# L_2017126EN.01000101.xml

| 18.5.2017 | EN | Official Journal of the European Union | L 126/1 |
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18.5.2017

EN

Official Journal of the European Union

L 126/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2017/812

of 15 May 2017

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

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

| (2) | Insurance and 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 7 April 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2017 market data. That information was published on 7 April 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 7 April 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of March 2017 market data. That information was published on 7 April 2017 in accordance with Article 77e(1) of Directive 2009/138/EC.

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

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

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

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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; |
| --- | --- |

(a)

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

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

(b)

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

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

(c)

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

Article 2

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

It shall apply from 31 March 2017.

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

Done at Brussels, 15 May 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 | – 0,318 % | 0,197 % | – 0,328 % | 0,116 % | – 0,542 % | 0,379 % |
| 2 | – 0,230 % | 0,350 % | – 0,240 % | 0,748 % | – 0,375 % | 1,014 % |
| 3 | – 0,139 % | 0,434 % | – 0,149 % | 0,960 % | – 0,162 % | 1,600 % |
| 4 | – 0,032 % | 0,517 % | – 0,042 % | 1,370 % | 0,039 % | 2,053 % |
| 5 | 0,082 % | 0,602 % | 0,072 % | 1,844 % | 0,238 % | 2,331 % |
| 6 | 0,205 % | 0,680 % | 0,195 % | 2,220 % | 0,427 % | 2,506 % |
| 7 | 0,328 % | 0,749 % | 0,318 % | 2,561 % | 0,610 % | 2,631 % |
| 8 | 0,452 % | 0,819 % | 0,442 % | 2,814 % | 0,773 % | 2,733 % |
| 9 | 0,571 % | 0,892 % | 0,561 % | 3,012 % | 0,914 % | 2,825 % |
| 10 | 0,677 % | 0,972 % | 0,667 % | 3,170 % | 1,032 % | 2,904 % |
| 11 | 0,777 % | 1,058 % | 0,767 % | 3,324 % | 1,191 % | 2,973 % |
| 12 | 0,871 % | 1,135 % | 0,860 % | 3,476 % | 1,370 % | 3,034 % |
| 13 | 0,954 % | 1,196 % | 0,944 % | 3,619 % | 1,547 % | 3,089 % |
| 14 | 1,024 % | 1,251 % | 1,013 % | 3,749 % | 1,714 % | 3,138 % |
| 15 | 1,078 % | 1,309 % | 1,067 % | 3,860 % | 1,866 % | 3,183 % |
| 16 | 1,116 % | 1,374 % | 1,106 % | 3,952 % | 2,004 % | 3,224 % |
| 17 | 1,147 % | 1,444 % | 1,136 % | 4,026 % | 2,128 % | 3,262 % |
| 18 | 1,177 % | 1,517 % | 1,166 % | 4,088 % | 2,240 % | 3,298 % |
| 19 | 1,211 % | 1,592 % | 1,200 % | 4,138 % | 2,341 % | 3,330 % |
| 20 | 1,252 % | 1,666 % | 1,242 % | 4,179 % | 2,433 % | 3,361 % |
| 21 | 1,303 % | 1,739 % | 1,292 % | 4,213 % | 2,516 % | 3,390 % |
| 22 | 1,360 % | 1,811 % | 1,350 % | 4,240 % | 2,591 % | 3,417 % |
| 23 | 1,422 % | 1,880 % | 1,412 % | 4,263 % | 2,661 % | 3,442 % |
| 24 | 1,486 % | 1,948 % | 1,476 % | 4,282 % | 2,724 % | 3,466 % |
| 25 | 1,551 % | 2,013 % | 1,542 % | 4,297 % | 2,783 % | 3,488 % |
| 26 | 1,616 % | 2,076 % | 1,607 % | 4,309 % | 2,837 % | 3,509 % |
| 27 | 1,681 % | 2,136 % | 1,673 % | 4,319 % | 2,887 % | 3,529 % |
| 28 | 1,745 % | 2,194 % | 1,737 % | 4,326 % | 2,934 % | 3,549 % |
| 29 | 1,808 % | 2,250 % | 1,800 % | 4,332 % | 2,977 % | 3,567 % |
| 30 | 1,869 % | 2,303 % | 1,861 % | 4,337 % | 3,018 % | 3,584 % |
| 31 | 1,929 % | 2,354 % | 1,921 % | 4,340 % | 3,056 % | 3,600 % |
| 32 | 1,986 % | 2,403 % | 1,978 % | 4,343 % | 3,091 % | 3,616 % |
| 33 | 2,042 % | 2,450 % | 2,034 % | 4,345 % | 3,125 % | 3,631 % |
| 34 | 2,095 % | 2,495 % | 2,088 % | 4,346 % | 3,156 % | 3,645 % |
| 35 | 2,147 % | 2,538 % | 2,140 % | 4,346 % | 3,186 % | 3,659 % |
| 36 | 2,197 % | 2,579 % | 2,190 % | 4,346 % | 3,214 % | 3,672 % |
| 37 | 2,244 % | 2,619 % | 2,238 % | 4,346 % | 3,240 % | 3,684 % |
| 38 | 2,291 % | 2,656 % | 2,284 % | 4,345 % | 3,265 % | 3,696 % |
| 39 | 2,335 % | 2,693 % | 2,328 % | 4,344 % | 3,289 % | 3,708 % |
| 40 | 2,377 % | 2,727 % | 2,371 % | 4,343 % | 3,312 % | 3,719 % |
| 41 | 2,418 % | 2,761 % | 2,412 % | 4,341 % | 3,334 % | 3,729 % |
| 42 | 2,458 % | 2,793 % | 2,452 % | 4,340 % | 3,354 % | 3,739 % |
| 43 | 2,496 % | 2,824 % | 2,490 % | 4,338 % | 3,374 % | 3,749 % |
| 44 | 2,532 % | 2,853 % | 2,526 % | 4,336 % | 3,392 % | 3,758 % |
| 45 | 2,567 % | 2,882 % | 2,562 % | 4,334 % | 3,410 % | 3,767 % |
| 46 | 2,601 % | 2,909 % | 2,596 % | 4,332 % | 3,427 % | 3,776 % |
| 47 | 2,634 % | 2,935 % | 2,628 % | 4,331 % | 3,444 % | 3,784 % |
| 48 | 2,665 % | 2,960 % | 2,660 % | 4,329 % | 3,459 % | 3,792 % |
| 49 | 2,695 % | 2,985 % | 2,690 % | 4,327 % | 3,475 % | 3,800 % |
| 50 | 2,724 % | 3,008 % | 2,719 % | 4,325 % | 3,489 % | 3,808 % |
| 51 | 2,752 % | 3,031 % | 2,747 % | 4,323 % | 3,503 % | 3,815 % |
| 52 | 2,779 % | 3,053 % | 2,774 % | 4,321 % | 3,516 % | 3,822 % |
| 53 | 2,805 % | 3,074 % | 2,801 % | 4,319 % | 3,529 % | 3,829 % |
| 54 | 2,831 % | 3,094 % | 2,826 % | 4,318 % | 3,541 % | 3,835 % |
| 55 | 2,855 % | 3,114 % | 2,850 % | 4,316 % | 3,553 % | 3,842 % |
| 56 | 2,879 % | 3,133 % | 2,874 % | 4,314 % | 3,565 % | 3,848 % |
| 57 | 2,901 % | 3,151 % | 2,897 % | 4,312 % | 3,576 % | 3,854 % |
| 58 | 2,923 % | 3,169 % | 2,919 % | 4,311 % | 3,587 % | 3,859 % |
| 59 | 2,945 % | 3,186 % | 2,940 % | 4,309 % | 3,597 % | 3,865 % |
| 60 | 2,965 % | 3,203 % | 2,961 % | 4,307 % | 3,607 % | 3,870 % |
| 61 | 2,985 % | 3,219 % | 2,981 % | 4,306 % | 3,617 % | 3,876 % |
| 62 | 3,005 % | 3,234 % | 3,000 % | 4,304 % | 3,626 % | 3,881 % |
| 63 | 3,023 % | 3,250 % | 3,019 % | 4,303 % | 3,635 % | 3,886 % |
| 64 | 3,041 % | 3,264 % | 3,037 % | 4,301 % | 3,644 % | 3,890 % |
| 65 | 3,059 % | 3,279 % | 3,055 % | 4,300 % | 3,653 % | 3,895 % |
| 66 | 3,076 % | 3,292 % | 3,072 % | 4,298 % | 3,661 % | 3,900 % |
| 67 | 3,093 % | 3,306 % | 3,089 % | 4,297 % | 3,669 % | 3,904 % |
| 68 | 3,109 % | 3,319 % | 3,105 % | 4,295 % | 3,677 % | 3,908 % |
| 69 | 3,125 % | 3,331 % | 3,121 % | 4,294 % | 3,684 % | 3,912 % |
| 70 | 3,140 % | 3,344 % | 3,136 % | 4,293 % | 3,692 % | 3,916 % |
| 71 | 3,155 % | 3,356 % | 3,151 % | 4,292 % | 3,699 % | 3,920 % |
| 72 | 3,169 % | 3,367 % | 3,166 % | 4,290 % | 3,706 % | 3,924 % |
| 73 | 3,183 % | 3,379 % | 3,180 % | 4,289 % | 3,712 % | 3,928 % |
| 74 | 3,197 % | 3,390 % | 3,193 % | 4,288 % | 3,719 % | 3,931 % |
| 75 | 3,210 % | 3,400 % | 3,207 % | 4,287 % | 3,725 % | 3,935 % |
| 76 | 3,223 % | 3,411 % | 3,220 % | 4,286 % | 3,732 % | 3,938 % |
| 77 | 3,236 % | 3,421 % | 3,232 % | 4,285 % | 3,738 % | 3,942 % |
| 78 | 3,248 % | 3,431 % | 3,245 % | 4,284 % | 3,744 % | 3,945 % |
| 79 | 3,260 % | 3,441 % | 3,257 % | 4,283 % | 3,749 % | 3,948 % |
| 80 | 3,272 % | 3,450 % | 3,268 % | 4,281 % | 3,755 % | 3,951 % |
| 81 | 3,283 % | 3,459 % | 3,280 % | 4,280 % | 3,761 % | 3,954 % |
| 82 | 3,294 % | 3,468 % | 3,291 % | 4,280 % | 3,766 % | 3,957 % |
| 83 | 3,305 % | 3,477 % | 3,302 % | 4,279 % | 3,771 % | 3,960 % |
| 84 | 3,316 % | 3,486 % | 3,313 % | 4,278 % | 3,776 % | 3,963 % |
| 85 | 3,326 % | 3,494 % | 3,323 % | 4,277 % | 3,781 % | 3,966 % |
| 86 | 3,336 % | 3,502 % | 3,333 % | 4,276 % | 3,786 % | 3,969 % |
| 87 | 3,346 % | 3,510 % | 3,343 % | 4,275 % | 3,791 % | 3,971 % |
| 88 | 3,356 % | 3,518 % | 3,353 % | 4,274 % | 3,795 % | 3,974 % |
| 89 | 3,365 % | 3,526 % | 3,362 % | 4,273 % | 3,800 % | 3,976 % |
| 90 | 3,374 % | 3,533 % | 3,371 % | 4,273 % | 3,804 % | 3,979 % |
| 91 | 3,383 % | 3,540 % | 3,381 % | 4,272 % | 3,809 % | 3,981 % |
| 92 | 3,392 % | 3,548 % | 3,389 % | 4,271 % | 3,813 % | 3,984 % |
| 93 | 3,401 % | 3,555 % | 3,398 % | 4,270 % | 3,817 % | 3,986 % |
| 94 | 3,409 % | 3,561 % | 3,407 % | 4,269 % | 3,821 % | 3,988 % |
| 95 | 3,418 % | 3,568 % | 3,415 % | 4,269 % | 3,825 % | 3,990 % |
| 96 | 3,426 % | 3,575 % | 3,423 % | 4,268 % | 3,829 % | 3,993 % |
| 97 | 3,434 % | 3,581 % | 3,431 % | 4,267 % | 3,833 % | 3,995 % |
| 98 | 3,441 % | 3,587 % | 3,439 % | 4,267 % | 3,837 % | 3,997 % |
| 99 | 3,449 % | 3,594 % | 3,446 % | 4,266 % | 3,840 % | 3,999 % |
| 100 | 3,457 % | 3,600 % | 3,454 % | 4,265 % | 3,844 % | 4,001 % |
| 101 | 3,464 % | 3,606 % | 3,461 % | 4,265 % | 3,847 % | 4,003 % |
| 102 | 3,471 % | 3,611 % | 3,469 % | 4,264 % | 3,851 % | 4,005 % |
| 103 | 3,478 % | 3,617 % | 3,476 % | 4,263 % | 3,854 % | 4,007 % |
| 104 | 3,485 % | 3,623 % | 3,483 % | 4,263 % | 3,858 % | 4,008 % |
| 105 | 3,492 % | 3,628 % | 3,489 % | 4,262 % | 3,861 % | 4,010 % |
| 106 | 3,499 % | 3,633 % | 3,496 % | 4,262 % | 3,864 % | 4,012 % |
| 107 | 3,505 % | 3,639 % | 3,503 % | 4,261 % | 3,867 % | 4,014 % |
| 108 | 3,511 % | 3,644 % | 3,509 % | 4,260 % | 3,870 % | 4,016 % |
| 109 | 3,518 % | 3,649 % | 3,515 % | 4,260 % | 3,873 % | 4,017 % |
| 110 | 3,524 % | 3,654 % | 3,522 % | 4,259 % | 3,876 % | 4,019 % |
| 111 | 3,530 % | 3,659 % | 3,528 % | 4,259 % | 3,879 % | 4,021 % |
| 112 | 3,536 % | 3,664 % | 3,534 % | 4,258 % | 3,882 % | 4,022 % |
| 113 | 3,542 % | 3,668 % | 3,540 % | 4,258 % | 3,885 % | 4,024 % |
| 114 | 3,548 % | 3,673 % | 3,545 % | 4,257 % | 3,888 % | 4,025 % |
| 115 | 3,553 % | 3,678 % | 3,551 % | 4,257 % | 3,890 % | 4,027 % |
| 116 | 3,559 % | 3,682 % | 3,557 % | 4,256 % | 3,893 % | 4,028 % |
| 117 | 3,564 % | 3,687 % | 3,562 % | 4,256 % | 3,896 % | 4,030 % |
| 118 | 3,570 % | 3,691 % | 3,567 % | 4,255 % | 3,898 % | 4,031 % |
| 119 | 3,575 % | 3,695 % | 3,573 % | 4,255 % | 3,901 % | 4,033 % |
| 120 | 3,580 % | 3,699 % | 3,578 % | 4,254 % | 3,903 % | 4,034 % |
| 121 | 3,585 % | 3,704 % | 3,583 % | 4,254 % | 3,906 % | 4,035 % |
| 122 | 3,590 % | 3,708 % | 3,588 % | 4,254 % | 3,908 % | 4,037 % |
| 123 | 3,595 % | 3,712 % | 3,593 % | 4,253 % | 3,910 % | 4,038 % |
| 124 | 3,600 % | 3,716 % | 3,598 % | 4,253 % | 3,913 % | 4,039 % |
| 125 | 3,605 % | 3,719 % | 3,603 % | 4,252 % | 3,915 % | 4,041 % |
| 126 | 3,610 % | 3,723 % | 3,607 % | 4,252 % | 3,917 % | 4,042 % |
| 127 | 3,614 % | 3,727 % | 3,612 % | 4,251 % | 3,919 % | 4,043 % |
| 128 | 3,619 % | 3,731 % | 3,617 % | 4,251 % | 3,922 % | 4,044 % |
| 129 | 3,623 % | 3,734 % | 3,621 % | 4,251 % | 3,924 % | 4,046 % |
| 130 | 3,628 % | 3,738 % | 3,626 % | 4,250 % | 3,926 % | 4,047 % |
| 131 | 3,632 % | 3,741 % | 3,630 % | 4,250 % | 3,928 % | 4,048 % |
| 132 | 3,636 % | 3,745 % | 3,634 % | 4,249 % | 3,930 % | 4,049 % |
| 133 | 3,641 % | 3,748 % | 3,639 % | 4,249 % | 3,932 % | 4,050 % |
| 134 | 3,645 % | 3,752 % | 3,643 % | 4,249 % | 3,934 % | 4,051 % |
| 135 | 3,649 % | 3,755 % | 3,647 % | 4,248 % | 3,936 % | 4,052 % |
| 136 | 3,653 % | 3,758 % | 3,651 % | 4,248 % | 3,938 % | 4,053 % |
| 137 | 3,657 % | 3,761 % | 3,655 % | 4,248 % | 3,940 % | 4,055 % |
| 138 | 3,661 % | 3,765 % | 3,659 % | 4,247 % | 3,942 % | 4,056 % |
| 139 | 3,665 % | 3,768 % | 3,663 % | 4,247 % | 3,944 % | 4,057 % |
| 140 | 3,668 % | 3,771 % | 3,667 % | 4,247 % | 3,946 % | 4,058 % |
| 141 | 3,672 % | 3,774 % | 3,670 % | 4,246 % | 3,947 % | 4,059 % |
| 142 | 3,676 % | 3,777 % | 3,674 % | 4,246 % | 3,949 % | 4,060 % |
| 143 | 3,680 % | 3,780 % | 3,678 % | 4,246 % | 3,951 % | 4,061 % |
| 144 | 3,683 % | 3,783 % | 3,681 % | 4,245 % | 3,953 % | 4,062 % |
| 145 | 3,687 % | 3,786 % | 3,685 % | 4,245 % | 3,954 % | 4,063 % |
| 146 | 3,690 % | 3,788 % | 3,688 % | 4,245 % | 3,956 % | 4,064 % |
| 147 | 3,694 % | 3,791 % | 3,692 % | 4,244 % | 3,958 % | 4,064 % |
| 148 | 3,697 % | 3,794 % | 3,695 % | 4,244 % | 3,959 % | 4,065 % |
| 149 | 3,700 % | 3,797 % | 3,699 % | 4,244 % | 3,961 % | 4,066 % |
| 150 | 3,704 % | 3,799 % | 3,702 % | 4,244 % | 3,962 % | 4,067 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,318 %

0,197 %

– 0,328 %

0,116 %

– 0,542 %

0,379 %

2

– 0,230 %

0,350 %

– 0,240 %

0,748 %

– 0,375 %

1,014 %

3

– 0,139 %

0,434 %

– 0,149 %

0,960 %

– 0,162 %

1,600 %

4

– 0,032 %

0,517 %

– 0,042 %

1,370 %

0,039 %

2,053 %

5

0,082 %

0,602 %

0,072 %

1,844 %

0,238 %

2,331 %

6

0,205 %

0,680 %

0,195 %

2,220 %

0,427 %

2,506 %

7

0,328 %

0,749 %

0,318 %

2,561 %

0,610 %

2,631 %

8

0,452 %

0,819 %

0,442 %

2,814 %

0,773 %

2,733 %

9

0,571 %

0,892 %

0,561 %

3,012 %

0,914 %

2,825 %

10

0,677 %

0,972 %

0,667 %

3,170 %

1,032 %

2,904 %

11

0,777 %

1,058 %

0,767 %

3,324 %

1,191 %

2,973 %

12

0,871 %

1,135 %

0,860 %

3,476 %

1,370 %

3,034 %

13

0,954 %

1,196 %

0,944 %

3,619 %

1,547 %

3,089 %

14

1,024 %

1,251 %

1,013 %

3,749 %

1,714 %

3,138 %

15

1,078 %

1,309 %

1,067 %

3,860 %

1,866 %

3,183 %

16

1,116 %

1,374 %

1,106 %

3,952 %

2,004 %

3,224 %

17

1,147 %

1,444 %

1,136 %

4,026 %

2,128 %

3,262 %

18

1,177 %

1,517 %

1,166 %

4,088 %

2,240 %

3,298 %

19

1,211 %

1,592 %

1,200 %

4,138 %

2,341 %

3,330 %

20

1,252 %

1,666 %

1,242 %

4,179 %

2,433 %

3,361 %

21

1,303 %

1,739 %

1,292 %

4,213 %

2,516 %

3,390 %

22

1,360 %

1,811 %

1,350 %

4,240 %

2,591 %

3,417 %

23

1,422 %

1,880 %

1,412 %

4,263 %

2,661 %

3,442 %

24

1,486 %

1,948 %

1,476 %

4,282 %

2,724 %

3,466 %

25

1,551 %

2,013 %

1,542 %

4,297 %

2,783 %

3,488 %

26

1,616 %

2,076 %

1,607 %

4,309 %

2,837 %

3,509 %

27

1,681 %

2,136 %

1,673 %

4,319 %

2,887 %

3,529 %

28

1,745 %

2,194 %

1,737 %

4,326 %

2,934 %

3,549 %

29

1,808 %

2,250 %

1,800 %

4,332 %

2,977 %

3,567 %

30

1,869 %

2,303 %

1,861 %

4,337 %

3,018 %

3,584 %

31

1,929 %

2,354 %

1,921 %

4,340 %

3,056 %

3,600 %

32

1,986 %

2,403 %

1,978 %

4,343 %

3,091 %

3,616 %

33

2,042 %

2,450 %

2,034 %

4,345 %

3,125 %

3,631 %

34

2,095 %

2,495 %

2,088 %

4,346 %

3,156 %

3,645 %

35

2,147 %

2,538 %

2,140 %

4,346 %

3,186 %

3,659 %

36

2,197 %

2,579 %

2,190 %

4,346 %

3,214 %

3,672 %

37

2,244 %

2,619 %

2,238 %

4,346 %

3,240 %

3,684 %

38

2,291 %

2,656 %

2,284 %

4,345 %

3,265 %

3,696 %

39

2,335 %

2,693 %

2,328 %

4,344 %

3,289 %

3,708 %

40

2,377 %

2,727 %

2,371 %

4,343 %

3,312 %

3,719 %

41

2,418 %

2,761 %

2,412 %

4,341 %

3,334 %

3,729 %

42

2,458 %

2,793 %

2,452 %

4,340 %

3,354 %

3,739 %

43

2,496 %

2,824 %

2,490 %

4,338 %

3,374 %

3,749 %

44

2,532 %

2,853 %

2,526 %

4,336 %

3,392 %

3,758 %

45

2,567 %

2,882 %

2,562 %

4,334 %

3,410 %

3,767 %

46

2,601 %

2,909 %

2,596 %

4,332 %

3,427 %

3,776 %

47

2,634 %

2,935 %

2,628 %

4,331 %

3,444 %

3,784 %

48

2,665 %

2,960 %

2,660 %

4,329 %

3,459 %

3,792 %

49

2,695 %

2,985 %

2,690 %

4,327 %

3,475 %

3,800 %

50

2,724 %

3,008 %

2,719 %

4,325 %

3,489 %

3,808 %

51

2,752 %

3,031 %

2,747 %

4,323 %

3,503 %

3,815 %

52

2,779 %

3,053 %

2,774 %

4,321 %

3,516 %

3,822 %

53

2,805 %

3,074 %

2,801 %

4,319 %

3,529 %

3,829 %

54

2,831 %

3,094 %

2,826 %

4,318 %

3,541 %

3,835 %

55

2,855 %

3,114 %

2,850 %

4,316 %

3,553 %

3,842 %

56

2,879 %

3,133 %

2,874 %

4,314 %

3,565 %

3,848 %

57

2,901 %

3,151 %

2,897 %

4,312 %

3,576 %

3,854 %

58

2,923 %

3,169 %

2,919 %

4,311 %

3,587 %

3,859 %

59

2,945 %

3,186 %

2,940 %

4,309 %

3,597 %

3,865 %

60

2,965 %

3,203 %

2,961 %

4,307 %

3,607 %

3,870 %

61

2,985 %

3,219 %

2,981 %

4,306 %

3,617 %

3,876 %

62

3,005 %

3,234 %

3,000 %

4,304 %

3,626 %

3,881 %

63

3,023 %

3,250 %

3,019 %

4,303 %

3,635 %

3,886 %

64

3,041 %

3,264 %

3,037 %

4,301 %

3,644 %

3,890 %

65

3,059 %

3,279 %

3,055 %

4,300 %

3,653 %

3,895 %

66

3,076 %

3,292 %

3,072 %

4,298 %

3,661 %

3,900 %

67

3,093 %

3,306 %

3,089 %

4,297 %

3,669 %

3,904 %

68

3,109 %

3,319 %

3,105 %

4,295 %

3,677 %

3,908 %

69

3,125 %

3,331 %

3,121 %

4,294 %

3,684 %

3,912 %

70

3,140 %

3,344 %

3,136 %

4,293 %

3,692 %

3,916 %

71

3,155 %

3,356 %

3,151 %

4,292 %

3,699 %

3,920 %

72

3,169 %

3,367 %

3,166 %

4,290 %

3,706 %

3,924 %

73

3,183 %

3,379 %

3,180 %

4,289 %

3,712 %

3,928 %

74

3,197 %

3,390 %

3,193 %

4,288 %

3,719 %

3,931 %

75

3,210 %

3,400 %

3,207 %

4,287 %

3,725 %

3,935 %

76

3,223 %

3,411 %

3,220 %

4,286 %

3,732 %

3,938 %

77

3,236 %

3,421 %

3,232 %

4,285 %

3,738 %

3,942 %

78

3,248 %

3,431 %

3,245 %

4,284 %

3,744 %

3,945 %

79

3,260 %

3,441 %

3,257 %

4,283 %

3,749 %

3,948 %

80

3,272 %

3,450 %

3,268 %

4,281 %

3,755 %

3,951 %

81

3,283 %

3,459 %

3,280 %

4,280 %

3,761 %

3,954 %

82

3,294 %

3,468 %

3,291 %

4,280 %

3,766 %

3,957 %

83

3,305 %

3,477 %

3,302 %

4,279 %

3,771 %

3,960 %

84

3,316 %

3,486 %

3,313 %

4,278 %

3,776 %

3,963 %

85

3,326 %

3,494 %

3,323 %

4,277 %

3,781 %

3,966 %

86

3,336 %

3,502 %

3,333 %

4,276 %

3,786 %

3,969 %

87

3,346 %

3,510 %

3,343 %

4,275 %

3,791 %

3,971 %

88

3,356 %

3,518 %

3,353 %

4,274 %

3,795 %

3,974 %

89

3,365 %

3,526 %

3,362 %

4,273 %

3,800 %

3,976 %

90

3,374 %

3,533 %

3,371 %

4,273 %

3,804 %

3,979 %

91

3,383 %

3,540 %

3,381 %

4,272 %

3,809 %

3,981 %

92

3,392 %

3,548 %

3,389 %

4,271 %

3,813 %

3,984 %

93

3,401 %

3,555 %

3,398 %

4,270 %

3,817 %

3,986 %

94

3,409 %

3,561 %

3,407 %

4,269 %

3,821 %

3,988 %

95

3,418 %

3,568 %

3,415 %

4,269 %

3,825 %

3,990 %

96

3,426 %

3,575 %

3,423 %

4,268 %

3,829 %

3,993 %

97

3,434 %

3,581 %

3,431 %

4,267 %

3,833 %

3,995 %

98

3,441 %

3,587 %

3,439 %

4,267 %

3,837 %

3,997 %

99

3,449 %

3,594 %

3,446 %

4,266 %

3,840 %

3,999 %

100

3,457 %

3,600 %

3,454 %

4,265 %

3,844 %

4,001 %

101

3,464 %

3,606 %

3,461 %

4,265 %

3,847 %

4,003 %

102

3,471 %

3,611 %

3,469 %

4,264 %

3,851 %

4,005 %

103

3,478 %

3,617 %

3,476 %

4,263 %

3,854 %

4,007 %

104

3,485 %

3,623 %

3,483 %

4,263 %

3,858 %

4,008 %

105

3,492 %

3,628 %

3,489 %

4,262 %

3,861 %

4,010 %

106

3,499 %

3,633 %

3,496 %

4,262 %

3,864 %

4,012 %

107

3,505 %

3,639 %

3,503 %

4,261 %

3,867 %

4,014 %

108

3,511 %

3,644 %

3,509 %

4,260 %

3,870 %

4,016 %

109

3,518 %

3,649 %

3,515 %

4,260 %

3,873 %

4,017 %

110

3,524 %

3,654 %

3,522 %

4,259 %

3,876 %

4,019 %

111

3,530 %

3,659 %

3,528 %

4,259 %

3,879 %

4,021 %

112

3,536 %

3,664 %

3,534 %

4,258 %

3,882 %

4,022 %

113

3,542 %

3,668 %

3,540 %

4,258 %

3,885 %

4,024 %

114

3,548 %

3,673 %

3,545 %

4,257 %

3,888 %

4,025 %

115

3,553 %

3,678 %

3,551 %

4,257 %

3,890 %

4,027 %

116

3,559 %

3,682 %

3,557 %

4,256 %

3,893 %

4,028 %

117

3,564 %

3,687 %

3,562 %

4,256 %

3,896 %

4,030 %

118

3,570 %

3,691 %

3,567 %

4,255 %

3,898 %

4,031 %

119

3,575 %

3,695 %

3,573 %

4,255 %

3,901 %

4,033 %

120

3,580 %

3,699 %

3,578 %

4,254 %

3,903 %

4,034 %

121

3,585 %

3,704 %

3,583 %

4,254 %

3,906 %

4,035 %

122

3,590 %

3,708 %

3,588 %

4,254 %

3,908 %

4,037 %

123

3,595 %

3,712 %

3,593 %

4,253 %

3,910 %

4,038 %

124

3,600 %

3,716 %

3,598 %

4,253 %

3,913 %

4,039 %

125

3,605 %

3,719 %

3,603 %

4,252 %

3,915 %

4,041 %

126

3,610 %

3,723 %

3,607 %

4,252 %

3,917 %

4,042 %

127

3,614 %

3,727 %

3,612 %

4,251 %

3,919 %

4,043 %

128

3,619 %

3,731 %

3,617 %

4,251 %

3,922 %

4,044 %

129

3,623 %

3,734 %

3,621 %

4,251 %

3,924 %

4,046 %

130

3,628 %

3,738 %

3,626 %

4,250 %

3,926 %

4,047 %

131

3,632 %

3,741 %

3,630 %

4,250 %

3,928 %

4,048 %

132

3,636 %

3,745 %

3,634 %

4,249 %

3,930 %

4,049 %

133

3,641 %

3,748 %

3,639 %

4,249 %

3,932 %

4,050 %

134

3,645 %

3,752 %

3,643 %

4,249 %

3,934 %

4,051 %

135

3,649 %

3,755 %

3,647 %

4,248 %

3,936 %

4,052 %

136

3,653 %

3,758 %

3,651 %

4,248 %

3,938 %

4,053 %

137

3,657 %

3,761 %

3,655 %

4,248 %

3,940 %

4,055 %

138

3,661 %

3,765 %

3,659 %

4,247 %

3,942 %

4,056 %

139

3,665 %

3,768 %

3,663 %

4,247 %

3,944 %

4,057 %

140

3,668 %

3,771 %

3,667 %

4,247 %

3,946 %

4,058 %

141

3,672 %

3,774 %

3,670 %

4,246 %

3,947 %

4,059 %

142

3,676 %

3,777 %

3,674 %

4,246 %

3,949 %

4,060 %

143

3,680 %

3,780 %

3,678 %

4,246 %

3,951 %

4,061 %

144

3,683 %

3,783 %

3,681 %

4,245 %

3,953 %

4,062 %

145

3,687 %

3,786 %

3,685 %

4,245 %

3,954 %

4,063 %

146

3,690 %

3,788 %

3,688 %

4,245 %

3,956 %

4,064 %

147

3,694 %

3,791 %

3,692 %

4,244 %

3,958 %

4,064 %

148

3,697 %

3,794 %

3,695 %

4,244 %

3,959 %

4,065 %

149

3,700 %

3,797 %

3,699 %

4,244 %

3,961 %

4,066 %

150

3,704 %

3,799 %

3,702 %

4,244 %

3,962 %

4,067 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,368 % | 0,364 % | 0,959 % | 1,451 % | 4,835 % | 0,900 % |
| 2 | – 0,280 % | 0,450 % | 1,452 % | 1,837 % | 4,840 % | 1,076 % |
| 3 | – 0,189 % | 0,533 % | 1,941 % | 2,198 % | 4,840 % | 1,182 % |
| 4 | – 0,082 % | 0,609 % | 2,389 % | 2,505 % | 4,820 % | 1,289 % |
| 5 | 0,032 % | 0,684 % | 2,788 % | 2,739 % | 4,796 % | 1,401 % |
| 6 | 0,155 % | 0,762 % | 3,126 % | 2,898 % | 4,780 % | 1,515 % |
| 7 | 0,278 % | 0,837 % | 3,390 % | 3,013 % | 4,774 % | 1,619 % |
| 8 | 0,401 % | 0,908 % | 3,581 % | 3,132 % | 4,770 % | 1,708 % |
| 9 | 0,520 % | 0,975 % | 3,738 % | 3,228 % | 4,764 % | 1,777 % |
| 10 | 0,626 % | 1,038 % | 3,877 % | 3,343 % | 4,755 % | 1,841 % |
| 11 | 0,726 % | 1,093 % | 3,989 % | 3,445 % | 4,745 % | 1,909 % |
| 12 | 0,819 % | 1,141 % | 4,077 % | 3,529 % | 4,734 % | 1,980 % |
| 13 | 0,902 % | 1,187 % | 4,145 % | 3,599 % | 4,723 % | 2,051 % |
| 14 | 0,972 % | 1,219 % | 4,200 % | 3,658 % | 4,711 % | 2,122 % |
| 15 | 1,026 % | 1,241 % | 4,243 % | 3,708 % | 4,699 % | 2,192 % |
| 16 | 1,064 % | 1,268 % | 4,278 % | 3,752 % | 4,687 % | 2,259 % |
| 17 | 1,095 % | 1,283 % | 4,305 % | 3,789 % | 4,675 % | 2,324 % |
| 18 | 1,124 % | 1,294 % | 4,327 % | 3,821 % | 4,663 % | 2,386 % |
| 19 | 1,158 % | 1,301 % | 4,345 % | 3,850 % | 4,652 % | 2,446 % |
| 20 | 1,200 % | 1,299 % | 4,358 % | 3,875 % | 4,641 % | 2,503 % |
| 21 | 1,251 % | 1,296 % | 4,369 % | 3,897 % | 4,630 % | 2,557 % |
| 22 | 1,309 % | 1,294 % | 4,377 % | 3,917 % | 4,619 % | 2,609 % |
| 23 | 1,372 % | 1,292 % | 4,384 % | 3,935 % | 4,609 % | 2,659 % |
| 24 | 1,437 % | 1,289 % | 4,388 % | 3,951 % | 4,599 % | 2,706 % |
| 25 | 1,504 % | 1,286 % | 4,392 % | 3,965 % | 4,589 % | 2,751 % |
| 26 | 1,571 % | 1,281 % | 4,394 % | 3,978 % | 4,580 % | 2,794 % |
| 27 | 1,637 % | 1,275 % | 4,395 % | 3,990 % | 4,571 % | 2,835 % |
| 28 | 1,702 % | 1,269 % | 4,395 % | 4,001 % | 4,562 % | 2,874 % |
| 29 | 1,766 % | 1,263 % | 4,395 % | 4,010 % | 4,554 % | 2,911 % |
| 30 | 1,828 % | 1,258 % | 4,394 % | 4,019 % | 4,545 % | 2,947 % |
| 31 | 1,888 % | 1,253 % | 4,393 % | 4,028 % | 4,537 % | 2,981 % |
| 32 | 1,947 % | 1,247 % | 4,391 % | 4,035 % | 4,530 % | 3,013 % |
| 33 | 2,003 % | 1,240 % | 4,389 % | 4,042 % | 4,522 % | 3,044 % |
| 34 | 2,058 % | 1,231 % | 4,387 % | 4,049 % | 4,515 % | 3,074 % |
| 35 | 2,111 % | 1,220 % | 4,385 % | 4,054 % | 4,508 % | 3,102 % |
| 36 | 2,161 % | 1,206 % | 4,383 % | 4,060 % | 4,502 % | 3,129 % |
| 37 | 2,210 % | 1,190 % | 4,380 % | 4,065 % | 4,495 % | 3,155 % |
| 38 | 2,257 % | 1,174 % | 4,378 % | 4,070 % | 4,489 % | 3,180 % |
| 39 | 2,302 % | 1,160 % | 4,375 % | 4,074 % | 4,483 % | 3,204 % |
| 40 | 2,346 % | 1,147 % | 4,372 % | 4,079 % | 4,477 % | 3,226 % |
| 41 | 2,387 % | 1,137 % | 4,370 % | 4,082 % | 4,471 % | 3,248 % |
| 42 | 2,427 % | 1,127 % | 4,367 % | 4,086 % | 4,466 % | 3,269 % |
| 43 | 2,466 % | 1,117 % | 4,364 % | 4,089 % | 4,461 % | 3,289 % |
| 44 | 2,503 % | 1,107 % | 4,362 % | 4,093 % | 4,456 % | 3,309 % |
| 45 | 2,539 % | 1,096 % | 4,359 % | 4,096 % | 4,451 % | 3,328 % |
| 46 | 2,573 % | 1,083 % | 4,356 % | 4,099 % | 4,446 % | 3,345 % |
| 47 | 2,606 % | 1,072 % | 4,354 % | 4,101 % | 4,441 % | 3,363 % |
| 48 | 2,638 % | 1,064 % | 4,351 % | 4,104 % | 4,437 % | 3,379 % |
| 49 | 2,669 % | 1,061 % | 4,349 % | 4,106 % | 4,433 % | 3,395 % |
| 50 | 2,698 % | 1,066 % | 4,347 % | 4,109 % | 4,428 % | 3,411 % |
| 51 | 2,727 % | 1,078 % | 4,344 % | 4,111 % | 4,424 % | 3,426 % |
| 52 | 2,755 % | 1,096 % | 4,342 % | 4,113 % | 4,420 % | 3,440 % |
| 53 | 2,781 % | 1,120 % | 4,340 % | 4,115 % | 4,417 % | 3,454 % |
| 54 | 2,807 % | 1,147 % | 4,337 % | 4,117 % | 4,413 % | 3,467 % |
| 55 | 2,832 % | 1,178 % | 4,335 % | 4,118 % | 4,409 % | 3,480 % |
| 56 | 2,856 % | 1,210 % | 4,333 % | 4,120 % | 4,406 % | 3,493 % |
| 57 | 2,879 % | 1,245 % | 4,331 % | 4,122 % | 4,402 % | 3,505 % |
| 58 | 2,901 % | 1,280 % | 4,329 % | 4,123 % | 4,399 % | 3,517 % |
| 59 | 2,923 % | 1,316 % | 4,327 % | 4,125 % | 4,396 % | 3,528 % |
| 60 | 2,944 % | 1,353 % | 4,325 % | 4,126 % | 4,393 % | 3,539 % |
| 61 | 2,964 % | 1,389 % | 4,323 % | 4,128 % | 4,390 % | 3,550 % |
| 62 | 2,984 % | 1,426 % | 4,321 % | 4,129 % | 4,387 % | 3,560 % |
| 63 | 3,003 % | 1,463 % | 4,319 % | 4,130 % | 4,384 % | 3,570 % |
| 64 | 3,021 % | 1,499 % | 4,318 % | 4,131 % | 4,381 % | 3,580 % |
| 65 | 3,039 % | 1,535 % | 4,316 % | 4,133 % | 4,379 % | 3,589 % |
| 66 | 3,057 % | 1,571 % | 4,314 % | 4,134 % | 4,376 % | 3,598 % |
| 67 | 3,074 % | 1,606 % | 4,313 % | 4,135 % | 4,374 % | 3,607 % |
| 68 | 3,090 % | 1,640 % | 4,311 % | 4,136 % | 4,371 % | 3,616 % |
| 69 | 3,106 % | 1,674 % | 4,310 % | 4,137 % | 4,369 % | 3,624 % |
| 70 | 3,121 % | 1,708 % | 4,308 % | 4,138 % | 4,366 % | 3,632 % |
| 71 | 3,137 % | 1,740 % | 4,307 % | 4,139 % | 4,364 % | 3,640 % |
| 72 | 3,151 % | 1,772 % | 4,305 % | 4,140 % | 4,362 % | 3,648 % |
| 73 | 3,165 % | 1,804 % | 4,304 % | 4,141 % | 4,360 % | 3,655 % |
| 74 | 3,179 % | 1,834 % | 4,302 % | 4,141 % | 4,358 % | 3,663 % |
| 75 | 3,193 % | 1,864 % | 4,301 % | 4,142 % | 4,355 % | 3,670 % |
| 76 | 3,206 % | 1,894 % | 4,300 % | 4,143 % | 4,353 % | 3,677 % |
| 77 | 3,219 % | 1,923 % | 4,298 % | 4,144 % | 4,352 % | 3,683 % |
| 78 | 3,231 % | 1,951 % | 4,297 % | 4,145 % | 4,350 % | 3,690 % |
| 79 | 3,244 % | 1,978 % | 4,296 % | 4,145 % | 4,348 % | 3,696 % |
| 80 | 3,255 % | 2,005 % | 4,295 % | 4,146 % | 4,346 % | 3,703 % |
| 81 | 3,267 % | 2,032 % | 4,294 % | 4,147 % | 4,344 % | 3,709 % |
| 82 | 3,278 % | 2,058 % | 4,293 % | 4,148 % | 4,342 % | 3,715 % |
| 83 | 3,289 % | 2,083 % | 4,291 % | 4,148 % | 4,341 % | 3,721 % |
| 84 | 3,300 % | 2,107 % | 4,290 % | 4,149 % | 4,339 % | 3,726 % |
| 85 | 3,311 % | 2,132 % | 4,289 % | 4,149 % | 4,337 % | 3,732 % |
| 86 | 3,321 % | 2,155 % | 4,288 % | 4,150 % | 4,336 % | 3,737 % |
| 87 | 3,331 % | 2,178 % | 4,287 % | 4,151 % | 4,334 % | 3,743 % |
| 88 | 3,341 % | 2,201 % | 4,286 % | 4,151 % | 4,333 % | 3,748 % |
| 89 | 3,351 % | 2,223 % | 4,285 % | 4,152 % | 4,331 % | 3,753 % |
| 90 | 3,360 % | 2,245 % | 4,284 % | 4,152 % | 4,330 % | 3,758 % |
| 91 | 3,369 % | 2,266 % | 4,284 % | 4,153 % | 4,328 % | 3,763 % |
| 92 | 3,378 % | 2,286 % | 4,283 % | 4,153 % | 4,327 % | 3,767 % |
| 93 | 3,387 % | 2,307 % | 4,282 % | 4,154 % | 4,326 % | 3,772 % |
| 94 | 3,396 % | 2,327 % | 4,281 % | 4,154 % | 4,324 % | 3,777 % |
| 95 | 3,404 % | 2,346 % | 4,280 % | 4,155 % | 4,323 % | 3,781 % |
| 96 | 3,412 % | 2,365 % | 4,279 % | 4,155 % | 4,322 % | 3,785 % |
| 97 | 3,420 % | 2,384 % | 4,278 % | 4,156 % | 4,321 % | 3,790 % |
| 98 | 3,428 % | 2,402 % | 4,278 % | 4,156 % | 4,319 % | 3,794 % |
| 99 | 3,436 % | 2,420 % | 4,277 % | 4,157 % | 4,318 % | 3,798 % |
| 100 | 3,444 % | 2,438 % | 4,276 % | 4,157 % | 4,317 % | 3,802 % |
| 101 | 3,451 % | 2,455 % | 4,275 % | 4,158 % | 4,316 % | 3,806 % |
| 102 | 3,458 % | 2,472 % | 4,275 % | 4,158 % | 4,315 % | 3,810 % |
| 103 | 3,466 % | 2,489 % | 4,274 % | 4,158 % | 4,314 % | 3,813 % |
| 104 | 3,473 % | 2,505 % | 4,273 % | 4,159 % | 4,312 % | 3,817 % |
| 105 | 3,480 % | 2,521 % | 4,272 % | 4,159 % | 4,311 % | 3,821 % |
| 106 | 3,486 % | 2,537 % | 4,272 % | 4,160 % | 4,310 % | 3,824 % |
| 107 | 3,493 % | 2,552 % | 4,271 % | 4,160 % | 4,309 % | 3,828 % |
| 108 | 3,499 % | 2,567 % | 4,270 % | 4,160 % | 4,308 % | 3,831 % |
| 109 | 3,506 % | 2,582 % | 4,270 % | 4,161 % | 4,307 % | 3,835 % |
| 110 | 3,512 % | 2,597 % | 4,269 % | 4,161 % | 4,306 % | 3,838 % |
| 111 | 3,518 % | 2,611 % | 4,269 % | 4,161 % | 4,305 % | 3,841 % |
| 112 | 3,524 % | 2,625 % | 4,268 % | 4,162 % | 4,304 % | 3,844 % |
| 113 | 3,530 % | 2,639 % | 4,267 % | 4,162 % | 4,304 % | 3,848 % |
| 114 | 3,536 % | 2,653 % | 4,267 % | 4,163 % | 4,303 % | 3,851 % |
| 115 | 3,542 % | 2,666 % | 4,266 % | 4,163 % | 4,302 % | 3,854 % |
| 116 | 3,548 % | 2,679 % | 4,266 % | 4,163 % | 4,301 % | 3,857 % |
| 117 | 3,553 % | 2,692 % | 4,265 % | 4,163 % | 4,300 % | 3,860 % |
| 118 | 3,559 % | 2,705 % | 4,264 % | 4,164 % | 4,299 % | 3,862 % |
| 119 | 3,564 % | 2,717 % | 4,264 % | 4,164 % | 4,298 % | 3,865 % |
| 120 | 3,569 % | 2,729 % | 4,263 % | 4,164 % | 4,297 % | 3,868 % |
| 121 | 3,574 % | 2,741 % | 4,263 % | 4,165 % | 4,297 % | 3,871 % |
| 122 | 3,580 % | 2,753 % | 4,262 % | 4,165 % | 4,296 % | 3,874 % |
| 123 | 3,585 % | 2,765 % | 4,262 % | 4,165 % | 4,295 % | 3,876 % |
| 124 | 3,590 % | 2,776 % | 4,261 % | 4,166 % | 4,294 % | 3,879 % |
| 125 | 3,594 % | 2,788 % | 4,261 % | 4,166 % | 4,294 % | 3,881 % |
| 126 | 3,599 % | 2,799 % | 4,260 % | 4,166 % | 4,293 % | 3,884 % |
| 127 | 3,604 % | 2,810 % | 4,260 % | 4,166 % | 4,292 % | 3,886 % |
| 128 | 3,609 % | 2,821 % | 4,259 % | 4,167 % | 4,291 % | 3,889 % |
| 129 | 3,613 % | 2,831 % | 4,259 % | 4,167 % | 4,291 % | 3,891 % |
| 130 | 3,618 % | 2,842 % | 4,259 % | 4,167 % | 4,290 % | 3,894 % |
| 131 | 3,622 % | 2,852 % | 4,258 % | 4,167 % | 4,289 % | 3,896 % |
| 132 | 3,626 % | 2,862 % | 4,258 % | 4,168 % | 4,289 % | 3,898 % |
| 133 | 3,631 % | 2,872 % | 4,257 % | 4,168 % | 4,288 % | 3,900 % |
| 134 | 3,635 % | 2,882 % | 4,257 % | 4,168 % | 4,287 % | 3,903 % |
| 135 | 3,639 % | 2,892 % | 4,256 % | 4,168 % | 4,287 % | 3,905 % |
| 136 | 3,643 % | 2,901 % | 4,256 % | 4,169 % | 4,286 % | 3,907 % |
| 137 | 3,647 % | 2,911 % | 4,256 % | 4,169 % | 4,285 % | 3,909 % |
| 138 | 3,651 % | 2,920 % | 4,255 % | 4,169 % | 4,285 % | 3,911 % |
| 139 | 3,655 % | 2,929 % | 4,255 % | 4,169 % | 4,284 % | 3,913 % |
| 140 | 3,659 % | 2,938 % | 4,254 % | 4,170 % | 4,284 % | 3,915 % |
| 141 | 3,663 % | 2,947 % | 4,254 % | 4,170 % | 4,283 % | 3,917 % |
| 142 | 3,667 % | 2,956 % | 4,254 % | 4,170 % | 4,282 % | 3,919 % |
| 143 | 3,670 % | 2,964 % | 4,253 % | 4,170 % | 4,282 % | 3,921 % |
| 144 | 3,674 % | 2,973 % | 4,253 % | 4,170 % | 4,281 % | 3,923 % |
| 145 | 3,678 % | 2,981 % | 4,252 % | 4,171 % | 4,281 % | 3,925 % |
| 146 | 3,681 % | 2,990 % | 4,252 % | 4,171 % | 4,280 % | 3,927 % |
| 147 | 3,685 % | 2,998 % | 4,252 % | 4,171 % | 4,280 % | 3,929 % |
| 148 | 3,688 % | 3,006 % | 4,251 % | 4,171 % | 4,279 % | 3,931 % |
| 149 | 3,692 % | 3,014 % | 4,251 % | 4,171 % | 4,279 % | 3,933 % |
| 150 | 3,695 % | 3,022 % | 4,251 % | 4,172 % | 4,278 % | 3,934 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,368 %

0,364 %

0,959 %

1,451 %

4,835 %

0,900 %

2

– 0,280 %

0,450 %

1,452 %

1,837 %

4,840 %

1,076 %

3

– 0,189 %

0,533 %

1,941 %

2,198 %

4,840 %

1,182 %

4

– 0,082 %

0,609 %

2,389 %

2,505 %

4,820 %

1,289 %

5

0,032 %

0,684 %

2,788 %

2,739 %

4,796 %

1,401 %

6

0,155 %

0,762 %

3,126 %

2,898 %

4,780 %

1,515 %

7

0,278 %

0,837 %

3,390 %

3,013 %

4,774 %

1,619 %

8

0,401 %

0,908 %

3,581 %

3,132 %

4,770 %

1,708 %

9

0,520 %

0,975 %

3,738 %

3,228 %

4,764 %

1,777 %

10

0,626 %

1,038 %

3,877 %

3,343 %

4,755 %

1,841 %

11

0,726 %

1,093 %

3,989 %

3,445 %

4,745 %

1,909 %

12

0,819 %

1,141 %

4,077 %

3,529 %

4,734 %

1,980 %

13

0,902 %

1,187 %

4,145 %

3,599 %

4,723 %

2,051 %

14

0,972 %

1,219 %

4,200 %

3,658 %

4,711 %

2,122 %

15

1,026 %

1,241 %

4,243 %

3,708 %

4,699 %

2,192 %

16

1,064 %

1,268 %

4,278 %

3,752 %

4,687 %

2,259 %

17

1,095 %

1,283 %

4,305 %

3,789 %

4,675 %

2,324 %

18

1,124 %

1,294 %

4,327 %

3,821 %

4,663 %

2,386 %

19

1,158 %

1,301 %

4,345 %

3,850 %

4,652 %

2,446 %

20

1,200 %

1,299 %

4,358 %

3,875 %

4,641 %

2,503 %

21

1,251 %

1,296 %

4,369 %

3,897 %

4,630 %

2,557 %

22

1,309 %

1,294 %

4,377 %

3,917 %

4,619 %

2,609 %

23

1,372 %

1,292 %

4,384 %

3,935 %

4,609 %

2,659 %

24

1,437 %

1,289 %

4,388 %

3,951 %

4,599 %

2,706 %

25

1,504 %

1,286 %

4,392 %

3,965 %

4,589 %

2,751 %

26

1,571 %

1,281 %

4,394 %

3,978 %

4,580 %

2,794 %

27

1,637 %

1,275 %

4,395 %

3,990 %

4,571 %

2,835 %

28

1,702 %

1,269 %

4,395 %

4,001 %

4,562 %

2,874 %

29

1,766 %

1,263 %

4,395 %

4,010 %

4,554 %

2,911 %

30

1,828 %

1,258 %

4,394 %

4,019 %

4,545 %

2,947 %

31

1,888 %

1,253 %

4,393 %

4,028 %

4,537 %

2,981 %

32

1,947 %

1,247 %

4,391 %

4,035 %

4,530 %

3,013 %

33

2,003 %

1,240 %

4,389 %

4,042 %

4,522 %

3,044 %

34

2,058 %

1,231 %

4,387 %

4,049 %

4,515 %

3,074 %

35

2,111 %

1,220 %

4,385 %

4,054 %

4,508 %

3,102 %

36

2,161 %

1,206 %

4,383 %

4,060 %

4,502 %

3,129 %

37

2,210 %

1,190 %

4,380 %

4,065 %

4,495 %

3,155 %

38

2,257 %

1,174 %

4,378 %

4,070 %

4,489 %

3,180 %

39

2,302 %

1,160 %

4,375 %

4,074 %

4,483 %

3,204 %

40

2,346 %

1,147 %

4,372 %

4,079 %

4,477 %

3,226 %

41

2,387 %

1,137 %

4,370 %

4,082 %

4,471 %

3,248 %

42

2,427 %

1,127 %

4,367 %

4,086 %

4,466 %

3,269 %

43

2,466 %

1,117 %

4,364 %

4,089 %

4,461 %

3,289 %

44

2,503 %

1,107 %

4,362 %

4,093 %

4,456 %

3,309 %

45

2,539 %

1,096 %

4,359 %

4,096 %

4,451 %

3,328 %

46

2,573 %

1,083 %

4,356 %

4,099 %

4,446 %

3,345 %

47

2,606 %

1,072 %

4,354 %

4,101 %

4,441 %

3,363 %

48

2,638 %

1,064 %

4,351 %

4,104 %

4,437 %

3,379 %

49

2,669 %

1,061 %

4,349 %

4,106 %

4,433 %

3,395 %

50

2,698 %

1,066 %

4,347 %

4,109 %

4,428 %

3,411 %

51

2,727 %

1,078 %

4,344 %

4,111 %

4,424 %

3,426 %

52

2,755 %

1,096 %

4,342 %

4,113 %

4,420 %

3,440 %

53

2,781 %

1,120 %

4,340 %

4,115 %

4,417 %

3,454 %

54

2,807 %

1,147 %

4,337 %

4,117 %

4,413 %

3,467 %

55

2,832 %

1,178 %

4,335 %

4,118 %

4,409 %

3,480 %

56

2,856 %

1,210 %

4,333 %

4,120 %

4,406 %

3,493 %

57

2,879 %

1,245 %

4,331 %

4,122 %

4,402 %

3,505 %

58

2,901 %

1,280 %

4,329 %

4,123 %

4,399 %

3,517 %

59

2,923 %

1,316 %

4,327 %

4,125 %

4,396 %

3,528 %

60

2,944 %

1,353 %

4,325 %

4,126 %

4,393 %

3,539 %

61

2,964 %

1,389 %

4,323 %

4,128 %

4,390 %

3,550 %

62

2,984 %

1,426 %

4,321 %

4,129 %

4,387 %

3,560 %

63

3,003 %

1,463 %

4,319 %

4,130 %

4,384 %

3,570 %

64

3,021 %

1,499 %

4,318 %

4,131 %

4,381 %

3,580 %

65

3,039 %

1,535 %

4,316 %

4,133 %

4,379 %

3,589 %

66

3,057 %

1,571 %

4,314 %

4,134 %

4,376 %

3,598 %

67

3,074 %

1,606 %

4,313 %

4,135 %

4,374 %

3,607 %

68

3,090 %

1,640 %

4,311 %

4,136 %

4,371 %

3,616 %

69

3,106 %

1,674 %

4,310 %

4,137 %

4,369 %

3,624 %

70

3,121 %

1,708 %

4,308 %

4,138 %

4,366 %

3,632 %

71

3,137 %

1,740 %

4,307 %

4,139 %

4,364 %

3,640 %

72

3,151 %

1,772 %

4,305 %

4,140 %

4,362 %

3,648 %

73

3,165 %

1,804 %

4,304 %

4,141 %

4,360 %

3,655 %

74

3,179 %

1,834 %

4,302 %

4,141 %

4,358 %

3,663 %

75

3,193 %

1,864 %

4,301 %

4,142 %

4,355 %

3,670 %

76

3,206 %

1,894 %

4,300 %

4,143 %

4,353 %

3,677 %

77

3,219 %

1,923 %

4,298 %

4,144 %

4,352 %

3,683 %

78

3,231 %

1,951 %

4,297 %

4,145 %

4,350 %

3,690 %

79

3,244 %

1,978 %

4,296 %

4,145 %

4,348 %

3,696 %

80

3,255 %

2,005 %

4,295 %

4,146 %

4,346 %

3,703 %

81

3,267 %

2,032 %

4,294 %

4,147 %

4,344 %

3,709 %

82

3,278 %

2,058 %

4,293 %

4,148 %

4,342 %

3,715 %

83

3,289 %

2,083 %

4,291 %

4,148 %

4,341 %

3,721 %

84

3,300 %

2,107 %

4,290 %

4,149 %

4,339 %

3,726 %

85

3,311 %

2,132 %

4,289 %

4,149 %

4,337 %

3,732 %

86

3,321 %

2,155 %

4,288 %

4,150 %

4,336 %

3,737 %

87

3,331 %

2,178 %

4,287 %

4,151 %

4,334 %

3,743 %

88

3,341 %

2,201 %

4,286 %

4,151 %

4,333 %

3,748 %

89

3,351 %

2,223 %

4,285 %

4,152 %

4,331 %

3,753 %

90

3,360 %

2,245 %

4,284 %

4,152 %

4,330 %

3,758 %

91

3,369 %

2,266 %

4,284 %

4,153 %

4,328 %

3,763 %

92

3,378 %

2,286 %

4,283 %

4,153 %

4,327 %

3,767 %

93

3,387 %

2,307 %

4,282 %

4,154 %

4,326 %

3,772 %

94

3,396 %

2,327 %

4,281 %

4,154 %

4,324 %

3,777 %

95

3,404 %

2,346 %

4,280 %

4,155 %

4,323 %

3,781 %

96

3,412 %

2,365 %

4,279 %

4,155 %

4,322 %

3,785 %

97

3,420 %

2,384 %

4,278 %

4,156 %

4,321 %

3,790 %

98

3,428 %

2,402 %

4,278 %

4,156 %

4,319 %

3,794 %

99

3,436 %

2,420 %

4,277 %

4,157 %

4,318 %

3,798 %

100

3,444 %

2,438 %

4,276 %

4,157 %

4,317 %

3,802 %

101

3,451 %

2,455 %

4,275 %

4,158 %

4,316 %

3,806 %

102

3,458 %

2,472 %

4,275 %

4,158 %

4,315 %

3,810 %

103

3,466 %

2,489 %

4,274 %

4,158 %

4,314 %

3,813 %

104

3,473 %

2,505 %

4,273 %

4,159 %

4,312 %

3,817 %

105

3,480 %

2,521 %

4,272 %

4,159 %

4,311 %

3,821 %

106

3,486 %

2,537 %

4,272 %

4,160 %

4,310 %

3,824 %

107

3,493 %

2,552 %

4,271 %

4,160 %

4,309 %

3,828 %

108

3,499 %

2,567 %

4,270 %

4,160 %

4,308 %

3,831 %

109

3,506 %

2,582 %

4,270 %

4,161 %

4,307 %

3,835 %

110

3,512 %

2,597 %

4,269 %

4,161 %

4,306 %

3,838 %

111

3,518 %

2,611 %

4,269 %

4,161 %

4,305 %

3,841 %

112

3,524 %

2,625 %

4,268 %

4,162 %

4,304 %

3,844 %

113

3,530 %

2,639 %

4,267 %

4,162 %

4,304 %

3,848 %

114

3,536 %

2,653 %

4,267 %

4,163 %

4,303 %

3,851 %

115

3,542 %

2,666 %

4,266 %

4,163 %

4,302 %

3,854 %

116

3,548 %

2,679 %

4,266 %

4,163 %

4,301 %

3,857 %

117

3,553 %

2,692 %

4,265 %

4,163 %

4,300 %

3,860 %

118

3,559 %

2,705 %

4,264 %

4,164 %

4,299 %

3,862 %

119

3,564 %

2,717 %

4,264 %

4,164 %

4,298 %

3,865 %

120

3,569 %

2,729 %

4,263 %

4,164 %

4,297 %

3,868 %

121

3,574 %

2,741 %

4,263 %

4,165 %

4,297 %

3,871 %

122

3,580 %

2,753 %

4,262 %

4,165 %

4,296 %

3,874 %

123

3,585 %

2,765 %

4,262 %

4,165 %

4,295 %

3,876 %

124

3,590 %

2,776 %

4,261 %

4,166 %

4,294 %

3,879 %

125

3,594 %

2,788 %

4,261 %

4,166 %

4,294 %

3,881 %

126

3,599 %

2,799 %

4,260 %

4,166 %

4,293 %

3,884 %

127

3,604 %

2,810 %

4,260 %

4,166 %

4,292 %

3,886 %

128

3,609 %

2,821 %

4,259 %

4,167 %

4,291 %

3,889 %

129

3,613 %

2,831 %

4,259 %

4,167 %

4,291 %

3,891 %

130

3,618 %

2,842 %

4,259 %

4,167 %

4,290 %

3,894 %

131

3,622 %

2,852 %

4,258 %

4,167 %

4,289 %

3,896 %

132

3,626 %

2,862 %

4,258 %

4,168 %

4,289 %

3,898 %

133

3,631 %

2,872 %

4,257 %

4,168 %

4,288 %

3,900 %

134

3,635 %

2,882 %

4,257 %

4,168 %

4,287 %

3,903 %

135

3,639 %

2,892 %

4,256 %

4,168 %

4,287 %

3,905 %

136

3,643 %

2,901 %

4,256 %

4,169 %

4,286 %

3,907 %

137

3,647 %

2,911 %

4,256 %

4,169 %

4,285 %

3,909 %

138

3,651 %

2,920 %

4,255 %

4,169 %

4,285 %

3,911 %

139

3,655 %

2,929 %

4,255 %

4,169 %

4,284 %

3,913 %

140

3,659 %

2,938 %

4,254 %

4,170 %

4,284 %

3,915 %

141

3,663 %

2,947 %

4,254 %

4,170 %

4,283 %

3,917 %

142

3,667 %

2,956 %

4,254 %

4,170 %

4,282 %

3,919 %

143

3,670 %

2,964 %

4,253 %

4,170 %

4,282 %

3,921 %

144

3,674 %

2,973 %

4,253 %

4,170 %

4,281 %

3,923 %

145

3,678 %

2,981 %

4,252 %

4,171 %

4,281 %

3,925 %

146

3,681 %

2,990 %

4,252 %

4,171 %

4,280 %

3,927 %

147

3,685 %

2,998 %

4,252 %

4,171 %

4,280 %

3,929 %

148

3,688 %

3,006 %

4,251 %

4,171 %

4,279 %

3,931 %

149

3,692 %

3,014 %

4,251 %

4,171 %

4,279 %

3,933 %

150

3,695 %

3,022 %

4,251 %

4,172 %

4,278 %

3,934 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,780 % | 1,826 % | 1,420 % | 0,779 % | 2,455 % | 5,322 % |
| 2 | – 0,735 % | 1,953 % | 1,557 % | 0,891 % | 2,630 % | 5,368 % |
| 3 | – 0,648 % | 2,088 % | 1,752 % | 1,041 % | 2,880 % | 5,486 % |
| 4 | – 0,545 % | 2,228 % | 1,928 % | 1,160 % | 3,112 % | 5,607 % |
| 5 | – 0,438 % | 2,362 % | 2,090 % | 1,265 % | 3,327 % | 5,693 % |
| 6 | – 0,327 % | 2,486 % | 2,218 % | 1,358 % | 3,520 % | 5,838 % |
| 7 | – 0,218 % | 2,584 % | 2,323 % | 1,453 % | 3,678 % | 5,950 % |
| 8 | – 0,121 % | 2,678 % | 2,414 % | 1,544 % | 3,798 % | 6,072 % |
| 9 | – 0,033 % | 2,758 % | 2,492 % | 1,631 % | 3,888 % | 6,183 % |
| 10 | 0,031 % | 2,833 % | 2,556 % | 1,729 % | 3,958 % | 6,257 % |
| 11 | 0,102 % | 2,901 % | 2,608 % | 1,820 % | 4,013 % | 6,297 % |
| 12 | 0,158 % | 2,963 % | 2,655 % | 1,902 % | 4,056 % | 6,312 % |
| 13 | 0,196 % | 3,019 % | 2,701 % | 1,976 % | 4,092 % | 6,309 % |
| 14 | 0,248 % | 3,067 % | 2,747 % | 2,044 % | 4,120 % | 6,292 % |
| 15 | 0,289 % | 3,108 % | 2,792 % | 2,104 % | 4,144 % | 6,266 % |
| 16 | 0,325 % | 3,142 % | 2,836 % | 2,157 % | 4,163 % | 6,233 % |
| 17 | 0,357 % | 3,170 % | 2,879 % | 2,202 % | 4,180 % | 6,195 % |
| 18 | 0,384 % | 3,196 % | 2,920 % | 2,237 % | 4,193 % | 6,154 % |
| 19 | 0,406 % | 3,220 % | 2,960 % | 2,260 % | 4,204 % | 6,110 % |
| 20 | 0,421 % | 3,243 % | 2,998 % | 2,271 % | 4,214 % | 6,065 % |
| 21 | 0,431 % | 3,266 % | 3,035 % | 2,271 % | 4,222 % | 6,020 % |
| 22 | 0,439 % | 3,288 % | 3,070 % | 2,263 % | 4,228 % | 5,974 % |
| 23 | 0,450 % | 3,306 % | 3,104 % | 2,251 % | 4,234 % | 5,929 % |
| 24 | 0,465 % | 3,319 % | 3,136 % | 2,238 % | 4,238 % | 5,884 % |
| 25 | 0,489 % | 3,327 % | 3,167 % | 2,227 % | 4,242 % | 5,840 % |
| 26 | 0,521 % | 3,329 % | 3,196 % | 2,219 % | 4,246 % | 5,797 % |
| 27 | 0,560 % | 3,328 % | 3,224 % | 2,214 % | 4,248 % | 5,755 % |
| 28 | 0,604 % | 3,325 % | 3,251 % | 2,214 % | 4,250 % | 5,715 % |
| 29 | 0,652 % | 3,322 % | 3,277 % | 2,219 % | 4,252 % | 5,676 % |
| 30 | 0,701 % | 3,322 % | 3,302 % | 2,230 % | 4,254 % | 5,637 % |
| 31 | 0,751 % | 3,324 % | 3,325 % | 2,247 % | 4,255 % | 5,601 % |
| 32 | 0,802 % | 3,329 % | 3,348 % | 2,268 % | 4,256 % | 5,565 % |
| 33 | 0,853 % | 3,336 % | 3,370 % | 2,293 % | 4,256 % | 5,531 % |
| 34 | 0,903 % | 3,345 % | 3,390 % | 2,320 % | 4,257 % | 5,498 % |
| 35 | 0,953 % | 3,355 % | 3,410 % | 2,349 % | 4,257 % | 5,466 % |
| 36 | 1,002 % | 3,365 % | 3,429 % | 2,380 % | 4,257 % | 5,436 % |
| 37 | 1,050 % | 3,377 % | 3,447 % | 2,411 % | 4,257 % | 5,406 % |
| 38 | 1,097 % | 3,389 % | 3,465 % | 2,443 % | 4,257 % | 5,378 % |
| 39 | 1,142 % | 3,401 % | 3,482 % | 2,474 % | 4,257 % | 5,351 % |
| 40 | 1,186 % | 3,414 % | 3,498 % | 2,506 % | 4,256 % | 5,325 % |
| 41 | 1,229 % | 3,427 % | 3,513 % | 2,538 % | 4,256 % | 5,300 % |
| 42 | 1,270 % | 3,440 % | 3,528 % | 2,569 % | 4,256 % | 5,275 % |
| 43 | 1,311 % | 3,453 % | 3,543 % | 2,599 % | 4,255 % | 5,252 % |
| 44 | 1,349 % | 3,465 % | 3,556 % | 2,629 % | 4,255 % | 5,230 % |
| 45 | 1,387 % | 3,478 % | 3,570 % | 2,659 % | 4,254 % | 5,208 % |
| 46 | 1,423 % | 3,490 % | 3,582 % | 2,687 % | 4,254 % | 5,187 % |
| 47 | 1,459 % | 3,502 % | 3,595 % | 2,715 % | 4,253 % | 5,167 % |
| 48 | 1,492 % | 3,514 % | 3,607 % | 2,743 % | 4,253 % | 5,148 % |
| 49 | 1,525 % | 3,526 % | 3,618 % | 2,769 % | 4,252 % | 5,129 % |
| 50 | 1,557 % | 3,538 % | 3,629 % | 2,795 % | 4,251 % | 5,111 % |
| 51 | 1,588 % | 3,549 % | 3,640 % | 2,820 % | 4,251 % | 5,094 % |
| 52 | 1,617 % | 3,560 % | 3,650 % | 2,845 % | 4,250 % | 5,077 % |
| 53 | 1,646 % | 3,571 % | 3,660 % | 2,868 % | 4,250 % | 5,061 % |
| 54 | 1,674 % | 3,581 % | 3,670 % | 2,891 % | 4,249 % | 5,046 % |
| 55 | 1,701 % | 3,591 % | 3,679 % | 2,914 % | 4,248 % | 5,030 % |
| 56 | 1,727 % | 3,601 % | 3,688 % | 2,936 % | 4,248 % | 5,016 % |
| 57 | 1,752 % | 3,611 % | 3,697 % | 2,957 % | 4,247 % | 5,002 % |
| 58 | 1,776 % | 3,620 % | 3,705 % | 2,977 % | 4,247 % | 4,988 % |
| 59 | 1,800 % | 3,630 % | 3,713 % | 2,997 % | 4,246 % | 4,975 % |
| 60 | 1,822 % | 3,639 % | 3,721 % | 3,016 % | 4,245 % | 4,962 % |
| 61 | 1,845 % | 3,647 % | 3,729 % | 3,035 % | 4,245 % | 4,950 % |
| 62 | 1,866 % | 3,656 % | 3,736 % | 3,053 % | 4,244 % | 4,938 % |
| 63 | 1,887 % | 3,664 % | 3,744 % | 3,071 % | 4,244 % | 4,926 % |
| 64 | 1,907 % | 3,672 % | 3,751 % | 3,088 % | 4,243 % | 4,915 % |
| 65 | 1,927 % | 3,680 % | 3,757 % | 3,105 % | 4,243 % | 4,904 % |
| 66 | 1,946 % | 3,687 % | 3,764 % | 3,121 % | 4,242 % | 4,893 % |
| 67 | 1,964 % | 3,695 % | 3,770 % | 3,137 % | 4,242 % | 4,883 % |
| 68 | 1,982 % | 3,702 % | 3,777 % | 3,152 % | 4,241 % | 4,873 % |
| 69 | 2,000 % | 3,709 % | 3,783 % | 3,167 % | 4,241 % | 4,863 % |
| 70 | 2,017 % | 3,716 % | 3,789 % | 3,182 % | 4,240 % | 4,854 % |
| 71 | 2,033 % | 3,723 % | 3,794 % | 3,196 % | 4,240 % | 4,845 % |
| 72 | 2,049 % | 3,729 % | 3,800 % | 3,210 % | 4,239 % | 4,836 % |
| 73 | 2,065 % | 3,735 % | 3,805 % | 3,223 % | 4,239 % | 4,827 % |
| 74 | 2,080 % | 3,742 % | 3,811 % | 3,236 % | 4,238 % | 4,819 % |
| 75 | 2,095 % | 3,748 % | 3,816 % | 3,249 % | 4,238 % | 4,810 % |
| 76 | 2,109 % | 3,753 % | 3,821 % | 3,261 % | 4,237 % | 4,802 % |
| 77 | 2,123 % | 3,759 % | 3,826 % | 3,273 % | 4,237 % | 4,794 % |
| 78 | 2,137 % | 3,765 % | 3,830 % | 3,285 % | 4,236 % | 4,787 % |
| 79 | 2,150 % | 3,770 % | 3,835 % | 3,297 % | 4,236 % | 4,779 % |
| 80 | 2,163 % | 3,775 % | 3,840 % | 3,308 % | 4,235 % | 4,772 % |
| 81 | 2,176 % | 3,781 % | 3,844 % | 3,319 % | 4,235 % | 4,765 % |
| 82 | 2,188 % | 3,786 % | 3,848 % | 3,329 % | 4,235 % | 4,758 % |
| 83 | 2,201 % | 3,791 % | 3,852 % | 3,340 % | 4,234 % | 4,751 % |
| 84 | 2,212 % | 3,796 % | 3,857 % | 3,350 % | 4,234 % | 4,745 % |
| 85 | 2,224 % | 3,800 % | 3,861 % | 3,360 % | 4,233 % | 4,738 % |
| 86 | 2,235 % | 3,805 % | 3,865 % | 3,370 % | 4,233 % | 4,732 % |
| 87 | 2,246 % | 3,809 % | 3,868 % | 3,379 % | 4,233 % | 4,726 % |
| 88 | 2,257 % | 3,814 % | 3,872 % | 3,388 % | 4,232 % | 4,720 % |
| 89 | 2,268 % | 3,818 % | 3,876 % | 3,397 % | 4,232 % | 4,714 % |
| 90 | 2,278 % | 3,822 % | 3,879 % | 3,406 % | 4,232 % | 4,708 % |
| 91 | 2,288 % | 3,826 % | 3,883 % | 3,415 % | 4,231 % | 4,703 % |
| 92 | 2,298 % | 3,830 % | 3,886 % | 3,423 % | 4,231 % | 4,697 % |
| 93 | 2,308 % | 3,834 % | 3,890 % | 3,432 % | 4,231 % | 4,692 % |
| 94 | 2,317 % | 3,838 % | 3,893 % | 3,440 % | 4,230 % | 4,687 % |
| 95 | 2,326 % | 3,842 % | 3,896 % | 3,448 % | 4,230 % | 4,682 % |
| 96 | 2,335 % | 3,846 % | 3,899 % | 3,456 % | 4,230 % | 4,677 % |
| 97 | 2,344 % | 3,849 % | 3,902 % | 3,463 % | 4,229 % | 4,672 % |
| 98 | 2,353 % | 3,853 % | 3,905 % | 3,471 % | 4,229 % | 4,667 % |
| 99 | 2,361 % | 3,857 % | 3,908 % | 3,478 % | 4,229 % | 4,662 % |
| 100 | 2,370 % | 3,860 % | 3,911 % | 3,485 % | 4,229 % | 4,658 % |
| 101 | 2,378 % | 3,863 % | 3,914 % | 3,492 % | 4,228 % | 4,653 % |
| 102 | 2,386 % | 3,867 % | 3,917 % | 3,499 % | 4,228 % | 4,649 % |
| 103 | 2,394 % | 3,870 % | 3,920 % | 3,506 % | 4,228 % | 4,644 % |
| 104 | 2,402 % | 3,873 % | 3,922 % | 3,513 % | 4,228 % | 4,640 % |
| 105 | 2,409 % | 3,876 % | 3,925 % | 3,519 % | 4,227 % | 4,636 % |
| 106 | 2,417 % | 3,879 % | 3,928 % | 3,526 % | 4,227 % | 4,632 % |
| 107 | 2,424 % | 3,882 % | 3,930 % | 3,532 % | 4,227 % | 4,628 % |
| 108 | 2,431 % | 3,885 % | 3,933 % | 3,538 % | 4,227 % | 4,624 % |
| 109 | 2,438 % | 3,888 % | 3,935 % | 3,544 % | 4,226 % | 4,620 % |
| 110 | 2,445 % | 3,891 % | 3,938 % | 3,550 % | 4,226 % | 4,616 % |
| 111 | 2,452 % | 3,894 % | 3,940 % | 3,556 % | 4,226 % | 4,612 % |
| 112 | 2,458 % | 3,896 % | 3,942 % | 3,562 % | 4,226 % | 4,608 % |
| 113 | 2,465 % | 3,899 % | 3,945 % | 3,567 % | 4,225 % | 4,605 % |
| 114 | 2,471 % | 3,902 % | 3,947 % | 3,573 % | 4,225 % | 4,601 % |
| 115 | 2,478 % | 3,904 % | 3,949 % | 3,578 % | 4,225 % | 4,598 % |
| 116 | 2,484 % | 3,907 % | 3,951 % | 3,584 % | 4,225 % | 4,594 % |
| 117 | 2,490 % | 3,909 % | 3,953 % | 3,589 % | 4,225 % | 4,591 % |
| 118 | 2,496 % | 3,912 % | 3,955 % | 3,594 % | 4,224 % | 4,588 % |
| 119 | 2,502 % | 3,914 % | 3,957 % | 3,599 % | 4,224 % | 4,584 % |
| 120 | 2,508 % | 3,917 % | 3,959 % | 3,604 % | 4,224 % | 4,581 % |
| 121 | 2,513 % | 3,919 % | 3,961 % | 3,609 % | 4,224 % | 4,578 % |
| 122 | 2,519 % | 3,921 % | 3,963 % | 3,614 % | 4,224 % | 4,575 % |
| 123 | 2,524 % | 3,923 % | 3,965 % | 3,619 % | 4,223 % | 4,572 % |
| 124 | 2,530 % | 3,926 % | 3,967 % | 3,623 % | 4,223 % | 4,569 % |
| 125 | 2,535 % | 3,928 % | 3,969 % | 3,628 % | 4,223 % | 4,566 % |
| 126 | 2,541 % | 3,930 % | 3,971 % | 3,632 % | 4,223 % | 4,563 % |
| 127 | 2,546 % | 3,932 % | 3,973 % | 3,637 % | 4,223 % | 4,560 % |
| 128 | 2,551 % | 3,934 % | 3,974 % | 3,641 % | 4,222 % | 4,557 % |
| 129 | 2,556 % | 3,936 % | 3,976 % | 3,646 % | 4,222 % | 4,555 % |
| 130 | 2,561 % | 3,938 % | 3,978 % | 3,650 % | 4,222 % | 4,552 % |
| 131 | 2,566 % | 3,940 % | 3,980 % | 3,654 % | 4,222 % | 4,549 % |
| 132 | 2,570 % | 3,942 % | 3,981 % | 3,658 % | 4,222 % | 4,546 % |
| 133 | 2,575 % | 3,944 % | 3,983 % | 3,662 % | 4,222 % | 4,544 % |
| 134 | 2,580 % | 3,946 % | 3,985 % | 3,666 % | 4,221 % | 4,541 % |
| 135 | 2,584 % | 3,948 % | 3,986 % | 3,670 % | 4,221 % | 4,539 % |
| 136 | 2,589 % | 3,950 % | 3,988 % | 3,674 % | 4,221 % | 4,536 % |
| 137 | 2,593 % | 3,952 % | 3,989 % | 3,678 % | 4,221 % | 4,534 % |
| 138 | 2,598 % | 3,953 % | 3,991 % | 3,682 % | 4,221 % | 4,531 % |
| 139 | 2,602 % | 3,955 % | 3,992 % | 3,685 % | 4,221 % | 4,529 % |
| 140 | 2,606 % | 3,957 % | 3,994 % | 3,689 % | 4,220 % | 4,527 % |
| 141 | 2,610 % | 3,959 % | 3,995 % | 3,693 % | 4,220 % | 4,524 % |
| 142 | 2,615 % | 3,960 % | 3,997 % | 3,696 % | 4,220 % | 4,522 % |
| 143 | 2,619 % | 3,962 % | 3,998 % | 3,700 % | 4,220 % | 4,520 % |
| 144 | 2,623 % | 3,964 % | 3,999 % | 3,703 % | 4,220 % | 4,518 % |
| 145 | 2,627 % | 3,965 % | 4,001 % | 3,707 % | 4,220 % | 4,515 % |
| 146 | 2,631 % | 3,967 % | 4,002 % | 3,710 % | 4,220 % | 4,513 % |
| 147 | 2,634 % | 3,969 % | 4,004 % | 3,713 % | 4,220 % | 4,511 % |
| 148 | 2,638 % | 3,970 % | 4,005 % | 3,717 % | 4,219 % | 4,509 % |
| 149 | 2,642 % | 3,972 % | 4,006 % | 3,720 % | 4,219 % | 4,507 % |
| 150 | 2,646 % | 3,973 % | 4,007 % | 3,723 % | 4,219 % | 4,505 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,780 %

1,826 %

1,420 %

0,779 %

2,455 %

5,322 %

2

– 0,735 %

1,953 %

1,557 %

0,891 %

2,630 %

5,368 %

3

– 0,648 %

2,088 %

1,752 %

1,041 %

2,880 %

5,486 %

4

– 0,545 %

2,228 %

1,928 %

1,160 %

3,112 %

5,607 %

5

– 0,438 %

2,362 %

2,090 %

1,265 %

3,327 %

5,693 %

6

– 0,327 %

2,486 %

2,218 %

1,358 %

3,520 %

5,838 %

7

– 0,218 %

2,584 %

2,323 %

1,453 %

3,678 %

5,950 %

8

– 0,121 %

2,678 %

2,414 %

1,544 %

3,798 %

6,072 %

9

– 0,033 %

2,758 %

2,492 %

1,631 %

3,888 %

6,183 %

10

0,031 %

2,833 %

2,556 %

1,729 %

3,958 %

6,257 %

11

0,102 %

2,901 %

2,608 %

1,820 %

4,013 %

6,297 %

12

0,158 %

2,963 %

2,655 %

1,902 %

4,056 %

6,312 %

13

0,196 %

3,019 %

2,701 %

1,976 %

4,092 %

6,309 %

14

0,248 %

3,067 %

2,747 %

2,044 %

4,120 %

6,292 %

15

0,289 %

3,108 %

2,792 %

2,104 %

4,144 %

6,266 %

16

0,325 %

3,142 %

2,836 %

2,157 %

4,163 %

6,233 %

17

0,357 %

3,170 %

2,879 %

2,202 %

4,180 %

6,195 %

18

0,384 %

3,196 %

2,920 %

2,237 %

4,193 %

6,154 %

19

0,406 %

3,220 %

2,960 %

2,260 %

4,204 %

6,110 %

20

0,421 %

3,243 %

2,998 %

2,271 %

4,214 %

6,065 %

21

0,431 %

3,266 %

3,035 %

2,271 %

4,222 %

6,020 %

22

0,439 %

3,288 %

3,070 %

2,263 %

4,228 %

5,974 %

23

0,450 %

3,306 %

3,104 %

2,251 %

4,234 %

5,929 %

24

0,465 %

3,319 %

3,136 %

2,238 %

4,238 %

5,884 %

25

0,489 %

3,327 %

3,167 %

2,227 %

4,242 %

5,840 %

26

0,521 %

3,329 %

3,196 %

2,219 %

4,246 %

5,797 %

27

0,560 %

3,328 %

3,224 %

2,214 %

4,248 %

5,755 %

28

0,604 %

3,325 %

3,251 %

2,214 %

4,250 %

5,715 %

29

0,652 %

3,322 %

3,277 %

2,219 %

4,252 %

5,676 %

30

0,701 %

3,322 %

3,302 %

2,230 %

4,254 %

5,637 %

31

0,751 %

3,324 %

3,325 %

2,247 %

4,255 %

5,601 %

32

0,802 %

3,329 %

3,348 %

2,268 %

4,256 %

5,565 %

33

0,853 %

3,336 %

3,370 %

2,293 %

4,256 %

5,531 %

34

0,903 %

3,345 %

3,390 %

2,320 %

4,257 %

5,498 %

35

0,953 %

3,355 %

3,410 %

2,349 %

4,257 %

5,466 %

36

1,002 %

3,365 %

3,429 %

2,380 %

4,257 %

5,436 %

37

1,050 %

3,377 %

3,447 %

2,411 %

4,257 %

5,406 %

38

1,097 %

3,389 %

3,465 %

2,443 %

4,257 %

5,378 %

39

1,142 %

3,401 %

3,482 %

2,474 %

4,257 %

5,351 %

40

1,186 %

3,414 %

3,498 %

2,506 %

4,256 %

5,325 %

41

1,229 %

3,427 %

3,513 %

2,538 %

4,256 %

5,300 %

42

1,270 %

3,440 %

3,528 %

2,569 %

4,256 %

5,275 %

43

1,311 %

3,453 %

3,543 %

2,599 %

4,255 %

5,252 %

44

1,349 %

3,465 %

3,556 %

2,629 %

4,255 %

5,230 %

45

1,387 %

3,478 %

3,570 %

2,659 %

4,254 %

5,208 %

46

1,423 %

3,490 %

3,582 %

2,687 %

4,254 %

5,187 %

47

1,459 %

3,502 %

3,595 %

2,715 %

4,253 %

5,167 %

48

1,492 %

3,514 %

3,607 %

2,743 %

4,253 %

5,148 %

49

1,525 %

3,526 %

3,618 %

2,769 %

4,252 %

5,129 %

50

1,557 %

3,538 %

3,629 %

2,795 %

4,251 %

5,111 %

51

1,588 %

3,549 %

3,640 %

2,820 %

4,251 %

5,094 %

52

1,617 %

3,560 %

3,650 %

2,845 %

4,250 %

5,077 %

53

1,646 %

3,571 %

3,660 %

2,868 %

4,250 %

5,061 %

54

1,674 %

3,581 %

3,670 %

2,891 %

4,249 %

5,046 %

55

1,701 %

3,591 %

3,679 %

2,914 %

4,248 %

5,030 %

56

1,727 %

3,601 %

3,688 %

2,936 %

4,248 %

5,016 %

57

1,752 %

3,611 %

3,697 %

2,957 %

4,247 %

5,002 %

58

1,776 %

3,620 %

3,705 %

2,977 %

4,247 %

4,988 %

59

1,800 %

3,630 %

3,713 %

2,997 %

4,246 %

4,975 %

60

1,822 %

3,639 %

3,721 %

3,016 %

4,245 %

4,962 %

61

1,845 %

3,647 %

3,729 %

3,035 %

4,245 %

4,950 %

62

1,866 %

3,656 %

3,736 %

3,053 %

4,244 %

4,938 %

63

1,887 %

3,664 %

3,744 %

3,071 %

4,244 %

4,926 %

64

1,907 %

3,672 %

3,751 %

3,088 %

4,243 %

4,915 %

65

1,927 %

3,680 %

3,757 %

3,105 %

4,243 %

4,904 %

66

1,946 %

3,687 %

3,764 %

3,121 %

4,242 %

4,893 %

67

1,964 %

3,695 %

3,770 %

3,137 %

4,242 %

4,883 %

68

1,982 %

3,702 %

3,777 %

3,152 %

4,241 %

4,873 %

69

2,000 %

3,709 %

3,783 %

3,167 %

4,241 %

4,863 %

70

2,017 %

3,716 %

3,789 %

3,182 %

4,240 %

4,854 %

71

2,033 %

3,723 %

3,794 %

3,196 %

4,240 %

4,845 %

72

2,049 %

3,729 %

3,800 %

3,210 %

4,239 %

4,836 %

73

2,065 %

3,735 %

3,805 %

3,223 %

4,239 %

4,827 %

74

2,080 %

3,742 %

3,811 %

3,236 %

4,238 %

4,819 %

75

2,095 %

3,748 %

3,816 %

3,249 %

4,238 %

4,810 %

76

2,109 %

3,753 %

3,821 %

3,261 %

4,237 %

4,802 %

77

2,123 %

3,759 %

3,826 %

3,273 %

4,237 %

4,794 %

78

2,137 %

3,765 %

3,830 %

3,285 %

4,236 %

4,787 %

79

2,150 %

3,770 %

3,835 %

3,297 %

4,236 %

4,779 %

80

2,163 %

3,775 %

3,840 %

3,308 %

4,235 %

4,772 %

81

2,176 %

3,781 %

3,844 %

3,319 %

4,235 %

4,765 %

82

2,188 %

3,786 %

3,848 %

3,329 %

4,235 %

4,758 %

83

2,201 %

3,791 %

3,852 %

3,340 %

4,234 %

4,751 %

84

2,212 %

3,796 %

3,857 %

3,350 %

4,234 %

4,745 %

85

2,224 %

3,800 %

3,861 %

3,360 %

4,233 %

4,738 %

86

2,235 %

3,805 %

3,865 %

3,370 %

4,233 %

4,732 %

87

2,246 %

3,809 %

3,868 %

3,379 %

4,233 %

4,726 %

88

2,257 %

3,814 %

3,872 %

3,388 %

4,232 %

4,720 %

89

2,268 %

3,818 %

3,876 %

3,397 %

4,232 %

4,714 %

90

2,278 %

3,822 %

3,879 %

3,406 %

4,232 %

4,708 %

91

2,288 %

3,826 %

3,883 %

3,415 %

4,231 %

4,703 %

92

2,298 %

3,830 %

3,886 %

3,423 %

4,231 %

4,697 %

93

2,308 %

3,834 %

3,890 %

3,432 %

4,231 %

4,692 %

94

2,317 %

3,838 %

3,893 %

3,440 %

4,230 %

4,687 %

95

2,326 %

3,842 %

3,896 %

3,448 %

4,230 %

4,682 %

96

2,335 %

3,846 %

3,899 %

3,456 %

4,230 %

4,677 %

97

2,344 %

3,849 %

3,902 %

3,463 %

4,229 %

4,672 %

98

2,353 %

3,853 %

3,905 %

3,471 %

4,229 %

4,667 %

99

2,361 %

3,857 %

3,908 %

3,478 %

4,229 %

4,662 %

100

2,370 %

3,860 %

3,911 %

3,485 %

4,229 %

4,658 %

101

2,378 %

3,863 %

3,914 %

3,492 %

4,228 %

4,653 %

102

2,386 %

3,867 %

3,917 %

3,499 %

4,228 %

4,649 %

103

2,394 %

3,870 %

3,920 %

3,506 %

4,228 %

4,644 %

104

2,402 %

3,873 %

3,922 %

3,513 %

4,228 %

4,640 %

105

2,409 %

3,876 %

3,925 %

3,519 %

4,227 %

4,636 %

106

2,417 %

3,879 %

3,928 %

3,526 %

4,227 %

4,632 %

107

2,424 %

3,882 %

3,930 %

3,532 %

4,227 %

4,628 %

108

2,431 %

3,885 %

3,933 %

3,538 %

4,227 %

4,624 %

109

2,438 %

3,888 %

3,935 %

3,544 %

4,226 %

4,620 %

110

2,445 %

3,891 %

3,938 %

3,550 %

4,226 %

4,616 %

111

2,452 %

3,894 %

3,940 %

3,556 %

4,226 %

4,612 %

112

2,458 %

3,896 %

3,942 %

3,562 %

4,226 %

4,608 %

113

2,465 %

3,899 %

3,945 %

3,567 %

4,225 %

4,605 %

114

2,471 %

3,902 %

3,947 %

3,573 %

4,225 %

4,601 %

115

2,478 %

3,904 %

3,949 %

3,578 %

4,225 %

4,598 %

116

2,484 %

3,907 %

3,951 %

3,584 %

4,225 %

4,594 %

117

2,490 %

3,909 %

3,953 %

3,589 %

4,225 %

4,591 %

118

2,496 %

3,912 %

3,955 %

3,594 %

4,224 %

4,588 %

119

2,502 %

3,914 %

3,957 %

3,599 %

4,224 %

4,584 %

120

2,508 %

3,917 %

3,959 %

3,604 %

4,224 %

4,581 %

121

2,513 %

3,919 %

3,961 %

3,609 %

4,224 %

4,578 %

122

2,519 %

3,921 %

3,963 %

3,614 %

4,224 %

4,575 %

123

2,524 %

3,923 %

3,965 %

3,619 %

4,223 %

4,572 %

124

2,530 %

3,926 %

3,967 %

3,623 %

4,223 %

4,569 %

125

2,535 %

3,928 %

3,969 %

3,628 %

4,223 %

4,566 %

126

2,541 %

3,930 %

3,971 %

3,632 %

4,223 %

4,563 %

127

2,546 %

3,932 %

3,973 %

3,637 %

4,223 %

4,560 %

128

2,551 %

3,934 %

3,974 %

3,641 %

4,222 %

4,557 %

129

2,556 %

3,936 %

3,976 %

3,646 %

4,222 %

4,555 %

130

2,561 %

3,938 %

3,978 %

3,650 %

4,222 %

4,552 %

131

2,566 %

3,940 %

3,980 %

3,654 %

4,222 %

4,549 %

132

2,570 %

3,942 %

3,981 %

3,658 %

4,222 %

4,546 %

133

2,575 %

3,944 %

3,983 %

3,662 %

4,222 %

4,544 %

134

2,580 %

3,946 %

3,985 %

3,666 %

4,221 %

4,541 %

135

2,584 %

3,948 %

3,986 %

3,670 %

4,221 %

4,539 %

136

2,589 %

3,950 %

3,988 %

3,674 %

4,221 %

4,536 %

137

2,593 %

3,952 %

3,989 %

3,678 %

4,221 %

4,534 %

138

2,598 %

3,953 %

3,991 %

3,682 %

4,221 %

4,531 %

139

2,602 %

3,955 %

3,992 %

3,685 %

4,221 %

4,529 %

140

2,606 %

3,957 %

3,994 %

3,689 %

4,220 %

4,527 %

141

2,610 %

3,959 %

3,995 %

3,693 %

4,220 %

4,524 %

142

2,615 %

3,960 %

3,997 %

3,696 %

4,220 %

4,522 %

143

2,619 %

3,962 %

3,998 %

3,700 %

4,220 %

4,520 %

144

2,623 %

3,964 %

3,999 %

3,703 %

4,220 %

4,518 %

145

2,627 %

3,965 %

4,001 %

3,707 %

4,220 %

4,515 %

146

2,631 %

3,967 %

4,002 %

3,710 %

4,220 %

4,513 %

147

2,634 %

3,969 %

4,004 %

3,713 %

4,220 %

4,511 %

148

2,638 %

3,970 %

4,005 %

3,717 %

4,219 %

4,509 %

149

2,642 %

3,972 %

4,006 %

3,720 %

4,219 %

4,507 %

150

2,646 %

3,973 %

4,007 %

3,723 %

4,219 %

4,505 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 1,065 % | 5,920 % | 6,999 % | 0,406 % | 1,859 % | 7,186 % |
| 2 | 1,349 % | 6,052 % | 7,013 % | 0,527 % | 2,106 % | 7,181 % |
| 3 | 1,564 % | 6,172 % | 7,027 % | 0,629 % | 2,347 % | 7,278 % |
| 4 | 1,751 % | 6,287 % | 7,047 % | 0,715 % | 2,556 % | 7,418 % |
| 5 | 1,870 % | 6,390 % | 7,084 % | 0,789 % | 2,735 % | 7,580 % |
| 6 | 1,969 % | 6,492 % | 7,153 % | 0,865 % | 2,894 % | 7,732 % |
| 7 | 2,055 % | 6,565 % | 7,224 % | 0,921 % | 3,027 % | 7,865 % |
| 8 | 2,127 % | 6,646 % | 7,277 % | 0,982 % | 3,139 % | 7,985 % |
| 9 | 2,188 % | 6,724 % | 7,324 % | 1,041 % | 3,234 % | 8,093 % |
| 10 | 2,237 % | 6,797 % | 7,377 % | 1,099 % | 3,309 % | 8,194 % |
| 11 | 2,278 % | 6,844 % | 7,441 % | 1,171 % | 3,384 % | 8,286 % |
| 12 | 2,313 % | 6,868 % | 7,513 % | 1,253 % | 3,462 % | 8,360 % |
| 13 | 2,346 % | 6,875 % | 7,586 % | 1,340 % | 3,542 % | 8,408 % |
| 14 | 2,379 % | 6,870 % | 7,658 % | 1,430 % | 3,619 % | 8,432 % |
| 15 | 2,414 % | 6,855 % | 7,727 % | 1,520 % | 3,692 % | 8,434 % |
| 16 | 2,454 % | 6,834 % | 7,791 % | 1,608 % | 3,758 % | 8,416 % |
| 17 | 2,496 % | 6,808 % | 7,847 % | 1,694 % | 3,817 % | 8,383 % |
| 18 | 2,539 % | 6,778 % | 7,891 % | 1,777 % | 3,871 % | 8,337 % |
| 19 | 2,583 % | 6,746 % | 7,922 % | 1,857 % | 3,917 % | 8,284 % |
| 20 | 2,627 % | 6,712 % | 7,938 % | 1,934 % | 3,958 % | 8,224 % |
| 21 | 2,670 % | 6,678 % | 7,936 % | 2,007 % | 3,993 % | 8,160 % |
| 22 | 2,712 % | 6,643 % | 7,921 % | 2,077 % | 4,022 % | 8,093 % |
| 23 | 2,754 % | 6,608 % | 7,894 % | 2,144 % | 4,047 % | 8,025 % |
| 24 | 2,794 % | 6,573 % | 7,859 % | 2,208 % | 4,069 % | 7,956 % |
| 25 | 2,833 % | 6,539 % | 7,818 % | 2,269 % | 4,088 % | 7,887 % |
| 26 | 2,871 % | 6,505 % | 7,772 % | 2,327 % | 4,104 % | 7,819 % |
| 27 | 2,907 % | 6,472 % | 7,723 % | 2,383 % | 4,117 % | 7,751 % |
| 28 | 2,942 % | 6,440 % | 7,672 % | 2,435 % | 4,129 % | 7,686 % |
| 29 | 2,975 % | 6,409 % | 7,619 % | 2,486 % | 4,140 % | 7,621 % |
| 30 | 3,008 % | 6,378 % | 7,566 % | 2,534 % | 4,148 % | 7,559 % |
| 31 | 3,039 % | 6,349 % | 7,513 % | 2,579 % | 4,156 % | 7,498 % |
| 32 | 3,069 % | 6,321 % | 7,460 % | 2,623 % | 4,163 % | 7,439 % |
| 33 | 3,097 % | 6,293 % | 7,407 % | 2,665 % | 4,169 % | 7,383 % |
| 34 | 3,125 % | 6,267 % | 7,356 % | 2,704 % | 4,174 % | 7,328 % |
| 35 | 3,151 % | 6,241 % | 7,306 % | 2,742 % | 4,178 % | 7,275 % |
| 36 | 3,176 % | 6,217 % | 7,257 % | 2,779 % | 4,182 % | 7,224 % |
| 37 | 3,201 % | 6,193 % | 7,210 % | 2,814 % | 4,185 % | 7,175 % |
| 38 | 3,224 % | 6,170 % | 7,163 % | 2,847 % | 4,188 % | 7,128 % |
| 39 | 3,246 % | 6,148 % | 7,119 % | 2,879 % | 4,191 % | 7,083 % |
| 40 | 3,268 % | 6,127 % | 7,076 % | 2,909 % | 4,193 % | 7,039 % |
| 41 | 3,289 % | 6,106 % | 7,034 % | 2,939 % | 4,195 % | 6,998 % |
| 42 | 3,309 % | 6,087 % | 6,993 % | 2,967 % | 4,196 % | 6,957 % |
| 43 | 3,328 % | 6,068 % | 6,954 % | 2,994 % | 4,198 % | 6,919 % |
| 44 | 3,346 % | 6,049 % | 6,917 % | 3,020 % | 4,199 % | 6,881 % |
| 45 | 3,364 % | 6,032 % | 6,881 % | 3,045 % | 4,200 % | 6,845 % |
| 46 | 3,381 % | 6,015 % | 6,846 % | 3,069 % | 4,201 % | 6,811 % |
| 47 | 3,398 % | 5,998 % | 6,812 % | 3,092 % | 4,202 % | 6,778 % |
| 48 | 3,413 % | 5,982 % | 6,780 % | 3,114 % | 4,203 % | 6,746 % |
| 49 | 3,429 % | 5,967 % | 6,748 % | 3,135 % | 4,203 % | 6,715 % |
| 50 | 3,443 % | 5,952 % | 6,718 % | 3,156 % | 4,204 % | 6,685 % |
| 51 | 3,458 % | 5,938 % | 6,689 % | 3,176 % | 4,204 % | 6,657 % |
| 52 | 3,471 % | 5,924 % | 6,661 % | 3,195 % | 4,204 % | 6,629 % |
| 53 | 3,485 % | 5,911 % | 6,634 % | 3,213 % | 4,205 % | 6,603 % |
| 54 | 3,498 % | 5,898 % | 6,607 % | 3,231 % | 4,205 % | 6,577 % |
| 55 | 3,510 % | 5,886 % | 6,582 % | 3,248 % | 4,205 % | 6,552 % |
| 56 | 3,522 % | 5,874 % | 6,558 % | 3,265 % | 4,206 % | 6,528 % |
| 57 | 3,533 % | 5,862 % | 6,534 % | 3,281 % | 4,206 % | 6,505 % |
| 58 | 3,545 % | 5,851 % | 6,511 % | 3,296 % | 4,206 % | 6,483 % |
| 59 | 3,556 % | 5,840 % | 6,489 % | 3,311 % | 4,206 % | 6,461 % |
| 60 | 3,566 % | 5,830 % | 6,468 % | 3,326 % | 4,206 % | 6,440 % |
| 61 | 3,576 % | 5,820 % | 6,447 % | 3,340 % | 4,206 % | 6,420 % |
| 62 | 3,586 % | 5,810 % | 6,427 % | 3,354 % | 4,206 % | 6,400 % |
| 63 | 3,596 % | 5,800 % | 6,407 % | 3,367 % | 4,206 % | 6,381 % |
| 64 | 3,605 % | 5,791 % | 6,388 % | 3,380 % | 4,206 % | 6,363 % |
| 65 | 3,614 % | 5,782 % | 6,370 % | 3,392 % | 4,206 % | 6,345 % |
| 66 | 3,623 % | 5,773 % | 6,352 % | 3,404 % | 4,206 % | 6,327 % |
| 67 | 3,631 % | 5,765 % | 6,335 % | 3,416 % | 4,206 % | 6,311 % |
| 68 | 3,640 % | 5,756 % | 6,318 % | 3,428 % | 4,206 % | 6,294 % |
| 69 | 3,648 % | 5,748 % | 6,302 % | 3,439 % | 4,206 % | 6,278 % |
| 70 | 3,656 % | 5,741 % | 6,286 % | 3,449 % | 4,206 % | 6,263 % |
| 71 | 3,663 % | 5,733 % | 6,271 % | 3,460 % | 4,206 % | 6,248 % |
| 72 | 3,670 % | 5,726 % | 6,256 % | 3,470 % | 4,206 % | 6,233 % |
| 73 | 3,678 % | 5,718 % | 6,242 % | 3,480 % | 4,206 % | 6,219 % |
| 74 | 3,685 % | 5,711 % | 6,227 % | 3,490 % | 4,206 % | 6,205 % |
| 75 | 3,692 % | 5,705 % | 6,214 % | 3,499 % | 4,206 % | 6,192 % |
| 76 | 3,698 % | 5,698 % | 6,200 % | 3,508 % | 4,206 % | 6,179 % |
| 77 | 3,705 % | 5,692 % | 6,187 % | 3,517 % | 4,206 % | 6,166 % |
| 78 | 3,711 % | 5,685 % | 6,175 % | 3,526 % | 4,206 % | 6,154 % |
| 79 | 3,717 % | 5,679 % | 6,162 % | 3,534 % | 4,206 % | 6,141 % |
| 80 | 3,723 % | 5,673 % | 6,150 % | 3,543 % | 4,206 % | 6,130 % |
| 81 | 3,729 % | 5,667 % | 6,138 % | 3,551 % | 4,206 % | 6,118 % |
| 82 | 3,735 % | 5,662 % | 6,127 % | 3,559 % | 4,206 % | 6,107 % |
| 83 | 3,740 % | 5,656 % | 6,116 % | 3,566 % | 4,205 % | 6,096 % |
| 84 | 3,746 % | 5,651 % | 6,105 % | 3,574 % | 4,205 % | 6,085 % |
| 85 | 3,751 % | 5,645 % | 6,094 % | 3,581 % | 4,205 % | 6,075 % |
| 86 | 3,756 % | 5,640 % | 6,084 % | 3,588 % | 4,205 % | 6,065 % |
| 87 | 3,761 % | 5,635 % | 6,073 % | 3,595 % | 4,205 % | 6,055 % |
| 88 | 3,766 % | 5,630 % | 6,063 % | 3,602 % | 4,205 % | 6,045 % |
| 89 | 3,771 % | 5,625 % | 6,054 % | 3,609 % | 4,205 % | 6,035 % |
| 90 | 3,776 % | 5,621 % | 6,044 % | 3,615 % | 4,205 % | 6,026 % |
| 91 | 3,781 % | 5,616 % | 6,035 % | 3,622 % | 4,205 % | 6,017 % |
| 92 | 3,785 % | 5,611 % | 6,026 % | 3,628 % | 4,205 % | 6,008 % |
| 93 | 3,790 % | 5,607 % | 6,017 % | 3,634 % | 4,205 % | 5,999 % |
| 94 | 3,794 % | 5,603 % | 6,008 % | 3,640 % | 4,205 % | 5,991 % |
| 95 | 3,798 % | 5,598 % | 6,000 % | 3,646 % | 4,205 % | 5,982 % |
| 96 | 3,802 % | 5,594 % | 5,991 % | 3,652 % | 4,205 % | 5,974 % |
| 97 | 3,806 % | 5,590 % | 5,983 % | 3,658 % | 4,205 % | 5,966 % |
| 98 | 3,810 % | 5,586 % | 5,975 % | 3,663 % | 4,205 % | 5,958 % |
| 99 | 3,814 % | 5,582 % | 5,967 % | 3,668 % | 4,205 % | 5,951 % |
| 100 | 3,818 % | 5,578 % | 5,959 % | 3,674 % | 4,205 % | 5,943 % |
| 101 | 3,822 % | 5,575 % | 5,952 % | 3,679 % | 4,205 % | 5,936 % |
| 102 | 3,826 % | 5,571 % | 5,945 % | 3,684 % | 4,205 % | 5,928 % |
| 103 | 3,829 % | 5,567 % | 5,937 % | 3,689 % | 4,205 % | 5,921 % |
| 104 | 3,833 % | 5,564 % | 5,930 % | 3,694 % | 4,204 % | 5,914 % |
| 105 | 3,836 % | 5,560 % | 5,923 % | 3,699 % | 4,204 % | 5,908 % |
| 106 | 3,840 % | 5,557 % | 5,916 % | 3,703 % | 4,204 % | 5,901 % |
| 107 | 3,843 % | 5,554 % | 5,910 % | 3,708 % | 4,204 % | 5,894 % |
| 108 | 3,846 % | 5,550 % | 5,903 % | 3,713 % | 4,204 % | 5,888 % |
| 109 | 3,850 % | 5,547 % | 5,897 % | 3,717 % | 4,204 % | 5,882 % |
| 110 | 3,853 % | 5,544 % | 5,890 % | 3,721 % | 4,204 % | 5,875 % |
| 111 | 3,856 % | 5,541 % | 5,884 % | 3,726 % | 4,204 % | 5,869 % |
| 112 | 3,859 % | 5,538 % | 5,878 % | 3,730 % | 4,204 % | 5,863 % |
| 113 | 3,862 % | 5,535 % | 5,872 % | 3,734 % | 4,204 % | 5,857 % |
| 114 | 3,865 % | 5,532 % | 5,866 % | 3,738 % | 4,204 % | 5,852 % |
| 115 | 3,868 % | 5,529 % | 5,860 % | 3,742 % | 4,204 % | 5,846 % |
| 116 | 3,871 % | 5,526 % | 5,854 % | 3,746 % | 4,204 % | 5,840 % |
| 117 | 3,874 % | 5,523 % | 5,849 % | 3,750 % | 4,204 % | 5,835 % |
| 118 | 3,876 % | 5,521 % | 5,843 % | 3,754 % | 4,204 % | 5,829 % |
| 119 | 3,879 % | 5,518 % | 5,838 % | 3,758 % | 4,204 % | 5,824 % |
| 120 | 3,882 % | 5,515 % | 5,832 % | 3,761 % | 4,204 % | 5,819 % |
| 121 | 3,884 % | 5,513 % | 5,827 % | 3,765 % | 4,204 % | 5,814 % |
| 122 | 3,887 % | 5,510 % | 5,822 % | 3,768 % | 4,204 % | 5,809 % |
| 123 | 3,889 % | 5,508 % | 5,817 % | 3,772 % | 4,204 % | 5,804 % |
| 124 | 3,892 % | 5,505 % | 5,812 % | 3,775 % | 4,204 % | 5,799 % |
| 125 | 3,894 % | 5,503 % | 5,807 % | 3,779 % | 4,204 % | 5,794 % |
| 126 | 3,897 % | 5,500 % | 5,802 % | 3,782 % | 4,204 % | 5,789 % |
| 127 | 3,899 % | 5,498 % | 5,798 % | 3,785 % | 4,204 % | 5,785 % |
| 128 | 3,902 % | 5,496 % | 5,793 % | 3,789 % | 4,204 % | 5,780 % |
| 129 | 3,904 % | 5,493 % | 5,788 % | 3,792 % | 4,204 % | 5,776 % |
| 130 | 3,906 % | 5,491 % | 5,784 % | 3,795 % | 4,204 % | 5,771 % |
| 131 | 3,908 % | 5,489 % | 5,779 % | 3,798 % | 4,204 % | 5,767 % |
| 132 | 3,911 % | 5,487 % | 5,775 % | 3,801 % | 4,204 % | 5,762 % |
| 133 | 3,913 % | 5,484 % | 5,771 % | 3,804 % | 4,204 % | 5,758 % |
| 134 | 3,915 % | 5,482 % | 5,766 % | 3,807 % | 4,203 % | 5,754 % |
| 135 | 3,917 % | 5,480 % | 5,762 % | 3,810 % | 4,203 % | 5,750 % |
| 136 | 3,919 % | 5,478 % | 5,758 % | 3,813 % | 4,203 % | 5,746 % |
| 137 | 3,921 % | 5,476 % | 5,754 % | 3,816 % | 4,203 % | 5,742 % |
| 138 | 3,923 % | 5,474 % | 5,750 % | 3,818 % | 4,203 % | 5,738 % |
| 139 | 3,925 % | 5,472 % | 5,746 % | 3,821 % | 4,203 % | 5,734 % |
| 140 | 3,927 % | 5,470 % | 5,742 % | 3,824 % | 4,203 % | 5,730 % |
| 141 | 3,929 % | 5,468 % | 5,738 % | 3,826 % | 4,203 % | 5,726 % |
| 142 | 3,931 % | 5,466 % | 5,734 % | 3,829 % | 4,203 % | 5,723 % |
| 143 | 3,933 % | 5,464 % | 5,731 % | 3,832 % | 4,203 % | 5,719 % |
| 144 | 3,935 % | 5,463 % | 5,727 % | 3,834 % | 4,203 % | 5,715 % |
| 145 | 3,937 % | 5,461 % | 5,723 % | 3,837 % | 4,203 % | 5,712 % |
| 146 | 3,938 % | 5,459 % | 5,720 % | 3,839 % | 4,203 % | 5,708 % |
| 147 | 3,940 % | 5,457 % | 5,716 % | 3,842 % | 4,203 % | 5,705 % |
| 148 | 3,942 % | 5,456 % | 5,713 % | 3,844 % | 4,203 % | 5,702 % |
| 149 | 3,944 % | 5,454 % | 5,709 % | 3,847 % | 4,203 % | 5,698 % |
| 150 | 3,945 % | 5,452 % | 5,706 % | 3,849 % | 4,203 % | 5,695 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

1,065 %

5,920 %

6,999 %

0,406 %

1,859 %

7,186 %

2

1,349 %

6,052 %

7,013 %

0,527 %

2,106 %

7,181 %

3

1,564 %

6,172 %

7,027 %

0,629 %

2,347 %

7,278 %

4

1,751 %

6,287 %

7,047 %

0,715 %

2,556 %

7,418 %

5

1,870 %

6,390 %

7,084 %

0,789 %

2,735 %

7,580 %

6

1,969 %

6,492 %

7,153 %

0,865 %

2,894 %

7,732 %

7

2,055 %

6,565 %

7,224 %

0,921 %

3,027 %

7,865 %

8

2,127 %

6,646 %

7,277 %

0,982 %

3,139 %

7,985 %

9

2,188 %

6,724 %

7,324 %

1,041 %

3,234 %

8,093 %

10

2,237 %

6,797 %

7,377 %

1,099 %

3,309 %

8,194 %

11

2,278 %

6,844 %

7,441 %

1,171 %

3,384 %

8,286 %

12

2,313 %

6,868 %

7,513 %

1,253 %

3,462 %

8,360 %

13

2,346 %

6,875 %

7,586 %

1,340 %

3,542 %

8,408 %

14

2,379 %

6,870 %

7,658 %

1,430 %

3,619 %

8,432 %

15

2,414 %

6,855 %

7,727 %

1,520 %

3,692 %

8,434 %

16

2,454 %

6,834 %

7,791 %

1,608 %

3,758 %

8,416 %

17

2,496 %

6,808 %

7,847 %

1,694 %

3,817 %

8,383 %

18

2,539 %

6,778 %

7,891 %

1,777 %

3,871 %

8,337 %

19

2,583 %

6,746 %

7,922 %

1,857 %

3,917 %

8,284 %

20

2,627 %

6,712 %

7,938 %

1,934 %

3,958 %

8,224 %

21

2,670 %

6,678 %

7,936 %

2,007 %

3,993 %

8,160 %

22

2,712 %

6,643 %

7,921 %

2,077 %

4,022 %

8,093 %

23

2,754 %

6,608 %

7,894 %

2,144 %

4,047 %

8,025 %

24

2,794 %

6,573 %

7,859 %

2,208 %

4,069 %

7,956 %

25

2,833 %

6,539 %

7,818 %

2,269 %

4,088 %

7,887 %

26

2,871 %

6,505 %

7,772 %

2,327 %

4,104 %

7,819 %

27

2,907 %

6,472 %

7,723 %

2,383 %

4,117 %

7,751 %

28

2,942 %

6,440 %

7,672 %

2,435 %

4,129 %

7,686 %

29

2,975 %

6,409 %

7,619 %

2,486 %

4,140 %

7,621 %

30

3,008 %

6,378 %

7,566 %

2,534 %

4,148 %

7,559 %

31

3,039 %

6,349 %

7,513 %

2,579 %

4,156 %

7,498 %

32

3,069 %

6,321 %

7,460 %

2,623 %

4,163 %

7,439 %

33

3,097 %

6,293 %

7,407 %

2,665 %

4,169 %

7,383 %

34

3,125 %

6,267 %

7,356 %

2,704 %

4,174 %

7,328 %

35

3,151 %

6,241 %

7,306 %

2,742 %

4,178 %

7,275 %

36

3,176 %

6,217 %

7,257 %

2,779 %

4,182 %

7,224 %

37

3,201 %

6,193 %

7,210 %

2,814 %

4,185 %

7,175 %

38

3,224 %

6,170 %

7,163 %

2,847 %

4,188 %

7,128 %

39

3,246 %

6,148 %

7,119 %

2,879 %

4,191 %

7,083 %

40

3,268 %

6,127 %

7,076 %

2,909 %

4,193 %

7,039 %

41

3,289 %

6,106 %

7,034 %

2,939 %

4,195 %

6,998 %

42

3,309 %

6,087 %

6,993 %

2,967 %

4,196 %

6,957 %

43

3,328 %

6,068 %

6,954 %

2,994 %

4,198 %

6,919 %

44

3,346 %

6,049 %

6,917 %

3,020 %

4,199 %

6,881 %

45

3,364 %

6,032 %

6,881 %

3,045 %

4,200 %

6,845 %

46

3,381 %

6,015 %

6,846 %

3,069 %

4,201 %

6,811 %

47

3,398 %

5,998 %

6,812 %

3,092 %

4,202 %

6,778 %

48

3,413 %

5,982 %

6,780 %

3,114 %

4,203 %

6,746 %

49

3,429 %

5,967 %

6,748 %

3,135 %

4,203 %

6,715 %

50

3,443 %

5,952 %

6,718 %

3,156 %

4,204 %

6,685 %

51

3,458 %

5,938 %

6,689 %

3,176 %

4,204 %

6,657 %

52

3,471 %

5,924 %

6,661 %

3,195 %

4,204 %

6,629 %

53

3,485 %

5,911 %

6,634 %

3,213 %

4,205 %

6,603 %

54

3,498 %

5,898 %

6,607 %

3,231 %

4,205 %

6,577 %

55

3,510 %

5,886 %

6,582 %

3,248 %

4,205 %

6,552 %

56

3,522 %

5,874 %

6,558 %

3,265 %

4,206 %

6,528 %

57

3,533 %

5,862 %

6,534 %

3,281 %

4,206 %

6,505 %

58

3,545 %

5,851 %

6,511 %

3,296 %

4,206 %

6,483 %

59

3,556 %

5,840 %

6,489 %

3,311 %

4,206 %

6,461 %

60

3,566 %

5,830 %

6,468 %

3,326 %

4,206 %

6,440 %

61

3,576 %

5,820 %

6,447 %

3,340 %

4,206 %

6,420 %

62

3,586 %

5,810 %

6,427 %

3,354 %

4,206 %

6,400 %

63

3,596 %

5,800 %

6,407 %

3,367 %

4,206 %

6,381 %

64

3,605 %

5,791 %

6,388 %

3,380 %

4,206 %

6,363 %

65

3,614 %

5,782 %

6,370 %

3,392 %

4,206 %

6,345 %

66

3,623 %

5,773 %

6,352 %

3,404 %

4,206 %

6,327 %

67

3,631 %

5,765 %

6,335 %

3,416 %

4,206 %

6,311 %

68

3,640 %

5,756 %

6,318 %

3,428 %

4,206 %

6,294 %

69

3,648 %

5,748 %

6,302 %

3,439 %

4,206 %

6,278 %

70

3,656 %

5,741 %

6,286 %

3,449 %

4,206 %

6,263 %

71

3,663 %

5,733 %

6,271 %

3,460 %

4,206 %

6,248 %

72

3,670 %

5,726 %

6,256 %

3,470 %

4,206 %

6,233 %

73

3,678 %

5,718 %

6,242 %

3,480 %

4,206 %

6,219 %

74

3,685 %

5,711 %

6,227 %

3,490 %

4,206 %

6,205 %

75

3,692 %

5,705 %

6,214 %

3,499 %

4,206 %

6,192 %

76

3,698 %

5,698 %

6,200 %

3,508 %

4,206 %

6,179 %

77

3,705 %

5,692 %

6,187 %

3,517 %

4,206 %

6,166 %

78

3,711 %

5,685 %

6,175 %

3,526 %

4,206 %

6,154 %

79

3,717 %

5,679 %

6,162 %

3,534 %

4,206 %

6,141 %

80

3,723 %

5,673 %

6,150 %

3,543 %

4,206 %

6,130 %

81

3,729 %

5,667 %

6,138 %

3,551 %

4,206 %

6,118 %

82

3,735 %

5,662 %

6,127 %

3,559 %

4,206 %

6,107 %

83

3,740 %

5,656 %

6,116 %

3,566 %

4,205 %

6,096 %

84

3,746 %

5,651 %

6,105 %

3,574 %

4,205 %

6,085 %

85

3,751 %

5,645 %

6,094 %

3,581 %

4,205 %

6,075 %

86

3,756 %

5,640 %

6,084 %

3,588 %

4,205 %

6,065 %

87

3,761 %

5,635 %

6,073 %

3,595 %

4,205 %

6,055 %

88

3,766 %

5,630 %

6,063 %

3,602 %

4,205 %

6,045 %

89

3,771 %

5,625 %

6,054 %

3,609 %

4,205 %

6,035 %

90

3,776 %

5,621 %

6,044 %

3,615 %

4,205 %

6,026 %

91

3,781 %

5,616 %

6,035 %

3,622 %

4,205 %

6,017 %

92

3,785 %

5,611 %

6,026 %

3,628 %

4,205 %

6,008 %

93

3,790 %

5,607 %

6,017 %

3,634 %

4,205 %

5,999 %

94

3,794 %

5,603 %

6,008 %

3,640 %

4,205 %

5,991 %

95

3,798 %

5,598 %

6,000 %

3,646 %

4,205 %

5,982 %

96

3,802 %

5,594 %

5,991 %

3,652 %

4,205 %

5,974 %

97

3,806 %

5,590 %

5,983 %

3,658 %

4,205 %

5,966 %

98

3,810 %

5,586 %

5,975 %

3,663 %

4,205 %

5,958 %

99

3,814 %

5,582 %

5,967 %

3,668 %

4,205 %

5,951 %

100

3,818 %

5,578 %

5,959 %

3,674 %

4,205 %

5,943 %

101

3,822 %

5,575 %

5,952 %

3,679 %

4,205 %

5,936 %

102

3,826 %

5,571 %

5,945 %

3,684 %

4,205 %

5,928 %

103

3,829 %

5,567 %

5,937 %

3,689 %

4,205 %

5,921 %

104

3,833 %

5,564 %

5,930 %

3,694 %

4,204 %

5,914 %

105

3,836 %

5,560 %

5,923 %

3,699 %

4,204 %

5,908 %

106

3,840 %

5,557 %

5,916 %

3,703 %

4,204 %

5,901 %

107

3,843 %

5,554 %

5,910 %

3,708 %

4,204 %

5,894 %

108

3,846 %

5,550 %

5,903 %

3,713 %

4,204 %

5,888 %

109

3,850 %

5,547 %

5,897 %

3,717 %

4,204 %

5,882 %

110

3,853 %

5,544 %

5,890 %

3,721 %

4,204 %

5,875 %

111

3,856 %

5,541 %

5,884 %

3,726 %

4,204 %

5,869 %

112

3,859 %

5,538 %

5,878 %

3,730 %

4,204 %

5,863 %

113

3,862 %

5,535 %

5,872 %

3,734 %

4,204 %

5,857 %

114

3,865 %

5,532 %

5,866 %

3,738 %

4,204 %

5,852 %

115

3,868 %

5,529 %

5,860 %

3,742 %

4,204 %

5,846 %

116

3,871 %

5,526 %

5,854 %

3,746 %

4,204 %

5,840 %

117

3,874 %

5,523 %

5,849 %

3,750 %

4,204 %

5,835 %

118

3,876 %

5,521 %

5,843 %

3,754 %

4,204 %

5,829 %

119

3,879 %

5,518 %

5,838 %

3,758 %

4,204 %

5,824 %

120

3,882 %

5,515 %

5,832 %

3,761 %

4,204 %

5,819 %

121

3,884 %

5,513 %

5,827 %

3,765 %

4,204 %

5,814 %

122

3,887 %

5,510 %

5,822 %

3,768 %

4,204 %

5,809 %

123

3,889 %

5,508 %

5,817 %

3,772 %

4,204 %

5,804 %

124

3,892 %

5,505 %

5,812 %

3,775 %

4,204 %

5,799 %

125

3,894 %

5,503 %

5,807 %

3,779 %

4,204 %

5,794 %

126

3,897 %

5,500 %

5,802 %

3,782 %

4,204 %

5,789 %

127

3,899 %

5,498 %

5,798 %

3,785 %

4,204 %

5,785 %

128

3,902 %

5,496 %

5,793 %

3,789 %

4,204 %

5,780 %

129

3,904 %

5,493 %

5,788 %

3,792 %

4,204 %

5,776 %

130

3,906 %

5,491 %

5,784 %

3,795 %

4,204 %

5,771 %

131

3,908 %

5,489 %

5,779 %

3,798 %

4,204 %

5,767 %

132

3,911 %

5,487 %

5,775 %

3,801 %

4,204 %

5,762 %

133

3,913 %

5,484 %

5,771 %

3,804 %

4,204 %

5,758 %

134

3,915 %

5,482 %

5,766 %

3,807 %

4,203 %

5,754 %

135

3,917 %

5,480 %

5,762 %

3,810 %

4,203 %

5,750 %

136

3,919 %

5,478 %

5,758 %

3,813 %

4,203 %

5,746 %

137

3,921 %

5,476 %

5,754 %

3,816 %

4,203 %

5,742 %

138

3,923 %

5,474 %

5,750 %

3,818 %

4,203 %

5,738 %

139

3,925 %

5,472 %

5,746 %

3,821 %

4,203 %

5,734 %

140

3,927 %

5,470 %

5,742 %

3,824 %

4,203 %

5,730 %

141

3,929 %

5,468 %

5,738 %

3,826 %

4,203 %

5,726 %

142

3,931 %

5,466 %

5,734 %

3,829 %

4,203 %

5,723 %

143

3,933 %

5,464 %

5,731 %

3,832 %

4,203 %

5,719 %

144

3,935 %

5,463 %

5,727 %

3,834 %

4,203 %

5,715 %

145

3,937 %

5,461 %

5,723 %

3,837 %

4,203 %

5,712 %

146

3,938 %

5,459 %

5,720 %

3,839 %

4,203 %

5,708 %

147

3,940 %

5,457 %

5,716 %

3,842 %

4,203 %

5,705 %

148

3,942 %

5,456 %

5,713 %

3,844 %

4,203 %

5,702 %

149

3,944 %

5,454 %

5,709 %

3,847 %

4,203 %

5,698 %

150

3,945 %

5,452 %

5,706 %

3,849 %

4,203 %

5,695 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 9,110 % | 3,308 % | 3,377 % | 9,575 % | 1,113 % | 1,354 % |
| 2 | 8,828 % | 3,391 % | 3,482 % | 8,797 % | 1,390 % | 1,426 % |
| 3 | 9,038 % | 3,452 % | 3,554 % | 8,418 % | 1,609 % | 1,495 % |
| 4 | 9,198 % | 3,530 % | 3,625 % | 8,240 % | 1,787 % | 1,554 % |
| 5 | 9,286 % | 3,634 % | 3,704 % | 8,112 % | 1,927 % | 1,608 % |
| 6 | 9,335 % | 3,788 % | 3,759 % | 8,002 % | 2,047 % | 1,649 % |
| 7 | 9,344 % | 3,941 % | 3,806 % | 7,906 % | 2,154 % | 1,687 % |
| 8 | 9,351 % | 4,062 % | 3,858 % | 7,821 % | 2,250 % | 1,727 % |
| 9 | 9,363 % | 4,153 % | 3,914 % | 7,739 % | 2,333 % | 1,765 % |
| 10 | 9,372 % | 4,222 % | 3,968 % | 7,654 % | 2,400 % | 1,796 % |
| 11 | 9,353 % | 4,274 % | 4,021 % | 7,565 % | 2,453 % | 1,819 % |
| 12 | 9,308 % | 4,314 % | 4,077 % | 7,472 % | 2,496 % | 1,833 % |
| 13 | 9,244 % | 4,345 % | 4,140 % | 7,377 % | 2,532 % | 1,839 % |
| 14 | 9,167 % | 4,368 % | 4,200 % | 7,282 % | 2,563 % | 1,839 % |
| 15 | 9,082 % | 4,386 % | 4,250 % | 7,188 % | 2,589 % | 1,833 % |
| 16 | 8,990 % | 4,400 % | 4,286 % | 7,096 % | 2,609 % | 1,824 % |
| 17 | 8,895 % | 4,410 % | 4,311 % | 7,006 % | 2,626 % | 1,817 % |
| 18 | 8,797 % | 4,418 % | 4,327 % | 6,918 % | 2,643 % | 1,815 % |
| 19 | 8,700 % | 4,423 % | 4,338 % | 6,834 % | 2,662 % | 1,821 % |
| 20 | 8,602 % | 4,427 % | 4,345 % | 6,752 % | 2,684 % | 1,837 % |
| 21 | 8,506 % | 4,429 % | 4,351 % | 6,673 % | 2,710 % | 1,865 % |
| 22 | 8,412 % | 4,430 % | 4,355 % | 6,597 % | 2,738 % | 1,900 % |
| 23 | 8,319 % | 4,430 % | 4,358 % | 6,524 % | 2,768 % | 1,941 % |
| 24 | 8,230 % | 4,429 % | 4,360 % | 6,454 % | 2,799 % | 1,986 % |
| 25 | 8,143 % | 4,428 % | 4,361 % | 6,386 % | 2,831 % | 2,034 % |
| 26 | 8,059 % | 4,426 % | 4,362 % | 6,322 % | 2,862 % | 2,082 % |
| 27 | 7,978 % | 4,424 % | 4,362 % | 6,260 % | 2,894 % | 2,132 % |
| 28 | 7,900 % | 4,421 % | 4,361 % | 6,201 % | 2,925 % | 2,181 % |
| 29 | 7,825 % | 4,418 % | 4,360 % | 6,145 % | 2,956 % | 2,229 % |
| 30 | 7,753 % | 4,416 % | 4,359 % | 6,091 % | 2,986 % | 2,277 % |
| 31 | 7,683 % | 4,412 % | 4,358 % | 6,039 % | 3,016 % | 2,324 % |
| 32 | 7,617 % | 4,409 % | 4,356 % | 5,990 % | 3,044 % | 2,370 % |
| 33 | 7,553 % | 4,406 % | 4,355 % | 5,943 % | 3,072 % | 2,414 % |
| 34 | 7,492 % | 4,403 % | 4,353 % | 5,897 % | 3,099 % | 2,457 % |
| 35 | 7,433 % | 4,399 % | 4,351 % | 5,854 % | 3,125 % | 2,499 % |
| 36 | 7,377 % | 4,396 % | 4,349 % | 5,813 % | 3,150 % | 2,540 % |
| 37 | 7,323 % | 4,393 % | 4,347 % | 5,773 % | 3,174 % | 2,578 % |
| 38 | 7,272 % | 4,389 % | 4,345 % | 5,735 % | 3,197 % | 2,616 % |
| 39 | 7,222 % | 4,386 % | 4,342 % | 5,698 % | 3,220 % | 2,652 % |
| 40 | 7,175 % | 4,383 % | 4,340 % | 5,663 % | 3,241 % | 2,687 % |
| 41 | 7,129 % | 4,380 % | 4,338 % | 5,630 % | 3,262 % | 2,721 % |
| 42 | 7,086 % | 4,377 % | 4,336 % | 5,598 % | 3,283 % | 2,753 % |
| 43 | 7,044 % | 4,374 % | 4,334 % | 5,567 % | 3,302 % | 2,784 % |
| 44 | 7,003 % | 4,371 % | 4,332 % | 5,537 % | 3,321 % | 2,814 % |
| 45 | 6,965 % | 4,368 % | 4,330 % | 5,509 % | 3,339 % | 2,843 % |
| 46 | 6,927 % | 4,365 % | 4,328 % | 5,481 % | 3,357 % | 2,871 % |
| 47 | 6,892 % | 4,362 % | 4,326 % | 5,455 % | 3,373 % | 2,898 % |
| 48 | 6,857 % | 4,359 % | 4,324 % | 5,430 % | 3,390 % | 2,924 % |
| 49 | 6,824 % | 4,356 % | 4,322 % | 5,405 % | 3,405 % | 2,949 % |
| 50 | 6,792 % | 4,354 % | 4,320 % | 5,382 % | 3,421 % | 2,973 % |
| 51 | 6,761 % | 4,351 % | 4,318 % | 5,359 % | 3,435 % | 2,996 % |
| 52 | 6,732 % | 4,349 % | 4,316 % | 5,337 % | 3,449 % | 3,019 % |
| 53 | 6,703 % | 4,346 % | 4,314 % | 5,316 % | 3,463 % | 3,040 % |
| 54 | 6,675 % | 4,344 % | 4,312 % | 5,296 % | 3,476 % | 3,061 % |
| 55 | 6,649 % | 4,342 % | 4,310 % | 5,276 % | 3,489 % | 3,081 % |
| 56 | 6,623 % | 4,339 % | 4,309 % | 5,257 % | 3,501 % | 3,101 % |
| 57 | 6,598 % | 4,337 % | 4,307 % | 5,239 % | 3,513 % | 3,120 % |
| 58 | 6,574 % | 4,335 % | 4,305 % | 5,221 % | 3,525 % | 3,138 % |
| 59 | 6,551 % | 4,333 % | 4,304 % | 5,204 % | 3,536 % | 3,156 % |
| 60 | 6,529 % | 4,331 % | 4,302 % | 5,187 % | 3,547 % | 3,173 % |
| 61 | 6,507 % | 4,329 % | 4,301 % | 5,171 % | 3,557 % | 3,190 % |
| 62 | 6,486 % | 4,327 % | 4,299 % | 5,155 % | 3,568 % | 3,206 % |
| 63 | 6,465 % | 4,325 % | 4,298 % | 5,140 % | 3,577 % | 3,221 % |
| 64 | 6,446 % | 4,323 % | 4,297 % | 5,126 % | 3,587 % | 3,236 % |
| 65 | 6,426 % | 4,321 % | 4,295 % | 5,111 % | 3,596 % | 3,251 % |
| 66 | 6,408 % | 4,320 % | 4,294 % | 5,098 % | 3,605 % | 3,265 % |
| 67 | 6,390 % | 4,318 % | 4,292 % | 5,084 % | 3,614 % | 3,279 % |
| 68 | 6,372 % | 4,316 % | 4,291 % | 5,071 % | 3,623 % | 3,293 % |
| 69 | 6,355 % | 4,315 % | 4,290 % | 5,059 % | 3,631 % | 3,306 % |
| 70 | 6,339 % | 4,313 % | 4,289 % | 5,046 % | 3,639 % | 3,318 % |
| 71 | 6,323 % | 4,312 % | 4,288 % | 5,034 % | 3,647 % | 3,331 % |
| 72 | 6,307 % | 4,310 % | 4,286 % | 5,023 % | 3,654 % | 3,343 % |
| 73 | 6,292 % | 4,309 % | 4,285 % | 5,012 % | 3,662 % | 3,354 % |
| 74 | 6,277 % | 4,307 % | 4,284 % | 5,001 % | 3,669 % | 3,366 % |
| 75 | 6,262 % | 4,306 % | 4,283 % | 4,990 % | 3,676 % | 3,377 % |
| 76 | 6,248 % | 4,305 % | 4,282 % | 4,979 % | 3,683 % | 3,387 % |
| 77 | 6,235 % | 4,303 % | 4,281 % | 4,969 % | 3,690 % | 3,398 % |
| 78 | 6,221 % | 4,302 % | 4,280 % | 4,959 % | 3,696 % | 3,408 % |
| 79 | 6,208 % | 4,301 % | 4,279 % | 4,950 % | 3,703 % | 3,418 % |
| 80 | 6,196 % | 4,299 % | 4,278 % | 4,940 % | 3,709 % | 3,428 % |
| 81 | 6,183 % | 4,298 % | 4,277 % | 4,931 % | 3,715 % | 3,437 % |
| 82 | 6,171 % | 4,297 % | 4,276 % | 4,922 % | 3,721 % | 3,447 % |
| 83 | 6,160 % | 4,296 % | 4,275 % | 4,914 % | 3,726 % | 3,456 % |
| 84 | 6,148 % | 4,295 % | 4,274 % | 4,905 % | 3,732 % | 3,464 % |
| 85 | 6,137 % | 4,294 % | 4,274 % | 4,897 % | 3,737 % | 3,473 % |
| 86 | 6,126 % | 4,293 % | 4,273 % | 4,889 % | 3,743 % | 3,481 % |
| 87 | 6,115 % | 4,292 % | 4,272 % | 4,881 % | 3,748 % | 3,490 % |
| 88 | 6,105 % | 4,290 % | 4,271 % | 4,873 % | 3,753 % | 3,498 % |
| 89 | 6,095 % | 4,289 % | 4,270 % | 4,865 % | 3,758 % | 3,506 % |
| 90 | 6,085 % | 4,288 % | 4,270 % | 4,858 % | 3,763 % | 3,513 % |
| 91 | 6,075 % | 4,288 % | 4,269 % | 4,851 % | 3,768 % | 3,521 % |
| 92 | 6,065 % | 4,287 % | 4,268 % | 4,844 % | 3,773 % | 3,528 % |
| 93 | 6,056 % | 4,286 % | 4,267 % | 4,837 % | 3,777 % | 3,535 % |
| 94 | 6,047 % | 4,285 % | 4,267 % | 4,830 % | 3,782 % | 3,542 % |
| 95 | 6,038 % | 4,284 % | 4,266 % | 4,823 % | 3,786 % | 3,549 % |
| 96 | 6,029 % | 4,283 % | 4,265 % | 4,817 % | 3,790 % | 3,556 % |
| 97 | 6,021 % | 4,282 % | 4,265 % | 4,810 % | 3,795 % | 3,563 % |
| 98 | 6,012 % | 4,281 % | 4,264 % | 4,804 % | 3,799 % | 3,569 % |
| 99 | 6,004 % | 4,280 % | 4,263 % | 4,798 % | 3,803 % | 3,576 % |
| 100 | 5,996 % | 4,280 % | 4,263 % | 4,792 % | 3,807 % | 3,582 % |
| 101 | 5,988 % | 4,279 % | 4,262 % | 4,786 % | 3,811 % | 3,588 % |
| 102 | 5,980 % | 4,278 % | 4,261 % | 4,780 % | 3,814 % | 3,594 % |
| 103 | 5,973 % | 4,277 % | 4,261 % | 4,775 % | 3,818 % | 3,600 % |
| 104 | 5,965 % | 4,277 % | 4,260 % | 4,769 % | 3,822 % | 3,605 % |
| 105 | 5,958 % | 4,276 % | 4,260 % | 4,764 % | 3,825 % | 3,611 % |
| 106 | 5,951 % | 4,275 % | 4,259 % | 4,758 % | 3,829 % | 3,617 % |
| 107 | 5,944 % | 4,275 % | 4,259 % | 4,753 % | 3,832 % | 3,622 % |
| 108 | 5,937 % | 4,274 % | 4,258 % | 4,748 % | 3,836 % | 3,627 % |
| 109 | 5,930 % | 4,273 % | 4,257 % | 4,743 % | 3,839 % | 3,633 % |
| 110 | 5,923 % | 4,272 % | 4,257 % | 4,738 % | 3,842 % | 3,638 % |
| 111 | 5,917 % | 4,272 % | 4,256 % | 4,733 % | 3,846 % | 3,643 % |
| 112 | 5,910 % | 4,271 % | 4,256 % | 4,728 % | 3,849 % | 3,648 % |
| 113 | 5,904 % | 4,271 % | 4,255 % | 4,724 % | 3,852 % | 3,653 % |
| 114 | 5,898 % | 4,270 % | 4,255 % | 4,719 % | 3,855 % | 3,657 % |
| 115 | 5,892 % | 4,269 % | 4,254 % | 4,715 % | 3,858 % | 3,662 % |
| 116 | 5,886 % | 4,269 % | 4,254 % | 4,710 % | 3,861 % | 3,667 % |
| 117 | 5,880 % | 4,268 % | 4,254 % | 4,706 % | 3,864 % | 3,671 % |
| 118 | 5,874 % | 4,268 % | 4,253 % | 4,701 % | 3,867 % | 3,676 % |
| 119 | 5,868 % | 4,267 % | 4,253 % | 4,697 % | 3,869 % | 3,680 % |
| 120 | 5,863 % | 4,266 % | 4,252 % | 4,693 % | 3,872 % | 3,685 % |
| 121 | 5,857 % | 4,266 % | 4,252 % | 4,689 % | 3,875 % | 3,689 % |
| 122 | 5,852 % | 4,265 % | 4,251 % | 4,685 % | 3,878 % | 3,693 % |
| 123 | 5,847 % | 4,265 % | 4,251 % | 4,681 % | 3,880 % | 3,697 % |
| 124 | 5,841 % | 4,264 % | 4,251 % | 4,677 % | 3,883 % | 3,701 % |
| 125 | 5,836 % | 4,264 % | 4,250 % | 4,673 % | 3,885 % | 3,705 % |
| 126 | 5,831 % | 4,263 % | 4,250 % | 4,670 % | 3,888 % | 3,709 % |
| 127 | 5,826 % | 4,263 % | 4,249 % | 4,666 % | 3,890 % | 3,713 % |
| 128 | 5,821 % | 4,262 % | 4,249 % | 4,662 % | 3,893 % | 3,717 % |
| 129 | 5,817 % | 4,262 % | 4,249 % | 4,659 % | 3,895 % | 3,720 % |
| 130 | 5,812 % | 4,261 % | 4,248 % | 4,655 % | 3,897 % | 3,724 % |
| 131 | 5,807 % | 4,261 % | 4,248 % | 4,652 % | 3,900 % | 3,728 % |
| 132 | 5,802 % | 4,260 % | 4,247 % | 4,648 % | 3,902 % | 3,731 % |
| 133 | 5,798 % | 4,260 % | 4,247 % | 4,645 % | 3,904 % | 3,735 % |
| 134 | 5,793 % | 4,260 % | 4,247 % | 4,641 % | 3,906 % | 3,738 % |
| 135 | 5,789 % | 4,259 % | 4,246 % | 4,638 % | 3,909 % | 3,742 % |
| 136 | 5,785 % | 4,259 % | 4,246 % | 4,635 % | 3,911 % | 3,745 % |
| 137 | 5,780 % | 4,258 % | 4,246 % | 4,632 % | 3,913 % | 3,748 % |
| 138 | 5,776 % | 4,258 % | 4,245 % | 4,629 % | 3,915 % | 3,752 % |
| 139 | 5,772 % | 4,257 % | 4,245 % | 4,626 % | 3,917 % | 3,755 % |
| 140 | 5,768 % | 4,257 % | 4,245 % | 4,623 % | 3,919 % | 3,758 % |
| 141 | 5,764 % | 4,257 % | 4,244 % | 4,620 % | 3,921 % | 3,761 % |
| 142 | 5,760 % | 4,256 % | 4,244 % | 4,617 % | 3,923 % | 3,764 % |
| 143 | 5,756 % | 4,256 % | 4,244 % | 4,614 % | 3,925 % | 3,767 % |
| 144 | 5,752 % | 4,255 % | 4,244 % | 4,611 % | 3,927 % | 3,770 % |
| 145 | 5,748 % | 4,255 % | 4,243 % | 4,608 % | 3,929 % | 3,773 % |
| 146 | 5,745 % | 4,255 % | 4,243 % | 4,605 % | 3,930 % | 3,776 % |
| 147 | 5,741 % | 4,254 % | 4,243 % | 4,602 % | 3,932 % | 3,779 % |
| 148 | 5,737 % | 4,254 % | 4,242 % | 4,600 % | 3,934 % | 3,782 % |
| 149 | 5,734 % | 4,254 % | 4,242 % | 4,597 % | 3,936 % | 3,785 % |
| 150 | 5,730 % | 4,253 % | 4,242 % | 4,594 % | 3,938 % | 3,787 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

9,110 %

3,308 %

3,377 %

9,575 %

1,113 %

1,354 %

2

8,828 %

3,391 %

3,482 %

8,797 %

1,390 %

1,426 %

3

9,038 %

3,452 %

3,554 %

8,418 %

1,609 %

1,495 %

4

9,198 %

3,530 %

3,625 %

8,240 %

1,787 %

1,554 %

5

9,286 %

3,634 %

3,704 %

8,112 %

1,927 %

1,608 %

6

9,335 %

3,788 %

3,759 %

8,002 %

2,047 %

1,649 %

7

9,344 %

3,941 %

3,806 %

7,906 %

2,154 %

1,687 %

8

9,351 %

4,062 %

3,858 %

7,821 %

2,250 %

1,727 %

9

9,363 %

4,153 %

3,914 %

7,739 %

2,333 %

1,765 %

10

9,372 %

4,222 %

3,968 %

7,654 %

2,400 %

1,796 %

11

9,353 %

4,274 %

4,021 %

7,565 %

2,453 %

1,819 %

12

9,308 %

4,314 %

4,077 %

7,472 %

2,496 %

1,833 %

13

9,244 %

4,345 %

4,140 %

7,377 %

2,532 %

1,839 %

14

9,167 %

4,368 %

4,200 %

7,282 %

2,563 %

1,839 %

15

9,082 %

4,386 %

4,250 %

7,188 %

2,589 %

1,833 %

16

8,990 %

4,400 %

4,286 %

7,096 %

2,609 %

1,824 %

17

8,895 %

4,410 %

4,311 %

7,006 %

2,626 %

1,817 %

18

8,797 %

4,418 %

4,327 %

6,918 %

2,643 %

1,815 %

19

8,700 %

4,423 %

4,338 %

6,834 %

2,662 %

1,821 %

20

8,602 %

4,427 %

4,345 %

6,752 %

2,684 %

1,837 %

21

8,506 %

4,429 %

4,351 %

6,673 %

2,710 %

1,865 %

22

8,412 %

4,430 %

4,355 %

6,597 %

2,738 %

1,900 %

23

8,319 %

4,430 %

4,358 %

6,524 %

2,768 %

1,941 %

24

8,230 %

4,429 %

4,360 %

6,454 %

2,799 %

1,986 %

25

8,143 %

4,428 %

4,361 %

6,386 %

2,831 %

2,034 %

26

8,059 %

4,426 %

4,362 %

6,322 %

2,862 %

2,082 %

27

7,978 %

4,424 %

4,362 %

6,260 %

2,894 %

2,132 %

28

7,900 %

4,421 %

4,361 %

6,201 %

2,925 %

2,181 %

29

7,825 %

4,418 %

4,360 %

6,145 %

2,956 %

2,229 %

30

7,753 %

4,416 %

4,359 %

6,091 %

2,986 %

2,277 %

31

7,683 %

4,412 %

4,358 %

6,039 %

3,016 %

2,324 %

32

7,617 %

4,409 %

4,356 %

5,990 %

3,044 %

2,370 %

33

7,553 %

4,406 %

4,355 %

5,943 %

3,072 %

2,414 %

34

7,492 %

4,403 %

4,353 %

5,897 %

3,099 %

2,457 %

35

7,433 %

4,399 %

4,351 %

5,854 %

3,125 %

2,499 %

36

7,377 %

4,396 %

4,349 %

5,813 %

3,150 %

2,540 %

37

7,323 %

4,393 %

4,347 %

5,773 %

3,174 %

2,578 %

38

7,272 %

4,389 %

4,345 %

5,735 %

3,197 %

2,616 %

39

7,222 %

4,386 %

4,342 %

5,698 %

3,220 %

2,652 %

40

7,175 %

4,383 %

4,340 %

5,663 %

3,241 %

2,687 %

41

7,129 %

4,380 %

4,338 %

5,630 %

3,262 %

2,721 %

42

7,086 %

4,377 %

4,336 %

5,598 %

3,283 %

2,753 %

43

7,044 %

4,374 %

4,334 %

5,567 %

3,302 %

2,784 %

44

7,003 %

4,371 %

4,332 %

5,537 %

3,321 %

2,814 %

45

6,965 %

4,368 %

4,330 %

5,509 %

3,339 %

2,843 %

46

6,927 %

4,365 %

4,328 %

5,481 %

3,357 %

2,871 %

47

6,892 %

4,362 %

4,326 %

5,455 %

3,373 %

2,898 %

48

6,857 %

4,359 %

4,324 %

5,430 %

3,390 %

2,924 %

49

6,824 %

4,356 %

4,322 %

5,405 %

3,405 %

2,949 %

50

6,792 %

4,354 %

4,320 %

5,382 %

3,421 %

2,973 %

51

6,761 %

4,351 %

4,318 %

5,359 %

3,435 %

2,996 %

52

6,732 %

4,349 %

4,316 %

5,337 %

3,449 %

3,019 %

53

6,703 %

4,346 %

4,314 %

5,316 %

3,463 %

3,040 %

54

6,675 %

4,344 %

4,312 %

5,296 %

3,476 %

3,061 %

55

6,649 %

4,342 %

4,310 %

5,276 %

3,489 %

3,081 %

56

6,623 %

4,339 %

4,309 %

5,257 %

3,501 %

3,101 %

57

6,598 %

4,337 %

4,307 %

5,239 %

3,513 %

3,120 %

58

6,574 %

4,335 %

4,305 %

5,221 %

3,525 %

3,138 %

59

6,551 %

4,333 %

4,304 %

5,204 %

3,536 %

3,156 %

60

6,529 %

4,331 %

4,302 %

5,187 %

3,547 %

3,173 %

61

6,507 %

4,329 %

4,301 %

5,171 %

3,557 %

3,190 %

62

6,486 %

4,327 %

4,299 %

5,155 %

3,568 %

3,206 %

63

6,465 %

4,325 %

4,298 %

5,140 %

3,577 %

3,221 %

64

6,446 %

4,323 %

4,297 %

5,126 %

3,587 %

3,236 %

65

6,426 %

4,321 %

4,295 %

5,111 %

3,596 %

3,251 %

66

6,408 %

4,320 %

4,294 %

5,098 %

3,605 %

3,265 %

67

6,390 %

4,318 %

4,292 %

5,084 %

3,614 %

3,279 %

68

6,372 %

4,316 %

4,291 %

5,071 %

3,623 %

3,293 %

69

6,355 %

4,315 %

4,290 %

5,059 %

3,631 %

3,306 %

70

6,339 %

4,313 %

4,289 %

5,046 %

3,639 %

3,318 %

71

6,323 %

4,312 %

4,288 %

5,034 %

3,647 %

3,331 %

72

6,307 %

4,310 %

4,286 %

5,023 %

3,654 %

3,343 %

73

6,292 %

4,309 %

4,285 %

5,012 %

3,662 %

3,354 %

74

6,277 %

4,307 %

4,284 %

5,001 %

3,669 %

3,366 %

75

6,262 %

4,306 %

4,283 %

4,990 %

3,676 %

3,377 %

76

6,248 %

4,305 %

4,282 %

4,979 %

3,683 %

3,387 %

77

6,235 %

4,303 %

4,281 %

4,969 %

3,690 %

3,398 %

78

6,221 %

4,302 %

4,280 %

4,959 %

3,696 %

3,408 %

79

6,208 %

4,301 %

4,279 %

4,950 %

3,703 %

3,418 %

80

6,196 %

4,299 %

4,278 %

4,940 %

3,709 %

3,428 %

81

6,183 %

4,298 %

4,277 %

4,931 %

3,715 %

3,437 %

82

6,171 %

4,297 %

4,276 %

4,922 %

3,721 %

3,447 %

83

6,160 %

4,296 %

4,275 %

4,914 %

3,726 %

3,456 %

84

6,148 %

4,295 %

4,274 %

4,905 %

3,732 %

3,464 %

85

6,137 %

4,294 %

4,274 %

4,897 %

3,737 %

3,473 %

86

6,126 %

4,293 %

4,273 %

4,889 %

3,743 %

3,481 %

87

6,115 %

4,292 %

4,272 %

4,881 %

3,748 %

3,490 %

88

6,105 %

4,290 %

4,271 %

4,873 %

3,753 %

3,498 %

89

6,095 %

4,289 %

4,270 %

4,865 %

3,758 %

3,506 %

90

6,085 %

4,288 %

4,270 %

4,858 %

3,763 %

3,513 %

91

6,075 %

4,288 %

4,269 %

4,851 %

3,768 %

3,521 %

92

6,065 %

4,287 %

4,268 %

4,844 %

3,773 %

3,528 %

93

6,056 %

4,286 %

4,267 %

4,837 %

3,777 %

3,535 %

94

6,047 %

4,285 %

4,267 %

4,830 %

3,782 %

3,542 %

95

6,038 %

4,284 %

4,266 %

4,823 %

3,786 %

3,549 %

96

6,029 %

4,283 %

4,265 %

4,817 %

3,790 %

3,556 %

97

6,021 %

4,282 %

4,265 %

4,810 %

3,795 %

3,563 %

98

6,012 %

4,281 %

4,264 %

4,804 %

3,799 %

3,569 %

99

6,004 %

4,280 %

4,263 %

4,798 %

3,803 %

3,576 %

100

5,996 %

4,280 %

4,263 %

4,792 %

3,807 %

3,582 %

101

5,988 %

4,279 %

4,262 %

4,786 %

3,811 %

3,588 %

102

5,980 %

4,278 %

4,261 %

4,780 %

3,814 %

3,594 %

103

5,973 %

4,277 %

4,261 %

4,775 %

3,818 %

3,600 %

104

5,965 %

4,277 %

4,260 %

4,769 %

3,822 %

3,605 %

105

5,958 %

4,276 %

4,260 %

4,764 %

3,825 %

3,611 %

106

5,951 %

4,275 %

4,259 %

4,758 %

3,829 %

3,617 %

107

5,944 %

4,275 %

4,259 %

4,753 %

3,832 %

3,622 %

108

5,937 %

4,274 %

4,258 %

4,748 %

3,836 %

3,627 %

109

5,930 %

4,273 %

4,257 %

4,743 %

3,839 %

3,633 %

110

5,923 %

4,272 %

4,257 %

4,738 %

3,842 %

3,638 %

111

5,917 %

4,272 %

4,256 %

4,733 %

3,846 %

3,643 %

112

5,910 %

4,271 %

4,256 %

4,728 %

3,849 %

3,648 %

113

5,904 %

4,271 %

4,255 %

4,724 %

3,852 %

3,653 %

114

5,898 %

4,270 %

4,255 %

4,719 %

3,855 %

3,657 %

115

5,892 %

4,269 %

4,254 %

4,715 %

3,858 %

3,662 %

116

5,886 %

4,269 %

4,254 %

4,710 %

3,861 %

3,667 %

117

5,880 %

4,268 %

4,254 %

4,706 %

3,864 %

3,671 %

118

5,874 %

4,268 %

4,253 %

4,701 %

3,867 %

3,676 %

119

5,868 %

4,267 %

4,253 %

4,697 %

3,869 %

3,680 %

120

5,863 %

4,266 %

4,252 %

4,693 %

3,872 %

3,685 %

121

5,857 %

4,266 %

4,252 %

4,689 %

3,875 %

3,689 %

122

5,852 %

4,265 %

4,251 %

4,685 %

3,878 %

3,693 %

123

5,847 %

4,265 %

4,251 %

4,681 %

3,880 %

3,697 %

124

5,841 %

4,264 %

4,251 %

4,677 %

3,883 %

3,701 %

125

5,836 %

4,264 %

4,250 %

4,673 %

3,885 %

3,705 %

126

5,831 %

4,263 %

4,250 %

4,670 %

3,888 %

3,709 %

127

5,826 %

4,263 %

4,249 %

4,666 %

3,890 %

3,713 %

128

5,821 %

4,262 %

4,249 %

4,662 %

3,893 %

3,717 %

129

5,817 %

4,262 %

4,249 %

4,659 %

3,895 %

3,720 %

130

5,812 %

4,261 %

4,248 %

4,655 %

3,897 %

3,724 %

131

5,807 %

4,261 %

4,248 %

4,652 %

3,900 %

3,728 %

132

5,802 %

4,260 %

4,247 %

4,648 %

3,902 %

3,731 %

133

5,798 %

4,260 %

4,247 %

4,645 %

3,904 %

3,735 %

134

5,793 %

4,260 %

4,247 %

4,641 %

3,906 %

3,738 %

135

5,789 %

4,259 %

4,246 %

4,638 %

3,909 %

3,742 %

136

5,785 %

4,259 %

4,246 %

4,635 %

3,911 %

3,745 %

137

5,780 %

4,258 %

4,246 %

4,632 %

3,913 %

3,748 %

138

5,776 %

4,258 %

4,245 %

4,629 %

3,915 %

3,752 %

139

5,772 %

4,257 %

4,245 %

4,626 %

3,917 %

3,755 %

140

5,768 %

4,257 %

4,245 %

4,623 %

3,919 %

3,758 %

141

5,764 %

4,257 %

4,244 %

4,620 %

3,921 %

3,761 %

142

5,760 %

4,256 %

4,244 %

4,617 %

3,923 %

3,764 %

143

5,756 %

4,256 %

4,244 %

4,614 %

3,925 %

3,767 %

144

5,752 %

4,255 %

4,244 %

4,611 %

3,927 %

3,770 %

145

5,748 %

4,255 %

4,243 %

4,608 %

3,929 %

3,773 %

146

5,745 %

4,255 %

4,243 %

4,605 %

3,930 %

3,776 %

147

5,741 %

4,254 %

4,243 %

4,602 %

3,932 %

3,779 %

148

5,737 %

4,254 %

4,242 %

4,600 %

3,934 %

3,782 %

149

5,734 %

4,254 %

4,242 %

4,597 %

3,936 %

3,785 %

150

5,730 %

4,253 %

4,242 %

4,594 %

3,938 %

3,787 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 12,240 % | 1,228 % | – 0,055 % |
| 2 | 11,933 % | 1,465 % | – 0,047 % |
| 3 | 11,714 % | 1,659 % | – 0,036 % |
| 4 | 11,605 % | 1,801 % | – 0,018 % |
| 5 | 11,498 % | 1,912 % | 0,006 % |
| 6 | 11,299 % | 2,006 % | 0,033 % |
| 7 | 11,078 % | 2,085 % | 0,061 % |
| 8 | 10,888 % | 2,152 % | 0,094 % |
| 9 | 10,722 % | 2,211 % | 0,129 % |
| 10 | 10,564 % | 2,264 % | 0,166 % |
| 11 | 10,404 % | 2,311 % | 0,207 % |
| 12 | 10,244 % | 2,353 % | 0,251 % |
| 13 | 10,086 % | 2,388 % | 0,299 % |
| 14 | 9,929 % | 2,416 % | 0,347 % |
| 15 | 9,776 % | 2,440 % | 0,395 % |
| 16 | 9,627 % | 2,461 % | 0,441 % |
| 17 | 9,482 % | 2,479 % | 0,485 % |
| 18 | 9,342 % | 2,495 % | 0,526 % |
| 19 | 9,207 % | 2,508 % | 0,563 % |
| 20 | 9,078 % | 2,519 % | 0,597 % |
| 21 | 8,953 % | 2,526 % | 0,627 % |
| 22 | 8,833 % | 2,531 % | 0,653 % |
| 23 | 8,718 % | 2,535 % | 0,674 % |
| 24 | 8,608 % | 2,538 % | 0,691 % |
| 25 | 8,503 % | 2,539 % | 0,704 % |
| 26 | 8,403 % | 2,540 % | 0,712 % |
| 27 | 8,307 % | 2,541 % | 0,718 % |
| 28 | 8,215 % | 2,541 % | 0,727 % |
| 29 | 8,128 % | 2,541 % | 0,739 % |
| 30 | 8,044 % | 2,541 % | 0,757 % |
| 31 | 7,964 % | 2,541 % | 0,781 % |
| 32 | 7,888 % | 2,541 % | 0,811 % |
| 33 | 7,815 % | 2,540 % | 0,845 % |
| 34 | 7,746 % | 2,539 % | 0,881 % |
| 35 | 7,679 % | 2,537 % | 0,919 % |
| 36 | 7,616 % | 2,534 % | 0,959 % |
| 37 | 7,555 % | 2,530 % | 0,999 % |
| 38 | 7,497 % | 2,525 % | 1,040 % |
| 39 | 7,442 % | 2,518 % | 1,080 % |
| 40 | 7,388 % | 2,509 % | 1,120 % |
| 41 | 7,337 % | 2,499 % | 1,160 % |
| 42 | 7,288 % | 2,489 % | 1,199 % |
| 43 | 7,242 % | 2,479 % | 1,237 % |
| 44 | 7,197 % | 2,469 % | 1,275 % |
| 45 | 7,153 % | 2,462 % | 1,312 % |
| 46 | 7,112 % | 2,456 % | 1,347 % |
| 47 | 7,072 % | 2,453 % | 1,382 % |
| 48 | 7,034 % | 2,453 % | 1,416 % |
| 49 | 6,997 % | 2,455 % | 1,449 % |
| 50 | 6,962 % | 2,461 % | 1,481 % |
| 51 | 6,927 % | 2,470 % | 1,512 % |
| 52 | 6,895 % | 2,481 % | 1,542 % |
| 53 | 6,863 % | 2,495 % | 1,572 % |
| 54 | 6,832 % | 2,510 % | 1,600 % |
| 55 | 6,803 % | 2,527 % | 1,628 % |
| 56 | 6,774 % | 2,544 % | 1,654 % |
| 57 | 6,747 % | 2,563 % | 1,680 % |
| 58 | 6,720 % | 2,582 % | 1,705 % |
| 59 | 6,694 % | 2,601 % | 1,730 % |
| 60 | 6,670 % | 2,621 % | 1,753 % |
| 61 | 6,645 % | 2,641 % | 1,776 % |
| 62 | 6,622 % | 2,661 % | 1,799 % |
| 63 | 6,599 % | 2,680 % | 1,820 % |
| 64 | 6,578 % | 2,700 % | 1,841 % |
| 65 | 6,556 % | 2,720 % | 1,862 % |
| 66 | 6,536 % | 2,739 % | 1,882 % |
| 67 | 6,516 % | 2,758 % | 1,901 % |
| 68 | 6,496 % | 2,777 % | 1,920 % |
| 69 | 6,478 % | 2,795 % | 1,938 % |
| 70 | 6,459 % | 2,813 % | 1,956 % |
| 71 | 6,441 % | 2,831 % | 1,973 % |
| 72 | 6,424 % | 2,849 % | 1,990 % |
| 73 | 6,407 % | 2,866 % | 2,006 % |
| 74 | 6,391 % | 2,883 % | 2,022 % |
| 75 | 6,375 % | 2,900 % | 2,038 % |
| 76 | 6,359 % | 2,916 % | 2,053 % |
| 77 | 6,344 % | 2,932 % | 2,068 % |
| 78 | 6,330 % | 2,947 % | 2,082 % |
| 79 | 6,315 % | 2,963 % | 2,096 % |
| 80 | 6,301 % | 2,978 % | 2,110 % |
| 81 | 6,288 % | 2,992 % | 2,123 % |
| 82 | 6,274 % | 3,006 % | 2,136 % |
| 83 | 6,261 % | 3,020 % | 2,149 % |
| 84 | 6,249 % | 3,034 % | 2,161 % |
| 85 | 6,236 % | 3,048 % | 2,174 % |
| 86 | 6,224 % | 3,061 % | 2,185 % |
| 87 | 6,212 % | 3,073 % | 2,197 % |
| 88 | 6,201 % | 3,086 % | 2,208 % |
| 89 | 6,189 % | 3,098 % | 2,219 % |
| 90 | 6,178 % | 3,110 % | 2,230 % |
| 91 | 6,168 % | 3,122 % | 2,241 % |
| 92 | 6,157 % | 3,134 % | 2,251 % |
| 93 | 6,147 % | 3,145 % | 2,261 % |
| 94 | 6,137 % | 3,156 % | 2,271 % |
| 95 | 6,127 % | 3,167 % | 2,281 % |
| 96 | 6,117 % | 3,178 % | 2,291 % |
| 97 | 6,107 % | 3,188 % | 2,300 % |
| 98 | 6,098 % | 3,198 % | 2,309 % |
| 99 | 6,089 % | 3,208 % | 2,318 % |
| 100 | 6,080 % | 3,218 % | 2,327 % |
| 101 | 6,071 % | 3,228 % | 2,335 % |
| 102 | 6,063 % | 3,237 % | 2,344 % |
| 103 | 6,054 % | 3,247 % | 2,352 % |
| 104 | 6,046 % | 3,256 % | 2,360 % |
| 105 | 6,038 % | 3,265 % | 2,368 % |
| 106 | 6,030 % | 3,273 % | 2,376 % |
| 107 | 6,022 % | 3,282 % | 2,384 % |
| 108 | 6,015 % | 3,291 % | 2,391 % |
| 109 | 6,007 % | 3,299 % | 2,399 % |
| 110 | 6,000 % | 3,307 % | 2,406 % |
| 111 | 5,993 % | 3,315 % | 2,413 % |
| 112 | 5,985 % | 3,323 % | 2,420 % |
| 113 | 5,978 % | 3,331 % | 2,427 % |
| 114 | 5,972 % | 3,338 % | 2,434 % |
| 115 | 5,965 % | 3,346 % | 2,440 % |
| 116 | 5,958 % | 3,353 % | 2,447 % |
| 117 | 5,952 % | 3,360 % | 2,453 % |
| 118 | 5,945 % | 3,367 % | 2,459 % |
| 119 | 5,939 % | 3,374 % | 2,466 % |
| 120 | 5,933 % | 3,381 % | 2,472 % |
| 121 | 5,927 % | 3,388 % | 2,478 % |
| 122 | 5,921 % | 3,394 % | 2,484 % |
| 123 | 5,915 % | 3,401 % | 2,489 % |
| 124 | 5,909 % | 3,407 % | 2,495 % |
| 125 | 5,904 % | 3,414 % | 2,501 % |
| 126 | 5,898 % | 3,420 % | 2,506 % |
| 127 | 5,892 % | 3,426 % | 2,512 % |
| 128 | 5,887 % | 3,432 % | 2,517 % |
| 129 | 5,882 % | 3,438 % | 2,522 % |
| 130 | 5,876 % | 3,444 % | 2,528 % |
| 131 | 5,871 % | 3,450 % | 2,533 % |
| 132 | 5,866 % | 3,455 % | 2,538 % |
| 133 | 5,861 % | 3,461 % | 2,543 % |
| 134 | 5,856 % | 3,466 % | 2,548 % |
| 135 | 5,851 % | 3,472 % | 2,552 % |
| 136 | 5,846 % | 3,477 % | 2,557 % |
| 137 | 5,842 % | 3,482 % | 2,562 % |
| 138 | 5,837 % | 3,487 % | 2,566 % |
| 139 | 5,832 % | 3,493 % | 2,571 % |
| 140 | 5,828 % | 3,498 % | 2,575 % |
| 141 | 5,823 % | 3,503 % | 2,580 % |
| 142 | 5,819 % | 3,507 % | 2,584 % |
| 143 | 5,815 % | 3,512 % | 2,589 % |
| 144 | 5,810 % | 3,517 % | 2,593 % |
| 145 | 5,806 % | 3,522 % | 2,597 % |
| 146 | 5,802 % | 3,526 % | 2,601 % |
| 147 | 5,798 % | 3,531 % | 2,605 % |
| 148 | 5,794 % | 3,535 % | 2,609 % |
| 149 | 5,790 % | 3,540 % | 2,613 % |
| 150 | 5,786 % | 3,544 % | 2,617 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

12,240 %

1,228 %

– 0,055 %

2

11,933 %

1,465 %

– 0,047 %

3

11,714 %

1,659 %

– 0,036 %

4

11,605 %

1,801 %

– 0,018 %

5

11,498 %

1,912 %

0,006 %

6

11,299 %

2,006 %

0,033 %

7

11,078 %

2,085 %

0,061 %

8

10,888 %

2,152 %

0,094 %

9

10,722 %

2,211 %

0,129 %

10

10,564 %

2,264 %

0,166 %

11

10,404 %

2,311 %

0,207 %

12

10,244 %

2,353 %

0,251 %

13

10,086 %

2,388 %

0,299 %

14

9,929 %

2,416 %

0,347 %

15

9,776 %

2,440 %

0,395 %

16

9,627 %

2,461 %

0,441 %

17

9,482 %

2,479 %

0,485 %

18

9,342 %

2,495 %

0,526 %

19

9,207 %

2,508 %

0,563 %

20

9,078 %

2,519 %

0,597 %

21

8,953 %

2,526 %

0,627 %

22

8,833 %

2,531 %

0,653 %

23

8,718 %

2,535 %

0,674 %

24

8,608 %

2,538 %

0,691 %

25

8,503 %

2,539 %

0,704 %

26

8,403 %

2,540 %

0,712 %

27

8,307 %

2,541 %

0,718 %

28

8,215 %

2,541 %

0,727 %

29

8,128 %

2,541 %

0,739 %

30

8,044 %

2,541 %

0,757 %

31

7,964 %

2,541 %

0,781 %

32

7,888 %

2,541 %

0,811 %

33

7,815 %

2,540 %

0,845 %

34

7,746 %

2,539 %

0,881 %

35

7,679 %

2,537 %

0,919 %

36

7,616 %

2,534 %

0,959 %

37

7,555 %

2,530 %

0,999 %

38

7,497 %

2,525 %

1,040 %

39

7,442 %

2,518 %

1,080 %

40

7,388 %

2,509 %

1,120 %

41

7,337 %

2,499 %

1,160 %

42

7,288 %

2,489 %

1,199 %

43

7,242 %

2,479 %

1,237 %

44

7,197 %

2,469 %

1,275 %

45

7,153 %

2,462 %

1,312 %

46

7,112 %

2,456 %

1,347 %

47

7,072 %

2,453 %

1,382 %

48

7,034 %

2,453 %

1,416 %

49

6,997 %

2,455 %

1,449 %

50

6,962 %

2,461 %

1,481 %

51

6,927 %

2,470 %

1,512 %

52

6,895 %

2,481 %

1,542 %

53

6,863 %

2,495 %

1,572 %

54

6,832 %

2,510 %

1,600 %

55

6,803 %

2,527 %

1,628 %

56

6,774 %

2,544 %

1,654 %

57

6,747 %

2,563 %

1,680 %

58

6,720 %

2,582 %

1,705 %

59

6,694 %

2,601 %

1,730 %

60

6,670 %

2,621 %

1,753 %

61

6,645 %

2,641 %

1,776 %

62

6,622 %

2,661 %

1,799 %

63

6,599 %

2,680 %

1,820 %

64

6,578 %

2,700 %

1,841 %

65

6,556 %

2,720 %

1,862 %

66

6,536 %

2,739 %

1,882 %

67

6,516 %

2,758 %

1,901 %

68

6,496 %

2,777 %

1,920 %

69

6,478 %

2,795 %

1,938 %

70

6,459 %

2,813 %

1,956 %

71

6,441 %

2,831 %

1,973 %

72

6,424 %

2,849 %

1,990 %

73

6,407 %

2,866 %

2,006 %

74

6,391 %

2,883 %

2,022 %

75

6,375 %

2,900 %

2,038 %

76

6,359 %

2,916 %

2,053 %

77

6,344 %

2,932 %

2,068 %

78

6,330 %

2,947 %

2,082 %

79

6,315 %

2,963 %

2,096 %

80

6,301 %

2,978 %

2,110 %

81

6,288 %

2,992 %

2,123 %

82

6,274 %

3,006 %

2,136 %

83

6,261 %

3,020 %

2,149 %

84

6,249 %

3,034 %

2,161 %

85

6,236 %

3,048 %

2,174 %

86

6,224 %

3,061 %

2,185 %

87

6,212 %

3,073 %

2,197 %

88

6,201 %

3,086 %

2,208 %

89

6,189 %

3,098 %

2,219 %

90

6,178 %

3,110 %

2,230 %

91

6,168 %

3,122 %

2,241 %

92

6,157 %

3,134 %

2,251 %

93

6,147 %

3,145 %

2,261 %

94

6,137 %

3,156 %

2,271 %

95

6,127 %

3,167 %

2,281 %

96

6,117 %

3,178 %

2,291 %

97

6,107 %

3,188 %

2,300 %

98

6,098 %

3,198 %

2,309 %

99

6,089 %

3,208 %

2,318 %

100

6,080 %

3,218 %

2,327 %

101

6,071 %

3,228 %

2,335 %

102

6,063 %

3,237 %

2,344 %

103

6,054 %

3,247 %

2,352 %

104

6,046 %

3,256 %

2,360 %

105

6,038 %

3,265 %

2,368 %

106

6,030 %

3,273 %

2,376 %

107

6,022 %

3,282 %

2,384 %

108

6,015 %

3,291 %

2,391 %

109

6,007 %

3,299 %

2,399 %

110

6,000 %

3,307 %

2,406 %

111

5,993 %

3,315 %

2,413 %

112

5,985 %

3,323 %

2,420 %

113

5,978 %

3,331 %

2,427 %

114

5,972 %

3,338 %

2,434 %

115

5,965 %

3,346 %

2,440 %

116

5,958 %

3,353 %

2,447 %

117

5,952 %

3,360 %

2,453 %

118

5,945 %

3,367 %

2,459 %

119

5,939 %

3,374 %

2,466 %

120

5,933 %

3,381 %

2,472 %

121

5,927 %

3,388 %

2,478 %

122

5,921 %

3,394 %

2,484 %

123

5,915 %

3,401 %

2,489 %

124

5,909 %

3,407 %

2,495 %

125

5,904 %

3,414 %

2,501 %

126

5,898 %

3,420 %

2,506 %

127

5,892 %

3,426 %

2,512 %

128

5,887 %

3,432 %

2,517 %

129

5,882 %

3,438 %

2,522 %

130

5,876 %

3,444 %

2,528 %

131

5,871 %

3,450 %

2,533 %

132

5,866 %

3,455 %

2,538 %

133

5,861 %

3,461 %

2,543 %

134

5,856 %

3,466 %

2,548 %

135

5,851 %

3,472 %

2,552 %

136

5,846 %

3,477 %

2,557 %

137

5,842 %

3,482 %

2,562 %

138

5,837 %

3,487 %

2,566 %

139

5,832 %

3,493 %

2,571 %

140

5,828 %

3,498 %

2,575 %

141

5,823 %

3,503 %

2,580 %

142

5,819 %

3,507 %

2,584 %

143

5,815 %

3,512 %

2,589 %

144

5,810 %

3,517 %

2,593 %

145

5,806 %

3,522 %

2,597 %

146

5,802 %

3,526 %

2,601 %

147

5,798 %

3,531 %

2,605 %

148

5,794 %

3,535 %

2,609 %

149

5,790 %

3,540 %

2,613 %

150

5,786 %

3,544 %

2,617 %

---

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 | 2 |
| 2 | 0 | 0 | 42 | 5 | 2 | 45 | 1 |
| 3 | 0 | 2 | 48 | 5 | 3 | 51 | 1 |
| 4 | 0 | 3 | 51 | 5 | 5 | 52 | 0 |
| 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 |
| 6 | 2 | 6 | 58 | 5 | 8 | 56 | 0 |
| 7 | 3 | 6 | 62 | 5 | 11 | 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 | 1 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

1

27

2

2

0

0

42

5

2

45

1

3

0

2

48

5

3

51

1

4

0

3

51

5

5

52

0

5

1

5

56

5

7

54

0

6

2

6

58

5

8

56

0

7

3

6

62

5

11

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

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 429 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 25 |
| 3 | 2 | 0 | 0 | 0 | 230 | 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 | 32 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 1 | 3 | 0 | 180 | 1 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

429

4

18

2

0

0

0

0

261

4

25

3

2

0

0

0

230

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

32

7

6

0

0

0

173

4

32

8

7

1

2

0

178

2

33

9

8

1

3

0

180

1

34

10

9

1

3

0

182

4

34

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 18 | 0 | 27 |
| 2 | 14 | 12 | 13 | 0 | 25 | 0 | 45 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 52 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 54 |
| 6 | 23 | 21 | 22 | 0 | 32 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 32 | 0 | 57 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 56 |
| 9 | 27 | 25 | 25 | 3 | 34 | 1 | 53 |
| 10 | 29 | 26 | 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

13

0

25

0

45

3

18

16

16

0

28

0

51

4

20

18

18

0

29

0

52

5

22

20

20

0

30

0

54

6

23

21

22

0

32

0

56

7

24

23

23

0

32

0

57

8

26

24

24

2

33

0

56

9

27

25

25

3

34

1

53

10

29

26

26

3

34

1

52

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

Duration (in years)

Rumania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

14

21

6

0

0

0

2

18

18

24

13

0

0

0

3

21

21

29

16

0

0

0

4

22

22

34

18

0

0

0

5

24

23

37

20

0

0

0

6

25

25

41

22

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

28

27

44

26

0

0

0

| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 11 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 19 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 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 | 47 |
| 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

47

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 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |

Duration (in years)

Hong Kong

India

Japan

Malaysia

Mexico

New Zealand

Russia

1

0

9

0

0

10

0

0

2

0

9

0

0

10

0

0

3

0

9

0

0

10

0

0

4

0

9

0

0

10

0

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

20

10

0

9

1

0

10

0

20

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

4

15

0

4

0

6

0

5

16

0

4

0

7

0

6

16

0

4

0

8

0

7

16

0

4

0

9

0

8

16

0

4

0

10

0

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 | 243 | 588 | 1 211 |
| 2 | 6 | 21 | 48 | 128 | 243 | 588 | 993 |
| 3 | 7 | 24 | 49 | 120 | 239 | 585 | 821 |
| 4 | 8 | 26 | 51 | 122 | 238 | 583 | 687 |
| 5 | 10 | 29 | 57 | 125 | 238 | 583 | 583 |
| 6 | 11 | 31 | 60 | 129 | 238 | 583 | 583 |
| 7 | 12 | 34 | 62 | 131 | 238 | 583 | 583 |
| 8 | 12 | 34 | 61 | 130 | 238 | 583 | 583 |
| 9 | 12 | 35 | 61 | 128 | 238 | 583 | 583 |
| 10 | 13 | 36 | 61 | 128 | 238 | 583 | 583 |
| 11 | 13 | 37 | 62 | 128 | 238 | 583 | 583 |
| 12 | 14 | 38 | 62 | 128 | 238 | 583 | 583 |
| 13 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 14 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 15 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 16 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 17 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 18 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 19 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 20 | 14 | 39 | 62 | 128 | 238 | 583 | 583 |
| 21 | 15 | 39 | 62 | 128 | 238 | 583 | 583 |
| 22 | 15 | 39 | 62 | 128 | 238 | 583 | 583 |
| 23 | 16 | 39 | 62 | 128 | 238 | 583 | 583 |
| 24 | 17 | 39 | 62 | 128 | 238 | 583 | 583 |
| 25 | 17 | 39 | 62 | 128 | 238 | 583 | 583 |
| 26 | 18 | 39 | 62 | 128 | 238 | 583 | 583 |
| 27 | 19 | 39 | 62 | 128 | 238 | 583 | 583 |
| 28 | 20 | 39 | 62 | 128 | 238 | 583 | 583 |
| 29 | 20 | 39 | 62 | 128 | 238 | 583 | 583 |
| 30 | 20 | 39 | 62 | 128 | 238 | 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

6

21

48

128

243

588

1 211

2

6

21

48

128

243

588

993

3

7

24

49

120

239

585

821

4

8

26

51

122

238

583

687

5

10

29

57

125

238

583

583

6

11

31

60

129

238

583

583

7

12

34

62

131

238

583

583

8

12

34

61

130

238

583

583

9

12

35

61

128

238

583

583

10

13

36

61

128

238

583

583

11

13

37

62

128

238

583

583

12

14

38

62

128

238

583

583

13

14

39

62

128

238

583

583

14

14

39

62

128

238

583

583

15

14

39

62

128

238

583

583

16

14

39

62

128

238

583

583

17

14

39

62

128

238

583

583

18

14

39

62

128

238

583

583

19

14

39

62

128

238

583

583

20

14

39

62

128

238

583

583

21

15

39

62

128

238

583

583

22

15

39

62

128

238

583

583

23

16

39

62

128

238

583

583

24

17

39

62

128

238

583

583

25

17

39

62

128

238

583

583

26

18

39

62

128

238

583

583

27

19

39

62

128

238

583

583

28

20

39

62

128

238

583

583

29

20

39

62

128

238

583

583

30

20

39

62

128

238

583

583

2.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 26 | 52 | 133 | 247 | 593 | 1 221 |
| 2 | 12 | 28 | 54 | 135 | 249 | 595 | 1 001 |
| 3 | 14 | 30 | 55 | 127 | 246 | 591 | 828 |
| 4 | 15 | 33 | 58 | 129 | 245 | 590 | 693 |
| 5 | 16 | 35 | 63 | 131 | 244 | 590 | 590 |
| 6 | 17 | 37 | 66 | 135 | 244 | 589 | 589 |
| 7 | 18 | 39 | 67 | 137 | 243 | 589 | 589 |
| 8 | 17 | 39 | 66 | 134 | 242 | 588 | 588 |
| 9 | 17 | 40 | 66 | 133 | 242 | 588 | 588 |
| 10 | 17 | 41 | 66 | 132 | 242 | 588 | 588 |
| 11 | 17 | 41 | 65 | 132 | 241 | 587 | 587 |
| 12 | 17 | 41 | 65 | 131 | 241 | 587 | 587 |
| 13 | 17 | 41 | 64 | 131 | 240 | 586 | 586 |
| 14 | 17 | 41 | 64 | 130 | 240 | 585 | 585 |
| 15 | 16 | 41 | 63 | 130 | 239 | 585 | 585 |
| 16 | 15 | 40 | 63 | 129 | 238 | 584 | 584 |
| 17 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 18 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 19 | 15 | 40 | 62 | 129 | 238 | 584 | 584 |
| 20 | 15 | 40 | 63 | 129 | 239 | 584 | 584 |
| 21 | 16 | 40 | 63 | 129 | 239 | 585 | 585 |
| 22 | 16 | 41 | 63 | 130 | 239 | 585 | 585 |
| 23 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 24 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 25 | 17 | 41 | 63 | 130 | 239 | 585 | 585 |
| 26 | 18 | 41 | 63 | 130 | 239 | 585 | 585 |
| 27 | 19 | 41 | 64 | 130 | 239 | 585 | 585 |
| 28 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |
| 29 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |
| 30 | 20 | 41 | 63 | 130 | 239 | 585 | 585 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

26

52

133

247

593

1 221

2

12

28

54

135

249

595

1 001

3

14

30

55

127

246

591

828

4

15

33

58

129

245

590

693

5

16

35

63

131

244

590

590

6

17

37

66

135

244

589

589

7

18

39

67

137

243

589

589

8

17

39

66

134

242

588

588

9

17

40

66

133

242

588

588

10

17

41

66

132

242

588

588

11

17

41

65

132

241

587

587

12

17

41

65

131

241

587

587

13

17

41

64

131

240

586

586

14

17

41

64

130

240

585

585

15

16

41

63

130

239

585

585

16

15

40

63

129

238

584

584

17

15

40

62

129

238

584

584

18

15

40

62

129

238

584

584

19

15

40

62

129

238

584

584

20

15

40

63

129

239

584

584

21

16

40

63

129

239

585

585

22

16

41

63

130

239

585

585

23

17

41

63

130

239

585

585

24

17

41

63

130

239

585

585

25

17

41

63

130

239

585

585

26

18

41

63

130

239

585

585

27

19

41

64

130

239

585

585

28

20

41

63

130

239

585

585

29

20

41

63

130

239

585

585

30

20

41

63

130

239

585

585

2.3.   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 48 | 128 | 242 | 588 | 1 211 |
| 2 | 6 | 21 | 48 | 128 | 242 | 588 | 992 |
| 3 | 7 | 23 | 48 | 120 | 239 | 584 | 821 |
| 4 | 8 | 26 | 51 | 122 | 238 | 583 | 687 |
| 5 | 10 | 29 | 57 | 124 | 237 | 583 | 583 |
| 6 | 11 | 31 | 60 | 129 | 237 | 583 | 583 |
| 7 | 12 | 34 | 62 | 131 | 237 | 583 | 583 |
| 8 | 12 | 34 | 61 | 129 | 237 | 583 | 583 |
| 9 | 12 | 35 | 61 | 128 | 237 | 583 | 583 |
| 10 | 13 | 36 | 61 | 128 | 237 | 583 | 583 |
| 11 | 13 | 37 | 61 | 128 | 237 | 583 | 583 |
| 12 | 14 | 38 | 61 | 128 | 237 | 583 | 583 |
| 13 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 14 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 15 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 16 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 17 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 18 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 19 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 20 | 14 | 39 | 61 | 128 | 237 | 583 | 583 |
| 21 | 15 | 39 | 61 | 128 | 237 | 583 | 583 |
| 22 | 15 | 39 | 61 | 128 | 237 | 583 | 583 |
| 23 | 16 | 39 | 61 | 128 | 237 | 583 | 583 |
| 24 | 17 | 39 | 61 | 128 | 237 | 583 | 583 |
| 25 | 17 | 39 | 61 | 128 | 237 | 583 | 583 |
| 26 | 18 | 39 | 61 | 128 | 237 | 583 | 583 |
| 27 | 19 | 39 | 61 | 128 | 237 | 583 | 583 |
| 28 | 20 | 39 | 61 | 128 | 237 | 583 | 583 |
| 29 | 20 | 39 | 61 | 128 | 237 | 583 | 583 |
| 30 | 20 | 39 | 61 | 128 | 237 | 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

6

21

48

128

242

588

1 211

2

6

21

48

128

242

588

992

3

7

23

48

120

239

584

821

4

8

26

51

122

238

583

687

5

10

29

57

124

237

583

583

6

11

31

60

129

237

583

583

7

12

34

62

131

237

583

583

8

12

34

61

129

237

583

583

9

12

35

61

128

237

583

583

10

13

36

61

128

237

583

583

11

13

37

61

128

237

583

583

12

14

38

61

128

237

583

583

13

14

39

61

128

237

583

583

14

14

39

61

128

237

583

583

15

14

39

61

128

237

583

583

16

14

39

61

128

237

583

583

17

14

39

61

128

237

583

583

18

14

39

61

128

237

583

583

19

14

39

61

128

237

583

583

20

14

39

61

128

237

583

583

21

15

39

61

128

237

583

583

22

15

39

61

128

237

583

583

23

16

39

61

128

237

583

583

24

17

39

61

128

237

583

583

25

17

39

61

128

237

583

583

26

18

39

61

128

237

583

583

27

19

39

61

128

237

583

583

28

20

39

61

128

237

583

583

29

20

39

61

128

237

583

583

30

20

39

61

128

237

583

583

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 | 87 | 102 | 129 | 210 | 324 | 670 | 1 219 |
| 2 | 82 | 97 | 124 | 205 | 319 | 665 | 1 006 |
| 3 | 86 | 102 | 128 | 199 | 318 | 663 | 834 |
| 4 | 84 | 102 | 127 | 198 | 314 | 659 | 700 |
| 5 | 83 | 102 | 130 | 198 | 311 | 656 | 656 |
| 6 | 82 | 102 | 131 | 200 | 308 | 654 | 654 |
| 7 | 80 | 102 | 130 | 200 | 306 | 651 | 651 |
| 8 | 79 | 101 | 128 | 196 | 304 | 650 | 650 |
| 9 | 78 | 100 | 127 | 194 | 303 | 649 | 649 |
| 10 | 74 | 97 | 123 | 189 | 299 | 645 | 645 |
| 11 | 72 | 96 | 120 | 186 | 296 | 642 | 642 |
| 12 | 70 | 95 | 118 | 185 | 294 | 640 | 640 |
| 13 | 70 | 94 | 117 | 184 | 293 | 639 | 639 |
| 14 | 69 | 94 | 117 | 183 | 293 | 638 | 638 |
| 15 | 69 | 94 | 116 | 183 | 292 | 638 | 638 |
| 16 | 68 | 93 | 115 | 182 | 291 | 637 | 637 |
| 17 | 68 | 92 | 115 | 181 | 291 | 637 | 637 |
| 18 | 67 | 92 | 114 | 180 | 290 | 636 | 636 |
| 19 | 66 | 91 | 113 | 180 | 289 | 635 | 635 |
| 20 | 65 | 90 | 112 | 179 | 288 | 634 | 634 |
| 21 | 65 | 89 | 112 | 178 | 288 | 634 | 634 |
| 22 | 64 | 88 | 111 | 177 | 287 | 633 | 633 |
| 23 | 63 | 87 | 110 | 176 | 286 | 632 | 632 |
| 24 | 62 | 86 | 109 | 175 | 285 | 631 | 631 |
| 25 | 61 | 85 | 108 | 174 | 284 | 630 | 630 |
| 26 | 59 | 84 | 107 | 173 | 283 | 628 | 628 |
| 27 | 58 | 83 | 106 | 172 | 282 | 627 | 627 |
| 28 | 57 | 82 | 104 | 171 | 280 | 626 | 626 |
| 29 | 56 | 81 | 103 | 170 | 279 | 625 | 625 |
| 30 | 55 | 80 | 102 | 169 | 278 | 624 | 624 |

Duration (in years)

Credit quality step 0

Credit 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

102

129

210

324

670

1 219

2

82

97

124

205

319

665

1 006

3

86

102

128

199

318

663

834

4

84

102

127

198

314

659

700

5

83

102

130

198

311

656

656

6

82

102

131

200

308

654

654

7

80

102

130

200

306

651

651

8

79

101

128

196

304

650

650

9

78

100

127

194

303

649

649

10

74

97

123

189

299

645

645

11

72

96

120

186

296

642

642

12

70

95

118

185

294

640

640

13

70

94

117

184

293

639

639

14

69

94

117

183

293

638

638

15

69

94

116

183

292

638

638

16

68

93

115

182

291

637

637

17

68

92

115

181

291

637

637

18

67

92

114

180

290

636

636

19

66

91

113

180

289

635

635

20

65

90

112

179

288

634

634

21

65

89

112

178

288

634

634

22

64

88

111

177

287

633

633

23

63

87

110

176

286

632

632

24

62

86

109

175

285

631

631

25

61

85

108

174

284

630

630

26

59

84

107

173

283

628

628

27

58

83

106

172

282

627

627

28

57

82

104

171

280

626

626

29

56

81

103

170

279

625

625

30

55

80

102

169

278

624

624

2.5.   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 25 | 52 | 132 | 246 | 592 | 1 207 |
| 2 | 12 | 27 | 54 | 134 | 248 | 594 | 990 |
| 3 | 14 | 30 | 56 | 127 | 246 | 591 | 820 |
| 4 | 16 | 34 | 59 | 129 | 245 | 591 | 687 |
| 5 | 17 | 36 | 64 | 132 | 245 | 591 | 591 |
| 6 | 18 | 39 | 68 | 137 | 245 | 591 | 591 |
| 7 | 19 | 41 | 69 | 138 | 245 | 590 | 590 |
| 8 | 19 | 41 | 68 | 136 | 244 | 590 | 590 |
| 9 | 18 | 41 | 67 | 134 | 244 | 589 | 589 |
| 10 | 18 | 42 | 67 | 133 | 243 | 589 | 589 |
| 11 | 18 | 42 | 67 | 133 | 243 | 588 | 588 |
| 12 | 18 | 43 | 66 | 133 | 242 | 588 | 588 |
| 13 | 18 | 43 | 66 | 132 | 242 | 588 | 588 |
| 14 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 15 | 18 | 43 | 65 | 131 | 241 | 587 | 587 |
| 16 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 17 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 18 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 19 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 20 | 17 | 42 | 65 | 131 | 241 | 586 | 586 |
| 21 | 18 | 42 | 65 | 131 | 241 | 587 | 587 |
| 22 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 23 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 24 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 25 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 26 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 27 | 19 | 43 | 65 | 132 | 241 | 587 | 587 |
| 28 | 20 | 43 | 65 | 132 | 241 | 587 | 587 |
| 29 | 20 | 43 | 65 | 132 | 241 | 587 | 587 |
| 30 | 21 | 43 | 65 | 132 | 241 | 587 | 587 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

52

132

246

592

1 207

2

12

27

54

134

248

594

990

3

14

30

56

127

246

591

820

4

16

34

59

129

245

591

687

5

17

36

64

132

245

591

591

6

18

39

68

137

245

591

591

7

19

41

69

138

245

590

590

8

19

41

68

136

244

590

590

9

18

41

67

134

244

589

589

10

18

42

67

133

243

589

589

11

18

42

67

133

243

588

588

12

18

43

66

133

242

588

588

13

18

43

66

132

242

588

588

14

18

43

65

132

241

587

587

15

18

43

65

131

241

587

587

16

17

42

64

131

240

586

586

17

17

42

64

131

240

586

586

18

17

42

64

131

240

586

586

19

17

42

64

131

240

586

586

20

17

42

65

131

241

586

586

21

18

42

65

131

241

587

587

22

18

43

65

132

241

587

587

23

18

43

65

132

241

587

587

24

18

43

65

132

241

587

587

25

18

43

65

132

241

587

587

26

18

43

65

132

241

587

587

27

19

43

65

132

241

587

587

28

20

43

65

132

241

587

587

29

20

43

65

132

241

587

587

30

21

43

65

132

241

587

587

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 | 95 | 175 | 290 | 635 | 1 224 |
| 2 | 57 | 72 | 99 | 179 | 293 | 639 | 1 010 |
| 3 | 62 | 79 | 104 | 175 | 294 | 640 | 841 |
| 4 | 66 | 84 | 109 | 179 | 295 | 641 | 706 |
| 5 | 68 | 87 | 115 | 183 | 296 | 641 | 641 |
| 6 | 69 | 89 | 118 | 187 | 295 | 641 | 641 |
| 7 | 69 | 91 | 119 | 188 | 295 | 640 | 640 |
| 8 | 68 | 90 | 117 | 185 | 293 | 639 | 639 |
| 9 | 67 | 89 | 115 | 183 | 292 | 638 | 638 |
| 10 | 65 | 89 | 114 | 181 | 290 | 636 | 636 |
| 11 | 64 | 88 | 113 | 179 | 289 | 634 | 634 |
| 12 | 63 | 88 | 111 | 177 | 287 | 633 | 633 |
| 13 | 62 | 87 | 109 | 176 | 285 | 631 | 631 |
| 14 | 61 | 85 | 108 | 174 | 284 | 630 | 630 |
| 15 | 59 | 84 | 107 | 173 | 283 | 628 | 628 |
| 16 | 58 | 83 | 105 | 172 | 281 | 627 | 627 |
| 17 | 57 | 82 | 104 | 171 | 280 | 626 | 626 |
| 18 | 56 | 81 | 104 | 170 | 280 | 625 | 625 |
| 19 | 56 | 80 | 103 | 169 | 279 | 625 | 625 |
| 20 | 55 | 80 | 102 | 169 | 278 | 624 | 624 |
| 21 | 54 | 79 | 101 | 168 | 277 | 623 | 623 |
| 22 | 53 | 78 | 101 | 167 | 277 | 623 | 623 |
| 23 | 53 | 77 | 100 | 166 | 276 | 622 | 622 |
| 24 | 52 | 77 | 99 | 165 | 275 | 621 | 621 |
| 25 | 51 | 76 | 98 | 165 | 274 | 620 | 620 |
| 26 | 50 | 75 | 97 | 164 | 273 | 619 | 619 |
| 27 | 49 | 74 | 96 | 163 | 272 | 618 | 618 |
| 28 | 48 | 73 | 96 | 162 | 272 | 617 | 617 |
| 29 | 48 | 72 | 95 | 161 | 271 | 616 | 616 |
| 30 | 47 | 71 | 94 | 160 | 270 | 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

53

68

95

175

290

635

1 224

2

57

72

99

179

293

639

1 010

3

62

79

104

175

294

640

841

4

66

84

109

179

295

641

706

5

68

87

115

183

296

641

641

6

69

89

118

187

295

641

641

7

69

91

119

188

295

640

640

8

68

90

117

185

293

639

639

9

67

89

115

183

292

638

638

10

65

89

114

181

290

636

636

11

64

88

113

179

289

634

634

12

63

88

111

177

287

633

633

13

62

87

109

176

285

631

631

14

61

85

108

174

284

630

630

15

59

84

107

173

283

628

628

16

58

83

105

172

281

627

627

17

57

82

104

171

280

626

626

18

56

81

104

170

280

625

625

19

56

80

103

169

279

625

625

20

55

80

102

169

278

624

624

21

54

79

101

168

277

623

623

22

53

78

101

167

277

623

623

23

53

77

100

166

276

622

622

24

52

77

99

165

275

621

621

25

51

76

98

165

274

620

620

26

50

75

97

164

273

619

619

27

49

74

96

163

272

618

618

28

48

73

96

162

272

617

617

29

48

72

95

161

271

616

616

30

47

71

94

160

270

616

616

2.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 20 | 47 | 128 | 242 | 588 | 1 210 |
| 2 | 5 | 20 | 47 | 128 | 242 | 588 | 992 |
| 3 | 6 | 23 | 48 | 119 | 238 | 584 | 820 |
| 4 | 7 | 25 | 51 | 121 | 237 | 583 | 686 |
| 5 | 9 | 28 | 56 | 124 | 237 | 583 | 583 |
| 6 | 10 | 30 | 59 | 128 | 237 | 583 | 583 |
| 7 | 11 | 33 | 61 | 131 | 237 | 583 | 583 |
| 8 | 11 | 33 | 61 | 129 | 237 | 583 | 583 |
| 9 | 11 | 34 | 60 | 127 | 237 | 583 | 583 |
| 10 | 12 | 36 | 61 | 127 | 237 | 583 | 583 |
| 11 | 13 | 37 | 61 | 127 | 237 | 583 | 583 |
| 12 | 13 | 37 | 61 | 127 | 237 | 583 | 583 |
| 13 | 13 | 38 | 61 | 127 | 237 | 583 | 583 |
| 14 | 14 | 38 | 61 | 127 | 237 | 583 | 583 |
| 15 | 14 | 38 | 61 | 127 | 237 | 583 | 583 |
| 16 | 13 | 38 | 61 | 127 | 237 | 583 | 583 |
| 17 | 13 | 38 | 61 | 127 | 237 | 583 | 583 |
| 18 | 13 | 38 | 61 | 127 | 237 | 583 | 583 |
| 19 | 14 | 38 | 61 | 127 | 237 | 583 | 583 |
| 20 | 14 | 38 | 61 | 127 | 237 | 583 | 583 |
| 21 | 15 | 38 | 61 | 127 | 237 | 583 | 583 |
| 22 | 15 | 38 | 61 | 127 | 237 | 583 | 583 |
| 23 | 16 | 38 | 61 | 127 | 237 | 583 | 583 |
| 24 | 17 | 38 | 61 | 127 | 237 | 583 | 583 |
| 25 | 17 | 38 | 61 | 127 | 237 | 583 | 583 |
| 26 | 18 | 38 | 61 | 127 | 237 | 583 | 583 |
| 27 | 19 | 38 | 61 | 127 | 237 | 583 | 583 |
| 28 | 20 | 38 | 61 | 127 | 237 | 583 | 583 |
| 29 | 20 | 38 | 61 | 127 | 237 | 583 | 583 |
| 30 | 20 | 38 | 61 | 127 | 237 | 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

5

20

47

128

242

588

1 210

2

5

20

47

128

242

588

992

3

6

23

48

119

238

584

820

4

7

25

51

121

237

583

686

5

9

28

56

124

237

583

583

6

10

30

59

128

237

583

583

7

11

33

61

131

237

583

583

8

11

33

61

129

237

583

583

9

11

34

60

127

237

583

583

10

12

36

61

127

237

583

583

11

13

37

61

127

237

583

583

12

13

37

61

127

237

583

583

13

13

38

61

127

237

583

583

14

14

38

61

127

237

583

583

15

14

38

61

127

237

583

583

16

13

38

61

127

237

583

583

17

13

38

61

127

237

583

583

18

13

38

61

127

237

583

583

19

14

38

61

127

237

583

583

20

14

38

61

127

237

583

583

21

15

38

61

127

237

583

583

22

15

38

61

127

237

583

583

23

16

38

61

127

237

583

583

24

17

38

61

127

237

583

583

25

17

38

61

127

237

583

583

26

18

38

61

127

237

583

583

27

19

38

61

127

237

583

583

28

20

38

61

127

237

583

583

29

20

38

61

127

237

583

583

30

20

38

61

127

237

583

583

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 | 160 | 261 | 606 | 1 224 |
| 2 | 7 | 25 | 58 | 160 | 261 | 606 | 1 003 |
| 3 | 8 | 27 | 57 | 144 | 257 | 602 | 830 |
| 4 | 9 | 30 | 59 | 132 | 255 | 601 | 694 |
| 5 | 11 | 31 | 60 | 119 | 254 | 600 | 600 |
| 6 | 13 | 35 | 63 | 110 | 253 | 598 | 598 |
| 7 | 15 | 37 | 63 | 102 | 251 | 597 | 597 |
| 8 | 16 | 38 | 61 | 94 | 250 | 596 | 596 |
| 9 | 18 | 45 | 65 | 88 | 249 | 595 | 595 |
| 10 | 18 | 45 | 62 | 84 | 248 | 594 | 594 |
| 11 | 17 | 44 | 60 | 83 | 248 | 593 | 593 |
| 12 | 16 | 43 | 60 | 84 | 247 | 593 | 593 |
| 13 | 16 | 44 | 61 | 84 | 246 | 592 | 592 |
| 14 | 16 | 44 | 61 | 84 | 245 | 591 | 591 |
| 15 | 16 | 44 | 61 | 84 | 244 | 590 | 590 |
| 16 | 16 | 44 | 61 | 84 | 243 | 589 | 589 |
| 17 | 16 | 44 | 61 | 84 | 242 | 588 | 588 |
| 18 | 16 | 44 | 61 | 84 | 241 | 587 | 587 |
| 19 | 16 | 44 | 61 | 84 | 241 | 587 | 587 |
| 20 | 16 | 44 | 61 | 84 | 242 | 588 | 588 |
| 21 | 16 | 44 | 61 | 84 | 242 | 588 | 588 |
| 22 | 16 | 44 | 61 | 84 | 242 | 588 | 588 |
| 23 | 16 | 44 | 61 | 84 | 242 | 587 | 587 |
| 24 | 17 | 44 | 61 | 84 | 241 | 587 | 587 |
| 25 | 17 | 44 | 61 | 84 | 241 | 586 | 586 |
| 26 | 18 | 44 | 61 | 84 | 240 | 586 | 586 |
| 27 | 19 | 44 | 61 | 84 | 240 | 586 | 586 |
| 28 | 20 | 44 | 61 | 84 | 239 | 585 | 585 |
| 29 | 20 | 44 | 61 | 84 | 239 | 585 | 585 |
| 30 | 20 | 44 | 61 | 84 | 239 | 585 | 585 |

Duration (in years)

Credit quality step 0

Credit 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

160

261

606

1 224

2

7

25

58

160

261

606

1 003

3

8

27

57

144

257

602

830

4

9

30

59

132

255

601

694

5

11

31

60

119

254

600

600

6

13

35

63

110

253

598

598

7

15

37

63

102

251

597

597

8

16

38

61

94

250

596

596

9

18

45

65

88

249

595

595

10

18

45

62

84

248

594

594

11

17

44

60

83

248

593

593

12

16

43

60

84

247

593

593

13

16

44

61

84

246

592

592

14

16

44

61

84

245

591

591

15

16

44

61

84

244

590

590

16

16

44

61

84

243

589

589

17

16

44

61

84

242

588

588

18

16

44

61

84

241

587

587

19

16

44

61

84

241

587

587

20

16

44

61

84

242

588

588

21

16

44

61

84

242

588

588

22

16

44

61

84

242

588

588

23

16

44

61

84

242

587

587

24

17

44

61

84

241

587

587

25

17

44

61

84

241

586

586

26

18

44

61

84

240

586

586

27

19

44

61

84

240

586

586

28

20

44

61

84

239

585

585

29

20

44

61

84

239

585

585

30

20

44

61

84

239

585

585

2.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 89 | 104 | 131 | 211 | 325 | 671 | 1 235 |
| 2 | 86 | 101 | 128 | 208 | 323 | 668 | 1 018 |
| 3 | 84 | 101 | 126 | 198 | 317 | 662 | 846 |
| 4 | 83 | 101 | 126 | 197 | 313 | 658 | 710 |
| 5 | 81 | 101 | 128 | 196 | 309 | 655 | 655 |
| 6 | 80 | 101 | 130 | 199 | 307 | 653 | 653 |
| 7 | 79 | 100 | 128 | 198 | 304 | 650 | 650 |
| 8 | 76 | 98 | 125 | 193 | 301 | 647 | 647 |
| 9 | 73 | 96 | 122 | 189 | 299 | 645 | 645 |
| 10 | 72 | 96 | 121 | 187 | 297 | 643 | 643 |
| 11 | 71 | 95 | 119 | 186 | 295 | 641 | 641 |
| 12 | 70 | 94 | 117 | 184 | 293 | 639 | 639 |
| 13 | 68 | 93 | 116 | 182 | 292 | 637 | 637 |
| 14 | 67 | 92 | 114 | 180 | 290 | 636 | 636 |
| 15 | 65 | 90 | 113 | 179 | 289 | 634 | 634 |
| 16 | 64 | 89 | 111 | 178 | 287 | 633 | 633 |
| 17 | 63 | 88 | 110 | 177 | 286 | 632 | 632 |
| 18 | 62 | 87 | 109 | 176 | 285 | 631 | 631 |
| 19 | 61 | 86 | 108 | 175 | 284 | 630 | 630 |
| 20 | 60 | 85 | 107 | 174 | 283 | 629 | 629 |
| 21 | 59 | 84 | 107 | 173 | 283 | 628 | 628 |
| 22 | 58 | 83 | 106 | 172 | 282 | 627 | 627 |
| 23 | 57 | 82 | 105 | 171 | 281 | 626 | 626 |
| 24 | 56 | 81 | 104 | 170 | 280 | 625 | 625 |
| 25 | 55 | 80 | 103 | 169 | 279 | 624 | 624 |
| 26 | 54 | 79 | 102 | 168 | 278 | 623 | 623 |
| 27 | 53 | 78 | 101 | 167 | 277 | 622 | 622 |
| 28 | 52 | 77 | 100 | 166 | 276 | 621 | 621 |
| 29 | 51 | 76 | 99 | 165 | 275 | 620 | 620 |
| 30 | 51 | 75 | 98 | 164 | 274 | 619 | 619 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

89

104

131

211

325

671

1 235

2

86

101

128

208

323

668

1 018

3

84

101

126

198

317

662

846

4

83

101

126

197

313

658

710

5

81

101

128

196

309

655

655

6

80

101

130

199

307

653

653

7

79

100

128

198

304

650

650

8

76

98

125

193

301

647

647

9

73

96

122

189

299

645

645

10

72

96

121

187

297

643

643

11

71

95

119

186

295

641

641

12

70

94

117

184

293

639

639

13

68

93

116

182

292

637

637

14

67

92

114

180

290

636

636

15

65

90

113

179

289

634

634

16

64

89

111

178

287

633

633

17

63

88

110

177

286

632

632

18

62

87

109

176

285

631

631

19

61

86

108

175

284

630

630

20

60

85

107

174

283

629

629

21

59

84

107

173

283

628

628

22

58

83

106

172

282

627

627

23

57

82

105

171

281

626

626

24

56

81

104

170

280

625

625

25

55

80

103

169

279

624

624

26

54

79

102

168

278

623

623

27

53

78

101

167

277

622

622

28

52

77

100

166

276

621

621

29

51

76

99

165

275

620

620

30

51

75

98

164

274

619

619

2.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 61 | 77 | 103 | 184 | 298 | 644 | 1 245 |
| 2 | 59 | 75 | 101 | 182 | 296 | 642 | 1 024 |
| 3 | 59 | 76 | 101 | 173 | 291 | 637 | 850 |
| 4 | 59 | 77 | 102 | 173 | 289 | 634 | 713 |
| 5 | 58 | 78 | 105 | 173 | 286 | 632 | 632 |
| 6 | 57 | 78 | 107 | 176 | 284 | 630 | 630 |
| 7 | 57 | 78 | 107 | 176 | 282 | 628 | 628 |
| 8 | 55 | 77 | 104 | 172 | 281 | 626 | 626 |
| 9 | 54 | 76 | 102 | 170 | 279 | 625 | 625 |
| 10 | 53 | 76 | 101 | 168 | 277 | 623 | 623 |
| 11 | 52 | 76 | 100 | 167 | 276 | 622 | 622 |
| 12 | 52 | 76 | 100 | 166 | 276 | 621 | 621 |
| 13 | 52 | 76 | 99 | 165 | 275 | 621 | 621 |
| 14 | 51 | 76 | 98 | 165 | 274 | 620 | 620 |
| 15 | 50 | 75 | 97 | 164 | 273 | 619 | 619 |
| 16 | 49 | 74 | 96 | 163 | 272 | 618 | 618 |
| 17 | 48 | 73 | 96 | 162 | 272 | 618 | 618 |
| 18 | 48 | 73 | 95 | 161 | 271 | 617 | 617 |
| 19 | 47 | 72 | 94 | 161 | 270 | 616 | 616 |
| 20 | 47 | 72 | 94 | 161 | 270 | 616 | 616 |
| 21 | 47 | 72 | 94 | 160 | 270 | 616 | 616 |
| 22 | 46 | 71 | 94 | 160 | 270 | 615 | 615 |
| 23 | 46 | 71 | 93 | 159 | 269 | 615 | 615 |
| 24 | 45 | 70 | 92 | 159 | 268 | 614 | 614 |
| 25 | 45 | 69 | 92 | 158 | 268 | 614 | 614 |
| 26 | 44 | 69 | 91 | 158 | 267 | 613 | 613 |
| 27 | 43 | 68 | 90 | 157 | 266 | 612 | 612 |
| 28 | 43 | 67 | 90 | 156 | 266 | 612 | 612 |
| 29 | 42 | 67 | 89 | 156 | 265 | 611 | 611 |
| 30 | 41 | 66 | 88 | 155 | 264 | 610 | 610 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

61

77

103

184

298

644

1 245

2

59

75

101

182

296

642

1 024

3

59

76

101

173

291

637

850

4

59

77

102

173

289

634

713

5

58

78

105

173

286

632

632

6

57

78

107

176

284

630

630

7

57

78

107

176

282

628

628

8

55

77

104

172

281

626

626

9

54

76

102

170

279

625

625

10

53

76

101

168

277

623

623

11

52

76

100

167

276

622

622

12

52

76

100

166

276

621

621

13

52

76

99

165

275

621

621

14

51

76

98

165

274

620

620

15

50

75

97

164

273

619

619

16

49

74

96

163

272

618

618

17

48

73

96

162

272

618

618

18

48

73

95

161

271

617

617

19

47

72

94

161

270

616

616

20

47

72

94

161

270

616

616

21

47

72

94

160

270

616

616

22

46

71

94

160

270

615

615

23

46

71

93

159

269

615

615

24

45

70

92

159

268

614

614

25

45

69

92

158

268

614

614

26

44

69

91

158

267

613

613

27

43

68

90

157

266

612

612

28

43

67

90

156

266

612

612

29

42

67

89

156

265

611

611

30

41

66

88

155

264

610

610

2.11.   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 46 | 73 | 153 | 268 | 613 | 1 234 |
| 2 | 31 | 47 | 73 | 154 | 268 | 614 | 1 013 |
| 3 | 31 | 48 | 73 | 145 | 263 | 609 | 838 |
| 4 | 32 | 50 | 75 | 145 | 261 | 607 | 701 |
| 5 | 32 | 51 | 79 | 147 | 260 | 606 | 606 |
| 6 | 33 | 53 | 82 | 151 | 259 | 605 | 605 |
| 7 | 33 | 55 | 83 | 152 | 258 | 604 | 604 |
| 8 | 32 | 54 | 81 | 149 | 258 | 603 | 603 |
| 9 | 32 | 54 | 80 | 148 | 257 | 603 | 603 |
| 10 | 31 | 55 | 80 | 147 | 256 | 602 | 602 |
| 11 | 31 | 55 | 79 | 146 | 255 | 601 | 601 |
| 12 | 31 | 55 | 79 | 145 | 255 | 600 | 600 |
| 13 | 30 | 55 | 78 | 144 | 254 | 600 | 600 |
| 14 | 30 | 55 | 77 | 143 | 253 | 599 | 599 |
| 15 | 29 | 54 | 76 | 143 | 252 | 598 | 598 |
| 16 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 17 | 27 | 52 | 75 | 141 | 251 | 597 | 597 |
| 18 | 27 | 52 | 74 | 141 | 250 | 596 | 596 |
| 19 | 27 | 51 | 74 | 140 | 250 | 596 | 596 |
| 20 | 27 | 52 | 74 | 140 | 250 | 596 | 596 |
| 21 | 27 | 52 | 74 | 140 | 250 | 596 | 596 |
| 22 | 27 | 51 | 74 | 140 | 250 | 596 | 596 |
| 23 | 27 | 51 | 74 | 140 | 250 | 596 | 596 |
| 24 | 26 | 51 | 74 | 140 | 250 | 595 | 595 |
| 25 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 26 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 27 | 26 | 50 | 73 | 139 | 249 | 595 | 595 |
| 28 | 25 | 50 | 73 | 139 | 249 | 594 | 594 |
| 29 | 25 | 50 | 72 | 139 | 248 | 594 | 594 |
| 30 | 25 | 50 | 72 | 139 | 248 | 594 | 594 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

46

73

153

268

613

1 234

2

31

47

73

154

268

614

1 013

3

31

48

73

145

263

609

838

4

32

50

75

145

261

607

701

5

32

51

79

147

260

606

606

6

33

53

82

151

259

605

605

7

33

55

83

152

258

604

604

8

32

54

81

149

258

603

603

9

32

54

80

148

257

603

603

10

31

55

80

147

256

602

602

11

31

55

79

146

255

601

601

12

31

55

79

145

255

600

600

13

30

55

78

144

254

600

600

14

30

55

77

143

253

599

599

15

29

54

76

143

252

598

598

16

28

53

75

142

251

597

597

17

27

52

75

141

251

597

597

18

27

52

74

141

250

596

596

19

27

51

74

140

250

596

596

20

27

52

74

140

250

596

596

21

27

52

74

140

250

596

596

22

27

51

74

140

250

596

596

23

27

51

74

140

250

596

596

24

26

51

74

140

250

595

595

25

26

51

73

140

249

595

595

26

26

51

73

140

249

595

595

27

26

50

73

139

249

595

595

28

25

50

73

139

249

594

594

29

25

50

72

139

248

594

594

30

25

50

72

139

248

594

594

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 | 108 | 222 | 568 | 1 202 |
| 2 | 1 | 5 | 28 | 109 | 223 | 569 | 985 |
| 3 | 2 | 5 | 29 | 101 | 219 | 565 | 814 |
| 4 | 2 | 7 | 32 | 102 | 218 | 564 | 681 |
| 5 | 3 | 9 | 37 | 105 | 218 | 564 | 577 |
| 6 | 4 | 12 | 41 | 110 | 218 | 564 | 564 |
| 7 | 5 | 14 | 42 | 112 | 218 | 564 | 564 |
| 8 | 5 | 15 | 42 | 110 | 218 | 564 | 564 |
| 9 | 7 | 16 | 42 | 109 | 218 | 564 | 564 |
| 10 | 7 | 17 | 42 | 108 | 218 | 564 | 564 |
| 11 | 8 | 19 | 43 | 110 | 219 | 565 | 565 |
| 12 | 8 | 18 | 42 | 108 | 218 | 564 | 564 |
| 13 | 10 | 20 | 43 | 109 | 219 | 565 | 565 |
| 14 | 10 | 20 | 43 | 109 | 219 | 565 | 565 |
| 15 | 11 | 19 | 41 | 108 | 217 | 563 | 563 |
| 16 | 11 | 18 | 40 | 107 | 216 | 562 | 562 |
| 17 | 12 | 18 | 40 | 107 | 216 | 562 | 562 |
| 18 | 13 | 18 | 40 | 107 | 216 | 562 | 562 |
| 19 | 14 | 19 | 41 | 107 | 217 | 563 | 563 |
| 20 | 14 | 19 | 41 | 108 | 217 | 563 | 563 |
| 21 | 15 | 20 | 42 | 108 | 218 | 564 | 564 |
| 22 | 15 | 21 | 42 | 109 | 218 | 564 | 564 |
| 23 | 16 | 22 | 42 | 109 | 218 | 564 | 564 |
| 24 | 17 | 22 | 42 | 109 | 218 | 564 | 564 |
| 25 | 17 | 23 | 43 | 108 | 218 | 564 | 564 |
| 26 | 18 | 24 | 45 | 108 | 218 | 564 | 564 |
| 27 | 18 | 25 | 46 | 108 | 218 | 564 | 564 |
| 28 | 19 | 25 | 47 | 108 | 218 | 564 | 564 |
| 29 | 20 | 26 | 48 | 108 | 218 | 564 | 564 |
| 30 | 20 | 28 | 49 | 108 | 218 | 564 | 564 |

Duration (in years)

Credit quality step 0

Credit 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

108

222

568

1 202

2

1

5

28

109

223

569

985

3

2

5

29

101

219

565

814

4

2

7

32

102

218

564

681

5

3

9

37

105

218

564

577

6

4

12

41

110

218

564

564

7

5

14

42

112

218

564

564

8

5

15

42

110

218

564

564

9

7

16

42

109

218

564

564

10

7

17

42

108

218

564

564

11

8

19

43

110

219

565

565

12

8

18

42

108

218

564

564

13

10

20

43

109

219

565

565

14

10

20

43

109

219

565

565

15

11

19

41

108

217

563

563

16

11

18

40

107

216

562

562

17

12

18

40

107

216

562

562

18

13

18

40

107

216

562

562

19

14

19

41

107

217

563

563

20

14

19

41

108

217

563

563

21

15

20

42

108

218

564

564

22

15

21

42

109

218

564

564

23

16

22

42

109

218

564

564

24

17

22

42

109

218

564

564

25

17

23

43

108

218

564

564

26

18

24

45

108

218

564

564

27

18

25

46

108

218

564

564

28

19

25

47

108

218

564

564

29

20

26

48

108

218

564

564

30

20

28

49

108

218

564

564

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 | 170 | 284 | 630 | 1 252 |
| 2 | 47 | 63 | 89 | 170 | 284 | 630 | 1 027 |
| 3 | 48 | 65 | 90 | 161 | 280 | 625 | 850 |
| 4 | 48 | 66 | 92 | 162 | 278 | 624 | 711 |
| 5 | 49 | 68 | 96 | 164 | 277 | 622 | 622 |
| 6 | 49 | 69 | 98 | 167 | 275 | 621 | 621 |
| 7 | 49 | 70 | 99 | 168 | 274 | 620 | 620 |
| 8 | 48 | 70 | 97 | 165 | 273 | 619 | 619 |
| 9 | 47 | 70 | 96 | 163 | 272 | 618 | 618 |
| 10 | 47 | 70 | 95 | 162 | 271 | 617 | 617 |
| 11 | 46 | 70 | 94 | 161 | 270 | 616 | 616 |
| 12 | 46 | 70 | 93 | 160 | 269 | 615 | 615 |
| 13 | 45 | 70 | 93 | 159 | 269 | 615 | 615 |
| 14 | 45 | 70 | 92 | 158 | 268 | 614 | 614 |
| 15 | 44 | 69 | 91 | 158 | 267 | 613 | 613 |
| 16 | 43 | 68 | 90 | 157 | 266 | 612 | 612 |
| 17 | 43 | 67 | 90 | 156 | 266 | 612 | 612 |
| 18 | 42 | 67 | 89 | 156 | 265 | 611 | 611 |
| 19 | 42 | 66 | 89 | 155 | 265 | 611 | 611 |
| 20 | 41 | 66 | 89 | 155 | 265 | 610 | 610 |
| 21 | 41 | 66 | 88 | 155 | 264 | 610 | 610 |
| 22 | 41 | 66 | 88 | 154 | 264 | 610 | 610 |
| 23 | 40 | 65 | 88 | 154 | 264 | 609 | 609 |
| 24 | 40 | 65 | 87 | 154 | 263 | 609 | 609 |
| 25 | 39 | 64 | 87 | 153 | 263 | 608 | 608 |
| 26 | 39 | 64 | 86 | 152 | 262 | 608 | 608 |
| 27 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 28 | 38 | 62 | 85 | 151 | 261 | 607 | 607 |
| 29 | 37 | 62 | 84 | 151 | 260 | 606 | 606 |
| 30 | 36 | 61 | 84 | 150 | 260 | 605 | 605 |

Duration (in years)

Credit quality step 0

Credit 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

170

284

630

1 252

2

47

63

89

170

284

630

1 027

3

48

65

90

161

280

625

850

4

48

66

92

162

278

624

711

5

49

68

96

164

277

622

622

6

49

69

98

167

275

621

621

7

49

70

99

168

274

620

620

8

48

70

97

165

273

619

619

9

47

70

96

163

272

618

618

10

47

70

95

162

271

617

617

11

46

70

94

161

270

616

616

12

46

70

93

160

269

615

615

13

45

70

93

159

269

615

615

14

45

70

92

158

268

614

614

15

44

69

91

158

267

613

613

16

43

68

90

157

266

612

612

17

43

67

90

156

266

612

612

18

42

67

89

156

265

611

611

19

42

66

89

155

265

611

611

20

41

66

89

155

265

610

610

21

41

66

88

155

264

610

610

22

41

66

88

154

264

610

610

23

40

65

88

154

264

609

609

24

40

65

87

154

263

609

609

25

39

64

87

153

263

608

608

26

39

64

86

152

262

608

608

27

38

63

85

152

261

607

607

28

38

62

85

151

261

607

607

29

37

62

84

151

260

606

606

30

36

61

84

150

260

605

605

2.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 14 | 30 | 56 | 137 | 251 | 597 | 1 244 |
| 2 | 19 | 34 | 61 | 141 | 255 | 601 | 1 021 |
| 3 | 23 | 40 | 65 | 136 | 255 | 601 | 845 |
| 4 | 27 | 45 | 70 | 141 | 256 | 602 | 708 |
| 5 | 30 | 49 | 77 | 145 | 258 | 604 | 604 |
| 6 | 29 | 49 | 78 | 147 | 255 | 601 | 601 |
| 7 | 34 | 56 | 84 | 153 | 259 | 605 | 605 |
| 8 | 33 | 55 | 82 | 150 | 258 | 604 | 604 |
| 9 | 34 | 57 | 83 | 150 | 259 | 605 | 605 |
| 10 | 36 | 59 | 84 | 151 | 261 | 606 | 606 |
| 11 | 38 | 62 | 86 | 152 | 262 | 608 | 608 |
| 12 | 39 | 63 | 87 | 153 | 262 | 608 | 608 |
| 13 | 40 | 64 | 87 | 153 | 263 | 609 | 609 |
| 14 | 40 | 65 | 87 | 154 | 263 | 609 | 609 |
| 15 | 40 | 65 | 88 | 154 | 264 | 609 | 609 |
| 16 | 40 | 64 | 87 | 153 | 263 | 609 | 609 |
| 17 | 40 | 64 | 87 | 153 | 263 | 609 | 609 |
| 18 | 39 | 64 | 86 | 153 | 262 | 608 | 608 |
| 19 | 38 | 63 | 86 | 152 | 262 | 608 | 608 |
| 20 | 38 | 63 | 86 | 152 | 262 | 608 | 608 |
| 21 | 38 | 63 | 86 | 152 | 262 | 607 | 607 |
| 22 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 23 | 38 | 63 | 85 | 151 | 261 | 607 | 607 |
| 24 | 37 | 62 | 85 | 151 | 261 | 606 | 606 |
| 25 | 37 | 62 | 84 | 151 | 260 | 606 | 606 |
| 26 | 37 | 61 | 84 | 150 | 260 | 606 | 606 |
| 27 | 36 | 61 | 83 | 150 | 259 | 605 | 605 |
| 28 | 36 | 60 | 83 | 149 | 259 | 605 | 605 |
| 29 | 35 | 60 | 82 | 149 | 258 | 604 | 604 |
| 30 | 35 | 59 | 82 | 148 | 258 | 603 | 603 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

30

56

137

251

597

1 244

2

19

34

61

141

255

601

1 021

3

23

40

65

136

255

601

845

4

27

45

70

141

256

602

708

5

30

49

77

145

258

604

604

6

29

49

78

147

255

601

601

7

34

56

84

153

259

605

605

8

33

55

82

150

258

604

604

9

34

57

83

150

259

605

605

10

36

59

84

151

261

606

606

11

38

62

86

152

262

608

608

12

39

63

87

153

262

608

608

13

40

64

87

153

263

609

609

14

40

65

87

154

263

609

609

15

40

65

88

154

264

609

609

16

40

64

87

153

263

609

609

17

40

64

87

153

263

609

609

18

39

64

86

153

262

608

608

19

38

63

86

152

262

608

608

20

38

63

86

152

262

608

608

21

38

63

86

152

262

607

607

22

38

63

85

152

261

607

607

23

38

63

85

151

261

607

607

24

37

62

85

151

261

606

606

25

37

62

84

151

260

606

606

26

37

61

84

150

260

606

606

27

36

61

83

150

259

605

605

28

36

60

83

149

259

605

605

29

35

60

82

149

258

604

604

30

35

59

82

148

258

603

603

2.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 28 | 55 | 136 | 250 | 596 | 1 232 |
| 2 | 14 | 30 | 56 | 137 | 251 | 597 | 1 010 |
| 3 | 17 | 33 | 58 | 130 | 249 | 594 | 836 |
| 4 | 18 | 36 | 62 | 132 | 248 | 594 | 700 |
| 5 | 20 | 39 | 67 | 135 | 248 | 594 | 594 |
| 6 | 21 | 42 | 71 | 140 | 248 | 594 | 594 |
| 7 | 23 | 44 | 72 | 142 | 248 | 594 | 594 |
| 8 | 23 | 45 | 72 | 140 | 248 | 594 | 594 |
| 9 | 23 | 46 | 72 | 139 | 248 | 594 | 594 |
| 10 | 24 | 47 | 72 | 139 | 248 | 594 | 594 |
| 11 | 25 | 49 | 73 | 139 | 249 | 595 | 595 |
| 12 | 25 | 50 | 73 | 139 | 249 | 595 | 595 |
| 13 | 26 | 50 | 73 | 139 | 249 | 595 | 595 |
| 14 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 15 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 16 | 26 | 51 | 73 | 139 | 249 | 595 | 595 |
| 17 | 26 | 51 | 73 | 139 | 249 | 595 | 595 |
| 18 | 26 | 51 | 73 | 139 | 249 | 595 | 595 |
| 19 | 26 | 51 | 73 | 139 | 249 | 595 | 595 |
| 20 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 21 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 22 | 26 | 51 | 73 | 140 | 249 | 595 | 595 |
| 23 | 26 | 50 | 73 | 139 | 249 | 595 | 595 |
| 24 | 25 | 50 | 73 | 139 | 249 | 594 | 594 |
| 25 | 25 | 50 | 72 | 139 | 248 | 594 | 594 |
| 26 | 25 | 49 | 72 | 138 | 248 | 594 | 594 |
| 27 | 24 | 49 | 72 | 138 | 248 | 593 | 593 |
| 28 | 24 | 49 | 71 | 138 | 247 | 593 | 593 |
| 29 | 24 | 49 | 71 | 137 | 247 | 593 | 593 |
| 30 | 24 | 48 | 71 | 137 | 247 | 592 | 592 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

28

55

136

250

596

1 232

2

14

30

56

137

251

597

1 010

3

17

33

58

130

249

594

836

4

18

36

62

132

248

594

700

5

20

39

67

135

248

594

594

6

21

42

71

140

248

594

594

7

23

44

72

142

248

594

594

8

23

45

72

140

248

594

594

9

23

46

72

139

248

594

594

10

24

47

72

139

248

594

594

11

25

49

73

139

249

595

595

12

25

50

73

139

249

595

595

13

26

50

73

139

249

595

595

14

26

51

73

140

249

595

595

15

26

51

73

140

249

595

595

16

26

51

73

139

249

595

595

17

26

51

73

139

249

595

595

18

26

51

73

139

249

595

595

19

26

51

73

139

249

595

595

20

26

51

73

140

249

595

595

21

26

51

73

140

249

595

595

22

26

51

73

140

249

595

595

23

26

50

73

139

249

595

595

24

25

50

73

139

249

594

594

25

25

50

72

139

248

594

594

26

25

49

72

138

248

594

594

27

24

49

72

138

248

593

593

28

24

49

71

138

247

593

593

29

24

49

71

137

247

593

593

30

24

48

71

137

247

592

592

2.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 65 | 92 | 172 | 286 | 632 | 1 264 |
| 2 | 53 | 68 | 95 | 175 | 289 | 635 | 1 038 |
| 3 | 57 | 73 | 98 | 170 | 289 | 634 | 860 |
| 4 | 59 | 77 | 102 | 172 | 288 | 634 | 720 |
| 5 | 61 | 80 | 108 | 176 | 289 | 634 | 634 |
| 6 | 62 | 83 | 112 | 181 | 289 | 635 | 635 |
| 7 | 63 | 85 | 113 | 183 | 289 | 634 | 634 |
| 8 | 63 | 85 | 112 | 180 | 288 | 634 | 634 |
| 9 | 63 | 85 | 112 | 179 | 288 | 634 | 634 |
| 10 | 63 | 87 | 112 | 178 | 288 | 634 | 634 |
| 11 | 63 | 87 | 111 | 178 | 287 | 633 | 633 |
| 12 | 63 | 87 | 111 | 177 | 287 | 632 | 632 |
| 13 | 62 | 87 | 110 | 176 | 286 | 632 | 632 |
| 14 | 62 | 86 | 109 | 175 | 285 | 631 | 631 |
| 15 | 61 | 86 | 108 | 174 | 284 | 630 | 630 |
| 16 | 60 | 85 | 107 | 174 | 283 | 629 | 629 |
| 17 | 59 | 84 | 106 | 173 | 282 | 628 | 628 |
| 18 | 58 | 83 | 105 | 172 | 281 | 627 | 627 |
| 19 | 58 | 82 | 105 | 171 | 281 | 627 | 627 |
| 20 | 57 | 82 | 104 | 170 | 280 | 626 | 626 |
| 21 | 56 | 81 | 103 | 170 | 279 | 625 | 625 |
| 22 | 55 | 80 | 103 | 169 | 279 | 624 | 624 |
| 23 | 54 | 79 | 102 | 168 | 278 | 623 | 623 |
| 24 | 54 | 78 | 101 | 167 | 277 | 623 | 623 |
| 25 | 53 | 77 | 100 | 166 | 276 | 622 | 622 |
| 26 | 52 | 76 | 99 | 165 | 275 | 621 | 621 |
| 27 | 51 | 76 | 98 | 164 | 274 | 620 | 620 |
| 28 | 50 | 75 | 97 | 164 | 273 | 619 | 619 |
| 29 | 49 | 74 | 96 | 163 | 272 | 618 | 618 |
| 30 | 48 | 73 | 95 | 162 | 271 | 617 | 617 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

92

172

286

632

1 264

2

53

68

95

175

289

635

1 038

3

57

73

98

170

289

634

860

4

59

77

102

172

288

634

720

5

61

80

108

176

289

634

634

6

62

83

112

181

289

635

635

7

63

85

113

183

289

634

634

8

63

85

112

180

288

634

634

9

63

85

112

179

288

634

634

10

63

87

112

178

288

634

634

11

63

87

111

178

287

633

633

12

63

87

111

177

287

632

632

13

62

87

110

176

286

632

632

14

62

86

109

175

285

631

631

15

61

86

108

174

284

630

630

16

60

85

107

174

283

629

629

17

59

84

106

173

282

628

628

18

58

83

105

172

281

627

627

19

58

82

105

171

281

627

627

20

57

82

104

170

280

626

626

21

56

81

103

170

279

625

625

22

55

80

103

169

279

624

624

23

54

79

102

168

278

623

623

24

54

78

101

167

277

623

623

25

53

77

100

166

276

622

622

26

52

76

99

165

275

621

621

27

51

76

98

164

274

620

620

28

50

75

97

164

273

619

619

29

49

74

96

163

272

618

618

30

48

73

95

162

271

617

617

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 | 123 | 203 | 317 | 663 | 1 320 |
| 2 | 85 | 100 | 127 | 207 | 322 | 667 | 1 082 |
| 3 | 86 | 103 | 128 | 199 | 318 | 664 | 896 |
| 4 | 86 | 104 | 130 | 200 | 316 | 662 | 749 |
| 5 | 90 | 109 | 137 | 205 | 317 | 663 | 663 |
| 6 | 91 | 112 | 141 | 210 | 318 | 664 | 664 |
| 7 | 93 | 114 | 143 | 212 | 318 | 664 | 664 |
| 8 | 94 | 116 | 143 | 211 | 319 | 665 | 665 |
| 9 | 95 | 117 | 143 | 211 | 320 | 666 | 666 |
| 10 | 95 | 119 | 144 | 210 | 320 | 666 | 666 |
| 11 | 95 | 119 | 143 | 210 | 319 | 665 | 665 |
| 12 | 95 | 119 | 142 | 209 | 318 | 664 | 664 |
| 13 | 94 | 118 | 141 | 207 | 317 | 663 | 663 |
| 14 | 92 | 117 | 140 | 206 | 316 | 661 | 661 |
| 15 | 91 | 116 | 138 | 204 | 314 | 660 | 660 |
| 16 | 89 | 114 | 137 | 203 | 313 | 658 | 658 |
| 17 | 88 | 113 | 135 | 202 | 311 | 657 | 657 |
| 18 | 87 | 111 | 134 | 200 | 310 | 656 | 656 |
| 19 | 85 | 110 | 132 | 199 | 308 | 654 | 654 |
| 20 | 84 | 109 | 131 | 198 | 307 | 653 | 653 |
| 21 | 83 | 107 | 130 | 196 | 306 | 652 | 652 |
| 22 | 81 | 106 | 128 | 195 | 304 | 650 | 650 |
| 23 | 80 | 104 | 127 | 193 | 303 | 649 | 649 |
| 24 | 78 | 103 | 125 | 192 | 301 | 647 | 647 |
| 25 | 76 | 101 | 124 | 190 | 300 | 645 | 645 |
| 26 | 75 | 100 | 122 | 188 | 298 | 644 | 644 |
| 27 | 73 | 98 | 121 | 187 | 296 | 642 | 642 |
| 28 | 72 | 97 | 119 | 185 | 295 | 641 | 641 |
| 29 | 70 | 95 | 118 | 184 | 293 | 639 | 639 |
| 30 | 69 | 94 | 116 | 182 | 292 | 638 | 638 |

Duration (in years)

Credit quality step 0

Credit 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

123

203

317

663

1 320

2

85

100

127

207

322

667

1 082

3

86

103

128

199

318

664

896

4

86

104

130

200

316

662

749

5

90

109

137

205

317

663

663

6

91

112

141

210

318

664

664

7

93

114

143

212

318

664

664

8

94

116

143

211

319

665

665

9

95

117

143

211

320

666

666

10

95

119

144

210

320

666

666

11

95

119

143

210

319

665

665

12

95

119

142

209

318

664

664

13

94

118

141

207

317

663

663

14

92

117

140

206

316

661

661

15

91

116

138

204

314

660

660

16

89

114

137

203

313

658

658

17

88

113

135

202

311

657

657

18

87

111

134

200

310

656

656

19

85

110

132

199

308

654

654

20

84

109

131

198

307

653

653

21

83

107

130

196

306

652

652

22

81

106

128

195

304

650

650

23

80

104

127

193

303

649

649

24

78

103

125

192

301

647

647

25

76

101

124

190

300

645

645

26

75

100

122

188

298

644

644

27

73

98

121

187

296

642

642

28

72

97

119

185

295

641

641

29

70

95

118

184

293

639

639

30

69

94

116

182

292

638

638

2.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 48 | 129 | 243 | 589 | 1 237 |
| 2 | 9 | 25 | 51 | 132 | 246 | 592 | 1 017 |
| 3 | 13 | 30 | 55 | 126 | 245 | 591 | 842 |
| 4 | 16 | 34 | 60 | 130 | 246 | 592 | 705 |
| 5 | 19 | 38 | 66 | 134 | 247 | 593 | 597 |
| 6 | 21 | 41 | 70 | 139 | 248 | 594 | 594 |
| 7 | 23 | 44 | 72 | 142 | 248 | 594 | 594 |
| 8 | 23 | 45 | 72 | 140 | 248 | 594 | 594 |
| 9 | 23 | 46 | 72 | 139 | 248 | 594 | 594 |
| 10 | 24 | 47 | 72 | 139 | 249 | 594 | 594 |
| 11 | 24 | 48 | 72 | 139 | 248 | 594 | 594 |
| 12 | 24 | 49 | 72 | 139 | 248 | 594 | 594 |
| 13 | 24 | 49 | 72 | 138 | 248 | 593 | 593 |
| 14 | 24 | 49 | 71 | 137 | 247 | 593 | 593 |
| 15 | 23 | 48 | 70 | 137 | 246 | 592 | 592 |
| 16 | 22 | 47 | 69 | 136 | 245 | 591 | 591 |
| 17 | 22 | 46 | 69 | 135 | 245 | 591 | 591 |
| 18 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 19 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 20 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 21 | 21 | 46 | 69 | 135 | 245 | 590 | 590 |
| 22 | 21 | 46 | 69 | 135 | 245 | 590 | 590 |
| 23 | 21 | 46 | 69 | 135 | 245 | 590 | 590 |
| 24 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 25 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 26 | 21 | 46 | 68 | 135 | 244 | 590 | 590 |
| 27 | 21 | 46 | 68 | 134 | 244 | 590 | 590 |
| 28 | 21 | 45 | 68 | 134 | 244 | 590 | 590 |
| 29 | 21 | 45 | 68 | 134 | 244 | 590 | 590 |
| 30 | 21 | 45 | 68 | 134 | 244 | 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

6

21

48

129

243

589

1 237

2

9

25

51

132

246

592

1 017

3

13

30

55

126

245

591

842

4

16

34

60

130

246

592

705

5

19

38

66

134

247

593

597

6

21

41

70

139

248

594

594

7

23

44

72

142

248

594

594

8

23

45

72

140

248

594

594

9

23

46

72

139

248

594

594

10

24

47

72

139

249

594

594

11

24

48

72

139

248

594

594

12

24

49

72

139

248

594

594

13

24

49

72

138

248

593

593

14

24

49

71

137

247

593

593

15

23

48

70

137

246

592

592

16

22

47

69

136

245

591

591

17

22

46

69

135

245

591

591

18

21

46

68

135

244

590

590

19

21

46

68

135

244

590

590

20

21

46

68

135

244

590

590

21

21

46

69

135

245

590

590

22

21

46

69

135

245

590

590

23

21

46

69

135

245

590

590

24

21

46

68

135

244

590

590

25

21

46

68

135

244

590

590

26

21

46

68

135

244

590

590

27

21

46

68

134

244

590

590

28

21

45

68

134

244

590

590

29

21

45

68

134

244

590

590

30

21

45

68

134

244

589

589

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 | 329 | 674 | 1 331 |
| 2 | 92 | 108 | 134 | 215 | 329 | 675 | 1 093 |
| 3 | 93 | 110 | 135 | 206 | 325 | 670 | 905 |
| 4 | 94 | 112 | 137 | 208 | 323 | 669 | 757 |
| 5 | 95 | 114 | 142 | 210 | 323 | 669 | 669 |
| 6 | 95 | 116 | 145 | 214 | 322 | 668 | 668 |
| 7 | 96 | 118 | 146 | 215 | 321 | 667 | 667 |
| 8 | 96 | 118 | 145 | 213 | 321 | 667 | 667 |
| 9 | 95 | 118 | 144 | 211 | 320 | 666 | 666 |
| 10 | 94 | 117 | 142 | 209 | 319 | 664 | 664 |
| 11 | 93 | 117 | 141 | 207 | 317 | 663 | 663 |
| 12 | 91 | 116 | 139 | 205 | 315 | 661 | 661 |
| 13 | 90 | 114 | 137 | 203 | 313 | 659 | 659 |
| 14 | 88 | 113 | 135 | 201 | 311 | 657 | 657 |
| 15 | 86 | 111 | 133 | 200 | 309 | 655 | 655 |
| 16 | 84 | 109 | 131 | 197 | 307 | 653 | 653 |
| 17 | 82 | 107 | 129 | 196 | 305 | 651 | 651 |
| 18 | 81 | 105 | 128 | 194 | 304 | 650 | 650 |
| 19 | 79 | 104 | 126 | 193 | 302 | 648 | 648 |
| 20 | 78 | 103 | 125 | 192 | 301 | 647 | 647 |
| 21 | 77 | 102 | 124 | 191 | 300 | 646 | 646 |
| 22 | 76 | 101 | 123 | 190 | 299 | 645 | 645 |
| 23 | 75 | 100 | 122 | 189 | 298 | 644 | 644 |
| 24 | 74 | 99 | 121 | 188 | 297 | 643 | 643 |
| 25 | 73 | 98 | 120 | 186 | 296 | 642 | 642 |
| 26 | 72 | 96 | 119 | 185 | 295 | 641 | 641 |
| 27 | 71 | 95 | 118 | 184 | 294 | 640 | 640 |
| 28 | 70 | 94 | 117 | 183 | 293 | 639 | 639 |
| 29 | 69 | 93 | 116 | 182 | 292 | 638 | 638 |
| 30 | 68 | 92 | 115 | 181 | 291 | 637 | 637 |

Duration (in years)

Credit quality step 0

Credit 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

329

674

1 331

2

92

108

134

215

329

675

1 093

3

93

110

135

206

325

670

905

4

94

112

137

208

323

669

757

5

95

114

142

210

323

669

669

6

95

116

145

214

322

668

668

7

96

118

146

215

321

667

667

8

96

118

145

213

321

667

667

9

95

118

144

211

320

666

666

10

94

117

142

209

319

664

664

11

93

117

141

207

317

663

663

12

91

116

139

205

315

661

661

13

90

114

137

203

313

659

659

14

88

113

135

201

311

657

657

15

86

111

133

200

309

655

655

16

84

109

131

197

307

653

653

17

82

107

129

196

305

651

651

18

81

105

128

194

304

650

650

19

79

104

126

193

302

648

648

20

78

103

125

192

301

647

647

21

77

102

124

191

300

646

646

22

76

101

123

190

299

645

645

23

75

100

122

189

298

644

644

24

74

99

121

188

297

643

643

25

73

98

120

186

296

642

642

26

72

96

119

185

295

641

641

27

71

95

118

184

294

640

640

28

70

94

117

183

293

639

639

29

69

93

116

182

292

638

638

30

68

92

115

181

291

637

637

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 | 354 | 369 | 396 | 477 | 591 | 937 | 1 353 |
| 2 | 76 | 91 | 118 | 199 | 313 | 659 | 1 109 |
| 3 | 80 | 97 | 122 | 194 | 312 | 658 | 917 |
| 4 | 84 | 102 | 127 | 198 | 314 | 659 | 767 |
| 5 | 87 | 106 | 134 | 202 | 315 | 661 | 661 |
| 6 | 89 | 109 | 138 | 207 | 316 | 661 | 661 |
| 7 | 91 | 112 | 140 | 210 | 316 | 662 | 662 |
| 8 | 92 | 114 | 141 | 209 | 317 | 663 | 663 |
| 9 | 92 | 115 | 141 | 208 | 317 | 663 | 663 |
| 10 | 92 | 116 | 141 | 207 | 317 | 663 | 663 |
| 11 | 93 | 117 | 141 | 207 | 317 | 663 | 663 |
| 12 | 93 | 118 | 141 | 207 | 317 | 663 | 663 |
| 13 | 94 | 119 | 141 | 208 | 317 | 663 | 663 |
| 14 | 95 | 119 | 142 | 208 | 318 | 664 | 664 |
| 15 | 96 | 120 | 143 | 209 | 319 | 665 | 665 |
| 16 | 96 | 121 | 144 | 210 | 320 | 665 | 665 |
| 17 | 98 | 122 | 145 | 211 | 321 | 667 | 667 |
| 18 | 99 | 123 | 146 | 212 | 322 | 668 | 668 |
| 19 | 100 | 124 | 147 | 213 | 323 | 669 | 669 |
| 20 | 100 | 125 | 148 | 214 | 323 | 669 | 669 |
| 21 | 101 | 125 | 148 | 214 | 324 | 670 | 670 |
| 22 | 100 | 125 | 148 | 214 | 324 | 669 | 669 |
| 23 | 100 | 125 | 147 | 214 | 323 | 669 | 669 |
| 24 | 99 | 124 | 146 | 213 | 322 | 668 | 668 |
| 25 | 98 | 123 | 145 | 212 | 321 | 667 | 667 |
| 26 | 97 | 122 | 144 | 211 | 320 | 666 | 666 |
| 27 | 96 | 121 | 143 | 210 | 319 | 665 | 665 |
| 28 | 95 | 119 | 142 | 208 | 318 | 664 | 664 |
| 29 | 93 | 118 | 141 | 207 | 317 | 662 | 662 |
| 30 | 92 | 117 | 139 | 206 | 315 | 661 | 661 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

354

369

396

477

591

937

1 353

2

76

91

118

199

313

659

1 109

3

80

97

122

194

312

658

917

4

84

102

127

198

314

659

767

5

87

106

134

202

315

661

661

6

89

109

138

207

316

661

661

7

91

112

140

210

316

662

662

8

92

114

141

209

317

663

663

9

92

115

141

208

317

663

663

10

92

116

141

207

317

663

663

11

93

117

141

207

317

663

663

12

93

118

141

207

317

663

663

13

94

119

141

208

317

663

663

14

95

119

142

208

318

664

664

15

96

120

143

209

319

665

665

16

96

121

144

210

320

665

665

17

98

122

145

211

321

667

667

18

99

123

146

212

322

668

668

19

100

124

147

213

323

669

669

20

100

125

148

214

323

669

669

21

101

125

148

214

324

670

670

22

100

125

148

214

324

669

669

23

100

125

147

214

323

669

669

24

99

124

146

213

322

668

668

25

98

123

145

212

321

667

667

26

97

122

144

211

320

666

666

27

96

121

143

210

319

665

665

28

95

119

142

208

318

664

664

29

93

118

141

207

317

662

662

30

92

117

139

206

315

661

661

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 | 117 | 231 | 577 | 1 225 |
| 2 | 1 | 10 | 36 | 117 | 231 | 577 | 1 004 |
| 3 | 2 | 12 | 37 | 109 | 227 | 573 | 831 |
| 4 | 2 | 14 | 39 | 109 | 225 | 571 | 695 |
| 5 | 4 | 16 | 43 | 111 | 224 | 570 | 588 |
| 6 | 4 | 17 | 46 | 115 | 223 | 569 | 569 |
| 7 | 5 | 19 | 47 | 117 | 223 | 569 | 569 |
| 8 | 5 | 19 | 46 | 114 | 222 | 568 | 568 |
| 9 | 7 | 19 | 45 | 112 | 221 | 567 | 567 |
| 10 | 7 | 20 | 45 | 111 | 221 | 567 | 567 |
| 11 | 8 | 20 | 45 | 111 | 221 | 566 | 566 |
| 12 | 8 | 21 | 45 | 111 | 221 | 566 | 566 |
| 13 | 10 | 22 | 45 | 111 | 221 | 566 | 566 |
| 14 | 10 | 22 | 45 | 111 | 221 | 567 | 567 |
| 15 | 11 | 22 | 45 | 111 | 221 | 567 | 567 |
| 16 | 11 | 22 | 45 | 111 | 221 | 567 | 567 |
| 17 | 12 | 23 | 45 | 112 | 221 | 567 | 567 |
| 18 | 13 | 23 | 46 | 112 | 222 | 567 | 567 |
| 19 | 14 | 24 | 46 | 113 | 222 | 568 | 568 |
| 20 | 14 | 25 | 47 | 114 | 223 | 569 | 569 |
| 21 | 15 | 26 | 48 | 114 | 224 | 570 | 570 |
| 22 | 16 | 26 | 49 | 115 | 225 | 571 | 571 |
| 23 | 17 | 27 | 49 | 116 | 225 | 571 | 571 |
| 24 | 17 | 27 | 50 | 116 | 226 | 572 | 572 |
| 25 | 17 | 28 | 50 | 117 | 226 | 572 | 572 |
| 26 | 18 | 28 | 51 | 117 | 227 | 573 | 573 |
| 27 | 19 | 29 | 51 | 118 | 227 | 573 | 573 |
| 28 | 20 | 29 | 52 | 118 | 227 | 573 | 573 |
| 29 | 20 | 29 | 52 | 118 | 228 | 574 | 574 |
| 30 | 21 | 30 | 52 | 119 | 228 | 574 | 574 |

Duration (in years)

Credit quality step 0

Credit 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

117

231

577

1 225

2

1

10

36

117

231

577

1 004

3

2

12

37

109

227

573

831

4

2

14

39

109

225

571

695

5

4

16

43

111

224

570

588

6

4

17

46

115

223

569

569

7

5

19

47

117

223

569

569

8

5

19

46

114

222

568

568

9

7

19

45

112

221

567

567

10

7

20

45

111

221

567

567

11

8

20

45

111

221

566

566

12

8

21

45

111

221

566

566

13

10

22

45

111

221

566

566

14

10

22

45

111

221

567

567

15

11

22

45

111

221

567

567

16

11

22

45

111

221

567

567

17

12

23

45

112

221

567

567

18

13

23

46

112

222

567

567

19

14

24

46

113

222

568

568

20

14

25

47

114

223

569

569

21

15

26

48

114

224

570

570

22

16

26

49

115

225

571

571

23

17

27

49

116

225

571

571

24

17

27

50

116

226

572

572

25

17

28

50

117

226

572

572

26

18

28

51

117

227

573

573

27

19

29

51

118

227

573

573

28

20

29

52

118

227

573

573

29

20

29

52

118

228

574

574

30

21

30

52

119

228

574

574

2.22.   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 54 | 69 | 96 | 176 | 290 | 636 | 1 253 |
| 2 | 55 | 70 | 97 | 177 | 291 | 637 | 1 029 |
| 3 | 55 | 72 | 97 | 169 | 287 | 633 | 853 |
| 4 | 56 | 74 | 99 | 170 | 285 | 631 | 714 |
| 5 | 56 | 76 | 103 | 171 | 284 | 630 | 630 |
| 6 | 57 | 77 | 106 | 175 | 284 | 630 | 630 |
| 7 | 57 | 78 | 107 | 176 | 282 | 628 | 628 |
| 8 | 56 | 78 | 106 | 174 | 282 | 627 | 627 |
| 9 | 56 | 78 | 105 | 172 | 281 | 627 | 627 |
| 10 | 55 | 78 | 103 | 170 | 279 | 625 | 625 |
| 11 | 54 | 78 | 102 | 168 | 278 | 624 | 624 |
| 12 | 52 | 77 | 100 | 167 | 276 | 622 | 622 |
| 13 | 51 | 76 | 98 | 165 | 274 | 620 | 620 |
| 14 | 50 | 74 | 97 | 163 | 273 | 619 | 619 |
| 15 | 48 | 73 | 95 | 162 | 271 | 617 | 617 |
| 16 | 46 | 71 | 94 | 160 | 270 | 615 | 615 |
| 17 | 45 | 70 | 92 | 159 | 268 | 614 | 614 |
| 18 | 44 | 69 | 91 | 158 | 267 | 613 | 613 |
| 19 | 43 | 68 | 90 | 157 | 266 | 612 | 612 |
| 20 | 42 | 67 | 90 | 156 | 266 | 611 | 611 |
| 21 | 42 | 67 | 89 | 155 | 265 | 611 | 611 |
| 22 | 41 | 66 | 88 | 155 | 264 | 610 | 610 |
| 23 | 40 | 65 | 88 | 154 | 264 | 609 | 609 |
| 24 | 40 | 65 | 87 | 153 | 263 | 609 | 609 |
| 25 | 39 | 64 | 86 | 153 | 262 | 608 | 608 |
| 26 | 38 | 63 | 86 | 152 | 262 | 607 | 607 |
| 27 | 38 | 62 | 85 | 151 | 261 | 607 | 607 |
| 28 | 37 | 62 | 84 | 151 | 260 | 606 | 606 |
| 29 | 36 | 61 | 84 | 150 | 260 | 605 | 605 |
| 30 | 36 | 61 | 83 | 149 | 259 | 605 | 605 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

69

96

176

290

636

1 253

2

55

70

97

177

291

637

1 029

3

55

72

97

169

287

633

853

4

56

74

99

170

285

631

714

5

56

76

103

171

284

630

630

6

57

77

106

175

284

630

630

7

57

78

107

176

282

628

628

8

56

78

106

174

282

627

627

9

56

78

105

172

281

627

627

10

55

78

103

170

279

625

625

11

54

78

102

168

278

624

624

12

52

77

100

167

276

622

622

13

51

76

98

165

274

620

620

14

50

74

97

163

273

619

619

15

48

73

95

162

271

617

617

16

46

71

94

160

270

615

615

17

45

70

92

159

268

614

614

18

44

69

91

158

267

613

613

19

43

68

90

157

266

612

612

20

42

67

90

156

266

611

611

21

42

67

89

155

265

611

611

22

41

66

88

155

264

610

610

23

40

65

88

154

264

609

609

24

40

65

87

153

263

609

609

25

39

64

86

153

262

608

608

26

38

63

86

152

262

607

607

27

38

62

85

151

261

607

607

28

37

62

84

151

260

606

606

29

36

61

84

150

260

605

605

30

36

61

83

149

259

605

605

2.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 114 | 129 | 156 | 237 | 351 | 697 | 1 356 |
| 2 | 115 | 131 | 157 | 238 | 352 | 698 | 1 112 |
| 3 | 118 | 134 | 159 | 231 | 350 | 695 | 920 |
| 4 | 120 | 138 | 163 | 233 | 349 | 695 | 770 |
| 5 | 121 | 140 | 168 | 236 | 349 | 695 | 695 |
| 6 | 122 | 142 | 171 | 240 | 349 | 695 | 695 |
| 7 | 123 | 144 | 172 | 242 | 348 | 694 | 694 |
| 8 | 122 | 144 | 171 | 239 | 347 | 693 | 693 |
| 9 | 121 | 144 | 170 | 237 | 346 | 692 | 692 |
| 10 | 120 | 144 | 169 | 235 | 345 | 691 | 691 |
| 11 | 119 | 143 | 167 | 234 | 343 | 689 | 689 |
| 12 | 118 | 142 | 165 | 232 | 341 | 687 | 687 |
| 13 | 116 | 141 | 163 | 230 | 339 | 685 | 685 |
| 14 | 114 | 139 | 161 | 227 | 337 | 683 | 683 |
| 15 | 111 | 136 | 159 | 225 | 335 | 680 | 680 |
| 16 | 109 | 133 | 156 | 222 | 332 | 678 | 678 |
| 17 | 106 | 131 | 154 | 220 | 330 | 675 | 675 |
| 18 | 104 | 129 | 151 | 218 | 327 | 673 | 673 |
| 19 | 102 | 127 | 149 | 216 | 325 | 671 | 671 |
| 20 | 100 | 125 | 147 | 214 | 323 | 669 | 669 |
| 21 | 99 | 123 | 146 | 212 | 322 | 668 | 668 |
| 22 | 97 | 122 | 144 | 210 | 320 | 666 | 666 |
| 23 | 95 | 120 | 142 | 209 | 318 | 664 | 664 |
| 24 | 93 | 118 | 140 | 207 | 316 | 662 | 662 |
| 25 | 91 | 116 | 139 | 205 | 315 | 660 | 660 |
| 26 | 90 | 114 | 137 | 203 | 313 | 659 | 659 |
| 27 | 88 | 113 | 135 | 202 | 311 | 657 | 657 |
| 28 | 86 | 111 | 134 | 200 | 310 | 655 | 655 |
| 29 | 85 | 110 | 132 | 198 | 308 | 654 | 654 |
| 30 | 83 | 108 | 131 | 197 | 307 | 652 | 652 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

129

156

237

351

697

1 356

2

115

131

157

238

352

698

1 112

3

118

134

159

231

350

695

920

4

120

138

163

233

349

695

770

5

121

140

168

236

349

695

695

6

122

142

171

240

349

695

695

7

123

144

172

242

348

694

694

8

122

144

171

239

347

693

693

9

121

144

170

237

346

692

692

10

120

144

169

235

345

691

691

11

119

143

167

234

343

689

689

12

118

142

165

232

341

687

687

13

116

141

163

230

339

685

685

14

114

139

161

227

337

683

683

15

111

136

159

225

335

680

680

16

109

133

156

222

332

678

678

17

106

131

154

220

330

675

675

18

104

129

151

218

327

673

673

19

102

127

149

216

325

671

671

20

100

125

147

214

323

669

669

21

99

123

146

212

322

668

668

22

97

122

144

210

320

666

666

23

95

120

142

209

318

664

664

24

93

118

140

207

316

662

662

25

91

116

139

205

315

660

660

26

90

114

137

203

313

659

659

27

88

113

135

202

311

657

657

28

86

111

134

200

310

655

655

29

85

110

132

198

308

654

654

30

83

108

131

197

307

652

652

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 | 297 | 411 | 757 | 1 395 |
| 2 | 184 | 199 | 226 | 306 | 420 | 766 | 1 140 |
| 3 | 189 | 205 | 230 | 302 | 421 | 766 | 944 |
| 4 | 191 | 208 | 234 | 304 | 420 | 766 | 791 |
| 5 | 192 | 211 | 239 | 306 | 419 | 765 | 765 |
| 6 | 191 | 212 | 241 | 310 | 418 | 764 | 764 |
| 7 | 191 | 212 | 241 | 310 | 416 | 762 | 762 |
| 8 | 189 | 211 | 238 | 307 | 415 | 760 | 760 |
| 9 | 188 | 211 | 237 | 304 | 413 | 759 | 759 |
| 10 | 187 | 210 | 235 | 302 | 412 | 757 | 757 |
| 11 | 185 | 209 | 234 | 300 | 410 | 755 | 755 |
| 12 | 183 | 208 | 231 | 297 | 407 | 753 | 753 |
| 13 | 181 | 205 | 228 | 294 | 404 | 750 | 750 |
| 14 | 178 | 202 | 225 | 291 | 401 | 747 | 747 |
| 15 | 174 | 199 | 222 | 288 | 398 | 743 | 743 |
| 16 | 171 | 196 | 218 | 285 | 394 | 740 | 740 |
| 17 | 168 | 193 | 215 | 282 | 391 | 737 | 737 |
| 18 | 165 | 189 | 212 | 278 | 388 | 734 | 734 |
| 19 | 162 | 186 | 209 | 275 | 385 | 731 | 731 |
| 20 | 159 | 183 | 206 | 272 | 382 | 728 | 728 |
| 21 | 155 | 180 | 203 | 269 | 379 | 724 | 724 |
| 22 | 152 | 177 | 199 | 266 | 375 | 721 | 721 |
| 23 | 149 | 174 | 196 | 263 | 372 | 718 | 718 |
| 24 | 146 | 171 | 193 | 259 | 369 | 715 | 715 |
| 25 | 143 | 168 | 190 | 256 | 366 | 712 | 712 |
| 26 | 140 | 164 | 187 | 253 | 363 | 709 | 709 |
| 27 | 137 | 161 | 184 | 250 | 360 | 706 | 706 |
| 28 | 134 | 159 | 181 | 247 | 357 | 703 | 703 |
| 29 | 131 | 156 | 178 | 245 | 354 | 700 | 700 |
| 30 | 128 | 153 | 176 | 242 | 351 | 697 | 697 |

Duration (in years)

Credit quality step 0

Credit 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

297

411

757

1 395

2

184

199

226

306

420

766

1 140

3

189

205

230

302

421

766

944

4

191

208

234

304

420

766

791

5

192

211

239

306

419

765

765

6

191

212

241

310

418

764

764

7

191

212

241

310

416

762

762

8

189

211

238

307

415

760

760

9

188

211

237

304

413

759

759

10

187

210

235

302

412

757

757

11

185

209

234

300

410

755

755

12

183

208

231

297

407

753

753

13

181

205

228

294

404

750

750

14

178

202

225

291

401

747

747

15

174

199

222

288

398

743

743

16

171

196

218

285

394

740

740

17

168

193

215

282

391

737

737

18

165

189

212

278

388

734

734

19

162

186

209

275

385

731

731

20

159

183

206

272

382

728

728

21

155

180

203

269

379

724

724

22

152

177

199

266

375

721

721

23

149

174

196

263

372

718

718

24

146

171

193

259

369

715

715

25

143

168

190

256

366

712

712

26

140

164

187

253

363

709

709

27

137

161

184

250

360

706

706

28

134

159

181

247

357

703

703

29

131

156

178

245

354

700

700

30

128

153

176

242

351

697

697

2.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 42 | 68 | 149 | 263 | 609 | 1 280 |
| 2 | 27 | 43 | 69 | 150 | 264 | 610 | 1 050 |
| 3 | 28 | 45 | 70 | 142 | 261 | 606 | 868 |
| 4 | 29 | 47 | 73 | 143 | 259 | 605 | 726 |
| 5 | 31 | 50 | 78 | 145 | 258 | 604 | 615 |
| 6 | 31 | 51 | 80 | 149 | 258 | 603 | 603 |
| 7 | 31 | 53 | 81 | 151 | 257 | 603 | 603 |
| 8 | 30 | 52 | 79 | 148 | 256 | 601 | 601 |
| 9 | 29 | 52 | 78 | 145 | 255 | 601 | 601 |
| 10 | 29 | 53 | 78 | 144 | 254 | 600 | 600 |
| 11 | 29 | 53 | 77 | 144 | 253 | 599 | 599 |
| 12 | 29 | 53 | 77 | 143 | 253 | 598 | 598 |
| 13 | 29 | 53 | 76 | 143 | 252 | 598 | 598 |
| 14 | 29 | 53 | 76 | 142 | 252 | 597 | 597 |
| 15 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 16 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 17 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 18 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 19 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 20 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 21 | 28 | 53 | 76 | 142 | 251 | 597 | 597 |
| 22 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 23 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 24 | 28 | 53 | 75 | 142 | 251 | 597 | 597 |
| 25 | 28 | 53 | 75 | 141 | 251 | 597 | 597 |
| 26 | 28 | 52 | 75 | 141 | 251 | 597 | 597 |
| 27 | 27 | 52 | 75 | 141 | 251 | 596 | 596 |
| 28 | 27 | 52 | 74 | 141 | 250 | 596 | 596 |
| 29 | 27 | 52 | 74 | 140 | 250 | 596 | 596 |
| 30 | 27 | 51 | 74 | 140 | 250 | 596 | 596 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

42

68

149

263

609

1 280

2

27

43

69

150

264

610

1 050

3

28

45

70

142

261

606

868

4

29

47

73

143

259

605

726

5

31

50

78

145

258

604

615

6

31

51

80

149

258

603

603

7

31

53

81

151

257

603

603

8

30

52

79

148

256

601

601

9

29

52

78

145

255

601

601

10

29

53

78

144

254

600

600

11

29

53

77

144

253

599

599

12

29

53

77

143

253

598

598

13

29

53

76

143

252

598

598

14

29

53

76

142

252

597

597

15

28

53

75

142

251

597

597

16

28

53

75

142

251

597

597

17

28

53

75

142

251

597

597

18

28

53

75

142

251

597

597

19

28

53

75

142

251

597

597

20

28

53

75

142

251

597

597

21

28

53

76

142

251

597

597

22

28

53

75

142

251

597

597

23

28

53

75

142

251

597

597

24

28

53

75

142

251

597

597

25

28

53

75

141

251

597

597

26

28

52

75

141

251

597

597

27

27

52

75

141

251

596

596

28

27

52

74

141

250

596

596

29

27

52

74

140

250

596

596

30

27

51

74

140

250

596

596

2.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 22 | 38 | 64 | 145 | 259 | 605 | 1 282 |
| 2 | 24 | 39 | 66 | 147 | 261 | 607 | 1 051 |
| 3 | 27 | 44 | 69 | 140 | 259 | 605 | 870 |
| 4 | 30 | 47 | 73 | 143 | 259 | 605 | 727 |
| 5 | 32 | 51 | 79 | 147 | 260 | 606 | 616 |
| 6 | 34 | 54 | 83 | 152 | 260 | 606 | 606 |
| 7 | 35 | 57 | 85 | 155 | 261 | 607 | 607 |
| 8 | 35 | 58 | 85 | 153 | 261 | 607 | 607 |
| 9 | 36 | 59 | 85 | 152 | 261 | 607 | 607 |
| 10 | 37 | 60 | 85 | 152 | 262 | 607 | 607 |
| 11 | 38 | 62 | 86 | 152 | 262 | 608 | 608 |
| 12 | 38 | 63 | 86 | 153 | 262 | 608 | 608 |
| 13 | 39 | 63 | 86 | 153 | 262 | 608 | 608 |
| 14 | 39 | 64 | 86 | 152 | 262 | 608 | 608 |
| 15 | 39 | 63 | 86 | 152 | 262 | 608 | 608 |
| 16 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 17 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 18 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 19 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 20 | 38 | 63 | 86 | 152 | 262 | 607 | 607 |
| 21 | 39 | 63 | 86 | 152 | 262 | 608 | 608 |
| 22 | 39 | 63 | 86 | 152 | 262 | 608 | 608 |
| 23 | 38 | 63 | 86 | 152 | 262 | 607 | 607 |
| 24 | 38 | 63 | 85 | 152 | 261 | 607 | 607 |
| 25 | 38 | 63 | 85 | 151 | 261 | 607 | 607 |
| 26 | 37 | 62 | 85 | 151 | 261 | 606 | 606 |
| 27 | 37 | 62 | 84 | 151 | 260 | 606 | 606 |
| 28 | 37 | 61 | 84 | 150 | 260 | 605 | 605 |
| 29 | 36 | 61 | 83 | 150 | 259 | 605 | 605 |
| 30 | 36 | 60 | 83 | 149 | 259 | 605 | 605 |

Duration (in years)

Credit quality step 0

Credit 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

38

64

145

259

605

1 282

2

24

39

66

147

261

607

1 051

3

27

44

69

140

259

605

870

4

30

47

73

143

259

605

727

5

32

51

79

147

260

606

616

6

34

54

83

152

260

606

606

7

35

57

85

155

261

607

607

8

35

58

85

153

261

607

607

9

36

59

85

152

261

607

607

10

37

60

85

152

262

607

607

11

38

62

86

152

262

608

608

12

38

63

86

153

262

608

608

13

39

63

86

153

262

608

608

14

39

64

86

152

262

608

608

15

39

63

86

152

262

608

608

16

38

63

85

152

261

607

607

17

38

63

85

152

261

607

607

18

38

63

85

152

261

607

607

19

38

63

85

152

261

607

607

20

38

63

86

152

262

607

607

21

39

63

86

152

262

608

608

22

39

63

86

152

262

608

608

23

38

63

86

152

262

607

607

24

38

63

85

152

261

607

607

25

38

63

85

151

261

607

607

26

37

62

85

151

261

606

606

27

37

62

84

151

260

606

606

28

37

61

84

150

260

605

605

29

36

61

83

150

259

605

605

30

36

60

83

149

259

605

605

2.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 123 | 139 | 165 | 246 | 360 | 706 | 1 404 |
| 2 | 122 | 138 | 164 | 245 | 359 | 705 | 1 141 |
| 3 | 122 | 139 | 164 | 236 | 354 | 700 | 939 |
| 4 | 123 | 141 | 166 | 236 | 352 | 698 | 783 |
| 5 | 124 | 143 | 171 | 238 | 351 | 697 | 697 |
| 6 | 123 | 144 | 172 | 241 | 350 | 696 | 696 |
| 7 | 124 | 145 | 173 | 243 | 349 | 695 | 695 |
| 8 | 123 | 145 | 172 | 240 | 348 | 694 | 694 |
| 9 | 121 | 144 | 170 | 237 | 347 | 693 | 693 |
| 10 | 122 | 145 | 170 | 237 | 346 | 692 | 692 |
| 11 | 121 | 145 | 170 | 236 | 346 | 691 | 691 |
| 12 | 121 | 145 | 168 | 235 | 344 | 690 | 690 |
| 13 | 120 | 145 | 167 | 234 | 343 | 689 | 689 |
| 14 | 119 | 144 | 166 | 232 | 342 | 688 | 688 |
| 15 | 117 | 141 | 164 | 230 | 340 | 686 | 686 |
| 16 | 114 | 139 | 162 | 228 | 338 | 683 | 683 |
| 17 | 112 | 136 | 159 | 225 | 335 | 681 | 681 |
| 18 | 109 | 134 | 157 | 223 | 333 | 678 | 678 |
| 19 | 107 | 132 | 154 | 221 | 330 | 676 | 676 |
| 20 | 105 | 130 | 152 | 219 | 328 | 674 | 674 |
| 21 | 103 | 128 | 150 | 216 | 326 | 672 | 672 |
| 22 | 101 | 125 | 148 | 214 | 324 | 670 | 670 |
| 23 | 98 | 123 | 146 | 212 | 322 | 667 | 667 |
| 24 | 96 | 121 | 143 | 210 | 319 | 665 | 665 |
| 25 | 94 | 119 | 141 | 208 | 317 | 663 | 663 |
| 26 | 92 | 117 | 139 | 206 | 315 | 661 | 661 |
| 27 | 90 | 115 | 137 | 203 | 313 | 659 | 659 |
| 28 | 88 | 113 | 135 | 201 | 311 | 657 | 657 |
| 29 | 86 | 111 | 133 | 199 | 309 | 655 | 655 |
| 30 | 84 | 109 | 131 | 198 | 307 | 653 | 653 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

123

139

165

246

360

706

1 404

2

122

138

164

245

359

705

1 141

3

122

139

164

236

354

700

939

4

123

141

166

236

352

698

783

5

124

143

171

238

351

697

697

6

123

144

172

241

350

696

696

7

124

145

173

243

349

695

695

8

123

145

172

240

348

694

694

9

121

144

170

237

347

693

693

10

122

145

170

237

346

692

692

11

121

145

170

236

346

691

691

12

121

145

168

235

344

690

690

13

120

145

167

234

343

689

689

14

119

144

166

232

342

688

688

15

117

141

164

230

340

686

686

16

114

139

162

228

338

683

683

17

112

136

159

225

335

681

681

18

109

134

157

223

333

678

678

19

107

132

154

221

330

676

676

20

105

130

152

219

328

674

674

21

103

128

150

216

326

672

672

22

101

125

148

214

324

670

670

23

98

123

146

212

322

667

667

24

96

121

143

210

319

665

665

25

94

119

141

208

317

663

663

26

92

117

139

206

315

661

661

27

90

115

137

203

313

659

659

28

88

113

135

201

311

657

657

29

86

111

133

199

309

655

655

30

84

109

131

198

307

653

653

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 | 116 | 230 | 576 | 1 238 |
| 2 | 1 | 11 | 37 | 118 | 232 | 578 | 1 017 |
| 3 | 2 | 15 | 40 | 111 | 230 | 576 | 843 |
| 4 | 2 | 18 | 44 | 114 | 230 | 576 | 706 |
| 5 | 4 | 22 | 50 | 118 | 231 | 577 | 598 |
| 6 | 5 | 25 | 54 | 123 | 231 | 577 | 577 |
| 7 | 6 | 28 | 56 | 126 | 232 | 577 | 577 |
| 8 | 6 | 29 | 56 | 124 | 232 | 578 | 578 |
| 9 | 7 | 29 | 55 | 122 | 232 | 578 | 578 |
| 10 | 7 | 30 | 55 | 122 | 232 | 577 | 577 |
| 11 | 8 | 31 | 55 | 122 | 231 | 577 | 577 |
| 12 | 8 | 32 | 55 | 122 | 231 | 577 | 577 |
| 13 | 10 | 32 | 55 | 121 | 231 | 577 | 577 |
| 14 | 10 | 32 | 55 | 121 | 231 | 577 | 577 |
| 15 | 11 | 32 | 55 | 121 | 231 | 576 | 576 |
| 16 | 11 | 32 | 54 | 121 | 230 | 576 | 576 |
| 17 | 13 | 32 | 54 | 121 | 230 | 576 | 576 |
| 18 | 13 | 32 | 54 | 121 | 230 | 576 | 576 |
| 19 | 14 | 32 | 55 | 121 | 231 | 576 | 576 |
| 20 | 14 | 33 | 55 | 122 | 231 | 577 | 577 |
| 21 | 15 | 33 | 56 | 122 | 232 | 578 | 578 |
| 22 | 16 | 34 | 56 | 123 | 232 | 578 | 578 |
| 23 | 17 | 34 | 57 | 123 | 233 | 578 | 578 |
| 24 | 17 | 34 | 57 | 123 | 233 | 579 | 579 |
| 25 | 18 | 35 | 57 | 123 | 233 | 579 | 579 |
| 26 | 18 | 35 | 57 | 124 | 233 | 579 | 579 |
| 27 | 19 | 35 | 57 | 124 | 233 | 579 | 579 |
| 28 | 20 | 35 | 58 | 124 | 234 | 579 | 579 |
| 29 | 20 | 35 | 58 | 124 | 234 | 580 | 580 |
| 30 | 21 | 36 | 58 | 124 | 234 | 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

0

9

35

116

230

576

1 238

2

1

11

37

118

232

578

1 017

3

2

15

40

111

230

576

843

4

2

18

44

114

230

576

706

5

4

22

50

118

231

577

598

6

5

25

54

123

231

577

577

7

6

28

56

126

232

577

577

8

6

29

56

124

232

578

578

9

7

29

55

122

232

578

578

10

7

30

55

122

232

577

577

11

8

31

55

122

231

577

577

12

8

32

55

122

231

577

577

13

10

32

55

121

231

577

577

14

10

32

55

121

231

577

577

15

11

32

55

121

231

576

576

16

11

32

54

121

230

576

576

17

13

32

54

121

230

576

576

18

13

32

54

121

230

576

576

19

14

32

55

121

231

576

576

20

14

33

55

122

231

577

577

21

15

33

56

122

232

578

578

22

16

34

56

123

232

578

578

23

17

34

57

123

233

578

578

24

17

34

57

123

233

579

579

25

18

35

57

123

233

579

579

26

18

35

57

124

233

579

579

27

19

35

57

124

233

579

579

28

20

35

58

124

234

579

579

29

20

35

58

124

234

580

580

30

21

36

58

124

234

580

580

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 | 157 | 272 | 617 | 1 243 |
| 2 | 35 | 51 | 77 | 158 | 272 | 618 | 1 019 |
| 3 | 35 | 52 | 77 | 149 | 267 | 613 | 842 |
| 4 | 36 | 54 | 79 | 149 | 265 | 611 | 704 |
| 5 | 36 | 55 | 83 | 151 | 264 | 610 | 610 |
| 6 | 39 | 59 | 88 | 157 | 265 | 611 | 611 |
| 7 | 36 | 58 | 86 | 156 | 262 | 607 | 607 |
| 8 | 40 | 63 | 90 | 158 | 266 | 612 | 612 |
| 9 | 40 | 62 | 89 | 156 | 265 | 611 | 611 |
| 10 | 34 | 58 | 83 | 149 | 259 | 605 | 605 |
| 11 | 30 | 54 | 78 | 144 | 254 | 600 | 600 |
| 12 | 26 | 51 | 74 | 141 | 250 | 596 | 596 |
| 13 | 24 | 49 | 72 | 138 | 247 | 593 | 593 |
| 14 | 22 | 47 | 69 | 136 | 245 | 591 | 591 |
| 15 | 21 | 45 | 68 | 134 | 244 | 590 | 590 |
| 16 | 19 | 44 | 66 | 133 | 242 | 588 | 588 |
| 17 | 18 | 43 | 65 | 132 | 241 | 587 | 587 |
| 18 | 18 | 42 | 65 | 131 | 241 | 587 | 587 |
| 19 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 20 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 21 | 17 | 42 | 65 | 131 | 241 | 586 | 586 |
| 22 | 17 | 42 | 65 | 131 | 241 | 586 | 586 |
| 23 | 17 | 42 | 65 | 131 | 241 | 586 | 586 |
| 24 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 25 | 17 | 42 | 64 | 131 | 240 | 586 | 586 |
| 26 | 18 | 42 | 64 | 131 | 240 | 586 | 586 |
| 27 | 19 | 42 | 64 | 131 | 240 | 586 | 586 |
| 28 | 20 | 42 | 64 | 130 | 240 | 586 | 586 |
| 29 | 20 | 42 | 64 | 130 | 240 | 586 | 586 |
| 30 | 21 | 41 | 64 | 130 | 240 | 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

35

50

77

157

272

617

1 243

2

35

51

77

158

272

618

1 019

3

35

52

77

149

267

613

842

4

36

54

79

149

265

611

704

5

36

55

83

151

264

610

610

6

39

59

88

157

265

611

611

7

36

58

86

156

262

607

607

8

40

63

90

158

266

612

612

9

40

62

89

156

265

611

611

10

34

58

83

149

259

605

605

11

30

54

78

144

254

600

600

12

26

51

74

141

250

596

596

13

24

49

72

138

247

593

593

14

22

47

69

136

245

591

591

15

21

45

68

134

244

590

590

16

19

44

66

133

242

588

588

17

18

43

65

132

241

587

587

18

18

42

65

131

241

587

587

19

17

42

64

131

240

586

586

20

17

42

64

131

240

586

586

21

17

42

65

131

241

586

586

22

17

42

65

131

241

586

586

23

17

42

65

131

241

586

586

24

17

42

64

131

240

586

586

25

17

42

64

131

240

586

586

26

18

42

64

131

240

586

586

27

19

42

64

131

240

586

586

28

20

42

64

130

240

586

586

29

20

42

64

130

240

586

586

30

21

41

64

130

240

586

586

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 | 309 | 423 | 769 | 1 458 |
| 2 | 184 | 199 | 226 | 306 | 421 | 766 | 1 192 |
| 3 | 181 | 198 | 223 | 294 | 413 | 759 | 983 |
| 4 | 178 | 196 | 222 | 292 | 408 | 754 | 821 |
| 5 | 175 | 195 | 222 | 290 | 403 | 749 | 749 |
| 6 | 172 | 193 | 222 | 291 | 399 | 745 | 745 |
| 7 | 169 | 191 | 219 | 289 | 395 | 741 | 741 |
| 8 | 165 | 188 | 215 | 283 | 391 | 737 | 737 |
| 9 | 162 | 184 | 210 | 278 | 387 | 733 | 733 |
| 10 | 158 | 182 | 207 | 273 | 383 | 729 | 729 |
| 11 | 155 | 179 | 203 | 269 | 379 | 725 | 725 |
| 12 | 151 | 176 | 199 | 265 | 375 | 721 | 721 |
| 13 | 148 | 172 | 195 | 262 | 371 | 717 | 717 |
| 14 | 144 | 169 | 192 | 258 | 368 | 713 | 713 |
| 15 | 141 | 166 | 188 | 254 | 364 | 710 | 710 |
| 16 | 138 | 162 | 185 | 251 | 361 | 707 | 707 |
| 17 | 134 | 159 | 182 | 248 | 358 | 704 | 704 |
| 18 | 132 | 156 | 179 | 245 | 355 | 701 | 701 |
| 19 | 129 | 154 | 176 | 242 | 352 | 698 | 698 |
| 20 | 126 | 151 | 174 | 240 | 349 | 695 | 695 |
| 21 | 124 | 148 | 171 | 237 | 347 | 693 | 693 |
| 22 | 121 | 146 | 168 | 235 | 344 | 690 | 690 |
| 23 | 119 | 143 | 166 | 232 | 342 | 688 | 688 |
| 24 | 116 | 141 | 163 | 230 | 339 | 685 | 685 |
| 25 | 114 | 139 | 161 | 227 | 337 | 683 | 683 |
| 26 | 112 | 136 | 159 | 225 | 335 | 681 | 681 |
| 27 | 109 | 134 | 156 | 223 | 332 | 678 | 678 |
| 28 | 107 | 132 | 154 | 221 | 330 | 676 | 676 |
| 29 | 105 | 130 | 152 | 219 | 328 | 674 | 674 |
| 30 | 103 | 128 | 150 | 217 | 326 | 672 | 672 |

Duration (in years)

Credit quality step 0

Credit 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

309

423

769

1 458

2

184

199

226

306

421

766

1 192

3

181

198

223

294

413

759

983

4

178

196

222

292

408

754

821

5

175

195

222

290

403

749

749

6

172

193

222

291

399

745

745

7

169

191

219

289

395

741

741

8

165

188

215

283

391

737

737

9

162

184

210

278

387

733

733

10

158

182

207

273

383

729

729

11

155

179

203

269

379

725

725

12

151

176

199

265

375

721

721

13

148

172

195

262

371

717

717

14

144

169

192

258

368

713

713

15

141

166

188

254

364

710

710

16

138

162

185

251

361

707

707

17

134

159

182

248

358

704

704

18

132

156

179

245

355

701

701

19

129

154

176

242

352

698

698

20

126

151

174

240

349

695

695

21

124

148

171

237

347

693

693

22

121

146

168

235

344

690

690

23

119

143

166

232

342

688

688

24

116

141

163

230

339

685

685

25

114

139

161

227

337

683

683

26

112

136

159

225

335

681

681

27

109

134

156

223

332

678

678

28

107

132

154

221

330

676

676

29

105

130

152

219

328

674

674

30

103

128

150

217

326

672

672

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 | 112 | 247 | 593 | 1 240 |
| 2 | 9 | 26 | 52 | 112 | 247 | 593 | 1 019 |
| 3 | 10 | 29 | 54 | 106 | 246 | 591 | 844 |
| 4 | 12 | 34 | 57 | 103 | 246 | 592 | 706 |
| 5 | 17 | 41 | 63 | 105 | 247 | 593 | 598 |
| 6 | 19 | 44 | 67 | 101 | 248 | 594 | 594 |
| 7 | 19 | 46 | 65 | 94 | 248 | 594 | 594 |
| 8 | 17 | 44 | 64 | 92 | 249 | 595 | 595 |
| 9 | 17 | 45 | 66 | 96 | 249 | 595 | 595 |
| 10 | 19 | 48 | 69 | 100 | 249 | 595 | 595 |
| 11 | 21 | 50 | 71 | 103 | 249 | 595 | 595 |
| 12 | 22 | 53 | 72 | 104 | 249 | 595 | 595 |
| 13 | 24 | 55 | 72 | 104 | 249 | 595 | 595 |
| 14 | 24 | 55 | 73 | 104 | 250 | 595 | 595 |
| 15 | 24 | 55 | 73 | 104 | 250 | 595 | 595 |
| 16 | 24 | 55 | 73 | 104 | 249 | 595 | 595 |
| 17 | 24 | 55 | 73 | 104 | 249 | 595 | 595 |
| 18 | 24 | 55 | 73 | 104 | 249 | 595 | 595 |
| 19 | 24 | 55 | 73 | 104 | 249 | 595 | 595 |
| 20 | 24 | 55 | 73 | 104 | 250 | 596 | 596 |
| 21 | 24 | 55 | 73 | 104 | 250 | 596 | 596 |
| 22 | 24 | 55 | 73 | 104 | 251 | 596 | 596 |
| 23 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 24 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 25 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 26 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 27 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 28 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 29 | 24 | 55 | 73 | 104 | 251 | 597 | 597 |
| 30 | 24 | 55 | 73 | 104 | 251 | 596 | 596 |

Duration (in years)

Credit quality step 0

Credit 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

112

247

593

1 240

2

9

26

52

112

247

593

1 019

3

10

29

54

106

246

591

844

4

12

34

57

103

246

592

706

5

17

41

63

105

247

593

598

6

19

44

67

101

248

594

594

7

19

46

65

94

248

594

594

8

17

44

64

92

249

595

595

9

17

45

66

96

249

595

595

10

19

48

69

100

249

595

595

11

21

50

71

103

249

595

595

12

22

53

72

104

249

595

595

13

24

55

72

104

249

595

595

14

24

55

73

104

250

595

595

15

24

55

73

104

250

595

595

16

24

55

73

104

249

595

595

17

24

55

73

104

249

595

595

18

24

55

73

104

249

595

595

19

24

55

73

104

249

595

595

20

24

55

73

104

250

596

596

21

24

55

73

104

250

596

596

22

24

55

73

104

251

596

596

23

24

55

73

104

251

597

597

24

24

55

73

104

251

597

597

25

24

55

73

104

251

597

597

26

24

55

73

104

251

597

597

27

24

55

73

104

251

597

597

28

24

55

73

104

251

597

597

29

24

55

73

104

251

597

597

30

24

55

73

104

251

596

596

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 | 94 | 208 | 554 | 1 216 |
| 2 | 1 | 5 | 12 | 92 | 207 | 552 | 996 |
| 3 | 2 | 5 | 11 | 83 | 202 | 547 | 823 |
| 4 | 2 | 6 | 13 | 84 | 199 | 545 | 687 |
| 5 | 3 | 7 | 18 | 86 | 199 | 544 | 581 |
| 6 | 4 | 8 | 21 | 90 | 198 | 544 | 544 |
| 7 | 5 | 9 | 22 | 92 | 198 | 544 | 544 |
| 8 | 5 | 9 | 22 | 90 | 198 | 544 | 544 |
| 9 | 7 | 11 | 22 | 89 | 198 | 544 | 544 |
| 10 | 7 | 11 | 22 | 89 | 198 | 544 | 544 |
| 11 | 8 | 12 | 23 | 89 | 199 | 544 | 544 |
| 12 | 8 | 13 | 25 | 89 | 199 | 545 | 545 |
| 13 | 10 | 14 | 26 | 90 | 199 | 545 | 545 |
| 14 | 10 | 14 | 29 | 90 | 200 | 545 | 545 |
| 15 | 11 | 16 | 30 | 90 | 200 | 546 | 546 |
| 16 | 11 | 16 | 31 | 90 | 200 | 546 | 546 |
| 17 | 12 | 17 | 33 | 91 | 200 | 546 | 546 |
| 18 | 13 | 18 | 34 | 91 | 201 | 547 | 547 |
| 19 | 14 | 19 | 35 | 92 | 202 | 547 | 547 |
| 20 | 14 | 19 | 37 | 93 | 202 | 548 | 548 |
| 21 | 15 | 20 | 38 | 93 | 203 | 549 | 549 |
| 22 | 15 | 21 | 39 | 94 | 204 | 549 | 549 |
| 23 | 16 | 22 | 40 | 94 | 204 | 550 | 550 |
| 24 | 17 | 22 | 42 | 95 | 204 | 550 | 550 |
| 25 | 17 | 23 | 44 | 95 | 205 | 550 | 550 |
| 26 | 18 | 24 | 45 | 95 | 205 | 551 | 551 |
| 27 | 18 | 25 | 46 | 95 | 205 | 551 | 551 |
| 28 | 19 | 25 | 47 | 95 | 205 | 551 | 551 |
| 29 | 20 | 26 | 48 | 95 | 205 | 551 | 551 |
| 30 | 20 | 28 | 49 | 96 | 205 | 551 | 551 |

Duration (in years)

Credit quality step 0

Credit 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

94

208

554

1 216

2

1

5

12

92

207

552

996

3

2

5

11

83

202

547

823

4

2

6

13

84

199

545

687

5

3

7

18

86

199

544

581

6

4

8

21

90

198

544

544

7

5

9

22

92

198

544

544

8

5

9

22

90

198

544

544

9

7

11

22

89

198

544

544

10

7

11

22

89

198

544

544

11

8

12

23

89

199

544

544

12

8

13

25

89

199

545

545

13

10

14

26

90

199

545

545

14

10

14

29

90

200

545

545

15

11

16

30

90

200

546

546

16

11

16

31

90

200

546

546

17

12

17

33

91

200

546

546

18

13

18

34

91

201

547

547

19

14

19

35

92

202

547

547

20

14

19

37

93

202

548

548

21

15

20

38

93

203

549

549

22

15

21

39

94

204

549

549

23

16

22

40

94

204

550

550

24

17

22

42

95

204

550

550

25

17

23

44

95

205

550

550

26

18

24

45

95

205

551

551

27

18

25

46

95

205

551

551

28

19

25

47

95

205

551

551

29

20

26

48

95

205

551

551

30

20

28

49

96

205

551

551

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 | 3 078 |
| 2 | 1 | 15 | 22 | 45 | 168 | 343 | 2 294 |
| 3 | 1 | 16 | 24 | 50 | 163 | 355 | 1 731 |
| 4 | 1 | 17 | 27 | 54 | 160 | 354 | 1 337 |
| 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 059 |
| 6 | 3 | 22 | 33 | 59 | 160 | 331 | 859 |
| 7 | 4 | 24 | 35 | 61 | 160 | 316 | 710 |
| 8 | 4 | 25 | 37 | 64 | 160 | 299 | 596 |
| 9 | 5 | 26 | 38 | 67 | 160 | 282 | 508 |
| 10 | 5 | 27 | 40 | 69 | 160 | 265 | 437 |
| 11 | 5 | 27 | 40 | 70 | 160 | 254 | 379 |
| 12 | 6 | 27 | 40 | 70 | 160 | 254 | 332 |
| 13 | 6 | 27 | 40 | 70 | 160 | 254 | 292 |
| 14 | 6 | 27 | 40 | 70 | 160 | 254 | 259 |
| 15 | 6 | 27 | 42 | 70 | 160 | 254 | 254 |
| 16 | 7 | 27 | 44 | 70 | 160 | 254 | 254 |
| 17 | 7 | 27 | 47 | 70 | 160 | 254 | 254 |
| 18 | 8 | 27 | 49 | 70 | 160 | 254 | 254 |
| 19 | 9 | 27 | 52 | 70 | 160 | 254 | 254 |
| 20 | 9 | 27 | 54 | 70 | 160 | 254 | 254 |
| 21 | 9 | 27 | 57 | 70 | 160 | 254 | 254 |
| 22 | 10 | 27 | 59 | 70 | 160 | 254 | 254 |
| 23 | 10 | 27 | 62 | 70 | 160 | 254 | 254 |
| 24 | 11 | 27 | 64 | 70 | 160 | 254 | 254 |
| 25 | 11 | 27 | 67 | 72 | 160 | 254 | 254 |
| 26 | 11 | 27 | 69 | 75 | 160 | 254 | 254 |
| 27 | 12 | 27 | 72 | 76 | 160 | 254 | 254 |
| 28 | 12 | 27 | 75 | 78 | 160 | 254 | 254 |
| 29 | 13 | 27 | 78 | 81 | 160 | 254 | 254 |
| 30 | 13 | 27 | 80 | 83 | 160 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

45

168

306

3 078

2

1

15

22

45

168

343

2 294

3

1

16

24

50

163

355

1 731

4

1

17

27

54

160

354

1 337

5

2

19

31

56

160

345

1 059

6

3

22

33

59

160

331

859

7

4

24

35

61

160

316

710

8

4

25

37

64

160

299

596

9

5

26

38

67

160

282

508

10

5

27

40

69

160

265

437

11

5

27

40

70

160

254

379

12

6

27

40

70

160

254

332

13

6

27

40

70

160

254

292

14

6

27

40

70

160

254

259

15

6

27

42

70

160

254

254

16

7

27

44

70

160

254

254

17

7

27

47

70

160

254

254

18

8

27

49

70

160

254

254

19

9

27

52

70

160

254

254

20

9

27

54

70

160

254

254

21

9

27

57

70

160

254

254

22

10

27

59

70

160

254

254

23

10

27

62

70

160

254

254

24

11

27

64

70

160

254

254

25

11

27

67

72

160

254

254

26

11

27

69

75

160

254

254

27

12

27

72

76

160

254

254

28

12

27

75

78

160

254

254

29

13

27

78

81

160

254

254

30

13

27

80

83

160

254

254

3.2.   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 19 | 26 | 50 | 173 | 308 | 3 105 |
| 2 | 7 | 22 | 28 | 52 | 175 | 346 | 2 316 |
| 3 | 7 | 22 | 31 | 57 | 170 | 359 | 1 748 |
| 4 | 7 | 23 | 34 | 61 | 167 | 357 | 1 350 |
| 5 | 8 | 25 | 37 | 63 | 167 | 348 | 1 069 |
| 6 | 9 | 27 | 39 | 65 | 166 | 334 | 866 |
| 7 | 10 | 30 | 41 | 67 | 166 | 318 | 715 |
| 8 | 9 | 30 | 42 | 69 | 165 | 301 | 601 |
| 9 | 9 | 30 | 43 | 72 | 165 | 284 | 511 |
| 10 | 9 | 31 | 44 | 74 | 164 | 267 | 440 |
| 11 | 9 | 31 | 44 | 74 | 164 | 257 | 382 |
| 12 | 8 | 30 | 43 | 74 | 163 | 257 | 334 |
| 13 | 8 | 30 | 43 | 73 | 163 | 256 | 294 |
| 14 | 7 | 29 | 42 | 72 | 162 | 256 | 260 |
| 15 | 7 | 29 | 42 | 72 | 162 | 255 | 255 |
| 16 | 7 | 28 | 44 | 71 | 161 | 255 | 255 |
| 17 | 8 | 28 | 47 | 71 | 161 | 254 | 254 |
| 18 | 8 | 28 | 50 | 71 | 161 | 254 | 254 |
| 19 | 9 | 28 | 52 | 71 | 161 | 254 | 254 |
| 20 | 9 | 28 | 55 | 71 | 161 | 255 | 255 |
| 21 | 9 | 28 | 57 | 72 | 162 | 255 | 255 |
| 22 | 10 | 29 | 59 | 72 | 162 | 255 | 255 |
| 23 | 10 | 29 | 62 | 72 | 162 | 255 | 255 |
| 24 | 11 | 29 | 65 | 72 | 162 | 255 | 255 |
| 25 | 11 | 29 | 67 | 73 | 162 | 255 | 255 |
| 26 | 11 | 29 | 71 | 75 | 162 | 256 | 256 |
| 27 | 12 | 29 | 73 | 77 | 162 | 256 | 256 |
| 28 | 12 | 29 | 76 | 79 | 162 | 256 | 256 |
| 29 | 13 | 29 | 78 | 81 | 162 | 255 | 255 |
| 30 | 13 | 29 | 80 | 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

173

308

3 105

2

7

22

28

52

175

346

2 316

3

7

22

31

57

170

359

1 748

4

7

23

34

61

167

357

1 350

5

8

25

37

63

167

348

1 069

6

9

27

39

65

166

334

866

7

10

30

41

67

166

318

715

8

9

30

42

69

165

301

601

9

9

30

43

72

165

284

511

10

9

31

44

74

164

267

440

11

9

31

44

74

164

257

382

12

8

30

43

74

163

257

334

13

8

30

43

73

163

256

294

14

7

29

42

72

162

256

260

15

7

29

42

72

162

255

255

16

7

28

44

71

161

255

255

17

8

28

47

71

161

254

254

18

8

28

50

71

161

254

254

19

9

28

52

71

161

254

254

20

9

28

55

71

161

255

255

21

9

28

57

72

162

255

255

22

10

29

59

72

162

255

255

23

10

29

62

72

162

255

255

24

11

29

65

72

162

255

255

25

11

29

67

73

162

255

255

26

11

29

71

75

162

256

256

27

12

29

73

77

162

256

256

28

12

29

76

79

162

256

256

29

13

29

78

81

162

255

255

30

13

29

80

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 | 0 | 15 | 22 | 45 | 168 | 306 | 3 078 |
| 2 | 0 | 15 | 22 | 45 | 168 | 343 | 2 294 |
| 3 | 1 | 15 | 24 | 50 | 163 | 355 | 1 731 |
| 4 | 1 | 16 | 27 | 54 | 160 | 354 | 1 337 |
| 5 | 2 | 19 | 31 | 56 | 160 | 345 | 1 059 |
| 6 | 2 | 21 | 33 | 59 | 160 | 331 | 858 |
| 7 | 4 | 24 | 35 | 61 | 160 | 316 | 710 |
| 8 | 4 | 25 | 36 | 64 | 160 | 299 | 596 |
| 9 | 5 | 26 | 38 | 67 | 160 | 282 | 508 |
| 10 | 5 | 26 | 40 | 69 | 160 | 265 | 437 |
| 11 | 5 | 27 | 40 | 70 | 160 | 253 | 379 |
| 12 | 6 | 27 | 40 | 70 | 160 | 253 | 332 |
| 13 | 6 | 27 | 40 | 70 | 160 | 253 | 292 |
| 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 | 7 | 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 | 69 | 75 | 160 | 253 | 253 |
| 27 | 12 | 27 | 72 | 76 | 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

0

15

22

45

168

306

3 078

2

0

15

22

45

168

343

2 294

3

1

15

24

50

163

355

1 731

4

1

16

27

54

160

354

1 337

5

2

19

31

56

160

345

1 059

6

2

21

33

59

160

331

858

7

4

24

35

61

160

316

710

8

4

25

36

64

160

299

596

9

5

26

38

67

160

282

508

10

5

26

40

69

160

265

437

11

5

27

40

70

160

253

379

12

6

27

40

70

160

253

332

13

6

27

40

70

160

253

292

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

7

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

69

75

160

253

253

27

12

27

72

76

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 | 82 | 96 | 103 | 127 | 250 | 345 | 3 100 |
| 2 | 77 | 91 | 98 | 122 | 245 | 348 | 2 326 |
| 3 | 79 | 94 | 103 | 129 | 242 | 361 | 1 759 |
| 4 | 76 | 93 | 103 | 130 | 236 | 361 | 1 363 |
| 5 | 74 | 92 | 104 | 129 | 233 | 353 | 1 084 |
| 6 | 73 | 92 | 104 | 130 | 231 | 341 | 881 |
| 7 | 72 | 92 | 103 | 129 | 228 | 325 | 730 |
| 8 | 71 | 91 | 103 | 131 | 227 | 320 | 614 |
| 9 | 70 | 91 | 103 | 132 | 226 | 319 | 523 |
| 10 | 66 | 88 | 101 | 130 | 221 | 315 | 451 |
| 11 | 63 | 85 | 98 | 128 | 218 | 312 | 392 |
| 12 | 62 | 83 | 97 | 127 | 217 | 310 | 343 |
| 13 | 61 | 83 | 96 | 126 | 216 | 309 | 309 |
| 14 | 60 | 82 | 95 | 125 | 215 | 309 | 309 |
| 15 | 60 | 82 | 95 | 125 | 215 | 308 | 308 |
| 16 | 59 | 81 | 94 | 124 | 214 | 307 | 307 |
| 17 | 59 | 80 | 93 | 124 | 214 | 307 | 307 |
| 18 | 58 | 79 | 93 | 123 | 213 | 306 | 306 |
| 19 | 57 | 79 | 92 | 122 | 212 | 305 | 305 |
| 20 | 56 | 78 | 91 | 121 | 211 | 305 | 305 |
| 21 | 55 | 77 | 90 | 121 | 210 | 304 | 304 |
| 22 | 55 | 76 | 89 | 120 | 210 | 303 | 303 |
| 23 | 54 | 75 | 88 | 119 | 209 | 302 | 302 |
| 24 | 53 | 74 | 87 | 118 | 208 | 301 | 301 |
| 25 | 52 | 73 | 86 | 117 | 206 | 300 | 300 |
| 26 | 50 | 72 | 85 | 116 | 205 | 299 | 299 |
| 27 | 49 | 71 | 84 | 114 | 204 | 298 | 298 |
| 28 | 48 | 70 | 83 | 113 | 203 | 297 | 297 |
| 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

82

96

103

127

250

345

3 100

2

77

91

98

122

245

348

2 326

3

79

94

103

129

242

361

1 759

4

76

93

103

130

236

361

1 363

5

74

92

104

129

233

353

1 084

6

73

92

104

130

231

341

881

7

72

92

103

129

228

325

730

8

71

91

103

131

227

320

614

9

70

91

103

132

226

319

523

10

66

88

101

130

221

315

451

11

63

85

98

128

218

312

392

12

62

83

97

127

217

310

343

13

61

83

96

126

216

309

309

14

60

82

95

125

215

309

309

15

60

82

95

125

215

308

308

16

59

81

94

124

214

307

307

17

59

80

93

124

214

307

307

18

58

79

93

123

213

306

306

19

57

79

92

122

212

305

305

20

56

78

91

121

211

305

305

21

55

77

90

121

210

304

304

22

55

76

89

120

210

303

303

23

54

75

88

119

209

302

302

24

53

74

87

118

208

301

301

25

52

73

86

117

206

300

300

26

50

72

85

116

205

299

299

27

49

71

84

114

204

298

298

28

48

70

83

113

203

297

297

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 | 3 067 |
| 2 | 6 | 21 | 28 | 51 | 174 | 342 | 2 288 |
| 3 | 7 | 22 | 31 | 57 | 170 | 355 | 1 729 |
| 4 | 8 | 24 | 35 | 62 | 168 | 354 | 1 337 |
| 5 | 9 | 26 | 38 | 64 | 168 | 345 | 1 060 |
| 6 | 10 | 29 | 41 | 67 | 168 | 332 | 860 |
| 7 | 11 | 31 | 42 | 68 | 167 | 317 | 711 |
| 8 | 11 | 31 | 43 | 71 | 167 | 300 | 598 |
| 9 | 11 | 32 | 44 | 73 | 166 | 283 | 509 |
| 10 | 11 | 32 | 45 | 75 | 166 | 267 | 438 |
| 11 | 10 | 32 | 45 | 75 | 165 | 259 | 381 |
| 12 | 10 | 32 | 45 | 75 | 165 | 258 | 334 |
| 13 | 9 | 31 | 44 | 75 | 164 | 258 | 294 |
| 14 | 9 | 31 | 44 | 74 | 164 | 257 | 261 |
| 15 | 9 | 30 | 44 | 74 | 164 | 257 | 257 |
| 16 | 8 | 30 | 44 | 73 | 163 | 256 | 256 |
| 17 | 8 | 30 | 47 | 73 | 163 | 256 | 256 |
| 18 | 8 | 30 | 50 | 73 | 163 | 256 | 256 |
| 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 |
| 20 | 9 | 30 | 55 | 73 | 163 | 257 | 257 |
| 21 | 10 | 30 | 58 | 74 | 164 | 257 | 257 |
| 22 | 10 | 31 | 61 | 74 | 164 | 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 | 78 | 82 | 164 | 257 | 257 |
| 30 | 14 | 31 | 81 | 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

3 067

2

6

21

28

51

174

342

2 288

3

7

22

31

57

170

355

1 729

4

8

24

35

62

168

354

1 337

5

9

26

38

64

168

345

1 060

6

10

29

41

67

168

332

860

7

11

31

42

68

167

317

711

8

11

31

43

71

167

300

598

9

11

32

44

73

166

283

509

10

11

32

45

75

166

267

438

11

10

32

45

75

165

259

381

12

10

32

45

75

165

258

334

13

9

31

44

75

164

258

294

14

9

31

44

74

164

257

261

15

9

30

44

74

164

257

257

16

8

30

44

73

163

256

256

17

8

30

47

73

163

256

256

18

8

30

50

73

163

256

256

19

9

30

52

73

163

256

256

20

9

30

55

73

163

257

257

21

10

30

58

74

164

257

257

22

10

31

61

74

164

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

78

82

164

257

257

30

14

31

81

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 | 48 | 62 | 69 | 92 | 215 | 311 | 3 114 |
| 2 | 51 | 66 | 73 | 96 | 219 | 349 | 2 337 |
| 3 | 55 | 71 | 79 | 106 | 218 | 364 | 1 774 |
| 4 | 58 | 74 | 85 | 112 | 218 | 364 | 1 376 |
| 5 | 59 | 77 | 89 | 114 | 218 | 356 | 1 092 |
| 6 | 60 | 79 | 91 | 117 | 218 | 342 | 886 |
| 7 | 61 | 81 | 92 | 118 | 217 | 326 | 732 |
| 8 | 60 | 81 | 92 | 120 | 216 | 309 | 615 |
| 9 | 59 | 80 | 92 | 121 | 215 | 308 | 523 |
| 10 | 58 | 79 | 92 | 122 | 213 | 306 | 450 |
| 11 | 56 | 78 | 91 | 121 | 211 | 305 | 391 |
| 12 | 55 | 76 | 89 | 120 | 210 | 303 | 342 |
| 13 | 53 | 75 | 88 | 118 | 208 | 301 | 301 |
| 14 | 52 | 73 | 86 | 117 | 207 | 300 | 300 |
| 15 | 50 | 72 | 85 | 115 | 205 | 299 | 299 |
| 16 | 49 | 71 | 84 | 114 | 204 | 297 | 297 |
| 17 | 48 | 70 | 83 | 113 | 203 | 296 | 296 |
| 18 | 47 | 69 | 82 | 112 | 202 | 296 | 296 |
| 19 | 47 | 68 | 81 | 112 | 202 | 295 | 295 |
| 20 | 46 | 68 | 81 | 111 | 201 | 294 | 294 |
| 21 | 45 | 67 | 80 | 110 | 200 | 294 | 294 |
| 22 | 44 | 66 | 79 | 110 | 199 | 293 | 293 |
| 23 | 44 | 65 | 78 | 109 | 199 | 292 | 292 |
| 24 | 43 | 64 | 78 | 108 | 198 | 291 | 291 |
| 25 | 42 | 64 | 77 | 107 | 197 | 290 | 290 |
| 26 | 41 | 63 | 76 | 106 | 196 | 289 | 289 |
| 27 | 40 | 62 | 75 | 105 | 195 | 288 | 288 |
| 28 | 39 | 61 | 77 | 104 | 194 | 288 | 288 |
| 29 | 38 | 60 | 79 | 104 | 193 | 287 | 287 |
| 30 | 38 | 59 | 83 | 103 | 193 | 286 | 286 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

62

69

92

215

311

3 114

2

51

66

73

96

219

349

2 337

3

55

71

79

106

218

364

1 774

4

58

74

85

112

218

364

1 376

5

59

77

89

114

218

356

1 092

6

60

79

91

117

218

342

886

7

61

81

92

118

217

326

732

8

60

81

92

120

216

309

615

9

59

80

92

121

215

308

523

10

58

79

92

122

213

306

450

11

56

78

91

121

211

305

391

12

55

76

89

120

210

303

342

13

53

75

88

118

208

301

301

14

52

73

86

117

207

300

300

15

50

72

85

115

205

299

299

16

49

71

84

114

204

297

297

17

48

70

83

113

203

296

296

18

47

69

82

112

202

296

296

19

47

68

81

112

202

295

295

20

46

68

81

111

201

294

294

21

45

67

80

110

200

294

294

22

44

66

79

110

199

293

293

23

44

65

78

109

199

292

292

24

43

64

78

108

198

291

291

25

42

64

77

107

197

290

290

26

41

63

76

106

196

289

289

27

40

62

75

105

195

288

288

28

39

61

77

104

194

288

288

29

38

60

79

104

193

287

287

30

38

59

83

103

193

286

286

3.7.   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 21 | 45 | 167 | 306 | 3 076 |
| 2 | 0 | 14 | 21 | 45 | 167 | 343 | 2 292 |
| 3 | 1 | 15 | 23 | 50 | 162 | 355 | 1 730 |
| 4 | 1 | 16 | 27 | 53 | 159 | 354 | 1 336 |
| 5 | 2 | 18 | 30 | 55 | 159 | 345 | 1 058 |
| 6 | 2 | 21 | 33 | 58 | 159 | 331 | 858 |
| 7 | 3 | 23 | 34 | 61 | 159 | 315 | 709 |
| 8 | 4 | 24 | 36 | 63 | 159 | 299 | 596 |
| 9 | 4 | 25 | 37 | 66 | 159 | 282 | 507 |
| 10 | 4 | 26 | 39 | 68 | 159 | 265 | 437 |
| 11 | 4 | 26 | 39 | 69 | 159 | 253 | 379 |
| 12 | 6 | 26 | 39 | 70 | 159 | 253 | 332 |
| 13 | 6 | 26 | 39 | 70 | 159 | 253 | 292 |
| 14 | 6 | 26 | 39 | 70 | 159 | 253 | 259 |
| 15 | 6 | 26 | 42 | 70 | 159 | 253 | 253 |
| 16 | 7 | 26 | 44 | 70 | 159 | 253 | 253 |
| 17 | 7 | 26 | 47 | 70 | 159 | 253 | 253 |
| 18 | 8 | 26 | 49 | 70 | 159 | 253 | 253 |
| 19 | 9 | 26 | 52 | 70 | 159 | 253 | 253 |
| 20 | 9 | 26 | 54 | 70 | 159 | 253 | 253 |
| 21 | 9 | 26 | 57 | 70 | 159 | 253 | 253 |
| 22 | 10 | 26 | 59 | 70 | 159 | 253 | 253 |
| 23 | 10 | 26 | 62 | 70 | 159 | 253 | 253 |
| 24 | 11 | 26 | 64 | 70 | 159 | 253 | 253 |
| 25 | 11 | 26 | 67 | 72 | 159 | 253 | 253 |
| 26 | 11 | 26 | 69 | 75 | 159 | 253 | 253 |
| 27 | 12 | 26 | 72 | 76 | 159 | 253 | 253 |
| 28 | 12 | 26 | 75 | 78 | 159 | 253 | 253 |
| 29 | 13 | 26 | 78 | 81 | 160 | 253 | 253 |
| 30 | 13 | 26 | 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

0

14

21

45

167

306

3 076

2

0

14

21

45

167

343

2 292

3

1

15

23

50

162

355

1 730

4

1

16

27

53

159

354

1 336

5

2

18

30

55

159

345

1 058

6

2

21

33

58

159

331

858

7

3

23

34

61

159

315

709

8

4

24

36

63

159

299

596

9

4

25

37

66

159

282

507

10

4

26

39

68

159

265

437

11

4

26

39

69

159

253

379

12

6

26

39

70

159

253

332

13

6

26

39

70

159

253

292

14

6

26

39

70

159

253

259

15

6

26

42

70

159

253

253

16

7

26

44

70

159

253

253

17

7

26

47

70

159

253

253

18

8

26

49

70

159

253

253

19

9

26

52

70

159

253

253

20

9

26

54

70

159

253

253

21

9

26

57

70

159

253

253

22

10

26

59

70

159

253

253

23

10

26

62

70

159

253

253

24

11

26

64

70

159

253

253

25

11

26

67

72

159

253

253

26

11

26

69

75

159

253

253

27

12

26

72

76

159

253

253

28

12

26

75

78

159

253

253

29

13

26

78

81

160

253

253

30

13

26

80

83

160

253

253

3.8.   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 23 | 46 | 186 | 309 | 3 113 |
| 2 | 0 | 11 | 23 | 46 | 186 | 346 | 2 321 |
| 3 | 1 | 11 | 24 | 51 | 181 | 359 | 1 751 |
| 4 | 1 | 13 | 27 | 57 | 177 | 358 | 1 352 |
| 5 | 2 | 16 | 29 | 60 | 176 | 348 | 1 071 |
| 6 | 2 | 18 | 33 | 61 | 175 | 335 | 867 |
| 7 | 3 | 21 | 36 | 60 | 174 | 318 | 716 |
| 8 | 4 | 23 | 37 | 60 | 173 | 301 | 602 |
| 9 | 6 | 31 | 41 | 58 | 172 | 284 | 512 |
| 10 | 9 | 34 | 41 | 57 | 171 | 267 | 440 |
| 11 | 7 | 33 | 40 | 56 | 170 | 264 | 382 |
| 12 | 6 | 32 | 40 | 55 | 170 | 263 | 334 |
| 13 | 6 | 30 | 40 | 56 | 169 | 262 | 294 |
| 14 | 6 | 30 | 41 | 56 | 168 | 261 | 261 |
| 15 | 6 | 30 | 42 | 56 | 167 | 261 | 261 |
| 16 | 7 | 30 | 44 | 56 | 166 | 259 | 259 |
| 17 | 8 | 30 | 47 | 56 | 165 | 258 | 258 |
| 18 | 8 | 30 | 49 | 57 | 164 | 257 | 257 |
| 19 | 9 | 30 | 52 | 60 | 164 | 257 | 257 |
| 20 | 9 | 30 | 54 | 61 | 165 | 258 | 258 |
| 21 | 9 | 30 | 57 | 63 | 165 | 258 | 258 |
| 22 | 10 | 30 | 59 | 65 | 165 | 258 | 258 |
| 23 | 10 | 30 | 62 | 68 | 164 | 258 | 258 |
| 24 | 11 | 30 | 64 | 70 | 164 | 257 | 257 |
| 25 | 11 | 30 | 67 | 72 | 163 | 257 | 257 |
| 26 | 11 | 30 | 69 | 74 | 163 | 256 | 256 |
| 27 | 12 | 30 | 72 | 76 | 163 | 256 | 256 |
| 28 | 12 | 30 | 74 | 78 | 162 | 256 | 256 |
| 29 | 13 | 30 | 78 | 80 | 162 | 255 | 255 |
| 30 | 13 | 30 | 80 | 83 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

23

46

186

309

3 113

2

0

11

23

46

186

346

2 321

3

1

11

24

51

181

359

1 751

4

1

13

27

57

177

358

1 352

5

2

16

29

60

176

348

1 071

6

2

18

33

61

175

335

867

7

3

21

36

60

174

318

716

8

4

23

37

60

173

301

602

9

6

31

41

58

172

284

512

10

9

34

41

57

171

267

440

11

7

33

40

56

170

264

382

12

6

32

40

55

170

263

334

13

6

30

40

56

169

262

294

14

6

30

41

56

168

261

261

15

6

30

42

56

167

261

261

16

7

30

44

56

166

259

259

17

8

30

47

56

165

258

258

18

8

30

49

57

164

257

257

19

9

30

52

60

164

257

257

20

9

30

54

61

165

258

258

21

9

30

57

63

165

258

258

22

10

30

59

65

165

258

258

23

10

30

62

68

164

258

258

24

11

30

64

70

164

257

257

25

11

30

67

72

163

257

257

26

11

30

69

74

163

256

256

27

12

30

72

76

163

256

256

28

12

30

74

78

162

256

256

29

13

30

78

80

162

255

255

30

13

30

80

83

161

255

255

3.9.   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 83 | 98 | 105 | 128 | 251 | 347 | 3 144 |
| 2 | 81 | 95 | 102 | 125 | 248 | 351 | 2 355 |
| 3 | 78 | 93 | 102 | 128 | 240 | 366 | 1 786 |
| 4 | 75 | 92 | 102 | 129 | 235 | 366 | 1 385 |
| 5 | 73 | 90 | 103 | 128 | 232 | 358 | 1 100 |
| 6 | 72 | 91 | 103 | 129 | 230 | 345 | 894 |
| 7 | 71 | 91 | 102 | 128 | 227 | 330 | 740 |
| 8 | 68 | 89 | 100 | 128 | 224 | 317 | 622 |
| 9 | 66 | 87 | 99 | 128 | 221 | 315 | 530 |
| 10 | 64 | 86 | 99 | 129 | 220 | 313 | 456 |
| 11 | 63 | 84 | 98 | 128 | 218 | 311 | 396 |
| 12 | 61 | 83 | 96 | 126 | 216 | 309 | 347 |
| 13 | 59 | 81 | 94 | 124 | 214 | 308 | 308 |
| 14 | 58 | 79 | 93 | 123 | 213 | 306 | 306 |
| 15 | 56 | 78 | 91 | 121 | 211 | 305 | 305 |
| 16 | 55 | 77 | 90 | 120 | 210 | 303 | 303 |
| 17 | 54 | 76 | 89 | 119 | 209 | 302 | 302 |
| 18 | 53 | 75 | 88 | 118 | 208 | 301 | 301 |
| 19 | 52 | 74 | 87 | 117 | 207 | 300 | 300 |
| 20 | 51 | 73 | 86 | 116 | 206 | 299 | 299 |
| 21 | 50 | 72 | 85 | 115 | 205 | 299 | 299 |
| 22 | 49 | 71 | 84 | 114 | 204 | 298 | 298 |
| 23 | 48 | 70 | 83 | 113 | 203 | 297 | 297 |
| 24 | 47 | 69 | 82 | 112 | 202 | 296 | 296 |
| 25 | 46 | 68 | 81 | 111 | 201 | 295 | 295 |
| 26 | 45 | 67 | 80 | 110 | 200 | 294 | 294 |
| 27 | 44 | 66 | 79 | 109 | 199 | 293 | 293 |
| 28 | 43 | 65 | 78 | 108 | 198 | 292 | 292 |
| 29 | 42 | 64 | 81 | 107 | 197 | 291 | 291 |
| 30 | 41 | 63 | 83 | 107 | 196 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

83

98

105

128

251

347

3 144

2

81

95

102

125

248

351

2 355

3

78

93

102

128

240

366

1 786

4

75

92

102

129

235

366

1 385

5

73

90

103

128

232

358

1 100

6

72

91

103

129

230

345

894

7

71

91

102

128

227

330

740

8

68

89

100

128

224

317

622

9

66

87

99

128

221

315

530

10

64

86

99

129

220

313

456

11

63

84

98

128

218

311

396

12

61

83

96

126

216

309

347

13

59

81

94

124

214

308

308

14

58

79

93

123

213

306

306

15

56

78

91

121

211

305

305

16

55

77

90

120

210

303

303

17

54

76

89

119

209

302

302

18

53

75

88

118

208

301

301

19

52

74

87

117

207

300

300

20

51

73

86

116

206

299

299

21

50

72

85

115

205

299

299

22

49

71

84

114

204

298

298

23

48

70

83

113

203

297

297

24

47

69

82

112

202

296

296

25

46

68

81

111

201

295

295

26

45

67

80

110

200

294

294

27

44

66

79

109

199

293

293

28

43

65

78

108

198

292

292

29

42

64

81

107

197

291

291

30

41

63

83

107

196

290

290

3.10.   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 56 | 70 | 77 | 101 | 224 | 319 | 3 169 |
| 2 | 54 | 69 | 76 | 99 | 222 | 354 | 2 372 |
| 3 | 52 | 68 | 77 | 103 | 215 | 368 | 1 796 |
| 4 | 51 | 67 | 78 | 105 | 211 | 367 | 1 390 |
| 5 | 50 | 67 | 80 | 105 | 209 | 359 | 1 103 |
| 6 | 49 | 68 | 80 | 106 | 207 | 345 | 894 |
| 7 | 49 | 69 | 80 | 106 | 205 | 329 | 739 |
| 8 | 47 | 68 | 80 | 107 | 203 | 311 | 621 |
| 9 | 46 | 67 | 79 | 108 | 201 | 295 | 528 |
| 10 | 45 | 67 | 80 | 109 | 200 | 294 | 455 |
| 11 | 44 | 66 | 79 | 109 | 199 | 293 | 395 |
| 12 | 43 | 65 | 78 | 108 | 198 | 292 | 345 |
| 13 | 43 | 64 | 77 | 108 | 198 | 291 | 304 |
| 14 | 42 | 64 | 77 | 107 | 197 | 290 | 290 |
| 15 | 41 | 63 | 76 | 106 | 196 | 290 | 290 |
| 16 | 40 | 62 | 75 | 105 | 195 | 288 | 288 |
| 17 | 39 | 61 | 74 | 105 | 194 | 288 | 288 |
| 18 | 39 | 60 | 74 | 104 | 194 | 287 | 287 |
| 19 | 38 | 60 | 73 | 103 | 193 | 286 | 286 |
| 20 | 38 | 60 | 73 | 103 | 193 | 286 | 286 |
| 21 | 38 | 59 | 73 | 103 | 193 | 286 | 286 |
| 22 | 37 | 59 | 72 | 102 | 192 | 286 | 286 |
| 23 | 37 | 58 | 72 | 102 | 192 | 285 | 285 |
| 24 | 36 | 58 | 71 | 101 | 191 | 284 | 284 |
| 25 | 36 | 57 | 70 | 101 | 191 | 284 | 284 |
| 26 | 35 | 57 | 72 | 100 | 190 | 283 | 283 |
| 27 | 34 | 56 | 75 | 99 | 189 | 283 | 283 |
| 28 | 34 | 55 | 77 | 99 | 188 | 282 | 282 |
| 29 | 33 | 55 | 81 | 98 | 188 | 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

101

224

319

3 169

2

54

69

76

99

222

354

2 372

3

52

68

77

103

215

368

1 796

4

51

67

78

105

211

367

1 390

5

50

67

80

105

209

359

1 103

6

49

68

80

106

207

345

894

7

49

69

80

106

205

329

739

8

47

68

80

107

203

311

621

9

46

67

79

108

201

295

528

10

45

67

80

109

200

294

455

11

44

66

79

109

199

293

395

12

43

65

78

108

198

292

345

13

43

64

77

108

198

291

304

14

42

64

77

107

197

290

290

15

41

63

76

106

196

290

290

16

40

62

75

105

195

288

288

17

39

61

74

105

194

288

288

18

39

60

74

104

194

287

287

19

38

60

73

103

193

286

286

20

38

60

73

103

193

286

286

21

38

59

73

103

193

286

286

22

37

59

72

102

192

286

286

23

37

58

72

102

192

285

285

24

36

58

71

101

191

284

284

25

36

57

70

101

191

284

284

26

35

57

72

100

190

283

283

27

34

56

75

99

189

283

283

28

34

55

77

99

188

282

282

29

33

55

81

98

188

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 | 312 | 3 141 |
| 2 | 26 | 41 | 47 | 71 | 194 | 350 | 2 344 |
| 3 | 24 | 40 | 49 | 75 | 187 | 363 | 1 770 |
| 4 | 24 | 40 | 51 | 78 | 184 | 361 | 1 367 |
| 5 | 24 | 41 | 54 | 79 | 183 | 352 | 1 083 |
| 6 | 24 | 43 | 55 | 81 | 182 | 338 | 877 |
| 7 | 25 | 45 | 56 | 82 | 181 | 322 | 725 |
| 8 | 24 | 45 | 57 | 84 | 180 | 305 | 609 |
| 9 | 24 | 45 | 57 | 86 | 179 | 288 | 518 |
| 10 | 24 | 45 | 58 | 88 | 179 | 272 | 446 |
| 11 | 23 | 45 | 58 | 88 | 178 | 271 | 387 |
| 12 | 22 | 44 | 57 | 87 | 177 | 271 | 338 |
| 13 | 21 | 43 | 56 | 87 | 176 | 270 | 298 |
| 14 | 21 | 42 | 56 | 86 | 176 | 269 | 269 |
| 15 | 20 | 42 | 55 | 85 | 175 | 268 | 268 |
| 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 17 | 18 | 40 | 53 | 84 | 173 | 267 | 267 |
| 18 | 18 | 40 | 53 | 83 | 173 | 266 | 266 |
| 19 | 18 | 39 | 53 | 83 | 173 | 266 | 266 |
| 20 | 18 | 39 | 55 | 83 | 173 | 266 | 266 |
| 21 | 18 | 39 | 58 | 83 | 173 | 266 | 266 |
| 22 | 18 | 39 | 61 | 83 | 173 | 266 | 266 |
| 23 | 18 | 39 | 63 | 83 | 172 | 266 | 266 |
| 24 | 17 | 39 | 66 | 82 | 172 | 266 | 266 |
| 25 | 17 | 39 | 68 | 82 | 172 | 265 | 265 |
| 26 | 17 | 39 | 71 | 82 | 172 | 265 | 265 |
| 27 | 17 | 38 | 73 | 82 | 172 | 265 | 265 |
| 28 | 16 | 38 | 76 | 81 | 171 | 265 | 265 |
| 29 | 16 | 38 | 79 | 82 | 171 | 264 | 264 |
| 30 | 16 | 38 | 81 | 84 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

47

70

193

312

3 141

2

26

41

47

71

194

350

2 344

3

24

40

49

75

187

363

1 770

4

24

40

51

78

184

361

1 367

5

24

41

54

79

183

352

1 083

6

24

43

55

81

182

338

877

7

25

45

56

82

181

322

725

8

24

45

57

84

180

305

609

9

24

45

57

86

179

288

518

10

24

45

58

88

179

272

446

11

23

45

58

88

178

271

387

12

22

44

57

87

177

271

338

13

21

43

56

87

176

270

298

14

21

42

56

86

176

269

269

15

20

42

55

85

175

268

268

16

19

41

54

84

174

267

267

17

18

40

53

84

173

267

267

18

18

40

53

83

173

266

266

19

18

39

53

83

173

266

266

20

18

39

55

83

173

266

266

21

18

39

58

83

173

266

266

22

18

39

61

83

173

266

266

23

18

39

63

83

172

266

266

24

17

39

66

82

172

266

266

25

17

39

68

82

172

265

265

26

17

39

71

82

172

265

265

27

17

38

73

82

172

265

265

28

16

38

76

81

171

265

265

29

16

38

79

82

171

264

264

30

16

38

81

84

171

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 | 148 | 304 | 3 055 |
| 2 | 0 | 1 | 6 | 26 | 149 | 340 | 2 275 |
| 3 | 1 | 1 | 9 | 31 | 143 | 353 | 1 717 |
| 4 | 1 | 3 | 12 | 35 | 141 | 351 | 1 326 |
| 5 | 2 | 4 | 15 | 37 | 141 | 342 | 1 050 |
| 6 | 2 | 4 | 17 | 40 | 141 | 329 | 851 |
| 7 | 3 | 6 | 20 | 42 | 141 | 313 | 704 |
| 8 | 4 | 6 | 23 | 44 | 141 | 296 | 591 |
| 9 | 4 | 8 | 26 | 48 | 141 | 280 | 503 |
| 10 | 4 | 8 | 28 | 50 | 141 | 263 | 433 |
| 11 | 4 | 9 | 30 | 52 | 142 | 247 | 376 |
| 12 | 6 | 10 | 33 | 51 | 140 | 234 | 329 |
| 13 | 6 | 11 | 36 | 52 | 142 | 235 | 289 |
| 14 | 6 | 12 | 39 | 52 | 141 | 235 | 256 |
| 15 | 6 | 13 | 41 | 50 | 140 | 233 | 233 |
| 16 | 7 | 13 | 44 | 51 | 139 | 232 | 232 |
| 17 | 7 | 14 | 46 | 54 | 139 | 232 | 232 |
| 18 | 8 | 16 | 48 | 57 | 139 | 232 | 232 |
| 19 | 9 | 16 | 51 | 58 | 139 | 233 | 233 |
| 20 | 9 | 17 | 54 | 60 | 140 | 233 | 233 |
| 21 | 9 | 18 | 56 | 63 | 141 | 234 | 234 |
| 22 | 10 | 19 | 59 | 65 | 141 | 234 | 234 |
| 23 | 10 | 19 | 62 | 67 | 141 | 234 | 234 |
| 24 | 11 | 20 | 64 | 69 | 141 | 234 | 234 |
| 25 | 11 | 22 | 67 | 71 | 141 | 234 | 234 |
| 26 | 11 | 22 | 69 | 73 | 141 | 234 | 234 |
| 27 | 12 | 23 | 72 | 75 | 141 | 234 | 234 |
| 28 | 12 | 24 | 74 | 78 | 141 | 234 | 234 |
| 29 | 12 | 25 | 76 | 79 | 142 | 234 | 234 |
| 30 | 13 | 25 | 79 | 81 | 144 | 234 | 234 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

25

148

304

3 055

2

0

1

6

26

149

340

2 275

3

1

1

9

31

143

353

1 717

4

1

3

12

35

141

351

1 326

5

2

4

15

37

141

342

1 050

6

2

4

17

40

141

329

851

7

3

6

20

42

141

313

704

8

4

6

23

44

141

296

591

9

4

8

26

48

141

280

503

10

4

8

28

50

141

263

433

11

4

9

30

52

142

247

376

12

6

10

33

51

140

234

329

13

6

11

36

52

142

235

289

14

6

12

39

52

141

235

256

15

6

13

41

50

140

233

233

16

7

13

44

51

139

232

232

17

7

14

46

54

139

232

232

18

8

16

48

57

139

232

232

19

9

16

51

58

139

233

233

20

9

17

54

60

140

233

233

21

9

18

56

63

141

234

234

22

10

19

59

65

141

234

234

23

10

19

62

67

141

234

234

24

11

20

64

69

141

234

234

25

11

22

67

71

141

234

234

26

11

22

69

73

141

234

234

27

12

23

72

75

141

234

234

28

12

24

74

78

141

234

234

29

12

25

76

79

142

234

234

30

13

25

79

81

144

234

234

3.13.   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 57 | 63 | 87 | 210 | 316 | 3 189 |
| 2 | 42 | 57 | 63 | 87 | 210 | 354 | 2 379 |
| 3 | 41 | 57 | 65 | 91 | 204 | 368 | 1 797 |
| 4 | 40 | 57 | 68 | 94 | 200 | 366 | 1 388 |
| 5 | 40 | 58 | 70 | 95 | 199 | 357 | 1 100 |
| 6 | 40 | 59 | 71 | 97 | 198 | 343 | 891 |
| 7 | 41 | 61 | 72 | 98 | 197 | 327 | 736 |
| 8 | 40 | 60 | 72 | 100 | 196 | 310 | 618 |
| 9 | 39 | 60 | 73 | 102 | 195 | 292 | 526 |
| 10 | 39 | 60 | 74 | 103 | 194 | 287 | 452 |
| 11 | 38 | 60 | 73 | 103 | 193 | 286 | 393 |
| 12 | 37 | 59 | 72 | 102 | 192 | 286 | 344 |
| 13 | 36 | 58 | 71 | 102 | 191 | 285 | 302 |
| 14 | 36 | 57 | 71 | 101 | 191 | 284 | 284 |
| 15 | 35 | 57 | 70 | 100 | 190 | 283 | 283 |
| 16 | 34 | 56 | 69 | 99 | 189 | 282 | 282 |
| 17 | 34 | 55 | 68 | 99 | 189 | 282 | 282 |
| 18 | 33 | 55 | 68 | 98 | 188 | 281 | 281 |
| 19 | 33 | 54 | 67 | 98 | 187 | 281 | 281 |
| 20 | 32 | 54 | 67 | 97 | 187 | 281 | 281 |
| 21 | 32 | 54 | 67 | 97 | 187 | 280 | 280 |
| 22 | 32 | 53 | 67 | 97 | 187 | 280 | 280 |
| 23 | 31 | 53 | 66 | 96 | 186 | 280 | 280 |
| 24 | 31 | 52 | 66 | 96 | 186 | 279 | 279 |
| 25 | 30 | 52 | 69 | 95 | 185 | 279 | 279 |
| 26 | 30 | 51 | 72 | 95 | 185 | 278 | 278 |
| 27 | 29 | 51 | 75 | 94 | 184 | 277 | 277 |
| 28 | 28 | 50 | 77 | 94 | 183 | 277 | 277 |
| 29 | 28 | 49 | 79 | 93 | 183 | 276 | 276 |
| 30 | 27 | 49 | 83 | 92 | 182 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

57

63

87

210

316

3 189

2

42

57

63

87

210

354

2 379

3

41

57

65

91

204

368

1 797

4

40

57

68

94

200

366

1 388

5

40

58

70

95

199

357

1 100

6

40

59

71

97

198

343

891

7

41

61

72

98

197

327

736

8

40

60

72

100

196

310

618

9

39

60

73

102

195

292

526

10

39

60

74

103

194

287

452

11

38

60

73

103

193

286

393

12

37

59

72

102

192

286

344

13

36

58

71

102

191

285

302

14

36

57

71

101

191

284

284

15

35

57

70

100

190

283

283

16

34

56

69

99

189

282

282

17

34

55

68

99

189

282

282

18

33

55

68

98

188

281

281

19

33

54

67

98

187

281

281

20

32

54

67

97

187

281

281

21

32

54

67

97

187

280

280

22

32

53

67

97

187

280

280

23

31

53

66

96

186

280

280

24

31

52

66

96

186

279

279

25

30

52

69

95

185

279

279

26

30

51

72

95

185

278

278

27

29

51

75

94

184

277

277

28

28

50

77

94

183

277

277

29

28

49

79

93

183

276

276

30

27

49

83

92

182

276

276

3.14.   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 24 | 30 | 54 | 177 | 314 | 3 168 |
| 2 | 13 | 28 | 35 | 58 | 181 | 352 | 2 363 |
| 3 | 16 | 32 | 40 | 67 | 179 | 366 | 1 786 |
| 4 | 19 | 35 | 46 | 73 | 179 | 365 | 1 381 |
| 5 | 21 | 39 | 51 | 76 | 180 | 356 | 1 094 |
| 6 | 20 | 39 | 51 | 77 | 178 | 342 | 887 |
| 7 | 26 | 46 | 57 | 83 | 182 | 326 | 733 |
| 8 | 25 | 45 | 57 | 85 | 181 | 308 | 615 |
| 9 | 26 | 47 | 60 | 89 | 182 | 291 | 523 |
| 10 | 28 | 50 | 63 | 92 | 183 | 277 | 450 |
| 11 | 29 | 51 | 64 | 94 | 184 | 278 | 391 |
| 12 | 30 | 52 | 65 | 95 | 185 | 279 | 342 |
| 13 | 31 | 52 | 66 | 96 | 186 | 279 | 301 |
| 14 | 31 | 53 | 66 | 96 | 186 | 279 | 279 |
| 15 | 31 | 53 | 66 | 96 | 186 | 280 | 280 |
| 16 | 31 | 52 | 66 | 96 | 186 | 279 | 279 |
| 17 | 31 | 52 | 66 | 96 | 186 | 279 | 279 |
| 18 | 30 | 51 | 65 | 95 | 185 | 278 | 278 |
| 19 | 29 | 51 | 64 | 95 | 184 | 278 | 278 |
| 20 | 29 | 51 | 64 | 95 | 184 | 278 | 278 |
| 21 | 29 | 51 | 64 | 94 | 184 | 278 | 278 |
| 22 | 29 | 51 | 64 | 94 | 184 | 277 | 277 |
| 23 | 29 | 50 | 64 | 94 | 184 | 277 | 277 |
| 24 | 28 | 50 | 66 | 94 | 183 | 277 | 277 |
| 25 | 28 | 50 | 69 | 93 | 183 | 276 | 276 |
| 26 | 27 | 49 | 71 | 93 | 182 | 276 | 276 |
| 27 | 27 | 49 | 74 | 92 | 182 | 275 | 275 |
| 28 | 26 | 48 | 77 | 92 | 181 | 275 | 275 |
| 29 | 26 | 48 | 79 | 91 | 181 | 274 | 274 |
| 30 | 25 | 47 | 83 | 91 | 180 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

24

30

54

177

314

3 168

2

13

28

35

58

181

352

2 363

3

16

32

40

67

179

366

1 786

4

19

35

46

73

179

365

1 381

5

21

39

51

76

180

356

1 094

6

20

39

51

77

178

342

887

7

26

46

57

83

182

326

733

8

25

45

57

85

181

308

615

9

26

47

60

89

182

291

523

10

28

50

63

92

183

277

450

11

29

51

64

94

184

278

391

12

30

52

65

95

185

279

342

13

31

52

66

96

186

279

301

14

31

53

66

96

186

279

279

15

31

53

66

96

186

280

280

16

31

52

66

96

186

279

279

17

31

52

66

96

186

279

279

18

30

51

65

95

185

278

278

19

29

51

64

95

184

278

278

20

29

51

64

95

184

278

278

21

29

51

64

94

184

278

278

22

29

51

64

94

184

277

277

23

29

50

64

94

184

277

277

24

28

50

66

94

183

277

277

25

28

50

69

93

183

276

276

26

27

49

71

93

182

276

276

27

27

49

74

92

182

275

275

28

26

48

77

92

181

275

275

29

26

48

79

91

181

274

274

30

25

47

83

91

180

274

274

3.15.   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 22 | 29 | 53 | 176 | 311 | 3 135 |
| 2 | 9 | 24 | 30 | 54 | 177 | 349 | 2 337 |
| 3 | 10 | 25 | 34 | 60 | 172 | 362 | 1 766 |
| 4 | 10 | 27 | 38 | 64 | 170 | 361 | 1 364 |
| 5 | 11 | 29 | 41 | 66 | 171 | 351 | 1 080 |
| 6 | 13 | 32 | 44 | 70 | 171 | 337 | 875 |
| 7 | 15 | 35 | 46 | 72 | 171 | 321 | 723 |
| 8 | 15 | 35 | 47 | 75 | 171 | 304 | 607 |
| 9 | 15 | 37 | 49 | 78 | 171 | 287 | 517 |
| 10 | 16 | 38 | 51 | 80 | 171 | 270 | 445 |
| 11 | 16 | 38 | 51 | 81 | 171 | 265 | 386 |
| 12 | 17 | 38 | 52 | 82 | 172 | 265 | 338 |
| 13 | 17 | 38 | 52 | 82 | 172 | 265 | 297 |
| 14 | 17 | 39 | 52 | 82 | 172 | 265 | 265 |
| 15 | 17 | 39 | 52 | 82 | 172 | 265 | 265 |
| 16 | 17 | 38 | 52 | 82 | 172 | 265 | 265 |
| 17 | 17 | 38 | 52 | 82 | 172 | 265 | 265 |
| 18 | 17 | 38 | 52 | 82 | 172 | 265 | 265 |
| 19 | 17 | 38 | 52 | 82 | 172 | 265 | 265 |
| 20 | 17 | 39 | 55 | 82 | 172 | 265 | 265 |
| 21 | 17 | 39 | 58 | 82 | 172 | 265 | 265 |
| 22 | 17 | 39 | 61 | 82 | 172 | 265 | 265 |
| 23 | 17 | 38 | 63 | 82 | 172 | 265 | 265 |
| 24 | 16 | 38 | 66 | 81 | 171 | 265 | 265 |
| 25 | 16 | 38 | 68 | 81 | 171 | 264 | 264 |
| 26 | 16 | 37 | 71 | 81 | 171 | 264 | 264 |
| 27 | 15 | 37 | 73 | 80 | 170 | 264 | 264 |
| 28 | 15 | 37 | 76 | 80 | 170 | 263 | 263 |
| 29 | 15 | 36 | 78 | 81 | 170 | 263 | 263 |
| 30 | 14 | 36 | 81 | 83 | 169 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

22

29

53

176

311

3 135

2

9

24

30

54

177

349

2 337

3

10

25

34

60

172

362

1 766

4

10

27

38

64

170

361

1 364

5

11

29

41

66

171

351

1 080

6

13

32

44

70

171

337

875

7

15

35

46

72

171

321

723

8

15

35

47

75

171

304

607

9

15

37

49

78

171

287

517

10

16

38

51

80

171

270

445

11

16

38

51

81

171

265

386

12

17

38

52

82

172

265

338

13

17

38

52

82

172

265

297

14

17

39

52

82

172

265

265

15

17

39

52

82

172

265

265

16

17

38

52

82

172

265

265

17

17

38

52

82

172

265

265

18

17

38

52

82

172

265

265

19

17

38

52

82

172

265

265

20

17

39

55

82

172

265

265

21

17

39

58

82

172

265

265

22

17

39

61

82

172

265

265

23

17

38

63

82

172

265

265

24

16

38

66

81

171

265

265

25

16

38

68

81

171

264

264

26

16

37

71

81

171

264

264

27

15

37

73

80

170

264

264

28

15

37

76

80

170

263

263

29

15

36

78

81

170

263

263

30

14

36

81

83

169

263

263

3.16.   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 45 | 59 | 66 | 89 | 212 | 319 | 3 221 |
| 2 | 47 | 62 | 69 | 92 | 215 | 358 | 2 405 |
| 3 | 50 | 65 | 74 | 100 | 212 | 372 | 1 819 |
| 4 | 51 | 67 | 78 | 105 | 211 | 371 | 1 407 |
| 5 | 52 | 70 | 82 | 107 | 211 | 362 | 1 115 |
| 6 | 54 | 73 | 85 | 111 | 212 | 348 | 904 |
| 7 | 55 | 75 | 86 | 113 | 211 | 332 | 748 |
| 8 | 55 | 75 | 87 | 115 | 211 | 315 | 628 |
| 9 | 55 | 76 | 89 | 118 | 211 | 304 | 534 |
| 10 | 55 | 77 | 90 | 120 | 210 | 304 | 460 |
| 11 | 55 | 77 | 90 | 120 | 210 | 303 | 399 |
| 12 | 54 | 76 | 89 | 119 | 209 | 303 | 349 |
| 13 | 54 | 75 | 88 | 119 | 208 | 302 | 307 |
| 14 | 53 | 74 | 88 | 118 | 208 | 301 | 301 |
| 15 | 52 | 73 | 87 | 117 | 207 | 300 | 300 |
| 16 | 51 | 72 | 86 | 116 | 206 | 299 | 299 |
| 17 | 50 | 72 | 85 | 115 | 205 | 298 | 298 |
| 18 | 49 | 71 | 84 | 114 | 204 | 298 | 298 |
| 19 | 49 | 70 | 83 | 114 | 203 | 297 | 297 |
| 20 | 48 | 69 | 83 | 113 | 203 | 296 | 296 |
| 21 | 47 | 69 | 82 | 112 | 202 | 295 | 295 |
| 22 | 46 | 68 | 81 | 111 | 201 | 295 | 295 |
| 23 | 45 | 67 | 80 | 110 | 200 | 294 | 294 |
| 24 | 44 | 66 | 79 | 110 | 199 | 293 | 293 |
| 25 | 44 | 65 | 78 | 109 | 199 | 292 | 292 |
| 26 | 43 | 64 | 78 | 108 | 198 | 291 | 291 |
| 27 | 42 | 63 | 77 | 107 | 197 | 290 | 290 |
| 28 | 41 | 62 | 78 | 106 | 196 | 289 | 289 |
| 29 | 40 | 62 | 81 | 105 | 195 | 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

319

3 221

2

47

62

69

92

215

358

2 405

3

50

65

74

100

212

372

1 819

4

51

67

78

105

211

371

1 407

5

52

70

82

107

211

362

1 115

6

54

73

85

111

212

348

904

7

55

75

86

113

211

332

748

8

55

75

87

115

211

315

628

9

55

76

89

118

211

304

534

10

55

77

90

120

210

304

460

11

55

77

90

120

210

303

399

12

54

76

89

119

209

303

349

13

54

75

88

119

208

302

307

14

53

74

88

118

208

301

301

15

52

73

87

117

207

300

300

16

51

72

86

116

206

299

299

17

50

72

85

115

205

298

298

18

49

71

84

114

204

298

298

19

49

70

83

114

203

297

297

20

48

69

83

113

203

296

296

21

47

69

82

112

202

295

295

22

46

68

81

111

201

295

295

23

45

67

80

110

200

294

294

24

44

66

79

110

199

293

293

25

44

65

78

109

199

292

292

26

43

64

78

108

198

291

291

27

42

63

77

107

197

290

290

28

41

62

78

106

196

289

289

29

40

62

81

105

195

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 | 75 | 90 | 97 | 120 | 243 | 339 | 3 372 |
| 2 | 80 | 94 | 101 | 124 | 247 | 373 | 2 516 |
| 3 | 79 | 95 | 103 | 130 | 242 | 387 | 1 900 |
| 4 | 78 | 95 | 106 | 132 | 239 | 385 | 1 468 |
| 5 | 81 | 99 | 111 | 136 | 240 | 376 | 1 162 |
| 6 | 83 | 102 | 114 | 140 | 241 | 361 | 941 |
| 7 | 85 | 105 | 116 | 142 | 241 | 344 | 777 |
| 8 | 86 | 106 | 118 | 146 | 242 | 335 | 653 |
| 9 | 87 | 108 | 120 | 149 | 243 | 336 | 555 |
| 10 | 87 | 109 | 122 | 152 | 243 | 336 | 478 |
| 11 | 87 | 109 | 122 | 152 | 242 | 335 | 414 |
| 12 | 86 | 108 | 121 | 151 | 241 | 334 | 362 |
| 13 | 85 | 106 | 120 | 150 | 240 | 333 | 333 |
| 14 | 83 | 105 | 118 | 148 | 238 | 332 | 332 |
| 15 | 82 | 103 | 117 | 147 | 237 | 330 | 330 |
| 16 | 80 | 102 | 115 | 145 | 235 | 329 | 329 |
| 17 | 79 | 101 | 114 | 144 | 234 | 327 | 327 |
| 18 | 78 | 99 | 112 | 143 | 232 | 326 | 326 |
| 19 | 76 | 98 | 111 | 141 | 231 | 324 | 324 |
| 20 | 75 | 97 | 110 | 140 | 230 | 323 | 323 |
| 21 | 74 | 95 | 108 | 139 | 228 | 322 | 322 |
| 22 | 72 | 94 | 107 | 137 | 227 | 320 | 320 |
| 23 | 70 | 92 | 105 | 136 | 225 | 319 | 319 |
| 24 | 69 | 91 | 104 | 134 | 224 | 317 | 317 |
| 25 | 67 | 89 | 102 | 132 | 222 | 316 | 316 |
| 26 | 66 | 87 | 101 | 131 | 221 | 314 | 314 |
| 27 | 64 | 86 | 99 | 129 | 219 | 313 | 313 |
| 28 | 63 | 84 | 98 | 128 | 218 | 311 | 311 |
| 29 | 61 | 83 | 96 | 126 | 216 | 310 | 310 |
| 30 | 60 | 81 | 95 | 125 | 215 | 308 | 308 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

90

97

120

243

339

3 372

2

80

94

101

124

247

373

2 516

3

79

95

103

130

242

387

1 900

4

78

95

106

132

239

385

1 468

5

81

99

111

136

240

376

1 162

6

83

102

114

140

241

361

941

7

85

105

116

142

241

344

777

8

86

106

118

146

242

335

653

9

87

108

120

149

243

336

555

10

87

109

122

152

243

336

478

11

87

109

122

152

242

335

414

12

86

108

121

151

241

334

362

13

85

106

120

150

240

333

333

14

83

105

118

148

238

332

332

15

82

103

117

147

237

330

330

16

80

102

115

145

235

329

329

17

79

101

114

144

234

327

327

18

78

99

112

143

232

326

326

19

76

98

111

141

231

324

324

20

75

97

110

140

230

323

323

21

74

95

108

139

228

322

322

22

72

94

107

137

227

320

320

23

70

92

105

136

225

319

319

24

69

91

104

134

224

317

317

25

67

89

102

132

222

316

316

26

66

87

101

131

221

314

314

27

64

86

99

129

219

313

313

28

63

84

98

128

218

311

311

29

61

83

96

126

216

310

310

30

60

81

95

125

215

308

308

3.18.   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 22 | 46 | 169 | 312 | 3 149 |
| 2 | 4 | 19 | 26 | 49 | 172 | 351 | 2 354 |
| 3 | 6 | 22 | 31 | 57 | 169 | 365 | 1 779 |
| 4 | 8 | 25 | 36 | 62 | 168 | 364 | 1 376 |
| 5 | 11 | 28 | 40 | 66 | 170 | 354 | 1 090 |
| 6 | 13 | 32 | 44 | 69 | 170 | 340 | 883 |
| 7 | 15 | 35 | 46 | 72 | 171 | 324 | 729 |
| 8 | 15 | 36 | 47 | 75 | 171 | 307 | 612 |
| 9 | 16 | 37 | 49 | 78 | 171 | 289 | 521 |
| 10 | 16 | 38 | 51 | 80 | 171 | 272 | 448 |
| 11 | 16 | 38 | 51 | 81 | 171 | 265 | 389 |
| 12 | 16 | 38 | 51 | 81 | 171 | 264 | 340 |
| 13 | 15 | 37 | 50 | 80 | 170 | 264 | 299 |
| 14 | 15 | 36 | 50 | 80 | 170 | 263 | 265 |
| 15 | 14 | 36 | 49 | 79 | 169 | 262 | 262 |
| 16 | 13 | 35 | 48 | 78 | 168 | 261 | 261 |
| 17 | 13 | 34 | 48 | 78 | 168 | 261 | 261 |
| 18 | 12 | 34 | 50 | 77 | 167 | 260 | 260 |
| 19 | 12 | 34 | 53 | 77 | 167 | 260 | 260 |
| 20 | 12 | 34 | 55 | 77 | 167 | 260 | 260 |
| 21 | 12 | 34 | 58 | 77 | 167 | 261 | 261 |
| 22 | 12 | 34 | 61 | 77 | 167 | 261 | 261 |
| 23 | 12 | 34 | 63 | 77 | 167 | 261 | 261 |
| 24 | 12 | 34 | 66 | 77 | 167 | 260 | 260 |
| 25 | 12 | 34 | 68 | 77 | 167 | 260 | 260 |
| 26 | 12 | 34 | 71 | 77 | 167 | 260 | 260 |
| 27 | 12 | 33 | 73 | 78 | 167 | 260 | 260 |
| 28 | 12 | 33 | 77 | 80 | 167 | 260 | 260 |
| 29 | 14 | 33 | 79 | 82 | 166 | 260 | 260 |
| 30 | 14 | 33 | 82 | 84 | 166 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

46

169

312

3 149

2

4

19

26

49

172

351

2 354

3

6

22

31

57

169

365

1 779

4

8

25

36

62

168

364

1 376

5

11

28

40

66

170

354

1 090

6

13

32

44

69

170

340

883

7

15

35

46

72

171

324

729

8

15

36

47

75

171

307

612

9

16

37

49

78

171

289

521

10

16

38

51

80

171

272

448

11

16

38

51

81

171

265

389

12

16

38

51

81

171

264

340

13

15

37

50

80

170

264

299

14

15

36

50

80

170

263

265

15

14

36

49

79

169

262

262

16

13

35

48

78

168

261

261

17

13

34

48

78

168

261

261

18

12

34

50

77

167

260

260

19

12

34

53

77

167

260

260

20

12

34

55

77

167

260

260

21

12

34

58

77

167

261

261

22

12

34

61

77

167

261

261

23

12

34

63

77

167

261

261

24

12

34

66

77

167

260

260

25

12

34

68

77

167

260

260

26

12

34

71

77

167

260

260

27

12

33

73

78

167

260

260

28

12

33

77

80

167

260

260

29

14

33

79

82

166

260

260

30

14

33

82

84

166

260

260

3.19.   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 87 | 101 | 108 | 131 | 254 | 350 | 3 404 |
| 2 | 87 | 101 | 108 | 132 | 255 | 376 | 2 543 |
| 3 | 86 | 102 | 110 | 136 | 249 | 390 | 1 921 |
| 4 | 86 | 102 | 113 | 140 | 246 | 389 | 1 484 |
| 5 | 86 | 104 | 116 | 141 | 245 | 379 | 1 174 |
| 6 | 87 | 106 | 118 | 144 | 245 | 365 | 951 |
| 7 | 88 | 108 | 119 | 145 | 244 | 347 | 785 |
| 8 | 88 | 108 | 120 | 148 | 244 | 337 | 659 |
| 9 | 87 | 108 | 121 | 150 | 243 | 336 | 560 |
| 10 | 86 | 108 | 121 | 150 | 241 | 335 | 482 |
| 11 | 85 | 106 | 119 | 149 | 240 | 333 | 418 |
| 12 | 83 | 104 | 118 | 148 | 238 | 331 | 365 |
| 13 | 81 | 102 | 116 | 146 | 236 | 329 | 329 |
| 14 | 79 | 100 | 114 | 144 | 234 | 327 | 327 |
| 15 | 77 | 99 | 112 | 142 | 232 | 325 | 325 |
| 16 | 75 | 96 | 110 | 140 | 230 | 323 | 323 |
| 17 | 73 | 95 | 108 | 138 | 228 | 321 | 321 |
| 18 | 72 | 93 | 106 | 137 | 227 | 320 | 320 |
| 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 | 86 | 100 | 130 | 220 | 313 | 313 |
| 25 | 64 | 85 | 99 | 129 | 219 | 312 | 312 |
| 26 | 63 | 84 | 98 | 128 | 218 | 311 | 311 |
| 27 | 62 | 83 | 96 | 127 | 216 | 310 | 310 |
| 28 | 60 | 82 | 95 | 126 | 215 | 309 | 309 |
| 29 | 59 | 81 | 94 | 125 | 214 | 308 | 308 |
| 30 | 58 | 80 | 93 | 124 | 213 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

87

101

108

131

254

350

3 404

2

87

101

108

132

255

376

2 543

3

86

102

110

136

249

390

1 921

4

86

102

113

140

246

389

1 484

5

86

104

116

141

245

379

1 174

6

87

106

118

144

245

365

951

7

88

108

119

145

244

347

785

8

88

108

120

148

244

337

659

9

87

108

121

150

243

336

560

10

86

108

121

150

241

335

482

11

85

106

119

149

240

333

418

12

83

104

118

148

238

331

365

13

81

102

116

146

236

329

329

14

79

100

114

144

234

327

327

15

77

99

112

142

232

325

325

16

75

96

110

140

230

323

323

17

73

95

108

138

228

321

321

18

72

93

106

137

227

320

320

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

86

100

130

220

313

313

25

64

85

99

129

219

312

312

26

63

84

98

128

218

311

311

27

62

83

96

127

216

310

310

28

60

82

95

126

215

309

309

29

59

81

94

125

214

308

308

30

58

80

93

124

213

307

307

3.20.   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 349 | 363 | 370 | 394 | 517 | 612 | 3 462 |
| 2 | 71 | 85 | 92 | 116 | 239 | 382 | 2 584 |
| 3 | 73 | 89 | 98 | 124 | 236 | 396 | 1 949 |
| 4 | 76 | 93 | 103 | 130 | 236 | 394 | 1 504 |
| 5 | 78 | 96 | 108 | 133 | 238 | 384 | 1 189 |
| 6 | 81 | 100 | 111 | 137 | 238 | 368 | 963 |
| 7 | 83 | 103 | 114 | 140 | 239 | 351 | 795 |
| 8 | 84 | 104 | 116 | 143 | 240 | 333 | 667 |
| 9 | 84 | 106 | 118 | 147 | 240 | 333 | 567 |
| 10 | 85 | 106 | 119 | 149 | 240 | 333 | 487 |
| 11 | 85 | 106 | 119 | 149 | 240 | 333 | 423 |
| 12 | 85 | 106 | 120 | 150 | 240 | 333 | 370 |
| 13 | 85 | 107 | 120 | 150 | 240 | 333 | 333 |
| 14 | 86 | 107 | 121 | 151 | 241 | 334 | 334 |
| 15 | 86 | 108 | 121 | 152 | 241 | 335 | 335 |
| 16 | 87 | 109 | 122 | 153 | 242 | 336 | 336 |
| 17 | 89 | 110 | 123 | 154 | 243 | 337 | 337 |
| 18 | 90 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 91 | 112 | 125 | 156 | 245 | 339 | 339 |
| 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 21 | 91 | 113 | 126 | 157 | 246 | 340 | 340 |
| 22 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 23 | 91 | 112 | 126 | 156 | 246 | 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 | 241 | 334 | 334 |
| 29 | 84 | 106 | 119 | 149 | 239 | 333 | 333 |
| 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

349

363

370

394

517

612

3 462

2

71

85

92

116

239

382

2 584

3

73

89

98

124

236

396

1 949

4

76

93

103

130

236

394

1 504

5

78

96

108

133

238

384

1 189

6

81

100

111

137

238

368

963

7

83

103

114

140

239

351

795

8

84

104

116

143

240

333

667

9

84

106

118

147

240

333

567

10

85

106

119

149

240

333

487

11

85

106

119

149

240

333

423

12

85

106

120

150

240

333

370

13

85

107

120

150

240

333

333

14

86

107

121

151

241

334

334

15

86

108

121

152

241

335

335

16

87

109

122

153

242

336

336

17

89

110

123

154

243

337

337

18

90

111

124

155

245

338

338

19

91

112

125

156

245

339

339

20

91

113

126

156

246

340

340

21

91

113

126

157

246

340

340

22

91

113

126

156

246

340

340

23

91

112

126

156

246

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

241

334

334

29

84

106

119

149

239

333

333

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 | 10 | 34 | 157 | 347 | 2 323 |
| 3 | 1 | 4 | 13 | 39 | 151 | 360 | 1 754 |
| 4 | 1 | 4 | 15 | 42 | 148 | 358 | 1 354 |
| 5 | 2 | 5 | 18 | 43 | 147 | 349 | 1 072 |
| 6 | 2 | 7 | 19 | 45 | 146 | 335 | 869 |
| 7 | 3 | 10 | 21 | 47 | 146 | 319 | 717 |
| 8 | 4 | 9 | 23 | 49 | 145 | 302 | 602 |
| 9 | 4 | 9 | 26 | 51 | 144 | 285 | 512 |
| 10 | 4 | 10 | 29 | 52 | 143 | 268 | 441 |
| 11 | 4 | 10 | 31 | 53 | 143 | 251 | 383 |
| 12 | 6 | 10 | 34 | 53 | 143 | 237 | 335 |
| 13 | 6 | 11 | 36 | 53 | 143 | 237 | 295 |
| 14 | 6 | 12 | 39 | 54 | 143 | 237 | 261 |
| 15 | 6 | 13 | 42 | 54 | 144 | 237 | 237 |
| 16 | 7 | 13 | 44 | 54 | 144 | 237 | 237 |
| 17 | 8 | 15 | 47 | 55 | 144 | 237 | 237 |
| 18 | 8 | 16 | 50 | 57 | 144 | 238 | 238 |
| 19 | 9 | 16 | 52 | 60 | 145 | 238 | 238 |
| 20 | 9 | 17 | 55 | 62 | 146 | 239 | 239 |
| 21 | 9 | 19 | 58 | 64 | 147 | 240 | 240 |
| 22 | 10 | 19 | 60 | 66 | 147 | 241 | 241 |
| 23 | 10 | 20 | 62 | 68 | 148 | 241 | 241 |
| 24 | 11 | 21 | 66 | 71 | 149 | 242 | 242 |
| 25 | 11 | 22 | 68 | 73 | 149 | 242 | 242 |
| 26 | 11 | 22 | 71 | 75 | 149 | 243 | 243 |
| 27 | 12 | 24 | 73 | 77 | 150 | 243 | 243 |
| 28 | 12 | 25 | 76 | 80 | 150 | 244 | 244 |
| 29 | 13 | 25 | 78 | 81 | 151 | 244 | 244 |
| 30 | 14 | 27 | 81 | 83 | 151 | 244 | 244 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

11

34

157

309

3 115

2

0

4

10

34

157

347

2 323

3

1

4

13

39

151

360

1 754

4

1

4

15

42

148

358

1 354

5

2

5

18

43

147

349

1 072

6

2

7

19

45

146

335

869

7

3

10

21

47

146

319

717

8

4

9

23

49

145

302

602

9

4

9

26

51

144

285

512

10

4

10

29

52

143

268

441

11

4

10

31

53

143

251

383

12

6

10

34

53

143

237

335

13

6

11

36

53

143

237

295

14

6

12

39

54

143

237

261

15

6

13

42

54

144

237

237

16

7

13

44

54

144

237

237

17

8

15

47

55

144

237

237

18

8

16

50

57

144

238

238

19

9

16

52

60

145

238

238

20

9

17

55

62

146

239

239

21

9

19

58

64

147

240

240

22

10

19

60

66

147

241

241

23

10

20

62

68

148

241

241

24

11

21

66

71

149

242

242

25

11

22

68

73

149

242

242

26

11

22

71

75

149

243

243

27

12

24

73

77

150

243

243

28

12

25

76

80

150

244

244

29

13

25

78

81

151

244

244

30

14

27

81

83

151

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 | 3 190 |
| 2 | 49 | 64 | 71 | 94 | 217 | 355 | 2 384 |
| 3 | 49 | 64 | 73 | 99 | 211 | 369 | 1 803 |
| 4 | 48 | 64 | 75 | 102 | 208 | 368 | 1 394 |
| 5 | 48 | 65 | 78 | 103 | 207 | 359 | 1 105 |
| 6 | 49 | 68 | 80 | 105 | 206 | 345 | 896 |
| 7 | 49 | 69 | 80 | 106 | 205 | 329 | 740 |
| 8 | 48 | 69 | 81 | 108 | 204 | 311 | 622 |
| 9 | 48 | 69 | 81 | 110 | 204 | 297 | 529 |
| 10 | 47 | 68 | 82 | 111 | 202 | 295 | 455 |
| 11 | 46 | 67 | 80 | 110 | 200 | 294 | 395 |
| 12 | 44 | 65 | 79 | 109 | 199 | 292 | 346 |
| 13 | 42 | 64 | 77 | 107 | 197 | 291 | 304 |
| 14 | 41 | 62 | 76 | 106 | 196 | 289 | 289 |
| 15 | 39 | 61 | 74 | 104 | 194 | 287 | 287 |
| 16 | 37 | 59 | 72 | 102 | 192 | 286 | 286 |
| 17 | 36 | 58 | 71 | 101 | 191 | 284 | 284 |
| 18 | 35 | 57 | 70 | 100 | 190 | 283 | 283 |
| 19 | 34 | 56 | 69 | 99 | 189 | 282 | 282 |
| 20 | 33 | 55 | 68 | 98 | 188 | 282 | 282 |
| 21 | 33 | 54 | 68 | 98 | 188 | 281 | 281 |
| 22 | 32 | 54 | 67 | 97 | 187 | 280 | 280 |
| 23 | 31 | 53 | 66 | 97 | 186 | 280 | 280 |
| 24 | 31 | 52 | 67 | 96 | 186 | 279 | 279 |
| 25 | 30 | 52 | 70 | 95 | 185 | 278 | 278 |
| 26 | 29 | 51 | 72 | 94 | 184 | 278 | 278 |
| 27 | 29 | 50 | 75 | 94 | 184 | 277 | 277 |
| 28 | 28 | 50 | 78 | 93 | 183 | 276 | 276 |
| 29 | 27 | 49 | 81 | 92 | 182 | 276 | 276 |
| 30 | 27 | 48 | 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

48

63

70

93

216

316

3 190

2

49

64

71

94

217

355

2 384

3

49

64

73

99

211

369

1 803

4

48

64

75

102

208

368

1 394

5

48

65

78

103

207

359

1 105

6

49

68

80

105

206

345

896

7

49

69

80

106

205

329

740

8

48

69

81

108

204

311

622

9

48

69

81

110

204

297

529

10

47

68

82

111

202

295

455

11

46

67

80

110

200

294

395

12

44

65

79

109

199

292

346

13

42

64

77

107

197

291

304

14

41

62

76

106

196

289

289

15

39

61

74

104

194

287

287

16

37

59

72

102

192

286

286

17

36

58

71

101

191

284

284

18

35

57

70

100

190

283

283

19

34

56

69

99

189

282

282

20

33

55

68

98

188

282

282

21

33

54

68

98

188

281

281

22

32

54

67

97

187

280

280

23

31

53

66

97

186

280

280

24

31

52

67

96

186

279

279

25

30

52

70

95

185

278

278

26

29

51

72

94

184

278

278

27

29

50

75

94

184

277

277

28

28

50

78

93

183

276

276

29

27

49

81

92

182

276

276

30

27

48

83

92

182

275

275

3.23.   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 109 | 123 | 130 | 154 | 277 | 372 | 3 472 |
| 2 | 110 | 125 | 131 | 155 | 278 | 383 | 2 591 |
| 3 | 111 | 126 | 135 | 161 | 273 | 397 | 1 956 |
| 4 | 112 | 128 | 139 | 166 | 272 | 396 | 1 511 |
| 5 | 113 | 130 | 143 | 168 | 272 | 386 | 1 197 |
| 6 | 114 | 133 | 145 | 171 | 271 | 371 | 969 |
| 7 | 115 | 135 | 146 | 172 | 271 | 364 | 801 |
| 8 | 114 | 134 | 146 | 174 | 270 | 363 | 672 |
| 9 | 113 | 134 | 147 | 176 | 269 | 362 | 572 |
| 10 | 113 | 134 | 147 | 177 | 268 | 361 | 492 |
| 11 | 111 | 133 | 146 | 176 | 266 | 359 | 427 |
| 12 | 109 | 131 | 144 | 174 | 264 | 358 | 373 |
| 13 | 107 | 129 | 142 | 172 | 262 | 355 | 355 |
| 14 | 105 | 126 | 140 | 170 | 260 | 353 | 353 |
| 15 | 102 | 124 | 137 | 167 | 257 | 351 | 351 |
| 16 | 100 | 121 | 135 | 165 | 255 | 348 | 348 |
| 17 | 97 | 119 | 132 | 162 | 252 | 346 | 346 |
| 18 | 95 | 117 | 130 | 160 | 250 | 343 | 343 |
| 19 | 93 | 115 | 128 | 158 | 248 | 341 | 341 |
| 20 | 91 | 113 | 126 | 156 | 246 | 340 | 340 |
| 21 | 90 | 111 | 124 | 155 | 244 | 338 | 338 |
| 22 | 88 | 109 | 123 | 153 | 243 | 336 | 336 |
| 23 | 86 | 108 | 121 | 151 | 241 | 334 | 334 |
| 24 | 84 | 106 | 119 | 149 | 239 | 332 | 332 |
| 25 | 82 | 104 | 117 | 147 | 237 | 331 | 331 |
| 26 | 81 | 102 | 116 | 146 | 236 | 329 | 329 |
| 27 | 79 | 101 | 114 | 144 | 234 | 327 | 327 |
| 28 | 77 | 99 | 112 | 142 | 232 | 326 | 326 |
| 29 | 76 | 97 | 111 | 141 | 231 | 324 | 324 |
| 30 | 74 | 96 | 109 | 139 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

109

123

130

154

277

372

3 472

2

110

125

131

155

278

383

2 591

3

111

126

135

161

273

397

1 956

4

112

128

139

166

272

396

1 511

5

113

130

143

168

272

386

1 197

6

114

133

145

171

271

371

969

7

115

135

146

172

271

364

801

8

114

134

146

174

270

363

672

9

113

134

147

176

269

362

572

10

113

134

147

177

268

361

492

11

111

133

146

176

266

359

427

12

109

131

144

174

264

358

373

13

107

129

142

172

262

355

355

14

105

126

140

170

260

353

353

15

102

124

137

167

257

351

351

16

100

121

135

165

255

348

348

17

97

119

132

162

252

346

346

18

95

117

130

160

250

343

343

19

93

115

128

158

248

341

341

20

91

113

126

156

246

340

340

21

90

111

124

155

244

338

338

22

88

109

123

153

243

336

336

23

86

108

121

151

241

334

334

24

84

106

119

149

239

332

332

25

82

104

117

147

237

331

331

26

81

102

116

146

236

329

329

27

79

101

114

144

234

327

327

28

77

99

112

142

232

326

326

29

76

97

111

141

231

324

324

30

74

96

109

139

229

323

323

3.24.   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 184 | 191 | 214 | 337 | 433 | 3 576 |
| 2 | 178 | 193 | 200 | 223 | 346 | 442 | 2 662 |
| 3 | 182 | 197 | 206 | 232 | 344 | 440 | 2 012 |
| 4 | 182 | 199 | 210 | 237 | 343 | 437 | 1 554 |
| 5 | 183 | 201 | 213 | 238 | 342 | 435 | 1 230 |
| 6 | 183 | 202 | 214 | 240 | 341 | 434 | 995 |
| 7 | 183 | 203 | 214 | 240 | 339 | 432 | 821 |
| 8 | 181 | 202 | 214 | 241 | 337 | 431 | 688 |
| 9 | 180 | 201 | 214 | 243 | 336 | 429 | 585 |
| 10 | 179 | 201 | 214 | 243 | 334 | 428 | 502 |
| 11 | 177 | 199 | 212 | 242 | 332 | 426 | 435 |
| 12 | 175 | 196 | 210 | 240 | 330 | 423 | 423 |
| 13 | 172 | 193 | 207 | 237 | 327 | 420 | 420 |
| 14 | 169 | 190 | 203 | 234 | 324 | 417 | 417 |
| 15 | 165 | 187 | 200 | 230 | 320 | 414 | 414 |
| 16 | 162 | 184 | 197 | 227 | 317 | 410 | 410 |
| 17 | 159 | 180 | 194 | 224 | 314 | 407 | 407 |
| 18 | 156 | 177 | 191 | 221 | 311 | 404 | 404 |
| 19 | 153 | 174 | 187 | 218 | 307 | 401 | 401 |
| 20 | 149 | 171 | 184 | 215 | 304 | 398 | 398 |
| 21 | 146 | 168 | 181 | 211 | 301 | 395 | 395 |
| 22 | 143 | 165 | 178 | 208 | 298 | 391 | 391 |
| 23 | 140 | 162 | 175 | 205 | 295 | 388 | 388 |
| 24 | 137 | 158 | 172 | 202 | 292 | 385 | 385 |
| 25 | 134 | 155 | 169 | 199 | 289 | 382 | 382 |
| 26 | 131 | 152 | 166 | 196 | 286 | 379 | 379 |
| 27 | 128 | 149 | 163 | 193 | 283 | 376 | 376 |
| 28 | 125 | 146 | 160 | 190 | 280 | 373 | 373 |
| 29 | 122 | 144 | 157 | 187 | 277 | 370 | 370 |
| 30 | 119 | 141 | 154 | 184 | 274 | 368 | 368 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

169

184

191

214

337

433

3 576

2

178

193

200

223

346

442

2 662

3

182

197

206

232

344

440

2 012

4

182

199

210

237

343

437

1 554

5

183

201

213

238

342

435

1 230

6

183

202

214

240

341

434

995

7

183

203

214

240

339

432

821

8

181

202

214

241

337

431

688

9

180

201

214

243

336

429

585

10

179

201

214

243

334

428

502

11

177

199

212

242

332

426

435

12

175

196

210

240

330

423

423

13

172

193

207

237

327

420

420

14

169

190

203

234

324

417

417

15

165

187

200

230

320

414

414

16

162

184

197

227

317

410

410

17

159

180

194

224

314

407

407

18

156

177

191

221

311

404

404

19

153

174

187

218

307

401

401

20

149

171

184

215

304

398

398

21

146

168

181

211

301

395

395

22

143

165

178

208

298

391

391

23

140

162

175

205

295

388

388

24

137

158

172

202

292

385

385

25

134

155

169

199

289

382

382

26

131

152

166

196

286

379

379

27

128

149

163

193

283

376

376

28

125

146

160

190

280

373

373

29

122

144

157

187

277

370

370

30

119

141

154

184

274

368

368

3.25.   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 21 | 36 | 42 | 66 | 189 | 323 | 3 266 |
| 2 | 22 | 37 | 43 | 67 | 190 | 362 | 2 436 |
| 3 | 22 | 37 | 46 | 72 | 184 | 375 | 1 839 |
| 4 | 21 | 38 | 49 | 76 | 182 | 374 | 1 420 |
| 5 | 22 | 40 | 52 | 77 | 181 | 364 | 1 124 |
| 6 | 23 | 41 | 53 | 79 | 180 | 350 | 911 |
| 7 | 24 | 43 | 55 | 81 | 179 | 334 | 753 |
| 8 | 22 | 43 | 55 | 82 | 178 | 316 | 632 |
| 9 | 22 | 43 | 55 | 84 | 177 | 298 | 538 |
| 10 | 22 | 43 | 56 | 86 | 177 | 280 | 463 |
| 11 | 21 | 43 | 56 | 86 | 176 | 269 | 401 |
| 12 | 20 | 42 | 55 | 86 | 175 | 269 | 351 |
| 13 | 20 | 41 | 55 | 85 | 175 | 268 | 309 |
| 14 | 19 | 41 | 54 | 85 | 174 | 268 | 273 |
| 15 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 16 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 17 | 19 | 40 | 54 | 84 | 174 | 267 | 267 |
| 18 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 19 | 19 | 41 | 54 | 84 | 174 | 267 | 267 |
| 20 | 19 | 41 | 57 | 84 | 174 | 267 | 267 |
| 21 | 19 | 41 | 60 | 84 | 174 | 268 | 268 |
| 22 | 19 | 41 | 62 | 84 | 174 | 268 | 268 |
| 23 | 19 | 41 | 65 | 84 | 174 | 267 | 267 |
| 24 | 19 | 41 | 67 | 84 | 174 | 267 | 267 |
| 25 | 19 | 40 | 70 | 84 | 174 | 267 | 267 |
| 26 | 19 | 40 | 72 | 84 | 174 | 267 | 267 |
| 27 | 18 | 40 | 76 | 83 | 173 | 267 | 267 |
| 28 | 18 | 40 | 78 | 83 | 173 | 266 | 266 |
| 29 | 18 | 39 | 81 | 85 | 173 | 266 | 266 |
| 30 | 18 | 39 | 84 | 86 | 172 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

21

36

42

66

189

323

3 266

2

22

37

43

67

190

362

2 436

3

22

37

46

72

184

375

1 839

4

21

38

49

76

182

374

1 420

5

22

40

52

77

181

364

1 124

6

23

41

53

79

180

350

911

7

24

43

55

81

179

334

753

8

22

43

55

82

178

316

632

9

22

43

55

84

177

298

538

10

22

43

56

86

177

280

463

11

21

43

56

86

176

269

401

12

20

42

55

86

175

269

351

13

20

41

55

85

175

268

309

14

19

41

54

85

174

268

273

15

19

41

54

84

174

267

267

16

19

41

54

84

174

267

267

17

19

40

54

84

174

267

267

18

19

41

54

84

174

267

267

19

19

41

54

84

174

267

267

20

19

41

57

84

174

267

267

21

19

41

60

84

174

268

268

22

19

41

62

84

174

268

268

23

19

41

65

84

174

267

267

24

19

41

67

84

174

267

267

25

19

40

70

84

174

267

267

26

19

40

72

84

174

267

267

27

18

40

76

83

173

267

267

28

18

40

78

83

173

266

266

29

18

39

81

85

173

266

266

30

18

39

84

86

172

266

266

3.26.   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 17 | 31 | 38 | 62 | 185 | 323 | 3 270 |
| 2 | 19 | 33 | 40 | 64 | 187 | 363 | 2 440 |
| 3 | 20 | 36 | 44 | 70 | 183 | 376 | 1 842 |
| 4 | 21 | 38 | 49 | 76 | 182 | 374 | 1 422 |
| 5 | 23 | 41 | 53 | 78 | 183 | 365 | 1 125 |
| 6 | 25 | 44 | 56 | 82 | 183 | 350 | 911 |
| 7 | 28 | 47 | 59 | 85 | 183 | 333 | 752 |
| 8 | 28 | 48 | 60 | 87 | 184 | 316 | 631 |
| 9 | 28 | 49 | 62 | 91 | 184 | 297 | 537 |
| 10 | 29 | 51 | 64 | 93 | 184 | 280 | 462 |
| 11 | 30 | 51 | 65 | 95 | 185 | 278 | 401 |
| 12 | 30 | 52 | 65 | 95 | 185 | 278 | 350 |
| 13 | 30 | 51 | 65 | 95 | 185 | 278 | 308 |
| 14 | 30 | 51 | 65 | 95 | 185 | 278 | 278 |
| 15 | 30 | 51 | 64 | 95 | 184 | 278 | 278 |
| 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 | 29 | 51 | 64 | 94 | 184 | 278 | 278 |
| 21 | 30 | 51 | 64 | 95 | 184 | 278 | 278 |
| 22 | 30 | 51 | 64 | 95 | 184 | 278 | 278 |
| 23 | 29 | 51 | 65 | 94 | 184 | 278 | 278 |
| 24 | 29 | 51 | 67 | 94 | 184 | 277 | 277 |
| 25 | 29 | 50 | 70 | 94 | 184 | 277 | 277 |
| 26 | 28 | 50 | 72 | 93 | 183 | 277 | 277 |
| 27 | 28 | 50 | 76 | 93 | 183 | 276 | 276 |
| 28 | 27 | 49 | 78 | 93 | 182 | 276 | 276 |
| 29 | 27 | 49 | 81 | 92 | 182 | 275 | 275 |
| 30 | 26 | 48 | 84 | 92 | 181 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

17

31

38

62

185

323

3 270

2

19

33

40

64

187

363

2 440

3

20

36

44

70

183

376

1 842

4

21

38

49

76

182

374

1 422

5

23

41

53

78

183

365

1 125

6

25

44

56

82

183

350

911

7

28

47

59

85

183

333

752

8

28

48

60

87

184

316

631

9

28

49

62

91

184

297

537

10

29

51

64

93

184

280

462

11

30

51

65

95

185

278

401

12

30

52

65

95

185

278

350

13

30

51

65

95

185

278

308

14

30

51

65

95

185

278

278

15

30

51

64

95

184

278

278

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

29

51

64

94

184

278

278

21

30

51

64

95

184

278

278

22

30

51

64

95

184

278

278

23

29

51

65

94

184

278

278

24

29

51

67

94

184

277

277

25

29

50

70

94

184

277

277

26

28

50

72

93

183

277

277

27

28

50

76

93

183

276

276

28

27

49

78

93

182

276

276

29

27

49

81

92

182

275

275

30

26

48

84

92

181

275

275

3.27.   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 118 | 133 | 139 | 163 | 286 | 381 | 3 602 |
| 2 | 117 | 131 | 138 | 162 | 285 | 392 | 2 666 |
| 3 | 115 | 131 | 140 | 166 | 278 | 404 | 2 003 |
| 4 | 115 | 131 | 142 | 169 | 275 | 402 | 1 541 |
| 5 | 115 | 133 | 145 | 170 | 274 | 390 | 1 216 |
| 6 | 115 | 134 | 146 | 172 | 273 | 374 | 982 |
| 7 | 116 | 136 | 147 | 173 | 272 | 365 | 809 |
| 8 | 115 | 135 | 147 | 175 | 271 | 364 | 678 |
| 9 | 114 | 135 | 147 | 176 | 269 | 363 | 575 |
| 10 | 114 | 135 | 149 | 178 | 269 | 362 | 494 |
| 11 | 113 | 135 | 148 | 178 | 268 | 362 | 427 |
| 12 | 112 | 134 | 147 | 177 | 267 | 360 | 373 |
| 13 | 111 | 133 | 146 | 176 | 266 | 359 | 359 |
| 14 | 110 | 131 | 145 | 175 | 265 | 358 | 358 |
| 15 | 108 | 129 | 142 | 173 | 263 | 356 | 356 |
| 16 | 105 | 127 | 140 | 171 | 260 | 354 | 354 |
| 17 | 103 | 124 | 137 | 168 | 258 | 351 | 351 |
| 18 | 100 | 122 | 135 | 165 | 255 | 349 | 349 |
| 19 | 98 | 120 | 133 | 163 | 253 | 346 | 346 |
| 20 | 96 | 118 | 131 | 161 | 251 | 344 | 344 |
| 21 | 94 | 115 | 129 | 159 | 249 | 342 | 342 |
| 22 | 92 | 113 | 126 | 157 | 246 | 340 | 340 |
| 23 | 89 | 111 | 124 | 154 | 244 | 338 | 338 |
| 24 | 87 | 109 | 122 | 152 | 242 | 335 | 335 |
| 25 | 85 | 107 | 120 | 150 | 240 | 333 | 333 |
| 26 | 83 | 104 | 118 | 148 | 238 | 331 | 331 |
| 27 | 81 | 102 | 116 | 146 | 236 | 329 | 329 |
| 28 | 79 | 100 | 114 | 144 | 234 | 327 | 327 |
| 29 | 77 | 98 | 112 | 142 | 232 | 325 | 325 |
| 30 | 75 | 97 | 110 | 140 | 230 | 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

118

133

139

163

286

381

3 602

2

117

131

138

162

285

392

2 666

3

115

131

140

166

278

404

2 003

4

115

131

142

169

275

402

1 541

5

115

133

145

170

274

390

1 216

6

115

134

146

172

273

374

982

7

116

136

147

173

272

365

809

8

115

135

147

175

271

364

678

9

114

135

147

176

269

363

575

10

114

135

149

178

269

362

494

11

113

135

148

178

268

362

427

12

112

134

147

177

267

360

373

13

111

133

146

176

266

359

359

14

110

131

145

175

265

358

358

15

108

129

142

173

263

356

356

16

105

127

140

171

260

354

354

17

103

124

137

168

258

351

351

18

100

122

135

165

255

349

349

19

98

120

133

163

253

346

346

20

96

118

131

161

251

344

344

21

94

115

129

159

249

342

342

22

92

113

126

157

246

340

340

23

89

111

124

154

244

338

338

24

87

109

122

152

242

335

335

25

85

107

120

150

240

333

333

26

83

104

118

148

238

331

331

27

81

102

116

146

236

329

329

28

79

100

114

144

234

327

327

29

77

98

112

142

232

325

325

30

75

97

110

140

230

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 | 2 | 9 | 33 | 156 | 313 | 3 152 |
| 2 | 0 | 5 | 11 | 35 | 158 | 351 | 2 355 |
| 3 | 1 | 7 | 15 | 41 | 154 | 365 | 1 781 |
| 4 | 1 | 9 | 20 | 47 | 153 | 364 | 1 376 |
| 5 | 2 | 12 | 24 | 49 | 153 | 355 | 1 091 |
| 6 | 2 | 15 | 27 | 53 | 154 | 341 | 884 |
| 7 | 3 | 18 | 29 | 56 | 154 | 325 | 730 |
| 8 | 4 | 19 | 31 | 58 | 154 | 307 | 613 |
| 9 | 4 | 20 | 32 | 61 | 154 | 290 | 522 |
| 10 | 4 | 21 | 34 | 63 | 154 | 273 | 449 |
| 11 | 4 | 21 | 34 | 64 | 154 | 256 | 390 |
| 12 | 6 | 21 | 35 | 64 | 154 | 247 | 341 |
| 13 | 6 | 20 | 38 | 64 | 154 | 247 | 300 |
| 14 | 6 | 20 | 39 | 64 | 153 | 247 | 266 |
| 15 | 7 | 20 | 42 | 64 | 153 | 247 | 247 |
| 16 | 7 | 20 | 45 | 63 | 153 | 246 | 246 |
| 17 | 8 | 20 | 48 | 63 | 153 | 246 | 246 |
| 18 | 8 | 20 | 51 | 63 | 153 | 246 | 246 |
| 19 | 9 | 20 | 53 | 63 | 153 | 247 | 247 |
| 20 | 9 | 21 | 55 | 64 | 154 | 247 | 247 |
| 21 | 10 | 21 | 58 | 65 | 154 | 248 | 248 |
| 22 | 10 | 22 | 61 | 67 | 155 | 248 | 248 |
| 23 | 10 | 22 | 63 | 69 | 155 | 249 | 249 |
| 24 | 11 | 22 | 66 | 71 | 156 | 249 | 249 |
| 25 | 11 | 22 | 68 | 73 | 156 | 249 | 249 |
| 26 | 12 | 23 | 71 | 75 | 156 | 249 | 249 |
| 27 | 12 | 24 | 73 | 78 | 156 | 249 | 249 |
| 28 | 12 | 25 | 77 | 80 | 156 | 250 | 250 |
| 29 | 14 | 25 | 79 | 82 | 156 | 250 | 250 |
| 30 | 14 | 27 | 82 | 85 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

2

9

33

156

313

3 152

2

0

5

11

35

158

351

2 355

3

1

7

15

41

154

365

1 781

4

1

9

20

47

153

364

1 376

5

2

12

24

49

153

355

1 091

6

2

15

27

53

154

341

884

7

3

18

29

56

154

325

730

8

4

19

31

58

154

307

613

9

4

20

32

61

154

290

522

10

4

21

34

63

154

273

449

11

4

21

34

64

154

256

390

12

6

21

35

64

154

247

341

13

6

20

38

64

154

247

300

14

6

20

39

64

153

247

266

15

7

20

42

64

153

247

247

16

7

20

45

63

153

246

246

17

8

20

48

63

153

246

246

18

8

20

51

63

153

246

246

19

9

20

53

63

153

247

247

20

9

21

55

64

154

247

247

21

10

21

58

65

154

248

248

22

10

22

61

67

155

248

248

23

10

22

63

69

155

249

249

24

11

22

66

71

156

249

249

25

11

22

68

73

156

249

249

26

12

23

71

75

156

249

249

27

12

24

73

78

156

249

249

28

12

25

77

80

156

250

250

29

14

25

79

82

156

250

250

30

14

27

82

85

157

250

250

3.29.   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 30 | 44 | 51 | 74 | 197 | 314 | 3 164 |
| 2 | 30 | 45 | 51 | 75 | 198 | 352 | 2 359 |
| 3 | 29 | 44 | 53 | 79 | 191 | 364 | 1 780 |
| 4 | 28 | 44 | 55 | 82 | 188 | 363 | 1 374 |
| 5 | 27 | 45 | 57 | 82 | 187 | 353 | 1 088 |
| 6 | 30 | 49 | 61 | 87 | 188 | 339 | 881 |
| 7 | 28 | 48 | 59 | 86 | 184 | 323 | 727 |
| 8 | 33 | 53 | 65 | 92 | 188 | 305 | 610 |
| 9 | 32 | 53 | 65 | 94 | 188 | 288 | 519 |
| 10 | 26 | 48 | 61 | 90 | 181 | 275 | 446 |
| 11 | 21 | 43 | 56 | 86 | 176 | 270 | 387 |
| 12 | 18 | 40 | 53 | 83 | 173 | 266 | 338 |
| 13 | 15 | 37 | 50 | 80 | 170 | 264 | 298 |
| 14 | 13 | 35 | 48 | 78 | 168 | 262 | 264 |
| 15 | 12 | 33 | 47 | 77 | 167 | 260 | 260 |
| 16 | 10 | 32 | 45 | 75 | 165 | 258 | 258 |
| 17 | 9 | 31 | 47 | 74 | 164 | 258 | 258 |
| 18 | 9 | 30 | 50 | 74 | 163 | 257 | 257 |
| 19 | 9 | 30 | 52 | 73 | 163 | 256 | 256 |
| 20 | 9 | 30 | 55 | 73 | 163 | 257 | 257 |
| 21 | 9 | 30 | 58 | 73 | 163 | 257 | 257 |
| 22 | 10 | 30 | 60 | 73 | 163 | 257 | 257 |
| 23 | 10 | 30 | 63 | 73 | 163 | 257 | 257 |
| 24 | 11 | 30 | 66 | 73 | 163 | 257 | 257 |
| 25 | 11 | 30 | 68 | 73 | 163 | 256 | 256 |
| 26 | 11 | 30 | 71 | 75 | 163 | 256 | 256 |
| 27 | 12 | 30 | 73 | 77 | 163 | 256 | 256 |
| 28 | 12 | 29 | 76 | 80 | 163 | 256 | 256 |
| 29 | 13 | 29 | 78 | 81 | 163 | 256 | 256 |
| 30 | 14 | 29 | 81 | 84 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

51

74

197

314

3 164

2

30

45

51

75

198

352

2 359

3

29

44

53

79

191

364

1 780

4

28

44

55

82

188

363

1 374

5

27

45

57

82

187

353

1 088

6

30

49

61

87

188

339

881

7

28

48

59

86

184

323

727

8

33

53

65

92

188

305

610

9

32

53

65

94

188

288

519

10

26

48

61

90

181

275

446

11

21

43

56

86

176

270

387

12

18

40

53

83

173

266

338

13

15

37

50

80

170

264

298

14

13

35

48

78

168

262

264

15

12

33

47

77

167

260

260

16

10

32

45

75

165

258

258

17

9

31

47

74

164

258

258

18

9

30

50

74

163

257

257

19

9

30

52

73

163

256

256

20

9

30

55

73

163

257

257

21

9

30

58

73

163

257

257

22

10

30

60

73

163

257

257

23

10

30

63

73

163

257

257

24

11

30

66

73

163

257

257

25

11

30

68

73

163

256

256

26

11

30

71

75

163

256

256

27

12

30

73

77

163

256

256

28

12

29

76

80

163

256

256

29

13

29

78

81

163

256

256

30

14

29

81

84

163

256

256

3.30.   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 181 | 196 | 202 | 226 | 349 | 444 | 3 749 |
| 2 | 179 | 193 | 200 | 223 | 346 | 442 | 2 792 |
| 3 | 174 | 190 | 198 | 225 | 337 | 432 | 2 102 |
| 4 | 170 | 187 | 198 | 225 | 331 | 425 | 1 619 |
| 5 | 167 | 184 | 197 | 222 | 326 | 419 | 1 278 |
| 6 | 164 | 183 | 195 | 221 | 322 | 415 | 1 031 |
| 7 | 162 | 181 | 193 | 219 | 318 | 411 | 849 |
| 8 | 158 | 178 | 190 | 217 | 313 | 407 | 710 |
| 9 | 154 | 175 | 187 | 216 | 310 | 403 | 602 |
| 10 | 150 | 172 | 185 | 215 | 306 | 399 | 516 |
| 11 | 147 | 168 | 182 | 212 | 302 | 395 | 446 |
| 12 | 143 | 164 | 178 | 208 | 298 | 391 | 391 |
| 13 | 139 | 161 | 174 | 204 | 294 | 387 | 387 |
| 14 | 135 | 157 | 170 | 200 | 290 | 384 | 384 |
| 15 | 132 | 153 | 167 | 197 | 287 | 380 | 380 |
| 16 | 129 | 150 | 163 | 194 | 284 | 377 | 377 |
| 17 | 125 | 147 | 160 | 191 | 280 | 374 | 374 |
| 18 | 123 | 144 | 157 | 188 | 278 | 371 | 371 |
| 19 | 120 | 141 | 155 | 185 | 275 | 368 | 368 |
| 20 | 117 | 139 | 152 | 182 | 272 | 366 | 366 |
| 21 | 115 | 136 | 150 | 180 | 270 | 363 | 363 |
| 22 | 112 | 134 | 147 | 177 | 267 | 360 | 360 |
| 23 | 110 | 131 | 145 | 175 | 265 | 358 | 358 |
| 24 | 107 | 129 | 142 | 172 | 262 | 355 | 355 |
| 25 | 105 | 126 | 140 | 170 | 260 | 353 | 353 |
| 26 | 102 | 124 | 137 | 168 | 257 | 351 | 351 |
| 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 | 249 | 342 | 342 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

181

196

202

226

349

444

3 749

2

179

193

200

223

346

442

2 792

3

174

190

198

225

337

432

2 102

4

170

187

198

225

331

425

1 619

5

167

184

197

222

326

419

1 278

6

164

183

195

221

322

415

1 031

7

162

181

193

219

318

411

849

8

158

178

190

217

313

407

710

9

154

175

187

216

310

403

602

10

150

172

185

215

306

399

516

11

147

168

182

212

302

395

446

12

143

164

178

208

298

391

391

13

139

161

174

204

294

387

387

14

135

157

170

200

290

384

384

15

132

153

167

197

287

380

380

16

129

150

163

194

284

377

377

17

125

147

160

191

280

374

374

18

123

144

157

188

278

371

371

19

120

141

155

185

275

368

368

20

117

139

152

182

272

366

366

21

115

136

150

180

270

363

363

22

112

134

147

177

267

360

360

23

110

131

145

175

265

358

358

24

107

129

142

172

262

355

355

25

105

126

140

170

260

353

353

26

102

124

137

168

257

351

351

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

249

342

342

3.31.   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 27 | 54 | 173 | 313 | 3 158 |
| 2 | 0 | 15 | 27 | 54 | 173 | 352 | 2 359 |
| 3 | 1 | 17 | 29 | 58 | 169 | 365 | 1 783 |
| 4 | 1 | 20 | 32 | 63 | 169 | 364 | 1 377 |
| 5 | 2 | 23 | 37 | 69 | 170 | 355 | 1 091 |
| 6 | 4 | 26 | 40 | 70 | 171 | 341 | 884 |
| 7 | 6 | 31 | 42 | 72 | 171 | 324 | 730 |
| 8 | 8 | 34 | 46 | 74 | 171 | 307 | 613 |
| 9 | 10 | 36 | 49 | 76 | 172 | 290 | 521 |
| 10 | 11 | 38 | 51 | 76 | 172 | 272 | 448 |
| 11 | 11 | 40 | 52 | 78 | 172 | 265 | 389 |
| 12 | 12 | 41 | 54 | 79 | 172 | 265 | 340 |
| 13 | 13 | 42 | 54 | 79 | 172 | 265 | 300 |
| 14 | 13 | 43 | 55 | 79 | 172 | 266 | 266 |
| 15 | 13 | 43 | 55 | 79 | 172 | 266 | 266 |
| 16 | 13 | 43 | 55 | 79 | 172 | 265 | 265 |
| 17 | 13 | 43 | 55 | 79 | 172 | 265 | 265 |
| 18 | 13 | 43 | 55 | 79 | 172 | 265 | 265 |
| 19 | 13 | 43 | 55 | 79 | 172 | 266 | 266 |
| 20 | 13 | 43 | 55 | 79 | 173 | 266 | 266 |
| 21 | 13 | 43 | 58 | 79 | 173 | 266 | 266 |
| 22 | 13 | 43 | 61 | 79 | 173 | 267 | 267 |
| 23 | 13 | 43 | 63 | 79 | 174 | 267 | 267 |
| 24 | 13 | 43 | 66 | 79 | 174 | 267 | 267 |
| 25 | 13 | 43 | 68 | 79 | 174 | 267 | 267 |
| 26 | 13 | 43 | 71 | 79 | 174 | 267 | 267 |
| 27 | 13 | 43 | 73 | 79 | 174 | 267 | 267 |
| 28 | 13 | 43 | 76 | 80 | 174 | 267 | 267 |
| 29 | 14 | 43 | 79 | 82 | 174 | 267 | 267 |
| 30 | 14 | 43 | 81 | 84 | 173 | 267 | 267 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

27

54

173

313

3 158

2

0

15

27

54

173

352

2 359

3

1

17

29

58

169

365

1 783

4

1

20

32

63

169

364

1 377

5

2

23

37

69

170

355

1 091

6

4

26

40

70

171

341

884

7

6

31

42

72

171

324

730

8

8

34

46

74

171

307

613

9

10

36

49

76

172

290

521

10

11

38

51

76

172

272

448

11

11

40

52

78

172

265

389

12

12

41

54

79

172

265

340

13

13

42

54

79

172

265

300

14

13

43

55

79

172

266

266

15

13

43

55

79

172

266

266

16

13

43

55

79

172

265

265

17

13

43

55

79

172

265

265

18

13

43

55

79

172

265

265

19

13

43

55

79

172

266

266

20

13

43

55

79

173

266

266

21

13

43

58

79

173

266

266

22

13

43

61

79

173

267

267

23

13

43

63

79

174

267

267

24

13

43

66

79

174

267

267

25

13

43

68

79

174

267

267

26

13

43

71

79

174

267

267

27

13

43

73

79

174

267

267

28

13

43

76

80

174

267

267

29

14

43

79

82

174

267

267

30

14

43

81

84

173

267

267

3.32.   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 12 | 134 | 307 | 3 092 |
| 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 | 121 | 315 | 709 |
| 8 | 4 | 6 | 23 | 32 | 121 | 298 | 595 |
| 9 | 4 | 8 | 26 | 35 | 121 | 281 | 506 |
| 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 |
| 11 | 4 | 10 | 31 | 40 | 121 | 248 | 377 |
| 12 | 6 | 10 | 33 | 42 | 122 | 232 | 330 |
| 13 | 6 | 11 | 36 | 44 | 122 | 218 | 291 |
| 14 | 6 | 12 | 39 | 47 | 122 | 216 | 257 |
| 15 | 6 | 13 | 41 | 49 | 123 | 216 | 229 |
| 16 | 7 | 13 | 44 | 51 | 123 | 216 | 216 |
| 17 | 7 | 14 | 46 | 54 | 123 | 217 | 217 |
| 18 | 8 | 16 | 49 | 57 | 125 | 217 | 217 |
| 19 | 9 | 16 | 51 | 58 | 128 | 218 | 218 |
| 20 | 9 | 17 | 54 | 61 | 130 | 218 | 218 |
| 21 | 9 | 18 | 56 | 63 | 132 | 219 | 219 |
| 22 | 10 | 19 | 59 | 65 | 133 | 220 | 220 |
| 23 | 10 | 20 | 62 | 67 | 135 | 220 | 220 |
| 24 | 11 | 20 | 64 | 69 | 136 | 220 | 220 |
| 25 | 11 | 22 | 67 | 71 | 138 | 221 | 221 |
| 26 | 11 | 22 | 69 | 73 | 140 | 221 | 221 |
| 27 | 12 | 23 | 72 | 76 | 141 | 221 | 221 |
| 28 | 12 | 24 | 74 | 78 | 142 | 221 | 221 |
| 29 | 12 | 25 | 76 | 80 | 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

3 092

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

121

315

709

8

4

6

23

32

121

298

595

9

4

8

26

35

121

281

506

10

4

8

28

37

121

264

435

11

4

10

31

40

121

248

377

12

6

10

33

42

122

232

330

13

6

11

36

44

122

218

291

14

6

12

39

47

122

216

257

15

6

13

41

49

123

216

229

16

7

13

44

51

123

216

216

17

7

14

46

54

123

217

217

18

8

16

49

57

125

217

217

19

9

16

51

58

128

218

218

20

9

17

54

61

130

218

218

21

9

18

56

63

132

219

219

22

10

19

59

65

133

220

220

23

10

20

62

67

135

220

220

24

11

20

64

69

136

220

220

25

11

22

67

71

138

221

221

26

11

22

69

73

140

221

221

27

12

23

72

76

141

221

221

28

12

24

74

78

142

221

221

29

12

25

76

80

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 | 13 |
| Euro | Belgium | 13 |
| Euro | Cyprus | 13 |
| Euro | Estonia | 13 |
| Euro | Finland | 13 |
| Euro | France | 13 |
| Euro | Germany | 13 |
| Euro | Greece | 13 |
| Euro | Ireland | 13 |
| Euro | Italy | 13 |
| Euro | Latvia | 13 |
| Euro | Lithuania | 13 |
| Euro | Luxembourg | 13 |
| Euro | Malta | 13 |
| Euro | Netherlands | 13 |
| Euro | Portugal | 13 |
| Euro | Slovakia | 13 |
| Euro | Slovenia | 13 |
| Euro | Spain | 13 |
| Czech koruna | Czech Republic | 1 |
| Danish krone | Denmark | 45 |
| Forint | Hungary | 14 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 9 |
| Lev | Bulgaria | 3 |
| Pound sterling | United Kingdom | 25 |
| Romanian leu | Romania | – 2 |
| Zloty | Poland | 15 |
| Króna | Iceland | 14 |
| Norwegian krone | Norway | 24 |
| Swiss franc | Liechtenstein | 1 |
| Swiss franc | Switzerland | 1 |
| Australian dollar | Australia | 9 |
| Canadian dollar | Canada | 6 |
| US dollar | United States | 44 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

13

Euro

Belgium

13

Euro

Cyprus

13

Euro

Estonia

13

Euro

Finland

13

Euro

France

13

Euro

Germany

13

Euro

Greece

13

Euro

Ireland

13

Euro

Italy

13

Euro

Latvia

13

Euro

Lithuania

13

Euro

Luxembourg

13

Euro

Malta

13

Euro

Netherlands

13

Euro

Portugal

13

Euro

Slovakia

13

Euro

Slovenia

13

Euro

Spain

13

Czech koruna

Czech Republic

1

Danish krone

Denmark

45

Forint

Hungary

14

Krona

Sweden

3

Kuna

Croatia

9

Lev

Bulgaria

3

Pound sterling

United Kingdom

25

Romanian leu

Romania

– 2

Zloty

Poland

15

Króna

Iceland

14

Norwegian krone

Norway

24

Swiss franc

Liechtenstein

1

Swiss franc

Switzerland

1

Australian dollar

Australia

9

Canadian dollar

Canada

6

US dollar

United States

44

Yen

Japan

2

---