# L_2016147EN.01000101.xml

| 3.6.2016 | EN | Official Journal of the European Union | L 147/1 |
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3.6.2016

EN

Official Journal of the European Union

L 147/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2016/869

of 27 May 2016

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance

(Text with EEA relevance)

THE EUROPEAN COMMISSION,

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

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

Whereas:

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

(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 7 April 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end March 2016 market data. That information was published on 7 April 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 7 April 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end March 2016 market data. That information was published on 7 April 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 Regulation applies. |
| --- | --- |

(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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 31 March 2016.

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

Done at Brussels, 27 May 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 | – 0,248 % | 0,042 % | – 0,258 % | 1,008 % | – 0,553 % | 1,358 % |
| 2 | – 0,249 % | 0,105 % | – 0,259 % | 1,188 % | – 0,442 % | 1,707 % |
| 3 | – 0,216 % | 0,130 % | – 0,226 % | 1,370 % | – 0,264 % | 1,965 % |
| 4 | – 0,151 % | 0,165 % | – 0,161 % | 1,589 % | – 0,046 % | 2,193 % |
| 5 | – 0,071 % | 0,205 % | – 0,081 % | 1,862 % | 0,182 % | 2,496 % |
| 6 | 0,029 % | 0,244 % | 0,019 % | 2,091 % | 0,406 % | 2,827 % |
| 7 | 0,140 % | 0,292 % | 0,130 % | 2,259 % | 0,606 % | 3,148 % |
| 8 | 0,255 % | 0,339 % | 0,245 % | 2,430 % | 0,780 % | 3,441 % |
| 9 | 0,353 % | 0,387 % | 0,343 % | 2,604 % | 0,934 % | 3,696 % |
| 10 | 0,464 % | 0,442 % | 0,454 % | 2,782 % | 1,067 % | 3,905 % |
| 11 | 0,549 % | 0,499 % | 0,539 % | 2,936 % | 1,232 % | 4,067 % |
| 12 | 0,622 % | 0,556 % | 0,612 % | 3,064 % | 1,413 % | 4,192 % |
| 13 | 0,700 % | 0,614 % | 0,690 % | 3,172 % | 1,589 % | 4,289 % |
| 14 | 0,771 % | 0,677 % | 0,761 % | 3,265 % | 1,754 % | 4,364 % |
| 15 | 0,823 % | 0,749 % | 0,813 % | 3,344 % | 1,904 % | 4,422 % |
| 16 | 0,851 % | 0,830 % | 0,840 % | 3,412 % | 2,040 % | 4,467 % |
| 17 | 0,866 % | 0,917 % | 0,855 % | 3,472 % | 2,162 % | 4,502 % |
| 18 | 0,879 % | 1,008 % | 0,869 % | 3,524 % | 2,272 % | 4,529 % |
| 19 | 0,899 % | 1,099 % | 0,889 % | 3,570 % | 2,371 % | 4,549 % |
| 20 | 0,931 % | 1,190 % | 0,920 % | 3,610 % | 2,461 % | 4,564 % |
| 21 | 0,976 % | 1,279 % | 0,966 % | 3,646 % | 2,543 % | 4,574 % |
| 22 | 1,032 % | 1,367 % | 1,022 % | 3,679 % | 2,618 % | 4,581 % |
| 23 | 1,095 % | 1,451 % | 1,085 % | 3,708 % | 2,686 % | 4,586 % |
| 24 | 1,162 % | 1,533 % | 1,153 % | 3,734 % | 2,748 % | 4,588 % |
| 25 | 1,232 % | 1,612 % | 1,223 % | 3,758 % | 2,806 % | 4,588 % |
| 26 | 1,303 % | 1,687 % | 1,294 % | 3,779 % | 2,859 % | 4,587 % |
| 27 | 1,374 % | 1,760 % | 1,365 % | 3,799 % | 2,909 % | 4,584 % |
| 28 | 1,445 % | 1,830 % | 1,436 % | 3,817 % | 2,954 % | 4,581 % |
| 29 | 1,514 % | 1,896 % | 1,506 % | 3,834 % | 2,997 % | 4,577 % |
| 30 | 1,582 % | 1,960 % | 1,574 % | 3,849 % | 3,037 % | 4,572 % |
| 31 | 1,648 % | 2,021 % | 1,640 % | 3,863 % | 3,074 % | 4,567 % |
| 32 | 1,712 % | 2,080 % | 1,705 % | 3,876 % | 3,109 % | 4,562 % |
| 33 | 1,774 % | 2,135 % | 1,767 % | 3,888 % | 3,142 % | 4,556 % |
| 34 | 1,834 % | 2,189 % | 1,827 % | 3,899 % | 3,173 % | 4,551 % |
| 35 | 1,892 % | 2,240 % | 1,885 % | 3,910 % | 3,202 % | 4,545 % |
| 36 | 1,948 % | 2,289 % | 1,941 % | 3,919 % | 3,230 % | 4,539 % |
| 37 | 2,002 % | 2,336 % | 1,995 % | 3,928 % | 3,256 % | 4,533 % |
| 38 | 2,054 % | 2,381 % | 2,047 % | 3,937 % | 3,281 % | 4,527 % |
| 39 | 2,104 % | 2,424 % | 2,097 % | 3,945 % | 3,304 % | 4,521 % |
| 40 | 2,152 % | 2,465 % | 2,145 % | 3,952 % | 3,327 % | 4,515 % |
| 41 | 2,198 % | 2,505 % | 2,192 % | 3,959 % | 3,348 % | 4,509 % |
| 42 | 2,242 % | 2,543 % | 2,236 % | 3,966 % | 3,368 % | 4,503 % |
| 43 | 2,285 % | 2,579 % | 2,279 % | 3,972 % | 3,387 % | 4,498 % |
| 44 | 2,326 % | 2,614 % | 2,320 % | 3,978 % | 3,406 % | 4,492 % |
| 45 | 2,365 % | 2,648 % | 2,360 % | 3,984 % | 3,423 % | 4,487 % |
| 46 | 2,403 % | 2,680 % | 2,398 % | 3,989 % | 3,440 % | 4,482 % |
| 47 | 2,440 % | 2,711 % | 2,434 % | 3,994 % | 3,456 % | 4,477 % |
| 48 | 2,475 % | 2,741 % | 2,470 % | 3,999 % | 3,472 % | 4,472 % |
| 49 | 2,509 % | 2,770 % | 2,504 % | 4,004 % | 3,486 % | 4,467 % |
| 50 | 2,542 % | 2,797 % | 2,537 % | 4,008 % | 3,501 % | 4,462 % |
| 51 | 2,573 % | 2,824 % | 2,568 % | 4,012 % | 3,514 % | 4,457 % |
| 52 | 2,604 % | 2,850 % | 2,599 % | 4,016 % | 3,527 % | 4,453 % |
| 53 | 2,633 % | 2,875 % | 2,628 % | 4,020 % | 3,540 % | 4,449 % |
| 54 | 2,661 % | 2,899 % | 2,657 % | 4,024 % | 3,552 % | 4,444 % |
| 55 | 2,689 % | 2,922 % | 2,684 % | 4,027 % | 3,564 % | 4,440 % |
| 56 | 2,715 % | 2,944 % | 2,711 % | 4,030 % | 3,575 % | 4,436 % |
| 57 | 2,741 % | 2,966 % | 2,736 % | 4,034 % | 3,586 % | 4,432 % |
| 58 | 2,766 % | 2,987 % | 2,761 % | 4,037 % | 3,597 % | 4,429 % |
| 59 | 2,789 % | 3,007 % | 2,785 % | 4,040 % | 3,607 % | 4,425 % |
| 60 | 2,813 % | 3,026 % | 2,808 % | 4,042 % | 3,617 % | 4,421 % |
| 61 | 2,835 % | 3,045 % | 2,831 % | 4,045 % | 3,626 % | 4,418 % |
| 62 | 2,857 % | 3,064 % | 2,853 % | 4,048 % | 3,636 % | 4,415 % |
| 63 | 2,878 % | 3,082 % | 2,874 % | 4,050 % | 3,645 % | 4,411 % |
| 64 | 2,898 % | 3,099 % | 2,894 % | 4,053 % | 3,653 % | 4,408 % |
| 65 | 2,918 % | 3,116 % | 2,914 % | 4,055 % | 3,662 % | 4,405 % |
| 66 | 2,937 % | 3,132 % | 2,934 % | 4,058 % | 3,670 % | 4,402 % |
| 67 | 2,956 % | 3,148 % | 2,952 % | 4,060 % | 3,678 % | 4,399 % |
| 68 | 2,974 % | 3,163 % | 2,970 % | 4,062 % | 3,685 % | 4,396 % |
| 69 | 2,992 % | 3,178 % | 2,988 % | 4,064 % | 3,693 % | 4,393 % |
| 70 | 3,009 % | 3,192 % | 3,005 % | 4,066 % | 3,700 % | 4,391 % |
| 71 | 3,026 % | 3,207 % | 3,022 % | 4,068 % | 3,707 % | 4,388 % |
| 72 | 3,042 % | 3,220 % | 3,038 % | 4,070 % | 3,714 % | 4,385 % |
| 73 | 3,057 % | 3,234 % | 3,054 % | 4,072 % | 3,720 % | 4,383 % |
| 74 | 3,073 % | 3,247 % | 3,069 % | 4,074 % | 3,727 % | 4,380 % |
| 75 | 3,088 % | 3,259 % | 3,084 % | 4,075 % | 3,733 % | 4,378 % |
| 76 | 3,102 % | 3,271 % | 3,099 % | 4,077 % | 3,739 % | 4,376 % |
| 77 | 3,116 % | 3,283 % | 3,113 % | 4,079 % | 3,745 % | 4,374 % |
| 78 | 3,130 % | 3,295 % | 3,127 % | 4,080 % | 3,751 % | 4,371 % |
| 79 | 3,144 % | 3,306 % | 3,141 % | 4,082 % | 3,757 % | 4,369 % |
| 80 | 3,157 % | 3,318 % | 3,154 % | 4,083 % | 3,762 % | 4,367 % |
| 81 | 3,170 % | 3,328 % | 3,167 % | 4,085 % | 3,768 % | 4,365 % |
| 82 | 3,182 % | 3,339 % | 3,179 % | 4,086 % | 3,773 % | 4,363 % |
| 83 | 3,194 % | 3,349 % | 3,191 % | 4,088 % | 3,778 % | 4,361 % |
| 84 | 3,206 % | 3,359 % | 3,203 % | 4,089 % | 3,783 % | 4,359 % |
| 85 | 3,218 % | 3,369 % | 3,215 % | 4,090 % | 3,788 % | 4,357 % |
| 86 | 3,229 % | 3,379 % | 3,226 % | 4,092 % | 3,793 % | 4,355 % |
| 87 | 3,240 % | 3,388 % | 3,237 % | 4,093 % | 3,797 % | 4,354 % |
| 88 | 3,251 % | 3,397 % | 3,248 % | 4,094 % | 3,802 % | 4,352 % |
| 89 | 3,262 % | 3,406 % | 3,259 % | 4,095 % | 3,807 % | 4,350 % |
| 90 | 3,272 % | 3,415 % | 3,269 % | 4,096 % | 3,811 % | 4,349 % |
| 91 | 3,282 % | 3,424 % | 3,280 % | 4,098 % | 3,815 % | 4,347 % |
| 92 | 3,292 % | 3,432 % | 3,290 % | 4,099 % | 3,819 % | 4,345 % |
| 93 | 3,302 % | 3,440 % | 3,299 % | 4,100 % | 3,823 % | 4,344 % |
| 94 | 3,311 % | 3,448 % | 3,309 % | 4,101 % | 3,827 % | 4,342 % |
| 95 | 3,321 % | 3,456 % | 3,318 % | 4,102 % | 3,831 % | 4,341 % |
| 96 | 3,330 % | 3,464 % | 3,327 % | 4,103 % | 3,835 % | 4,339 % |
| 97 | 3,339 % | 3,472 % | 3,336 % | 4,104 % | 3,839 % | 4,338 % |
| 98 | 3,348 % | 3,479 % | 3,345 % | 4,105 % | 3,843 % | 4,336 % |
| 99 | 3,356 % | 3,486 % | 3,354 % | 4,106 % | 3,846 % | 4,335 % |
| 100 | 3,365 % | 3,493 % | 3,362 % | 4,107 % | 3,850 % | 4,334 % |
| 101 | 3,373 % | 3,500 % | 3,370 % | 4,108 % | 3,853 % | 4,332 % |
| 102 | 3,381 % | 3,507 % | 3,378 % | 4,109 % | 3,857 % | 4,331 % |
| 103 | 3,389 % | 3,514 % | 3,386 % | 4,110 % | 3,860 % | 4,330 % |
| 104 | 3,397 % | 3,520 % | 3,394 % | 4,110 % | 3,863 % | 4,329 % |
| 105 | 3,404 % | 3,527 % | 3,402 % | 4,111 % | 3,866 % | 4,327 % |
| 106 | 3,412 % | 3,533 % | 3,409 % | 4,112 % | 3,870 % | 4,326 % |
| 107 | 3,419 % | 3,539 % | 3,417 % | 4,113 % | 3,873 % | 4,325 % |
| 108 | 3,426 % | 3,546 % | 3,424 % | 4,114 % | 3,876 % | 4,324 % |
| 109 | 3,433 % | 3,552 % | 3,431 % | 4,115 % | 3,879 % | 4,323 % |
| 110 | 3,440 % | 3,557 % | 3,438 % | 4,115 % | 3,882 % | 4,322 % |
| 111 | 3,447 % | 3,563 % | 3,445 % | 4,116 % | 3,884 % | 4,320 % |
| 112 | 3,454 % | 3,569 % | 3,451 % | 4,117 % | 3,887 % | 4,319 % |
| 113 | 3,460 % | 3,574 % | 3,458 % | 4,118 % | 3,890 % | 4,318 % |
| 114 | 3,467 % | 3,580 % | 3,465 % | 4,118 % | 3,893 % | 4,317 % |
| 115 | 3,473 % | 3,585 % | 3,471 % | 4,119 % | 3,895 % | 4,316 % |
| 116 | 3,479 % | 3,591 % | 3,477 % | 4,120 % | 3,898 % | 4,315 % |
| 117 | 3,486 % | 3,596 % | 3,483 % | 4,120 % | 3,901 % | 4,314 % |
| 118 | 3,492 % | 3,601 % | 3,489 % | 4,121 % | 3,903 % | 4,313 % |
| 119 | 3,498 % | 3,606 % | 3,495 % | 4,122 % | 3,906 % | 4,312 % |
| 120 | 3,503 % | 3,611 % | 3,501 % | 4,122 % | 3,908 % | 4,311 % |
| 121 | 3,509 % | 3,616 % | 3,507 % | 4,123 % | 3,910 % | 4,311 % |
| 122 | 3,515 % | 3,620 % | 3,513 % | 4,124 % | 3,913 % | 4,310 % |
| 123 | 3,520 % | 3,625 % | 3,518 % | 4,124 % | 3,915 % | 4,309 % |
| 124 | 3,526 % | 3,630 % | 3,524 % | 4,125 % | 3,917 % | 4,308 % |
| 125 | 3,531 % | 3,634 % | 3,529 % | 4,126 % | 3,920 % | 4,307 % |
| 126 | 3,536 % | 3,639 % | 3,534 % | 4,126 % | 3,922 % | 4,306 % |
| 127 | 3,542 % | 3,643 % | 3,540 % | 4,127 % | 3,924 % | 4,305 % |
| 128 | 3,547 % | 3,648 % | 3,545 % | 4,127 % | 3,926 % | 4,304 % |
| 129 | 3,552 % | 3,652 % | 3,550 % | 4,128 % | 3,928 % | 4,304 % |
| 130 | 3,557 % | 3,656 % | 3,555 % | 4,128 % | 3,930 % | 4,303 % |
| 131 | 3,562 % | 3,660 % | 3,560 % | 4,129 % | 3,933 % | 4,302 % |
| 132 | 3,566 % | 3,664 % | 3,565 % | 4,129 % | 3,935 % | 4,301 % |
| 133 | 3,571 % | 3,668 % | 3,569 % | 4,130 % | 3,937 % | 4,301 % |
| 134 | 3,576 % | 3,672 % | 3,574 % | 4,131 % | 3,938 % | 4,300 % |
| 135 | 3,581 % | 3,676 % | 3,579 % | 4,131 % | 3,940 % | 4,299 % |
| 136 | 3,585 % | 3,680 % | 3,583 % | 4,132 % | 3,942 % | 4,298 % |
| 137 | 3,590 % | 3,684 % | 3,588 % | 4,132 % | 3,944 % | 4,298 % |
| 138 | 3,594 % | 3,687 % | 3,592 % | 4,133 % | 3,946 % | 4,297 % |
| 139 | 3,598 % | 3,691 % | 3,596 % | 4,133 % | 3,948 % | 4,296 % |
| 140 | 3,603 % | 3,695 % | 3,601 % | 4,134 % | 3,950 % | 4,296 % |
| 141 | 3,607 % | 3,698 % | 3,605 % | 4,134 % | 3,951 % | 4,295 % |
| 142 | 3,611 % | 3,702 % | 3,609 % | 4,134 % | 3,953 % | 4,294 % |
| 143 | 3,615 % | 3,705 % | 3,613 % | 4,135 % | 3,955 % | 4,294 % |
| 144 | 3,619 % | 3,709 % | 3,617 % | 4,135 % | 3,957 % | 4,293 % |
| 145 | 3,623 % | 3,712 % | 3,621 % | 4,136 % | 3,958 % | 4,292 % |
| 146 | 3,627 % | 3,716 % | 3,625 % | 4,136 % | 3,960 % | 4,292 % |
| 147 | 3,631 % | 3,719 % | 3,629 % | 4,137 % | 3,962 % | 4,291 % |
| 148 | 3,635 % | 3,722 % | 3,633 % | 4,137 % | 3,963 % | 4,290 % |
| 149 | 3,639 % | 3,725 % | 3,637 % | 4,138 % | 3,965 % | 4,290 % |
| 150 | 3,642 % | 3,728 % | 3,641 % | 4,138 % | 3,966 % | 4,289 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,248 %

0,042 %

– 0,258 %

1,008 %

– 0,553 %

1,358 %

2

– 0,249 %

0,105 %

– 0,259 %

1,188 %

– 0,442 %

1,707 %

3

– 0,216 %

0,130 %

– 0,226 %

1,370 %

– 0,264 %

1,965 %

4

– 0,151 %

0,165 %

– 0,161 %

1,589 %

– 0,046 %

2,193 %

5

– 0,071 %

0,205 %

– 0,081 %

1,862 %

0,182 %

2,496 %

6

0,029 %

0,244 %

0,019 %

2,091 %

0,406 %

2,827 %

7

0,140 %

0,292 %

0,130 %

2,259 %

0,606 %

3,148 %

8

0,255 %

0,339 %

0,245 %

2,430 %

0,780 %

3,441 %

9

0,353 %

0,387 %

0,343 %

2,604 %

0,934 %

3,696 %

10

0,464 %

0,442 %

0,454 %

2,782 %

1,067 %

3,905 %

11

0,549 %

0,499 %

0,539 %

2,936 %

1,232 %

4,067 %

12

0,622 %

0,556 %

0,612 %

3,064 %

1,413 %

4,192 %

13

0,700 %

0,614 %

0,690 %

3,172 %

1,589 %

4,289 %

14

0,771 %

0,677 %

0,761 %

3,265 %

1,754 %

4,364 %

15

0,823 %

0,749 %

0,813 %

3,344 %

1,904 %

4,422 %

16

0,851 %

0,830 %

0,840 %

3,412 %

2,040 %

4,467 %

17

0,866 %

0,917 %

0,855 %

3,472 %

2,162 %

4,502 %

18

0,879 %

1,008 %

0,869 %

3,524 %

2,272 %

4,529 %

19

0,899 %

1,099 %

0,889 %

3,570 %

2,371 %

4,549 %

20

0,931 %

1,190 %

0,920 %

3,610 %

2,461 %

4,564 %

21

0,976 %

1,279 %

0,966 %

3,646 %

2,543 %

4,574 %

22

1,032 %

1,367 %

1,022 %

3,679 %

2,618 %

4,581 %

23

1,095 %

1,451 %

1,085 %

3,708 %

2,686 %

4,586 %

24

1,162 %

1,533 %

1,153 %

3,734 %

2,748 %

4,588 %

25

1,232 %

1,612 %

1,223 %

3,758 %

2,806 %

4,588 %

26

1,303 %

1,687 %

1,294 %

3,779 %

2,859 %

4,587 %

27

1,374 %

1,760 %

1,365 %

3,799 %

2,909 %

4,584 %

28

1,445 %

1,830 %

1,436 %

3,817 %

2,954 %

4,581 %

29

1,514 %

1,896 %

1,506 %

3,834 %

2,997 %

4,577 %

30

1,582 %

1,960 %

1,574 %

3,849 %

3,037 %

4,572 %

31

1,648 %

2,021 %

1,640 %

3,863 %

3,074 %

4,567 %

32

1,712 %

2,080 %

1,705 %

3,876 %

3,109 %

4,562 %

33

1,774 %

2,135 %

1,767 %

3,888 %

3,142 %

4,556 %

34

1,834 %

2,189 %

1,827 %

3,899 %

3,173 %

4,551 %

35

1,892 %

2,240 %

1,885 %

3,910 %

3,202 %

4,545 %

36

1,948 %

2,289 %

1,941 %

3,919 %

3,230 %

4,539 %

37

2,002 %

2,336 %

1,995 %

3,928 %

3,256 %

4,533 %

38

2,054 %

2,381 %

2,047 %

3,937 %

3,281 %

4,527 %

39

2,104 %

2,424 %

2,097 %

3,945 %

3,304 %

4,521 %

40

2,152 %

2,465 %

2,145 %

3,952 %

3,327 %

4,515 %

41

2,198 %

2,505 %

2,192 %

3,959 %

3,348 %

4,509 %

42

2,242 %

2,543 %

2,236 %

3,966 %

3,368 %

4,503 %

43

2,285 %

2,579 %

2,279 %

3,972 %

3,387 %

4,498 %

44

2,326 %

2,614 %

2,320 %

3,978 %

3,406 %

4,492 %

45

2,365 %

2,648 %

2,360 %

3,984 %

3,423 %

4,487 %

46

2,403 %

2,680 %

2,398 %

3,989 %

3,440 %

4,482 %

47

2,440 %

2,711 %

2,434 %

3,994 %

3,456 %

4,477 %

48

2,475 %

2,741 %

2,470 %

3,999 %

3,472 %

4,472 %

49

2,509 %

2,770 %

2,504 %

4,004 %

3,486 %

4,467 %

50

2,542 %

2,797 %

2,537 %

4,008 %

3,501 %

4,462 %

51

2,573 %

2,824 %

2,568 %

4,012 %

3,514 %

4,457 %

52

2,604 %

2,850 %

2,599 %

4,016 %

3,527 %

4,453 %

53

2,633 %

2,875 %

2,628 %

4,020 %

3,540 %

4,449 %

54

2,661 %

2,899 %

2,657 %

4,024 %

3,552 %

4,444 %

55

2,689 %

2,922 %

2,684 %

4,027 %

3,564 %

4,440 %

56

2,715 %

2,944 %

2,711 %

4,030 %

3,575 %

4,436 %

57

2,741 %

2,966 %

2,736 %

4,034 %

3,586 %

4,432 %

58

2,766 %

2,987 %

2,761 %

4,037 %

3,597 %

4,429 %

59

2,789 %

3,007 %

2,785 %

4,040 %

3,607 %

4,425 %

60

2,813 %

3,026 %

2,808 %

4,042 %

3,617 %

4,421 %

61

2,835 %

3,045 %

2,831 %

4,045 %

3,626 %

4,418 %

62

2,857 %

3,064 %

2,853 %

4,048 %

3,636 %

4,415 %

63

2,878 %

3,082 %

2,874 %

4,050 %

3,645 %

4,411 %

64

2,898 %

3,099 %

2,894 %

4,053 %

3,653 %

4,408 %

65

2,918 %

3,116 %

2,914 %

4,055 %

3,662 %

4,405 %

66

2,937 %

3,132 %

2,934 %

4,058 %

3,670 %

4,402 %

67

2,956 %

3,148 %

2,952 %

4,060 %

3,678 %

4,399 %

68

2,974 %

3,163 %

2,970 %

4,062 %

3,685 %

4,396 %

69

2,992 %

3,178 %

2,988 %

4,064 %

3,693 %

4,393 %

70

3,009 %

3,192 %

3,005 %

4,066 %

3,700 %

4,391 %

71

3,026 %

3,207 %

3,022 %

4,068 %

3,707 %

4,388 %

72

3,042 %

3,220 %

3,038 %

4,070 %

3,714 %

4,385 %

73

3,057 %

3,234 %

3,054 %

4,072 %

3,720 %

4,383 %

74

3,073 %

3,247 %

3,069 %

4,074 %

3,727 %

4,380 %

75

3,088 %

3,259 %

3,084 %

4,075 %

3,733 %

4,378 %

76

3,102 %

3,271 %

3,099 %

4,077 %

3,739 %

4,376 %

77

3,116 %

3,283 %

3,113 %

4,079 %

3,745 %

4,374 %

78

3,130 %

3,295 %

3,127 %

4,080 %

3,751 %

4,371 %

79

3,144 %

3,306 %

3,141 %

4,082 %

3,757 %

4,369 %

80

3,157 %

3,318 %

3,154 %

4,083 %

3,762 %

4,367 %

81

3,170 %

3,328 %

3,167 %

4,085 %

3,768 %

4,365 %

82

3,182 %

3,339 %

3,179 %

4,086 %

3,773 %

4,363 %

83

3,194 %

3,349 %

3,191 %

4,088 %

3,778 %

4,361 %

84

3,206 %

3,359 %

3,203 %

4,089 %

3,783 %

4,359 %

85

3,218 %

3,369 %

3,215 %

4,090 %

3,788 %

4,357 %

86

3,229 %

3,379 %

3,226 %

4,092 %

3,793 %

4,355 %

87

3,240 %

3,388 %

3,237 %

4,093 %

3,797 %

4,354 %

88

3,251 %

3,397 %

3,248 %

4,094 %

3,802 %

4,352 %

89

3,262 %

3,406 %

3,259 %

4,095 %

3,807 %

4,350 %

90

3,272 %

3,415 %

3,269 %

4,096 %

3,811 %

4,349 %

91

3,282 %

3,424 %

3,280 %

4,098 %

3,815 %

4,347 %

92

3,292 %

3,432 %

3,290 %

4,099 %

3,819 %

4,345 %

93

3,302 %

3,440 %

3,299 %

4,100 %

3,823 %

4,344 %

94

3,311 %

3,448 %

3,309 %

4,101 %

3,827 %

4,342 %

95

3,321 %

3,456 %

3,318 %

4,102 %

3,831 %

4,341 %

96

3,330 %

3,464 %

3,327 %

4,103 %

3,835 %

4,339 %

97

3,339 %

3,472 %

3,336 %

4,104 %

3,839 %

4,338 %

98

3,348 %

3,479 %

3,345 %

4,105 %

3,843 %

4,336 %

99

3,356 %

3,486 %

3,354 %

4,106 %

3,846 %

4,335 %

100

3,365 %

3,493 %

3,362 %

4,107 %

3,850 %

4,334 %

101

3,373 %

3,500 %

3,370 %

4,108 %

3,853 %

4,332 %

102

3,381 %

3,507 %

3,378 %

4,109 %

3,857 %

4,331 %

103

3,389 %

3,514 %

3,386 %

4,110 %

3,860 %

4,330 %

104

3,397 %

3,520 %

3,394 %

4,110 %

3,863 %

4,329 %

105

3,404 %

3,527 %

3,402 %

4,111 %

3,866 %

4,327 %

106

3,412 %

3,533 %

3,409 %

4,112 %

3,870 %

4,326 %

107

3,419 %

3,539 %

3,417 %

4,113 %

3,873 %

4,325 %

108

3,426 %

3,546 %

3,424 %

4,114 %

3,876 %

4,324 %

109

3,433 %

3,552 %

3,431 %

4,115 %

3,879 %

4,323 %

110

3,440 %

3,557 %

3,438 %

4,115 %

3,882 %

4,322 %

111

3,447 %

3,563 %

3,445 %

4,116 %

3,884 %

4,320 %

112

3,454 %

3,569 %

3,451 %

4,117 %

3,887 %

4,319 %

113

3,460 %

3,574 %

3,458 %

4,118 %

3,890 %

4,318 %

114

3,467 %

3,580 %

3,465 %

4,118 %

3,893 %

4,317 %

115

3,473 %

3,585 %

3,471 %

4,119 %

3,895 %

4,316 %

116

3,479 %

3,591 %

3,477 %

4,120 %

3,898 %

4,315 %

117

3,486 %

3,596 %

3,483 %

4,120 %

3,901 %

4,314 %

118

3,492 %

3,601 %

3,489 %

4,121 %

3,903 %

4,313 %

119

3,498 %

3,606 %

3,495 %

4,122 %

3,906 %

4,312 %

120

3,503 %

3,611 %

3,501 %

4,122 %

3,908 %

4,311 %

121

3,509 %

3,616 %

3,507 %

4,123 %

3,910 %

4,311 %

122

3,515 %

3,620 %

3,513 %

4,124 %

3,913 %

4,310 %

123

3,520 %

3,625 %

3,518 %

4,124 %

3,915 %

4,309 %

124

3,526 %

3,630 %

3,524 %

4,125 %

3,917 %

4,308 %

125

3,531 %

3,634 %

3,529 %

4,126 %

3,920 %

4,307 %

126

3,536 %

3,639 %

3,534 %

4,126 %

3,922 %

4,306 %

127

3,542 %

3,643 %

3,540 %

4,127 %

3,924 %

4,305 %

128

3,547 %

3,648 %

3,545 %

4,127 %

3,926 %

4,304 %

129

3,552 %

3,652 %

3,550 %

4,128 %

3,928 %

4,304 %

130

3,557 %

3,656 %

3,555 %

4,128 %

3,930 %

4,303 %

131

3,562 %

3,660 %

3,560 %

4,129 %

3,933 %

4,302 %

132

3,566 %

3,664 %

3,565 %

4,129 %

3,935 %

4,301 %

133

3,571 %

3,668 %

3,569 %

4,130 %

3,937 %

4,301 %

134

3,576 %

3,672 %

3,574 %

4,131 %

3,938 %

4,300 %

135

3,581 %

3,676 %

3,579 %

4,131 %

3,940 %

4,299 %

136

3,585 %

3,680 %

3,583 %

4,132 %

3,942 %

4,298 %

137

3,590 %

3,684 %

3,588 %

4,132 %

3,944 %

4,298 %

138

3,594 %

3,687 %

3,592 %

4,133 %

3,946 %

4,297 %

139

3,598 %

3,691 %

3,596 %

4,133 %

3,948 %

4,296 %

140

3,603 %

3,695 %

3,601 %

4,134 %

3,950 %

4,296 %

141

3,607 %

3,698 %

3,605 %

4,134 %

3,951 %

4,295 %

142

3,611 %

3,702 %

3,609 %

4,134 %

3,953 %

4,294 %

143

3,615 %

3,705 %

3,613 %

4,135 %

3,955 %

4,294 %

144

3,619 %

3,709 %

3,617 %

4,135 %

3,957 %

4,293 %

145

3,623 %

3,712 %

3,621 %

4,136 %

3,958 %

4,292 %

146

3,627 %

3,716 %

3,625 %

4,136 %

3,960 %

4,292 %

147

3,631 %

3,719 %

3,629 %

4,137 %

3,962 %

4,291 %

148

3,635 %

3,722 %

3,633 %

4,137 %

3,963 %

4,290 %

149

3,639 %

3,725 %

3,637 %

4,138 %

3,965 %

4,290 %

150

3,642 %

3,728 %

3,641 %

4,138 %

3,966 %

4,289 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,299 % | 0,618 % | 0,750 % | 1,259 % | 5,518 % | 0,677 % |
| 2 | – 0,299 % | 0,667 % | 1,225 % | 1,341 % | 5,670 % | 0,690 % |
| 3 | – 0,266 % | 0,725 % | 1,698 % | 1,493 % | 5,855 % | 0,690 % |
| 4 | – 0,201 % | 0,795 % | 2,126 % | 1,787 % | 5,858 % | 0,746 % |
| 5 | – 0,121 % | 0,878 % | 2,461 % | 2,086 % | 5,691 % | 0,847 % |
| 6 | – 0,021 % | 0,971 % | 2,736 % | 2,176 % | 5,641 % | 0,955 % |
| 7 | 0,089 % | 1,066 % | 2,960 % | 2,360 % | 5,664 % | 1,068 % |
| 8 | 0,204 % | 1,165 % | 3,141 % | 2,523 % | 5,684 % | 1,161 % |
| 9 | 0,302 % | 1,245 % | 3,312 % | 2,644 % | 5,665 % | 1,250 % |
| 10 | 0,413 % | 1,316 % | 3,487 % | 2,775 % | 5,626 % | 1,329 % |
| 11 | 0,498 % | 1,381 % | 3,633 % | 2,891 % | 5,584 % | 1,413 % |
| 12 | 0,571 % | 1,434 % | 3,748 % | 2,989 % | 5,542 % | 1,500 % |
| 13 | 0,649 % | 1,470 % | 3,841 % | 3,072 % | 5,501 % | 1,589 % |
| 14 | 0,720 % | 1,505 % | 3,916 % | 3,144 % | 5,461 % | 1,677 % |
| 15 | 0,771 % | 1,539 % | 3,978 % | 3,207 % | 5,422 % | 1,763 % |
| 16 | 0,799 % | 1,551 % | 4,028 % | 3,262 % | 5,385 % | 1,846 % |
| 17 | 0,814 % | 1,565 % | 4,070 % | 3,311 % | 5,349 % | 1,927 % |
| 18 | 0,827 % | 1,578 % | 4,104 % | 3,355 % | 5,314 % | 2,004 % |
| 19 | 0,847 % | 1,581 % | 4,133 % | 3,394 % | 5,280 % | 2,078 % |
| 20 | 0,879 % | 1,599 % | 4,157 % | 3,430 % | 5,248 % | 2,148 % |
| 21 | 0,925 % | 1,607 % | 4,177 % | 3,463 % | 5,217 % | 2,215 % |
| 22 | 0,982 % | 1,602 % | 4,194 % | 3,493 % | 5,188 % | 2,280 % |
| 23 | 1,046 % | 1,591 % | 4,208 % | 3,520 % | 5,159 % | 2,341 % |
| 24 | 1,114 % | 1,579 % | 4,220 % | 3,546 % | 5,132 % | 2,399 % |
| 25 | 1,186 % | 1,569 % | 4,230 % | 3,569 % | 5,106 % | 2,454 % |
| 26 | 1,258 % | 1,564 % | 4,238 % | 3,591 % | 5,081 % | 2,506 % |
| 27 | 1,330 % | 1,561 % | 4,245 % | 3,611 % | 5,056 % | 2,557 % |
| 28 | 1,402 % | 1,558 % | 4,250 % | 3,630 % | 5,033 % | 2,604 % |
| 29 | 1,472 % | 1,553 % | 4,255 % | 3,648 % | 5,011 % | 2,650 % |
| 30 | 1,541 % | 1,545 % | 4,259 % | 3,665 % | 4,990 % | 2,693 % |
| 31 | 1,609 % | 1,532 % | 4,262 % | 3,680 % | 4,970 % | 2,734 % |
| 32 | 1,674 % | 1,517 % | 4,264 % | 3,695 % | 4,950 % | 2,774 % |
| 33 | 1,737 % | 1,501 % | 4,266 % | 3,709 % | 4,932 % | 2,811 % |
| 34 | 1,798 % | 1,487 % | 4,268 % | 3,722 % | 4,914 % | 2,847 % |
| 35 | 1,857 % | 1,475 % | 4,269 % | 3,735 % | 4,896 % | 2,882 % |
| 36 | 1,914 % | 1,465 % | 4,270 % | 3,747 % | 4,880 % | 2,915 % |
| 37 | 1,968 % | 1,457 % | 4,270 % | 3,758 % | 4,864 % | 2,946 % |
| 38 | 2,021 % | 1,450 % | 4,271 % | 3,769 % | 4,849 % | 2,976 % |
| 39 | 2,072 % | 1,442 % | 4,271 % | 3,779 % | 4,834 % | 3,005 % |
| 40 | 2,120 % | 1,434 % | 4,271 % | 3,789 % | 4,820 % | 3,032 % |
| 41 | 2,167 % | 1,424 % | 4,270 % | 3,798 % | 4,806 % | 3,059 % |
| 42 | 2,212 % | 1,413 % | 4,270 % | 3,807 % | 4,793 % | 3,084 % |
| 43 | 2,256 % | 1,402 % | 4,270 % | 3,815 % | 4,780 % | 3,109 % |
| 44 | 2,297 % | 1,391 % | 4,269 % | 3,824 % | 4,768 % | 3,132 % |
| 45 | 2,337 % | 1,380 % | 4,269 % | 3,831 % | 4,757 % | 3,154 % |
| 46 | 2,376 % | 1,370 % | 4,268 % | 3,839 % | 4,745 % | 3,176 % |
| 47 | 2,413 % | 1,362 % | 4,267 % | 3,846 % | 4,735 % | 3,197 % |
| 48 | 2,449 % | 1,357 % | 4,267 % | 3,853 % | 4,724 % | 3,217 % |
| 49 | 2,483 % | 1,358 % | 4,266 % | 3,860 % | 4,714 % | 3,236 % |
| 50 | 2,517 % | 1,364 % | 4,265 % | 3,866 % | 4,704 % | 3,255 % |
| 51 | 2,549 % | 1,377 % | 4,264 % | 3,872 % | 4,695 % | 3,273 % |
| 52 | 2,579 % | 1,395 % | 4,263 % | 3,878 % | 4,686 % | 3,290 % |
| 53 | 2,609 % | 1,417 % | 4,263 % | 3,884 % | 4,677 % | 3,307 % |
| 54 | 2,638 % | 1,442 % | 4,262 % | 3,890 % | 4,668 % | 3,323 % |
| 55 | 2,666 % | 1,470 % | 4,261 % | 3,895 % | 4,660 % | 3,338 % |
| 56 | 2,693 % | 1,500 % | 4,260 % | 3,900 % | 4,652 % | 3,353 % |
| 57 | 2,719 % | 1,531 % | 4,259 % | 3,905 % | 4,645 % | 3,368 % |
| 58 | 2,744 % | 1,563 % | 4,259 % | 3,910 % | 4,637 % | 3,382 % |
| 59 | 2,768 % | 1,596 % | 4,258 % | 3,915 % | 4,630 % | 3,396 % |
| 60 | 2,792 % | 1,629 % | 4,257 % | 3,919 % | 4,623 % | 3,409 % |
| 61 | 2,814 % | 1,662 % | 4,256 % | 3,924 % | 4,616 % | 3,421 % |
| 62 | 2,836 % | 1,695 % | 4,256 % | 3,928 % | 4,610 % | 3,434 % |
| 63 | 2,858 % | 1,728 % | 4,255 % | 3,932 % | 4,603 % | 3,446 % |
| 64 | 2,879 % | 1,761 % | 4,254 % | 3,936 % | 4,597 % | 3,457 % |
| 65 | 2,899 % | 1,793 % | 4,253 % | 3,940 % | 4,591 % | 3,469 % |
| 66 | 2,918 % | 1,825 % | 4,253 % | 3,944 % | 4,585 % | 3,480 % |
| 67 | 2,937 % | 1,857 % | 4,252 % | 3,948 % | 4,579 % | 3,490 % |
| 68 | 2,956 % | 1,888 % | 4,251 % | 3,951 % | 4,574 % | 3,501 % |
| 69 | 2,973 % | 1,919 % | 4,251 % | 3,955 % | 4,569 % | 3,511 % |
| 70 | 2,991 % | 1,949 % | 4,250 % | 3,958 % | 4,563 % | 3,520 % |
| 71 | 3,008 % | 1,978 % | 4,249 % | 3,962 % | 4,558 % | 3,530 % |
| 72 | 3,024 % | 2,007 % | 4,249 % | 3,965 % | 4,553 % | 3,539 % |
| 73 | 3,040 % | 2,035 % | 4,248 % | 3,968 % | 4,549 % | 3,548 % |
| 74 | 3,056 % | 2,063 % | 4,247 % | 3,971 % | 4,544 % | 3,557 % |
| 75 | 3,071 % | 2,090 % | 4,247 % | 3,974 % | 4,539 % | 3,565 % |
| 76 | 3,086 % | 2,117 % | 4,246 % | 3,977 % | 4,535 % | 3,574 % |
| 77 | 3,100 % | 2,143 % | 4,246 % | 3,980 % | 4,531 % | 3,582 % |
| 78 | 3,114 % | 2,168 % | 4,245 % | 3,983 % | 4,526 % | 3,590 % |
| 79 | 3,128 % | 2,193 % | 4,245 % | 3,985 % | 4,522 % | 3,597 % |
| 80 | 3,141 % | 2,218 % | 4,244 % | 3,988 % | 4,518 % | 3,605 % |
| 81 | 3,154 % | 2,241 % | 4,243 % | 3,990 % | 4,514 % | 3,612 % |
| 82 | 3,167 % | 2,265 % | 4,243 % | 3,993 % | 4,510 % | 3,619 % |
| 83 | 3,179 % | 2,287 % | 4,242 % | 3,995 % | 4,507 % | 3,626 % |
| 84 | 3,191 % | 2,310 % | 4,242 % | 3,998 % | 4,503 % | 3,633 % |
| 85 | 3,203 % | 2,331 % | 4,241 % | 4,000 % | 4,500 % | 3,640 % |
| 86 | 3,215 % | 2,353 % | 4,241 % | 4,002 % | 4,496 % | 3,646 % |
| 87 | 3,226 % | 2,374 % | 4,241 % | 4,005 % | 4,493 % | 3,653 % |
| 88 | 3,237 % | 2,394 % | 4,240 % | 4,007 % | 4,489 % | 3,659 % |
| 89 | 3,248 % | 2,414 % | 4,240 % | 4,009 % | 4,486 % | 3,665 % |
| 90 | 3,258 % | 2,434 % | 4,239 % | 4,011 % | 4,483 % | 3,671 % |
| 91 | 3,268 % | 2,453 % | 4,239 % | 4,013 % | 4,480 % | 3,677 % |
| 92 | 3,278 % | 2,471 % | 4,238 % | 4,015 % | 4,477 % | 3,682 % |
| 93 | 3,288 % | 2,490 % | 4,238 % | 4,017 % | 4,474 % | 3,688 % |
| 94 | 3,298 % | 2,508 % | 4,238 % | 4,019 % | 4,471 % | 3,693 % |
| 95 | 3,307 % | 2,525 % | 4,237 % | 4,021 % | 4,468 % | 3,699 % |
| 96 | 3,317 % | 2,543 % | 4,237 % | 4,023 % | 4,465 % | 3,704 % |
| 97 | 3,326 % | 2,560 % | 4,236 % | 4,025 % | 4,463 % | 3,709 % |
| 98 | 3,335 % | 2,576 % | 4,236 % | 4,026 % | 4,460 % | 3,714 % |
| 99 | 3,343 % | 2,592 % | 4,236 % | 4,028 % | 4,457 % | 3,719 % |
| 100 | 3,352 % | 2,608 % | 4,235 % | 4,030 % | 4,455 % | 3,724 % |
| 101 | 3,360 % | 2,624 % | 4,235 % | 4,032 % | 4,452 % | 3,728 % |
| 102 | 3,368 % | 2,639 % | 4,235 % | 4,033 % | 4,450 % | 3,733 % |
| 103 | 3,377 % | 2,654 % | 4,234 % | 4,035 % | 4,447 % | 3,737 % |
| 104 | 3,384 % | 2,669 % | 4,234 % | 4,036 % | 4,445 % | 3,742 % |
| 105 | 3,392 % | 2,683 % | 4,234 % | 4,038 % | 4,443 % | 3,746 % |
| 106 | 3,400 % | 2,698 % | 4,233 % | 4,039 % | 4,440 % | 3,750 % |
| 107 | 3,407 % | 2,712 % | 4,233 % | 4,041 % | 4,438 % | 3,755 % |
| 108 | 3,414 % | 2,725 % | 4,233 % | 4,042 % | 4,436 % | 3,759 % |
| 109 | 3,422 % | 2,739 % | 4,232 % | 4,044 % | 4,434 % | 3,763 % |
| 110 | 3,429 % | 2,752 % | 4,232 % | 4,045 % | 4,431 % | 3,767 % |
| 111 | 3,436 % | 2,765 % | 4,232 % | 4,047 % | 4,429 % | 3,771 % |
| 112 | 3,442 % | 2,778 % | 4,232 % | 4,048 % | 4,427 % | 3,774 % |
| 113 | 3,449 % | 2,790 % | 4,231 % | 4,049 % | 4,425 % | 3,778 % |
| 114 | 3,456 % | 2,802 % | 4,231 % | 4,051 % | 4,423 % | 3,782 % |
| 115 | 3,462 % | 2,814 % | 4,231 % | 4,052 % | 4,421 % | 3,786 % |
| 116 | 3,468 % | 2,826 % | 4,230 % | 4,053 % | 4,420 % | 3,789 % |
| 117 | 3,475 % | 2,838 % | 4,230 % | 4,054 % | 4,418 % | 3,793 % |
| 118 | 3,481 % | 2,849 % | 4,230 % | 4,056 % | 4,416 % | 3,796 % |
| 119 | 3,487 % | 2,861 % | 4,230 % | 4,057 % | 4,414 % | 3,799 % |
| 120 | 3,493 % | 2,872 % | 4,229 % | 4,058 % | 4,412 % | 3,803 % |
| 121 | 3,499 % | 2,883 % | 4,229 % | 4,059 % | 4,410 % | 3,806 % |
| 122 | 3,504 % | 2,893 % | 4,229 % | 4,060 % | 4,409 % | 3,809 % |
| 123 | 3,510 % | 2,904 % | 4,229 % | 4,061 % | 4,407 % | 3,812 % |
| 124 | 3,516 % | 2,914 % | 4,229 % | 4,063 % | 4,405 % | 3,816 % |
| 125 | 3,521 % | 2,925 % | 4,228 % | 4,064 % | 4,404 % | 3,819 % |
| 126 | 3,526 % | 2,935 % | 4,228 % | 4,065 % | 4,402 % | 3,822 % |
| 127 | 3,532 % | 2,944 % | 4,228 % | 4,066 % | 4,400 % | 3,825 % |
| 128 | 3,537 % | 2,954 % | 4,228 % | 4,067 % | 4,399 % | 3,828 % |
| 129 | 3,542 % | 2,964 % | 4,227 % | 4,068 % | 4,397 % | 3,830 % |
| 130 | 3,547 % | 2,973 % | 4,227 % | 4,069 % | 4,396 % | 3,833 % |
| 131 | 3,552 % | 2,983 % | 4,227 % | 4,070 % | 4,394 % | 3,836 % |
| 132 | 3,557 % | 2,992 % | 4,227 % | 4,071 % | 4,393 % | 3,839 % |
| 133 | 3,562 % | 3,001 % | 4,227 % | 4,072 % | 4,391 % | 3,842 % |
| 134 | 3,566 % | 3,010 % | 4,226 % | 4,073 % | 4,390 % | 3,844 % |
| 135 | 3,571 % | 3,018 % | 4,226 % | 4,074 % | 4,389 % | 3,847 % |
| 136 | 3,576 % | 3,027 % | 4,226 % | 4,075 % | 4,387 % | 3,849 % |
| 137 | 3,580 % | 3,036 % | 4,226 % | 4,076 % | 4,386 % | 3,852 % |
| 138 | 3,585 % | 3,044 % | 4,226 % | 4,077 % | 4,384 % | 3,854 % |
| 139 | 3,589 % | 3,052 % | 4,225 % | 4,077 % | 4,383 % | 3,857 % |
| 140 | 3,594 % | 3,060 % | 4,225 % | 4,078 % | 4,382 % | 3,859 % |
| 141 | 3,598 % | 3,068 % | 4,225 % | 4,079 % | 4,381 % | 3,862 % |
| 142 | 3,602 % | 3,076 % | 4,225 % | 4,080 % | 4,379 % | 3,864 % |
| 143 | 3,606 % | 3,084 % | 4,225 % | 4,081 % | 4,378 % | 3,867 % |
| 144 | 3,610 % | 3,092 % | 4,225 % | 4,082 % | 4,377 % | 3,869 % |
| 145 | 3,614 % | 3,100 % | 4,224 % | 4,082 % | 4,376 % | 3,871 % |
| 146 | 3,618 % | 3,107 % | 4,224 % | 4,083 % | 4,374 % | 3,873 % |
| 147 | 3,622 % | 3,114 % | 4,224 % | 4,084 % | 4,373 % | 3,876 % |
| 148 | 3,626 % | 3,122 % | 4,224 % | 4,085 % | 4,372 % | 3,878 % |
| 149 | 3,630 % | 3,129 % | 4,224 % | 4,086 % | 4,371 % | 3,880 % |
| 150 | 3,634 % | 3,136 % | 4,224 % | 4,086 % | 4,370 % | 3,882 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,299 %

0,618 %

0,750 %

1,259 %

5,518 %

0,677 %

2

– 0,299 %

0,667 %

1,225 %

1,341 %

5,670 %

0,690 %

3

– 0,266 %

0,725 %

1,698 %

1,493 %

5,855 %

0,690 %

4

– 0,201 %

0,795 %

2,126 %

1,787 %

5,858 %

0,746 %

5

– 0,121 %

0,878 %

2,461 %

2,086 %

5,691 %

0,847 %

6

– 0,021 %

0,971 %

2,736 %

2,176 %

5,641 %

0,955 %

7

0,089 %

1,066 %

2,960 %

2,360 %

5,664 %

1,068 %

8

0,204 %

1,165 %

3,141 %

2,523 %

5,684 %

1,161 %

9

0,302 %

1,245 %

3,312 %

2,644 %

5,665 %

1,250 %

10

0,413 %

1,316 %

3,487 %

2,775 %

5,626 %

1,329 %

11

0,498 %

1,381 %

3,633 %

2,891 %

5,584 %

1,413 %

12

0,571 %

1,434 %

3,748 %

2,989 %

5,542 %

1,500 %

13

0,649 %

1,470 %

3,841 %

3,072 %

5,501 %

1,589 %

14

0,720 %

1,505 %

3,916 %

3,144 %

5,461 %

1,677 %

15

0,771 %

1,539 %

3,978 %

3,207 %

5,422 %

1,763 %

16

0,799 %

1,551 %

4,028 %

3,262 %

5,385 %

1,846 %

17

0,814 %

1,565 %

4,070 %

3,311 %

5,349 %

1,927 %

18

0,827 %

1,578 %

4,104 %

3,355 %

5,314 %

2,004 %

19

0,847 %

1,581 %

4,133 %

3,394 %

5,280 %

2,078 %

20

0,879 %

1,599 %

4,157 %

3,430 %

5,248 %

2,148 %

21

0,925 %

1,607 %

4,177 %

3,463 %

5,217 %

2,215 %

22

0,982 %

1,602 %

4,194 %

3,493 %

5,188 %

2,280 %

23

1,046 %

1,591 %

4,208 %

3,520 %

5,159 %

2,341 %

24

1,114 %

1,579 %

4,220 %

3,546 %

5,132 %

2,399 %

25

1,186 %

1,569 %

4,230 %

3,569 %

5,106 %

2,454 %

26

1,258 %

1,564 %

4,238 %

3,591 %

5,081 %

2,506 %

27

1,330 %

1,561 %

4,245 %

3,611 %

5,056 %

2,557 %

28

1,402 %

1,558 %

4,250 %

3,630 %

5,033 %

2,604 %

29

1,472 %

1,553 %

4,255 %

3,648 %

5,011 %

2,650 %

30

1,541 %

1,545 %

4,259 %

3,665 %

4,990 %

2,693 %

31

1,609 %

1,532 %

4,262 %

3,680 %

4,970 %

2,734 %

32

1,674 %

1,517 %

4,264 %

3,695 %

4,950 %

2,774 %

33

1,737 %

1,501 %

4,266 %

3,709 %

4,932 %

2,811 %

34

1,798 %

1,487 %

4,268 %

3,722 %

4,914 %

2,847 %

35

1,857 %

1,475 %

4,269 %

3,735 %

4,896 %

2,882 %

36

1,914 %

1,465 %

4,270 %

3,747 %

4,880 %

2,915 %

37

1,968 %

1,457 %

4,270 %

3,758 %

4,864 %

2,946 %

38

2,021 %

1,450 %

4,271 %

3,769 %

4,849 %

2,976 %

39

2,072 %

1,442 %

4,271 %

3,779 %

4,834 %

3,005 %

40

2,120 %

1,434 %

4,271 %

3,789 %

4,820 %

3,032 %

41

2,167 %

1,424 %

4,270 %

3,798 %

4,806 %

3,059 %

42

2,212 %

1,413 %

4,270 %

3,807 %

4,793 %

3,084 %

43

2,256 %

1,402 %

4,270 %

3,815 %

4,780 %

3,109 %

44

2,297 %

1,391 %

4,269 %

3,824 %

4,768 %

3,132 %

45

2,337 %

1,380 %

4,269 %

3,831 %

4,757 %

3,154 %

46

2,376 %

1,370 %

4,268 %

3,839 %

4,745 %

3,176 %

47

2,413 %

1,362 %

4,267 %

3,846 %

4,735 %

3,197 %

48

2,449 %

1,357 %

4,267 %

3,853 %

4,724 %

3,217 %

49

2,483 %

1,358 %

4,266 %

3,860 %

4,714 %

3,236 %

50

2,517 %

1,364 %

4,265 %

3,866 %

4,704 %

3,255 %

51

2,549 %

1,377 %

4,264 %

3,872 %

4,695 %

3,273 %

52

2,579 %

1,395 %

4,263 %

3,878 %

4,686 %

3,290 %

53

2,609 %

1,417 %

4,263 %

3,884 %

4,677 %

3,307 %

54

2,638 %

1,442 %

4,262 %

3,890 %

4,668 %

3,323 %

55

2,666 %

1,470 %

4,261 %

3,895 %

4,660 %

3,338 %

56

2,693 %

1,500 %

4,260 %

3,900 %

4,652 %

3,353 %

57

2,719 %

1,531 %

4,259 %

3,905 %

4,645 %

3,368 %

58

2,744 %

1,563 %

4,259 %

3,910 %

4,637 %

3,382 %

59

2,768 %

1,596 %

4,258 %

3,915 %

4,630 %

3,396 %

60

2,792 %

1,629 %

4,257 %

3,919 %

4,623 %

3,409 %

61

2,814 %

1,662 %

4,256 %

3,924 %

4,616 %

3,421 %

62

2,836 %

1,695 %

4,256 %

3,928 %

4,610 %

3,434 %

63

2,858 %

1,728 %

4,255 %

3,932 %

4,603 %

3,446 %

64

2,879 %

1,761 %

4,254 %

3,936 %

4,597 %

3,457 %

65

2,899 %

1,793 %

4,253 %

3,940 %

4,591 %

3,469 %

66

2,918 %

1,825 %

4,253 %

3,944 %

4,585 %

3,480 %

67

2,937 %

1,857 %

4,252 %

3,948 %

4,579 %

3,490 %

68

2,956 %

1,888 %

4,251 %

3,951 %

4,574 %

3,501 %

69

2,973 %

1,919 %

4,251 %

3,955 %

4,569 %

3,511 %

70

2,991 %

1,949 %

4,250 %

3,958 %

4,563 %

3,520 %

71

3,008 %

1,978 %

4,249 %

3,962 %

4,558 %

3,530 %

72

3,024 %

2,007 %

4,249 %

3,965 %

4,553 %

3,539 %

73

3,040 %

2,035 %

4,248 %

3,968 %

4,549 %

3,548 %

74

3,056 %

2,063 %

4,247 %

3,971 %

4,544 %

3,557 %

75

3,071 %

2,090 %

4,247 %

3,974 %

4,539 %

3,565 %

76

3,086 %

2,117 %

4,246 %

3,977 %

4,535 %

3,574 %

77

3,100 %

2,143 %

4,246 %

3,980 %

4,531 %

3,582 %

78

3,114 %

2,168 %

4,245 %

3,983 %

4,526 %

3,590 %

79

3,128 %

2,193 %

4,245 %

3,985 %

4,522 %

3,597 %

80

3,141 %

2,218 %

4,244 %

3,988 %

4,518 %

3,605 %

81

3,154 %

2,241 %

4,243 %

3,990 %

4,514 %

3,612 %

82

3,167 %

2,265 %

4,243 %

3,993 %

4,510 %

3,619 %

83

3,179 %

2,287 %

4,242 %

3,995 %

4,507 %

3,626 %

84

3,191 %

2,310 %

4,242 %

3,998 %

4,503 %

3,633 %

85

3,203 %

2,331 %

4,241 %

4,000 %

4,500 %

3,640 %

86

3,215 %

2,353 %

4,241 %

4,002 %

4,496 %

3,646 %

87

3,226 %

2,374 %

4,241 %

4,005 %

4,493 %

3,653 %

88

3,237 %

2,394 %

4,240 %

4,007 %

4,489 %

3,659 %

89

3,248 %

2,414 %

4,240 %

4,009 %

4,486 %

3,665 %

90

3,258 %

2,434 %

4,239 %

4,011 %

4,483 %

3,671 %

91

3,268 %

2,453 %

4,239 %

4,013 %

4,480 %

3,677 %

92

3,278 %

2,471 %

4,238 %

4,015 %

4,477 %

3,682 %

93

3,288 %

2,490 %

4,238 %

4,017 %

4,474 %

3,688 %

94

3,298 %

2,508 %

4,238 %

4,019 %

4,471 %

3,693 %

95

3,307 %

2,525 %

4,237 %

4,021 %

4,468 %

3,699 %

96

3,317 %

2,543 %

4,237 %

4,023 %

4,465 %

3,704 %

97

3,326 %

2,560 %

4,236 %

4,025 %

4,463 %

3,709 %

98

3,335 %

2,576 %

4,236 %

4,026 %

4,460 %

3,714 %

99

3,343 %

2,592 %

4,236 %

4,028 %

4,457 %

3,719 %

100

3,352 %

2,608 %

4,235 %

4,030 %

4,455 %

3,724 %

101

3,360 %

2,624 %

4,235 %

4,032 %

4,452 %

3,728 %

102

3,368 %

2,639 %

4,235 %

4,033 %

4,450 %

3,733 %

103

3,377 %

2,654 %

4,234 %

4,035 %

4,447 %

3,737 %

104

3,384 %

2,669 %

4,234 %

4,036 %

4,445 %

3,742 %

105

3,392 %

2,683 %

4,234 %

4,038 %

4,443 %

3,746 %

106

3,400 %

2,698 %

4,233 %

4,039 %

4,440 %

3,750 %

107

3,407 %

2,712 %

4,233 %

4,041 %

4,438 %

3,755 %

108

3,414 %

2,725 %

4,233 %

4,042 %

4,436 %

3,759 %

109

3,422 %

2,739 %

4,232 %

4,044 %

4,434 %

3,763 %

110

3,429 %

2,752 %

4,232 %

4,045 %

4,431 %

3,767 %

111

3,436 %

2,765 %

4,232 %

4,047 %

4,429 %

3,771 %

112

3,442 %

2,778 %

4,232 %

4,048 %

4,427 %

3,774 %

113

3,449 %

2,790 %

4,231 %

4,049 %

4,425 %

3,778 %

114

3,456 %

2,802 %

4,231 %

4,051 %

4,423 %

3,782 %

115

3,462 %

2,814 %

4,231 %

4,052 %

4,421 %

3,786 %

116

3,468 %

2,826 %

4,230 %

4,053 %

4,420 %

3,789 %

117

3,475 %

2,838 %

4,230 %

4,054 %

4,418 %

3,793 %

118

3,481 %

2,849 %

4,230 %

4,056 %

4,416 %

3,796 %

119

3,487 %

2,861 %

4,230 %

4,057 %

4,414 %

3,799 %

120

3,493 %

2,872 %

4,229 %

4,058 %

4,412 %

3,803 %

121

3,499 %

2,883 %

4,229 %

4,059 %

4,410 %

3,806 %

122

3,504 %

2,893 %

4,229 %

4,060 %

4,409 %

3,809 %

123

3,510 %

2,904 %

4,229 %

4,061 %

4,407 %

3,812 %

124

3,516 %

2,914 %

4,229 %

4,063 %

4,405 %

3,816 %

125

3,521 %

2,925 %

4,228 %

4,064 %

4,404 %

3,819 %

126

3,526 %

2,935 %

4,228 %

4,065 %

4,402 %

3,822 %

127

3,532 %

2,944 %

4,228 %

4,066 %

4,400 %

3,825 %

128

3,537 %

2,954 %

4,228 %

4,067 %

4,399 %

3,828 %

129

3,542 %

2,964 %

4,227 %

4,068 %

4,397 %

3,830 %

130

3,547 %

2,973 %

4,227 %

4,069 %

4,396 %

3,833 %

131

3,552 %

2,983 %

4,227 %

4,070 %

4,394 %

3,836 %

132

3,557 %

2,992 %

4,227 %

4,071 %

4,393 %

3,839 %

133

3,562 %

3,001 %

4,227 %

4,072 %

4,391 %

3,842 %

134

3,566 %

3,010 %

4,226 %

4,073 %

4,390 %

3,844 %

135

3,571 %

3,018 %

4,226 %

4,074 %

4,389 %

3,847 %

136

3,576 %

3,027 %

4,226 %

4,075 %

4,387 %

3,849 %

137

3,580 %

3,036 %

4,226 %

4,076 %

4,386 %

3,852 %

138

3,585 %

3,044 %

4,226 %

4,077 %

4,384 %

3,854 %

139

3,589 %

3,052 %

4,225 %

4,077 %

4,383 %

3,857 %

140

3,594 %

3,060 %

4,225 %

4,078 %

4,382 %

3,859 %

141

3,598 %

3,068 %

4,225 %

4,079 %

4,381 %

3,862 %

142

3,602 %

3,076 %

4,225 %

4,080 %

4,379 %

3,864 %

143

3,606 %

3,084 %

4,225 %

4,081 %

4,378 %

3,867 %

144

3,610 %

3,092 %

4,225 %

4,082 %

4,377 %

3,869 %

145

3,614 %

3,100 %

4,224 %

4,082 %

4,376 %

3,871 %

146

3,618 %

3,107 %

4,224 %

4,083 %

4,374 %

3,873 %

147

3,622 %

3,114 %

4,224 %

4,084 %

4,373 %

3,876 %

148

3,626 %

3,122 %

4,224 %

4,085 %

4,372 %

3,878 %

149

3,630 %

3,129 %

4,224 %

4,086 %

4,371 %

3,880 %

150

3,634 %

3,136 %

4,224 %

4,086 %

4,370 %

3,882 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,820 % | 2,003 % | 1,237 % | 0,722 % | 3,470 % | 4,216 % |
| 2 | – 0,828 % | 1,921 % | 1,237 % | 0,710 % | 3,522 % | 4,322 % |
| 3 | – 0,808 % | 1,916 % | 1,346 % | 0,735 % | 3,627 % | 4,429 % |
| 4 | – 0,746 % | 1,963 % | 1,443 % | 0,760 % | 3,766 % | 4,594 % |
| 5 | – 0,661 % | 2,015 % | 1,479 % | 0,817 % | 3,896 % | 4,647 % |
| 6 | – 0,575 % | 2,080 % | 1,573 % | 0,905 % | 3,995 % | 4,788 % |
| 7 | – 0,483 % | 2,149 % | 1,625 % | 1,012 % | 4,119 % | 4,938 % |
| 8 | – 0,396 % | 2,212 % | 1,727 % | 1,131 % | 4,198 % | 5,056 % |
| 9 | – 0,316 % | 2,270 % | 1,790 % | 1,250 % | 4,266 % | 5,270 % |
| 10 | – 0,242 % | 2,325 % | 1,783 % | 1,363 % | 4,337 % | 5,506 % |
| 11 | – 0,183 % | 2,376 % | 1,884 % | 1,469 % | 4,393 % | 5,687 % |
| 12 | – 0,119 % | 2,427 % | 2,023 % | 1,565 % | 4,435 % | 5,814 % |
| 13 | – 0,079 % | 2,477 % | 2,122 % | 1,652 % | 4,466 % | 5,901 % |
| 14 | – 0,026 % | 2,524 % | 2,187 % | 1,728 % | 4,489 % | 5,956 % |
| 15 | 0,014 % | 2,568 % | 2,239 % | 1,793 % | 4,506 % | 5,989 % |
| 16 | 0,050 % | 2,607 % | 2,291 % | 1,846 % | 4,518 % | 6,004 % |
| 17 | 0,083 % | 2,641 % | 2,344 % | 1,888 % | 4,526 % | 6,005 % |
| 18 | 0,112 % | 2,671 % | 2,397 % | 1,919 % | 4,532 % | 5,996 % |
| 19 | 0,137 % | 2,699 % | 2,449 % | 1,940 % | 4,535 % | 5,979 % |
| 20 | 0,155 % | 2,724 % | 2,500 % | 1,950 % | 4,536 % | 5,956 % |
| 21 | 0,168 % | 2,746 % | 2,550 % | 1,951 % | 4,535 % | 5,929 % |
| 22 | 0,179 % | 2,766 % | 2,598 % | 1,949 % | 4,534 % | 5,898 % |
| 23 | 0,193 % | 2,781 % | 2,645 % | 1,947 % | 4,531 % | 5,865 % |
| 24 | 0,213 % | 2,792 % | 2,690 % | 1,951 % | 4,528 % | 5,831 % |
| 25 | 0,241 % | 2,798 % | 2,734 % | 1,962 % | 4,524 % | 5,796 % |
| 26 | 0,279 % | 2,798 % | 2,775 % | 1,981 % | 4,520 % | 5,760 % |
| 27 | 0,323 % | 2,797 % | 2,815 % | 2,008 % | 4,515 % | 5,724 % |
| 28 | 0,373 % | 2,795 % | 2,854 % | 2,039 % | 4,511 % | 5,688 % |
| 29 | 0,425 % | 2,796 % | 2,890 % | 2,074 % | 4,506 % | 5,653 % |
| 30 | 0,480 % | 2,800 % | 2,926 % | 2,112 % | 4,500 % | 5,618 % |
| 31 | 0,536 % | 2,808 % | 2,959 % | 2,151 % | 4,495 % | 5,584 % |
| 32 | 0,592 % | 2,820 % | 2,992 % | 2,191 % | 4,490 % | 5,551 % |
| 33 | 0,649 % | 2,835 % | 3,023 % | 2,231 % | 4,485 % | 5,519 % |
| 34 | 0,704 % | 2,852 % | 3,053 % | 2,272 % | 4,479 % | 5,488 % |
| 35 | 0,759 % | 2,871 % | 3,081 % | 2,312 % | 4,474 % | 5,457 % |
| 36 | 0,812 % | 2,890 % | 3,108 % | 2,351 % | 4,469 % | 5,428 % |
| 37 | 0,865 % | 2,911 % | 3,134 % | 2,391 % | 4,464 % | 5,400 % |
| 38 | 0,916 % | 2,932 % | 3,160 % | 2,429 % | 4,459 % | 5,372 % |
| 39 | 0,966 % | 2,954 % | 3,184 % | 2,466 % | 4,454 % | 5,346 % |
| 40 | 1,014 % | 2,975 % | 3,207 % | 2,503 % | 4,449 % | 5,320 % |
| 41 | 1,061 % | 2,997 % | 3,229 % | 2,538 % | 4,445 % | 5,295 % |
| 42 | 1,106 % | 3,019 % | 3,250 % | 2,572 % | 4,440 % | 5,271 % |
| 43 | 1,150 % | 3,040 % | 3,271 % | 2,606 % | 4,436 % | 5,248 % |
| 44 | 1,192 % | 3,061 % | 3,291 % | 2,638 % | 4,431 % | 5,226 % |
| 45 | 1,233 % | 3,081 % | 3,310 % | 2,670 % | 4,427 % | 5,205 % |
| 46 | 1,272 % | 3,102 % | 3,328 % | 2,700 % | 4,423 % | 5,184 % |
| 47 | 1,311 % | 3,121 % | 3,345 % | 2,729 % | 4,419 % | 5,164 % |
| 48 | 1,348 % | 3,141 % | 3,362 % | 2,758 % | 4,415 % | 5,145 % |
| 49 | 1,383 % | 3,160 % | 3,379 % | 2,785 % | 4,411 % | 5,127 % |
| 50 | 1,418 % | 3,178 % | 3,394 % | 2,812 % | 4,408 % | 5,109 % |
| 51 | 1,451 % | 3,196 % | 3,410 % | 2,838 % | 4,404 % | 5,092 % |
| 52 | 1,483 % | 3,213 % | 3,424 % | 2,863 % | 4,400 % | 5,075 % |
| 53 | 1,514 % | 3,230 % | 3,438 % | 2,887 % | 4,397 % | 5,059 % |
| 54 | 1,545 % | 3,247 % | 3,452 % | 2,910 % | 4,394 % | 5,043 % |
| 55 | 1,574 % | 3,263 % | 3,465 % | 2,933 % | 4,390 % | 5,028 % |
| 56 | 1,602 % | 3,279 % | 3,478 % | 2,955 % | 4,387 % | 5,014 % |
| 57 | 1,629 % | 3,294 % | 3,491 % | 2,976 % | 4,384 % | 5,000 % |
| 58 | 1,656 % | 3,309 % | 3,502 % | 2,996 % | 4,381 % | 4,986 % |
| 59 | 1,681 % | 3,323 % | 3,514 % | 3,016 % | 4,378 % | 4,973 % |
| 60 | 1,706 % | 3,337 % | 3,525 % | 3,035 % | 4,376 % | 4,960 % |
| 61 | 1,730 % | 3,351 % | 3,536 % | 3,054 % | 4,373 % | 4,948 % |
| 62 | 1,753 % | 3,364 % | 3,547 % | 3,072 % | 4,370 % | 4,936 % |
| 63 | 1,776 % | 3,377 % | 3,557 % | 3,090 % | 4,368 % | 4,924 % |
| 64 | 1,798 % | 3,389 % | 3,567 % | 3,107 % | 4,365 % | 4,913 % |
| 65 | 1,819 % | 3,401 % | 3,576 % | 3,123 % | 4,363 % | 4,902 % |
| 66 | 1,840 % | 3,413 % | 3,586 % | 3,140 % | 4,360 % | 4,892 % |
| 67 | 1,860 % | 3,425 % | 3,595 % | 3,155 % | 4,358 % | 4,881 % |
| 68 | 1,879 % | 3,436 % | 3,604 % | 3,170 % | 4,356 % | 4,871 % |
| 69 | 1,898 % | 3,447 % | 3,612 % | 3,185 % | 4,354 % | 4,862 % |
| 70 | 1,917 % | 3,457 % | 3,620 % | 3,199 % | 4,352 % | 4,852 % |
| 71 | 1,934 % | 3,467 % | 3,629 % | 3,213 % | 4,349 % | 4,843 % |
| 72 | 1,952 % | 3,477 % | 3,636 % | 3,227 % | 4,347 % | 4,834 % |
| 73 | 1,969 % | 3,487 % | 3,644 % | 3,240 % | 4,345 % | 4,825 % |
| 74 | 1,985 % | 3,497 % | 3,652 % | 3,253 % | 4,344 % | 4,817 % |
| 75 | 2,001 % | 3,506 % | 3,659 % | 3,266 % | 4,342 % | 4,809 % |
| 76 | 2,017 % | 3,515 % | 3,666 % | 3,278 % | 4,340 % | 4,801 % |
| 77 | 2,032 % | 3,524 % | 3,673 % | 3,290 % | 4,338 % | 4,793 % |
| 78 | 2,047 % | 3,532 % | 3,680 % | 3,301 % | 4,336 % | 4,785 % |
| 79 | 2,062 % | 3,541 % | 3,686 % | 3,313 % | 4,335 % | 4,778 % |
| 80 | 2,076 % | 3,549 % | 3,692 % | 3,324 % | 4,333 % | 4,771 % |
| 81 | 2,089 % | 3,557 % | 3,699 % | 3,334 % | 4,331 % | 4,764 % |
| 82 | 2,103 % | 3,565 % | 3,705 % | 3,345 % | 4,330 % | 4,757 % |
| 83 | 2,116 % | 3,572 % | 3,711 % | 3,355 % | 4,328 % | 4,750 % |
| 84 | 2,129 % | 3,580 % | 3,717 % | 3,365 % | 4,327 % | 4,743 % |
| 85 | 2,141 % | 3,587 % | 3,722 % | 3,375 % | 4,325 % | 4,737 % |
| 86 | 2,154 % | 3,594 % | 3,728 % | 3,384 % | 4,324 % | 4,731 % |
| 87 | 2,166 % | 3,601 % | 3,733 % | 3,394 % | 4,322 % | 4,725 % |
| 88 | 2,177 % | 3,608 % | 3,738 % | 3,403 % | 4,321 % | 4,719 % |
| 89 | 2,189 % | 3,614 % | 3,744 % | 3,412 % | 4,320 % | 4,713 % |
| 90 | 2,200 % | 3,621 % | 3,749 % | 3,421 % | 4,318 % | 4,707 % |
| 91 | 2,211 % | 3,627 % | 3,754 % | 3,429 % | 4,317 % | 4,702 % |
| 92 | 2,222 % | 3,633 % | 3,758 % | 3,437 % | 4,316 % | 4,696 % |
| 93 | 2,232 % | 3,639 % | 3,763 % | 3,446 % | 4,315 % | 4,691 % |
| 94 | 2,242 % | 3,645 % | 3,768 % | 3,454 % | 4,313 % | 4,686 % |
| 95 | 2,252 % | 3,651 % | 3,772 % | 3,461 % | 4,312 % | 4,680 % |
| 96 | 2,262 % | 3,657 % | 3,777 % | 3,469 % | 4,311 % | 4,675 % |
| 97 | 2,272 % | 3,663 % | 3,781 % | 3,477 % | 4,310 % | 4,670 % |
| 98 | 2,281 % | 3,668 % | 3,785 % | 3,484 % | 4,309 % | 4,666 % |
| 99 | 2,290 % | 3,673 % | 3,790 % | 3,491 % | 4,308 % | 4,661 % |
| 100 | 2,299 % | 3,679 % | 3,794 % | 3,498 % | 4,307 % | 4,656 % |
| 101 | 2,308 % | 3,684 % | 3,798 % | 3,505 % | 4,305 % | 4,652 % |
| 102 | 2,317 % | 3,689 % | 3,802 % | 3,512 % | 4,304 % | 4,647 % |
| 103 | 2,326 % | 3,694 % | 3,805 % | 3,519 % | 4,303 % | 4,643 % |
| 104 | 2,334 % | 3,699 % | 3,809 % | 3,525 % | 4,302 % | 4,639 % |
| 105 | 2,342 % | 3,703 % | 3,813 % | 3,531 % | 4,301 % | 4,635 % |
| 106 | 2,350 % | 3,708 % | 3,817 % | 3,538 % | 4,301 % | 4,630 % |
| 107 | 2,358 % | 3,713 % | 3,820 % | 3,544 % | 4,300 % | 4,626 % |
| 108 | 2,366 % | 3,717 % | 3,824 % | 3,550 % | 4,299 % | 4,622 % |
| 109 | 2,374 % | 3,722 % | 3,827 % | 3,556 % | 4,298 % | 4,619 % |
| 110 | 2,381 % | 3,726 % | 3,831 % | 3,562 % | 4,297 % | 4,615 % |
| 111 | 2,388 % | 3,730 % | 3,834 % | 3,568 % | 4,296 % | 4,611 % |
| 112 | 2,396 % | 3,734 % | 3,837 % | 3,573 % | 4,295 % | 4,607 % |
| 113 | 2,403 % | 3,738 % | 3,840 % | 3,579 % | 4,294 % | 4,604 % |
| 114 | 2,410 % | 3,742 % | 3,843 % | 3,584 % | 4,293 % | 4,600 % |
| 115 | 2,416 % | 3,746 % | 3,847 % | 3,589 % | 4,293 % | 4,597 % |
| 116 | 2,423 % | 3,750 % | 3,850 % | 3,595 % | 4,292 % | 4,593 % |
| 117 | 2,430 % | 3,754 % | 3,853 % | 3,600 % | 4,291 % | 4,590 % |
| 118 | 2,436 % | 3,758 % | 3,856 % | 3,605 % | 4,290 % | 4,587 % |
| 119 | 2,443 % | 3,762 % | 3,858 % | 3,610 % | 4,290 % | 4,583 % |
| 120 | 2,449 % | 3,765 % | 3,861 % | 3,615 % | 4,289 % | 4,580 % |
| 121 | 2,455 % | 3,769 % | 3,864 % | 3,620 % | 4,288 % | 4,577 % |
| 122 | 2,461 % | 3,772 % | 3,867 % | 3,624 % | 4,287 % | 4,574 % |
| 123 | 2,467 % | 3,776 % | 3,870 % | 3,629 % | 4,287 % | 4,571 % |
| 124 | 2,473 % | 3,779 % | 3,872 % | 3,634 % | 4,286 % | 4,568 % |
| 125 | 2,479 % | 3,783 % | 3,875 % | 3,638 % | 4,285 % | 4,565 % |
| 126 | 2,485 % | 3,786 % | 3,877 % | 3,643 % | 4,285 % | 4,562 % |
| 127 | 2,490 % | 3,789 % | 3,880 % | 3,647 % | 4,284 % | 4,559 % |
| 128 | 2,496 % | 3,792 % | 3,882 % | 3,651 % | 4,283 % | 4,556 % |
| 129 | 2,501 % | 3,796 % | 3,885 % | 3,656 % | 4,283 % | 4,554 % |
| 130 | 2,507 % | 3,799 % | 3,887 % | 3,660 % | 4,282 % | 4,551 % |
| 131 | 2,512 % | 3,802 % | 3,890 % | 3,664 % | 4,281 % | 4,548 % |
| 132 | 2,517 % | 3,805 % | 3,892 % | 3,668 % | 4,281 % | 4,546 % |
| 133 | 2,522 % | 3,808 % | 3,894 % | 3,672 % | 4,280 % | 4,543 % |
| 134 | 2,527 % | 3,811 % | 3,897 % | 3,676 % | 4,280 % | 4,540 % |
| 135 | 2,532 % | 3,813 % | 3,899 % | 3,680 % | 4,279 % | 4,538 % |
| 136 | 2,537 % | 3,816 % | 3,901 % | 3,683 % | 4,278 % | 4,535 % |
| 137 | 2,542 % | 3,819 % | 3,903 % | 3,687 % | 4,278 % | 4,533 % |
| 138 | 2,547 % | 3,822 % | 3,905 % | 3,691 % | 4,277 % | 4,530 % |
| 139 | 2,551 % | 3,825 % | 3,907 % | 3,695 % | 4,277 % | 4,528 % |
| 140 | 2,556 % | 3,827 % | 3,910 % | 3,698 % | 4,276 % | 4,526 % |
| 141 | 2,561 % | 3,830 % | 3,912 % | 3,702 % | 4,276 % | 4,523 % |
| 142 | 2,565 % | 3,833 % | 3,914 % | 3,705 % | 4,275 % | 4,521 % |
| 143 | 2,569 % | 3,835 % | 3,916 % | 3,709 % | 4,275 % | 4,519 % |
| 144 | 2,574 % | 3,838 % | 3,918 % | 3,712 % | 4,274 % | 4,517 % |
| 145 | 2,578 % | 3,840 % | 3,920 % | 3,715 % | 4,273 % | 4,515 % |
| 146 | 2,582 % | 3,843 % | 3,921 % | 3,719 % | 4,273 % | 4,512 % |
| 147 | 2,587 % | 3,845 % | 3,923 % | 3,722 % | 4,272 % | 4,510 % |
| 148 | 2,591 % | 3,847 % | 3,925 % | 3,725 % | 4,272 % | 4,508 % |
| 149 | 2,595 % | 3,850 % | 3,927 % | 3,728 % | 4,272 % | 4,506 % |
| 150 | 2,599 % | 3,852 % | 3,929 % | 3,732 % | 4,271 % | 4,504 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,820 %

2,003 %

1,237 %

0,722 %

3,470 %

4,216 %

2

– 0,828 %

1,921 %

1,237 %

0,710 %

3,522 %

4,322 %

3

– 0,808 %

1,916 %

1,346 %

0,735 %

3,627 %

4,429 %

4

– 0,746 %

1,963 %

1,443 %

0,760 %

3,766 %

4,594 %

5

– 0,661 %

2,015 %

1,479 %

0,817 %

3,896 %

4,647 %

6

– 0,575 %

2,080 %

1,573 %

0,905 %

3,995 %

4,788 %

7

– 0,483 %

2,149 %

1,625 %

1,012 %

4,119 %

4,938 %

8

– 0,396 %

2,212 %

1,727 %

1,131 %

4,198 %

5,056 %

9

– 0,316 %

2,270 %

1,790 %

1,250 %

4,266 %

5,270 %

10

– 0,242 %

2,325 %

1,783 %

1,363 %

4,337 %

5,506 %

11

– 0,183 %

2,376 %

1,884 %

1,469 %

4,393 %

5,687 %

12

– 0,119 %

2,427 %

2,023 %

1,565 %

4,435 %

5,814 %

13

– 0,079 %

2,477 %

2,122 %

1,652 %

4,466 %

5,901 %

14

– 0,026 %

2,524 %

2,187 %

1,728 %

4,489 %

5,956 %

15

0,014 %

2,568 %

2,239 %

1,793 %

4,506 %

5,989 %

16

0,050 %

2,607 %

2,291 %

1,846 %

4,518 %

6,004 %

17

0,083 %

2,641 %

2,344 %

1,888 %

4,526 %

6,005 %

18

0,112 %

2,671 %

2,397 %

1,919 %

4,532 %

5,996 %

19

0,137 %

2,699 %

2,449 %

1,940 %

4,535 %

5,979 %

20

0,155 %

2,724 %

2,500 %

1,950 %

4,536 %

5,956 %

21

0,168 %

2,746 %

2,550 %

1,951 %

4,535 %

5,929 %

22

0,179 %

2,766 %

2,598 %

1,949 %

4,534 %

5,898 %

23

0,193 %

2,781 %

2,645 %

1,947 %

4,531 %

5,865 %

24

0,213 %

2,792 %

2,690 %

1,951 %

4,528 %

5,831 %

25

0,241 %

2,798 %

2,734 %

1,962 %

4,524 %

5,796 %

26

0,279 %

2,798 %

2,775 %

1,981 %

4,520 %

5,760 %

27

0,323 %

2,797 %

2,815 %

2,008 %

4,515 %

5,724 %

28

0,373 %

2,795 %

2,854 %

2,039 %

4,511 %

5,688 %

29

0,425 %

2,796 %

2,890 %

2,074 %

4,506 %

5,653 %

30

0,480 %

2,800 %

2,926 %

2,112 %

4,500 %

5,618 %

31

0,536 %

2,808 %

2,959 %

2,151 %

4,495 %

5,584 %

32

0,592 %

2,820 %

2,992 %

2,191 %

4,490 %

5,551 %

33

0,649 %

2,835 %

3,023 %

2,231 %

4,485 %

5,519 %

34

0,704 %

2,852 %

3,053 %

2,272 %

4,479 %

5,488 %

35

0,759 %

2,871 %

3,081 %

2,312 %

4,474 %

5,457 %

36

0,812 %

2,890 %

3,108 %

2,351 %

4,469 %

5,428 %

37

0,865 %

2,911 %

3,134 %

2,391 %

4,464 %

5,400 %

38

0,916 %

2,932 %

3,160 %

2,429 %

4,459 %

5,372 %

39

0,966 %

2,954 %

3,184 %

2,466 %

4,454 %

5,346 %

40

1,014 %

2,975 %

3,207 %

2,503 %

4,449 %

5,320 %

41

1,061 %

2,997 %

3,229 %

2,538 %

4,445 %

5,295 %

42

1,106 %

3,019 %

3,250 %

2,572 %

4,440 %

5,271 %

43

1,150 %

3,040 %

3,271 %

2,606 %

4,436 %

5,248 %

44

1,192 %

3,061 %

3,291 %

2,638 %

4,431 %

5,226 %

45

1,233 %

3,081 %

3,310 %

2,670 %

4,427 %

5,205 %

46

1,272 %

3,102 %

3,328 %

2,700 %

4,423 %

5,184 %

47

1,311 %

3,121 %

3,345 %

2,729 %

4,419 %

5,164 %

48

1,348 %

3,141 %

3,362 %

2,758 %

4,415 %

5,145 %

49

1,383 %

3,160 %

3,379 %

2,785 %

4,411 %

5,127 %

50

1,418 %

3,178 %

3,394 %

2,812 %

4,408 %

5,109 %

51

1,451 %

3,196 %

3,410 %

2,838 %

4,404 %

5,092 %

52

1,483 %

3,213 %

3,424 %

2,863 %

4,400 %

5,075 %

53

1,514 %

3,230 %

3,438 %

2,887 %

4,397 %

5,059 %

54

1,545 %

3,247 %

3,452 %

2,910 %

4,394 %

5,043 %

55

1,574 %

3,263 %

3,465 %

2,933 %

4,390 %

5,028 %

56

1,602 %

3,279 %

3,478 %

2,955 %

4,387 %

5,014 %

57

1,629 %

3,294 %

3,491 %

2,976 %

4,384 %

5,000 %

58

1,656 %

3,309 %

3,502 %

2,996 %

4,381 %

4,986 %

59

1,681 %

3,323 %

3,514 %

3,016 %

4,378 %

4,973 %

60

1,706 %

3,337 %

3,525 %

3,035 %

4,376 %

4,960 %

61

1,730 %

3,351 %

3,536 %

3,054 %

4,373 %

4,948 %

62

1,753 %

3,364 %

3,547 %

3,072 %

4,370 %

4,936 %

63

1,776 %

3,377 %

3,557 %

3,090 %

4,368 %

4,924 %

64

1,798 %

3,389 %

3,567 %

3,107 %

4,365 %

4,913 %

65

1,819 %

3,401 %

3,576 %

3,123 %

4,363 %

4,902 %

66

1,840 %

3,413 %

3,586 %

3,140 %

4,360 %

4,892 %

67

1,860 %

3,425 %

3,595 %

3,155 %

4,358 %

4,881 %

68

1,879 %

3,436 %

3,604 %

3,170 %

4,356 %

4,871 %

69

1,898 %

3,447 %

3,612 %

3,185 %

4,354 %

4,862 %

70

1,917 %

3,457 %

3,620 %

3,199 %

4,352 %

4,852 %

71

1,934 %

3,467 %

3,629 %

3,213 %

4,349 %

4,843 %

72

1,952 %

3,477 %

3,636 %

3,227 %

4,347 %

4,834 %

73

1,969 %

3,487 %

3,644 %

3,240 %

4,345 %

4,825 %

74

1,985 %

3,497 %

3,652 %

3,253 %

4,344 %

4,817 %

75

2,001 %

3,506 %

3,659 %

3,266 %

4,342 %

4,809 %

76

2,017 %

3,515 %

3,666 %

3,278 %

4,340 %

4,801 %

77

2,032 %

3,524 %

3,673 %

3,290 %

4,338 %

4,793 %

78

2,047 %

3,532 %

3,680 %

3,301 %

4,336 %

4,785 %

79

2,062 %

3,541 %

3,686 %

3,313 %

4,335 %

4,778 %

80

2,076 %

3,549 %

3,692 %

3,324 %

4,333 %

4,771 %

81

2,089 %

3,557 %

3,699 %

3,334 %

4,331 %

4,764 %

82

2,103 %

3,565 %

3,705 %

3,345 %

4,330 %

4,757 %

83

2,116 %

3,572 %

3,711 %

3,355 %

4,328 %

4,750 %

84

2,129 %

3,580 %

3,717 %

3,365 %

4,327 %

4,743 %

85

2,141 %

3,587 %

3,722 %

3,375 %

4,325 %

4,737 %

86

2,154 %

3,594 %

3,728 %

3,384 %

4,324 %

4,731 %

87

2,166 %

3,601 %

3,733 %

3,394 %

4,322 %

4,725 %

88

2,177 %

3,608 %

3,738 %

3,403 %

4,321 %

4,719 %

89

2,189 %

3,614 %

3,744 %

3,412 %

4,320 %

4,713 %

90

2,200 %

3,621 %

3,749 %

3,421 %

4,318 %

4,707 %

91

2,211 %

3,627 %

3,754 %

3,429 %

4,317 %

4,702 %

92

2,222 %

3,633 %

3,758 %

3,437 %

4,316 %

4,696 %

93

2,232 %

3,639 %

3,763 %

3,446 %

4,315 %

4,691 %

94

2,242 %

3,645 %

3,768 %

3,454 %

4,313 %

4,686 %

95

2,252 %

3,651 %

3,772 %

3,461 %

4,312 %

4,680 %

96

2,262 %

3,657 %

3,777 %

3,469 %

4,311 %

4,675 %

97

2,272 %

3,663 %

3,781 %

3,477 %

4,310 %

4,670 %

98

2,281 %

3,668 %

3,785 %

3,484 %

4,309 %

4,666 %

99

2,290 %

3,673 %

3,790 %

3,491 %

4,308 %

4,661 %

100

2,299 %

3,679 %

3,794 %

3,498 %

4,307 %

4,656 %

101

2,308 %

3,684 %

3,798 %

3,505 %

4,305 %

4,652 %

102

2,317 %

3,689 %

3,802 %

3,512 %

4,304 %

4,647 %

103

2,326 %

3,694 %

3,805 %

3,519 %

4,303 %

4,643 %

104

2,334 %

3,699 %

3,809 %

3,525 %

4,302 %

4,639 %

105

2,342 %

3,703 %

3,813 %

3,531 %

4,301 %

4,635 %

106

2,350 %

3,708 %

3,817 %

3,538 %

4,301 %

4,630 %

107

2,358 %

3,713 %

3,820 %

3,544 %

4,300 %

4,626 %

108

2,366 %

3,717 %

3,824 %

3,550 %

4,299 %

4,622 %

109

2,374 %

3,722 %

3,827 %

3,556 %

4,298 %

4,619 %

110

2,381 %

3,726 %

3,831 %

3,562 %

4,297 %

4,615 %

111

2,388 %

3,730 %

3,834 %

3,568 %

4,296 %

4,611 %

112

2,396 %

3,734 %

3,837 %

3,573 %

4,295 %

4,607 %

113

2,403 %

3,738 %

3,840 %

3,579 %

4,294 %

4,604 %

114

2,410 %

3,742 %

3,843 %

3,584 %

4,293 %

4,600 %

115

2,416 %

3,746 %

3,847 %

3,589 %

4,293 %

4,597 %

116

2,423 %

3,750 %

3,850 %

3,595 %

4,292 %

4,593 %

117

2,430 %

3,754 %

3,853 %

3,600 %

4,291 %

4,590 %

118

2,436 %

3,758 %

3,856 %

3,605 %

4,290 %

4,587 %

119

2,443 %

3,762 %

3,858 %

3,610 %

4,290 %

4,583 %

120

2,449 %

3,765 %

3,861 %

3,615 %

4,289 %

4,580 %

121

2,455 %

3,769 %

3,864 %

3,620 %

4,288 %

4,577 %

122

2,461 %

3,772 %

3,867 %

3,624 %

4,287 %

4,574 %

123

2,467 %

3,776 %

3,870 %

3,629 %

4,287 %

4,571 %

124

2,473 %

3,779 %

3,872 %

3,634 %

4,286 %

4,568 %

125

2,479 %

3,783 %

3,875 %

3,638 %

4,285 %

4,565 %

126

2,485 %

3,786 %

3,877 %

3,643 %

4,285 %

4,562 %

127

2,490 %

3,789 %

3,880 %

3,647 %

4,284 %

4,559 %

128

2,496 %

3,792 %

3,882 %

3,651 %

4,283 %

4,556 %

129

2,501 %

3,796 %

3,885 %

3,656 %

4,283 %

4,554 %

130

2,507 %

3,799 %

3,887 %

3,660 %

4,282 %

4,551 %

131

2,512 %

3,802 %

3,890 %

3,664 %

4,281 %

4,548 %

132

2,517 %

3,805 %

3,892 %

3,668 %

4,281 %

4,546 %

133

2,522 %

3,808 %

3,894 %

3,672 %

4,280 %

4,543 %

134

2,527 %

3,811 %

3,897 %

3,676 %

4,280 %

4,540 %

135

2,532 %

3,813 %

3,899 %

3,680 %

4,279 %

4,538 %

136

2,537 %

3,816 %

3,901 %

3,683 %

4,278 %

4,535 %

137

2,542 %

3,819 %

3,903 %

3,687 %

4,278 %

4,533 %

138

2,547 %

3,822 %

3,905 %

3,691 %

4,277 %

4,530 %

139

2,551 %

3,825 %

3,907 %

3,695 %

4,277 %

4,528 %

140

2,556 %

3,827 %

3,910 %

3,698 %

4,276 %

4,526 %

141

2,561 %

3,830 %

3,912 %

3,702 %

4,276 %

4,523 %

142

2,565 %

3,833 %

3,914 %

3,705 %

4,275 %

4,521 %

143

2,569 %

3,835 %

3,916 %

3,709 %

4,275 %

4,519 %

144

2,574 %

3,838 %

3,918 %

3,712 %

4,274 %

4,517 %

145

2,578 %

3,840 %

3,920 %

3,715 %

4,273 %

4,515 %

146

2,582 %

3,843 %

3,921 %

3,719 %

4,273 %

4,512 %

147

2,587 %

3,845 %

3,923 %

3,722 %

4,272 %

4,510 %

148

2,591 %

3,847 %

3,925 %

3,725 %

4,272 %

4,508 %

149

2,595 %

3,850 %

3,927 %

3,728 %

4,272 %

4,506 %

150

2,599 %

3,852 %

3,929 %

3,732 %

4,271 %

4,504 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,451 % | 6,882 % | 3,728 % | 0,086 % | 1,856 % | 7,361 % |
| 2 | 0,652 % | 7,031 % | 4,012 % | 0,150 % | 1,859 % | 7,673 % |
| 3 | 0,784 % | 7,169 % | 4,586 % | 0,218 % | 1,934 % | 7,904 % |
| 4 | 0,886 % | 7,295 % | 4,853 % | 0,287 % | 2,048 % | 8,085 % |
| 5 | 0,999 % | 7,402 % | 5,128 % | 0,355 % | 2,176 % | 8,253 % |
| 6 | 1,073 % | 7,472 % | 5,374 % | 0,417 % | 2,298 % | 8,398 % |
| 7 | 1,122 % | 7,545 % | 5,534 % | 0,479 % | 2,411 % | 8,521 % |
| 8 | 1,160 % | 7,587 % | 5,663 % | 0,536 % | 2,517 % | 8,594 % |
| 9 | 1,197 % | 7,620 % | 5,759 % | 0,591 % | 2,610 % | 8,668 % |
| 10 | 1,236 % | 7,651 % | 5,862 % | 0,646 % | 2,694 % | 8,720 % |
| 11 | 1,281 % | 7,660 % | 5,981 % | 0,720 % | 2,777 % | 8,752 % |
| 12 | 1,333 % | 7,649 % | 6,107 % | 0,810 % | 2,859 % | 8,757 % |
| 13 | 1,390 % | 7,623 % | 6,233 % | 0,908 % | 2,937 % | 8,727 % |
| 14 | 1,453 % | 7,586 % | 6,353 % | 1,010 % | 3,010 % | 8,671 % |
| 15 | 1,520 % | 7,543 % | 6,462 % | 1,113 % | 3,075 % | 8,601 % |
| 16 | 1,591 % | 7,494 % | 6,557 % | 1,214 % | 3,131 % | 8,524 % |
| 17 | 1,664 % | 7,443 % | 6,637 % | 1,314 % | 3,180 % | 8,444 % |
| 18 | 1,738 % | 7,389 % | 6,703 % | 1,410 % | 3,223 % | 8,361 % |
| 19 | 1,811 % | 7,334 % | 6,754 % | 1,503 % | 3,261 % | 8,277 % |
| 20 | 1,883 % | 7,279 % | 6,791 % | 1,592 % | 3,297 % | 8,193 % |
| 21 | 1,952 % | 7,224 % | 6,813 % | 1,677 % | 3,330 % | 8,110 % |
| 22 | 2,020 % | 7,170 % | 6,822 % | 1,758 % | 3,360 % | 8,029 % |
| 23 | 2,085 % | 7,116 % | 6,822 % | 1,836 % | 3,389 % | 7,949 % |
| 24 | 2,148 % | 7,064 % | 6,813 % | 1,910 % | 3,416 % | 7,871 % |
| 25 | 2,209 % | 7,013 % | 6,799 % | 1,981 % | 3,441 % | 7,796 % |
| 26 | 2,266 % | 6,964 % | 6,780 % | 2,048 % | 3,464 % | 7,723 % |
| 27 | 2,322 % | 6,916 % | 6,757 % | 2,112 % | 3,487 % | 7,652 % |
| 28 | 2,375 % | 6,870 % | 6,732 % | 2,173 % | 3,508 % | 7,584 % |
| 29 | 2,426 % | 6,826 % | 6,705 % | 2,232 % | 3,527 % | 7,518 % |
| 30 | 2,475 % | 6,783 % | 6,677 % | 2,287 % | 3,546 % | 7,455 % |
| 31 | 2,522 % | 6,742 % | 6,648 % | 2,340 % | 3,564 % | 7,395 % |
| 32 | 2,566 % | 6,702 % | 6,618 % | 2,391 % | 3,581 % | 7,337 % |
| 33 | 2,609 % | 6,664 % | 6,589 % | 2,439 % | 3,597 % | 7,281 % |
| 34 | 2,650 % | 6,627 % | 6,559 % | 2,485 % | 3,613 % | 7,227 % |
| 35 | 2,689 % | 6,591 % | 6,530 % | 2,529 % | 3,627 % | 7,176 % |
| 36 | 2,726 % | 6,557 % | 6,501 % | 2,571 % | 3,641 % | 7,126 % |
| 37 | 2,762 % | 6,525 % | 6,473 % | 2,611 % | 3,655 % | 7,079 % |
| 38 | 2,797 % | 6,493 % | 6,445 % | 2,649 % | 3,668 % | 7,034 % |
| 39 | 2,830 % | 6,463 % | 6,418 % | 2,686 % | 3,680 % | 6,990 % |
| 40 | 2,861 % | 6,434 % | 6,392 % | 2,721 % | 3,692 % | 6,948 % |
| 41 | 2,891 % | 6,407 % | 6,366 % | 2,755 % | 3,703 % | 6,908 % |
| 42 | 2,921 % | 6,380 % | 6,341 % | 2,787 % | 3,714 % | 6,870 % |
| 43 | 2,948 % | 6,354 % | 6,318 % | 2,818 % | 3,724 % | 6,833 % |
| 44 | 2,975 % | 6,329 % | 6,294 % | 2,848 % | 3,734 % | 6,797 % |
| 45 | 3,001 % | 6,305 % | 6,272 % | 2,877 % | 3,744 % | 6,763 % |
| 46 | 3,026 % | 6,283 % | 6,250 % | 2,904 % | 3,753 % | 6,730 % |
| 47 | 3,050 % | 6,260 % | 6,229 % | 2,930 % | 3,762 % | 6,699 % |
| 48 | 3,073 % | 6,239 % | 6,209 % | 2,956 % | 3,770 % | 6,668 % |
| 49 | 3,095 % | 6,219 % | 6,189 % | 2,980 % | 3,779 % | 6,639 % |
| 50 | 3,116 % | 6,199 % | 6,170 % | 3,004 % | 3,786 % | 6,611 % |
| 51 | 3,137 % | 6,180 % | 6,152 % | 3,027 % | 3,794 % | 6,584 % |
| 52 | 3,157 % | 6,162 % | 6,134 % | 3,049 % | 3,802 % | 6,557 % |
| 53 | 3,176 % | 6,144 % | 6,117 % | 3,070 % | 3,809 % | 6,532 % |
| 54 | 3,194 % | 6,127 % | 6,100 % | 3,090 % | 3,816 % | 6,508 % |
| 55 | 3,212 % | 6,110 % | 6,084 % | 3,110 % | 3,822 % | 6,484 % |
| 56 | 3,229 % | 6,094 % | 6,069 % | 3,129 % | 3,829 % | 6,462 % |
| 57 | 3,246 % | 6,079 % | 6,054 % | 3,148 % | 3,835 % | 6,440 % |
| 58 | 3,262 % | 6,064 % | 6,039 % | 3,165 % | 3,841 % | 6,418 % |
| 59 | 3,278 % | 6,049 % | 6,025 % | 3,183 % | 3,847 % | 6,398 % |
| 60 | 3,293 % | 6,035 % | 6,012 % | 3,199 % | 3,853 % | 6,378 % |
| 61 | 3,308 % | 6,022 % | 5,998 % | 3,215 % | 3,858 % | 6,359 % |
| 62 | 3,322 % | 6,008 % | 5,986 % | 3,231 % | 3,864 % | 6,340 % |
| 63 | 3,336 % | 5,996 % | 5,973 % | 3,246 % | 3,869 % | 6,322 % |
| 64 | 3,349 % | 5,983 % | 5,961 % | 3,261 % | 3,874 % | 6,304 % |
| 65 | 3,362 % | 5,971 % | 5,950 % | 3,275 % | 3,879 % | 6,287 % |
| 66 | 3,374 % | 5,960 % | 5,938 % | 3,289 % | 3,883 % | 6,271 % |
| 67 | 3,387 % | 5,948 % | 5,927 % | 3,303 % | 3,888 % | 6,255 % |
| 68 | 3,398 % | 5,937 % | 5,917 % | 3,316 % | 3,893 % | 6,239 % |
| 69 | 3,410 % | 5,927 % | 5,906 % | 3,328 % | 3,897 % | 6,224 % |
| 70 | 3,421 % | 5,916 % | 5,896 % | 3,341 % | 3,901 % | 6,210 % |
| 71 | 3,432 % | 5,906 % | 5,886 % | 3,353 % | 3,905 % | 6,195 % |
| 72 | 3,443 % | 5,896 % | 5,877 % | 3,364 % | 3,909 % | 6,182 % |
| 73 | 3,453 % | 5,887 % | 5,867 % | 3,376 % | 3,913 % | 6,168 % |
| 74 | 3,463 % | 5,878 % | 5,858 % | 3,387 % | 3,917 % | 6,155 % |
| 75 | 3,473 % | 5,869 % | 5,850 % | 3,398 % | 3,921 % | 6,142 % |
| 76 | 3,482 % | 5,860 % | 5,841 % | 3,408 % | 3,924 % | 6,130 % |
| 77 | 3,492 % | 5,851 % | 5,833 % | 3,418 % | 3,928 % | 6,118 % |
| 78 | 3,501 % | 5,843 % | 5,825 % | 3,428 % | 3,931 % | 6,106 % |
| 79 | 3,509 % | 5,835 % | 5,817 % | 3,438 % | 3,935 % | 6,094 % |
| 80 | 3,518 % | 5,827 % | 5,809 % | 3,448 % | 3,938 % | 6,083 % |
| 81 | 3,526 % | 5,819 % | 5,801 % | 3,457 % | 3,941 % | 6,072 % |
| 82 | 3,534 % | 5,811 % | 5,794 % | 3,466 % | 3,944 % | 6,062 % |
| 83 | 3,542 % | 5,804 % | 5,787 % | 3,475 % | 3,947 % | 6,051 % |
| 84 | 3,550 % | 5,797 % | 5,780 % | 3,483 % | 3,950 % | 6,041 % |
| 85 | 3,558 % | 5,790 % | 5,773 % | 3,492 % | 3,953 % | 6,031 % |
| 86 | 3,565 % | 5,783 % | 5,766 % | 3,500 % | 3,956 % | 6,021 % |
| 87 | 3,573 % | 5,776 % | 5,760 % | 3,508 % | 3,959 % | 6,012 % |
| 88 | 3,580 % | 5,770 % | 5,754 % | 3,516 % | 3,962 % | 6,003 % |
| 89 | 3,587 % | 5,763 % | 5,747 % | 3,523 % | 3,964 % | 5,994 % |
| 90 | 3,593 % | 5,757 % | 5,741 % | 3,531 % | 3,967 % | 5,985 % |
| 91 | 3,600 % | 5,751 % | 5,735 % | 3,538 % | 3,970 % | 5,976 % |
| 92 | 3,607 % | 5,745 % | 5,729 % | 3,545 % | 3,972 % | 5,968 % |
| 93 | 3,613 % | 5,739 % | 5,724 % | 3,552 % | 3,974 % | 5,959 % |
| 94 | 3,619 % | 5,733 % | 5,718 % | 3,559 % | 3,977 % | 5,951 % |
| 95 | 3,625 % | 5,728 % | 5,713 % | 3,566 % | 3,979 % | 5,943 % |
| 96 | 3,631 % | 5,722 % | 5,707 % | 3,572 % | 3,981 % | 5,936 % |
| 97 | 3,637 % | 5,717 % | 5,702 % | 3,579 % | 3,984 % | 5,928 % |
| 98 | 3,643 % | 5,711 % | 5,697 % | 3,585 % | 3,986 % | 5,920 % |
| 99 | 3,648 % | 5,706 % | 5,692 % | 3,591 % | 3,988 % | 5,913 % |
| 100 | 3,654 % | 5,701 % | 5,687 % | 3,597 % | 3,990 % | 5,906 % |
| 101 | 3,659 % | 5,696 % | 5,682 % | 3,603 % | 3,992 % | 5,899 % |
| 102 | 3,665 % | 5,691 % | 5,677 % | 3,609 % | 3,994 % | 5,892 % |
| 103 | 3,670 % | 5,687 % | 5,673 % | 3,615 % | 3,996 % | 5,885 % |
| 104 | 3,675 % | 5,682 % | 5,668 % | 3,621 % | 3,998 % | 5,879 % |
| 105 | 3,680 % | 5,677 % | 5,664 % | 3,626 % | 4,000 % | 5,872 % |
| 106 | 3,685 % | 5,673 % | 5,659 % | 3,631 % | 4,002 % | 5,866 % |
| 107 | 3,690 % | 5,668 % | 5,655 % | 3,637 % | 4,004 % | 5,860 % |
| 108 | 3,694 % | 5,664 % | 5,651 % | 3,642 % | 4,006 % | 5,854 % |
| 109 | 3,699 % | 5,660 % | 5,647 % | 3,647 % | 4,007 % | 5,848 % |
| 110 | 3,703 % | 5,656 % | 5,643 % | 3,652 % | 4,009 % | 5,842 % |
| 111 | 3,708 % | 5,651 % | 5,639 % | 3,657 % | 4,011 % | 5,836 % |
| 112 | 3,712 % | 5,647 % | 5,635 % | 3,662 % | 4,013 % | 5,830 % |
| 113 | 3,717 % | 5,643 % | 5,631 % | 3,667 % | 4,014 % | 5,825 % |
| 114 | 3,721 % | 5,640 % | 5,627 % | 3,671 % | 4,016 % | 5,819 % |
| 115 | 3,725 % | 5,636 % | 5,623 % | 3,676 % | 4,017 % | 5,814 % |
| 116 | 3,729 % | 5,632 % | 5,620 % | 3,680 % | 4,019 % | 5,808 % |
| 117 | 3,733 % | 5,628 % | 5,616 % | 3,685 % | 4,021 % | 5,803 % |
| 118 | 3,737 % | 5,625 % | 5,613 % | 3,689 % | 4,022 % | 5,798 % |
| 119 | 3,741 % | 5,621 % | 5,609 % | 3,693 % | 4,024 % | 5,793 % |
| 120 | 3,745 % | 5,617 % | 5,606 % | 3,698 % | 4,025 % | 5,788 % |
| 121 | 3,748 % | 5,614 % | 5,602 % | 3,702 % | 4,027 % | 5,783 % |
| 122 | 3,752 % | 5,611 % | 5,599 % | 3,706 % | 4,028 % | 5,778 % |
| 123 | 3,756 % | 5,607 % | 5,596 % | 3,710 % | 4,029 % | 5,774 % |
| 124 | 3,759 % | 5,604 % | 5,593 % | 3,714 % | 4,031 % | 5,769 % |
| 125 | 3,763 % | 5,601 % | 5,589 % | 3,718 % | 4,032 % | 5,764 % |
| 126 | 3,766 % | 5,598 % | 5,586 % | 3,722 % | 4,033 % | 5,760 % |
| 127 | 3,770 % | 5,594 % | 5,583 % | 3,725 % | 4,035 % | 5,756 % |
| 128 | 3,773 % | 5,591 % | 5,580 % | 3,729 % | 4,036 % | 5,751 % |
| 129 | 3,776 % | 5,588 % | 5,577 % | 3,733 % | 4,037 % | 5,747 % |
| 130 | 3,780 % | 5,585 % | 5,574 % | 3,736 % | 4,039 % | 5,743 % |
| 131 | 3,783 % | 5,582 % | 5,572 % | 3,740 % | 4,040 % | 5,739 % |
| 132 | 3,786 % | 5,579 % | 5,569 % | 3,743 % | 4,041 % | 5,734 % |
| 133 | 3,789 % | 5,577 % | 5,566 % | 3,747 % | 4,042 % | 5,730 % |
| 134 | 3,792 % | 5,574 % | 5,563 % | 3,750 % | 4,043 % | 5,726 % |
| 135 | 3,795 % | 5,571 % | 5,561 % | 3,753 % | 4,044 % | 5,723 % |
| 136 | 3,798 % | 5,568 % | 5,558 % | 3,757 % | 4,046 % | 5,719 % |
| 137 | 3,801 % | 5,566 % | 5,555 % | 3,760 % | 4,047 % | 5,715 % |
| 138 | 3,804 % | 5,563 % | 5,553 % | 3,763 % | 4,048 % | 5,711 % |
| 139 | 3,807 % | 5,560 % | 5,550 % | 3,766 % | 4,049 % | 5,707 % |
| 140 | 3,810 % | 5,558 % | 5,548 % | 3,769 % | 4,050 % | 5,704 % |
| 141 | 3,812 % | 5,555 % | 5,545 % | 3,772 % | 4,051 % | 5,700 % |
| 142 | 3,815 % | 5,553 % | 5,543 % | 3,775 % | 4,052 % | 5,697 % |
| 143 | 3,818 % | 5,550 % | 5,540 % | 3,778 % | 4,053 % | 5,693 % |
| 144 | 3,820 % | 5,548 % | 5,538 % | 3,781 % | 4,054 % | 5,690 % |
| 145 | 3,823 % | 5,545 % | 5,536 % | 3,784 % | 4,055 % | 5,686 % |
| 146 | 3,826 % | 5,543 % | 5,533 % | 3,787 % | 4,056 % | 5,683 % |
| 147 | 3,828 % | 5,541 % | 5,531 % | 3,790 % | 4,057 % | 5,680 % |
| 148 | 3,831 % | 5,538 % | 5,529 % | 3,793 % | 4,058 % | 5,677 % |
| 149 | 3,833 % | 5,536 % | 5,527 % | 3,795 % | 4,059 % | 5,673 % |
| 150 | 3,836 % | 5,534 % | 5,524 % | 3,798 % | 4,060 % | 5,670 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,451 %

6,882 %

3,728 %

0,086 %

1,856 %

7,361 %

2

0,652 %

7,031 %

4,012 %

0,150 %

1,859 %

7,673 %

3

0,784 %

7,169 %

4,586 %

0,218 %

1,934 %

7,904 %

4

0,886 %

7,295 %

4,853 %

0,287 %

2,048 %

8,085 %

5

0,999 %

7,402 %

5,128 %

0,355 %

2,176 %

8,253 %

6

1,073 %

7,472 %

5,374 %

0,417 %

2,298 %

8,398 %

7

1,122 %

7,545 %

5,534 %

0,479 %

2,411 %

8,521 %

8

1,160 %

7,587 %

5,663 %

0,536 %

2,517 %

8,594 %

9

1,197 %

7,620 %

5,759 %

0,591 %

2,610 %

8,668 %

10

1,236 %

7,651 %

5,862 %

0,646 %

2,694 %

8,720 %

11

1,281 %

7,660 %

5,981 %

0,720 %

2,777 %

8,752 %

12

1,333 %

7,649 %

6,107 %

0,810 %

2,859 %

8,757 %

13

1,390 %

7,623 %

6,233 %

0,908 %

2,937 %

8,727 %

14

1,453 %

7,586 %

6,353 %

1,010 %

3,010 %

8,671 %

15

1,520 %

7,543 %

6,462 %

1,113 %

3,075 %

8,601 %

16

1,591 %

7,494 %

6,557 %

1,214 %

3,131 %

8,524 %

17

1,664 %

7,443 %

6,637 %

1,314 %

3,180 %

8,444 %

18

1,738 %

7,389 %

6,703 %

1,410 %

3,223 %

8,361 %

19

1,811 %

7,334 %

6,754 %

1,503 %

3,261 %

8,277 %

20

1,883 %

7,279 %

6,791 %

1,592 %

3,297 %

8,193 %

21

1,952 %

7,224 %

6,813 %

1,677 %

3,330 %

8,110 %

22

2,020 %

7,170 %

6,822 %

1,758 %

3,360 %

8,029 %

23

2,085 %

7,116 %

6,822 %

1,836 %

3,389 %

7,949 %

24

2,148 %

7,064 %

6,813 %

1,910 %

3,416 %

7,871 %

25

2,209 %

7,013 %

6,799 %

1,981 %

3,441 %

7,796 %

26

2,266 %

6,964 %

6,780 %

2,048 %

3,464 %

7,723 %

27

2,322 %

6,916 %

6,757 %

2,112 %

3,487 %

7,652 %

28

2,375 %

6,870 %

6,732 %

2,173 %

3,508 %

7,584 %

29

2,426 %

6,826 %

6,705 %

2,232 %

3,527 %

7,518 %

30

2,475 %

6,783 %

6,677 %

2,287 %

3,546 %

7,455 %

31

2,522 %

6,742 %

6,648 %

2,340 %

3,564 %

7,395 %

32

2,566 %

6,702 %

6,618 %

2,391 %

3,581 %

7,337 %

33

2,609 %

6,664 %

6,589 %

2,439 %

3,597 %

7,281 %

34

2,650 %

6,627 %

6,559 %

2,485 %

3,613 %

7,227 %

35

2,689 %

6,591 %

6,530 %

2,529 %

3,627 %

7,176 %

36

2,726 %

6,557 %

6,501 %

2,571 %

3,641 %

7,126 %

37

2,762 %

6,525 %

6,473 %

2,611 %

3,655 %

7,079 %

38

2,797 %

6,493 %

6,445 %

2,649 %

3,668 %

7,034 %

39

2,830 %

6,463 %

6,418 %

2,686 %

3,680 %

6,990 %

40

2,861 %

6,434 %

6,392 %

2,721 %

3,692 %

6,948 %

41

2,891 %

6,407 %

6,366 %

2,755 %

3,703 %

6,908 %

42

2,921 %

6,380 %

6,341 %

2,787 %

3,714 %

6,870 %

43

2,948 %

6,354 %

6,318 %

2,818 %

3,724 %

6,833 %

44

2,975 %

6,329 %

6,294 %

2,848 %

3,734 %

6,797 %

45

3,001 %

6,305 %

6,272 %

2,877 %

3,744 %

6,763 %

46

3,026 %

6,283 %

6,250 %

2,904 %

3,753 %

6,730 %

47

3,050 %

6,260 %

6,229 %

2,930 %

3,762 %

6,699 %

48

3,073 %

6,239 %

6,209 %

2,956 %

3,770 %

6,668 %

49

3,095 %

6,219 %

6,189 %

2,980 %

3,779 %

6,639 %

50

3,116 %

6,199 %

6,170 %

3,004 %

3,786 %

6,611 %

51

3,137 %

6,180 %

6,152 %

3,027 %

3,794 %

6,584 %

52

3,157 %

6,162 %

6,134 %

3,049 %

3,802 %

6,557 %

53

3,176 %

6,144 %

6,117 %

3,070 %

3,809 %

6,532 %

54

3,194 %

6,127 %

6,100 %

3,090 %

3,816 %

6,508 %

55

3,212 %

6,110 %

6,084 %

3,110 %

3,822 %

6,484 %

56

3,229 %

6,094 %

6,069 %

3,129 %

3,829 %

6,462 %

57

3,246 %

6,079 %

6,054 %

3,148 %

3,835 %

6,440 %

58

3,262 %

6,064 %

6,039 %

3,165 %

3,841 %

6,418 %

59

3,278 %

6,049 %

6,025 %

3,183 %

3,847 %

6,398 %

60

3,293 %

6,035 %

6,012 %

3,199 %

3,853 %

6,378 %

61

3,308 %

6,022 %

5,998 %

3,215 %

3,858 %

6,359 %

62

3,322 %

6,008 %

5,986 %

3,231 %

3,864 %

6,340 %

63

3,336 %

5,996 %

5,973 %

3,246 %

3,869 %

6,322 %

64

3,349 %

5,983 %

5,961 %

3,261 %

3,874 %

6,304 %

65

3,362 %

5,971 %

5,950 %

3,275 %

3,879 %

6,287 %

66

3,374 %

5,960 %

5,938 %

3,289 %

3,883 %

6,271 %

67

3,387 %

5,948 %

5,927 %

3,303 %

3,888 %

6,255 %

68

3,398 %

5,937 %

5,917 %

3,316 %

3,893 %

6,239 %

69

3,410 %

5,927 %

5,906 %

3,328 %

3,897 %

6,224 %

70

3,421 %

5,916 %

5,896 %

3,341 %

3,901 %

6,210 %

71

3,432 %

5,906 %

5,886 %

3,353 %

3,905 %

6,195 %

72

3,443 %

5,896 %

5,877 %

3,364 %

3,909 %

6,182 %

73

3,453 %

5,887 %

5,867 %

3,376 %

3,913 %

6,168 %

74

3,463 %

5,878 %

5,858 %

3,387 %

3,917 %

6,155 %

75

3,473 %

5,869 %

5,850 %

3,398 %

3,921 %

6,142 %

76

3,482 %

5,860 %

5,841 %

3,408 %

3,924 %

6,130 %

77

3,492 %

5,851 %

5,833 %

3,418 %

3,928 %

6,118 %

78

3,501 %

5,843 %

5,825 %

3,428 %

3,931 %

6,106 %

79

3,509 %

5,835 %

5,817 %

3,438 %

3,935 %

6,094 %

80

3,518 %

5,827 %

5,809 %

3,448 %

3,938 %

6,083 %

81

3,526 %

5,819 %

5,801 %

3,457 %

3,941 %

6,072 %

82

3,534 %

5,811 %

5,794 %

3,466 %

3,944 %

6,062 %

83

3,542 %

5,804 %

5,787 %

3,475 %

3,947 %

6,051 %

84

3,550 %

5,797 %

5,780 %

3,483 %

3,950 %

6,041 %

85

3,558 %

5,790 %

5,773 %

3,492 %

3,953 %

6,031 %

86

3,565 %

5,783 %

5,766 %

3,500 %

3,956 %

6,021 %

87

3,573 %

5,776 %

5,760 %

3,508 %

3,959 %

6,012 %

88

3,580 %

5,770 %

5,754 %

3,516 %

3,962 %

6,003 %

89

3,587 %

5,763 %

5,747 %

3,523 %

3,964 %

5,994 %

90

3,593 %

5,757 %

5,741 %

3,531 %

3,967 %

5,985 %

91

3,600 %

5,751 %

5,735 %

3,538 %

3,970 %

5,976 %

92

3,607 %

5,745 %

5,729 %

3,545 %

3,972 %

5,968 %

93

3,613 %

5,739 %

5,724 %

3,552 %

3,974 %

5,959 %

94

3,619 %

5,733 %

5,718 %

3,559 %

3,977 %

5,951 %

95

3,625 %

5,728 %

5,713 %

3,566 %

3,979 %

5,943 %

96

3,631 %

5,722 %

5,707 %

3,572 %

3,981 %

5,936 %

97

3,637 %

5,717 %

5,702 %

3,579 %

3,984 %

5,928 %

98

3,643 %

5,711 %

5,697 %

3,585 %

3,986 %

5,920 %

99

3,648 %

5,706 %

5,692 %

3,591 %

3,988 %

5,913 %

100

3,654 %

5,701 %

5,687 %

3,597 %

3,990 %

5,906 %

101

3,659 %

5,696 %

5,682 %

3,603 %

3,992 %

5,899 %

102

3,665 %

5,691 %

5,677 %

3,609 %

3,994 %

5,892 %

103

3,670 %

5,687 %

5,673 %

3,615 %

3,996 %

5,885 %

104

3,675 %

5,682 %

5,668 %

3,621 %

3,998 %

5,879 %

105

3,680 %

5,677 %

5,664 %

3,626 %

4,000 %

5,872 %

106

3,685 %

5,673 %

5,659 %

3,631 %

4,002 %

5,866 %

107

3,690 %

5,668 %

5,655 %

3,637 %

4,004 %

5,860 %

108

3,694 %

5,664 %

5,651 %

3,642 %

4,006 %

5,854 %

109

3,699 %

5,660 %

5,647 %

3,647 %

4,007 %

5,848 %

110

3,703 %

5,656 %

5,643 %

3,652 %

4,009 %

5,842 %

111

3,708 %

5,651 %

5,639 %

3,657 %

4,011 %

5,836 %

112

3,712 %

5,647 %

5,635 %

3,662 %

4,013 %

5,830 %

113

3,717 %

5,643 %

5,631 %

3,667 %

4,014 %

5,825 %

114

3,721 %

5,640 %

5,627 %

3,671 %

4,016 %

5,819 %

115

3,725 %

5,636 %

5,623 %

3,676 %

4,017 %

5,814 %

116

3,729 %

5,632 %

5,620 %

3,680 %

4,019 %

5,808 %

117

3,733 %

5,628 %

5,616 %

3,685 %

4,021 %

5,803 %

118

3,737 %

5,625 %

5,613 %

3,689 %

4,022 %

5,798 %

119

3,741 %

5,621 %

5,609 %

3,693 %

4,024 %

5,793 %

120

3,745 %

5,617 %

5,606 %

3,698 %

4,025 %

5,788 %

121

3,748 %

5,614 %

5,602 %

3,702 %

4,027 %

5,783 %

122

3,752 %

5,611 %

5,599 %

3,706 %

4,028 %

5,778 %

123

3,756 %

5,607 %

5,596 %

3,710 %

4,029 %

5,774 %

124

3,759 %

5,604 %

5,593 %

3,714 %

4,031 %

5,769 %

125

3,763 %

5,601 %

5,589 %

3,718 %

4,032 %

5,764 %

126

3,766 %

5,598 %

5,586 %

3,722 %

4,033 %

5,760 %

127

3,770 %

5,594 %

5,583 %

3,725 %

4,035 %

5,756 %

128

3,773 %

5,591 %

5,580 %

3,729 %

4,036 %

5,751 %

129

3,776 %

5,588 %

5,577 %

3,733 %

4,037 %

5,747 %

130

3,780 %

5,585 %

5,574 %

3,736 %

4,039 %

5,743 %

131

3,783 %

5,582 %

5,572 %

3,740 %

4,040 %

5,739 %

132

3,786 %

5,579 %

5,569 %

3,743 %

4,041 %

5,734 %

133

3,789 %

5,577 %

5,566 %

3,747 %

4,042 %

5,730 %

134

3,792 %

5,574 %

5,563 %

3,750 %

4,043 %

5,726 %

135

3,795 %

5,571 %

5,561 %

3,753 %

4,044 %

5,723 %

136

3,798 %

5,568 %

5,558 %

3,757 %

4,046 %

5,719 %

137

3,801 %

5,566 %

5,555 %

3,760 %

4,047 %

5,715 %

138

3,804 %

5,563 %

5,553 %

3,763 %

4,048 %

5,711 %

139

3,807 %

5,560 %

5,550 %

3,766 %

4,049 %

5,707 %

140

3,810 %

5,558 %

5,548 %

3,769 %

4,050 %

5,704 %

141

3,812 %

5,555 %

5,545 %

3,772 %

4,051 %

5,700 %

142

3,815 %

5,553 %

5,543 %

3,775 %

4,052 %

5,697 %

143

3,818 %

5,550 %

5,540 %

3,778 %

4,053 %

5,693 %

144

3,820 %

5,548 %

5,538 %

3,781 %

4,054 %

5,690 %

145

3,823 %

5,545 %

5,536 %

3,784 %

4,055 %

5,686 %

146

3,826 %

5,543 %

5,533 %

3,787 %

4,056 %

5,683 %

147

3,828 %

5,541 %

5,531 %

3,790 %

4,057 %

5,680 %

148

3,831 %

5,538 %

5,529 %

3,793 %

4,058 %

5,677 %

149

3,833 %

5,536 %

5,527 %

3,795 %

4,059 %

5,673 %

150

3,836 %

5,534 %

5,524 %

3,798 %

4,060 %

5,670 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 13,359 % | 1,974 % | 3,379 % | 10,945 % | 0,962 % | 1,117 % |
| 2 | 13,375 % | 1,969 % | 3,356 % | 10,340 % | 1,124 % | 1,074 % |
| 3 | 13,473 % | 2,052 % | 3,377 % | 10,009 % | 1,269 % | 1,072 % |
| 4 | 13,588 % | 2,178 % | 3,410 % | 9,809 % | 1,405 % | 1,092 % |
| 5 | 13,829 % | 2,297 % | 3,453 % | 9,665 % | 1,519 % | 1,120 % |
| 6 | 14,084 % | 2,352 % | 3,526 % | 9,527 % | 1,639 % | 1,145 % |
| 7 | 14,290 % | 2,367 % | 3,599 % | 9,432 % | 1,755 % | 1,170 % |
| 8 | 14,301 % | 2,444 % | 3,673 % | 9,311 % | 1,836 % | 1,195 % |
| 9 | 14,313 % | 2,498 % | 3,749 % | 9,283 % | 1,914 % | 1,222 % |
| 10 | 14,306 % | 2,618 % | 3,826 % | 9,258 % | 1,987 % | 1,248 % |
| 11 | 14,248 % | 2,736 % | 3,878 % | 9,204 % | 2,049 % | 1,273 % |
| 12 | 14,148 % | 2,837 % | 3,920 % | 9,125 % | 2,099 % | 1,293 % |
| 13 | 14,014 % | 2,923 % | 3,965 % | 9,031 % | 2,135 % | 1,307 % |
| 14 | 13,855 % | 2,998 % | 4,015 % | 8,924 % | 2,160 % | 1,313 % |
| 15 | 13,678 % | 3,064 % | 4,071 % | 8,811 % | 2,173 % | 1,314 % |
| 16 | 13,487 % | 3,123 % | 4,131 % | 8,692 % | 2,177 % | 1,309 % |
| 17 | 13,286 % | 3,175 % | 4,192 % | 8,571 % | 2,177 % | 1,306 % |
| 18 | 13,079 % | 3,223 % | 4,250 % | 8,450 % | 2,179 % | 1,309 % |
| 19 | 12,868 % | 3,266 % | 4,302 % | 8,329 % | 2,185 % | 1,322 % |
| 20 | 12,657 % | 3,305 % | 4,347 % | 8,209 % | 2,200 % | 1,347 % |
| 21 | 12,446 % | 3,341 % | 4,384 % | 8,092 % | 2,222 % | 1,384 % |
| 22 | 12,238 % | 3,374 % | 4,413 % | 7,977 % | 2,252 % | 1,430 % |
| 23 | 12,034 % | 3,404 % | 4,436 % | 7,865 % | 2,286 % | 1,483 % |
| 24 | 11,834 % | 3,433 % | 4,454 % | 7,757 % | 2,323 % | 1,540 % |
| 25 | 11,639 % | 3,459 % | 4,467 % | 7,653 % | 2,362 % | 1,600 % |
| 26 | 11,450 % | 3,484 % | 4,477 % | 7,552 % | 2,403 % | 1,661 % |
| 27 | 11,268 % | 3,507 % | 4,485 % | 7,455 % | 2,444 % | 1,722 % |
| 28 | 11,092 % | 3,528 % | 4,490 % | 7,362 % | 2,485 % | 1,783 % |
| 29 | 10,923 % | 3,549 % | 4,493 % | 7,273 % | 2,526 % | 1,842 % |
| 30 | 10,760 % | 3,568 % | 4,495 % | 7,187 % | 2,566 % | 1,901 % |
| 31 | 10,604 % | 3,586 % | 4,495 % | 7,104 % | 2,605 % | 1,958 % |
| 32 | 10,454 % | 3,603 % | 4,494 % | 7,026 % | 2,643 % | 2,014 % |
| 33 | 10,310 % | 3,619 % | 4,493 % | 6,950 % | 2,681 % | 2,068 % |
| 34 | 10,173 % | 3,634 % | 4,490 % | 6,878 % | 2,717 % | 2,120 % |
| 35 | 10,041 % | 3,649 % | 4,488 % | 6,809 % | 2,752 % | 2,171 % |
| 36 | 9,915 % | 3,663 % | 4,484 % | 6,742 % | 2,786 % | 2,220 % |
| 37 | 9,795 % | 3,676 % | 4,481 % | 6,679 % | 2,819 % | 2,267 % |
| 38 | 9,680 % | 3,688 % | 4,477 % | 6,618 % | 2,850 % | 2,312 % |
| 39 | 9,569 % | 3,700 % | 4,473 % | 6,560 % | 2,881 % | 2,355 % |
| 40 | 9,464 % | 3,712 % | 4,469 % | 6,504 % | 2,910 % | 2,397 % |
| 41 | 9,362 % | 3,723 % | 4,465 % | 6,450 % | 2,939 % | 2,438 % |
| 42 | 9,266 % | 3,733 % | 4,461 % | 6,399 % | 2,966 % | 2,477 % |
| 43 | 9,173 % | 3,743 % | 4,456 % | 6,350 % | 2,993 % | 2,514 % |
| 44 | 9,084 % | 3,753 % | 4,452 % | 6,302 % | 3,018 % | 2,550 % |
| 45 | 8,998 % | 3,762 % | 4,448 % | 6,257 % | 3,043 % | 2,585 % |
| 46 | 8,916 % | 3,771 % | 4,444 % | 6,213 % | 3,066 % | 2,618 % |
| 47 | 8,838 % | 3,780 % | 4,440 % | 6,171 % | 3,089 % | 2,650 % |
| 48 | 8,762 % | 3,788 % | 4,436 % | 6,131 % | 3,111 % | 2,681 % |
| 49 | 8,689 % | 3,796 % | 4,432 % | 6,092 % | 3,132 % | 2,711 % |
| 50 | 8,619 % | 3,804 % | 4,428 % | 6,055 % | 3,153 % | 2,740 % |
| 51 | 8,552 % | 3,811 % | 4,424 % | 6,019 % | 3,173 % | 2,767 % |
| 52 | 8,487 % | 3,818 % | 4,420 % | 5,984 % | 3,192 % | 2,794 % |
| 53 | 8,425 % | 3,825 % | 4,416 % | 5,951 % | 3,210 % | 2,820 % |
| 54 | 8,365 % | 3,832 % | 4,413 % | 5,918 % | 3,228 % | 2,845 % |
| 55 | 8,307 % | 3,838 % | 4,409 % | 5,887 % | 3,245 % | 2,869 % |
| 56 | 8,251 % | 3,844 % | 4,406 % | 5,857 % | 3,262 % | 2,892 % |
| 57 | 8,197 % | 3,850 % | 4,402 % | 5,828 % | 3,278 % | 2,915 % |
| 58 | 8,145 % | 3,856 % | 4,399 % | 5,800 % | 3,294 % | 2,937 % |
| 59 | 8,095 % | 3,862 % | 4,396 % | 5,773 % | 3,309 % | 2,958 % |
| 60 | 8,046 % | 3,867 % | 4,393 % | 5,747 % | 3,323 % | 2,978 % |
| 61 | 7,999 % | 3,872 % | 4,390 % | 5,722 % | 3,338 % | 2,998 % |
| 62 | 7,953 % | 3,878 % | 4,387 % | 5,697 % | 3,351 % | 3,017 % |
| 63 | 7,909 % | 3,883 % | 4,384 % | 5,673 % | 3,365 % | 3,036 % |
| 64 | 7,866 % | 3,887 % | 4,381 % | 5,650 % | 3,377 % | 3,054 % |
| 65 | 7,825 % | 3,892 % | 4,379 % | 5,628 % | 3,390 % | 3,071 % |
| 66 | 7,785 % | 3,897 % | 4,376 % | 5,606 % | 3,402 % | 3,088 % |
| 67 | 7,746 % | 3,901 % | 4,373 % | 5,585 % | 3,414 % | 3,104 % |
| 68 | 7,708 % | 3,905 % | 4,371 % | 5,565 % | 3,425 % | 3,120 % |
| 69 | 7,671 % | 3,910 % | 4,369 % | 5,545 % | 3,436 % | 3,136 % |
| 70 | 7,636 % | 3,914 % | 4,366 % | 5,525 % | 3,447 % | 3,151 % |
| 71 | 7,601 % | 3,918 % | 4,364 % | 5,507 % | 3,458 % | 3,166 % |
| 72 | 7,567 % | 3,921 % | 4,362 % | 5,488 % | 3,468 % | 3,180 % |
| 73 | 7,534 % | 3,925 % | 4,359 % | 5,471 % | 3,478 % | 3,194 % |
| 74 | 7,503 % | 3,929 % | 4,357 % | 5,453 % | 3,488 % | 3,207 % |
| 75 | 7,472 % | 3,932 % | 4,355 % | 5,437 % | 3,497 % | 3,220 % |
| 76 | 7,441 % | 3,936 % | 4,353 % | 5,420 % | 3,506 % | 3,233 % |
| 77 | 7,412 % | 3,939 % | 4,351 % | 5,404 % | 3,515 % | 3,246 % |
| 78 | 7,383 % | 3,942 % | 4,349 % | 5,389 % | 3,524 % | 3,258 % |
| 79 | 7,355 % | 3,946 % | 4,347 % | 5,374 % | 3,533 % | 3,270 % |
| 80 | 7,328 % | 3,949 % | 4,346 % | 5,359 % | 3,541 % | 3,281 % |
| 81 | 7,302 % | 3,952 % | 4,344 % | 5,345 % | 3,549 % | 3,293 % |
| 82 | 7,276 % | 3,955 % | 4,342 % | 5,331 % | 3,557 % | 3,304 % |
| 83 | 7,251 % | 3,958 % | 4,340 % | 5,317 % | 3,565 % | 3,314 % |
| 84 | 7,226 % | 3,961 % | 4,339 % | 5,304 % | 3,572 % | 3,325 % |
| 85 | 7,202 % | 3,963 % | 4,337 % | 5,291 % | 3,579 % | 3,335 % |
| 86 | 7,178 % | 3,966 % | 4,336 % | 5,278 % | 3,587 % | 3,345 % |
| 87 | 7,155 % | 3,969 % | 4,334 % | 5,265 % | 3,594 % | 3,355 % |
| 88 | 7,133 % | 3,971 % | 4,332 % | 5,253 % | 3,601 % | 3,364 % |
| 89 | 7,111 % | 3,974 % | 4,331 % | 5,241 % | 3,607 % | 3,374 % |
| 90 | 7,090 % | 3,976 % | 4,330 % | 5,230 % | 3,614 % | 3,383 % |
| 91 | 7,069 % | 3,979 % | 4,328 % | 5,218 % | 3,620 % | 3,392 % |
| 92 | 7,048 % | 3,981 % | 4,327 % | 5,207 % | 3,627 % | 3,401 % |
| 93 | 7,028 % | 3,984 % | 4,325 % | 5,196 % | 3,633 % | 3,409 % |
| 94 | 7,009 % | 3,986 % | 4,324 % | 5,186 % | 3,639 % | 3,418 % |
| 95 | 6,989 % | 3,988 % | 4,323 % | 5,175 % | 3,645 % | 3,426 % |
| 96 | 6,971 % | 3,990 % | 4,321 % | 5,165 % | 3,650 % | 3,434 % |
| 97 | 6,952 % | 3,993 % | 4,320 % | 5,155 % | 3,656 % | 3,442 % |
| 98 | 6,934 % | 3,995 % | 4,319 % | 5,145 % | 3,662 % | 3,449 % |
| 99 | 6,917 % | 3,997 % | 4,318 % | 5,136 % | 3,667 % | 3,457 % |
| 100 | 6,899 % | 3,999 % | 4,317 % | 5,126 % | 3,672 % | 3,464 % |
| 101 | 6,882 % | 4,001 % | 4,315 % | 5,117 % | 3,677 % | 3,472 % |
| 102 | 6,866 % | 4,003 % | 4,314 % | 5,108 % | 3,683 % | 3,479 % |
| 103 | 6,849 % | 4,005 % | 4,313 % | 5,099 % | 3,688 % | 3,486 % |
| 104 | 6,833 % | 4,006 % | 4,312 % | 5,090 % | 3,693 % | 3,493 % |
| 105 | 6,818 % | 4,008 % | 4,311 % | 5,082 % | 3,697 % | 3,499 % |
| 106 | 6,802 % | 4,010 % | 4,310 % | 5,074 % | 3,702 % | 3,506 % |
| 107 | 6,787 % | 4,012 % | 4,309 % | 5,065 % | 3,707 % | 3,512 % |
| 108 | 6,772 % | 4,014 % | 4,308 % | 5,057 % | 3,711 % | 3,519 % |
| 109 | 6,758 % | 4,015 % | 4,307 % | 5,049 % | 3,716 % | 3,525 % |
| 110 | 6,744 % | 4,017 % | 4,306 % | 5,042 % | 3,720 % | 3,531 % |
| 111 | 6,730 % | 4,019 % | 4,305 % | 5,034 % | 3,724 % | 3,537 % |
| 112 | 6,716 % | 4,020 % | 4,304 % | 5,027 % | 3,729 % | 3,543 % |
| 113 | 6,702 % | 4,022 % | 4,303 % | 5,019 % | 3,733 % | 3,549 % |
| 114 | 6,689 % | 4,023 % | 4,302 % | 5,012 % | 3,737 % | 3,554 % |
| 115 | 6,676 % | 4,025 % | 4,301 % | 5,005 % | 3,741 % | 3,560 % |
| 116 | 6,663 % | 4,026 % | 4,301 % | 4,998 % | 3,745 % | 3,565 % |
| 117 | 6,651 % | 4,028 % | 4,300 % | 4,991 % | 3,749 % | 3,571 % |
| 118 | 6,638 % | 4,029 % | 4,299 % | 4,984 % | 3,753 % | 3,576 % |
| 119 | 6,626 % | 4,031 % | 4,298 % | 4,978 % | 3,756 % | 3,581 % |
| 120 | 6,614 % | 4,032 % | 4,297 % | 4,971 % | 3,760 % | 3,587 % |
| 121 | 6,602 % | 4,034 % | 4,296 % | 4,965 % | 3,764 % | 3,592 % |
| 122 | 6,591 % | 4,035 % | 4,296 % | 4,959 % | 3,767 % | 3,597 % |
| 123 | 6,579 % | 4,036 % | 4,295 % | 4,952 % | 3,771 % | 3,601 % |
| 124 | 6,568 % | 4,038 % | 4,294 % | 4,946 % | 3,774 % | 3,606 % |
| 125 | 6,557 % | 4,039 % | 4,293 % | 4,940 % | 3,778 % | 3,611 % |
| 126 | 6,546 % | 4,040 % | 4,293 % | 4,934 % | 3,781 % | 3,616 % |
| 127 | 6,536 % | 4,041 % | 4,292 % | 4,929 % | 3,784 % | 3,620 % |
| 128 | 6,525 % | 4,043 % | 4,291 % | 4,923 % | 3,787 % | 3,625 % |
| 129 | 6,515 % | 4,044 % | 4,290 % | 4,917 % | 3,791 % | 3,629 % |
| 130 | 6,505 % | 4,045 % | 4,290 % | 4,912 % | 3,794 % | 3,634 % |
| 131 | 6,495 % | 4,046 % | 4,289 % | 4,906 % | 3,797 % | 3,638 % |
| 132 | 6,485 % | 4,047 % | 4,288 % | 4,901 % | 3,800 % | 3,642 % |
| 133 | 6,475 % | 4,049 % | 4,288 % | 4,896 % | 3,803 % | 3,646 % |
| 134 | 6,465 % | 4,050 % | 4,287 % | 4,890 % | 3,806 % | 3,650 % |
| 135 | 6,456 % | 4,051 % | 4,286 % | 4,885 % | 3,809 % | 3,655 % |
| 136 | 6,447 % | 4,052 % | 4,286 % | 4,880 % | 3,812 % | 3,659 % |
| 137 | 6,438 % | 4,053 % | 4,285 % | 4,875 % | 3,815 % | 3,662 % |
| 138 | 6,429 % | 4,054 % | 4,284 % | 4,870 % | 3,817 % | 3,666 % |
| 139 | 6,420 % | 4,055 % | 4,284 % | 4,866 % | 3,820 % | 3,670 % |
| 140 | 6,411 % | 4,056 % | 4,283 % | 4,861 % | 3,823 % | 3,674 % |
| 141 | 6,402 % | 4,057 % | 4,283 % | 4,856 % | 3,825 % | 3,678 % |
| 142 | 6,394 % | 4,058 % | 4,282 % | 4,851 % | 3,828 % | 3,681 % |
| 143 | 6,385 % | 4,059 % | 4,282 % | 4,847 % | 3,831 % | 3,685 % |
| 144 | 6,377 % | 4,060 % | 4,281 % | 4,842 % | 3,833 % | 3,689 % |
| 145 | 6,369 % | 4,061 % | 4,280 % | 4,838 % | 3,836 % | 3,692 % |
| 146 | 6,361 % | 4,062 % | 4,280 % | 4,834 % | 3,838 % | 3,696 % |
| 147 | 6,353 % | 4,063 % | 4,279 % | 4,829 % | 3,841 % | 3,699 % |
| 148 | 6,345 % | 4,064 % | 4,279 % | 4,825 % | 3,843 % | 3,702 % |
| 149 | 6,337 % | 4,065 % | 4,278 % | 4,821 % | 3,846 % | 3,706 % |
| 150 | 6,330 % | 4,066 % | 4,278 % | 4,817 % | 3,848 % | 3,709 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

13,359 %

1,974 %

3,379 %

10,945 %

0,962 %

1,117 %

2

13,375 %

1,969 %

3,356 %

10,340 %

1,124 %

1,074 %

3

13,473 %

2,052 %

3,377 %

10,009 %

1,269 %

1,072 %

4

13,588 %

2,178 %

3,410 %

9,809 %

1,405 %

1,092 %

5

13,829 %

2,297 %

3,453 %

9,665 %

1,519 %

1,120 %

6

14,084 %

2,352 %

3,526 %

9,527 %

1,639 %

1,145 %

7

14,290 %

2,367 %

3,599 %

9,432 %

1,755 %

1,170 %

8

14,301 %

2,444 %

3,673 %

9,311 %

1,836 %

1,195 %

9

14,313 %

2,498 %

3,749 %

9,283 %

1,914 %

1,222 %

10

14,306 %

2,618 %

3,826 %

9,258 %

1,987 %

1,248 %

11

14,248 %

2,736 %

3,878 %

9,204 %

2,049 %

1,273 %

12

14,148 %

2,837 %

3,920 %

9,125 %

2,099 %

1,293 %

13

14,014 %

2,923 %

3,965 %

9,031 %

2,135 %

1,307 %

14

13,855 %

2,998 %

4,015 %

8,924 %

2,160 %

1,313 %

15

13,678 %

3,064 %

4,071 %

8,811 %

2,173 %

1,314 %

16

13,487 %

3,123 %

4,131 %

8,692 %

2,177 %

1,309 %

17

13,286 %

3,175 %

4,192 %

8,571 %

2,177 %

1,306 %

18

13,079 %

3,223 %

4,250 %

8,450 %

2,179 %

1,309 %

19

12,868 %

3,266 %

4,302 %

8,329 %

2,185 %

1,322 %

20

12,657 %

3,305 %

4,347 %

8,209 %

2,200 %

1,347 %

21

12,446 %

3,341 %

4,384 %

8,092 %

2,222 %

1,384 %

22

12,238 %

3,374 %

4,413 %

7,977 %

2,252 %

1,430 %

23

12,034 %

3,404 %

4,436 %

7,865 %

2,286 %

1,483 %

24

11,834 %

3,433 %

4,454 %

7,757 %

2,323 %

1,540 %

25

11,639 %

3,459 %

4,467 %

7,653 %

2,362 %

1,600 %

26

11,450 %

3,484 %

4,477 %

7,552 %

2,403 %

1,661 %

27

11,268 %

3,507 %

4,485 %

7,455 %

2,444 %

1,722 %

28

11,092 %

3,528 %

4,490 %

7,362 %

2,485 %

1,783 %

29

10,923 %

3,549 %

4,493 %

7,273 %

2,526 %

1,842 %

30

10,760 %

3,568 %

4,495 %

7,187 %

2,566 %

1,901 %

31

10,604 %

3,586 %

4,495 %

7,104 %

2,605 %

1,958 %

32

10,454 %

3,603 %

4,494 %

7,026 %

2,643 %

2,014 %

33

10,310 %

3,619 %

4,493 %

6,950 %

2,681 %

2,068 %

34

10,173 %

3,634 %

4,490 %

6,878 %

2,717 %

2,120 %

35

10,041 %

3,649 %

4,488 %

6,809 %

2,752 %

2,171 %

36

9,915 %

3,663 %

4,484 %

6,742 %

2,786 %

2,220 %

37

9,795 %

3,676 %

4,481 %

6,679 %

2,819 %

2,267 %

38

9,680 %

3,688 %

4,477 %

6,618 %

2,850 %

2,312 %

39

9,569 %

3,700 %

4,473 %

6,560 %

2,881 %

2,355 %

40

9,464 %

3,712 %

4,469 %

6,504 %

2,910 %

2,397 %

41

9,362 %

3,723 %

4,465 %

6,450 %

2,939 %

2,438 %

42

9,266 %

3,733 %

4,461 %

6,399 %

2,966 %

2,477 %

43

9,173 %

3,743 %

4,456 %

6,350 %

2,993 %

2,514 %

44

9,084 %

3,753 %

4,452 %

6,302 %

3,018 %

2,550 %

45

8,998 %

3,762 %

4,448 %

6,257 %

3,043 %

2,585 %

46

8,916 %

3,771 %

4,444 %

6,213 %

3,066 %

2,618 %

47

8,838 %

3,780 %

4,440 %

6,171 %

3,089 %

2,650 %

48

8,762 %

3,788 %

4,436 %

6,131 %

3,111 %

2,681 %

49

8,689 %

3,796 %

4,432 %

6,092 %

3,132 %

2,711 %

50

8,619 %

3,804 %

4,428 %

6,055 %

3,153 %

2,740 %

51

8,552 %

3,811 %

4,424 %

6,019 %

3,173 %

2,767 %

52

8,487 %

3,818 %

4,420 %

5,984 %

3,192 %

2,794 %

53

8,425 %

3,825 %

4,416 %

5,951 %

3,210 %

2,820 %

54

8,365 %

3,832 %

4,413 %

5,918 %

3,228 %

2,845 %

55

8,307 %

3,838 %

4,409 %

5,887 %

3,245 %

2,869 %

56

8,251 %

3,844 %

4,406 %

5,857 %

3,262 %

2,892 %

57

8,197 %

3,850 %

4,402 %

5,828 %

3,278 %

2,915 %

58

8,145 %

3,856 %

4,399 %

5,800 %

3,294 %

2,937 %

59

8,095 %

3,862 %

4,396 %

5,773 %

3,309 %

2,958 %

60

8,046 %

3,867 %

4,393 %

5,747 %

3,323 %

2,978 %

61

7,999 %

3,872 %

4,390 %

5,722 %

3,338 %

2,998 %

62

7,953 %

3,878 %

4,387 %

5,697 %

3,351 %

3,017 %

63

7,909 %

3,883 %

4,384 %

5,673 %

3,365 %

3,036 %

64

7,866 %

3,887 %

4,381 %

5,650 %

3,377 %

3,054 %

65

7,825 %

3,892 %

4,379 %

5,628 %

3,390 %

3,071 %

66

7,785 %

3,897 %

4,376 %

5,606 %

3,402 %

3,088 %

67

7,746 %

3,901 %

4,373 %

5,585 %

3,414 %

3,104 %

68

7,708 %

3,905 %

4,371 %

5,565 %

3,425 %

3,120 %

69

7,671 %

3,910 %

4,369 %

5,545 %

3,436 %

3,136 %

70

7,636 %

3,914 %

4,366 %

5,525 %

3,447 %

3,151 %

71

7,601 %

3,918 %

4,364 %

5,507 %

3,458 %

3,166 %

72

7,567 %

3,921 %

4,362 %

5,488 %

3,468 %

3,180 %

73

7,534 %

3,925 %

4,359 %

5,471 %

3,478 %

3,194 %

74

7,503 %

3,929 %

4,357 %

5,453 %

3,488 %

3,207 %

75

7,472 %

3,932 %

4,355 %

5,437 %

3,497 %

3,220 %

76

7,441 %

3,936 %

4,353 %

5,420 %

3,506 %

3,233 %

77

7,412 %

3,939 %

4,351 %

5,404 %

3,515 %

3,246 %

78

7,383 %

3,942 %

4,349 %

5,389 %

3,524 %

3,258 %

79

7,355 %

3,946 %

4,347 %

5,374 %

3,533 %

3,270 %

80

7,328 %

3,949 %

4,346 %

5,359 %

3,541 %

3,281 %

81

7,302 %

3,952 %

4,344 %

5,345 %

3,549 %

3,293 %

82

7,276 %

3,955 %

4,342 %

5,331 %

3,557 %

3,304 %

83

7,251 %

3,958 %

4,340 %

5,317 %

3,565 %

3,314 %

84

7,226 %

3,961 %

4,339 %

5,304 %

3,572 %

3,325 %

85

7,202 %

3,963 %

4,337 %

5,291 %

3,579 %

3,335 %

86

7,178 %

3,966 %

4,336 %

5,278 %

3,587 %

3,345 %

87

7,155 %

3,969 %

4,334 %

5,265 %

3,594 %

3,355 %

88

7,133 %

3,971 %

4,332 %

5,253 %

3,601 %

3,364 %

89

7,111 %

3,974 %

4,331 %

5,241 %

3,607 %

3,374 %

90

7,090 %

3,976 %

4,330 %

5,230 %

3,614 %

3,383 %

91

7,069 %

3,979 %

4,328 %

5,218 %

3,620 %

3,392 %

92

7,048 %

3,981 %

4,327 %

5,207 %

3,627 %

3,401 %

93

7,028 %

3,984 %

4,325 %

5,196 %

3,633 %

3,409 %

94

7,009 %

3,986 %

4,324 %

5,186 %

3,639 %

3,418 %

95

6,989 %

3,988 %

4,323 %

5,175 %

3,645 %

3,426 %

96

6,971 %

3,990 %

4,321 %

5,165 %

3,650 %

3,434 %

97

6,952 %

3,993 %

4,320 %

5,155 %

3,656 %

3,442 %

98

6,934 %

3,995 %

4,319 %

5,145 %

3,662 %

3,449 %

99

6,917 %

3,997 %

4,318 %

5,136 %

3,667 %

3,457 %

100

6,899 %

3,999 %

4,317 %

5,126 %

3,672 %

3,464 %

101

6,882 %

4,001 %

4,315 %

5,117 %

3,677 %

3,472 %

102

6,866 %

4,003 %

4,314 %

5,108 %

3,683 %

3,479 %

103

6,849 %

4,005 %

4,313 %

5,099 %

3,688 %

3,486 %

104

6,833 %

4,006 %

4,312 %

5,090 %

3,693 %

3,493 %

105

6,818 %

4,008 %

4,311 %

5,082 %

3,697 %

3,499 %

106

6,802 %

4,010 %

4,310 %

5,074 %

3,702 %

3,506 %

107

6,787 %

4,012 %

4,309 %

5,065 %

3,707 %

3,512 %

108

6,772 %

4,014 %

4,308 %

5,057 %

3,711 %

3,519 %

109

6,758 %

4,015 %

4,307 %

5,049 %

3,716 %

3,525 %

110

6,744 %

4,017 %

4,306 %

5,042 %

3,720 %

3,531 %

111

6,730 %

4,019 %

4,305 %

5,034 %

3,724 %

3,537 %

112

6,716 %

4,020 %

4,304 %

5,027 %

3,729 %

3,543 %

113

6,702 %

4,022 %

4,303 %

5,019 %

3,733 %

3,549 %

114

6,689 %

4,023 %

4,302 %

5,012 %

3,737 %

3,554 %

115

6,676 %

4,025 %

4,301 %

5,005 %

3,741 %

3,560 %

116

6,663 %

4,026 %

4,301 %

4,998 %

3,745 %

3,565 %

117

6,651 %

4,028 %

4,300 %

4,991 %

3,749 %

3,571 %

118

6,638 %

4,029 %

4,299 %

4,984 %

3,753 %

3,576 %

119

6,626 %

4,031 %

4,298 %

4,978 %

3,756 %

3,581 %

120

6,614 %

4,032 %

4,297 %

4,971 %

3,760 %

3,587 %

121

6,602 %

4,034 %

4,296 %

4,965 %

3,764 %

3,592 %

122

6,591 %

4,035 %

4,296 %

4,959 %

3,767 %

3,597 %

123

6,579 %

4,036 %

4,295 %

4,952 %

3,771 %

3,601 %

124

6,568 %

4,038 %

4,294 %

4,946 %

3,774 %

3,606 %

125

6,557 %

4,039 %

4,293 %

4,940 %

3,778 %

3,611 %

126

6,546 %

4,040 %

4,293 %

4,934 %

3,781 %

3,616 %

127

6,536 %

4,041 %

4,292 %

4,929 %

3,784 %

3,620 %

128

6,525 %

4,043 %

4,291 %

4,923 %

3,787 %

3,625 %

129

6,515 %

4,044 %

4,290 %

4,917 %

3,791 %

3,629 %

130

6,505 %

4,045 %

4,290 %

4,912 %

3,794 %

3,634 %

131

6,495 %

4,046 %

4,289 %

4,906 %

3,797 %

3,638 %

132

6,485 %

4,047 %

4,288 %

4,901 %

3,800 %

3,642 %

133

6,475 %

4,049 %

4,288 %

4,896 %

3,803 %

3,646 %

134

6,465 %

4,050 %

4,287 %

4,890 %

3,806 %

3,650 %

135

6,456 %

4,051 %

4,286 %

4,885 %

3,809 %

3,655 %

136

6,447 %

4,052 %

4,286 %

4,880 %

3,812 %

3,659 %

137

6,438 %

4,053 %

4,285 %

4,875 %

3,815 %

3,662 %

138

6,429 %

4,054 %

4,284 %

4,870 %

3,817 %

3,666 %

139

6,420 %

4,055 %

4,284 %

4,866 %

3,820 %

3,670 %

140

6,411 %

4,056 %

4,283 %

4,861 %

3,823 %

3,674 %

141

6,402 %

4,057 %

4,283 %

4,856 %

3,825 %

3,678 %

142

6,394 %

4,058 %

4,282 %

4,851 %

3,828 %

3,681 %

143

6,385 %

4,059 %

4,282 %

4,847 %

3,831 %

3,685 %

144

6,377 %

4,060 %

4,281 %

4,842 %

3,833 %

3,689 %

145

6,369 %

4,061 %

4,280 %

4,838 %

3,836 %

3,692 %

146

6,361 %

4,062 %

4,280 %

4,834 %

3,838 %

3,696 %

147

6,353 %

4,063 %

4,279 %

4,829 %

3,841 %

3,699 %

148

6,345 %

4,064 %

4,279 %

4,825 %

3,843 %

3,702 %

149

6,337 %

4,065 %

4,278 %

4,821 %

3,846 %

3,706 %

150

6,330 %

4,066 %

4,278 %

4,817 %

3,848 %

3,709 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 10,950 % | 0,641 % | – 0,146 % |
| 2 | 10,723 % | 0,743 % | – 0,215 % |
| 3 | 10,666 % | 0,851 % | – 0,227 % |
| 4 | 10,646 % | 0,965 % | – 0,209 % |
| 5 | 10,640 % | 1,080 % | – 0,174 % |
| 6 | 10,600 % | 1,196 % | – 0,131 % |
| 7 | 10,541 % | 1,306 % | – 0,088 % |
| 8 | 10,477 % | 1,404 % | – 0,044 % |
| 9 | 10,406 % | 1,489 % | 0,000 % |
| 10 | 10,320 % | 1,569 % | 0,044 % |
| 11 | 10,217 % | 1,637 % | 0,087 % |
| 12 | 10,102 % | 1,705 % | 0,130 % |
| 13 | 9,979 % | 1,765 % | 0,172 % |
| 14 | 9,851 % | 1,812 % | 0,213 % |
| 15 | 9,720 % | 1,851 % | 0,251 % |
| 16 | 9,589 % | 1,887 % | 0,288 % |
| 17 | 9,459 % | 1,920 % | 0,320 % |
| 18 | 9,331 % | 1,951 % | 0,351 % |
| 19 | 9,205 % | 1,977 % | 0,378 % |
| 20 | 9,083 % | 2,000 % | 0,403 % |
| 21 | 8,964 % | 2,019 % | 0,426 % |
| 22 | 8,849 % | 2,035 % | 0,445 % |
| 23 | 8,738 % | 2,049 % | 0,460 % |
| 24 | 8,631 % | 2,061 % | 0,471 % |
| 25 | 8,528 % | 2,073 % | 0,478 % |
| 26 | 8,429 % | 2,085 % | 0,480 % |
| 27 | 8,334 % | 2,095 % | 0,481 % |
| 28 | 8,243 % | 2,105 % | 0,485 % |
| 29 | 8,156 % | 2,112 % | 0,494 % |
| 30 | 8,073 % | 2,116 % | 0,510 % |
| 31 | 7,993 % | 2,118 % | 0,534 % |
| 32 | 7,917 % | 2,119 % | 0,565 % |
| 33 | 7,844 % | 2,119 % | 0,601 % |
| 34 | 7,774 % | 2,120 % | 0,640 % |
| 35 | 7,707 % | 2,121 % | 0,682 % |
| 36 | 7,643 % | 2,124 % | 0,725 % |
| 37 | 7,582 % | 2,127 % | 0,769 % |
| 38 | 7,524 % | 2,128 % | 0,814 % |
| 39 | 7,467 % | 2,128 % | 0,858 % |
| 40 | 7,414 % | 2,124 % | 0,903 % |
| 41 | 7,362 % | 2,118 % | 0,947 % |
| 42 | 7,313 % | 2,109 % | 0,990 % |
| 43 | 7,266 % | 2,100 % | 1,032 % |
| 44 | 7,220 % | 2,092 % | 1,074 % |
| 45 | 7,177 % | 2,085 % | 1,114 % |
| 46 | 7,135 % | 2,080 % | 1,154 % |
| 47 | 7,094 % | 2,078 % | 1,193 % |
| 48 | 7,056 % | 2,079 % | 1,230 % |
| 49 | 7,018 % | 2,084 % | 1,266 % |
| 50 | 6,982 % | 2,092 % | 1,302 % |
| 51 | 6,948 % | 2,104 % | 1,336 % |
| 52 | 6,915 % | 2,119 % | 1,370 % |
| 53 | 6,883 % | 2,137 % | 1,402 % |
| 54 | 6,852 % | 2,156 % | 1,433 % |
| 55 | 6,822 % | 2,177 % | 1,464 % |
| 56 | 6,793 % | 2,200 % | 1,493 % |
| 57 | 6,765 % | 2,223 % | 1,522 % |
| 58 | 6,738 % | 2,246 % | 1,550 % |
| 59 | 6,712 % | 2,270 % | 1,577 % |
| 60 | 6,687 % | 2,295 % | 1,603 % |
| 61 | 6,663 % | 2,319 % | 1,629 % |
| 62 | 6,639 % | 2,344 % | 1,653 % |
| 63 | 6,616 % | 2,368 % | 1,677 % |
| 64 | 6,594 % | 2,392 % | 1,700 % |
| 65 | 6,572 % | 2,416 % | 1,723 % |
| 66 | 6,552 % | 2,439 % | 1,745 % |
| 67 | 6,531 % | 2,463 % | 1,766 % |
| 68 | 6,512 % | 2,486 % | 1,787 % |
| 69 | 6,493 % | 2,508 % | 1,807 % |
| 70 | 6,474 % | 2,530 % | 1,827 % |
| 71 | 6,456 % | 2,552 % | 1,846 % |
| 72 | 6,439 % | 2,573 % | 1,864 % |
| 73 | 6,422 % | 2,594 % | 1,882 % |
| 74 | 6,405 % | 2,615 % | 1,900 % |
| 75 | 6,389 % | 2,635 % | 1,917 % |
| 76 | 6,373 % | 2,654 % | 1,934 % |
| 77 | 6,358 % | 2,673 % | 1,950 % |
| 78 | 6,343 % | 2,692 % | 1,966 % |
| 79 | 6,328 % | 2,711 % | 1,982 % |
| 80 | 6,314 % | 2,729 % | 1,997 % |
| 81 | 6,300 % | 2,746 % | 2,011 % |
| 82 | 6,287 % | 2,764 % | 2,026 % |
| 83 | 6,274 % | 2,780 % | 2,040 % |
| 84 | 6,261 % | 2,797 % | 2,054 % |
| 85 | 6,248 % | 2,813 % | 2,067 % |
| 86 | 6,236 % | 2,829 % | 2,080 % |
| 87 | 6,224 % | 2,844 % | 2,093 % |
| 88 | 6,212 % | 2,860 % | 2,105 % |
| 89 | 6,201 % | 2,874 % | 2,118 % |
| 90 | 6,190 % | 2,889 % | 2,130 % |
| 91 | 6,179 % | 2,903 % | 2,141 % |
| 92 | 6,168 % | 2,917 % | 2,153 % |
| 93 | 6,158 % | 2,931 % | 2,164 % |
| 94 | 6,148 % | 2,944 % | 2,175 % |
| 95 | 6,138 % | 2,957 % | 2,186 % |
| 96 | 6,128 % | 2,970 % | 2,196 % |
| 97 | 6,118 % | 2,982 % | 2,206 % |
| 98 | 6,109 % | 2,995 % | 2,216 % |
| 99 | 6,100 % | 3,007 % | 2,226 % |
| 100 | 6,090 % | 3,019 % | 2,236 % |
| 101 | 6,082 % | 3,030 % | 2,246 % |
| 102 | 6,073 % | 3,042 % | 2,255 % |
| 103 | 6,064 % | 3,053 % | 2,264 % |
| 104 | 6,056 % | 3,064 % | 2,273 % |
| 105 | 6,048 % | 3,075 % | 2,282 % |
| 106 | 6,040 % | 3,085 % | 2,290 % |
| 107 | 6,032 % | 3,095 % | 2,299 % |
| 108 | 6,024 % | 3,106 % | 2,307 % |
| 109 | 6,017 % | 3,116 % | 2,315 % |
| 110 | 6,009 % | 3,125 % | 2,323 % |
| 111 | 6,002 % | 3,135 % | 2,331 % |
| 112 | 5,995 % | 3,144 % | 2,339 % |
| 113 | 5,988 % | 3,154 % | 2,346 % |
| 114 | 5,981 % | 3,163 % | 2,354 % |
| 115 | 5,974 % | 3,172 % | 2,361 % |
| 116 | 5,967 % | 3,181 % | 2,368 % |
| 117 | 5,961 % | 3,189 % | 2,376 % |
| 118 | 5,954 % | 3,198 % | 2,382 % |
| 119 | 5,948 % | 3,206 % | 2,389 % |
| 120 | 5,942 % | 3,214 % | 2,396 % |
| 121 | 5,935 % | 3,223 % | 2,403 % |
| 122 | 5,929 % | 3,231 % | 2,409 % |
| 123 | 5,923 % | 3,238 % | 2,416 % |
| 124 | 5,918 % | 3,246 % | 2,422 % |
| 125 | 5,912 % | 3,254 % | 2,428 % |
| 126 | 5,906 % | 3,261 % | 2,434 % |
| 127 | 5,901 % | 3,269 % | 2,440 % |
| 128 | 5,895 % | 3,276 % | 2,446 % |
| 129 | 5,890 % | 3,283 % | 2,452 % |
| 130 | 5,884 % | 3,290 % | 2,458 % |
| 131 | 5,879 % | 3,297 % | 2,463 % |
| 132 | 5,874 % | 3,304 % | 2,469 % |
| 133 | 5,869 % | 3,310 % | 2,474 % |
| 134 | 5,864 % | 3,317 % | 2,480 % |
| 135 | 5,859 % | 3,323 % | 2,485 % |
| 136 | 5,854 % | 3,330 % | 2,490 % |
| 137 | 5,849 % | 3,336 % | 2,495 % |
| 138 | 5,845 % | 3,342 % | 2,501 % |
| 139 | 5,840 % | 3,349 % | 2,506 % |
| 140 | 5,835 % | 3,355 % | 2,511 % |
| 141 | 5,831 % | 3,361 % | 2,515 % |
| 142 | 5,826 % | 3,367 % | 2,520 % |
| 143 | 5,822 % | 3,372 % | 2,525 % |
| 144 | 5,818 % | 3,378 % | 2,530 % |
| 145 | 5,813 % | 3,384 % | 2,534 % |
| 146 | 5,809 % | 3,389 % | 2,539 % |
| 147 | 5,805 % | 3,395 % | 2,543 % |
| 148 | 5,801 % | 3,400 % | 2,548 % |
| 149 | 5,797 % | 3,406 % | 2,552 % |
| 150 | 5,793 % | 3,411 % | 2,556 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

10,950 %

0,641 %

– 0,146 %

2

10,723 %

0,743 %

– 0,215 %

3

10,666 %

0,851 %

– 0,227 %

4

10,646 %

0,965 %

– 0,209 %

5

10,640 %

1,080 %

– 0,174 %

6

10,600 %

1,196 %

– 0,131 %

7

10,541 %

1,306 %

– 0,088 %

8

10,477 %

1,404 %

– 0,044 %

9

10,406 %

1,489 %

0,000 %

10

10,320 %

1,569 %

0,044 %

11

10,217 %

1,637 %

0,087 %

12

10,102 %

1,705 %

0,130 %

13

9,979 %

1,765 %

0,172 %

14

9,851 %

1,812 %

0,213 %

15

9,720 %

1,851 %

0,251 %

16

9,589 %

1,887 %

0,288 %

17

9,459 %

1,920 %

0,320 %

18

9,331 %

1,951 %

0,351 %

19

9,205 %

1,977 %

0,378 %

20

9,083 %

2,000 %

0,403 %

21

8,964 %

2,019 %

0,426 %

22

8,849 %

2,035 %

0,445 %

23

8,738 %

2,049 %

0,460 %

24

8,631 %

2,061 %

0,471 %

25

8,528 %

2,073 %

0,478 %

26

8,429 %

2,085 %

0,480 %

27

8,334 %

2,095 %

0,481 %

28

8,243 %

2,105 %

0,485 %

29

8,156 %

2,112 %

0,494 %

30

8,073 %

2,116 %

0,510 %

31

7,993 %

2,118 %

0,534 %

32

7,917 %

2,119 %

0,565 %

33

7,844 %

2,119 %

0,601 %

34

7,774 %

2,120 %

0,640 %

35

7,707 %

2,121 %

0,682 %

36

7,643 %

2,124 %

0,725 %

37

7,582 %

2,127 %

0,769 %

38

7,524 %

2,128 %

0,814 %

39

7,467 %

2,128 %

0,858 %

40

7,414 %

2,124 %

0,903 %

41

7,362 %

2,118 %

0,947 %

42

7,313 %

2,109 %

0,990 %

43

7,266 %

2,100 %

1,032 %

44

7,220 %

2,092 %

1,074 %

45

7,177 %

2,085 %

1,114 %

46

7,135 %

2,080 %

1,154 %

47

7,094 %

2,078 %

1,193 %

48

7,056 %

2,079 %

1,230 %

49

7,018 %

2,084 %

1,266 %

50

6,982 %

2,092 %

1,302 %

51

6,948 %

2,104 %

1,336 %

52

6,915 %

2,119 %

1,370 %

53

6,883 %

2,137 %

1,402 %

54

6,852 %

2,156 %

1,433 %

55

6,822 %

2,177 %

1,464 %

56

6,793 %

2,200 %

1,493 %

57

6,765 %

2,223 %

1,522 %

58

6,738 %

2,246 %

1,550 %

59

6,712 %

2,270 %

1,577 %

60

6,687 %

2,295 %

1,603 %

61

6,663 %

2,319 %

1,629 %

62

6,639 %

2,344 %

1,653 %

63

6,616 %

2,368 %

1,677 %

64

6,594 %

2,392 %

1,700 %

65

6,572 %

2,416 %

1,723 %

66

6,552 %

2,439 %

1,745 %

67

6,531 %

2,463 %

1,766 %

68

6,512 %

2,486 %

1,787 %

69

6,493 %

2,508 %

1,807 %

70

6,474 %

2,530 %

1,827 %

71

6,456 %

2,552 %

1,846 %

72

6,439 %

2,573 %

1,864 %

73

6,422 %

2,594 %

1,882 %

74

6,405 %

2,615 %

1,900 %

75

6,389 %

2,635 %

1,917 %

76

6,373 %

2,654 %

1,934 %

77

6,358 %

2,673 %

1,950 %

78

6,343 %

2,692 %

1,966 %

79

6,328 %

2,711 %

1,982 %

80

6,314 %

2,729 %

1,997 %

81

6,300 %

2,746 %

2,011 %

82

6,287 %

2,764 %

2,026 %

83

6,274 %

2,780 %

2,040 %

84

6,261 %

2,797 %

2,054 %

85

6,248 %

2,813 %

2,067 %

86

6,236 %

2,829 %

2,080 %

87

6,224 %

2,844 %

2,093 %

88

6,212 %

2,860 %

2,105 %

89

6,201 %

2,874 %

2,118 %

90

6,190 %

2,889 %

2,130 %

91

6,179 %

2,903 %

2,141 %

92

6,168 %

2,917 %

2,153 %

93

6,158 %

2,931 %

2,164 %

94

6,148 %

2,944 %

2,175 %

95

6,138 %

2,957 %

2,186 %

96

6,128 %

2,970 %

2,196 %

97

6,118 %

2,982 %

2,206 %

98

6,109 %

2,995 %

2,216 %

99

6,100 %

3,007 %

2,226 %

100

6,090 %

3,019 %

2,236 %

101

6,082 %

3,030 %

2,246 %

102

6,073 %

3,042 %

2,255 %

103

6,064 %

3,053 %

2,264 %

104

6,056 %

3,064 %

2,273 %

105

6,048 %

3,075 %

2,282 %

106

6,040 %

3,085 %

2,290 %

107

6,032 %

3,095 %

2,299 %

108

6,024 %

3,106 %

2,307 %

109

6,017 %

3,116 %

2,315 %

110

6,009 %

3,125 %

2,323 %

111

6,002 %

3,135 %

2,331 %

112

5,995 %

3,144 %

2,339 %

113

5,988 %

3,154 %

2,346 %

114

5,981 %

3,163 %

2,354 %

115

5,974 %

3,172 %

2,361 %

116

5,967 %

3,181 %

2,368 %

117

5,961 %

3,189 %

2,376 %

118

5,954 %

3,198 %

2,382 %

119

5,948 %

3,206 %

2,389 %

120

5,942 %

3,214 %

2,396 %

121

5,935 %

3,223 %

2,403 %

122

5,929 %

3,231 %

2,409 %

123

5,923 %

3,238 %

2,416 %

124

5,918 %

3,246 %

2,422 %

125

5,912 %

3,254 %

2,428 %

126

5,906 %

3,261 %

2,434 %

127

5,901 %

3,269 %

2,440 %

128

5,895 %

3,276 %

2,446 %

129

5,890 %

3,283 %

2,452 %

130

5,884 %

3,290 %

2,458 %

131

5,879 %

3,297 %

2,463 %

132

5,874 %

3,304 %

2,469 %

133

5,869 %

3,310 %

2,474 %

134

5,864 %

3,317 %

2,480 %

135

5,859 %

3,323 %

2,485 %

136

5,854 %

3,330 %

2,490 %

137

5,849 %

3,336 %

2,495 %

138

5,845 %

3,342 %

2,501 %

139

5,840 %

3,349 %

2,506 %

140

5,835 %

3,355 %

2,511 %

141

5,831 %

3,361 %

2,515 %

142

5,826 %

3,367 %

2,520 %

143

5,822 %

3,372 %

2,525 %

144

5,818 %

3,378 %

2,530 %

145

5,813 %

3,384 %

2,534 %

146

5,809 %

3,389 %

2,539 %

147

5,805 %

3,395 %

2,543 %

148

5,801 %

3,400 %

2,548 %

149

5,797 %

3,406 %

2,552 %

150

5,793 %

3,411 %

2,556 %

---

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 | 437 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 261 | 1 |
| 3 | 0 | 2 | 49 | 5 | 4 | 225 | 1 |
| 4 | 0 | 4 | 52 | 5 | 5 | 197 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 178 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 175 | 0 |
| 7 | 3 | 7 | 62 | 6 | 11 | 171 | 0 |
| 8 | 4 | 8 | 64 | 5 | 13 | 177 | 0 |
| 9 | 4 | 9 | 65 | 5 | 15 | 179 | 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

437

2

2

0

0

43

5

2

261

1

3

0

2

49

5

4

225

1

4

0

4

52

5

5

197

1

5

1

5

56

5

7

178

0

6

2

6

59

5

9

175

0

7

3

7

62

6

11

171

0

8

4

8

64

5

13

177

0

9

4

9

65

5

15

179

0

10

4

9

68

6

16

181

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 437 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 229 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 197 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 178 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 175 | 4 | 33 |
| 7 | 7 | 0 | 0 | 0 | 171 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 177 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 179 | 0 | 34 |
| 10 | 9 | 1 | 3 | 0 | 181 | 4 | 35 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

437

4

19

2

0

0

0

0

261

4

26

3

2

0

0

0

229

4

29

4

4

0

0

0

197

4

30

5

5

0

0

0

178

4

31

6

6

0

0

0

175

4

33

7

7

0

0

0

171

4

33

8

8

1

2

0

177

2

34

9

9

1

3

0

179

0

34

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 | 26 | 0 | 46 |
| 3 | 18 | 16 | 16 | 0 | 29 | 0 | 51 |
| 4 | 20 | 18 | 18 | 0 | 30 | 0 | 51 |
| 5 | 22 | 20 | 20 | 0 | 31 | 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 | 34 | 1 | 52 |
| 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

26

0

46

3

18

16

16

0

29

0

51

4

20

18

18

0

30

0

51

5

22

20

20

0

31

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

34

1

52

10

28

26

26

3

35

1

50

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

Duration (in years)

Rumania

Slovakia

Slovenia

Spain

Sweden

United Kingdom

Liechtenstein

1

10

14

21

6

0

0

0

2

19

18

25

13

0

0

0

3

22

21

30

16

0

0

0

4

23

23

34

18

0

0

0

5

24

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

28

28

44

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 | 3 | 40 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 44 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 46 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 6 | 41 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 |

Duration (in years)

Norway

Australia

Brazil

Canada

Chile

China

Colombia

1

0

0

12

0

17

0

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

3

40

6

0

0

12

0

15

3

44

7

0

0

12

0

14

4

46

8

0

0

12

0

15

8

44

9

0

0

12

0

16

6

41

10

0

0

12

0

13

5

44

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

Duration (in years)

Hong Kong

India

Japan

Malaysia

Mexico

New Zealand

Russia

1

0

9

0

0

10

0

0

2

0

9

0

0

10

0

0

3

0

9

0

0

10

0

0

4

0

9

0

0

10

0

1

5

0

9

0

0

10

0

3

6

0

9

0

0

10

0

6

7

0

9

0

0

10

0

9

8

0

9

0

0

10

0

13

9

0

9

1

0

10

0

20

10

0

9

1

0

10

0

20

| Duration (in years) | Singapore | South Africa | South Korea | Thailand | Taiwan | United States |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 0 | 4 | 0 |
| 2 | 0 | 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

3

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 | 245 | 601 | 1 505 |
| 2 | 6 | 22 | 49 | 132 | 245 | 601 | 1 200 |
| 3 | 7 | 24 | 50 | 123 | 241 | 597 | 966 |
| 4 | 8 | 27 | 52 | 124 | 240 | 595 | 789 |
| 5 | 10 | 29 | 58 | 127 | 240 | 595 | 654 |
| 6 | 11 | 32 | 61 | 131 | 240 | 595 | 595 |
| 7 | 12 | 34 | 63 | 133 | 240 | 595 | 595 |
| 8 | 12 | 35 | 62 | 131 | 240 | 595 | 595 |
| 9 | 12 | 36 | 62 | 129 | 240 | 595 | 595 |
| 10 | 13 | 37 | 62 | 129 | 240 | 595 | 595 |
| 11 | 13 | 38 | 62 | 129 | 240 | 595 | 595 |
| 12 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 13 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 14 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 15 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 16 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 17 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 18 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 19 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 20 | 14 | 40 | 62 | 129 | 240 | 595 | 595 |
| 21 | 15 | 40 | 62 | 129 | 240 | 595 | 595 |
| 22 | 15 | 40 | 62 | 129 | 240 | 595 | 595 |
| 23 | 16 | 40 | 62 | 129 | 240 | 595 | 595 |
| 24 | 16 | 40 | 62 | 129 | 240 | 595 | 595 |
| 25 | 17 | 40 | 62 | 129 | 240 | 595 | 595 |
| 26 | 18 | 40 | 62 | 129 | 240 | 595 | 595 |
| 27 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 28 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 29 | 19 | 40 | 62 | 129 | 240 | 595 | 595 |
| 30 | 20 | 40 | 62 | 129 | 240 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

22

49

132

245

601

1 505

2

6

22

49

132

245

601

1 200

3

7

24

50

123

241

597

966

4

8

27

52

124

240

595

789

5

10

29

58

127

240

595

654

6

11

32

61

131

240

595

595

7

12

34

63

133

240

595

595

8

12

35

62

131

240

595

595

9

12

36

62

129

240

595

595

10

13

37

62

129

240

595

595

11

13

38

62

129

240

595

595

12

14

39

62

129

240

595

595

13

14

39

62

129

240

595

595

14

14

40

62

129

240

595

595

15

14

40

62

129

240

595

595

16

14

40

62

129

240

595

595

17

14

39

62

129

240

595

595

18

14

40

62

129

240

595

595

19

14

40

62

129

240

595

595

20

14

40

62

129

240

595

595

21

15

40

62

129

240

595

595

22

15

40

62

129

240

595

595

23

16

40

62

129

240

595

595

24

16

40

62

129

240

595

595

25

17

40

62

129

240

595

595

26

18

40

62

129

240

595

595

27

19

40

62

129

240

595

595

28

19

40

62

129

240

595

595

29

19

40

62

129

240

595

595

30

20

40

62

129

240

595

595

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 | 249 | 605 | 1 512 |
| 2 | 12 | 28 | 55 | 138 | 251 | 607 | 1 206 |
| 3 | 14 | 31 | 56 | 130 | 248 | 603 | 971 |
| 4 | 15 | 33 | 59 | 131 | 247 | 602 | 793 |
| 5 | 16 | 36 | 64 | 133 | 246 | 602 | 657 |
| 6 | 17 | 38 | 67 | 137 | 246 | 601 | 601 |
| 7 | 17 | 40 | 68 | 138 | 245 | 601 | 601 |
| 8 | 17 | 40 | 67 | 135 | 245 | 600 | 600 |
| 9 | 17 | 40 | 67 | 134 | 245 | 600 | 600 |
| 10 | 17 | 41 | 66 | 133 | 244 | 600 | 600 |
| 11 | 17 | 41 | 66 | 133 | 244 | 599 | 599 |
| 12 | 17 | 42 | 65 | 132 | 243 | 599 | 599 |
| 13 | 17 | 42 | 65 | 131 | 243 | 598 | 598 |
| 14 | 16 | 42 | 64 | 131 | 242 | 597 | 597 |
| 15 | 16 | 41 | 64 | 131 | 242 | 597 | 597 |
| 16 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 17 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 18 | 15 | 40 | 63 | 129 | 240 | 596 | 596 |
| 19 | 15 | 40 | 63 | 129 | 240 | 596 | 596 |
| 20 | 15 | 40 | 63 | 130 | 241 | 596 | 596 |
| 21 | 15 | 41 | 63 | 130 | 241 | 596 | 596 |
| 22 | 16 | 41 | 64 | 130 | 241 | 597 | 597 |
| 23 | 16 | 41 | 64 | 130 | 241 | 597 | 597 |
| 24 | 16 | 41 | 64 | 130 | 242 | 597 | 597 |
| 25 | 17 | 41 | 64 | 131 | 242 | 597 | 597 |
| 26 | 18 | 41 | 64 | 131 | 242 | 597 | 597 |
| 27 | 19 | 41 | 64 | 131 | 242 | 597 | 597 |
| 28 | 19 | 41 | 64 | 131 | 242 | 597 | 597 |
| 29 | 20 | 41 | 64 | 131 | 242 | 597 | 597 |
| 30 | 20 | 41 | 64 | 131 | 242 | 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

10

26

53

136

249

605

1 512

2

12

28

55

138

251

607

1 206

3

14

31

56

130

248

603

971

4

15

33

59

131

247

602

793

5

16

36

64

133

246

602

657

6

17

38

67

137

246

601

601

7

17

40

68

138

245

601

601

8

17

40

67

135

245

600

600

9

17

40

67

134

245

600

600

10

17

41

66

133

244

600

600

11

17

41

66

133

244

599

599

12

17

42

65

132

243

599

599

13

17

42

65

131

243

598

598

14

16

42

64

131

242

597

597

15

16

41

64

131

242

597

597

16

15

40

63

130

241

596

596

17

15

40

63

130

241

596

596

18

15

40

63

129

240

596

596

19

15

40

63

129

240

596

596

20

15

40

63

130

241

596

596

21

15

41

63

130

241

596

596

22

16

41

64

130

241

597

597

23

16

41

64

130

241

597

597

24

16

41

64

130

242

597

597

25

17

41

64

131

242

597

597

26

18

41

64

131

242

597

597

27

19

41

64

131

242

597

597

28

19

41

64

131

242

597

597

29

20

41

64

131

242

597

597

30

20

41

64

131

242

597

597

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 49 | 131 | 245 | 600 | 1 505 |
| 2 | 6 | 21 | 49 | 131 | 245 | 600 | 1 200 |
| 3 | 7 | 24 | 49 | 123 | 241 | 596 | 966 |
| 4 | 8 | 26 | 52 | 124 | 240 | 595 | 789 |
| 5 | 9 | 29 | 57 | 127 | 240 | 595 | 654 |
| 6 | 11 | 32 | 61 | 131 | 240 | 595 | 595 |
| 7 | 12 | 34 | 63 | 133 | 240 | 595 | 595 |
| 8 | 12 | 35 | 62 | 130 | 240 | 595 | 595 |
| 9 | 12 | 35 | 62 | 129 | 240 | 595 | 595 |
| 10 | 12 | 37 | 62 | 129 | 240 | 595 | 595 |
| 11 | 13 | 38 | 62 | 129 | 240 | 595 | 595 |
| 12 | 13 | 38 | 62 | 129 | 240 | 595 | 595 |
| 13 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 14 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 15 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 16 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 17 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 18 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 19 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 20 | 14 | 39 | 62 | 129 | 240 | 595 | 595 |
| 21 | 15 | 39 | 62 | 129 | 240 | 595 | 595 |
| 22 | 15 | 39 | 62 | 129 | 240 | 595 | 595 |
| 23 | 16 | 39 | 62 | 129 | 240 | 595 | 595 |
| 24 | 16 | 39 | 62 | 129 | 240 | 595 | 595 |
| 25 | 17 | 39 | 62 | 129 | 240 | 595 | 595 |
| 26 | 18 | 39 | 62 | 129 | 240 | 595 | 595 |
| 27 | 19 | 39 | 62 | 129 | 240 | 595 | 595 |
| 28 | 19 | 39 | 62 | 129 | 240 | 595 | 595 |
| 29 | 19 | 39 | 62 | 129 | 240 | 595 | 595 |
| 30 | 20 | 39 | 62 | 129 | 240 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

49

131

245

600

1 505

2

6

21

49

131

245

600

1 200

3

7

24

49

123

241

596

966

4

8

26

52

124

240

595

789

5

9

29

57

127

240

595

654

6

11

32

61

131

240

595

595

7

12

34

63

133

240

595

595

8

12

35

62

130

240

595

595

9

12

35

62

129

240

595

595

10

12

37

62

129

240

595

595

11

13

38

62

129

240

595

595

12

13

38

62

129

240

595

595

13

14

39

62

129

240

595

595

14

14

39

62

129

240

595

595

15

14

39

62

129

240

595

595

16

14

39

62

129

240

595

595

17

14

39

62

129

240

595

595

18

14

39

62

129

240

595

595

19

14

39

62

129

240

595

595

20

14

39

62

129

240

595

595

21

15

39

62

129

240

595

595

22

15

39

62

129

240

595

595

23

16

39

62

129

240

595

595

24

16

39

62

129

240

595

595

25

17

39

62

129

240

595

595

26

18

39

62

129

240

595

595

27

19

39

62

129

240

595

595

28

19

39

62

129

240

595

595

29

19

39

62

129

240

595

595

30

20

39

62

129

240

595

595

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 | 89 | 105 | 132 | 215 | 329 | 684 | 1 535 |
| 2 | 84 | 100 | 127 | 210 | 323 | 679 | 1 227 |
| 3 | 87 | 105 | 130 | 203 | 322 | 677 | 990 |
| 4 | 85 | 104 | 130 | 202 | 318 | 673 | 810 |
| 5 | 84 | 104 | 132 | 201 | 314 | 670 | 673 |
| 6 | 83 | 103 | 133 | 203 | 312 | 667 | 667 |
| 7 | 81 | 103 | 132 | 202 | 309 | 664 | 664 |
| 8 | 79 | 102 | 130 | 198 | 307 | 663 | 663 |
| 9 | 78 | 102 | 128 | 195 | 306 | 661 | 661 |
| 10 | 74 | 98 | 124 | 191 | 302 | 657 | 657 |
| 11 | 72 | 96 | 121 | 188 | 299 | 654 | 654 |
| 12 | 71 | 96 | 119 | 186 | 297 | 652 | 652 |
| 13 | 70 | 95 | 118 | 185 | 296 | 651 | 651 |
| 14 | 70 | 95 | 118 | 184 | 295 | 651 | 651 |
| 15 | 69 | 94 | 117 | 184 | 295 | 650 | 650 |
| 16 | 68 | 93 | 116 | 183 | 294 | 649 | 649 |
| 17 | 68 | 93 | 116 | 182 | 293 | 649 | 649 |
| 18 | 67 | 92 | 115 | 181 | 293 | 648 | 648 |
| 19 | 66 | 91 | 114 | 181 | 292 | 647 | 647 |
| 20 | 65 | 90 | 113 | 180 | 291 | 646 | 646 |
| 21 | 64 | 90 | 112 | 179 | 290 | 646 | 646 |
| 22 | 63 | 89 | 112 | 178 | 289 | 645 | 645 |
| 23 | 62 | 88 | 111 | 177 | 288 | 644 | 644 |
| 24 | 61 | 87 | 110 | 176 | 287 | 643 | 643 |
| 25 | 60 | 86 | 108 | 175 | 286 | 642 | 642 |
| 26 | 59 | 85 | 107 | 174 | 285 | 640 | 640 |
| 27 | 58 | 84 | 106 | 173 | 284 | 639 | 639 |
| 28 | 57 | 82 | 105 | 172 | 283 | 638 | 638 |
| 29 | 56 | 81 | 104 | 171 | 282 | 637 | 637 |
| 30 | 55 | 80 | 103 | 170 | 281 | 636 | 636 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

89

105

132

215

329

684

1 535

2

84

100

127

210

323

679

1 227

3

87

105

130

203

322

677

990

4

85

104

130

202

318

673

810

5

84

104

132

201

314

670

673

6

83

103

133

203

312

667

667

7

81

103

132

202

309

664

664

8

79

102

130

198

307

663

663

9

78

102

128

195

306

661

661

10

74

98

124

191

302

657

657

11

72

96

121

188

299

654

654

12

71

96

119

186

297

652

652

13

70

95

118

185

296

651

651

14

70

95

118

184

295

651

651

15

69

94

117

184

295

650

650

16

68

93

116

183

294

649

649

17

68

93

116

182

293

649

649

18

67

92

115

181

293

648

648

19

66

91

114

181

292

647

647

20

65

90

113

180

291

646

646

21

64

90

112

179

290

646

646

22

63

89

112

178

289

645

645

23

62

88

111

177

288

644

644

24

61

87

110

176

287

643

643

25

60

86

108

175

286

642

642

26

59

85

107

174

285

640

640

27

58

84

106

173

284

639

639

28

57

82

105

172

283

638

638

29

56

81

104

171

282

637

637

30

55

80

103

170

281

636

636

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 | 136 | 249 | 605 | 1 498 |
| 2 | 12 | 28 | 55 | 138 | 251 | 607 | 1 196 |
| 3 | 14 | 31 | 57 | 130 | 249 | 604 | 964 |
| 4 | 16 | 34 | 60 | 132 | 248 | 603 | 789 |
| 5 | 17 | 37 | 65 | 134 | 248 | 603 | 655 |
| 6 | 18 | 39 | 69 | 139 | 247 | 603 | 603 |
| 7 | 19 | 41 | 70 | 140 | 247 | 602 | 602 |
| 8 | 19 | 41 | 69 | 137 | 246 | 602 | 602 |
| 9 | 18 | 42 | 68 | 135 | 246 | 601 | 601 |
| 10 | 18 | 42 | 68 | 134 | 245 | 601 | 601 |
| 11 | 18 | 43 | 67 | 134 | 245 | 600 | 600 |
| 12 | 18 | 43 | 67 | 133 | 244 | 600 | 600 |
| 13 | 18 | 43 | 66 | 133 | 244 | 599 | 599 |
| 14 | 18 | 43 | 66 | 132 | 243 | 599 | 599 |
| 15 | 17 | 43 | 65 | 132 | 243 | 598 | 598 |
| 16 | 16 | 42 | 65 | 131 | 242 | 598 | 598 |
| 17 | 16 | 42 | 64 | 131 | 242 | 597 | 597 |
| 18 | 16 | 41 | 64 | 131 | 242 | 597 | 597 |
| 19 | 16 | 41 | 64 | 131 | 242 | 597 | 597 |
| 20 | 16 | 42 | 65 | 131 | 242 | 598 | 598 |
| 21 | 17 | 42 | 65 | 131 | 243 | 598 | 598 |
| 22 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 23 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 24 | 17 | 43 | 65 | 132 | 243 | 598 | 598 |
| 25 | 18 | 43 | 65 | 132 | 243 | 598 | 598 |
| 26 | 18 | 43 | 65 | 132 | 243 | 598 | 598 |
| 27 | 19 | 43 | 65 | 132 | 243 | 598 | 598 |
| 28 | 19 | 43 | 65 | 132 | 243 | 598 | 598 |
| 29 | 20 | 43 | 65 | 132 | 243 | 598 | 598 |
| 30 | 21 | 43 | 65 | 132 | 243 | 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

10

26

53

136

249

605

1 498

2

12

28

55

138

251

607

1 196

3

14

31

57

130

249

604

964

4

16

34

60

132

248

603

789

5

17

37

65

134

248

603

655

6

18

39

69

139

247

603

603

7

19

41

70

140

247

602

602

8

19

41

69

137

246

602

602

9

18

42

68

135

246

601

601

10

18

42

68

134

245

601

601

11

18

43

67

134

245

600

600

12

18

43

67

133

244

600

600

13

18

43

66

133

244

599

599

14

18

43

66

132

243

599

599

15

17

43

65

132

243

598

598

16

16

42

65

131

242

598

598

17

16

42

64

131

242

597

597

18

16

41

64

131

242

597

597

19

16

41

64

131

242

597

597

20

16

42

65

131

242

598

598

21

17

42

65

131

243

598

598

22

17

42

65

132

243

598

598

23

17

42

65

132

243

598

598

24

17

43

65

132

243

598

598

25

18

43

65

132

243

598

598

26

18

43

65

132

243

598

598

27

19

43

65

132

243

598

598

28

19

43

65

132

243

598

598

29

20

43

65

132

243

598

598

30

21

43

65

132

243

598

598

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 | 179 | 293 | 648 | 1 543 |
| 2 | 57 | 73 | 100 | 183 | 297 | 652 | 1 236 |
| 3 | 63 | 80 | 105 | 179 | 297 | 652 | 998 |
| 4 | 66 | 85 | 110 | 182 | 298 | 653 | 817 |
| 5 | 68 | 88 | 116 | 185 | 298 | 654 | 679 |
| 6 | 69 | 90 | 119 | 189 | 298 | 654 | 654 |
| 7 | 69 | 91 | 120 | 190 | 297 | 653 | 653 |
| 8 | 68 | 91 | 118 | 187 | 296 | 651 | 651 |
| 9 | 67 | 90 | 116 | 184 | 294 | 650 | 650 |
| 10 | 65 | 89 | 115 | 182 | 293 | 648 | 648 |
| 11 | 64 | 89 | 113 | 180 | 291 | 646 | 646 |
| 12 | 63 | 88 | 112 | 178 | 289 | 645 | 645 |
| 13 | 62 | 87 | 110 | 177 | 288 | 643 | 643 |
| 14 | 60 | 86 | 108 | 175 | 286 | 641 | 641 |
| 15 | 59 | 84 | 107 | 174 | 285 | 640 | 640 |
| 16 | 58 | 83 | 106 | 173 | 284 | 639 | 639 |
| 17 | 57 | 82 | 105 | 171 | 283 | 638 | 638 |
| 18 | 56 | 81 | 104 | 171 | 282 | 637 | 637 |
| 19 | 55 | 80 | 103 | 170 | 281 | 636 | 636 |
| 20 | 54 | 80 | 103 | 169 | 280 | 636 | 636 |
| 21 | 54 | 79 | 102 | 168 | 280 | 635 | 635 |
| 22 | 53 | 78 | 101 | 168 | 279 | 634 | 634 |
| 23 | 52 | 77 | 100 | 167 | 278 | 633 | 633 |
| 24 | 51 | 77 | 99 | 166 | 277 | 632 | 632 |
| 25 | 50 | 76 | 99 | 165 | 276 | 632 | 632 |
| 26 | 50 | 75 | 98 | 164 | 275 | 631 | 631 |
| 27 | 49 | 74 | 97 | 163 | 274 | 630 | 630 |
| 28 | 48 | 73 | 96 | 163 | 274 | 629 | 629 |
| 29 | 47 | 72 | 95 | 162 | 273 | 628 | 628 |
| 30 | 46 | 72 | 94 | 161 | 272 | 627 | 627 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

70

97

179

293

648

1 543

2

57

73

100

183

297

652

1 236

3

63

80

105

179

297

652

998

4

66

85

110

182

298

653

817

5

68

88

116

185

298

654

679

6

69

90

119

189

298

654

654

7

69

91

120

190

297

653

653

8

68

91

118

187

296

651

651

9

67

90

116

184

294

650

650

10

65

89

115

182

293

648

648

11

64

89

113

180

291

646

646

12

63

88

112

178

289

645

645

13

62

87

110

177

288

643

643

14

60

86

108

175

286

641

641

15

59

84

107

174

285

640

640

16

58

83

106

173

284

639

639

17

57

82

105

171

283

638

638

18

56

81

104

171

282

637

637

19

55

80

103

170

281

636

636

20

54

80

103

169

280

636

636

21

54

79

102

168

280

635

635

22

53

78

101

168

279

634

634

23

52

77

100

167

278

633

633

24

51

77

99

166

277

632

632

25

50

76

99

165

276

632

632

26

50

75

98

164

275

631

631

27

49

74

97

163

274

630

630

28

48

73

96

163

274

629

629

29

47

72

95

162

273

628

628

30

46

72

94

161

272

627

627

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 | 244 | 600 | 1 504 |
| 2 | 5 | 21 | 48 | 131 | 244 | 600 | 1 199 |
| 3 | 6 | 23 | 49 | 122 | 240 | 596 | 965 |
| 4 | 7 | 26 | 51 | 123 | 239 | 595 | 788 |
| 5 | 9 | 29 | 57 | 126 | 239 | 595 | 653 |
| 6 | 10 | 31 | 60 | 130 | 239 | 595 | 595 |
| 7 | 11 | 33 | 62 | 132 | 239 | 595 | 595 |
| 8 | 11 | 34 | 61 | 130 | 239 | 595 | 595 |
| 9 | 11 | 35 | 61 | 128 | 239 | 594 | 594 |
| 10 | 12 | 36 | 61 | 128 | 239 | 594 | 594 |
| 11 | 12 | 37 | 61 | 128 | 239 | 594 | 594 |
| 12 | 13 | 38 | 61 | 128 | 239 | 594 | 594 |
| 13 | 13 | 38 | 61 | 128 | 239 | 594 | 594 |
| 14 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 15 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 16 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 17 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 18 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 19 | 13 | 39 | 61 | 128 | 239 | 594 | 594 |
| 20 | 14 | 39 | 61 | 128 | 239 | 594 | 594 |
| 21 | 15 | 39 | 61 | 128 | 239 | 594 | 594 |
| 22 | 15 | 39 | 61 | 128 | 239 | 594 | 594 |
| 23 | 16 | 39 | 61 | 128 | 239 | 595 | 595 |
| 24 | 16 | 39 | 61 | 128 | 239 | 595 | 595 |
| 25 | 17 | 39 | 62 | 128 | 239 | 595 | 595 |
| 26 | 18 | 39 | 62 | 128 | 239 | 595 | 595 |
| 27 | 19 | 39 | 62 | 128 | 239 | 595 | 595 |
| 28 | 19 | 39 | 62 | 128 | 239 | 595 | 595 |
| 29 | 19 | 39 | 62 | 128 | 239 | 595 | 595 |
| 30 | 20 | 39 | 62 | 128 | 239 | 595 | 595 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

21

48

131

244

600

1 504

2

5

21

48

131

244

600

1 199

3

6

23

49

122

240

596

965

4

7

26

51

123

239

595

788

5

9

29

57

126

239

595

653

6

10

31

60

130

239

595

595

7

11

33

62

132

239

595

595

8

11

34

61

130

239

595

595

9

11

35

61

128

239

594

594

10

12

36

61

128

239

594

594

11

12

37

61

128

239

594

594

12

13

38

61

128

239

594

594

13

13

38

61

128

239

594

594

14

13

39

61

128

239

594

594

15

13

39

61

128

239

594

594

16

13

39

61

128

239

594

594

17

13

39

61

128

239

594

594

18

13

39

61

128

239

594

594

19

13

39

61

128

239

594

594

20

14

39

61

128

239

594

594

21

15

39

61

128

239

594

594

22

15

39

61

128

239

594

594

23

16

39

61

128

239

595

595

24

16

39

61

128

239

595

595

25

17

39

62

128

239

595

595

26

18

39

62

128

239

595

595

27

19

39

62

128

239

595

595

28

19

39

62

128

239

595

595

29

19

39

62

128

239

595

595

30

20

39

62

128

239

595

595

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 | 263 | 619 | 1 526 |
| 2 | 7 | 25 | 59 | 163 | 263 | 619 | 1 217 |
| 3 | 8 | 27 | 58 | 146 | 259 | 615 | 981 |
| 4 | 9 | 30 | 60 | 133 | 257 | 613 | 801 |
| 5 | 10 | 31 | 60 | 119 | 256 | 612 | 664 |
| 6 | 13 | 35 | 63 | 110 | 255 | 610 | 610 |
| 7 | 15 | 37 | 63 | 101 | 254 | 609 | 609 |
| 8 | 15 | 38 | 61 | 93 | 253 | 608 | 608 |
| 9 | 18 | 45 | 64 | 87 | 252 | 607 | 607 |
| 10 | 17 | 44 | 62 | 83 | 251 | 606 | 606 |
| 11 | 16 | 43 | 60 | 82 | 250 | 605 | 605 |
| 12 | 15 | 43 | 60 | 82 | 249 | 605 | 605 |
| 13 | 15 | 43 | 60 | 82 | 249 | 604 | 604 |
| 14 | 16 | 43 | 60 | 82 | 248 | 603 | 603 |
| 15 | 16 | 43 | 60 | 82 | 247 | 602 | 602 |
| 16 | 16 | 43 | 60 | 82 | 245 | 601 | 601 |
| 17 | 16 | 43 | 60 | 82 | 244 | 600 | 600 |
| 18 | 16 | 43 | 60 | 82 | 244 | 599 | 599 |
| 19 | 16 | 43 | 60 | 82 | 244 | 599 | 599 |
| 20 | 16 | 43 | 60 | 82 | 244 | 600 | 600 |
| 21 | 16 | 43 | 60 | 82 | 245 | 600 | 600 |
| 22 | 16 | 43 | 60 | 82 | 244 | 600 | 600 |
| 23 | 16 | 43 | 60 | 82 | 244 | 600 | 600 |
| 24 | 16 | 43 | 60 | 82 | 244 | 599 | 599 |
| 25 | 17 | 43 | 60 | 82 | 243 | 599 | 599 |
| 26 | 18 | 43 | 60 | 82 | 243 | 598 | 598 |
| 27 | 19 | 43 | 60 | 82 | 242 | 598 | 598 |
| 28 | 19 | 43 | 60 | 82 | 242 | 597 | 597 |
| 29 | 20 | 43 | 60 | 82 | 242 | 597 | 597 |
| 30 | 20 | 43 | 60 | 82 | 241 | 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

7

25

59

163

263

619

1 526

2

7

25

59

163

263

619

1 217

3

8

27

58

146

259

615

981

4

9

30

60

133

257

613

801

5

10

31

60

119

256

612

664

6

13

35

63

110

255

610

610

7

15

37

63

101

254

609

609

8

15

38

61

93

253

608

608

9

18

45

64

87

252

607

607

10

17

44

62

83

251

606

606

11

16

43

60

82

250

605

605

12

15

43

60

82

249

605

605

13

15

43

60

82

249

604

604

14

16

43

60

82

248

603

603

15

16

43

60

82

247

602

602

16

16

43

60

82

245

601

601

17

16

43

60

82

244

600

600

18

16

43

60

82

244

599

599

19

16

43

60

82

244

599

599

20

16

43

60

82

244

600

600

21

16

43

60

82

245

600

600

22

16

43

60

82

244

600

600

23

16

43

60

82

244

600

600

24

16

43

60

82

244

599

599

25

17

43

60

82

243

599

599

26

18

43

60

82

243

598

598

27

19

43

60

82

242

598

598

28

19

43

60

82

242

597

597

29

20

43

60

82

242

597

597

30

20

43

60

82

241

597

597

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 | 134 | 217 | 330 | 685 | 1 529 |
| 2 | 87 | 103 | 131 | 213 | 327 | 682 | 1 226 |
| 3 | 86 | 103 | 129 | 202 | 320 | 676 | 993 |
| 4 | 84 | 103 | 128 | 200 | 316 | 672 | 814 |
| 5 | 82 | 102 | 130 | 199 | 313 | 668 | 677 |
| 6 | 81 | 102 | 131 | 201 | 310 | 665 | 665 |
| 7 | 79 | 101 | 130 | 200 | 307 | 662 | 662 |
| 8 | 76 | 99 | 126 | 195 | 304 | 659 | 659 |
| 9 | 74 | 97 | 123 | 191 | 301 | 657 | 657 |
| 10 | 72 | 96 | 122 | 188 | 299 | 655 | 655 |
| 11 | 71 | 95 | 120 | 187 | 298 | 653 | 653 |
| 12 | 69 | 94 | 118 | 185 | 296 | 651 | 651 |
| 13 | 68 | 93 | 116 | 183 | 294 | 649 | 649 |
| 14 | 67 | 92 | 115 | 181 | 292 | 648 | 648 |
| 15 | 65 | 90 | 113 | 180 | 291 | 646 | 646 |
| 16 | 64 | 89 | 112 | 178 | 290 | 645 | 645 |
| 17 | 63 | 88 | 111 | 177 | 288 | 644 | 644 |
| 18 | 61 | 87 | 110 | 176 | 287 | 643 | 643 |
| 19 | 61 | 86 | 109 | 175 | 286 | 642 | 642 |
| 20 | 60 | 85 | 108 | 174 | 286 | 641 | 641 |
| 21 | 59 | 84 | 107 | 174 | 285 | 640 | 640 |
| 22 | 58 | 83 | 106 | 173 | 284 | 639 | 639 |
| 23 | 57 | 82 | 105 | 172 | 283 | 638 | 638 |
| 24 | 56 | 81 | 104 | 171 | 282 | 637 | 637 |
| 25 | 55 | 80 | 103 | 170 | 281 | 636 | 636 |
| 26 | 54 | 79 | 102 | 169 | 280 | 635 | 635 |
| 27 | 53 | 78 | 101 | 168 | 279 | 634 | 634 |
| 28 | 52 | 77 | 100 | 167 | 278 | 633 | 633 |
| 29 | 51 | 76 | 99 | 166 | 277 | 632 | 632 |
| 30 | 50 | 75 | 98 | 165 | 276 | 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

91

107

134

217

330

685

1 529

2

87

103

131

213

327

682

1 226

3

86

103

129

202

320

676

993

4

84

103

128

200

316

672

814

5

82

102

130

199

313

668

677

6

81

102

131

201

310

665

665

7

79

101

130

200

307

662

662

8

76

99

126

195

304

659

659

9

74

97

123

191

301

657

657

10

72

96

122

188

299

655

655

11

71

95

120

187

298

653

653

12

69

94

118

185

296

651

651

13

68

93

116

183

294

649

649

14

67

92

115

181

292

648

648

15

65

90

113

180

291

646

646

16

64

89

112

178

290

645

645

17

63

88

111

177

288

644

644

18

61

87

110

176

287

643

643

19

61

86

109

175

286

642

642

20

60

85

108

174

286

641

641

21

59

84

107

174

285

640

640

22

58

83

106

173

284

639

639

23

57

82

105

172

283

638

638

24

56

81

104

171

282

637

637

25

55

80

103

170

281

636

636

26

54

79

102

169

280

635

635

27

53

78

101

168

279

634

634

28

52

77

100

167

278

633

633

29

51

76

99

166

277

632

632

30

50

75

98

165

276

631

631

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 | 188 | 301 | 657 | 1 541 |
| 2 | 60 | 76 | 103 | 186 | 299 | 655 | 1 230 |
| 3 | 60 | 77 | 102 | 176 | 294 | 649 | 992 |
| 4 | 59 | 78 | 103 | 175 | 291 | 647 | 812 |
| 5 | 58 | 78 | 106 | 175 | 289 | 644 | 675 |
| 6 | 57 | 78 | 108 | 177 | 286 | 642 | 642 |
| 7 | 57 | 79 | 107 | 177 | 284 | 640 | 640 |
| 8 | 55 | 78 | 105 | 173 | 283 | 638 | 638 |
| 9 | 53 | 77 | 103 | 170 | 281 | 636 | 636 |
| 10 | 52 | 76 | 102 | 169 | 280 | 635 | 635 |
| 11 | 52 | 76 | 101 | 168 | 279 | 634 | 634 |
| 12 | 51 | 76 | 100 | 167 | 278 | 633 | 633 |
| 13 | 51 | 76 | 99 | 166 | 277 | 632 | 632 |
| 14 | 50 | 76 | 99 | 165 | 276 | 632 | 632 |
| 15 | 50 | 75 | 98 | 164 | 276 | 631 | 631 |
| 16 | 49 | 74 | 97 | 163 | 274 | 630 | 630 |
| 17 | 48 | 73 | 96 | 163 | 274 | 629 | 629 |
| 18 | 47 | 72 | 95 | 162 | 273 | 628 | 628 |
| 19 | 47 | 72 | 95 | 161 | 272 | 628 | 628 |
| 20 | 46 | 72 | 95 | 161 | 272 | 628 | 628 |
| 21 | 46 | 71 | 94 | 161 | 272 | 627 | 627 |
| 22 | 46 | 71 | 94 | 160 | 272 | 627 | 627 |
| 23 | 45 | 71 | 93 | 160 | 271 | 626 | 626 |
| 24 | 45 | 70 | 93 | 159 | 270 | 626 | 626 |
| 25 | 44 | 69 | 92 | 159 | 270 | 625 | 625 |
| 26 | 43 | 69 | 91 | 158 | 269 | 625 | 625 |
| 27 | 43 | 68 | 91 | 157 | 268 | 624 | 624 |
| 28 | 42 | 67 | 90 | 157 | 268 | 623 | 623 |
| 29 | 41 | 67 | 89 | 156 | 267 | 623 | 623 |
| 30 | 41 | 66 | 89 | 155 | 266 | 622 | 622 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

62

78

105

188

301

657

1 541

2

60

76

103

186

299

655

1 230

3

60

77

102

176

294

649

992

4

59

78

103

175

291

647

812

5

58

78

106

175

289

644

675

6

57

78

108

177

286

642

642

7

57

79

107

177

284

640

640

8

55

78

105

173

283

638

638

9

53

77

103

170

281

636

636

10

52

76

102

169

280

635

635

11

52

76

101

168

279

634

634

12

51

76

100

167

278

633

633

13

51

76

99

166

277

632

632

14

50

76

99

165

276

632

632

15

50

75

98

164

276

631

631

16

49

74

97

163

274

630

630

17

48

73

96

163

274

629

629

18

47

72

95

162

273

628

628

19

47

72

95

161

272

628

628

20

46

72

95

161

272

628

628

21

46

71

94

161

272

627

627

22

46

71

94

160

272

627

627

23

45

71

93

160

271

626

626

24

45

70

93

159

270

626

626

25

44

69

92

159

270

625

625

26

43

69

91

158

269

625

625

27

43

68

91

157

268

624

624

28

42

67

90

157

268

623

623

29

41

67

89

156

267

623

623

30

41

66

89

155

266

622

622

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 | 270 | 626 | 1 527 |
| 2 | 31 | 47 | 74 | 157 | 271 | 626 | 1 218 |
| 3 | 31 | 48 | 74 | 147 | 266 | 621 | 980 |
| 4 | 31 | 50 | 76 | 148 | 264 | 619 | 801 |
| 5 | 32 | 52 | 80 | 149 | 263 | 618 | 664 |
| 6 | 32 | 53 | 83 | 153 | 262 | 617 | 617 |
| 7 | 33 | 55 | 84 | 154 | 261 | 616 | 616 |
| 8 | 32 | 55 | 82 | 150 | 260 | 615 | 615 |
| 9 | 31 | 55 | 81 | 148 | 259 | 615 | 615 |
| 10 | 31 | 55 | 81 | 147 | 258 | 614 | 614 |
| 11 | 31 | 56 | 80 | 147 | 258 | 613 | 613 |
| 12 | 31 | 56 | 79 | 146 | 257 | 612 | 612 |
| 13 | 30 | 55 | 78 | 145 | 256 | 611 | 611 |
| 14 | 29 | 55 | 78 | 144 | 255 | 611 | 611 |
| 15 | 29 | 54 | 77 | 143 | 254 | 610 | 610 |
| 16 | 28 | 53 | 76 | 142 | 253 | 609 | 609 |
| 17 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 18 | 26 | 52 | 75 | 141 | 252 | 608 | 608 |
| 19 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 20 | 26 | 52 | 74 | 141 | 252 | 607 | 607 |
| 21 | 26 | 52 | 74 | 141 | 252 | 607 | 607 |
| 22 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 23 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 24 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 25 | 26 | 51 | 74 | 140 | 251 | 607 | 607 |
| 26 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 27 | 25 | 51 | 73 | 140 | 251 | 606 | 606 |
| 28 | 25 | 50 | 73 | 140 | 251 | 606 | 606 |
| 29 | 25 | 50 | 73 | 139 | 250 | 606 | 606 |
| 30 | 24 | 50 | 73 | 139 | 250 | 606 | 606 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

47

74

157

270

626

1 527

2

31

47

74

157

271

626

1 218

3

31

48

74

147

266

621

980

4

31

50

76

148

264

619

801

5

32

52

80

149

263

618

664

6

32

53

83

153

262

617

617

7

33

55

84

154

261

616

616

8

32

55

82

150

260

615

615

9

31

55

81

148

259

615

615

10

31

55

81

147

258

614

614

11

31

56

80

147

258

613

613

12

31

56

79

146

257

612

612

13

30

55

78

145

256

611

611

14

29

55

78

144

255

611

611

15

29

54

77

143

254

610

610

16

28

53

76

142

253

609

609

17

27

52

75

142

253

608

608

18

26

52

75

141

252

608

608

19

26

51

74

141

252

607

607

20

26

52

74

141

252

607

607

21

26

52

74

141

252

607

607

22

26

51

74

141

252

607

607

23

26

51

74

141

252

607

607

24

26

51

74

141

252

607

607

25

26

51

74

140

251

607

607

26

25

51

74

140

251

607

607

27

25

51

73

140

251

606

606

28

25

50

73

140

251

606

606

29

25

50

73

139

250

606

606

30

24

50

73

139

250

606

606

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 | 110 | 224 | 579 | 1 491 |
| 2 | 1 | 6 | 29 | 111 | 225 | 580 | 1 189 |
| 3 | 2 | 6 | 30 | 103 | 221 | 577 | 957 |
| 4 | 2 | 8 | 32 | 104 | 220 | 575 | 782 |
| 5 | 3 | 9 | 38 | 107 | 220 | 575 | 648 |
| 6 | 4 | 12 | 41 | 111 | 220 | 575 | 575 |
| 7 | 5 | 14 | 43 | 113 | 220 | 575 | 575 |
| 8 | 6 | 15 | 42 | 111 | 220 | 575 | 575 |
| 9 | 6 | 16 | 42 | 109 | 220 | 575 | 575 |
| 10 | 7 | 17 | 42 | 109 | 220 | 575 | 575 |
| 11 | 8 | 19 | 44 | 110 | 221 | 577 | 577 |
| 12 | 9 | 19 | 42 | 109 | 220 | 575 | 575 |
| 13 | 9 | 20 | 43 | 110 | 221 | 577 | 577 |
| 14 | 10 | 21 | 43 | 110 | 221 | 576 | 576 |
| 15 | 10 | 19 | 42 | 108 | 220 | 575 | 575 |
| 16 | 12 | 18 | 41 | 107 | 218 | 574 | 574 |
| 17 | 12 | 19 | 41 | 107 | 218 | 574 | 574 |
| 18 | 13 | 19 | 41 | 107 | 218 | 574 | 574 |
| 19 | 13 | 20 | 41 | 108 | 219 | 574 | 574 |
| 20 | 14 | 21 | 42 | 109 | 220 | 575 | 575 |
| 21 | 15 | 22 | 43 | 109 | 220 | 576 | 576 |
| 22 | 15 | 22 | 43 | 109 | 220 | 576 | 576 |
| 23 | 16 | 23 | 43 | 109 | 220 | 576 | 576 |
| 24 | 16 | 25 | 43 | 109 | 220 | 576 | 576 |
| 25 | 17 | 25 | 44 | 109 | 220 | 576 | 576 |
| 26 | 18 | 26 | 46 | 109 | 220 | 576 | 576 |
| 27 | 18 | 26 | 47 | 109 | 220 | 576 | 576 |
| 28 | 19 | 28 | 49 | 109 | 220 | 576 | 576 |
| 29 | 19 | 29 | 50 | 109 | 220 | 576 | 576 |
| 30 | 20 | 29 | 51 | 109 | 220 | 576 | 576 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

28

110

224

579

1 491

2

1

6

29

111

225

580

1 189

3

2

6

30

103

221

577

957

4

2

8

32

104

220

575

782

5

3

9

38

107

220

575

648

6

4

12

41

111

220

575

575

7

5

14

43

113

220

575

575

8

6

15

42

111

220

575

575

9

6

16

42

109

220

575

575

10

7

17

42

109

220

575

575

11

8

19

44

110

221

577

577

12

9

19

42

109

220

575

575

13

9

20

43

110

221

577

577

14

10

21

43

110

221

576

576

15

10

19

42

108

220

575

575

16

12

18

41

107

218

574

574

17

12

19

41

107

218

574

574

18

13

19

41

107

218

574

574

19

13

20

41

108

219

574

574

20

14

21

42

109

220

575

575

21

15

22

43

109

220

576

576

22

15

22

43

109

220

576

576

23

16

23

43

109

220

576

576

24

16

25

43

109

220

576

576

25

17

25

44

109

220

576

576

26

18

26

46

109

220

576

576

27

18

26

47

109

220

576

576

28

19

28

49

109

220

576

576

29

19

29

50

109

220

576

576

30

20

29

51

109

220

576

576

2.13   Australian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 47 | 63 | 90 | 173 | 287 | 642 | 1 559 |
| 2 | 47 | 63 | 91 | 173 | 287 | 642 | 1 242 |
| 3 | 48 | 65 | 91 | 164 | 282 | 638 | 1 000 |
| 4 | 48 | 67 | 93 | 164 | 280 | 636 | 816 |
| 5 | 49 | 68 | 97 | 166 | 279 | 634 | 676 |
| 6 | 49 | 70 | 99 | 169 | 278 | 633 | 633 |
| 7 | 49 | 71 | 100 | 170 | 277 | 632 | 632 |
| 8 | 48 | 70 | 98 | 166 | 275 | 631 | 631 |
| 9 | 47 | 70 | 97 | 164 | 274 | 630 | 630 |
| 10 | 46 | 70 | 96 | 163 | 274 | 629 | 629 |
| 11 | 46 | 71 | 95 | 162 | 273 | 628 | 628 |
| 12 | 46 | 70 | 94 | 161 | 272 | 627 | 627 |
| 13 | 45 | 70 | 93 | 160 | 271 | 626 | 626 |
| 14 | 45 | 70 | 93 | 159 | 270 | 626 | 626 |
| 15 | 44 | 69 | 92 | 159 | 270 | 625 | 625 |
| 16 | 43 | 68 | 91 | 158 | 269 | 624 | 624 |
| 17 | 42 | 68 | 90 | 157 | 268 | 624 | 624 |
| 18 | 42 | 67 | 90 | 156 | 267 | 623 | 623 |
| 19 | 41 | 67 | 89 | 156 | 267 | 622 | 622 |
| 20 | 41 | 66 | 89 | 156 | 267 | 622 | 622 |
| 21 | 41 | 66 | 89 | 156 | 267 | 622 | 622 |
| 22 | 41 | 66 | 89 | 155 | 266 | 622 | 622 |
| 23 | 40 | 65 | 88 | 155 | 266 | 621 | 621 |
| 24 | 40 | 65 | 88 | 154 | 265 | 621 | 621 |
| 25 | 39 | 64 | 87 | 154 | 265 | 620 | 620 |
| 26 | 39 | 64 | 87 | 153 | 264 | 620 | 620 |
| 27 | 38 | 63 | 86 | 153 | 264 | 619 | 619 |
| 28 | 37 | 63 | 85 | 152 | 263 | 619 | 619 |
| 29 | 37 | 62 | 85 | 151 | 263 | 618 | 618 |
| 30 | 36 | 62 | 84 | 151 | 262 | 617 | 617 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

63

90

173

287

642

1 559

2

47

63

91

173

287

642

1 242

3

48

65

91

164

282

638

1 000

4

48

67

93

164

280

636

816

5

49

68

97

166

279

634

676

6

49

70

99

169

278

633

633

7

49

71

100

170

277

632

632

8

48

70

98

166

275

631

631

9

47

70

97

164

274

630

630

10

46

70

96

163

274

629

629

11

46

71

95

162

273

628

628

12

46

70

94

161

272

627

627

13

45

70

93

160

271

626

626

14

45

70

93

159

270

626

626

15

44

69

92

159

270

625

625

16

43

68

91

158

269

624

624

17

42

68

90

157

268

624

624

18

42

67

90

156

267

623

623

19

41

67

89

156

267

622

622

20

41

66

89

156

267

622

622

21

41

66

89

156

267

622

622

22

41

66

89

155

266

622

622

23

40

65

88

155

266

621

621

24

40

65

88

154

265

621

621

25

39

64

87

154

265

620

620

26

39

64

87

153

264

620

620

27

38

63

86

153

264

619

619

28

37

63

85

152

263

619

619

29

37

62

85

151

263

618

618

30

36

62

84

151

262

617

617

2.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 14 | 29 | 57 | 139 | 253 | 608 | 1 540 |
| 2 | 18 | 34 | 61 | 144 | 257 | 613 | 1 228 |
| 3 | 22 | 40 | 65 | 138 | 257 | 612 | 990 |
| 4 | 26 | 45 | 71 | 142 | 258 | 614 | 809 |
| 5 | 29 | 49 | 77 | 146 | 260 | 615 | 670 |
| 6 | 28 | 49 | 78 | 148 | 257 | 613 | 613 |
| 7 | 34 | 56 | 84 | 154 | 261 | 617 | 617 |
| 8 | 32 | 55 | 82 | 151 | 260 | 615 | 615 |
| 9 | 33 | 57 | 83 | 150 | 261 | 616 | 616 |
| 10 | 35 | 59 | 85 | 152 | 263 | 618 | 618 |
| 11 | 37 | 62 | 86 | 153 | 264 | 619 | 619 |
| 12 | 38 | 63 | 87 | 154 | 265 | 620 | 620 |
| 13 | 39 | 65 | 88 | 154 | 265 | 621 | 621 |
| 14 | 40 | 65 | 88 | 155 | 266 | 621 | 621 |
| 15 | 40 | 65 | 88 | 155 | 266 | 621 | 621 |
| 16 | 39 | 65 | 88 | 154 | 265 | 621 | 621 |
| 17 | 39 | 65 | 88 | 154 | 265 | 621 | 621 |
| 18 | 38 | 64 | 87 | 153 | 264 | 620 | 620 |
| 19 | 38 | 63 | 86 | 153 | 264 | 619 | 619 |
| 20 | 38 | 63 | 86 | 153 | 264 | 619 | 619 |
| 21 | 38 | 63 | 86 | 153 | 264 | 619 | 619 |
| 22 | 38 | 63 | 86 | 152 | 264 | 619 | 619 |
| 23 | 37 | 63 | 86 | 152 | 263 | 619 | 619 |
| 24 | 37 | 62 | 85 | 152 | 263 | 618 | 618 |
| 25 | 37 | 62 | 85 | 151 | 262 | 618 | 618 |
| 26 | 36 | 61 | 84 | 151 | 262 | 617 | 617 |
| 27 | 36 | 61 | 84 | 150 | 261 | 617 | 617 |
| 28 | 35 | 61 | 83 | 150 | 261 | 616 | 616 |
| 29 | 35 | 60 | 83 | 149 | 260 | 616 | 616 |
| 30 | 34 | 59 | 82 | 149 | 260 | 615 | 615 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

14

29

57

139

253

608

1 540

2

18

34

61

144

257

613

1 228

3

22

40

65

138

257

612

990

4

26

45

71

142

258

614

809

5

29

49

77

146

260

615

670

6

28

49

78

148

257

613

613

7

34

56

84

154

261

617

617

8

32

55

82

151

260

615

615

9

33

57

83

150

261

616

616

10

35

59

85

152

263

618

618

11

37

62

86

153

264

619

619

12

38

63

87

154

265

620

620

13

39

65

88

154

265

621

621

14

40

65

88

155

266

621

621

15

40

65

88

155

266

621

621

16

39

65

88

154

265

621

621

17

39

65

88

154

265

621

621

18

38

64

87

153

264

620

620

19

38

63

86

153

264

619

619

20

38

63

86

153

264

619

619

21

38

63

86

153

264

619

619

22

38

63

86

152

264

619

619

23

37

63

86

152

263

619

619

24

37

62

85

152

263

618

618

25

37

62

85

151

262

618

618

26

36

61

84

151

262

617

617

27

36

61

84

150

261

617

617

28

35

61

83

150

261

616

616

29

35

60

83

149

260

616

616

30

34

59

82

149

260

615

615

2.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 28 | 56 | 138 | 252 | 607 | 1 528 |
| 2 | 14 | 30 | 57 | 140 | 253 | 609 | 1 218 |
| 3 | 16 | 33 | 59 | 132 | 251 | 606 | 981 |
| 4 | 18 | 36 | 62 | 134 | 250 | 605 | 801 |
| 5 | 20 | 39 | 68 | 137 | 250 | 605 | 664 |
| 6 | 21 | 42 | 71 | 141 | 250 | 606 | 606 |
| 7 | 22 | 44 | 73 | 143 | 250 | 606 | 606 |
| 8 | 22 | 45 | 72 | 141 | 250 | 606 | 606 |
| 9 | 23 | 46 | 72 | 140 | 250 | 606 | 606 |
| 10 | 23 | 47 | 73 | 140 | 251 | 606 | 606 |
| 11 | 24 | 49 | 73 | 140 | 251 | 606 | 606 |
| 12 | 25 | 50 | 73 | 140 | 251 | 606 | 606 |
| 13 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 14 | 26 | 51 | 74 | 140 | 251 | 607 | 607 |
| 15 | 26 | 51 | 74 | 140 | 251 | 607 | 607 |
| 16 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 17 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 18 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 19 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 20 | 26 | 51 | 74 | 140 | 251 | 607 | 607 |
| 21 | 26 | 51 | 74 | 140 | 252 | 607 | 607 |
| 22 | 26 | 51 | 74 | 140 | 251 | 607 | 607 |
| 23 | 25 | 51 | 74 | 140 | 251 | 607 | 607 |
| 24 | 25 | 50 | 73 | 140 | 251 | 606 | 606 |
| 25 | 25 | 50 | 73 | 140 | 251 | 606 | 606 |
| 26 | 25 | 50 | 73 | 139 | 250 | 606 | 606 |
| 27 | 24 | 50 | 72 | 139 | 250 | 605 | 605 |
| 28 | 24 | 49 | 72 | 139 | 250 | 605 | 605 |
| 29 | 24 | 49 | 72 | 138 | 249 | 605 | 605 |
| 30 | 23 | 49 | 71 | 138 | 249 | 605 | 605 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

13

28

56

138

252

607

1 528

2

14

30

57

140

253

609

1 218

3

16

33

59

132

251

606

981

4

18

36

62

134

250

605

801

5

20

39

68

137

250

605

664

6

21

42

71

141

250

606

606

7

22

44

73

143

250

606

606

8

22

45

72

141

250

606

606

9

23

46

72

140

250

606

606

10

23

47

73

140

251

606

606

11

24

49

73

140

251

606

606

12

25

50

73

140

251

606

606

13

25

51

74

140

251

607

607

14

26

51

74

140

251

607

607

15

26

51

74

140

251

607

607

16

25

51

74

140

251

607

607

17

25

51

74

140

251

607

607

18

25

51

74

140

251

607

607

19

25

51

74

140

251

607

607

20

26

51

74

140

251

607

607

21

26

51

74

140

252

607

607

22

26

51

74

140

251

607

607

23

25

51

74

140

251

607

607

24

25

50

73

140

251

606

606

25

25

50

73

140

251

606

606

26

25

50

73

139

250

606

606

27

24

50

72

139

250

605

605

28

24

49

72

139

250

605

605

29

24

49

72

138

249

605

605

30

23

49

71

138

249

605

605

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 | 288 | 644 | 1 594 |
| 2 | 52 | 68 | 95 | 178 | 291 | 647 | 1 273 |
| 3 | 56 | 73 | 99 | 172 | 291 | 646 | 1 026 |
| 4 | 58 | 77 | 103 | 174 | 290 | 646 | 839 |
| 5 | 60 | 80 | 108 | 177 | 291 | 646 | 696 |
| 6 | 62 | 83 | 112 | 182 | 291 | 646 | 646 |
| 7 | 63 | 85 | 114 | 183 | 291 | 646 | 646 |
| 8 | 62 | 85 | 112 | 181 | 290 | 645 | 645 |
| 9 | 62 | 85 | 112 | 179 | 290 | 645 | 645 |
| 10 | 62 | 86 | 112 | 179 | 290 | 645 | 645 |
| 11 | 62 | 87 | 112 | 178 | 289 | 645 | 645 |
| 12 | 62 | 87 | 111 | 178 | 289 | 644 | 644 |
| 13 | 62 | 87 | 110 | 177 | 288 | 643 | 643 |
| 14 | 61 | 86 | 109 | 176 | 287 | 642 | 642 |
| 15 | 60 | 85 | 108 | 175 | 286 | 641 | 641 |
| 16 | 59 | 85 | 107 | 174 | 285 | 640 | 640 |
| 17 | 58 | 84 | 107 | 173 | 284 | 640 | 640 |
| 18 | 58 | 83 | 106 | 172 | 283 | 639 | 639 |
| 19 | 57 | 82 | 105 | 172 | 283 | 638 | 638 |
| 20 | 56 | 81 | 104 | 171 | 282 | 637 | 637 |
| 21 | 55 | 81 | 104 | 170 | 281 | 637 | 637 |
| 22 | 55 | 80 | 103 | 169 | 280 | 636 | 636 |
| 23 | 54 | 79 | 102 | 168 | 279 | 635 | 635 |
| 24 | 53 | 78 | 101 | 168 | 279 | 634 | 634 |
| 25 | 52 | 77 | 100 | 167 | 278 | 633 | 633 |
| 26 | 51 | 76 | 99 | 166 | 277 | 632 | 632 |
| 27 | 50 | 76 | 98 | 165 | 276 | 631 | 631 |
| 28 | 49 | 75 | 97 | 164 | 275 | 630 | 630 |
| 29 | 48 | 74 | 97 | 163 | 274 | 630 | 630 |
| 30 | 48 | 73 | 96 | 162 | 273 | 629 | 629 |

Duration (in years)

Credit quality step 0

Credit 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

288

644

1 594

2

52

68

95

178

291

647

1 273

3

56

73

99

172

291

646

1 026

4

58

77

103

174

290

646

839

5

60

80

108

177

291

646

696

6

62

83

112

182

291

646

646

7

63

85

114

183

291

646

646

8

62

85

112

181

290

645

645

9

62

85

112

179

290

645

645

10

62

86

112

179

290

645

645

11

62

87

112

178

289

645

645

12

62

87

111

178

289

644

644

13

62

87

110

177

288

643

643

14

61

86

109

176

287

642

642

15

60

85

108

175

286

641

641

16

59

85

107

174

285

640

640

17

58

84

107

173

284

640

640

18

58

83

106

172

283

639

639

19

57

82

105

172

283

638

638

20

56

81

104

171

282

637

637

21

55

81

104

170

281

637

637

22

55

80

103

169

280

636

636

23

54

79

102

168

279

635

635

24

53

78

101

168

279

634

634

25

52

77

100

167

278

633

633

26

51

76

99

166

277

632

632

27

50

76

98

165

276

631

631

28

49

75

97

164

275

630

630

29

48

74

97

163

274

630

630

30

48

73

96

162

273

629

629

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 | 206 | 320 | 675 | 1 612 |
| 2 | 84 | 100 | 128 | 210 | 324 | 679 | 1 288 |
| 3 | 86 | 103 | 128 | 202 | 320 | 675 | 1 039 |
| 4 | 86 | 104 | 130 | 202 | 318 | 673 | 849 |
| 5 | 89 | 109 | 137 | 206 | 320 | 675 | 704 |
| 6 | 91 | 112 | 141 | 211 | 320 | 675 | 675 |
| 7 | 92 | 114 | 143 | 213 | 320 | 676 | 676 |
| 8 | 93 | 116 | 143 | 212 | 321 | 677 | 677 |
| 9 | 94 | 117 | 144 | 211 | 322 | 677 | 677 |
| 10 | 94 | 119 | 144 | 211 | 322 | 677 | 677 |
| 11 | 94 | 119 | 144 | 210 | 321 | 677 | 677 |
| 12 | 94 | 119 | 143 | 209 | 320 | 676 | 676 |
| 13 | 93 | 118 | 141 | 208 | 319 | 674 | 674 |
| 14 | 92 | 117 | 140 | 206 | 317 | 673 | 673 |
| 15 | 90 | 116 | 138 | 205 | 316 | 671 | 671 |
| 16 | 89 | 114 | 137 | 203 | 314 | 670 | 670 |
| 17 | 87 | 113 | 135 | 202 | 313 | 668 | 668 |
| 18 | 86 | 111 | 134 | 201 | 312 | 667 | 667 |
| 19 | 84 | 110 | 133 | 199 | 310 | 666 | 666 |
| 20 | 83 | 109 | 131 | 198 | 309 | 664 | 664 |
| 21 | 82 | 107 | 130 | 197 | 308 | 663 | 663 |
| 22 | 80 | 106 | 128 | 195 | 306 | 662 | 662 |
| 23 | 79 | 104 | 127 | 194 | 305 | 660 | 660 |
| 24 | 77 | 103 | 125 | 192 | 303 | 658 | 658 |
| 25 | 76 | 101 | 124 | 190 | 301 | 657 | 657 |
| 26 | 74 | 100 | 122 | 189 | 300 | 655 | 655 |
| 27 | 73 | 98 | 121 | 187 | 298 | 654 | 654 |
| 28 | 71 | 96 | 119 | 186 | 297 | 652 | 652 |
| 29 | 70 | 95 | 118 | 184 | 295 | 651 | 651 |
| 30 | 68 | 94 | 116 | 183 | 294 | 649 | 649 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

80

96

123

206

320

675

1 612

2

84

100

128

210

324

679

1 288

3

86

103

128

202

320

675

1 039

4

86

104

130

202

318

673

849

5

89

109

137

206

320

675

704

6

91

112

141

211

320

675

675

7

92

114

143

213

320

676

676

8

93

116

143

212

321

677

677

9

94

117

144

211

322

677

677

10

94

119

144

211

322

677

677

11

94

119

144

210

321

677

677

12

94

119

143

209

320

676

676

13

93

118

141

208

319

674

674

14

92

117

140

206

317

673

673

15

90

116

138

205

316

671

671

16

89

114

137

203

314

670

670

17

87

113

135

202

313

668

668

18

86

111

134

201

312

667

667

19

84

110

133

199

310

666

666

20

83

109

131

198

309

664

664

21

82

107

130

197

308

663

663

22

80

106

128

195

306

662

662

23

79

104

127

194

305

660

660

24

77

103

125

192

303

658

658

25

76

101

124

190

301

657

657

26

74

100

122

189

300

655

655

27

73

98

121

187

298

654

654

28

71

96

119

186

297

652

652

29

70

95

118

184

295

651

651

30

68

94

116

183

294

649

649

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 | 131 | 245 | 600 | 1 522 |
| 2 | 9 | 25 | 52 | 135 | 248 | 604 | 1 216 |
| 3 | 12 | 30 | 55 | 128 | 247 | 602 | 981 |
| 4 | 16 | 34 | 60 | 132 | 248 | 603 | 801 |
| 5 | 18 | 38 | 67 | 136 | 249 | 604 | 664 |
| 6 | 20 | 41 | 71 | 141 | 250 | 605 | 605 |
| 7 | 22 | 44 | 73 | 143 | 250 | 605 | 605 |
| 8 | 22 | 45 | 72 | 141 | 250 | 606 | 606 |
| 9 | 23 | 46 | 72 | 140 | 250 | 606 | 606 |
| 10 | 23 | 47 | 73 | 139 | 250 | 606 | 606 |
| 11 | 24 | 48 | 73 | 139 | 250 | 606 | 606 |
| 12 | 24 | 49 | 73 | 139 | 250 | 606 | 606 |
| 13 | 24 | 49 | 72 | 139 | 250 | 605 | 605 |
| 14 | 23 | 49 | 71 | 138 | 249 | 604 | 604 |
| 15 | 22 | 48 | 71 | 137 | 248 | 604 | 604 |
| 16 | 21 | 47 | 70 | 136 | 247 | 603 | 603 |
| 17 | 21 | 46 | 69 | 136 | 247 | 602 | 602 |
| 18 | 20 | 46 | 69 | 135 | 246 | 602 | 602 |
| 19 | 20 | 46 | 68 | 135 | 246 | 601 | 601 |
| 20 | 20 | 46 | 69 | 135 | 246 | 602 | 602 |
| 21 | 21 | 46 | 69 | 135 | 246 | 602 | 602 |
| 22 | 21 | 46 | 69 | 135 | 246 | 602 | 602 |
| 23 | 21 | 46 | 69 | 135 | 246 | 602 | 602 |
| 24 | 21 | 46 | 69 | 135 | 246 | 602 | 602 |
| 25 | 20 | 46 | 69 | 135 | 246 | 602 | 602 |
| 26 | 20 | 46 | 68 | 135 | 246 | 601 | 601 |
| 27 | 20 | 46 | 68 | 135 | 246 | 601 | 601 |
| 28 | 20 | 45 | 68 | 135 | 246 | 601 | 601 |
| 29 | 20 | 45 | 68 | 135 | 246 | 601 | 601 |
| 30 | 21 | 45 | 68 | 134 | 246 | 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

5

21

48

131

245

600

1 522

2

9

25

52

135

248

604

1 216

3

12

30

55

128

247

602

981

4

16

34

60

132

248

603

801

5

18

38

67

136

249

604

664

6

20

41

71

141

250

605

605

7

22

44

73

143

250

605

605

8

22

45

72

141

250

606

606

9

23

46

72

140

250

606

606

10

23

47

73

139

250

606

606

11

24

48

73

139

250

606

606

12

24

49

73

139

250

606

606

13

24

49

72

139

250

605

605

14

23

49

71

138

249

604

604

15

22

48

71

137

248

604

604

16

21

47

70

136

247

603

603

17

21

46

69

136

247

602

602

18

20

46

69

135

246

602

602

19

20

46

68

135

246

601

601

20

20

46

69

135

246

602

602

21

21

46

69

135

246

602

602

22

21

46

69

135

246

602

602

23

21

46

69

135

246

602

602

24

21

46

69

135

246

602

602

25

20

46

69

135

246

602

602

26

20

46

68

135

246

601

601

27

20

46

68

135

246

601

601

28

20

45

68

135

246

601

601

29

20

45

68

135

246

601

601

30

21

45

68

134

246

601

601

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 | 91 | 107 | 134 | 217 | 330 | 685 | 1 678 |
| 2 | 91 | 107 | 134 | 217 | 330 | 686 | 1 342 |
| 3 | 92 | 109 | 134 | 208 | 326 | 681 | 1 083 |
| 4 | 93 | 111 | 137 | 209 | 325 | 680 | 885 |
| 5 | 94 | 113 | 142 | 211 | 324 | 679 | 734 |
| 6 | 94 | 115 | 144 | 214 | 323 | 679 | 679 |
| 7 | 95 | 117 | 146 | 216 | 323 | 678 | 678 |
| 8 | 94 | 117 | 145 | 213 | 322 | 678 | 678 |
| 9 | 94 | 117 | 143 | 211 | 321 | 677 | 677 |
| 10 | 93 | 117 | 142 | 209 | 320 | 675 | 675 |
| 11 | 91 | 116 | 140 | 207 | 318 | 673 | 673 |
| 12 | 90 | 115 | 138 | 205 | 316 | 672 | 672 |
| 13 | 88 | 113 | 137 | 203 | 314 | 670 | 670 |
| 14 | 87 | 112 | 135 | 201 | 312 | 668 | 668 |
| 15 | 85 | 110 | 133 | 199 | 310 | 666 | 666 |
| 16 | 82 | 108 | 131 | 197 | 308 | 664 | 664 |
| 17 | 81 | 106 | 129 | 195 | 306 | 662 | 662 |
| 18 | 79 | 104 | 127 | 194 | 305 | 660 | 660 |
| 19 | 78 | 103 | 126 | 192 | 303 | 659 | 659 |
| 20 | 77 | 102 | 125 | 191 | 303 | 658 | 658 |
| 21 | 76 | 101 | 124 | 190 | 302 | 657 | 657 |
| 22 | 75 | 100 | 123 | 189 | 300 | 656 | 656 |
| 23 | 74 | 99 | 122 | 188 | 299 | 655 | 655 |
| 24 | 73 | 98 | 121 | 187 | 298 | 654 | 654 |
| 25 | 71 | 97 | 120 | 186 | 297 | 653 | 653 |
| 26 | 70 | 96 | 118 | 185 | 296 | 652 | 652 |
| 27 | 69 | 95 | 117 | 184 | 295 | 650 | 650 |
| 28 | 68 | 94 | 116 | 183 | 294 | 649 | 649 |
| 29 | 67 | 93 | 115 | 182 | 293 | 648 | 648 |
| 30 | 66 | 92 | 114 | 181 | 292 | 647 | 647 |

Duration (in years)

Credit quality step 0

Credit 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

134

217

330

685

1 678

2

91

107

134

217

330

686

1 342

3

92

109

134

208

326

681

1 083

4

93

111

137

209

325

680

885

5

94

113

142

211

324

679

734

6

94

115

144

214

323

679

679

7

95

117

146

216

323

678

678

8

94

117

145

213

322

678

678

9

94

117

143

211

321

677

677

10

93

117

142

209

320

675

675

11

91

116

140

207

318

673

673

12

90

115

138

205

316

672

672

13

88

113

137

203

314

670

670

14

87

112

135

201

312

668

668

15

85

110

133

199

310

666

666

16

82

108

131

197

308

664

664

17

81

106

129

195

306

662

662

18

79

104

127

194

305

660

660

19

78

103

126

192

303

659

659

20

77

102

125

191

303

658

658

21

76

101

124

190

302

657

657

22

75

100

123

189

300

656

656

23

74

99

122

188

299

655

655

24

73

98

121

187

298

654

654

25

71

97

120

186

297

653

653

26

70

96

118

185

296

652

652

27

69

95

117

184

295

650

650

28

68

94

116

183

294

649

649

29

67

93

115

182

293

648

648

30

66

92

114

181

292

647

647

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 | 363 | 379 | 406 | 489 | 602 | 958 | 1 601 |
| 2 | 75 | 91 | 118 | 201 | 314 | 670 | 1 281 |
| 3 | 79 | 96 | 122 | 195 | 314 | 669 | 1 039 |
| 4 | 83 | 101 | 127 | 199 | 315 | 670 | 850 |
| 5 | 86 | 106 | 134 | 203 | 316 | 672 | 706 |
| 6 | 88 | 109 | 138 | 208 | 317 | 672 | 672 |
| 7 | 90 | 112 | 140 | 210 | 317 | 673 | 673 |
| 8 | 90 | 113 | 141 | 209 | 318 | 674 | 674 |
| 9 | 91 | 114 | 141 | 208 | 319 | 674 | 674 |
| 10 | 91 | 115 | 141 | 207 | 318 | 674 | 674 |
| 11 | 92 | 116 | 141 | 207 | 318 | 674 | 674 |
| 12 | 92 | 117 | 141 | 207 | 318 | 674 | 674 |
| 13 | 93 | 118 | 141 | 208 | 319 | 674 | 674 |
| 14 | 94 | 119 | 142 | 208 | 319 | 675 | 675 |
| 15 | 94 | 120 | 143 | 209 | 320 | 676 | 676 |
| 16 | 95 | 121 | 144 | 210 | 321 | 677 | 677 |
| 17 | 96 | 122 | 145 | 211 | 322 | 678 | 678 |
| 18 | 98 | 123 | 146 | 212 | 323 | 679 | 679 |
| 19 | 99 | 124 | 147 | 213 | 324 | 680 | 680 |
| 20 | 99 | 125 | 147 | 214 | 325 | 681 | 681 |
| 21 | 100 | 125 | 148 | 214 | 325 | 681 | 681 |
| 22 | 99 | 125 | 148 | 214 | 325 | 681 | 681 |
| 23 | 99 | 124 | 147 | 214 | 325 | 680 | 680 |
| 24 | 98 | 124 | 146 | 213 | 324 | 679 | 679 |
| 25 | 97 | 123 | 146 | 212 | 323 | 679 | 679 |
| 26 | 96 | 122 | 144 | 211 | 322 | 678 | 678 |
| 27 | 95 | 121 | 143 | 210 | 321 | 676 | 676 |
| 28 | 94 | 119 | 142 | 209 | 320 | 675 | 675 |
| 29 | 93 | 118 | 141 | 207 | 318 | 674 | 674 |
| 30 | 91 | 117 | 139 | 206 | 317 | 673 | 673 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

363

379

406

489

602

958

1 601

2

75

91

118

201

314

670

1 281

3

79

96

122

195

314

669

1 039

4

83

101

127

199

315

670

850

5

86

106

134

203

316

672

706

6

88

109

138

208

317

672

672

7

90

112

140

210

317

673

673

8

90

113

141

209

318

674

674

9

91

114

141

208

319

674

674

10

91

115

141

207

318

674

674

11

92

116

141

207

318

674

674

12

92

117

141

207

318

674

674

13

93

118

141

208

319

674

674

14

94

119

142

208

319

675

675

15

94

120

143

209

320

676

676

16

95

121

144

210

321

677

677

17

96

122

145

211

322

678

678

18

98

123

146

212

323

679

679

19

99

124

147

213

324

680

680

20

99

125

147

214

325

681

681

21

100

125

148

214

325

681

681

22

99

125

148

214

325

681

681

23

99

124

147

214

325

680

680

24

98

124

146

213

324

679

679

25

97

123

146

212

323

679

679

26

96

122

144

211

322

678

678

27

95

121

143

210

321

676

676

28

94

119

142

209

320

675

675

29

93

118

141

207

318

674

674

30

91

117

139

206

317

673

673

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 | 119 | 233 | 588 | 1 513 |
| 2 | 1 | 9 | 37 | 119 | 233 | 588 | 1 207 |
| 3 | 2 | 11 | 37 | 110 | 229 | 584 | 973 |
| 4 | 2 | 13 | 39 | 111 | 227 | 582 | 794 |
| 5 | 3 | 15 | 43 | 112 | 226 | 581 | 658 |
| 6 | 4 | 17 | 46 | 116 | 225 | 580 | 580 |
| 7 | 5 | 19 | 47 | 117 | 224 | 580 | 580 |
| 8 | 6 | 18 | 46 | 114 | 224 | 579 | 579 |
| 9 | 6 | 18 | 45 | 112 | 223 | 578 | 578 |
| 10 | 7 | 19 | 44 | 111 | 222 | 578 | 578 |
| 11 | 8 | 20 | 44 | 111 | 222 | 578 | 578 |
| 12 | 9 | 21 | 44 | 111 | 222 | 577 | 577 |
| 13 | 9 | 21 | 44 | 111 | 222 | 578 | 578 |
| 14 | 10 | 22 | 45 | 111 | 222 | 578 | 578 |
| 15 | 10 | 22 | 45 | 111 | 222 | 578 | 578 |
| 16 | 12 | 22 | 45 | 111 | 222 | 578 | 578 |
| 17 | 12 | 22 | 45 | 112 | 223 | 578 | 578 |
| 18 | 13 | 23 | 45 | 112 | 223 | 578 | 578 |
| 19 | 13 | 23 | 46 | 113 | 224 | 579 | 579 |
| 20 | 14 | 24 | 47 | 113 | 225 | 580 | 580 |
| 21 | 15 | 25 | 48 | 114 | 225 | 581 | 581 |
| 22 | 16 | 26 | 49 | 115 | 226 | 582 | 582 |
| 23 | 16 | 26 | 49 | 116 | 227 | 582 | 582 |
| 24 | 16 | 27 | 50 | 116 | 227 | 583 | 583 |
| 25 | 17 | 27 | 50 | 117 | 228 | 583 | 583 |
| 26 | 18 | 28 | 51 | 117 | 228 | 584 | 584 |
| 27 | 19 | 28 | 51 | 118 | 229 | 584 | 584 |
| 28 | 19 | 29 | 51 | 118 | 229 | 584 | 584 |
| 29 | 20 | 29 | 52 | 118 | 229 | 585 | 585 |
| 30 | 20 | 30 | 52 | 119 | 230 | 585 | 585 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

9

37

119

233

588

1 513

2

1

9

37

119

233

588

1 207

3

2

11

37

110

229

584

973

4

2

13

39

111

227

582

794

5

3

15

43

112

226

581

658

6

4

17

46

116

225

580

580

7

5

19

47

117

224

580

580

8

6

18

46

114

224

579

579

9

6

18

45

112

223

578

578

10

7

19

44

111

222

578

578

11

8

20

44

111

222

578

578

12

9

21

44

111

222

577

577

13

9

21

44

111

222

578

578

14

10

22

45

111

222

578

578

15

10

22

45

111

222

578

578

16

12

22

45

111

222

578

578

17

12

22

45

112

223

578

578

18

13

23

45

112

223

578

578

19

13

23

46

113

224

579

579

20

14

24

47

113

225

580

580

21

15

25

48

114

225

581

581

22

16

26

49

115

226

582

582

23

16

26

49

116

227

582

582

24

16

27

50

116

227

583

583

25

17

27

50

117

228

583

583

26

18

28

51

117

228

584

584

27

19

28

51

118

229

584

584

28

19

29

51

118

229

584

584

29

20

29

52

118

229

585

585

30

20

30

52

119

230

585

585

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 | 293 | 649 | 1 555 |
| 2 | 55 | 71 | 98 | 181 | 294 | 650 | 1 240 |
| 3 | 56 | 73 | 98 | 172 | 290 | 645 | 1 000 |
| 4 | 56 | 74 | 100 | 172 | 288 | 643 | 817 |
| 5 | 56 | 76 | 104 | 174 | 287 | 642 | 677 |
| 6 | 57 | 78 | 107 | 177 | 286 | 642 | 642 |
| 7 | 57 | 79 | 107 | 177 | 285 | 640 | 640 |
| 8 | 56 | 79 | 106 | 175 | 284 | 639 | 639 |
| 9 | 55 | 79 | 105 | 173 | 283 | 639 | 639 |
| 10 | 54 | 79 | 104 | 171 | 282 | 637 | 637 |
| 11 | 53 | 78 | 102 | 169 | 280 | 636 | 636 |
| 12 | 52 | 77 | 101 | 167 | 278 | 634 | 634 |
| 13 | 51 | 76 | 99 | 166 | 277 | 632 | 632 |
| 14 | 49 | 75 | 97 | 164 | 275 | 631 | 631 |
| 15 | 48 | 73 | 96 | 162 | 274 | 629 | 629 |
| 16 | 46 | 71 | 94 | 161 | 272 | 627 | 627 |
| 17 | 45 | 70 | 93 | 159 | 270 | 626 | 626 |
| 18 | 43 | 69 | 91 | 158 | 269 | 625 | 625 |
| 19 | 42 | 68 | 90 | 157 | 268 | 624 | 624 |
| 20 | 42 | 67 | 90 | 156 | 267 | 623 | 623 |
| 21 | 41 | 66 | 89 | 156 | 267 | 622 | 622 |
| 22 | 40 | 66 | 89 | 155 | 266 | 622 | 622 |
| 23 | 40 | 65 | 88 | 155 | 266 | 621 | 621 |
| 24 | 39 | 64 | 87 | 154 | 265 | 620 | 620 |
| 25 | 38 | 64 | 87 | 153 | 264 | 620 | 620 |
| 26 | 38 | 63 | 86 | 152 | 263 | 619 | 619 |
| 27 | 37 | 62 | 85 | 152 | 263 | 618 | 618 |
| 28 | 36 | 62 | 84 | 151 | 262 | 618 | 618 |
| 29 | 36 | 61 | 84 | 150 | 261 | 617 | 617 |
| 30 | 35 | 61 | 83 | 150 | 261 | 616 | 616 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

70

97

180

293

649

1 555

2

55

71

98

181

294

650

1 240

3

56

73

98

172

290

645

1 000

4

56

74

100

172

288

643

817

5

56

76

104

174

287

642

677

6

57

78

107

177

286

642

642

7

57

79

107

177

285

640

640

8

56

79

106

175

284

639

639

9

55

79

105

173

283

639

639

10

54

79

104

171

282

637

637

11

53

78

102

169

280

636

636

12

52

77

101

167

278

634

634

13

51

76

99

166

277

632

632

14

49

75

97

164

275

631

631

15

48

73

96

162

274

629

629

16

46

71

94

161

272

627

627

17

45

70

93

159

270

626

626

18

43

69

91

158

269

625

625

19

42

68

90

157

268

624

624

20

42

67

90

156

267

623

623

21

41

66

89

156

267

622

622

22

40

66

89

155

266

622

622

23

40

65

88

155

266

621

621

24

39

64

87

154

265

620

620

25

38

64

87

153

264

620

620

26

38

63

86

152

263

619

619

27

37

62

85

152

263

618

618

28

36

62

84

151

262

618

618

29

36

61

84

150

261

617

617

30

35

61

83

150

261

616

616

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 | 352 | 708 | 1 690 |
| 2 | 114 | 130 | 157 | 240 | 354 | 709 | 1 354 |
| 3 | 117 | 134 | 159 | 233 | 351 | 706 | 1 094 |
| 4 | 119 | 137 | 163 | 235 | 351 | 706 | 895 |
| 5 | 120 | 140 | 168 | 237 | 351 | 706 | 742 |
| 6 | 121 | 142 | 171 | 241 | 350 | 706 | 706 |
| 7 | 122 | 144 | 172 | 242 | 349 | 705 | 705 |
| 8 | 121 | 143 | 171 | 239 | 349 | 704 | 704 |
| 9 | 120 | 143 | 170 | 237 | 347 | 703 | 703 |
| 10 | 119 | 143 | 169 | 235 | 346 | 702 | 702 |
| 11 | 118 | 143 | 167 | 234 | 345 | 700 | 700 |
| 12 | 116 | 141 | 165 | 232 | 343 | 698 | 698 |
| 13 | 115 | 140 | 163 | 229 | 340 | 696 | 696 |
| 14 | 112 | 138 | 161 | 227 | 338 | 694 | 694 |
| 15 | 110 | 135 | 158 | 225 | 336 | 691 | 691 |
| 16 | 107 | 132 | 155 | 222 | 333 | 688 | 688 |
| 17 | 105 | 130 | 153 | 220 | 331 | 686 | 686 |
| 18 | 102 | 128 | 151 | 217 | 328 | 684 | 684 |
| 19 | 100 | 126 | 149 | 215 | 326 | 682 | 682 |
| 20 | 99 | 124 | 147 | 213 | 324 | 680 | 680 |
| 21 | 97 | 122 | 145 | 212 | 323 | 678 | 678 |
| 22 | 95 | 121 | 143 | 210 | 321 | 676 | 676 |
| 23 | 93 | 119 | 142 | 208 | 319 | 675 | 675 |
| 24 | 92 | 117 | 140 | 206 | 317 | 673 | 673 |
| 25 | 90 | 115 | 138 | 205 | 316 | 671 | 671 |
| 26 | 88 | 114 | 136 | 203 | 314 | 669 | 669 |
| 27 | 87 | 112 | 135 | 201 | 312 | 668 | 668 |
| 28 | 85 | 110 | 133 | 200 | 311 | 666 | 666 |
| 29 | 83 | 109 | 132 | 198 | 309 | 665 | 665 |
| 30 | 82 | 107 | 130 | 197 | 308 | 663 | 663 |

Duration (in years)

Credit quality step 0

Credit 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

352

708

1 690

2

114

130

157

240

354

709

1 354

3

117

134

159

233

351

706

1 094

4

119

137

163

235

351

706

895

5

120

140

168

237

351

706

742

6

121

142

171

241

350

706

706

7

122

144

172

242

349

705

705

8

121

143

171

239

349

704

704

9

120

143

170

237

347

703

703

10

119

143

169

235

346

702

702

11

118

143

167

234

345

700

700

12

116

141

165

232

343

698

698

13

115

140

163

229

340

696

696

14

112

138

161

227

338

694

694

15

110

135

158

225

336

691

691

16

107

132

155

222

333

688

688

17

105

130

153

220

331

686

686

18

102

128

151

217

328

684

684

19

100

126

149

215

326

682

682

20

99

124

147

213

324

680

680

21

97

122

145

212

323

678

678

22

95

121

143

210

321

676

676

23

93

119

142

208

319

675

675

24

92

117

140

206

317

673

673

25

90

115

138

205

316

671

671

26

88

114

136

203

314

669

669

27

87

112

135

201

312

668

668

28

85

110

133

200

311

666

666

29

83

109

132

198

309

665

665

30

82

107

130

197

308

663

663

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 | 173 | 189 | 216 | 299 | 412 | 768 | 1 841 |
| 2 | 183 | 199 | 226 | 309 | 422 | 778 | 1 472 |
| 3 | 188 | 205 | 231 | 304 | 422 | 778 | 1 188 |
| 4 | 190 | 208 | 234 | 306 | 422 | 777 | 971 |
| 5 | 191 | 211 | 239 | 308 | 421 | 777 | 806 |
| 6 | 191 | 211 | 241 | 311 | 420 | 775 | 775 |
| 7 | 190 | 212 | 241 | 311 | 418 | 774 | 774 |
| 8 | 189 | 211 | 239 | 307 | 416 | 772 | 772 |
| 9 | 187 | 211 | 237 | 304 | 415 | 770 | 770 |
| 10 | 186 | 210 | 236 | 302 | 413 | 769 | 769 |
| 11 | 185 | 209 | 234 | 300 | 411 | 767 | 767 |
| 12 | 183 | 208 | 231 | 298 | 409 | 764 | 764 |
| 13 | 180 | 205 | 228 | 295 | 406 | 761 | 761 |
| 14 | 177 | 202 | 225 | 292 | 403 | 758 | 758 |
| 15 | 174 | 199 | 222 | 288 | 399 | 755 | 755 |
| 16 | 170 | 196 | 219 | 285 | 396 | 752 | 752 |
| 17 | 167 | 192 | 215 | 282 | 393 | 748 | 748 |
| 18 | 164 | 189 | 212 | 279 | 390 | 745 | 745 |
| 19 | 161 | 186 | 209 | 275 | 387 | 742 | 742 |
| 20 | 158 | 183 | 206 | 272 | 383 | 739 | 739 |
| 21 | 155 | 180 | 203 | 269 | 380 | 736 | 736 |
| 22 | 151 | 177 | 200 | 266 | 377 | 733 | 733 |
| 23 | 148 | 174 | 196 | 263 | 374 | 729 | 729 |
| 24 | 145 | 170 | 193 | 260 | 371 | 726 | 726 |
| 25 | 142 | 167 | 190 | 257 | 368 | 723 | 723 |
| 26 | 139 | 164 | 187 | 254 | 365 | 720 | 720 |
| 27 | 136 | 161 | 184 | 251 | 362 | 717 | 717 |
| 28 | 133 | 159 | 181 | 248 | 359 | 714 | 714 |
| 29 | 130 | 156 | 178 | 245 | 356 | 712 | 712 |
| 30 | 128 | 153 | 176 | 242 | 353 | 709 | 709 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

173

189

216

299

412

768

1 841

2

183

199

226

309

422

778

1 472

3

188

205

231

304

422

778

1 188

4

190

208

234

306

422

777

971

5

191

211

239

308

421

777

806

6

191

211

241

311

420

775

775

7

190

212

241

311

418

774

774

8

189

211

239

307

416

772

772

9

187

211

237

304

415

770

770

10

186

210

236

302

413

769

769

11

185

209

234

300

411

767

767

12

183

208

231

298

409

764

764

13

180

205

228

295

406

761

761

14

177

202

225

292

403

758

758

15

174

199

222

288

399

755

755

16

170

196

219

285

396

752

752

17

167

192

215

282

393

748

748

18

164

189

212

279

390

745

745

19

161

186

209

275

387

742

742

20

158

183

206

272

383

739

739

21

155

180

203

269

380

736

736

22

151

177

200

266

377

733

733

23

148

174

196

263

374

729

729

24

145

170

193

260

371

726

726

25

142

167

190

257

368

723

723

26

139

164

187

254

365

720

720

27

136

161

184

251

362

717

717

28

133

159

181

248

359

714

714

29

130

156

178

245

356

712

712

30

128

153

176

242

353

709

709

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 | 151 | 265 | 620 | 1 558 |
| 2 | 26 | 42 | 69 | 152 | 266 | 621 | 1 243 |
| 3 | 27 | 45 | 70 | 143 | 262 | 617 | 1 001 |
| 4 | 28 | 47 | 73 | 144 | 260 | 616 | 818 |
| 5 | 29 | 49 | 77 | 146 | 260 | 615 | 679 |
| 6 | 30 | 51 | 80 | 150 | 259 | 614 | 614 |
| 7 | 30 | 52 | 81 | 151 | 258 | 614 | 614 |
| 8 | 29 | 52 | 79 | 148 | 257 | 612 | 612 |
| 9 | 28 | 52 | 78 | 145 | 256 | 612 | 612 |
| 10 | 28 | 52 | 78 | 144 | 255 | 611 | 611 |
| 11 | 28 | 52 | 77 | 144 | 255 | 610 | 610 |
| 12 | 28 | 53 | 76 | 143 | 254 | 609 | 609 |
| 13 | 28 | 53 | 76 | 142 | 253 | 609 | 609 |
| 14 | 27 | 53 | 75 | 142 | 253 | 608 | 608 |
| 15 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 16 | 27 | 52 | 75 | 141 | 253 | 608 | 608 |
| 17 | 27 | 52 | 75 | 141 | 252 | 608 | 608 |
| 18 | 27 | 52 | 75 | 141 | 252 | 608 | 608 |
| 19 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 20 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 21 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 22 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 23 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 24 | 27 | 52 | 75 | 142 | 253 | 608 | 608 |
| 25 | 27 | 52 | 75 | 141 | 252 | 608 | 608 |
| 26 | 27 | 52 | 75 | 141 | 252 | 608 | 608 |
| 27 | 26 | 52 | 74 | 141 | 252 | 608 | 608 |
| 28 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 29 | 26 | 51 | 74 | 141 | 252 | 607 | 607 |
| 30 | 26 | 51 | 74 | 140 | 251 | 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

25

41

68

151

265

620

1 558

2

26

42

69

152

266

621

1 243

3

27

45

70

143

262

617

1 001

4

28

47

73

144

260

616

818

5

29

49

77

146

260

615

679

6

30

51

80

150

259

614

614

7

30

52

81

151

258

614

614

8

29

52

79

148

257

612

612

9

28

52

78

145

256

612

612

10

28

52

78

144

255

611

611

11

28

52

77

144

255

610

610

12

28

53

76

143

254

609

609

13

28

53

76

142

253

609

609

14

27

53

75

142

253

608

608

15

27

52

75

142

253

608

608

16

27

52

75

141

253

608

608

17

27

52

75

141

252

608

608

18

27

52

75

141

252

608

608

19

27

52

75

142

253

608

608

20

27

52

75

142

253

608

608

21

27

52

75

142

253

608

608

22

27

52

75

142

253

608

608

23

27

52

75

142

253

608

608

24

27

52

75

142

253

608

608

25

27

52

75

141

252

608

608

26

27

52

75

141

252

608

608

27

26

52

74

141

252

608

608

28

26

51

74

141

252

607

607

29

26

51

74

141

252

607

607

30

26

51

74

140

251

607

607

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 | 64 | 146 | 260 | 615 | 1 592 |
| 2 | 22 | 38 | 66 | 148 | 262 | 617 | 1 270 |
| 3 | 25 | 43 | 68 | 141 | 260 | 615 | 1 023 |
| 4 | 28 | 47 | 72 | 144 | 260 | 615 | 835 |
| 5 | 31 | 50 | 79 | 148 | 261 | 616 | 692 |
| 6 | 32 | 53 | 82 | 152 | 261 | 617 | 617 |
| 7 | 34 | 56 | 85 | 155 | 262 | 617 | 617 |
| 8 | 34 | 57 | 84 | 153 | 262 | 617 | 617 |
| 9 | 34 | 58 | 84 | 151 | 262 | 618 | 618 |
| 10 | 35 | 60 | 85 | 152 | 263 | 618 | 618 |
| 11 | 36 | 61 | 86 | 152 | 263 | 619 | 619 |
| 12 | 37 | 62 | 86 | 152 | 263 | 619 | 619 |
| 13 | 37 | 63 | 86 | 152 | 263 | 619 | 619 |
| 14 | 38 | 63 | 86 | 152 | 263 | 619 | 619 |
| 15 | 37 | 63 | 85 | 152 | 263 | 618 | 618 |
| 16 | 37 | 62 | 85 | 151 | 263 | 618 | 618 |
| 17 | 37 | 62 | 85 | 151 | 262 | 618 | 618 |
| 18 | 37 | 62 | 85 | 151 | 262 | 618 | 618 |
| 19 | 37 | 62 | 85 | 151 | 262 | 618 | 618 |
| 20 | 37 | 62 | 85 | 152 | 263 | 618 | 618 |
| 21 | 37 | 63 | 85 | 152 | 263 | 618 | 618 |
| 22 | 37 | 63 | 85 | 152 | 263 | 618 | 618 |
| 23 | 37 | 62 | 85 | 152 | 263 | 618 | 618 |
| 24 | 37 | 62 | 85 | 152 | 263 | 618 | 618 |
| 25 | 37 | 62 | 85 | 151 | 262 | 618 | 618 |
| 26 | 36 | 62 | 84 | 151 | 262 | 617 | 617 |
| 27 | 36 | 61 | 84 | 150 | 262 | 617 | 617 |
| 28 | 35 | 61 | 83 | 150 | 261 | 617 | 617 |
| 29 | 35 | 60 | 83 | 150 | 261 | 616 | 616 |
| 30 | 34 | 60 | 83 | 149 | 260 | 616 | 616 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

20

36

64

146

260

615

1 592

2

22

38

66

148

262

617

1 270

3

25

43

68

141

260

615

1 023

4

28

47

72

144

260

615

835

5

31

50

79

148

261

616

692

6

32

53

82

152

261

617

617

7

34

56

85

155

262

617

617

8

34

57

84

153

262

617

617

9

34

58

84

151

262

618

618

10

35

60

85

152

263

618

618

11

36

61

86

152

263

619

619

12

37

62

86

152

263

619

619

13

37

63

86

152

263

619

619

14

38

63

86

152

263

619

619

15

37

63

85

152

263

618

618

16

37

62

85

151

263

618

618

17

37

62

85

151

262

618

618

18

37

62

85

151

262

618

618

19

37

62

85

151

262

618

618

20

37

62

85

152

263

618

618

21

37

63

85

152

263

618

618

22

37

63

85

152

263

618

618

23

37

62

85

152

263

618

618

24

37

62

85

152

263

618

618

25

37

62

85

151

262

618

618

26

36

62

84

151

262

617

617

27

36

61

84

150

262

617

617

28

35

61

83

150

261

617

617

29

35

60

83

150

261

616

616

30

34

60

83

149

260

616

616

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 | 121 | 137 | 164 | 247 | 360 | 716 | 1 780 |
| 2 | 120 | 136 | 163 | 246 | 359 | 715 | 1 412 |
| 3 | 120 | 138 | 163 | 236 | 355 | 710 | 1 134 |
| 4 | 121 | 140 | 165 | 237 | 353 | 708 | 923 |
| 5 | 122 | 142 | 170 | 239 | 352 | 708 | 763 |
| 6 | 122 | 143 | 172 | 242 | 351 | 706 | 706 |
| 7 | 122 | 144 | 173 | 243 | 350 | 705 | 705 |
| 8 | 121 | 144 | 172 | 240 | 349 | 705 | 705 |
| 9 | 120 | 144 | 170 | 237 | 348 | 704 | 704 |
| 10 | 120 | 145 | 170 | 237 | 348 | 703 | 703 |
| 11 | 120 | 145 | 169 | 236 | 347 | 703 | 703 |
| 12 | 120 | 145 | 168 | 235 | 346 | 701 | 701 |
| 13 | 119 | 144 | 167 | 234 | 345 | 700 | 700 |
| 14 | 118 | 143 | 166 | 233 | 344 | 699 | 699 |
| 15 | 116 | 141 | 164 | 231 | 342 | 697 | 697 |
| 16 | 114 | 139 | 162 | 228 | 339 | 695 | 695 |
| 17 | 111 | 136 | 159 | 226 | 337 | 692 | 692 |
| 18 | 109 | 134 | 157 | 223 | 334 | 690 | 690 |
| 19 | 106 | 132 | 155 | 221 | 332 | 688 | 688 |
| 20 | 104 | 130 | 152 | 219 | 330 | 685 | 685 |
| 21 | 102 | 127 | 150 | 217 | 328 | 683 | 683 |
| 22 | 100 | 125 | 148 | 214 | 326 | 681 | 681 |
| 23 | 98 | 123 | 146 | 212 | 323 | 679 | 679 |
| 24 | 95 | 121 | 144 | 210 | 321 | 677 | 677 |
| 25 | 93 | 119 | 141 | 208 | 319 | 674 | 674 |
| 26 | 91 | 117 | 139 | 206 | 317 | 672 | 672 |
| 27 | 89 | 114 | 137 | 204 | 315 | 670 | 670 |
| 28 | 87 | 112 | 135 | 202 | 313 | 668 | 668 |
| 29 | 85 | 111 | 133 | 200 | 311 | 666 | 666 |
| 30 | 83 | 109 | 131 | 198 | 309 | 664 | 664 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

121

137

164

247

360

716

1 780

2

120

136

163

246

359

715

1 412

3

120

138

163

236

355

710

1 134

4

121

140

165

237

353

708

923

5

122

142

170

239

352

708

763

6

122

143

172

242

351

706

706

7

122

144

173

243

350

705

705

8

121

144

172

240

349

705

705

9

120

144

170

237

348

704

704

10

120

145

170

237

348

703

703

11

120

145

169

236

347

703

703

12

120

145

168

235

346

701

701

13

119

144

167

234

345

700

700

14

118

143

166

233

344

699

699

15

116

141

164

231

342

697

697

16

114

139

162

228

339

695

695

17

111

136

159

226

337

692

692

18

109

134

157

223

334

690

690

19

106

132

155

221

332

688

688

20

104

130

152

219

330

685

685

21

102

127

150

217

328

683

683

22

100

125

148

214

326

681

681

23

98

123

146

212

323

679

679

24

95

121

144

210

321

677

677

25

93

119

141

208

319

674

674

26

91

117

139

206

317

672

672

27

89

114

137

204

315

670

670

28

87

112

135

202

313

668

668

29

85

111

133

200

311

666

666

30

83

109

131

198

309

664

664

2.28   Singapore dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 8 | 35 | 118 | 231 | 587 | 1 534 |
| 2 | 1 | 10 | 37 | 120 | 233 | 589 | 1 225 |
| 3 | 2 | 14 | 39 | 112 | 231 | 586 | 988 |
| 4 | 2 | 17 | 43 | 115 | 231 | 586 | 808 |
| 5 | 3 | 21 | 49 | 118 | 232 | 587 | 670 |
| 6 | 4 | 24 | 53 | 123 | 232 | 588 | 588 |
| 7 | 5 | 27 | 56 | 126 | 233 | 588 | 588 |
| 8 | 6 | 28 | 55 | 123 | 233 | 588 | 588 |
| 9 | 6 | 28 | 55 | 122 | 233 | 588 | 588 |
| 10 | 8 | 30 | 55 | 122 | 233 | 588 | 588 |
| 11 | 8 | 30 | 55 | 121 | 233 | 588 | 588 |
| 12 | 9 | 31 | 55 | 121 | 232 | 588 | 588 |
| 13 | 9 | 31 | 54 | 121 | 232 | 588 | 588 |
| 14 | 10 | 32 | 54 | 121 | 232 | 587 | 587 |
| 15 | 11 | 31 | 54 | 121 | 232 | 587 | 587 |
| 16 | 12 | 31 | 54 | 120 | 231 | 587 | 587 |
| 17 | 12 | 31 | 54 | 120 | 231 | 587 | 587 |
| 18 | 13 | 31 | 54 | 120 | 231 | 587 | 587 |
| 19 | 13 | 31 | 54 | 121 | 232 | 587 | 587 |
| 20 | 15 | 32 | 55 | 121 | 232 | 588 | 588 |
| 21 | 15 | 33 | 55 | 122 | 233 | 588 | 588 |
| 22 | 16 | 33 | 56 | 122 | 233 | 589 | 589 |
| 23 | 16 | 33 | 56 | 123 | 234 | 589 | 589 |
| 24 | 17 | 34 | 57 | 123 | 234 | 590 | 590 |
| 25 | 18 | 34 | 57 | 123 | 234 | 590 | 590 |
| 26 | 18 | 34 | 57 | 124 | 235 | 590 | 590 |
| 27 | 19 | 35 | 57 | 124 | 235 | 590 | 590 |
| 28 | 19 | 35 | 57 | 124 | 235 | 591 | 591 |
| 29 | 20 | 35 | 58 | 124 | 235 | 591 | 591 |
| 30 | 21 | 35 | 58 | 124 | 235 | 591 | 591 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

8

35

118

231

587

1 534

2

1

10

37

120

233

589

1 225

3

2

14

39

112

231

586

988

4

2

17

43

115

231

586

808

5

3

21

49

118

232

587

670

6

4

24

53

123

232

588

588

7

5

27

56

126

233

588

588

8

6

28

55

123

233

588

588

9

6

28

55

122

233

588

588

10

8

30

55

122

233

588

588

11

8

30

55

121

233

588

588

12

9

31

55

121

232

588

588

13

9

31

54

121

232

588

588

14

10

32

54

121

232

587

587

15

11

31

54

121

232

587

587

16

12

31

54

120

231

587

587

17

12

31

54

120

231

587

587

18

13

31

54

120

231

587

587

19

13

31

54

121

232

587

587

20

15

32

55

121

232

588

588

21

15

33

55

122

233

588

588

22

16

33

56

122

233

589

589

23

16

33

56

123

234

589

589

24

17

34

57

123

234

590

590

25

18

34

57

123

234

590

590

26

18

34

57

124

235

590

590

27

19

35

57

124

235

590

590

28

19

35

57

124

235

591

591

29

20

35

58

124

235

591

591

30

21

35

58

124

235

591

591

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 | 274 | 630 | 1 537 |
| 2 | 35 | 51 | 78 | 161 | 275 | 630 | 1 225 |
| 3 | 35 | 53 | 78 | 151 | 270 | 625 | 987 |
| 4 | 35 | 54 | 80 | 152 | 268 | 623 | 805 |
| 5 | 36 | 56 | 84 | 153 | 266 | 622 | 667 |
| 6 | 39 | 60 | 89 | 159 | 268 | 623 | 623 |
| 7 | 36 | 58 | 87 | 157 | 264 | 620 | 620 |
| 8 | 41 | 63 | 91 | 159 | 268 | 624 | 624 |
| 9 | 40 | 63 | 90 | 157 | 267 | 623 | 623 |
| 10 | 34 | 58 | 83 | 150 | 261 | 617 | 617 |
| 11 | 29 | 54 | 78 | 145 | 256 | 611 | 611 |
| 12 | 26 | 51 | 75 | 141 | 252 | 608 | 608 |
| 13 | 24 | 49 | 72 | 139 | 250 | 605 | 605 |
| 14 | 22 | 47 | 70 | 137 | 248 | 603 | 603 |
| 15 | 20 | 46 | 68 | 135 | 246 | 602 | 602 |
| 16 | 19 | 44 | 67 | 133 | 244 | 600 | 600 |
| 17 | 18 | 43 | 66 | 133 | 244 | 599 | 599 |
| 18 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 19 | 17 | 42 | 65 | 131 | 243 | 598 | 598 |
| 20 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 21 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 22 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 23 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 24 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 25 | 17 | 42 | 65 | 132 | 243 | 598 | 598 |
| 26 | 18 | 42 | 65 | 131 | 243 | 598 | 598 |
| 27 | 19 | 42 | 65 | 131 | 242 | 598 | 598 |
| 28 | 19 | 42 | 65 | 131 | 242 | 598 | 598 |
| 29 | 20 | 42 | 65 | 131 | 242 | 598 | 598 |
| 30 | 20 | 42 | 65 | 131 | 242 | 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

35

51

78

161

274

630

1 537

2

35

51

78

161

275

630

1 225

3

35

53

78

151

270

625

987

4

35

54

80

152

268

623

805

5

36

56

84

153

266

622

667

6

39

60

89

159

268

623

623

7

36

58

87

157

264

620

620

8

41

63

91

159

268

624

624

9

40

63

90

157

267

623

623

10

34

58

83

150

261

617

617

11

29

54

78

145

256

611

611

12

26

51

75

141

252

608

608

13

24

49

72

139

250

605

605

14

22

47

70

137

248

603

603

15

20

46

68

135

246

602

602

16

19

44

67

133

244

600

600

17

18

43

66

133

244

599

599

18

17

42

65

132

243

598

598

19

17

42

65

131

243

598

598

20

17

42

65

132

243

598

598

21

17

42

65

132

243

598

598

22

17

42

65

132

243

598

598

23

17

42

65

132

243

598

598

24

17

42

65

132

243

598

598

25

17

42

65

132

243

598

598

26

18

42

65

131

243

598

598

27

19

42

65

131

242

598

598

28

19

42

65

131

242

598

598

29

20

42

65

131

242

598

598

30

20

42

65

131

242

598

598

2.30   Turkish lira

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 186 | 202 | 229 | 312 | 425 | 781 | 1 780 |
| 2 | 183 | 199 | 226 | 309 | 423 | 778 | 1 418 |
| 3 | 180 | 198 | 223 | 296 | 415 | 770 | 1 142 |
| 4 | 178 | 196 | 222 | 294 | 410 | 765 | 932 |
| 5 | 175 | 194 | 223 | 292 | 405 | 760 | 772 |
| 6 | 171 | 192 | 222 | 292 | 401 | 756 | 756 |
| 7 | 169 | 191 | 219 | 289 | 396 | 752 | 752 |
| 8 | 164 | 187 | 214 | 283 | 392 | 748 | 748 |
| 9 | 160 | 184 | 210 | 277 | 388 | 744 | 744 |
| 10 | 157 | 181 | 206 | 273 | 384 | 740 | 740 |
| 11 | 153 | 178 | 203 | 269 | 380 | 736 | 736 |
| 12 | 150 | 175 | 199 | 265 | 376 | 732 | 732 |
| 13 | 147 | 172 | 195 | 261 | 372 | 728 | 728 |
| 14 | 143 | 168 | 191 | 258 | 369 | 724 | 724 |
| 15 | 140 | 165 | 188 | 254 | 365 | 721 | 721 |
| 16 | 136 | 162 | 184 | 251 | 362 | 717 | 717 |
| 17 | 133 | 158 | 181 | 248 | 359 | 714 | 714 |
| 18 | 130 | 156 | 178 | 245 | 356 | 711 | 711 |
| 19 | 127 | 153 | 176 | 242 | 353 | 709 | 709 |
| 20 | 125 | 150 | 173 | 240 | 351 | 706 | 706 |
| 21 | 122 | 148 | 171 | 237 | 348 | 704 | 704 |
| 22 | 120 | 145 | 168 | 235 | 346 | 701 | 701 |
| 23 | 117 | 143 | 166 | 232 | 343 | 699 | 699 |
| 24 | 115 | 140 | 163 | 230 | 341 | 696 | 696 |
| 25 | 113 | 138 | 161 | 227 | 338 | 694 | 694 |
| 26 | 110 | 136 | 158 | 225 | 336 | 691 | 691 |
| 27 | 108 | 133 | 156 | 223 | 334 | 689 | 689 |
| 28 | 106 | 131 | 154 | 221 | 332 | 687 | 687 |
| 29 | 104 | 129 | 152 | 219 | 330 | 685 | 685 |
| 30 | 102 | 127 | 150 | 217 | 328 | 683 | 683 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

186

202

229

312

425

781

1 780

2

183

199

226

309

423

778

1 418

3

180

198

223

296

415

770

1 142

4

178

196

222

294

410

765

932

5

175

194

223

292

405

760

772

6

171

192

222

292

401

756

756

7

169

191

219

289

396

752

752

8

164

187

214

283

392

748

748

9

160

184

210

277

388

744

744

10

157

181

206

273

384

740

740

11

153

178

203

269

380

736

736

12

150

175

199

265

376

732

732

13

147

172

195

261

372

728

728

14

143

168

191

258

369

724

724

15

140

165

188

254

365

721

721

16

136

162

184

251

362

717

717

17

133

158

181

248

359

714

714

18

130

156

178

245

356

711

711

19

127

153

176

242

353

709

709

20

125

150

173

240

351

706

706

21

122

148

171

237

348

704

704

22

120

145

168

235

346

701

701

23

117

143

166

232

343

699

699

24

115

140

163

230

341

696

696

25

113

138

161

227

338

694

694

26

110

136

158

225

336

691

691

27

108

133

156

223

334

689

689

28

106

131

154

221

332

687

687

29

104

129

152

219

330

685

685

30

102

127

150

217

328

683

683

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 | 113 | 250 | 605 | 1 526 |
| 2 | 8 | 27 | 53 | 113 | 250 | 605 | 1 218 |
| 3 | 9 | 30 | 54 | 107 | 248 | 603 | 982 |
| 4 | 12 | 34 | 58 | 104 | 249 | 604 | 803 |
| 5 | 16 | 41 | 63 | 106 | 250 | 605 | 665 |
| 6 | 18 | 44 | 67 | 101 | 251 | 606 | 606 |
| 7 | 19 | 46 | 66 | 94 | 251 | 607 | 607 |
| 8 | 16 | 44 | 64 | 92 | 251 | 607 | 607 |
| 9 | 17 | 45 | 66 | 96 | 252 | 607 | 607 |
| 10 | 19 | 48 | 69 | 100 | 252 | 607 | 607 |
| 11 | 20 | 50 | 71 | 103 | 252 | 607 | 607 |
| 12 | 22 | 52 | 72 | 104 | 252 | 608 | 608 |
| 13 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 14 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 15 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 16 | 23 | 54 | 72 | 104 | 252 | 607 | 607 |
| 17 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 18 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 19 | 23 | 54 | 72 | 104 | 252 | 608 | 608 |
| 20 | 23 | 54 | 72 | 104 | 253 | 608 | 608 |
| 21 | 23 | 54 | 72 | 104 | 253 | 609 | 609 |
| 22 | 23 | 54 | 72 | 104 | 253 | 609 | 609 |
| 23 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 24 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 25 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 26 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 27 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 28 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 29 | 23 | 54 | 72 | 104 | 254 | 609 | 609 |
| 30 | 23 | 54 | 72 | 104 | 253 | 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

8

27

53

113

250

605

1 526

2

8

27

53

113

250

605

1 218

3

9

30

54

107

248

603

982

4

12

34

58

104

249

604

803

5

16

41

63

106

250

605

665

6

18

44

67

101

251

606

606

7

19

46

66

94

251

607

607

8

16

44

64

92

251

607

607

9

17

45

66

96

252

607

607

10

19

48

69

100

252

607

607

11

20

50

71

103

252

607

607

12

22

52

72

104

252

608

608

13

23

54

72

104

252

608

608

14

23

54

72

104

252

608

608

15

23

54

72

104

252

608

608

16

23

54

72

104

252

607

607

17

23

54

72

104

252

608

608

18

23

54

72

104

252

608

608

19

23

54

72

104

252

608

608

20

23

54

72

104

253

608

608

21

23

54

72

104

253

609

609

22

23

54

72

104

253

609

609

23

23

54

72

104

254

609

609

24

23

54

72

104

254

609

609

25

23

54

72

104

254

609

609

26

23

54

72

104

254

609

609

27

23

54

72

104

254

609

609

28

23

54

72

104

254

609

609

29

23

54

72

104

254

609

609

30

23

54

72

104

253

609

609

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 | 565 | 1 507 |
| 2 | 1 | 6 | 12 | 94 | 208 | 563 | 1 201 |
| 3 | 2 | 6 | 11 | 84 | 203 | 558 | 966 |
| 4 | 2 | 8 | 13 | 84 | 200 | 556 | 789 |
| 5 | 3 | 9 | 17 | 86 | 200 | 555 | 653 |
| 6 | 4 | 9 | 20 | 90 | 199 | 555 | 555 |
| 7 | 5 | 10 | 22 | 92 | 199 | 555 | 555 |
| 8 | 6 | 12 | 21 | 90 | 199 | 555 | 555 |
| 9 | 6 | 12 | 22 | 89 | 199 | 555 | 555 |
| 10 | 7 | 13 | 23 | 89 | 200 | 555 | 555 |
| 11 | 8 | 13 | 24 | 89 | 200 | 555 | 555 |
| 12 | 9 | 15 | 26 | 89 | 200 | 556 | 556 |
| 13 | 9 | 16 | 28 | 90 | 201 | 556 | 556 |
| 14 | 10 | 16 | 29 | 90 | 201 | 556 | 556 |
| 15 | 10 | 17 | 31 | 90 | 201 | 557 | 557 |
| 16 | 12 | 18 | 32 | 90 | 202 | 557 | 557 |
| 17 | 12 | 19 | 33 | 91 | 202 | 557 | 557 |
| 18 | 13 | 19 | 35 | 91 | 202 | 558 | 558 |
| 19 | 13 | 20 | 36 | 92 | 203 | 558 | 558 |
| 20 | 14 | 21 | 38 | 93 | 204 | 559 | 559 |
| 21 | 15 | 22 | 40 | 93 | 205 | 560 | 560 |
| 22 | 15 | 23 | 41 | 94 | 205 | 561 | 561 |
| 23 | 16 | 23 | 42 | 95 | 206 | 561 | 561 |
| 24 | 16 | 25 | 43 | 95 | 206 | 561 | 561 |
| 25 | 17 | 25 | 44 | 95 | 206 | 562 | 562 |
| 26 | 18 | 26 | 46 | 95 | 207 | 562 | 562 |
| 27 | 19 | 26 | 48 | 96 | 207 | 562 | 562 |
| 28 | 19 | 28 | 49 | 96 | 207 | 562 | 562 |
| 29 | 19 | 29 | 50 | 96 | 207 | 562 | 562 |
| 30 | 20 | 29 | 51 | 96 | 207 | 563 | 563 |

Duration (in years)

Credit quality step 0

Credit 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

565

1 507

2

1

6

12

94

208

563

1 201

3

2

6

11

84

203

558

966

4

2

8

13

84

200

556

789

5

3

9

17

86

200

555

653

6

4

9

20

90

199

555

555

7

5

10

22

92

199

555

555

8

6

12

21

90

199

555

555

9

6

12

22

89

199

555

555

10

7

13

23

89

200

555

555

11

8

13

24

89

200

555

555

12

9

15

26

89

200

556

556

13

9

16

28

90

201

556

556

14

10

16

29

90

201

556

556

15

10

17

31

90

201

557

557

16

12

18

32

90

202

557

557

17

12

19

33

91

202

557

557

18

13

19

35

91

202

558

558

19

13

20

36

92

203

558

558

20

14

21

38

93

204

559

559

21

15

22

40

93

205

560

560

22

15

23

41

94

205

561

561

23

16

23

42

95

206

561

561

24

16

25

43

95

206

561

561

25

17

25

44

95

206

562

562

26

18

26

46

95

207

562

562

27

19

26

48

96

207

562

562

28

19

28

49

96

207

562

562

29

19

29

50

96

207

562

562

30

20

29

51

96

207

563

563

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 | 308 | 2 979 |
| 2 | 0 | 15 | 22 | 46 | 170 | 343 | 2 237 |
| 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 700 |
| 4 | 1 | 17 | 28 | 55 | 162 | 353 | 1 319 |
| 5 | 2 | 19 | 31 | 57 | 162 | 344 | 1 048 |
| 6 | 2 | 22 | 34 | 60 | 162 | 330 | 852 |
| 7 | 4 | 25 | 36 | 62 | 162 | 315 | 705 |
| 8 | 4 | 25 | 37 | 65 | 162 | 298 | 593 |
| 9 | 4 | 26 | 39 | 68 | 162 | 282 | 505 |
| 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 |
| 11 | 5 | 27 | 41 | 71 | 162 | 255 | 378 |
| 12 | 5 | 27 | 41 | 71 | 162 | 255 | 331 |
| 13 | 5 | 27 | 41 | 71 | 162 | 255 | 292 |
| 14 | 6 | 27 | 41 | 71 | 162 | 255 | 259 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 |
| 24 | 10 | 27 | 68 | 76 | 162 | 255 | 255 |
| 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 |
| 29 | 13 | 28 | 82 | 88 | 162 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

170

308

2 979

2

0

15

22

46

170

343

2 237

3

1

16

25

51

164

354

1 700

4

1

17

28

55

162

353

1 319

5

2

19

31

57

162

344

1 048

6

2

22

34

60

162

330

852

7

4

25

36

62

162

315

705

8

4

25

37

65

162

298

593

9

4

26

39

68

162

282

505

10

5

27

40

70

162

265

435

11

5

27

41

71

162

255

378

12

5

27

41

71

162

255

331

13

5

27

41

71

162

255

292

14

6

27

41

71

162

255

259

15

7

27

44

71

162

255

255

16

7

27

47

71

162

255

255

17

7

27

50

71

162

255

255

18

8

27

51

71

162

255

255

19

8

27

54

71

162

255

255

20

9

27

57

71

162

255

255

21

9

27

60

71

162

255

255

22

9

27

62

71

162

255

255

23

10

27

65

73

162

255

255

24

10

27

68

76

162

255

255

25

11

27

71

78

162

255

255

26

11

27

74

80

162

255

255

27

12

27

76

83

162

255

255

28

12

27

79

85

162

255

255

29

13

28

82

88

162

255

255

30

13

28

84

90

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 | 5 | 20 | 26 | 50 | 174 | 309 | 2 993 |
| 2 | 7 | 22 | 29 | 53 | 176 | 344 | 2 250 |
| 3 | 7 | 23 | 31 | 58 | 171 | 356 | 1 709 |
| 4 | 7 | 24 | 35 | 62 | 168 | 355 | 1 326 |
| 5 | 7 | 25 | 38 | 63 | 168 | 345 | 1 053 |
| 6 | 8 | 28 | 40 | 66 | 168 | 332 | 855 |
| 7 | 9 | 30 | 41 | 67 | 167 | 316 | 708 |
| 8 | 9 | 30 | 42 | 70 | 167 | 299 | 595 |
| 9 | 9 | 31 | 43 | 72 | 166 | 282 | 506 |
| 10 | 9 | 31 | 44 | 74 | 166 | 265 | 436 |
| 11 | 9 | 31 | 44 | 75 | 165 | 259 | 379 |
| 12 | 8 | 30 | 44 | 74 | 165 | 258 | 332 |
| 13 | 8 | 30 | 43 | 74 | 164 | 258 | 292 |
| 14 | 7 | 29 | 43 | 73 | 164 | 257 | 259 |
| 15 | 7 | 29 | 44 | 73 | 163 | 257 | 257 |
| 16 | 7 | 28 | 47 | 72 | 163 | 256 | 256 |
| 17 | 7 | 28 | 50 | 72 | 162 | 256 | 256 |
| 18 | 8 | 28 | 52 | 72 | 162 | 255 | 255 |
| 19 | 8 | 28 | 54 | 72 | 162 | 255 | 255 |
| 20 | 9 | 28 | 57 | 72 | 163 | 256 | 256 |
| 21 | 9 | 28 | 60 | 72 | 163 | 256 | 256 |
| 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 |
| 23 | 10 | 29 | 65 | 74 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 257 | 257 |
| 25 | 11 | 29 | 71 | 79 | 163 | 257 | 257 |
| 26 | 11 | 29 | 74 | 82 | 163 | 257 | 257 |
| 27 | 12 | 29 | 76 | 83 | 163 | 257 | 257 |
| 28 | 12 | 29 | 80 | 86 | 163 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 163 | 257 | 257 |
| 30 | 13 | 29 | 85 | 90 | 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

5

20

26

50

174

309

2 993

2

7

22

29

53

176

344

2 250

3

7

23

31

58

171

356

1 709

4

7

24

35

62

168

355

1 326

5

7

25

38

63

168

345

1 053

6

8

28

40

66

168

332

855

7

9

30

41

67

167

316

708

8

9

30

42

70

167

299

595

9

9

31

43

72

166

282

506

10

9

31

44

74

166

265

436

11

9

31

44

75

165

259

379

12

8

30

44

74

165

258

332

13

8

30

43

74

164

258

292

14

7

29

43

73

164

257

259

15

7

29

44

73

163

257

257

16

7

28

47

72

163

256

256

17

7

28

50

72

162

256

256

18

8

28

52

72

162

255

255

19

8

28

54

72

162

255

255

20

9

28

57

72

163

256

256

21

9

28

60

72

163

256

256

22

9

29

62

72

163

256

256

23

10

29

65

74

163

256

256

24

10

29

69

77

163

257

257

25

11

29

71

79

163

257

257

26

11

29

74

82

163

257

257

27

12

29

76

83

163

257

257

28

12

29

80

86

163

257

257

29

13

29

82

88

163

257

257

30

13

29

85

90

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 | 308 | 2 978 |
| 2 | 0 | 15 | 22 | 46 | 170 | 343 | 2 237 |
| 3 | 1 | 16 | 24 | 51 | 164 | 354 | 1 699 |
| 4 | 1 | 17 | 28 | 55 | 162 | 353 | 1 319 |
| 5 | 2 | 19 | 31 | 57 | 162 | 344 | 1 048 |
| 6 | 2 | 22 | 34 | 60 | 162 | 330 | 851 |
| 7 | 4 | 24 | 36 | 62 | 162 | 315 | 705 |
| 8 | 4 | 25 | 37 | 65 | 162 | 298 | 593 |
| 9 | 4 | 26 | 38 | 68 | 162 | 282 | 505 |
| 10 | 5 | 27 | 40 | 70 | 162 | 265 | 435 |
| 11 | 5 | 27 | 40 | 71 | 162 | 255 | 378 |
| 12 | 5 | 27 | 40 | 71 | 162 | 255 | 331 |
| 13 | 5 | 27 | 40 | 71 | 162 | 255 | 292 |
| 14 | 6 | 27 | 41 | 71 | 162 | 255 | 259 |
| 15 | 7 | 27 | 44 | 71 | 162 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 162 | 255 | 255 |
| 17 | 7 | 27 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 162 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 162 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 162 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 162 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 162 | 255 | 255 |
| 24 | 10 | 27 | 68 | 76 | 162 | 255 | 255 |
| 25 | 11 | 27 | 71 | 78 | 162 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 162 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 162 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 162 | 255 | 255 |
| 29 | 12 | 28 | 82 | 88 | 162 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 162 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

22

46

170

308

2 978

2

0

15

22

46

170

343

2 237

3

1

16

24

51

164

354

1 699

4

1

17

28

55

162

353

1 319

5

2

19

31

57

162

344

1 048

6

2

22

34

60

162

330

851

7

4

24

36

62

162

315

705

8

4

25

37

65

162

298

593

9

4

26

38

68

162

282

505

10

5

27

40

70

162

265

435

11

5

27

40

71

162

255

378

12

5

27

40

71

162

255

331

13

5

27

40

71

162

255

292

14

6

27

41

71

162

255

259

15

7

27

44

71

162

255

255

16

7

27

47

71

162

255

255

17

7

27

50

71

162

255

255

18

8

27

51

71

162

255

255

19

8

27

54

71

162

255

255

20

9

27

57

71

162

255

255

21

9

27

60

71

162

255

255

22

9

27

62

71

162

255

255

23

10

27

65

73

162

255

255

24

10

27

68

76

162

255

255

25

11

27

71

78

162

255

255

26

11

27

74

80

162

255

255

27

12

27

76

83

162

255

255

28

12

27

79

85

162

255

255

29

12

28

82

88

162

255

255

30

13

28

84

90

162

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 | 253 | 349 | 3 041 |
| 2 | 78 | 93 | 100 | 124 | 248 | 350 | 2 290 |
| 3 | 80 | 96 | 105 | 132 | 245 | 363 | 1 743 |
| 4 | 77 | 94 | 105 | 132 | 239 | 362 | 1 355 |
| 5 | 75 | 93 | 106 | 131 | 236 | 353 | 1 079 |
| 6 | 74 | 94 | 106 | 132 | 234 | 340 | 878 |
| 7 | 73 | 94 | 105 | 131 | 231 | 325 | 727 |
| 8 | 71 | 93 | 104 | 132 | 229 | 322 | 612 |
| 9 | 70 | 92 | 105 | 134 | 228 | 321 | 522 |
| 10 | 66 | 89 | 102 | 132 | 223 | 317 | 450 |
| 11 | 64 | 86 | 99 | 129 | 220 | 314 | 391 |
| 12 | 62 | 84 | 97 | 128 | 219 | 312 | 343 |
| 13 | 61 | 83 | 96 | 127 | 218 | 311 | 311 |
| 14 | 60 | 83 | 96 | 126 | 217 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 217 | 310 | 310 |
| 16 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 17 | 58 | 81 | 94 | 124 | 215 | 308 | 308 |
| 18 | 58 | 80 | 93 | 124 | 214 | 307 | 307 |
| 19 | 57 | 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 | 85 | 115 | 206 | 299 | 299 |
| 28 | 48 | 70 | 83 | 114 | 205 | 298 | 298 |
| 29 | 47 | 69 | 85 | 113 | 204 | 297 | 297 |
| 30 | 46 | 68 | 87 | 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

253

349

3 041

2

78

93

100

124

248

350

2 290

3

80

96

105

132

245

363

1 743

4

77

94

105

132

239

362

1 355

5

75

93

106

131

236

353

1 079

6

74

94

106

132

234

340

878

7

73

94

105

131

231

325

727

8

71

93

104

132

229

322

612

9

70

92

105

134

228

321

522

10

66

89

102

132

223

317

450

11

64

86

99

129

220

314

391

12

62

84

97

128

219

312

343

13

61

83

96

127

218

311

311

14

60

83

96

126

217

310

310

15

60

82

95

126

217

310

310

16

59

81

95

125

216

309

309

17

58

81

94

124

215

308

308

18

58

80

93

124

214

307

307

19

57

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

85

115

206

299

299

28

48

70

83

114

205

298

298

29

47

69

85

113

204

297

297

30

46

68

87

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 | 26 | 50 | 174 | 306 | 2 964 |
| 2 | 6 | 21 | 28 | 52 | 176 | 341 | 2 229 |
| 3 | 7 | 23 | 32 | 58 | 171 | 354 | 1 696 |
| 4 | 7 | 24 | 35 | 63 | 169 | 353 | 1 319 |
| 5 | 8 | 27 | 39 | 65 | 169 | 344 | 1 050 |
| 6 | 10 | 29 | 41 | 68 | 169 | 332 | 854 |
| 7 | 11 | 32 | 43 | 69 | 169 | 316 | 708 |
| 8 | 11 | 32 | 43 | 71 | 168 | 300 | 596 |
| 9 | 10 | 32 | 45 | 74 | 168 | 284 | 508 |
| 10 | 10 | 32 | 46 | 75 | 167 | 267 | 438 |
| 11 | 10 | 32 | 45 | 76 | 167 | 260 | 381 |
| 12 | 9 | 32 | 45 | 75 | 166 | 259 | 334 |
| 13 | 9 | 31 | 44 | 75 | 166 | 259 | 294 |
| 14 | 8 | 31 | 44 | 75 | 165 | 258 | 261 |
| 15 | 8 | 30 | 44 | 74 | 165 | 258 | 258 |
| 16 | 7 | 29 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 164 | 257 | 257 |
| 19 | 8 | 29 | 56 | 73 | 164 | 257 | 257 |
| 20 | 9 | 29 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 258 | 258 |
| 22 | 10 | 30 | 64 | 74 | 165 | 258 | 258 |
| 23 | 10 | 30 | 67 | 75 | 165 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 30 | 72 | 79 | 165 | 258 | 258 |
| 26 | 11 | 30 | 75 | 82 | 165 | 258 | 258 |
| 27 | 12 | 30 | 78 | 85 | 165 | 258 | 258 |
| 28 | 12 | 30 | 80 | 87 | 165 | 258 | 258 |
| 29 | 13 | 30 | 84 | 89 | 165 | 258 | 258 |
| 30 | 13 | 30 | 86 | 91 | 165 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

20

26

50

174

306

2 964

2

6

21

28

52

176

341

2 229

3

7

23

32

58

171

354

1 696

4

7

24

35

63

169

353

1 319

5

8

27

39

65

169

344

1 050

6

10

29

41

68

169

332

854

7

11

32

43

69

169

316

708

8

11

32

43

71

168

300

596

9

10

32

45

74

168

284

508

10

10

32

46

75

167

267

438

11

10

32

45

76

167

260

381

12

9

32

45

75

166

259

334

13

9

31

44

75

166

259

294

14

8

31

44

75

165

258

261

15

8

30

44

74

165

258

258

16

7

29

47

73

164

257

257

17

8

29

50

73

164

257

257

18

8

29

53

73

164

257

257

19

8

29

56

73

164

257

257

20

9

29

58

73

164

257

257

21

9

30

61

74

164

258

258

22

10

30

64

74

165

258

258

23

10

30

67

75

165

258

258

24

10

30

69

77

165

258

258

25

11

30

72

79

165

258

258

26

11

30

75

82

165

258

258

27

12

30

78

85

165

258

258

28

12

30

80

87

165

258

258

29

13

30

84

89

165

258

258

30

13

30

86

91

165

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 | 315 | 3 058 |
| 2 | 52 | 67 | 74 | 98 | 221 | 353 | 2 308 |
| 3 | 56 | 72 | 81 | 107 | 220 | 366 | 1 758 |
| 4 | 58 | 75 | 86 | 113 | 220 | 365 | 1 367 |
| 5 | 59 | 77 | 90 | 115 | 220 | 357 | 1 089 |
| 6 | 61 | 80 | 92 | 118 | 220 | 344 | 887 |
| 7 | 61 | 82 | 93 | 119 | 219 | 329 | 736 |
| 8 | 60 | 81 | 93 | 121 | 218 | 312 | 620 |
| 9 | 59 | 81 | 93 | 122 | 216 | 309 | 529 |
| 10 | 57 | 80 | 93 | 123 | 214 | 308 | 456 |
| 11 | 56 | 78 | 92 | 122 | 213 | 306 | 397 |
| 12 | 54 | 76 | 90 | 120 | 211 | 304 | 348 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 306 |
| 14 | 51 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 207 | 300 | 300 |
| 16 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 17 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 19 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 20 | 45 | 67 | 81 | 111 | 202 | 295 | 295 |
| 21 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 22 | 44 | 66 | 79 | 110 | 201 | 294 | 294 |
| 23 | 43 | 65 | 79 | 109 | 200 | 293 | 293 |
| 24 | 42 | 64 | 78 | 108 | 199 | 292 | 292 |
| 25 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 26 | 40 | 63 | 77 | 106 | 197 | 290 | 290 |
| 27 | 40 | 62 | 80 | 106 | 196 | 289 | 289 |
| 28 | 39 | 61 | 83 | 105 | 195 | 289 | 289 |
| 29 | 38 | 60 | 86 | 104 | 195 | 288 | 288 |
| 30 | 37 | 59 | 89 | 103 | 194 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

218

315

3 058

2

52

67

74

98

221

353

2 308

3

56

72

81

107

220

366

1 758

4

58

75

86

113

220

365

1 367

5

59

77

90

115

220

357

1 089

6

61

80

92

118

220

344

887

7

61

82

93

119

219

329

736

8

60

81

93

121

218

312

620

9

59

81

93

122

216

309

529

10

57

80

93

123

214

308

456

11

56

78

92

122

213

306

397

12

54

76

90

120

211

304

348

13

53

75

88

119

209

303

306

14

51

73

87

117

208

301

301

15

50

72

85

116

207

300

300

16

49

71

84

115

205

299

299

17

48

70

83

114

204

298

298

18

47

69

82

113

203

297

297

19

46

68

82

112

203

296

296

20

45

67

81

111

202

295

295

21

45

67

80

111

201

294

294

22

44

66

79

110

201

294

294

23

43

65

79

109

200

293

293

24

42

64

78

108

199

292

292

25

41

63

77

107

198

291

291

26

40

63

77

106

197

290

290

27

40

62

80

106

196

289

289

28

39

61

83

105

195

289

289

29

38

60

86

104

195

288

288

30

37

59

89

103

194

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 | 2 976 |
| 2 | 0 | 15 | 21 | 45 | 169 | 342 | 2 235 |
| 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 698 |
| 4 | 1 | 16 | 27 | 54 | 161 | 353 | 1 318 |
| 5 | 2 | 18 | 30 | 56 | 161 | 343 | 1 047 |
| 6 | 2 | 21 | 33 | 59 | 161 | 330 | 851 |
| 7 | 3 | 24 | 35 | 61 | 161 | 315 | 705 |
| 8 | 3 | 24 | 36 | 64 | 161 | 298 | 593 |
| 9 | 4 | 25 | 38 | 67 | 161 | 281 | 505 |
| 10 | 4 | 26 | 39 | 69 | 161 | 265 | 435 |
| 11 | 5 | 26 | 40 | 70 | 161 | 254 | 378 |
| 12 | 5 | 26 | 40 | 70 | 161 | 254 | 331 |
| 13 | 5 | 26 | 40 | 70 | 161 | 254 | 292 |
| 14 | 6 | 26 | 41 | 70 | 161 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 161 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 161 | 254 | 254 |
| 17 | 7 | 26 | 50 | 70 | 161 | 254 | 254 |
| 18 | 8 | 26 | 51 | 70 | 161 | 254 | 254 |
| 19 | 8 | 26 | 54 | 70 | 161 | 254 | 254 |
| 20 | 9 | 26 | 57 | 70 | 161 | 254 | 254 |
| 21 | 9 | 26 | 60 | 70 | 161 | 254 | 254 |
| 22 | 9 | 26 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 26 | 65 | 73 | 161 | 254 | 254 |
| 24 | 10 | 26 | 68 | 76 | 161 | 254 | 254 |
| 25 | 11 | 26 | 71 | 78 | 161 | 254 | 254 |
| 26 | 11 | 26 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 26 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 79 | 85 | 161 | 254 | 254 |
| 29 | 12 | 28 | 82 | 88 | 161 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 161 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

15

21

45

169

307

2 976

2

0

15

21

45

169

342

2 235

3

1

15

24

50

163

354

1 698

4

1

16

27

54

161

353

1 318

5

2

18

30

56

161

343

1 047

6

2

21

33

59

161

330

851

7

3

24

35

61

161

315

705

8

3

24

36

64

161

298

593

9

4

25

38

67

161

281

505

10

4

26

39

69

161

265

435

11

5

26

40

70

161

254

378

12

5

26

40

70

161

254

331

13

5

26

40

70

161

254

292

14

6

26

41

70

161

254

258

15

7

26

44

70

161

254

254

16

7

26

47

70

161

254

254

17

7

26

50

70

161

254

254

18

8

26

51

70

161

254

254

19

8

26

54

70

161

254

254

20

9

26

57

70

161

254

254

21

9

26

60

70

161

254

254

22

9

26

62

71

161

254

254

23

10

26

65

73

161

254

254

24

10

26

68

76

161

254

254

25

11

26

71

78

161

254

254

26

11

26

74

80

161

254

254

27

12

26

76

83

161

254

254

28

12

27

79

85

161

254

254

29

12

28

82

88

161

254

254

30

13

28

84

90

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 | 23 | 46 | 188 | 312 | 3 021 |
| 2 | 0 | 11 | 23 | 46 | 188 | 347 | 2 271 |
| 3 | 1 | 10 | 24 | 51 | 182 | 359 | 1 726 |
| 4 | 1 | 13 | 27 | 57 | 179 | 358 | 1 340 |
| 5 | 2 | 15 | 29 | 59 | 178 | 349 | 1 065 |
| 6 | 2 | 18 | 33 | 60 | 177 | 335 | 865 |
| 7 | 3 | 21 | 36 | 60 | 176 | 319 | 716 |
| 8 | 3 | 23 | 37 | 59 | 175 | 303 | 602 |
| 9 | 6 | 31 | 41 | 58 | 174 | 286 | 513 |
| 10 | 8 | 34 | 41 | 56 | 173 | 269 | 442 |
| 11 | 7 | 32 | 40 | 55 | 172 | 265 | 384 |
| 12 | 5 | 31 | 40 | 55 | 171 | 264 | 336 |
| 13 | 5 | 30 | 40 | 55 | 170 | 263 | 296 |
| 14 | 6 | 30 | 42 | 55 | 170 | 263 | 263 |
| 15 | 7 | 30 | 44 | 55 | 169 | 262 | 262 |
| 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 |
| 17 | 8 | 30 | 50 | 60 | 166 | 259 | 259 |
| 18 | 8 | 30 | 53 | 62 | 166 | 259 | 259 |
| 19 | 8 | 30 | 55 | 65 | 166 | 259 | 259 |
| 20 | 9 | 30 | 58 | 67 | 166 | 259 | 259 |
| 21 | 9 | 30 | 61 | 70 | 166 | 260 | 260 |
| 22 | 9 | 30 | 64 | 72 | 166 | 259 | 259 |
| 23 | 10 | 30 | 66 | 75 | 166 | 259 | 259 |
| 24 | 10 | 30 | 69 | 77 | 165 | 259 | 259 |
| 25 | 11 | 30 | 71 | 79 | 165 | 258 | 258 |
| 26 | 11 | 30 | 74 | 82 | 165 | 258 | 258 |
| 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 |
| 29 | 13 | 30 | 82 | 88 | 164 | 257 | 257 |
| 30 | 13 | 30 | 85 | 90 | 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

23

46

188

312

3 021

2

0

11

23

46

188

347

2 271

3

1

10

24

51

182

359

1 726

4

1

13

27

57

179

358

1 340

5

2

15

29

59

178

349

1 065

6

2

18

33

60

177

335

865

7

3

21

36

60

176

319

716

8

3

23

37

59

175

303

602

9

6

31

41

58

174

286

513

10

8

34

41

56

173

269

442

11

7

32

40

55

172

265

384

12

5

31

40

55

171

264

336

13

5

30

40

55

170

263

296

14

6

30

42

55

170

263

263

15

7

30

44

55

169

262

262

16

7

30

47

57

167

260

260

17

8

30

50

60

166

259

259

18

8

30

53

62

166

259

259

19

8

30

55

65

166

259

259

20

9

30

58

67

166

259

259

21

9

30

61

70

166

260

260

22

9

30

64

72

166

259

259

23

10

30

66

75

166

259

259

24

10

30

69

77

165

259

259

25

11

30

71

79

165

258

258

26

11

30

74

82

165

258

258

27

12

30

76

83

164

257

257

28

12

30

80

86

164

257

257

29

13

30

82

88

164

257

257

30

13

30

85

90

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 | 85 | 100 | 107 | 131 | 255 | 350 | 3 028 |
| 2 | 82 | 97 | 104 | 128 | 252 | 350 | 2 288 |
| 3 | 79 | 95 | 104 | 130 | 243 | 364 | 1 748 |
| 4 | 76 | 93 | 104 | 131 | 238 | 364 | 1 362 |
| 5 | 73 | 92 | 104 | 129 | 234 | 356 | 1 086 |
| 6 | 72 | 92 | 104 | 130 | 232 | 343 | 884 |
| 7 | 71 | 91 | 103 | 129 | 229 | 328 | 732 |
| 8 | 68 | 89 | 101 | 129 | 226 | 319 | 617 |
| 9 | 66 | 88 | 100 | 129 | 223 | 316 | 526 |
| 10 | 64 | 86 | 100 | 130 | 221 | 314 | 453 |
| 11 | 63 | 85 | 98 | 129 | 219 | 313 | 394 |
| 12 | 61 | 83 | 96 | 127 | 218 | 311 | 345 |
| 13 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 14 | 57 | 80 | 93 | 124 | 214 | 307 | 307 |
| 15 | 56 | 78 | 91 | 122 | 213 | 306 | 306 |
| 16 | 55 | 77 | 90 | 121 | 211 | 305 | 305 |
| 17 | 53 | 76 | 89 | 120 | 210 | 303 | 303 |
| 18 | 52 | 75 | 88 | 118 | 209 | 302 | 302 |
| 19 | 51 | 74 | 87 | 118 | 208 | 301 | 301 |
| 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 22 | 49 | 71 | 84 | 115 | 205 | 299 | 299 |
| 23 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 24 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 25 | 46 | 68 | 81 | 112 | 202 | 296 | 296 |
| 26 | 45 | 67 | 80 | 111 | 201 | 295 | 295 |
| 27 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 28 | 43 | 65 | 83 | 109 | 199 | 293 | 293 |
| 29 | 42 | 64 | 85 | 108 | 198 | 292 | 292 |
| 30 | 41 | 63 | 88 | 107 | 198 | 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

85

100

107

131

255

350

3 028

2

82

97

104

128

252

350

2 288

3

79

95

104

130

243

364

1 748

4

76

93

104

131

238

364

1 362

5

73

92

104

129

234

356

1 086

6

72

92

104

130

232

343

884

7

71

91

103

129

229

328

732

8

68

89

101

129

226

319

617

9

66

88

100

129

223

316

526

10

64

86

100

130

221

314

453

11

63

85

98

129

219

313

394

12

61

83

96

127

218

311

345

13

59

81

95

125

216

309

309

14

57

80

93

124

214

307

307

15

56

78

91

122

213

306

306

16

55

77

90

121

211

305

305

17

53

76

89

120

210

303

303

18

52

75

88

118

209

302

302

19

51

74

87

118

208

301

301

20

51

73

86

117

207

300

300

21

50

72

85

116

206

300

300

22

49

71

84

115

205

299

299

23

48

70

83

114

204

298

298

24

47

69

82

113

203

297

297

25

46

68

81

112

202

296

296

26

45

67

80

111

201

295

295

27

44

66

79

110

200

294

294

28

43

65

83

109

199

293

293

29

42

64

85

108

198

292

292

30

41

63

88

107

198

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 | 71 | 78 | 102 | 226 | 322 | 3 053 |
| 2 | 55 | 70 | 77 | 101 | 224 | 351 | 2 297 |
| 3 | 53 | 69 | 77 | 104 | 217 | 363 | 1 747 |
| 4 | 51 | 68 | 79 | 106 | 213 | 363 | 1 360 |
| 5 | 49 | 68 | 80 | 106 | 210 | 355 | 1 083 |
| 6 | 49 | 68 | 80 | 106 | 208 | 341 | 880 |
| 7 | 49 | 69 | 80 | 107 | 206 | 325 | 729 |
| 8 | 47 | 68 | 80 | 107 | 205 | 308 | 613 |
| 9 | 45 | 67 | 80 | 109 | 203 | 296 | 523 |
| 10 | 44 | 67 | 80 | 110 | 201 | 295 | 450 |
| 11 | 44 | 66 | 79 | 110 | 200 | 294 | 391 |
| 12 | 43 | 65 | 78 | 109 | 199 | 293 | 343 |
| 13 | 42 | 64 | 78 | 108 | 199 | 292 | 302 |
| 14 | 41 | 63 | 77 | 107 | 198 | 291 | 291 |
| 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 39 | 62 | 75 | 106 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 289 | 289 |
| 18 | 38 | 60 | 74 | 104 | 195 | 288 | 288 |
| 19 | 37 | 60 | 73 | 104 | 194 | 287 | 287 |
| 20 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 73 | 103 | 194 | 287 | 287 |
| 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 72 | 102 | 193 | 286 | 286 |
| 24 | 35 | 58 | 71 | 102 | 192 | 285 | 285 |
| 25 | 35 | 57 | 73 | 101 | 192 | 285 | 285 |
| 26 | 34 | 56 | 76 | 100 | 191 | 284 | 284 |
| 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 |
| 28 | 33 | 55 | 81 | 99 | 190 | 283 | 283 |
| 29 | 32 | 54 | 85 | 98 | 189 | 282 | 282 |
| 30 | 32 | 54 | 87 | 98 | 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

71

78

102

226

322

3 053

2

55

70

77

101

224

351

2 297

3

53

69

77

104

217

363

1 747

4

51

68

79

106

213

363

1 360

5

49

68

80

106

210

355

1 083

6

49

68

80

106

208

341

880

7

49

69

80

107

206

325

729

8

47

68

80

107

205

308

613

9

45

67

80

109

203

296

523

10

44

67

80

110

201

295

450

11

44

66

79

110

200

294

391

12

43

65

78

109

199

293

343

13

42

64

78

108

199

292

302

14

41

63

77

107

198

291

291

15

41

63

76

107

197

290

290

16

39

62

75

106

196

289

289

17

39

61

74

105

195

289

289

18

38

60

74

104

195

288

288

19

37

60

73

104

194

287

287

20

37

59

73

103

194

287

287

21

37

59

73

103

194

287

287

22

37

59

72

103

193

286

286

23

36

58

72

102

193

286

286

24

35

58

71

102

192

285

285

25

35

57

73

101

192

285

285

26

34

56

76

100

191

284

284

27

34

56

79

100

190

283

283

28

33

55

81

99

190

283

283

29

32

54

85

98

189

282

282

30

32

54

87

98

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 | 40 | 47 | 71 | 195 | 312 | 3 024 |
| 2 | 26 | 41 | 48 | 72 | 195 | 348 | 2 273 |
| 3 | 24 | 40 | 49 | 76 | 189 | 359 | 1 726 |
| 4 | 23 | 40 | 51 | 78 | 185 | 358 | 1 339 |
| 5 | 23 | 42 | 54 | 79 | 184 | 349 | 1 065 |
| 6 | 24 | 43 | 55 | 82 | 183 | 335 | 865 |
| 7 | 25 | 45 | 56 | 83 | 183 | 319 | 716 |
| 8 | 24 | 45 | 57 | 85 | 182 | 303 | 602 |
| 9 | 24 | 45 | 58 | 87 | 181 | 286 | 513 |
| 10 | 23 | 45 | 59 | 89 | 180 | 273 | 442 |
| 11 | 23 | 45 | 58 | 89 | 179 | 273 | 384 |
| 12 | 22 | 44 | 57 | 88 | 179 | 272 | 336 |
| 13 | 21 | 43 | 57 | 87 | 178 | 271 | 296 |
| 14 | 20 | 42 | 56 | 86 | 177 | 270 | 270 |
| 15 | 19 | 42 | 55 | 86 | 176 | 269 | 269 |
| 16 | 18 | 41 | 54 | 85 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 175 | 268 | 268 |
| 18 | 17 | 40 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 174 | 267 | 267 |
| 20 | 17 | 39 | 58 | 83 | 174 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 174 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 174 | 267 | 267 |
| 23 | 17 | 39 | 66 | 83 | 174 | 267 | 267 |
| 24 | 17 | 39 | 69 | 83 | 173 | 267 | 267 |
| 25 | 16 | 39 | 72 | 83 | 173 | 266 | 266 |
| 26 | 16 | 38 | 75 | 82 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 173 | 266 | 266 |
| 28 | 16 | 38 | 80 | 87 | 172 | 266 | 266 |
| 29 | 15 | 38 | 83 | 89 | 172 | 265 | 265 |
| 30 | 15 | 37 | 86 | 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

40

47

71

195

312

3 024

2

26

41

48

72

195

348

2 273

3

24

40

49

76

189

359

1 726

4

23

40

51

78

185

358

1 339

5

23

42

54

79

184

349

1 065

6

24

43

55

82

183

335

865

7

25

45

56

83

183

319

716

8

24

45

57

85

182

303

602

9

24

45

58

87

181

286

513

10

23

45

59

89

180

273

442

11

23

45

58

89

179

273

384

12

22

44

57

88

179

272

336

13

21

43

57

87

178

271

296

14

20

42

56

86

177

270

270

15

19

42

55

86

176

269

269

16

18

41

54

85

175

268

268

17

18

40

53

84

175

268

268

18

17

40

53

83

174

267

267

19

17

39

56

83

174

267

267

20

17

39

58

83

174

267

267

21

17

39

61

83

174

267

267

22

17

39

64

83

174

267

267

23

17

39

66

83

174

267

267

24

17

39

69

83

173

267

267

25

16

39

72

83

173

266

266

26

16

38

75

82

173

266

266

27

16

38

78

85

173

266

266

28

16

38

80

87

172

266

266

29

15

38

83

89

172

265

265

30

15

37

86

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 | 149 | 305 | 2 951 |
| 2 | 0 | 1 | 6 | 26 | 150 | 340 | 2 216 |
| 3 | 1 | 2 | 10 | 31 | 144 | 351 | 1 683 |
| 4 | 1 | 3 | 13 | 35 | 142 | 350 | 1 306 |
| 5 | 2 | 4 | 16 | 37 | 142 | 341 | 1 038 |
| 6 | 2 | 5 | 19 | 40 | 142 | 327 | 843 |
| 7 | 3 | 6 | 22 | 42 | 142 | 312 | 698 |
| 8 | 3 | 7 | 24 | 45 | 142 | 295 | 587 |
| 9 | 4 | 8 | 27 | 48 | 142 | 279 | 500 |
| 10 | 4 | 9 | 30 | 50 | 142 | 262 | 431 |
| 11 | 5 | 10 | 33 | 52 | 143 | 246 | 374 |
| 12 | 5 | 11 | 36 | 51 | 142 | 235 | 328 |
| 13 | 5 | 12 | 38 | 52 | 143 | 236 | 289 |
| 14 | 6 | 13 | 41 | 52 | 143 | 236 | 256 |
| 15 | 7 | 14 | 44 | 53 | 141 | 234 | 234 |
| 16 | 7 | 15 | 46 | 56 | 140 | 233 | 233 |
| 17 | 7 | 16 | 48 | 59 | 140 | 233 | 233 |
| 18 | 8 | 17 | 51 | 62 | 140 | 233 | 233 |
| 19 | 8 | 17 | 54 | 63 | 141 | 234 | 234 |
| 20 | 9 | 19 | 57 | 65 | 141 | 235 | 235 |
| 21 | 9 | 20 | 59 | 68 | 142 | 235 | 235 |
| 22 | 9 | 20 | 62 | 71 | 142 | 235 | 235 |
| 23 | 10 | 22 | 65 | 73 | 142 | 235 | 235 |
| 24 | 10 | 23 | 67 | 75 | 142 | 235 | 235 |
| 25 | 11 | 23 | 70 | 77 | 142 | 235 | 235 |
| 26 | 11 | 25 | 72 | 80 | 142 | 235 | 235 |
| 27 | 11 | 25 | 75 | 82 | 144 | 235 | 235 |
| 28 | 12 | 26 | 78 | 84 | 145 | 235 | 235 |
| 29 | 12 | 27 | 81 | 86 | 146 | 235 | 235 |
| 30 | 13 | 28 | 84 | 89 | 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

149

305

2 951

2

0

1

6

26

150

340

2 216

3

1

2

10

31

144

351

1 683

4

1

3

13

35

142

350

1 306

5

2

4

16

37

142

341

1 038

6

2

5

19

40

142

327

843

7

3

6

22

42

142

312

698

8

3

7

24

45

142

295

587

9

4

8

27

48

142

279

500

10

4

9

30

50

142

262

431

11

5

10

33

52

143

246

374

12

5

11

36

51

142

235

328

13

5

12

38

52

143

236

289

14

6

13

41

52

143

236

256

15

7

14

44

53

141

234

234

16

7

15

46

56

140

233

233

17

7

16

48

59

140

233

233

18

8

17

51

62

140

233

233

19

8

17

54

63

141

234

234

20

9

19

57

65

141

235

235

21

9

20

59

68

142

235

235

22

9

20

62

71

142

235

235

23

10

22

65

73

142

235

235

24

10

23

67

75

142

235

235

25

11

23

70

77

142

235

235

26

11

25

72

80

142

235

235

27

11

25

75

82

144

235

235

28

12

26

78

84

145

235

235

29

12

27

81

86

146

235

235

30

13

28

84

89

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 | 3 090 |
| 2 | 42 | 57 | 64 | 88 | 212 | 354 | 2 321 |
| 3 | 41 | 57 | 66 | 92 | 205 | 366 | 1 762 |
| 4 | 40 | 57 | 68 | 95 | 202 | 364 | 1 368 |
| 5 | 40 | 58 | 70 | 96 | 201 | 355 | 1 086 |
| 6 | 40 | 60 | 72 | 98 | 200 | 341 | 882 |
| 7 | 41 | 61 | 72 | 99 | 198 | 325 | 730 |
| 8 | 40 | 61 | 73 | 100 | 197 | 308 | 613 |
| 9 | 39 | 61 | 73 | 102 | 196 | 290 | 522 |
| 10 | 38 | 61 | 74 | 104 | 195 | 289 | 449 |
| 11 | 38 | 60 | 73 | 104 | 194 | 288 | 390 |
| 12 | 37 | 59 | 72 | 103 | 194 | 287 | 342 |
| 13 | 36 | 58 | 72 | 102 | 193 | 286 | 301 |
| 14 | 35 | 58 | 71 | 102 | 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 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 19 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 20 | 32 | 54 | 67 | 98 | 189 | 282 | 282 |
| 21 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 22 | 31 | 54 | 67 | 98 | 188 | 281 | 281 |
| 23 | 31 | 53 | 67 | 97 | 188 | 281 | 281 |
| 24 | 30 | 53 | 70 | 97 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 187 | 280 | 280 |
| 26 | 29 | 52 | 75 | 95 | 186 | 279 | 279 |
| 27 | 29 | 51 | 78 | 95 | 185 | 279 | 279 |
| 28 | 28 | 50 | 81 | 94 | 185 | 278 | 278 |
| 29 | 28 | 50 | 84 | 94 | 184 | 277 | 277 |
| 30 | 27 | 49 | 87 | 93 | 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

3 090

2

42

57

64

88

212

354

2 321

3

41

57

66

92

205

366

1 762

4

40

57

68

95

202

364

1 368

5

40

58

70

96

201

355

1 086

6

40

60

72

98

200

341

882

7

41

61

72

99

198

325

730

8

40

61

73

100

197

308

613

9

39

61

73

102

196

290

522

10

38

61

74

104

195

289

449

11

38

60

73

104

194

288

390

12

37

59

72

103

194

287

342

13

36

58

72

102

193

286

301

14

35

58

71

102

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

33

55

68

99

189

282

282

19

32

54

68

98

189

282

282

20

32

54

67

98

189

282

282

21

32

54

67

98

188

282

282

22

31

54

67

98

188

281

281

23

31

53

67

97

188

281

281

24

30

53

70

97

187

280

280

25

30

52

73

96

187

280

280

26

29

52

75

95

186

279

279

27

29

51

78

95

185

279

279

28

28

50

81

94

185

278

278

29

28

50

84

94

184

277

277

30

27

49

87

93

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 | 315 | 3 052 |
| 2 | 13 | 28 | 34 | 58 | 182 | 350 | 2 294 |
| 3 | 15 | 31 | 40 | 67 | 180 | 363 | 1 744 |
| 4 | 18 | 35 | 46 | 73 | 180 | 361 | 1 354 |
| 5 | 20 | 39 | 51 | 77 | 181 | 352 | 1 076 |
| 6 | 20 | 39 | 51 | 77 | 179 | 338 | 874 |
| 7 | 26 | 46 | 57 | 84 | 183 | 322 | 723 |
| 8 | 24 | 45 | 57 | 85 | 182 | 305 | 608 |
| 9 | 25 | 47 | 60 | 89 | 183 | 288 | 518 |
| 10 | 28 | 50 | 63 | 93 | 184 | 278 | 445 |
| 11 | 29 | 51 | 65 | 95 | 186 | 279 | 387 |
| 12 | 30 | 52 | 65 | 96 | 187 | 280 | 339 |
| 13 | 30 | 53 | 66 | 96 | 187 | 280 | 299 |
| 14 | 31 | 53 | 66 | 97 | 187 | 281 | 281 |
| 15 | 31 | 53 | 66 | 97 | 188 | 281 | 281 |
| 16 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 17 | 30 | 52 | 66 | 96 | 187 | 280 | 280 |
| 18 | 29 | 52 | 65 | 95 | 186 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 186 | 279 | 279 |
| 20 | 29 | 51 | 64 | 95 | 186 | 279 | 279 |
| 21 | 29 | 51 | 64 | 95 | 186 | 279 | 279 |
| 22 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 23 | 28 | 50 | 67 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 69 | 94 | 185 | 278 | 278 |
| 25 | 27 | 50 | 73 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 75 | 93 | 184 | 277 | 277 |
| 27 | 26 | 49 | 78 | 93 | 183 | 276 | 276 |
| 28 | 26 | 48 | 81 | 92 | 183 | 276 | 276 |
| 29 | 25 | 48 | 84 | 92 | 182 | 275 | 275 |
| 30 | 25 | 47 | 87 | 92 | 182 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

23

30

54

178

315

3 052

2

13

28

34

58

182

350

2 294

3

15

31

40

67

180

363

1 744

4

18

35

46

73

180

361

1 354

5

20

39

51

77

181

352

1 076

6

20

39

51

77

179

338

874

7

26

46

57

84

183

322

723

8

24

45

57

85

182

305

608

9

25

47

60

89

183

288

518

10

28

50

63

93

184

278

445

11

29

51

65

95

186

279

387

12

30

52

65

96

187

280

339

13

30

53

66

96

187

280

299

14

31

53

66

97

187

281

281

15

31

53

66

97

188

281

281

16

30

52

66

96

187

280

280

17

30

52

66

96

187

280

280

18

29

52

65

95

186

279

279

19

29

51

64

95

186

279

279

20

29

51

64

95

186

279

279

21

29

51

64

95

186

279

279

22

29

51

64

95

185

279

279

23

28

50

67

94

185

278

278

24

28

50

69

94

185

278

278

25

27

50

73

94

184

277

277

26

27

49

75

93

184

277

277

27

26

49

78

93

183

276

276

28

26

48

81

92

183

276

276

29

25

48

84

92

182

275

275

30

25

47

87

92

182

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 | 312 | 3 027 |
| 2 | 9 | 24 | 30 | 54 | 178 | 348 | 2 274 |
| 3 | 9 | 25 | 34 | 61 | 174 | 360 | 1 727 |
| 4 | 10 | 27 | 38 | 65 | 172 | 358 | 1 340 |
| 5 | 11 | 29 | 41 | 67 | 172 | 349 | 1 064 |
| 6 | 13 | 32 | 44 | 70 | 172 | 335 | 865 |
| 7 | 14 | 35 | 46 | 72 | 172 | 319 | 716 |
| 8 | 14 | 35 | 47 | 75 | 172 | 303 | 602 |
| 9 | 15 | 37 | 49 | 78 | 172 | 286 | 513 |
| 10 | 15 | 38 | 51 | 81 | 172 | 269 | 442 |
| 11 | 16 | 38 | 51 | 82 | 173 | 266 | 384 |
| 12 | 16 | 38 | 52 | 82 | 173 | 266 | 336 |
| 13 | 16 | 39 | 52 | 82 | 173 | 266 | 296 |
| 14 | 16 | 39 | 52 | 83 | 173 | 266 | 266 |
| 15 | 17 | 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 | 58 | 83 | 173 | 266 | 266 |
| 21 | 17 | 39 | 61 | 83 | 173 | 266 | 266 |
| 22 | 16 | 39 | 64 | 83 | 173 | 266 | 266 |
| 23 | 16 | 38 | 66 | 82 | 173 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 173 | 266 | 266 |
| 25 | 16 | 38 | 71 | 82 | 172 | 266 | 266 |
| 26 | 15 | 38 | 74 | 82 | 172 | 265 | 265 |
| 27 | 15 | 37 | 77 | 84 | 172 | 265 | 265 |
| 28 | 15 | 37 | 80 | 86 | 171 | 265 | 265 |
| 29 | 14 | 37 | 83 | 89 | 171 | 264 | 264 |
| 30 | 14 | 36 | 86 | 91 | 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

312

3 027

2

9

24

30

54

178

348

2 274

3

9

25

34

61

174

360

1 727

4

10

27

38

65

172

358

1 340

5

11

29

41

67

172

349

1 064

6

13

32

44

70

172

335

865

7

14

35

46

72

172

319

716

8

14

35

47

75

172

303

602

9

15

37

49

78

172

286

513

10

15

38

51

81

172

269

442

11

16

38

51

82

173

266

384

12

16

38

52

82

173

266

336

13

16

39

52

82

173

266

296

14

16

39

52

83

173

266

266

15

17

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

58

83

173

266

266

21

17

39

61

83

173

266

266

22

16

39

64

83

173

266

266

23

16

38

66

82

173

266

266

24

16

38

69

82

173

266

266

25

16

38

71

82

172

266

266

26

15

38

74

82

172

265

265

27

15

37

77

84

172

265

265

28

15

37

80

86

171

265

265

29

14

37

83

89

171

264

264

30

14

36

86

91

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 | 44 | 59 | 66 | 90 | 213 | 325 | 3 164 |
| 2 | 47 | 62 | 69 | 93 | 216 | 363 | 2 381 |
| 3 | 49 | 65 | 74 | 100 | 213 | 375 | 1 811 |
| 4 | 50 | 67 | 78 | 105 | 212 | 374 | 1 407 |
| 5 | 51 | 70 | 82 | 107 | 212 | 365 | 1 118 |
| 6 | 53 | 73 | 85 | 111 | 213 | 351 | 908 |
| 7 | 55 | 75 | 86 | 113 | 212 | 334 | 752 |
| 8 | 54 | 75 | 87 | 115 | 212 | 317 | 632 |
| 9 | 54 | 76 | 88 | 118 | 212 | 305 | 538 |
| 10 | 55 | 77 | 90 | 120 | 211 | 305 | 463 |
| 11 | 54 | 77 | 90 | 120 | 211 | 304 | 402 |
| 12 | 54 | 76 | 89 | 120 | 210 | 304 | 352 |
| 13 | 53 | 75 | 88 | 119 | 210 | 303 | 310 |
| 14 | 52 | 74 | 87 | 118 | 209 | 302 | 302 |
| 15 | 51 | 73 | 86 | 117 | 208 | 301 | 301 |
| 16 | 50 | 72 | 86 | 116 | 207 | 300 | 300 |
| 17 | 49 | 71 | 85 | 115 | 206 | 299 | 299 |
| 18 | 48 | 71 | 84 | 115 | 205 | 298 | 298 |
| 19 | 48 | 70 | 83 | 114 | 204 | 298 | 298 |
| 20 | 47 | 69 | 83 | 113 | 204 | 297 | 297 |
| 21 | 46 | 68 | 82 | 112 | 203 | 296 | 296 |
| 22 | 45 | 68 | 81 | 112 | 202 | 295 | 295 |
| 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 24 | 44 | 66 | 79 | 110 | 200 | 294 | 294 |
| 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 26 | 42 | 64 | 77 | 108 | 199 | 292 | 292 |
| 27 | 41 | 63 | 80 | 107 | 198 | 291 | 291 |
| 28 | 40 | 62 | 83 | 106 | 197 | 290 | 290 |
| 29 | 39 | 61 | 86 | 105 | 196 | 289 | 289 |
| 30 | 38 | 61 | 89 | 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

44

59

66

90

213

325

3 164

2

47

62

69

93

216

363

2 381

3

49

65

74

100

213

375

1 811

4

50

67

78

105

212

374

1 407

5

51

70

82

107

212

365

1 118

6

53

73

85

111

213

351

908

7

55

75

86

113

212

334

752

8

54

75

87

115

212

317

632

9

54

76

88

118

212

305

538

10

55

77

90

120

211

305

463

11

54

77

90

120

211

304

402

12

54

76

89

120

210

304

352

13

53

75

88

119

210

303

310

14

52

74

87

118

209

302

302

15

51

73

86

117

208

301

301

16

50

72

86

116

207

300

300

17

49

71

85

115

206

299

299

18

48

71

84

115

205

298

298

19

48

70

83

114

204

298

298

20

47

69

83

113

204

297

297

21

46

68

82

112

203

296

296

22

45

68

81

112

202

295

295

23

45

67

80

111

201

294

294

24

44

66

79

110

200

294

294

25

43

65

78

109

199

293

293

26

42

64

77

108

199

292

292

27

41

63

80

107

198

291

291

28

40

62

83

106

197

290

290

29

39

61

86

105

196

289

289

30

38

61

89

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 | 3 202 |
| 2 | 79 | 94 | 101 | 125 | 249 | 367 | 2 411 |
| 3 | 79 | 95 | 104 | 130 | 243 | 380 | 1 834 |
| 4 | 78 | 95 | 106 | 133 | 240 | 379 | 1 425 |
| 5 | 80 | 99 | 111 | 136 | 241 | 369 | 1 132 |
| 6 | 82 | 102 | 114 | 140 | 242 | 355 | 919 |
| 7 | 84 | 105 | 116 | 142 | 242 | 339 | 761 |
| 8 | 85 | 106 | 118 | 146 | 243 | 336 | 640 |
| 9 | 86 | 108 | 120 | 150 | 244 | 337 | 546 |
| 10 | 87 | 109 | 122 | 152 | 244 | 337 | 471 |
| 11 | 86 | 108 | 122 | 152 | 243 | 336 | 409 |
| 12 | 85 | 108 | 121 | 151 | 242 | 335 | 358 |
| 13 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 |
| 15 | 81 | 103 | 117 | 147 | 238 | 331 | 331 |
| 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 17 | 78 | 100 | 114 | 144 | 235 | 328 | 328 |
| 18 | 77 | 99 | 112 | 143 | 233 | 327 | 327 |
| 19 | 75 | 98 | 111 | 141 | 232 | 325 | 325 |
| 20 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |
| 21 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |
| 22 | 71 | 93 | 107 | 137 | 228 | 321 | 321 |
| 23 | 70 | 92 | 105 | 136 | 226 | 320 | 320 |
| 24 | 68 | 90 | 104 | 134 | 225 | 318 | 318 |
| 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 |
| 26 | 65 | 87 | 101 | 131 | 222 | 315 | 315 |
| 27 | 63 | 86 | 99 | 130 | 220 | 313 | 313 |
| 28 | 62 | 84 | 97 | 128 | 219 | 312 | 312 |
| 29 | 60 | 83 | 96 | 127 | 217 | 310 | 310 |
| 30 | 59 | 81 | 95 | 125 | 216 | 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

3 202

2

79

94

101

125

249

367

2 411

3

79

95

104

130

243

380

1 834

4

78

95

106

133

240

379

1 425

5

80

99

111

136

241

369

1 132

6

82

102

114

140

242

355

919

7

84

105

116

142

242

339

761

8

85

106

118

146

243

336

640

9

86

108

120

150

244

337

546

10

87

109

122

152

244

337

471

11

86

108

122

152

243

336

409

12

85

108

121

151

242

335

358

13

84

106

120

150

241

334

334

14

83

105

118

149

239

332

332

15

81

103

117

147

238

331

331

16

80

102

115

146

236

329

329

17

78

100

114

144

235

328

328

18

77

99

112

143

233

327

327

19

75

98

111

141

232

325

325

20

74

96

110

140

231

324

324

21

73

95

108

139

229

323

323

22

71

93

107

137

228

321

321

23

70

92

105

136

226

320

320

24

68

90

104

134

225

318

318

25

67

89

102

133

223

316

316

26

65

87

101

131

222

315

315

27

63

86

99

130

220

313

313

28

62

84

97

128

219

312

312

29

60

83

96

127

217

310

310

30

59

81

95

125

216

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 | 170 | 311 | 3 013 |
| 2 | 3 | 18 | 25 | 49 | 173 | 347 | 2 269 |
| 3 | 5 | 21 | 30 | 57 | 170 | 360 | 1 726 |
| 4 | 7 | 24 | 35 | 63 | 169 | 358 | 1 340 |
| 5 | 10 | 28 | 40 | 66 | 171 | 349 | 1 066 |
| 6 | 12 | 31 | 43 | 70 | 171 | 336 | 865 |
| 7 | 14 | 35 | 46 | 72 | 172 | 320 | 716 |
| 8 | 14 | 35 | 47 | 75 | 172 | 303 | 602 |
| 9 | 15 | 37 | 49 | 78 | 172 | 286 | 512 |
| 10 | 15 | 37 | 51 | 81 | 172 | 269 | 441 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 383 |
| 12 | 15 | 37 | 51 | 81 | 172 | 265 | 335 |
| 13 | 15 | 37 | 50 | 81 | 171 | 265 | 295 |
| 14 | 14 | 36 | 50 | 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 | 169 | 262 | 262 |
| 18 | 11 | 34 | 53 | 77 | 168 | 261 | 261 |
| 19 | 11 | 33 | 55 | 77 | 168 | 261 | 261 |
| 20 | 11 | 33 | 58 | 77 | 168 | 261 | 261 |
| 21 | 11 | 34 | 61 | 78 | 168 | 261 | 261 |
| 22 | 11 | 34 | 64 | 78 | 168 | 261 | 261 |
| 23 | 11 | 34 | 66 | 78 | 168 | 261 | 261 |
| 24 | 11 | 34 | 69 | 77 | 168 | 261 | 261 |
| 25 | 11 | 33 | 72 | 79 | 168 | 261 | 261 |
| 26 | 11 | 33 | 75 | 82 | 168 | 261 | 261 |
| 27 | 12 | 33 | 78 | 84 | 168 | 261 | 261 |
| 28 | 12 | 33 | 80 | 86 | 168 | 261 | 261 |
| 29 | 13 | 33 | 83 | 89 | 167 | 261 | 261 |
| 30 | 13 | 33 | 86 | 91 | 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

170

311

3 013

2

3

18

25

49

173

347

2 269

3

5

21

30

57

170

360

1 726

4

7

24

35

63

169

358

1 340

5

10

28

40

66

171

349

1 066

6

12

31

43

70

171

336

865

7

14

35

46

72

172

320

716

8

14

35

47

75

172

303

602

9

15

37

49

78

172

286

512

10

15

37

51

81

172

269

441

11

16

38

51

81

172

265

383

12

15

37

51

81

172

265

335

13

15

37

50

81

171

265

295

14

14

36

50

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

169

262

262

18

11

34

53

77

168

261

261

19

11

33

55

77

168

261

261

20

11

33

58

77

168

261

261

21

11

34

61

78

168

261

261

22

11

34

64

78

168

261

261

23

11

34

66

78

168

261

261

24

11

34

69

77

168

261

261

25

11

33

72

79

168

261

261

26

11

33

75

82

168

261

261

27

12

33

78

84

168

261

261

28

12

33

80

86

168

261

261

29

13

33

83

89

167

261

261

30

13

33

86

91

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 | 255 | 350 | 3 339 |
| 2 | 86 | 101 | 107 | 131 | 255 | 381 | 2 518 |
| 3 | 85 | 101 | 110 | 136 | 249 | 395 | 1 916 |
| 4 | 84 | 101 | 112 | 140 | 246 | 394 | 1 488 |
| 5 | 85 | 103 | 115 | 141 | 246 | 384 | 1 182 |
| 6 | 86 | 105 | 117 | 143 | 245 | 369 | 960 |
| 7 | 87 | 107 | 118 | 145 | 244 | 352 | 794 |
| 8 | 86 | 108 | 119 | 147 | 244 | 337 | 667 |
| 9 | 86 | 108 | 120 | 149 | 243 | 336 | 567 |
| 10 | 85 | 107 | 120 | 150 | 242 | 335 | 488 |
| 11 | 83 | 105 | 119 | 149 | 240 | 333 | 423 |
| 12 | 81 | 103 | 117 | 147 | 238 | 331 | 370 |
| 13 | 79 | 101 | 115 | 145 | 236 | 329 | 329 |
| 14 | 77 | 99 | 113 | 143 | 234 | 327 | 327 |
| 15 | 75 | 98 | 111 | 142 | 232 | 325 | 325 |
| 16 | 73 | 95 | 109 | 139 | 230 | 323 | 323 |
| 17 | 72 | 94 | 107 | 138 | 228 | 321 | 321 |
| 18 | 70 | 92 | 106 | 136 | 227 | 320 | 320 |
| 19 | 69 | 91 | 104 | 135 | 225 | 318 | 318 |
| 20 | 68 | 90 | 103 | 134 | 224 | 317 | 317 |
| 21 | 67 | 89 | 102 | 133 | 223 | 317 | 317 |
| 22 | 66 | 88 | 101 | 132 | 222 | 315 | 315 |
| 23 | 64 | 87 | 100 | 131 | 221 | 314 | 314 |
| 24 | 63 | 86 | 99 | 129 | 220 | 313 | 313 |
| 25 | 62 | 84 | 98 | 128 | 219 | 312 | 312 |
| 26 | 61 | 83 | 97 | 127 | 218 | 311 | 311 |
| 27 | 60 | 82 | 96 | 126 | 217 | 310 | 310 |
| 28 | 59 | 81 | 95 | 125 | 216 | 309 | 309 |
| 29 | 58 | 80 | 94 | 124 | 215 | 308 | 308 |
| 30 | 57 | 79 | 93 | 123 | 214 | 307 | 307 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

85

100

107

131

255

350

3 339

2

86

101

107

131

255

381

2 518

3

85

101

110

136

249

395

1 916

4

84

101

112

140

246

394

1 488

5

85

103

115

141

246

384

1 182

6

86

105

117

143

245

369

960

7

87

107

118

145

244

352

794

8

86

108

119

147

244

337

667

9

86

108

120

149

243

336

567

10

85

107

120

150

242

335

488

11

83

105

119

149

240

333

423

12

81

103

117

147

238

331

370

13

79

101

115

145

236

329

329

14

77

99

113

143

234

327

327

15

75

98

111

142

232

325

325

16

73

95

109

139

230

323

323

17

72

94

107

138

228

321

321

18

70

92

106

136

227

320

320

19

69

91

104

135

225

318

318

20

68

90

103

134

224

317

317

21

67

89

102

133

223

317

317

22

66

88

101

132

222

315

315

23

64

87

100

131

221

314

314

24

63

86

99

129

220

313

313

25

62

84

98

128

219

312

312

26

61

83

97

127

218

311

311

27

60

82

96

126

217

310

310

28

59

81

95

125

216

309

309

29

58

80

94

124

215

308

308

30

57

79

93

123

214

307

307

3.20   Mexican peso

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 357 | 372 | 379 | 403 | 527 | 622 | 3 177 |
| 2 | 70 | 85 | 91 | 115 | 239 | 365 | 2 398 |
| 3 | 72 | 88 | 97 | 123 | 236 | 380 | 1 833 |
| 4 | 75 | 92 | 103 | 130 | 237 | 380 | 1 426 |
| 5 | 77 | 95 | 108 | 133 | 238 | 371 | 1 135 |
| 6 | 79 | 99 | 111 | 137 | 239 | 357 | 924 |
| 7 | 82 | 102 | 113 | 140 | 239 | 341 | 765 |
| 8 | 82 | 104 | 115 | 143 | 240 | 333 | 643 |
| 9 | 83 | 105 | 117 | 147 | 240 | 334 | 548 |
| 10 | 83 | 105 | 119 | 148 | 240 | 333 | 472 |
| 11 | 83 | 106 | 119 | 149 | 240 | 333 | 410 |
| 12 | 83 | 106 | 119 | 150 | 240 | 333 | 359 |
| 13 | 84 | 106 | 119 | 150 | 241 | 334 | 334 |
| 14 | 84 | 107 | 120 | 151 | 241 | 334 | 334 |
| 15 | 85 | 107 | 121 | 151 | 242 | 335 | 335 |
| 16 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 17 | 87 | 110 | 123 | 153 | 244 | 337 | 337 |
| 18 | 88 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 89 | 112 | 125 | 156 | 246 | 339 | 339 |
| 20 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 21 | 90 | 113 | 126 | 157 | 247 | 340 | 340 |
| 22 | 90 | 112 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 247 | 340 | 340 |
| 24 | 89 | 111 | 125 | 155 | 246 | 339 | 339 |
| 25 | 88 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 87 | 109 | 123 | 153 | 244 | 337 | 337 |
| 27 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 28 | 85 | 107 | 120 | 151 | 241 | 335 | 335 |
| 29 | 83 | 106 | 119 | 150 | 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

357

372

379

403

527

622

3 177

2

70

85

91

115

239

365

2 398

3

72

88

97

123

236

380

1 833

4

75

92

103

130

237

380

1 426

5

77

95

108

133

238

371

1 135

6

79

99

111

137

239

357

924

7

82

102

113

140

239

341

765

8

82

104

115

143

240

333

643

9

83

105

117

147

240

334

548

10

83

105

119

148

240

333

472

11

83

106

119

149

240

333

410

12

83

106

119

150

240

333

359

13

84

106

119

150

241

334

334

14

84

107

120

151

241

334

334

15

85

107

121

151

242

335

335

16

86

108

122

152

243

336

336

17

87

110

123

153

244

337

337

18

88

111

124

155

245

338

338

19

89

112

125

156

246

339

339

20

90

112

126

156

247

340

340

21

90

113

126

157

247

340

340

22

90

112

126

156

247

340

340

23

90

112

125

156

247

340

340

24

89

111

125

155

246

339

339

25

88

110

124

154

245

338

338

26

87

109

123

153

244

337

337

27

86

108

122

152

243

336

336

28

85

107

120

151

241

335

335

29

83

106

119

150

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 | 158 | 309 | 2 995 |
| 2 | 0 | 3 | 10 | 34 | 158 | 345 | 2 252 |
| 3 | 1 | 3 | 12 | 39 | 152 | 357 | 1 711 |
| 4 | 1 | 4 | 14 | 42 | 148 | 355 | 1 328 |
| 5 | 2 | 5 | 17 | 43 | 148 | 346 | 1 055 |
| 6 | 2 | 7 | 19 | 45 | 147 | 332 | 857 |
| 7 | 3 | 9 | 22 | 47 | 146 | 317 | 709 |
| 8 | 3 | 9 | 25 | 48 | 145 | 300 | 596 |
| 9 | 4 | 9 | 28 | 51 | 144 | 283 | 508 |
| 10 | 4 | 9 | 30 | 52 | 144 | 266 | 437 |
| 11 | 5 | 11 | 33 | 53 | 144 | 250 | 380 |
| 12 | 5 | 11 | 36 | 53 | 144 | 237 | 333 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 293 |
| 14 | 6 | 13 | 41 | 53 | 144 | 237 | 260 |
| 15 | 7 | 14 | 44 | 55 | 144 | 237 | 237 |
| 16 | 7 | 16 | 47 | 57 | 144 | 237 | 237 |
| 17 | 7 | 16 | 50 | 60 | 144 | 238 | 238 |
| 18 | 8 | 17 | 53 | 62 | 145 | 238 | 238 |
| 19 | 8 | 19 | 55 | 65 | 145 | 239 | 239 |
| 20 | 9 | 19 | 58 | 67 | 146 | 240 | 240 |
| 21 | 9 | 20 | 61 | 70 | 147 | 240 | 240 |
| 22 | 9 | 21 | 64 | 72 | 148 | 241 | 241 |
| 23 | 10 | 22 | 66 | 74 | 149 | 242 | 242 |
| 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 24 | 71 | 79 | 150 | 243 | 243 |
| 26 | 11 | 25 | 74 | 82 | 150 | 243 | 243 |
| 27 | 12 | 26 | 77 | 84 | 150 | 244 | 244 |
| 28 | 12 | 27 | 80 | 86 | 151 | 244 | 244 |
| 29 | 13 | 28 | 82 | 88 | 151 | 244 | 244 |
| 30 | 13 | 29 | 86 | 91 | 152 | 245 | 245 |

Duration (in years)

Credit quality step 0

Credit 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

158

309

2 995

2

0

3

10

34

158

345

2 252

3

1

3

12

39

152

357

1 711

4

1

4

14

42

148

355

1 328

5

2

5

17

43

148

346

1 055

6

2

7

19

45

147

332

857

7

3

9

22

47

146

317

709

8

3

9

25

48

145

300

596

9

4

9

28

51

144

283

508

10

4

9

30

52

144

266

437

11

5

11

33

53

144

250

380

12

5

11

36

53

144

237

333

13

5

13

39

53

144

237

293

14

6

13

41

53

144

237

260

15

7

14

44

55

144

237

237

16

7

16

47

57

144

237

237

17

7

16

50

60

144

238

238

18

8

17

53

62

145

238

238

19

8

19

55

65

145

239

239

20

9

19

58

67

146

240

240

21

9

20

61

70

147

240

240

22

9

21

64

72

148

241

241

23

10

22

66

74

149

242

242

24

10

23

69

77

149

242

242

25

11

24

71

79

150

243

243

26

11

25

74

82

150

243

243

27

12

26

77

84

150

244

244

28

12

27

80

86

151

244

244

29

13

28

82

88

151

244

244

30

13

29

86

91

152

245

245

3.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 63 | 70 | 94 | 218 | 318 | 3 083 |
| 2 | 49 | 64 | 71 | 95 | 219 | 354 | 2 317 |
| 3 | 49 | 65 | 73 | 100 | 213 | 366 | 1 762 |
| 4 | 48 | 65 | 76 | 103 | 210 | 365 | 1 368 |
| 5 | 48 | 66 | 78 | 104 | 209 | 356 | 1 087 |
| 6 | 49 | 68 | 80 | 106 | 208 | 342 | 883 |
| 7 | 49 | 69 | 80 | 107 | 206 | 326 | 731 |
| 8 | 48 | 69 | 81 | 109 | 206 | 309 | 615 |
| 9 | 48 | 69 | 82 | 111 | 205 | 298 | 524 |
| 10 | 47 | 69 | 82 | 112 | 204 | 297 | 451 |
| 11 | 45 | 67 | 81 | 111 | 202 | 295 | 392 |
| 12 | 43 | 66 | 79 | 110 | 200 | 293 | 343 |
| 13 | 42 | 64 | 77 | 108 | 199 | 292 | 302 |
| 14 | 40 | 62 | 76 | 106 | 197 | 290 | 290 |
| 15 | 39 | 61 | 74 | 105 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 287 | 287 |
| 17 | 35 | 58 | 71 | 102 | 192 | 285 | 285 |
| 18 | 34 | 56 | 70 | 100 | 191 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 190 | 283 | 283 |
| 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 21 | 32 | 54 | 68 | 98 | 189 | 282 | 282 |
| 22 | 31 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 281 | 281 |
| 24 | 30 | 52 | 70 | 96 | 187 | 280 | 280 |
| 25 | 29 | 51 | 73 | 95 | 186 | 279 | 279 |
| 26 | 29 | 51 | 76 | 95 | 185 | 278 | 278 |
| 27 | 28 | 50 | 79 | 94 | 185 | 278 | 278 |
| 28 | 27 | 49 | 81 | 93 | 184 | 277 | 277 |
| 29 | 27 | 49 | 85 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 87 | 93 | 183 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

218

318

3 083

2

49

64

71

95

219

354

2 317

3

49

65

73

100

213

366

1 762

4

48

65

76

103

210

365

1 368

5

48

66

78

104

209

356

1 087

6

49

68

80

106

208

342

883

7

49

69

80

107

206

326

731

8

48

69

81

109

206

309

615

9

48

69

82

111

205

298

524

10

47

69

82

112

204

297

451

11

45

67

81

111

202

295

392

12

43

66

79

110

200

293

343

13

42

64

77

108

199

292

302

14

40

62

76

106

197

290

290

15

39

61

74

105

195

288

288

16

37

59

72

103

193

287

287

17

35

58

71

102

192

285

285

18

34

56

70

100

191

284

284

19

33

55

69

99

190

283

283

20

33

55

68

99

189

282

282

21

32

54

68

98

189

282

282

22

31

54

67

97

188

281

281

23

31

53

68

97

187

281

281

24

30

52

70

96

187

280

280

25

29

51

73

95

186

279

279

26

29

51

76

95

185

278

278

27

28

50

79

94

185

278

278

28

27

49

81

93

184

277

277

29

27

49

85

93

183

276

276

30

26

48

87

93

183

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 | 108 | 123 | 130 | 154 | 277 | 373 | 3 363 |
| 2 | 109 | 124 | 131 | 155 | 278 | 385 | 2 542 |
| 3 | 110 | 126 | 135 | 161 | 274 | 399 | 1 937 |
| 4 | 110 | 127 | 138 | 165 | 272 | 398 | 1 505 |
| 5 | 111 | 130 | 142 | 167 | 272 | 389 | 1 196 |
| 6 | 113 | 132 | 144 | 170 | 272 | 374 | 972 |
| 7 | 114 | 134 | 145 | 172 | 271 | 364 | 804 |
| 8 | 113 | 134 | 146 | 173 | 270 | 363 | 676 |
| 9 | 112 | 134 | 146 | 175 | 269 | 362 | 575 |
| 10 | 111 | 133 | 147 | 176 | 268 | 361 | 495 |
| 11 | 110 | 132 | 145 | 176 | 266 | 360 | 429 |
| 12 | 108 | 130 | 143 | 174 | 264 | 358 | 376 |
| 13 | 106 | 128 | 141 | 172 | 262 | 355 | 355 |
| 14 | 103 | 125 | 139 | 169 | 260 | 353 | 353 |
| 15 | 101 | 123 | 136 | 167 | 258 | 351 | 351 |
| 16 | 98 | 120 | 134 | 164 | 255 | 348 | 348 |
| 17 | 96 | 118 | 131 | 162 | 252 | 346 | 346 |
| 18 | 93 | 116 | 129 | 159 | 250 | 343 | 343 |
| 19 | 91 | 113 | 127 | 157 | 248 | 341 | 341 |
| 20 | 90 | 112 | 125 | 156 | 246 | 339 | 339 |
| 21 | 88 | 110 | 123 | 154 | 245 | 338 | 338 |
| 22 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 23 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 24 | 82 | 105 | 118 | 149 | 239 | 332 | 332 |
| 25 | 81 | 103 | 116 | 147 | 237 | 331 | 331 |
| 26 | 79 | 101 | 115 | 145 | 236 | 329 | 329 |
| 27 | 77 | 100 | 113 | 143 | 234 | 327 | 327 |
| 28 | 76 | 98 | 111 | 142 | 233 | 326 | 326 |
| 29 | 74 | 96 | 110 | 140 | 231 | 324 | 324 |
| 30 | 73 | 95 | 108 | 139 | 229 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

108

123

130

154

277

373

3 363

2

109

124

131

155

278

385

2 542

3

110

126

135

161

274

399

1 937

4

110

127

138

165

272

398

1 505

5

111

130

142

167

272

389

1 196

6

113

132

144

170

272

374

972

7

114

134

145

172

271

364

804

8

113

134

146

173

270

363

676

9

112

134

146

175

269

362

575

10

111

133

147

176

268

361

495

11

110

132

145

176

266

360

429

12

108

130

143

174

264

358

376

13

106

128

141

172

262

355

355

14

103

125

139

169

260

353

353

15

101

123

136

167

258

351

351

16

98

120

134

164

255

348

348

17

96

118

131

162

252

346

346

18

93

116

129

159

250

343

343

19

91

113

127

157

248

341

341

20

90

112

125

156

246

339

339

21

88

110

123

154

245

338

338

22

86

108

122

152

243

336

336

23

84

106

120

150

241

334

334

24

82

105

118

149

239

332

332

25

81

103

116

147

237

331

331

26

79

101

115

145

236

329

329

27

77

100

113

143

234

327

327

28

76

98

111

142

233

326

326

29

74

96

110

140

231

324

324

30

73

95

108

139

229

323

323

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 168 | 183 | 190 | 214 | 337 | 433 | 3 681 |
| 2 | 177 | 192 | 199 | 223 | 347 | 443 | 2 777 |
| 3 | 181 | 197 | 206 | 232 | 345 | 441 | 2 114 |
| 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 641 |
| 5 | 182 | 200 | 213 | 238 | 343 | 436 | 1 305 |
| 6 | 182 | 202 | 214 | 240 | 342 | 435 | 1 060 |
| 7 | 182 | 203 | 214 | 240 | 340 | 433 | 877 |
| 8 | 181 | 202 | 213 | 241 | 338 | 431 | 736 |
| 9 | 179 | 201 | 214 | 243 | 337 | 430 | 626 |
| 10 | 178 | 200 | 214 | 244 | 335 | 428 | 538 |
| 11 | 177 | 199 | 212 | 242 | 333 | 426 | 466 |
| 12 | 174 | 196 | 209 | 240 | 331 | 424 | 424 |
| 13 | 171 | 193 | 206 | 237 | 328 | 421 | 421 |
| 14 | 168 | 190 | 203 | 234 | 324 | 418 | 418 |
| 15 | 165 | 187 | 200 | 231 | 321 | 414 | 414 |
| 16 | 161 | 183 | 197 | 227 | 318 | 411 | 411 |
| 17 | 158 | 180 | 194 | 224 | 315 | 408 | 408 |
| 18 | 155 | 177 | 190 | 221 | 311 | 405 | 405 |
| 19 | 152 | 174 | 187 | 218 | 308 | 402 | 402 |
| 20 | 149 | 171 | 184 | 215 | 305 | 398 | 398 |
| 21 | 145 | 168 | 181 | 212 | 302 | 395 | 395 |
| 22 | 142 | 164 | 178 | 208 | 299 | 392 | 392 |
| 23 | 139 | 161 | 175 | 205 | 296 | 389 | 389 |
| 24 | 136 | 158 | 172 | 202 | 293 | 386 | 386 |
| 25 | 133 | 155 | 168 | 199 | 290 | 383 | 383 |
| 26 | 130 | 152 | 165 | 196 | 287 | 380 | 380 |
| 27 | 127 | 149 | 162 | 193 | 284 | 377 | 377 |
| 28 | 124 | 146 | 159 | 190 | 281 | 374 | 374 |
| 29 | 121 | 143 | 157 | 187 | 278 | 371 | 371 |
| 30 | 118 | 141 | 154 | 185 | 275 | 368 | 368 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

168

183

190

214

337

433

3 681

2

177

192

199

223

347

443

2 777

3

181

197

206

232

345

441

2 114

4

182

199

210

237

344

438

1 641

5

182

200

213

238

343

436

1 305

6

182

202

214

240

342

435

1 060

7

182

203

214

240

340

433

877

8

181

202

213

241

338

431

736

9

179

201

214

243

337

430

626

10

178

200

214

244

335

428

538

11

177

199

212

242

333

426

466

12

174

196

209

240

331

424

424

13

171

193

206

237

328

421

421

14

168

190

203

234

324

418

418

15

165

187

200

231

321

414

414

16

161

183

197

227

318

411

411

17

158

180

194

224

315

408

408

18

155

177

190

221

311

405

405

19

152

174

187

218

308

402

402

20

149

171

184

215

305

398

398

21

145

168

181

212

302

395

395

22

142

164

178

208

299

392

392

23

139

161

175

205

296

389

389

24

136

158

172

202

293

386

386

25

133

155

168

199

290

383

383

26

130

152

165

196

287

380

380

27

127

149

162

193

284

377

377

28

124

146

159

190

281

374

374

29

121

143

157

187

278

371

371

30

118

141

154

185

275

368

368

3.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 20 | 35 | 42 | 66 | 190 | 318 | 3 089 |
| 2 | 21 | 36 | 43 | 67 | 190 | 354 | 2 322 |
| 3 | 20 | 36 | 45 | 72 | 185 | 367 | 1 765 |
| 4 | 20 | 37 | 48 | 75 | 182 | 365 | 1 371 |
| 5 | 21 | 39 | 51 | 77 | 182 | 356 | 1 090 |
| 6 | 21 | 41 | 53 | 79 | 181 | 342 | 885 |
| 7 | 22 | 43 | 54 | 80 | 180 | 326 | 732 |
| 8 | 21 | 42 | 54 | 82 | 179 | 309 | 615 |
| 9 | 21 | 42 | 55 | 84 | 178 | 291 | 524 |
| 10 | 20 | 42 | 56 | 85 | 177 | 274 | 451 |
| 11 | 20 | 42 | 55 | 86 | 176 | 270 | 392 |
| 12 | 19 | 41 | 55 | 85 | 176 | 269 | 343 |
| 13 | 19 | 41 | 54 | 85 | 175 | 268 | 302 |
| 14 | 18 | 40 | 54 | 84 | 175 | 268 | 268 |
| 15 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 16 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 18 | 18 | 40 | 54 | 84 | 174 | 267 | 267 |
| 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 |
| 20 | 18 | 40 | 60 | 84 | 175 | 268 | 268 |
| 21 | 18 | 40 | 62 | 84 | 175 | 268 | 268 |
| 22 | 18 | 40 | 65 | 84 | 175 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 175 | 268 | 268 |
| 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 |
| 25 | 18 | 40 | 73 | 84 | 174 | 267 | 267 |
| 26 | 17 | 40 | 77 | 84 | 174 | 267 | 267 |
| 27 | 17 | 39 | 79 | 86 | 174 | 267 | 267 |
| 28 | 17 | 39 | 81 | 88 | 174 | 267 | 267 |
| 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 |
| 30 | 16 | 39 | 87 | 93 | 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

190

318

3 089

2

21

36

43

67

190

354

2 322

3

20

36

45

72

185

367

1 765

4

20

37

48

75

182

365

1 371

5

21

39

51

77

182

356

1 090

6

21

41

53

79

181

342

885

7

22

43

54

80

180

326

732

8

21

42

54

82

179

309

615

9

21

42

55

84

178

291

524

10

20

42

56

85

177

274

451

11

20

42

55

86

176

270

392

12

19

41

55

85

176

269

343

13

19

41

54

85

175

268

302

14

18

40

54

84

175

268

268

15

18

40

53

84

174

268

268

16

18

40

53

84

174

267

267

17

18

40

53

84

174

267

267

18

18

40

54

84

174

267

267

19

18

40

57

84

174

268

268

20

18

40

60

84

175

268

268

21

18

40

62

84

175

268

268

22

18

40

65

84

175

268

268

23

18

40

68

84

175

268

268

24

18

40

70

84

174

268

268

25

18

40

73

84

174

267

267

26

17

40

77

84

174

267

267

27

17

39

79

86

174

267

267

28

17

39

81

88

174

267

267

29

17

39

85

91

173

267

267

30

16

39

87

93

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 | 185 | 325 | 3 160 |
| 2 | 17 | 32 | 39 | 63 | 187 | 362 | 2 375 |
| 3 | 18 | 34 | 43 | 70 | 183 | 374 | 1 805 |
| 4 | 20 | 37 | 48 | 75 | 182 | 372 | 1 400 |
| 5 | 22 | 40 | 52 | 78 | 183 | 363 | 1 112 |
| 6 | 24 | 43 | 55 | 81 | 183 | 349 | 903 |
| 7 | 26 | 46 | 58 | 84 | 184 | 332 | 747 |
| 8 | 26 | 47 | 59 | 87 | 184 | 315 | 628 |
| 9 | 27 | 48 | 61 | 90 | 184 | 297 | 535 |
| 10 | 28 | 50 | 63 | 93 | 185 | 280 | 460 |
| 11 | 28 | 50 | 64 | 94 | 185 | 278 | 400 |
| 12 | 28 | 51 | 64 | 95 | 185 | 278 | 350 |
| 13 | 28 | 51 | 64 | 95 | 185 | 278 | 308 |
| 14 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 15 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 16 | 28 | 50 | 63 | 94 | 184 | 277 | 277 |
| 17 | 28 | 50 | 63 | 94 | 184 | 277 | 277 |
| 18 | 28 | 50 | 63 | 94 | 184 | 277 | 277 |
| 19 | 28 | 50 | 63 | 94 | 184 | 277 | 277 |
| 20 | 28 | 50 | 63 | 94 | 185 | 278 | 278 |
| 21 | 28 | 50 | 64 | 94 | 185 | 278 | 278 |
| 22 | 28 | 50 | 66 | 94 | 185 | 278 | 278 |
| 23 | 28 | 50 | 69 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 |
| 25 | 27 | 50 | 74 | 94 | 184 | 277 | 277 |
| 26 | 27 | 49 | 77 | 93 | 184 | 277 | 277 |
| 27 | 27 | 49 | 80 | 93 | 183 | 277 | 277 |
| 28 | 26 | 48 | 83 | 92 | 183 | 276 | 276 |
| 29 | 26 | 48 | 86 | 92 | 182 | 276 | 276 |
| 30 | 25 | 47 | 89 | 94 | 182 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

15

30

37

61

185

325

3 160

2

17

32

39

63

187

362

2 375

3

18

34

43

70

183

374

1 805

4

20

37

48

75

182

372

1 400

5

22

40

52

78

183

363

1 112

6

24

43

55

81

183

349

903

7

26

46

58

84

184

332

747

8

26

47

59

87

184

315

628

9

27

48

61

90

184

297

535

10

28

50

63

93

185

280

460

11

28

50

64

94

185

278

400

12

28

51

64

95

185

278

350

13

28

51

64

95

185

278

308

14

28

50

64

94

185

278

278

15

28

50

64

94

185

278

278

16

28

50

63

94

184

277

277

17

28

50

63

94

184

277

277

18

28

50

63

94

184

277

277

19

28

50

63

94

184

277

277

20

28

50

63

94

185

278

278

21

28

50

64

94

185

278

278

22

28

50

66

94

185

278

278

23

28

50

69

94

185

278

278

24

28

50

72

94

184

278

278

25

27

50

74

94

184

277

277

26

27

49

77

93

184

277

277

27

27

49

80

93

183

277

277

28

26

48

83

92

183

276

276

29

26

48

86

92

182

276

276

30

25

47

89

94

182

275

275

3.27   Russian rouble

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 116 | 131 | 137 | 161 | 285 | 381 | 3 552 |
| 2 | 115 | 130 | 137 | 161 | 284 | 400 | 2 659 |
| 3 | 113 | 129 | 138 | 165 | 278 | 412 | 2 014 |
| 4 | 113 | 130 | 141 | 168 | 275 | 410 | 1 558 |
| 5 | 113 | 131 | 144 | 169 | 274 | 398 | 1 234 |
| 6 | 113 | 133 | 145 | 171 | 273 | 382 | 999 |
| 7 | 114 | 135 | 146 | 172 | 272 | 365 | 824 |
| 8 | 113 | 135 | 146 | 174 | 271 | 364 | 691 |
| 9 | 113 | 134 | 147 | 176 | 270 | 363 | 587 |
| 10 | 113 | 135 | 148 | 178 | 270 | 363 | 505 |
| 11 | 112 | 134 | 148 | 178 | 269 | 362 | 437 |
| 12 | 111 | 133 | 147 | 177 | 268 | 361 | 382 |
| 13 | 110 | 132 | 146 | 176 | 267 | 360 | 360 |
| 14 | 109 | 131 | 144 | 175 | 266 | 359 | 359 |
| 15 | 107 | 129 | 142 | 173 | 263 | 357 | 357 |
| 16 | 104 | 127 | 140 | 171 | 261 | 354 | 354 |
| 17 | 102 | 124 | 137 | 168 | 258 | 352 | 352 |
| 18 | 99 | 122 | 135 | 166 | 256 | 349 | 349 |
| 19 | 97 | 119 | 133 | 163 | 254 | 347 | 347 |
| 20 | 95 | 117 | 131 | 161 | 252 | 345 | 345 |
| 21 | 93 | 115 | 128 | 159 | 250 | 343 | 343 |
| 22 | 91 | 113 | 126 | 157 | 247 | 341 | 341 |
| 23 | 88 | 111 | 124 | 155 | 245 | 338 | 338 |
| 24 | 86 | 108 | 122 | 152 | 243 | 336 | 336 |
| 25 | 84 | 106 | 120 | 150 | 241 | 334 | 334 |
| 26 | 82 | 104 | 118 | 148 | 239 | 332 | 332 |
| 27 | 80 | 102 | 115 | 146 | 237 | 330 | 330 |
| 28 | 78 | 100 | 113 | 144 | 235 | 328 | 328 |
| 29 | 76 | 98 | 112 | 142 | 233 | 326 | 326 |
| 30 | 74 | 96 | 110 | 140 | 231 | 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

116

131

137

161

285

381

3 552

2

115

130

137

161

284

400

2 659

3

113

129

138

165

278

412

2 014

4

113

130

141

168

275

410

1 558

5

113

131

144

169

274

398

1 234

6

113

133

145

171

273

382

999

7

114

135

146

172

272

365

824

8

113

135

146

174

271

364

691

9

113

134

147

176

270

363

587

10

113

135

148

178

270

363

505

11

112

134

148

178

269

362

437

12

111

133

147

177

268

361

382

13

110

132

146

176

267

360

360

14

109

131

144

175

266

359

359

15

107

129

142

173

263

357

357

16

104

127

140

171

261

354

354

17

102

124

137

168

258

352

352

18

99

122

135

166

256

349

349

19

97

119

133

163

254

347

347

20

95

117

131

161

252

345

345

21

93

115

128

159

250

343

343

22

91

113

126

157

247

341

341

23

88

111

124

155

245

338

338

24

86

108

122

152

243

336

336

25

84

106

120

150

241

334

334

26

82

104

118

148

239

332

332

27

80

102

115

146

237

330

330

28

78

100

113

144

235

328

328

29

76

98

112

142

233

326

326

30

74

96

110

140

231

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 | 156 | 313 | 3 039 |
| 2 | 0 | 3 | 10 | 34 | 158 | 350 | 2 288 |
| 3 | 1 | 5 | 14 | 41 | 154 | 362 | 1 741 |
| 4 | 1 | 8 | 19 | 46 | 153 | 361 | 1 352 |
| 5 | 2 | 11 | 23 | 49 | 154 | 352 | 1 075 |
| 6 | 2 | 14 | 26 | 52 | 154 | 338 | 873 |
| 7 | 3 | 17 | 28 | 55 | 154 | 323 | 723 |
| 8 | 3 | 18 | 30 | 58 | 155 | 306 | 608 |
| 9 | 4 | 19 | 31 | 61 | 155 | 288 | 518 |
| 10 | 4 | 20 | 33 | 63 | 154 | 271 | 446 |
| 11 | 5 | 20 | 33 | 63 | 154 | 255 | 387 |
| 12 | 5 | 20 | 36 | 63 | 154 | 247 | 339 |
| 13 | 6 | 19 | 39 | 63 | 154 | 247 | 299 |
| 14 | 6 | 19 | 42 | 63 | 154 | 247 | 264 |
| 15 | 7 | 19 | 45 | 63 | 154 | 247 | 247 |
| 16 | 7 | 19 | 47 | 63 | 153 | 246 | 246 |
| 17 | 8 | 19 | 50 | 63 | 153 | 246 | 246 |
| 18 | 8 | 19 | 53 | 63 | 153 | 246 | 246 |
| 19 | 8 | 19 | 56 | 65 | 154 | 247 | 247 |
| 20 | 9 | 20 | 58 | 68 | 154 | 247 | 247 |
| 21 | 9 | 20 | 61 | 70 | 155 | 248 | 248 |
| 22 | 10 | 22 | 64 | 73 | 155 | 248 | 248 |
| 23 | 10 | 22 | 66 | 75 | 156 | 249 | 249 |
| 24 | 10 | 23 | 69 | 77 | 156 | 249 | 249 |
| 25 | 11 | 25 | 73 | 80 | 156 | 249 | 249 |
| 26 | 11 | 25 | 75 | 82 | 156 | 250 | 250 |
| 27 | 12 | 26 | 78 | 85 | 157 | 250 | 250 |
| 28 | 12 | 27 | 80 | 87 | 157 | 250 | 250 |
| 29 | 13 | 28 | 83 | 89 | 157 | 250 | 250 |
| 30 | 13 | 29 | 86 | 92 | 157 | 250 | 250 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

1

8

32

156

313

3 039

2

0

3

10

34

158

350

2 288

3

1

5

14

41

154

362

1 741

4

1

8

19

46

153

361

1 352

5

2

11

23

49

154

352

1 075

6

2

14

26

52

154

338

873

7

3

17

28

55

154

323

723

8

3

18

30

58

155

306

608

9

4

19

31

61

155

288

518

10

4

20

33

63

154

271

446

11

5

20

33

63

154

255

387

12

5

20

36

63

154

247

339

13

6

19

39

63

154

247

299

14

6

19

42

63

154

247

264

15

7

19

45

63

154

247

247

16

7

19

47

63

153

246

246

17

8

19

50

63

153

246

246

18

8

19

53

63

153

246

246

19

8

19

56

65

154

247

247

20

9

20

58

68

154

247

247

21

9

20

61

70

155

248

248

22

10

22

64

73

155

248

248

23

10

22

66

75

156

249

249

24

10

23

69

77

156

249

249

25

11

25

73

80

156

249

249

26

11

25

75

82

156

250

250

27

12

26

78

85

157

250

250

28

12

27

80

87

157

250

250

29

13

28

83

89

157

250

250

30

13

29

86

92

157

250

250

3.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 29 | 44 | 51 | 75 | 199 | 314 | 3 046 |
| 2 | 30 | 45 | 52 | 76 | 199 | 350 | 2 288 |
| 3 | 28 | 44 | 53 | 80 | 193 | 361 | 1 738 |
| 4 | 27 | 44 | 55 | 82 | 189 | 360 | 1 348 |
| 5 | 27 | 45 | 58 | 83 | 188 | 350 | 1 070 |
| 6 | 30 | 50 | 62 | 88 | 190 | 336 | 869 |
| 7 | 28 | 49 | 60 | 86 | 186 | 320 | 719 |
| 8 | 32 | 54 | 65 | 93 | 190 | 303 | 604 |
| 9 | 32 | 54 | 66 | 95 | 189 | 286 | 514 |
| 10 | 26 | 48 | 62 | 91 | 183 | 276 | 442 |
| 11 | 21 | 43 | 57 | 87 | 178 | 271 | 384 |
| 12 | 17 | 40 | 53 | 84 | 174 | 267 | 336 |
| 13 | 15 | 37 | 50 | 81 | 172 | 265 | 296 |
| 14 | 13 | 35 | 48 | 79 | 169 | 263 | 263 |
| 15 | 11 | 33 | 47 | 77 | 168 | 261 | 261 |
| 16 | 10 | 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 | 55 | 74 | 164 | 258 | 258 |
| 20 | 9 | 30 | 58 | 74 | 164 | 258 | 258 |
| 21 | 9 | 30 | 61 | 74 | 165 | 258 | 258 |
| 22 | 9 | 30 | 64 | 74 | 165 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 165 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 164 | 258 | 258 |
| 25 | 11 | 30 | 71 | 79 | 164 | 258 | 258 |
| 26 | 11 | 30 | 74 | 82 | 164 | 257 | 257 |
| 27 | 12 | 30 | 77 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 80 | 86 | 164 | 257 | 257 |
| 29 | 13 | 29 | 82 | 88 | 164 | 257 | 257 |
| 30 | 13 | 29 | 85 | 91 | 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

3 046

2

30

45

52

76

199

350

2 288

3

28

44

53

80

193

361

1 738

4

27

44

55

82

189

360

1 348

5

27

45

58

83

188

350

1 070

6

30

50

62

88

190

336

869

7

28

49

60

86

186

320

719

8

32

54

65

93

190

303

604

9

32

54

66

95

189

286

514

10

26

48

62

91

183

276

442

11

21

43

57

87

178

271

384

12

17

40

53

84

174

267

336

13

15

37

50

81

172

265

296

14

13

35

48

79

169

263

263

15

11

33

47

77

168

261

261

16

10

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

55

74

164

258

258

20

9

30

58

74

164

258

258

21

9

30

61

74

165

258

258

22

9

30

64

74

165

258

258

23

10

30

66

75

165

258

258

24

10

30

69

77

164

258

258

25

11

30

71

79

164

258

258

26

11

30

74

82

164

257

257

27

12

30

77

83

164

257

257

28

12

30

80

86

164

257

257

29

13

29

82

88

164

257

257

30

13

29

85

91

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 | 446 | 3 552 |
| 2 | 178 | 193 | 200 | 224 | 348 | 443 | 2 671 |
| 3 | 173 | 189 | 198 | 225 | 338 | 433 | 2 029 |
| 4 | 169 | 186 | 197 | 225 | 331 | 425 | 1 573 |
| 5 | 166 | 184 | 196 | 222 | 327 | 420 | 1 248 |
| 6 | 163 | 182 | 194 | 221 | 322 | 416 | 1 011 |
| 7 | 160 | 181 | 192 | 218 | 318 | 411 | 835 |
| 8 | 156 | 177 | 189 | 217 | 314 | 407 | 700 |
| 9 | 153 | 174 | 187 | 216 | 310 | 403 | 595 |
| 10 | 149 | 171 | 185 | 214 | 306 | 399 | 511 |
| 11 | 145 | 168 | 181 | 211 | 302 | 395 | 443 |
| 12 | 141 | 164 | 177 | 207 | 298 | 391 | 391 |
| 13 | 138 | 160 | 173 | 204 | 294 | 387 | 387 |
| 14 | 134 | 156 | 169 | 200 | 291 | 384 | 384 |
| 15 | 130 | 153 | 166 | 196 | 287 | 380 | 380 |
| 16 | 127 | 149 | 163 | 193 | 284 | 377 | 377 |
| 17 | 124 | 146 | 160 | 190 | 281 | 374 | 374 |
| 18 | 121 | 143 | 157 | 187 | 278 | 371 | 371 |
| 19 | 118 | 141 | 154 | 184 | 275 | 368 | 368 |
| 20 | 116 | 138 | 151 | 182 | 272 | 366 | 366 |
| 21 | 113 | 135 | 149 | 179 | 270 | 363 | 363 |
| 22 | 111 | 133 | 146 | 177 | 267 | 361 | 361 |
| 23 | 108 | 130 | 144 | 174 | 265 | 358 | 358 |
| 24 | 106 | 128 | 141 | 172 | 262 | 356 | 356 |
| 25 | 103 | 126 | 139 | 169 | 260 | 353 | 353 |
| 26 | 101 | 123 | 137 | 167 | 258 | 351 | 351 |
| 27 | 99 | 121 | 134 | 165 | 256 | 349 | 349 |
| 28 | 97 | 119 | 132 | 163 | 253 | 347 | 347 |
| 29 | 95 | 117 | 130 | 161 | 251 | 345 | 345 |
| 30 | 93 | 115 | 128 | 159 | 249 | 343 | 343 |

Duration (in years)

Credit quality step 0

Credit 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

446

3 552

2

178

193

200

224

348

443

2 671

3

173

189

198

225

338

433

2 029

4

169

186

197

225

331

425

1 573

5

166

184

196

222

327

420

1 248

6

163

182

194

221

322

416

1 011

7

160

181

192

218

318

411

835

8

156

177

189

217

314

407

700

9

153

174

187

216

310

403

595

10

149

171

185

214

306

399

511

11

145

168

181

211

302

395

443

12

141

164

177

207

298

391

391

13

138

160

173

204

294

387

387

14

134

156

169

200

291

384

384

15

130

153

166

196

287

380

380

16

127

149

163

193

284

377

377

17

124

146

160

190

281

374

374

18

121

143

157

187

278

371

371

19

118

141

154

184

275

368

368

20

116

138

151

182

272

366

366

21

113

135

149

179

270

363

363

22

111

133

146

177

267

361

361

23

108

130

144

174

265

358

358

24

106

128

141

172

262

356

356

25

103

126

139

169

260

353

353

26

101

123

137

167

258

351

351

27

99

121

134

165

256

349

349

28

97

119

132

163

253

347

347

29

95

117

130

161

251

345

345

30

93

115

128

159

249

343

343

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 | 3 023 |
| 2 | 0 | 15 | 27 | 55 | 175 | 348 | 2 274 |
| 3 | 1 | 17 | 29 | 58 | 171 | 360 | 1 729 |
| 4 | 1 | 19 | 32 | 63 | 170 | 359 | 1 343 |
| 5 | 2 | 22 | 37 | 69 | 172 | 350 | 1 067 |
| 6 | 3 | 26 | 40 | 70 | 172 | 336 | 867 |
| 7 | 6 | 30 | 42 | 72 | 173 | 320 | 718 |
| 8 | 8 | 34 | 46 | 74 | 173 | 304 | 604 |
| 9 | 9 | 36 | 49 | 75 | 173 | 287 | 514 |
| 10 | 10 | 37 | 51 | 76 | 174 | 270 | 443 |
| 11 | 10 | 39 | 52 | 77 | 174 | 267 | 385 |
| 12 | 11 | 40 | 53 | 78 | 174 | 267 | 337 |
| 13 | 12 | 41 | 54 | 79 | 174 | 267 | 297 |
| 14 | 12 | 42 | 54 | 79 | 174 | 267 | 267 |
| 15 | 12 | 42 | 54 | 79 | 174 | 267 | 267 |
| 16 | 12 | 42 | 54 | 79 | 174 | 267 | 267 |
| 17 | 12 | 42 | 54 | 79 | 174 | 267 | 267 |
| 18 | 12 | 42 | 54 | 79 | 174 | 267 | 267 |
| 19 | 12 | 42 | 56 | 79 | 174 | 267 | 267 |
| 20 | 12 | 42 | 58 | 79 | 175 | 268 | 268 |
| 21 | 12 | 42 | 61 | 79 | 175 | 268 | 268 |
| 22 | 12 | 42 | 64 | 79 | 175 | 268 | 268 |
| 23 | 12 | 42 | 66 | 79 | 175 | 269 | 269 |
| 24 | 12 | 42 | 69 | 79 | 176 | 269 | 269 |
| 25 | 12 | 42 | 72 | 79 | 176 | 269 | 269 |
| 26 | 12 | 42 | 75 | 82 | 176 | 269 | 269 |
| 27 | 12 | 42 | 77 | 84 | 176 | 269 | 269 |
| 28 | 12 | 42 | 80 | 86 | 176 | 269 | 269 |
| 29 | 13 | 42 | 83 | 89 | 175 | 269 | 269 |
| 30 | 13 | 42 | 86 | 91 | 175 | 268 | 268 |

Duration (in years)

Credit quality step 0

Credit 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

3 023

2

0

15

27

55

175

348

2 274

3

1

17

29

58

171

360

1 729

4

1

19

32

63

170

359

1 343

5

2

22

37

69

172

350

1 067

6

3

26

40

70

172

336

867

7

6

30

42

72

173

320

718

8

8

34

46

74

173

304

604

9

9

36

49

75

173

287

514

10

10

37

51

76

174

270

443

11

10

39

52

77

174

267

385

12

11

40

53

78

174

267

337

13

12

41

54

79

174

267

297

14

12

42

54

79

174

267

267

15

12

42

54

79

174

267

267

16

12

42

54

79

174

267

267

17

12

42

54

79

174

267

267

18

12

42

54

79

174

267

267

19

12

42

56

79

174

267

267

20

12

42

58

79

175

268

268

21

12

42

61

79

175

268

268

22

12

42

64

79

175

268

268

23

12

42

66

79

175

269

269

24

12

42

69

79

176

269

269

25

12

42

72

79

176

269

269

26

12

42

75

82

176

269

269

27

12

42

77

84

176

269

269

28

12

42

80

86

176

269

269

29

13

42

83

89

175

269

269

30

13

42

86

91

175

268

268

3.32   Yen

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 3 | 13 | 134 | 308 | 2 984 |
| 2 | 0 | 1 | 6 | 17 | 133 | 343 | 2 239 |
| 3 | 1 | 2 | 10 | 20 | 125 | 354 | 1 700 |
| 4 | 1 | 3 | 13 | 23 | 122 | 353 | 1 319 |
| 5 | 2 | 4 | 16 | 26 | 121 | 343 | 1 048 |
| 6 | 2 | 5 | 19 | 29 | 121 | 330 | 850 |
| 7 | 3 | 6 | 22 | 32 | 121 | 314 | 704 |
| 8 | 3 | 7 | 25 | 35 | 121 | 297 | 591 |
| 9 | 4 | 8 | 27 | 38 | 121 | 280 | 504 |
| 10 | 4 | 9 | 30 | 41 | 122 | 264 | 433 |
| 11 | 5 | 11 | 33 | 44 | 122 | 248 | 377 |
| 12 | 5 | 11 | 36 | 46 | 122 | 232 | 330 |
| 13 | 5 | 13 | 38 | 49 | 122 | 218 | 290 |
| 14 | 6 | 13 | 41 | 52 | 123 | 216 | 257 |
| 15 | 7 | 14 | 44 | 54 | 123 | 216 | 229 |
| 16 | 7 | 16 | 47 | 56 | 123 | 217 | 217 |
| 17 | 7 | 16 | 48 | 59 | 126 | 217 | 217 |
| 18 | 8 | 17 | 51 | 62 | 129 | 217 | 217 |
| 19 | 8 | 18 | 54 | 64 | 131 | 218 | 218 |
| 20 | 9 | 19 | 57 | 67 | 133 | 219 | 219 |
| 21 | 9 | 20 | 60 | 69 | 135 | 220 | 220 |
| 22 | 9 | 20 | 62 | 71 | 136 | 220 | 220 |
| 23 | 10 | 22 | 65 | 73 | 138 | 221 | 221 |
| 24 | 10 | 23 | 67 | 75 | 140 | 221 | 221 |
| 25 | 11 | 23 | 70 | 78 | 142 | 221 | 221 |
| 26 | 11 | 25 | 72 | 80 | 143 | 222 | 222 |
| 27 | 12 | 25 | 76 | 83 | 145 | 222 | 222 |
| 28 | 12 | 26 | 78 | 84 | 146 | 222 | 222 |
| 29 | 12 | 27 | 81 | 87 | 147 | 222 | 222 |
| 30 | 13 | 28 | 84 | 89 | 148 | 222 | 222 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

0

3

13

134

308

2 984

2

0

1

6

17

133

343

2 239

3

1

2

10

20

125

354

1 700

4

1

3

13

23

122

353

1 319

5

2

4

16

26

121

343

1 048

6

2

5

19

29

121

330

850

7

3

6

22

32

121

314

704

8

3

7

25

35

121

297

591

9

4

8

27

38

121

280

504

10

4

9

30

41

122

264

433

11

5

11

33

44

122

248

377

12

5

11

36

46

122

232

330

13

5

13

38

49

122

218

290

14

6

13

41

52

123

216

257

15

7

14

44

54

123

216

229

16

7

16

47

56

123

217

217

17

7

16

48

59

126

217

217

18

8

17

51

62

129

217

217

19

8

18

54

64

131

218

218

20

9

19

57

67

133

219

219

21

9

20

60

69

135

220

220

22

9

20

62

71

136

220

220

23

10

22

65

73

138

221

221

24

10

23

67

75

140

221

221

25

11

23

70

78

142

221

221

26

11

25

72

80

143

222

222

27

12

25

76

83

145

222

222

28

12

26

78

84

146

222

222

29

12

27

81

87

147

222

222

30

13

28

84

89

148

222

222

---

ANNEX III

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

| Currency | National insurance market | Volatility adjustment
  (in bps) |
| --- | --- | --- |
| Euro | Austria | 22 |
| Euro | Belgium | 22 |
| Euro | Cyprus | 22 |
| Euro | Estonia | 22 |
| Euro | Finland | 22 |
| Euro | France | 22 |
| Euro | Germany | 22 |
| Euro | Greece | 67 |
| 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 | 7 |
| Danish krone | Denmark | 62 |
| Forint | Hungary | 19 |
| Krona | Sweden | 4 |
| Kuna | Croatia | 11 |
| Lev | Bulgaria | 33 |
| Pound sterling | United Kingdom | 37 |
| Romanian leu | Romania | 2 |
| Zloty | Poland | 7 |
| Króna | Iceland | 11 |
| Norwegian krone | Norway | 16 |
| Swiss franc | Liechtenstein | 8 |
| Swiss franc | Switzerland | 8 |
| Australian dollar | Australia | 14 |
| Canadian dollar | Canada | 7 |
| 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

67

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

7

Danish krone

Denmark

62

Forint

Hungary

19

Krona

Sweden

4

Kuna

Croatia

11

Lev

Bulgaria

33

Pound sterling

United Kingdom

37

Romanian leu

Romania

2

Zloty

Poland

7

Króna

Iceland

11

Norwegian krone

Norway

16

Swiss franc

Liechtenstein

8

Swiss franc

Switzerland

8

Australian dollar

Australia

14

Canadian dollar

Canada

7

US dollar

United States

78

Yen

Japan

3

---