# L_2016032EN.01003101.xml

| 9.2.2016 | EN | Official Journal of the European Union | L 32/31 |
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9.2.2016

EN

Official Journal of the European Union

L 32/31

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COMMISSION IMPLEMENTING REGULATION (EU) 2016/165

of 5 February 2016

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 1 January until 30 March 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II)

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 14 January 2016, the European Insurance and Occupational Pensions Authority (EIOPA) provided the Commission with the technical information related to end December 2015 market data. That information was published on 13 January 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
| --- | --- |

(2)

Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 14 January 2016, the European Insurance and Occupational Pensions Authority (EIOPA) provided the Commission with the technical information related to end December 2015 market data. That information was published on 13 January 2016 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 Implementing Regulation applies. |
| --- | --- |

(4)

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

(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 1 January until 30 March 2016.

2.   For each relevant currency, the technical information 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 1 January 2016.

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

Done at Brussels, 5 February 2016.

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 | – 0,157 % | 0,177 % | – 0,167 % | 1,033 % | – 0,397 % | 2,233 % |
| 2 | – 0,129 % | 0,310 % | – 0,139 % | 1,758 % | – 0,230 % | 2,535 % |
| 3 | – 0,038 % | 0,375 % | – 0,048 % | 2,214 % | 0,041 % | 2,890 % |
| 4 | 0,096 % | 0,454 % | 0,086 % | 2,423 % | 0,344 % | 3,193 % |
| 5 | 0,232 % | 0,547 % | 0,222 % | 2,607 % | 0,630 % | 3,436 % |
| 6 | 0,381 % | 0,628 % | 0,371 % | 2,768 % | 0,883 % | 3,634 % |
| 7 | 0,526 % | 0,682 % | 0,516 % | 2,931 % | 1,096 % | 3,800 % |
| 8 | 0,667 % | 0,772 % | 0,657 % | 3,098 % | 1,280 % | 3,938 % |
| 9 | 0,801 % | 0,849 % | 0,790 % | 3,268 % | 1,443 % | 4,052 % |
| 10 | 0,921 % | 0,916 % | 0,911 % | 3,414 % | 1,581 % | 4,143 % |
| 11 | 1,026 % | 0,983 % | 1,016 % | 3,559 % | 1,732 % | 4,213 % |
| 12 | 1,120 % | 1,049 % | 1,110 % | 3,704 % | 1,888 % | 4,266 % |
| 13 | 1,208 % | 1,115 % | 1,198 % | 3,840 % | 2,036 % | 4,308 % |
| 14 | 1,284 % | 1,185 % | 1,274 % | 3,963 % | 2,173 % | 4,340 % |
| 15 | 1,344 % | 1,258 % | 1,334 % | 4,068 % | 2,298 % | 4,365 % |
| 16 | 1,388 % | 1,335 % | 1,378 % | 4,154 % | 2,410 % | 4,385 % |
| 17 | 1,422 % | 1,416 % | 1,412 % | 4,222 % | 2,511 % | 4,399 % |
| 18 | 1,454 % | 1,497 % | 1,443 % | 4,277 % | 2,603 % | 4,411 % |
| 19 | 1,488 % | 1,577 % | 1,477 % | 4,322 % | 2,685 % | 4,419 % |
| 20 | 1,527 % | 1,656 % | 1,517 % | 4,357 % | 2,760 % | 4,425 % |
| 21 | 1,574 % | 1,733 % | 1,564 % | 4,385 % | 2,827 % | 4,429 % |
| 22 | 1,627 % | 1,807 % | 1,617 % | 4,408 % | 2,889 % | 4,432 % |
| 23 | 1,683 % | 1,880 % | 1,673 % | 4,425 % | 2,946 % | 4,434 % |
| 24 | 1,741 % | 1,949 % | 1,731 % | 4,439 % | 2,998 % | 4,434 % |
| 25 | 1,800 % | 2,016 % | 1,791 % | 4,449 % | 3,045 % | 4,434 % |
| 26 | 1,859 % | 2,080 % | 1,850 % | 4,456 % | 3,089 % | 4,432 % |
| 27 | 1,918 % | 2,141 % | 1,909 % | 4,462 % | 3,130 % | 4,431 % |
| 28 | 1,976 % | 2,200 % | 1,967 % | 4,465 % | 3,168 % | 4,429 % |
| 29 | 2,033 % | 2,256 % | 2,024 % | 4,467 % | 3,204 % | 4,426 % |
| 30 | 2,088 % | 2,309 % | 2,079 % | 4,468 % | 3,237 % | 4,424 % |
| 31 | 2,141 % | 2,361 % | 2,133 % | 4,468 % | 3,268 % | 4,421 % |
| 32 | 2,193 % | 2,410 % | 2,185 % | 4,467 % | 3,297 % | 4,418 % |
| 33 | 2,243 % | 2,457 % | 2,236 % | 4,465 % | 3,324 % | 4,415 % |
| 34 | 2,292 % | 2,502 % | 2,284 % | 4,463 % | 3,350 % | 4,411 % |
| 35 | 2,338 % | 2,545 % | 2,331 % | 4,460 % | 3,374 % | 4,408 % |
| 36 | 2,383 % | 2,586 % | 2,376 % | 4,457 % | 3,397 % | 4,405 % |
| 37 | 2,426 % | 2,626 % | 2,420 % | 4,454 % | 3,418 % | 4,401 % |
| 38 | 2,468 % | 2,663 % | 2,461 % | 4,451 % | 3,439 % | 4,398 % |
| 39 | 2,508 % | 2,700 % | 2,502 % | 4,447 % | 3,458 % | 4,395 % |
| 40 | 2,547 % | 2,734 % | 2,540 % | 4,443 % | 3,477 % | 4,391 % |
| 41 | 2,584 % | 2,768 % | 2,577 % | 4,439 % | 3,494 % | 4,388 % |
| 42 | 2,619 % | 2,799 % | 2,613 % | 4,436 % | 3,511 % | 4,385 % |
| 43 | 2,654 % | 2,830 % | 2,648 % | 4,432 % | 3,527 % | 4,381 % |
| 44 | 2,687 % | 2,860 % | 2,681 % | 4,428 % | 3,542 % | 4,378 % |
| 45 | 2,719 % | 2,888 % | 2,713 % | 4,424 % | 3,557 % | 4,375 % |
| 46 | 2,749 % | 2,915 % | 2,743 % | 4,420 % | 3,571 % | 4,372 % |
| 47 | 2,779 % | 2,941 % | 2,773 % | 4,417 % | 3,584 % | 4,369 % |
| 48 | 2,807 % | 2,966 % | 2,802 % | 4,413 % | 3,597 % | 4,366 % |
| 49 | 2,834 % | 2,991 % | 2,829 % | 4,409 % | 3,609 % | 4,364 % |
| 50 | 2,861 % | 3,014 % | 2,855 % | 4,406 % | 3,621 % | 4,361 % |
| 51 | 2,886 % | 3,037 % | 2,881 % | 4,402 % | 3,632 % | 4,358 % |
| 52 | 2,911 % | 3,058 % | 2,906 % | 4,399 % | 3,643 % | 4,356 % |
| 53 | 2,934 % | 3,079 % | 2,929 % | 4,396 % | 3,654 % | 4,353 % |
| 54 | 2,957 % | 3,100 % | 2,952 % | 4,392 % | 3,664 % | 4,350 % |
| 55 | 2,979 % | 3,119 % | 2,975 % | 4,389 % | 3,673 % | 4,348 % |
| 56 | 3,001 % | 3,138 % | 2,996 % | 4,386 % | 3,683 % | 4,346 % |
| 57 | 3,021 % | 3,156 % | 3,017 % | 4,383 % | 3,692 % | 4,343 % |
| 58 | 3,041 % | 3,174 % | 3,037 % | 4,380 % | 3,701 % | 4,341 % |
| 59 | 3,061 % | 3,191 % | 3,056 % | 4,377 % | 3,709 % | 4,339 % |
| 60 | 3,079 % | 3,208 % | 3,075 % | 4,375 % | 3,717 % | 4,337 % |
| 61 | 3,097 % | 3,224 % | 3,093 % | 4,372 % | 3,725 % | 4,335 % |
| 62 | 3,115 % | 3,239 % | 3,111 % | 4,369 % | 3,733 % | 4,333 % |
| 63 | 3,132 % | 3,254 % | 3,128 % | 4,367 % | 3,740 % | 4,331 % |
| 64 | 3,148 % | 3,269 % | 3,144 % | 4,364 % | 3,747 % | 4,329 % |
| 65 | 3,164 % | 3,283 % | 3,160 % | 4,362 % | 3,754 % | 4,327 % |
| 66 | 3,180 % | 3,297 % | 3,176 % | 4,359 % | 3,761 % | 4,325 % |
| 67 | 3,195 % | 3,310 % | 3,191 % | 4,357 % | 3,768 % | 4,323 % |
| 68 | 3,210 % | 3,323 % | 3,206 % | 4,355 % | 3,774 % | 4,322 % |
| 69 | 3,224 % | 3,336 % | 3,220 % | 4,353 % | 3,780 % | 4,320 % |
| 70 | 3,238 % | 3,348 % | 3,234 % | 4,351 % | 3,786 % | 4,318 % |
| 71 | 3,251 % | 3,360 % | 3,248 % | 4,349 % | 3,792 % | 4,317 % |
| 72 | 3,264 % | 3,371 % | 3,261 % | 4,347 % | 3,798 % | 4,315 % |
| 73 | 3,277 % | 3,383 % | 3,273 % | 4,345 % | 3,803 % | 4,314 % |
| 74 | 3,289 % | 3,394 % | 3,286 % | 4,343 % | 3,808 % | 4,312 % |
| 75 | 3,301 % | 3,404 % | 3,298 % | 4,341 % | 3,814 % | 4,311 % |
| 76 | 3,313 % | 3,415 % | 3,310 % | 4,339 % | 3,819 % | 4,309 % |
| 77 | 3,325 % | 3,425 % | 3,321 % | 4,337 % | 3,824 % | 4,308 % |
| 78 | 3,336 % | 3,435 % | 3,333 % | 4,335 % | 3,828 % | 4,306 % |
| 79 | 3,347 % | 3,444 % | 3,343 % | 4,334 % | 3,833 % | 4,305 % |
| 80 | 3,357 % | 3,454 % | 3,354 % | 4,332 % | 3,838 % | 4,304 % |
| 81 | 3,368 % | 3,463 % | 3,364 % | 4,330 % | 3,842 % | 4,303 % |
| 82 | 3,378 % | 3,472 % | 3,375 % | 4,329 % | 3,847 % | 4,301 % |
| 83 | 3,388 % | 3,481 % | 3,385 % | 4,327 % | 3,851 % | 4,300 % |
| 84 | 3,397 % | 3,489 % | 3,394 % | 4,326 % | 3,855 % | 4,299 % |
| 85 | 3,407 % | 3,498 % | 3,404 % | 4,324 % | 3,859 % | 4,298 % |
| 86 | 3,416 % | 3,506 % | 3,413 % | 4,323 % | 3,863 % | 4,297 % |
| 87 | 3,425 % | 3,514 % | 3,422 % | 4,321 % | 3,867 % | 4,296 % |
| 88 | 3,434 % | 3,521 % | 3,431 % | 4,320 % | 3,871 % | 4,294 % |
| 89 | 3,442 % | 3,529 % | 3,439 % | 4,319 % | 3,874 % | 4,293 % |
| 90 | 3,451 % | 3,536 % | 3,448 % | 4,317 % | 3,878 % | 4,292 % |
| 91 | 3,459 % | 3,544 % | 3,456 % | 4,316 % | 3,881 % | 4,291 % |
| 92 | 3,467 % | 3,551 % | 3,464 % | 4,315 % | 3,885 % | 4,290 % |
| 93 | 3,475 % | 3,558 % | 3,472 % | 4,314 % | 3,888 % | 4,289 % |
| 94 | 3,482 % | 3,565 % | 3,480 % | 4,312 % | 3,892 % | 4,288 % |
| 95 | 3,490 % | 3,571 % | 3,487 % | 4,311 % | 3,895 % | 4,288 % |
| 96 | 3,497 % | 3,578 % | 3,495 % | 4,310 % | 3,898 % | 4,287 % |
| 97 | 3,504 % | 3,584 % | 3,502 % | 4,309 % | 3,901 % | 4,286 % |
| 98 | 3,512 % | 3,590 % | 3,509 % | 4,308 % | 3,904 % | 4,285 % |
| 99 | 3,518 % | 3,597 % | 3,516 % | 4,307 % | 3,907 % | 4,284 % |
| 100 | 3,525 % | 3,603 % | 3,523 % | 4,306 % | 3,910 % | 4,283 % |
| 101 | 3,532 % | 3,608 % | 3,529 % | 4,305 % | 3,913 % | 4,282 % |
| 102 | 3,538 % | 3,614 % | 3,536 % | 4,304 % | 3,916 % | 4,282 % |
| 103 | 3,545 % | 3,620 % | 3,542 % | 4,303 % | 3,919 % | 4,281 % |
| 104 | 3,551 % | 3,625 % | 3,549 % | 4,302 % | 3,921 % | 4,280 % |
| 105 | 3,557 % | 3,631 % | 3,555 % | 4,301 % | 3,924 % | 4,279 % |
| 106 | 3,563 % | 3,636 % | 3,561 % | 4,300 % | 3,926 % | 4,279 % |
| 107 | 3,569 % | 3,642 % | 3,567 % | 4,299 % | 3,929 % | 4,278 % |
| 108 | 3,575 % | 3,647 % | 3,573 % | 4,298 % | 3,932 % | 4,277 % |
| 109 | 3,581 % | 3,652 % | 3,578 % | 4,297 % | 3,934 % | 4,276 % |
| 110 | 3,586 % | 3,657 % | 3,584 % | 4,296 % | 3,936 % | 4,276 % |
| 111 | 3,592 % | 3,662 % | 3,590 % | 4,295 % | 3,939 % | 4,275 % |
| 112 | 3,597 % | 3,666 % | 3,595 % | 4,294 % | 3,941 % | 4,274 % |
| 113 | 3,603 % | 3,671 % | 3,600 % | 4,294 % | 3,943 % | 4,274 % |
| 114 | 3,608 % | 3,676 % | 3,606 % | 4,293 % | 3,946 % | 4,273 % |
| 115 | 3,613 % | 3,680 % | 3,611 % | 4,292 % | 3,948 % | 4,272 % |
| 116 | 3,618 % | 3,685 % | 3,616 % | 4,291 % | 3,950 % | 4,272 % |
| 117 | 3,623 % | 3,689 % | 3,621 % | 4,290 % | 3,952 % | 4,271 % |
| 118 | 3,628 % | 3,693 % | 3,626 % | 4,290 % | 3,954 % | 4,271 % |
| 119 | 3,633 % | 3,698 % | 3,631 % | 4,289 % | 3,956 % | 4,270 % |
| 120 | 3,637 % | 3,702 % | 3,635 % | 4,288 % | 3,958 % | 4,269 % |
| 121 | 3,642 % | 3,706 % | 3,640 % | 4,287 % | 3,960 % | 4,269 % |
| 122 | 3,647 % | 3,710 % | 3,644 % | 4,287 % | 3,962 % | 4,268 % |
| 123 | 3,651 % | 3,714 % | 3,649 % | 4,286 % | 3,964 % | 4,268 % |
| 124 | 3,656 % | 3,718 % | 3,653 % | 4,285 % | 3,966 % | 4,267 % |
| 125 | 3,660 % | 3,722 % | 3,658 % | 4,285 % | 3,968 % | 4,267 % |
| 126 | 3,664 % | 3,726 % | 3,662 % | 4,284 % | 3,970 % | 4,266 % |
| 127 | 3,668 % | 3,729 % | 3,666 % | 4,283 % | 3,972 % | 4,266 % |
| 128 | 3,672 % | 3,733 % | 3,670 % | 4,283 % | 3,973 % | 4,265 % |
| 129 | 3,677 % | 3,737 % | 3,675 % | 4,282 % | 3,975 % | 4,265 % |
| 130 | 3,681 % | 3,740 % | 3,679 % | 4,281 % | 3,977 % | 4,264 % |
| 131 | 3,685 % | 3,744 % | 3,683 % | 4,281 % | 3,979 % | 4,264 % |
| 132 | 3,688 % | 3,747 % | 3,686 % | 4,280 % | 3,980 % | 4,263 % |
| 133 | 3,692 % | 3,750 % | 3,690 % | 4,279 % | 3,982 % | 4,263 % |
| 134 | 3,696 % | 3,754 % | 3,694 % | 4,279 % | 3,984 % | 4,262 % |
| 135 | 3,700 % | 3,757 % | 3,698 % | 4,278 % | 3,985 % | 4,262 % |
| 136 | 3,703 % | 3,760 % | 3,702 % | 4,278 % | 3,987 % | 4,261 % |
| 137 | 3,707 % | 3,764 % | 3,705 % | 4,277 % | 3,988 % | 4,261 % |
| 138 | 3,711 % | 3,767 % | 3,709 % | 4,277 % | 3,990 % | 4,260 % |
| 139 | 3,714 % | 3,770 % | 3,712 % | 4,276 % | 3,991 % | 4,260 % |
| 140 | 3,718 % | 3,773 % | 3,716 % | 4,276 % | 3,993 % | 4,259 % |
| 141 | 3,721 % | 3,776 % | 3,719 % | 4,275 % | 3,994 % | 4,259 % |
| 142 | 3,724 % | 3,779 % | 3,723 % | 4,274 % | 3,996 % | 4,259 % |
| 143 | 3,728 % | 3,782 % | 3,726 % | 4,274 % | 3,997 % | 4,258 % |
| 144 | 3,731 % | 3,785 % | 3,729 % | 4,273 % | 3,999 % | 4,258 % |
| 145 | 3,734 % | 3,788 % | 3,732 % | 4,273 % | 4,000 % | 4,257 % |
| 146 | 3,737 % | 3,790 % | 3,736 % | 4,272 % | 4,001 % | 4,257 % |
| 147 | 3,741 % | 3,793 % | 3,739 % | 4,272 % | 4,003 % | 4,257 % |
| 148 | 3,744 % | 3,796 % | 3,742 % | 4,271 % | 4,004 % | 4,256 % |
| 149 | 3,747 % | 3,799 % | 3,745 % | 4,271 % | 4,005 % | 4,256 % |
| 150 | 3,750 % | 3,801 % | 3,748 % | 4,270 % | 4,007 % | 4,255 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,157 %

0,177 %

– 0,167 %

1,033 %

– 0,397 %

2,233 %

2

– 0,129 %

0,310 %

– 0,139 %

1,758 %

– 0,230 %

2,535 %

3

– 0,038 %

0,375 %

– 0,048 %

2,214 %

0,041 %

2,890 %

4

0,096 %

0,454 %

0,086 %

2,423 %

0,344 %

3,193 %

5

0,232 %

0,547 %

0,222 %

2,607 %

0,630 %

3,436 %

6

0,381 %

0,628 %

0,371 %

2,768 %

0,883 %

3,634 %

7

0,526 %

0,682 %

0,516 %

2,931 %

1,096 %

3,800 %

8

0,667 %

0,772 %

0,657 %

3,098 %

1,280 %

3,938 %

9

0,801 %

0,849 %

0,790 %

3,268 %

1,443 %

4,052 %

10

0,921 %

0,916 %

0,911 %

3,414 %

1,581 %

4,143 %

11

1,026 %

0,983 %

1,016 %

3,559 %

1,732 %

4,213 %

12

1,120 %

1,049 %

1,110 %

3,704 %

1,888 %

4,266 %

13

1,208 %

1,115 %

1,198 %

3,840 %

2,036 %

4,308 %

14

1,284 %

1,185 %

1,274 %

3,963 %

2,173 %

4,340 %

15

1,344 %

1,258 %

1,334 %

4,068 %

2,298 %

4,365 %

16

1,388 %

1,335 %

1,378 %

4,154 %

2,410 %

4,385 %

17

1,422 %

1,416 %

1,412 %

4,222 %

2,511 %

4,399 %

18

1,454 %

1,497 %

1,443 %

4,277 %

2,603 %

4,411 %

19

1,488 %

1,577 %

1,477 %

4,322 %

2,685 %

4,419 %

20

1,527 %

1,656 %

1,517 %

4,357 %

2,760 %

4,425 %

21

1,574 %

1,733 %

1,564 %

4,385 %

2,827 %

4,429 %

22

1,627 %

1,807 %

1,617 %

4,408 %

2,889 %

4,432 %

23

1,683 %

1,880 %

1,673 %

4,425 %

2,946 %

4,434 %

24

1,741 %

1,949 %

1,731 %

4,439 %

2,998 %

4,434 %

25

1,800 %

2,016 %

1,791 %

4,449 %

3,045 %

4,434 %

26

1,859 %

2,080 %

1,850 %

4,456 %

3,089 %

4,432 %

27

1,918 %

2,141 %

1,909 %

4,462 %

3,130 %

4,431 %

28

1,976 %

2,200 %

1,967 %

4,465 %

3,168 %

4,429 %

29

2,033 %

2,256 %

2,024 %

4,467 %

3,204 %

4,426 %

30

2,088 %

2,309 %

2,079 %

4,468 %

3,237 %

4,424 %

31

2,141 %

2,361 %

2,133 %

4,468 %

3,268 %

4,421 %

32

2,193 %

2,410 %

2,185 %

4,467 %

3,297 %

4,418 %

33

2,243 %

2,457 %

2,236 %

4,465 %

3,324 %

4,415 %

34

2,292 %

2,502 %

2,284 %

4,463 %

3,350 %

4,411 %

35

2,338 %

2,545 %

2,331 %

4,460 %

3,374 %

4,408 %

36

2,383 %

2,586 %

2,376 %

4,457 %

3,397 %

4,405 %

37

2,426 %

2,626 %

2,420 %

4,454 %

3,418 %

4,401 %

38

2,468 %

2,663 %

2,461 %

4,451 %

3,439 %

4,398 %

39

2,508 %

2,700 %

2,502 %

4,447 %

3,458 %

4,395 %

40

2,547 %

2,734 %

2,540 %

4,443 %

3,477 %

4,391 %

41

2,584 %

2,768 %

2,577 %

4,439 %

3,494 %

4,388 %

42

2,619 %

2,799 %

2,613 %

4,436 %

3,511 %

4,385 %

43

2,654 %

2,830 %

2,648 %

4,432 %

3,527 %

4,381 %

44

2,687 %

2,860 %

2,681 %

4,428 %

3,542 %

4,378 %

45

2,719 %

2,888 %

2,713 %

4,424 %

3,557 %

4,375 %

46

2,749 %

2,915 %

2,743 %

4,420 %

3,571 %

4,372 %

47

2,779 %

2,941 %

2,773 %

4,417 %

3,584 %

4,369 %

48

2,807 %

2,966 %

2,802 %

4,413 %

3,597 %

4,366 %

49

2,834 %

2,991 %

2,829 %

4,409 %

3,609 %

4,364 %

50

2,861 %

3,014 %

2,855 %

4,406 %

3,621 %

4,361 %

51

2,886 %

3,037 %

2,881 %

4,402 %

3,632 %

4,358 %

52

2,911 %

3,058 %

2,906 %

4,399 %

3,643 %

4,356 %

53

2,934 %

3,079 %

2,929 %

4,396 %

3,654 %

4,353 %

54

2,957 %

3,100 %

2,952 %

4,392 %

3,664 %

4,350 %

55

2,979 %

3,119 %

2,975 %

4,389 %

3,673 %

4,348 %

56

3,001 %

3,138 %

2,996 %

4,386 %

3,683 %

4,346 %

57

3,021 %

3,156 %

3,017 %

4,383 %

3,692 %

4,343 %

58

3,041 %

3,174 %

3,037 %

4,380 %

3,701 %

4,341 %

59

3,061 %

3,191 %

3,056 %

4,377 %

3,709 %

4,339 %

60

3,079 %

3,208 %

3,075 %

4,375 %

3,717 %

4,337 %

61

3,097 %

3,224 %

3,093 %

4,372 %

3,725 %

4,335 %

62

3,115 %

3,239 %

3,111 %

4,369 %

3,733 %

4,333 %

63

3,132 %

3,254 %

3,128 %

4,367 %

3,740 %

4,331 %

64

3,148 %

3,269 %

3,144 %

4,364 %

3,747 %

4,329 %

65

3,164 %

3,283 %

3,160 %

4,362 %

3,754 %

4,327 %

66

3,180 %

3,297 %

3,176 %

4,359 %

3,761 %

4,325 %

67

3,195 %

3,310 %

3,191 %

4,357 %

3,768 %

4,323 %

68

3,210 %

3,323 %

3,206 %

4,355 %

3,774 %

4,322 %

69

3,224 %

3,336 %

3,220 %

4,353 %

3,780 %

4,320 %

70

3,238 %

3,348 %

3,234 %

4,351 %

3,786 %

4,318 %

71

3,251 %

3,360 %

3,248 %

4,349 %

3,792 %

4,317 %

72

3,264 %

3,371 %

3,261 %

4,347 %

3,798 %

4,315 %

73

3,277 %

3,383 %

3,273 %

4,345 %

3,803 %

4,314 %

74

3,289 %

3,394 %

3,286 %

4,343 %

3,808 %

4,312 %

75

3,301 %

3,404 %

3,298 %

4,341 %

3,814 %

4,311 %

76

3,313 %

3,415 %

3,310 %

4,339 %

3,819 %

4,309 %

77

3,325 %

3,425 %

3,321 %

4,337 %

3,824 %

4,308 %

78

3,336 %

3,435 %

3,333 %

4,335 %

3,828 %

4,306 %

79

3,347 %

3,444 %

3,343 %

4,334 %

3,833 %

4,305 %

80

3,357 %

3,454 %

3,354 %

4,332 %

3,838 %

4,304 %

81

3,368 %

3,463 %

3,364 %

4,330 %

3,842 %

4,303 %

82

3,378 %

3,472 %

3,375 %

4,329 %

3,847 %

4,301 %

83

3,388 %

3,481 %

3,385 %

4,327 %

3,851 %

4,300 %

84

3,397 %

3,489 %

3,394 %

4,326 %

3,855 %

4,299 %

85

3,407 %

3,498 %

3,404 %

4,324 %

3,859 %

4,298 %

86

3,416 %

3,506 %

3,413 %

4,323 %

3,863 %

4,297 %

87

3,425 %

3,514 %

3,422 %

4,321 %

3,867 %

4,296 %

88

3,434 %

3,521 %

3,431 %

4,320 %

3,871 %

4,294 %

89

3,442 %

3,529 %

3,439 %

4,319 %

3,874 %

4,293 %

90

3,451 %

3,536 %

3,448 %

4,317 %

3,878 %

4,292 %

91

3,459 %

3,544 %

3,456 %

4,316 %

3,881 %

4,291 %

92

3,467 %

3,551 %

3,464 %

4,315 %

3,885 %

4,290 %

93

3,475 %

3,558 %

3,472 %

4,314 %

3,888 %

4,289 %

94

3,482 %

3,565 %

3,480 %

4,312 %

3,892 %

4,288 %

95

3,490 %

3,571 %

3,487 %

4,311 %

3,895 %

4,288 %

96

3,497 %

3,578 %

3,495 %

4,310 %

3,898 %

4,287 %

97

3,504 %

3,584 %

3,502 %

4,309 %

3,901 %

4,286 %

98

3,512 %

3,590 %

3,509 %

4,308 %

3,904 %

4,285 %

99

3,518 %

3,597 %

3,516 %

4,307 %

3,907 %

4,284 %

100

3,525 %

3,603 %

3,523 %

4,306 %

3,910 %

4,283 %

101

3,532 %

3,608 %

3,529 %

4,305 %

3,913 %

4,282 %

102

3,538 %

3,614 %

3,536 %

4,304 %

3,916 %

4,282 %

103

3,545 %

3,620 %

3,542 %

4,303 %

3,919 %

4,281 %

104

3,551 %

3,625 %

3,549 %

4,302 %

3,921 %

4,280 %

105

3,557 %

3,631 %

3,555 %

4,301 %

3,924 %

4,279 %

106

3,563 %

3,636 %

3,561 %

4,300 %

3,926 %

4,279 %

107

3,569 %

3,642 %

3,567 %

4,299 %

3,929 %

4,278 %

108

3,575 %

3,647 %

3,573 %

4,298 %

3,932 %

4,277 %

109

3,581 %

3,652 %

3,578 %

4,297 %

3,934 %

4,276 %

110

3,586 %

3,657 %

3,584 %

4,296 %

3,936 %

4,276 %

111

3,592 %

3,662 %

3,590 %

4,295 %

3,939 %

4,275 %

112

3,597 %

3,666 %

3,595 %

4,294 %

3,941 %

4,274 %

113

3,603 %

3,671 %

3,600 %

4,294 %

3,943 %

4,274 %

114

3,608 %

3,676 %

3,606 %

4,293 %

3,946 %

4,273 %

115

3,613 %

3,680 %

3,611 %

4,292 %

3,948 %

4,272 %

116

3,618 %

3,685 %

3,616 %

4,291 %

3,950 %

4,272 %

117

3,623 %

3,689 %

3,621 %

4,290 %

3,952 %

4,271 %

118

3,628 %

3,693 %

3,626 %

4,290 %

3,954 %

4,271 %

119

3,633 %

3,698 %

3,631 %

4,289 %

3,956 %

4,270 %

120

3,637 %

3,702 %

3,635 %

4,288 %

3,958 %

4,269 %

121

3,642 %

3,706 %

3,640 %

4,287 %

3,960 %

4,269 %

122

3,647 %

3,710 %

3,644 %

4,287 %

3,962 %

4,268 %

123

3,651 %

3,714 %

3,649 %

4,286 %

3,964 %

4,268 %

124

3,656 %

3,718 %

3,653 %

4,285 %

3,966 %

4,267 %

125

3,660 %

3,722 %

3,658 %

4,285 %

3,968 %

4,267 %

126

3,664 %

3,726 %

3,662 %

4,284 %

3,970 %

4,266 %

127

3,668 %

3,729 %

3,666 %

4,283 %

3,972 %

4,266 %

128

3,672 %

3,733 %

3,670 %

4,283 %

3,973 %

4,265 %

129

3,677 %

3,737 %

3,675 %

4,282 %

3,975 %

4,265 %

130

3,681 %

3,740 %

3,679 %

4,281 %

3,977 %

4,264 %

131

3,685 %

3,744 %

3,683 %

4,281 %

3,979 %

4,264 %

132

3,688 %

3,747 %

3,686 %

4,280 %

3,980 %

4,263 %

133

3,692 %

3,750 %

3,690 %

4,279 %

3,982 %

4,263 %

134

3,696 %

3,754 %

3,694 %

4,279 %

3,984 %

4,262 %

135

3,700 %

3,757 %

3,698 %

4,278 %

3,985 %

4,262 %

136

3,703 %

3,760 %

3,702 %

4,278 %

3,987 %

4,261 %

137

3,707 %

3,764 %

3,705 %

4,277 %

3,988 %

4,261 %

138

3,711 %

3,767 %

3,709 %

4,277 %

3,990 %

4,260 %

139

3,714 %

3,770 %

3,712 %

4,276 %

3,991 %

4,260 %

140

3,718 %

3,773 %

3,716 %

4,276 %

3,993 %

4,259 %

141

3,721 %

3,776 %

3,719 %

4,275 %

3,994 %

4,259 %

142

3,724 %

3,779 %

3,723 %

4,274 %

3,996 %

4,259 %

143

3,728 %

3,782 %

3,726 %

4,274 %

3,997 %

4,258 %

144

3,731 %

3,785 %

3,729 %

4,273 %

3,999 %

4,258 %

145

3,734 %

3,788 %

3,732 %

4,273 %

4,000 %

4,257 %

146

3,737 %

3,790 %

3,736 %

4,272 %

4,001 %

4,257 %

147

3,741 %

3,793 %

3,739 %

4,272 %

4,003 %

4,257 %

148

3,744 %

3,796 %

3,742 %

4,271 %

4,004 %

4,256 %

149

3,747 %

3,799 %

3,745 %

4,271 %

4,005 %

4,256 %

150

3,750 %

3,801 %

3,748 %

4,270 %

4,007 %

4,255 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,207 % | 0,725 % | 0,975 % | 1,410 % | 5,582 % | 0,765 % |
| 2 | – 0,179 % | 0,978 % | 1,393 % | 1,553 % | 5,663 % | 0,815 % |
| 3 | – 0,088 % | 1,191 % | 1,799 % | 1,758 % | 5,762 % | 0,881 % |
| 4 | 0,046 % | 1,349 % | 2,197 % | 1,971 % | 5,778 % | 1,008 % |
| 5 | 0,182 % | 1,482 % | 2,565 % | 2,182 % | 5,713 % | 1,166 % |
| 6 | 0,331 % | 1,597 % | 2,905 % | 2,403 % | 5,696 % | 1,321 % |
| 7 | 0,475 % | 1,700 % | 3,201 % | 2,636 % | 5,712 % | 1,467 % |
| 8 | 0,616 % | 1,783 % | 3,445 % | 2,778 % | 5,731 % | 1,598 % |
| 9 | 0,750 % | 1,858 % | 3,659 % | 2,854 % | 5,738 % | 1,709 % |
| 10 | 0,870 % | 1,917 % | 3,868 % | 2,992 % | 5,732 % | 1,806 % |
| 11 | 0,974 % | 1,968 % | 4,038 % | 3,124 % | 5,716 % | 1,897 % |
| 12 | 1,069 % | 2,013 % | 4,169 % | 3,233 % | 5,694 % | 1,985 % |
| 13 | 1,156 % | 2,049 % | 4,270 % | 3,324 % | 5,666 % | 2,069 % |
| 14 | 1,232 % | 2,078 % | 4,348 % | 3,401 % | 5,635 % | 2,149 % |
| 15 | 1,293 % | 2,099 % | 4,410 % | 3,467 % | 5,603 % | 2,225 % |
| 16 | 1,336 % | 2,115 % | 4,457 % | 3,524 % | 5,569 % | 2,297 % |
| 17 | 1,370 % | 2,125 % | 4,494 % | 3,574 % | 5,534 % | 2,366 % |
| 18 | 1,401 % | 2,130 % | 4,522 % | 3,618 % | 5,500 % | 2,430 % |
| 19 | 1,435 % | 2,133 % | 4,544 % | 3,656 % | 5,466 % | 2,492 % |
| 20 | 1,475 % | 2,126 % | 4,560 % | 3,691 % | 5,432 % | 2,550 % |
| 21 | 1,523 % | 2,117 % | 4,571 % | 3,721 % | 5,399 % | 2,605 % |
| 22 | 1,576 % | 2,108 % | 4,579 % | 3,749 % | 5,366 % | 2,657 % |
| 23 | 1,633 % | 2,100 % | 4,584 % | 3,773 % | 5,335 % | 2,706 % |
| 24 | 1,693 % | 2,093 % | 4,587 % | 3,796 % | 5,304 % | 2,753 % |
| 25 | 1,753 % | 2,086 % | 4,587 % | 3,816 % | 5,274 % | 2,798 % |
| 26 | 1,813 % | 2,079 % | 4,586 % | 3,834 % | 5,246 % | 2,840 % |
| 27 | 1,873 % | 2,072 % | 4,584 % | 3,851 % | 5,218 % | 2,880 % |
| 28 | 1,932 % | 2,065 % | 4,581 % | 3,867 % | 5,191 % | 2,919 % |
| 29 | 1,990 % | 2,057 % | 4,577 % | 3,881 % | 5,165 % | 2,955 % |
| 30 | 2,046 % | 2,049 % | 4,573 % | 3,894 % | 5,141 % | 2,990 % |
| 31 | 2,101 % | 2,039 % | 4,568 % | 3,906 % | 5,117 % | 3,023 % |
| 32 | 2,154 % | 2,029 % | 4,563 % | 3,918 % | 5,094 % | 3,054 % |
| 33 | 2,205 % | 2,019 % | 4,557 % | 3,928 % | 5,071 % | 3,084 % |
| 34 | 2,254 % | 2,009 % | 4,551 % | 3,938 % | 5,050 % | 3,113 % |
| 35 | 2,302 % | 1,999 % | 4,545 % | 3,947 % | 5,030 % | 3,140 % |
| 36 | 2,348 % | 1,990 % | 4,539 % | 3,955 % | 5,010 % | 3,167 % |
| 37 | 2,392 % | 1,982 % | 4,534 % | 3,963 % | 4,991 % | 3,192 % |
| 38 | 2,434 % | 1,974 % | 4,528 % | 3,970 % | 4,973 % | 3,216 % |
| 39 | 2,475 % | 1,968 % | 4,522 % | 3,977 % | 4,955 % | 3,239 % |
| 40 | 2,515 % | 1,962 % | 4,516 % | 3,984 % | 4,938 % | 3,261 % |
| 41 | 2,552 % | 1,956 % | 4,510 % | 3,990 % | 4,922 % | 3,282 % |
| 42 | 2,589 % | 1,950 % | 4,504 % | 3,996 % | 4,906 % | 3,302 % |
| 43 | 2,624 % | 1,944 % | 4,499 % | 4,001 % | 4,891 % | 3,322 % |
| 44 | 2,657 % | 1,936 % | 4,493 % | 4,007 % | 4,877 % | 3,340 % |
| 45 | 2,690 % | 1,928 % | 4,488 % | 4,012 % | 4,863 % | 3,358 % |
| 46 | 2,721 % | 1,917 % | 4,483 % | 4,016 % | 4,849 % | 3,376 % |
| 47 | 2,751 % | 1,907 % | 4,477 % | 4,021 % | 4,836 % | 3,392 % |
| 48 | 2,780 % | 1,899 % | 4,472 % | 4,025 % | 4,824 % | 3,408 % |
| 49 | 2,808 % | 1,896 % | 4,468 % | 4,029 % | 4,812 % | 3,424 % |
| 50 | 2,835 % | 1,897 % | 4,463 % | 4,033 % | 4,800 % | 3,439 % |
| 51 | 2,861 % | 1,904 % | 4,458 % | 4,036 % | 4,789 % | 3,453 % |
| 52 | 2,886 % | 1,915 % | 4,454 % | 4,040 % | 4,778 % | 3,467 % |
| 53 | 2,910 % | 1,931 % | 4,449 % | 4,043 % | 4,768 % | 3,480 % |
| 54 | 2,933 % | 1,949 % | 4,445 % | 4,046 % | 4,757 % | 3,493 % |
| 55 | 2,956 % | 1,970 % | 4,441 % | 4,050 % | 4,748 % | 3,506 % |
| 56 | 2,977 % | 1,992 % | 4,437 % | 4,052 % | 4,738 % | 3,518 % |
| 57 | 2,998 % | 2,016 % | 4,433 % | 4,055 % | 4,729 % | 3,530 % |
| 58 | 3,019 % | 2,041 % | 4,429 % | 4,058 % | 4,720 % | 3,541 % |
| 59 | 3,038 % | 2,066 % | 4,426 % | 4,061 % | 4,711 % | 3,552 % |
| 60 | 3,058 % | 2,093 % | 4,422 % | 4,063 % | 4,703 % | 3,562 % |
| 61 | 3,076 % | 2,119 % | 4,419 % | 4,065 % | 4,695 % | 3,573 % |
| 62 | 3,094 % | 2,145 % | 4,415 % | 4,068 % | 4,687 % | 3,583 % |
| 63 | 3,111 % | 2,172 % | 4,412 % | 4,070 % | 4,679 % | 3,592 % |
| 64 | 3,128 % | 2,198 % | 4,409 % | 4,072 % | 4,672 % | 3,602 % |
| 65 | 3,144 % | 2,224 % | 4,406 % | 4,074 % | 4,665 % | 3,611 % |
| 66 | 3,160 % | 2,250 % | 4,403 % | 4,076 % | 4,658 % | 3,619 % |
| 67 | 3,176 % | 2,276 % | 4,400 % | 4,078 % | 4,651 % | 3,628 % |
| 68 | 3,191 % | 2,301 % | 4,397 % | 4,080 % | 4,644 % | 3,636 % |
| 69 | 3,205 % | 2,326 % | 4,394 % | 4,082 % | 4,638 % | 3,644 % |
| 70 | 3,219 % | 2,350 % | 4,391 % | 4,084 % | 4,632 % | 3,652 % |
| 71 | 3,233 % | 2,374 % | 4,389 % | 4,085 % | 4,626 % | 3,660 % |
| 72 | 3,246 % | 2,398 % | 4,386 % | 4,087 % | 4,620 % | 3,667 % |
| 73 | 3,259 % | 2,421 % | 4,384 % | 4,089 % | 4,614 % | 3,675 % |
| 74 | 3,272 % | 2,444 % | 4,381 % | 4,090 % | 4,609 % | 3,682 % |
| 75 | 3,284 % | 2,466 % | 4,379 % | 4,092 % | 4,603 % | 3,688 % |
| 76 | 3,296 % | 2,488 % | 4,376 % | 4,093 % | 4,598 % | 3,695 % |
| 77 | 3,308 % | 2,509 % | 4,374 % | 4,095 % | 4,593 % | 3,702 % |
| 78 | 3,319 % | 2,530 % | 4,372 % | 4,096 % | 4,588 % | 3,708 % |
| 79 | 3,330 % | 2,550 % | 4,370 % | 4,097 % | 4,583 % | 3,714 % |
| 80 | 3,341 % | 2,570 % | 4,368 % | 4,099 % | 4,578 % | 3,720 % |
| 81 | 3,352 % | 2,590 % | 4,366 % | 4,100 % | 4,573 % | 3,726 % |
| 82 | 3,362 % | 2,609 % | 4,364 % | 4,101 % | 4,569 % | 3,732 % |
| 83 | 3,372 % | 2,627 % | 4,362 % | 4,102 % | 4,564 % | 3,738 % |
| 84 | 3,382 % | 2,646 % | 4,360 % | 4,104 % | 4,560 % | 3,743 % |
| 85 | 3,391 % | 2,664 % | 4,358 % | 4,105 % | 4,556 % | 3,748 % |
| 86 | 3,401 % | 2,681 % | 4,356 % | 4,106 % | 4,552 % | 3,754 % |
| 87 | 3,410 % | 2,698 % | 4,354 % | 4,107 % | 4,548 % | 3,759 % |
| 88 | 3,419 % | 2,715 % | 4,352 % | 4,108 % | 4,544 % | 3,764 % |
| 89 | 3,428 % | 2,732 % | 4,351 % | 4,109 % | 4,540 % | 3,769 % |
| 90 | 3,436 % | 2,748 % | 4,349 % | 4,110 % | 4,536 % | 3,773 % |
| 91 | 3,444 % | 2,763 % | 4,347 % | 4,111 % | 4,532 % | 3,778 % |
| 92 | 3,453 % | 2,779 % | 4,346 % | 4,112 % | 4,529 % | 3,783 % |
| 93 | 3,461 % | 2,794 % | 4,344 % | 4,113 % | 4,525 % | 3,787 % |
| 94 | 3,468 % | 2,809 % | 4,343 % | 4,114 % | 4,522 % | 3,791 % |
| 95 | 3,476 % | 2,823 % | 4,341 % | 4,115 % | 4,518 % | 3,796 % |
| 96 | 3,484 % | 2,837 % | 4,340 % | 4,116 % | 4,515 % | 3,800 % |
| 97 | 3,491 % | 2,851 % | 4,338 % | 4,117 % | 4,512 % | 3,804 % |
| 98 | 3,498 % | 2,865 % | 4,337 % | 4,118 % | 4,509 % | 3,808 % |
| 99 | 3,505 % | 2,878 % | 4,336 % | 4,118 % | 4,506 % | 3,812 % |
| 100 | 3,512 % | 2,891 % | 4,334 % | 4,119 % | 4,502 % | 3,816 % |
| 101 | 3,519 % | 2,904 % | 4,333 % | 4,120 % | 4,499 % | 3,820 % |
| 102 | 3,526 % | 2,917 % | 4,332 % | 4,121 % | 4,497 % | 3,823 % |
| 103 | 3,532 % | 2,929 % | 4,330 % | 4,122 % | 4,494 % | 3,827 % |
| 104 | 3,539 % | 2,941 % | 4,329 % | 4,122 % | 4,491 % | 3,831 % |
| 105 | 3,545 % | 2,953 % | 4,328 % | 4,123 % | 4,488 % | 3,834 % |
| 106 | 3,551 % | 2,965 % | 4,327 % | 4,124 % | 4,485 % | 3,838 % |
| 107 | 3,557 % | 2,976 % | 4,325 % | 4,125 % | 4,483 % | 3,841 % |
| 108 | 3,563 % | 2,988 % | 4,324 % | 4,125 % | 4,480 % | 3,844 % |
| 109 | 3,569 % | 2,999 % | 4,323 % | 4,126 % | 4,477 % | 3,848 % |
| 110 | 3,575 % | 3,010 % | 4,322 % | 4,127 % | 4,475 % | 3,851 % |
| 111 | 3,580 % | 3,020 % | 4,321 % | 4,127 % | 4,472 % | 3,854 % |
| 112 | 3,586 % | 3,031 % | 4,320 % | 4,128 % | 4,470 % | 3,857 % |
| 113 | 3,591 % | 3,041 % | 4,319 % | 4,129 % | 4,468 % | 3,860 % |
| 114 | 3,596 % | 3,051 % | 4,318 % | 4,129 % | 4,465 % | 3,863 % |
| 115 | 3,602 % | 3,061 % | 4,317 % | 4,130 % | 4,463 % | 3,866 % |
| 116 | 3,607 % | 3,071 % | 4,316 % | 4,130 % | 4,461 % | 3,869 % |
| 117 | 3,612 % | 3,080 % | 4,315 % | 4,131 % | 4,458 % | 3,872 % |
| 118 | 3,617 % | 3,090 % | 4,314 % | 4,132 % | 4,456 % | 3,874 % |
| 119 | 3,622 % | 3,099 % | 4,313 % | 4,132 % | 4,454 % | 3,877 % |
| 120 | 3,627 % | 3,108 % | 4,312 % | 4,133 % | 4,452 % | 3,880 % |
| 121 | 3,631 % | 3,117 % | 4,311 % | 4,133 % | 4,450 % | 3,882 % |
| 122 | 3,636 % | 3,126 % | 4,310 % | 4,134 % | 4,448 % | 3,885 % |
| 123 | 3,640 % | 3,135 % | 4,309 % | 4,134 % | 4,446 % | 3,888 % |
| 124 | 3,645 % | 3,143 % | 4,308 % | 4,135 % | 4,444 % | 3,890 % |
| 125 | 3,649 % | 3,152 % | 4,307 % | 4,136 % | 4,442 % | 3,893 % |
| 126 | 3,654 % | 3,160 % | 4,306 % | 4,136 % | 4,440 % | 3,895 % |
| 127 | 3,658 % | 3,168 % | 4,306 % | 4,137 % | 4,438 % | 3,897 % |
| 128 | 3,662 % | 3,176 % | 4,305 % | 4,137 % | 4,436 % | 3,900 % |
| 129 | 3,666 % | 3,184 % | 4,304 % | 4,138 % | 4,434 % | 3,902 % |
| 130 | 3,671 % | 3,192 % | 4,303 % | 4,138 % | 4,433 % | 3,904 % |
| 131 | 3,675 % | 3,199 % | 4,302 % | 4,138 % | 4,431 % | 3,907 % |
| 132 | 3,679 % | 3,207 % | 4,302 % | 4,139 % | 4,429 % | 3,909 % |
| 133 | 3,682 % | 3,214 % | 4,301 % | 4,139 % | 4,427 % | 3,911 % |
| 134 | 3,686 % | 3,222 % | 4,300 % | 4,140 % | 4,426 % | 3,913 % |
| 135 | 3,690 % | 3,229 % | 4,299 % | 4,140 % | 4,424 % | 3,915 % |
| 136 | 3,694 % | 3,236 % | 4,299 % | 4,141 % | 4,422 % | 3,917 % |
| 137 | 3,698 % | 3,243 % | 4,298 % | 4,141 % | 4,421 % | 3,919 % |
| 138 | 3,701 % | 3,250 % | 4,297 % | 4,142 % | 4,419 % | 3,922 % |
| 139 | 3,705 % | 3,257 % | 4,297 % | 4,142 % | 4,418 % | 3,924 % |
| 140 | 3,708 % | 3,263 % | 4,296 % | 4,142 % | 4,416 % | 3,925 % |
| 141 | 3,712 % | 3,270 % | 4,295 % | 4,143 % | 4,414 % | 3,927 % |
| 142 | 3,715 % | 3,277 % | 4,294 % | 4,143 % | 4,413 % | 3,929 % |
| 143 | 3,719 % | 3,283 % | 4,294 % | 4,144 % | 4,411 % | 3,931 % |
| 144 | 3,722 % | 3,289 % | 4,293 % | 4,144 % | 4,410 % | 3,933 % |
| 145 | 3,725 % | 3,296 % | 4,293 % | 4,144 % | 4,409 % | 3,935 % |
| 146 | 3,728 % | 3,302 % | 4,292 % | 4,145 % | 4,407 % | 3,937 % |
| 147 | 3,732 % | 3,308 % | 4,291 % | 4,145 % | 4,406 % | 3,939 % |
| 148 | 3,735 % | 3,314 % | 4,291 % | 4,146 % | 4,404 % | 3,940 % |
| 149 | 3,738 % | 3,320 % | 4,290 % | 4,146 % | 4,403 % | 3,942 % |
| 150 | 3,741 % | 3,326 % | 4,289 % | 4,146 % | 4,402 % | 3,944 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,207 %

0,725 %

0,975 %

1,410 %

5,582 %

0,765 %

2

– 0,179 %

0,978 %

1,393 %

1,553 %

5,663 %

0,815 %

3

– 0,088 %

1,191 %

1,799 %

1,758 %

5,762 %

0,881 %

4

0,046 %

1,349 %

2,197 %

1,971 %

5,778 %

1,008 %

5

0,182 %

1,482 %

2,565 %

2,182 %

5,713 %

1,166 %

6

0,331 %

1,597 %

2,905 %

2,403 %

5,696 %

1,321 %

7

0,475 %

1,700 %

3,201 %

2,636 %

5,712 %

1,467 %

8

0,616 %

1,783 %

3,445 %

2,778 %

5,731 %

1,598 %

9

0,750 %

1,858 %

3,659 %

2,854 %

5,738 %

1,709 %

10

0,870 %

1,917 %

3,868 %

2,992 %

5,732 %

1,806 %

11

0,974 %

1,968 %

4,038 %

3,124 %

5,716 %

1,897 %

12

1,069 %

2,013 %

4,169 %

3,233 %

5,694 %

1,985 %

13

1,156 %

2,049 %

4,270 %

3,324 %

5,666 %

2,069 %

14

1,232 %

2,078 %

4,348 %

3,401 %

5,635 %

2,149 %

15

1,293 %

2,099 %

4,410 %

3,467 %

5,603 %

2,225 %

16

1,336 %

2,115 %

4,457 %

3,524 %

5,569 %

2,297 %

17

1,370 %

2,125 %

4,494 %

3,574 %

5,534 %

2,366 %

18

1,401 %

2,130 %

4,522 %

3,618 %

5,500 %

2,430 %

19

1,435 %

2,133 %

4,544 %

3,656 %

5,466 %

2,492 %

20

1,475 %

2,126 %

4,560 %

3,691 %

5,432 %

2,550 %

21

1,523 %

2,117 %

4,571 %

3,721 %

5,399 %

2,605 %

22

1,576 %

2,108 %

4,579 %

3,749 %

5,366 %

2,657 %

23

1,633 %

2,100 %

4,584 %

3,773 %

5,335 %

2,706 %

24

1,693 %

2,093 %

4,587 %

3,796 %

5,304 %

2,753 %

25

1,753 %

2,086 %

4,587 %

3,816 %

5,274 %

2,798 %

26

1,813 %

2,079 %

4,586 %

3,834 %

5,246 %

2,840 %

27

1,873 %

2,072 %

4,584 %

3,851 %

5,218 %

2,880 %

28

1,932 %

2,065 %

4,581 %

3,867 %

5,191 %

2,919 %

29

1,990 %

2,057 %

4,577 %

3,881 %

5,165 %

2,955 %

30

2,046 %

2,049 %

4,573 %

3,894 %

5,141 %

2,990 %

31

2,101 %

2,039 %

4,568 %

3,906 %

5,117 %

3,023 %

32

2,154 %

2,029 %

4,563 %

3,918 %

5,094 %

3,054 %

33

2,205 %

2,019 %

4,557 %

3,928 %

5,071 %

3,084 %

34

2,254 %

2,009 %

4,551 %

3,938 %

5,050 %

3,113 %

35

2,302 %

1,999 %

4,545 %

3,947 %

5,030 %

3,140 %

36

2,348 %

1,990 %

4,539 %

3,955 %

5,010 %

3,167 %

37

2,392 %

1,982 %

4,534 %

3,963 %

4,991 %

3,192 %

38

2,434 %

1,974 %

4,528 %

3,970 %

4,973 %

3,216 %

39

2,475 %

1,968 %

4,522 %

3,977 %

4,955 %

3,239 %

40

2,515 %

1,962 %

4,516 %

3,984 %

4,938 %

3,261 %

41

2,552 %

1,956 %

4,510 %

3,990 %

4,922 %

3,282 %

42

2,589 %

1,950 %

4,504 %

3,996 %

4,906 %

3,302 %

43

2,624 %

1,944 %

4,499 %

4,001 %

4,891 %

3,322 %

44

2,657 %

1,936 %

4,493 %

4,007 %

4,877 %

3,340 %

45

2,690 %

1,928 %

4,488 %

4,012 %

4,863 %

3,358 %

46

2,721 %

1,917 %

4,483 %

4,016 %

4,849 %

3,376 %

47

2,751 %

1,907 %

4,477 %

4,021 %

4,836 %

3,392 %

48

2,780 %

1,899 %

4,472 %

4,025 %

4,824 %

3,408 %

49

2,808 %

1,896 %

4,468 %

4,029 %

4,812 %

3,424 %

50

2,835 %

1,897 %

4,463 %

4,033 %

4,800 %

3,439 %

51

2,861 %

1,904 %

4,458 %

4,036 %

4,789 %

3,453 %

52

2,886 %

1,915 %

4,454 %

4,040 %

4,778 %

3,467 %

53

2,910 %

1,931 %

4,449 %

4,043 %

4,768 %

3,480 %

54

2,933 %

1,949 %

4,445 %

4,046 %

4,757 %

3,493 %

55

2,956 %

1,970 %

4,441 %

4,050 %

4,748 %

3,506 %

56

2,977 %

1,992 %

4,437 %

4,052 %

4,738 %

3,518 %

57

2,998 %

2,016 %

4,433 %

4,055 %

4,729 %

3,530 %

58

3,019 %

2,041 %

4,429 %

4,058 %

4,720 %

3,541 %

59

3,038 %

2,066 %

4,426 %

4,061 %

4,711 %

3,552 %

60

3,058 %

2,093 %

4,422 %

4,063 %

4,703 %

3,562 %

61

3,076 %

2,119 %

4,419 %

4,065 %

4,695 %

3,573 %

62

3,094 %

2,145 %

4,415 %

4,068 %

4,687 %

3,583 %

63

3,111 %

2,172 %

4,412 %

4,070 %

4,679 %

3,592 %

64

3,128 %

2,198 %

4,409 %

4,072 %

4,672 %

3,602 %

65

3,144 %

2,224 %

4,406 %

4,074 %

4,665 %

3,611 %

66

3,160 %

2,250 %

4,403 %

4,076 %

4,658 %

3,619 %

67

3,176 %

2,276 %

4,400 %

4,078 %

4,651 %

3,628 %

68

3,191 %

2,301 %

4,397 %

4,080 %

4,644 %

3,636 %

69

3,205 %

2,326 %

4,394 %

4,082 %

4,638 %

3,644 %

70

3,219 %

2,350 %

4,391 %

4,084 %

4,632 %

3,652 %

71

3,233 %

2,374 %

4,389 %

4,085 %

4,626 %

3,660 %

72

3,246 %

2,398 %

4,386 %

4,087 %

4,620 %

3,667 %

73

3,259 %

2,421 %

4,384 %

4,089 %

4,614 %

3,675 %

74

3,272 %

2,444 %

4,381 %

4,090 %

4,609 %

3,682 %

75

3,284 %

2,466 %

4,379 %

4,092 %

4,603 %

3,688 %

76

3,296 %

2,488 %

4,376 %

4,093 %

4,598 %

3,695 %

77

3,308 %

2,509 %

4,374 %

4,095 %

4,593 %

3,702 %

78

3,319 %

2,530 %

4,372 %

4,096 %

4,588 %

3,708 %

79

3,330 %

2,550 %

4,370 %

4,097 %

4,583 %

3,714 %

80

3,341 %

2,570 %

4,368 %

4,099 %

4,578 %

3,720 %

81

3,352 %

2,590 %

4,366 %

4,100 %

4,573 %

3,726 %

82

3,362 %

2,609 %

4,364 %

4,101 %

4,569 %

3,732 %

83

3,372 %

2,627 %

4,362 %

4,102 %

4,564 %

3,738 %

84

3,382 %

2,646 %

4,360 %

4,104 %

4,560 %

3,743 %

85

3,391 %

2,664 %

4,358 %

4,105 %

4,556 %

3,748 %

86

3,401 %

2,681 %

4,356 %

4,106 %

4,552 %

3,754 %

87

3,410 %

2,698 %

4,354 %

4,107 %

4,548 %

3,759 %

88

3,419 %

2,715 %

4,352 %

4,108 %

4,544 %

3,764 %

89

3,428 %

2,732 %

4,351 %

4,109 %

4,540 %

3,769 %

90

3,436 %

2,748 %

4,349 %

4,110 %

4,536 %

3,773 %

91

3,444 %

2,763 %

4,347 %

4,111 %

4,532 %

3,778 %

92

3,453 %

2,779 %

4,346 %

4,112 %

4,529 %

3,783 %

93

3,461 %

2,794 %

4,344 %

4,113 %

4,525 %

3,787 %

94

3,468 %

2,809 %

4,343 %

4,114 %

4,522 %

3,791 %

95

3,476 %

2,823 %

4,341 %

4,115 %

4,518 %

3,796 %

96

3,484 %

2,837 %

4,340 %

4,116 %

4,515 %

3,800 %

97

3,491 %

2,851 %

4,338 %

4,117 %

4,512 %

3,804 %

98

3,498 %

2,865 %

4,337 %

4,118 %

4,509 %

3,808 %

99

3,505 %

2,878 %

4,336 %

4,118 %

4,506 %

3,812 %

100

3,512 %

2,891 %

4,334 %

4,119 %

4,502 %

3,816 %

101

3,519 %

2,904 %

4,333 %

4,120 %

4,499 %

3,820 %

102

3,526 %

2,917 %

4,332 %

4,121 %

4,497 %

3,823 %

103

3,532 %

2,929 %

4,330 %

4,122 %

4,494 %

3,827 %

104

3,539 %

2,941 %

4,329 %

4,122 %

4,491 %

3,831 %

105

3,545 %

2,953 %

4,328 %

4,123 %

4,488 %

3,834 %

106

3,551 %

2,965 %

4,327 %

4,124 %

4,485 %

3,838 %

107

3,557 %

2,976 %

4,325 %

4,125 %

4,483 %

3,841 %

108

3,563 %

2,988 %

4,324 %

4,125 %

4,480 %

3,844 %

109

3,569 %

2,999 %

4,323 %

4,126 %

4,477 %

3,848 %

110

3,575 %

3,010 %

4,322 %

4,127 %

4,475 %

3,851 %

111

3,580 %

3,020 %

4,321 %

4,127 %

4,472 %

3,854 %

112

3,586 %

3,031 %

4,320 %

4,128 %

4,470 %

3,857 %

113

3,591 %

3,041 %

4,319 %

4,129 %

4,468 %

3,860 %

114

3,596 %

3,051 %

4,318 %

4,129 %

4,465 %

3,863 %

115

3,602 %

3,061 %

4,317 %

4,130 %

4,463 %

3,866 %

116

3,607 %

3,071 %

4,316 %

4,130 %

4,461 %

3,869 %

117

3,612 %

3,080 %

4,315 %

4,131 %

4,458 %

3,872 %

118

3,617 %

3,090 %

4,314 %

4,132 %

4,456 %

3,874 %

119

3,622 %

3,099 %

4,313 %

4,132 %

4,454 %

3,877 %

120

3,627 %

3,108 %

4,312 %

4,133 %

4,452 %

3,880 %

121

3,631 %

3,117 %

4,311 %

4,133 %

4,450 %

3,882 %

122

3,636 %

3,126 %

4,310 %

4,134 %

4,448 %

3,885 %

123

3,640 %

3,135 %

4,309 %

4,134 %

4,446 %

3,888 %

124

3,645 %

3,143 %

4,308 %

4,135 %

4,444 %

3,890 %

125

3,649 %

3,152 %

4,307 %

4,136 %

4,442 %

3,893 %

126

3,654 %

3,160 %

4,306 %

4,136 %

4,440 %

3,895 %

127

3,658 %

3,168 %

4,306 %

4,137 %

4,438 %

3,897 %

128

3,662 %

3,176 %

4,305 %

4,137 %

4,436 %

3,900 %

129

3,666 %

3,184 %

4,304 %

4,138 %

4,434 %

3,902 %

130

3,671 %

3,192 %

4,303 %

4,138 %

4,433 %

3,904 %

131

3,675 %

3,199 %

4,302 %

4,138 %

4,431 %

3,907 %

132

3,679 %

3,207 %

4,302 %

4,139 %

4,429 %

3,909 %

133

3,682 %

3,214 %

4,301 %

4,139 %

4,427 %

3,911 %

134

3,686 %

3,222 %

4,300 %

4,140 %

4,426 %

3,913 %

135

3,690 %

3,229 %

4,299 %

4,140 %

4,424 %

3,915 %

136

3,694 %

3,236 %

4,299 %

4,141 %

4,422 %

3,917 %

137

3,698 %

3,243 %

4,298 %

4,141 %

4,421 %

3,919 %

138

3,701 %

3,250 %

4,297 %

4,142 %

4,419 %

3,922 %

139

3,705 %

3,257 %

4,297 %

4,142 %

4,418 %

3,924 %

140

3,708 %

3,263 %

4,296 %

4,142 %

4,416 %

3,925 %

141

3,712 %

3,270 %

4,295 %

4,143 %

4,414 %

3,927 %

142

3,715 %

3,277 %

4,294 %

4,143 %

4,413 %

3,929 %

143

3,719 %

3,283 %

4,294 %

4,144 %

4,411 %

3,931 %

144

3,722 %

3,289 %

4,293 %

4,144 %

4,410 %

3,933 %

145

3,725 %

3,296 %

4,293 %

4,144 %

4,409 %

3,935 %

146

3,728 %

3,302 %

4,292 %

4,145 %

4,407 %

3,937 %

147

3,732 %

3,308 %

4,291 %

4,145 %

4,406 %

3,939 %

148

3,735 %

3,314 %

4,291 %

4,146 %

4,404 %

3,940 %

149

3,738 %

3,320 %

4,290 %

4,146 %

4,403 %

3,942 %

150

3,741 %

3,326 %

4,289 %

4,146 %

4,402 %

3,944 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,795 % | 2,043 % | 1,257 % | 0,645 % | 3,816 % | 4,474 % |
| 2 | – 0,746 % | 2,008 % | 1,345 % | 0,681 % | 3,983 % | 4,580 % |
| 3 | – 0,666 % | 2,059 % | 1,488 % | 0,789 % | 4,130 % | 4,688 % |
| 4 | – 0,543 % | 2,153 % | 1,731 % | 0,909 % | 4,248 % | 4,853 % |
| 5 | – 0,407 % | 2,304 % | 1,912 % | 1,039 % | 4,357 % | 4,907 % |
| 6 | – 0,270 % | 2,407 % | 1,991 % | 1,185 % | 4,457 % | 5,049 % |
| 7 | – 0,143 % | 2,534 % | 2,032 % | 1,336 % | 4,595 % | 5,199 % |
| 8 | – 0,030 % | 2,633 % | 2,192 % | 1,491 % | 4,662 % | 5,320 % |
| 9 | 0,071 % | 2,741 % | 2,274 % | 1,644 % | 4,757 % | 5,536 % |
| 10 | 0,159 % | 2,831 % | 2,290 % | 1,778 % | 4,802 % | 5,775 % |
| 11 | 0,227 % | 2,900 % | 2,427 % | 1,904 % | 4,823 % | 5,956 % |
| 12 | 0,317 % | 2,960 % | 2,613 % | 2,019 % | 4,836 % | 6,081 % |
| 13 | 0,372 % | 3,019 % | 2,762 % | 2,116 % | 4,841 % | 6,164 % |
| 14 | 0,408 % | 3,075 % | 2,875 % | 2,199 % | 4,842 % | 6,215 % |
| 15 | 0,481 % | 3,124 % | 2,965 % | 2,269 % | 4,839 % | 6,243 % |
| 16 | 0,545 % | 3,165 % | 3,043 % | 2,328 % | 4,833 % | 6,252 % |
| 17 | 0,591 % | 3,199 % | 3,112 % | 2,375 % | 4,826 % | 6,247 % |
| 18 | 0,624 % | 3,229 % | 3,173 % | 2,412 % | 4,817 % | 6,232 % |
| 19 | 0,649 % | 3,255 % | 3,228 % | 2,437 % | 4,807 % | 6,209 % |
| 20 | 0,668 % | 3,279 % | 3,277 % | 2,451 % | 4,796 % | 6,179 % |
| 21 | 0,684 % | 3,301 % | 3,321 % | 2,454 % | 4,784 % | 6,146 % |
| 22 | 0,700 % | 3,319 % | 3,362 % | 2,452 % | 4,773 % | 6,109 % |
| 23 | 0,717 % | 3,332 % | 3,399 % | 2,449 % | 4,761 % | 6,070 % |
| 24 | 0,739 % | 3,339 % | 3,433 % | 2,449 % | 4,749 % | 6,029 % |
| 25 | 0,767 % | 3,339 % | 3,464 % | 2,454 % | 4,737 % | 5,988 % |
| 26 | 0,800 % | 3,332 % | 3,492 % | 2,466 % | 4,725 % | 5,946 % |
| 27 | 0,839 % | 3,321 % | 3,519 % | 2,484 % | 4,713 % | 5,905 % |
| 28 | 0,881 % | 3,310 % | 3,544 % | 2,506 % | 4,702 % | 5,864 % |
| 29 | 0,925 % | 3,299 % | 3,567 % | 2,532 % | 4,691 % | 5,824 % |
| 30 | 0,970 % | 3,292 % | 3,588 % | 2,559 % | 4,680 % | 5,784 % |
| 31 | 1,016 % | 3,289 % | 3,608 % | 2,588 % | 4,669 % | 5,746 % |
| 32 | 1,062 % | 3,290 % | 3,627 % | 2,618 % | 4,659 % | 5,708 % |
| 33 | 1,108 % | 3,294 % | 3,644 % | 2,648 % | 4,648 % | 5,671 % |
| 34 | 1,154 % | 3,300 % | 3,661 % | 2,679 % | 4,639 % | 5,636 % |
| 35 | 1,198 % | 3,308 % | 3,676 % | 2,710 % | 4,629 % | 5,602 % |
| 36 | 1,242 % | 3,318 % | 3,691 % | 2,740 % | 4,620 % | 5,569 % |
| 37 | 1,285 % | 3,328 % | 3,705 % | 2,770 % | 4,611 % | 5,537 % |
| 38 | 1,327 % | 3,340 % | 3,718 % | 2,799 % | 4,602 % | 5,506 % |
| 39 | 1,367 % | 3,352 % | 3,731 % | 2,828 % | 4,593 % | 5,476 % |
| 40 | 1,406 % | 3,365 % | 3,743 % | 2,856 % | 4,585 % | 5,447 % |
| 41 | 1,444 % | 3,378 % | 3,754 % | 2,884 % | 4,577 % | 5,419 % |
| 42 | 1,481 % | 3,391 % | 3,765 % | 2,911 % | 4,570 % | 5,393 % |
| 43 | 1,517 % | 3,404 % | 3,775 % | 2,937 % | 4,562 % | 5,367 % |
| 44 | 1,552 % | 3,417 % | 3,785 % | 2,962 % | 4,555 % | 5,342 % |
| 45 | 1,585 % | 3,430 % | 3,794 % | 2,986 % | 4,548 % | 5,318 % |
| 46 | 1,617 % | 3,443 % | 3,803 % | 3,010 % | 4,541 % | 5,295 % |
| 47 | 1,649 % | 3,456 % | 3,811 % | 3,033 % | 4,535 % | 5,273 % |
| 48 | 1,679 % | 3,469 % | 3,819 % | 3,056 % | 4,528 % | 5,251 % |
| 49 | 1,708 % | 3,481 % | 3,827 % | 3,077 % | 4,522 % | 5,231 % |
| 50 | 1,736 % | 3,493 % | 3,835 % | 3,098 % | 4,516 % | 5,211 % |
| 51 | 1,764 % | 3,505 % | 3,842 % | 3,119 % | 4,511 % | 5,192 % |
| 52 | 1,790 % | 3,517 % | 3,849 % | 3,138 % | 4,505 % | 5,173 % |
| 53 | 1,815 % | 3,528 % | 3,856 % | 3,157 % | 4,500 % | 5,155 % |
| 54 | 1,840 % | 3,540 % | 3,862 % | 3,176 % | 4,495 % | 5,138 % |
| 55 | 1,864 % | 3,550 % | 3,868 % | 3,194 % | 4,490 % | 5,121 % |
| 56 | 1,887 % | 3,561 % | 3,874 % | 3,211 % | 4,485 % | 5,105 % |
| 57 | 1,909 % | 3,571 % | 3,880 % | 3,228 % | 4,480 % | 5,089 % |
| 58 | 1,931 % | 3,581 % | 3,885 % | 3,244 % | 4,475 % | 5,074 % |
| 59 | 1,952 % | 3,591 % | 3,891 % | 3,260 % | 4,471 % | 5,059 % |
| 60 | 1,972 % | 3,601 % | 3,896 % | 3,275 % | 4,466 % | 5,045 % |
| 61 | 1,992 % | 3,610 % | 3,901 % | 3,290 % | 4,462 % | 5,031 % |
| 62 | 2,011 % | 3,619 % | 3,906 % | 3,304 % | 4,458 % | 5,018 % |
| 63 | 2,030 % | 3,628 % | 3,911 % | 3,318 % | 4,454 % | 5,005 % |
| 64 | 2,048 % | 3,636 % | 3,915 % | 3,331 % | 4,450 % | 4,993 % |
| 65 | 2,065 % | 3,645 % | 3,920 % | 3,345 % | 4,447 % | 4,980 % |
| 66 | 2,082 % | 3,653 % | 3,924 % | 3,357 % | 4,443 % | 4,969 % |
| 67 | 2,099 % | 3,661 % | 3,928 % | 3,370 % | 4,439 % | 4,957 % |
| 68 | 2,115 % | 3,669 % | 3,932 % | 3,382 % | 4,436 % | 4,946 % |
| 69 | 2,130 % | 3,676 % | 3,936 % | 3,394 % | 4,433 % | 4,935 % |
| 70 | 2,145 % | 3,683 % | 3,940 % | 3,405 % | 4,429 % | 4,925 % |
| 71 | 2,160 % | 3,691 % | 3,943 % | 3,416 % | 4,426 % | 4,915 % |
| 72 | 2,174 % | 3,697 % | 3,947 % | 3,427 % | 4,423 % | 4,905 % |
| 73 | 2,188 % | 3,704 % | 3,950 % | 3,437 % | 4,420 % | 4,895 % |
| 74 | 2,202 % | 3,711 % | 3,954 % | 3,448 % | 4,417 % | 4,886 % |
| 75 | 2,215 % | 3,717 % | 3,957 % | 3,457 % | 4,414 % | 4,876 % |
| 76 | 2,228 % | 3,723 % | 3,960 % | 3,467 % | 4,411 % | 4,868 % |
| 77 | 2,240 % | 3,730 % | 3,963 % | 3,477 % | 4,409 % | 4,859 % |
| 78 | 2,253 % | 3,736 % | 3,966 % | 3,486 % | 4,406 % | 4,850 % |
| 79 | 2,265 % | 3,741 % | 3,969 % | 3,495 % | 4,404 % | 4,842 % |
| 80 | 2,276 % | 3,747 % | 3,972 % | 3,504 % | 4,401 % | 4,834 % |
| 81 | 2,288 % | 3,753 % | 3,975 % | 3,512 % | 4,399 % | 4,826 % |
| 82 | 2,299 % | 3,758 % | 3,978 % | 3,520 % | 4,396 % | 4,819 % |
| 83 | 2,309 % | 3,763 % | 3,981 % | 3,529 % | 4,394 % | 4,811 % |
| 84 | 2,320 % | 3,768 % | 3,983 % | 3,537 % | 4,391 % | 4,804 % |
| 85 | 2,330 % | 3,773 % | 3,986 % | 3,544 % | 4,389 % | 4,797 % |
| 86 | 2,340 % | 3,778 % | 3,988 % | 3,552 % | 4,387 % | 4,790 % |
| 87 | 2,350 % | 3,783 % | 3,991 % | 3,559 % | 4,385 % | 4,783 % |
| 88 | 2,360 % | 3,788 % | 3,993 % | 3,567 % | 4,383 % | 4,776 % |
| 89 | 2,369 % | 3,793 % | 3,995 % | 3,574 % | 4,381 % | 4,770 % |
| 90 | 2,378 % | 3,797 % | 3,998 % | 3,581 % | 4,379 % | 4,764 % |
| 91 | 2,387 % | 3,801 % | 4,000 % | 3,587 % | 4,377 % | 4,757 % |
| 92 | 2,396 % | 3,806 % | 4,002 % | 3,594 % | 4,375 % | 4,751 % |
| 93 | 2,405 % | 3,810 % | 4,004 % | 3,601 % | 4,373 % | 4,745 % |
| 94 | 2,413 % | 3,814 % | 4,006 % | 3,607 % | 4,371 % | 4,740 % |
| 95 | 2,421 % | 3,818 % | 4,008 % | 3,613 % | 4,369 % | 4,734 % |
| 96 | 2,429 % | 3,822 % | 4,010 % | 3,619 % | 4,368 % | 4,728 % |
| 97 | 2,437 % | 3,826 % | 4,012 % | 3,625 % | 4,366 % | 4,723 % |
| 98 | 2,445 % | 3,830 % | 4,014 % | 3,631 % | 4,364 % | 4,717 % |
| 99 | 2,453 % | 3,834 % | 4,016 % | 3,637 % | 4,363 % | 4,712 % |
| 100 | 2,460 % | 3,837 % | 4,018 % | 3,642 % | 4,361 % | 4,707 % |
| 101 | 2,467 % | 3,841 % | 4,020 % | 3,648 % | 4,359 % | 4,702 % |
| 102 | 2,475 % | 3,844 % | 4,021 % | 3,653 % | 4,358 % | 4,697 % |
| 103 | 2,482 % | 3,848 % | 4,023 % | 3,659 % | 4,356 % | 4,692 % |
| 104 | 2,489 % | 3,851 % | 4,025 % | 3,664 % | 4,355 % | 4,688 % |
| 105 | 2,495 % | 3,854 % | 4,027 % | 3,669 % | 4,353 % | 4,683 % |
| 106 | 2,502 % | 3,858 % | 4,028 % | 3,674 % | 4,352 % | 4,678 % |
| 107 | 2,508 % | 3,861 % | 4,030 % | 3,679 % | 4,350 % | 4,674 % |
| 108 | 2,515 % | 3,864 % | 4,031 % | 3,684 % | 4,349 % | 4,669 % |
| 109 | 2,521 % | 3,867 % | 4,033 % | 3,688 % | 4,348 % | 4,665 % |
| 110 | 2,527 % | 3,870 % | 4,034 % | 3,693 % | 4,346 % | 4,661 % |
| 111 | 2,533 % | 3,873 % | 4,036 % | 3,697 % | 4,345 % | 4,657 % |
| 112 | 2,539 % | 3,876 % | 4,037 % | 3,702 % | 4,344 % | 4,653 % |
| 113 | 2,545 % | 3,879 % | 4,039 % | 3,706 % | 4,342 % | 4,649 % |
| 114 | 2,551 % | 3,882 % | 4,040 % | 3,711 % | 4,341 % | 4,645 % |
| 115 | 2,556 % | 3,884 % | 4,042 % | 3,715 % | 4,340 % | 4,641 % |
| 116 | 2,562 % | 3,887 % | 4,043 % | 3,719 % | 4,339 % | 4,637 % |
| 117 | 2,567 % | 3,890 % | 4,044 % | 3,723 % | 4,338 % | 4,633 % |
| 118 | 2,573 % | 3,892 % | 4,046 % | 3,727 % | 4,336 % | 4,630 % |
| 119 | 2,578 % | 3,895 % | 4,047 % | 3,731 % | 4,335 % | 4,626 % |
| 120 | 2,583 % | 3,898 % | 4,048 % | 3,735 % | 4,334 % | 4,622 % |
| 121 | 2,588 % | 3,900 % | 4,050 % | 3,739 % | 4,333 % | 4,619 % |
| 122 | 2,593 % | 3,903 % | 4,051 % | 3,743 % | 4,332 % | 4,615 % |
| 123 | 2,598 % | 3,905 % | 4,052 % | 3,746 % | 4,331 % | 4,612 % |
| 124 | 2,603 % | 3,907 % | 4,053 % | 3,750 % | 4,330 % | 4,609 % |
| 125 | 2,608 % | 3,910 % | 4,054 % | 3,754 % | 4,329 % | 4,605 % |
| 126 | 2,612 % | 3,912 % | 4,055 % | 3,757 % | 4,328 % | 4,602 % |
| 127 | 2,617 % | 3,914 % | 4,057 % | 3,761 % | 4,327 % | 4,599 % |
| 128 | 2,622 % | 3,916 % | 4,058 % | 3,764 % | 4,326 % | 4,596 % |
| 129 | 2,626 % | 3,919 % | 4,059 % | 3,767 % | 4,325 % | 4,593 % |
| 130 | 2,630 % | 3,921 % | 4,060 % | 3,771 % | 4,324 % | 4,590 % |
| 131 | 2,635 % | 3,923 % | 4,061 % | 3,774 % | 4,323 % | 4,587 % |
| 132 | 2,639 % | 3,925 % | 4,062 % | 3,777 % | 4,322 % | 4,584 % |
| 133 | 2,643 % | 3,927 % | 4,063 % | 3,780 % | 4,321 % | 4,581 % |
| 134 | 2,647 % | 3,929 % | 4,064 % | 3,784 % | 4,320 % | 4,578 % |
| 135 | 2,651 % | 3,931 % | 4,065 % | 3,787 % | 4,319 % | 4,575 % |
| 136 | 2,655 % | 3,933 % | 4,066 % | 3,790 % | 4,318 % | 4,573 % |
| 137 | 2,659 % | 3,935 % | 4,067 % | 3,793 % | 4,317 % | 4,570 % |
| 138 | 2,663 % | 3,937 % | 4,068 % | 3,796 % | 4,317 % | 4,567 % |
| 139 | 2,667 % | 3,939 % | 4,069 % | 3,799 % | 4,316 % | 4,565 % |
| 140 | 2,671 % | 3,941 % | 4,070 % | 3,801 % | 4,315 % | 4,562 % |
| 141 | 2,675 % | 3,943 % | 4,071 % | 3,804 % | 4,314 % | 4,559 % |
| 142 | 2,678 % | 3,944 % | 4,072 % | 3,807 % | 4,313 % | 4,557 % |
| 143 | 2,682 % | 3,946 % | 4,073 % | 3,810 % | 4,313 % | 4,554 % |
| 144 | 2,686 % | 3,948 % | 4,074 % | 3,812 % | 4,312 % | 4,552 % |
| 145 | 2,689 % | 3,950 % | 4,074 % | 3,815 % | 4,311 % | 4,549 % |
| 146 | 2,693 % | 3,951 % | 4,075 % | 3,818 % | 4,310 % | 4,547 % |
| 147 | 2,696 % | 3,953 % | 4,076 % | 3,820 % | 4,309 % | 4,545 % |
| 148 | 2,700 % | 3,955 % | 4,077 % | 3,823 % | 4,309 % | 4,542 % |
| 149 | 2,703 % | 3,956 % | 4,078 % | 3,825 % | 4,308 % | 4,540 % |
| 150 | 2,706 % | 3,958 % | 4,079 % | 3,828 % | 4,307 % | 4,538 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,795 %

2,043 %

1,257 %

0,645 %

3,816 %

4,474 %

2

– 0,746 %

2,008 %

1,345 %

0,681 %

3,983 %

4,580 %

3

– 0,666 %

2,059 %

1,488 %

0,789 %

4,130 %

4,688 %

4

– 0,543 %

2,153 %

1,731 %

0,909 %

4,248 %

4,853 %

5

– 0,407 %

2,304 %

1,912 %

1,039 %

4,357 %

4,907 %

6

– 0,270 %

2,407 %

1,991 %

1,185 %

4,457 %

5,049 %

7

– 0,143 %

2,534 %

2,032 %

1,336 %

4,595 %

5,199 %

8

– 0,030 %

2,633 %

2,192 %

1,491 %

4,662 %

5,320 %

9

0,071 %

2,741 %

2,274 %

1,644 %

4,757 %

5,536 %

10

0,159 %

2,831 %

2,290 %

1,778 %

4,802 %

5,775 %

11

0,227 %

2,900 %

2,427 %

1,904 %

4,823 %

5,956 %

12

0,317 %

2,960 %

2,613 %

2,019 %

4,836 %

6,081 %

13

0,372 %

3,019 %

2,762 %

2,116 %

4,841 %

6,164 %

14

0,408 %

3,075 %

2,875 %

2,199 %

4,842 %

6,215 %

15

0,481 %

3,124 %

2,965 %

2,269 %

4,839 %

6,243 %

16

0,545 %

3,165 %

3,043 %

2,328 %

4,833 %

6,252 %

17

0,591 %

3,199 %

3,112 %

2,375 %

4,826 %

6,247 %

18

0,624 %

3,229 %

3,173 %

2,412 %

4,817 %

6,232 %

19

0,649 %

3,255 %

3,228 %

2,437 %

4,807 %

6,209 %

20

0,668 %

3,279 %

3,277 %

2,451 %

4,796 %

6,179 %

21

0,684 %

3,301 %

3,321 %

2,454 %

4,784 %

6,146 %

22

0,700 %

3,319 %

3,362 %

2,452 %

4,773 %

6,109 %

23

0,717 %

3,332 %

3,399 %

2,449 %

4,761 %

6,070 %

24

0,739 %

3,339 %

3,433 %

2,449 %

4,749 %

6,029 %

25

0,767 %

3,339 %

3,464 %

2,454 %

4,737 %

5,988 %

26

0,800 %

3,332 %

3,492 %

2,466 %

4,725 %

5,946 %

27

0,839 %

3,321 %

3,519 %

2,484 %

4,713 %

5,905 %

28

0,881 %

3,310 %

3,544 %

2,506 %

4,702 %

5,864 %

29

0,925 %

3,299 %

3,567 %

2,532 %

4,691 %

5,824 %

30

0,970 %

3,292 %

3,588 %

2,559 %

4,680 %

5,784 %

31

1,016 %

3,289 %

3,608 %

2,588 %

4,669 %

5,746 %

32

1,062 %

3,290 %

3,627 %

2,618 %

4,659 %

5,708 %

33

1,108 %

3,294 %

3,644 %

2,648 %

4,648 %

5,671 %

34

1,154 %

3,300 %

3,661 %

2,679 %

4,639 %

5,636 %

35

1,198 %

3,308 %

3,676 %

2,710 %

4,629 %

5,602 %

36

1,242 %

3,318 %

3,691 %

2,740 %

4,620 %

5,569 %

37

1,285 %

3,328 %

3,705 %

2,770 %

4,611 %

5,537 %

38

1,327 %

3,340 %

3,718 %

2,799 %

4,602 %

5,506 %

39

1,367 %

3,352 %

3,731 %

2,828 %

4,593 %

5,476 %

40

1,406 %

3,365 %

3,743 %

2,856 %

4,585 %

5,447 %

41

1,444 %

3,378 %

3,754 %

2,884 %

4,577 %

5,419 %

42

1,481 %

3,391 %

3,765 %

2,911 %

4,570 %

5,393 %

43

1,517 %

3,404 %

3,775 %

2,937 %

4,562 %

5,367 %

44

1,552 %

3,417 %

3,785 %

2,962 %

4,555 %

5,342 %

45

1,585 %

3,430 %

3,794 %

2,986 %

4,548 %

5,318 %

46

1,617 %

3,443 %

3,803 %

3,010 %

4,541 %

5,295 %

47

1,649 %

3,456 %

3,811 %

3,033 %

4,535 %

5,273 %

48

1,679 %

3,469 %

3,819 %

3,056 %

4,528 %

5,251 %

49

1,708 %

3,481 %

3,827 %

3,077 %

4,522 %

5,231 %

50

1,736 %

3,493 %

3,835 %

3,098 %

4,516 %

5,211 %

51

1,764 %

3,505 %

3,842 %

3,119 %

4,511 %

5,192 %

52

1,790 %

3,517 %

3,849 %

3,138 %

4,505 %

5,173 %

53

1,815 %

3,528 %

3,856 %

3,157 %

4,500 %

5,155 %

54

1,840 %

3,540 %

3,862 %

3,176 %

4,495 %

5,138 %

55

1,864 %

3,550 %

3,868 %

3,194 %

4,490 %

5,121 %

56

1,887 %

3,561 %

3,874 %

3,211 %

4,485 %

5,105 %

57

1,909 %

3,571 %

3,880 %

3,228 %

4,480 %

5,089 %

58

1,931 %

3,581 %

3,885 %

3,244 %

4,475 %

5,074 %

59

1,952 %

3,591 %

3,891 %

3,260 %

4,471 %

5,059 %

60

1,972 %

3,601 %

3,896 %

3,275 %

4,466 %

5,045 %

61

1,992 %

3,610 %

3,901 %

3,290 %

4,462 %

5,031 %

62

2,011 %

3,619 %

3,906 %

3,304 %

4,458 %

5,018 %

63

2,030 %

3,628 %

3,911 %

3,318 %

4,454 %

5,005 %

64

2,048 %

3,636 %

3,915 %

3,331 %

4,450 %

4,993 %

65

2,065 %

3,645 %

3,920 %

3,345 %

4,447 %

4,980 %

66

2,082 %

3,653 %

3,924 %

3,357 %

4,443 %

4,969 %

67

2,099 %

3,661 %

3,928 %

3,370 %

4,439 %

4,957 %

68

2,115 %

3,669 %

3,932 %

3,382 %

4,436 %

4,946 %

69

2,130 %

3,676 %

3,936 %

3,394 %

4,433 %

4,935 %

70

2,145 %

3,683 %

3,940 %

3,405 %

4,429 %

4,925 %

71

2,160 %

3,691 %

3,943 %

3,416 %

4,426 %

4,915 %

72

2,174 %

3,697 %

3,947 %

3,427 %

4,423 %

4,905 %

73

2,188 %

3,704 %

3,950 %

3,437 %

4,420 %

4,895 %

74

2,202 %

3,711 %

3,954 %

3,448 %

4,417 %

4,886 %

75

2,215 %

3,717 %

3,957 %

3,457 %

4,414 %

4,876 %

76

2,228 %

3,723 %

3,960 %

3,467 %

4,411 %

4,868 %

77

2,240 %

3,730 %

3,963 %

3,477 %

4,409 %

4,859 %

78

2,253 %

3,736 %

3,966 %

3,486 %

4,406 %

4,850 %

79

2,265 %

3,741 %

3,969 %

3,495 %

4,404 %

4,842 %

80

2,276 %

3,747 %

3,972 %

3,504 %

4,401 %

4,834 %

81

2,288 %

3,753 %

3,975 %

3,512 %

4,399 %

4,826 %

82

2,299 %

3,758 %

3,978 %

3,520 %

4,396 %

4,819 %

83

2,309 %

3,763 %

3,981 %

3,529 %

4,394 %

4,811 %

84

2,320 %

3,768 %

3,983 %

3,537 %

4,391 %

4,804 %

85

2,330 %

3,773 %

3,986 %

3,544 %

4,389 %

4,797 %

86

2,340 %

3,778 %

3,988 %

3,552 %

4,387 %

4,790 %

87

2,350 %

3,783 %

3,991 %

3,559 %

4,385 %

4,783 %

88

2,360 %

3,788 %

3,993 %

3,567 %

4,383 %

4,776 %

89

2,369 %

3,793 %

3,995 %

3,574 %

4,381 %

4,770 %

90

2,378 %

3,797 %

3,998 %

3,581 %

4,379 %

4,764 %

91

2,387 %

3,801 %

4,000 %

3,587 %

4,377 %

4,757 %

92

2,396 %

3,806 %

4,002 %

3,594 %

4,375 %

4,751 %

93

2,405 %

3,810 %

4,004 %

3,601 %

4,373 %

4,745 %

94

2,413 %

3,814 %

4,006 %

3,607 %

4,371 %

4,740 %

95

2,421 %

3,818 %

4,008 %

3,613 %

4,369 %

4,734 %

96

2,429 %

3,822 %

4,010 %

3,619 %

4,368 %

4,728 %

97

2,437 %

3,826 %

4,012 %

3,625 %

4,366 %

4,723 %

98

2,445 %

3,830 %

4,014 %

3,631 %

4,364 %

4,717 %

99

2,453 %

3,834 %

4,016 %

3,637 %

4,363 %

4,712 %

100

2,460 %

3,837 %

4,018 %

3,642 %

4,361 %

4,707 %

101

2,467 %

3,841 %

4,020 %

3,648 %

4,359 %

4,702 %

102

2,475 %

3,844 %

4,021 %

3,653 %

4,358 %

4,697 %

103

2,482 %

3,848 %

4,023 %

3,659 %

4,356 %

4,692 %

104

2,489 %

3,851 %

4,025 %

3,664 %

4,355 %

4,688 %

105

2,495 %

3,854 %

4,027 %

3,669 %

4,353 %

4,683 %

106

2,502 %

3,858 %

4,028 %

3,674 %

4,352 %

4,678 %

107

2,508 %

3,861 %

4,030 %

3,679 %

4,350 %

4,674 %

108

2,515 %

3,864 %

4,031 %

3,684 %

4,349 %

4,669 %

109

2,521 %

3,867 %

4,033 %

3,688 %

4,348 %

4,665 %

110

2,527 %

3,870 %

4,034 %

3,693 %

4,346 %

4,661 %

111

2,533 %

3,873 %

4,036 %

3,697 %

4,345 %

4,657 %

112

2,539 %

3,876 %

4,037 %

3,702 %

4,344 %

4,653 %

113

2,545 %

3,879 %

4,039 %

3,706 %

4,342 %

4,649 %

114

2,551 %

3,882 %

4,040 %

3,711 %

4,341 %

4,645 %

115

2,556 %

3,884 %

4,042 %

3,715 %

4,340 %

4,641 %

116

2,562 %

3,887 %

4,043 %

3,719 %

4,339 %

4,637 %

117

2,567 %

3,890 %

4,044 %

3,723 %

4,338 %

4,633 %

118

2,573 %

3,892 %

4,046 %

3,727 %

4,336 %

4,630 %

119

2,578 %

3,895 %

4,047 %

3,731 %

4,335 %

4,626 %

120

2,583 %

3,898 %

4,048 %

3,735 %

4,334 %

4,622 %

121

2,588 %

3,900 %

4,050 %

3,739 %

4,333 %

4,619 %

122

2,593 %

3,903 %

4,051 %

3,743 %

4,332 %

4,615 %

123

2,598 %

3,905 %

4,052 %

3,746 %

4,331 %

4,612 %

124

2,603 %

3,907 %

4,053 %

3,750 %

4,330 %

4,609 %

125

2,608 %

3,910 %

4,054 %

3,754 %

4,329 %

4,605 %

126

2,612 %

3,912 %

4,055 %

3,757 %

4,328 %

4,602 %

127

2,617 %

3,914 %

4,057 %

3,761 %

4,327 %

4,599 %

128

2,622 %

3,916 %

4,058 %

3,764 %

4,326 %

4,596 %

129

2,626 %

3,919 %

4,059 %

3,767 %

4,325 %

4,593 %

130

2,630 %

3,921 %

4,060 %

3,771 %

4,324 %

4,590 %

131

2,635 %

3,923 %

4,061 %

3,774 %

4,323 %

4,587 %

132

2,639 %

3,925 %

4,062 %

3,777 %

4,322 %

4,584 %

133

2,643 %

3,927 %

4,063 %

3,780 %

4,321 %

4,581 %

134

2,647 %

3,929 %

4,064 %

3,784 %

4,320 %

4,578 %

135

2,651 %

3,931 %

4,065 %

3,787 %

4,319 %

4,575 %

136

2,655 %

3,933 %

4,066 %

3,790 %

4,318 %

4,573 %

137

2,659 %

3,935 %

4,067 %

3,793 %

4,317 %

4,570 %

138

2,663 %

3,937 %

4,068 %

3,796 %

4,317 %

4,567 %

139

2,667 %

3,939 %

4,069 %

3,799 %

4,316 %

4,565 %

140

2,671 %

3,941 %

4,070 %

3,801 %

4,315 %

4,562 %

141

2,675 %

3,943 %

4,071 %

3,804 %

4,314 %

4,559 %

142

2,678 %

3,944 %

4,072 %

3,807 %

4,313 %

4,557 %

143

2,682 %

3,946 %

4,073 %

3,810 %

4,313 %

4,554 %

144

2,686 %

3,948 %

4,074 %

3,812 %

4,312 %

4,552 %

145

2,689 %

3,950 %

4,074 %

3,815 %

4,311 %

4,549 %

146

2,693 %

3,951 %

4,075 %

3,818 %

4,310 %

4,547 %

147

2,696 %

3,953 %

4,076 %

3,820 %

4,309 %

4,545 %

148

2,700 %

3,955 %

4,077 %

3,823 %

4,309 %

4,542 %

149

2,703 %

3,956 %

4,078 %

3,825 %

4,308 %

4,540 %

150

2,706 %

3,958 %

4,079 %

3,828 %

4,307 %

4,538 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,461 % | 7,178 % | 3,347 % | 0,257 % | 2,430 % | 7,354 % |
| 2 | 0,764 % | 7,292 % | 3,803 % | 0,343 % | 2,512 % | 8,072 % |
| 3 | 0,977 % | 7,404 % | 4,530 % | 0,431 % | 2,655 % | 8,510 % |
| 4 | 1,182 % | 7,513 % | 4,956 % | 0,520 % | 2,812 % | 8,814 % |
| 5 | 1,316 % | 7,610 % | 5,396 % | 0,609 % | 2,964 % | 9,035 % |
| 6 | 1,427 % | 7,680 % | 5,717 % | 0,697 % | 3,102 % | 9,214 % |
| 7 | 1,524 % | 7,752 % | 5,879 % | 0,786 % | 3,222 % | 9,353 % |
| 8 | 1,604 % | 7,804 % | 6,000 % | 0,871 % | 3,325 % | 9,470 % |
| 9 | 1,667 % | 7,847 % | 6,100 % | 0,953 % | 3,411 % | 9,563 % |
| 10 | 1,715 % | 7,882 % | 6,206 % | 1,032 % | 3,485 % | 9,646 % |
| 11 | 1,751 % | 7,892 % | 6,319 % | 1,120 % | 3,557 % | 9,723 % |
| 12 | 1,789 % | 7,879 % | 6,434 % | 1,214 % | 3,626 % | 9,794 % |
| 13 | 1,839 % | 7,851 % | 6,547 % | 1,310 % | 3,689 % | 9,860 % |
| 14 | 1,896 % | 7,811 % | 6,655 % | 1,407 % | 3,745 % | 9,910 % |
| 15 | 1,958 % | 7,763 % | 6,755 % | 1,502 % | 3,793 % | 9,934 % |
| 16 | 2,021 % | 7,709 % | 6,846 % | 1,594 % | 3,833 % | 9,928 % |
| 17 | 2,085 % | 7,652 % | 6,925 % | 1,684 % | 3,868 % | 9,895 % |
| 18 | 2,148 % | 7,593 % | 6,993 % | 1,769 % | 3,897 % | 9,841 % |
| 19 | 2,210 % | 7,533 % | 7,046 % | 1,851 % | 3,923 % | 9,772 % |
| 20 | 2,271 % | 7,472 % | 7,084 % | 1,930 % | 3,945 % | 9,692 % |
| 21 | 2,329 % | 7,412 % | 7,105 % | 2,005 % | 3,964 % | 9,602 % |
| 22 | 2,386 % | 7,352 % | 7,113 % | 2,076 % | 3,982 % | 9,507 % |
| 23 | 2,440 % | 7,293 % | 7,109 % | 2,144 % | 3,997 % | 9,409 % |
| 24 | 2,492 % | 7,236 % | 7,097 % | 2,208 % | 4,011 % | 9,308 % |
| 25 | 2,543 % | 7,180 % | 7,077 % | 2,270 % | 4,023 % | 9,206 % |
| 26 | 2,591 % | 7,126 % | 7,053 % | 2,328 % | 4,034 % | 9,104 % |
| 27 | 2,637 % | 7,074 % | 7,025 % | 2,384 % | 4,044 % | 9,004 % |
| 28 | 2,681 % | 7,023 % | 6,994 % | 2,437 % | 4,053 % | 8,905 % |
| 29 | 2,723 % | 6,974 % | 6,961 % | 2,488 % | 4,061 % | 8,808 % |
| 30 | 2,763 % | 6,927 % | 6,926 % | 2,536 % | 4,069 % | 8,714 % |
| 31 | 2,802 % | 6,881 % | 6,891 % | 2,582 % | 4,076 % | 8,623 % |
| 32 | 2,839 % | 6,838 % | 6,856 % | 2,625 % | 4,082 % | 8,534 % |
| 33 | 2,874 % | 6,796 % | 6,820 % | 2,667 % | 4,088 % | 8,448 % |
| 34 | 2,908 % | 6,755 % | 6,785 % | 2,707 % | 4,093 % | 8,365 % |
| 35 | 2,940 % | 6,717 % | 6,750 % | 2,745 % | 4,098 % | 8,285 % |
| 36 | 2,971 % | 6,680 % | 6,716 % | 2,781 % | 4,102 % | 8,209 % |
| 37 | 3,001 % | 6,644 % | 6,682 % | 2,816 % | 4,106 % | 8,135 % |
| 38 | 3,029 % | 6,609 % | 6,650 % | 2,850 % | 4,110 % | 8,064 % |
| 39 | 3,057 % | 6,576 % | 6,618 % | 2,881 % | 4,113 % | 7,995 % |
| 40 | 3,083 % | 6,545 % | 6,587 % | 2,912 % | 4,116 % | 7,930 % |
| 41 | 3,108 % | 6,514 % | 6,557 % | 2,941 % | 4,119 % | 7,866 % |
| 42 | 3,132 % | 6,485 % | 6,528 % | 2,969 % | 4,122 % | 7,806 % |
| 43 | 3,155 % | 6,457 % | 6,500 % | 2,996 % | 4,125 % | 7,748 % |
| 44 | 3,178 % | 6,430 % | 6,472 % | 3,022 % | 4,127 % | 7,692 % |
| 45 | 3,199 % | 6,404 % | 6,446 % | 3,047 % | 4,130 % | 7,638 % |
| 46 | 3,220 % | 6,379 % | 6,420 % | 3,071 % | 4,132 % | 7,586 % |
| 47 | 3,240 % | 6,355 % | 6,396 % | 3,094 % | 4,134 % | 7,537 % |
| 48 | 3,259 % | 6,331 % | 6,372 % | 3,116 % | 4,136 % | 7,489 % |
| 49 | 3,277 % | 6,309 % | 6,349 % | 3,137 % | 4,137 % | 7,443 % |
| 50 | 3,295 % | 6,287 % | 6,327 % | 3,158 % | 4,139 % | 7,398 % |
| 51 | 3,312 % | 6,267 % | 6,306 % | 3,178 % | 4,141 % | 7,356 % |
| 52 | 3,329 % | 6,247 % | 6,285 % | 3,197 % | 4,142 % | 7,314 % |
| 53 | 3,345 % | 6,227 % | 6,265 % | 3,215 % | 4,144 % | 7,275 % |
| 54 | 3,360 % | 6,209 % | 6,245 % | 3,233 % | 4,145 % | 7,236 % |
| 55 | 3,375 % | 6,191 % | 6,227 % | 3,250 % | 4,146 % | 7,199 % |
| 56 | 3,389 % | 6,173 % | 6,209 % | 3,267 % | 4,147 % | 7,164 % |
| 57 | 3,403 % | 6,156 % | 6,191 % | 3,283 % | 4,149 % | 7,129 % |
| 58 | 3,417 % | 6,140 % | 6,174 % | 3,298 % | 4,150 % | 7,096 % |
| 59 | 3,430 % | 6,124 % | 6,158 % | 3,313 % | 4,151 % | 7,064 % |
| 60 | 3,442 % | 6,109 % | 6,142 % | 3,328 % | 4,152 % | 7,033 % |
| 61 | 3,454 % | 6,094 % | 6,127 % | 3,342 % | 4,153 % | 7,003 % |
| 62 | 3,466 % | 6,080 % | 6,112 % | 3,356 % | 4,154 % | 6,973 % |
| 63 | 3,478 % | 6,066 % | 6,098 % | 3,369 % | 4,155 % | 6,945 % |
| 64 | 3,489 % | 6,052 % | 6,084 % | 3,382 % | 4,155 % | 6,918 % |
| 65 | 3,500 % | 6,039 % | 6,070 % | 3,394 % | 4,156 % | 6,891 % |
| 66 | 3,510 % | 6,027 % | 6,057 % | 3,406 % | 4,157 % | 6,865 % |
| 67 | 3,520 % | 6,014 % | 6,044 % | 3,418 % | 4,158 % | 6,840 % |
| 68 | 3,530 % | 6,002 % | 6,032 % | 3,429 % | 4,158 % | 6,816 % |
| 69 | 3,540 % | 5,991 % | 6,020 % | 3,440 % | 4,159 % | 6,793 % |
| 70 | 3,549 % | 5,979 % | 6,008 % | 3,451 % | 4,160 % | 6,770 % |
| 71 | 3,558 % | 5,968 % | 5,996 % | 3,461 % | 4,160 % | 6,748 % |
| 72 | 3,567 % | 5,958 % | 5,985 % | 3,472 % | 4,161 % | 6,726 % |
| 73 | 3,576 % | 5,947 % | 5,975 % | 3,482 % | 4,162 % | 6,705 % |
| 74 | 3,584 % | 5,937 % | 5,964 % | 3,491 % | 4,162 % | 6,684 % |
| 75 | 3,592 % | 5,927 % | 5,954 % | 3,501 % | 4,163 % | 6,665 % |
| 76 | 3,600 % | 5,918 % | 5,944 % | 3,510 % | 4,163 % | 6,645 % |
| 77 | 3,608 % | 5,909 % | 5,934 % | 3,519 % | 4,164 % | 6,626 % |
| 78 | 3,616 % | 5,899 % | 5,925 % | 3,527 % | 4,164 % | 6,608 % |
| 79 | 3,623 % | 5,891 % | 5,916 % | 3,536 % | 4,165 % | 6,590 % |
| 80 | 3,630 % | 5,882 % | 5,907 % | 3,544 % | 4,165 % | 6,572 % |
| 81 | 3,637 % | 5,873 % | 5,898 % | 3,552 % | 4,166 % | 6,555 % |
| 82 | 3,644 % | 5,865 % | 5,889 % | 3,560 % | 4,166 % | 6,539 % |
| 83 | 3,651 % | 5,857 % | 5,881 % | 3,568 % | 4,167 % | 6,523 % |
| 84 | 3,657 % | 5,849 % | 5,873 % | 3,575 % | 4,167 % | 6,507 % |
| 85 | 3,663 % | 5,842 % | 5,865 % | 3,582 % | 4,167 % | 6,491 % |
| 86 | 3,670 % | 5,834 % | 5,857 % | 3,590 % | 4,168 % | 6,476 % |
| 87 | 3,676 % | 5,827 % | 5,850 % | 3,597 % | 4,168 % | 6,461 % |
| 88 | 3,682 % | 5,820 % | 5,842 % | 3,603 % | 4,169 % | 6,447 % |
| 89 | 3,687 % | 5,813 % | 5,835 % | 3,610 % | 4,169 % | 6,433 % |
| 90 | 3,693 % | 5,806 % | 5,828 % | 3,617 % | 4,169 % | 6,419 % |
| 91 | 3,699 % | 5,799 % | 5,821 % | 3,623 % | 4,170 % | 6,406 % |
| 92 | 3,704 % | 5,793 % | 5,814 % | 3,629 % | 4,170 % | 6,392 % |
| 93 | 3,709 % | 5,786 % | 5,808 % | 3,635 % | 4,170 % | 6,380 % |
| 94 | 3,715 % | 5,780 % | 5,801 % | 3,641 % | 4,171 % | 6,367 % |
| 95 | 3,720 % | 5,774 % | 5,795 % | 3,647 % | 4,171 % | 6,355 % |
| 96 | 3,725 % | 5,768 % | 5,789 % | 3,653 % | 4,171 % | 6,342 % |
| 97 | 3,730 % | 5,762 % | 5,783 % | 3,659 % | 4,172 % | 6,331 % |
| 98 | 3,734 % | 5,756 % | 5,777 % | 3,664 % | 4,172 % | 6,319 % |
| 99 | 3,739 % | 5,751 % | 5,771 % | 3,670 % | 4,172 % | 6,308 % |
| 100 | 3,744 % | 5,745 % | 5,765 % | 3,675 % | 4,172 % | 6,297 % |
| 101 | 3,748 % | 5,740 % | 5,759 % | 3,680 % | 4,173 % | 6,286 % |
| 102 | 3,753 % | 5,735 % | 5,754 % | 3,685 % | 4,173 % | 6,275 % |
| 103 | 3,757 % | 5,729 % | 5,749 % | 3,690 % | 4,173 % | 6,264 % |
| 104 | 3,761 % | 5,724 % | 5,743 % | 3,695 % | 4,174 % | 6,254 % |
| 105 | 3,765 % | 5,719 % | 5,738 % | 3,700 % | 4,174 % | 6,244 % |
| 106 | 3,769 % | 5,714 % | 5,733 % | 3,704 % | 4,174 % | 6,234 % |
| 107 | 3,773 % | 5,709 % | 5,728 % | 3,709 % | 4,174 % | 6,224 % |
| 108 | 3,777 % | 5,705 % | 5,723 % | 3,714 % | 4,175 % | 6,215 % |
| 109 | 3,781 % | 5,700 % | 5,718 % | 3,718 % | 4,175 % | 6,206 % |
| 110 | 3,785 % | 5,696 % | 5,714 % | 3,722 % | 4,175 % | 6,196 % |
| 111 | 3,789 % | 5,691 % | 5,709 % | 3,727 % | 4,175 % | 6,187 % |
| 112 | 3,792 % | 5,687 % | 5,704 % | 3,731 % | 4,175 % | 6,179 % |
| 113 | 3,796 % | 5,682 % | 5,700 % | 3,735 % | 4,176 % | 6,170 % |
| 114 | 3,800 % | 5,678 % | 5,695 % | 3,739 % | 4,176 % | 6,161 % |
| 115 | 3,803 % | 5,674 % | 5,691 % | 3,743 % | 4,176 % | 6,153 % |
| 116 | 3,806 % | 5,670 % | 5,687 % | 3,747 % | 4,176 % | 6,145 % |
| 117 | 3,810 % | 5,666 % | 5,683 % | 3,751 % | 4,177 % | 6,137 % |
| 118 | 3,813 % | 5,662 % | 5,679 % | 3,755 % | 4,177 % | 6,129 % |
| 119 | 3,816 % | 5,658 % | 5,675 % | 3,758 % | 4,177 % | 6,121 % |
| 120 | 3,820 % | 5,654 % | 5,671 % | 3,762 % | 4,177 % | 6,113 % |
| 121 | 3,823 % | 5,650 % | 5,667 % | 3,766 % | 4,177 % | 6,105 % |
| 122 | 3,826 % | 5,647 % | 5,663 % | 3,769 % | 4,177 % | 6,098 % |
| 123 | 3,829 % | 5,643 % | 5,659 % | 3,773 % | 4,178 % | 6,091 % |
| 124 | 3,832 % | 5,640 % | 5,655 % | 3,776 % | 4,178 % | 6,083 % |
| 125 | 3,835 % | 5,636 % | 5,652 % | 3,780 % | 4,178 % | 6,076 % |
| 126 | 3,838 % | 5,633 % | 5,648 % | 3,783 % | 4,178 % | 6,069 % |
| 127 | 3,841 % | 5,629 % | 5,645 % | 3,786 % | 4,178 % | 6,062 % |
| 128 | 3,843 % | 5,626 % | 5,641 % | 3,789 % | 4,179 % | 6,056 % |
| 129 | 3,846 % | 5,622 % | 5,638 % | 3,793 % | 4,179 % | 6,049 % |
| 130 | 3,849 % | 5,619 % | 5,634 % | 3,796 % | 4,179 % | 6,043 % |
| 131 | 3,851 % | 5,616 % | 5,631 % | 3,799 % | 4,179 % | 6,036 % |
| 132 | 3,854 % | 5,613 % | 5,628 % | 3,802 % | 4,179 % | 6,030 % |
| 133 | 3,857 % | 5,610 % | 5,625 % | 3,805 % | 4,179 % | 6,023 % |
| 134 | 3,859 % | 5,607 % | 5,621 % | 3,808 % | 4,180 % | 6,017 % |
| 135 | 3,862 % | 5,604 % | 5,618 % | 3,811 % | 4,180 % | 6,011 % |
| 136 | 3,864 % | 5,601 % | 5,615 % | 3,814 % | 4,180 % | 6,005 % |
| 137 | 3,867 % | 5,598 % | 5,612 % | 3,816 % | 4,180 % | 5,999 % |
| 138 | 3,869 % | 5,595 % | 5,609 % | 3,819 % | 4,180 % | 5,993 % |
| 139 | 3,871 % | 5,592 % | 5,606 % | 3,822 % | 4,180 % | 5,988 % |
| 140 | 3,874 % | 5,589 % | 5,603 % | 3,825 % | 4,180 % | 5,982 % |
| 141 | 3,876 % | 5,586 % | 5,600 % | 3,827 % | 4,181 % | 5,977 % |
| 142 | 3,878 % | 5,584 % | 5,598 % | 3,830 % | 4,181 % | 5,971 % |
| 143 | 3,881 % | 5,581 % | 5,595 % | 3,832 % | 4,181 % | 5,966 % |
| 144 | 3,883 % | 5,578 % | 5,592 % | 3,835 % | 4,181 % | 5,960 % |
| 145 | 3,885 % | 5,576 % | 5,589 % | 3,838 % | 4,181 % | 5,955 % |
| 146 | 3,887 % | 5,573 % | 5,587 % | 3,840 % | 4,181 % | 5,950 % |
| 147 | 3,889 % | 5,571 % | 5,584 % | 3,842 % | 4,181 % | 5,945 % |
| 148 | 3,891 % | 5,568 % | 5,581 % | 3,845 % | 4,181 % | 5,940 % |
| 149 | 3,894 % | 5,566 % | 5,579 % | 3,847 % | 4,182 % | 5,935 % |
| 150 | 3,896 % | 5,563 % | 5,576 % | 3,850 % | 4,182 % | 5,930 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,461 %

7,178 %

3,347 %

0,257 %

2,430 %

7,354 %

2

0,764 %

7,292 %

3,803 %

0,343 %

2,512 %

8,072 %

3

0,977 %

7,404 %

4,530 %

0,431 %

2,655 %

8,510 %

4

1,182 %

7,513 %

4,956 %

0,520 %

2,812 %

8,814 %

5

1,316 %

7,610 %

5,396 %

0,609 %

2,964 %

9,035 %

6

1,427 %

7,680 %

5,717 %

0,697 %

3,102 %

9,214 %

7

1,524 %

7,752 %

5,879 %

0,786 %

3,222 %

9,353 %

8

1,604 %

7,804 %

6,000 %

0,871 %

3,325 %

9,470 %

9

1,667 %

7,847 %

6,100 %

0,953 %

3,411 %

9,563 %

10

1,715 %

7,882 %

6,206 %

1,032 %

3,485 %

9,646 %

11

1,751 %

7,892 %

6,319 %

1,120 %

3,557 %

9,723 %

12

1,789 %

7,879 %

6,434 %

1,214 %

3,626 %

9,794 %

13

1,839 %

7,851 %

6,547 %

1,310 %

3,689 %

9,860 %

14

1,896 %

7,811 %

6,655 %

1,407 %

3,745 %

9,910 %

15

1,958 %

7,763 %

6,755 %

1,502 %

3,793 %

9,934 %

16

2,021 %

7,709 %

6,846 %

1,594 %

3,833 %

9,928 %

17

2,085 %

7,652 %

6,925 %

1,684 %

3,868 %

9,895 %

18

2,148 %

7,593 %

6,993 %

1,769 %

3,897 %

9,841 %

19

2,210 %

7,533 %

7,046 %

1,851 %

3,923 %

9,772 %

20

2,271 %

7,472 %

7,084 %

1,930 %

3,945 %

9,692 %

21

2,329 %

7,412 %

7,105 %

2,005 %

3,964 %

9,602 %

22

2,386 %

7,352 %

7,113 %

2,076 %

3,982 %

9,507 %

23

2,440 %

7,293 %

7,109 %

2,144 %

3,997 %

9,409 %

24

2,492 %

7,236 %

7,097 %

2,208 %

4,011 %

9,308 %

25

2,543 %

7,180 %

7,077 %

2,270 %

4,023 %

9,206 %

26

2,591 %

7,126 %

7,053 %

2,328 %

4,034 %

9,104 %

27

2,637 %

7,074 %

7,025 %

2,384 %

4,044 %

9,004 %

28

2,681 %

7,023 %

6,994 %

2,437 %

4,053 %

8,905 %

29

2,723 %

6,974 %

6,961 %

2,488 %

4,061 %

8,808 %

30

2,763 %

6,927 %

6,926 %

2,536 %

4,069 %

8,714 %

31

2,802 %

6,881 %

6,891 %

2,582 %

4,076 %

8,623 %

32

2,839 %

6,838 %

6,856 %

2,625 %

4,082 %

8,534 %

33

2,874 %

6,796 %

6,820 %

2,667 %

4,088 %

8,448 %

34

2,908 %

6,755 %

6,785 %

2,707 %

4,093 %

8,365 %

35

2,940 %

6,717 %

6,750 %

2,745 %

4,098 %

8,285 %

36

2,971 %

6,680 %

6,716 %

2,781 %

4,102 %

8,209 %

37

3,001 %

6,644 %

6,682 %

2,816 %

4,106 %

8,135 %

38

3,029 %

6,609 %

6,650 %

2,850 %

4,110 %

8,064 %

39

3,057 %

6,576 %

6,618 %

2,881 %

4,113 %

7,995 %

40

3,083 %

6,545 %

6,587 %

2,912 %

4,116 %

7,930 %

41

3,108 %

6,514 %

6,557 %

2,941 %

4,119 %

7,866 %

42

3,132 %

6,485 %

6,528 %

2,969 %

4,122 %

7,806 %

43

3,155 %

6,457 %

6,500 %

2,996 %

4,125 %

7,748 %

44

3,178 %

6,430 %

6,472 %

3,022 %

4,127 %

7,692 %

45

3,199 %

6,404 %

6,446 %

3,047 %

4,130 %

7,638 %

46

3,220 %

6,379 %

6,420 %

3,071 %

4,132 %

7,586 %

47

3,240 %

6,355 %

6,396 %

3,094 %

4,134 %

7,537 %

48

3,259 %

6,331 %

6,372 %

3,116 %

4,136 %

7,489 %

49

3,277 %

6,309 %

6,349 %

3,137 %

4,137 %

7,443 %

50

3,295 %

6,287 %

6,327 %

3,158 %

4,139 %

7,398 %

51

3,312 %

6,267 %

6,306 %

3,178 %

4,141 %

7,356 %

52

3,329 %

6,247 %

6,285 %

3,197 %

4,142 %

7,314 %

53

3,345 %

6,227 %

6,265 %

3,215 %

4,144 %

7,275 %

54

3,360 %

6,209 %

6,245 %

3,233 %

4,145 %

7,236 %

55

3,375 %

6,191 %

6,227 %

3,250 %

4,146 %

7,199 %

56

3,389 %

6,173 %

6,209 %

3,267 %

4,147 %

7,164 %

57

3,403 %

6,156 %

6,191 %

3,283 %

4,149 %

7,129 %

58

3,417 %

6,140 %

6,174 %

3,298 %

4,150 %

7,096 %

59

3,430 %

6,124 %

6,158 %

3,313 %

4,151 %

7,064 %

60

3,442 %

6,109 %

6,142 %

3,328 %

4,152 %

7,033 %

61

3,454 %

6,094 %

6,127 %

3,342 %

4,153 %

7,003 %

62

3,466 %

6,080 %

6,112 %

3,356 %

4,154 %

6,973 %

63

3,478 %

6,066 %

6,098 %

3,369 %

4,155 %

6,945 %

64

3,489 %

6,052 %

6,084 %

3,382 %

4,155 %

6,918 %

65

3,500 %

6,039 %

6,070 %

3,394 %

4,156 %

6,891 %

66

3,510 %

6,027 %

6,057 %

3,406 %

4,157 %

6,865 %

67

3,520 %

6,014 %

6,044 %

3,418 %

4,158 %

6,840 %

68

3,530 %

6,002 %

6,032 %

3,429 %

4,158 %

6,816 %

69

3,540 %

5,991 %

6,020 %

3,440 %

4,159 %

6,793 %

70

3,549 %

5,979 %

6,008 %

3,451 %

4,160 %

6,770 %

71

3,558 %

5,968 %

5,996 %

3,461 %

4,160 %

6,748 %

72

3,567 %

5,958 %

5,985 %

3,472 %

4,161 %

6,726 %

73

3,576 %

5,947 %

5,975 %

3,482 %

4,162 %

6,705 %

74

3,584 %

5,937 %

5,964 %

3,491 %

4,162 %

6,684 %

75

3,592 %

5,927 %

5,954 %

3,501 %

4,163 %

6,665 %

76

3,600 %

5,918 %

5,944 %

3,510 %

4,163 %

6,645 %

77

3,608 %

5,909 %

5,934 %

3,519 %

4,164 %

6,626 %

78

3,616 %

5,899 %

5,925 %

3,527 %

4,164 %

6,608 %

79

3,623 %

5,891 %

5,916 %

3,536 %

4,165 %

6,590 %

80

3,630 %

5,882 %

5,907 %

3,544 %

4,165 %

6,572 %

81

3,637 %

5,873 %

5,898 %

3,552 %

4,166 %

6,555 %

82

3,644 %

5,865 %

5,889 %

3,560 %

4,166 %

6,539 %

83

3,651 %

5,857 %

5,881 %

3,568 %

4,167 %

6,523 %

84

3,657 %

5,849 %

5,873 %

3,575 %

4,167 %

6,507 %

85

3,663 %

5,842 %

5,865 %

3,582 %

4,167 %

6,491 %

86

3,670 %

5,834 %

5,857 %

3,590 %

4,168 %

6,476 %

87

3,676 %

5,827 %

5,850 %

3,597 %

4,168 %

6,461 %

88

3,682 %

5,820 %

5,842 %

3,603 %

4,169 %

6,447 %

89

3,687 %

5,813 %

5,835 %

3,610 %

4,169 %

6,433 %

90

3,693 %

5,806 %

5,828 %

3,617 %

4,169 %

6,419 %

91

3,699 %

5,799 %

5,821 %

3,623 %

4,170 %

6,406 %

92

3,704 %

5,793 %

5,814 %

3,629 %

4,170 %

6,392 %

93

3,709 %

5,786 %

5,808 %

3,635 %

4,170 %

6,380 %

94

3,715 %

5,780 %

5,801 %

3,641 %

4,171 %

6,367 %

95

3,720 %

5,774 %

5,795 %

3,647 %

4,171 %

6,355 %

96

3,725 %

5,768 %

5,789 %

3,653 %

4,171 %

6,342 %

97

3,730 %

5,762 %

5,783 %

3,659 %

4,172 %

6,331 %

98

3,734 %

5,756 %

5,777 %

3,664 %

4,172 %

6,319 %

99

3,739 %

5,751 %

5,771 %

3,670 %

4,172 %

6,308 %

100

3,744 %

5,745 %

5,765 %

3,675 %

4,172 %

6,297 %

101

3,748 %

5,740 %

5,759 %

3,680 %

4,173 %

6,286 %

102

3,753 %

5,735 %

5,754 %

3,685 %

4,173 %

6,275 %

103

3,757 %

5,729 %

5,749 %

3,690 %

4,173 %

6,264 %

104

3,761 %

5,724 %

5,743 %

3,695 %

4,174 %

6,254 %

105

3,765 %

5,719 %

5,738 %

3,700 %

4,174 %

6,244 %

106

3,769 %

5,714 %

5,733 %

3,704 %

4,174 %

6,234 %

107

3,773 %

5,709 %

5,728 %

3,709 %

4,174 %

6,224 %

108

3,777 %

5,705 %

5,723 %

3,714 %

4,175 %

6,215 %

109

3,781 %

5,700 %

5,718 %

3,718 %

4,175 %

6,206 %

110

3,785 %

5,696 %

5,714 %

3,722 %

4,175 %

6,196 %

111

3,789 %

5,691 %

5,709 %

3,727 %

4,175 %

6,187 %

112

3,792 %

5,687 %

5,704 %

3,731 %

4,175 %

6,179 %

113

3,796 %

5,682 %

5,700 %

3,735 %

4,176 %

6,170 %

114

3,800 %

5,678 %

5,695 %

3,739 %

4,176 %

6,161 %

115

3,803 %

5,674 %

5,691 %

3,743 %

4,176 %

6,153 %

116

3,806 %

5,670 %

5,687 %

3,747 %

4,176 %

6,145 %

117

3,810 %

5,666 %

5,683 %

3,751 %

4,177 %

6,137 %

118

3,813 %

5,662 %

5,679 %

3,755 %

4,177 %

6,129 %

119

3,816 %

5,658 %

5,675 %

3,758 %

4,177 %

6,121 %

120

3,820 %

5,654 %

5,671 %

3,762 %

4,177 %

6,113 %

121

3,823 %

5,650 %

5,667 %

3,766 %

4,177 %

6,105 %

122

3,826 %

5,647 %

5,663 %

3,769 %

4,177 %

6,098 %

123

3,829 %

5,643 %

5,659 %

3,773 %

4,178 %

6,091 %

124

3,832 %

5,640 %

5,655 %

3,776 %

4,178 %

6,083 %

125

3,835 %

5,636 %

5,652 %

3,780 %

4,178 %

6,076 %

126

3,838 %

5,633 %

5,648 %

3,783 %

4,178 %

6,069 %

127

3,841 %

5,629 %

5,645 %

3,786 %

4,178 %

6,062 %

128

3,843 %

5,626 %

5,641 %

3,789 %

4,179 %

6,056 %

129

3,846 %

5,622 %

5,638 %

3,793 %

4,179 %

6,049 %

130

3,849 %

5,619 %

5,634 %

3,796 %

4,179 %

6,043 %

131

3,851 %

5,616 %

5,631 %

3,799 %

4,179 %

6,036 %

132

3,854 %

5,613 %

5,628 %

3,802 %

4,179 %

6,030 %

133

3,857 %

5,610 %

5,625 %

3,805 %

4,179 %

6,023 %

134

3,859 %

5,607 %

5,621 %

3,808 %

4,180 %

6,017 %

135

3,862 %

5,604 %

5,618 %

3,811 %

4,180 %

6,011 %

136

3,864 %

5,601 %

5,615 %

3,814 %

4,180 %

6,005 %

137

3,867 %

5,598 %

5,612 %

3,816 %

4,180 %

5,999 %

138

3,869 %

5,595 %

5,609 %

3,819 %

4,180 %

5,993 %

139

3,871 %

5,592 %

5,606 %

3,822 %

4,180 %

5,988 %

140

3,874 %

5,589 %

5,603 %

3,825 %

4,180 %

5,982 %

141

3,876 %

5,586 %

5,600 %

3,827 %

4,181 %

5,977 %

142

3,878 %

5,584 %

5,598 %

3,830 %

4,181 %

5,971 %

143

3,881 %

5,581 %

5,595 %

3,832 %

4,181 %

5,966 %

144

3,883 %

5,578 %

5,592 %

3,835 %

4,181 %

5,960 %

145

3,885 %

5,576 %

5,589 %

3,838 %

4,181 %

5,955 %

146

3,887 %

5,573 %

5,587 %

3,840 %

4,181 %

5,950 %

147

3,889 %

5,571 %

5,584 %

3,842 %

4,181 %

5,945 %

148

3,891 %

5,568 %

5,581 %

3,845 %

4,181 %

5,940 %

149

3,894 %

5,566 %

5,579 %

3,847 %

4,182 %

5,935 %

150

3,896 %

5,563 %

5,576 %

3,850 %

4,182 %

5,930 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 15,543 % | 1,985 % | 3,562 % | 11,250 % | 1,534 % | 1,301 % |
| 2 | 16,275 % | 2,000 % | 3,614 % | 10,692 % | 1,740 % | 1,301 % |
| 3 | 16,450 % | 2,083 % | 3,667 % | 11,303 % | 1,955 % | 1,337 % |
| 4 | 16,698 % | 2,156 % | 3,732 % | 10,962 % | 2,145 % | 1,386 % |
| 5 | 17,140 % | 2,265 % | 3,797 % | 10,098 % | 2,281 % | 1,433 % |
| 6 | 17,082 % | 2,347 % | 3,887 % | 10,681 % | 2,421 % | 1,480 % |
| 7 | 17,033 % | 2,417 % | 3,978 % | 9,993 % | 2,545 % | 1,527 % |
| 8 | 17,014 % | 2,460 % | 4,064 % | 10,011 % | 2,642 % | 1,569 % |
| 9 | 16,999 % | 2,514 % | 4,153 % | 10,052 % | 2,719 % | 1,608 % |
| 10 | 16,987 % | 2,558 % | 4,243 % | 9,818 % | 2,773 % | 1,643 % |
| 11 | 16,928 % | 2,602 % | 4,291 % | 9,552 % | 2,830 % | 1,675 % |
| 12 | 16,821 % | 2,648 % | 4,324 % | 9,310 % | 2,885 % | 1,700 % |
| 13 | 16,674 % | 2,695 % | 4,370 % | 9,088 % | 2,929 % | 1,714 % |
| 14 | 16,495 % | 2,741 % | 4,428 % | 8,882 % | 2,963 % | 1,721 % |
| 15 | 16,291 % | 2,787 % | 4,492 % | 8,691 % | 2,985 % | 1,722 % |
| 16 | 16,067 % | 2,831 % | 4,558 % | 8,513 % | 2,997 % | 1,720 % |
| 17 | 15,827 % | 2,874 % | 4,622 % | 8,346 % | 3,003 % | 1,718 % |
| 18 | 15,576 % | 2,916 % | 4,681 % | 8,190 % | 3,007 % | 1,722 % |
| 19 | 15,317 % | 2,956 % | 4,733 % | 8,042 % | 3,013 % | 1,734 % |
| 20 | 15,053 % | 2,995 % | 4,775 % | 7,903 % | 3,021 % | 1,755 % |
| 21 | 14,788 % | 3,031 % | 4,807 % | 7,773 % | 3,034 % | 1,786 % |
| 22 | 14,522 % | 3,067 % | 4,831 % | 7,649 % | 3,050 % | 1,826 % |
| 23 | 14,259 % | 3,101 % | 4,846 % | 7,532 % | 3,069 % | 1,870 % |
| 24 | 14,000 % | 3,133 % | 4,856 % | 7,422 % | 3,089 % | 1,918 % |
| 25 | 13,747 % | 3,164 % | 4,862 % | 7,317 % | 3,111 % | 1,969 % |
| 26 | 13,499 % | 3,193 % | 4,863 % | 7,218 % | 3,133 % | 2,020 % |
| 27 | 13,259 % | 3,222 % | 4,862 % | 7,124 % | 3,156 % | 2,071 % |
| 28 | 13,026 % | 3,249 % | 4,858 % | 7,035 % | 3,179 % | 2,123 % |
| 29 | 12,801 % | 3,275 % | 4,852 % | 6,950 % | 3,202 % | 2,173 % |
| 30 | 12,585 % | 3,299 % | 4,845 % | 6,870 % | 3,224 % | 2,223 % |
| 31 | 12,376 % | 3,323 % | 4,837 % | 6,793 % | 3,247 % | 2,272 % |
| 32 | 12,176 % | 3,346 % | 4,828 % | 6,720 % | 3,268 % | 2,319 % |
| 33 | 11,984 % | 3,367 % | 4,818 % | 6,651 % | 3,290 % | 2,365 % |
| 34 | 11,800 % | 3,388 % | 4,808 % | 6,585 % | 3,310 % | 2,410 % |
| 35 | 11,624 % | 3,408 % | 4,797 % | 6,522 % | 3,331 % | 2,453 % |
| 36 | 11,456 % | 3,427 % | 4,787 % | 6,462 % | 3,350 % | 2,494 % |
| 37 | 11,294 % | 3,445 % | 4,776 % | 6,405 % | 3,369 % | 2,535 % |
| 38 | 11,140 % | 3,463 % | 4,765 % | 6,350 % | 3,388 % | 2,573 % |
| 39 | 10,992 % | 3,480 % | 4,754 % | 6,298 % | 3,405 % | 2,611 % |
| 40 | 10,851 % | 3,496 % | 4,744 % | 6,248 % | 3,423 % | 2,647 % |
| 41 | 10,716 % | 3,512 % | 4,733 % | 6,200 % | 3,439 % | 2,681 % |
| 42 | 10,586 % | 3,526 % | 4,723 % | 6,154 % | 3,455 % | 2,714 % |
| 43 | 10,462 % | 3,541 % | 4,713 % | 6,110 % | 3,471 % | 2,747 % |
| 44 | 10,343 % | 3,555 % | 4,703 % | 6,068 % | 3,486 % | 2,777 % |
| 45 | 10,229 % | 3,568 % | 4,693 % | 6,027 % | 3,500 % | 2,807 % |
| 46 | 10,119 % | 3,581 % | 4,684 % | 5,989 % | 3,514 % | 2,836 % |
| 47 | 10,014 % | 3,593 % | 4,675 % | 5,951 % | 3,528 % | 2,863 % |
| 48 | 9,914 % | 3,605 % | 4,666 % | 5,915 % | 3,541 % | 2,890 % |
| 49 | 9,817 % | 3,617 % | 4,657 % | 5,881 % | 3,554 % | 2,916 % |
| 50 | 9,724 % | 3,628 % | 4,649 % | 5,848 % | 3,566 % | 2,940 % |
| 51 | 9,634 % | 3,638 % | 4,641 % | 5,816 % | 3,578 % | 2,964 % |
| 52 | 9,548 % | 3,649 % | 4,633 % | 5,785 % | 3,589 % | 2,987 % |
| 53 | 9,465 % | 3,659 % | 4,625 % | 5,755 % | 3,600 % | 3,010 % |
| 54 | 9,385 % | 3,668 % | 4,618 % | 5,727 % | 3,611 % | 3,031 % |
| 55 | 9,308 % | 3,678 % | 4,610 % | 5,699 % | 3,621 % | 3,052 % |
| 56 | 9,233 % | 3,687 % | 4,603 % | 5,673 % | 3,631 % | 3,072 % |
| 57 | 9,162 % | 3,695 % | 4,597 % | 5,647 % | 3,641 % | 3,091 % |
| 58 | 9,092 % | 3,704 % | 4,590 % | 5,622 % | 3,650 % | 3,110 % |
| 59 | 9,025 % | 3,712 % | 4,584 % | 5,598 % | 3,659 % | 3,128 % |
| 60 | 8,961 % | 3,720 % | 4,577 % | 5,575 % | 3,668 % | 3,146 % |
| 61 | 8,898 % | 3,728 % | 4,571 % | 5,552 % | 3,677 % | 3,163 % |
| 62 | 8,838 % | 3,735 % | 4,565 % | 5,530 % | 3,685 % | 3,179 % |
| 63 | 8,779 % | 3,742 % | 4,560 % | 5,509 % | 3,693 % | 3,195 % |
| 64 | 8,722 % | 3,749 % | 4,554 % | 5,489 % | 3,701 % | 3,211 % |
| 65 | 8,667 % | 3,756 % | 4,549 % | 5,469 % | 3,708 % | 3,226 % |
| 66 | 8,614 % | 3,763 % | 4,544 % | 5,450 % | 3,716 % | 3,241 % |
| 67 | 8,562 % | 3,769 % | 4,539 % | 5,431 % | 3,723 % | 3,255 % |
| 68 | 8,512 % | 3,775 % | 4,534 % | 5,413 % | 3,730 % | 3,269 % |
| 69 | 8,463 % | 3,782 % | 4,529 % | 5,395 % | 3,737 % | 3,282 % |
| 70 | 8,416 % | 3,787 % | 4,524 % | 5,378 % | 3,743 % | 3,295 % |
| 71 | 8,370 % | 3,793 % | 4,520 % | 5,361 % | 3,749 % | 3,308 % |
| 72 | 8,326 % | 3,799 % | 4,515 % | 5,345 % | 3,756 % | 3,320 % |
| 73 | 8,282 % | 3,804 % | 4,511 % | 5,330 % | 3,762 % | 3,332 % |
| 74 | 8,240 % | 3,810 % | 4,507 % | 5,314 % | 3,768 % | 3,344 % |
| 75 | 8,199 % | 3,815 % | 4,503 % | 5,299 % | 3,773 % | 3,355 % |
| 76 | 8,159 % | 3,820 % | 4,499 % | 5,285 % | 3,779 % | 3,366 % |
| 77 | 8,120 % | 3,825 % | 4,495 % | 5,271 % | 3,784 % | 3,377 % |
| 78 | 8,082 % | 3,829 % | 4,491 % | 5,257 % | 3,790 % | 3,387 % |
| 79 | 8,045 % | 3,834 % | 4,487 % | 5,243 % | 3,795 % | 3,397 % |
| 80 | 8,009 % | 3,839 % | 4,484 % | 5,230 % | 3,800 % | 3,407 % |
| 81 | 7,974 % | 3,843 % | 4,480 % | 5,218 % | 3,805 % | 3,417 % |
| 82 | 7,940 % | 3,847 % | 4,477 % | 5,205 % | 3,810 % | 3,427 % |
| 83 | 7,906 % | 3,852 % | 4,474 % | 5,193 % | 3,814 % | 3,436 % |
| 84 | 7,874 % | 3,856 % | 4,470 % | 5,181 % | 3,819 % | 3,445 % |
| 85 | 7,842 % | 3,860 % | 4,467 % | 5,170 % | 3,823 % | 3,454 % |
| 86 | 7,811 % | 3,864 % | 4,464 % | 5,158 % | 3,828 % | 3,463 % |
| 87 | 7,780 % | 3,868 % | 4,461 % | 5,147 % | 3,832 % | 3,471 % |
| 88 | 7,751 % | 3,871 % | 4,458 % | 5,136 % | 3,836 % | 3,479 % |
| 89 | 7,722 % | 3,875 % | 4,455 % | 5,126 % | 3,840 % | 3,487 % |
| 90 | 7,693 % | 3,879 % | 4,452 % | 5,115 % | 3,844 % | 3,495 % |
| 91 | 7,666 % | 3,882 % | 4,450 % | 5,105 % | 3,848 % | 3,503 % |
| 92 | 7,638 % | 3,886 % | 4,447 % | 5,095 % | 3,852 % | 3,510 % |
| 93 | 7,612 % | 3,889 % | 4,444 % | 5,086 % | 3,856 % | 3,518 % |
| 94 | 7,586 % | 3,892 % | 4,442 % | 5,076 % | 3,859 % | 3,525 % |
| 95 | 7,561 % | 3,895 % | 4,439 % | 5,067 % | 3,863 % | 3,532 % |
| 96 | 7,536 % | 3,899 % | 4,437 % | 5,058 % | 3,866 % | 3,539 % |
| 97 | 7,511 % | 3,902 % | 4,434 % | 5,049 % | 3,870 % | 3,546 % |
| 98 | 7,488 % | 3,905 % | 4,432 % | 5,040 % | 3,873 % | 3,553 % |
| 99 | 7,464 % | 3,908 % | 4,429 % | 5,032 % | 3,876 % | 3,559 % |
| 100 | 7,441 % | 3,911 % | 4,427 % | 5,024 % | 3,880 % | 3,565 % |
| 101 | 7,419 % | 3,914 % | 4,425 % | 5,015 % | 3,883 % | 3,572 % |
| 102 | 7,397 % | 3,916 % | 4,423 % | 5,007 % | 3,886 % | 3,578 % |
| 103 | 7,375 % | 3,919 % | 4,420 % | 4,999 % | 3,889 % | 3,584 % |
| 104 | 7,354 % | 3,922 % | 4,418 % | 4,992 % | 3,892 % | 3,590 % |
| 105 | 7,333 % | 3,924 % | 4,416 % | 4,984 % | 3,895 % | 3,596 % |
| 106 | 7,313 % | 3,927 % | 4,414 % | 4,977 % | 3,898 % | 3,601 % |
| 107 | 7,293 % | 3,930 % | 4,412 % | 4,969 % | 3,901 % | 3,607 % |
| 108 | 7,274 % | 3,932 % | 4,410 % | 4,962 % | 3,903 % | 3,612 % |
| 109 | 7,254 % | 3,934 % | 4,408 % | 4,955 % | 3,906 % | 3,618 % |
| 110 | 7,236 % | 3,937 % | 4,406 % | 4,948 % | 3,909 % | 3,623 % |
| 111 | 7,217 % | 3,939 % | 4,405 % | 4,942 % | 3,911 % | 3,628 % |
| 112 | 7,199 % | 3,942 % | 4,403 % | 4,935 % | 3,914 % | 3,633 % |
| 113 | 7,181 % | 3,944 % | 4,401 % | 4,928 % | 3,916 % | 3,638 % |
| 114 | 7,163 % | 3,946 % | 4,399 % | 4,922 % | 3,919 % | 3,643 % |
| 115 | 7,146 % | 3,948 % | 4,397 % | 4,916 % | 3,921 % | 3,648 % |
| 116 | 7,129 % | 3,950 % | 4,396 % | 4,910 % | 3,924 % | 3,653 % |
| 117 | 7,113 % | 3,953 % | 4,394 % | 4,903 % | 3,926 % | 3,657 % |
| 118 | 7,096 % | 3,955 % | 4,392 % | 4,898 % | 3,928 % | 3,662 % |
| 119 | 7,080 % | 3,957 % | 4,391 % | 4,892 % | 3,931 % | 3,666 % |
| 120 | 7,064 % | 3,959 % | 4,389 % | 4,886 % | 3,933 % | 3,671 % |
| 121 | 7,049 % | 3,961 % | 4,388 % | 4,880 % | 3,935 % | 3,675 % |
| 122 | 7,034 % | 3,963 % | 4,386 % | 4,875 % | 3,937 % | 3,680 % |
| 123 | 7,019 % | 3,965 % | 4,385 % | 4,869 % | 3,939 % | 3,684 % |
| 124 | 7,004 % | 3,967 % | 4,383 % | 4,864 % | 3,942 % | 3,688 % |
| 125 | 6,989 % | 3,968 % | 4,382 % | 4,858 % | 3,944 % | 3,692 % |
| 126 | 6,975 % | 3,970 % | 4,380 % | 4,853 % | 3,946 % | 3,696 % |
| 127 | 6,961 % | 3,972 % | 4,379 % | 4,848 % | 3,948 % | 3,700 % |
| 128 | 6,947 % | 3,974 % | 4,377 % | 4,843 % | 3,950 % | 3,704 % |
| 129 | 6,933 % | 3,976 % | 4,376 % | 4,838 % | 3,952 % | 3,708 % |
| 130 | 6,920 % | 3,977 % | 4,375 % | 4,833 % | 3,953 % | 3,712 % |
| 131 | 6,907 % | 3,979 % | 4,373 % | 4,828 % | 3,955 % | 3,715 % |
| 132 | 6,894 % | 3,981 % | 4,372 % | 4,823 % | 3,957 % | 3,719 % |
| 133 | 6,881 % | 3,982 % | 4,371 % | 4,819 % | 3,959 % | 3,723 % |
| 134 | 6,868 % | 3,984 % | 4,369 % | 4,814 % | 3,961 % | 3,726 % |
| 135 | 6,856 % | 3,986 % | 4,368 % | 4,809 % | 3,963 % | 3,730 % |
| 136 | 6,843 % | 3,987 % | 4,367 % | 4,805 % | 3,964 % | 3,733 % |
| 137 | 6,831 % | 3,989 % | 4,366 % | 4,801 % | 3,966 % | 3,736 % |
| 138 | 6,819 % | 3,990 % | 4,364 % | 4,796 % | 3,968 % | 3,740 % |
| 139 | 6,808 % | 3,992 % | 4,363 % | 4,792 % | 3,969 % | 3,743 % |
| 140 | 6,796 % | 3,993 % | 4,362 % | 4,788 % | 3,971 % | 3,746 % |
| 141 | 6,785 % | 3,995 % | 4,361 % | 4,783 % | 3,973 % | 3,750 % |
| 142 | 6,773 % | 3,996 % | 4,360 % | 4,779 % | 3,974 % | 3,753 % |
| 143 | 6,762 % | 3,998 % | 4,359 % | 4,775 % | 3,976 % | 3,756 % |
| 144 | 6,751 % | 3,999 % | 4,358 % | 4,771 % | 3,977 % | 3,759 % |
| 145 | 6,741 % | 4,000 % | 4,357 % | 4,767 % | 3,979 % | 3,762 % |
| 146 | 6,730 % | 4,002 % | 4,355 % | 4,763 % | 3,980 % | 3,765 % |
| 147 | 6,720 % | 4,003 % | 4,354 % | 4,760 % | 3,982 % | 3,768 % |
| 148 | 6,709 % | 4,004 % | 4,353 % | 4,756 % | 3,983 % | 3,771 % |
| 149 | 6,699 % | 4,006 % | 4,352 % | 4,752 % | 3,985 % | 3,774 % |
| 150 | 6,689 % | 4,007 % | 4,351 % | 4,748 % | 3,986 % | 3,777 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

15,543 %

1,985 %

3,562 %

11,250 %

1,534 %

1,301 %

2

16,275 %

2,000 %

3,614 %

10,692 %

1,740 %

1,301 %

3

16,450 %

2,083 %

3,667 %

11,303 %

1,955 %

1,337 %

4

16,698 %

2,156 %

3,732 %

10,962 %

2,145 %

1,386 %

5

17,140 %

2,265 %

3,797 %

10,098 %

2,281 %

1,433 %

6

17,082 %

2,347 %

3,887 %

10,681 %

2,421 %

1,480 %

7

17,033 %

2,417 %

3,978 %

9,993 %

2,545 %

1,527 %

8

17,014 %

2,460 %

4,064 %

10,011 %

2,642 %

1,569 %

9

16,999 %

2,514 %

4,153 %

10,052 %

2,719 %

1,608 %

10

16,987 %

2,558 %

4,243 %

9,818 %

2,773 %

1,643 %

11

16,928 %

2,602 %

4,291 %

9,552 %

2,830 %

1,675 %

12

16,821 %

2,648 %

4,324 %

9,310 %

2,885 %

1,700 %

13

16,674 %

2,695 %

4,370 %

9,088 %

2,929 %

1,714 %

14

16,495 %

2,741 %

4,428 %

8,882 %

2,963 %

1,721 %

15

16,291 %

2,787 %

4,492 %

8,691 %

2,985 %

1,722 %

16

16,067 %

2,831 %

4,558 %

8,513 %

2,997 %

1,720 %

17

15,827 %

2,874 %

4,622 %

8,346 %

3,003 %

1,718 %

18

15,576 %

2,916 %

4,681 %

8,190 %

3,007 %

1,722 %

19

15,317 %

2,956 %

4,733 %

8,042 %

3,013 %

1,734 %

20

15,053 %

2,995 %

4,775 %

7,903 %

3,021 %

1,755 %

21

14,788 %

3,031 %

4,807 %

7,773 %

3,034 %

1,786 %

22

14,522 %

3,067 %

4,831 %

7,649 %

3,050 %

1,826 %

23

14,259 %

3,101 %

4,846 %

7,532 %

3,069 %

1,870 %

24

14,000 %

3,133 %

4,856 %

7,422 %

3,089 %

1,918 %

25

13,747 %

3,164 %

4,862 %

7,317 %

3,111 %

1,969 %

26

13,499 %

3,193 %

4,863 %

7,218 %

3,133 %

2,020 %

27

13,259 %

3,222 %

4,862 %

7,124 %

3,156 %

2,071 %

28

13,026 %

3,249 %

4,858 %

7,035 %

3,179 %

2,123 %

29

12,801 %

3,275 %

4,852 %

6,950 %

3,202 %

2,173 %

30

12,585 %

3,299 %

4,845 %

6,870 %

3,224 %

2,223 %

31

12,376 %

3,323 %

4,837 %

6,793 %

3,247 %

2,272 %

32

12,176 %

3,346 %

4,828 %

6,720 %

3,268 %

2,319 %

33

11,984 %

3,367 %

4,818 %

6,651 %

3,290 %

2,365 %

34

11,800 %

3,388 %

4,808 %

6,585 %

3,310 %

2,410 %

35

11,624 %

3,408 %

4,797 %

6,522 %

3,331 %

2,453 %

36

11,456 %

3,427 %

4,787 %

6,462 %

3,350 %

2,494 %

37

11,294 %

3,445 %

4,776 %

6,405 %

3,369 %

2,535 %

38

11,140 %

3,463 %

4,765 %

6,350 %

3,388 %

2,573 %

39

10,992 %

3,480 %

4,754 %

6,298 %

3,405 %

2,611 %

40

10,851 %

3,496 %

4,744 %

6,248 %

3,423 %

2,647 %

41

10,716 %

3,512 %

4,733 %

6,200 %

3,439 %

2,681 %

42

10,586 %

3,526 %

4,723 %

6,154 %

3,455 %

2,714 %

43

10,462 %

3,541 %

4,713 %

6,110 %

3,471 %

2,747 %

44

10,343 %

3,555 %

4,703 %

6,068 %

3,486 %

2,777 %

45

10,229 %

3,568 %

4,693 %

6,027 %

3,500 %

2,807 %

46

10,119 %

3,581 %

4,684 %

5,989 %

3,514 %

2,836 %

47

10,014 %

3,593 %

4,675 %

5,951 %

3,528 %

2,863 %

48

9,914 %

3,605 %

4,666 %

5,915 %

3,541 %

2,890 %

49

9,817 %

3,617 %

4,657 %

5,881 %

3,554 %

2,916 %

50

9,724 %

3,628 %

4,649 %

5,848 %

3,566 %

2,940 %

51

9,634 %

3,638 %

4,641 %

5,816 %

3,578 %

2,964 %

52

9,548 %

3,649 %

4,633 %

5,785 %

3,589 %

2,987 %

53

9,465 %

3,659 %

4,625 %

5,755 %

3,600 %

3,010 %

54

9,385 %

3,668 %

4,618 %

5,727 %

3,611 %

3,031 %

55

9,308 %

3,678 %

4,610 %

5,699 %

3,621 %

3,052 %

56

9,233 %

3,687 %

4,603 %

5,673 %

3,631 %

3,072 %

57

9,162 %

3,695 %

4,597 %

5,647 %

3,641 %

3,091 %

58

9,092 %

3,704 %

4,590 %

5,622 %

3,650 %

3,110 %

59

9,025 %

3,712 %

4,584 %

5,598 %

3,659 %

3,128 %

60

8,961 %

3,720 %

4,577 %

5,575 %

3,668 %

3,146 %

61

8,898 %

3,728 %

4,571 %

5,552 %

3,677 %

3,163 %

62

8,838 %

3,735 %

4,565 %

5,530 %

3,685 %

3,179 %

63

8,779 %

3,742 %

4,560 %

5,509 %

3,693 %

3,195 %

64

8,722 %

3,749 %

4,554 %

5,489 %

3,701 %

3,211 %

65

8,667 %

3,756 %

4,549 %

5,469 %

3,708 %

3,226 %

66

8,614 %

3,763 %

4,544 %

5,450 %

3,716 %

3,241 %

67

8,562 %

3,769 %

4,539 %

5,431 %

3,723 %

3,255 %

68

8,512 %

3,775 %

4,534 %

5,413 %

3,730 %

3,269 %

69

8,463 %

3,782 %

4,529 %

5,395 %

3,737 %

3,282 %

70

8,416 %

3,787 %

4,524 %

5,378 %

3,743 %

3,295 %

71

8,370 %

3,793 %

4,520 %

5,361 %

3,749 %

3,308 %

72

8,326 %

3,799 %

4,515 %

5,345 %

3,756 %

3,320 %

73

8,282 %

3,804 %

4,511 %

5,330 %

3,762 %

3,332 %

74

8,240 %

3,810 %

4,507 %

5,314 %

3,768 %

3,344 %

75

8,199 %

3,815 %

4,503 %

5,299 %

3,773 %

3,355 %

76

8,159 %

3,820 %

4,499 %

5,285 %

3,779 %

3,366 %

77

8,120 %

3,825 %

4,495 %

5,271 %

3,784 %

3,377 %

78

8,082 %

3,829 %

4,491 %

5,257 %

3,790 %

3,387 %

79

8,045 %

3,834 %

4,487 %

5,243 %

3,795 %

3,397 %

80

8,009 %

3,839 %

4,484 %

5,230 %

3,800 %

3,407 %

81

7,974 %

3,843 %

4,480 %

5,218 %

3,805 %

3,417 %

82

7,940 %

3,847 %

4,477 %

5,205 %

3,810 %

3,427 %

83

7,906 %

3,852 %

4,474 %

5,193 %

3,814 %

3,436 %

84

7,874 %

3,856 %

4,470 %

5,181 %

3,819 %

3,445 %

85

7,842 %

3,860 %

4,467 %

5,170 %

3,823 %

3,454 %

86

7,811 %

3,864 %

4,464 %

5,158 %

3,828 %

3,463 %

87

7,780 %

3,868 %

4,461 %

5,147 %

3,832 %

3,471 %

88

7,751 %

3,871 %

4,458 %

5,136 %

3,836 %

3,479 %

89

7,722 %

3,875 %

4,455 %

5,126 %

3,840 %

3,487 %

90

7,693 %

3,879 %

4,452 %

5,115 %

3,844 %

3,495 %

91

7,666 %

3,882 %

4,450 %

5,105 %

3,848 %

3,503 %

92

7,638 %

3,886 %

4,447 %

5,095 %

3,852 %

3,510 %

93

7,612 %

3,889 %

4,444 %

5,086 %

3,856 %

3,518 %

94

7,586 %

3,892 %

4,442 %

5,076 %

3,859 %

3,525 %

95

7,561 %

3,895 %

4,439 %

5,067 %

3,863 %

3,532 %

96

7,536 %

3,899 %

4,437 %

5,058 %

3,866 %

3,539 %

97

7,511 %

3,902 %

4,434 %

5,049 %

3,870 %

3,546 %

98

7,488 %

3,905 %

4,432 %

5,040 %

3,873 %

3,553 %

99

7,464 %

3,908 %

4,429 %

5,032 %

3,876 %

3,559 %

100

7,441 %

3,911 %

4,427 %

5,024 %

3,880 %

3,565 %

101

7,419 %

3,914 %

4,425 %

5,015 %

3,883 %

3,572 %

102

7,397 %

3,916 %

4,423 %

5,007 %

3,886 %

3,578 %

103

7,375 %

3,919 %

4,420 %

4,999 %

3,889 %

3,584 %

104

7,354 %

3,922 %

4,418 %

4,992 %

3,892 %

3,590 %

105

7,333 %

3,924 %

4,416 %

4,984 %

3,895 %

3,596 %

106

7,313 %

3,927 %

4,414 %

4,977 %

3,898 %

3,601 %

107

7,293 %

3,930 %

4,412 %

4,969 %

3,901 %

3,607 %

108

7,274 %

3,932 %

4,410 %

4,962 %

3,903 %

3,612 %

109

7,254 %

3,934 %

4,408 %

4,955 %

3,906 %

3,618 %

110

7,236 %

3,937 %

4,406 %

4,948 %

3,909 %

3,623 %

111

7,217 %

3,939 %

4,405 %

4,942 %

3,911 %

3,628 %

112

7,199 %

3,942 %

4,403 %

4,935 %

3,914 %

3,633 %

113

7,181 %

3,944 %

4,401 %

4,928 %

3,916 %

3,638 %

114

7,163 %

3,946 %

4,399 %

4,922 %

3,919 %

3,643 %

115

7,146 %

3,948 %

4,397 %

4,916 %

3,921 %

3,648 %

116

7,129 %

3,950 %

4,396 %

4,910 %

3,924 %

3,653 %

117

7,113 %

3,953 %

4,394 %

4,903 %

3,926 %

3,657 %

118

7,096 %

3,955 %

4,392 %

4,898 %

3,928 %

3,662 %

119

7,080 %

3,957 %

4,391 %

4,892 %

3,931 %

3,666 %

120

7,064 %

3,959 %

4,389 %

4,886 %

3,933 %

3,671 %

121

7,049 %

3,961 %

4,388 %

4,880 %

3,935 %

3,675 %

122

7,034 %

3,963 %

4,386 %

4,875 %

3,937 %

3,680 %

123

7,019 %

3,965 %

4,385 %

4,869 %

3,939 %

3,684 %

124

7,004 %

3,967 %

4,383 %

4,864 %

3,942 %

3,688 %

125

6,989 %

3,968 %

4,382 %

4,858 %

3,944 %

3,692 %

126

6,975 %

3,970 %

4,380 %

4,853 %

3,946 %

3,696 %

127

6,961 %

3,972 %

4,379 %

4,848 %

3,948 %

3,700 %

128

6,947 %

3,974 %

4,377 %

4,843 %

3,950 %

3,704 %

129

6,933 %

3,976 %

4,376 %

4,838 %

3,952 %

3,708 %

130

6,920 %

3,977 %

4,375 %

4,833 %

3,953 %

3,712 %

131

6,907 %

3,979 %

4,373 %

4,828 %

3,955 %

3,715 %

132

6,894 %

3,981 %

4,372 %

4,823 %

3,957 %

3,719 %

133

6,881 %

3,982 %

4,371 %

4,819 %

3,959 %

3,723 %

134

6,868 %

3,984 %

4,369 %

4,814 %

3,961 %

3,726 %

135

6,856 %

3,986 %

4,368 %

4,809 %

3,963 %

3,730 %

136

6,843 %

3,987 %

4,367 %

4,805 %

3,964 %

3,733 %

137

6,831 %

3,989 %

4,366 %

4,801 %

3,966 %

3,736 %

138

6,819 %

3,990 %

4,364 %

4,796 %

3,968 %

3,740 %

139

6,808 %

3,992 %

4,363 %

4,792 %

3,969 %

3,743 %

140

6,796 %

3,993 %

4,362 %

4,788 %

3,971 %

3,746 %

141

6,785 %

3,995 %

4,361 %

4,783 %

3,973 %

3,750 %

142

6,773 %

3,996 %

4,360 %

4,779 %

3,974 %

3,753 %

143

6,762 %

3,998 %

4,359 %

4,775 %

3,976 %

3,756 %

144

6,751 %

3,999 %

4,358 %

4,771 %

3,977 %

3,759 %

145

6,741 %

4,000 %

4,357 %

4,767 %

3,979 %

3,762 %

146

6,730 %

4,002 %

4,355 %

4,763 %

3,980 %

3,765 %

147

6,720 %

4,003 %

4,354 %

4,760 %

3,982 %

3,768 %

148

6,709 %

4,004 %

4,353 %

4,756 %

3,983 %

3,771 %

149

6,699 %

4,006 %

4,352 %

4,752 %

3,985 %

3,774 %

150

6,689 %

4,007 %

4,351 %

4,748 %

3,986 %

3,777 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 11,900 % | 0,770 % | 0,015 % |
| 2 | 11,815 % | 1,084 % | 0,009 % |
| 3 | 11,783 % | 1,325 % | 0,011 % |
| 4 | 11,702 % | 1,503 % | 0,033 % |
| 5 | 11,642 % | 1,656 % | 0,069 % |
| 6 | 11,584 % | 1,770 % | 0,110 % |
| 7 | 11,529 % | 1,880 % | 0,158 % |
| 8 | 11,482 % | 1,976 % | 0,211 % |
| 9 | 11,429 % | 2,058 % | 0,267 % |
| 10 | 11,357 % | 2,151 % | 0,325 % |
| 11 | 11,260 % | 2,191 % | 0,388 % |
| 12 | 11,142 % | 2,257 % | 0,453 % |
| 13 | 11,010 % | 2,312 % | 0,523 % |
| 14 | 10,868 % | 2,356 % | 0,593 % |
| 15 | 10,720 % | 2,388 % | 0,659 % |
| 16 | 10,569 % | 2,418 % | 0,725 % |
| 17 | 10,417 % | 2,446 % | 0,786 % |
| 18 | 10,266 % | 2,472 % | 0,843 % |
| 19 | 10,116 % | 2,496 % | 0,895 % |
| 20 | 9,969 % | 2,517 % | 0,940 % |
| 21 | 9,825 % | 2,535 % | 0,980 % |
| 22 | 9,686 % | 2,550 % | 1,015 % |
| 23 | 9,550 % | 2,563 % | 1,046 % |
| 24 | 9,419 % | 2,573 % | 1,071 % |
| 25 | 9,293 % | 2,580 % | 1,092 % |
| 26 | 9,171 % | 2,585 % | 1,109 % |
| 27 | 9,054 % | 2,589 % | 1,124 % |
| 28 | 8,942 % | 2,594 % | 1,139 % |
| 29 | 8,835 % | 2,602 % | 1,155 % |
| 30 | 8,732 % | 2,613 % | 1,176 % |
| 31 | 8,633 % | 2,627 % | 1,200 % |
| 32 | 8,539 % | 2,642 % | 1,227 % |
| 33 | 8,449 % | 2,655 % | 1,257 % |
| 34 | 8,362 % | 2,664 % | 1,289 % |
| 35 | 8,280 % | 2,667 % | 1,321 % |
| 36 | 8,201 % | 2,664 % | 1,355 % |
| 37 | 8,125 % | 2,656 % | 1,388 % |
| 38 | 8,053 % | 2,646 % | 1,422 % |
| 39 | 7,984 % | 2,635 % | 1,456 % |
| 40 | 7,917 % | 2,624 % | 1,489 % |
| 41 | 7,854 % | 2,615 % | 1,522 % |
| 42 | 7,793 % | 2,608 % | 1,554 % |
| 43 | 7,734 % | 2,603 % | 1,585 % |
| 44 | 7,678 % | 2,600 % | 1,616 % |
| 45 | 7,624 % | 2,599 % | 1,646 % |
| 46 | 7,573 % | 2,600 % | 1,675 % |
| 47 | 7,523 % | 2,603 % | 1,704 % |
| 48 | 7,475 % | 2,608 % | 1,732 % |
| 49 | 7,429 % | 2,615 % | 1,759 % |
| 50 | 7,385 % | 2,624 % | 1,785 % |
| 51 | 7,343 % | 2,635 % | 1,811 % |
| 52 | 7,302 % | 2,649 % | 1,835 % |
| 53 | 7,262 % | 2,663 % | 1,859 % |
| 54 | 7,224 % | 2,679 % | 1,883 % |
| 55 | 7,187 % | 2,695 % | 1,905 % |
| 56 | 7,152 % | 2,712 % | 1,927 % |
| 57 | 7,118 % | 2,730 % | 1,948 % |
| 58 | 7,084 % | 2,748 % | 1,969 % |
| 59 | 7,052 % | 2,766 % | 1,989 % |
| 60 | 7,022 % | 2,784 % | 2,009 % |
| 61 | 6,992 % | 2,802 % | 2,028 % |
| 62 | 6,963 % | 2,820 % | 2,046 % |
| 63 | 6,934 % | 2,838 % | 2,064 % |
| 64 | 6,907 % | 2,856 % | 2,081 % |
| 65 | 6,881 % | 2,873 % | 2,098 % |
| 66 | 6,855 % | 2,891 % | 2,114 % |
| 67 | 6,830 % | 2,908 % | 2,130 % |
| 68 | 6,806 % | 2,925 % | 2,146 % |
| 69 | 6,783 % | 2,942 % | 2,161 % |
| 70 | 6,760 % | 2,958 % | 2,175 % |
| 71 | 6,738 % | 2,974 % | 2,189 % |
| 72 | 6,717 % | 2,990 % | 2,203 % |
| 73 | 6,696 % | 3,005 % | 2,217 % |
| 74 | 6,675 % | 3,020 % | 2,230 % |
| 75 | 6,656 % | 3,035 % | 2,243 % |
| 76 | 6,636 % | 3,050 % | 2,255 % |
| 77 | 6,618 % | 3,064 % | 2,267 % |
| 78 | 6,599 % | 3,078 % | 2,279 % |
| 79 | 6,582 % | 3,092 % | 2,291 % |
| 80 | 6,564 % | 3,105 % | 2,302 % |
| 81 | 6,547 % | 3,118 % | 2,313 % |
| 82 | 6,531 % | 3,131 % | 2,324 % |
| 83 | 6,515 % | 3,143 % | 2,334 % |
| 84 | 6,499 % | 3,156 % | 2,344 % |
| 85 | 6,483 % | 3,168 % | 2,354 % |
| 86 | 6,468 % | 3,179 % | 2,364 % |
| 87 | 6,454 % | 3,191 % | 2,374 % |
| 88 | 6,439 % | 3,202 % | 2,383 % |
| 89 | 6,425 % | 3,213 % | 2,392 % |
| 90 | 6,412 % | 3,224 % | 2,401 % |
| 91 | 6,398 % | 3,234 % | 2,410 % |
| 92 | 6,385 % | 3,245 % | 2,418 % |
| 93 | 6,372 % | 3,255 % | 2,427 % |
| 94 | 6,360 % | 3,265 % | 2,435 % |
| 95 | 6,348 % | 3,275 % | 2,443 % |
| 96 | 6,336 % | 3,284 % | 2,451 % |
| 97 | 6,324 % | 3,294 % | 2,459 % |
| 98 | 6,312 % | 3,303 % | 2,466 % |
| 99 | 6,301 % | 3,312 % | 2,473 % |
| 100 | 6,290 % | 3,320 % | 2,481 % |
| 101 | 6,279 % | 3,329 % | 2,488 % |
| 102 | 6,268 % | 3,338 % | 2,495 % |
| 103 | 6,258 % | 3,346 % | 2,502 % |
| 104 | 6,248 % | 3,354 % | 2,508 % |
| 105 | 6,238 % | 3,362 % | 2,515 % |
| 106 | 6,228 % | 3,370 % | 2,521 % |
| 107 | 6,218 % | 3,378 % | 2,528 % |
| 108 | 6,209 % | 3,385 % | 2,534 % |
| 109 | 6,200 % | 3,393 % | 2,540 % |
| 110 | 6,190 % | 3,400 % | 2,546 % |
| 111 | 6,181 % | 3,407 % | 2,552 % |
| 112 | 6,173 % | 3,414 % | 2,558 % |
| 113 | 6,164 % | 3,421 % | 2,563 % |
| 114 | 6,155 % | 3,428 % | 2,569 % |
| 115 | 6,147 % | 3,435 % | 2,574 % |
| 116 | 6,139 % | 3,441 % | 2,580 % |
| 117 | 6,131 % | 3,448 % | 2,585 % |
| 118 | 6,123 % | 3,454 % | 2,590 % |
| 119 | 6,115 % | 3,460 % | 2,595 % |
| 120 | 6,108 % | 3,466 % | 2,600 % |
| 121 | 6,100 % | 3,472 % | 2,605 % |
| 122 | 6,093 % | 3,478 % | 2,610 % |
| 123 | 6,085 % | 3,484 % | 2,615 % |
| 124 | 6,078 % | 3,490 % | 2,620 % |
| 125 | 6,071 % | 3,496 % | 2,624 % |
| 126 | 6,064 % | 3,501 % | 2,629 % |
| 127 | 6,057 % | 3,507 % | 2,633 % |
| 128 | 6,051 % | 3,512 % | 2,638 % |
| 129 | 6,044 % | 3,517 % | 2,642 % |
| 130 | 6,037 % | 3,523 % | 2,646 % |
| 131 | 6,031 % | 3,528 % | 2,650 % |
| 132 | 6,025 % | 3,533 % | 2,655 % |
| 133 | 6,018 % | 3,538 % | 2,659 % |
| 134 | 6,012 % | 3,543 % | 2,663 % |
| 135 | 6,006 % | 3,548 % | 2,667 % |
| 136 | 6,000 % | 3,552 % | 2,671 % |
| 137 | 5,994 % | 3,557 % | 2,674 % |
| 138 | 5,989 % | 3,562 % | 2,678 % |
| 139 | 5,983 % | 3,566 % | 2,682 % |
| 140 | 5,977 % | 3,571 % | 2,686 % |
| 141 | 5,972 % | 3,575 % | 2,689 % |
| 142 | 5,966 % | 3,580 % | 2,693 % |
| 143 | 5,961 % | 3,584 % | 2,696 % |
| 144 | 5,956 % | 3,588 % | 2,700 % |
| 145 | 5,950 % | 3,592 % | 2,703 % |
| 146 | 5,945 % | 3,597 % | 2,707 % |
| 147 | 5,940 % | 3,601 % | 2,710 % |
| 148 | 5,935 % | 3,605 % | 2,713 % |
| 149 | 5,930 % | 3,609 % | 2,717 % |
| 150 | 5,925 % | 3,613 % | 2,720 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

11,900 %

0,770 %

0,015 %

2

11,815 %

1,084 %

0,009 %

3

11,783 %

1,325 %

0,011 %

4

11,702 %

1,503 %

0,033 %

5

11,642 %

1,656 %

0,069 %

6

11,584 %

1,770 %

0,110 %

7

11,529 %

1,880 %

0,158 %

8

11,482 %

1,976 %

0,211 %

9

11,429 %

2,058 %

0,267 %

10

11,357 %

2,151 %

0,325 %

11

11,260 %

2,191 %

0,388 %

12

11,142 %

2,257 %

0,453 %

13

11,010 %

2,312 %

0,523 %

14

10,868 %

2,356 %

0,593 %

15

10,720 %

2,388 %

0,659 %

16

10,569 %

2,418 %

0,725 %

17

10,417 %

2,446 %

0,786 %

18

10,266 %

2,472 %

0,843 %

19

10,116 %

2,496 %

0,895 %

20

9,969 %

2,517 %

0,940 %

21

9,825 %

2,535 %

0,980 %

22

9,686 %

2,550 %

1,015 %

23

9,550 %

2,563 %

1,046 %

24

9,419 %

2,573 %

1,071 %

25

9,293 %

2,580 %

1,092 %

26

9,171 %

2,585 %

1,109 %

27

9,054 %

2,589 %

1,124 %

28

8,942 %

2,594 %

1,139 %

29

8,835 %

2,602 %

1,155 %

30

8,732 %

2,613 %

1,176 %

31

8,633 %

2,627 %

1,200 %

32

8,539 %

2,642 %

1,227 %

33

8,449 %

2,655 %

1,257 %

34

8,362 %

2,664 %

1,289 %

35

8,280 %

2,667 %

1,321 %

36

8,201 %

2,664 %

1,355 %

37

8,125 %

2,656 %

1,388 %

38

8,053 %

2,646 %

1,422 %

39

7,984 %

2,635 %

1,456 %

40

7,917 %

2,624 %

1,489 %

41

7,854 %

2,615 %

1,522 %

42

7,793 %

2,608 %

1,554 %

43

7,734 %

2,603 %

1,585 %

44

7,678 %

2,600 %

1,616 %

45

7,624 %

2,599 %

1,646 %

46

7,573 %

2,600 %

1,675 %

47

7,523 %

2,603 %

1,704 %

48

7,475 %

2,608 %

1,732 %

49

7,429 %

2,615 %

1,759 %

50

7,385 %

2,624 %

1,785 %

51

7,343 %

2,635 %

1,811 %

52

7,302 %

2,649 %

1,835 %

53

7,262 %

2,663 %

1,859 %

54

7,224 %

2,679 %

1,883 %

55

7,187 %

2,695 %

1,905 %

56

7,152 %

2,712 %

1,927 %

57

7,118 %

2,730 %

1,948 %

58

7,084 %

2,748 %

1,969 %

59

7,052 %

2,766 %

1,989 %

60

7,022 %

2,784 %

2,009 %

61

6,992 %

2,802 %

2,028 %

62

6,963 %

2,820 %

2,046 %

63

6,934 %

2,838 %

2,064 %

64

6,907 %

2,856 %

2,081 %

65

6,881 %

2,873 %

2,098 %

66

6,855 %

2,891 %

2,114 %

67

6,830 %

2,908 %

2,130 %

68

6,806 %

2,925 %

2,146 %

69

6,783 %

2,942 %

2,161 %

70

6,760 %

2,958 %

2,175 %

71

6,738 %

2,974 %

2,189 %

72

6,717 %

2,990 %

2,203 %

73

6,696 %

3,005 %

2,217 %

74

6,675 %

3,020 %

2,230 %

75

6,656 %

3,035 %

2,243 %

76

6,636 %

3,050 %

2,255 %

77

6,618 %

3,064 %

2,267 %

78

6,599 %

3,078 %

2,279 %

79

6,582 %

3,092 %

2,291 %

80

6,564 %

3,105 %

2,302 %

81

6,547 %

3,118 %

2,313 %

82

6,531 %

3,131 %

2,324 %

83

6,515 %

3,143 %

2,334 %

84

6,499 %

3,156 %

2,344 %

85

6,483 %

3,168 %

2,354 %

86

6,468 %

3,179 %

2,364 %

87

6,454 %

3,191 %

2,374 %

88

6,439 %

3,202 %

2,383 %

89

6,425 %

3,213 %

2,392 %

90

6,412 %

3,224 %

2,401 %

91

6,398 %

3,234 %

2,410 %

92

6,385 %

3,245 %

2,418 %

93

6,372 %

3,255 %

2,427 %

94

6,360 %

3,265 %

2,435 %

95

6,348 %

3,275 %

2,443 %

96

6,336 %

3,284 %

2,451 %

97

6,324 %

3,294 %

2,459 %

98

6,312 %

3,303 %

2,466 %

99

6,301 %

3,312 %

2,473 %

100

6,290 %

3,320 %

2,481 %

101

6,279 %

3,329 %

2,488 %

102

6,268 %

3,338 %

2,495 %

103

6,258 %

3,346 %

2,502 %

104

6,248 %

3,354 %

2,508 %

105

6,238 %

3,362 %

2,515 %

106

6,228 %

3,370 %

2,521 %

107

6,218 %

3,378 %

2,528 %

108

6,209 %

3,385 %

2,534 %

109

6,200 %

3,393 %

2,540 %

110

6,190 %

3,400 %

2,546 %

111

6,181 %

3,407 %

2,552 %

112

6,173 %

3,414 %

2,558 %

113

6,164 %

3,421 %

2,563 %

114

6,155 %

3,428 %

2,569 %

115

6,147 %

3,435 %

2,574 %

116

6,139 %

3,441 %

2,580 %

117

6,131 %

3,448 %

2,585 %

118

6,123 %

3,454 %

2,590 %

119

6,115 %

3,460 %

2,595 %

120

6,108 %

3,466 %

2,600 %

121

6,100 %

3,472 %

2,605 %

122

6,093 %

3,478 %

2,610 %

123

6,085 %

3,484 %

2,615 %

124

6,078 %

3,490 %

2,620 %

125

6,071 %

3,496 %

2,624 %

126

6,064 %

3,501 %

2,629 %

127

6,057 %

3,507 %

2,633 %

128

6,051 %

3,512 %

2,638 %

129

6,044 %

3,517 %

2,642 %

130

6,037 %

3,523 %

2,646 %

131

6,031 %

3,528 %

2,650 %

132

6,025 %

3,533 %

2,655 %

133

6,018 %

3,538 %

2,659 %

134

6,012 %

3,543 %

2,663 %

135

6,006 %

3,548 %

2,667 %

136

6,000 %

3,552 %

2,671 %

137

5,994 %

3,557 %

2,674 %

138

5,989 %

3,562 %

2,678 %

139

5,983 %

3,566 %

2,682 %

140

5,977 %

3,571 %

2,686 %

141

5,972 %

3,575 %

2,689 %

142

5,966 %

3,580 %

2,693 %

143

5,961 %

3,584 %

2,696 %

144

5,956 %

3,588 %

2,700 %

145

5,950 %

3,592 %

2,703 %

146

5,945 %

3,597 %

2,707 %

147

5,940 %

3,601 %

2,710 %

148

5,935 %

3,605 %

2,713 %

149

5,930 %

3,609 %

2,717 %

150

5,925 %

3,613 %

2,720 %

---

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 | 35 | 5 | 2 | 438 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 260 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 224 | 1 |
| 4 | 0 | 4 | 52 | 5 | 6 | 196 | 1 |
| 5 | 1 | 5 | 57 | 5 | 7 | 177 | 0 |
| 6 | 2 | 6 | 59 | 6 | 9 | 174 | 0 |
| 7 | 3 | 7 | 62 | 6 | 11 | 170 | 0 |
| 8 | 4 | 8 | 64 | 5 | 14 | 176 | 0 |
| 9 | 4 | 9 | 65 | 5 | 15 | 178 | 0 |
| 10 | 4 | 9 | 68 | 6 | 16 | 181 | 1 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

35

5

2

438

2

2

0

0

43

5

2

260

1

3

0

2

49

5

4

224

1

4

0

4

52

5

6

196

1

5

1

5

57

5

7

177

0

6

2

6

59

6

9

174

0

7

3

7

62

6

11

170

0

8

4

8

64

5

14

176

0

9

4

9

65

5

15

178

0

10

4

9

68

6

16

181

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 438 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 260 | 4 | 27 |
| 3 | 2 | 0 | 0 | 0 | 228 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 196 | 4 | 31 |
| 5 | 5 | 0 | 0 | 0 | 177 | 4 | 32 |
| 6 | 6 | 0 | 0 | 0 | 174 | 4 | 33 |
| 7 | 7 | 0 | 0 | 0 | 170 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 176 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 178 | 0 | 35 |
| 10 | 9 | 1 | 3 | 0 | 181 | 4 | 35 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

438

4

19

2

0

0

0

0

260

4

27

3

2

0

0

0

228

4

29

4

4

0

0

0

196

4

31

5

5

0

0

0

177

4

32

6

6

0

0

0

174

4

33

7

7

0

0

0

170

4

33

8

8

1

2

0

176

2

34

9

9

1

3

0

178

0

35

10

9

1

3

0

181

4

35

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 19 | 0 | 28 |
| 2 | 14 | 13 | 13 | 0 | 27 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 |
| 4 | 21 | 18 | 18 | 0 | 31 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 32 | 0 | 54 |
| 6 | 23 | 22 | 22 | 0 | 33 | 0 | 56 |
| 7 | 24 | 23 | 23 | 0 | 33 | 0 | 56 |
| 8 | 26 | 24 | 24 | 2 | 34 | 0 | 55 |
| 9 | 27 | 25 | 25 | 3 | 35 | 1 | 51 |
| 10 | 28 | 26 | 26 | 3 | 35 | 1 | 50 |

Duration (in years)

Italy

Latvia

Lithuania

Luxembourg

Malta

Netherlands

Portugal

1

6

6

6

0

19

0

28

2

14

13

13

0

27

0

46

3

18

16

16

0

29

0

51

4

21

18

18

0

31

0

51

5

22

20

20

0

32

0

54

6

23

22

22

0

33

0

56

7

24

23

23

0

33

0

56

8

26

24

24

2

34

0

55

9

27

25

25

3

35

1

51

10

28

26

26

3

35

1

50

| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 22 | 6 | 0 | 0 | 0 |
| 2 | 19 | 19 | 25 | 13 | 0 | 0 | 0 |
| 3 | 22 | 21 | 30 | 16 | 0 | 0 | 0 |
| 4 | 23 | 23 | 35 | 18 | 0 | 0 | 0 |
| 5 | 25 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 26 | 42 | 22 | 0 | 0 | 0 |
| 7 | 28 | 27 | 43 | 23 | 0 | 0 | 0 |
| 8 | 30 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 45 | 25 | 0 | 0 | 0 |
| 10 | 29 | 28 | 45 | 26 | 0 | 0 | 0 |

Duration (in years)

Rumania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

14

22

6

0

0

0

2

19

19

25

13

0

0

0

3

22

21

30

16

0

0

0

4

23

23

35

18

0

0

0

5

25

24

38

20

0

0

0

6

26

26

42

22

0

0

0

7

28

27

43

23

0

0

0

8

30

28

44

24

0

0

0

9

31

28

45

25

0

0

0

10

29

28

45

26

0

0

0

| Duration (in years) | Norway | Australia | Brazil | Canada | Chile | China | Colombia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 12 | 0 | 17 | 0 | 9 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 17 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 29 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 38 |
| 5 | 0 | 0 | 12 | 0 | 16 | 2 | 40 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 43 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 43 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 40 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 43 |

Duration (in years)

Norway

Australia

Brazil

Canada

Chile

China

Colombia

1

0

0

12

0

17

0

9

2

0

0

12

0

19

0

17

3

0

0

12

0

18

1

29

4

0

0

12

0

17

2

38

5

0

0

12

0

16

2

40

6

0

0

12

0

15

3

43

7

0

0

12

0

14

4

46

8

0

0

12

0

15

8

43

9

0

0

12

0

16

5

40

10

0

0

12

0

13

5

43

| Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 4 | 0 | 9 | 0 | 0 | 10 | 0 | 1 |
| 5 | 0 | 9 | 0 | 0 | 10 | 0 | 3 |
| 6 | 0 | 9 | 0 | 0 | 10 | 0 | 6 |
| 7 | 0 | 9 | 0 | 0 | 10 | 0 | 9 |
| 8 | 0 | 9 | 0 | 0 | 10 | 0 | 14 |
| 9 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |
| 10 | 0 | 9 | 1 | 0 | 10 | 0 | 20 |

Duration (in years)

Hong Kong

India

Japan

Malaysia

Mexico

New Zealand

Russia

1

0

9

0

0

10

0

0

2

0

9

0

0

10

0

0

3

0

9

0

0

10

0

0

4

0

9

0

0

10

0

1

5

0

9

0

0

10

0

3

6

0

9

0

0

10

0

6

7

0

9

0

0

10

0

9

8

0

9

0

0

10

0

14

9

0

9

1

0

10

0

20

10

0

9

1

0

10

0

20

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

Duration (in years)

Singapore

South Africa

South Korea

Thailand

Taiwan

United States

1

0

2

10

0

4

0

2

0

6

13

0

4

0

3

0

6

13

0

4

0

4

0

5

15

0

4

0

5

0

4

16

0

4

0

6

0

4

16

0

4

0

7

0

6

16

0

4

0

8

0

7

16

0

4

0

9

0

7

16

0

4

0

10

0

8

16

0

4

0

2.   Exposures to financial institutions

2.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 22 | 49 | 132 | 246 | 603 | 1 340 |
| 2 | 6 | 22 | 49 | 132 | 246 | 603 | 1 075 |
| 3 | 7 | 24 | 50 | 123 | 242 | 599 | 873 |
| 4 | 8 | 27 | 52 | 125 | 241 | 598 | 720 |
| 5 | 9 | 29 | 58 | 127 | 240 | 598 | 602 |
| 6 | 11 | 32 | 61 | 131 | 240 | 598 | 598 |
| 7 | 12 | 34 | 63 | 133 | 240 | 598 | 598 |
| 8 | 12 | 35 | 62 | 131 | 240 | 598 | 598 |
| 9 | 12 | 36 | 62 | 129 | 240 | 598 | 598 |
| 10 | 13 | 37 | 62 | 129 | 240 | 598 | 598 |
| 11 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 12 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 13 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 14 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 15 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 16 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 17 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 18 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 19 | 14 | 40 | 62 | 129 | 240 | 598 | 598 |
| 20 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 21 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 22 | 15 | 40 | 62 | 129 | 240 | 598 | 598 |
| 23 | 16 | 40 | 62 | 129 | 240 | 598 | 598 |
| 24 | 16 | 40 | 62 | 129 | 240 | 598 | 598 |
| 25 | 18 | 40 | 62 | 129 | 240 | 598 | 598 |
| 26 | 18 | 40 | 62 | 129 | 240 | 598 | 598 |
| 27 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 28 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 29 | 19 | 40 | 62 | 129 | 240 | 598 | 598 |
| 30 | 21 | 40 | 62 | 129 | 240 | 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

6

22

49

132

246

603

1 340

2

6

22

49

132

246

603

1 075

3

7

24

50

123

242

599

873

4

8

27

52

125

241

598

720

5

9

29

58

127

240

598

602

6

11

32

61

131

240

598

598

7

12

34

63

133

240

598

598

8

12

35

62

131

240

598

598

9

12

36

62

129

240

598

598

10

13

37

62

129

240

598

598

11

13

38

62

129

240

598

598

12

14

39

62

129

240

598

598

13

14

39

62

129

240

598

598

14

14

40

62

129

240

598

598

15

14

40

62

129

240

598

598

16

14

40

62

129

240

598

598

17

14

39

62

129

240

598

598

18

14

39

62

129

240

598

598

19

14

40

62

129

240

598

598

20

15

40

62

129

240

598

598

21

15

40

62

129

240

598

598

22

15

40

62

129

240

598

598

23

16

40

62

129

240

598

598

24

16

40

62

129

240

598

598

25

18

40

62

129

240

598

598

26

18

40

62

129

240

598

598

27

19

40

62

129

240

598

598

28

19

40

62

129

240

598

598

29

19

40

62

129

240

598

598

30

21

40

62

129

240

598

598

2.2   Czech koruna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 26 | 53 | 136 | 250 | 607 | 1 347 |
| 2 | 12 | 28 | 55 | 139 | 252 | 609 | 1 082 |
| 3 | 13 | 31 | 57 | 130 | 249 | 606 | 879 |
| 4 | 15 | 33 | 59 | 131 | 247 | 605 | 724 |
| 5 | 16 | 36 | 64 | 134 | 247 | 604 | 605 |
| 6 | 17 | 38 | 67 | 137 | 246 | 604 | 604 |
| 7 | 17 | 40 | 68 | 138 | 246 | 603 | 603 |
| 8 | 17 | 40 | 67 | 136 | 245 | 603 | 603 |
| 9 | 17 | 40 | 67 | 134 | 245 | 603 | 603 |
| 10 | 17 | 41 | 66 | 133 | 245 | 602 | 602 |
| 11 | 17 | 41 | 66 | 133 | 244 | 602 | 602 |
| 12 | 17 | 42 | 66 | 132 | 244 | 601 | 601 |
| 13 | 16 | 42 | 65 | 132 | 243 | 601 | 601 |
| 14 | 16 | 42 | 64 | 131 | 242 | 600 | 600 |
| 15 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 16 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 17 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 18 | 14 | 40 | 63 | 129 | 241 | 598 | 598 |
| 19 | 14 | 40 | 63 | 129 | 241 | 598 | 598 |
| 20 | 15 | 40 | 63 | 130 | 241 | 599 | 599 |
| 21 | 15 | 41 | 63 | 130 | 241 | 599 | 599 |
| 22 | 15 | 41 | 64 | 130 | 242 | 599 | 599 |
| 23 | 16 | 41 | 64 | 130 | 242 | 599 | 599 |
| 24 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 25 | 18 | 41 | 64 | 131 | 242 | 600 | 600 |
| 26 | 18 | 41 | 64 | 131 | 242 | 600 | 600 |
| 27 | 19 | 41 | 64 | 131 | 242 | 600 | 600 |
| 28 | 19 | 41 | 64 | 131 | 242 | 600 | 600 |
| 29 | 20 | 41 | 64 | 131 | 242 | 600 | 600 |
| 30 | 21 | 41 | 64 | 131 | 242 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

26

53

136

250

607

1 347

2

12

28

55

139

252

609

1 082

3

13

31

57

130

249

606

879

4

15

33

59

131

247

605

724

5

16

36

64

134

247

604

605

6

17

38

67

137

246

604

604

7

17

40

68

138

246

603

603

8

17

40

67

136

245

603

603

9

17

40

67

134

245

603

603

10

17

41

66

133

245

602

602

11

17

41

66

133

244

602

602

12

17

42

66

132

244

601

601

13

16

42

65

132

243

601

601

14

16

42

64

131

242

600

600

15

16

41

64

131

242

600

600

16

15

40

63

130

241

599

599

17

15

40

63

130

241

599

599

18

14

40

63

129

241

598

598

19

14

40

63

129

241

598

598

20

15

40

63

130

241

599

599

21

15

41

63

130

241

599

599

22

15

41

64

130

242

599

599

23

16

41

64

130

242

599

599

24

16

41

64

131

242

600

600

25

18

41

64

131

242

600

600

26

18

41

64

131

242

600

600

27

19

41

64

131

242

600

600

28

19

41

64

131

242

600

600

29

20

41

64

131

242

600

600

30

21

41

64

131

242

600

600

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 | 5 | 22 | 49 | 132 | 245 | 603 | 1 340 |
| 2 | 5 | 22 | 49 | 132 | 245 | 603 | 1 075 |
| 3 | 6 | 24 | 50 | 123 | 242 | 599 | 873 |
| 4 | 8 | 26 | 52 | 124 | 240 | 598 | 720 |
| 5 | 9 | 29 | 58 | 127 | 240 | 598 | 602 |
| 6 | 11 | 32 | 61 | 131 | 240 | 598 | 598 |
| 7 | 12 | 34 | 63 | 133 | 240 | 598 | 598 |
| 8 | 12 | 35 | 62 | 130 | 240 | 598 | 598 |
| 9 | 12 | 35 | 62 | 129 | 240 | 598 | 598 |
| 10 | 12 | 37 | 62 | 129 | 240 | 598 | 598 |
| 11 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 12 | 13 | 38 | 62 | 129 | 240 | 598 | 598 |
| 13 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 14 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 15 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 16 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 17 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 18 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 19 | 14 | 39 | 62 | 129 | 240 | 598 | 598 |
| 20 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 21 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 22 | 15 | 39 | 62 | 129 | 240 | 598 | 598 |
| 23 | 16 | 39 | 62 | 129 | 240 | 598 | 598 |
| 24 | 16 | 39 | 62 | 129 | 240 | 598 | 598 |
| 25 | 18 | 39 | 62 | 129 | 240 | 598 | 598 |
| 26 | 18 | 39 | 62 | 129 | 240 | 598 | 598 |
| 27 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 28 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 29 | 19 | 39 | 62 | 129 | 240 | 598 | 598 |
| 30 | 21 | 39 | 62 | 129 | 240 | 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

5

22

49

132

245

603

1 340

2

5

22

49

132

245

603

1 075

3

6

24

50

123

242

599

873

4

8

26

52

124

240

598

720

5

9

29

58

127

240

598

602

6

11

32

61

131

240

598

598

7

12

34

63

133

240

598

598

8

12

35

62

130

240

598

598

9

12

35

62

129

240

598

598

10

12

37

62

129

240

598

598

11

13

38

62

129

240

598

598

12

13

38

62

129

240

598

598

13

14

39

62

129

240

598

598

14

14

39

62

129

240

598

598

15

14

39

62

129

240

598

598

16

14

39

62

129

240

598

598

17

14

39

62

129

240

598

598

18

14

39

62

129

240

598

598

19

14

39

62

129

240

598

598

20

15

39

62

129

240

598

598

21

15

39

62

129

240

598

598

22

15

39

62

129

240

598

598

23

16

39

62

129

240

598

598

24

16

39

62

129

240

598

598

25

18

39

62

129

240

598

598

26

18

39

62

129

240

598

598

27

19

39

62

129

240

598

598

28

19

39

62

129

240

598

598

29

19

39

62

129

240

598

598

30

21

39

62

129

240

598

598

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 | 90 | 106 | 133 | 216 | 329 | 687 | 1 365 |
| 2 | 84 | 100 | 127 | 211 | 324 | 682 | 1 105 |
| 3 | 88 | 105 | 131 | 204 | 323 | 680 | 902 |
| 4 | 86 | 104 | 130 | 202 | 318 | 676 | 744 |
| 5 | 84 | 104 | 132 | 202 | 315 | 673 | 673 |
| 6 | 83 | 104 | 133 | 203 | 312 | 670 | 670 |
| 7 | 81 | 103 | 132 | 202 | 310 | 667 | 667 |
| 8 | 79 | 102 | 130 | 198 | 308 | 666 | 666 |
| 9 | 78 | 102 | 128 | 195 | 307 | 664 | 664 |
| 10 | 74 | 99 | 124 | 191 | 302 | 660 | 660 |
| 11 | 72 | 96 | 121 | 188 | 299 | 657 | 657 |
| 12 | 70 | 96 | 119 | 186 | 297 | 655 | 655 |
| 13 | 70 | 95 | 118 | 185 | 296 | 654 | 654 |
| 14 | 69 | 95 | 118 | 184 | 296 | 653 | 653 |
| 15 | 69 | 94 | 117 | 184 | 295 | 653 | 653 |
| 16 | 68 | 94 | 116 | 183 | 294 | 652 | 652 |
| 17 | 67 | 93 | 116 | 182 | 294 | 651 | 651 |
| 18 | 67 | 92 | 115 | 182 | 293 | 651 | 651 |
| 19 | 66 | 91 | 114 | 181 | 292 | 650 | 650 |
| 20 | 65 | 90 | 113 | 180 | 291 | 649 | 649 |
| 21 | 64 | 90 | 113 | 179 | 291 | 648 | 648 |
| 22 | 63 | 89 | 112 | 178 | 290 | 647 | 647 |
| 23 | 62 | 88 | 111 | 177 | 289 | 646 | 646 |
| 24 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 25 | 60 | 86 | 109 | 175 | 286 | 644 | 644 |
| 26 | 59 | 85 | 107 | 174 | 285 | 643 | 643 |
| 27 | 58 | 84 | 106 | 173 | 284 | 642 | 642 |
| 28 | 57 | 82 | 105 | 172 | 283 | 641 | 641 |
| 29 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 30 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

106

133

216

329

687

1 365

2

84

100

127

211

324

682

1 105

3

88

105

131

204

323

680

902

4

86

104

130

202

318

676

744

5

84

104

132

202

315

673

673

6

83

104

133

203

312

670

670

7

81

103

132

202

310

667

667

8

79

102

130

198

308

666

666

9

78

102

128

195

307

664

664

10

74

99

124

191

302

660

660

11

72

96

121

188

299

657

657

12

70

96

119

186

297

655

655

13

70

95

118

185

296

654

654

14

69

95

118

184

296

653

653

15

69

94

117

184

295

653

653

16

68

94

116

183

294

652

652

17

67

93

116

182

294

651

651

18

67

92

115

182

293

651

651

19

66

91

114

181

292

650

650

20

65

90

113

180

291

649

649

21

64

90

113

179

291

648

648

22

63

89

112

178

290

647

647

23

62

88

111

177

289

646

646

24

61

87

110

176

288

645

645

25

60

86

109

175

286

644

644

26

59

85

107

174

285

643

643

27

58

84

106

173

284

642

642

28

57

82

105

172

283

641

641

29

56

81

104

171

282

640

640

30

55

80

103

170

281

639

639

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 | 26 | 53 | 137 | 250 | 607 | 1 335 |
| 2 | 12 | 28 | 55 | 138 | 252 | 609 | 1 073 |
| 3 | 14 | 31 | 57 | 131 | 249 | 606 | 873 |
| 4 | 16 | 34 | 60 | 132 | 248 | 606 | 721 |
| 5 | 17 | 37 | 66 | 135 | 248 | 606 | 606 |
| 6 | 18 | 39 | 69 | 139 | 248 | 605 | 605 |
| 7 | 19 | 41 | 70 | 140 | 247 | 605 | 605 |
| 8 | 18 | 41 | 69 | 137 | 247 | 604 | 604 |
| 9 | 18 | 42 | 68 | 135 | 246 | 604 | 604 |
| 10 | 18 | 42 | 68 | 134 | 246 | 603 | 603 |
| 11 | 18 | 43 | 67 | 134 | 245 | 603 | 603 |
| 12 | 18 | 43 | 67 | 133 | 245 | 602 | 602 |
| 13 | 18 | 43 | 66 | 133 | 244 | 602 | 602 |
| 14 | 17 | 43 | 66 | 132 | 244 | 601 | 601 |
| 15 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 16 | 16 | 42 | 65 | 131 | 242 | 600 | 600 |
| 17 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 18 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 19 | 16 | 41 | 64 | 131 | 242 | 600 | 600 |
| 20 | 16 | 42 | 64 | 131 | 242 | 600 | 600 |
| 21 | 16 | 42 | 65 | 131 | 243 | 600 | 600 |
| 22 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 23 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 24 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 25 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 26 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 27 | 19 | 42 | 65 | 132 | 243 | 601 | 601 |
| 28 | 19 | 42 | 65 | 132 | 243 | 601 | 601 |
| 29 | 21 | 42 | 65 | 132 | 243 | 601 | 601 |
| 30 | 21 | 42 | 65 | 132 | 243 | 601 | 601 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

26

53

137

250

607

1 335

2

12

28

55

138

252

609

1 073

3

14

31

57

131

249

606

873

4

16

34

60

132

248

606

721

5

17

37

66

135

248

606

606

6

18

39

69

139

248

605

605

7

19

41

70

140

247

605

605

8

18

41

69

137

247

604

604

9

18

42

68

135

246

604

604

10

18

42

68

134

246

603

603

11

18

43

67

134

245

603

603

12

18

43

67

133

245

602

602

13

18

43

66

133

244

602

602

14

17

43

66

132

244

601

601

15

17

42

65

132

243

601

601

16

16

42

65

131

242

600

600

17

16

41

64

131

242

600

600

18

16

41

64

131

242

600

600

19

16

41

64

131

242

600

600

20

16

42

64

131

242

600

600

21

16

42

65

131

243

600

600

22

17

42

65

132

243

601

601

23

17

42

65

132

243

601

601

24

17

42

65

132

243

601

601

25

18

42

65

132

243

601

601

26

18

42

65

132

243

601

601

27

19

42

65

132

243

601

601

28

19

42

65

132

243

601

601

29

21

42

65

132

243

601

601

30

21

42

65

132

243

601

601

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 | 54 | 70 | 97 | 180 | 294 | 651 | 1 391 |
| 2 | 57 | 73 | 101 | 184 | 297 | 655 | 1 120 |
| 3 | 63 | 80 | 106 | 179 | 298 | 655 | 913 |
| 4 | 66 | 85 | 111 | 183 | 299 | 656 | 754 |
| 5 | 68 | 88 | 116 | 186 | 299 | 657 | 657 |
| 6 | 69 | 90 | 120 | 190 | 299 | 656 | 656 |
| 7 | 69 | 92 | 120 | 190 | 298 | 655 | 655 |
| 8 | 68 | 91 | 118 | 187 | 296 | 654 | 654 |
| 9 | 66 | 90 | 116 | 184 | 295 | 652 | 652 |
| 10 | 65 | 89 | 115 | 182 | 293 | 651 | 651 |
| 11 | 64 | 89 | 113 | 180 | 291 | 649 | 649 |
| 12 | 63 | 88 | 112 | 178 | 290 | 647 | 647 |
| 13 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 14 | 60 | 86 | 108 | 175 | 286 | 644 | 644 |
| 15 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 16 | 58 | 83 | 106 | 172 | 284 | 641 | 641 |
| 17 | 56 | 82 | 105 | 171 | 283 | 640 | 640 |
| 18 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 19 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |
| 20 | 54 | 80 | 103 | 169 | 280 | 638 | 638 |
| 21 | 53 | 79 | 102 | 168 | 280 | 637 | 637 |
| 22 | 53 | 78 | 101 | 168 | 279 | 637 | 637 |
| 23 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 24 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 25 | 50 | 76 | 98 | 165 | 276 | 634 | 634 |
| 26 | 49 | 75 | 98 | 164 | 276 | 633 | 633 |
| 27 | 48 | 74 | 97 | 163 | 275 | 632 | 632 |
| 28 | 48 | 73 | 96 | 162 | 274 | 631 | 631 |
| 29 | 47 | 72 | 95 | 162 | 273 | 631 | 631 |
| 30 | 46 | 71 | 94 | 161 | 272 | 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

54

70

97

180

294

651

1 391

2

57

73

101

184

297

655

1 120

3

63

80

106

179

298

655

913

4

66

85

111

183

299

656

754

5

68

88

116

186

299

657

657

6

69

90

120

190

299

656

656

7

69

92

120

190

298

655

655

8

68

91

118

187

296

654

654

9

66

90

116

184

295

652

652

10

65

89

115

182

293

651

651

11

64

89

113

180

291

649

649

12

63

88

112

178

290

647

647

13

61

87

110

176

288

645

645

14

60

86

108

175

286

644

644

15

59

84

107

174

285

643

643

16

58

83

106

172

284

641

641

17

56

82

105

171

283

640

640

18

56

81

104

171

282

640

640

19

55

80

103

170

281

639

639

20

54

80

103

169

280

638

638

21

53

79

102

168

280

637

637

22

53

78

101

168

279

637

637

23

52

77

100

167

278

636

636

24

51

76

99

166

277

635

635

25

50

76

98

165

276

634

634

26

49

75

98

164

276

633

633

27

48

74

97

163

275

632

632

28

48

73

96

162

274

631

631

29

47

72

95

162

273

631

631

30

46

71

94

161

272

630

630

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 | 21 | 48 | 131 | 245 | 602 | 1 339 |
| 2 | 5 | 21 | 48 | 131 | 245 | 602 | 1 074 |
| 3 | 6 | 23 | 49 | 122 | 241 | 598 | 873 |
| 4 | 7 | 26 | 52 | 124 | 240 | 597 | 719 |
| 5 | 9 | 29 | 57 | 126 | 239 | 597 | 602 |
| 6 | 10 | 31 | 60 | 130 | 239 | 597 | 597 |
| 7 | 11 | 33 | 62 | 132 | 239 | 597 | 597 |
| 8 | 11 | 34 | 61 | 130 | 239 | 597 | 597 |
| 9 | 11 | 35 | 61 | 128 | 239 | 597 | 597 |
| 10 | 12 | 36 | 61 | 128 | 239 | 597 | 597 |
| 11 | 12 | 37 | 61 | 128 | 239 | 597 | 597 |
| 12 | 13 | 38 | 61 | 128 | 239 | 597 | 597 |
| 13 | 13 | 38 | 62 | 128 | 239 | 597 | 597 |
| 14 | 13 | 39 | 62 | 128 | 239 | 597 | 597 |
| 15 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 16 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 17 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 18 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 19 | 13 | 39 | 61 | 128 | 239 | 597 | 597 |
| 20 | 15 | 39 | 61 | 128 | 239 | 597 | 597 |
| 21 | 15 | 39 | 62 | 128 | 239 | 597 | 597 |
| 22 | 15 | 39 | 62 | 128 | 239 | 597 | 597 |
| 23 | 16 | 39 | 62 | 128 | 239 | 597 | 597 |
| 24 | 16 | 39 | 62 | 128 | 239 | 597 | 597 |
| 25 | 18 | 39 | 62 | 128 | 240 | 597 | 597 |
| 26 | 18 | 39 | 62 | 128 | 240 | 597 | 597 |
| 27 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 28 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 29 | 19 | 39 | 62 | 128 | 240 | 597 | 597 |
| 30 | 21 | 39 | 62 | 128 | 240 | 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

5

21

48

131

245

602

1 339

2

5

21

48

131

245

602

1 074

3

6

23

49

122

241

598

873

4

7

26

52

124

240

597

719

5

9

29

57

126

239

597

602

6

10

31

60

130

239

597

597

7

11

33

62

132

239

597

597

8

11

34

61

130

239

597

597

9

11

35

61

128

239

597

597

10

12

36

61

128

239

597

597

11

12

37

61

128

239

597

597

12

13

38

61

128

239

597

597

13

13

38

62

128

239

597

597

14

13

39

62

128

239

597

597

15

13

39

61

128

239

597

597

16

13

39

61

128

239

597

597

17

13

39

61

128

239

597

597

18

13

39

61

128

239

597

597

19

13

39

61

128

239

597

597

20

15

39

61

128

239

597

597

21

15

39

62

128

239

597

597

22

15

39

62

128

239

597

597

23

16

39

62

128

239

597

597

24

16

39

62

128

239

597

597

25

18

39

62

128

240

597

597

26

18

39

62

128

240

597

597

27

19

39

62

128

240

597

597

28

19

39

62

128

240

597

597

29

19

39

62

128

240

597

597

30

21

39

62

128

240

597

597

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 | 59 | 163 | 264 | 621 | 1 359 |
| 2 | 7 | 25 | 59 | 163 | 264 | 621 | 1 093 |
| 3 | 8 | 27 | 58 | 146 | 260 | 617 | 890 |
| 4 | 9 | 30 | 60 | 133 | 258 | 615 | 734 |
| 5 | 10 | 31 | 60 | 119 | 257 | 614 | 614 |
| 6 | 13 | 35 | 63 | 110 | 255 | 613 | 613 |
| 7 | 15 | 37 | 63 | 101 | 254 | 612 | 612 |
| 8 | 15 | 38 | 61 | 93 | 253 | 611 | 611 |
| 9 | 17 | 45 | 64 | 87 | 252 | 610 | 610 |
| 10 | 16 | 44 | 61 | 82 | 251 | 609 | 609 |
| 11 | 15 | 43 | 59 | 81 | 250 | 608 | 608 |
| 12 | 15 | 43 | 59 | 82 | 250 | 607 | 607 |
| 13 | 15 | 43 | 59 | 82 | 249 | 606 | 606 |
| 14 | 15 | 43 | 59 | 82 | 248 | 606 | 606 |
| 15 | 15 | 43 | 59 | 82 | 247 | 605 | 605 |
| 16 | 15 | 43 | 59 | 82 | 246 | 603 | 603 |
| 17 | 15 | 43 | 59 | 82 | 245 | 602 | 602 |
| 18 | 15 | 43 | 59 | 82 | 244 | 602 | 602 |
| 19 | 15 | 43 | 59 | 82 | 244 | 602 | 602 |
| 20 | 15 | 43 | 59 | 82 | 245 | 602 | 602 |
| 21 | 15 | 43 | 59 | 82 | 245 | 603 | 603 |
| 22 | 16 | 43 | 59 | 82 | 245 | 602 | 602 |
| 23 | 16 | 43 | 59 | 82 | 244 | 602 | 602 |
| 24 | 16 | 43 | 59 | 82 | 244 | 602 | 602 |
| 25 | 18 | 43 | 59 | 82 | 244 | 601 | 601 |
| 26 | 18 | 43 | 59 | 82 | 243 | 601 | 601 |
| 27 | 19 | 43 | 59 | 82 | 243 | 600 | 600 |
| 28 | 19 | 43 | 59 | 82 | 242 | 600 | 600 |
| 29 | 20 | 43 | 59 | 82 | 242 | 600 | 600 |
| 30 | 21 | 43 | 59 | 82 | 242 | 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

7

25

59

163

264

621

1 359

2

7

25

59

163

264

621

1 093

3

8

27

58

146

260

617

890

4

9

30

60

133

258

615

734

5

10

31

60

119

257

614

614

6

13

35

63

110

255

613

613

7

15

37

63

101

254

612

612

8

15

38

61

93

253

611

611

9

17

45

64

87

252

610

610

10

16

44

61

82

251

609

609

11

15

43

59

81

250

608

608

12

15

43

59

82

250

607

607

13

15

43

59

82

249

606

606

14

15

43

59

82

248

606

606

15

15

43

59

82

247

605

605

16

15

43

59

82

246

603

603

17

15

43

59

82

245

602

602

18

15

43

59

82

244

602

602

19

15

43

59

82

244

602

602

20

15

43

59

82

245

602

602

21

15

43

59

82

245

603

603

22

16

43

59

82

245

602

602

23

16

43

59

82

244

602

602

24

16

43

59

82

244

602

602

25

18

43

59

82

244

601

601

26

18

43

59

82

243

601

601

27

19

43

59

82

243

600

600

28

19

43

59

82

242

600

600

29

20

43

59

82

242

600

600

30

21

43

59

82

242

599

599

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 | 91 | 107 | 135 | 218 | 331 | 689 | 1 364 |
| 2 | 88 | 104 | 131 | 215 | 328 | 685 | 1 100 |
| 3 | 86 | 103 | 129 | 203 | 321 | 679 | 897 |
| 4 | 84 | 103 | 129 | 201 | 317 | 674 | 742 |
| 5 | 82 | 102 | 131 | 200 | 313 | 671 | 671 |
| 6 | 81 | 102 | 132 | 202 | 311 | 668 | 668 |
| 7 | 79 | 101 | 130 | 200 | 307 | 665 | 665 |
| 8 | 76 | 99 | 126 | 195 | 305 | 662 | 662 |
| 9 | 74 | 97 | 124 | 191 | 302 | 660 | 660 |
| 10 | 72 | 96 | 122 | 189 | 300 | 658 | 658 |
| 11 | 71 | 95 | 120 | 187 | 298 | 656 | 656 |
| 12 | 69 | 94 | 118 | 185 | 296 | 654 | 654 |
| 13 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |
| 14 | 66 | 92 | 115 | 181 | 293 | 650 | 650 |
| 15 | 65 | 90 | 113 | 180 | 291 | 649 | 649 |
| 16 | 64 | 89 | 112 | 179 | 290 | 648 | 648 |
| 17 | 62 | 88 | 111 | 177 | 289 | 646 | 646 |
| 18 | 61 | 87 | 110 | 176 | 288 | 645 | 645 |
| 19 | 60 | 86 | 109 | 175 | 287 | 644 | 644 |
| 20 | 59 | 85 | 108 | 174 | 286 | 643 | 643 |
| 21 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 22 | 58 | 83 | 106 | 173 | 284 | 642 | 642 |
| 23 | 57 | 82 | 105 | 172 | 283 | 641 | 641 |
| 24 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 25 | 55 | 80 | 103 | 170 | 281 | 639 | 639 |
| 26 | 54 | 79 | 102 | 169 | 280 | 638 | 638 |
| 27 | 53 | 78 | 101 | 168 | 279 | 637 | 637 |
| 28 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 29 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 30 | 50 | 75 | 98 | 165 | 276 | 634 | 634 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

91

107

135

218

331

689

1 364

2

88

104

131

215

328

685

1 100

3

86

103

129

203

321

679

897

4

84

103

129

201

317

674

742

5

82

102

131

200

313

671

671

6

81

102

132

202

311

668

668

7

79

101

130

200

307

665

665

8

76

99

126

195

305

662

662

9

74

97

124

191

302

660

660

10

72

96

122

189

300

658

658

11

71

95

120

187

298

656

656

12

69

94

118

185

296

654

654

13

68

93

116

183

294

652

652

14

66

92

115

181

293

650

650

15

65

90

113

180

291

649

649

16

64

89

112

179

290

648

648

17

62

88

111

177

289

646

646

18

61

87

110

176

288

645

645

19

60

86

109

175

287

644

644

20

59

85

108

174

286

643

643

21

59

84

107

174

285

643

643

22

58

83

106

173

284

642

642

23

57

82

105

172

283

641

641

24

56

81

104

171

282

640

640

25

55

80

103

170

281

639

639

26

54

79

102

169

280

638

638

27

53

78

101

168

279

637

637

28

52

77

100

167

278

636

636

29

51

76

99

166

277

635

635

30

50

75

98

165

276

634

634

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 | 62 | 78 | 105 | 189 | 302 | 660 | 1 373 |
| 2 | 60 | 76 | 104 | 187 | 300 | 658 | 1 104 |
| 3 | 60 | 77 | 103 | 176 | 295 | 652 | 898 |
| 4 | 59 | 78 | 104 | 176 | 292 | 649 | 741 |
| 5 | 58 | 78 | 107 | 176 | 289 | 647 | 647 |
| 6 | 57 | 78 | 108 | 178 | 287 | 644 | 644 |
| 7 | 57 | 79 | 108 | 178 | 285 | 643 | 643 |
| 8 | 55 | 78 | 105 | 173 | 283 | 641 | 641 |
| 9 | 53 | 77 | 103 | 170 | 281 | 639 | 639 |
| 10 | 52 | 76 | 102 | 169 | 280 | 638 | 638 |
| 11 | 52 | 76 | 101 | 168 | 279 | 637 | 637 |
| 12 | 51 | 76 | 100 | 167 | 278 | 636 | 636 |
| 13 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 14 | 50 | 76 | 99 | 165 | 277 | 634 | 634 |
| 15 | 50 | 75 | 98 | 164 | 276 | 633 | 633 |
| 16 | 48 | 74 | 97 | 163 | 275 | 632 | 632 |
| 17 | 48 | 73 | 96 | 163 | 274 | 632 | 632 |
| 18 | 47 | 72 | 95 | 162 | 273 | 631 | 631 |
| 19 | 46 | 72 | 95 | 161 | 273 | 630 | 630 |
| 20 | 46 | 72 | 95 | 161 | 272 | 630 | 630 |
| 21 | 46 | 71 | 94 | 161 | 272 | 630 | 630 |
| 22 | 45 | 71 | 94 | 160 | 272 | 629 | 629 |
| 23 | 45 | 70 | 93 | 160 | 271 | 629 | 629 |
| 24 | 44 | 70 | 93 | 159 | 271 | 628 | 628 |
| 25 | 44 | 69 | 92 | 159 | 270 | 628 | 628 |
| 26 | 43 | 69 | 91 | 158 | 269 | 627 | 627 |
| 27 | 42 | 68 | 91 | 157 | 269 | 626 | 626 |
| 28 | 42 | 67 | 90 | 157 | 268 | 626 | 626 |
| 29 | 41 | 67 | 89 | 156 | 267 | 625 | 625 |
| 30 | 41 | 66 | 89 | 155 | 267 | 624 | 624 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

62

78

105

189

302

660

1 373

2

60

76

104

187

300

658

1 104

3

60

77

103

176

295

652

898

4

59

78

104

176

292

649

741

5

58

78

107

176

289

647

647

6

57

78

108

178

287

644

644

7

57

79

108

178

285

643

643

8

55

78

105

173

283

641

641

9

53

77

103

170

281

639

639

10

52

76

102

169

280

638

638

11

52

76

101

168

279

637

637

12

51

76

100

167

278

636

636

13

51

76

99

166

277

635

635

14

50

76

99

165

277

634

634

15

50

75

98

164

276

633

633

16

48

74

97

163

275

632

632

17

48

73

96

163

274

632

632

18

47

72

95

162

273

631

631

19

46

72

95

161

273

630

630

20

46

72

95

161

272

630

630

21

46

71

94

161

272

630

630

22

45

71

94

160

272

629

629

23

45

70

93

160

271

629

629

24

44

70

93

159

271

628

628

25

44

69

92

159

270

628

628

26

43

69

91

158

269

627

627

27

42

68

91

157

269

626

626

28

42

67

90

157

268

626

626

29

41

67

89

156

267

625

625

30

41

66

89

155

267

624

624

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 | 47 | 74 | 157 | 271 | 628 | 1 360 |
| 2 | 31 | 47 | 75 | 158 | 271 | 629 | 1 091 |
| 3 | 31 | 49 | 74 | 148 | 266 | 624 | 886 |
| 4 | 31 | 50 | 76 | 148 | 264 | 622 | 731 |
| 5 | 32 | 52 | 80 | 150 | 263 | 621 | 621 |
| 6 | 32 | 54 | 83 | 153 | 262 | 620 | 620 |
| 7 | 33 | 55 | 84 | 154 | 261 | 619 | 619 |
| 8 | 32 | 55 | 82 | 151 | 260 | 618 | 618 |
| 9 | 31 | 55 | 81 | 148 | 260 | 617 | 617 |
| 10 | 31 | 55 | 81 | 147 | 259 | 617 | 617 |
| 11 | 31 | 56 | 80 | 147 | 258 | 616 | 616 |
| 12 | 30 | 56 | 79 | 146 | 257 | 615 | 615 |
| 13 | 30 | 55 | 78 | 145 | 256 | 614 | 614 |
| 14 | 29 | 55 | 78 | 144 | 256 | 613 | 613 |
| 15 | 29 | 54 | 77 | 143 | 255 | 612 | 612 |
| 16 | 27 | 53 | 76 | 142 | 254 | 611 | 611 |
| 17 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 18 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 19 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 20 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 21 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 22 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 23 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 24 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 25 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 26 | 25 | 51 | 74 | 140 | 251 | 609 | 609 |
| 27 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 28 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 29 | 24 | 50 | 73 | 139 | 251 | 608 | 608 |
| 30 | 24 | 50 | 73 | 139 | 250 | 608 | 608 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

47

74

157

271

628

1 360

2

31

47

75

158

271

629

1 091

3

31

49

74

148

266

624

886

4

31

50

76

148

264

622

731

5

32

52

80

150

263

621

621

6

32

54

83

153

262

620

620

7

33

55

84

154

261

619

619

8

32

55

82

151

260

618

618

9

31

55

81

148

260

617

617

10

31

55

81

147

259

617

617

11

31

56

80

147

258

616

616

12

30

56

79

146

257

615

615

13

30

55

78

145

256

614

614

14

29

55

78

144

256

613

613

15

29

54

77

143

255

612

612

16

27

53

76

142

254

611

611

17

27

52

75

142

253

611

611

18

26

52

75

141

253

610

610

19

26

51

74

141

252

610

610

20

26

51

74

141

252

610

610

21

26

51

74

141

252

610

610

22

26

51

74

141

252

610

610

23

26

51

74

141

252

610

610

24

26

51

74

141

252

610

610

25

25

51

74

140

252

609

609

26

25

51

74

140

251

609

609

27

25

50

73

140

251

609

609

28

25

50

73

140

251

609

609

29

24

50

73

139

251

608

608

30

24

50

73

139

250

608

608

2.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 5 | 28 | 111 | 224 | 582 | 1 327 |
| 2 | 1 | 6 | 29 | 112 | 225 | 583 | 1 065 |
| 3 | 2 | 6 | 30 | 103 | 222 | 579 | 865 |
| 4 | 2 | 8 | 32 | 105 | 221 | 578 | 713 |
| 5 | 4 | 9 | 38 | 107 | 220 | 578 | 596 |
| 6 | 4 | 12 | 41 | 111 | 220 | 578 | 578 |
| 7 | 4 | 14 | 43 | 113 | 220 | 578 | 578 |
| 8 | 6 | 15 | 42 | 111 | 220 | 578 | 578 |
| 9 | 6 | 16 | 42 | 109 | 220 | 578 | 578 |
| 10 | 7 | 17 | 42 | 109 | 220 | 578 | 578 |
| 11 | 8 | 19 | 44 | 110 | 222 | 579 | 579 |
| 12 | 9 | 18 | 42 | 109 | 220 | 578 | 578 |
| 13 | 9 | 20 | 43 | 110 | 221 | 579 | 579 |
| 14 | 10 | 20 | 43 | 110 | 221 | 579 | 579 |
| 15 | 10 | 19 | 42 | 108 | 220 | 577 | 577 |
| 16 | 12 | 18 | 41 | 107 | 219 | 576 | 576 |
| 17 | 12 | 19 | 41 | 107 | 219 | 576 | 576 |
| 18 | 13 | 19 | 41 | 107 | 219 | 576 | 576 |
| 19 | 13 | 21 | 41 | 108 | 219 | 577 | 577 |
| 20 | 13 | 21 | 42 | 109 | 220 | 578 | 578 |
| 21 | 15 | 22 | 43 | 109 | 220 | 578 | 578 |
| 22 | 15 | 24 | 43 | 109 | 221 | 578 | 578 |
| 23 | 16 | 24 | 43 | 109 | 221 | 578 | 578 |
| 24 | 16 | 25 | 44 | 109 | 221 | 578 | 578 |
| 25 | 18 | 25 | 45 | 109 | 221 | 578 | 578 |
| 26 | 18 | 27 | 46 | 109 | 221 | 578 | 578 |
| 27 | 18 | 28 | 47 | 109 | 221 | 578 | 578 |
| 28 | 19 | 28 | 49 | 109 | 221 | 578 | 578 |
| 29 | 19 | 29 | 51 | 109 | 221 | 578 | 578 |
| 30 | 21 | 29 | 52 | 109 | 221 | 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

0

5

28

111

224

582

1 327

2

1

6

29

112

225

583

1 065

3

2

6

30

103

222

579

865

4

2

8

32

105

221

578

713

5

4

9

38

107

220

578

596

6

4

12

41

111

220

578

578

7

4

14

43

113

220

578

578

8

6

15

42

111

220

578

578

9

6

16

42

109

220

578

578

10

7

17

42

109

220

578

578

11

8

19

44

110

222

579

579

12

9

18

42

109

220

578

578

13

9

20

43

110

221

579

579

14

10

20

43

110

221

579

579

15

10

19

42

108

220

577

577

16

12

18

41

107

219

576

576

17

12

19

41

107

219

576

576

18

13

19

41

107

219

576

576

19

13

21

41

108

219

577

577

20

13

21

42

109

220

578

578

21

15

22

43

109

220

578

578

22

15

24

43

109

221

578

578

23

16

24

43

109

221

578

578

24

16

25

44

109

221

578

578

25

18

25

45

109

221

578

578

26

18

27

46

109

221

578

578

27

18

28

47

109

221

578

578

28

19

28

49

109

221

578

578

29

19

29

51

109

221

578

578

30

21

29

52

109

221

578

578

2.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 63 | 91 | 174 | 287 | 645 | 1 387 |
| 2 | 47 | 63 | 91 | 174 | 287 | 645 | 1 112 |
| 3 | 48 | 65 | 91 | 164 | 283 | 640 | 903 |
| 4 | 48 | 67 | 93 | 165 | 281 | 638 | 744 |
| 5 | 49 | 68 | 97 | 166 | 279 | 637 | 637 |
| 6 | 49 | 70 | 99 | 169 | 278 | 636 | 636 |
| 7 | 49 | 71 | 100 | 170 | 277 | 635 | 635 |
| 8 | 47 | 70 | 98 | 166 | 276 | 634 | 634 |
| 9 | 47 | 70 | 97 | 164 | 275 | 633 | 633 |
| 10 | 46 | 70 | 96 | 163 | 274 | 632 | 632 |
| 11 | 46 | 71 | 95 | 162 | 273 | 631 | 631 |
| 12 | 45 | 70 | 94 | 161 | 272 | 630 | 630 |
| 13 | 45 | 70 | 94 | 160 | 271 | 629 | 629 |
| 14 | 45 | 70 | 93 | 159 | 271 | 628 | 628 |
| 15 | 44 | 69 | 92 | 159 | 270 | 628 | 628 |
| 16 | 43 | 68 | 91 | 158 | 269 | 627 | 627 |
| 17 | 42 | 68 | 90 | 157 | 268 | 626 | 626 |
| 18 | 41 | 67 | 90 | 156 | 268 | 625 | 625 |
| 19 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 20 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 21 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 22 | 40 | 66 | 89 | 155 | 267 | 624 | 624 |
| 23 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 24 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 25 | 39 | 64 | 87 | 154 | 265 | 623 | 623 |
| 26 | 38 | 64 | 87 | 153 | 265 | 622 | 622 |
| 27 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 28 | 37 | 63 | 86 | 152 | 263 | 621 | 621 |
| 29 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 30 | 36 | 62 | 84 | 151 | 262 | 620 | 620 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

63

91

174

287

645

1 387

2

47

63

91

174

287

645

1 112

3

48

65

91

164

283

640

903

4

48

67

93

165

281

638

744

5

49

68

97

166

279

637

637

6

49

70

99

169

278

636

636

7

49

71

100

170

277

635

635

8

47

70

98

166

276

634

634

9

47

70

97

164

275

633

633

10

46

70

96

163

274

632

632

11

46

71

95

162

273

631

631

12

45

70

94

161

272

630

630

13

45

70

94

160

271

629

629

14

45

70

93

159

271

628

628

15

44

69

92

159

270

628

628

16

43

68

91

158

269

627

627

17

42

68

90

157

268

626

626

18

41

67

90

156

268

625

625

19

41

66

89

156

267

625

625

20

41

66

89

156

267

625

625

21

41

66

89

156

267

625

625

22

40

66

89

155

267

624

624

23

40

65

88

155

266

624

624

24

39

65

88

154

266

623

623

25

39

64

87

154

265

623

623

26

38

64

87

153

265

622

622

27

38

63

86

153

264

622

622

28

37

63

86

152

263

621

621

29

37

62

85

152

263

621

621

30

36

62

84

151

262

620

620

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 | 13 | 29 | 57 | 140 | 253 | 611 | 1 370 |
| 2 | 18 | 34 | 61 | 144 | 258 | 615 | 1 100 |
| 3 | 22 | 40 | 65 | 139 | 257 | 615 | 894 |
| 4 | 26 | 45 | 71 | 143 | 259 | 616 | 738 |
| 5 | 29 | 49 | 77 | 147 | 260 | 618 | 618 |
| 6 | 28 | 49 | 79 | 149 | 258 | 615 | 615 |
| 7 | 34 | 56 | 84 | 155 | 262 | 619 | 619 |
| 8 | 32 | 55 | 82 | 151 | 260 | 618 | 618 |
| 9 | 33 | 57 | 83 | 150 | 261 | 619 | 619 |
| 10 | 35 | 59 | 85 | 152 | 263 | 621 | 621 |
| 11 | 37 | 62 | 86 | 153 | 264 | 622 | 622 |
| 12 | 38 | 63 | 87 | 154 | 265 | 623 | 623 |
| 13 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 14 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 15 | 40 | 65 | 88 | 155 | 266 | 624 | 624 |
| 16 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 17 | 39 | 65 | 88 | 154 | 266 | 623 | 623 |
| 18 | 38 | 64 | 87 | 153 | 265 | 622 | 622 |
| 19 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 20 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 21 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 22 | 38 | 63 | 86 | 153 | 264 | 622 | 622 |
| 23 | 37 | 63 | 86 | 152 | 264 | 621 | 621 |
| 24 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 25 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 26 | 36 | 61 | 84 | 151 | 262 | 620 | 620 |
| 27 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 28 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |
| 29 | 34 | 60 | 83 | 149 | 261 | 618 | 618 |
| 30 | 34 | 59 | 82 | 149 | 260 | 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

13

29

57

140

253

611

1 370

2

18

34

61

144

258

615

1 100

3

22

40

65

139

257

615

894

4

26

45

71

143

259

616

738

5

29

49

77

147

260

618

618

6

28

49

79

149

258

615

615

7

34

56

84

155

262

619

619

8

32

55

82

151

260

618

618

9

33

57

83

150

261

619

619

10

35

59

85

152

263

621

621

11

37

62

86

153

264

622

622

12

38

63

87

154

265

623

623

13

39

65

88

154

266

623

623

14

40

65

88

155

266

624

624

15

40

65

88

155

266

624

624

16

39

65

88

154

266

623

623

17

39

65

88

154

266

623

623

18

38

64

87

153

265

622

622

19

38

63

86

153

264

622

622

20

38

63

86

153

264

622

622

21

38

63

86

153

264

622

622

22

38

63

86

153

264

622

622

23

37

63

86

152

264

621

621

24

37

62

85

152

263

621

621

25

36

62

85

151

263

620

620

26

36

61

84

151

262

620

620

27

35

61

84

150

262

619

619

28

35

60

83

150

261

619

619

29

34

60

83

149

261

618

618

30

34

59

82

149

260

618

618

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 | 12 | 28 | 56 | 139 | 252 | 610 | 1 357 |
| 2 | 14 | 30 | 57 | 140 | 254 | 611 | 1 089 |
| 3 | 16 | 33 | 59 | 133 | 251 | 608 | 885 |
| 4 | 18 | 36 | 62 | 134 | 250 | 608 | 729 |
| 5 | 19 | 39 | 68 | 137 | 250 | 608 | 610 |
| 6 | 21 | 42 | 71 | 141 | 250 | 608 | 608 |
| 7 | 22 | 44 | 73 | 143 | 251 | 608 | 608 |
| 8 | 22 | 45 | 72 | 141 | 251 | 608 | 608 |
| 9 | 22 | 46 | 72 | 140 | 251 | 608 | 608 |
| 10 | 23 | 47 | 73 | 140 | 251 | 609 | 609 |
| 11 | 24 | 49 | 73 | 140 | 251 | 609 | 609 |
| 12 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 13 | 25 | 50 | 74 | 140 | 252 | 609 | 609 |
| 14 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 15 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 16 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 17 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 18 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 19 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 20 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 21 | 26 | 51 | 74 | 140 | 252 | 609 | 609 |
| 22 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 23 | 25 | 51 | 74 | 140 | 252 | 609 | 609 |
| 24 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 25 | 25 | 50 | 73 | 140 | 251 | 609 | 609 |
| 26 | 24 | 50 | 73 | 139 | 251 | 608 | 608 |
| 27 | 24 | 50 | 72 | 139 | 250 | 608 | 608 |
| 28 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 29 | 24 | 49 | 72 | 138 | 250 | 607 | 607 |
| 30 | 23 | 49 | 72 | 138 | 250 | 607 | 607 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

12

28

56

139

252

610

1 357

2

14

30

57

140

254

611

1 089

3

16

33

59

133

251

608

885

4

18

36

62

134

250

608

729

5

19

39

68

137

250

608

610

6

21

42

71

141

250

608

608

7

22

44

73

143

251

608

608

8

22

45

72

141

251

608

608

9

22

46

72

140

251

608

608

10

23

47

73

140

251

609

609

11

24

49

73

140

251

609

609

12

25

50

73

140

251

609

609

13

25

50

74

140

252

609

609

14

26

51

74

140

252

609

609

15

26

51

74

140

252

609

609

16

25

51

74

140

252

609

609

17

25

51

74

140

252

609

609

18

25

51

74

140

252

609

609

19

25

51

74

140

252

609

609

20

25

51

74

140

252

609

609

21

26

51

74

140

252

609

609

22

25

51

74

140

252

609

609

23

25

51

74

140

252

609

609

24

25

50

73

140

251

609

609

25

25

50

73

140

251

609

609

26

24

50

73

139

251

608

608

27

24

50

72

139

250

608

608

28

24

49

72

139

250

608

608

29

24

49

72

138

250

607

607

30

23

49

72

138

250

607

607

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 | 49 | 65 | 92 | 175 | 289 | 646 | 1 425 |
| 2 | 52 | 68 | 95 | 178 | 292 | 649 | 1 146 |
| 3 | 56 | 73 | 99 | 172 | 291 | 648 | 932 |
| 4 | 58 | 77 | 103 | 175 | 291 | 648 | 768 |
| 5 | 60 | 80 | 108 | 178 | 291 | 648 | 648 |
| 6 | 62 | 83 | 112 | 182 | 291 | 649 | 649 |
| 7 | 63 | 85 | 113 | 184 | 291 | 648 | 648 |
| 8 | 62 | 85 | 112 | 181 | 290 | 648 | 648 |
| 9 | 62 | 85 | 112 | 179 | 290 | 648 | 648 |
| 10 | 62 | 86 | 112 | 179 | 290 | 648 | 648 |
| 11 | 62 | 87 | 112 | 178 | 290 | 647 | 647 |
| 12 | 62 | 87 | 111 | 177 | 289 | 646 | 646 |
| 13 | 62 | 87 | 110 | 177 | 288 | 646 | 646 |
| 14 | 61 | 86 | 109 | 176 | 287 | 645 | 645 |
| 15 | 60 | 85 | 108 | 175 | 286 | 644 | 644 |
| 16 | 59 | 84 | 107 | 174 | 285 | 643 | 643 |
| 17 | 58 | 84 | 106 | 173 | 284 | 642 | 642 |
| 18 | 57 | 83 | 106 | 172 | 284 | 641 | 641 |
| 19 | 57 | 82 | 105 | 171 | 283 | 640 | 640 |
| 20 | 56 | 81 | 104 | 171 | 282 | 640 | 640 |
| 21 | 55 | 81 | 103 | 170 | 281 | 639 | 639 |
| 22 | 54 | 80 | 103 | 169 | 281 | 638 | 638 |
| 23 | 53 | 79 | 102 | 168 | 280 | 637 | 637 |
| 24 | 53 | 78 | 101 | 167 | 279 | 636 | 636 |
| 25 | 52 | 77 | 100 | 167 | 278 | 636 | 636 |
| 26 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 27 | 50 | 75 | 98 | 165 | 276 | 634 | 634 |
| 28 | 49 | 74 | 97 | 164 | 275 | 633 | 633 |
| 29 | 48 | 74 | 96 | 163 | 274 | 632 | 632 |
| 30 | 47 | 73 | 96 | 162 | 274 | 631 | 631 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

49

65

92

175

289

646

1 425

2

52

68

95

178

292

649

1 146

3

56

73

99

172

291

648

932

4

58

77

103

175

291

648

768

5

60

80

108

178

291

648

648

6

62

83

112

182

291

649

649

7

63

85

113

184

291

648

648

8

62

85

112

181

290

648

648

9

62

85

112

179

290

648

648

10

62

86

112

179

290

648

648

11

62

87

112

178

290

647

647

12

62

87

111

177

289

646

646

13

62

87

110

177

288

646

646

14

61

86

109

176

287

645

645

15

60

85

108

175

286

644

644

16

59

84

107

174

285

643

643

17

58

84

106

173

284

642

642

18

57

83

106

172

284

641

641

19

57

82

105

171

283

640

640

20

56

81

104

171

282

640

640

21

55

81

103

170

281

639

639

22

54

80

103

169

281

638

638

23

53

79

102

168

280

637

637

24

53

78

101

167

279

636

636

25

52

77

100

167

278

636

636

26

51

76

99

166

277

635

635

27

50

75

98

165

276

634

634

28

49

74

97

164

275

633

633

29

48

74

96

163

274

632

632

30

47

73

96

162

274

631

631

2.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 80 | 96 | 123 | 207 | 320 | 678 | 1 439 |
| 2 | 84 | 100 | 128 | 211 | 324 | 682 | 1 156 |
| 3 | 85 | 103 | 129 | 202 | 321 | 678 | 940 |
| 4 | 86 | 104 | 130 | 202 | 318 | 676 | 775 |
| 5 | 89 | 109 | 137 | 207 | 320 | 678 | 678 |
| 6 | 91 | 112 | 141 | 211 | 320 | 678 | 678 |
| 7 | 92 | 114 | 143 | 213 | 321 | 678 | 678 |
| 8 | 93 | 116 | 143 | 212 | 322 | 679 | 679 |
| 9 | 94 | 117 | 144 | 211 | 322 | 680 | 680 |
| 10 | 94 | 119 | 144 | 211 | 322 | 680 | 680 |
| 11 | 94 | 119 | 144 | 210 | 322 | 679 | 679 |
| 12 | 94 | 119 | 143 | 209 | 321 | 678 | 678 |
| 13 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 14 | 92 | 117 | 140 | 206 | 318 | 675 | 675 |
| 15 | 90 | 115 | 138 | 205 | 316 | 674 | 674 |
| 16 | 88 | 114 | 137 | 203 | 315 | 672 | 672 |
| 17 | 87 | 112 | 135 | 202 | 313 | 671 | 671 |
| 18 | 86 | 111 | 134 | 201 | 312 | 670 | 670 |
| 19 | 84 | 110 | 133 | 199 | 311 | 668 | 668 |
| 20 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |
| 21 | 82 | 107 | 130 | 196 | 308 | 665 | 665 |
| 22 | 80 | 106 | 128 | 195 | 306 | 664 | 664 |
| 23 | 79 | 104 | 127 | 193 | 305 | 662 | 662 |
| 24 | 77 | 102 | 125 | 192 | 303 | 661 | 661 |
| 25 | 75 | 101 | 124 | 190 | 302 | 659 | 659 |
| 26 | 74 | 99 | 122 | 189 | 300 | 658 | 658 |
| 27 | 72 | 98 | 121 | 187 | 299 | 656 | 656 |
| 28 | 71 | 96 | 119 | 186 | 297 | 655 | 655 |
| 29 | 69 | 95 | 118 | 184 | 296 | 653 | 653 |
| 30 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

96

123

207

320

678

1 439

2

84

100

128

211

324

682

1 156

3

85

103

129

202

321

678

940

4

86

104

130

202

318

676

775

5

89

109

137

207

320

678

678

6

91

112

141

211

320

678

678

7

92

114

143

213

321

678

678

8

93

116

143

212

322

679

679

9

94

117

144

211

322

680

680

10

94

119

144

211

322

680

680

11

94

119

144

210

322

679

679

12

94

119

143

209

321

678

678

13

93

118

141

208

319

677

677

14

92

117

140

206

318

675

675

15

90

115

138

205

316

674

674

16

88

114

137

203

315

672

672

17

87

112

135

202

313

671

671

18

86

111

134

201

312

670

670

19

84

110

133

199

311

668

668

20

83

108

131

198

309

667

667

21

82

107

130

196

308

665

665

22

80

106

128

195

306

664

664

23

79

104

127

193

305

662

662

24

77

102

125

192

303

661

661

25

75

101

124

190

302

659

659

26

74

99

122

189

300

658

658

27

72

98

121

187

299

656

656

28

71

96

119

186

297

655

655

29

69

95

118

184

296

653

653

30

68

93

116

183

294

652

652

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 | 5 | 21 | 48 | 132 | 245 | 603 | 1 353 |
| 2 | 8 | 25 | 52 | 135 | 248 | 606 | 1 090 |
| 3 | 12 | 29 | 55 | 129 | 247 | 605 | 886 |
| 4 | 15 | 34 | 60 | 132 | 248 | 605 | 731 |
| 5 | 18 | 38 | 67 | 136 | 249 | 607 | 612 |
| 6 | 20 | 41 | 71 | 141 | 250 | 608 | 608 |
| 7 | 22 | 44 | 73 | 143 | 250 | 608 | 608 |
| 8 | 22 | 45 | 72 | 141 | 251 | 608 | 608 |
| 9 | 22 | 46 | 72 | 140 | 251 | 608 | 608 |
| 10 | 23 | 47 | 73 | 139 | 251 | 608 | 608 |
| 11 | 24 | 48 | 73 | 139 | 251 | 608 | 608 |
| 12 | 24 | 49 | 73 | 139 | 251 | 608 | 608 |
| 13 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 14 | 23 | 49 | 71 | 138 | 249 | 607 | 607 |
| 15 | 22 | 48 | 71 | 137 | 249 | 606 | 606 |
| 16 | 21 | 47 | 70 | 136 | 248 | 605 | 605 |
| 17 | 21 | 46 | 69 | 136 | 247 | 605 | 605 |
| 18 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 19 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 20 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 21 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 22 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 23 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 24 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 25 | 20 | 46 | 69 | 135 | 247 | 604 | 604 |
| 26 | 20 | 46 | 68 | 135 | 246 | 604 | 604 |
| 27 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 28 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 29 | 20 | 45 | 68 | 135 | 246 | 604 | 604 |
| 30 | 21 | 45 | 68 | 134 | 246 | 603 | 603 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

21

48

132

245

603

1 353

2

8

25

52

135

248

606

1 090

3

12

29

55

129

247

605

886

4

15

34

60

132

248

605

731

5

18

38

67

136

249

607

612

6

20

41

71

141

250

608

608

7

22

44

73

143

250

608

608

8

22

45

72

141

251

608

608

9

22

46

72

140

251

608

608

10

23

47

73

139

251

608

608

11

24

48

73

139

251

608

608

12

24

49

73

139

251

608

608

13

24

49

72

139

250

608

608

14

23

49

71

138

249

607

607

15

22

48

71

137

249

606

606

16

21

47

70

136

248

605

605

17

21

46

69

136

247

605

605

18

20

46

69

135

247

604

604

19

20

45

68

135

246

604

604

20

20

46

69

135

247

604

604

21

20

46

69

135

247

604

604

22

20

46

69

135

247

604

604

23

20

46

69

135

247

604

604

24

20

46

69

135

247

604

604

25

20

46

69

135

247

604

604

26

20

46

68

135

246

604

604

27

20

45

68

135

246

604

604

28

20

45

68

135

246

604

604

29

20

45

68

135

246

604

604

30

21

45

68

134

246

603

603

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 | 90 | 106 | 134 | 217 | 330 | 688 | 1 498 |
| 2 | 90 | 107 | 134 | 217 | 330 | 688 | 1 204 |
| 3 | 91 | 109 | 134 | 208 | 326 | 684 | 979 |
| 4 | 92 | 111 | 137 | 209 | 325 | 682 | 807 |
| 5 | 93 | 113 | 141 | 211 | 324 | 682 | 682 |
| 6 | 93 | 115 | 144 | 214 | 323 | 681 | 681 |
| 7 | 94 | 117 | 145 | 215 | 323 | 680 | 680 |
| 8 | 94 | 117 | 144 | 213 | 322 | 680 | 680 |
| 9 | 93 | 117 | 143 | 210 | 321 | 679 | 679 |
| 10 | 92 | 116 | 142 | 208 | 320 | 677 | 677 |
| 11 | 91 | 115 | 140 | 207 | 318 | 676 | 676 |
| 12 | 89 | 114 | 138 | 205 | 316 | 674 | 674 |
| 13 | 88 | 113 | 136 | 203 | 314 | 672 | 672 |
| 14 | 86 | 111 | 134 | 201 | 312 | 670 | 670 |
| 15 | 84 | 110 | 132 | 199 | 310 | 668 | 668 |
| 16 | 82 | 107 | 130 | 197 | 308 | 666 | 666 |
| 17 | 80 | 106 | 129 | 195 | 306 | 664 | 664 |
| 18 | 79 | 104 | 127 | 193 | 305 | 662 | 662 |
| 19 | 77 | 103 | 125 | 192 | 303 | 661 | 661 |
| 20 | 76 | 102 | 125 | 191 | 302 | 660 | 660 |
| 21 | 75 | 101 | 124 | 190 | 302 | 659 | 659 |
| 22 | 74 | 100 | 123 | 189 | 300 | 658 | 658 |
| 23 | 73 | 99 | 121 | 188 | 299 | 657 | 657 |
| 24 | 72 | 97 | 120 | 187 | 298 | 656 | 656 |
| 25 | 71 | 96 | 119 | 186 | 297 | 655 | 655 |
| 26 | 70 | 95 | 118 | 185 | 296 | 654 | 654 |
| 27 | 69 | 94 | 117 | 184 | 295 | 653 | 653 |
| 28 | 68 | 93 | 116 | 183 | 294 | 652 | 652 |
| 29 | 67 | 92 | 115 | 182 | 293 | 651 | 651 |
| 30 | 66 | 91 | 114 | 181 | 292 | 650 | 650 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

106

134

217

330

688

1 498

2

90

107

134

217

330

688

1 204

3

91

109

134

208

326

684

979

4

92

111

137

209

325

682

807

5

93

113

141

211

324

682

682

6

93

115

144

214

323

681

681

7

94

117

145

215

323

680

680

8

94

117

144

213

322

680

680

9

93

117

143

210

321

679

679

10

92

116

142

208

320

677

677

11

91

115

140

207

318

676

676

12

89

114

138

205

316

674

674

13

88

113

136

203

314

672

672

14

86

111

134

201

312

670

670

15

84

110

132

199

310

668

668

16

82

107

130

197

308

666

666

17

80

106

129

195

306

664

664

18

79

104

127

193

305

662

662

19

77

103

125

192

303

661

661

20

76

102

125

191

302

660

660

21

75

101

124

190

302

659

659

22

74

100

123

189

300

658

658

23

73

99

121

188

299

657

657

24

72

97

120

187

298

656

656

25

71

96

119

186

297

655

655

26

70

95

118

185

296

654

654

27

69

94

117

184

295

653

653

28

68

93

116

183

294

652

652

29

67

92

115

182

293

651

651

30

66

91

114

181

292

650

650

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 | 365 | 381 | 409 | 492 | 605 | 963 | 1 415 |
| 2 | 75 | 91 | 118 | 202 | 315 | 672 | 1 142 |
| 3 | 79 | 96 | 122 | 196 | 314 | 671 | 934 |
| 4 | 83 | 101 | 127 | 199 | 315 | 673 | 773 |
| 5 | 86 | 106 | 134 | 203 | 317 | 674 | 674 |
| 6 | 88 | 109 | 138 | 208 | 317 | 675 | 675 |
| 7 | 89 | 112 | 140 | 210 | 318 | 675 | 675 |
| 8 | 90 | 113 | 141 | 209 | 319 | 676 | 676 |
| 9 | 91 | 114 | 141 | 208 | 319 | 677 | 677 |
| 10 | 91 | 115 | 141 | 207 | 319 | 676 | 676 |
| 11 | 91 | 116 | 141 | 207 | 319 | 676 | 676 |
| 12 | 92 | 117 | 141 | 207 | 319 | 676 | 676 |
| 13 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 14 | 93 | 119 | 142 | 208 | 320 | 677 | 677 |
| 15 | 94 | 120 | 142 | 209 | 320 | 678 | 678 |
| 16 | 95 | 121 | 143 | 210 | 321 | 679 | 679 |
| 17 | 96 | 122 | 145 | 211 | 322 | 680 | 680 |
| 18 | 97 | 123 | 146 | 212 | 324 | 681 | 681 |
| 19 | 98 | 124 | 147 | 213 | 325 | 682 | 682 |
| 20 | 99 | 124 | 147 | 214 | 325 | 683 | 683 |
| 21 | 99 | 125 | 148 | 214 | 326 | 683 | 683 |
| 22 | 99 | 125 | 148 | 214 | 325 | 683 | 683 |
| 23 | 99 | 124 | 147 | 214 | 325 | 683 | 683 |
| 24 | 98 | 124 | 146 | 213 | 324 | 682 | 682 |
| 25 | 97 | 123 | 145 | 212 | 323 | 681 | 681 |
| 26 | 96 | 122 | 144 | 211 | 322 | 680 | 680 |
| 27 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 28 | 94 | 119 | 142 | 209 | 320 | 678 | 678 |
| 29 | 92 | 118 | 141 | 207 | 319 | 676 | 676 |
| 30 | 91 | 117 | 139 | 206 | 317 | 675 | 675 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

365

381

409

492

605

963

1 415

2

75

91

118

202

315

672

1 142

3

79

96

122

196

314

671

934

4

83

101

127

199

315

673

773

5

86

106

134

203

317

674

674

6

88

109

138

208

317

675

675

7

89

112

140

210

318

675

675

8

90

113

141

209

319

676

676

9

91

114

141

208

319

677

677

10

91

115

141

207

319

676

676

11

91

116

141

207

319

676

676

12

92

117

141

207

319

676

676

13

93

118

141

208

319

677

677

14

93

119

142

208

320

677

677

15

94

120

142

209

320

678

678

16

95

121

143

210

321

679

679

17

96

122

145

211

322

680

680

18

97

123

146

212

324

681

681

19

98

124

147

213

325

682

682

20

99

124

147

214

325

683

683

21

99

125

148

214

326

683

683

22

99

125

148

214

325

683

683

23

99

124

147

214

325

683

683

24

98

124

146

213

324

682

682

25

97

123

145

212

323

681

681

26

96

122

144

211

322

680

680

27

95

120

143

210

321

679

679

28

94

119

142

209

320

678

678

29

92

118

141

207

319

676

676

30

91

117

139

206

317

675

675

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 | 9 | 37 | 120 | 233 | 591 | 1 349 |
| 2 | 1 | 9 | 37 | 120 | 233 | 591 | 1 083 |
| 3 | 2 | 11 | 37 | 111 | 229 | 586 | 880 |
| 4 | 2 | 13 | 39 | 111 | 227 | 585 | 725 |
| 5 | 4 | 15 | 43 | 113 | 226 | 584 | 606 |
| 6 | 4 | 17 | 46 | 116 | 225 | 583 | 583 |
| 7 | 5 | 19 | 47 | 117 | 225 | 582 | 582 |
| 8 | 6 | 18 | 46 | 114 | 224 | 581 | 581 |
| 9 | 6 | 18 | 45 | 112 | 223 | 580 | 580 |
| 10 | 7 | 19 | 44 | 111 | 222 | 580 | 580 |
| 11 | 8 | 20 | 44 | 111 | 222 | 580 | 580 |
| 12 | 9 | 21 | 44 | 111 | 222 | 580 | 580 |
| 13 | 9 | 21 | 44 | 111 | 222 | 580 | 580 |
| 14 | 10 | 22 | 44 | 111 | 222 | 580 | 580 |
| 15 | 11 | 22 | 45 | 111 | 223 | 580 | 580 |
| 16 | 12 | 22 | 45 | 111 | 222 | 580 | 580 |
| 17 | 12 | 22 | 45 | 111 | 223 | 580 | 580 |
| 18 | 13 | 22 | 45 | 112 | 223 | 581 | 581 |
| 19 | 13 | 23 | 46 | 112 | 224 | 581 | 581 |
| 20 | 15 | 24 | 47 | 113 | 225 | 582 | 582 |
| 21 | 15 | 25 | 48 | 114 | 226 | 583 | 583 |
| 22 | 15 | 25 | 48 | 115 | 226 | 584 | 584 |
| 23 | 16 | 26 | 49 | 116 | 227 | 585 | 585 |
| 24 | 16 | 27 | 50 | 116 | 228 | 585 | 585 |
| 25 | 18 | 27 | 50 | 117 | 228 | 586 | 586 |
| 26 | 18 | 28 | 50 | 117 | 228 | 586 | 586 |
| 27 | 19 | 28 | 51 | 117 | 229 | 586 | 586 |
| 28 | 19 | 28 | 51 | 118 | 229 | 587 | 587 |
| 29 | 20 | 29 | 52 | 118 | 230 | 587 | 587 |
| 30 | 21 | 31 | 53 | 119 | 230 | 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

0

9

37

120

233

591

1 349

2

1

9

37

120

233

591

1 083

3

2

11

37

111

229

586

880

4

2

13

39

111

227

585

725

5

4

15

43

113

226

584

606

6

4

17

46

116

225

583

583

7

5

19

47

117

225

582

582

8

6

18

46

114

224

581

581

9

6

18

45

112

223

580

580

10

7

19

44

111

222

580

580

11

8

20

44

111

222

580

580

12

9

21

44

111

222

580

580

13

9

21

44

111

222

580

580

14

10

22

44

111

222

580

580

15

11

22

45

111

223

580

580

16

12

22

45

111

222

580

580

17

12

22

45

111

223

580

580

18

13

22

45

112

223

581

581

19

13

23

46

112

224

581

581

20

15

24

47

113

225

582

582

21

15

25

48

114

226

583

583

22

15

25

48

115

226

584

584

23

16

26

49

116

227

585

585

24

16

27

50

116

228

585

585

25

18

27

50

117

228

586

586

26

18

28

50

117

228

586

586

27

19

28

51

117

229

586

586

28

19

28

51

118

229

587

587

29

20

29

52

118

230

587

587

30

21

31

53

119

230

588

588

2.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 54 | 70 | 97 | 180 | 294 | 651 | 1 395 |
| 2 | 55 | 71 | 98 | 181 | 295 | 652 | 1 120 |
| 3 | 55 | 73 | 99 | 172 | 291 | 648 | 911 |
| 4 | 56 | 75 | 100 | 173 | 288 | 646 | 751 |
| 5 | 56 | 76 | 105 | 174 | 287 | 645 | 645 |
| 6 | 57 | 78 | 108 | 178 | 287 | 644 | 644 |
| 7 | 57 | 79 | 108 | 178 | 285 | 643 | 643 |
| 8 | 56 | 79 | 106 | 175 | 284 | 642 | 642 |
| 9 | 55 | 79 | 105 | 173 | 284 | 641 | 641 |
| 10 | 54 | 79 | 104 | 171 | 282 | 640 | 640 |
| 11 | 53 | 78 | 103 | 169 | 280 | 638 | 638 |
| 12 | 52 | 77 | 101 | 167 | 279 | 636 | 636 |
| 13 | 51 | 76 | 99 | 166 | 277 | 635 | 635 |
| 14 | 49 | 75 | 97 | 164 | 275 | 633 | 633 |
| 15 | 48 | 73 | 96 | 162 | 274 | 631 | 631 |
| 16 | 46 | 71 | 94 | 161 | 272 | 630 | 630 |
| 17 | 44 | 70 | 93 | 159 | 271 | 628 | 628 |
| 18 | 43 | 69 | 91 | 158 | 269 | 627 | 627 |
| 19 | 42 | 68 | 90 | 157 | 268 | 626 | 626 |
| 20 | 41 | 67 | 90 | 156 | 268 | 625 | 625 |
| 21 | 41 | 66 | 89 | 156 | 267 | 625 | 625 |
| 22 | 40 | 66 | 89 | 155 | 267 | 624 | 624 |
| 23 | 40 | 65 | 88 | 154 | 266 | 623 | 623 |
| 24 | 39 | 64 | 87 | 154 | 265 | 623 | 623 |
| 25 | 38 | 64 | 86 | 153 | 264 | 622 | 622 |
| 26 | 37 | 63 | 86 | 152 | 264 | 621 | 621 |
| 27 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 28 | 36 | 62 | 84 | 151 | 262 | 620 | 620 |
| 29 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 30 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

70

97

180

294

651

1 395

2

55

71

98

181

295

652

1 120

3

55

73

99

172

291

648

911

4

56

75

100

173

288

646

751

5

56

76

105

174

287

645

645

6

57

78

108

178

287

644

644

7

57

79

108

178

285

643

643

8

56

79

106

175

284

642

642

9

55

79

105

173

284

641

641

10

54

79

104

171

282

640

640

11

53

78

103

169

280

638

638

12

52

77

101

167

279

636

636

13

51

76

99

166

277

635

635

14

49

75

97

164

275

633

633

15

48

73

96

162

274

631

631

16

46

71

94

161

272

630

630

17

44

70

93

159

271

628

628

18

43

69

91

158

269

627

627

19

42

68

90

157

268

626

626

20

41

67

90

156

268

625

625

21

41

66

89

156

267

625

625

22

40

66

89

155

267

624

624

23

40

65

88

154

266

623

623

24

39

64

87

154

265

623

623

25

38

64

86

153

264

622

622

26

37

63

86

152

264

621

621

27

37

62

85

152

263

621

621

28

36

62

84

151

262

620

620

29

35

61

84

150

262

619

619

30

35

60

83

150

261

619

619

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 113 | 129 | 156 | 239 | 353 | 710 | 1 502 |
| 2 | 114 | 130 | 157 | 241 | 354 | 711 | 1 216 |
| 3 | 116 | 134 | 159 | 233 | 351 | 709 | 992 |
| 4 | 118 | 137 | 163 | 235 | 351 | 708 | 820 |
| 5 | 120 | 140 | 168 | 237 | 351 | 708 | 708 |
| 6 | 121 | 142 | 171 | 241 | 350 | 708 | 708 |
| 7 | 121 | 143 | 172 | 242 | 349 | 707 | 707 |
| 8 | 120 | 143 | 170 | 239 | 349 | 706 | 706 |
| 9 | 119 | 143 | 169 | 236 | 348 | 705 | 705 |
| 10 | 119 | 143 | 168 | 235 | 346 | 704 | 704 |
| 11 | 117 | 142 | 167 | 233 | 345 | 702 | 702 |
| 12 | 116 | 141 | 165 | 231 | 343 | 700 | 700 |
| 13 | 114 | 139 | 163 | 229 | 340 | 698 | 698 |
| 14 | 112 | 137 | 160 | 227 | 338 | 696 | 696 |
| 15 | 109 | 135 | 158 | 224 | 336 | 693 | 693 |
| 16 | 107 | 132 | 155 | 222 | 333 | 691 | 691 |
| 17 | 104 | 130 | 153 | 219 | 331 | 688 | 688 |
| 18 | 102 | 127 | 150 | 217 | 328 | 686 | 686 |
| 19 | 100 | 125 | 148 | 215 | 326 | 684 | 684 |
| 20 | 98 | 124 | 146 | 213 | 324 | 682 | 682 |
| 21 | 96 | 122 | 145 | 211 | 323 | 680 | 680 |
| 22 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 23 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 24 | 91 | 117 | 139 | 206 | 317 | 675 | 675 |
| 25 | 89 | 115 | 138 | 204 | 316 | 673 | 673 |
| 26 | 88 | 113 | 136 | 203 | 314 | 672 | 672 |
| 27 | 86 | 112 | 134 | 201 | 312 | 670 | 670 |
| 28 | 84 | 110 | 133 | 199 | 311 | 668 | 668 |
| 29 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |
| 30 | 81 | 107 | 130 | 196 | 308 | 665 | 665 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

113

129

156

239

353

710

1 502

2

114

130

157

241

354

711

1 216

3

116

134

159

233

351

709

992

4

118

137

163

235

351

708

820

5

120

140

168

237

351

708

708

6

121

142

171

241

350

708

708

7

121

143

172

242

349

707

707

8

120

143

170

239

349

706

706

9

119

143

169

236

348

705

705

10

119

143

168

235

346

704

704

11

117

142

167

233

345

702

702

12

116

141

165

231

343

700

700

13

114

139

163

229

340

698

698

14

112

137

160

227

338

696

696

15

109

135

158

224

336

693

693

16

107

132

155

222

333

691

691

17

104

130

153

219

331

688

688

18

102

127

150

217

328

686

686

19

100

125

148

215

326

684

684

20

98

124

146

213

324

682

682

21

96

122

145

211

323

680

680

22

95

120

143

210

321

679

679

23

93

118

141

208

319

677

677

24

91

117

139

206

317

675

675

25

89

115

138

204

316

673

673

26

88

113

136

203

314

672

672

27

86

112

134

201

312

670

670

28

84

110

133

199

311

668

668

29

83

108

131

198

309

667

667

30

81

107

130

196

308

665

665

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 | 172 | 188 | 216 | 299 | 412 | 770 | 1 686 |
| 2 | 182 | 198 | 225 | 309 | 422 | 780 | 1 366 |
| 3 | 187 | 204 | 230 | 304 | 422 | 780 | 1112 |
| 4 | 189 | 208 | 234 | 306 | 422 | 779 | 919 |
| 5 | 190 | 210 | 238 | 308 | 421 | 779 | 779 |
| 6 | 190 | 211 | 240 | 310 | 419 | 777 | 777 |
| 7 | 189 | 212 | 240 | 310 | 418 | 775 | 775 |
| 8 | 188 | 211 | 238 | 306 | 416 | 774 | 774 |
| 9 | 186 | 210 | 236 | 303 | 414 | 772 | 772 |
| 10 | 185 | 209 | 235 | 302 | 413 | 771 | 771 |
| 11 | 184 | 208 | 233 | 300 | 411 | 769 | 769 |
| 12 | 182 | 207 | 230 | 297 | 408 | 766 | 766 |
| 13 | 179 | 204 | 227 | 294 | 405 | 763 | 763 |
| 14 | 176 | 201 | 224 | 291 | 402 | 760 | 760 |
| 15 | 173 | 198 | 221 | 288 | 399 | 757 | 757 |
| 16 | 169 | 195 | 218 | 284 | 396 | 753 | 753 |
| 17 | 166 | 192 | 214 | 281 | 392 | 750 | 750 |
| 18 | 163 | 188 | 211 | 278 | 389 | 747 | 747 |
| 19 | 160 | 185 | 208 | 275 | 386 | 744 | 744 |
| 20 | 157 | 182 | 205 | 272 | 383 | 741 | 741 |
| 21 | 154 | 179 | 202 | 269 | 380 | 738 | 738 |
| 22 | 150 | 176 | 199 | 265 | 377 | 734 | 734 |
| 23 | 147 | 173 | 196 | 262 | 374 | 731 | 731 |
| 24 | 144 | 170 | 193 | 259 | 371 | 728 | 728 |
| 25 | 141 | 167 | 189 | 256 | 367 | 725 | 725 |
| 26 | 138 | 164 | 186 | 253 | 364 | 722 | 722 |
| 27 | 135 | 161 | 183 | 250 | 361 | 719 | 719 |
| 28 | 132 | 158 | 181 | 247 | 359 | 716 | 716 |
| 29 | 130 | 155 | 178 | 244 | 356 | 713 | 713 |
| 30 | 127 | 152 | 175 | 242 | 353 | 711 | 711 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

172

188

216

299

412

770

1 686

2

182

198

225

309

422

780

1 366

3

187

204

230

304

422

780

1112

4

189

208

234

306

422

779

919

5

190

210

238

308

421

779

779

6

190

211

240

310

419

777

777

7

189

212

240

310

418

775

775

8

188

211

238

306

416

774

774

9

186

210

236

303

414

772

772

10

185

209

235

302

413

771

771

11

184

208

233

300

411

769

769

12

182

207

230

297

408

766

766

13

179

204

227

294

405

763

763

14

176

201

224

291

402

760

760

15

173

198

221

288

399

757

757

16

169

195

218

284

396

753

753

17

166

192

214

281

392

750

750

18

163

188

211

278

389

747

747

19

160

185

208

275

386

744

744

20

157

182

205

272

383

741

741

21

154

179

202

269

380

738

738

22

150

176

199

265

377

734

734

23

147

173

196

262

374

731

731

24

144

170

193

259

371

728

728

25

141

167

189

256

367

725

725

26

138

164

186

253

364

722

722

27

135

161

183

250

361

719

719

28

132

158

181

247

359

716

716

29

130

155

178

244

356

713

713

30

127

152

175

242

353

711

711

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 | 25 | 41 | 68 | 152 | 265 | 623 | 1 386 |
| 2 | 26 | 42 | 69 | 153 | 266 | 624 | 1 112 |
| 3 | 27 | 45 | 70 | 144 | 262 | 620 | 903 |
| 4 | 28 | 47 | 73 | 145 | 261 | 618 | 744 |
| 5 | 29 | 49 | 77 | 147 | 260 | 618 | 622 |
| 6 | 30 | 51 | 80 | 150 | 259 | 617 | 617 |
| 7 | 30 | 52 | 81 | 151 | 258 | 616 | 616 |
| 8 | 29 | 52 | 79 | 148 | 257 | 615 | 615 |
| 9 | 28 | 52 | 78 | 145 | 256 | 614 | 614 |
| 10 | 28 | 52 | 77 | 144 | 256 | 613 | 613 |
| 11 | 28 | 52 | 77 | 144 | 255 | 613 | 613 |
| 12 | 27 | 53 | 76 | 143 | 254 | 612 | 612 |
| 13 | 27 | 53 | 76 | 142 | 254 | 611 | 611 |
| 14 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 15 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 16 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 17 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 18 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 19 | 27 | 52 | 75 | 141 | 253 | 610 | 610 |
| 20 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 21 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 22 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 23 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 24 | 27 | 52 | 75 | 142 | 253 | 611 | 611 |
| 25 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 26 | 26 | 52 | 75 | 141 | 253 | 610 | 610 |
| 27 | 26 | 52 | 74 | 141 | 252 | 610 | 610 |
| 28 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 29 | 26 | 51 | 74 | 141 | 252 | 610 | 610 |
| 30 | 25 | 51 | 74 | 140 | 252 | 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

25

41

68

152

265

623

1 386

2

26

42

69

153

266

624

1 112

3

27

45

70

144

262

620

903

4

28

47

73

145

261

618

744

5

29

49

77

147

260

618

622

6

30

51

80

150

259

617

617

7

30

52

81

151

258

616

616

8

29

52

79

148

257

615

615

9

28

52

78

145

256

614

614

10

28

52

77

144

256

613

613

11

28

52

77

144

255

613

613

12

27

53

76

143

254

612

612

13

27

53

76

142

254

611

611

14

27

52

75

142

253

611

611

15

27

52

75

142

253

611

611

16

26

52

75

141

253

610

610

17

26

52

75

141

253

610

610

18

26

52

75

141

253

610

610

19

27

52

75

141

253

610

610

20

27

52

75

142

253

611

611

21

27

52

75

142

253

611

611

22

27

52

75

142

253

611

611

23

27

52

75

142

253

611

611

24

27

52

75

142

253

611

611

25

26

52

75

141

253

610

610

26

26

52

75

141

253

610

610

27

26

52

74

141

252

610

610

28

26

51

74

141

252

610

610

29

26

51

74

141

252

610

610

30

25

51

74

140

252

609

609

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 | 20 | 36 | 63 | 147 | 260 | 618 | 1 419 |
| 2 | 22 | 38 | 65 | 149 | 262 | 620 | 1 140 |
| 3 | 25 | 42 | 68 | 142 | 260 | 617 | 926 |
| 4 | 28 | 46 | 72 | 144 | 260 | 618 | 763 |
| 5 | 30 | 50 | 78 | 148 | 261 | 619 | 637 |
| 6 | 32 | 53 | 82 | 152 | 261 | 619 | 619 |
| 7 | 34 | 56 | 85 | 155 | 262 | 620 | 620 |
| 8 | 34 | 57 | 84 | 152 | 262 | 620 | 620 |
| 9 | 34 | 58 | 84 | 151 | 262 | 620 | 620 |
| 10 | 35 | 59 | 85 | 151 | 263 | 620 | 620 |
| 11 | 36 | 61 | 85 | 152 | 263 | 621 | 621 |
| 12 | 37 | 62 | 86 | 152 | 264 | 621 | 621 |
| 13 | 37 | 62 | 86 | 152 | 264 | 621 | 621 |
| 14 | 37 | 63 | 85 | 152 | 263 | 621 | 621 |
| 15 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 16 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 17 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 18 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 19 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 20 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 21 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 22 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 23 | 37 | 62 | 85 | 152 | 263 | 621 | 621 |
| 24 | 36 | 62 | 85 | 151 | 263 | 620 | 620 |
| 25 | 36 | 62 | 85 | 151 | 262 | 620 | 620 |
| 26 | 36 | 61 | 84 | 151 | 262 | 620 | 620 |
| 27 | 35 | 61 | 84 | 150 | 262 | 619 | 619 |
| 28 | 35 | 60 | 83 | 150 | 261 | 619 | 619 |
| 29 | 35 | 60 | 83 | 149 | 261 | 618 | 618 |
| 30 | 34 | 60 | 82 | 149 | 260 | 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

20

36

63

147

260

618

1 419

2

22

38

65

149

262

620

1 140

3

25

42

68

142

260

617

926

4

28

46

72

144

260

618

763

5

30

50

78

148

261

619

637

6

32

53

82

152

261

619

619

7

34

56

85

155

262

620

620

8

34

57

84

152

262

620

620

9

34

58

84

151

262

620

620

10

35

59

85

151

263

620

620

11

36

61

85

152

263

621

621

12

37

62

86

152

264

621

621

13

37

62

86

152

264

621

621

14

37

63

85

152

263

621

621

15

37

62

85

152

263

621

621

16

36

62

85

151

263

620

620

17

36

62

85

151

263

620

620

18

36

62

85

151

263

620

620

19

36

62

85

151

263

620

620

20

37

62

85

152

263

621

621

21

37

62

85

152

263

621

621

22

37

62

85

152

263

621

621

23

37

62

85

152

263

621

621

24

36

62

85

151

263

620

620

25

36

62

85

151

262

620

620

26

36

61

84

151

262

620

620

27

35

61

84

150

262

619

619

28

35

60

83

150

261

619

619

29

35

60

83

149

261

618

618

30

34

60

82

149

260

618

618

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 | 120 | 136 | 163 | 247 | 360 | 718 | 1 588 |
| 2 | 119 | 135 | 163 | 246 | 359 | 717 | 1 268 |
| 3 | 120 | 137 | 163 | 236 | 355 | 712 | 1 036 |
| 4 | 120 | 139 | 165 | 237 | 353 | 710 | 850 |
| 5 | 121 | 141 | 170 | 239 | 352 | 710 | 710 |
| 6 | 121 | 142 | 172 | 242 | 351 | 708 | 708 |
| 7 | 122 | 144 | 172 | 243 | 350 | 707 | 707 |
| 8 | 121 | 144 | 171 | 240 | 349 | 707 | 707 |
| 9 | 120 | 143 | 170 | 237 | 348 | 706 | 706 |
| 10 | 120 | 144 | 169 | 236 | 348 | 705 | 705 |
| 11 | 120 | 144 | 169 | 236 | 347 | 705 | 705 |
| 12 | 119 | 144 | 168 | 235 | 346 | 704 | 704 |
| 13 | 118 | 144 | 167 | 234 | 345 | 703 | 703 |
| 14 | 117 | 143 | 166 | 232 | 344 | 701 | 701 |
| 15 | 115 | 141 | 164 | 230 | 342 | 699 | 699 |
| 16 | 113 | 139 | 161 | 228 | 339 | 697 | 697 |
| 17 | 110 | 136 | 159 | 225 | 337 | 694 | 694 |
| 18 | 108 | 133 | 156 | 223 | 334 | 692 | 692 |
| 19 | 106 | 131 | 154 | 221 | 332 | 690 | 690 |
| 20 | 104 | 129 | 152 | 219 | 330 | 688 | 688 |
| 21 | 101 | 127 | 150 | 216 | 328 | 685 | 685 |
| 22 | 99 | 125 | 148 | 214 | 326 | 683 | 683 |
| 23 | 97 | 123 | 145 | 212 | 323 | 681 | 681 |
| 24 | 95 | 120 | 143 | 210 | 321 | 679 | 679 |
| 25 | 93 | 118 | 141 | 208 | 319 | 677 | 677 |
| 26 | 91 | 116 | 139 | 206 | 317 | 675 | 675 |
| 27 | 89 | 114 | 137 | 204 | 315 | 673 | 673 |
| 28 | 87 | 112 | 135 | 202 | 313 | 671 | 671 |
| 29 | 85 | 110 | 133 | 200 | 311 | 669 | 669 |
| 30 | 83 | 108 | 131 | 198 | 309 | 667 | 667 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

120

136

163

247

360

718

1 588

2

119

135

163

246

359

717

1 268

3

120

137

163

236

355

712

1 036

4

120

139

165

237

353

710

850

5

121

141

170

239

352

710

710

6

121

142

172

242

351

708

708

7

122

144

172

243

350

707

707

8

121

144

171

240

349

707

707

9

120

143

170

237

348

706

706

10

120

144

169

236

348

705

705

11

120

144

169

236

347

705

705

12

119

144

168

235

346

704

704

13

118

144

167

234

345

703

703

14

117

143

166

232

344

701

701

15

115

141

164

230

342

699

699

16

113

139

161

228

339

697

697

17

110

136

159

225

337

694

694

18

108

133

156

223

334

692

692

19

106

131

154

221

332

690

690

20

104

129

152

219

330

688

688

21

101

127

150

216

328

685

685

22

99

125

148

214

326

683

683

23

97

123

145

212

323

681

681

24

95

120

143

210

321

679

679

25

93

118

141

208

319

677

677

26

91

116

139

206

317

675

675

27

89

114

137

204

315

673

673

28

87

112

135

202

313

671

671

29

85

110

133

200

311

669

669

30

83

108

131

198

309

667

667

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 | 7 | 35 | 118 | 231 | 589 | 1 376 |
| 2 | 1 | 9 | 37 | 120 | 233 | 591 | 1 107 |
| 3 | 2 | 13 | 39 | 113 | 231 | 588 | 900 |
| 4 | 2 | 17 | 43 | 115 | 231 | 589 | 743 |
| 5 | 4 | 21 | 49 | 119 | 232 | 589 | 621 |
| 6 | 4 | 24 | 53 | 123 | 232 | 590 | 590 |
| 7 | 5 | 27 | 55 | 125 | 233 | 590 | 590 |
| 8 | 6 | 27 | 55 | 123 | 233 | 591 | 591 |
| 9 | 6 | 28 | 55 | 122 | 233 | 590 | 590 |
| 10 | 7 | 29 | 55 | 121 | 233 | 590 | 590 |
| 11 | 8 | 30 | 55 | 121 | 233 | 590 | 590 |
| 12 | 9 | 31 | 54 | 121 | 232 | 590 | 590 |
| 13 | 9 | 31 | 54 | 121 | 232 | 590 | 590 |
| 14 | 10 | 31 | 54 | 121 | 232 | 590 | 590 |
| 15 | 11 | 31 | 54 | 121 | 232 | 590 | 590 |
| 16 | 12 | 31 | 53 | 120 | 231 | 589 | 589 |
| 17 | 12 | 31 | 54 | 120 | 232 | 589 | 589 |
| 18 | 13 | 31 | 54 | 120 | 232 | 589 | 589 |
| 19 | 13 | 31 | 54 | 120 | 232 | 589 | 589 |
| 20 | 15 | 32 | 55 | 121 | 232 | 590 | 590 |
| 21 | 15 | 32 | 55 | 122 | 233 | 591 | 591 |
| 22 | 16 | 33 | 56 | 122 | 234 | 591 | 591 |
| 23 | 16 | 33 | 56 | 123 | 234 | 592 | 592 |
| 24 | 18 | 33 | 56 | 123 | 234 | 592 | 592 |
| 25 | 18 | 34 | 57 | 123 | 235 | 592 | 592 |
| 26 | 18 | 34 | 57 | 123 | 235 | 592 | 592 |
| 27 | 19 | 34 | 57 | 124 | 235 | 593 | 593 |
| 28 | 19 | 34 | 57 | 124 | 235 | 593 | 593 |
| 29 | 21 | 35 | 57 | 124 | 235 | 593 | 593 |
| 30 | 21 | 35 | 58 | 124 | 236 | 593 | 593 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

7

35

118

231

589

1 376

2

1

9

37

120

233

591

1 107

3

2

13

39

113

231

588

900

4

2

17

43

115

231

589

743

5

4

21

49

119

232

589

621

6

4

24

53

123

232

590

590

7

5

27

55

125

233

590

590

8

6

27

55

123

233

591

591

9

6

28

55

122

233

590

590

10

7

29

55

121

233

590

590

11

8

30

55

121

233

590

590

12

9

31

54

121

232

590

590

13

9

31

54

121

232

590

590

14

10

31

54

121

232

590

590

15

11

31

54

121

232

590

590

16

12

31

53

120

231

589

589

17

12

31

54

120

232

589

589

18

13

31

54

120

232

589

589

19

13

31

54

120

232

589

589

20

15

32

55

121

232

590

590

21

15

32

55

122

233

591

591

22

16

33

56

122

234

591

591

23

16

33

56

123

234

592

592

24

18

33

56

123

234

592

592

25

18

34

57

123

235

592

592

26

18

34

57

123

235

592

592

27

19

34

57

124

235

593

593

28

19

34

57

124

235

593

593

29

21

35

57

124

235

593

593

30

21

35

58

124

236

593

593

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 | 51 | 78 | 161 | 275 | 632 | 1 371 |
| 2 | 35 | 51 | 79 | 162 | 275 | 633 | 1 100 |
| 3 | 35 | 53 | 78 | 152 | 270 | 628 | 893 |
| 4 | 35 | 54 | 80 | 152 | 268 | 626 | 735 |
| 5 | 36 | 56 | 84 | 154 | 267 | 624 | 624 |
| 6 | 39 | 60 | 89 | 159 | 268 | 626 | 626 |
| 7 | 36 | 58 | 87 | 157 | 265 | 622 | 622 |
| 8 | 41 | 63 | 91 | 159 | 269 | 627 | 627 |
| 9 | 40 | 63 | 90 | 157 | 268 | 626 | 626 |
| 10 | 34 | 58 | 84 | 150 | 262 | 619 | 619 |
| 11 | 29 | 54 | 78 | 145 | 256 | 614 | 614 |
| 12 | 26 | 51 | 75 | 141 | 253 | 610 | 610 |
| 13 | 24 | 49 | 72 | 139 | 250 | 608 | 608 |
| 14 | 22 | 47 | 70 | 137 | 248 | 606 | 606 |
| 15 | 20 | 46 | 69 | 135 | 246 | 604 | 604 |
| 16 | 19 | 44 | 67 | 133 | 245 | 602 | 602 |
| 17 | 18 | 43 | 66 | 133 | 244 | 602 | 602 |
| 18 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 19 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 20 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 21 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 22 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 23 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 24 | 17 | 42 | 65 | 132 | 243 | 601 | 601 |
| 25 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 26 | 18 | 42 | 65 | 132 | 243 | 601 | 601 |
| 27 | 19 | 42 | 65 | 131 | 243 | 600 | 600 |
| 28 | 19 | 42 | 65 | 131 | 243 | 600 | 600 |
| 29 | 20 | 42 | 65 | 131 | 243 | 600 | 600 |
| 30 | 21 | 42 | 65 | 131 | 242 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

35

51

78

161

275

632

1 371

2

35

51

79

162

275

633

1 100

3

35

53

78

152

270

628

893

4

35

54

80

152

268

626

735

5

36

56

84

154

267

624

624

6

39

60

89

159

268

626

626

7

36

58

87

157

265

622

622

8

41

63

91

159

269

627

627

9

40

63

90

157

268

626

626

10

34

58

84

150

262

619

619

11

29

54

78

145

256

614

614

12

26

51

75

141

253

610

610

13

24

49

72

139

250

608

608

14

22

47

70

137

248

606

606

15

20

46

69

135

246

604

604

16

19

44

67

133

245

602

602

17

18

43

66

133

244

602

602

18

17

42

65

132

243

601

601

19

17

42

65

132

243

601

601

20

17

42

65

132

243

601

601

21

17

42

65

132

243

601

601

22

17

42

65

132

243

601

601

23

17

42

65

132

243

601

601

24

17

42

65

132

243

601

601

25

18

42

65

132

243

601

601

26

18

42

65

132

243

601

601

27

19

42

65

131

243

600

600

28

19

42

65

131

243

600

600

29

20

42

65

131

243

600

600

30

21

42

65

131

242

600

600

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 | 185 | 202 | 229 | 312 | 425 | 783 | 1 603 |
| 2 | 183 | 199 | 226 | 310 | 423 | 781 | 1 287 |
| 3 | 180 | 197 | 223 | 297 | 415 | 772 | 1 045 |
| 4 | 177 | 196 | 222 | 294 | 410 | 767 | 860 |
| 5 | 174 | 194 | 223 | 292 | 405 | 763 | 763 |
| 6 | 171 | 192 | 222 | 292 | 401 | 758 | 758 |
| 7 | 168 | 190 | 219 | 289 | 396 | 754 | 754 |
| 8 | 164 | 187 | 214 | 283 | 392 | 750 | 750 |
| 9 | 160 | 184 | 210 | 277 | 388 | 746 | 746 |
| 10 | 157 | 181 | 206 | 273 | 384 | 742 | 742 |
| 11 | 153 | 178 | 202 | 269 | 380 | 738 | 738 |
| 12 | 150 | 175 | 198 | 265 | 376 | 734 | 734 |
| 13 | 146 | 171 | 195 | 261 | 373 | 730 | 730 |
| 14 | 143 | 168 | 191 | 258 | 369 | 727 | 727 |
| 15 | 139 | 165 | 187 | 254 | 365 | 723 | 723 |
| 16 | 136 | 161 | 184 | 251 | 362 | 720 | 720 |
| 17 | 133 | 158 | 181 | 248 | 359 | 717 | 717 |
| 18 | 130 | 155 | 178 | 245 | 356 | 714 | 714 |
| 19 | 127 | 152 | 175 | 242 | 353 | 711 | 711 |
| 20 | 124 | 150 | 173 | 239 | 351 | 708 | 708 |
| 21 | 122 | 147 | 170 | 237 | 348 | 706 | 706 |
| 22 | 119 | 145 | 168 | 234 | 346 | 703 | 703 |
| 23 | 117 | 142 | 165 | 232 | 343 | 701 | 701 |
| 24 | 114 | 140 | 163 | 229 | 341 | 698 | 698 |
| 25 | 112 | 138 | 160 | 227 | 338 | 696 | 696 |
| 26 | 110 | 135 | 158 | 225 | 336 | 694 | 694 |
| 27 | 108 | 133 | 156 | 223 | 334 | 692 | 692 |
| 28 | 106 | 131 | 154 | 220 | 332 | 689 | 689 |
| 29 | 103 | 129 | 152 | 218 | 330 | 687 | 687 |
| 30 | 101 | 127 | 150 | 216 | 328 | 685 | 685 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

185

202

229

312

425

783

1 603

2

183

199

226

310

423

781

1 287

3

180

197

223

297

415

772

1 045

4

177

196

222

294

410

767

860

5

174

194

223

292

405

763

763

6

171

192

222

292

401

758

758

7

168

190

219

289

396

754

754

8

164

187

214

283

392

750

750

9

160

184

210

277

388

746

746

10

157

181

206

273

384

742

742

11

153

178

202

269

380

738

738

12

150

175

198

265

376

734

734

13

146

171

195

261

373

730

730

14

143

168

191

258

369

727

727

15

139

165

187

254

365

723

723

16

136

161

184

251

362

720

720

17

133

158

181

248

359

717

717

18

130

155

178

245

356

714

714

19

127

152

175

242

353

711

711

20

124

150

173

239

351

708

708

21

122

147

170

237

348

706

706

22

119

145

168

234

346

703

703

23

117

142

165

232

343

701

701

24

114

140

163

229

341

698

698

25

112

138

160

227

338

696

696

26

110

135

158

225

336

694

694

27

108

133

156

223

334

692

692

28

106

131

154

220

332

689

689

29

103

129

152

218

330

687

687

30

101

127

150

216

328

685

685

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 27 | 53 | 114 | 250 | 608 | 1 360 |
| 2 | 8 | 27 | 53 | 114 | 250 | 608 | 1 095 |
| 3 | 9 | 29 | 54 | 107 | 249 | 606 | 891 |
| 4 | 12 | 34 | 58 | 104 | 249 | 607 | 735 |
| 5 | 16 | 41 | 63 | 106 | 250 | 608 | 615 |
| 6 | 18 | 44 | 67 | 101 | 251 | 609 | 609 |
| 7 | 19 | 46 | 65 | 94 | 252 | 609 | 609 |
| 8 | 16 | 44 | 64 | 92 | 252 | 610 | 610 |
| 9 | 17 | 45 | 66 | 95 | 252 | 610 | 610 |
| 10 | 18 | 48 | 69 | 100 | 252 | 610 | 610 |
| 11 | 20 | 50 | 70 | 103 | 253 | 610 | 610 |
| 12 | 21 | 52 | 71 | 104 | 253 | 610 | 610 |
| 13 | 23 | 54 | 72 | 104 | 253 | 610 | 610 |
| 14 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 15 | 22 | 54 | 72 | 104 | 253 | 611 | 611 |
| 16 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 17 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 18 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 19 | 22 | 54 | 72 | 104 | 253 | 610 | 610 |
| 20 | 22 | 54 | 72 | 104 | 253 | 611 | 611 |
| 21 | 22 | 54 | 72 | 104 | 254 | 611 | 611 |
| 22 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 23 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 24 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 25 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 26 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 27 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 28 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 29 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |
| 30 | 22 | 54 | 72 | 104 | 254 | 612 | 612 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

27

53

114

250

608

1 360

2

8

27

53

114

250

608

1 095

3

9

29

54

107

249

606

891

4

12

34

58

104

249

607

735

5

16

41

63

106

250

608

615

6

18

44

67

101

251

609

609

7

19

46

65

94

252

609

609

8

16

44

64

92

252

610

610

9

17

45

66

95

252

610

610

10

18

48

69

100

252

610

610

11

20

50

70

103

253

610

610

12

21

52

71

104

253

610

610

13

23

54

72

104

253

610

610

14

22

54

72

104

253

610

610

15

22

54

72

104

253

611

611

16

22

54

72

104

253

610

610

17

22

54

72

104

253

610

610

18

22

54

72

104

253

610

610

19

22

54

72

104

253

610

610

20

22

54

72

104

253

611

611

21

22

54

72

104

254

611

611

22

22

54

72

104

254

612

612

23

22

54

72

104

254

612

612

24

22

54

72

104

254

612

612

25

22

54

72

104

254

612

612

26

22

54

72

104

254

612

612

27

22

54

72

104

254

612

612

28

22

54

72

104

254

612

612

29

22

54

72

104

254

612

612

30

22

54

72

104

254

612

612

2.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 5 | 13 | 96 | 209 | 567 | 1 344 |
| 2 | 1 | 6 | 11 | 95 | 208 | 566 | 1 078 |
| 3 | 2 | 6 | 11 | 84 | 203 | 560 | 875 |
| 4 | 2 | 8 | 12 | 85 | 201 | 558 | 720 |
| 5 | 4 | 9 | 17 | 86 | 200 | 557 | 601 |
| 6 | 4 | 9 | 20 | 90 | 199 | 557 | 557 |
| 7 | 5 | 10 | 22 | 92 | 199 | 557 | 557 |
| 8 | 6 | 12 | 21 | 90 | 199 | 557 | 557 |
| 9 | 6 | 12 | 22 | 88 | 200 | 557 | 557 |
| 10 | 7 | 13 | 23 | 88 | 200 | 557 | 557 |
| 11 | 8 | 13 | 25 | 89 | 200 | 558 | 558 |
| 12 | 9 | 15 | 26 | 89 | 200 | 558 | 558 |
| 13 | 9 | 16 | 27 | 89 | 201 | 558 | 558 |
| 14 | 10 | 16 | 29 | 90 | 201 | 559 | 559 |
| 15 | 10 | 18 | 31 | 90 | 202 | 559 | 559 |
| 16 | 12 | 18 | 33 | 90 | 202 | 559 | 559 |
| 17 | 12 | 19 | 34 | 91 | 202 | 560 | 560 |
| 18 | 13 | 19 | 35 | 91 | 203 | 560 | 560 |
| 19 | 13 | 21 | 37 | 92 | 203 | 561 | 561 |
| 20 | 15 | 22 | 38 | 93 | 204 | 562 | 562 |
| 21 | 15 | 22 | 40 | 93 | 205 | 562 | 562 |
| 22 | 15 | 24 | 41 | 94 | 205 | 563 | 563 |
| 23 | 16 | 24 | 43 | 94 | 206 | 563 | 563 |
| 24 | 16 | 25 | 44 | 95 | 206 | 564 | 564 |
| 25 | 18 | 25 | 45 | 95 | 207 | 564 | 564 |
| 26 | 18 | 27 | 46 | 95 | 207 | 564 | 564 |
| 27 | 18 | 28 | 48 | 96 | 207 | 565 | 565 |
| 28 | 19 | 28 | 49 | 96 | 207 | 565 | 565 |
| 29 | 19 | 29 | 51 | 96 | 207 | 565 | 565 |
| 30 | 21 | 29 | 52 | 96 | 207 | 565 | 565 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

13

96

209

567

1 344

2

1

6

11

95

208

566

1 078

3

2

6

11

84

203

560

875

4

2

8

12

85

201

558

720

5

4

9

17

86

200

557

601

6

4

9

20

90

199

557

557

7

5

10

22

92

199

557

557

8

6

12

21

90

199

557

557

9

6

12

22

88

200

557

557

10

7

13

23

88

200

557

557

11

8

13

25

89

200

558

558

12

9

15

26

89

200

558

558

13

9

16

27

89

201

558

558

14

10

16

29

90

201

559

559

15

10

18

31

90

202

559

559

16

12

18

33

90

202

559

559

17

12

19

34

91

202

560

560

18

13

19

35

91

203

560

560

19

13

21

37

92

203

561

561

20

15

22

38

93

204

562

562

21

15

22

40

93

205

562

562

22

15

24

41

94

205

563

563

23

16

24

43

94

206

563

563

24

16

25

44

95

206

564

564

25

18

25

45

95

207

564

564

26

18

27

46

95

207

564

564

27

18

28

48

96

207

565

565

28

19

28

49

96

207

565

565

29

19

29

51

96

207

565

565

30

21

29

52

96

207

565

565

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 | 0 | 15 | 22 | 46 | 170 | 307 | 2 944 |
| 2 | 0 | 15 | 22 | 46 | 170 | 341 | 2 202 |
| 3 | 1 | 16 | 25 | 51 | 164 | 352 | 1 670 |
| 4 | 1 | 17 | 28 | 55 | 162 | 350 | 1 296 |
| 5 | 2 | 19 | 31 | 57 | 162 | 341 | 1 031 |
| 6 | 3 | 22 | 34 | 60 | 162 | 328 | 839 |
| 7 | 4 | 25 | 36 | 62 | 162 | 313 | 695 |
| 8 | 4 | 25 | 37 | 65 | 162 | 296 | 586 |
| 9 | 4 | 26 | 39 | 68 | 162 | 280 | 500 |
| 10 | 5 | 27 | 40 | 70 | 162 | 264 | 431 |
| 11 | 5 | 27 | 41 | 71 | 162 | 255 | 375 |
| 12 | 5 | 27 | 41 | 71 | 162 | 255 | 329 |
| 13 | 5 | 27 | 41 | 71 | 162 | 255 | 290 |
| 14 | 7 | 27 | 41 | 71 | 162 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 8 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 53 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 56 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 58 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 61 | 71 | 162 | 255 | 255 |
| 22 | 10 | 27 | 64 | 72 | 162 | 255 | 255 |
| 23 | 10 | 27 | 66 | 75 | 162 | 255 | 255 |
| 24 | 10 | 27 | 69 | 77 | 162 | 255 | 255 |
| 25 | 11 | 27 | 72 | 80 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 82 | 162 | 255 | 255 |
| 27 | 12 | 27 | 78 | 85 | 162 | 255 | 255 |
| 28 | 12 | 27 | 80 | 86 | 162 | 255 | 255 |
| 29 | 13 | 28 | 83 | 89 | 162 | 255 | 255 |
| 30 | 13 | 30 | 86 | 92 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

170

307

2 944

2

0

15

22

46

170

341

2 202

3

1

16

25

51

164

352

1 670

4

1

17

28

55

162

350

1 296

5

2

19

31

57

162

341

1 031

6

3

22

34

60

162

328

839

7

4

25

36

62

162

313

695

8

4

25

37

65

162

296

586

9

4

26

39

68

162

280

500

10

5

27

40

70

162

264

431

11

5

27

41

71

162

255

375

12

5

27

41

71

162

255

329

13

5

27

41

71

162

255

290

14

7

27

41

71

162

255

258

15

7

27

44

71

162

255

255

16

7

27

47

71

162

255

255

17

8

27

50

71

162

255

255

18

8

27

53

71

162

255

255

19

8

27

56

71

162

255

255

20

9

27

58

71

162

255

255

21

9

27

61

71

162

255

255

22

10

27

64

72

162

255

255

23

10

27

66

75

162

255

255

24

10

27

69

77

162

255

255

25

11

27

72

80

162

255

255

26

11

27

74

82

162

255

255

27

12

27

78

85

162

255

255

28

12

27

80

86

162

255

255

29

13

28

83

89

162

255

255

30

13

30

86

92

162

255

255

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 | 4 | 20 | 26 | 50 | 174 | 309 | 2 961 |
| 2 | 7 | 22 | 29 | 52 | 176 | 343 | 2 218 |
| 3 | 6 | 23 | 31 | 58 | 171 | 354 | 1 682 |
| 4 | 6 | 24 | 35 | 62 | 168 | 352 | 1 304 |
| 5 | 7 | 25 | 38 | 63 | 168 | 343 | 1 037 |
| 6 | 8 | 28 | 40 | 66 | 168 | 329 | 843 |
| 7 | 9 | 30 | 41 | 67 | 167 | 314 | 698 |
| 8 | 9 | 30 | 42 | 70 | 167 | 297 | 588 |
| 9 | 9 | 31 | 43 | 72 | 166 | 280 | 501 |
| 10 | 9 | 31 | 44 | 74 | 166 | 264 | 432 |
| 11 | 9 | 31 | 44 | 75 | 165 | 259 | 376 |
| 12 | 8 | 30 | 44 | 74 | 165 | 258 | 330 |
| 13 | 7 | 30 | 43 | 74 | 164 | 258 | 291 |
| 14 | 7 | 29 | 43 | 73 | 164 | 257 | 258 |
| 15 | 7 | 29 | 44 | 73 | 163 | 257 | 257 |
| 16 | 7 | 28 | 47 | 72 | 162 | 256 | 256 |
| 17 | 8 | 28 | 50 | 72 | 162 | 256 | 256 |
| 18 | 8 | 28 | 53 | 71 | 162 | 255 | 255 |
| 19 | 8 | 28 | 56 | 71 | 162 | 255 | 255 |
| 20 | 9 | 28 | 58 | 72 | 162 | 256 | 256 |
| 21 | 9 | 28 | 61 | 72 | 163 | 256 | 256 |
| 22 | 10 | 28 | 64 | 73 | 163 | 256 | 256 |
| 23 | 10 | 29 | 67 | 75 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 72 | 80 | 163 | 257 | 257 |
| 26 | 11 | 29 | 75 | 82 | 163 | 257 | 257 |
| 27 | 12 | 29 | 78 | 85 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 87 | 163 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 163 | 257 | 257 |
| 30 | 13 | 30 | 86 | 92 | 163 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

4

20

26

50

174

309

2 961

2

7

22

29

52

176

343

2 218

3

6

23

31

58

171

354

1 682

4

6

24

35

62

168

352

1 304

5

7

25

38

63

168

343

1 037

6

8

28

40

66

168

329

843

7

9

30

41

67

167

314

698

8

9

30

42

70

167

297

588

9

9

31

43

72

166

280

501

10

9

31

44

74

166

264

432

11

9

31

44

75

165

259

376

12

8

30

44

74

165

258

330

13

7

30

43

74

164

258

291

14

7

29

43

73

164

257

258

15

7

29

44

73

163

257

257

16

7

28

47

72

162

256

256

17

8

28

50

72

162

256

256

18

8

28

53

71

162

255

255

19

8

28

56

71

162

255

255

20

9

28

58

72

162

256

256

21

9

28

61

72

163

256

256

22

10

28

64

73

163

256

256

23

10

29

67

75

163

256

256

24

10

29

69

77

163

256

256

25

11

29

72

80

163

257

257

26

11

29

75

82

163

257

257

27

12

29

78

85

163

257

257

28

12

29

80

87

163

257

257

29

13

29

83

89

163

257

257

30

13

30

86

92

163

257

257

3.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 22 | 46 | 170 | 307 | 2 944 |
| 2 | 0 | 15 | 22 | 46 | 170 | 341 | 2 202 |
| 3 | 1 | 16 | 24 | 51 | 164 | 352 | 1 670 |
| 4 | 1 | 17 | 28 | 55 | 161 | 350 | 1 296 |
| 5 | 2 | 19 | 31 | 57 | 161 | 341 | 1 031 |
| 6 | 3 | 22 | 34 | 60 | 161 | 328 | 839 |
| 7 | 4 | 24 | 35 | 62 | 161 | 313 | 695 |
| 8 | 4 | 25 | 37 | 64 | 161 | 296 | 586 |
| 9 | 4 | 26 | 38 | 68 | 161 | 280 | 500 |
| 10 | 4 | 27 | 40 | 70 | 161 | 264 | 431 |
| 11 | 5 | 27 | 40 | 71 | 161 | 255 | 375 |
| 12 | 5 | 27 | 40 | 71 | 161 | 255 | 329 |
| 13 | 5 | 27 | 40 | 71 | 161 | 255 | 290 |
| 14 | 7 | 27 | 41 | 71 | 161 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 161 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 161 | 255 | 255 |
| 17 | 8 | 27 | 50 | 71 | 161 | 255 | 255 |
| 18 | 8 | 27 | 53 | 71 | 161 | 255 | 255 |
| 19 | 8 | 27 | 56 | 71 | 161 | 255 | 255 |
| 20 | 9 | 27 | 58 | 71 | 161 | 255 | 255 |
| 21 | 9 | 27 | 61 | 71 | 161 | 255 | 255 |
| 22 | 10 | 27 | 64 | 72 | 161 | 255 | 255 |
| 23 | 10 | 27 | 66 | 75 | 161 | 255 | 255 |
| 24 | 10 | 27 | 69 | 77 | 161 | 255 | 255 |
| 25 | 11 | 27 | 72 | 80 | 161 | 255 | 255 |
| 26 | 11 | 27 | 74 | 82 | 161 | 255 | 255 |
| 27 | 12 | 27 | 78 | 85 | 161 | 255 | 255 |
| 28 | 12 | 27 | 80 | 86 | 161 | 255 | 255 |
| 29 | 13 | 28 | 83 | 89 | 161 | 255 | 255 |
| 30 | 13 | 30 | 86 | 92 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

170

307

2 944

2

0

15

22

46

170

341

2 202

3

1

16

24

51

164

352

1 670

4

1

17

28

55

161

350

1 296

5

2

19

31

57

161

341

1 031

6

3

22

34

60

161

328

839

7

4

24

35

62

161

313

695

8

4

25

37

64

161

296

586

9

4

26

38

68

161

280

500

10

4

27

40

70

161

264

431

11

5

27

40

71

161

255

375

12

5

27

40

71

161

255

329

13

5

27

40

71

161

255

290

14

7

27

41

71

161

255

258

15

7

27

44

71

161

255

255

16

7

27

47

71

161

255

255

17

8

27

50

71

161

255

255

18

8

27

53

71

161

255

255

19

8

27

56

71

161

255

255

20

9

27

58

71

161

255

255

21

9

27

61

71

161

255

255

22

10

27

64

72

161

255

255

23

10

27

66

75

161

255

255

24

10

27

69

77

161

255

255

25

11

27

72

80

161

255

255

26

11

27

74

82

161

255

255

27

12

27

78

85

161

255

255

28

12

27

80

86

161

255

255

29

13

28

83

89

161

255

255

30

13

30

86

92

161

255

255

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 | 84 | 99 | 106 | 130 | 254 | 349 | 3 002 |
| 2 | 79 | 94 | 101 | 125 | 248 | 350 | 2 266 |
| 3 | 81 | 97 | 106 | 132 | 245 | 363 | 1 726 |
| 4 | 77 | 95 | 106 | 133 | 239 | 362 | 1 341 |
| 5 | 75 | 94 | 106 | 131 | 236 | 353 | 1 067 |
| 6 | 74 | 94 | 106 | 132 | 234 | 340 | 869 |
| 7 | 73 | 94 | 105 | 131 | 231 | 324 | 720 |
| 8 | 71 | 93 | 104 | 132 | 229 | 322 | 607 |
| 9 | 70 | 92 | 105 | 134 | 228 | 321 | 518 |
| 10 | 66 | 89 | 102 | 132 | 223 | 317 | 447 |
| 11 | 64 | 86 | 99 | 129 | 220 | 314 | 389 |
| 12 | 62 | 84 | 97 | 128 | 219 | 312 | 341 |
| 13 | 61 | 83 | 96 | 127 | 218 | 311 | 311 |
| 14 | 60 | 83 | 96 | 126 | 217 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 16 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 |
| 18 | 57 | 80 | 93 | 124 | 214 | 307 | 307 |
| 19 | 56 | 79 | 92 | 123 | 213 | 307 | 307 |
| 20 | 56 | 78 | 91 | 122 | 213 | 306 | 306 |
| 21 | 55 | 77 | 91 | 121 | 212 | 305 | 305 |
| 22 | 54 | 76 | 90 | 120 | 211 | 304 | 304 |
| 23 | 53 | 75 | 89 | 119 | 210 | 303 | 303 |
| 24 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 25 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 26 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 27 | 49 | 71 | 84 | 115 | 206 | 299 | 299 |
| 28 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 29 | 47 | 69 | 86 | 113 | 203 | 297 | 297 |
| 30 | 46 | 68 | 89 | 112 | 202 | 296 | 296 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

99

106

130

254

349

3 002

2

79

94

101

125

248

350

2 266

3

81

97

106

132

245

363

1 726

4

77

95

106

133

239

362

1 341

5

75

94

106

131

236

353

1 067

6

74

94

106

132

234

340

869

7

73

94

105

131

231

324

720

8

71

93

104

132

229

322

607

9

70

92

105

134

228

321

518

10

66

89

102

132

223

317

447

11

64

86

99

129

220

314

389

12

62

84

97

128

219

312

341

13

61

83

96

127

218

311

311

14

60

83

96

126

217

310

310

15

60

82

95

126

216

310

310

16

59

81

95

125

216

309

309

17

58

81

94

124

215

308

308

18

57

80

93

124

214

307

307

19

56

79

92

123

213

307

307

20

56

78

91

122

213

306

306

21

55

77

91

121

212

305

305

22

54

76

90

120

211

304

304

23

53

75

89

119

210

303

303

24

52

74

88

118

209

302

302

25

51

73

87

117

208

301

301

26

50

72

86

116

207

300

300

27

49

71

84

115

206

299

299

28

48

70

83

114

204

298

298

29

47

69

86

113

203

297

297

30

46

68

89

112

202

296

296

3.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 5 | 20 | 27 | 50 | 174 | 306 | 2 933 |
| 2 | 6 | 22 | 28 | 52 | 176 | 340 | 2 197 |
| 3 | 7 | 23 | 32 | 58 | 171 | 352 | 1 670 |
| 4 | 7 | 25 | 35 | 63 | 169 | 351 | 1 299 |
| 5 | 8 | 27 | 39 | 64 | 169 | 343 | 1 035 |
| 6 | 10 | 29 | 41 | 67 | 169 | 330 | 843 |
| 7 | 11 | 32 | 43 | 69 | 169 | 315 | 699 |
| 8 | 10 | 32 | 43 | 71 | 168 | 299 | 589 |
| 9 | 10 | 32 | 44 | 74 | 168 | 282 | 503 |
| 10 | 10 | 32 | 46 | 75 | 167 | 266 | 434 |
| 11 | 10 | 32 | 45 | 76 | 166 | 260 | 378 |
| 12 | 9 | 31 | 45 | 75 | 166 | 259 | 332 |
| 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 |
| 14 | 8 | 30 | 44 | 74 | 165 | 258 | 260 |
| 15 | 8 | 30 | 45 | 74 | 164 | 258 | 258 |
| 16 | 7 | 29 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 163 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 163 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 163 | 257 | 257 |
| 20 | 9 | 29 | 59 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 62 | 73 | 164 | 257 | 257 |
| 22 | 10 | 30 | 64 | 74 | 164 | 257 | 257 |
| 23 | 10 | 30 | 67 | 76 | 164 | 258 | 258 |
| 24 | 11 | 30 | 71 | 79 | 164 | 258 | 258 |
| 25 | 11 | 30 | 73 | 81 | 164 | 258 | 258 |
| 26 | 12 | 30 | 76 | 84 | 164 | 258 | 258 |
| 27 | 12 | 30 | 78 | 85 | 164 | 258 | 258 |
| 28 | 12 | 30 | 81 | 88 | 164 | 258 | 258 |
| 29 | 13 | 30 | 84 | 91 | 164 | 258 | 258 |
| 30 | 13 | 30 | 87 | 93 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

27

50

174

306

2 933

2

6

22

28

52

176

340

2 197

3

7

23

32

58

171

352

1 670

4

7

25

35

63

169

351

1 299

5

8

27

39

64

169

343

1 035

6

10

29

41

67

169

330

843

7

11

32

43

69

169

315

699

8

10

32

43

71

168

299

589

9

10

32

44

74

168

282

503

10

10

32

46

75

167

266

434

11

10

32

45

76

166

260

378

12

9

31

45

75

166

259

332

13

9

31

44

75

165

259

293

14

8

30

44

74

165

258

260

15

8

30

45

74

164

258

258

16

7

29

47

73

164

257

257

17

8

29

50

73

163

257

257

18

8

29

53

73

163

257

257

19

8

29

56

73

163

257

257

20

9

29

59

73

164

257

257

21

9

30

62

73

164

257

257

22

10

30

64

74

164

257

257

23

10

30

67

76

164

258

258

24

11

30

71

79

164

258

258

25

11

30

73

81

164

258

258

26

12

30

76

84

164

258

258

27

12

30

78

85

164

258

258

28

12

30

81

88

164

258

258

29

13

30

84

91

164

258

258

30

13

30

87

93

164

258

258

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 63 | 70 | 94 | 218 | 319 | 3 061 |
| 2 | 52 | 67 | 74 | 98 | 221 | 355 | 2 299 |
| 3 | 56 | 72 | 81 | 107 | 220 | 367 | 1 749 |
| 4 | 58 | 75 | 86 | 113 | 220 | 367 | 1 360 |
| 5 | 59 | 78 | 90 | 115 | 220 | 358 | 1 083 |
| 6 | 60 | 80 | 92 | 118 | 220 | 344 | 881 |
| 7 | 61 | 82 | 93 | 119 | 219 | 328 | 731 |
| 8 | 60 | 81 | 93 | 121 | 218 | 311 | 616 |
| 9 | 59 | 80 | 93 | 122 | 216 | 309 | 525 |
| 10 | 57 | 79 | 93 | 123 | 214 | 308 | 453 |
| 11 | 56 | 78 | 91 | 122 | 212 | 306 | 394 |
| 12 | 54 | 76 | 90 | 120 | 211 | 304 | 345 |
| 13 | 52 | 75 | 88 | 119 | 209 | 302 | 304 |
| 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 16 | 48 | 71 | 84 | 115 | 205 | 298 | 298 |
| 17 | 47 | 70 | 83 | 113 | 204 | 297 | 297 |
| 18 | 46 | 69 | 82 | 113 | 203 | 296 | 296 |
| 19 | 46 | 68 | 81 | 112 | 202 | 296 | 296 |
| 20 | 45 | 67 | 81 | 111 | 202 | 295 | 295 |
| 21 | 44 | 67 | 80 | 110 | 201 | 294 | 294 |
| 22 | 43 | 66 | 79 | 110 | 200 | 294 | 294 |
| 23 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 24 | 42 | 64 | 77 | 108 | 199 | 292 | 292 |
| 25 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 26 | 40 | 62 | 78 | 106 | 197 | 290 | 290 |
| 27 | 39 | 61 | 81 | 105 | 196 | 289 | 289 |
| 28 | 38 | 61 | 83 | 105 | 195 | 288 | 288 |
| 29 | 38 | 60 | 86 | 104 | 194 | 288 | 288 |
| 30 | 37 | 59 | 90 | 103 | 193 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

218

319

3 061

2

52

67

74

98

221

355

2 299

3

56

72

81

107

220

367

1 749

4

58

75

86

113

220

367

1 360

5

59

78

90

115

220

358

1 083

6

60

80

92

118

220

344

881

7

61

82

93

119

219

328

731

8

60

81

93

121

218

311

616

9

59

80

93

122

216

309

525

10

57

79

93

123

214

308

453

11

56

78

91

122

212

306

394

12

54

76

90

120

211

304

345

13

52

75

88

119

209

302

304

14

51

73

87

117

208

301

301

15

50

72

85

116

206

300

300

16

48

71

84

115

205

298

298

17

47

70

83

113

204

297

297

18

46

69

82

113

203

296

296

19

46

68

81

112

202

296

296

20

45

67

81

111

202

295

295

21

44

67

80

110

201

294

294

22

43

66

79

110

200

294

294

23

43

65

78

109

199

293

293

24

42

64

77

108

199

292

292

25

41

63

77

107

198

291

291

26

40

62

78

106

197

290

290

27

39

61

81

105

196

289

289

28

38

61

83

105

195

288

288

29

38

60

86

104

194

288

288

30

37

59

90

103

193

287

287

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 | 15 | 21 | 45 | 169 | 307 | 2 942 |
| 2 | 0 | 15 | 21 | 45 | 169 | 341 | 2 201 |
| 3 | 1 | 15 | 24 | 50 | 163 | 352 | 1 669 |
| 4 | 1 | 16 | 27 | 54 | 161 | 350 | 1 295 |
| 5 | 2 | 18 | 30 | 56 | 161 | 341 | 1 030 |
| 6 | 3 | 21 | 33 | 59 | 161 | 328 | 838 |
| 7 | 3 | 24 | 35 | 61 | 161 | 312 | 695 |
| 8 | 3 | 24 | 36 | 64 | 161 | 296 | 585 |
| 9 | 4 | 25 | 38 | 67 | 161 | 280 | 500 |
| 10 | 4 | 26 | 39 | 69 | 161 | 263 | 431 |
| 11 | 5 | 26 | 40 | 70 | 161 | 254 | 375 |
| 12 | 5 | 26 | 40 | 70 | 161 | 254 | 329 |
| 13 | 5 | 26 | 40 | 70 | 161 | 254 | 290 |
| 14 | 7 | 26 | 41 | 70 | 161 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 |
| 17 | 8 | 26 | 50 | 70 | 161 | 254 | 254 |
| 18 | 8 | 26 | 53 | 70 | 161 | 254 | 254 |
| 19 | 8 | 26 | 56 | 70 | 161 | 254 | 254 |
| 20 | 9 | 26 | 58 | 70 | 161 | 254 | 254 |
| 21 | 9 | 26 | 61 | 70 | 161 | 254 | 254 |
| 22 | 10 | 26 | 64 | 72 | 161 | 254 | 254 |
| 23 | 10 | 26 | 66 | 75 | 161 | 254 | 254 |
| 24 | 10 | 26 | 69 | 77 | 161 | 254 | 254 |
| 25 | 11 | 26 | 72 | 80 | 161 | 254 | 254 |
| 26 | 11 | 26 | 74 | 82 | 161 | 254 | 254 |
| 27 | 12 | 26 | 78 | 85 | 161 | 254 | 254 |
| 28 | 12 | 27 | 80 | 86 | 161 | 254 | 254 |
| 29 | 13 | 28 | 83 | 89 | 161 | 254 | 254 |
| 30 | 13 | 29 | 86 | 92 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

21

45

169

307

2 942

2

0

15

21

45

169

341

2 201

3

1

15

24

50

163

352

1 669

4

1

16

27

54

161

350

1 295

5

2

18

30

56

161

341

1 030

6

3

21

33

59

161

328

838

7

3

24

35

61

161

312

695

8

3

24

36

64

161

296

585

9

4

25

38

67

161

280

500

10

4

26

39

69

161

263

431

11

5

26

40

70

161

254

375

12

5

26

40

70

161

254

329

13

5

26

40

70

161

254

290

14

7

26

41

70

161

254

258

15

7

26

44

70

161

254

254

16

7

26

47

70

161

254

254

17

8

26

50

70

161

254

254

18

8

26

53

70

161

254

254

19

8

26

56

70

161

254

254

20

9

26

58

70

161

254

254

21

9

26

61

70

161

254

254

22

10

26

64

72

161

254

254

23

10

26

66

75

161

254

254

24

10

26

69

77

161

254

254

25

11

26

72

80

161

254

254

26

11

26

74

82

161

254

254

27

12

26

78

85

161

254

254

28

12

27

80

86

161

254

254

29

13

28

83

89

161

254

254

30

13

29

86

92

161

254

254

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 | 22 | 46 | 188 | 312 | 2 987 |
| 2 | 0 | 11 | 22 | 46 | 188 | 347 | 2 241 |
| 3 | 1 | 10 | 24 | 51 | 182 | 358 | 1 702 |
| 4 | 1 | 13 | 27 | 57 | 179 | 357 | 1 322 |
| 5 | 2 | 15 | 29 | 59 | 178 | 348 | 1 051 |
| 6 | 3 | 18 | 33 | 60 | 177 | 334 | 855 |
| 7 | 3 | 21 | 36 | 60 | 175 | 318 | 709 |
| 8 | 3 | 23 | 36 | 59 | 174 | 302 | 597 |
| 9 | 5 | 31 | 41 | 58 | 173 | 285 | 509 |
| 10 | 8 | 34 | 40 | 56 | 172 | 268 | 439 |
| 11 | 6 | 32 | 40 | 55 | 172 | 265 | 381 |
| 12 | 5 | 31 | 39 | 54 | 171 | 264 | 334 |
| 13 | 6 | 30 | 39 | 55 | 170 | 263 | 295 |
| 14 | 7 | 29 | 42 | 55 | 169 | 263 | 263 |
| 15 | 7 | 29 | 45 | 56 | 168 | 262 | 262 |
| 16 | 7 | 29 | 47 | 59 | 167 | 260 | 260 |
| 17 | 8 | 29 | 50 | 61 | 166 | 259 | 259 |
| 18 | 8 | 29 | 53 | 63 | 165 | 259 | 259 |
| 19 | 8 | 29 | 56 | 66 | 165 | 259 | 259 |
| 20 | 9 | 29 | 59 | 68 | 166 | 259 | 259 |
| 21 | 9 | 29 | 61 | 71 | 166 | 259 | 259 |
| 22 | 10 | 29 | 64 | 73 | 166 | 259 | 259 |
| 23 | 10 | 29 | 67 | 75 | 166 | 259 | 259 |
| 24 | 11 | 29 | 69 | 78 | 165 | 259 | 259 |
| 25 | 11 | 29 | 73 | 80 | 165 | 258 | 258 |
| 26 | 11 | 29 | 75 | 82 | 164 | 258 | 258 |
| 27 | 12 | 29 | 78 | 85 | 164 | 257 | 257 |
| 28 | 12 | 29 | 81 | 88 | 164 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 163 | 257 | 257 |
| 30 | 13 | 30 | 86 | 92 | 163 | 256 | 256 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

11

22

46

188

312

2 987

2

0

11

22

46

188

347

2 241

3

1

10

24

51

182

358

1 702

4

1

13

27

57

179

357

1 322

5

2

15

29

59

178

348

1 051

6

3

18

33

60

177

334

855

7

3

21

36

60

175

318

709

8

3

23

36

59

174

302

597

9

5

31

41

58

173

285

509

10

8

34

40

56

172

268

439

11

6

32

40

55

172

265

381

12

5

31

39

54

171

264

334

13

6

30

39

55

170

263

295

14

7

29

42

55

169

263

263

15

7

29

45

56

168

262

262

16

7

29

47

59

167

260

260

17

8

29

50

61

166

259

259

18

8

29

53

63

165

259

259

19

8

29

56

66

165

259

259

20

9

29

59

68

166

259

259

21

9

29

61

71

166

259

259

22

10

29

64

73

166

259

259

23

10

29

67

75

166

259

259

24

11

29

69

78

165

259

259

25

11

29

73

80

165

258

258

26

11

29

75

82

164

258

258

27

12

29

78

85

164

257

257

28

12

29

81

88

164

257

257

29

13

29

83

89

163

257

257

30

13

30

86

92

163

256

256

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 | 86 | 101 | 108 | 132 | 255 | 351 | 3 000 |
| 2 | 83 | 98 | 105 | 128 | 252 | 349 | 2 255 |
| 3 | 79 | 95 | 104 | 131 | 243 | 361 | 1 717 |
| 4 | 76 | 93 | 104 | 131 | 238 | 361 | 1 336 |
| 5 | 73 | 92 | 104 | 130 | 234 | 353 | 1 066 |
| 6 | 72 | 92 | 104 | 130 | 232 | 340 | 869 |
| 7 | 71 | 92 | 103 | 129 | 229 | 325 | 721 |
| 8 | 68 | 89 | 101 | 129 | 226 | 319 | 608 |
| 9 | 66 | 88 | 100 | 129 | 223 | 316 | 520 |
| 10 | 64 | 86 | 100 | 129 | 221 | 314 | 449 |
| 11 | 63 | 85 | 98 | 128 | 219 | 313 | 391 |
| 12 | 61 | 83 | 96 | 127 | 217 | 311 | 343 |
| 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 14 | 57 | 80 | 93 | 123 | 214 | 307 | 307 |
| 15 | 56 | 78 | 91 | 122 | 212 | 306 | 306 |
| 16 | 54 | 77 | 90 | 121 | 211 | 304 | 304 |
| 17 | 53 | 75 | 89 | 119 | 210 | 303 | 303 |
| 18 | 52 | 74 | 88 | 118 | 209 | 302 | 302 |
| 19 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 20 | 50 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 49 | 72 | 85 | 116 | 206 | 299 | 299 |
| 22 | 48 | 71 | 84 | 115 | 205 | 299 | 299 |
| 23 | 47 | 70 | 83 | 114 | 204 | 298 | 298 |
| 24 | 46 | 69 | 82 | 113 | 203 | 296 | 296 |
| 25 | 45 | 68 | 81 | 112 | 202 | 295 | 295 |
| 26 | 44 | 67 | 80 | 111 | 201 | 294 | 294 |
| 27 | 43 | 66 | 81 | 110 | 200 | 293 | 293 |
| 28 | 42 | 65 | 83 | 109 | 199 | 292 | 292 |
| 29 | 41 | 64 | 86 | 108 | 198 | 292 | 292 |
| 30 | 41 | 63 | 89 | 107 | 197 | 291 | 291 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

86

101

108

132

255

351

3 000

2

83

98

105

128

252

349

2 255

3

79

95

104

131

243

361

1 717

4

76

93

104

131

238

361

1 336

5

73

92

104

130

234

353

1 066

6

72

92

104

130

232

340

869

7

71

92

103

129

229

325

721

8

68

89

101

129

226

319

608

9

66

88

100

129

223

316

520

10

64

86

100

129

221

314

449

11

63

85

98

128

219

313

391

12

61

83

96

127

217

311

343

13

59

81

95

125

216

309

309

14

57

80

93

123

214

307

307

15

56

78

91

122

212

306

306

16

54

77

90

121

211

304

304

17

53

75

89

119

210

303

303

18

52

74

88

118

209

302

302

19

51

73

87

117

208

301

301

20

50

73

86

117

207

300

300

21

49

72

85

116

206

299

299

22

48

71

84

115

205

299

299

23

47

70

83

114

204

298

298

24

46

69

82

113

203

296

296

25

45

68

81

112

202

295

295

26

44

67

80

111

201

294

294

27

43

66

81

110

200

293

293

28

42

65

83

109

199

292

292

29

41

64

86

108

198

292

292

30

41

63

89

107

197

291

291

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 | 57 | 72 | 79 | 103 | 226 | 322 | 3 021 |
| 2 | 55 | 70 | 77 | 101 | 224 | 350 | 2 264 |
| 3 | 53 | 69 | 78 | 104 | 217 | 362 | 1 719 |
| 4 | 51 | 68 | 79 | 106 | 213 | 360 | 1 336 |
| 5 | 49 | 68 | 80 | 106 | 210 | 351 | 1 063 |
| 6 | 49 | 68 | 80 | 106 | 208 | 338 | 865 |
| 7 | 48 | 69 | 80 | 107 | 206 | 323 | 718 |
| 8 | 47 | 68 | 80 | 107 | 204 | 306 | 605 |
| 9 | 45 | 67 | 80 | 109 | 203 | 296 | 516 |
| 10 | 44 | 66 | 80 | 110 | 201 | 295 | 445 |
| 11 | 43 | 66 | 79 | 109 | 200 | 294 | 387 |
| 12 | 43 | 65 | 78 | 109 | 199 | 293 | 340 |
| 13 | 42 | 64 | 77 | 108 | 199 | 292 | 300 |
| 14 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 15 | 40 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 39 | 61 | 75 | 105 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 |
| 18 | 38 | 60 | 73 | 104 | 194 | 288 | 288 |
| 19 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 20 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 22 | 36 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 71 | 102 | 193 | 286 | 286 |
| 24 | 35 | 58 | 71 | 101 | 192 | 285 | 285 |
| 25 | 35 | 57 | 74 | 101 | 191 | 285 | 285 |
| 26 | 34 | 56 | 77 | 100 | 191 | 284 | 284 |
| 27 | 33 | 56 | 79 | 99 | 190 | 283 | 283 |
| 28 | 33 | 55 | 83 | 99 | 189 | 283 | 283 |
| 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 |
| 30 | 31 | 54 | 89 | 97 | 188 | 281 | 281 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

57

72

79

103

226

322

3 021

2

55

70

77

101

224

350

2 264

3

53

69

78

104

217

362

1 719

4

51

68

79

106

213

360

1 336

5

49

68

80

106

210

351

1 063

6

49

68

80

106

208

338

865

7

48

69

80

107

206

323

718

8

47

68

80

107

204

306

605

9

45

67

80

109

203

296

516

10

44

66

80

110

201

295

445

11

43

66

79

109

200

294

387

12

43

65

78

109

199

293

340

13

42

64

77

108

199

292

300

14

41

63

77

107

198

291

291

15

40

63

76

107

197

290

290

16

39

61

75

105

196

289

289

17

39

61

74

105

195

289

289

18

38

60

73

104

194

288

288

19

37

59

73

103

194

287

287

20

37

59

73

103

194

287

287

21

37

59

72

103

193

287

287

22

36

59

72

103

193

286

286

23

36

58

71

102

193

286

286

24

35

58

71

101

192

285

285

25

35

57

74

101

191

285

285

26

34

56

77

100

191

284

284

27

33

56

79

99

190

283

283

28

33

55

83

99

189

283

283

29

32

54

85

98

189

282

282

30

31

54

89

97

188

281

281

3.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 25 | 41 | 47 | 71 | 195 | 312 | 2 989 |
| 2 | 26 | 41 | 48 | 72 | 195 | 346 | 2 237 |
| 3 | 24 | 40 | 49 | 76 | 189 | 357 | 1 696 |
| 4 | 23 | 40 | 51 | 79 | 185 | 355 | 1 316 |
| 5 | 23 | 42 | 54 | 79 | 184 | 346 | 1 047 |
| 6 | 24 | 43 | 55 | 82 | 183 | 333 | 852 |
| 7 | 25 | 45 | 56 | 83 | 182 | 317 | 706 |
| 8 | 24 | 45 | 57 | 85 | 182 | 301 | 595 |
| 9 | 23 | 45 | 58 | 87 | 181 | 284 | 508 |
| 10 | 23 | 45 | 59 | 88 | 180 | 273 | 438 |
| 11 | 23 | 45 | 58 | 89 | 179 | 273 | 381 |
| 12 | 22 | 44 | 57 | 88 | 178 | 272 | 334 |
| 13 | 21 | 43 | 57 | 87 | 178 | 271 | 295 |
| 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 |
| 15 | 19 | 42 | 55 | 85 | 176 | 269 | 269 |
| 16 | 18 | 41 | 54 | 84 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 18 | 17 | 39 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 173 | 267 | 267 |
| 20 | 17 | 39 | 59 | 83 | 174 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 173 | 267 | 267 |
| 23 | 17 | 39 | 67 | 83 | 173 | 267 | 267 |
| 24 | 16 | 39 | 70 | 83 | 173 | 266 | 266 |
| 25 | 16 | 39 | 73 | 82 | 173 | 266 | 266 |
| 26 | 16 | 38 | 76 | 84 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 172 | 266 | 266 |
| 28 | 16 | 38 | 81 | 88 | 172 | 266 | 266 |
| 29 | 15 | 38 | 84 | 91 | 172 | 265 | 265 |
| 30 | 15 | 37 | 87 | 92 | 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

25

41

47

71

195

312

2 989

2

26

41

48

72

195

346

2 237

3

24

40

49

76

189

357

1 696

4

23

40

51

79

185

355

1 316

5

23

42

54

79

184

346

1 047

6

24

43

55

82

183

333

852

7

25

45

56

83

182

317

706

8

24

45

57

85

182

301

595

9

23

45

58

87

181

284

508

10

23

45

59

88

180

273

438

11

23

45

58

89

179

273

381

12

22

44

57

88

178

272

334

13

21

43

57

87

178

271

295

14

20

42

56

86

177

270

270

15

19

42

55

85

176

269

269

16

18

41

54

84

175

268

268

17

18

40

53

84

174

268

268

18

17

39

53

83

174

267

267

19

17

39

56

83

173

267

267

20

17

39

59

83

174

267

267

21

17

39

61

83

174

267

267

22

17

39

64

83

173

267

267

23

17

39

67

83

173

267

267

24

16

39

70

83

173

266

266

25

16

39

73

82

173

266

266

26

16

38

76

84

173

266

266

27

16

38

78

85

172

266

266

28

16

38

81

88

172

266

266

29

15

38

84

91

172

265

265

30

15

37

87

92

172

265

265

3.12   Swiss franc

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 25 | 148 | 304 | 2 913 |
| 2 | 0 | 1 | 6 | 26 | 150 | 338 | 2 179 |
| 3 | 1 | 2 | 10 | 31 | 144 | 349 | 1 653 |
| 4 | 1 | 3 | 13 | 35 | 142 | 347 | 1 282 |
| 5 | 2 | 4 | 16 | 37 | 142 | 338 | 1 020 |
| 6 | 2 | 5 | 19 | 40 | 142 | 325 | 830 |
| 7 | 3 | 6 | 22 | 42 | 142 | 309 | 688 |
| 8 | 3 | 7 | 25 | 45 | 142 | 293 | 579 |
| 9 | 4 | 8 | 27 | 48 | 142 | 277 | 494 |
| 10 | 4 | 9 | 30 | 50 | 142 | 261 | 426 |
| 11 | 5 | 11 | 33 | 52 | 143 | 245 | 371 |
| 12 | 5 | 11 | 36 | 51 | 141 | 235 | 325 |
| 13 | 5 | 13 | 38 | 52 | 143 | 236 | 287 |
| 14 | 6 | 13 | 41 | 52 | 143 | 236 | 254 |
| 15 | 7 | 14 | 44 | 54 | 141 | 234 | 234 |
| 16 | 7 | 16 | 47 | 57 | 140 | 233 | 233 |
| 17 | 8 | 16 | 50 | 60 | 140 | 233 | 233 |
| 18 | 8 | 17 | 52 | 62 | 140 | 233 | 233 |
| 19 | 8 | 18 | 54 | 65 | 140 | 234 | 234 |
| 20 | 9 | 19 | 57 | 67 | 141 | 235 | 235 |
| 21 | 9 | 20 | 60 | 69 | 142 | 235 | 235 |
| 22 | 10 | 21 | 63 | 71 | 142 | 235 | 235 |
| 23 | 10 | 22 | 65 | 74 | 142 | 235 | 235 |
| 24 | 10 | 23 | 68 | 77 | 142 | 235 | 235 |
| 25 | 11 | 24 | 70 | 78 | 143 | 235 | 235 |
| 26 | 11 | 25 | 74 | 81 | 144 | 235 | 235 |
| 27 | 12 | 26 | 76 | 83 | 145 | 235 | 235 |
| 28 | 12 | 27 | 79 | 86 | 147 | 235 | 235 |
| 29 | 13 | 28 | 82 | 88 | 148 | 235 | 235 |
| 30 | 13 | 28 | 84 | 90 | 148 | 235 | 235 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

25

148

304

2 913

2

0

1

6

26

150

338

2 179

3

1

2

10

31

144

349

1 653

4

1

3

13

35

142

347

1 282

5

2

4

16

37

142

338

1 020

6

2

5

19

40

142

325

830

7

3

6

22

42

142

309

688

8

3

7

25

45

142

293

579

9

4

8

27

48

142

277

494

10

4

9

30

50

142

261

426

11

5

11

33

52

143

245

371

12

5

11

36

51

141

235

325

13

5

13

38

52

143

236

287

14

6

13

41

52

143

236

254

15

7

14

44

54

141

234

234

16

7

16

47

57

140

233

233

17

8

16

50

60

140

233

233

18

8

17

52

62

140

233

233

19

8

18

54

65

140

234

234

20

9

19

57

67

141

235

235

21

9

20

60

69

142

235

235

22

10

21

63

71

142

235

235

23

10

22

65

74

142

235

235

24

10

23

68

77

142

235

235

25

11

24

70

78

143

235

235

26

11

25

74

81

144

235

235

27

12

26

76

83

145

235

235

28

12

27

79

86

147

235

235

29

13

28

82

88

148

235

235

30

13

28

84

90

148

235

235

3.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 42 | 57 | 64 | 88 | 212 | 318 | 3 052 |
| 2 | 42 | 57 | 64 | 88 | 212 | 352 | 2 283 |
| 3 | 41 | 57 | 66 | 92 | 205 | 363 | 1 731 |
| 4 | 40 | 57 | 68 | 95 | 202 | 362 | 1 342 |
| 5 | 40 | 58 | 70 | 96 | 201 | 352 | 1 068 |
| 6 | 40 | 60 | 72 | 98 | 199 | 338 | 868 |
| 7 | 41 | 61 | 72 | 99 | 198 | 323 | 719 |
| 8 | 39 | 61 | 72 | 100 | 197 | 306 | 606 |
| 9 | 39 | 61 | 73 | 102 | 196 | 289 | 517 |
| 10 | 38 | 60 | 74 | 104 | 195 | 289 | 445 |
| 11 | 38 | 60 | 73 | 104 | 194 | 288 | 387 |
| 12 | 37 | 59 | 72 | 103 | 193 | 287 | 340 |
| 13 | 36 | 58 | 72 | 102 | 193 | 286 | 299 |
| 14 | 35 | 58 | 71 | 101 | 192 | 285 | 285 |
| 15 | 35 | 57 | 70 | 101 | 191 | 285 | 285 |
| 16 | 34 | 56 | 69 | 100 | 190 | 284 | 284 |
| 17 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 18 | 32 | 55 | 68 | 99 | 189 | 282 | 282 |
| 19 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 20 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 31 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 188 | 281 | 281 |
| 24 | 30 | 53 | 71 | 96 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 280 | 280 |
| 26 | 29 | 51 | 77 | 95 | 186 | 279 | 279 |
| 27 | 29 | 51 | 79 | 95 | 185 | 279 | 279 |
| 28 | 28 | 50 | 82 | 94 | 185 | 278 | 278 |
| 29 | 27 | 50 | 85 | 94 | 184 | 277 | 277 |
| 30 | 27 | 49 | 88 | 94 | 184 | 277 | 277 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

42

57

64

88

212

318

3 052

2

42

57

64

88

212

352

2 283

3

41

57

66

92

205

363

1 731

4

40

57

68

95

202

362

1 342

5

40

58

70

96

201

352

1 068

6

40

60

72

98

199

338

868

7

41

61

72

99

198

323

719

8

39

61

72

100

197

306

606

9

39

61

73

102

196

289

517

10

38

60

74

104

195

289

445

11

38

60

73

104

194

288

387

12

37

59

72

103

193

287

340

13

36

58

72

102

193

286

299

14

35

58

71

101

192

285

285

15

35

57

70

101

191

285

285

16

34

56

69

100

190

284

284

17

33

55

69

99

190

283

283

18

32

55

68

99

189

282

282

19

32

54

68

98

189

282

282

20

32

54

67

98

188

282

282

21

32

54

67

98

188

282

282

22

31

54

67

97

188

281

281

23

31

53

68

97

188

281

281

24

30

53

71

96

187

280

280

25

30

52

73

96

186

280

280

26

29

51

77

95

186

279

279

27

29

51

79

95

185

279

279

28

28

50

82

94

185

278

278

29

27

50

85

94

184

277

277

30

27

49

88

94

184

277

277

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 | 8 | 23 | 30 | 54 | 178 | 314 | 3 013 |
| 2 | 12 | 28 | 34 | 58 | 182 | 349 | 2 257 |
| 3 | 15 | 31 | 40 | 67 | 179 | 360 | 1 713 |
| 4 | 18 | 35 | 46 | 73 | 180 | 359 | 1 331 |
| 5 | 20 | 39 | 51 | 76 | 181 | 350 | 1 059 |
| 6 | 19 | 39 | 51 | 77 | 179 | 336 | 861 |
| 7 | 25 | 46 | 57 | 84 | 183 | 320 | 713 |
| 8 | 24 | 45 | 57 | 85 | 182 | 304 | 601 |
| 9 | 25 | 47 | 60 | 89 | 183 | 287 | 512 |
| 10 | 27 | 50 | 63 | 93 | 184 | 278 | 441 |
| 11 | 29 | 51 | 64 | 95 | 186 | 279 | 384 |
| 12 | 30 | 52 | 65 | 96 | 186 | 280 | 337 |
| 13 | 30 | 52 | 66 | 96 | 187 | 280 | 298 |
| 14 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 15 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 16 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 17 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 18 | 29 | 51 | 65 | 95 | 186 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 20 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 21 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 22 | 28 | 51 | 65 | 95 | 185 | 278 | 278 |
| 23 | 28 | 50 | 68 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 71 | 94 | 184 | 278 | 278 |
| 25 | 27 | 50 | 73 | 93 | 184 | 277 | 277 |
| 26 | 27 | 49 | 77 | 93 | 183 | 277 | 277 |
| 27 | 26 | 49 | 79 | 92 | 183 | 276 | 276 |
| 28 | 26 | 48 | 82 | 92 | 182 | 276 | 276 |
| 29 | 25 | 48 | 85 | 91 | 182 | 275 | 275 |
| 30 | 25 | 47 | 88 | 94 | 181 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

23

30

54

178

314

3 013

2

12

28

34

58

182

349

2 257

3

15

31

40

67

179

360

1 713

4

18

35

46

73

180

359

1 331

5

20

39

51

76

181

350

1 059

6

19

39

51

77

179

336

861

7

25

46

57

84

183

320

713

8

24

45

57

85

182

304

601

9

25

47

60

89

183

287

512

10

27

50

63

93

184

278

441

11

29

51

64

95

186

279

384

12

30

52

65

96

186

280

337

13

30

52

66

96

187

280

298

14

31

53

66

97

187

281

281

15

31

53

66

97

187

281

281

16

30

52

66

96

187

280

280

17

30

52

66

96

187

280

280

18

29

51

65

95

186

279

279

19

29

51

64

95

185

279

279

20

29

51

64

95

185

279

279

21

29

51

64

95

185

279

279

22

28

51

65

95

185

278

278

23

28

50

68

94

185

278

278

24

28

50

71

94

184

278

278

25

27

50

73

93

184

277

277

26

27

49

77

93

183

277

277

27

26

49

79

92

183

276

276

28

26

48

82

92

182

276

276

29

25

48

85

91

182

275

275

30

25

47

88

94

181

275

275

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 | 7 | 22 | 29 | 53 | 177 | 311 | 2 983 |
| 2 | 8 | 24 | 30 | 54 | 178 | 345 | 2 232 |
| 3 | 9 | 25 | 34 | 60 | 173 | 356 | 1 693 |
| 4 | 9 | 27 | 38 | 65 | 171 | 355 | 1 314 |
| 5 | 11 | 29 | 41 | 67 | 172 | 345 | 1 045 |
| 6 | 12 | 32 | 44 | 70 | 172 | 332 | 850 |
| 7 | 14 | 35 | 46 | 72 | 172 | 317 | 705 |
| 8 | 14 | 35 | 47 | 75 | 172 | 300 | 594 |
| 9 | 15 | 36 | 49 | 78 | 172 | 284 | 507 |
| 10 | 15 | 37 | 51 | 81 | 172 | 267 | 437 |
| 11 | 16 | 38 | 51 | 82 | 172 | 266 | 381 |
| 12 | 16 | 38 | 52 | 82 | 173 | 266 | 334 |
| 13 | 16 | 38 | 52 | 82 | 173 | 266 | 295 |
| 14 | 16 | 39 | 52 | 82 | 173 | 266 | 266 |
| 15 | 16 | 39 | 52 | 83 | 173 | 266 | 266 |
| 16 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 17 | 16 | 38 | 52 | 82 | 173 | 266 | 266 |
| 18 | 16 | 38 | 53 | 82 | 173 | 266 | 266 |
| 19 | 16 | 38 | 56 | 82 | 173 | 266 | 266 |
| 20 | 16 | 39 | 59 | 82 | 173 | 266 | 266 |
| 21 | 16 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 16 | 39 | 64 | 82 | 173 | 266 | 266 |
| 23 | 16 | 38 | 67 | 82 | 173 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 173 | 266 | 266 |
| 25 | 15 | 38 | 73 | 82 | 172 | 266 | 266 |
| 26 | 15 | 37 | 75 | 83 | 172 | 265 | 265 |
| 27 | 15 | 37 | 78 | 85 | 172 | 265 | 265 |
| 28 | 15 | 37 | 81 | 88 | 171 | 265 | 265 |
| 29 | 14 | 37 | 84 | 90 | 171 | 264 | 264 |
| 30 | 14 | 36 | 87 | 92 | 171 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

7

22

29

53

177

311

2 983

2

8

24

30

54

178

345

2 232

3

9

25

34

60

173

356

1 693

4

9

27

38

65

171

355

1 314

5

11

29

41

67

172

345

1 045

6

12

32

44

70

172

332

850

7

14

35

46

72

172

317

705

8

14

35

47

75

172

300

594

9

15

36

49

78

172

284

507

10

15

37

51

81

172

267

437

11

16

38

51

82

172

266

381

12

16

38

52

82

173

266

334

13

16

38

52

82

173

266

295

14

16

39

52

82

173

266

266

15

16

39

52

83

173

266

266

16

16

38

52

82

173

266

266

17

16

38

52

82

173

266

266

18

16

38

53

82

173

266

266

19

16

38

56

82

173

266

266

20

16

39

59

82

173

266

266

21

16

39

61

83

173

266

266

22

16

39

64

82

173

266

266

23

16

38

67

82

173

266

266

24

16

38

69

82

173

266

266

25

15

38

73

82

172

266

266

26

15

37

75

83

172

265

265

27

15

37

78

85

172

265

265

28

15

37

81

88

171

265

265

29

14

37

84

90

171

264

264

30

14

36

87

92

171

264

264

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 | 43 | 59 | 65 | 89 | 213 | 326 | 3 140 |
| 2 | 46 | 62 | 68 | 92 | 216 | 362 | 2 356 |
| 3 | 49 | 65 | 74 | 100 | 213 | 375 | 1 788 |
| 4 | 50 | 67 | 78 | 105 | 212 | 373 | 1 388 |
| 5 | 51 | 69 | 82 | 107 | 212 | 363 | 1 103 |
| 6 | 53 | 73 | 85 | 111 | 212 | 349 | 896 |
| 7 | 54 | 75 | 86 | 113 | 212 | 333 | 743 |
| 8 | 54 | 75 | 87 | 115 | 212 | 315 | 625 |
| 9 | 54 | 76 | 88 | 118 | 211 | 305 | 533 |
| 10 | 54 | 76 | 90 | 120 | 211 | 304 | 459 |
| 11 | 54 | 76 | 90 | 120 | 211 | 304 | 399 |
| 12 | 53 | 76 | 89 | 120 | 210 | 303 | 350 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 308 |
| 14 | 52 | 74 | 87 | 118 | 208 | 302 | 302 |
| 15 | 51 | 73 | 86 | 117 | 207 | 301 | 301 |
| 16 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 17 | 49 | 71 | 85 | 115 | 206 | 299 | 299 |
| 18 | 48 | 70 | 84 | 114 | 205 | 298 | 298 |
| 19 | 47 | 70 | 83 | 114 | 204 | 297 | 297 |
| 20 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 21 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 22 | 45 | 67 | 81 | 111 | 202 | 295 | 295 |
| 23 | 44 | 67 | 80 | 110 | 201 | 294 | 294 |
| 24 | 43 | 66 | 79 | 110 | 200 | 293 | 293 |
| 25 | 42 | 65 | 78 | 109 | 199 | 292 | 292 |
| 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 |
| 27 | 41 | 63 | 81 | 107 | 197 | 291 | 291 |
| 28 | 40 | 62 | 84 | 106 | 197 | 290 | 290 |
| 29 | 39 | 61 | 87 | 105 | 196 | 289 | 289 |
| 30 | 38 | 60 | 90 | 104 | 195 | 288 | 288 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

43

59

65

89

213

326

3 140

2

46

62

68

92

216

362

2 356

3

49

65

74

100

213

375

1 788

4

50

67

78

105

212

373

1 388

5

51

69

82

107

212

363

1 103

6

53

73

85

111

212

349

896

7

54

75

86

113

212

333

743

8

54

75

87

115

212

315

625

9

54

76

88

118

211

305

533

10

54

76

90

120

211

304

459

11

54

76

90

120

211

304

399

12

53

76

89

120

210

303

350

13

53

75

88

119

209

303

308

14

52

74

87

118

208

302

302

15

51

73

86

117

207

301

301

16

50

72

85

116

206

300

300

17

49

71

85

115

206

299

299

18

48

70

84

114

205

298

298

19

47

70

83

114

204

297

297

20

47

69

82

113

203

297

297

21

46

68

82

112

203

296

296

22

45

67

81

111

202

295

295

23

44

67

80

110

201

294

294

24

43

66

79

110

200

293

293

25

42

65

78

109

199

292

292

26

42

64

78

108

198

292

292

27

41

63

81

107

197

291

291

28

40

62

84

106

197

290

290

29

39

61

87

105

196

289

289

30

38

60

90

104

195

288

288

3.17   Colombian peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 75 | 90 | 97 | 121 | 244 | 340 | 3 173 |
| 2 | 79 | 94 | 101 | 125 | 249 | 366 | 2 379 |
| 3 | 78 | 95 | 103 | 130 | 243 | 378 | 1 805 |
| 4 | 77 | 95 | 106 | 133 | 239 | 376 | 1 401 |
| 5 | 80 | 98 | 111 | 136 | 241 | 366 | 1 113 |
| 6 | 82 | 102 | 114 | 140 | 242 | 352 | 905 |
| 7 | 84 | 105 | 116 | 142 | 242 | 336 | 750 |
| 8 | 85 | 106 | 118 | 146 | 243 | 336 | 632 |
| 9 | 86 | 108 | 120 | 150 | 243 | 337 | 539 |
| 10 | 86 | 109 | 122 | 152 | 243 | 337 | 466 |
| 11 | 86 | 108 | 122 | 152 | 243 | 336 | 405 |
| 12 | 85 | 107 | 121 | 151 | 242 | 335 | 355 |
| 13 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 14 | 82 | 105 | 118 | 148 | 239 | 332 | 332 |
| 15 | 81 | 103 | 116 | 147 | 237 | 331 | 331 |
| 16 | 79 | 102 | 115 | 145 | 236 | 329 | 329 |
| 17 | 78 | 100 | 113 | 144 | 235 | 328 | 328 |
| 18 | 76 | 99 | 112 | 143 | 233 | 326 | 326 |
| 19 | 75 | 97 | 111 | 141 | 232 | 325 | 325 |
| 20 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |
| 21 | 72 | 95 | 108 | 139 | 229 | 322 | 322 |
| 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 23 | 69 | 92 | 105 | 136 | 226 | 319 | 319 |
| 24 | 68 | 90 | 103 | 134 | 225 | 318 | 318 |
| 25 | 66 | 89 | 102 | 132 | 223 | 316 | 316 |
| 26 | 65 | 87 | 100 | 131 | 221 | 315 | 315 |
| 27 | 63 | 85 | 99 | 129 | 220 | 313 | 313 |
| 28 | 62 | 84 | 97 | 128 | 218 | 312 | 312 |
| 29 | 60 | 82 | 96 | 126 | 217 | 310 | 310 |
| 30 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

90

97

121

244

340

3 173

2

79

94

101

125

249

366

2 379

3

78

95

103

130

243

378

1 805

4

77

95

106

133

239

376

1 401

5

80

98

111

136

241

366

1 113

6

82

102

114

140

242

352

905

7

84

105

116

142

242

336

750

8

85

106

118

146

243

336

632

9

86

108

120

150

243

337

539

10

86

109

122

152

243

337

466

11

86

108

122

152

243

336

405

12

85

107

121

151

242

335

355

13

84

106

119

150

240

334

334

14

82

105

118

148

239

332

332

15

81

103

116

147

237

331

331

16

79

102

115

145

236

329

329

17

78

100

113

144

235

328

328

18

76

99

112

143

233

326

326

19

75

97

111

141

232

325

325

20

74

96

109

140

230

324

324

21

72

95

108

139

229

322

322

22

71

93

107

137

228

321

321

23

69

92

105

136

226

319

319

24

68

90

103

134

225

318

318

25

66

89

102

132

223

316

316

26

65

87

100

131

221

315

315

27

63

85

99

129

220

313

313

28

62

84

97

128

218

312

312

29

60

82

96

126

217

310

310

30

59

81

94

125

215

309

309

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 | 0 | 15 | 22 | 46 | 169 | 310 | 2 974 |
| 2 | 3 | 18 | 25 | 49 | 173 | 345 | 2 233 |
| 3 | 5 | 21 | 30 | 57 | 169 | 357 | 1 696 |
| 4 | 7 | 24 | 35 | 62 | 169 | 356 | 1 318 |
| 5 | 9 | 28 | 40 | 66 | 170 | 347 | 1 048 |
| 6 | 12 | 31 | 43 | 70 | 171 | 333 | 852 |
| 7 | 14 | 34 | 46 | 72 | 172 | 317 | 706 |
| 8 | 14 | 35 | 47 | 75 | 172 | 301 | 595 |
| 9 | 15 | 36 | 49 | 78 | 172 | 284 | 507 |
| 10 | 15 | 37 | 51 | 80 | 172 | 267 | 437 |
| 11 | 15 | 38 | 51 | 81 | 172 | 265 | 380 |
| 12 | 15 | 37 | 51 | 81 | 172 | 265 | 333 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 294 |
| 14 | 14 | 36 | 49 | 80 | 171 | 264 | 264 |
| 15 | 13 | 35 | 49 | 79 | 170 | 263 | 263 |
| 16 | 12 | 34 | 48 | 78 | 169 | 262 | 262 |
| 17 | 12 | 34 | 50 | 78 | 168 | 262 | 262 |
| 18 | 11 | 33 | 53 | 77 | 168 | 261 | 261 |
| 19 | 11 | 33 | 56 | 77 | 168 | 261 | 261 |
| 20 | 11 | 33 | 59 | 77 | 168 | 261 | 261 |
| 21 | 11 | 33 | 61 | 77 | 168 | 261 | 261 |
| 22 | 11 | 34 | 64 | 77 | 168 | 261 | 261 |
| 23 | 11 | 33 | 67 | 77 | 168 | 261 | 261 |
| 24 | 11 | 33 | 69 | 79 | 168 | 261 | 261 |
| 25 | 11 | 33 | 73 | 81 | 168 | 261 | 261 |
| 26 | 11 | 33 | 75 | 83 | 168 | 261 | 261 |
| 27 | 12 | 33 | 78 | 85 | 167 | 261 | 261 |
| 28 | 12 | 33 | 81 | 88 | 167 | 261 | 261 |
| 29 | 13 | 33 | 84 | 90 | 167 | 261 | 261 |
| 30 | 13 | 33 | 87 | 92 | 167 | 260 | 260 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

169

310

2 974

2

3

18

25

49

173

345

2 233

3

5

21

30

57

169

357

1 696

4

7

24

35

62

169

356

1 318

5

9

28

40

66

170

347

1 048

6

12

31

43

70

171

333

852

7

14

34

46

72

172

317

706

8

14

35

47

75

172

301

595

9

15

36

49

78

172

284

507

10

15

37

51

80

172

267

437

11

15

38

51

81

172

265

380

12

15

37

51

81

172

265

333

13

15

37

50

81

171

265

294

14

14

36

49

80

171

264

264

15

13

35

49

79

170

263

263

16

12

34

48

78

169

262

262

17

12

34

50

78

168

262

262

18

11

33

53

77

168

261

261

19

11

33

56

77

168

261

261

20

11

33

59

77

168

261

261

21

11

33

61

77

168

261

261

22

11

34

64

77

168

261

261

23

11

33

67

77

168

261

261

24

11

33

69

79

168

261

261

25

11

33

73

81

168

261

261

26

11

33

75

83

168

261

261

27

12

33

78

85

167

261

261

28

12

33

81

88

167

261

261

29

13

33

84

90

167

261

261

30

13

33

87

92

167

260

260

3.19   Indian rupee

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 85 | 100 | 107 | 131 | 254 | 350 | 3 310 |
| 2 | 85 | 100 | 107 | 131 | 255 | 380 | 2 484 |
| 3 | 84 | 100 | 109 | 136 | 248 | 393 | 1 885 |
| 4 | 84 | 101 | 112 | 139 | 246 | 391 | 1 463 |
| 5 | 84 | 103 | 115 | 140 | 245 | 381 | 1 162 |
| 6 | 85 | 105 | 117 | 143 | 244 | 366 | 944 |
| 7 | 86 | 107 | 118 | 144 | 244 | 349 | 782 |
| 8 | 86 | 107 | 119 | 147 | 244 | 337 | 657 |
| 9 | 85 | 107 | 120 | 149 | 243 | 336 | 560 |
| 10 | 84 | 106 | 120 | 149 | 241 | 334 | 482 |
| 11 | 83 | 105 | 118 | 148 | 239 | 333 | 419 |
| 12 | 81 | 103 | 116 | 147 | 237 | 331 | 367 |
| 13 | 79 | 101 | 114 | 145 | 235 | 329 | 329 |
| 14 | 77 | 99 | 112 | 143 | 233 | 327 | 327 |
| 15 | 75 | 97 | 110 | 141 | 232 | 325 | 325 |
| 16 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |
| 17 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 18 | 69 | 92 | 105 | 136 | 226 | 319 | 319 |
| 19 | 68 | 90 | 104 | 134 | 225 | 318 | 318 |
| 20 | 67 | 89 | 103 | 133 | 224 | 317 | 317 |
| 21 | 66 | 88 | 102 | 132 | 223 | 316 | 316 |
| 22 | 65 | 87 | 101 | 131 | 222 | 315 | 315 |
| 23 | 64 | 86 | 100 | 130 | 221 | 314 | 314 |
| 24 | 63 | 85 | 98 | 129 | 220 | 313 | 313 |
| 25 | 62 | 84 | 97 | 128 | 218 | 312 | 312 |
| 26 | 61 | 83 | 96 | 127 | 217 | 311 | 311 |
| 27 | 60 | 82 | 95 | 126 | 216 | 310 | 310 |
| 28 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| 29 | 58 | 80 | 93 | 124 | 214 | 308 | 308 |
| 30 | 57 | 79 | 93 | 123 | 213 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

85

100

107

131

254

350

3 310

2

85

100

107

131

255

380

2 484

3

84

100

109

136

248

393

1 885

4

84

101

112

139

246

391

1 463

5

84

103

115

140

245

381

1 162

6

85

105

117

143

244

366

944

7

86

107

118

144

244

349

782

8

86

107

119

147

244

337

657

9

85

107

120

149

243

336

560

10

84

106

120

149

241

334

482

11

83

105

118

148

239

333

419

12

81

103

116

147

237

331

367

13

79

101

114

145

235

329

329

14

77

99

112

143

233

327

327

15

75

97

110

141

232

325

325

16

73

95

108

139

229

323

323

17

71

93

107

137

228

321

321

18

69

92

105

136

226

319

319

19

68

90

104

134

225

318

318

20

67

89

103

133

224

317

317

21

66

88

102

132

223

316

316

22

65

87

101

131

222

315

315

23

64

86

100

130

221

314

314

24

63

85

98

129

220

313

313

25

62

84

97

128

218

312

312

26

61

83

96

127

217

311

311

27

60

82

95

126

216

310

310

28

59

81

94

125

215

309

309

29

58

80

93

124

214

308

308

30

57

79

93

123

213

307

307

3.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 360 | 375 | 382 | 406 | 529 | 625 | 3 117 |
| 2 | 69 | 85 | 91 | 115 | 239 | 361 | 2 346 |
| 3 | 72 | 88 | 97 | 123 | 236 | 376 | 1 792 |
| 4 | 75 | 92 | 103 | 130 | 236 | 376 | 1 396 |
| 5 | 77 | 95 | 107 | 133 | 238 | 367 | 1 113 |
| 6 | 79 | 99 | 111 | 137 | 239 | 354 | 907 |
| 7 | 81 | 102 | 113 | 139 | 239 | 338 | 752 |
| 8 | 82 | 103 | 115 | 143 | 240 | 333 | 634 |
| 9 | 83 | 105 | 117 | 146 | 240 | 333 | 540 |
| 10 | 83 | 105 | 119 | 148 | 240 | 333 | 466 |
| 11 | 83 | 105 | 119 | 149 | 240 | 333 | 406 |
| 12 | 83 | 105 | 119 | 149 | 240 | 333 | 356 |
| 13 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 14 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 15 | 85 | 107 | 121 | 151 | 242 | 335 | 335 |
| 16 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 17 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 18 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 19 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 20 | 90 | 112 | 125 | 156 | 247 | 340 | 340 |
| 21 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 24 | 89 | 111 | 124 | 155 | 246 | 339 | 339 |
| 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 27 | 86 | 108 | 121 | 152 | 242 | 336 | 336 |
| 28 | 84 | 107 | 120 | 151 | 241 | 335 | 335 |
| 29 | 83 | 106 | 119 | 149 | 240 | 333 | 333 |
| 30 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

360

375

382

406

529

625

3 117

2

69

85

91

115

239

361

2 346

3

72

88

97

123

236

376

1 792

4

75

92

103

130

236

376

1 396

5

77

95

107

133

238

367

1 113

6

79

99

111

137

239

354

907

7

81

102

113

139

239

338

752

8

82

103

115

143

240

333

634

9

83

105

117

146

240

333

540

10

83

105

119

148

240

333

466

11

83

105

119

149

240

333

406

12

83

105

119

149

240

333

356

13

84

106

119

150

240

334

334

14

84

106

120

150

241

334

334

15

85

107

121

151

242

335

335

16

86

108

122

152

243

336

336

17

87

109

123

153

244

337

337

18

88

110

124

154

245

338

338

19

89

111

125

155

246

339

339

20

90

112

125

156

247

340

340

21

90

112

126

156

247

340

340

22

90

112

126

156

247

340

340

23

90

112

125

156

246

340

340

24

89

111

124

155

246

339

339

25

88

110

124

154

245

338

338

26

87

109

123

153

244

337

337

27

86

108

121

152

242

336

336

28

84

107

120

151

241

335

335

29

83

106

119

149

240

333

333

30

82

104

118

148

239

332

332

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 34 | 157 | 309 | 2 965 |
| 2 | 0 | 3 | 10 | 34 | 157 | 343 | 2 219 |
| 3 | 1 | 3 | 12 | 38 | 151 | 354 | 1 683 |
| 4 | 1 | 3 | 14 | 42 | 148 | 353 | 1 306 |
| 5 | 2 | 5 | 17 | 42 | 147 | 343 | 1 038 |
| 6 | 3 | 7 | 19 | 45 | 146 | 330 | 844 |
| 7 | 3 | 9 | 22 | 46 | 146 | 314 | 699 |
| 8 | 3 | 9 | 25 | 48 | 145 | 298 | 589 |
| 9 | 4 | 9 | 28 | 50 | 144 | 281 | 502 |
| 10 | 4 | 9 | 30 | 52 | 144 | 264 | 433 |
| 11 | 5 | 11 | 33 | 53 | 144 | 249 | 377 |
| 12 | 5 | 11 | 36 | 53 | 143 | 237 | 330 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 291 |
| 14 | 7 | 14 | 42 | 53 | 144 | 237 | 259 |
| 15 | 7 | 14 | 44 | 56 | 144 | 237 | 237 |
| 16 | 7 | 16 | 47 | 58 | 144 | 237 | 237 |
| 17 | 8 | 17 | 50 | 60 | 144 | 237 | 237 |
| 18 | 8 | 17 | 53 | 63 | 144 | 238 | 238 |
| 19 | 8 | 19 | 56 | 65 | 145 | 238 | 238 |
| 20 | 9 | 20 | 59 | 68 | 146 | 239 | 239 |
| 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 |
| 22 | 10 | 22 | 64 | 73 | 148 | 241 | 241 |
| 23 | 10 | 23 | 67 | 75 | 148 | 241 | 241 |
| 24 | 11 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 72 | 80 | 149 | 243 | 243 |
| 26 | 11 | 25 | 75 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 78 | 85 | 150 | 243 | 243 |
| 28 | 12 | 28 | 80 | 88 | 150 | 244 | 244 |
| 29 | 13 | 28 | 84 | 89 | 151 | 244 | 244 |
| 30 | 13 | 30 | 86 | 92 | 152 | 244 | 244 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

3

10

34

157

309

2 965

2

0

3

10

34

157

343

2 219

3

1

3

12

38

151

354

1 683

4

1

3

14

42

148

353

1 306

5

2

5

17

42

147

343

1 038

6

3

7

19

45

146

330

844

7

3

9

22

46

146

314

699

8

3

9

25

48

145

298

589

9

4

9

28

50

144

281

502

10

4

9

30

52

144

264

433

11

5

11

33

53

144

249

377

12

5

11

36

53

143

237

330

13

5

13

39

53

144

237

291

14

7

14

42

53

144

237

259

15

7

14

44

56

144

237

237

16

7

16

47

58

144

237

237

17

8

17

50

60

144

237

237

18

8

17

53

63

144

238

238

19

8

19

56

65

145

238

238

20

9

20

59

68

146

239

239

21

9

20

61

70

147

240

240

22

10

22

64

73

148

241

241

23

10

23

67

75

148

241

241

24

11

23

69

77

149

242

242

25

11

25

72

80

149

243

243

26

11

25

75

82

150

243

243

27

12

26

78

85

150

243

243

28

12

28

80

88

150

244

244

29

13

28

84

89

151

244

244

30

13

30

86

92

152

244

244

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 64 | 70 | 94 | 218 | 320 | 3 071 |
| 2 | 49 | 64 | 71 | 95 | 219 | 355 | 2 301 |
| 3 | 48 | 65 | 73 | 100 | 213 | 367 | 1 746 |
| 4 | 48 | 65 | 76 | 103 | 210 | 365 | 1 355 |
| 5 | 47 | 66 | 78 | 104 | 208 | 356 | 1 078 |
| 6 | 48 | 68 | 80 | 106 | 208 | 342 | 877 |
| 7 | 49 | 69 | 80 | 107 | 206 | 326 | 727 |
| 8 | 48 | 69 | 81 | 109 | 206 | 309 | 612 |
| 9 | 48 | 69 | 82 | 111 | 205 | 298 | 522 |
| 10 | 46 | 69 | 82 | 112 | 203 | 297 | 450 |
| 11 | 45 | 67 | 81 | 111 | 202 | 295 | 391 |
| 12 | 43 | 66 | 79 | 109 | 200 | 293 | 343 |
| 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 |
| 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 |
| 15 | 38 | 61 | 74 | 105 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 17 | 35 | 57 | 71 | 101 | 192 | 285 | 285 |
| 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 20 | 32 | 55 | 68 | 98 | 189 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 31 | 53 | 67 | 97 | 188 | 281 | 281 |
| 23 | 30 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 72 | 96 | 186 | 280 | 280 |
| 25 | 29 | 51 | 74 | 95 | 186 | 279 | 279 |
| 26 | 28 | 51 | 77 | 94 | 185 | 278 | 278 |
| 27 | 28 | 50 | 80 | 94 | 184 | 278 | 278 |
| 28 | 27 | 49 | 83 | 93 | 184 | 277 | 277 |
| 29 | 26 | 49 | 86 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 89 | 94 | 182 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

64

70

94

218

320

3 071

2

49

64

71

95

219

355

2 301

3

48

65

73

100

213

367

1 746

4

48

65

76

103

210

365

1 355

5

47

66

78

104

208

356

1 078

6

48

68

80

106

208

342

877

7

49

69

80

107

206

326

727

8

48

69

81

109

206

309

612

9

48

69

82

111

205

298

522

10

46

69

82

112

203

297

450

11

45

67

81

111

202

295

391

12

43

66

79

109

200

293

343

13

42

64

77

108

198

292

302

14

40

62

76

106

197

290

290

15

38

61

74

105

195

288

288

16

37

59

72

103

193

287

287

17

35

57

71

101

192

285

285

18

34

56

70

100

191

284

284

19

33

55

69

99

190

283

283

20

32

55

68

98

189

282

282

21

32

54

67

98

188

282

282

22

31

53

67

97

188

281

281

23

30

53

68

97

187

280

280

24

30

52

72

96

186

280

280

25

29

51

74

95

186

279

279

26

28

51

77

94

185

278

278

27

28

50

80

94

184

278

278

28

27

49

83

93

184

277

277

29

26

49

86

93

183

276

276

30

26

48

89

94

182

276

276

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 | 107 | 123 | 129 | 153 | 277 | 373 | 3 319 |
| 2 | 109 | 124 | 131 | 154 | 278 | 384 | 2 508 |
| 3 | 109 | 125 | 134 | 161 | 274 | 398 | 1 911 |
| 4 | 110 | 127 | 138 | 165 | 272 | 398 | 1 486 |
| 5 | 111 | 129 | 142 | 167 | 272 | 388 | 1 182 |
| 6 | 112 | 132 | 144 | 170 | 271 | 373 | 961 |
| 7 | 113 | 134 | 145 | 171 | 271 | 364 | 797 |
| 8 | 112 | 133 | 145 | 173 | 270 | 363 | 671 |
| 9 | 111 | 133 | 146 | 175 | 269 | 362 | 572 |
| 10 | 111 | 133 | 146 | 176 | 268 | 361 | 493 |
| 11 | 109 | 132 | 145 | 175 | 266 | 359 | 428 |
| 12 | 107 | 130 | 143 | 173 | 264 | 357 | 375 |
| 13 | 105 | 127 | 141 | 171 | 262 | 355 | 355 |
| 14 | 103 | 125 | 138 | 169 | 259 | 353 | 353 |
| 15 | 100 | 123 | 136 | 166 | 257 | 350 | 350 |
| 16 | 97 | 120 | 133 | 164 | 254 | 347 | 347 |
| 17 | 95 | 117 | 131 | 161 | 252 | 345 | 345 |
| 18 | 93 | 115 | 128 | 159 | 249 | 343 | 343 |
| 19 | 91 | 113 | 126 | 157 | 247 | 341 | 341 |
| 20 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 21 | 87 | 110 | 123 | 153 | 244 | 337 | 337 |
| 22 | 85 | 108 | 121 | 152 | 242 | 335 | 335 |
| 23 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 24 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| 25 | 80 | 102 | 116 | 146 | 237 | 330 | 330 |
| 26 | 78 | 101 | 114 | 145 | 235 | 328 | 328 |
| 27 | 77 | 99 | 112 | 143 | 234 | 327 | 327 |
| 28 | 75 | 98 | 111 | 141 | 232 | 325 | 325 |
| 29 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |
| 30 | 72 | 95 | 108 | 138 | 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

107

123

129

153

277

373

3 319

2

109

124

131

154

278

384

2 508

3

109

125

134

161

274

398

1 911

4

110

127

138

165

272

398

1 486

5

111

129

142

167

272

388

1 182

6

112

132

144

170

271

373

961

7

113

134

145

171

271

364

797

8

112

133

145

173

270

363

671

9

111

133

146

175

269

362

572

10

111

133

146

176

268

361

493

11

109

132

145

175

266

359

428

12

107

130

143

173

264

357

375

13

105

127

141

171

262

355

355

14

103

125

138

169

259

353

353

15

100

123

136

166

257

350

350

16

97

120

133

164

254

347

347

17

95

117

131

161

252

345

345

18

93

115

128

159

249

343

343

19

91

113

126

157

247

341

341

20

89

111

125

155

246

339

339

21

87

110

123

153

244

337

337

22

85

108

121

152

242

335

335

23

84

106

119

150

240

334

334

24

82

104

118

148

239

332

332

25

80

102

116

146

237

330

330

26

78

101

114

145

235

328

328

27

77

99

112

143

234

327

327

28

75

98

111

141

232

325

325

29

74

96

109

140

230

324

324

30

72

95

108

138

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 | 167 | 182 | 189 | 213 | 336 | 432 | 3 749 |
| 2 | 177 | 192 | 199 | 223 | 346 | 442 | 2 839 |
| 3 | 180 | 196 | 205 | 232 | 344 | 445 | 2 159 |
| 4 | 181 | 198 | 209 | 236 | 343 | 444 | 1 677 |
| 5 | 181 | 200 | 212 | 237 | 342 | 435 | 1 336 |
| 6 | 181 | 201 | 213 | 239 | 341 | 434 | 1 083 |
| 7 | 181 | 202 | 213 | 239 | 339 | 432 | 895 |
| 8 | 180 | 201 | 213 | 240 | 337 | 431 | 752 |
| 9 | 178 | 200 | 213 | 242 | 336 | 429 | 640 |
| 10 | 177 | 200 | 213 | 243 | 334 | 428 | 551 |
| 11 | 175 | 198 | 211 | 241 | 332 | 426 | 478 |
| 12 | 173 | 195 | 209 | 239 | 330 | 423 | 423 |
| 13 | 170 | 192 | 206 | 236 | 327 | 420 | 420 |
| 14 | 167 | 189 | 202 | 233 | 323 | 417 | 417 |
| 15 | 163 | 186 | 199 | 230 | 320 | 413 | 413 |
| 16 | 160 | 182 | 196 | 226 | 317 | 410 | 410 |
| 17 | 157 | 179 | 193 | 223 | 314 | 407 | 407 |
| 18 | 154 | 176 | 189 | 220 | 310 | 404 | 404 |
| 19 | 151 | 173 | 186 | 217 | 307 | 401 | 401 |
| 20 | 148 | 170 | 183 | 214 | 304 | 398 | 398 |
| 21 | 144 | 167 | 180 | 211 | 301 | 394 | 394 |
| 22 | 141 | 164 | 177 | 207 | 298 | 391 | 391 |
| 23 | 138 | 160 | 174 | 204 | 295 | 388 | 388 |
| 24 | 135 | 157 | 171 | 201 | 292 | 385 | 385 |
| 25 | 132 | 154 | 168 | 198 | 289 | 382 | 382 |
| 26 | 129 | 151 | 165 | 195 | 286 | 379 | 379 |
| 27 | 126 | 148 | 162 | 192 | 283 | 376 | 376 |
| 28 | 123 | 145 | 159 | 189 | 280 | 373 | 373 |
| 29 | 120 | 143 | 156 | 186 | 277 | 370 | 370 |
| 30 | 118 | 140 | 153 | 184 | 274 | 368 | 368 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

167

182

189

213

336

432

3 749

2

177

192

199

223

346

442

2 839

3

180

196

205

232

344

445

2 159

4

181

198

209

236

343

444

1 677

5

181

200

212

237

342

435

1 336

6

181

201

213

239

341

434

1 083

7

181

202

213

239

339

432

895

8

180

201

213

240

337

431

752

9

178

200

213

242

336

429

640

10

177

200

213

243

334

428

551

11

175

198

211

241

332

426

478

12

173

195

209

239

330

423

423

13

170

192

206

236

327

420

420

14

167

189

202

233

323

417

417

15

163

186

199

230

320

413

413

16

160

182

196

226

317

410

410

17

157

179

193

223

314

407

407

18

154

176

189

220

310

404

404

19

151

173

186

217

307

401

401

20

148

170

183

214

304

398

398

21

144

167

180

211

301

394

394

22

141

164

177

207

298

391

391

23

138

160

174

204

295

388

388

24

135

157

171

201

292

385

385

25

132

154

168

198

289

382

382

26

129

151

165

195

286

379

379

27

126

148

162

192

283

376

376

28

123

145

159

189

280

373

373

29

120

143

156

186

277

370

370

30

118

140

153

184

274

368

368

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 20 | 35 | 42 | 66 | 189 | 317 | 3 049 |
| 2 | 21 | 36 | 43 | 67 | 190 | 352 | 2 282 |
| 3 | 20 | 36 | 45 | 72 | 185 | 364 | 1 731 |
| 4 | 20 | 37 | 48 | 75 | 182 | 362 | 1 342 |
| 5 | 20 | 39 | 51 | 76 | 181 | 352 | 1 067 |
| 6 | 21 | 41 | 53 | 79 | 180 | 338 | 867 |
| 7 | 22 | 43 | 54 | 80 | 180 | 322 | 718 |
| 8 | 21 | 42 | 54 | 82 | 178 | 305 | 604 |
| 9 | 20 | 42 | 55 | 84 | 178 | 288 | 515 |
| 10 | 20 | 42 | 55 | 85 | 177 | 271 | 444 |
| 11 | 19 | 42 | 55 | 85 | 176 | 269 | 386 |
| 12 | 19 | 41 | 54 | 85 | 176 | 269 | 338 |
| 13 | 18 | 41 | 54 | 84 | 175 | 268 | 298 |
| 14 | 18 | 40 | 53 | 84 | 175 | 268 | 268 |
| 15 | 17 | 40 | 53 | 84 | 174 | 267 | 267 |
| 16 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 17 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 18 | 17 | 40 | 54 | 83 | 174 | 267 | 267 |
| 19 | 17 | 40 | 57 | 84 | 174 | 267 | 267 |
| 20 | 18 | 40 | 60 | 84 | 174 | 268 | 268 |
| 21 | 18 | 40 | 63 | 84 | 174 | 268 | 268 |
| 22 | 18 | 40 | 65 | 84 | 174 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 174 | 268 | 268 |
| 24 | 17 | 40 | 71 | 84 | 174 | 267 | 267 |
| 25 | 17 | 40 | 73 | 83 | 174 | 267 | 267 |
| 26 | 17 | 39 | 77 | 84 | 174 | 267 | 267 |
| 27 | 17 | 39 | 79 | 87 | 174 | 267 | 267 |
| 28 | 17 | 39 | 82 | 88 | 173 | 267 | 267 |
| 29 | 16 | 39 | 85 | 91 | 173 | 266 | 266 |
| 30 | 16 | 38 | 87 | 94 | 173 | 266 | 266 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

20

35

42

66

189

317

3 049

2

21

36

43

67

190

352

2 282

3

20

36

45

72

185

364

1 731

4

20

37

48

75

182

362

1 342

5

20

39

51

76

181

352

1 067

6

21

41

53

79

180

338

867

7

22

43

54

80

180

322

718

8

21

42

54

82

178

305

604

9

20

42

55

84

178

288

515

10

20

42

55

85

177

271

444

11

19

42

55

85

176

269

386

12

19

41

54

85

176

269

338

13

18

41

54

84

175

268

298

14

18

40

53

84

175

268

268

15

17

40

53

84

174

267

267

16

17

40

53

83

174

267

267

17

17

40

53

83

174

267

267

18

17

40

54

83

174

267

267

19

17

40

57

84

174

267

267

20

18

40

60

84

174

268

268

21

18

40

63

84

174

268

268

22

18

40

65

84

174

268

268

23

18

40

68

84

174

268

268

24

17

40

71

84

174

267

267

25

17

40

73

83

174

267

267

26

17

39

77

84

174

267

267

27

17

39

79

87

174

267

267

28

17

39

82

88

173

267

267

29

16

39

85

91

173

266

266

30

16

38

87

94

173

266

266

3.26   Ringgit

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 15 | 30 | 37 | 61 | 184 | 325 | 3 127 |
| 2 | 17 | 32 | 39 | 63 | 186 | 361 | 2 343 |
| 3 | 18 | 34 | 43 | 69 | 182 | 372 | 1 776 |
| 4 | 19 | 36 | 47 | 75 | 181 | 370 | 1 378 |
| 5 | 21 | 40 | 52 | 77 | 182 | 360 | 1 094 |
| 6 | 23 | 43 | 55 | 81 | 183 | 346 | 889 |
| 7 | 26 | 46 | 57 | 84 | 183 | 330 | 737 |
| 8 | 26 | 47 | 59 | 86 | 183 | 313 | 620 |
| 9 | 26 | 48 | 61 | 90 | 184 | 295 | 529 |
| 10 | 27 | 49 | 63 | 92 | 184 | 278 | 456 |
| 11 | 28 | 50 | 63 | 94 | 185 | 278 | 396 |
| 12 | 28 | 50 | 64 | 94 | 185 | 278 | 347 |
| 13 | 28 | 50 | 64 | 94 | 185 | 278 | 306 |
| 14 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 15 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 16 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 17 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 18 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 19 | 27 | 49 | 63 | 93 | 184 | 277 | 277 |
| 20 | 27 | 50 | 63 | 94 | 184 | 278 | 278 |
| 21 | 28 | 50 | 64 | 94 | 184 | 278 | 278 |
| 22 | 28 | 50 | 67 | 94 | 184 | 278 | 278 |
| 23 | 28 | 50 | 70 | 94 | 184 | 278 | 278 |
| 24 | 27 | 50 | 72 | 93 | 184 | 277 | 277 |
| 25 | 27 | 49 | 75 | 93 | 184 | 277 | 277 |
| 26 | 27 | 49 | 78 | 93 | 183 | 277 | 277 |
| 27 | 26 | 48 | 81 | 92 | 183 | 276 | 276 |
| 28 | 26 | 48 | 84 | 92 | 182 | 276 | 276 |
| 29 | 25 | 48 | 87 | 93 | 182 | 275 | 275 |
| 30 | 25 | 47 | 90 | 96 | 182 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

30

37

61

184

325

3 127

2

17

32

39

63

186

361

2 343

3

18

34

43

69

182

372

1 776

4

19

36

47

75

181

370

1 378

5

21

40

52

77

182

360

1 094

6

23

43

55

81

183

346

889

7

26

46

57

84

183

330

737

8

26

47

59

86

183

313

620

9

26

48

61

90

184

295

529

10

27

49

63

92

184

278

456

11

28

50

63

94

185

278

396

12

28

50

64

94

185

278

347

13

28

50

64

94

185

278

306

14

28

50

64

94

185

278

278

15

28

50

63

94

184

278

278

16

27

49

63

93

184

277

277

17

27

49

63

93

184

277

277

18

27

49

63

93

184

277

277

19

27

49

63

93

184

277

277

20

27

50

63

94

184

278

278

21

28

50

64

94

184

278

278

22

28

50

67

94

184

278

278

23

28

50

70

94

184

278

278

24

27

50

72

93

184

277

277

25

27

49

75

93

184

277

277

26

27

49

78

93

183

277

277

27

26

48

81

92

183

276

276

28

26

48

84

92

182

276

276

29

25

48

87

93

182

275

275

30

25

47

90

96

182

275

275

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 115 | 130 | 137 | 161 | 284 | 380 | 3 521 |
| 2 | 114 | 129 | 136 | 160 | 284 | 399 | 2 625 |
| 3 | 113 | 129 | 138 | 164 | 277 | 415 | 2 003 |
| 4 | 112 | 129 | 140 | 167 | 274 | 411 | 1 547 |
| 5 | 112 | 131 | 143 | 169 | 273 | 397 | 1 217 |
| 6 | 113 | 132 | 144 | 170 | 272 | 383 | 993 |
| 7 | 113 | 134 | 145 | 172 | 271 | 364 | 816 |
| 8 | 113 | 134 | 146 | 174 | 270 | 364 | 686 |
| 9 | 112 | 134 | 146 | 175 | 269 | 363 | 584 |
| 10 | 112 | 134 | 148 | 177 | 269 | 362 | 501 |
| 11 | 112 | 134 | 147 | 177 | 268 | 362 | 434 |
| 12 | 110 | 133 | 146 | 177 | 267 | 361 | 379 |
| 13 | 109 | 132 | 145 | 176 | 266 | 359 | 359 |
| 14 | 108 | 131 | 144 | 174 | 265 | 358 | 358 |
| 15 | 106 | 128 | 142 | 172 | 263 | 356 | 356 |
| 16 | 104 | 126 | 140 | 170 | 261 | 354 | 354 |
| 17 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 18 | 99 | 121 | 135 | 165 | 256 | 349 | 349 |
| 19 | 97 | 119 | 132 | 163 | 253 | 347 | 347 |
| 20 | 95 | 117 | 130 | 161 | 251 | 345 | 345 |
| 21 | 92 | 115 | 128 | 158 | 249 | 342 | 342 |
| 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 23 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 24 | 86 | 108 | 121 | 152 | 242 | 336 | 336 |
| 25 | 84 | 106 | 119 | 150 | 240 | 334 | 334 |
| 26 | 81 | 104 | 117 | 148 | 238 | 332 | 332 |
| 27 | 79 | 102 | 115 | 146 | 236 | 329 | 329 |
| 28 | 77 | 100 | 113 | 144 | 234 | 327 | 327 |
| 29 | 75 | 98 | 111 | 142 | 232 | 326 | 326 |
| 30 | 74 | 96 | 109 | 140 | 230 | 324 | 324 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

115

130

137

161

284

380

3 521

2

114

129

136

160

284

399

2 625

3

113

129

138

164

277

415

2 003

4

112

129

140

167

274

411

1 547

5

112

131

143

169

273

397

1 217

6

113

132

144

170

272

383

993

7

113

134

145

172

271

364

816

8

113

134

146

174

270

364

686

9

112

134

146

175

269

363

584

10

112

134

148

177

269

362

501

11

112

134

147

177

268

362

434

12

110

133

146

177

267

361

379

13

109

132

145

176

266

359

359

14

108

131

144

174

265

358

358

15

106

128

142

172

263

356

356

16

104

126

140

170

261

354

354

17

101

123

137

167

258

351

351

18

99

121

135

165

256

349

349

19

97

119

132

163

253

347

347

20

95

117

130

161

251

345

345

21

92

115

128

158

249

342

342

22

90

112

126

156

247

340

340

23

88

110

124

154

245

338

338

24

86

108

121

152

242

336

336

25

84

106

119

150

240

334

334

26

81

104

117

148

238

332

332

27

79

102

115

146

236

329

329

28

77

100

113

144

234

327

327

29

75

98

111

142

232

326

326

30

74

96

109

140

230

324

324

3.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 1 | 8 | 32 | 155 | 315 | 3 027 |
| 2 | 0 | 3 | 10 | 34 | 158 | 351 | 2 270 |
| 3 | 1 | 5 | 14 | 40 | 153 | 363 | 1 725 |
| 4 | 1 | 7 | 18 | 45 | 152 | 361 | 1 339 |
| 5 | 2 | 10 | 23 | 48 | 153 | 352 | 1 065 |
| 6 | 3 | 14 | 26 | 52 | 154 | 338 | 866 |
| 7 | 3 | 17 | 28 | 54 | 154 | 322 | 718 |
| 8 | 4 | 18 | 29 | 57 | 154 | 306 | 605 |
| 9 | 4 | 19 | 31 | 60 | 154 | 288 | 516 |
| 10 | 4 | 19 | 33 | 62 | 154 | 272 | 444 |
| 11 | 5 | 19 | 34 | 63 | 154 | 255 | 387 |
| 12 | 5 | 19 | 36 | 63 | 154 | 247 | 339 |
| 13 | 6 | 19 | 40 | 63 | 153 | 247 | 299 |
| 14 | 7 | 19 | 43 | 63 | 153 | 247 | 265 |
| 15 | 7 | 19 | 46 | 63 | 153 | 246 | 246 |
| 16 | 7 | 18 | 48 | 62 | 153 | 246 | 246 |
| 17 | 8 | 18 | 51 | 62 | 153 | 246 | 246 |
| 18 | 8 | 18 | 54 | 65 | 153 | 246 | 246 |
| 19 | 8 | 19 | 57 | 67 | 153 | 246 | 246 |
| 20 | 9 | 20 | 60 | 70 | 154 | 247 | 247 |
| 21 | 9 | 20 | 63 | 72 | 154 | 248 | 248 |
| 22 | 10 | 22 | 65 | 74 | 155 | 248 | 248 |
| 23 | 10 | 23 | 68 | 77 | 155 | 249 | 249 |
| 24 | 11 | 23 | 71 | 79 | 156 | 249 | 249 |
| 25 | 11 | 25 | 73 | 82 | 156 | 249 | 249 |
| 26 | 12 | 26 | 77 | 84 | 156 | 249 | 249 |
| 27 | 12 | 27 | 79 | 87 | 156 | 250 | 250 |
| 28 | 12 | 28 | 82 | 88 | 156 | 250 | 250 |
| 29 | 13 | 28 | 85 | 91 | 157 | 250 | 250 |
| 30 | 13 | 30 | 87 | 94 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

1

8

32

155

315

3 027

2

0

3

10

34

158

351

2 270

3

1

5

14

40

153

363

1 725

4

1

7

18

45

152

361

1 339

5

2

10

23

48

153

352

1 065

6

3

14

26

52

154

338

866

7

3

17

28

54

154

322

718

8

4

18

29

57

154

306

605

9

4

19

31

60

154

288

516

10

4

19

33

62

154

272

444

11

5

19

34

63

154

255

387

12

5

19

36

63

154

247

339

13

6

19

40

63

153

247

299

14

7

19

43

63

153

247

265

15

7

19

46

63

153

246

246

16

7

18

48

62

153

246

246

17

8

18

51

62

153

246

246

18

8

18

54

65

153

246

246

19

8

19

57

67

153

246

246

20

9

20

60

70

154

247

247

21

9

20

63

72

154

248

248

22

10

22

65

74

155

248

248

23

10

23

68

77

155

249

249

24

11

23

71

79

156

249

249

25

11

25

73

82

156

249

249

26

12

26

77

84

156

249

249

27

12

27

79

87

156

250

250

28

12

28

82

88

156

250

250

29

13

28

85

91

157

250

250

30

13

30

87

94

157

250

250

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 29 | 44 | 51 | 75 | 199 | 314 | 3 016 |
| 2 | 30 | 45 | 52 | 76 | 199 | 348 | 2 256 |
| 3 | 28 | 44 | 53 | 80 | 193 | 359 | 1 710 |
| 4 | 27 | 44 | 55 | 82 | 189 | 357 | 1 326 |
| 5 | 27 | 45 | 58 | 83 | 188 | 348 | 1 053 |
| 6 | 30 | 50 | 62 | 88 | 190 | 334 | 856 |
| 7 | 28 | 49 | 60 | 86 | 186 | 318 | 709 |
| 8 | 32 | 54 | 65 | 93 | 190 | 301 | 596 |
| 9 | 32 | 54 | 66 | 95 | 189 | 284 | 508 |
| 10 | 26 | 48 | 62 | 91 | 183 | 276 | 438 |
| 11 | 21 | 43 | 57 | 87 | 178 | 271 | 381 |
| 12 | 17 | 40 | 53 | 84 | 174 | 267 | 334 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 294 |
| 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 |
| 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 |
| 16 | 9 | 32 | 47 | 76 | 166 | 259 | 259 |
| 17 | 9 | 31 | 50 | 75 | 165 | 259 | 259 |
| 18 | 8 | 30 | 53 | 74 | 165 | 258 | 258 |
| 19 | 8 | 30 | 56 | 74 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 67 | 75 | 164 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 72 | 80 | 164 | 258 | 258 |
| 26 | 11 | 30 | 75 | 82 | 164 | 257 | 257 |
| 27 | 12 | 30 | 78 | 85 | 164 | 257 | 257 |
| 28 | 12 | 30 | 81 | 88 | 164 | 257 | 257 |
| 29 | 13 | 29 | 83 | 89 | 164 | 257 | 257 |
| 30 | 13 | 30 | 87 | 92 | 164 | 257 | 257 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

29

44

51

75

199

314

3 016

2

30

45

52

76

199

348

2 256

3

28

44

53

80

193

359

1 710

4

27

44

55

82

189

357

1 326

5

27

45

58

83

188

348

1 053

6

30

50

62

88

190

334

856

7

28

49

60

86

186

318

709

8

32

54

65

93

190

301

596

9

32

54

66

95

189

284

508

10

26

48

62

91

183

276

438

11

21

43

57

87

178

271

381

12

17

40

53

84

174

267

334

13

15

37

50

81

171

265

294

14

13

35

48

79

169

263

263

15

11

33

47

77

168

261

261

16

9

32

47

76

166

259

259

17

9

31

50

75

165

259

259

18

8

30

53

74

165

258

258

19

8

30

56

74

164

257

257

20

9

30

58

74

164

258

258

21

9

30

61

74

164

258

258

22

10

30

64

74

164

258

258

23

10

30

67

75

164

258

258

24

10

30

69

77

164

258

258

25

11

30

72

80

164

258

258

26

11

30

75

82

164

257

257

27

12

30

78

85

164

257

257

28

12

30

81

88

164

257

257

29

13

29

83

89

164

257

257

30

13

30

87

92

164

257

257

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 | 180 | 195 | 202 | 226 | 350 | 445 | 3 555 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 666 |
| 3 | 173 | 189 | 198 | 224 | 337 | 433 | 2 021 |
| 4 | 169 | 186 | 197 | 224 | 331 | 425 | 1 564 |
| 5 | 165 | 184 | 196 | 222 | 326 | 420 | 1 241 |
| 6 | 163 | 182 | 194 | 220 | 322 | 415 | 1 006 |
| 7 | 160 | 181 | 192 | 218 | 318 | 411 | 831 |
| 8 | 156 | 177 | 189 | 217 | 314 | 407 | 698 |
| 9 | 152 | 174 | 187 | 216 | 310 | 403 | 594 |
| 10 | 149 | 171 | 184 | 214 | 306 | 399 | 511 |
| 11 | 145 | 167 | 181 | 211 | 302 | 395 | 443 |
| 12 | 141 | 163 | 177 | 207 | 298 | 391 | 391 |
| 13 | 137 | 159 | 173 | 203 | 294 | 387 | 387 |
| 14 | 133 | 156 | 169 | 200 | 290 | 383 | 383 |
| 15 | 130 | 152 | 166 | 196 | 287 | 380 | 380 |
| 16 | 127 | 149 | 162 | 193 | 283 | 377 | 377 |
| 17 | 124 | 146 | 159 | 190 | 280 | 374 | 374 |
| 18 | 121 | 143 | 156 | 187 | 277 | 371 | 371 |
| 19 | 118 | 140 | 154 | 184 | 275 | 368 | 368 |
| 20 | 115 | 138 | 151 | 181 | 272 | 365 | 365 |
| 21 | 113 | 135 | 148 | 179 | 269 | 363 | 363 |
| 22 | 110 | 133 | 146 | 176 | 267 | 360 | 360 |
| 23 | 108 | 130 | 143 | 174 | 264 | 358 | 358 |
| 24 | 105 | 128 | 141 | 171 | 262 | 355 | 355 |
| 25 | 103 | 125 | 139 | 169 | 260 | 353 | 353 |
| 26 | 101 | 123 | 136 | 167 | 257 | 351 | 351 |
| 27 | 98 | 121 | 134 | 165 | 255 | 348 | 348 |
| 28 | 96 | 119 | 132 | 162 | 253 | 346 | 346 |
| 29 | 94 | 117 | 130 | 160 | 251 | 344 | 344 |
| 30 | 92 | 115 | 128 | 158 | 249 | 342 | 342 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

180

195

202

226

350

445

3 555

2

178

193

200

224

347

443

2 666

3

173

189

198

224

337

433

2 021

4

169

186

197

224

331

425

1 564

5

165

184

196

222

326

420

1 241

6

163

182

194

220

322

415

1 006

7

160

181

192

218

318

411

831

8

156

177

189

217

314

407

698

9

152

174

187

216

310

403

594

10

149

171

184

214

306

399

511

11

145

167

181

211

302

395

443

12

141

163

177

207

298

391

391

13

137

159

173

203

294

387

387

14

133

156

169

200

290

383

383

15

130

152

166

196

287

380

380

16

127

149

162

193

283

377

377

17

124

146

159

190

280

374

374

18

121

143

156

187

277

371

371

19

118

140

154

184

275

368

368

20

115

138

151

181

272

365

365

21

113

135

148

179

269

363

363

22

110

133

146

176

267

360

360

23

108

130

143

174

264

358

358

24

105

128

141

171

262

355

355

25

103

125

139

169

260

353

353

26

101

123

136

167

257

351

351

27

98

121

134

165

255

348

348

28

96

119

132

162

253

346

346

29

94

117

130

160

251

344

344

30

92

115

128

158

249

342

342

3.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 27 | 55 | 175 | 312 | 2 990 |
| 2 | 0 | 15 | 27 | 55 | 175 | 347 | 2 245 |
| 3 | 1 | 17 | 29 | 58 | 171 | 359 | 1 706 |
| 4 | 1 | 19 | 32 | 63 | 170 | 358 | 1 325 |
| 5 | 2 | 22 | 37 | 69 | 171 | 348 | 1 054 |
| 6 | 3 | 26 | 40 | 70 | 172 | 335 | 857 |
| 7 | 5 | 30 | 42 | 72 | 173 | 319 | 710 |
| 8 | 7 | 33 | 45 | 74 | 173 | 302 | 598 |
| 9 | 8 | 35 | 49 | 75 | 173 | 286 | 510 |
| 10 | 9 | 37 | 50 | 75 | 174 | 269 | 440 |
| 11 | 10 | 39 | 52 | 76 | 174 | 267 | 383 |
| 12 | 11 | 40 | 53 | 78 | 174 | 267 | 335 |
| 13 | 12 | 41 | 54 | 78 | 174 | 267 | 296 |
| 14 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 15 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 16 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 17 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 18 | 12 | 42 | 54 | 78 | 174 | 267 | 267 |
| 19 | 12 | 42 | 56 | 78 | 174 | 267 | 267 |
| 20 | 12 | 42 | 59 | 78 | 175 | 268 | 268 |
| 21 | 12 | 42 | 61 | 78 | 175 | 268 | 268 |
| 22 | 12 | 42 | 64 | 78 | 175 | 269 | 269 |
| 23 | 12 | 42 | 67 | 78 | 175 | 269 | 269 |
| 24 | 12 | 42 | 70 | 79 | 175 | 269 | 269 |
| 25 | 12 | 42 | 73 | 81 | 176 | 269 | 269 |
| 26 | 12 | 42 | 75 | 83 | 176 | 269 | 269 |
| 27 | 12 | 42 | 78 | 85 | 176 | 269 | 269 |
| 28 | 12 | 42 | 81 | 88 | 175 | 269 | 269 |
| 29 | 13 | 42 | 84 | 91 | 175 | 269 | 269 |
| 30 | 13 | 42 | 87 | 92 | 175 | 269 | 269 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

27

55

175

312

2 990

2

0

15

27

55

175

347

2 245

3

1

17

29

58

171

359

1 706

4

1

19

32

63

170

358

1 325

5

2

22

37

69

171

348

1 054

6

3

26

40

70

172

335

857

7

5

30

42

72

173

319

710

8

7

33

45

74

173

302

598

9

8

35

49

75

173

286

510

10

9

37

50

75

174

269

440

11

10

39

52

76

174

267

383

12

11

40

53

78

174

267

335

13

12

41

54

78

174

267

296

14

12

42

54

78

174

267

267

15

12

42

54

78

174

267

267

16

12

42

54

78

174

267

267

17

12

42

54

78

174

267

267

18

12

42

54

78

174

267

267

19

12

42

56

78

174

267

267

20

12

42

59

78

175

268

268

21

12

42

61

78

175

268

268

22

12

42

64

78

175

269

269

23

12

42

67

78

175

269

269

24

12

42

70

79

175

269

269

25

12

42

73

81

176

269

269

26

12

42

75

83

176

269

269

27

12

42

78

85

176

269

269

28

12

42

81

88

175

269

269

29

13

42

84

91

175

269

269

30

13

42

87

92

175

269

269

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 4 | 13 | 134 | 308 | 2 953 |
| 2 | 0 | 1 | 6 | 17 | 132 | 342 | 2 208 |
| 3 | 1 | 2 | 10 | 20 | 125 | 352 | 1 673 |
| 4 | 1 | 3 | 13 | 23 | 122 | 350 | 1 297 |
| 5 | 2 | 4 | 16 | 27 | 121 | 341 | 1 030 |
| 6 | 3 | 5 | 19 | 30 | 121 | 327 | 837 |
| 7 | 3 | 6 | 22 | 33 | 120 | 311 | 693 |
| 8 | 3 | 7 | 25 | 36 | 121 | 295 | 583 |
| 9 | 4 | 8 | 27 | 39 | 121 | 278 | 498 |
| 10 | 4 | 9 | 30 | 42 | 121 | 262 | 429 |
| 11 | 5 | 11 | 33 | 44 | 121 | 246 | 373 |
| 12 | 5 | 11 | 36 | 47 | 122 | 231 | 327 |
| 13 | 5 | 13 | 39 | 50 | 122 | 217 | 288 |
| 14 | 6 | 13 | 41 | 52 | 122 | 216 | 256 |
| 15 | 7 | 14 | 44 | 55 | 123 | 216 | 228 |
| 16 | 7 | 16 | 47 | 57 | 126 | 216 | 216 |
| 17 | 8 | 16 | 50 | 60 | 128 | 217 | 217 |
| 18 | 8 | 17 | 53 | 62 | 130 | 217 | 217 |
| 19 | 8 | 19 | 54 | 65 | 133 | 218 | 218 |
| 20 | 9 | 19 | 57 | 67 | 135 | 219 | 219 |
| 21 | 9 | 20 | 60 | 69 | 137 | 219 | 219 |
| 22 | 10 | 21 | 63 | 72 | 138 | 220 | 220 |
| 23 | 10 | 22 | 65 | 75 | 140 | 220 | 220 |
| 24 | 10 | 23 | 69 | 77 | 142 | 221 | 221 |
| 25 | 11 | 24 | 71 | 79 | 143 | 221 | 221 |
| 26 | 11 | 25 | 74 | 81 | 144 | 221 | 221 |
| 27 | 12 | 26 | 76 | 83 | 146 | 221 | 221 |
| 28 | 12 | 27 | 80 | 86 | 147 | 222 | 222 |
| 29 | 13 | 28 | 82 | 88 | 148 | 222 | 222 |
| 30 | 13 | 28 | 84 | 90 | 150 | 222 | 222 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

4

13

134

308

2 953

2

0

1

6

17

132

342

2 208

3

1

2

10

20

125

352

1 673

4

1

3

13

23

122

350

1 297

5

2

4

16

27

121

341

1 030

6

3

5

19

30

121

327

837

7

3

6

22

33

120

311

693

8

3

7

25

36

121

295

583

9

4

8

27

39

121

278

498

10

4

9

30

42

121

262

429

11

5

11

33

44

121

246

373

12

5

11

36

47

122

231

327

13

5

13

39

50

122

217

288

14

6

13

41

52

122

216

256

15

7

14

44

55

123

216

228

16

7

16

47

57

126

216

216

17

8

16

50

60

128

217

217

18

8

17

53

62

130

217

217

19

8

19

54

65

133

218

218

20

9

19

57

67

135

219

219

21

9

20

60

69

137

219

219

22

10

21

63

72

138

220

220

23

10

22

65

75

140

220

220

24

10

23

69

77

142

221

221

25

11

24

71

79

143

221

221

26

11

25

74

81

144

221

221

27

12

26

76

83

146

221

221

28

12

27

80

86

147

222

222

29

13

28

82

88

148

222

222

30

13

28

84

90

150

222

222

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment
  (in bps) |
| --- | --- | --- |
| Euro | Austria | 22 |
| Euro | Belgium | 22 |
| Euro | Cyprus | 22 |
| Euro | Estonia | 22 |
| Euro | Finland | 22 |
| Euro | France | 22 |
| Euro | Germany | 22 |
| Euro | Greece | 55 |
| Euro | Ireland | 22 |
| Euro | Italy | 22 |
| Euro | Latvia | 22 |
| Euro | Lithuania | 22 |
| Euro | Luxembourg | 22 |
| Euro | Malta | 22 |
| Euro | Netherlands | 22 |
| Euro | Portugal | 22 |
| Euro | Slovakia | 22 |
| Euro | Slovenia | 22 |
| Euro | Spain | 22 |
| Czech koruna | Czech Republic | 6 |
| Danish krone | Denmark | 60 |
| Forint | Hungary | 19 |
| Krona | Sweden | 6 |
| Kuna | Croatia | 12 |
| Lev | Bulgaria | 29 |
| Pound sterling | United Kingdom | 31 |
| Romanian leu | Romania | 1 |
| Zloty | Poland | 8 |
| Króna | Iceland | 12 |
| Norwegian krone | Norway | 18 |
| Swiss franc | Liechtenstein | 9 |
| Swiss franc | Switzerland | 9 |
| Australian dollar | Australia | 11 |
| Canadian dollar | Canada | 6 |
| US dollar | United States | 78 |
| Yen | Japan | 3 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

22

Euro

Belgium

22

Euro

Cyprus

22

Euro

Estonia

22

Euro

Finland

22

Euro

France

22

Euro

Germany

22

Euro

Greece

55

Euro

Ireland

22

Euro

Italy

22

Euro

Latvia

22

Euro

Lithuania

22

Euro

Luxembourg

22

Euro

Malta

22

Euro

Netherlands

22

Euro

Portugal

22

Euro

Slovakia

22

Euro

Slovenia

22

Euro

Spain

22

Czech koruna

Czech Republic

6

Danish krone

Denmark

60

Forint

Hungary

19

Krona

Sweden

6

Kuna

Croatia

12

Lev

Bulgaria

29

Pound sterling

United Kingdom

31

Romanian leu

Romania

1

Zloty

Poland

8

Króna

Iceland

12

Norwegian krone

Norway

18

Swiss franc

Liechtenstein

9

Swiss franc

Switzerland

9

Australian dollar

Australia

11

Canadian dollar

Canada

6

US dollar

United States

78

Yen

Japan

3

---