 325 | 673 | 1 065 |
| 4 | 94 | 112 | 137 | 208 | 324 | 672 | 870 |
| 5 | 95 | 114 | 142 | 210 | 323 | 671 | 721 |
| 6 | 95 | 116 | 145 | 214 | 322 | 670 | 670 |
| 7 | 96 | 117 | 146 | 216 | 322 | 670 | 670 |
| 8 | 96 | 118 | 145 | 213 | 322 | 670 | 670 |
| 9 | 95 | 118 | 144 | 211 | 321 | 669 | 669 |
| 10 | 94 | 117 | 142 | 209 | 319 | 667 | 667 |
| 11 | 92 | 117 | 141 | 207 | 317 | 665 | 665 |
| 12 | 91 | 115 | 139 | 205 | 315 | 663 | 663 |
| 13 | 89 | 114 | 137 | 203 | 313 | 661 | 661 |
| 14 | 88 | 113 | 135 | 201 | 312 | 660 | 660 |
| 15 | 86 | 111 | 133 | 200 | 310 | 658 | 658 |
| 16 | 84 | 108 | 131 | 197 | 308 | 656 | 656 |
| 17 | 82 | 107 | 129 | 196 | 306 | 654 | 654 |
| 18 | 80 | 105 | 128 | 194 | 304 | 652 | 652 |
| 19 | 79 | 104 | 126 | 193 | 303 | 651 | 651 |
| 20 | 78 | 103 | 125 | 192 | 302 | 650 | 650 |
| 21 | 77 | 102 | 124 | 191 | 301 | 649 | 649 |
| 22 | 76 | 101 | 123 | 190 | 300 | 648 | 648 |
| 23 | 75 | 100 | 122 | 189 | 299 | 647 | 647 |
| 24 | 74 | 99 | 121 | 188 | 298 | 646 | 646 |
| 25 | 73 | 97 | 120 | 186 | 296 | 644 | 644 |
| 26 | 71 | 96 | 119 | 185 | 295 | 643 | 643 |
| 27 | 70 | 95 | 118 | 184 | 294 | 642 | 642 |
| 28 | 69 | 94 | 117 | 183 | 293 | 641 | 641 |
| 29 | 68 | 93 | 116 | 182 | 292 | 640 | 640 |
| 30 | 67 | 92 | 115 | 181 | 291 | 639 | 639 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

92

107

134

215

329

677

1 655

2

92

107

134

215

329

677

1 321

3

93

109

135

207

325

673

1 065

4

94

112

137

208

324

672

870

5

95

114

142

210

323

671

721

6

95

116

145

214

322

670

670

7

96

117

146

216

322

670

670

8

96

118

145

213

322

670

670

9

95

118

144

211

321

669

669

10

94

117

142

209

319

667

667

11

92

117

141

207

317

665

665

12

91

115

139

205

315

663

663

13

89

114

137

203

313

661

661

14

88

113

135

201

312

660

660

15

86

111

133

200

310

658

658

16

84

108

131

197

308

656

656

17

82

107

129

196

306

654

654

18

80

105

128

194

304

652

652

19

79

104

126

193

303

651

651

20

78

103

125

192

302

650

650

21

77

102

124

191

301

649

649

22

76

101

123

190

300

648

648

23

75

100

122

189

299

647

647

24

74

99

121

188

298

646

646

25

73

97

120

186

296

644

644

26

71

96

119

185

295

643

643

27

70

95

118

184

294

642

642

28

69

94

117

183

293

641

641

29

68

93

116

182

292

640

640

30

67

92

115

181

291

639

639

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 | 356 | 371 | 398 | 479 | 593 | 941 | 1 678 |
| 2 | 76 | 91 | 118 | 199 | 313 | 661 | 1 343 |
| 3 | 80 | 97 | 122 | 194 | 313 | 660 | 1 084 |
| 4 | 84 | 102 | 127 | 198 | 314 | 662 | 887 |
| 5 | 87 | 106 | 134 | 202 | 315 | 663 | 735 |
| 6 | 89 | 109 | 138 | 207 | 316 | 664 | 664 |
| 7 | 90 | 112 | 140 | 210 | 316 | 664 | 664 |
| 8 | 91 | 113 | 141 | 209 | 317 | 665 | 665 |
| 9 | 92 | 115 | 141 | 208 | 318 | 666 | 666 |
| 10 | 92 | 115 | 141 | 207 | 317 | 665 | 665 |
| 11 | 92 | 116 | 141 | 207 | 317 | 665 | 665 |
| 12 | 93 | 117 | 141 | 207 | 317 | 665 | 665 |
| 13 | 94 | 118 | 141 | 208 | 318 | 666 | 666 |
| 14 | 94 | 119 | 142 | 208 | 318 | 666 | 666 |
| 15 | 95 | 120 | 143 | 209 | 319 | 667 | 667 |
| 16 | 96 | 121 | 144 | 210 | 320 | 668 | 668 |
| 17 | 97 | 122 | 145 | 211 | 321 | 669 | 669 |
| 18 | 98 | 123 | 146 | 212 | 322 | 670 | 670 |
| 19 | 99 | 124 | 147 | 213 | 323 | 671 | 671 |
| 20 | 100 | 125 | 147 | 214 | 324 | 672 | 672 |
| 21 | 100 | 125 | 148 | 214 | 324 | 672 | 672 |
| 22 | 100 | 125 | 147 | 214 | 324 | 672 | 672 |
| 23 | 100 | 124 | 147 | 213 | 323 | 672 | 672 |
| 24 | 99 | 124 | 146 | 213 | 323 | 671 | 671 |
| 25 | 98 | 123 | 145 | 212 | 322 | 670 | 670 |
| 26 | 97 | 122 | 144 | 211 | 321 | 669 | 669 |
| 27 | 96 | 121 | 143 | 210 | 320 | 668 | 668 |
| 28 | 94 | 119 | 142 | 208 | 318 | 666 | 666 |
| 29 | 93 | 118 | 141 | 207 | 317 | 665 | 665 |
| 30 | 92 | 117 | 139 | 206 | 316 | 664 | 664 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

356

371

398

479

593

941

1 678

2

76

91

118

199

313

661

1 343

3

80

97

122

194

313

660

1 084

4

84

102

127

198

314

662

887

5

87

106

134

202

315

663

735

6

89

109

138

207

316

664

664

7

90

112

140

210

316

664

664

8

91

113

141

209

317

665

665

9

92

115

141

208

318

666

666

10

92

115

141

207

317

665

665

11

92

116

141

207

317

665

665

12

93

117

141

207

317

665

665

13

94

118

141

208

318

666

666

14

94

119

142

208

318

666

666

15

95

120

143

209

319

667

667

16

96

121

144

210

320

668

668

17

97

122

145

211

321

669

669

18

98

123

146

212

322

670

670

19

99

124

147

213

323

671

671

20

100

125

147

214

324

672

672

21

100

125

148

214

324

672

672

22

100

125

147

214

324

672

672

23

100

124

147

213

323

672

672

24

99

124

146

213

323

671

671

25

98

123

145

212

322

670

670

26

97

122

144

211

321

669

669

27

96

121

143

210

320

668

668

28

94

119

142

208

318

666

666

29

93

118

141

207

317

665

665

30

92

117

139

206

316

664

664

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 | 10 | 36 | 118 | 232 | 580 | 1 523 |
| 2 | 1 | 10 | 36 | 118 | 232 | 580 | 1 216 |
| 3 | 2 | 12 | 37 | 109 | 228 | 576 | 980 |
| 4 | 2 | 14 | 39 | 110 | 226 | 574 | 801 |
| 5 | 3 | 16 | 43 | 112 | 225 | 573 | 664 |
| 6 | 4 | 17 | 46 | 115 | 224 | 572 | 572 |
| 7 | 5 | 19 | 47 | 117 | 223 | 571 | 571 |
| 8 | 6 | 19 | 46 | 114 | 223 | 571 | 571 |
| 9 | 6 | 19 | 45 | 112 | 222 | 570 | 570 |
| 10 | 7 | 19 | 45 | 111 | 221 | 569 | 569 |
| 11 | 8 | 20 | 45 | 111 | 221 | 569 | 569 |
| 12 | 9 | 21 | 45 | 111 | 221 | 569 | 569 |
| 13 | 9 | 22 | 45 | 111 | 221 | 569 | 569 |
| 14 | 10 | 22 | 45 | 111 | 221 | 569 | 569 |
| 15 | 11 | 22 | 45 | 111 | 221 | 569 | 569 |
| 16 | 12 | 22 | 45 | 111 | 221 | 569 | 569 |
| 17 | 12 | 23 | 45 | 112 | 222 | 570 | 570 |
| 18 | 13 | 23 | 46 | 112 | 222 | 570 | 570 |
| 19 | 13 | 24 | 46 | 113 | 223 | 571 | 571 |
| 20 | 15 | 25 | 47 | 114 | 224 | 572 | 572 |
| 21 | 15 | 25 | 48 | 114 | 224 | 573 | 573 |
| 22 | 16 | 26 | 49 | 115 | 225 | 573 | 573 |
| 23 | 16 | 27 | 49 | 116 | 226 | 574 | 574 |
| 24 | 17 | 27 | 50 | 116 | 226 | 574 | 574 |
| 25 | 18 | 28 | 50 | 117 | 227 | 575 | 575 |
| 26 | 18 | 28 | 51 | 117 | 227 | 575 | 575 |
| 27 | 19 | 29 | 51 | 118 | 228 | 576 | 576 |
| 28 | 19 | 29 | 51 | 118 | 228 | 576 | 576 |
| 29 | 20 | 29 | 52 | 118 | 228 | 576 | 576 |
| 30 | 21 | 30 | 53 | 119 | 229 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit 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

36

118

232

580

1 523

2

1

10

36

118

232

580

1 216

3

2

12

37

109

228

576

980

4

2

14

39

110

226

574

801

5

3

16

43

112

225

573

664

6

4

17

46

115

224

572

572

7

5

19

47

117

223

571

571

8

6

19

46

114

223

571

571

9

6

19

45

112

222

570

570

10

7

19

45

111

221

569

569

11

8

20

45

111

221

569

569

12

9

21

45

111

221

569

569

13

9

22

45

111

221

569

569

14

10

22

45

111

221

569

569

15

11

22

45

111

221

569

569

16

12

22

45

111

221

569

569

17

12

23

45

112

222

570

570

18

13

23

46

112

222

570

570

19

13

24

46

113

223

571

571

20

15

25

47

114

224

572

572

21

15

25

48

114

224

573

573

22

16

26

49

115

225

573

573

23

16

27

49

116

226

574

574

24

17

27

50

116

226

574

574

25

18

28

50

117

227

575

575

26

18

28

51

117

227

575

575

27

19

29

51

118

228

576

576

28

19

29

51

118

228

576

576

29

20

29

52

118

228

576

576

30

21

30

53

119

229

577

577

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 | 54 | 69 | 96 | 177 | 291 | 639 | 1 557 |
| 2 | 55 | 70 | 97 | 178 | 292 | 640 | 1 246 |
| 3 | 55 | 72 | 97 | 169 | 288 | 636 | 1 007 |
| 4 | 56 | 74 | 99 | 170 | 286 | 634 | 823 |
| 5 | 56 | 76 | 104 | 172 | 285 | 633 | 683 |
| 6 | 57 | 78 | 107 | 176 | 284 | 632 | 632 |
| 7 | 57 | 78 | 107 | 176 | 283 | 631 | 631 |
| 8 | 56 | 79 | 106 | 174 | 282 | 630 | 630 |
| 9 | 56 | 79 | 105 | 172 | 282 | 630 | 630 |
| 10 | 55 | 78 | 103 | 170 | 280 | 628 | 628 |
| 11 | 54 | 78 | 102 | 168 | 278 | 626 | 626 |
| 12 | 52 | 77 | 100 | 167 | 277 | 625 | 625 |
| 13 | 51 | 76 | 99 | 165 | 275 | 623 | 623 |
| 14 | 50 | 74 | 97 | 163 | 274 | 622 | 622 |
| 15 | 48 | 73 | 95 | 162 | 272 | 620 | 620 |
| 16 | 46 | 71 | 94 | 160 | 270 | 618 | 618 |
| 17 | 45 | 70 | 92 | 159 | 269 | 617 | 617 |
| 18 | 44 | 69 | 91 | 158 | 268 | 616 | 616 |
| 19 | 43 | 68 | 90 | 157 | 267 | 615 | 615 |
| 20 | 42 | 67 | 90 | 156 | 266 | 614 | 614 |
| 21 | 42 | 66 | 89 | 155 | 266 | 614 | 614 |
| 22 | 41 | 66 | 88 | 155 | 265 | 613 | 613 |
| 23 | 40 | 65 | 88 | 154 | 264 | 612 | 612 |
| 24 | 40 | 64 | 87 | 153 | 263 | 612 | 612 |
| 25 | 39 | 64 | 86 | 153 | 263 | 611 | 611 |
| 26 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 27 | 37 | 62 | 85 | 151 | 261 | 609 | 609 |
| 28 | 37 | 62 | 84 | 151 | 261 | 609 | 609 |
| 29 | 36 | 61 | 84 | 150 | 260 | 608 | 608 |
| 30 | 36 | 60 | 83 | 149 | 259 | 608 | 608 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

69

96

177

291

639

1 557

2

55

70

97

178

292

640

1 246

3

55

72

97

169

288

636

1 007

4

56

74

99

170

286

634

823

5

56

76

104

172

285

633

683

6

57

78

107

176

284

632

632

7

57

78

107

176

283

631

631

8

56

79

106

174

282

630

630

9

56

79

105

172

282

630

630

10

55

78

103

170

280

628

628

11

54

78

102

168

278

626

626

12

52

77

100

167

277

625

625

13

51

76

99

165

275

623

623

14

50

74

97

163

274

622

622

15

48

73

95

162

272

620

620

16

46

71

94

160

270

618

618

17

45

70

92

159

269

617

617

18

44

69

91

158

268

616

616

19

43

68

90

157

267

615

615

20

42

67

90

156

266

614

614

21

42

66

89

155

266

614

614

22

41

66

88

155

265

613

613

23

40

65

88

154

264

612

612

24

40

64

87

153

263

612

612

25

39

64

86

153

263

611

611

26

38

63

86

152

262

610

610

27

37

62

85

151

261

609

609

28

37

62

84

151

261

609

609

29

36

61

84

150

260

608

608

30

36

60

83

149

259

608

608

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 114 | 129 | 156 | 237 | 351 | 699 | 1 687 |
| 2 | 115 | 131 | 157 | 238 | 353 | 701 | 1 348 |
| 3 | 117 | 134 | 160 | 231 | 350 | 698 | 1 087 |
| 4 | 119 | 137 | 163 | 234 | 350 | 698 | 889 |
| 5 | 121 | 140 | 168 | 237 | 350 | 698 | 737 |
| 6 | 122 | 142 | 171 | 241 | 349 | 697 | 697 |
| 7 | 123 | 144 | 173 | 242 | 349 | 697 | 697 |
| 8 | 122 | 144 | 171 | 239 | 348 | 696 | 696 |
| 9 | 121 | 144 | 170 | 237 | 347 | 695 | 695 |
| 10 | 120 | 144 | 169 | 235 | 346 | 694 | 694 |
| 11 | 119 | 143 | 167 | 234 | 344 | 692 | 692 |
| 12 | 117 | 142 | 165 | 232 | 342 | 690 | 690 |
| 13 | 116 | 140 | 163 | 230 | 340 | 688 | 688 |
| 14 | 114 | 138 | 161 | 227 | 337 | 685 | 685 |
| 15 | 111 | 136 | 159 | 225 | 335 | 683 | 683 |
| 16 | 108 | 133 | 156 | 222 | 332 | 680 | 680 |
| 17 | 106 | 131 | 154 | 220 | 330 | 678 | 678 |
| 18 | 104 | 129 | 151 | 218 | 328 | 676 | 676 |
| 19 | 102 | 127 | 149 | 216 | 326 | 674 | 674 |
| 20 | 100 | 125 | 147 | 214 | 324 | 672 | 672 |
| 21 | 98 | 123 | 146 | 212 | 322 | 670 | 670 |
| 22 | 96 | 121 | 144 | 210 | 320 | 668 | 668 |
| 23 | 95 | 120 | 142 | 209 | 319 | 667 | 667 |
| 24 | 93 | 118 | 140 | 207 | 317 | 665 | 665 |
| 25 | 91 | 116 | 139 | 205 | 315 | 663 | 663 |
| 26 | 89 | 114 | 137 | 203 | 313 | 661 | 661 |
| 27 | 88 | 113 | 135 | 202 | 312 | 660 | 660 |
| 28 | 86 | 111 | 134 | 200 | 310 | 658 | 658 |
| 29 | 85 | 109 | 132 | 198 | 308 | 656 | 656 |
| 30 | 83 | 108 | 130 | 197 | 307 | 655 | 655 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

129

156

237

351

699

1 687

2

115

131

157

238

353

701

1 348

3

117

134

160

231

350

698

1 087

4

119

137

163

234

350

698

889

5

121

140

168

237

350

698

737

6

122

142

171

241

349

697

697

7

123

144

173

242

349

697

697

8

122

144

171

239

348

696

696

9

121

144

170

237

347

695

695

10

120

144

169

235

346

694

694

11

119

143

167

234

344

692

692

12

117

142

165

232

342

690

690

13

116

140

163

230

340

688

688

14

114

138

161

227

337

685

685

15

111

136

159

225

335

683

683

16

108

133

156

222

332

680

680

17

106

131

154

220

330

678

678

18

104

129

151

218

328

676

676

19

102

127

149

216

326

674

674

20

100

125

147

214

324

672

672

21

98

123

146

212

322

670

670

22

96

121

144

210

320

668

668

23

95

120

142

209

319

667

667

24

93

118

140

207

317

665

665

25

91

116

139

205

315

663

663

26

89

114

137

203

313

661

661

27

88

113

135

202

312

660

660

28

86

111

134

200

310

658

658

29

85

109

132

198

308

656

656

30

83

108

130

197

307

655

655

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 | 174 | 190 | 217 | 298 | 412 | 760 | 1 768 |
| 2 | 184 | 199 | 226 | 307 | 421 | 769 | 1 405 |
| 3 | 189 | 205 | 231 | 303 | 421 | 769 | 1 134 |
| 4 | 191 | 209 | 234 | 305 | 421 | 769 | 911 |
| 5 | 192 | 211 | 239 | 307 | 420 | 768 | 768 |
| 6 | 191 | 212 | 241 | 310 | 419 | 767 | 767 |
| 7 | 191 | 213 | 241 | 311 | 417 | 765 | 765 |
| 8 | 189 | 212 | 239 | 307 | 415 | 763 | 763 |
| 9 | 188 | 211 | 237 | 304 | 414 | 762 | 762 |
| 10 | 187 | 211 | 236 | 302 | 412 | 760 | 760 |
| 11 | 186 | 210 | 234 | 300 | 410 | 758 | 758 |
| 12 | 183 | 208 | 231 | 298 | 408 | 756 | 756 |
| 13 | 181 | 206 | 228 | 295 | 405 | 753 | 753 |
| 14 | 178 | 203 | 225 | 292 | 402 | 750 | 750 |
| 15 | 175 | 199 | 222 | 288 | 398 | 746 | 746 |
| 16 | 171 | 196 | 219 | 285 | 395 | 743 | 743 |
| 17 | 168 | 193 | 215 | 282 | 392 | 740 | 740 |
| 18 | 165 | 190 | 212 | 279 | 389 | 737 | 737 |
| 19 | 162 | 186 | 209 | 276 | 386 | 734 | 734 |
| 20 | 159 | 183 | 206 | 272 | 383 | 731 | 731 |
| 21 | 155 | 180 | 203 | 269 | 379 | 727 | 727 |
| 22 | 152 | 177 | 200 | 266 | 376 | 724 | 724 |
| 23 | 149 | 174 | 197 | 263 | 373 | 721 | 721 |
| 24 | 146 | 171 | 193 | 260 | 370 | 718 | 718 |
| 25 | 143 | 168 | 190 | 257 | 367 | 715 | 715 |
| 26 | 140 | 165 | 187 | 254 | 364 | 712 | 712 |
| 27 | 137 | 162 | 184 | 251 | 361 | 709 | 709 |
| 28 | 134 | 159 | 181 | 248 | 358 | 706 | 706 |
| 29 | 131 | 156 | 178 | 245 | 355 | 703 | 703 |
| 30 | 128 | 153 | 176 | 242 | 352 | 700 | 700 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

174

190

217

298

412

760

1 768

2

184

199

226

307

421

769

1 405

3

189

205

231

303

421

769

1 134

4

191

209

234

305

421

769

911

5

192

211

239

307

420

768

768

6

191

212

241

310

419

767

767

7

191

213

241

311

417

765

765

8

189

212

239

307

415

763

763

9

188

211

237

304

414

762

762

10

187

211

236

302

412

760

760

11

186

210

234

300

410

758

758

12

183

208

231

298

408

756

756

13

181

206

228

295

405

753

753

14

178

203

225

292

402

750

750

15

175

199

222

288

398

746

746

16

171

196

219

285

395

743

743

17

168

193

215

282

392

740

740

18

165

190

212

279

389

737

737

19

162

186

209

276

386

734

734

20

159

183

206

272

383

731

731

21

155

180

203

269

379

727

727

22

152

177

200

266

376

724

724

23

149

174

197

263

373

721

721

24

146

171

193

260

370

718

718

25

143

168

190

257

367

715

715

26

140

165

187

254

364

712

712

27

137

162

184

251

361

709

709

28

134

159

181

248

358

706

706

29

131

156

178

245

355

703

703

30

128

153

176

242

352

700

700

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 | 26 | 42 | 68 | 149 | 264 | 612 | 1 584 |
| 2 | 27 | 42 | 69 | 150 | 264 | 613 | 1 265 |
| 3 | 28 | 45 | 70 | 142 | 261 | 609 | 1 021 |
| 4 | 29 | 47 | 73 | 143 | 259 | 607 | 834 |
| 5 | 30 | 50 | 77 | 146 | 259 | 607 | 692 |
| 6 | 31 | 51 | 80 | 149 | 258 | 606 | 606 |
| 7 | 31 | 53 | 81 | 151 | 257 | 605 | 605 |
| 8 | 30 | 52 | 79 | 148 | 256 | 604 | 604 |
| 9 | 29 | 52 | 78 | 145 | 255 | 603 | 603 |
| 10 | 29 | 53 | 78 | 144 | 254 | 602 | 602 |
| 11 | 29 | 53 | 77 | 144 | 254 | 602 | 602 |
| 12 | 29 | 53 | 76 | 143 | 253 | 601 | 601 |
| 13 | 28 | 53 | 76 | 142 | 252 | 600 | 600 |
| 14 | 28 | 53 | 76 | 142 | 252 | 600 | 600 |
| 15 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 16 | 28 | 52 | 75 | 141 | 252 | 600 | 600 |
| 17 | 28 | 52 | 75 | 141 | 251 | 600 | 600 |
| 18 | 28 | 52 | 75 | 141 | 252 | 600 | 600 |
| 19 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 20 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 21 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 22 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 23 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 24 | 28 | 53 | 75 | 142 | 252 | 600 | 600 |
| 25 | 28 | 52 | 75 | 141 | 251 | 599 | 599 |
| 26 | 27 | 52 | 75 | 141 | 251 | 599 | 599 |
| 27 | 27 | 52 | 74 | 141 | 251 | 599 | 599 |
| 28 | 27 | 52 | 74 | 141 | 251 | 599 | 599 |
| 29 | 27 | 52 | 74 | 140 | 251 | 599 | 599 |
| 30 | 26 | 51 | 74 | 140 | 250 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

42

68

149

264

612

1 584

2

27

42

69

150

264

613

1 265

3

28

45

70

142

261

609

1 021

4

29

47

73

143

259

607

834

5

30

50

77

146

259

607

692

6

31

51

80

149

258

606

606

7

31

53

81

151

257

605

605

8

30

52

79

148

256

604

604

9

29

52

78

145

255

603

603

10

29

53

78

144

254

602

602

11

29

53

77

144

254

602

602

12

29

53

76

143

253

601

601

13

28

53

76

142

252

600

600

14

28

53

76

142

252

600

600

15

28

53

75

142

252

600

600

16

28

52

75

141

252

600

600

17

28

52

75

141

251

600

600

18

28

52

75

141

252

600

600

19

28

53

75

142

252

600

600

20

28

53

75

142

252

600

600

21

28

53

75

142

252

600

600

22

28

53

75

142

252

600

600

23

28

53

75

142

252

600

600

24

28

53

75

142

252

600

600

25

28

52

75

141

251

599

599

26

27

52

75

141

251

599

599

27

27

52

74

141

251

599

599

28

27

52

74

141

251

599

599

29

27

52

74

140

251

599

599

30

26

51

74

140

250

598

598

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 | 22 | 37 | 64 | 145 | 259 | 607 | 1 591 |
| 2 | 24 | 39 | 66 | 147 | 261 | 609 | 1 271 |
| 3 | 27 | 43 | 69 | 141 | 259 | 607 | 1 024 |
| 4 | 29 | 47 | 73 | 144 | 259 | 607 | 837 |
| 5 | 32 | 51 | 79 | 147 | 260 | 608 | 693 |
| 6 | 33 | 54 | 83 | 152 | 261 | 609 | 609 |
| 7 | 35 | 57 | 85 | 155 | 261 | 609 | 609 |
| 8 | 35 | 57 | 85 | 153 | 261 | 609 | 609 |
| 9 | 35 | 58 | 85 | 152 | 261 | 610 | 610 |
| 10 | 37 | 60 | 85 | 152 | 262 | 610 | 610 |
| 11 | 38 | 62 | 86 | 152 | 262 | 610 | 610 |
| 12 | 38 | 63 | 86 | 153 | 263 | 611 | 611 |
| 13 | 38 | 63 | 86 | 152 | 263 | 611 | 611 |
| 14 | 39 | 63 | 86 | 152 | 262 | 610 | 610 |
| 15 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 16 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 17 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 18 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 19 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 20 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 21 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 22 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 23 | 38 | 63 | 86 | 152 | 262 | 610 | 610 |
| 24 | 38 | 63 | 85 | 152 | 262 | 610 | 610 |
| 25 | 38 | 62 | 85 | 151 | 261 | 609 | 609 |
| 26 | 37 | 62 | 85 | 151 | 261 | 609 | 609 |
| 27 | 37 | 62 | 84 | 151 | 261 | 609 | 609 |
| 28 | 36 | 61 | 84 | 150 | 260 | 608 | 608 |
| 29 | 36 | 61 | 83 | 150 | 260 | 608 | 608 |
| 30 | 35 | 60 | 83 | 149 | 259 | 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

22

37

64

145

259

607

1 591

2

24

39

66

147

261

609

1 271

3

27

43

69

141

259

607

1 024

4

29

47

73

144

259

607

837

5

32

51

79

147

260

608

693

6

33

54

83

152

261

609

609

7

35

57

85

155

261

609

609

8

35

57

85

153

261

609

609

9

35

58

85

152

261

610

610

10

37

60

85

152

262

610

610

11

38

62

86

152

262

610

610

12

38

63

86

153

263

611

611

13

38

63

86

152

263

611

611

14

39

63

86

152

262

610

610

15

38

63

86

152

262

610

610

16

38

63

85

152

262

610

610

17

38

63

85

152

262

610

610

18

38

63

85

152

262

610

610

19

38

63

85

152

262

610

610

20

38

63

86

152

262

610

610

21

38

63

86

152

262

610

610

22

38

63

86

152

262

610

610

23

38

63

86

152

262

610

610

24

38

63

85

152

262

610

610

25

38

62

85

151

261

609

609

26

37

62

85

151

261

609

609

27

37

62

84

151

261

609

609

28

36

61

84

150

260

608

608

29

36

61

83

150

260

608

608

30

35

60

83

149

259

607

607

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 | 123 | 138 | 165 | 246 | 360 | 708 | 1 759 |
| 2 | 122 | 137 | 164 | 245 | 359 | 707 | 1 394 |
| 3 | 122 | 139 | 164 | 236 | 355 | 702 | 1 119 |
| 4 | 122 | 141 | 166 | 237 | 353 | 701 | 911 |
| 5 | 123 | 143 | 170 | 239 | 352 | 700 | 753 |
| 6 | 123 | 143 | 172 | 242 | 350 | 698 | 698 |
| 7 | 123 | 145 | 173 | 243 | 349 | 697 | 697 |
| 8 | 122 | 145 | 172 | 240 | 349 | 697 | 697 |
| 9 | 121 | 144 | 170 | 238 | 347 | 695 | 695 |
| 10 | 121 | 145 | 170 | 237 | 347 | 695 | 695 |
| 11 | 121 | 145 | 170 | 236 | 346 | 694 | 694 |
| 12 | 121 | 145 | 169 | 235 | 345 | 693 | 693 |
| 13 | 120 | 145 | 167 | 234 | 344 | 692 | 692 |
| 14 | 119 | 144 | 166 | 233 | 343 | 691 | 691 |
| 15 | 117 | 141 | 164 | 230 | 340 | 689 | 689 |
| 16 | 114 | 139 | 162 | 228 | 338 | 686 | 686 |
| 17 | 112 | 136 | 159 | 225 | 335 | 684 | 684 |
| 18 | 109 | 134 | 157 | 223 | 333 | 681 | 681 |
| 19 | 107 | 132 | 155 | 221 | 331 | 679 | 679 |
| 20 | 105 | 130 | 152 | 219 | 329 | 677 | 677 |
| 21 | 103 | 128 | 150 | 217 | 327 | 675 | 675 |
| 22 | 100 | 125 | 148 | 214 | 324 | 672 | 672 |
| 23 | 98 | 123 | 146 | 212 | 322 | 670 | 670 |
| 24 | 96 | 121 | 144 | 210 | 320 | 668 | 668 |
| 25 | 94 | 119 | 141 | 208 | 318 | 666 | 666 |
| 26 | 92 | 117 | 139 | 206 | 316 | 664 | 664 |
| 27 | 90 | 115 | 137 | 204 | 314 | 662 | 662 |
| 28 | 88 | 113 | 135 | 202 | 312 | 660 | 660 |
| 29 | 86 | 111 | 133 | 200 | 310 | 658 | 658 |
| 30 | 84 | 109 | 131 | 198 | 308 | 656 | 656 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

123

138

165

246

360

708

1 759

2

122

137

164

245

359

707

1 394

3

122

139

164

236

355

702

1 119

4

122

141

166

237

353

701

911

5

123

143

170

239

352

700

753

6

123

143

172

242

350

698

698

7

123

145

173

243

349

697

697

8

122

145

172

240

349

697

697

9

121

144

170

238

347

695

695

10

121

145

170

237

347

695

695

11

121

145

170

236

346

694

694

12

121

145

169

235

345

693

693

13

120

145

167

234

344

692

692

14

119

144

166

233

343

691

691

15

117

141

164

230

340

689

689

16

114

139

162

228

338

686

686

17

112

136

159

225

335

684

684

18

109

134

157

223

333

681

681

19

107

132

155

221

331

679

679

20

105

130

152

219

329

677

677

21

103

128

150

217

327

675

675

22

100

125

148

214

324

672

672

23

98

123

146

212

322

670

670

24

96

121

144

210

320

668

668

25

94

119

141

208

318

666

666

26

92

117

139

206

316

664

664

27

90

115

137

204

314

662

662

28

88

113

135

202

312

660

660

29

86

111

133

200

310

658

658

30

84

109

131

198

308

656

656

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 8 | 35 | 116 | 230 | 578 | 1 541 |
| 2 | 1 | 10 | 37 | 118 | 232 | 580 | 1 234 |
| 3 | 2 | 14 | 40 | 112 | 230 | 578 | 996 |
| 4 | 2 | 18 | 44 | 114 | 230 | 578 | 815 |
| 5 | 3 | 22 | 50 | 118 | 231 | 579 | 677 |
| 6 | 4 | 25 | 54 | 123 | 232 | 580 | 580 |
| 7 | 6 | 28 | 56 | 126 | 232 | 580 | 580 |
| 8 | 6 | 28 | 55 | 124 | 232 | 580 | 580 |
| 9 | 6 | 29 | 55 | 122 | 232 | 580 | 580 |
| 10 | 8 | 30 | 55 | 122 | 232 | 580 | 580 |
| 11 | 8 | 31 | 55 | 122 | 232 | 580 | 580 |
| 12 | 9 | 32 | 55 | 122 | 232 | 580 | 580 |
| 13 | 9 | 32 | 55 | 121 | 231 | 579 | 579 |
| 14 | 10 | 32 | 55 | 121 | 231 | 579 | 579 |
| 15 | 11 | 32 | 55 | 121 | 231 | 579 | 579 |
| 16 | 12 | 32 | 54 | 121 | 231 | 579 | 579 |
| 17 | 12 | 32 | 54 | 121 | 231 | 579 | 579 |
| 18 | 13 | 32 | 54 | 121 | 231 | 579 | 579 |
| 19 | 13 | 32 | 54 | 121 | 231 | 579 | 579 |
| 20 | 15 | 33 | 55 | 122 | 232 | 580 | 580 |
| 21 | 15 | 33 | 56 | 122 | 232 | 580 | 580 |
| 22 | 16 | 34 | 56 | 123 | 233 | 581 | 581 |
| 23 | 16 | 34 | 56 | 123 | 233 | 581 | 581 |
| 24 | 17 | 34 | 57 | 123 | 233 | 581 | 581 |
| 25 | 18 | 34 | 57 | 123 | 234 | 582 | 582 |
| 26 | 19 | 35 | 57 | 124 | 234 | 582 | 582 |
| 27 | 19 | 35 | 57 | 124 | 234 | 582 | 582 |
| 28 | 19 | 35 | 58 | 124 | 234 | 582 | 582 |
| 29 | 20 | 35 | 58 | 124 | 234 | 582 | 582 |
| 30 | 21 | 35 | 58 | 124 | 234 | 582 | 582 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

35

116

230

578

1 541

2

1

10

37

118

232

580

1 234

3

2

14

40

112

230

578

996

4

2

18

44

114

230

578

815

5

3

22

50

118

231

579

677

6

4

25

54

123

232

580

580

7

6

28

56

126

232

580

580

8

6

28

55

124

232

580

580

9

6

29

55

122

232

580

580

10

8

30

55

122

232

580

580

11

8

31

55

122

232

580

580

12

9

32

55

122

232

580

580

13

9

32

55

121

231

579

579

14

10

32

55

121

231

579

579

15

11

32

55

121

231

579

579

16

12

32

54

121

231

579

579

17

12

32

54

121

231

579

579

18

13

32

54

121

231

579

579

19

13

32

54

121

231

579

579

20

15

33

55

122

232

580

580

21

15

33

56

122

232

580

580

22

16

34

56

123

233

581

581

23

16

34

56

123

233

581

581

24

17

34

57

123

233

581

581

25

18

34

57

123

234

582

582

26

19

35

57

124

234

582

582

27

19

35

57

124

234

582

582

28

19

35

58

124

234

582

582

29

20

35

58

124

234

582

582

30

21

35

58

124

234

582

582

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 | 50 | 77 | 158 | 272 | 620 | 1 543 |
| 2 | 35 | 51 | 78 | 159 | 273 | 621 | 1 231 |
| 3 | 35 | 52 | 77 | 149 | 268 | 616 | 992 |
| 4 | 36 | 54 | 79 | 150 | 266 | 614 | 810 |
| 5 | 36 | 55 | 83 | 152 | 265 | 613 | 671 |
| 6 | 39 | 59 | 88 | 158 | 266 | 614 | 614 |
| 7 | 36 | 58 | 86 | 156 | 262 | 610 | 610 |
| 8 | 40 | 63 | 90 | 158 | 267 | 615 | 615 |
| 9 | 40 | 63 | 89 | 156 | 266 | 614 | 614 |
| 10 | 34 | 58 | 83 | 149 | 259 | 607 | 607 |
| 11 | 29 | 54 | 78 | 144 | 254 | 602 | 602 |
| 12 | 26 | 51 | 74 | 141 | 251 | 599 | 599 |
| 13 | 24 | 49 | 72 | 138 | 248 | 596 | 596 |
| 14 | 22 | 47 | 70 | 136 | 246 | 594 | 594 |
| 15 | 21 | 46 | 68 | 135 | 245 | 593 | 593 |
| 16 | 19 | 44 | 66 | 133 | 243 | 591 | 591 |
| 17 | 18 | 43 | 66 | 132 | 242 | 590 | 590 |
| 18 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 19 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 20 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 21 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 22 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 23 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 24 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 25 | 17 | 42 | 65 | 131 | 241 | 589 | 589 |
| 26 | 18 | 42 | 64 | 131 | 241 | 589 | 589 |
| 27 | 19 | 42 | 64 | 131 | 241 | 589 | 589 |
| 28 | 19 | 42 | 64 | 131 | 241 | 589 | 589 |
| 29 | 20 | 42 | 64 | 131 | 241 | 589 | 589 |
| 30 | 20 | 42 | 64 | 130 | 241 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

77

158

272

620

1 543

2

35

51

78

159

273

621

1 231

3

35

52

77

149

268

616

992

4

36

54

79

150

266

614

810

5

36

55

83

152

265

613

671

6

39

59

88

158

266

614

614

7

36

58

86

156

262

610

610

8

40

63

90

158

267

615

615

9

40

63

89

156

266

614

614

10

34

58

83

149

259

607

607

11

29

54

78

144

254

602

602

12

26

51

74

141

251

599

599

13

24

49

72

138

248

596

596

14

22

47

70

136

246

594

594

15

21

46

68

135

245

593

593

16

19

44

66

133

243

591

591

17

18

43

66

132

242

590

590

18

17

42

65

131

241

589

589

19

17

42

65

131

241

589

589

20

17

42

65

131

241

589

589

21

17

42

65

131

241

589

589

22

17

42

65

131

241

589

589

23

17

42

65

131

241

589

589

24

17

42

65

131

241

589

589

25

17

42

65

131

241

589

589

26

18

42

64

131

241

589

589

27

19

42

64

131

241

589

589

28

19

42

64

131

241

589

589

29

20

42

64

131

241

589

589

30

20

42

64

130

241

589

589

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 | 186 | 201 | 228 | 309 | 423 | 771 | 1 785 |
| 2 | 184 | 199 | 226 | 307 | 421 | 769 | 1 427 |
| 3 | 181 | 197 | 223 | 295 | 413 | 761 | 1 153 |
| 4 | 178 | 196 | 222 | 292 | 408 | 756 | 941 |
| 5 | 175 | 195 | 222 | 291 | 404 | 752 | 779 |
| 6 | 172 | 192 | 222 | 291 | 399 | 747 | 747 |
| 7 | 169 | 191 | 219 | 289 | 395 | 743 | 743 |
| 8 | 165 | 187 | 215 | 283 | 391 | 739 | 739 |
| 9 | 161 | 184 | 210 | 277 | 387 | 735 | 735 |
| 10 | 158 | 181 | 207 | 273 | 383 | 731 | 731 |
| 11 | 154 | 179 | 203 | 269 | 379 | 727 | 727 |
| 12 | 151 | 175 | 199 | 265 | 375 | 723 | 723 |
| 13 | 148 | 172 | 195 | 262 | 372 | 720 | 720 |
| 14 | 144 | 169 | 191 | 258 | 368 | 716 | 716 |
| 15 | 141 | 165 | 188 | 254 | 364 | 712 | 712 |
| 16 | 137 | 162 | 185 | 251 | 361 | 709 | 709 |
| 17 | 134 | 159 | 182 | 248 | 358 | 706 | 706 |
| 18 | 131 | 156 | 179 | 245 | 355 | 703 | 703 |
| 19 | 129 | 153 | 176 | 242 | 352 | 701 | 701 |
| 20 | 126 | 151 | 173 | 240 | 350 | 698 | 698 |
| 21 | 123 | 148 | 171 | 237 | 347 | 695 | 695 |
| 22 | 121 | 146 | 168 | 235 | 345 | 693 | 693 |
| 23 | 118 | 143 | 166 | 232 | 342 | 690 | 690 |
| 24 | 116 | 141 | 163 | 230 | 340 | 688 | 688 |
| 25 | 114 | 138 | 161 | 227 | 337 | 685 | 685 |
| 26 | 111 | 136 | 159 | 225 | 335 | 683 | 683 |
| 27 | 109 | 134 | 156 | 223 | 333 | 681 | 681 |
| 28 | 107 | 132 | 154 | 221 | 331 | 679 | 679 |
| 29 | 105 | 130 | 152 | 219 | 329 | 677 | 677 |
| 30 | 103 | 128 | 150 | 217 | 327 | 675 | 675 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

186

201

228

309

423

771

1 785

2

184

199

226

307

421

769

1 427

3

181

197

223

295

413

761

1 153

4

178

196

222

292

408

756

941

5

175

195

222

291

404

752

779

6

172

192

222

291

399

747

747

7

169

191

219

289

395

743

743

8

165

187

215

283

391

739

739

9

161

184

210

277

387

735

735

10

158

181

207

273

383

731

731

11

154

179

203

269

379

727

727

12

151

175

199

265

375

723

723

13

148

172

195

262

372

720

720

14

144

169

191

258

368

716

716

15

141

165

188

254

364

712

712

16

137

162

185

251

361

709

709

17

134

159

182

248

358

706

706

18

131

156

179

245

355

703

703

19

129

153

176

242

352

701

701

20

126

151

173

240

350

698

698

21

123

148

171

237

347

695

695

22

121

146

168

235

345

693

693

23

118

143

166

232

342

690

690

24

116

141

163

230

340

688

688

25

114

138

161

227

337

685

685

26

111

136

159

225

335

683

683

27

109

134

156

223

333

681

681

28

107

132

154

221

331

679

679

29

105

130

152

219

329

677

677

30

103

128

150

217

327

675

675

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 26 | 53 | 112 | 248 | 596 | 1 536 |
| 2 | 9 | 26 | 53 | 112 | 248 | 596 | 1 229 |
| 3 | 10 | 29 | 54 | 106 | 246 | 594 | 992 |
| 4 | 12 | 34 | 58 | 103 | 247 | 595 | 811 |
| 5 | 17 | 41 | 63 | 106 | 248 | 596 | 673 |
| 6 | 18 | 44 | 67 | 101 | 249 | 597 | 597 |
| 7 | 19 | 46 | 65 | 94 | 249 | 597 | 597 |
| 8 | 17 | 44 | 64 | 92 | 249 | 598 | 598 |
| 9 | 17 | 45 | 66 | 96 | 250 | 598 | 598 |
| 10 | 19 | 48 | 69 | 100 | 250 | 598 | 598 |
| 11 | 21 | 50 | 71 | 103 | 250 | 598 | 598 |
| 12 | 22 | 53 | 72 | 104 | 250 | 598 | 598 |
| 13 | 24 | 55 | 72 | 104 | 250 | 598 | 598 |
| 14 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 15 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 16 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 17 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 18 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 19 | 24 | 54 | 73 | 104 | 250 | 598 | 598 |
| 20 | 24 | 54 | 73 | 104 | 251 | 599 | 599 |
| 21 | 24 | 54 | 73 | 104 | 251 | 599 | 599 |
| 22 | 24 | 54 | 73 | 104 | 251 | 599 | 599 |
| 23 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 24 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 25 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 26 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 27 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 28 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 29 | 24 | 54 | 73 | 104 | 252 | 600 | 600 |
| 30 | 24 | 54 | 73 | 104 | 251 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

26

53

112

248

596

1 536

2

9

26

53

112

248

596

1 229

3

10

29

54

106

246

594

992

4

12

34

58

103

247

595

811

5

17

41

63

106

248

596

673

6

18

44

67

101

249

597

597

7

19

46

65

94

249

597

597

8

17

44

64

92

249

598

598

9

17

45

66

96

250

598

598

10

19

48

69

100

250

598

598

11

21

50

71

103

250

598

598

12

22

53

72

104

250

598

598

13

24

55

72

104

250

598

598

14

24

54

73

104

250

598

598

15

24

54

73

104

250

598

598

16

24

54

73

104

250

598

598

17

24

54

73

104

250

598

598

18

24

54

73

104

250

598

598

19

24

54

73

104

250

598

598

20

24

54

73

104

251

599

599

21

24

54

73

104

251

599

599

22

24

54

73

104

251

599

599

23

24

54

73

104

252

600

600

24

24

54

73

104

252

600

600

25

24

54

73

104

252

600

600

26

24

54

73

104

252

600

600

27

24

54

73

104

252

600

600

28

24

54

73

104

252

600

600

29

24

54

73

104

252

600

600

30

24

54

73

104

251

600

600

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 | 5 | 13 | 94 | 208 | 556 | 1 509 |
| 2 | 1 | 6 | 12 | 93 | 207 | 555 | 1 203 |
| 3 | 2 | 6 | 11 | 83 | 202 | 550 | 969 |
| 4 | 2 | 8 | 13 | 84 | 200 | 548 | 791 |
| 5 | 3 | 9 | 18 | 86 | 199 | 547 | 655 |
| 6 | 4 | 9 | 21 | 90 | 199 | 547 | 550 |
| 7 | 5 | 10 | 22 | 92 | 198 | 546 | 546 |
| 8 | 6 | 12 | 22 | 90 | 198 | 546 | 546 |
| 9 | 6 | 12 | 22 | 89 | 199 | 547 | 547 |
| 10 | 7 | 13 | 23 | 89 | 199 | 547 | 547 |
| 11 | 8 | 13 | 24 | 89 | 199 | 547 | 547 |
| 12 | 9 | 15 | 26 | 89 | 199 | 547 | 547 |
| 13 | 9 | 16 | 28 | 90 | 200 | 548 | 548 |
| 14 | 10 | 16 | 29 | 90 | 200 | 548 | 548 |
| 15 | 10 | 17 | 31 | 90 | 200 | 548 | 548 |
| 16 | 12 | 18 | 32 | 91 | 201 | 549 | 549 |
| 17 | 12 | 19 | 33 | 91 | 201 | 549 | 549 |
| 18 | 13 | 19 | 35 | 91 | 201 | 550 | 550 |
| 19 | 13 | 20 | 36 | 92 | 202 | 550 | 550 |
| 20 | 14 | 21 | 38 | 93 | 203 | 551 | 551 |
| 21 | 15 | 22 | 40 | 93 | 203 | 552 | 552 |
| 22 | 15 | 23 | 41 | 94 | 204 | 552 | 552 |
| 23 | 16 | 23 | 42 | 94 | 205 | 553 | 553 |
| 24 | 16 | 25 | 43 | 95 | 205 | 553 | 553 |
| 25 | 17 | 25 | 44 | 95 | 205 | 553 | 553 |
| 26 | 18 | 26 | 47 | 95 | 205 | 553 | 553 |
| 27 | 19 | 26 | 48 | 95 | 205 | 553 | 553 |
| 28 | 19 | 28 | 49 | 95 | 206 | 554 | 554 |
| 29 | 19 | 29 | 50 | 96 | 206 | 554 | 554 |
| 30 | 20 | 29 | 51 | 96 | 206 | 554 | 554 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

13

94

208

556

1 509

2

1

6

12

93

207

555

1 203

3

2

6

11

83

202

550

969

4

2

8

13

84

200

548

791

5

3

9

18

86

199

547

655

6

4

9

21

90

199

547

550

7

5

10

22

92

198

546

546

8

6

12

22

90

198

546

546

9

6

12

22

89

199

547

547

10

7

13

23

89

199

547

547

11

8

13

24

89

199

547

547

12

9

15

26

89

199

547

547

13

9

16

28

90

200

548

548

14

10

16

29

90

200

548

548

15

10

17

31

90

200

548

548

16

12

18

32

91

201

549

549

17

12

19

33

91

201

549

549

18

13

19

35

91

201

550

550

19

13

20

36

92

202

550

550

20

14

21

38

93

203

551

551

21

15

22

40

93

203

552

552

22

15

23

41

94

204

552

552

23

16

23

42

94

205

553

553

24

16

25

43

95

205

553

553

25

17

25

44

95

205

553

553

26

18

26

47

95

205

553

553

27

19

26

48

95

205

553

553

28

19

28

49

95

206

554

554

29

19

29

50

96

206

554

554

30

20

29

51

96

206

554

554

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 | 1 | 15 | 22 | 46 | 169 | 307 | 2 976 |
| 2 | 1 | 15 | 22 | 46 | 169 | 342 | 2 236 |
| 3 | 1 | 16 | 24 | 51 | 163 | 354 | 1 699 |
| 4 | 1 | 17 | 28 | 54 | 161 | 353 | 1 319 |
| 5 | 2 | 19 | 31 | 56 | 161 | 344 | 1 049 |
| 6 | 3 | 22 | 34 | 60 | 161 | 331 | 852 |
| 7 | 4 | 24 | 35 | 62 | 161 | 315 | 706 |
| 8 | 4 | 25 | 37 | 64 | 161 | 299 | 594 |
| 9 | 5 | 26 | 38 | 67 | 161 | 282 | 506 |
| 10 | 5 | 27 | 40 | 70 | 161 | 265 | 436 |
| 11 | 5 | 27 | 40 | 70 | 161 | 254 | 379 |
| 12 | 5 | 27 | 40 | 71 | 161 | 254 | 332 |
| 13 | 5 | 27 | 40 | 71 | 161 | 254 | 292 |
| 14 | 6 | 27 | 41 | 71 | 161 | 254 | 259 |
| 15 | 7 | 27 | 44 | 71 | 161 | 254 | 254 |
| 16 | 7 | 27 | 47 | 71 | 161 | 254 | 254 |
| 17 | 7 | 27 | 50 | 71 | 161 | 254 | 254 |
| 18 | 8 | 27 | 52 | 71 | 161 | 254 | 254 |
| 19 | 8 | 27 | 54 | 71 | 161 | 254 | 254 |
| 20 | 9 | 27 | 57 | 71 | 161 | 254 | 254 |
| 21 | 9 | 27 | 60 | 71 | 161 | 254 | 254 |
| 22 | 9 | 27 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 27 | 65 | 74 | 161 | 254 | 254 |
| 24 | 10 | 27 | 69 | 77 | 161 | 254 | 254 |
| 25 | 11 | 27 | 71 | 79 | 161 | 254 | 254 |
| 26 | 11 | 27 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 27 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 80 | 86 | 161 | 254 | 254 |
| 29 | 13 | 28 | 82 | 88 | 161 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

46

169

307

2 976

2

1

15

22

46

169

342

2 236

3

1

16

24

51

163

354

1 699

4

1

17

28

54

161

353

1 319

5

2

19

31

56

161

344

1 049

6

3

22

34

60

161

331

852

7

4

24

35

62

161

315

706

8

4

25

37

64

161

299

594

9

5

26

38

67

161

282

506

10

5

27

40

70

161

265

436

11

5

27

40

70

161

254

379

12

5

27

40

71

161

254

332

13

5

27

40

71

161

254

292

14

6

27

41

71

161

254

259

15

7

27

44

71

161

254

254

16

7

27

47

71

161

254

254

17

7

27

50

71

161

254

254

18

8

27

52

71

161

254

254

19

8

27

54

71

161

254

254

20

9

27

57

71

161

254

254

21

9

27

60

71

161

254

254

22

9

27

62

71

161

254

254

23

10

27

65

74

161

254

254

24

10

27

69

77

161

254

254

25

11

27

71

79

161

254

254

26

11

27

74

80

161

254

254

27

12

27

76

83

161

254

254

28

12

27

80

86

161

254

254

29

13

28

82

88

161

254

254

30

13

28

84

90

161

254

254

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 | 5 | 19 | 26 | 50 | 173 | 309 | 2 994 |
| 2 | 7 | 22 | 28 | 52 | 175 | 345 | 2 251 |
| 3 | 7 | 22 | 31 | 57 | 170 | 356 | 1 711 |
| 4 | 7 | 23 | 34 | 61 | 168 | 355 | 1 328 |
| 5 | 7 | 25 | 38 | 63 | 167 | 346 | 1 056 |
| 6 | 9 | 28 | 39 | 65 | 167 | 333 | 858 |
| 7 | 10 | 30 | 41 | 67 | 166 | 317 | 710 |
| 8 | 9 | 30 | 42 | 69 | 166 | 300 | 597 |
| 9 | 9 | 30 | 43 | 72 | 165 | 283 | 508 |
| 10 | 9 | 31 | 44 | 74 | 165 | 267 | 438 |
| 11 | 9 | 31 | 44 | 74 | 164 | 258 | 380 |
| 12 | 8 | 30 | 43 | 74 | 164 | 257 | 333 |
| 13 | 8 | 30 | 43 | 73 | 163 | 257 | 293 |
| 14 | 7 | 29 | 42 | 73 | 163 | 256 | 260 |
| 15 | 7 | 29 | 44 | 72 | 162 | 256 | 256 |
| 16 | 7 | 28 | 47 | 72 | 162 | 255 | 255 |
| 17 | 7 | 28 | 50 | 71 | 161 | 255 | 255 |
| 18 | 8 | 28 | 52 | 71 | 161 | 255 | 255 |
| 19 | 8 | 28 | 55 | 71 | 161 | 255 | 255 |
| 20 | 9 | 28 | 57 | 72 | 162 | 255 | 255 |
| 21 | 9 | 28 | 60 | 72 | 162 | 255 | 255 |
| 22 | 9 | 29 | 64 | 72 | 162 | 256 | 256 |
| 23 | 10 | 29 | 66 | 74 | 162 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 71 | 79 | 163 | 256 | 256 |
| 26 | 11 | 29 | 74 | 82 | 163 | 256 | 256 |
| 27 | 12 | 29 | 76 | 83 | 163 | 256 | 256 |
| 28 | 12 | 29 | 80 | 86 | 163 | 256 | 256 |
| 29 | 13 | 29 | 82 | 88 | 163 | 256 | 256 |
| 30 | 13 | 29 | 85 | 91 | 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

5

19

26

50

173

309

2 994

2

7

22

28

52

175

345

2 251

3

7

22

31

57

170

356

1 711

4

7

23

34

61

168

355

1 328

5

7

25

38

63

167

346

1 056

6

9

28

39

65

167

333

858

7

10

30

41

67

166

317

710

8

9

30

42

69

166

300

597

9

9

30

43

72

165

283

508

10

9

31

44

74

165

267

438

11

9

31

44

74

164

258

380

12

8

30

43

74

164

257

333

13

8

30

43

73

163

257

293

14

7

29

42

73

163

256

260

15

7

29

44

72

162

256

256

16

7

28

47

72

162

255

255

17

7

28

50

71

161

255

255

18

8

28

52

71

161

255

255

19

8

28

55

71

161

255

255

20

9

28

57

72

162

255

255

21

9

28

60

72

162

255

255

22

9

29

64

72

162

256

256

23

10

29

66

74

162

256

256

24

10

29

69

77

163

256

256

25

11

29

71

79

163

256

256

26

11

29

74

82

163

256

256

27

12

29

76

83

163

256

256

28

12

29

80

86

163

256

256

29

13

29

82

88

163

256

256

30

13

29

85

91

163

256

256

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 | 0 | 15 | 22 | 46 | 169 | 307 | 2 976 |
| 2 | 0 | 15 | 22 | 46 | 169 | 342 | 2 236 |
| 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 699 |
| 4 | 1 | 17 | 27 | 54 | 161 | 353 | 1 319 |
| 5 | 2 | 19 | 31 | 56 | 161 | 344 | 1 048 |
| 6 | 2 | 21 | 33 | 59 | 161 | 331 | 852 |
| 7 | 4 | 24 | 35 | 61 | 161 | 315 | 705 |
| 8 | 4 | 25 | 37 | 64 | 161 | 299 | 593 |
| 9 | 4 | 26 | 38 | 67 | 161 | 282 | 506 |
| 10 | 5 | 27 | 40 | 69 | 161 | 265 | 436 |
| 11 | 5 | 27 | 40 | 70 | 161 | 254 | 379 |
| 12 | 5 | 27 | 40 | 70 | 161 | 254 | 332 |
| 13 | 5 | 27 | 40 | 70 | 161 | 254 | 292 |
| 14 | 6 | 27 | 41 | 70 | 161 | 254 | 259 |
| 15 | 7 | 27 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 27 | 47 | 70 | 161 | 254 | 254 |
| 17 | 7 | 27 | 50 | 70 | 161 | 254 | 254 |
| 18 | 8 | 27 | 52 | 70 | 161 | 254 | 254 |
| 19 | 8 | 27 | 54 | 70 | 161 | 254 | 254 |
| 20 | 9 | 27 | 57 | 70 | 161 | 254 | 254 |
| 21 | 9 | 27 | 60 | 70 | 161 | 254 | 254 |
| 22 | 9 | 27 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 27 | 65 | 74 | 161 | 254 | 254 |
| 24 | 10 | 27 | 69 | 77 | 161 | 254 | 254 |
| 25 | 11 | 27 | 71 | 79 | 161 | 254 | 254 |
| 26 | 11 | 27 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 27 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 80 | 86 | 161 | 254 | 254 |
| 29 | 13 | 28 | 82 | 88 | 161 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

169

307

2 976

2

0

15

22

46

169

342

2 236

3

1

15

24

50

163

354

1 699

4

1

17

27

54

161

353

1 319

5

2

19

31

56

161

344

1 048

6

2

21

33

59

161

331

852

7

4

24

35

61

161

315

705

8

4

25

37

64

161

299

593

9

4

26

38

67

161

282

506

10

5

27

40

69

161

265

436

11

5

27

40

70

161

254

379

12

5

27

40

70

161

254

332

13

5

27

40

70

161

254

292

14

6

27

41

70

161

254

259

15

7

27

44

70

161

254

254

16

7

27

47

70

161

254

254

17

7

27

50

70

161

254

254

18

8

27

52

70

161

254

254

19

8

27

54

70

161

254

254

20

9

27

57

70

161

254

254

21

9

27

60

70

161

254

254

22

9

27

62

71

161

254

254

23

10

27

65

74

161

254

254

24

10

27

69

77

161

254

254

25

11

27

71

79

161

254

254

26

11

27

74

80

161

254

254

27

12

27

76

83

161

254

254

28

12

27

80

86

161

254

254

29

13

28

82

88

161

254

254

30

13

28

84

90

161

254

254

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 | 82 | 97 | 104 | 127 | 251 | 346 | 3 004 |
| 2 | 77 | 92 | 99 | 122 | 246 | 347 | 2 267 |
| 3 | 79 | 95 | 104 | 130 | 242 | 360 | 1 726 |
| 4 | 76 | 93 | 104 | 131 | 237 | 360 | 1 346 |
| 5 | 74 | 92 | 104 | 130 | 234 | 352 | 1 073 |
| 6 | 74 | 93 | 104 | 130 | 232 | 340 | 875 |
| 7 | 73 | 93 | 104 | 130 | 229 | 325 | 726 |
| 8 | 71 | 92 | 103 | 131 | 227 | 321 | 612 |
| 9 | 70 | 91 | 104 | 133 | 226 | 320 | 522 |
| 10 | 66 | 88 | 101 | 131 | 222 | 315 | 450 |
| 11 | 64 | 85 | 99 | 129 | 219 | 312 | 391 |
| 12 | 62 | 84 | 97 | 127 | 217 | 311 | 343 |
| 13 | 61 | 83 | 96 | 126 | 216 | 310 | 310 |
| 14 | 60 | 82 | 95 | 126 | 216 | 309 | 309 |
| 15 | 60 | 82 | 95 | 125 | 215 | 309 | 309 |
| 16 | 59 | 81 | 94 | 124 | 215 | 308 | 308 |
| 17 | 59 | 80 | 94 | 124 | 214 | 307 | 307 |
| 18 | 58 | 79 | 93 | 123 | 213 | 307 | 307 |
| 19 | 57 | 79 | 92 | 122 | 212 | 306 | 306 |
| 20 | 56 | 78 | 91 | 122 | 212 | 305 | 305 |
| 21 | 55 | 77 | 90 | 121 | 211 | 304 | 304 |
| 22 | 55 | 76 | 90 | 120 | 210 | 303 | 303 |
| 23 | 54 | 75 | 89 | 119 | 209 | 302 | 302 |
| 24 | 52 | 74 | 88 | 118 | 208 | 301 | 301 |
| 25 | 51 | 73 | 86 | 117 | 207 | 300 | 300 |
| 26 | 50 | 72 | 85 | 116 | 206 | 299 | 299 |
| 27 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 28 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 29 | 47 | 69 | 85 | 112 | 203 | 296 | 296 |
| 30 | 46 | 68 | 88 | 111 | 202 | 295 | 295 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

97

104

127

251

346

3 004

2

77

92

99

122

246

347

2 267

3

79

95

104

130

242

360

1 726

4

76

93

104

131

237

360

1 346

5

74

92

104

130

234

352

1 073

6

74

93

104

130

232

340

875

7

73

93

104

130

229

325

726

8

71

92

103

131

227

321

612

9

70

91

104

133

226

320

522

10

66

88

101

131

222

315

450

11

64

85

99

129

219

312

391

12

62

84

97

127

217

311

343

13

61

83

96

126

216

310

310

14

60

82

95

126

216

309

309

15

60

82

95

125

215

309

309

16

59

81

94

124

215

308

308

17

59

80

94

124

214

307

307

18

58

79

93

123

213

307

307

19

57

79

92

122

212

306

306

20

56

78

91

122

212

305

305

21

55

77

90

121

211

304

304

22

55

76

90

120

210

303

303

23

54

75

89

119

209

302

302

24

52

74

88

118

208

301

301

25

51

73

86

117

207

300

300

26

50

72

85

116

206

299

299

27

49

71

84

115

205

298

298

28

48

70

83

114

204

297

297

29

47

69

85

112

203

296

296

30

46

68

88

111

202

295

295

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 | 5 | 19 | 26 | 50 | 173 | 306 | 2 962 |
| 2 | 6 | 21 | 28 | 52 | 175 | 341 | 2 229 |
| 3 | 7 | 23 | 31 | 58 | 170 | 354 | 1 696 |
| 4 | 8 | 24 | 35 | 62 | 168 | 353 | 1 319 |
| 5 | 9 | 26 | 39 | 64 | 168 | 344 | 1 049 |
| 6 | 10 | 29 | 41 | 67 | 168 | 331 | 854 |
| 7 | 11 | 31 | 42 | 69 | 168 | 316 | 707 |
| 8 | 11 | 31 | 43 | 71 | 167 | 300 | 595 |
| 9 | 11 | 32 | 44 | 73 | 167 | 283 | 508 |
| 10 | 11 | 32 | 45 | 75 | 166 | 267 | 438 |
| 11 | 10 | 32 | 45 | 75 | 166 | 259 | 381 |
| 12 | 10 | 32 | 45 | 75 | 165 | 259 | 334 |
| 13 | 9 | 31 | 44 | 75 | 165 | 258 | 294 |
| 14 | 9 | 31 | 44 | 74 | 164 | 258 | 261 |
| 15 | 9 | 30 | 44 | 74 | 164 | 257 | 257 |
| 16 | 8 | 30 | 47 | 73 | 163 | 257 | 257 |
| 17 | 8 | 30 | 50 | 73 | 163 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 163 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 163 | 257 | 257 |
| 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 |
| 22 | 10 | 30 | 64 | 74 | 164 | 257 | 257 |
| 23 | 10 | 31 | 67 | 75 | 164 | 258 | 258 |
| 24 | 10 | 31 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 31 | 72 | 79 | 164 | 258 | 258 |
| 26 | 11 | 31 | 75 | 82 | 164 | 258 | 258 |
| 27 | 12 | 31 | 78 | 85 | 164 | 258 | 258 |
| 28 | 12 | 31 | 80 | 87 | 164 | 258 | 258 |
| 29 | 13 | 31 | 84 | 89 | 164 | 258 | 258 |
| 30 | 13 | 30 | 86 | 91 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

19

26

50

173

306

2 962

2

6

21

28

52

175

341

2 229

3

7

23

31

58

170

354

1 696

4

8

24

35

62

168

353

1 319

5

9

26

39

64

168

344

1 049

6

10

29

41

67

168

331

854

7

11

31

42

69

168

316

707

8

11

31

43

71

167

300

595

9

11

32

44

73

167

283

508

10

11

32

45

75

166

267

438

11

10

32

45

75

166

259

381

12

10

32

45

75

165

259

334

13

9

31

44

75

165

258

294

14

9

31

44

74

164

258

261

15

9

30

44

74

164

257

257

16

8

30

47

73

163

257

257

17

8

30

50

73

163

257

257

18

8

29

53

73

163

257

257

19

8

29

56

73

163

257

257

20

9

30

58

73

164

257

257

21

9

30

61

74

164

257

257

22

10

30

64

74

164

257

257

23

10

31

67

75

164

258

258

24

10

31

69

77

164

258

258

25

11

31

72

79

164

258

258

26

11

31

75

82

164

258

258

27

12

31

78

85

164

258

258

28

12

31

80

87

164

258

258

29

13

31

84

89

164

258

258

30

13

30

86

91

164

258

258

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 62 | 69 | 93 | 216 | 312 | 3 028 |
| 2 | 52 | 66 | 73 | 97 | 220 | 349 | 2 285 |
| 3 | 55 | 71 | 80 | 106 | 219 | 363 | 1 745 |
| 4 | 58 | 74 | 85 | 112 | 218 | 364 | 1 360 |
| 5 | 59 | 77 | 89 | 115 | 219 | 356 | 1 084 |
| 6 | 61 | 80 | 91 | 118 | 219 | 342 | 882 |
| 7 | 61 | 81 | 93 | 119 | 218 | 327 | 731 |
| 8 | 60 | 81 | 93 | 120 | 217 | 310 | 615 |
| 9 | 59 | 80 | 93 | 122 | 215 | 308 | 523 |
| 10 | 58 | 79 | 93 | 122 | 213 | 307 | 451 |
| 11 | 56 | 78 | 91 | 121 | 212 | 305 | 391 |
| 12 | 55 | 76 | 90 | 120 | 210 | 304 | 343 |
| 13 | 53 | 75 | 88 | 118 | 209 | 302 | 302 |
| 14 | 52 | 73 | 87 | 117 | 207 | 300 | 300 |
| 15 | 50 | 72 | 85 | 116 | 206 | 299 | 299 |
| 16 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 17 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 18 | 47 | 69 | 82 | 113 | 203 | 296 | 296 |
| 19 | 47 | 68 | 82 | 112 | 202 | 295 | 295 |
| 20 | 46 | 68 | 81 | 111 | 201 | 295 | 295 |
| 21 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 22 | 44 | 66 | 79 | 110 | 200 | 293 | 293 |
| 23 | 44 | 65 | 79 | 109 | 199 | 292 | 292 |
| 24 | 43 | 64 | 78 | 108 | 198 | 292 | 292 |
| 25 | 42 | 64 | 77 | 107 | 197 | 291 | 291 |
| 26 | 41 | 63 | 76 | 106 | 196 | 290 | 290 |
| 27 | 40 | 62 | 79 | 105 | 196 | 289 | 289 |
| 28 | 39 | 61 | 81 | 105 | 195 | 288 | 288 |
| 29 | 38 | 60 | 85 | 104 | 194 | 287 | 287 |
| 30 | 38 | 59 | 87 | 103 | 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

48

62

69

93

216

312

3 028

2

52

66

73

97

220

349

2 285

3

55

71

80

106

219

363

1 745

4

58

74

85

112

218

364

1 360

5

59

77

89

115

219

356

1 084

6

61

80

91

118

219

342

882

7

61

81

93

119

218

327

731

8

60

81

93

120

217

310

615

9

59

80

93

122

215

308

523

10

58

79

93

122

213

307

451

11

56

78

91

121

212

305

391

12

55

76

90

120

210

304

343

13

53

75

88

118

209

302

302

14

52

73

87

117

207

300

300

15

50

72

85

116

206

299

299

16

49

71

84

115

205

298

298

17

48

70

83

114

204

297

297

18

47

69

82

113

203

296

296

19

47

68

82

112

202

295

295

20

46

68

81

111

201

295

295

21

45

67

80

111

201

294

294

22

44

66

79

110

200

293

293

23

44

65

79

109

199

292

292

24

43

64

78

108

198

292

292

25

42

64

77

107

197

291

291

26

41

63

76

106

196

290

290

27

40

62

79

105

196

289

289

28

39

61

81

105

195

288

288

29

38

60

85

104

194

287

287

30

38

59

87

103

193

286

286

3.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 21 | 45 | 168 | 307 | 2 974 |
| 2 | 0 | 14 | 21 | 45 | 168 | 342 | 2 235 |
| 3 | 1 | 15 | 24 | 50 | 162 | 354 | 1 698 |
| 4 | 1 | 16 | 27 | 54 | 160 | 353 | 1 318 |
| 5 | 2 | 18 | 30 | 55 | 160 | 344 | 1 048 |
| 6 | 2 | 21 | 33 | 59 | 160 | 330 | 851 |
| 7 | 3 | 23 | 35 | 61 | 160 | 315 | 705 |
| 8 | 3 | 24 | 36 | 63 | 160 | 298 | 593 |
| 9 | 4 | 25 | 37 | 67 | 160 | 282 | 505 |
| 10 | 4 | 26 | 39 | 69 | 160 | 265 | 435 |
| 11 | 5 | 26 | 39 | 70 | 160 | 253 | 378 |
| 12 | 5 | 26 | 39 | 70 | 160 | 253 | 331 |
| 13 | 5 | 26 | 39 | 70 | 160 | 253 | 292 |
| 14 | 6 | 26 | 41 | 70 | 160 | 253 | 259 |
| 15 | 7 | 26 | 44 | 70 | 160 | 253 | 253 |
| 16 | 7 | 26 | 47 | 70 | 160 | 253 | 253 |
| 17 | 7 | 26 | 50 | 70 | 160 | 253 | 253 |
| 18 | 8 | 26 | 52 | 70 | 160 | 253 | 253 |
| 19 | 8 | 26 | 54 | 70 | 160 | 253 | 253 |
| 20 | 9 | 26 | 57 | 70 | 160 | 253 | 253 |
| 21 | 9 | 26 | 60 | 70 | 160 | 253 | 253 |
| 22 | 9 | 26 | 62 | 71 | 160 | 253 | 253 |
| 23 | 10 | 26 | 65 | 74 | 160 | 253 | 253 |
| 24 | 10 | 26 | 68 | 77 | 160 | 253 | 253 |
| 25 | 11 | 26 | 71 | 79 | 160 | 253 | 253 |
| 26 | 11 | 26 | 74 | 80 | 160 | 253 | 253 |
| 27 | 12 | 26 | 76 | 83 | 160 | 253 | 253 |
| 28 | 12 | 27 | 80 | 86 | 160 | 253 | 253 |
| 29 | 13 | 28 | 82 | 88 | 160 | 253 | 253 |
| 30 | 13 | 28 | 84 | 90 | 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

0

14

21

45

168

307

2 974

2

0

14

21

45

168

342

2 235

3

1

15

24

50

162

354

1 698

4

1

16

27

54

160

353

1 318

5

2

18

30

55

160

344

1 048

6

2

21

33

59

160

330

851

7

3

23

35

61

160

315

705

8

3

24

36

63

160

298

593

9

4

25

37

67

160

282

505

10

4

26

39

69

160

265

435

11

5

26

39

70

160

253

378

12

5

26

39

70

160

253

331

13

5

26

39

70

160

253

292

14

6

26

41

70

160

253

259

15

7

26

44

70

160

253

253

16

7

26

47

70

160

253

253

17

7

26

50

70

160

253

253

18

8

26

52

70

160

253

253

19

8

26

54

70

160

253

253

20

9

26

57

70

160

253

253

21

9

26

60

70

160

253

253

22

9

26

62

71

160

253

253

23

10

26

65

74

160

253

253

24

10

26

68

77

160

253

253

25

11

26

71

79

160

253

253

26

11

26

74

80

160

253

253

27

12

26

76

83

160

253

253

28

12

27

80

86

160

253

253

29

13

28

82

88

160

253

253

30

13

28

84

90

160

253

253

3.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 23 | 46 | 187 | 311 | 3 010 |
| 2 | 0 | 11 | 23 | 46 | 187 | 346 | 2 263 |
| 3 | 1 | 11 | 24 | 51 | 181 | 358 | 1 720 |
| 4 | 1 | 13 | 27 | 57 | 178 | 357 | 1 335 |
| 5 | 2 | 16 | 29 | 60 | 177 | 348 | 1 061 |
| 6 | 2 | 18 | 33 | 61 | 176 | 334 | 862 |
| 7 | 3 | 21 | 36 | 60 | 175 | 318 | 713 |
| 8 | 3 | 23 | 37 | 60 | 174 | 302 | 600 |
| 9 | 6 | 31 | 41 | 58 | 173 | 285 | 511 |
| 10 | 9 | 34 | 41 | 57 | 172 | 268 | 440 |
| 11 | 7 | 33 | 40 | 56 | 171 | 264 | 382 |
| 12 | 6 | 32 | 40 | 55 | 170 | 263 | 334 |
| 13 | 5 | 30 | 40 | 55 | 169 | 263 | 295 |
| 14 | 6 | 30 | 42 | 56 | 169 | 262 | 262 |
| 15 | 7 | 30 | 44 | 56 | 168 | 261 | 261 |
| 16 | 7 | 30 | 47 | 57 | 166 | 260 | 260 |
| 17 | 7 | 30 | 50 | 60 | 165 | 259 | 259 |
| 18 | 8 | 30 | 53 | 62 | 165 | 258 | 258 |
| 19 | 8 | 30 | 55 | 65 | 165 | 258 | 258 |
| 20 | 9 | 30 | 58 | 67 | 165 | 258 | 258 |
| 21 | 9 | 30 | 61 | 69 | 165 | 259 | 259 |
| 22 | 9 | 30 | 64 | 72 | 165 | 259 | 259 |
| 23 | 10 | 30 | 66 | 74 | 165 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 |
| 26 | 11 | 30 | 74 | 81 | 163 | 257 | 257 |
| 27 | 12 | 30 | 76 | 83 | 163 | 256 | 256 |
| 28 | 12 | 30 | 80 | 86 | 163 | 256 | 256 |
| 29 | 12 | 30 | 82 | 88 | 162 | 256 | 256 |
| 30 | 13 | 30 | 84 | 90 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

23

46

187

311

3 010

2

0

11

23

46

187

346

2 263

3

1

11

24

51

181

358

1 720

4

1

13

27

57

178

357

1 335

5

2

16

29

60

177

348

1 061

6

2

18

33

61

176

334

862

7

3

21

36

60

175

318

713

8

3

23

37

60

174

302

600

9

6

31

41

58

173

285

511

10

9

34

41

57

172

268

440

11

7

33

40

56

171

264

382

12

6

32

40

55

170

263

334

13

5

30

40

55

169

263

295

14

6

30

42

56

169

262

262

15

7

30

44

56

168

261

261

16

7

30

47

57

166

260

260

17

7

30

50

60

165

259

259

18

8

30

53

62

165

258

258

19

8

30

55

65

165

258

258

20

9

30

58

67

165

258

258

21

9

30

61

69

165

259

259

22

9

30

64

72

165

259

259

23

10

30

66

74

165

258

258

24

10

30

69

77

164

258

258

25

11

30

71

79

164

257

257

26

11

30

74

81

163

257

257

27

12

30

76

83

163

256

256

28

12

30

80

86

163

256

256

29

12

30

82

88

162

256

256

30

13

30

84

90

162

255

255

3.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 84 | 98 | 105 | 129 | 252 | 348 | 3 039 |
| 2 | 81 | 96 | 102 | 126 | 249 | 351 | 2 296 |
| 3 | 78 | 94 | 102 | 129 | 241 | 365 | 1 752 |
| 4 | 75 | 92 | 103 | 130 | 236 | 365 | 1 365 |
| 5 | 73 | 91 | 103 | 128 | 233 | 357 | 1 088 |
| 6 | 72 | 91 | 103 | 129 | 230 | 344 | 886 |
| 7 | 71 | 91 | 102 | 128 | 227 | 329 | 735 |
| 8 | 68 | 89 | 100 | 128 | 224 | 318 | 619 |
| 9 | 66 | 87 | 100 | 129 | 222 | 315 | 527 |
| 10 | 64 | 86 | 99 | 129 | 220 | 313 | 454 |
| 11 | 63 | 85 | 98 | 128 | 218 | 312 | 395 |
| 12 | 61 | 83 | 96 | 126 | 217 | 310 | 346 |
| 13 | 59 | 81 | 94 | 125 | 215 | 308 | 308 |
| 14 | 58 | 79 | 93 | 123 | 213 | 307 | 307 |
| 15 | 56 | 78 | 91 | 122 | 212 | 305 | 305 |
| 16 | 55 | 77 | 90 | 120 | 210 | 304 | 304 |
| 17 | 54 | 76 | 89 | 119 | 209 | 303 | 303 |
| 18 | 53 | 75 | 88 | 118 | 208 | 302 | 302 |
| 19 | 52 | 74 | 87 | 117 | 207 | 301 | 301 |
| 20 | 51 | 73 | 86 | 116 | 207 | 300 | 300 |
| 21 | 50 | 72 | 85 | 116 | 206 | 299 | 299 |
| 22 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 23 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 24 | 47 | 69 | 82 | 113 | 203 | 296 | 296 |
| 25 | 46 | 68 | 81 | 112 | 202 | 295 | 295 |
| 26 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 27 | 44 | 66 | 79 | 110 | 200 | 293 | 293 |
| 28 | 43 | 65 | 83 | 109 | 199 | 292 | 292 |
| 29 | 42 | 64 | 85 | 108 | 198 | 291 | 291 |
| 30 | 41 | 63 | 88 | 107 | 197 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit 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

98

105

129

252

348

3 039

2

81

96

102

126

249

351

2 296

3

78

94

102

129

241

365

1 752

4

75

92

103

130

236

365

1 365

5

73

91

103

128

233

357

1 088

6

72

91

103

129

230

344

886

7

71

91

102

128

227

329

735

8

68

89

100

128

224

318

619

9

66

87

100

129

222

315

527

10

64

86

99

129

220

313

454

11

63

85

98

128

218

312

395

12

61

83

96

126

217

310

346

13

59

81

94

125

215

308

308

14

58

79

93

123

213

307

307

15

56

78

91

122

212

305

305

16

55

77

90

120

210

304

304

17

54

76

89

119

209

303

303

18

53

75

88

118

208

302

302

19

52

74

87

117

207

301

301

20

51

73

86

116

207

300

300

21

50

72

85

116

206

299

299

22

49

71

84

115

205

298

298

23

48

70

83

114

204

297

297

24

47

69

82

113

203

296

296

25

46

68

81

112

202

295

295

26

45

67

80

111

201

294

294

27

44

66

79

110

200

293

293

28

43

65

83

109

199

292

292

29

42

64

85

108

198

291

291

30

41

63

88

107

197

290

290

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 56 | 71 | 77 | 101 | 224 | 320 | 3 064 |
| 2 | 54 | 69 | 76 | 99 | 223 | 354 | 2 317 |
| 3 | 52 | 68 | 77 | 103 | 215 | 368 | 1 767 |
| 4 | 51 | 68 | 78 | 105 | 212 | 367 | 1 375 |
| 5 | 50 | 67 | 80 | 105 | 209 | 358 | 1 094 |
| 6 | 49 | 68 | 80 | 106 | 207 | 345 | 891 |
| 7 | 49 | 69 | 80 | 106 | 205 | 329 | 738 |
| 8 | 47 | 68 | 80 | 107 | 204 | 312 | 620 |
| 9 | 46 | 67 | 79 | 109 | 202 | 295 | 529 |
| 10 | 45 | 67 | 80 | 109 | 201 | 294 | 455 |
| 11 | 44 | 66 | 79 | 109 | 200 | 293 | 395 |
| 12 | 43 | 65 | 78 | 109 | 199 | 292 | 346 |
| 13 | 42 | 64 | 77 | 108 | 198 | 291 | 305 |
| 14 | 42 | 63 | 77 | 107 | 197 | 291 | 291 |
| 15 | 41 | 63 | 76 | 106 | 197 | 290 | 290 |
| 16 | 40 | 62 | 75 | 105 | 195 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 288 | 288 |
| 18 | 39 | 60 | 74 | 104 | 194 | 287 | 287 |
| 19 | 38 | 60 | 73 | 103 | 193 | 287 | 287 |
| 20 | 38 | 60 | 73 | 103 | 193 | 287 | 287 |
| 21 | 38 | 59 | 73 | 103 | 193 | 286 | 286 |
| 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 37 | 58 | 72 | 102 | 192 | 285 | 285 |
| 24 | 36 | 58 | 71 | 101 | 192 | 285 | 285 |
| 25 | 35 | 57 | 74 | 101 | 191 | 284 | 284 |
| 26 | 35 | 56 | 77 | 100 | 190 | 284 | 284 |
| 27 | 34 | 56 | 79 | 99 | 190 | 283 | 283 |
| 28 | 33 | 55 | 83 | 99 | 189 | 282 | 282 |
| 29 | 33 | 54 | 85 | 98 | 188 | 282 | 282 |
| 30 | 32 | 54 | 88 | 97 | 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

56

71

77

101

224

320

3 064

2

54

69

76

99

223

354

2 317

3

52

68

77

103

215

368

1 767

4

51

68

78

105

212

367

1 375

5

50

67

80

105

209

358

1 094

6

49

68

80

106

207

345

891

7

49

69

80

106

205

329

738

8

47

68

80

107

204

312

620

9

46

67

79

109

202

295

529

10

45

67

80

109

201

294

455

11

44

66

79

109

200

293

395

12

43

65

78

109

199

292

346

13

42

64

77

108

198

291

305

14

42

63

77

107

197

291

291

15

41

63

76

106

197

290

290

16

40

62

75

105

195

289

289

17

39

61

74

105

195

288

288

18

39

60

74

104

194

287

287

19

38

60

73

103

193

287

287

20

38

60

73

103

193

287

287

21

38

59

73

103

193

286

286

22

37

59

72

103

193

286

286

23

37

58

72

102

192

285

285

24

36

58

71

101

192

285

285

25

35

57

74

101

191

284

284

26

35

56

77

100

190

284

284

27

34

56

79

99

190

283

283

28

33

55

83

99

189

282

282

29

33

54

85

98

188

282

282

30

32

54

88

97

188

281

281

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 | 40 | 47 | 71 | 194 | 314 | 3 041 |
| 2 | 26 | 41 | 47 | 71 | 194 | 350 | 2 290 |
| 3 | 24 | 40 | 49 | 75 | 188 | 362 | 1 741 |
| 4 | 23 | 40 | 51 | 78 | 184 | 361 | 1 352 |
| 5 | 24 | 41 | 54 | 79 | 183 | 352 | 1 074 |
| 6 | 24 | 43 | 55 | 81 | 182 | 338 | 873 |
| 7 | 25 | 45 | 56 | 82 | 182 | 322 | 722 |
| 8 | 24 | 45 | 57 | 84 | 181 | 305 | 607 |
| 9 | 24 | 45 | 58 | 87 | 180 | 288 | 517 |
| 10 | 24 | 45 | 58 | 88 | 179 | 273 | 445 |
| 11 | 23 | 45 | 58 | 88 | 179 | 272 | 387 |
| 12 | 22 | 44 | 57 | 88 | 178 | 271 | 339 |
| 13 | 21 | 43 | 56 | 87 | 177 | 270 | 298 |
| 14 | 21 | 42 | 56 | 86 | 176 | 269 | 269 |
| 15 | 20 | 42 | 55 | 85 | 175 | 269 | 269 |
| 16 | 19 | 41 | 54 | 84 | 174 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 18 | 18 | 40 | 53 | 83 | 173 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 173 | 266 | 266 |
| 20 | 18 | 39 | 58 | 83 | 173 | 266 | 266 |
| 21 | 18 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 18 | 39 | 64 | 83 | 173 | 266 | 266 |
| 23 | 17 | 39 | 67 | 83 | 173 | 266 | 266 |
| 24 | 17 | 39 | 69 | 83 | 173 | 266 | 266 |
| 25 | 17 | 39 | 73 | 82 | 172 | 266 | 266 |
| 26 | 17 | 39 | 75 | 82 | 172 | 266 | 266 |
| 27 | 17 | 38 | 78 | 85 | 172 | 265 | 265 |
| 28 | 16 | 38 | 81 | 87 | 172 | 265 | 265 |
| 29 | 16 | 38 | 84 | 90 | 171 | 265 | 265 |
| 30 | 16 | 38 | 87 | 92 | 171 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

47

71

194

314

3 041

2

26

41

47

71

194

350

2 290

3

24

40

49

75

188

362

1 741

4

23

40

51

78

184

361

1 352

5

24

41

54

79

183

352

1 074

6

24

43

55

81

182

338

873

7

25

45

56

82

182

322

722

8

24

45

57

84

181

305

607

9

24

45

58

87

180

288

517

10

24

45

58

88

179

273

445

11

23

45

58

88

179

272

387

12

22

44

57

88

178

271

339

13

21

43

56

87

177

270

298

14

21

42

56

86

176

269

269

15

20

42

55

85

175

269

269

16

19

41

54

84

174

268

268

17

18

40

53

84

174

267

267

18

18

40

53

83

173

267

267

19

17

39

56

83

173

266

266

20

18

39

58

83

173

266

266

21

18

39

61

83

173

266

266

22

18

39

64

83

173

266

266

23

17

39

67

83

173

266

266

24

17

39

69

83

173

266

266

25

17

39

73

82

172

266

266

26

17

39

75

82

172

266

266

27

17

38

78

85

172

265

265

28

16

38

81

87

172

265

265

29

16

38

84

90

171

265

265

30

16

38

87

92

171

265

265

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 25 | 148 | 305 | 2 953 |
| 2 | 0 | 1 | 6 | 26 | 149 | 340 | 2 220 |
| 3 | 1 | 2 | 10 | 31 | 143 | 352 | 1 687 |
| 4 | 1 | 3 | 13 | 35 | 141 | 351 | 1 310 |
| 5 | 2 | 4 | 16 | 37 | 141 | 342 | 1 041 |
| 6 | 2 | 5 | 19 | 40 | 141 | 329 | 846 |
| 7 | 3 | 6 | 22 | 42 | 141 | 313 | 701 |
| 8 | 3 | 7 | 25 | 45 | 141 | 297 | 589 |
| 9 | 4 | 8 | 27 | 48 | 141 | 280 | 502 |
| 10 | 4 | 9 | 30 | 50 | 141 | 263 | 432 |
| 11 | 5 | 11 | 33 | 52 | 142 | 248 | 376 |
| 12 | 5 | 11 | 36 | 51 | 141 | 234 | 329 |
| 13 | 5 | 12 | 38 | 52 | 142 | 235 | 290 |
| 14 | 6 | 13 | 41 | 52 | 142 | 235 | 257 |
| 15 | 7 | 14 | 44 | 54 | 140 | 234 | 234 |
| 16 | 7 | 16 | 47 | 56 | 139 | 233 | 233 |
| 17 | 7 | 16 | 48 | 59 | 139 | 233 | 233 |
| 18 | 8 | 17 | 51 | 62 | 139 | 233 | 233 |
| 19 | 8 | 18 | 54 | 64 | 140 | 233 | 233 |
| 20 | 9 | 19 | 57 | 67 | 141 | 234 | 234 |
| 21 | 9 | 20 | 60 | 69 | 141 | 234 | 234 |
| 22 | 9 | 20 | 62 | 71 | 141 | 235 | 235 |
| 23 | 10 | 22 | 65 | 73 | 141 | 235 | 235 |
| 24 | 10 | 23 | 67 | 75 | 141 | 235 | 235 |
| 25 | 11 | 23 | 70 | 78 | 142 | 235 | 235 |
| 26 | 11 | 25 | 72 | 80 | 143 | 234 | 234 |
| 27 | 12 | 25 | 76 | 82 | 145 | 234 | 234 |
| 28 | 12 | 26 | 78 | 84 | 146 | 234 | 234 |
| 29 | 12 | 27 | 81 | 87 | 147 | 234 | 234 |
| 30 | 13 | 28 | 84 | 89 | 148 | 234 | 234 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

25

148

305

2 953

2

0

1

6

26

149

340

2 220

3

1

2

10

31

143

352

1 687

4

1

3

13

35

141

351

1 310

5

2

4

16

37

141

342

1 041

6

2

5

19

40

141

329

846

7

3

6

22

42

141

313

701

8

3

7

25

45

141

297

589

9

4

8

27

48

141

280

502

10

4

9

30

50

141

263

432

11

5

11

33

52

142

248

376

12

5

11

36

51

141

234

329

13

5

12

38

52

142

235

290

14

6

13

41

52

142

235

257

15

7

14

44

54

140

234

234

16

7

16

47

56

139

233

233

17

7

16

48

59

139

233

233

18

8

17

51

62

139

233

233

19

8

18

54

64

140

233

233

20

9

19

57

67

141

234

234

21

9

20

60

69

141

234

234

22

9

20

62

71

141

235

235

23

10

22

65

73

141

235

235

24

10

23

67

75

141

235

235

25

11

23

70

78

142

235

235

26

11

25

72

80

143

234

234

27

12

25

76

82

145

234

234

28

12

26

78

84

146

234

234

29

12

27

81

87

147

234

234

30

13

28

84

89

148

234

234

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 | 42 | 57 | 64 | 87 | 210 | 318 | 3 085 |
| 2 | 42 | 57 | 64 | 87 | 210 | 355 | 2 323 |
| 3 | 41 | 57 | 65 | 92 | 204 | 367 | 1 767 |
| 4 | 40 | 57 | 68 | 95 | 201 | 366 | 1 373 |
| 5 | 40 | 58 | 70 | 95 | 200 | 357 | 1 091 |
| 6 | 40 | 59 | 71 | 97 | 199 | 343 | 886 |
| 7 | 41 | 61 | 72 | 98 | 197 | 327 | 734 |
| 8 | 40 | 60 | 72 | 100 | 196 | 310 | 617 |
| 9 | 39 | 60 | 73 | 102 | 195 | 292 | 525 |
| 10 | 39 | 60 | 74 | 103 | 194 | 288 | 452 |
| 11 | 38 | 60 | 73 | 103 | 193 | 287 | 393 |
| 12 | 37 | 59 | 72 | 102 | 193 | 286 | 344 |
| 13 | 36 | 58 | 71 | 102 | 192 | 285 | 303 |
| 14 | 36 | 57 | 71 | 101 | 191 | 285 | 285 |
| 15 | 35 | 57 | 70 | 100 | 191 | 284 | 284 |
| 16 | 34 | 56 | 69 | 99 | 189 | 283 | 283 |
| 17 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 18 | 33 | 55 | 68 | 98 | 188 | 282 | 282 |
| 19 | 32 | 54 | 67 | 98 | 188 | 281 | 281 |
| 20 | 32 | 54 | 67 | 98 | 188 | 281 | 281 |
| 21 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 22 | 32 | 53 | 67 | 97 | 187 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 31 | 52 | 70 | 96 | 186 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 279 | 279 |
| 26 | 30 | 51 | 75 | 95 | 185 | 278 | 278 |
| 27 | 29 | 51 | 79 | 94 | 184 | 278 | 278 |
| 28 | 28 | 50 | 81 | 94 | 184 | 277 | 277 |
| 29 | 28 | 50 | 85 | 93 | 183 | 277 | 277 |
| 30 | 27 | 49 | 87 | 93 | 183 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

57

64

87

210

318

3 085

2

42

57

64

87

210

355

2 323

3

41

57

65

92

204

367

1 767

4

40

57

68

95

201

366

1 373

5

40

58

70

95

200

357

1 091

6

40

59

71

97

199

343

886

7

41

61

72

98

197

327

734

8

40

60

72

100

196

310

617

9

39

60

73

102

195

292

525

10

39

60

74

103

194

288

452

11

38

60

73

103

193

287

393

12

37

59

72

102

193

286

344

13

36

58

71

102

192

285

303

14

36

57

71

101

191

285

285

15

35

57

70

100

191

284

284

16

34

56

69

99

189

283

283

17

33

55

68

99

189

282

282

18

33

55

68

98

188

282

282

19

32

54

67

98

188

281

281

20

32

54

67

98

188

281

281

21

32

54

67

97

188

281

281

22

32

53

67

97

187

281

281

23

31

53

68

97

187

280

280

24

31

52

70

96

186

280

280

25

30

52

73

96

186

279

279

26

30

51

75

95

185

278

278

27

29

51

79

94

184

278

278

28

28

50

81

94

184

277

277

29

28

50

85

93

183

277

277

30

27

49

87

93

183

276

276

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 | 9 | 24 | 30 | 54 | 177 | 315 | 3 059 |
| 2 | 13 | 28 | 35 | 58 | 181 | 352 | 2 304 |
| 3 | 16 | 32 | 40 | 67 | 179 | 365 | 1 754 |
| 4 | 19 | 35 | 46 | 73 | 179 | 364 | 1 363 |
| 5 | 21 | 39 | 51 | 76 | 181 | 355 | 1 084 |
| 6 | 20 | 39 | 51 | 77 | 178 | 341 | 881 |
| 7 | 26 | 46 | 57 | 83 | 183 | 326 | 730 |
| 8 | 25 | 45 | 57 | 85 | 181 | 308 | 613 |
| 9 | 26 | 47 | 60 | 89 | 182 | 291 | 522 |
| 10 | 28 | 50 | 63 | 92 | 184 | 277 | 450 |
| 11 | 29 | 51 | 64 | 94 | 185 | 278 | 391 |
| 12 | 30 | 52 | 65 | 95 | 186 | 279 | 342 |
| 13 | 31 | 52 | 66 | 96 | 186 | 279 | 301 |
| 14 | 31 | 53 | 66 | 96 | 187 | 280 | 280 |
| 15 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 16 | 31 | 52 | 66 | 96 | 186 | 279 | 279 |
| 17 | 31 | 52 | 66 | 96 | 186 | 279 | 279 |
| 18 | 30 | 51 | 65 | 95 | 185 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 20 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 22 | 29 | 51 | 65 | 94 | 185 | 278 | 278 |
| 23 | 29 | 50 | 68 | 94 | 184 | 278 | 278 |
| 24 | 28 | 50 | 70 | 94 | 184 | 277 | 277 |
| 25 | 28 | 50 | 73 | 93 | 183 | 277 | 277 |
| 26 | 27 | 49 | 75 | 93 | 183 | 276 | 276 |
| 27 | 27 | 49 | 79 | 92 | 182 | 276 | 276 |
| 28 | 26 | 48 | 81 | 92 | 182 | 275 | 275 |
| 29 | 26 | 48 | 85 | 91 | 181 | 275 | 275 |
| 30 | 25 | 47 | 87 | 92 | 181 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

24

30

54

177

315

3 059

2

13

28

35

58

181

352

2 304

3

16

32

40

67

179

365

1 754

4

19

35

46

73

179

364

1 363

5

21

39

51

76

181

355

1 084

6

20

39

51

77

178

341

881

7

26

46

57

83

183

326

730

8

25

45

57

85

181

308

613

9

26

47

60

89

182

291

522

10

28

50

63

92

184

277

450

11

29

51

64

94

185

278

391

12

30

52

65

95

186

279

342

13

31

52

66

96

186

279

301

14

31

53

66

96

187

280

280

15

31

53

66

97

187

280

280

16

31

52

66

96

186

279

279

17

31

52

66

96

186

279

279

18

30

51

65

95

185

279

279

19

29

51

64

95

185

278

278

20

29

51

64

95

185

278

278

21

29

51

64

95

185

278

278

22

29

51

65

94

185

278

278

23

29

50

68

94

184

278

278

24

28

50

70

94

184

277

277

25

28

50

73

93

183

277

277

26

27

49

75

93

183

276

276

27

27

49

79

92

182

276

276

28

26

48

81

92

182

275

275

29

26

48

85

91

181

275

275

30

25

47

87

92

181

274

274

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 | 8 | 22 | 29 | 53 | 176 | 312 | 3 029 |
| 2 | 9 | 24 | 30 | 54 | 177 | 349 | 2 280 |
| 3 | 10 | 25 | 34 | 60 | 173 | 361 | 1 734 |
| 4 | 10 | 27 | 38 | 65 | 171 | 360 | 1 347 |
| 5 | 11 | 29 | 41 | 67 | 171 | 351 | 1 071 |
| 6 | 13 | 32 | 44 | 70 | 171 | 337 | 870 |
| 7 | 15 | 35 | 46 | 72 | 171 | 321 | 720 |
| 8 | 15 | 35 | 47 | 75 | 171 | 304 | 605 |
| 9 | 15 | 37 | 49 | 78 | 171 | 287 | 516 |
| 10 | 16 | 38 | 51 | 80 | 172 | 271 | 444 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 386 |
| 12 | 17 | 38 | 52 | 82 | 172 | 265 | 338 |
| 13 | 17 | 38 | 52 | 82 | 172 | 266 | 298 |
| 14 | 17 | 39 | 52 | 82 | 172 | 266 | 266 |
| 15 | 17 | 39 | 52 | 82 | 172 | 266 | 266 |
| 16 | 17 | 38 | 52 | 82 | 172 | 265 | 265 |
| 17 | 17 | 38 | 52 | 82 | 172 | 266 | 266 |
| 18 | 17 | 38 | 53 | 82 | 172 | 265 | 265 |
| 19 | 17 | 38 | 56 | 82 | 172 | 265 | 265 |
| 20 | 17 | 39 | 58 | 82 | 172 | 266 | 266 |
| 21 | 17 | 39 | 61 | 82 | 172 | 266 | 266 |
| 22 | 17 | 39 | 64 | 82 | 172 | 266 | 266 |
| 23 | 17 | 38 | 66 | 82 | 172 | 265 | 265 |
| 24 | 16 | 38 | 69 | 82 | 172 | 265 | 265 |
| 25 | 16 | 38 | 72 | 81 | 171 | 265 | 265 |
| 26 | 16 | 37 | 75 | 82 | 171 | 264 | 264 |
| 27 | 15 | 37 | 78 | 85 | 171 | 264 | 264 |
| 28 | 15 | 37 | 80 | 86 | 170 | 264 | 264 |
| 29 | 15 | 36 | 83 | 89 | 170 | 263 | 263 |
| 30 | 14 | 36 | 86 | 91 | 170 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

22

29

53

176

312

3 029

2

9

24

30

54

177

349

2 280

3

10

25

34

60

173

361

1 734

4

10

27

38

65

171

360

1 347

5

11

29

41

67

171

351

1 071

6

13

32

44

70

171

337

870

7

15

35

46

72

171

321

720

8

15

35

47

75

171

304

605

9

15

37

49

78

171

287

516

10

16

38

51

80

172

271

444

11

16

38

51

81

172

265

386

12

17

38

52

82

172

265

338

13

17

38

52

82

172

266

298

14

17

39

52

82

172

266

266

15

17

39

52

82

172

266

266

16

17

38

52

82

172

265

265

17

17

38

52

82

172

266

266

18

17

38

53

82

172

265

265

19

17

38

56

82

172

265

265

20

17

39

58

82

172

266

266

21

17

39

61

82

172

266

266

22

17

39

64

82

172

266

266

23

17

38

66

82

172

265

265

24

16

38

69

82

172

265

265

25

16

38

72

81

171

265

265

26

16

37

75

82

171

264

264

27

15

37

78

85

171

264

264

28

15

37

80

86

170

264

264

29

15

36

83

89

170

263

263

30

14

36

86

91

170

263

263

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 | 44 | 59 | 66 | 89 | 213 | 322 | 3 130 |
| 2 | 47 | 62 | 69 | 92 | 216 | 359 | 2 353 |
| 3 | 50 | 65 | 74 | 100 | 213 | 371 | 1 790 |
| 4 | 51 | 67 | 78 | 105 | 211 | 371 | 1 391 |
| 5 | 52 | 70 | 82 | 107 | 212 | 362 | 1 107 |
| 6 | 54 | 73 | 85 | 111 | 212 | 348 | 900 |
| 7 | 55 | 75 | 86 | 113 | 212 | 332 | 745 |
| 8 | 55 | 75 | 87 | 115 | 211 | 315 | 627 |
| 9 | 55 | 76 | 89 | 118 | 211 | 304 | 534 |
| 10 | 55 | 77 | 90 | 120 | 211 | 304 | 460 |
| 11 | 55 | 77 | 90 | 120 | 210 | 304 | 399 |
| 12 | 54 | 76 | 89 | 120 | 210 | 303 | 349 |
| 13 | 53 | 75 | 88 | 119 | 209 | 302 | 308 |
| 14 | 52 | 74 | 88 | 118 | 208 | 301 | 301 |
| 15 | 52 | 73 | 87 | 117 | 207 | 300 | 300 |
| 16 | 51 | 72 | 86 | 116 | 206 | 300 | 300 |
| 17 | 50 | 72 | 85 | 115 | 205 | 299 | 299 |
| 18 | 49 | 71 | 84 | 114 | 205 | 298 | 298 |
| 19 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 20 | 48 | 69 | 83 | 113 | 203 | 297 | 297 |
| 21 | 47 | 69 | 82 | 112 | 202 | 296 | 296 |
| 22 | 46 | 68 | 81 | 111 | 202 | 295 | 295 |
| 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 24 | 44 | 66 | 79 | 110 | 200 | 293 | 293 |
| 25 | 43 | 65 | 78 | 109 | 199 | 292 | 292 |
| 26 | 43 | 64 | 78 | 108 | 198 | 291 | 291 |
| 27 | 42 | 63 | 80 | 107 | 197 | 290 | 290 |
| 28 | 41 | 62 | 83 | 106 | 196 | 290 | 290 |
| 29 | 40 | 62 | 86 | 105 | 195 | 289 | 289 |
| 30 | 39 | 61 | 88 | 104 | 194 | 288 | 288 |

Duration (in years)

Credit quality step 0

Credit 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

59

66

89

213

322

3 130

2

47

62

69

92

216

359

2 353

3

50

65

74

100

213

371

1 790

4

51

67

78

105

211

371

1 391

5

52

70

82

107

212

362

1 107

6

54

73

85

111

212

348

900

7

55

75

86

113

212

332

745

8

55

75

87

115

211

315

627

9

55

76

89

118

211

304

534

10

55

77

90

120

211

304

460

11

55

77

90

120

210

304

399

12

54

76

89

120

210

303

349

13

53

75

88

119

209

302

308

14

52

74

88

118

208

301

301

15

52

73

87

117

207

300

300

16

51

72

86

116

206

300

300

17

50

72

85

115

205

299

299

18

49

71

84

114

205

298

298

19

48

70

83

114

204

297

297

20

48

69

83

113

203

297

297

21

47

69

82

112

202

296

296

22

46

68

81

111

202

295

295

23

45

67

80

111

201

294

294

24

44

66

79

110

200

293

293

25

43

65

78

109

199

292

292

26

43

64

78

108

198

291

291

27

42

63

80

107

197

290

290

28

41

62

83

106

196

290

290

29

40

62

86

105

195

289

289

30

39

61

88

104

194

288

288

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 | 75 | 90 | 97 | 120 | 243 | 339 | 3 274 |
| 2 | 79 | 94 | 101 | 124 | 248 | 374 | 2 465 |
| 3 | 79 | 95 | 103 | 130 | 242 | 388 | 1 878 |
| 4 | 78 | 95 | 106 | 132 | 239 | 387 | 1 459 |
| 5 | 81 | 99 | 111 | 136 | 240 | 377 | 1 158 |
| 6 | 83 | 102 | 114 | 140 | 241 | 363 | 941 |
| 7 | 85 | 105 | 116 | 142 | 241 | 346 | 778 |
| 8 | 86 | 106 | 118 | 146 | 242 | 336 | 654 |
| 9 | 87 | 108 | 120 | 149 | 243 | 336 | 557 |
| 10 | 87 | 109 | 122 | 152 | 243 | 336 | 480 |
| 11 | 87 | 109 | 122 | 152 | 242 | 336 | 417 |
| 12 | 86 | 108 | 121 | 151 | 241 | 335 | 364 |
| 13 | 85 | 106 | 120 | 150 | 240 | 333 | 333 |
| 14 | 83 | 105 | 118 | 148 | 239 | 332 | 332 |
| 15 | 82 | 103 | 117 | 147 | 237 | 330 | 330 |
| 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 17 | 79 | 100 | 114 | 144 | 234 | 328 | 328 |
| 18 | 77 | 99 | 112 | 143 | 233 | 326 | 326 |
| 19 | 76 | 98 | 111 | 141 | 231 | 325 | 325 |
| 20 | 75 | 96 | 110 | 140 | 230 | 324 | 324 |
| 21 | 73 | 95 | 108 | 139 | 229 | 322 | 322 |
| 22 | 72 | 94 | 107 | 137 | 227 | 321 | 321 |
| 23 | 70 | 92 | 105 | 136 | 226 | 319 | 319 |
| 24 | 69 | 90 | 104 | 134 | 224 | 318 | 318 |
| 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 |
| 26 | 66 | 87 | 101 | 131 | 221 | 314 | 314 |
| 27 | 64 | 86 | 99 | 129 | 220 | 313 | 313 |
| 28 | 63 | 84 | 98 | 128 | 218 | 311 | 311 |
| 29 | 61 | 83 | 96 | 126 | 217 | 310 | 310 |
| 30 | 60 | 81 | 95 | 125 | 215 | 308 | 308 |

Duration (in years)

Credit quality step 0

Credit 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

90

97

120

243

339

3 274

2

79

94

101

124

248

374

2 465

3

79

95

103

130

242

388

1 878

4

78

95

106

132

239

387

1 459

5

81

99

111

136

240

377

1 158

6

83

102

114

140

241

363

941

7

85

105

116

142

241

346

778

8

86

106

118

146

242

336

654

9

87

108

120

149

243

336

557

10

87

109

122

152

243

336

480

11

87

109

122

152

242

336

417

12

86

108

121

151

241

335

364

13

85

106

120

150

240

333

333

14

83

105

118

148

239

332

332

15

82

103

117

147

237

330

330

16

80

102

115

146

236

329

329

17

79

100

114

144

234

328

328

18

77

99

112

143

233

326

326

19

76

98

111

141

231

325

325

20

75

96

110

140

230

324

324

21

73

95

108

139

229

322

322

22

72

94

107

137

227

321

321

23

70

92

105

136

226

319

319

24

69

90

104

134

224

318

318

25

67

89

102

133

223

316

316

26

66

87

101

131

221

314

314

27

64

86

99

129

220

313

313

28

63

84

98

128

218

311

311

29

61

83

96

126

217

310

310

30

60

81

95

125

215

308

308

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 | 1 | 15 | 22 | 46 | 169 | 315 | 3 054 |
| 2 | 4 | 19 | 25 | 49 | 172 | 352 | 2 303 |
| 3 | 6 | 22 | 30 | 57 | 169 | 365 | 1 755 |
| 4 | 8 | 25 | 35 | 62 | 169 | 364 | 1 364 |
| 5 | 10 | 28 | 40 | 66 | 170 | 355 | 1 085 |
| 6 | 13 | 32 | 43 | 70 | 171 | 342 | 881 |
| 7 | 15 | 35 | 46 | 72 | 171 | 325 | 729 |
| 8 | 15 | 35 | 47 | 75 | 171 | 308 | 613 |
| 9 | 15 | 37 | 49 | 78 | 171 | 291 | 522 |
| 10 | 16 | 37 | 51 | 80 | 172 | 274 | 449 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 390 |
| 12 | 16 | 38 | 51 | 81 | 171 | 265 | 341 |
| 13 | 15 | 37 | 50 | 81 | 171 | 264 | 301 |
| 14 | 14 | 36 | 50 | 80 | 170 | 263 | 266 |
| 15 | 14 | 36 | 49 | 79 | 169 | 263 | 263 |
| 16 | 13 | 35 | 48 | 78 | 168 | 262 | 262 |
| 17 | 12 | 34 | 51 | 78 | 168 | 261 | 261 |
| 18 | 12 | 34 | 53 | 77 | 167 | 261 | 261 |
| 19 | 12 | 33 | 56 | 77 | 167 | 261 | 261 |
| 20 | 12 | 34 | 59 | 77 | 167 | 261 | 261 |
| 21 | 12 | 34 | 61 | 77 | 168 | 261 | 261 |
| 22 | 12 | 34 | 64 | 77 | 168 | 261 | 261 |
| 23 | 12 | 34 | 68 | 77 | 168 | 261 | 261 |
| 24 | 12 | 34 | 70 | 79 | 167 | 261 | 261 |
| 25 | 12 | 34 | 73 | 81 | 167 | 261 | 261 |
| 26 | 12 | 33 | 75 | 84 | 167 | 261 | 261 |
| 27 | 12 | 33 | 79 | 85 | 167 | 260 | 260 |
| 28 | 12 | 33 | 81 | 88 | 167 | 260 | 260 |
| 29 | 13 | 33 | 84 | 90 | 167 | 260 | 260 |
| 30 | 13 | 33 | 87 | 92 | 167 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit 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

15

22

46

169

315

3 054

2

4

19

25

49

172

352

2 303

3

6

22

30

57

169

365

1 755

4

8

25

35

62

169

364

1 364

5

10

28

40

66

170

355

1 085

6

13

32

43

70

171

342

881

7

15

35

46

72

171

325

729

8

15

35

47

75

171

308

613

9

15

37

49

78

171

291

522

10

16

37

51

80

172

274

449

11

16

38

51

81

172

265

390

12

16

38

51

81

171

265

341

13

15

37

50

81

171

264

301

14

14

36

50

80

170

263

266

15

14

36

49

79

169

263

263

16

13

35

48

78

168

262

262

17

12

34

51

78

168

261

261

18

12

34

53

77

167

261

261

19

12

33

56

77

167

261

261

20

12

34

59

77

167

261

261

21

12

34

61

77

168

261

261

22

12

34

64

77

168

261

261

23

12

34

68

77

168

261

261

24

12

34

70

79

167

261

261

25

12

34

73

81

167

261

261

26

12

33

75

84

167

261

261

27

12

33

79

85

167

260

260

28

12

33

81

88

167

260

260

29

13

33

84

90

167

260

260

30

13

33

87

92

167

260

260

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 | 86 | 101 | 108 | 131 | 255 | 350 | 3 290 |
| 2 | 87 | 101 | 108 | 132 | 255 | 376 | 2 477 |
| 3 | 86 | 101 | 110 | 136 | 249 | 389 | 1 884 |
| 4 | 86 | 102 | 113 | 140 | 246 | 388 | 1 462 |
| 5 | 86 | 104 | 116 | 141 | 246 | 378 | 1 161 |
| 6 | 87 | 106 | 118 | 144 | 245 | 363 | 942 |
| 7 | 88 | 108 | 119 | 145 | 244 | 346 | 779 |
| 8 | 88 | 108 | 120 | 148 | 244 | 337 | 655 |
| 9 | 87 | 108 | 121 | 150 | 243 | 337 | 557 |
| 10 | 86 | 108 | 121 | 150 | 242 | 335 | 479 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 416 |
| 12 | 82 | 104 | 117 | 148 | 238 | 331 | 364 |
| 13 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 14 | 79 | 100 | 114 | 144 | 234 | 327 | 327 |
| 15 | 77 | 98 | 112 | 142 | 232 | 325 | 325 |
| 16 | 74 | 96 | 110 | 140 | 230 | 323 | 323 |
| 17 | 73 | 95 | 108 | 138 | 228 | 322 | 322 |
| 18 | 71 | 93 | 106 | 137 | 227 | 320 | 320 |
| 19 | 70 | 92 | 105 | 135 | 225 | 319 | 319 |
| 20 | 69 | 91 | 104 | 134 | 224 | 318 | 318 |
| 21 | 68 | 90 | 103 | 133 | 223 | 317 | 317 |
| 22 | 67 | 89 | 102 | 132 | 222 | 316 | 316 |
| 23 | 66 | 87 | 101 | 131 | 221 | 315 | 315 |
| 24 | 65 | 86 | 100 | 130 | 220 | 313 | 313 |
| 25 | 63 | 85 | 98 | 129 | 219 | 312 | 312 |
| 26 | 62 | 84 | 97 | 128 | 218 | 311 | 311 |
| 27 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 28 | 60 | 82 | 95 | 126 | 216 | 309 | 309 |
| 29 | 59 | 81 | 94 | 125 | 215 | 308 | 308 |
| 30 | 58 | 80 | 93 | 124 | 214 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit 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

101

108

131

255

350

3 290

2

87

101

108

132

255

376

2 477

3

86

101

110

136

249

389

1 884

4

86

102

113

140

246

388

1 462

5

86

104

116

141

246

378

1 161

6

87

106

118

144

245

363

942

7

88

108

119

145

244

346

779

8

88

108

120

148

244

337

655

9

87

108

121

150

243

337

557

10

86

108

121

150

242

335

479

11

84

106

119

149

240

333

416

12

82

104

117

148

238

331

364

13

80

102

115

146

236

329

329

14

79

100

114

144

234

327

327

15

77

98

112

142

232

325

325

16

74

96

110

140

230

323

323

17

73

95

108

138

228

322

322

18

71

93

106

137

227

320

320

19

70

92

105

135

225

319

319

20

69

91

104

134

224

318

318

21

68

90

103

133

223

317

317

22

67

89

102

132

222

316

316

23

66

87

101

131

221

315

315

24

65

86

100

130

220

313

313

25

63

85

98

129

219

312

312

26

62

84

97

128

218

311

311

27

61

83

96

127

217

310

310

28

60

82

95

126

216

309

309

29

59

81

94

125

215

308

308

30

58

80

93

124

214

307

307

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 | 351 | 365 | 372 | 396 | 519 | 615 | 3 339 |
| 2 | 70 | 85 | 92 | 115 | 239 | 382 | 2 520 |
| 3 | 73 | 88 | 97 | 124 | 236 | 396 | 1 919 |
| 4 | 76 | 92 | 103 | 130 | 236 | 395 | 1 491 |
| 5 | 78 | 96 | 108 | 133 | 238 | 385 | 1 184 |
| 6 | 80 | 99 | 111 | 137 | 238 | 370 | 961 |
| 7 | 82 | 102 | 113 | 140 | 239 | 353 | 795 |
| 8 | 83 | 104 | 116 | 143 | 240 | 334 | 668 |
| 9 | 84 | 105 | 118 | 147 | 240 | 333 | 569 |
| 10 | 84 | 106 | 119 | 149 | 240 | 333 | 490 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 425 |
| 12 | 84 | 106 | 119 | 150 | 240 | 333 | 372 |
| 13 | 85 | 106 | 120 | 150 | 240 | 333 | 333 |
| 14 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 15 | 86 | 108 | 121 | 151 | 241 | 335 | 335 |
| 16 | 87 | 109 | 122 | 152 | 242 | 336 | 336 |
| 17 | 88 | 110 | 123 | 153 | 244 | 337 | 337 |
| 18 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 90 | 112 | 125 | 155 | 246 | 339 | 339 |
| 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 21 | 91 | 113 | 126 | 156 | 247 | 340 | 340 |
| 22 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 339 | 339 |
| 24 | 90 | 111 | 125 | 155 | 245 | 339 | 339 |
| 25 | 89 | 111 | 124 | 154 | 244 | 338 | 338 |
| 26 | 88 | 109 | 123 | 153 | 243 | 337 | 337 |
| 27 | 87 | 108 | 122 | 152 | 242 | 335 | 335 |
| 28 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 29 | 84 | 106 | 119 | 149 | 239 | 333 | 333 |
| 30 | 83 | 104 | 118 | 148 | 238 | 332 | 332 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

351

365

372

396

519

615

3 339

2

70

85

92

115

239

382

2 520

3

73

88

97

124

236

396

1 919

4

76

92

103

130

236

395

1 491

5

78

96

108

133

238

385

1 184

6

80

99

111

137

238

370

961

7

82

102

113

140

239

353

795

8

83

104

116

143

240

334

668

9

84

105

118

147

240

333

569

10

84

106

119

149

240

333

490

11

84

106

119

149

240

333

425

12

84

106

119

150

240

333

372

13

85

106

120

150

240

333

333

14

85

107

120

151

241

334

334

15

86

108

121

151

241

335

335

16

87

109

122

152

242

336

336

17

88

110

123

153

244

337

337

18

89

111

124

155

245

338

338

19

90

112

125

155

246

339

339

20

91

113

126

156

246

340

340

21

91

113

126

156

247

340

340

22

91

113

126

156

246

340

340

23

90

112

125

156

246

339

339

24

90

111

125

155

245

339

339

25

89

111

124

154

244

338

338

26

88

109

123

153

243

337

337

27

87

108

122

152

242

335

335

28

85

107

120

151

241

334

334

29

84

106

119

149

239

333

333

30

83

104

118

148

238

332

332

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 | 4 | 10 | 34 | 157 | 311 | 3 016 |
| 2 | 0 | 4 | 10 | 34 | 157 | 347 | 2 269 |
| 3 | 1 | 4 | 13 | 39 | 151 | 359 | 1 725 |
| 4 | 1 | 4 | 15 | 42 | 148 | 358 | 1 339 |
| 5 | 2 | 5 | 18 | 43 | 147 | 349 | 1 064 |
| 6 | 2 | 7 | 19 | 45 | 146 | 335 | 865 |
| 7 | 3 | 9 | 22 | 47 | 146 | 319 | 715 |
| 8 | 3 | 9 | 25 | 49 | 145 | 302 | 601 |
| 9 | 4 | 9 | 28 | 51 | 144 | 285 | 512 |
| 10 | 4 | 10 | 30 | 52 | 144 | 268 | 441 |
| 11 | 5 | 11 | 33 | 53 | 144 | 252 | 383 |
| 12 | 5 | 11 | 36 | 53 | 143 | 237 | 335 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 296 |
| 14 | 6 | 13 | 42 | 54 | 144 | 237 | 262 |
| 15 | 7 | 14 | 44 | 55 | 144 | 237 | 237 |
| 16 | 7 | 16 | 47 | 57 | 144 | 237 | 237 |
| 17 | 8 | 16 | 50 | 60 | 144 | 238 | 238 |
| 18 | 8 | 17 | 53 | 63 | 145 | 238 | 238 |
| 19 | 8 | 19 | 56 | 65 | 145 | 239 | 239 |
| 20 | 9 | 19 | 58 | 68 | 146 | 239 | 239 |
| 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 |
| 22 | 10 | 22 | 64 | 72 | 148 | 241 | 241 |
| 23 | 10 | 22 | 66 | 75 | 148 | 242 | 242 |
| 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 72 | 79 | 149 | 243 | 243 |
| 26 | 11 | 25 | 75 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 78 | 85 | 150 | 243 | 243 |
| 28 | 12 | 27 | 80 | 87 | 150 | 244 | 244 |
| 29 | 13 | 28 | 83 | 89 | 152 | 244 | 244 |
| 30 | 13 | 29 | 86 | 91 | 152 | 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

4

10

34

157

311

3 016

2

0

4

10

34

157

347

2 269

3

1

4

13

39

151

359

1 725

4

1

4

15

42

148

358

1 339

5

2

5

18

43

147

349

1 064

6

2

7

19

45

146

335

865

7

3

9

22

47

146

319

715

8

3

9

25

49

145

302

601

9

4

9

28

51

144

285

512

10

4

10

30

52

144

268

441

11

5

11

33

53

144

252

383

12

5

11

36

53

143

237

335

13

5

13

39

53

144

237

296

14

6

13

42

54

144

237

262

15

7

14

44

55

144

237

237

16

7

16

47

57

144

237

237

17

8

16

50

60

144

238

238

18

8

17

53

63

145

238

238

19

8

19

56

65

145

239

239

20

9

19

58

68

146

239

239

21

9

20

61

70

147

240

240

22

10

22

64

72

148

241

241

23

10

22

66

75

148

242

242

24

10

23

69

77

149

242

242

25

11

25

72

79

149

243

243

26

11

25

75

82

150

243

243

27

12

26

78

85

150

243

243

28

12

27

80

87

150

244

244

29

13

28

83

89

152

244

244

30

13

29

86

91

152

244

244

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 | 48 | 63 | 70 | 94 | 217 | 318 | 3 087 |
| 2 | 49 | 64 | 71 | 94 | 218 | 355 | 2 329 |
| 3 | 49 | 64 | 73 | 99 | 212 | 369 | 1 774 |
| 4 | 48 | 64 | 75 | 102 | 208 | 368 | 1 379 |
| 5 | 48 | 66 | 78 | 103 | 207 | 359 | 1 097 |
| 6 | 49 | 68 | 80 | 106 | 207 | 345 | 891 |
| 7 | 49 | 69 | 80 | 106 | 205 | 329 | 738 |
| 8 | 48 | 69 | 81 | 108 | 205 | 312 | 620 |
| 9 | 48 | 69 | 82 | 111 | 204 | 297 | 528 |
| 10 | 47 | 68 | 82 | 111 | 203 | 296 | 455 |
| 11 | 45 | 67 | 80 | 111 | 201 | 294 | 395 |
| 12 | 44 | 65 | 79 | 109 | 199 | 293 | 346 |
| 13 | 42 | 64 | 77 | 107 | 198 | 291 | 305 |
| 14 | 40 | 62 | 76 | 106 | 196 | 289 | 289 |
| 15 | 39 | 61 | 74 | 104 | 194 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 17 | 36 | 58 | 71 | 101 | 191 | 285 | 285 |
| 18 | 35 | 56 | 70 | 100 | 190 | 284 | 284 |
| 19 | 34 | 55 | 69 | 99 | 189 | 283 | 283 |
| 20 | 33 | 55 | 68 | 98 | 189 | 282 | 282 |
| 21 | 33 | 54 | 68 | 98 | 188 | 281 | 281 |
| 22 | 32 | 54 | 67 | 97 | 187 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 71 | 96 | 186 | 279 | 279 |
| 25 | 30 | 52 | 74 | 95 | 185 | 279 | 279 |
| 26 | 29 | 51 | 77 | 94 | 185 | 278 | 278 |
| 27 | 28 | 50 | 79 | 94 | 184 | 277 | 277 |
| 28 | 28 | 49 | 83 | 93 | 183 | 277 | 277 |
| 29 | 27 | 49 | 85 | 92 | 183 | 276 | 276 |
| 30 | 26 | 48 | 88 | 94 | 182 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit 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

63

70

94

217

318

3 087

2

49

64

71

94

218

355

2 329

3

49

64

73

99

212

369

1 774

4

48

64

75

102

208

368

1 379

5

48

66

78

103

207

359

1 097

6

49

68

80

106

207

345

891

7

49

69

80

106

205

329

738

8

48

69

81

108

205

312

620

9

48

69

82

111

204

297

528

10

47

68

82

111

203

296

455

11

45

67

80

111

201

294

395

12

44

65

79

109

199

293

346

13

42

64

77

107

198

291

305

14

40

62

76

106

196

289

289

15

39

61

74

104

194

288

288

16

37

59

72

103

193

286

286

17

36

58

71

101

191

285

285

18

35

56

70

100

190

284

284

19

34

55

69

99

189

283

283

20

33

55

68

98

189

282

282

21

33

54

68

98

188

281

281

22

32

54

67

97

187

281

281

23

31

53

68

97

187

280

280

24

30

52

71

96

186

279

279

25

30

52

74

95

185

279

279

26

29

51

77

94

185

278

278

27

28

50

79

94

184

277

277

28

28

49

83

93

183

277

277

29

27

49

85

92

183

276

276

30

26

48

88

94

182

275

275

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 | 123 | 130 | 154 | 277 | 372 | 3 357 |
| 2 | 110 | 124 | 131 | 155 | 278 | 383 | 2 530 |
| 3 | 111 | 126 | 135 | 161 | 274 | 397 | 1 925 |
| 4 | 111 | 128 | 139 | 166 | 272 | 396 | 1 495 |
| 5 | 112 | 130 | 142 | 168 | 272 | 386 | 1 188 |
| 6 | 114 | 133 | 145 | 171 | 272 | 371 | 965 |
| 7 | 115 | 135 | 146 | 172 | 271 | 364 | 799 |
| 8 | 114 | 134 | 146 | 174 | 270 | 364 | 672 |
| 9 | 113 | 134 | 147 | 176 | 269 | 362 | 572 |
| 10 | 112 | 134 | 147 | 177 | 268 | 361 | 492 |
| 11 | 111 | 133 | 146 | 176 | 266 | 360 | 428 |
| 12 | 109 | 131 | 144 | 174 | 264 | 358 | 374 |
| 13 | 107 | 129 | 142 | 172 | 262 | 356 | 356 |
| 14 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 15 | 102 | 124 | 137 | 167 | 258 | 351 | 351 |
| 16 | 99 | 121 | 134 | 165 | 255 | 348 | 348 |
| 17 | 97 | 119 | 132 | 162 | 252 | 346 | 346 |
| 18 | 95 | 116 | 130 | 160 | 250 | 344 | 344 |
| 19 | 93 | 114 | 128 | 158 | 248 | 341 | 341 |
| 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 21 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 22 | 87 | 109 | 122 | 153 | 243 | 336 | 336 |
| 23 | 86 | 107 | 121 | 151 | 241 | 334 | 334 |
| 24 | 84 | 106 | 119 | 149 | 239 | 333 | 333 |
| 25 | 82 | 104 | 117 | 147 | 237 | 331 | 331 |
| 26 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 27 | 79 | 100 | 114 | 144 | 234 | 327 | 327 |
| 28 | 77 | 99 | 112 | 142 | 232 | 326 | 326 |
| 29 | 75 | 97 | 110 | 141 | 231 | 324 | 324 |
| 30 | 74 | 96 | 109 | 139 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

109

123

130

154

277

372

3 357

2

110

124

131

155

278

383

2 530

3

111

126

135

161

274

397

1 925

4

111

128

139

166

272

396

1 495

5

112

130

142

168

272

386

1 188

6

114

133

145

171

272

371

965

7

115

135

146

172

271

364

799

8

114

134

146

174

270

364

672

9

113

134

147

176

269

362

572

10

112

134

147

177

268

361

492

11

111

133

146

176

266

360

428

12

109

131

144

174

264

358

374

13

107

129

142

172

262

356

356

14

104

126

139

170

260

353

353

15

102

124

137

167

258

351

351

16

99

121

134

165

255

348

348

17

97

119

132

162

252

346

346

18

95

116

130

160

250

344

344

19

93

114

128

158

248

341

341

20

91

113

126

156

246

340

340

21

89

111

124

155

245

338

338

22

87

109

122

153

243

336

336

23

86

107

121

151

241

334

334

24

84

106

119

149

239

333

333

25

82

104

117

147

237

331

331

26

80

102

115

146

236

329

329

27

79

100

114

144

234

327

327

28

77

99

112

142

232

326

326

29

75

97

110

141

231

324

324

30

74

96

109

139

229

323

323

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 184 | 191 | 214 | 337 | 433 | 3 526 |
| 2 | 178 | 193 | 200 | 224 | 347 | 442 | 2 645 |
| 3 | 182 | 197 | 206 | 232 | 345 | 441 | 2 014 |
| 4 | 183 | 199 | 210 | 237 | 343 | 437 | 1 537 |
| 5 | 183 | 201 | 213 | 238 | 343 | 436 | 1 224 |
| 6 | 183 | 202 | 214 | 240 | 341 | 435 | 995 |
| 7 | 183 | 203 | 214 | 240 | 340 | 433 | 822 |
| 8 | 181 | 202 | 214 | 241 | 338 | 431 | 691 |
| 9 | 180 | 202 | 214 | 243 | 336 | 430 | 588 |
| 10 | 179 | 201 | 214 | 244 | 335 | 428 | 506 |
| 11 | 177 | 199 | 212 | 243 | 333 | 426 | 439 |
| 12 | 175 | 197 | 210 | 240 | 330 | 424 | 424 |
| 13 | 172 | 194 | 207 | 237 | 327 | 421 | 421 |
| 14 | 169 | 190 | 204 | 234 | 324 | 418 | 418 |
| 15 | 165 | 187 | 200 | 231 | 321 | 414 | 414 |
| 16 | 162 | 184 | 197 | 228 | 318 | 411 | 411 |
| 17 | 159 | 181 | 194 | 224 | 314 | 408 | 408 |
| 18 | 156 | 177 | 191 | 221 | 311 | 405 | 405 |
| 19 | 153 | 174 | 188 | 218 | 308 | 401 | 401 |
| 20 | 149 | 171 | 185 | 215 | 305 | 398 | 398 |
| 21 | 146 | 168 | 181 | 212 | 302 | 395 | 395 |
| 22 | 143 | 165 | 178 | 209 | 299 | 392 | 392 |
| 23 | 140 | 162 | 175 | 205 | 295 | 389 | 389 |
| 24 | 137 | 159 | 172 | 202 | 292 | 386 | 386 |
| 25 | 134 | 155 | 169 | 199 | 289 | 383 | 383 |
| 26 | 131 | 152 | 166 | 196 | 286 | 379 | 379 |
| 27 | 128 | 149 | 163 | 193 | 283 | 376 | 376 |
| 28 | 125 | 147 | 160 | 190 | 280 | 374 | 374 |
| 29 | 122 | 144 | 157 | 187 | 277 | 371 | 371 |
| 30 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

169

184

191

214

337

433

3 526

2

178

193

200

224

347

442

2 645

3

182

197

206

232

345

441

2 014

4

183

199

210

237

343

437

1 537

5

183

201

213

238

343

436

1 224

6

183

202

214

240

341

435

995

7

183

203

214

240

340

433

822

8

181

202

214

241

338

431

691

9

180

202

214

243

336

430

588

10

179

201

214

244

335

428

506

11

177

199

212

243

333

426

439

12

175

197

210

240

330

424

424

13

172

194

207

237

327

421

421

14

169

190

204

234

324

418

418

15

165

187

200

231

321

414

414

16

162

184

197

228

318

411

411

17

159

181

194

224

314

408

408

18

156

177

191

221

311

405

405

19

153

174

188

218

308

401

401

20

149

171

185

215

305

398

398

21

146

168

181

212

302

395

395

22

143

165

178

209

299

392

392

23

140

162

175

205

295

389

389

24

137

159

172

202

292

386

386

25

134

155

169

199

289

383

383

26

131

152

166

196

286

379

379

27

128

149

163

193

283

376

376

28

125

147

160

190

280

374

374

29

122

144

157

187

277

371

371

30

119

141

154

185

275

368

368

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 | 21 | 35 | 42 | 66 | 189 | 323 | 3 144 |
| 2 | 22 | 36 | 43 | 67 | 190 | 361 | 2 367 |
| 3 | 21 | 37 | 46 | 72 | 184 | 374 | 1 801 |
| 4 | 21 | 38 | 49 | 75 | 182 | 372 | 1 399 |
| 5 | 21 | 39 | 52 | 77 | 181 | 363 | 1 111 |
| 6 | 22 | 41 | 53 | 79 | 180 | 349 | 903 |
| 7 | 23 | 43 | 54 | 80 | 180 | 333 | 748 |
| 8 | 22 | 43 | 54 | 82 | 178 | 316 | 629 |
| 9 | 21 | 43 | 55 | 84 | 178 | 298 | 536 |
| 10 | 21 | 43 | 56 | 86 | 177 | 281 | 461 |
| 11 | 21 | 42 | 56 | 86 | 176 | 269 | 401 |
| 12 | 20 | 42 | 55 | 85 | 175 | 269 | 351 |
| 13 | 19 | 41 | 54 | 85 | 175 | 268 | 309 |
| 14 | 19 | 41 | 54 | 84 | 174 | 268 | 273 |
| 15 | 19 | 40 | 54 | 84 | 174 | 268 | 268 |
| 16 | 19 | 40 | 54 | 84 | 174 | 267 | 267 |
| 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 18 | 18 | 40 | 54 | 84 | 174 | 267 | 267 |
| 19 | 19 | 40 | 57 | 84 | 174 | 267 | 267 |
| 20 | 19 | 41 | 60 | 84 | 174 | 268 | 268 |
| 21 | 19 | 41 | 63 | 84 | 174 | 268 | 268 |
| 22 | 19 | 41 | 66 | 84 | 174 | 268 | 268 |
| 23 | 19 | 41 | 69 | 84 | 174 | 268 | 268 |
| 24 | 19 | 40 | 72 | 84 | 174 | 267 | 267 |
| 25 | 18 | 40 | 74 | 84 | 174 | 267 | 267 |
| 26 | 18 | 40 | 77 | 84 | 174 | 267 | 267 |
| 27 | 18 | 40 | 80 | 87 | 173 | 267 | 267 |
| 28 | 18 | 39 | 83 | 90 | 173 | 267 | 267 |
| 29 | 17 | 39 | 86 | 92 | 173 | 266 | 266 |
| 30 | 17 | 39 | 88 | 94 | 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

21

35

42

66

189

323

3 144

2

22

36

43

67

190

361

2 367

3

21

37

46

72

184

374

1 801

4

21

38

49

75

182

372

1 399

5

21

39

52

77

181

363

1 111

6

22

41

53

79

180

349

903

7

23

43

54

80

180

333

748

8

22

43

54

82

178

316

629

9

21

43

55

84

178

298

536

10

21

43

56

86

177

281

461

11

21

42

56

86

176

269

401

12

20

42

55

85

175

269

351

13

19

41

54

85

175

268

309

14

19

41

54

84

174

268

273

15

19

40

54

84

174

268

268

16

19

40

54

84

174

267

267

17

18

40

53

84

174

267

267

18

18

40

54

84

174

267

267

19

19

40

57

84

174

267

267

20

19

41

60

84

174

268

268

21

19

41

63

84

174

268

268

22

19

41

66

84

174

268

268

23

19

41

69

84

174

268

268

24

19

40

72

84

174

267

267

25

18

40

74

84

174

267

267

26

18

40

77

84

174

267

267

27

18

40

80

87

173

267

267

28

18

39

83

90

173

267

267

29

17

39

86

92

173

266

266

30

17

39

88

94

173

266

266

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 | 17 | 31 | 38 | 62 | 185 | 325 | 3 158 |
| 2 | 18 | 33 | 40 | 64 | 187 | 362 | 2 377 |
| 3 | 20 | 35 | 44 | 70 | 183 | 375 | 1 808 |
| 4 | 21 | 38 | 49 | 76 | 182 | 373 | 1 403 |
| 5 | 23 | 41 | 53 | 78 | 183 | 364 | 1 115 |
| 6 | 25 | 44 | 56 | 82 | 183 | 350 | 905 |
| 7 | 27 | 47 | 58 | 85 | 184 | 333 | 749 |
| 8 | 27 | 48 | 60 | 87 | 184 | 316 | 629 |
| 9 | 28 | 49 | 62 | 91 | 184 | 298 | 536 |
| 10 | 29 | 50 | 64 | 93 | 184 | 280 | 461 |
| 11 | 29 | 51 | 64 | 95 | 185 | 278 | 401 |
| 12 | 30 | 51 | 65 | 95 | 185 | 278 | 350 |
| 13 | 30 | 51 | 65 | 95 | 185 | 278 | 309 |
| 14 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 15 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 16 | 29 | 50 | 64 | 94 | 184 | 278 | 278 |
| 17 | 29 | 50 | 64 | 94 | 184 | 278 | 278 |
| 18 | 29 | 50 | 64 | 94 | 184 | 277 | 277 |
| 19 | 29 | 50 | 64 | 94 | 184 | 278 | 278 |
| 20 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 22 | 29 | 51 | 66 | 95 | 185 | 278 | 278 |
| 23 | 29 | 51 | 69 | 94 | 185 | 278 | 278 |
| 24 | 29 | 51 | 72 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 74 | 94 | 184 | 277 | 277 |
| 26 | 28 | 50 | 77 | 93 | 184 | 277 | 277 |
| 27 | 28 | 49 | 80 | 93 | 183 | 276 | 276 |
| 28 | 27 | 49 | 83 | 93 | 183 | 276 | 276 |
| 29 | 27 | 48 | 86 | 92 | 182 | 276 | 276 |
| 30 | 26 | 48 | 89 | 94 | 182 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

31

38

62

185

325

3 158

2

18

33

40

64

187

362

2 377

3

20

35

44

70

183

375

1 808

4

21

38

49

76

182

373

1 403

5

23

41

53

78

183

364

1 115

6

25

44

56

82

183

350

905

7

27

47

58

85

184

333

749

8

27

48

60

87

184

316

629

9

28

49

62

91

184

298

536

10

29

50

64

93

184

280

461

11

29

51

64

95

185

278

401

12

30

51

65

95

185

278

350

13

30

51

65

95

185

278

309

14

29

51

64

95

185

278

278

15

29

51

64

95

185

278

278

16

29

50

64

94

184

278

278

17

29

50

64

94

184

278

278

18

29

50

64

94

184

277

277

19

29

50

64

94

184

278

278

20

29

51

64

94

185

278

278

21

29

51

64

95

185

278

278

22

29

51

66

95

185

278

278

23

29

51

69

94

185

278

278

24

29

51

72

94

184

278

278

25

28

50

74

94

184

277

277

26

28

50

77

93

184

277

277

27

28

49

80

93

183

276

276

28

27

49

83

93

183

276

276

29

27

48

86

92

182

276

276

30

26

48

89

94

182

275

275

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 | 118 | 132 | 139 | 163 | 286 | 381 | 3 508 |
| 2 | 116 | 131 | 138 | 162 | 285 | 395 | 2 623 |
| 3 | 115 | 131 | 139 | 166 | 278 | 407 | 1 987 |
| 4 | 114 | 131 | 142 | 169 | 275 | 405 | 1 537 |
| 5 | 115 | 132 | 145 | 170 | 274 | 393 | 1 217 |
| 6 | 115 | 134 | 145 | 172 | 273 | 377 | 985 |
| 7 | 115 | 135 | 146 | 173 | 272 | 365 | 813 |
| 8 | 115 | 135 | 147 | 175 | 271 | 364 | 682 |
| 9 | 114 | 135 | 147 | 176 | 270 | 363 | 579 |
| 10 | 114 | 135 | 149 | 178 | 269 | 363 | 497 |
| 11 | 113 | 135 | 148 | 178 | 269 | 362 | 431 |
| 12 | 112 | 134 | 147 | 177 | 268 | 361 | 376 |
| 13 | 111 | 133 | 146 | 176 | 266 | 360 | 360 |
| 14 | 110 | 131 | 145 | 175 | 265 | 358 | 358 |
| 15 | 107 | 129 | 142 | 173 | 263 | 356 | 356 |
| 16 | 105 | 127 | 140 | 171 | 261 | 354 | 354 |
| 17 | 102 | 124 | 137 | 168 | 258 | 351 | 351 |
| 18 | 100 | 122 | 135 | 166 | 256 | 349 | 349 |
| 19 | 98 | 120 | 133 | 163 | 254 | 347 | 347 |
| 20 | 96 | 118 | 131 | 161 | 251 | 345 | 345 |
| 21 | 94 | 115 | 129 | 159 | 249 | 342 | 342 |
| 22 | 91 | 113 | 126 | 157 | 247 | 340 | 340 |
| 23 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 24 | 87 | 109 | 122 | 152 | 242 | 336 | 336 |
| 25 | 85 | 107 | 120 | 150 | 240 | 334 | 334 |
| 26 | 83 | 104 | 118 | 148 | 238 | 332 | 332 |
| 27 | 81 | 102 | 116 | 146 | 236 | 329 | 329 |
| 28 | 79 | 100 | 114 | 144 | 234 | 327 | 327 |
| 29 | 77 | 98 | 112 | 142 | 232 | 326 | 326 |
| 30 | 75 | 97 | 110 | 140 | 230 | 324 | 324 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

118

132

139

163

286

381

3 508

2

116

131

138

162

285

395

2 623

3

115

131

139

166

278

407

1 987

4

114

131

142

169

275

405

1 537

5

115

132

145

170

274

393

1 217

6

115

134

145

172

273

377

985

7

115

135

146

173

272

365

813

8

115

135

147

175

271

364

682

9

114

135

147

176

270

363

579

10

114

135

149

178

269

363

497

11

113

135

148

178

269

362

431

12

112

134

147

177

268

361

376

13

111

133

146

176

266

360

360

14

110

131

145

175

265

358

358

15

107

129

142

173

263

356

356

16

105

127

140

171

261

354

354

17

102

124

137

168

258

351

351

18

100

122

135

166

256

349

349

19

98

120

133

163

254

347

347

20

96

118

131

161

251

345

345

21

94

115

129

159

249

342

342

22

91

113

126

157

247

340

340

23

89

111

124

155

245

338

338

24

87

109

122

152

242

336

336

25

85

107

120

150

240

334

334

26

83

104

118

148

238

332

332

27

81

102

116

146

236

329

329

28

79

100

114

144

234

327

327

29

77

98

112

142

232

326

326

30

75

97

110

140

230

324

324

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 | 2 | 9 | 33 | 156 | 315 | 3 054 |
| 2 | 0 | 4 | 11 | 35 | 158 | 352 | 2 303 |
| 3 | 1 | 6 | 15 | 41 | 154 | 365 | 1 755 |
| 4 | 1 | 9 | 19 | 46 | 153 | 364 | 1 365 |
| 5 | 2 | 12 | 24 | 49 | 154 | 356 | 1 086 |
| 6 | 3 | 15 | 27 | 53 | 154 | 342 | 882 |
| 7 | 3 | 18 | 29 | 55 | 154 | 326 | 731 |
| 8 | 3 | 19 | 31 | 58 | 155 | 309 | 614 |
| 9 | 4 | 20 | 32 | 61 | 155 | 292 | 523 |
| 10 | 4 | 20 | 34 | 63 | 154 | 275 | 451 |
| 11 | 5 | 21 | 34 | 64 | 154 | 258 | 392 |
| 12 | 5 | 20 | 37 | 64 | 154 | 247 | 343 |
| 13 | 6 | 20 | 39 | 64 | 154 | 247 | 302 |
| 14 | 7 | 20 | 42 | 64 | 154 | 247 | 267 |
| 15 | 7 | 20 | 45 | 63 | 154 | 247 | 247 |
| 16 | 7 | 19 | 48 | 63 | 153 | 246 | 246 |
| 17 | 8 | 19 | 51 | 63 | 153 | 246 | 246 |
| 18 | 8 | 19 | 54 | 63 | 153 | 247 | 247 |
| 19 | 8 | 20 | 57 | 66 | 153 | 247 | 247 |
| 20 | 9 | 20 | 59 | 68 | 154 | 247 | 247 |
| 21 | 9 | 21 | 62 | 72 | 155 | 248 | 248 |
| 22 | 10 | 22 | 65 | 74 | 155 | 248 | 248 |
| 23 | 10 | 23 | 68 | 76 | 155 | 249 | 249 |
| 24 | 10 | 23 | 70 | 79 | 156 | 249 | 249 |
| 25 | 11 | 25 | 73 | 81 | 156 | 249 | 249 |
| 26 | 11 | 25 | 75 | 84 | 156 | 250 | 250 |
| 27 | 12 | 26 | 79 | 85 | 156 | 250 | 250 |
| 28 | 12 | 28 | 81 | 88 | 157 | 250 | 250 |
| 29 | 13 | 28 | 85 | 90 | 157 | 250 | 250 |
| 30 | 13 | 30 | 87 | 92 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

2

9

33

156

315

3 054

2

0

4

11

35

158

352

2 303

3

1

6

15

41

154

365

1 755

4

1

9

19

46

153

364

1 365

5

2

12

24

49

154

356

1 086

6

3

15

27

53

154

342

882

7

3

18

29

55

154

326

731

8

3

19

31

58

155

309

614

9

4

20

32

61

155

292

523

10

4

20

34

63

154

275

451

11

5

21

34

64

154

258

392

12

5

20

37

64

154

247

343

13

6

20

39

64

154

247

302

14

7

20

42

64

154

247

267

15

7

20

45

63

154

247

247

16

7

19

48

63

153

246

246

17

8

19

51

63

153

246

246

18

8

19

54

63

153

247

247

19

8

20

57

66

153

247

247

20

9

20

59

68

154

247

247

21

9

21

62

72

155

248

248

22

10

22

65

74

155

248

248

23

10

23

68

76

155

249

249

24

10

23

70

79

156

249

249

25

11

25

73

81

156

249

249

26

11

25

75

84

156

250

250

27

12

26

79

85

156

250

250

28

12

28

81

88

157

250

250

29

13

28

85

90

157

250

250

30

13

30

87

92

157

250

250

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 | 44 | 51 | 75 | 198 | 315 | 3 059 |
| 2 | 30 | 45 | 51 | 75 | 198 | 351 | 2 299 |
| 3 | 29 | 44 | 53 | 79 | 192 | 363 | 1 747 |
| 4 | 27 | 44 | 55 | 82 | 188 | 362 | 1 356 |
| 5 | 27 | 45 | 57 | 83 | 187 | 352 | 1 077 |
| 6 | 30 | 49 | 61 | 87 | 189 | 338 | 874 |
| 7 | 28 | 48 | 60 | 86 | 185 | 322 | 723 |
| 8 | 33 | 53 | 65 | 93 | 189 | 305 | 608 |
| 9 | 32 | 53 | 66 | 95 | 188 | 288 | 517 |
| 10 | 26 | 48 | 61 | 91 | 182 | 275 | 445 |
| 11 | 21 | 43 | 56 | 86 | 177 | 270 | 387 |
| 12 | 18 | 40 | 53 | 83 | 173 | 267 | 338 |
| 13 | 15 | 37 | 50 | 81 | 171 | 264 | 298 |
| 14 | 13 | 35 | 48 | 78 | 169 | 262 | 264 |
| 15 | 12 | 33 | 47 | 77 | 167 | 260 | 260 |
| 16 | 10 | 32 | 47 | 75 | 165 | 259 | 259 |
| 17 | 9 | 31 | 50 | 74 | 165 | 258 | 258 |
| 18 | 8 | 30 | 53 | 74 | 164 | 257 | 257 |
| 19 | 8 | 30 | 55 | 73 | 163 | 257 | 257 |
| 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 |
| 22 | 9 | 30 | 64 | 74 | 164 | 257 | 257 |
| 23 | 10 | 30 | 66 | 75 | 164 | 257 | 257 |
| 24 | 10 | 30 | 69 | 77 | 164 | 257 | 257 |
| 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 |
| 26 | 11 | 30 | 74 | 82 | 163 | 257 | 257 |
| 27 | 12 | 30 | 77 | 84 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 86 | 163 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 163 | 256 | 256 |
| 30 | 13 | 29 | 86 | 91 | 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

30

44

51

75

198

315

3 059

2

30

45

51

75

198

351

2 299

3

29

44

53

79

192

363

1 747

4

27

44

55

82

188

362

1 356

5

27

45

57

83

187

352

1 077

6

30

49

61

87

189

338

874

7

28

48

60

86

185

322

723

8

33

53

65

93

189

305

608

9

32

53

66

95

188

288

517

10

26

48

61

91

182

275

445

11

21

43

56

86

177

270

387

12

18

40

53

83

173

267

338

13

15

37

50

81

171

264

298

14

13

35

48

78

169

262

264

15

12

33

47

77

167

260

260

16

10

32

47

75

165

259

259

17

9

31

50

74

165

258

258

18

8

30

53

74

164

257

257

19

8

30

55

73

163

257

257

20

9

30

58

73

164

257

257

21

9

30

61

74

164

257

257

22

9

30

64

74

164

257

257

23

10

30

66

75

164

257

257

24

10

30

69

77

164

257

257

25

11

30

71

79

164

257

257

26

11

30

74

82

163

257

257

27

12

30

77

84

163

257

257

28

12

29

80

86

163

257

257

29

13

29

83

89

163

256

256

30

13

29

86

91

163

256

256

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 | 181 | 195 | 202 | 226 | 349 | 445 | 3 563 |
| 2 | 178 | 193 | 200 | 223 | 347 | 442 | 2 688 |
| 3 | 174 | 189 | 198 | 224 | 337 | 433 | 2 048 |
| 4 | 170 | 187 | 197 | 224 | 331 | 425 | 1 588 |
| 5 | 166 | 184 | 197 | 222 | 326 | 420 | 1 260 |
| 6 | 164 | 183 | 195 | 221 | 322 | 415 | 1 020 |
| 7 | 161 | 181 | 192 | 219 | 318 | 411 | 842 |
| 8 | 157 | 178 | 190 | 217 | 314 | 407 | 706 |
| 9 | 154 | 175 | 187 | 216 | 310 | 403 | 601 |
| 10 | 150 | 172 | 185 | 215 | 306 | 399 | 516 |
| 11 | 146 | 168 | 181 | 211 | 302 | 395 | 448 |
| 12 | 142 | 164 | 177 | 208 | 298 | 391 | 391 |
| 13 | 139 | 160 | 174 | 204 | 294 | 387 | 387 |
| 14 | 135 | 157 | 170 | 200 | 290 | 384 | 384 |
| 15 | 131 | 153 | 166 | 197 | 287 | 380 | 380 |
| 16 | 128 | 150 | 163 | 194 | 284 | 377 | 377 |
| 17 | 125 | 147 | 160 | 190 | 281 | 374 | 374 |
| 18 | 122 | 144 | 157 | 188 | 278 | 371 | 371 |
| 19 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |
| 20 | 117 | 139 | 152 | 182 | 272 | 366 | 366 |
| 21 | 114 | 136 | 149 | 180 | 270 | 363 | 363 |
| 22 | 112 | 134 | 147 | 177 | 267 | 361 | 361 |
| 23 | 109 | 131 | 144 | 175 | 265 | 358 | 358 |
| 24 | 107 | 129 | 142 | 172 | 262 | 356 | 356 |
| 25 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 26 | 102 | 124 | 137 | 167 | 258 | 351 | 351 |
| 27 | 100 | 122 | 135 | 165 | 255 | 349 | 349 |
| 28 | 98 | 119 | 133 | 163 | 253 | 347 | 347 |
| 29 | 96 | 117 | 131 | 161 | 251 | 344 | 344 |
| 30 | 94 | 115 | 129 | 159 | 249 | 342 | 342 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

181

195

202

226

349

445

3 563

2

178

193

200

223

347

442

2 688

3

174

189

198

224

337

433

2 048

4

170

187

197

224

331

425

1 588

5

166

184

197

222

326

420

1 260

6

164

183

195

221

322

415

1 020

7

161

181

192

219

318

411

842

8

157

178

190

217

314

407

706

9

154

175

187

216

310

403

601

10

150

172

185

215

306

399

516

11

146

168

181

211

302

395

448

12

142

164

177

208

298

391

391

13

139

160

174

204

294

387

387

14

135

157

170

200

290

384

384

15

131

153

166

197

287

380

380

16

128

150

163

194

284

377

377

17

125

147

160

190

281

374

374

18

122

144

157

188

278

371

371

19

119

141

154

185

275

368

368

20

117

139

152

182

272

366

366

21

114

136

149

180

270

363

363

22

112

134

147

177

267

361

361

23

109

131

144

175

265

358

358

24

107

129

142

172

262

356

356

25

104

126

139

170

260

353

353

26

102

124

137

167

258

351

351

27

100

122

135

165

255

349

349

28

98

119

133

163

253

347

347

29

96

117

131

161

251

344

344

30

94

115

129

159

249

342

342

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 | 15 | 27 | 54 | 173 | 314 | 3 043 |
| 2 | 0 | 15 | 27 | 54 | 173 | 351 | 2 294 |
| 3 | 1 | 17 | 29 | 58 | 170 | 364 | 1 747 |
| 4 | 1 | 20 | 32 | 63 | 169 | 363 | 1 358 |
| 5 | 2 | 23 | 37 | 69 | 170 | 354 | 1 079 |
| 6 | 3 | 26 | 40 | 70 | 171 | 340 | 877 |
| 7 | 6 | 30 | 42 | 72 | 172 | 324 | 726 |
| 8 | 8 | 34 | 46 | 74 | 172 | 307 | 610 |
| 9 | 10 | 36 | 49 | 76 | 172 | 290 | 520 |
| 10 | 11 | 38 | 51 | 76 | 172 | 273 | 447 |
| 11 | 11 | 39 | 52 | 78 | 173 | 266 | 389 |
| 12 | 12 | 41 | 54 | 79 | 173 | 266 | 340 |
| 13 | 13 | 42 | 54 | 79 | 173 | 266 | 300 |
| 14 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 15 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 16 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 17 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 18 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 19 | 13 | 43 | 56 | 79 | 173 | 266 | 266 |
| 20 | 13 | 43 | 58 | 79 | 173 | 267 | 267 |
| 21 | 13 | 43 | 61 | 79 | 174 | 267 | 267 |
| 22 | 13 | 43 | 64 | 79 | 174 | 267 | 267 |
| 23 | 13 | 43 | 67 | 79 | 174 | 267 | 267 |
| 24 | 13 | 43 | 69 | 79 | 174 | 268 | 268 |
| 25 | 13 | 43 | 73 | 80 | 174 | 268 | 268 |
| 26 | 13 | 43 | 75 | 82 | 174 | 268 | 268 |
| 27 | 13 | 43 | 78 | 85 | 174 | 268 | 268 |
| 28 | 13 | 43 | 81 | 87 | 174 | 268 | 268 |
| 29 | 13 | 43 | 83 | 89 | 174 | 267 | 267 |
| 30 | 13 | 43 | 86 | 92 | 174 | 267 | 267 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

27

54

173

314

3 043

2

0

15

27

54

173

351

2 294

3

1

17

29

58

170

364

1 747

4

1

20

32

63

169

363

1 358

5

2

23

37

69

170

354

1 079

6

3

26

40

70

171

340

877

7

6

30

42

72

172

324

726

8

8

34

46

74

172

307

610

9

10

36

49

76

172

290

520

10

11

38

51

76

172

273

447

11

11

39

52

78

173

266

389

12

12

41

54

79

173

266

340

13

13

42

54

79

173

266

300

14

13

43

55

79

173

266

266

15

13

43

55

79

173

266

266

16

13

43

55

79

173

266

266

17

13

43

55

79

173

266

266

18

13

43

55

79

173

266

266

19

13

43

56

79

173

266

266

20

13

43

58

79

173

267

267

21

13

43

61

79

174

267

267

22

13

43

64

79

174

267

267

23

13

43

67

79

174

267

267

24

13

43

69

79

174

268

268

25

13

43

73

80

174

268

268

26

13

43

75

82

174

268

268

27

13

43

78

85

174

268

268

28

13

43

81

87

174

268

268

29

13

43

83

89

174

267

267

30

13

43

86

92

174

267

267

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 13 | 134 | 308 | 2 987 |
| 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 244 |
| 3 | 1 | 2 | 10 | 20 | 125 | 355 | 1 704 |
| 4 | 1 | 3 | 13 | 23 | 122 | 353 | 1 322 |
| 5 | 2 | 4 | 16 | 26 | 121 | 344 | 1 050 |
| 6 | 2 | 5 | 19 | 29 | 121 | 330 | 852 |
| 7 | 3 | 6 | 22 | 33 | 121 | 315 | 705 |
| 8 | 3 | 7 | 25 | 36 | 121 | 298 | 592 |
| 9 | 4 | 8 | 27 | 38 | 121 | 281 | 504 |
| 10 | 4 | 9 | 30 | 41 | 121 | 264 | 434 |
| 11 | 5 | 11 | 33 | 44 | 122 | 248 | 377 |
| 12 | 5 | 11 | 36 | 46 | 122 | 233 | 330 |
| 13 | 5 | 13 | 38 | 49 | 122 | 218 | 291 |
| 14 | 6 | 13 | 41 | 52 | 122 | 216 | 258 |
| 15 | 7 | 14 | 44 | 54 | 123 | 216 | 229 |
| 16 | 7 | 16 | 47 | 56 | 123 | 216 | 216 |
| 17 | 7 | 16 | 49 | 59 | 127 | 217 | 217 |
| 18 | 8 | 17 | 51 | 62 | 129 | 217 | 217 |
| 19 | 8 | 18 | 54 | 64 | 131 | 218 | 218 |
| 20 | 9 | 19 | 57 | 67 | 133 | 219 | 219 |
| 21 | 9 | 20 | 60 | 69 | 135 | 219 | 219 |
| 22 | 9 | 20 | 62 | 71 | 136 | 220 | 220 |
| 23 | 10 | 22 | 65 | 73 | 139 | 220 | 220 |
| 24 | 10 | 23 | 67 | 75 | 141 | 221 | 221 |
| 25 | 11 | 23 | 70 | 78 | 142 | 221 | 221 |
| 26 | 11 | 25 | 73 | 80 | 144 | 221 | 221 |
| 27 | 12 | 25 | 76 | 83 | 145 | 221 | 221 |
| 28 | 12 | 26 | 78 | 84 | 146 | 221 | 221 |
| 29 | 12 | 27 | 81 | 87 | 148 | 221 | 221 |
| 30 | 13 | 28 | 84 | 89 | 148 | 222 | 222 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

13

134

308

2 987

2

0

1

6

17

133

343

2 244

3

1

2

10

20

125

355

1 704

4

1

3

13

23

122

353

1 322

5

2

4

16

26

121

344

1 050

6

2

5

19

29

121

330

852

7

3

6

22

33

121

315

705

8

3

7

25

36

121

298

592

9

4

8

27

38

121

281

504

10

4

9

30

41

121

264

434

11

5

11

33

44

122

248

377

12

5

11

36

46

122

233

330

13

5

13

38

49

122

218

291

14

6

13

41

52

122

216

258

15

7

14

44

54

123

216

229

16

7

16

47

56

123

216

216

17

7

16

49

59

127

217

217

18

8

17

51

62

129

217

217

19

8

18

54

64

131

218

218

20

9

19

57

67

133

219

219

21

9

20

60

69

135

219

219

22

9

20

62

71

136

220

220

23

10

22

65

73

139

220

220

24

10

23

67

75

141

221

221

25

11

23

70

78

142

221

221

26

11

25

73

80

144

221

221

27

12

25

76

83

145

221

221

28

12

26

78

84

146

221

221

29

12

27

81

87

148

221

221

30

13

28

84

89

148

222

222

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment
  (in bps) |
| --- | --- | --- |
| Euro | Austria | 13 |
| Euro | Belgium | 13 |
| Euro | Cyprus | 13 |
| Euro | Estonia | 13 |
| Euro | Finland | 13 |
| Euro | France | 13 |
| Euro | Germany | 13 |
| Euro | Greece | 13 |
| Euro | Ireland | 13 |
| Euro | Italy | 13 |
| Euro | Latvia | 13 |
| Euro | Lithuania | 13 |
| Euro | Luxembourg | 13 |
| Euro | Malta | 13 |
| Euro | Netherlands | 13 |
| Euro | Portugal | 13 |
| Euro | Slovakia | 13 |
| Euro | Slovenia | 13 |
| Euro | Spain | 13 |
| Czech koruna | Czech Republic | 1 |
| Danish krone | Denmark | 51 |
| Forint | Hungary | 17 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 10 |
| Lev | Bulgaria | 7 |
| Pound sterling | United Kingdom | 30 |
| Romanian leu | Romania | -2 |
| Zloty | Poland | 17 |
| Króna | Iceland | 15 |
| Norwegian krone | Norway | 29 |
| Swiss franc | Liechtenstein | 5 |
| Swiss franc | Switzerland | 5 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 8 |
| US dollar | United States | 50 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

13

Euro

Belgium

13

Euro

Cyprus

13

Euro

Estonia

13

Euro

Finland

13

Euro

France

13

Euro

Germany

13

Euro

Greece

13

Euro

Ireland

13

Euro

Italy

13

Euro

Latvia

13

Euro

Lithuania

13

Euro

Luxembourg

13

Euro

Malta

13

Euro

Netherlands

13

Euro

Portugal

13

Euro

Slovakia

13

Euro

Slovenia

13

Euro

Spain

13

Czech koruna

Czech Republic

1

Danish krone

Denmark

51

Forint

Hungary

17

Krona

Sweden

3

Kuna

Croatia

10

Lev

Bulgaria

7

Pound sterling

United Kingdom

30

Romanian leu

Romania

-2

Zloty

Poland

17

Króna

Iceland

15

Norwegian krone

Norway

29

Swiss franc

Liechtenstein

5

Swiss franc

Switzerland

5

Australian dollar

Australia

11

Canadian dollar

Canada

8

US dollar

United States

50

Yen

Japan

2

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