# L_2016309EN.01000101.xml

| 16.11.2016 | EN | Official Journal of the European Union | L 309/1 |
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16.11.2016

EN

Official Journal of the European Union

L 309/1

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COMMISSION IMPLEMENTING REGULATION (EU) 2016/1976

of 10 November 2016

laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 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. |
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(1)

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

| (2) | Insurance and re-insurance undertakings should use the technical information, which is based on market data related to the end of the last month preceding the first reporting reference date to which this Regulation applies. On 11 October 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2016 market data. That information was published on 10 October 2016 in accordance with Article 77e(1) of Directive 2009/138/EC. |
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(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 11 October 2016, the European Insurance and Occupational Pensions Authority provided the Commission with the technical information related to end of September 2016 market data. That information was published on 10 October 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. |
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(4)

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

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

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

HAS ADOPTED THIS REGULATION:

Article 1

1.   Insurance and reinsurance undertakings shall use the technical information referred to in paragraph 2 when calculating technical provisions and basic own funds for reporting with reference dates from 30 September until 30 December 2016.

2.   For each relevant currency, the technical information used to calculate the best estimate in accordance with Article 77 of Directive 2009/138/EC, the matching adjustment in accordance with Article 77c of that Directive and the volatility adjustment in accordance with Article 77d of that Directive shall be the following:

| (a) | the relevant risk-free rate term structures set out in Annex I; |
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(a)

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

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

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

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

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

Article 2

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

It shall apply from 30 September 2016.

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

Done at Brussels, 10 November 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 | – 0,307 % | 0,141 % | – 0,317 % | 0,557 % | – 0,612 % | 0,794 % |
| 2 | – 0,322 % | 0,200 % | – 0,332 % | 0,977 % | – 0,533 % | 1,357 % |
| 3 | – 0,309 % | 0,210 % | – 0,319 % | 1,118 % | – 0,426 % | 1,656 % |
| 4 | – 0,290 % | 0,225 % | – 0,300 % | 1,462 % | – 0,316 % | 2,080 % |
| 5 | – 0,239 % | 0,253 % | – 0,249 % | 1,688 % | – 0,174 % | 2,414 % |
| 6 | – 0,170 % | 0,283 % | – 0,180 % | 2,020 % | – 0,020 % | 2,656 % |
| 7 | – 0,086 % | 0,310 % | – 0,096 % | 2,271 % | 0,135 % | 2,842 % |
| 8 | 0,009 % | 0,340 % | – 0,001 % | 2,458 % | 0,284 % | 2,991 % |
| 9 | 0,105 % | 0,375 % | 0,095 % | 2,603 % | 0,423 % | 3,112 % |
| 10 | 0,187 % | 0,417 % | 0,177 % | 2,720 % | 0,540 % | 3,212 % |
| 11 | 0,275 % | 0,446 % | 0,265 % | 2,824 % | 0,714 % | 3,294 % |
| 12 | 0,361 % | 0,484 % | 0,351 % | 2,918 % | 0,919 % | 3,363 % |
| 13 | 0,437 % | 0,546 % | 0,427 % | 3,002 % | 1,124 % | 3,422 % |
| 14 | 0,496 % | 0,627 % | 0,486 % | 3,078 % | 1,317 % | 3,472 % |
| 15 | 0,536 % | 0,719 % | 0,526 % | 3,146 % | 1,494 % | 3,516 % |
| 16 | 0,558 % | 0,816 % | 0,548 % | 3,206 % | 1,654 % | 3,555 % |
| 17 | 0,573 % | 0,915 % | 0,562 % | 3,259 % | 1,798 % | 3,590 % |
| 18 | 0,589 % | 1,015 % | 0,579 % | 3,306 % | 1,928 % | 3,620 % |
| 19 | 0,614 % | 1,113 % | 0,604 % | 3,349 % | 2,045 % | 3,648 % |
| 20 | 0,652 % | 1,209 % | 0,641 % | 3,387 % | 2,151 % | 3,673 % |
| 21 | 0,704 % | 1,302 % | 0,694 % | 3,422 % | 2,247 % | 3,696 % |
| 22 | 0,768 % | 1,392 % | 0,758 % | 3,454 % | 2,335 % | 3,717 % |
| 23 | 0,838 % | 1,479 % | 0,828 % | 3,484 % | 2,415 % | 3,736 % |
| 24 | 0,913 % | 1,562 % | 0,904 % | 3,511 % | 2,489 % | 3,753 % |
| 25 | 0,990 % | 1,642 % | 0,981 % | 3,536 % | 2,557 % | 3,770 % |
| 26 | 1,069 % | 1,718 % | 1,060 % | 3,559 % | 2,619 % | 3,785 % |
| 27 | 1,147 % | 1,791 % | 1,138 % | 3,581 % | 2,677 % | 3,799 % |
| 28 | 1,224 % | 1,861 % | 1,215 % | 3,601 % | 2,731 % | 3,812 % |
| 29 | 1,300 % | 1,927 % | 1,292 % | 3,620 % | 2,782 % | 3,824 % |
| 30 | 1,374 % | 1,991 % | 1,366 % | 3,638 % | 2,829 % | 3,836 % |
| 31 | 1,446 % | 2,052 % | 1,438 % | 3,655 % | 2,873 % | 3,846 % |
| 32 | 1,516 % | 2,110 % | 1,508 % | 3,670 % | 2,914 % | 3,857 % |
| 33 | 1,583 % | 2,165 % | 1,576 % | 3,685 % | 2,953 % | 3,866 % |
| 34 | 1,649 % | 2,218 % | 1,641 % | 3,699 % | 2,989 % | 3,875 % |
| 35 | 1,711 % | 2,269 % | 1,704 % | 3,712 % | 3,023 % | 3,884 % |
| 36 | 1,772 % | 2,317 % | 1,765 % | 3,725 % | 3,056 % | 3,892 % |
| 37 | 1,830 % | 2,364 % | 1,824 % | 3,737 % | 3,087 % | 3,900 % |
| 38 | 1,886 % | 2,408 % | 1,880 % | 3,748 % | 3,116 % | 3,907 % |
| 39 | 1,940 % | 2,450 % | 1,934 % | 3,759 % | 3,144 % | 3,914 % |
| 40 | 1,992 % | 2,491 % | 1,986 % | 3,769 % | 3,170 % | 3,921 % |
| 41 | 2,042 % | 2,530 % | 2,036 % | 3,779 % | 3,195 % | 3,927 % |
| 42 | 2,090 % | 2,568 % | 2,084 % | 3,788 % | 3,219 % | 3,933 % |
| 43 | 2,136 % | 2,603 % | 2,130 % | 3,797 % | 3,241 % | 3,939 % |
| 44 | 2,180 % | 2,638 % | 2,175 % | 3,806 % | 3,263 % | 3,945 % |
| 45 | 2,223 % | 2,671 % | 2,217 % | 3,814 % | 3,284 % | 3,950 % |
| 46 | 2,264 % | 2,703 % | 2,258 % | 3,822 % | 3,304 % | 3,955 % |
| 47 | 2,303 % | 2,734 % | 2,298 % | 3,830 % | 3,323 % | 3,960 % |
| 48 | 2,341 % | 2,763 % | 2,336 % | 3,837 % | 3,341 % | 3,965 % |
| 49 | 2,378 % | 2,791 % | 2,373 % | 3,844 % | 3,358 % | 3,969 % |
| 50 | 2,413 % | 2,819 % | 2,408 % | 3,851 % | 3,375 % | 3,974 % |
| 51 | 2,447 % | 2,845 % | 2,442 % | 3,857 % | 3,391 % | 3,978 % |
| 52 | 2,480 % | 2,870 % | 2,475 % | 3,864 % | 3,407 % | 3,982 % |
| 53 | 2,512 % | 2,895 % | 2,507 % | 3,870 % | 3,422 % | 3,986 % |
| 54 | 2,542 % | 2,918 % | 2,538 % | 3,876 % | 3,436 % | 3,990 % |
| 55 | 2,572 % | 2,941 % | 2,567 % | 3,881 % | 3,450 % | 3,993 % |
| 56 | 2,600 % | 2,963 % | 2,596 % | 3,887 % | 3,463 % | 3,997 % |
| 57 | 2,628 % | 2,985 % | 2,624 % | 3,892 % | 3,476 % | 4,000 % |
| 58 | 2,655 % | 3,005 % | 2,650 % | 3,897 % | 3,488 % | 4,004 % |
| 59 | 2,680 % | 3,025 % | 2,676 % | 3,902 % | 3,500 % | 4,007 % |
| 60 | 2,705 % | 3,044 % | 2,701 % | 3,907 % | 3,512 % | 4,010 % |
| 61 | 2,730 % | 3,063 % | 2,725 % | 3,911 % | 3,523 % | 4,013 % |
| 62 | 2,753 % | 3,081 % | 2,749 % | 3,916 % | 3,534 % | 4,016 % |
| 63 | 2,776 % | 3,099 % | 2,772 % | 3,920 % | 3,545 % | 4,019 % |
| 64 | 2,798 % | 3,116 % | 2,794 % | 3,925 % | 3,555 % | 4,021 % |
| 65 | 2,819 % | 3,132 % | 2,815 % | 3,929 % | 3,565 % | 4,024 % |
| 66 | 2,840 % | 3,148 % | 2,836 % | 3,933 % | 3,574 % | 4,027 % |
| 67 | 2,860 % | 3,164 % | 2,856 % | 3,937 % | 3,584 % | 4,029 % |
| 68 | 2,879 % | 3,179 % | 2,876 % | 3,940 % | 3,593 % | 4,032 % |
| 69 | 2,898 % | 3,194 % | 2,895 % | 3,944 % | 3,602 % | 4,034 % |
| 70 | 2,917 % | 3,208 % | 2,913 % | 3,948 % | 3,610 % | 4,036 % |
| 71 | 2,935 % | 3,222 % | 2,931 % | 3,951 % | 3,618 % | 4,039 % |
| 72 | 2,952 % | 3,235 % | 2,949 % | 3,954 % | 3,626 % | 4,041 % |
| 73 | 2,969 % | 3,248 % | 2,966 % | 3,958 % | 3,634 % | 4,043 % |
| 74 | 2,986 % | 3,261 % | 2,982 % | 3,961 % | 3,642 % | 4,045 % |
| 75 | 3,002 % | 3,273 % | 2,998 % | 3,964 % | 3,649 % | 4,047 % |
| 76 | 3,017 % | 3,286 % | 3,014 % | 3,967 % | 3,657 % | 4,049 % |
| 77 | 3,033 % | 3,297 % | 3,029 % | 3,970 % | 3,664 % | 4,051 % |
| 78 | 3,047 % | 3,309 % | 3,044 % | 3,973 % | 3,670 % | 4,053 % |
| 79 | 3,062 % | 3,320 % | 3,059 % | 3,976 % | 3,677 % | 4,055 % |
| 80 | 3,076 % | 3,331 % | 3,073 % | 3,978 % | 3,684 % | 4,056 % |
| 81 | 3,090 % | 3,342 % | 3,087 % | 3,981 % | 3,690 % | 4,058 % |
| 82 | 3,103 % | 3,352 % | 3,100 % | 3,984 % | 3,696 % | 4,060 % |
| 83 | 3,116 % | 3,362 % | 3,113 % | 3,986 % | 3,702 % | 4,062 % |
| 84 | 3,129 % | 3,372 % | 3,126 % | 3,989 % | 3,708 % | 4,063 % |
| 85 | 3,142 % | 3,382 % | 3,139 % | 3,991 % | 3,714 % | 4,065 % |
| 86 | 3,154 % | 3,391 % | 3,151 % | 3,994 % | 3,720 % | 4,066 % |
| 87 | 3,166 % | 3,401 % | 3,163 % | 3,996 % | 3,725 % | 4,068 % |
| 88 | 3,178 % | 3,410 % | 3,175 % | 3,998 % | 3,730 % | 4,069 % |
| 89 | 3,189 % | 3,419 % | 3,186 % | 4,001 % | 3,736 % | 4,071 % |
| 90 | 3,200 % | 3,427 % | 3,198 % | 4,003 % | 3,741 % | 4,072 % |
| 91 | 3,211 % | 3,436 % | 3,208 % | 4,005 % | 3,746 % | 4,074 % |
| 92 | 3,222 % | 3,444 % | 3,219 % | 4,007 % | 3,751 % | 4,075 % |
| 93 | 3,232 % | 3,452 % | 3,230 % | 4,009 % | 3,756 % | 4,076 % |
| 94 | 3,243 % | 3,460 % | 3,240 % | 4,011 % | 3,760 % | 4,078 % |
| 95 | 3,253 % | 3,468 % | 3,250 % | 4,013 % | 3,765 % | 4,079 % |
| 96 | 3,263 % | 3,475 % | 3,260 % | 4,015 % | 3,770 % | 4,080 % |
| 97 | 3,272 % | 3,483 % | 3,270 % | 4,017 % | 3,774 % | 4,081 % |
| 98 | 3,282 % | 3,490 % | 3,279 % | 4,019 % | 3,778 % | 4,082 % |
| 99 | 3,291 % | 3,497 % | 3,288 % | 4,021 % | 3,783 % | 4,084 % |
| 100 | 3,300 % | 3,504 % | 3,297 % | 4,022 % | 3,787 % | 4,085 % |
| 101 | 3,309 % | 3,511 % | 3,306 % | 4,024 % | 3,791 % | 4,086 % |
| 102 | 3,317 % | 3,518 % | 3,315 % | 4,026 % | 3,795 % | 4,087 % |
| 103 | 3,326 % | 3,524 % | 3,323 % | 4,027 % | 3,799 % | 4,088 % |
| 104 | 3,334 % | 3,531 % | 3,332 % | 4,029 % | 3,803 % | 4,089 % |
| 105 | 3,343 % | 3,537 % | 3,340 % | 4,031 % | 3,806 % | 4,090 % |
| 106 | 3,351 % | 3,543 % | 3,348 % | 4,032 % | 3,810 % | 4,091 % |
| 107 | 3,358 % | 3,550 % | 3,356 % | 4,034 % | 3,814 % | 4,092 % |
| 108 | 3,366 % | 3,556 % | 3,364 % | 4,035 % | 3,817 % | 4,093 % |
| 109 | 3,374 % | 3,561 % | 3,372 % | 4,037 % | 3,821 % | 4,094 % |
| 110 | 3,381 % | 3,567 % | 3,379 % | 4,038 % | 3,824 % | 4,095 % |
| 111 | 3,389 % | 3,573 % | 3,386 % | 4,040 % | 3,828 % | 4,096 % |
| 112 | 3,396 % | 3,578 % | 3,394 % | 4,041 % | 3,831 % | 4,097 % |
| 113 | 3,403 % | 3,584 % | 3,401 % | 4,043 % | 3,834 % | 4,098 % |
| 114 | 3,410 % | 3,589 % | 3,408 % | 4,044 % | 3,837 % | 4,099 % |
| 115 | 3,417 % | 3,595 % | 3,415 % | 4,045 % | 3,841 % | 4,100 % |
| 116 | 3,424 % | 3,600 % | 3,421 % | 4,047 % | 3,844 % | 4,101 % |
| 117 | 3,430 % | 3,605 % | 3,428 % | 4,048 % | 3,847 % | 4,101 % |
| 118 | 3,437 % | 3,610 % | 3,435 % | 4,049 % | 3,850 % | 4,102 % |
| 119 | 3,443 % | 3,615 % | 3,441 % | 4,050 % | 3,853 % | 4,103 % |
| 120 | 3,449 % | 3,620 % | 3,447 % | 4,052 % | 3,855 % | 4,104 % |
| 121 | 3,456 % | 3,625 % | 3,453 % | 4,053 % | 3,858 % | 4,105 % |
| 122 | 3,462 % | 3,629 % | 3,460 % | 4,054 % | 3,861 % | 4,105 % |
| 123 | 3,468 % | 3,634 % | 3,466 % | 4,055 % | 3,864 % | 4,106 % |
| 124 | 3,473 % | 3,638 % | 3,471 % | 4,057 % | 3,867 % | 4,107 % |
| 125 | 3,479 % | 3,643 % | 3,477 % | 4,058 % | 3,869 % | 4,108 % |
| 126 | 3,485 % | 3,647 % | 3,483 % | 4,059 % | 3,872 % | 4,108 % |
| 127 | 3,491 % | 3,652 % | 3,489 % | 4,060 % | 3,874 % | 4,109 % |
| 128 | 3,496 % | 3,656 % | 3,494 % | 4,061 % | 3,877 % | 4,110 % |
| 129 | 3,502 % | 3,660 % | 3,500 % | 4,062 % | 3,879 % | 4,111 % |
| 130 | 3,507 % | 3,664 % | 3,505 % | 4,063 % | 3,882 % | 4,111 % |
| 131 | 3,512 % | 3,668 % | 3,510 % | 4,064 % | 3,884 % | 4,112 % |
| 132 | 3,517 % | 3,672 % | 3,515 % | 4,065 % | 3,887 % | 4,113 % |
| 133 | 3,522 % | 3,676 % | 3,521 % | 4,066 % | 3,889 % | 4,113 % |
| 134 | 3,528 % | 3,680 % | 3,526 % | 4,067 % | 3,891 % | 4,114 % |
| 135 | 3,532 % | 3,684 % | 3,531 % | 4,068 % | 3,894 % | 4,115 % |
| 136 | 3,537 % | 3,688 % | 3,535 % | 4,069 % | 3,896 % | 4,115 % |
| 137 | 3,542 % | 3,692 % | 3,540 % | 4,070 % | 3,898 % | 4,116 % |
| 138 | 3,547 % | 3,695 % | 3,545 % | 4,071 % | 3,900 % | 4,116 % |
| 139 | 3,552 % | 3,699 % | 3,550 % | 4,072 % | 3,902 % | 4,117 % |
| 140 | 3,556 % | 3,702 % | 3,554 % | 4,073 % | 3,905 % | 4,118 % |
| 141 | 3,561 % | 3,706 % | 3,559 % | 4,074 % | 3,907 % | 4,118 % |
| 142 | 3,565 % | 3,709 % | 3,563 % | 4,075 % | 3,909 % | 4,119 % |
| 143 | 3,570 % | 3,713 % | 3,568 % | 4,076 % | 3,911 % | 4,119 % |
| 144 | 3,574 % | 3,716 % | 3,572 % | 4,076 % | 3,913 % | 4,120 % |
| 145 | 3,578 % | 3,720 % | 3,577 % | 4,077 % | 3,915 % | 4,120 % |
| 146 | 3,583 % | 3,723 % | 3,581 % | 4,078 % | 3,917 % | 4,121 % |
| 147 | 3,587 % | 3,726 % | 3,585 % | 4,079 % | 3,919 % | 4,122 % |
| 148 | 3,591 % | 3,729 % | 3,589 % | 4,080 % | 3,921 % | 4,122 % |
| 149 | 3,595 % | 3,732 % | 3,593 % | 4,081 % | 3,922 % | 4,123 % |
| 150 | 3,599 % | 3,736 % | 3,597 % | 4,081 % | 3,924 % | 4,123 % |

Term to maturity (in years)

Euro

Czech koruna

Danish krone

Forint

Krona

Kuna

1

– 0,307 %

0,141 %

– 0,317 %

0,557 %

– 0,612 %

0,794 %

2

– 0,322 %

0,200 %

– 0,332 %

0,977 %

– 0,533 %

1,357 %

3

– 0,309 %

0,210 %

– 0,319 %

1,118 %

– 0,426 %

1,656 %

4

– 0,290 %

0,225 %

– 0,300 %

1,462 %

– 0,316 %

2,080 %

5

– 0,239 %

0,253 %

– 0,249 %

1,688 %

– 0,174 %

2,414 %

6

– 0,170 %

0,283 %

– 0,180 %

2,020 %

– 0,020 %

2,656 %

7

– 0,086 %

0,310 %

– 0,096 %

2,271 %

0,135 %

2,842 %

8

0,009 %

0,340 %

– 0,001 %

2,458 %

0,284 %

2,991 %

9

0,105 %

0,375 %

0,095 %

2,603 %

0,423 %

3,112 %

10

0,187 %

0,417 %

0,177 %

2,720 %

0,540 %

3,212 %

11

0,275 %

0,446 %

0,265 %

2,824 %

0,714 %

3,294 %

12

0,361 %

0,484 %

0,351 %

2,918 %

0,919 %

3,363 %

13

0,437 %

0,546 %

0,427 %

3,002 %

1,124 %

3,422 %

14

0,496 %

0,627 %

0,486 %

3,078 %

1,317 %

3,472 %

15

0,536 %

0,719 %

0,526 %

3,146 %

1,494 %

3,516 %

16

0,558 %

0,816 %

0,548 %

3,206 %

1,654 %

3,555 %

17

0,573 %

0,915 %

0,562 %

3,259 %

1,798 %

3,590 %

18

0,589 %

1,015 %

0,579 %

3,306 %

1,928 %

3,620 %

19

0,614 %

1,113 %

0,604 %

3,349 %

2,045 %

3,648 %

20

0,652 %

1,209 %

0,641 %

3,387 %

2,151 %

3,673 %

21

0,704 %

1,302 %

0,694 %

3,422 %

2,247 %

3,696 %

22

0,768 %

1,392 %

0,758 %

3,454 %

2,335 %

3,717 %

23

0,838 %

1,479 %

0,828 %

3,484 %

2,415 %

3,736 %

24

0,913 %

1,562 %

0,904 %

3,511 %

2,489 %

3,753 %

25

0,990 %

1,642 %

0,981 %

3,536 %

2,557 %

3,770 %

26

1,069 %

1,718 %

1,060 %

3,559 %

2,619 %

3,785 %

27

1,147 %

1,791 %

1,138 %

3,581 %

2,677 %

3,799 %

28

1,224 %

1,861 %

1,215 %

3,601 %

2,731 %

3,812 %

29

1,300 %

1,927 %

1,292 %

3,620 %

2,782 %

3,824 %

30

1,374 %

1,991 %

1,366 %

3,638 %

2,829 %

3,836 %

31

1,446 %

2,052 %

1,438 %

3,655 %

2,873 %

3,846 %

32

1,516 %

2,110 %

1,508 %

3,670 %

2,914 %

3,857 %

33

1,583 %

2,165 %

1,576 %

3,685 %

2,953 %

3,866 %

34

1,649 %

2,218 %

1,641 %

3,699 %

2,989 %

3,875 %

35

1,711 %

2,269 %

1,704 %

3,712 %

3,023 %

3,884 %

36

1,772 %

2,317 %

1,765 %

3,725 %

3,056 %

3,892 %

37

1,830 %

2,364 %

1,824 %

3,737 %

3,087 %

3,900 %

38

1,886 %

2,408 %

1,880 %

3,748 %

3,116 %

3,907 %

39

1,940 %

2,450 %

1,934 %

3,759 %

3,144 %

3,914 %

40

1,992 %

2,491 %

1,986 %

3,769 %

3,170 %

3,921 %

41

2,042 %

2,530 %

2,036 %

3,779 %

3,195 %

3,927 %

42

2,090 %

2,568 %

2,084 %

3,788 %

3,219 %

3,933 %

43

2,136 %

2,603 %

2,130 %

3,797 %

3,241 %

3,939 %

44

2,180 %

2,638 %

2,175 %

3,806 %

3,263 %

3,945 %

45

2,223 %

2,671 %

2,217 %

3,814 %

3,284 %

3,950 %

46

2,264 %

2,703 %

2,258 %

3,822 %

3,304 %

3,955 %

47

2,303 %

2,734 %

2,298 %

3,830 %

3,323 %

3,960 %

48

2,341 %

2,763 %

2,336 %

3,837 %

3,341 %

3,965 %

49

2,378 %

2,791 %

2,373 %

3,844 %

3,358 %

3,969 %

50

2,413 %

2,819 %

2,408 %

3,851 %

3,375 %

3,974 %

51

2,447 %

2,845 %

2,442 %

3,857 %

3,391 %

3,978 %

52

2,480 %

2,870 %

2,475 %

3,864 %

3,407 %

3,982 %

53

2,512 %

2,895 %

2,507 %

3,870 %

3,422 %

3,986 %

54

2,542 %

2,918 %

2,538 %

3,876 %

3,436 %

3,990 %

55

2,572 %

2,941 %

2,567 %

3,881 %

3,450 %

3,993 %

56

2,600 %

2,963 %

2,596 %

3,887 %

3,463 %

3,997 %

57

2,628 %

2,985 %

2,624 %

3,892 %

3,476 %

4,000 %

58

2,655 %

3,005 %

2,650 %

3,897 %

3,488 %

4,004 %

59

2,680 %

3,025 %

2,676 %

3,902 %

3,500 %

4,007 %

60

2,705 %

3,044 %

2,701 %

3,907 %

3,512 %

4,010 %

61

2,730 %

3,063 %

2,725 %

3,911 %

3,523 %

4,013 %

62

2,753 %

3,081 %

2,749 %

3,916 %

3,534 %

4,016 %

63

2,776 %

3,099 %

2,772 %

3,920 %

3,545 %

4,019 %

64

2,798 %

3,116 %

2,794 %

3,925 %

3,555 %

4,021 %

65

2,819 %

3,132 %

2,815 %

3,929 %

3,565 %

4,024 %

66

2,840 %

3,148 %

2,836 %

3,933 %

3,574 %

4,027 %

67

2,860 %

3,164 %

2,856 %

3,937 %

3,584 %

4,029 %

68

2,879 %

3,179 %

2,876 %

3,940 %

3,593 %

4,032 %

69

2,898 %

3,194 %

2,895 %

3,944 %

3,602 %

4,034 %

70

2,917 %

3,208 %

2,913 %

3,948 %

3,610 %

4,036 %

71

2,935 %

3,222 %

2,931 %

3,951 %

3,618 %

4,039 %

72

2,952 %

3,235 %

2,949 %

3,954 %

3,626 %

4,041 %

73

2,969 %

3,248 %

2,966 %

3,958 %

3,634 %

4,043 %

74

2,986 %

3,261 %

2,982 %

3,961 %

3,642 %

4,045 %

75

3,002 %

3,273 %

2,998 %

3,964 %

3,649 %

4,047 %

76

3,017 %

3,286 %

3,014 %

3,967 %

3,657 %

4,049 %

77

3,033 %

3,297 %

3,029 %

3,970 %

3,664 %

4,051 %

78

3,047 %

3,309 %

3,044 %

3,973 %

3,670 %

4,053 %

79

3,062 %

3,320 %

3,059 %

3,976 %

3,677 %

4,055 %

80

3,076 %

3,331 %

3,073 %

3,978 %

3,684 %

4,056 %

81

3,090 %

3,342 %

3,087 %

3,981 %

3,690 %

4,058 %

82

3,103 %

3,352 %

3,100 %

3,984 %

3,696 %

4,060 %

83

3,116 %

3,362 %

3,113 %

3,986 %

3,702 %

4,062 %

84

3,129 %

3,372 %

3,126 %

3,989 %

3,708 %

4,063 %

85

3,142 %

3,382 %

3,139 %

3,991 %

3,714 %

4,065 %

86

3,154 %

3,391 %

3,151 %

3,994 %

3,720 %

4,066 %

87

3,166 %

3,401 %

3,163 %

3,996 %

3,725 %

4,068 %

88

3,178 %

3,410 %

3,175 %

3,998 %

3,730 %

4,069 %

89

3,189 %

3,419 %

3,186 %

4,001 %

3,736 %

4,071 %

90

3,200 %

3,427 %

3,198 %

4,003 %

3,741 %

4,072 %

91

3,211 %

3,436 %

3,208 %

4,005 %

3,746 %

4,074 %

92

3,222 %

3,444 %

3,219 %

4,007 %

3,751 %

4,075 %

93

3,232 %

3,452 %

3,230 %

4,009 %

3,756 %

4,076 %

94

3,243 %

3,460 %

3,240 %

4,011 %

3,760 %

4,078 %

95

3,253 %

3,468 %

3,250 %

4,013 %

3,765 %

4,079 %

96

3,263 %

3,475 %

3,260 %

4,015 %

3,770 %

4,080 %

97

3,272 %

3,483 %

3,270 %

4,017 %

3,774 %

4,081 %

98

3,282 %

3,490 %

3,279 %

4,019 %

3,778 %

4,082 %

99

3,291 %

3,497 %

3,288 %

4,021 %

3,783 %

4,084 %

100

3,300 %

3,504 %

3,297 %

4,022 %

3,787 %

4,085 %

101

3,309 %

3,511 %

3,306 %

4,024 %

3,791 %

4,086 %

102

3,317 %

3,518 %

3,315 %

4,026 %

3,795 %

4,087 %

103

3,326 %

3,524 %

3,323 %

4,027 %

3,799 %

4,088 %

104

3,334 %

3,531 %

3,332 %

4,029 %

3,803 %

4,089 %

105

3,343 %

3,537 %

3,340 %

4,031 %

3,806 %

4,090 %

106

3,351 %

3,543 %

3,348 %

4,032 %

3,810 %

4,091 %

107

3,358 %

3,550 %

3,356 %

4,034 %

3,814 %

4,092 %

108

3,366 %

3,556 %

3,364 %

4,035 %

3,817 %

4,093 %

109

3,374 %

3,561 %

3,372 %

4,037 %

3,821 %

4,094 %

110

3,381 %

3,567 %

3,379 %

4,038 %

3,824 %

4,095 %

111

3,389 %

3,573 %

3,386 %

4,040 %

3,828 %

4,096 %

112

3,396 %

3,578 %

3,394 %

4,041 %

3,831 %

4,097 %

113

3,403 %

3,584 %

3,401 %

4,043 %

3,834 %

4,098 %

114

3,410 %

3,589 %

3,408 %

4,044 %

3,837 %

4,099 %

115

3,417 %

3,595 %

3,415 %

4,045 %

3,841 %

4,100 %

116

3,424 %

3,600 %

3,421 %

4,047 %

3,844 %

4,101 %

117

3,430 %

3,605 %

3,428 %

4,048 %

3,847 %

4,101 %

118

3,437 %

3,610 %

3,435 %

4,049 %

3,850 %

4,102 %

119

3,443 %

3,615 %

3,441 %

4,050 %

3,853 %

4,103 %

120

3,449 %

3,620 %

3,447 %

4,052 %

3,855 %

4,104 %

121

3,456 %

3,625 %

3,453 %

4,053 %

3,858 %

4,105 %

122

3,462 %

3,629 %

3,460 %

4,054 %

3,861 %

4,105 %

123

3,468 %

3,634 %

3,466 %

4,055 %

3,864 %

4,106 %

124

3,473 %

3,638 %

3,471 %

4,057 %

3,867 %

4,107 %

125

3,479 %

3,643 %

3,477 %

4,058 %

3,869 %

4,108 %

126

3,485 %

3,647 %

3,483 %

4,059 %

3,872 %

4,108 %

127

3,491 %

3,652 %

3,489 %

4,060 %

3,874 %

4,109 %

128

3,496 %

3,656 %

3,494 %

4,061 %

3,877 %

4,110 %

129

3,502 %

3,660 %

3,500 %

4,062 %

3,879 %

4,111 %

130

3,507 %

3,664 %

3,505 %

4,063 %

3,882 %

4,111 %

131

3,512 %

3,668 %

3,510 %

4,064 %

3,884 %

4,112 %

132

3,517 %

3,672 %

3,515 %

4,065 %

3,887 %

4,113 %

133

3,522 %

3,676 %

3,521 %

4,066 %

3,889 %

4,113 %

134

3,528 %

3,680 %

3,526 %

4,067 %

3,891 %

4,114 %

135

3,532 %

3,684 %

3,531 %

4,068 %

3,894 %

4,115 %

136

3,537 %

3,688 %

3,535 %

4,069 %

3,896 %

4,115 %

137

3,542 %

3,692 %

3,540 %

4,070 %

3,898 %

4,116 %

138

3,547 %

3,695 %

3,545 %

4,071 %

3,900 %

4,116 %

139

3,552 %

3,699 %

3,550 %

4,072 %

3,902 %

4,117 %

140

3,556 %

3,702 %

3,554 %

4,073 %

3,905 %

4,118 %

141

3,561 %

3,706 %

3,559 %

4,074 %

3,907 %

4,118 %

142

3,565 %

3,709 %

3,563 %

4,075 %

3,909 %

4,119 %

143

3,570 %

3,713 %

3,568 %

4,076 %

3,911 %

4,119 %

144

3,574 %

3,716 %

3,572 %

4,076 %

3,913 %

4,120 %

145

3,578 %

3,720 %

3,577 %

4,077 %

3,915 %

4,120 %

146

3,583 %

3,723 %

3,581 %

4,078 %

3,917 %

4,121 %

147

3,587 %

3,726 %

3,585 %

4,079 %

3,919 %

4,122 %

148

3,591 %

3,729 %

3,589 %

4,080 %

3,921 %

4,122 %

149

3,595 %

3,732 %

3,593 %

4,081 %

3,922 %

4,123 %

150

3,599 %

3,736 %

3,597 %

4,081 %

3,924 %

4,123 %

| Term to maturity (in years) | Lev | Pound sterling | Romanian leu | Zloty | Króna | Norwegian krone |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,357 % | 0,307 % | 0,627 % | 1,405 % | 4,957 % | 0,955 % |
| 2 | – 0,372 % | 0,281 % | 1,079 % | 1,603 % | 5,030 % | 1,106 % |
| 3 | – 0,359 % | 0,280 % | 1,513 % | 1,805 % | 5,129 % | 1,100 % |
| 4 | – 0,340 % | 0,308 % | 1,864 % | 2,025 % | 5,190 % | 1,121 % |
| 5 | – 0,289 % | 0,352 % | 2,153 % | 2,229 % | 5,200 % | 1,151 % |
| 6 | – 0,220 % | 0,403 % | 2,408 % | 2,347 % | 5,203 % | 1,187 % |
| 7 | – 0,136 % | 0,465 % | 2,605 % | 2,541 % | 5,206 % | 1,234 % |
| 8 | – 0,041 % | 0,525 % | 2,739 % | 2,675 % | 5,210 % | 1,280 % |
| 9 | 0,055 % | 0,586 % | 2,861 % | 2,773 % | 5,212 % | 1,333 % |
| 10 | 0,137 % | 0,648 % | 2,986 % | 2,845 % | 5,210 % | 1,380 % |
| 11 | 0,224 % | 0,697 % | 3,094 % | 2,907 % | 5,202 % | 1,439 % |
| 12 | 0,310 % | 0,743 % | 3,184 % | 2,963 % | 5,189 % | 1,510 % |
| 13 | 0,386 % | 0,759 % | 3,260 % | 3,014 % | 5,172 % | 1,586 % |
| 14 | 0,445 % | 0,789 % | 3,326 % | 3,062 % | 5,153 % | 1,664 % |
| 15 | 0,485 % | 0,841 % | 3,383 % | 3,106 % | 5,133 % | 1,744 % |
| 16 | 0,507 % | 0,825 % | 3,433 % | 3,147 % | 5,112 % | 1,822 % |
| 17 | 0,521 % | 0,840 % | 3,477 % | 3,185 % | 5,091 % | 1,899 % |
| 18 | 0,537 % | 0,853 % | 3,516 % | 3,221 % | 5,069 % | 1,974 % |
| 19 | 0,562 % | 0,862 % | 3,551 % | 3,255 % | 5,048 % | 2,046 % |
| 20 | 0,600 % | 0,892 % | 3,583 % | 3,287 % | 5,027 % | 2,115 % |
| 21 | 0,653 % | 0,908 % | 3,611 % | 3,317 % | 5,006 % | 2,181 % |
| 22 | 0,718 % | 0,911 % | 3,638 % | 3,345 % | 4,985 % | 2,245 % |
| 23 | 0,789 % | 0,906 % | 3,661 % | 3,372 % | 4,965 % | 2,306 % |
| 24 | 0,866 % | 0,900 % | 3,683 % | 3,397 % | 4,945 % | 2,364 % |
| 25 | 0,944 % | 0,896 % | 3,704 % | 3,421 % | 4,926 % | 2,420 % |
| 26 | 1,024 % | 0,896 % | 3,722 % | 3,444 % | 4,908 % | 2,473 % |
| 27 | 1,103 % | 0,897 % | 3,740 % | 3,465 % | 4,890 % | 2,523 % |
| 28 | 1,181 % | 0,898 % | 3,756 % | 3,486 % | 4,872 % | 2,571 % |
| 29 | 1,258 % | 0,897 % | 3,771 % | 3,506 % | 4,856 % | 2,617 % |
| 30 | 1,334 % | 0,891 % | 3,785 % | 3,524 % | 4,839 % | 2,661 % |
| 31 | 1,407 % | 0,882 % | 3,798 % | 3,542 % | 4,824 % | 2,703 % |
| 32 | 1,478 % | 0,869 % | 3,810 % | 3,559 % | 4,809 % | 2,743 % |
| 33 | 1,546 % | 0,857 % | 3,822 % | 3,575 % | 4,794 % | 2,782 % |
| 34 | 1,612 % | 0,846 % | 3,833 % | 3,591 % | 4,780 % | 2,818 % |
| 35 | 1,676 % | 0,837 % | 3,843 % | 3,606 % | 4,767 % | 2,853 % |
| 36 | 1,738 % | 0,831 % | 3,853 % | 3,620 % | 4,754 % | 2,887 % |
| 37 | 1,797 % | 0,827 % | 3,862 % | 3,634 % | 4,741 % | 2,919 % |
| 38 | 1,854 % | 0,824 % | 3,871 % | 3,647 % | 4,729 % | 2,949 % |
| 39 | 1,908 % | 0,821 % | 3,879 % | 3,659 % | 4,717 % | 2,979 % |
| 40 | 1,961 % | 0,818 % | 3,887 % | 3,671 % | 4,706 % | 3,007 % |
| 41 | 2,012 % | 0,813 % | 3,894 % | 3,683 % | 4,695 % | 3,034 % |
| 42 | 2,060 % | 0,808 % | 3,901 % | 3,694 % | 4,685 % | 3,060 % |
| 43 | 2,107 % | 0,801 % | 3,908 % | 3,705 % | 4,675 % | 3,085 % |
| 44 | 2,152 % | 0,793 % | 3,915 % | 3,715 % | 4,665 % | 3,108 % |
| 45 | 2,195 % | 0,785 % | 3,921 % | 3,725 % | 4,656 % | 3,131 % |
| 46 | 2,237 % | 0,775 % | 3,927 % | 3,735 % | 4,647 % | 3,154 % |
| 47 | 2,277 % | 0,767 % | 3,933 % | 3,744 % | 4,638 % | 3,175 % |
| 48 | 2,315 % | 0,762 % | 3,938 % | 3,753 % | 4,629 % | 3,195 % |
| 49 | 2,352 % | 0,764 % | 3,944 % | 3,761 % | 4,621 % | 3,215 % |
| 50 | 2,388 % | 0,772 % | 3,949 % | 3,770 % | 4,613 % | 3,234 % |
| 51 | 2,423 % | 0,789 % | 3,953 % | 3,778 % | 4,606 % | 3,252 % |
| 52 | 2,456 % | 0,812 % | 3,958 % | 3,785 % | 4,598 % | 3,270 % |
| 53 | 2,488 % | 0,840 % | 3,963 % | 3,793 % | 4,591 % | 3,287 % |
| 54 | 2,519 % | 0,872 % | 3,967 % | 3,800 % | 4,584 % | 3,303 % |
| 55 | 2,549 % | 0,906 % | 3,971 % | 3,807 % | 4,578 % | 3,319 % |
| 56 | 2,578 % | 0,943 % | 3,975 % | 3,814 % | 4,571 % | 3,335 % |
| 57 | 2,606 % | 0,982 % | 3,979 % | 3,820 % | 4,565 % | 3,350 % |
| 58 | 2,633 % | 1,021 % | 3,983 % | 3,826 % | 4,559 % | 3,364 % |
| 59 | 2,659 % | 1,061 % | 3,987 % | 3,833 % | 4,553 % | 3,378 % |
| 60 | 2,684 % | 1,102 % | 3,990 % | 3,838 % | 4,547 % | 3,391 % |
| 61 | 2,709 % | 1,142 % | 3,993 % | 3,844 % | 4,542 % | 3,404 % |
| 62 | 2,733 % | 1,183 % | 3,997 % | 3,850 % | 4,536 % | 3,417 % |
| 63 | 2,756 % | 1,223 % | 4,000 % | 3,855 % | 4,531 % | 3,429 % |
| 64 | 2,778 % | 1,263 % | 4,003 % | 3,860 % | 4,526 % | 3,441 % |
| 65 | 2,800 % | 1,303 % | 4,006 % | 3,866 % | 4,521 % | 3,453 % |
| 66 | 2,821 % | 1,342 % | 4,009 % | 3,871 % | 4,516 % | 3,464 % |
| 67 | 2,841 % | 1,380 % | 4,012 % | 3,875 % | 4,512 % | 3,475 % |
| 68 | 2,861 % | 1,418 % | 4,015 % | 3,880 % | 4,507 % | 3,485 % |
| 69 | 2,880 % | 1,455 % | 4,017 % | 3,885 % | 4,503 % | 3,496 % |
| 70 | 2,899 % | 1,491 % | 4,020 % | 3,889 % | 4,499 % | 3,506 % |
| 71 | 2,917 % | 1,527 % | 4,022 % | 3,893 % | 4,494 % | 3,515 % |
| 72 | 2,935 % | 1,562 % | 4,025 % | 3,898 % | 4,490 % | 3,525 % |
| 73 | 2,952 % | 1,596 % | 4,027 % | 3,902 % | 4,486 % | 3,534 % |
| 74 | 2,969 % | 1,629 % | 4,030 % | 3,906 % | 4,483 % | 3,543 % |
| 75 | 2,985 % | 1,662 % | 4,032 % | 3,909 % | 4,479 % | 3,551 % |
| 76 | 3,001 % | 1,694 % | 4,034 % | 3,913 % | 4,475 % | 3,560 % |
| 77 | 3,016 % | 1,725 % | 4,036 % | 3,917 % | 4,472 % | 3,568 % |
| 78 | 3,031 % | 1,756 % | 4,038 % | 3,921 % | 4,468 % | 3,576 % |
| 79 | 3,046 % | 1,786 % | 4,040 % | 3,924 % | 4,465 % | 3,584 % |
| 80 | 3,060 % | 1,815 % | 4,042 % | 3,927 % | 4,462 % | 3,592 % |
| 81 | 3,074 % | 1,844 % | 4,044 % | 3,931 % | 4,458 % | 3,599 % |
| 82 | 3,088 % | 1,872 % | 4,046 % | 3,934 % | 4,455 % | 3,607 % |
| 83 | 3,101 % | 1,899 % | 4,048 % | 3,937 % | 4,452 % | 3,614 % |
| 84 | 3,114 % | 1,926 % | 4,050 % | 3,940 % | 4,449 % | 3,621 % |
| 85 | 3,127 % | 1,952 % | 4,051 % | 3,943 % | 4,446 % | 3,627 % |
| 86 | 3,139 % | 1,978 % | 4,053 % | 3,946 % | 4,443 % | 3,634 % |
| 87 | 3,151 % | 2,003 % | 4,055 % | 3,949 % | 4,441 % | 3,641 % |
| 88 | 3,163 % | 2,028 % | 4,057 % | 3,952 % | 4,438 % | 3,647 % |
| 89 | 3,175 % | 2,052 % | 4,058 % | 3,955 % | 4,435 % | 3,653 % |
| 90 | 3,186 % | 2,075 % | 4,060 % | 3,958 % | 4,433 % | 3,659 % |
| 91 | 3,197 % | 2,098 % | 4,061 % | 3,960 % | 4,430 % | 3,665 % |
| 92 | 3,208 % | 2,121 % | 4,063 % | 3,963 % | 4,428 % | 3,671 % |
| 93 | 3,219 % | 2,143 % | 4,064 % | 3,965 % | 4,425 % | 3,677 % |
| 94 | 3,229 % | 2,164 % | 4,066 % | 3,968 % | 4,423 % | 3,682 % |
| 95 | 3,239 % | 2,185 % | 4,067 % | 3,970 % | 4,420 % | 3,687 % |
| 96 | 3,249 % | 2,206 % | 4,068 % | 3,973 % | 4,418 % | 3,693 % |
| 97 | 3,259 % | 2,226 % | 4,070 % | 3,975 % | 4,416 % | 3,698 % |
| 98 | 3,269 % | 2,246 % | 4,071 % | 3,977 % | 4,414 % | 3,703 % |
| 99 | 3,278 % | 2,266 % | 4,072 % | 3,980 % | 4,411 % | 3,708 % |
| 100 | 3,287 % | 2,285 % | 4,074 % | 3,982 % | 4,409 % | 3,713 % |
| 101 | 3,296 % | 2,304 % | 4,075 % | 3,984 % | 4,407 % | 3,718 % |
| 102 | 3,305 % | 2,322 % | 4,076 % | 3,986 % | 4,405 % | 3,723 % |
| 103 | 3,314 % | 2,340 % | 4,077 % | 3,988 % | 4,403 % | 3,727 % |
| 104 | 3,322 % | 2,358 % | 4,079 % | 3,990 % | 4,401 % | 3,732 % |
| 105 | 3,330 % | 2,375 % | 4,080 % | 3,992 % | 4,399 % | 3,736 % |
| 106 | 3,339 % | 2,392 % | 4,081 % | 3,994 % | 4,397 % | 3,741 % |
| 107 | 3,347 % | 2,409 % | 4,082 % | 3,996 % | 4,396 % | 3,745 % |
| 108 | 3,355 % | 2,426 % | 4,083 % | 3,998 % | 4,394 % | 3,749 % |
| 109 | 3,362 % | 2,442 % | 4,084 % | 4,000 % | 4,392 % | 3,753 % |
| 110 | 3,370 % | 2,457 % | 4,085 % | 4,002 % | 4,390 % | 3,757 % |
| 111 | 3,377 % | 2,473 % | 4,086 % | 4,003 % | 4,389 % | 3,761 % |
| 112 | 3,385 % | 2,488 % | 4,087 % | 4,005 % | 4,387 % | 3,765 % |
| 113 | 3,392 % | 2,503 % | 4,088 % | 4,007 % | 4,385 % | 3,769 % |
| 114 | 3,399 % | 2,518 % | 4,089 % | 4,008 % | 4,384 % | 3,773 % |
| 115 | 3,406 % | 2,533 % | 4,090 % | 4,010 % | 4,382 % | 3,776 % |
| 116 | 3,413 % | 2,547 % | 4,091 % | 4,012 % | 4,380 % | 3,780 % |
| 117 | 3,419 % | 2,561 % | 4,092 % | 4,013 % | 4,379 % | 3,784 % |
| 118 | 3,426 % | 2,575 % | 4,093 % | 4,015 % | 4,377 % | 3,787 % |
| 119 | 3,432 % | 2,588 % | 4,094 % | 4,017 % | 4,376 % | 3,791 % |
| 120 | 3,439 % | 2,602 % | 4,095 % | 4,018 % | 4,374 % | 3,794 % |
| 121 | 3,445 % | 2,615 % | 4,096 % | 4,020 % | 4,373 % | 3,797 % |
| 122 | 3,451 % | 2,628 % | 4,096 % | 4,021 % | 4,372 % | 3,801 % |
| 123 | 3,457 % | 2,640 % | 4,097 % | 4,022 % | 4,370 % | 3,804 % |
| 124 | 3,463 % | 2,653 % | 4,098 % | 4,024 % | 4,369 % | 3,807 % |
| 125 | 3,469 % | 2,665 % | 4,099 % | 4,025 % | 4,367 % | 3,810 % |
| 126 | 3,475 % | 2,677 % | 4,100 % | 4,027 % | 4,366 % | 3,813 % |
| 127 | 3,481 % | 2,689 % | 4,100 % | 4,028 % | 4,365 % | 3,816 % |
| 128 | 3,486 % | 2,701 % | 4,101 % | 4,029 % | 4,364 % | 3,819 % |
| 129 | 3,492 % | 2,712 % | 4,102 % | 4,031 % | 4,362 % | 3,822 % |
| 130 | 3,497 % | 2,724 % | 4,103 % | 4,032 % | 4,361 % | 3,825 % |
| 131 | 3,502 % | 2,735 % | 4,104 % | 4,033 % | 4,360 % | 3,828 % |
| 132 | 3,508 % | 2,746 % | 4,104 % | 4,035 % | 4,359 % | 3,831 % |
| 133 | 3,513 % | 2,757 % | 4,105 % | 4,036 % | 4,357 % | 3,834 % |
| 134 | 3,518 % | 2,767 % | 4,106 % | 4,037 % | 4,356 % | 3,836 % |
| 135 | 3,523 % | 2,778 % | 4,106 % | 4,038 % | 4,355 % | 3,839 % |
| 136 | 3,528 % | 2,788 % | 4,107 % | 4,039 % | 4,354 % | 3,842 % |
| 137 | 3,533 % | 2,799 % | 4,108 % | 4,041 % | 4,353 % | 3,844 % |
| 138 | 3,538 % | 2,809 % | 4,108 % | 4,042 % | 4,352 % | 3,847 % |
| 139 | 3,542 % | 2,819 % | 4,109 % | 4,043 % | 4,351 % | 3,849 % |
| 140 | 3,547 % | 2,828 % | 4,110 % | 4,044 % | 4,349 % | 3,852 % |
| 141 | 3,552 % | 2,838 % | 4,110 % | 4,045 % | 4,348 % | 3,854 % |
| 142 | 3,556 % | 2,848 % | 4,111 % | 4,046 % | 4,347 % | 3,857 % |
| 143 | 3,561 % | 2,857 % | 4,112 % | 4,047 % | 4,346 % | 3,859 % |
| 144 | 3,565 % | 2,866 % | 4,112 % | 4,048 % | 4,345 % | 3,862 % |
| 145 | 3,570 % | 2,875 % | 4,113 % | 4,049 % | 4,344 % | 3,864 % |
| 146 | 3,574 % | 2,884 % | 4,113 % | 4,050 % | 4,343 % | 3,866 % |
| 147 | 3,578 % | 2,893 % | 4,114 % | 4,051 % | 4,342 % | 3,868 % |
| 148 | 3,582 % | 2,902 % | 4,115 % | 4,052 % | 4,341 % | 3,871 % |
| 149 | 3,586 % | 2,911 % | 4,115 % | 4,053 % | 4,340 % | 3,873 % |
| 150 | 3,591 % | 2,919 % | 4,116 % | 4,054 % | 4,340 % | 3,875 % |

Term to maturity (in years)

Lev

Pound sterling

Romanian leu

Zloty

Króna

Norwegian krone

1

– 0,357 %

0,307 %

0,627 %

1,405 %

4,957 %

0,955 %

2

– 0,372 %

0,281 %

1,079 %

1,603 %

5,030 %

1,106 %

3

– 0,359 %

0,280 %

1,513 %

1,805 %

5,129 %

1,100 %

4

– 0,340 %

0,308 %

1,864 %

2,025 %

5,190 %

1,121 %

5

– 0,289 %

0,352 %

2,153 %

2,229 %

5,200 %

1,151 %

6

– 0,220 %

0,403 %

2,408 %

2,347 %

5,203 %

1,187 %

7

– 0,136 %

0,465 %

2,605 %

2,541 %

5,206 %

1,234 %

8

– 0,041 %

0,525 %

2,739 %

2,675 %

5,210 %

1,280 %

9

0,055 %

0,586 %

2,861 %

2,773 %

5,212 %

1,333 %

10

0,137 %

0,648 %

2,986 %

2,845 %

5,210 %

1,380 %

11

0,224 %

0,697 %

3,094 %

2,907 %

5,202 %

1,439 %

12

0,310 %

0,743 %

3,184 %

2,963 %

5,189 %

1,510 %

13

0,386 %

0,759 %

3,260 %

3,014 %

5,172 %

1,586 %

14

0,445 %

0,789 %

3,326 %

3,062 %

5,153 %

1,664 %

15

0,485 %

0,841 %

3,383 %

3,106 %

5,133 %

1,744 %

16

0,507 %

0,825 %

3,433 %

3,147 %

5,112 %

1,822 %

17

0,521 %

0,840 %

3,477 %

3,185 %

5,091 %

1,899 %

18

0,537 %

0,853 %

3,516 %

3,221 %

5,069 %

1,974 %

19

0,562 %

0,862 %

3,551 %

3,255 %

5,048 %

2,046 %

20

0,600 %

0,892 %

3,583 %

3,287 %

5,027 %

2,115 %

21

0,653 %

0,908 %

3,611 %

3,317 %

5,006 %

2,181 %

22

0,718 %

0,911 %

3,638 %

3,345 %

4,985 %

2,245 %

23

0,789 %

0,906 %

3,661 %

3,372 %

4,965 %

2,306 %

24

0,866 %

0,900 %

3,683 %

3,397 %

4,945 %

2,364 %

25

0,944 %

0,896 %

3,704 %

3,421 %

4,926 %

2,420 %

26

1,024 %

0,896 %

3,722 %

3,444 %

4,908 %

2,473 %

27

1,103 %

0,897 %

3,740 %

3,465 %

4,890 %

2,523 %

28

1,181 %

0,898 %

3,756 %

3,486 %

4,872 %

2,571 %

29

1,258 %

0,897 %

3,771 %

3,506 %

4,856 %

2,617 %

30

1,334 %

0,891 %

3,785 %

3,524 %

4,839 %

2,661 %

31

1,407 %

0,882 %

3,798 %

3,542 %

4,824 %

2,703 %

32

1,478 %

0,869 %

3,810 %

3,559 %

4,809 %

2,743 %

33

1,546 %

0,857 %

3,822 %

3,575 %

4,794 %

2,782 %

34

1,612 %

0,846 %

3,833 %

3,591 %

4,780 %

2,818 %

35

1,676 %

0,837 %

3,843 %

3,606 %

4,767 %

2,853 %

36

1,738 %

0,831 %

3,853 %

3,620 %

4,754 %

2,887 %

37

1,797 %

0,827 %

3,862 %

3,634 %

4,741 %

2,919 %

38

1,854 %

0,824 %

3,871 %

3,647 %

4,729 %

2,949 %

39

1,908 %

0,821 %

3,879 %

3,659 %

4,717 %

2,979 %

40

1,961 %

0,818 %

3,887 %

3,671 %

4,706 %

3,007 %

41

2,012 %

0,813 %

3,894 %

3,683 %

4,695 %

3,034 %

42

2,060 %

0,808 %

3,901 %

3,694 %

4,685 %

3,060 %

43

2,107 %

0,801 %

3,908 %

3,705 %

4,675 %

3,085 %

44

2,152 %

0,793 %

3,915 %

3,715 %

4,665 %

3,108 %

45

2,195 %

0,785 %

3,921 %

3,725 %

4,656 %

3,131 %

46

2,237 %

0,775 %

3,927 %

3,735 %

4,647 %

3,154 %

47

2,277 %

0,767 %

3,933 %

3,744 %

4,638 %

3,175 %

48

2,315 %

0,762 %

3,938 %

3,753 %

4,629 %

3,195 %

49

2,352 %

0,764 %

3,944 %

3,761 %

4,621 %

3,215 %

50

2,388 %

0,772 %

3,949 %

3,770 %

4,613 %

3,234 %

51

2,423 %

0,789 %

3,953 %

3,778 %

4,606 %

3,252 %

52

2,456 %

0,812 %

3,958 %

3,785 %

4,598 %

3,270 %

53

2,488 %

0,840 %

3,963 %

3,793 %

4,591 %

3,287 %

54

2,519 %

0,872 %

3,967 %

3,800 %

4,584 %

3,303 %

55

2,549 %

0,906 %

3,971 %

3,807 %

4,578 %

3,319 %

56

2,578 %

0,943 %

3,975 %

3,814 %

4,571 %

3,335 %

57

2,606 %

0,982 %

3,979 %

3,820 %

4,565 %

3,350 %

58

2,633 %

1,021 %

3,983 %

3,826 %

4,559 %

3,364 %

59

2,659 %

1,061 %

3,987 %

3,833 %

4,553 %

3,378 %

60

2,684 %

1,102 %

3,990 %

3,838 %

4,547 %

3,391 %

61

2,709 %

1,142 %

3,993 %

3,844 %

4,542 %

3,404 %

62

2,733 %

1,183 %

3,997 %

3,850 %

4,536 %

3,417 %

63

2,756 %

1,223 %

4,000 %

3,855 %

4,531 %

3,429 %

64

2,778 %

1,263 %

4,003 %

3,860 %

4,526 %

3,441 %

65

2,800 %

1,303 %

4,006 %

3,866 %

4,521 %

3,453 %

66

2,821 %

1,342 %

4,009 %

3,871 %

4,516 %

3,464 %

67

2,841 %

1,380 %

4,012 %

3,875 %

4,512 %

3,475 %

68

2,861 %

1,418 %

4,015 %

3,880 %

4,507 %

3,485 %

69

2,880 %

1,455 %

4,017 %

3,885 %

4,503 %

3,496 %

70

2,899 %

1,491 %

4,020 %

3,889 %

4,499 %

3,506 %

71

2,917 %

1,527 %

4,022 %

3,893 %

4,494 %

3,515 %

72

2,935 %

1,562 %

4,025 %

3,898 %

4,490 %

3,525 %

73

2,952 %

1,596 %

4,027 %

3,902 %

4,486 %

3,534 %

74

2,969 %

1,629 %

4,030 %

3,906 %

4,483 %

3,543 %

75

2,985 %

1,662 %

4,032 %

3,909 %

4,479 %

3,551 %

76

3,001 %

1,694 %

4,034 %

3,913 %

4,475 %

3,560 %

77

3,016 %

1,725 %

4,036 %

3,917 %

4,472 %

3,568 %

78

3,031 %

1,756 %

4,038 %

3,921 %

4,468 %

3,576 %

79

3,046 %

1,786 %

4,040 %

3,924 %

4,465 %

3,584 %

80

3,060 %

1,815 %

4,042 %

3,927 %

4,462 %

3,592 %

81

3,074 %

1,844 %

4,044 %

3,931 %

4,458 %

3,599 %

82

3,088 %

1,872 %

4,046 %

3,934 %

4,455 %

3,607 %

83

3,101 %

1,899 %

4,048 %

3,937 %

4,452 %

3,614 %

84

3,114 %

1,926 %

4,050 %

3,940 %

4,449 %

3,621 %

85

3,127 %

1,952 %

4,051 %

3,943 %

4,446 %

3,627 %

86

3,139 %

1,978 %

4,053 %

3,946 %

4,443 %

3,634 %

87

3,151 %

2,003 %

4,055 %

3,949 %

4,441 %

3,641 %

88

3,163 %

2,028 %

4,057 %

3,952 %

4,438 %

3,647 %

89

3,175 %

2,052 %

4,058 %

3,955 %

4,435 %

3,653 %

90

3,186 %

2,075 %

4,060 %

3,958 %

4,433 %

3,659 %

91

3,197 %

2,098 %

4,061 %

3,960 %

4,430 %

3,665 %

92

3,208 %

2,121 %

4,063 %

3,963 %

4,428 %

3,671 %

93

3,219 %

2,143 %

4,064 %

3,965 %

4,425 %

3,677 %

94

3,229 %

2,164 %

4,066 %

3,968 %

4,423 %

3,682 %

95

3,239 %

2,185 %

4,067 %

3,970 %

4,420 %

3,687 %

96

3,249 %

2,206 %

4,068 %

3,973 %

4,418 %

3,693 %

97

3,259 %

2,226 %

4,070 %

3,975 %

4,416 %

3,698 %

98

3,269 %

2,246 %

4,071 %

3,977 %

4,414 %

3,703 %

99

3,278 %

2,266 %

4,072 %

3,980 %

4,411 %

3,708 %

100

3,287 %

2,285 %

4,074 %

3,982 %

4,409 %

3,713 %

101

3,296 %

2,304 %

4,075 %

3,984 %

4,407 %

3,718 %

102

3,305 %

2,322 %

4,076 %

3,986 %

4,405 %

3,723 %

103

3,314 %

2,340 %

4,077 %

3,988 %

4,403 %

3,727 %

104

3,322 %

2,358 %

4,079 %

3,990 %

4,401 %

3,732 %

105

3,330 %

2,375 %

4,080 %

3,992 %

4,399 %

3,736 %

106

3,339 %

2,392 %

4,081 %

3,994 %

4,397 %

3,741 %

107

3,347 %

2,409 %

4,082 %

3,996 %

4,396 %

3,745 %

108

3,355 %

2,426 %

4,083 %

3,998 %

4,394 %

3,749 %

109

3,362 %

2,442 %

4,084 %

4,000 %

4,392 %

3,753 %

110

3,370 %

2,457 %

4,085 %

4,002 %

4,390 %

3,757 %

111

3,377 %

2,473 %

4,086 %

4,003 %

4,389 %

3,761 %

112

3,385 %

2,488 %

4,087 %

4,005 %

4,387 %

3,765 %

113

3,392 %

2,503 %

4,088 %

4,007 %

4,385 %

3,769 %

114

3,399 %

2,518 %

4,089 %

4,008 %

4,384 %

3,773 %

115

3,406 %

2,533 %

4,090 %

4,010 %

4,382 %

3,776 %

116

3,413 %

2,547 %

4,091 %

4,012 %

4,380 %

3,780 %

117

3,419 %

2,561 %

4,092 %

4,013 %

4,379 %

3,784 %

118

3,426 %

2,575 %

4,093 %

4,015 %

4,377 %

3,787 %

119

3,432 %

2,588 %

4,094 %

4,017 %

4,376 %

3,791 %

120

3,439 %

2,602 %

4,095 %

4,018 %

4,374 %

3,794 %

121

3,445 %

2,615 %

4,096 %

4,020 %

4,373 %

3,797 %

122

3,451 %

2,628 %

4,096 %

4,021 %

4,372 %

3,801 %

123

3,457 %

2,640 %

4,097 %

4,022 %

4,370 %

3,804 %

124

3,463 %

2,653 %

4,098 %

4,024 %

4,369 %

3,807 %

125

3,469 %

2,665 %

4,099 %

4,025 %

4,367 %

3,810 %

126

3,475 %

2,677 %

4,100 %

4,027 %

4,366 %

3,813 %

127

3,481 %

2,689 %

4,100 %

4,028 %

4,365 %

3,816 %

128

3,486 %

2,701 %

4,101 %

4,029 %

4,364 %

3,819 %

129

3,492 %

2,712 %

4,102 %

4,031 %

4,362 %

3,822 %

130

3,497 %

2,724 %

4,103 %

4,032 %

4,361 %

3,825 %

131

3,502 %

2,735 %

4,104 %

4,033 %

4,360 %

3,828 %

132

3,508 %

2,746 %

4,104 %

4,035 %

4,359 %

3,831 %

133

3,513 %

2,757 %

4,105 %

4,036 %

4,357 %

3,834 %

134

3,518 %

2,767 %

4,106 %

4,037 %

4,356 %

3,836 %

135

3,523 %

2,778 %

4,106 %

4,038 %

4,355 %

3,839 %

136

3,528 %

2,788 %

4,107 %

4,039 %

4,354 %

3,842 %

137

3,533 %

2,799 %

4,108 %

4,041 %

4,353 %

3,844 %

138

3,538 %

2,809 %

4,108 %

4,042 %

4,352 %

3,847 %

139

3,542 %

2,819 %

4,109 %

4,043 %

4,351 %

3,849 %

140

3,547 %

2,828 %

4,110 %

4,044 %

4,349 %

3,852 %

141

3,552 %

2,838 %

4,110 %

4,045 %

4,348 %

3,854 %

142

3,556 %

2,848 %

4,111 %

4,046 %

4,347 %

3,857 %

143

3,561 %

2,857 %

4,112 %

4,047 %

4,346 %

3,859 %

144

3,565 %

2,866 %

4,112 %

4,048 %

4,345 %

3,862 %

145

3,570 %

2,875 %

4,113 %

4,049 %

4,344 %

3,864 %

146

3,574 %

2,884 %

4,113 %

4,050 %

4,343 %

3,866 %

147

3,578 %

2,893 %

4,114 %

4,051 %

4,342 %

3,868 %

148

3,582 %

2,902 %

4,115 %

4,052 %

4,341 %

3,871 %

149

3,586 %

2,911 %

4,115 %

4,053 %

4,340 %

3,873 %

150

3,591 %

2,919 %

4,116 %

4,054 %

4,340 %

3,875 %

| Term to maturity (in years) | Swiss franc | Australian dollar | Baht | Canadian dollar | Chilean peso | Colombian peso |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | – 0,792 % | 1,706 % | 1,380 % | 0,686 % | 3,103 % | 4,216 % |
| 2 | – 0,794 % | 1,660 % | 1,385 % | 0,693 % | 3,031 % | 4,321 % |
| 3 | – 0,777 % | 1,653 % | 1,456 % | 0,715 % | 3,084 % | 4,429 % |
| 4 | – 0,745 % | 1,670 % | 1,565 % | 0,741 % | 3,212 % | 4,594 % |
| 5 | – 0,697 % | 1,694 % | 1,658 % | 0,775 % | 3,352 % | 4,647 % |
| 6 | – 0,624 % | 1,733 % | 1,725 % | 0,810 % | 3,439 % | 4,788 % |
| 7 | – 0,555 % | 1,775 % | 1,794 % | 0,860 % | 3,573 % | 4,938 % |
| 8 | – 0,488 % | 1,822 % | 1,875 % | 0,924 % | 3,662 % | 5,057 % |
| 9 | – 0,437 % | 1,866 % | 1,955 % | 0,993 % | 3,790 % | 5,270 % |
| 10 | – 0,392 % | 1,912 % | 2,020 % | 1,074 % | 3,846 % | 5,506 % |
| 11 | – 0,306 % | 1,957 % | 2,066 % | 1,150 % | 3,876 % | 5,687 % |
| 12 | – 0,271 % | 2,002 % | 2,106 % | 1,220 % | 3,902 % | 5,813 % |
| 13 | – 0,233 % | 2,045 % | 2,148 % | 1,282 % | 3,924 % | 5,899 % |
| 14 | – 0,221 % | 2,085 % | 2,193 % | 1,338 % | 3,943 % | 5,955 % |
| 15 | – 0,160 % | 2,120 % | 2,241 % | 1,387 % | 3,959 % | 5,987 % |
| 16 | – 0,111 % | 2,150 % | 2,292 % | 1,429 % | 3,973 % | 6,002 % |
| 17 | – 0,082 % | 2,176 % | 2,344 % | 1,463 % | 3,986 % | 6,003 % |
| 18 | – 0,068 % | 2,200 % | 2,396 % | 1,485 % | 3,997 % | 5,994 % |
| 19 | – 0,061 % | 2,222 % | 2,447 % | 1,496 % | 4,007 % | 5,977 % |
| 20 | – 0,059 % | 2,243 % | 2,498 % | 1,495 % | 4,017 % | 5,954 % |
| 21 | – 0,057 % | 2,263 % | 2,547 % | 1,482 % | 4,025 % | 5,927 % |
| 22 | – 0,052 % | 2,281 % | 2,595 % | 1,466 % | 4,032 % | 5,896 % |
| 23 | – 0,041 % | 2,297 % | 2,642 % | 1,453 % | 4,039 % | 5,863 % |
| 24 | – 0,022 % | 2,310 % | 2,687 % | 1,448 % | 4,046 % | 5,829 % |
| 25 | 0,008 % | 2,319 % | 2,730 % | 1,454 % | 4,052 % | 5,794 % |
| 26 | 0,047 % | 2,324 % | 2,772 % | 1,473 % | 4,057 % | 5,758 % |
| 27 | 0,095 % | 2,328 % | 2,812 % | 1,502 % | 4,062 % | 5,722 % |
| 28 | 0,149 % | 2,333 % | 2,850 % | 1,539 % | 4,067 % | 5,686 % |
| 29 | 0,206 % | 2,340 % | 2,887 % | 1,580 % | 4,071 % | 5,651 % |
| 30 | 0,265 % | 2,352 % | 2,922 % | 1,626 % | 4,075 % | 5,617 % |
| 31 | 0,325 % | 2,369 % | 2,956 % | 1,674 % | 4,079 % | 5,583 % |
| 32 | 0,386 % | 2,390 % | 2,988 % | 1,723 % | 4,083 % | 5,550 % |
| 33 | 0,447 % | 2,413 % | 3,019 % | 1,773 % | 4,086 % | 5,517 % |
| 34 | 0,508 % | 2,439 % | 3,049 % | 1,823 % | 4,089 % | 5,486 % |
| 35 | 0,567 % | 2,467 % | 3,077 % | 1,873 % | 4,092 % | 5,456 % |
| 36 | 0,625 % | 2,496 % | 3,105 % | 1,922 % | 4,095 % | 5,427 % |
| 37 | 0,682 % | 2,525 % | 3,131 % | 1,971 % | 4,098 % | 5,398 % |
| 38 | 0,737 % | 2,555 % | 3,156 % | 2,018 % | 4,101 % | 5,371 % |
| 39 | 0,791 % | 2,584 % | 3,180 % | 2,064 % | 4,103 % | 5,344 % |
| 40 | 0,843 % | 2,614 % | 3,204 % | 2,110 % | 4,105 % | 5,319 % |
| 41 | 0,893 % | 2,643 % | 3,226 % | 2,154 % | 4,108 % | 5,294 % |
| 42 | 0,942 % | 2,673 % | 3,247 % | 2,196 % | 4,110 % | 5,270 % |
| 43 | 0,990 % | 2,701 % | 3,268 % | 2,238 % | 4,112 % | 5,247 % |
| 44 | 1,035 % | 2,729 % | 3,288 % | 2,278 % | 4,114 % | 5,225 % |
| 45 | 1,080 % | 2,757 % | 3,307 % | 2,317 % | 4,116 % | 5,204 % |
| 46 | 1,122 % | 2,783 % | 3,325 % | 2,354 % | 4,117 % | 5,183 % |
| 47 | 1,164 % | 2,810 % | 3,343 % | 2,391 % | 4,119 % | 5,163 % |
| 48 | 1,203 % | 2,835 % | 3,360 % | 2,426 % | 4,121 % | 5,144 % |
| 49 | 1,242 % | 2,860 % | 3,376 % | 2,460 % | 4,122 % | 5,126 % |
| 50 | 1,279 % | 2,884 % | 3,392 % | 2,493 % | 4,124 % | 5,108 % |
| 51 | 1,315 % | 2,908 % | 3,407 % | 2,524 % | 4,125 % | 5,091 % |
| 52 | 1,350 % | 2,931 % | 3,422 % | 2,555 % | 4,127 % | 5,074 % |
| 53 | 1,384 % | 2,953 % | 3,436 % | 2,585 % | 4,128 % | 5,058 % |
| 54 | 1,416 % | 2,974 % | 3,450 % | 2,614 % | 4,129 % | 5,042 % |
| 55 | 1,447 % | 2,995 % | 3,463 % | 2,642 % | 4,130 % | 5,027 % |
| 56 | 1,478 % | 3,016 % | 3,476 % | 2,669 % | 4,132 % | 5,013 % |
| 57 | 1,507 % | 3,035 % | 3,488 % | 2,695 % | 4,133 % | 4,999 % |
| 58 | 1,536 % | 3,054 % | 3,500 % | 2,720 % | 4,134 % | 4,985 % |
| 59 | 1,563 % | 3,073 % | 3,512 % | 2,745 % | 4,135 % | 4,972 % |
| 60 | 1,590 % | 3,091 % | 3,523 % | 2,768 % | 4,136 % | 4,959 % |
| 61 | 1,616 % | 3,109 % | 3,534 % | 2,791 % | 4,137 % | 4,947 % |
| 62 | 1,641 % | 3,126 % | 3,545 % | 2,814 % | 4,138 % | 4,935 % |
| 63 | 1,665 % | 3,142 % | 3,555 % | 2,835 % | 4,139 % | 4,924 % |
| 64 | 1,689 % | 3,158 % | 3,565 % | 2,856 % | 4,140 % | 4,912 % |
| 65 | 1,712 % | 3,174 % | 3,574 % | 2,877 % | 4,141 % | 4,901 % |
| 66 | 1,734 % | 3,189 % | 3,584 % | 2,896 % | 4,142 % | 4,891 % |
| 67 | 1,756 % | 3,204 % | 3,593 % | 2,916 % | 4,143 % | 4,881 % |
| 68 | 1,777 % | 3,218 % | 3,602 % | 2,934 % | 4,144 % | 4,871 % |
| 69 | 1,797 % | 3,232 % | 3,610 % | 2,952 % | 4,144 % | 4,861 % |
| 70 | 1,817 % | 3,246 % | 3,619 % | 2,970 % | 4,145 % | 4,851 % |
| 71 | 1,836 % | 3,259 % | 3,627 % | 2,987 % | 4,146 % | 4,842 % |
| 72 | 1,855 % | 3,272 % | 3,635 % | 3,004 % | 4,147 % | 4,833 % |
| 73 | 1,873 % | 3,285 % | 3,642 % | 3,020 % | 4,147 % | 4,825 % |
| 74 | 1,891 % | 3,297 % | 3,650 % | 3,036 % | 4,148 % | 4,816 % |
| 75 | 1,908 % | 3,309 % | 3,657 % | 3,051 % | 4,149 % | 4,808 % |
| 76 | 1,925 % | 3,320 % | 3,664 % | 3,066 % | 4,149 % | 4,800 % |
| 77 | 1,942 % | 3,332 % | 3,671 % | 3,081 % | 4,150 % | 4,792 % |
| 78 | 1,958 % | 3,343 % | 3,678 % | 3,095 % | 4,151 % | 4,785 % |
| 79 | 1,973 % | 3,354 % | 3,684 % | 3,109 % | 4,151 % | 4,777 % |
| 80 | 1,988 % | 3,364 % | 3,691 % | 3,123 % | 4,152 % | 4,770 % |
| 81 | 2,003 % | 3,374 % | 3,697 % | 3,136 % | 4,153 % | 4,763 % |
| 82 | 2,018 % | 3,384 % | 3,703 % | 3,149 % | 4,153 % | 4,756 % |
| 83 | 2,032 % | 3,394 % | 3,709 % | 3,161 % | 4,154 % | 4,749 % |
| 84 | 2,046 % | 3,404 % | 3,715 % | 3,174 % | 4,154 % | 4,743 % |
| 85 | 2,059 % | 3,413 % | 3,721 % | 3,186 % | 4,155 % | 4,736 % |
| 86 | 2,072 % | 3,422 % | 3,726 % | 3,197 % | 4,155 % | 4,730 % |
| 87 | 2,085 % | 3,431 % | 3,732 % | 3,209 % | 4,156 % | 4,724 % |
| 88 | 2,098 % | 3,440 % | 3,737 % | 3,220 % | 4,156 % | 4,718 % |
| 89 | 2,110 % | 3,448 % | 3,742 % | 3,231 % | 4,157 % | 4,712 % |
| 90 | 2,122 % | 3,456 % | 3,747 % | 3,242 % | 4,157 % | 4,707 % |
| 91 | 2,134 % | 3,464 % | 3,752 % | 3,252 % | 4,158 % | 4,701 % |
| 92 | 2,146 % | 3,472 % | 3,757 % | 3,262 % | 4,158 % | 4,696 % |
| 93 | 2,157 % | 3,480 % | 3,762 % | 3,272 % | 4,159 % | 4,690 % |
| 94 | 2,168 % | 3,488 % | 3,766 % | 3,282 % | 4,159 % | 4,685 % |
| 95 | 2,179 % | 3,495 % | 3,771 % | 3,292 % | 4,159 % | 4,680 % |
| 96 | 2,189 % | 3,503 % | 3,775 % | 3,301 % | 4,160 % | 4,675 % |
| 97 | 2,200 % | 3,510 % | 3,780 % | 3,311 % | 4,160 % | 4,670 % |
| 98 | 2,210 % | 3,517 % | 3,784 % | 3,320 % | 4,161 % | 4,665 % |
| 99 | 2,220 % | 3,524 % | 3,788 % | 3,328 % | 4,161 % | 4,660 % |
| 100 | 2,229 % | 3,530 % | 3,792 % | 3,337 % | 4,161 % | 4,656 % |
| 101 | 2,239 % | 3,537 % | 3,796 % | 3,346 % | 4,162 % | 4,651 % |
| 102 | 2,248 % | 3,544 % | 3,800 % | 3,354 % | 4,162 % | 4,647 % |
| 103 | 2,258 % | 3,550 % | 3,804 % | 3,362 % | 4,163 % | 4,643 % |
| 104 | 2,267 % | 3,556 % | 3,808 % | 3,370 % | 4,163 % | 4,638 % |
| 105 | 2,275 % | 3,562 % | 3,812 % | 3,378 % | 4,163 % | 4,634 % |
| 106 | 2,284 % | 3,568 % | 3,815 % | 3,386 % | 4,164 % | 4,630 % |
| 107 | 2,293 % | 3,574 % | 3,819 % | 3,393 % | 4,164 % | 4,626 % |
| 108 | 2,301 % | 3,580 % | 3,822 % | 3,401 % | 4,164 % | 4,622 % |
| 109 | 2,309 % | 3,586 % | 3,826 % | 3,408 % | 4,165 % | 4,618 % |
| 110 | 2,317 % | 3,591 % | 3,829 % | 3,415 % | 4,165 % | 4,614 % |
| 111 | 2,325 % | 3,597 % | 3,833 % | 3,422 % | 4,165 % | 4,611 % |
| 112 | 2,333 % | 3,602 % | 3,836 % | 3,429 % | 4,166 % | 4,607 % |
| 113 | 2,341 % | 3,607 % | 3,839 % | 3,436 % | 4,166 % | 4,603 % |
| 114 | 2,348 % | 3,612 % | 3,842 % | 3,443 % | 4,166 % | 4,600 % |
| 115 | 2,356 % | 3,618 % | 3,845 % | 3,449 % | 4,166 % | 4,596 % |
| 116 | 2,363 % | 3,623 % | 3,848 % | 3,456 % | 4,167 % | 4,593 % |
| 117 | 2,370 % | 3,627 % | 3,851 % | 3,462 % | 4,167 % | 4,589 % |
| 118 | 2,377 % | 3,632 % | 3,854 % | 3,468 % | 4,167 % | 4,586 % |
| 119 | 2,384 % | 3,637 % | 3,857 % | 3,474 % | 4,168 % | 4,583 % |
| 120 | 2,391 % | 3,642 % | 3,860 % | 3,480 % | 4,168 % | 4,580 % |
| 121 | 2,397 % | 3,646 % | 3,863 % | 3,486 % | 4,168 % | 4,577 % |
| 122 | 2,404 % | 3,651 % | 3,866 % | 3,492 % | 4,168 % | 4,573 % |
| 123 | 2,410 % | 3,655 % | 3,868 % | 3,498 % | 4,169 % | 4,570 % |
| 124 | 2,417 % | 3,660 % | 3,871 % | 3,504 % | 4,169 % | 4,567 % |
| 125 | 2,423 % | 3,664 % | 3,874 % | 3,509 % | 4,169 % | 4,565 % |
| 126 | 2,429 % | 3,668 % | 3,876 % | 3,515 % | 4,169 % | 4,562 % |
| 127 | 2,435 % | 3,672 % | 3,879 % | 3,520 % | 4,170 % | 4,559 % |
| 128 | 2,441 % | 3,677 % | 3,881 % | 3,525 % | 4,170 % | 4,556 % |
| 129 | 2,447 % | 3,681 % | 3,884 % | 3,530 % | 4,170 % | 4,553 % |
| 130 | 2,453 % | 3,685 % | 3,886 % | 3,536 % | 4,170 % | 4,550 % |
| 131 | 2,458 % | 3,688 % | 3,889 % | 3,541 % | 4,171 % | 4,548 % |
| 132 | 2,464 % | 3,692 % | 3,891 % | 3,546 % | 4,171 % | 4,545 % |
| 133 | 2,469 % | 3,696 % | 3,893 % | 3,551 % | 4,171 % | 4,543 % |
| 134 | 2,475 % | 3,700 % | 3,896 % | 3,555 % | 4,171 % | 4,540 % |
| 135 | 2,480 % | 3,704 % | 3,898 % | 3,560 % | 4,171 % | 4,537 % |
| 136 | 2,485 % | 3,707 % | 3,900 % | 3,565 % | 4,172 % | 4,535 % |
| 137 | 2,491 % | 3,711 % | 3,902 % | 3,569 % | 4,172 % | 4,533 % |
| 138 | 2,496 % | 3,714 % | 3,904 % | 3,574 % | 4,172 % | 4,530 % |
| 139 | 2,501 % | 3,718 % | 3,907 % | 3,578 % | 4,172 % | 4,528 % |
| 140 | 2,506 % | 3,721 % | 3,909 % | 3,583 % | 4,172 % | 4,525 % |
| 141 | 2,511 % | 3,725 % | 3,911 % | 3,587 % | 4,173 % | 4,523 % |
| 142 | 2,516 % | 3,728 % | 3,913 % | 3,592 % | 4,173 % | 4,521 % |
| 143 | 2,520 % | 3,731 % | 3,915 % | 3,596 % | 4,173 % | 4,519 % |
| 144 | 2,525 % | 3,735 % | 3,917 % | 3,600 % | 4,173 % | 4,516 % |
| 145 | 2,530 % | 3,738 % | 3,919 % | 3,604 % | 4,173 % | 4,514 % |
| 146 | 2,534 % | 3,741 % | 3,921 % | 3,608 % | 4,174 % | 4,512 % |
| 147 | 2,539 % | 3,744 % | 3,922 % | 3,612 % | 4,174 % | 4,510 % |
| 148 | 2,543 % | 3,747 % | 3,924 % | 3,616 % | 4,174 % | 4,508 % |
| 149 | 2,548 % | 3,750 % | 3,926 % | 3,620 % | 4,174 % | 4,506 % |
| 150 | 2,552 % | 3,753 % | 3,928 % | 3,624 % | 4,174 % | 4,504 % |

Term to maturity (in years)

Swiss franc

Australian dollar

Baht

Canadian dollar

Chilean peso

Colombian peso

1

– 0,792 %

1,706 %

1,380 %

0,686 %

3,103 %

4,216 %

2

– 0,794 %

1,660 %

1,385 %

0,693 %

3,031 %

4,321 %

3

– 0,777 %

1,653 %

1,456 %

0,715 %

3,084 %

4,429 %

4

– 0,745 %

1,670 %

1,565 %

0,741 %

3,212 %

4,594 %

5

– 0,697 %

1,694 %

1,658 %

0,775 %

3,352 %

4,647 %

6

– 0,624 %

1,733 %

1,725 %

0,810 %

3,439 %

4,788 %

7

– 0,555 %

1,775 %

1,794 %

0,860 %

3,573 %

4,938 %

8

– 0,488 %

1,822 %

1,875 %

0,924 %

3,662 %

5,057 %

9

– 0,437 %

1,866 %

1,955 %

0,993 %

3,790 %

5,270 %

10

– 0,392 %

1,912 %

2,020 %

1,074 %

3,846 %

5,506 %

11

– 0,306 %

1,957 %

2,066 %

1,150 %

3,876 %

5,687 %

12

– 0,271 %

2,002 %

2,106 %

1,220 %

3,902 %

5,813 %

13

– 0,233 %

2,045 %

2,148 %

1,282 %

3,924 %

5,899 %

14

– 0,221 %

2,085 %

2,193 %

1,338 %

3,943 %

5,955 %

15

– 0,160 %

2,120 %

2,241 %

1,387 %

3,959 %

5,987 %

16

– 0,111 %

2,150 %

2,292 %

1,429 %

3,973 %

6,002 %

17

– 0,082 %

2,176 %

2,344 %

1,463 %

3,986 %

6,003 %

18

– 0,068 %

2,200 %

2,396 %

1,485 %

3,997 %

5,994 %

19

– 0,061 %

2,222 %

2,447 %

1,496 %

4,007 %

5,977 %

20

– 0,059 %

2,243 %

2,498 %

1,495 %

4,017 %

5,954 %

21

– 0,057 %

2,263 %

2,547 %

1,482 %

4,025 %

5,927 %

22

– 0,052 %

2,281 %

2,595 %

1,466 %

4,032 %

5,896 %

23

– 0,041 %

2,297 %

2,642 %

1,453 %

4,039 %

5,863 %

24

– 0,022 %

2,310 %

2,687 %

1,448 %

4,046 %

5,829 %

25

0,008 %

2,319 %

2,730 %

1,454 %

4,052 %

5,794 %

26

0,047 %

2,324 %

2,772 %

1,473 %

4,057 %

5,758 %

27

0,095 %

2,328 %

2,812 %

1,502 %

4,062 %

5,722 %

28

0,149 %

2,333 %

2,850 %

1,539 %

4,067 %

5,686 %

29

0,206 %

2,340 %

2,887 %

1,580 %

4,071 %

5,651 %

30

0,265 %

2,352 %

2,922 %

1,626 %

4,075 %

5,617 %

31

0,325 %

2,369 %

2,956 %

1,674 %

4,079 %

5,583 %

32

0,386 %

2,390 %

2,988 %

1,723 %

4,083 %

5,550 %

33

0,447 %

2,413 %

3,019 %

1,773 %

4,086 %

5,517 %

34

0,508 %

2,439 %

3,049 %

1,823 %

4,089 %

5,486 %

35

0,567 %

2,467 %

3,077 %

1,873 %

4,092 %

5,456 %

36

0,625 %

2,496 %

3,105 %

1,922 %

4,095 %

5,427 %

37

0,682 %

2,525 %

3,131 %

1,971 %

4,098 %

5,398 %

38

0,737 %

2,555 %

3,156 %

2,018 %

4,101 %

5,371 %

39

0,791 %

2,584 %

3,180 %

2,064 %

4,103 %

5,344 %

40

0,843 %

2,614 %

3,204 %

2,110 %

4,105 %

5,319 %

41

0,893 %

2,643 %

3,226 %

2,154 %

4,108 %

5,294 %

42

0,942 %

2,673 %

3,247 %

2,196 %

4,110 %

5,270 %

43

0,990 %

2,701 %

3,268 %

2,238 %

4,112 %

5,247 %

44

1,035 %

2,729 %

3,288 %

2,278 %

4,114 %

5,225 %

45

1,080 %

2,757 %

3,307 %

2,317 %

4,116 %

5,204 %

46

1,122 %

2,783 %

3,325 %

2,354 %

4,117 %

5,183 %

47

1,164 %

2,810 %

3,343 %

2,391 %

4,119 %

5,163 %

48

1,203 %

2,835 %

3,360 %

2,426 %

4,121 %

5,144 %

49

1,242 %

2,860 %

3,376 %

2,460 %

4,122 %

5,126 %

50

1,279 %

2,884 %

3,392 %

2,493 %

4,124 %

5,108 %

51

1,315 %

2,908 %

3,407 %

2,524 %

4,125 %

5,091 %

52

1,350 %

2,931 %

3,422 %

2,555 %

4,127 %

5,074 %

53

1,384 %

2,953 %

3,436 %

2,585 %

4,128 %

5,058 %

54

1,416 %

2,974 %

3,450 %

2,614 %

4,129 %

5,042 %

55

1,447 %

2,995 %

3,463 %

2,642 %

4,130 %

5,027 %

56

1,478 %

3,016 %

3,476 %

2,669 %

4,132 %

5,013 %

57

1,507 %

3,035 %

3,488 %

2,695 %

4,133 %

4,999 %

58

1,536 %

3,054 %

3,500 %

2,720 %

4,134 %

4,985 %

59

1,563 %

3,073 %

3,512 %

2,745 %

4,135 %

4,972 %

60

1,590 %

3,091 %

3,523 %

2,768 %

4,136 %

4,959 %

61

1,616 %

3,109 %

3,534 %

2,791 %

4,137 %

4,947 %

62

1,641 %

3,126 %

3,545 %

2,814 %

4,138 %

4,935 %

63

1,665 %

3,142 %

3,555 %

2,835 %

4,139 %

4,924 %

64

1,689 %

3,158 %

3,565 %

2,856 %

4,140 %

4,912 %

65

1,712 %

3,174 %

3,574 %

2,877 %

4,141 %

4,901 %

66

1,734 %

3,189 %

3,584 %

2,896 %

4,142 %

4,891 %

67

1,756 %

3,204 %

3,593 %

2,916 %

4,143 %

4,881 %

68

1,777 %

3,218 %

3,602 %

2,934 %

4,144 %

4,871 %

69

1,797 %

3,232 %

3,610 %

2,952 %

4,144 %

4,861 %

70

1,817 %

3,246 %

3,619 %

2,970 %

4,145 %

4,851 %

71

1,836 %

3,259 %

3,627 %

2,987 %

4,146 %

4,842 %

72

1,855 %

3,272 %

3,635 %

3,004 %

4,147 %

4,833 %

73

1,873 %

3,285 %

3,642 %

3,020 %

4,147 %

4,825 %

74

1,891 %

3,297 %

3,650 %

3,036 %

4,148 %

4,816 %

75

1,908 %

3,309 %

3,657 %

3,051 %

4,149 %

4,808 %

76

1,925 %

3,320 %

3,664 %

3,066 %

4,149 %

4,800 %

77

1,942 %

3,332 %

3,671 %

3,081 %

4,150 %

4,792 %

78

1,958 %

3,343 %

3,678 %

3,095 %

4,151 %

4,785 %

79

1,973 %

3,354 %

3,684 %

3,109 %

4,151 %

4,777 %

80

1,988 %

3,364 %

3,691 %

3,123 %

4,152 %

4,770 %

81

2,003 %

3,374 %

3,697 %

3,136 %

4,153 %

4,763 %

82

2,018 %

3,384 %

3,703 %

3,149 %

4,153 %

4,756 %

83

2,032 %

3,394 %

3,709 %

3,161 %

4,154 %

4,749 %

84

2,046 %

3,404 %

3,715 %

3,174 %

4,154 %

4,743 %

85

2,059 %

3,413 %

3,721 %

3,186 %

4,155 %

4,736 %

86

2,072 %

3,422 %

3,726 %

3,197 %

4,155 %

4,730 %

87

2,085 %

3,431 %

3,732 %

3,209 %

4,156 %

4,724 %

88

2,098 %

3,440 %

3,737 %

3,220 %

4,156 %

4,718 %

89

2,110 %

3,448 %

3,742 %

3,231 %

4,157 %

4,712 %

90

2,122 %

3,456 %

3,747 %

3,242 %

4,157 %

4,707 %

91

2,134 %

3,464 %

3,752 %

3,252 %

4,158 %

4,701 %

92

2,146 %

3,472 %

3,757 %

3,262 %

4,158 %

4,696 %

93

2,157 %

3,480 %

3,762 %

3,272 %

4,159 %

4,690 %

94

2,168 %

3,488 %

3,766 %

3,282 %

4,159 %

4,685 %

95

2,179 %

3,495 %

3,771 %

3,292 %

4,159 %

4,680 %

96

2,189 %

3,503 %

3,775 %

3,301 %

4,160 %

4,675 %

97

2,200 %

3,510 %

3,780 %

3,311 %

4,160 %

4,670 %

98

2,210 %

3,517 %

3,784 %

3,320 %

4,161 %

4,665 %

99

2,220 %

3,524 %

3,788 %

3,328 %

4,161 %

4,660 %

100

2,229 %

3,530 %

3,792 %

3,337 %

4,161 %

4,656 %

101

2,239 %

3,537 %

3,796 %

3,346 %

4,162 %

4,651 %

102

2,248 %

3,544 %

3,800 %

3,354 %

4,162 %

4,647 %

103

2,258 %

3,550 %

3,804 %

3,362 %

4,163 %

4,643 %

104

2,267 %

3,556 %

3,808 %

3,370 %

4,163 %

4,638 %

105

2,275 %

3,562 %

3,812 %

3,378 %

4,163 %

4,634 %

106

2,284 %

3,568 %

3,815 %

3,386 %

4,164 %

4,630 %

107

2,293 %

3,574 %

3,819 %

3,393 %

4,164 %

4,626 %

108

2,301 %

3,580 %

3,822 %

3,401 %

4,164 %

4,622 %

109

2,309 %

3,586 %

3,826 %

3,408 %

4,165 %

4,618 %

110

2,317 %

3,591 %

3,829 %

3,415 %

4,165 %

4,614 %

111

2,325 %

3,597 %

3,833 %

3,422 %

4,165 %

4,611 %

112

2,333 %

3,602 %

3,836 %

3,429 %

4,166 %

4,607 %

113

2,341 %

3,607 %

3,839 %

3,436 %

4,166 %

4,603 %

114

2,348 %

3,612 %

3,842 %

3,443 %

4,166 %

4,600 %

115

2,356 %

3,618 %

3,845 %

3,449 %

4,166 %

4,596 %

116

2,363 %

3,623 %

3,848 %

3,456 %

4,167 %

4,593 %

117

2,370 %

3,627 %

3,851 %

3,462 %

4,167 %

4,589 %

118

2,377 %

3,632 %

3,854 %

3,468 %

4,167 %

4,586 %

119

2,384 %

3,637 %

3,857 %

3,474 %

4,168 %

4,583 %

120

2,391 %

3,642 %

3,860 %

3,480 %

4,168 %

4,580 %

121

2,397 %

3,646 %

3,863 %

3,486 %

4,168 %

4,577 %

122

2,404 %

3,651 %

3,866 %

3,492 %

4,168 %

4,573 %

123

2,410 %

3,655 %

3,868 %

3,498 %

4,169 %

4,570 %

124

2,417 %

3,660 %

3,871 %

3,504 %

4,169 %

4,567 %

125

2,423 %

3,664 %

3,874 %

3,509 %

4,169 %

4,565 %

126

2,429 %

3,668 %

3,876 %

3,515 %

4,169 %

4,562 %

127

2,435 %

3,672 %

3,879 %

3,520 %

4,170 %

4,559 %

128

2,441 %

3,677 %

3,881 %

3,525 %

4,170 %

4,556 %

129

2,447 %

3,681 %

3,884 %

3,530 %

4,170 %

4,553 %

130

2,453 %

3,685 %

3,886 %

3,536 %

4,170 %

4,550 %

131

2,458 %

3,688 %

3,889 %

3,541 %

4,171 %

4,548 %

132

2,464 %

3,692 %

3,891 %

3,546 %

4,171 %

4,545 %

133

2,469 %

3,696 %

3,893 %

3,551 %

4,171 %

4,543 %

134

2,475 %

3,700 %

3,896 %

3,555 %

4,171 %

4,540 %

135

2,480 %

3,704 %

3,898 %

3,560 %

4,171 %

4,537 %

136

2,485 %

3,707 %

3,900 %

3,565 %

4,172 %

4,535 %

137

2,491 %

3,711 %

3,902 %

3,569 %

4,172 %

4,533 %

138

2,496 %

3,714 %

3,904 %

3,574 %

4,172 %

4,530 %

139

2,501 %

3,718 %

3,907 %

3,578 %

4,172 %

4,528 %

140

2,506 %

3,721 %

3,909 %

3,583 %

4,172 %

4,525 %

141

2,511 %

3,725 %

3,911 %

3,587 %

4,173 %

4,523 %

142

2,516 %

3,728 %

3,913 %

3,592 %

4,173 %

4,521 %

143

2,520 %

3,731 %

3,915 %

3,596 %

4,173 %

4,519 %

144

2,525 %

3,735 %

3,917 %

3,600 %

4,173 %

4,516 %

145

2,530 %

3,738 %

3,919 %

3,604 %

4,173 %

4,514 %

146

2,534 %

3,741 %

3,921 %

3,608 %

4,174 %

4,512 %

147

2,539 %

3,744 %

3,922 %

3,612 %

4,174 %

4,510 %

148

2,543 %

3,747 %

3,924 %

3,616 %

4,174 %

4,508 %

149

2,548 %

3,750 %

3,926 %

3,620 %

4,174 %

4,506 %

150

2,552 %

3,753 %

3,928 %

3,624 %

4,174 %

4,504 %

| Term to maturity (in years) | Hong Kong dollar | Indian rupee | Mexican peso | New Taiwan dollar | New Zealand dollar | Rand |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 0,642 % | 6,349 % | 4,666 % | 0,224 % | 1,845 % | 7,248 % |
| 2 | 0,773 % | 6,348 % | 5,136 % | 0,309 % | 1,773 % | 7,255 % |
| 3 | 0,874 % | 6,383 % | 5,310 % | 0,381 % | 1,788 % | 7,329 % |
| 4 | 0,945 % | 6,424 % | 5,420 % | 0,438 % | 1,835 % | 7,452 % |
| 5 | 1,017 % | 6,474 % | 5,519 % | 0,488 % | 1,900 % | 7,578 % |
| 6 | 1,086 % | 6,527 % | 5,566 % | 0,544 % | 1,974 % | 7,705 % |
| 7 | 1,152 % | 6,566 % | 5,595 % | 0,585 % | 2,040 % | 7,826 % |
| 8 | 1,215 % | 6,603 % | 5,657 % | 0,631 % | 2,115 % | 7,914 % |
| 9 | 1,275 % | 6,636 % | 5,727 % | 0,678 % | 2,180 % | 8,009 % |
| 10 | 1,330 % | 6,663 % | 5,832 % | 0,725 % | 2,241 % | 8,088 % |
| 11 | 1,381 % | 6,675 % | 5,934 % | 0,793 % | 2,303 % | 8,146 % |
| 12 | 1,427 % | 6,673 % | 6,024 % | 0,877 % | 2,363 % | 8,180 % |
| 13 | 1,468 % | 6,662 % | 6,102 % | 0,970 % | 2,420 % | 8,192 % |
| 14 | 1,510 % | 6,643 % | 6,171 % | 1,068 % | 2,474 % | 8,185 % |
| 15 | 1,558 % | 6,621 % | 6,229 % | 1,167 % | 2,527 % | 8,161 % |
| 16 | 1,614 % | 6,594 % | 6,278 % | 1,265 % | 2,579 % | 8,125 % |
| 17 | 1,675 % | 6,566 % | 6,318 % | 1,361 % | 2,630 % | 8,078 % |
| 18 | 1,740 % | 6,536 % | 6,350 % | 1,455 % | 2,680 % | 8,025 % |
| 19 | 1,806 % | 6,505 % | 6,373 % | 1,545 % | 2,727 % | 7,967 % |
| 20 | 1,872 % | 6,473 % | 6,387 % | 1,632 % | 2,773 % | 7,905 % |
| 21 | 1,938 % | 6,442 % | 6,393 % | 1,716 % | 2,818 % | 7,841 % |
| 22 | 2,002 % | 6,411 % | 6,392 % | 1,795 % | 2,860 % | 7,776 % |
| 23 | 2,065 % | 6,380 % | 6,386 % | 1,872 % | 2,901 % | 7,712 % |
| 24 | 2,126 % | 6,350 % | 6,375 % | 1,944 % | 2,939 % | 7,647 % |
| 25 | 2,186 % | 6,320 % | 6,361 % | 2,014 % | 2,976 % | 7,583 % |
| 26 | 2,243 % | 6,291 % | 6,345 % | 2,080 % | 3,012 % | 7,521 % |
| 27 | 2,298 % | 6,263 % | 6,326 % | 2,143 % | 3,046 % | 7,459 % |
| 28 | 2,351 % | 6,236 % | 6,307 % | 2,203 % | 3,078 % | 7,400 % |
| 29 | 2,401 % | 6,210 % | 6,286 % | 2,260 % | 3,109 % | 7,342 % |
| 30 | 2,450 % | 6,184 % | 6,265 % | 2,315 % | 3,138 % | 7,286 % |
| 31 | 2,497 % | 6,160 % | 6,244 % | 2,367 % | 3,167 % | 7,232 % |
| 32 | 2,542 % | 6,136 % | 6,222 % | 2,416 % | 3,194 % | 7,180 % |
| 33 | 2,584 % | 6,113 % | 6,201 % | 2,464 % | 3,219 % | 7,129 % |
| 34 | 2,626 % | 6,091 % | 6,180 % | 2,509 % | 3,244 % | 7,081 % |
| 35 | 2,665 % | 6,070 % | 6,159 % | 2,552 % | 3,268 % | 7,034 % |
| 36 | 2,703 % | 6,049 % | 6,138 % | 2,593 % | 3,290 % | 6,989 % |
| 37 | 2,739 % | 6,029 % | 6,118 % | 2,633 % | 3,312 % | 6,946 % |
| 38 | 2,774 % | 6,010 % | 6,098 % | 2,671 % | 3,333 % | 6,904 % |
| 39 | 2,807 % | 5,992 % | 6,079 % | 2,707 % | 3,353 % | 6,864 % |
| 40 | 2,839 % | 5,974 % | 6,060 % | 2,742 % | 3,372 % | 6,826 % |
| 41 | 2,870 % | 5,957 % | 6,042 % | 2,775 % | 3,391 % | 6,789 % |
| 42 | 2,900 % | 5,941 % | 6,025 % | 2,807 % | 3,408 % | 6,753 % |
| 43 | 2,928 % | 5,925 % | 6,008 % | 2,837 % | 3,425 % | 6,719 % |
| 44 | 2,955 % | 5,910 % | 5,991 % | 2,867 % | 3,442 % | 6,686 % |
| 45 | 2,981 % | 5,895 % | 5,975 % | 2,895 % | 3,458 % | 6,655 % |
| 46 | 3,007 % | 5,881 % | 5,960 % | 2,922 % | 3,473 % | 6,624 % |
| 47 | 3,031 % | 5,868 % | 5,945 % | 2,948 % | 3,487 % | 6,595 % |
| 48 | 3,054 % | 5,855 % | 5,930 % | 2,973 % | 3,501 % | 6,567 % |
| 49 | 3,077 % | 5,842 % | 5,916 % | 2,997 % | 3,515 % | 6,540 % |
| 50 | 3,098 % | 5,830 % | 5,902 % | 3,021 % | 3,528 % | 6,513 % |
| 51 | 3,119 % | 5,818 % | 5,889 % | 3,043 % | 3,541 % | 6,488 % |
| 52 | 3,139 % | 5,806 % | 5,877 % | 3,065 % | 3,553 % | 6,464 % |
| 53 | 3,159 % | 5,795 % | 5,864 % | 3,086 % | 3,565 % | 6,440 % |
| 54 | 3,178 % | 5,785 % | 5,852 % | 3,106 % | 3,576 % | 6,418 % |
| 55 | 3,196 % | 5,774 % | 5,841 % | 3,125 % | 3,587 % | 6,396 % |
| 56 | 3,213 % | 5,764 % | 5,830 % | 3,144 % | 3,598 % | 6,375 % |
| 57 | 3,230 % | 5,755 % | 5,819 % | 3,162 % | 3,608 % | 6,354 % |
| 58 | 3,247 % | 5,745 % | 5,808 % | 3,180 % | 3,618 % | 6,335 % |
| 59 | 3,263 % | 5,736 % | 5,798 % | 3,197 % | 3,628 % | 6,315 % |
| 60 | 3,278 % | 5,728 % | 5,788 % | 3,213 % | 3,637 % | 6,297 % |
| 61 | 3,293 % | 5,719 % | 5,779 % | 3,229 % | 3,646 % | 6,279 % |
| 62 | 3,307 % | 5,711 % | 5,770 % | 3,245 % | 3,655 % | 6,262 % |
| 63 | 3,321 % | 5,703 % | 5,761 % | 3,260 % | 3,663 % | 6,245 % |
| 64 | 3,335 % | 5,695 % | 5,752 % | 3,274 % | 3,671 % | 6,229 % |
| 65 | 3,348 % | 5,687 % | 5,744 % | 3,288 % | 3,679 % | 6,213 % |
| 66 | 3,361 % | 5,680 % | 5,736 % | 3,302 % | 3,687 % | 6,197 % |
| 67 | 3,373 % | 5,673 % | 5,728 % | 3,315 % | 3,695 % | 6,183 % |
| 68 | 3,385 % | 5,666 % | 5,720 % | 3,328 % | 3,702 % | 6,168 % |
| 69 | 3,397 % | 5,659 % | 5,712 % | 3,340 % | 3,709 % | 6,154 % |
| 70 | 3,408 % | 5,653 % | 5,705 % | 3,353 % | 3,716 % | 6,140 % |
| 71 | 3,419 % | 5,647 % | 5,698 % | 3,364 % | 3,723 % | 6,127 % |
| 72 | 3,430 % | 5,640 % | 5,691 % | 3,376 % | 3,730 % | 6,114 % |
| 73 | 3,441 % | 5,634 % | 5,684 % | 3,387 % | 3,736 % | 6,102 % |
| 74 | 3,451 % | 5,629 % | 5,678 % | 3,398 % | 3,742 % | 6,090 % |
| 75 | 3,461 % | 5,623 % | 5,671 % | 3,409 % | 3,748 % | 6,078 % |
| 76 | 3,470 % | 5,617 % | 5,665 % | 3,419 % | 3,754 % | 6,066 % |
| 77 | 3,480 % | 5,612 % | 5,659 % | 3,429 % | 3,760 % | 6,055 % |
| 78 | 3,489 % | 5,607 % | 5,653 % | 3,439 % | 3,765 % | 6,044 % |
| 79 | 3,498 % | 5,602 % | 5,648 % | 3,449 % | 3,771 % | 6,033 % |
| 80 | 3,507 % | 5,597 % | 5,642 % | 3,458 % | 3,776 % | 6,023 % |
| 81 | 3,515 % | 5,592 % | 5,637 % | 3,467 % | 3,781 % | 6,012 % |
| 82 | 3,523 % | 5,587 % | 5,631 % | 3,476 % | 3,787 % | 6,003 % |
| 83 | 3,532 % | 5,582 % | 5,626 % | 3,485 % | 3,791 % | 5,993 % |
| 84 | 3,540 % | 5,578 % | 5,621 % | 3,493 % | 3,796 % | 5,983 % |
| 85 | 3,547 % | 5,573 % | 5,616 % | 3,501 % | 3,801 % | 5,974 % |
| 86 | 3,555 % | 5,569 % | 5,611 % | 3,509 % | 3,806 % | 5,965 % |
| 87 | 3,562 % | 5,565 % | 5,606 % | 3,517 % | 3,810 % | 5,956 % |
| 88 | 3,569 % | 5,560 % | 5,602 % | 3,525 % | 3,815 % | 5,948 % |
| 89 | 3,576 % | 5,556 % | 5,597 % | 3,533 % | 3,819 % | 5,939 % |
| 90 | 3,583 % | 5,552 % | 5,593 % | 3,540 % | 3,823 % | 5,931 % |
| 91 | 3,590 % | 5,549 % | 5,589 % | 3,547 % | 3,827 % | 5,923 % |
| 92 | 3,597 % | 5,545 % | 5,584 % | 3,554 % | 3,831 % | 5,915 % |
| 93 | 3,603 % | 5,541 % | 5,580 % | 3,561 % | 3,835 % | 5,907 % |
| 94 | 3,610 % | 5,537 % | 5,576 % | 3,568 % | 3,839 % | 5,900 % |
| 95 | 3,616 % | 5,534 % | 5,572 % | 3,575 % | 3,843 % | 5,892 % |
| 96 | 3,622 % | 5,530 % | 5,568 % | 3,581 % | 3,847 % | 5,885 % |
| 97 | 3,628 % | 5,527 % | 5,564 % | 3,588 % | 3,850 % | 5,878 % |
| 98 | 3,634 % | 5,524 % | 5,561 % | 3,594 % | 3,854 % | 5,871 % |
| 99 | 3,639 % | 5,520 % | 5,557 % | 3,600 % | 3,857 % | 5,864 % |
| 100 | 3,645 % | 5,517 % | 5,554 % | 3,606 % | 3,861 % | 5,858 % |
| 101 | 3,650 % | 5,514 % | 5,550 % | 3,612 % | 3,864 % | 5,851 % |
| 102 | 3,656 % | 5,511 % | 5,547 % | 3,617 % | 3,867 % | 5,845 % |
| 103 | 3,661 % | 5,508 % | 5,543 % | 3,623 % | 3,871 % | 5,838 % |
| 104 | 3,666 % | 5,505 % | 5,540 % | 3,629 % | 3,874 % | 5,832 % |
| 105 | 3,671 % | 5,502 % | 5,537 % | 3,634 % | 3,877 % | 5,826 % |
| 106 | 3,676 % | 5,499 % | 5,534 % | 3,639 % | 3,880 % | 5,820 % |
| 107 | 3,681 % | 5,496 % | 5,530 % | 3,645 % | 3,883 % | 5,815 % |
| 108 | 3,686 % | 5,494 % | 5,527 % | 3,650 % | 3,886 % | 5,809 % |
| 109 | 3,691 % | 5,491 % | 5,524 % | 3,655 % | 3,889 % | 5,803 % |
| 110 | 3,695 % | 5,488 % | 5,521 % | 3,660 % | 3,892 % | 5,798 % |
| 111 | 3,700 % | 5,486 % | 5,518 % | 3,665 % | 3,894 % | 5,792 % |
| 112 | 3,704 % | 5,483 % | 5,516 % | 3,669 % | 3,897 % | 5,787 % |
| 113 | 3,709 % | 5,481 % | 5,513 % | 3,674 % | 3,900 % | 5,782 % |
| 114 | 3,713 % | 5,478 % | 5,510 % | 3,679 % | 3,902 % | 5,777 % |
| 115 | 3,717 % | 5,476 % | 5,507 % | 3,683 % | 3,905 % | 5,772 % |
| 116 | 3,721 % | 5,473 % | 5,505 % | 3,688 % | 3,907 % | 5,767 % |
| 117 | 3,725 % | 5,471 % | 5,502 % | 3,692 % | 3,910 % | 5,762 % |
| 118 | 3,729 % | 5,469 % | 5,500 % | 3,696 % | 3,912 % | 5,757 % |
| 119 | 3,733 % | 5,466 % | 5,497 % | 3,700 % | 3,915 % | 5,752 % |
| 120 | 3,737 % | 5,464 % | 5,495 % | 3,705 % | 3,917 % | 5,748 % |
| 121 | 3,741 % | 5,462 % | 5,492 % | 3,709 % | 3,920 % | 5,743 % |
| 122 | 3,745 % | 5,460 % | 5,490 % | 3,713 % | 3,922 % | 5,739 % |
| 123 | 3,748 % | 5,458 % | 5,487 % | 3,717 % | 3,924 % | 5,734 % |
| 124 | 3,752 % | 5,456 % | 5,485 % | 3,721 % | 3,926 % | 5,730 % |
| 125 | 3,756 % | 5,454 % | 5,483 % | 3,724 % | 3,928 % | 5,726 % |
| 126 | 3,759 % | 5,452 % | 5,480 % | 3,728 % | 3,931 % | 5,722 % |
| 127 | 3,763 % | 5,450 % | 5,478 % | 3,732 % | 3,933 % | 5,717 % |
| 128 | 3,766 % | 5,448 % | 5,476 % | 3,735 % | 3,935 % | 5,713 % |
| 129 | 3,769 % | 5,446 % | 5,474 % | 3,739 % | 3,937 % | 5,709 % |
| 130 | 3,773 % | 5,444 % | 5,472 % | 3,743 % | 3,939 % | 5,706 % |
| 131 | 3,776 % | 5,442 % | 5,470 % | 3,746 % | 3,941 % | 5,702 % |
| 132 | 3,779 % | 5,440 % | 5,468 % | 3,750 % | 3,943 % | 5,698 % |
| 133 | 3,782 % | 5,438 % | 5,466 % | 3,753 % | 3,945 % | 5,694 % |
| 134 | 3,785 % | 5,437 % | 5,464 % | 3,756 % | 3,947 % | 5,690 % |
| 135 | 3,788 % | 5,435 % | 5,462 % | 3,760 % | 3,949 % | 5,687 % |
| 136 | 3,792 % | 5,433 % | 5,460 % | 3,763 % | 3,950 % | 5,683 % |
| 137 | 3,794 % | 5,431 % | 5,458 % | 3,766 % | 3,952 % | 5,680 % |
| 138 | 3,797 % | 5,430 % | 5,456 % | 3,769 % | 3,954 % | 5,676 % |
| 139 | 3,800 % | 5,428 % | 5,454 % | 3,772 % | 3,956 % | 5,673 % |
| 140 | 3,803 % | 5,426 % | 5,452 % | 3,775 % | 3,958 % | 5,669 % |
| 141 | 3,806 % | 5,425 % | 5,451 % | 3,778 % | 3,959 % | 5,666 % |
| 142 | 3,809 % | 5,423 % | 5,449 % | 3,781 % | 3,961 % | 5,663 % |
| 143 | 3,811 % | 5,422 % | 5,447 % | 3,784 % | 3,963 % | 5,659 % |
| 144 | 3,814 % | 5,420 % | 5,445 % | 3,787 % | 3,964 % | 5,656 % |
| 145 | 3,817 % | 5,419 % | 5,444 % | 3,790 % | 3,966 % | 5,653 % |
| 146 | 3,819 % | 5,417 % | 5,442 % | 3,793 % | 3,967 % | 5,650 % |
| 147 | 3,822 % | 5,416 % | 5,440 % | 3,795 % | 3,969 % | 5,647 % |
| 148 | 3,825 % | 5,414 % | 5,439 % | 3,798 % | 3,971 % | 5,644 % |
| 149 | 3,827 % | 5,413 % | 5,437 % | 3,801 % | 3,972 % | 5,641 % |
| 150 | 3,830 % | 5,411 % | 5,436 % | 3,803 % | 3,974 % | 5,638 % |

Term to maturity (in years)

Hong Kong dollar

Indian rupee

Mexican peso

New Taiwan dollar

New Zealand dollar

Rand

1

0,642 %

6,349 %

4,666 %

0,224 %

1,845 %

7,248 %

2

0,773 %

6,348 %

5,136 %

0,309 %

1,773 %

7,255 %

3

0,874 %

6,383 %

5,310 %

0,381 %

1,788 %

7,329 %

4

0,945 %

6,424 %

5,420 %

0,438 %

1,835 %

7,452 %

5

1,017 %

6,474 %

5,519 %

0,488 %

1,900 %

7,578 %

6

1,086 %

6,527 %

5,566 %

0,544 %

1,974 %

7,705 %

7

1,152 %

6,566 %

5,595 %

0,585 %

2,040 %

7,826 %

8

1,215 %

6,603 %

5,657 %

0,631 %

2,115 %

7,914 %

9

1,275 %

6,636 %

5,727 %

0,678 %

2,180 %

8,009 %

10

1,330 %

6,663 %

5,832 %

0,725 %

2,241 %

8,088 %

11

1,381 %

6,675 %

5,934 %

0,793 %

2,303 %

8,146 %

12

1,427 %

6,673 %

6,024 %

0,877 %

2,363 %

8,180 %

13

1,468 %

6,662 %

6,102 %

0,970 %

2,420 %

8,192 %

14

1,510 %

6,643 %

6,171 %

1,068 %

2,474 %

8,185 %

15

1,558 %

6,621 %

6,229 %

1,167 %

2,527 %

8,161 %

16

1,614 %

6,594 %

6,278 %

1,265 %

2,579 %

8,125 %

17

1,675 %

6,566 %

6,318 %

1,361 %

2,630 %

8,078 %

18

1,740 %

6,536 %

6,350 %

1,455 %

2,680 %

8,025 %

19

1,806 %

6,505 %

6,373 %

1,545 %

2,727 %

7,967 %

20

1,872 %

6,473 %

6,387 %

1,632 %

2,773 %

7,905 %

21

1,938 %

6,442 %

6,393 %

1,716 %

2,818 %

7,841 %

22

2,002 %

6,411 %

6,392 %

1,795 %

2,860 %

7,776 %

23

2,065 %

6,380 %

6,386 %

1,872 %

2,901 %

7,712 %

24

2,126 %

6,350 %

6,375 %

1,944 %

2,939 %

7,647 %

25

2,186 %

6,320 %

6,361 %

2,014 %

2,976 %

7,583 %

26

2,243 %

6,291 %

6,345 %

2,080 %

3,012 %

7,521 %

27

2,298 %

6,263 %

6,326 %

2,143 %

3,046 %

7,459 %

28

2,351 %

6,236 %

6,307 %

2,203 %

3,078 %

7,400 %

29

2,401 %

6,210 %

6,286 %

2,260 %

3,109 %

7,342 %

30

2,450 %

6,184 %

6,265 %

2,315 %

3,138 %

7,286 %

31

2,497 %

6,160 %

6,244 %

2,367 %

3,167 %

7,232 %

32

2,542 %

6,136 %

6,222 %

2,416 %

3,194 %

7,180 %

33

2,584 %

6,113 %

6,201 %

2,464 %

3,219 %

7,129 %

34

2,626 %

6,091 %

6,180 %

2,509 %

3,244 %

7,081 %

35

2,665 %

6,070 %

6,159 %

2,552 %

3,268 %

7,034 %

36

2,703 %

6,049 %

6,138 %

2,593 %

3,290 %

6,989 %

37

2,739 %

6,029 %

6,118 %

2,633 %

3,312 %

6,946 %

38

2,774 %

6,010 %

6,098 %

2,671 %

3,333 %

6,904 %

39

2,807 %

5,992 %

6,079 %

2,707 %

3,353 %

6,864 %

40

2,839 %

5,974 %

6,060 %

2,742 %

3,372 %

6,826 %

41

2,870 %

5,957 %

6,042 %

2,775 %

3,391 %

6,789 %

42

2,900 %

5,941 %

6,025 %

2,807 %

3,408 %

6,753 %

43

2,928 %

5,925 %

6,008 %

2,837 %

3,425 %

6,719 %

44

2,955 %

5,910 %

5,991 %

2,867 %

3,442 %

6,686 %

45

2,981 %

5,895 %

5,975 %

2,895 %

3,458 %

6,655 %

46

3,007 %

5,881 %

5,960 %

2,922 %

3,473 %

6,624 %

47

3,031 %

5,868 %

5,945 %

2,948 %

3,487 %

6,595 %

48

3,054 %

5,855 %

5,930 %

2,973 %

3,501 %

6,567 %

49

3,077 %

5,842 %

5,916 %

2,997 %

3,515 %

6,540 %

50

3,098 %

5,830 %

5,902 %

3,021 %

3,528 %

6,513 %

51

3,119 %

5,818 %

5,889 %

3,043 %

3,541 %

6,488 %

52

3,139 %

5,806 %

5,877 %

3,065 %

3,553 %

6,464 %

53

3,159 %

5,795 %

5,864 %

3,086 %

3,565 %

6,440 %

54

3,178 %

5,785 %

5,852 %

3,106 %

3,576 %

6,418 %

55

3,196 %

5,774 %

5,841 %

3,125 %

3,587 %

6,396 %

56

3,213 %

5,764 %

5,830 %

3,144 %

3,598 %

6,375 %

57

3,230 %

5,755 %

5,819 %

3,162 %

3,608 %

6,354 %

58

3,247 %

5,745 %

5,808 %

3,180 %

3,618 %

6,335 %

59

3,263 %

5,736 %

5,798 %

3,197 %

3,628 %

6,315 %

60

3,278 %

5,728 %

5,788 %

3,213 %

3,637 %

6,297 %

61

3,293 %

5,719 %

5,779 %

3,229 %

3,646 %

6,279 %

62

3,307 %

5,711 %

5,770 %

3,245 %

3,655 %

6,262 %

63

3,321 %

5,703 %

5,761 %

3,260 %

3,663 %

6,245 %

64

3,335 %

5,695 %

5,752 %

3,274 %

3,671 %

6,229 %

65

3,348 %

5,687 %

5,744 %

3,288 %

3,679 %

6,213 %

66

3,361 %

5,680 %

5,736 %

3,302 %

3,687 %

6,197 %

67

3,373 %

5,673 %

5,728 %

3,315 %

3,695 %

6,183 %

68

3,385 %

5,666 %

5,720 %

3,328 %

3,702 %

6,168 %

69

3,397 %

5,659 %

5,712 %

3,340 %

3,709 %

6,154 %

70

3,408 %

5,653 %

5,705 %

3,353 %

3,716 %

6,140 %

71

3,419 %

5,647 %

5,698 %

3,364 %

3,723 %

6,127 %

72

3,430 %

5,640 %

5,691 %

3,376 %

3,730 %

6,114 %

73

3,441 %

5,634 %

5,684 %

3,387 %

3,736 %

6,102 %

74

3,451 %

5,629 %

5,678 %

3,398 %

3,742 %

6,090 %

75

3,461 %

5,623 %

5,671 %

3,409 %

3,748 %

6,078 %

76

3,470 %

5,617 %

5,665 %

3,419 %

3,754 %

6,066 %

77

3,480 %

5,612 %

5,659 %

3,429 %

3,760 %

6,055 %

78

3,489 %

5,607 %

5,653 %

3,439 %

3,765 %

6,044 %

79

3,498 %

5,602 %

5,648 %

3,449 %

3,771 %

6,033 %

80

3,507 %

5,597 %

5,642 %

3,458 %

3,776 %

6,023 %

81

3,515 %

5,592 %

5,637 %

3,467 %

3,781 %

6,012 %

82

3,523 %

5,587 %

5,631 %

3,476 %

3,787 %

6,003 %

83

3,532 %

5,582 %

5,626 %

3,485 %

3,791 %

5,993 %

84

3,540 %

5,578 %

5,621 %

3,493 %

3,796 %

5,983 %

85

3,547 %

5,573 %

5,616 %

3,501 %

3,801 %

5,974 %

86

3,555 %

5,569 %

5,611 %

3,509 %

3,806 %

5,965 %

87

3,562 %

5,565 %

5,606 %

3,517 %

3,810 %

5,956 %

88

3,569 %

5,560 %

5,602 %

3,525 %

3,815 %

5,948 %

89

3,576 %

5,556 %

5,597 %

3,533 %

3,819 %

5,939 %

90

3,583 %

5,552 %

5,593 %

3,540 %

3,823 %

5,931 %

91

3,590 %

5,549 %

5,589 %

3,547 %

3,827 %

5,923 %

92

3,597 %

5,545 %

5,584 %

3,554 %

3,831 %

5,915 %

93

3,603 %

5,541 %

5,580 %

3,561 %

3,835 %

5,907 %

94

3,610 %

5,537 %

5,576 %

3,568 %

3,839 %

5,900 %

95

3,616 %

5,534 %

5,572 %

3,575 %

3,843 %

5,892 %

96

3,622 %

5,530 %

5,568 %

3,581 %

3,847 %

5,885 %

97

3,628 %

5,527 %

5,564 %

3,588 %

3,850 %

5,878 %

98

3,634 %

5,524 %

5,561 %

3,594 %

3,854 %

5,871 %

99

3,639 %

5,520 %

5,557 %

3,600 %

3,857 %

5,864 %

100

3,645 %

5,517 %

5,554 %

3,606 %

3,861 %

5,858 %

101

3,650 %

5,514 %

5,550 %

3,612 %

3,864 %

5,851 %

102

3,656 %

5,511 %

5,547 %

3,617 %

3,867 %

5,845 %

103

3,661 %

5,508 %

5,543 %

3,623 %

3,871 %

5,838 %

104

3,666 %

5,505 %

5,540 %

3,629 %

3,874 %

5,832 %

105

3,671 %

5,502 %

5,537 %

3,634 %

3,877 %

5,826 %

106

3,676 %

5,499 %

5,534 %

3,639 %

3,880 %

5,820 %

107

3,681 %

5,496 %

5,530 %

3,645 %

3,883 %

5,815 %

108

3,686 %

5,494 %

5,527 %

3,650 %

3,886 %

5,809 %

109

3,691 %

5,491 %

5,524 %

3,655 %

3,889 %

5,803 %

110

3,695 %

5,488 %

5,521 %

3,660 %

3,892 %

5,798 %

111

3,700 %

5,486 %

5,518 %

3,665 %

3,894 %

5,792 %

112

3,704 %

5,483 %

5,516 %

3,669 %

3,897 %

5,787 %

113

3,709 %

5,481 %

5,513 %

3,674 %

3,900 %

5,782 %

114

3,713 %

5,478 %

5,510 %

3,679 %

3,902 %

5,777 %

115

3,717 %

5,476 %

5,507 %

3,683 %

3,905 %

5,772 %

116

3,721 %

5,473 %

5,505 %

3,688 %

3,907 %

5,767 %

117

3,725 %

5,471 %

5,502 %

3,692 %

3,910 %

5,762 %

118

3,729 %

5,469 %

5,500 %

3,696 %

3,912 %

5,757 %

119

3,733 %

5,466 %

5,497 %

3,700 %

3,915 %

5,752 %

120

3,737 %

5,464 %

5,495 %

3,705 %

3,917 %

5,748 %

121

3,741 %

5,462 %

5,492 %

3,709 %

3,920 %

5,743 %

122

3,745 %

5,460 %

5,490 %

3,713 %

3,922 %

5,739 %

123

3,748 %

5,458 %

5,487 %

3,717 %

3,924 %

5,734 %

124

3,752 %

5,456 %

5,485 %

3,721 %

3,926 %

5,730 %

125

3,756 %

5,454 %

5,483 %

3,724 %

3,928 %

5,726 %

126

3,759 %

5,452 %

5,480 %

3,728 %

3,931 %

5,722 %

127

3,763 %

5,450 %

5,478 %

3,732 %

3,933 %

5,717 %

128

3,766 %

5,448 %

5,476 %

3,735 %

3,935 %

5,713 %

129

3,769 %

5,446 %

5,474 %

3,739 %

3,937 %

5,709 %

130

3,773 %

5,444 %

5,472 %

3,743 %

3,939 %

5,706 %

131

3,776 %

5,442 %

5,470 %

3,746 %

3,941 %

5,702 %

132

3,779 %

5,440 %

5,468 %

3,750 %

3,943 %

5,698 %

133

3,782 %

5,438 %

5,466 %

3,753 %

3,945 %

5,694 %

134

3,785 %

5,437 %

5,464 %

3,756 %

3,947 %

5,690 %

135

3,788 %

5,435 %

5,462 %

3,760 %

3,949 %

5,687 %

136

3,792 %

5,433 %

5,460 %

3,763 %

3,950 %

5,683 %

137

3,794 %

5,431 %

5,458 %

3,766 %

3,952 %

5,680 %

138

3,797 %

5,430 %

5,456 %

3,769 %

3,954 %

5,676 %

139

3,800 %

5,428 %

5,454 %

3,772 %

3,956 %

5,673 %

140

3,803 %

5,426 %

5,452 %

3,775 %

3,958 %

5,669 %

141

3,806 %

5,425 %

5,451 %

3,778 %

3,959 %

5,666 %

142

3,809 %

5,423 %

5,449 %

3,781 %

3,961 %

5,663 %

143

3,811 %

5,422 %

5,447 %

3,784 %

3,963 %

5,659 %

144

3,814 %

5,420 %

5,445 %

3,787 %

3,964 %

5,656 %

145

3,817 %

5,419 %

5,444 %

3,790 %

3,966 %

5,653 %

146

3,819 %

5,417 %

5,442 %

3,793 %

3,967 %

5,650 %

147

3,822 %

5,416 %

5,440 %

3,795 %

3,969 %

5,647 %

148

3,825 %

5,414 %

5,439 %

3,798 %

3,971 %

5,644 %

149

3,827 %

5,413 %

5,437 %

3,801 %

3,972 %

5,641 %

150

3,830 %

5,411 %

5,436 %

3,803 %

3,974 %

5,638 %

| Term to maturity (in years) | Real | Renminbi-yuan | Ringgit | Russian rouble | Singapore dollar | South Korean won |
| --- | --- | --- | --- | --- | --- | --- |
| 1 | 11,400 % | 2,284 % | 3,075 % | 10,050 % | 1,043 % | 1,135 % |
| 2 | 10,811 % | 2,310 % | 3,075 % | 9,359 % | 1,225 % | 1,104 % |
| 3 | 10,552 % | 2,367 % | 3,133 % | 8,901 % | 1,362 % | 1,099 % |
| 4 | 10,527 % | 2,436 % | 3,197 % | 8,577 % | 1,465 % | 1,099 % |
| 5 | 10,482 % | 2,537 % | 3,251 % | 8,382 % | 1,542 % | 1,099 % |
| 6 | 10,452 % | 2,609 % | 3,350 % | 8,253 % | 1,620 % | 1,101 % |
| 7 | 10,403 % | 2,677 % | 3,428 % | 8,141 % | 1,704 % | 1,107 % |
| 8 | 10,359 % | 2,743 % | 3,484 % | 7,817 % | 1,775 % | 1,120 % |
| 9 | 10,458 % | 2,758 % | 3,541 % | 7,764 % | 1,836 % | 1,133 % |
| 10 | 10,579 % | 2,791 % | 3,679 % | 7,803 % | 1,887 % | 1,141 % |
| 11 | 10,644 % | 2,832 % | 3,752 % | 7,815 % | 1,933 % | 1,144 % |
| 12 | 10,656 % | 2,874 % | 3,783 % | 7,798 % | 1,977 % | 1,146 % |
| 13 | 10,628 % | 2,915 % | 3,819 % | 7,759 % | 2,018 % | 1,151 % |
| 14 | 10,571 % | 2,956 % | 3,862 % | 7,705 % | 2,052 % | 1,152 % |
| 15 | 10,493 % | 2,995 % | 3,904 % | 7,640 % | 2,076 % | 1,146 % |
| 16 | 10,398 % | 3,034 % | 3,943 % | 7,567 % | 2,090 % | 1,132 % |
| 17 | 10,292 % | 3,071 % | 3,977 % | 7,490 % | 2,098 % | 1,119 % |
| 18 | 10,177 % | 3,106 % | 4,008 % | 7,409 % | 2,108 % | 1,112 % |
| 19 | 10,057 % | 3,140 % | 4,034 % | 7,327 % | 2,121 % | 1,116 % |
| 20 | 9,935 % | 3,173 % | 4,057 % | 7,244 % | 2,140 % | 1,136 % |
| 21 | 9,810 % | 3,204 % | 4,077 % | 7,161 % | 2,167 % | 1,170 % |
| 22 | 9,686 % | 3,234 % | 4,094 % | 7,080 % | 2,201 % | 1,217 % |
| 23 | 9,563 % | 3,263 % | 4,109 % | 7,000 % | 2,238 % | 1,271 % |
| 24 | 9,442 % | 3,290 % | 4,122 % | 6,921 % | 2,278 % | 1,331 % |
| 25 | 9,324 % | 3,316 % | 4,133 % | 6,845 % | 2,320 % | 1,394 % |
| 26 | 9,208 % | 3,341 % | 4,143 % | 6,771 % | 2,363 % | 1,458 % |
| 27 | 9,096 % | 3,365 % | 4,151 % | 6,700 % | 2,406 % | 1,524 % |
| 28 | 8,987 % | 3,388 % | 4,158 % | 6,631 % | 2,448 % | 1,589 % |
| 29 | 8,882 % | 3,409 % | 4,165 % | 6,564 % | 2,491 % | 1,653 % |
| 30 | 8,781 % | 3,430 % | 4,170 % | 6,500 % | 2,532 % | 1,716 % |
| 31 | 8,684 % | 3,450 % | 4,175 % | 6,438 % | 2,573 % | 1,778 % |
| 32 | 8,590 % | 3,470 % | 4,179 % | 6,379 % | 2,612 % | 1,838 % |
| 33 | 8,500 % | 3,488 % | 4,183 % | 6,322 % | 2,651 % | 1,897 % |
| 34 | 8,414 % | 3,505 % | 4,186 % | 6,268 % | 2,688 % | 1,953 % |
| 35 | 8,331 % | 3,522 % | 4,189 % | 6,215 % | 2,724 % | 2,008 % |
| 36 | 8,251 % | 3,538 % | 4,192 % | 6,165 % | 2,759 % | 2,060 % |
| 37 | 8,175 % | 3,554 % | 4,194 % | 6,117 % | 2,792 % | 2,111 % |
| 38 | 8,102 % | 3,569 % | 4,196 % | 6,071 % | 2,825 % | 2,160 % |
| 39 | 8,032 % | 3,583 % | 4,198 % | 6,026 % | 2,856 % | 2,207 % |
| 40 | 7,965 % | 3,597 % | 4,199 % | 5,984 % | 2,886 % | 2,253 % |
| 41 | 7,901 % | 3,610 % | 4,201 % | 5,943 % | 2,915 % | 2,296 % |
| 42 | 7,839 % | 3,623 % | 4,202 % | 5,903 % | 2,943 % | 2,338 % |
| 43 | 7,779 % | 3,635 % | 4,203 % | 5,866 % | 2,970 % | 2,379 % |
| 44 | 7,723 % | 3,647 % | 4,204 % | 5,829 % | 2,996 % | 2,418 % |
| 45 | 7,668 % | 3,658 % | 4,204 % | 5,794 % | 3,021 % | 2,455 % |
| 46 | 7,615 % | 3,669 % | 4,205 % | 5,761 % | 3,045 % | 2,491 % |
| 47 | 7,565 % | 3,680 % | 4,206 % | 5,729 % | 3,069 % | 2,526 % |
| 48 | 7,516 % | 3,690 % | 4,206 % | 5,698 % | 3,091 % | 2,559 % |
| 49 | 7,470 % | 3,700 % | 4,207 % | 5,668 % | 3,113 % | 2,592 % |
| 50 | 7,425 % | 3,709 % | 4,207 % | 5,639 % | 3,134 % | 2,623 % |
| 51 | 7,381 % | 3,718 % | 4,207 % | 5,611 % | 3,154 % | 2,653 % |
| 52 | 7,340 % | 3,727 % | 4,208 % | 5,585 % | 3,173 % | 2,682 % |
| 53 | 7,299 % | 3,736 % | 4,208 % | 5,559 % | 3,192 % | 2,710 % |
| 54 | 7,261 % | 3,744 % | 4,208 % | 5,534 % | 3,210 % | 2,737 % |
| 55 | 7,223 % | 3,752 % | 4,208 % | 5,510 % | 3,228 % | 2,763 % |
| 56 | 7,187 % | 3,759 % | 4,208 % | 5,487 % | 3,245 % | 2,788 % |
| 57 | 7,152 % | 3,767 % | 4,208 % | 5,464 % | 3,261 % | 2,812 % |
| 58 | 7,119 % | 3,774 % | 4,208 % | 5,443 % | 3,277 % | 2,836 % |
| 59 | 7,086 % | 3,781 % | 4,208 % | 5,422 % | 3,292 % | 2,858 % |
| 60 | 7,054 % | 3,788 % | 4,208 % | 5,401 % | 3,307 % | 2,880 % |
| 61 | 7,024 % | 3,795 % | 4,209 % | 5,382 % | 3,322 % | 2,902 % |
| 62 | 6,994 % | 3,801 % | 4,209 % | 5,363 % | 3,336 % | 2,922 % |
| 63 | 6,966 % | 3,807 % | 4,209 % | 5,344 % | 3,349 % | 2,942 % |
| 64 | 6,938 % | 3,813 % | 4,209 % | 5,326 % | 3,362 % | 2,962 % |
| 65 | 6,911 % | 3,819 % | 4,208 % | 5,309 % | 3,375 % | 2,981 % |
| 66 | 6,885 % | 3,825 % | 4,208 % | 5,292 % | 3,387 % | 2,999 % |
| 67 | 6,860 % | 3,830 % | 4,208 % | 5,276 % | 3,399 % | 3,017 % |
| 68 | 6,835 % | 3,835 % | 4,208 % | 5,260 % | 3,411 % | 3,034 % |
| 69 | 6,812 % | 3,841 % | 4,208 % | 5,245 % | 3,422 % | 3,051 % |
| 70 | 6,788 % | 3,846 % | 4,208 % | 5,230 % | 3,433 % | 3,067 % |
| 71 | 6,766 % | 3,851 % | 4,208 % | 5,215 % | 3,444 % | 3,083 % |
| 72 | 6,744 % | 3,855 % | 4,208 % | 5,201 % | 3,455 % | 3,098 % |
| 73 | 6,723 % | 3,860 % | 4,208 % | 5,187 % | 3,465 % | 3,113 % |
| 74 | 6,702 % | 3,865 % | 4,208 % | 5,174 % | 3,475 % | 3,128 % |
| 75 | 6,682 % | 3,869 % | 4,208 % | 5,161 % | 3,484 % | 3,142 % |
| 76 | 6,662 % | 3,873 % | 4,208 % | 5,148 % | 3,494 % | 3,156 % |
| 77 | 6,643 % | 3,878 % | 4,208 % | 5,136 % | 3,503 % | 3,169 % |
| 78 | 6,625 % | 3,882 % | 4,208 % | 5,124 % | 3,512 % | 3,183 % |
| 79 | 6,606 % | 3,886 % | 4,208 % | 5,112 % | 3,520 % | 3,195 % |
| 80 | 6,589 % | 3,890 % | 4,208 % | 5,101 % | 3,529 % | 3,208 % |
| 81 | 6,571 % | 3,893 % | 4,208 % | 5,090 % | 3,537 % | 3,220 % |
| 82 | 6,555 % | 3,897 % | 4,207 % | 5,079 % | 3,545 % | 3,232 % |
| 83 | 6,538 % | 3,901 % | 4,207 % | 5,068 % | 3,553 % | 3,243 % |
| 84 | 6,522 % | 3,904 % | 4,207 % | 5,058 % | 3,561 % | 3,255 % |
| 85 | 6,507 % | 3,908 % | 4,207 % | 5,048 % | 3,568 % | 3,266 % |
| 86 | 6,491 % | 3,911 % | 4,207 % | 5,038 % | 3,575 % | 3,277 % |
| 87 | 6,476 % | 3,914 % | 4,207 % | 5,028 % | 3,583 % | 3,287 % |
| 88 | 6,462 % | 3,918 % | 4,207 % | 5,019 % | 3,590 % | 3,298 % |
| 89 | 6,448 % | 3,921 % | 4,207 % | 5,009 % | 3,596 % | 3,308 % |
| 90 | 6,434 % | 3,924 % | 4,207 % | 5,000 % | 3,603 % | 3,318 % |
| 91 | 6,420 % | 3,927 % | 4,207 % | 4,991 % | 3,610 % | 3,327 % |
| 92 | 6,407 % | 3,930 % | 4,207 % | 4,983 % | 3,616 % | 3,337 % |
| 93 | 6,394 % | 3,933 % | 4,207 % | 4,974 % | 3,622 % | 3,346 % |
| 94 | 6,381 % | 3,936 % | 4,207 % | 4,966 % | 3,628 % | 3,355 % |
| 95 | 6,368 % | 3,938 % | 4,207 % | 4,958 % | 3,634 % | 3,364 % |
| 96 | 6,356 % | 3,941 % | 4,207 % | 4,950 % | 3,640 % | 3,372 % |
| 97 | 6,344 % | 3,944 % | 4,206 % | 4,942 % | 3,646 % | 3,381 % |
| 98 | 6,332 % | 3,946 % | 4,206 % | 4,935 % | 3,652 % | 3,389 % |
| 99 | 6,321 % | 3,949 % | 4,206 % | 4,927 % | 3,657 % | 3,397 % |
| 100 | 6,310 % | 3,951 % | 4,206 % | 4,920 % | 3,663 % | 3,405 % |
| 101 | 6,299 % | 3,954 % | 4,206 % | 4,913 % | 3,668 % | 3,413 % |
| 102 | 6,288 % | 3,956 % | 4,206 % | 4,906 % | 3,673 % | 3,421 % |
| 103 | 6,277 % | 3,959 % | 4,206 % | 4,899 % | 3,678 % | 3,428 % |
| 104 | 6,267 % | 3,961 % | 4,206 % | 4,892 % | 3,683 % | 3,436 % |
| 105 | 6,256 % | 3,963 % | 4,206 % | 4,886 % | 3,688 % | 3,443 % |
| 106 | 6,246 % | 3,965 % | 4,206 % | 4,879 % | 3,693 % | 3,450 % |
| 107 | 6,237 % | 3,968 % | 4,206 % | 4,873 % | 3,698 % | 3,457 % |
| 108 | 6,227 % | 3,970 % | 4,206 % | 4,866 % | 3,702 % | 3,464 % |
| 109 | 6,218 % | 3,972 % | 4,206 % | 4,860 % | 3,707 % | 3,471 % |
| 110 | 6,208 % | 3,974 % | 4,206 % | 4,854 % | 3,711 % | 3,477 % |
| 111 | 6,199 % | 3,976 % | 4,206 % | 4,848 % | 3,716 % | 3,484 % |
| 112 | 6,190 % | 3,978 % | 4,206 % | 4,843 % | 3,720 % | 3,490 % |
| 113 | 6,181 % | 3,980 % | 4,206 % | 4,837 % | 3,724 % | 3,497 % |
| 114 | 6,173 % | 3,982 % | 4,206 % | 4,831 % | 3,728 % | 3,503 % |
| 115 | 6,164 % | 3,984 % | 4,205 % | 4,826 % | 3,733 % | 3,509 % |
| 116 | 6,156 % | 3,986 % | 4,205 % | 4,820 % | 3,737 % | 3,515 % |
| 117 | 6,148 % | 3,987 % | 4,205 % | 4,815 % | 3,740 % | 3,521 % |
| 118 | 6,140 % | 3,989 % | 4,205 % | 4,810 % | 3,744 % | 3,526 % |
| 119 | 6,132 % | 3,991 % | 4,205 % | 4,805 % | 3,748 % | 3,532 % |
| 120 | 6,124 % | 3,993 % | 4,205 % | 4,800 % | 3,752 % | 3,537 % |
| 121 | 6,116 % | 3,995 % | 4,205 % | 4,795 % | 3,756 % | 3,543 % |
| 122 | 6,109 % | 3,996 % | 4,205 % | 4,790 % | 3,759 % | 3,548 % |
| 123 | 6,101 % | 3,998 % | 4,205 % | 4,785 % | 3,763 % | 3,554 % |
| 124 | 6,094 % | 3,999 % | 4,205 % | 4,780 % | 3,766 % | 3,559 % |
| 125 | 6,087 % | 4,001 % | 4,205 % | 4,776 % | 3,770 % | 3,564 % |
| 126 | 6,080 % | 4,003 % | 4,205 % | 4,771 % | 3,773 % | 3,569 % |
| 127 | 6,073 % | 4,004 % | 4,205 % | 4,767 % | 3,777 % | 3,574 % |
| 128 | 6,066 % | 4,006 % | 4,205 % | 4,762 % | 3,780 % | 3,579 % |
| 129 | 6,059 % | 4,007 % | 4,205 % | 4,758 % | 3,783 % | 3,584 % |
| 130 | 6,052 % | 4,009 % | 4,205 % | 4,753 % | 3,786 % | 3,588 % |
| 131 | 6,046 % | 4,010 % | 4,205 % | 4,749 % | 3,789 % | 3,593 % |
| 132 | 6,040 % | 4,012 % | 4,205 % | 4,745 % | 3,793 % | 3,597 % |
| 133 | 6,033 % | 4,013 % | 4,205 % | 4,741 % | 3,796 % | 3,602 % |
| 134 | 6,027 % | 4,014 % | 4,205 % | 4,737 % | 3,799 % | 3,606 % |
| 135 | 6,021 % | 4,016 % | 4,205 % | 4,733 % | 3,802 % | 3,611 % |
| 136 | 6,015 % | 4,017 % | 4,205 % | 4,729 % | 3,805 % | 3,615 % |
| 137 | 6,009 % | 4,018 % | 4,205 % | 4,725 % | 3,807 % | 3,619 % |
| 138 | 6,003 % | 4,020 % | 4,205 % | 4,721 % | 3,810 % | 3,624 % |
| 139 | 5,997 % | 4,021 % | 4,205 % | 4,717 % | 3,813 % | 3,628 % |
| 140 | 5,991 % | 4,022 % | 4,205 % | 4,714 % | 3,816 % | 3,632 % |
| 141 | 5,986 % | 4,024 % | 4,204 % | 4,710 % | 3,819 % | 3,636 % |
| 142 | 5,980 % | 4,025 % | 4,204 % | 4,707 % | 3,821 % | 3,640 % |
| 143 | 5,975 % | 4,026 % | 4,204 % | 4,703 % | 3,824 % | 3,644 % |
| 144 | 5,969 % | 4,027 % | 4,204 % | 4,699 % | 3,826 % | 3,648 % |
| 145 | 5,964 % | 4,028 % | 4,204 % | 4,696 % | 3,829 % | 3,651 % |
| 146 | 5,959 % | 4,030 % | 4,204 % | 4,693 % | 3,832 % | 3,655 % |
| 147 | 5,954 % | 4,031 % | 4,204 % | 4,689 % | 3,834 % | 3,659 % |
| 148 | 5,948 % | 4,032 % | 4,204 % | 4,686 % | 3,837 % | 3,662 % |
| 149 | 5,943 % | 4,033 % | 4,204 % | 4,683 % | 3,839 % | 3,666 % |
| 150 | 5,938 % | 4,034 % | 4,204 % | 4,679 % | 3,841 % | 3,670 % |

Term to maturity (in years)

Real

Renminbi-yuan

Ringgit

Russian rouble

Singapore dollar

South Korean won

1

11,400 %

2,284 %

3,075 %

10,050 %

1,043 %

1,135 %

2

10,811 %

2,310 %

3,075 %

9,359 %

1,225 %

1,104 %

3

10,552 %

2,367 %

3,133 %

8,901 %

1,362 %

1,099 %

4

10,527 %

2,436 %

3,197 %

8,577 %

1,465 %

1,099 %

5

10,482 %

2,537 %

3,251 %

8,382 %

1,542 %

1,099 %

6

10,452 %

2,609 %

3,350 %

8,253 %

1,620 %

1,101 %

7

10,403 %

2,677 %

3,428 %

8,141 %

1,704 %

1,107 %

8

10,359 %

2,743 %

3,484 %

7,817 %

1,775 %

1,120 %

9

10,458 %

2,758 %

3,541 %

7,764 %

1,836 %

1,133 %

10

10,579 %

2,791 %

3,679 %

7,803 %

1,887 %

1,141 %

11

10,644 %

2,832 %

3,752 %

7,815 %

1,933 %

1,144 %

12

10,656 %

2,874 %

3,783 %

7,798 %

1,977 %

1,146 %

13

10,628 %

2,915 %

3,819 %

7,759 %

2,018 %

1,151 %

14

10,571 %

2,956 %

3,862 %

7,705 %

2,052 %

1,152 %

15

10,493 %

2,995 %

3,904 %

7,640 %

2,076 %

1,146 %

16

10,398 %

3,034 %

3,943 %

7,567 %

2,090 %

1,132 %

17

10,292 %

3,071 %

3,977 %

7,490 %

2,098 %

1,119 %

18

10,177 %

3,106 %

4,008 %

7,409 %

2,108 %

1,112 %

19

10,057 %

3,140 %

4,034 %

7,327 %

2,121 %

1,116 %

20

9,935 %

3,173 %

4,057 %

7,244 %

2,140 %

1,136 %

21

9,810 %

3,204 %

4,077 %

7,161 %

2,167 %

1,170 %

22

9,686 %

3,234 %

4,094 %

7,080 %

2,201 %

1,217 %

23

9,563 %

3,263 %

4,109 %

7,000 %

2,238 %

1,271 %

24

9,442 %

3,290 %

4,122 %

6,921 %

2,278 %

1,331 %

25

9,324 %

3,316 %

4,133 %

6,845 %

2,320 %

1,394 %

26

9,208 %

3,341 %

4,143 %

6,771 %

2,363 %

1,458 %

27

9,096 %

3,365 %

4,151 %

6,700 %

2,406 %

1,524 %

28

8,987 %

3,388 %

4,158 %

6,631 %

2,448 %

1,589 %

29

8,882 %

3,409 %

4,165 %

6,564 %

2,491 %

1,653 %

30

8,781 %

3,430 %

4,170 %

6,500 %

2,532 %

1,716 %

31

8,684 %

3,450 %

4,175 %

6,438 %

2,573 %

1,778 %

32

8,590 %

3,470 %

4,179 %

6,379 %

2,612 %

1,838 %

33

8,500 %

3,488 %

4,183 %

6,322 %

2,651 %

1,897 %

34

8,414 %

3,505 %

4,186 %

6,268 %

2,688 %

1,953 %

35

8,331 %

3,522 %

4,189 %

6,215 %

2,724 %

2,008 %

36

8,251 %

3,538 %

4,192 %

6,165 %

2,759 %

2,060 %

37

8,175 %

3,554 %

4,194 %

6,117 %

2,792 %

2,111 %

38

8,102 %

3,569 %

4,196 %

6,071 %

2,825 %

2,160 %

39

8,032 %

3,583 %

4,198 %

6,026 %

2,856 %

2,207 %

40

7,965 %

3,597 %

4,199 %

5,984 %

2,886 %

2,253 %

41

7,901 %

3,610 %

4,201 %

5,943 %

2,915 %

2,296 %

42

7,839 %

3,623 %

4,202 %

5,903 %

2,943 %

2,338 %

43

7,779 %

3,635 %

4,203 %

5,866 %

2,970 %

2,379 %

44

7,723 %

3,647 %

4,204 %

5,829 %

2,996 %

2,418 %

45

7,668 %

3,658 %

4,204 %

5,794 %

3,021 %

2,455 %

46

7,615 %

3,669 %

4,205 %

5,761 %

3,045 %

2,491 %

47

7,565 %

3,680 %

4,206 %

5,729 %

3,069 %

2,526 %

48

7,516 %

3,690 %

4,206 %

5,698 %

3,091 %

2,559 %

49

7,470 %

3,700 %

4,207 %

5,668 %

3,113 %

2,592 %

50

7,425 %

3,709 %

4,207 %

5,639 %

3,134 %

2,623 %

51

7,381 %

3,718 %

4,207 %

5,611 %

3,154 %

2,653 %

52

7,340 %

3,727 %

4,208 %

5,585 %

3,173 %

2,682 %

53

7,299 %

3,736 %

4,208 %

5,559 %

3,192 %

2,710 %

54

7,261 %

3,744 %

4,208 %

5,534 %

3,210 %

2,737 %

55

7,223 %

3,752 %

4,208 %

5,510 %

3,228 %

2,763 %

56

7,187 %

3,759 %

4,208 %

5,487 %

3,245 %

2,788 %

57

7,152 %

3,767 %

4,208 %

5,464 %

3,261 %

2,812 %

58

7,119 %

3,774 %

4,208 %

5,443 %

3,277 %

2,836 %

59

7,086 %

3,781 %

4,208 %

5,422 %

3,292 %

2,858 %

60

7,054 %

3,788 %

4,208 %

5,401 %

3,307 %

2,880 %

61

7,024 %

3,795 %

4,209 %

5,382 %

3,322 %

2,902 %

62

6,994 %

3,801 %

4,209 %

5,363 %

3,336 %

2,922 %

63

6,966 %

3,807 %

4,209 %

5,344 %

3,349 %

2,942 %

64

6,938 %

3,813 %

4,209 %

5,326 %

3,362 %

2,962 %

65

6,911 %

3,819 %

4,208 %

5,309 %

3,375 %

2,981 %

66

6,885 %

3,825 %

4,208 %

5,292 %

3,387 %

2,999 %

67

6,860 %

3,830 %

4,208 %

5,276 %

3,399 %

3,017 %

68

6,835 %

3,835 %

4,208 %

5,260 %

3,411 %

3,034 %

69

6,812 %

3,841 %

4,208 %

5,245 %

3,422 %

3,051 %

70

6,788 %

3,846 %

4,208 %

5,230 %

3,433 %

3,067 %

71

6,766 %

3,851 %

4,208 %

5,215 %

3,444 %

3,083 %

72

6,744 %

3,855 %

4,208 %

5,201 %

3,455 %

3,098 %

73

6,723 %

3,860 %

4,208 %

5,187 %

3,465 %

3,113 %

74

6,702 %

3,865 %

4,208 %

5,174 %

3,475 %

3,128 %

75

6,682 %

3,869 %

4,208 %

5,161 %

3,484 %

3,142 %

76

6,662 %

3,873 %

4,208 %

5,148 %

3,494 %

3,156 %

77

6,643 %

3,878 %

4,208 %

5,136 %

3,503 %

3,169 %

78

6,625 %

3,882 %

4,208 %

5,124 %

3,512 %

3,183 %

79

6,606 %

3,886 %

4,208 %

5,112 %

3,520 %

3,195 %

80

6,589 %

3,890 %

4,208 %

5,101 %

3,529 %

3,208 %

81

6,571 %

3,893 %

4,208 %

5,090 %

3,537 %

3,220 %

82

6,555 %

3,897 %

4,207 %

5,079 %

3,545 %

3,232 %

83

6,538 %

3,901 %

4,207 %

5,068 %

3,553 %

3,243 %

84

6,522 %

3,904 %

4,207 %

5,058 %

3,561 %

3,255 %

85

6,507 %

3,908 %

4,207 %

5,048 %

3,568 %

3,266 %

86

6,491 %

3,911 %

4,207 %

5,038 %

3,575 %

3,277 %

87

6,476 %

3,914 %

4,207 %

5,028 %

3,583 %

3,287 %

88

6,462 %

3,918 %

4,207 %

5,019 %

3,590 %

3,298 %

89

6,448 %

3,921 %

4,207 %

5,009 %

3,596 %

3,308 %

90

6,434 %

3,924 %

4,207 %

5,000 %

3,603 %

3,318 %

91

6,420 %

3,927 %

4,207 %

4,991 %

3,610 %

3,327 %

92

6,407 %

3,930 %

4,207 %

4,983 %

3,616 %

3,337 %

93

6,394 %

3,933 %

4,207 %

4,974 %

3,622 %

3,346 %

94

6,381 %

3,936 %

4,207 %

4,966 %

3,628 %

3,355 %

95

6,368 %

3,938 %

4,207 %

4,958 %

3,634 %

3,364 %

96

6,356 %

3,941 %

4,207 %

4,950 %

3,640 %

3,372 %

97

6,344 %

3,944 %

4,206 %

4,942 %

3,646 %

3,381 %

98

6,332 %

3,946 %

4,206 %

4,935 %

3,652 %

3,389 %

99

6,321 %

3,949 %

4,206 %

4,927 %

3,657 %

3,397 %

100

6,310 %

3,951 %

4,206 %

4,920 %

3,663 %

3,405 %

101

6,299 %

3,954 %

4,206 %

4,913 %

3,668 %

3,413 %

102

6,288 %

3,956 %

4,206 %

4,906 %

3,673 %

3,421 %

103

6,277 %

3,959 %

4,206 %

4,899 %

3,678 %

3,428 %

104

6,267 %

3,961 %

4,206 %

4,892 %

3,683 %

3,436 %

105

6,256 %

3,963 %

4,206 %

4,886 %

3,688 %

3,443 %

106

6,246 %

3,965 %

4,206 %

4,879 %

3,693 %

3,450 %

107

6,237 %

3,968 %

4,206 %

4,873 %

3,698 %

3,457 %

108

6,227 %

3,970 %

4,206 %

4,866 %

3,702 %

3,464 %

109

6,218 %

3,972 %

4,206 %

4,860 %

3,707 %

3,471 %

110

6,208 %

3,974 %

4,206 %

4,854 %

3,711 %

3,477 %

111

6,199 %

3,976 %

4,206 %

4,848 %

3,716 %

3,484 %

112

6,190 %

3,978 %

4,206 %

4,843 %

3,720 %

3,490 %

113

6,181 %

3,980 %

4,206 %

4,837 %

3,724 %

3,497 %

114

6,173 %

3,982 %

4,206 %

4,831 %

3,728 %

3,503 %

115

6,164 %

3,984 %

4,205 %

4,826 %

3,733 %

3,509 %

116

6,156 %

3,986 %

4,205 %

4,820 %

3,737 %

3,515 %

117

6,148 %

3,987 %

4,205 %

4,815 %

3,740 %

3,521 %

118

6,140 %

3,989 %

4,205 %

4,810 %

3,744 %

3,526 %

119

6,132 %

3,991 %

4,205 %

4,805 %

3,748 %

3,532 %

120

6,124 %

3,993 %

4,205 %

4,800 %

3,752 %

3,537 %

121

6,116 %

3,995 %

4,205 %

4,795 %

3,756 %

3,543 %

122

6,109 %

3,996 %

4,205 %

4,790 %

3,759 %

3,548 %

123

6,101 %

3,998 %

4,205 %

4,785 %

3,763 %

3,554 %

124

6,094 %

3,999 %

4,205 %

4,780 %

3,766 %

3,559 %

125

6,087 %

4,001 %

4,205 %

4,776 %

3,770 %

3,564 %

126

6,080 %

4,003 %

4,205 %

4,771 %

3,773 %

3,569 %

127

6,073 %

4,004 %

4,205 %

4,767 %

3,777 %

3,574 %

128

6,066 %

4,006 %

4,205 %

4,762 %

3,780 %

3,579 %

129

6,059 %

4,007 %

4,205 %

4,758 %

3,783 %

3,584 %

130

6,052 %

4,009 %

4,205 %

4,753 %

3,786 %

3,588 %

131

6,046 %

4,010 %

4,205 %

4,749 %

3,789 %

3,593 %

132

6,040 %

4,012 %

4,205 %

4,745 %

3,793 %

3,597 %

133

6,033 %

4,013 %

4,205 %

4,741 %

3,796 %

3,602 %

134

6,027 %

4,014 %

4,205 %

4,737 %

3,799 %

3,606 %

135

6,021 %

4,016 %

4,205 %

4,733 %

3,802 %

3,611 %

136

6,015 %

4,017 %

4,205 %

4,729 %

3,805 %

3,615 %

137

6,009 %

4,018 %

4,205 %

4,725 %

3,807 %

3,619 %

138

6,003 %

4,020 %

4,205 %

4,721 %

3,810 %

3,624 %

139

5,997 %

4,021 %

4,205 %

4,717 %

3,813 %

3,628 %

140

5,991 %

4,022 %

4,205 %

4,714 %

3,816 %

3,632 %

141

5,986 %

4,024 %

4,204 %

4,710 %

3,819 %

3,636 %

142

5,980 %

4,025 %

4,204 %

4,707 %

3,821 %

3,640 %

143

5,975 %

4,026 %

4,204 %

4,703 %

3,824 %

3,644 %

144

5,969 %

4,027 %

4,204 %

4,699 %

3,826 %

3,648 %

145

5,964 %

4,028 %

4,204 %

4,696 %

3,829 %

3,651 %

146

5,959 %

4,030 %

4,204 %

4,693 %

3,832 %

3,655 %

147

5,954 %

4,031 %

4,204 %

4,689 %

3,834 %

3,659 %

148

5,948 %

4,032 %

4,204 %

4,686 %

3,837 %

3,662 %

149

5,943 %

4,033 %

4,204 %

4,683 %

3,839 %

3,666 %

150

5,938 %

4,034 %

4,204 %

4,679 %

3,841 %

3,670 %

| Term to maturity (in years) | Turkish lira | US dollar | Yen |
| --- | --- | --- | --- |
| 1 | 8,930 % | 0,818 % | – 0,142 % |
| 2 | 9,137 % | 0,885 % | – 0,197 % |
| 3 | 9,477 % | 0,942 % | – 0,216 % |
| 4 | 9,607 % | 0,997 % | – 0,214 % |
| 5 | 9,737 % | 1,057 % | – 0,202 % |
| 6 | 9,818 % | 1,119 % | – 0,183 % |
| 7 | 9,848 % | 1,180 % | – 0,156 % |
| 8 | 9,845 % | 1,239 % | – 0,123 % |
| 9 | 9,816 % | 1,293 % | – 0,090 % |
| 10 | 9,763 % | 1,342 % | – 0,053 % |
| 11 | 9,689 % | 1,388 % | – 0,017 % |
| 12 | 9,599 % | 1,430 % | 0,021 % |
| 13 | 9,499 % | 1,464 % | 0,063 % |
| 14 | 9,392 % | 1,492 % | 0,101 % |
| 15 | 9,281 % | 1,525 % | 0,133 % |
| 16 | 9,168 % | 1,553 % | 0,169 % |
| 17 | 9,055 % | 1,576 % | 0,197 % |
| 18 | 8,943 % | 1,595 % | 0,223 % |
| 19 | 8,832 % | 1,612 % | 0,246 % |
| 20 | 8,724 % | 1,625 % | 0,268 % |
| 21 | 8,618 % | 1,636 % | 0,288 % |
| 22 | 8,516 % | 1,646 % | 0,305 % |
| 23 | 8,417 % | 1,654 % | 0,319 % |
| 24 | 8,321 % | 1,662 % | 0,329 % |
| 25 | 8,229 % | 1,668 % | 0,334 % |
| 26 | 8,140 % | 1,674 % | 0,335 % |
| 27 | 8,055 % | 1,679 % | 0,335 % |
| 28 | 7,973 % | 1,684 % | 0,339 % |
| 29 | 7,894 % | 1,687 % | 0,348 % |
| 30 | 7,819 % | 1,689 % | 0,365 % |
| 31 | 7,747 % | 1,691 % | 0,391 % |
| 32 | 7,678 % | 1,691 % | 0,423 % |
| 33 | 7,612 % | 1,692 % | 0,461 % |
| 34 | 7,549 % | 1,693 % | 0,503 % |
| 35 | 7,488 % | 1,695 % | 0,547 % |
| 36 | 7,430 % | 1,697 % | 0,593 % |
| 37 | 7,375 % | 1,700 % | 0,639 % |
| 38 | 7,322 % | 1,701 % | 0,687 % |
| 39 | 7,271 % | 1,699 % | 0,734 % |
| 40 | 7,222 % | 1,695 % | 0,781 % |
| 41 | 7,175 % | 1,688 % | 0,827 % |
| 42 | 7,130 % | 1,678 % | 0,873 % |
| 43 | 7,087 % | 1,669 % | 0,918 % |
| 44 | 7,046 % | 1,661 % | 0,961 % |
| 45 | 7,006 % | 1,655 % | 1,004 % |
| 46 | 6,968 % | 1,652 % | 1,046 % |
| 47 | 6,931 % | 1,652 % | 1,087 % |
| 48 | 6,896 % | 1,655 % | 1,126 % |
| 49 | 6,862 % | 1,663 % | 1,165 % |
| 50 | 6,829 % | 1,674 % | 1,202 % |
| 51 | 6,798 % | 1,691 % | 1,238 % |
| 52 | 6,767 % | 1,710 % | 1,273 % |
| 53 | 6,738 % | 1,733 % | 1,308 % |
| 54 | 6,710 % | 1,758 % | 1,341 % |
| 55 | 6,683 % | 1,784 % | 1,373 % |
| 56 | 6,656 % | 1,812 % | 1,404 % |
| 57 | 6,631 % | 1,840 % | 1,434 % |
| 58 | 6,606 % | 1,870 % | 1,463 % |
| 59 | 6,582 % | 1,899 % | 1,492 % |
| 60 | 6,559 % | 1,929 % | 1,519 % |
| 61 | 6,537 % | 1,959 % | 1,546 % |
| 62 | 6,516 % | 1,988 % | 1,572 % |
| 63 | 6,495 % | 2,018 % | 1,597 % |
| 64 | 6,474 % | 2,047 % | 1,622 % |
| 65 | 6,455 % | 2,076 % | 1,646 % |
| 66 | 6,436 % | 2,104 % | 1,669 % |
| 67 | 6,417 % | 2,132 % | 1,691 % |
| 68 | 6,399 % | 2,159 % | 1,713 % |
| 69 | 6,382 % | 2,186 % | 1,734 % |
| 70 | 6,365 % | 2,213 % | 1,755 % |
| 71 | 6,349 % | 2,239 % | 1,775 % |
| 72 | 6,333 % | 2,265 % | 1,794 % |
| 73 | 6,317 % | 2,290 % | 1,813 % |
| 74 | 6,302 % | 2,314 % | 1,832 % |
| 75 | 6,287 % | 2,338 % | 1,850 % |
| 76 | 6,273 % | 2,361 % | 1,868 % |
| 77 | 6,259 % | 2,384 % | 1,885 % |
| 78 | 6,245 % | 2,407 % | 1,901 % |
| 79 | 6,232 % | 2,429 % | 1,918 % |
| 80 | 6,219 % | 2,450 % | 1,934 % |
| 81 | 6,206 % | 2,471 % | 1,949 % |
| 82 | 6,194 % | 2,492 % | 1,964 % |
| 83 | 6,182 % | 2,512 % | 1,979 % |
| 84 | 6,170 % | 2,531 % | 1,993 % |
| 85 | 6,159 % | 2,551 % | 2,008 % |
| 86 | 6,148 % | 2,570 % | 2,021 % |
| 87 | 6,137 % | 2,588 % | 2,035 % |
| 88 | 6,126 % | 2,606 % | 2,048 % |
| 89 | 6,115 % | 2,624 % | 2,061 % |
| 90 | 6,105 % | 2,641 % | 2,073 % |
| 91 | 6,095 % | 2,658 % | 2,086 % |
| 92 | 6,086 % | 2,674 % | 2,098 % |
| 93 | 6,076 % | 2,690 % | 2,110 % |
| 94 | 6,067 % | 2,706 % | 2,121 % |
| 95 | 6,057 % | 2,722 % | 2,132 % |
| 96 | 6,048 % | 2,737 % | 2,143 % |
| 97 | 6,040 % | 2,752 % | 2,154 % |
| 98 | 6,031 % | 2,767 % | 2,165 % |
| 99 | 6,023 % | 2,781 % | 2,175 % |
| 100 | 6,014 % | 2,795 % | 2,185 % |
| 101 | 6,006 % | 2,809 % | 2,195 % |
| 102 | 5,998 % | 2,822 % | 2,205 % |
| 103 | 5,991 % | 2,836 % | 2,215 % |
| 104 | 5,983 % | 2,849 % | 2,224 % |
| 105 | 5,975 % | 2,861 % | 2,234 % |
| 106 | 5,968 % | 2,874 % | 2,243 % |
| 107 | 5,961 % | 2,886 % | 2,252 % |
| 108 | 5,954 % | 2,898 % | 2,260 % |
| 109 | 5,947 % | 2,910 % | 2,269 % |
| 110 | 5,940 % | 2,922 % | 2,277 % |
| 111 | 5,933 % | 2,933 % | 2,286 % |
| 112 | 5,927 % | 2,945 % | 2,294 % |
| 113 | 5,920 % | 2,956 % | 2,302 % |
| 114 | 5,914 % | 2,966 % | 2,309 % |
| 115 | 5,908 % | 2,977 % | 2,317 % |
| 116 | 5,902 % | 2,988 % | 2,325 % |
| 117 | 5,896 % | 2,998 % | 2,332 % |
| 118 | 5,890 % | 3,008 % | 2,340 % |
| 119 | 5,884 % | 3,018 % | 2,347 % |
| 120 | 5,878 % | 3,028 % | 2,354 % |
| 121 | 5,873 % | 3,037 % | 2,361 % |
| 122 | 5,867 % | 3,047 % | 2,368 % |
| 123 | 5,862 % | 3,056 % | 2,374 % |
| 124 | 5,856 % | 3,065 % | 2,381 % |
| 125 | 5,851 % | 3,074 % | 2,388 % |
| 126 | 5,846 % | 3,083 % | 2,394 % |
| 127 | 5,841 % | 3,092 % | 2,400 % |
| 128 | 5,836 % | 3,101 % | 2,407 % |
| 129 | 5,831 % | 3,109 % | 2,413 % |
| 130 | 5,826 % | 3,117 % | 2,419 % |
| 131 | 5,821 % | 3,126 % | 2,425 % |
| 132 | 5,816 % | 3,134 % | 2,430 % |
| 133 | 5,812 % | 3,142 % | 2,436 % |
| 134 | 5,807 % | 3,150 % | 2,442 % |
| 135 | 5,803 % | 3,157 % | 2,448 % |
| 136 | 5,798 % | 3,165 % | 2,453 % |
| 137 | 5,794 % | 3,172 % | 2,458 % |
| 138 | 5,790 % | 3,180 % | 2,464 % |
| 139 | 5,785 % | 3,187 % | 2,469 % |
| 140 | 5,781 % | 3,194 % | 2,474 % |
| 141 | 5,777 % | 3,202 % | 2,479 % |
| 142 | 5,773 % | 3,209 % | 2,484 % |
| 143 | 5,769 % | 3,215 % | 2,489 % |
| 144 | 5,765 % | 3,222 % | 2,494 % |
| 145 | 5,761 % | 3,229 % | 2,499 % |
| 146 | 5,757 % | 3,236 % | 2,504 % |
| 147 | 5,753 % | 3,242 % | 2,509 % |
| 148 | 5,750 % | 3,249 % | 2,513 % |
| 149 | 5,746 % | 3,255 % | 2,518 % |
| 150 | 5,742 % | 3,261 % | 2,523 % |

Term to maturity (in years)

Turkish lira

US dollar

Yen

1

8,930 %

0,818 %

– 0,142 %

2

9,137 %

0,885 %

– 0,197 %

3

9,477 %

0,942 %

– 0,216 %

4

9,607 %

0,997 %

– 0,214 %

5

9,737 %

1,057 %

– 0,202 %

6

9,818 %

1,119 %

– 0,183 %

7

9,848 %

1,180 %

– 0,156 %

8

9,845 %

1,239 %

– 0,123 %

9

9,816 %

1,293 %

– 0,090 %

10

9,763 %

1,342 %

– 0,053 %

11

9,689 %

1,388 %

– 0,017 %

12

9,599 %

1,430 %

0,021 %

13

9,499 %

1,464 %

0,063 %

14

9,392 %

1,492 %

0,101 %

15

9,281 %

1,525 %

0,133 %

16

9,168 %

1,553 %

0,169 %

17

9,055 %

1,576 %

0,197 %

18

8,943 %

1,595 %

0,223 %

19

8,832 %

1,612 %

0,246 %

20

8,724 %

1,625 %

0,268 %

21

8,618 %

1,636 %

0,288 %

22

8,516 %

1,646 %

0,305 %

23

8,417 %

1,654 %

0,319 %

24

8,321 %

1,662 %

0,329 %

25

8,229 %

1,668 %

0,334 %

26

8,140 %

1,674 %

0,335 %

27

8,055 %

1,679 %

0,335 %

28

7,973 %

1,684 %

0,339 %

29

7,894 %

1,687 %

0,348 %

30

7,819 %

1,689 %

0,365 %

31

7,747 %

1,691 %

0,391 %

32

7,678 %

1,691 %

0,423 %

33

7,612 %

1,692 %

0,461 %

34

7,549 %

1,693 %

0,503 %

35

7,488 %

1,695 %

0,547 %

36

7,430 %

1,697 %

0,593 %

37

7,375 %

1,700 %

0,639 %

38

7,322 %

1,701 %

0,687 %

39

7,271 %

1,699 %

0,734 %

40

7,222 %

1,695 %

0,781 %

41

7,175 %

1,688 %

0,827 %

42

7,130 %

1,678 %

0,873 %

43

7,087 %

1,669 %

0,918 %

44

7,046 %

1,661 %

0,961 %

45

7,006 %

1,655 %

1,004 %

46

6,968 %

1,652 %

1,046 %

47

6,931 %

1,652 %

1,087 %

48

6,896 %

1,655 %

1,126 %

49

6,862 %

1,663 %

1,165 %

50

6,829 %

1,674 %

1,202 %

51

6,798 %

1,691 %

1,238 %

52

6,767 %

1,710 %

1,273 %

53

6,738 %

1,733 %

1,308 %

54

6,710 %

1,758 %

1,341 %

55

6,683 %

1,784 %

1,373 %

56

6,656 %

1,812 %

1,404 %

57

6,631 %

1,840 %

1,434 %

58

6,606 %

1,870 %

1,463 %

59

6,582 %

1,899 %

1,492 %

60

6,559 %

1,929 %

1,519 %

61

6,537 %

1,959 %

1,546 %

62

6,516 %

1,988 %

1,572 %

63

6,495 %

2,018 %

1,597 %

64

6,474 %

2,047 %

1,622 %

65

6,455 %

2,076 %

1,646 %

66

6,436 %

2,104 %

1,669 %

67

6,417 %

2,132 %

1,691 %

68

6,399 %

2,159 %

1,713 %

69

6,382 %

2,186 %

1,734 %

70

6,365 %

2,213 %

1,755 %

71

6,349 %

2,239 %

1,775 %

72

6,333 %

2,265 %

1,794 %

73

6,317 %

2,290 %

1,813 %

74

6,302 %

2,314 %

1,832 %

75

6,287 %

2,338 %

1,850 %

76

6,273 %

2,361 %

1,868 %

77

6,259 %

2,384 %

1,885 %

78

6,245 %

2,407 %

1,901 %

79

6,232 %

2,429 %

1,918 %

80

6,219 %

2,450 %

1,934 %

81

6,206 %

2,471 %

1,949 %

82

6,194 %

2,492 %

1,964 %

83

6,182 %

2,512 %

1,979 %

84

6,170 %

2,531 %

1,993 %

85

6,159 %

2,551 %

2,008 %

86

6,148 %

2,570 %

2,021 %

87

6,137 %

2,588 %

2,035 %

88

6,126 %

2,606 %

2,048 %

89

6,115 %

2,624 %

2,061 %

90

6,105 %

2,641 %

2,073 %

91

6,095 %

2,658 %

2,086 %

92

6,086 %

2,674 %

2,098 %

93

6,076 %

2,690 %

2,110 %

94

6,067 %

2,706 %

2,121 %

95

6,057 %

2,722 %

2,132 %

96

6,048 %

2,737 %

2,143 %

97

6,040 %

2,752 %

2,154 %

98

6,031 %

2,767 %

2,165 %

99

6,023 %

2,781 %

2,175 %

100

6,014 %

2,795 %

2,185 %

101

6,006 %

2,809 %

2,195 %

102

5,998 %

2,822 %

2,205 %

103

5,991 %

2,836 %

2,215 %

104

5,983 %

2,849 %

2,224 %

105

5,975 %

2,861 %

2,234 %

106

5,968 %

2,874 %

2,243 %

107

5,961 %

2,886 %

2,252 %

108

5,954 %

2,898 %

2,260 %

109

5,947 %

2,910 %

2,269 %

110

5,940 %

2,922 %

2,277 %

111

5,933 %

2,933 %

2,286 %

112

5,927 %

2,945 %

2,294 %

113

5,920 %

2,956 %

2,302 %

114

5,914 %

2,966 %

2,309 %

115

5,908 %

2,977 %

2,317 %

116

5,902 %

2,988 %

2,325 %

117

5,896 %

2,998 %

2,332 %

118

5,890 %

3,008 %

2,340 %

119

5,884 %

3,018 %

2,347 %

120

5,878 %

3,028 %

2,354 %

121

5,873 %

3,037 %

2,361 %

122

5,867 %

3,047 %

2,368 %

123

5,862 %

3,056 %

2,374 %

124

5,856 %

3,065 %

2,381 %

125

5,851 %

3,074 %

2,388 %

126

5,846 %

3,083 %

2,394 %

127

5,841 %

3,092 %

2,400 %

128

5,836 %

3,101 %

2,407 %

129

5,831 %

3,109 %

2,413 %

130

5,826 %

3,117 %

2,419 %

131

5,821 %

3,126 %

2,425 %

132

5,816 %

3,134 %

2,430 %

133

5,812 %

3,142 %

2,436 %

134

5,807 %

3,150 %

2,442 %

135

5,803 %

3,157 %

2,448 %

136

5,798 %

3,165 %

2,453 %

137

5,794 %

3,172 %

2,458 %

138

5,790 %

3,180 %

2,464 %

139

5,785 %

3,187 %

2,469 %

140

5,781 %

3,194 %

2,474 %

141

5,777 %

3,202 %

2,479 %

142

5,773 %

3,209 %

2,484 %

143

5,769 %

3,215 %

2,489 %

144

5,765 %

3,222 %

2,494 %

145

5,761 %

3,229 %

2,499 %

146

5,757 %

3,236 %

2,504 %

147

5,753 %

3,242 %

2,509 %

148

5,750 %

3,249 %

2,513 %

149

5,746 %

3,255 %

2,518 %

150

5,742 %

3,261 %

2,523 %

---

ANNEX II

Fundamental spreads for the calculation of the matching adjustment

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

1.   Exposures to central governments and central banks

The fundamental spreads apply to exposures denominated in all currencies.

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

| Duration (in years) | Austria | Belgium | Bulgaria | Croatia | Czech Republic | Cyprus | Denmark |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 34 | 5 | 2 | 28 | 2 |
| 2 | 0 | 0 | 43 | 5 | 2 | 46 | 1 |
| 3 | 0 | 2 | 48 | 5 | 4 | 51 | 1 |
| 4 | 0 | 4 | 51 | 5 | 5 | 51 | 1 |
| 5 | 1 | 5 | 56 | 5 | 7 | 54 | 0 |
| 6 | 2 | 6 | 59 | 5 | 9 | 55 | 0 |
| 7 | 3 | 7 | 62 | 5 | 11 | 56 | 0 |
| 8 | 3 | 8 | 63 | 5 | 13 | 55 | 0 |
| 9 | 4 | 9 | 65 | 5 | 14 | 52 | 0 |
| 10 | 4 | 9 | 68 | 5 | 15 | 51 | 1 |

Duration (in years)

Austria

Belgium

Bulgaria

Croatia

Czech Republic

Cyprus

Denmark

1

0

0

34

5

2

28

2

2

0

0

43

5

2

46

1

3

0

2

48

5

4

51

1

4

0

4

51

5

5

51

1

5

1

5

56

5

7

54

0

6

2

6

59

5

9

55

0

7

3

7

62

5

11

56

0

8

3

8

63

5

13

55

0

9

4

9

65

5

14

52

0

10

4

9

68

5

15

51

1

| Duration (in years) | Estonia | Finland | France | Germany | Greece | Hungary | Ireland |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 0 | 0 | 0 | 433 | 4 | 19 |
| 2 | 0 | 0 | 0 | 0 | 261 | 4 | 26 |
| 3 | 2 | 0 | 0 | 0 | 230 | 4 | 29 |
| 4 | 4 | 0 | 0 | 0 | 198 | 4 | 30 |
| 5 | 5 | 0 | 0 | 0 | 180 | 4 | 31 |
| 6 | 6 | 0 | 0 | 0 | 176 | 4 | 32 |
| 7 | 7 | 0 | 0 | 0 | 173 | 4 | 33 |
| 8 | 8 | 1 | 2 | 0 | 178 | 2 | 34 |
| 9 | 9 | 1 | 3 | 0 | 180 | 1 | 34 |
| 10 | 9 | 1 | 3 | 0 | 182 | 4 | 34 |

Duration (in years)

Estonia

Finland

France

Germany

Greece

Hungary

Ireland

1

0

0

0

0

433

4

19

2

0

0

0

0

261

4

26

3

2

0

0

0

230

4

29

4

4

0

0

0

198

4

30

5

5

0

0

0

180

4

31

6

6

0

0

0

176

4

32

7

7

0

0

0

173

4

33

8

8

1

2

0

178

2

34

9

9

1

3

0

180

1

34

10

9

1

3

0

182

4

34

| Duration (in years) | Italy | Latvia | Lithuania | Luxembourg | Malta | Netherlands | Portugal |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 6 | 6 | 0 | 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 | 32 | 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 | 34 | 1 | 51 |

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

32

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

34

1

51

| Duration (in years) | Rumania | Slovakia | Slovenia | Spain | Sweden | United Kingdom | Liechtenstein |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 14 | 21 | 6 | 0 | 0 | 0 |
| 2 | 19 | 18 | 24 | 13 | 0 | 0 | 0 |
| 3 | 21 | 21 | 29 | 16 | 0 | 0 | 0 |
| 4 | 23 | 22 | 34 | 18 | 0 | 0 | 0 |
| 5 | 24 | 24 | 38 | 20 | 0 | 0 | 0 |
| 6 | 26 | 25 | 41 | 22 | 0 | 0 | 0 |
| 7 | 27 | 26 | 43 | 23 | 0 | 0 | 0 |
| 8 | 29 | 28 | 44 | 24 | 0 | 0 | 0 |
| 9 | 31 | 28 | 44 | 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

24

13

0

0

0

3

21

21

29

16

0

0

0

4

23

22

34

18

0

0

0

5

24

24

38

20

0

0

0

6

26

25

41

22

0

0

0

7

27

26

43

23

0

0

0

8

29

28

44

24

0

0

0

9

31

28

44

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 | 11 |
| 2 | 0 | 0 | 12 | 0 | 19 | 0 | 18 |
| 3 | 0 | 0 | 12 | 0 | 18 | 1 | 30 |
| 4 | 0 | 0 | 12 | 0 | 17 | 2 | 39 |
| 5 | 0 | 0 | 12 | 0 | 16 | 3 | 41 |
| 6 | 0 | 0 | 12 | 0 | 15 | 3 | 45 |
| 7 | 0 | 0 | 12 | 0 | 14 | 4 | 47 |
| 8 | 0 | 0 | 12 | 0 | 15 | 8 | 44 |
| 9 | 0 | 0 | 12 | 0 | 16 | 5 | 41 |
| 10 | 0 | 0 | 12 | 0 | 13 | 5 | 44 |

Duration (in years)

Norway

Australia

Brazil

Canada

Chile

China

Colombia

1

0

0

12

0

17

0

11

2

0

0

12

0

19

0

18

3

0

0

12

0

18

1

30

4

0

0

12

0

17

2

39

5

0

0

12

0

16

3

41

6

0

0

12

0

15

3

45

7

0

0

12

0

14

4

47

8

0

0

12

0

15

8

44

9

0

0

12

0

16

5

41

10

0

0

12

0

13

5

44

| Duration (in years) | Hong Kong | India | Japan | Malaysia | Mexico | New Zealand | Russia |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 2 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 3 | 0 | 9 | 0 | 0 | 10 | 0 | 0 |
| 4 | 0 | 9 | 0 | 0 | 10 | 0 | 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 | 7 | 12 | 0 | 4 | 0 |
| 3 | 0 | 6 | 13 | 0 | 4 | 0 |
| 4 | 0 | 5 | 14 | 0 | 4 | 0 |
| 5 | 0 | 4 | 16 | 0 | 4 | 0 |
| 6 | 0 | 5 | 16 | 0 | 4 | 0 |
| 7 | 0 | 6 | 16 | 0 | 4 | 0 |
| 8 | 0 | 7 | 16 | 0 | 4 | 0 |
| 9 | 0 | 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

7

12

0

4

0

3

0

6

13

0

4

0

4

0

5

14

0

4

0

5

0

4

16

0

4

0

6

0

5

16

0

4

0

7

0

6

16

0

4

0

8

0

7

16

0

4

0

9

0

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 | 21 | 48 | 130 | 244 | 594 | 1503 |
| 2 | 6 | 21 | 48 | 130 | 244 | 594 | 1198 |
| 3 | 7 | 24 | 49 | 122 | 240 | 590 | 965 |
| 4 | 8 | 26 | 52 | 123 | 239 | 589 | 788 |
| 5 | 10 | 29 | 57 | 126 | 239 | 589 | 652 |
| 6 | 11 | 32 | 61 | 130 | 239 | 589 | 589 |
| 7 | 12 | 34 | 62 | 132 | 239 | 589 | 589 |
| 8 | 12 | 35 | 62 | 130 | 239 | 589 | 589 |
| 9 | 12 | 35 | 62 | 129 | 239 | 589 | 589 |
| 10 | 13 | 37 | 62 | 128 | 239 | 589 | 589 |
| 11 | 13 | 38 | 62 | 128 | 239 | 589 | 589 |
| 12 | 14 | 38 | 62 | 128 | 239 | 589 | 589 |
| 13 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 14 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 15 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 16 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 17 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 18 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 19 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 20 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 21 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 22 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 23 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 24 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 25 | 17 | 39 | 62 | 128 | 239 | 589 | 589 |
| 26 | 18 | 39 | 62 | 128 | 239 | 589 | 589 |
| 27 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 28 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 29 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 30 | 20 | 39 | 62 | 128 | 239 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

130

244

594

1503

2

6

21

48

130

244

594

1198

3

7

24

49

122

240

590

965

4

8

26

52

123

239

589

788

5

10

29

57

126

239

589

652

6

11

32

61

130

239

589

589

7

12

34

62

132

239

589

589

8

12

35

62

130

239

589

589

9

12

35

62

129

239

589

589

10

13

37

62

128

239

589

589

11

13

38

62

128

239

589

589

12

14

38

62

128

239

589

589

13

14

39

62

128

239

589

589

14

14

39

62

128

239

589

589

15

14

39

62

128

239

589

589

16

14

39

62

128

239

589

589

17

14

39

62

128

239

589

589

18

14

39

62

128

239

589

589

19

14

39

62

128

239

589

589

20

14

39

62

128

239

589

589

21

15

39

62

128

239

589

589

22

15

39

62

128

239

589

589

23

16

39

62

128

239

589

589

24

16

39

62

128

239

589

589

25

17

39

62

128

239

589

589

26

18

39

62

128

239

589

589

27

19

39

62

128

239

589

589

28

19

39

62

128

239

589

589

29

19

39

62

128

239

589

589

30

20

39

62

128

239

589

589

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 | 134 | 248 | 599 | 1514 |
| 2 | 12 | 28 | 55 | 136 | 250 | 601 | 1208 |
| 3 | 14 | 31 | 56 | 128 | 247 | 597 | 973 |
| 4 | 15 | 33 | 59 | 130 | 246 | 596 | 794 |
| 5 | 16 | 36 | 64 | 132 | 245 | 596 | 658 |
| 6 | 17 | 37 | 67 | 136 | 245 | 595 | 595 |
| 7 | 18 | 39 | 68 | 138 | 244 | 595 | 595 |
| 8 | 17 | 39 | 67 | 135 | 244 | 594 | 594 |
| 9 | 17 | 40 | 66 | 133 | 243 | 594 | 594 |
| 10 | 17 | 41 | 66 | 133 | 243 | 593 | 593 |
| 11 | 17 | 41 | 66 | 132 | 243 | 593 | 593 |
| 12 | 17 | 42 | 65 | 132 | 242 | 592 | 592 |
| 13 | 17 | 42 | 65 | 131 | 241 | 592 | 592 |
| 14 | 16 | 41 | 64 | 130 | 241 | 591 | 591 |
| 15 | 16 | 41 | 64 | 130 | 240 | 591 | 591 |
| 16 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 17 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 18 | 15 | 40 | 62 | 129 | 239 | 590 | 590 |
| 19 | 15 | 40 | 62 | 129 | 239 | 590 | 590 |
| 20 | 15 | 40 | 63 | 129 | 240 | 590 | 590 |
| 21 | 16 | 41 | 63 | 130 | 240 | 590 | 590 |
| 22 | 16 | 41 | 63 | 130 | 240 | 591 | 591 |
| 23 | 16 | 41 | 64 | 130 | 240 | 591 | 591 |
| 24 | 16 | 41 | 64 | 130 | 241 | 591 | 591 |
| 25 | 17 | 41 | 64 | 130 | 241 | 591 | 591 |
| 26 | 18 | 41 | 64 | 130 | 241 | 591 | 591 |
| 27 | 19 | 41 | 64 | 130 | 241 | 591 | 591 |
| 28 | 19 | 41 | 64 | 130 | 241 | 591 | 591 |
| 29 | 20 | 41 | 64 | 130 | 241 | 591 | 591 |
| 30 | 20 | 41 | 64 | 130 | 241 | 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

10

26

53

134

248

599

1514

2

12

28

55

136

250

601

1208

3

14

31

56

128

247

597

973

4

15

33

59

130

246

596

794

5

16

36

64

132

245

596

658

6

17

37

67

136

245

595

595

7

18

39

68

138

244

595

595

8

17

39

67

135

244

594

594

9

17

40

66

133

243

594

594

10

17

41

66

133

243

593

593

11

17

41

66

132

243

593

593

12

17

42

65

132

242

592

592

13

17

42

65

131

241

592

592

14

16

41

64

130

241

591

591

15

16

41

64

130

240

591

591

16

15

40

63

129

240

590

590

17

15

40

63

129

240

590

590

18

15

40

62

129

239

590

590

19

15

40

62

129

239

590

590

20

15

40

63

129

240

590

590

21

16

41

63

130

240

590

590

22

16

41

63

130

240

591

591

23

16

41

64

130

240

591

591

24

16

41

64

130

241

591

591

25

17

41

64

130

241

591

591

26

18

41

64

130

241

591

591

27

19

41

64

130

241

591

591

28

19

41

64

130

241

591

591

29

20

41

64

130

241

591

591

30

20

41

64

130

241

591

591

2.3   Danish krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 48 | 130 | 244 | 594 | 1 503 |
| 2 | 6 | 21 | 48 | 130 | 244 | 594 | 1 198 |
| 3 | 7 | 24 | 49 | 121 | 240 | 590 | 965 |
| 4 | 8 | 26 | 52 | 123 | 239 | 589 | 787 |
| 5 | 10 | 29 | 57 | 126 | 239 | 589 | 652 |
| 6 | 11 | 31 | 61 | 130 | 239 | 589 | 589 |
| 7 | 12 | 34 | 62 | 132 | 239 | 589 | 589 |
| 8 | 12 | 34 | 62 | 130 | 239 | 589 | 589 |
| 9 | 12 | 35 | 61 | 129 | 239 | 589 | 589 |
| 10 | 13 | 36 | 62 | 128 | 239 | 589 | 589 |
| 11 | 13 | 37 | 62 | 128 | 239 | 589 | 589 |
| 12 | 14 | 38 | 62 | 128 | 239 | 589 | 589 |
| 13 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 14 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 15 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 16 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 17 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 18 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 19 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 20 | 14 | 39 | 62 | 128 | 239 | 589 | 589 |
| 21 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 22 | 15 | 39 | 62 | 128 | 239 | 589 | 589 |
| 23 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 24 | 16 | 39 | 62 | 128 | 239 | 589 | 589 |
| 25 | 17 | 39 | 62 | 128 | 239 | 589 | 589 |
| 26 | 18 | 39 | 62 | 128 | 239 | 589 | 589 |
| 27 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 28 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 29 | 19 | 39 | 62 | 128 | 239 | 589 | 589 |
| 30 | 20 | 39 | 62 | 128 | 239 | 589 | 589 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

6

21

48

130

244

594

1 503

2

6

21

48

130

244

594

1 198

3

7

24

49

121

240

590

965

4

8

26

52

123

239

589

787

5

10

29

57

126

239

589

652

6

11

31

61

130

239

589

589

7

12

34

62

132

239

589

589

8

12

34

62

130

239

589

589

9

12

35

61

129

239

589

589

10

13

36

62

128

239

589

589

11

13

37

62

128

239

589

589

12

14

38

62

128

239

589

589

13

14

39

62

128

239

589

589

14

14

39

62

128

239

589

589

15

14

39

62

128

239

589

589

16

14

39

62

128

239

589

589

17

14

39

62

128

239

589

589

18

14

39

62

128

239

589

589

19

14

39

62

128

239

589

589

20

14

39

62

128

239

589

589

21

15

39

62

128

239

589

589

22

15

39

62

128

239

589

589

23

16

39

62

128

239

589

589

24

16

39

62

128

239

589

589

25

17

39

62

128

239

589

589

26

18

39

62

128

239

589

589

27

19

39

62

128

239

589

589

28

19

39

62

128

239

589

589

29

19

39

62

128

239

589

589

30

20

39

62

128

239

589

589

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 | 88 | 104 | 131 | 212 | 326 | 677 | 1 524 |
| 2 | 83 | 99 | 126 | 207 | 321 | 671 | 1 221 |
| 3 | 87 | 104 | 129 | 201 | 320 | 670 | 985 |
| 4 | 85 | 103 | 129 | 200 | 316 | 666 | 807 |
| 5 | 83 | 103 | 131 | 199 | 313 | 663 | 670 |
| 6 | 82 | 103 | 132 | 201 | 310 | 660 | 660 |
| 7 | 81 | 102 | 131 | 201 | 307 | 658 | 658 |
| 8 | 79 | 102 | 129 | 197 | 306 | 656 | 656 |
| 9 | 78 | 101 | 127 | 194 | 304 | 655 | 655 |
| 10 | 74 | 98 | 123 | 190 | 300 | 651 | 651 |
| 11 | 72 | 96 | 120 | 187 | 297 | 648 | 648 |
| 12 | 70 | 95 | 119 | 185 | 296 | 646 | 646 |
| 13 | 70 | 95 | 118 | 184 | 295 | 645 | 645 |
| 14 | 70 | 95 | 117 | 184 | 294 | 644 | 644 |
| 15 | 69 | 94 | 117 | 183 | 294 | 644 | 644 |
| 16 | 68 | 93 | 116 | 182 | 293 | 643 | 643 |
| 17 | 68 | 93 | 115 | 182 | 292 | 643 | 643 |
| 18 | 67 | 92 | 114 | 181 | 291 | 642 | 642 |
| 19 | 66 | 91 | 114 | 180 | 290 | 641 | 641 |
| 20 | 65 | 90 | 113 | 179 | 290 | 640 | 640 |
| 21 | 64 | 89 | 112 | 179 | 289 | 639 | 639 |
| 22 | 64 | 89 | 111 | 178 | 288 | 638 | 638 |
| 23 | 63 | 88 | 110 | 177 | 287 | 638 | 638 |
| 24 | 62 | 87 | 109 | 176 | 286 | 636 | 636 |
| 25 | 60 | 86 | 108 | 175 | 285 | 635 | 635 |
| 26 | 59 | 84 | 107 | 174 | 284 | 634 | 634 |
| 27 | 58 | 83 | 106 | 172 | 283 | 633 | 633 |
| 28 | 57 | 82 | 105 | 171 | 282 | 632 | 632 |
| 29 | 56 | 81 | 104 | 170 | 281 | 631 | 631 |
| 30 | 55 | 80 | 103 | 169 | 280 | 630 | 630 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

88

104

131

212

326

677

1 524

2

83

99

126

207

321

671

1 221

3

87

104

129

201

320

670

985

4

85

103

129

200

316

666

807

5

83

103

131

199

313

663

670

6

82

103

132

201

310

660

660

7

81

102

131

201

307

658

658

8

79

102

129

197

306

656

656

9

78

101

127

194

304

655

655

10

74

98

123

190

300

651

651

11

72

96

120

187

297

648

648

12

70

95

119

185

296

646

646

13

70

95

118

184

295

645

645

14

70

95

117

184

294

644

644

15

69

94

117

183

294

644

644

16

68

93

116

182

293

643

643

17

68

93

115

182

292

643

643

18

67

92

114

181

291

642

642

19

66

91

114

180

290

641

641

20

65

90

113

179

290

640

640

21

64

89

112

179

289

639

639

22

64

89

111

178

288

638

638

23

63

88

110

177

287

638

638

24

62

87

109

176

286

636

636

25

60

86

108

175

285

635

635

26

59

84

107

174

284

634

634

27

58

83

106

172

283

633

633

28

57

82

105

171

282

632

632

29

56

81

104

170

281

631

631

30

55

80

103

169

280

630

630

2.5   Krona

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 10 | 25 | 52 | 134 | 248 | 598 | 1 496 |
| 2 | 12 | 27 | 54 | 136 | 250 | 600 | 1 194 |
| 3 | 14 | 31 | 56 | 129 | 247 | 597 | 962 |
| 4 | 16 | 34 | 59 | 131 | 247 | 597 | 786 |
| 5 | 17 | 37 | 65 | 133 | 246 | 597 | 652 |
| 6 | 18 | 39 | 68 | 138 | 246 | 597 | 597 |
| 7 | 19 | 41 | 70 | 139 | 246 | 596 | 596 |
| 8 | 19 | 41 | 68 | 137 | 245 | 596 | 596 |
| 9 | 18 | 41 | 68 | 135 | 245 | 595 | 595 |
| 10 | 18 | 42 | 67 | 134 | 244 | 595 | 595 |
| 11 | 18 | 43 | 67 | 133 | 244 | 594 | 594 |
| 12 | 18 | 43 | 66 | 133 | 243 | 594 | 594 |
| 13 | 18 | 43 | 66 | 132 | 243 | 593 | 593 |
| 14 | 18 | 43 | 66 | 132 | 242 | 593 | 593 |
| 15 | 18 | 43 | 65 | 132 | 242 | 592 | 592 |
| 16 | 17 | 42 | 65 | 131 | 241 | 592 | 592 |
| 17 | 17 | 42 | 64 | 131 | 241 | 592 | 592 |
| 18 | 17 | 42 | 64 | 131 | 241 | 591 | 591 |
| 19 | 17 | 42 | 64 | 131 | 241 | 591 | 591 |
| 20 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 21 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 22 | 17 | 43 | 65 | 132 | 242 | 592 | 592 |
| 23 | 18 | 43 | 65 | 132 | 242 | 593 | 593 |
| 24 | 18 | 43 | 65 | 132 | 242 | 593 | 593 |
| 25 | 18 | 43 | 65 | 132 | 242 | 593 | 593 |
| 26 | 18 | 43 | 65 | 132 | 242 | 593 | 593 |
| 27 | 19 | 43 | 65 | 132 | 242 | 593 | 593 |
| 28 | 19 | 43 | 65 | 132 | 242 | 593 | 593 |
| 29 | 20 | 43 | 65 | 132 | 242 | 593 | 593 |
| 30 | 21 | 43 | 65 | 132 | 242 | 593 | 593 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

10

25

52

134

248

598

1 496

2

12

27

54

136

250

600

1 194

3

14

31

56

129

247

597

962

4

16

34

59

131

247

597

786

5

17

37

65

133

246

597

652

6

18

39

68

138

246

597

597

7

19

41

70

139

246

596

596

8

19

41

68

137

245

596

596

9

18

41

68

135

245

595

595

10

18

42

67

134

244

595

595

11

18

43

67

133

244

594

594

12

18

43

66

133

243

594

594

13

18

43

66

132

243

593

593

14

18

43

66

132

242

593

593

15

18

43

65

132

242

592

592

16

17

42

65

131

241

592

592

17

17

42

64

131

241

592

592

18

17

42

64

131

241

591

591

19

17

42

64

131

241

591

591

20

17

42

65

131

242

592

592

21

17

42

65

131

242

592

592

22

17

43

65

132

242

592

592

23

18

43

65

132

242

593

593

24

18

43

65

132

242

593

593

25

18

43

65

132

242

593

593

26

18

43

65

132

242

593

593

27

19

43

65

132

242

593

593

28

19

43

65

132

242

593

593

29

20

43

65

132

242

593

593

30

21

43

65

132

242

593

593

2.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 53 | 69 | 96 | 178 | 291 | 642 | 1 530 |
| 2 | 57 | 73 | 100 | 181 | 295 | 646 | 1 228 |
| 3 | 62 | 79 | 105 | 177 | 296 | 646 | 993 |
| 4 | 66 | 84 | 110 | 181 | 297 | 647 | 814 |
| 5 | 68 | 88 | 116 | 184 | 297 | 648 | 677 |
| 6 | 69 | 90 | 119 | 188 | 297 | 647 | 647 |
| 7 | 69 | 91 | 120 | 189 | 296 | 646 | 646 |
| 8 | 68 | 91 | 118 | 186 | 295 | 645 | 645 |
| 9 | 67 | 90 | 116 | 183 | 293 | 644 | 644 |
| 10 | 66 | 89 | 115 | 181 | 292 | 642 | 642 |
| 11 | 64 | 89 | 113 | 180 | 290 | 640 | 640 |
| 12 | 63 | 88 | 111 | 178 | 288 | 639 | 639 |
| 13 | 62 | 87 | 110 | 176 | 287 | 637 | 637 |
| 14 | 61 | 86 | 108 | 175 | 285 | 636 | 636 |
| 15 | 59 | 84 | 107 | 173 | 284 | 634 | 634 |
| 16 | 58 | 83 | 106 | 172 | 283 | 633 | 633 |
| 17 | 57 | 82 | 105 | 171 | 282 | 632 | 632 |
| 18 | 56 | 81 | 104 | 170 | 281 | 631 | 631 |
| 19 | 56 | 81 | 103 | 170 | 280 | 631 | 631 |
| 20 | 55 | 80 | 103 | 169 | 279 | 630 | 630 |
| 21 | 54 | 79 | 102 | 168 | 279 | 629 | 629 |
| 22 | 53 | 78 | 101 | 168 | 278 | 628 | 628 |
| 23 | 53 | 78 | 100 | 167 | 277 | 628 | 628 |
| 24 | 52 | 77 | 99 | 166 | 276 | 627 | 627 |
| 25 | 51 | 76 | 99 | 165 | 275 | 626 | 626 |
| 26 | 50 | 75 | 98 | 164 | 275 | 625 | 625 |
| 27 | 49 | 74 | 97 | 163 | 274 | 624 | 624 |
| 28 | 48 | 73 | 96 | 162 | 273 | 623 | 623 |
| 29 | 47 | 72 | 95 | 162 | 272 | 622 | 622 |
| 30 | 47 | 72 | 94 | 161 | 271 | 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

53

69

96

178

291

642

1 530

2

57

73

100

181

295

646

1 228

3

62

79

105

177

296

646

993

4

66

84

110

181

297

647

814

5

68

88

116

184

297

648

677

6

69

90

119

188

297

647

647

7

69

91

120

189

296

646

646

8

68

91

118

186

295

645

645

9

67

90

116

183

293

644

644

10

66

89

115

181

292

642

642

11

64

89

113

180

290

640

640

12

63

88

111

178

288

639

639

13

62

87

110

176

287

637

637

14

61

86

108

175

285

636

636

15

59

84

107

173

284

634

634

16

58

83

106

172

283

633

633

17

57

82

105

171

282

632

632

18

56

81

104

170

281

631

631

19

56

81

103

170

280

631

631

20

55

80

103

169

279

630

630

21

54

79

102

168

279

629

629

22

53

78

101

168

278

628

628

23

53

78

100

167

277

628

628

24

52

77

99

166

276

627

627

25

51

76

99

165

275

626

626

26

50

75

98

164

275

625

625

27

49

74

97

163

274

624

624

28

48

73

96

162

273

623

623

29

47

72

95

162

272

622

622

30

47

72

94

161

271

622

622

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 | 47 | 129 | 243 | 593 | 1 502 |
| 2 | 5 | 21 | 47 | 129 | 243 | 593 | 1 197 |
| 3 | 6 | 23 | 48 | 121 | 239 | 590 | 964 |
| 4 | 7 | 25 | 51 | 122 | 238 | 588 | 787 |
| 5 | 9 | 28 | 56 | 125 | 238 | 588 | 652 |
| 6 | 10 | 31 | 60 | 129 | 238 | 588 | 588 |
| 7 | 11 | 33 | 62 | 131 | 238 | 588 | 588 |
| 8 | 11 | 34 | 61 | 129 | 238 | 588 | 588 |
| 9 | 11 | 35 | 61 | 128 | 238 | 588 | 588 |
| 10 | 12 | 36 | 61 | 128 | 238 | 588 | 588 |
| 11 | 12 | 37 | 61 | 128 | 238 | 588 | 588 |
| 12 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 13 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 14 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 15 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 16 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 17 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 18 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 19 | 13 | 38 | 61 | 128 | 238 | 588 | 588 |
| 20 | 14 | 38 | 61 | 128 | 238 | 588 | 588 |
| 21 | 15 | 38 | 61 | 128 | 238 | 588 | 588 |
| 22 | 15 | 38 | 61 | 128 | 238 | 588 | 588 |
| 23 | 16 | 38 | 61 | 128 | 238 | 588 | 588 |
| 24 | 16 | 38 | 61 | 128 | 238 | 588 | 588 |
| 25 | 17 | 39 | 61 | 128 | 238 | 588 | 588 |
| 26 | 18 | 39 | 61 | 128 | 238 | 588 | 588 |
| 27 | 19 | 39 | 61 | 128 | 238 | 588 | 588 |
| 28 | 19 | 39 | 61 | 128 | 238 | 588 | 588 |
| 29 | 19 | 39 | 61 | 128 | 238 | 588 | 588 |
| 30 | 20 | 39 | 61 | 128 | 238 | 588 | 588 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

21

47

129

243

593

1 502

2

5

21

47

129

243

593

1 197

3

6

23

48

121

239

590

964

4

7

25

51

122

238

588

787

5

9

28

56

125

238

588

652

6

10

31

60

129

238

588

588

7

11

33

62

131

238

588

588

8

11

34

61

129

238

588

588

9

11

35

61

128

238

588

588

10

12

36

61

128

238

588

588

11

12

37

61

128

238

588

588

12

13

38

61

128

238

588

588

13

13

38

61

128

238

588

588

14

13

38

61

128

238

588

588

15

13

38

61

128

238

588

588

16

13

38

61

128

238

588

588

17

13

38

61

128

238

588

588

18

13

38

61

128

238

588

588

19

13

38

61

128

238

588

588

20

14

38

61

128

238

588

588

21

15

38

61

128

238

588

588

22

15

38

61

128

238

588

588

23

16

38

61

128

238

588

588

24

16

38

61

128

238

588

588

25

17

39

61

128

238

588

588

26

18

39

61

128

238

588

588

27

19

39

61

128

238

588

588

28

19

39

61

128

238

588

588

29

19

39

61

128

238

588

588

30

20

39

61

128

238

588

588

2.8   Pound sterling

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 7 | 25 | 58 | 162 | 262 | 612 | 1 518 |
| 2 | 7 | 25 | 58 | 162 | 262 | 612 | 1 210 |
| 3 | 8 | 27 | 58 | 145 | 258 | 608 | 974 |
| 4 | 9 | 30 | 60 | 132 | 256 | 607 | 795 |
| 5 | 11 | 31 | 60 | 119 | 255 | 605 | 659 |
| 6 | 13 | 35 | 63 | 110 | 254 | 604 | 604 |
| 7 | 15 | 37 | 63 | 102 | 253 | 603 | 603 |
| 8 | 16 | 38 | 61 | 94 | 252 | 602 | 602 |
| 9 | 18 | 45 | 65 | 88 | 251 | 601 | 601 |
| 10 | 17 | 44 | 62 | 83 | 250 | 600 | 600 |
| 11 | 16 | 43 | 60 | 83 | 249 | 599 | 599 |
| 12 | 16 | 43 | 60 | 83 | 248 | 598 | 598 |
| 13 | 16 | 43 | 60 | 83 | 247 | 598 | 598 |
| 14 | 16 | 44 | 60 | 83 | 247 | 597 | 597 |
| 15 | 16 | 44 | 60 | 83 | 246 | 596 | 596 |
| 16 | 16 | 44 | 60 | 83 | 244 | 595 | 595 |
| 17 | 16 | 44 | 60 | 83 | 243 | 594 | 594 |
| 18 | 16 | 44 | 60 | 83 | 243 | 593 | 593 |
| 19 | 16 | 44 | 60 | 83 | 243 | 593 | 593 |
| 20 | 16 | 44 | 60 | 83 | 243 | 594 | 594 |
| 21 | 16 | 44 | 60 | 83 | 244 | 594 | 594 |
| 22 | 16 | 44 | 60 | 83 | 243 | 594 | 594 |
| 23 | 16 | 44 | 60 | 83 | 243 | 593 | 593 |
| 24 | 16 | 44 | 60 | 83 | 242 | 593 | 593 |
| 25 | 17 | 44 | 60 | 83 | 242 | 592 | 592 |
| 26 | 18 | 44 | 60 | 83 | 242 | 592 | 592 |
| 27 | 19 | 44 | 60 | 83 | 241 | 592 | 592 |
| 28 | 19 | 44 | 60 | 83 | 241 | 591 | 591 |
| 29 | 19 | 44 | 60 | 83 | 241 | 591 | 591 |
| 30 | 20 | 44 | 60 | 83 | 240 | 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

7

25

58

162

262

612

1 518

2

7

25

58

162

262

612

1 210

3

8

27

58

145

258

608

974

4

9

30

60

132

256

607

795

5

11

31

60

119

255

605

659

6

13

35

63

110

254

604

604

7

15

37

63

102

253

603

603

8

16

38

61

94

252

602

602

9

18

45

65

88

251

601

601

10

17

44

62

83

250

600

600

11

16

43

60

83

249

599

599

12

16

43

60

83

248

598

598

13

16

43

60

83

247

598

598

14

16

44

60

83

247

597

597

15

16

44

60

83

246

596

596

16

16

44

60

83

244

595

595

17

16

44

60

83

243

594

594

18

16

44

60

83

243

593

593

19

16

44

60

83

243

593

593

20

16

44

60

83

243

594

594

21

16

44

60

83

244

594

594

22

16

44

60

83

243

594

594

23

16

44

60

83

243

593

593

24

16

44

60

83

242

593

593

25

17

44

60

83

242

592

592

26

18

44

60

83

242

592

592

27

19

44

60

83

241

592

592

28

19

44

60

83

241

591

591

29

19

44

60

83

241

591

591

30

20

44

60

83

240

591

591

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 | 90 | 105 | 132 | 214 | 328 | 678 | 1 526 |
| 2 | 87 | 102 | 129 | 211 | 325 | 675 | 1 223 |
| 3 | 85 | 102 | 127 | 200 | 319 | 669 | 990 |
| 4 | 84 | 102 | 127 | 199 | 315 | 665 | 811 |
| 5 | 82 | 101 | 129 | 198 | 311 | 661 | 674 |
| 6 | 81 | 101 | 130 | 200 | 309 | 659 | 659 |
| 7 | 79 | 101 | 129 | 199 | 305 | 656 | 656 |
| 8 | 76 | 98 | 126 | 194 | 303 | 653 | 653 |
| 9 | 74 | 97 | 123 | 190 | 300 | 651 | 651 |
| 10 | 72 | 96 | 121 | 188 | 298 | 649 | 649 |
| 11 | 71 | 95 | 120 | 186 | 296 | 647 | 647 |
| 12 | 70 | 94 | 118 | 184 | 295 | 645 | 645 |
| 13 | 68 | 93 | 116 | 183 | 293 | 643 | 643 |
| 14 | 67 | 92 | 114 | 181 | 291 | 642 | 642 |
| 15 | 65 | 90 | 113 | 179 | 290 | 640 | 640 |
| 16 | 64 | 89 | 112 | 178 | 289 | 639 | 639 |
| 17 | 63 | 88 | 111 | 177 | 287 | 638 | 638 |
| 18 | 62 | 87 | 109 | 176 | 286 | 637 | 637 |
| 19 | 61 | 86 | 109 | 175 | 285 | 636 | 636 |
| 20 | 60 | 85 | 108 | 174 | 285 | 635 | 635 |
| 21 | 59 | 84 | 107 | 173 | 284 | 634 | 634 |
| 22 | 58 | 83 | 106 | 172 | 283 | 633 | 633 |
| 23 | 57 | 82 | 105 | 171 | 282 | 632 | 632 |
| 24 | 56 | 81 | 104 | 170 | 281 | 631 | 631 |
| 25 | 55 | 80 | 103 | 169 | 280 | 630 | 630 |
| 26 | 54 | 79 | 102 | 168 | 279 | 629 | 629 |
| 27 | 53 | 78 | 101 | 167 | 278 | 628 | 628 |
| 28 | 52 | 77 | 100 | 166 | 277 | 627 | 627 |
| 29 | 51 | 76 | 99 | 165 | 276 | 626 | 626 |
| 30 | 50 | 75 | 98 | 164 | 275 | 625 | 625 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

90

105

132

214

328

678

1 526

2

87

102

129

211

325

675

1 223

3

85

102

127

200

319

669

990

4

84

102

127

199

315

665

811

5

82

101

129

198

311

661

674

6

81

101

130

200

309

659

659

7

79

101

129

199

305

656

656

8

76

98

126

194

303

653

653

9

74

97

123

190

300

651

651

10

72

96

121

188

298

649

649

11

71

95

120

186

296

647

647

12

70

94

118

184

295

645

645

13

68

93

116

183

293

643

643

14

67

92

114

181

291

642

642

15

65

90

113

179

290

640

640

16

64

89

112

178

289

639

639

17

63

88

111

177

287

638

638

18

62

87

109

176

286

637

637

19

61

86

109

175

285

636

636

20

60

85

108

174

285

635

635

21

59

84

107

173

284

634

634

22

58

83

106

172

283

633

633

23

57

82

105

171

282

632

632

24

56

81

104

170

281

631

631

25

55

80

103

169

280

630

630

26

54

79

102

168

279

629

629

27

53

78

101

167

278

628

628

28

52

77

100

166

277

627

627

29

51

76

99

165

276

626

626

30

50

75

98

164

275

625

625

2.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 61 | 77 | 104 | 186 | 300 | 650 | 1 544 |
| 2 | 60 | 75 | 102 | 184 | 298 | 648 | 1 235 |
| 3 | 59 | 76 | 102 | 174 | 293 | 643 | 996 |
| 4 | 59 | 77 | 103 | 174 | 290 | 640 | 815 |
| 5 | 58 | 78 | 106 | 174 | 287 | 638 | 677 |
| 6 | 57 | 78 | 107 | 177 | 285 | 636 | 636 |
| 7 | 57 | 78 | 107 | 177 | 283 | 634 | 634 |
| 8 | 55 | 77 | 105 | 173 | 282 | 632 | 632 |
| 9 | 53 | 76 | 103 | 170 | 280 | 630 | 630 |
| 10 | 53 | 76 | 102 | 168 | 279 | 629 | 629 |
| 11 | 52 | 76 | 101 | 167 | 278 | 628 | 628 |
| 12 | 52 | 76 | 100 | 166 | 277 | 627 | 627 |
| 13 | 51 | 76 | 99 | 166 | 276 | 626 | 626 |
| 14 | 51 | 76 | 98 | 165 | 275 | 626 | 626 |
| 15 | 50 | 75 | 98 | 164 | 275 | 625 | 625 |
| 16 | 49 | 74 | 97 | 163 | 273 | 624 | 624 |
| 17 | 48 | 73 | 96 | 162 | 273 | 623 | 623 |
| 18 | 47 | 73 | 95 | 162 | 272 | 622 | 622 |
| 19 | 47 | 72 | 95 | 161 | 272 | 622 | 622 |
| 20 | 47 | 72 | 94 | 161 | 271 | 622 | 622 |
| 21 | 46 | 72 | 94 | 161 | 271 | 621 | 621 |
| 22 | 46 | 71 | 94 | 160 | 271 | 621 | 621 |
| 23 | 46 | 71 | 93 | 160 | 270 | 620 | 620 |
| 24 | 45 | 70 | 93 | 159 | 270 | 620 | 620 |
| 25 | 44 | 69 | 92 | 158 | 269 | 619 | 619 |
| 26 | 44 | 69 | 91 | 158 | 268 | 619 | 619 |
| 27 | 43 | 68 | 91 | 157 | 268 | 618 | 618 |
| 28 | 42 | 67 | 90 | 156 | 267 | 617 | 617 |
| 29 | 42 | 67 | 89 | 156 | 266 | 617 | 617 |
| 30 | 41 | 66 | 89 | 155 | 266 | 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

61

77

104

186

300

650

1 544

2

60

75

102

184

298

648

1 235

3

59

76

102

174

293

643

996

4

59

77

103

174

290

640

815

5

58

78

106

174

287

638

677

6

57

78

107

177

285

636

636

7

57

78

107

177

283

634

634

8

55

77

105

173

282

632

632

9

53

76

103

170

280

630

630

10

53

76

102

168

279

629

629

11

52

76

101

167

278

628

628

12

52

76

100

166

277

627

627

13

51

76

99

166

276

626

626

14

51

76

98

165

275

626

626

15

50

75

98

164

275

625

625

16

49

74

97

163

273

624

624

17

48

73

96

162

273

623

623

18

47

73

95

162

272

622

622

19

47

72

95

161

272

622

622

20

47

72

94

161

271

622

622

21

46

72

94

161

271

621

621

22

46

71

94

160

271

621

621

23

46

71

93

160

270

620

620

24

45

70

93

159

270

620

620

25

44

69

92

158

269

619

619

26

44

69

91

158

268

619

619

27

43

68

91

157

268

618

618

28

42

67

90

156

267

617

617

29

42

67

89

156

266

617

617

30

41

66

89

155

266

616

616

2.11   Norwegian krone

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 31 | 46 | 73 | 155 | 269 | 619 | 1 534 |
| 2 | 31 | 47 | 74 | 155 | 269 | 620 | 1 225 |
| 3 | 31 | 48 | 74 | 146 | 265 | 615 | 986 |
| 4 | 32 | 50 | 75 | 146 | 262 | 613 | 805 |
| 5 | 32 | 52 | 80 | 148 | 261 | 612 | 667 |
| 6 | 33 | 53 | 82 | 152 | 261 | 611 | 611 |
| 7 | 33 | 55 | 83 | 153 | 260 | 610 | 610 |
| 8 | 32 | 55 | 82 | 150 | 259 | 609 | 609 |
| 9 | 31 | 55 | 81 | 148 | 258 | 608 | 608 |
| 10 | 31 | 55 | 80 | 147 | 257 | 608 | 608 |
| 11 | 31 | 55 | 80 | 146 | 257 | 607 | 607 |
| 12 | 31 | 55 | 79 | 145 | 256 | 606 | 606 |
| 13 | 30 | 55 | 78 | 145 | 255 | 605 | 605 |
| 14 | 30 | 55 | 77 | 144 | 254 | 605 | 605 |
| 15 | 29 | 54 | 77 | 143 | 253 | 604 | 604 |
| 16 | 28 | 53 | 75 | 142 | 252 | 603 | 603 |
| 17 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 18 | 27 | 52 | 74 | 141 | 251 | 602 | 602 |
| 19 | 26 | 51 | 74 | 141 | 251 | 601 | 601 |
| 20 | 26 | 52 | 74 | 141 | 251 | 601 | 601 |
| 21 | 27 | 52 | 74 | 141 | 251 | 601 | 601 |
| 22 | 26 | 51 | 74 | 141 | 251 | 601 | 601 |
| 23 | 26 | 51 | 74 | 140 | 251 | 601 | 601 |
| 24 | 26 | 51 | 74 | 140 | 251 | 601 | 601 |
| 25 | 26 | 51 | 74 | 140 | 250 | 601 | 601 |
| 26 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 27 | 25 | 51 | 73 | 140 | 250 | 600 | 600 |
| 28 | 25 | 50 | 73 | 139 | 250 | 600 | 600 |
| 29 | 25 | 50 | 73 | 139 | 250 | 600 | 600 |
| 30 | 25 | 50 | 72 | 139 | 249 | 600 | 600 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

31

46

73

155

269

619

1 534

2

31

47

74

155

269

620

1 225

3

31

48

74

146

265

615

986

4

32

50

75

146

262

613

805

5

32

52

80

148

261

612

667

6

33

53

82

152

261

611

611

7

33

55

83

153

260

610

610

8

32

55

82

150

259

609

609

9

31

55

81

148

258

608

608

10

31

55

80

147

257

608

608

11

31

55

80

146

257

607

607

12

31

55

79

145

256

606

606

13

30

55

78

145

255

605

605

14

30

55

77

144

254

605

605

15

29

54

77

143

253

604

604

16

28

53

75

142

252

603

603

17

27

52

75

141

252

602

602

18

27

52

74

141

251

602

602

19

26

51

74

141

251

601

601

20

26

52

74

141

251

601

601

21

27

52

74

141

251

601

601

22

26

51

74

141

251

601

601

23

26

51

74

140

251

601

601

24

26

51

74

140

251

601

601

25

26

51

74

140

250

601

601

26

26

51

73

140

250

601

601

27

25

51

73

140

250

600

600

28

25

50

73

139

250

600

600

29

25

50

73

139

250

600

600

30

25

50

72

139

249

600

600

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 | 27 | 109 | 223 | 573 | 1 492 |
| 2 | 1 | 6 | 28 | 110 | 224 | 574 | 1 189 |
| 3 | 2 | 6 | 29 | 102 | 220 | 571 | 958 |
| 4 | 2 | 8 | 32 | 103 | 219 | 570 | 782 |
| 5 | 3 | 9 | 37 | 106 | 219 | 569 | 648 |
| 6 | 4 | 12 | 41 | 110 | 219 | 569 | 569 |
| 7 | 5 | 14 | 43 | 112 | 219 | 569 | 569 |
| 8 | 6 | 15 | 42 | 110 | 219 | 569 | 569 |
| 9 | 6 | 16 | 42 | 109 | 219 | 569 | 569 |
| 10 | 7 | 17 | 42 | 109 | 219 | 569 | 569 |
| 11 | 8 | 19 | 43 | 110 | 220 | 571 | 571 |
| 12 | 9 | 19 | 42 | 108 | 219 | 569 | 569 |
| 13 | 9 | 20 | 43 | 110 | 220 | 570 | 570 |
| 14 | 10 | 20 | 43 | 109 | 220 | 570 | 570 |
| 15 | 10 | 19 | 42 | 108 | 219 | 569 | 569 |
| 16 | 12 | 18 | 41 | 107 | 217 | 568 | 568 |
| 17 | 12 | 19 | 40 | 107 | 217 | 568 | 568 |
| 18 | 13 | 19 | 41 | 107 | 218 | 568 | 568 |
| 19 | 13 | 20 | 41 | 107 | 218 | 568 | 568 |
| 20 | 13 | 21 | 42 | 108 | 219 | 569 | 569 |
| 21 | 15 | 22 | 42 | 109 | 219 | 569 | 569 |
| 22 | 15 | 22 | 42 | 109 | 219 | 570 | 570 |
| 23 | 16 | 23 | 43 | 109 | 219 | 570 | 570 |
| 24 | 16 | 25 | 43 | 109 | 219 | 570 | 570 |
| 25 | 17 | 25 | 44 | 109 | 219 | 570 | 570 |
| 26 | 17 | 26 | 45 | 109 | 219 | 570 | 570 |
| 27 | 18 | 26 | 47 | 109 | 219 | 570 | 570 |
| 28 | 19 | 27 | 49 | 109 | 219 | 570 | 570 |
| 29 | 19 | 29 | 50 | 109 | 219 | 570 | 570 |
| 30 | 20 | 29 | 51 | 109 | 219 | 570 | 570 |

Duration (in years)

Credit quality step 0

Credit 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

27

109

223

573

1 492

2

1

6

28

110

224

574

1 189

3

2

6

29

102

220

571

958

4

2

8

32

103

219

570

782

5

3

9

37

106

219

569

648

6

4

12

41

110

219

569

569

7

5

14

43

112

219

569

569

8

6

15

42

110

219

569

569

9

6

16

42

109

219

569

569

10

7

17

42

109

219

569

569

11

8

19

43

110

220

571

571

12

9

19

42

108

219

569

569

13

9

20

43

110

220

570

570

14

10

20

43

109

220

570

570

15

10

19

42

108

219

569

569

16

12

18

41

107

217

568

568

17

12

19

40

107

217

568

568

18

13

19

41

107

218

568

568

19

13

20

41

107

218

568

568

20

13

21

42

108

219

569

569

21

15

22

42

109

219

569

569

22

15

22

42

109

219

570

570

23

16

23

43

109

219

570

570

24

16

25

43

109

219

570

570

25

17

25

44

109

219

570

570

26

17

26

45

109

219

570

570

27

18

26

47

109

219

570

570

28

19

27

49

109

219

570

570

29

19

29

50

109

219

570

570

30

20

29

51

109

219

570

570

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 | 172 | 286 | 636 | 1 552 |
| 2 | 47 | 63 | 90 | 172 | 286 | 636 | 1 237 |
| 3 | 48 | 65 | 90 | 163 | 281 | 631 | 996 |
| 4 | 48 | 66 | 92 | 163 | 279 | 629 | 813 |
| 5 | 49 | 68 | 96 | 165 | 278 | 628 | 673 |
| 6 | 49 | 69 | 98 | 168 | 277 | 627 | 627 |
| 7 | 49 | 71 | 99 | 169 | 276 | 626 | 626 |
| 8 | 48 | 70 | 97 | 166 | 274 | 625 | 625 |
| 9 | 47 | 70 | 96 | 163 | 273 | 624 | 624 |
| 10 | 46 | 70 | 95 | 162 | 272 | 623 | 623 |
| 11 | 46 | 70 | 95 | 161 | 272 | 622 | 622 |
| 12 | 46 | 70 | 94 | 160 | 271 | 621 | 621 |
| 13 | 45 | 70 | 93 | 160 | 270 | 620 | 620 |
| 14 | 45 | 70 | 92 | 159 | 269 | 620 | 620 |
| 15 | 44 | 69 | 92 | 158 | 269 | 619 | 619 |
| 16 | 43 | 68 | 91 | 157 | 268 | 618 | 618 |
| 17 | 42 | 67 | 90 | 157 | 267 | 617 | 617 |
| 18 | 42 | 67 | 90 | 156 | 266 | 617 | 617 |
| 19 | 41 | 66 | 89 | 156 | 266 | 616 | 616 |
| 20 | 41 | 66 | 89 | 155 | 266 | 616 | 616 |
| 21 | 41 | 66 | 89 | 155 | 266 | 616 | 616 |
| 22 | 41 | 66 | 88 | 155 | 265 | 616 | 616 |
| 23 | 40 | 65 | 88 | 154 | 265 | 615 | 615 |
| 24 | 40 | 65 | 87 | 154 | 264 | 615 | 615 |
| 25 | 39 | 64 | 87 | 153 | 264 | 614 | 614 |
| 26 | 39 | 64 | 86 | 153 | 263 | 614 | 614 |
| 27 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 28 | 37 | 62 | 85 | 152 | 262 | 612 | 612 |
| 29 | 37 | 62 | 84 | 151 | 261 | 612 | 612 |
| 30 | 36 | 61 | 84 | 150 | 261 | 611 | 611 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

47

63

90

172

286

636

1 552

2

47

63

90

172

286

636

1 237

3

48

65

90

163

281

631

996

4

48

66

92

163

279

629

813

5

49

68

96

165

278

628

673

6

49

69

98

168

277

627

627

7

49

71

99

169

276

626

626

8

48

70

97

166

274

625

625

9

47

70

96

163

273

624

624

10

46

70

95

162

272

623

623

11

46

70

95

161

272

622

622

12

46

70

94

160

271

621

621

13

45

70

93

160

270

620

620

14

45

70

92

159

269

620

620

15

44

69

92

158

269

619

619

16

43

68

91

157

268

618

618

17

42

67

90

157

267

617

617

18

42

67

90

156

266

617

617

19

41

66

89

156

266

616

616

20

41

66

89

155

266

616

616

21

41

66

89

155

266

616

616

22

41

66

88

155

265

616

616

23

40

65

88

154

265

615

615

24

40

65

87

154

264

615

615

25

39

64

87

153

264

614

614

26

39

64

86

153

263

614

614

27

38

63

86

152

263

613

613

28

37

62

85

152

262

612

612

29

37

62

84

151

261

612

612

30

36

61

84

150

261

611

611

2.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 14 | 30 | 57 | 138 | 252 | 603 | 1 544 |
| 2 | 18 | 34 | 61 | 143 | 256 | 607 | 1 231 |
| 3 | 23 | 40 | 65 | 137 | 256 | 606 | 992 |
| 4 | 27 | 45 | 70 | 142 | 257 | 608 | 811 |
| 5 | 30 | 49 | 77 | 146 | 259 | 609 | 672 |
| 6 | 28 | 49 | 78 | 148 | 256 | 607 | 607 |
| 7 | 34 | 56 | 84 | 154 | 261 | 611 | 611 |
| 8 | 32 | 55 | 82 | 150 | 259 | 609 | 609 |
| 9 | 33 | 57 | 83 | 150 | 260 | 610 | 610 |
| 10 | 36 | 59 | 85 | 151 | 262 | 612 | 612 |
| 11 | 37 | 62 | 86 | 152 | 263 | 613 | 613 |
| 12 | 39 | 63 | 87 | 153 | 264 | 614 | 614 |
| 13 | 39 | 64 | 87 | 154 | 264 | 615 | 615 |
| 14 | 40 | 65 | 88 | 154 | 265 | 615 | 615 |
| 15 | 40 | 65 | 88 | 154 | 265 | 615 | 615 |
| 16 | 40 | 65 | 87 | 154 | 264 | 614 | 614 |
| 17 | 40 | 65 | 87 | 154 | 264 | 614 | 614 |
| 18 | 39 | 64 | 86 | 153 | 263 | 614 | 614 |
| 19 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 20 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 21 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 22 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 23 | 38 | 63 | 85 | 152 | 262 | 613 | 613 |
| 24 | 37 | 62 | 85 | 151 | 262 | 612 | 612 |
| 25 | 37 | 62 | 85 | 151 | 261 | 612 | 612 |
| 26 | 36 | 61 | 84 | 150 | 261 | 611 | 611 |
| 27 | 36 | 61 | 84 | 150 | 260 | 611 | 611 |
| 28 | 35 | 60 | 83 | 149 | 260 | 610 | 610 |
| 29 | 35 | 60 | 82 | 149 | 259 | 610 | 610 |
| 30 | 34 | 59 | 82 | 148 | 259 | 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

14

30

57

138

252

603

1 544

2

18

34

61

143

256

607

1 231

3

23

40

65

137

256

606

992

4

27

45

70

142

257

608

811

5

30

49

77

146

259

609

672

6

28

49

78

148

256

607

607

7

34

56

84

154

261

611

611

8

32

55

82

150

259

609

609

9

33

57

83

150

260

610

610

10

36

59

85

151

262

612

612

11

37

62

86

152

263

613

613

12

39

63

87

153

264

614

614

13

39

64

87

154

264

615

615

14

40

65

88

154

265

615

615

15

40

65

88

154

265

615

615

16

40

65

87

154

264

614

614

17

40

65

87

154

264

614

614

18

39

64

86

153

263

614

614

19

38

63

86

152

263

613

613

20

38

63

86

152

263

613

613

21

38

63

86

152

263

613

613

22

38

63

86

152

263

613

613

23

38

63

85

152

262

613

613

24

37

62

85

151

262

612

612

25

37

62

85

151

261

612

612

26

36

61

84

150

261

611

611

27

36

61

84

150

260

611

611

28

35

60

83

149

260

610

610

29

35

60

82

149

259

610

610

30

34

59

82

148

259

609

609

2.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 13 | 28 | 55 | 137 | 251 | 601 | 1 527 |
| 2 | 14 | 30 | 57 | 138 | 252 | 603 | 1 218 |
| 3 | 16 | 33 | 59 | 131 | 250 | 600 | 981 |
| 4 | 18 | 36 | 62 | 133 | 249 | 599 | 801 |
| 5 | 20 | 39 | 67 | 136 | 249 | 599 | 663 |
| 6 | 21 | 42 | 71 | 140 | 249 | 600 | 600 |
| 7 | 23 | 44 | 73 | 143 | 249 | 600 | 600 |
| 8 | 22 | 45 | 72 | 140 | 249 | 600 | 600 |
| 9 | 23 | 46 | 72 | 139 | 249 | 600 | 600 |
| 10 | 24 | 47 | 73 | 139 | 250 | 600 | 600 |
| 11 | 24 | 49 | 73 | 139 | 250 | 600 | 600 |
| 12 | 25 | 50 | 73 | 140 | 250 | 600 | 600 |
| 13 | 26 | 50 | 73 | 140 | 250 | 601 | 601 |
| 14 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 15 | 26 | 51 | 74 | 140 | 250 | 601 | 601 |
| 16 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 17 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 18 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 19 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 20 | 26 | 51 | 74 | 140 | 250 | 601 | 601 |
| 21 | 26 | 51 | 74 | 140 | 250 | 601 | 601 |
| 22 | 26 | 51 | 73 | 140 | 250 | 601 | 601 |
| 23 | 26 | 51 | 73 | 140 | 250 | 600 | 600 |
| 24 | 25 | 50 | 73 | 139 | 250 | 600 | 600 |
| 25 | 25 | 50 | 73 | 139 | 249 | 600 | 600 |
| 26 | 25 | 50 | 72 | 139 | 249 | 600 | 600 |
| 27 | 24 | 49 | 72 | 138 | 249 | 599 | 599 |
| 28 | 24 | 49 | 72 | 138 | 249 | 599 | 599 |
| 29 | 24 | 49 | 71 | 138 | 248 | 599 | 599 |
| 30 | 23 | 49 | 71 | 138 | 248 | 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

13

28

55

137

251

601

1 527

2

14

30

57

138

252

603

1 218

3

16

33

59

131

250

600

981

4

18

36

62

133

249

599

801

5

20

39

67

136

249

599

663

6

21

42

71

140

249

600

600

7

23

44

73

143

249

600

600

8

22

45

72

140

249

600

600

9

23

46

72

139

249

600

600

10

24

47

73

139

250

600

600

11

24

49

73

139

250

600

600

12

25

50

73

140

250

600

600

13

26

50

73

140

250

601

601

14

26

51

73

140

250

601

601

15

26

51

74

140

250

601

601

16

26

51

73

140

250

601

601

17

26

51

73

140

250

601

601

18

26

51

73

140

250

601

601

19

26

51

73

140

250

601

601

20

26

51

74

140

250

601

601

21

26

51

74

140

250

601

601

22

26

51

73

140

250

601

601

23

26

51

73

140

250

600

600

24

25

50

73

139

250

600

600

25

25

50

73

139

249

600

600

26

25

50

72

139

249

600

600

27

24

49

72

138

249

599

599

28

24

49

72

138

249

599

599

29

24

49

71

138

248

599

599

30

23

49

71

138

248

598

598

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 | 174 | 288 | 638 | 1 585 |
| 2 | 52 | 68 | 95 | 177 | 291 | 641 | 1 264 |
| 3 | 56 | 73 | 99 | 171 | 290 | 640 | 1 018 |
| 4 | 59 | 77 | 102 | 174 | 289 | 640 | 832 |
| 5 | 61 | 80 | 108 | 177 | 290 | 640 | 690 |
| 6 | 62 | 83 | 112 | 181 | 290 | 641 | 641 |
| 7 | 63 | 85 | 113 | 183 | 290 | 640 | 640 |
| 8 | 63 | 85 | 112 | 180 | 289 | 640 | 640 |
| 9 | 62 | 86 | 112 | 179 | 289 | 639 | 639 |
| 10 | 63 | 87 | 112 | 178 | 289 | 639 | 639 |
| 11 | 63 | 87 | 112 | 178 | 288 | 639 | 639 |
| 12 | 63 | 87 | 111 | 177 | 288 | 638 | 638 |
| 13 | 62 | 87 | 110 | 176 | 287 | 637 | 637 |
| 14 | 61 | 87 | 109 | 176 | 286 | 636 | 636 |
| 15 | 61 | 86 | 108 | 175 | 285 | 635 | 635 |
| 16 | 60 | 85 | 107 | 174 | 284 | 635 | 635 |
| 17 | 59 | 84 | 106 | 173 | 283 | 634 | 634 |
| 18 | 58 | 83 | 106 | 172 | 283 | 633 | 633 |
| 19 | 57 | 82 | 105 | 171 | 282 | 632 | 632 |
| 20 | 57 | 82 | 104 | 171 | 281 | 632 | 632 |
| 21 | 56 | 81 | 104 | 170 | 280 | 631 | 631 |
| 22 | 55 | 80 | 103 | 169 | 280 | 630 | 630 |
| 23 | 54 | 79 | 102 | 168 | 279 | 629 | 629 |
| 24 | 53 | 78 | 101 | 167 | 278 | 628 | 628 |
| 25 | 52 | 77 | 100 | 166 | 277 | 627 | 627 |
| 26 | 51 | 76 | 99 | 166 | 276 | 626 | 626 |
| 27 | 51 | 76 | 98 | 165 | 275 | 625 | 625 |
| 28 | 50 | 75 | 97 | 164 | 274 | 625 | 625 |
| 29 | 49 | 74 | 96 | 163 | 273 | 624 | 624 |
| 30 | 48 | 73 | 96 | 162 | 272 | 623 | 623 |

Duration (in years)

Credit quality step 0

Credit 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

174

288

638

1 585

2

52

68

95

177

291

641

1 264

3

56

73

99

171

290

640

1 018

4

59

77

102

174

289

640

832

5

61

80

108

177

290

640

690

6

62

83

112

181

290

641

641

7

63

85

113

183

290

640

640

8

63

85

112

180

289

640

640

9

62

86

112

179

289

639

639

10

63

87

112

178

289

639

639

11

63

87

112

178

288

639

639

12

63

87

111

177

288

638

638

13

62

87

110

176

287

637

637

14

61

87

109

176

286

636

636

15

61

86

108

175

285

635

635

16

60

85

107

174

284

635

635

17

59

84

106

173

283

634

634

18

58

83

106

172

283

633

633

19

57

82

105

171

282

632

632

20

57

82

104

171

281

632

632

21

56

81

104

170

280

631

631

22

55

80

103

169

280

630

630

23

54

79

102

168

279

629

629

24

53

78

101

167

278

628

628

25

52

77

100

166

277

627

627

26

51

76

99

166

276

626

626

27

51

76

98

165

275

625

625

28

50

75

97

164

274

625

625

29

49

74

96

163

273

624

624

30

48

73

96

162

272

623

623

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 | 205 | 318 | 669 | 1 612 |
| 2 | 85 | 100 | 127 | 209 | 323 | 673 | 1 288 |
| 3 | 86 | 103 | 128 | 200 | 319 | 669 | 1 039 |
| 4 | 86 | 104 | 130 | 201 | 317 | 667 | 849 |
| 5 | 89 | 109 | 137 | 205 | 319 | 669 | 704 |
| 6 | 91 | 112 | 141 | 210 | 319 | 669 | 669 |
| 7 | 93 | 114 | 143 | 213 | 319 | 670 | 670 |
| 8 | 94 | 116 | 143 | 212 | 320 | 671 | 671 |
| 9 | 94 | 117 | 144 | 211 | 321 | 671 | 671 |
| 10 | 95 | 119 | 144 | 210 | 321 | 671 | 671 |
| 11 | 95 | 119 | 143 | 210 | 320 | 671 | 671 |
| 12 | 94 | 119 | 142 | 209 | 319 | 670 | 670 |
| 13 | 93 | 118 | 141 | 208 | 318 | 668 | 668 |
| 14 | 92 | 117 | 140 | 206 | 317 | 667 | 667 |
| 15 | 91 | 116 | 138 | 205 | 315 | 665 | 665 |
| 16 | 89 | 114 | 137 | 203 | 314 | 664 | 664 |
| 17 | 88 | 113 | 135 | 202 | 312 | 663 | 663 |
| 18 | 86 | 111 | 134 | 200 | 311 | 661 | 661 |
| 19 | 85 | 110 | 133 | 199 | 309 | 660 | 660 |
| 20 | 84 | 109 | 131 | 198 | 308 | 659 | 659 |
| 21 | 82 | 107 | 130 | 196 | 307 | 657 | 657 |
| 22 | 81 | 106 | 128 | 195 | 305 | 656 | 656 |
| 23 | 79 | 104 | 127 | 193 | 304 | 654 | 654 |
| 24 | 78 | 103 | 125 | 192 | 302 | 653 | 653 |
| 25 | 76 | 101 | 124 | 190 | 301 | 651 | 651 |
| 26 | 75 | 100 | 122 | 189 | 299 | 649 | 649 |
| 27 | 73 | 98 | 121 | 187 | 298 | 648 | 648 |
| 28 | 72 | 97 | 119 | 186 | 296 | 646 | 646 |
| 29 | 70 | 95 | 118 | 184 | 295 | 645 | 645 |
| 30 | 69 | 94 | 116 | 183 | 293 | 643 | 643 |

Duration (in years)

Credit quality step 0

Credit 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

205

318

669

1 612

2

85

100

127

209

323

673

1 288

3

86

103

128

200

319

669

1 039

4

86

104

130

201

317

667

849

5

89

109

137

205

319

669

704

6

91

112

141

210

319

669

669

7

93

114

143

213

319

670

670

8

94

116

143

212

320

671

671

9

94

117

144

211

321

671

671

10

95

119

144

210

321

671

671

11

95

119

143

210

320

671

671

12

94

119

142

209

319

670

670

13

93

118

141

208

318

668

668

14

92

117

140

206

317

667

667

15

91

116

138

205

315

665

665

16

89

114

137

203

314

664

664

17

88

113

135

202

312

663

663

18

86

111

134

200

311

661

661

19

85

110

133

199

309

660

660

20

84

109

131

198

308

659

659

21

82

107

130

196

307

657

657

22

81

106

128

195

305

656

656

23

79

104

127

193

304

654

654

24

78

103

125

192

302

653

653

25

76

101

124

190

301

651

651

26

75

100

122

189

299

649

649

27

73

98

121

187

298

648

648

28

72

97

119

186

296

646

646

29

70

95

118

184

295

645

645

30

69

94

116

183

293

643

643

2.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 6 | 21 | 48 | 130 | 244 | 594 | 1 526 |
| 2 | 9 | 25 | 52 | 133 | 247 | 598 | 1 219 |
| 3 | 13 | 30 | 55 | 127 | 246 | 596 | 983 |
| 4 | 16 | 34 | 60 | 131 | 247 | 597 | 802 |
| 5 | 19 | 38 | 66 | 135 | 248 | 598 | 665 |
| 6 | 21 | 41 | 71 | 140 | 249 | 599 | 599 |
| 7 | 22 | 44 | 73 | 142 | 249 | 599 | 599 |
| 8 | 23 | 45 | 72 | 140 | 249 | 600 | 600 |
| 9 | 23 | 46 | 72 | 139 | 249 | 600 | 600 |
| 10 | 23 | 47 | 72 | 139 | 250 | 600 | 600 |
| 11 | 24 | 48 | 73 | 139 | 250 | 600 | 600 |
| 12 | 24 | 49 | 72 | 139 | 249 | 600 | 600 |
| 13 | 24 | 49 | 72 | 138 | 249 | 599 | 599 |
| 14 | 23 | 49 | 71 | 138 | 248 | 598 | 598 |
| 15 | 23 | 48 | 70 | 137 | 247 | 598 | 598 |
| 16 | 22 | 47 | 69 | 136 | 246 | 597 | 597 |
| 17 | 21 | 46 | 69 | 135 | 246 | 596 | 596 |
| 18 | 21 | 46 | 69 | 135 | 245 | 596 | 596 |
| 19 | 21 | 46 | 68 | 135 | 245 | 596 | 596 |
| 20 | 21 | 46 | 68 | 135 | 245 | 596 | 596 |
| 21 | 21 | 46 | 69 | 135 | 246 | 596 | 596 |
| 22 | 21 | 46 | 69 | 135 | 246 | 596 | 596 |
| 23 | 21 | 46 | 69 | 135 | 246 | 596 | 596 |
| 24 | 21 | 46 | 69 | 135 | 245 | 596 | 596 |
| 25 | 21 | 46 | 68 | 135 | 245 | 596 | 596 |
| 26 | 21 | 46 | 68 | 135 | 245 | 596 | 596 |
| 27 | 21 | 46 | 68 | 135 | 245 | 595 | 595 |
| 28 | 20 | 45 | 68 | 135 | 245 | 595 | 595 |
| 29 | 20 | 45 | 68 | 134 | 245 | 595 | 595 |
| 30 | 21 | 45 | 68 | 134 | 245 | 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

48

130

244

594

1 526

2

9

25

52

133

247

598

1 219

3

13

30

55

127

246

596

983

4

16

34

60

131

247

597

802

5

19

38

66

135

248

598

665

6

21

41

71

140

249

599

599

7

22

44

73

142

249

599

599

8

23

45

72

140

249

600

600

9

23

46

72

139

249

600

600

10

23

47

72

139

250

600

600

11

24

48

73

139

250

600

600

12

24

49

72

139

249

600

600

13

24

49

72

138

249

599

599

14

23

49

71

138

248

598

598

15

23

48

70

137

247

598

598

16

22

47

69

136

246

597

597

17

21

46

69

135

246

596

596

18

21

46

69

135

245

596

596

19

21

46

68

135

245

596

596

20

21

46

68

135

245

596

596

21

21

46

69

135

246

596

596

22

21

46

69

135

246

596

596

23

21

46

69

135

246

596

596

24

21

46

69

135

245

596

596

25

21

46

68

135

245

596

596

26

21

46

68

135

245

596

596

27

21

46

68

135

245

595

595

28

20

45

68

135

245

595

595

29

20

45

68

134

245

595

595

30

21

45

68

134

245

595

595

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 | 216 | 329 | 680 | 1 665 |
| 2 | 92 | 107 | 134 | 216 | 330 | 680 | 1 329 |
| 3 | 92 | 109 | 135 | 207 | 326 | 676 | 1 071 |
| 4 | 93 | 112 | 137 | 208 | 324 | 675 | 874 |
| 5 | 94 | 114 | 142 | 210 | 324 | 674 | 724 |
| 6 | 95 | 115 | 145 | 214 | 323 | 673 | 673 |
| 7 | 96 | 117 | 146 | 216 | 322 | 673 | 673 |
| 8 | 95 | 118 | 145 | 213 | 322 | 672 | 672 |
| 9 | 94 | 118 | 144 | 211 | 321 | 671 | 671 |
| 10 | 93 | 117 | 142 | 209 | 319 | 670 | 670 |
| 11 | 92 | 116 | 141 | 207 | 318 | 668 | 668 |
| 12 | 91 | 115 | 139 | 205 | 316 | 666 | 666 |
| 13 | 89 | 114 | 137 | 203 | 314 | 664 | 664 |
| 14 | 87 | 112 | 135 | 201 | 312 | 662 | 662 |
| 15 | 85 | 111 | 133 | 200 | 310 | 660 | 660 |
| 16 | 83 | 108 | 131 | 197 | 308 | 658 | 658 |
| 17 | 82 | 107 | 129 | 196 | 306 | 657 | 657 |
| 18 | 80 | 105 | 128 | 194 | 305 | 655 | 655 |
| 19 | 79 | 104 | 126 | 193 | 303 | 654 | 654 |
| 20 | 78 | 103 | 125 | 192 | 302 | 653 | 653 |
| 21 | 77 | 102 | 124 | 191 | 301 | 652 | 652 |
| 22 | 76 | 101 | 123 | 190 | 300 | 651 | 651 |
| 23 | 74 | 100 | 122 | 189 | 299 | 649 | 649 |
| 24 | 73 | 98 | 121 | 187 | 298 | 648 | 648 |
| 25 | 72 | 97 | 120 | 186 | 297 | 647 | 647 |
| 26 | 71 | 96 | 119 | 185 | 296 | 646 | 646 |
| 27 | 70 | 95 | 118 | 184 | 295 | 645 | 645 |
| 28 | 69 | 94 | 117 | 183 | 294 | 644 | 644 |
| 29 | 68 | 93 | 116 | 182 | 293 | 643 | 643 |
| 30 | 67 | 92 | 115 | 181 | 292 | 642 | 642 |

Duration (in years)

Credit quality step 0

Credit 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

216

329

680

1 665

2

92

107

134

216

330

680

1 329

3

92

109

135

207

326

676

1 071

4

93

112

137

208

324

675

874

5

94

114

142

210

324

674

724

6

95

115

145

214

323

673

673

7

96

117

146

216

322

673

673

8

95

118

145

213

322

672

672

9

94

118

144

211

321

671

671

10

93

117

142

209

319

670

670

11

92

116

141

207

318

668

668

12

91

115

139

205

316

666

666

13

89

114

137

203

314

664

664

14

87

112

135

201

312

662

662

15

85

111

133

200

310

660

660

16

83

108

131

197

308

658

658

17

82

107

129

196

306

657

657

18

80

105

128

194

305

655

655

19

79

104

126

193

303

654

654

20

78

103

125

192

302

653

653

21

77

102

124

191

301

652

652

22

76

101

123

190

300

651

651

23

74

100

122

189

299

649

649

24

73

98

121

187

298

648

648

25

72

97

120

186

297

647

647

26

71

96

119

185

296

646

646

27

70

95

118

184

295

645

645

28

69

94

117

183

294

644

644

29

68

93

116

182

293

643

643

30

67

92

115

181

292

642

642

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 | 358 | 374 | 401 | 482 | 596 | 947 | 1623 |
| 2 | 75 | 91 | 118 | 199 | 313 | 664 | 1303 |
| 3 | 79 | 96 | 122 | 194 | 313 | 663 | 1051 |
| 4 | 83 | 102 | 127 | 198 | 314 | 665 | 859 |
| 5 | 86 | 106 | 134 | 202 | 315 | 666 | 713 |
| 6 | 88 | 109 | 138 | 208 | 316 | 667 | 667 |
| 7 | 90 | 112 | 140 | 210 | 317 | 667 | 667 |
| 8 | 91 | 113 | 141 | 209 | 318 | 668 | 668 |
| 9 | 91 | 114 | 141 | 208 | 318 | 668 | 668 |
| 10 | 92 | 115 | 141 | 207 | 318 | 668 | 668 |
| 11 | 92 | 116 | 141 | 207 | 318 | 668 | 668 |
| 12 | 93 | 117 | 141 | 207 | 318 | 668 | 668 |
| 13 | 93 | 118 | 141 | 208 | 318 | 668 | 668 |
| 14 | 94 | 119 | 142 | 208 | 319 | 669 | 669 |
| 15 | 95 | 120 | 142 | 209 | 319 | 670 | 670 |
| 16 | 96 | 121 | 143 | 210 | 320 | 671 | 671 |
| 17 | 97 | 122 | 145 | 211 | 321 | 672 | 672 |
| 18 | 98 | 123 | 146 | 212 | 323 | 673 | 673 |
| 19 | 99 | 124 | 147 | 213 | 324 | 674 | 674 |
| 20 | 100 | 125 | 147 | 214 | 324 | 675 | 675 |
| 21 | 100 | 125 | 148 | 214 | 325 | 675 | 675 |
| 22 | 100 | 125 | 147 | 214 | 324 | 675 | 675 |
| 23 | 99 | 124 | 147 | 213 | 324 | 674 | 674 |
| 24 | 99 | 124 | 146 | 213 | 323 | 674 | 674 |
| 25 | 98 | 123 | 145 | 212 | 322 | 673 | 673 |
| 26 | 97 | 122 | 144 | 211 | 321 | 672 | 672 |
| 27 | 95 | 121 | 143 | 210 | 320 | 670 | 670 |
| 28 | 94 | 119 | 142 | 208 | 319 | 669 | 669 |
| 29 | 93 | 118 | 141 | 207 | 317 | 668 | 668 |
| 30 | 92 | 117 | 139 | 206 | 316 | 667 | 667 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

358

374

401

482

596

947

1623

2

75

91

118

199

313

664

1303

3

79

96

122

194

313

663

1051

4

83

102

127

198

314

665

859

5

86

106

134

202

315

666

713

6

88

109

138

208

316

667

667

7

90

112

140

210

317

667

667

8

91

113

141

209

318

668

668

9

91

114

141

208

318

668

668

10

92

115

141

207

318

668

668

11

92

116

141

207

318

668

668

12

93

117

141

207

318

668

668

13

93

118

141

208

318

668

668

14

94

119

142

208

319

669

669

15

95

120

142

209

319

670

670

16

96

121

143

210

320

671

671

17

97

122

145

211

321

672

672

18

98

123

146

212

323

673

673

19

99

124

147

213

324

674

674

20

100

125

147

214

324

675

675

21

100

125

148

214

325

675

675

22

100

125

147

214

324

675

675

23

99

124

147

213

324

674

674

24

99

124

146

213

323

674

674

25

98

123

145

212

322

673

673

26

97

122

144

211

321

672

672

27

95

121

143

210

320

670

670

28

94

119

142

208

319

669

669

29

93

118

141

207

317

668

668

30

92

117

139

206

316

667

667

2.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 10 | 37 | 118 | 232 | 583 | 1 516 |
| 2 | 1 | 10 | 36 | 118 | 232 | 582 | 1 210 |
| 3 | 2 | 12 | 37 | 109 | 228 | 578 | 975 |
| 4 | 2 | 13 | 39 | 110 | 226 | 576 | 796 |
| 5 | 3 | 15 | 43 | 112 | 225 | 575 | 660 |
| 6 | 4 | 17 | 46 | 116 | 224 | 575 | 575 |
| 7 | 5 | 19 | 47 | 117 | 224 | 574 | 574 |
| 8 | 6 | 19 | 46 | 114 | 223 | 573 | 573 |
| 9 | 6 | 18 | 45 | 112 | 222 | 572 | 572 |
| 10 | 7 | 19 | 44 | 111 | 222 | 572 | 572 |
| 11 | 8 | 20 | 45 | 111 | 221 | 572 | 572 |
| 12 | 9 | 21 | 44 | 111 | 221 | 572 | 572 |
| 13 | 9 | 22 | 45 | 111 | 221 | 572 | 572 |
| 14 | 10 | 22 | 45 | 111 | 222 | 572 | 572 |
| 15 | 10 | 22 | 45 | 111 | 222 | 572 | 572 |
| 16 | 12 | 22 | 45 | 111 | 222 | 572 | 572 |
| 17 | 12 | 22 | 45 | 112 | 222 | 572 | 572 |
| 18 | 13 | 23 | 46 | 112 | 222 | 573 | 573 |
| 19 | 13 | 23 | 46 | 113 | 223 | 573 | 573 |
| 20 | 14 | 24 | 47 | 114 | 224 | 574 | 574 |
| 21 | 15 | 25 | 48 | 114 | 225 | 575 | 575 |
| 22 | 16 | 26 | 49 | 115 | 226 | 576 | 576 |
| 23 | 16 | 27 | 49 | 116 | 226 | 577 | 577 |
| 24 | 16 | 27 | 50 | 116 | 227 | 577 | 577 |
| 25 | 17 | 28 | 50 | 117 | 227 | 578 | 578 |
| 26 | 18 | 28 | 51 | 117 | 228 | 578 | 578 |
| 27 | 19 | 29 | 51 | 118 | 228 | 578 | 578 |
| 28 | 19 | 29 | 51 | 118 | 228 | 579 | 579 |
| 29 | 20 | 29 | 52 | 118 | 229 | 579 | 579 |
| 30 | 20 | 30 | 52 | 119 | 229 | 579 | 579 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

10

37

118

232

583

1 516

2

1

10

36

118

232

582

1 210

3

2

12

37

109

228

578

975

4

2

13

39

110

226

576

796

5

3

15

43

112

225

575

660

6

4

17

46

116

224

575

575

7

5

19

47

117

224

574

574

8

6

19

46

114

223

573

573

9

6

18

45

112

222

572

572

10

7

19

44

111

222

572

572

11

8

20

45

111

221

572

572

12

9

21

44

111

221

572

572

13

9

22

45

111

221

572

572

14

10

22

45

111

222

572

572

15

10

22

45

111

222

572

572

16

12

22

45

111

222

572

572

17

12

22

45

112

222

572

572

18

13

23

46

112

222

573

573

19

13

23

46

113

223

573

573

20

14

24

47

114

224

574

574

21

15

25

48

114

225

575

575

22

16

26

49

115

226

576

576

23

16

27

49

116

226

577

577

24

16

27

50

116

227

577

577

25

17

28

50

117

227

578

578

26

18

28

51

117

228

578

578

27

19

29

51

118

228

578

578

28

19

29

51

118

228

579

579

29

20

29

52

118

229

579

579

30

20

30

52

119

229

579

579

2.22   New Zealand dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 54 | 69 | 96 | 178 | 292 | 642 | 1 555 |
| 2 | 55 | 70 | 97 | 179 | 293 | 643 | 1 239 |
| 3 | 55 | 72 | 98 | 170 | 289 | 639 | 998 |
| 4 | 56 | 74 | 100 | 171 | 287 | 637 | 815 |
| 5 | 56 | 76 | 104 | 172 | 286 | 636 | 675 |
| 6 | 57 | 78 | 107 | 176 | 285 | 635 | 635 |
| 7 | 57 | 79 | 107 | 177 | 283 | 634 | 634 |
| 8 | 56 | 79 | 106 | 174 | 283 | 633 | 633 |
| 9 | 55 | 79 | 105 | 172 | 282 | 632 | 632 |
| 10 | 55 | 78 | 104 | 170 | 281 | 631 | 631 |
| 11 | 53 | 78 | 102 | 169 | 279 | 629 | 629 |
| 12 | 52 | 77 | 100 | 167 | 277 | 628 | 628 |
| 13 | 51 | 76 | 99 | 165 | 276 | 626 | 626 |
| 14 | 50 | 75 | 97 | 164 | 274 | 624 | 624 |
| 15 | 48 | 73 | 96 | 162 | 272 | 623 | 623 |
| 16 | 46 | 71 | 94 | 160 | 271 | 621 | 621 |
| 17 | 45 | 70 | 93 | 159 | 269 | 620 | 620 |
| 18 | 44 | 69 | 91 | 158 | 268 | 619 | 619 |
| 19 | 43 | 68 | 90 | 157 | 267 | 618 | 618 |
| 20 | 42 | 67 | 90 | 156 | 267 | 617 | 617 |
| 21 | 41 | 66 | 89 | 156 | 266 | 616 | 616 |
| 22 | 41 | 66 | 88 | 155 | 265 | 616 | 616 |
| 23 | 40 | 65 | 88 | 154 | 265 | 615 | 615 |
| 24 | 39 | 64 | 87 | 154 | 264 | 614 | 614 |
| 25 | 39 | 64 | 86 | 153 | 263 | 614 | 614 |
| 26 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 27 | 37 | 62 | 85 | 151 | 262 | 612 | 612 |
| 28 | 37 | 62 | 84 | 151 | 261 | 612 | 612 |
| 29 | 36 | 61 | 84 | 150 | 261 | 611 | 611 |
| 30 | 35 | 60 | 83 | 149 | 260 | 610 | 610 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

54

69

96

178

292

642

1 555

2

55

70

97

179

293

643

1 239

3

55

72

98

170

289

639

998

4

56

74

100

171

287

637

815

5

56

76

104

172

286

636

675

6

57

78

107

176

285

635

635

7

57

79

107

177

283

634

634

8

56

79

106

174

283

633

633

9

55

79

105

172

282

632

632

10

55

78

104

170

281

631

631

11

53

78

102

169

279

629

629

12

52

77

100

167

277

628

628

13

51

76

99

165

276

626

626

14

50

75

97

164

274

624

624

15

48

73

96

162

272

623

623

16

46

71

94

160

271

621

621

17

45

70

93

159

269

620

620

18

44

69

91

158

268

619

619

19

43

68

90

157

267

618

618

20

42

67

90

156

267

617

617

21

41

66

89

156

266

616

616

22

41

66

88

155

265

616

616

23

40

65

88

154

265

615

615

24

39

64

87

154

264

614

614

25

39

64

86

153

263

614

614

26

38

63

86

152

263

613

613

27

37

62

85

151

262

612

612

28

37

62

84

151

261

612

612

29

36

61

84

150

261

611

611

30

35

60

83

149

260

610

610

2.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 114 | 129 | 156 | 238 | 352 | 702 | 1 687 |
| 2 | 115 | 130 | 157 | 239 | 353 | 703 | 1 347 |
| 3 | 117 | 134 | 160 | 232 | 351 | 701 | 1 086 |
| 4 | 119 | 137 | 163 | 234 | 350 | 700 | 888 |
| 5 | 121 | 140 | 168 | 237 | 350 | 700 | 736 |
| 6 | 122 | 142 | 171 | 241 | 350 | 700 | 700 |
| 7 | 122 | 144 | 173 | 242 | 349 | 699 | 699 |
| 8 | 121 | 144 | 171 | 239 | 348 | 698 | 698 |
| 9 | 120 | 144 | 170 | 237 | 347 | 697 | 697 |
| 10 | 120 | 144 | 169 | 235 | 346 | 696 | 696 |
| 11 | 119 | 143 | 167 | 234 | 344 | 695 | 695 |
| 12 | 117 | 142 | 165 | 232 | 342 | 693 | 693 |
| 13 | 115 | 140 | 163 | 230 | 340 | 690 | 690 |
| 14 | 113 | 138 | 161 | 227 | 338 | 688 | 688 |
| 15 | 111 | 136 | 158 | 225 | 335 | 686 | 686 |
| 16 | 108 | 133 | 156 | 222 | 333 | 683 | 683 |
| 17 | 106 | 131 | 153 | 220 | 330 | 681 | 681 |
| 18 | 103 | 128 | 151 | 218 | 328 | 678 | 678 |
| 19 | 101 | 126 | 149 | 215 | 326 | 676 | 676 |
| 20 | 100 | 125 | 147 | 214 | 324 | 674 | 674 |
| 21 | 98 | 123 | 146 | 212 | 322 | 673 | 673 |
| 22 | 96 | 121 | 144 | 210 | 321 | 671 | 671 |
| 23 | 94 | 119 | 142 | 208 | 319 | 669 | 669 |
| 24 | 92 | 118 | 140 | 207 | 317 | 667 | 667 |
| 25 | 91 | 116 | 138 | 205 | 315 | 666 | 666 |
| 26 | 89 | 114 | 137 | 203 | 314 | 664 | 664 |
| 27 | 87 | 112 | 135 | 201 | 312 | 662 | 662 |
| 28 | 86 | 111 | 133 | 200 | 310 | 661 | 661 |
| 29 | 84 | 109 | 132 | 198 | 309 | 659 | 659 |
| 30 | 83 | 108 | 130 | 197 | 307 | 658 | 658 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

114

129

156

238

352

702

1 687

2

115

130

157

239

353

703

1 347

3

117

134

160

232

351

701

1 086

4

119

137

163

234

350

700

888

5

121

140

168

237

350

700

736

6

122

142

171

241

350

700

700

7

122

144

173

242

349

699

699

8

121

144

171

239

348

698

698

9

120

144

170

237

347

697

697

10

120

144

169

235

346

696

696

11

119

143

167

234

344

695

695

12

117

142

165

232

342

693

693

13

115

140

163

230

340

690

690

14

113

138

161

227

338

688

688

15

111

136

158

225

335

686

686

16

108

133

156

222

333

683

683

17

106

131

153

220

330

681

681

18

103

128

151

218

328

678

678

19

101

126

149

215

326

676

676

20

100

125

147

214

324

674

674

21

98

123

146

212

322

673

673

22

96

121

144

210

321

671

671

23

94

119

142

208

319

669

669

24

92

118

140

207

317

667

667

25

91

116

138

205

315

666

666

26

89

114

137

203

314

664

664

27

87

112

135

201

312

662

662

28

86

111

133

200

310

661

661

29

84

109

132

198

309

659

659

30

83

108

130

197

307

658

658

2.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 174 | 190 | 217 | 298 | 412 | 763 | 1 791 |
| 2 | 183 | 199 | 226 | 308 | 422 | 772 | 1 422 |
| 3 | 189 | 205 | 231 | 303 | 422 | 772 | 1 142 |
| 4 | 191 | 209 | 234 | 306 | 421 | 772 | 932 |
| 5 | 192 | 211 | 239 | 308 | 421 | 771 | 771 |
| 6 | 191 | 212 | 241 | 311 | 419 | 770 | 770 |
| 7 | 191 | 213 | 241 | 311 | 418 | 768 | 768 |
| 8 | 189 | 212 | 239 | 307 | 416 | 766 | 766 |
| 9 | 188 | 211 | 237 | 304 | 414 | 765 | 765 |
| 10 | 187 | 211 | 236 | 303 | 413 | 763 | 763 |
| 11 | 185 | 210 | 234 | 301 | 411 | 761 | 761 |
| 12 | 183 | 208 | 231 | 298 | 408 | 759 | 759 |
| 13 | 181 | 206 | 229 | 295 | 405 | 756 | 756 |
| 14 | 178 | 203 | 225 | 292 | 402 | 753 | 753 |
| 15 | 174 | 199 | 222 | 289 | 399 | 749 | 749 |
| 16 | 171 | 196 | 219 | 285 | 396 | 746 | 746 |
| 17 | 168 | 193 | 216 | 282 | 392 | 743 | 743 |
| 18 | 165 | 190 | 212 | 279 | 389 | 740 | 740 |
| 19 | 161 | 187 | 209 | 276 | 386 | 736 | 736 |
| 20 | 158 | 183 | 206 | 273 | 383 | 733 | 733 |
| 21 | 155 | 180 | 203 | 269 | 380 | 730 | 730 |
| 22 | 152 | 177 | 200 | 266 | 377 | 727 | 727 |
| 23 | 149 | 174 | 197 | 263 | 374 | 724 | 724 |
| 24 | 146 | 171 | 193 | 260 | 370 | 721 | 721 |
| 25 | 143 | 168 | 190 | 257 | 367 | 718 | 718 |
| 26 | 140 | 165 | 187 | 254 | 364 | 715 | 715 |
| 27 | 137 | 162 | 184 | 251 | 361 | 712 | 712 |
| 28 | 134 | 159 | 181 | 248 | 358 | 709 | 709 |
| 29 | 131 | 156 | 179 | 245 | 355 | 706 | 706 |
| 30 | 128 | 153 | 176 | 242 | 353 | 703 | 703 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

174

190

217

298

412

763

1 791

2

183

199

226

308

422

772

1 422

3

189

205

231

303

422

772

1 142

4

191

209

234

306

421

772

932

5

192

211

239

308

421

771

771

6

191

212

241

311

419

770

770

7

191

213

241

311

418

768

768

8

189

212

239

307

416

766

766

9

188

211

237

304

414

765

765

10

187

211

236

303

413

763

763

11

185

210

234

301

411

761

761

12

183

208

231

298

408

759

759

13

181

206

229

295

405

756

756

14

178

203

225

292

402

753

753

15

174

199

222

289

399

749

749

16

171

196

219

285

396

746

746

17

168

193

216

282

392

743

743

18

165

190

212

279

389

740

740

19

161

187

209

276

386

736

736

20

158

183

206

273

383

733

733

21

155

180

203

269

380

730

730

22

152

177

200

266

377

727

727

23

149

174

197

263

374

724

724

24

146

171

193

260

370

721

721

25

143

168

190

257

367

718

718

26

140

165

187

254

364

715

715

27

137

162

184

251

361

712

712

28

134

159

181

248

358

709

709

29

131

156

179

245

355

706

706

30

128

153

176

242

353

703

703

2.25   Renminbi-yuan

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 26 | 41 | 68 | 150 | 264 | 614 | 1 566 |
| 2 | 27 | 42 | 69 | 151 | 265 | 615 | 1 249 |
| 3 | 28 | 45 | 70 | 143 | 261 | 611 | 1 006 |
| 4 | 29 | 47 | 73 | 144 | 260 | 610 | 822 |
| 5 | 30 | 49 | 77 | 146 | 259 | 609 | 681 |
| 6 | 30 | 51 | 80 | 150 | 258 | 609 | 609 |
| 7 | 31 | 53 | 81 | 151 | 257 | 608 | 608 |
| 8 | 30 | 52 | 79 | 148 | 256 | 607 | 607 |
| 9 | 29 | 52 | 78 | 145 | 255 | 606 | 606 |
| 10 | 29 | 52 | 78 | 144 | 255 | 605 | 605 |
| 11 | 28 | 53 | 77 | 144 | 254 | 604 | 604 |
| 12 | 28 | 53 | 76 | 143 | 253 | 604 | 604 |
| 13 | 28 | 53 | 76 | 142 | 253 | 603 | 603 |
| 14 | 28 | 53 | 76 | 142 | 252 | 603 | 603 |
| 15 | 28 | 53 | 75 | 142 | 252 | 602 | 602 |
| 16 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 17 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 18 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 19 | 27 | 52 | 75 | 142 | 252 | 602 | 602 |
| 20 | 28 | 53 | 75 | 142 | 252 | 603 | 603 |
| 21 | 28 | 53 | 75 | 142 | 252 | 603 | 603 |
| 22 | 28 | 53 | 75 | 142 | 252 | 603 | 603 |
| 23 | 28 | 53 | 75 | 142 | 252 | 603 | 603 |
| 24 | 27 | 53 | 75 | 142 | 252 | 602 | 602 |
| 25 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 26 | 27 | 52 | 75 | 141 | 252 | 602 | 602 |
| 27 | 27 | 52 | 75 | 141 | 251 | 602 | 602 |
| 28 | 27 | 52 | 74 | 141 | 251 | 602 | 602 |
| 29 | 26 | 51 | 74 | 140 | 251 | 601 | 601 |
| 30 | 26 | 51 | 74 | 140 | 251 | 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

26

41

68

150

264

614

1 566

2

27

42

69

151

265

615

1 249

3

28

45

70

143

261

611

1 006

4

29

47

73

144

260

610

822

5

30

49

77

146

259

609

681

6

30

51

80

150

258

609

609

7

31

53

81

151

257

608

608

8

30

52

79

148

256

607

607

9

29

52

78

145

255

606

606

10

29

52

78

144

255

605

605

11

28

53

77

144

254

604

604

12

28

53

76

143

253

604

604

13

28

53

76

142

253

603

603

14

28

53

76

142

252

603

603

15

28

53

75

142

252

602

602

16

27

52

75

141

252

602

602

17

27

52

75

141

252

602

602

18

27

52

75

141

252

602

602

19

27

52

75

142

252

602

602

20

28

53

75

142

252

603

603

21

28

53

75

142

252

603

603

22

28

53

75

142

252

603

603

23

28

53

75

142

252

603

603

24

27

53

75

142

252

602

602

25

27

52

75

141

252

602

602

26

27

52

75

141

252

602

602

27

27

52

75

141

251

602

602

28

27

52

74

141

251

602

602

29

26

51

74

140

251

601

601

30

26

51

74

140

251

601

601

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 | 21 | 37 | 64 | 146 | 260 | 610 | 1 585 |
| 2 | 23 | 39 | 66 | 148 | 261 | 612 | 1 264 |
| 3 | 26 | 43 | 69 | 141 | 260 | 610 | 1 019 |
| 4 | 29 | 47 | 73 | 144 | 260 | 610 | 832 |
| 5 | 31 | 51 | 79 | 147 | 261 | 611 | 689 |
| 6 | 33 | 54 | 83 | 152 | 261 | 611 | 611 |
| 7 | 35 | 57 | 85 | 155 | 261 | 612 | 612 |
| 8 | 35 | 57 | 85 | 153 | 262 | 612 | 612 |
| 9 | 35 | 58 | 85 | 152 | 262 | 612 | 612 |
| 10 | 36 | 60 | 85 | 152 | 262 | 613 | 613 |
| 11 | 37 | 61 | 86 | 152 | 263 | 613 | 613 |
| 12 | 38 | 62 | 86 | 152 | 263 | 613 | 613 |
| 13 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 14 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 15 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 16 | 37 | 62 | 85 | 152 | 262 | 612 | 612 |
| 17 | 37 | 62 | 85 | 152 | 262 | 612 | 612 |
| 18 | 37 | 62 | 85 | 152 | 262 | 612 | 612 |
| 19 | 37 | 62 | 85 | 152 | 262 | 612 | 612 |
| 20 | 38 | 63 | 85 | 152 | 262 | 613 | 613 |
| 21 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 22 | 38 | 63 | 86 | 152 | 263 | 613 | 613 |
| 23 | 38 | 63 | 86 | 152 | 262 | 613 | 613 |
| 24 | 38 | 63 | 85 | 152 | 262 | 612 | 612 |
| 25 | 37 | 62 | 85 | 151 | 262 | 612 | 612 |
| 26 | 37 | 62 | 85 | 151 | 261 | 612 | 612 |
| 27 | 36 | 61 | 84 | 151 | 261 | 611 | 611 |
| 28 | 36 | 61 | 84 | 150 | 261 | 611 | 611 |
| 29 | 36 | 61 | 83 | 150 | 260 | 610 | 610 |
| 30 | 35 | 60 | 83 | 149 | 260 | 610 | 610 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

21

37

64

146

260

610

1 585

2

23

39

66

148

261

612

1 264

3

26

43

69

141

260

610

1 019

4

29

47

73

144

260

610

832

5

31

51

79

147

261

611

689

6

33

54

83

152

261

611

611

7

35

57

85

155

261

612

612

8

35

57

85

153

262

612

612

9

35

58

85

152

262

612

612

10

36

60

85

152

262

613

613

11

37

61

86

152

263

613

613

12

38

62

86

152

263

613

613

13

38

63

86

152

263

613

613

14

38

63

86

152

263

613

613

15

38

63

86

152

263

613

613

16

37

62

85

152

262

612

612

17

37

62

85

152

262

612

612

18

37

62

85

152

262

612

612

19

37

62

85

152

262

612

612

20

38

63

85

152

262

613

613

21

38

63

86

152

263

613

613

22

38

63

86

152

263

613

613

23

38

63

86

152

262

613

613

24

38

63

85

152

262

612

612

25

37

62

85

151

262

612

612

26

37

62

85

151

261

612

612

27

36

61

84

151

261

611

611

28

36

61

84

150

261

611

611

29

36

61

83

150

260

610

610

30

35

60

83

149

260

610

610

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 | 122 | 138 | 165 | 246 | 360 | 711 | 1 757 |
| 2 | 121 | 137 | 164 | 245 | 359 | 710 | 1 393 |
| 3 | 121 | 138 | 164 | 236 | 355 | 705 | 1 116 |
| 4 | 122 | 140 | 166 | 237 | 353 | 703 | 908 |
| 5 | 123 | 142 | 170 | 239 | 352 | 702 | 750 |
| 6 | 123 | 143 | 172 | 242 | 351 | 701 | 701 |
| 7 | 123 | 145 | 173 | 243 | 350 | 700 | 700 |
| 8 | 122 | 145 | 172 | 240 | 349 | 699 | 699 |
| 9 | 121 | 144 | 170 | 237 | 348 | 698 | 698 |
| 10 | 121 | 145 | 170 | 237 | 347 | 698 | 698 |
| 11 | 121 | 145 | 170 | 236 | 347 | 697 | 697 |
| 12 | 120 | 145 | 169 | 235 | 345 | 696 | 696 |
| 13 | 120 | 144 | 167 | 234 | 344 | 695 | 695 |
| 14 | 119 | 144 | 166 | 233 | 343 | 693 | 693 |
| 15 | 116 | 141 | 164 | 230 | 341 | 691 | 691 |
| 16 | 114 | 139 | 162 | 228 | 339 | 689 | 689 |
| 17 | 111 | 136 | 159 | 225 | 336 | 686 | 686 |
| 18 | 109 | 134 | 157 | 223 | 334 | 684 | 684 |
| 19 | 107 | 132 | 155 | 221 | 331 | 682 | 682 |
| 20 | 105 | 130 | 152 | 219 | 329 | 680 | 680 |
| 21 | 102 | 127 | 150 | 217 | 327 | 677 | 677 |
| 22 | 100 | 125 | 148 | 214 | 325 | 675 | 675 |
| 23 | 98 | 123 | 146 | 212 | 323 | 673 | 673 |
| 24 | 96 | 121 | 144 | 210 | 320 | 671 | 671 |
| 25 | 94 | 119 | 141 | 208 | 318 | 669 | 669 |
| 26 | 92 | 117 | 139 | 206 | 316 | 667 | 667 |
| 27 | 90 | 115 | 137 | 204 | 314 | 664 | 664 |
| 28 | 88 | 113 | 135 | 202 | 312 | 662 | 662 |
| 29 | 86 | 111 | 133 | 200 | 310 | 660 | 660 |
| 30 | 84 | 109 | 131 | 198 | 308 | 659 | 659 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

122

138

165

246

360

711

1 757

2

121

137

164

245

359

710

1 393

3

121

138

164

236

355

705

1 116

4

122

140

166

237

353

703

908

5

123

142

170

239

352

702

750

6

123

143

172

242

351

701

701

7

123

145

173

243

350

700

700

8

122

145

172

240

349

699

699

9

121

144

170

237

348

698

698

10

121

145

170

237

347

698

698

11

121

145

170

236

347

697

697

12

120

145

169

235

345

696

696

13

120

144

167

234

344

695

695

14

119

144

166

233

343

693

693

15

116

141

164

230

341

691

691

16

114

139

162

228

339

689

689

17

111

136

159

225

336

686

686

18

109

134

157

223

334

684

684

19

107

132

155

221

331

682

682

20

105

130

152

219

329

680

680

21

102

127

150

217

327

677

677

22

100

125

148

214

325

675

675

23

98

123

146

212

323

673

673

24

96

121

144

210

320

671

671

25

94

119

141

208

318

669

669

26

92

117

139

206

316

667

667

27

90

115

137

204

314

664

664

28

88

113

135

202

312

662

662

29

86

111

133

200

310

660

660

30

84

109

131

198

308

659

659

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 | 117 | 231 | 581 | 1 536 |
| 2 | 1 | 10 | 37 | 119 | 233 | 583 | 1 227 |
| 3 | 2 | 14 | 39 | 112 | 231 | 581 | 990 |
| 4 | 2 | 18 | 43 | 115 | 231 | 581 | 809 |
| 5 | 3 | 22 | 50 | 118 | 231 | 582 | 670 |
| 6 | 4 | 25 | 54 | 123 | 232 | 582 | 582 |
| 7 | 6 | 27 | 56 | 126 | 232 | 583 | 583 |
| 8 | 6 | 28 | 55 | 124 | 232 | 583 | 583 |
| 9 | 6 | 29 | 55 | 122 | 232 | 583 | 583 |
| 10 | 8 | 30 | 55 | 122 | 232 | 583 | 583 |
| 11 | 8 | 31 | 55 | 122 | 232 | 582 | 582 |
| 12 | 9 | 31 | 55 | 121 | 232 | 582 | 582 |
| 13 | 9 | 32 | 55 | 121 | 232 | 582 | 582 |
| 14 | 10 | 32 | 55 | 121 | 231 | 582 | 582 |
| 15 | 11 | 32 | 54 | 121 | 231 | 582 | 582 |
| 16 | 12 | 31 | 54 | 120 | 231 | 581 | 581 |
| 17 | 12 | 31 | 54 | 121 | 231 | 581 | 581 |
| 18 | 13 | 31 | 54 | 121 | 231 | 581 | 581 |
| 19 | 13 | 32 | 54 | 121 | 231 | 582 | 582 |
| 20 | 15 | 32 | 55 | 121 | 232 | 582 | 582 |
| 21 | 15 | 33 | 56 | 122 | 232 | 583 | 583 |
| 22 | 16 | 33 | 56 | 122 | 233 | 583 | 583 |
| 23 | 16 | 34 | 56 | 123 | 233 | 584 | 584 |
| 24 | 17 | 34 | 57 | 123 | 234 | 584 | 584 |
| 25 | 18 | 34 | 57 | 123 | 234 | 584 | 584 |
| 26 | 18 | 35 | 57 | 124 | 234 | 584 | 584 |
| 27 | 19 | 35 | 57 | 124 | 234 | 585 | 585 |
| 28 | 19 | 35 | 58 | 124 | 234 | 585 | 585 |
| 29 | 20 | 35 | 58 | 124 | 235 | 585 | 585 |
| 30 | 21 | 35 | 58 | 124 | 235 | 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

8

35

117

231

581

1 536

2

1

10

37

119

233

583

1 227

3

2

14

39

112

231

581

990

4

2

18

43

115

231

581

809

5

3

22

50

118

231

582

670

6

4

25

54

123

232

582

582

7

6

27

56

126

232

583

583

8

6

28

55

124

232

583

583

9

6

29

55

122

232

583

583

10

8

30

55

122

232

583

583

11

8

31

55

122

232

582

582

12

9

31

55

121

232

582

582

13

9

32

55

121

232

582

582

14

10

32

55

121

231

582

582

15

11

32

54

121

231

582

582

16

12

31

54

120

231

581

581

17

12

31

54

121

231

581

581

18

13

31

54

121

231

581

581

19

13

32

54

121

231

582

582

20

15

32

55

121

232

582

582

21

15

33

56

122

232

583

583

22

16

33

56

122

233

583

583

23

16

34

56

123

233

584

584

24

17

34

57

123

234

584

584

25

18

34

57

123

234

584

584

26

18

35

57

124

234

584

584

27

19

35

57

124

234

585

585

28

19

35

58

124

234

585

585

29

20

35

58

124

235

585

585

30

21

35

58

124

235

585

585

2.29   South Korean won

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 35 | 50 | 77 | 159 | 273 | 623 | 1 538 |
| 2 | 35 | 51 | 78 | 159 | 273 | 624 | 1 226 |
| 3 | 35 | 52 | 78 | 150 | 269 | 619 | 987 |
| 4 | 36 | 54 | 79 | 150 | 266 | 617 | 805 |
| 5 | 36 | 56 | 84 | 152 | 265 | 616 | 667 |
| 6 | 39 | 59 | 89 | 158 | 267 | 617 | 617 |
| 7 | 36 | 58 | 87 | 156 | 263 | 613 | 613 |
| 8 | 40 | 63 | 90 | 158 | 267 | 618 | 618 |
| 9 | 40 | 63 | 89 | 156 | 266 | 617 | 617 |
| 10 | 34 | 58 | 83 | 150 | 260 | 610 | 610 |
| 11 | 29 | 54 | 78 | 145 | 255 | 605 | 605 |
| 12 | 26 | 51 | 74 | 141 | 251 | 602 | 602 |
| 13 | 24 | 49 | 72 | 138 | 249 | 599 | 599 |
| 14 | 22 | 47 | 70 | 136 | 247 | 597 | 597 |
| 15 | 21 | 46 | 68 | 135 | 245 | 595 | 595 |
| 16 | 19 | 44 | 67 | 133 | 244 | 594 | 594 |
| 17 | 18 | 43 | 66 | 132 | 243 | 593 | 593 |
| 18 | 17 | 42 | 65 | 132 | 242 | 592 | 592 |
| 19 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 20 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 21 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 22 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 23 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 24 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 25 | 17 | 42 | 65 | 131 | 242 | 592 | 592 |
| 26 | 18 | 42 | 65 | 131 | 242 | 592 | 592 |
| 27 | 19 | 42 | 65 | 131 | 241 | 592 | 592 |
| 28 | 19 | 42 | 64 | 131 | 241 | 592 | 592 |
| 29 | 20 | 42 | 64 | 131 | 241 | 592 | 592 |
| 30 | 20 | 42 | 64 | 131 | 241 | 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

35

50

77

159

273

623

1 538

2

35

51

78

159

273

624

1 226

3

35

52

78

150

269

619

987

4

36

54

79

150

266

617

805

5

36

56

84

152

265

616

667

6

39

59

89

158

267

617

617

7

36

58

87

156

263

613

613

8

40

63

90

158

267

618

618

9

40

63

89

156

266

617

617

10

34

58

83

150

260

610

610

11

29

54

78

145

255

605

605

12

26

51

74

141

251

602

602

13

24

49

72

138

249

599

599

14

22

47

70

136

247

597

597

15

21

46

68

135

245

595

595

16

19

44

67

133

244

594

594

17

18

43

66

132

243

593

593

18

17

42

65

132

242

592

592

19

17

42

65

131

242

592

592

20

17

42

65

131

242

592

592

21

17

42

65

131

242

592

592

22

17

42

65

131

242

592

592

23

17

42

65

131

242

592

592

24

17

42

65

131

242

592

592

25

17

42

65

131

242

592

592

26

18

42

65

131

242

592

592

27

19

42

65

131

241

592

592

28

19

42

64

131

241

592

592

29

20

42

64

131

241

592

592

30

20

42

64

131

241

591

591

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 | 201 | 228 | 310 | 424 | 774 | 1 729 |
| 2 | 183 | 199 | 226 | 308 | 422 | 772 | 1 384 |
| 3 | 180 | 197 | 223 | 295 | 414 | 764 | 1 119 |
| 4 | 178 | 196 | 222 | 293 | 409 | 759 | 915 |
| 5 | 175 | 194 | 222 | 291 | 404 | 754 | 759 |
| 6 | 172 | 192 | 222 | 291 | 400 | 750 | 750 |
| 7 | 169 | 191 | 219 | 289 | 396 | 746 | 746 |
| 8 | 165 | 187 | 214 | 283 | 392 | 742 | 742 |
| 9 | 161 | 184 | 210 | 277 | 388 | 738 | 738 |
| 10 | 157 | 181 | 206 | 273 | 384 | 734 | 734 |
| 11 | 154 | 178 | 203 | 269 | 380 | 730 | 730 |
| 12 | 151 | 175 | 199 | 265 | 376 | 726 | 726 |
| 13 | 147 | 172 | 195 | 261 | 372 | 722 | 722 |
| 14 | 144 | 169 | 191 | 258 | 368 | 719 | 719 |
| 15 | 140 | 165 | 188 | 254 | 365 | 715 | 715 |
| 16 | 137 | 162 | 185 | 251 | 361 | 712 | 712 |
| 17 | 134 | 159 | 181 | 248 | 358 | 709 | 709 |
| 18 | 131 | 156 | 179 | 245 | 355 | 706 | 706 |
| 19 | 128 | 153 | 176 | 242 | 353 | 703 | 703 |
| 20 | 126 | 151 | 173 | 240 | 350 | 701 | 701 |
| 21 | 123 | 148 | 171 | 237 | 348 | 698 | 698 |
| 22 | 120 | 146 | 168 | 235 | 345 | 695 | 695 |
| 23 | 118 | 143 | 166 | 232 | 343 | 693 | 693 |
| 24 | 116 | 141 | 163 | 230 | 340 | 690 | 690 |
| 25 | 113 | 138 | 161 | 227 | 338 | 688 | 688 |
| 26 | 111 | 136 | 159 | 225 | 335 | 686 | 686 |
| 27 | 109 | 134 | 156 | 223 | 333 | 684 | 684 |
| 28 | 106 | 132 | 154 | 221 | 331 | 681 | 681 |
| 29 | 104 | 129 | 152 | 219 | 329 | 679 | 679 |
| 30 | 102 | 127 | 150 | 217 | 327 | 677 | 677 |

Duration (in years)

Credit quality step 0

Credit 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

201

228

310

424

774

1 729

2

183

199

226

308

422

772

1 384

3

180

197

223

295

414

764

1 119

4

178

196

222

293

409

759

915

5

175

194

222

291

404

754

759

6

172

192

222

291

400

750

750

7

169

191

219

289

396

746

746

8

165

187

214

283

392

742

742

9

161

184

210

277

388

738

738

10

157

181

206

273

384

734

734

11

154

178

203

269

380

730

730

12

151

175

199

265

376

726

726

13

147

172

195

261

372

722

722

14

144

169

191

258

368

719

719

15

140

165

188

254

365

715

715

16

137

162

185

251

361

712

712

17

134

159

181

248

358

709

709

18

131

156

179

245

355

706

706

19

128

153

176

242

353

703

703

20

126

151

173

240

350

701

701

21

123

148

171

237

348

698

698

22

120

146

168

235

345

695

695

23

118

143

166

232

343

693

693

24

116

141

163

230

340

690

690

25

113

138

161

227

338

688

688

26

111

136

159

225

335

686

686

27

109

134

156

223

333

684

684

28

106

132

154

221

331

681

681

29

104

129

152

219

329

679

679

30

102

127

150

217

327

677

677

2.31   US dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 26 | 53 | 113 | 249 | 599 | 1 530 |
| 2 | 9 | 26 | 53 | 113 | 249 | 599 | 1 221 |
| 3 | 10 | 29 | 54 | 107 | 247 | 597 | 984 |
| 4 | 12 | 34 | 58 | 103 | 247 | 598 | 803 |
| 5 | 17 | 41 | 63 | 106 | 248 | 599 | 666 |
| 6 | 18 | 44 | 67 | 101 | 249 | 600 | 600 |
| 7 | 19 | 46 | 65 | 94 | 250 | 600 | 600 |
| 8 | 17 | 44 | 64 | 92 | 250 | 601 | 601 |
| 9 | 17 | 45 | 66 | 96 | 250 | 601 | 601 |
| 10 | 19 | 48 | 69 | 100 | 251 | 601 | 601 |
| 11 | 20 | 50 | 71 | 103 | 251 | 601 | 601 |
| 12 | 22 | 53 | 72 | 104 | 251 | 601 | 601 |
| 13 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 14 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 15 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 16 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 17 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 18 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 19 | 23 | 54 | 72 | 104 | 251 | 601 | 601 |
| 20 | 23 | 54 | 72 | 104 | 251 | 602 | 602 |
| 21 | 23 | 54 | 72 | 104 | 252 | 602 | 602 |
| 22 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 23 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 24 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 25 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 26 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 27 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 28 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 29 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |
| 30 | 23 | 54 | 72 | 104 | 252 | 603 | 603 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

26

53

113

249

599

1 530

2

9

26

53

113

249

599

1 221

3

10

29

54

107

247

597

984

4

12

34

58

103

247

598

803

5

17

41

63

106

248

599

666

6

18

44

67

101

249

600

600

7

19

46

65

94

250

600

600

8

17

44

64

92

250

601

601

9

17

45

66

96

250

601

601

10

19

48

69

100

251

601

601

11

20

50

71

103

251

601

601

12

22

53

72

104

251

601

601

13

23

54

72

104

251

601

601

14

23

54

72

104

251

601

601

15

23

54

72

104

251

601

601

16

23

54

72

104

251

601

601

17

23

54

72

104

251

601

601

18

23

54

72

104

251

601

601

19

23

54

72

104

251

601

601

20

23

54

72

104

251

602

602

21

23

54

72

104

252

602

602

22

23

54

72

104

252

603

603

23

23

54

72

104

252

603

603

24

23

54

72

104

252

603

603

25

23

54

72

104

252

603

603

26

23

54

72

104

252

603

603

27

23

54

72

104

252

603

603

28

23

54

72

104

252

603

603

29

23

54

72

104

252

603

603

30

23

54

72

104

252

603

603

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 | 95 | 209 | 559 | 1 507 |
| 2 | 1 | 6 | 12 | 93 | 207 | 558 | 1 201 |
| 3 | 2 | 6 | 11 | 84 | 202 | 552 | 967 |
| 4 | 2 | 8 | 13 | 84 | 200 | 550 | 789 |
| 5 | 3 | 9 | 18 | 86 | 199 | 550 | 653 |
| 6 | 4 | 9 | 21 | 90 | 199 | 549 | 549 |
| 7 | 5 | 10 | 22 | 92 | 199 | 549 | 549 |
| 8 | 6 | 12 | 22 | 90 | 199 | 549 | 549 |
| 9 | 6 | 12 | 22 | 89 | 199 | 549 | 549 |
| 10 | 7 | 13 | 23 | 89 | 199 | 550 | 550 |
| 11 | 8 | 13 | 24 | 89 | 199 | 550 | 550 |
| 12 | 9 | 15 | 26 | 89 | 200 | 550 | 550 |
| 13 | 9 | 16 | 28 | 90 | 200 | 550 | 550 |
| 14 | 10 | 16 | 29 | 90 | 200 | 551 | 551 |
| 15 | 10 | 17 | 31 | 90 | 201 | 551 | 551 |
| 16 | 12 | 18 | 32 | 91 | 201 | 551 | 551 |
| 17 | 12 | 19 | 33 | 91 | 201 | 552 | 552 |
| 18 | 13 | 19 | 35 | 91 | 202 | 552 | 552 |
| 19 | 13 | 20 | 36 | 92 | 202 | 553 | 553 |
| 20 | 14 | 21 | 37 | 93 | 203 | 554 | 554 |
| 21 | 15 | 22 | 40 | 93 | 204 | 554 | 554 |
| 22 | 15 | 23 | 41 | 94 | 204 | 555 | 555 |
| 23 | 16 | 23 | 42 | 94 | 205 | 555 | 555 |
| 24 | 16 | 25 | 43 | 95 | 205 | 556 | 556 |
| 25 | 17 | 25 | 44 | 95 | 206 | 556 | 556 |
| 26 | 18 | 26 | 46 | 95 | 206 | 556 | 556 |
| 27 | 19 | 26 | 48 | 95 | 206 | 556 | 556 |
| 28 | 19 | 28 | 49 | 96 | 206 | 556 | 556 |
| 29 | 19 | 29 | 50 | 96 | 206 | 556 | 556 |
| 30 | 20 | 29 | 51 | 96 | 206 | 557 | 557 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

5

13

95

209

559

1 507

2

1

6

12

93

207

558

1 201

3

2

6

11

84

202

552

967

4

2

8

13

84

200

550

789

5

3

9

18

86

199

550

653

6

4

9

21

90

199

549

549

7

5

10

22

92

199

549

549

8

6

12

22

90

199

549

549

9

6

12

22

89

199

549

549

10

7

13

23

89

199

550

550

11

8

13

24

89

199

550

550

12

9

15

26

89

200

550

550

13

9

16

28

90

200

550

550

14

10

16

29

90

200

551

551

15

10

17

31

90

201

551

551

16

12

18

32

91

201

551

551

17

12

19

33

91

201

552

552

18

13

19

35

91

202

552

552

19

13

20

36

92

202

553

553

20

14

21

37

93

203

554

554

21

15

22

40

93

204

554

554

22

15

23

41

94

204

555

555

23

16

23

42

94

205

555

555

24

16

25

43

95

205

556

556

25

17

25

44

95

206

556

556

26

18

26

46

95

206

556

556

27

19

26

48

95

206

556

556

28

19

28

49

96

206

556

556

29

19

29

50

96

206

556

556

30

20

29

51

96

206

557

557

3.   Other exposures

3.1.   Euro

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 1 | 15 | 22 | 46 | 169 | 307 | 2 976 |
| 2 | 1 | 15 | 22 | 46 | 169 | 342 | 2 235 |
| 3 | 1 | 16 | 25 | 51 | 164 | 354 | 1 697 |
| 4 | 1 | 17 | 28 | 55 | 161 | 352 | 1 317 |
| 5 | 2 | 19 | 31 | 57 | 161 | 343 | 1 046 |
| 6 | 3 | 22 | 34 | 60 | 161 | 329 | 849 |
| 7 | 4 | 24 | 36 | 62 | 161 | 314 | 703 |
| 8 | 4 | 25 | 37 | 64 | 161 | 297 | 591 |
| 9 | 5 | 26 | 38 | 68 | 161 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 161 | 264 | 434 |
| 11 | 5 | 27 | 40 | 71 | 161 | 255 | 377 |
| 12 | 5 | 27 | 40 | 71 | 161 | 255 | 330 |
| 13 | 5 | 27 | 40 | 71 | 161 | 255 | 291 |
| 14 | 6 | 27 | 41 | 71 | 161 | 255 | 258 |
| 15 | 7 | 27 | 44 | 71 | 161 | 255 | 255 |
| 16 | 7 | 27 | 47 | 71 | 161 | 255 | 255 |
| 17 | 7 | 27 | 49 | 71 | 161 | 255 | 255 |
| 18 | 8 | 27 | 51 | 71 | 161 | 255 | 255 |
| 19 | 8 | 27 | 54 | 71 | 161 | 255 | 255 |
| 20 | 9 | 27 | 57 | 71 | 161 | 255 | 255 |
| 21 | 9 | 27 | 60 | 71 | 161 | 255 | 255 |
| 22 | 9 | 27 | 62 | 71 | 161 | 255 | 255 |
| 23 | 10 | 27 | 65 | 73 | 161 | 255 | 255 |
| 24 | 10 | 27 | 68 | 75 | 161 | 255 | 255 |
| 25 | 11 | 27 | 70 | 78 | 161 | 255 | 255 |
| 26 | 11 | 27 | 74 | 80 | 161 | 255 | 255 |
| 27 | 12 | 27 | 76 | 83 | 161 | 255 | 255 |
| 28 | 12 | 27 | 79 | 85 | 161 | 255 | 255 |
| 29 | 12 | 28 | 82 | 87 | 161 | 255 | 255 |
| 30 | 13 | 28 | 84 | 90 | 161 | 255 | 255 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

1

15

22

46

169

307

2 976

2

1

15

22

46

169

342

2 235

3

1

16

25

51

164

354

1 697

4

1

17

28

55

161

352

1 317

5

2

19

31

57

161

343

1 046

6

3

22

34

60

161

329

849

7

4

24

36

62

161

314

703

8

4

25

37

64

161

297

591

9

5

26

38

68

161

281

504

10

5

27

40

70

161

264

434

11

5

27

40

71

161

255

377

12

5

27

40

71

161

255

330

13

5

27

40

71

161

255

291

14

6

27

41

71

161

255

258

15

7

27

44

71

161

255

255

16

7

27

47

71

161

255

255

17

7

27

49

71

161

255

255

18

8

27

51

71

161

255

255

19

8

27

54

71

161

255

255

20

9

27

57

71

161

255

255

21

9

27

60

71

161

255

255

22

9

27

62

71

161

255

255

23

10

27

65

73

161

255

255

24

10

27

68

75

161

255

255

25

11

27

70

78

161

255

255

26

11

27

74

80

161

255

255

27

12

27

76

83

161

255

255

28

12

27

79

85

161

255

255

29

12

28

82

87

161

255

255

30

13

28

84

90

161

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 | 173 | 310 | 2 998 |
| 2 | 7 | 22 | 28 | 52 | 176 | 345 | 2 254 |
| 3 | 7 | 22 | 31 | 58 | 170 | 357 | 1 712 |
| 4 | 7 | 24 | 34 | 61 | 168 | 355 | 1 328 |
| 5 | 7 | 25 | 38 | 63 | 168 | 346 | 1 055 |
| 6 | 8 | 28 | 39 | 66 | 167 | 332 | 856 |
| 7 | 10 | 30 | 41 | 67 | 166 | 316 | 708 |
| 8 | 9 | 30 | 42 | 69 | 166 | 299 | 595 |
| 9 | 9 | 31 | 43 | 72 | 166 | 282 | 507 |
| 10 | 9 | 31 | 44 | 74 | 165 | 265 | 436 |
| 11 | 9 | 31 | 44 | 74 | 165 | 258 | 379 |
| 12 | 8 | 30 | 43 | 74 | 164 | 258 | 331 |
| 13 | 8 | 30 | 43 | 73 | 164 | 257 | 292 |
| 14 | 7 | 29 | 42 | 73 | 163 | 257 | 259 |
| 15 | 7 | 29 | 44 | 72 | 163 | 256 | 256 |
| 16 | 7 | 28 | 47 | 72 | 162 | 255 | 255 |
| 17 | 7 | 28 | 50 | 71 | 162 | 255 | 255 |
| 18 | 8 | 28 | 52 | 71 | 162 | 255 | 255 |
| 19 | 8 | 28 | 54 | 71 | 162 | 255 | 255 |
| 20 | 9 | 28 | 57 | 72 | 162 | 255 | 255 |
| 21 | 9 | 28 | 60 | 72 | 162 | 256 | 256 |
| 22 | 9 | 29 | 62 | 72 | 163 | 256 | 256 |
| 23 | 10 | 29 | 66 | 74 | 163 | 256 | 256 |
| 24 | 10 | 29 | 69 | 77 | 163 | 256 | 256 |
| 25 | 11 | 29 | 71 | 79 | 163 | 256 | 256 |
| 26 | 11 | 29 | 74 | 82 | 163 | 256 | 256 |
| 27 | 12 | 29 | 76 | 83 | 163 | 256 | 256 |
| 28 | 12 | 29 | 80 | 86 | 163 | 256 | 256 |
| 29 | 13 | 29 | 82 | 88 | 163 | 256 | 256 |
| 30 | 13 | 29 | 85 | 91 | 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

5

20

26

50

173

310

2 998

2

7

22

28

52

176

345

2 254

3

7

22

31

58

170

357

1 712

4

7

24

34

61

168

355

1 328

5

7

25

38

63

168

346

1 055

6

8

28

39

66

167

332

856

7

10

30

41

67

166

316

708

8

9

30

42

69

166

299

595

9

9

31

43

72

166

282

507

10

9

31

44

74

165

265

436

11

9

31

44

74

165

258

379

12

8

30

43

74

164

258

331

13

8

30

43

73

164

257

292

14

7

29

42

73

163

257

259

15

7

29

44

72

163

256

256

16

7

28

47

72

162

255

255

17

7

28

50

71

162

255

255

18

8

28

52

71

162

255

255

19

8

28

54

71

162

255

255

20

9

28

57

72

162

255

255

21

9

28

60

72

162

256

256

22

9

29

62

72

163

256

256

23

10

29

66

74

163

256

256

24

10

29

69

77

163

256

256

25

11

29

71

79

163

256

256

26

11

29

74

82

163

256

256

27

12

29

76

83

163

256

256

28

12

29

80

86

163

256

256

29

13

29

82

88

163

256

256

30

13

29

85

91

163

256

256

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 | 169 | 307 | 2 975 |
| 2 | 0 | 15 | 22 | 46 | 169 | 342 | 2 234 |
| 3 | 1 | 15 | 24 | 51 | 163 | 354 | 1 697 |
| 4 | 1 | 17 | 27 | 55 | 161 | 352 | 1 316 |
| 5 | 2 | 19 | 31 | 56 | 161 | 343 | 1 046 |
| 6 | 2 | 21 | 33 | 60 | 161 | 329 | 849 |
| 7 | 4 | 24 | 35 | 62 | 161 | 314 | 703 |
| 8 | 4 | 25 | 37 | 64 | 161 | 297 | 591 |
| 9 | 4 | 26 | 38 | 67 | 161 | 281 | 504 |
| 10 | 5 | 27 | 40 | 70 | 161 | 264 | 434 |
| 11 | 5 | 27 | 40 | 70 | 161 | 254 | 377 |
| 12 | 5 | 27 | 40 | 71 | 161 | 254 | 330 |
| 13 | 5 | 27 | 40 | 71 | 161 | 254 | 291 |
| 14 | 6 | 27 | 41 | 71 | 161 | 254 | 258 |
| 15 | 7 | 27 | 44 | 71 | 161 | 254 | 254 |
| 16 | 7 | 27 | 47 | 71 | 161 | 254 | 254 |
| 17 | 7 | 27 | 49 | 71 | 161 | 254 | 254 |
| 18 | 8 | 27 | 51 | 71 | 161 | 254 | 254 |
| 19 | 8 | 27 | 54 | 71 | 161 | 254 | 254 |
| 20 | 9 | 27 | 57 | 71 | 161 | 254 | 254 |
| 21 | 9 | 27 | 60 | 71 | 161 | 254 | 254 |
| 22 | 9 | 27 | 62 | 71 | 161 | 254 | 254 |
| 23 | 10 | 27 | 65 | 73 | 161 | 254 | 254 |
| 24 | 10 | 27 | 68 | 75 | 161 | 254 | 254 |
| 25 | 11 | 27 | 70 | 78 | 161 | 254 | 254 |
| 26 | 11 | 27 | 74 | 80 | 161 | 254 | 254 |
| 27 | 12 | 27 | 76 | 83 | 161 | 254 | 254 |
| 28 | 12 | 27 | 78 | 85 | 161 | 254 | 254 |
| 29 | 12 | 28 | 82 | 87 | 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

22

46

169

307

2 975

2

0

15

22

46

169

342

2 234

3

1

15

24

51

163

354

1 697

4

1

17

27

55

161

352

1 316

5

2

19

31

56

161

343

1 046

6

2

21

33

60

161

329

849

7

4

24

35

62

161

314

703

8

4

25

37

64

161

297

591

9

4

26

38

67

161

281

504

10

5

27

40

70

161

264

434

11

5

27

40

70

161

254

377

12

5

27

40

71

161

254

330

13

5

27

40

71

161

254

291

14

6

27

41

71

161

254

258

15

7

27

44

71

161

254

254

16

7

27

47

71

161

254

254

17

7

27

49

71

161

254

254

18

8

27

51

71

161

254

254

19

8

27

54

71

161

254

254

20

9

27

57

71

161

254

254

21

9

27

60

71

161

254

254

22

9

27

62

71

161

254

254

23

10

27

65

73

161

254

254

24

10

27

68

75

161

254

254

25

11

27

70

78

161

254

254

26

11

27

74

80

161

254

254

27

12

27

76

83

161

254

254

28

12

27

78

85

161

254

254

29

12

28

82

87

161

254

254

30

13

28

84

90

161

254

254

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 | 83 | 98 | 104 | 128 | 252 | 347 | 3 018 |
| 2 | 78 | 92 | 99 | 123 | 246 | 349 | 2 280 |
| 3 | 80 | 95 | 104 | 131 | 243 | 361 | 1 734 |
| 4 | 77 | 93 | 104 | 131 | 238 | 361 | 1 350 |
| 5 | 75 | 93 | 105 | 130 | 235 | 352 | 1 075 |
| 6 | 74 | 93 | 105 | 131 | 232 | 340 | 875 |
| 7 | 73 | 93 | 104 | 130 | 230 | 324 | 726 |
| 8 | 71 | 92 | 104 | 131 | 228 | 321 | 611 |
| 9 | 70 | 92 | 104 | 133 | 227 | 320 | 521 |
| 10 | 66 | 88 | 101 | 131 | 223 | 316 | 449 |
| 11 | 64 | 85 | 99 | 129 | 220 | 313 | 390 |
| 12 | 62 | 84 | 97 | 128 | 218 | 311 | 342 |
| 13 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 14 | 60 | 82 | 96 | 126 | 216 | 310 | 310 |
| 15 | 60 | 82 | 95 | 126 | 216 | 309 | 309 |
| 16 | 59 | 81 | 94 | 125 | 215 | 308 | 308 |
| 17 | 58 | 80 | 94 | 124 | 214 | 308 | 308 |
| 18 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |
| 19 | 57 | 79 | 92 | 122 | 213 | 306 | 306 |
| 20 | 56 | 78 | 91 | 122 | 212 | 305 | 305 |
| 21 | 55 | 77 | 91 | 121 | 211 | 305 | 305 |
| 22 | 54 | 76 | 90 | 120 | 210 | 304 | 304 |
| 23 | 53 | 75 | 89 | 119 | 209 | 303 | 303 |
| 24 | 52 | 74 | 88 | 118 | 208 | 302 | 302 |
| 25 | 51 | 73 | 87 | 117 | 207 | 301 | 301 |
| 26 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 27 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 28 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 29 | 47 | 69 | 85 | 113 | 203 | 296 | 296 |
| 30 | 46 | 68 | 87 | 112 | 202 | 295 | 295 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

83

98

104

128

252

347

3 018

2

78

92

99

123

246

349

2 280

3

80

95

104

131

243

361

1 734

4

77

93

104

131

238

361

1 350

5

75

93

105

130

235

352

1 075

6

74

93

105

131

232

340

875

7

73

93

104

130

230

324

726

8

71

92

104

131

228

321

611

9

70

92

104

133

227

320

521

10

66

88

101

131

223

316

449

11

64

85

99

129

220

313

390

12

62

84

97

128

218

311

342

13

61

83

96

127

217

310

310

14

60

82

96

126

216

310

310

15

60

82

95

126

216

309

309

16

59

81

94

125

215

308

308

17

58

80

94

124

214

308

308

18

58

80

93

123

214

307

307

19

57

79

92

122

213

306

306

20

56

78

91

122

212

305

305

21

55

77

91

121

211

305

305

22

54

76

90

120

210

304

304

23

53

75

89

119

209

303

303

24

52

74

88

118

208

302

302

25

51

73

87

117

207

301

301

26

50

72

85

116

206

300

300

27

49

71

84

115

205

298

298

28

48

70

83

114

204

297

297

29

47

69

85

113

203

296

296

30

46

68

87

112

202

295

295

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 | 19 | 26 | 50 | 173 | 306 | 2 961 |
| 2 | 6 | 21 | 28 | 52 | 175 | 341 | 2 226 |
| 3 | 7 | 23 | 32 | 58 | 171 | 353 | 1 692 |
| 4 | 7 | 24 | 35 | 62 | 169 | 352 | 1 314 |
| 5 | 9 | 26 | 39 | 64 | 169 | 343 | 1 045 |
| 6 | 10 | 29 | 41 | 67 | 169 | 330 | 850 |
| 7 | 11 | 31 | 43 | 69 | 168 | 315 | 704 |
| 8 | 11 | 32 | 43 | 71 | 168 | 298 | 592 |
| 9 | 11 | 32 | 44 | 74 | 167 | 282 | 505 |
| 10 | 10 | 32 | 46 | 75 | 167 | 265 | 435 |
| 11 | 10 | 32 | 45 | 76 | 166 | 259 | 378 |
| 12 | 10 | 32 | 45 | 75 | 166 | 259 | 332 |
| 13 | 9 | 31 | 44 | 75 | 165 | 259 | 293 |
| 14 | 9 | 31 | 44 | 74 | 165 | 258 | 260 |
| 15 | 8 | 30 | 44 | 74 | 164 | 258 | 258 |
| 16 | 8 | 30 | 47 | 73 | 164 | 257 | 257 |
| 17 | 8 | 29 | 50 | 73 | 164 | 257 | 257 |
| 18 | 8 | 29 | 53 | 73 | 163 | 257 | 257 |
| 19 | 8 | 29 | 55 | 73 | 163 | 257 | 257 |
| 20 | 9 | 30 | 58 | 73 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 |
| 22 | 10 | 30 | 64 | 74 | 164 | 258 | 258 |
| 23 | 10 | 30 | 66 | 75 | 164 | 258 | 258 |
| 24 | 10 | 30 | 69 | 77 | 165 | 258 | 258 |
| 25 | 11 | 31 | 72 | 79 | 165 | 258 | 258 |
| 26 | 11 | 31 | 74 | 82 | 165 | 258 | 258 |
| 27 | 12 | 31 | 78 | 84 | 165 | 258 | 258 |
| 28 | 12 | 30 | 80 | 87 | 165 | 258 | 258 |
| 29 | 13 | 30 | 83 | 89 | 165 | 258 | 258 |
| 30 | 13 | 30 | 86 | 91 | 164 | 258 | 258 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

5

19

26

50

173

306

2 961

2

6

21

28

52

175

341

2 226

3

7

23

32

58

171

353

1 692

4

7

24

35

62

169

352

1 314

5

9

26

39

64

169

343

1 045

6

10

29

41

67

169

330

850

7

11

31

43

69

168

315

704

8

11

32

43

71

168

298

592

9

11

32

44

74

167

282

505

10

10

32

46

75

167

265

435

11

10

32

45

76

166

259

378

12

10

32

45

75

166

259

332

13

9

31

44

75

165

259

293

14

9

31

44

74

165

258

260

15

8

30

44

74

164

258

258

16

8

30

47

73

164

257

257

17

8

29

50

73

164

257

257

18

8

29

53

73

163

257

257

19

8

29

55

73

163

257

257

20

9

30

58

73

164

257

257

21

9

30

61

74

164

257

257

22

10

30

64

74

164

258

258

23

10

30

66

75

164

258

258

24

10

30

69

77

165

258

258

25

11

31

72

79

165

258

258

26

11

31

74

82

165

258

258

27

12

31

78

84

165

258

258

28

12

30

80

87

165

258

258

29

13

30

83

89

165

258

258

30

13

30

86

91

164

258

258

3.6   Kuna

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 48 | 63 | 70 | 93 | 217 | 313 | 3 030 |
| 2 | 52 | 66 | 73 | 97 | 220 | 351 | 2 293 |
| 3 | 56 | 71 | 80 | 106 | 219 | 364 | 1 748 |
| 4 | 58 | 75 | 85 | 112 | 219 | 364 | 1 362 |
| 5 | 59 | 77 | 90 | 115 | 220 | 356 | 1 085 |
| 6 | 61 | 80 | 92 | 118 | 219 | 343 | 883 |
| 7 | 61 | 82 | 93 | 119 | 218 | 327 | 732 |
| 8 | 60 | 81 | 93 | 120 | 217 | 310 | 616 |
| 9 | 59 | 80 | 93 | 122 | 216 | 309 | 525 |
| 10 | 58 | 80 | 93 | 123 | 214 | 307 | 452 |
| 11 | 56 | 78 | 92 | 122 | 212 | 306 | 393 |
| 12 | 55 | 77 | 90 | 120 | 211 | 304 | 344 |
| 13 | 53 | 75 | 88 | 119 | 209 | 302 | 303 |
| 14 | 52 | 73 | 87 | 117 | 208 | 301 | 301 |
| 15 | 50 | 72 | 85 | 116 | 206 | 300 | 300 |
| 16 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 17 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 18 | 47 | 69 | 82 | 113 | 203 | 297 | 297 |
| 19 | 46 | 68 | 82 | 112 | 202 | 296 | 296 |
| 20 | 46 | 68 | 81 | 111 | 202 | 295 | 295 |
| 21 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 22 | 44 | 66 | 80 | 110 | 200 | 294 | 294 |
| 23 | 43 | 65 | 79 | 109 | 199 | 293 | 293 |
| 24 | 43 | 65 | 78 | 108 | 199 | 292 | 292 |
| 25 | 42 | 64 | 77 | 107 | 198 | 291 | 291 |
| 26 | 41 | 63 | 77 | 107 | 197 | 290 | 290 |
| 27 | 40 | 62 | 79 | 106 | 196 | 289 | 289 |
| 28 | 39 | 61 | 82 | 105 | 195 | 288 | 288 |
| 29 | 38 | 60 | 85 | 104 | 194 | 288 | 288 |
| 30 | 37 | 59 | 87 | 103 | 193 | 287 | 287 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

93

217

313

3 030

2

52

66

73

97

220

351

2 293

3

56

71

80

106

219

364

1 748

4

58

75

85

112

219

364

1 362

5

59

77

90

115

220

356

1 085

6

61

80

92

118

219

343

883

7

61

82

93

119

218

327

732

8

60

81

93

120

217

310

616

9

59

80

93

122

216

309

525

10

58

80

93

123

214

307

452

11

56

78

92

122

212

306

393

12

55

77

90

120

211

304

344

13

53

75

88

119

209

302

303

14

52

73

87

117

208

301

301

15

50

72

85

116

206

300

300

16

49

71

84

115

205

298

298

17

48

70

83

114

204

297

297

18

47

69

82

113

203

297

297

19

46

68

82

112

202

296

296

20

46

68

81

111

202

295

295

21

45

67

80

111

201

294

294

22

44

66

80

110

200

294

294

23

43

65

79

109

199

293

293

24

43

65

78

108

199

292

292

25

42

64

77

107

198

291

291

26

41

63

77

107

197

290

290

27

40

62

79

106

196

289

289

28

39

61

82

105

195

288

288

29

38

60

85

104

194

288

288

30

37

59

87

103

193

287

287

3.7   Lev

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 14 | 21 | 45 | 168 | 307 | 2 973 |
| 2 | 0 | 14 | 21 | 45 | 168 | 342 | 2 233 |
| 3 | 1 | 15 | 24 | 50 | 163 | 354 | 1 696 |
| 4 | 1 | 16 | 27 | 54 | 160 | 352 | 1 316 |
| 5 | 2 | 18 | 30 | 56 | 160 | 343 | 1 045 |
| 6 | 2 | 21 | 33 | 59 | 160 | 329 | 849 |
| 7 | 3 | 24 | 35 | 61 | 160 | 314 | 703 |
| 8 | 3 | 24 | 36 | 64 | 160 | 297 | 591 |
| 9 | 4 | 25 | 38 | 67 | 160 | 280 | 503 |
| 10 | 4 | 26 | 39 | 69 | 160 | 264 | 433 |
| 11 | 5 | 26 | 40 | 70 | 160 | 254 | 377 |
| 12 | 5 | 26 | 40 | 70 | 160 | 254 | 330 |
| 13 | 5 | 26 | 40 | 70 | 160 | 254 | 291 |
| 14 | 6 | 26 | 41 | 70 | 160 | 254 | 258 |
| 15 | 7 | 26 | 44 | 70 | 160 | 254 | 254 |
| 16 | 7 | 26 | 47 | 70 | 160 | 254 | 254 |
| 17 | 7 | 26 | 49 | 70 | 160 | 254 | 254 |
| 18 | 8 | 26 | 51 | 70 | 160 | 254 | 254 |
| 19 | 8 | 26 | 54 | 70 | 160 | 254 | 254 |
| 20 | 9 | 26 | 57 | 70 | 160 | 254 | 254 |
| 21 | 9 | 26 | 60 | 70 | 160 | 254 | 254 |
| 22 | 9 | 26 | 62 | 71 | 160 | 254 | 254 |
| 23 | 10 | 26 | 65 | 73 | 160 | 254 | 254 |
| 24 | 10 | 26 | 68 | 75 | 160 | 254 | 254 |
| 25 | 11 | 26 | 70 | 78 | 160 | 254 | 254 |
| 26 | 11 | 26 | 74 | 80 | 160 | 254 | 254 |
| 27 | 12 | 26 | 76 | 83 | 160 | 254 | 254 |
| 28 | 12 | 27 | 78 | 85 | 160 | 254 | 254 |
| 29 | 12 | 28 | 82 | 87 | 160 | 254 | 254 |
| 30 | 13 | 28 | 84 | 90 | 160 | 254 | 254 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

0

14

21

45

168

307

2 973

2

0

14

21

45

168

342

2 233

3

1

15

24

50

163

354

1 696

4

1

16

27

54

160

352

1 316

5

2

18

30

56

160

343

1 045

6

2

21

33

59

160

329

849

7

3

24

35

61

160

314

703

8

3

24

36

64

160

297

591

9

4

25

38

67

160

280

503

10

4

26

39

69

160

264

433

11

5

26

40

70

160

254

377

12

5

26

40

70

160

254

330

13

5

26

40

70

160

254

291

14

6

26

41

70

160

254

258

15

7

26

44

70

160

254

254

16

7

26

47

70

160

254

254

17

7

26

49

70

160

254

254

18

8

26

51

70

160

254

254

19

8

26

54

70

160

254

254

20

9

26

57

70

160

254

254

21

9

26

60

70

160

254

254

22

9

26

62

71

160

254

254

23

10

26

65

73

160

254

254

24

10

26

68

75

160

254

254

25

11

26

70

78

160

254

254

26

11

26

74

80

160

254

254

27

12

26

76

83

160

254

254

28

12

27

78

85

160

254

254

29

12

28

82

87

160

254

254

30

13

28

84

90

160

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 | 187 | 310 | 3 006 |
| 2 | 0 | 11 | 23 | 46 | 187 | 345 | 2 258 |
| 3 | 1 | 11 | 24 | 51 | 182 | 357 | 1 714 |
| 4 | 1 | 13 | 27 | 57 | 178 | 355 | 1 330 |
| 5 | 2 | 16 | 29 | 60 | 177 | 346 | 1 056 |
| 6 | 2 | 18 | 33 | 61 | 176 | 332 | 858 |
| 7 | 3 | 21 | 36 | 60 | 175 | 317 | 710 |
| 8 | 3 | 23 | 37 | 59 | 174 | 300 | 597 |
| 9 | 6 | 31 | 41 | 58 | 173 | 283 | 508 |
| 10 | 8 | 34 | 41 | 57 | 172 | 266 | 437 |
| 11 | 7 | 33 | 40 | 56 | 171 | 265 | 380 |
| 12 | 6 | 31 | 40 | 55 | 170 | 264 | 333 |
| 13 | 5 | 30 | 40 | 55 | 170 | 263 | 293 |
| 14 | 6 | 30 | 41 | 55 | 169 | 262 | 262 |
| 15 | 7 | 30 | 44 | 55 | 168 | 261 | 261 |
| 16 | 7 | 30 | 47 | 57 | 167 | 260 | 260 |
| 17 | 7 | 30 | 50 | 59 | 166 | 259 | 259 |
| 18 | 8 | 30 | 52 | 62 | 165 | 258 | 258 |
| 19 | 8 | 30 | 54 | 65 | 165 | 258 | 258 |
| 20 | 9 | 30 | 57 | 67 | 166 | 259 | 259 |
| 21 | 9 | 30 | 60 | 69 | 166 | 259 | 259 |
| 22 | 9 | 30 | 62 | 71 | 166 | 259 | 259 |
| 23 | 10 | 30 | 65 | 73 | 165 | 259 | 259 |
| 24 | 10 | 30 | 68 | 76 | 165 | 258 | 258 |
| 25 | 11 | 30 | 71 | 78 | 164 | 258 | 258 |
| 26 | 11 | 30 | 74 | 80 | 164 | 257 | 257 |
| 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 78 | 85 | 163 | 257 | 257 |
| 29 | 12 | 30 | 82 | 87 | 163 | 256 | 256 |
| 30 | 13 | 30 | 84 | 90 | 162 | 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

187

310

3 006

2

0

11

23

46

187

345

2 258

3

1

11

24

51

182

357

1 714

4

1

13

27

57

178

355

1 330

5

2

16

29

60

177

346

1 056

6

2

18

33

61

176

332

858

7

3

21

36

60

175

317

710

8

3

23

37

59

174

300

597

9

6

31

41

58

173

283

508

10

8

34

41

57

172

266

437

11

7

33

40

56

171

265

380

12

6

31

40

55

170

264

333

13

5

30

40

55

170

263

293

14

6

30

41

55

169

262

262

15

7

30

44

55

168

261

261

16

7

30

47

57

167

260

260

17

7

30

50

59

166

259

259

18

8

30

52

62

165

258

258

19

8

30

54

65

165

258

258

20

9

30

57

67

166

259

259

21

9

30

60

69

166

259

259

22

9

30

62

71

166

259

259

23

10

30

65

73

165

259

259

24

10

30

68

76

165

258

258

25

11

30

71

78

164

258

258

26

11

30

74

80

164

257

257

27

12

30

76

83

164

257

257

28

12

30

78

85

163

257

257

29

12

30

82

87

163

256

256

30

13

30

84

90

162

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 | 84 | 99 | 106 | 130 | 253 | 349 | 3 022 |
| 2 | 81 | 96 | 103 | 127 | 250 | 349 | 2 283 |
| 3 | 78 | 94 | 103 | 129 | 242 | 363 | 1 743 |
| 4 | 75 | 92 | 103 | 130 | 237 | 363 | 1 357 |
| 5 | 73 | 91 | 103 | 129 | 233 | 355 | 1 081 |
| 6 | 72 | 91 | 103 | 129 | 231 | 342 | 880 |
| 7 | 71 | 91 | 102 | 128 | 228 | 326 | 729 |
| 8 | 68 | 89 | 101 | 128 | 225 | 318 | 613 |
| 9 | 66 | 87 | 100 | 129 | 222 | 316 | 523 |
| 10 | 64 | 86 | 99 | 129 | 221 | 314 | 450 |
| 11 | 63 | 85 | 98 | 128 | 219 | 312 | 392 |
| 12 | 61 | 83 | 96 | 127 | 217 | 310 | 343 |
| 13 | 59 | 81 | 94 | 125 | 215 | 309 | 309 |
| 14 | 58 | 80 | 93 | 123 | 214 | 307 | 307 |
| 15 | 56 | 78 | 91 | 122 | 212 | 306 | 306 |
| 16 | 55 | 77 | 90 | 121 | 211 | 304 | 304 |
| 17 | 54 | 76 | 89 | 119 | 210 | 303 | 303 |
| 18 | 53 | 75 | 88 | 118 | 209 | 302 | 302 |
| 19 | 52 | 74 | 87 | 117 | 208 | 301 | 301 |
| 20 | 51 | 73 | 86 | 117 | 207 | 300 | 300 |
| 21 | 50 | 72 | 85 | 116 | 206 | 299 | 299 |
| 22 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 23 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 24 | 47 | 69 | 82 | 113 | 203 | 296 | 296 |
| 25 | 46 | 68 | 81 | 112 | 202 | 295 | 295 |
| 26 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 27 | 44 | 66 | 79 | 110 | 200 | 293 | 293 |
| 28 | 43 | 65 | 82 | 109 | 199 | 292 | 292 |
| 29 | 42 | 64 | 85 | 108 | 198 | 291 | 291 |
| 30 | 41 | 63 | 87 | 107 | 197 | 290 | 290 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

84

99

106

130

253

349

3 022

2

81

96

103

127

250

349

2 283

3

78

94

103

129

242

363

1 743

4

75

92

103

130

237

363

1 357

5

73

91

103

129

233

355

1 081

6

72

91

103

129

231

342

880

7

71

91

102

128

228

326

729

8

68

89

101

128

225

318

613

9

66

87

100

129

222

316

523

10

64

86

99

129

221

314

450

11

63

85

98

128

219

312

392

12

61

83

96

127

217

310

343

13

59

81

94

125

215

309

309

14

58

80

93

123

214

307

307

15

56

78

91

122

212

306

306

16

55

77

90

121

211

304

304

17

54

76

89

119

210

303

303

18

53

75

88

118

209

302

302

19

52

74

87

117

208

301

301

20

51

73

86

117

207

300

300

21

50

72

85

116

206

299

299

22

49

71

84

115

205

298

298

23

48

70

83

114

204

297

297

24

47

69

82

113

203

296

296

25

46

68

81

112

202

295

295

26

45

67

80

111

201

294

294

27

44

66

79

110

200

293

293

28

43

65

82

109

199

292

292

29

42

64

85

108

198

291

291

30

41

63

87

107

197

290

290

3.10   Zloty

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 56 | 71 | 78 | 102 | 225 | 321 | 3 061 |
| 2 | 54 | 69 | 76 | 100 | 223 | 352 | 2 306 |
| 3 | 52 | 68 | 77 | 103 | 216 | 365 | 1 755 |
| 4 | 51 | 68 | 79 | 106 | 212 | 364 | 1 365 |
| 5 | 50 | 67 | 80 | 105 | 210 | 355 | 1 086 |
| 6 | 49 | 68 | 80 | 106 | 208 | 342 | 882 |
| 7 | 49 | 69 | 80 | 106 | 206 | 326 | 731 |
| 8 | 47 | 68 | 80 | 107 | 204 | 309 | 615 |
| 9 | 46 | 67 | 79 | 109 | 202 | 296 | 524 |
| 10 | 45 | 67 | 80 | 110 | 201 | 294 | 451 |
| 11 | 44 | 66 | 79 | 109 | 200 | 293 | 392 |
| 12 | 43 | 65 | 78 | 109 | 199 | 292 | 343 |
| 13 | 42 | 64 | 77 | 108 | 198 | 292 | 302 |
| 14 | 42 | 63 | 77 | 107 | 198 | 291 | 291 |
| 15 | 41 | 63 | 76 | 107 | 197 | 290 | 290 |
| 16 | 40 | 62 | 75 | 105 | 196 | 289 | 289 |
| 17 | 39 | 61 | 74 | 105 | 195 | 288 | 288 |
| 18 | 38 | 60 | 74 | 104 | 194 | 288 | 288 |
| 19 | 38 | 60 | 73 | 103 | 194 | 287 | 287 |
| 20 | 38 | 60 | 73 | 103 | 194 | 287 | 287 |
| 21 | 37 | 59 | 73 | 103 | 193 | 287 | 287 |
| 22 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 23 | 36 | 58 | 72 | 102 | 192 | 286 | 286 |
| 24 | 36 | 58 | 71 | 101 | 192 | 285 | 285 |
| 25 | 35 | 57 | 73 | 101 | 191 | 285 | 285 |
| 26 | 35 | 56 | 76 | 100 | 191 | 284 | 284 |
| 27 | 34 | 56 | 79 | 100 | 190 | 283 | 283 |
| 28 | 33 | 55 | 81 | 99 | 189 | 283 | 283 |
| 29 | 33 | 54 | 85 | 98 | 188 | 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

56

71

78

102

225

321

3 061

2

54

69

76

100

223

352

2 306

3

52

68

77

103

216

365

1 755

4

51

68

79

106

212

364

1 365

5

50

67

80

105

210

355

1 086

6

49

68

80

106

208

342

882

7

49

69

80

106

206

326

731

8

47

68

80

107

204

309

615

9

46

67

79

109

202

296

524

10

45

67

80

110

201

294

451

11

44

66

79

109

200

293

392

12

43

65

78

109

199

292

343

13

42

64

77

108

198

292

302

14

42

63

77

107

198

291

291

15

41

63

76

107

197

290

290

16

40

62

75

105

196

289

289

17

39

61

74

105

195

288

288

18

38

60

74

104

194

288

288

19

38

60

73

103

194

287

287

20

38

60

73

103

194

287

287

21

37

59

73

103

193

287

287

22

37

59

72

103

193

286

286

23

36

58

72

102

192

286

286

24

36

58

71

101

192

285

285

25

35

57

73

101

191

285

285

26

35

56

76

100

191

284

284

27

34

56

79

100

190

283

283

28

33

55

81

99

189

283

283

29

33

54

85

98

188

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 | 26 | 40 | 47 | 71 | 194 | 313 | 3 038 |
| 2 | 26 | 41 | 48 | 71 | 195 | 350 | 2 287 |
| 3 | 24 | 40 | 49 | 75 | 188 | 361 | 1 737 |
| 4 | 23 | 40 | 51 | 78 | 185 | 360 | 1 348 |
| 5 | 23 | 41 | 54 | 79 | 184 | 350 | 1 070 |
| 6 | 24 | 43 | 55 | 81 | 183 | 337 | 869 |
| 7 | 25 | 45 | 56 | 83 | 182 | 320 | 719 |
| 8 | 24 | 45 | 57 | 84 | 181 | 303 | 604 |
| 9 | 24 | 45 | 58 | 87 | 180 | 286 | 514 |
| 10 | 23 | 45 | 59 | 88 | 180 | 273 | 443 |
| 11 | 23 | 45 | 58 | 88 | 179 | 272 | 385 |
| 12 | 22 | 44 | 57 | 88 | 178 | 271 | 337 |
| 13 | 21 | 43 | 56 | 87 | 177 | 271 | 297 |
| 14 | 20 | 42 | 56 | 86 | 176 | 270 | 270 |
| 15 | 20 | 42 | 55 | 85 | 176 | 269 | 269 |
| 16 | 19 | 41 | 54 | 84 | 175 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 18 | 18 | 40 | 53 | 83 | 174 | 267 | 267 |
| 19 | 17 | 39 | 56 | 83 | 173 | 267 | 267 |
| 20 | 17 | 39 | 58 | 83 | 173 | 267 | 267 |
| 21 | 17 | 39 | 61 | 83 | 173 | 267 | 267 |
| 22 | 17 | 39 | 64 | 83 | 173 | 267 | 267 |
| 23 | 17 | 39 | 66 | 83 | 173 | 267 | 267 |
| 24 | 17 | 39 | 69 | 83 | 173 | 266 | 266 |
| 25 | 17 | 39 | 72 | 82 | 173 | 266 | 266 |
| 26 | 17 | 38 | 75 | 82 | 173 | 266 | 266 |
| 27 | 16 | 38 | 78 | 85 | 172 | 266 | 266 |
| 28 | 16 | 38 | 80 | 87 | 172 | 265 | 265 |
| 29 | 16 | 38 | 83 | 89 | 172 | 265 | 265 |
| 30 | 16 | 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

26

40

47

71

194

313

3 038

2

26

41

48

71

195

350

2 287

3

24

40

49

75

188

361

1 737

4

23

40

51

78

185

360

1 348

5

23

41

54

79

184

350

1 070

6

24

43

55

81

183

337

869

7

25

45

56

83

182

320

719

8

24

45

57

84

181

303

604

9

24

45

58

87

180

286

514

10

23

45

59

88

180

273

443

11

23

45

58

88

179

272

385

12

22

44

57

88

178

271

337

13

21

43

56

87

177

271

297

14

20

42

56

86

176

270

270

15

20

42

55

85

176

269

269

16

19

41

54

84

175

268

268

17

18

40

53

84

174

267

267

18

18

40

53

83

174

267

267

19

17

39

56

83

173

267

267

20

17

39

58

83

173

267

267

21

17

39

61

83

173

267

267

22

17

39

64

83

173

267

267

23

17

39

66

83

173

267

267

24

17

39

69

83

173

266

266

25

17

39

72

82

173

266

266

26

17

38

75

82

173

266

266

27

16

38

78

85

172

266

266

28

16

38

80

87

172

265

265

29

16

38

83

89

172

265

265

30

16

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 | 148 | 305 | 2 952 |
| 2 | 0 | 1 | 6 | 26 | 149 | 340 | 2 217 |
| 3 | 1 | 2 | 10 | 31 | 144 | 351 | 1 684 |
| 4 | 1 | 3 | 13 | 35 | 141 | 350 | 1 306 |
| 5 | 2 | 4 | 16 | 37 | 141 | 340 | 1 038 |
| 6 | 2 | 5 | 19 | 40 | 141 | 327 | 843 |
| 7 | 3 | 6 | 22 | 42 | 141 | 312 | 698 |
| 8 | 3 | 7 | 24 | 45 | 141 | 295 | 587 |
| 9 | 4 | 8 | 27 | 48 | 141 | 278 | 500 |
| 10 | 4 | 9 | 30 | 50 | 141 | 262 | 430 |
| 11 | 5 | 10 | 33 | 52 | 143 | 246 | 374 |
| 12 | 5 | 11 | 36 | 51 | 141 | 235 | 327 |
| 13 | 5 | 12 | 38 | 52 | 142 | 236 | 288 |
| 14 | 6 | 13 | 41 | 52 | 142 | 236 | 255 |
| 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 | 60 | 140 | 233 | 233 |
| 19 | 8 | 17 | 54 | 63 | 140 | 234 | 234 |
| 20 | 9 | 19 | 57 | 65 | 141 | 234 | 234 |
| 21 | 9 | 20 | 59 | 68 | 141 | 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 | 81 | 143 | 235 | 235 |
| 28 | 12 | 26 | 78 | 84 | 145 | 235 | 235 |
| 29 | 12 | 27 | 80 | 86 | 146 | 235 | 235 |
| 30 | 13 | 28 | 83 | 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

148

305

2 952

2

0

1

6

26

149

340

2 217

3

1

2

10

31

144

351

1 684

4

1

3

13

35

141

350

1 306

5

2

4

16

37

141

340

1 038

6

2

5

19

40

141

327

843

7

3

6

22

42

141

312

698

8

3

7

24

45

141

295

587

9

4

8

27

48

141

278

500

10

4

9

30

50

141

262

430

11

5

10

33

52

143

246

374

12

5

11

36

51

141

235

327

13

5

12

38

52

142

236

288

14

6

13

41

52

142

236

255

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

60

140

233

233

19

8

17

54

63

140

234

234

20

9

19

57

65

141

234

234

21

9

20

59

68

141

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

81

143

235

235

28

12

26

78

84

145

235

235

29

12

27

80

86

146

235

235

30

13

28

83

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 | 87 | 211 | 317 | 3 076 |
| 2 | 42 | 57 | 64 | 87 | 211 | 353 | 2 310 |
| 3 | 41 | 57 | 66 | 92 | 205 | 365 | 1 755 |
| 4 | 40 | 57 | 68 | 95 | 201 | 363 | 1 361 |
| 5 | 40 | 58 | 70 | 95 | 200 | 353 | 1 081 |
| 6 | 40 | 59 | 71 | 97 | 199 | 339 | 877 |
| 7 | 41 | 61 | 72 | 99 | 198 | 323 | 726 |
| 8 | 40 | 61 | 72 | 100 | 197 | 306 | 610 |
| 9 | 39 | 60 | 73 | 102 | 196 | 289 | 519 |
| 10 | 39 | 60 | 74 | 103 | 195 | 288 | 447 |
| 11 | 38 | 60 | 73 | 103 | 194 | 287 | 388 |
| 12 | 37 | 59 | 72 | 103 | 193 | 286 | 340 |
| 13 | 36 | 58 | 71 | 102 | 192 | 286 | 299 |
| 14 | 36 | 57 | 71 | 101 | 192 | 285 | 285 |
| 15 | 35 | 57 | 70 | 101 | 191 | 284 | 284 |
| 16 | 34 | 56 | 69 | 100 | 190 | 283 | 283 |
| 17 | 33 | 55 | 69 | 99 | 189 | 283 | 283 |
| 18 | 33 | 55 | 68 | 98 | 189 | 282 | 282 |
| 19 | 32 | 54 | 67 | 98 | 188 | 282 | 282 |
| 20 | 32 | 54 | 67 | 98 | 188 | 281 | 281 |
| 21 | 32 | 54 | 67 | 98 | 188 | 281 | 281 |
| 22 | 32 | 53 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 24 | 31 | 53 | 69 | 96 | 187 | 280 | 280 |
| 25 | 30 | 52 | 73 | 96 | 186 | 279 | 279 |
| 26 | 29 | 51 | 75 | 95 | 185 | 279 | 279 |
| 27 | 29 | 51 | 78 | 95 | 185 | 278 | 278 |
| 28 | 28 | 50 | 80 | 94 | 184 | 278 | 278 |
| 29 | 28 | 50 | 83 | 93 | 184 | 277 | 277 |
| 30 | 27 | 49 | 86 | 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

42

57

64

87

211

317

3 076

2

42

57

64

87

211

353

2 310

3

41

57

66

92

205

365

1 755

4

40

57

68

95

201

363

1 361

5

40

58

70

95

200

353

1 081

6

40

59

71

97

199

339

877

7

41

61

72

99

198

323

726

8

40

61

72

100

197

306

610

9

39

60

73

102

196

289

519

10

39

60

74

103

195

288

447

11

38

60

73

103

194

287

388

12

37

59

72

103

193

286

340

13

36

58

71

102

192

286

299

14

36

57

71

101

192

285

285

15

35

57

70

101

191

284

284

16

34

56

69

100

190

283

283

17

33

55

69

99

189

283

283

18

33

55

68

98

189

282

282

19

32

54

67

98

188

282

282

20

32

54

67

98

188

281

281

21

32

54

67

98

188

281

281

22

32

53

67

97

188

281

281

23

31

53

66

97

187

280

280

24

31

53

69

96

187

280

280

25

30

52

73

96

186

279

279

26

29

51

75

95

185

279

279

27

29

51

78

95

185

278

278

28

28

50

80

94

184

278

278

29

28

50

83

93

184

277

277

30

27

49

86

93

183

276

276

3.14   Baht

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 9 | 23 | 30 | 54 | 177 | 315 | 3 059 |
| 2 | 13 | 28 | 35 | 58 | 182 | 351 | 2 299 |
| 3 | 16 | 31 | 40 | 67 | 179 | 363 | 1 748 |
| 4 | 18 | 35 | 46 | 73 | 180 | 362 | 1 357 |
| 5 | 21 | 39 | 51 | 76 | 181 | 353 | 1 078 |
| 6 | 20 | 39 | 51 | 77 | 179 | 339 | 876 |
| 7 | 26 | 46 | 57 | 83 | 183 | 323 | 725 |
| 8 | 24 | 45 | 57 | 85 | 181 | 306 | 609 |
| 9 | 26 | 47 | 60 | 89 | 182 | 289 | 519 |
| 10 | 28 | 50 | 63 | 93 | 184 | 277 | 447 |
| 11 | 29 | 51 | 64 | 95 | 185 | 279 | 388 |
| 12 | 30 | 52 | 65 | 96 | 186 | 279 | 340 |
| 13 | 31 | 52 | 66 | 96 | 186 | 280 | 299 |
| 14 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 15 | 31 | 53 | 66 | 97 | 187 | 280 | 280 |
| 16 | 30 | 52 | 66 | 96 | 186 | 280 | 280 |
| 17 | 30 | 52 | 66 | 96 | 186 | 280 | 280 |
| 18 | 30 | 51 | 65 | 95 | 186 | 279 | 279 |
| 19 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 20 | 29 | 51 | 64 | 95 | 185 | 279 | 279 |
| 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 22 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 23 | 29 | 50 | 67 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 69 | 94 | 184 | 277 | 277 |
| 25 | 28 | 50 | 73 | 93 | 184 | 277 | 277 |
| 26 | 27 | 49 | 75 | 93 | 183 | 277 | 277 |
| 27 | 27 | 49 | 78 | 92 | 183 | 276 | 276 |
| 28 | 26 | 48 | 81 | 92 | 182 | 276 | 276 |
| 29 | 26 | 48 | 84 | 91 | 182 | 275 | 275 |
| 30 | 25 | 47 | 87 | 92 | 181 | 275 | 275 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

9

23

30

54

177

315

3 059

2

13

28

35

58

182

351

2 299

3

16

31

40

67

179

363

1 748

4

18

35

46

73

180

362

1 357

5

21

39

51

76

181

353

1 078

6

20

39

51

77

179

339

876

7

26

46

57

83

183

323

725

8

24

45

57

85

181

306

609

9

26

47

60

89

182

289

519

10

28

50

63

93

184

277

447

11

29

51

64

95

185

279

388

12

30

52

65

96

186

279

340

13

31

52

66

96

186

280

299

14

31

53

66

97

187

280

280

15

31

53

66

97

187

280

280

16

30

52

66

96

186

280

280

17

30

52

66

96

186

280

280

18

30

51

65

95

186

279

279

19

29

51

64

95

185

279

279

20

29

51

64

95

185

279

279

21

29

51

64

95

185

278

278

22

29

51

64

95

185

278

278

23

29

50

67

94

185

278

278

24

28

50

69

94

184

277

277

25

28

50

73

93

184

277

277

26

27

49

75

93

183

277

277

27

27

49

78

92

183

276

276

28

26

48

81

92

182

276

276

29

26

48

84

91

182

275

275

30

25

47

87

92

181

275

275

3.15   Canadian dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 8 | 22 | 29 | 53 | 176 | 312 | 3 025 |
| 2 | 9 | 24 | 30 | 54 | 178 | 348 | 2 273 |
| 3 | 9 | 25 | 34 | 60 | 173 | 359 | 1 727 |
| 4 | 10 | 27 | 38 | 65 | 171 | 358 | 1 340 |
| 5 | 11 | 29 | 41 | 67 | 171 | 348 | 1 064 |
| 6 | 13 | 32 | 44 | 70 | 171 | 335 | 864 |
| 7 | 15 | 35 | 46 | 72 | 171 | 319 | 714 |
| 8 | 15 | 35 | 47 | 75 | 172 | 302 | 601 |
| 9 | 15 | 37 | 49 | 78 | 172 | 285 | 512 |
| 10 | 16 | 38 | 51 | 81 | 172 | 268 | 440 |
| 11 | 16 | 38 | 51 | 82 | 172 | 266 | 383 |
| 12 | 16 | 38 | 52 | 82 | 172 | 266 | 335 |
| 13 | 17 | 38 | 52 | 82 | 173 | 266 | 295 |
| 14 | 17 | 39 | 52 | 82 | 173 | 266 | 266 |
| 15 | 17 | 39 | 52 | 82 | 173 | 266 | 266 |
| 16 | 17 | 38 | 52 | 82 | 172 | 266 | 266 |
| 17 | 17 | 38 | 52 | 82 | 173 | 266 | 266 |
| 18 | 17 | 38 | 53 | 82 | 172 | 266 | 266 |
| 19 | 17 | 38 | 55 | 82 | 172 | 266 | 266 |
| 20 | 17 | 39 | 58 | 82 | 173 | 266 | 266 |
| 21 | 17 | 39 | 61 | 82 | 173 | 266 | 266 |
| 22 | 17 | 39 | 64 | 82 | 173 | 266 | 266 |
| 23 | 16 | 38 | 66 | 82 | 172 | 266 | 266 |
| 24 | 16 | 38 | 69 | 82 | 172 | 265 | 265 |
| 25 | 16 | 38 | 71 | 81 | 172 | 265 | 265 |
| 26 | 15 | 37 | 74 | 81 | 171 | 265 | 265 |
| 27 | 15 | 37 | 76 | 83 | 171 | 264 | 264 |
| 28 | 15 | 37 | 80 | 86 | 171 | 264 | 264 |
| 29 | 15 | 36 | 82 | 88 | 171 | 264 | 264 |
| 30 | 14 | 36 | 85 | 90 | 170 | 264 | 264 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

8

22

29

53

176

312

3 025

2

9

24

30

54

178

348

2 273

3

9

25

34

60

173

359

1 727

4

10

27

38

65

171

358

1 340

5

11

29

41

67

171

348

1 064

6

13

32

44

70

171

335

864

7

15

35

46

72

171

319

714

8

15

35

47

75

172

302

601

9

15

37

49

78

172

285

512

10

16

38

51

81

172

268

440

11

16

38

51

82

172

266

383

12

16

38

52

82

172

266

335

13

17

38

52

82

173

266

295

14

17

39

52

82

173

266

266

15

17

39

52

82

173

266

266

16

17

38

52

82

172

266

266

17

17

38

52

82

173

266

266

18

17

38

53

82

172

266

266

19

17

38

55

82

172

266

266

20

17

39

58

82

173

266

266

21

17

39

61

82

173

266

266

22

17

39

64

82

173

266

266

23

16

38

66

82

172

266

266

24

16

38

69

82

172

265

265

25

16

38

71

81

172

265

265

26

15

37

74

81

171

265

265

27

15

37

76

83

171

264

264

28

15

37

80

86

171

264

264

29

15

36

82

88

171

264

264

30

14

36

85

90

170

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 | 323 | 3 146 |
| 2 | 47 | 62 | 69 | 93 | 216 | 360 | 2 363 |
| 3 | 49 | 65 | 74 | 100 | 213 | 372 | 1 796 |
| 4 | 50 | 67 | 78 | 105 | 212 | 371 | 1 395 |
| 5 | 52 | 70 | 82 | 107 | 212 | 362 | 1 109 |
| 6 | 54 | 73 | 85 | 111 | 212 | 348 | 900 |
| 7 | 55 | 75 | 86 | 113 | 212 | 332 | 745 |
| 8 | 55 | 75 | 87 | 115 | 212 | 314 | 627 |
| 9 | 55 | 76 | 89 | 118 | 211 | 305 | 534 |
| 10 | 55 | 77 | 90 | 120 | 211 | 305 | 460 |
| 11 | 55 | 77 | 90 | 120 | 211 | 304 | 399 |
| 12 | 54 | 76 | 89 | 120 | 210 | 303 | 349 |
| 13 | 53 | 75 | 88 | 119 | 209 | 303 | 307 |
| 14 | 52 | 74 | 88 | 118 | 208 | 302 | 302 |
| 15 | 51 | 73 | 87 | 117 | 207 | 301 | 301 |
| 16 | 51 | 72 | 86 | 116 | 206 | 300 | 300 |
| 17 | 50 | 72 | 85 | 115 | 206 | 299 | 299 |
| 18 | 49 | 71 | 84 | 115 | 205 | 298 | 298 |
| 19 | 48 | 70 | 83 | 114 | 204 | 297 | 297 |
| 20 | 47 | 69 | 83 | 113 | 203 | 297 | 297 |
| 21 | 47 | 69 | 82 | 112 | 203 | 296 | 296 |
| 22 | 46 | 68 | 81 | 112 | 202 | 295 | 295 |
| 23 | 45 | 67 | 80 | 111 | 201 | 294 | 294 |
| 24 | 44 | 66 | 79 | 110 | 200 | 293 | 293 |
| 25 | 43 | 65 | 78 | 109 | 199 | 293 | 293 |
| 26 | 42 | 64 | 78 | 108 | 198 | 292 | 292 |
| 27 | 41 | 63 | 79 | 107 | 197 | 291 | 291 |
| 28 | 41 | 62 | 83 | 106 | 196 | 290 | 290 |
| 29 | 40 | 62 | 85 | 105 | 196 | 289 | 289 |
| 30 | 39 | 61 | 88 | 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

323

3 146

2

47

62

69

93

216

360

2 363

3

49

65

74

100

213

372

1 796

4

50

67

78

105

212

371

1 395

5

52

70

82

107

212

362

1 109

6

54

73

85

111

212

348

900

7

55

75

86

113

212

332

745

8

55

75

87

115

212

314

627

9

55

76

89

118

211

305

534

10

55

77

90

120

211

305

460

11

55

77

90

120

211

304

399

12

54

76

89

120

210

303

349

13

53

75

88

119

209

303

307

14

52

74

88

118

208

302

302

15

51

73

87

117

207

301

301

16

51

72

86

116

206

300

300

17

50

72

85

115

206

299

299

18

49

71

84

115

205

298

298

19

48

70

83

114

204

297

297

20

47

69

83

113

203

297

297

21

47

69

82

112

203

296

296

22

46

68

81

112

202

295

295

23

45

67

80

111

201

294

294

24

44

66

79

110

200

293

293

25

43

65

78

109

199

293

293

26

42

64

78

108

198

292

292

27

41

63

79

107

197

291

291

28

41

62

83

106

196

290

290

29

40

62

85

105

196

289

289

30

39

61

88

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 | 120 | 244 | 339 | 3 202 |
| 2 | 79 | 94 | 101 | 125 | 248 | 367 | 2 411 |
| 3 | 79 | 95 | 103 | 130 | 242 | 380 | 1 834 |
| 4 | 78 | 95 | 106 | 133 | 239 | 379 | 1 425 |
| 5 | 81 | 99 | 111 | 136 | 241 | 369 | 1 132 |
| 6 | 83 | 102 | 114 | 140 | 241 | 355 | 919 |
| 7 | 85 | 105 | 116 | 142 | 242 | 339 | 761 |
| 8 | 86 | 106 | 118 | 146 | 243 | 336 | 640 |
| 9 | 87 | 108 | 120 | 150 | 243 | 337 | 546 |
| 10 | 87 | 109 | 122 | 152 | 243 | 337 | 471 |
| 11 | 87 | 109 | 122 | 152 | 243 | 336 | 409 |
| 12 | 86 | 108 | 121 | 151 | 242 | 335 | 358 |
| 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 |
| 14 | 83 | 105 | 118 | 149 | 239 | 332 | 332 |
| 15 | 81 | 103 | 117 | 147 | 237 | 331 | 331 |
| 16 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 17 | 79 | 100 | 114 | 144 | 235 | 328 | 328 |
| 18 | 77 | 99 | 112 | 143 | 233 | 326 | 326 |
| 19 | 76 | 98 | 111 | 141 | 232 | 325 | 325 |
| 20 | 75 | 96 | 110 | 140 | 230 | 324 | 324 |
| 21 | 73 | 95 | 108 | 139 | 229 | 322 | 322 |
| 22 | 72 | 94 | 107 | 137 | 228 | 321 | 321 |
| 23 | 70 | 92 | 105 | 136 | 226 | 319 | 319 |
| 24 | 69 | 90 | 104 | 134 | 224 | 318 | 318 |
| 25 | 67 | 89 | 102 | 133 | 223 | 316 | 316 |
| 26 | 65 | 87 | 101 | 131 | 221 | 315 | 315 |
| 27 | 64 | 86 | 99 | 130 | 220 | 313 | 313 |
| 28 | 62 | 84 | 98 | 128 | 218 | 312 | 312 |
| 29 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 30 | 59 | 81 | 95 | 125 | 215 | 309 | 309 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

75

90

97

120

244

339

3 202

2

79

94

101

125

248

367

2 411

3

79

95

103

130

242

380

1 834

4

78

95

106

133

239

379

1 425

5

81

99

111

136

241

369

1 132

6

83

102

114

140

241

355

919

7

85

105

116

142

242

339

761

8

86

106

118

146

243

336

640

9

87

108

120

150

243

337

546

10

87

109

122

152

243

337

471

11

87

109

122

152

243

336

409

12

86

108

121

151

242

335

358

13

84

106

120

150

240

334

334

14

83

105

118

149

239

332

332

15

81

103

117

147

237

331

331

16

80

102

115

146

236

329

329

17

79

100

114

144

235

328

328

18

77

99

112

143

233

326

326

19

76

98

111

141

232

325

325

20

75

96

110

140

230

324

324

21

73

95

108

139

229

322

322

22

72

94

107

137

228

321

321

23

70

92

105

136

226

319

319

24

69

90

104

134

224

318

318

25

67

89

102

133

223

316

316

26

65

87

101

131

221

315

315

27

64

86

99

130

220

313

313

28

62

84

98

128

218

312

312

29

61

83

96

127

217

310

310

30

59

81

95

125

215

309

309

3.18   Hong Kong dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 15 | 22 | 46 | 169 | 312 | 3 023 |
| 2 | 4 | 19 | 25 | 49 | 172 | 348 | 2 275 |
| 3 | 6 | 22 | 30 | 57 | 169 | 360 | 1 730 |
| 4 | 8 | 25 | 35 | 62 | 169 | 359 | 1 343 |
| 5 | 10 | 28 | 40 | 66 | 170 | 349 | 1 067 |
| 6 | 12 | 31 | 43 | 70 | 171 | 336 | 866 |
| 7 | 14 | 35 | 46 | 72 | 171 | 320 | 717 |
| 8 | 15 | 35 | 47 | 75 | 172 | 303 | 603 |
| 9 | 15 | 37 | 49 | 78 | 172 | 286 | 513 |
| 10 | 16 | 37 | 51 | 80 | 172 | 269 | 442 |
| 11 | 16 | 38 | 51 | 81 | 172 | 265 | 384 |
| 12 | 16 | 37 | 51 | 81 | 172 | 265 | 336 |
| 13 | 15 | 37 | 50 | 81 | 171 | 264 | 296 |
| 14 | 14 | 36 | 50 | 80 | 170 | 264 | 264 |
| 15 | 14 | 36 | 49 | 79 | 170 | 263 | 263 |
| 16 | 13 | 35 | 48 | 78 | 169 | 262 | 262 |
| 17 | 12 | 34 | 50 | 78 | 168 | 261 | 261 |
| 18 | 12 | 34 | 53 | 77 | 168 | 261 | 261 |
| 19 | 12 | 33 | 55 | 77 | 167 | 261 | 261 |
| 20 | 12 | 34 | 58 | 77 | 168 | 261 | 261 |
| 21 | 12 | 34 | 61 | 77 | 168 | 261 | 261 |
| 22 | 12 | 34 | 64 | 78 | 168 | 261 | 261 |
| 23 | 12 | 34 | 66 | 77 | 168 | 261 | 261 |
| 24 | 12 | 34 | 69 | 77 | 168 | 261 | 261 |
| 25 | 12 | 34 | 72 | 79 | 168 | 261 | 261 |
| 26 | 12 | 33 | 75 | 82 | 167 | 261 | 261 |
| 27 | 12 | 33 | 78 | 84 | 167 | 261 | 261 |
| 28 | 12 | 33 | 80 | 86 | 167 | 261 | 261 |
| 29 | 13 | 33 | 83 | 89 | 167 | 260 | 260 |
| 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

169

312

3 023

2

4

19

25

49

172

348

2 275

3

6

22

30

57

169

360

1 730

4

8

25

35

62

169

359

1 343

5

10

28

40

66

170

349

1 067

6

12

31

43

70

171

336

866

7

14

35

46

72

171

320

717

8

15

35

47

75

172

303

603

9

15

37

49

78

172

286

513

10

16

37

51

80

172

269

442

11

16

38

51

81

172

265

384

12

16

37

51

81

172

265

336

13

15

37

50

81

171

264

296

14

14

36

50

80

170

264

264

15

14

36

49

79

170

263

263

16

13

35

48

78

169

262

262

17

12

34

50

78

168

261

261

18

12

34

53

77

168

261

261

19

12

33

55

77

167

261

261

20

12

34

58

77

168

261

261

21

12

34

61

77

168

261

261

22

12

34

64

78

168

261

261

23

12

34

66

77

168

261

261

24

12

34

69

77

168

261

261

25

12

34

72

79

168

261

261

26

12

33

75

82

167

261

261

27

12

33

78

84

167

261

261

28

12

33

80

86

167

261

261

29

13

33

83

89

167

260

260

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 | 86 | 101 | 108 | 131 | 255 | 350 | 3 311 |
| 2 | 86 | 101 | 108 | 132 | 255 | 378 | 2 492 |
| 3 | 85 | 101 | 110 | 136 | 249 | 391 | 1 895 |
| 4 | 85 | 102 | 113 | 140 | 246 | 389 | 1 470 |
| 5 | 86 | 104 | 116 | 141 | 246 | 379 | 1 167 |
| 6 | 86 | 106 | 118 | 144 | 245 | 365 | 947 |
| 7 | 88 | 108 | 119 | 145 | 245 | 347 | 783 |
| 8 | 87 | 108 | 120 | 148 | 244 | 338 | 658 |
| 9 | 87 | 108 | 121 | 150 | 243 | 337 | 560 |
| 10 | 86 | 107 | 121 | 150 | 242 | 335 | 481 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 418 |
| 12 | 82 | 104 | 117 | 148 | 238 | 331 | 365 |
| 13 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 14 | 78 | 100 | 113 | 144 | 234 | 328 | 328 |
| 15 | 76 | 98 | 112 | 142 | 232 | 326 | 326 |
| 16 | 74 | 96 | 109 | 140 | 230 | 323 | 323 |
| 17 | 73 | 94 | 108 | 138 | 228 | 322 | 322 |
| 18 | 71 | 93 | 106 | 137 | 227 | 320 | 320 |
| 19 | 70 | 91 | 105 | 135 | 225 | 319 | 319 |
| 20 | 69 | 90 | 104 | 134 | 224 | 318 | 318 |
| 21 | 68 | 89 | 103 | 133 | 223 | 317 | 317 |
| 22 | 66 | 88 | 102 | 132 | 222 | 316 | 316 |
| 23 | 65 | 87 | 101 | 131 | 221 | 315 | 315 |
| 24 | 64 | 86 | 99 | 130 | 220 | 314 | 314 |
| 25 | 63 | 85 | 98 | 129 | 219 | 312 | 312 |
| 26 | 62 | 84 | 97 | 128 | 218 | 311 | 311 |
| 27 | 61 | 83 | 96 | 127 | 217 | 310 | 310 |
| 28 | 60 | 82 | 95 | 126 | 216 | 309 | 309 |
| 29 | 59 | 81 | 94 | 125 | 215 | 308 | 308 |
| 30 | 58 | 80 | 93 | 124 | 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

86

101

108

131

255

350

3 311

2

86

101

108

132

255

378

2 492

3

85

101

110

136

249

391

1 895

4

85

102

113

140

246

389

1 470

5

86

104

116

141

246

379

1 167

6

86

106

118

144

245

365

947

7

88

108

119

145

245

347

783

8

87

108

120

148

244

338

658

9

87

108

121

150

243

337

560

10

86

107

121

150

242

335

481

11

84

106

119

149

240

333

418

12

82

104

117

148

238

331

365

13

80

102

115

146

236

329

329

14

78

100

113

144

234

328

328

15

76

98

112

142

232

326

326

16

74

96

109

140

230

323

323

17

73

94

108

138

228

322

322

18

71

93

106

137

227

320

320

19

70

91

105

135

225

319

319

20

69

90

104

134

224

318

318

21

68

89

103

133

223

317

317

22

66

88

102

132

222

316

316

23

65

87

101

131

221

315

315

24

64

86

99

130

220

314

314

25

63

85

98

129

219

312

312

26

62

84

97

128

218

311

311

27

61

83

96

127

217

310

310

28

60

82

95

126

216

309

309

29

59

81

94

125

215

308

308

30

58

80

93

124

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 | 353 | 368 | 374 | 398 | 521 | 617 | 3 225 |
| 2 | 70 | 85 | 92 | 115 | 239 | 371 | 2 440 |
| 3 | 73 | 88 | 97 | 123 | 236 | 384 | 1 858 |
| 4 | 75 | 92 | 103 | 130 | 236 | 383 | 1 443 |
| 5 | 78 | 95 | 108 | 133 | 238 | 374 | 1 146 |
| 6 | 80 | 99 | 111 | 137 | 239 | 359 | 930 |
| 7 | 82 | 102 | 113 | 140 | 239 | 342 | 769 |
| 8 | 83 | 104 | 115 | 143 | 240 | 333 | 646 |
| 9 | 84 | 105 | 117 | 147 | 240 | 334 | 550 |
| 10 | 84 | 106 | 119 | 149 | 240 | 333 | 474 |
| 11 | 84 | 106 | 119 | 149 | 240 | 333 | 412 |
| 12 | 84 | 106 | 119 | 150 | 240 | 333 | 360 |
| 13 | 84 | 106 | 120 | 150 | 240 | 334 | 334 |
| 14 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 15 | 86 | 108 | 121 | 151 | 242 | 335 | 335 |
| 16 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 17 | 88 | 110 | 123 | 153 | 244 | 337 | 337 |
| 18 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 19 | 90 | 112 | 125 | 156 | 246 | 339 | 339 |
| 20 | 91 | 112 | 126 | 156 | 247 | 340 | 340 |
| 21 | 91 | 113 | 126 | 156 | 247 | 340 | 340 |
| 22 | 91 | 113 | 126 | 156 | 247 | 340 | 340 |
| 23 | 90 | 112 | 125 | 156 | 246 | 340 | 340 |
| 24 | 90 | 111 | 125 | 155 | 245 | 339 | 339 |
| 25 | 89 | 110 | 124 | 154 | 245 | 338 | 338 |
| 26 | 88 | 109 | 123 | 153 | 243 | 337 | 337 |
| 27 | 86 | 108 | 122 | 152 | 242 | 336 | 336 |
| 28 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 29 | 84 | 106 | 119 | 149 | 240 | 333 | 333 |
| 30 | 82 | 104 | 118 | 148 | 238 | 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

353

368

374

398

521

617

3 225

2

70

85

92

115

239

371

2 440

3

73

88

97

123

236

384

1 858

4

75

92

103

130

236

383

1 443

5

78

95

108

133

238

374

1 146

6

80

99

111

137

239

359

930

7

82

102

113

140

239

342

769

8

83

104

115

143

240

333

646

9

84

105

117

147

240

334

550

10

84

106

119

149

240

333

474

11

84

106

119

149

240

333

412

12

84

106

119

150

240

333

360

13

84

106

120

150

240

334

334

14

85

107

120

151

241

334

334

15

86

108

121

151

242

335

335

16

87

109

122

152

243

336

336

17

88

110

123

153

244

337

337

18

89

111

124

155

245

338

338

19

90

112

125

156

246

339

339

20

91

112

126

156

247

340

340

21

91

113

126

156

247

340

340

22

91

113

126

156

247

340

340

23

90

112

125

156

246

340

340

24

90

111

125

155

245

339

339

25

89

110

124

154

245

338

338

26

88

109

123

153

243

337

337

27

86

108

122

152

242

336

336

28

85

107

120

151

241

334

334

29

84

106

119

149

240

333

333

30

82

104

118

148

238

332

332

3.21   New Taiwan dollar

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 0 | 3 | 10 | 34 | 157 | 310 | 3 002 |
| 2 | 0 | 3 | 10 | 34 | 157 | 345 | 2 258 |
| 3 | 1 | 4 | 12 | 39 | 151 | 357 | 1 716 |
| 4 | 1 | 4 | 15 | 42 | 148 | 356 | 1 332 |
| 5 | 2 | 5 | 17 | 43 | 147 | 347 | 1 058 |
| 6 | 2 | 7 | 19 | 45 | 147 | 333 | 859 |
| 7 | 3 | 9 | 22 | 47 | 146 | 317 | 711 |
| 8 | 3 | 9 | 25 | 49 | 145 | 300 | 597 |
| 9 | 4 | 9 | 28 | 51 | 144 | 283 | 509 |
| 10 | 4 | 9 | 30 | 52 | 144 | 267 | 438 |
| 11 | 5 | 11 | 33 | 53 | 144 | 250 | 380 |
| 12 | 5 | 11 | 36 | 53 | 144 | 237 | 333 |
| 13 | 5 | 13 | 39 | 53 | 144 | 237 | 294 |
| 14 | 6 | 13 | 41 | 54 | 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 | 75 | 148 | 242 | 242 |
| 24 | 10 | 23 | 69 | 77 | 149 | 242 | 242 |
| 25 | 11 | 25 | 71 | 79 | 149 | 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

157

310

3 002

2

0

3

10

34

157

345

2 258

3

1

4

12

39

151

357

1 716

4

1

4

15

42

148

356

1 332

5

2

5

17

43

147

347

1 058

6

2

7

19

45

147

333

859

7

3

9

22

47

146

317

711

8

3

9

25

49

145

300

597

9

4

9

28

51

144

283

509

10

4

9

30

52

144

267

438

11

5

11

33

53

144

250

380

12

5

11

36

53

144

237

333

13

5

13

39

53

144

237

294

14

6

13

41

54

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

75

148

242

242

24

10

23

69

77

149

242

242

25

11

25

71

79

149

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 | 217 | 318 | 3 083 |
| 2 | 49 | 64 | 71 | 95 | 218 | 353 | 2 315 |
| 3 | 49 | 64 | 73 | 99 | 212 | 365 | 1 758 |
| 4 | 48 | 65 | 75 | 102 | 209 | 364 | 1 364 |
| 5 | 48 | 66 | 78 | 103 | 208 | 354 | 1 084 |
| 6 | 49 | 68 | 80 | 106 | 207 | 341 | 880 |
| 7 | 49 | 69 | 80 | 106 | 206 | 324 | 728 |
| 8 | 48 | 69 | 81 | 108 | 205 | 307 | 612 |
| 9 | 48 | 69 | 82 | 111 | 204 | 298 | 521 |
| 10 | 47 | 69 | 82 | 111 | 203 | 296 | 449 |
| 11 | 45 | 67 | 81 | 111 | 201 | 295 | 390 |
| 12 | 44 | 66 | 79 | 109 | 200 | 293 | 341 |
| 13 | 42 | 64 | 77 | 108 | 198 | 291 | 301 |
| 14 | 40 | 62 | 76 | 106 | 196 | 290 | 290 |
| 15 | 39 | 61 | 74 | 104 | 195 | 288 | 288 |
| 16 | 37 | 59 | 72 | 103 | 193 | 286 | 286 |
| 17 | 36 | 58 | 71 | 101 | 192 | 285 | 285 |
| 18 | 35 | 56 | 70 | 100 | 190 | 284 | 284 |
| 19 | 33 | 55 | 69 | 99 | 189 | 283 | 283 |
| 20 | 33 | 55 | 68 | 99 | 189 | 282 | 282 |
| 21 | 32 | 54 | 68 | 98 | 188 | 282 | 282 |
| 22 | 32 | 54 | 67 | 97 | 188 | 281 | 281 |
| 23 | 31 | 53 | 68 | 97 | 187 | 280 | 280 |
| 24 | 30 | 52 | 70 | 96 | 186 | 280 | 280 |
| 25 | 30 | 51 | 73 | 95 | 185 | 279 | 279 |
| 26 | 29 | 51 | 75 | 94 | 185 | 278 | 278 |
| 27 | 28 | 50 | 79 | 94 | 184 | 277 | 277 |
| 28 | 28 | 49 | 81 | 93 | 183 | 277 | 277 |
| 29 | 27 | 49 | 84 | 93 | 183 | 276 | 276 |
| 30 | 26 | 48 | 87 | 92 | 182 | 276 | 276 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

48

63

70

94

217

318

3 083

2

49

64

71

95

218

353

2 315

3

49

64

73

99

212

365

1 758

4

48

65

75

102

209

364

1 364

5

48

66

78

103

208

354

1 084

6

49

68

80

106

207

341

880

7

49

69

80

106

206

324

728

8

48

69

81

108

205

307

612

9

48

69

82

111

204

298

521

10

47

69

82

111

203

296

449

11

45

67

81

111

201

295

390

12

44

66

79

109

200

293

341

13

42

64

77

108

198

291

301

14

40

62

76

106

196

290

290

15

39

61

74

104

195

288

288

16

37

59

72

103

193

286

286

17

36

58

71

101

192

285

285

18

35

56

70

100

190

284

284

19

33

55

69

99

189

283

283

20

33

55

68

99

189

282

282

21

32

54

68

98

188

282

282

22

32

54

67

97

188

281

281

23

31

53

68

97

187

280

280

24

30

52

70

96

186

280

280

25

30

51

73

95

185

279

279

26

29

51

75

94

185

278

278

27

28

50

79

94

184

277

277

28

28

49

81

93

183

277

277

29

27

49

84

93

183

276

276

30

26

48

87

92

182

276

276

3.23   Rand

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 108 | 123 | 130 | 154 | 277 | 373 | 3 358 |
| 2 | 110 | 124 | 131 | 155 | 278 | 383 | 2 528 |
| 3 | 110 | 126 | 135 | 161 | 274 | 396 | 1 923 |
| 4 | 111 | 128 | 139 | 166 | 272 | 395 | 1 493 |
| 5 | 112 | 130 | 142 | 168 | 272 | 385 | 1 186 |
| 6 | 113 | 132 | 144 | 171 | 272 | 371 | 963 |
| 7 | 114 | 134 | 146 | 172 | 271 | 365 | 797 |
| 8 | 113 | 134 | 146 | 174 | 270 | 364 | 670 |
| 9 | 113 | 134 | 147 | 176 | 269 | 363 | 570 |
| 10 | 112 | 134 | 147 | 177 | 268 | 361 | 491 |
| 11 | 111 | 132 | 146 | 176 | 267 | 360 | 426 |
| 12 | 109 | 130 | 144 | 174 | 265 | 358 | 373 |
| 13 | 106 | 128 | 142 | 172 | 262 | 356 | 356 |
| 14 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 15 | 102 | 124 | 137 | 167 | 258 | 351 | 351 |
| 16 | 99 | 121 | 134 | 165 | 255 | 348 | 348 |
| 17 | 97 | 118 | 132 | 162 | 253 | 346 | 346 |
| 18 | 94 | 116 | 129 | 160 | 250 | 344 | 344 |
| 19 | 92 | 114 | 127 | 158 | 248 | 341 | 341 |
| 20 | 90 | 112 | 126 | 156 | 246 | 340 | 340 |
| 21 | 89 | 111 | 124 | 154 | 245 | 338 | 338 |
| 22 | 87 | 109 | 122 | 153 | 243 | 336 | 336 |
| 23 | 85 | 107 | 120 | 151 | 241 | 334 | 334 |
| 24 | 83 | 105 | 119 | 149 | 239 | 333 | 333 |
| 25 | 82 | 104 | 117 | 147 | 238 | 331 | 331 |
| 26 | 80 | 102 | 115 | 146 | 236 | 329 | 329 |
| 27 | 78 | 100 | 113 | 144 | 234 | 328 | 328 |
| 28 | 77 | 99 | 112 | 142 | 233 | 326 | 326 |
| 29 | 75 | 97 | 110 | 141 | 231 | 324 | 324 |
| 30 | 74 | 95 | 109 | 139 | 230 | 323 | 323 |

Duration (in years)

Credit quality step 0

Credit quality step 1

Credit quality step 2

Credit quality step 3

Credit quality step 4

Credit quality step 5

Credit quality step 6

1

108

123

130

154

277

373

3 358

2

110

124

131

155

278

383

2 528

3

110

126

135

161

274

396

1 923

4

111

128

139

166

272

395

1 493

5

112

130

142

168

272

385

1 186

6

113

132

144

171

272

371

963

7

114

134

146

172

271

365

797

8

113

134

146

174

270

364

670

9

113

134

147

176

269

363

570

10

112

134

147

177

268

361

491

11

111

132

146

176

267

360

426

12

109

130

144

174

265

358

373

13

106

128

142

172

262

356

356

14

104

126

139

170

260

353

353

15

102

124

137

167

258

351

351

16

99

121

134

165

255

348

348

17

97

118

132

162

253

346

346

18

94

116

129

160

250

344

344

19

92

114

127

158

248

341

341

20

90

112

126

156

246

340

340

21

89

111

124

154

245

338

338

22

87

109

122

153

243

336

336

23

85

107

120

151

241

334

334

24

83

105

119

149

239

333

333

25

82

104

117

147

238

331

331

26

80

102

115

146

236

329

329

27

78

100

113

144

234

328

328

28

77

99

112

142

233

326

326

29

75

97

110

141

231

324

324

30

74

95

109

139

230

323

323

3.24   Real

| Duration (in years) | Credit quality step 0 | Credit quality step 1 | Credit quality step 2 | Credit quality step 3 | Credit quality step 4 | Credit quality step 5 | Credit quality step 6 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| 1 | 169 | 184 | 190 | 214 | 338 | 433 | 3 576 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 678 |
| 3 | 182 | 197 | 206 | 233 | 345 | 441 | 2 030 |
| 4 | 182 | 199 | 210 | 237 | 344 | 438 | 1 573 |
| 5 | 183 | 201 | 213 | 238 | 343 | 436 | 1 247 |
| 6 | 183 | 202 | 214 | 240 | 342 | 435 | 1 011 |
| 7 | 183 | 203 | 214 | 241 | 340 | 433 | 834 |
| 8 | 181 | 202 | 214 | 242 | 338 | 432 | 700 |
| 9 | 180 | 202 | 214 | 243 | 337 | 430 | 596 |
| 10 | 179 | 201 | 214 | 244 | 335 | 429 | 513 |
| 11 | 177 | 199 | 212 | 243 | 333 | 427 | 445 |
| 12 | 175 | 197 | 210 | 240 | 331 | 424 | 424 |
| 13 | 172 | 194 | 207 | 237 | 328 | 421 | 421 |
| 14 | 169 | 190 | 204 | 234 | 324 | 418 | 418 |
| 15 | 165 | 187 | 200 | 231 | 321 | 415 | 415 |
| 16 | 162 | 184 | 197 | 228 | 318 | 411 | 411 |
| 17 | 159 | 181 | 194 | 224 | 315 | 408 | 408 |
| 18 | 156 | 177 | 191 | 221 | 311 | 405 | 405 |
| 19 | 152 | 174 | 188 | 218 | 308 | 402 | 402 |
| 20 | 149 | 171 | 185 | 215 | 305 | 399 | 399 |
| 21 | 146 | 168 | 181 | 212 | 302 | 396 | 396 |
| 22 | 143 | 165 | 178 | 209 | 299 | 392 | 392 |
| 23 | 140 | 162 | 175 | 205 | 296 | 389 | 389 |
| 24 | 137 | 159 | 172 | 202 | 293 | 386 | 386 |
| 25 | 134 | 155 | 169 | 199 | 290 | 383 | 383 |
| 26 | 130 | 152 | 166 | 196 | 286 | 380 | 380 |
| 27 | 128 | 149 | 163 | 193 | 283 | 377 | 377 |
| 28 | 125 | 147 | 160 | 190 | 281 | 374 | 374 |
| 29 | 122 | 144 | 157 | 187 | 278 | 371 | 371 |
| 30 | 119 | 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

169

184

190

214

338

433

3 576

2

178

193

200

224

347

443

2 678

3

182

197

206

233

345

441

2 030

4

182

199

210

237

344

438

1 573

5

183

201

213

238

343

436

1 247

6

183

202

214

240

342

435

1 011

7

183

203

214

241

340

433

834

8

181

202

214

242

338

432

700

9

180

202

214

243

337

430

596

10

179

201

214

244

335

429

513

11

177

199

212

243

333

427

445

12

175

197

210

240

331

424

424

13

172

194

207

237

328

421

421

14

169

190

204

234

324

418

418

15

165

187

200

231

321

415

415

16

162

184

197

228

318

411

411

17

159

181

194

224

315

408

408

18

156

177

191

221

311

405

405

19

152

174

188

218

308

402

402

20

149

171

185

215

305

399

399

21

146

168

181

212

302

396

396

22

143

165

178

209

299

392

392

23

140

162

175

205

296

389

389

24

137

159

172

202

293

386

386

25

134

155

169

199

290

383

383

26

130

152

166

196

286

380

380

27

128

149

163

193

283

377

377

28

125

147

160

190

281

374

374

29

122

144

157

187

278

371

371

30

119

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 | 21 | 35 | 42 | 66 | 189 | 320 | 3 105 |
| 2 | 21 | 36 | 43 | 67 | 190 | 356 | 2 334 |
| 3 | 21 | 37 | 46 | 72 | 185 | 368 | 1 774 |
| 4 | 21 | 38 | 48 | 75 | 182 | 367 | 1 377 |
| 5 | 21 | 39 | 51 | 77 | 181 | 358 | 1 094 |
| 6 | 22 | 41 | 53 | 79 | 181 | 344 | 889 |
| 7 | 23 | 43 | 54 | 80 | 180 | 327 | 735 |
| 8 | 22 | 42 | 54 | 82 | 179 | 310 | 618 |
| 9 | 21 | 43 | 55 | 84 | 178 | 293 | 526 |
| 10 | 21 | 43 | 56 | 86 | 177 | 275 | 453 |
| 11 | 20 | 42 | 56 | 86 | 176 | 270 | 393 |
| 12 | 20 | 42 | 55 | 85 | 176 | 269 | 344 |
| 13 | 19 | 41 | 54 | 85 | 175 | 268 | 303 |
| 14 | 19 | 41 | 54 | 84 | 175 | 268 | 268 |
| 15 | 18 | 40 | 54 | 84 | 174 | 268 | 268 |
| 16 | 18 | 40 | 53 | 84 | 174 | 268 | 268 |
| 17 | 18 | 40 | 53 | 84 | 174 | 267 | 267 |
| 18 | 18 | 40 | 54 | 84 | 174 | 268 | 268 |
| 19 | 18 | 40 | 57 | 84 | 174 | 268 | 268 |
| 20 | 18 | 40 | 60 | 84 | 174 | 268 | 268 |
| 21 | 19 | 40 | 62 | 84 | 175 | 268 | 268 |
| 22 | 19 | 40 | 65 | 84 | 175 | 268 | 268 |
| 23 | 18 | 40 | 68 | 84 | 174 | 268 | 268 |
| 24 | 18 | 40 | 70 | 84 | 174 | 268 | 268 |
| 25 | 18 | 40 | 73 | 84 | 174 | 267 | 267 |
| 26 | 18 | 40 | 76 | 84 | 174 | 267 | 267 |
| 27 | 18 | 40 | 79 | 85 | 174 | 267 | 267 |
| 28 | 18 | 39 | 81 | 88 | 173 | 267 | 267 |
| 29 | 17 | 39 | 85 | 91 | 173 | 267 | 267 |
| 30 | 17 | 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

21

35

42

66

189

320

3 105

2

21

36

43

67

190

356

2 334

3

21

37

46

72

185

368

1 774

4

21

38

48

75

182

367

1 377

5

21

39

51

77

181

358

1 094

6

22

41

53

79

181

344

889

7

23

43

54

80

180

327

735

8

22

42

54

82

179

310

618

9

21

43

55

84

178

293

526

10

21

43

56

86

177

275

453

11

20

42

56

86

176

270

393

12

20

42

55

85

176

269

344

13

19

41

54

85

175

268

303

14

19

41

54

84

175

268

268

15

18

40

54

84

174

268

268

16

18

40

53

84

174

268

268

17

18

40

53

84

174

267

267

18

18

40

54

84

174

268

268

19

18

40

57

84

174

268

268

20

18

40

60

84

174

268

268

21

19

40

62

84

175

268

268

22

19

40

65

84

175

268

268

23

18

40

68

84

174

268

268

24

18

40

70

84

174

268

268

25

18

40

73

84

174

267

267

26

18

40

76

84

174

267

267

27

18

40

79

85

174

267

267

28

18

39

81

88

173

267

267

29

17

39

85

91

173

267

267

30

17

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 | 16 | 31 | 38 | 61 | 185 | 323 | 3 144 |
| 2 | 18 | 33 | 40 | 63 | 187 | 360 | 2 364 |
| 3 | 19 | 35 | 44 | 70 | 183 | 373 | 1 797 |
| 4 | 21 | 37 | 48 | 75 | 182 | 371 | 1 395 |
| 5 | 23 | 41 | 53 | 78 | 183 | 362 | 1 108 |
| 6 | 25 | 44 | 56 | 82 | 183 | 348 | 900 |
| 7 | 27 | 47 | 58 | 84 | 184 | 331 | 744 |
| 8 | 27 | 48 | 59 | 87 | 184 | 314 | 625 |
| 9 | 27 | 49 | 61 | 91 | 184 | 296 | 533 |
| 10 | 28 | 50 | 63 | 93 | 185 | 279 | 459 |
| 11 | 29 | 51 | 64 | 94 | 185 | 278 | 398 |
| 12 | 29 | 51 | 64 | 95 | 185 | 279 | 349 |
| 13 | 29 | 51 | 64 | 95 | 185 | 279 | 307 |
| 14 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 15 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 16 | 28 | 50 | 64 | 94 | 184 | 278 | 278 |
| 17 | 28 | 50 | 64 | 94 | 184 | 278 | 278 |
| 18 | 28 | 50 | 63 | 94 | 184 | 278 | 278 |
| 19 | 28 | 50 | 64 | 94 | 184 | 278 | 278 |
| 20 | 29 | 51 | 64 | 94 | 185 | 278 | 278 |
| 21 | 29 | 51 | 64 | 95 | 185 | 278 | 278 |
| 22 | 29 | 51 | 65 | 95 | 185 | 278 | 278 |
| 23 | 29 | 51 | 68 | 94 | 185 | 278 | 278 |
| 24 | 28 | 50 | 72 | 94 | 184 | 278 | 278 |
| 25 | 28 | 50 | 74 | 94 | 184 | 277 | 277 |
| 26 | 28 | 50 | 77 | 93 | 184 | 277 | 277 |
| 27 | 27 | 49 | 79 | 93 | 183 | 277 | 277 |
| 28 | 27 | 49 | 83 | 92 | 183 | 276 | 276 |
| 29 | 26 | 48 | 85 | 92 | 182 | 276 | 276 |
| 30 | 26 | 48 | 88 | 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

16

31

38

61

185

323

3 144

2

18

33

40

63

187

360

2 364

3

19

35

44

70

183

373

1 797

4

21

37

48

75

182

371

1 395

5

23

41

53

78

183

362

1 108

6

25

44

56

82

183

348

900

7

27

47

58

84

184

331

744

8

27

48

59

87

184

314

625

9

27

49

61

91

184

296

533

10

28

50

63

93

185

279

459

11

29

51

64

94

185

278

398

12

29

51

64

95

185

279

349

13

29

51

64

95

185

279

307

14

29

51

64

95

185

278

278

15

29

51

64

94

185

278

278

16

28

50

64

94

184

278

278

17

28

50

64

94

184

278

278

18

28

50

63

94

184

278

278

19

28

50

64

94

184

278

278

20

29

51

64

94

185

278

278

21

29

51

64

95

185

278

278

22

29

51

65

95

185

278

278

23

29

51

68

94

185

278

278

24

28

50

72

94

184

278

278

25

28

50

74

94

184

277

277

26

28

50

77

93

184

277

277

27

27

49

79

93

183

277

277

28

27

49

83

92

183

276

276

29

26

48

85

92

182

276

276

30

26

48

88

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 | 117 | 132 | 139 | 162 | 286 | 381 | 3 504 |
| 2 | 116 | 131 | 138 | 161 | 285 | 395 | 2 620 |
| 3 | 115 | 130 | 139 | 165 | 278 | 406 | 1 982 |
| 4 | 114 | 131 | 142 | 169 | 275 | 403 | 1 531 |
| 5 | 114 | 132 | 144 | 170 | 274 | 391 | 1 212 |
| 6 | 114 | 133 | 145 | 171 | 273 | 375 | 981 |
| 7 | 115 | 135 | 146 | 173 | 272 | 365 | 810 |
| 8 | 114 | 135 | 147 | 174 | 271 | 365 | 677 |
| 9 | 113 | 135 | 147 | 176 | 270 | 363 | 576 |
| 10 | 113 | 135 | 148 | 178 | 269 | 363 | 495 |
| 11 | 113 | 135 | 148 | 178 | 269 | 362 | 429 |
| 12 | 112 | 134 | 147 | 177 | 268 | 361 | 375 |
| 13 | 111 | 133 | 146 | 176 | 267 | 360 | 360 |
| 14 | 109 | 131 | 145 | 175 | 265 | 359 | 359 |
| 15 | 107 | 129 | 142 | 173 | 263 | 357 | 357 |
| 16 | 105 | 127 | 140 | 171 | 261 | 354 | 354 |
| 17 | 102 | 124 | 137 | 168 | 258 | 352 | 352 |
| 18 | 100 | 122 | 135 | 166 | 256 | 349 | 349 |
| 19 | 98 | 120 | 133 | 163 | 254 | 347 | 347 |
| 20 | 96 | 118 | 131 | 161 | 252 | 345 | 345 |
| 21 | 93 | 115 | 129 | 159 | 249 | 343 | 343 |
| 22 | 91 | 113 | 126 | 157 | 247 | 340 | 340 |
| 23 | 89 | 111 | 124 | 155 | 245 | 338 | 338 |
| 24 | 87 | 109 | 122 | 152 | 243 | 336 | 336 |
| 25 | 85 | 107 | 120 | 150 | 241 | 334 | 334 |
| 26 | 83 | 104 | 118 | 148 | 238 | 332 | 332 |
| 27 | 80 | 102 | 116 | 146 | 236 | 330 | 330 |
| 28 | 78 | 100 | 114 | 144 | 234 | 328 | 328 |
| 29 | 76 | 98 | 112 | 142 | 232 | 326 | 326 |
| 30 | 75 | 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

117

132

139

162

286

381

3 504

2

116

131

138

161

285

395

2 620

3

115

130

139

165

278

406

1 982

4

114

131

142

169

275

403

1 531

5

114

132

144

170

274

391

1 212

6

114

133

145

171

273

375

981

7

115

135

146

173

272

365

810

8

114

135

147

174

271

365

677

9

113

135

147

176

270

363

576

10

113

135

148

178

269

363

495

11

113

135

148

178

269

362

429

12

112

134

147

177

268

361

375

13

111

133

146

176

267

360

360

14

109

131

145

175

265

359

359

15

107

129

142

173

263

357

357

16

105

127

140

171

261

354

354

17

102

124

137

168

258

352

352

18

100

122

135

166

256

349

349

19

98

120

133

163

254

347

347

20

96

118

131

161

252

345

345

21

93

115

129

159

249

343

343

22

91

113

126

157

247

340

340

23

89

111

124

155

245

338

338

24

87

109

122

152

243

336

336

25

85

107

120

150

241

334

334

26

83

104

118

148

238

332

332

27

80

102

116

146

236

330

330

28

78

100

114

144

234

328

328

29

76

98

112

142

232

326

326

30

75

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 | 2 | 9 | 33 | 156 | 314 | 3 043 |
| 2 | 0 | 4 | 11 | 35 | 158 | 350 | 2 291 |
| 3 | 1 | 6 | 15 | 41 | 154 | 363 | 1 743 |
| 4 | 1 | 8 | 19 | 46 | 153 | 361 | 1 354 |
| 5 | 2 | 11 | 24 | 49 | 154 | 352 | 1 076 |
| 6 | 2 | 15 | 27 | 53 | 154 | 338 | 874 |
| 7 | 3 | 18 | 29 | 55 | 155 | 323 | 723 |
| 8 | 3 | 19 | 30 | 58 | 155 | 306 | 608 |
| 9 | 4 | 19 | 32 | 61 | 155 | 288 | 518 |
| 10 | 4 | 20 | 33 | 63 | 155 | 271 | 446 |
| 11 | 5 | 20 | 34 | 64 | 154 | 255 | 387 |
| 12 | 5 | 20 | 36 | 64 | 154 | 247 | 339 |
| 13 | 6 | 20 | 39 | 64 | 154 | 247 | 298 |
| 14 | 6 | 20 | 42 | 63 | 154 | 247 | 264 |
| 15 | 7 | 20 | 45 | 63 | 154 | 247 | 247 |
| 16 | 7 | 19 | 47 | 63 | 153 | 247 | 247 |
| 17 | 8 | 19 | 50 | 63 | 153 | 247 | 247 |
| 18 | 8 | 19 | 53 | 63 | 153 | 247 | 247 |
| 19 | 8 | 19 | 56 | 65 | 154 | 247 | 247 |
| 20 | 9 | 20 | 58 | 68 | 154 | 248 | 248 |
| 21 | 9 | 21 | 61 | 70 | 155 | 248 | 248 |
| 22 | 10 | 22 | 64 | 73 | 155 | 249 | 249 |
| 23 | 10 | 22 | 66 | 75 | 156 | 249 | 249 |
| 24 | 10 | 23 | 69 | 77 | 156 | 249 | 249 |
| 25 | 11 | 25 | 72 | 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

2

9

33

156

314

3 043

2

0

4

11

35

158

350

2 291

3

1

6

15

41

154

363

1 743

4

1

8

19

46

153

361

1 354

5

2

11

24

49

154

352

1 076

6

2

15

27

53

154

338

874

7

3

18

29

55

155

323

723

8

3

19

30

58

155

306

608

9

4

19

32

61

155

288

518

10

4

20

33

63

155

271

446

11

5

20

34

64

154

255

387

12

5

20

36

64

154

247

339

13

6

20

39

64

154

247

298

14

6

20

42

63

154

247

264

15

7

20

45

63

154

247

247

16

7

19

47

63

153

247

247

17

8

19

50

63

153

247

247

18

8

19

53

63

153

247

247

19

8

19

56

65

154

247

247

20

9

20

58

68

154

248

248

21

9

21

61

70

155

248

248

22

10

22

64

73

155

249

249

23

10

22

66

75

156

249

249

24

10

23

69

77

156

249

249

25

11

25

72

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 | 30 | 44 | 51 | 75 | 198 | 314 | 3 047 |
| 2 | 30 | 45 | 52 | 75 | 199 | 350 | 2 289 |
| 3 | 28 | 44 | 53 | 79 | 192 | 362 | 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 | 189 | 336 | 868 |
| 7 | 28 | 49 | 60 | 86 | 185 | 320 | 718 |
| 8 | 33 | 53 | 65 | 93 | 189 | 303 | 603 |
| 9 | 32 | 53 | 66 | 95 | 189 | 286 | 514 |
| 10 | 26 | 48 | 61 | 91 | 182 | 276 | 442 |
| 11 | 21 | 43 | 56 | 87 | 177 | 271 | 384 |
| 12 | 18 | 40 | 53 | 83 | 174 | 267 | 335 |
| 13 | 15 | 37 | 50 | 81 | 171 | 264 | 295 |
| 14 | 13 | 35 | 48 | 79 | 169 | 262 | 262 |
| 15 | 11 | 33 | 47 | 77 | 167 | 261 | 261 |
| 16 | 10 | 32 | 47 | 75 | 166 | 259 | 259 |
| 17 | 9 | 31 | 50 | 75 | 165 | 258 | 258 |
| 18 | 8 | 30 | 52 | 74 | 164 | 258 | 258 |
| 19 | 8 | 30 | 55 | 74 | 164 | 257 | 257 |
| 20 | 9 | 30 | 58 | 74 | 164 | 257 | 257 |
| 21 | 9 | 30 | 61 | 74 | 164 | 257 | 257 |
| 22 | 9 | 30 | 63 | 74 | 164 | 257 | 257 |
| 23 | 10 | 30 | 66 | 75 | 164 | 257 | 257 |
| 24 | 10 | 30 | 69 | 77 | 164 | 257 | 257 |
| 25 | 11 | 30 | 71 | 79 | 164 | 257 | 257 |
| 26 | 11 | 30 | 74 | 81 | 164 | 257 | 257 |
| 27 | 12 | 30 | 76 | 83 | 164 | 257 | 257 |
| 28 | 12 | 30 | 80 | 86 | 164 | 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

30

44

51

75

198

314

3 047

2

30

45

52

75

199

350

2 289

3

28

44

53

79

192

362

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

189

336

868

7

28

49

60

86

185

320

718

8

33

53

65

93

189

303

603

9

32

53

66

95

189

286

514

10

26

48

61

91

182

276

442

11

21

43

56

87

177

271

384

12

18

40

53

83

174

267

335

13

15

37

50

81

171

264

295

14

13

35

48

79

169

262

262

15

11

33

47

77

167

261

261

16

10

32

47

75

166

259

259

17

9

31

50

75

165

258

258

18

8

30

52

74

164

258

258

19

8

30

55

74

164

257

257

20

9

30

58

74

164

257

257

21

9

30

61

74

164

257

257

22

9

30

63

74

164

257

257

23

10

30

66

75

164

257

257

24

10

30

69

77

164

257

257

25

11

30

71

79

164

257

257

26

11

30

74

81

164

257

257

27

12

30

76

83

164

257

257

28

12

30

80

86

164

257

257

29

13

29

82

88

163

257

257

30

13

29

85

90

163

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 | 181 | 195 | 202 | 226 | 349 | 445 | 3 445 |
| 2 | 178 | 193 | 200 | 224 | 347 | 443 | 2 602 |
| 3 | 174 | 189 | 198 | 224 | 337 | 433 | 1 985 |
| 4 | 170 | 187 | 197 | 224 | 331 | 425 | 1 541 |
| 5 | 166 | 184 | 196 | 222 | 326 | 420 | 1 225 |
| 6 | 163 | 183 | 194 | 221 | 322 | 415 | 994 |
| 7 | 161 | 181 | 192 | 218 | 318 | 411 | 822 |
| 8 | 157 | 178 | 189 | 217 | 314 | 407 | 690 |
| 9 | 153 | 175 | 187 | 216 | 310 | 403 | 586 |
| 10 | 150 | 171 | 185 | 214 | 306 | 399 | 504 |
| 11 | 146 | 168 | 181 | 211 | 302 | 395 | 437 |
| 12 | 142 | 164 | 177 | 208 | 298 | 391 | 391 |
| 13 | 138 | 160 | 173 | 204 | 294 | 388 | 388 |
| 14 | 135 | 156 | 170 | 200 | 290 | 384 | 384 |
| 15 | 131 | 153 | 166 | 197 | 287 | 380 | 380 |
| 16 | 128 | 150 | 163 | 193 | 284 | 377 | 377 |
| 17 | 125 | 147 | 160 | 190 | 281 | 374 | 374 |
| 18 | 122 | 144 | 157 | 187 | 278 | 371 | 371 |
| 19 | 119 | 141 | 154 | 185 | 275 | 368 | 368 |
| 20 | 116 | 138 | 152 | 182 | 272 | 366 | 366 |
| 21 | 114 | 136 | 149 | 180 | 270 | 363 | 363 |
| 22 | 111 | 133 | 147 | 177 | 267 | 361 | 361 |
| 23 | 109 | 131 | 144 | 175 | 265 | 358 | 358 |
| 24 | 106 | 128 | 142 | 172 | 262 | 356 | 356 |
| 25 | 104 | 126 | 139 | 170 | 260 | 353 | 353 |
| 26 | 102 | 124 | 137 | 167 | 258 | 351 | 351 |
| 27 | 100 | 121 | 135 | 165 | 255 | 349 | 349 |
| 28 | 97 | 119 | 133 | 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

181

195

202

226

349

445

3 445

2

178

193

200

224

347

443

2 602

3

174

189

198

224

337

433

1 985

4

170

187

197

224

331

425

1 541

5

166

184

196

222

326

420

1 225

6

163

183

194

221

322

415

994

7

161

181

192

218

318

411

822

8

157

178

189

217

314

407

690

9

153

175

187

216

310

403

586

10

150

171

185

214

306

399

504

11

146

168

181

211

302

395

437

12

142

164

177

208

298

391

391

13

138

160

173

204

294

388

388

14

135

156

170

200

290

384

384

15

131

153

166

197

287

380

380

16

128

150

163

193

284

377

377

17

125

147

160

190

281

374

374

18

122

144

157

187

278

371

371

19

119

141

154

185

275

368

368

20

116

138

152

182

272

366

366

21

114

136

149

180

270

363

363

22

111

133

147

177

267

361

361

23

109

131

144

175

265

358

358

24

106

128

142

172

262

356

356

25

104

126

139

170

260

353

353

26

102

124

137

167

258

351

351

27

100

121

135

165

255

349

349

28

97

119

133

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 | 174 | 313 | 3 031 |
| 2 | 0 | 15 | 27 | 55 | 174 | 348 | 2 280 |
| 3 | 1 | 17 | 29 | 58 | 170 | 361 | 1 732 |
| 4 | 1 | 20 | 32 | 63 | 170 | 359 | 1 345 |
| 5 | 2 | 22 | 37 | 69 | 171 | 350 | 1 068 |
| 6 | 3 | 26 | 40 | 70 | 172 | 336 | 867 |
| 7 | 6 | 30 | 42 | 72 | 172 | 320 | 718 |
| 8 | 8 | 34 | 46 | 74 | 172 | 303 | 603 |
| 9 | 9 | 36 | 49 | 75 | 173 | 286 | 514 |
| 10 | 10 | 38 | 51 | 76 | 173 | 269 | 442 |
| 11 | 11 | 39 | 52 | 77 | 173 | 266 | 384 |
| 12 | 12 | 41 | 54 | 79 | 173 | 267 | 336 |
| 13 | 13 | 42 | 54 | 79 | 173 | 267 | 296 |
| 14 | 13 | 42 | 54 | 79 | 173 | 267 | 267 |
| 15 | 13 | 42 | 54 | 79 | 173 | 267 | 267 |
| 16 | 13 | 42 | 54 | 79 | 173 | 266 | 266 |
| 17 | 13 | 42 | 54 | 79 | 173 | 266 | 266 |
| 18 | 13 | 42 | 54 | 79 | 173 | 266 | 266 |
| 19 | 13 | 42 | 55 | 79 | 173 | 267 | 267 |
| 20 | 13 | 42 | 58 | 79 | 174 | 267 | 267 |
| 21 | 13 | 42 | 61 | 79 | 174 | 268 | 268 |
| 22 | 13 | 42 | 64 | 79 | 174 | 268 | 268 |
| 23 | 13 | 42 | 66 | 79 | 175 | 268 | 268 |
| 24 | 13 | 42 | 69 | 79 | 175 | 268 | 268 |
| 25 | 13 | 42 | 71 | 79 | 175 | 268 | 268 |
| 26 | 13 | 42 | 74 | 82 | 175 | 268 | 268 |
| 27 | 13 | 42 | 77 | 83 | 175 | 268 | 268 |
| 28 | 13 | 42 | 80 | 86 | 175 | 268 | 268 |
| 29 | 13 | 42 | 82 | 88 | 175 | 268 | 268 |
| 30 | 13 | 42 | 85 | 90 | 174 | 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

174

313

3 031

2

0

15

27

55

174

348

2 280

3

1

17

29

58

170

361

1 732

4

1

20

32

63

170

359

1 345

5

2

22

37

69

171

350

1 068

6

3

26

40

70

172

336

867

7

6

30

42

72

172

320

718

8

8

34

46

74

172

303

603

9

9

36

49

75

173

286

514

10

10

38

51

76

173

269

442

11

11

39

52

77

173

266

384

12

12

41

54

79

173

267

336

13

13

42

54

79

173

267

296

14

13

42

54

79

173

267

267

15

13

42

54

79

173

267

267

16

13

42

54

79

173

266

266

17

13

42

54

79

173

266

266

18

13

42

54

79

173

266

266

19

13

42

55

79

173

267

267

20

13

42

58

79

174

267

267

21

13

42

61

79

174

268

268

22

13

42

64

79

174

268

268

23

13

42

66

79

175

268

268

24

13

42

69

79

175

268

268

25

13

42

71

79

175

268

268

26

13

42

74

82

175

268

268

27

13

42

77

83

175

268

268

28

13

42

80

86

175

268

268

29

13

42

82

88

175

268

268

30

13

42

85

90

174

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 | 2 240 |
| 3 | 1 | 2 | 10 | 20 | 126 | 354 | 1 701 |
| 4 | 1 | 3 | 13 | 23 | 122 | 353 | 1 319 |
| 5 | 2 | 4 | 16 | 26 | 121 | 343 | 1 047 |
| 6 | 2 | 5 | 19 | 29 | 121 | 330 | 850 |
| 7 | 3 | 6 | 22 | 32 | 121 | 314 | 703 |
| 8 | 3 | 7 | 25 | 35 | 121 | 297 | 591 |
| 9 | 4 | 8 | 27 | 38 | 121 | 280 | 503 |
| 10 | 4 | 9 | 30 | 41 | 121 | 263 | 433 |
| 11 | 5 | 11 | 33 | 44 | 122 | 247 | 376 |
| 12 | 5 | 11 | 36 | 46 | 122 | 232 | 329 |
| 13 | 5 | 12 | 38 | 48 | 122 | 217 | 290 |
| 14 | 6 | 13 | 41 | 51 | 123 | 216 | 257 |
| 15 | 7 | 14 | 44 | 53 | 123 | 216 | 229 |
| 16 | 7 | 16 | 47 | 56 | 123 | 217 | 217 |
| 17 | 7 | 16 | 48 | 59 | 125 | 217 | 217 |
| 18 | 8 | 17 | 51 | 62 | 129 | 217 | 217 |
| 19 | 8 | 18 | 54 | 64 | 131 | 218 | 218 |
| 20 | 9 | 19 | 57 | 66 | 133 | 219 | 219 |
| 21 | 9 | 20 | 59 | 69 | 134 | 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 | 141 | 221 | 221 |
| 26 | 11 | 25 | 72 | 80 | 143 | 221 | 221 |
| 27 | 12 | 25 | 76 | 82 | 144 | 222 | 222 |
| 28 | 12 | 26 | 78 | 84 | 145 | 222 | 222 |
| 29 | 12 | 27 | 81 | 86 | 146 | 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

2 240

3

1

2

10

20

126

354

1 701

4

1

3

13

23

122

353

1 319

5

2

4

16

26

121

343

1 047

6

2

5

19

29

121

330

850

7

3

6

22

32

121

314

703

8

3

7

25

35

121

297

591

9

4

8

27

38

121

280

503

10

4

9

30

41

121

263

433

11

5

11

33

44

122

247

376

12

5

11

36

46

122

232

329

13

5

12

38

48

122

217

290

14

6

13

41

51

123

216

257

15

7

14

44

53

123

216

229

16

7

16

47

56

123

217

217

17

7

16

48

59

125

217

217

18

8

17

51

62

129

217

217

19

8

18

54

64

131

218

218

20

9

19

57

66

133

219

219

21

9

20

59

69

134

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

141

221

221

26

11

25

72

80

143

221

221

27

12

25

76

82

144

222

222

28

12

26

78

84

145

222

222

29

12

27

81

86

146

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 | 10 |
| Euro | Belgium | 10 |
| Euro | Cyprus | 10 |
| Euro | Estonia | 10 |
| Euro | Finland | 10 |
| Euro | France | 10 |
| Euro | Germany | 10 |
| Euro | Greece | 10 |
| Euro | Ireland | 10 |
| Euro | Italy | 10 |
| Euro | Latvia | 10 |
| Euro | Lithuania | 10 |
| Euro | Luxembourg | 10 |
| Euro | Malta | 10 |
| Euro | Netherlands | 10 |
| Euro | Portugal | 10 |
| Euro | Slovakia | 10 |
| Euro | Slovenia | 10 |
| Euro | Spain | 10 |
| Czech koruna | Czech Republic | 2 |
| Danish krone | Denmark | 56 |
| Forint | Hungary | 20 |
| Krona | Sweden | 3 |
| Kuna | Croatia | 10 |
| Lev | Bulgaria | 8 |
| Pound sterling | United Kingdom | 28 |
| Romanian leu | Romania | – 2 |
| Zloty | Poland | 15 |
| Króna | Iceland | 15 |
| Norwegian krone | Norway | 26 |
| Swiss franc | Liechtenstein | 4 |
| Swiss franc | Switzerland | 4 |
| Australian dollar | Australia | 9 |
| Canadian dollar | Canada | 5 |
| US dollar | United States | 59 |
| Yen | Japan | 2 |

Currency

National insurance market

Volatility adjustment

(in bps)

Euro

Austria

10

Euro

Belgium

10

Euro

Cyprus

10

Euro

Estonia

10

Euro

Finland

10

Euro

France

10

Euro

Germany

10

Euro

Greece

10

Euro

Ireland

10

Euro

Italy

10

Euro

Latvia

10

Euro

Lithuania

10

Euro

Luxembourg

10

Euro

Malta

10

Euro

Netherlands

10

Euro

Portugal

10

Euro

Slovakia

10

Euro

Slovenia

10

Euro

Spain

10

Czech koruna

Czech Republic

2

Danish krone

Denmark

56

Forint

Hungary

20

Krona

Sweden

3

Kuna

Croatia

10

Lev

Bulgaria

8

Pound sterling

United Kingdom

28

Romanian leu

Romania

– 2

Zloty

Poland

15

Króna

Iceland

15

Norwegian krone

Norway

26

Swiss franc

Liechtenstein

4

Swiss franc

Switzerland

4

Australian dollar

Australia

9

Canadian dollar

Canada

5

US dollar

United States

59

Yen

Japan

2

---