# L_2017296EN.01000101.xml

| 14.11.2017 | EN | Official Journal of the European Union | L 296/1 |
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14.11.2017

EN

Official Journal of the European Union

L 296/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2017/2015

of 9 November 2017

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 2017 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

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

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

Insurance and reinsurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 6 October 2017, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2017 market data. That information was published on 6 October 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. |
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(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 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. |
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(c)

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

Article 2

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

It shall apply from 30 September 2017.

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

Done at Brussels, 9 November 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 | – 0,356 % | 0,664 % | – 0,366 % | – 0,077 % | – 0,502 % | 0,391 % |
| 2 | – 0,266 % | 0,911 % | – 0,276 % | 0,301 % | – 0,285 % | 0,647 % |
| 3 | – 0,140 % | 1,066 % | – 0,150 % | 0,436 % | – 0,065 % | 0,936 % |
| 4 | 0,004 % | 1,178 % | – 0,006 % | 0,872 % | 0,153 % | 1,249 % |
| 5 | 0,157 % | 1,266 % | 0,147 % | 1,135 % | 0,359 % | 1,579 % |
| 6 | 0,294 % | 1,327 % | 0,284 % | 1,604 % | 0,567 % | 1,884 % |
| 7 | 0,436 % | 1,389 % | 0,426 % | 1,962 % | 0,754 % | 2,141 % |
| 8 | 0,573 % | 1,430 % | 0,563 % | 2,228 % | 0,918 % | 2,338 % |
| 9 | 0,706 % | 1,478 % | 0,696 % | 2,435 % | 1,070 % | 2,478 % |
| 10 | 0,828 % | 1,534 % | 0,817 % | 2,601 % | 1,197 % | 2,591 % |
| 11 | 0,936 % | 1,562 % | 0,926 % | 2,774 % | 1,354 % | 2,688 % |
| 12 | 1,033 % | 1,575 % | 1,023 % | 2,951 % | 1,526 % | 2,772 % |
| 13 | 1,121 % | 1,589 % | 1,111 % | 3,122 % | 1,695 % | 2,847 % |
| 14 | 1,197 % | 1,609 % | 1,187 % | 3,280 % | 1,853 % | 2,913 % |
| 15 | 1,259 % | 1,641 % | 1,248 % | 3,419 % | 1,997 % | 2,973 % |
| 16 | 1,305 % | 1,683 % | 1,295 % | 3,535 % | 2,127 % | 3,027 % |
| 17 | 1,344 % | 1,734 % | 1,333 % | 3,632 % | 2,244 % | 3,077 % |
| 18 | 1,380 % | 1,790 % | 1,370 % | 3,713 % | 2,350 % | 3,122 % |
| 19 | 1,419 % | 1,850 % | 1,409 % | 3,781 % | 2,445 % | 3,164 % |
| 20 | 1,463 % | 1,910 % | 1,453 % | 3,839 % | 2,532 % | 3,203 % |
| 21 | 1,514 % | 1,971 % | 1,504 % | 3,888 % | 2,610 % | 3,239 % |
| 22 | 1,570 % | 2,032 % | 1,560 % | 3,929 % | 2,681 % | 3,272 % |
| 23 | 1,630 % | 2,092 % | 1,620 % | 3,964 % | 2,747 % | 3,304 % |
| 24 | 1,690 % | 2,151 % | 1,681 % | 3,995 % | 2,807 % | 3,333 % |
| 25 | 1,752 % | 2,208 % | 1,743 % | 4,021 % | 2,862 % | 3,361 % |
| 26 | 1,813 % | 2,263 % | 1,804 % | 4,043 % | 2,913 % | 3,387 % |
| 27 | 1,874 % | 2,316 % | 1,865 % | 4,062 % | 2,961 % | 3,412 % |
| 28 | 1,934 % | 2,368 % | 1,925 % | 4,079 % | 3,005 % | 3,435 % |
| 29 | 1,992 % | 2,417 % | 1,983 % | 4,093 % | 3,046 % | 3,457 % |
| 30 | 2,048 % | 2,465 % | 2,040 % | 4,105 % | 3,084 % | 3,478 % |
| 31 | 2,103 % | 2,511 % | 2,095 % | 4,116 % | 3,120 % | 3,498 % |
| 32 | 2,156 % | 2,555 % | 2,149 % | 4,125 % | 3,153 % | 3,516 % |
| 33 | 2,208 % | 2,597 % | 2,200 % | 4,133 % | 3,185 % | 3,534 % |
| 34 | 2,257 % | 2,638 % | 2,250 % | 4,140 % | 3,215 % | 3,551 % |
| 35 | 2,305 % | 2,677 % | 2,298 % | 4,147 % | 3,243 % | 3,568 % |
| 36 | 2,351 % | 2,714 % | 2,344 % | 4,152 % | 3,269 % | 3,583 % |
| 37 | 2,395 % | 2,750 % | 2,388 % | 4,157 % | 3,294 % | 3,598 % |
| 38 | 2,437 % | 2,784 % | 2,431 % | 4,161 % | 3,318 % | 3,612 % |
| 39 | 2,478 % | 2,817 % | 2,472 % | 4,165 % | 3,340 % | 3,626 % |
| 40 | 2,518 % | 2,849 % | 2,511 % | 4,168 % | 3,362 % | 3,639 % |
| 41 | 2,555 % | 2,879 % | 2,549 % | 4,171 % | 3,382 % | 3,651 % |
| 42 | 2,592 % | 2,908 % | 2,586 % | 4,173 % | 3,402 % | 3,663 % |
| 43 | 2,627 % | 2,937 % | 2,621 % | 4,175 % | 3,420 % | 3,675 % |
| 44 | 2,660 % | 2,964 % | 2,654 % | 4,177 % | 3,438 % | 3,686 % |
| 45 | 2,693 % | 2,990 % | 2,687 % | 4,179 % | 3,455 % | 3,696 % |
| 46 | 2,724 % | 3,015 % | 2,718 % | 4,180 % | 3,471 % | 3,707 % |
| 47 | 2,754 % | 3,039 % | 2,748 % | 4,182 % | 3,486 % | 3,716 % |
| 48 | 2,783 % | 3,062 % | 2,777 % | 4,183 % | 3,501 % | 3,726 % |
| 49 | 2,811 % | 3,084 % | 2,805 % | 4,184 % | 3,515 % | 3,735 % |
| 50 | 2,837 % | 3,106 % | 2,832 % | 4,185 % | 3,529 % | 3,744 % |
| 51 | 2,863 % | 3,126 % | 2,858 % | 4,186 % | 3,542 % | 3,752 % |
| 52 | 2,888 % | 3,146 % | 2,883 % | 4,187 % | 3,555 % | 3,761 % |
| 53 | 2,912 % | 3,166 % | 2,907 % | 4,187 % | 3,567 % | 3,768 % |
| 54 | 2,936 % | 3,184 % | 2,931 % | 4,188 % | 3,579 % | 3,776 % |
| 55 | 2,958 % | 3,202 % | 2,953 % | 4,188 % | 3,590 % | 3,784 % |
| 56 | 2,980 % | 3,220 % | 2,975 % | 4,189 % | 3,601 % | 3,791 % |
| 57 | 3,001 % | 3,237 % | 2,996 % | 4,189 % | 3,611 % | 3,798 % |
| 58 | 3,021 % | 3,253 % | 3,017 % | 4,190 % | 3,621 % | 3,804 % |
| 59 | 3,041 % | 3,269 % | 3,036 % | 4,190 % | 3,631 % | 3,811 % |
| 60 | 3,060 % | 3,284 % | 3,055 % | 4,191 % | 3,640 % | 3,817 % |
| 61 | 3,078 % | 3,299 % | 3,074 % | 4,191 % | 3,650 % | 3,823 % |
| 62 | 3,096 % | 3,313 % | 3,092 % | 4,191 % | 3,658 % | 3,829 % |
| 63 | 3,113 % | 3,327 % | 3,109 % | 4,191 % | 3,667 % | 3,835 % |
| 64 | 3,130 % | 3,341 % | 3,126 % | 4,192 % | 3,675 % | 3,840 % |
| 65 | 3,147 % | 3,354 % | 3,142 % | 4,192 % | 3,683 % | 3,846 % |
| 66 | 3,162 % | 3,366 % | 3,158 % | 4,192 % | 3,691 % | 3,851 % |
| 67 | 3,178 % | 3,379 % | 3,174 % | 4,192 % | 3,699 % | 3,856 % |
| 68 | 3,193 % | 3,391 % | 3,189 % | 4,193 % | 3,706 % | 3,861 % |
| 69 | 3,207 % | 3,402 % | 3,203 % | 4,193 % | 3,713 % | 3,866 % |
| 70 | 3,221 % | 3,414 % | 3,217 % | 4,193 % | 3,720 % | 3,871 % |
| 71 | 3,235 % | 3,425 % | 3,231 % | 4,193 % | 3,727 % | 3,875 % |
| 72 | 3,248 % | 3,435 % | 3,244 % | 4,193 % | 3,734 % | 3,880 % |
| 73 | 3,261 % | 3,446 % | 3,257 % | 4,193 % | 3,740 % | 3,884 % |
| 74 | 3,274 % | 3,456 % | 3,270 % | 4,193 % | 3,746 % | 3,888 % |
| 75 | 3,286 % | 3,466 % | 3,282 % | 4,194 % | 3,752 % | 3,892 % |
| 76 | 3,298 % | 3,475 % | 3,294 % | 4,194 % | 3,758 % | 3,896 % |
| 77 | 3,310 % | 3,485 % | 3,306 % | 4,194 % | 3,764 % | 3,900 % |
| 78 | 3,321 % | 3,494 % | 3,318 % | 4,194 % | 3,769 % | 3,904 % |
| 79 | 3,332 % | 3,503 % | 3,329 % | 4,194 % | 3,775 % | 3,908 % |
| 80 | 3,343 % | 3,511 % | 3,339 % | 4,194 % | 3,780 % | 3,911 % |
| 81 | 3,353 % | 3,520 % | 3,350 % | 4,194 % | 3,785 % | 3,915 % |
| 82 | 3,364 % | 3,528 % | 3,360 % | 4,194 % | 3,790 % | 3,918 % |
| 83 | 3,374 % | 3,536 % | 3,370 % | 4,194 % | 3,795 % | 3,922 % |
| 84 | 3,383 % | 3,544 % | 3,380 % | 4,194 % | 3,800 % | 3,925 % |
| 85 | 3,393 % | 3,552 % | 3,390 % | 4,194 % | 3,805 % | 3,928 % |
| 86 | 3,402 % | 3,559 % | 3,399 % | 4,194 % | 3,809 % | 3,931 % |
| 87 | 3,411 % | 3,566 % | 3,408 % | 4,195 % | 3,814 % | 3,934 % |
| 88 | 3,420 % | 3,574 % | 3,417 % | 4,195 % | 3,818 % | 3,937 % |
| 89 | 3,429 % | 3,581 % | 3,426 % | 4,195 % | 3,822 % | 3,940 % |
| 90 | 3,438 % | 3,587 % | 3,435 % | 4,195 % | 3,827 % | 3,943 % |
| 91 | 3,446 % | 3,594 % | 3,443 % | 4,195 % | 3,831 % | 3,946 % |
| 92 | 3,454 % | 3,601 % | 3,451 % | 4,195 % | 3,835 % | 3,949 % |
| 93 | 3,462 % | 3,607 % | 3,459 % | 4,195 % | 3,839 % | 3,952 % |
| 94 | 3,470 % | 3,613 % | 3,467 % | 4,195 % | 3,843 % | 3,954 % |
| 95 | 3,478 % | 3,620 % | 3,475 % | 4,195 % | 3,846 % | 3,957 % |
| 96 | 3,485 % | 3,626 % | 3,482 % | 4,195 % | 3,850 % | 3,959 % |
| 97 | 3,492 % | 3,632 % | 3,490 % | 4,195 % | 3,854 % | 3,962 % |
| 98 | 3,500 % | 3,637 % | 3,497 % | 4,195 % | 3,857 % | 3,964 % |
| 99 | 3,507 % | 3,643 % | 3,504 % | 4,195 % | 3,861 % | 3,967 % |
| 100 | 3,514 % | 3,649 % | 3,511 % | 4,195 % | 3,864 % | 3,969 % |
| 101 | 3,520 % | 3,654 % | 3,518 % | 4,195 % | 3,867 % | 3,971 % |
| 102 | 3,527 % | 3,659 % | 3,524 % | 4,195 % | 3,871 % | 3,973 % |
| 103 | 3,534 % | 3,665 % | 3,531 % | 4,195 % | 3,874 % | 3,976 % |
| 104 | 3,540 % | 3,670 % | 3,537 % | 4,196 % | 3,877 % | 3,978 % |
| 105 | 3,546 % | 3,675 % | 3,544 % | 4,196 % | 3,880 % | 3,980 % |
| 106 | 3,552 % | 3,680 % | 3,550 % | 4,196 % | 3,883 % | 3,982 % |
| 107 | 3,558 % | 3,685 % | 3,556 % | 4,196 % | 3,886 % | 3,984 % |
| 108 | 3,564 % | 3,689 % | 3,562 % | 4,196 % | 3,889 % | 3,986 % |
| 109 | 3,570 % | 3,694 % | 3,568 % | 4,196 % | 3,892 % | 3,988 % |
| 110 | 3,576 % | 3,699 % | 3,573 % | 4,196 % | 3,894 % | 3,990 % |
| 111 | 3,581 % | 3,703 % | 3,579 % | 4,196 % | 3,897 % | 3,992 % |
| 112 | 3,587 % | 3,707 % | 3,585 % | 4,196 % | 3,900 % | 3,994 % |
| 113 | 3,592 % | 3,712 % | 3,590 % | 4,196 % | 3,903 % | 3,995 % |
| 114 | 3,598 % | 3,716 % | 3,595 % | 4,196 % | 3,905 % | 3,997 % |
| 115 | 3,603 % | 3,720 % | 3,601 % | 4,196 % | 3,908 % | 3,999 % |
| 116 | 3,608 % | 3,724 % | 3,606 % | 4,196 % | 3,910 % | 4,001 % |
| 117 | 3,613 % | 3,728 % | 3,611 % | 4,196 % | 3,913 % | 4,002 % |
| 118 | 3,618 % | 3,732 % | 3,616 % | 4,196 % | 3,915 % | 4,004 % |
| 119 | 3,623 % | 3,736 % | 3,621 % | 4,196 % | 3,918 % | 4,006 % |
| 120 | 3,628 % | 3,740 % | 3,625 % | 4,196 % | 3,920 % | 4,007 % |
| 121 | 3,632 % | 3,744 % | 3,630 % | 4,196 % | 3,922 % | 4,009 % |
| 122 | 3,637 % | 3,748 % | 3,635 % | 4,196 % | 3,924 % | 4,010 % |
| 123 | 3,642 % | 3,751 % | 3,639 % | 4,196 % | 3,927 % | 4,012 % |
| 124 | 3,646 % | 3,755 % | 3,644 % | 4,196 % | 3,929 % | 4,014 % |
| 125 | 3,650 % | 3,759 % | 3,648 % | 4,196 % | 3,931 % | 4,015 % |
| 126 | 3,655 % | 3,762 % | 3,653 % | 4,196 % | 3,933 % | 4,016 % |
| 127 | 3,659 % | 3,766 % | 3,657 % | 4,196 % | 3,935 % | 4,018 % |
| 128 | 3,663 % | 3,769 % | 3,661 % | 4,196 % | 3,937 % | 4,019 % |
| 129 | 3,667 % | 3,772 % | 3,665 % | 4,196 % | 3,939 % | 4,021 % |
| 130 | 3,672 % | 3,776 % | 3,670 % | 4,196 % | 3,941 % | 4,022 % |
| 131 | 3,676 % | 3,779 % | 3,674 % | 4,196 % | 3,943 % | 4,023 % |
| 132 | 3,680 % | 3,782 % | 3,678 % | 4,196 % | 3,945 % | 4,025 % |
| 133 | 3,683 % | 3,785 % | 3,681 % | 4,196 % | 3,947 % | 4,026 % |
| 134 | 3,687 % | 3,788 % | 3,685 % | 4,197 % | 3,949 % | 4,027 % |
| 135 | 3,691 % | 3,791 % | 3,689 % | 4,197 % | 3,951 % | 4,029 % |
| 136 | 3,695 % | 3,794 % | 3,693 % | 4,197 % | 3,953 % | 4,030 % |
| 137 | 3,699 % | 3,797 % | 3,697 % | 4,197 % | 3,955 % | 4,031 % |
| 138 | 3,702 % | 3,800 % | 3,700 % | 4,197 % | 3,956 % | 4,032 % |
| 139 | 3,706 % | 3,803 % | 3,704 % | 4,197 % | 3,958 % | 4,034 % |
| 140 | 3,709 % | 3,806 % | 3,707 % | 4,197 % | 3,960 % | 4,035 % |
| 141 | 3,713 % | 3,809 % | 3,711 % | 4,197 % | 3,962 % | 4,036 % |
| 142 | 3,716 % | 3,811 % | 3,714 % | 4,197 % | 3,963 % | 4,037 % |
| 143 | 3,720 % | 3,814 % | 3,718 % | 4,197 % | 3,965 % | 4,038 % |
| 144 | 3,723 % | 3,817 % | 3,721 % | 4,197 % | 3,967 % | 4,039 % |
| 145 | 3,726 % | 3,819 % | 3,724 % | 4,197 % | 3,968 % | 4,040 % |
| 146 | 3,729 % | 3,822 % | 3,728 % | 4,197 % | 3,970 % | 4,042 % |
| 147 | 3,733 % | 3,825 % | 3,731 % | 4,197 % | 3,971 % | 4,043 % |
| 148 | 3,736 % | 3,827 % | 3,734 % | 4,197 % | 3,973 % | 4,044 % |
| 149 | 3,739 % | 3,830 % | 3,737 % | 4,197 % | 3,974 % | 4,045 % |
| 150 | 3,742 % | 3,832 % | 3,740 % | 4,197 % | 3,976 % | 4,046 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,356 %

0,664 %

– 0,366 %

– 0,077 %

– 0,502 %

0,391 %

2

– 0,266 %

0,911 %

– 0,276 %

0,301 %

– 0,285 %

0,647 %

3

– 0,140 %

1,066 %

– 0,150 %

0,436 %

– 0,065 %

0,936 %

4

0,004 %

1,178 %

– 0,006 %

0,872 %

0,153 %

1,249 %

5

0,157 %

1,266 %

0,147 %

1,135 %

0,359 %

1,579 %

6

0,294 %

1,327 %

0,284 %

1,604 %

0,567 %

1,884 %

7

0,436 %

1,389 %

0,426 %

1,962 %

0,754 %

2,141 %

8

0,573 %

1,430 %

0,563 %

2,228 %

0,918 %

2,338 %

9

0,706 %

1,478 %

0,696 %

2,435 %

1,070 %

2,478 %

10

0,828 %

1,534 %

0,817 %

2,601 %

1,197 %

2,591 %

11

0,936 %

1,562 %

0,926 %

2,774 %

1,354 %

2,688 %

12

1,033 %

1,575 %

1,023 %

2,951 %

1,526 %

2,772 %

13

1,121 %

1,589 %

1,111 %

3,122 %

1,695 %

2,847 %

14

1,197 %

1,609 %

1,187 %

3,280 %

1,853 %

2,913 %

15

1,259 %

1,641 %

1,248 %

3,419 %

1,997 %

2,973 %

16

1,305 %

1,683 %

1,295 %

3,535 %

2,127 %

3,027 %

17

1,344 %

1,734 %

1,333 %

3,632 %

2,244 %

3,077 %

18

1,380 %

1,790 %

1,370 %

3,713 %

2,350 %

3,122 %

19

1,419 %

1,850 %

1,409 %

3,781 %

2,445 %

3,164 %

20

1,463 %

1,910 %

1,453 %

3,839 %

2,532 %

3,203 %

21

1,514 %

1,971 %

1,504 %

3,888 %

2,610 %

3,239 %

22

1,570 %

2,032 %

1,560 %

3,929 %

2,681 %

3,272 %

23

1,630 %

2,092 %

1,620 %

3,964 %

2,747 %

3,304 %

24

1,690 %

2,151 %

1,681 %

3,995 %

2,807 %

3,333 %

25

1,752 %

2,208 %

1,743 %

4,021 %

2,862 %

3,361 %

26

1,813 %

2,263 %

1,804 %

4,043 %

2,913 %

3,387 %

27

1,874 %

2,316 %

1,865 %

4,062 %

2,961 %

3,412 %

28

1,934 %

2,368 %

1,925 %

4,079 %

3,005 %

3,435 %

29

1,992 %

2,417 %

1,983 %

4,093 %

3,046 %

3,457 %

30

2,048 %

2,465 %

2,040 %

4,105 %

3,084 %

3,478 %

31

2,103 %

2,511 %

2,095 %

4,116 %

3,120 %

3,498 %

32

2,156 %

2,555 %

2,149 %

4,125 %

3,153 %

3,516 %

33

2,208 %

2,597 %

2,200 %

4,133 %

3,185 %

3,534 %

34

2,257 %

2,638 %

2,250 %

4,140 %

3,215 %

3,551 %

35

2,305 %

2,677 %

2,298 %

4,147 %

3,243 %

3,568 %

36

2,351 %

2,714 %

2,344 %

4,152 %

3,269 %

3,583 %

37

2,395 %

2,750 %

2,388 %

4,157 %

3,294 %

3,598 %

38

2,437 %

2,784 %

2,431 %

4,161 %

3,318 %

3,612 %

39

2,478 %

2,817 %

2,472 %

4,165 %

3,340 %

3,626 %

40

2,518 %

2,849 %

2,511 %

4,168 %

3,362 %

3,639 %

41

2,555 %

2,879 %

2,549 %

4,171 %

3,382 %

3,651 %

42

2,592 %

2,908 %

2,586 %

4,173 %

3,402 %

3,663 %

43

2,627 %

2,937 %

2,621 %

4,175 %

3,420 %

3,675 %

44

2,660 %

2,964 %

2,654 %

4,177 %

3,438 %

3,686 %

45

2,693 %

2,990 %

2,687 %

4,179 %

3,455 %

3,696 %

46

2,724 %

3,015 %

2,718 %

4,180 %

3,471 %

3,707 %

47

2,754 %

3,039 %

2,748 %

4,182 %

3,486 %

3,716 %

48

2,783 %

3,062 %

2,777 %

4,183 %

3,501 %

3,726 %

49

2,811 %

3,084 %

2,805 %

4,184 %

3,515 %

3,735 %

50

2,837 %

3,106 %

2,832 %

4,185 %

3,529 %

3,744 %

51

2,863 %

3,126 %

2,858 %

4,186 %

3,542 %

3,752 %

52

2,888 %

3,146 %

2,883 %

4,187 %

3,555 %

3,761 %

53

2,912 %

3,166 %

2,907 %

4,187 %

3,567 %

3,768 %

54

2,936 %

3,184 %

2,931 %

4,188 %

3,579 %

3,776 %

55

2,958 %

3,202 %

2,953 %

4,188 %

3,590 %

3,784 %

56

2,980 %

3,220 %

2,975 %

4,189 %

3,601 %

3,791 %

57

3,001 %

3,237 %

2,996 %

4,189 %

3,611 %

3,798 %

58

3,021 %

3,253 %

3,017 %

4,190 %

3,621 %

3,804 %

59

3,041 %

3,269 %

3,036 %

4,190 %

3,631 %

3,811 %

60

3,060 %

3,284 %

3,055 %

4,191 %

3,640 %

3,817 %

61

3,078 %

3,299 %

3,074 %

4,191 %

3,650 %

3,823 %

62

3,096 %

3,313 %

3,092 %

4,191 %

3,658 %

3,829 %

63

3,113 %

3,327 %

3,109 %

4,191 %

3,667 %

3,835 %

64

3,130 %

3,341 %

3,126 %

4,192 %

3,675 %

3,840 %

65

3,147 %

3,354 %

3,142 %

4,192 %

3,683 %

3,846 %

66

3,162 %

3,366 %

3,158 %

4,192 %

3,691 %

3,851 %

67

3,178 %

3,379 %

3,174 %

4,192 %

3,699 %

3,856 %

68

3,193 %

3,391 %

3,189 %

4,193 %

3,706 %

3,861 %

69

3,207 %

3,402 %

3,203 %

4,193 %

3,713 %

3,866 %

70

3,221 %

3,414 %

3,217 %

4,193 %

3,720 %

3,871 %

71

3,235 %

3,425 %

3,231 %

4,193 %

3,727 %

3,875 %

72

3,248 %

3,435 %

3,244 %

4,193 %

3,734 %

3,880 %

73

3,261 %

3,446 %

3,257 %

4,193 %

3,740 %

3,884 %

74

3,274 %

3,456 %

3,270 %

4,193 %

3,746 %

3,888 %

75

3,286 %

3,466 %

3,282 %

4,194 %

3,752 %

3,892 %

76

3,298 %

3,475 %

3,294 %

4,194 %

3,758 %

3,896 %

77

3,310 %

3,485 %

3,306 %

4,194 %

3,764 %

3,900 %

78

3,321 %

3,494 %

3,318 %

4,194 %

3,769 %

3,904 %

79

3,332 %

3,503 %

3,329 %

4,194 %

3,775 %

3,908 %

80

3,343 %

3,511 %

3,339 %

4,194 %

3,780 %

3,911 %

81

3,353 %

3,520 %

3,350 %

4,194 %

3,785 %

3,915 %

82

3,364 %

3,528 %

3,360 %

4,194 %

3,790 %

3,918 %

83

3,374 %

3,536 %

3,370 %

4,194 %

3,795 %

3,922 %

84

3,383 %

3,544 %

3,380 %

4,194 %

3,800 %

3,925 %

85

3,393 %

3,552 %

3,390 %

4,194 %

3,805 %

3,928 %

86

3,402 %

3,559 %

3,399 %

4,194 %

3,809 %

3,931 %

87

3,411 %

3,566 %

3,408 %

4,195 %

3,814 %

3,934 %

88

3,420 %

3,574 %

3,417 %

4,195 %

3,818 %

3,937 %

89

3,429 %

3,581 %

3,426 %

4,195 %

3,822 %

3,940 %

90

3,438 %

3,587 %

3,435 %

4,195 %

3,827 %

3,943 %

91

3,446 %

3,594 %

3,443 %

4,195 %

3,831 %

3,946 %

92

3,454 %

3,601 %

3,451 %

4,195 %

3,835 %

3,949 %

93

3,462 %

3,607 %

3,459 %

4,195 %

3,839 %

3,952 %

94

3,470 %

3,613 %

3,467 %

4,195 %

3,843 %

3,954 %

95

3,478 %

3,620 %

3,475 %

4,195 %

3,846 %

3,957 %

96

3,485 %

3,626 %

3,482 %

4,195 %

3,850 %

3,959 %

97

3,492 %

3,632 %

3,490 %

4,195 %

3,854 %

3,962 %

98

3,500 %

3,637 %

3,497 %

4,195 %

3,857 %

3,964 %

99

3,507 %

3,643 %

3,504 %

4,195 %

3,861 %

3,967 %

100

3,514 %

3,649 %

3,511 %

4,195 %

3,864 %

3,969 %

101

3,520 %

3,654 %

3,518 %

4,195 %

3,867 %

3,971 %

102

3,527 %

3,659 %

3,524 %

4,195 %

3,871 %

3,973 %

103

3,534 %

3,665 %

3,531 %

4,195 %

3,874 %

3,976 %

104

3,540 %

3,670 %

3,537 %

4,196 %

3,877 %

3,978 %

105

3,546 %

3,675 %

3,544 %

4,196 %

3,880 %

3,980 %

106

3,552 %

3,680 %

3,550 %

4,196 %

3,883 %

3,982 %

107

3,558 %

3,685 %

3,556 %

4,196 %

3,886 %

3,984 %

108

3,564 %

3,689 %

3,562 %

4,196 %

3,889 %

3,986 %

109

3,570 %

3,694 %

3,568 %

4,196 %

3,892 %

3,988 %

110

3,576 %

3,699 %

3,573 %

4,196 %

3,894 %

3,990 %

111

3,581 %

3,703 %

3,579 %

4,196 %

3,897 %

3,992 %

112

3,587 %

3,707 %

3,585 %

4,196 %

3,900 %

3,994 %

113

3,592 %

3,712 %

3,590 %

4,196 %

3,903 %

3,995 %

114

3,598 %

3,716 %

3,595 %

4,196 %

3,905 %

3,997 %

115

3,603 %

3,720 %

3,601 %

4,196 %

3,908 %

3,999 %

116

3,608 %

3,724 %

3,606 %

4,196 %

3,910 %

4,001 %

117

3,613 %

3,728 %

3,611 %

4,196 %

3,913 %

4,002 %

118

3,618 %

3,732 %

3,616 %

4,196 %

3,915 %

4,004 %

119

3,623 %

3,736 %

3,621 %

4,196 %

3,918 %

4,006 %

120

3,628 %

3,740 %

3,625 %

4,196 %

3,920 %

4,007 %

121

3,632 %

3,744 %

3,630 %

4,196 %

3,922 %

4,009 %

122

3,637 %

3,748 %

3,635 %

4,196 %

3,924 %

4,010 %

123

3,642 %

3,751 %

3,639 %

4,196 %

3,927 %

4,012 %

124

3,646 %

3,755 %

3,644 %

4,196 %

3,929 %

4,014 %

125

3,650 %

3,759 %

3,648 %

4,196 %

3,931 %

4,015 %

126

3,655 %

3,762 %

3,653 %

4,196 %

3,933 %

4,016 %

127

3,659 %

3,766 %

3,657 %

4,196 %

3,935 %

4,018 %

128

3,663 %

3,769 %

3,661 %

4,196 %

3,937 %

4,019 %

129

3,667 %

3,772 %

3,665 %

4,196 %

3,939 %

4,021 %

130

3,672 %

3,776 %

3,670 %

4,196 %

3,941 %

4,022 %

131

3,676 %

3,779 %

3,674 %

4,196 %

3,943 %

4,023 %

132

3,680 %

3,782 %

3,678 %

4,196 %

3,945 %

4,025 %

133

3,683 %

3,785 %

3,681 %

4,196 %

3,947 %

4,026 %

134

3,687 %

3,788 %

3,685 %

4,197 %

3,949 %

4,027 %

135

3,691 %

3,791 %

3,689 %

4,197 %

3,951 %

4,029 %

136

3,695 %

3,794 %

3,693 %

4,197 %

3,953 %

4,030 %

137

3,699 %

3,797 %

3,697 %

4,197 %

3,955 %

4,031 %

138

3,702 %

3,800 %

3,700 %

4,197 %

3,956 %

4,032 %

139

3,706 %

3,803 %

3,704 %

4,197 %

3,958 %

4,034 %

140

3,709 %

3,806 %

3,707 %

4,197 %

3,960 %

4,035 %

141

3,713 %

3,809 %

3,711 %

4,197 %

3,962 %

4,036 %

142

3,716 %

3,811 %

3,714 %

4,197 %

3,963 %

4,037 %

143

3,720 %

3,814 %

3,718 %

4,197 %

3,965 %

4,038 %

144

3,723 %

3,817 %

3,721 %

4,197 %

3,967 %

4,039 %

145

3,726 %

3,819 %

3,724 %

4,197 %

3,968 %

4,040 %

146

3,729 %

3,822 %

3,728 %

4,197 %

3,970 %

4,042 %

147

3,733 %

3,825 %

3,731 %

4,197 %

3,971 %

4,043 %

148

3,736 %

3,827 %

3,734 %

4,197 %

3,973 %

4,044 %

149

3,739 %

3,830 %

3,737 %

4,197 %

3,974 %

4,045 %

150

3,742 %

3,832 %

3,740 %

4,197 %

3,976 %

4,046 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,406 % | 0,512 % | 1,441 % | 1,342 % | 4,412 % | 0,780 % |
| 2 | – 0,316 % | 0,678 % | 1,845 % | 1,616 % | 4,680 % | 0,981 % |
| 3 | – 0,190 % | 0,798 % | 2,230 % | 2,012 % | 5,000 % | 1,122 % |
| 4 | – 0,046 % | 0,890 % | 2,609 % | 2,341 % | 5,063 % | 1,265 % |
| 5 | 0,107 % | 0,976 % | 2,974 % | 2,617 % | 5,023 % | 1,398 % |
| 6 | 0,244 % | 1,054 % | 3,305 % | 2,810 % | 5,000 % | 1,522 % |
| 7 | 0,385 % | 1,124 % | 3,581 % | 2,965 % | 5,028 % | 1,631 % |
| 8 | 0,523 % | 1,191 % | 3,799 % | 3,088 % | 5,070 % | 1,726 % |
| 9 | 0,655 % | 1,253 % | 3,996 % | 3,207 % | 5,097 % | 1,810 % |
| 10 | 0,776 % | 1,310 % | 4,158 % | 3,252 % | 5,110 % | 1,879 % |
| 11 | 0,885 % | 1,361 % | 4,283 % | 3,280 % | 5,113 % | 1,949 % |
| 12 | 0,982 % | 1,405 % | 4,378 % | 3,308 % | 5,109 % | 2,020 % |
| 13 | 1,070 % | 1,432 % | 4,450 % | 3,335 % | 5,100 % | 2,092 % |
| 14 | 1,146 % | 1,465 % | 4,505 % | 3,361 % | 5,088 % | 2,163 % |
| 15 | 1,207 % | 1,502 % | 4,546 % | 3,387 % | 5,074 % | 2,231 % |
| 16 | 1,253 % | 1,512 % | 4,578 % | 3,411 % | 5,057 % | 2,298 % |
| 17 | 1,291 % | 1,527 % | 4,601 % | 3,435 % | 5,040 % | 2,362 % |
| 18 | 1,328 % | 1,539 % | 4,618 % | 3,458 % | 5,022 % | 2,423 % |
| 19 | 1,366 % | 1,548 % | 4,629 % | 3,480 % | 5,003 % | 2,482 % |
| 20 | 1,411 % | 1,565 % | 4,637 % | 3,501 % | 4,985 % | 2,538 % |
| 21 | 1,463 % | 1,575 % | 4,641 % | 3,521 % | 4,966 % | 2,591 % |
| 22 | 1,520 % | 1,576 % | 4,643 % | 3,541 % | 4,948 % | 2,642 % |
| 23 | 1,580 % | 1,573 % | 4,643 % | 3,559 % | 4,930 % | 2,691 % |
| 24 | 1,642 % | 1,569 % | 4,641 % | 3,577 % | 4,912 % | 2,737 % |
| 25 | 1,704 % | 1,565 % | 4,638 % | 3,594 % | 4,894 % | 2,781 % |
| 26 | 1,767 % | 1,562 % | 4,633 % | 3,611 % | 4,877 % | 2,823 % |
| 27 | 1,829 % | 1,561 % | 4,628 % | 3,626 % | 4,860 % | 2,864 % |
| 28 | 1,890 % | 1,558 % | 4,623 % | 3,641 % | 4,844 % | 2,902 % |
| 29 | 1,949 % | 1,554 % | 4,616 % | 3,656 % | 4,829 % | 2,938 % |
| 30 | 2,007 % | 1,547 % | 4,610 % | 3,670 % | 4,814 % | 2,973 % |
| 31 | 2,063 % | 1,538 % | 4,603 % | 3,683 % | 4,799 % | 3,006 % |
| 32 | 2,117 % | 1,527 % | 4,596 % | 3,696 % | 4,785 % | 3,038 % |
| 33 | 2,169 % | 1,516 % | 4,589 % | 3,708 % | 4,771 % | 3,068 % |
| 34 | 2,220 % | 1,505 % | 4,582 % | 3,720 % | 4,758 % | 3,097 % |
| 35 | 2,268 % | 1,496 % | 4,575 % | 3,731 % | 4,745 % | 3,125 % |
| 36 | 2,315 % | 1,488 % | 4,568 % | 3,742 % | 4,733 % | 3,151 % |
| 37 | 2,360 % | 1,482 % | 4,561 % | 3,752 % | 4,721 % | 3,177 % |
| 38 | 2,404 % | 1,475 % | 4,554 % | 3,762 % | 4,709 % | 3,201 % |
| 39 | 2,445 % | 1,468 % | 4,547 % | 3,772 % | 4,698 % | 3,224 % |
| 40 | 2,485 % | 1,460 % | 4,541 % | 3,781 % | 4,687 % | 3,246 % |
| 41 | 2,524 % | 1,450 % | 4,534 % | 3,790 % | 4,677 % | 3,268 % |
| 42 | 2,561 % | 1,439 % | 4,528 % | 3,799 % | 4,667 % | 3,288 % |
| 43 | 2,597 % | 1,428 % | 4,521 % | 3,807 % | 4,657 % | 3,308 % |
| 44 | 2,631 % | 1,417 % | 4,515 % | 3,815 % | 4,648 % | 3,327 % |
| 45 | 2,664 % | 1,406 % | 4,509 % | 3,823 % | 4,639 % | 3,345 % |
| 46 | 2,696 % | 1,396 % | 4,504 % | 3,830 % | 4,630 % | 3,363 % |
| 47 | 2,726 % | 1,389 % | 4,498 % | 3,837 % | 4,622 % | 3,380 % |
| 48 | 2,756 % | 1,385 % | 4,493 % | 3,844 % | 4,614 % | 3,396 % |
| 49 | 2,784 % | 1,387 % | 4,487 % | 3,851 % | 4,606 % | 3,412 % |
| 50 | 2,811 % | 1,394 % | 4,482 % | 3,857 % | 4,598 % | 3,427 % |
| 51 | 2,838 % | 1,407 % | 4,477 % | 3,864 % | 4,591 % | 3,442 % |
| 52 | 2,863 % | 1,425 % | 4,472 % | 3,870 % | 4,584 % | 3,456 % |
| 53 | 2,888 % | 1,447 % | 4,468 % | 3,876 % | 4,577 % | 3,469 % |
| 54 | 2,911 % | 1,473 % | 4,463 % | 3,881 % | 4,570 % | 3,482 % |
| 55 | 2,934 % | 1,501 % | 4,459 % | 3,887 % | 4,564 % | 3,495 % |
| 56 | 2,957 % | 1,530 % | 4,454 % | 3,892 % | 4,558 % | 3,507 % |
| 57 | 2,978 % | 1,561 % | 4,450 % | 3,897 % | 4,552 % | 3,519 % |
| 58 | 2,999 % | 1,593 % | 4,446 % | 3,902 % | 4,546 % | 3,531 % |
| 59 | 3,019 % | 1,625 % | 4,442 % | 3,907 % | 4,540 % | 3,542 % |
| 60 | 3,038 % | 1,658 % | 4,438 % | 3,912 % | 4,535 % | 3,553 % |
| 61 | 3,057 % | 1,691 % | 4,434 % | 3,916 % | 4,529 % | 3,563 % |
| 62 | 3,075 % | 1,723 % | 4,431 % | 3,921 % | 4,524 % | 3,573 % |
| 63 | 3,093 % | 1,756 % | 4,427 % | 3,925 % | 4,519 % | 3,583 % |
| 64 | 3,110 % | 1,789 % | 4,424 % | 3,929 % | 4,514 % | 3,592 % |
| 65 | 3,126 % | 1,821 % | 4,420 % | 3,933 % | 4,510 % | 3,602 % |
| 66 | 3,142 % | 1,852 % | 4,417 % | 3,937 % | 4,505 % | 3,611 % |
| 67 | 3,158 % | 1,884 % | 4,414 % | 3,941 % | 4,500 % | 3,619 % |
| 68 | 3,173 % | 1,914 % | 4,411 % | 3,945 % | 4,496 % | 3,628 % |
| 69 | 3,188 % | 1,945 % | 4,408 % | 3,948 % | 4,492 % | 3,636 % |
| 70 | 3,202 % | 1,974 % | 4,405 % | 3,952 % | 4,488 % | 3,644 % |
| 71 | 3,216 % | 2,004 % | 4,402 % | 3,955 % | 4,484 % | 3,652 % |
| 72 | 3,230 % | 2,032 % | 4,399 % | 3,959 % | 4,480 % | 3,659 % |
| 73 | 3,243 % | 2,060 % | 4,397 % | 3,962 % | 4,476 % | 3,666 % |
| 74 | 3,256 % | 2,087 % | 4,394 % | 3,965 % | 4,472 % | 3,674 % |
| 75 | 3,268 % | 2,114 % | 4,392 % | 3,968 % | 4,469 % | 3,681 % |
| 76 | 3,281 % | 2,141 % | 4,389 % | 3,971 % | 4,465 % | 3,687 % |
| 77 | 3,293 % | 2,166 % | 4,387 % | 3,974 % | 4,462 % | 3,694 % |
| 78 | 3,304 % | 2,191 % | 4,384 % | 3,977 % | 4,459 % | 3,700 % |
| 79 | 3,315 % | 2,216 % | 4,382 % | 3,980 % | 4,455 % | 3,707 % |
| 80 | 3,326 % | 2,240 % | 4,380 % | 3,983 % | 4,452 % | 3,713 % |
| 81 | 3,337 % | 2,264 % | 4,377 % | 3,985 % | 4,449 % | 3,719 % |
| 82 | 3,348 % | 2,287 % | 4,375 % | 3,988 % | 4,446 % | 3,725 % |
| 83 | 3,358 % | 2,309 % | 4,373 % | 3,990 % | 4,443 % | 3,730 % |
| 84 | 3,368 % | 2,331 % | 4,371 % | 3,993 % | 4,440 % | 3,736 % |
| 85 | 3,378 % | 2,353 % | 4,369 % | 3,995 % | 4,437 % | 3,741 % |
| 86 | 3,387 % | 2,374 % | 4,367 % | 3,998 % | 4,435 % | 3,747 % |
| 87 | 3,396 % | 2,394 % | 4,365 % | 4,000 % | 4,432 % | 3,752 % |
| 88 | 3,405 % | 2,415 % | 4,363 % | 4,002 % | 4,429 % | 3,757 % |
| 89 | 3,414 % | 2,434 % | 4,362 % | 4,004 % | 4,427 % | 3,762 % |
| 90 | 3,423 % | 2,454 % | 4,360 % | 4,006 % | 4,424 % | 3,767 % |
| 91 | 3,432 % | 2,473 % | 4,358 % | 4,009 % | 4,422 % | 3,772 % |
| 92 | 3,440 % | 2,491 % | 4,356 % | 4,011 % | 4,419 % | 3,776 % |
| 93 | 3,448 % | 2,509 % | 4,355 % | 4,013 % | 4,417 % | 3,781 % |
| 94 | 3,456 % | 2,527 % | 4,353 % | 4,015 % | 4,415 % | 3,785 % |
| 95 | 3,464 % | 2,544 % | 4,351 % | 4,017 % | 4,412 % | 3,790 % |
| 96 | 3,471 % | 2,562 % | 4,350 % | 4,019 % | 4,410 % | 3,794 % |
| 97 | 3,479 % | 2,578 % | 4,348 % | 4,020 % | 4,408 % | 3,798 % |
| 98 | 3,486 % | 2,595 % | 4,347 % | 4,022 % | 4,406 % | 3,802 % |
| 99 | 3,493 % | 2,611 % | 4,345 % | 4,024 % | 4,404 % | 3,806 % |
| 100 | 3,500 % | 2,626 % | 4,344 % | 4,026 % | 4,402 % | 3,810 % |
| 101 | 3,507 % | 2,642 % | 4,342 % | 4,027 % | 4,400 % | 3,814 % |
| 102 | 3,514 % | 2,657 % | 4,341 % | 4,029 % | 4,398 % | 3,818 % |
| 103 | 3,521 % | 2,672 % | 4,340 % | 4,031 % | 4,396 % | 3,821 % |
| 104 | 3,527 % | 2,686 % | 4,338 % | 4,032 % | 4,394 % | 3,825 % |
| 105 | 3,534 % | 2,701 % | 4,337 % | 4,034 % | 4,392 % | 3,829 % |
| 106 | 3,540 % | 2,715 % | 4,336 % | 4,036 % | 4,390 % | 3,832 % |
| 107 | 3,546 % | 2,728 % | 4,334 % | 4,037 % | 4,389 % | 3,835 % |
| 108 | 3,552 % | 2,742 % | 4,333 % | 4,039 % | 4,387 % | 3,839 % |
| 109 | 3,558 % | 2,755 % | 4,332 % | 4,040 % | 4,385 % | 3,842 % |
| 110 | 3,564 % | 2,768 % | 4,331 % | 4,042 % | 4,383 % | 3,845 % |
| 111 | 3,570 % | 2,781 % | 4,330 % | 4,043 % | 4,382 % | 3,849 % |
| 112 | 3,575 % | 2,794 % | 4,328 % | 4,044 % | 4,380 % | 3,852 % |
| 113 | 3,581 % | 2,806 % | 4,327 % | 4,046 % | 4,379 % | 3,855 % |
| 114 | 3,586 % | 2,818 % | 4,326 % | 4,047 % | 4,377 % | 3,858 % |
| 115 | 3,591 % | 2,830 % | 4,325 % | 4,048 % | 4,375 % | 3,861 % |
| 116 | 3,597 % | 2,842 % | 4,324 % | 4,050 % | 4,374 % | 3,864 % |
| 117 | 3,602 % | 2,853 % | 4,323 % | 4,051 % | 4,372 % | 3,867 % |
| 118 | 3,607 % | 2,865 % | 4,322 % | 4,052 % | 4,371 % | 3,869 % |
| 119 | 3,612 % | 2,876 % | 4,321 % | 4,054 % | 4,370 % | 3,872 % |
| 120 | 3,617 % | 2,887 % | 4,320 % | 4,055 % | 4,368 % | 3,875 % |
| 121 | 3,622 % | 2,898 % | 4,319 % | 4,056 % | 4,367 % | 3,878 % |
| 122 | 3,626 % | 2,908 % | 4,318 % | 4,057 % | 4,365 % | 3,880 % |
| 123 | 3,631 % | 2,919 % | 4,317 % | 4,058 % | 4,364 % | 3,883 % |
| 124 | 3,635 % | 2,929 % | 4,316 % | 4,059 % | 4,363 % | 3,885 % |
| 125 | 3,640 % | 2,939 % | 4,315 % | 4,061 % | 4,361 % | 3,888 % |
| 126 | 3,644 % | 2,949 % | 4,314 % | 4,062 % | 4,360 % | 3,890 % |
| 127 | 3,649 % | 2,959 % | 4,313 % | 4,063 % | 4,359 % | 3,893 % |
| 128 | 3,653 % | 2,968 % | 4,312 % | 4,064 % | 4,358 % | 3,895 % |
| 129 | 3,657 % | 2,978 % | 4,311 % | 4,065 % | 4,356 % | 3,898 % |
| 130 | 3,661 % | 2,987 % | 4,311 % | 4,066 % | 4,355 % | 3,900 % |
| 131 | 3,666 % | 2,996 % | 4,310 % | 4,067 % | 4,354 % | 3,902 % |
| 132 | 3,670 % | 3,006 % | 4,309 % | 4,068 % | 4,353 % | 3,904 % |
| 133 | 3,674 % | 3,014 % | 4,308 % | 4,069 % | 4,352 % | 3,907 % |
| 134 | 3,678 % | 3,023 % | 4,307 % | 4,070 % | 4,351 % | 3,909 % |
| 135 | 3,681 % | 3,032 % | 4,307 % | 4,071 % | 4,349 % | 3,911 % |
| 136 | 3,685 % | 3,040 % | 4,306 % | 4,072 % | 4,348 % | 3,913 % |
| 137 | 3,689 % | 3,049 % | 4,305 % | 4,073 % | 4,347 % | 3,915 % |
| 138 | 3,693 % | 3,057 % | 4,304 % | 4,074 % | 4,346 % | 3,917 % |
| 139 | 3,696 % | 3,065 % | 4,303 % | 4,075 % | 4,345 % | 3,919 % |
| 140 | 3,700 % | 3,073 % | 4,303 % | 4,075 % | 4,344 % | 3,921 % |
| 141 | 3,703 % | 3,081 % | 4,302 % | 4,076 % | 4,343 % | 3,923 % |
| 142 | 3,707 % | 3,089 % | 4,301 % | 4,077 % | 4,342 % | 3,925 % |
| 143 | 3,710 % | 3,097 % | 4,301 % | 4,078 % | 4,341 % | 3,927 % |
| 144 | 3,714 % | 3,105 % | 4,300 % | 4,079 % | 4,340 % | 3,929 % |
| 145 | 3,717 % | 3,112 % | 4,299 % | 4,080 % | 4,339 % | 3,931 % |
| 146 | 3,720 % | 3,119 % | 4,299 % | 4,081 % | 4,338 % | 3,933 % |
| 147 | 3,724 % | 3,127 % | 4,298 % | 4,081 % | 4,337 % | 3,935 % |
| 148 | 3,727 % | 3,134 % | 4,297 % | 4,082 % | 4,336 % | 3,936 % |
| 149 | 3,730 % | 3,141 % | 4,297 % | 4,083 % | 4,335 % | 3,938 % |
| 150 | 3,733 % | 3,148 % | 4,296 % | 4,084 % | 4,334 % | 3,940 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,406 %

0,512 %

1,441 %

1,342 %

4,412 %

0,780 %

2

– 0,316 %

0,678 %

1,845 %

1,616 %

4,680 %

0,981 %

3

– 0,190 %

0,798 %

2,230 %

2,012 %

5,000 %

1,122 %

4

– 0,046 %

0,890 %

2,609 %

2,341 %

5,063 %

1,265 %

5

0,107 %

0,976 %

2,974 %

2,617 %

5,023 %

1,398 %

6

0,244 %

1,054 %

3,305 %

2,810 %

5,000 %

1,522 %

7

0,385 %

1,124 %

3,581 %

2,965 %

5,028 %

1,631 %

8

0,523 %

1,191 %

3,799 %

3,088 %

5,070 %

1,726 %

9

0,655 %

1,253 %

3,996 %

3,207 %

5,097 %

1,810 %

10

0,776 %

1,310 %

4,158 %

3,252 %

5,110 %

1,879 %

11

0,885 %

1,361 %

4,283 %

3,280 %

5,113 %

1,949 %

12

0,982 %

1,405 %

4,378 %

3,308 %

5,109 %

2,020 %

13

1,070 %

1,432 %

4,450 %

3,335 %

5,100 %

2,092 %

14

1,146 %

1,465 %

4,505 %

3,361 %

5,088 %

2,163 %

15

1,207 %

1,502 %

4,546 %

3,387 %

5,074 %

2,231 %

16

1,253 %

1,512 %

4,578 %

3,411 %

5,057 %

2,298 %

17

1,291 %

1,527 %

4,601 %

3,435 %

5,040 %

2,362 %

18

1,328 %

1,539 %

4,618 %

3,458 %

5,022 %

2,423 %

19

1,366 %

1,548 %

4,629 %

3,480 %

5,003 %

2,482 %

20

1,411 %

1,565 %

4,637 %

3,501 %

4,985 %

2,538 %

21

1,463 %

1,575 %

4,641 %

3,521 %

4,966 %

2,591 %

22

1,520 %

1,576 %

4,643 %

3,541 %

4,948 %

2,642 %

23

1,580 %

1,573 %

4,643 %

3,559 %

4,930 %

2,691 %

24

1,642 %

1,569 %

4,641 %

3,577 %

4,912 %

2,737 %

25

1,704 %

1,565 %

4,638 %

3,594 %

4,894 %

2,781 %

26

1,767 %

1,562 %

4,633 %

3,611 %

4,877 %

2,823 %

27

1,829 %

1,561 %

4,628 %

3,626 %

4,860 %

2,864 %

28

1,890 %

1,558 %

4,623 %

3,641 %

4,844 %

2,902 %

29

1,949 %

1,554 %

4,616 %

3,656 %

4,829 %

2,938 %

30

2,007 %

1,547 %

4,610 %

3,670 %

4,814 %

2,973 %

31

2,063 %

1,538 %

4,603 %

3,683 %

4,799 %

3,006 %

32

2,117 %

1,527 %

4,596 %

3,696 %

4,785 %

3,038 %

33

2,169 %

1,516 %

4,589 %

3,708 %

4,771 %

3,068 %

34

2,220 %

1,505 %

4,582 %

3,720 %

4,758 %

3,097 %

35

2,268 %

1,496 %

4,575 %

3,731 %

4,745 %

3,125 %

36

2,315 %

1,488 %

4,568 %

3,742 %

4,733 %

3,151 %

37

2,360 %

1,482 %

4,561 %

3,752 %

4,721 %

3,177 %

38

2,404 %

1,475 %

4,554 %

3,762 %

4,709 %

3,201 %

39

2,445 %

1,468 %

4,547 %

3,772 %

4,698 %

3,224 %

40

2,485 %

1,460 %

4,541 %

3,781 %

4,687 %

3,246 %

41

2,524 %

1,450 %

4,534 %

3,790 %

4,677 %

3,268 %

42

2,561 %

1,439 %

4,528 %

3,799 %

4,667 %

3,288 %

43

2,597 %

1,428 %

4,521 %

3,807 %

4,657 %

3,308 %

44

2,631 %

1,417 %

4,515 %

3,815 %

4,648 %

3,327 %

45

2,664 %

1,406 %

4,509 %

3,823 %

4,639 %

3,345 %

46

2,696 %

1,396 %

4,504 %

3,830 %

4,630 %

3,363 %

47

2,726 %

1,389 %

4,498 %

3,837 %

4,622 %

3,380 %

48

2,756 %

1,385 %

4,493 %

3,844 %

4,614 %

3,396 %

49

2,784 %

1,387 %

4,487 %

3,851 %

4,606 %

3,412 %

50

2,811 %

1,394 %

4,482 %

3,857 %

4,598 %

3,427 %

51

2,838 %

1,407 %

4,477 %

3,864 %

4,591 %

3,442 %

52

2,863 %

1,425 %

4,472 %

3,870 %

4,584 %

3,456 %

53

2,888 %

1,447 %

4,468 %

3,876 %

4,577 %

3,469 %

54

2,911 %

1,473 %

4,463 %

3,881 %

4,570 %

3,482 %

55

2,934 %

1,501 %

4,459 %

3,887 %

4,564 %

3,495 %

56

2,957 %

1,530 %

4,454 %

3,892 %

4,558 %

3,507 %

57

2,978 %

1,561 %

4,450 %

3,897 %

4,552 %

3,519 %

58

2,999 %

1,593 %

4,446 %

3,902 %

4,546 %

3,531 %

59

3,019 %

1,625 %

4,442 %

3,907 %

4,540 %

3,542 %

60

3,038 %

1,658 %

4,438 %

3,912 %

4,535 %

3,553 %

61

3,057 %

1,691 %

4,434 %

3,916 %

4,529 %

3,563 %

62

3,075 %

1,723 %

4,431 %

3,921 %

4,524 %

3,573 %

63

3,093 %

1,756 %

4,427 %

3,925 %

4,519 %

3,583 %

64

3,110 %

1,789 %

4,424 %

3,929 %

4,514 %

3,592 %

65

3,126 %

1,821 %

4,420 %

3,933 %

4,510 %

3,602 %

66

3,142 %

1,852 %

4,417 %

3,937 %

4,505 %

3,611 %

67

3,158 %

1,884 %

4,414 %

3,941 %

4,500 %

3,619 %

68

3,173 %

1,914 %

4,411 %

3,945 %

4,496 %

3,628 %

69

3,188 %

1,945 %

4,408 %

3,948 %

4,492 %

3,636 %

70

3,202 %

1,974 %

4,405 %

3,952 %

4,488 %

3,644 %

71

3,216 %

2,004 %

4,402 %

3,955 %

4,484 %

3,652 %

72

3,230 %

2,032 %

4,399 %

3,959 %

4,480 %

3,659 %

73

3,243 %

2,060 %

4,397 %

3,962 %

4,476 %

3,666 %

74

3,256 %

2,087 %

4,394 %

3,965 %

4,472 %

3,674 %

75

3,268 %

2,114 %

4,392 %

3,968 %

4,469 %

3,681 %

76

3,281 %

2,141 %

4,389 %

3,971 %

4,465 %

3,687 %

77

3,293 %

2,166 %

4,387 %

3,974 %

4,462 %

3,694 %

78

3,304 %

2,191 %

4,384 %

3,977 %

4,459 %

3,700 %

79

3,315 %

2,216 %

4,382 %

3,980 %

4,455 %

3,707 %

80

3,326 %

2,240 %

4,380 %

3,983 %

4,452 %

3,713 %

81

3,337 %

2,264 %

4,377 %

3,985 %

4,449 %

3,719 %

82

3,348 %

2,287 %

4,375 %

3,988 %

4,446 %

3,725 %

83

3,358 %

2,309 %

4,373 %

3,990 %

4,443 %

3,730 %

84

3,368 %

2,331 %

4,371 %

3,993 %

4,440 %

3,736 %

85

3,378 %

2,353 %

4,369 %

3,995 %

4,437 %

3,741 %

86

3,387 %

2,374 %

4,367 %

3,998 %

4,435 %

3,747 %

87

3,396 %

2,394 %

4,365 %

4,000 %

4,432 %

3,752 %

88

3,405 %

2,415 %

4,363 %

4,002 %

4,429 %

3,757 %

89

3,414 %

2,434 %

4,362 %

4,004 %

4,427 %

3,762 %

90

3,423 %

2,454 %

4,360 %

4,006 %

4,424 %

3,767 %

91

3,432 %

2,473 %

4,358 %

4,009 %

4,422 %

3,772 %

92

3,440 %

2,491 %

4,356 %

4,011 %

4,419 %

3,776 %

93

3,448 %

2,509 %

4,355 %

4,013 %

4,417 %

3,781 %

94

3,456 %

2,527 %

4,353 %

4,015 %

4,415 %

3,785 %

95

3,464 %

2,544 %

4,351 %

4,017 %

4,412 %

3,790 %

96

3,471 %

2,562 %

4,350 %

4,019 %

4,410 %

3,794 %

97

3,479 %

2,578 %

4,348 %

4,020 %

4,408 %

3,798 %

98

3,486 %

2,595 %

4,347 %

4,022 %

4,406 %

3,802 %

99

3,493 %

2,611 %

4,345 %

4,024 %

4,404 %

3,806 %

100

3,500 %

2,626 %

4,344 %

4,026 %

4,402 %

3,810 %

101

3,507 %

2,642 %

4,342 %

4,027 %

4,400 %

3,814 %

102

3,514 %

2,657 %

4,341 %

4,029 %

4,398 %

3,818 %

103

3,521 %

2,672 %

4,340 %

4,031 %

4,396 %

3,821 %

104

3,527 %

2,686 %

4,338 %

4,032 %

4,394 %

3,825 %

105

3,534 %

2,701 %

4,337 %

4,034 %

4,392 %

3,829 %

106

3,540 %

2,715 %

4,336 %

4,036 %

4,390 %

3,832 %

107

3,546 %

2,728 %

4,334 %

4,037 %

4,389 %

3,835 %

108

3,552 %

2,742 %

4,333 %

4,039 %

4,387 %

3,839 %

109

3,558 %

2,755 %

4,332 %

4,040 %

4,385 %

3,842 %

110

3,564 %

2,768 %

4,331 %

4,042 %

4,383 %

3,845 %

111

3,570 %

2,781 %

4,330 %

4,043 %

4,382 %

3,849 %

112

3,575 %

2,794 %

4,328 %

4,044 %

4,380 %

3,852 %

113

3,581 %

2,806 %

4,327 %

4,046 %

4,379 %

3,855 %

114

3,586 %

2,818 %

4,326 %

4,047 %

4,377 %

3,858 %

115

3,591 %

2,830 %

4,325 %

4,048 %

4,375 %

3,861 %

116

3,597 %

2,842 %

4,324 %

4,050 %

4,374 %

3,864 %

117

3,602 %

2,853 %

4,323 %

4,051 %

4,372 %

3,867 %

118

3,607 %

2,865 %

4,322 %

4,052 %

4,371 %

3,869 %

119

3,612 %

2,876 %

4,321 %

4,054 %

4,370 %

3,872 %

120

3,617 %

2,887 %

4,320 %

4,055 %

4,368 %

3,875 %

121

3,622 %

2,898 %

4,319 %

4,056 %

4,367 %

3,878 %

122

3,626 %

2,908 %

4,318 %

4,057 %

4,365 %

3,880 %

123

3,631 %

2,919 %

4,317 %

4,058 %

4,364 %

3,883 %

124

3,635 %

2,929 %

4,316 %

4,059 %

4,363 %

3,885 %

125

3,640 %

2,939 %

4,315 %

4,061 %

4,361 %

3,888 %

126

3,644 %

2,949 %

4,314 %

4,062 %

4,360 %

3,890 %

127

3,649 %

2,959 %

4,313 %

4,063 %

4,359 %

3,893 %

128

3,653 %

2,968 %

4,312 %

4,064 %

4,358 %

3,895 %

129

3,657 %

2,978 %

4,311 %

4,065 %

4,356 %

3,898 %

130

3,661 %

2,987 %

4,311 %

4,066 %

4,355 %

3,900 %

131

3,666 %

2,996 %

4,310 %

4,067 %

4,354 %

3,902 %

132

3,670 %

3,006 %

4,309 %

4,068 %

4,353 %

3,904 %

133

3,674 %

3,014 %

4,308 %

4,069 %

4,352 %

3,907 %

134

3,678 %

3,023 %

4,307 %

4,070 %

4,351 %

3,909 %

135

3,681 %

3,032 %

4,307 %

4,071 %

4,349 %

3,911 %

136

3,685 %

3,040 %

4,306 %

4,072 %

4,348 %

3,913 %

137

3,689 %

3,049 %

4,305 %

4,073 %

4,347 %

3,915 %

138

3,693 %

3,057 %

4,304 %

4,074 %

4,346 %

3,917 %

139

3,696 %

3,065 %

4,303 %

4,075 %

4,345 %

3,919 %

140

3,700 %

3,073 %

4,303 %

4,075 %

4,344 %

3,921 %

141

3,703 %

3,081 %

4,302 %

4,076 %

4,343 %

3,923 %

142

3,707 %

3,089 %

4,301 %

4,077 %

4,342 %

3,925 %

143

3,710 %

3,097 %

4,301 %

4,078 %

4,341 %

3,927 %

144

3,714 %

3,105 %

4,300 %

4,079 %

4,340 %

3,929 %

145

3,717 %

3,112 %

4,299 %

4,080 %

4,339 %

3,931 %

146

3,720 %

3,119 %

4,299 %

4,081 %

4,338 %

3,933 %

147

3,724 %

3,127 %

4,298 %

4,081 %

4,337 %

3,935 %

148

3,727 %

3,134 %

4,297 %

4,082 %

4,336 %

3,936 %

149

3,730 %

3,141 %

4,297 %

4,083 %

4,335 %

3,938 %

150

3,733 %

3,148 %

4,296 %

4,084 %

4,334 %

3,940 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,728 % | 1,795 % | 1,133 % | 1,508 % | 2,347 % | 4,550 % |
| 2 | – 0,635 % | 1,983 % | 1,306 % | 1,672 % | 2,601 % | 4,863 % |
| 3 | – 0,519 % | 2,138 % | 1,448 % | 1,776 % | 2,934 % | 5,236 % |
| 4 | – 0,409 % | 2,246 % | 1,597 % | 1,852 % | 3,166 % | 5,451 % |
| 5 | – 0,296 % | 2,381 % | 1,743 % | 1,913 % | 3,380 % | 5,614 % |
| 6 | – 0,181 % | 2,477 % | 1,861 % | 1,965 % | 3,568 % | 5,765 % |
| 7 | – 0,070 % | 2,586 % | 1,958 % | 2,018 % | 3,732 % | 5,889 % |
| 8 | 0,028 % | 2,668 % | 2,043 % | 2,072 % | 3,879 % | 6,043 % |
| 9 | 0,123 % | 2,742 % | 2,117 % | 2,125 % | 4,005 % | 6,157 % |
| 10 | 0,209 % | 2,813 % | 2,184 % | 2,188 % | 4,109 % | 6,196 % |
| 11 | 0,272 % | 2,878 % | 2,243 % | 2,236 % | 4,189 % | 6,203 % |
| 12 | 0,347 % | 2,937 % | 2,293 % | 2,278 % | 4,251 % | 6,194 % |
| 13 | 0,390 % | 2,989 % | 2,337 % | 2,322 % | 4,299 % | 6,172 % |
| 14 | 0,430 % | 3,034 % | 2,376 % | 2,368 % | 4,336 % | 6,143 % |
| 15 | 0,490 % | 3,071 % | 2,416 % | 2,411 % | 4,365 % | 6,108 % |
| 16 | 0,536 % | 3,099 % | 2,459 % | 2,451 % | 4,387 % | 6,069 % |
| 17 | 0,566 % | 3,122 % | 2,504 % | 2,486 % | 4,404 % | 6,027 % |
| 18 | 0,586 % | 3,141 % | 2,549 % | 2,512 % | 4,417 % | 5,984 % |
| 19 | 0,599 % | 3,158 % | 2,594 % | 2,529 % | 4,427 % | 5,940 % |
| 20 | 0,609 % | 3,175 % | 2,639 % | 2,536 % | 4,435 % | 5,895 % |
| 21 | 0,619 % | 3,192 % | 2,683 % | 2,533 % | 4,440 % | 5,851 % |
| 22 | 0,631 % | 3,207 % | 2,726 % | 2,523 % | 4,443 % | 5,808 % |
| 23 | 0,646 % | 3,220 % | 2,768 % | 2,510 % | 4,445 % | 5,765 % |
| 24 | 0,667 % | 3,229 % | 2,808 % | 2,496 % | 4,446 % | 5,723 % |
| 25 | 0,694 % | 3,234 % | 2,847 % | 2,484 % | 4,446 % | 5,682 % |
| 26 | 0,728 % | 3,234 % | 2,885 % | 2,474 % | 4,445 % | 5,643 % |
| 27 | 0,767 % | 3,232 % | 2,921 % | 2,467 % | 4,443 % | 5,604 % |
| 28 | 0,810 % | 3,229 % | 2,956 % | 2,465 % | 4,441 % | 5,567 % |
| 29 | 0,855 % | 3,227 % | 2,989 % | 2,467 % | 4,439 % | 5,531 % |
| 30 | 0,901 % | 3,228 % | 3,021 % | 2,475 % | 4,436 % | 5,497 % |
| 31 | 0,949 % | 3,231 % | 3,052 % | 2,488 % | 4,433 % | 5,463 % |
| 32 | 0,996 % | 3,238 % | 3,082 % | 2,505 % | 4,430 % | 5,431 % |
| 33 | 1,043 % | 3,246 % | 3,110 % | 2,526 % | 4,426 % | 5,400 % |
| 34 | 1,090 % | 3,256 % | 3,137 % | 2,549 % | 4,423 % | 5,370 % |
| 35 | 1,136 % | 3,268 % | 3,163 % | 2,573 % | 4,420 % | 5,342 % |
| 36 | 1,181 % | 3,280 % | 3,189 % | 2,599 % | 4,416 % | 5,314 % |
| 37 | 1,225 % | 3,294 % | 3,213 % | 2,626 % | 4,412 % | 5,288 % |
| 38 | 1,268 % | 3,307 % | 3,236 % | 2,653 % | 4,409 % | 5,262 % |
| 39 | 1,310 % | 3,321 % | 3,258 % | 2,680 % | 4,405 % | 5,238 % |
| 40 | 1,351 % | 3,336 % | 3,279 % | 2,707 % | 4,402 % | 5,214 % |
| 41 | 1,390 % | 3,350 % | 3,300 % | 2,735 % | 4,398 % | 5,192 % |
| 42 | 1,428 % | 3,364 % | 3,319 % | 2,761 % | 4,395 % | 5,170 % |
| 43 | 1,465 % | 3,379 % | 3,338 % | 2,788 % | 4,391 % | 5,149 % |
| 44 | 1,500 % | 3,393 % | 3,357 % | 2,814 % | 4,388 % | 5,129 % |
| 45 | 1,535 % | 3,407 % | 3,374 % | 2,840 % | 4,385 % | 5,109 % |
| 46 | 1,568 % | 3,421 % | 3,391 % | 2,865 % | 4,382 % | 5,091 % |
| 47 | 1,601 % | 3,434 % | 3,407 % | 2,889 % | 4,379 % | 5,072 % |
| 48 | 1,632 % | 3,448 % | 3,423 % | 2,913 % | 4,375 % | 5,055 % |
| 49 | 1,662 % | 3,461 % | 3,438 % | 2,936 % | 4,372 % | 5,038 % |
| 50 | 1,691 % | 3,473 % | 3,453 % | 2,959 % | 4,370 % | 5,022 % |
| 51 | 1,719 % | 3,486 % | 3,467 % | 2,981 % | 4,367 % | 5,007 % |
| 52 | 1,746 % | 3,498 % | 3,480 % | 3,003 % | 4,364 % | 4,992 % |
| 53 | 1,773 % | 3,510 % | 3,493 % | 3,023 % | 4,361 % | 4,977 % |
| 54 | 1,798 % | 3,521 % | 3,506 % | 3,044 % | 4,359 % | 4,963 % |
| 55 | 1,823 % | 3,533 % | 3,518 % | 3,063 % | 4,356 % | 4,949 % |
| 56 | 1,846 % | 3,544 % | 3,530 % | 3,083 % | 4,354 % | 4,936 % |
| 57 | 1,870 % | 3,554 % | 3,542 % | 3,101 % | 4,351 % | 4,924 % |
| 58 | 1,892 % | 3,565 % | 3,553 % | 3,119 % | 4,349 % | 4,911 % |
| 59 | 1,914 % | 3,575 % | 3,563 % | 3,137 % | 4,346 % | 4,899 % |
| 60 | 1,935 % | 3,585 % | 3,574 % | 3,154 % | 4,344 % | 4,888 % |
| 61 | 1,955 % | 3,594 % | 3,584 % | 3,170 % | 4,342 % | 4,877 % |
| 62 | 1,975 % | 3,604 % | 3,594 % | 3,186 % | 4,340 % | 4,866 % |
| 63 | 1,994 % | 3,613 % | 3,603 % | 3,202 % | 4,338 % | 4,855 % |
| 64 | 2,012 % | 3,621 % | 3,612 % | 3,217 % | 4,336 % | 4,845 % |
| 65 | 2,030 % | 3,630 % | 3,621 % | 3,232 % | 4,334 % | 4,835 % |
| 66 | 2,048 % | 3,638 % | 3,630 % | 3,246 % | 4,332 % | 4,826 % |
| 67 | 2,065 % | 3,647 % | 3,638 % | 3,260 % | 4,330 % | 4,817 % |
| 68 | 2,081 % | 3,654 % | 3,646 % | 3,274 % | 4,328 % | 4,808 % |
| 69 | 2,097 % | 3,662 % | 3,654 % | 3,287 % | 4,326 % | 4,799 % |
| 70 | 2,113 % | 3,670 % | 3,662 % | 3,300 % | 4,324 % | 4,790 % |
| 71 | 2,128 % | 3,677 % | 3,670 % | 3,312 % | 4,323 % | 4,782 % |
| 72 | 2,143 % | 3,684 % | 3,677 % | 3,324 % | 4,321 % | 4,774 % |
| 73 | 2,157 % | 3,691 % | 3,684 % | 3,336 % | 4,320 % | 4,766 % |
| 74 | 2,171 % | 3,698 % | 3,691 % | 3,348 % | 4,318 % | 4,758 % |
| 75 | 2,185 % | 3,704 % | 3,698 % | 3,359 % | 4,316 % | 4,751 % |
| 76 | 2,198 % | 3,711 % | 3,704 % | 3,370 % | 4,315 % | 4,744 % |
| 77 | 2,211 % | 3,717 % | 3,711 % | 3,381 % | 4,313 % | 4,737 % |
| 78 | 2,223 % | 3,723 % | 3,717 % | 3,391 % | 4,312 % | 4,730 % |
| 79 | 2,236 % | 3,729 % | 3,723 % | 3,401 % | 4,311 % | 4,723 % |
| 80 | 2,248 % | 3,735 % | 3,729 % | 3,411 % | 4,309 % | 4,717 % |
| 81 | 2,259 % | 3,741 % | 3,735 % | 3,421 % | 4,308 % | 4,710 % |
| 82 | 2,271 % | 3,746 % | 3,740 % | 3,430 % | 4,307 % | 4,704 % |
| 83 | 2,282 % | 3,752 % | 3,746 % | 3,439 % | 4,305 % | 4,698 % |
| 84 | 2,293 % | 3,757 % | 3,751 % | 3,448 % | 4,304 % | 4,692 % |
| 85 | 2,303 % | 3,762 % | 3,756 % | 3,457 % | 4,303 % | 4,686 % |
| 86 | 2,314 % | 3,767 % | 3,762 % | 3,466 % | 4,302 % | 4,680 % |
| 87 | 2,324 % | 3,772 % | 3,767 % | 3,474 % | 4,301 % | 4,675 % |
| 88 | 2,334 % | 3,777 % | 3,772 % | 3,482 % | 4,299 % | 4,670 % |
| 89 | 2,343 % | 3,782 % | 3,776 % | 3,490 % | 4,298 % | 4,664 % |
| 90 | 2,353 % | 3,786 % | 3,781 % | 3,498 % | 4,297 % | 4,659 % |
| 91 | 2,362 % | 3,791 % | 3,786 % | 3,506 % | 4,296 % | 4,654 % |
| 92 | 2,371 % | 3,795 % | 3,790 % | 3,513 % | 4,295 % | 4,649 % |
| 93 | 2,380 % | 3,800 % | 3,795 % | 3,521 % | 4,294 % | 4,644 % |
| 94 | 2,389 % | 3,804 % | 3,799 % | 3,528 % | 4,293 % | 4,640 % |
| 95 | 2,397 % | 3,808 % | 3,803 % | 3,535 % | 4,292 % | 4,635 % |
| 96 | 2,406 % | 3,812 % | 3,807 % | 3,542 % | 4,291 % | 4,630 % |
| 97 | 2,414 % | 3,816 % | 3,811 % | 3,549 % | 4,290 % | 4,626 % |
| 98 | 2,422 % | 3,820 % | 3,815 % | 3,555 % | 4,289 % | 4,622 % |
| 99 | 2,430 % | 3,824 % | 3,819 % | 3,562 % | 4,288 % | 4,617 % |
| 100 | 2,437 % | 3,828 % | 3,823 % | 3,568 % | 4,288 % | 4,613 % |
| 101 | 2,445 % | 3,831 % | 3,827 % | 3,574 % | 4,287 % | 4,609 % |
| 102 | 2,452 % | 3,835 % | 3,830 % | 3,580 % | 4,286 % | 4,605 % |
| 103 | 2,459 % | 3,838 % | 3,834 % | 3,586 % | 4,285 % | 4,601 % |
| 104 | 2,467 % | 3,842 % | 3,837 % | 3,592 % | 4,284 % | 4,597 % |
| 105 | 2,474 % | 3,845 % | 3,841 % | 3,598 % | 4,283 % | 4,593 % |
| 106 | 2,480 % | 3,849 % | 3,844 % | 3,604 % | 4,283 % | 4,590 % |
| 107 | 2,487 % | 3,852 % | 3,847 % | 3,609 % | 4,282 % | 4,586 % |
| 108 | 2,494 % | 3,855 % | 3,851 % | 3,615 % | 4,281 % | 4,582 % |
| 109 | 2,500 % | 3,858 % | 3,854 % | 3,620 % | 4,280 % | 4,579 % |
| 110 | 2,506 % | 3,861 % | 3,857 % | 3,625 % | 4,280 % | 4,576 % |
| 111 | 2,513 % | 3,864 % | 3,860 % | 3,631 % | 4,279 % | 4,572 % |
| 112 | 2,519 % | 3,867 % | 3,863 % | 3,636 % | 4,278 % | 4,569 % |
| 113 | 2,525 % | 3,870 % | 3,866 % | 3,641 % | 4,278 % | 4,566 % |
| 114 | 2,531 % | 3,873 % | 3,869 % | 3,646 % | 4,277 % | 4,562 % |
| 115 | 2,536 % | 3,876 % | 3,872 % | 3,650 % | 4,276 % | 4,559 % |
| 116 | 2,542 % | 3,879 % | 3,875 % | 3,655 % | 4,276 % | 4,556 % |
| 117 | 2,548 % | 3,882 % | 3,878 % | 3,660 % | 4,275 % | 4,553 % |
| 118 | 2,553 % | 3,884 % | 3,880 % | 3,664 % | 4,274 % | 4,550 % |
| 119 | 2,559 % | 3,887 % | 3,883 % | 3,669 % | 4,274 % | 4,547 % |
| 120 | 2,564 % | 3,890 % | 3,886 % | 3,673 % | 4,273 % | 4,544 % |
| 121 | 2,569 % | 3,892 % | 3,888 % | 3,678 % | 4,272 % | 4,541 % |
| 122 | 2,574 % | 3,895 % | 3,891 % | 3,682 % | 4,272 % | 4,539 % |
| 123 | 2,579 % | 3,897 % | 3,893 % | 3,686 % | 4,271 % | 4,536 % |
| 124 | 2,584 % | 3,900 % | 3,896 % | 3,690 % | 4,271 % | 4,533 % |
| 125 | 2,589 % | 3,902 % | 3,898 % | 3,694 % | 4,270 % | 4,530 % |
| 126 | 2,594 % | 3,904 % | 3,901 % | 3,698 % | 4,270 % | 4,528 % |
| 127 | 2,599 % | 3,907 % | 3,903 % | 3,702 % | 4,269 % | 4,525 % |
| 128 | 2,604 % | 3,909 % | 3,905 % | 3,706 % | 4,268 % | 4,523 % |
| 129 | 2,608 % | 3,911 % | 3,907 % | 3,710 % | 4,268 % | 4,520 % |
| 130 | 2,613 % | 3,913 % | 3,910 % | 3,714 % | 4,267 % | 4,518 % |
| 131 | 2,617 % | 3,916 % | 3,912 % | 3,717 % | 4,267 % | 4,515 % |
| 132 | 2,622 % | 3,918 % | 3,914 % | 3,721 % | 4,266 % | 4,513 % |
| 133 | 2,626 % | 3,920 % | 3,916 % | 3,725 % | 4,266 % | 4,510 % |
| 134 | 2,630 % | 3,922 % | 3,918 % | 3,728 % | 4,265 % | 4,508 % |
| 135 | 2,635 % | 3,924 % | 3,920 % | 3,732 % | 4,265 % | 4,506 % |
| 136 | 2,639 % | 3,926 % | 3,923 % | 3,735 % | 4,264 % | 4,504 % |
| 137 | 2,643 % | 3,928 % | 3,925 % | 3,738 % | 4,264 % | 4,501 % |
| 138 | 2,647 % | 3,930 % | 3,927 % | 3,742 % | 4,263 % | 4,499 % |
| 139 | 2,651 % | 3,932 % | 3,929 % | 3,745 % | 4,263 % | 4,497 % |
| 140 | 2,655 % | 3,934 % | 3,930 % | 3,748 % | 4,263 % | 4,495 % |
| 141 | 2,659 % | 3,936 % | 3,932 % | 3,751 % | 4,262 % | 4,493 % |
| 142 | 2,662 % | 3,938 % | 3,934 % | 3,755 % | 4,262 % | 4,491 % |
| 143 | 2,666 % | 3,939 % | 3,936 % | 3,758 % | 4,261 % | 4,489 % |
| 144 | 2,670 % | 3,941 % | 3,938 % | 3,761 % | 4,261 % | 4,487 % |
| 145 | 2,673 % | 3,943 % | 3,940 % | 3,764 % | 4,260 % | 4,485 % |
| 146 | 2,677 % | 3,945 % | 3,942 % | 3,767 % | 4,260 % | 4,483 % |
| 147 | 2,681 % | 3,946 % | 3,943 % | 3,770 % | 4,260 % | 4,481 % |
| 148 | 2,684 % | 3,948 % | 3,945 % | 3,773 % | 4,259 % | 4,479 % |
| 149 | 2,688 % | 3,950 % | 3,947 % | 3,775 % | 4,259 % | 4,477 % |
| 150 | 2,691 % | 3,952 % | 3,948 % | 3,778 % | 4,258 % | 4,475 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,728 %

1,795 %

1,133 %

1,508 %

2,347 %

4,550 %

2

– 0,635 %

1,983 %

1,306 %

1,672 %

2,601 %

4,863 %

3

– 0,519 %

2,138 %

1,448 %

1,776 %

2,934 %

5,236 %

4

– 0,409 %

2,246 %

1,597 %

1,852 %

3,166 %

5,451 %

5

– 0,296 %

2,381 %

1,743 %

1,913 %

3,380 %

5,614 %

6

– 0,181 %

2,477 %

1,861 %

1,965 %

3,568 %

5,765 %

7

– 0,070 %

2,586 %

1,958 %

2,018 %

3,732 %

5,889 %

8

0,028 %

2,668 %

2,043 %

2,072 %

3,879 %

6,043 %

9

0,123 %

2,742 %

2,117 %

2,125 %

4,005 %

6,157 %

10

0,209 %

2,813 %

2,184 %

2,188 %

4,109 %

6,196 %

11

0,272 %

2,878 %

2,243 %

2,236 %

4,189 %

6,203 %

12

0,347 %

2,937 %

2,293 %

2,278 %

4,251 %

6,194 %

13

0,390 %

2,989 %

2,337 %

2,322 %

4,299 %

6,172 %

14

0,430 %

3,034 %

2,376 %

2,368 %

4,336 %

6,143 %

15

0,490 %

3,071 %

2,416 %

2,411 %

4,365 %

6,108 %

16

0,536 %

3,099 %

2,459 %

2,451 %

4,387 %

6,069 %

17

0,566 %

3,122 %

2,504 %

2,486 %

4,404 %

6,027 %

18

0,586 %

3,141 %

2,549 %

2,512 %

4,417 %

5,984 %

19

0,599 %

3,158 %

2,594 %

2,529 %

4,427 %

5,940 %

20

0,609 %

3,175 %

2,639 %

2,536 %

4,435 %

5,895 %

21

0,619 %

3,192 %

2,683 %

2,533 %

4,440 %

5,851 %

22

0,631 %

3,207 %

2,726 %

2,523 %

4,443 %

5,808 %

23

0,646 %

3,220 %

2,768 %

2,510 %

4,445 %

5,765 %

24

0,667 %

3,229 %

2,808 %

2,496 %

4,446 %

5,723 %

25

0,694 %

3,234 %

2,847 %

2,484 %

4,446 %

5,682 %

26

0,728 %

3,234 %

2,885 %

2,474 %

4,445 %

5,643 %

27

0,767 %

3,232 %

2,921 %

2,467 %

4,443 %

5,604 %

28

0,810 %

3,229 %

2,956 %

2,465 %

4,441 %

5,567 %

29

0,855 %

3,227 %

2,989 %

2,467 %

4,439 %

5,531 %

30

0,901 %

3,228 %

3,021 %

2,475 %

4,436 %

5,497 %

31

0,949 %

3,231 %

3,052 %

2,488 %

4,433 %

5,463 %

32

0,996 %

3,238 %

3,082 %

2,505 %

4,430 %

5,431 %

33

1,043 %

3,246 %

3,110 %

2,526 %

4,426 %

5,400 %

34

1,090 %

3,256 %

3,137 %

2,549 %

4,423 %

5,370 %

35

1,136 %

3,268 %

3,163 %

2,573 %

4,420 %

5,342 %

36

1,181 %

3,280 %

3,189 %

2,599 %

4,416 %

5,314 %

37

1,225 %

3,294 %

3,213 %

2,626 %

4,412 %

5,288 %

38

1,268 %

3,307 %

3,236 %

2,653 %

4,409 %

5,262 %

39

1,310 %

3,321 %

3,258 %

2,680 %

4,405 %

5,238 %

40

1,351 %

3,336 %

3,279 %

2,707 %

4,402 %

5,214 %

41

1,390 %

3,350 %

3,300 %

2,735 %

4,398 %

5,192 %

42

1,428 %

3,364 %

3,319 %

2,761 %

4,395 %

5,170 %

43

1,465 %

3,379 %

3,338 %

2,788 %

4,391 %

5,149 %

44

1,500 %

3,393 %

3,357 %

2,814 %

4,388 %

5,129 %

45

1,535 %

3,407 %

3,374 %

2,840 %

4,385 %

5,109 %

46

1,568 %

3,421 %

3,391 %

2,865 %

4,382 %

5,091 %

47

1,601 %

3,434 %

3,407 %

2,889 %

4,379 %

5,072 %

48

1,632 %

3,448 %

3,423 %

2,913 %

4,375 %

5,055 %

49

1,662 %

3,461 %

3,438 %

2,936 %

4,372 %

5,038 %

50

1,691 %

3,473 %

3,453 %

2,959 %

4,370 %

5,022 %

51

1,719 %

3,486 %

3,467 %

2,981 %

4,367 %

5,007 %

52

1,746 %

3,498 %

3,480 %

3,003 %

4,364 %

4,992 %

53

1,773 %

3,510 %

3,493 %

3,023 %

4,361 %

4,977 %

54

1,798 %

3,521 %

3,506 %

3,044 %

4,359 %

4,963 %

55

1,823 %

3,533 %

3,518 %

3,063 %

4,356 %

4,949 %

56

1,846 %

3,544 %

3,530 %

3,083 %

4,354 %

4,936 %

57

1,870 %

3,554 %

3,542 %

3,101 %

4,351 %

4,924 %

58

1,892 %

3,565 %

3,553 %

3,119 %

4,349 %

4,911 %

59

1,914 %

3,575 %

3,563 %

3,137 %

4,346 %

4,899 %

60

1,935 %

3,585 %

3,574 %

3,154 %

4,344 %

4,888 %

61

1,955 %

3,594 %

3,584 %

3,170 %

4,342 %

4,877 %

62

1,975 %

3,604 %

3,594 %

3,186 %

4,340 %

4,866 %

63

1,994 %

3,613 %

3,603 %

3,202 %

4,338 %

4,855 %

64

2,012 %

3,621 %

3,612 %

3,217 %

4,336 %

4,845 %

65

2,030 %

3,630 %

3,621 %

3,232 %

4,334 %

4,835 %

66

2,048 %

3,638 %

3,630 %

3,246 %

4,332 %

4,826 %

67

2,065 %

3,647 %

3,638 %

3,260 %

4,330 %

4,817 %

68

2,081 %

3,654 %

3,646 %

3,274 %

4,328 %

4,808 %

69

2,097 %

3,662 %

3,654 %

3,287 %

4,326 %

4,799 %

70

2,113 %

3,670 %

3,662 %

3,300 %

4,324 %

4,790 %

71

2,128 %

3,677 %

3,670 %

3,312 %

4,323 %

4,782 %

72

2,143 %

3,684 %

3,677 %

3,324 %

4,321 %

4,774 %

73

2,157 %

3,691 %

3,684 %

3,336 %

4,320 %

4,766 %

74

2,171 %

3,698 %

3,691 %

3,348 %

4,318 %

4,758 %

75

2,185 %

3,704 %

3,698 %

3,359 %

4,316 %

4,751 %

76

2,198 %

3,711 %

3,704 %

3,370 %

4,315 %

4,744 %

77

2,211 %

3,717 %

3,711 %

3,381 %

4,313 %

4,737 %

78

2,223 %

3,723 %

3,717 %

3,391 %

4,312 %

4,730 %

79

2,236 %

3,729 %

3,723 %

3,401 %

4,311 %

4,723 %

80

2,248 %

3,735 %

3,729 %

3,411 %

4,309 %

4,717 %

81

2,259 %

3,741 %

3,735 %

3,421 %

4,308 %

4,710 %

82

2,271 %

3,746 %

3,740 %

3,430 %

4,307 %

4,704 %

83

2,282 %

3,752 %

3,746 %

3,439 %

4,305 %

4,698 %

84

2,293 %

3,757 %

3,751 %

3,448 %

4,304 %

4,692 %

85

2,303 %

3,762 %

3,756 %

3,457 %

4,303 %

4,686 %

86

2,314 %

3,767 %

3,762 %

3,466 %

4,302 %

4,680 %

87

2,324 %

3,772 %

3,767 %

3,474 %

4,301 %

4,675 %

88

2,334 %

3,777 %

3,772 %

3,482 %

4,299 %

4,670 %

89

2,343 %

3,782 %

3,776 %

3,490 %

4,298 %

4,664 %

90

2,353 %

3,786 %

3,781 %

3,498 %

4,297 %

4,659 %

91

2,362 %

3,791 %

3,786 %

3,506 %

4,296 %

4,654 %

92

2,371 %

3,795 %

3,790 %

3,513 %

4,295 %

4,649 %

93

2,380 %

3,800 %

3,795 %

3,521 %

4,294 %

4,644 %

94

2,389 %

3,804 %

3,799 %

3,528 %

4,293 %

4,640 %

95

2,397 %

3,808 %

3,803 %

3,535 %

4,292 %

4,635 %

96

2,406 %

3,812 %

3,807 %

3,542 %

4,291 %

4,630 %

97

2,414 %

3,816 %

3,811 %

3,549 %

4,290 %

4,626 %

98

2,422 %

3,820 %

3,815 %

3,555 %

4,289 %

4,622 %

99

2,430 %

3,824 %

3,819 %

3,562 %

4,288 %

4,617 %

100

2,437 %

3,828 %

3,823 %

3,568 %

4,288 %

4,613 %

101

2,445 %

3,831 %

3,827 %

3,574 %

4,287 %

4,609 %

102

2,452 %

3,835 %

3,830 %

3,580 %

4,286 %

4,605 %

103

2,459 %

3,838 %

3,834 %

3,586 %

4,285 %

4,601 %

104

2,467 %

3,842 %

3,837 %

3,592 %

4,284 %

4,597 %

105

2,474 %

3,845 %

3,841 %

3,598 %

4,283 %

4,593 %

106

2,480 %

3,849 %

3,844 %

3,604 %

4,283 %

4,590 %

107

2,487 %

3,852 %

3,847 %

3,609 %

4,282 %

4,586 %

108

2,494 %

3,855 %

3,851 %

3,615 %

4,281 %

4,582 %

109

2,500 %

3,858 %

3,854 %

3,620 %

4,280 %

4,579 %

110

2,506 %

3,861 %

3,857 %

3,625 %

4,280 %

4,576 %

111

2,513 %

3,864 %

3,860 %

3,631 %

4,279 %

4,572 %

112

2,519 %

3,867 %

3,863 %

3,636 %

4,278 %

4,569 %

113

2,525 %

3,870 %

3,866 %

3,641 %

4,278 %

4,566 %

114

2,531 %

3,873 %

3,869 %

3,646 %

4,277 %

4,562 %

115

2,536 %

3,876 %

3,872 %

3,650 %

4,276 %

4,559 %

116

2,542 %

3,879 %

3,875 %

3,655 %

4,276 %

4,556 %

117

2,548 %

3,882 %

3,878 %

3,660 %

4,275 %

4,553 %

118

2,553 %

3,884 %

3,880 %

3,664 %

4,274 %

4,550 %

119

2,559 %

3,887 %

3,883 %

3,669 %

4,274 %

4,547 %

120

2,564 %

3,890 %

3,886 %

3,673 %

4,273 %

4,544 %

121

2,569 %

3,892 %

3,888 %

3,678 %

4,272 %

4,541 %

122

2,574 %

3,895 %

3,891 %

3,682 %

4,272 %

4,539 %

123

2,579 %

3,897 %

3,893 %

3,686 %

4,271 %

4,536 %

124

2,584 %

3,900 %

3,896 %

3,690 %

4,271 %

4,533 %

125

2,589 %

3,902 %

3,898 %

3,694 %

4,270 %

4,530 %

126

2,594 %

3,904 %

3,901 %

3,698 %

4,270 %

4,528 %

127

2,599 %

3,907 %

3,903 %

3,702 %

4,269 %

4,525 %

128

2,604 %

3,909 %

3,905 %

3,706 %

4,268 %

4,523 %

129

2,608 %

3,911 %

3,907 %

3,710 %

4,268 %

4,520 %

130

2,613 %

3,913 %

3,910 %

3,714 %

4,267 %

4,518 %

131

2,617 %

3,916 %

3,912 %

3,717 %

4,267 %

4,515 %

132

2,622 %

3,918 %

3,914 %

3,721 %

4,266 %

4,513 %

133

2,626 %

3,920 %

3,916 %

3,725 %

4,266 %

4,510 %

134

2,630 %

3,922 %

3,918 %

3,728 %

4,265 %

4,508 %

135

2,635 %

3,924 %

3,920 %

3,732 %

4,265 %

4,506 %

136

2,639 %

3,926 %

3,923 %

3,735 %

4,264 %

4,504 %

137

2,643 %

3,928 %

3,925 %

3,738 %

4,264 %

4,501 %

138

2,647 %

3,930 %

3,927 %

3,742 %

4,263 %

4,499 %

139

2,651 %

3,932 %

3,929 %

3,745 %

4,263 %

4,497 %

140

2,655 %

3,934 %

3,930 %

3,748 %

4,263 %

4,495 %

141

2,659 %

3,936 %

3,932 %

3,751 %

4,262 %

4,493 %

142

2,662 %

3,938 %

3,934 %

3,755 %

4,262 %

4,491 %

143

2,666 %

3,939 %

3,936 %

3,758 %

4,261 %

4,489 %

144

2,670 %

3,941 %

3,938 %

3,761 %

4,261 %

4,487 %

145

2,673 %

3,943 %

3,940 %

3,764 %

4,260 %

4,485 %

146

2,677 %

3,945 %

3,942 %

3,767 %

4,260 %

4,483 %

147

2,681 %

3,946 %

3,943 %

3,770 %

4,260 %

4,481 %

148

2,684 %

3,948 %

3,945 %

3,773 %

4,259 %

4,479 %

149

2,688 %

3,950 %

3,947 %

3,775 %

4,259 %

4,477 %

150

2,691 %

3,952 %

3,948 %

3,778 %

4,258 %

4,475 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,956 % | 5,867 % | 7,156 % | 0,327 % | 1,866 % | 6,657 % |
| 2 | 1,243 % | 5,961 % | 6,856 % | 0,423 % | 2,058 % | 6,639 % |
| 3 | 1,435 % | 6,069 % | 6,685 % | 0,510 % | 2,259 % | 6,763 % |
| 4 | 1,566 % | 6,185 % | 6,634 % | 0,592 % | 2,447 % | 6,910 % |
| 5 | 1,692 % | 6,296 % | 6,635 % | 0,668 % | 2,614 % | 7,116 % |
| 6 | 1,776 % | 6,400 % | 6,700 % | 0,751 % | 2,764 % | 7,267 % |
| 7 | 1,843 % | 6,475 % | 6,786 % | 0,810 % | 2,890 % | 7,445 % |
| 8 | 1,911 % | 6,546 % | 6,867 % | 0,876 % | 3,000 % | 7,636 % |
| 9 | 1,976 % | 6,602 % | 6,940 % | 0,940 % | 3,098 % | 7,784 % |
| 10 | 2,030 % | 6,644 % | 7,010 % | 1,003 % | 3,178 % | 7,907 % |
| 11 | 2,072 % | 6,667 % | 7,079 % | 1,080 % | 3,246 % | 8,017 % |
| 12 | 2,106 % | 6,674 % | 7,144 % | 1,167 % | 3,303 % | 8,122 % |
| 13 | 2,137 % | 6,669 % | 7,207 % | 1,259 % | 3,352 % | 8,230 % |
| 14 | 2,170 % | 6,656 % | 7,265 % | 1,353 % | 3,399 % | 8,327 % |
| 15 | 2,206 % | 6,636 % | 7,319 % | 1,446 % | 3,449 % | 8,401 % |
| 16 | 2,248 % | 6,613 % | 7,369 % | 1,538 % | 3,505 % | 8,442 % |
| 17 | 2,293 % | 6,587 % | 7,412 % | 1,627 % | 3,563 % | 8,456 % |
| 18 | 2,340 % | 6,558 % | 7,446 % | 1,713 % | 3,621 % | 8,448 % |
| 19 | 2,389 % | 6,528 % | 7,469 % | 1,795 % | 3,675 % | 8,423 % |
| 20 | 2,438 % | 6,498 % | 7,479 % | 1,875 % | 3,724 % | 8,386 % |
| 21 | 2,486 % | 6,467 % | 7,476 % | 1,951 % | 3,767 % | 8,338 % |
| 22 | 2,533 % | 6,436 % | 7,461 % | 2,023 % | 3,805 % | 8,284 % |
| 23 | 2,580 % | 6,405 % | 7,438 % | 2,092 % | 3,837 % | 8,225 % |
| 24 | 2,625 % | 6,375 % | 7,408 % | 2,158 % | 3,866 % | 8,162 % |
| 25 | 2,669 % | 6,345 % | 7,374 % | 2,221 % | 3,891 % | 8,096 % |
| 26 | 2,711 % | 6,316 % | 7,336 % | 2,280 % | 3,913 % | 8,030 % |
| 27 | 2,752 % | 6,288 % | 7,295 % | 2,337 % | 3,933 % | 7,963 % |
| 28 | 2,791 % | 6,260 % | 7,253 % | 2,391 % | 3,951 % | 7,896 % |
| 29 | 2,829 % | 6,233 % | 7,209 % | 2,443 % | 3,966 % | 7,830 % |
| 30 | 2,865 % | 6,207 % | 7,165 % | 2,492 % | 3,980 % | 7,765 % |
| 31 | 2,900 % | 6,182 % | 7,121 % | 2,539 % | 3,993 % | 7,702 % |
| 32 | 2,934 % | 6,158 % | 7,078 % | 2,584 % | 4,004 % | 7,640 % |
| 33 | 2,966 % | 6,135 % | 7,035 % | 2,627 % | 4,014 % | 7,579 % |
| 34 | 2,997 % | 6,112 % | 6,993 % | 2,668 % | 4,024 % | 7,521 % |
| 35 | 3,027 % | 6,091 % | 6,952 % | 2,707 % | 4,032 % | 7,464 % |
| 36 | 3,055 % | 6,070 % | 6,911 % | 2,744 % | 4,040 % | 7,410 % |
| 37 | 3,082 % | 6,049 % | 6,872 % | 2,780 % | 4,047 % | 7,357 % |
| 38 | 3,109 % | 6,030 % | 6,834 % | 2,814 % | 4,053 % | 7,306 % |
| 39 | 3,134 % | 6,011 % | 6,797 % | 2,847 % | 4,059 % | 7,257 % |
| 40 | 3,158 % | 5,993 % | 6,762 % | 2,878 % | 4,064 % | 7,209 % |
| 41 | 3,181 % | 5,976 % | 6,727 % | 2,908 % | 4,069 % | 7,164 % |
| 42 | 3,204 % | 5,959 % | 6,694 % | 2,937 % | 4,074 % | 7,120 % |
| 43 | 3,225 % | 5,943 % | 6,662 % | 2,965 % | 4,078 % | 7,078 % |
| 44 | 3,246 % | 5,927 % | 6,631 % | 2,991 % | 4,082 % | 7,037 % |
| 45 | 3,266 % | 5,912 % | 6,601 % | 3,017 % | 4,085 % | 6,998 % |
| 46 | 3,285 % | 5,898 % | 6,572 % | 3,041 % | 4,089 % | 6,960 % |
| 47 | 3,303 % | 5,884 % | 6,544 % | 3,065 % | 4,092 % | 6,924 % |
| 48 | 3,321 % | 5,870 % | 6,517 % | 3,088 % | 4,095 % | 6,889 % |
| 49 | 3,338 % | 5,857 % | 6,491 % | 3,110 % | 4,098 % | 6,855 % |
| 50 | 3,355 % | 5,845 % | 6,466 % | 3,131 % | 4,100 % | 6,823 % |
| 51 | 3,371 % | 5,833 % | 6,442 % | 3,151 % | 4,103 % | 6,792 % |
| 52 | 3,386 % | 5,821 % | 6,418 % | 3,171 % | 4,105 % | 6,761 % |
| 53 | 3,401 % | 5,810 % | 6,396 % | 3,189 % | 4,107 % | 6,732 % |
| 54 | 3,415 % | 5,799 % | 6,374 % | 3,208 % | 4,109 % | 6,704 % |
| 55 | 3,429 % | 5,788 % | 6,353 % | 3,225 % | 4,111 % | 6,677 % |
| 56 | 3,443 % | 5,778 % | 6,333 % | 3,242 % | 4,113 % | 6,651 % |
| 57 | 3,456 % | 5,768 % | 6,313 % | 3,259 % | 4,115 % | 6,626 % |
| 58 | 3,468 % | 5,759 % | 6,294 % | 3,275 % | 4,117 % | 6,601 % |
| 59 | 3,480 % | 5,749 % | 6,276 % | 3,290 % | 4,118 % | 6,577 % |
| 60 | 3,492 % | 5,740 % | 6,258 % | 3,305 % | 4,120 % | 6,555 % |
| 61 | 3,504 % | 5,732 % | 6,241 % | 3,320 % | 4,121 % | 6,532 % |
| 62 | 3,515 % | 5,723 % | 6,224 % | 3,334 % | 4,123 % | 6,511 % |
| 63 | 3,525 % | 5,715 % | 6,208 % | 3,347 % | 4,124 % | 6,490 % |
| 64 | 3,536 % | 5,707 % | 6,192 % | 3,360 % | 4,125 % | 6,470 % |
| 65 | 3,546 % | 5,699 % | 6,177 % | 3,373 % | 4,127 % | 6,450 % |
| 66 | 3,556 % | 5,692 % | 6,162 % | 3,385 % | 4,128 % | 6,431 % |
| 67 | 3,565 % | 5,684 % | 6,147 % | 3,397 % | 4,129 % | 6,413 % |
| 68 | 3,574 % | 5,677 % | 6,134 % | 3,409 % | 4,130 % | 6,395 % |
| 69 | 3,583 % | 5,670 % | 6,120 % | 3,420 % | 4,131 % | 6,378 % |
| 70 | 3,592 % | 5,664 % | 6,107 % | 3,432 % | 4,132 % | 6,361 % |
| 71 | 3,601 % | 5,657 % | 6,094 % | 3,442 % | 4,133 % | 6,344 % |
| 72 | 3,609 % | 5,651 % | 6,082 % | 3,453 % | 4,134 % | 6,328 % |
| 73 | 3,617 % | 5,645 % | 6,070 % | 3,463 % | 4,135 % | 6,313 % |
| 74 | 3,625 % | 5,639 % | 6,058 % | 3,473 % | 4,136 % | 6,298 % |
| 75 | 3,632 % | 5,633 % | 6,046 % | 3,482 % | 4,137 % | 6,283 % |
| 76 | 3,640 % | 5,627 % | 6,035 % | 3,492 % | 4,138 % | 6,269 % |
| 77 | 3,647 % | 5,622 % | 6,024 % | 3,501 % | 4,139 % | 6,255 % |
| 78 | 3,654 % | 5,616 % | 6,014 % | 3,510 % | 4,139 % | 6,241 % |
| 79 | 3,661 % | 5,611 % | 6,003 % | 3,519 % | 4,140 % | 6,228 % |
| 80 | 3,668 % | 5,606 % | 5,993 % | 3,527 % | 4,141 % | 6,215 % |
| 81 | 3,674 % | 5,601 % | 5,983 % | 3,535 % | 4,142 % | 6,203 % |
| 82 | 3,681 % | 5,596 % | 5,974 % | 3,543 % | 4,142 % | 6,190 % |
| 83 | 3,687 % | 5,591 % | 5,964 % | 3,551 % | 4,143 % | 6,178 % |
| 84 | 3,693 % | 5,587 % | 5,955 % | 3,559 % | 4,144 % | 6,167 % |
| 85 | 3,699 % | 5,582 % | 5,946 % | 3,566 % | 4,145 % | 6,155 % |
| 86 | 3,705 % | 5,578 % | 5,938 % | 3,574 % | 4,145 % | 6,144 % |
| 87 | 3,710 % | 5,573 % | 5,929 % | 3,581 % | 4,146 % | 6,133 % |
| 88 | 3,716 % | 5,569 % | 5,921 % | 3,588 % | 4,146 % | 6,123 % |
| 89 | 3,721 % | 5,565 % | 5,913 % | 3,595 % | 4,147 % | 6,112 % |
| 90 | 3,727 % | 5,561 % | 5,905 % | 3,601 % | 4,148 % | 6,102 % |
| 91 | 3,732 % | 5,557 % | 5,897 % | 3,608 % | 4,148 % | 6,092 % |
| 92 | 3,737 % | 5,553 % | 5,889 % | 3,614 % | 4,149 % | 6,082 % |
| 93 | 3,742 % | 5,549 % | 5,882 % | 3,621 % | 4,149 % | 6,073 % |
| 94 | 3,747 % | 5,546 % | 5,875 % | 3,627 % | 4,150 % | 6,063 % |
| 95 | 3,751 % | 5,542 % | 5,868 % | 3,633 % | 4,150 % | 6,054 % |
| 96 | 3,756 % | 5,538 % | 5,861 % | 3,639 % | 4,151 % | 6,045 % |
| 97 | 3,761 % | 5,535 % | 5,854 % | 3,645 % | 4,151 % | 6,037 % |
| 98 | 3,765 % | 5,531 % | 5,847 % | 3,650 % | 4,152 % | 6,028 % |
| 99 | 3,769 % | 5,528 % | 5,841 % | 3,656 % | 4,152 % | 6,020 % |
| 100 | 3,774 % | 5,525 % | 5,834 % | 3,661 % | 4,153 % | 6,011 % |
| 101 | 3,778 % | 5,522 % | 5,828 % | 3,666 % | 4,153 % | 6,003 % |
| 102 | 3,782 % | 5,518 % | 5,822 % | 3,672 % | 4,154 % | 5,995 % |
| 103 | 3,786 % | 5,515 % | 5,816 % | 3,677 % | 4,154 % | 5,988 % |
| 104 | 3,790 % | 5,512 % | 5,810 % | 3,682 % | 4,155 % | 5,980 % |
| 105 | 3,794 % | 5,509 % | 5,804 % | 3,687 % | 4,155 % | 5,973 % |
| 106 | 3,798 % | 5,506 % | 5,798 % | 3,692 % | 4,156 % | 5,965 % |
| 107 | 3,802 % | 5,504 % | 5,793 % | 3,696 % | 4,156 % | 5,958 % |
| 108 | 3,805 % | 5,501 % | 5,787 % | 3,701 % | 4,156 % | 5,951 % |
| 109 | 3,809 % | 5,498 % | 5,782 % | 3,706 % | 4,157 % | 5,944 % |
| 110 | 3,812 % | 5,495 % | 5,776 % | 3,710 % | 4,157 % | 5,937 % |
| 111 | 3,816 % | 5,493 % | 5,771 % | 3,714 % | 4,158 % | 5,931 % |
| 112 | 3,819 % | 5,490 % | 5,766 % | 3,719 % | 4,158 % | 5,924 % |
| 113 | 3,823 % | 5,487 % | 5,761 % | 3,723 % | 4,158 % | 5,918 % |
| 114 | 3,826 % | 5,485 % | 5,756 % | 3,727 % | 4,159 % | 5,911 % |
| 115 | 3,829 % | 5,482 % | 5,751 % | 3,731 % | 4,159 % | 5,905 % |
| 116 | 3,832 % | 5,480 % | 5,746 % | 3,735 % | 4,159 % | 5,899 % |
| 117 | 3,836 % | 5,478 % | 5,742 % | 3,739 % | 4,160 % | 5,893 % |
| 118 | 3,839 % | 5,475 % | 5,737 % | 3,743 % | 4,160 % | 5,887 % |
| 119 | 3,842 % | 5,473 % | 5,733 % | 3,747 % | 4,160 % | 5,881 % |
| 120 | 3,845 % | 5,471 % | 5,728 % | 3,751 % | 4,161 % | 5,876 % |
| 121 | 3,848 % | 5,468 % | 5,724 % | 3,754 % | 4,161 % | 5,870 % |
| 122 | 3,851 % | 5,466 % | 5,720 % | 3,758 % | 4,161 % | 5,865 % |
| 123 | 3,853 % | 5,464 % | 5,715 % | 3,762 % | 4,162 % | 5,859 % |
| 124 | 3,856 % | 5,462 % | 5,711 % | 3,765 % | 4,162 % | 5,854 % |
| 125 | 3,859 % | 5,460 % | 5,707 % | 3,769 % | 4,162 % | 5,849 % |
| 126 | 3,862 % | 5,458 % | 5,703 % | 3,772 % | 4,163 % | 5,843 % |
| 127 | 3,864 % | 5,456 % | 5,699 % | 3,775 % | 4,163 % | 5,838 % |
| 128 | 3,867 % | 5,454 % | 5,695 % | 3,779 % | 4,163 % | 5,833 % |
| 129 | 3,869 % | 5,452 % | 5,691 % | 3,782 % | 4,164 % | 5,828 % |
| 130 | 3,872 % | 5,450 % | 5,687 % | 3,785 % | 4,164 % | 5,824 % |
| 131 | 3,874 % | 5,448 % | 5,684 % | 3,788 % | 4,164 % | 5,819 % |
| 132 | 3,877 % | 5,446 % | 5,680 % | 3,792 % | 4,164 % | 5,814 % |
| 133 | 3,879 % | 5,444 % | 5,676 % | 3,795 % | 4,165 % | 5,809 % |
| 134 | 3,882 % | 5,442 % | 5,673 % | 3,798 % | 4,165 % | 5,805 % |
| 135 | 3,884 % | 5,440 % | 5,669 % | 3,801 % | 4,165 % | 5,800 % |
| 136 | 3,886 % | 5,439 % | 5,666 % | 3,804 % | 4,165 % | 5,796 % |
| 137 | 3,889 % | 5,437 % | 5,663 % | 3,806 % | 4,166 % | 5,792 % |
| 138 | 3,891 % | 5,435 % | 5,659 % | 3,809 % | 4,166 % | 5,787 % |
| 139 | 3,893 % | 5,434 % | 5,656 % | 3,812 % | 4,166 % | 5,783 % |
| 140 | 3,895 % | 5,432 % | 5,653 % | 3,815 % | 4,166 % | 5,779 % |
| 141 | 3,898 % | 5,430 % | 5,649 % | 3,818 % | 4,167 % | 5,775 % |
| 142 | 3,900 % | 5,429 % | 5,646 % | 3,820 % | 4,167 % | 5,771 % |
| 143 | 3,902 % | 5,427 % | 5,643 % | 3,823 % | 4,167 % | 5,767 % |
| 144 | 3,904 % | 5,425 % | 5,640 % | 3,825 % | 4,167 % | 5,763 % |
| 145 | 3,906 % | 5,424 % | 5,637 % | 3,828 % | 4,168 % | 5,759 % |
| 146 | 3,908 % | 5,422 % | 5,634 % | 3,831 % | 4,168 % | 5,755 % |
| 147 | 3,910 % | 5,421 % | 5,631 % | 3,833 % | 4,168 % | 5,751 % |
| 148 | 3,912 % | 5,419 % | 5,628 % | 3,836 % | 4,168 % | 5,748 % |
| 149 | 3,914 % | 5,418 % | 5,625 % | 3,838 % | 4,168 % | 5,744 % |
| 150 | 3,916 % | 5,416 % | 5,622 % | 3,840 % | 4,169 % | 5,740 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,956 %

5,867 %

7,156 %

0,327 %

1,866 %

6,657 %

2

1,243 %

5,961 %

6,856 %

0,423 %

2,058 %

6,639 %

3

1,435 %

6,069 %

6,685 %

0,510 %

2,259 %

6,763 %

4

1,566 %

6,185 %

6,634 %

0,592 %

2,447 %

6,910 %

5

1,692 %

6,296 %

6,635 %

0,668 %

2,614 %

7,116 %

6

1,776 %

6,400 %

6,700 %

0,751 %

2,764 %

7,267 %

7

1,843 %

6,475 %

6,786 %

0,810 %

2,890 %

7,445 %

8

1,911 %

6,546 %

6,867 %

0,876 %

3,000 %

7,636 %

9

1,976 %

6,602 %

6,940 %

0,940 %

3,098 %

7,784 %

10

2,030 %

6,644 %

7,010 %

1,003 %

3,178 %

7,907 %

11

2,072 %

6,667 %

7,079 %

1,080 %

3,246 %

8,017 %

12

2,106 %

6,674 %

7,144 %

1,167 %

3,303 %

8,122 %

13

2,137 %

6,669 %

7,207 %

1,259 %

3,352 %

8,230 %

14

2,170 %

6,656 %

7,265 %

1,353 %

3,399 %

8,327 %

15

2,206 %

6,636 %

7,319 %

1,446 %

3,449 %

8,401 %

16

2,248 %

6,613 %

7,369 %

1,538 %

3,505 %

8,442 %

17

2,293 %

6,587 %

7,412 %

1,627 %

3,563 %

8,456 %

18

2,340 %

6,558 %

7,446 %

1,713 %

3,621 %

8,448 %

19

2,389 %

6,528 %

7,469 %

1,795 %

3,675 %

8,423 %

20

2,438 %

6,498 %

7,479 %

1,875 %

3,724 %

8,386 %

21

2,486 %

6,467 %

7,476 %

1,951 %

3,767 %

8,338 %

22

2,533 %

6,436 %

7,461 %

2,023 %

3,805 %

8,284 %

23

2,580 %

6,405 %

7,438 %

2,092 %

3,837 %

8,225 %

24

2,625 %

6,375 %

7,408 %

2,158 %

3,866 %

8,162 %

25

2,669 %

6,345 %

7,374 %

2,221 %

3,891 %

8,096 %

26

2,711 %

6,316 %

7,336 %

2,280 %

3,913 %

8,030 %

27

2,752 %

6,288 %

7,295 %

2,337 %

3,933 %

7,963 %

28

2,791 %

6,260 %

7,253 %

2,391 %

3,951 %

7,896 %

29

2,829 %

6,233 %

7,209 %

2,443 %

3,966 %

7,830 %

30

2,865 %

6,207 %

7,165 %

2,492 %

3,980 %

7,765 %

31

2,900 %

6,182 %

7,121 %

2,539 %

3,993 %

7,702 %

32

2,934 %

6,158 %

7,078 %

2,584 %

4,004 %

7,640 %

33

2,966 %

6,135 %

7,035 %

2,627 %

4,014 %

7,579 %

34

2,997 %

6,112 %

6,993 %

2,668 %

4,024 %

7,521 %

35

3,027 %

6,091 %

6,952 %

2,707 %

4,032 %

7,464 %

36

3,055 %

6,070 %

6,911 %

2,744 %

4,040 %

7,410 %

37

3,082 %

6,049 %

6,872 %

2,780 %

4,047 %

7,357 %

38

3,109 %

6,030 %

6,834 %

2,814 %

4,053 %

7,306 %

39

3,134 %

6,011 %

6,797 %

2,847 %

4,059 %

7,257 %

40

3,158 %

5,993 %

6,762 %

2,878 %

4,064 %

7,209 %

41

3,181 %

5,976 %

6,727 %

2,908 %

4,069 %

7,164 %

42

3,204 %

5,959 %

6,694 %

2,937 %

4,074 %

7,120 %

43

3,225 %

5,943 %

6,662 %

2,965 %

4,078 %

7,078 %

44

3,246 %

5,927 %

6,631 %

2,991 %

4,082 %

7,037 %

45

3,266 %

5,912 %

6,601 %

3,017 %

4,085 %

6,998 %

46

3,285 %

5,898 %

6,572 %

3,041 %

4,089 %

6,960 %

47

3,303 %

5,884 %

6,544 %

3,065 %

4,092 %

6,924 %

48

3,321 %

5,870 %

6,517 %

3,088 %

4,095 %

6,889 %

49

3,338 %

5,857 %

6,491 %

3,110 %

4,098 %

6,855 %

50

3,355 %

5,845 %

6,466 %

3,131 %

4,100 %

6,823 %

51

3,371 %

5,833 %

6,442 %

3,151 %

4,103 %

6,792 %

52

3,386 %

5,821 %

6,418 %

3,171 %

4,105 %

6,761 %

53

3,401 %

5,810 %

6,396 %

3,189 %

4,107 %

6,732 %

54

3,415 %

5,799 %

6,374 %

3,208 %

4,109 %

6,704 %

55

3,429 %

5,788 %

6,353 %

3,225 %

4,111 %

6,677 %

56

3,443 %

5,778 %

6,333 %

3,242 %

4,113 %

6,651 %

57

3,456 %

5,768 %

6,313 %

3,259 %

4,115 %

6,626 %

58

3,468 %

5,759 %

6,294 %

3,275 %

4,117 %

6,601 %

59

3,480 %

5,749 %

6,276 %

3,290 %

4,118 %

6,577 %

60

3,492 %

5,740 %

6,258 %

3,305 %

4,120 %

6,555 %

61

3,504 %

5,732 %

6,241 %

3,320 %

4,121 %

6,532 %

62

3,515 %

5,723 %

6,224 %

3,334 %

4,123 %

6,511 %

63

3,525 %

5,715 %

6,208 %

3,347 %

4,124 %

6,490 %

64

3,536 %

5,707 %

6,192 %

3,360 %

4,125 %

6,470 %

65

3,546 %

5,699 %

6,177 %

3,373 %

4,127 %

6,450 %

66

3,556 %

5,692 %

6,162 %

3,385 %

4,128 %

6,431 %

67

3,565 %

5,684 %

6,147 %

3,397 %

4,129 %

6,413 %

68

3,574 %

5,677 %

6,134 %

3,409 %

4,130 %

6,395 %

69

3,583 %

5,670 %

6,120 %

3,420 %

4,131 %

6,378 %

70

3,592 %

5,664 %

6,107 %

3,432 %

4,132 %

6,361 %

71

3,601 %

5,657 %

6,094 %

3,442 %

4,133 %

6,344 %

72

3,609 %

5,651 %

6,082 %

3,453 %

4,134 %

6,328 %

73

3,617 %

5,645 %

6,070 %

3,463 %

4,135 %

6,313 %

74

3,625 %

5,639 %

6,058 %

3,473 %

4,136 %

6,298 %

75

3,632 %

5,633 %

6,046 %

3,482 %

4,137 %

6,283 %

76

3,640 %

5,627 %

6,035 %

3,492 %

4,138 %

6,269 %

77

3,647 %

5,622 %

6,024 %

3,501 %

4,139 %

6,255 %

78

3,654 %

5,616 %

6,014 %

3,510 %

4,139 %

6,241 %

79

3,661 %

5,611 %

6,003 %

3,519 %

4,140 %

6,228 %

80

3,668 %

5,606 %

5,993 %

3,527 %

4,141 %

6,215 %

81

3,674 %

5,601 %

5,983 %

3,535 %

4,142 %

6,203 %

82

3,681 %

5,596 %

5,974 %

3,543 %

4,142 %

6,190 %

83

3,687 %

5,591 %

5,964 %

3,551 %

4,143 %

6,178 %

84

3,693 %

5,587 %

5,955 %

3,559 %

4,144 %

6,167 %

85

3,699 %

5,582 %

5,946 %

3,566 %

4,145 %

6,155 %

86

3,705 %

5,578 %

5,938 %

3,574 %

4,145 %

6,144 %

87

3,710 %

5,573 %

5,929 %

3,581 %

4,146 %

6,133 %

88

3,716 %

5,569 %

5,921 %

3,588 %

4,146 %

6,123 %

89

3,721 %

5,565 %

5,913 %

3,595 %

4,147 %

6,112 %

90

3,727 %

5,561 %

5,905 %

3,601 %

4,148 %

6,102 %

91

3,732 %

5,557 %

5,897 %

3,608 %

4,148 %

6,092 %

92

3,737 %

5,553 %

5,889 %

3,614 %

4,149 %

6,082 %

93

3,742 %

5,549 %

5,882 %

3,621 %

4,149 %

6,073 %

94

3,747 %

5,546 %

5,875 %

3,627 %

4,150 %

6,063 %

95

3,751 %

5,542 %

5,868 %

3,633 %

4,150 %

6,054 %

96

3,756 %

5,538 %

5,861 %

3,639 %

4,151 %

6,045 %

97

3,761 %

5,535 %

5,854 %

3,645 %

4,151 %

6,037 %

98

3,765 %

5,531 %

5,847 %

3,650 %

4,152 %

6,028 %

99

3,769 %

5,528 %

5,841 %

3,656 %

4,152 %

6,020 %

100

3,774 %

5,525 %

5,834 %

3,661 %

4,153 %

6,011 %

101

3,778 %

5,522 %

5,828 %

3,666 %

4,153 %

6,003 %

102

3,782 %

5,518 %

5,822 %

3,672 %

4,154 %

5,995 %

103

3,786 %

5,515 %

5,816 %

3,677 %

4,154 %

5,988 %

104

3,790 %

5,512 %

5,810 %

3,682 %

4,155 %

5,980 %

105

3,794 %

5,509 %

5,804 %

3,687 %

4,155 %

5,973 %

106

3,798 %

5,506 %

5,798 %

3,692 %

4,156 %

5,965 %

107

3,802 %

5,504 %

5,793 %

3,696 %

4,156 %

5,958 %

108

3,805 %

5,501 %

5,787 %

3,701 %

4,156 %

5,951 %

109

3,809 %

5,498 %

5,782 %

3,706 %

4,157 %

5,944 %

110

3,812 %

5,495 %

5,776 %

3,710 %

4,157 %

5,937 %

111

3,816 %

5,493 %

5,771 %

3,714 %

4,158 %

5,931 %

112

3,819 %

5,490 %

5,766 %

3,719 %

4,158 %

5,924 %

113

3,823 %

5,487 %

5,761 %

3,723 %

4,158 %

5,918 %

114

3,826 %

5,485 %

5,756 %

3,727 %

4,159 %

5,911 %

115

3,829 %

5,482 %

5,751 %

3,731 %

4,159 %

5,905 %

116

3,832 %

5,480 %

5,746 %

3,735 %

4,159 %

5,899 %

117

3,836 %

5,478 %

5,742 %

3,739 %

4,160 %

5,893 %

118

3,839 %

5,475 %

5,737 %

3,743 %

4,160 %

5,887 %

119

3,842 %

5,473 %

5,733 %

3,747 %

4,160 %

5,881 %

120

3,845 %

5,471 %

5,728 %

3,751 %

4,161 %

5,876 %

121

3,848 %

5,468 %

5,724 %

3,754 %

4,161 %

5,870 %

122

3,851 %

5,466 %

5,720 %

3,758 %

4,161 %

5,865 %

123

3,853 %

5,464 %

5,715 %

3,762 %

4,162 %

5,859 %

124

3,856 %

5,462 %

5,711 %

3,765 %

4,162 %

5,854 %

125

3,859 %

5,460 %

5,707 %

3,769 %

4,162 %

5,849 %

126

3,862 %

5,458 %

5,703 %

3,772 %

4,163 %

5,843 %

127

3,864 %

5,456 %

5,699 %

3,775 %

4,163 %

5,838 %

128

3,867 %

5,454 %

5,695 %

3,779 %

4,163 %

5,833 %

129

3,869 %

5,452 %

5,691 %

3,782 %

4,164 %

5,828 %

130

3,872 %

5,450 %

5,687 %

3,785 %

4,164 %

5,824 %

131

3,874 %

5,448 %

5,684 %

3,788 %

4,164 %

5,819 %

132

3,877 %

5,446 %

5,680 %

3,792 %

4,164 %

5,814 %

133

3,879 %

5,444 %

5,676 %

3,795 %

4,165 %

5,809 %

134

3,882 %

5,442 %

5,673 %

3,798 %

4,165 %

5,805 %

135

3,884 %

5,440 %

5,669 %

3,801 %

4,165 %

5,800 %

136

3,886 %

5,439 %

5,666 %

3,804 %

4,165 %

5,796 %

137

3,889 %

5,437 %

5,663 %

3,806 %

4,166 %

5,792 %

138

3,891 %

5,435 %

5,659 %

3,809 %

4,166 %

5,787 %

139

3,893 %

5,434 %

5,656 %

3,812 %

4,166 %

5,783 %

140

3,895 %

5,432 %

5,653 %

3,815 %

4,166 %

5,779 %

141

3,898 %

5,430 %

5,649 %

3,818 %

4,167 %

5,775 %

142

3,900 %

5,429 %

5,646 %

3,820 %

4,167 %

5,771 %

143

3,902 %

5,427 %

5,643 %

3,823 %

4,167 %

5,767 %

144

3,904 %

5,425 %

5,640 %

3,825 %

4,167 %

5,763 %

145

3,906 %

5,424 %

5,637 %

3,828 %

4,168 %

5,759 %

146

3,908 %

5,422 %

5,634 %

3,831 %

4,168 %

5,755 %

147

3,910 %

5,421 %

5,631 %

3,833 %

4,168 %

5,751 %

148

3,912 %

5,419 %

5,628 %

3,836 %

4,168 %

5,748 %

149

3,914 %

5,418 %

5,625 %

3,838 %

4,168 %

5,744 %

150

3,916 %

5,416 %

5,622 %

3,840 %

4,169 %

5,740 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 6,469 % | 3,311 % | 3,300 % | 8,130 % | 1,081 % | 1,492 % |
| 2 | 7,233 % | 3,394 % | 3,368 % | 7,912 % | 1,291 % | 1,639 % |
| 3 | 7,860 % | 3,489 % | 3,421 % | 7,763 % | 1,464 % | 1,729 % |
| 4 | 8,270 % | 3,560 % | 3,480 % | 7,645 % | 1,624 % | 1,780 % |
| 5 | 8,544 % | 3,614 % | 3,548 % | 7,592 % | 1,762 % | 1,825 % |
| 6 | 8,724 % | 3,659 % | 3,612 % | 7,584 % | 1,889 % | 1,851 % |
| 7 | 8,852 % | 3,694 % | 3,667 % | 7,538 % | 2,006 % | 1,874 % |
| 8 | 8,985 % | 3,719 % | 3,712 % | 7,501 % | 2,114 % | 1,902 % |
| 9 | 9,100 % | 3,739 % | 3,756 % | 7,472 % | 2,210 % | 1,931 % |
| 10 | 9,192 % | 3,755 % | 3,804 % | 7,436 % | 2,290 % | 1,957 % |
| 11 | 9,239 % | 3,770 % | 3,858 % | 7,385 % | 2,356 % | 1,977 % |
| 12 | 9,245 % | 3,784 % | 3,913 % | 7,323 % | 2,411 % | 1,991 % |
| 13 | 9,221 % | 3,797 % | 3,965 % | 7,253 % | 2,459 % | 2,000 % |
| 14 | 9,176 % | 3,809 % | 4,015 % | 7,178 % | 2,498 % | 2,004 % |
| 15 | 9,114 % | 3,821 % | 4,064 % | 7,100 % | 2,527 % | 2,003 % |
| 16 | 9,042 % | 3,832 % | 4,114 % | 7,022 % | 2,547 % | 1,997 % |
| 17 | 8,961 % | 3,843 % | 4,162 % | 6,942 % | 2,561 % | 1,991 % |
| 18 | 8,875 % | 3,853 % | 4,207 % | 6,864 % | 2,574 % | 1,990 % |
| 19 | 8,786 % | 3,863 % | 4,247 % | 6,787 % | 2,589 % | 1,995 % |
| 20 | 8,695 % | 3,872 % | 4,281 % | 6,711 % | 2,607 % | 2,010 % |
| 21 | 8,603 % | 3,881 % | 4,309 % | 6,637 % | 2,631 % | 2,035 % |
| 22 | 8,512 % | 3,889 % | 4,332 % | 6,566 % | 2,658 % | 2,068 % |
| 23 | 8,421 % | 3,897 % | 4,350 % | 6,496 % | 2,687 % | 2,105 % |
| 24 | 8,333 % | 3,905 % | 4,364 % | 6,429 % | 2,718 % | 2,147 % |
| 25 | 8,246 % | 3,913 % | 4,375 % | 6,365 % | 2,751 % | 2,190 % |
| 26 | 8,162 % | 3,920 % | 4,384 % | 6,303 % | 2,783 % | 2,235 % |
| 27 | 8,080 % | 3,926 % | 4,391 % | 6,243 % | 2,816 % | 2,280 % |
| 28 | 8,001 % | 3,933 % | 4,395 % | 6,185 % | 2,849 % | 2,325 % |
| 29 | 7,924 % | 3,939 % | 4,399 % | 6,130 % | 2,881 % | 2,370 % |
| 30 | 7,850 % | 3,945 % | 4,401 % | 6,078 % | 2,912 % | 2,414 % |
| 31 | 7,779 % | 3,951 % | 4,402 % | 6,027 % | 2,943 % | 2,457 % |
| 32 | 7,711 % | 3,957 % | 4,403 % | 5,978 % | 2,973 % | 2,499 % |
| 33 | 7,645 % | 3,962 % | 4,402 % | 5,932 % | 3,002 % | 2,540 % |
| 34 | 7,582 % | 3,968 % | 4,402 % | 5,887 % | 3,031 % | 2,580 % |
| 35 | 7,522 % | 3,973 % | 4,400 % | 5,845 % | 3,058 % | 2,619 % |
| 36 | 7,464 % | 3,977 % | 4,399 % | 5,804 % | 3,085 % | 2,656 % |
| 37 | 7,408 % | 3,982 % | 4,397 % | 5,764 % | 3,111 % | 2,692 % |
| 38 | 7,354 % | 3,987 % | 4,395 % | 5,727 % | 3,135 % | 2,727 % |
| 39 | 7,303 % | 3,991 % | 4,392 % | 5,691 % | 3,159 % | 2,760 % |
| 40 | 7,254 % | 3,995 % | 4,390 % | 5,656 % | 3,182 % | 2,793 % |
| 41 | 7,206 % | 3,999 % | 4,387 % | 5,623 % | 3,205 % | 2,824 % |
| 42 | 7,161 % | 4,003 % | 4,384 % | 5,591 % | 3,226 % | 2,854 % |
| 43 | 7,117 % | 4,007 % | 4,382 % | 5,560 % | 3,247 % | 2,883 % |
| 44 | 7,075 % | 4,011 % | 4,379 % | 5,531 % | 3,267 % | 2,911 % |
| 45 | 7,035 % | 4,014 % | 4,376 % | 5,502 % | 3,286 % | 2,938 % |
| 46 | 6,996 % | 4,018 % | 4,373 % | 5,475 % | 3,305 % | 2,964 % |
| 47 | 6,959 % | 4,021 % | 4,371 % | 5,449 % | 3,322 % | 2,989 % |
| 48 | 6,923 % | 4,024 % | 4,368 % | 5,424 % | 3,340 % | 3,013 % |
| 49 | 6,889 % | 4,027 % | 4,365 % | 5,399 % | 3,356 % | 3,036 % |
| 50 | 6,856 % | 4,030 % | 4,363 % | 5,376 % | 3,373 % | 3,058 % |
| 51 | 6,824 % | 4,033 % | 4,360 % | 5,353 % | 3,388 % | 3,080 % |
| 52 | 6,793 % | 4,036 % | 4,357 % | 5,332 % | 3,403 % | 3,101 % |
| 53 | 6,763 % | 4,039 % | 4,355 % | 5,311 % | 3,418 % | 3,121 % |
| 54 | 6,734 % | 4,042 % | 4,352 % | 5,290 % | 3,432 % | 3,140 % |
| 55 | 6,707 % | 4,044 % | 4,350 % | 5,271 % | 3,445 % | 3,159 % |
| 56 | 6,680 % | 4,047 % | 4,348 % | 5,252 % | 3,458 % | 3,177 % |
| 57 | 6,654 % | 4,049 % | 4,345 % | 5,234 % | 3,471 % | 3,195 % |
| 58 | 6,629 % | 4,052 % | 4,343 % | 5,216 % | 3,483 % | 3,212 % |
| 59 | 6,605 % | 4,054 % | 4,341 % | 5,199 % | 3,495 % | 3,228 % |
| 60 | 6,582 % | 4,056 % | 4,339 % | 5,182 % | 3,507 % | 3,244 % |
| 61 | 6,559 % | 4,058 % | 4,336 % | 5,166 % | 3,518 % | 3,260 % |
| 62 | 6,537 % | 4,061 % | 4,334 % | 5,151 % | 3,529 % | 3,275 % |
| 63 | 6,516 % | 4,063 % | 4,332 % | 5,136 % | 3,539 % | 3,289 % |
| 64 | 6,495 % | 4,065 % | 4,330 % | 5,121 % | 3,549 % | 3,303 % |
| 65 | 6,475 % | 4,067 % | 4,329 % | 5,107 % | 3,559 % | 3,317 % |
| 66 | 6,456 % | 4,069 % | 4,327 % | 5,093 % | 3,569 % | 3,330 % |
| 67 | 6,437 % | 4,070 % | 4,325 % | 5,080 % | 3,578 % | 3,343 % |
| 68 | 6,419 % | 4,072 % | 4,323 % | 5,067 % | 3,587 % | 3,355 % |
| 69 | 6,401 % | 4,074 % | 4,321 % | 5,055 % | 3,596 % | 3,368 % |
| 70 | 6,384 % | 4,076 % | 4,320 % | 5,042 % | 3,605 % | 3,379 % |
| 71 | 6,367 % | 4,077 % | 4,318 % | 5,030 % | 3,613 % | 3,391 % |
| 72 | 6,351 % | 4,079 % | 4,316 % | 5,019 % | 3,621 % | 3,402 % |
| 73 | 6,335 % | 4,081 % | 4,315 % | 5,008 % | 3,629 % | 3,413 % |
| 74 | 6,320 % | 4,082 % | 4,313 % | 4,997 % | 3,637 % | 3,423 % |
| 75 | 6,305 % | 4,084 % | 4,312 % | 4,986 % | 3,644 % | 3,434 % |
| 76 | 6,290 % | 4,085 % | 4,310 % | 4,976 % | 3,651 % | 3,444 % |
| 77 | 6,276 % | 4,087 % | 4,309 % | 4,966 % | 3,658 % | 3,453 % |
| 78 | 6,262 % | 4,088 % | 4,308 % | 4,956 % | 3,665 % | 3,463 % |
| 79 | 6,249 % | 4,089 % | 4,306 % | 4,946 % | 3,672 % | 3,472 % |
| 80 | 6,235 % | 4,091 % | 4,305 % | 4,937 % | 3,679 % | 3,481 % |
| 81 | 6,223 % | 4,092 % | 4,304 % | 4,928 % | 3,685 % | 3,490 % |
| 82 | 6,210 % | 4,093 % | 4,302 % | 4,919 % | 3,691 % | 3,499 % |
| 83 | 6,198 % | 4,095 % | 4,301 % | 4,910 % | 3,697 % | 3,507 % |
| 84 | 6,186 % | 4,096 % | 4,300 % | 4,902 % | 3,703 % | 3,515 % |
| 85 | 6,174 % | 4,097 % | 4,299 % | 4,893 % | 3,709 % | 3,523 % |
| 86 | 6,163 % | 4,098 % | 4,298 % | 4,885 % | 3,715 % | 3,531 % |
| 87 | 6,152 % | 4,099 % | 4,297 % | 4,877 % | 3,720 % | 3,539 % |
| 88 | 6,141 % | 4,100 % | 4,296 % | 4,870 % | 3,726 % | 3,546 % |
| 89 | 6,130 % | 4,102 % | 4,294 % | 4,862 % | 3,731 % | 3,554 % |
| 90 | 6,120 % | 4,103 % | 4,293 % | 4,855 % | 3,736 % | 3,561 % |
| 91 | 6,110 % | 4,104 % | 4,292 % | 4,848 % | 3,741 % | 3,568 % |
| 92 | 6,100 % | 4,105 % | 4,291 % | 4,841 % | 3,746 % | 3,575 % |
| 93 | 6,090 % | 4,106 % | 4,290 % | 4,834 % | 3,751 % | 3,581 % |
| 94 | 6,081 % | 4,107 % | 4,289 % | 4,827 % | 3,756 % | 3,588 % |
| 95 | 6,071 % | 4,108 % | 4,288 % | 4,820 % | 3,761 % | 3,594 % |
| 96 | 6,062 % | 4,109 % | 4,288 % | 4,814 % | 3,765 % | 3,601 % |
| 97 | 6,053 % | 4,110 % | 4,287 % | 4,807 % | 3,770 % | 3,607 % |
| 98 | 6,045 % | 4,110 % | 4,286 % | 4,801 % | 3,774 % | 3,613 % |
| 99 | 6,036 % | 4,111 % | 4,285 % | 4,795 % | 3,778 % | 3,619 % |
| 100 | 6,028 % | 4,112 % | 4,284 % | 4,789 % | 3,783 % | 3,625 % |
| 101 | 6,019 % | 4,113 % | 4,283 % | 4,783 % | 3,787 % | 3,630 % |
| 102 | 6,011 % | 4,114 % | 4,282 % | 4,778 % | 3,791 % | 3,636 % |
| 103 | 6,003 % | 4,115 % | 4,282 % | 4,772 % | 3,795 % | 3,641 % |
| 104 | 5,996 % | 4,116 % | 4,281 % | 4,766 % | 3,799 % | 3,647 % |
| 105 | 5,988 % | 4,116 % | 4,280 % | 4,761 % | 3,802 % | 3,652 % |
| 106 | 5,981 % | 4,117 % | 4,279 % | 4,756 % | 3,806 % | 3,657 % |
| 107 | 5,973 % | 4,118 % | 4,279 % | 4,751 % | 3,810 % | 3,662 % |
| 108 | 5,966 % | 4,119 % | 4,278 % | 4,745 % | 3,813 % | 3,667 % |
| 109 | 5,959 % | 4,119 % | 4,277 % | 4,740 % | 3,817 % | 3,672 % |
| 110 | 5,952 % | 4,120 % | 4,276 % | 4,735 % | 3,820 % | 3,677 % |
| 111 | 5,945 % | 4,121 % | 4,276 % | 4,731 % | 3,824 % | 3,681 % |
| 112 | 5,939 % | 4,122 % | 4,275 % | 4,726 % | 3,827 % | 3,686 % |
| 113 | 5,932 % | 4,122 % | 4,274 % | 4,721 % | 3,831 % | 3,691 % |
| 114 | 5,926 % | 4,123 % | 4,274 % | 4,717 % | 3,834 % | 3,695 % |
| 115 | 5,919 % | 4,124 % | 4,273 % | 4,712 % | 3,837 % | 3,699 % |
| 116 | 5,913 % | 4,124 % | 4,272 % | 4,708 % | 3,840 % | 3,704 % |
| 117 | 5,907 % | 4,125 % | 4,272 % | 4,703 % | 3,843 % | 3,708 % |
| 118 | 5,901 % | 4,126 % | 4,271 % | 4,699 % | 3,846 % | 3,712 % |
| 119 | 5,895 % | 4,126 % | 4,271 % | 4,695 % | 3,849 % | 3,716 % |
| 120 | 5,889 % | 4,127 % | 4,270 % | 4,691 % | 3,852 % | 3,720 % |
| 121 | 5,883 % | 4,127 % | 4,269 % | 4,687 % | 3,855 % | 3,724 % |
| 122 | 5,878 % | 4,128 % | 4,269 % | 4,683 % | 3,858 % | 3,728 % |
| 123 | 5,872 % | 4,129 % | 4,268 % | 4,679 % | 3,861 % | 3,732 % |
| 124 | 5,867 % | 4,129 % | 4,268 % | 4,675 % | 3,863 % | 3,736 % |
| 125 | 5,862 % | 4,130 % | 4,267 % | 4,671 % | 3,866 % | 3,739 % |
| 126 | 5,856 % | 4,130 % | 4,267 % | 4,667 % | 3,869 % | 3,743 % |
| 127 | 5,851 % | 4,131 % | 4,266 % | 4,664 % | 3,871 % | 3,747 % |
| 128 | 5,846 % | 4,131 % | 4,266 % | 4,660 % | 3,874 % | 3,750 % |
| 129 | 5,841 % | 4,132 % | 4,265 % | 4,656 % | 3,876 % | 3,754 % |
| 130 | 5,836 % | 4,132 % | 4,265 % | 4,653 % | 3,879 % | 3,757 % |
| 131 | 5,831 % | 4,133 % | 4,264 % | 4,649 % | 3,881 % | 3,760 % |
| 132 | 5,826 % | 4,133 % | 4,264 % | 4,646 % | 3,884 % | 3,764 % |
| 133 | 5,822 % | 4,134 % | 4,263 % | 4,643 % | 3,886 % | 3,767 % |
| 134 | 5,817 % | 4,134 % | 4,263 % | 4,639 % | 3,888 % | 3,770 % |
| 135 | 5,812 % | 4,135 % | 4,262 % | 4,636 % | 3,891 % | 3,773 % |
| 136 | 5,808 % | 4,135 % | 4,262 % | 4,633 % | 3,893 % | 3,777 % |
| 137 | 5,803 % | 4,136 % | 4,261 % | 4,630 % | 3,895 % | 3,780 % |
| 138 | 5,799 % | 4,136 % | 4,261 % | 4,627 % | 3,897 % | 3,783 % |
| 139 | 5,795 % | 4,137 % | 4,260 % | 4,624 % | 3,900 % | 3,786 % |
| 140 | 5,790 % | 4,137 % | 4,260 % | 4,621 % | 3,902 % | 3,789 % |
| 141 | 5,786 % | 4,138 % | 4,260 % | 4,618 % | 3,904 % | 3,792 % |
| 142 | 5,782 % | 4,138 % | 4,259 % | 4,615 % | 3,906 % | 3,794 % |
| 143 | 5,778 % | 4,139 % | 4,259 % | 4,612 % | 3,908 % | 3,797 % |
| 144 | 5,774 % | 4,139 % | 4,258 % | 4,609 % | 3,910 % | 3,800 % |
| 145 | 5,770 % | 4,139 % | 4,258 % | 4,606 % | 3,912 % | 3,803 % |
| 146 | 5,766 % | 4,140 % | 4,258 % | 4,603 % | 3,914 % | 3,806 % |
| 147 | 5,762 % | 4,140 % | 4,257 % | 4,600 % | 3,916 % | 3,808 % |
| 148 | 5,758 % | 4,141 % | 4,257 % | 4,598 % | 3,918 % | 3,811 % |
| 149 | 5,755 % | 4,141 % | 4,256 % | 4,595 % | 3,920 % | 3,813 % |
| 150 | 5,751 % | 4,141 % | 4,256 % | 4,592 % | 3,922 % | 3,816 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

6,469 %

3,311 %

3,300 %

8,130 %

1,081 %

1,492 %

2

7,233 %

3,394 %

3,368 %

7,912 %

1,291 %

1,639 %

3

7,860 %

3,489 %

3,421 %

7,763 %

1,464 %

1,729 %

4

8,270 %

3,560 %

3,480 %

7,645 %

1,624 %

1,780 %

5

8,544 %

3,614 %

3,548 %

7,592 %

1,762 %

1,825 %

6

8,724 %

3,659 %

3,612 %

7,584 %

1,889 %

1,851 %

7

8,852 %

3,694 %

3,667 %

7,538 %

2,006 %

1,874 %

8

8,985 %

3,719 %

3,712 %

7,501 %

2,114 %

1,902 %

9

9,100 %

3,739 %

3,756 %

7,472 %

2,210 %

1,931 %

10

9,192 %

3,755 %

3,804 %

7,436 %

2,290 %

1,957 %

11

9,239 %

3,770 %

3,858 %

7,385 %

2,356 %

1,977 %

12

9,245 %

3,784 %

3,913 %

7,323 %

2,411 %

1,991 %

13

9,221 %

3,797 %

3,965 %

7,253 %

2,459 %

2,000 %

14

9,176 %

3,809 %

4,015 %

7,178 %

2,498 %

2,004 %

15

9,114 %

3,821 %

4,064 %

7,100 %

2,527 %

2,003 %

16

9,042 %

3,832 %

4,114 %

7,022 %

2,547 %

1,997 %

17

8,961 %

3,843 %

4,162 %

6,942 %

2,561 %

1,991 %

18

8,875 %

3,853 %

4,207 %

6,864 %

2,574 %

1,990 %

19

8,786 %

3,863 %

4,247 %

6,787 %

2,589 %

1,995 %

20

8,695 %

3,872 %

4,281 %

6,711 %

2,607 %

2,010 %

21

8,603 %

3,881 %

4,309 %

6,637 %

2,631 %

2,035 %

22

8,512 %

3,889 %

4,332 %

6,566 %

2,658 %

2,068 %

23

8,421 %

3,897 %

4,350 %

6,496 %

2,687 %

2,105 %

24

8,333 %

3,905 %

4,364 %

6,429 %

2,718 %

2,147 %

25

8,246 %

3,913 %

4,375 %

6,365 %

2,751 %

2,190 %

26

8,162 %

3,920 %

4,384 %

6,303 %

2,783 %

2,235 %

27

8,080 %

3,926 %

4,391 %

6,243 %

2,816 %

2,280 %

28

8,001 %

3,933 %

4,395 %

6,185 %

2,849 %

2,325 %

29

7,924 %

3,939 %

4,399 %

6,130 %

2,881 %

2,370 %

30

7,850 %

3,945 %

4,401 %

6,078 %

2,912 %

2,414 %

31

7,779 %

3,951 %

4,402 %

6,027 %

2,943 %

2,457 %

32

7,711 %

3,957 %

4,403 %

5,978 %

2,973 %

2,499 %

33

7,645 %

3,962 %

4,402 %

5,932 %

3,002 %

2,540 %

34

7,582 %

3,968 %

4,402 %

5,887 %

3,031 %

2,580 %

35

7,522 %

3,973 %

4,400 %

5,845 %

3,058 %

2,619 %

36

7,464 %

3,977 %

4,399 %

5,804 %

3,085 %

2,656 %

37

7,408 %

3,982 %

4,397 %

5,764 %

3,111 %

2,692 %

38

7,354 %

3,987 %

4,395 %

5,727 %

3,135 %

2,727 %

39

7,303 %

3,991 %

4,392 %

5,691 %

3,159 %

2,760 %

40

7,254 %

3,995 %

4,390 %

5,656 %

3,182 %

2,793 %

41

7,206 %

3,999 %

4,387 %

5,623 %

3,205 %

2,824 %

42

7,161 %

4,003 %

4,384 %

5,591 %

3,226 %

2,854 %

43

7,117 %

4,007 %

4,382 %

5,560 %

3,247 %

2,883 %

44

7,075 %

4,011 %

4,379 %

5,531 %

3,267 %

2,911 %

45

7,035 %

4,014 %

4,376 %

5,502 %

3,286 %

2,938 %

46

6,996 %

4,018 %

4,373 %

5,475 %

3,305 %

2,964 %

47

6,959 %

4,021 %

4,371 %

5,449 %

3,322 %

2,989 %

48

6,923 %

4,024 %

4,368 %

5,424 %

3,340 %

3,013 %

49

6,889 %

4,027 %

4,365 %

5,399 %

3,356 %

3,036 %

50

6,856 %

4,030 %

4,363 %

5,376 %

3,373 %

3,058 %

51

6,824 %

4,033 %

4,360 %

5,353 %

3,388 %

3,080 %

52

6,793 %

4,036 %

4,357 %

5,332 %

3,403 %

3,101 %

53

6,763 %

4,039 %

4,355 %

5,311 %

3,418 %

3,121 %

54

6,734 %

4,042 %

4,352 %

5,290 %

3,432 %

3,140 %

55

6,707 %

4,044 %

4,350 %

5,271 %

3,445 %

3,159 %

56

6,680 %

4,047 %

4,348 %

5,252 %

3,458 %

3,177 %

57

6,654 %

4,049 %

4,345 %

5,234 %

3,471 %

3,195 %

58

6,629 %

4,052 %

4,343 %

5,216 %

3,483 %

3,212 %

59

6,605 %

4,054 %

4,341 %

5,199 %

3,495 %

3,228 %

60

6,582 %

4,056 %

4,339 %

5,182 %

3,507 %

3,244 %

61

6,559 %

4,058 %

4,336 %

5,166 %

3,518 %

3,260 %

62

6,537 %

4,061 %

4,334 %

5,151 %

3,529 %

3,275 %

63

6,516 %

4,063 %

4,332 %

5,136 %

3,539 %

3,289 %

64

6,495 %

4,065 %

4,330 %

5,121 %

3,549 %

3,303 %

65

6,475 %

4,067 %

4,329 %

5,107 %

3,559 %

3,317 %

66

6,456 %

4,069 %

4,327 %

5,093 %

3,569 %

3,330 %

67

6,437 %

4,070 %

4,325 %

5,080 %

3,578 %

3,343 %

68

6,419 %

4,072 %

4,323 %

5,067 %

3,587 %

3,355 %

69

6,401 %

4,074 %

4,321 %

5,055 %

3,596 %

3,368 %

70

6,384 %

4,076 %

4,320 %

5,042 %

3,605 %

3,379 %

71

6,367 %

4,077 %

4,318 %

5,030 %

3,613 %

3,391 %

72

6,351 %

4,079 %

4,316 %

5,019 %

3,621 %

3,402 %

73

6,335 %

4,081 %

4,315 %

5,008 %

3,629 %

3,413 %

74

6,320 %

4,082 %

4,313 %

4,997 %

3,637 %

3,423 %

75

6,305 %

4,084 %

4,312 %

4,986 %

3,644 %

3,434 %

76

6,290 %

4,085 %

4,310 %

4,976 %

3,651 %

3,444 %

77

6,276 %

4,087 %

4,309 %

4,966 %

3,658 %

3,453 %

78

6,262 %

4,088 %

4,308 %

4,956 %

3,665 %

3,463 %

79

6,249 %

4,089 %

4,306 %

4,946 %

3,672 %

3,472 %

80

6,235 %

4,091 %

4,305 %

4,937 %

3,679 %

3,481 %

81

6,223 %

4,092 %

4,304 %

4,928 %

3,685 %

3,490 %

82

6,210 %

4,093 %

4,302 %

4,919 %

3,691 %

3,499 %

83

6,198 %

4,095 %

4,301 %

4,910 %

3,697 %

3,507 %

84

6,186 %

4,096 %

4,300 %

4,902 %

3,703 %

3,515 %

85

6,174 %

4,097 %

4,299 %

4,893 %

3,709 %

3,523 %

86

6,163 %

4,098 %

4,298 %

4,885 %

3,715 %

3,531 %

87

6,152 %

4,099 %

4,297 %

4,877 %

3,720 %

3,539 %

88

6,141 %

4,100 %

4,296 %

4,870 %

3,726 %

3,546 %

89

6,130 %

4,102 %

4,294 %

4,862 %

3,731 %

3,554 %

90

6,120 %

4,103 %

4,293 %

4,855 %

3,736 %

3,561 %

91

6,110 %

4,104 %

4,292 %

4,848 %

3,741 %

3,568 %

92

6,100 %

4,105 %

4,291 %

4,841 %

3,746 %

3,575 %

93

6,090 %

4,106 %

4,290 %

4,834 %

3,751 %

3,581 %

94

6,081 %

4,107 %

4,289 %

4,827 %

3,756 %

3,588 %

95

6,071 %

4,108 %

4,288 %

4,820 %

3,761 %

3,594 %

96

6,062 %

4,109 %

4,288 %

4,814 %

3,765 %

3,601 %

97

6,053 %

4,110 %

4,287 %

4,807 %

3,770 %

3,607 %

98

6,045 %

4,110 %

4,286 %

4,801 %

3,774 %

3,613 %

99

6,036 %

4,111 %

4,285 %

4,795 %

3,778 %

3,619 %

100

6,028 %

4,112 %

4,284 %

4,789 %

3,783 %

3,625 %

101

6,019 %

4,113 %

4,283 %

4,783 %

3,787 %

3,630 %

102

6,011 %

4,114 %

4,282 %

4,778 %

3,791 %

3,636 %

103

6,003 %

4,115 %

4,282 %

4,772 %

3,795 %

3,641 %

104

5,996 %

4,116 %

4,281 %

4,766 %

3,799 %

3,647 %

105

5,988 %

4,116 %

4,280 %

4,761 %

3,802 %

3,652 %

106

5,981 %

4,117 %

4,279 %

4,756 %

3,806 %

3,657 %

107

5,973 %

4,118 %

4,279 %

4,751 %

3,810 %

3,662 %

108

5,966 %

4,119 %

4,278 %

4,745 %

3,813 %

3,667 %

109

5,959 %

4,119 %

4,277 %

4,740 %

3,817 %

3,672 %

110

5,952 %

4,120 %

4,276 %

4,735 %

3,820 %

3,677 %

111

5,945 %

4,121 %

4,276 %

4,731 %

3,824 %

3,681 %

112

5,939 %

4,122 %

4,275 %

4,726 %

3,827 %

3,686 %

113

5,932 %

4,122 %

4,274 %

4,721 %

3,831 %

3,691 %

114

5,926 %

4,123 %

4,274 %

4,717 %

3,834 %

3,695 %

115

5,919 %

4,124 %

4,273 %

4,712 %

3,837 %

3,699 %

116

5,913 %

4,124 %

4,272 %

4,708 %

3,840 %

3,704 %

117

5,907 %

4,125 %

4,272 %

4,703 %

3,843 %

3,708 %

118

5,901 %

4,126 %

4,271 %

4,699 %

3,846 %

3,712 %

119

5,895 %

4,126 %

4,271 %

4,695 %

3,849 %

3,716 %

120

5,889 %

4,127 %

4,270 %

4,691 %

3,852 %

3,720 %

121

5,883 %

4,127 %

4,269 %

4,687 %

3,855 %

3,724 %

122

5,878 %

4,128 %

4,269 %

4,683 %

3,858 %

3,728 %

123

5,872 %

4,129 %

4,268 %

4,679 %

3,861 %

3,732 %

124

5,867 %

4,129 %

4,268 %

4,675 %

3,863 %

3,736 %

125

5,862 %

4,130 %

4,267 %

4,671 %

3,866 %

3,739 %

126

5,856 %

4,130 %

4,267 %

4,667 %

3,869 %

3,743 %

127

5,851 %

4,131 %

4,266 %

4,664 %

3,871 %

3,747 %

128

5,846 %

4,131 %

4,266 %

4,660 %

3,874 %

3,750 %

129

5,841 %

4,132 %

4,265 %

4,656 %

3,876 %

3,754 %

130

5,836 %

4,132 %

4,265 %

4,653 %

3,879 %

3,757 %

131

5,831 %

4,133 %

4,264 %

4,649 %

3,881 %

3,760 %

132

5,826 %

4,133 %

4,264 %

4,646 %

3,884 %

3,764 %

133

5,822 %

4,134 %

4,263 %

4,643 %

3,886 %

3,767 %

134

5,817 %

4,134 %

4,263 %

4,639 %

3,888 %

3,770 %

135

5,812 %

4,135 %

4,262 %

4,636 %

3,891 %

3,773 %

136

5,808 %

4,135 %

4,262 %

4,633 %

3,893 %

3,777 %

137

5,803 %

4,136 %

4,261 %

4,630 %

3,895 %

3,780 %

138

5,799 %

4,136 %

4,261 %

4,627 %

3,897 %

3,783 %

139

5,795 %

4,137 %

4,260 %

4,624 %

3,900 %

3,786 %

140

5,790 %

4,137 %

4,260 %

4,621 %

3,902 %

3,789 %

141

5,786 %

4,138 %

4,260 %

4,618 %

3,904 %

3,792 %

142

5,782 %

4,138 %

4,259 %

4,615 %

3,906 %

3,794 %

143

5,778 %

4,139 %

4,259 %

4,612 %

3,908 %

3,797 %

144

5,774 %

4,139 %

4,258 %

4,609 %

3,910 %

3,800 %

145

5,770 %

4,139 %

4,258 %

4,606 %

3,912 %

3,803 %

146

5,766 %

4,140 %

4,258 %

4,603 %

3,914 %

3,806 %

147

5,762 %

4,140 %

4,257 %

4,600 %

3,916 %

3,808 %

148

5,758 %

4,141 %

4,257 %

4,598 %

3,918 %

3,811 %

149

5,755 %

4,141 %

4,256 %

4,595 %

3,920 %

3,813 %

150

5,751 %

4,141 %

4,256 %

4,592 %

3,922 %

3,816 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 12,510 % | 1,451 % | – 0,088 % |
| 2 | 11,835 % | 1,629 % | – 0,066 % |
| 3 | 11,772 % | 1,749 % | – 0,048 % |
| 4 | 11,478 % | 1,834 % | – 0,020 % |
| 5 | 11,238 % | 1,899 % | 0,008 % |
| 6 | 11,034 % | 1,982 % | 0,036 % |
| 7 | 10,881 % | 2,044 % | 0,065 % |
| 8 | 10,798 % | 2,100 % | 0,095 % |
| 9 | 10,746 % | 2,156 % | 0,127 % |
| 10 | 10,690 % | 2,205 % | 0,161 % |
| 11 | 10,610 % | 2,246 % | 0,199 % |
| 12 | 10,510 % | 2,281 % | 0,241 % |
| 13 | 10,396 % | 2,311 % | 0,286 % |
| 14 | 10,272 % | 2,336 % | 0,332 % |
| 15 | 10,142 % | 2,358 % | 0,377 % |
| 16 | 10,009 % | 2,377 % | 0,420 % |
| 17 | 9,874 % | 2,393 % | 0,460 % |
| 18 | 9,740 % | 2,407 % | 0,499 % |
| 19 | 9,607 % | 2,419 % | 0,536 % |
| 20 | 9,476 % | 2,428 % | 0,570 % |
| 21 | 9,349 % | 2,436 % | 0,603 % |
| 22 | 9,224 % | 2,442 % | 0,634 % |
| 23 | 9,104 % | 2,447 % | 0,662 % |
| 24 | 8,987 % | 2,451 % | 0,686 % |
| 25 | 8,875 % | 2,455 % | 0,706 % |
| 26 | 8,766 % | 2,458 % | 0,723 % |
| 27 | 8,662 % | 2,461 % | 0,739 % |
| 28 | 8,562 % | 2,463 % | 0,755 % |
| 29 | 8,466 % | 2,465 % | 0,775 % |
| 30 | 8,374 % | 2,466 % | 0,798 % |
| 31 | 8,286 % | 2,468 % | 0,827 % |
| 32 | 8,202 % | 2,468 % | 0,860 % |
| 33 | 8,121 % | 2,468 % | 0,896 % |
| 34 | 8,044 % | 2,467 % | 0,934 % |
| 35 | 7,970 % | 2,465 % | 0,974 % |
| 36 | 7,900 % | 2,462 % | 1,014 % |
| 37 | 7,832 % | 2,457 % | 1,054 % |
| 38 | 7,767 % | 2,451 % | 1,095 % |
| 39 | 7,705 % | 2,444 % | 1,135 % |
| 40 | 7,646 % | 2,434 % | 1,175 % |
| 41 | 7,589 % | 2,422 % | 1,214 % |
| 42 | 7,534 % | 2,410 % | 1,253 % |
| 43 | 7,482 % | 2,398 % | 1,290 % |
| 44 | 7,431 % | 2,387 % | 1,327 % |
| 45 | 7,383 % | 2,378 % | 1,363 % |
| 46 | 7,337 % | 2,372 % | 1,398 % |
| 47 | 7,292 % | 2,367 % | 1,432 % |
| 48 | 7,249 % | 2,366 % | 1,465 % |
| 49 | 7,208 % | 2,368 % | 1,497 % |
| 50 | 7,168 % | 2,374 % | 1,528 % |
| 51 | 7,130 % | 2,383 % | 1,559 % |
| 52 | 7,093 % | 2,394 % | 1,588 % |
| 53 | 7,058 % | 2,409 % | 1,617 % |
| 54 | 7,023 % | 2,425 % | 1,644 % |
| 55 | 6,990 % | 2,442 % | 1,671 % |
| 56 | 6,958 % | 2,460 % | 1,697 % |
| 57 | 6,928 % | 2,480 % | 1,722 % |
| 58 | 6,898 % | 2,500 % | 1,747 % |
| 59 | 6,869 % | 2,520 % | 1,771 % |
| 60 | 6,841 % | 2,541 % | 1,794 % |
| 61 | 6,814 % | 2,562 % | 1,816 % |
| 62 | 6,788 % | 2,583 % | 1,838 % |
| 63 | 6,763 % | 2,603 % | 1,859 % |
| 64 | 6,738 % | 2,624 % | 1,879 % |
| 65 | 6,715 % | 2,645 % | 1,899 % |
| 66 | 6,692 % | 2,665 % | 1,918 % |
| 67 | 6,669 % | 2,685 % | 1,937 % |
| 68 | 6,648 % | 2,705 % | 1,955 % |
| 69 | 6,627 % | 2,724 % | 1,973 % |
| 70 | 6,606 % | 2,743 % | 1,990 % |
| 71 | 6,586 % | 2,762 % | 2,007 % |
| 72 | 6,567 % | 2,781 % | 2,024 % |
| 73 | 6,548 % | 2,799 % | 2,040 % |
| 74 | 6,530 % | 2,817 % | 2,055 % |
| 75 | 6,512 % | 2,834 % | 2,070 % |
| 76 | 6,495 % | 2,851 % | 2,085 % |
| 77 | 6,478 % | 2,868 % | 2,099 % |
| 78 | 6,461 % | 2,884 % | 2,113 % |
| 79 | 6,445 % | 2,900 % | 2,127 % |
| 80 | 6,430 % | 2,916 % | 2,140 % |
| 81 | 6,414 % | 2,931 % | 2,153 % |
| 82 | 6,399 % | 2,946 % | 2,166 % |
| 83 | 6,385 % | 2,961 % | 2,178 % |
| 84 | 6,371 % | 2,975 % | 2,190 % |
| 85 | 6,357 % | 2,990 % | 2,202 % |
| 86 | 6,343 % | 3,003 % | 2,214 % |
| 87 | 6,330 % | 3,017 % | 2,225 % |
| 88 | 6,317 % | 3,030 % | 2,236 % |
| 89 | 6,305 % | 3,043 % | 2,247 % |
| 90 | 6,292 % | 3,056 % | 2,257 % |
| 91 | 6,280 % | 3,068 % | 2,267 % |
| 92 | 6,268 % | 3,080 % | 2,278 % |
| 93 | 6,257 % | 3,092 % | 2,287 % |
| 94 | 6,246 % | 3,104 % | 2,297 % |
| 95 | 6,234 % | 3,115 % | 2,307 % |
| 96 | 6,224 % | 3,126 % | 2,316 % |
| 97 | 6,213 % | 3,137 % | 2,325 % |
| 98 | 6,203 % | 3,148 % | 2,334 % |
| 99 | 6,192 % | 3,159 % | 2,342 % |
| 100 | 6,183 % | 3,169 % | 2,351 % |
| 101 | 6,173 % | 3,179 % | 2,359 % |
| 102 | 6,163 % | 3,189 % | 2,368 % |
| 103 | 6,154 % | 3,199 % | 2,376 % |
| 104 | 6,145 % | 3,208 % | 2,384 % |
| 105 | 6,136 % | 3,218 % | 2,391 % |
| 106 | 6,127 % | 3,227 % | 2,399 % |
| 107 | 6,118 % | 3,236 % | 2,406 % |
| 108 | 6,109 % | 3,245 % | 2,414 % |
| 109 | 6,101 % | 3,253 % | 2,421 % |
| 110 | 6,093 % | 3,262 % | 2,428 % |
| 111 | 6,085 % | 3,270 % | 2,435 % |
| 112 | 6,077 % | 3,279 % | 2,442 % |
| 113 | 6,069 % | 3,287 % | 2,448 % |
| 114 | 6,061 % | 3,295 % | 2,455 % |
| 115 | 6,054 % | 3,303 % | 2,461 % |
| 116 | 6,046 % | 3,310 % | 2,468 % |
| 117 | 6,039 % | 3,318 % | 2,474 % |
| 118 | 6,032 % | 3,325 % | 2,480 % |
| 119 | 6,025 % | 3,333 % | 2,486 % |
| 120 | 6,018 % | 3,340 % | 2,492 % |
| 121 | 6,011 % | 3,347 % | 2,498 % |
| 122 | 6,005 % | 3,354 % | 2,504 % |
| 123 | 5,998 % | 3,361 % | 2,509 % |
| 124 | 5,992 % | 3,367 % | 2,515 % |
| 125 | 5,985 % | 3,374 % | 2,520 % |
| 126 | 5,979 % | 3,381 % | 2,526 % |
| 127 | 5,973 % | 3,387 % | 2,531 % |
| 128 | 5,967 % | 3,393 % | 2,536 % |
| 129 | 5,961 % | 3,400 % | 2,541 % |
| 130 | 5,955 % | 3,406 % | 2,546 % |
| 131 | 5,949 % | 3,412 % | 2,551 % |
| 132 | 5,943 % | 3,418 % | 2,556 % |
| 133 | 5,938 % | 3,424 % | 2,561 % |
| 134 | 5,932 % | 3,429 % | 2,566 % |
| 135 | 5,927 % | 3,435 % | 2,570 % |
| 136 | 5,922 % | 3,441 % | 2,575 % |
| 137 | 5,916 % | 3,446 % | 2,580 % |
| 138 | 5,911 % | 3,452 % | 2,584 % |
| 139 | 5,906 % | 3,457 % | 2,588 % |
| 140 | 5,901 % | 3,462 % | 2,593 % |
| 141 | 5,896 % | 3,467 % | 2,597 % |
| 142 | 5,891 % | 3,473 % | 2,601 % |
| 143 | 5,886 % | 3,478 % | 2,606 % |
| 144 | 5,881 % | 3,483 % | 2,610 % |
| 145 | 5,877 % | 3,488 % | 2,614 % |
| 146 | 5,872 % | 3,492 % | 2,618 % |
| 147 | 5,867 % | 3,497 % | 2,622 % |
| 148 | 5,863 % | 3,502 % | 2,626 % |
| 149 | 5,858 % | 3,507 % | 2,629 % |
| 150 | 5,854 % | 3,511 % | 2,633 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

12,510 %

1,451 %

– 0,088 %

2

11,835 %

1,629 %

– 0,066 %

3

11,772 %

1,749 %

– 0,048 %

4

11,478 %

1,834 %

– 0,020 %

5

11,238 %

1,899 %

0,008 %

6

11,034 %

1,982 %

0,036 %

7

10,881 %

2,044 %

0,065 %

8

10,798 %

2,100 %

0,095 %

9

10,746 %

2,156 %

0,127 %

10

10,690 %

2,205 %

0,161 %

11

10,610 %

2,246 %

0,199 %

12

10,510 %

2,281 %

0,241 %

13

10,396 %

2,311 %

0,286 %

14

10,272 %

2,336 %

0,332 %

15

10,142 %

2,358 %

0,377 %

16

10,009 %

2,377 %

0,420 %

17

9,874 %

2,393 %

0,460 %

18

9,740 %

2,407 %

0,499 %

19

9,607 %

2,419 %

0,536 %

20

9,476 %

2,428 %

0,570 %

21

9,349 %

2,436 %

0,603 %

22

9,224 %

2,442 %

0,634 %

23

9,104 %

2,447 %

0,662 %

24

8,987 %

2,451 %

0,686 %

25

8,875 %

2,455 %

0,706 %

26

8,766 %

2,458 %

0,723 %

27

8,662 %

2,461 %

0,739 %

28

8,562 %

2,463 %

0,755 %

29

8,466 %

2,465 %

0,775 %

30

8,374 %

2,466 %

0,798 %

31

8,286 %

2,468 %

0,827 %

32

8,202 %

2,468 %

0,860 %

33

8,121 %

2,468 %

0,896 %

34

8,044 %

2,467 %

0,934 %

35

7,970 %

2,465 %

0,974 %

36

7,900 %

2,462 %

1,014 %

37

7,832 %

2,457 %

1,054 %

38

7,767 %

2,451 %

1,095 %

39

7,705 %

2,444 %

1,135 %

40

7,646 %

2,434 %

1,175 %

41

7,589 %

2,422 %

1,214 %

42

7,534 %

2,410 %

1,253 %

43

7,482 %

2,398 %

1,290 %

44

7,431 %

2,387 %

1,327 %

45

7,383 %

2,378 %

1,363 %

46

7,337 %

2,372 %

1,398 %

47

7,292 %

2,367 %

1,432 %

48

7,249 %

2,366 %

1,465 %

49

7,208 %

2,368 %

1,497 %

50

7,168 %

2,374 %

1,528 %

51

7,130 %

2,383 %

1,559 %

52

7,093 %

2,394 %

1,588 %

53

7,058 %

2,409 %

1,617 %

54

7,023 %

2,425 %

1,644 %

55

6,990 %

2,442 %

1,671 %

56

6,958 %

2,460 %

1,697 %

57

6,928 %

2,480 %

1,722 %

58

6,898 %

2,500 %

1,747 %

59

6,869 %

2,520 %

1,771 %

60

6,841 %

2,541 %

1,794 %

61

6,814 %

2,562 %

1,816 %

62

6,788 %

2,583 %

1,838 %

63

6,763 %

2,603 %

1,859 %

64

6,738 %

2,624 %

1,879 %

65

6,715 %

2,645 %

1,899 %

66

6,692 %

2,665 %

1,918 %

67

6,669 %

2,685 %

1,937 %

68

6,648 %

2,705 %

1,955 %

69

6,627 %

2,724 %

1,973 %

70

6,606 %

2,743 %

1,990 %

71

6,586 %

2,762 %

2,007 %

72

6,567 %

2,781 %

2,024 %

73

6,548 %

2,799 %

2,040 %

74

6,530 %

2,817 %

2,055 %

75

6,512 %

2,834 %

2,070 %

76

6,495 %

2,851 %

2,085 %

77

6,478 %

2,868 %

2,099 %

78

6,461 %

2,884 %

2,113 %

79

6,445 %

2,900 %

2,127 %

80

6,430 %

2,916 %

2,140 %

81

6,414 %

2,931 %

2,153 %

82

6,399 %

2,946 %

2,166 %

83

6,385 %

2,961 %

2,178 %

84

6,371 %

2,975 %

2,190 %

85

6,357 %

2,990 %

2,202 %

86

6,343 %

3,003 %

2,214 %

87

6,330 %

3,017 %

2,225 %

88

6,317 %

3,030 %

2,236 %

89

6,305 %

3,043 %

2,247 %

90

6,292 %

3,056 %

2,257 %

91

6,280 %

3,068 %

2,267 %

92

6,268 %

3,080 %

2,278 %

93

6,257 %

3,092 %

2,287 %

94

6,246 %

3,104 %

2,297 %

95

6,234 %

3,115 %

2,307 %

96

6,224 %

3,126 %

2,316 %

97

6,213 %

3,137 %

2,325 %

98

6,203 %

3,148 %

2,334 %

99

6,192 %

3,159 %

2,342 %

100

6,183 %

3,169 %

2,351 %

101

6,173 %

3,179 %

2,359 %

102

6,163 %

3,189 %

2,368 %

103

6,154 %

3,199 %

2,376 %

104

6,145 %

3,208 %

2,384 %

105

6,136 %

3,218 %

2,391 %

106

6,127 %

3,227 %

2,399 %

107

6,118 %

3,236 %

2,406 %

108

6,109 %

3,245 %

2,414 %

109

6,101 %

3,253 %

2,421 %

110

6,093 %

3,262 %

2,428 %

111

6,085 %

3,270 %

2,435 %

112

6,077 %

3,279 %

2,442 %

113

6,069 %

3,287 %

2,448 %

114

6,061 %

3,295 %

2,455 %

115

6,054 %

3,303 %

2,461 %

116

6,046 %

3,310 %

2,468 %

117

6,039 %

3,318 %

2,474 %

118

6,032 %

3,325 %

2,480 %

119

6,025 %

3,333 %

2,486 %

120

6,018 %

3,340 %

2,492 %

121

6,011 %

3,347 %

2,498 %

122

6,005 %

3,354 %

2,504 %

123

5,998 %

3,361 %

2,509 %

124

5,992 %

3,367 %

2,515 %

125

5,985 %

3,374 %

2,520 %

126

5,979 %

3,381 %

2,526 %

127

5,973 %

3,387 %

2,531 %

128

5,967 %

3,393 %

2,536 %

129

5,961 %

3,400 %

2,541 %

130

5,955 %

3,406 %

2,546 %

131

5,949 %

3,412 %

2,551 %

132

5,943 %

3,418 %

2,556 %

133

5,938 %

3,424 %

2,561 %

134

5,932 %

3,429 %

2,566 %

135

5,927 %

3,435 %

2,570 %

136

5,922 %

3,441 %

2,575 %

137

5,916 %

3,446 %

2,580 %

138

5,911 %

3,452 %

2,584 %

139

5,906 %

3,457 %

2,588 %

140

5,901 %

3,462 %

2,593 %

141

5,896 %

3,467 %

2,597 %

142

5,891 %

3,473 %

2,601 %

143

5,886 %

3,478 %

2,606 %

144

5,881 %

3,483 %

2,610 %

145

5,877 %

3,488 %

2,614 %

146

5,872 %

3,492 %

2,618 %

147

5,867 %

3,497 %

2,622 %

148

5,863 %

3,502 %

2,626 %

149

5,858 %

3,507 %

2,629 %

150

5,854 %

3,511 %

2,633 %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

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

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

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

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 34 | 5 | 1 | 27 | 1 |
| 2 | 0 | 0 | 42 | 5 | 1 | 45 | 1 |
| 3 | 0 | 1 | 47 | 5 | 3 | 50 | 0 |
| 4 | 0 | 3 | 50 | 5 | 4 | 51 | 0 |
| 5 | 1 | 4 | 55 | 5 | 6 | 54 | 0 |
| 6 | 1 | 5 | 58 | 5 | 8 | 56 | 0 |
| 7 | 2 | 6 | 61 | 5 | 10 | 57 | 0 |
| 8 | 3 | 7 | 63 | 5 | 12 | 56 | 0 |
| 9 | 4 | 8 | 65 | 5 | 13 | 53 | 0 |
| 10 | 4 | 9 | 67 | 5 | 14 | 52 | 0 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

1

27

1

2

0

0

42

5

1

45

1

3

0

1

47

5

3

50

0

4

0

3

50

5

4

51

0

5

1

4

55

5

6

54

0

6

1

5

58

5

8

56

0

7

2

6

61

5

10

57

0

8

3

7

63

5

12

56

0

9

4

8

65

5

13

53

0

10

4

9

67

5

14

52

0

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 424 | 4 | 18 |
| 2 | 0 | 0 | 0 | 0 | 259 | 4 | 25 |
| 3 | 1 | 0 | 0 | 0 | 228 | 4 | 28 |
| 4 | 3 | 0 | 0 | 0 | 198 | 4 | 29 |
| 5 | 4 | 0 | 0 | 0 | 180 | 4 | 30 |
| 6 | 5 | 0 | 0 | 0 | 176 | 4 | 31 |
| 7 | 6 | 0 | 0 | 0 | 173 | 4 | 32 |
| 8 | 7 | 1 | 2 | 0 | 178 | 2 | 33 |
| 9 | 8 | 1 | 3 | 0 | 180 | 1 | 33 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 33 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

424

4

18

2

0

0

0

0

259

4

25

3

1

0

0

0

228

4

28

4

3

0

0

0

198

4

29

5

4

0

0

0

180

4

30

6

5

0

0

0

176

4

31

7

6

0

0

0

173

4

32

8

7

1

2

0

178

2

33

9

8

1

3

0

180

1

33

10

9

1

3

0

182

4

33

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Poland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 18 | 0 | 4 |
| 2 | 14 | 12 | 12 | 0 | 25 | 0 | 4 |
| 3 | 18 | 16 | 16 | 0 | 28 | 0 | 4 |
| 4 | 20 | 18 | 18 | 0 | 29 | 0 | 4 |
| 5 | 22 | 20 | 20 | 0 | 30 | 0 | 4 |
| 6 | 23 | 21 | 21 | 0 | 31 | 0 | 4 |
| 7 | 25 | 22 | 23 | 0 | 32 | 0 | 4 |
| 8 | 26 | 24 | 24 | 2 | 33 | 0 | 4 |
| 9 | 28 | 25 | 25 | 3 | 33 | 0 | 4 |
| 10 | 29 | 25 | 26 | 3 | 33 | 1 | 4 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Poland

1

6

6

6

0

18

0

4

2

14

12

12

0

25

0

4

3

18

16

16

0

28

0

4

4

20

18

18

0

29

0

4

5

22

20

20

0

30

0

4

6

23

21

21

0

31

0

4

7

25

22

23

0

32

0

4

8

26

24

24

2

33

0

4

9

28

25

25

3

33

0

4

10

29

25

26

3

33

1

4

| Duration (in years) | Portugal | Romania | Slovakia | Slovenia | Spain | Sweden | United Kingdom |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 10 | 13 | 21 | 6 | 0 | 0 |
| 2 | 45 | 18 | 17 | 24 | 12 | 0 | 0 |
| 3 | 50 | 21 | 20 | 28 | 16 | 0 | 0 |
| 4 | 51 | 22 | 21 | 33 | 18 | 0 | 0 |
| 5 | 54 | 23 | 23 | 36 | 20 | 0 | 0 |
| 6 | 56 | 25 | 24 | 40 | 21 | 0 | 0 |
| 7 | 57 | 27 | 26 | 41 | 23 | 0 | 0 |
| 8 | 56 | 28 | 27 | 43 | 24 | 0 | 0 |
| 9 | 53 | 30 | 27 | 43 | 25 | 0 | 0 |
| 10 | 52 | 27 | 27 | 43 | 26 | 0 | 0 |

Duration (in years)

Portugal

Romania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

1

27

10

13

21

6

0

0

2

45

18

17

24

12

0

0

3

50

21

20

28

16

0

0

4

51

22

21

33

18

0

0

5

54

23

23

36

20

0

0

6

56

25

24

40

21

0

0

7

57

27

26

41

23

0

0

8

56

28

27

43

24

0

0

9

53

30

27

43

25

0

0

10

52

27

27

43

26

0

0

| Duration (in years) | Liechtenstein | Norway | Switzerland | Australia | Brazil | Canada | Chile |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 2 | 0 | 0 | 0 | 0 | 12 | 0 | 19 |
| 3 | 0 | 0 | 0 | 0 | 12 | 0 | 18 |
| 4 | 0 | 0 | 0 | 0 | 12 | 0 | 17 |
| 5 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 6 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 7 | 0 | 0 | 0 | 0 | 12 | 0 | 14 |
| 8 | 0 | 0 | 0 | 0 | 12 | 0 | 15 |
| 9 | 0 | 0 | 0 | 0 | 12 | 0 | 16 |
| 10 | 0 | 0 | 0 | 0 | 12 | 0 | 13 |

Duration (in years)

Liechtenstein

Norway

Switzerland

Australia

Brazil

Canada

Chile

1

0

0

0

0

12

0

17

2

0

0

0

0

12

0

19

3

0

0

0

0

12

0

18

4

0

0

0

0

12

0

17

5

0

0

0

0

12

0

16

6

0

0

0

0

12

0

15

7

0

0

0

0

12

0

14

8

0

0

0

0

12

0

15

9

0

0

0

0

12

0

16

10

0

0

0

0

12

0

13

| Duration (in years) | China | Colombia | Hong Kong | India | Japan | Malaysia | Mexico |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 0 | 9 | 0 | 0 | 10 |
| 2 | 0 | 19 | 0 | 9 | 0 | 0 | 9 |
| 3 | 1 | 30 | 0 | 9 | 0 | 0 | 10 |
| 4 | 2 | 38 | 0 | 9 | 0 | 0 | 10 |
| 5 | 2 | 40 | 0 | 9 | 0 | 0 | 10 |
| 6 | 3 | 44 | 0 | 9 | 0 | 0 | 10 |
| 7 | 4 | 46 | 0 | 9 | 0 | 0 | 10 |
| 8 | 8 | 44 | 0 | 9 | 0 | 0 | 10 |
| 9 | 5 | 41 | 0 | 9 | 1 | 0 | 10 |
| 10 | 5 | 44 | 0 | 9 | 1 | 0 | 10 |

Duration (in years)

China

Colombia

Hong Kong

India

Japan

Malaysia

Mexico

1

0

11

0

9

0

0

10

2

0

19

0

9

0

0

9

3

1

30

0

9

0

0

10

4

2

38

0

9

0

0

10

5

2

40

0

9

0

0

10

6

3

44

0

9

0

0

10

7

4

46

0

9

0

0

10

8

8

44

0

9

0

0

10

9

5

41

0

9

1

0

10

10

5

44

0

9

1

0

10

| Duration (in years) | New Zealand | Russia | Singapore | South Africa | South Korea | Thailand | Taiwan |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 3 | 10 | 0 | 4 |
| 2 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 3 | 0 | 0 | 0 | 7 | 12 | 0 | 4 |
| 4 | 0 | 0 | 0 | 6 | 14 | 0 | 4 |
| 5 | 0 | 2 | 0 | 5 | 15 | 0 | 4 |
| 6 | 0 | 6 | 0 | 5 | 16 | 0 | 4 |
| 7 | 0 | 8 | 0 | 7 | 16 | 0 | 4 |
| 8 | 0 | 13 | 0 | 8 | 16 | 0 | 4 |
| 9 | 0 | 19 | 0 | 8 | 16 | 0 | 4 |
| 10 | 0 | 19 | 0 | 9 | 16 | 0 | 4 |

Duration (in years)

New Zealand

Russia

Singapore

South Africa

South Korea

Thailand

Taiwan

1

0

0

0

3

10

0

4

2

0

0

0

7

12

0

4

3

0

0

0

7

12

0

4

4

0

0

0

6

14

0

4

5

0

2

0

5

15

0

4

6

0

6

0

5

16

0

4

7

0

8

0

7

16

0

4

8

0

13

0

8

16

0

4

9

0

19

0

8

16

0

4

10

0

19

0

9

16

0

4

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

Duration (in years)

United States

1

0

2

0

3

0

4

0

5

0

6

0

7

0

8

0

9

0

10

0

2.   Exposures to financial institutions

2.1   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 47 | 127 | 241 | 582 | 1 210 |
| 2 | 6 | 21 | 47 | 127 | 241 | 582 | 992 |
| 3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 |
| 4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 |
| 5 | 10 | 29 | 56 | 123 | 236 | 577 | 582 |
| 6 | 11 | 31 | 60 | 128 | 236 | 577 | 577 |
| 7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 |
| 8 | 12 | 34 | 61 | 129 | 236 | 577 | 577 |
| 9 | 12 | 35 | 61 | 128 | 236 | 577 | 577 |
| 10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 |
| 11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 |
| 12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
| 13 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 |
| 24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 |
| 27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 |
| 28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

47

127

241

582

1 210

2

6

21

47

127

241

582

992

3

7

23

48

119

237

578

821

4

8

26

51

120

236

577

687

5

10

29

56

123

236

577

582

6

11

31

60

128

236

577

577

7

12

33

61

130

236

577

577

8

12

34

61

129

236

577

577

9

12

35

61

128

236

577

577

10

13

36

61

127

236

577

577

11

13

37

61

127

236

577

577

12

14

38

61

127

236

577

577

13

14

39

61

127

236

577

577

14

14

39

61

127

236

577

577

15

14

39

61

127

236

577

577

16

14

39

61

127

236

577

577

17

14

39

61

127

236

577

577

18

14

39

61

127

236

577

577

19

14

39

61

127

236

577

577

20

14

39

61

127

236

577

577

21

15

39

61

127

236

577

577

22

15

39

61

127

236

577

577

23

16

39

61

127

236

577

577

24

17

39

61

127

236

577

577

25

17

39

61

127

236

577

577

26

18

39

61

127

236

577

577

27

19

39

61

127

236

577

577

28

20

39

61

127

236

577

577

29

20

39

61

127

236

577

577

30

20

39

61

127

236

577

577

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 25 | 52 | 131 | 245 | 586 | 1 230 |
| 2 | 12 | 28 | 54 | 133 | 247 | 588 | 1 010 |
| 3 | 14 | 30 | 55 | 126 | 244 | 585 | 836 |
| 4 | 15 | 33 | 58 | 127 | 243 | 584 | 700 |
| 5 | 16 | 35 | 63 | 130 | 242 | 583 | 592 |
| 6 | 17 | 37 | 66 | 134 | 242 | 583 | 583 |
| 7 | 18 | 39 | 67 | 136 | 241 | 582 | 582 |
| 8 | 17 | 39 | 66 | 134 | 241 | 582 | 582 |
| 9 | 17 | 40 | 65 | 132 | 240 | 582 | 582 |
| 10 | 17 | 40 | 65 | 131 | 240 | 581 | 581 |
| 11 | 17 | 41 | 65 | 131 | 239 | 581 | 581 |
| 12 | 17 | 41 | 64 | 130 | 239 | 580 | 580 |
| 13 | 17 | 41 | 64 | 130 | 238 | 579 | 579 |
| 14 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 15 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
| 16 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 17 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 18 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
| 19 | 15 | 40 | 62 | 128 | 236 | 578 | 578 |
| 20 | 15 | 40 | 62 | 128 | 237 | 578 | 578 |
| 21 | 16 | 40 | 63 | 129 | 237 | 578 | 578 |
| 22 | 16 | 41 | 63 | 129 | 237 | 579 | 579 |
| 23 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 24 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 25 | 17 | 41 | 63 | 129 | 238 | 579 | 579 |
| 26 | 18 | 41 | 63 | 129 | 238 | 579 | 579 |
| 27 | 19 | 41 | 63 | 129 | 238 | 579 | 579 |
| 28 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
| 29 | 20 | 41 | 63 | 129 | 238 | 579 | 579 |
| 30 | 21 | 41 | 63 | 129 | 238 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

52

131

245

586

1 230

2

12

28

54

133

247

588

1 010

3

14

30

55

126

244

585

836

4

15

33

58

127

243

584

700

5

16

35

63

130

242

583

592

6

17

37

66

134

242

583

583

7

18

39

67

136

241

582

582

8

17

39

66

134

241

582

582

9

17

40

65

132

240

582

582

10

17

40

65

131

240

581

581

11

17

41

65

131

239

581

581

12

17

41

64

130

239

580

580

13

17

41

64

130

238

579

579

14

17

41

63

129

238

579

579

15

16

41

63

129

237

579

579

16

15

40

62

128

237

578

578

17

15

40

62

128

237

578

578

18

15

40

62

128

236

578

578

19

15

40

62

128

236

578

578

20

15

40

62

128

237

578

578

21

16

40

63

129

237

578

578

22

16

41

63

129

237

579

579

23

17

41

63

129

238

579

579

24

17

41

63

129

238

579

579

25

17

41

63

129

238

579

579

26

18

41

63

129

238

579

579

27

19

41

63

129

238

579

579

28

20

41

63

129

238

579

579

29

20

41

63

129

238

579

579

30

21

41

63

129

238

579

579

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 47 | 126 | 241 | 582 | 1 210 |
| 2 | 6 | 21 | 47 | 126 | 241 | 582 | 992 |
| 3 | 7 | 23 | 48 | 119 | 237 | 578 | 821 |
| 4 | 8 | 26 | 51 | 120 | 236 | 577 | 687 |
| 5 | 10 | 28 | 56 | 123 | 236 | 577 | 582 |
| 6 | 11 | 31 | 59 | 128 | 236 | 577 | 577 |
| 7 | 12 | 33 | 61 | 130 | 236 | 577 | 577 |
| 8 | 12 | 34 | 61 | 128 | 236 | 577 | 577 |
| 9 | 12 | 35 | 61 | 127 | 236 | 577 | 577 |
| 10 | 13 | 36 | 61 | 127 | 236 | 577 | 577 |
| 11 | 13 | 37 | 61 | 127 | 236 | 577 | 577 |
| 12 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
| 13 | 14 | 38 | 61 | 127 | 236 | 577 | 577 |
| 14 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 15 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 16 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 17 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 18 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 19 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 20 | 14 | 39 | 61 | 127 | 236 | 577 | 577 |
| 21 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 22 | 15 | 39 | 61 | 127 | 236 | 577 | 577 |
| 23 | 16 | 39 | 61 | 127 | 236 | 577 | 577 |
| 24 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 25 | 17 | 39 | 61 | 127 | 236 | 577 | 577 |
| 26 | 18 | 39 | 61 | 127 | 236 | 577 | 577 |
| 27 | 19 | 39 | 61 | 127 | 236 | 577 | 577 |
| 28 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 29 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |
| 30 | 20 | 39 | 61 | 127 | 236 | 577 | 577 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

47

126

241

582

1 210

2

6

21

47

126

241

582

992

3

7

23

48

119

237

578

821

4

8

26

51

120

236

577

687

5

10

28

56

123

236

577

582

6

11

31

59

128

236

577

577

7

12

33

61

130

236

577

577

8

12

34

61

128

236

577

577

9

12

35

61

127

236

577

577

10

13

36

61

127

236

577

577

11

13

37

61

127

236

577

577

12

14

38

61

127

236

577

577

13

14

38

61

127

236

577

577

14

14

39

61

127

236

577

577

15

14

39

61

127

236

577

577

16

14

39

61

127

236

577

577

17

14

39

61

127

236

577

577

18

14

39

61

127

236

577

577

19

14

39

61

127

236

577

577

20

14

39

61

127

236

577

577

21

15

39

61

127

236

577

577

22

15

39

61

127

236

577

577

23

16

39

61

127

236

577

577

24

17

39

61

127

236

577

577

25

17

39

61

127

236

577

577

26

18

39

61

127

236

577

577

27

19

39

61

127

236

577

577

28

20

39

61

127

236

577

577

29

20

39

61

127

236

577

577

30

20

39

61

127

236

577

577

2.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 86 | 101 | 127 | 206 | 321 | 662 | 1 216 |
| 2 | 81 | 96 | 122 | 202 | 316 | 657 | 1 000 |
| 3 | 85 | 101 | 126 | 196 | 315 | 656 | 828 |
| 4 | 83 | 101 | 126 | 195 | 311 | 652 | 695 |
| 5 | 82 | 101 | 128 | 195 | 308 | 649 | 649 |
| 6 | 81 | 101 | 130 | 198 | 306 | 647 | 647 |
| 7 | 80 | 101 | 129 | 198 | 303 | 644 | 644 |
| 8 | 78 | 100 | 127 | 195 | 302 | 643 | 643 |
| 9 | 77 | 100 | 126 | 192 | 300 | 642 | 642 |
| 10 | 74 | 97 | 122 | 188 | 296 | 638 | 638 |
| 11 | 71 | 95 | 119 | 185 | 294 | 635 | 635 |
| 12 | 70 | 94 | 117 | 184 | 292 | 633 | 633 |
| 13 | 70 | 94 | 116 | 183 | 291 | 632 | 632 |
| 14 | 69 | 94 | 116 | 182 | 291 | 632 | 632 |
| 15 | 69 | 93 | 116 | 182 | 290 | 631 | 631 |
| 16 | 68 | 93 | 115 | 181 | 289 | 631 | 631 |
| 17 | 67 | 92 | 114 | 180 | 289 | 630 | 630 |
| 18 | 67 | 91 | 113 | 180 | 288 | 629 | 629 |
| 19 | 66 | 90 | 113 | 179 | 287 | 628 | 628 |
| 20 | 65 | 90 | 112 | 178 | 287 | 628 | 628 |
| 21 | 65 | 89 | 111 | 177 | 286 | 627 | 627 |
| 22 | 64 | 88 | 110 | 176 | 285 | 626 | 626 |
| 23 | 63 | 87 | 109 | 176 | 284 | 625 | 625 |
| 24 | 62 | 86 | 108 | 174 | 283 | 624 | 624 |
| 25 | 61 | 85 | 107 | 173 | 282 | 623 | 623 |
| 26 | 60 | 84 | 106 | 172 | 281 | 622 | 622 |
| 27 | 58 | 83 | 105 | 171 | 280 | 621 | 621 |
| 28 | 57 | 82 | 104 | 170 | 279 | 620 | 620 |
| 29 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
| 30 | 55 | 80 | 102 | 168 | 276 | 618 | 618 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

101

127

206

321

662

1 216

2

81

96

122

202

316

657

1 000

3

85

101

126

196

315

656

828

4

83

101

126

195

311

652

695

5

82

101

128

195

308

649

649

6

81

101

130

198

306

647

647

7

80

101

129

198

303

644

644

8

78

100

127

195

302

643

643

9

77

100

126

192

300

642

642

10

74

97

122

188

296

638

638

11

71

95

119

185

294

635

635

12

70

94

117

184

292

633

633

13

70

94

116

183

291

632

632

14

69

94

116

182

291

632

632

15

69

93

116

182

290

631

631

16

68

93

115

181

289

631

631

17

67

92

114

180

289

630

630

18

67

91

113

180

288

629

629

19

66

90

113

179

287

628

628

20

65

90

112

178

287

628

628

21

65

89

111

177

286

627

627

22

64

88

110

176

285

626

626

23

63

87

109

176

284

625

625

24

62

86

108

174

283

624

624

25

61

85

107

173

282

623

623

26

60

84

106

172

281

622

622

27

58

83

105

171

280

621

621

28

57

82

104

170

279

620

620

29

56

81

103

169

278

619

619

30

55

80

102

168

276

618

618

2.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 25 | 51 | 130 | 244 | 586 | 1 208 |
| 2 | 11 | 27 | 53 | 132 | 246 | 588 | 991 |
| 3 | 14 | 30 | 55 | 125 | 244 | 585 | 821 |
| 4 | 15 | 33 | 58 | 128 | 243 | 584 | 688 |
| 5 | 17 | 36 | 64 | 131 | 243 | 584 | 584 |
| 6 | 18 | 38 | 67 | 135 | 243 | 584 | 584 |
| 7 | 19 | 40 | 68 | 137 | 243 | 584 | 584 |
| 8 | 19 | 41 | 67 | 135 | 242 | 583 | 583 |
| 9 | 18 | 41 | 67 | 134 | 242 | 583 | 583 |
| 10 | 18 | 42 | 66 | 133 | 241 | 582 | 582 |
| 11 | 18 | 42 | 66 | 132 | 241 | 582 | 582 |
| 12 | 19 | 43 | 66 | 132 | 240 | 581 | 581 |
| 13 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 14 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 15 | 18 | 43 | 65 | 131 | 239 | 580 | 580 |
| 16 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 17 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 18 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 20 | 18 | 42 | 64 | 131 | 239 | 580 | 580 |
| 21 | 18 | 42 | 65 | 131 | 239 | 580 | 580 |
| 22 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 23 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 24 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 25 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 26 | 19 | 43 | 65 | 131 | 240 | 581 | 581 |
| 27 | 19 | 43 | 65 | 131 | 240 | 581 | 581 |
| 28 | 20 | 43 | 65 | 131 | 240 | 581 | 581 |
| 29 | 20 | 43 | 65 | 131 | 240 | 581 | 581 |
| 30 | 21 | 43 | 65 | 131 | 240 | 581 | 581 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

51

130

244

586

1 208

2

11

27

53

132

246

588

991

3

14

30

55

125

244

585

821

4

15

33

58

128

243

584

688

5

17

36

64

131

243

584

584

6

18

38

67

135

243

584

584

7

19

40

68

137

243

584

584

8

19

41

67

135

242

583

583

9

18

41

67

134

242

583

583

10

18

42

66

133

241

582

582

11

18

42

66

132

241

582

582

12

19

43

66

132

240

581

581

13

18

43

65

131

240

581

581

14

18

43

65

131

240

581

581

15

18

43

65

131

239

580

580

16

17

42

64

130

239

580

580

17

17

42

64

130

239

580

580

18

17

42

64

130

239

580

580

19

17

42

64

130

239

580

580

20

18

42

64

131

239

580

580

21

18

42

65

131

239

580

580

22

18

43

65

131

240

581

581

23

18

43

65

131

240

581

581

24

18

43

65

131

240

581

581

25

18

43

65

131

240

581

581

26

19

43

65

131

240

581

581

27

19

43

65

131

240

581

581

28

20

43

65

131

240

581

581

29

20

43

65

131

240

581

581

30

21

43

65

131

240

581

581

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 | 52 | 67 | 94 | 173 | 287 | 628 | 1 224 |
| 2 | 56 | 71 | 97 | 177 | 291 | 632 | 1 006 |
| 3 | 62 | 78 | 103 | 173 | 292 | 633 | 834 |
| 4 | 65 | 83 | 108 | 177 | 293 | 634 | 699 |
| 5 | 67 | 86 | 114 | 181 | 293 | 635 | 635 |
| 6 | 68 | 88 | 117 | 185 | 293 | 634 | 634 |
| 7 | 69 | 90 | 118 | 187 | 292 | 634 | 634 |
| 8 | 68 | 89 | 116 | 184 | 291 | 632 | 632 |
| 9 | 66 | 89 | 115 | 181 | 290 | 631 | 631 |
| 10 | 65 | 88 | 113 | 180 | 288 | 629 | 629 |
| 11 | 64 | 88 | 112 | 178 | 286 | 628 | 628 |
| 12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 |
| 13 | 62 | 86 | 109 | 175 | 283 | 624 | 624 |
| 14 | 61 | 85 | 107 | 173 | 282 | 623 | 623 |
| 15 | 59 | 84 | 106 | 172 | 281 | 622 | 622 |
| 16 | 58 | 83 | 105 | 171 | 279 | 621 | 621 |
| 17 | 57 | 82 | 104 | 170 | 278 | 620 | 620 |
| 18 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
| 19 | 56 | 80 | 102 | 168 | 277 | 618 | 618 |
| 20 | 55 | 79 | 102 | 168 | 276 | 617 | 617 |
| 21 | 54 | 79 | 101 | 167 | 276 | 617 | 617 |
| 22 | 53 | 78 | 100 | 166 | 275 | 616 | 616 |
| 23 | 53 | 77 | 99 | 165 | 274 | 615 | 615 |
| 24 | 52 | 76 | 98 | 165 | 273 | 614 | 614 |
| 25 | 51 | 75 | 98 | 164 | 272 | 613 | 613 |
| 26 | 50 | 75 | 97 | 163 | 271 | 612 | 612 |
| 27 | 49 | 74 | 96 | 162 | 270 | 612 | 612 |
| 28 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |
| 29 | 48 | 72 | 94 | 160 | 269 | 610 | 610 |
| 30 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

52

67

94

173

287

628

1 224

2

56

71

97

177

291

632

1 006

3

62

78

103

173

292

633

834

4

65

83

108

177

293

634

699

5

67

86

114

181

293

635

635

6

68

88

117

185

293

634

634

7

69

90

118

187

292

634

634

8

68

89

116

184

291

632

632

9

66

89

115

181

290

631

631

10

65

88

113

180

288

629

629

11

64

88

112

178

286

628

628

12

63

87

110

176

285

626

626

13

62

86

109

175

283

624

624

14

61

85

107

173

282

623

623

15

59

84

106

172

281

622

622

16

58

83

105

171

279

621

621

17

57

82

104

170

278

620

620

18

56

81

103

169

278

619

619

19

56

80

102

168

277

618

618

20

55

79

102

168

276

617

617

21

54

79

101

167

276

617

617

22

53

78

100

166

275

616

616

23

53

77

99

165

274

615

615

24

52

76

98

165

273

614

614

25

51

75

98

164

272

613

613

26

50

75

97

163

271

612

612

27

49

74

96

162

270

612

612

28

48

73

95

161

270

611

611

29

48

72

94

160

269

610

610

30

47

71

93

159

268

609

609

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 | 46 | 126 | 240 | 581 | 1 209 |
| 2 | 5 | 20 | 46 | 126 | 240 | 581 | 991 |
| 3 | 6 | 22 | 47 | 118 | 236 | 577 | 820 |
| 4 | 7 | 25 | 50 | 120 | 235 | 576 | 686 |
| 5 | 9 | 28 | 55 | 122 | 235 | 576 | 581 |
| 6 | 10 | 30 | 59 | 127 | 235 | 576 | 576 |
| 7 | 11 | 33 | 61 | 129 | 235 | 576 | 576 |
| 8 | 11 | 33 | 60 | 128 | 235 | 576 | 576 |
| 9 | 11 | 34 | 60 | 127 | 235 | 576 | 576 |
| 10 | 12 | 35 | 60 | 126 | 235 | 576 | 576 |
| 11 | 13 | 36 | 60 | 126 | 235 | 576 | 576 |
| 12 | 13 | 37 | 60 | 126 | 235 | 576 | 576 |
| 13 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
| 14 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
| 15 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
| 16 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
| 17 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
| 18 | 13 | 38 | 60 | 126 | 235 | 576 | 576 |
| 19 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
| 20 | 14 | 38 | 60 | 126 | 235 | 576 | 576 |
| 21 | 15 | 38 | 60 | 126 | 235 | 576 | 576 |
| 22 | 15 | 38 | 60 | 126 | 235 | 576 | 576 |
| 23 | 16 | 38 | 60 | 126 | 235 | 576 | 576 |
| 24 | 17 | 38 | 60 | 126 | 235 | 576 | 576 |
| 25 | 17 | 38 | 60 | 126 | 235 | 576 | 576 |
| 26 | 18 | 38 | 60 | 126 | 235 | 576 | 576 |
| 27 | 19 | 38 | 60 | 126 | 235 | 576 | 576 |
| 28 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |
| 29 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |
| 30 | 20 | 38 | 60 | 126 | 235 | 576 | 576 |

Duration (in years)

Credit quality step 0

Credit 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

46

126

240

581

1 209

2

5

20

46

126

240

581

991

3

6

22

47

118

236

577

820

4

7

25

50

120

235

576

686

5

9

28

55

122

235

576

581

6

10

30

59

127

235

576

576

7

11

33

61

129

235

576

576

8

11

33

60

128

235

576

576

9

11

34

60

127

235

576

576

10

12

35

60

126

235

576

576

11

13

36

60

126

235

576

576

12

13

37

60

126

235

576

576

13

13

38

60

126

235

576

576

14

14

38

60

126

235

576

576

15

14

38

60

126

235

576

576

16

14

38

60

126

235

576

576

17

13

38

60

126

235

576

576

18

13

38

60

126

235

576

576

19

14

38

60

126

235

576

576

20

14

38

60

126

235

576

576

21

15

38

60

126

235

576

576

22

15

38

60

126

235

576

576

23

16

38

60

126

235

576

576

24

17

38

60

126

235

576

576

25

17

38

60

126

235

576

576

26

18

38

60

126

235

576

576

27

19

38

60

126

235

576

576

28

20

38

60

126

235

576

576

29

20

38

60

126

235

576

576

30

20

38

60

126

235

576

576

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 | 57 | 158 | 259 | 600 | 1 227 |
| 2 | 7 | 25 | 57 | 158 | 259 | 600 | 1 007 |
| 3 | 8 | 27 | 57 | 142 | 255 | 596 | 833 |
| 4 | 10 | 30 | 59 | 131 | 253 | 594 | 697 |
| 5 | 11 | 31 | 59 | 118 | 252 | 593 | 593 |
| 6 | 13 | 35 | 62 | 110 | 251 | 592 | 592 |
| 7 | 15 | 37 | 63 | 101 | 249 | 591 | 591 |
| 8 | 16 | 38 | 61 | 94 | 248 | 590 | 590 |
| 9 | 19 | 45 | 65 | 88 | 247 | 589 | 589 |
| 10 | 18 | 45 | 62 | 84 | 247 | 588 | 588 |
| 11 | 17 | 44 | 60 | 83 | 246 | 587 | 587 |
| 12 | 16 | 43 | 61 | 84 | 245 | 586 | 586 |
| 13 | 17 | 44 | 61 | 84 | 244 | 585 | 585 |
| 14 | 17 | 44 | 61 | 84 | 243 | 585 | 585 |
| 15 | 17 | 44 | 61 | 84 | 243 | 584 | 584 |
| 16 | 17 | 44 | 61 | 84 | 241 | 582 | 582 |
| 17 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 18 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 19 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 20 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 21 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 22 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 23 | 17 | 44 | 61 | 84 | 240 | 581 | 581 |
| 24 | 17 | 44 | 61 | 84 | 239 | 580 | 580 |
| 25 | 17 | 44 | 61 | 84 | 239 | 580 | 580 |
| 26 | 18 | 44 | 61 | 84 | 238 | 579 | 579 |
| 27 | 19 | 44 | 61 | 84 | 238 | 579 | 579 |
| 28 | 20 | 44 | 61 | 84 | 237 | 579 | 579 |
| 29 | 20 | 44 | 61 | 84 | 237 | 578 | 578 |
| 30 | 20 | 44 | 61 | 84 | 237 | 578 | 578 |

Duration (in years)

Credit quality step 0

Credit 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

57

158

259

600

1 227

2

7

25

57

158

259

600

1 007

3

8

27

57

142

255

596

833

4

10

30

59

131

253

594

697

5

11

31

59

118

252

593

593

6

13

35

62

110

251

592

592

7

15

37

63

101

249

591

591

8

16

38

61

94

248

590

590

9

19

45

65

88

247

589

589

10

18

45

62

84

247

588

588

11

17

44

60

83

246

587

587

12

16

43

61

84

245

586

586

13

17

44

61

84

244

585

585

14

17

44

61

84

243

585

585

15

17

44

61

84

243

584

584

16

17

44

61

84

241

582

582

17

17

44

61

84

240

581

581

18

17

44

61

84

240

581

581

19

17

44

61

84

240

581

581

20

17

44

61

84

240

581

581

21

17

44

61

84

240

581

581

22

17

44

61

84

240

581

581

23

17

44

61

84

240

581

581

24

17

44

61

84

239

580

580

25

17

44

61

84

239

580

580

26

18

44

61

84

238

579

579

27

19

44

61

84

238

579

579

28

20

44

61

84

237

579

579

29

20

44

61

84

237

578

578

30

20

44

61

84

237

578

578

2.9   Romanian leu

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 88 | 103 | 129 | 208 | 322 | 664 | 1 245 |
| 2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 024 |
| 3 | 84 | 100 | 125 | 196 | 314 | 655 | 850 |
| 4 | 82 | 100 | 125 | 195 | 310 | 651 | 714 |
| 5 | 81 | 100 | 127 | 195 | 307 | 648 | 648 |
| 6 | 80 | 100 | 129 | 197 | 305 | 646 | 646 |
| 7 | 78 | 99 | 128 | 196 | 302 | 643 | 643 |
| 8 | 76 | 98 | 124 | 192 | 299 | 640 | 640 |
| 9 | 73 | 96 | 122 | 189 | 297 | 638 | 638 |
| 10 | 72 | 95 | 120 | 186 | 295 | 636 | 636 |
| 11 | 71 | 95 | 119 | 185 | 293 | 634 | 634 |
| 12 | 70 | 94 | 117 | 183 | 291 | 633 | 633 |
| 13 | 68 | 93 | 115 | 181 | 290 | 631 | 631 |
| 14 | 67 | 91 | 114 | 180 | 288 | 629 | 629 |
| 15 | 66 | 90 | 112 | 178 | 287 | 628 | 628 |
| 16 | 64 | 89 | 111 | 177 | 286 | 627 | 627 |
| 17 | 63 | 88 | 110 | 176 | 284 | 626 | 626 |
| 18 | 62 | 87 | 109 | 175 | 283 | 625 | 625 |
| 19 | 61 | 86 | 108 | 174 | 283 | 624 | 624 |
| 20 | 60 | 85 | 107 | 173 | 282 | 623 | 623 |
| 21 | 60 | 84 | 106 | 172 | 281 | 622 | 622 |
| 22 | 59 | 83 | 105 | 171 | 280 | 621 | 621 |
| 23 | 58 | 82 | 104 | 170 | 279 | 620 | 620 |
| 24 | 57 | 81 | 103 | 169 | 278 | 619 | 619 |
| 25 | 56 | 80 | 102 | 168 | 277 | 618 | 618 |
| 26 | 55 | 79 | 101 | 167 | 276 | 617 | 617 |
| 27 | 54 | 78 | 100 | 166 | 275 | 616 | 616 |
| 28 | 53 | 77 | 99 | 165 | 274 | 615 | 615 |
| 29 | 52 | 76 | 98 | 164 | 273 | 614 | 614 |
| 30 | 51 | 75 | 97 | 163 | 272 | 613 | 613 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

88

103

129

208

322

664

1 245

2

85

100

126

206

320

661

1 024

3

84

100

125

196

314

655

850

4

82

100

125

195

310

651

714

5

81

100

127

195

307

648

648

6

80

100

129

197

305

646

646

7

78

99

128

196

302

643

643

8

76

98

124

192

299

640

640

9

73

96

122

189

297

638

638

10

72

95

120

186

295

636

636

11

71

95

119

185

293

634

634

12

70

94

117

183

291

633

633

13

68

93

115

181

290

631

631

14

67

91

114

180

288

629

629

15

66

90

112

178

287

628

628

16

64

89

111

177

286

627

627

17

63

88

110

176

284

626

626

18

62

87

109

175

283

625

625

19

61

86

108

174

283

624

624

20

60

85

107

173

282

623

623

21

60

84

106

172

281

622

622

22

59

83

105

171

280

621

621

23

58

82

104

170

279

620

620

24

57

81

103

169

278

619

619

25

56

80

102

168

277

618

618

26

55

79

101

167

276

617

617

27

54

78

100

166

275

616

616

28

53

77

99

165

274

615

615

29

52

76

98

164

273

614

614

30

51

75

97

163

272

613

613

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 61 | 76 | 102 | 181 | 296 | 637 | 1 243 |
| 2 | 59 | 74 | 101 | 180 | 294 | 635 | 1 021 |
| 3 | 59 | 75 | 100 | 171 | 289 | 630 | 848 |
| 4 | 59 | 76 | 102 | 171 | 287 | 628 | 711 |
| 5 | 58 | 77 | 105 | 172 | 284 | 625 | 625 |
| 6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 |
| 7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 |
| 8 | 55 | 77 | 104 | 172 | 279 | 620 | 620 |
| 9 | 54 | 76 | 102 | 169 | 277 | 618 | 618 |
| 10 | 53 | 76 | 101 | 167 | 276 | 617 | 617 |
| 11 | 52 | 76 | 100 | 166 | 275 | 616 | 616 |
| 12 | 52 | 76 | 99 | 165 | 274 | 615 | 615 |
| 13 | 52 | 76 | 98 | 165 | 273 | 614 | 614 |
| 14 | 51 | 76 | 98 | 164 | 272 | 614 | 614 |
| 15 | 50 | 75 | 97 | 163 | 272 | 613 | 613 |
| 16 | 49 | 74 | 96 | 162 | 271 | 612 | 612 |
| 17 | 49 | 73 | 95 | 161 | 270 | 611 | 611 |
| 18 | 48 | 72 | 95 | 161 | 269 | 610 | 610 |
| 19 | 47 | 72 | 94 | 160 | 269 | 610 | 610 |
| 20 | 47 | 72 | 94 | 160 | 269 | 610 | 610 |
| 21 | 47 | 71 | 94 | 160 | 268 | 609 | 609 |
| 22 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |
| 23 | 46 | 70 | 93 | 159 | 267 | 608 | 608 |
| 24 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
| 25 | 45 | 69 | 91 | 158 | 266 | 607 | 607 |
| 26 | 44 | 69 | 91 | 157 | 265 | 607 | 607 |
| 27 | 43 | 68 | 90 | 156 | 265 | 606 | 606 |
| 28 | 43 | 67 | 89 | 156 | 264 | 605 | 605 |
| 29 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
| 30 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

61

76

102

181

296

637

1 243

2

59

74

101

180

294

635

1 021

3

59

75

100

171

289

630

848

4

59

76

102

171

287

628

711

5

58

77

105

172

284

625

625

6

57

77

106

174

282

623

623

7

57

78

106

175

280

621

621

8

55

77

104

172

279

620

620

9

54

76

102

169

277

618

618

10

53

76

101

167

276

617

617

11

52

76

100

166

275

616

616

12

52

76

99

165

274

615

615

13

52

76

98

165

273

614

614

14

51

76

98

164

272

614

614

15

50

75

97

163

272

613

613

16

49

74

96

162

271

612

612

17

49

73

95

161

270

611

611

18

48

72

95

161

269

610

610

19

47

72

94

160

269

610

610

20

47

72

94

160

269

610

610

21

47

71

94

160

268

609

609

22

47

71

93

159

268

609

609

23

46

70

93

159

267

608

608

24

45

70

92

158

267

608

608

25

45

69

91

158

266

607

607

26

44

69

91

157

265

607

607

27

43

68

90

156

265

606

606

28

43

67

89

156

264

605

605

29

42

67

89

155

263

605

605

30

41

66

88

154

263

604

604

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 46 | 72 | 151 | 266 | 607 | 1 232 |
| 2 | 31 | 46 | 73 | 152 | 266 | 607 | 1 011 |
| 3 | 31 | 48 | 72 | 143 | 261 | 602 | 837 |
| 4 | 32 | 49 | 74 | 144 | 259 | 600 | 700 |
| 5 | 32 | 51 | 79 | 146 | 258 | 599 | 599 |
| 6 | 33 | 53 | 81 | 150 | 257 | 599 | 599 |
| 7 | 33 | 54 | 82 | 151 | 257 | 598 | 598 |
| 8 | 32 | 54 | 81 | 149 | 256 | 597 | 597 |
| 9 | 32 | 54 | 80 | 147 | 255 | 596 | 596 |
| 10 | 31 | 55 | 79 | 146 | 254 | 595 | 595 |
| 11 | 31 | 55 | 79 | 145 | 254 | 595 | 595 |
| 12 | 31 | 55 | 78 | 144 | 253 | 594 | 594 |
| 13 | 30 | 55 | 77 | 143 | 252 | 593 | 593 |
| 14 | 30 | 54 | 76 | 143 | 251 | 592 | 592 |
| 15 | 29 | 54 | 76 | 142 | 250 | 592 | 592 |
| 16 | 28 | 53 | 75 | 141 | 249 | 591 | 591 |
| 17 | 28 | 52 | 74 | 140 | 249 | 590 | 590 |
| 18 | 27 | 52 | 74 | 140 | 248 | 590 | 590 |
| 19 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
| 20 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
| 21 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
| 22 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
| 23 | 27 | 51 | 73 | 140 | 248 | 589 | 589 |
| 24 | 27 | 51 | 73 | 139 | 248 | 589 | 589 |
| 25 | 26 | 51 | 73 | 139 | 248 | 589 | 589 |
| 26 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
| 27 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 28 | 26 | 50 | 72 | 138 | 247 | 588 | 588 |
| 29 | 25 | 50 | 72 | 138 | 247 | 588 | 588 |
| 30 | 25 | 50 | 72 | 138 | 246 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

46

72

151

266

607

1 232

2

31

46

73

152

266

607

1 011

3

31

48

72

143

261

602

837

4

32

49

74

144

259

600

700

5

32

51

79

146

258

599

599

6

33

53

81

150

257

599

599

7

33

54

82

151

257

598

598

8

32

54

81

149

256

597

597

9

32

54

80

147

255

596

596

10

31

55

79

146

254

595

595

11

31

55

79

145

254

595

595

12

31

55

78

144

253

594

594

13

30

55

77

143

252

593

593

14

30

54

76

143

251

592

592

15

29

54

76

142

250

592

592

16

28

53

75

141

249

591

591

17

28

52

74

140

249

590

590

18

27

52

74

140

248

590

590

19

27

51

74

140

248

589

589

20

27

51

74

140

248

589

589

21

27

51

74

140

248

589

589

22

27

51

74

140

248

589

589

23

27

51

73

140

248

589

589

24

27

51

73

139

248

589

589

25

26

51

73

139

248

589

589

26

26

51

73

139

247

589

589

27

26

50

73

139

247

588

588

28

26

50

72

138

247

588

588

29

25

50

72

138

247

588

588

30

25

50

72

138

246

588

588

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 | 106 | 220 | 561 | 1 203 |
| 2 | 1 | 5 | 28 | 107 | 221 | 562 | 986 |
| 3 | 2 | 5 | 29 | 99 | 218 | 559 | 816 |
| 4 | 2 | 6 | 31 | 101 | 217 | 558 | 682 |
| 5 | 3 | 9 | 37 | 104 | 216 | 558 | 578 |
| 6 | 4 | 12 | 40 | 109 | 216 | 558 | 558 |
| 7 | 5 | 14 | 42 | 111 | 216 | 557 | 557 |
| 8 | 5 | 15 | 41 | 109 | 216 | 557 | 557 |
| 9 | 7 | 15 | 41 | 108 | 216 | 557 | 557 |
| 10 | 7 | 17 | 41 | 108 | 216 | 557 | 557 |
| 11 | 8 | 19 | 43 | 109 | 217 | 559 | 559 |
| 12 | 8 | 18 | 41 | 108 | 216 | 557 | 557 |
| 13 | 10 | 20 | 43 | 109 | 217 | 558 | 558 |
| 14 | 10 | 20 | 42 | 108 | 217 | 558 | 558 |
| 15 | 11 | 19 | 41 | 107 | 216 | 557 | 557 |
| 16 | 11 | 18 | 40 | 106 | 215 | 556 | 556 |
| 17 | 12 | 18 | 40 | 106 | 214 | 556 | 556 |
| 18 | 13 | 18 | 40 | 106 | 215 | 556 | 556 |
| 19 | 14 | 19 | 40 | 107 | 215 | 556 | 556 |
| 20 | 14 | 19 | 41 | 107 | 216 | 557 | 557 |
| 21 | 15 | 20 | 42 | 108 | 216 | 557 | 557 |
| 22 | 15 | 21 | 42 | 108 | 216 | 557 | 557 |
| 23 | 16 | 22 | 42 | 108 | 216 | 557 | 557 |
| 24 | 17 | 22 | 42 | 108 | 216 | 557 | 557 |
| 25 | 17 | 23 | 43 | 108 | 216 | 557 | 557 |
| 26 | 18 | 24 | 45 | 108 | 216 | 557 | 557 |
| 27 | 18 | 25 | 46 | 108 | 216 | 557 | 557 |
| 28 | 19 | 25 | 47 | 108 | 216 | 557 | 557 |
| 29 | 20 | 26 | 48 | 108 | 216 | 557 | 557 |
| 30 | 20 | 28 | 49 | 108 | 216 | 557 | 557 |

Duration (in years)

Credit quality step 0

Credit 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

106

220

561

1 203

2

1

5

28

107

221

562

986

3

2

5

29

99

218

559

816

4

2

6

31

101

217

558

682

5

3

9

37

104

216

558

578

6

4

12

40

109

216

558

558

7

5

14

42

111

216

557

557

8

5

15

41

109

216

557

557

9

7

15

41

108

216

557

557

10

7

17

41

108

216

557

557

11

8

19

43

109

217

559

559

12

8

18

41

108

216

557

557

13

10

20

43

109

217

558

558

14

10

20

42

108

217

558

558

15

11

19

41

107

216

557

557

16

11

18

40

106

215

556

556

17

12

18

40

106

214

556

556

18

13

18

40

106

215

556

556

19

14

19

40

107

215

556

556

20

14

19

41

107

216

557

557

21

15

20

42

108

216

557

557

22

15

21

42

108

216

557

557

23

16

22

42

108

216

557

557

24

17

22

42

108

216

557

557

25

17

23

43

108

216

557

557

26

18

24

45

108

216

557

557

27

18

25

46

108

216

557

557

28

19

25

47

108

216

557

557

29

20

26

48

108

216

557

557

30

20

28

49

108

216

557

557

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 | 62 | 89 | 168 | 282 | 623 | 1 251 |
| 2 | 47 | 62 | 89 | 168 | 282 | 623 | 1 027 |
| 3 | 48 | 64 | 89 | 160 | 278 | 619 | 850 |
| 4 | 48 | 66 | 91 | 161 | 276 | 617 | 711 |
| 5 | 49 | 68 | 95 | 162 | 275 | 616 | 616 |
| 6 | 49 | 69 | 97 | 166 | 273 | 615 | 615 |
| 7 | 49 | 70 | 98 | 167 | 272 | 614 | 614 |
| 8 | 48 | 70 | 96 | 164 | 271 | 612 | 612 |
| 9 | 47 | 69 | 95 | 162 | 270 | 611 | 611 |
| 10 | 47 | 70 | 95 | 161 | 269 | 611 | 611 |
| 11 | 46 | 70 | 94 | 160 | 268 | 610 | 610 |
| 12 | 46 | 70 | 93 | 159 | 268 | 609 | 609 |
| 13 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
| 14 | 45 | 69 | 92 | 158 | 266 | 607 | 607 |
| 15 | 44 | 69 | 91 | 157 | 266 | 607 | 607 |
| 16 | 43 | 68 | 90 | 156 | 265 | 606 | 606 |
| 17 | 43 | 67 | 89 | 156 | 264 | 605 | 605 |
| 18 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
| 19 | 42 | 66 | 88 | 154 | 263 | 604 | 604 |
| 20 | 42 | 66 | 88 | 154 | 263 | 604 | 604 |
| 21 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |
| 22 | 41 | 65 | 88 | 154 | 262 | 603 | 603 |
| 23 | 40 | 65 | 87 | 153 | 262 | 603 | 603 |
| 24 | 40 | 64 | 87 | 153 | 261 | 602 | 602 |
| 25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
| 26 | 39 | 63 | 85 | 152 | 260 | 601 | 601 |
| 27 | 38 | 63 | 85 | 151 | 259 | 601 | 601 |
| 28 | 38 | 62 | 84 | 150 | 259 | 600 | 600 |
| 29 | 37 | 61 | 84 | 150 | 258 | 599 | 599 |
| 30 | 36 | 61 | 83 | 149 | 258 | 599 | 599 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

62

89

168

282

623

1 251

2

47

62

89

168

282

623

1 027

3

48

64

89

160

278

619

850

4

48

66

91

161

276

617

711

5

49

68

95

162

275

616

616

6

49

69

97

166

273

615

615

7

49

70

98

167

272

614

614

8

48

70

96

164

271

612

612

9

47

69

95

162

270

611

611

10

47

70

95

161

269

611

611

11

46

70

94

160

268

610

610

12

46

70

93

159

268

609

609

13

45

70

92

158

267

608

608

14

45

69

92

158

266

607

607

15

44

69

91

157

266

607

607

16

43

68

90

156

265

606

606

17

43

67

89

156

264

605

605

18

42

67

89

155

263

605

605

19

42

66

88

154

263

604

604

20

42

66

88

154

263

604

604

21

41

66

88

154

263

604

604

22

41

65

88

154

262

603

603

23

40

65

87

153

262

603

603

24

40

64

87

153

261

602

602

25

39

64

86

152

261

602

602

26

39

63

85

152

260

601

601

27

38

63

85

151

259

601

601

28

38

62

84

150

259

600

600

29

37

61

84

150

258

599

599

30

36

61

83

149

258

599

599

2.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 15 | 30 | 56 | 135 | 250 | 591 | 1 239 |
| 2 | 19 | 34 | 60 | 140 | 254 | 595 | 1 016 |
| 3 | 23 | 40 | 64 | 135 | 253 | 594 | 841 |
| 4 | 27 | 45 | 70 | 139 | 255 | 596 | 704 |
| 5 | 30 | 49 | 76 | 144 | 256 | 597 | 597 |
| 6 | 29 | 49 | 78 | 146 | 254 | 595 | 595 |
| 7 | 34 | 55 | 83 | 152 | 258 | 599 | 599 |
| 8 | 33 | 55 | 82 | 149 | 256 | 598 | 598 |
| 9 | 34 | 56 | 82 | 149 | 257 | 598 | 598 |
| 10 | 36 | 59 | 84 | 150 | 259 | 600 | 600 |
| 11 | 38 | 61 | 85 | 151 | 260 | 601 | 601 |
| 12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 |
| 13 | 40 | 64 | 87 | 153 | 261 | 602 | 602 |
| 14 | 40 | 65 | 87 | 153 | 261 | 603 | 603 |
| 15 | 40 | 65 | 87 | 153 | 262 | 603 | 603 |
| 16 | 40 | 64 | 86 | 153 | 261 | 602 | 602 |
| 17 | 40 | 64 | 86 | 153 | 261 | 602 | 602 |
| 18 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
| 19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 20 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 21 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
| 22 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
| 23 | 38 | 62 | 85 | 151 | 259 | 600 | 600 |
| 24 | 38 | 62 | 84 | 150 | 259 | 600 | 600 |
| 25 | 37 | 62 | 84 | 150 | 258 | 600 | 600 |
| 26 | 37 | 61 | 83 | 149 | 258 | 599 | 599 |
| 27 | 36 | 61 | 83 | 149 | 257 | 599 | 599 |
| 28 | 36 | 60 | 82 | 148 | 257 | 598 | 598 |
| 29 | 35 | 60 | 82 | 148 | 256 | 597 | 597 |
| 30 | 35 | 59 | 81 | 147 | 256 | 597 | 597 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

30

56

135

250

591

1 239

2

19

34

60

140

254

595

1 016

3

23

40

64

135

253

594

841

4

27

45

70

139

255

596

704

5

30

49

76

144

256

597

597

6

29

49

78

146

254

595

595

7

34

55

83

152

258

599

599

8

33

55

82

149

256

598

598

9

34

56

82

149

257

598

598

10

36

59

84

150

259

600

600

11

38

61

85

151

260

601

601

12

39

63

86

152

261

602

602

13

40

64

87

153

261

602

602

14

40

65

87

153

261

603

603

15

40

65

87

153

262

603

603

16

40

64

86

153

261

602

602

17

40

64

86

153

261

602

602

18

39

63

86

152

260

601

601

19

39

63

85

151

260

601

601

20

39

63

85

151

260

601

601

21

38

63

85

151

260

601

601

22

38

63

85

151

260

601

601

23

38

62

85

151

259

600

600

24

38

62

84

150

259

600

600

25

37

62

84

150

258

600

600

26

37

61

83

149

258

599

599

27

36

61

83

149

257

599

599

28

36

60

82

148

257

598

598

29

35

60

82

148

256

597

597

30

35

59

81

147

256

597

597

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 | 29 | 55 | 134 | 248 | 589 | 1 246 |
| 2 | 15 | 30 | 56 | 135 | 250 | 591 | 1 022 |
| 3 | 17 | 33 | 58 | 129 | 247 | 588 | 846 |
| 4 | 19 | 36 | 61 | 131 | 246 | 587 | 707 |
| 5 | 20 | 39 | 67 | 134 | 246 | 587 | 599 |
| 6 | 22 | 42 | 70 | 139 | 246 | 588 | 588 |
| 7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 |
| 8 | 23 | 45 | 72 | 139 | 246 | 588 | 588 |
| 9 | 23 | 46 | 72 | 138 | 247 | 588 | 588 |
| 10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 |
| 11 | 25 | 48 | 72 | 138 | 247 | 588 | 588 |
| 12 | 25 | 49 | 73 | 139 | 247 | 588 | 588 |
| 13 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 14 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
| 15 | 26 | 51 | 73 | 139 | 248 | 589 | 589 |
| 16 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 17 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 18 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 19 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 20 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
| 21 | 26 | 51 | 73 | 139 | 247 | 589 | 589 |
| 22 | 26 | 50 | 73 | 139 | 247 | 588 | 588 |
| 23 | 26 | 50 | 72 | 139 | 247 | 588 | 588 |
| 24 | 25 | 50 | 72 | 138 | 247 | 588 | 588 |
| 25 | 25 | 50 | 72 | 138 | 246 | 588 | 588 |
| 26 | 25 | 49 | 71 | 138 | 246 | 587 | 587 |
| 27 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
| 28 | 24 | 49 | 71 | 137 | 245 | 586 | 586 |
| 29 | 24 | 48 | 70 | 137 | 245 | 586 | 586 |
| 30 | 23 | 48 | 70 | 136 | 245 | 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

13

29

55

134

248

589

1 246

2

15

30

56

135

250

591

1 022

3

17

33

58

129

247

588

846

4

19

36

61

131

246

587

707

5

20

39

67

134

246

587

599

6

22

42

70

139

246

588

588

7

23

44

72

141

246

588

588

8

23

45

72

139

246

588

588

9

23

46

72

138

247

588

588

10

24

47

72

138

247

588

588

11

25

48

72

138

247

588

588

12

25

49

73

139

247

588

588

13

26

50

73

139

247

588

588

14

26

51

73

139

247

589

589

15

26

51

73

139

248

589

589

16

26

50

73

139

247

588

588

17

26

50

73

139

247

588

588

18

26

50

73

139

247

588

588

19

26

50

73

139

247

588

588

20

26

51

73

139

247

589

589

21

26

51

73

139

247

589

589

22

26

50

73

139

247

588

588

23

26

50

72

139

247

588

588

24

25

50

72

138

247

588

588

25

25

50

72

138

246

588

588

26

25

49

71

138

246

587

587

27

24

49

71

137

246

587

587

28

24

49

71

137

245

586

586

29

24

48

70

137

245

586

586

30

23

48

70

136

245

586

586

2.16   Chilean peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 50 | 65 | 91 | 170 | 285 | 626 | 1 262 |
| 2 | 53 | 68 | 94 | 173 | 287 | 629 | 1 037 |
| 3 | 57 | 73 | 98 | 168 | 287 | 628 | 860 |
| 4 | 59 | 76 | 101 | 171 | 286 | 628 | 721 |
| 5 | 61 | 80 | 107 | 174 | 287 | 628 | 628 |
| 6 | 62 | 82 | 111 | 179 | 287 | 628 | 628 |
| 7 | 63 | 85 | 113 | 181 | 287 | 628 | 628 |
| 8 | 63 | 85 | 112 | 179 | 286 | 628 | 628 |
| 9 | 63 | 85 | 111 | 178 | 286 | 627 | 627 |
| 10 | 63 | 86 | 111 | 178 | 286 | 627 | 627 |
| 11 | 63 | 87 | 111 | 177 | 286 | 627 | 627 |
| 12 | 63 | 87 | 110 | 176 | 285 | 626 | 626 |
| 13 | 63 | 87 | 109 | 176 | 284 | 625 | 625 |
| 14 | 62 | 86 | 108 | 175 | 283 | 624 | 624 |
| 15 | 61 | 85 | 108 | 174 | 282 | 623 | 623 |
| 16 | 60 | 84 | 107 | 173 | 281 | 623 | 623 |
| 17 | 59 | 84 | 106 | 172 | 281 | 622 | 622 |
| 18 | 58 | 83 | 105 | 171 | 280 | 621 | 621 |
| 19 | 58 | 82 | 104 | 171 | 279 | 620 | 620 |
| 20 | 57 | 82 | 104 | 170 | 278 | 620 | 620 |
| 21 | 56 | 81 | 103 | 169 | 278 | 619 | 619 |
| 22 | 55 | 80 | 102 | 168 | 277 | 618 | 618 |
| 23 | 55 | 79 | 101 | 167 | 276 | 617 | 617 |
| 24 | 54 | 78 | 100 | 167 | 275 | 616 | 616 |
| 25 | 53 | 77 | 99 | 166 | 274 | 615 | 615 |
| 26 | 52 | 76 | 99 | 165 | 273 | 614 | 614 |
| 27 | 51 | 75 | 98 | 164 | 272 | 613 | 613 |
| 28 | 50 | 75 | 97 | 163 | 271 | 613 | 613 |
| 29 | 49 | 74 | 96 | 162 | 270 | 612 | 612 |
| 30 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

50

65

91

170

285

626

1 262

2

53

68

94

173

287

629

1 037

3

57

73

98

168

287

628

860

4

59

76

101

171

286

628

721

5

61

80

107

174

287

628

628

6

62

82

111

179

287

628

628

7

63

85

113

181

287

628

628

8

63

85

112

179

286

628

628

9

63

85

111

178

286

627

627

10

63

86

111

178

286

627

627

11

63

87

111

177

286

627

627

12

63

87

110

176

285

626

626

13

63

87

109

176

284

625

625

14

62

86

108

175

283

624

624

15

61

85

108

174

282

623

623

16

60

84

107

173

281

623

623

17

59

84

106

172

281

622

622

18

58

83

105

171

280

621

621

19

58

82

104

171

279

620

620

20

57

82

104

170

278

620

620

21

56

81

103

169

278

619

619

22

55

80

102

168

277

618

618

23

55

79

101

167

276

617

617

24

54

78

100

167

275

616

616

25

53

77

99

166

274

615

615

26

52

76

99

165

273

614

614

27

51

75

98

164

272

613

613

28

50

75

97

163

271

613

613

29

49

74

96

162

270

612

612

30

48

73

95

161

270

611

611

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 96 | 122 | 202 | 316 | 657 | 1 305 |
| 2 | 85 | 100 | 126 | 206 | 320 | 661 | 1 073 |
| 3 | 86 | 103 | 127 | 198 | 316 | 657 | 891 |
| 4 | 87 | 104 | 129 | 199 | 314 | 655 | 746 |
| 5 | 90 | 109 | 136 | 203 | 316 | 657 | 657 |
| 6 | 92 | 112 | 140 | 209 | 316 | 658 | 658 |
| 7 | 93 | 114 | 142 | 211 | 317 | 658 | 658 |
| 8 | 94 | 116 | 143 | 210 | 318 | 659 | 659 |
| 9 | 95 | 117 | 143 | 210 | 318 | 659 | 659 |
| 10 | 95 | 119 | 143 | 210 | 318 | 659 | 659 |
| 11 | 95 | 119 | 143 | 209 | 318 | 659 | 659 |
| 12 | 95 | 119 | 142 | 208 | 317 | 658 | 658 |
| 13 | 94 | 118 | 141 | 207 | 315 | 657 | 657 |
| 14 | 93 | 117 | 139 | 205 | 314 | 655 | 655 |
| 15 | 91 | 116 | 138 | 204 | 312 | 654 | 654 |
| 16 | 90 | 114 | 136 | 202 | 311 | 652 | 652 |
| 17 | 88 | 113 | 135 | 201 | 310 | 651 | 651 |
| 18 | 87 | 111 | 134 | 200 | 308 | 649 | 649 |
| 19 | 85 | 110 | 132 | 198 | 307 | 648 | 648 |
| 20 | 84 | 109 | 131 | 197 | 305 | 647 | 647 |
| 21 | 83 | 107 | 129 | 196 | 304 | 645 | 645 |
| 22 | 81 | 106 | 128 | 194 | 303 | 644 | 644 |
| 23 | 80 | 104 | 126 | 193 | 301 | 642 | 642 |
| 24 | 78 | 103 | 125 | 191 | 300 | 641 | 641 |
| 25 | 77 | 101 | 123 | 189 | 298 | 639 | 639 |
| 26 | 75 | 100 | 122 | 188 | 296 | 638 | 638 |
| 27 | 74 | 98 | 120 | 186 | 295 | 636 | 636 |
| 28 | 72 | 97 | 119 | 185 | 293 | 634 | 634 |
| 29 | 71 | 95 | 117 | 183 | 292 | 633 | 633 |
| 30 | 69 | 94 | 116 | 182 | 290 | 632 | 632 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

81

96

122

202

316

657

1 305

2

85

100

126

206

320

661

1 073

3

86

103

127

198

316

657

891

4

87

104

129

199

314

655

746

5

90

109

136

203

316

657

657

6

92

112

140

209

316

658

658

7

93

114

142

211

317

658

658

8

94

116

143

210

318

659

659

9

95

117

143

210

318

659

659

10

95

119

143

210

318

659

659

11

95

119

143

209

318

659

659

12

95

119

142

208

317

658

658

13

94

118

141

207

315

657

657

14

93

117

139

205

314

655

655

15

91

116

138

204

312

654

654

16

90

114

136

202

311

652

652

17

88

113

135

201

310

651

651

18

87

111

134

200

308

649

649

19

85

110

132

198

307

648

648

20

84

109

131

197

305

647

647

21

83

107

129

196

304

645

645

22

81

106

128

194

303

644

644

23

80

104

126

193

301

642

642

24

78

103

125

191

300

641

641

25

77

101

123

189

298

639

639

26

75

100

122

188

296

638

638

27

74

98

120

186

295

636

636

28

72

97

119

185

293

634

634

29

71

95

117

183

292

633

633

30

69

94

116

182

290

632

632

2.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 22 | 48 | 127 | 241 | 582 | 1 235 |
| 2 | 10 | 25 | 51 | 131 | 245 | 586 | 1 015 |
| 3 | 13 | 30 | 55 | 125 | 244 | 585 | 841 |
| 4 | 17 | 34 | 59 | 129 | 244 | 585 | 704 |
| 5 | 19 | 38 | 66 | 133 | 245 | 587 | 596 |
| 6 | 21 | 41 | 70 | 138 | 246 | 587 | 587 |
| 7 | 23 | 44 | 72 | 141 | 246 | 588 | 588 |
| 8 | 23 | 45 | 72 | 139 | 247 | 588 | 588 |
| 9 | 23 | 46 | 72 | 139 | 247 | 588 | 588 |
| 10 | 24 | 47 | 72 | 138 | 247 | 588 | 588 |
| 11 | 24 | 48 | 72 | 138 | 247 | 588 | 588 |
| 12 | 25 | 49 | 72 | 138 | 246 | 588 | 588 |
| 13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
| 14 | 24 | 48 | 71 | 137 | 245 | 586 | 586 |
| 15 | 23 | 48 | 70 | 136 | 244 | 586 | 586 |
| 16 | 22 | 47 | 69 | 135 | 244 | 585 | 585 |
| 17 | 22 | 46 | 68 | 135 | 243 | 584 | 584 |
| 18 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
| 19 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
| 20 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
| 21 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
| 22 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
| 23 | 22 | 46 | 68 | 134 | 243 | 584 | 584 |
| 24 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
| 25 | 21 | 46 | 68 | 134 | 243 | 584 | 584 |
| 26 | 21 | 46 | 68 | 134 | 242 | 584 | 584 |
| 27 | 21 | 46 | 68 | 134 | 242 | 584 | 584 |
| 28 | 21 | 45 | 68 | 134 | 242 | 583 | 583 |
| 29 | 21 | 45 | 67 | 134 | 242 | 583 | 583 |
| 30 | 21 | 45 | 67 | 133 | 242 | 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

22

48

127

241

582

1 235

2

10

25

51

131

245

586

1 015

3

13

30

55

125

244

585

841

4

17

34

59

129

244

585

704

5

19

38

66

133

245

587

596

6

21

41

70

138

246

587

587

7

23

44

72

141

246

588

588

8

23

45

72

139

247

588

588

9

23

46

72

139

247

588

588

10

24

47

72

138

247

588

588

11

24

48

72

138

247

588

588

12

25

49

72

138

246

588

588

13

24

49

71

137

246

587

587

14

24

48

71

137

245

586

586

15

23

48

70

136

244

586

586

16

22

47

69

135

244

585

585

17

22

46

68

135

243

584

584

18

21

46

68

134

243

584

584

19

21

46

68

134

243

584

584

20

21

46

68

134

243

584

584

21

22

46

68

134

243

584

584

22

22

46

68

134

243

584

584

23

22

46

68

134

243

584

584

24

21

46

68

134

243

584

584

25

21

46

68

134

243

584

584

26

21

46

68

134

242

584

584

27

21

46

68

134

242

584

584

28

21

45

68

134

242

583

583

29

21

45

67

134

242

583

583

30

21

45

67

133

242

583

583

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 | 213 | 327 | 668 | 1 330 |
| 2 | 93 | 108 | 134 | 213 | 327 | 669 | 1 091 |
| 3 | 93 | 110 | 134 | 205 | 323 | 664 | 903 |
| 4 | 94 | 112 | 137 | 207 | 322 | 663 | 756 |
| 5 | 95 | 114 | 142 | 209 | 321 | 662 | 662 |
| 6 | 96 | 116 | 144 | 213 | 321 | 662 | 662 |
| 7 | 97 | 118 | 146 | 215 | 320 | 661 | 661 |
| 8 | 96 | 118 | 145 | 213 | 320 | 661 | 661 |
| 9 | 95 | 118 | 144 | 211 | 319 | 660 | 660 |
| 10 | 94 | 118 | 142 | 209 | 317 | 658 | 658 |
| 11 | 93 | 117 | 141 | 207 | 315 | 657 | 657 |
| 12 | 92 | 116 | 139 | 205 | 313 | 655 | 655 |
| 13 | 90 | 114 | 137 | 203 | 312 | 653 | 653 |
| 14 | 88 | 113 | 135 | 201 | 310 | 651 | 651 |
| 15 | 86 | 111 | 133 | 199 | 308 | 649 | 649 |
| 16 | 84 | 109 | 131 | 197 | 306 | 647 | 647 |
| 17 | 83 | 107 | 129 | 196 | 304 | 645 | 645 |
| 18 | 81 | 106 | 128 | 194 | 302 | 644 | 644 |
| 19 | 80 | 104 | 126 | 193 | 301 | 642 | 642 |
| 20 | 79 | 103 | 125 | 192 | 300 | 641 | 641 |
| 21 | 78 | 102 | 124 | 191 | 299 | 640 | 640 |
| 22 | 77 | 101 | 123 | 189 | 298 | 639 | 639 |
| 23 | 76 | 100 | 122 | 188 | 297 | 638 | 638 |
| 24 | 74 | 99 | 121 | 187 | 296 | 637 | 637 |
| 25 | 73 | 98 | 120 | 186 | 295 | 636 | 636 |
| 26 | 72 | 97 | 119 | 185 | 293 | 635 | 635 |
| 27 | 71 | 96 | 118 | 184 | 292 | 634 | 634 |
| 28 | 70 | 94 | 117 | 183 | 291 | 632 | 632 |
| 29 | 69 | 93 | 116 | 182 | 290 | 631 | 631 |
| 30 | 68 | 92 | 115 | 181 | 289 | 630 | 630 |

Duration (in years)

Credit quality step 0

Credit 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

213

327

668

1 330

2

93

108

134

213

327

669

1 091

3

93

110

134

205

323

664

903

4

94

112

137

207

322

663

756

5

95

114

142

209

321

662

662

6

96

116

144

213

321

662

662

7

97

118

146

215

320

661

661

8

96

118

145

213

320

661

661

9

95

118

144

211

319

660

660

10

94

118

142

209

317

658

658

11

93

117

141

207

315

657

657

12

92

116

139

205

313

655

655

13

90

114

137

203

312

653

653

14

88

113

135

201

310

651

651

15

86

111

133

199

308

649

649

16

84

109

131

197

306

647

647

17

83

107

129

196

304

645

645

18

81

106

128

194

302

644

644

19

80

104

126

193

301

642

642

20

79

103

125

192

300

641

641

21

78

102

124

191

299

640

640

22

77

101

123

189

298

639

639

23

76

100

122

188

297

638

638

24

74

99

121

187

296

637

637

25

73

98

120

186

295

636

636

26

72

97

119

185

293

635

635

27

71

96

118

184

292

634

634

28

70

94

117

183

291

632

632

29

69

93

116

182

290

631

631

30

68

92

115

181

289

630

630

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 | 350 | 365 | 392 | 471 | 585 | 926 | 1 356 |
| 2 | 77 | 92 | 118 | 198 | 312 | 653 | 1 107 |
| 3 | 81 | 98 | 122 | 193 | 311 | 652 | 914 |
| 4 | 85 | 103 | 128 | 197 | 313 | 654 | 763 |
| 5 | 88 | 107 | 134 | 201 | 314 | 655 | 655 |
| 6 | 90 | 110 | 138 | 207 | 314 | 656 | 656 |
| 7 | 91 | 113 | 141 | 209 | 315 | 656 | 656 |
| 8 | 92 | 114 | 141 | 209 | 316 | 657 | 657 |
| 9 | 93 | 115 | 141 | 208 | 316 | 657 | 657 |
| 10 | 93 | 116 | 141 | 207 | 316 | 657 | 657 |
| 11 | 93 | 117 | 141 | 207 | 316 | 657 | 657 |
| 12 | 94 | 118 | 141 | 207 | 316 | 657 | 657 |
| 13 | 95 | 119 | 141 | 208 | 316 | 657 | 657 |
| 14 | 95 | 120 | 142 | 208 | 317 | 658 | 658 |
| 15 | 96 | 121 | 143 | 209 | 317 | 659 | 659 |
| 16 | 97 | 121 | 144 | 210 | 318 | 659 | 659 |
| 17 | 98 | 123 | 145 | 211 | 319 | 661 | 661 |
| 18 | 99 | 124 | 146 | 212 | 320 | 662 | 662 |
| 19 | 100 | 125 | 147 | 213 | 321 | 663 | 663 |
| 20 | 101 | 125 | 147 | 214 | 322 | 663 | 663 |
| 21 | 101 | 125 | 148 | 214 | 322 | 663 | 663 |
| 22 | 101 | 125 | 147 | 214 | 322 | 663 | 663 |
| 23 | 100 | 125 | 147 | 213 | 322 | 663 | 663 |
| 24 | 100 | 124 | 146 | 212 | 321 | 662 | 662 |
| 25 | 99 | 123 | 145 | 211 | 320 | 661 | 661 |
| 26 | 98 | 122 | 144 | 210 | 319 | 660 | 660 |
| 27 | 96 | 121 | 143 | 209 | 318 | 659 | 659 |
| 28 | 95 | 120 | 142 | 208 | 316 | 658 | 658 |
| 29 | 94 | 118 | 140 | 207 | 315 | 656 | 656 |
| 30 | 92 | 117 | 139 | 205 | 314 | 655 | 655 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

350

365

392

471

585

926

1 356

2

77

92

118

198

312

653

1 107

3

81

98

122

193

311

652

914

4

85

103

128

197

313

654

763

5

88

107

134

201

314

655

655

6

90

110

138

207

314

656

656

7

91

113

141

209

315

656

656

8

92

114

141

209

316

657

657

9

93

115

141

208

316

657

657

10

93

116

141

207

316

657

657

11

93

117

141

207

316

657

657

12

94

118

141

207

316

657

657

13

95

119

141

208

316

657

657

14

95

120

142

208

317

658

658

15

96

121

143

209

317

659

659

16

97

121

144

210

318

659

659

17

98

123

145

211

319

661

661

18

99

124

146

212

320

662

662

19

100

125

147

213

321

663

663

20

101

125

147

214

322

663

663

21

101

125

148

214

322

663

663

22

101

125

147

214

322

663

663

23

100

125

147

213

322

663

663

24

100

124

146

212

321

662

662

25

99

123

145

211

320

661

661

26

98

122

144

210

319

660

660

27

96

121

143

209

318

659

659

28

95

120

142

208

316

658

658

29

94

118

140

207

315

656

656

30

92

117

139

205

314

655

655

2.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 10 | 36 | 116 | 230 | 571 | 1 223 |
| 2 | 1 | 10 | 36 | 116 | 230 | 571 | 1 003 |
| 3 | 2 | 12 | 37 | 107 | 226 | 567 | 829 |
| 4 | 2 | 14 | 39 | 108 | 224 | 565 | 694 |
| 5 | 3 | 16 | 43 | 110 | 223 | 564 | 587 |
| 6 | 4 | 17 | 46 | 114 | 222 | 563 | 563 |
| 7 | 5 | 19 | 47 | 116 | 221 | 563 | 563 |
| 8 | 5 | 19 | 46 | 114 | 221 | 562 | 562 |
| 9 | 7 | 19 | 45 | 111 | 220 | 561 | 561 |
| 10 | 7 | 20 | 44 | 111 | 219 | 560 | 560 |
| 11 | 8 | 21 | 44 | 111 | 219 | 560 | 560 |
| 12 | 8 | 21 | 44 | 111 | 219 | 560 | 560 |
| 13 | 10 | 22 | 44 | 111 | 219 | 560 | 560 |
| 14 | 10 | 22 | 45 | 111 | 219 | 560 | 560 |
| 15 | 11 | 23 | 45 | 111 | 219 | 561 | 561 |
| 16 | 11 | 23 | 45 | 111 | 219 | 561 | 561 |
| 17 | 12 | 23 | 45 | 111 | 220 | 561 | 561 |
| 18 | 13 | 23 | 46 | 112 | 220 | 561 | 561 |
| 19 | 14 | 24 | 46 | 112 | 221 | 562 | 562 |
| 20 | 14 | 25 | 47 | 113 | 222 | 563 | 563 |
| 21 | 15 | 26 | 48 | 114 | 223 | 564 | 564 |
| 22 | 16 | 26 | 49 | 115 | 223 | 564 | 564 |
| 23 | 17 | 27 | 49 | 115 | 224 | 565 | 565 |
| 24 | 17 | 28 | 50 | 116 | 224 | 566 | 566 |
| 25 | 17 | 28 | 50 | 116 | 225 | 566 | 566 |
| 26 | 18 | 28 | 51 | 117 | 225 | 566 | 566 |
| 27 | 19 | 29 | 51 | 117 | 226 | 567 | 567 |
| 28 | 20 | 29 | 51 | 118 | 226 | 567 | 567 |
| 29 | 20 | 30 | 52 | 118 | 226 | 567 | 567 |
| 30 | 21 | 30 | 52 | 118 | 227 | 568 | 568 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

10

36

116

230

571

1 223

2

1

10

36

116

230

571

1 003

3

2

12

37

107

226

567

829

4

2

14

39

108

224

565

694

5

3

16

43

110

223

564

587

6

4

17

46

114

222

563

563

7

5

19

47

116

221

563

563

8

5

19

46

114

221

562

562

9

7

19

45

111

220

561

561

10

7

20

44

111

219

560

560

11

8

21

44

111

219

560

560

12

8

21

44

111

219

560

560

13

10

22

44

111

219

560

560

14

10

22

45

111

219

560

560

15

11

23

45

111

219

561

561

16

11

23

45

111

219

561

561

17

12

23

45

111

220

561

561

18

13

23

46

112

220

561

561

19

14

24

46

112

221

562

562

20

14

25

47

113

222

563

563

21

15

26

48

114

223

564

564

22

16

26

49

115

223

564

564

23

17

27

49

115

224

565

565

24

17

28

50

116

224

566

566

25

17

28

50

116

225

566

566

26

18

28

51

117

225

566

566

27

19

29

51

117

226

567

567

28

20

29

51

118

226

567

567

29

20

30

52

118

226

567

567

30

21

30

52

118

227

568

568

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 | 53 | 69 | 95 | 174 | 288 | 630 | 1 253 |
| 2 | 54 | 70 | 96 | 175 | 289 | 630 | 1 028 |
| 3 | 55 | 72 | 96 | 167 | 285 | 626 | 852 |
| 4 | 56 | 73 | 98 | 168 | 283 | 625 | 713 |
| 5 | 56 | 75 | 103 | 170 | 282 | 624 | 624 |
| 6 | 57 | 77 | 106 | 174 | 282 | 623 | 623 |
| 7 | 57 | 78 | 106 | 175 | 280 | 621 | 621 |
| 8 | 56 | 78 | 105 | 173 | 280 | 621 | 621 |
| 9 | 56 | 78 | 104 | 171 | 279 | 620 | 620 |
| 10 | 55 | 78 | 103 | 169 | 277 | 619 | 619 |
| 11 | 54 | 77 | 101 | 167 | 276 | 617 | 617 |
| 12 | 52 | 77 | 100 | 166 | 274 | 615 | 615 |
| 13 | 51 | 76 | 98 | 164 | 273 | 614 | 614 |
| 14 | 50 | 74 | 96 | 163 | 271 | 612 | 612 |
| 15 | 48 | 73 | 95 | 161 | 270 | 611 | 611 |
| 16 | 47 | 71 | 93 | 159 | 268 | 609 | 609 |
| 17 | 45 | 70 | 92 | 158 | 267 | 608 | 608 |
| 18 | 44 | 69 | 91 | 157 | 265 | 607 | 607 |
| 19 | 43 | 68 | 90 | 156 | 264 | 606 | 606 |
| 20 | 43 | 67 | 89 | 155 | 264 | 605 | 605 |
| 21 | 42 | 67 | 89 | 155 | 263 | 605 | 605 |
| 22 | 41 | 66 | 88 | 154 | 263 | 604 | 604 |
| 23 | 41 | 65 | 87 | 154 | 262 | 603 | 603 |
| 24 | 40 | 65 | 87 | 153 | 261 | 602 | 602 |
| 25 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
| 26 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 27 | 38 | 62 | 85 | 151 | 259 | 600 | 600 |
| 28 | 37 | 62 | 84 | 150 | 259 | 600 | 600 |
| 29 | 37 | 61 | 83 | 149 | 258 | 599 | 599 |
| 30 | 36 | 61 | 83 | 149 | 257 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

53

69

95

174

288

630

1 253

2

54

70

96

175

289

630

1 028

3

55

72

96

167

285

626

852

4

56

73

98

168

283

625

713

5

56

75

103

170

282

624

624

6

57

77

106

174

282

623

623

7

57

78

106

175

280

621

621

8

56

78

105

173

280

621

621

9

56

78

104

171

279

620

620

10

55

78

103

169

277

619

619

11

54

77

101

167

276

617

617

12

52

77

100

166

274

615

615

13

51

76

98

164

273

614

614

14

50

74

96

163

271

612

612

15

48

73

95

161

270

611

611

16

47

71

93

159

268

609

609

17

45

70

92

158

267

608

608

18

44

69

91

157

265

607

607

19

43

68

90

156

264

606

606

20

43

67

89

155

264

605

605

21

42

67

89

155

263

605

605

22

41

66

88

154

263

604

604

23

41

65

87

154

262

603

603

24

40

65

87

153

261

602

602

25

39

64

86

152

261

602

602

26

39

63

85

151

260

601

601

27

38

62

85

151

259

600

600

28

37

62

84

150

259

600

600

29

37

61

83

149

258

599

599

30

36

61

83

149

257

598

598

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 114 | 130 | 156 | 235 | 349 | 690 | 1 346 |
| 2 | 115 | 131 | 157 | 236 | 350 | 692 | 1 103 |
| 3 | 118 | 134 | 159 | 230 | 348 | 689 | 913 |
| 4 | 120 | 137 | 162 | 232 | 347 | 689 | 764 |
| 5 | 121 | 140 | 168 | 235 | 347 | 689 | 689 |
| 6 | 122 | 142 | 171 | 239 | 347 | 688 | 688 |
| 7 | 123 | 144 | 172 | 241 | 346 | 688 | 688 |
| 8 | 122 | 144 | 171 | 238 | 346 | 687 | 687 |
| 9 | 121 | 144 | 170 | 236 | 345 | 686 | 686 |
| 10 | 121 | 144 | 169 | 235 | 343 | 685 | 685 |
| 11 | 120 | 143 | 167 | 233 | 342 | 683 | 683 |
| 12 | 118 | 142 | 165 | 232 | 340 | 681 | 681 |
| 13 | 116 | 141 | 163 | 229 | 338 | 679 | 679 |
| 14 | 114 | 139 | 161 | 227 | 336 | 677 | 677 |
| 15 | 112 | 136 | 159 | 225 | 333 | 674 | 674 |
| 16 | 109 | 134 | 156 | 222 | 331 | 672 | 672 |
| 17 | 107 | 131 | 154 | 220 | 328 | 669 | 669 |
| 18 | 105 | 129 | 151 | 218 | 326 | 667 | 667 |
| 19 | 103 | 127 | 149 | 215 | 324 | 665 | 665 |
| 20 | 101 | 125 | 148 | 214 | 322 | 663 | 663 |
| 21 | 99 | 124 | 146 | 212 | 320 | 662 | 662 |
| 22 | 97 | 122 | 144 | 210 | 319 | 660 | 660 |
| 23 | 96 | 120 | 142 | 208 | 317 | 658 | 658 |
| 24 | 94 | 118 | 140 | 207 | 315 | 656 | 656 |
| 25 | 92 | 116 | 139 | 205 | 313 | 654 | 654 |
| 26 | 90 | 115 | 137 | 203 | 312 | 653 | 653 |
| 27 | 89 | 113 | 135 | 201 | 310 | 651 | 651 |
| 28 | 87 | 111 | 134 | 200 | 308 | 649 | 649 |
| 29 | 85 | 110 | 132 | 198 | 307 | 648 | 648 |
| 30 | 84 | 108 | 130 | 197 | 305 | 646 | 646 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

130

156

235

349

690

1 346

2

115

131

157

236

350

692

1 103

3

118

134

159

230

348

689

913

4

120

137

162

232

347

689

764

5

121

140

168

235

347

689

689

6

122

142

171

239

347

688

688

7

123

144

172

241

346

688

688

8

122

144

171

238

346

687

687

9

121

144

170

236

345

686

686

10

121

144

169

235

343

685

685

11

120

143

167

233

342

683

683

12

118

142

165

232

340

681

681

13

116

141

163

229

338

679

679

14

114

139

161

227

336

677

677

15

112

136

159

225

333

674

674

16

109

134

156

222

331

672

672

17

107

131

154

220

328

669

669

18

105

129

151

218

326

667

667

19

103

127

149

215

324

665

665

20

101

125

148

214

322

663

663

21

99

124

146

212

320

662

662

22

97

122

144

210

319

660

660

23

96

120

142

208

317

658

658

24

94

118

140

207

315

656

656

25

92

116

139

205

313

654

654

26

90

115

137

203

312

653

653

27

89

113

135

201

310

651

651

28

87

111

134

200

308

649

649

29

85

110

132

198

307

648

648

30

84

108

130

197

305

646

646

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 | 189 | 215 | 295 | 409 | 750 | 1 342 |
| 2 | 183 | 198 | 224 | 304 | 418 | 759 | 1 110 |
| 3 | 188 | 205 | 229 | 300 | 418 | 759 | 924 |
| 4 | 190 | 208 | 233 | 302 | 418 | 759 | 776 |
| 5 | 191 | 210 | 238 | 305 | 417 | 758 | 758 |
| 6 | 191 | 211 | 240 | 308 | 416 | 757 | 757 |
| 7 | 191 | 212 | 240 | 309 | 414 | 755 | 755 |
| 8 | 189 | 211 | 238 | 305 | 412 | 754 | 754 |
| 9 | 187 | 210 | 236 | 303 | 411 | 752 | 752 |
| 10 | 187 | 210 | 235 | 301 | 409 | 751 | 751 |
| 11 | 185 | 209 | 233 | 299 | 407 | 749 | 749 |
| 12 | 183 | 207 | 230 | 296 | 405 | 746 | 746 |
| 13 | 180 | 205 | 227 | 293 | 402 | 743 | 743 |
| 14 | 177 | 202 | 224 | 290 | 399 | 740 | 740 |
| 15 | 174 | 199 | 221 | 287 | 395 | 737 | 737 |
| 16 | 171 | 195 | 218 | 284 | 392 | 733 | 733 |
| 17 | 168 | 192 | 214 | 281 | 389 | 730 | 730 |
| 18 | 164 | 189 | 211 | 277 | 386 | 727 | 727 |
| 19 | 161 | 186 | 208 | 274 | 383 | 724 | 724 |
| 20 | 158 | 183 | 205 | 271 | 380 | 721 | 721 |
| 21 | 155 | 180 | 202 | 268 | 377 | 718 | 718 |
| 22 | 152 | 177 | 199 | 265 | 373 | 715 | 715 |
| 23 | 149 | 173 | 196 | 262 | 370 | 711 | 711 |
| 24 | 146 | 170 | 192 | 259 | 367 | 708 | 708 |
| 25 | 143 | 167 | 189 | 255 | 364 | 705 | 705 |
| 26 | 140 | 164 | 186 | 252 | 361 | 702 | 702 |
| 27 | 137 | 161 | 183 | 249 | 358 | 699 | 699 |
| 28 | 134 | 158 | 180 | 247 | 355 | 696 | 696 |
| 29 | 131 | 155 | 178 | 244 | 352 | 693 | 693 |
| 30 | 128 | 153 | 175 | 241 | 349 | 691 | 691 |

Duration (in years)

Credit quality step 0

Credit 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

189

215

295

409

750

1 342

2

183

198

224

304

418

759

1 110

3

188

205

229

300

418

759

924

4

190

208

233

302

418

759

776

5

191

210

238

305

417

758

758

6

191

211

240

308

416

757

757

7

191

212

240

309

414

755

755

8

189

211

238

305

412

754

754

9

187

210

236

303

411

752

752

10

187

210

235

301

409

751

751

11

185

209

233

299

407

749

749

12

183

207

230

296

405

746

746

13

180

205

227

293

402

743

743

14

177

202

224

290

399

740

740

15

174

199

221

287

395

737

737

16

171

195

218

284

392

733

733

17

168

192

214

281

389

730

730

18

164

189

211

277

386

727

727

19

161

186

208

274

383

724

724

20

158

183

205

271

380

721

721

21

155

180

202

268

377

718

718

22

152

177

199

265

373

715

715

23

149

173

196

262

370

711

711

24

146

170

192

259

367

708

708

25

143

167

189

255

364

705

705

26

140

164

186

252

361

702

702

27

137

161

183

249

358

699

699

28

134

158

180

247

355

696

696

29

131

155

178

244

352

693

693

30

128

153

175

241

349

691

691

2.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 27 | 42 | 68 | 148 | 262 | 603 | 1 281 |
| 2 | 28 | 43 | 69 | 149 | 263 | 604 | 1 050 |
| 3 | 29 | 46 | 70 | 141 | 259 | 600 | 869 |
| 4 | 30 | 48 | 73 | 142 | 258 | 599 | 727 |
| 5 | 31 | 50 | 78 | 145 | 257 | 598 | 615 |
| 6 | 32 | 52 | 80 | 149 | 256 | 598 | 598 |
| 7 | 32 | 53 | 81 | 150 | 256 | 597 | 597 |
| 8 | 31 | 53 | 80 | 147 | 254 | 596 | 596 |
| 9 | 30 | 53 | 79 | 145 | 254 | 595 | 595 |
| 10 | 30 | 53 | 78 | 144 | 253 | 594 | 594 |
| 11 | 30 | 54 | 77 | 144 | 252 | 593 | 593 |
| 12 | 30 | 54 | 77 | 143 | 251 | 593 | 593 |
| 13 | 29 | 54 | 76 | 142 | 251 | 592 | 592 |
| 14 | 29 | 54 | 76 | 142 | 250 | 592 | 592 |
| 15 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
| 16 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
| 17 | 28 | 53 | 75 | 141 | 250 | 591 | 591 |
| 18 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
| 19 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
| 20 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
| 21 | 29 | 53 | 76 | 142 | 250 | 591 | 591 |
| 22 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
| 23 | 29 | 53 | 75 | 142 | 250 | 591 | 591 |
| 24 | 29 | 53 | 75 | 141 | 250 | 591 | 591 |
| 25 | 28 | 53 | 75 | 141 | 250 | 591 | 591 |
| 26 | 28 | 53 | 75 | 141 | 249 | 591 | 591 |
| 27 | 28 | 52 | 75 | 141 | 249 | 590 | 590 |
| 28 | 28 | 52 | 74 | 140 | 249 | 590 | 590 |
| 29 | 27 | 52 | 74 | 140 | 249 | 590 | 590 |
| 30 | 27 | 52 | 74 | 140 | 248 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

27

42

68

148

262

603

1 281

2

28

43

69

149

263

604

1 050

3

29

46

70

141

259

600

869

4

30

48

73

142

258

599

727

5

31

50

78

145

257

598

615

6

32

52

80

149

256

598

598

7

32

53

81

150

256

597

597

8

31

53

80

147

254

596

596

9

30

53

79

145

254

595

595

10

30

53

78

144

253

594

594

11

30

54

77

144

252

593

593

12

30

54

77

143

251

593

593

13

29

54

76

142

251

592

592

14

29

54

76

142

250

592

592

15

29

53

75

142

250

591

591

16

29

53

75

141

250

591

591

17

28

53

75

141

250

591

591

18

29

53

75

141

250

591

591

19

29

53

75

141

250

591

591

20

29

53

75

142

250

591

591

21

29

53

76

142

250

591

591

22

29

53

75

142

250

591

591

23

29

53

75

142

250

591

591

24

29

53

75

141

250

591

591

25

28

53

75

141

250

591

591

26

28

53

75

141

249

591

591

27

28

52

75

141

249

590

590

28

28

52

74

140

249

590

590

29

27

52

74

140

249

590

590

30

27

52

74

140

248

590

590

2.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 23 | 38 | 64 | 144 | 258 | 599 | 1 280 |
| 2 | 25 | 40 | 66 | 146 | 260 | 601 | 1 050 |
| 3 | 28 | 44 | 69 | 139 | 258 | 599 | 868 |
| 4 | 30 | 48 | 73 | 143 | 258 | 599 | 726 |
| 5 | 33 | 52 | 79 | 146 | 259 | 600 | 614 |
| 6 | 34 | 54 | 83 | 151 | 259 | 600 | 600 |
| 7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 |
| 8 | 36 | 58 | 85 | 152 | 260 | 601 | 601 |
| 9 | 36 | 59 | 85 | 152 | 260 | 601 | 601 |
| 10 | 37 | 61 | 85 | 152 | 260 | 601 | 601 |
| 11 | 38 | 62 | 86 | 152 | 261 | 602 | 602 |
| 12 | 39 | 63 | 86 | 152 | 261 | 602 | 602 |
| 13 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
| 14 | 39 | 64 | 86 | 152 | 261 | 602 | 602 |
| 15 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
| 16 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 17 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 18 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
| 19 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 20 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
| 21 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
| 22 | 39 | 64 | 86 | 152 | 260 | 602 | 602 |
| 23 | 39 | 63 | 86 | 152 | 260 | 601 | 601 |
| 24 | 39 | 63 | 85 | 151 | 260 | 601 | 601 |
| 25 | 38 | 63 | 85 | 151 | 260 | 601 | 601 |
| 26 | 38 | 62 | 84 | 151 | 259 | 600 | 600 |
| 27 | 37 | 62 | 84 | 150 | 259 | 600 | 600 |
| 28 | 37 | 61 | 84 | 150 | 258 | 599 | 599 |
| 29 | 36 | 61 | 83 | 149 | 258 | 599 | 599 |
| 30 | 36 | 60 | 83 | 149 | 257 | 598 | 598 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

23

38

64

144

258

599

1 280

2

25

40

66

146

260

601

1 050

3

28

44

69

139

258

599

868

4

30

48

73

143

258

599

726

5

33

52

79

146

259

600

614

6

34

54

83

151

259

600

600

7

36

57

85

154

260

601

601

8

36

58

85

152

260

601

601

9

36

59

85

152

260

601

601

10

37

61

85

152

260

601

601

11

38

62

86

152

261

602

602

12

39

63

86

152

261

602

602

13

39

64

86

152

261

602

602

14

39

64

86

152

261

602

602

15

39

64

86

152

260

602

602

16

39

63

85

151

260

601

601

17

39

63

85

151

260

601

601

18

38

63

85

151

260

601

601

19

39

63

85

151

260

601

601

20

39

63

86

152

260

601

601

21

39

64

86

152

260

602

602

22

39

64

86

152

260

602

602

23

39

63

86

152

260

601

601

24

39

63

85

151

260

601

601

25

38

63

85

151

260

601

601

26

38

62

84

151

259

600

600

27

37

62

84

150

259

600

600

28

37

61

84

150

258

599

599

29

36

61

83

149

258

599

599

30

36

60

83

149

257

598

598

2.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 124 | 139 | 165 | 245 | 359 | 700 | 1 375 |
| 2 | 123 | 138 | 164 | 243 | 358 | 699 | 1 125 |
| 3 | 123 | 139 | 164 | 235 | 353 | 694 | 928 |
| 4 | 123 | 141 | 166 | 235 | 351 | 692 | 775 |
| 5 | 124 | 143 | 170 | 237 | 350 | 691 | 691 |
| 6 | 123 | 144 | 172 | 241 | 348 | 689 | 689 |
| 7 | 124 | 145 | 173 | 242 | 347 | 688 | 688 |
| 8 | 123 | 145 | 172 | 239 | 346 | 688 | 688 |
| 9 | 122 | 144 | 170 | 237 | 345 | 686 | 686 |
| 10 | 122 | 145 | 170 | 236 | 345 | 686 | 686 |
| 11 | 122 | 145 | 169 | 235 | 344 | 685 | 685 |
| 12 | 121 | 145 | 168 | 234 | 343 | 684 | 684 |
| 13 | 120 | 144 | 167 | 233 | 341 | 683 | 683 |
| 14 | 119 | 143 | 166 | 232 | 340 | 681 | 681 |
| 15 | 117 | 141 | 163 | 230 | 338 | 679 | 679 |
| 16 | 115 | 139 | 161 | 227 | 336 | 677 | 677 |
| 17 | 112 | 136 | 158 | 225 | 333 | 674 | 674 |
| 18 | 109 | 134 | 156 | 222 | 331 | 672 | 672 |
| 19 | 107 | 132 | 154 | 220 | 329 | 670 | 670 |
| 20 | 105 | 130 | 152 | 218 | 326 | 668 | 668 |
| 21 | 103 | 127 | 150 | 216 | 324 | 665 | 665 |
| 22 | 101 | 125 | 147 | 213 | 322 | 663 | 663 |
| 23 | 98 | 123 | 145 | 211 | 320 | 661 | 661 |
| 24 | 96 | 121 | 143 | 209 | 318 | 659 | 659 |
| 25 | 94 | 119 | 141 | 207 | 315 | 657 | 657 |
| 26 | 92 | 116 | 139 | 205 | 313 | 654 | 654 |
| 27 | 90 | 114 | 137 | 203 | 311 | 652 | 652 |
| 28 | 88 | 112 | 135 | 201 | 309 | 650 | 650 |
| 29 | 86 | 110 | 133 | 199 | 307 | 648 | 648 |
| 30 | 84 | 109 | 131 | 197 | 305 | 646 | 646 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

124

139

165

245

359

700

1 375

2

123

138

164

243

358

699

1 125

3

123

139

164

235

353

694

928

4

123

141

166

235

351

692

775

5

124

143

170

237

350

691

691

6

123

144

172

241

348

689

689

7

124

145

173

242

347

688

688

8

123

145

172

239

346

688

688

9

122

144

170

237

345

686

686

10

122

145

170

236

345

686

686

11

122

145

169

235

344

685

685

12

121

145

168

234

343

684

684

13

120

144

167

233

341

683

683

14

119

143

166

232

340

681

681

15

117

141

163

230

338

679

679

16

115

139

161

227

336

677

677

17

112

136

158

225

333

674

674

18

109

134

156

222

331

672

672

19

107

132

154

220

329

670

670

20

105

130

152

218

326

668

668

21

103

127

150

216

324

665

665

22

101

125

147

213

322

663

663

23

98

123

145

211

320

661

661

24

96

121

143

209

318

659

659

25

94

119

141

207

315

657

657

26

92

116

139

205

313

654

654

27

90

114

137

203

311

652

652

28

88

112

135

201

309

650

650

29

86

110

133

199

307

648

648

30

84

109

131

197

305

646

646

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 35 | 115 | 229 | 570 | 1 238 |
| 2 | 1 | 11 | 37 | 117 | 231 | 572 | 1 016 |
| 3 | 2 | 15 | 40 | 110 | 229 | 570 | 841 |
| 4 | 2 | 19 | 44 | 113 | 229 | 570 | 704 |
| 5 | 4 | 22 | 50 | 117 | 229 | 571 | 596 |
| 6 | 5 | 25 | 54 | 122 | 230 | 571 | 571 |
| 7 | 7 | 28 | 56 | 125 | 230 | 572 | 572 |
| 8 | 7 | 29 | 56 | 123 | 230 | 572 | 572 |
| 9 | 7 | 30 | 55 | 122 | 230 | 572 | 572 |
| 10 | 7 | 31 | 55 | 122 | 230 | 571 | 571 |
| 11 | 8 | 32 | 55 | 122 | 230 | 571 | 571 |
| 12 | 8 | 32 | 55 | 121 | 230 | 571 | 571 |
| 13 | 10 | 33 | 55 | 121 | 230 | 571 | 571 |
| 14 | 10 | 33 | 55 | 121 | 229 | 571 | 571 |
| 15 | 11 | 32 | 55 | 121 | 229 | 570 | 570 |
| 16 | 11 | 32 | 54 | 120 | 229 | 570 | 570 |
| 17 | 13 | 32 | 54 | 120 | 229 | 570 | 570 |
| 18 | 13 | 32 | 54 | 120 | 229 | 570 | 570 |
| 19 | 14 | 32 | 55 | 121 | 229 | 570 | 570 |
| 20 | 14 | 33 | 55 | 121 | 230 | 571 | 571 |
| 21 | 15 | 33 | 56 | 122 | 230 | 571 | 571 |
| 22 | 16 | 34 | 56 | 122 | 231 | 572 | 572 |
| 23 | 17 | 34 | 56 | 123 | 231 | 572 | 572 |
| 24 | 17 | 35 | 57 | 123 | 231 | 573 | 573 |
| 25 | 18 | 35 | 57 | 123 | 232 | 573 | 573 |
| 26 | 18 | 35 | 57 | 123 | 232 | 573 | 573 |
| 27 | 19 | 35 | 57 | 123 | 232 | 573 | 573 |
| 28 | 20 | 35 | 57 | 124 | 232 | 573 | 573 |
| 29 | 20 | 35 | 58 | 124 | 232 | 573 | 573 |
| 30 | 21 | 36 | 58 | 124 | 232 | 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

9

35

115

229

570

1 238

2

1

11

37

117

231

572

1 016

3

2

15

40

110

229

570

841

4

2

19

44

113

229

570

704

5

4

22

50

117

229

571

596

6

5

25

54

122

230

571

571

7

7

28

56

125

230

572

572

8

7

29

56

123

230

572

572

9

7

30

55

122

230

572

572

10

7

31

55

122

230

571

571

11

8

32

55

122

230

571

571

12

8

32

55

121

230

571

571

13

10

33

55

121

230

571

571

14

10

33

55

121

229

571

571

15

11

32

55

121

229

570

570

16

11

32

54

120

229

570

570

17

13

32

54

120

229

570

570

18

13

32

54

120

229

570

570

19

14

32

55

121

229

570

570

20

14

33

55

121

230

571

571

21

15

33

56

122

230

571

571

22

16

34

56

122

231

572

572

23

17

34

56

123

231

572

572

24

17

35

57

123

231

573

573

25

18

35

57

123

232

573

573

26

18

35

57

123

232

573

573

27

19

35

57

123

232

573

573

28

20

35

57

124

232

573

573

29

20

35

58

124

232

573

573

30

21

36

58

124

232

574

574

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 | 76 | 156 | 270 | 611 | 1 246 |
| 2 | 35 | 50 | 77 | 156 | 270 | 611 | 1 022 |
| 3 | 35 | 52 | 77 | 147 | 266 | 606 | 845 |
| 4 | 36 | 53 | 78 | 148 | 263 | 604 | 707 |
| 5 | 36 | 55 | 82 | 150 | 262 | 603 | 603 |
| 6 | 39 | 59 | 87 | 156 | 264 | 605 | 605 |
| 7 | 36 | 57 | 85 | 154 | 260 | 601 | 601 |
| 8 | 40 | 62 | 89 | 157 | 264 | 605 | 605 |
| 9 | 39 | 62 | 88 | 155 | 263 | 604 | 604 |
| 10 | 34 | 57 | 82 | 148 | 257 | 598 | 598 |
| 11 | 30 | 53 | 77 | 143 | 252 | 593 | 593 |
| 12 | 27 | 51 | 74 | 140 | 248 | 589 | 589 |
| 13 | 24 | 49 | 71 | 137 | 246 | 587 | 587 |
| 14 | 22 | 47 | 69 | 135 | 244 | 585 | 585 |
| 15 | 21 | 45 | 68 | 134 | 242 | 583 | 583 |
| 16 | 19 | 44 | 66 | 132 | 241 | 582 | 582 |
| 17 | 18 | 43 | 65 | 131 | 240 | 581 | 581 |
| 18 | 18 | 42 | 64 | 131 | 239 | 580 | 580 |
| 19 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 20 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 21 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 22 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 23 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 24 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 25 | 17 | 42 | 64 | 130 | 239 | 580 | 580 |
| 26 | 18 | 42 | 64 | 130 | 238 | 580 | 580 |
| 27 | 19 | 42 | 64 | 130 | 238 | 580 | 580 |
| 28 | 20 | 41 | 64 | 130 | 238 | 579 | 579 |
| 29 | 20 | 41 | 64 | 130 | 238 | 579 | 579 |
| 30 | 21 | 41 | 63 | 130 | 238 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

50

76

156

270

611

1 246

2

35

50

77

156

270

611

1 022

3

35

52

77

147

266

606

845

4

36

53

78

148

263

604

707

5

36

55

82

150

262

603

603

6

39

59

87

156

264

605

605

7

36

57

85

154

260

601

601

8

40

62

89

157

264

605

605

9

39

62

88

155

263

604

604

10

34

57

82

148

257

598

598

11

30

53

77

143

252

593

593

12

27

51

74

140

248

589

589

13

24

49

71

137

246

587

587

14

22

47

69

135

244

585

585

15

21

45

68

134

242

583

583

16

19

44

66

132

241

582

582

17

18

43

65

131

240

581

581

18

18

42

64

131

239

580

580

19

17

42

64

130

239

580

580

20

17

42

64

130

239

580

580

21

17

42

64

130

239

580

580

22

17

42

64

130

239

580

580

23

17

42

64

130

239

580

580

24

17

42

64

130

239

580

580

25

17

42

64

130

239

580

580

26

18

42

64

130

238

580

580

27

19

42

64

130

238

580

580

28

20

41

64

130

238

579

579

29

20

41

64

130

238

579

579

30

21

41

63

130

238

579

579

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 | 187 | 202 | 228 | 308 | 422 | 763 | 1 463 |
| 2 | 184 | 200 | 226 | 305 | 419 | 760 | 1 192 |
| 3 | 182 | 198 | 223 | 293 | 412 | 753 | 984 |
| 4 | 179 | 197 | 222 | 291 | 407 | 748 | 820 |
| 5 | 176 | 195 | 222 | 290 | 402 | 743 | 743 |
| 6 | 173 | 193 | 222 | 290 | 398 | 739 | 739 |
| 7 | 170 | 191 | 219 | 288 | 393 | 735 | 735 |
| 8 | 166 | 188 | 215 | 282 | 389 | 731 | 731 |
| 9 | 162 | 185 | 210 | 277 | 385 | 727 | 727 |
| 10 | 159 | 182 | 207 | 273 | 381 | 723 | 723 |
| 11 | 155 | 179 | 203 | 269 | 378 | 719 | 719 |
| 12 | 152 | 176 | 199 | 265 | 374 | 715 | 715 |
| 13 | 148 | 173 | 195 | 261 | 370 | 711 | 711 |
| 14 | 145 | 169 | 192 | 258 | 366 | 707 | 707 |
| 15 | 141 | 166 | 188 | 254 | 363 | 704 | 704 |
| 16 | 138 | 163 | 185 | 251 | 359 | 701 | 701 |
| 17 | 135 | 159 | 182 | 248 | 356 | 698 | 698 |
| 18 | 132 | 157 | 179 | 245 | 353 | 695 | 695 |
| 19 | 129 | 154 | 176 | 242 | 351 | 692 | 692 |
| 20 | 127 | 151 | 173 | 240 | 348 | 689 | 689 |
| 21 | 124 | 149 | 171 | 237 | 346 | 687 | 687 |
| 22 | 122 | 146 | 168 | 235 | 343 | 684 | 684 |
| 23 | 119 | 144 | 166 | 232 | 340 | 682 | 682 |
| 24 | 117 | 141 | 163 | 230 | 338 | 679 | 679 |
| 25 | 114 | 139 | 161 | 227 | 336 | 677 | 677 |
| 26 | 112 | 136 | 159 | 225 | 333 | 674 | 674 |
| 27 | 110 | 134 | 156 | 222 | 331 | 672 | 672 |
| 28 | 108 | 132 | 154 | 220 | 329 | 670 | 670 |
| 29 | 105 | 130 | 152 | 218 | 327 | 668 | 668 |
| 30 | 103 | 128 | 150 | 216 | 325 | 666 | 666 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

187

202

228

308

422

763

1 463

2

184

200

226

305

419

760

1 192

3

182

198

223

293

412

753

984

4

179

197

222

291

407

748

820

5

176

195

222

290

402

743

743

6

173

193

222

290

398

739

739

7

170

191

219

288

393

735

735

8

166

188

215

282

389

731

731

9

162

185

210

277

385

727

727

10

159

182

207

273

381

723

723

11

155

179

203

269

378

719

719

12

152

176

199

265

374

715

715

13

148

173

195

261

370

711

711

14

145

169

192

258

366

707

707

15

141

166

188

254

363

704

704

16

138

163

185

251

359

701

701

17

135

159

182

248

356

698

698

18

132

157

179

245

353

695

695

19

129

154

176

242

351

692

692

20

127

151

173

240

348

689

689

21

124

149

171

237

346

687

687

22

122

146

168

235

343

684

684

23

119

144

166

232

340

682

682

24

117

141

163

230

338

679

679

25

114

139

161

227

336

677

677

26

112

136

159

225

333

674

674

27

110

134

156

222

331

672

672

28

108

132

154

220

329

670

670

29

105

130

152

218

327

668

668

30

103

128

150

216

325

666

666

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 26 | 52 | 111 | 247 | 588 | 1 245 |
| 2 | 9 | 26 | 52 | 111 | 247 | 588 | 1 022 |
| 3 | 10 | 29 | 54 | 105 | 245 | 586 | 845 |
| 4 | 12 | 34 | 57 | 102 | 245 | 587 | 707 |
| 5 | 17 | 40 | 62 | 105 | 246 | 588 | 598 |
| 6 | 18 | 44 | 66 | 100 | 247 | 588 | 588 |
| 7 | 19 | 46 | 65 | 93 | 248 | 589 | 589 |
| 8 | 17 | 44 | 64 | 92 | 248 | 589 | 589 |
| 9 | 17 | 45 | 66 | 95 | 248 | 589 | 589 |
| 10 | 19 | 48 | 69 | 100 | 248 | 589 | 589 |
| 11 | 21 | 50 | 71 | 103 | 248 | 590 | 590 |
| 12 | 23 | 53 | 72 | 104 | 249 | 590 | 590 |
| 13 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 14 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 15 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 16 | 24 | 55 | 72 | 104 | 248 | 589 | 589 |
| 17 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
| 18 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
| 19 | 24 | 55 | 72 | 104 | 248 | 590 | 590 |
| 20 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 21 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 22 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 23 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 24 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 25 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 26 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 27 | 24 | 55 | 72 | 104 | 250 | 591 | 591 |
| 28 | 24 | 55 | 72 | 104 | 249 | 591 | 591 |
| 29 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |
| 30 | 24 | 55 | 72 | 104 | 249 | 590 | 590 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

26

52

111

247

588

1 245

2

9

26

52

111

247

588

1 022

3

10

29

54

105

245

586

845

4

12

34

57

102

245

587

707

5

17

40

62

105

246

588

598

6

18

44

66

100

247

588

588

7

19

46

65

93

248

589

589

8

17

44

64

92

248

589

589

9

17

45

66

95

248

589

589

10

19

48

69

100

248

589

589

11

21

50

71

103

248

590

590

12

23

53

72

104

249

590

590

13

24

55

72

104

249

590

590

14

24

55

72

104

249

590

590

15

24

55

72

104

249

590

590

16

24

55

72

104

248

589

589

17

24

55

72

104

248

590

590

18

24

55

72

104

248

590

590

19

24

55

72

104

248

590

590

20

24

55

72

104

249

590

590

21

24

55

72

104

249

590

590

22

24

55

72

104

250

591

591

23

24

55

72

104

250

591

591

24

24

55

72

104

250

591

591

25

24

55

72

104

250

591

591

26

24

55

72

104

250

591

591

27

24

55

72

104

250

591

591

28

24

55

72

104

249

591

591

29

24

55

72

104

249

590

590

30

24

55

72

104

249

590

590

2.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 13 | 93 | 207 | 548 | 1 215 |
| 2 | 1 | 5 | 12 | 91 | 205 | 547 | 995 |
| 3 | 2 | 5 | 11 | 82 | 200 | 541 | 822 |
| 4 | 2 | 6 | 13 | 83 | 198 | 539 | 687 |
| 5 | 3 | 7 | 18 | 85 | 197 | 538 | 581 |
| 6 | 4 | 8 | 21 | 89 | 197 | 538 | 538 |
| 7 | 5 | 9 | 22 | 91 | 197 | 538 | 538 |
| 8 | 5 | 9 | 22 | 90 | 197 | 538 | 538 |
| 9 | 7 | 11 | 22 | 89 | 197 | 538 | 538 |
| 10 | 7 | 11 | 22 | 89 | 197 | 538 | 538 |
| 11 | 8 | 12 | 23 | 89 | 197 | 538 | 538 |
| 12 | 8 | 13 | 25 | 89 | 198 | 539 | 539 |
| 13 | 10 | 14 | 26 | 89 | 198 | 539 | 539 |
| 14 | 10 | 14 | 29 | 90 | 198 | 539 | 539 |
| 15 | 11 | 16 | 30 | 90 | 198 | 540 | 540 |
| 16 | 11 | 16 | 31 | 90 | 199 | 540 | 540 |
| 17 | 12 | 17 | 33 | 91 | 199 | 540 | 540 |
| 18 | 13 | 18 | 34 | 91 | 200 | 541 | 541 |
| 19 | 14 | 19 | 35 | 92 | 200 | 541 | 541 |
| 20 | 14 | 19 | 37 | 92 | 201 | 542 | 542 |
| 21 | 15 | 20 | 38 | 93 | 201 | 543 | 543 |
| 22 | 15 | 21 | 39 | 94 | 202 | 543 | 543 |
| 23 | 16 | 22 | 40 | 94 | 202 | 544 | 544 |
| 24 | 17 | 22 | 42 | 94 | 203 | 544 | 544 |
| 25 | 17 | 23 | 44 | 95 | 203 | 544 | 544 |
| 26 | 18 | 24 | 45 | 95 | 203 | 544 | 544 |
| 27 | 18 | 25 | 46 | 95 | 203 | 544 | 544 |
| 28 | 19 | 25 | 47 | 95 | 203 | 545 | 545 |
| 29 | 20 | 26 | 48 | 95 | 203 | 545 | 545 |
| 30 | 20 | 28 | 49 | 95 | 204 | 545 | 545 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

13

93

207

548

1 215

2

1

5

12

91

205

547

995

3

2

5

11

82

200

541

822

4

2

6

13

83

198

539

687

5

3

7

18

85

197

538

581

6

4

8

21

89

197

538

538

7

5

9

22

91

197

538

538

8

5

9

22

90

197

538

538

9

7

11

22

89

197

538

538

10

7

11

22

89

197

538

538

11

8

12

23

89

197

538

538

12

8

13

25

89

198

539

539

13

10

14

26

89

198

539

539

14

10

14

29

90

198

539

539

15

11

16

30

90

198

540

540

16

11

16

31

90

199

540

540

17

12

17

33

91

199

540

540

18

13

18

34

91

200

541

541

19

14

19

35

92

200

541

541

20

14

19

37

92

201

542

542

21

15

20

38

93

201

543

543

22

15

21

39

94

202

543

543

23

16

22

40

94

202

544

544

24

17

22

42

94

203

544

544

25

17

23

44

95

203

544

544

26

18

24

45

95

203

544

544

27

18

25

46

95

203

544

544

28

19

25

47

95

203

545

545

29

20

26

48

95

203

545

545

30

20

28

49

95

204

545

545

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 | 167 | 306 | 3 076 |
| 2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 293 |
| 3 | 1 | 15 | 24 | 50 | 162 | 355 | 1 731 |
| 4 | 1 | 17 | 27 | 54 | 159 | 354 | 1 338 |
| 5 | 2 | 19 | 31 | 56 | 159 | 345 | 1 060 |
| 6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 |
| 7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 |
| 8 | 4 | 25 | 36 | 64 | 159 | 299 | 597 |
| 9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 |
| 10 | 5 | 26 | 40 | 69 | 159 | 266 | 438 |
| 11 | 5 | 27 | 40 | 70 | 159 | 252 | 380 |
| 12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 |
| 13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 |
| 14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 |
| 15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 |
| 16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 |
| 17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 |
| 18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 |
| 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
| 20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 |
| 21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 |
| 22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 |
| 23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 |
| 24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 |
| 25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 |
| 26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 |
| 27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 |
| 28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 |
| 29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 |
| 30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

45

167

306

3 076

2

1

15

22

45

167

343

2 293

3

1

15

24

50

162

355

1 731

4

1

17

27

54

159

354

1 338

5

2

19

31

56

159

345

1 060

6

3

21

33

59

159

332

859

7

4

24

35

61

159

316

710

8

4

25

36

64

159

299

597

9

5

26

38

67

159

283

508

10

5

26

40

69

159

266

438

11

5

27

40

70

159

252

380

12

6

27

40

70

159

252

333

13

6

27

40

70

159

252

293

14

6

27

40

70

159

252

259

15

6

27

42

70

159

252

252

16

7

27

44

70

159

252

252

17

8

27

47

70

159

252

252

18

8

27

49

70

159

252

252

19

9

27

52

70

159

252

252

20

9

27

54

70

159

252

252

21

9

27

57

70

159

252

252

22

10

27

59

70

159

252

252

23

10

27

62

70

159

252

252

24

11

27

64

70

159

252

252

25

11

27

67

72

159

252

252

26

11

27

70

75

159

252

252

27

12

27

72

77

159

252

252

28

12

27

75

78

159

252

252

29

13

27

78

81

159

252

252

30

13

27

80

83

159

252

252

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 | 49 | 172 | 310 | 3 129 |
| 2 | 7 | 22 | 28 | 52 | 174 | 349 | 2 337 |
| 3 | 7 | 22 | 31 | 57 | 169 | 362 | 1 765 |
| 4 | 7 | 23 | 34 | 61 | 166 | 361 | 1 364 |
| 5 | 8 | 25 | 37 | 62 | 166 | 351 | 1 080 |
| 6 | 9 | 27 | 39 | 65 | 165 | 337 | 875 |
| 7 | 10 | 30 | 41 | 66 | 165 | 321 | 722 |
| 8 | 9 | 30 | 41 | 69 | 164 | 304 | 606 |
| 9 | 9 | 30 | 43 | 71 | 164 | 286 | 516 |
| 10 | 9 | 31 | 44 | 73 | 163 | 269 | 444 |
| 11 | 9 | 31 | 44 | 73 | 163 | 256 | 385 |
| 12 | 9 | 30 | 43 | 73 | 162 | 255 | 337 |
| 13 | 8 | 29 | 43 | 73 | 162 | 255 | 296 |
| 14 | 8 | 29 | 42 | 72 | 161 | 254 | 262 |
| 15 | 7 | 28 | 42 | 72 | 161 | 254 | 254 |
| 16 | 7 | 28 | 45 | 71 | 160 | 253 | 253 |
| 17 | 8 | 28 | 47 | 71 | 160 | 253 | 253 |
| 18 | 8 | 27 | 50 | 71 | 160 | 253 | 253 |
| 19 | 9 | 27 | 52 | 71 | 160 | 253 | 253 |
| 20 | 9 | 28 | 55 | 71 | 160 | 253 | 253 |
| 21 | 9 | 28 | 58 | 71 | 161 | 254 | 254 |
| 22 | 10 | 28 | 60 | 72 | 161 | 254 | 254 |
| 23 | 10 | 29 | 63 | 72 | 161 | 254 | 254 |
| 24 | 11 | 29 | 66 | 72 | 161 | 254 | 254 |
| 25 | 11 | 29 | 68 | 73 | 161 | 254 | 254 |
| 26 | 11 | 29 | 71 | 75 | 161 | 254 | 254 |
| 27 | 12 | 29 | 73 | 77 | 161 | 254 | 254 |
| 28 | 12 | 29 | 76 | 80 | 161 | 254 | 254 |
| 29 | 13 | 29 | 78 | 81 | 161 | 254 | 254 |
| 30 | 14 | 29 | 81 | 83 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

19

26

49

172

310

3 129

2

7

22

28

52

174

349

2 337

3

7

22

31

57

169

362

1 765

4

7

23

34

61

166

361

1 364

5

8

25

37

62

166

351

1 080

6

9

27

39

65

165

337

875

7

10

30

41

66

165

321

722

8

9

30

41

69

164

304

606

9

9

30

43

71

164

286

516

10

9

31

44

73

163

269

444

11

9

31

44

73

163

256

385

12

9

30

43

73

162

255

337

13

8

29

43

73

162

255

296

14

8

29

42

72

161

254

262

15

7

28

42

72

161

254

254

16

7

28

45

71

160

253

253

17

8

28

47

71

160

253

253

18

8

27

50

71

160

253

253

19

9

27

52

71

160

253

253

20

9

28

55

71

160

253

253

21

9

28

58

71

161

254

254

22

10

28

60

72

161

254

254

23

10

29

63

72

161

254

254

24

11

29

66

72

161

254

254

25

11

29

68

73

161

254

254

26

11

29

71

75

161

254

254

27

12

29

73

77

161

254

254

28

12

29

76

80

161

254

254

29

13

29

78

81

161

254

254

30

14

29

81

83

161

254

254

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 22 | 45 | 167 | 306 | 3 076 |
| 2 | 1 | 15 | 22 | 45 | 167 | 343 | 2 292 |
| 3 | 1 | 15 | 24 | 50 | 161 | 355 | 1 731 |
| 4 | 1 | 16 | 27 | 54 | 159 | 354 | 1 337 |
| 5 | 2 | 18 | 31 | 55 | 159 | 345 | 1 060 |
| 6 | 3 | 21 | 33 | 59 | 159 | 332 | 859 |
| 7 | 4 | 24 | 35 | 61 | 159 | 316 | 710 |
| 8 | 4 | 25 | 36 | 63 | 159 | 299 | 597 |
| 9 | 5 | 26 | 38 | 67 | 159 | 283 | 508 |
| 10 | 5 | 26 | 39 | 69 | 159 | 266 | 437 |
| 11 | 5 | 27 | 40 | 69 | 159 | 252 | 380 |
| 12 | 6 | 27 | 40 | 70 | 159 | 252 | 333 |
| 13 | 6 | 27 | 40 | 70 | 159 | 252 | 293 |
| 14 | 6 | 27 | 40 | 70 | 159 | 252 | 259 |
| 15 | 6 | 27 | 42 | 70 | 159 | 252 | 252 |
| 16 | 7 | 27 | 44 | 70 | 159 | 252 | 252 |
| 17 | 8 | 27 | 47 | 70 | 159 | 252 | 252 |
| 18 | 8 | 27 | 49 | 70 | 159 | 252 | 252 |
| 19 | 9 | 27 | 52 | 70 | 159 | 252 | 252 |
| 20 | 9 | 27 | 54 | 70 | 159 | 252 | 252 |
| 21 | 9 | 27 | 57 | 70 | 159 | 252 | 252 |
| 22 | 10 | 27 | 59 | 70 | 159 | 252 | 252 |
| 23 | 10 | 27 | 62 | 70 | 159 | 252 | 252 |
| 24 | 11 | 27 | 64 | 70 | 159 | 252 | 252 |
| 25 | 11 | 27 | 67 | 72 | 159 | 252 | 252 |
| 26 | 11 | 27 | 70 | 75 | 159 | 252 | 252 |
| 27 | 12 | 27 | 72 | 77 | 159 | 252 | 252 |
| 28 | 12 | 27 | 75 | 78 | 159 | 252 | 252 |
| 29 | 13 | 27 | 78 | 81 | 159 | 252 | 252 |
| 30 | 13 | 27 | 80 | 83 | 159 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

45

167

306

3 076

2

1

15

22

45

167

343

2 292

3

1

15

24

50

161

355

1 731

4

1

16

27

54

159

354

1 337

5

2

18

31

55

159

345

1 060

6

3

21

33

59

159

332

859

7

4

24

35

61

159

316

710

8

4

25

36

63

159

299

597

9

5

26

38

67

159

283

508

10

5

26

39

69

159

266

437

11

5

27

40

69

159

252

380

12

6

27

40

70

159

252

333

13

6

27

40

70

159

252

293

14

6

27

40

70

159

252

259

15

6

27

42

70

159

252

252

16

7

27

44

70

159

252

252

17

8

27

47

70

159

252

252

18

8

27

49

70

159

252

252

19

9

27

52

70

159

252

252

20

9

27

54

70

159

252

252

21

9

27

57

70

159

252

252

22

10

27

59

70

159

252

252

23

10

27

62

70

159

252

252

24

11

27

64

70

159

252

252

25

11

27

67

72

159

252

252

26

11

27

70

75

159

252

252

27

12

27

72

77

159

252

252

28

12

27

75

78

159

252

252

29

13

27

78

81

159

252

252

30

13

27

80

83

159

252

252

3.4   Forint

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 81 | 95 | 102 | 125 | 247 | 343 | 3 091 |
| 2 | 76 | 90 | 97 | 120 | 242 | 345 | 2 312 |
| 3 | 78 | 93 | 102 | 128 | 239 | 358 | 1 746 |
| 4 | 75 | 91 | 102 | 129 | 234 | 358 | 1 354 |
| 5 | 73 | 91 | 103 | 128 | 231 | 350 | 1 074 |
| 6 | 73 | 91 | 103 | 129 | 229 | 338 | 874 |
| 7 | 72 | 92 | 103 | 128 | 227 | 323 | 724 |
| 8 | 70 | 91 | 102 | 130 | 225 | 318 | 609 |
| 9 | 70 | 90 | 103 | 132 | 224 | 317 | 519 |
| 10 | 66 | 87 | 100 | 130 | 220 | 313 | 447 |
| 11 | 63 | 85 | 98 | 128 | 217 | 310 | 389 |
| 12 | 62 | 83 | 96 | 126 | 215 | 309 | 340 |
| 13 | 61 | 82 | 95 | 125 | 215 | 308 | 308 |
| 14 | 60 | 82 | 95 | 125 | 214 | 307 | 307 |
| 15 | 60 | 81 | 94 | 124 | 214 | 307 | 307 |
| 16 | 59 | 80 | 94 | 124 | 213 | 306 | 306 |
| 17 | 59 | 80 | 93 | 123 | 212 | 305 | 305 |
| 18 | 58 | 79 | 92 | 122 | 212 | 305 | 305 |
| 19 | 57 | 78 | 91 | 121 | 211 | 304 | 304 |
| 20 | 56 | 78 | 91 | 121 | 210 | 303 | 303 |
| 21 | 56 | 77 | 90 | 120 | 209 | 302 | 302 |
| 22 | 55 | 76 | 89 | 119 | 208 | 302 | 302 |
| 23 | 54 | 75 | 88 | 118 | 207 | 301 | 301 |
| 24 | 53 | 74 | 87 | 117 | 206 | 300 | 300 |
| 25 | 52 | 73 | 86 | 116 | 205 | 299 | 299 |
| 26 | 51 | 72 | 85 | 115 | 204 | 297 | 297 |
| 27 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
| 28 | 48 | 70 | 83 | 113 | 202 | 295 | 295 |
| 29 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
| 30 | 46 | 68 | 83 | 111 | 200 | 293 | 293 |

Duration (in years)

Credit quality step 0

Credit 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

95

102

125

247

343

3 091

2

76

90

97

120

242

345

2 312

3

78

93

102

128

239

358

1 746

4

75

91

102

129

234

358

1 354

5

73

91

103

128

231

350

1 074

6

73

91

103

129

229

338

874

7

72

92

103

128

227

323

724

8

70

91

102

130

225

318

609

9

70

90

103

132

224

317

519

10

66

87

100

130

220

313

447

11

63

85

98

128

217

310

389

12

62

83

96

126

215

309

340

13

61

82

95

125

215

308

308

14

60

82

95

125

214

307

307

15

60

81

94

124

214

307

307

16

59

80

94

124

213

306

306

17

59

80

93

123

212

305

305

18

58

79

92

122

212

305

305

19

57

78

91

121

211

304

304

20

56

78

91

121

210

303

303

21

56

77

90

120

209

302

302

22

55

76

89

119

208

302

302

23

54

75

88

118

207

301

301

24

53

74

87

117

206

300

300

25

52

73

86

116

205

299

299

26

51

72

85

115

204

297

297

27

49

71

84

114

203

296

296

28

48

70

83

113

202

295

295

29

47

69

82

112

201

294

294

30

46

68

83

111

200

293

293

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 | 25 | 49 | 171 | 305 | 3 069 |
| 2 | 6 | 21 | 27 | 51 | 173 | 343 | 2 291 |
| 3 | 7 | 22 | 31 | 57 | 168 | 356 | 1 731 |
| 4 | 8 | 24 | 35 | 61 | 166 | 355 | 1 339 |
| 5 | 9 | 26 | 38 | 63 | 167 | 346 | 1 062 |
| 6 | 10 | 29 | 40 | 66 | 166 | 333 | 862 |
| 7 | 11 | 31 | 42 | 68 | 166 | 317 | 713 |
| 8 | 11 | 31 | 43 | 70 | 166 | 301 | 599 |
| 9 | 11 | 32 | 44 | 73 | 165 | 284 | 510 |
| 10 | 11 | 32 | 45 | 74 | 165 | 267 | 439 |
| 11 | 10 | 32 | 45 | 75 | 164 | 257 | 382 |
| 12 | 10 | 31 | 45 | 75 | 164 | 257 | 334 |
| 13 | 10 | 31 | 44 | 74 | 163 | 257 | 295 |
| 14 | 9 | 31 | 44 | 74 | 163 | 256 | 261 |
| 15 | 9 | 30 | 44 | 74 | 163 | 256 | 256 |
| 16 | 8 | 30 | 45 | 73 | 162 | 255 | 255 |
| 17 | 8 | 30 | 47 | 73 | 162 | 255 | 255 |
| 18 | 8 | 30 | 50 | 73 | 162 | 255 | 255 |
| 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
| 20 | 9 | 30 | 55 | 73 | 162 | 256 | 256 |
| 21 | 10 | 30 | 58 | 74 | 163 | 256 | 256 |
| 22 | 10 | 31 | 61 | 74 | 163 | 256 | 256 |
| 23 | 10 | 31 | 63 | 74 | 163 | 256 | 256 |
| 24 | 11 | 31 | 66 | 74 | 163 | 256 | 256 |
| 25 | 11 | 31 | 68 | 74 | 163 | 256 | 256 |
| 26 | 12 | 31 | 71 | 75 | 163 | 256 | 256 |
| 27 | 12 | 31 | 73 | 77 | 163 | 256 | 256 |
| 28 | 12 | 31 | 76 | 80 | 163 | 256 | 256 |
| 29 | 13 | 31 | 79 | 82 | 163 | 256 | 256 |
| 30 | 14 | 31 | 82 | 84 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

4

19

25

49

171

305

3 069

2

6

21

27

51

173

343

2 291

3

7

22

31

57

168

356

1 731

4

8

24

35

61

166

355

1 339

5

9

26

38

63

167

346

1 062

6

10

29

40

66

166

333

862

7

11

31

42

68

166

317

713

8

11

31

43

70

166

301

599

9

11

32

44

73

165

284

510

10

11

32

45

74

165

267

439

11

10

32

45

75

164

257

382

12

10

31

45

75

164

257

334

13

10

31

44

74

163

257

295

14

9

31

44

74

163

256

261

15

9

30

44

74

163

256

256

16

8

30

45

73

162

255

255

17

8

30

47

73

162

255

255

18

8

30

50

73

162

255

255

19

9

30

52

73

162

255

255

20

9

30

55

73

162

256

256

21

10

30

58

74

163

256

256

22

10

31

61

74

163

256

256

23

10

31

63

74

163

256

256

24

11

31

66

74

163

256

256

25

11

31

68

74

163

256

256

26

12

31

71

75

163

256

256

27

12

31

73

77

163

256

256

28

12

31

76

80

163

256

256

29

13

31

79

82

163

256

256

30

14

31

82

84

163

256

256

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 61 | 68 | 91 | 214 | 309 | 3 115 |
| 2 | 51 | 65 | 72 | 95 | 217 | 347 | 2 326 |
| 3 | 55 | 70 | 79 | 105 | 216 | 361 | 1 760 |
| 4 | 57 | 73 | 84 | 111 | 216 | 361 | 1 363 |
| 5 | 59 | 76 | 88 | 113 | 217 | 352 | 1 082 |
| 6 | 60 | 79 | 91 | 116 | 217 | 339 | 879 |
| 7 | 61 | 81 | 92 | 118 | 216 | 324 | 727 |
| 8 | 60 | 80 | 92 | 119 | 215 | 308 | 611 |
| 9 | 59 | 80 | 92 | 121 | 213 | 306 | 521 |
| 10 | 58 | 79 | 92 | 121 | 212 | 305 | 448 |
| 11 | 56 | 78 | 91 | 120 | 210 | 303 | 389 |
| 12 | 54 | 76 | 89 | 119 | 208 | 301 | 341 |
| 13 | 53 | 74 | 87 | 117 | 207 | 300 | 300 |
| 14 | 52 | 73 | 86 | 116 | 205 | 298 | 298 |
| 15 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
| 16 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
| 17 | 48 | 70 | 83 | 113 | 202 | 295 | 295 |
| 18 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
| 19 | 47 | 68 | 81 | 111 | 200 | 294 | 294 |
| 20 | 46 | 67 | 80 | 110 | 200 | 293 | 293 |
| 21 | 45 | 67 | 80 | 110 | 199 | 292 | 292 |
| 22 | 44 | 66 | 79 | 109 | 198 | 291 | 291 |
| 23 | 44 | 65 | 78 | 108 | 197 | 291 | 291 |
| 24 | 43 | 64 | 77 | 107 | 197 | 290 | 290 |
| 25 | 42 | 63 | 76 | 106 | 196 | 289 | 289 |
| 26 | 41 | 62 | 76 | 106 | 195 | 288 | 288 |
| 27 | 40 | 62 | 75 | 105 | 194 | 287 | 287 |
| 28 | 39 | 61 | 77 | 104 | 193 | 286 | 286 |
| 29 | 38 | 60 | 79 | 103 | 192 | 285 | 285 |
| 30 | 38 | 59 | 83 | 102 | 191 | 285 | 285 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

61

68

91

214

309

3 115

2

51

65

72

95

217

347

2 326

3

55

70

79

105

216

361

1 760

4

57

73

84

111

216

361

1 363

5

59

76

88

113

217

352

1 082

6

60

79

91

116

217

339

879

7

61

81

92

118

216

324

727

8

60

80

92

119

215

308

611

9

59

80

92

121

213

306

521

10

58

79

92

121

212

305

448

11

56

78

91

120

210

303

389

12

54

76

89

119

208

301

341

13

53

74

87

117

207

300

300

14

52

73

86

116

205

298

298

15

50

72

85

115

204

297

297

16

49

71

84

114

203

296

296

17

48

70

83

113

202

295

295

18

47

69

82

112

201

294

294

19

47

68

81

111

200

294

294

20

46

67

80

110

200

293

293

21

45

67

80

110

199

292

292

22

44

66

79

109

198

291

291

23

44

65

78

108

197

291

291

24

43

64

77

107

197

290

290

25

42

63

76

106

196

289

289

26

41

62

76

106

195

288

288

27

40

62

75

105

194

287

287

28

39

61

77

104

193

286

286

29

38

60

79

103

192

285

285

30

38

59

83

102

191

285

285

3.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 21 | 44 | 166 | 305 | 3 074 |
| 2 | 0 | 14 | 21 | 44 | 166 | 342 | 2 291 |
| 3 | 1 | 15 | 23 | 49 | 161 | 355 | 1 730 |
| 4 | 1 | 16 | 26 | 53 | 158 | 354 | 1 337 |
| 5 | 2 | 18 | 30 | 55 | 158 | 345 | 1 059 |
| 6 | 2 | 20 | 32 | 58 | 158 | 332 | 859 |
| 7 | 4 | 23 | 34 | 60 | 158 | 316 | 710 |
| 8 | 4 | 24 | 35 | 63 | 158 | 299 | 596 |
| 9 | 4 | 25 | 37 | 66 | 158 | 282 | 508 |
| 10 | 4 | 26 | 39 | 68 | 158 | 266 | 437 |
| 11 | 5 | 26 | 39 | 69 | 158 | 251 | 380 |
| 12 | 6 | 26 | 39 | 69 | 158 | 251 | 332 |
| 13 | 6 | 26 | 39 | 69 | 158 | 251 | 293 |
| 14 | 6 | 26 | 39 | 69 | 158 | 251 | 259 |
| 15 | 6 | 26 | 42 | 69 | 158 | 251 | 251 |
| 16 | 7 | 26 | 44 | 69 | 158 | 251 | 251 |
| 17 | 7 | 26 | 47 | 69 | 158 | 251 | 251 |
| 18 | 8 | 26 | 49 | 69 | 158 | 251 | 251 |
| 19 | 9 | 26 | 52 | 69 | 158 | 251 | 251 |
| 20 | 9 | 26 | 54 | 69 | 158 | 251 | 251 |
| 21 | 9 | 26 | 57 | 69 | 158 | 251 | 251 |
| 22 | 10 | 26 | 59 | 69 | 158 | 251 | 251 |
| 23 | 10 | 26 | 62 | 69 | 158 | 251 | 251 |
| 24 | 11 | 26 | 64 | 70 | 158 | 251 | 251 |
| 25 | 11 | 26 | 67 | 72 | 158 | 252 | 252 |
| 26 | 11 | 26 | 70 | 75 | 158 | 252 | 252 |
| 27 | 12 | 26 | 72 | 77 | 158 | 252 | 252 |
| 28 | 12 | 26 | 75 | 78 | 158 | 252 | 252 |
| 29 | 13 | 26 | 78 | 81 | 158 | 252 | 252 |
| 30 | 13 | 26 | 80 | 83 | 158 | 252 | 252 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

21

44

166

305

3 074

2

0

14

21

44

166

342

2 291

3

1

15

23

49

161

355

1 730

4

1

16

26

53

158

354

1 337

5

2

18

30

55

158

345

1 059

6

2

20

32

58

158

332

859

7

4

23

34

60

158

316

710

8

4

24

35

63

158

299

596

9

4

25

37

66

158

282

508

10

4

26

39

68

158

266

437

11

5

26

39

69

158

251

380

12

6

26

39

69

158

251

332

13

6

26

39

69

158

251

293

14

6

26

39

69

158

251

259

15

6

26

42

69

158

251

251

16

7

26

44

69

158

251

251

17

7

26

47

69

158

251

251

18

8

26

49

69

158

251

251

19

9

26

52

69

158

251

251

20

9

26

54

69

158

251

251

21

9

26

57

69

158

251

251

22

10

26

59

69

158

251

251

23

10

26

62

69

158

251

251

24

11

26

64

70

158

251

251

25

11

26

67

72

158

252

252

26

11

26

70

75

158

252

252

27

12

26

72

77

158

252

252

28

12

26

75

78

158

252

252

29

13

26

78

81

158

252

252

30

13

26

80

83

158

252

252

3.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 11 | 23 | 46 | 185 | 310 | 3 121 |
| 2 | 0 | 11 | 23 | 46 | 185 | 348 | 2 329 |
| 3 | 1 | 11 | 24 | 51 | 179 | 360 | 1 758 |
| 4 | 1 | 13 | 27 | 57 | 176 | 359 | 1 358 |
| 5 | 2 | 16 | 29 | 60 | 175 | 350 | 1 075 |
| 6 | 2 | 18 | 33 | 61 | 174 | 336 | 871 |
| 7 | 3 | 21 | 36 | 60 | 173 | 320 | 720 |
| 8 | 4 | 23 | 37 | 60 | 172 | 303 | 604 |
| 9 | 7 | 31 | 41 | 58 | 171 | 285 | 514 |
| 10 | 9 | 34 | 41 | 57 | 170 | 268 | 442 |
| 11 | 8 | 33 | 41 | 56 | 169 | 262 | 384 |
| 12 | 7 | 32 | 40 | 56 | 168 | 261 | 336 |
| 13 | 6 | 30 | 40 | 56 | 168 | 261 | 295 |
| 14 | 6 | 30 | 41 | 56 | 167 | 260 | 261 |
| 15 | 6 | 30 | 42 | 56 | 166 | 259 | 259 |
| 16 | 7 | 30 | 44 | 56 | 165 | 258 | 258 |
| 17 | 8 | 30 | 47 | 56 | 164 | 257 | 257 |
| 18 | 8 | 30 | 50 | 57 | 163 | 256 | 256 |
| 19 | 9 | 30 | 52 | 60 | 163 | 256 | 256 |
| 20 | 9 | 30 | 55 | 61 | 163 | 257 | 257 |
| 21 | 9 | 30 | 57 | 63 | 164 | 257 | 257 |
| 22 | 10 | 30 | 59 | 66 | 164 | 257 | 257 |
| 23 | 10 | 30 | 62 | 68 | 163 | 256 | 256 |
| 24 | 11 | 30 | 64 | 70 | 163 | 256 | 256 |
| 25 | 11 | 30 | 67 | 73 | 162 | 255 | 255 |
| 26 | 11 | 30 | 69 | 75 | 162 | 255 | 255 |
| 27 | 12 | 30 | 73 | 76 | 161 | 254 | 254 |
| 28 | 12 | 30 | 75 | 78 | 161 | 254 | 254 |
| 29 | 13 | 30 | 78 | 81 | 161 | 254 | 254 |
| 30 | 13 | 30 | 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

11

23

46

185

310

3 121

2

0

11

23

46

185

348

2 329

3

1

11

24

51

179

360

1 758

4

1

13

27

57

176

359

1 358

5

2

16

29

60

175

350

1 075

6

2

18

33

61

174

336

871

7

3

21

36

60

173

320

720

8

4

23

37

60

172

303

604

9

7

31

41

58

171

285

514

10

9

34

41

57

170

268

442

11

8

33

41

56

169

262

384

12

7

32

40

56

168

261

336

13

6

30

40

56

168

261

295

14

6

30

41

56

167

260

261

15

6

30

42

56

166

259

259

16

7

30

44

56

165

258

258

17

8

30

47

56

164

257

257

18

8

30

50

57

163

256

256

19

9

30

52

60

163

256

256

20

9

30

55

61

163

257

257

21

9

30

57

63

164

257

257

22

10

30

59

66

164

257

257

23

10

30

62

68

163

256

256

24

11

30

64

70

163

256

256

25

11

30

67

73

162

255

255

26

11

30

69

75

162

255

255

27

12

30

73

76

161

254

254

28

12

30

75

78

161

254

254

29

13

30

78

81

161

254

254

30

13

30

80

83

160

253

253

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 | 82 | 97 | 103 | 127 | 249 | 344 | 3 169 |
| 2 | 80 | 94 | 101 | 124 | 246 | 354 | 2 372 |
| 3 | 77 | 92 | 101 | 127 | 238 | 368 | 1 797 |
| 4 | 75 | 91 | 102 | 128 | 234 | 368 | 1 392 |
| 5 | 72 | 90 | 102 | 127 | 230 | 360 | 1 105 |
| 6 | 72 | 90 | 102 | 128 | 228 | 346 | 898 |
| 7 | 71 | 90 | 101 | 127 | 225 | 331 | 743 |
| 8 | 68 | 88 | 100 | 127 | 223 | 316 | 625 |
| 9 | 66 | 87 | 99 | 128 | 220 | 313 | 532 |
| 10 | 64 | 86 | 99 | 128 | 218 | 312 | 458 |
| 11 | 63 | 84 | 97 | 127 | 217 | 310 | 398 |
| 12 | 61 | 83 | 96 | 126 | 215 | 308 | 349 |
| 13 | 60 | 81 | 94 | 124 | 213 | 306 | 307 |
| 14 | 58 | 79 | 92 | 122 | 212 | 305 | 305 |
| 15 | 57 | 78 | 91 | 121 | 210 | 303 | 303 |
| 16 | 55 | 77 | 90 | 120 | 209 | 302 | 302 |
| 17 | 54 | 76 | 89 | 119 | 208 | 301 | 301 |
| 18 | 53 | 75 | 88 | 118 | 207 | 300 | 300 |
| 19 | 52 | 74 | 87 | 117 | 206 | 299 | 299 |
| 20 | 51 | 73 | 86 | 116 | 205 | 298 | 298 |
| 21 | 51 | 72 | 85 | 115 | 204 | 297 | 297 |
| 22 | 50 | 71 | 84 | 114 | 203 | 297 | 297 |
| 23 | 49 | 70 | 83 | 113 | 202 | 296 | 296 |
| 24 | 48 | 69 | 82 | 112 | 201 | 295 | 295 |
| 25 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
| 26 | 46 | 67 | 80 | 110 | 199 | 292 | 292 |
| 27 | 45 | 66 | 79 | 109 | 198 | 291 | 291 |
| 28 | 44 | 65 | 78 | 108 | 197 | 290 | 290 |
| 29 | 43 | 64 | 81 | 107 | 196 | 290 | 290 |
| 30 | 42 | 63 | 84 | 106 | 195 | 289 | 289 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

82

97

103

127

249

344

3 169

2

80

94

101

124

246

354

2 372

3

77

92

101

127

238

368

1 797

4

75

91

102

128

234

368

1 392

5

72

90

102

127

230

360

1 105

6

72

90

102

128

228

346

898

7

71

90

101

127

225

331

743

8

68

88

100

127

223

316

625

9

66

87

99

128

220

313

532

10

64

86

99

128

218

312

458

11

63

84

97

127

217

310

398

12

61

83

96

126

215

308

349

13

60

81

94

124

213

306

307

14

58

79

92

122

212

305

305

15

57

78

91

121

210

303

303

16

55

77

90

120

209

302

302

17

54

76

89

119

208

301

301

18

53

75

88

118

207

300

300

19

52

74

87

117

206

299

299

20

51

73

86

116

205

298

298

21

51

72

85

115

204

297

297

22

50

71

84

114

203

297

297

23

49

70

83

113

202

296

296

24

48

69

82

112

201

295

295

25

47

68

81

111

200

293

293

26

46

67

80

110

199

292

292

27

45

66

79

109

198

291

291

28

44

65

78

108

197

290

290

29

43

64

81

107

196

290

290

30

42

63

84

106

195

289

289

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 56 | 70 | 77 | 100 | 222 | 317 | 3 164 |
| 2 | 54 | 68 | 75 | 98 | 221 | 352 | 2 364 |
| 3 | 52 | 67 | 76 | 102 | 214 | 367 | 1 791 |
| 4 | 51 | 67 | 78 | 104 | 210 | 367 | 1 387 |
| 5 | 50 | 67 | 79 | 104 | 208 | 358 | 1 100 |
| 6 | 49 | 68 | 80 | 105 | 206 | 344 | 892 |
| 7 | 49 | 69 | 80 | 106 | 204 | 328 | 738 |
| 8 | 47 | 68 | 79 | 107 | 202 | 311 | 620 |
| 9 | 46 | 67 | 79 | 108 | 200 | 294 | 528 |
| 10 | 45 | 66 | 80 | 109 | 199 | 292 | 454 |
| 11 | 44 | 66 | 79 | 109 | 198 | 291 | 394 |
| 12 | 44 | 65 | 78 | 108 | 197 | 290 | 344 |
| 13 | 43 | 64 | 77 | 107 | 197 | 290 | 303 |
| 14 | 42 | 63 | 77 | 107 | 196 | 289 | 289 |
| 15 | 41 | 63 | 76 | 106 | 195 | 288 | 288 |
| 16 | 40 | 62 | 75 | 105 | 194 | 287 | 287 |
| 17 | 40 | 61 | 74 | 104 | 193 | 287 | 287 |
| 18 | 39 | 60 | 73 | 103 | 193 | 286 | 286 |
| 19 | 38 | 60 | 73 | 103 | 192 | 285 | 285 |
| 20 | 38 | 60 | 73 | 103 | 192 | 285 | 285 |
| 21 | 38 | 59 | 72 | 102 | 192 | 285 | 285 |
| 22 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
| 23 | 37 | 58 | 72 | 101 | 191 | 284 | 284 |
| 24 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
| 25 | 36 | 57 | 70 | 100 | 190 | 283 | 283 |
| 26 | 35 | 56 | 72 | 100 | 189 | 282 | 282 |
| 27 | 34 | 56 | 75 | 99 | 188 | 281 | 281 |
| 28 | 34 | 55 | 77 | 98 | 187 | 281 | 281 |
| 29 | 33 | 54 | 80 | 98 | 187 | 280 | 280 |
| 30 | 32 | 54 | 83 | 97 | 186 | 279 | 279 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

56

70

77

100

222

317

3 164

2

54

68

75

98

221

352

2 364

3

52

67

76

102

214

367

1 791

4

51

67

78

104

210

367

1 387

5

50

67

79

104

208

358

1 100

6

49

68

80

105

206

344

892

7

49

69

80

106

204

328

738

8

47

68

79

107

202

311

620

9

46

67

79

108

200

294

528

10

45

66

80

109

199

292

454

11

44

66

79

109

198

291

394

12

44

65

78

108

197

290

344

13

43

64

77

107

197

290

303

14

42

63

77

107

196

289

289

15

41

63

76

106

195

288

288

16

40

62

75

105

194

287

287

17

40

61

74

104

193

287

287

18

39

60

73

103

193

286

286

19

38

60

73

103

192

285

285

20

38

60

73

103

192

285

285

21

38

59

72

102

192

285

285

22

38

59

72

102

191

284

284

23

37

58

72

101

191

284

284

24

36

58

71

101

190

283

283

25

36

57

70

100

190

283

283

26

35

56

72

100

189

282

282

27

34

56

75

99

188

281

281

28

34

55

77

98

187

281

281

29

33

54

80

98

187

280

280

30

32

54

83

97

186

279

279

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 | 192 | 311 | 3 135 |
| 2 | 26 | 40 | 47 | 70 | 193 | 349 | 2 340 |
| 3 | 25 | 40 | 48 | 74 | 186 | 362 | 1 767 |
| 4 | 24 | 40 | 51 | 77 | 183 | 361 | 1 366 |
| 5 | 24 | 41 | 53 | 78 | 182 | 352 | 1 082 |
| 6 | 24 | 43 | 55 | 81 | 181 | 338 | 877 |
| 7 | 25 | 45 | 56 | 82 | 180 | 322 | 725 |
| 8 | 24 | 45 | 56 | 84 | 179 | 305 | 609 |
| 9 | 24 | 45 | 57 | 86 | 178 | 288 | 518 |
| 10 | 24 | 45 | 58 | 87 | 178 | 271 | 445 |
| 11 | 23 | 45 | 58 | 87 | 177 | 270 | 387 |
| 12 | 22 | 44 | 57 | 87 | 176 | 269 | 338 |
| 13 | 22 | 43 | 56 | 86 | 175 | 269 | 298 |
| 14 | 21 | 42 | 55 | 85 | 175 | 268 | 268 |
| 15 | 20 | 42 | 55 | 85 | 174 | 267 | 267 |
| 16 | 19 | 41 | 54 | 84 | 173 | 266 | 266 |
| 17 | 19 | 40 | 53 | 83 | 172 | 266 | 266 |
| 18 | 18 | 40 | 53 | 83 | 172 | 265 | 265 |
| 19 | 18 | 39 | 53 | 82 | 172 | 265 | 265 |
| 20 | 18 | 39 | 55 | 82 | 172 | 265 | 265 |
| 21 | 18 | 39 | 58 | 82 | 172 | 265 | 265 |
| 22 | 18 | 39 | 61 | 82 | 172 | 265 | 265 |
| 23 | 18 | 39 | 63 | 82 | 172 | 265 | 265 |
| 24 | 18 | 39 | 66 | 82 | 171 | 265 | 265 |
| 25 | 17 | 39 | 68 | 82 | 171 | 264 | 264 |
| 26 | 17 | 39 | 71 | 82 | 171 | 264 | 264 |
| 27 | 17 | 38 | 73 | 81 | 171 | 264 | 264 |
| 28 | 17 | 38 | 76 | 81 | 170 | 264 | 264 |
| 29 | 16 | 38 | 79 | 82 | 170 | 263 | 263 |
| 30 | 16 | 38 | 82 | 84 | 170 | 263 | 263 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

26

40

47

70

192

311

3 135

2

26

40

47

70

193

349

2 340

3

25

40

48

74

186

362

1 767

4

24

40

51

77

183

361

1 366

5

24

41

53

78

182

352

1 082

6

24

43

55

81

181

338

877

7

25

45

56

82

180

322

725

8

24

45

56

84

179

305

609

9

24

45

57

86

178

288

518

10

24

45

58

87

178

271

445

11

23

45

58

87

177

270

387

12

22

44

57

87

176

269

338

13

22

43

56

86

175

269

298

14

21

42

55

85

175

268

268

15

20

42

55

85

174

267

267

16

19

41

54

84

173

266

266

17

19

40

53

83

172

266

266

18

18

40

53

83

172

265

265

19

18

39

53

82

172

265

265

20

18

39

55

82

172

265

265

21

18

39

58

82

172

265

265

22

18

39

61

82

172

265

265

23

18

39

63

82

172

265

265

24

18

39

66

82

171

265

265

25

17

39

68

82

171

264

264

26

17

39

71

82

171

264

264

27

17

38

73

81

171

264

264

28

17

38

76

81

170

264

264

29

16

38

79

82

170

263

263

30

16

38

82

84

170

263

263

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 24 | 147 | 304 | 3 057 |
| 2 | 0 | 1 | 6 | 25 | 148 | 341 | 2 278 |
| 3 | 1 | 1 | 9 | 31 | 142 | 353 | 1 720 |
| 4 | 1 | 3 | 12 | 34 | 140 | 352 | 1 329 |
| 5 | 2 | 4 | 15 | 36 | 140 | 343 | 1 052 |
| 6 | 2 | 4 | 18 | 39 | 140 | 329 | 853 |
| 7 | 3 | 6 | 20 | 42 | 140 | 314 | 705 |
| 8 | 4 | 6 | 23 | 44 | 140 | 297 | 592 |
| 9 | 4 | 8 | 26 | 47 | 140 | 280 | 504 |
| 10 | 4 | 8 | 28 | 49 | 140 | 264 | 434 |
| 11 | 4 | 9 | 31 | 51 | 141 | 248 | 377 |
| 12 | 6 | 10 | 33 | 50 | 140 | 233 | 329 |
| 13 | 6 | 11 | 36 | 51 | 141 | 234 | 290 |
| 14 | 6 | 12 | 39 | 51 | 140 | 234 | 257 |
| 15 | 6 | 13 | 41 | 50 | 139 | 232 | 232 |
| 16 | 7 | 13 | 44 | 51 | 138 | 231 | 231 |
| 17 | 7 | 14 | 46 | 54 | 138 | 231 | 231 |
| 18 | 8 | 16 | 48 | 57 | 138 | 231 | 231 |
| 19 | 9 | 16 | 51 | 58 | 138 | 232 | 232 |
| 20 | 9 | 17 | 54 | 61 | 139 | 232 | 232 |
| 21 | 9 | 18 | 56 | 63 | 140 | 233 | 233 |
| 22 | 10 | 19 | 59 | 65 | 140 | 233 | 233 |
| 23 | 10 | 20 | 62 | 67 | 140 | 233 | 233 |
| 24 | 11 | 20 | 64 | 69 | 140 | 233 | 233 |
| 25 | 11 | 22 | 67 | 71 | 140 | 233 | 233 |
| 26 | 11 | 22 | 69 | 73 | 140 | 233 | 233 |
| 27 | 12 | 23 | 72 | 75 | 141 | 233 | 233 |
| 28 | 12 | 24 | 74 | 78 | 141 | 233 | 233 |
| 29 | 13 | 25 | 76 | 80 | 143 | 233 | 233 |
| 30 | 13 | 25 | 79 | 81 | 144 | 233 | 233 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

24

147

304

3 057

2

0

1

6

25

148

341

2 278

3

1

1

9

31

142

353

1 720

4

1

3

12

34

140

352

1 329

5

2

4

15

36

140

343

1 052

6

2

4

18

39

140

329

853

7

3

6

20

42

140

314

705

8

4

6

23

44

140

297

592

9

4

8

26

47

140

280

504

10

4

8

28

49

140

264

434

11

4

9

31

51

141

248

377

12

6

10

33

50

140

233

329

13

6

11

36

51

141

234

290

14

6

12

39

51

140

234

257

15

6

13

41

50

139

232

232

16

7

13

44

51

138

231

231

17

7

14

46

54

138

231

231

18

8

16

48

57

138

231

231

19

9

16

51

58

138

232

232

20

9

17

54

61

139

232

232

21

9

18

56

63

140

233

233

22

10

19

59

65

140

233

233

23

10

20

62

67

140

233

233

24

11

20

64

69

140

233

233

25

11

22

67

71

140

233

233

26

11

22

69

73

140

233

233

27

12

23

72

75

141

233

233

28

12

24

74

78

141

233

233

29

13

25

76

80

143

233

233

30

13

25

79

81

144

233

233

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 56 | 63 | 86 | 209 | 316 | 3 187 |
| 2 | 42 | 56 | 63 | 86 | 209 | 354 | 2 380 |
| 3 | 41 | 56 | 65 | 91 | 203 | 368 | 1 798 |
| 4 | 40 | 57 | 67 | 94 | 199 | 367 | 1 389 |
| 5 | 40 | 58 | 70 | 95 | 198 | 357 | 1 100 |
| 6 | 41 | 59 | 71 | 97 | 197 | 343 | 891 |
| 7 | 41 | 61 | 72 | 98 | 196 | 327 | 736 |
| 8 | 40 | 60 | 72 | 99 | 195 | 310 | 618 |
| 9 | 39 | 60 | 73 | 101 | 194 | 292 | 526 |
| 10 | 39 | 60 | 73 | 102 | 193 | 286 | 452 |
| 11 | 38 | 60 | 73 | 102 | 192 | 285 | 393 |
| 12 | 37 | 59 | 72 | 102 | 191 | 284 | 343 |
| 13 | 37 | 58 | 71 | 101 | 190 | 283 | 302 |
| 14 | 36 | 57 | 70 | 100 | 190 | 283 | 283 |
| 15 | 35 | 57 | 70 | 100 | 189 | 282 | 282 |
| 16 | 34 | 56 | 69 | 99 | 188 | 281 | 281 |
| 17 | 34 | 55 | 68 | 98 | 187 | 281 | 281 |
| 18 | 33 | 55 | 68 | 98 | 187 | 280 | 280 |
| 19 | 33 | 54 | 67 | 97 | 186 | 280 | 280 |
| 20 | 33 | 54 | 67 | 97 | 186 | 279 | 279 |
| 21 | 32 | 54 | 67 | 97 | 186 | 279 | 279 |
| 22 | 32 | 53 | 66 | 96 | 186 | 279 | 279 |
| 23 | 32 | 53 | 66 | 96 | 185 | 278 | 278 |
| 24 | 31 | 52 | 66 | 95 | 185 | 278 | 278 |
| 25 | 30 | 52 | 69 | 95 | 184 | 277 | 277 |
| 26 | 30 | 51 | 72 | 94 | 184 | 277 | 277 |
| 27 | 29 | 51 | 75 | 94 | 183 | 276 | 276 |
| 28 | 29 | 50 | 77 | 93 | 182 | 275 | 275 |
| 29 | 28 | 49 | 79 | 92 | 182 | 275 | 275 |
| 30 | 27 | 49 | 83 | 92 | 181 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

56

63

86

209

316

3 187

2

42

56

63

86

209

354

2 380

3

41

56

65

91

203

368

1 798

4

40

57

67

94

199

367

1 389

5

40

58

70

95

198

357

1 100

6

41

59

71

97

197

343

891

7

41

61

72

98

196

327

736

8

40

60

72

99

195

310

618

9

39

60

73

101

194

292

526

10

39

60

73

102

193

286

452

11

38

60

73

102

192

285

393

12

37

59

72

102

191

284

343

13

37

58

71

101

190

283

302

14

36

57

70

100

190

283

283

15

35

57

70

100

189

282

282

16

34

56

69

99

188

281

281

17

34

55

68

98

187

281

281

18

33

55

68

98

187

280

280

19

33

54

67

97

186

280

280

20

33

54

67

97

186

279

279

21

32

54

67

97

186

279

279

22

32

53

66

96

186

279

279

23

32

53

66

96

185

278

278

24

31

52

66

95

185

278

278

25

30

52

69

95

184

277

277

26

30

51

72

94

184

277

277

27

29

51

75

94

183

276

276

28

29

50

77

93

182

275

275

29

28

49

79

92

182

275

275

30

27

49

83

92

181

274

274

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 | 10 | 24 | 31 | 54 | 176 | 313 | 3 153 |
| 2 | 14 | 28 | 35 | 58 | 180 | 351 | 2 353 |
| 3 | 17 | 32 | 40 | 66 | 178 | 364 | 1 777 |
| 4 | 19 | 35 | 46 | 73 | 178 | 363 | 1 373 |
| 5 | 21 | 39 | 51 | 76 | 180 | 354 | 1 088 |
| 6 | 21 | 39 | 51 | 77 | 177 | 340 | 882 |
| 7 | 26 | 46 | 57 | 83 | 181 | 324 | 729 |
| 8 | 25 | 45 | 57 | 84 | 180 | 307 | 612 |
| 9 | 26 | 47 | 59 | 88 | 181 | 289 | 521 |
| 10 | 28 | 50 | 63 | 92 | 182 | 275 | 448 |
| 11 | 30 | 51 | 64 | 94 | 183 | 277 | 389 |
| 12 | 30 | 52 | 65 | 95 | 184 | 277 | 340 |
| 13 | 31 | 52 | 65 | 95 | 185 | 278 | 299 |
| 14 | 31 | 53 | 66 | 96 | 185 | 278 | 278 |
| 15 | 31 | 53 | 66 | 96 | 185 | 278 | 278 |
| 16 | 31 | 52 | 65 | 95 | 184 | 278 | 278 |
| 17 | 31 | 52 | 65 | 95 | 185 | 278 | 278 |
| 18 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
| 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 20 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 21 | 29 | 51 | 64 | 94 | 183 | 276 | 276 |
| 22 | 29 | 51 | 64 | 94 | 183 | 276 | 276 |
| 23 | 29 | 50 | 63 | 93 | 183 | 276 | 276 |
| 24 | 29 | 50 | 66 | 93 | 182 | 275 | 275 |
| 25 | 28 | 49 | 68 | 93 | 182 | 275 | 275 |
| 26 | 28 | 49 | 71 | 92 | 181 | 274 | 274 |
| 27 | 27 | 48 | 73 | 92 | 181 | 274 | 274 |
| 28 | 27 | 48 | 77 | 91 | 180 | 273 | 273 |
| 29 | 26 | 47 | 79 | 91 | 180 | 273 | 273 |
| 30 | 26 | 47 | 82 | 90 | 179 | 272 | 272 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

24

31

54

176

313

3 153

2

14

28

35

58

180

351

2 353

3

17

32

40

66

178

364

1 777

4

19

35

46

73

178

363

1 373

5

21

39

51

76

180

354

1 088

6

21

39

51

77

177

340

882

7

26

46

57

83

181

324

729

8

25

45

57

84

180

307

612

9

26

47

59

88

181

289

521

10

28

50

63

92

182

275

448

11

30

51

64

94

183

277

389

12

30

52

65

95

184

277

340

13

31

52

65

95

185

278

299

14

31

53

66

96

185

278

278

15

31

53

66

96

185

278

278

16

31

52

65

95

184

278

278

17

31

52

65

95

185

278

278

18

30

51

64

94

184

277

277

19

30

51

64

94

183

276

276

20

30

51

64

94

183

276

276

21

29

51

64

94

183

276

276

22

29

51

64

94

183

276

276

23

29

50

63

93

183

276

276

24

29

50

66

93

182

275

275

25

28

49

68

93

182

275

275

26

28

49

71

92

181

274

274

27

27

48

73

92

181

274

274

28

27

48

77

91

180

273

273

29

26

47

79

91

180

273

273

30

26

47

82

90

179

272

272

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 | 23 | 29 | 53 | 175 | 314 | 3 172 |
| 2 | 10 | 24 | 31 | 54 | 176 | 353 | 2 368 |
| 3 | 10 | 25 | 34 | 60 | 172 | 366 | 1 787 |
| 4 | 11 | 27 | 38 | 64 | 170 | 365 | 1 380 |
| 5 | 12 | 29 | 41 | 66 | 170 | 355 | 1 092 |
| 6 | 13 | 32 | 44 | 70 | 170 | 341 | 885 |
| 7 | 15 | 35 | 46 | 72 | 170 | 324 | 731 |
| 8 | 15 | 35 | 47 | 74 | 170 | 307 | 613 |
| 9 | 16 | 37 | 49 | 78 | 170 | 289 | 522 |
| 10 | 16 | 38 | 51 | 80 | 170 | 272 | 449 |
| 11 | 17 | 38 | 51 | 81 | 170 | 264 | 389 |
| 12 | 17 | 38 | 51 | 81 | 171 | 264 | 340 |
| 13 | 17 | 38 | 52 | 81 | 171 | 264 | 300 |
| 14 | 17 | 39 | 52 | 82 | 171 | 264 | 265 |
| 15 | 17 | 39 | 52 | 82 | 171 | 264 | 264 |
| 16 | 17 | 38 | 51 | 81 | 171 | 264 | 264 |
| 17 | 17 | 38 | 52 | 81 | 171 | 264 | 264 |
| 18 | 17 | 38 | 51 | 81 | 171 | 264 | 264 |
| 19 | 17 | 38 | 53 | 81 | 171 | 264 | 264 |
| 20 | 17 | 39 | 55 | 82 | 171 | 264 | 264 |
| 21 | 17 | 39 | 58 | 82 | 171 | 264 | 264 |
| 22 | 17 | 38 | 61 | 82 | 171 | 264 | 264 |
| 23 | 17 | 38 | 63 | 81 | 171 | 264 | 264 |
| 24 | 16 | 38 | 66 | 81 | 170 | 263 | 263 |
| 25 | 16 | 37 | 68 | 81 | 170 | 263 | 263 |
| 26 | 16 | 37 | 71 | 80 | 169 | 263 | 263 |
| 27 | 15 | 37 | 73 | 80 | 169 | 262 | 262 |
| 28 | 15 | 36 | 76 | 80 | 169 | 262 | 262 |
| 29 | 15 | 36 | 79 | 82 | 168 | 262 | 262 |
| 30 | 14 | 36 | 81 | 84 | 168 | 261 | 261 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

23

29

53

175

314

3 172

2

10

24

31

54

176

353

2 368

3

10

25

34

60

172

366

1 787

4

11

27

38

64

170

365

1 380

5

12

29

41

66

170

355

1 092

6

13

32

44

70

170

341

885

7

15

35

46

72

170

324

731

8

15

35

47

74

170

307

613

9

16

37

49

78

170

289

522

10

16

38

51

80

170

272

449

11

17

38

51

81

170

264

389

12

17

38

51

81

171

264

340

13

17

38

52

81

171

264

300

14

17

39

52

82

171

264

265

15

17

39

52

82

171

264

264

16

17

38

51

81

171

264

264

17

17

38

52

81

171

264

264

18

17

38

51

81

171

264

264

19

17

38

53

81

171

264

264

20

17

39

55

82

171

264

264

21

17

39

58

82

171

264

264

22

17

38

61

82

171

264

264

23

17

38

63

81

171

264

264

24

16

38

66

81

170

263

263

25

16

37

68

81

170

263

263

26

16

37

71

80

169

263

263

27

15

37

73

80

169

262

262

28

15

36

76

80

169

262

262

29

15

36

79

82

168

262

262

30

14

36

81

84

168

261

261

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 | 211 | 318 | 3 216 |
| 2 | 48 | 62 | 68 | 92 | 214 | 358 | 2 403 |
| 3 | 50 | 65 | 74 | 100 | 211 | 372 | 1 819 |
| 4 | 51 | 67 | 78 | 104 | 210 | 371 | 1 407 |
| 5 | 52 | 70 | 82 | 107 | 210 | 362 | 1 116 |
| 6 | 54 | 73 | 85 | 110 | 211 | 348 | 905 |
| 7 | 56 | 75 | 86 | 112 | 210 | 332 | 748 |
| 8 | 55 | 75 | 87 | 114 | 210 | 315 | 628 |
| 9 | 55 | 76 | 88 | 117 | 210 | 303 | 535 |
| 10 | 55 | 77 | 90 | 119 | 209 | 303 | 460 |
| 11 | 55 | 77 | 90 | 120 | 209 | 302 | 400 |
| 12 | 55 | 76 | 89 | 119 | 208 | 301 | 349 |
| 13 | 54 | 75 | 88 | 118 | 207 | 301 | 308 |
| 14 | 53 | 74 | 87 | 117 | 207 | 300 | 300 |
| 15 | 52 | 73 | 86 | 116 | 206 | 299 | 299 |
| 16 | 51 | 72 | 86 | 116 | 205 | 298 | 298 |
| 17 | 50 | 72 | 85 | 115 | 204 | 297 | 297 |
| 18 | 49 | 71 | 84 | 114 | 203 | 296 | 296 |
| 19 | 49 | 70 | 83 | 113 | 203 | 296 | 296 |
| 20 | 48 | 69 | 83 | 113 | 202 | 295 | 295 |
| 21 | 47 | 69 | 82 | 112 | 201 | 294 | 294 |
| 22 | 47 | 68 | 81 | 111 | 200 | 293 | 293 |
| 23 | 46 | 67 | 80 | 110 | 199 | 293 | 293 |
| 24 | 45 | 66 | 79 | 109 | 198 | 292 | 292 |
| 25 | 44 | 65 | 78 | 108 | 198 | 291 | 291 |
| 26 | 43 | 64 | 77 | 107 | 197 | 290 | 290 |
| 27 | 42 | 63 | 76 | 106 | 196 | 289 | 289 |
| 28 | 41 | 62 | 78 | 106 | 195 | 288 | 288 |
| 29 | 40 | 62 | 81 | 105 | 194 | 287 | 287 |
| 30 | 39 | 61 | 84 | 104 | 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

45

59

66

89

211

318

3 216

2

48

62

68

92

214

358

2 403

3

50

65

74

100

211

372

1 819

4

51

67

78

104

210

371

1 407

5

52

70

82

107

210

362

1 116

6

54

73

85

110

211

348

905

7

56

75

86

112

210

332

748

8

55

75

87

114

210

315

628

9

55

76

88

117

210

303

535

10

55

77

90

119

209

303

460

11

55

77

90

120

209

302

400

12

55

76

89

119

208

301

349

13

54

75

88

118

207

301

308

14

53

74

87

117

207

300

300

15

52

73

86

116

206

299

299

16

51

72

86

116

205

298

298

17

50

72

85

115

204

297

297

18

49

71

84

114

203

296

296

19

49

70

83

113

203

296

296

20

48

69

83

113

202

295

295

21

47

69

82

112

201

294

294

22

47

68

81

111

200

293

293

23

46

67

80

110

199

293

293

24

45

66

79

109

198

292

292

25

44

65

78

108

198

291

291

26

43

64

77

107

197

290

290

27

42

63

76

106

196

289

289

28

41

62

78

106

195

288

288

29

40

62

81

105

194

287

287

30

39

61

84

104

193

286

286

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 76 | 90 | 97 | 120 | 242 | 338 | 3 331 |
| 2 | 80 | 94 | 101 | 124 | 246 | 370 | 2 493 |
| 3 | 80 | 95 | 104 | 129 | 241 | 385 | 1 888 |
| 4 | 79 | 95 | 106 | 132 | 238 | 384 | 1 460 |
| 5 | 81 | 99 | 111 | 136 | 239 | 375 | 1 157 |
| 6 | 83 | 102 | 114 | 140 | 240 | 360 | 937 |
| 7 | 85 | 105 | 116 | 142 | 240 | 343 | 774 |
| 8 | 86 | 107 | 118 | 145 | 241 | 334 | 651 |
| 9 | 87 | 108 | 120 | 149 | 242 | 335 | 554 |
| 10 | 88 | 109 | 122 | 151 | 242 | 335 | 476 |
| 11 | 87 | 109 | 122 | 152 | 241 | 334 | 413 |
| 12 | 86 | 108 | 121 | 151 | 240 | 333 | 361 |
| 13 | 85 | 106 | 120 | 150 | 239 | 332 | 332 |
| 14 | 84 | 105 | 118 | 148 | 237 | 331 | 331 |
| 15 | 82 | 104 | 117 | 147 | 236 | 329 | 329 |
| 16 | 81 | 102 | 115 | 145 | 234 | 328 | 328 |
| 17 | 79 | 101 | 114 | 144 | 233 | 326 | 326 |
| 18 | 78 | 99 | 112 | 142 | 232 | 325 | 325 |
| 19 | 77 | 98 | 111 | 141 | 230 | 323 | 323 |
| 20 | 75 | 97 | 110 | 140 | 229 | 322 | 322 |
| 21 | 74 | 95 | 108 | 138 | 228 | 321 | 321 |
| 22 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
| 23 | 71 | 92 | 105 | 135 | 225 | 318 | 318 |
| 24 | 69 | 91 | 104 | 134 | 223 | 316 | 316 |
| 25 | 68 | 89 | 102 | 132 | 221 | 315 | 315 |
| 26 | 66 | 87 | 101 | 131 | 220 | 313 | 313 |
| 27 | 65 | 86 | 99 | 129 | 218 | 311 | 311 |
| 28 | 63 | 84 | 98 | 127 | 217 | 310 | 310 |
| 29 | 62 | 83 | 96 | 126 | 215 | 308 | 308 |
| 30 | 60 | 81 | 95 | 125 | 214 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

76

90

97

120

242

338

3 331

2

80

94

101

124

246

370

2 493

3

80

95

104

129

241

385

1 888

4

79

95

106

132

238

384

1 460

5

81

99

111

136

239

375

1 157

6

83

102

114

140

240

360

937

7

85

105

116

142

240

343

774

8

86

107

118

145

241

334

651

9

87

108

120

149

242

335

554

10

88

109

122

151

242

335

476

11

87

109

122

152

241

334

413

12

86

108

121

151

240

333

361

13

85

106

120

150

239

332

332

14

84

105

118

148

237

331

331

15

82

104

117

147

236

329

329

16

81

102

115

145

234

328

328

17

79

101

114

144

233

326

326

18

78

99

112

142

232

325

325

19

77

98

111

141

230

323

323

20

75

97

110

140

229

322

322

21

74

95

108

138

228

321

321

22

72

94

107

137

226

319

319

23

71

92

105

135

225

318

318

24

69

91

104

134

223

316

316

25

68

89

102

132

221

315

315

26

66

87

101

131

220

313

313

27

65

86

99

129

218

311

311

28

63

84

98

127

217

310

310

29

62

83

96

126

215

308

308

30

60

81

95

125

214

307

307

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 | 16 | 22 | 46 | 168 | 312 | 3 144 |
| 2 | 5 | 19 | 26 | 49 | 171 | 350 | 2 349 |
| 3 | 7 | 22 | 31 | 56 | 168 | 364 | 1 776 |
| 4 | 9 | 25 | 36 | 62 | 168 | 363 | 1 372 |
| 5 | 11 | 28 | 40 | 65 | 169 | 353 | 1 087 |
| 6 | 13 | 32 | 44 | 69 | 170 | 340 | 880 |
| 7 | 15 | 35 | 46 | 72 | 170 | 323 | 727 |
| 8 | 15 | 36 | 47 | 74 | 170 | 306 | 611 |
| 9 | 16 | 37 | 49 | 78 | 170 | 289 | 519 |
| 10 | 16 | 38 | 51 | 80 | 170 | 271 | 447 |
| 11 | 16 | 38 | 51 | 81 | 170 | 263 | 388 |
| 12 | 16 | 38 | 51 | 81 | 170 | 263 | 339 |
| 13 | 16 | 37 | 50 | 80 | 169 | 263 | 298 |
| 14 | 15 | 36 | 49 | 79 | 169 | 262 | 264 |
| 15 | 14 | 36 | 49 | 79 | 168 | 261 | 261 |
| 16 | 13 | 35 | 48 | 78 | 167 | 260 | 260 |
| 17 | 13 | 34 | 48 | 77 | 167 | 260 | 260 |
| 18 | 12 | 34 | 50 | 77 | 166 | 259 | 259 |
| 19 | 12 | 34 | 52 | 77 | 166 | 259 | 259 |
| 20 | 12 | 34 | 55 | 77 | 166 | 259 | 259 |
| 21 | 13 | 34 | 58 | 77 | 166 | 259 | 259 |
| 22 | 13 | 34 | 61 | 77 | 166 | 259 | 259 |
| 23 | 13 | 34 | 63 | 77 | 166 | 259 | 259 |
| 24 | 12 | 34 | 66 | 77 | 166 | 259 | 259 |
| 25 | 12 | 34 | 68 | 77 | 166 | 259 | 259 |
| 26 | 12 | 34 | 71 | 77 | 166 | 259 | 259 |
| 27 | 12 | 33 | 73 | 78 | 166 | 259 | 259 |
| 28 | 12 | 33 | 76 | 80 | 166 | 259 | 259 |
| 29 | 14 | 33 | 79 | 82 | 165 | 259 | 259 |
| 30 | 14 | 33 | 81 | 84 | 165 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

16

22

46

168

312

3 144

2

5

19

26

49

171

350

2 349

3

7

22

31

56

168

364

1 776

4

9

25

36

62

168

363

1 372

5

11

28

40

65

169

353

1 087

6

13

32

44

69

170

340

880

7

15

35

46

72

170

323

727

8

15

36

47

74

170

306

611

9

16

37

49

78

170

289

519

10

16

38

51

80

170

271

447

11

16

38

51

81

170

263

388

12

16

38

51

81

170

263

339

13

16

37

50

80

169

263

298

14

15

36

49

79

169

262

264

15

14

36

49

79

168

261

261

16

13

35

48

78

167

260

260

17

13

34

48

77

167

260

260

18

12

34

50

77

166

259

259

19

12

34

52

77

166

259

259

20

12

34

55

77

166

259

259

21

13

34

58

77

166

259

259

22

13

34

61

77

166

259

259

23

13

34

63

77

166

259

259

24

12

34

66

77

166

259

259

25

12

34

68

77

166

259

259

26

12

34

71

77

166

259

259

27

12

33

73

78

166

259

259

28

12

33

76

80

166

259

259

29

14

33

79

82

165

259

259

30

14

33

81

84

165

258

258

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 87 | 101 | 108 | 131 | 254 | 349 | 3 401 |
| 2 | 87 | 102 | 108 | 132 | 254 | 376 | 2 540 |
| 3 | 87 | 102 | 111 | 136 | 248 | 390 | 1 918 |
| 4 | 86 | 103 | 113 | 140 | 245 | 389 | 1 481 |
| 5 | 87 | 104 | 116 | 141 | 245 | 379 | 1 173 |
| 6 | 88 | 106 | 118 | 144 | 244 | 364 | 950 |
| 7 | 89 | 108 | 119 | 145 | 243 | 347 | 784 |
| 8 | 88 | 109 | 120 | 148 | 243 | 336 | 658 |
| 9 | 88 | 109 | 121 | 150 | 242 | 335 | 559 |
| 10 | 87 | 108 | 121 | 150 | 241 | 334 | 481 |
| 11 | 85 | 106 | 120 | 149 | 239 | 332 | 417 |
| 12 | 83 | 105 | 118 | 148 | 237 | 330 | 365 |
| 13 | 81 | 103 | 116 | 146 | 235 | 328 | 328 |
| 14 | 79 | 101 | 114 | 144 | 233 | 326 | 326 |
| 15 | 77 | 99 | 112 | 142 | 231 | 324 | 324 |
| 16 | 75 | 97 | 110 | 140 | 229 | 322 | 322 |
| 17 | 74 | 95 | 108 | 138 | 227 | 321 | 321 |
| 18 | 72 | 94 | 107 | 137 | 226 | 319 | 319 |
| 19 | 71 | 92 | 105 | 135 | 224 | 318 | 318 |
| 20 | 70 | 91 | 104 | 134 | 224 | 317 | 317 |
| 21 | 69 | 90 | 103 | 133 | 223 | 316 | 316 |
| 22 | 68 | 89 | 102 | 132 | 221 | 315 | 315 |
| 23 | 67 | 88 | 101 | 131 | 220 | 313 | 313 |
| 24 | 65 | 87 | 100 | 130 | 219 | 312 | 312 |
| 25 | 64 | 86 | 99 | 129 | 218 | 311 | 311 |
| 26 | 63 | 85 | 98 | 128 | 217 | 310 | 310 |
| 27 | 62 | 83 | 97 | 127 | 216 | 309 | 309 |
| 28 | 61 | 82 | 95 | 125 | 215 | 308 | 308 |
| 29 | 60 | 81 | 94 | 124 | 214 | 307 | 307 |
| 30 | 59 | 80 | 93 | 123 | 213 | 306 | 306 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

87

101

108

131

254

349

3 401

2

87

102

108

132

254

376

2 540

3

87

102

111

136

248

390

1 918

4

86

103

113

140

245

389

1 481

5

87

104

116

141

245

379

1 173

6

88

106

118

144

244

364

950

7

89

108

119

145

243

347

784

8

88

109

120

148

243

336

658

9

88

109

121

150

242

335

559

10

87

108

121

150

241

334

481

11

85

106

120

149

239

332

417

12

83

105

118

148

237

330

365

13

81

103

116

146

235

328

328

14

79

101

114

144

233

326

326

15

77

99

112

142

231

324

324

16

75

97

110

140

229

322

322

17

74

95

108

138

227

321

321

18

72

94

107

137

226

319

319

19

71

92

105

135

224

318

318

20

70

91

104

134

224

317

317

21

69

90

103

133

223

316

316

22

68

89

102

132

221

315

315

23

67

88

101

131

220

313

313

24

65

87

100

130

219

312

312

25

64

86

99

129

218

311

311

26

63

85

98

128

217

310

310

27

62

83

97

127

216

309

309

28

61

82

95

125

215

308

308

29

60

81

94

124

214

307

307

30

59

80

93

123

213

306

306

3.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 345 | 359 | 366 | 389 | 512 | 607 | 3 470 |
| 2 | 72 | 86 | 93 | 116 | 238 | 381 | 2 581 |
| 3 | 74 | 90 | 98 | 124 | 236 | 394 | 1 943 |
| 4 | 77 | 93 | 104 | 131 | 236 | 392 | 1 498 |
| 5 | 79 | 97 | 109 | 134 | 237 | 381 | 1 184 |
| 6 | 81 | 100 | 112 | 138 | 238 | 366 | 958 |
| 7 | 84 | 103 | 114 | 140 | 238 | 349 | 791 |
| 8 | 84 | 105 | 116 | 144 | 239 | 332 | 664 |
| 9 | 85 | 106 | 118 | 147 | 239 | 333 | 564 |
| 10 | 85 | 106 | 120 | 149 | 239 | 332 | 485 |
| 11 | 85 | 107 | 120 | 149 | 239 | 332 | 421 |
| 12 | 85 | 107 | 120 | 150 | 239 | 332 | 368 |
| 13 | 86 | 107 | 120 | 150 | 239 | 333 | 333 |
| 14 | 86 | 108 | 121 | 151 | 240 | 333 | 333 |
| 15 | 87 | 108 | 122 | 152 | 241 | 334 | 334 |
| 16 | 88 | 109 | 123 | 153 | 242 | 335 | 335 |
| 17 | 89 | 110 | 124 | 154 | 243 | 336 | 336 |
| 18 | 90 | 112 | 125 | 155 | 244 | 337 | 337 |
| 19 | 91 | 112 | 126 | 156 | 245 | 338 | 338 |
| 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 21 | 92 | 113 | 127 | 156 | 246 | 339 | 339 |
| 22 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 23 | 91 | 113 | 126 | 156 | 245 | 338 | 338 |
| 24 | 91 | 112 | 125 | 155 | 244 | 337 | 337 |
| 25 | 90 | 111 | 124 | 154 | 243 | 337 | 337 |
| 26 | 89 | 110 | 123 | 153 | 242 | 335 | 335 |
| 27 | 87 | 109 | 122 | 152 | 241 | 334 | 334 |
| 28 | 86 | 107 | 121 | 151 | 240 | 333 | 333 |
| 29 | 85 | 106 | 119 | 149 | 238 | 332 | 332 |
| 30 | 83 | 105 | 118 | 148 | 237 | 330 | 330 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

345

359

366

389

512

607

3 470

2

72

86

93

116

238

381

2 581

3

74

90

98

124

236

394

1 943

4

77

93

104

131

236

392

1 498

5

79

97

109

134

237

381

1 184

6

81

100

112

138

238

366

958

7

84

103

114

140

238

349

791

8

84

105

116

144

239

332

664

9

85

106

118

147

239

333

564

10

85

106

120

149

239

332

485

11

85

107

120

149

239

332

421

12

85

107

120

150

239

332

368

13

86

107

120

150

239

333

333

14

86

108

121

151

240

333

333

15

87

108

122

152

241

334

334

16

88

109

123

153

242

335

335

17

89

110

124

154

243

336

336

18

90

112

125

155

244

337

337

19

91

112

126

156

245

338

338

20

92

113

126

156

246

339

339

21

92

113

127

156

246

339

339

22

92

113

126

156

246

339

339

23

91

113

126

156

245

338

338

24

91

112

125

155

244

337

337

25

90

111

124

154

243

337

337

26

89

110

123

153

242

335

335

27

87

109

122

152

241

334

334

28

86

107

121

151

240

333

333

29

85

106

119

149

238

332

332

30

83

105

118

148

237

330

330

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 | 156 | 309 | 3 111 |
| 2 | 0 | 4 | 11 | 34 | 156 | 346 | 2 319 |
| 3 | 1 | 4 | 13 | 39 | 150 | 359 | 1 751 |
| 4 | 1 | 4 | 15 | 42 | 147 | 358 | 1 352 |
| 5 | 2 | 6 | 18 | 43 | 146 | 348 | 1 070 |
| 6 | 2 | 8 | 19 | 45 | 146 | 334 | 867 |
| 7 | 3 | 10 | 21 | 47 | 145 | 318 | 716 |
| 8 | 4 | 10 | 23 | 49 | 144 | 301 | 601 |
| 9 | 4 | 10 | 26 | 51 | 143 | 284 | 512 |
| 10 | 4 | 10 | 29 | 52 | 143 | 267 | 440 |
| 11 | 4 | 10 | 31 | 53 | 143 | 251 | 382 |
| 12 | 6 | 10 | 34 | 53 | 143 | 236 | 334 |
| 13 | 6 | 11 | 36 | 53 | 143 | 236 | 294 |
| 14 | 6 | 12 | 39 | 53 | 143 | 236 | 261 |
| 15 | 6 | 13 | 42 | 54 | 143 | 236 | 236 |
| 16 | 7 | 13 | 44 | 54 | 143 | 236 | 236 |
| 17 | 8 | 15 | 47 | 55 | 143 | 236 | 236 |
| 18 | 8 | 16 | 50 | 57 | 144 | 237 | 237 |
| 19 | 9 | 16 | 52 | 60 | 144 | 237 | 237 |
| 20 | 9 | 17 | 55 | 61 | 145 | 238 | 238 |
| 21 | 9 | 19 | 58 | 64 | 146 | 239 | 239 |
| 22 | 10 | 19 | 59 | 66 | 147 | 240 | 240 |
| 23 | 10 | 20 | 62 | 68 | 147 | 241 | 241 |
| 24 | 11 | 21 | 65 | 71 | 148 | 241 | 241 |
| 25 | 11 | 22 | 68 | 73 | 148 | 241 | 241 |
| 26 | 11 | 22 | 71 | 75 | 149 | 242 | 242 |
| 27 | 12 | 24 | 73 | 77 | 149 | 242 | 242 |
| 28 | 12 | 25 | 76 | 80 | 149 | 243 | 243 |
| 29 | 13 | 25 | 78 | 81 | 150 | 243 | 243 |
| 30 | 14 | 27 | 81 | 83 | 150 | 243 | 243 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

4

11

34

156

309

3 111

2

0

4

11

34

156

346

2 319

3

1

4

13

39

150

359

1 751

4

1

4

15

42

147

358

1 352

5

2

6

18

43

146

348

1 070

6

2

8

19

45

146

334

867

7

3

10

21

47

145

318

716

8

4

10

23

49

144

301

601

9

4

10

26

51

143

284

512

10

4

10

29

52

143

267

440

11

4

10

31

53

143

251

382

12

6

10

34

53

143

236

334

13

6

11

36

53

143

236

294

14

6

12

39

53

143

236

261

15

6

13

42

54

143

236

236

16

7

13

44

54

143

236

236

17

8

15

47

55

143

236

236

18

8

16

50

57

144

237

237

19

9

16

52

60

144

237

237

20

9

17

55

61

145

238

238

21

9

19

58

64

146

239

239

22

10

19

59

66

147

240

240

23

10

20

62

68

147

241

241

24

11

21

65

71

148

241

241

25

11

22

68

73

148

241

241

26

11

22

71

75

149

242

242

27

12

24

73

77

149

242

242

28

12

25

76

80

149

243

243

29

13

25

78

81

150

243

243

30

14

27

81

83

150

243

243

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 | 69 | 93 | 215 | 316 | 3 191 |
| 2 | 49 | 64 | 70 | 94 | 216 | 355 | 2 382 |
| 3 | 49 | 64 | 73 | 98 | 210 | 368 | 1 801 |
| 4 | 48 | 64 | 75 | 101 | 207 | 368 | 1 392 |
| 5 | 48 | 65 | 77 | 102 | 206 | 358 | 1 103 |
| 6 | 49 | 67 | 79 | 105 | 205 | 345 | 894 |
| 7 | 49 | 69 | 80 | 106 | 204 | 328 | 739 |
| 8 | 48 | 69 | 80 | 108 | 203 | 311 | 621 |
| 9 | 48 | 69 | 81 | 110 | 202 | 296 | 528 |
| 10 | 47 | 68 | 81 | 111 | 201 | 294 | 454 |
| 11 | 46 | 67 | 80 | 110 | 199 | 293 | 394 |
| 12 | 44 | 65 | 79 | 108 | 198 | 291 | 345 |
| 13 | 42 | 64 | 77 | 107 | 196 | 289 | 304 |
| 14 | 41 | 62 | 75 | 105 | 195 | 288 | 288 |
| 15 | 39 | 61 | 74 | 104 | 193 | 286 | 286 |
| 16 | 38 | 59 | 72 | 102 | 191 | 284 | 284 |
| 17 | 36 | 58 | 71 | 101 | 190 | 283 | 283 |
| 18 | 35 | 57 | 70 | 100 | 189 | 282 | 282 |
| 19 | 34 | 56 | 69 | 99 | 188 | 281 | 281 |
| 20 | 34 | 55 | 68 | 98 | 187 | 281 | 281 |
| 21 | 33 | 54 | 68 | 98 | 187 | 280 | 280 |
| 22 | 32 | 54 | 67 | 97 | 186 | 279 | 279 |
| 23 | 32 | 53 | 66 | 96 | 186 | 279 | 279 |
| 24 | 31 | 52 | 67 | 96 | 185 | 278 | 278 |
| 25 | 30 | 52 | 70 | 95 | 184 | 277 | 277 |
| 26 | 30 | 51 | 72 | 94 | 183 | 277 | 277 |
| 27 | 29 | 50 | 75 | 93 | 183 | 276 | 276 |
| 28 | 28 | 50 | 77 | 93 | 182 | 275 | 275 |
| 29 | 28 | 49 | 81 | 92 | 181 | 275 | 275 |
| 30 | 27 | 48 | 83 | 91 | 181 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

69

93

215

316

3 191

2

49

64

70

94

216

355

2 382

3

49

64

73

98

210

368

1 801

4

48

64

75

101

207

368

1 392

5

48

65

77

102

206

358

1 103

6

49

67

79

105

205

345

894

7

49

69

80

106

204

328

739

8

48

69

80

108

203

311

621

9

48

69

81

110

202

296

528

10

47

68

81

111

201

294

454

11

46

67

80

110

199

293

394

12

44

65

79

108

198

291

345

13

42

64

77

107

196

289

304

14

41

62

75

105

195

288

288

15

39

61

74

104

193

286

286

16

38

59

72

102

191

284

284

17

36

58

71

101

190

283

283

18

35

57

70

100

189

282

282

19

34

56

69

99

188

281

281

20

34

55

68

98

187

281

281

21

33

54

68

98

187

280

280

22

32

54

67

97

186

279

279

23

32

53

66

96

186

279

279

24

31

52

67

96

185

278

278

25

30

52

70

95

184

277

277

26

30

51

72

94

183

277

277

27

29

50

75

93

183

276

276

28

28

50

77

93

182

275

275

29

28

49

81

92

181

275

275

30

27

48

83

91

181

274

274

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 109 | 124 | 130 | 154 | 276 | 371 | 3 443 |
| 2 | 110 | 125 | 131 | 155 | 277 | 380 | 2 569 |
| 3 | 111 | 126 | 135 | 161 | 273 | 394 | 1 940 |
| 4 | 112 | 128 | 139 | 165 | 271 | 393 | 1 499 |
| 5 | 113 | 130 | 142 | 167 | 271 | 383 | 1 187 |
| 6 | 114 | 133 | 145 | 170 | 271 | 369 | 962 |
| 7 | 115 | 135 | 146 | 172 | 270 | 363 | 795 |
| 8 | 114 | 135 | 146 | 173 | 269 | 362 | 668 |
| 9 | 114 | 135 | 147 | 176 | 268 | 361 | 568 |
| 10 | 113 | 134 | 147 | 177 | 267 | 360 | 489 |
| 11 | 112 | 133 | 146 | 176 | 265 | 359 | 424 |
| 12 | 110 | 131 | 144 | 174 | 263 | 357 | 371 |
| 13 | 108 | 129 | 142 | 172 | 261 | 354 | 354 |
| 14 | 105 | 127 | 140 | 170 | 259 | 352 | 352 |
| 15 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
| 16 | 100 | 122 | 135 | 165 | 254 | 347 | 347 |
| 17 | 98 | 119 | 132 | 162 | 252 | 345 | 345 |
| 18 | 96 | 117 | 130 | 160 | 249 | 343 | 343 |
| 19 | 94 | 115 | 128 | 158 | 247 | 341 | 341 |
| 20 | 92 | 113 | 126 | 156 | 246 | 339 | 339 |
| 21 | 90 | 112 | 125 | 155 | 244 | 337 | 337 |
| 22 | 88 | 110 | 123 | 153 | 242 | 335 | 335 |
| 23 | 87 | 108 | 121 | 151 | 240 | 333 | 333 |
| 24 | 85 | 106 | 119 | 149 | 239 | 332 | 332 |
| 25 | 83 | 104 | 117 | 147 | 237 | 330 | 330 |
| 26 | 81 | 103 | 116 | 146 | 235 | 328 | 328 |
| 27 | 80 | 101 | 114 | 144 | 233 | 326 | 326 |
| 28 | 78 | 99 | 112 | 142 | 232 | 325 | 325 |
| 29 | 76 | 98 | 111 | 141 | 230 | 323 | 323 |
| 30 | 75 | 96 | 109 | 139 | 229 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

109

124

130

154

276

371

3 443

2

110

125

131

155

277

380

2 569

3

111

126

135

161

273

394

1 940

4

112

128

139

165

271

393

1 499

5

113

130

142

167

271

383

1 187

6

114

133

145

170

271

369

962

7

115

135

146

172

270

363

795

8

114

135

146

173

269

362

668

9

114

135

147

176

268

361

568

10

113

134

147

177

267

360

489

11

112

133

146

176

265

359

424

12

110

131

144

174

263

357

371

13

108

129

142

172

261

354

354

14

105

127

140

170

259

352

352

15

103

124

137

167

257

350

350

16

100

122

135

165

254

347

347

17

98

119

132

162

252

345

345

18

96

117

130

160

249

343

343

19

94

115

128

158

247

341

341

20

92

113

126

156

246

339

339

21

90

112

125

155

244

337

337

22

88

110

123

153

242

335

335

23

87

108

121

151

240

333

333

24

85

106

119

149

239

332

332

25

83

104

117

147

237

330

330

26

81

103

116

146

235

328

328

27

80

101

114

144

233

326

326

28

78

99

112

142

232

325

325

29

76

98

111

141

230

323

323

30

75

96

109

139

229

322

322

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 183 | 190 | 213 | 335 | 431 | 3 433 |
| 2 | 178 | 192 | 199 | 222 | 345 | 440 | 2 584 |
| 3 | 181 | 197 | 205 | 231 | 343 | 438 | 1 963 |
| 4 | 182 | 198 | 209 | 236 | 341 | 435 | 1 521 |
| 5 | 183 | 200 | 212 | 237 | 341 | 434 | 1 207 |
| 6 | 183 | 201 | 213 | 239 | 339 | 432 | 978 |
| 7 | 183 | 202 | 213 | 239 | 338 | 431 | 808 |
| 8 | 181 | 201 | 213 | 240 | 336 | 429 | 678 |
| 9 | 180 | 201 | 213 | 242 | 334 | 428 | 577 |
| 10 | 179 | 200 | 213 | 243 | 333 | 426 | 496 |
| 11 | 177 | 198 | 212 | 241 | 331 | 424 | 431 |
| 12 | 175 | 196 | 209 | 239 | 328 | 421 | 421 |
| 13 | 172 | 193 | 206 | 236 | 325 | 418 | 418 |
| 14 | 168 | 190 | 203 | 233 | 322 | 415 | 415 |
| 15 | 165 | 187 | 200 | 230 | 319 | 412 | 412 |
| 16 | 162 | 183 | 196 | 226 | 316 | 409 | 409 |
| 17 | 159 | 180 | 193 | 223 | 312 | 406 | 406 |
| 18 | 156 | 177 | 190 | 220 | 309 | 402 | 402 |
| 19 | 152 | 174 | 187 | 217 | 306 | 399 | 399 |
| 20 | 149 | 171 | 184 | 214 | 303 | 396 | 396 |
| 21 | 146 | 168 | 181 | 211 | 300 | 393 | 393 |
| 22 | 143 | 164 | 178 | 208 | 297 | 390 | 390 |
| 23 | 140 | 161 | 174 | 204 | 294 | 387 | 387 |
| 24 | 137 | 158 | 171 | 201 | 290 | 384 | 384 |
| 25 | 134 | 155 | 168 | 198 | 287 | 381 | 381 |
| 26 | 131 | 152 | 165 | 195 | 284 | 377 | 377 |
| 27 | 128 | 149 | 162 | 192 | 281 | 375 | 375 |
| 28 | 125 | 146 | 159 | 189 | 278 | 372 | 372 |
| 29 | 122 | 143 | 156 | 186 | 276 | 369 | 369 |
| 30 | 119 | 141 | 154 | 184 | 273 | 366 | 366 |

Duration (in years)

Credit quality step 0

Credit 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

183

190

213

335

431

3 433

2

178

192

199

222

345

440

2 584

3

181

197

205

231

343

438

1 963

4

182

198

209

236

341

435

1 521

5

183

200

212

237

341

434

1 207

6

183

201

213

239

339

432

978

7

183

202

213

239

338

431

808

8

181

201

213

240

336

429

678

9

180

201

213

242

334

428

577

10

179

200

213

243

333

426

496

11

177

198

212

241

331

424

431

12

175

196

209

239

328

421

421

13

172

193

206

236

325

418

418

14

168

190

203

233

322

415

415

15

165

187

200

230

319

412

412

16

162

183

196

226

316

409

409

17

159

180

193

223

312

406

406

18

156

177

190

220

309

402

402

19

152

174

187

217

306

399

399

20

149

171

184

214

303

396

396

21

146

168

181

211

300

393

393

22

143

164

178

208

297

390

390

23

140

161

174

204

294

387

387

24

137

158

171

201

290

384

384

25

134

155

168

198

287

381

381

26

131

152

165

195

284

377

377

27

128

149

162

192

281

375

375

28

125

146

159

189

278

372

372

29

122

143

156

186

276

369

369

30

119

141

154

184

273

366

366

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 22 | 36 | 43 | 66 | 188 | 323 | 3 266 |
| 2 | 23 | 37 | 44 | 67 | 189 | 362 | 2 437 |
| 3 | 22 | 38 | 46 | 72 | 184 | 375 | 1 840 |
| 4 | 22 | 38 | 49 | 76 | 181 | 374 | 1 420 |
| 5 | 23 | 40 | 52 | 77 | 181 | 364 | 1 124 |
| 6 | 23 | 42 | 54 | 80 | 180 | 350 | 910 |
| 7 | 24 | 44 | 55 | 81 | 179 | 333 | 751 |
| 8 | 23 | 43 | 55 | 82 | 178 | 315 | 630 |
| 9 | 23 | 44 | 56 | 85 | 177 | 297 | 536 |
| 10 | 22 | 44 | 57 | 86 | 176 | 279 | 460 |
| 11 | 22 | 43 | 56 | 86 | 176 | 269 | 399 |
| 12 | 21 | 43 | 56 | 86 | 175 | 268 | 349 |
| 13 | 21 | 42 | 55 | 85 | 174 | 267 | 307 |
| 14 | 20 | 41 | 55 | 85 | 174 | 267 | 272 |
| 15 | 20 | 41 | 54 | 84 | 174 | 267 | 267 |
| 16 | 20 | 41 | 54 | 84 | 173 | 267 | 267 |
| 17 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 18 | 20 | 41 | 54 | 84 | 173 | 266 | 266 |
| 19 | 20 | 41 | 54 | 84 | 173 | 267 | 267 |
| 20 | 20 | 41 | 57 | 84 | 174 | 267 | 267 |
| 21 | 20 | 41 | 59 | 84 | 174 | 267 | 267 |
| 22 | 20 | 41 | 62 | 84 | 174 | 267 | 267 |
| 23 | 20 | 41 | 65 | 84 | 173 | 267 | 267 |
| 24 | 20 | 41 | 67 | 84 | 173 | 266 | 266 |
| 25 | 19 | 41 | 70 | 84 | 173 | 266 | 266 |
| 26 | 19 | 41 | 72 | 84 | 173 | 266 | 266 |
| 27 | 19 | 40 | 75 | 83 | 173 | 266 | 266 |
| 28 | 19 | 40 | 78 | 83 | 172 | 266 | 266 |
| 29 | 18 | 40 | 81 | 83 | 172 | 265 | 265 |
| 30 | 18 | 39 | 83 | 86 | 172 | 265 | 265 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

22

36

43

66

188

323

3 266

2

23

37

44

67

189

362

2 437

3

22

38

46

72

184

375

1 840

4

22

38

49

76

181

374

1 420

5

23

40

52

77

181

364

1 124

6

23

42

54

80

180

350

910

7

24

44

55

81

179

333

751

8

23

43

55

82

178

315

630

9

23

44

56

85

177

297

536

10

22

44

57

86

176

279

460

11

22

43

56

86

176

269

399

12

21

43

56

86

175

268

349

13

21

42

55

85

174

267

307

14

20

41

55

85

174

267

272

15

20

41

54

84

174

267

267

16

20

41

54

84

173

267

267

17

20

41

54

84

173

266

266

18

20

41

54

84

173

266

266

19

20

41

54

84

173

267

267

20

20

41

57

84

174

267

267

21

20

41

59

84

174

267

267

22

20

41

62

84

174

267

267

23

20

41

65

84

173

267

267

24

20

41

67

84

173

266

266

25

19

41

70

84

173

266

266

26

19

41

72

84

173

266

266

27

19

40

75

83

173

266

266

28

19

40

78

83

172

266

266

29

18

40

81

83

172

265

265

30

18

39

83

86

172

265

265

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 18 | 32 | 39 | 62 | 184 | 323 | 3 265 |
| 2 | 20 | 34 | 41 | 64 | 186 | 362 | 2 436 |
| 3 | 21 | 36 | 45 | 71 | 182 | 375 | 1 838 |
| 4 | 22 | 39 | 49 | 76 | 181 | 374 | 1 419 |
| 5 | 24 | 42 | 54 | 79 | 182 | 364 | 1 123 |
| 6 | 26 | 45 | 56 | 82 | 182 | 349 | 909 |
| 7 | 28 | 48 | 59 | 85 | 183 | 333 | 751 |
| 8 | 28 | 49 | 60 | 87 | 183 | 315 | 630 |
| 9 | 29 | 50 | 62 | 91 | 183 | 297 | 536 |
| 10 | 30 | 51 | 64 | 93 | 184 | 279 | 461 |
| 11 | 30 | 52 | 65 | 95 | 184 | 277 | 400 |
| 12 | 30 | 52 | 65 | 95 | 184 | 277 | 350 |
| 13 | 30 | 52 | 65 | 95 | 184 | 277 | 308 |
| 14 | 30 | 52 | 65 | 95 | 184 | 277 | 277 |
| 15 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
| 16 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 17 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 18 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 19 | 30 | 51 | 64 | 94 | 183 | 276 | 276 |
| 20 | 30 | 51 | 64 | 94 | 184 | 277 | 277 |
| 21 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
| 22 | 30 | 51 | 65 | 95 | 184 | 277 | 277 |
| 23 | 30 | 51 | 65 | 94 | 184 | 277 | 277 |
| 24 | 30 | 51 | 67 | 94 | 183 | 277 | 277 |
| 25 | 29 | 51 | 70 | 94 | 183 | 276 | 276 |
| 26 | 29 | 50 | 72 | 93 | 183 | 276 | 276 |
| 27 | 28 | 50 | 76 | 93 | 182 | 275 | 275 |
| 28 | 28 | 49 | 78 | 92 | 182 | 275 | 275 |
| 29 | 27 | 49 | 81 | 92 | 181 | 274 | 274 |
| 30 | 27 | 48 | 84 | 91 | 181 | 274 | 274 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

18

32

39

62

184

323

3 265

2

20

34

41

64

186

362

2 436

3

21

36

45

71

182

375

1 838

4

22

39

49

76

181

374

1 419

5

24

42

54

79

182

364

1 123

6

26

45

56

82

182

349

909

7

28

48

59

85

183

333

751

8

28

49

60

87

183

315

630

9

29

50

62

91

183

297

536

10

30

51

64

93

184

279

461

11

30

52

65

95

184

277

400

12

30

52

65

95

184

277

350

13

30

52

65

95

184

277

308

14

30

52

65

95

184

277

277

15

30

51

65

95

184

277

277

16

30

51

64

94

183

276

276

17

30

51

64

94

183

276

276

18

30

51

64

94

183

276

276

19

30

51

64

94

183

276

276

20

30

51

64

94

184

277

277

21

30

51

65

95

184

277

277

22

30

51

65

95

184

277

277

23

30

51

65

94

184

277

277

24

30

51

67

94

183

277

277

25

29

51

70

94

183

276

276

26

29

50

72

93

183

276

276

27

28

50

76

93

182

275

275

28

28

49

78

92

182

275

275

29

27

49

81

92

181

274

274

30

27

48

84

91

181

274

274

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 119 | 133 | 140 | 163 | 285 | 381 | 3 523 |
| 2 | 118 | 132 | 139 | 162 | 284 | 387 | 2 623 |
| 3 | 116 | 131 | 140 | 166 | 277 | 400 | 1 976 |
| 4 | 115 | 132 | 142 | 169 | 274 | 398 | 1 522 |
| 5 | 115 | 133 | 145 | 170 | 273 | 387 | 1 202 |
| 6 | 115 | 134 | 146 | 171 | 272 | 371 | 972 |
| 7 | 116 | 136 | 147 | 173 | 271 | 364 | 801 |
| 8 | 115 | 135 | 147 | 174 | 270 | 363 | 672 |
| 9 | 114 | 135 | 147 | 176 | 269 | 362 | 570 |
| 10 | 114 | 135 | 148 | 178 | 268 | 361 | 490 |
| 11 | 114 | 135 | 148 | 178 | 267 | 360 | 424 |
| 12 | 112 | 134 | 147 | 177 | 266 | 359 | 371 |
| 13 | 111 | 133 | 146 | 176 | 265 | 358 | 358 |
| 14 | 110 | 131 | 144 | 174 | 264 | 357 | 357 |
| 15 | 108 | 129 | 142 | 172 | 261 | 355 | 355 |
| 16 | 106 | 127 | 140 | 170 | 259 | 352 | 352 |
| 17 | 103 | 124 | 137 | 167 | 256 | 350 | 350 |
| 18 | 101 | 122 | 135 | 165 | 254 | 347 | 347 |
| 19 | 98 | 120 | 133 | 163 | 252 | 345 | 345 |
| 20 | 96 | 118 | 131 | 161 | 250 | 343 | 343 |
| 21 | 94 | 115 | 128 | 158 | 248 | 341 | 341 |
| 22 | 92 | 113 | 126 | 156 | 245 | 339 | 339 |
| 23 | 89 | 111 | 124 | 154 | 243 | 336 | 336 |
| 24 | 87 | 109 | 122 | 152 | 241 | 334 | 334 |
| 25 | 85 | 107 | 120 | 150 | 239 | 332 | 332 |
| 26 | 83 | 104 | 118 | 147 | 237 | 330 | 330 |
| 27 | 81 | 102 | 115 | 145 | 235 | 328 | 328 |
| 28 | 79 | 100 | 113 | 143 | 233 | 326 | 326 |
| 29 | 77 | 98 | 111 | 141 | 231 | 324 | 324 |
| 30 | 75 | 96 | 110 | 140 | 229 | 322 | 322 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

119

133

140

163

285

381

3 523

2

118

132

139

162

284

387

2 623

3

116

131

140

166

277

400

1 976

4

115

132

142

169

274

398

1 522

5

115

133

145

170

273

387

1 202

6

115

134

146

171

272

371

972

7

116

136

147

173

271

364

801

8

115

135

147

174

270

363

672

9

114

135

147

176

269

362

570

10

114

135

148

178

268

361

490

11

114

135

148

178

267

360

424

12

112

134

147

177

266

359

371

13

111

133

146

176

265

358

358

14

110

131

144

174

264

357

357

15

108

129

142

172

261

355

355

16

106

127

140

170

259

352

352

17

103

124

137

167

256

350

350

18

101

122

135

165

254

347

347

19

98

120

133

163

252

345

345

20

96

118

131

161

250

343

343

21

94

115

128

158

248

341

341

22

92

113

126

156

245

339

339

23

89

111

124

154

243

336

336

24

87

109

122

152

241

334

334

25

85

107

120

150

239

332

332

26

83

104

118

147

237

330

330

27

81

102

115

145

235

328

328

28

79

100

113

143

233

326

326

29

77

98

111

141

231

324

324

30

75

96

110

140

229

322

322

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 33 | 155 | 312 | 3 150 |
| 2 | 0 | 5 | 12 | 35 | 157 | 351 | 2 352 |
| 3 | 1 | 7 | 16 | 42 | 153 | 364 | 1 777 |
| 4 | 1 | 9 | 20 | 47 | 152 | 363 | 1 374 |
| 5 | 2 | 12 | 25 | 49 | 153 | 354 | 1 088 |
| 6 | 2 | 16 | 27 | 53 | 153 | 340 | 882 |
| 7 | 3 | 19 | 30 | 56 | 154 | 324 | 729 |
| 8 | 4 | 19 | 31 | 58 | 154 | 307 | 612 |
| 9 | 4 | 20 | 33 | 61 | 154 | 289 | 521 |
| 10 | 4 | 21 | 34 | 63 | 154 | 272 | 448 |
| 11 | 4 | 21 | 34 | 64 | 154 | 256 | 389 |
| 12 | 6 | 21 | 35 | 64 | 153 | 246 | 340 |
| 13 | 6 | 21 | 38 | 64 | 153 | 246 | 300 |
| 14 | 6 | 21 | 39 | 64 | 153 | 246 | 265 |
| 15 | 7 | 20 | 42 | 63 | 153 | 246 | 246 |
| 16 | 7 | 20 | 45 | 63 | 152 | 245 | 245 |
| 17 | 8 | 20 | 48 | 63 | 152 | 246 | 246 |
| 18 | 8 | 20 | 50 | 63 | 152 | 246 | 246 |
| 19 | 9 | 20 | 53 | 63 | 153 | 246 | 246 |
| 20 | 9 | 21 | 55 | 64 | 153 | 246 | 246 |
| 21 | 10 | 21 | 58 | 65 | 154 | 247 | 247 |
| 22 | 10 | 22 | 61 | 67 | 154 | 247 | 247 |
| 23 | 10 | 22 | 63 | 69 | 155 | 248 | 248 |
| 24 | 11 | 22 | 66 | 71 | 155 | 248 | 248 |
| 25 | 11 | 23 | 68 | 73 | 155 | 248 | 248 |
| 26 | 12 | 23 | 71 | 75 | 155 | 248 | 248 |
| 27 | 12 | 24 | 73 | 78 | 155 | 249 | 249 |
| 28 | 12 | 25 | 77 | 80 | 156 | 249 | 249 |
| 29 | 14 | 25 | 79 | 82 | 156 | 249 | 249 |
| 30 | 14 | 27 | 81 | 84 | 156 | 249 | 249 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

10

33

155

312

3 150

2

0

5

12

35

157

351

2 352

3

1

7

16

42

153

364

1 777

4

1

9

20

47

152

363

1 374

5

2

12

25

49

153

354

1 088

6

2

16

27

53

153

340

882

7

3

19

30

56

154

324

729

8

4

19

31

58

154

307

612

9

4

20

33

61

154

289

521

10

4

21

34

63

154

272

448

11

4

21

34

64

154

256

389

12

6

21

35

64

153

246

340

13

6

21

38

64

153

246

300

14

6

21

39

64

153

246

265

15

7

20

42

63

153

246

246

16

7

20

45

63

152

245

245

17

8

20

48

63

152

246

246

18

8

20

50

63

152

246

246

19

9

20

53

63

153

246

246

20

9

21

55

64

153

246

246

21

10

21

58

65

154

247

247

22

10

22

61

67

154

247

247

23

10

22

63

69

155

248

248

24

11

22

66

71

155

248

248

25

11

23

68

73

155

248

248

26

12

23

71

75

155

248

248

27

12

24

73

78

155

249

249

28

12

25

77

80

156

249

249

29

14

25

79

82

156

249

249

30

14

27

81

84

156

249

249

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 30 | 44 | 51 | 74 | 196 | 314 | 3 171 |
| 2 | 30 | 44 | 51 | 74 | 197 | 353 | 2 366 |
| 3 | 29 | 44 | 53 | 78 | 190 | 366 | 1 786 |
| 4 | 28 | 44 | 55 | 81 | 187 | 364 | 1 379 |
| 5 | 28 | 45 | 57 | 82 | 186 | 354 | 1 091 |
| 6 | 31 | 49 | 61 | 87 | 187 | 340 | 883 |
| 7 | 28 | 48 | 59 | 85 | 183 | 324 | 729 |
| 8 | 33 | 53 | 64 | 92 | 187 | 306 | 612 |
| 9 | 32 | 53 | 65 | 94 | 186 | 289 | 520 |
| 10 | 26 | 48 | 61 | 90 | 180 | 273 | 447 |
| 11 | 22 | 43 | 56 | 86 | 175 | 268 | 388 |
| 12 | 18 | 39 | 53 | 82 | 172 | 265 | 339 |
| 13 | 15 | 37 | 50 | 80 | 169 | 262 | 299 |
| 14 | 13 | 35 | 48 | 78 | 167 | 260 | 264 |
| 15 | 12 | 33 | 46 | 76 | 166 | 259 | 259 |
| 16 | 10 | 32 | 45 | 75 | 164 | 257 | 257 |
| 17 | 9 | 31 | 48 | 74 | 163 | 256 | 256 |
| 18 | 9 | 30 | 50 | 73 | 162 | 256 | 256 |
| 19 | 9 | 30 | 52 | 73 | 162 | 255 | 255 |
| 20 | 9 | 30 | 55 | 73 | 162 | 255 | 255 |
| 21 | 9 | 30 | 58 | 73 | 162 | 255 | 255 |
| 22 | 10 | 30 | 60 | 73 | 162 | 255 | 255 |
| 23 | 10 | 30 | 63 | 73 | 162 | 255 | 255 |
| 24 | 11 | 30 | 66 | 73 | 162 | 255 | 255 |
| 25 | 11 | 30 | 68 | 73 | 162 | 255 | 255 |
| 26 | 11 | 30 | 71 | 75 | 162 | 255 | 255 |
| 27 | 12 | 29 | 73 | 77 | 162 | 255 | 255 |
| 28 | 12 | 29 | 76 | 80 | 162 | 255 | 255 |
| 29 | 14 | 29 | 79 | 81 | 162 | 255 | 255 |
| 30 | 14 | 29 | 81 | 84 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

30

44

51

74

196

314

3 171

2

30

44

51

74

197

353

2 366

3

29

44

53

78

190

366

1 786

4

28

44

55

81

187

364

1 379

5

28

45

57

82

186

354

1 091

6

31

49

61

87

187

340

883

7

28

48

59

85

183

324

729

8

33

53

64

92

187

306

612

9

32

53

65

94

186

289

520

10

26

48

61

90

180

273

447

11

22

43

56

86

175

268

388

12

18

39

53

82

172

265

339

13

15

37

50

80

169

262

299

14

13

35

48

78

167

260

264

15

12

33

46

76

166

259

259

16

10

32

45

75

164

257

257

17

9

31

48

74

163

256

256

18

9

30

50

73

162

256

256

19

9

30

52

73

162

255

255

20

9

30

55

73

162

255

255

21

9

30

58

73

162

255

255

22

10

30

60

73

162

255

255

23

10

30

63

73

162

255

255

24

11

30

66

73

162

255

255

25

11

30

68

73

162

255

255

26

11

30

71

75

162

255

255

27

12

29

73

77

162

255

255

28

12

29

76

80

162

255

255

29

14

29

79

81

162

255

255

30

14

29

81

84

162

255

255

3.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 182 | 196 | 203 | 226 | 348 | 444 | 3 764 |
| 2 | 179 | 194 | 200 | 224 | 346 | 441 | 2 792 |
| 3 | 175 | 190 | 199 | 225 | 336 | 432 | 2 105 |
| 4 | 171 | 187 | 198 | 225 | 330 | 424 | 1 619 |
| 5 | 167 | 185 | 197 | 222 | 325 | 419 | 1 276 |
| 6 | 165 | 183 | 195 | 221 | 321 | 414 | 1 029 |
| 7 | 162 | 182 | 193 | 219 | 317 | 410 | 847 |
| 8 | 158 | 178 | 190 | 217 | 313 | 406 | 709 |
| 9 | 155 | 175 | 188 | 216 | 309 | 402 | 602 |
| 10 | 151 | 172 | 185 | 215 | 305 | 398 | 517 |
| 11 | 147 | 169 | 182 | 211 | 301 | 394 | 447 |
| 12 | 143 | 165 | 178 | 208 | 297 | 390 | 390 |
| 13 | 140 | 161 | 174 | 204 | 293 | 386 | 386 |
| 14 | 136 | 157 | 170 | 200 | 290 | 383 | 383 |
| 15 | 132 | 154 | 167 | 197 | 286 | 379 | 379 |
| 16 | 129 | 151 | 164 | 194 | 283 | 376 | 376 |
| 17 | 126 | 147 | 161 | 191 | 280 | 373 | 373 |
| 18 | 123 | 145 | 158 | 188 | 277 | 370 | 370 |
| 19 | 120 | 142 | 155 | 185 | 274 | 367 | 367 |
| 20 | 118 | 139 | 152 | 182 | 272 | 365 | 365 |
| 21 | 115 | 137 | 150 | 180 | 269 | 362 | 362 |
| 22 | 113 | 134 | 147 | 177 | 266 | 360 | 360 |
| 23 | 110 | 132 | 145 | 175 | 264 | 357 | 357 |
| 24 | 108 | 129 | 142 | 172 | 261 | 355 | 355 |
| 25 | 105 | 127 | 140 | 170 | 259 | 352 | 352 |
| 26 | 103 | 124 | 137 | 167 | 257 | 350 | 350 |
| 27 | 101 | 122 | 135 | 165 | 254 | 348 | 348 |
| 28 | 98 | 120 | 133 | 163 | 252 | 345 | 345 |
| 29 | 96 | 118 | 131 | 161 | 250 | 343 | 343 |
| 30 | 94 | 116 | 129 | 159 | 248 | 341 | 341 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

182

196

203

226

348

444

3 764

2

179

194

200

224

346

441

2 792

3

175

190

199

225

336

432

2 105

4

171

187

198

225

330

424

1 619

5

167

185

197

222

325

419

1 276

6

165

183

195

221

321

414

1 029

7

162

182

193

219

317

410

847

8

158

178

190

217

313

406

709

9

155

175

188

216

309

402

602

10

151

172

185

215

305

398

517

11

147

169

182

211

301

394

447

12

143

165

178

208

297

390

390

13

140

161

174

204

293

386

386

14

136

157

170

200

290

383

383

15

132

154

167

197

286

379

379

16

129

151

164

194

283

376

376

17

126

147

161

191

280

373

373

18

123

145

158

188

277

370

370

19

120

142

155

185

274

367

367

20

118

139

152

182

272

365

365

21

115

137

150

180

269

362

362

22

113

134

147

177

266

360

360

23

110

132

145

175

264

357

357

24

108

129

142

172

261

355

355

25

105

127

140

170

259

352

352

26

103

124

137

167

257

350

350

27

101

122

135

165

254

348

348

28

98

120

133

163

252

345

345

29

96

118

131

161

250

343

343

30

94

116

129

159

248

341

341

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 26 | 54 | 173 | 314 | 3 169 |
| 2 | 0 | 15 | 26 | 54 | 173 | 353 | 2 366 |
| 3 | 1 | 17 | 29 | 58 | 170 | 366 | 1 786 |
| 4 | 1 | 20 | 32 | 63 | 169 | 364 | 1 380 |
| 5 | 2 | 23 | 37 | 69 | 170 | 355 | 1 092 |
| 6 | 4 | 26 | 40 | 70 | 171 | 341 | 885 |
| 7 | 6 | 31 | 42 | 72 | 171 | 324 | 731 |
| 8 | 9 | 34 | 46 | 74 | 171 | 307 | 613 |
| 9 | 10 | 37 | 50 | 76 | 172 | 290 | 522 |
| 10 | 11 | 38 | 51 | 76 | 172 | 272 | 449 |
| 11 | 12 | 40 | 52 | 78 | 172 | 265 | 389 |
| 12 | 13 | 41 | 54 | 79 | 172 | 265 | 340 |
| 13 | 13 | 42 | 54 | 80 | 172 | 265 | 300 |
| 14 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 15 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 16 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 17 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 18 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 19 | 14 | 43 | 55 | 80 | 172 | 265 | 265 |
| 20 | 14 | 43 | 55 | 80 | 172 | 266 | 266 |
| 21 | 14 | 43 | 58 | 80 | 173 | 266 | 266 |
| 22 | 14 | 43 | 61 | 80 | 173 | 266 | 266 |
| 23 | 14 | 43 | 63 | 80 | 173 | 266 | 266 |
| 24 | 14 | 43 | 66 | 80 | 173 | 266 | 266 |
| 25 | 14 | 43 | 68 | 80 | 173 | 266 | 266 |
| 26 | 14 | 43 | 71 | 80 | 173 | 266 | 266 |
| 27 | 14 | 43 | 73 | 80 | 173 | 266 | 266 |
| 28 | 14 | 43 | 76 | 80 | 173 | 266 | 266 |
| 29 | 14 | 43 | 79 | 82 | 173 | 266 | 266 |
| 30 | 14 | 43 | 81 | 84 | 173 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

26

54

173

314

3 169

2

0

15

26

54

173

353

2 366

3

1

17

29

58

170

366

1 786

4

1

20

32

63

169

364

1 380

5

2

23

37

69

170

355

1 092

6

4

26

40

70

171

341

885

7

6

31

42

72

171

324

731

8

9

34

46

74

171

307

613

9

10

37

50

76

172

290

522

10

11

38

51

76

172

272

449

11

12

40

52

78

172

265

389

12

13

41

54

79

172

265

340

13

13

42

54

80

172

265

300

14

14

43

55

80

172

265

265

15

14

43

55

80

172

265

265

16

14

43

55

80

172

265

265

17

14

43

55

80

172

265

265

18

14

43

55

80

172

265

265

19

14

43

55

80

172

265

265

20

14

43

55

80

172

266

266

21

14

43

58

80

173

266

266

22

14

43

61

80

173

266

266

23

14

43

63

80

173

266

266

24

14

43

66

80

173

266

266

25

14

43

68

80

173

266

266

26

14

43

71

80

173

266

266

27

14

43

73

80

173

266

266

28

14

43

76

80

173

266

266

29

14

43

79

82

173

266

266

30

14

43

81

84

173

266

266

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 12 | 133 | 307 | 3 090 |
| 2 | 0 | 1 | 6 | 15 | 132 | 344 | 2 301 |
| 3 | 1 | 1 | 9 | 18 | 125 | 356 | 1 735 |
| 4 | 1 | 3 | 12 | 21 | 121 | 354 | 1 339 |
| 5 | 2 | 4 | 15 | 24 | 121 | 345 | 1 060 |
| 6 | 2 | 4 | 18 | 27 | 120 | 331 | 858 |
| 7 | 3 | 6 | 20 | 30 | 120 | 315 | 708 |
| 8 | 4 | 6 | 23 | 32 | 120 | 298 | 595 |
| 9 | 4 | 8 | 26 | 35 | 120 | 281 | 506 |
| 10 | 4 | 8 | 28 | 37 | 121 | 264 | 435 |
| 11 | 4 | 9 | 31 | 40 | 121 | 248 | 377 |
| 12 | 6 | 10 | 33 | 42 | 121 | 232 | 330 |
| 13 | 6 | 11 | 36 | 44 | 121 | 218 | 291 |
| 14 | 6 | 12 | 39 | 47 | 122 | 215 | 257 |
| 15 | 6 | 13 | 41 | 49 | 122 | 215 | 229 |
| 16 | 7 | 13 | 44 | 51 | 122 | 215 | 215 |
| 17 | 7 | 14 | 46 | 54 | 123 | 216 | 216 |
| 18 | 8 | 16 | 49 | 57 | 125 | 216 | 216 |
| 19 | 9 | 16 | 51 | 58 | 128 | 217 | 217 |
| 20 | 9 | 17 | 54 | 61 | 130 | 217 | 217 |
| 21 | 9 | 18 | 56 | 63 | 132 | 218 | 218 |
| 22 | 10 | 19 | 59 | 65 | 133 | 219 | 219 |
| 23 | 10 | 20 | 62 | 67 | 135 | 219 | 219 |
| 24 | 11 | 20 | 64 | 69 | 136 | 219 | 219 |
| 25 | 11 | 22 | 67 | 71 | 138 | 220 | 220 |
| 26 | 11 | 22 | 69 | 73 | 140 | 220 | 220 |
| 27 | 12 | 23 | 72 | 76 | 141 | 220 | 220 |
| 28 | 12 | 24 | 74 | 78 | 142 | 220 | 220 |
| 29 | 13 | 25 | 76 | 80 | 143 | 220 | 220 |
| 30 | 13 | 25 | 79 | 81 | 144 | 220 | 220 |

Duration (in years)

Credit quality step 0

Credit 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

133

307

3 090

2

0

1

6

15

132

344

2 301

3

1

1

9

18

125

356

1 735

4

1

3

12

21

121

354

1 339

5

2

4

15

24

121

345

1 060

6

2

4

18

27

120

331

858

7

3

6

20

30

120

315

708

8

4

6

23

32

120

298

595

9

4

8

26

35

120

281

506

10

4

8

28

37

121

264

435

11

4

9

31

40

121

248

377

12

6

10

33

42

121

232

330

13

6

11

36

44

121

218

291

14

6

12

39

47

122

215

257

15

6

13

41

49

122

215

229

16

7

13

44

51

122

215

215

17

7

14

46

54

123

216

216

18

8

16

49

57

125

216

216

19

9

16

51

58

128

217

217

20

9

17

54

61

130

217

217

21

9

18

56

63

132

218

218

22

10

19

59

65

133

219

219

23

10

20

62

67

135

219

219

24

11

20

64

69

136

219

219

25

11

22

67

71

138

220

220

26

11

22

69

73

140

220

220

27

12

23

72

76

141

220

220

28

12

24

74

78

142

220

220

29

13

25

76

80

143

220

220

30

13

25

79

81

144

220

220

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment (in bps) |
| --- | --- | --- |
| Euro | Austria | 7 |
| Euro | Belgium | 7 |
| Euro | Cyprus | 7 |
| Euro | Estonia | 7 |
| Euro | Finland | 7 |
| Euro | France | 7 |
| Euro | Germany | 7 |
| Euro | Greece | 7 |
| Euro | Ireland | 7 |
| Euro | Italy | 7 |
| Euro | Latvia | 7 |
| Euro | Lithuania | 7 |
| Euro | Luxembourg | 7 |
| Euro | Malta | 7 |
| Euro | Netherlands | 7 |
| Euro | Portugal | 7 |
| Euro | Slovakia | 7 |
| Euro | Slovenia | 7 |
| Euro | Spain | 7 |
| Czech koruna | Czech Republic | 3 |
| Danish krone | Denmark | 34 |
| Forint | Hungary | 2 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 5 |
| Lev | Bulgaria | – 3 |
| Pound sterling | United Kingdom | 20 |
| Romanian leu | Romania | – 3 |
| Zloty | Poland | 12 |
| Króna | Iceland | 7 |
| Norwegian krone | Norway | 18 |
| Swiss franc | Liechtenstein | – 1 |
| Swiss franc | Switzerland | – 1 |
| Australian dollar | Australia | 10 |
| Canadian dollar | Canada | 8 |
| US dollar | United States | 34 |
| Yen | Japan | 1 |

Currency

National insurance market

Volatility adjustment (in bps)

Euro

Austria

7

Euro

Belgium

7

Euro

Cyprus

7

Euro

Estonia

7

Euro

Finland

7

Euro

France

7

Euro

Germany

7

Euro

Greece

7

Euro

Ireland

7

Euro

Italy

7

Euro

Latvia

7

Euro

Lithuania

7

Euro

Luxembourg

7

Euro

Malta

7

Euro

Netherlands

7

Euro

Portugal

7

Euro

Slovakia

7

Euro

Slovenia

7

Euro

Spain

7

Czech koruna

Czech Republic

3

Danish krone

Denmark

34

Forint

Hungary

2

Krona

Sweden

3

Kuna

Croatia

5

Lev

Bulgaria

– 3

Pound sterling

United Kingdom

20

Romanian leu

Romania

– 3

Zloty

Poland

12

Króna

Iceland

7

Norwegian krone

Norway

18

Swiss franc

Liechtenstein

– 1

Swiss franc

Switzerland

– 1

Australian dollar

Australia

10

Canadian dollar

Canada

8

US dollar

United States

34

Yen

Japan

1

---