# L_2017204EN.01000701.xml

| 5.8.2017 | EN | Official Journal of the European Union | L 204/7 |
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5.8.2017

EN

Official Journal of the European Union

L 204/7

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COMMISSION IMPLEMENTING REGULATION (EU) 2017/1421

of 2 August 2017

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 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. |
| --- | --- |

(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 2017 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 July 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of June 2017 market data. That information was published on 6 July 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 30 June until 29 September 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; |
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(b)

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

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

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

Article 2

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

It shall apply from 30 June 2017.

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

Done at Brussels, 2 August 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 | – 0,335 | 0,337 | – 0,344 | 0,093 | – 0,549 | 0,287 |
| 2 | – 0,225 | 0,581 | – 0,235 | 0,489 | – 0,335 | 0,855 |
| 3 | – 0,098 | 0,696 | – 0,108 | 0,623 | – 0,105 | 1,419 |
| 4 | 0,037 | 0,792 | 0,027 | 1,135 | 0,122 | 1,889 |
| 5 | 0,172 | 0,879 | 0,162 | 1,551 | 0,336 | 2,164 |
| 6 | 0,312 | 0,958 | 0,302 | 1,984 | 0,536 | 2,333 |
| 7 | 0,446 | 1,014 | 0,436 | 2,359 | 0,719 | 2,465 |
| 8 | 0,577 | 1,074 | 0,567 | 2,638 | 0,887 | 2,596 |
| 9 | 0,702 | 1,133 | 0,692 | 2,856 | 1,035 | 2,733 |
| 10 | 0,817 | 1,188 | 0,807 | 3,030 | 1,165 | 2,852 |
| 11 | 0,919 | 1,227 | 0,909 | 3,196 | 1,326 | 2,950 |
| 12 | 1,011 | 1,262 | 1,001 | 3,355 | 1,501 | 3,034 |
| 13 | 1,095 | 1,303 | 1,084 | 3,503 | 1,672 | 3,106 |
| 14 | 1,167 | 1,351 | 1,156 | 3,635 | 1,832 | 3,169 |
| 15 | 1,224 | 1,407 | 1,213 | 3,750 | 1,977 | 3,224 |
| 16 | 1,265 | 1,470 | 1,255 | 3,844 | 2,108 | 3,274 |
| 17 | 1,299 | 1,538 | 1,288 | 3,922 | 2,227 | 3,318 |
| 18 | 1,331 | 1,609 | 1,320 | 3,986 | 2,333 | 3,358 |
| 19 | 1,365 | 1,681 | 1,355 | 4,039 | 2,430 | 3,394 |
| 20 | 1,407 | 1,753 | 1,396 | 4,083 | 2,517 | 3,427 |
| 21 | 1,456 | 1,824 | 1,445 | 4,120 | 2,596 | 3,457 |
| 22 | 1,511 | 1,893 | 1,501 | 4,150 | 2,668 | 3,485 |
| 23 | 1,570 | 1,960 | 1,560 | 4,175 | 2,734 | 3,511 |
| 24 | 1,631 | 2,025 | 1,621 | 4,196 | 2,795 | 3,535 |
| 25 | 1,693 | 2,088 | 1,683 | 4,214 | 2,851 | 3,558 |
| 26 | 1,755 | 2,149 | 1,746 | 4,229 | 2,902 | 3,579 |
| 27 | 1,816 | 2,207 | 1,807 | 4,241 | 2,950 | 3,598 |
| 28 | 1,877 | 2,263 | 1,868 | 4,251 | 2,994 | 3,617 |
| 29 | 1,936 | 2,317 | 1,928 | 4,259 | 3,036 | 3,634 |
| 30 | 1,994 | 2,368 | 1,986 | 4,266 | 3,074 | 3,651 |
| 31 | 2,050 | 2,417 | 2,042 | 4,271 | 3,110 | 3,666 |
| 32 | 2,104 | 2,464 | 2,097 | 4,275 | 3,144 | 3,681 |
| 33 | 2,157 | 2,510 | 2,149 | 4,279 | 3,176 | 3,694 |
| 34 | 2,208 | 2,553 | 2,200 | 4,282 | 3,206 | 3,708 |
| 35 | 2,256 | 2,594 | 2,249 | 4,284 | 3,234 | 3,720 |
| 36 | 2,303 | 2,634 | 2,296 | 4,285 | 3,261 | 3,732 |
| 37 | 2,349 | 2,672 | 2,342 | 4,286 | 3,286 | 3,743 |
| 38 | 2,392 | 2,709 | 2,385 | 4,287 | 3,310 | 3,754 |
| 39 | 2,434 | 2,744 | 2,428 | 4,287 | 3,333 | 3,765 |
| 40 | 2,474 | 2,777 | 2,468 | 4,288 | 3,354 | 3,774 |
| 41 | 2,513 | 2,809 | 2,507 | 4,287 | 3,375 | 3,784 |
| 42 | 2,550 | 2,840 | 2,544 | 4,287 | 3,395 | 3,793 |
| 43 | 2,586 | 2,870 | 2,580 | 4,287 | 3,413 | 3,802 |
| 44 | 2,621 | 2,899 | 2,615 | 4,286 | 3,431 | 3,810 |
| 45 | 2,654 | 2,926 | 2,648 | 4,285 | 3,448 | 3,818 |
| 46 | 2,686 | 2,952 | 2,680 | 4,285 | 3,464 | 3,826 |
| 47 | 2,717 | 2,978 | 2,711 | 4,284 | 3,480 | 3,833 |
| 48 | 2,746 | 3,002 | 2,741 | 4,283 | 3,495 | 3,840 |
| 49 | 2,775 | 3,026 | 2,770 | 4,282 | 3,509 | 3,847 |
| 50 | 2,802 | 3,048 | 2,797 | 4,281 | 3,523 | 3,854 |
| 51 | 2,829 | 3,070 | 2,824 | 4,280 | 3,536 | 3,860 |
| 52 | 2,855 | 3,091 | 2,850 | 4,279 | 3,549 | 3,866 |
| 53 | 2,879 | 3,112 | 2,874 | 4,278 | 3,561 | 3,872 |
| 54 | 2,903 | 3,131 | 2,898 | 4,277 | 3,573 | 3,878 |
| 55 | 2,926 | 3,150 | 2,922 | 4,276 | 3,584 | 3,884 |
| 56 | 2,949 | 3,169 | 2,944 | 4,274 | 3,595 | 3,889 |
| 57 | 2,970 | 3,186 | 2,966 | 4,273 | 3,606 | 3,894 |
| 58 | 2,991 | 3,204 | 2,986 | 4,272 | 3,616 | 3,899 |
| 59 | 3,011 | 3,220 | 3,007 | 4,271 | 3,626 | 3,904 |
| 60 | 3,031 | 3,236 | 3,026 | 4,270 | 3,636 | 3,909 |
| 61 | 3,049 | 3,252 | 3,045 | 4,269 | 3,645 | 3,914 |
| 62 | 3,068 | 3,267 | 3,064 | 4,268 | 3,654 | 3,918 |
| 63 | 3,086 | 3,282 | 3,081 | 4,267 | 3,662 | 3,922 |
| 64 | 3,103 | 3,296 | 3,099 | 4,267 | 3,671 | 3,927 |
| 65 | 3,119 | 3,309 | 3,115 | 4,266 | 3,679 | 3,931 |
| 66 | 3,136 | 3,323 | 3,132 | 4,265 | 3,687 | 3,935 |
| 67 | 3,151 | 3,336 | 3,148 | 4,264 | 3,694 | 3,939 |
| 68 | 3,167 | 3,348 | 3,163 | 4,263 | 3,702 | 3,942 |
| 69 | 3,182 | 3,361 | 3,178 | 4,262 | 3,709 | 3,946 |
| 70 | 3,196 | 3,373 | 3,192 | 4,261 | 3,716 | 3,949 |
| 71 | 3,210 | 3,384 | 3,206 | 4,260 | 3,723 | 3,953 |
| 72 | 3,224 | 3,395 | 3,220 | 4,260 | 3,729 | 3,956 |
| 73 | 3,237 | 3,406 | 3,233 | 4,259 | 3,736 | 3,960 |
| 74 | 3,250 | 3,417 | 3,246 | 4,258 | 3,742 | 3,963 |
| 75 | 3,262 | 3,427 | 3,259 | 4,257 | 3,748 | 3,966 |
| 76 | 3,275 | 3,437 | 3,271 | 4,257 | 3,754 | 3,969 |
| 77 | 3,287 | 3,447 | 3,283 | 4,256 | 3,760 | 3,972 |
| 78 | 3,298 | 3,457 | 3,295 | 4,255 | 3,766 | 3,975 |
| 79 | 3,310 | 3,466 | 3,306 | 4,255 | 3,771 | 3,978 |
| 80 | 3,321 | 3,475 | 3,318 | 4,254 | 3,776 | 3,980 |
| 81 | 3,332 | 3,484 | 3,328 | 4,253 | 3,782 | 3,983 |
| 82 | 3,342 | 3,493 | 3,339 | 4,253 | 3,787 | 3,986 |
| 83 | 3,352 | 3,501 | 3,349 | 4,252 | 3,792 | 3,988 |
| 84 | 3,362 | 3,510 | 3,359 | 4,251 | 3,797 | 3,991 |
| 85 | 3,372 | 3,518 | 3,369 | 4,251 | 3,801 | 3,993 |
| 86 | 3,382 | 3,526 | 3,379 | 4,250 | 3,806 | 3,995 |
| 87 | 3,391 | 3,533 | 3,388 | 4,250 | 3,810 | 3,998 |
| 88 | 3,400 | 3,541 | 3,397 | 4,249 | 3,815 | 4,000 |
| 89 | 3,409 | 3,548 | 3,406 | 4,248 | 3,819 | 4,002 |
| 90 | 3,418 | 3,556 | 3,415 | 4,248 | 3,823 | 4,004 |
| 91 | 3,427 | 3,563 | 3,424 | 4,247 | 3,827 | 4,007 |
| 92 | 3,435 | 3,569 | 3,432 | 4,247 | 3,832 | 4,009 |
| 93 | 3,443 | 3,576 | 3,440 | 4,246 | 3,835 | 4,011 |
| 94 | 3,451 | 3,583 | 3,448 | 4,246 | 3,839 | 4,013 |
| 95 | 3,459 | 3,589 | 3,456 | 4,245 | 3,843 | 4,015 |
| 96 | 3,467 | 3,596 | 3,464 | 4,245 | 3,847 | 4,017 |
| 97 | 3,474 | 3,602 | 3,472 | 4,245 | 3,850 | 4,018 |
| 98 | 3,482 | 3,608 | 3,479 | 4,244 | 3,854 | 4,020 |
| 99 | 3,489 | 3,614 | 3,486 | 4,244 | 3,858 | 4,022 |
| 100 | 3,496 | 3,620 | 3,493 | 4,243 | 3,861 | 4,024 |
| 101 | 3,503 | 3,626 | 3,500 | 4,243 | 3,864 | 4,026 |
| 102 | 3,510 | 3,631 | 3,507 | 4,242 | 3,868 | 4,027 |
| 103 | 3,516 | 3,637 | 3,514 | 4,242 | 3,871 | 4,029 |
| 104 | 3,523 | 3,642 | 3,520 | 4,242 | 3,874 | 4,031 |
| 105 | 3,529 | 3,647 | 3,527 | 4,241 | 3,877 | 4,032 |
| 106 | 3,536 | 3,653 | 3,533 | 4,241 | 3,880 | 4,034 |
| 107 | 3,542 | 3,658 | 3,539 | 4,240 | 3,883 | 4,035 |
| 108 | 3,548 | 3,663 | 3,546 | 4,240 | 3,886 | 4,037 |
| 109 | 3,554 | 3,668 | 3,552 | 4,240 | 3,889 | 4,038 |
| 110 | 3,560 | 3,672 | 3,557 | 4,239 | 3,892 | 4,040 |
| 111 | 3,566 | 3,677 | 3,563 | 4,239 | 3,895 | 4,041 |
| 112 | 3,571 | 3,682 | 3,569 | 4,239 | 3,897 | 4,043 |
| 113 | 3,577 | 3,686 | 3,574 | 4,238 | 3,900 | 4,044 |
| 114 | 3,582 | 3,691 | 3,580 | 4,238 | 3,903 | 4,045 |
| 115 | 3,588 | 3,695 | 3,585 | 4,238 | 3,905 | 4,047 |
| 116 | 3,593 | 3,700 | 3,591 | 4,237 | 3,908 | 4,048 |
| 117 | 3,598 | 3,704 | 3,596 | 4,237 | 3,910 | 4,049 |
| 118 | 3,603 | 3,708 | 3,601 | 4,237 | 3,913 | 4,051 |
| 119 | 3,608 | 3,712 | 3,606 | 4,236 | 3,915 | 4,052 |
| 120 | 3,613 | 3,716 | 3,611 | 4,236 | 3,917 | 4,053 |
| 121 | 3,618 | 3,720 | 3,616 | 4,236 | 3,920 | 4,054 |
| 122 | 3,623 | 3,724 | 3,620 | 4,235 | 3,922 | 4,056 |
| 123 | 3,627 | 3,728 | 3,625 | 4,235 | 3,924 | 4,057 |
| 124 | 3,632 | 3,732 | 3,630 | 4,235 | 3,926 | 4,058 |
| 125 | 3,636 | 3,736 | 3,634 | 4,235 | 3,929 | 4,059 |
| 126 | 3,641 | 3,739 | 3,639 | 4,234 | 3,931 | 4,060 |
| 127 | 3,645 | 3,743 | 3,643 | 4,234 | 3,933 | 4,061 |
| 128 | 3,650 | 3,746 | 3,648 | 4,234 | 3,935 | 4,062 |
| 129 | 3,654 | 3,750 | 3,652 | 4,233 | 3,937 | 4,063 |
| 130 | 3,658 | 3,753 | 3,656 | 4,233 | 3,939 | 4,064 |
| 131 | 3,662 | 3,757 | 3,660 | 4,233 | 3,941 | 4,065 |
| 132 | 3,666 | 3,760 | 3,664 | 4,233 | 3,943 | 4,066 |
| 133 | 3,670 | 3,763 | 3,668 | 4,232 | 3,945 | 4,067 |
| 134 | 3,674 | 3,767 | 3,672 | 4,232 | 3,947 | 4,068 |
| 135 | 3,678 | 3,770 | 3,676 | 4,232 | 3,949 | 4,069 |
| 136 | 3,682 | 3,773 | 3,680 | 4,232 | 3,951 | 4,070 |
| 137 | 3,686 | 3,776 | 3,684 | 4,232 | 3,952 | 4,071 |
| 138 | 3,689 | 3,779 | 3,687 | 4,231 | 3,954 | 4,072 |
| 139 | 3,693 | 3,782 | 3,691 | 4,231 | 3,956 | 4,073 |
| 140 | 3,697 | 3,785 | 3,695 | 4,231 | 3,958 | 4,074 |
| 141 | 3,700 | 3,788 | 3,698 | 4,231 | 3,959 | 4,075 |
| 142 | 3,704 | 3,791 | 3,702 | 4,230 | 3,961 | 4,076 |
| 143 | 3,707 | 3,794 | 3,705 | 4,230 | 3,963 | 4,077 |
| 144 | 3,711 | 3,797 | 3,709 | 4,230 | 3,964 | 4,078 |
| 145 | 3,714 | 3,799 | 3,712 | 4,230 | 3,966 | 4,078 |
| 146 | 3,717 | 3,802 | 3,715 | 4,230 | 3,968 | 4,079 |
| 147 | 3,721 | 3,805 | 3,719 | 4,229 | 3,969 | 4,080 |
| 148 | 3,724 | 3,808 | 3,722 | 4,229 | 3,971 | 4,081 |
| 149 | 3,727 | 3,810 | 3,725 | 4,229 | 3,972 | 4,082 |
| 150 | 3,730 | 3,813 | 3,728 | 4,229 | 3,974 | 4,082 |

Term to maturity (in years)

Euro (%)

Czech koruna (%)

Danish krone (%)

Forint (%)

Krona (%)

Kuna (%)

1

– 0,335

0,337

– 0,344

0,093

– 0,549

0,287

2

– 0,225

0,581

– 0,235

0,489

– 0,335

0,855

3

– 0,098

0,696

– 0,108

0,623

– 0,105

1,419

4

0,037

0,792

0,027

1,135

0,122

1,889

5

0,172

0,879

0,162

1,551

0,336

2,164

6

0,312

0,958

0,302

1,984

0,536

2,333

7

0,446

1,014

0,436

2,359

0,719

2,465

8

0,577

1,074

0,567

2,638

0,887

2,596

9

0,702

1,133

0,692

2,856

1,035

2,733

10

0,817

1,188

0,807

3,030

1,165

2,852

11

0,919

1,227

0,909

3,196

1,326

2,950

12

1,011

1,262

1,001

3,355

1,501

3,034

13

1,095

1,303

1,084

3,503

1,672

3,106

14

1,167

1,351

1,156

3,635

1,832

3,169

15

1,224

1,407

1,213

3,750

1,977

3,224

16

1,265

1,470

1,255

3,844

2,108

3,274

17

1,299

1,538

1,288

3,922

2,227

3,318

18

1,331

1,609

1,320

3,986

2,333

3,358

19

1,365

1,681

1,355

4,039

2,430

3,394

20

1,407

1,753

1,396

4,083

2,517

3,427

21

1,456

1,824

1,445

4,120

2,596

3,457

22

1,511

1,893

1,501

4,150

2,668

3,485

23

1,570

1,960

1,560

4,175

2,734

3,511

24

1,631

2,025

1,621

4,196

2,795

3,535

25

1,693

2,088

1,683

4,214

2,851

3,558

26

1,755

2,149

1,746

4,229

2,902

3,579

27

1,816

2,207

1,807

4,241

2,950

3,598

28

1,877

2,263

1,868

4,251

2,994

3,617

29

1,936

2,317

1,928

4,259

3,036

3,634

30

1,994

2,368

1,986

4,266

3,074

3,651

31

2,050

2,417

2,042

4,271

3,110

3,666

32

2,104

2,464

2,097

4,275

3,144

3,681

33

2,157

2,510

2,149

4,279

3,176

3,694

34

2,208

2,553

2,200

4,282

3,206

3,708

35

2,256

2,594

2,249

4,284

3,234

3,720

36

2,303

2,634

2,296

4,285

3,261

3,732

37

2,349

2,672

2,342

4,286

3,286

3,743

38

2,392

2,709

2,385

4,287

3,310

3,754

39

2,434

2,744

2,428

4,287

3,333

3,765

40

2,474

2,777

2,468

4,288

3,354

3,774

41

2,513

2,809

2,507

4,287

3,375

3,784

42

2,550

2,840

2,544

4,287

3,395

3,793

43

2,586

2,870

2,580

4,287

3,413

3,802

44

2,621

2,899

2,615

4,286

3,431

3,810

45

2,654

2,926

2,648

4,285

3,448

3,818

46

2,686

2,952

2,680

4,285

3,464

3,826

47

2,717

2,978

2,711

4,284

3,480

3,833

48

2,746

3,002

2,741

4,283

3,495

3,840

49

2,775

3,026

2,770

4,282

3,509

3,847

50

2,802

3,048

2,797

4,281

3,523

3,854

51

2,829

3,070

2,824

4,280

3,536

3,860

52

2,855

3,091

2,850

4,279

3,549

3,866

53

2,879

3,112

2,874

4,278

3,561

3,872

54

2,903

3,131

2,898

4,277

3,573

3,878

55

2,926

3,150

2,922

4,276

3,584

3,884

56

2,949

3,169

2,944

4,274

3,595

3,889

57

2,970

3,186

2,966

4,273

3,606

3,894

58

2,991

3,204

2,986

4,272

3,616

3,899

59

3,011

3,220

3,007

4,271

3,626

3,904

60

3,031

3,236

3,026

4,270

3,636

3,909

61

3,049

3,252

3,045

4,269

3,645

3,914

62

3,068

3,267

3,064

4,268

3,654

3,918

63

3,086

3,282

3,081

4,267

3,662

3,922

64

3,103

3,296

3,099

4,267

3,671

3,927

65

3,119

3,309

3,115

4,266

3,679

3,931

66

3,136

3,323

3,132

4,265

3,687

3,935

67

3,151

3,336

3,148

4,264

3,694

3,939

68

3,167

3,348

3,163

4,263

3,702

3,942

69

3,182

3,361

3,178

4,262

3,709

3,946

70

3,196

3,373

3,192

4,261

3,716

3,949

71

3,210

3,384

3,206

4,260

3,723

3,953

72

3,224

3,395

3,220

4,260

3,729

3,956

73

3,237

3,406

3,233

4,259

3,736

3,960

74

3,250

3,417

3,246

4,258

3,742

3,963

75

3,262

3,427

3,259

4,257

3,748

3,966

76

3,275

3,437

3,271

4,257

3,754

3,969

77

3,287

3,447

3,283

4,256

3,760

3,972

78

3,298

3,457

3,295

4,255

3,766

3,975

79

3,310

3,466

3,306

4,255

3,771

3,978

80

3,321

3,475

3,318

4,254

3,776

3,980

81

3,332

3,484

3,328

4,253

3,782

3,983

82

3,342

3,493

3,339

4,253

3,787

3,986

83

3,352

3,501

3,349

4,252

3,792

3,988

84

3,362

3,510

3,359

4,251

3,797

3,991

85

3,372

3,518

3,369

4,251

3,801

3,993

86

3,382

3,526

3,379

4,250

3,806

3,995

87

3,391

3,533

3,388

4,250

3,810

3,998

88

3,400

3,541

3,397

4,249

3,815

4,000

89

3,409

3,548

3,406

4,248

3,819

4,002

90

3,418

3,556

3,415

4,248

3,823

4,004

91

3,427

3,563

3,424

4,247

3,827

4,007

92

3,435

3,569

3,432

4,247

3,832

4,009

93

3,443

3,576

3,440

4,246

3,835

4,011

94

3,451

3,583

3,448

4,246

3,839

4,013

95

3,459

3,589

3,456

4,245

3,843

4,015

96

3,467

3,596

3,464

4,245

3,847

4,017

97

3,474

3,602

3,472

4,245

3,850

4,018

98

3,482

3,608

3,479

4,244

3,854

4,020

99

3,489

3,614

3,486

4,244

3,858

4,022

100

3,496

3,620

3,493

4,243

3,861

4,024

101

3,503

3,626

3,500

4,243

3,864

4,026

102

3,510

3,631

3,507

4,242

3,868

4,027

103

3,516

3,637

3,514

4,242

3,871

4,029

104

3,523

3,642

3,520

4,242

3,874

4,031

105

3,529

3,647

3,527

4,241

3,877

4,032

106

3,536

3,653

3,533

4,241

3,880

4,034

107

3,542

3,658

3,539

4,240

3,883

4,035

108

3,548

3,663

3,546

4,240

3,886

4,037

109

3,554

3,668

3,552

4,240

3,889

4,038

110

3,560

3,672

3,557

4,239

3,892

4,040

111

3,566

3,677

3,563

4,239

3,895

4,041

112

3,571

3,682

3,569

4,239

3,897

4,043

113

3,577

3,686

3,574

4,238

3,900

4,044

114

3,582

3,691

3,580

4,238

3,903

4,045

115

3,588

3,695

3,585

4,238

3,905

4,047

116

3,593

3,700

3,591

4,237

3,908

4,048

117

3,598

3,704

3,596

4,237

3,910

4,049

118

3,603

3,708

3,601

4,237

3,913

4,051

119

3,608

3,712

3,606

4,236

3,915

4,052

120

3,613

3,716

3,611

4,236

3,917

4,053

121

3,618

3,720

3,616

4,236

3,920

4,054

122

3,623

3,724

3,620

4,235

3,922

4,056

123

3,627

3,728

3,625

4,235

3,924

4,057

124

3,632

3,732

3,630

4,235

3,926

4,058

125

3,636

3,736

3,634

4,235

3,929

4,059

126

3,641

3,739

3,639

4,234

3,931

4,060

127

3,645

3,743

3,643

4,234

3,933

4,061

128

3,650

3,746

3,648

4,234

3,935

4,062

129

3,654

3,750

3,652

4,233

3,937

4,063

130

3,658

3,753

3,656

4,233

3,939

4,064

131

3,662

3,757

3,660

4,233

3,941

4,065

132

3,666

3,760

3,664

4,233

3,943

4,066

133

3,670

3,763

3,668

4,232

3,945

4,067

134

3,674

3,767

3,672

4,232

3,947

4,068

135

3,678

3,770

3,676

4,232

3,949

4,069

136

3,682

3,773

3,680

4,232

3,951

4,070

137

3,686

3,776

3,684

4,232

3,952

4,071

138

3,689

3,779

3,687

4,231

3,954

4,072

139

3,693

3,782

3,691

4,231

3,956

4,073

140

3,697

3,785

3,695

4,231

3,958

4,074

141

3,700

3,788

3,698

4,231

3,959

4,075

142

3,704

3,791

3,702

4,230

3,961

4,076

143

3,707

3,794

3,705

4,230

3,963

4,077

144

3,711

3,797

3,709

4,230

3,964

4,078

145

3,714

3,799

3,712

4,230

3,966

4,078

146

3,717

3,802

3,715

4,230

3,968

4,079

147

3,721

3,805

3,719

4,229

3,969

4,080

148

3,724

3,808

3,722

4,229

3,971

4,081

149

3,727

3,810

3,725

4,229

3,972

4,082

150

3,730

3,813

3,728

4,229

3,974

4,082

| Term to maturity (in years) | Lev (%) | Pound sterling (%) | Romanian leu (%) | Zloty (%) | Króna (%) | Norwegian krone (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,385 | 0,394 | 0,852 | 1,460 | 4,483 | 0,820 |
| 2 | – 0,275 | 0,534 | 1,406 | 1,759 | 4,530 | 1,026 |
| 3 | – 0,148 | 0,643 | 1,885 | 2,047 | 4,580 | 1,152 |
| 4 | – 0,013 | 0,745 | 2,308 | 2,339 | 4,568 | 1,279 |
| 5 | 0,122 | 0,839 | 2,689 | 2,580 | 4,538 | 1,408 |
| 6 | 0,262 | 0,927 | 3,027 | 2,738 | 4,520 | 1,526 |
| 7 | 0,395 | 1,006 | 3,314 | 2,891 | 4,522 | 1,636 |
| 8 | 0,526 | 1,078 | 3,553 | 3,021 | 4,530 | 1,735 |
| 9 | 0,651 | 1,145 | 3,769 | 3,095 | 4,535 | 1,820 |
| 10 | 0,766 | 1,210 | 3,965 | 3,209 | 4,537 | 1,889 |
| 11 | 0,868 | 1,267 | 4,121 | 3,317 | 4,536 | 1,959 |
| 12 | 0,960 | 1,318 | 4,241 | 3,406 | 4,534 | 2,030 |
| 13 | 1,043 | 1,354 | 4,333 | 3,480 | 4,530 | 2,102 |
| 14 | 1,115 | 1,390 | 4,404 | 3,543 | 4,526 | 2,172 |
| 15 | 1,172 | 1,427 | 4,459 | 3,597 | 4,521 | 2,241 |
| 16 | 1,213 | 1,437 | 4,502 | 3,644 | 4,515 | 2,307 |
| 17 | 1,246 | 1,455 | 4,534 | 3,685 | 4,510 | 2,371 |
| 18 | 1,278 | 1,470 | 4,559 | 3,721 | 4,504 | 2,432 |
| 19 | 1,313 | 1,480 | 4,577 | 3,753 | 4,498 | 2,490 |
| 20 | 1,354 | 1,501 | 4,590 | 3,781 | 4,492 | 2,546 |
| 21 | 1,404 | 1,513 | 4,599 | 3,806 | 4,486 | 2,600 |
| 22 | 1,460 | 1,514 | 4,605 | 3,829 | 4,480 | 2,650 |
| 23 | 1,520 | 1,510 | 4,608 | 3,849 | 4,474 | 2,699 |
| 24 | 1,582 | 1,504 | 4,609 | 3,867 | 4,468 | 2,745 |
| 25 | 1,645 | 1,498 | 4,609 | 3,884 | 4,462 | 2,789 |
| 26 | 1,709 | 1,493 | 4,607 | 3,899 | 4,457 | 2,830 |
| 27 | 1,772 | 1,490 | 4,603 | 3,913 | 4,451 | 2,870 |
| 28 | 1,833 | 1,486 | 4,599 | 3,926 | 4,446 | 2,908 |
| 29 | 1,894 | 1,481 | 4,595 | 3,938 | 4,441 | 2,945 |
| 30 | 1,953 | 1,473 | 4,589 | 3,949 | 4,436 | 2,979 |
| 31 | 2,010 | 1,464 | 4,584 | 3,959 | 4,431 | 3,012 |
| 32 | 2,065 | 1,453 | 4,578 | 3,968 | 4,426 | 3,044 |
| 33 | 2,119 | 1,442 | 4,572 | 3,977 | 4,421 | 3,074 |
| 34 | 2,170 | 1,431 | 4,565 | 3,985 | 4,417 | 3,103 |
| 35 | 2,220 | 1,420 | 4,559 | 3,993 | 4,412 | 3,130 |
| 36 | 2,268 | 1,410 | 4,553 | 4,000 | 4,408 | 3,157 |
| 37 | 2,314 | 1,401 | 4,546 | 4,006 | 4,404 | 3,182 |
| 38 | 2,359 | 1,392 | 4,540 | 4,012 | 4,400 | 3,206 |
| 39 | 2,401 | 1,382 | 4,534 | 4,018 | 4,396 | 3,229 |
| 40 | 2,442 | 1,372 | 4,527 | 4,023 | 4,392 | 3,251 |
| 41 | 2,482 | 1,361 | 4,521 | 4,029 | 4,388 | 3,273 |
| 42 | 2,520 | 1,349 | 4,515 | 4,033 | 4,385 | 3,293 |
| 43 | 2,556 | 1,337 | 4,509 | 4,038 | 4,381 | 3,313 |
| 44 | 2,591 | 1,325 | 4,504 | 4,042 | 4,378 | 3,332 |
| 45 | 2,625 | 1,313 | 4,498 | 4,046 | 4,375 | 3,350 |
| 46 | 2,658 | 1,302 | 4,493 | 4,050 | 4,372 | 3,367 |
| 47 | 2,689 | 1,293 | 4,487 | 4,054 | 4,369 | 3,384 |
| 48 | 2,719 | 1,288 | 4,482 | 4,057 | 4,366 | 3,400 |
| 49 | 2,749 | 1,288 | 4,477 | 4,061 | 4,363 | 3,416 |
| 50 | 2,777 | 1,295 | 4,472 | 4,064 | 4,360 | 3,431 |
| 51 | 2,804 | 1,307 | 4,467 | 4,067 | 4,357 | 3,445 |
| 52 | 2,830 | 1,326 | 4,463 | 4,070 | 4,354 | 3,459 |
| 53 | 2,855 | 1,348 | 4,458 | 4,073 | 4,352 | 3,473 |
| 54 | 2,879 | 1,374 | 4,454 | 4,075 | 4,349 | 3,486 |
| 55 | 2,903 | 1,403 | 4,449 | 4,078 | 4,347 | 3,499 |
| 56 | 2,925 | 1,433 | 4,445 | 4,080 | 4,345 | 3,511 |
| 57 | 2,947 | 1,465 | 4,441 | 4,083 | 4,342 | 3,523 |
| 58 | 2,969 | 1,498 | 4,437 | 4,085 | 4,340 | 3,534 |
| 59 | 2,989 | 1,531 | 4,433 | 4,087 | 4,338 | 3,545 |
| 60 | 3,009 | 1,565 | 4,430 | 4,089 | 4,336 | 3,556 |
| 61 | 3,028 | 1,599 | 4,426 | 4,091 | 4,334 | 3,566 |
| 62 | 3,047 | 1,633 | 4,423 | 4,093 | 4,332 | 3,576 |
| 63 | 3,065 | 1,667 | 4,419 | 4,095 | 4,330 | 3,586 |
| 64 | 3,082 | 1,701 | 4,416 | 4,097 | 4,328 | 3,595 |
| 65 | 3,100 | 1,734 | 4,413 | 4,098 | 4,326 | 3,605 |
| 66 | 3,116 | 1,767 | 4,409 | 4,100 | 4,324 | 3,613 |
| 67 | 3,132 | 1,800 | 4,406 | 4,101 | 4,322 | 3,622 |
| 68 | 3,148 | 1,831 | 4,403 | 4,103 | 4,321 | 3,631 |
| 69 | 3,163 | 1,863 | 4,401 | 4,105 | 4,319 | 3,639 |
| 70 | 3,177 | 1,894 | 4,398 | 4,106 | 4,317 | 3,647 |
| 71 | 3,192 | 1,924 | 4,395 | 4,107 | 4,316 | 3,654 |
| 72 | 3,206 | 1,953 | 4,392 | 4,109 | 4,314 | 3,662 |
| 73 | 3,219 | 1,982 | 4,390 | 4,110 | 4,313 | 3,669 |
| 74 | 3,232 | 2,011 | 4,387 | 4,111 | 4,311 | 3,676 |
| 75 | 3,245 | 2,039 | 4,385 | 4,113 | 4,310 | 3,683 |
| 76 | 3,258 | 2,066 | 4,382 | 4,114 | 4,308 | 3,690 |
| 77 | 3,270 | 2,093 | 4,380 | 4,115 | 4,307 | 3,697 |
| 78 | 3,282 | 2,119 | 4,378 | 4,116 | 4,306 | 3,703 |
| 79 | 3,293 | 2,144 | 4,375 | 4,117 | 4,304 | 3,709 |
| 80 | 3,305 | 2,169 | 4,373 | 4,118 | 4,303 | 3,715 |
| 81 | 3,316 | 2,193 | 4,371 | 4,119 | 4,302 | 3,721 |
| 82 | 3,326 | 2,217 | 4,369 | 4,120 | 4,301 | 3,727 |
| 83 | 3,337 | 2,241 | 4,367 | 4,121 | 4,300 | 3,733 |
| 84 | 3,347 | 2,263 | 4,365 | 4,122 | 4,298 | 3,738 |
| 85 | 3,357 | 2,286 | 4,363 | 4,123 | 4,297 | 3,744 |
| 86 | 3,367 | 2,308 | 4,361 | 4,124 | 4,296 | 3,749 |
| 87 | 3,376 | 2,329 | 4,359 | 4,125 | 4,295 | 3,754 |
| 88 | 3,386 | 2,350 | 4,358 | 4,126 | 4,294 | 3,759 |
| 89 | 3,395 | 2,370 | 4,356 | 4,127 | 4,293 | 3,764 |
| 90 | 3,404 | 2,390 | 4,354 | 4,128 | 4,292 | 3,769 |
| 91 | 3,412 | 2,410 | 4,352 | 4,128 | 4,291 | 3,774 |
| 92 | 3,421 | 2,429 | 4,351 | 4,129 | 4,290 | 3,778 |
| 93 | 3,429 | 2,448 | 4,349 | 4,130 | 4,289 | 3,783 |
| 94 | 3,437 | 2,466 | 4,348 | 4,131 | 4,288 | 3,787 |
| 95 | 3,445 | 2,484 | 4,346 | 4,131 | 4,287 | 3,792 |
| 96 | 3,453 | 2,502 | 4,345 | 4,132 | 4,286 | 3,796 |
| 97 | 3,461 | 2,519 | 4,343 | 4,133 | 4,285 | 3,800 |
| 98 | 3,468 | 2,536 | 4,342 | 4,134 | 4,284 | 3,804 |
| 99 | 3,476 | 2,553 | 4,340 | 4,134 | 4,284 | 3,808 |
| 100 | 3,483 | 2,569 | 4,339 | 4,135 | 4,283 | 3,812 |
| 101 | 3,490 | 2,585 | 4,337 | 4,136 | 4,282 | 3,816 |
| 102 | 3,497 | 2,601 | 4,336 | 4,136 | 4,281 | 3,820 |
| 103 | 3,504 | 2,616 | 4,335 | 4,137 | 4,280 | 3,823 |
| 104 | 3,510 | 2,631 | 4,333 | 4,137 | 4,280 | 3,827 |
| 105 | 3,517 | 2,646 | 4,332 | 4,138 | 4,279 | 3,830 |
| 106 | 3,523 | 2,661 | 4,331 | 4,139 | 4,278 | 3,834 |
| 107 | 3,530 | 2,675 | 4,330 | 4,139 | 4,277 | 3,837 |
| 108 | 3,536 | 2,689 | 4,328 | 4,140 | 4,277 | 3,841 |
| 109 | 3,542 | 2,703 | 4,327 | 4,140 | 4,276 | 3,844 |
| 110 | 3,548 | 2,716 | 4,326 | 4,141 | 4,275 | 3,847 |
| 111 | 3,554 | 2,730 | 4,325 | 4,141 | 4,275 | 3,850 |
| 112 | 3,560 | 2,743 | 4,324 | 4,142 | 4,274 | 3,853 |
| 113 | 3,565 | 2,755 | 4,323 | 4,143 | 4,273 | 3,857 |
| 114 | 3,571 | 2,768 | 4,322 | 4,143 | 4,273 | 3,860 |
| 115 | 3,576 | 2,780 | 4,321 | 4,144 | 4,272 | 3,862 |
| 116 | 3,582 | 2,793 | 4,320 | 4,144 | 4,271 | 3,865 |
| 117 | 3,587 | 2,805 | 4,319 | 4,144 | 4,271 | 3,868 |
| 118 | 3,592 | 2,816 | 4,318 | 4,145 | 4,270 | 3,871 |
| 119 | 3,597 | 2,828 | 4,317 | 4,145 | 4,270 | 3,874 |
| 120 | 3,602 | 2,839 | 4,316 | 4,146 | 4,269 | 3,877 |
| 121 | 3,607 | 2,850 | 4,315 | 4,146 | 4,268 | 3,879 |
| 122 | 3,612 | 2,861 | 4,314 | 4,147 | 4,268 | 3,882 |
| 123 | 3,617 | 2,872 | 4,313 | 4,147 | 4,267 | 3,884 |
| 124 | 3,621 | 2,883 | 4,312 | 4,148 | 4,267 | 3,887 |
| 125 | 3,626 | 2,893 | 4,311 | 4,148 | 4,266 | 3,889 |
| 126 | 3,630 | 2,904 | 4,310 | 4,148 | 4,266 | 3,892 |
| 127 | 3,635 | 2,914 | 4,309 | 4,149 | 4,265 | 3,894 |
| 128 | 3,639 | 2,924 | 4,308 | 4,149 | 4,265 | 3,897 |
| 129 | 3,644 | 2,934 | 4,308 | 4,150 | 4,264 | 3,899 |
| 130 | 3,648 | 2,943 | 4,307 | 4,150 | 4,264 | 3,901 |
| 131 | 3,652 | 2,953 | 4,306 | 4,150 | 4,263 | 3,904 |
| 132 | 3,656 | 2,962 | 4,305 | 4,151 | 4,263 | 3,906 |
| 133 | 3,660 | 2,971 | 4,304 | 4,151 | 4,262 | 3,908 |
| 134 | 3,664 | 2,980 | 4,304 | 4,152 | 4,262 | 3,910 |
| 135 | 3,668 | 2,989 | 4,303 | 4,152 | 4,261 | 3,912 |
| 136 | 3,672 | 2,998 | 4,302 | 4,152 | 4,261 | 3,915 |
| 137 | 3,676 | 3,007 | 4,301 | 4,153 | 4,260 | 3,917 |
| 138 | 3,680 | 3,016 | 4,301 | 4,153 | 4,260 | 3,919 |
| 139 | 3,684 | 3,024 | 4,300 | 4,153 | 4,260 | 3,921 |
| 140 | 3,687 | 3,032 | 4,299 | 4,154 | 4,259 | 3,923 |
| 141 | 3,691 | 3,041 | 4,298 | 4,154 | 4,259 | 3,925 |
| 142 | 3,695 | 3,049 | 4,298 | 4,154 | 4,258 | 3,927 |
| 143 | 3,698 | 3,057 | 4,297 | 4,155 | 4,258 | 3,928 |
| 144 | 3,702 | 3,065 | 4,296 | 4,155 | 4,258 | 3,930 |
| 145 | 3,705 | 3,073 | 4,296 | 4,155 | 4,257 | 3,932 |
| 146 | 3,708 | 3,080 | 4,295 | 4,156 | 4,257 | 3,934 |
| 147 | 3,712 | 3,088 | 4,294 | 4,156 | 4,256 | 3,936 |
| 148 | 3,715 | 3,095 | 4,294 | 4,156 | 4,256 | 3,938 |
| 149 | 3,718 | 3,103 | 4,293 | 4,156 | 4,256 | 3,939 |
| 150 | 3,721 | 3,110 | 4,292 | 4,157 | 4,255 | 3,941 |

Term to maturity (in years)

Lev (%)

Pound sterling (%)

Romanian leu (%)

Zloty (%)

Króna (%)

Norwegian krone (%)

1

– 0,385

0,394

0,852

1,460

4,483

0,820

2

– 0,275

0,534

1,406

1,759

4,530

1,026

3

– 0,148

0,643

1,885

2,047

4,580

1,152

4

– 0,013

0,745

2,308

2,339

4,568

1,279

5

0,122

0,839

2,689

2,580

4,538

1,408

6

0,262

0,927

3,027

2,738

4,520

1,526

7

0,395

1,006

3,314

2,891

4,522

1,636

8

0,526

1,078

3,553

3,021

4,530

1,735

9

0,651

1,145

3,769

3,095

4,535

1,820

10

0,766

1,210

3,965

3,209

4,537

1,889

11

0,868

1,267

4,121

3,317

4,536

1,959

12

0,960

1,318

4,241

3,406

4,534

2,030

13

1,043

1,354

4,333

3,480

4,530

2,102

14

1,115

1,390

4,404

3,543

4,526

2,172

15

1,172

1,427

4,459

3,597

4,521

2,241

16

1,213

1,437

4,502

3,644

4,515

2,307

17

1,246

1,455

4,534

3,685

4,510

2,371

18

1,278

1,470

4,559

3,721

4,504

2,432

19

1,313

1,480

4,577

3,753

4,498

2,490

20

1,354

1,501

4,590

3,781

4,492

2,546

21

1,404

1,513

4,599

3,806

4,486

2,600

22

1,460

1,514

4,605

3,829

4,480

2,650

23

1,520

1,510

4,608

3,849

4,474

2,699

24

1,582

1,504

4,609

3,867

4,468

2,745

25

1,645

1,498

4,609

3,884

4,462

2,789

26

1,709

1,493

4,607

3,899

4,457

2,830

27

1,772

1,490

4,603

3,913

4,451

2,870

28

1,833

1,486

4,599

3,926

4,446

2,908

29

1,894

1,481

4,595

3,938

4,441

2,945

30

1,953

1,473

4,589

3,949

4,436

2,979

31

2,010

1,464

4,584

3,959

4,431

3,012

32

2,065

1,453

4,578

3,968

4,426

3,044

33

2,119

1,442

4,572

3,977

4,421

3,074

34

2,170

1,431

4,565

3,985

4,417

3,103

35

2,220

1,420

4,559

3,993

4,412

3,130

36

2,268

1,410

4,553

4,000

4,408

3,157

37

2,314

1,401

4,546

4,006

4,404

3,182

38

2,359

1,392

4,540

4,012

4,400

3,206

39

2,401

1,382

4,534

4,018

4,396

3,229

40

2,442

1,372

4,527

4,023

4,392

3,251

41

2,482

1,361

4,521

4,029

4,388

3,273

42

2,520

1,349

4,515

4,033

4,385

3,293

43

2,556

1,337

4,509

4,038

4,381

3,313

44

2,591

1,325

4,504

4,042

4,378

3,332

45

2,625

1,313

4,498

4,046

4,375

3,350

46

2,658

1,302

4,493

4,050

4,372

3,367

47

2,689

1,293

4,487

4,054

4,369

3,384

48

2,719

1,288

4,482

4,057

4,366

3,400

49

2,749

1,288

4,477

4,061

4,363

3,416

50

2,777

1,295

4,472

4,064

4,360

3,431

51

2,804

1,307

4,467

4,067

4,357

3,445

52

2,830

1,326

4,463

4,070

4,354

3,459

53

2,855

1,348

4,458

4,073

4,352

3,473

54

2,879

1,374

4,454

4,075

4,349

3,486

55

2,903

1,403

4,449

4,078

4,347

3,499

56

2,925

1,433

4,445

4,080

4,345

3,511

57

2,947

1,465

4,441

4,083

4,342

3,523

58

2,969

1,498

4,437

4,085

4,340

3,534

59

2,989

1,531

4,433

4,087

4,338

3,545

60

3,009

1,565

4,430

4,089

4,336

3,556

61

3,028

1,599

4,426

4,091

4,334

3,566

62

3,047

1,633

4,423

4,093

4,332

3,576

63

3,065

1,667

4,419

4,095

4,330

3,586

64

3,082

1,701

4,416

4,097

4,328

3,595

65

3,100

1,734

4,413

4,098

4,326

3,605

66

3,116

1,767

4,409

4,100

4,324

3,613

67

3,132

1,800

4,406

4,101

4,322

3,622

68

3,148

1,831

4,403

4,103

4,321

3,631

69

3,163

1,863

4,401

4,105

4,319

3,639

70

3,177

1,894

4,398

4,106

4,317

3,647

71

3,192

1,924

4,395

4,107

4,316

3,654

72

3,206

1,953

4,392

4,109

4,314

3,662

73

3,219

1,982

4,390

4,110

4,313

3,669

74

3,232

2,011

4,387

4,111

4,311

3,676

75

3,245

2,039

4,385

4,113

4,310

3,683

76

3,258

2,066

4,382

4,114

4,308

3,690

77

3,270

2,093

4,380

4,115

4,307

3,697

78

3,282

2,119

4,378

4,116

4,306

3,703

79

3,293

2,144

4,375

4,117

4,304

3,709

80

3,305

2,169

4,373

4,118

4,303

3,715

81

3,316

2,193

4,371

4,119

4,302

3,721

82

3,326

2,217

4,369

4,120

4,301

3,727

83

3,337

2,241

4,367

4,121

4,300

3,733

84

3,347

2,263

4,365

4,122

4,298

3,738

85

3,357

2,286

4,363

4,123

4,297

3,744

86

3,367

2,308

4,361

4,124

4,296

3,749

87

3,376

2,329

4,359

4,125

4,295

3,754

88

3,386

2,350

4,358

4,126

4,294

3,759

89

3,395

2,370

4,356

4,127

4,293

3,764

90

3,404

2,390

4,354

4,128

4,292

3,769

91

3,412

2,410

4,352

4,128

4,291

3,774

92

3,421

2,429

4,351

4,129

4,290

3,778

93

3,429

2,448

4,349

4,130

4,289

3,783

94

3,437

2,466

4,348

4,131

4,288

3,787

95

3,445

2,484

4,346

4,131

4,287

3,792

96

3,453

2,502

4,345

4,132

4,286

3,796

97

3,461

2,519

4,343

4,133

4,285

3,800

98

3,468

2,536

4,342

4,134

4,284

3,804

99

3,476

2,553

4,340

4,134

4,284

3,808

100

3,483

2,569

4,339

4,135

4,283

3,812

101

3,490

2,585

4,337

4,136

4,282

3,816

102

3,497

2,601

4,336

4,136

4,281

3,820

103

3,504

2,616

4,335

4,137

4,280

3,823

104

3,510

2,631

4,333

4,137

4,280

3,827

105

3,517

2,646

4,332

4,138

4,279

3,830

106

3,523

2,661

4,331

4,139

4,278

3,834

107

3,530

2,675

4,330

4,139

4,277

3,837

108

3,536

2,689

4,328

4,140

4,277

3,841

109

3,542

2,703

4,327

4,140

4,276

3,844

110

3,548

2,716

4,326

4,141

4,275

3,847

111

3,554

2,730

4,325

4,141

4,275

3,850

112

3,560

2,743

4,324

4,142

4,274

3,853

113

3,565

2,755

4,323

4,143

4,273

3,857

114

3,571

2,768

4,322

4,143

4,273

3,860

115

3,576

2,780

4,321

4,144

4,272

3,862

116

3,582

2,793

4,320

4,144

4,271

3,865

117

3,587

2,805

4,319

4,144

4,271

3,868

118

3,592

2,816

4,318

4,145

4,270

3,871

119

3,597

2,828

4,317

4,145

4,270

3,874

120

3,602

2,839

4,316

4,146

4,269

3,877

121

3,607

2,850

4,315

4,146

4,268

3,879

122

3,612

2,861

4,314

4,147

4,268

3,882

123

3,617

2,872

4,313

4,147

4,267

3,884

124

3,621

2,883

4,312

4,148

4,267

3,887

125

3,626

2,893

4,311

4,148

4,266

3,889

126

3,630

2,904

4,310

4,148

4,266

3,892

127

3,635

2,914

4,309

4,149

4,265

3,894

128

3,639

2,924

4,308

4,149

4,265

3,897

129

3,644

2,934

4,308

4,150

4,264

3,899

130

3,648

2,943

4,307

4,150

4,264

3,901

131

3,652

2,953

4,306

4,150

4,263

3,904

132

3,656

2,962

4,305

4,151

4,263

3,906

133

3,660

2,971

4,304

4,151

4,262

3,908

134

3,664

2,980

4,304

4,152

4,262

3,910

135

3,668

2,989

4,303

4,152

4,261

3,912

136

3,672

2,998

4,302

4,152

4,261

3,915

137

3,676

3,007

4,301

4,153

4,260

3,917

138

3,680

3,016

4,301

4,153

4,260

3,919

139

3,684

3,024

4,300

4,153

4,260

3,921

140

3,687

3,032

4,299

4,154

4,259

3,923

141

3,691

3,041

4,298

4,154

4,259

3,925

142

3,695

3,049

4,298

4,154

4,258

3,927

143

3,698

3,057

4,297

4,155

4,258

3,928

144

3,702

3,065

4,296

4,155

4,258

3,930

145

3,705

3,073

4,296

4,155

4,257

3,932

146

3,708

3,080

4,295

4,156

4,257

3,934

147

3,712

3,088

4,294

4,156

4,256

3,936

148

3,715

3,095

4,294

4,156

4,256

3,938

149

3,718

3,103

4,293

4,156

4,256

3,939

150

3,721

3,110

4,292

4,157

4,255

3,941

| Term to maturity (in years) | Swiss franc (%) | Australian dollar (%) | Baht (%) | Canadian dollar (%) | Chilean peso (%) | Colombian peso (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,735 | 1,724 | 1,350 | 1,067 | 2,223 | 4,303 |
| 2 | – 0,643 | 1,881 | 1,461 | 1,220 | 2,510 | 4,722 |
| 3 | – 0,546 | 2,041 | 1,599 | 1,349 | 2,769 | 5,055 |
| 4 | – 0,439 | 2,179 | 1,759 | 1,459 | 3,033 | 5,289 |
| 5 | – 0,327 | 2,303 | 1,900 | 1,554 | 3,269 | 5,442 |
| 6 | – 0,221 | 2,416 | 2,014 | 1,625 | 3,497 | 5,582 |
| 7 | – 0,116 | 2,511 | 2,111 | 1,695 | 3,687 | 5,683 |
| 8 | – 0,018 | 2,594 | 2,197 | 1,765 | 3,823 | 5,859 |
| 9 | 0,072 | 2,670 | 2,272 | 1,842 | 3,918 | 6,002 |
| 10 | 0,152 | 2,742 | 2,337 | 1,908 | 3,989 | 6,130 |
| 11 | 0,203 | 2,808 | 2,393 | 1,982 | 4,043 | 6,221 |
| 12 | 0,270 | 2,867 | 2,442 | 2,058 | 4,087 | 6,274 |
| 13 | 0,311 | 2,920 | 2,485 | 2,128 | 4,122 | 6,301 |
| 14 | 0,370 | 2,967 | 2,525 | 2,189 | 4,150 | 6,308 |
| 15 | 0,394 | 3,006 | 2,566 | 2,243 | 4,173 | 6,300 |
| 16 | 0,420 | 3,038 | 2,608 | 2,288 | 4,192 | 6,281 |
| 17 | 0,453 | 3,065 | 2,651 | 2,324 | 4,207 | 6,254 |
| 18 | 0,487 | 3,089 | 2,693 | 2,349 | 4,220 | 6,220 |
| 19 | 0,516 | 3,110 | 2,736 | 2,362 | 4,231 | 6,183 |
| 20 | 0,537 | 3,130 | 2,778 | 2,362 | 4,239 | 6,142 |
| 21 | 0,550 | 3,150 | 2,818 | 2,349 | 4,247 | 6,100 |
| 22 | 0,558 | 3,167 | 2,858 | 2,329 | 4,253 | 6,056 |
| 23 | 0,566 | 3,182 | 2,896 | 2,305 | 4,257 | 6,012 |
| 24 | 0,579 | 3,193 | 2,933 | 2,282 | 4,261 | 5,968 |
| 25 | 0,600 | 3,200 | 2,969 | 2,260 | 4,265 | 5,924 |
| 26 | 0,629 | 3,204 | 3,003 | 2,242 | 4,267 | 5,881 |
| 27 | 0,665 | 3,204 | 3,036 | 2,230 | 4,269 | 5,838 |
| 28 | 0,706 | 3,205 | 3,068 | 2,223 | 4,271 | 5,797 |
| 29 | 0,750 | 3,206 | 3,098 | 2,222 | 4,272 | 5,756 |
| 30 | 0,797 | 3,209 | 3,127 | 2,228 | 4,273 | 5,717 |
| 31 | 0,844 | 3,215 | 3,155 | 2,241 | 4,274 | 5,679 |
| 32 | 0,893 | 3,223 | 3,182 | 2,259 | 4,274 | 5,642 |
| 33 | 0,941 | 3,233 | 3,208 | 2,282 | 4,274 | 5,606 |
| 34 | 0,989 | 3,245 | 3,233 | 2,307 | 4,274 | 5,571 |
| 35 | 1,037 | 3,257 | 3,256 | 2,335 | 4,274 | 5,538 |
| 36 | 1,083 | 3,271 | 3,279 | 2,364 | 4,274 | 5,506 |
| 37 | 1,129 | 3,285 | 3,301 | 2,395 | 4,273 | 5,475 |
| 38 | 1,174 | 3,299 | 3,322 | 2,426 | 4,273 | 5,445 |
| 39 | 1,217 | 3,314 | 3,342 | 2,457 | 4,272 | 5,417 |
| 40 | 1,260 | 3,329 | 3,361 | 2,489 | 4,272 | 5,389 |
| 41 | 1,301 | 3,344 | 3,380 | 2,520 | 4,271 | 5,363 |
| 42 | 1,341 | 3,359 | 3,398 | 2,551 | 4,270 | 5,337 |
| 43 | 1,379 | 3,373 | 3,415 | 2,582 | 4,270 | 5,312 |
| 44 | 1,417 | 3,388 | 3,432 | 2,612 | 4,269 | 5,289 |
| 45 | 1,453 | 3,402 | 3,448 | 2,641 | 4,268 | 5,266 |
| 46 | 1,488 | 3,416 | 3,463 | 2,670 | 4,267 | 5,244 |
| 47 | 1,521 | 3,430 | 3,478 | 2,698 | 4,266 | 5,223 |
| 48 | 1,554 | 3,443 | 3,492 | 2,726 | 4,266 | 5,202 |
| 49 | 1,586 | 3,456 | 3,506 | 2,753 | 4,265 | 5,182 |
| 50 | 1,616 | 3,469 | 3,519 | 2,779 | 4,264 | 5,163 |
| 51 | 1,646 | 3,482 | 3,532 | 2,804 | 4,263 | 5,145 |
| 52 | 1,674 | 3,494 | 3,544 | 2,829 | 4,262 | 5,127 |
| 53 | 1,702 | 3,506 | 3,556 | 2,853 | 4,261 | 5,110 |
| 54 | 1,729 | 3,518 | 3,567 | 2,876 | 4,261 | 5,094 |
| 55 | 1,755 | 3,529 | 3,579 | 2,899 | 4,260 | 5,078 |
| 56 | 1,780 | 3,540 | 3,589 | 2,921 | 4,259 | 5,062 |
| 57 | 1,804 | 3,551 | 3,600 | 2,942 | 4,258 | 5,048 |
| 58 | 1,827 | 3,561 | 3,610 | 2,963 | 4,257 | 5,033 |
| 59 | 1,850 | 3,572 | 3,620 | 2,983 | 4,257 | 5,019 |
| 60 | 1,872 | 3,582 | 3,629 | 3,002 | 4,256 | 5,006 |
| 61 | 1,893 | 3,591 | 3,638 | 3,021 | 4,255 | 4,993 |
| 62 | 1,914 | 3,601 | 3,647 | 3,040 | 4,254 | 4,980 |
| 63 | 1,934 | 3,610 | 3,656 | 3,058 | 4,254 | 4,968 |
| 64 | 1,954 | 3,619 | 3,664 | 3,075 | 4,253 | 4,956 |
| 65 | 1,972 | 3,627 | 3,672 | 3,092 | 4,252 | 4,944 |
| 66 | 1,991 | 3,636 | 3,680 | 3,108 | 4,252 | 4,933 |
| 67 | 2,009 | 3,644 | 3,688 | 3,124 | 4,251 | 4,922 |
| 68 | 2,026 | 3,652 | 3,695 | 3,140 | 4,250 | 4,911 |
| 69 | 2,043 | 3,659 | 3,703 | 3,155 | 4,250 | 4,901 |
| 70 | 2,059 | 3,667 | 3,710 | 3,170 | 4,249 | 4,891 |
| 71 | 2,075 | 3,674 | 3,716 | 3,184 | 4,248 | 4,881 |
| 72 | 2,090 | 3,681 | 3,723 | 3,198 | 4,248 | 4,872 |
| 73 | 2,106 | 3,688 | 3,730 | 3,211 | 4,247 | 4,863 |
| 74 | 2,120 | 3,695 | 3,736 | 3,225 | 4,247 | 4,854 |
| 75 | 2,135 | 3,702 | 3,742 | 3,238 | 4,246 | 4,845 |
| 76 | 2,148 | 3,708 | 3,748 | 3,250 | 4,245 | 4,836 |
| 77 | 2,162 | 3,715 | 3,754 | 3,262 | 4,245 | 4,828 |
| 78 | 2,175 | 3,721 | 3,759 | 3,274 | 4,244 | 4,820 |
| 79 | 2,188 | 3,727 | 3,765 | 3,286 | 4,244 | 4,812 |
| 80 | 2,201 | 3,733 | 3,770 | 3,297 | 4,243 | 4,805 |
| 81 | 2,213 | 3,738 | 3,776 | 3,308 | 4,243 | 4,797 |
| 82 | 2,225 | 3,744 | 3,781 | 3,319 | 4,242 | 4,790 |
| 83 | 2,237 | 3,749 | 3,786 | 3,330 | 4,242 | 4,783 |
| 84 | 2,248 | 3,755 | 3,791 | 3,340 | 4,241 | 4,776 |
| 85 | 2,259 | 3,760 | 3,796 | 3,350 | 4,241 | 4,769 |
| 86 | 2,270 | 3,765 | 3,800 | 3,360 | 4,240 | 4,762 |
| 87 | 2,281 | 3,770 | 3,805 | 3,369 | 4,240 | 4,756 |
| 88 | 2,291 | 3,775 | 3,809 | 3,379 | 4,239 | 4,750 |
| 89 | 2,301 | 3,780 | 3,814 | 3,388 | 4,239 | 4,743 |
| 90 | 2,311 | 3,784 | 3,818 | 3,397 | 4,239 | 4,737 |
| 91 | 2,321 | 3,789 | 3,822 | 3,406 | 4,238 | 4,731 |
| 92 | 2,330 | 3,793 | 3,826 | 3,414 | 4,238 | 4,726 |
| 93 | 2,340 | 3,798 | 3,830 | 3,423 | 4,237 | 4,720 |
| 94 | 2,349 | 3,802 | 3,834 | 3,431 | 4,237 | 4,714 |
| 95 | 2,358 | 3,806 | 3,838 | 3,439 | 4,237 | 4,709 |
| 96 | 2,366 | 3,810 | 3,842 | 3,447 | 4,236 | 4,704 |
| 97 | 2,375 | 3,814 | 3,845 | 3,455 | 4,236 | 4,698 |
| 98 | 2,383 | 3,818 | 3,849 | 3,462 | 4,236 | 4,693 |
| 99 | 2,392 | 3,822 | 3,853 | 3,470 | 4,235 | 4,688 |
| 100 | 2,400 | 3,826 | 3,856 | 3,477 | 4,235 | 4,684 |
| 101 | 2,408 | 3,829 | 3,859 | 3,484 | 4,235 | 4,679 |
| 102 | 2,415 | 3,833 | 3,863 | 3,491 | 4,234 | 4,674 |
| 103 | 2,423 | 3,837 | 3,866 | 3,498 | 4,234 | 4,669 |
| 104 | 2,430 | 3,840 | 3,869 | 3,505 | 4,234 | 4,665 |
| 105 | 2,438 | 3,843 | 3,872 | 3,511 | 4,233 | 4,660 |
| 106 | 2,445 | 3,847 | 3,876 | 3,518 | 4,233 | 4,656 |
| 107 | 2,452 | 3,850 | 3,879 | 3,524 | 4,233 | 4,652 |
| 108 | 2,459 | 3,853 | 3,882 | 3,530 | 4,232 | 4,648 |
| 109 | 2,465 | 3,857 | 3,884 | 3,536 | 4,232 | 4,643 |
| 110 | 2,472 | 3,860 | 3,887 | 3,542 | 4,232 | 4,639 |
| 111 | 2,479 | 3,863 | 3,890 | 3,548 | 4,231 | 4,635 |
| 112 | 2,485 | 3,866 | 3,893 | 3,554 | 4,231 | 4,632 |
| 113 | 2,491 | 3,869 | 3,896 | 3,560 | 4,231 | 4,628 |
| 114 | 2,498 | 3,872 | 3,898 | 3,565 | 4,231 | 4,624 |
| 115 | 2,504 | 3,874 | 3,901 | 3,571 | 4,230 | 4,620 |
| 116 | 2,510 | 3,877 | 3,903 | 3,576 | 4,230 | 4,617 |
| 117 | 2,516 | 3,880 | 3,906 | 3,582 | 4,230 | 4,613 |
| 118 | 2,521 | 3,883 | 3,908 | 3,587 | 4,230 | 4,610 |
| 119 | 2,527 | 3,885 | 3,911 | 3,592 | 4,229 | 4,606 |
| 120 | 2,533 | 3,888 | 3,913 | 3,597 | 4,229 | 4,603 |
| 121 | 2,538 | 3,891 | 3,916 | 3,602 | 4,229 | 4,599 |
| 122 | 2,543 | 3,893 | 3,918 | 3,607 | 4,229 | 4,596 |
| 123 | 2,549 | 3,896 | 3,920 | 3,612 | 4,228 | 4,593 |
| 124 | 2,554 | 3,898 | 3,923 | 3,616 | 4,228 | 4,590 |
| 125 | 2,559 | 3,900 | 3,925 | 3,621 | 4,228 | 4,587 |
| 126 | 2,564 | 3,903 | 3,927 | 3,626 | 4,228 | 4,584 |
| 127 | 2,569 | 3,905 | 3,929 | 3,630 | 4,227 | 4,581 |
| 128 | 2,574 | 3,907 | 3,931 | 3,635 | 4,227 | 4,578 |
| 129 | 2,579 | 3,910 | 3,933 | 3,639 | 4,227 | 4,575 |
| 130 | 2,584 | 3,912 | 3,935 | 3,643 | 4,227 | 4,572 |
| 131 | 2,588 | 3,914 | 3,937 | 3,648 | 4,227 | 4,569 |
| 132 | 2,593 | 3,916 | 3,939 | 3,652 | 4,226 | 4,566 |
| 133 | 2,598 | 3,918 | 3,941 | 3,656 | 4,226 | 4,563 |
| 134 | 2,602 | 3,920 | 3,943 | 3,660 | 4,226 | 4,561 |
| 135 | 2,607 | 3,923 | 3,945 | 3,664 | 4,226 | 4,558 |
| 136 | 2,611 | 3,925 | 3,947 | 3,668 | 4,226 | 4,555 |
| 137 | 2,615 | 3,927 | 3,949 | 3,672 | 4,225 | 4,553 |
| 138 | 2,619 | 3,929 | 3,951 | 3,675 | 4,225 | 4,550 |
| 139 | 2,624 | 3,931 | 3,952 | 3,679 | 4,225 | 4,548 |
| 140 | 2,628 | 3,932 | 3,954 | 3,683 | 4,225 | 4,545 |
| 141 | 2,632 | 3,934 | 3,956 | 3,687 | 4,225 | 4,543 |
| 142 | 2,636 | 3,936 | 3,958 | 3,690 | 4,225 | 4,540 |
| 143 | 2,640 | 3,938 | 3,959 | 3,694 | 4,224 | 4,538 |
| 144 | 2,644 | 3,940 | 3,961 | 3,697 | 4,224 | 4,536 |
| 145 | 2,647 | 3,942 | 3,963 | 3,701 | 4,224 | 4,533 |
| 146 | 2,651 | 3,943 | 3,964 | 3,704 | 4,224 | 4,531 |
| 147 | 2,655 | 3,945 | 3,966 | 3,708 | 4,224 | 4,529 |
| 148 | 2,659 | 3,947 | 3,967 | 3,711 | 4,224 | 4,526 |
| 149 | 2,662 | 3,949 | 3,969 | 3,714 | 4,223 | 4,524 |
| 150 | 2,666 | 3,950 | 3,971 | 3,717 | 4,223 | 4,522 |

Term to maturity (in years)

Swiss franc (%)

Australian dollar (%)

Baht (%)

Canadian dollar (%)

Chilean peso (%)

Colombian peso (%)

1

– 0,735

1,724

1,350

1,067

2,223

4,303

2

– 0,643

1,881

1,461

1,220

2,510

4,722

3

– 0,546

2,041

1,599

1,349

2,769

5,055

4

– 0,439

2,179

1,759

1,459

3,033

5,289

5

– 0,327

2,303

1,900

1,554

3,269

5,442

6

– 0,221

2,416

2,014

1,625

3,497

5,582

7

– 0,116

2,511

2,111

1,695

3,687

5,683

8

– 0,018

2,594

2,197

1,765

3,823

5,859

9

0,072

2,670

2,272

1,842

3,918

6,002

10

0,152

2,742

2,337

1,908

3,989

6,130

11

0,203

2,808

2,393

1,982

4,043

6,221

12

0,270

2,867

2,442

2,058

4,087

6,274

13

0,311

2,920

2,485

2,128

4,122

6,301

14

0,370

2,967

2,525

2,189

4,150

6,308

15

0,394

3,006

2,566

2,243

4,173

6,300

16

0,420

3,038

2,608

2,288

4,192

6,281

17

0,453

3,065

2,651

2,324

4,207

6,254

18

0,487

3,089

2,693

2,349

4,220

6,220

19

0,516

3,110

2,736

2,362

4,231

6,183

20

0,537

3,130

2,778

2,362

4,239

6,142

21

0,550

3,150

2,818

2,349

4,247

6,100

22

0,558

3,167

2,858

2,329

4,253

6,056

23

0,566

3,182

2,896

2,305

4,257

6,012

24

0,579

3,193

2,933

2,282

4,261

5,968

25

0,600

3,200

2,969

2,260

4,265

5,924

26

0,629

3,204

3,003

2,242

4,267

5,881

27

0,665

3,204

3,036

2,230

4,269

5,838

28

0,706

3,205

3,068

2,223

4,271

5,797

29

0,750

3,206

3,098

2,222

4,272

5,756

30

0,797

3,209

3,127

2,228

4,273

5,717

31

0,844

3,215

3,155

2,241

4,274

5,679

32

0,893

3,223

3,182

2,259

4,274

5,642

33

0,941

3,233

3,208

2,282

4,274

5,606

34

0,989

3,245

3,233

2,307

4,274

5,571

35

1,037

3,257

3,256

2,335

4,274

5,538

36

1,083

3,271

3,279

2,364

4,274

5,506

37

1,129

3,285

3,301

2,395

4,273

5,475

38

1,174

3,299

3,322

2,426

4,273

5,445

39

1,217

3,314

3,342

2,457

4,272

5,417

40

1,260

3,329

3,361

2,489

4,272

5,389

41

1,301

3,344

3,380

2,520

4,271

5,363

42

1,341

3,359

3,398

2,551

4,270

5,337

43

1,379

3,373

3,415

2,582

4,270

5,312

44

1,417

3,388

3,432

2,612

4,269

5,289

45

1,453

3,402

3,448

2,641

4,268

5,266

46

1,488

3,416

3,463

2,670

4,267

5,244

47

1,521

3,430

3,478

2,698

4,266

5,223

48

1,554

3,443

3,492

2,726

4,266

5,202

49

1,586

3,456

3,506

2,753

4,265

5,182

50

1,616

3,469

3,519

2,779

4,264

5,163

51

1,646

3,482

3,532

2,804

4,263

5,145

52

1,674

3,494

3,544

2,829

4,262

5,127

53

1,702

3,506

3,556

2,853

4,261

5,110

54

1,729

3,518

3,567

2,876

4,261

5,094

55

1,755

3,529

3,579

2,899

4,260

5,078

56

1,780

3,540

3,589

2,921

4,259

5,062

57

1,804

3,551

3,600

2,942

4,258

5,048

58

1,827

3,561

3,610

2,963

4,257

5,033

59

1,850

3,572

3,620

2,983

4,257

5,019

60

1,872

3,582

3,629

3,002

4,256

5,006

61

1,893

3,591

3,638

3,021

4,255

4,993

62

1,914

3,601

3,647

3,040

4,254

4,980

63

1,934

3,610

3,656

3,058

4,254

4,968

64

1,954

3,619

3,664

3,075

4,253

4,956

65

1,972

3,627

3,672

3,092

4,252

4,944

66

1,991

3,636

3,680

3,108

4,252

4,933

67

2,009

3,644

3,688

3,124

4,251

4,922

68

2,026

3,652

3,695

3,140

4,250

4,911

69

2,043

3,659

3,703

3,155

4,250

4,901

70

2,059

3,667

3,710

3,170

4,249

4,891

71

2,075

3,674

3,716

3,184

4,248

4,881

72

2,090

3,681

3,723

3,198

4,248

4,872

73

2,106

3,688

3,730

3,211

4,247

4,863

74

2,120

3,695

3,736

3,225

4,247

4,854

75

2,135

3,702

3,742

3,238

4,246

4,845

76

2,148

3,708

3,748

3,250

4,245

4,836

77

2,162

3,715

3,754

3,262

4,245

4,828

78

2,175

3,721

3,759

3,274

4,244

4,820

79

2,188

3,727

3,765

3,286

4,244

4,812

80

2,201

3,733

3,770

3,297

4,243

4,805

81

2,213

3,738

3,776

3,308

4,243

4,797

82

2,225

3,744

3,781

3,319

4,242

4,790

83

2,237

3,749

3,786

3,330

4,242

4,783

84

2,248

3,755

3,791

3,340

4,241

4,776

85

2,259

3,760

3,796

3,350

4,241

4,769

86

2,270

3,765

3,800

3,360

4,240

4,762

87

2,281

3,770

3,805

3,369

4,240

4,756

88

2,291

3,775

3,809

3,379

4,239

4,750

89

2,301

3,780

3,814

3,388

4,239

4,743

90

2,311

3,784

3,818

3,397

4,239

4,737

91

2,321

3,789

3,822

3,406

4,238

4,731

92

2,330

3,793

3,826

3,414

4,238

4,726

93

2,340

3,798

3,830

3,423

4,237

4,720

94

2,349

3,802

3,834

3,431

4,237

4,714

95

2,358

3,806

3,838

3,439

4,237

4,709

96

2,366

3,810

3,842

3,447

4,236

4,704

97

2,375

3,814

3,845

3,455

4,236

4,698

98

2,383

3,818

3,849

3,462

4,236

4,693

99

2,392

3,822

3,853

3,470

4,235

4,688

100

2,400

3,826

3,856

3,477

4,235

4,684

101

2,408

3,829

3,859

3,484

4,235

4,679

102

2,415

3,833

3,863

3,491

4,234

4,674

103

2,423

3,837

3,866

3,498

4,234

4,669

104

2,430

3,840

3,869

3,505

4,234

4,665

105

2,438

3,843

3,872

3,511

4,233

4,660

106

2,445

3,847

3,876

3,518

4,233

4,656

107

2,452

3,850

3,879

3,524

4,233

4,652

108

2,459

3,853

3,882

3,530

4,232

4,648

109

2,465

3,857

3,884

3,536

4,232

4,643

110

2,472

3,860

3,887

3,542

4,232

4,639

111

2,479

3,863

3,890

3,548

4,231

4,635

112

2,485

3,866

3,893

3,554

4,231

4,632

113

2,491

3,869

3,896

3,560

4,231

4,628

114

2,498

3,872

3,898

3,565

4,231

4,624

115

2,504

3,874

3,901

3,571

4,230

4,620

116

2,510

3,877

3,903

3,576

4,230

4,617

117

2,516

3,880

3,906

3,582

4,230

4,613

118

2,521

3,883

3,908

3,587

4,230

4,610

119

2,527

3,885

3,911

3,592

4,229

4,606

120

2,533

3,888

3,913

3,597

4,229

4,603

121

2,538

3,891

3,916

3,602

4,229

4,599

122

2,543

3,893

3,918

3,607

4,229

4,596

123

2,549

3,896

3,920

3,612

4,228

4,593

124

2,554

3,898

3,923

3,616

4,228

4,590

125

2,559

3,900

3,925

3,621

4,228

4,587

126

2,564

3,903

3,927

3,626

4,228

4,584

127

2,569

3,905

3,929

3,630

4,227

4,581

128

2,574

3,907

3,931

3,635

4,227

4,578

129

2,579

3,910

3,933

3,639

4,227

4,575

130

2,584

3,912

3,935

3,643

4,227

4,572

131

2,588

3,914

3,937

3,648

4,227

4,569

132

2,593

3,916

3,939

3,652

4,226

4,566

133

2,598

3,918

3,941

3,656

4,226

4,563

134

2,602

3,920

3,943

3,660

4,226

4,561

135

2,607

3,923

3,945

3,664

4,226

4,558

136

2,611

3,925

3,947

3,668

4,226

4,555

137

2,615

3,927

3,949

3,672

4,225

4,553

138

2,619

3,929

3,951

3,675

4,225

4,550

139

2,624

3,931

3,952

3,679

4,225

4,548

140

2,628

3,932

3,954

3,683

4,225

4,545

141

2,632

3,934

3,956

3,687

4,225

4,543

142

2,636

3,936

3,958

3,690

4,225

4,540

143

2,640

3,938

3,959

3,694

4,224

4,538

144

2,644

3,940

3,961

3,697

4,224

4,536

145

2,647

3,942

3,963

3,701

4,224

4,533

146

2,651

3,943

3,964

3,704

4,224

4,531

147

2,655

3,945

3,966

3,708

4,224

4,529

148

2,659

3,947

3,967

3,711

4,224

4,526

149

2,662

3,949

3,969

3,714

4,223

4,524

150

2,666

3,950

3,971

3,717

4,223

4,522

| Term to maturity (in years) | Hong Kong dollar (%) | Indian rupee (%) | Mexican peso (%) | New Taiwan dollar (%) | New Zealand dollar (%) | Rand (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,944 | 6,002 | 7,054 | 0,402 | 1,886 | 7,022 |
| 2 | 1,167 | 6,058 | 6,695 | 0,497 | 2,124 | 6,964 |
| 3 | 1,361 | 6,130 | 6,565 | 0,580 | 2,344 | 7,051 |
| 4 | 1,484 | 6,214 | 6,572 | 0,656 | 2,529 | 7,199 |
| 5 | 1,595 | 6,295 | 6,645 | 0,731 | 2,690 | 7,362 |
| 6 | 1,687 | 6,376 | 6,766 | 0,816 | 2,829 | 7,529 |
| 7 | 1,766 | 6,434 | 6,887 | 0,877 | 2,949 | 7,688 |
| 8 | 1,838 | 6,492 | 6,979 | 0,947 | 3,049 | 7,839 |
| 9 | 1,902 | 6,538 | 7,057 | 1,014 | 3,138 | 7,979 |
| 10 | 1,959 | 6,569 | 7,136 | 1,078 | 3,211 | 8,100 |
| 11 | 2,007 | 6,583 | 7,223 | 1,154 | 3,280 | 8,204 |
| 12 | 2,045 | 6,584 | 7,315 | 1,239 | 3,342 | 8,287 |
| 13 | 2,075 | 6,575 | 7,407 | 1,329 | 3,394 | 8,346 |
| 14 | 2,102 | 6,560 | 7,496 | 1,421 | 3,442 | 8,380 |
| 15 | 2,133 | 6,540 | 7,580 | 1,512 | 3,493 | 8,392 |
| 16 | 2,171 | 6,516 | 7,657 | 1,601 | 3,549 | 8,383 |
| 17 | 2,214 | 6,490 | 7,725 | 1,688 | 3,607 | 8,356 |
| 18 | 2,261 | 6,462 | 7,780 | 1,772 | 3,665 | 8,317 |
| 19 | 2,309 | 6,434 | 7,821 | 1,853 | 3,719 | 8,268 |
| 20 | 2,358 | 6,405 | 7,844 | 1,930 | 3,768 | 8,212 |
| 21 | 2,407 | 6,375 | 7,850 | 2,004 | 3,811 | 8,151 |
| 22 | 2,456 | 6,346 | 7,841 | 2,074 | 3,848 | 8,087 |
| 23 | 2,504 | 6,318 | 7,820 | 2,142 | 3,880 | 8,021 |
| 24 | 2,550 | 6,289 | 7,790 | 2,206 | 3,908 | 7,953 |
| 25 | 2,595 | 6,262 | 7,753 | 2,267 | 3,932 | 7,886 |
| 26 | 2,639 | 6,235 | 7,711 | 2,325 | 3,954 | 7,819 |
| 27 | 2,682 | 6,208 | 7,665 | 2,381 | 3,973 | 7,752 |
| 28 | 2,723 | 6,183 | 7,616 | 2,434 | 3,989 | 7,687 |
| 29 | 2,762 | 6,158 | 7,566 | 2,484 | 4,004 | 7,623 |
| 30 | 2,800 | 6,134 | 7,515 | 2,532 | 4,017 | 7,561 |
| 31 | 2,837 | 6,111 | 7,464 | 2,578 | 4,029 | 7,501 |
| 32 | 2,872 | 6,089 | 7,413 | 2,622 | 4,040 | 7,442 |
| 33 | 2,906 | 6,067 | 7,363 | 2,664 | 4,049 | 7,386 |
| 34 | 2,938 | 6,046 | 7,313 | 2,703 | 4,057 | 7,331 |
| 35 | 2,969 | 6,026 | 7,264 | 2,742 | 4,065 | 7,278 |
| 36 | 2,999 | 6,007 | 7,217 | 2,778 | 4,072 | 7,228 |
| 37 | 3,028 | 5,988 | 7,170 | 2,813 | 4,078 | 7,179 |
| 38 | 3,055 | 5,970 | 7,125 | 2,846 | 4,084 | 7,132 |
| 39 | 3,082 | 5,953 | 7,082 | 2,878 | 4,089 | 7,086 |
| 40 | 3,107 | 5,936 | 7,040 | 2,909 | 4,094 | 7,043 |
| 41 | 3,132 | 5,920 | 6,999 | 2,938 | 4,098 | 7,001 |
| 42 | 3,155 | 5,904 | 6,959 | 2,966 | 4,102 | 6,961 |
| 43 | 3,178 | 5,889 | 6,921 | 2,993 | 4,105 | 6,922 |
| 44 | 3,199 | 5,875 | 6,884 | 3,019 | 4,109 | 6,885 |
| 45 | 3,220 | 5,861 | 6,849 | 3,044 | 4,112 | 6,849 |
| 46 | 3,240 | 5,848 | 6,815 | 3,068 | 4,115 | 6,814 |
| 47 | 3,260 | 5,835 | 6,782 | 3,091 | 4,117 | 6,781 |
| 48 | 3,278 | 5,822 | 6,750 | 3,113 | 4,120 | 6,749 |
| 49 | 3,296 | 5,810 | 6,719 | 3,135 | 4,122 | 6,718 |
| 50 | 3,314 | 5,799 | 6,690 | 3,155 | 4,124 | 6,688 |
| 51 | 3,330 | 5,788 | 6,661 | 3,175 | 4,126 | 6,660 |
| 52 | 3,347 | 5,777 | 6,633 | 3,194 | 4,128 | 6,632 |
| 53 | 3,362 | 5,766 | 6,607 | 3,213 | 4,130 | 6,605 |
| 54 | 3,377 | 5,756 | 6,581 | 3,230 | 4,131 | 6,580 |
| 55 | 3,392 | 5,746 | 6,556 | 3,248 | 4,133 | 6,555 |
| 56 | 3,406 | 5,737 | 6,532 | 3,264 | 4,134 | 6,531 |
| 57 | 3,419 | 5,728 | 6,509 | 3,280 | 4,136 | 6,508 |
| 58 | 3,433 | 5,719 | 6,487 | 3,296 | 4,137 | 6,485 |
| 59 | 3,445 | 5,710 | 6,465 | 3,311 | 4,138 | 6,463 |
| 60 | 3,458 | 5,702 | 6,444 | 3,326 | 4,140 | 6,443 |
| 61 | 3,470 | 5,694 | 6,424 | 3,340 | 4,141 | 6,422 |
| 62 | 3,481 | 5,686 | 6,404 | 3,353 | 4,142 | 6,402 |
| 63 | 3,493 | 5,678 | 6,385 | 3,367 | 4,143 | 6,383 |
| 64 | 3,503 | 5,671 | 6,366 | 3,379 | 4,144 | 6,365 |
| 65 | 3,514 | 5,664 | 6,348 | 3,392 | 4,145 | 6,347 |
| 66 | 3,524 | 5,657 | 6,331 | 3,404 | 4,146 | 6,330 |
| 67 | 3,534 | 5,650 | 6,314 | 3,416 | 4,147 | 6,313 |
| 68 | 3,544 | 5,643 | 6,298 | 3,427 | 4,148 | 6,296 |
| 69 | 3,553 | 5,637 | 6,282 | 3,438 | 4,148 | 6,280 |
| 70 | 3,563 | 5,631 | 6,266 | 3,449 | 4,149 | 6,265 |
| 71 | 3,571 | 5,625 | 6,251 | 3,460 | 4,150 | 6,250 |
| 72 | 3,580 | 5,619 | 6,236 | 3,470 | 4,151 | 6,235 |
| 73 | 3,589 | 5,613 | 6,222 | 3,480 | 4,151 | 6,221 |
| 74 | 3,597 | 5,608 | 6,208 | 3,489 | 4,152 | 6,207 |
| 75 | 3,605 | 5,602 | 6,195 | 3,499 | 4,153 | 6,194 |
| 76 | 3,613 | 5,597 | 6,182 | 3,508 | 4,154 | 6,181 |
| 77 | 3,620 | 5,592 | 6,169 | 3,517 | 4,154 | 6,168 |
| 78 | 3,628 | 5,587 | 6,156 | 3,526 | 4,155 | 6,155 |
| 79 | 3,635 | 5,582 | 6,144 | 3,534 | 4,155 | 6,143 |
| 80 | 3,642 | 5,577 | 6,132 | 3,542 | 4,156 | 6,131 |
| 81 | 3,649 | 5,573 | 6,121 | 3,550 | 4,156 | 6,120 |
| 82 | 3,655 | 5,568 | 6,110 | 3,558 | 4,157 | 6,109 |
| 83 | 3,662 | 5,564 | 6,099 | 3,566 | 4,158 | 6,098 |
| 84 | 3,668 | 5,559 | 6,088 | 3,574 | 4,158 | 6,087 |
| 85 | 3,674 | 5,555 | 6,077 | 3,581 | 4,159 | 6,076 |
| 86 | 3,681 | 5,551 | 6,067 | 3,588 | 4,159 | 6,066 |
| 87 | 3,687 | 5,547 | 6,057 | 3,595 | 4,160 | 6,056 |
| 88 | 3,692 | 5,543 | 6,047 | 3,602 | 4,160 | 6,046 |
| 89 | 3,698 | 5,539 | 6,038 | 3,609 | 4,160 | 6,037 |
| 90 | 3,704 | 5,535 | 6,028 | 3,615 | 4,161 | 6,028 |
| 91 | 3,709 | 5,532 | 6,019 | 3,622 | 4,161 | 6,018 |
| 92 | 3,714 | 5,528 | 6,010 | 3,628 | 4,162 | 6,010 |
| 93 | 3,720 | 5,525 | 6,002 | 3,634 | 4,162 | 6,001 |
| 94 | 3,725 | 5,521 | 5,993 | 3,640 | 4,163 | 5,992 |
| 95 | 3,730 | 5,518 | 5,985 | 3,646 | 4,163 | 5,984 |
| 96 | 3,735 | 5,514 | 5,976 | 3,652 | 4,163 | 5,976 |
| 97 | 3,739 | 5,511 | 5,968 | 3,657 | 4,164 | 5,968 |
| 98 | 3,744 | 5,508 | 5,961 | 3,663 | 4,164 | 5,960 |
| 99 | 3,749 | 5,505 | 5,953 | 3,668 | 4,165 | 5,952 |
| 100 | 3,753 | 5,502 | 5,945 | 3,673 | 4,165 | 5,945 |
| 101 | 3,757 | 5,499 | 5,938 | 3,679 | 4,165 | 5,937 |
| 102 | 3,762 | 5,496 | 5,931 | 3,684 | 4,166 | 5,930 |
| 103 | 3,766 | 5,493 | 5,924 | 3,689 | 4,166 | 5,923 |
| 104 | 3,770 | 5,490 | 5,917 | 3,694 | 4,166 | 5,916 |
| 105 | 3,774 | 5,487 | 5,910 | 3,698 | 4,167 | 5,909 |
| 106 | 3,778 | 5,485 | 5,903 | 3,703 | 4,167 | 5,902 |
| 107 | 3,782 | 5,482 | 5,896 | 3,708 | 4,167 | 5,896 |
| 108 | 3,786 | 5,479 | 5,890 | 3,712 | 4,167 | 5,889 |
| 109 | 3,790 | 5,477 | 5,884 | 3,717 | 4,168 | 5,883 |
| 110 | 3,794 | 5,474 | 5,877 | 3,721 | 4,168 | 5,877 |
| 111 | 3,797 | 5,472 | 5,871 | 3,726 | 4,168 | 5,871 |
| 112 | 3,801 | 5,469 | 5,865 | 3,730 | 4,169 | 5,865 |
| 113 | 3,804 | 5,467 | 5,859 | 3,734 | 4,169 | 5,859 |
| 114 | 3,808 | 5,465 | 5,853 | 3,738 | 4,169 | 5,853 |
| 115 | 3,811 | 5,462 | 5,848 | 3,742 | 4,169 | 5,847 |
| 116 | 3,815 | 5,460 | 5,842 | 3,746 | 4,170 | 5,842 |
| 117 | 3,818 | 5,458 | 5,837 | 3,750 | 4,170 | 5,836 |
| 118 | 3,821 | 5,456 | 5,831 | 3,754 | 4,170 | 5,831 |
| 119 | 3,824 | 5,454 | 5,826 | 3,757 | 4,170 | 5,825 |
| 120 | 3,827 | 5,451 | 5,821 | 3,761 | 4,171 | 5,820 |
| 121 | 3,830 | 5,449 | 5,816 | 3,765 | 4,171 | 5,815 |
| 122 | 3,834 | 5,447 | 5,811 | 3,768 | 4,171 | 5,810 |
| 123 | 3,836 | 5,445 | 5,806 | 3,772 | 4,171 | 5,805 |
| 124 | 3,839 | 5,443 | 5,801 | 3,775 | 4,172 | 5,800 |
| 125 | 3,842 | 5,441 | 5,796 | 3,779 | 4,172 | 5,795 |
| 126 | 3,845 | 5,439 | 5,791 | 3,782 | 4,172 | 5,790 |
| 127 | 3,848 | 5,438 | 5,786 | 3,785 | 4,172 | 5,786 |
| 128 | 3,851 | 5,436 | 5,782 | 3,788 | 4,173 | 5,781 |
| 129 | 3,853 | 5,434 | 5,777 | 3,792 | 4,173 | 5,777 |
| 130 | 3,856 | 5,432 | 5,773 | 3,795 | 4,173 | 5,772 |
| 131 | 3,859 | 5,430 | 5,768 | 3,798 | 4,173 | 5,768 |
| 132 | 3,861 | 5,429 | 5,764 | 3,801 | 4,173 | 5,764 |
| 133 | 3,864 | 5,427 | 5,760 | 3,804 | 4,174 | 5,759 |
| 134 | 3,866 | 5,425 | 5,756 | 3,807 | 4,174 | 5,755 |
| 135 | 3,869 | 5,423 | 5,752 | 3,810 | 4,174 | 5,751 |
| 136 | 3,871 | 5,422 | 5,748 | 3,813 | 4,174 | 5,747 |
| 137 | 3,874 | 5,420 | 5,743 | 3,815 | 4,174 | 5,743 |
| 138 | 3,876 | 5,419 | 5,740 | 3,818 | 4,175 | 5,739 |
| 139 | 3,878 | 5,417 | 5,736 | 3,821 | 4,175 | 5,735 |
| 140 | 3,881 | 5,415 | 5,732 | 3,824 | 4,175 | 5,731 |
| 141 | 3,883 | 5,414 | 5,728 | 3,826 | 4,175 | 5,728 |
| 142 | 3,885 | 5,412 | 5,724 | 3,829 | 4,175 | 5,724 |
| 143 | 3,887 | 5,411 | 5,721 | 3,832 | 4,175 | 5,720 |
| 144 | 3,889 | 5,410 | 5,717 | 3,834 | 4,176 | 5,716 |
| 145 | 3,892 | 5,408 | 5,713 | 3,837 | 4,176 | 5,713 |
| 146 | 3,894 | 5,407 | 5,710 | 3,839 | 4,176 | 5,709 |
| 147 | 3,896 | 5,405 | 5,706 | 3,842 | 4,176 | 5,706 |
| 148 | 3,898 | 5,404 | 5,703 | 3,844 | 4,176 | 5,702 |
| 149 | 3,900 | 5,402 | 5,700 | 3,846 | 4,176 | 5,699 |
| 150 | 3,902 | 5,401 | 5,696 | 3,849 | 4,177 | 5,696 |

Term to maturity (in years)

Hong Kong dollar (%)

Indian rupee (%)

Mexican peso (%)

New Taiwan dollar (%)

New Zealand dollar (%)

Rand (%)

1

0,944

6,002

7,054

0,402

1,886

7,022

2

1,167

6,058

6,695

0,497

2,124

6,964

3

1,361

6,130

6,565

0,580

2,344

7,051

4

1,484

6,214

6,572

0,656

2,529

7,199

5

1,595

6,295

6,645

0,731

2,690

7,362

6

1,687

6,376

6,766

0,816

2,829

7,529

7

1,766

6,434

6,887

0,877

2,949

7,688

8

1,838

6,492

6,979

0,947

3,049

7,839

9

1,902

6,538

7,057

1,014

3,138

7,979

10

1,959

6,569

7,136

1,078

3,211

8,100

11

2,007

6,583

7,223

1,154

3,280

8,204

12

2,045

6,584

7,315

1,239

3,342

8,287

13

2,075

6,575

7,407

1,329

3,394

8,346

14

2,102

6,560

7,496

1,421

3,442

8,380

15

2,133

6,540

7,580

1,512

3,493

8,392

16

2,171

6,516

7,657

1,601

3,549

8,383

17

2,214

6,490

7,725

1,688

3,607

8,356

18

2,261

6,462

7,780

1,772

3,665

8,317

19

2,309

6,434

7,821

1,853

3,719

8,268

20

2,358

6,405

7,844

1,930

3,768

8,212

21

2,407

6,375

7,850

2,004

3,811

8,151

22

2,456

6,346

7,841

2,074

3,848

8,087

23

2,504

6,318

7,820

2,142

3,880

8,021

24

2,550

6,289

7,790

2,206

3,908

7,953

25

2,595

6,262

7,753

2,267

3,932

7,886

26

2,639

6,235

7,711

2,325

3,954

7,819

27

2,682

6,208

7,665

2,381

3,973

7,752

28

2,723

6,183

7,616

2,434

3,989

7,687

29

2,762

6,158

7,566

2,484

4,004

7,623

30

2,800

6,134

7,515

2,532

4,017

7,561

31

2,837

6,111

7,464

2,578

4,029

7,501

32

2,872

6,089

7,413

2,622

4,040

7,442

33

2,906

6,067

7,363

2,664

4,049

7,386

34

2,938

6,046

7,313

2,703

4,057

7,331

35

2,969

6,026

7,264

2,742

4,065

7,278

36

2,999

6,007

7,217

2,778

4,072

7,228

37

3,028

5,988

7,170

2,813

4,078

7,179

38

3,055

5,970

7,125

2,846

4,084

7,132

39

3,082

5,953

7,082

2,878

4,089

7,086

40

3,107

5,936

7,040

2,909

4,094

7,043

41

3,132

5,920

6,999

2,938

4,098

7,001

42

3,155

5,904

6,959

2,966

4,102

6,961

43

3,178

5,889

6,921

2,993

4,105

6,922

44

3,199

5,875

6,884

3,019

4,109

6,885

45

3,220

5,861

6,849

3,044

4,112

6,849

46

3,240

5,848

6,815

3,068

4,115

6,814

47

3,260

5,835

6,782

3,091

4,117

6,781

48

3,278

5,822

6,750

3,113

4,120

6,749

49

3,296

5,810

6,719

3,135

4,122

6,718

50

3,314

5,799

6,690

3,155

4,124

6,688

51

3,330

5,788

6,661

3,175

4,126

6,660

52

3,347

5,777

6,633

3,194

4,128

6,632

53

3,362

5,766

6,607

3,213

4,130

6,605

54

3,377

5,756

6,581

3,230

4,131

6,580

55

3,392

5,746

6,556

3,248

4,133

6,555

56

3,406

5,737

6,532

3,264

4,134

6,531

57

3,419

5,728

6,509

3,280

4,136

6,508

58

3,433

5,719

6,487

3,296

4,137

6,485

59

3,445

5,710

6,465

3,311

4,138

6,463

60

3,458

5,702

6,444

3,326

4,140

6,443

61

3,470

5,694

6,424

3,340

4,141

6,422

62

3,481

5,686

6,404

3,353

4,142

6,402

63

3,493

5,678

6,385

3,367

4,143

6,383

64

3,503

5,671

6,366

3,379

4,144

6,365

65

3,514

5,664

6,348

3,392

4,145

6,347

66

3,524

5,657

6,331

3,404

4,146

6,330

67

3,534

5,650

6,314

3,416

4,147

6,313

68

3,544

5,643

6,298

3,427

4,148

6,296

69

3,553

5,637

6,282

3,438

4,148

6,280

70

3,563

5,631

6,266

3,449

4,149

6,265

71

3,571

5,625

6,251

3,460

4,150

6,250

72

3,580

5,619

6,236

3,470

4,151

6,235

73

3,589

5,613

6,222

3,480

4,151

6,221

74

3,597

5,608

6,208

3,489

4,152

6,207

75

3,605

5,602

6,195

3,499

4,153

6,194

76

3,613

5,597

6,182

3,508

4,154

6,181

77

3,620

5,592

6,169

3,517

4,154

6,168

78

3,628

5,587

6,156

3,526

4,155

6,155

79

3,635

5,582

6,144

3,534

4,155

6,143

80

3,642

5,577

6,132

3,542

4,156

6,131

81

3,649

5,573

6,121

3,550

4,156

6,120

82

3,655

5,568

6,110

3,558

4,157

6,109

83

3,662

5,564

6,099

3,566

4,158

6,098

84

3,668

5,559

6,088

3,574

4,158

6,087

85

3,674

5,555

6,077

3,581

4,159

6,076

86

3,681

5,551

6,067

3,588

4,159

6,066

87

3,687

5,547

6,057

3,595

4,160

6,056

88

3,692

5,543

6,047

3,602

4,160

6,046

89

3,698

5,539

6,038

3,609

4,160

6,037

90

3,704

5,535

6,028

3,615

4,161

6,028

91

3,709

5,532

6,019

3,622

4,161

6,018

92

3,714

5,528

6,010

3,628

4,162

6,010

93

3,720

5,525

6,002

3,634

4,162

6,001

94

3,725

5,521

5,993

3,640

4,163

5,992

95

3,730

5,518

5,985

3,646

4,163

5,984

96

3,735

5,514

5,976

3,652

4,163

5,976

97

3,739

5,511

5,968

3,657

4,164

5,968

98

3,744

5,508

5,961

3,663

4,164

5,960

99

3,749

5,505

5,953

3,668

4,165

5,952

100

3,753

5,502

5,945

3,673

4,165

5,945

101

3,757

5,499

5,938

3,679

4,165

5,937

102

3,762

5,496

5,931

3,684

4,166

5,930

103

3,766

5,493

5,924

3,689

4,166

5,923

104

3,770

5,490

5,917

3,694

4,166

5,916

105

3,774

5,487

5,910

3,698

4,167

5,909

106

3,778

5,485

5,903

3,703

4,167

5,902

107

3,782

5,482

5,896

3,708

4,167

5,896

108

3,786

5,479

5,890

3,712

4,167

5,889

109

3,790

5,477

5,884

3,717

4,168

5,883

110

3,794

5,474

5,877

3,721

4,168

5,877

111

3,797

5,472

5,871

3,726

4,168

5,871

112

3,801

5,469

5,865

3,730

4,169

5,865

113

3,804

5,467

5,859

3,734

4,169

5,859

114

3,808

5,465

5,853

3,738

4,169

5,853

115

3,811

5,462

5,848

3,742

4,169

5,847

116

3,815

5,460

5,842

3,746

4,170

5,842

117

3,818

5,458

5,837

3,750

4,170

5,836

118

3,821

5,456

5,831

3,754

4,170

5,831

119

3,824

5,454

5,826

3,757

4,170

5,825

120

3,827

5,451

5,821

3,761

4,171

5,820

121

3,830

5,449

5,816

3,765

4,171

5,815

122

3,834

5,447

5,811

3,768

4,171

5,810

123

3,836

5,445

5,806

3,772

4,171

5,805

124

3,839

5,443

5,801

3,775

4,172

5,800

125

3,842

5,441

5,796

3,779

4,172

5,795

126

3,845

5,439

5,791

3,782

4,172

5,790

127

3,848

5,438

5,786

3,785

4,172

5,786

128

3,851

5,436

5,782

3,788

4,173

5,781

129

3,853

5,434

5,777

3,792

4,173

5,777

130

3,856

5,432

5,773

3,795

4,173

5,772

131

3,859

5,430

5,768

3,798

4,173

5,768

132

3,861

5,429

5,764

3,801

4,173

5,764

133

3,864

5,427

5,760

3,804

4,174

5,759

134

3,866

5,425

5,756

3,807

4,174

5,755

135

3,869

5,423

5,752

3,810

4,174

5,751

136

3,871

5,422

5,748

3,813

4,174

5,747

137

3,874

5,420

5,743

3,815

4,174

5,743

138

3,876

5,419

5,740

3,818

4,175

5,739

139

3,878

5,417

5,736

3,821

4,175

5,735

140

3,881

5,415

5,732

3,824

4,175

5,731

141

3,883

5,414

5,728

3,826

4,175

5,728

142

3,885

5,412

5,724

3,829

4,175

5,724

143

3,887

5,411

5,721

3,832

4,175

5,720

144

3,889

5,410

5,717

3,834

4,176

5,716

145

3,892

5,408

5,713

3,837

4,176

5,713

146

3,894

5,407

5,710

3,839

4,176

5,709

147

3,896

5,405

5,706

3,842

4,176

5,706

148

3,898

5,404

5,703

3,844

4,176

5,702

149

3,900

5,402

5,700

3,846

4,176

5,699

150

3,902

5,401

5,696

3,849

4,177

5,696

| Term to maturity (in years) | Real (%) | Renminbi-yuan (%) | Ringgit (%) | Russian rouble (%) | Singapore dollar (%) | South Korean won (%) |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 7,977 | 3,223 | 3,316 | 8,615 | 0,905 | 1,362 |
| 2 | 8,464 | 3,283 | 3,389 | 8,162 | 1,141 | 1,464 |
| 3 | 9,003 | 3,381 | 3,465 | 7,941 | 1,339 | 1,533 |
| 4 | 9,289 | 3,475 | 3,505 | 7,803 | 1,509 | 1,594 |
| 5 | 9,460 | 3,545 | 3,559 | 7,694 | 1,653 | 1,639 |
| 6 | 9,583 | 3,702 | 3,617 | 7,630 | 1,787 | 1,670 |
| 7 | 9,679 | 3,852 | 3,676 | 7,587 | 1,909 | 1,699 |
| 8 | 9,730 | 3,926 | 3,737 | 7,541 | 2,015 | 1,731 |
| 9 | 9,750 | 3,951 | 3,795 | 7,487 | 2,103 | 1,761 |
| 10 | 9,766 | 3,958 | 3,849 | 7,424 | 2,171 | 1,786 |
| 11 | 9,751 | 3,962 | 3,898 | 7,352 | 2,219 | 1,804 |
| 12 | 9,707 | 3,967 | 3,945 | 7,274 | 2,260 | 1,815 |
| 13 | 9,641 | 3,971 | 3,994 | 7,192 | 2,298 | 1,820 |
| 14 | 9,560 | 3,976 | 4,045 | 7,109 | 2,332 | 1,818 |
| 15 | 9,469 | 3,981 | 4,097 | 7,025 | 2,358 | 1,813 |
| 16 | 9,370 | 3,985 | 4,148 | 6,942 | 2,375 | 1,805 |
| 17 | 9,267 | 3,990 | 4,196 | 6,859 | 2,387 | 1,799 |
| 18 | 9,161 | 3,995 | 4,241 | 6,779 | 2,399 | 1,798 |
| 19 | 9,054 | 3,999 | 4,280 | 6,701 | 2,414 | 1,806 |
| 20 | 8,947 | 4,003 | 4,314 | 6,625 | 2,433 | 1,824 |
| 21 | 8,842 | 4,008 | 4,341 | 6,551 | 2,458 | 1,852 |
| 22 | 8,738 | 4,012 | 4,363 | 6,480 | 2,487 | 1,889 |
| 23 | 8,636 | 4,016 | 4,380 | 6,412 | 2,520 | 1,931 |
| 24 | 8,538 | 4,020 | 4,394 | 6,346 | 2,555 | 1,976 |
| 25 | 8,442 | 4,024 | 4,404 | 6,283 | 2,591 | 2,024 |
| 26 | 8,349 | 4,027 | 4,412 | 6,223 | 2,627 | 2,073 |
| 27 | 8,260 | 4,031 | 4,418 | 6,165 | 2,664 | 2,123 |
| 28 | 8,173 | 4,035 | 4,422 | 6,109 | 2,700 | 2,173 |
| 29 | 8,090 | 4,038 | 4,425 | 6,056 | 2,736 | 2,222 |
| 30 | 8,011 | 4,041 | 4,426 | 6,004 | 2,771 | 2,270 |
| 31 | 7,934 | 4,044 | 4,427 | 5,956 | 2,806 | 2,317 |
| 32 | 7,861 | 4,048 | 4,427 | 5,909 | 2,839 | 2,363 |
| 33 | 7,790 | 4,051 | 4,426 | 5,864 | 2,872 | 2,408 |
| 34 | 7,722 | 4,054 | 4,424 | 5,821 | 2,904 | 2,451 |
| 35 | 7,658 | 4,056 | 4,423 | 5,780 | 2,934 | 2,493 |
| 36 | 7,596 | 4,059 | 4,420 | 5,740 | 2,964 | 2,533 |
| 37 | 7,536 | 4,062 | 4,418 | 5,703 | 2,992 | 2,573 |
| 38 | 7,479 | 4,064 | 4,415 | 5,666 | 3,020 | 2,610 |
| 39 | 7,424 | 4,067 | 4,412 | 5,632 | 3,047 | 2,647 |
| 40 | 7,372 | 4,069 | 4,409 | 5,598 | 3,072 | 2,682 |
| 41 | 7,322 | 4,072 | 4,406 | 5,566 | 3,097 | 2,715 |
| 42 | 7,274 | 4,074 | 4,403 | 5,536 | 3,121 | 2,748 |
| 43 | 7,227 | 4,076 | 4,400 | 5,506 | 3,144 | 2,779 |
| 44 | 7,183 | 4,079 | 4,397 | 5,478 | 3,166 | 2,809 |
| 45 | 7,140 | 4,081 | 4,394 | 5,451 | 3,188 | 2,838 |
| 46 | 7,099 | 4,083 | 4,391 | 5,425 | 3,208 | 2,866 |
| 47 | 7,060 | 4,085 | 4,388 | 5,400 | 3,228 | 2,893 |
| 48 | 7,022 | 4,087 | 4,385 | 5,375 | 3,247 | 2,919 |
| 49 | 6,985 | 4,089 | 4,381 | 5,352 | 3,266 | 2,944 |
| 50 | 6,950 | 4,090 | 4,378 | 5,330 | 3,284 | 2,969 |
| 51 | 6,916 | 4,092 | 4,376 | 5,308 | 3,301 | 2,992 |
| 52 | 6,883 | 4,094 | 4,373 | 5,287 | 3,318 | 3,015 |
| 53 | 6,852 | 4,096 | 4,370 | 5,267 | 3,334 | 3,036 |
| 54 | 6,822 | 4,097 | 4,367 | 5,247 | 3,349 | 3,057 |
| 55 | 6,792 | 4,099 | 4,364 | 5,229 | 3,365 | 3,078 |
| 56 | 6,764 | 4,100 | 4,362 | 5,210 | 3,379 | 3,097 |
| 57 | 6,737 | 4,102 | 4,359 | 5,193 | 3,393 | 3,116 |
| 58 | 6,710 | 4,103 | 4,357 | 5,176 | 3,407 | 3,134 |
| 59 | 6,685 | 4,105 | 4,354 | 5,160 | 3,420 | 3,152 |
| 60 | 6,660 | 4,106 | 4,352 | 5,144 | 3,433 | 3,169 |
| 61 | 6,636 | 4,108 | 4,350 | 5,128 | 3,445 | 3,186 |
| 62 | 6,613 | 4,109 | 4,347 | 5,113 | 3,457 | 3,202 |
| 63 | 6,590 | 4,110 | 4,345 | 5,099 | 3,469 | 3,218 |
| 64 | 6,569 | 4,112 | 4,343 | 5,085 | 3,480 | 3,233 |
| 65 | 6,547 | 4,113 | 4,341 | 5,071 | 3,491 | 3,248 |
| 66 | 6,527 | 4,114 | 4,339 | 5,058 | 3,502 | 3,262 |
| 67 | 6,507 | 4,115 | 4,337 | 5,045 | 3,512 | 3,276 |
| 68 | 6,488 | 4,116 | 4,335 | 5,033 | 3,522 | 3,289 |
| 69 | 6,469 | 4,117 | 4,333 | 5,021 | 3,532 | 3,302 |
| 70 | 6,451 | 4,119 | 4,331 | 5,009 | 3,541 | 3,315 |
| 71 | 6,433 | 4,120 | 4,329 | 4,998 | 3,550 | 3,328 |
| 72 | 6,416 | 4,121 | 4,327 | 4,987 | 3,559 | 3,340 |
| 73 | 6,399 | 4,122 | 4,326 | 4,976 | 3,568 | 3,351 |
| 74 | 6,383 | 4,123 | 4,324 | 4,965 | 3,576 | 3,363 |
| 75 | 6,367 | 4,124 | 4,322 | 4,955 | 3,585 | 3,374 |
| 76 | 6,352 | 4,125 | 4,321 | 4,945 | 3,593 | 3,385 |
| 77 | 6,337 | 4,126 | 4,319 | 4,936 | 3,601 | 3,395 |
| 78 | 6,322 | 4,126 | 4,318 | 4,926 | 3,608 | 3,405 |
| 79 | 6,308 | 4,127 | 4,316 | 4,917 | 3,616 | 3,415 |
| 80 | 6,294 | 4,128 | 4,315 | 4,908 | 3,623 | 3,425 |
| 81 | 6,280 | 4,129 | 4,314 | 4,899 | 3,630 | 3,435 |
| 82 | 6,267 | 4,130 | 4,312 | 4,891 | 3,637 | 3,444 |
| 83 | 6,254 | 4,131 | 4,311 | 4,882 | 3,644 | 3,453 |
| 84 | 6,242 | 4,131 | 4,309 | 4,874 | 3,650 | 3,462 |
| 85 | 6,229 | 4,132 | 4,308 | 4,866 | 3,657 | 3,471 |
| 86 | 6,217 | 4,133 | 4,307 | 4,859 | 3,663 | 3,479 |
| 87 | 6,206 | 4,134 | 4,306 | 4,851 | 3,669 | 3,487 |
| 88 | 6,194 | 4,134 | 4,305 | 4,844 | 3,675 | 3,495 |
| 89 | 6,183 | 4,135 | 4,303 | 4,836 | 3,681 | 3,503 |
| 90 | 6,172 | 4,136 | 4,302 | 4,829 | 3,687 | 3,511 |
| 91 | 6,161 | 4,137 | 4,301 | 4,822 | 3,693 | 3,518 |
| 92 | 6,151 | 4,137 | 4,300 | 4,815 | 3,698 | 3,526 |
| 93 | 6,140 | 4,138 | 4,299 | 4,809 | 3,703 | 3,533 |
| 94 | 6,130 | 4,139 | 4,298 | 4,802 | 3,709 | 3,540 |
| 95 | 6,121 | 4,139 | 4,297 | 4,796 | 3,714 | 3,547 |
| 96 | 6,111 | 4,140 | 4,296 | 4,790 | 3,719 | 3,554 |
| 97 | 6,101 | 4,140 | 4,295 | 4,784 | 3,724 | 3,560 |
| 98 | 6,092 | 4,141 | 4,294 | 4,778 | 3,729 | 3,567 |
| 99 | 6,083 | 4,142 | 4,293 | 4,772 | 3,733 | 3,573 |
| 100 | 6,074 | 4,142 | 4,292 | 4,766 | 3,738 | 3,580 |
| 101 | 6,066 | 4,143 | 4,291 | 4,760 | 3,743 | 3,586 |
| 102 | 6,057 | 4,143 | 4,290 | 4,755 | 3,747 | 3,592 |
| 103 | 6,049 | 4,144 | 4,289 | 4,750 | 3,751 | 3,598 |
| 104 | 6,041 | 4,144 | 4,288 | 4,744 | 3,756 | 3,603 |
| 105 | 6,033 | 4,145 | 4,288 | 4,739 | 3,760 | 3,609 |
| 106 | 6,025 | 4,145 | 4,287 | 4,734 | 3,764 | 3,615 |
| 107 | 6,017 | 4,146 | 4,286 | 4,729 | 3,768 | 3,620 |
| 108 | 6,009 | 4,146 | 4,285 | 4,724 | 3,772 | 3,625 |
| 109 | 6,002 | 4,147 | 4,284 | 4,719 | 3,776 | 3,631 |
| 110 | 5,995 | 4,147 | 4,284 | 4,715 | 3,780 | 3,636 |
| 111 | 5,987 | 4,148 | 4,283 | 4,710 | 3,784 | 3,641 |
| 112 | 5,980 | 4,148 | 4,282 | 4,705 | 3,787 | 3,646 |
| 113 | 5,973 | 4,149 | 4,281 | 4,701 | 3,791 | 3,651 |
| 114 | 5,967 | 4,149 | 4,281 | 4,696 | 3,795 | 3,656 |
| 115 | 5,960 | 4,150 | 4,280 | 4,692 | 3,798 | 3,660 |
| 116 | 5,953 | 4,150 | 4,279 | 4,688 | 3,802 | 3,665 |
| 117 | 5,947 | 4,150 | 4,279 | 4,684 | 3,805 | 3,670 |
| 118 | 5,940 | 4,151 | 4,278 | 4,680 | 3,808 | 3,674 |
| 119 | 5,934 | 4,151 | 4,277 | 4,676 | 3,812 | 3,678 |
| 120 | 5,928 | 4,152 | 4,277 | 4,672 | 3,815 | 3,683 |
| 121 | 5,922 | 4,152 | 4,276 | 4,668 | 3,818 | 3,687 |
| 122 | 5,916 | 4,152 | 4,275 | 4,664 | 3,821 | 3,691 |
| 123 | 5,910 | 4,153 | 4,275 | 4,660 | 3,824 | 3,695 |
| 124 | 5,905 | 4,153 | 4,274 | 4,656 | 3,827 | 3,699 |
| 125 | 5,899 | 4,154 | 4,274 | 4,653 | 3,830 | 3,703 |
| 126 | 5,893 | 4,154 | 4,273 | 4,649 | 3,833 | 3,707 |
| 127 | 5,888 | 4,154 | 4,272 | 4,645 | 3,836 | 3,711 |
| 128 | 5,882 | 4,155 | 4,272 | 4,642 | 3,839 | 3,715 |
| 129 | 5,877 | 4,155 | 4,271 | 4,639 | 3,842 | 3,719 |
| 130 | 5,872 | 4,155 | 4,271 | 4,635 | 3,844 | 3,722 |
| 131 | 5,867 | 4,156 | 4,270 | 4,632 | 3,847 | 3,726 |
| 132 | 5,862 | 4,156 | 4,270 | 4,629 | 3,850 | 3,730 |
| 133 | 5,857 | 4,156 | 4,269 | 4,625 | 3,852 | 3,733 |
| 134 | 5,852 | 4,157 | 4,269 | 4,622 | 3,855 | 3,737 |
| 135 | 5,847 | 4,157 | 4,268 | 4,619 | 3,858 | 3,740 |
| 136 | 5,842 | 4,157 | 4,268 | 4,616 | 3,860 | 3,743 |
| 137 | 5,837 | 4,158 | 4,267 | 4,613 | 3,863 | 3,747 |
| 138 | 5,833 | 4,158 | 4,267 | 4,610 | 3,865 | 3,750 |
| 139 | 5,828 | 4,158 | 4,266 | 4,607 | 3,867 | 3,753 |
| 140 | 5,824 | 4,159 | 4,266 | 4,604 | 3,870 | 3,756 |
| 141 | 5,819 | 4,159 | 4,265 | 4,601 | 3,872 | 3,760 |
| 142 | 5,815 | 4,159 | 4,265 | 4,598 | 3,874 | 3,763 |
| 143 | 5,811 | 4,159 | 4,264 | 4,596 | 3,877 | 3,766 |
| 144 | 5,806 | 4,160 | 4,264 | 4,593 | 3,879 | 3,769 |
| 145 | 5,802 | 4,160 | 4,263 | 4,590 | 3,881 | 3,772 |
| 146 | 5,798 | 4,160 | 4,263 | 4,587 | 3,883 | 3,775 |
| 147 | 5,794 | 4,161 | 4,263 | 4,585 | 3,886 | 3,778 |
| 148 | 5,790 | 4,161 | 4,262 | 4,582 | 3,888 | 3,780 |
| 149 | 5,786 | 4,161 | 4,262 | 4,580 | 3,890 | 3,783 |
| 150 | 5,782 | 4,161 | 4,261 | 4,577 | 3,892 | 3,786 |

Term to maturity (in years)

Real (%)

Renminbi-yuan (%)

Ringgit (%)

Russian rouble (%)

Singapore dollar (%)

South Korean won (%)

1

7,977

3,223

3,316

8,615

0,905

1,362

2

8,464

3,283

3,389

8,162

1,141

1,464

3

9,003

3,381

3,465

7,941

1,339

1,533

4

9,289

3,475

3,505

7,803

1,509

1,594

5

9,460

3,545

3,559

7,694

1,653

1,639

6

9,583

3,702

3,617

7,630

1,787

1,670

7

9,679

3,852

3,676

7,587

1,909

1,699

8

9,730

3,926

3,737

7,541

2,015

1,731

9

9,750

3,951

3,795

7,487

2,103

1,761

10

9,766

3,958

3,849

7,424

2,171

1,786

11

9,751

3,962

3,898

7,352

2,219

1,804

12

9,707

3,967

3,945

7,274

2,260

1,815

13

9,641

3,971

3,994

7,192

2,298

1,820

14

9,560

3,976

4,045

7,109

2,332

1,818

15

9,469

3,981

4,097

7,025

2,358

1,813

16

9,370

3,985

4,148

6,942

2,375

1,805

17

9,267

3,990

4,196

6,859

2,387

1,799

18

9,161

3,995

4,241

6,779

2,399

1,798

19

9,054

3,999

4,280

6,701

2,414

1,806

20

8,947

4,003

4,314

6,625

2,433

1,824

21

8,842

4,008

4,341

6,551

2,458

1,852

22

8,738

4,012

4,363

6,480

2,487

1,889

23

8,636

4,016

4,380

6,412

2,520

1,931

24

8,538

4,020

4,394

6,346

2,555

1,976

25

8,442

4,024

4,404

6,283

2,591

2,024

26

8,349

4,027

4,412

6,223

2,627

2,073

27

8,260

4,031

4,418

6,165

2,664

2,123

28

8,173

4,035

4,422

6,109

2,700

2,173

29

8,090

4,038

4,425

6,056

2,736

2,222

30

8,011

4,041

4,426

6,004

2,771

2,270

31

7,934

4,044

4,427

5,956

2,806

2,317

32

7,861

4,048

4,427

5,909

2,839

2,363

33

7,790

4,051

4,426

5,864

2,872

2,408

34

7,722

4,054

4,424

5,821

2,904

2,451

35

7,658

4,056

4,423

5,780

2,934

2,493

36

7,596

4,059

4,420

5,740

2,964

2,533

37

7,536

4,062

4,418

5,703

2,992

2,573

38

7,479

4,064

4,415

5,666

3,020

2,610

39

7,424

4,067

4,412

5,632

3,047

2,647

40

7,372

4,069

4,409

5,598

3,072

2,682

41

7,322

4,072

4,406

5,566

3,097

2,715

42

7,274

4,074

4,403

5,536

3,121

2,748

43

7,227

4,076

4,400

5,506

3,144

2,779

44

7,183

4,079

4,397

5,478

3,166

2,809

45

7,140

4,081

4,394

5,451

3,188

2,838

46

7,099

4,083

4,391

5,425

3,208

2,866

47

7,060

4,085

4,388

5,400

3,228

2,893

48

7,022

4,087

4,385

5,375

3,247

2,919

49

6,985

4,089

4,381

5,352

3,266

2,944

50

6,950

4,090

4,378

5,330

3,284

2,969

51

6,916

4,092

4,376

5,308

3,301

2,992

52

6,883

4,094

4,373

5,287

3,318

3,015

53

6,852

4,096

4,370

5,267

3,334

3,036

54

6,822

4,097

4,367

5,247

3,349

3,057

55

6,792

4,099

4,364

5,229

3,365

3,078

56

6,764

4,100

4,362

5,210

3,379

3,097

57

6,737

4,102

4,359

5,193

3,393

3,116

58

6,710

4,103

4,357

5,176

3,407

3,134

59

6,685

4,105

4,354

5,160

3,420

3,152

60

6,660

4,106

4,352

5,144

3,433

3,169

61

6,636

4,108

4,350

5,128

3,445

3,186

62

6,613

4,109

4,347

5,113

3,457

3,202

63

6,590

4,110

4,345

5,099

3,469

3,218

64

6,569

4,112

4,343

5,085

3,480

3,233

65

6,547

4,113

4,341

5,071

3,491

3,248

66

6,527

4,114

4,339

5,058

3,502

3,262

67

6,507

4,115

4,337

5,045

3,512

3,276

68

6,488

4,116

4,335

5,033

3,522

3,289

69

6,469

4,117

4,333

5,021

3,532

3,302

70

6,451

4,119

4,331

5,009

3,541

3,315

71

6,433

4,120

4,329

4,998

3,550

3,328

72

6,416

4,121

4,327

4,987

3,559

3,340

73

6,399

4,122

4,326

4,976

3,568

3,351

74

6,383

4,123

4,324

4,965

3,576

3,363

75

6,367

4,124

4,322

4,955

3,585

3,374

76

6,352

4,125

4,321

4,945

3,593

3,385

77

6,337

4,126

4,319

4,936

3,601

3,395

78

6,322

4,126

4,318

4,926

3,608

3,405

79

6,308

4,127

4,316

4,917

3,616

3,415

80

6,294

4,128

4,315

4,908

3,623

3,425

81

6,280

4,129

4,314

4,899

3,630

3,435

82

6,267

4,130

4,312

4,891

3,637

3,444

83

6,254

4,131

4,311

4,882

3,644

3,453

84

6,242

4,131

4,309

4,874

3,650

3,462

85

6,229

4,132

4,308

4,866

3,657

3,471

86

6,217

4,133

4,307

4,859

3,663

3,479

87

6,206

4,134

4,306

4,851

3,669

3,487

88

6,194

4,134

4,305

4,844

3,675

3,495

89

6,183

4,135

4,303

4,836

3,681

3,503

90

6,172

4,136

4,302

4,829

3,687

3,511

91

6,161

4,137

4,301

4,822

3,693

3,518

92

6,151

4,137

4,300

4,815

3,698

3,526

93

6,140

4,138

4,299

4,809

3,703

3,533

94

6,130

4,139

4,298

4,802

3,709

3,540

95

6,121

4,139

4,297

4,796

3,714

3,547

96

6,111

4,140

4,296

4,790

3,719

3,554

97

6,101

4,140

4,295

4,784

3,724

3,560

98

6,092

4,141

4,294

4,778

3,729

3,567

99

6,083

4,142

4,293

4,772

3,733

3,573

100

6,074

4,142

4,292

4,766

3,738

3,580

101

6,066

4,143

4,291

4,760

3,743

3,586

102

6,057

4,143

4,290

4,755

3,747

3,592

103

6,049

4,144

4,289

4,750

3,751

3,598

104

6,041

4,144

4,288

4,744

3,756

3,603

105

6,033

4,145

4,288

4,739

3,760

3,609

106

6,025

4,145

4,287

4,734

3,764

3,615

107

6,017

4,146

4,286

4,729

3,768

3,620

108

6,009

4,146

4,285

4,724

3,772

3,625

109

6,002

4,147

4,284

4,719

3,776

3,631

110

5,995

4,147

4,284

4,715

3,780

3,636

111

5,987

4,148

4,283

4,710

3,784

3,641

112

5,980

4,148

4,282

4,705

3,787

3,646

113

5,973

4,149

4,281

4,701

3,791

3,651

114

5,967

4,149

4,281

4,696

3,795

3,656

115

5,960

4,150

4,280

4,692

3,798

3,660

116

5,953

4,150

4,279

4,688

3,802

3,665

117

5,947

4,150

4,279

4,684

3,805

3,670

118

5,940

4,151

4,278

4,680

3,808

3,674

119

5,934

4,151

4,277

4,676

3,812

3,678

120

5,928

4,152

4,277

4,672

3,815

3,683

121

5,922

4,152

4,276

4,668

3,818

3,687

122

5,916

4,152

4,275

4,664

3,821

3,691

123

5,910

4,153

4,275

4,660

3,824

3,695

124

5,905

4,153

4,274

4,656

3,827

3,699

125

5,899

4,154

4,274

4,653

3,830

3,703

126

5,893

4,154

4,273

4,649

3,833

3,707

127

5,888

4,154

4,272

4,645

3,836

3,711

128

5,882

4,155

4,272

4,642

3,839

3,715

129

5,877

4,155

4,271

4,639

3,842

3,719

130

5,872

4,155

4,271

4,635

3,844

3,722

131

5,867

4,156

4,270

4,632

3,847

3,726

132

5,862

4,156

4,270

4,629

3,850

3,730

133

5,857

4,156

4,269

4,625

3,852

3,733

134

5,852

4,157

4,269

4,622

3,855

3,737

135

5,847

4,157

4,268

4,619

3,858

3,740

136

5,842

4,157

4,268

4,616

3,860

3,743

137

5,837

4,158

4,267

4,613

3,863

3,747

138

5,833

4,158

4,267

4,610

3,865

3,750

139

5,828

4,158

4,266

4,607

3,867

3,753

140

5,824

4,159

4,266

4,604

3,870

3,756

141

5,819

4,159

4,265

4,601

3,872

3,760

142

5,815

4,159

4,265

4,598

3,874

3,763

143

5,811

4,159

4,264

4,596

3,877

3,766

144

5,806

4,160

4,264

4,593

3,879

3,769

145

5,802

4,160

4,263

4,590

3,881

3,772

146

5,798

4,160

4,263

4,587

3,883

3,775

147

5,794

4,161

4,263

4,585

3,886

3,778

148

5,790

4,161

4,262

4,582

3,888

3,780

149

5,786

4,161

4,262

4,580

3,890

3,783

150

5,782

4,161

4,261

4,577

3,892

3,786

| Term to maturity (in years) | Turkish lira (%) | US dollar (%) | Yen (%) |
| --- | --- | --- | --- |
| 1 | 12,008 | 1,312 | – 0,069 |
| 2 | 11,608 | 1,475 | – 0,055 |
| 3 | 11,526 | 1,611 | – 0,038 |
| 4 | 11,384 | 1,725 | – 0,018 |
| 5 | 11,324 | 1,825 | 0,006 |
| 6 | 11,206 | 1,911 | 0,034 |
| 7 | 11,056 | 1,987 | 0,064 |
| 8 | 10,918 | 2,042 | 0,095 |
| 9 | 10,788 | 2,115 | 0,128 |
| 10 | 10,655 | 2,168 | 0,162 |
| 11 | 10,515 | 2,211 | 0,200 |
| 12 | 10,368 | 2,251 | 0,241 |
| 13 | 10,219 | 2,284 | 0,284 |
| 14 | 10,069 | 2,312 | 0,329 |
| 15 | 9,920 | 2,335 | 0,372 |
| 16 | 9,774 | 2,356 | 0,414 |
| 17 | 9,630 | 2,374 | 0,454 |
| 18 | 9,490 | 2,390 | 0,491 |
| 19 | 9,354 | 2,404 | 0,527 |
| 20 | 9,222 | 2,415 | 0,560 |
| 21 | 9,095 | 2,424 | 0,590 |
| 22 | 8,973 | 2,431 | 0,617 |
| 23 | 8,855 | 2,437 | 0,640 |
| 24 | 8,742 | 2,441 | 0,660 |
| 25 | 8,634 | 2,443 | 0,675 |
| 26 | 8,531 | 2,445 | 0,686 |
| 27 | 8,431 | 2,445 | 0,696 |
| 28 | 8,337 | 2,445 | 0,707 |
| 29 | 8,246 | 2,444 | 0,722 |
| 30 | 8,159 | 2,443 | 0,742 |
| 31 | 8,077 | 2,441 | 0,769 |
| 32 | 7,997 | 2,439 | 0,800 |
| 33 | 7,922 | 2,437 | 0,835 |
| 34 | 7,850 | 2,434 | 0,872 |
| 35 | 7,780 | 2,430 | 0,911 |
| 36 | 7,714 | 2,426 | 0,952 |
| 37 | 7,651 | 2,421 | 0,993 |
| 38 | 7,591 | 2,415 | 1,034 |
| 39 | 7,533 | 2,408 | 1,074 |
| 40 | 7,478 | 2,400 | 1,115 |
| 41 | 7,424 | 2,391 | 1,155 |
| 42 | 7,374 | 2,381 | 1,194 |
| 43 | 7,325 | 2,372 | 1,233 |
| 44 | 7,278 | 2,364 | 1,271 |
| 45 | 7,233 | 2,357 | 1,308 |
| 46 | 7,190 | 2,353 | 1,344 |
| 47 | 7,148 | 2,351 | 1,379 |
| 48 | 7,108 | 2,353 | 1,413 |
| 49 | 7,070 | 2,357 | 1,446 |
| 50 | 7,033 | 2,364 | 1,478 |
| 51 | 6,998 | 2,374 | 1,509 |
| 52 | 6,963 | 2,387 | 1,539 |
| 53 | 6,930 | 2,402 | 1,569 |
| 54 | 6,898 | 2,419 | 1,597 |
| 55 | 6,868 | 2,437 | 1,625 |
| 56 | 6,838 | 2,456 | 1,651 |
| 57 | 6,809 | 2,476 | 1,677 |
| 58 | 6,782 | 2,497 | 1,703 |
| 59 | 6,755 | 2,517 | 1,727 |
| 60 | 6,729 | 2,538 | 1,751 |
| 61 | 6,704 | 2,560 | 1,774 |
| 62 | 6,680 | 2,581 | 1,796 |
| 63 | 6,656 | 2,602 | 1,818 |
| 64 | 6,633 | 2,622 | 1,839 |
| 65 | 6,611 | 2,643 | 1,860 |
| 66 | 6,590 | 2,664 | 1,879 |
| 67 | 6,569 | 2,684 | 1,899 |
| 68 | 6,549 | 2,704 | 1,918 |
| 69 | 6,529 | 2,723 | 1,936 |
| 70 | 6,510 | 2,742 | 1,954 |
| 71 | 6,492 | 2,761 | 1,971 |
| 72 | 6,474 | 2,780 | 1,988 |
| 73 | 6,456 | 2,798 | 2,004 |
| 74 | 6,439 | 2,816 | 2,020 |
| 75 | 6,422 | 2,833 | 2,036 |
| 76 | 6,406 | 2,850 | 2,051 |
| 77 | 6,390 | 2,867 | 2,066 |
| 78 | 6,375 | 2,883 | 2,080 |
| 79 | 6,360 | 2,899 | 2,094 |
| 80 | 6,346 | 2,915 | 2,108 |
| 81 | 6,331 | 2,930 | 2,121 |
| 82 | 6,318 | 2,946 | 2,134 |
| 83 | 6,304 | 2,960 | 2,147 |
| 84 | 6,291 | 2,975 | 2,160 |
| 85 | 6,278 | 2,989 | 2,172 |
| 86 | 6,265 | 3,003 | 2,184 |
| 87 | 6,253 | 3,016 | 2,195 |
| 88 | 6,241 | 3,029 | 2,207 |
| 89 | 6,229 | 3,042 | 2,218 |
| 90 | 6,218 | 3,055 | 2,228 |
| 91 | 6,207 | 3,067 | 2,239 |
| 92 | 6,196 | 3,079 | 2,250 |
| 93 | 6,185 | 3,091 | 2,260 |
| 94 | 6,174 | 3,103 | 2,270 |
| 95 | 6,164 | 3,114 | 2,279 |
| 96 | 6,154 | 3,126 | 2,289 |
| 97 | 6,144 | 3,137 | 2,298 |
| 98 | 6,134 | 3,147 | 2,307 |
| 99 | 6,125 | 3,158 | 2,316 |
| 100 | 6,116 | 3,168 | 2,325 |
| 101 | 6,106 | 3,178 | 2,334 |
| 102 | 6,098 | 3,188 | 2,342 |
| 103 | 6,089 | 3,198 | 2,351 |
| 104 | 6,080 | 3,208 | 2,359 |
| 105 | 6,072 | 3,217 | 2,367 |
| 106 | 6,064 | 3,226 | 2,374 |
| 107 | 6,055 | 3,235 | 2,382 |
| 108 | 6,047 | 3,244 | 2,390 |
| 109 | 6,040 | 3,253 | 2,397 |
| 110 | 6,032 | 3,261 | 2,404 |
| 111 | 6,025 | 3,270 | 2,412 |
| 112 | 6,017 | 3,278 | 2,419 |
| 113 | 6,010 | 3,286 | 2,425 |
| 114 | 6,003 | 3,294 | 2,432 |
| 115 | 5,996 | 3,302 | 2,439 |
| 116 | 5,989 | 3,310 | 2,445 |
| 117 | 5,982 | 3,317 | 2,452 |
| 118 | 5,975 | 3,325 | 2,458 |
| 119 | 5,969 | 3,332 | 2,464 |
| 120 | 5,962 | 3,339 | 2,470 |
| 121 | 5,956 | 3,346 | 2,476 |
| 122 | 5,950 | 3,353 | 2,482 |
| 123 | 5,944 | 3,360 | 2,488 |
| 124 | 5,938 | 3,367 | 2,494 |
| 125 | 5,932 | 3,374 | 2,500 |
| 126 | 5,926 | 3,380 | 2,505 |
| 127 | 5,920 | 3,387 | 2,511 |
| 128 | 5,915 | 3,393 | 2,516 |
| 129 | 5,909 | 3,399 | 2,521 |
| 130 | 5,904 | 3,405 | 2,526 |
| 131 | 5,898 | 3,411 | 2,532 |
| 132 | 5,893 | 3,417 | 2,537 |
| 133 | 5,888 | 3,423 | 2,542 |
| 134 | 5,883 | 3,429 | 2,546 |
| 135 | 5,877 | 3,435 | 2,551 |
| 136 | 5,872 | 3,440 | 2,556 |
| 137 | 5,868 | 3,446 | 2,561 |
| 138 | 5,863 | 3,451 | 2,565 |
| 139 | 5,858 | 3,457 | 2,570 |
| 140 | 5,853 | 3,462 | 2,574 |
| 141 | 5,849 | 3,467 | 2,579 |
| 142 | 5,844 | 3,472 | 2,583 |
| 143 | 5,839 | 3,477 | 2,587 |
| 144 | 5,835 | 3,482 | 2,592 |
| 145 | 5,831 | 3,487 | 2,596 |
| 146 | 5,826 | 3,492 | 2,600 |
| 147 | 5,822 | 3,497 | 2,604 |
| 148 | 5,818 | 3,502 | 2,608 |
| 149 | 5,814 | 3,506 | 2,612 |
| 150 | 5,810 | 3,511 | 2,616 |

Term to maturity (in years)

Turkish lira (%)

US dollar (%)

Yen (%)

1

12,008

1,312

– 0,069

2

11,608

1,475

– 0,055

3

11,526

1,611

– 0,038

4

11,384

1,725

– 0,018

5

11,324

1,825

0,006

6

11,206

1,911

0,034

7

11,056

1,987

0,064

8

10,918

2,042

0,095

9

10,788

2,115

0,128

10

10,655

2,168

0,162

11

10,515

2,211

0,200

12

10,368

2,251

0,241

13

10,219

2,284

0,284

14

10,069

2,312

0,329

15

9,920

2,335

0,372

16

9,774

2,356

0,414

17

9,630

2,374

0,454

18

9,490

2,390

0,491

19

9,354

2,404

0,527

20

9,222

2,415

0,560

21

9,095

2,424

0,590

22

8,973

2,431

0,617

23

8,855

2,437

0,640

24

8,742

2,441

0,660

25

8,634

2,443

0,675

26

8,531

2,445

0,686

27

8,431

2,445

0,696

28

8,337

2,445

0,707

29

8,246

2,444

0,722

30

8,159

2,443

0,742

31

8,077

2,441

0,769

32

7,997

2,439

0,800

33

7,922

2,437

0,835

34

7,850

2,434

0,872

35

7,780

2,430

0,911

36

7,714

2,426

0,952

37

7,651

2,421

0,993

38

7,591

2,415

1,034

39

7,533

2,408

1,074

40

7,478

2,400

1,115

41

7,424

2,391

1,155

42

7,374

2,381

1,194

43

7,325

2,372

1,233

44

7,278

2,364

1,271

45

7,233

2,357

1,308

46

7,190

2,353

1,344

47

7,148

2,351

1,379

48

7,108

2,353

1,413

49

7,070

2,357

1,446

50

7,033

2,364

1,478

51

6,998

2,374

1,509

52

6,963

2,387

1,539

53

6,930

2,402

1,569

54

6,898

2,419

1,597

55

6,868

2,437

1,625

56

6,838

2,456

1,651

57

6,809

2,476

1,677

58

6,782

2,497

1,703

59

6,755

2,517

1,727

60

6,729

2,538

1,751

61

6,704

2,560

1,774

62

6,680

2,581

1,796

63

6,656

2,602

1,818

64

6,633

2,622

1,839

65

6,611

2,643

1,860

66

6,590

2,664

1,879

67

6,569

2,684

1,899

68

6,549

2,704

1,918

69

6,529

2,723

1,936

70

6,510

2,742

1,954

71

6,492

2,761

1,971

72

6,474

2,780

1,988

73

6,456

2,798

2,004

74

6,439

2,816

2,020

75

6,422

2,833

2,036

76

6,406

2,850

2,051

77

6,390

2,867

2,066

78

6,375

2,883

2,080

79

6,360

2,899

2,094

80

6,346

2,915

2,108

81

6,331

2,930

2,121

82

6,318

2,946

2,134

83

6,304

2,960

2,147

84

6,291

2,975

2,160

85

6,278

2,989

2,172

86

6,265

3,003

2,184

87

6,253

3,016

2,195

88

6,241

3,029

2,207

89

6,229

3,042

2,218

90

6,218

3,055

2,228

91

6,207

3,067

2,239

92

6,196

3,079

2,250

93

6,185

3,091

2,260

94

6,174

3,103

2,270

95

6,164

3,114

2,279

96

6,154

3,126

2,289

97

6,144

3,137

2,298

98

6,134

3,147

2,307

99

6,125

3,158

2,316

100

6,116

3,168

2,325

101

6,106

3,178

2,334

102

6,098

3,188

2,342

103

6,089

3,198

2,351

104

6,080

3,208

2,359

105

6,072

3,217

2,367

106

6,064

3,226

2,374

107

6,055

3,235

2,382

108

6,047

3,244

2,390

109

6,040

3,253

2,397

110

6,032

3,261

2,404

111

6,025

3,270

2,412

112

6,017

3,278

2,419

113

6,010

3,286

2,425

114

6,003

3,294

2,432

115

5,996

3,302

2,439

116

5,989

3,310

2,445

117

5,982

3,317

2,452

118

5,975

3,325

2,458

119

5,969

3,332

2,464

120

5,962

3,339

2,470

121

5,956

3,346

2,476

122

5,950

3,353

2,482

123

5,944

3,360

2,488

124

5,938

3,367

2,494

125

5,932

3,374

2,500

126

5,926

3,380

2,505

127

5,920

3,387

2,511

128

5,915

3,393

2,516

129

5,909

3,399

2,521

130

5,904

3,405

2,526

131

5,898

3,411

2,532

132

5,893

3,417

2,537

133

5,888

3,423

2,542

134

5,883

3,429

2,546

135

5,877

3,435

2,551

136

5,872

3,440

2,556

137

5,868

3,446

2,561

138

5,863

3,451

2,565

139

5,858

3,457

2,570

140

5,853

3,462

2,574

141

5,849

3,467

2,579

142

5,844

3,472

2,583

143

5,839

3,477

2,587

144

5,835

3,482

2,592

145

5,831

3,487

2,596

146

5,826

3,492

2,600

147

5,822

3,497

2,604

148

5,818

3,502

2,608

149

5,814

3,506

2,612

150

5,810

3,511

2,616

---

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 | 27 | 1 |
| 2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 |
| 3 | 0 | 2 | 48 | 5 | 3 | 51 | 0 |
| 4 | 0 | 3 | 51 | 5 | 5 | 51 | 0 |
| 5 | 1 | 5 | 55 | 5 | 6 | 54 | 0 |
| 6 | 2 | 6 | 58 | 5 | 8 | 57 | 0 |
| 7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 |
| 8 | 3 | 7 | 63 | 5 | 13 | 56 | 0 |
| 9 | 4 | 8 | 65 | 5 | 14 | 53 | 0 |
| 10 | 4 | 9 | 67 | 5 | 15 | 52 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

1

27

1

2

0

0

42

5

1

45

1

3

0

2

48

5

3

51

0

4

0

3

51

5

5

51

0

5

1

5

55

5

6

54

0

6

2

6

58

5

8

57

0

7

2

6

61

5

10

57

0

8

3

7

63

5

13

56

0

9

4

8

65

5

14

53

0

10

4

9

67

5

15

52

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 427 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 260 | 4 | 25 |
| 3 | 2 | 0 | 0 | 0 | 229 | 4 | 28 |
| 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 |
| 5 | 5 | 0 | 0 | 0 | 180 | 4 | 30 |
| 6 | 6 | 0 | 0 | 0 | 177 | 4 | 31 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

427

4

18

2

0

0

0

0

260

4

25

3

2

0

0

0

229

4

28

4

3

0

0

0

198

4

29

5

5

0

0

0

180

4

30

6

6

0

0

0

177

4

31

7

6

0

0

0

173

4

32

8

7

1

2

0

178

2

33

9

8

1

3

0

180

1

33

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 | 27 |
| 2 | 14 | 12 | 12 | 0 | 25 | 0 | 45 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 |
| 6 | 23 | 21 | 21 | 0 | 31 | 0 | 56 |
| 7 | 25 | 23 | 23 | 0 | 32 | 0 | 57 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 |
| 9 | 28 | 25 | 25 | 3 | 33 | 0 | 53 |
| 10 | 29 | 25 | 26 | 3 | 34 | 1 | 52 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Portugal

1

6

6

6

0

18

0

27

2

14

12

12

0

25

0

45

3

18

16

16

0

28

0

51

4

20

18

18

0

29

0

51

5

22

20

20

0

30

0

54

6

23

21

21

0

31

0

56

7

25

23

23

0

32

0

57

8

26

24

24

2

33

0

56

9

28

25

25

3

33

0

53

10

29

25

26

3

34

1

52

| Duration (in years) | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 13 | 21 | 6 | 0 | 0 | 0 |
| 2 | 18 | 18 | 24 | 12 | 0 | 0 | 0 |
| 3 | 21 | 20 | 29 | 16 | 0 | 0 | 0 |
| 4 | 22 | 22 | 33 | 18 | 0 | 0 | 0 |
| 5 | 24 | 23 | 37 | 20 | 0 | 0 | 0 |
| 6 | 25 | 24 | 40 | 21 | 0 | 0 | 0 |
| 7 | 27 | 26 | 42 | 23 | 0 | 0 | 0 |
| 8 | 29 | 27 | 43 | 24 | 0 | 0 | 0 |
| 9 | 30 | 27 | 44 | 25 | 0 | 0 | 0 |
| 10 | 27 | 27 | 43 | 26 | 0 | 0 | 0 |

Duration (in years)

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

13

21

6

0

0

0

2

18

18

24

12

0

0

0

3

21

20

29

16

0

0

0

4

22

22

33

18

0

0

0

5

24

23

37

20

0

0

0

6

25

24

40

21

0

0

0

7

27

26

42

23

0

0

0

8

29

27

43

24

0

0

0

9

30

27

44

25

0

0

0

10

27

27

43

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 | 30 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 2 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 41 |
| 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

30

4

0

0

12

0

17

2

39

5

0

0

12

0

16

2

41

6

0

0

12

0

15

3

44

7

0

0

12

0

14

4

46

8

0

0

12

0

15

8

44

9

0

0

12

0

16

5

41

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 | 0 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 2 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 8 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 13 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 19 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 19 |

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

0

5

0

9

0

0

10

0

2

6

0

9

0

0

10

0

6

7

0

9

0

0

10

0

8

8

0

9

0

0

10

0

13

9

0

9

1

0

10

0

19

10

0

9

1

0

10

0

19

| 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 | 7 | 12 | 0 | 4 | 0 |
| 4 | 0 | 6 | 14 | 0 | 4 | 0 |
| 5 | 0 | 5 | 15 | 0 | 4 | 0 |
| 6 | 0 | 5 | 16 | 0 | 4 | 0 |
| 7 | 0 | 7 | 16 | 0 | 4 | 0 |
| 8 | 0 | 8 | 16 | 0 | 4 | 0 |
| 9 | 0 | 8 | 16 | 0 | 4 | 0 |
| 10 | 0 | 9 | 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

7

12

0

4

0

4

0

6

14

0

4

0

5

0

5

15

0

4

0

6

0

5

16

0

4

0

7

0

7

16

0

4

0

8

0

8

16

0

4

0

9

0

8

16

0

4

0

10

0

9

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 | 128 | 242 | 585 | 1 211 |
| 2 | 6 | 21 | 48 | 128 | 242 | 585 | 993 |
| 3 | 7 | 23 | 48 | 120 | 238 | 581 | 821 |
| 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 |
| 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 |
| 6 | 11 | 31 | 60 | 129 | 237 | 580 | 580 |
| 7 | 12 | 34 | 62 | 131 | 237 | 580 | 580 |
| 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 |
| 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 |
| 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 |
| 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 |
| 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 |
| 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 |
| 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 |
| 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 |
| 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |

Duration (in years)

Credit quality step 0

Credit 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

128

242

585

1 211

2

6

21

48

128

242

585

993

3

7

23

48

120

238

581

821

4

8

26

51

121

237

580

687

5

10

29

56

124

237

580

582

6

11

31

60

129

237

580

580

7

12

34

62

131

237

580

580

8

12

34

61

129

237

580

580

9

12

35

61

128

237

580

580

10

13

36

61

128

237

580

580

11

13

37

61

128

237

580

580

12

14

38

61

128

237

580

580

13

14

39

61

128

237

580

580

14

14

39

61

128

237

580

580

15

14

39

61

128

237

580

580

16

14

39

61

128

237

580

580

17

14

39

61

128

237

580

580

18

14

39

61

128

237

580

580

19

14

39

61

128

237

580

580

20

14

39

61

128

237

580

580

21

15

39

61

128

237

580

580

22

15

39

61

128

237

580

580

23

16

39

61

128

237

580

580

24

17

39

61

128

237

580

580

25

17

39

61

128

237

580

580

26

18

39

61

128

237

580

580

27

19

39

61

128

237

580

580

28

20

39

61

128

237

580

580

29

20

39

61

128

237

580

580

30

20

39

61

128

237

580

580

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 | 25 | 52 | 132 | 246 | 590 | 1 223 |
| 2 | 12 | 28 | 54 | 134 | 248 | 592 | 1 005 |
| 3 | 14 | 30 | 55 | 126 | 245 | 588 | 831 |
| 4 | 15 | 33 | 58 | 128 | 244 | 587 | 695 |
| 5 | 16 | 35 | 63 | 131 | 243 | 587 | 589 |
| 6 | 17 | 37 | 66 | 135 | 243 | 586 | 586 |
| 7 | 18 | 39 | 67 | 136 | 242 | 586 | 586 |
| 8 | 17 | 39 | 66 | 134 | 242 | 585 | 585 |
| 9 | 17 | 40 | 66 | 133 | 241 | 585 | 585 |
| 10 | 17 | 40 | 65 | 132 | 241 | 584 | 584 |
| 11 | 17 | 41 | 65 | 131 | 240 | 584 | 584 |
| 12 | 17 | 41 | 64 | 131 | 240 | 583 | 583 |
| 13 | 17 | 41 | 64 | 130 | 239 | 583 | 583 |
| 14 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 15 | 16 | 41 | 63 | 129 | 238 | 582 | 582 |
| 16 | 15 | 40 | 62 | 129 | 238 | 581 | 581 |
| 17 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 18 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 19 | 15 | 40 | 62 | 128 | 237 | 581 | 581 |
| 20 | 15 | 40 | 62 | 129 | 238 | 581 | 581 |
| 21 | 16 | 40 | 63 | 129 | 238 | 582 | 582 |
| 22 | 16 | 41 | 63 | 129 | 238 | 582 | 582 |
| 23 | 17 | 41 | 63 | 129 | 238 | 582 | 582 |
| 24 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 25 | 17 | 41 | 63 | 130 | 239 | 582 | 582 |
| 26 | 18 | 41 | 63 | 130 | 239 | 582 | 582 |
| 27 | 19 | 41 | 63 | 130 | 239 | 582 | 582 |
| 28 | 20 | 41 | 63 | 130 | 239 | 582 | 582 |
| 29 | 20 | 41 | 63 | 130 | 239 | 582 | 582 |
| 30 | 21 | 41 | 63 | 130 | 239 | 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

10

25

52

132

246

590

1 223

2

12

28

54

134

248

592

1 005

3

14

30

55

126

245

588

831

4

15

33

58

128

244

587

695

5

16

35

63

131

243

587

589

6

17

37

66

135

243

586

586

7

18

39

67

136

242

586

586

8

17

39

66

134

242

585

585

9

17

40

66

133

241

585

585

10

17

40

65

132

241

584

584

11

17

41

65

131

240

584

584

12

17

41

64

131

240

583

583

13

17

41

64

130

239

583

583

14

17

41

63

130

239

582

582

15

16

41

63

129

238

582

582

16

15

40

62

129

238

581

581

17

15

40

62

128

237

581

581

18

15

40

62

128

237

581

581

19

15

40

62

128

237

581

581

20

15

40

62

129

238

581

581

21

16

40

63

129

238

582

582

22

16

41

63

129

238

582

582

23

17

41

63

129

238

582

582

24

17

41

63

130

239

582

582

25

17

41

63

130

239

582

582

26

18

41

63

130

239

582

582

27

19

41

63

130

239

582

582

28

20

41

63

130

239

582

582

29

20

41

63

130

239

582

582

30

21

41

63

130

239

582

582

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 | 47 | 127 | 242 | 585 | 1 211 |
| 2 | 6 | 21 | 47 | 127 | 242 | 585 | 992 |
| 3 | 7 | 23 | 48 | 119 | 238 | 581 | 821 |
| 4 | 8 | 26 | 51 | 121 | 237 | 580 | 687 |
| 5 | 10 | 29 | 56 | 124 | 237 | 580 | 582 |
| 6 | 11 | 31 | 60 | 128 | 237 | 580 | 580 |
| 7 | 12 | 33 | 62 | 131 | 237 | 580 | 580 |
| 8 | 12 | 34 | 61 | 129 | 237 | 580 | 580 |
| 9 | 12 | 35 | 61 | 128 | 237 | 580 | 580 |
| 10 | 13 | 36 | 61 | 128 | 237 | 580 | 580 |
| 11 | 13 | 37 | 61 | 128 | 237 | 580 | 580 |
| 12 | 14 | 38 | 61 | 128 | 237 | 580 | 580 |
| 13 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 14 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 15 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 16 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 17 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 18 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 19 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 20 | 14 | 39 | 61 | 128 | 237 | 580 | 580 |
| 21 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 22 | 15 | 39 | 61 | 128 | 237 | 580 | 580 |
| 23 | 16 | 39 | 61 | 128 | 237 | 580 | 580 |
| 24 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 25 | 17 | 39 | 61 | 128 | 237 | 580 | 580 |
| 26 | 18 | 39 | 61 | 128 | 237 | 580 | 580 |
| 27 | 19 | 39 | 61 | 128 | 237 | 580 | 580 |
| 28 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 29 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |
| 30 | 20 | 39 | 61 | 128 | 237 | 580 | 580 |

Duration (in years)

Credit quality step 0

Credit 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

47

127

242

585

1 211

2

6

21

47

127

242

585

992

3

7

23

48

119

238

581

821

4

8

26

51

121

237

580

687

5

10

29

56

124

237

580

582

6

11

31

60

128

237

580

580

7

12

33

62

131

237

580

580

8

12

34

61

129

237

580

580

9

12

35

61

128

237

580

580

10

13

36

61

128

237

580

580

11

13

37

61

128

237

580

580

12

14

38

61

128

237

580

580

13

14

39

61

128

237

580

580

14

14

39

61

128

237

580

580

15

14

39

61

128

237

580

580

16

14

39

61

128

237

580

580

17

14

39

61

128

237

580

580

18

14

39

61

128

237

580

580

19

14

39

61

128

237

580

580

20

14

39

61

128

237

580

580

21

15

39

61

128

237

580

580

22

15

39

61

128

237

580

580

23

16

39

61

128

237

580

580

24

17

39

61

128

237

580

580

25

17

39

61

128

237

580

580

26

18

39

61

128

237

580

580

27

19

39

61

128

237

580

580

28

20

39

61

128

237

580

580

29

20

39

61

128

237

580

580

30

20

39

61

128

237

580

580

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 | 86 | 102 | 128 | 208 | 322 | 666 | 1 219 |
| 2 | 81 | 97 | 123 | 203 | 317 | 661 | 1 003 |
| 3 | 85 | 102 | 127 | 198 | 316 | 660 | 830 |
| 4 | 84 | 101 | 127 | 197 | 312 | 656 | 697 |
| 5 | 82 | 101 | 129 | 197 | 309 | 653 | 653 |
| 6 | 81 | 101 | 130 | 199 | 307 | 651 | 651 |
| 7 | 80 | 101 | 130 | 199 | 304 | 648 | 648 |
| 8 | 78 | 101 | 128 | 195 | 303 | 647 | 647 |
| 9 | 77 | 100 | 126 | 193 | 302 | 645 | 645 |
| 10 | 74 | 97 | 122 | 189 | 298 | 641 | 641 |
| 11 | 71 | 95 | 119 | 186 | 295 | 638 | 638 |
| 12 | 70 | 95 | 118 | 184 | 293 | 637 | 637 |
| 13 | 70 | 94 | 117 | 183 | 292 | 636 | 636 |
| 14 | 69 | 94 | 116 | 183 | 292 | 635 | 635 |
| 15 | 69 | 94 | 116 | 182 | 291 | 635 | 635 |
| 16 | 68 | 93 | 115 | 181 | 290 | 634 | 634 |
| 17 | 68 | 92 | 115 | 181 | 290 | 633 | 633 |
| 18 | 67 | 91 | 114 | 180 | 289 | 633 | 633 |
| 19 | 66 | 91 | 113 | 179 | 288 | 632 | 632 |
| 20 | 65 | 90 | 112 | 179 | 288 | 631 | 631 |
| 21 | 65 | 89 | 112 | 178 | 287 | 630 | 630 |
| 22 | 64 | 88 | 111 | 177 | 286 | 629 | 629 |
| 23 | 63 | 87 | 110 | 176 | 285 | 629 | 629 |
| 24 | 62 | 86 | 109 | 175 | 284 | 627 | 627 |
| 25 | 61 | 85 | 108 | 174 | 283 | 626 | 626 |
| 26 | 60 | 84 | 106 | 173 | 282 | 625 | 625 |
| 27 | 58 | 83 | 105 | 172 | 281 | 624 | 624 |
| 28 | 57 | 82 | 104 | 171 | 280 | 623 | 623 |
| 29 | 56 | 81 | 103 | 170 | 279 | 622 | 622 |
| 30 | 55 | 80 | 102 | 169 | 277 | 621 | 621 |

Duration (in years)

Credit quality step 0

Credit 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

102

128

208

322

666

1 219

2

81

97

123

203

317

661

1 003

3

85

102

127

198

316

660

830

4

84

101

127

197

312

656

697

5

82

101

129

197

309

653

653

6

81

101

130

199

307

651

651

7

80

101

130

199

304

648

648

8

78

101

128

195

303

647

647

9

77

100

126

193

302

645

645

10

74

97

122

189

298

641

641

11

71

95

119

186

295

638

638

12

70

95

118

184

293

637

637

13

70

94

117

183

292

636

636

14

69

94

116

183

292

635

635

15

69

94

116

182

291

635

635

16

68

93

115

181

290

634

634

17

68

92

115

181

290

633

633

18

67

91

114

180

289

633

633

19

66

91

113

179

288

632

632

20

65

90

112

179

288

631

631

21

65

89

112

178

287

630

630

22

64

88

111

177

286

629

629

23

63

87

110

176

285

629

629

24

62

86

109

175

284

627

627

25

61

85

108

174

283

626

626

26

60

84

106

173

282

625

625

27

58

83

105

172

281

624

624

28

57

82

104

171

280

623

623

29

56

81

103

170

279

622

622

30

55

80

102

169

277

621

621

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 | 51 | 131 | 246 | 589 | 1 207 |
| 2 | 12 | 27 | 53 | 133 | 247 | 591 | 990 |
| 3 | 14 | 30 | 55 | 126 | 245 | 588 | 821 |
| 4 | 15 | 33 | 58 | 129 | 244 | 588 | 687 |
| 5 | 17 | 36 | 64 | 131 | 244 | 588 | 588 |
| 6 | 18 | 38 | 67 | 136 | 244 | 588 | 588 |
| 7 | 19 | 41 | 69 | 138 | 244 | 587 | 587 |
| 8 | 19 | 41 | 68 | 136 | 243 | 587 | 587 |
| 9 | 18 | 41 | 67 | 134 | 243 | 586 | 586 |
| 10 | 18 | 42 | 67 | 133 | 242 | 586 | 586 |
| 11 | 18 | 42 | 66 | 133 | 242 | 585 | 585 |
| 12 | 18 | 43 | 66 | 132 | 241 | 585 | 585 |
| 13 | 18 | 43 | 66 | 132 | 241 | 584 | 584 |
| 14 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 15 | 18 | 43 | 65 | 131 | 240 | 584 | 584 |
| 16 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 17 | 17 | 42 | 64 | 131 | 239 | 583 | 583 |
| 18 | 17 | 42 | 64 | 130 | 239 | 583 | 583 |
| 19 | 17 | 42 | 64 | 130 | 239 | 583 | 583 |
| 20 | 18 | 42 | 65 | 131 | 240 | 583 | 583 |
| 21 | 18 | 42 | 65 | 131 | 240 | 584 | 584 |
| 22 | 18 | 43 | 65 | 131 | 240 | 584 | 584 |
| 23 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 24 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 25 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 26 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 27 | 19 | 43 | 65 | 132 | 241 | 584 | 584 |
| 28 | 20 | 43 | 65 | 132 | 241 | 584 | 584 |
| 29 | 20 | 43 | 65 | 132 | 241 | 584 | 584 |
| 30 | 21 | 43 | 65 | 131 | 240 | 584 | 584 |

Duration (in years)

Credit quality step 0

Credit 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

51

131

246

589

1 207

2

12

27

53

133

247

591

990

3

14

30

55

126

245

588

821

4

15

33

58

129

244

588

687

5

17

36

64

131

244

588

588

6

18

38

67

136

244

588

588

7

19

41

69

138

244

587

587

8

19

41

68

136

243

587

587

9

18

41

67

134

243

586

586

10

18

42

67

133

242

586

586

11

18

42

66

133

242

585

585

12

18

43

66

132

241

585

585

13

18

43

66

132

241

584

584

14

18

43

65

132

241

584

584

15

18

43

65

131

240

584

584

16

17

42

64

131

240

583

583

17

17

42

64

131

239

583

583

18

17

42

64

130

239

583

583

19

17

42

64

130

239

583

583

20

18

42

65

131

240

583

583

21

18

42

65

131

240

584

584

22

18

43

65

131

240

584

584

23

18

43

65

132

241

584

584

24

18

43

65

132

241

584

584

25

18

43

65

132

241

584

584

26

18

43

65

132

241

584

584

27

19

43

65

132

241

584

584

28

20

43

65

132

241

584

584

29

20

43

65

132

241

584

584

30

21

43

65

131

240

584

584

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 | 68 | 94 | 174 | 288 | 632 | 1 223 |
| 2 | 56 | 72 | 98 | 178 | 292 | 636 | 1 008 |
| 3 | 62 | 78 | 103 | 174 | 293 | 636 | 838 |
| 4 | 65 | 83 | 108 | 178 | 294 | 637 | 705 |
| 5 | 68 | 87 | 114 | 182 | 295 | 638 | 638 |
| 6 | 69 | 89 | 118 | 186 | 294 | 638 | 638 |
| 7 | 69 | 90 | 119 | 188 | 294 | 637 | 637 |
| 8 | 68 | 90 | 117 | 185 | 292 | 636 | 636 |
| 9 | 66 | 89 | 115 | 182 | 291 | 634 | 634 |
| 10 | 65 | 89 | 114 | 180 | 289 | 633 | 633 |
| 11 | 64 | 88 | 112 | 179 | 288 | 631 | 631 |
| 12 | 63 | 87 | 111 | 177 | 286 | 629 | 629 |
| 13 | 62 | 86 | 109 | 175 | 284 | 628 | 628 |
| 14 | 61 | 85 | 108 | 174 | 283 | 626 | 626 |
| 15 | 59 | 84 | 106 | 173 | 282 | 625 | 625 |
| 16 | 58 | 83 | 105 | 171 | 280 | 624 | 624 |
| 17 | 57 | 82 | 104 | 171 | 280 | 623 | 623 |
| 18 | 56 | 81 | 103 | 170 | 279 | 622 | 622 |
| 19 | 56 | 80 | 103 | 169 | 278 | 621 | 621 |
| 20 | 55 | 80 | 102 | 168 | 277 | 621 | 621 |
| 21 | 54 | 79 | 101 | 168 | 277 | 620 | 620 |
| 22 | 53 | 78 | 100 | 167 | 276 | 619 | 619 |
| 23 | 53 | 77 | 100 | 166 | 275 | 618 | 618 |
| 24 | 52 | 76 | 99 | 165 | 274 | 618 | 618 |
| 25 | 51 | 76 | 98 | 164 | 273 | 617 | 617 |
| 26 | 50 | 75 | 97 | 163 | 272 | 616 | 616 |
| 27 | 49 | 74 | 96 | 162 | 271 | 615 | 615 |
| 28 | 48 | 73 | 95 | 162 | 271 | 614 | 614 |
| 29 | 48 | 72 | 94 | 161 | 270 | 613 | 613 |
| 30 | 47 | 71 | 94 | 160 | 269 | 612 | 612 |

Duration (in years)

Credit quality step 0

Credit 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

68

94

174

288

632

1 223

2

56

72

98

178

292

636

1 008

3

62

78

103

174

293

636

838

4

65

83

108

178

294

637

705

5

68

87

114

182

295

638

638

6

69

89

118

186

294

638

638

7

69

90

119

188

294

637

637

8

68

90

117

185

292

636

636

9

66

89

115

182

291

634

634

10

65

89

114

180

289

633

633

11

64

88

112

179

288

631

631

12

63

87

111

177

286

629

629

13

62

86

109

175

284

628

628

14

61

85

108

174

283

626

626

15

59

84

106

173

282

625

625

16

58

83

105

171

280

624

624

17

57

82

104

171

280

623

623

18

56

81

103

170

279

622

622

19

56

80

103

169

278

621

621

20

55

80

102

168

277

621

621

21

54

79

101

168

277

620

620

22

53

78

100

167

276

619

619

23

53

77

100

166

275

618

618

24

52

76

99

165

274

618

618

25

51

76

98

164

273

617

617

26

50

75

97

163

272

616

616

27

49

74

96

162

271

615

615

28

48

73

95

162

271

614

614

29

48

72

94

161

270

613

613

30

47

71

94

160

269

612

612

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 | 127 | 241 | 584 | 1 210 |
| 2 | 5 | 20 | 47 | 127 | 241 | 584 | 992 |
| 3 | 6 | 23 | 48 | 119 | 237 | 580 | 821 |
| 4 | 7 | 25 | 50 | 120 | 236 | 579 | 687 |
| 5 | 9 | 28 | 56 | 123 | 236 | 579 | 581 |
| 6 | 10 | 30 | 59 | 128 | 236 | 579 | 579 |
| 7 | 11 | 33 | 61 | 130 | 236 | 579 | 579 |
| 8 | 11 | 33 | 60 | 128 | 236 | 579 | 579 |
| 9 | 11 | 34 | 60 | 127 | 236 | 579 | 579 |
| 10 | 12 | 35 | 60 | 127 | 236 | 579 | 579 |
| 11 | 13 | 36 | 60 | 127 | 236 | 579 | 579 |
| 12 | 13 | 37 | 60 | 127 | 236 | 579 | 579 |
| 13 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 14 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 15 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 16 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 17 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 18 | 13 | 38 | 60 | 127 | 236 | 579 | 579 |
| 19 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 20 | 14 | 38 | 60 | 127 | 236 | 579 | 579 |
| 21 | 15 | 38 | 60 | 127 | 236 | 579 | 579 |
| 22 | 15 | 38 | 60 | 127 | 236 | 579 | 579 |
| 23 | 16 | 38 | 61 | 127 | 236 | 579 | 579 |
| 24 | 17 | 38 | 61 | 127 | 236 | 579 | 579 |
| 25 | 17 | 38 | 61 | 127 | 236 | 579 | 579 |
| 26 | 18 | 38 | 61 | 127 | 236 | 579 | 579 |
| 27 | 19 | 38 | 61 | 127 | 236 | 579 | 579 |
| 28 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |
| 29 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |
| 30 | 20 | 38 | 61 | 127 | 236 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

47

127

241

584

1 210

2

5

20

47

127

241

584

992

3

6

23

48

119

237

580

821

4

7

25

50

120

236

579

687

5

9

28

56

123

236

579

581

6

10

30

59

128

236

579

579

7

11

33

61

130

236

579

579

8

11

33

60

128

236

579

579

9

11

34

60

127

236

579

579

10

12

35

60

127

236

579

579

11

13

36

60

127

236

579

579

12

13

37

60

127

236

579

579

13

13

38

60

127

236

579

579

14

14

38

60

127

236

579

579

15

14

38

60

127

236

579

579

16

13

38

60

127

236

579

579

17

13

38

60

127

236

579

579

18

13

38

60

127

236

579

579

19

14

38

60

127

236

579

579

20

14

38

60

127

236

579

579

21

15

38

60

127

236

579

579

22

15

38

60

127

236

579

579

23

16

38

61

127

236

579

579

24

17

38

61

127

236

579

579

25

17

38

61

127

236

579

579

26

18

38

61

127

236

579

579

27

19

38

61

127

236

579

579

28

20

38

61

127

236

579

579

29

20

38

61

127

236

579

579

30

20

38

61

127

236

579

579

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 | 159 | 260 | 603 | 1 225 |
| 2 | 7 | 25 | 58 | 159 | 260 | 603 | 1 004 |
| 3 | 8 | 27 | 57 | 143 | 256 | 599 | 831 |
| 4 | 10 | 30 | 59 | 131 | 254 | 597 | 695 |
| 5 | 11 | 31 | 59 | 118 | 253 | 596 | 596 |
| 6 | 13 | 35 | 62 | 110 | 252 | 595 | 595 |
| 7 | 15 | 37 | 63 | 102 | 251 | 594 | 594 |
| 8 | 16 | 38 | 61 | 94 | 249 | 593 | 593 |
| 9 | 19 | 45 | 65 | 88 | 248 | 592 | 592 |
| 10 | 18 | 45 | 62 | 84 | 248 | 591 | 591 |
| 11 | 17 | 44 | 60 | 83 | 247 | 590 | 590 |
| 12 | 16 | 43 | 60 | 84 | 246 | 589 | 589 |
| 13 | 16 | 44 | 61 | 84 | 245 | 589 | 589 |
| 14 | 17 | 44 | 61 | 84 | 244 | 588 | 588 |
| 15 | 17 | 44 | 61 | 84 | 244 | 587 | 587 |
| 16 | 17 | 44 | 61 | 84 | 242 | 586 | 586 |
| 17 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 18 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 19 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 20 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 21 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 22 | 17 | 44 | 61 | 84 | 241 | 585 | 585 |
| 23 | 17 | 44 | 61 | 84 | 241 | 584 | 584 |
| 24 | 17 | 44 | 61 | 84 | 240 | 584 | 584 |
| 25 | 17 | 44 | 61 | 84 | 240 | 583 | 583 |
| 26 | 18 | 44 | 61 | 84 | 239 | 583 | 583 |
| 27 | 19 | 44 | 61 | 84 | 239 | 582 | 582 |
| 28 | 20 | 44 | 61 | 84 | 239 | 582 | 582 |
| 29 | 20 | 44 | 61 | 84 | 238 | 582 | 582 |
| 30 | 20 | 44 | 61 | 84 | 238 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

25

58

159

260

603

1 225

2

7

25

58

159

260

603

1 004

3

8

27

57

143

256

599

831

4

10

30

59

131

254

597

695

5

11

31

59

118

253

596

596

6

13

35

62

110

252

595

595

7

15

37

63

102

251

594

594

8

16

38

61

94

249

593

593

9

19

45

65

88

248

592

592

10

18

45

62

84

248

591

591

11

17

44

60

83

247

590

590

12

16

43

60

84

246

589

589

13

16

44

61

84

245

589

589

14

17

44

61

84

244

588

588

15

17

44

61

84

244

587

587

16

17

44

61

84

242

586

586

17

17

44

61

84

241

585

585

18

17

44

61

84

241

584

584

19

17

44

61

84

241

584

584

20

17

44

61

84

241

585

585

21

17

44

61

84

241

585

585

22

17

44

61

84

241

585

585

23

17

44

61

84

241

584

584

24

17

44

61

84

240

584

584

25

17

44

61

84

240

583

583

26

18

44

61

84

239

583

583

27

19

44

61

84

239

582

582

28

20

44

61

84

239

582

582

29

20

44

61

84

238

582

582

30

20

44

61

84

238

581

581

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 | 88 | 103 | 130 | 210 | 324 | 668 | 1 233 |
| 2 | 85 | 101 | 127 | 207 | 321 | 665 | 1 017 |
| 3 | 84 | 101 | 126 | 197 | 315 | 659 | 845 |
| 4 | 83 | 101 | 126 | 196 | 312 | 655 | 710 |
| 5 | 81 | 100 | 128 | 195 | 308 | 652 | 652 |
| 6 | 80 | 100 | 129 | 198 | 306 | 649 | 649 |
| 7 | 78 | 100 | 128 | 197 | 303 | 646 | 646 |
| 8 | 76 | 98 | 125 | 193 | 300 | 644 | 644 |
| 9 | 73 | 96 | 122 | 189 | 298 | 641 | 641 |
| 10 | 72 | 96 | 120 | 187 | 296 | 639 | 639 |
| 11 | 71 | 95 | 119 | 185 | 294 | 638 | 638 |
| 12 | 70 | 94 | 117 | 183 | 292 | 636 | 636 |
| 13 | 68 | 93 | 115 | 182 | 291 | 634 | 634 |
| 14 | 67 | 92 | 114 | 180 | 289 | 633 | 633 |
| 15 | 66 | 90 | 112 | 179 | 288 | 631 | 631 |
| 16 | 64 | 89 | 111 | 178 | 287 | 630 | 630 |
| 17 | 63 | 88 | 110 | 176 | 285 | 629 | 629 |
| 18 | 62 | 87 | 109 | 175 | 284 | 628 | 628 |
| 19 | 61 | 86 | 108 | 174 | 283 | 627 | 627 |
| 20 | 60 | 85 | 107 | 174 | 283 | 626 | 626 |
| 21 | 59 | 84 | 106 | 173 | 282 | 625 | 625 |
| 22 | 59 | 83 | 105 | 172 | 281 | 624 | 624 |
| 23 | 58 | 82 | 104 | 171 | 280 | 623 | 623 |
| 24 | 57 | 81 | 103 | 170 | 279 | 622 | 622 |
| 25 | 55 | 80 | 102 | 169 | 278 | 621 | 621 |
| 26 | 54 | 79 | 101 | 168 | 277 | 620 | 620 |
| 27 | 53 | 78 | 100 | 167 | 276 | 619 | 619 |
| 28 | 53 | 77 | 99 | 166 | 275 | 618 | 618 |
| 29 | 52 | 76 | 98 | 165 | 274 | 617 | 617 |
| 30 | 51 | 75 | 98 | 164 | 273 | 616 | 616 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

88

103

130

210

324

668

1 233

2

85

101

127

207

321

665

1 017

3

84

101

126

197

315

659

845

4

83

101

126

196

312

655

710

5

81

100

128

195

308

652

652

6

80

100

129

198

306

649

649

7

78

100

128

197

303

646

646

8

76

98

125

193

300

644

644

9

73

96

122

189

298

641

641

10

72

96

120

187

296

639

639

11

71

95

119

185

294

638

638

12

70

94

117

183

292

636

636

13

68

93

115

182

291

634

634

14

67

92

114

180

289

633

633

15

66

90

112

179

288

631

631

16

64

89

111

178

287

630

630

17

63

88

110

176

285

629

629

18

62

87

109

175

284

628

628

19

61

86

108

174

283

627

627

20

60

85

107

174

283

626

626

21

59

84

106

173

282

625

625

22

59

83

105

172

281

624

624

23

58

82

104

171

280

623

623

24

57

81

103

170

279

622

622

25

55

80

102

169

278

621

621

26

54

79

101

168

277

620

620

27

53

78

100

167

276

619

619

28

53

77

99

166

275

618

618

29

52

76

98

165

274

617

617

30

51

75

98

164

273

616

616

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 | 76 | 103 | 183 | 297 | 640 | 1 245 |
| 2 | 59 | 75 | 101 | 181 | 295 | 639 | 1 023 |
| 3 | 59 | 76 | 101 | 172 | 290 | 634 | 848 |
| 4 | 59 | 77 | 102 | 172 | 288 | 631 | 711 |
| 5 | 58 | 77 | 105 | 173 | 285 | 629 | 629 |
| 6 | 57 | 78 | 106 | 175 | 283 | 627 | 627 |
| 7 | 57 | 78 | 106 | 176 | 281 | 625 | 625 |
| 8 | 55 | 77 | 104 | 172 | 280 | 623 | 623 |
| 9 | 54 | 76 | 102 | 169 | 278 | 621 | 621 |
| 10 | 53 | 76 | 101 | 168 | 277 | 620 | 620 |
| 11 | 52 | 76 | 100 | 167 | 276 | 619 | 619 |
| 12 | 52 | 76 | 99 | 166 | 275 | 618 | 618 |
| 13 | 52 | 76 | 99 | 165 | 274 | 618 | 618 |
| 14 | 51 | 76 | 98 | 164 | 273 | 617 | 617 |
| 15 | 50 | 75 | 97 | 164 | 273 | 616 | 616 |
| 16 | 49 | 74 | 96 | 163 | 272 | 615 | 615 |
| 17 | 49 | 73 | 96 | 162 | 271 | 614 | 614 |
| 18 | 48 | 72 | 95 | 161 | 270 | 614 | 614 |
| 19 | 47 | 72 | 94 | 161 | 270 | 613 | 613 |
| 20 | 47 | 72 | 94 | 160 | 269 | 613 | 613 |
| 21 | 47 | 71 | 94 | 160 | 269 | 613 | 613 |
| 22 | 46 | 71 | 93 | 160 | 269 | 612 | 612 |
| 23 | 46 | 71 | 93 | 159 | 268 | 612 | 612 |
| 24 | 45 | 70 | 92 | 159 | 268 | 611 | 611 |
| 25 | 45 | 69 | 92 | 158 | 267 | 611 | 611 |
| 26 | 44 | 69 | 91 | 157 | 266 | 610 | 610 |
| 27 | 43 | 68 | 90 | 157 | 266 | 609 | 609 |
| 28 | 43 | 67 | 90 | 156 | 265 | 609 | 609 |
| 29 | 42 | 67 | 89 | 155 | 264 | 608 | 608 |
| 30 | 41 | 66 | 88 | 155 | 264 | 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

61

76

103

183

297

640

1 245

2

59

75

101

181

295

639

1 023

3

59

76

101

172

290

634

848

4

59

77

102

172

288

631

711

5

58

77

105

173

285

629

629

6

57

78

106

175

283

627

627

7

57

78

106

176

281

625

625

8

55

77

104

172

280

623

623

9

54

76

102

169

278

621

621

10

53

76

101

168

277

620

620

11

52

76

100

167

276

619

619

12

52

76

99

166

275

618

618

13

52

76

99

165

274

618

618

14

51

76

98

164

273

617

617

15

50

75

97

164

273

616

616

16

49

74

96

163

272

615

615

17

49

73

96

162

271

614

614

18

48

72

95

161

270

614

614

19

47

72

94

161

270

613

613

20

47

72

94

160

269

613

613

21

47

71

94

160

269

613

613

22

46

71

93

160

269

612

612

23

46

71

93

159

268

612

612

24

45

70

92

159

268

611

611

25

45

69

92

158

267

611

611

26

44

69

91

157

266

610

610

27

43

68

90

157

266

609

609

28

43

67

90

156

265

609

609

29

42

67

89

155

264

608

608

30

41

66

88

155

264

607

607

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 | 72 | 152 | 267 | 610 | 1 233 |
| 2 | 31 | 47 | 73 | 153 | 267 | 611 | 1 012 |
| 3 | 31 | 48 | 73 | 144 | 262 | 606 | 837 |
| 4 | 32 | 49 | 75 | 145 | 260 | 604 | 701 |
| 5 | 32 | 51 | 79 | 147 | 259 | 603 | 603 |
| 6 | 33 | 53 | 82 | 150 | 258 | 602 | 602 |
| 7 | 33 | 54 | 83 | 152 | 258 | 601 | 601 |
| 8 | 32 | 54 | 81 | 149 | 257 | 600 | 600 |
| 9 | 32 | 54 | 80 | 147 | 256 | 599 | 599 |
| 10 | 31 | 55 | 80 | 146 | 255 | 599 | 599 |
| 11 | 31 | 55 | 79 | 146 | 255 | 598 | 598 |
| 12 | 31 | 55 | 78 | 145 | 254 | 597 | 597 |
| 13 | 30 | 55 | 78 | 144 | 253 | 596 | 596 |
| 14 | 30 | 54 | 77 | 143 | 252 | 596 | 596 |
| 15 | 29 | 54 | 76 | 142 | 251 | 595 | 595 |
| 16 | 28 | 53 | 75 | 141 | 250 | 594 | 594 |
| 17 | 28 | 52 | 75 | 141 | 250 | 593 | 593 |
| 18 | 27 | 52 | 74 | 140 | 249 | 593 | 593 |
| 19 | 27 | 51 | 74 | 140 | 249 | 593 | 593 |
| 20 | 27 | 51 | 74 | 140 | 249 | 593 | 593 |
| 21 | 27 | 52 | 74 | 140 | 249 | 593 | 593 |
| 22 | 27 | 51 | 74 | 140 | 249 | 593 | 593 |
| 23 | 27 | 51 | 74 | 140 | 249 | 593 | 593 |
| 24 | 27 | 51 | 73 | 140 | 249 | 592 | 592 |
| 25 | 26 | 51 | 73 | 140 | 249 | 592 | 592 |
| 26 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 27 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 28 | 26 | 50 | 73 | 139 | 248 | 591 | 591 |
| 29 | 25 | 50 | 72 | 139 | 248 | 591 | 591 |
| 30 | 25 | 50 | 72 | 138 | 247 | 591 | 591 |

Duration (in years)

Credit quality step 0

Credit 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

72

152

267

610

1 233

2

31

47

73

153

267

611

1 012

3

31

48

73

144

262

606

837

4

32

49

75

145

260

604

701

5

32

51

79

147

259

603

603

6

33

53

82

150

258

602

602

7

33

54

83

152

258

601

601

8

32

54

81

149

257

600

600

9

32

54

80

147

256

599

599

10

31

55

80

146

255

599

599

11

31

55

79

146

255

598

598

12

31

55

78

145

254

597

597

13

30

55

78

144

253

596

596

14

30

54

77

143

252

596

596

15

29

54

76

142

251

595

595

16

28

53

75

141

250

594

594

17

28

52

75

141

250

593

593

18

27

52

74

140

249

593

593

19

27

51

74

140

249

593

593

20

27

51

74

140

249

593

593

21

27

52

74

140

249

593

593

22

27

51

74

140

249

593

593

23

27

51

74

140

249

593

593

24

27

51

73

140

249

592

592

25

26

51

73

140

249

592

592

26

26

51

73

139

248

592

592

27

26

50

73

139

248

592

592

28

26

50

73

139

248

591

591

29

25

50

72

139

248

591

591

30

25

50

72

138

247

591

591

2.12.   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 27 | 107 | 221 | 565 | 1 203 |
| 2 | 1 | 5 | 28 | 108 | 222 | 566 | 986 |
| 3 | 2 | 5 | 29 | 100 | 219 | 562 | 816 |
| 4 | 2 | 7 | 32 | 102 | 217 | 561 | 682 |
| 5 | 3 | 9 | 37 | 105 | 217 | 561 | 578 |
| 6 | 4 | 12 | 40 | 109 | 217 | 561 | 561 |
| 7 | 5 | 14 | 42 | 111 | 217 | 561 | 561 |
| 8 | 5 | 15 | 42 | 110 | 217 | 561 | 561 |
| 9 | 7 | 16 | 41 | 108 | 217 | 561 | 561 |
| 10 | 7 | 17 | 42 | 108 | 217 | 561 | 561 |
| 11 | 8 | 19 | 43 | 109 | 218 | 562 | 562 |
| 12 | 8 | 18 | 42 | 108 | 217 | 560 | 560 |
| 13 | 10 | 20 | 43 | 109 | 218 | 562 | 562 |
| 14 | 10 | 20 | 43 | 109 | 218 | 561 | 561 |
| 15 | 11 | 19 | 41 | 108 | 217 | 560 | 560 |
| 16 | 11 | 18 | 40 | 106 | 215 | 559 | 559 |
| 17 | 12 | 18 | 40 | 106 | 215 | 559 | 559 |
| 18 | 13 | 18 | 40 | 107 | 216 | 559 | 559 |
| 19 | 14 | 19 | 41 | 107 | 216 | 559 | 559 |
| 20 | 14 | 19 | 41 | 108 | 217 | 560 | 560 |
| 21 | 15 | 20 | 42 | 108 | 217 | 561 | 561 |
| 22 | 15 | 21 | 42 | 108 | 217 | 561 | 561 |
| 23 | 16 | 22 | 42 | 108 | 217 | 561 | 561 |
| 24 | 17 | 22 | 42 | 108 | 217 | 561 | 561 |
| 25 | 17 | 23 | 43 | 108 | 217 | 561 | 561 |
| 26 | 18 | 24 | 45 | 108 | 217 | 561 | 561 |
| 27 | 18 | 25 | 46 | 108 | 217 | 561 | 561 |
| 28 | 19 | 25 | 47 | 108 | 217 | 561 | 561 |
| 29 | 20 | 26 | 48 | 108 | 217 | 561 | 561 |
| 30 | 20 | 28 | 49 | 108 | 217 | 561 | 561 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

27

107

221

565

1 203

2

1

5

28

108

222

566

986

3

2

5

29

100

219

562

816

4

2

7

32

102

217

561

682

5

3

9

37

105

217

561

578

6

4

12

40

109

217

561

561

7

5

14

42

111

217

561

561

8

5

15

42

110

217

561

561

9

7

16

41

108

217

561

561

10

7

17

42

108

217

561

561

11

8

19

43

109

218

562

562

12

8

18

42

108

217

560

560

13

10

20

43

109

218

562

562

14

10

20

43

109

218

561

561

15

11

19

41

108

217

560

560

16

11

18

40

106

215

559

559

17

12

18

40

106

215

559

559

18

13

18

40

107

216

559

559

19

14

19

41

107

216

559

559

20

14

19

41

108

217

560

560

21

15

20

42

108

217

561

561

22

15

21

42

108

217

561

561

23

16

22

42

108

217

561

561

24

17

22

42

108

217

561

561

25

17

23

43

108

217

561

561

26

18

24

45

108

217

561

561

27

18

25

46

108

217

561

561

28

19

25

47

108

217

561

561

29

20

26

48

108

217

561

561

30

20

28

49

108

217

561

561

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 | 89 | 169 | 283 | 627 | 1 250 |
| 2 | 47 | 63 | 89 | 169 | 283 | 627 | 1 026 |
| 3 | 48 | 64 | 89 | 160 | 279 | 622 | 849 |
| 4 | 48 | 66 | 91 | 161 | 277 | 620 | 711 |
| 5 | 49 | 68 | 95 | 163 | 276 | 619 | 619 |
| 6 | 49 | 69 | 98 | 166 | 274 | 618 | 618 |
| 7 | 49 | 70 | 98 | 168 | 273 | 617 | 617 |
| 8 | 48 | 70 | 97 | 165 | 272 | 616 | 616 |
| 9 | 47 | 70 | 96 | 163 | 271 | 615 | 615 |
| 10 | 47 | 70 | 95 | 161 | 270 | 614 | 614 |
| 11 | 46 | 70 | 94 | 160 | 269 | 613 | 613 |
| 12 | 46 | 70 | 93 | 160 | 269 | 612 | 612 |
| 13 | 45 | 70 | 93 | 159 | 268 | 611 | 611 |
| 14 | 45 | 70 | 92 | 158 | 267 | 611 | 611 |
| 15 | 44 | 69 | 91 | 158 | 267 | 610 | 610 |
| 16 | 43 | 68 | 90 | 157 | 266 | 609 | 609 |
| 17 | 43 | 67 | 90 | 156 | 265 | 609 | 609 |
| 18 | 42 | 67 | 89 | 155 | 264 | 608 | 608 |
| 19 | 42 | 66 | 89 | 155 | 264 | 607 | 607 |
| 20 | 41 | 66 | 88 | 155 | 264 | 607 | 607 |
| 21 | 41 | 66 | 88 | 155 | 264 | 607 | 607 |
| 22 | 41 | 66 | 88 | 154 | 263 | 607 | 607 |
| 23 | 40 | 65 | 87 | 154 | 263 | 606 | 606 |
| 24 | 40 | 65 | 87 | 153 | 262 | 606 | 606 |
| 25 | 39 | 64 | 86 | 153 | 262 | 605 | 605 |
| 26 | 39 | 63 | 86 | 152 | 261 | 605 | 605 |
| 27 | 38 | 63 | 85 | 151 | 260 | 604 | 604 |
| 28 | 38 | 62 | 85 | 151 | 260 | 603 | 603 |
| 29 | 37 | 62 | 84 | 150 | 259 | 603 | 603 |
| 30 | 36 | 61 | 83 | 150 | 259 | 602 | 602 |

Duration (in years)

Credit quality step 0

Credit 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

89

169

283

627

1 250

2

47

63

89

169

283

627

1 026

3

48

64

89

160

279

622

849

4

48

66

91

161

277

620

711

5

49

68

95

163

276

619

619

6

49

69

98

166

274

618

618

7

49

70

98

168

273

617

617

8

48

70

97

165

272

616

616

9

47

70

96

163

271

615

615

10

47

70

95

161

270

614

614

11

46

70

94

160

269

613

613

12

46

70

93

160

269

612

612

13

45

70

93

159

268

611

611

14

45

70

92

158

267

611

611

15

44

69

91

158

267

610

610

16

43

68

90

157

266

609

609

17

43

67

90

156

265

609

609

18

42

67

89

155

264

608

608

19

42

66

89

155

264

607

607

20

41

66

88

155

264

607

607

21

41

66

88

155

264

607

607

22

41

66

88

154

263

607

607

23

40

65

87

154

263

606

606

24

40

65

87

153

262

606

606

25

39

64

86

153

262

605

605

26

39

63

86

152

261

605

605

27

38

63

85

151

260

604

604

28

38

62

85

151

260

603

603

29

37

62

84

150

259

603

603

30

36

61

83

150

259

602

602

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 | 15 | 30 | 56 | 136 | 250 | 594 | 1 243 |
| 2 | 19 | 34 | 60 | 140 | 255 | 598 | 1 019 |
| 3 | 23 | 40 | 65 | 136 | 254 | 598 | 843 |
| 4 | 27 | 45 | 70 | 140 | 256 | 599 | 706 |
| 5 | 30 | 49 | 77 | 144 | 257 | 600 | 600 |
| 6 | 29 | 49 | 78 | 147 | 255 | 598 | 598 |
| 7 | 34 | 56 | 84 | 153 | 259 | 602 | 602 |
| 8 | 33 | 55 | 82 | 150 | 257 | 601 | 601 |
| 9 | 34 | 57 | 83 | 149 | 258 | 602 | 602 |
| 10 | 36 | 59 | 84 | 151 | 260 | 603 | 603 |
| 11 | 38 | 62 | 86 | 152 | 261 | 604 | 604 |
| 12 | 39 | 63 | 86 | 153 | 262 | 605 | 605 |
| 13 | 40 | 64 | 87 | 153 | 262 | 606 | 606 |
| 14 | 40 | 65 | 87 | 154 | 263 | 606 | 606 |
| 15 | 40 | 65 | 87 | 154 | 263 | 606 | 606 |
| 16 | 40 | 64 | 87 | 153 | 262 | 606 | 606 |
| 17 | 40 | 64 | 87 | 153 | 262 | 606 | 606 |
| 18 | 39 | 64 | 86 | 152 | 261 | 605 | 605 |
| 19 | 39 | 63 | 86 | 152 | 261 | 604 | 604 |
| 20 | 39 | 63 | 86 | 152 | 261 | 604 | 604 |
| 21 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 22 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 23 | 38 | 63 | 85 | 151 | 260 | 604 | 604 |
| 24 | 38 | 62 | 84 | 151 | 260 | 603 | 603 |
| 25 | 37 | 62 | 84 | 150 | 259 | 603 | 603 |
| 26 | 37 | 61 | 84 | 150 | 259 | 602 | 602 |
| 27 | 36 | 61 | 83 | 149 | 258 | 602 | 602 |
| 28 | 36 | 60 | 83 | 149 | 258 | 601 | 601 |
| 29 | 35 | 60 | 82 | 148 | 257 | 601 | 601 |
| 30 | 35 | 59 | 81 | 148 | 257 | 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

15

30

56

136

250

594

1 243

2

19

34

60

140

255

598

1 019

3

23

40

65

136

254

598

843

4

27

45

70

140

256

599

706

5

30

49

77

144

257

600

600

6

29

49

78

147

255

598

598

7

34

56

84

153

259

602

602

8

33

55

82

150

257

601

601

9

34

57

83

149

258

602

602

10

36

59

84

151

260

603

603

11

38

62

86

152

261

604

604

12

39

63

86

153

262

605

605

13

40

64

87

153

262

606

606

14

40

65

87

154

263

606

606

15

40

65

87

154

263

606

606

16

40

64

87

153

262

606

606

17

40

64

87

153

262

606

606

18

39

64

86

152

261

605

605

19

39

63

86

152

261

604

604

20

39

63

86

152

261

604

604

21

38

63

85

152

261

604

604

22

38

63

85

152

261

604

604

23

38

63

85

151

260

604

604

24

38

62

84

151

260

603

603

25

37

62

84

150

259

603

603

26

37

61

84

150

259

602

602

27

36

61

83

149

258

602

602

28

36

60

83

149

258

601

601

29

35

60

82

148

257

601

601

30

35

59

81

148

257

600

600

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 | 135 | 249 | 593 | 1 237 |
| 2 | 14 | 30 | 56 | 136 | 250 | 594 | 1 015 |
| 3 | 17 | 33 | 58 | 129 | 248 | 591 | 840 |
| 4 | 18 | 36 | 61 | 131 | 247 | 591 | 703 |
| 5 | 20 | 39 | 67 | 134 | 247 | 591 | 595 |
| 6 | 21 | 42 | 70 | 139 | 247 | 591 | 591 |
| 7 | 23 | 44 | 72 | 141 | 247 | 591 | 591 |
| 8 | 23 | 45 | 72 | 140 | 247 | 591 | 591 |
| 9 | 23 | 46 | 72 | 139 | 247 | 591 | 591 |
| 10 | 24 | 47 | 72 | 139 | 248 | 591 | 591 |
| 11 | 25 | 48 | 73 | 139 | 248 | 591 | 591 |
| 12 | 25 | 49 | 73 | 139 | 248 | 592 | 592 |
| 13 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 14 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 15 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 16 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 17 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 18 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 19 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 20 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 21 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 22 | 26 | 51 | 73 | 139 | 248 | 592 | 592 |
| 23 | 26 | 50 | 73 | 139 | 248 | 592 | 592 |
| 24 | 25 | 50 | 72 | 139 | 248 | 591 | 591 |
| 25 | 25 | 50 | 72 | 138 | 247 | 591 | 591 |
| 26 | 25 | 49 | 72 | 138 | 247 | 590 | 590 |
| 27 | 24 | 49 | 71 | 138 | 247 | 590 | 590 |
| 28 | 24 | 49 | 71 | 137 | 246 | 590 | 590 |
| 29 | 24 | 48 | 71 | 137 | 246 | 590 | 590 |
| 30 | 23 | 48 | 70 | 137 | 246 | 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

13

28

55

135

249

593

1 237

2

14

30

56

136

250

594

1 015

3

17

33

58

129

248

591

840

4

18

36

61

131

247

591

703

5

20

39

67

134

247

591

595

6

21

42

70

139

247

591

591

7

23

44

72

141

247

591

591

8

23

45

72

140

247

591

591

9

23

46

72

139

247

591

591

10

24

47

72

139

248

591

591

11

25

48

73

139

248

591

591

12

25

49

73

139

248

592

592

13

26

50

73

139

248

592

592

14

26

51

73

139

248

592

592

15

26

51

73

139

248

592

592

16

26

50

73

139

248

592

592

17

26

50

73

139

248

592

592

18

26

50

73

139

248

592

592

19

26

50

73

139

248

592

592

20

26

51

73

139

248

592

592

21

26

51

73

139

248

592

592

22

26

51

73

139

248

592

592

23

26

50

73

139

248

592

592

24

25

50

72

139

248

591

591

25

25

50

72

138

247

591

591

26

25

49

72

138

247

590

590

27

24

49

71

138

247

590

590

28

24

49

71

137

246

590

590

29

24

48

71

137

246

590

590

30

23

48

70

137

246

589

589

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 | 91 | 171 | 286 | 629 | 1 260 |
| 2 | 53 | 68 | 94 | 174 | 288 | 632 | 1 035 |
| 3 | 57 | 73 | 98 | 169 | 288 | 631 | 858 |
| 4 | 59 | 77 | 102 | 172 | 287 | 631 | 719 |
| 5 | 61 | 80 | 107 | 175 | 288 | 631 | 631 |
| 6 | 62 | 83 | 111 | 180 | 288 | 632 | 632 |
| 7 | 63 | 85 | 113 | 182 | 288 | 631 | 631 |
| 8 | 63 | 85 | 112 | 180 | 287 | 631 | 631 |
| 9 | 63 | 85 | 111 | 178 | 287 | 631 | 631 |
| 10 | 63 | 86 | 111 | 178 | 287 | 630 | 630 |
| 11 | 63 | 87 | 111 | 178 | 287 | 630 | 630 |
| 12 | 63 | 87 | 110 | 177 | 286 | 629 | 629 |
| 13 | 63 | 87 | 110 | 176 | 285 | 628 | 628 |
| 14 | 62 | 86 | 109 | 175 | 284 | 628 | 628 |
| 15 | 61 | 85 | 108 | 174 | 283 | 627 | 627 |
| 16 | 60 | 85 | 107 | 173 | 282 | 626 | 626 |
| 17 | 59 | 84 | 106 | 172 | 281 | 625 | 625 |
| 18 | 58 | 83 | 105 | 172 | 281 | 624 | 624 |
| 19 | 58 | 82 | 105 | 171 | 280 | 623 | 623 |
| 20 | 57 | 82 | 104 | 170 | 279 | 623 | 623 |
| 21 | 56 | 81 | 103 | 170 | 279 | 622 | 622 |
| 22 | 55 | 80 | 102 | 169 | 278 | 621 | 621 |
| 23 | 55 | 79 | 102 | 168 | 277 | 620 | 620 |
| 24 | 54 | 78 | 101 | 167 | 276 | 619 | 619 |
| 25 | 53 | 77 | 100 | 166 | 275 | 619 | 619 |
| 26 | 52 | 76 | 99 | 165 | 274 | 618 | 618 |
| 27 | 51 | 76 | 98 | 164 | 273 | 617 | 617 |
| 28 | 50 | 75 | 97 | 163 | 272 | 616 | 616 |
| 29 | 49 | 74 | 96 | 162 | 271 | 615 | 615 |
| 30 | 48 | 73 | 95 | 162 | 271 | 614 | 614 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

91

171

286

629

1 260

2

53

68

94

174

288

632

1 035

3

57

73

98

169

288

631

858

4

59

77

102

172

287

631

719

5

61

80

107

175

288

631

631

6

62

83

111

180

288

632

632

7

63

85

113

182

288

631

631

8

63

85

112

180

287

631

631

9

63

85

111

178

287

631

631

10

63

86

111

178

287

630

630

11

63

87

111

178

287

630

630

12

63

87

110

177

286

629

629

13

63

87

110

176

285

628

628

14

62

86

109

175

284

628

628

15

61

85

108

174

283

627

627

16

60

85

107

173

282

626

626

17

59

84

106

172

281

625

625

18

58

83

105

172

281

624

624

19

58

82

105

171

280

623

623

20

57

82

104

170

279

623

623

21

56

81

103

170

279

622

622

22

55

80

102

169

278

621

621

23

55

79

102

168

277

620

620

24

54

78

101

167

276

619

619

25

53

77

100

166

275

619

619

26

52

76

99

165

274

618

618

27

51

76

98

164

273

617

617

28

50

75

97

163

272

616

616

29

49

74

96

162

271

615

615

30

48

73

95

162

271

614

614

2.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 96 | 122 | 202 | 317 | 660 | 1 300 |
| 2 | 85 | 100 | 127 | 207 | 321 | 664 | 1 070 |
| 3 | 86 | 103 | 128 | 199 | 317 | 661 | 888 |
| 4 | 87 | 104 | 130 | 200 | 315 | 659 | 744 |
| 5 | 90 | 109 | 136 | 204 | 317 | 660 | 660 |
| 6 | 91 | 112 | 141 | 209 | 317 | 661 | 661 |
| 7 | 93 | 114 | 143 | 212 | 317 | 661 | 661 |
| 8 | 94 | 116 | 143 | 211 | 318 | 662 | 662 |
| 9 | 95 | 117 | 143 | 210 | 319 | 663 | 663 |
| 10 | 95 | 119 | 144 | 210 | 319 | 663 | 663 |
| 11 | 95 | 119 | 143 | 209 | 318 | 662 | 662 |
| 12 | 95 | 119 | 142 | 209 | 318 | 661 | 661 |
| 13 | 94 | 118 | 141 | 207 | 316 | 660 | 660 |
| 14 | 93 | 117 | 139 | 206 | 315 | 658 | 658 |
| 15 | 91 | 116 | 138 | 204 | 313 | 657 | 657 |
| 16 | 90 | 114 | 137 | 203 | 312 | 655 | 655 |
| 17 | 88 | 113 | 135 | 201 | 310 | 654 | 654 |
| 18 | 87 | 111 | 134 | 200 | 309 | 653 | 653 |
| 19 | 85 | 110 | 132 | 199 | 308 | 651 | 651 |
| 20 | 84 | 109 | 131 | 197 | 306 | 650 | 650 |
| 21 | 83 | 107 | 130 | 196 | 305 | 649 | 649 |
| 22 | 81 | 106 | 128 | 195 | 304 | 647 | 647 |
| 23 | 80 | 104 | 127 | 193 | 302 | 645 | 645 |
| 24 | 78 | 103 | 125 | 191 | 300 | 644 | 644 |
| 25 | 77 | 101 | 123 | 190 | 299 | 642 | 642 |
| 26 | 75 | 100 | 122 | 188 | 297 | 641 | 641 |
| 27 | 73 | 98 | 120 | 187 | 296 | 639 | 639 |
| 28 | 72 | 97 | 119 | 185 | 294 | 638 | 638 |
| 29 | 70 | 95 | 117 | 184 | 293 | 636 | 636 |
| 30 | 69 | 94 | 116 | 182 | 291 | 635 | 635 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

96

122

202

317

660

1 300

2

85

100

127

207

321

664

1 070

3

86

103

128

199

317

661

888

4

87

104

130

200

315

659

744

5

90

109

136

204

317

660

660

6

91

112

141

209

317

661

661

7

93

114

143

212

317

661

661

8

94

116

143

211

318

662

662

9

95

117

143

210

319

663

663

10

95

119

144

210

319

663

663

11

95

119

143

209

318

662

662

12

95

119

142

209

318

661

661

13

94

118

141

207

316

660

660

14

93

117

139

206

315

658

658

15

91

116

138

204

313

657

657

16

90

114

137

203

312

655

655

17

88

113

135

201

310

654

654

18

87

111

134

200

309

653

653

19

85

110

132

199

308

651

651

20

84

109

131

197

306

650

650

21

83

107

130

196

305

649

649

22

81

106

128

195

304

647

647

23

80

104

127

193

302

645

645

24

78

103

125

191

300

644

644

25

77

101

123

190

299

642

642

26

75

100

122

188

297

641

641

27

73

98

120

187

296

639

639

28

72

97

119

185

294

638

638

29

70

95

117

184

293

636

636

30

69

94

116

182

291

635

635

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 | 22 | 48 | 128 | 242 | 586 | 1 235 |
| 2 | 10 | 25 | 51 | 131 | 246 | 589 | 1 014 |
| 3 | 13 | 30 | 55 | 126 | 244 | 588 | 840 |
| 4 | 16 | 34 | 59 | 130 | 245 | 589 | 703 |
| 5 | 19 | 38 | 66 | 134 | 246 | 590 | 595 |
| 6 | 21 | 41 | 70 | 139 | 247 | 591 | 591 |
| 7 | 23 | 44 | 72 | 142 | 247 | 591 | 591 |
| 8 | 23 | 45 | 72 | 140 | 248 | 591 | 591 |
| 9 | 23 | 46 | 72 | 139 | 248 | 591 | 591 |
| 10 | 24 | 47 | 72 | 139 | 248 | 591 | 591 |
| 11 | 24 | 48 | 72 | 139 | 248 | 591 | 591 |
| 12 | 25 | 49 | 72 | 138 | 247 | 591 | 591 |
| 13 | 24 | 49 | 72 | 138 | 247 | 590 | 590 |
| 14 | 24 | 48 | 71 | 137 | 246 | 590 | 590 |
| 15 | 23 | 48 | 70 | 136 | 245 | 589 | 589 |
| 16 | 22 | 47 | 69 | 135 | 244 | 588 | 588 |
| 17 | 22 | 46 | 69 | 135 | 244 | 588 | 588 |
| 18 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 19 | 21 | 46 | 68 | 134 | 243 | 587 | 587 |
| 20 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 21 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 22 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 23 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 24 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 25 | 21 | 46 | 68 | 135 | 244 | 587 | 587 |
| 26 | 21 | 46 | 68 | 134 | 243 | 587 | 587 |
| 27 | 21 | 46 | 68 | 134 | 243 | 587 | 587 |
| 28 | 21 | 45 | 68 | 134 | 243 | 587 | 587 |
| 29 | 21 | 45 | 68 | 134 | 243 | 586 | 586 |
| 30 | 21 | 45 | 67 | 134 | 243 | 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

22

48

128

242

586

1 235

2

10

25

51

131

246

589

1 014

3

13

30

55

126

244

588

840

4

16

34

59

130

245

589

703

5

19

38

66

134

246

590

595

6

21

41

70

139

247

591

591

7

23

44

72

142

247

591

591

8

23

45

72

140

248

591

591

9

23

46

72

139

248

591

591

10

24

47

72

139

248

591

591

11

24

48

72

139

248

591

591

12

25

49

72

138

247

591

591

13

24

49

72

138

247

590

590

14

24

48

71

137

246

590

590

15

23

48

70

136

245

589

589

16

22

47

69

135

244

588

588

17

22

46

69

135

244

588

588

18

21

46

68

135

244

587

587

19

21

46

68

134

243

587

587

20

21

46

68

135

244

587

587

21

21

46

68

135

244

587

587

22

21

46

68

135

244

587

587

23

21

46

68

135

244

587

587

24

21

46

68

135

244

587

587

25

21

46

68

135

244

587

587

26

21

46

68

134

243

587

587

27

21

46

68

134

243

587

587

28

21

45

68

134

243

587

587

29

21

45

68

134

243

586

586

30

21

45

67

134

243

586

586

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 | 214 | 328 | 671 | 1 333 |
| 2 | 92 | 108 | 134 | 214 | 328 | 672 | 1 093 |
| 3 | 93 | 110 | 135 | 206 | 324 | 668 | 904 |
| 4 | 94 | 112 | 137 | 207 | 323 | 666 | 757 |
| 5 | 95 | 114 | 142 | 209 | 322 | 666 | 666 |
| 6 | 96 | 116 | 145 | 213 | 321 | 665 | 665 |
| 7 | 96 | 118 | 146 | 215 | 321 | 664 | 664 |
| 8 | 96 | 118 | 145 | 213 | 321 | 664 | 664 |
| 9 | 95 | 118 | 144 | 211 | 320 | 663 | 663 |
| 10 | 94 | 118 | 142 | 209 | 318 | 661 | 661 |
| 11 | 93 | 117 | 141 | 207 | 316 | 660 | 660 |
| 12 | 91 | 116 | 139 | 205 | 314 | 658 | 658 |
| 13 | 90 | 114 | 137 | 203 | 312 | 656 | 656 |
| 14 | 88 | 113 | 135 | 201 | 310 | 654 | 654 |
| 15 | 86 | 111 | 133 | 200 | 309 | 652 | 652 |
| 16 | 84 | 109 | 131 | 197 | 306 | 650 | 650 |
| 17 | 82 | 107 | 129 | 196 | 305 | 648 | 648 |
| 18 | 81 | 105 | 128 | 194 | 303 | 647 | 647 |
| 19 | 79 | 104 | 126 | 193 | 302 | 645 | 645 |
| 20 | 78 | 103 | 125 | 192 | 301 | 644 | 644 |
| 21 | 77 | 102 | 124 | 191 | 300 | 643 | 643 |
| 22 | 76 | 101 | 123 | 190 | 299 | 642 | 642 |
| 23 | 75 | 100 | 122 | 189 | 298 | 641 | 641 |
| 24 | 74 | 99 | 121 | 187 | 296 | 640 | 640 |
| 25 | 73 | 98 | 120 | 186 | 295 | 639 | 639 |
| 26 | 72 | 97 | 119 | 185 | 294 | 638 | 638 |
| 27 | 71 | 95 | 118 | 184 | 293 | 637 | 637 |
| 28 | 70 | 94 | 117 | 183 | 292 | 636 | 636 |
| 29 | 69 | 93 | 116 | 182 | 291 | 635 | 635 |
| 30 | 68 | 92 | 115 | 181 | 290 | 634 | 634 |

Duration (in years)

Credit quality step 0

Credit 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

214

328

671

1 333

2

92

108

134

214

328

672

1 093

3

93

110

135

206

324

668

904

4

94

112

137

207

323

666

757

5

95

114

142

209

322

666

666

6

96

116

145

213

321

665

665

7

96

118

146

215

321

664

664

8

96

118

145

213

321

664

664

9

95

118

144

211

320

663

663

10

94

118

142

209

318

661

661

11

93

117

141

207

316

660

660

12

91

116

139

205

314

658

658

13

90

114

137

203

312

656

656

14

88

113

135

201

310

654

654

15

86

111

133

200

309

652

652

16

84

109

131

197

306

650

650

17

82

107

129

196

305

648

648

18

81

105

128

194

303

647

647

19

79

104

126

193

302

645

645

20

78

103

125

192

301

644

644

21

77

102

124

191

300

643

643

22

76

101

123

190

299

642

642

23

75

100

122

189

298

641

641

24

74

99

121

187

296

640

640

25

73

98

120

186

295

639

639

26

72

97

119

185

294

638

638

27

71

95

118

184

293

637

637

28

70

94

117

183

292

636

636

29

69

93

116

182

291

635

635

30

68

92

115

181

290

634

634

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 | 352 | 367 | 394 | 474 | 588 | 932 | 1 354 |
| 2 | 77 | 92 | 118 | 198 | 312 | 656 | 1 105 |
| 3 | 81 | 97 | 122 | 193 | 312 | 655 | 912 |
| 4 | 85 | 102 | 128 | 198 | 313 | 657 | 762 |
| 5 | 87 | 107 | 134 | 202 | 314 | 658 | 658 |
| 6 | 89 | 110 | 138 | 207 | 315 | 659 | 659 |
| 7 | 91 | 112 | 141 | 210 | 316 | 659 | 659 |
| 8 | 92 | 114 | 141 | 209 | 316 | 660 | 660 |
| 9 | 92 | 115 | 141 | 208 | 317 | 660 | 660 |
| 10 | 93 | 116 | 141 | 207 | 316 | 660 | 660 |
| 11 | 93 | 117 | 141 | 207 | 316 | 660 | 660 |
| 12 | 94 | 118 | 141 | 207 | 316 | 660 | 660 |
| 13 | 94 | 119 | 141 | 208 | 317 | 660 | 660 |
| 14 | 95 | 120 | 142 | 208 | 317 | 661 | 661 |
| 15 | 96 | 120 | 143 | 209 | 318 | 662 | 662 |
| 16 | 97 | 121 | 144 | 210 | 319 | 663 | 663 |
| 17 | 98 | 122 | 145 | 211 | 320 | 664 | 664 |
| 18 | 99 | 124 | 146 | 212 | 321 | 665 | 665 |
| 19 | 100 | 124 | 147 | 213 | 322 | 666 | 666 |
| 20 | 101 | 125 | 148 | 214 | 323 | 666 | 666 |
| 21 | 101 | 125 | 148 | 214 | 323 | 667 | 667 |
| 22 | 101 | 125 | 148 | 214 | 323 | 666 | 666 |
| 23 | 100 | 125 | 147 | 213 | 322 | 666 | 666 |
| 24 | 99 | 124 | 146 | 213 | 322 | 665 | 665 |
| 25 | 98 | 123 | 145 | 212 | 321 | 664 | 664 |
| 26 | 97 | 122 | 144 | 211 | 320 | 663 | 663 |
| 27 | 96 | 121 | 143 | 209 | 318 | 662 | 662 |
| 28 | 95 | 120 | 142 | 208 | 317 | 661 | 661 |
| 29 | 94 | 118 | 141 | 207 | 316 | 659 | 659 |
| 30 | 92 | 117 | 139 | 206 | 315 | 658 | 658 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

352

367

394

474

588

932

1 354

2

77

92

118

198

312

656

1 105

3

81

97

122

193

312

655

912

4

85

102

128

198

313

657

762

5

87

107

134

202

314

658

658

6

89

110

138

207

315

659

659

7

91

112

141

210

316

659

659

8

92

114

141

209

316

660

660

9

92

115

141

208

317

660

660

10

93

116

141

207

316

660

660

11

93

117

141

207

316

660

660

12

94

118

141

207

316

660

660

13

94

119

141

208

317

660

660

14

95

120

142

208

317

661

661

15

96

120

143

209

318

662

662

16

97

121

144

210

319

663

663

17

98

122

145

211

320

664

664

18

99

124

146

212

321

665

665

19

100

124

147

213

322

666

666

20

101

125

148

214

323

666

666

21

101

125

148

214

323

667

667

22

101

125

148

214

323

666

666

23

100

125

147

213

322

666

666

24

99

124

146

213

322

665

665

25

98

123

145

212

321

664

664

26

97

122

144

211

320

663

663

27

96

121

143

209

318

662

662

28

95

120

142

208

317

661

661

29

94

118

141

207

316

659

659

30

92

117

139

206

315

658

658

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 | 116 | 231 | 574 | 1 225 |
| 2 | 1 | 10 | 36 | 116 | 230 | 574 | 1 004 |
| 3 | 2 | 12 | 37 | 108 | 227 | 570 | 830 |
| 4 | 2 | 14 | 39 | 109 | 225 | 568 | 694 |
| 5 | 4 | 16 | 43 | 111 | 224 | 567 | 588 |
| 6 | 4 | 17 | 46 | 115 | 223 | 566 | 566 |
| 7 | 5 | 19 | 47 | 117 | 222 | 566 | 566 |
| 8 | 5 | 19 | 46 | 114 | 221 | 565 | 565 |
| 9 | 7 | 19 | 45 | 112 | 220 | 564 | 564 |
| 10 | 7 | 20 | 45 | 111 | 220 | 564 | 564 |
| 11 | 8 | 21 | 45 | 111 | 220 | 563 | 563 |
| 12 | 8 | 21 | 45 | 111 | 220 | 563 | 563 |
| 13 | 10 | 22 | 45 | 111 | 220 | 563 | 563 |
| 14 | 10 | 22 | 45 | 111 | 220 | 564 | 564 |
| 15 | 11 | 23 | 45 | 111 | 220 | 564 | 564 |
| 16 | 11 | 22 | 45 | 111 | 220 | 564 | 564 |
| 17 | 12 | 23 | 45 | 112 | 221 | 564 | 564 |
| 18 | 13 | 23 | 46 | 112 | 221 | 565 | 565 |
| 19 | 14 | 24 | 46 | 113 | 222 | 565 | 565 |
| 20 | 14 | 25 | 47 | 114 | 223 | 566 | 566 |
| 21 | 15 | 26 | 48 | 114 | 223 | 567 | 567 |
| 22 | 16 | 26 | 49 | 115 | 224 | 568 | 568 |
| 23 | 17 | 27 | 49 | 116 | 225 | 568 | 568 |
| 24 | 17 | 28 | 50 | 116 | 225 | 569 | 569 |
| 25 | 17 | 28 | 50 | 117 | 226 | 569 | 569 |
| 26 | 18 | 28 | 51 | 117 | 226 | 570 | 570 |
| 27 | 19 | 29 | 51 | 117 | 226 | 570 | 570 |
| 28 | 20 | 29 | 51 | 118 | 227 | 570 | 570 |
| 29 | 20 | 30 | 52 | 118 | 227 | 571 | 571 |
| 30 | 21 | 30 | 52 | 118 | 227 | 571 | 571 |

Duration (in years)

Credit quality step 0

Credit 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

116

231

574

1 225

2

1

10

36

116

230

574

1 004

3

2

12

37

108

227

570

830

4

2

14

39

109

225

568

694

5

4

16

43

111

224

567

588

6

4

17

46

115

223

566

566

7

5

19

47

117

222

566

566

8

5

19

46

114

221

565

565

9

7

19

45

112

220

564

564

10

7

20

45

111

220

564

564

11

8

21

45

111

220

563

563

12

8

21

45

111

220

563

563

13

10

22

45

111

220

563

563

14

10

22

45

111

220

564

564

15

11

23

45

111

220

564

564

16

11

22

45

111

220

564

564

17

12

23

45

112

221

564

564

18

13

23

46

112

221

565

565

19

14

24

46

113

222

565

565

20

14

25

47

114

223

566

566

21

15

26

48

114

223

567

567

22

16

26

49

115

224

568

568

23

17

27

49

116

225

568

568

24

17

28

50

116

225

569

569

25

17

28

50

117

226

569

569

26

18

28

51

117

226

570

570

27

19

29

51

117

226

570

570

28

20

29

51

118

227

570

570

29

20

30

52

118

227

571

571

30

21

30

52

118

227

571

571

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 | 95 | 175 | 289 | 633 | 1 253 |
| 2 | 54 | 70 | 96 | 176 | 290 | 634 | 1 029 |
| 3 | 55 | 72 | 97 | 168 | 287 | 630 | 853 |
| 4 | 56 | 74 | 99 | 169 | 285 | 628 | 714 |
| 5 | 56 | 75 | 103 | 171 | 283 | 627 | 627 |
| 6 | 57 | 77 | 106 | 175 | 283 | 626 | 626 |
| 7 | 57 | 78 | 106 | 175 | 281 | 625 | 625 |
| 8 | 56 | 78 | 105 | 173 | 281 | 624 | 624 |
| 9 | 56 | 78 | 104 | 171 | 280 | 623 | 623 |
| 10 | 55 | 78 | 103 | 170 | 279 | 622 | 622 |
| 11 | 54 | 78 | 102 | 168 | 277 | 620 | 620 |
| 12 | 52 | 77 | 100 | 166 | 275 | 619 | 619 |
| 13 | 51 | 76 | 98 | 165 | 274 | 617 | 617 |
| 14 | 50 | 74 | 97 | 163 | 272 | 616 | 616 |
| 15 | 48 | 73 | 95 | 162 | 271 | 614 | 614 |
| 16 | 46 | 71 | 93 | 160 | 269 | 612 | 612 |
| 17 | 45 | 70 | 92 | 159 | 268 | 611 | 611 |
| 18 | 44 | 69 | 91 | 157 | 266 | 610 | 610 |
| 19 | 43 | 68 | 90 | 156 | 265 | 609 | 609 |
| 20 | 43 | 67 | 90 | 156 | 265 | 608 | 608 |
| 21 | 42 | 67 | 89 | 155 | 264 | 608 | 608 |
| 22 | 41 | 66 | 88 | 155 | 264 | 607 | 607 |
| 23 | 41 | 65 | 88 | 154 | 263 | 606 | 606 |
| 24 | 40 | 65 | 87 | 153 | 262 | 606 | 606 |
| 25 | 39 | 64 | 86 | 152 | 261 | 605 | 605 |
| 26 | 39 | 63 | 85 | 152 | 261 | 604 | 604 |
| 27 | 38 | 62 | 85 | 151 | 260 | 604 | 604 |
| 28 | 37 | 62 | 84 | 150 | 259 | 603 | 603 |
| 29 | 37 | 61 | 83 | 150 | 259 | 602 | 602 |
| 30 | 36 | 61 | 83 | 149 | 258 | 602 | 602 |

Duration (in years)

Credit quality step 0

Credit 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

95

175

289

633

1 253

2

54

70

96

176

290

634

1 029

3

55

72

97

168

287

630

853

4

56

74

99

169

285

628

714

5

56

75

103

171

283

627

627

6

57

77

106

175

283

626

626

7

57

78

106

175

281

625

625

8

56

78

105

173

281

624

624

9

56

78

104

171

280

623

623

10

55

78

103

170

279

622

622

11

54

78

102

168

277

620

620

12

52

77

100

166

275

619

619

13

51

76

98

165

274

617

617

14

50

74

97

163

272

616

616

15

48

73

95

162

271

614

614

16

46

71

93

160

269

612

612

17

45

70

92

159

268

611

611

18

44

69

91

157

266

610

610

19

43

68

90

156

265

609

609

20

43

67

90

156

265

608

608

21

42

67

89

155

264

608

608

22

41

66

88

155

264

607

607

23

41

65

88

154

263

606

606

24

40

65

87

153

262

606

606

25

39

64

86

152

261

605

605

26

39

63

85

152

261

604

604

27

38

62

85

151

260

604

604

28

37

62

84

150

259

603

603

29

37

61

83

150

259

602

602

30

36

61

83

149

258

602

602

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 | 130 | 156 | 236 | 350 | 694 | 1 353 |
| 2 | 115 | 131 | 157 | 237 | 351 | 695 | 1 108 |
| 3 | 118 | 134 | 159 | 230 | 349 | 692 | 917 |
| 4 | 120 | 138 | 163 | 233 | 348 | 692 | 768 |
| 5 | 121 | 140 | 168 | 236 | 348 | 692 | 692 |
| 6 | 122 | 142 | 171 | 240 | 348 | 692 | 692 |
| 7 | 123 | 144 | 172 | 242 | 347 | 691 | 691 |
| 8 | 122 | 144 | 171 | 239 | 346 | 690 | 690 |
| 9 | 121 | 144 | 170 | 237 | 345 | 689 | 689 |
| 10 | 120 | 144 | 169 | 235 | 344 | 688 | 688 |
| 11 | 119 | 143 | 167 | 234 | 343 | 686 | 686 |
| 12 | 118 | 142 | 165 | 232 | 341 | 684 | 684 |
| 13 | 116 | 141 | 163 | 230 | 339 | 682 | 682 |
| 14 | 114 | 139 | 161 | 227 | 336 | 680 | 680 |
| 15 | 112 | 136 | 159 | 225 | 334 | 678 | 678 |
| 16 | 109 | 134 | 156 | 222 | 331 | 675 | 675 |
| 17 | 107 | 131 | 154 | 220 | 329 | 673 | 673 |
| 18 | 104 | 129 | 151 | 218 | 327 | 670 | 670 |
| 19 | 102 | 127 | 149 | 216 | 325 | 668 | 668 |
| 20 | 101 | 125 | 148 | 214 | 323 | 666 | 666 |
| 21 | 99 | 123 | 146 | 212 | 321 | 665 | 665 |
| 22 | 97 | 122 | 144 | 210 | 319 | 663 | 663 |
| 23 | 95 | 120 | 142 | 209 | 318 | 661 | 661 |
| 24 | 93 | 118 | 140 | 207 | 316 | 659 | 659 |
| 25 | 92 | 116 | 139 | 205 | 314 | 658 | 658 |
| 26 | 90 | 115 | 137 | 203 | 312 | 656 | 656 |
| 27 | 88 | 113 | 135 | 202 | 311 | 654 | 654 |
| 28 | 87 | 111 | 134 | 200 | 309 | 652 | 652 |
| 29 | 85 | 110 | 132 | 198 | 307 | 651 | 651 |
| 30 | 84 | 108 | 131 | 197 | 306 | 649 | 649 |

Duration (in years)

Credit quality step 0

Credit 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

130

156

236

350

694

1 353

2

115

131

157

237

351

695

1 108

3

118

134

159

230

349

692

917

4

120

138

163

233

348

692

768

5

121

140

168

236

348

692

692

6

122

142

171

240

348

692

692

7

123

144

172

242

347

691

691

8

122

144

171

239

346

690

690

9

121

144

170

237

345

689

689

10

120

144

169

235

344

688

688

11

119

143

167

234

343

686

686

12

118

142

165

232

341

684

684

13

116

141

163

230

339

682

682

14

114

139

161

227

336

680

680

15

112

136

159

225

334

678

678

16

109

134

156

222

331

675

675

17

107

131

154

220

329

673

673

18

104

129

151

218

327

670

670

19

102

127

149

216

325

668

668

20

101

125

148

214

323

666

666

21

99

123

146

212

321

665

665

22

97

122

144

210

319

663

663

23

95

120

142

209

318

661

661

24

93

118

140

207

316

659

659

25

92

116

139

205

314

658

658

26

90

115

137

203

312

656

656

27

88

113

135

202

311

654

654

28

87

111

134

200

309

652

652

29

85

110

132

198

307

651

651

30

84

108

131

197

306

649

649

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 | 216 | 296 | 410 | 754 | 1 372 |
| 2 | 183 | 199 | 225 | 305 | 419 | 763 | 1 131 |
| 3 | 188 | 205 | 230 | 301 | 420 | 763 | 941 |
| 4 | 190 | 208 | 233 | 303 | 419 | 762 | 789 |
| 5 | 191 | 211 | 238 | 306 | 418 | 762 | 762 |
| 6 | 191 | 211 | 240 | 309 | 417 | 760 | 760 |
| 7 | 191 | 212 | 240 | 309 | 415 | 759 | 759 |
| 8 | 189 | 211 | 238 | 306 | 414 | 757 | 757 |
| 9 | 188 | 210 | 236 | 303 | 412 | 756 | 756 |
| 10 | 187 | 210 | 235 | 302 | 411 | 754 | 754 |
| 11 | 185 | 209 | 233 | 300 | 409 | 752 | 752 |
| 12 | 183 | 207 | 231 | 297 | 406 | 750 | 750 |
| 13 | 181 | 205 | 228 | 294 | 403 | 747 | 747 |
| 14 | 178 | 202 | 225 | 291 | 400 | 743 | 743 |
| 15 | 174 | 199 | 221 | 288 | 397 | 740 | 740 |
| 16 | 171 | 196 | 218 | 284 | 393 | 737 | 737 |
| 17 | 168 | 192 | 215 | 281 | 390 | 734 | 734 |
| 18 | 165 | 189 | 212 | 278 | 387 | 730 | 730 |
| 19 | 161 | 186 | 208 | 275 | 384 | 727 | 727 |
| 20 | 158 | 183 | 205 | 272 | 381 | 724 | 724 |
| 21 | 155 | 180 | 202 | 269 | 378 | 721 | 721 |
| 22 | 152 | 177 | 199 | 265 | 374 | 718 | 718 |
| 23 | 149 | 174 | 196 | 262 | 371 | 715 | 715 |
| 24 | 146 | 170 | 193 | 259 | 368 | 712 | 712 |
| 25 | 143 | 167 | 190 | 256 | 365 | 709 | 709 |
| 26 | 140 | 164 | 187 | 253 | 362 | 705 | 705 |
| 27 | 137 | 161 | 184 | 250 | 359 | 702 | 702 |
| 28 | 134 | 158 | 181 | 247 | 356 | 700 | 700 |
| 29 | 131 | 156 | 178 | 244 | 353 | 697 | 697 |
| 30 | 128 | 153 | 175 | 242 | 351 | 694 | 694 |

Duration (in years)

Credit quality step 0

Credit 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

216

296

410

754

1 372

2

183

199

225

305

419

763

1 131

3

188

205

230

301

420

763

941

4

190

208

233

303

419

762

789

5

191

211

238

306

418

762

762

6

191

211

240

309

417

760

760

7

191

212

240

309

415

759

759

8

189

211

238

306

414

757

757

9

188

210

236

303

412

756

756

10

187

210

235

302

411

754

754

11

185

209

233

300

409

752

752

12

183

207

231

297

406

750

750

13

181

205

228

294

403

747

747

14

178

202

225

291

400

743

743

15

174

199

221

288

397

740

740

16

171

196

218

284

393

737

737

17

168

192

215

281

390

734

734

18

165

189

212

278

387

730

730

19

161

186

208

275

384

727

727

20

158

183

205

272

381

724

724

21

155

180

202

269

378

721

721

22

152

177

199

265

374

718

718

23

149

174

196

262

371

715

715

24

146

170

193

259

368

712

712

25

143

167

190

256

365

709

709

26

140

164

187

253

362

705

705

27

137

161

184

250

359

702

702

28

134

158

181

247

356

700

700

29

131

156

178

244

353

697

697

30

128

153

175

242

351

694

694

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 | 27 | 42 | 68 | 148 | 263 | 606 | 1 279 |
| 2 | 28 | 43 | 69 | 149 | 263 | 607 | 1 048 |
| 3 | 29 | 45 | 70 | 141 | 260 | 603 | 867 |
| 4 | 30 | 48 | 73 | 143 | 258 | 602 | 726 |
| 5 | 31 | 50 | 78 | 145 | 258 | 601 | 614 |
| 6 | 31 | 51 | 80 | 149 | 257 | 601 | 601 |
| 7 | 32 | 53 | 81 | 150 | 256 | 600 | 600 |
| 8 | 31 | 53 | 80 | 148 | 255 | 599 | 599 |
| 9 | 30 | 53 | 79 | 146 | 254 | 598 | 598 |
| 10 | 30 | 53 | 78 | 144 | 253 | 597 | 597 |
| 11 | 30 | 53 | 77 | 144 | 253 | 596 | 596 |
| 12 | 29 | 54 | 77 | 143 | 252 | 596 | 596 |
| 13 | 29 | 54 | 76 | 143 | 252 | 595 | 595 |
| 14 | 29 | 53 | 76 | 142 | 251 | 595 | 595 |
| 15 | 29 | 53 | 75 | 142 | 251 | 594 | 594 |
| 16 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 17 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 18 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 19 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 20 | 29 | 53 | 76 | 142 | 251 | 594 | 594 |
| 21 | 29 | 53 | 76 | 142 | 251 | 594 | 594 |
| 22 | 29 | 53 | 76 | 142 | 251 | 594 | 594 |
| 23 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 24 | 28 | 53 | 75 | 142 | 251 | 594 | 594 |
| 25 | 28 | 53 | 75 | 141 | 250 | 594 | 594 |
| 26 | 28 | 53 | 75 | 141 | 250 | 594 | 594 |
| 27 | 28 | 52 | 75 | 141 | 250 | 593 | 593 |
| 28 | 27 | 52 | 74 | 141 | 250 | 593 | 593 |
| 29 | 27 | 52 | 74 | 140 | 249 | 593 | 593 |
| 30 | 27 | 52 | 74 | 140 | 249 | 593 | 593 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

42

68

148

263

606

1 279

2

28

43

69

149

263

607

1 048

3

29

45

70

141

260

603

867

4

30

48

73

143

258

602

726

5

31

50

78

145

258

601

614

6

31

51

80

149

257

601

601

7

32

53

81

150

256

600

600

8

31

53

80

148

255

599

599

9

30

53

79

146

254

598

598

10

30

53

78

144

253

597

597

11

30

53

77

144

253

596

596

12

29

54

77

143

252

596

596

13

29

54

76

143

252

595

595

14

29

53

76

142

251

595

595

15

29

53

75

142

251

594

594

16

28

53

75

142

251

594

594

17

28

53

75

142

251

594

594

18

28

53

75

142

251

594

594

19

28

53

75

142

251

594

594

20

29

53

76

142

251

594

594

21

29

53

76

142

251

594

594

22

29

53

76

142

251

594

594

23

28

53

75

142

251

594

594

24

28

53

75

142

251

594

594

25

28

53

75

141

250

594

594

26

28

53

75

141

250

594

594

27

28

52

75

141

250

593

593

28

27

52

74

141

250

593

593

29

27

52

74

140

249

593

593

30

27

52

74

140

249

593

593

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 | 23 | 38 | 64 | 144 | 258 | 602 | 1 281 |
| 2 | 24 | 40 | 66 | 146 | 260 | 604 | 1 050 |
| 3 | 27 | 44 | 69 | 140 | 258 | 602 | 869 |
| 4 | 30 | 48 | 73 | 143 | 259 | 602 | 726 |
| 5 | 32 | 51 | 79 | 147 | 259 | 603 | 614 |
| 6 | 34 | 54 | 83 | 152 | 260 | 603 | 603 |
| 7 | 36 | 57 | 85 | 154 | 260 | 604 | 604 |
| 8 | 36 | 58 | 85 | 153 | 260 | 604 | 604 |
| 9 | 36 | 59 | 85 | 152 | 260 | 604 | 604 |
| 10 | 37 | 60 | 85 | 152 | 261 | 604 | 604 |
| 11 | 38 | 62 | 86 | 152 | 261 | 605 | 605 |
| 12 | 39 | 63 | 86 | 153 | 262 | 605 | 605 |
| 13 | 39 | 63 | 86 | 152 | 261 | 605 | 605 |
| 14 | 39 | 64 | 86 | 152 | 261 | 605 | 605 |
| 15 | 39 | 63 | 86 | 152 | 261 | 605 | 605 |
| 16 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 17 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 18 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 19 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 20 | 39 | 63 | 86 | 152 | 261 | 604 | 604 |
| 21 | 39 | 63 | 86 | 152 | 261 | 605 | 605 |
| 22 | 39 | 63 | 86 | 152 | 261 | 605 | 605 |
| 23 | 39 | 63 | 86 | 152 | 261 | 604 | 604 |
| 24 | 38 | 63 | 85 | 152 | 261 | 604 | 604 |
| 25 | 38 | 63 | 85 | 151 | 260 | 604 | 604 |
| 26 | 38 | 62 | 85 | 151 | 260 | 603 | 603 |
| 27 | 37 | 62 | 84 | 150 | 259 | 603 | 603 |
| 28 | 37 | 61 | 84 | 150 | 259 | 603 | 603 |
| 29 | 36 | 61 | 83 | 150 | 259 | 602 | 602 |
| 30 | 36 | 60 | 83 | 149 | 258 | 602 | 602 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

23

38

64

144

258

602

1 281

2

24

40

66

146

260

604

1 050

3

27

44

69

140

258

602

869

4

30

48

73

143

259

602

726

5

32

51

79

147

259

603

614

6

34

54

83

152

260

603

603

7

36

57

85

154

260

604

604

8

36

58

85

153

260

604

604

9

36

59

85

152

260

604

604

10

37

60

85

152

261

604

604

11

38

62

86

152

261

605

605

12

39

63

86

153

262

605

605

13

39

63

86

152

261

605

605

14

39

64

86

152

261

605

605

15

39

63

86

152

261

605

605

16

38

63

85

152

261

604

604

17

38

63

85

152

261

604

604

18

38

63

85

152

261

604

604

19

38

63

85

152

261

604

604

20

39

63

86

152

261

604

604

21

39

63

86

152

261

605

605

22

39

63

86

152

261

605

605

23

39

63

86

152

261

604

604

24

38

63

85

152

261

604

604

25

38

63

85

151

260

604

604

26

38

62

85

151

260

603

603

27

37

62

84

150

259

603

603

28

37

61

84

150

259

603

603

29

36

61

83

150

259

602

602

30

36

60

83

149

258

602

602

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 | 124 | 139 | 165 | 245 | 360 | 703 | 1 385 |
| 2 | 122 | 138 | 164 | 244 | 358 | 702 | 1 129 |
| 3 | 123 | 139 | 164 | 235 | 354 | 697 | 931 |
| 4 | 123 | 141 | 166 | 236 | 352 | 695 | 777 |
| 5 | 124 | 143 | 170 | 238 | 351 | 694 | 694 |
| 6 | 123 | 144 | 172 | 241 | 349 | 693 | 693 |
| 7 | 124 | 145 | 173 | 242 | 348 | 692 | 692 |
| 8 | 123 | 145 | 172 | 240 | 347 | 691 | 691 |
| 9 | 122 | 144 | 170 | 237 | 346 | 690 | 690 |
| 10 | 122 | 145 | 170 | 237 | 346 | 689 | 689 |
| 11 | 121 | 145 | 169 | 236 | 345 | 688 | 688 |
| 12 | 121 | 145 | 168 | 235 | 344 | 687 | 687 |
| 13 | 120 | 144 | 167 | 233 | 342 | 686 | 686 |
| 14 | 119 | 144 | 166 | 232 | 341 | 685 | 685 |
| 15 | 117 | 141 | 164 | 230 | 339 | 682 | 682 |
| 16 | 115 | 139 | 161 | 228 | 337 | 680 | 680 |
| 17 | 112 | 136 | 159 | 225 | 334 | 678 | 678 |
| 18 | 109 | 134 | 156 | 223 | 332 | 675 | 675 |
| 19 | 107 | 132 | 154 | 221 | 330 | 673 | 673 |
| 20 | 105 | 130 | 152 | 218 | 327 | 671 | 671 |
| 21 | 103 | 127 | 150 | 216 | 325 | 669 | 669 |
| 22 | 101 | 125 | 148 | 214 | 323 | 666 | 666 |
| 23 | 98 | 123 | 145 | 212 | 321 | 664 | 664 |
| 24 | 96 | 121 | 143 | 210 | 319 | 662 | 662 |
| 25 | 94 | 119 | 141 | 207 | 316 | 660 | 660 |
| 26 | 92 | 117 | 139 | 205 | 314 | 658 | 658 |
| 27 | 90 | 115 | 137 | 203 | 312 | 656 | 656 |
| 28 | 88 | 113 | 135 | 201 | 310 | 654 | 654 |
| 29 | 86 | 111 | 133 | 199 | 308 | 652 | 652 |
| 30 | 84 | 109 | 131 | 197 | 306 | 650 | 650 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

124

139

165

245

360

703

1 385

2

122

138

164

244

358

702

1 129

3

123

139

164

235

354

697

931

4

123

141

166

236

352

695

777

5

124

143

170

238

351

694

694

6

123

144

172

241

349

693

693

7

124

145

173

242

348

692

692

8

123

145

172

240

347

691

691

9

122

144

170

237

346

690

690

10

122

145

170

237

346

689

689

11

121

145

169

236

345

688

688

12

121

145

168

235

344

687

687

13

120

144

167

233

342

686

686

14

119

144

166

232

341

685

685

15

117

141

164

230

339

682

682

16

115

139

161

228

337

680

680

17

112

136

159

225

334

678

678

18

109

134

156

223

332

675

675

19

107

132

154

221

330

673

673

20

105

130

152

218

327

671

671

21

103

127

150

216

325

669

669

22

101

125

148

214

323

666

666

23

98

123

145

212

321

664

664

24

96

121

143

210

319

662

662

25

94

119

141

207

316

660

660

26

92

117

139

205

314

658

658

27

90

115

137

203

312

656

656

28

88

113

135

201

310

654

654

29

86

111

133

199

308

652

652

30

84

109

131

197

306

650

650

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 | 9 | 35 | 115 | 229 | 573 | 1 234 |
| 2 | 1 | 11 | 37 | 117 | 231 | 575 | 1 014 |
| 3 | 2 | 15 | 40 | 111 | 229 | 573 | 840 |
| 4 | 2 | 19 | 44 | 114 | 229 | 573 | 703 |
| 5 | 4 | 22 | 50 | 117 | 230 | 574 | 595 |
| 6 | 5 | 25 | 54 | 123 | 231 | 574 | 574 |
| 7 | 7 | 28 | 56 | 125 | 231 | 575 | 575 |
| 8 | 7 | 29 | 56 | 124 | 231 | 575 | 575 |
| 9 | 7 | 29 | 55 | 122 | 231 | 575 | 575 |
| 10 | 7 | 31 | 56 | 122 | 231 | 575 | 575 |
| 11 | 8 | 31 | 55 | 122 | 231 | 574 | 574 |
| 12 | 8 | 32 | 55 | 122 | 231 | 574 | 574 |
| 13 | 10 | 32 | 55 | 121 | 230 | 574 | 574 |
| 14 | 10 | 33 | 55 | 121 | 230 | 574 | 574 |
| 15 | 11 | 32 | 55 | 121 | 230 | 574 | 574 |
| 16 | 11 | 32 | 54 | 121 | 230 | 573 | 573 |
| 17 | 13 | 32 | 54 | 121 | 230 | 573 | 573 |
| 18 | 13 | 32 | 54 | 121 | 230 | 573 | 573 |
| 19 | 14 | 32 | 55 | 121 | 230 | 573 | 573 |
| 20 | 14 | 33 | 55 | 122 | 231 | 574 | 574 |
| 21 | 15 | 33 | 56 | 122 | 231 | 575 | 575 |
| 22 | 16 | 34 | 56 | 123 | 232 | 575 | 575 |
| 23 | 17 | 34 | 57 | 123 | 232 | 575 | 575 |
| 24 | 17 | 34 | 57 | 123 | 232 | 576 | 576 |
| 25 | 18 | 35 | 57 | 123 | 232 | 576 | 576 |
| 26 | 18 | 35 | 57 | 124 | 233 | 576 | 576 |
| 27 | 19 | 35 | 57 | 124 | 233 | 576 | 576 |
| 28 | 20 | 35 | 58 | 124 | 233 | 576 | 576 |
| 29 | 20 | 35 | 58 | 124 | 233 | 577 | 577 |
| 30 | 21 | 36 | 58 | 124 | 233 | 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

9

35

115

229

573

1 234

2

1

11

37

117

231

575

1 014

3

2

15

40

111

229

573

840

4

2

19

44

114

229

573

703

5

4

22

50

117

230

574

595

6

5

25

54

123

231

574

574

7

7

28

56

125

231

575

575

8

7

29

56

124

231

575

575

9

7

29

55

122

231

575

575

10

7

31

56

122

231

575

575

11

8

31

55

122

231

574

574

12

8

32

55

122

231

574

574

13

10

32

55

121

230

574

574

14

10

33

55

121

230

574

574

15

11

32

55

121

230

574

574

16

11

32

54

121

230

573

573

17

13

32

54

121

230

573

573

18

13

32

54

121

230

573

573

19

14

32

55

121

230

573

573

20

14

33

55

122

231

574

574

21

15

33

56

122

231

575

575

22

16

34

56

123

232

575

575

23

17

34

57

123

232

575

575

24

17

34

57

123

232

576

576

25

18

35

57

123

232

576

576

26

18

35

57

124

233

576

576

27

19

35

57

124

233

576

576

28

20

35

58

124

233

576

576

29

20

35

58

124

233

577

577

30

21

36

58

124

233

577

577

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 | 156 | 271 | 614 | 1 243 |
| 2 | 35 | 51 | 77 | 157 | 271 | 615 | 1 019 |
| 3 | 35 | 52 | 77 | 148 | 267 | 610 | 843 |
| 4 | 36 | 53 | 79 | 149 | 264 | 608 | 705 |
| 5 | 36 | 55 | 83 | 150 | 263 | 607 | 607 |
| 6 | 39 | 59 | 88 | 156 | 265 | 608 | 608 |
| 7 | 36 | 58 | 86 | 155 | 261 | 604 | 604 |
| 8 | 40 | 62 | 89 | 157 | 265 | 608 | 608 |
| 9 | 40 | 62 | 88 | 155 | 264 | 607 | 607 |
| 10 | 34 | 57 | 82 | 149 | 258 | 601 | 601 |
| 11 | 30 | 53 | 77 | 144 | 253 | 596 | 596 |
| 12 | 26 | 51 | 74 | 140 | 249 | 593 | 593 |
| 13 | 24 | 49 | 71 | 138 | 247 | 590 | 590 |
| 14 | 22 | 47 | 69 | 136 | 245 | 588 | 588 |
| 15 | 21 | 45 | 68 | 134 | 243 | 587 | 587 |
| 16 | 19 | 44 | 66 | 133 | 242 | 585 | 585 |
| 17 | 18 | 43 | 65 | 132 | 241 | 584 | 584 |
| 18 | 18 | 42 | 65 | 131 | 240 | 583 | 583 |
| 19 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 20 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 21 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 22 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 23 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 24 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 25 | 17 | 42 | 64 | 131 | 240 | 583 | 583 |
| 26 | 18 | 42 | 64 | 130 | 239 | 583 | 583 |
| 27 | 19 | 42 | 64 | 130 | 239 | 583 | 583 |
| 28 | 20 | 42 | 64 | 130 | 239 | 583 | 583 |
| 29 | 20 | 42 | 64 | 130 | 239 | 583 | 583 |
| 30 | 21 | 41 | 64 | 130 | 239 | 583 | 583 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

77

156

271

614

1 243

2

35

51

77

157

271

615

1 019

3

35

52

77

148

267

610

843

4

36

53

79

149

264

608

705

5

36

55

83

150

263

607

607

6

39

59

88

156

265

608

608

7

36

58

86

155

261

604

604

8

40

62

89

157

265

608

608

9

40

62

88

155

264

607

607

10

34

57

82

149

258

601

601

11

30

53

77

144

253

596

596

12

26

51

74

140

249

593

593

13

24

49

71

138

247

590

590

14

22

47

69

136

245

588

588

15

21

45

68

134

243

587

587

16

19

44

66

133

242

585

585

17

18

43

65

132

241

584

584

18

18

42

65

131

240

583

583

19

17

42

64

131

240

583

583

20

17

42

64

131

240

583

583

21

17

42

64

131

240

583

583

22

17

42

64

131

240

583

583

23

17

42

64

131

240

583

583

24

17

42

64

131

240

583

583

25

17

42

64

131

240

583

583

26

18

42

64

130

239

583

583

27

19

42

64

130

239

583

583

28

20

42

64

130

239

583

583

29

20

42

64

130

239

583

583

30

21

41

64

130

239

583

583

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 | 202 | 228 | 308 | 422 | 766 | 1 453 |
| 2 | 184 | 199 | 226 | 306 | 420 | 764 | 1 187 |
| 3 | 181 | 198 | 223 | 294 | 412 | 756 | 980 |
| 4 | 179 | 197 | 222 | 292 | 407 | 751 | 818 |
| 5 | 176 | 195 | 222 | 290 | 403 | 746 | 746 |
| 6 | 173 | 193 | 222 | 290 | 398 | 742 | 742 |
| 7 | 170 | 191 | 219 | 288 | 394 | 738 | 738 |
| 8 | 166 | 188 | 215 | 283 | 390 | 734 | 734 |
| 9 | 162 | 185 | 211 | 277 | 386 | 730 | 730 |
| 10 | 158 | 182 | 207 | 273 | 382 | 726 | 726 |
| 11 | 155 | 179 | 203 | 269 | 378 | 722 | 722 |
| 12 | 152 | 176 | 199 | 265 | 374 | 718 | 718 |
| 13 | 148 | 173 | 195 | 262 | 371 | 714 | 714 |
| 14 | 145 | 169 | 192 | 258 | 367 | 710 | 710 |
| 15 | 141 | 166 | 188 | 254 | 363 | 707 | 707 |
| 16 | 138 | 162 | 185 | 251 | 360 | 704 | 704 |
| 17 | 135 | 159 | 182 | 248 | 357 | 701 | 701 |
| 18 | 132 | 156 | 179 | 245 | 354 | 698 | 698 |
| 19 | 129 | 154 | 176 | 242 | 351 | 695 | 695 |
| 20 | 127 | 151 | 174 | 240 | 349 | 692 | 692 |
| 21 | 124 | 149 | 171 | 237 | 346 | 690 | 690 |
| 22 | 121 | 146 | 168 | 235 | 344 | 687 | 687 |
| 23 | 119 | 144 | 166 | 232 | 341 | 685 | 685 |
| 24 | 116 | 141 | 163 | 230 | 339 | 682 | 682 |
| 25 | 114 | 139 | 161 | 227 | 336 | 680 | 680 |
| 26 | 112 | 136 | 159 | 225 | 334 | 678 | 678 |
| 27 | 109 | 134 | 156 | 223 | 332 | 675 | 675 |
| 28 | 107 | 132 | 154 | 221 | 330 | 673 | 673 |
| 29 | 105 | 130 | 152 | 218 | 327 | 671 | 671 |
| 30 | 103 | 128 | 150 | 216 | 325 | 669 | 669 |

Duration (in years)

Credit quality step 0

Credit 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

202

228

308

422

766

1 453

2

184

199

226

306

420

764

1 187

3

181

198

223

294

412

756

980

4

179

197

222

292

407

751

818

5

176

195

222

290

403

746

746

6

173

193

222

290

398

742

742

7

170

191

219

288

394

738

738

8

166

188

215

283

390

734

734

9

162

185

211

277

386

730

730

10

158

182

207

273

382

726

726

11

155

179

203

269

378

722

722

12

152

176

199

265

374

718

718

13

148

173

195

262

371

714

714

14

145

169

192

258

367

710

710

15

141

166

188

254

363

707

707

16

138

162

185

251

360

704

704

17

135

159

182

248

357

701

701

18

132

156

179

245

354

698

698

19

129

154

176

242

351

695

695

20

127

151

174

240

349

692

692

21

124

149

171

237

346

690

690

22

121

146

168

235

344

687

687

23

119

144

166

232

341

685

685

24

116

141

163

230

339

682

682

25

114

139

161

227

336

680

680

26

112

136

159

225

334

678

678

27

109

134

156

223

332

675

675

28

107

132

154

221

330

673

673

29

105

130

152

218

327

671

671

30

103

128

150

216

325

669

669

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 | 52 | 111 | 246 | 590 | 1 242 |
| 2 | 9 | 26 | 52 | 111 | 246 | 590 | 1 019 |
| 3 | 10 | 29 | 54 | 105 | 245 | 588 | 843 |
| 4 | 12 | 34 | 57 | 102 | 245 | 588 | 706 |
| 5 | 17 | 41 | 62 | 105 | 246 | 590 | 597 |
| 6 | 19 | 44 | 67 | 101 | 247 | 590 | 590 |
| 7 | 19 | 46 | 65 | 93 | 247 | 591 | 591 |
| 8 | 17 | 44 | 64 | 92 | 248 | 591 | 591 |
| 9 | 17 | 45 | 66 | 96 | 248 | 591 | 591 |
| 10 | 19 | 48 | 69 | 100 | 248 | 592 | 592 |
| 11 | 21 | 50 | 71 | 103 | 248 | 592 | 592 |
| 12 | 23 | 53 | 72 | 104 | 248 | 592 | 592 |
| 13 | 24 | 55 | 72 | 104 | 248 | 592 | 592 |
| 14 | 24 | 55 | 73 | 104 | 249 | 592 | 592 |
| 15 | 24 | 55 | 73 | 104 | 249 | 592 | 592 |
| 16 | 24 | 55 | 73 | 104 | 248 | 592 | 592 |
| 17 | 24 | 55 | 73 | 104 | 248 | 592 | 592 |
| 18 | 24 | 55 | 73 | 104 | 248 | 592 | 592 |
| 19 | 24 | 55 | 73 | 104 | 248 | 592 | 592 |
| 20 | 24 | 55 | 73 | 104 | 249 | 593 | 593 |
| 21 | 24 | 55 | 73 | 104 | 249 | 593 | 593 |
| 22 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 23 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 24 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 25 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 26 | 24 | 55 | 73 | 104 | 250 | 594 | 594 |
| 27 | 24 | 55 | 73 | 104 | 250 | 594 | 594 |
| 28 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 29 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |
| 30 | 24 | 55 | 73 | 104 | 250 | 593 | 593 |

Duration (in years)

Credit quality step 0

Credit 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

52

111

246

590

1 242

2

9

26

52

111

246

590

1 019

3

10

29

54

105

245

588

843

4

12

34

57

102

245

588

706

5

17

41

62

105

246

590

597

6

19

44

67

101

247

590

590

7

19

46

65

93

247

591

591

8

17

44

64

92

248

591

591

9

17

45

66

96

248

591

591

10

19

48

69

100

248

592

592

11

21

50

71

103

248

592

592

12

23

53

72

104

248

592

592

13

24

55

72

104

248

592

592

14

24

55

73

104

249

592

592

15

24

55

73

104

249

592

592

16

24

55

73

104

248

592

592

17

24

55

73

104

248

592

592

18

24

55

73

104

248

592

592

19

24

55

73

104

248

592

592

20

24

55

73

104

249

593

593

21

24

55

73

104

249

593

593

22

24

55

73

104

250

593

593

23

24

55

73

104

250

593

593

24

24

55

73

104

250

593

593

25

24

55

73

104

250

593

593

26

24

55

73

104

250

594

594

27

24

55

73

104

250

594

594

28

24

55

73

104

250

593

593

29

24

55

73

104

250

593

593

30

24

55

73

104

250

593

593

2.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 13 | 93 | 207 | 551 | 1 216 |
| 2 | 1 | 5 | 12 | 92 | 206 | 550 | 996 |
| 3 | 2 | 5 | 11 | 82 | 201 | 544 | 823 |
| 4 | 2 | 6 | 13 | 83 | 199 | 542 | 687 |
| 5 | 3 | 7 | 18 | 85 | 198 | 542 | 581 |
| 6 | 4 | 8 | 21 | 90 | 198 | 541 | 541 |
| 7 | 5 | 9 | 22 | 92 | 197 | 541 | 541 |
| 8 | 5 | 9 | 22 | 90 | 197 | 541 | 541 |
| 9 | 7 | 11 | 22 | 89 | 198 | 541 | 541 |
| 10 | 7 | 11 | 22 | 89 | 198 | 541 | 541 |
| 11 | 8 | 12 | 23 | 89 | 198 | 542 | 542 |
| 12 | 8 | 13 | 25 | 89 | 198 | 542 | 542 |
| 13 | 10 | 14 | 26 | 90 | 199 | 542 | 542 |
| 14 | 10 | 14 | 29 | 90 | 199 | 542 | 542 |
| 15 | 11 | 16 | 30 | 90 | 199 | 543 | 543 |
| 16 | 11 | 16 | 31 | 90 | 199 | 543 | 543 |
| 17 | 12 | 17 | 33 | 91 | 200 | 543 | 543 |
| 18 | 13 | 18 | 34 | 91 | 200 | 544 | 544 |
| 19 | 14 | 19 | 35 | 92 | 201 | 544 | 544 |
| 20 | 14 | 19 | 37 | 93 | 202 | 545 | 545 |
| 21 | 15 | 20 | 38 | 93 | 202 | 546 | 546 |
| 22 | 15 | 21 | 39 | 94 | 203 | 546 | 546 |
| 23 | 16 | 22 | 40 | 94 | 203 | 547 | 547 |
| 24 | 17 | 22 | 42 | 95 | 204 | 547 | 547 |
| 25 | 17 | 23 | 43 | 95 | 204 | 547 | 547 |
| 26 | 18 | 24 | 45 | 95 | 204 | 548 | 548 |
| 27 | 18 | 25 | 46 | 95 | 204 | 548 | 548 |
| 28 | 19 | 25 | 47 | 95 | 204 | 548 | 548 |
| 29 | 20 | 26 | 48 | 95 | 204 | 548 | 548 |
| 30 | 20 | 28 | 49 | 95 | 204 | 548 | 548 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

13

93

207

551

1 216

2

1

5

12

92

206

550

996

3

2

5

11

82

201

544

823

4

2

6

13

83

199

542

687

5

3

7

18

85

198

542

581

6

4

8

21

90

198

541

541

7

5

9

22

92

197

541

541

8

5

9

22

90

197

541

541

9

7

11

22

89

198

541

541

10

7

11

22

89

198

541

541

11

8

12

23

89

198

542

542

12

8

13

25

89

198

542

542

13

10

14

26

90

199

542

542

14

10

14

29

90

199

542

542

15

11

16

30

90

199

543

543

16

11

16

31

90

199

543

543

17

12

17

33

91

200

543

543

18

13

18

34

91

200

544

544

19

14

19

35

92

201

544

544

20

14

19

37

93

202

545

545

21

15

20

38

93

202

546

546

22

15

21

39

94

203

546

546

23

16

22

40

94

203

547

547

24

17

22

42

95

204

547

547

25

17

23

43

95

204

547

547

26

18

24

45

95

204

548

548

27

18

25

46

95

204

548

548

28

19

25

47

95

204

548

548

29

20

26

48

95

204

548

548

30

20

28

49

95

204

548

548

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 | 45 | 168 | 306 | 3 077 |
| 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 |
| 3 | 1 | 16 | 24 | 50 | 162 | 356 | 1 732 |
| 4 | 1 | 17 | 27 | 54 | 160 | 354 | 1 338 |
| 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 060 |
| 6 | 3 | 21 | 33 | 59 | 160 | 332 | 860 |
| 7 | 4 | 24 | 35 | 61 | 160 | 316 | 711 |
| 8 | 4 | 25 | 37 | 64 | 160 | 300 | 597 |
| 9 | 5 | 26 | 38 | 67 | 160 | 283 | 508 |
| 10 | 5 | 27 | 40 | 69 | 160 | 266 | 438 |
| 11 | 5 | 27 | 40 | 70 | 160 | 253 | 380 |
| 12 | 6 | 27 | 40 | 70 | 160 | 253 | 333 |
| 13 | 6 | 27 | 40 | 70 | 160 | 253 | 293 |
| 14 | 6 | 27 | 40 | 70 | 160 | 253 | 259 |
| 15 | 6 | 27 | 42 | 70 | 160 | 253 | 253 |
| 16 | 7 | 27 | 44 | 70 | 160 | 253 | 253 |
| 17 | 8 | 27 | 47 | 70 | 160 | 253 | 253 |
| 18 | 8 | 27 | 49 | 70 | 160 | 253 | 253 |
| 19 | 9 | 27 | 52 | 70 | 160 | 253 | 253 |
| 20 | 9 | 27 | 54 | 70 | 160 | 253 | 253 |
| 21 | 9 | 27 | 57 | 70 | 160 | 253 | 253 |
| 22 | 10 | 27 | 59 | 70 | 160 | 253 | 253 |
| 23 | 10 | 27 | 62 | 70 | 160 | 253 | 253 |
| 24 | 11 | 27 | 64 | 70 | 160 | 253 | 253 |
| 25 | 11 | 27 | 67 | 72 | 160 | 253 | 253 |
| 26 | 11 | 27 | 70 | 75 | 160 | 253 | 253 |
| 27 | 12 | 27 | 72 | 77 | 160 | 253 | 253 |
| 28 | 12 | 27 | 75 | 78 | 160 | 253 | 253 |
| 29 | 13 | 27 | 78 | 81 | 160 | 253 | 253 |
| 30 | 13 | 27 | 80 | 83 | 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

1

15

22

45

168

306

3 077

2

1

15

22

45

168

343

2 294

3

1

16

24

50

162

356

1 732

4

1

17

27

54

160

354

1 338

5

2

19

31

56

160

345

1 060

6

3

21

33

59

160

332

860

7

4

24

35

61

160

316

711

8

4

25

37

64

160

300

597

9

5

26

38

67

160

283

508

10

5

27

40

69

160

266

438

11

5

27

40

70

160

253

380

12

6

27

40

70

160

253

333

13

6

27

40

70

160

253

293

14

6

27

40

70

160

253

259

15

6

27

42

70

160

253

253

16

7

27

44

70

160

253

253

17

8

27

47

70

160

253

253

18

8

27

49

70

160

253

253

19

9

27

52

70

160

253

253

20

9

27

54

70

160

253

253

21

9

27

57

70

160

253

253

22

10

27

59

70

160

253

253

23

10

27

62

70

160

253

253

24

11

27

64

70

160

253

253

25

11

27

67

72

160

253

253

26

11

27

70

75

160

253

253

27

12

27

72

77

160

253

253

28

12

27

75

78

160

253

253

29

13

27

78

81

160

253

253

30

13

27

80

83

160

253

253

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 | 172 | 309 | 3 112 |
| 2 | 7 | 22 | 28 | 52 | 174 | 347 | 2 324 |
| 3 | 7 | 22 | 31 | 57 | 169 | 360 | 1 755 |
| 4 | 7 | 23 | 34 | 61 | 167 | 359 | 1 355 |
| 5 | 8 | 25 | 37 | 62 | 166 | 349 | 1 073 |
| 6 | 9 | 27 | 39 | 65 | 166 | 335 | 869 |
| 7 | 10 | 30 | 41 | 67 | 165 | 319 | 718 |
| 8 | 9 | 30 | 41 | 69 | 165 | 302 | 603 |
| 9 | 9 | 30 | 43 | 72 | 164 | 285 | 513 |
| 10 | 9 | 31 | 44 | 73 | 164 | 268 | 441 |
| 11 | 9 | 31 | 44 | 74 | 163 | 257 | 383 |
| 12 | 9 | 30 | 43 | 73 | 163 | 256 | 335 |
| 13 | 8 | 29 | 43 | 73 | 162 | 256 | 295 |
| 14 | 7 | 29 | 42 | 72 | 162 | 255 | 261 |
| 15 | 7 | 29 | 42 | 72 | 161 | 255 | 255 |
| 16 | 7 | 28 | 44 | 71 | 161 | 254 | 254 |
| 17 | 8 | 28 | 47 | 71 | 161 | 254 | 254 |
| 18 | 8 | 28 | 50 | 71 | 160 | 254 | 254 |
| 19 | 9 | 28 | 52 | 71 | 160 | 254 | 254 |
| 20 | 9 | 28 | 55 | 71 | 161 | 254 | 254 |
| 21 | 9 | 28 | 58 | 72 | 161 | 254 | 254 |
| 22 | 10 | 29 | 59 | 72 | 161 | 255 | 255 |
| 23 | 10 | 29 | 62 | 72 | 162 | 255 | 255 |
| 24 | 11 | 29 | 65 | 72 | 162 | 255 | 255 |
| 25 | 11 | 29 | 68 | 73 | 162 | 255 | 255 |
| 26 | 11 | 29 | 71 | 75 | 162 | 255 | 255 |
| 27 | 12 | 29 | 73 | 77 | 162 | 255 | 255 |
| 28 | 12 | 29 | 76 | 80 | 162 | 255 | 255 |
| 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 |
| 30 | 14 | 29 | 81 | 83 | 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

5

19

26

50

172

309

3 112

2

7

22

28

52

174

347

2 324

3

7

22

31

57

169

360

1 755

4

7

23

34

61

167

359

1 355

5

8

25

37

62

166

349

1 073

6

9

27

39

65

166

335

869

7

10

30

41

67

165

319

718

8

9

30

41

69

165

302

603

9

9

30

43

72

164

285

513

10

9

31

44

73

164

268

441

11

9

31

44

74

163

257

383

12

9

30

43

73

163

256

335

13

8

29

43

73

162

256

295

14

7

29

42

72

162

255

261

15

7

29

42

72

161

255

255

16

7

28

44

71

161

254

254

17

8

28

47

71

161

254

254

18

8

28

50

71

160

254

254

19

9

28

52

71

160

254

254

20

9

28

55

71

161

254

254

21

9

28

58

72

161

254

254

22

10

29

59

72

161

255

255

23

10

29

62

72

162

255

255

24

11

29

65

72

162

255

255

25

11

29

68

73

162

255

255

26

11

29

71

75

162

255

255

27

12

29

73

77

162

255

255

28

12

29

76

80

162

255

255

29

13

29

78

81

162

255

255

30

14

29

81

83

162

255

255

3.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 22 | 45 | 168 | 306 | 3 077 |
| 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 |
| 3 | 1 | 15 | 24 | 50 | 162 | 356 | 1 732 |
| 4 | 1 | 16 | 27 | 54 | 160 | 354 | 1 338 |
| 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 060 |
| 6 | 3 | 21 | 33 | 59 | 160 | 332 | 859 |
| 7 | 4 | 24 | 35 | 61 | 160 | 316 | 711 |
| 8 | 4 | 25 | 36 | 64 | 160 | 299 | 597 |
| 9 | 5 | 26 | 38 | 67 | 160 | 283 | 508 |
| 10 | 5 | 26 | 40 | 69 | 160 | 266 | 438 |
| 11 | 5 | 27 | 40 | 70 | 160 | 253 | 380 |
| 12 | 6 | 27 | 40 | 70 | 160 | 253 | 333 |
| 13 | 6 | 27 | 40 | 70 | 160 | 253 | 293 |
| 14 | 6 | 27 | 40 | 70 | 160 | 253 | 259 |
| 15 | 6 | 27 | 42 | 70 | 160 | 253 | 253 |
| 16 | 7 | 27 | 44 | 70 | 160 | 253 | 253 |
| 17 | 8 | 27 | 47 | 70 | 160 | 253 | 253 |
| 18 | 8 | 27 | 49 | 70 | 160 | 253 | 253 |
| 19 | 9 | 27 | 52 | 70 | 160 | 253 | 253 |
| 20 | 9 | 27 | 54 | 70 | 160 | 253 | 253 |
| 21 | 9 | 27 | 57 | 70 | 160 | 253 | 253 |
| 22 | 10 | 27 | 59 | 70 | 160 | 253 | 253 |
| 23 | 10 | 27 | 62 | 70 | 160 | 253 | 253 |
| 24 | 11 | 27 | 64 | 70 | 160 | 253 | 253 |
| 25 | 11 | 27 | 67 | 72 | 160 | 253 | 253 |
| 26 | 11 | 27 | 70 | 75 | 160 | 253 | 253 |
| 27 | 12 | 27 | 72 | 77 | 160 | 253 | 253 |
| 28 | 12 | 27 | 75 | 78 | 160 | 253 | 253 |
| 29 | 13 | 27 | 78 | 81 | 160 | 253 | 253 |
| 30 | 13 | 27 | 80 | 83 | 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

1

15

22

45

168

306

3 077

2

1

15

22

45

168

343

2 294

3

1

15

24

50

162

356

1 732

4

1

16

27

54

160

354

1 338

5

2

19

31

56

160

345

1 060

6

3

21

33

59

160

332

859

7

4

24

35

61

160

316

711

8

4

25

36

64

160

299

597

9

5

26

38

67

160

283

508

10

5

26

40

69

160

266

438

11

5

27

40

70

160

253

380

12

6

27

40

70

160

253

333

13

6

27

40

70

160

253

293

14

6

27

40

70

160

253

259

15

6

27

42

70

160

253

253

16

7

27

44

70

160

253

253

17

8

27

47

70

160

253

253

18

8

27

49

70

160

253

253

19

9

27

52

70

160

253

253

20

9

27

54

70

160

253

253

21

9

27

57

70

160

253

253

22

10

27

59

70

160

253

253

23

10

27

62

70

160

253

253

24

11

27

64

70

160

253

253

25

11

27

67

72

160

253

253

26

11

27

70

75

160

253

253

27

12

27

72

77

160

253

253

28

12

27

75

78

160

253

253

29

13

27

78

81

160

253

253

30

13

27

80

83

160

253

253

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 | 81 | 96 | 102 | 126 | 248 | 344 | 3 099 |
| 2 | 76 | 91 | 97 | 121 | 243 | 346 | 2 319 |
| 3 | 78 | 94 | 103 | 129 | 240 | 359 | 1 751 |
| 4 | 76 | 92 | 103 | 129 | 235 | 360 | 1 359 |
| 5 | 74 | 91 | 104 | 129 | 232 | 352 | 1 080 |
| 6 | 73 | 92 | 104 | 129 | 230 | 339 | 878 |
| 7 | 72 | 92 | 103 | 129 | 228 | 324 | 728 |
| 8 | 71 | 91 | 103 | 130 | 226 | 319 | 612 |
| 9 | 70 | 91 | 103 | 132 | 225 | 318 | 522 |
| 10 | 66 | 88 | 101 | 130 | 221 | 314 | 450 |
| 11 | 63 | 85 | 98 | 128 | 218 | 311 | 391 |
| 12 | 62 | 83 | 97 | 127 | 216 | 309 | 342 |
| 13 | 61 | 82 | 96 | 126 | 215 | 309 | 309 |
| 14 | 60 | 82 | 95 | 125 | 215 | 308 | 308 |
| 15 | 60 | 81 | 95 | 125 | 214 | 308 | 308 |
| 16 | 59 | 81 | 94 | 124 | 213 | 307 | 307 |
| 17 | 59 | 80 | 93 | 123 | 213 | 306 | 306 |
| 18 | 58 | 79 | 93 | 123 | 212 | 305 | 305 |
| 19 | 57 | 78 | 92 | 122 | 211 | 305 | 305 |
| 20 | 56 | 78 | 91 | 121 | 211 | 304 | 304 |
| 21 | 56 | 77 | 90 | 120 | 210 | 303 | 303 |
| 22 | 55 | 76 | 89 | 119 | 209 | 302 | 302 |
| 23 | 54 | 75 | 88 | 118 | 208 | 301 | 301 |
| 24 | 53 | 74 | 87 | 117 | 207 | 300 | 300 |
| 25 | 52 | 73 | 86 | 116 | 206 | 299 | 299 |
| 26 | 50 | 72 | 85 | 115 | 205 | 298 | 298 |
| 27 | 49 | 71 | 84 | 114 | 204 | 297 | 297 |
| 28 | 48 | 70 | 83 | 113 | 203 | 296 | 296 |
| 29 | 47 | 69 | 82 | 112 | 202 | 295 | 295 |
| 30 | 46 | 68 | 83 | 111 | 201 | 294 | 294 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

96

102

126

248

344

3 099

2

76

91

97

121

243

346

2 319

3

78

94

103

129

240

359

1 751

4

76

92

103

129

235

360

1 359

5

74

91

104

129

232

352

1 080

6

73

92

104

129

230

339

878

7

72

92

103

129

228

324

728

8

71

91

103

130

226

319

612

9

70

91

103

132

225

318

522

10

66

88

101

130

221

314

450

11

63

85

98

128

218

311

391

12

62

83

97

127

216

309

342

13

61

82

96

126

215

309

309

14

60

82

95

125

215

308

308

15

60

81

95

125

214

308

308

16

59

81

94

124

213

307

307

17

59

80

93

123

213

306

306

18

58

79

93

123

212

305

305

19

57

78

92

122

211

305

305

20

56

78

91

121

211

304

304

21

56

77

90

120

210

303

303

22

55

76

89

119

209

302

302

23

54

75

88

118

208

301

301

24

53

74

87

117

207

300

300

25

52

73

86

116

206

299

299

26

50

72

85

115

205

298

298

27

49

71

84

114

204

297

297

28

48

70

83

113

203

296

296

29

47

69

82

112

202

295

295

30

46

68

83

111

201

294

294

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 | 4 | 19 | 26 | 49 | 172 | 305 | 3 066 |
| 2 | 6 | 21 | 28 | 51 | 173 | 342 | 2 289 |
| 3 | 7 | 22 | 31 | 57 | 169 | 355 | 1 730 |
| 4 | 8 | 24 | 35 | 61 | 167 | 355 | 1 338 |
| 5 | 9 | 26 | 38 | 63 | 167 | 346 | 1 061 |
| 6 | 10 | 29 | 41 | 66 | 167 | 333 | 861 |
| 7 | 11 | 31 | 42 | 68 | 167 | 317 | 712 |
| 8 | 11 | 31 | 43 | 70 | 166 | 301 | 599 |
| 9 | 11 | 32 | 44 | 73 | 166 | 284 | 510 |
| 10 | 11 | 32 | 45 | 75 | 165 | 267 | 439 |
| 11 | 10 | 32 | 45 | 75 | 165 | 258 | 381 |
| 12 | 10 | 31 | 45 | 75 | 164 | 258 | 334 |
| 13 | 10 | 31 | 44 | 74 | 164 | 257 | 295 |
| 14 | 9 | 31 | 44 | 74 | 164 | 257 | 261 |
| 15 | 9 | 30 | 44 | 74 | 163 | 257 | 257 |
| 16 | 8 | 30 | 45 | 73 | 163 | 256 | 256 |
| 17 | 8 | 30 | 47 | 73 | 163 | 256 | 256 |
| 18 | 8 | 30 | 50 | 73 | 162 | 256 | 256 |
| 19 | 9 | 30 | 52 | 73 | 162 | 256 | 256 |
| 20 | 9 | 30 | 55 | 73 | 163 | 256 | 256 |
| 21 | 10 | 30 | 58 | 74 | 163 | 256 | 256 |
| 22 | 10 | 31 | 61 | 74 | 163 | 257 | 257 |
| 23 | 10 | 31 | 63 | 74 | 164 | 257 | 257 |
| 24 | 11 | 31 | 66 | 74 | 164 | 257 | 257 |
| 25 | 11 | 31 | 68 | 74 | 164 | 257 | 257 |
| 26 | 12 | 31 | 71 | 75 | 164 | 257 | 257 |
| 27 | 12 | 31 | 73 | 77 | 164 | 257 | 257 |
| 28 | 12 | 31 | 76 | 80 | 164 | 257 | 257 |
| 29 | 13 | 31 | 79 | 82 | 164 | 257 | 257 |
| 30 | 14 | 31 | 82 | 84 | 164 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

4

19

26

49

172

305

3 066

2

6

21

28

51

173

342

2 289

3

7

22

31

57

169

355

1 730

4

8

24

35

61

167

355

1 338

5

9

26

38

63

167

346

1 061

6

10

29

41

66

167

333

861

7

11

31

42

68

167

317

712

8

11

31

43

70

166

301

599

9

11

32

44

73

166

284

510

10

11

32

45

75

165

267

439

11

10

32

45

75

165

258

381

12

10

31

45

75

164

258

334

13

10

31

44

74

164

257

295

14

9

31

44

74

164

257

261

15

9

30

44

74

163

257

257

16

8

30

45

73

163

256

256

17

8

30

47

73

163

256

256

18

8

30

50

73

162

256

256

19

9

30

52

73

162

256

256

20

9

30

55

73

163

256

256

21

10

30

58

74

163

256

256

22

10

31

61

74

163

257

257

23

10

31

63

74

164

257

257

24

11

31

66

74

164

257

257

25

11

31

68

74

164

257

257

26

12

31

71

75

164

257

257

27

12

31

73

77

164

257

257

28

12

31

76

80

164

257

257

29

13

31

79

82

164

257

257

30

14

31

82

84

164

257

257

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 | 47 | 62 | 69 | 92 | 214 | 310 | 3 109 |
| 2 | 51 | 66 | 72 | 96 | 218 | 348 | 2 331 |
| 3 | 55 | 70 | 79 | 105 | 217 | 363 | 1 769 |
| 4 | 57 | 74 | 85 | 111 | 217 | 364 | 1 372 |
| 5 | 59 | 77 | 89 | 114 | 218 | 355 | 1 089 |
| 6 | 60 | 79 | 91 | 117 | 217 | 342 | 883 |
| 7 | 61 | 81 | 92 | 118 | 217 | 326 | 730 |
| 8 | 60 | 80 | 92 | 119 | 215 | 309 | 614 |
| 9 | 59 | 80 | 92 | 121 | 214 | 307 | 523 |
| 10 | 58 | 79 | 92 | 122 | 212 | 306 | 450 |
| 11 | 56 | 78 | 91 | 121 | 211 | 304 | 391 |
| 12 | 55 | 76 | 89 | 119 | 209 | 302 | 342 |
| 13 | 53 | 75 | 88 | 118 | 207 | 301 | 301 |
| 14 | 52 | 73 | 86 | 116 | 206 | 299 | 299 |
| 15 | 50 | 72 | 85 | 115 | 205 | 298 | 298 |
| 16 | 49 | 71 | 84 | 114 | 204 | 297 | 297 |
| 17 | 48 | 70 | 83 | 113 | 203 | 296 | 296 |
| 18 | 47 | 69 | 82 | 112 | 202 | 295 | 295 |
| 19 | 47 | 68 | 81 | 111 | 201 | 294 | 294 |
| 20 | 46 | 67 | 81 | 111 | 200 | 294 | 294 |
| 21 | 45 | 67 | 80 | 110 | 200 | 293 | 293 |
| 22 | 44 | 66 | 79 | 109 | 199 | 292 | 292 |
| 23 | 44 | 65 | 78 | 108 | 198 | 291 | 291 |
| 24 | 43 | 64 | 77 | 108 | 197 | 290 | 290 |
| 25 | 42 | 63 | 77 | 107 | 196 | 290 | 290 |
| 26 | 41 | 63 | 76 | 106 | 195 | 289 | 289 |
| 27 | 40 | 62 | 75 | 105 | 195 | 288 | 288 |
| 28 | 39 | 61 | 77 | 104 | 194 | 287 | 287 |
| 29 | 38 | 60 | 79 | 103 | 193 | 286 | 286 |
| 30 | 38 | 59 | 83 | 102 | 192 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

62

69

92

214

310

3 109

2

51

66

72

96

218

348

2 331

3

55

70

79

105

217

363

1 769

4

57

74

85

111

217

364

1 372

5

59

77

89

114

218

355

1 089

6

60

79

91

117

217

342

883

7

61

81

92

118

217

326

730

8

60

80

92

119

215

309

614

9

59

80

92

121

214

307

523

10

58

79

92

122

212

306

450

11

56

78

91

121

211

304

391

12

55

76

89

119

209

302

342

13

53

75

88

118

207

301

301

14

52

73

86

116

206

299

299

15

50

72

85

115

205

298

298

16

49

71

84

114

204

297

297

17

48

70

83

113

203

296

296

18

47

69

82

112

202

295

295

19

47

68

81

111

201

294

294

20

46

67

81

111

200

294

294

21

45

67

80

110

200

293

293

22

44

66

79

109

199

292

292

23

44

65

78

108

198

291

291

24

43

64

77

108

197

290

290

25

42

63

77

107

196

290

290

26

41

63

76

106

195

289

289

27

40

62

75

105

195

288

288

28

39

61

77

104

194

287

287

29

38

60

79

103

193

286

286

30

38

59

83

102

192

285

285

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 | 44 | 167 | 306 | 3 075 |
| 2 | 0 | 14 | 21 | 44 | 167 | 343 | 2 292 |
| 3 | 1 | 15 | 23 | 49 | 161 | 355 | 1 731 |
| 4 | 1 | 16 | 26 | 53 | 159 | 354 | 1 337 |
| 5 | 2 | 18 | 30 | 55 | 159 | 345 | 1 059 |
| 6 | 2 | 21 | 32 | 58 | 159 | 332 | 859 |
| 7 | 4 | 23 | 34 | 60 | 159 | 316 | 710 |
| 8 | 4 | 24 | 36 | 63 | 159 | 299 | 597 |
| 9 | 4 | 25 | 37 | 66 | 159 | 282 | 508 |
| 10 | 4 | 26 | 39 | 68 | 159 | 266 | 437 |
| 11 | 4 | 26 | 39 | 69 | 159 | 252 | 380 |
| 12 | 6 | 26 | 39 | 69 | 159 | 252 | 332 |
| 13 | 6 | 26 | 39 | 69 | 159 | 252 | 293 |
| 14 | 6 | 26 | 39 | 69 | 159 | 252 | 259 |
| 15 | 6 | 26 | 42 | 69 | 159 | 252 | 252 |
| 16 | 7 | 26 | 44 | 69 | 159 | 252 | 252 |
| 17 | 7 | 26 | 47 | 69 | 159 | 252 | 252 |
| 18 | 8 | 26 | 49 | 69 | 159 | 252 | 252 |
| 19 | 9 | 26 | 52 | 69 | 159 | 252 | 252 |
| 20 | 9 | 26 | 54 | 69 | 159 | 252 | 252 |
| 21 | 9 | 26 | 57 | 69 | 159 | 252 | 252 |
| 22 | 10 | 26 | 59 | 69 | 159 | 252 | 252 |
| 23 | 10 | 26 | 62 | 69 | 159 | 252 | 252 |
| 24 | 11 | 26 | 64 | 70 | 159 | 252 | 252 |
| 25 | 11 | 26 | 67 | 72 | 159 | 252 | 252 |
| 26 | 11 | 26 | 70 | 75 | 159 | 252 | 252 |
| 27 | 12 | 26 | 72 | 77 | 159 | 252 | 252 |
| 28 | 12 | 26 | 75 | 78 | 159 | 252 | 252 |
| 29 | 13 | 26 | 78 | 81 | 159 | 252 | 252 |
| 30 | 13 | 26 | 80 | 83 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

21

44

167

306

3 075

2

0

14

21

44

167

343

2 292

3

1

15

23

49

161

355

1 731

4

1

16

26

53

159

354

1 337

5

2

18

30

55

159

345

1 059

6

2

21

32

58

159

332

859

7

4

23

34

60

159

316

710

8

4

24

36

63

159

299

597

9

4

25

37

66

159

282

508

10

4

26

39

68

159

266

437

11

4

26

39

69

159

252

380

12

6

26

39

69

159

252

332

13

6

26

39

69

159

252

293

14

6

26

39

69

159

252

259

15

6

26

42

69

159

252

252

16

7

26

44

69

159

252

252

17

7

26

47

69

159

252

252

18

8

26

49

69

159

252

252

19

9

26

52

69

159

252

252

20

9

26

54

69

159

252

252

21

9

26

57

69

159

252

252

22

10

26

59

69

159

252

252

23

10

26

62

69

159

252

252

24

11

26

64

70

159

252

252

25

11

26

67

72

159

252

252

26

11

26

70

75

159

252

252

27

12

26

72

77

159

252

252

28

12

26

75

78

159

252

252

29

13

26

78

81

159

252

252

30

13

26

80

83

159

252

252

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 | 186 | 309 | 3 115 |
| 2 | 0 | 11 | 23 | 46 | 186 | 347 | 2 323 |
| 3 | 1 | 11 | 24 | 51 | 180 | 360 | 1 754 |
| 4 | 1 | 13 | 27 | 57 | 177 | 358 | 1 355 |
| 5 | 2 | 16 | 29 | 60 | 176 | 349 | 1 073 |
| 6 | 2 | 18 | 33 | 61 | 175 | 335 | 869 |
| 7 | 3 | 21 | 36 | 60 | 174 | 319 | 718 |
| 8 | 4 | 23 | 37 | 60 | 172 | 302 | 603 |
| 9 | 6 | 31 | 41 | 58 | 172 | 285 | 513 |
| 10 | 9 | 34 | 41 | 57 | 171 | 268 | 441 |
| 11 | 8 | 33 | 41 | 56 | 170 | 263 | 383 |
| 12 | 6 | 32 | 40 | 56 | 169 | 262 | 335 |
| 13 | 6 | 30 | 40 | 56 | 168 | 262 | 295 |
| 14 | 6 | 30 | 41 | 56 | 168 | 261 | 261 |
| 15 | 6 | 30 | 42 | 56 | 167 | 260 | 260 |
| 16 | 7 | 30 | 44 | 56 | 165 | 258 | 258 |
| 17 | 8 | 30 | 47 | 56 | 164 | 257 | 257 |
| 18 | 8 | 30 | 50 | 57 | 164 | 257 | 257 |
| 19 | 9 | 30 | 52 | 60 | 164 | 257 | 257 |
| 20 | 9 | 30 | 55 | 61 | 164 | 257 | 257 |
| 21 | 9 | 30 | 57 | 63 | 164 | 258 | 258 |
| 22 | 10 | 30 | 59 | 66 | 164 | 257 | 257 |
| 23 | 10 | 30 | 62 | 68 | 164 | 257 | 257 |
| 24 | 11 | 30 | 64 | 70 | 163 | 257 | 257 |
| 25 | 11 | 30 | 67 | 73 | 163 | 256 | 256 |
| 26 | 11 | 30 | 69 | 75 | 162 | 256 | 256 |
| 27 | 12 | 30 | 72 | 76 | 162 | 255 | 255 |
| 28 | 12 | 30 | 75 | 78 | 162 | 255 | 255 |
| 29 | 13 | 30 | 78 | 81 | 161 | 254 | 254 |
| 30 | 13 | 30 | 80 | 83 | 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

11

23

46

186

309

3 115

2

0

11

23

46

186

347

2 323

3

1

11

24

51

180

360

1 754

4

1

13

27

57

177

358

1 355

5

2

16

29

60

176

349

1 073

6

2

18

33

61

175

335

869

7

3

21

36

60

174

319

718

8

4

23

37

60

172

302

603

9

6

31

41

58

172

285

513

10

9

34

41

57

171

268

441

11

8

33

41

56

170

263

383

12

6

32

40

56

169

262

335

13

6

30

40

56

168

262

295

14

6

30

41

56

168

261

261

15

6

30

42

56

167

260

260

16

7

30

44

56

165

258

258

17

8

30

47

56

164

257

257

18

8

30

50

57

164

257

257

19

9

30

52

60

164

257

257

20

9

30

55

61

164

257

257

21

9

30

57

63

164

258

258

22

10

30

59

66

164

257

257

23

10

30

62

68

164

257

257

24

11

30

64

70

163

257

257

25

11

30

67

73

163

256

256

26

11

30

69

75

162

256

256

27

12

30

72

76

162

255

255

28

12

30

75

78

162

255

255

29

13

30

78

81

161

254

254

30

13

30

80

83

161

254

254

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 | 83 | 97 | 104 | 127 | 250 | 346 | 3 138 |
| 2 | 80 | 95 | 101 | 125 | 247 | 351 | 2 353 |
| 3 | 77 | 93 | 101 | 127 | 239 | 366 | 1 784 |
| 4 | 75 | 91 | 102 | 129 | 234 | 366 | 1 383 |
| 5 | 73 | 90 | 102 | 127 | 231 | 358 | 1 099 |
| 6 | 72 | 91 | 102 | 128 | 229 | 345 | 893 |
| 7 | 71 | 90 | 101 | 127 | 226 | 329 | 739 |
| 8 | 68 | 88 | 100 | 127 | 223 | 317 | 622 |
| 9 | 66 | 87 | 99 | 128 | 221 | 314 | 530 |
| 10 | 64 | 86 | 99 | 128 | 219 | 312 | 456 |
| 11 | 63 | 84 | 98 | 127 | 217 | 311 | 397 |
| 12 | 61 | 83 | 96 | 126 | 216 | 309 | 347 |
| 13 | 59 | 81 | 94 | 124 | 214 | 307 | 307 |
| 14 | 58 | 79 | 93 | 123 | 212 | 306 | 306 |
| 15 | 56 | 78 | 91 | 121 | 211 | 304 | 304 |
| 16 | 55 | 77 | 90 | 120 | 210 | 303 | 303 |
| 17 | 54 | 76 | 89 | 119 | 208 | 302 | 302 |
| 18 | 53 | 75 | 88 | 118 | 207 | 301 | 301 |
| 19 | 52 | 74 | 87 | 117 | 207 | 300 | 300 |
| 20 | 51 | 73 | 86 | 116 | 206 | 299 | 299 |
| 21 | 50 | 72 | 85 | 115 | 205 | 298 | 298 |
| 22 | 50 | 71 | 84 | 114 | 204 | 297 | 297 |
| 23 | 49 | 70 | 83 | 113 | 203 | 296 | 296 |
| 24 | 47 | 69 | 82 | 112 | 202 | 295 | 295 |
| 25 | 46 | 68 | 81 | 111 | 201 | 294 | 294 |
| 26 | 45 | 67 | 80 | 110 | 200 | 293 | 293 |
| 27 | 44 | 66 | 79 | 109 | 199 | 292 | 292 |
| 28 | 43 | 65 | 78 | 108 | 198 | 291 | 291 |
| 29 | 42 | 64 | 81 | 107 | 197 | 290 | 290 |
| 30 | 42 | 63 | 84 | 106 | 196 | 289 | 289 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

83

97

104

127

250

346

3 138

2

80

95

101

125

247

351

2 353

3

77

93

101

127

239

366

1 784

4

75

91

102

129

234

366

1 383

5

73

90

102

127

231

358

1 099

6

72

91

102

128

229

345

893

7

71

90

101

127

226

329

739

8

68

88

100

127

223

317

622

9

66

87

99

128

221

314

530

10

64

86

99

128

219

312

456

11

63

84

98

127

217

311

397

12

61

83

96

126

216

309

347

13

59

81

94

124

214

307

307

14

58

79

93

123

212

306

306

15

56

78

91

121

211

304

304

16

55

77

90

120

210

303

303

17

54

76

89

119

208

302

302

18

53

75

88

118

207

301

301

19

52

74

87

117

207

300

300

20

51

73

86

116

206

299

299

21

50

72

85

115

205

298

298

22

50

71

84

114

204

297

297

23

49

70

83

113

203

296

296

24

47

69

82

112

202

295

295

25

46

68

81

111

201

294

294

26

45

67

80

110

200

293

293

27

44

66

79

109

199

292

292

28

43

65

78

108

198

291

291

29

42

64

81

107

197

290

290

30

42

63

84

106

196

289

289

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 | 70 | 77 | 100 | 223 | 318 | 3 170 |
| 2 | 54 | 69 | 75 | 99 | 221 | 353 | 2 370 |
| 3 | 52 | 68 | 76 | 102 | 214 | 367 | 1 793 |
| 4 | 51 | 67 | 78 | 105 | 211 | 367 | 1 388 |
| 5 | 50 | 67 | 79 | 104 | 208 | 358 | 1 100 |
| 6 | 49 | 68 | 80 | 106 | 206 | 344 | 892 |
| 7 | 49 | 69 | 80 | 106 | 204 | 328 | 738 |
| 8 | 47 | 68 | 79 | 107 | 203 | 311 | 620 |
| 9 | 46 | 67 | 79 | 108 | 201 | 294 | 527 |
| 10 | 45 | 67 | 80 | 109 | 200 | 293 | 454 |
| 11 | 44 | 66 | 79 | 109 | 199 | 292 | 394 |
| 12 | 43 | 65 | 78 | 108 | 198 | 291 | 345 |
| 13 | 43 | 64 | 77 | 107 | 197 | 290 | 304 |
| 14 | 42 | 63 | 77 | 107 | 196 | 290 | 290 |
| 15 | 41 | 63 | 76 | 106 | 196 | 289 | 289 |
| 16 | 40 | 62 | 75 | 105 | 195 | 288 | 288 |
| 17 | 40 | 61 | 74 | 104 | 194 | 287 | 287 |
| 18 | 39 | 60 | 74 | 104 | 193 | 287 | 287 |
| 19 | 38 | 60 | 73 | 103 | 193 | 286 | 286 |
| 20 | 38 | 60 | 73 | 103 | 193 | 286 | 286 |
| 21 | 38 | 59 | 73 | 103 | 192 | 286 | 286 |
| 22 | 37 | 59 | 72 | 102 | 192 | 285 | 285 |
| 23 | 37 | 58 | 72 | 102 | 191 | 285 | 285 |
| 24 | 36 | 58 | 71 | 101 | 191 | 284 | 284 |
| 25 | 36 | 57 | 70 | 100 | 190 | 283 | 283 |
| 26 | 35 | 57 | 72 | 100 | 189 | 283 | 283 |
| 27 | 34 | 56 | 75 | 99 | 189 | 282 | 282 |
| 28 | 34 | 55 | 77 | 98 | 188 | 281 | 281 |
| 29 | 33 | 54 | 81 | 98 | 187 | 281 | 281 |
| 30 | 32 | 54 | 83 | 97 | 187 | 280 | 280 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

56

70

77

100

223

318

3 170

2

54

69

75

99

221

353

2 370

3

52

68

76

102

214

367

1 793

4

51

67

78

105

211

367

1 388

5

50

67

79

104

208

358

1 100

6

49

68

80

106

206

344

892

7

49

69

80

106

204

328

738

8

47

68

79

107

203

311

620

9

46

67

79

108

201

294

527

10

45

67

80

109

200

293

454

11

44

66

79

109

199

292

394

12

43

65

78

108

198

291

345

13

43

64

77

107

197

290

304

14

42

63

77

107

196

290

290

15

41

63

76

106

196

289

289

16

40

62

75

105

195

288

288

17

40

61

74

104

194

287

287

18

39

60

74

104

193

287

287

19

38

60

73

103

193

286

286

20

38

60

73

103

193

286

286

21

38

59

73

103

192

286

286

22

37

59

72

102

192

285

285

23

37

58

72

102

191

285

285

24

36

58

71

101

191

284

284

25

36

57

70

100

190

283

283

26

35

57

72

100

189

283

283

27

34

56

75

99

189

282

282

28

34

55

77

98

188

281

281

29

33

54

81

98

187

281

281

30

32

54

83

97

187

280

280

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 | 70 | 193 | 311 | 3 137 |
| 2 | 26 | 40 | 47 | 71 | 193 | 349 | 2 342 |
| 3 | 25 | 40 | 49 | 75 | 187 | 362 | 1 768 |
| 4 | 24 | 40 | 51 | 77 | 183 | 361 | 1 366 |
| 5 | 24 | 41 | 53 | 78 | 182 | 352 | 1 082 |
| 6 | 24 | 43 | 55 | 81 | 181 | 338 | 877 |
| 7 | 25 | 45 | 56 | 82 | 181 | 322 | 725 |
| 8 | 24 | 45 | 56 | 84 | 180 | 305 | 609 |
| 9 | 24 | 45 | 57 | 86 | 179 | 288 | 518 |
| 10 | 24 | 45 | 58 | 88 | 178 | 272 | 446 |
| 11 | 23 | 45 | 58 | 88 | 178 | 271 | 387 |
| 12 | 22 | 44 | 57 | 87 | 177 | 270 | 338 |
| 13 | 22 | 43 | 56 | 86 | 176 | 269 | 298 |
| 14 | 21 | 42 | 55 | 86 | 175 | 268 | 268 |
| 15 | 20 | 42 | 55 | 85 | 174 | 268 | 268 |
| 16 | 19 | 41 | 54 | 84 | 173 | 267 | 267 |
| 17 | 19 | 40 | 53 | 83 | 173 | 266 | 266 |
| 18 | 18 | 40 | 53 | 83 | 172 | 266 | 266 |
| 19 | 18 | 39 | 53 | 83 | 172 | 265 | 265 |
| 20 | 18 | 39 | 55 | 83 | 172 | 265 | 265 |
| 21 | 18 | 39 | 58 | 83 | 172 | 266 | 266 |
| 22 | 18 | 39 | 61 | 83 | 172 | 265 | 265 |
| 23 | 18 | 39 | 63 | 82 | 172 | 265 | 265 |
| 24 | 17 | 39 | 66 | 82 | 172 | 265 | 265 |
| 25 | 17 | 39 | 68 | 82 | 172 | 265 | 265 |
| 26 | 17 | 39 | 71 | 82 | 171 | 265 | 265 |
| 27 | 17 | 38 | 73 | 82 | 171 | 264 | 264 |
| 28 | 17 | 38 | 77 | 81 | 171 | 264 | 264 |
| 29 | 16 | 38 | 79 | 82 | 171 | 264 | 264 |
| 30 | 16 | 38 | 82 | 84 | 170 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

47

70

193

311

3 137

2

26

40

47

71

193

349

2 342

3

25

40

49

75

187

362

1 768

4

24

40

51

77

183

361

1 366

5

24

41

53

78

182

352

1 082

6

24

43

55

81

181

338

877

7

25

45

56

82

181

322

725

8

24

45

56

84

180

305

609

9

24

45

57

86

179

288

518

10

24

45

58

88

178

272

446

11

23

45

58

88

178

271

387

12

22

44

57

87

177

270

338

13

22

43

56

86

176

269

298

14

21

42

55

86

175

268

268

15

20

42

55

85

174

268

268

16

19

41

54

84

173

267

267

17

19

40

53

83

173

266

266

18

18

40

53

83

172

266

266

19

18

39

53

83

172

265

265

20

18

39

55

83

172

265

265

21

18

39

58

83

172

266

266

22

18

39

61

83

172

265

265

23

18

39

63

82

172

265

265

24

17

39

66

82

172

265

265

25

17

39

68

82

172

265

265

26

17

39

71

82

171

265

265

27

17

38

73

82

171

264

264

28

17

38

77

81

171

264

264

29

16

38

79

82

171

264

264

30

16

38

82

84

170

264

264

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 | 147 | 304 | 3 057 |
| 2 | 0 | 1 | 6 | 26 | 148 | 341 | 2 278 |
| 3 | 1 | 1 | 9 | 31 | 143 | 353 | 1 719 |
| 4 | 1 | 3 | 12 | 35 | 140 | 352 | 1 328 |
| 5 | 2 | 4 | 15 | 36 | 140 | 343 | 1 052 |
| 6 | 2 | 4 | 18 | 40 | 140 | 329 | 853 |
| 7 | 3 | 6 | 20 | 42 | 140 | 314 | 705 |
| 8 | 4 | 6 | 23 | 44 | 140 | 297 | 592 |
| 9 | 4 | 8 | 26 | 47 | 140 | 280 | 504 |
| 10 | 4 | 8 | 28 | 50 | 140 | 263 | 433 |
| 11 | 4 | 9 | 31 | 52 | 141 | 247 | 376 |
| 12 | 6 | 10 | 33 | 50 | 140 | 233 | 329 |
| 13 | 6 | 11 | 36 | 52 | 141 | 234 | 290 |
| 14 | 6 | 12 | 39 | 51 | 141 | 234 | 257 |
| 15 | 6 | 13 | 41 | 50 | 140 | 233 | 233 |
| 16 | 7 | 13 | 44 | 51 | 139 | 232 | 232 |
| 17 | 7 | 14 | 46 | 54 | 138 | 232 | 232 |
| 18 | 8 | 16 | 48 | 57 | 139 | 232 | 232 |
| 19 | 9 | 16 | 51 | 58 | 139 | 232 | 232 |
| 20 | 9 | 17 | 54 | 60 | 140 | 233 | 233 |
| 21 | 9 | 18 | 56 | 63 | 140 | 233 | 233 |
| 22 | 10 | 19 | 59 | 65 | 140 | 234 | 234 |
| 23 | 10 | 19 | 62 | 67 | 140 | 234 | 234 |
| 24 | 11 | 20 | 64 | 69 | 140 | 234 | 234 |
| 25 | 11 | 22 | 67 | 71 | 140 | 233 | 233 |
| 26 | 11 | 22 | 69 | 73 | 140 | 233 | 233 |
| 27 | 12 | 23 | 72 | 75 | 141 | 233 | 233 |
| 28 | 12 | 24 | 74 | 78 | 141 | 233 | 233 |
| 29 | 12 | 25 | 76 | 79 | 142 | 233 | 233 |
| 30 | 13 | 25 | 79 | 81 | 144 | 233 | 233 |

Duration (in years)

Credit quality step 0

Credit 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

147

304

3 057

2

0

1

6

26

148

341

2 278

3

1

1

9

31

143

353

1 719

4

1

3

12

35

140

352

1 328

5

2

4

15

36

140

343

1 052

6

2

4

18

40

140

329

853

7

3

6

20

42

140

314

705

8

4

6

23

44

140

297

592

9

4

8

26

47

140

280

504

10

4

8

28

50

140

263

433

11

4

9

31

52

141

247

376

12

6

10

33

50

140

233

329

13

6

11

36

52

141

234

290

14

6

12

39

51

141

234

257

15

6

13

41

50

140

233

233

16

7

13

44

51

139

232

232

17

7

14

46

54

138

232

232

18

8

16

48

57

139

232

232

19

9

16

51

58

139

232

232

20

9

17

54

60

140

233

233

21

9

18

56

63

140

233

233

22

10

19

59

65

140

234

234

23

10

19

62

67

140

234

234

24

11

20

64

69

140

234

234

25

11

22

67

71

140

233

233

26

11

22

69

73

140

233

233

27

12

23

72

75

141

233

233

28

12

24

74

78

141

233

233

29

12

25

76

79

142

233

233

30

13

25

79

81

144

233

233

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 | 63 | 87 | 209 | 315 | 3 183 |
| 2 | 42 | 57 | 63 | 87 | 209 | 354 | 2 376 |
| 3 | 41 | 56 | 65 | 91 | 203 | 367 | 1 795 |
| 4 | 40 | 57 | 67 | 94 | 200 | 366 | 1 387 |
| 5 | 40 | 58 | 70 | 95 | 199 | 357 | 1 098 |
| 6 | 40 | 59 | 71 | 97 | 198 | 343 | 890 |
| 7 | 41 | 61 | 72 | 98 | 196 | 327 | 735 |
| 8 | 40 | 60 | 72 | 99 | 195 | 309 | 617 |
| 9 | 39 | 60 | 73 | 102 | 194 | 292 | 525 |
| 10 | 39 | 60 | 73 | 103 | 193 | 287 | 452 |
| 11 | 38 | 60 | 73 | 103 | 193 | 286 | 392 |
| 12 | 37 | 59 | 72 | 102 | 192 | 285 | 343 |
| 13 | 37 | 58 | 71 | 101 | 191 | 284 | 302 |
| 14 | 36 | 57 | 71 | 101 | 190 | 283 | 283 |
| 15 | 35 | 57 | 70 | 100 | 190 | 283 | 283 |
| 16 | 34 | 56 | 69 | 99 | 189 | 282 | 282 |
| 17 | 34 | 55 | 68 | 98 | 188 | 281 | 281 |
| 18 | 33 | 55 | 68 | 98 | 187 | 281 | 281 |
| 19 | 33 | 54 | 67 | 97 | 187 | 280 | 280 |
| 20 | 32 | 54 | 67 | 97 | 187 | 280 | 280 |
| 21 | 32 | 54 | 67 | 97 | 187 | 280 | 280 |
| 22 | 32 | 53 | 67 | 97 | 186 | 280 | 280 |
| 23 | 31 | 53 | 66 | 96 | 186 | 279 | 279 |
| 24 | 31 | 52 | 66 | 96 | 185 | 279 | 279 |
| 25 | 30 | 52 | 69 | 95 | 185 | 278 | 278 |
| 26 | 30 | 51 | 72 | 95 | 184 | 277 | 277 |
| 27 | 29 | 51 | 74 | 94 | 184 | 277 | 277 |
| 28 | 29 | 50 | 77 | 93 | 183 | 276 | 276 |
| 29 | 28 | 49 | 79 | 93 | 182 | 276 | 276 |
| 30 | 27 | 49 | 83 | 92 | 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

42

57

63

87

209

315

3 183

2

42

57

63

87

209

354

2 376

3

41

56

65

91

203

367

1 795

4

40

57

67

94

200

366

1 387

5

40

58

70

95

199

357

1 098

6

40

59

71

97

198

343

890

7

41

61

72

98

196

327

735

8

40

60

72

99

195

309

617

9

39

60

73

102

194

292

525

10

39

60

73

103

193

287

452

11

38

60

73

103

193

286

392

12

37

59

72

102

192

285

343

13

37

58

71

101

191

284

302

14

36

57

71

101

190

283

283

15

35

57

70

100

190

283

283

16

34

56

69

99

189

282

282

17

34

55

68

98

188

281

281

18

33

55

68

98

187

281

281

19

33

54

67

97

187

280

280

20

32

54

67

97

187

280

280

21

32

54

67

97

187

280

280

22

32

53

67

97

186

280

280

23

31

53

66

96

186

279

279

24

31

52

66

96

185

279

279

25

30

52

69

95

185

278

278

26

30

51

72

95

184

277

277

27

29

51

74

94

184

277

277

28

29

50

77

93

183

276

276

29

28

49

79

93

182

276

276

30

27

49

83

92

182

275

275

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 | 31 | 54 | 177 | 314 | 3 164 |
| 2 | 14 | 28 | 35 | 58 | 181 | 352 | 2 360 |
| 3 | 16 | 32 | 40 | 66 | 178 | 365 | 1 782 |
| 4 | 19 | 35 | 46 | 73 | 179 | 364 | 1 377 |
| 5 | 21 | 39 | 51 | 76 | 180 | 355 | 1 091 |
| 6 | 21 | 39 | 51 | 77 | 178 | 341 | 884 |
| 7 | 26 | 46 | 57 | 83 | 182 | 325 | 731 |
| 8 | 25 | 45 | 57 | 84 | 180 | 307 | 613 |
| 9 | 26 | 47 | 60 | 88 | 181 | 290 | 522 |
| 10 | 28 | 50 | 63 | 92 | 183 | 276 | 449 |
| 11 | 30 | 51 | 64 | 94 | 184 | 277 | 390 |
| 12 | 30 | 52 | 65 | 95 | 185 | 278 | 341 |
| 13 | 31 | 52 | 66 | 96 | 185 | 278 | 300 |
| 14 | 31 | 53 | 66 | 96 | 186 | 279 | 279 |
| 15 | 31 | 53 | 66 | 96 | 186 | 279 | 279 |
| 16 | 31 | 52 | 65 | 96 | 185 | 278 | 278 |
| 17 | 31 | 52 | 65 | 96 | 185 | 278 | 278 |
| 18 | 30 | 51 | 65 | 95 | 184 | 278 | 278 |
| 19 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
| 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
| 21 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 22 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 23 | 29 | 50 | 64 | 94 | 183 | 277 | 277 |
| 24 | 28 | 50 | 66 | 93 | 183 | 276 | 276 |
| 25 | 28 | 50 | 68 | 93 | 182 | 276 | 276 |
| 26 | 28 | 49 | 71 | 92 | 182 | 275 | 275 |
| 27 | 27 | 49 | 73 | 92 | 181 | 275 | 275 |
| 28 | 27 | 48 | 77 | 91 | 181 | 274 | 274 |
| 29 | 26 | 48 | 79 | 91 | 180 | 274 | 274 |
| 30 | 25 | 47 | 82 | 90 | 180 | 273 | 273 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

24

31

54

177

314

3 164

2

14

28

35

58

181

352

2 360

3

16

32

40

66

178

365

1 782

4

19

35

46

73

179

364

1 377

5

21

39

51

76

180

355

1 091

6

21

39

51

77

178

341

884

7

26

46

57

83

182

325

731

8

25

45

57

84

180

307

613

9

26

47

60

88

181

290

522

10

28

50

63

92

183

276

449

11

30

51

64

94

184

277

390

12

30

52

65

95

185

278

341

13

31

52

66

96

185

278

300

14

31

53

66

96

186

279

279

15

31

53

66

96

186

279

279

16

31

52

65

96

185

278

278

17

31

52

65

96

185

278

278

18

30

51

65

95

184

278

278

19

30

51

64

94

184

277

277

20

30

51

64

94

184

277

277

21

29

51

64

94

184

277

277

22

29

51

64

94

184

277

277

23

29

50

64

94

183

277

277

24

28

50

66

93

183

276

276

25

28

50

68

93

182

276

276

26

28

49

71

92

182

275

275

27

27

49

73

92

181

275

275

28

27

48

77

91

181

274

274

29

26

48

79

91

180

274

274

30

25

47

82

90

180

273

273

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 | 175 | 312 | 3 149 |
| 2 | 9 | 24 | 30 | 54 | 176 | 350 | 2 350 |
| 3 | 10 | 25 | 34 | 60 | 172 | 364 | 1 775 |
| 4 | 10 | 27 | 38 | 64 | 170 | 362 | 1 371 |
| 5 | 11 | 29 | 41 | 66 | 170 | 353 | 1 085 |
| 6 | 13 | 32 | 44 | 70 | 170 | 339 | 879 |
| 7 | 15 | 35 | 46 | 72 | 170 | 323 | 726 |
| 8 | 15 | 35 | 47 | 74 | 170 | 305 | 610 |
| 9 | 15 | 37 | 49 | 78 | 170 | 288 | 519 |
| 10 | 16 | 38 | 51 | 80 | 171 | 271 | 446 |
| 11 | 17 | 38 | 51 | 81 | 171 | 264 | 387 |
| 12 | 17 | 38 | 51 | 82 | 171 | 264 | 339 |
| 13 | 17 | 38 | 52 | 82 | 171 | 265 | 298 |
| 14 | 17 | 39 | 52 | 82 | 171 | 265 | 265 |
| 15 | 17 | 39 | 52 | 82 | 172 | 265 | 265 |
| 16 | 17 | 38 | 52 | 82 | 171 | 264 | 264 |
| 17 | 17 | 38 | 52 | 82 | 171 | 265 | 265 |
| 18 | 17 | 38 | 52 | 82 | 171 | 264 | 264 |
| 19 | 17 | 38 | 52 | 82 | 171 | 264 | 264 |
| 20 | 17 | 39 | 55 | 82 | 171 | 265 | 265 |
| 21 | 17 | 39 | 58 | 82 | 171 | 265 | 265 |
| 22 | 17 | 38 | 61 | 82 | 171 | 265 | 265 |
| 23 | 17 | 38 | 63 | 81 | 171 | 264 | 264 |
| 24 | 16 | 38 | 66 | 81 | 171 | 264 | 264 |
| 25 | 16 | 37 | 68 | 81 | 170 | 264 | 264 |
| 26 | 16 | 37 | 71 | 80 | 170 | 263 | 263 |
| 27 | 15 | 37 | 73 | 80 | 170 | 263 | 263 |
| 28 | 15 | 37 | 76 | 80 | 169 | 263 | 263 |
| 29 | 15 | 36 | 78 | 81 | 169 | 262 | 262 |
| 30 | 14 | 36 | 81 | 84 | 169 | 262 | 262 |

Duration (in years)

Credit quality step 0

Credit 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

175

312

3 149

2

9

24

30

54

176

350

2 350

3

10

25

34

60

172

364

1 775

4

10

27

38

64

170

362

1 371

5

11

29

41

66

170

353

1 085

6

13

32

44

70

170

339

879

7

15

35

46

72

170

323

726

8

15

35

47

74

170

305

610

9

15

37

49

78

170

288

519

10

16

38

51

80

171

271

446

11

17

38

51

81

171

264

387

12

17

38

51

82

171

264

339

13

17

38

52

82

171

265

298

14

17

39

52

82

171

265

265

15

17

39

52

82

172

265

265

16

17

38

52

82

171

264

264

17

17

38

52

82

171

265

265

18

17

38

52

82

171

264

264

19

17

38

52

82

171

264

264

20

17

39

55

82

171

265

265

21

17

39

58

82

171

265

265

22

17

38

61

82

171

265

265

23

17

38

63

81

171

264

264

24

16

38

66

81

171

264

264

25

16

37

68

81

170

264

264

26

16

37

71

80

170

263

263

27

15

37

73

80

170

263

263

28

15

37

76

80

169

263

263

29

15

36

78

81

169

262

262

30

14

36

81

84

169

262

262

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 59 | 66 | 89 | 212 | 318 | 3 209 |
| 2 | 47 | 62 | 69 | 92 | 215 | 357 | 2 399 |
| 3 | 50 | 65 | 74 | 100 | 212 | 371 | 1 815 |
| 4 | 51 | 67 | 78 | 105 | 210 | 371 | 1 404 |
| 5 | 52 | 70 | 82 | 107 | 211 | 362 | 1 113 |
| 6 | 54 | 73 | 85 | 111 | 211 | 348 | 903 |
| 7 | 56 | 75 | 86 | 112 | 211 | 332 | 747 |
| 8 | 55 | 75 | 87 | 114 | 210 | 314 | 628 |
| 9 | 55 | 76 | 88 | 117 | 210 | 303 | 534 |
| 10 | 55 | 77 | 90 | 119 | 210 | 303 | 459 |
| 11 | 55 | 77 | 90 | 120 | 210 | 303 | 399 |
| 12 | 54 | 76 | 89 | 119 | 209 | 302 | 349 |
| 13 | 54 | 75 | 88 | 118 | 208 | 301 | 307 |
| 14 | 53 | 74 | 87 | 118 | 207 | 300 | 300 |
| 15 | 52 | 73 | 87 | 117 | 206 | 299 | 299 |
| 16 | 51 | 72 | 86 | 116 | 205 | 299 | 299 |
| 17 | 50 | 72 | 85 | 115 | 204 | 298 | 298 |
| 18 | 49 | 71 | 84 | 114 | 204 | 297 | 297 |
| 19 | 49 | 70 | 83 | 113 | 203 | 296 | 296 |
| 20 | 48 | 69 | 83 | 113 | 202 | 296 | 296 |
| 21 | 47 | 69 | 82 | 112 | 202 | 295 | 295 |
| 22 | 46 | 68 | 81 | 111 | 201 | 294 | 294 |
| 23 | 46 | 67 | 80 | 110 | 200 | 293 | 293 |
| 24 | 45 | 66 | 79 | 109 | 199 | 292 | 292 |
| 25 | 44 | 65 | 78 | 108 | 198 | 291 | 291 |
| 26 | 43 | 64 | 77 | 108 | 197 | 290 | 290 |
| 27 | 42 | 63 | 77 | 107 | 196 | 289 | 289 |
| 28 | 41 | 62 | 78 | 106 | 195 | 289 | 289 |
| 29 | 40 | 62 | 81 | 105 | 194 | 288 | 288 |
| 30 | 39 | 61 | 83 | 104 | 194 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

45

59

66

89

212

318

3 209

2

47

62

69

92

215

357

2 399

3

50

65

74

100

212

371

1 815

4

51

67

78

105

210

371

1 404

5

52

70

82

107

211

362

1 113

6

54

73

85

111

211

348

903

7

56

75

86

112

211

332

747

8

55

75

87

114

210

314

628

9

55

76

88

117

210

303

534

10

55

77

90

119

210

303

459

11

55

77

90

120

210

303

399

12

54

76

89

119

209

302

349

13

54

75

88

118

208

301

307

14

53

74

87

118

207

300

300

15

52

73

87

117

206

299

299

16

51

72

86

116

205

299

299

17

50

72

85

115

204

298

298

18

49

71

84

114

204

297

297

19

49

70

83

113

203

296

296

20

48

69

83

113

202

296

296

21

47

69

82

112

202

295

295

22

46

68

81

111

201

294

294

23

46

67

80

110

200

293

293

24

45

66

79

109

199

292

292

25

44

65

78

108

198

291

291

26

43

64

77

108

197

290

290

27

42

63

77

107

196

289

289

28

41

62

78

106

195

289

289

29

40

62

81

105

194

288

288

30

39

61

83

104

194

287

287

3.17.   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 76 | 90 | 97 | 120 | 243 | 338 | 3 318 |
| 2 | 80 | 94 | 101 | 124 | 247 | 369 | 2 486 |
| 3 | 79 | 95 | 103 | 129 | 241 | 384 | 1 882 |
| 4 | 79 | 95 | 106 | 132 | 238 | 383 | 1 456 |
| 5 | 81 | 99 | 111 | 136 | 240 | 374 | 1 153 |
| 6 | 83 | 102 | 114 | 140 | 240 | 359 | 935 |
| 7 | 85 | 105 | 116 | 142 | 241 | 342 | 772 |
| 8 | 86 | 107 | 118 | 146 | 241 | 335 | 649 |
| 9 | 87 | 108 | 120 | 149 | 242 | 335 | 552 |
| 10 | 87 | 109 | 122 | 151 | 242 | 335 | 475 |
| 11 | 87 | 109 | 122 | 152 | 242 | 335 | 412 |
| 12 | 86 | 108 | 121 | 151 | 241 | 334 | 361 |
| 13 | 85 | 106 | 120 | 150 | 239 | 333 | 333 |
| 14 | 83 | 105 | 118 | 148 | 238 | 331 | 331 |
| 15 | 82 | 103 | 117 | 147 | 236 | 330 | 330 |
| 16 | 81 | 102 | 115 | 145 | 235 | 328 | 328 |
| 17 | 79 | 101 | 114 | 144 | 233 | 327 | 327 |
| 18 | 78 | 99 | 112 | 143 | 232 | 325 | 325 |
| 19 | 76 | 98 | 111 | 141 | 231 | 324 | 324 |
| 20 | 75 | 97 | 110 | 140 | 229 | 323 | 323 |
| 21 | 74 | 95 | 108 | 138 | 228 | 321 | 321 |
| 22 | 72 | 94 | 107 | 137 | 227 | 320 | 320 |
| 23 | 71 | 92 | 105 | 135 | 225 | 318 | 318 |
| 24 | 69 | 91 | 104 | 134 | 223 | 317 | 317 |
| 25 | 68 | 89 | 102 | 132 | 222 | 315 | 315 |
| 26 | 66 | 87 | 101 | 131 | 220 | 314 | 314 |
| 27 | 64 | 86 | 99 | 129 | 219 | 312 | 312 |
| 28 | 63 | 84 | 98 | 128 | 217 | 310 | 310 |
| 29 | 61 | 83 | 96 | 126 | 216 | 309 | 309 |
| 30 | 60 | 81 | 95 | 125 | 214 | 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

76

90

97

120

243

338

3 318

2

80

94

101

124

247

369

2 486

3

79

95

103

129

241

384

1 882

4

79

95

106

132

238

383

1 456

5

81

99

111

136

240

374

1 153

6

83

102

114

140

240

359

935

7

85

105

116

142

241

342

772

8

86

107

118

146

241

335

649

9

87

108

120

149

242

335

552

10

87

109

122

151

242

335

475

11

87

109

122

152

242

335

412

12

86

108

121

151

241

334

361

13

85

106

120

150

239

333

333

14

83

105

118

148

238

331

331

15

82

103

117

147

236

330

330

16

81

102

115

145

235

328

328

17

79

101

114

144

233

327

327

18

78

99

112

143

232

325

325

19

76

98

111

141

231

324

324

20

75

97

110

140

229

323

323

21

74

95

108

138

228

321

321

22

72

94

107

137

227

320

320

23

71

92

105

135

225

318

318

24

69

91

104

134

223

317

317

25

68

89

102

132

222

315

315

26

66

87

101

131

220

314

314

27

64

86

99

129

219

312

312

28

63

84

98

128

217

310

310

29

61

83

96

126

216

309

309

30

60

81

95

125

214

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 | 168 | 312 | 3 143 |
| 2 | 4 | 19 | 26 | 49 | 172 | 350 | 2 347 |
| 3 | 7 | 22 | 31 | 57 | 169 | 363 | 1 774 |
| 4 | 8 | 25 | 36 | 62 | 168 | 362 | 1 370 |
| 5 | 11 | 28 | 40 | 65 | 169 | 353 | 1 085 |
| 6 | 13 | 32 | 44 | 69 | 170 | 339 | 879 |
| 7 | 15 | 35 | 46 | 72 | 170 | 323 | 726 |
| 8 | 15 | 36 | 47 | 75 | 171 | 306 | 610 |
| 9 | 16 | 37 | 49 | 78 | 171 | 288 | 519 |
| 10 | 16 | 38 | 51 | 80 | 171 | 271 | 446 |
| 11 | 16 | 38 | 51 | 81 | 171 | 264 | 387 |
| 12 | 16 | 38 | 51 | 81 | 170 | 264 | 339 |
| 13 | 16 | 37 | 50 | 80 | 170 | 263 | 298 |
| 14 | 15 | 36 | 50 | 80 | 169 | 262 | 264 |
| 15 | 14 | 36 | 49 | 79 | 168 | 262 | 262 |
| 16 | 13 | 35 | 48 | 78 | 168 | 261 | 261 |
| 17 | 13 | 34 | 48 | 78 | 167 | 260 | 260 |
| 18 | 12 | 34 | 50 | 77 | 167 | 260 | 260 |
| 19 | 12 | 34 | 52 | 77 | 166 | 260 | 260 |
| 20 | 12 | 34 | 55 | 77 | 167 | 260 | 260 |
| 21 | 12 | 34 | 58 | 77 | 167 | 260 | 260 |
| 22 | 12 | 34 | 61 | 77 | 167 | 260 | 260 |
| 23 | 12 | 34 | 63 | 77 | 167 | 260 | 260 |
| 24 | 12 | 34 | 66 | 77 | 167 | 260 | 260 |
| 25 | 12 | 34 | 68 | 77 | 167 | 260 | 260 |
| 26 | 12 | 34 | 71 | 77 | 166 | 260 | 260 |
| 27 | 12 | 33 | 73 | 78 | 166 | 260 | 260 |
| 28 | 12 | 33 | 76 | 80 | 166 | 259 | 259 |
| 29 | 14 | 33 | 79 | 82 | 166 | 259 | 259 |
| 30 | 14 | 33 | 81 | 84 | 166 | 259 | 259 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

46

168

312

3 143

2

4

19

26

49

172

350

2 347

3

7

22

31

57

169

363

1 774

4

8

25

36

62

168

362

1 370

5

11

28

40

65

169

353

1 085

6

13

32

44

69

170

339

879

7

15

35

46

72

170

323

726

8

15

36

47

75

171

306

610

9

16

37

49

78

171

288

519

10

16

38

51

80

171

271

446

11

16

38

51

81

171

264

387

12

16

38

51

81

170

264

339

13

16

37

50

80

170

263

298

14

15

36

50

80

169

262

264

15

14

36

49

79

168

262

262

16

13

35

48

78

168

261

261

17

13

34

48

78

167

260

260

18

12

34

50

77

167

260

260

19

12

34

52

77

166

260

260

20

12

34

55

77

167

260

260

21

12

34

58

77

167

260

260

22

12

34

61

77

167

260

260

23

12

34

63

77

167

260

260

24

12

34

66

77

167

260

260

25

12

34

68

77

167

260

260

26

12

34

71

77

166

260

260

27

12

33

73

78

166

260

260

28

12

33

76

80

166

259

259

29

14

33

79

82

166

259

259

30

14

33

81

84

166

259

259

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 | 87 | 101 | 108 | 131 | 254 | 349 | 3 408 |
| 2 | 87 | 102 | 108 | 132 | 254 | 376 | 2 544 |
| 3 | 86 | 102 | 110 | 136 | 248 | 390 | 1 921 |
| 4 | 86 | 103 | 113 | 140 | 246 | 389 | 1 483 |
| 5 | 87 | 104 | 116 | 141 | 245 | 379 | 1 173 |
| 6 | 87 | 106 | 118 | 144 | 244 | 364 | 950 |
| 7 | 88 | 108 | 119 | 145 | 244 | 347 | 784 |
| 8 | 88 | 109 | 120 | 148 | 244 | 337 | 658 |
| 9 | 88 | 109 | 121 | 150 | 243 | 336 | 559 |
| 10 | 86 | 108 | 121 | 150 | 241 | 334 | 481 |
| 11 | 85 | 106 | 120 | 149 | 239 | 332 | 417 |
| 12 | 83 | 104 | 118 | 148 | 237 | 331 | 364 |
| 13 | 81 | 103 | 116 | 146 | 235 | 329 | 329 |
| 14 | 79 | 101 | 114 | 144 | 233 | 327 | 327 |
| 15 | 77 | 99 | 112 | 142 | 232 | 325 | 325 |
| 16 | 75 | 97 | 110 | 140 | 229 | 323 | 323 |
| 17 | 73 | 95 | 108 | 138 | 228 | 321 | 321 |
| 18 | 72 | 93 | 107 | 137 | 226 | 319 | 319 |
| 19 | 70 | 92 | 105 | 135 | 225 | 318 | 318 |
| 20 | 69 | 91 | 104 | 134 | 224 | 317 | 317 |
| 21 | 68 | 90 | 103 | 133 | 223 | 316 | 316 |
| 22 | 67 | 89 | 102 | 132 | 222 | 315 | 315 |
| 23 | 66 | 88 | 101 | 131 | 221 | 314 | 314 |
| 24 | 65 | 87 | 100 | 130 | 220 | 313 | 313 |
| 25 | 64 | 86 | 99 | 129 | 218 | 312 | 312 |
| 26 | 63 | 84 | 98 | 128 | 217 | 311 | 311 |
| 27 | 62 | 83 | 97 | 127 | 216 | 309 | 309 |
| 28 | 61 | 82 | 95 | 126 | 215 | 308 | 308 |
| 29 | 60 | 81 | 94 | 125 | 214 | 307 | 307 |
| 30 | 59 | 80 | 93 | 124 | 213 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

87

101

108

131

254

349

3 408

2

87

102

108

132

254

376

2 544

3

86

102

110

136

248

390

1 921

4

86

103

113

140

246

389

1 483

5

87

104

116

141

245

379

1 173

6

87

106

118

144

244

364

950

7

88

108

119

145

244

347

784

8

88

109

120

148

244

337

658

9

88

109

121

150

243

336

559

10

86

108

121

150

241

334

481

11

85

106

120

149

239

332

417

12

83

104

118

148

237

331

364

13

81

103

116

146

235

329

329

14

79

101

114

144

233

327

327

15

77

99

112

142

232

325

325

16

75

97

110

140

229

323

323

17

73

95

108

138

228

321

321

18

72

93

107

137

226

319

319

19

70

92

105

135

225

318

318

20

69

91

104

134

224

317

317

21

68

90

103

133

223

316

316

22

67

89

102

132

222

315

315

23

66

88

101

131

221

314

314

24

65

87

100

130

220

313

313

25

64

86

99

129

218

312

312

26

63

84

98

128

217

311

311

27

62

83

97

127

216

309

309

28

61

82

95

126

215

308

308

29

60

81

94

125

214

307

307

30

59

80

93

124

213

306

306

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 | 347 | 361 | 368 | 391 | 514 | 610 | 3 465 |
| 2 | 71 | 86 | 93 | 116 | 239 | 380 | 2 575 |
| 3 | 74 | 89 | 98 | 124 | 236 | 393 | 1 939 |
| 4 | 77 | 93 | 104 | 130 | 236 | 392 | 1 496 |
| 5 | 79 | 96 | 109 | 134 | 237 | 381 | 1 183 |
| 6 | 81 | 100 | 112 | 138 | 238 | 366 | 958 |
| 7 | 83 | 103 | 114 | 140 | 239 | 349 | 791 |
| 8 | 84 | 105 | 116 | 144 | 239 | 333 | 664 |
| 9 | 85 | 106 | 118 | 147 | 240 | 333 | 565 |
| 10 | 85 | 106 | 119 | 149 | 239 | 333 | 485 |
| 11 | 85 | 106 | 120 | 150 | 239 | 333 | 421 |
| 12 | 85 | 107 | 120 | 150 | 239 | 333 | 368 |
| 13 | 85 | 107 | 120 | 150 | 240 | 333 | 333 |
| 14 | 86 | 108 | 121 | 151 | 240 | 334 | 334 |
| 15 | 87 | 108 | 121 | 152 | 241 | 334 | 334 |
| 16 | 88 | 109 | 122 | 153 | 242 | 335 | 335 |
| 17 | 89 | 110 | 124 | 154 | 243 | 336 | 336 |
| 18 | 90 | 111 | 125 | 155 | 244 | 338 | 338 |
| 19 | 91 | 112 | 126 | 156 | 245 | 338 | 338 |
| 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 21 | 92 | 113 | 126 | 157 | 246 | 339 | 339 |
| 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 23 | 91 | 113 | 126 | 156 | 245 | 339 | 339 |
| 24 | 90 | 112 | 125 | 155 | 245 | 338 | 338 |
| 25 | 89 | 111 | 124 | 154 | 244 | 337 | 337 |
| 26 | 88 | 110 | 123 | 153 | 243 | 336 | 336 |
| 27 | 87 | 109 | 122 | 152 | 242 | 335 | 335 |
| 28 | 86 | 107 | 121 | 151 | 240 | 333 | 333 |
| 29 | 85 | 106 | 119 | 149 | 239 | 332 | 332 |
| 30 | 83 | 105 | 118 | 148 | 238 | 331 | 331 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

347

361

368

391

514

610

3 465

2

71

86

93

116

239

380

2 575

3

74

89

98

124

236

393

1 939

4

77

93

104

130

236

392

1 496

5

79

96

109

134

237

381

1 183

6

81

100

112

138

238

366

958

7

83

103

114

140

239

349

791

8

84

105

116

144

239

333

664

9

85

106

118

147

240

333

565

10

85

106

119

149

239

333

485

11

85

106

120

150

239

333

421

12

85

107

120

150

239

333

368

13

85

107

120

150

240

333

333

14

86

108

121

151

240

334

334

15

87

108

121

152

241

334

334

16

88

109

122

153

242

335

335

17

89

110

124

154

243

336

336

18

90

111

125

155

244

338

338

19

91

112

126

156

245

338

338

20

92

113

126

156

246

339

339

21

92

113

126

157

246

339

339

22

92

113

126

156

246

339

339

23

91

113

126

156

245

339

339

24

90

112

125

155

245

338

338

25

89

111

124

154

244

337

337

26

88

110

123

153

243

336

336

27

87

109

122

152

242

335

335

28

86

107

121

151

240

333

333

29

85

106

119

149

239

332

332

30

83

105

118

148

238

331

331

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 | 11 | 34 | 157 | 309 | 3 115 |
| 2 | 0 | 4 | 11 | 34 | 157 | 347 | 2 322 |
| 3 | 1 | 4 | 13 | 39 | 151 | 359 | 1 753 |
| 4 | 1 | 4 | 15 | 42 | 148 | 358 | 1 353 |
| 5 | 2 | 6 | 18 | 43 | 147 | 349 | 1 071 |
| 6 | 2 | 8 | 19 | 45 | 146 | 335 | 868 |
| 7 | 3 | 10 | 21 | 47 | 145 | 319 | 717 |
| 8 | 4 | 10 | 23 | 49 | 145 | 302 | 602 |
| 9 | 4 | 10 | 26 | 51 | 143 | 284 | 512 |
| 10 | 4 | 10 | 29 | 52 | 143 | 267 | 441 |
| 11 | 4 | 10 | 31 | 53 | 143 | 251 | 382 |
| 12 | 6 | 10 | 34 | 53 | 143 | 236 | 335 |
| 13 | 6 | 11 | 36 | 53 | 143 | 236 | 295 |
| 14 | 6 | 12 | 39 | 54 | 143 | 236 | 261 |
| 15 | 6 | 13 | 42 | 54 | 143 | 237 | 237 |
| 16 | 7 | 13 | 44 | 54 | 143 | 236 | 236 |
| 17 | 8 | 15 | 47 | 55 | 144 | 237 | 237 |
| 18 | 8 | 16 | 50 | 57 | 144 | 237 | 237 |
| 19 | 9 | 16 | 52 | 60 | 145 | 238 | 238 |
| 20 | 9 | 17 | 55 | 61 | 146 | 239 | 239 |
| 21 | 9 | 19 | 58 | 64 | 146 | 240 | 240 |
| 22 | 10 | 19 | 60 | 66 | 147 | 240 | 240 |
| 23 | 10 | 20 | 62 | 68 | 148 | 241 | 241 |
| 24 | 11 | 21 | 65 | 71 | 148 | 242 | 242 |
| 25 | 11 | 22 | 68 | 73 | 149 | 242 | 242 |
| 26 | 11 | 22 | 71 | 75 | 149 | 242 | 242 |
| 27 | 12 | 24 | 73 | 77 | 150 | 243 | 243 |
| 28 | 12 | 25 | 76 | 80 | 150 | 243 | 243 |
| 29 | 13 | 25 | 78 | 81 | 150 | 243 | 243 |
| 30 | 14 | 27 | 81 | 83 | 150 | 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

11

34

157

309

3 115

2

0

4

11

34

157

347

2 322

3

1

4

13

39

151

359

1 753

4

1

4

15

42

148

358

1 353

5

2

6

18

43

147

349

1 071

6

2

8

19

45

146

335

868

7

3

10

21

47

145

319

717

8

4

10

23

49

145

302

602

9

4

10

26

51

143

284

512

10

4

10

29

52

143

267

441

11

4

10

31

53

143

251

382

12

6

10

34

53

143

236

335

13

6

11

36

53

143

236

295

14

6

12

39

54

143

236

261

15

6

13

42

54

143

237

237

16

7

13

44

54

143

236

236

17

8

15

47

55

144

237

237

18

8

16

50

57

144

237

237

19

9

16

52

60

145

238

238

20

9

17

55

61

146

239

239

21

9

19

58

64

146

240

240

22

10

19

60

66

147

240

240

23

10

20

62

68

148

241

241

24

11

21

65

71

148

242

242

25

11

22

68

73

149

242

242

26

11

22

71

75

149

242

242

27

12

24

73

77

150

243

243

28

12

25

76

80

150

243

243

29

13

25

78

81

150

243

243

30

14

27

81

83

150

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 | 93 | 216 | 316 | 3 192 |
| 2 | 49 | 64 | 70 | 94 | 216 | 355 | 2 385 |
| 3 | 49 | 64 | 73 | 99 | 211 | 369 | 1 803 |
| 4 | 48 | 64 | 75 | 102 | 207 | 368 | 1 394 |
| 5 | 48 | 65 | 78 | 103 | 206 | 359 | 1 104 |
| 6 | 49 | 68 | 79 | 105 | 206 | 345 | 895 |
| 7 | 49 | 69 | 80 | 106 | 204 | 329 | 740 |
| 8 | 48 | 69 | 81 | 108 | 204 | 311 | 621 |
| 9 | 48 | 69 | 81 | 110 | 203 | 296 | 529 |
| 10 | 47 | 68 | 82 | 111 | 202 | 295 | 455 |
| 11 | 46 | 67 | 80 | 110 | 200 | 293 | 395 |
| 12 | 44 | 65 | 79 | 109 | 198 | 292 | 345 |
| 13 | 42 | 64 | 77 | 107 | 197 | 290 | 304 |
| 14 | 41 | 62 | 75 | 106 | 195 | 288 | 288 |
| 15 | 39 | 61 | 74 | 104 | 194 | 287 | 287 |
| 16 | 37 | 59 | 72 | 102 | 192 | 285 | 285 |
| 17 | 36 | 58 | 71 | 101 | 191 | 284 | 284 |
| 18 | 35 | 57 | 70 | 100 | 189 | 283 | 283 |
| 19 | 34 | 56 | 69 | 99 | 188 | 282 | 282 |
| 20 | 34 | 55 | 68 | 98 | 188 | 281 | 281 |
| 21 | 33 | 54 | 68 | 98 | 187 | 281 | 281 |
| 22 | 32 | 54 | 67 | 97 | 187 | 280 | 280 |
| 23 | 32 | 53 | 66 | 96 | 186 | 279 | 279 |
| 24 | 31 | 52 | 67 | 96 | 185 | 279 | 279 |
| 25 | 30 | 52 | 70 | 95 | 185 | 278 | 278 |
| 26 | 29 | 51 | 72 | 94 | 184 | 277 | 277 |
| 27 | 29 | 50 | 75 | 94 | 183 | 276 | 276 |
| 28 | 28 | 50 | 77 | 93 | 182 | 276 | 276 |
| 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 |
| 30 | 27 | 48 | 83 | 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

48

63

70

93

216

316

3 192

2

49

64

70

94

216

355

2 385

3

49

64

73

99

211

369

1 803

4

48

64

75

102

207

368

1 394

5

48

65

78

103

206

359

1 104

6

49

68

79

105

206

345

895

7

49

69

80

106

204

329

740

8

48

69

81

108

204

311

621

9

48

69

81

110

203

296

529

10

47

68

82

111

202

295

455

11

46

67

80

110

200

293

395

12

44

65

79

109

198

292

345

13

42

64

77

107

197

290

304

14

41

62

75

106

195

288

288

15

39

61

74

104

194

287

287

16

37

59

72

102

192

285

285

17

36

58

71

101

191

284

284

18

35

57

70

100

189

283

283

19

34

56

69

99

188

282

282

20

34

55

68

98

188

281

281

21

33

54

68

98

187

281

281

22

32

54

67

97

187

280

280

23

32

53

66

96

186

279

279

24

31

52

67

96

185

279

279

25

30

52

70

95

185

278

278

26

29

51

72

94

184

277

277

27

29

50

75

94

183

276

276

28

28

50

77

93

182

276

276

29

27

49

81

92

182

275

275

30

27

48

83

92

181

274

274

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 | 124 | 130 | 154 | 276 | 372 | 3 463 |
| 2 | 110 | 125 | 131 | 155 | 277 | 381 | 2 582 |
| 3 | 111 | 126 | 135 | 161 | 273 | 396 | 1 950 |
| 4 | 112 | 128 | 139 | 166 | 271 | 395 | 1 506 |
| 5 | 113 | 130 | 143 | 168 | 271 | 385 | 1 193 |
| 6 | 114 | 133 | 145 | 170 | 271 | 370 | 966 |
| 7 | 115 | 135 | 146 | 172 | 270 | 364 | 798 |
| 8 | 114 | 135 | 146 | 174 | 270 | 363 | 670 |
| 9 | 114 | 135 | 147 | 176 | 269 | 362 | 570 |
| 10 | 113 | 134 | 147 | 177 | 267 | 361 | 491 |
| 11 | 111 | 133 | 146 | 176 | 266 | 359 | 426 |
| 12 | 109 | 131 | 144 | 174 | 264 | 357 | 372 |
| 13 | 107 | 129 | 142 | 172 | 262 | 355 | 355 |
| 14 | 105 | 127 | 140 | 170 | 259 | 353 | 353 |
| 15 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
| 16 | 100 | 121 | 135 | 165 | 254 | 348 | 348 |
| 17 | 98 | 119 | 132 | 162 | 252 | 345 | 345 |
| 18 | 95 | 117 | 130 | 160 | 250 | 343 | 343 |
| 19 | 93 | 115 | 128 | 158 | 248 | 341 | 341 |
| 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 21 | 90 | 111 | 125 | 155 | 244 | 337 | 337 |
| 22 | 88 | 110 | 123 | 153 | 242 | 336 | 336 |
| 23 | 86 | 108 | 121 | 151 | 241 | 334 | 334 |
| 24 | 84 | 106 | 119 | 149 | 239 | 332 | 332 |
| 25 | 83 | 104 | 117 | 147 | 237 | 330 | 330 |
| 26 | 81 | 102 | 116 | 146 | 235 | 329 | 329 |
| 27 | 79 | 101 | 114 | 144 | 234 | 327 | 327 |
| 28 | 78 | 99 | 112 | 142 | 232 | 325 | 325 |
| 29 | 76 | 98 | 111 | 141 | 230 | 324 | 324 |
| 30 | 75 | 96 | 109 | 139 | 229 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

109

124

130

154

276

372

3 463

2

110

125

131

155

277

381

2 582

3

111

126

135

161

273

396

1 950

4

112

128

139

166

271

395

1 506

5

113

130

143

168

271

385

1 193

6

114

133

145

170

271

370

966

7

115

135

146

172

270

364

798

8

114

135

146

174

270

363

670

9

114

135

147

176

269

362

570

10

113

134

147

177

267

361

491

11

111

133

146

176

266

359

426

12

109

131

144

174

264

357

372

13

107

129

142

172

262

355

355

14

105

127

140

170

259

353

353

15

103

124

137

167

257

350

350

16

100

121

135

165

254

348

348

17

98

119

132

162

252

345

345

18

95

117

130

160

250

343

343

19

93

115

128

158

248

341

341

20

92

113

126

156

246

339

339

21

90

111

125

155

244

337

337

22

88

110

123

153

242

336

336

23

86

108

121

151

241

334

334

24

84

106

119

149

239

332

332

25

83

104

117

147

237

330

330

26

81

102

116

146

235

329

329

27

79

101

114

144

234

327

327

28

78

99

112

142

232

325

325

29

76

98

111

141

230

324

324

30

75

96

109

139

229

322

322

3.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 184 | 190 | 214 | 336 | 432 | 3 515 |
| 2 | 178 | 193 | 199 | 223 | 345 | 441 | 2 638 |
| 3 | 182 | 197 | 206 | 232 | 344 | 439 | 2 002 |
| 4 | 182 | 199 | 210 | 236 | 342 | 436 | 1 549 |
| 5 | 183 | 200 | 213 | 238 | 341 | 435 | 1 227 |
| 6 | 183 | 202 | 213 | 239 | 340 | 433 | 994 |
| 7 | 183 | 203 | 214 | 240 | 338 | 432 | 821 |
| 8 | 181 | 202 | 213 | 241 | 337 | 430 | 688 |
| 9 | 180 | 201 | 213 | 242 | 335 | 428 | 585 |
| 10 | 179 | 200 | 214 | 243 | 334 | 427 | 503 |
| 11 | 177 | 199 | 212 | 242 | 332 | 425 | 436 |
| 12 | 175 | 196 | 209 | 239 | 329 | 422 | 422 |
| 13 | 172 | 193 | 206 | 236 | 326 | 419 | 419 |
| 14 | 169 | 190 | 203 | 233 | 323 | 416 | 416 |
| 15 | 165 | 187 | 200 | 230 | 320 | 413 | 413 |
| 16 | 162 | 184 | 197 | 227 | 316 | 410 | 410 |
| 17 | 159 | 180 | 194 | 224 | 313 | 406 | 406 |
| 18 | 156 | 177 | 190 | 220 | 310 | 403 | 403 |
| 19 | 152 | 174 | 187 | 217 | 307 | 400 | 400 |
| 20 | 149 | 171 | 184 | 214 | 304 | 397 | 397 |
| 21 | 146 | 168 | 181 | 211 | 301 | 394 | 394 |
| 22 | 143 | 165 | 178 | 208 | 298 | 391 | 391 |
| 23 | 140 | 161 | 175 | 205 | 294 | 388 | 388 |
| 24 | 137 | 158 | 172 | 202 | 291 | 384 | 384 |
| 25 | 134 | 155 | 168 | 198 | 288 | 381 | 381 |
| 26 | 131 | 152 | 165 | 195 | 285 | 378 | 378 |
| 27 | 128 | 149 | 162 | 192 | 282 | 375 | 375 |
| 28 | 125 | 146 | 159 | 190 | 279 | 372 | 372 |
| 29 | 122 | 143 | 157 | 187 | 276 | 370 | 370 |
| 30 | 119 | 141 | 154 | 184 | 274 | 367 | 367 |

Duration (in years)

Credit quality step 0

Credit 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

190

214

336

432

3 515

2

178

193

199

223

345

441

2 638

3

182

197

206

232

344

439

2 002

4

182

199

210

236

342

436

1 549

5

183

200

213

238

341

435

1 227

6

183

202

213

239

340

433

994

7

183

203

214

240

338

432

821

8

181

202

213

241

337

430

688

9

180

201

213

242

335

428

585

10

179

200

214

243

334

427

503

11

177

199

212

242

332

425

436

12

175

196

209

239

329

422

422

13

172

193

206

236

326

419

419

14

169

190

203

233

323

416

416

15

165

187

200

230

320

413

413

16

162

184

197

227

316

410

410

17

159

180

194

224

313

406

406

18

156

177

190

220

310

403

403

19

152

174

187

217

307

400

400

20

149

171

184

214

304

397

397

21

146

168

181

211

301

394

394

22

143

165

178

208

298

391

391

23

140

161

175

205

294

388

388

24

137

158

172

202

291

384

384

25

134

155

168

198

288

381

381

26

131

152

165

195

285

378

378

27

128

149

162

192

282

375

375

28

125

146

159

190

279

372

372

29

122

143

157

187

276

370

370

30

119

141

154

184

274

367

367

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 | 22 | 36 | 43 | 66 | 189 | 323 | 3 261 |
| 2 | 22 | 37 | 44 | 67 | 190 | 362 | 2 432 |
| 3 | 22 | 37 | 46 | 72 | 184 | 375 | 1 836 |
| 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 418 |
| 5 | 22 | 40 | 52 | 77 | 181 | 364 | 1 122 |
| 6 | 23 | 42 | 54 | 79 | 180 | 350 | 910 |
| 7 | 24 | 44 | 55 | 81 | 179 | 333 | 752 |
| 8 | 23 | 43 | 55 | 82 | 178 | 316 | 631 |
| 9 | 22 | 43 | 56 | 85 | 177 | 297 | 537 |
| 10 | 22 | 43 | 57 | 86 | 177 | 280 | 461 |
| 11 | 21 | 43 | 56 | 86 | 176 | 269 | 400 |
| 12 | 21 | 42 | 56 | 86 | 175 | 268 | 350 |
| 13 | 20 | 42 | 55 | 85 | 175 | 268 | 308 |
| 14 | 20 | 41 | 54 | 85 | 174 | 267 | 272 |
| 15 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 17 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 18 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 19 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 20 | 20 | 41 | 57 | 84 | 174 | 267 | 267 |
| 21 | 20 | 41 | 59 | 84 | 174 | 267 | 267 |
| 22 | 20 | 41 | 62 | 84 | 174 | 267 | 267 |
| 23 | 19 | 41 | 65 | 84 | 174 | 267 | 267 |
| 24 | 19 | 41 | 67 | 84 | 174 | 267 | 267 |
| 25 | 19 | 41 | 70 | 84 | 173 | 267 | 267 |
| 26 | 19 | 40 | 72 | 84 | 173 | 266 | 266 |
| 27 | 19 | 40 | 75 | 83 | 173 | 266 | 266 |
| 28 | 18 | 40 | 78 | 83 | 173 | 266 | 266 |
| 29 | 18 | 40 | 81 | 83 | 172 | 266 | 266 |
| 30 | 18 | 39 | 83 | 86 | 172 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

22

36

43

66

189

323

3 261

2

22

37

44

67

190

362

2 432

3

22

37

46

72

184

375

1 836

4

22

38

49

76

181

374

1 418

5

22

40

52

77

181

364

1 122

6

23

42

54

79

180

350

910

7

24

44

55

81

179

333

752

8

23

43

55

82

178

316

631

9

22

43

56

85

177

297

537

10

22

43

57

86

177

280

461

11

21

43

56

86

176

269

400

12

21

42

56

86

175

268

350

13

20

42

55

85

175

268

308

14

20

41

54

85

174

267

272

15

19

41

54

84

174

267

267

16

19

41

54

84

174

267

267

17

19

41

54

84

174

267

267

18

19

41

54

84

174

267

267

19

19

41

54

84

174

267

267

20

20

41

57

84

174

267

267

21

20

41

59

84

174

267

267

22

20

41

62

84

174

267

267

23

19

41

65

84

174

267

267

24

19

41

67

84

174

267

267

25

19

41

70

84

173

267

267

26

19

40

72

84

173

266

266

27

19

40

75

83

173

266

266

28

18

40

78

83

173

266

266

29

18

40

81

83

172

266

266

30

18

39

83

86

172

265

265

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 | 32 | 39 | 62 | 185 | 323 | 3 266 |
| 2 | 19 | 34 | 40 | 64 | 186 | 362 | 2 436 |
| 3 | 21 | 36 | 45 | 71 | 183 | 375 | 1 839 |
| 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 419 |
| 5 | 24 | 41 | 54 | 79 | 182 | 364 | 1 123 |
| 6 | 26 | 44 | 56 | 82 | 183 | 350 | 909 |
| 7 | 28 | 48 | 59 | 85 | 183 | 333 | 751 |
| 8 | 28 | 48 | 60 | 87 | 183 | 315 | 630 |
| 9 | 29 | 50 | 62 | 91 | 184 | 297 | 536 |
| 10 | 29 | 51 | 64 | 93 | 184 | 279 | 461 |
| 11 | 30 | 52 | 65 | 95 | 184 | 278 | 400 |
| 12 | 30 | 52 | 65 | 95 | 185 | 278 | 350 |
| 13 | 30 | 52 | 65 | 95 | 185 | 278 | 308 |
| 14 | 30 | 51 | 65 | 95 | 184 | 278 | 278 |
| 15 | 30 | 51 | 64 | 95 | 184 | 277 | 277 |
| 16 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 17 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 18 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 19 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
| 21 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
| 22 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
| 23 | 30 | 51 | 65 | 94 | 184 | 277 | 277 |
| 24 | 29 | 51 | 67 | 94 | 184 | 277 | 277 |
| 25 | 29 | 51 | 70 | 94 | 183 | 277 | 277 |
| 26 | 29 | 50 | 72 | 93 | 183 | 276 | 276 |
| 27 | 28 | 50 | 76 | 93 | 183 | 276 | 276 |
| 28 | 28 | 49 | 78 | 92 | 182 | 275 | 275 |
| 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 |
| 30 | 27 | 48 | 84 | 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

17

32

39

62

185

323

3 266

2

19

34

40

64

186

362

2 436

3

21

36

45

71

183

375

1 839

4

22

38

49

76

181

374

1 419

5

24

41

54

79

182

364

1 123

6

26

44

56

82

183

350

909

7

28

48

59

85

183

333

751

8

28

48

60

87

183

315

630

9

29

50

62

91

184

297

536

10

29

51

64

93

184

279

461

11

30

52

65

95

184

278

400

12

30

52

65

95

185

278

350

13

30

52

65

95

185

278

308

14

30

51

65

95

184

278

278

15

30

51

64

95

184

277

277

16

29

51

64

94

184

277

277

17

29

51

64

94

184

277

277

18

29

51

64

94

184

277

277

19

29

51

64

94

184

277

277

20

30

51

64

94

184

277

277

21

30

51

65

95

184

277

277

22

30

51

65

95

184

277

277

23

30

51

65

94

184

277

277

24

29

51

67

94

184

277

277

25

29

51

70

94

183

277

277

26

29

50

72

93

183

276

276

27

28

50

76

93

183

276

276

28

28

49

78

92

182

275

275

29

27

49

81

92

182

275

275

30

27

48

84

92

181

274

274

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 | 119 | 133 | 140 | 163 | 286 | 381 | 3 549 |
| 2 | 117 | 132 | 138 | 162 | 284 | 388 | 2 636 |
| 3 | 116 | 131 | 140 | 166 | 278 | 401 | 1 984 |
| 4 | 115 | 131 | 142 | 169 | 275 | 399 | 1 528 |
| 5 | 115 | 133 | 145 | 170 | 274 | 388 | 1 206 |
| 6 | 115 | 134 | 146 | 172 | 272 | 372 | 975 |
| 7 | 116 | 136 | 147 | 173 | 271 | 364 | 803 |
| 8 | 115 | 135 | 147 | 174 | 270 | 364 | 673 |
| 9 | 114 | 135 | 147 | 176 | 269 | 362 | 572 |
| 10 | 114 | 135 | 149 | 178 | 269 | 362 | 491 |
| 11 | 113 | 135 | 148 | 178 | 268 | 361 | 425 |
| 12 | 112 | 134 | 147 | 177 | 267 | 360 | 371 |
| 13 | 111 | 133 | 146 | 176 | 265 | 359 | 359 |
| 14 | 110 | 131 | 145 | 175 | 264 | 357 | 357 |
| 15 | 108 | 129 | 142 | 172 | 262 | 355 | 355 |
| 16 | 105 | 127 | 140 | 170 | 260 | 353 | 353 |
| 17 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
| 18 | 100 | 122 | 135 | 165 | 255 | 348 | 348 |
| 19 | 98 | 120 | 133 | 163 | 253 | 346 | 346 |
| 20 | 96 | 118 | 131 | 161 | 250 | 344 | 344 |
| 21 | 94 | 115 | 129 | 159 | 248 | 341 | 341 |
| 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 23 | 89 | 111 | 124 | 154 | 244 | 337 | 337 |
| 24 | 87 | 109 | 122 | 152 | 242 | 335 | 335 |
| 25 | 85 | 107 | 120 | 150 | 239 | 333 | 333 |
| 26 | 83 | 104 | 118 | 148 | 237 | 331 | 331 |
| 27 | 81 | 102 | 116 | 146 | 235 | 328 | 328 |
| 28 | 79 | 100 | 114 | 144 | 233 | 326 | 326 |
| 29 | 77 | 98 | 112 | 142 | 231 | 324 | 324 |
| 30 | 75 | 96 | 110 | 140 | 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

119

133

140

163

286

381

3 549

2

117

132

138

162

284

388

2 636

3

116

131

140

166

278

401

1 984

4

115

131

142

169

275

399

1 528

5

115

133

145

170

274

388

1 206

6

115

134

146

172

272

372

975

7

116

136

147

173

271

364

803

8

115

135

147

174

270

364

673

9

114

135

147

176

269

362

572

10

114

135

149

178

269

362

491

11

113

135

148

178

268

361

425

12

112

134

147

177

267

360

371

13

111

133

146

176

265

359

359

14

110

131

145

175

264

357

357

15

108

129

142

172

262

355

355

16

105

127

140

170

260

353

353

17

103

124

137

167

257

350

350

18

100

122

135

165

255

348

348

19

98

120

133

163

253

346

346

20

96

118

131

161

250

344

344

21

94

115

129

159

248

341

341

22

92

113

126

156

246

339

339

23

89

111

124

154

244

337

337

24

87

109

122

152

242

335

335

25

85

107

120

150

239

333

333

26

83

104

118

148

237

331

331

27

81

102

116

146

235

328

328

28

79

100

114

144

233

326

326

29

77

98

112

142

231

324

324

30

75

96

110

140

229

323

323

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 | 3 | 9 | 33 | 155 | 312 | 3 141 |
| 2 | 0 | 5 | 12 | 35 | 158 | 350 | 2 346 |
| 3 | 1 | 7 | 16 | 42 | 153 | 363 | 1 773 |
| 4 | 1 | 9 | 20 | 47 | 152 | 362 | 1 371 |
| 5 | 2 | 12 | 24 | 49 | 153 | 353 | 1 086 |
| 6 | 2 | 15 | 27 | 53 | 154 | 339 | 880 |
| 7 | 3 | 19 | 30 | 56 | 154 | 323 | 727 |
| 8 | 4 | 19 | 31 | 58 | 154 | 306 | 611 |
| 9 | 4 | 20 | 33 | 61 | 154 | 289 | 520 |
| 10 | 4 | 21 | 34 | 63 | 154 | 272 | 447 |
| 11 | 4 | 21 | 34 | 64 | 154 | 255 | 388 |
| 12 | 6 | 21 | 35 | 64 | 154 | 247 | 340 |
| 13 | 6 | 21 | 37 | 64 | 153 | 247 | 299 |
| 14 | 6 | 20 | 39 | 64 | 153 | 246 | 265 |
| 15 | 6 | 20 | 42 | 64 | 153 | 246 | 246 |
| 16 | 7 | 20 | 45 | 63 | 153 | 246 | 246 |
| 17 | 8 | 20 | 48 | 63 | 153 | 246 | 246 |
| 18 | 8 | 20 | 50 | 63 | 153 | 246 | 246 |
| 19 | 9 | 20 | 53 | 63 | 153 | 246 | 246 |
| 20 | 9 | 21 | 55 | 64 | 154 | 247 | 247 |
| 21 | 10 | 21 | 58 | 65 | 154 | 247 | 247 |
| 22 | 10 | 22 | 61 | 67 | 155 | 248 | 248 |
| 23 | 10 | 22 | 63 | 69 | 155 | 248 | 248 |
| 24 | 11 | 22 | 66 | 71 | 155 | 248 | 248 |
| 25 | 11 | 23 | 68 | 73 | 155 | 249 | 249 |
| 26 | 11 | 23 | 71 | 75 | 156 | 249 | 249 |
| 27 | 12 | 24 | 73 | 78 | 156 | 249 | 249 |
| 28 | 12 | 25 | 76 | 80 | 156 | 249 | 249 |
| 29 | 14 | 25 | 79 | 82 | 156 | 249 | 249 |
| 30 | 14 | 27 | 81 | 84 | 156 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

9

33

155

312

3 141

2

0

5

12

35

158

350

2 346

3

1

7

16

42

153

363

1 773

4

1

9

20

47

152

362

1 371

5

2

12

24

49

153

353

1 086

6

2

15

27

53

154

339

880

7

3

19

30

56

154

323

727

8

4

19

31

58

154

306

611

9

4

20

33

61

154

289

520

10

4

21

34

63

154

272

447

11

4

21

34

64

154

255

388

12

6

21

35

64

154

247

340

13

6

21

37

64

153

247

299

14

6

20

39

64

153

246

265

15

6

20

42

64

153

246

246

16

7

20

45

63

153

246

246

17

8

20

48

63

153

246

246

18

8

20

50

63

153

246

246

19

9

20

53

63

153

246

246

20

9

21

55

64

154

247

247

21

10

21

58

65

154

247

247

22

10

22

61

67

155

248

248

23

10

22

63

69

155

248

248

24

11

22

66

71

155

248

248

25

11

23

68

73

155

249

249

26

11

23

71

75

156

249

249

27

12

24

73

78

156

249

249

28

12

25

76

80

156

249

249

29

14

25

79

82

156

249

249

30

14

27

81

84

156

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 | 74 | 197 | 314 | 3 165 |
| 2 | 30 | 45 | 51 | 75 | 197 | 352 | 2 360 |
| 3 | 29 | 44 | 53 | 79 | 191 | 365 | 1 781 |
| 4 | 28 | 44 | 55 | 81 | 187 | 363 | 1 375 |
| 5 | 28 | 45 | 57 | 82 | 186 | 354 | 1 088 |
| 6 | 31 | 49 | 61 | 87 | 188 | 339 | 881 |
| 7 | 28 | 48 | 59 | 85 | 184 | 323 | 727 |
| 8 | 33 | 53 | 65 | 92 | 188 | 306 | 610 |
| 9 | 32 | 53 | 65 | 94 | 187 | 288 | 519 |
| 10 | 26 | 48 | 61 | 90 | 181 | 274 | 446 |
| 11 | 22 | 43 | 56 | 86 | 176 | 269 | 387 |
| 12 | 18 | 39 | 53 | 83 | 172 | 266 | 338 |
| 13 | 15 | 37 | 50 | 80 | 170 | 263 | 298 |
| 14 | 13 | 35 | 48 | 78 | 168 | 261 | 264 |
| 15 | 12 | 33 | 46 | 77 | 166 | 259 | 259 |
| 16 | 10 | 32 | 45 | 75 | 165 | 258 | 258 |
| 17 | 9 | 31 | 47 | 74 | 164 | 257 | 257 |
| 18 | 9 | 30 | 50 | 73 | 163 | 256 | 256 |
| 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 |
| 20 | 9 | 30 | 55 | 73 | 163 | 256 | 256 |
| 21 | 9 | 30 | 58 | 73 | 163 | 256 | 256 |
| 22 | 10 | 30 | 60 | 73 | 163 | 256 | 256 |
| 23 | 10 | 30 | 63 | 73 | 163 | 256 | 256 |
| 24 | 11 | 30 | 66 | 73 | 163 | 256 | 256 |
| 25 | 11 | 30 | 68 | 73 | 163 | 256 | 256 |
| 26 | 11 | 30 | 71 | 75 | 162 | 256 | 256 |
| 27 | 12 | 30 | 73 | 77 | 162 | 256 | 256 |
| 28 | 12 | 29 | 76 | 80 | 162 | 256 | 256 |
| 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 |
| 30 | 14 | 29 | 81 | 84 | 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

30

44

51

74

197

314

3 165

2

30

45

51

75

197

352

2 360

3

29

44

53

79

191

365

1 781

4

28

44

55

81

187

363

1 375

5

28

45

57

82

186

354

1 088

6

31

49

61

87

188

339

881

7

28

48

59

85

184

323

727

8

33

53

65

92

188

306

610

9

32

53

65

94

187

288

519

10

26

48

61

90

181

274

446

11

22

43

56

86

176

269

387

12

18

39

53

83

172

266

338

13

15

37

50

80

170

263

298

14

13

35

48

78

168

261

264

15

12

33

46

77

166

259

259

16

10

32

45

75

165

258

258

17

9

31

47

74

164

257

257

18

9

30

50

73

163

256

256

19

9

30

52

73

163

256

256

20

9

30

55

73

163

256

256

21

9

30

58

73

163

256

256

22

10

30

60

73

163

256

256

23

10

30

63

73

163

256

256

24

11

30

66

73

163

256

256

25

11

30

68

73

163

256

256

26

11

30

71

75

162

256

256

27

12

30

73

77

162

256

256

28

12

29

76

80

162

256

256

29

13

29

78

81

162

255

255

30

14

29

81

84

162

255

255

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 | 196 | 202 | 226 | 348 | 444 | 3 736 |
| 2 | 179 | 193 | 200 | 224 | 346 | 442 | 2 780 |
| 3 | 175 | 190 | 199 | 225 | 337 | 432 | 2 096 |
| 4 | 171 | 187 | 198 | 225 | 330 | 424 | 1 614 |
| 5 | 167 | 185 | 197 | 222 | 326 | 419 | 1 274 |
| 6 | 164 | 183 | 195 | 221 | 321 | 415 | 1 029 |
| 7 | 162 | 182 | 193 | 219 | 317 | 411 | 847 |
| 8 | 158 | 178 | 190 | 217 | 313 | 406 | 709 |
| 9 | 154 | 175 | 188 | 216 | 309 | 402 | 601 |
| 10 | 151 | 172 | 185 | 215 | 305 | 399 | 516 |
| 11 | 147 | 168 | 182 | 212 | 301 | 395 | 446 |
| 12 | 143 | 165 | 178 | 208 | 297 | 391 | 391 |
| 13 | 139 | 161 | 174 | 204 | 294 | 387 | 387 |
| 14 | 136 | 157 | 170 | 200 | 290 | 383 | 383 |
| 15 | 132 | 154 | 167 | 197 | 286 | 380 | 380 |
| 16 | 129 | 150 | 164 | 194 | 283 | 376 | 376 |
| 17 | 126 | 147 | 160 | 191 | 280 | 373 | 373 |
| 18 | 123 | 144 | 158 | 188 | 277 | 370 | 370 |
| 19 | 120 | 142 | 155 | 185 | 274 | 368 | 368 |
| 20 | 118 | 139 | 152 | 182 | 272 | 365 | 365 |
| 21 | 115 | 136 | 150 | 180 | 269 | 363 | 363 |
| 22 | 112 | 134 | 147 | 177 | 267 | 360 | 360 |
| 23 | 110 | 131 | 145 | 175 | 264 | 358 | 358 |
| 24 | 107 | 129 | 142 | 172 | 262 | 355 | 355 |
| 25 | 105 | 127 | 140 | 170 | 259 | 353 | 353 |
| 26 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
| 27 | 100 | 122 | 135 | 165 | 255 | 348 | 348 |
| 28 | 98 | 120 | 133 | 163 | 253 | 346 | 346 |
| 29 | 96 | 118 | 131 | 161 | 251 | 344 | 344 |
| 30 | 94 | 116 | 129 | 159 | 248 | 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

196

202

226

348

444

3 736

2

179

193

200

224

346

442

2 780

3

175

190

199

225

337

432

2 096

4

171

187

198

225

330

424

1 614

5

167

185

197

222

326

419

1 274

6

164

183

195

221

321

415

1 029

7

162

182

193

219

317

411

847

8

158

178

190

217

313

406

709

9

154

175

188

216

309

402

601

10

151

172

185

215

305

399

516

11

147

168

182

212

301

395

446

12

143

165

178

208

297

391

391

13

139

161

174

204

294

387

387

14

136

157

170

200

290

383

383

15

132

154

167

197

286

380

380

16

129

150

164

194

283

376

376

17

126

147

160

191

280

373

373

18

123

144

158

188

277

370

370

19

120

142

155

185

274

368

368

20

118

139

152

182

272

365

365

21

115

136

150

180

269

363

363

22

112

134

147

177

267

360

360

23

110

131

145

175

264

358

358

24

107

129

142

172

262

355

355

25

105

127

140

170

259

353

353

26

103

124

137

167

257

350

350

27

100

122

135

165

255

348

348

28

98

120

133

163

253

346

346

29

96

118

131

161

251

344

344

30

94

116

129

159

248

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 | 26 | 54 | 172 | 313 | 3 162 |
| 2 | 0 | 15 | 26 | 54 | 172 | 352 | 2 360 |
| 3 | 1 | 17 | 29 | 58 | 169 | 365 | 1 782 |
| 4 | 1 | 20 | 32 | 63 | 168 | 364 | 1 377 |
| 5 | 2 | 23 | 37 | 69 | 169 | 354 | 1 090 |
| 6 | 4 | 26 | 40 | 70 | 170 | 340 | 883 |
| 7 | 6 | 31 | 42 | 72 | 170 | 324 | 730 |
| 8 | 8 | 34 | 46 | 74 | 171 | 307 | 612 |
| 9 | 10 | 37 | 49 | 76 | 171 | 289 | 521 |
| 10 | 11 | 38 | 51 | 76 | 171 | 272 | 448 |
| 11 | 12 | 40 | 52 | 78 | 171 | 265 | 389 |
| 12 | 12 | 41 | 54 | 79 | 171 | 265 | 340 |
| 13 | 13 | 42 | 54 | 80 | 172 | 265 | 299 |
| 14 | 13 | 43 | 55 | 80 | 172 | 265 | 265 |
| 15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 16 | 14 | 43 | 55 | 80 | 171 | 265 | 265 |
| 17 | 14 | 43 | 55 | 80 | 171 | 265 | 265 |
| 18 | 14 | 43 | 55 | 80 | 171 | 265 | 265 |
| 19 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 20 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 21 | 14 | 43 | 58 | 80 | 172 | 266 | 266 |
| 22 | 14 | 43 | 61 | 80 | 173 | 266 | 266 |
| 23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 |
| 24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 |
| 25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 |
| 26 | 14 | 43 | 71 | 80 | 173 | 266 | 266 |
| 27 | 14 | 43 | 73 | 80 | 173 | 266 | 266 |
| 28 | 14 | 43 | 76 | 80 | 173 | 266 | 266 |
| 29 | 14 | 43 | 79 | 82 | 173 | 266 | 266 |
| 30 | 14 | 43 | 81 | 84 | 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

0

15

26

54

172

313

3 162

2

0

15

26

54

172

352

2 360

3

1

17

29

58

169

365

1 782

4

1

20

32

63

168

364

1 377

5

2

23

37

69

169

354

1 090

6

4

26

40

70

170

340

883

7

6

31

42

72

170

324

730

8

8

34

46

74

171

307

612

9

10

37

49

76

171

289

521

10

11

38

51

76

171

272

448

11

12

40

52

78

171

265

389

12

12

41

54

79

171

265

340

13

13

42

54

80

172

265

299

14

13

43

55

80

172

265

265

15

14

43

55

80

172

265

265

16

14

43

55

80

171

265

265

17

14

43

55

80

171

265

265

18

14

43

55

80

171

265

265

19

14

43

55

80

172

265

265

20

14

43

55

80

172

265

265

21

14

43

58

80

172

266

266

22

14

43

61

80

173

266

266

23

14

43

63

80

173

266

266

24

14

43

66

80

173

266

266

25

14

43

68

80

173

266

266

26

14

43

71

80

173

266

266

27

14

43

73

80

173

266

266

28

14

43

76

80

173

266

266

29

14

43

79

82

173

266

266

30

14

43

81

84

173

266

266

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 | 12 | 134 | 307 | 3 091 |
| 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 302 |
| 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 736 |
| 4 | 1 | 3 | 12 | 21 | 122 | 354 | 1 339 |
| 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 |
| 6 | 2 | 4 | 18 | 27 | 121 | 331 | 858 |
| 7 | 3 | 6 | 20 | 30 | 120 | 315 | 709 |
| 8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 |
| 9 | 4 | 8 | 26 | 35 | 121 | 281 | 506 |
| 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 |
| 11 | 4 | 9 | 31 | 40 | 121 | 248 | 377 |
| 12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 |
| 13 | 6 | 11 | 36 | 44 | 122 | 218 | 291 |
| 14 | 6 | 12 | 39 | 47 | 122 | 215 | 257 |
| 15 | 6 | 13 | 41 | 49 | 122 | 216 | 229 |
| 16 | 7 | 13 | 44 | 51 | 122 | 216 | 216 |
| 17 | 7 | 14 | 46 | 54 | 123 | 216 | 216 |
| 18 | 8 | 16 | 49 | 57 | 125 | 217 | 217 |
| 19 | 9 | 16 | 51 | 58 | 128 | 217 | 217 |
| 20 | 9 | 17 | 54 | 61 | 130 | 218 | 218 |
| 21 | 9 | 18 | 56 | 63 | 132 | 219 | 219 |
| 22 | 10 | 19 | 59 | 65 | 133 | 219 | 219 |
| 23 | 10 | 20 | 62 | 67 | 135 | 220 | 220 |
| 24 | 11 | 20 | 64 | 69 | 136 | 220 | 220 |
| 25 | 11 | 22 | 67 | 71 | 138 | 220 | 220 |
| 26 | 11 | 22 | 69 | 73 | 139 | 220 | 220 |
| 27 | 12 | 23 | 72 | 76 | 141 | 220 | 220 |
| 28 | 12 | 24 | 74 | 78 | 142 | 221 | 221 |
| 29 | 12 | 25 | 76 | 79 | 142 | 221 | 221 |
| 30 | 13 | 25 | 79 | 81 | 144 | 221 | 221 |

Duration (in years)

Credit quality step 0

Credit 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

12

134

307

3 091

2

0

1

6

15

132

344

2 302

3

1

1

9

18

125

356

1 736

4

1

3

12

21

122

354

1 339

5

2

4

15

24

121

345

1 060

6

2

4

18

27

121

331

858

7

3

6

20

30

120

315

709

8

4

6

23

32

120

298

595

9

4

8

26

35

121

281

506

10

4

8

28

37

121

264

435

11

4

9

31

40

121

248

377

12

6

10

33

42

121

232

330

13

6

11

36

44

122

218

291

14

6

12

39

47

122

215

257

15

6

13

41

49

122

216

229

16

7

13

44

51

122

216

216

17

7

14

46

54

123

216

216

18

8

16

49

57

125

217

217

19

9

16

51

58

128

217

217

20

9

17

54

61

130

218

218

21

9

18

56

63

132

219

219

22

10

19

59

65

133

219

219

23

10

20

62

67

135

220

220

24

11

20

64

69

136

220

220

25

11

22

67

71

138

220

220

26

11

22

69

73

139

220

220

27

12

23

72

76

141

220

220

28

12

24

74

78

142

221

221

29

12

25

76

79

142

221

221

30

13

25

79

81

144

221

221

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment
  (in bps) |
| --- | --- | --- |
| Euro | Austria | 9 |
| Euro | Belgium | 9 |
| Euro | Cyprus | 9 |
| Euro | Estonia | 9 |
| Euro | Finland | 9 |
| Euro | France | 9 |
| Euro | Germany | 9 |
| Euro | Greece | 9 |
| Euro | Ireland | 9 |
| Euro | Italy | 9 |
| Euro | Latvia | 9 |
| Euro | Lithuania | 9 |
| Euro | Luxembourg | 9 |
| Euro | Malta | 9 |
| Euro | Netherlands | 9 |
| Euro | Portugal | 9 |
| Euro | Slovakia | 9 |
| Euro | Slovenia | 9 |
| Euro | Spain | 9 |
| Czech koruna | Czech Republic | 2 |
| Danish krone | Denmark | 40 |
| Forint | Hungary | 5 |
| Krona | Sweden | 4 |
| Kuna | Croatia | 7 |
| Lev | Bulgaria | – 1 |
| Pound sterling | United Kingdom | 21 |
| Romanian leu | Romania | – 3 |
| Zloty | Poland | 13 |
| Króna | Iceland | 11 |
| Norwegian krone | Norway | 21 |
| Swiss franc | Liechtenstein | 1 |
| Swiss franc | Switzerland | 1 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 7 |
| US dollar | United States | 40 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

9

Euro

Belgium

9

Euro

Cyprus

9

Euro

Estonia

9

Euro

Finland

9

Euro

France

9

Euro

Germany

9

Euro

Greece

9

Euro

Ireland

9

Euro

Italy

9

Euro

Latvia

9

Euro

Lithuania

9

Euro

Luxembourg

9

Euro

Malta

9

Euro

Netherlands

9

Euro

Portugal

9

Euro

Slovakia

9

Euro

Slovenia

9

Euro

Spain

9

Czech koruna

Czech Republic

2

Danish krone

Denmark

40

Forint

Hungary

5

Krona

Sweden

4

Kuna

Croatia

7

Lev

Bulgaria

– 1

Pound sterling

United Kingdom

21

Romanian leu

Romania

– 3

Zloty

Poland

13

Króna

Iceland

11

Norwegian krone

Norway

21

Swiss franc

Liechtenstein

1

Swiss franc

Switzerland

1

Australian dollar

Australia

10

Canadian dollar

Canada

7

US dollar

United States

40

Yen

Japan

2

---